Thu, May 13th, 2021, 2:02UTC
 
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 Group 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 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 Group 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 Holdings 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 Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
Portfolio market l/s instrument bought pieces buy price 6/27/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 short Bank of Ireland 4/25/11 210.89 7.440 3.540 15.637 1,569 3,298 1,729 1,729 1,569 3,298 7,294
    Ryanair Holdings   466.13 3.366 3.633 3.099 1,569 1,445 -124 1,604 3,138 4,742 -38
  CAC 40 Carrefour 5/09/11 99.79 30.665 26.450 35.552 3,060 3,548 488 2,092 6,198 8,290 201
  AEX Philips 3/28/11 154.37 22.180 16.900 29.110 3,424 4,494 1,070 3,161 9,622 12,783 198
  IBEX 35 Banco Sabadell 4/04/11 1329.85 2.489 2.241 2.764 3,310 3,676 366 3,528 12,932 16,460 58
  Topix (TYO) long Isuzu Motors 1/31/11 631.51 7.178 6.361 4,533 4,017 -516 3,012 17,465 20,477 -26
  SSE 50 short China Rwy Constr 6/06/11 4217.19 0.632 0.652 0.611 2,664 2,578 -86 2,926 20,129 23,055 -43
  HSI long Galaxy Entertainment 4/04/11 3064.81 1.080 1.415 3,310 4,336 1,026 3,952 23,439 27,391 223
  HSI-Fin short China Life Ins HK 2/07/11 1572.87 2.738 2.413 3.108 4,307 4,888 581 4,534 27,746 32,280 39
  BSE Sensex 30 Bharat Heavy   987.93 4.360 4.223 4.501 4,307 4,446 140 4,673 32,053 36,726 9
  STI Wilmar International 5/02/11 1080.38 2.824 3.113 2.535 3,051 2,739 -312 4,361 35,104 39,465 -50
  OMXH 25 Nokia 2/28/11 623.48 6.090 4.390 8.448 3,797 5,267 1,470 5,832 38,901 44,733 173
  PSI 20 Teixeira Duarte 4/11/11 4983.61 0.610 0.410 0.908 3,040 4,523 1,483 7,315 41,941 49,256 558
  GEX MeVis Medical 3/07/11 290.82 12.200 8.000 18.605 3,548 5,411 1,863 9,178 45,489 54,666 296
  SMI Credit Suisse 5/09/11 104.12 29.390 26.729 32.316 3,060 3,365 305 9,482 48,549 58,031 103
  NZX 50 long a2 Milk 4/25/11 40700.39 0.077 0.080 3,138 3,260 122 9,604 51,687 61,291 25
  Topix (FRA) short Resona 2/28/11 935.22 4.060 3.189 5.169 3,797 4,834 1,037 10,641 55,484 66,125 110
  TecDAX SMA Solar 3/14/11 48.04 73.750 74.140 73.360 3,543 3,524 -19 10,623 59,027 69,650 -2
  HSI-Prop China Ov Land & Inv   1348.79 1.313 1.515 1.112 1,772 1,500 -272 10,351 60,798 71,150 -44
    China Res Land   1476.5 1.200 1.272 1.128 1,772 1,665 -106 10,245 62,570 72,815 -19
  Nordic 30 Nokia   603.58 5.870 4.390 7.849 3,543 4,738 1,194 11,440 66,113 77,553 175
  FT 30 Lloyds Bank 6/06/11 50.61 52.638 48.808 56.768 2,664 2,873 209 11,649 68,777 80,426 272
  Nikkei (FRA) Resona 3/14/11 521.03 3.400 3.189 3.625 1,772 1,889 117 11,766 70,548 82,314 25
    Tokyo Electric Power   137.33 12.900 2.735 60.845 1,772 8,356 6,584 18,350 72,320 90,670 21,862
  Nikkei (TYO) Tokyo Electric Power 5/09/11 740.69 4.131 2.734 6.243 3,060 4,624 1,564 19,915 75,380 95,295 2,067
Portfolio market l/s instrument bought pieces buy price 6/27/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Athex LC Piraeus Bank 4/04/11 0.01 432,300.000 336,600.000 555,208.824 4,323 5,552 1,229 21,144 79,703 100,847 197
  OBX 25 Frontline 4/11/11 39.36 77.243 51.944 114.864 3,040 4,521 1,481 22,624 82,743 105,368 556
  OMXS 30 Nokia 5/30/11 308.07 4.512 4.385 4.642 1,390 1,430 40 22,665 84,133 106,798 45
    Telia Company   262.25 5.300 5.029 5.587 1,390 1,465 75 22,740 85,523 108,263 99
  OMXC 20 Vestas Wind Systems   686.34 4.051 3.022 5.429 2,780 3,726 946 23,686 88,303 111,989 4,453
  TSX 60 BlackBerry 5/09/11 101.03 30.287 19.879 46.144 3,060 4,662 1,602 25,288 91,363 116,651 2,202
  CAC Mid 60 Genfit 5/16/11 706.59 3.933 3.744 4.132 2,779 2,919 140 25,428 94,142 119,570 53
  SDAX Heidelberger Druck 5/23/11 932.74 2.899 2.414 3.481 2,704 3,247 543 25,971 96,846 122,817 575
  Indices Athex Large Cap   0.48 5,689.400 5,491.700 5,894.217 2,731 2,829 98 26,070 99,577 125,647 45
  BEL 20 Galapagos 5/30/11 291.1 9.550 8.250 11.055 2,780 3,218 438 26,508 102,357 128,865 574
  CAC Next 20 long Arkema 6/27/11 38.98 65.105   2,538 2,538     104,895 131,403  
  France short Carrefour   95.95 26.450   2,538 2,538     107,433 133,940  
  MIB UnipolSai   494.74 5.130   2,538 2,538     109,971 136,478  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
    CAC Next 20 short Natixis 856.88 3.256   3/12/12 2.721 2,790        112,036 -8,584  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  109,246 -5,743 103,502
  Buy ATX Flughafen Wien 294.34 8.300   3/26/12 7.050 2,443        111,689 -8,186  
7/25/11 Buy ASX 50 short Macquarie Group 114.37 20.828   1/16/12 19.953 2,382        114,071 -10,569  
    DJ Global Titans Bank of America 341.76 6.970   12/26/11 4.202 2,382        116,453 -12,951  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  113,143 -6,979 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  110,353 -4,161 106,192
  Buy S&P 100 short AIG 128.40 19.860   1/09/12 18.875 2,550        112,903 -6,711  
    HSI New World Dev 678.26 3.760   12/26/11 2.465 2,550        115,453 -9,261  
    HDAX Commerzbank 135.63 18.801   1/23/12 14.511 2,550        118,003 -11,811  
    RTX Mobile TeleSystems 206.98 12.320   6/25/12 13.400 2,550        120,553 -14,361  
    DJTA Delta Air Lines 470.64 5.418   10/24/11 6.408 2,550        123,103 -16,911  
    Topix (FRA) Nintendo 23.06 110.600   1/23/12 105.744 2,550        125,653 -19,462  
    SP Global 100 Carrefour 126.99 20.080   4/30/12 15.175 2,550        128,203 -22,012  
8/08/11 Buy Nasdaq 100 short Akamai 142.73 14.741   10/10/11 17.540 2,104        130,307 -24,116  
    Kospi 50 LG Display 153.94 13.668   10/10/11 14.049 2,104        132,411 -26,220  
    DAX Commerzbank 137.03 15.354   12/19/11 9.482 2,104        134,515 -28,324  
    MDAX Ceconomy 218.92 9.611   5/14/12 7.298 2,104        136,619 -30,428  
    FTSE Lloyds Bank 55.89 37.648   11/28/11 27.613 2,104        138,723 -32,532  
    Europe 50 Lloyds Bank 55.89 37.648   12/19/11 27.968 2,104        140,828 -34,636  
    BSE Sensex 50 Tata Motors 814.02 2.585   10/03/11 2.302 2,104        142,932 -36,740  
    QIX Pro7-Sat1 150.29 14.000   1/23/12 17.200 2,104        145,036 -38,844  
8/22/11 Buy DJIA short Goldman Sachs 22.75 73.991   12/19/11 67.244 1,683        146,719 -40,527  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  142,186 -36,892 105,293
  Buy   short Nintendo 14.67 116.602   2/13/12 104.998 1,711        143,896 -38,603  
9/05/11 Buy Euro 50 short Societe Generale 41.16 20.250   1/09/12 15.000 833        144,730 -39,437  
      Unicredit 30.35 27.460   1/09/12 11.455 833        145,563 -40,270  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  142,425 -35,406 107,019
    BSE Sensex 50 short Tata Motors 814.02 2.302 2.902 8/08/11 2.585 -2,104 2,362 258 7,277  140,321 -33,044 107,277
  Buy NZX 50 Heartland 6,653.52 0.279   10/17/11 0.296 1,855        142,176 -34,899  
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 long Eicher Motors 762.06 2.434   10/17/11 2.393 1,855        144,031 -36,754  
10/10/11 Sell Nasdaq 100 short Akamai 142.73 17.540 11.942 8/08/11 14.741 -2,104 1,704 -400 6,878  141,927 -35,049 106,878
    Kospi 50 LG Display 153.94 14.049 13.287 8/08/11 13.668 -2,104 2,045 -59 6,819  139,823 -33,004 106,819
  Buy Nasdaq 100 long Regeneron 37.39 49.346   8/24/15 434.608 1,845        141,668 -34,849  
    Kospi 50 SK Holdings 19.24 95.875   12/19/11 80.532 1,845        143,513 -36,694  
10/17/11 Sell NZX 50 short Heartland 6,653.52 0.296 0.262 10/03/11 0.279 -1,855 1,742 -113 6,706  141,658 -34,952 106,706
    BSE Sensex 50 long Eicher Motors 762.06 2.393   10/03/11 2.434 -1,855 1,823 -32 6,674  139,803 -33,129 106,674
  Buy NZX 50 a2 Milk 13,204.02 0.139   10/31/11 0.139 1,838        141,641 -34,967  
    BSE Sensex 50 short Aurobindo Pharma 2,001.09 0.919   10/24/11 0.877 1,838        143,479 -36,805  
10/24/11 Sell DJTA short Delta Air Lines 470.64 6.408 4.429 8/01/11 5.418 -2,550 2,084 -466 6,209  140,929 -34,720 106,209
    BSE Sensex 50 Aurobindo Pharma 2,001.09 0.877 0.962 10/17/11 0.919 -1,838 1,924 86 6,295  139,091 -32,796 106,295
  Buy DJTA long Kansas City Southern 41.51 44.258   11/21/11 48.824 1,837        140,928 -34,633  
    BSE Sensex 50 Eicher Motors 786.66 2.335   12/07/15 22.421 1,837        142,765 -36,470  
10/31/11 Sell NZX 50 long a2 Milk 13,204.02 0.139   10/17/11 0.139 -1,838 1,839 1 6,296  140,927 -34,631 106,296
  Buy   short Heartland 5,934.39 0.302   3/05/12 0.277 1,791        142,718 -36,422  
11/21/11 Sell DJTA long Kansas City Southern 41.51 48.824   10/24/11 44.258 -1,837 2,027 190 6,486  140,881 -34,395 106,486
  Buy USA short Netflix 229.07 7.867   11/28/11 7.544 1,802        142,683 -36,197  
    DJTA JetBlue Airways 678.85 2.655   12/05/11 3.509 1,802        144,485 -37,999  
11/28/11 Sell USA short Netflix 229.07 7.544 8.203 11/21/11 7.867 -1,802 1,879 77 6,563  142,683 -36,120 106,563
    FTSE Lloyds Bank 55.89 27.613 51.330 8/08/11 37.648 -2,104 2,869 765 7,328  140,579 -33,251 107,328
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,372  137,789 -28,417 109,372
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,327  136,394 -27,067 109,327
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,903  134,999 -25,096 109,903
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,371  131,456 -20,085 111,371
  Buy USA long Alexion 44.80 50.936   8/24/15 143.833 2,282        133,738 -22,366  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Next 0.73 3,105.900   6/04/12 3,698.710 2,267        136,005 -24,634  
    OMXC 20 Tryg 265.42 8.598   5/14/12 8.768 2,282        138,287 -26,916  
    OMXS 30 Getinge 61.21 18.641   5/14/12 19.967 1,141        139,428 -28,057  
      Lundin 61.07 18.684   5/14/12 15.471 1,141        140,569 -29,198  
    Nordic 30 Equinor 125.01 18.255   5/07/12 19.757 2,282        142,851 -31,480  
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 13,167  140,187 -27,021 113,167
    DJTA JetBlue Airways 678.85 3.509 1.800 11/21/11 2.655 -1,802 1,222 -580 12,587  138,385 -25,799 112,587
  Buy FT 30 long BAT 0.63 3,416.030   12/12/11 3,512.060 2,152        140,537 -27,951  
    DJTA Kirby 45.18 48.011   6/25/12 36.163 2,169        142,706 -30,120  
12/12/11 Sell FT 30 long BAT 0.63 3,512.060   12/05/11 3,416.030 -2,152 2,213 61 12,647  140,554 -27,907 112,647
  Buy   short Lloyds Bank 74.07 28.594   12/19/11 27.968 2,118        142,672 -30,025  
12/19/11 Sell DJIA short Goldman Sachs 22.75 67.244 81.415 8/22/11 73.991 -1,683 1,852 169 12,816  140,989 -28,173 112,816
    Kospi 50 long SK Holdings 19.24 80.532   10/10/11 95.875 -1,845 1,549 -295 12,521  139,144 -26,624 112,521
    DAX short Commerzbank 137.03 9.482 24.862 8/08/11 15.354 -2,104 3,407 1,303 13,824  137,040 -23,217 113,824
    Europe 50 Lloyds Bank 55.89 27.968 50.678 8/08/11 37.648 -2,104 2,832 728 14,552  134,936 -20,384 114,552
    FT 30 Lloyds Bank 74.07 27.968 29.234 12/12/11 28.594 -2,118 2,165 47 14,599  132,818 -18,219 114,599
  Buy DJIA long Visa 127.48 18.897   8/24/15 58.880 2,409        135,227 -20,628  
    Kospi 50 short Hyundai Heavy 13.22 182.275   1/23/12 209.385 2,410        137,637 -23,037  
    DAX long Merck (EMD) 65.65 36.695   6/04/12 36.500 2,409        140,046 -25,446  
    Europe 50 Roche 18.57 129.719   10/20/14 222.572 2,409        142,455 -27,855  
    FT 30 Tate & Lyle 2.98 808.105   5/14/12 858.422 2,408        144,863 -30,264  
12/26/11 Sell HSI short New World Dev 678.26 2.465 5.735 8/01/11 3.760 -2,550 3,890 1,340 15,939  142,313 -26,374 115,939
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,358  138,516 -20,158 118,358
    DJ Global Titans Bank of America 341.76 4.202 11.562 7/25/11 6.970 -2,382 3,951 1,569 19,928  136,134 -16,206 119,928
  Buy HSI long Lenovo 4,816.12 0.538   5/21/12 0.656 2,593        138,727 -18,799  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Huhtamäki 281.24 9.220   1/02/12 9.150 2,593        141,320 -21,392  
    DJ Global Titans Philip Morris 42.90 60.439   1/23/12 57.914 2,593        143,913 -23,985  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,109  140,489 -19,380 121,109
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,118  138,920 -14,802 124,118
      Ryanair Holdings 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,925  137,351 -13,426 123,925
    OMXH 25 long Huhtamäki 281.24 9.150   12/26/11 9.220 -2,593 2,573 -20 23,905  134,758 -10,853 123,905
  Buy Germany Encavis 870.07 3.248   5/14/12 2.970 2,826        137,584 -13,679  
    AEX Vopak 68.77 41.095   4/09/12 44.780 2,826        140,410 -16,505  
    ISEQ 20 Flutter 31.33 45.100   5/21/12 50.010 1,413        141,823 -17,918  
      Ryanair Holdings 373.81 3.780   5/21/12 4.040 1,413        143,236 -19,331  
    OMXH 25 short Outokumpu 243.20 11.620   1/09/12 12.510 2,826        146,062 -22,157  
    BAX long Wirecard 221.13 12.780   1/09/12 13.215 2,826        148,888 -24,983  
1/09/12 Sell S&P 100 short AIG 128.40 18.875 20.895 8/01/11 19.860 -2,550 2,683 133 24,038  146,338 -22,300 124,038
    Euro 50 Societe Generale 41.16 15.000 27.338 9/05/11 20.250 -833 1,125 292 24,330  145,505 -21,175 124,330
      Unicredit 30.35 11.455 65.827 9/05/11 27.460 -833 1,998 1,164 25,494  144,671 -19,177 125,494
    OMXH 25 Outokumpu 243.20 12.510 10.730 1/02/12 11.620 -2,826 2,610 -216 25,278  141,845 -16,567 125,278
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,248  140,074 -14,826 125,248
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,610  138,302 -1,692 136,610
    BAX long Wirecard 221.13 13.215   1/02/12 12.780 -2,826 2,922 96 36,706  135,476 1,230 136,706
  Buy S&P 100 Biogen 38.17 90.342   9/03/12 116.954 3,448        138,924 -2,218  
    Euro 50 ASML 53.21 32.400   8/24/15 74.790 1,724        140,648 -3,942  
      AB InBev 36.30 47.495   8/24/15 91.280 1,724        142,372 -5,666  
    OMXH 25 Wärtsilä 412.28 8.363   1/30/12 8.837 3,448        145,820 -9,114  
    Nikkei (FRA) Aozora Bank 80.67 21.370   5/14/12 18.670 1,724        147,544 -10,838  
      Nitto Boseki 132.87 12.975   5/14/12 12.260 1,724        149,268 -12,562  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/16/12 Sell ASX 50 short Macquarie Group 114.37 19.953 21.742 7/25/11 20.828 -2,382 2,487 104 36,811  146,886 -10,075 136,811
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,749  142,579 -4,831 137,749
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,442  140,808 -3,366 137,442
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,127  139,036 -1,909 137,127
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,222  135,996 11,226 147,222
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,687  133,265 17,422 150,687
  Buy ASX 50 long James Hardie Ind 717.62 5.856   1/23/12 6.001 4,202        137,467 13,220  
    HSI-Fin AIA 1,601.25 2.624   5/14/12 2.577 4,202        141,669 9,018  
    HSI-Prop China Ov Land & Inv 1,363.40 1.541   6/10/13 2.124 2,101        143,770 6,917  
      China Res Land 1,486.80 1.413   6/10/13 2.183 2,101        145,871 4,816  
    HSI-C&I Sands China 1,636.04 2.568   5/21/12 2.614 4,202        150,073 614  
    OBX 25 Equinor 218.12 19.264   5/14/12 19.745 4,202        154,275 -3,588  
    BAX Wirecard 319.79 13.140   6/18/12 14.995 4,202        158,477 -7,790  
    Indices ISEQ-Overall 1.40 3,005.690   5/21/12 3,087.810 4,208        162,685 -11,998  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 52,086  160,147 -8,061 152,086
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,752  157,483 -4,732 152,752
    Kospi 50 Hyundai Heavy 13.22 209.385 155.165 12/19/11 182.275 -2,410 2,051 -358 52,393  155,074 -2,680 152,393
    ASX 50 long James Hardie Ind 717.62 6.001   1/16/12 5.856 -4,202 4,307 104 52,498  150,872 1,626 152,498
    HDAX short Commerzbank 135.63 14.511 24.359 8/01/11 18.801 -2,550 3,304 754 53,251  148,322 4,930 153,251
    Topix (FRA) Nintendo 23.06 105.744 115.679 8/01/11 110.600 -2,550 2,668 117 53,369  145,771 7,598 153,369
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,933  142,992 13,941 156,933
    QIX Pro7-Sat1 150.29 17.200 10.800 8/08/11 14.000 -2,104 1,623 -481 56,452  140,888 15,564 156,452
    DJ Global Titans long Philip Morris 42.90 57.914   12/26/11 60.439 -2,593 2,485 -108 56,344  138,295 18,049 156,344
  Buy France Hermes International 17.19 253.600   4/23/12 251.250 4,359        142,655 13,689  
    SSE 50 China Minsheng Bk 6,528.38 0.668   3/19/12 0.633 4,359        147,014 9,330  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 Samsung Electronics 284.05 15.346   5/21/12 16.200 4,359        151,373 4,971  
    ASX 50 short QBE Insurance 454.74 9.586   1/30/12 9.544 4,359        155,732 612  
    HDAX long Dürr 477.70 9.125   8/04/14 28.230 4,359        160,091 -3,747  
    Topix (FRA) Fast Retailing 29.83 146.118   2/27/12 148.473 4,359        164,449 -8,105  
    CAC Mid 60 Innate Pharma 2,549.12 1.710   5/14/12 1.650 4,359        168,808 -12,464  
    QIX Freenet 414.55 10.515   1/18/16 28.325 4,359        173,167 -16,823  
    DJ Global Titans short Bank of America 777.16 5.609   2/06/12 6.060 4,359        177,526 -21,182  
1/30/12 Sell ASX 50 short QBE Insurance 454.74 9.544 9.628 1/23/12 9.586 -4,359 4,378 19 56,363  173,167 -16,804 156,363
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,390  170,463 -12,074 158,390
    OMXH 25 long Wärtsilä 412.28 8.837   1/09/12 8.363 -3,448 3,643 195 58,585  167,015 -8,430 158,585
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,331  162,708 -1,378 161,331
  Buy ASX 50 long James Hardie Ind 693.70 5.763   8/17/15 12.058 3,998        166,706 -5,376  
    SDAX Encavis 1,323.40 3.021   5/21/12 2.951 3,998        170,704 -9,374  
    OMXH 25 short Nokia 1,030.41 3.880   2/13/12 3.800 3,998        174,702 -13,372  
    BSE Sensex 30 long Hindustan Unilever 659.61 6.061   11/16/15 11.144 3,998        178,700 -17,370  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,386  175,640 -12,254 163,386
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,025  172,097 -7,072 165,025
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,249  168,787 -3,538 165,249
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,969  165,747 6,222 171,969
    DJ Global Titans Bank of America 777.16 6.060 5.157 1/23/12 5.609 -4,359 4,008 -351 71,618  161,388 10,230 171,618
  Buy CAC 40 long Airbus 166.95 27.230   4/09/12 29.725 4,546        165,934 5,684  
    TecDAX Dialog Semiconductor 271.48 16.745   5/21/12 15.475 4,546        170,480 1,138  
    IBEX 35 Bankinter 1,316.92 3.452   2/13/12 3.297 4,546        175,026 -3,408  
    PSI 20 Jerónimo Martins 354.05 12.840   2/20/12 12.970 4,546        179,572 -7,954  
    MerVal short Gr Fin Galicia 7,664.81 0.593   2/27/12 0.596 4,546        184,118 -12,500  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans long Apple 360.79 12.600   5/21/12 15.695 4,546        188,664 -17,046  
2/13/12 Sell IBEX 35 long Bankinter 1,316.92 3.297   2/06/12 3.452 -4,546 4,342 -204 71,414  184,118 -12,704 171,414
    OMXH 25 short Nokia 1,030.41 3.800 3.962 1/30/12 3.880 -3,998 4,082 84 71,499  180,120 -8,622 171,499
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,913  177,060 -2,147 174,913
