Fri, Feb 28th, 2020, 20:25UTC
 
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 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 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 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
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  80,802 20,864 101,666
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 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        93,053 8,612  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  91,522 10,134 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  89,990 11,634 101,625
  Buy   long Lundin 136.76 10.350   5/30/11 9.405 1,416        91,406 10,219  
      Swedbank 108.37 13.061   5/30/11 12.341 1,415        92,821 8,803  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  89,278 12,376 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  87,566 14,163 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,854 15,909 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,057 20,049 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  78,514 23,929 102,444
  Buy ISEQ 20 Bank of Ireland 212.30 7.440   1/02/12 2.550 1,580        80,094 22,350  
      Ryanair Holdings 469.25 3.366   1/02/12 3.780 1,580        81,673 20,770  
    OMXC 20 Vestas Wind Systems 131.39 24.043   5/16/11 20.923 3,159        84,832 17,611  
    NZX 50 long a2 Milk 40,972.76 0.077   10/03/11 0.120 3,159        87,991 14,452  
    Nikkei (TYO) Screen 104.49 30.233   5/09/11 32.089 3,159        91,150 11,293  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  88,087 14,225 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  84,663 17,644 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  81,121 20,851 101,971
  Buy STI Wilmar International 1,087.11 2.824   7/02/12 2.197 3,070        84,191 17,781  
    SMI long Richemont 70.18 43.745   5/09/11 42.905 3,070        87,261 14,711  
5/09/11 Sell   long Richemont 70.18 42.905   5/02/11 43.745 -3,070 3,011 -59 1,912  84,191 17,722 101,912
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 104.49 32.089   4/25/11 30.233 -3,159 3,353 194 2,106  81,032 21,075 102,106
  Buy CAC 40 short Carrefour 100.41 30.665   2/06/12 18.345 3,079        84,111 17,996  
    TSX 60 BlackBerry 101.66 30.287   2/20/12 11.318 3,079        87,190 14,917  
    FT 30 Lloyds Bank 50.28 61.241   5/30/11 59.956 3,079        90,269 11,837  
    SMI Credit Suisse 104.76 29.390   5/21/12 15.602 3,079        93,348 8,759  
    Nikkei (TYO) Tokyo Electric Power 745.29 4.131   2/13/12 1.953 3,079        96,427 5,680  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 131.39 20.923 27.628 4/25/11 24.043 -3,159 3,630 471 2,577  93,268 9,310 102,577
  Buy   long Novozymes 118.15 23.673   5/30/11 23.619 2,797        96,065 6,513  
    CAC Mid 60 short Genfit 711.16 3.933   1/23/12 1.723 2,797        98,862 3,716  
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 2,192  95,552 6,640 102,192
  Buy   short China Life 1,308.32 2.079   5/30/11 2.028 2,720        98,272 3,920  
    SDAX Heidelberger Druck 938.25 2.899   1/30/12 1.657 2,720        100,992 1,200  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,722 -1,531  
5/30/11 Sell SSE 50 short China Life 1,308.32 2.028 2.131 5/23/11 2.079 -2,720 2,788 68 2,260  101,002 1,257 102,260
    OMXC 20 long Novozymes 118.15 23.619   5/16/11 23.673 -2,797 2,791 -6 2,254  98,206 4,048 102,254
    OMXS 30 Lundin 136.76 9.405   4/18/11 10.350 -1,416 1,286 -129 2,124  96,790 5,334 102,124
      Swedbank 108.37 12.341   4/18/11 13.061 -1,415 1,337 -78 2,046  95,375 6,672 102,046