    Topix (TYO) Nintendo 14.67 104.998 129.488 8/29/11 116.602 -1,711 1,900 189 75,102  175,350 -248 175,102
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,215  171,802 7,414 179,215
  Buy IBEX 35 Sacyr 1,407.66 3.314   8/20/12 1.284 4,665        176,467 2,749  
    OMXH 25 long Nokian Tyres 138.43 33.700   4/09/12 36.040 4,665        181,132 -1,917  
    Nikkei (TYO) Tokyo Dome Corp 1,148.65 4.061   5/21/12 4.378 4,665        185,797 -6,582  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        190,461 -11,246  
    GEX 4SC 378.70 12.319   5/07/12 9.617 4,665        195,126 -15,911  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,344  192,066 -7,723 184,344
    PSI 20 long Jerónimo Martins 354.05 12.970   2/06/12 12.840 -4,546 4,592 46 84,390  187,520 -3,131 184,390
  Buy TSX 60 Constellation Soft 64.09 70.699   4/16/12 66.838 4,531        192,052 -7,662  
    PSI 20 short Pharol 1,078.81 4.200   2/27/12 3.989 4,531        196,583 -12,193  
    SLI long Sonova 53.12 85.291   4/23/12 82.016 4,531        201,113 -16,724  
2/27/12 Sell PSI 20 short Pharol 1,078.81 3.989 4.422 2/20/12 4.200 -4,531 4,771 240 84,629  196,582 -11,953 184,629
    MerVal Gr Fin Galicia 7,664.81 0.596 0.591 2/06/12 0.593 -4,546 4,527 -19 84,610  192,036 -7,426 184,610
    Topix (FRA) long Fast Retailing 29.83 148.473   1/23/12 146.118 -4,359 4,429 70 84,680  187,678 -2,997 184,680
  Buy PSI 20 Jerónimo Martins 334.71 13.570   3/12/12 14.360 4,542        192,220 -7,539  
    Topix (FRA) short Mazda Motor 710.80 6.390   3/05/12 6.150 4,542        196,762 -12,081  
3/05/12 Sell NZX 50 short Heartland 5,934.39 0.277 0.329 10/31/11 0.302 -1,791 1,955 164 84,844  194,971 -10,126 184,844
    Topix (FRA) Mazda Motor 710.80 6.150 6.639 2/27/12 6.390 -4,542 4,719 177 85,021  190,429 -5,407 185,021
  Buy MerVal Aluar 9,356.12 0.480   3/12/12 0.513 4,490        194,919 -9,897  
    NZX 50 long a2 Milk 19,311.83 0.233   5/21/12 0.267 4,490        199,409 -14,387  
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 534.40 8.402   3/19/12 8.620 4,490        203,899 -18,877  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 87,914  201,109 -13,195 187,914
    PSI 20 long Jerónimo Martins 334.71 14.360   2/27/12 13.570 -4,542 4,806 264 88,178  196,567 -8,389 188,178
    MerVal short Aluar 9,356.12 0.513 0.447 3/05/12 0.480 -4,490 4,182 -308 87,870  192,077 -4,206 187,870
    CAC Next 20 Natixis 856.88 2.721 3.896 7/11/11 3.256 -2,790 3,339 549 88,419  189,287 -868 188,419
  Buy BEL 20 long Galapagos 373.84 12.540   5/14/12 10.990 4,688        193,975 -5,556  
    PSI 20 short Pharol 1,190.15 3.939   3/26/12 4.022 4,688        198,663 -10,244  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,528.38 0.633   1/23/12 0.668 -4,359 4,133 -226 88,193  194,304 -6,111 188,193
    Topix (FRA) Isuzu Motors 534.40 8.620   3/05/12 8.402 -4,490 4,607 117 88,310  189,814 -1,504 188,310
  Buy SSE 50 short Anhui Conch Cement 2,388.62 1.955   4/09/12 2.031 4,670        194,484 -6,174  
    Topix (FRA) Mazda Motor 722.91 6.460   8/13/12 4.800 4,670        199,154 -10,844  
3/26/12 Sell ATX short Flughafen Wien 294.34 7.050 9.772 7/18/11 8.300 -2,443 2,876 433 88,743  196,711 -7,968 188,743
    PSI 20 Pharol 1,190.15 4.022 3.856 3/12/12 3.939 -4,688 4,589 -99 88,644  192,023 -3,379 188,644
  Buy ATX long Österreichische Post 183.77 25.200   4/09/12 25.800 4,631        196,654 -8,010  
    PSI 20 Jerónimo Martins 310.81 14.900   4/02/12 15.420 4,631        201,285 -12,641  
4/02/12 Sell   long Jerónimo Martins 310.81 15.420   3/26/12 14.900 -4,631 4,793 162 88,806  196,654 -7,848 188,806
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,045  192,331 14,714 207,045
  Buy PSI 20 Banco Comercial 8,416.34 0.659   8/20/12 0.452 5,543        197,874 9,171  
    Athex LC long EYDAP 1,392.71 3.980   4/16/12 4.030 5,543        203,417 3,628  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,388.62 2.031 1.880 3/19/12 1.955 -4,670 4,489 -181 106,864  198,747 8,118 206,864
    ATX long Österreichische Post 183.77 25.800   3/26/12 25.200 -4,631 4,741 110 106,975  194,116 12,859 206,975
    CAC 40 Airbus 166.95 29.725   2/06/12 27.230 -4,546 4,963 417 107,391  189,570 17,822 207,391
    AEX Vopak 68.77 44.780   1/02/12 41.095 -2,826 3,080 253 107,644  186,743 20,901 207,644
    OMXH 25 Nokian Tyres 138.43 36.040   2/13/12 33.700 -4,665 4,989 324 107,968  182,078 25,890 207,968
  Buy SSE 50 China Northern Rare 2,024.31 2.888   6/04/12 3.823 5,846        187,924 20,044  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX short Zumtobel 596.29 9.804   4/16/12 9.950 5,846        193,770 14,198  
    AEX ArcelorMittal 150.94 38.730   9/03/12 35.565 5,846        199,616 8,352  
    OMXH 25 Outokumpu 503.10 11.620   8/20/12 6.980 5,846        205,462 2,506  
4/16/12 Sell ATX short Zumtobel 596.29 9.950 9.658 4/09/12 9.804 -5,846 5,759 -87 107,881  199,616 8,265 207,881
    TSX 60 long Constellation Soft 64.09 66.838   2/20/12 70.699 -4,531 4,284 -247 107,634  195,085 12,549 207,634
    Athex LC EYDAP 1,392.71 4.030   4/02/12 3.980 -5,543 5,613 70 107,704  189,542 18,161 207,704
  Buy ATX Österreichische Post 211.26 26.725   5/21/12 27.000 5,646        195,188 12,515  
    TSX 60 short BlackBerry 558.70 10.106   8/20/12 5.638 5,646        200,834 6,869  
    Athex LC Public Power 3,642.58 1.550   9/03/12 1.330 5,646        206,480 1,223  
4/23/12 Sell France long Hermes International 17.19 251.250   1/23/12 253.600 -4,359 4,319 -40 107,663  202,121 5,542 207,663
    SLI Sonova 53.12 82.016   2/20/12 85.291 -4,531 4,357 -174 107,489  197,590 9,899 207,489
  Buy France short Solocal 3.68 1,476.830   8/13/12 1,038.280 5,435        203,025 4,464  
    MerVal YPF 404.52 13.433   8/27/12 14.446 5,434        208,459 -970  
    SLI Lonza 157.49 34.504   11/26/12 36.099 5,434        213,893 -6,404  
    GCX REC Silicon 1,562.08 3.479   2/11/13 1.027 5,434        219,327 -11,838  
4/30/12 Sell SP Global 100 short Carrefour 126.99 15.175 26.570 8/01/11 20.080 -2,550 3,374 824 108,313  216,777 -8,463 208,313
  Buy   long Apple 317.44 15.738   10/20/14 19.487 4,996        221,773 -13,459  
5/07/12 Sell Nordic 30 long Equinor 125.01 19.757   11/28/11 18.255 -2,282 2,470 188 108,501  219,491 -10,990 208,501
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 108,886  214,826 -5,940 208,886
    GEX 4SC 378.70 9.617   2/13/12 12.319 -4,665 3,642 -1,023 107,863  210,161 -2,298 207,863
  Buy Nordic 30 short Nokia 2,141.25 2.400   8/13/12 2.220 5,139        215,300 -7,437  
    Topix (TYO) Sony 438.50 11.720   6/11/12 10.270 5,139        220,439 -12,576  
5/14/12 Sell Germany long Encavis 870.07 2.970   1/02/12 3.248 -2,826 2,584 -242 107,621  217,613 -9,992 207,621
    MDAX short Ceconomy 218.92 7.298 12.656 8/08/11 9.611 -2,104 2,771 667 108,288  215,509 -7,221 208,288
    HSI-Fin long AIA 1,601.25 2.577   1/16/12 2.624 -4,202 4,127 -75 108,213  211,307 -3,095 208,213
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Galapagos 373.84 10.990   3/12/12 12.540 -4,688 4,109 -579 107,633  206,619 1,014 207,633
    OMXC 20 Tryg 265.42 8.768   11/28/11 8.598 -2,282 2,327 45 107,678  204,337 3,341 207,678
    OBX 25 Equinor 218.12 19.745   1/16/12 19.264 -4,202 4,307 105 107,783  200,135 7,648 207,783
    OMXS 30 Getinge 61.21 19.967   11/28/11 18.641 -1,141 1,222 81 107,864  198,994 8,870 207,864
      Lundin 61.07 15.471   11/28/11 18.684 -1,141 945 -196 107,668  197,853 9,815 207,668
    FT 30 Tate & Lyle 2.98 858.422   12/19/11 808.105 -2,408 2,558 150 107,818  195,445 12,373 207,818
    Nikkei (FRA) Aozora Bank 80.67 18.670   1/09/12 21.370 -1,724 1,506 -218 107,600  193,721 13,879 207,600
      Nitto Boseki 132.87 12.260   1/09/12 12.975 -1,724 1,629 -95 107,505  191,997 15,508 207,505
    CAC Mid 60 Innate Pharma 2,549.12 1.650   1/23/12 1.710 -4,359 4,206 -153 107,352  187,638 19,714 207,352
  Buy Germany short SolarWorld 23.99 236.550   9/10/12 182.550 5,675        193,313 14,039  
    MDAX long Dürr 518.55 10.946   5/21/12 10.445 5,676        198,989 8,363  
    HSI-Fin short HK Exchgs & Clrg 499.83 11.356   9/17/12 11.718 5,676        204,665 2,687  
    BEL 20 Bekaert 248.40 22.850   6/25/12 18.225 5,676        210,341 -2,989  
    OMXC 20 Vestas Wind Systems 5,008.82 1.133   5/28/12 1.008 5,676        216,017 -8,665  
    OBX 25 REC Silicon 1,639.75 3.462   9/03/12 2.359 5,676        221,693 -14,341  
    OMXS 30 ABB 218.87 12.967   7/23/12 14.168 2,838        224,531 -17,179  
      Nokia 1,213.65 2.338   7/23/12 1.752 2,838        227,369 -20,017  
    FT 30 Man Group 54.97 103.259   8/06/12 106.958 5,676        233,045 -25,693  
    Nikkei (FRA) Nippon Sheet Glass 313.94 9.040   1/07/13 9.100 2,838        235,883 -28,531  
      Sharp 73.47 38.630   1/07/13 23.550 2,838        238,721 -31,369  
    CAC Mid 60 Vallourec 4.11 1,382.400   9/10/12 1,453.800 5,682        244,403 -37,051  
5/21/12 Sell HSI long Lenovo 4,816.12 0.656   12/26/11 0.538 -2,593 3,158 565 107,918  241,810 -33,892 207,918
    Kospi 50 Samsung Electronics 284.05 16.200   1/23/12 15.346 -4,359 4,602 243 108,161  237,451 -29,290 208,161
    ATX Österreichische Post 211.26 27.000   4/16/12 26.725 -5,646 5,704 58 108,219  231,805 -23,586 208,219
    MDAX Dürr 518.55 10.445   5/14/12 10.946 -5,676 5,416 -260 107,959  226,129 -18,170 207,959
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TecDAX Dialog Semiconductor 271.48 15.475   2/06/12 16.745 -4,546 4,201 -345 107,614  221,583 -13,969 207,614
    SDAX Encavis 1,323.40 2.951   1/30/12 3.021 -3,998 3,905 -93 107,521  217,585 -10,064 207,521
    HSI-C&I Sands China 1,636.04 2.614   1/16/12 2.568 -4,202 4,277 75 107,596  213,383 -5,787 207,596
    ISEQ 20 Flutter 31.33 50.010   1/02/12 45.100 -1,413 1,567 154 107,750  211,970 -4,220 207,750
      Ryanair Holdings 373.81 4.040   1/02/12 3.780 -1,413 1,510 97 107,847  210,557 -2,710 207,847
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,551  207,497 3,054 210,551
    NZX 50 long a2 Milk 19,311.83 0.267   3/05/12 0.233 -4,490 5,149 659 111,210  203,007 8,203 211,210
    Indices ISEQ-Overall 1.40 3,087.810   1/16/12 3,005.690 -4,208 4,323 115 111,325  198,799 12,526 211,325
    Nikkei (TYO) Tokyo Dome Corp 1,148.65 4.378   2/13/12 4.061 -4,665 5,029 364 111,689  194,134 17,555 211,689
    DJ Global Titans Apple 360.79 15.695   2/06/12 12.600 -4,546 5,663 1,117 112,806  189,588 23,218 212,806
  Buy HSI short China Unicom 4,963.41 1.189   8/20/12 1.370 5,900        195,488 17,318  
    Kospi 50 SK Holdings 104.84 56.279   7/23/12 68.528 5,900        201,388 11,417  
    ATX Zumtobel 598.50 9.858   6/25/12 8.050 5,900        207,288 5,517  
    MDAX Ströer Media 742.79 7.943   5/28/12 8.000 5,900        213,188 -383  
    TecDAX SMA Solar 224.21 26.315   12/22/14 14.800 5,900        219,088 -6,283  
    SDAX Klöckner 753.13 7.834   10/29/12 7.058 5,900        224,988 -12,183  
    HSI-C&I Citic Pacific 4,980.58 1.185   9/17/12 0.959 5,900        230,888 -18,083  
    ISEQ 20 Bank of Ireland 1,130.27 2.610   8/27/12 2.490 2,950        233,838 -21,033  
      Smurfit Kappa 531.53 5.550   8/27/12 6.550 2,950        236,788 -23,983  
    SMI long Richemont 122.82 48.039   5/28/12 48.077 5,900        242,689 -29,883  
    NZX 50 short Katmandu 6,186.43 0.954   7/30/12 0.992 5,900        248,589 -35,783  
    Indices Athex Large Cap 2.91 2,028.100   9/10/12 2,671.700 5,902        254,490 -41,685  
    Nikkei (TYO) Nippon Sheet Glass 692.56 8.519   7/02/12 8.411 5,900        260,390 -47,585  
    DJ Global Titans Telefónica 601.06 9.816   5/28/12 9.440 5,900        266,290 -53,485  
5/28/12 Sell MDAX short Ströer Media 742.79 8.000 7.886 5/21/12 7.943 -5,900 5,858 -42 112,763  260,390 -47,627 212,763
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 5,008.82 1.008 1.274 5/14/12 1.133 -5,676 6,381 705 113,469  254,714 -41,246 213,469
    SMI long Richemont 122.82 48.077   5/21/12 48.039 -5,900 5,905 5 113,473  248,814 -35,341 213,473
    DJ Global Titans short Telefónica 601.06 9.440 10.207 5/21/12 9.816 -5,900 6,135 235 113,708  242,914 -29,206 213,708
  Buy MDAX long Rhön-Klinikum 209.68 21.995   6/04/12 22.100 4,612        247,526 -33,818  
    OMXC 20 GN Store Nord 67.67 68.150   6/04/12 67.500 4,612        252,138 -38,430  
    SMI short Credit Suisse 293.12 15.734   6/04/12 15.300 4,612        256,750 -43,042  
    CAC Next 20 Natixis 2,405.84 1.917   6/18/12 1.984 4,612        261,362 -47,654  
    DJ Global Titans long Apple 282.82 16.307   10/22/12 17.386 4,612        265,974 -52,266  
6/04/12 Sell SSE 50 long China Northern Rare 2,024.31 3.823   4/09/12 2.888 -5,846 7,739 1,893 115,602  260,128 -44,526 215,602
    DAX Merck (EMD) 65.65 36.500   12/19/11 36.695 -2,409 2,396 -13 115,589  257,719 -42,130 215,589
    MDAX Rhön-Klinikum 209.68 22.100   5/28/12 21.995 -4,612 4,634 22 115,611  253,107 -37,496 215,611
    FTSE Next 0.73 3,698.710   11/28/11 3,105.900 -2,267 2,700 433 116,043  250,840 -34,796 216,043
    OMXC 20 GN Store Nord 67.67 67.500   5/28/12 68.150 -4,612 4,568 -44 116,000  246,228 -30,228 216,000
    SMI short Credit Suisse 293.12 15.300 16.181 5/28/12 15.734 -4,612 4,743 131 116,130  241,616 -25,486 216,130
  Buy SSE 50 China Unicom 9,418.97 0.506   12/10/12 0.413 4,766        246,382 -30,252  
    DAX thyssenkrupp 376.16 12.670   7/16/12 14.565 4,766        251,148 -35,018  
    MDAX Ströer Media 569.07 8.375   6/18/12 8.546 4,766        255,914 -39,783  
    FTSE Aviva 14.26 334.157   7/30/12 382.206 4,765        260,679 -44,549  
    OMXC 20 Vestas Wind Systems 5,460.59 0.873   6/18/12 0.791 4,766        265,445 -49,315  
    SMI long Swiss Re 108.95 43.744   6/11/12 46.079 4,766        270,211 -54,081  
6/11/12 Sell   long Swiss Re 108.95 46.079   6/04/12 43.744 -4,766 5,020 254 116,385  265,445 -49,060 216,385
    Topix (TYO) short Sony 438.50 10.270 13.374 5/07/12 11.720 -5,139 5,865 726 117,110  260,306 -43,196 217,110
  Buy SMI Credit Suisse 270.41 16.076   6/18/12 14.519 4,347        264,653 -47,543  
    Topix (TYO) long Subaru 718.81 6.048   1/11/16 33.663 4,347        269,000 -51,890  
6/18/12 Sell MDAX short Ströer Media 569.07 8.546 8.204 6/04/12 8.375 -4,766 4,669 -97 117,013  264,234 -47,221 217,013
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 5,460.59 0.791 0.963 6/04/12 0.873 -4,766 5,261 495 117,508  259,468 -41,960 217,508
    SMI Credit Suisse 270.41 14.519 17.799 6/11/12 16.076 -4,347 4,813 466 117,974  255,121 -37,147 217,974
    CAC Next 20 Natixis 2,405.84 1.984 1.850 5/28/12 1.917 -4,612 4,451 -161 117,813  250,509 -32,696 217,813
    BAX long Wirecard 319.79 14.995   1/16/12 13.140 -4,202 4,795 593 118,406  246,307 -27,901 218,406
  Buy MDAX Dürr 420.76 11.318   6/25/12 11.594 4,762        251,069 -32,663  
    OMXC 20 GN Store Nord 65.01 73.250   6/25/12 71.650 4,762        255,831 -37,425  
    SMI Swiss Re 102.15 46.620   11/19/12 54.864 4,762        260,593 -42,187  
6/25/12 Sell ATX short Zumtobel 598.50 8.050 12.072 5/21/12 9.858 -5,900 7,225 1,325 119,731  254,693 -34,962 219,731
    MDAX long Dürr 420.76 11.594   6/18/12 11.318 -4,762 4,878 116 119,847  249,931 -30,084 219,847
    RTX short Mobile TeleSystems 206.98 13.400 11.240 8/01/11 12.320 -2,550 2,326 -224 119,624  247,381 -27,758 219,624
    BEL 20 Bekaert 248.40 18.225 28.649 5/14/12 22.850 -5,676 7,116 1,440 121,064  241,705 -20,641 221,064
    OMXC 20 long GN Store Nord 65.01 71.650   6/18/12 73.250 -4,762 4,658 -104 120,960  236,943 -15,983 220,960
    DJTA Kirby 45.18 36.163   12/05/11 48.011 -2,169 1,634 -535 120,425  234,774 -14,349 220,425
  Buy ATX Österreichische Post 198.96 25.890   7/29/13 31.600 5,151        239,925 -19,500  
    MDAX short Ströer Media 640.59 8.041   7/02/12 8.090 5,151        245,076 -24,651  
    RTX long Magnit 242.40 21.250   7/02/12 22.430 5,151        250,227 -29,802  
    BEL 20 Galapagos 420.49 12.250   10/22/12 16.900 5,151        255,378 -34,953  
    OMXC 20 short Vestas Wind Systems 6,347.50 0.812   7/16/12 0.678 5,151        260,529 -40,104  
    DJTA Ryder System 188.52 27.323   7/02/12 27.880 5,151        265,680 -45,255  
7/02/12 Sell MDAX short Ströer Media 640.59 8.090 7.992 6/25/12 8.041 -5,151 5,120 -31 120,393  260,529 -40,136 220,393
    RTX long Magnit 242.40 22.430   6/25/12 21.250 -5,151 5,437 286 120,679  255,378 -34,699 220,679
    DJTA short Ryder System 188.52 27.880 26.767 6/25/12 27.323 -5,151 5,046 -105 120,574  250,227 -29,653 220,574
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 121,446  247,176 -25,730 221,446
    Nikkei (TYO) Nippon Sheet Glass 692.56 8.411 8.629 5/21/12 8.519 -5,900 5,976 76 121,522  241,276 -19,754 221,522
  Buy MDAX long Dürr 404.65 12.465   7/23/12 13.345 5,044        246,320 -24,798  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 2,484.73 2.030   7/09/12 2.080 5,044        251,364 -29,842  
    DJTA long Delta Air Lines 574.48 8.780   9/17/12 7.031 5,044        256,408 -34,886  
    STI ThaiBev 23,770.03 0.212   6/10/13 0.382 5,044        261,452 -39,930  
    Nikkei (TYO) OKI Electric 395.15 12.765   7/16/12 12.784 5,044        266,496 -44,974  
7/09/12 Sell RTX short RusHydro 2,484.73 2.080 1.980 7/02/12 2.030 -5,044 4,920 -124 121,398  261,452 -40,055 221,398
  Buy   long Magnit 209.47 21.640   7/16/12 22.510 4,533        265,985 -44,587  
7/16/12 Sell DAX short thyssenkrupp 376.16 14.565 10.775 6/04/12 12.670 -4,766 4,053 -713 120,685  261,219 -40,534 220,685
    RTX long Magnit 209.47 22.510   7/09/12 21.640 -4,533 4,715 182 120,867  256,686 -35,819 220,867
    OMXC 20 short Vestas Wind Systems 6,347.50 0.678 0.971 6/25/12 0.812 -5,151 6,163 1,012 121,879  251,535 -29,656 221,879
    Nikkei (TYO) long OKI Electric 395.15 12.784   7/02/12 12.765 -5,044 5,051 7 121,886  246,491 -24,605 221,886
  Buy DAX Continental 69.04 71.440   8/11/14 159.700 4,932        251,423 -29,537  
    RTX short RusHydro 2,315.49 2.130   9/03/12 2.010 4,932        256,355 -34,469  
    OMXC 20 long Genmab 582.37 8.469   6/24/13 22.604 4,932        261,287 -39,401  
    Nikkei (TYO) short Nippon Sheet Glass 646.49 7.629   11/19/12 7.143 4,932        266,219 -44,333  
7/23/12 Sell Kospi 50 short SK Holdings 104.84 68.528 44.029 5/21/12 56.279 -5,900 4,616 -1,284 120,602  260,319 -39,717 220,602
    MDAX long Dürr 404.65 13.345   7/02/12 12.465 -5,044 5,400 356 120,958  255,275 -34,317 220,958
    OMXS 30 short ABB 218.87 14.168 11.765 5/14/12 12.967 -2,838 2,575 -263 120,695  252,437 -31,742 220,695
      Nokia 1,213.65 1.752 3.121 5/14/12 2.338 -2,838 3,788 950 121,645  249,599 -27,954 221,645
  Buy Kospi 50 long Amorepacific Group 185.05 26.166   10/20/14 87.497 4,842        254,441 -32,796  
    MDAX short Ströer Media 610.82 7.927   8/06/12 7.080 4,842        259,283 -37,638  
    OMXS 30 long Electrolux 136.61 17.722   6/24/13 19.030 2,421        261,704 -40,059  
      Swedbank 175.58 13.789   6/24/13 16.871 2,421        264,125 -42,480  
7/30/12 Sell FTSE short Aviva 14.26 382.206 286.108 6/04/12 334.157 -4,765 4,080 -685 120,960  259,360 -38,400 220,960
    NZX 50 Katmandu 6,186.43 0.992 0.916 5/21/12 0.954 -5,900 5,665 -235 120,725  253,460 -32,735 220,725
  Buy FTSE long Ashtead 14.10 333.248   8/24/15 1,199.890 4,699        258,159 -37,434  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/06/12 Sell MDAX short Ströer Media 610.82 7.080 8.875 7/23/12 7.927 -4,842 5,421 579 121,304  253,317 -32,013 221,304