    FT 30 short Lloyds Bank 50.28 59.956 62.554 5/09/11 61.241 -3,079 3,145 66 2,112  92,295 9,817 102,112
  Buy SSE 50 long China Northern Rare 1,158.40 2.415   6/06/11 2.742 2,798        95,093 7,019  
    BEL 20 short Galapagos 292.98 9.550   7/04/11 8.420 2,798        97,891 4,221  
    OMXC 20 Vestas Wind Systems 138.15 20.253   7/04/11 17.428 2,798        100,689 1,423  
    OMXS 30 Nokia 310.07 4.512   7/04/11 4.367 1,399        102,088 24  
      Telia Company 263.95 5.300   7/04/11 4.997 1,399        103,487 -1,375  
6/06/11 Sell SSE 50 long China Northern Rare 1,158.40 2.742   5/30/11 2.415 -2,798 3,177 379 2,491  100,689 1,802 102,491
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,812  96,382 5,430 101,812
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 4,244.10 0.632   1/23/12 0.506 2,681        99,063 2,749  
    FT 30 Lloyds Bank 50.93 52.638   12/05/11 31.447 2,681        101,744 68  
    BAX long Zooplus 57.45 46.669   6/13/11 48.803 2,681        104,425 -2,613  
6/13/11 Sell   long Zooplus 57.45 48.803   6/06/11 46.669 -2,681 2,804 123 1,935  101,744 191 101,935
6/20/11 Buy CAC Next 20 short EDF 98.32 25.965   6/27/11 25.805 2,553        104,297 -2,362  
6/27/11 Sell   short EDF 98.32 25.805 26.126 6/20/11 25.965 -2,553 2,569 16 1,950  101,744 206 101,950
  Buy France Carrefour 96.52 26.450   1/23/12 17.050 2,553        104,297 -2,347  
    MIB UnipolSai 497.66 5.130   11/05/12 0.935 2,553        106,850 -4,900  
    CAC Next 20 long Arkema 39.21 65.105   7/11/11 66.601 2,553        109,403 -7,452  
7/04/11 Sell BEL 20 short Galapagos 292.98 8.420 10.832 5/30/11 9.550 -2,798 3,173 376 2,326  106,605 -4,279 102,326
    OMXC 20 Vestas Wind Systems 138.15 17.428 23.535 5/30/11 20.253 -2,798 3,251 454 2,780  103,807 -1,027 102,780
    OMXS 30 Nokia 310.07 4.367 4.661 5/30/11 4.512 -1,399 1,445 46 2,826  102,408 418 102,826
      Telia Company 263.95 4.997 5.622 5/30/11 5.300 -1,399 1,484 85 2,911  101,009 1,902 102,911
  Buy BEL 20 long Solvay 24.33 107.700   7/11/11 107.450 2,620        103,629 -719  
    OMXC 20 Novozymes 112.71 23.246   7/11/11 23.100 2,620        106,249 -3,339  
    OMXS 30 Lundin 131.46 9.965   7/11/11 9.554 1,310        107,559 -4,649  
      Swedish Match 53.78 24.358   7/11/11 24.413 1,310        108,869 -5,959  
7/11/11 Sell BEL 20 long Solvay 24.33 107.450   7/04/11 107.700 -2,620 2,614 -6 2,905  106,249 -3,344 102,905
    OMXC 20 Novozymes 112.71 23.100   7/04/11 23.246 -2,620 2,604 -16 2,888  103,629 -741 102,888
    OMXS 30 Lundin 131.46 9.554   7/04/11 9.965 -1,310 1,256 -54 2,834  102,319 515 102,834
      Swedish Match 53.78 24.413   7/04/11 24.358 -1,310 1,313 3 2,837  101,009 1,828 102,837
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,405  97,212 6,193 103,405
    CAC Next 20 long Arkema 39.21 66.601   6/27/11 65.105 -2,553 2,611 59 3,463  94,659 8,804 103,463
  Buy RTX short Mobile TeleSystems 216.35 12.970   7/18/11 12.740 2,806        97,465 5,998  
    BEL 20 Bekaert 55.63 50.440   3/12/12 24.765 2,806        100,271 3,192  
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 163.64 17.148   11/28/11 9.897 2,806        103,077 386  
    OMXS 30 Nokia 354.88 3.954   11/28/11 4.082 1,403        104,480 -1,017  
      SSAB 149.25 9.401   11/28/11 6.652 1,403        105,883 -2,420  
    Topix (FRA) long Daito Trust 43.32 64.780   8/01/11 65.420 2,806        108,690 -5,226  
    CAC Next 20 short Natixis 861.79 3.256   3/12/12 2.721 2,806        111,496 -8,032  
7/18/11 Sell RTX short Mobile TeleSystems 216.35 12.740 13.204 7/11/11 12.970 -2,806 2,857 51 3,514  108,689 -5,175 103,514
  Buy ATX Flughafen Wien 296.14 8.300   3/26/12 7.050 2,458        111,147 -7,633  
7/25/11 Buy ASX 50 short Macquarie Group 115.09 20.828   1/16/12 19.953 2,397        113,545 -10,030  
    DJ Global Titans Bank of America 343.91 6.970   12/26/11 4.202 2,397        115,942 -12,427  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,176  112,632 -6,456 106,176
    Topix (FRA) Daito Trust 43.32 65.420   7/11/11 64.780 -2,806 2,834 28 6,203  109,825 -3,622 106,203
  Buy S&P 100 short AIG 129.11 19.860   1/09/12 18.875 2,564        112,389 -6,186  
    HSI New World Dev 2,727.95 0.940   12/26/11 0.616 2,564        114,953 -8,750  
    HDAX Commerzbank 136.38 18.801   1/23/12 14.511 2,564        117,517 -11,314  
    RTX Mobile TeleSystems 208.12 12.320   6/25/12 13.400 2,564        120,081 -13,878  
    DJTA Delta Air Lines 473.22 5.418   10/24/11 6.408 2,564        122,645 -16,442  
    Topix (FRA) Nintendo 23.18 110.600   1/23/12 105.744 2,564        125,209 -19,006  
    SP Global 100 Carrefour 127.69 20.080   4/30/12 15.175 2,564        127,773 -21,570  
8/08/11 Buy Nasdaq 100 short Akamai 143.48 14.741   10/10/11 17.540 2,115        129,888 -23,685  
    Kospi 50 LG Display 154.74 13.668   10/10/11 14.049 2,115        132,003 -25,800  
    DAX Commerzbank 137.75 15.354   12/19/11 9.482 2,115        134,118 -27,915  
    MDAX Ceconomy 220.06 9.611   5/14/12 7.298 2,115        136,233 -30,030  
    FTSE Lloyds Bank 56.18 37.648   11/28/11 27.613 2,115        138,348 -32,145  
    HSI-C&I Li & Fung 1,823.59 1.160   1/16/12 1.742 2,115        140,463 -34,260  
    Europe 50 Lloyds Bank 56.18 37.648   12/19/11 27.968 2,115        142,578 -36,375  
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 Tata Motors 818.28 2.585   10/03/11 2.302 2,115        144,693 -38,490  
    QIX Pro7-Sat1 151.07 14.000   1/23/12 17.200 2,115        146,808 -40,605  
8/22/11 Buy DJIA short Goldman Sachs 22.15 73.991   12/19/11 67.244 1,639        148,447 -42,244  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,305  143,914 -38,609 105,305
  Buy   short Nintendo 14.30 116.602   2/13/12 104.998 1,667        145,582 -40,276  
9/05/11 Buy Euro 50 short Societe Generale 40.12 20.250   1/09/12 15.000 812        146,394 -41,089  
      Unicredit 29.59 27.460   1/09/12 11.455 813        147,207 -41,901  
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 208.12 12.320 10.740 14.132 2,564 2,941 377 377 2,564 2,941 318
  ISEQ 20 Bank of Ireland 4/25/11 212.3 7.440 2.340 23.655 1,580 5,022 3,443 3,820 4,144 7,963 2,291
    Ryanair Holdings   469.25 3.366 2.940 3.854 1,580 1,808 229 4,049 5,723 9,772 45
  CAC 40 Carrefour 5/09/11 100.41 30.665 16.750 56.140 3,079 5,637 2,558 6,607 8,802 15,409 539
  AEX Philips 3/28/11 154.37 22.180 13.295 37.003 3,424 5,712 2,288 8,895 12,226 21,121 219
  IBEX 35 Banco Sabadell 4/04/11 1329.85 2.489 2.130 2.909 3,310 3,868 558 9,453 15,536 24,989 45
  Topix (TYO) Nintendo 8/29/11 14.3 116.602 119.004 114.200 1,667 1,633 -34 9,418 17,203 26,622 -66
  SSE 50 China Rwy Constr 6/06/11 4244.1 0.632 0.501 0.796 2,681 3,380 699 10,117 19,884 30,001 153
  HSI New World Dev 8/01/11 2727.95 0.940 0.849 1.041 2,564 2,840 276 10,393 22,448 32,841 190
  HSI-Fin China Life Ins HK 2/07/11 1572.87 2.738 1.732 4.330 4,307 6,811 2,504 12,897 26,755 39,652 122
  BSE Sensex 30 Bharat Heavy   987.93 4.360 3.546 5.360 4,307 5,295 988 13,885 31,062 44,947 43
  STI Wilmar International 5/02/11 1087.11 2.824 3.024 2.624 3,070 2,852 -218 13,667 34,132 47,799 -19
  OMXH 25 Nokia 2/28/11 623.48 6.090 4.340 8.546 3,797 5,328 1,531 15,198 37,929 53,127 92