    FT 30 Man Group 54.97 106.958 99.561 5/14/12 103.259 -5,676 5,473 -203 121,101  247,641 -26,540 221,101
  Buy MDAX long Dürr 351.51 13.838   10/29/12 14.790 4,864        252,505 -31,404  
    FT 30 Ferguson 1.59 3,068.570   6/24/13 3,452.810 4,879        257,384 -36,283  
8/13/12 Sell France short Solocal 3.68 1,038.280 2,100.620 4/23/12 1,476.830 -5,435 7,730 2,296 123,396  251,949 -28,553 223,396
    Nordic 30 Nokia 2,141.25 2.220 2.595 5/07/12 2.400 -5,139 5,556 417 123,813  246,810 -22,997 223,813
    Topix (FRA) Mazda Motor 722.91 4.800 8.694 3/19/12 6.460 -4,670 6,285 1,615 125,428  242,140 -16,712 225,428
  Buy France long Eurofins Scientific 503.81 10.355   4/22/13 15.325 5,217        247,357 -21,929  
    Nordic 30 Pandora 466.13 11.192   6/03/13 26.264 5,217        252,574 -27,146  
    Topix (FRA) Softbank 323.25 16.139   9/03/12 15.996 5,217        257,791 -32,363  
8/20/12 Sell HSI short China Unicom 4,963.41 1.370 1.008 5/21/12 1.189 -5,900 5,003 -897 124,531  251,891 -27,360 224,531
    IBEX 35 Sacyr 1,407.66 1.284 8.553 2/13/12 3.314 -4,665 12,040 7,375 131,906  247,226 -15,320 231,906
    OMXH 25 Outokumpu 503.10 6.980 19.345 4/09/12 11.620 -5,846 9,732 3,886 135,792  241,380 -5,588 235,792
    TSX 60 BlackBerry 558.70 5.638 18.115 4/16/12 10.106 -5,646 10,121 4,475 140,267  235,734 4,533 240,267
    PSI 20 Banco Comercial 8,416.34 0.452 0.960 4/02/12 0.659 -5,543 8,076 2,533 142,800  230,191 12,609 242,800
  Buy HSI long Galaxy Entertainment 2,714.36 2.352   4/22/13 3.135 6,385        236,576 6,224  
    IBEX 35 Grifols 568.06 11.240   11/05/12 13.025 6,385        242,961 -161  
    OMXH 25 Huhtamäki 537.01 11.890   10/22/12 12.450 6,385        249,346 -6,546  
    TSX 60 Couche-Tard 955.12 6.685   4/22/13 7.405 6,385        255,731 -12,931  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,130.27 2.490 2.736 5/21/12 2.610 -2,950 3,092 142 142,942  252,781 -9,838 242,942
      Smurfit Kappa 531.53 6.550 4.550 5/21/12 5.550 -2,950 2,418 -532 142,411  249,831 -7,420 242,411
    MerVal YPF 404.52 14.446 12.421 4/23/12 13.433 -5,434 5,024 -410 142,001  244,397 -2,396 242,001
  Buy ISEQ 20 long Kerry Group 79.70 37.580   6/17/13 42.250 2,995        247,392 -5,391  
      Smurfit Kappa 457.25 6.550   6/17/13 12.270 2,995        250,387 -8,386  
9/03/12 Sell S&P 100 long Biogen 38.17 116.954   1/09/12 90.342 -3,448 4,464 1,016 143,017  246,939 -3,922 243,017
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX short ArcelorMittal 150.94 35.565 42.177 4/09/12 38.730 -5,846 6,366 520 143,537  241,093 2,445 243,537
    RTX RusHydro 2,315.49 2.010 2.257 7/16/12 2.130 -4,932 5,227 295 143,832  236,161 7,671 243,832
    OBX 25 REC Silicon 1,639.75 2.359 5.080 5/14/12 3.462 -5,676 8,329 2,653 146,485  230,485 16,001 246,485
    Athex LC Public Power 3,642.58 1.330 1.806 4/16/12 1.550 -5,646 6,580 934 147,419  224,839 22,580 247,419
    Topix (FRA) long Softbank 323.25 15.996   8/13/12 16.139 -5,217 5,171 -46 147,373  219,622 27,751 247,373
  Buy S&P 100 short HP 509.07 13.511   9/17/12 13.872 6,878        226,500 20,873  
    RTX long Magnit 283.98 24.220   9/17/12 27.650 6,878        233,378 13,995  
    OBX 25 Grieg Seafood 5,015.31 1.371   1/07/13 1.707 6,878        240,256 7,117  
    Athex LC Alpha Bank 102.66 67.000   3/25/13 37.850 6,878        247,134 239  
    MerVal short Pampa Energía 40,916.12 0.168   9/10/12 0.164 6,878        254,012 -6,639  
    Topix (FRA) Kansai Electric Pwr 1,206.24 5.702   3/11/13 6.145 6,878        260,890 -13,517  
9/10/12 Sell Germany short SolarWorld 23.99 182.550 306.524 5/14/12 236.550 -5,675 7,354 1,679 149,052  255,215 -6,163 249,052
    MerVal Pampa Energía 40,916.12 0.164 0.172 9/03/12 0.168 -6,878 7,050 172 149,224  248,337 886 249,224
    CAC Mid 60 Vallourec 4.11 1,453.800 1,311.000 5/14/12 1,382.400 -5,682 5,388 -293 148,930  242,656 6,275 248,930
    Indices Athex Large Cap 2.91 2,671.700 1,384.500 5/21/12 2,028.100 -5,902 4,029 -1,873 147,057  236,754 10,303 247,057
  Buy Germany long ADLER Real Estate 5,452.54 1.180   6/24/13 2.050 6,434        243,188 3,869  
    CAC Mid 60 Eurofins Scientific 584.91 11.000   4/22/13 15.325 6,434        249,622 -2,565  
    Indices OMXC 20 96.89 66.404   6/17/13 70.001 6,434        256,056 -8,998  
9/17/12 Sell S&P 100 short HP 509.07 13.872 13.150 9/03/12 13.511 -6,878 6,694 -184 146,873  249,178 -2,304 246,873
    RTX long Magnit 283.98 27.650   9/03/12 24.220 -6,878 7,852 974 147,847  242,300 5,548 247,847
    HSI-Fin short HK Exchgs & Clrg 499.83 11.718 10.994 5/14/12 11.356 -5,676 5,495 -181 147,666  236,624 11,043 247,666
    HSI-C&I Citic Pacific 4,980.58 0.959 1.464 5/21/12 1.185 -5,900 7,290 1,390 149,057  230,724 18,333 249,057
    DJTA long Delta Air Lines 574.48 7.031   7/02/12 8.780 -5,044 4,039 -1,005 148,052  225,680 22,372 248,052
  Buy S&P 100 Gilead Sciences 269.72 25.063   10/13/14 79.611 6,760        232,440 15,612  
    CAC 40 Credit Agricole 1,129.68 5.984   9/24/12 5.714 6,760        239,200 8,852  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 3,234.45 2.090   2/04/13 1.770 6,760        245,960 2,092  
    HSI-Fin long Bank of China (HK) 2,832.24 2.387   5/13/13 2.748 6,760        252,720 -4,668  
    HSI-C&I Galaxy Entertainment 2,780.75 2.431   4/08/13 3.018 6,760        259,480 -11,428  
    DJTA short Expeditors Wash 230.61 29.314   9/24/12 28.398 6,760        266,240 -18,188  
9/24/12 Sell CAC 40 long Credit Agricole 1,129.68 5.714   9/17/12 5.984 -6,760 6,455 -305 147,747  259,480 -11,733 247,747
    DJTA short Expeditors Wash 230.61 28.398 30.259 9/17/12 29.314 -6,760 6,978 218 147,965  252,720 -4,755 247,965
  Buy   long Avis Budget 489.57 12.419   7/20/15 38.916 6,080        258,800 -10,835  
10/01/12 Buy CAC Next 20 short Hermes International 28.03 211.450   12/10/12 235.500 5,927        264,727 -16,762  
10/15/12 Buy AEX short KPN 1,594.04 3.626   2/02/15 2.756 5,780        270,507 -22,542  
    MerVal Pampa Energía 38,328.91 0.151   10/22/12 0.141 5,780        276,287 -28,322  
10/22/12 Sell BEL 20 long Galapagos 420.49 16.900   6/25/12 12.250 -5,151 7,106 1,955 149,920  271,136 -21,215 249,920
    OMXH 25 Huhtamäki 537.01 12.450   8/20/12 11.890 -6,385 6,686 301 150,221  264,751 -14,530 250,221
    MerVal short Pampa Energía 38,328.91 0.141 0.161 10/15/12 0.151 -5,780 6,186 406 150,627  258,971 -8,343 250,627
    DJ Global Titans long Apple 282.82 17.386   5/28/12 16.307 -4,612 4,917 305 150,932  254,359 -3,426 250,932
  Buy BEL 20 short Bekaert 286.70 21.580   11/12/12 21.290 6,187        260,546 -9,613  
    OMXH 25 Outokumpu 956.26 6.470   11/05/12 6.200 6,187        266,733 -15,800  
    DJ Global Titans Telefónica 589.24 10.500   10/29/12 10.070 6,187        272,920 -21,987  
10/29/12 Sell MDAX long Dürr 351.51 14.790   8/06/12 13.838 -4,864 5,199 335 151,267  268,056 -16,788 251,267
    SDAX short Klöckner 753.13 7.058 8.695 5/21/12 7.834 -5,900 6,549 649 151,916  262,156 -10,240 251,916
    DJ Global Titans Telefónica 589.24 10.070 10.948 10/22/12 10.500 -6,187 6,451 264 152,180  255,968 -3,788 252,180
  Buy MDAX Ströer Media 936.50 6.630   1/14/13 6.901 6,209        262,177 -9,997  
    SDAX long ADLER Real Estate 3,929.75 1.580   11/26/12 1.285 6,209        268,387 -16,206  
    MerVal short Pampa Energía 42,879.83 0.145   12/24/12 0.147 6,209        274,596 -22,415  
    BAX long KUKA 265.63 23.375   6/24/13 31.820 6,209        280,805 -28,625  
    DJ Global Titans Bank of America 861.93 7.204   12/16/13 11.075 6,209        287,014 -34,834  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,567  284,476 -20,908 263,567
    IBEX 35 long Grifols 568.06 13.025   8/20/12 11.240 -6,385 7,399 1,014 164,581  278,091 -13,509 264,581
    OMXH 25 short Outokumpu 956.26 6.200 6.752 10/22/12 6.470 -6,187 6,456 269 164,851  271,904 -7,053 264,851
  Buy MIB long Azimut 692.61 9.304   8/04/14 18.460 6,444        278,348 -13,497  
    OMXH 25 Konecranes 255.21 25.250   11/12/12 24.380 6,444        284,792 -19,941  
11/12/12 Sell BEL 20 short Bekaert 286.70 21.290 21.874 10/22/12 21.580 -6,187 6,271 84 164,935  278,605 -13,670 264,935
    OMXH 25 long Konecranes 255.21 24.380   11/05/12 25.250 -6,444 6,222 -222 164,713  272,161 -7,448 264,713
  Buy BEL 20 Galapagos 380.31 16.910   6/24/13 14.210 6,431        278,592 -13,879  
    OMXH 25 short Outokumpu 1,001.71 6.420   12/31/12 7.400 6,431        285,023 -20,310  
11/19/12 Sell SMI long Swiss Re 102.15 54.864   6/18/12 46.620 -4,762 5,604 842 165,555  280,260 -14,705 265,555
    Nikkei (TYO) short Nippon Sheet Glass 646.49 7.143 8.148 7/16/12 7.629 -4,932 5,268 336 165,891  275,328 -9,438 265,891
  Buy PSI 20 Impresa 22,106.90 0.290   12/17/12 0.300 6,411        281,739 -15,849  
    SMI Julius Bär 245.44 26.121   12/17/12 27.324 6,411        288,150 -22,260  
    Nikkei (TYO) long Subaru 784.15 8.176   10/07/13 20.003 6,411        294,561 -28,671  
11/26/12 Sell SDAX long ADLER Real Estate 3,929.75 1.285   10/29/12 1.580 -6,209 5,050 -1,159 164,731  288,352 -23,621 264,731
    SLI short Lonza 157.49 36.099 32.909 4/23/12 34.504 -5,434 5,183 -251 164,480  282,918 -18,438 264,480
  Buy SDAX Deutz 1,892.62 3.250   12/10/12 3.138 6,151        289,069 -24,589  
    SLI long Swiss Life 59.02 104.219   6/24/13 120.698 6,151        295,220 -30,740  
12/10/12 Sell SSE 50 short China Unicom 9,418.97 0.413 0.620 6/04/12 0.506 -4,766 5,835 1,069 165,549  290,454 -24,905 265,549
    SDAX Deutz 1,892.62 3.138 3.366 11/26/12 3.250 -6,151 6,371 220 165,769  284,303 -18,535 265,769
    CAC Next 20 Hermes International 28.03 235.500 187.400 10/01/12 211.450 -5,927 5,253 -674 165,095  278,376 -13,282 265,095
  Buy SSE 50 long China Rwy Constr 8,791.90 0.716   4/29/13 0.634 6,295        284,671 -19,577  
    CAC 40 Societe Generale 218.46 28.815   1/14/13 34.140 6,295        290,966 -25,872  
    SDAX ADLER Real Estate 4,496.43 1.400   6/10/13 2.099 6,295        297,261 -32,167  
12/17/12 Sell PSI 20 short Impresa 22,106.90 0.300 0.280 11/19/12 0.290 -6,411 6,190 -221 164,874  290,850 -25,977 264,874
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Julius Bär 245.44 27.324 24.917 11/19/12 26.121 -6,411 6,116 -295 164,578  284,439 -19,861 264,578
  Buy   long Richemont 102.07 59.929   10/14/13 74.199 6,117        290,556 -25,978  
12/24/12 Sell MerVal short Pampa Energía 42,879.83 0.147 0.143 10/29/12 0.145 -6,209 6,119 -90 164,488  284,347 -19,859 264,488
  Buy   long Gr Fin Galicia 8,768.28 0.697   5/27/13 0.697 6,115        290,462 -25,974  
12/31/12 Sell OMXH 25 short Outokumpu 1,001.71 7.400 5.440 11/12/12 6.420 -6,431 5,449 -982 163,507  284,031 -20,525 263,507
  Buy   long Orion 273.60 22.200   3/18/13 22.000 6,074        290,105 -26,599  
1/07/13 Sell OBX 25 long Grieg Seafood 5,015.31 1.707   9/03/12 1.371 -6,878 8,560 1,682 165,188  283,227 -18,039 265,188
    Nikkei (FRA) short Nippon Sheet Glass 313.94 9.100 8.980 5/14/12 9.040 -2,838 2,819 -19 165,169  280,389 -15,220 265,169
      Sharp 73.47 23.550 63.366 5/14/12 38.630 -2,838 4,656 1,817 166,987  277,551 -10,564 266,987
  Buy IBEX 35 long Mediaset Esp 1,125.35 5.696   2/04/13 5.150 6,410        283,961 -16,974  
    OBX 25 short REC Silicon 3,556.57 1.802   1/21/13 1.488 6,410        290,371 -23,384  
    Nikkei (FRA) long Subaru 323.74 9.900   1/14/13 9.907 3,205        293,576 -26,589  
      Shinsei Bank 205.45 15.600   1/14/13 13.840 3,205        296,781 -29,794  
1/14/13 Sell CAC 40 long Societe Generale 218.46 34.140   12/10/12 28.815 -6,295 7,458 1,163 168,150  290,486 -22,336 268,150
    MDAX short Ströer Media 936.50 6.901 6.359 10/29/12 6.630 -6,209 5,955 -254 167,896  284,277 -16,381 267,896
    Nikkei (FRA) long Subaru 323.74 9.907   1/07/13 9.900 -3,205 3,207 2 167,898  281,072 -13,174 267,898
      Shinsei Bank 205.45 13.840   1/07/13 15.600 -3,205 2,843 -362 167,537  277,867 -10,330 267,537
  Buy CAC 40 short Engie 416.72 15.430   1/28/13 15.390 6,430        284,297 -16,760  
    MDAX long KUKA 228.14 28.185   6/24/13 31.820 6,430        290,727 -23,190  
    Nikkei (FRA) short Screen 165.00 19.485   2/11/13 16.805 3,215        293,942 -26,405  
1/21/13 Sell OBX 25 short REC Silicon 3,556.57 1.488 2.182 1/07/13 1.802 -6,410 7,762 1,352 168,889  287,532 -18,644 268,889
  Buy   long Grieg Seafood 3,602.86 1.736   1/28/13 1.688 6,256        293,788 -24,900  
1/28/13 Sell CAC 40 short Engie 416.72 15.390 15.470 1/14/13 15.430 -6,430 6,447 17 168,905  287,358 -18,453 268,905
    OBX 25 long Grieg Seafood 3,602.86 1.688   1/21/13 1.736 -6,256 6,082 -174 168,731  281,102 -12,371 268,731
  Buy CAC 40 Credit Agricole 825.69 7.762   2/11/13 7.414 6,409        287,511 -18,780  
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 REC Silicon 4,143.39 1.547   2/25/13 1.312 6,409        293,920 -25,189  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,125.35 5.150   1/07/13 5.696 -6,410 5,796 -614 168,117  287,510 -19,393 268,117
    RTX short RusHydro 3,234.45 1.770 2.468 9/17/12 2.090 -6,760 7,982 1,222 169,339  280,750 -11,411 269,339
  Buy   long Magnit 186.04 34.660   3/11/13 34.010 6,448        287,198 -17,859  
2/11/13 Sell CAC 40 long Credit Agricole 825.69 7.414   1/28/13 7.762 -6,409 6,122 -287 169,052  280,789 -11,738 269,052
    Nikkei (FRA) short Screen 165.00 16.805 22.592 1/14/13 19.485 -3,215 3,728 513 169,565  277,574 -8,010 269,565
    GCX REC Silicon 1,562.08 1.027 11.783 4/23/12 3.479 -5,434 18,406 12,972 182,537  272,140 10,397 282,537
  Buy CAC 40 Orange 928.96 7.883   2/25/13 7.479 7,323        279,463 3,074  
    ÖkoDAX long PNE Wind 2,624.73 2.790   4/29/13 2.700 7,323        286,786 -4,249  
    Nikkei (FRA) Subaru 339.03 10.800   8/26/13 18.441 3,662        290,448 -7,911  
      Mazda Motor 294.21 12.445   8/26/13 15.485 3,661        294,109 -11,572  
    GCX SunPower 1,036.86 7.063   11/25/13 21.795 7,323        301,432 -18,895  
2/18/13 Buy GEX long MBB 356.27 18.500   4/22/13 17.650 6,591        308,023 -25,486  
2/25/13 Sell CAC 40 short Orange 928.96 7.479 8.309 2/11/13 7.883 -7,323 7,719 396 182,932  300,700 -17,768 282,932
    OBX 25 REC Silicon 4,143.39 1.312 1.824 1/28/13 1.547 -6,409 7,559 1,150 184,082  294,291 -10,209 284,082
  Buy CAC 40 long Credit Agricole 915.85 7.475   4/22/13 6.300 6,846        301,137 -17,055  
    OBX 25 Norwegian 2.34 2,924.050   4/15/13 2,803.560 6,842        307,980 -23,897  
3/11/13 Sell RTX long Magnit 186.04 34.010   2/04/13 34.660 -6,448 6,327 -121 183,961  301,532 -17,570 283,961
    Topix (FRA) short Kansai Electric Pwr 1,206.24 6.145 5.259 9/03/12 5.702 -6,878 6,344 -534 183,427  294,654 -11,227 283,427
  Buy RTX RusHydro 4,050.60 1.680   9/14/15 0.774 6,805        301,459 -18,032  
    Topix (FRA) long Mazda Motor 550.79 12.355   4/01/13 11.250 6,805        308,264 -24,837  
3/18/13 Sell OMXH 25 long Orion 273.60 22.000   12/31/12 22.200 -6,074 6,019 -55 183,372  302,190 -18,817 283,372
  Buy   short Outokumpu 1,198.01 5.520   9/16/13 4.600 6,613        308,803 -25,430  
3/25/13 Sell Athex LC long Alpha Bank 102.66 37.850   9/03/12 67.000 -6,878 3,886 -2,993 180,380  301,924 -21,545 280,380
  Buy   short Eurobank Ergasias 24.88 260.000   9/30/13 50.000 6,469        308,393 -28,014  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/01/13 Sell Topix (FRA) long Mazda Motor 550.79 11.250   3/11/13 12.355 -6,805 6,196 -609 179,771  301,588 -21,817 279,771
  Buy   short Nidec 588.72 10.953   4/15/13 10.948 6,448        308,036 -28,265  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,780.75 3.018   9/17/12 2.431 -6,760 8,393 1,633 181,404  301,276 -19,872 281,404
4/15/13 Sell OBX 25 long Norwegian 2.34 2,803.560   2/25/13 2,924.050 -6,842 6,560 -282 181,123  294,434 -13,311 281,123
    Topix (FRA) short Nidec 588.72 10.948 10.957 4/01/13 10.953 -6,448 6,451 3 181,125  287,986 -6,861 281,125
  Buy OBX 25 Frontline 924.87 7.413   10/21/13 8.829 6,856        294,842 -13,717  
    Topix (FRA) long Mazda Motor 585.73 11.705   6/03/13 14.600 6,856        301,698 -20,573  
4/22/13 Sell France long Eurofins Scientific 503.81 15.325   8/13/12 10.355 -5,217 7,721 2,504 183,629  296,481 -12,852 283,629
    HSI Galaxy Entertainment 2,714.36 3.135   8/20/12 2.352 -6,385 8,509 2,124 185,753  290,096 -4,343 285,753
    CAC 40 Credit Agricole 915.85 6.300   2/25/13 7.475 -6,846 5,770 -1,076 184,677  283,250 1,427 284,677
    TSX 60 Couche-Tard 955.12 7.405   8/20/12 6.685 -6,385 7,072 687 185,364  276,865 8,499 285,364
    CAC Mid 60 Eurofins Scientific 584.91 15.325   9/10/12 11.000 -6,434 8,964 2,530 187,894  270,431 17,463 287,894
    GEX MBB 356.27 17.650   2/18/13 18.500 -6,591 6,288 -303 187,591  263,840 23,751 287,591
  Buy France short ArcelorMittal 296.09 26.286   5/06/13 29.061 7,783        271,623 15,968  
    HSI China Shenhua HK 3,059.11 2.544   9/16/13 2.475 7,783        279,406 8,185  
    CAC 40 ArcelorMittal 296.09 26.286   8/05/13 28.620 7,783        287,189 402  
    TSX 60 Barrick Gold 538.10 14.464   9/30/13 13.729 7,783        294,972 -7,381  
    CAC Mid 60 CGG 15.63 497.920   4/29/13 532.320 7,782        302,754 -15,163  
    GEX YOC 1,541.49 5.049   9/23/13 2.219 7,783        310,537 -22,946  
4/29/13 Sell SSE 50 long China Rwy Constr 8,791.90 0.634   12/10/12 0.716 -6,295 5,577 -718 186,873  304,242 -17,370 286,873
    ÖkoDAX PNE Wind 2,624.73 2.700   2/11/13 2.790 -7,323 7,087 -236 186,637  296,919 -10,283 286,637
    CAC Mid 60 short CGG 15.63 532.320 463.520 4/22/13 497.920 -7,782 7,245 -538 186,099  289,137 -3,038 286,099
  Buy SSE 50 China Northern Rare 3,117.18 2.270   5/06/13 2.286 7,076        296,213 -10,114  
    ÖkoDAX SolarWorld 66.72 106.050   4/13/15 14.550 7,076        303,289 -17,190  
5/06/13 Sell France short ArcelorMittal 296.09 29.061 23.511 4/22/13 26.286 -7,783 6,961 -822 185,277  295,506 -10,228 285,277
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 China Northern Rare 3,117.18 2.286 2.254 4/29/13 2.270 -7,076 7,026 -50 185,227  288,430 -3,203 285,227
  Buy   long China Minsheng Bk 6,704.71 1.052   5/13/13 1.064 7,050        295,480 -10,253  
5/13/13 Sell   long China Minsheng Bk 6,704.71 1.064   5/06/13 1.052 -7,050 7,135 85 185,312  288,430 -3,117 285,312
    HSI-Fin Bank of China (HK) 2,832.24 2.748   9/17/12 2.387 -6,760 7,782 1,022 186,334  281,670 4,665 286,334
  Buy SSE 50 short China Northern Rare 3,071.92 2.368   11/04/13 2.137 7,274        288,944 -2,609  
    HSI-Fin Ping An 2,427.90 2.996   10/14/13 2.804 7,274        296,218 -9,883  
5/27/13 Sell MerVal long Gr Fin Galicia 8,768.28 0.697   12/24/12 0.697 -6,115 6,109 -6 186,328  290,103 -3,775 286,328
  Buy   short Pampa Energía 43,384.52 0.163   6/10/13 0.158 7,063        297,166 -10,838  
6/03/13 Sell Nordic 30 long Pandora 466.13 26.264   8/13/12 11.192 -5,217 12,242 7,025 193,353  291,949 1,405 293,353
    Topix (FRA) Mazda Motor 585.73 14.600   4/15/13 11.705 -6,856 8,552 1,696 195,049  285,093 9,956 295,049
  Buy Nordic 30 short Equinor 439.72 17.340   7/29/13 16.264 7,625        292,718 2,332  
    Topix (FRA) Inpex 958.76 7.953   11/18/13 8.519 7,625        300,343 -5,294  
6/10/13 Sell SDAX long ADLER Real Estate 4,496.43 2.099   12/10/12 1.400 -6,295 9,438 3,143 198,192  294,048 4,144 298,192
    HSI-Prop China Ov Land & Inv 1,363.40 2.124   1/16/12 1.541 -2,101 2,896 795 198,987  291,947 7,040 298,987
      China Res Land 1,486.80 2.183   1/16/12 1.413 -2,101 3,245 1,144 200,131  289,846 10,285 300,131
    MerVal short Pampa Energía 43,384.52 0.158 0.168 5/27/13 0.163 -7,063 7,271 208 200,339  282,783 17,556 300,339
    STI long ThaiBev 23,770.03 0.382   7/02/12 0.212 -5,044 9,071 4,027 204,366  277,739 26,627 304,366
  Buy France short ArcelorMittal 293.50 28.191   7/08/13 26.415 8,274        286,013 18,353  
    SDAX Hypoport 1,106.15 7.480   9/30/13 8.120 8,274        294,287 10,079  
    HSI-Prop Hang Lung 1,610.86 2.568   11/18/13 2.531 4,137        298,424 5,942  
      Sino Land 3,844.44 1.076   11/18/13 1.043 4,137        302,561 1,805  
    MerVal long Telecom Argentina 2,184.38 3.788   6/17/13 3.268 8,274        310,835 -6,469  
    CAC Mid 60 short CGG 14.75 561.120   8/05/13 575.840 8,277        319,111 -14,746  
6/17/13 Sell ISEQ 20 long Kerry Group 79.70 42.250   8/27/12 37.580 -2,995 3,367 372 204,738  316,116 -11,378 304,738
      Smurfit Kappa 457.25 12.270   8/27/12 6.550 -2,995 5,610 2,615 207,353  313,121 -5,768 307,353
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 2,184.38 3.268   6/10/13 3.788 -8,274 7,139 -1,135 206,218  304,847 1,371 306,218
    Indices OMXC 20 96.89 70.001   9/10/12 66.404 -6,434 6,782 349 206,567  298,413 8,153 306,567
  Buy ISEQ 20 short C&C Group 929.36 4.233   7/29/13 4.100 3,934        302,347 4,219  
      CRH 251.68 15.631   7/29/13 15.994 3,934        306,281 285  
    PSI 20 long Teixeira Duarte 14,570.37 0.540   6/24/13 0.570 7,868        314,149 -7,583  
    MerVal short Comercial del Plata 111,920.34 0.070   8/12/13 0.067 7,868        322,017 -15,451  
    Indices RTX 5.65 1,393.590   8/12/13 1,391.500 7,874        329,891 -23,324  
6/24/13 Sell Germany long ADLER Real Estate 5,452.54 2.050   9/10/12 1.180 -6,434 11,178 4,744 211,310  323,457 -12,147 311,310
    MDAX KUKA 228.14 31.820   1/14/13 28.185 -6,430 7,259 829 212,140  317,027 -4,887 312,140
    BEL 20 Galapagos 380.31 14.210   11/12/12 16.910 -6,431 5,404 -1,027 211,113  310,596 517 311,113
    PSI 20 Teixeira Duarte 14,570.37 0.570   6/17/13 0.540 -7,868 8,305 437 211,550  302,728 8,822 311,550
    OMXC 20 Genmab 582.37 22.604   7/16/12 8.469 -4,932 13,164 8,232 219,782  297,796 21,986 319,782
    OMXS 30 Electrolux 136.61 19.030   7/23/12 17.722 -2,421 2,600 179 219,960  295,375 24,586 319,960
      Swedbank 175.58 16.871   7/23/12 13.789 -2,421 2,962 541 220,502  292,954 27,548 320,502
    FT 30 Ferguson 1.59 3,452.810   8/06/12 3,068.570 -4,879 5,490 611 221,113  288,075 33,038 321,113
    SLI Swiss Life 59.02 120.698   11/26/12 104.219 -6,151 7,124 973 222,085  281,924 40,161 322,085
    BAX KUKA 265.63 31.820   10/29/12 23.375 -6,209 8,452 2,243 224,328  275,715 48,614 324,328
  Buy Germany short SolarWorld 101.39 91.950   7/29/13 77.250 9,323        285,037 39,291  
    MDAX Salzgitter 366.98 25.405   7/01/13 25.340 9,323        294,361 29,968  
    BEL 20 Aperam 1,120.55 8.320   7/15/13 8.461 9,323        303,684 20,645  
    OMXC 20 FLSmidth 266.13 35.032   7/01/13 34.376 9,323        313,007 11,322  
    OMXS 30 Boliden 488.16 9.549   7/08/13 9.256 4,662        317,668 6,660  
      Tele2 531.04 8.778   7/08/13 9.227 4,662        322,330 1,999  
    FT 30 Man Group 97.88 95.252   7/01/13 100.211 9,323        331,653 -7,325  
    SLI Kühne & Nagel 114.89 81.145   7/08/13 90.725 9,323        340,976 -16,647  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX SFC Energy 1,962.74 4.750   7/01/13 4.650 9,323        350,299 -25,970  
7/01/13 Sell MDAX short Salzgitter 366.98 25.340 25.470 6/24/13 25.405 -9,323 9,347 24 224,352  340,976 -16,623 324,352
    OMXC 20 FLSmidth 266.13 34.376 35.701 6/24/13 35.032 -9,323 9,501 178 224,530  331,653 -7,122 324,530
    FT 30 Man Group 97.88 100.211 90.294 6/24/13 95.252 -9,323 8,838 -485 224,045  322,329 1,716 324,045
    BAX SFC Energy 1,962.74 4.650 4.852 6/24/13 4.750 -9,323 9,524 201 224,246  313,006 11,239 324,246
  Buy MDAX long Dürr 349.49 23.998   7/28/14 30.355 8,387        321,393 2,852  
    OMXC 20 Vestas Wind Systems 3,885.57 2.159   9/01/14 6.373 8,387        329,780 -5,535  
    FT 30 Lloyds Bank 112.02 74.871   9/09/13 90.907 8,387        338,167 -13,922  
    BAX Morphosys 189.99 44.145   4/14/14 58.270 8,387        346,554 -22,309  
7/08/13 Sell France short ArcelorMittal 293.50 26.415 30.086 6/10/13 28.191 -8,274 8,830 556 224,802  338,280 -13,478 324,802
    OMXS 30 Boliden 488.16 9.256 9.852 6/24/13 9.549 -4,662 4,809 148 224,950  333,619 -8,669 324,950
      Tele2 531.04 9.227 8.329 6/24/13 8.778 -4,662 4,423 -238 224,711  328,957 -4,246 324,711
    SLI Kühne & Nagel 114.89 90.725 71.565 6/24/13 81.145 -9,323 8,222 -1,101 223,611  319,634 3,976 323,611
  Buy OMXS 30 long Nokia 1,285.32 3.186   10/13/14 6.407 4,095        323,729 -118  
      Kinnevik 187.24 21.868   10/13/14 22.475 4,094        327,823 -4,213  
    SLI Lonza 136.03 60.201   8/12/13 56.494 8,189        336,013 -12,402  
7/15/13 Sell BEL 20 short Aperam 1,120.55 8.461 8.179 6/24/13 8.320 -9,323 9,165 -158 223,453  326,690 -3,237 323,453
  Buy   long KBC 255.34 31.350   10/13/14 40.740 8,005        334,694 -11,242  
7/29/13 Sell Germany short SolarWorld 101.39 77.250 109.447 6/24/13 91.950 -9,323 11,097 1,774 225,227  325,372 -145 325,227
    ATX long Österreichische Post 198.96 31.600   6/25/12 25.890 -5,151 6,287 1,136 226,363  320,221 6,142 326,363
    ISEQ 20 short C&C Group 929.36 4.100 4.370 6/17/13 4.233 -3,934 4,062 128 226,490  316,287 10,204 326,490
      CRH 251.68 15.994 15.268 6/17/13 15.631 -3,934 3,843 -91 226,399  312,353 14,046 326,399
    Nordic 30 Equinor 439.72 16.264 18.488 6/03/13 17.340 -7,625 8,130 505 226,904  304,728 22,176 326,904
  Buy ATX Raiffeisen Bank Int 377.99 23.085   10/21/13 25.350 8,726        313,454 13,450  
    ISEQ 20 long FBD Holdings 279.68 15.600   8/05/13 16.650 4,363        317,817 9,087  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 305.10 14.300   8/05/13 15.150 4,363        322,180 4,724  
    Nordic 30 Pandora 303.84 28.719   4/28/14 46.257 8,726        330,906 -4,002  
8/05/13 Sell CAC 40 short ArcelorMittal 296.09 28.620 23.952 4/22/13 26.286 -7,783 7,092 -691 226,213  323,122 3,090 326,213
    ISEQ 20 long FBD Holdings 279.68 16.650   7/29/13 15.600 -4,363 4,657 294 226,506  318,759 7,747 326,506
      Smurfit Kappa 305.10 15.150   7/29/13 14.300 -4,363 4,622 259 226,766  314,397 12,369 326,766
    CAC Mid 60 short CGG 14.75 575.840 546.400 6/10/13 561.120 -8,277 8,059 -217 226,549  306,120 20,429 326,549
  Buy ISEQ 20 C&C Group 1,047.33 4.141   9/09/13 4.285 4,337        310,457 16,092  
      Flutter 71.10 61.000   9/09/13 61.200 4,337        314,794 11,754  
8/12/13 Sell MerVal short Comercial del Plata 111,920.34 0.067 0.074 6/17/13 0.070 -7,868 8,260 392 226,940  306,926 20,014 326,940
    SLI long Lonza 136.03 56.494   7/08/13 60.201 -8,189 7,685 -504 226,436  298,737 27,699 326,436
    Indices short RTX 5.65 1,391.500 1,395.690 6/17/13 1,393.590 -7,874 7,886 12 226,448  290,863 35,585 326,448
  Buy MerVal long Telecom Argentina 2,146.89 4.215   2/10/14 2.998 9,050        299,913 26,535  
    Indices Merval 18.05 501.316   8/04/14 750.468 9,049        308,962 17,486  
8/26/13 Sell Nikkei (FRA) long Subaru 339.03 18.441   2/11/13 10.800 -3,662 6,252 2,591 229,038  305,300 23,738 329,038
      Mazda Motor 294.21 15.485   2/11/13 12.445 -3,661 4,556 894 229,933  301,639 28,294 329,933
  Buy PSI 20 Teixeira Duarte 13,365.67 0.670   9/02/13 0.650 8,955        310,594 19,339  
    Nikkei (FRA) short Nikon 340.49 13.150   9/09/13 12.596 4,477        315,071 14,861  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,365.67 0.650   8/26/13 0.670 -8,955 8,688 -267 229,666  306,116 23,549 329,666
9/09/13 Sell ISEQ 20 short C&C Group 1,047.33 4.285 3.997 8/05/13 4.141 -4,337 4,186 -151 229,515  301,780 27,735 329,515
      Flutter 71.10 61.200 60.800 8/05/13 61.000 -4,337 4,323 -14 229,501  297,442 32,058 329,501
    FT 30 long Lloyds Bank 112.02 90.907   7/01/13 74.871 -8,387 10,183 1,796 231,297  289,055 42,242 331,297
    Nikkei (FRA) short Nikon 340.49 12.596 13.728 8/26/13 13.150 -4,477 4,674 197 231,494  284,578 46,916 331,494
  Buy IBEX 35 long Siemens Gamesa 1,758.36 5.380   12/16/13 7.030 9,460        294,038 37,456  
    ISEQ 20 Bank of Ireland 668.08 7.080   10/14/13 6.960 4,730        298,768 32,726  
      Smurfit Kappa 296.55 15.950   10/14/13 17.020 4,730        303,498 27,996  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Impresa 13,911.76 0.680   9/16/13 0.670 9,460        312,958 18,536  
    FT 30 short Man Group 89.72 105.435   10/14/13 92.741 9,460        322,417 9,076  
    Nikkei (FRA) long Furukawa Co 282.73 16.730   9/30/13 17.160 4,730        327,148 4,346  
      Tokyo Electric Power 1,209.72 3.910   9/30/13 4.520 4,730        331,878 -384  
9/16/13 Sell HSI short China Shenhua HK 3,059.11 2.475 2.615 4/22/13 2.544 -7,783 8,000 217 231,711  324,095 7,616 331,711
    OMXH 25 Outokumpu 1,198.01 4.600 6.624 3/18/13 5.520 -6,613 7,936 1,323 233,033  317,482 15,552 333,033
    PSI 20 long Impresa 13,911.76 0.670   9/09/13 0.680 -9,460 9,321 -139 232,894  308,022 24,873 332,894
  Buy HSI Galaxy Entertainment 1,671.28 5.352   12/23/13 6.370 8,944        316,966 15,929  
    OMXH 25 Nokia 1,894.92 4.720   10/21/13 5.265 8,944        325,910 6,985  
9/23/13 Sell GEX short YOC 1,541.49 2.219 11.488 4/22/13 5.049 -7,783 17,709 9,926 242,820  318,127 24,694 342,820
  Buy PSI 20 long Teixeira Duarte 13,919.70 0.660   12/09/13 0.920 9,187        327,314 15,507  
    GEX Manz 171.50 53.570   4/14/14 65.730 9,187        336,501 6,319  
9/30/13 Sell SDAX short Hypoport 1,106.15 8.120 6.840 6/10/13 7.480 -8,274 7,566 -708 242,112  328,227 13,885 342,112
    TSX 60 Barrick Gold 538.10 13.729 15.238 4/22/13 14.464 -7,783 8,199 416 242,529  320,444 22,085 342,529
    Athex LC Eurobank Ergasias 24.88 50.000 1,352.000 3/25/13 260.000 -6,469 33,638 27,169 269,697  313,975 55,722 369,697
    Nikkei (FRA) long Furukawa Co 282.73 17.160   9/09/13 16.730 -4,730 4,852 122 269,819  309,245 60,574 369,819
      Tokyo Electric Power 1,209.72 4.520   9/09/13 3.910 -4,730 5,468 738 270,557  304,515 66,042 370,557
  Buy SDAX ADLER Real Estate 3,699.66 2.950   10/14/13 3.079 10,914        315,429 55,128  
    HSI-C&I Galaxy Entertainment 2,109.35 5.174   2/03/14 7.265 10,914        326,343 44,214  
    TSX 60 Bausch Health 141.96 76.879   9/29/14 102.197 10,914        337,257 33,300  
    Athex LC Aegean Airlines 2,598.57 4.200   1/27/14 7.210 10,914        348,171 22,386  
    Nikkei (FRA) short Nikon 417.20 13.080   11/04/13 13.433 5,457        353,628 16,929  
    CAC Next 20 SES 516.03 21.150   10/07/13 21.020 10,914        364,542 6,015  
10/07/13 Sell   short SES 516.03 21.020 21.281 9/30/13 21.150 -10,914 10,982 68 270,624  353,628 16,997 370,624
    Nikkei (TYO) long Subaru 784.15 20.003   11/19/12 8.176 -6,411 15,686 9,275 279,899  347,217 32,682 379,899
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC Next 20 EDF 434.09 23.760   10/28/13 25.570 10,314        357,531 22,368  
    Nikkei (TYO) short Nikon 815.31 12.650   10/14/13 13.191 10,314        367,845 12,054  
10/14/13 Sell SDAX long ADLER Real Estate 3,699.66 3.079   9/30/13 2.950 -10,914 11,391 477 280,376  356,931 23,446 380,376
    HSI-Fin short Ping An 2,427.90 2.804 3.201 5/13/13 2.996 -7,274 7,772 498 280,874  349,657 31,218 380,874
    ISEQ 20 long Bank of Ireland 668.08 6.960   9/09/13 7.080 -4,730 4,650 -80 280,794  344,927 35,867 380,794
      Smurfit Kappa 296.55 17.020   9/09/13 15.950 -4,730 5,047 317 281,111  340,197 40,915 381,111
    FT 30 short Man Group 89.72 92.741 119.865 9/09/13 105.435 -9,460 10,754 1,295 282,406  330,737 51,669 382,406
    SMI long Richemont 102.07 74.199   12/17/12 59.929 -6,117 7,573 1,457 283,863  324,620 59,242 383,863
    Nikkei (TYO) short Nikon 815.31 13.191 12.110 10/07/13 12.650 -10,314 9,873 -441 283,422  314,306 69,116 383,422
  Buy HSI-Fin long AIA 3,084.83 3.667   1/06/14 3.604 11,313        325,619 57,803  
    ISEQ 20 short C&C Group 1,346.79 4.200   10/28/13 4.008 5,657        331,276 52,146  
      Flutter 99.31 56.960   10/28/13 56.500 5,657        336,932 46,489  
    FT 30 long ITV 51.92 217.888   12/02/13 228.772 11,313        348,245 35,177  
    Nikkei (TYO) Tokyo Electric Power 2,898.17 3.904   11/04/13 3.961 11,313        359,558 23,864  
10/21/13 Sell ATX short Raiffeisen Bank Int 377.99 25.350 20.820 7/29/13 23.085 -8,726 7,870 -856 282,566  350,832 31,733 382,566
    OMXH 25 long Nokia 1,894.92 5.265   9/16/13 4.720 -8,944 9,977 1,033 283,598  341,888 41,710 383,598
    OBX 25 short Frontline 924.87 8.829 5.997 4/15/13 7.413 -6,856 5,546 -1,310 282,289  335,032 47,257 382,289
  Buy ATX long Wienerberger 821.89 13.065   8/11/14 11.525 10,738        345,770 36,519  
    SDAX ADLER Real Estate 3,591.30 2.990   3/31/14 5.100 10,738        356,508 25,781  
    OMXH 25 short YIT 1,079.20 9.950   10/28/13 10.035 10,738        367,246 15,042  
    OBX 25 long REC Silicon 3,030.00 3.544   12/16/13 2.538 10,738        377,984 4,304  
10/28/13 Sell ISEQ 20 short C&C Group 1,346.79 4.008 4.401 10/14/13 4.200 -5,657 5,927 271 282,560  372,328 10,232 382,560
      Flutter 99.31 56.500 57.424 10/14/13 56.960 -5,657 5,703 46 282,606  366,671 15,935 382,606
    OMXH 25 YIT 1,079.20 10.035 9.865 10/21/13 9.950 -10,738 10,646 -92 282,514  355,933 26,581 382,514
    CAC Next 20 long EDF 434.09 25.570   10/07/13 23.760 -10,314 11,100 786 283,300  345,619 37,681 383,300
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 Bank of Ireland 685.16 7.680   11/25/13 8.040 5,262        350,881 32,419  
      Smurfit Kappa 305.75 17.210   11/25/13 17.550 5,262        356,143 27,157  
    OMXH 25 Nokia 2,121.77 4.960   11/11/13 5.770 10,524        366,667 16,633  
    CAC Next 20 short STMicroelectronics 1,881.64 5.593   11/11/13 5.653 10,524        377,191 6,109  
11/04/13 Sell SSE 50 short China Northern Rare 3,071.92 2.137 2.623 5/13/13 2.368 -7,274 8,059 785 284,085  369,917 14,168 384,085
    Nikkei (FRA) Nikon 417.20 13.433 12.727 9/30/13 13.080 -5,457 5,310 -147 283,937  364,460 19,477 383,937
    Nikkei (TYO) long Tokyo Electric Power 2,898.17 3.961   10/14/13 3.904 -11,313 11,480 167 284,105  353,147 30,958 384,105
  Buy SSE 50 Shanghai Oriental 2,359.52 4.398   12/23/13 4.388 10,376        363,523 20,582  
    Nikkei (FRA) Softbank 181.72 28.550   12/16/13 30.884 5,188        368,711 15,393  
      Tokyo Electric Power 1,308.78 3.964   12/16/13 3.730 5,188        373,899 10,205  
    Nikkei (TYO) short Nikon 772.22 13.437   11/18/13 13.220 10,376        384,275 -171  
11/11/13 Sell OMXH 25 long Nokia 2,121.77 5.770   10/28/13 4.960 -10,524 12,243 1,719 285,823  373,751 12,072 385,823
    CAC Next 20 short STMicroelectronics 1,881.64 5.653 5.533 10/28/13 5.593 -10,524 10,411 -113 285,710  363,227 22,483 385,710
  Buy OMXH 25 Outokumpu 2,915.43 3.500   12/02/13 3.690 10,204        373,431 12,279  
    CAC Next 20 long EDF 394.28 25.880   12/09/13 26.640 10,204        383,635 2,075  
11/18/13 Sell HSI-Prop short Hang Lung 1,610.86 2.531 2.606 6/10/13 2.568 -4,137 4,198 61 285,772  379,498 6,273 385,772
      Sino Land 3,844.44 1.043 1.110 6/10/13 1.076 -4,137 4,269 132 285,903  375,361 10,542 385,903
    Topix (FRA) Inpex 958.76 8.519 7.387 6/03/13 7.953 -7,625 7,082 -543 285,361  367,736 17,625 385,361
    Nikkei (TYO) Nikon 772.22 13.220 13.657 11/04/13 13.437 -10,376 10,546 170 285,531  357,360 28,171 385,531
  Buy HSI-Prop long CK Hutchison 436.30 11.852   2/10/14 10.645 5,171        362,531 23,000  
      China Ov Land & Inv 2,228.21 2.321   2/10/14 1.876 5,171        367,702 17,829  
    Topix (FRA) Softbank 361.05 28.644   11/25/13 31.950 10,342        378,044 7,487  
    Nikkei (TYO) MinebeaMitsumi 2,059.63 5.021   3/03/14 6.187 10,342        388,386 -2,855  
11/25/13 Sell ISEQ 20 long Bank of Ireland 685.16 8.040   10/28/13 7.680 -5,262 5,509 247 285,777  383,124 2,653 385,777
      Smurfit Kappa 305.75 17.550   10/28/13 17.210 -5,262 5,366 104 285,881  377,862 8,019 385,881
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Softbank 361.05 31.950   11/18/13 28.644 -10,342 11,535 1,193 287,075  367,520 19,555 387,075
    GCX SunPower 1,036.86 21.795   2/11/13 7.063 -7,323 22,598 15,275 302,350  360,197 42,153 402,350
  Buy ISEQ 20 short Flutter 99.09 56.070   12/02/13 56.450 5,556        365,753 36,597  
      Ryanair Holdings 952.67 5.832   12/02/13 6.109 5,556        371,309 31,041  
    Topix (FRA) Komatsu 710.35 15.643   6/09/14 16.815 11,112        382,421 19,929  
    GCX Aurubis 262.23 42.375   1/06/14 43.845 11,112        393,533 8,817  
12/02/13 Sell ISEQ 20 short Flutter 99.09 56.450 55.690 11/25/13 56.070 -5,556 5,518 -38 302,312  387,977 14,335 402,312
      Ryanair Holdings 952.67 6.109 5.555 11/25/13 5.832 -5,556 5,292 -264 302,048  382,421 19,627 402,048
    OMXH 25 Outokumpu 2,915.43 3.690 3.310 11/11/13 3.500 -10,204 9,650 -554 301,494  372,217 29,277 401,494
    FT 30 long ITV 51.92 228.772   10/14/13 217.888 -11,313 11,878 565 302,060  360,904 41,155 402,060
  Buy ISEQ 20 Bank of Ireland 664.27 8.340   4/14/14 8.250 5,540        366,444 35,615  
      Smurfit Kappa 321.35 17.240   4/14/14 17.010 5,540        371,984 30,075  
    OMXH 25 Nokia 1,875.11 5.909   12/09/13 5.850 11,080        383,065 18,995  
    FT 30 short RSA Insurance 19.85 558.095   12/23/13 490.074 11,078        394,143 7,917  
12/09/13 Sell OMXH 25 long Nokia 1,875.11 5.850   12/02/13 5.909 -11,080 10,969 -111 301,949  383,063 18,886 401,949
    PSI 20 Teixeira Duarte 13,919.70 0.920   9/23/13 0.660 -9,187 12,806 3,619 305,568  373,876 31,692 405,568
    CAC Next 20 EDF 394.28 26.640   11/11/13 25.880 -10,204 10,504 300 305,868  363,672 42,196 405,868
  Buy OMXH 25 short Metso Outotec 1,672.54 6.697   5/12/14 8.620 11,201        374,873 30,995  
    CAC Next 20 STMicroelectronics 2,055.23 5.450   1/13/14 5.763 11,201        386,074 19,794  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,758.36 7.030   9/09/13 5.380 -9,460 12,361 2,901 308,769  376,614 32,155 408,769
    OBX 25 REC Silicon 3,030.00 2.538   10/21/13 3.544 -10,738 7,689 -3,049 305,720  365,876 39,844 405,720
    Nikkei (FRA) Softbank 181.72 30.884   11/04/13 28.550 -5,188 5,612 424 306,144  360,688 45,456 406,144
      Tokyo Electric Power 1,308.78 3.730   11/04/13 3.964 -5,188 4,882 -306 305,838  355,500 50,338 405,838
    DJ Global Titans Bank of America 861.93 11.075   10/29/12 7.204 -6,209 9,546 3,337 309,174  349,291 59,884 409,174
  Buy IBEX 35 short Acciona 294.92 39.760   1/20/14 48.255 11,726        361,017 48,158  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 TGS-NOPEC 690.89 16.972   12/23/13 17.469 11,726        372,743 36,432  
    Nikkei (FRA) Nitto Denko 202.30 28.981   12/30/13 30.258 5,863        378,605 30,569  
      Pacific Metals 235.84 24.860   12/30/13 26.180 5,863        384,468 24,706  
    CAC Mid 60 Adocia 2,053.59 5.710   12/23/13 5.660 11,726        396,194 12,980  
    DJ Global Titans IBM 90.73 129.242   12/23/13 133.044 11,726        407,921 1,254  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,359.52 4.388   11/04/13 4.398 -10,376 10,354 -22 309,152  397,545 11,608 409,152
    HSI Galaxy Entertainment 1,671.28 6.370   9/16/13 5.352 -8,944 10,646 1,702 310,854  388,600 22,254 410,854
    OBX 25 short TGS-NOPEC 690.89 17.469 16.475 12/16/13 16.972 -11,726 11,382 -343 310,511  376,875 33,636 410,511
    FT 30 RSA Insurance 19.85 490.074 635.558 12/02/13 558.095 -11,078 12,616 1,538 312,049  365,796 46,252 412,049
    CAC Mid 60 Adocia 2,053.59 5.660 5.760 12/16/13 5.710 -11,726 11,830 104 312,152  354,070 58,082 412,152
    DJ Global Titans IBM 90.73 133.044 125.440 12/16/13 129.242 -11,726 11,381 -345 311,807  342,344 69,463 411,807
  Buy SSE 50 Poly Developments 18,777.90 0.641   6/02/14 0.591 12,031        354,375 57,432  
    PSI 20 long Impresa 11,037.61 1.090   5/12/14 1.759 12,031        366,406 45,401  
    OBX 25 DNO International 4,139.49 2.906   2/17/14 2.830 12,031        378,437 33,370  
    FT 30 Int Cons Airlines 25.52 471.516   1/27/14 485.635 12,033        390,470 21,337  
    DJ Global Titans Alphabet A 29.46 408.320   10/27/14 433.045 12,029        402,499 9,308  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 202.30 30.258 27.704 12/16/13 28.981 -5,863 5,605 -258 311,549  396,637 14,912 411,549
      Pacific Metals 235.84 26.180 23.540 12/16/13 24.860 -5,863 5,552 -311 311,238  390,774 20,464 411,238
  Buy   long MinebeaMitsumi 1,023.33 5.273   2/10/14 6.030 5,396        396,170 15,068  
      Softbank 170.62 31.625   2/10/14 27.751 5,396        401,565 9,672  
1/06/14 Sell HSI-Fin long AIA 3,084.83 3.604   10/14/13 3.667 -11,313 11,119 -194 311,044  390,252 20,791 411,044
    GCX short Aurubis 262.23 43.845 40.905 11/25/13 42.375 -11,112 10,727 -385 310,658  379,140 31,518 410,658
  Buy HSI-Fin ICBC 23,559.25 0.469   6/02/14 0.478 11,054        390,194 20,464  
    SLI long Vifor Pharma 149.34 74.020   1/27/14 69.103 11,054        401,249 9,409  
    GCX Vestas Wind Systems 2,215.54 4.989   2/03/14 4.789 11,054        412,303 -1,645  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,055.23 5.763 5.137 12/09/13 5.450 -11,201 10,558 -643 310,015  401,102 8,913 410,015
  Buy   long Natixis 2,212.29 4.734   6/23/14 4.867 10,473        411,575 -1,560  
1/20/14 Sell IBEX 35 short Acciona 294.92 48.255 31.265 12/16/13 39.760 -11,726 9,221 -2,505 307,509  399,849 7,661 407,509
  Buy   long Siemens Gamesa 1,227.70 8.454   1/27/14 7.622 10,379        410,228 -2,718  
    NZX 50 short Chorus 11,079.21 0.937   6/02/14 1.063 10,379        420,607 -13,097  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,227.70 7.622   1/20/14 8.454 -10,379 9,358 -1,021 306,488  410,228 -3,740 406,488
    Athex LC Aegean Airlines 2,598.57 7.210   9/30/13 4.200 -10,914 18,736 7,822 314,310  399,314 14,996 414,310
    FT 30 Int Cons Airlines 25.52 485.635   12/23/13 471.516 -12,033 12,393 360 314,670  387,281 27,389 414,670
    SLI Vifor Pharma 149.34 69.103   1/06/14 74.020 -11,054 10,320 -734 313,936  376,226 37,709 413,936
  Buy IBEX 35 short Repsol 644.28 17.525   2/17/14 17.625 11,291        387,517 26,418  
    Athex LC Eurobank Ergasias 230.43 49.000   5/09/16 0.875 11,291        398,808 15,127  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,109.35 7.265   9/30/13 5.174 -10,914 15,324 4,410 318,345  387,894 30,451 418,345
    GCX Vestas Wind Systems 2,215.54 4.789   1/06/14 4.989 -11,054 10,611 -443 317,902  376,840 41,062 417,902
  Buy FT 30 Int Cons Airlines 22.96 499.638   2/10/14 509.014 11,472        388,312 29,590  
    GCX short Aurubis 282.61 40.600   3/03/14 38.880 11,474        399,786 18,116  
2/10/14 Sell HSI-Prop long CK Hutchison 436.30 10.645   11/18/13 11.852 -5,171 4,645 -526 317,376  394,615 22,760 417,376
      China Ov Land & Inv 2,228.21 1.876   11/18/13 2.321 -5,171 4,180 -991 316,384  389,444 26,940 416,384
    MerVal Telecom Argentina 2,146.89 2.998   8/12/13 4.215 -9,050 6,437 -2,613 313,772  380,394 33,378 413,772
    FT 30 Int Cons Airlines 22.96 509.014   2/03/14 499.638 -11,472 11,687 215 313,987  368,922 45,065 413,987
    Nikkei (FRA) MinebeaMitsumi 1,023.33 6.030   12/30/13 5.273 -5,396 6,171 775 314,762  363,526 51,235 414,762
      Softbank 170.62 27.751   12/30/13 31.625 -5,396 4,735 -661 314,101  358,131 55,970 414,101
  Buy HSI-Prop short New World Dev 1,664.92 3.529   7/28/14 3.549 5,876        364,006 50,095  
      The Wharf 3,175.43 1.850   7/28/14 2.205 5,876        369,882 44,219  
    Nikkei (FRA) Hitachi Zosen 1,378.25 4.263   6/30/14 3.700 5,875        375,757 38,344  
      Nitto Denko 187.73 31.297   6/30/14 33.890 5,875        381,632 32,468  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/17/14 Sell IBEX 35 short Repsol 644.28 17.625 17.425 1/27/14 17.525 -11,291 11,227 -64 314,036  370,341 43,695 414,036
    OBX 25 long DNO International 4,139.49 2.830   12/23/13 2.906 -12,031 11,716 -315 313,721  358,310 55,410 413,721
  Buy IBEX 35 Siemens Gamesa 1,404.38 8.351   3/10/14 8.580 11,728        370,038 43,682  
    OBX 25 short Petroleum Geo-Srvcs 1,542.14 7.605   6/02/14 7.980 11,728        381,766 31,954  
2/24/14 Buy MerVal long Edenor 35,424.48 0.315   12/15/14 0.569 11,141        392,907 20,813  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,059.63 6.187   11/18/13 5.021 -10,342 12,742 2,400 316,121  382,565 33,555 416,121
    GCX short Aurubis 282.61 38.880 42.396 2/03/14 40.600 -11,474 11,982 508 316,628  371,091 45,537 416,628
  Buy Nikkei (TYO) Hitachi Zosen 2,943.09 3.926   3/31/14 3.419 11,554        382,645 33,983  
    GCX long Vestas Wind Systems 2,309.14 5.004   4/14/14 5.847 11,554        394,199 22,429  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,404.38 8.580   2/17/14 8.351 -11,728 12,050 322 316,950  382,471 34,478 416,950
  Buy   short Inditex 538.15 20.970   6/09/14 21.750 11,285        393,756 23,193  
3/31/14 Sell SDAX long ADLER Real Estate 3,591.30 5.100   10/21/13 2.990 -10,738 18,316 7,578 324,527  383,018 41,509 424,527
    Nikkei (TYO) short Hitachi Zosen 2,943.09 3.419 4.508 3/03/14 3.926 -11,554 13,269 1,715 326,242  371,464 54,778 426,242
  Buy SDAX Koenig & Bauer 977.64 12.300   5/05/14 11.730 12,025        383,489 42,753  
    Nikkei (TYO) long MinebeaMitsumi 1,866.34 6.443   4/07/14 6.630 12,025        395,514 30,728  
4/07/14 Sell   long MinebeaMitsumi 1,866.34 6.630   3/31/14 6.443 -12,025 12,373 348 326,590  383,489 43,101 426,590
  Buy   short Hitachi Zosen 3,401.01 3.453   7/28/14 3.842 11,742        395,231 31,359  
4/14/14 Sell ISEQ 20 long Bank of Ireland 664.27 8.250   12/02/13 8.340 -5,540 5,480 -60 326,530  389,691 36,839 426,530
      Smurfit Kappa 321.35 17.010   12/02/13 17.240 -5,540 5,466 -74 326,456  384,151 42,305 426,456
    BAX Morphosys 189.99 58.270   7/01/13 44.145 -8,387 11,071 2,684 329,140  375,764 53,376 429,140
    GEX Manz 171.50 65.730   9/23/13 53.570 -9,187 11,273 2,085 331,225  366,577 64,649 431,225
    GCX Vestas Wind Systems 2,309.14 5.847   3/03/14 5.004 -11,554 13,501 1,947 333,172  355,023 78,149 433,172
  Buy ISEQ 20 short C&C Group 1,426.67 4.480   1/19/15 3.322 6,391        361,414 71,758  
      Flutter 119.27 53.590   1/19/15 66.350 6,392        367,806 65,366  
    BAX Adva 3,990.95 3.203   4/21/14 3.210 12,783        380,589 52,583  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX 4SC 2,229.98 5.732   1/26/15 3.657 12,783        393,372 39,800  
    GCX EJR 248.28 51.487   4/28/14 51.524 12,783        406,155 27,017  
4/21/14 Sell BAX short Adva 3,990.95 3.210 3.196 4/14/14 3.203 -12,783 12,755 -28 333,144  393,372 39,772 433,144
  Buy   long Sixt 408.64 28.930   5/05/14 28.890 11,822        405,194 27,950  
4/28/14 Sell Nordic 30 long Pandora 303.84 46.257   7/29/13 28.719 -8,726 14,055 5,329 338,473  396,468 42,005 438,473
    GCX short EJR 248.28 51.524 51.450 4/14/14 51.487 -12,783 12,774 -9 338,464  383,685 54,778 438,464
  Buy Germany SolarWorld 399.45 30.870   6/09/14 16.900 12,331        396,016 42,447  
    Nordic 30 Carlsberg A 167.06 73.812   5/05/14 74.896 12,331        408,347 30,116  
    GCX long Vestas Wind Systems 2,001.07 6.162   5/19/14 7.076 12,331        420,678 17,785  
5/05/14 Sell SDAX short Koenig & Bauer 977.64 11.730 12.898 3/31/14 12.300 -12,025 12,609 584 339,048  408,653 30,395 439,048
    Nordic 30 Carlsberg A 167.06 74.896 72.728 4/28/14 73.812 -12,331 12,150 -181 338,867  396,322 42,545 438,867
    BAX long Sixt 408.64 28.890   4/21/14 28.930 -11,822 11,806 -16 338,850  384,500 54,350 438,850
  Buy SDAX ADLER Real Estate 2,458.62 5.015   5/19/14 5.000 12,330        396,830 42,020  
    Nordic 30 Pandora 253.03 48.729   9/15/14 59.766 12,330        409,160 29,690  
    BAX short Adva 3,853.13 3.200   6/09/14 3.196 12,330        421,490 17,360  
5/12/14 Sell OMXH 25 short Metso Outotec 1,672.54 8.620 4.774 12/09/13 6.697 -11,201 7,985 -3,216 335,634  410,289 25,345 435,634
    PSI 20 long Impresa 11,037.61 1.759   12/23/13 1.090 -12,031 19,415 7,384 343,018  398,258 44,760 443,018
  Buy OMXH 25 Outokumpu 1,825.45 6.680   5/19/14 6.250 12,194        410,452 32,566  
5/19/14 Sell SDAX long ADLER Real Estate 2,458.62 5.000   5/05/14 5.015 -12,330 12,293 -37 342,981  398,122 44,859 442,981
    OMXH 25 Outokumpu 1,825.45 6.250   5/12/14 6.680 -12,194 11,409 -785 342,197  385,928 56,268 442,197
    GCX Vestas Wind Systems 2,001.07 7.076   4/28/14 6.162 -12,331 14,160 1,829 344,026  373,597 70,429 444,026
  Buy HSI Citic Pacific 9,928.21 1.295   11/10/14 1.393 12,861        386,458 57,568  
    SDAX short WCM 7,923.73 1.623   5/26/14 1.623 12,861        399,319 44,707  
    OMXH 25 YIT 1,737.97 7.400   1/26/15 5.508 12,861        412,180 31,846  
    GCX Energy Recovery 3,815.75 3.371   3/02/15 3.076 12,861        425,041 18,985  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/26/14 Sell SDAX short WCM 7,923.73 1.623 1.623 5/19/14 1.623 -12,861 12,861 0 344,026  412,180 31,846  
  Buy   long ADLER Real Estate 2,162.91 5.500   6/09/14 6.050 11,896        424,076 19,950  
    HSI-C&I Tencent 1,169.75 10.170   10/06/14 12.196 11,896        435,972 8,054  
6/02/14 Sell SSE 50 short Poly Developments 18,777.90 0.591 0.695 12/23/13 0.641 -12,031 13,045 1,014 345,040  423,941 21,099 445,040
    HSI-Fin ICBC 23,559.25 0.478 0.460 1/06/14 0.469 -11,054 10,847 -207 344,832  412,887 31,945 444,832
    OBX 25 Petroleum Geo-Srvcs 1,542.14 7.980 7.230 2/17/14 7.605 -11,728 11,150 -578 344,255  401,159 43,096 444,255
    NZX 50 Chorus 11,079.21 1.063 0.811 1/20/14 0.937 -10,379 8,981 -1,398 342,857  390,780 52,076 442,857
  Buy SSE 50 long Sinolink Secs 10,759.13 1.150   6/23/14 1.117 12,373        403,153 39,703  
    HSI-Fin HK Exchgs & Clrg 904.10 13.685   9/29/14 17.213 12,373        415,526 27,330  
    OBX 25 Grieg Seafood 3,667.81 3.373   6/30/14 3.430 12,373        427,899 14,957  
    FT 30 National Grid 11.21 1,103.450   6/09/14 1,037.210 12,370        440,269 2,588  
    NZX 50 Tourism 17,769.64 0.696   7/21/14 0.758 12,373        452,642 -9,785  
6/09/14 Sell Germany short SolarWorld 399.45 16.900 56.388 4/28/14 30.870 -12,331 22,524 10,193 353,050  440,311 12,739 453,050
    SDAX long ADLER Real Estate 2,162.91 6.050   5/26/14 5.500 -11,896 13,086 1,190 354,239  428,415 25,825 454,239
    IBEX 35 short Inditex 538.15 21.750 20.190 3/10/14 20.970 -11,285 10,865 -420 353,820  417,130 36,690 453,820
    FT 30 long National Grid 11.21 1,037.210   6/02/14 1,103.450 -12,370 11,627 -743 353,077  404,760 48,317 453,077
    Topix (FRA) short Komatsu 710.35 16.815 14.471 11/25/13 15.643 -11,112 10,279 -833 352,244  393,648 58,596 452,244
    BAX Adva 3,853.13 3.196 3.204 5/05/14 3.200 -12,330 12,345 15 352,260  381,318 70,942 452,260
  Buy Germany long RIB Software 934.29 14.000   7/28/14 10.655 13,080        394,398 57,862  
    SDAX short WCM 8,178.32 1.599   12/29/14 1.381 13,080        407,478 44,782  
    FT 30 Tesco 28.40 460.539   11/17/14 306.530 13,079        420,557 31,702  
    Topix (FRA) long Fujitsu 261.44 50.030   9/15/14 48.100 13,080        433,637 18,623  
    BAX Cancom 662.61 19.740   6/16/14 18.403 13,080        446,717 5,543  
6/16/14 Sell   long Cancom 662.61 18.403   6/09/14 19.740 -13,080 12,194 -886 351,374  433,637 17,736 451,374
  Buy IBEX 35 short ArcelorMittal 357.64 32.790   3/02/15 28.860 11,727        445,364 6,009  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 3,739.48 3.136   6/23/14 3.096 11,727        457,091 -5,718  
6/23/14 Sell SSE 50 long Sinolink Secs 10,759.13 1.117   6/02/14 1.150 -12,373 12,018 -355 351,019  444,718 6,300 451,019
    CAC Next 20 Natixis 2,212.29 4.867   1/13/14 4.734 -10,473 10,767 294 351,313  434,245 17,068 451,313
    BAX short Adva 3,739.48 3.096 3.177 6/16/14 3.136 -11,727 11,878 151 351,464  422,518 28,946 451,464
  Buy SSE 50 Kangmei Pharma 13,932.71 0.862   7/07/14 0.868 12,010        434,528 16,936  
    CAC Next 20 Arkema 169.98 70.655   1/26/15 62.720 12,010        446,538 4,926  
    CAC Mid 60 CGG 34.98 343.360   1/19/15 153.600 12,011        458,549 -7,085  
    BAX long Wacker Neuson 724.80 16.570   7/14/14 17.170 12,010        470,559 -19,095  
6/30/14 Sell OBX 25 long Grieg Seafood 3,667.81 3.430   6/02/14 3.373 -12,373 12,580 207 351,672  458,186 -6,514 451,672
    Nikkei (FRA) short Hitachi Zosen 1,378.25 3.700 4.912 2/10/14 4.263 -5,875 6,770 894 352,566  452,310 255 452,566
      Nitto Denko 187.73 33.890 28.704 2/10/14 31.297 -5,875 5,389 -487 352,079  446,435 5,644 452,079
  Buy OBX 25 Norwegian 4.77 2,398.530   7/07/14 2,546.850 11,441        457,876 -5,797  
    Nikkei (FRA) long Fujitsu 104.05 54.990   8/17/15 44.550 5,722        463,598 -11,519  
      MinebeaMitsumi 695.71 8.224   8/17/15 12.573 5,722        469,319 -17,240  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,932.71 0.868 0.856 6/23/14 0.862 -12,010 11,921 -89 351,990  457,309 -5,320 451,990
    OBX 25 Norwegian 4.77 2,546.850 2,250.210 6/30/14 2,398.530 -11,441 10,734 -707 351,282  445,868 5,414 451,282
  Buy SSE 50 long AVIC Aviation Engine 3,836.49 2.976   8/03/15 7.097 11,417        457,285 -6,003  
    OBX 25 SalMar 846.97 13.480   7/28/14 14.639 11,417        468,702 -17,420  
7/14/14 Sell BAX long Wacker Neuson 724.80 17.170   6/23/14 16.570 -12,010 12,445 435 351,717  456,692 -4,975 451,717
7/21/14 Sell NZX 50 long Tourism 17,769.64 0.758   6/02/14 0.696 -12,373 13,468 1,095 352,812  444,319 8,492 452,812
  Buy France short CGG 43.14 267.296   12/29/14 160.352 11,531        455,850 -3,039  
    NZX 50 a2 Milk 29,433.38 0.392   7/28/14 0.401 11,532        467,382 -14,571  
7/28/14 Sell Germany long RIB Software 934.29 10.655   6/09/14 14.000 -13,080 9,955 -3,125 349,686  454,302 -4,616 449,686
    MDAX Dürr 349.49 30.355   7/01/13 23.998 -8,387 10,609 2,222 351,908  445,916 5,993 451,908
    HSI-Prop short New World Dev 1,664.92 3.549 3.509 2/10/14 3.529 -5,876 5,843 -33 351,875  440,040 11,835 451,875
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      The Wharf 3,175.43 2.205 1.496 2/10/14 1.850 -5,876 4,751 -1,125 350,751  434,165 16,586 450,751
    OBX 25 long SalMar 846.97 14.639   7/07/14 13.480 -11,417 12,399 982 351,732  422,748 28,985 451,732
    NZX 50 short a2 Milk 29,433.38 0.401 0.383 7/21/14 0.392 -11,532 11,270 -262 351,470  411,216 40,255 451,470
    Nikkei (TYO) Hitachi Zosen 3,401.01 3.842 3.063 4/07/14 3.453 -11,742 10,417 -1,325 350,145  399,474 50,672 450,145
  Buy Germany SolarWorld 834.67 15.000   1/12/15 12.350 12,520        411,994 38,152  
    MDAX Südzucker 901.69 13.885   2/02/15 11.245 12,520        424,514 25,632  
    HSI-Prop long CK Hutchison 455.94 13.730   8/24/15 10.950 6,260        430,774 19,372  
      Sino Land 5,000.00 1.252   8/24/15 1.200 6,260        437,034 13,112  
    OBX 25 short Petroleum Geo-Srvcs 1,940.18 6.453   8/11/14 6.127 12,520        449,554 592  
    NZX 50 long Tourism 16,825.70 0.744   2/22/16 1.542 12,520        462,074 -11,928  
    BAX Nemetschek 1,970.35 6.354   8/04/14 6.125 12,520        474,594 -24,448  
    Nikkei (TYO) MinebeaMitsumi 1,370.12 9.138   10/20/14 9.651 12,520        487,114 -36,968  
8/04/14 Sell HDAX long Dürr 477.70 28.230   1/23/12 9.125 -4,359 13,485 9,126 359,272  482,755 -23,483 459,272
    MIB Azimut 692.61 18.460   11/05/12 9.304 -6,444 12,786 6,342 365,613  476,311 -10,697 465,613
    BAX Nemetschek 1,970.35 6.125   7/28/14 6.354 -12,520 12,068 -452 365,162  463,791 1,371 465,162
    Indices Merval 18.05 750.468   8/12/13 501.316 -9,049 13,546 4,497 369,659  454,742 14,917 469,659
  Buy HDAX short Südzucker 930.41 13.020   1/12/15 11.160 12,114        466,856 2,803  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        478,974 -9,315  
8/11/14 Sell ATX long Wienerberger 821.89 11.525   10/21/13 13.065 -10,738 9,472 -1,266 368,393  468,236 157 468,393
    DAX Continental 69.04 159.700   7/16/12 71.440 -4,932 11,026 6,093 374,487  463,304 11,183 474,487
    OBX 25 short Petroleum Geo-Srvcs 1,940.18 6.127 6.796 7/28/14 6.453 -12,520 13,186 666 375,153  450,784 24,369 475,153
  Buy ATX Raiffeisen Bank Int 660.39 18.910   2/16/15 13.795 12,488        463,272 11,881  
    DAX Adidas 217.37 57.450   8/18/14 60.070 12,488        475,760 -607  
    OBX 25 long SalMar 948.02 13.173   8/18/14 12.880 12,488        488,248 -13,095  
8/18/14 Sell DAX short Adidas 217.37 60.070 54.830 8/11/14 57.450 -12,488 11,918 -570 374,583  475,760 -1,177 474,583
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long SalMar 948.02 12.880   8/11/14 13.173 -12,488 12,210 -278 374,306  463,272 11,033 474,306
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 374,734  451,153 23,581 474,734
  Buy DAX long Vonovia 545.64 22.830   10/06/14 22.420 12,457        463,610 11,124  
    OBX 25 short Petroleum Geo-Srvcs 2,042.23 6.100   2/16/15 5.700 12,457        476,067 -1,333  
    Indices long Merval 15.89 784.124   10/06/14 1,022.100 12,460        488,527 -13,793  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,885.57 6.373   7/01/13 2.159 -8,387 24,762 16,375 391,109  480,140 10,969 491,109
  Buy   short Demant 1,067.02 11.763   9/08/14 11.966 12,551        492,691 -1,582  
9/08/14 Sell   short Demant 1,067.02 11.966 11.559 9/01/14 11.763 -12,551 12,334 -217 390,892  480,140 10,752 490,892
  Buy   long Pandora 218.28 57.454   9/29/14 61.631 12,541        492,681 -1,789  
9/15/14 Sell Nordic 30 long Pandora 253.03 59.766   5/05/14 48.729 -12,330 15,122 2,793 393,684  480,351 13,333 493,684
    Topix (FRA) Fujitsu 261.44 48.100   6/09/14 50.030 -13,080 12,575 -505 393,180  467,271 25,908 493,180
  Buy Nordic 30 short Volvo 1,476.14 8.791   11/10/14 9.334 12,977        480,248 12,931  
    Topix (FRA) Aeon 1,652.91 7.851   1/05/15 8.291 12,977        493,225 -46  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 904.10 17.213   6/02/14 13.685 -12,373 15,562 3,189 396,369  480,853 15,516 496,369
    TSX 60 Bausch Health 141.96 102.197   9/30/13 76.879 -10,914 14,508 3,594 399,963  469,939 30,024 499,963
    OMXC 20 Pandora 218.28 61.631   9/08/14 57.454 -12,541 13,453 912 400,874  457,398 43,477 500,874
  Buy HSI-Fin short ICBC 27,325.30 0.498   11/03/14 0.526 13,608        471,006 29,869  
    TSX 60 Yamana Gold 2,837.01 4.797   3/23/15 3.713 13,608        484,614 16,261  
10/06/14 Sell DAX long Vonovia 545.64 22.420   8/18/14 22.830 -12,457 12,233 -224 400,651  472,157 28,494 500,651
    HSI-C&I Tencent 1,169.75 12.196   5/26/14 10.170 -11,896 14,267 2,370 403,021  460,261 42,760 503,021
    Indices Merval 15.89 1,022.100   8/18/14 784.124 -12,460 16,241 3,781 406,803  447,801 59,002 506,803
  Buy DAX short Deutsche Lufthansa 1,170.94 12.080   11/17/14 13.145 14,145        461,946 44,857  
    HSI-C&I Galaxy Entertainment 2,871.27 4.926   4/13/15 4.822 14,145        476,091 30,712  
    PSI 20 Pharol 8,677.91 1.630   2/23/15 0.697 14,145        490,236 16,567  
    Indices PSI 20 2.55 5,537.710   2/23/15 5,494.440 14,121        504,357 2,445  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/13/14 Sell S&P 100 long Gilead Sciences 269.72 79.611   9/17/12 25.063 -6,760 21,473 14,713 421,515  497,597 23,918 521,515
    BEL 20 KBC 255.34 40.740   7/15/13 31.350 -8,005 10,403 2,398 423,913  489,592 34,321 523,913
    OMXS 30 Nokia 1,285.32 6.407   7/08/13 3.186 -4,095 8,234 4,140 428,053  485,498 42,555 528,053
      Kinnevik 187.24 22.475   7/08/13 21.868 -4,094 4,208 114 428,167  481,403 46,763 528,167
  Buy S&P 100 short General Motors 614.77 23.379   10/27/14 23.689 14,373        495,776 32,390  
    BEL 20 Galapagos 1,293.12 11.115   11/17/14 12.800 14,373        510,149 18,017  
    OMXS 30 Lundin 643.29 11.172   11/03/14 11.400 7,187        517,336 10,831  
      MTG 310.77 23.125   11/03/14 24.302 7,187        524,522 3,644  
10/20/14 Sell Kospi 50 long Amorepacific Group 185.05 87.497   7/23/12 26.166 -4,842 16,191 11,349 439,516  519,680 19,836 539,516
    Europe 50 Roche 18.57 222.572   12/19/11 129.719 -2,409 4,133 1,724 441,240  517,271 23,969 541,240
    Nikkei (TYO) MinebeaMitsumi 1,370.12 9.651   7/28/14 9.138 -12,520 13,223 703 441,943  504,751 37,191 541,943
    SP Global 100 Apple 317.44 19.487   4/30/12 15.738 -4,996 6,186 1,190 443,133  499,756 43,377 543,133
  Buy Kospi 50 short Hyundai Heavy 175.43 83.577   12/08/14 94.176 14,662        514,417 28,715  
    Europe 50 Deutsche Bank 607.37 24.140   11/10/14 24.160 14,662        529,079 14,054  
    Nikkei (TYO) Toyo Seikan 1,785.54 8.212   10/27/14 8.725 14,662        543,741 -608  
    SP Global 100 Deutsche Bank 607.37 24.140   11/03/14 24.800 14,662        558,403 -15,270  
10/27/14 Sell S&P 100 short General Motors 614.77 23.689 23.070 10/13/14 23.379 -14,373 14,183 -190 442,943  544,030 -1,088 542,943
    Nikkei (TYO) Toyo Seikan 1,785.54 8.725 7.698 10/20/14 8.212 -14,662 13,745 -917 442,026  529,368 12,657 542,026
    DJ Global Titans long Alphabet A 29.46 433.045   12/23/13 408.320 -12,029 12,758 728 442,754  517,339 25,415 542,754
  Buy S&P 100 Gilead Sciences 160.19 88.668   6/08/15 100.700 14,204        531,543 11,211  
    Nikkei (TYO) MinebeaMitsumi 1,355.68 10.477   8/24/15 10.589 14,204        545,747 -2,993  
    DJ Global Titans short Samsung Electronics 866.81 16.387   11/10/14 18.745 14,204        559,951 -17,197  
11/03/14 Sell HSI-Fin short ICBC 27,325.30 0.526 0.470 9/29/14 0.498 -13,608 12,854 -754 442,000  546,343 -4,343 542,000
    OMXS 30 Lundin 643.29 11.400 10.943 10/13/14 11.172 -7,187 7,039 -147 441,853  539,156 2,696 541,853
      MTG 310.77 24.302 21.949 10/13/14 23.125 -7,187 6,821 -366 441,487  531,970 9,517 541,487
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Deutsche Bank 607.37 24.800 23.480 10/20/14 24.140 -14,662 14,261 -401 441,086  517,308 23,778 541,086
  Buy HSI-Fin long HK Exchgs & Clrg 799.20 17.669   11/24/14 17.528 14,121        531,429 9,657  
    OMXC 20 Pandora 211.78 66.679   11/17/14 66.322 14,121        545,550 -4,464  
    OMXS 30 Boliden 538.27 13.117   6/08/15 18.209 7,060        552,611 -11,525  
      Electrolux 314.42 22.455   6/08/15 27.196 7,060        559,671 -18,585  
    SP Global 100 Apple 644.87 21.898   8/24/15 22.212 14,121        573,792 -32,706  
11/10/14 Sell HSI long Citic Pacific 9,928.21 1.393   5/19/14 1.295 -12,861 13,830 969 442,055  560,931 -18,876 542,055
    Europe 50 short Deutsche Bank 607.37 24.160 24.120 10/20/14 24.140 -14,662 14,650 -12 442,043  546,269 -4,226 542,043
    Nordic 30 Volvo 1,476.14 9.334 8.249 9/15/14 8.791 -12,977 12,176 -801 441,242  533,292 7,950 541,242
    DJ Global Titans Samsung Electronics 866.81 18.745 14.028 10/27/14 16.387 -14,204 12,160 -2,044 439,198  519,088 20,110 539,198
  Buy HSI Kunlun Energy 13,497.44 1.036   1/12/15 0.825 13,982        533,070 6,128  
    Europe 50 long Novartis 225.82 61.916   8/24/15 69.088 13,982        547,052 -7,854  
    Nordic 30 Pandora 205.15 68.154   6/01/15 91.032 13,982        561,034 -21,836  
    DJ Global Titans Apple 638.47 21.899   12/15/14 21.746 13,982        575,016 -35,818  
11/17/14 Sell DAX short Deutsche Lufthansa 1,170.94 13.145 11.015 10/06/14 12.080 -14,145 12,898 -1,247 437,951  560,871 -22,920 537,951
    BEL 20 Galapagos 1,293.12 12.800 9.430 10/13/14 11.115 -14,373 12,194 -2,179 435,772  546,498 -10,726 535,772
    OMXC 20 long Pandora 211.78 66.322   11/03/14 66.679 -14,121 14,046 -76 435,697  532,376 3,320 535,697
    FT 30 short Tesco 28.40 306.530 691.926 6/09/14 460.539 -13,079 19,651 6,571 442,268  519,297 22,971 542,268
  Buy DAX long Merck (EMD) 184.30 76.670   7/06/15 90.640 14,130        533,427 8,840  
    BEL 20 Proximus 463.28 30.500   11/24/14 30.740 14,130        547,557 -5,290  
    OMXC 20 short FLSmidth 425.84 33.181   11/24/14 35.297 14,130        561,687 -19,419  
    FT 30 long Man Group 83.35 169.534   12/15/14 177.040 14,131        575,818 -33,550  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.20 17.528   11/03/14 17.669 -14,121 14,008 -113 442,155  561,697 -19,542 542,155
    BEL 20 Proximus 463.28 30.740   11/17/14 30.500 -14,130 14,241 111 442,266  547,567 -5,301 542,266
    OMXC 20 short FLSmidth 425.84 35.297 31.065 11/17/14 33.181 -14,130 13,229 -901 441,365  533,437 7,928 541,365
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Fin HSBC 1,718.28 7.992   1/26/15 8.332 13,732        547,169 -5,804  
    BEL 20 Galapagos 1,064.50 12.900   12/01/14 13.020 13,732        560,901 -19,536  
    OMXC 20 long Pandora 204.32 67.207   8/17/15 107.440 13,732        574,633 -33,268  
12/01/14 Sell BEL 20 short Galapagos 1,064.50 13.020 12.780 11/24/14 12.900 -13,732 13,604 -128 441,238  560,901 -19,663 541,238
  Buy   long Proximus 412.50 31.610   12/15/14 29.550 13,039        573,940 -32,702  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.43 94.176 72.978 10/20/14 83.577 -14,662 12,803 -1,859 439,378  559,278 -19,900 539,378
  Buy   long Amorepacific Group 156.58 82.934   7/06/15 157.893 12,986        572,264 -32,886  
12/15/14 Sell BEL 20 long Proximus 412.50 29.550   12/01/14 31.610 -13,039 12,189 -850 438,528  559,225 -20,696 538,528
    MerVal Edenor 35,424.48 0.569   2/24/14 0.315 -11,141 20,142 9,001 447,530  548,084 -554 547,530
    FT 30 Man Group 83.35 177.040   11/17/14 169.534 -14,131 14,756 626 448,155  533,953 14,203 548,155
    DJ Global Titans Apple 638.47 21.746   11/10/14 21.899 -13,982 13,884 -98 448,058  519,971 28,087 548,058
  Buy BEL 20 short Umicore 924.16 15.585   1/19/15 16.578 14,403        534,374 13,684  
    FT 30 Tesco 54.87 262.480   12/22/14 292.250 14,402        548,776 -719  
    DJ Global Titans Gazprom 4,316.15 3.337   3/02/15 4.494 14,403        563,179 -15,122  
12/22/14 Sell TecDAX short SMA Solar 224.21 14.800 46.789 5/21/12 26.315 -5,900 10,491 4,590 452,648  557,279 -4,631 552,648
    FT 30 Tesco 54.87 292.250 232.709 12/15/14 262.480 -14,402 12,769 -1,634 451,015  542,877 8,138 551,015
  Buy TecDAX long Dialog Semiconductor 477.31 29.285   6/01/15 51.190 13,978        556,855 -5,840  
    FT 30 Man Group 69.67 200.637   1/05/15 211.401 13,978        570,833 -19,819  
12/29/14 Sell France short CGG 43.14 160.352 445.565 7/21/14 267.296 -11,531 19,222 7,691 458,705  559,302 -597 558,705
    SDAX WCM 8,178.32 1.381 1.852 6/09/14 1.599 -13,080 15,143 2,063 460,768  546,222 14,546 560,768
  Buy France long Adocia 301.51 47.700   6/08/15 66.230 14,382        560,604 164  
    SDAX Patrizia Immobilien 1,169.27 12.300   1/19/15 14.055 14,382        574,986 -14,218  
    BAX KUKA 242.65 59.270   7/27/15 74.330 14,382        589,368 -28,600  
1/05/15 Sell FT 30 long Man Group 69.67 211.401   12/22/14 200.637 -13,978 14,728 750 461,518  575,390 -13,872 561,518
    Topix (FRA) short Aeon 1,652.91 8.291 7.411 9/15/14 7.851 -12,977 12,250 -727 460,791  562,413 -1,622 560,791
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy FT 30 Tesco 47.55 294.006   1/19/15 365.061 13,980        576,393 -15,602  
    Topix (FRA) long Oriental Land 291.66 47.929   2/02/15 54.216 13,979        590,372 -29,581  
1/12/15 Sell Germany short SolarWorld 834.67 12.350 18.219 7/28/14 15.000 -12,520 15,207 2,686 463,477  577,852 -14,374 563,477
    HSI Kunlun Energy 13,497.44 0.825 1.300 11/10/14 1.036 -13,982 17,552 3,570 467,047  563,870 3,178 567,047
    HDAX Südzucker 930.41 11.160 15.190 8/04/14 13.020 -12,114 14,133 2,019 469,066  551,756 17,311 569,066
  Buy Germany long Ströer Media 595.53 24.615   6/15/15 40.315 14,659        566,415 2,652  
    HSI China Life Ins HK 4,423.22 3.314   7/13/15 3.728 14,659        581,074 -12,007  
    HDAX Ströer Media 595.53 24.615   8/24/15 47.670 14,659        595,733 -26,666  
1/19/15 Sell SDAX long Patrizia Immobilien 1,169.27 14.055   12/29/14 12.300 -14,382 16,434 2,052 471,118  581,350 -10,232 571,118
    ISEQ 20 short C&C Group 1,426.67 3.322 6.042 4/14/14 4.480 -6,391 8,620 2,228 473,346  574,959 -1,613 573,346
      Flutter 119.27 66.350 40.830 4/14/14 53.590 -6,392 4,870 -1,522 471,824  568,567 3,257 571,824
    BEL 20 Umicore 924.16 16.578 14.593 12/15/14 15.585 -14,403 13,486 -917 470,907  554,164 16,743 570,907
    FT 30 Tesco 47.55 365.061 222.950 1/05/15 294.006 -13,980 10,601 -3,379 467,529  540,184 27,344 567,529
    CAC Mid 60 CGG 34.98 153.600 767.553 6/23/14 343.360 -12,011 26,849 14,838 482,367  528,174 54,193 582,367
  Buy SDAX SGL Carbon 1,129.45 14.090   1/26/15 15.480 15,914        544,088 38,279  
    ISEQ 20 long Glanbia 574.51 13.850   6/08/15 17.420 7,957        552,044 30,322  
      Ryanair Holdings 817.78 9.730   6/08/15 11.660 7,957        560,001 22,365  
    BEL 20 bpost 696.15 22.860   9/28/15 21.000 15,914        575,915 6,451  
    FT 30 Man Group 75.84 209.841   6/08/15 231.072 15,914        591,830 -9,463  
    CAC Mid 60 Adocia 251.80 63.200   6/08/15 66.230 15,914        607,744 -25,377  
1/26/15 Sell SDAX short SGL Carbon 1,129.45 15.480 12.700 1/19/15 14.090 -15,914 14,344 -1,570 480,797  591,830 -11,033 580,797
    HSI-Fin HSBC 1,718.28 8.332 7.651 11/24/14 7.992 -13,732 13,147 -585 480,212  578,098 2,114 580,212
    OMXH 25 YIT 1,737.97 5.508 9.942 5/19/14 7.400 -12,861 17,279 4,418 484,630  565,237 19,393 584,630
    CAC Next 20 Arkema 169.98 62.720 79.594 6/23/14 70.655 -12,010 13,529 1,519 486,149  553,227 32,922 586,149
    GEX 4SC 2,229.98 3.657 8.986 4/14/14 5.732 -12,783 20,039 7,256 493,405  540,444 52,961 593,405
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SDAX long Patrizia Immobilien 1,080.87 14.950   6/29/15 22.015 16,159        556,603 36,802  
    HSI-Fin China Life Ins HK 4,325.56 3.736   8/03/15 3.251 16,159        572,762 20,643  
    OMXH 25 Neste Oil 1,999.88 8.080   5/11/15 7.640 16,159        588,921 4,484  
    GEX Ströer Media 604.07 26.750   6/01/15 38.770 16,159        605,080 -11,675  
2/02/15 Sell MDAX short Südzucker 901.69 11.245 17.145 7/28/14 13.885 -12,520 15,459 2,939 496,344  592,560 3,784 596,344
    AEX KPN 1,594.04 2.756 4.771 10/15/12 3.626 -5,780 7,605 1,825 498,169  586,780 11,389 598,169
    Topix (FRA) long Oriental Land 291.66 54.216   1/05/15 47.929 -13,979 15,812 1,834 500,002  572,801 27,201 600,002
  Buy MDAX Ströer Media 607.99 25.790   11/16/15 61.450 15,680        588,481 11,521  
    Topix (FRA) short Orix 1,574.61 9.958   2/09/15 10.802 15,680        604,161 -4,159  
2/09/15 Sell   short Orix 1,574.61 10.802 9.114 2/02/15 9.958 -15,680 14,351 -1,329 498,673  588,481 10,192 598,673
  Buy MerVal long Aluar 16,237.47 0.937   2/16/15 0.944 15,221        603,702 -5,029  
    Topix (FRA) Sony 672.69 22.627   5/18/15 28.471 15,221        618,923 -20,250  
2/16/15 Sell ATX short Raiffeisen Bank Int 660.39 13.795 25.922 8/11/14 18.910 -12,488 17,118 4,630 503,304  606,435 -3,131 603,304
    OBX 25 Petroleum Geo-Srvcs 2,042.23 5.700 6.528 8/18/14 6.100 -12,457 13,332 875 504,178  593,978 10,201 604,178
    MerVal long Aluar 16,237.47 0.944   2/09/15 0.937 -15,221 15,330 109 504,287  578,757 25,530 604,287
  Buy ATX Zumtobel 746.39 21.095   9/07/15 23.775 15,745        594,502 9,785  
    OBX 25 Frontline 1,264.82 12.448   2/23/15 11.234 15,745        610,247 -5,960  
2/23/15 Sell PSI 20 short Pharol 8,677.91 0.697 3.812 10/06/14 1.630 -14,145 33,079 18,934 523,222  596,102 27,120 623,222
    OBX 25 long Frontline 1,264.82 11.234   2/16/15 12.448 -15,745 14,209 -1,536 521,686  580,357 41,329 621,686
    Indices short PSI 20 2.55 5,494.440 5,581.320 10/06/14 5,537.710 -14,121 14,232 111 521,797  566,236 55,561 621,797
  Buy PSI 20 long Altri 5,599.54 3.024   5/25/15 4.081 16,933        583,169 38,628  
    OBX 25 short Seadrill 6.01 2,815.850   4/13/15 2,712.370 16,923        600,092 21,705  
    MerVal long Comercial del Plata 68,471.49 0.247   3/02/15 0.261 16,933        617,025 4,772  
    Indices SSE 50 ew 50.33 336.435   7/27/15 382.611 16,933        633,958 -12,161  
3/02/15 Sell IBEX 35 short ArcelorMittal 357.64 28.860 37.255 6/16/14 32.790 -11,727 13,324 1,597 523,394  622,231 1,163 623,394
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 68,471.49 0.261   2/23/15 0.247 -16,933 17,878 945 524,339  605,298 19,041 624,339
    DJ Global Titans short Gazprom 4,316.15 4.494 2.180 12/15/14 3.337 -14,403 9,409 -4,994 519,345  590,895 28,450 619,345
    GCX Energy Recovery 3,815.75 3.076 3.693 5/19/14 3.371 -12,861 14,093 1,232 520,577  578,034 42,543 620,577
  Buy IBEX 35 long Intl. Cons. Airlines 2,098.35 7.900   3/09/15 7.660 16,577        594,611 25,966  
    DJ Global Titans Apple 574.47 28.856   3/30/15 29.169 16,577        611,188 9,389  
    GCX Shimano 119.13 139.151   6/01/15 129.753 16,577        627,765 -7,188  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,098.35 7.660   3/02/15 7.900 -16,577 16,073 -504 520,073  611,188 8,885 620,073
  Buy   short Endesa 891.33 17.640   3/23/15 18.130 15,723        626,911 -6,838  
    MerVal long Comercial del Plata 56,639.05 0.278   6/29/15 0.285 15,723        642,634 -22,561  
3/23/15 Sell IBEX 35 short Endesa 891.33 18.130 17.150 3/09/15 17.640 -15,723 15,286 -437 519,637  626,911 -7,274 619,637
    TSX 60 Yamana Gold 2,837.01 3.713 6.196 9/29/14 4.797 -13,608 17,578 3,970 523,606  613,303 10,303 623,606
  Buy IBEX 35 long Intl. Cons. Airlines 1,956.42 8.100   5/11/15 7.890 15,847        629,150 -5,544  
    TSX 60 Bausch Health 85.30 185.781   5/11/15 200.704 15,847        644,997 -21,391  
3/30/15 Sell DJ Global Titans long Apple 574.47 29.169   3/02/15 28.856 -16,577 16,756 180 523,786  628,420 -4,634 623,786
  Buy   short ConocoPhilips 261.94 59.090   4/27/15 61.591 15,478        643,898 -20,112  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,871.27 4.822 5.033 10/06/14 4.926 -14,145 14,450 305 524,091  629,753 -5,662 624,091
    OBX 25 Seadrill 6.01 2,712.370 2,923.280 2/23/15 2,815.850 -16,923 17,569 646 524,737  612,830 11,907 624,737
    ÖkoDAX SolarWorld 66.72 14.550 772.962 4/29/13 106.050 -7,076 51,572 44,496 569,233  605,754 63,479 669,233
  Buy HSI-C&I long Tencent 879.98 20.815   7/06/15 17.093 18,317        624,071 45,162  
    OBX 25 Frontline 1,338.44 13.685   5/18/15 12.057 18,317        642,388 26,845  
4/27/15 Sell DJ Global Titans short ConocoPhilips 261.94 61.591 56.589 3/30/15 59.090 -15,478 14,823 -655 568,578  626,910 41,668 668,578
  Buy   long Mitsubishi UFJ 2,736.53 6.489   6/08/15 6.373 17,756        644,666 23,912  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,956.42 7.890   3/23/15 8.100 -15,847 15,436 -411 568,167  628,819 39,348 668,167
    OMXH 25 Neste Oil 1,999.88 7.640   1/26/15 8.080 -16,159 15,279 -880 567,287  612,660 54,627 667,287
    TSX 60 Bausch Health 85.30 200.704   3/23/15 185.781 -15,847 17,120 1,273 568,560  596,813 71,747 668,560
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 short Obrascón Huarte Lain 966.93 19.140   4/25/16 5.840 18,507        615,320 53,240  
    OMXH 25 Outokumpu 3,535.24 5.235   1/04/16 2.584 18,507        633,827 34,733  
    TSX 60 Cenovus Energy 1,193.54 15.506   3/21/16 12.064 18,507        652,334 16,226  
5/18/15 Sell OBX 25 long Frontline 1,338.44 12.057   4/13/15 13.685 -18,317 16,137 -2,180 566,380  634,017 32,363 666,380
    Topix (FRA) Sony 672.69 28.471   2/09/15 22.627 -15,221 19,152 3,931 570,311  618,796 51,515 670,311
  Buy OBX 25 short REC Silicon 8,525.87 2.117   6/01/15 1.852 18,045        636,841 33,470  
    Topix (FRA) Toshiba 602.91 29.930   5/25/15 30.510 18,045        654,886 15,425  
5/25/15 Sell PSI 20 long Altri 5,599.54 4.081   2/23/15 3.024 -16,933 22,852 5,919 576,230  637,953 38,277 676,230
    Topix (FRA) short Toshiba 602.91 30.510 29.350 5/18/15 29.930 -18,045 17,695 -350 575,880  619,908 55,972 675,880
  Buy PSI 20 Pharol 35,874.51 0.510   11/23/15 0.369 18,296        638,204 37,676  
    Topix (FRA) long Sony 641.96 28.500   6/01/15 28.394 18,296        656,500 19,381  
6/01/15 Sell TecDAX long Dialog Semiconductor 477.31 51.190   12/22/14 29.285 -13,978 24,434 10,455 586,336  642,522 43,814 686,336
    OBX 25 short REC Silicon 8,525.87 1.852 2.418 5/18/15 2.117 -18,045 20,618 2,573 588,909  624,477 64,432 688,909
    Nordic 30 long Pandora 205.15 91.032   11/10/14 68.154 -13,982 18,675 4,693 593,602  610,495 83,107 693,602
    Topix (FRA) Sony 641.96 28.394   5/25/15 28.500 -18,296 18,228 -68 593,534  592,199 101,335 693,534
    GEX Ströer Media 604.07 38.770   1/26/15 26.750 -16,159 23,420 7,261 600,795  576,040 124,755 700,795
    GCX Shimano 119.13 129.753   3/02/15 139.151 -16,577 15,457 -1,120 599,676  559,463 140,213 699,676
  Buy TecDAX short Aixtron 3,043.04 6.900   4/25/16 4.108 20,997        580,460 119,216  
    OBX 25 long Frontline 1,683.03 12.476   6/08/15 12.298 20,997        601,457 98,219  
    Nordic 30 short Fortum 1,212.30 17.320   11/30/15 13.820 20,997        622,454 77,222  
    Topix (FRA) Toshiba 643.88 32.610   11/16/15 22.410 20,997        643,451 56,225  
    GCX REC Silicon 11,335.02 1.852   10/05/20 0.464 20,997        664,448 35,228  
6/08/15 Sell S&P 100 long Gilead Sciences 160.19 100.700   10/27/14 88.668 -14,204 16,131 1,927 601,603  650,245 51,359 701,603
    France Adocia 301.51 66.230   12/29/14 47.700 -14,382 19,969 5,587 607,190  635,862 71,328 707,190
    ISEQ 20 Glanbia 574.51 17.420   1/19/15 13.850 -7,957 10,008 2,051 609,241  627,906 81,336 709,241
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair Holdings 817.78 11.660   1/19/15 9.730 -7,957 9,535 1,578 610,820  619,949 90,871 710,820
    OBX 25 Frontline 1,683.03 12.298   6/01/15 12.476 -20,997 20,698 -299 610,521  598,952 111,569 710,521
    OMXS 30 Boliden 538.27 18.209   11/03/14 13.117 -7,060 9,801 2,741 613,261  591,891 121,370 713,261
      Electrolux 314.42 27.196   11/03/14 22.455 -7,060 8,551 1,490 614,752  584,831 129,921 714,752
    FT 30 Man Group 75.84 231.072   1/19/15 209.841 -15,914 17,525 1,610 616,362  568,916 147,446 716,362
    CAC Mid 60 Adocia 251.80 66.230   1/19/15 63.200 -15,914 16,677 763 617,125  553,003 164,122 717,125
    DJ Global Titans Mitsubishi UFJ 2,736.53 6.373   4/27/15 6.489 -17,756 17,440 -316 616,808  535,247 181,562 716,808
  Buy S&P 100 short Norfolk Southern 278.48 80.648   6/15/15 80.979 22,459        557,705 159,103  
    France Solocal 32.06 700.450   11/23/15 390.360 22,456        580,162 136,646  
    ISEQ 20 FBD Holdings 1,210.86 9.274   8/10/15 7.120 11,230        591,391 125,417  
    OBX 25 DNO International 17,628.73 1.274   12/21/15 0.607 22,459        613,850 102,958  
    OMXS 30 SSAB 2,193.26 5.120   10/26/15 3.388 11,229        625,080 91,728  
      Telia Company 2,135.41 5.259   10/26/15 4.765 11,229        636,309 80,499  
    FT 30 Tate & Lyle 29.80 753.704   12/28/15 807.108 22,460        658,770 58,039  
    DJ Global Titans BHP 1,180.83 19.020   7/13/15 17.787 22,459        681,229 35,580  
6/15/15 Sell S&P 100 short Norfolk Southern 278.48 80.979 80.318 6/08/15 80.648 -22,459 22,367 -92 616,716  658,770 57,947 716,716
    Germany long Ströer Media 595.53 40.315   1/12/15 24.615 -14,659 24,009 9,350 626,066  644,111 81,955 726,066
  Buy S&P 100 Starbucks 436.00 46.330   7/06/15 49.123 20,200        664,311 61,755  
6/29/15 Sell SDAX long Patrizia Immobilien 1,080.87 22.015   1/26/15 14.950 -16,159 23,795 7,636 633,703  648,152 85,551 733,703
    MerVal Comercial del Plata 56,639.05 0.285   3/09/15 0.278 -15,723 16,136 413 634,116  632,429 101,687 734,116
7/06/15 Sell S&P 100 long Starbucks 436.00 49.123   6/15/15 46.330 -20,200 21,417 1,217 635,333  612,229 123,105 735,333
    Kospi 50 Amorepacific Group 156.58 157.893   12/08/14 82.934 -12,986 24,723 11,737 647,071  599,243 147,827 747,071
    DAX Merck (EMD) 184.30 90.640   11/17/14 76.670 -14,130 16,705 2,575 649,645  585,113 164,532 749,645
    HSI-C&I Tencent 879.98 17.093   4/13/15 20.815 -18,317 15,041 -3,276 646,370  566,796 179,574 746,370
  Buy S&P 100 short Norfolk Southern 294.34 78.643   7/13/15 78.579 23,148        589,944 156,426  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 ArcelorMittal 917.48 25.230   3/27/17 22.800 23,148        613,092 133,278  
    DAX RWE 1,203.12 19.240   7/13/15 20.205 23,148        636,240 110,130  
    HSI-C&I Sands China 6,841.23 3.384   5/09/16 3.084 23,148        659,388 86,982  
7/13/15 Sell S&P 100 short Norfolk Southern 294.34 78.579 78.708 7/06/15 78.643 -23,148 23,167 19 646,389  636,240 110,149 746,389
    HSI long China Life Ins HK 4,423.22 3.728   1/12/15 3.314 -14,659 16,492 1,833 648,221  621,581 126,640 748,221
    DAX short RWE 1,203.12 20.205 18.275 7/06/15 19.240 -23,148 21,987 -1,161 647,060  598,433 148,627 747,060
    DJ Global Titans BHP 1,180.83 17.787 20.338 6/08/15 19.020 -22,459 24,016 1,557 648,617  575,974 172,643 748,617
  Buy S&P 100 long Amazon.com 55.62 414.042   7/27/15 479.746 23,029        599,003 149,614  
    HSI short China Shenhua HK 12,400.93 1.857   4/18/16 1.521 23,031        622,034 126,583  
    DAX long Fresenius 375.95 61.260   7/27/15 61.200 23,031        645,065 103,552  
    DJ Global Titans Mitsubishi UFJ 3,666.54 6.281   7/27/15 6.435 23,031        668,096 80,521  
7/20/15 Sell DJTA long Avis Budget 489.57 38.916   9/24/12 12.419 -6,080 19,052 12,972 661,589  662,016 99,573 761,589
  Buy   short Avis Budget 553.22 38.916   8/03/15 39.514 21,529        683,544 78,044  
7/27/15 Sell S&P 100 long Amazon.com 55.62 479.746   7/13/15 414.042 -23,029 26,683 3,654 665,243  660,515 104,728 765,243
    DAX Fresenius 375.95 61.200   7/13/15 61.260 -23,031 23,008 -23 665,221  637,485 127,736 765,221
    BAX KUKA 242.65 74.330   12/29/14 59.270 -14,382 18,036 3,654 668,875  623,103 145,772 768,875
    Indices SSE 50 ew 50.33 382.611   2/23/15 336.435 -16,933 19,257 2,324 671,199  606,170 165,029 771,199
    DJ Global Titans Mitsubishi UFJ 3,666.54 6.435   7/13/15 6.281 -23,031 23,595 564 671,762  583,139 188,623 771,762
  Buy S&P 100 short ConocoPhilips 525.88 45.655   3/07/16 37.595 24,009        607,148 164,614  
    DAX RWE 1,294.29 18.550   10/19/15 12.230 24,009        631,157 140,605  
    BAX Grammer 914.28 26.260   11/09/15 23.675 24,009        655,166 116,596  
    Indices RTX 22.79 1,053.370   6/06/16 1,104.740 24,006        679,173 92,590  
    DJ Global Titans ConocoPhilips 525.88 45.655   8/03/15 45.385 24,009        703,182 68,581  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,836.49 7.097   7/07/14 2.976 -11,417 27,227 15,810 687,573  691,765 95,808 787,573
    HSI-Fin China Life Ins HK 4,325.56 3.251   1/26/15 3.736 -16,159 14,060 -2,099 685,474  675,606 109,868 785,474
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA short Avis Budget 553.22 39.514 38.317 7/20/15 38.916 -21,529 21,198 -331 685,143  654,077 131,066 785,143
    DJ Global Titans ConocoPhilips 525.88 45.385 45.927 7/27/15 45.655 -24,009 24,152 143 685,286  630,068 155,218 785,286
  Buy SSE 50 China Northern Rare 11,296.24 2.081   1/04/16 1.789 23,512        653,580 131,706  
    HSI-Fin ICBC 37,595.14 0.625   1/04/16 0.538 23,512        677,092 108,194  
    DJTA long JetBlue Airways 1,091.68 21.538   8/24/15 18.277 23,512        700,604 84,682  
    SMI UBS 1,114.20 21.102   8/17/15 20.081 23,512        724,116 61,170  
    SLI Vifor Pharma 221.45 106.171   8/24/15 107.513 23,512        747,627 37,658  
    DJ Global Titans Mitsubishi UFJ 3,625.15 6.486   8/24/15 5.389 23,512        771,139 14,146  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,210.86 7.120 12.080 6/08/15 9.274 -11,230 14,627 3,397 688,683  759,910 28,773 788,683
  Buy   long Kingspan Group 449.64 22.725   8/17/15 22.815 10,218        770,128 18,555  
      Ryanair Holdings 799.53 12.780   8/17/15 12.705 10,218        780,346 8,337  
8/17/15 Sell ASX 50 long James Hardie Ind 693.70 12.058   1/30/12 5.763 -3,998 8,365 4,367 693,050  776,348 16,702 793,050
    ISEQ 20 Kingspan Group 449.64 22.815   8/10/15 22.725 -10,218 10,259 40 693,090  766,130 26,960 793,090
      Ryanair Holdings 799.53 12.705   8/10/15 12.780 -10,218 10,158 -60 693,030  755,912 37,118 793,030
    OMXC 20 Pandora 204.32 107.440   11/24/14 67.207 -13,732 21,952 8,220 701,251  742,180 59,070 801,251
    SMI UBS 1,114.20 20.081   8/03/15 21.102 -23,512 22,374 -1,138 700,113  718,668 81,445 800,113
    Nikkei (FRA) Fujitsu 104.05 44.550   6/30/14 54.990 -5,722 4,635 -1,086 699,027  712,946 86,080 799,027
      MinebeaMitsumi 695.71 12.573   6/30/14 8.224 -5,722 8,747 3,026 702,052  707,225 94,827 802,052
  Buy ASX 50 short Santos 5,631.15 3.982   11/23/15 2.708 22,421        729,646 72,406  
    ISEQ 20 FBD Holdings 1,624.71 6.900   11/30/15 6.852 11,211        740,856 61,196  
    OMXC 20 GN Store Nord 180.09 124.500   10/05/15 126.375 22,421        763,278 38,775  
    Nikkei (FRA) Sharp 873.77 12.830   11/23/15 10.210 11,210        774,488 27,564  
      IHI 371.33 30.190   11/23/15 25.250 11,210        785,699 16,354  
8/24/15 Sell USA long Alexion 44.80 143.833   11/28/11 50.936 -2,282 6,444 4,162 706,214  783,417 22,798 806,214
    DJIA Visa 127.48 58.880   12/19/11 18.897 -2,409 7,506 5,097 711,311  781,008 30,304 811,311
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nasdaq 100 Regeneron 37.39 434.608   10/10/11 49.346 -1,845 16,250 14,405 725,716  779,163 46,554 825,716
    Euro 50 ASML 53.21 74.790   1/09/12 32.400 -1,724 3,980 2,256 727,972  777,439 50,533 827,972
      AB InBev 36.30 91.280   1/09/12 47.495 -1,724 3,313 1,589 729,561  775,715 53,847 829,561
    HDAX Ströer Media 595.53 47.670   1/12/15 24.615 -14,659 28,389 13,730 743,291  761,056 82,236 843,291
    FTSE Ashtead 14.10 1,199.890   7/30/12 333.248 -4,699 16,918 12,220 755,511  756,357 99,154 855,511
    HSI-Prop CK Hutchison 455.94 10.950   7/28/14 13.730 -6,260 4,993 -1,267 754,243  750,097 104,147 854,243
      Sino Land 5,000.00 1.200   7/28/14 1.252 -6,260 6,000 -260 753,983  743,837 110,147 853,983
    Europe 50 Novartis 225.82 69.088   11/10/14 61.916 -13,982 15,601 1,620 755,603  729,855 125,748 855,603
    DJTA JetBlue Airways 1,091.68 18.277   8/03/15 21.538 -23,512 19,953 -3,559 752,044  706,343 145,701 852,044
    SLI Vifor Pharma 221.45 107.513   8/03/15 106.171 -23,512 23,809 297 752,341  682,831 169,510 852,341
    Nikkei (TYO) MinebeaMitsumi 1,355.68 10.589   10/27/14 10.477 -14,204 14,356 152 752,493  668,627 183,865 852,493
    DJ Global Titans Mitsubishi UFJ 3,625.15 5.389   8/03/15 6.486 -23,512 19,537 -3,975 748,517  645,115 203,402 848,517
    SP Global 100 Apple 644.87 22.212   11/03/14 21.898 -14,121 14,324 202 748,720  630,994 217,726 848,720
  Buy DJIA short Chevron 429.19 62.119   5/30/16 91.551 26,661        657,655 191,065  
    Nasdaq 100 Micron Technology 2,143.58 12.438   8/31/15 14.635 26,661        684,316 164,404  
    Euro 50 E.on 1,532.24 8.700   10/26/15 8.993 13,330        697,647 151,073  
      Banco Santander 2,558.64 5.210   10/26/15 5.230 13,331        710,977 137,743  
    HDAX RWE 2,016.72 13.220   11/23/15 10.895 26,661        737,638 111,082  
    FTSE Glencore 142.28 187.390   5/09/16 167.806 26,662        764,300 84,420  
    HSI-Prop Hang Lung 6,935.02 1.922   6/06/16 1.737 13,331        777,630 71,089  
      The Wharf 7,619.17 1.750   6/06/16 1.945 13,331        790,961 57,759  
    DJCA Chevron 429.19 62.119   8/31/15 72.229 26,661        817,622 31,098  
    Europe 50 Rio Tinto 9.11 2,927.710   10/26/15 3,453.900 26,671        844,293 4,427  
    DJTA Norfolk Southern 414.15 64.376   8/31/15 69.482 26,661        870,954 -22,235  
    SLI Aryzta 2,844.54 9.373   1/09/17 8.993 26,661        897,615 -48,896  
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 Casino Guichard 473.72 56.280   1/30/17 49.780 26,661        924,276 -75,556  
    Nikkei (TYO) IHI 1,029.72 25.892   8/08/16 25.014 26,661        950,937 -102,217  
    DJ Global Titans ConocoPhilips 721.02 36.977   3/21/16 37.886 26,661        977,598 -128,878  
    SP Global 100 RWE 2,016.72 13.220   9/12/16 14.645 26,661        1,004,259 -155,539  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,143.58 14.635 10.240 8/24/15 12.438 -26,661 21,951 -4,710 744,010  977,598 -133,588 844,010
    DJCA Chevron 429.19 72.229 52.009 8/24/15 62.119 -26,661 22,322 -4,339 739,671  950,937 -111,267 839,671
    DJTA Norfolk Southern 414.15 69.482 59.269 8/24/15 64.376 -26,661 24,546 -2,115 737,556  924,276 -86,720 837,556
  Buy Nasdaq 100 long Netflix 182.99 102.576   9/07/15 88.434 18,770        943,047 -105,491  
    DJCA JetBlue Airways 942.96 19.906   3/16/20 9.506 18,770        961,817 -124,261  
    DJUA short CenterPoint Energy 565.17 16.606   12/07/15 15.137 9,385        971,202 -133,646  
      FirstEnergy 329.27 28.503   12/07/15 29.960 9,385        980,587 -143,031  
    DJTA long JetBlue Airways 942.96 19.906   1/04/16 20.201 18,770        999,357 -161,801  
9/07/15 Sell Nasdaq 100 long Netflix 182.99 88.434   8/31/15 102.576 -18,770 16,183 -2,588 734,968  980,587 -145,618 834,968
    ATX Zumtobel 746.39 23.775   2/16/15 21.095 -15,745 17,745 2,000 736,969  964,842 -127,873 836,969
  Buy Nasdaq 100 short Micron Technology 1,176.64 15.066   10/19/15 16.912 17,727        982,569 -145,600  
    ATX Vienna Insurance 650.77 27.240   3/28/16 18.660 17,727        1,000,296 -163,327  
9/14/15 Sell RTX short RusHydro 4,050.60 0.774 3.647 3/11/13 1.680 -6,805 14,771 7,966 744,934  993,490 -148,556 844,934
  Buy USA long JetBlue Airways 748.54 23.257   9/21/15 23.986 17,409        1,010,900 -165,965  
9/21/15 Sell   long JetBlue Airways 748.54 23.986   9/14/15 23.257 -17,409 17,954 545 745,479  993,490 -148,011 845,479
  Buy   short Wynn Resorts 293.13 59.482   10/05/15 57.973 17,436        1,010,926 -165,447  
    MIB Saipem 1,714.45 10.170   12/26/16 5.130 17,436        1,028,362 -182,883  
    RTX Mobile TeleSystems 2,750.16 6.340   9/28/15 6.096 17,436        1,045,798 -200,319  
9/28/15 Sell   short Mobile TeleSystems 2,750.16 6.096 6.594 9/21/15 6.340 -17,436 18,134 698 746,177  1,028,362 -182,185 846,177
    BEL 20 long bpost 696.15 21.000   1/19/15 22.860 -15,914 14,619 -1,295 744,882  1,012,448 -167,566 844,882
  Buy RTX Severstal 1,805.50 9.378   11/02/15 10.465 16,932        1,029,380 -184,498  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 short Solvay 189.16 89.510   3/28/16 85.670 16,932        1,046,312 -201,430  
10/05/15 Sell USA short Wynn Resorts 293.13 57.973 61.030 9/21/15 59.482 -17,436 17,890 454 745,336  1,028,876 -183,540 845,336
    OMXC 20 GN Store Nord 180.09 126.375 122.625 8/17/15 124.500 -22,421 22,084 -338 744,999  1,006,455 -161,456 844,999
  Buy USA long Netflix 171.92 99.392   12/14/15 109.790 17,088        1,023,542 -178,544  
    OMXC 20 Genmab 200.88 85.064   11/02/15 91.174 17,088        1,040,630 -195,631  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.87 208.474   4/02/18 330.481 16,234        1,056,864 -211,865  
    MerVal Pampa Energía 19,684.73 0.825   10/19/15 0.927 16,234        1,073,098 -228,099  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,176.64 16.912 13.219 9/07/15 15.066 -17,727 15,554 -2,173 742,826  1,055,371 -212,545 842,826
    DAX RWE 1,294.29 12.230 28.136 7/27/15 18.550 -24,009 36,416 12,407 755,233  1,031,362 -176,129 855,233
    MerVal long Pampa Energía 19,684.73 0.927   10/12/15 0.825 -16,234 18,238 2,004 757,237  1,015,128 -157,891 857,237
  Buy Nasdaq 100 Amazon.com 34.56 505.914   2/08/16 436.037 17,484        1,032,612 -175,375  
    DAX Fresenius 289.89 60.310   12/21/15 63.430 17,483        1,050,095 -192,859  
    MerVal short YPF 777.74 22.479   10/26/15 25.738 17,483        1,067,579 -210,342  
10/26/15 Sell Euro 50 short E.on 1,532.24 8.993 8.407 8/24/15 8.700 -13,330 12,882 -449 756,788  1,054,248 -197,460 856,788
      Banco Santander 2,558.64 5.230 5.190 8/24/15 5.210 -13,331 13,279 -51 756,737  1,040,918 -184,180 856,737
    OMXS 30 SSAB 2,193.26 3.388 7.737 6/08/15 5.120 -11,229 16,970 5,741 762,478  1,029,688 -167,210 862,478
      Telia Company 2,135.41 4.765 5.804 6/08/15 5.259 -11,229 12,393 1,164 763,641  1,018,459 -154,817 863,641
    Europe 50 Rio Tinto 9.11 3,453.900 2,401.510 8/24/15 2,927.710 -26,671 21,878 -4,794 758,848  991,787 -132,939 858,848
    MerVal YPF 777.74 25.738 19.221 10/19/15 22.479 -17,483 14,949 -2,534 756,313  974,304 -117,991 856,313
  Buy Euro 50 long Fresenius 143.87 64.150   1/11/16 59.420 9,229        983,533 -127,220  
      Inditex 274.59 33.610   1/11/16 29.430 9,229        992,762 -136,449  
    OMXS 30 Boliden 528.56 17.461   11/02/15 17.505 9,229        1,001,991 -145,678  
      Svenska Cellulosa B 1,770.82 5.212   11/02/15 5.468 9,229        1,011,220 -154,907  
    Europe 50 SAP 263.20 70.130   12/14/15 69.400 18,458        1,029,679 -173,365  
    MerVal Pampa Energía 16,061.61 1.149   3/07/16 0.728 18,458        1,048,137 -191,823  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/02/15 Sell RTX long Severstal 1,805.50 10.465   9/28/15 9.378 -16,932 18,895 1,963 758,276  1,031,205 -172,929 858,276
    OMXC 20 Genmab 200.88 91.174   10/05/15 85.064 -17,088 18,315 1,227 759,503  1,014,117 -154,614 859,503
    OMXS 30 Boliden 528.56 17.505   10/26/15 17.461 -9,229 9,252 23 759,526  1,004,888 -145,361 859,526
      Svenska Cellulosa B 1,770.82 5.468   10/26/15 5.212 -9,229 9,682 453 759,979  995,659 -135,679 859,979
  Buy RTX short Mobile TeleSystems 2,910.63 6.221   4/25/16 7.952 18,107        1,013,766 -153,787  
    OMXS 30 SSAB 2,680.53 3.378   12/14/15 2.601 9,053        1,022,819 -162,840  
      SKF A 563.44 16.068   12/14/15 14.663 9,054        1,031,873 -171,894  
11/09/15 Sell BAX short Grammer 914.28 23.675 29.127 7/27/15 26.260 -24,009 26,630 2,621 762,601  1,007,864 -145,263 862,601
  Buy   long Adva 1,765.93 10.155   11/16/15 10.530 17,933        1,025,797 -163,196  
11/16/15 Sell MDAX long Ströer Media 607.99 61.450   2/02/15 25.790 -15,680 37,361 21,681 784,282  1,010,117 -125,835 884,282
    BSE Sensex 30 Hindustan Unilever 659.61 11.144   1/30/12 6.061 -3,998 7,350 3,352 787,634  1,006,119 -118,485 887,634
    Topix (FRA) short Toshiba 643.88 22.410 47.453 6/01/15 32.610 -20,997 30,554 9,557 797,191  985,122 -87,931 897,191
    BAX long Adva 1,765.93 10.530   11/09/15 10.155 -17,933 18,595 662 797,853  967,189 -69,336 897,853
  Buy MDAX short Leoni 596.37 34.730   5/30/16 29.880 20,712        987,901 -90,048  
    BSE Sensex 30 Bharat Heavy 12,259.97 1.689   6/13/16 1.058 20,712        1,008,613 -110,760  
    SMI LafargeHolcim 410.06 50.510   1/09/17 49.995 20,712        1,029,325 -131,472  
    Topix (FRA) long Ono Pharmaceutical 758.63 27.302   12/14/15 30.520 20,712        1,050,037 -152,184  
    BAX short Leoni 596.37 34.730   11/23/15 36.045 20,712        1,070,749 -172,896  
11/23/15 Sell France short Solocal 32.06 390.360 1,256.870 6/08/15 700.450 -22,456 40,295 17,839 815,692  1,048,293 -132,600 915,692
    ASX 50 Santos 5,631.15 2.708 5.854 8/17/15 3.982 -22,421 32,964 10,543 826,235  1,025,872 -99,637 926,235
    HDAX RWE 2,016.72 10.895 16.041 8/24/15 13.220 -26,661 32,351 5,690 831,924  999,210 -67,286 931,924
    PSI 20 Pharol 35,874.51 0.369 0.705 5/25/15 0.510 -18,296 25,288 6,992 838,916  980,914 -41,998 938,916
    Nikkei (FRA) Sharp 873.77 10.210 16.122 8/17/15 12.830 -11,210 14,087 2,877 841,793  969,704 -27,911 941,793
      IHI 371.33 25.250 36.097 8/17/15 30.190 -11,210 13,404 2,193 843,986  958,494 -14,507 943,986
    BAX Leoni 596.37 36.045 33.415 11/16/15 34.730 -20,712 19,928 -784 843,202  937,782 5,420 943,202
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France long Ubisoft 884.72 26.805   1/11/16 24.260 23,715        961,497 -18,295  
    HDAX SMA Solar 496.39 47.775   1/18/16 41.200 23,715        985,212 -42,010  
    PSI 20 Altri 4,643.63 5.107   12/07/15 5.008 23,715        1,008,927 -65,725  
    OMXC 20 Genmab 209.13 113.399   2/08/16 88.896 23,715        1,032,642 -89,440  
    Nikkei (FRA) Yamaha 472.98 25.070   12/07/15 22.360 11,858        1,044,499 -101,297  
    BAX Adva 2,137.45 11.095   12/14/15 9.859 23,715        1,068,214 -125,012  
    GEX Hypoport 300.19 79.000   12/14/15 70.070 23,715        1,091,929 -148,727  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,624.71 6.852 6.948 8/17/15 6.900 -11,211 11,289 78 843,280  1,080,719 -137,438 943,280
    Nordic 30 Fortum 1,212.30 13.820 21.706 6/01/15 17.320 -20,997 26,315 5,318 848,598  1,059,722 -111,124 948,598
  Buy Germany long SMA Solar 443.32 47.225   1/11/16 49.315 20,936        1,080,658 -132,060  
    ASX 50 short Origin Energy 5,465.46 3.831   1/04/16 3.253 20,936        1,101,594 -152,996  
    ISEQ 20 long Flutter 87.20 120.050   12/07/15 122.000 10,468        1,112,062 -163,464  
      Dalata Hotel 2,032.62 5.150   12/07/15 5.130 10,468        1,122,530 -173,932  
    Nordic 30 Pandora 186.60 112.200   12/14/15 108.345 20,937        1,143,466 -194,868  
12/07/15 Sell ISEQ 20 long Flutter 87.20 122.000   11/30/15 120.050 -10,468 10,638 170 848,768  1,132,998 -184,230 948,768
      Dalata Hotel 2,032.62 5.130   11/30/15 5.150 -10,468 10,427 -41 848,727  1,122,530 -173,803 948,727
    PSI 20 Altri 4,643.63 5.008   11/23/15 5.107 -23,715 23,255 -460 848,268  1,098,815 -150,547 948,268
    DJUA short CenterPoint Energy 565.17 15.137 18.217 8/31/15 16.606 -9,385 10,296 911 849,178  1,089,430 -140,252 949,178
      FirstEnergy 329.27 29.960 27.045 8/31/15 28.503 -9,385 8,905 -480 848,698  1,080,045 -131,347 948,698
    Nikkei (FRA) long Yamaha 472.98 22.360   11/23/15 25.070 -11,858 10,576 -1,282 847,417  1,068,187 -120,771 947,417
    BSE Sensex 50 Eicher Motors 786.66 22.421   10/24/11 2.335 -1,837 17,638 15,801 863,217  1,066,350 -103,133 963,217
  Buy ISEQ 20 short FBD Holdings 1,576.39 6.820   1/04/16 6.603 10,751        1,077,101 -113,884  
    PSI 20 Pharol 76,248.23 0.282   4/25/16 0.141 21,502        1,098,603 -135,386  
    DJUA long NiSource 608.94 17.655   3/16/20 18.760 10,751        1,109,354 -146,137  
      American Water 199.57 53.870   3/16/20 106.441 10,751        1,120,105 -156,888  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short OKI Electric 936.50 11.480   3/07/16 12.000 10,751        1,130,856 -167,639  
      Sharp 1,131.68 9.500   3/07/16 13.180 10,751        1,141,607 -178,390  
    BSE Sensex 50 ONGC 10,428.25 2.062   12/21/15 2.125 21,502        1,163,109 -199,892  
12/14/15 Sell USA long Netflix 171.92 109.790   10/05/15 99.392 -17,088 18,875 1,788 865,005  1,146,022 -181,017 965,005
    OMXS 30 short SSAB 2,680.53 2.601 4.386 11/02/15 3.378 -9,053 11,755 2,702 867,707  1,136,968 -169,261 967,707
      SKF A 563.44 14.663 17.608 11/02/15 16.068 -9,054 9,921 867 868,574  1,127,915 -159,340 968,574
    Europe 50 long SAP 263.20 69.400   10/26/15 70.130 -18,458 18,266 -192 868,382  1,109,456 -141,074 968,382
    Nordic 30 Pandora 186.60 108.345   11/30/15 112.200 -20,937 20,217 -719 867,663  1,088,520 -120,857 967,663
    Topix (FRA) Ono Pharmaceutical 758.63 30.520   11/16/15 27.302 -20,712 23,153 2,441 870,104  1,067,808 -97,704 970,104
    BAX Adva 2,137.45 9.859   11/23/15 11.095 -23,715 21,073 -2,642 867,462  1,044,093 -76,631 967,462
    GEX Hypoport 300.19 70.070   11/23/15 79.000 -23,715 21,034 -2,681 864,781  1,020,378 -55,596 964,781
  Buy OMXS 30 Securitas 848.24 13.398   12/21/15 13.632 11,364        1,031,742 -66,961  
      Swedish Match 3,665.97 3.100   12/21/15 3.142 11,365        1,043,107 -78,325  
    Europe 50 short Rio Tinto 8.93 2,545.100   12/28/15 2,721.790 22,728        1,065,834 -101,053  
    Nordic 30 Møller-Mærsk B 18.54 1,226.160   4/25/16 1,254.850 22,733        1,088,567 -123,786  
    Topix (FRA) Toshiba 1,046.45 21.720   12/21/15 19.300 22,729        1,111,296 -146,515  
    BAX Leoni 683.89 33.235   7/04/16 24.990 22,729        1,134,025 -169,244  
    GEX Manz 559.00 40.660   5/09/16 36.225 22,729        1,156,754 -191,973  
12/21/15 Sell DAX long Fresenius 289.89 63.430   10/19/15 60.310 -17,483 18,388 904 865,686  1,139,271 -173,585 965,686
    OBX 25 short DNO International 17,628.73 0.607 2.673 6/08/15 1.274 -22,459 47,115 24,656 890,341  1,116,812 -126,471 990,341
    OMXS 30 long Securitas 848.24 13.632   12/14/15 13.398 -11,364 11,563 198 890,540  1,105,448 -114,908 990,540
      Swedish Match 3,665.97 3.142   12/14/15 3.100 -11,365 11,519 155 890,694  1,094,083 -103,389 990,694
    Topix (FRA) short Toshiba 1,046.45 19.300 24.443 12/14/15 21.720 -22,729 25,579 2,850 893,544  1,071,354 -77,810 993,544
    BSE Sensex 50 ONGC 10,428.25 2.125 1.999 12/07/15 2.062 -21,502 20,846 -656 892,888  1,049,852 -56,964 992,888
  Buy DAX RWE 2,053.36 11.395   12/28/15 11.660 23,398        1,073,250 -80,362  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long Bakkafrost 890.23 26.283   12/28/15 26.311 23,398        1,096,648 -103,760  
    OMXS 30 short SSAB 5,390.50 2.170   12/28/15 2.409 11,699        1,108,347 -115,459  
      SKF A 801.23 14.601   12/28/15 15.095 11,699        1,120,046 -127,158  
    Topix (FRA) long Ono Pharmaceutical 731.55 31.984   1/04/16 32.298 23,398        1,143,444 -150,556  
    CAC Mid 60 Sartorius Stedim 406.39 57.575   12/28/15 57.183 23,398        1,166,842 -173,954  
    BSE Sensex 50 Bajaj Finance 2,882.20 8.118   1/04/16 8.393 23,398        1,190,240 -197,352  
12/28/15 Sell DAX short RWE 2,053.36 11.660 11.130 12/21/15 11.395 -23,398 22,854 -544 892,344  1,166,842 -174,498 992,344
    OBX 25 long Bakkafrost 890.23 26.311   12/21/15 26.283 -23,398 23,423 25 892,369  1,143,444 -151,075 992,369
    OMXS 30 short SSAB 5,390.50 2.409 1.932 12/21/15 2.170 -11,699 10,412 -1,287 891,082  1,131,745 -140,663 991,082
      SKF A 801.23 15.095 14.108 12/21/15 14.601 -11,699 11,304 -395 890,686  1,120,046 -129,360 990,686
    Europe 50 Rio Tinto 8.93 2,721.790 2,368.420 12/14/15 2,545.100 -22,728 21,150 -1,578 889,109  1,097,318 -108,210 989,108
    FT 30 Tate & Lyle 29.80 807.108 700.300 6/08/15 753.704 -22,460 20,869 -1,591 887,517  1,074,858 -87,341 987,517
    CAC Mid 60 long Sartorius Stedim 406.39 57.183   12/21/15 57.575 -23,398 23,239 -159 887,358  1,051,460 -64,102 987,358
  Buy USA Energy Recovery 3,565.51 6.473   1/11/16 5.700 23,081        1,074,541 -87,183  
    DAX Adidas 259.08 89.090   3/07/16 96.970 23,081        1,097,622 -110,264  
    OBX 25 short Seadrill 25.27 913.471   5/09/16 892.833 23,083        1,120,706 -133,348  
    OMXS 30 long Securitas 831.75 13.875   1/04/16 13.705 11,541        1,132,246 -144,888  
      Swedish Match 3,603.03 3.203   1/04/16 3.169 11,541        1,143,787 -156,429  
    Europe 50 SAP 316.79 72.860   1/04/16 70.580 23,081        1,166,868 -179,510  
    FT 30 ITV 61.87 373.033   1/11/16 356.368 23,080        1,189,948 -202,590  
1/04/16 Sell SSE 50 short China Northern Rare 11,296.24 1.789 2.422 8/03/15 2.081 -23,512 27,361 3,849 891,207  1,166,436 -175,229 991,207
    ASX 50 Origin Energy 5,465.46 3.253 4.511 11/30/15 3.831 -20,936 24,652 3,716 894,922  1,145,500 -150,577 994,922
    HSI-Fin ICBC 37,595.14 0.538 0.727 8/03/15 0.625 -23,512 27,313 3,801 898,723  1,121,988 -123,264 998,723
    ISEQ 20 FBD Holdings 1,576.39 6.603 7.044 12/07/15 6.820 -10,751 11,104 353 899,077  1,111,237 -112,160 999,077
    OMXH 25 Outokumpu 3,535.24 2.584 10.606 5/11/15 5.235 -18,507 37,494 18,987 918,063  1,092,730 -74,666 1,018,063
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 long Securitas 831.75 13.705   12/28/15 13.875 -11,541 11,399 -141 917,922  1,081,189 -63,267 1,017,922
      Swedish Match 3,603.03 3.169   12/28/15 3.203 -11,541 11,419 -121 917,801  1,069,649 -51,848 1,017,801
    Europe 50 SAP 316.79 70.580   12/28/15 72.860 -23,081 22,359 -722 917,078  1,046,567 -29,489 1,017,078
    DJTA JetBlue Airways 942.96 20.201   8/31/15 19.906 -18,770 19,049 279 917,357  1,027,797 -10,440 1,017,357
    Topix (FRA) Ono Pharmaceutical 731.55 32.298   12/21/15 31.984 -23,398 23,628 230 917,587  1,004,399 13,188 1,017,587
    BSE Sensex 50 Bajaj Finance 2,882.20 8.393   12/21/15 8.118 -23,398 24,191 793 918,380  981,001 37,379 1,018,380
  Buy SSE 50 Shanghai Pudong 10,495.07 2.515   1/11/16 2.391 26,393        1,007,394 10,986  
    HSI-Fin Hang Seng Bank 1,549.48 17.034   1/11/16 16.023 26,393        1,033,787 -15,408  
    ISEQ 20 Flutter 106.98 123.350   1/18/16 119.900 13,196        1,046,983 -28,604  
      Dalata Hotel 2,452.88 5.380   1/18/16 4.930 13,196        1,060,180 -41,800  
    OMXH 25 Elisa 782.01 33.750   1/11/16 34.422 26,393        1,086,573 -68,193  
    OMXS 30 short SSAB 5,410.84 2.439   4/04/16 3.262 13,197        1,099,769 -81,389  
      SKF A 907.47 14.542   4/04/16 15.448 13,197        1,112,966 -94,586  
    Europe 50 Rio Tinto 10.21 2,585.270   1/25/16 2,112.660 26,396        1,139,361 -120,982  
    DJTA Ryder System 502.39 52.534   2/22/16 53.012 26,393        1,165,754 -147,374  
    Topix (FRA) Toshiba 1,328.95 19.860   8/15/16 25.260 26,393        1,192,147 -173,767  
    BSE Sensex 50 Larsen & Toubro 2,274.14 11.606   3/07/16 10.779 26,393        1,218,540 -200,160  
1/11/16 Sell USA long Energy Recovery 3,565.51 5.700   12/28/15 6.473 -23,081 20,324 -2,756 915,623  1,195,459 -179,836 1,015,623
    Euro 50 Fresenius 143.87 59.420   10/26/15 64.150 -9,229 8,549 -681 914,943  1,186,230 -171,287 1,014,943
      Inditex 274.59 29.430   10/26/15 33.610 -9,229 8,081 -1,148 913,795  1,177,001 -163,206 1,013,795
    France Ubisoft 884.72 24.260   11/23/15 26.805 -23,715 21,463 -2,252 911,544  1,153,286 -141,742 1,011,544
    Germany SMA Solar 443.32 49.315   11/30/15 47.225 -20,936 21,862 927 912,470  1,132,350 -119,880 1,012,470
    SSE 50 Shanghai Pudong 10,495.07 2.391   1/04/16 2.515 -26,393 25,092 -1,301 911,169  1,105,957 -94,789 1,011,169
    HSI-Fin Hang Seng Bank 1,549.48 16.023   1/04/16 17.034 -26,393 24,828 -1,565 909,603  1,079,564 -69,961 1,009,603
    OMXH 25 Elisa 782.01 34.422   1/04/16 33.750 -26,393 26,918 526 910,129  1,053,171 -43,043 1,010,129
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 ITV 61.87 356.368   12/28/15 373.033 -23,080 22,048 -1,031 909,098  1,030,092 -20,994 1,009,098
    Topix (TYO) Subaru 718.81 33.663   6/11/12 6.048 -4,347 24,197 19,850 928,948  1,025,745 3,203 1,028,948
  Buy Euro 50 short Volkswagen 110.22 117.050   1/25/16 110.750 12,901        1,038,646 -9,698  
      Banco Santander 3,162.13 4.080   1/25/16 3.860 12,901        1,051,547 -22,600  
    France Vallourec 97.86 263.680   4/18/16 148.800 25,804        1,077,351 -48,403  
    SSE 50 Haitong Secs 14,674.14 1.758   6/13/16 1.997 25,803        1,103,154 -74,206  
    ASX 50 Origin Energy 9,425.06 2.738   2/29/16 2.906 25,803        1,128,957 -100,009  
    HSI-Fin China Life Ins HK 10,166.27 2.538   6/06/16 1.986 25,803        1,154,760 -125,812  
    OMXH 25 Outokumpu 10,421.24 2.476   4/25/16 3.996 25,803        1,180,563 -151,615  
    FT 30 Tesco 104.58 246.739   1/25/16 258.955 25,804        1,206,367 -177,419  
    Topix (TYO) Toshiba 1,434.71 17.985   10/31/16 33.076 25,803        1,232,170 -203,222  
1/18/16 Sell HDAX long SMA Solar 496.39 41.200   11/23/15 47.775 -23,715 20,451 -3,264 925,684  1,208,455 -182,771 1,025,684
    ISEQ 20 Flutter 106.98 119.900   1/04/16 123.350 -13,196 12,827 -369 925,315  1,195,259 -169,944 1,025,315
      Dalata Hotel 2,452.88 4.930   1/04/16 5.380 -13,196 12,093 -1,104 924,211  1,182,063 -157,851 1,024,211
    QIX Freenet 414.55 28.325   1/23/12 10.515 -4,359 11,742 7,383 931,594  1,177,704 -146,109 1,031,594
  Buy HDAX short Aixtron 6,708.18 3.300   3/14/16 3.331 22,137        1,199,841 -168,246  
    ISEQ 20 FBD Holdings 1,718.71 6.440   5/30/16 6.529 11,068        1,210,909 -179,315  
    QIX BMW 283.44 78.100   2/08/16 69.300 22,137        1,233,046 -201,451  
1/25/16 Sell Euro 50 short Volkswagen 110.22 110.750 123.708 1/11/16 117.050 -12,901 13,635 734 932,328  1,220,145 -187,816 1,032,328
      Banco Santander 3,162.13 3.860 4.313 1/11/16 4.080 -12,901 13,637 735 933,063  1,207,243 -174,180 1,033,063
    Europe 50 Rio Tinto 10.21 2,112.660 3,163.610 1/04/16 2,585.270 -26,396 32,300 5,905 938,968  1,180,847 -141,879 1,038,968
    FT 30 Tesco 104.58 258.955 234.523 1/11/16 246.739 -25,804 24,526 -1,278 937,691  1,155,043 -117,353 1,037,691
  Buy Euro 50 long SAP 158.28 72.680   4/04/16 70.040 11,504        1,166,547 -128,857  
      Vinci 186.66 61.630   4/04/16 65.450 11,504        1,178,051 -140,360  
    Europe 50 SAP 316.57 72.680   3/28/16 70.840 23,008        1,201,059 -163,369  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 National Grid 18.52 1,242.520   2/01/16 1,311.560 23,011        1,224,071 -186,380  
2/01/16 Sell   long National Grid 18.52 1,311.560   1/25/16 1,242.520 -23,011 24,290 1,279 938,969  1,201,059 -162,090 1,038,969
  Buy   short NatWest 66.41 330.109   4/18/16 299.798 21,923        1,222,982 -184,013  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.56 436.037   10/19/15 505.914 -17,484 15,069 -2,415 936,554  1,205,498 -168,943 1,036,554
    OMXC 20 Genmab 209.13 88.896   11/23/15 113.399 -23,715 18,591 -5,124 931,430  1,181,782 -150,352 1,031,430
    QIX short BMW 283.44 69.300 88.018 1/18/16 78.100 -22,137 24,948 2,811 934,241  1,159,646 -125,405 1,034,241
  Buy Nasdaq 100 Micron Technology 2,500.77 9.085   3/21/16 10.259 22,720        1,182,366 -148,125  
    QIX long Rational 56.08 405.150   4/11/16 463.700 22,721        1,205,087 -170,846  
2/22/16 Sell DJTA short Ryder System 502.39 53.012 52.057 1/04/16 52.534 -26,393 26,153 -240 934,001  1,178,694 -144,693 1,034,001
    NZX 50 long Tourism 16,825.70 1.542   7/28/14 0.744 -12,520 25,940 13,420 947,421  1,166,174 -118,753 1,047,421
  Buy OMXC 20 Vestas Wind Systems 1,922.33 12.077   2/29/16 12.460 23,216        1,189,390 -141,969  
    DJTA Delta Air Lines 524.95 44.225   3/07/16 43.943 23,216        1,212,606 -165,185  
    NZX 50 short ANZ Banking NZ 1,517.79 15.296   2/29/16 14.670 23,216        1,235,822 -188,400  
2/29/16 Sell ASX 50 short Origin Energy 9,425.06 2.906 2.569 1/11/16 2.738 -25,803 24,216 -1,587 945,834  1,210,019 -164,185 1,045,834
    OMXC 20 long Vestas Wind Systems 1,922.33 12.460   2/22/16 12.077 -23,216 23,952 736 946,570  1,186,803 -140,233 1,046,570
    NZX 50 short ANZ Banking NZ 1,517.79 14.670 15.949 2/22/16 15.296 -23,216 24,207 991 947,561  1,163,587 -116,026 1,047,561
  Buy ASX 50 long Newcrest Mining 2,028.59 11.480   11/05/18 13.103 23,288        1,186,875 -139,314  
    NZX 50 a2 Milk 21,846.15 1.066   5/22/17 2.174 23,288        1,210,163 -162,602  
3/07/16 Sell S&P 100 short ConocoPhilips 525.88 37.595 55.443 7/27/15 45.655 -24,009 29,156 5,147 952,708  1,186,154 -133,446 1,052,708
    DAX long Adidas 259.08 96.970   12/28/15 89.090 -23,081 25,123 2,042 954,749  1,163,072 -108,323 1,054,749
    MerVal Pampa Energía 16,061.61 0.728   10/26/15 1.149 -18,458 11,693 -6,765 947,984  1,144,614 -96,630 1,047,984
    DJTA Delta Air Lines 524.95 43.943   2/22/16 44.225 -23,216 23,068 -148 947,836  1,121,398 -73,562 1,047,836
    Nikkei (FRA) short OKI Electric 936.50 12.000 10.960 12/07/15 11.480 -10,751 10,264 -487 947,349  1,110,647 -63,298 1,047,349
      Sharp 1,131.68 13.180 5.820 12/07/15 9.500 -10,751 6,586 -4,165 943,185  1,099,896 -56,712 1,043,185
    BSE Sensex 50 Larsen & Toubro 2,274.14 10.779 12.496 1/04/16 11.606 -26,393 28,419 2,026 945,210  1,073,503 -28,293 1,045,210
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA long Energy Recovery 3,266.60 7.782   10/29/18 6.189 25,422        1,098,925 -53,715  
    S&P 100 Facebook 264.78 96.013   3/28/16 101.554 25,422        1,124,348 -79,137  
    DAX short Deutsche Bank 1,433.03 17.740   4/25/16 16.080 25,422        1,149,770 -104,559  
    MerVal YPF 1,537.49 16.535   4/11/16 14.912 25,422        1,175,192 -129,981  
    DJTA Avis Budget 994.48 25.563   3/14/16 24.329 25,422        1,200,613 -155,403  
    Nikkei (FRA) long Nippon Suisan 2,997.17 4.241   3/14/16 4.289 12,711        1,213,324 -168,114  
      Yamaha 486.99 26.101   3/14/16 27.038 12,711        1,226,035 -180,825  
    BSE Sensex 50 Bajaj Finance 2,963.18 8.579   12/10/18 29.076 25,422        1,251,457 -206,247  
3/14/16 Sell HDAX short Aixtron 6,708.18 3.331 3.269 1/18/16 3.300 -22,137 21,929 -208 945,002  1,229,320 -184,318 1,045,002
    DJTA Avis Budget 994.48 24.329 26.860 3/07/16 25.563 -25,422 26,711 1,290 946,292  1,203,899 -157,607 1,046,292
    Nikkei (FRA) long Nippon Suisan 2,997.17 4.289   3/07/16 4.241 -12,711 12,855 144 946,436  1,191,188 -144,752 1,046,436
      Yamaha 486.99 27.038   3/07/16 26.101 -12,711 13,167 456 946,892  1,178,477 -131,585 1,046,892
  Buy HDAX SMA Solar 526.02 43.500   4/11/16 45.160 22,882        1,201,358 -154,467  
    DJTA Alaska Air Group 318.38 71.870   10/29/18 53.552 22,882        1,224,240 -177,348  
    Nikkei (FRA) short Toshiba 689.63 16.590   7/18/16 25.800 11,441        1,235,681 -188,789  
      IHI 629.32 18.180   7/18/16 25.860 11,441        1,247,122 -200,230  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,500.77 10.259 7.912 2/08/16 9.085 -22,720 19,785 -2,935 943,957  1,224,402 -180,446 1,043,957
    TSX 60 Cenovus Energy 1,193.54 12.064 19.931 5/11/15 15.506 -18,507 23,788 5,281 949,238  1,205,895 -156,658 1,049,238
    DJ Global Titans ConocoPhilips 721.02 37.886 36.068 8/24/15 36.977 -26,661 26,005 -656 948,582  1,179,234 -130,652 1,048,582
  Buy Nasdaq 100 long NVidia 760.58 30.172   10/29/18 162.956 22,948        1,202,182 -153,600  
    TSX 60 Barrick Gold 1,758.67 13.049   6/27/16 19.168 22,948        1,225,130 -176,548  
    DJ Global Titans McDonald´s 208.31 110.161   3/28/16 110.022 22,948        1,248,078 -199,496  
3/28/16 Sell S&P 100 long Facebook 264.78 101.554   3/07/16 96.013 -25,422 26,889 1,467 950,049  1,222,656 -172,606 1,050,049
    ATX short Vienna Insurance 650.77 18.660 39.765 9/07/15 27.240 -17,727 25,878 8,151 958,200  1,204,929 -146,728 1,058,200
    BEL 20 Solvay 189.16 85.670 93.522 9/28/15 89.510 -16,932 17,691 759 958,959  1,187,997 -129,038 1,058,959
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 long SAP 316.57 70.840   1/25/16 72.680 -23,008 22,426 -582 958,377  1,164,989 -106,612 1,058,377
    DJ Global Titans McDonald´s 208.31 110.022   3/21/16 110.161 -22,948 22,919 -29 958,348  1,142,041 -83,693 1,058,348
  Buy S&P 100 short Devon Energy 1,055.64 23.082   4/25/16 30.124 24,366        1,166,407 -108,059  
    ATX long Flughafen Wien 1,000.76 24.348   5/16/16 25.113 24,366        1,190,773 -132,425  
    BEL 20 Bekaert 696.17 35.000   4/25/16 37.780 24,366        1,215,139 -156,791  
    Europe 50 short Credit Suisse 1,904.04 12.797   4/18/16 13.328 24,366        1,239,505 -181,157  
    DJ Global Titans Mitsubishi UFJ 5,860.31 4.158   4/11/16 3.840 24,366        1,263,871 -205,523  
4/04/16 Sell Euro 50 long SAP 158.28 70.040   1/25/16 72.680 -11,504 11,086 -418 957,930  1,252,367 -194,437 1,057,930
      Vinci 186.66 65.450   1/25/16 61.630 -11,504 12,217 713 958,643  1,240,863 -182,220 1,058,643
    OMXS 30 short SSAB 5,410.84 3.262 1.615 1/04/16 2.439 -13,197 8,741 -4,456 954,187  1,227,667 -173,480 1,054,187
      SKF A 907.47 15.448 13.637 1/04/16 14.542 -13,197 12,375 -822 953,365  1,214,470 -161,105 1,053,365
  Buy Euro 50 Deutsche Bank 753.58 14.800   5/16/16 14.680 11,153        1,225,623 -172,258  
      Unicredit 737.97 15.113   5/16/16 14.382 11,153        1,236,776 -183,411  
    OMXC 20 long Genmab 179.43 124.315   4/11/16 126.502 22,306        1,259,082 -205,717  
    OMXS 30 Securitas 769.33 14.497   4/11/16 14.803 11,153        1,270,235 -216,870  
      Fingerprint Cards 1,063.28 10.489   4/11/16 10.913 11,153        1,281,388 -228,023  
4/11/16 Sell HDAX long SMA Solar 526.02 45.160   3/14/16 43.500 -22,882 23,755 873 954,239  1,258,506 -204,267 1,054,239
    OMXC 20 Genmab 179.43 126.502   4/04/16 124.315 -22,306 22,698 392 954,631  1,236,200 -181,569 1,054,631
    OMXS 30 Securitas 769.33 14.803   4/04/16 14.497 -11,153 11,388 235 954,866  1,225,047 -170,181 1,054,866
      Fingerprint Cards 1,063.28 10.913   4/04/16 10.489 -11,153 11,604 451 955,317  1,213,894 -158,577 1,055,317
    MerVal short YPF 1,537.49 14.912 18.335 3/07/16 16.535 -25,422 28,189 2,767 958,084  1,188,472 -130,388 1,058,084
    QIX long Rational 56.08 463.700   2/08/16 405.150 -22,721 26