  PSI 20 Teixeira Duarte 4/11/11 5021.31 0.610 0.310 1.200 3,063 6,027 2,964 18,162 40,992 59,155 437
  GEX MeVis Medical 3/07/11 290.82 12.200 4.000 37.210 3,548 10,821 7,273 25,436 44,540 69,976 836
  SMI Credit Suisse 5/09/11 104.76 29.390 17.855 48.378 3,079 5,068 1,989 27,425 47,619 75,044 361
  NZX 50 long a2 Milk 4/25/11 40972.76 0.077 0.119 3,159 4,892 1,733 29,158 50,778 79,936 232
  Topix (FRA) short Nintendo 8/01/11 23.18 110.600 119.000 102.200 2,564 2,369 -195 28,963 53,342 82,305 -56
  TecDAX SMA Solar 3/14/11 48.04 73.750 66.300 82.037 3,543 3,941 398 29,361 56,885 86,246 25
  HSI-Prop China Ov Land & Inv   1348.79 1.313 1.399 1.228 1,772 1,657 -115 29,246 58,656 87,903 -13
    China Res Land   1476.5 1.200 1.059 1.360 1,772 2,008 237 29,483 60,428 89,911 30
  Nordic 30 Nokia   603.58 5.870 4.340 7.939 3,543 4,792 1,249 30,732 63,971 94,703 88
  FT 30 Lloyds Bank 6/06/11 50.93 52.638 34.977 79.216 2,681 4,034 1,354 32,086 66,652 98,737 415
  Nikkei (FRA) Resona 3/14/11 521.03 3.400 3.018 3.830 1,772 1,996 224 32,310 68,423 100,733 28
    Tokyo Electric Power   137.33 12.900 3.420 48.658 1,772 6,682 4,911 37,220 70,195 107,415 1,494
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Nikkei (TYO) Tokyo Electric Power 5/09/11 745.29 4.131 3.420 4.991 3,079 3,720 641 37,861 73,274 111,135 79
  Athex LC Piraeus Bank 4/04/11 0.13 26,200.000 10,800.000 63,559.259 3,406 8,263 4,857 42,718 76,680 119,398 717
  OBX 25 Frontline 4/11/11 39.65 77.243 21.726 274.628 3,063 10,889 7,826 50,544 79,743 130,287 2,233
  OMXS 30 Nokia 7/11/11 354.88 3.954 4.299 3.608 1,403 1,280 -123 50,422 81,146 131,567 -45
    SSAB   149.25 9.401 6.084 14.526 1,403 2,168 765 51,187 82,549 133,735 1,606
  OMXC 20 Vestas Wind Systems   163.64 17.148 13.236 22.214 2,806 3,635 829 52,016 85,355 137,370 441
  TSX 60 BlackBerry 5/09/11 101.66 30.287 21.101 43.472 3,079 4,419 1,340 53,356 88,434 141,790 203
  CAC Mid 60 Genfit 5/16/11 711.16 3.933 2.615 5.915 2,797 4,207 1,410 54,766 91,231 145,997 278
  SDAX Heidelberger Druck 5/23/11 938.25 2.899 1.264 6.649 2,720 6,238 3,518 58,284 93,951 152,235 1,691
  Indices Athex Large Cap   0.48 5,689.400 3,586.400 9,025.561 2,731 4,332 1,601 59,886 96,681 156,567 397
  BEL 20 Bekaert 7/11/11 55.63 50.440 34.770 73.172 2,806 4,071 1,265 61,150 99,487 160,638 1,030
  CAC Next 20 Natixis   861.79 3.256 2.559 4.143 2,806 3,570 764 61,914 102,293 164,208 381
  France Carrefour 6/27/11 96.52 26.450 16.750 41.767 2,553 4,031 1,478 63,393 104,846 168,239 983
  MIB UnipolSai   497.66 5.130 3.273 8.041 2,553 4,001 1,448 64,841 107,399 172,241 942
  ATX Flughafen Wien 7/18/11 296.14 8.300 8.298 8.303 2,458 2,459 1 64,842 109,857 174,699 0
  ASX 50 Macquarie Group 7/25/11 115.09 20.828 17.230 25.178 2,397 2,898 501 65,343 112,254 177,597 420
  DJ Global Titans Bank of America   343.91 6.970 4.922 9.870 2,397 3,394 997 66,340 114,651 180,992 1,956
  S&P 100 AIG 8/01/11 129.11 19.860 16.420 24.020 2,564 3,101 537 66,877 117,216 184,093 627
  HDAX Commerzbank   136.38 18.801 13.489 26.205 2,564 3,574 1,010 67,887 119,780 187,667 3,090
  DJTA Delta Air Lines   473.22 5.418 5.020 5.848 2,564 2,767 203 68,090 122,344 190,434 121
  SP Global 100 Carrefour   127.69 20.080 16.750 24.072 2,564 3,074 510 68,600 124,908 193,507 563
  Nasdaq 100 Akamai 8/08/11 143.48 14.741 14.329 15.165 2,115 2,176 61 68,661 127,023 195,683 45
  Kospi 50 LG Display   154.74 13.668 12.652 14.765 2,115 2,285 170 68,830 129,138 197,968 174
  DAX Commerzbank   137.75 15.354 13.489 17.477 2,115 2,407 292 69,123 131,253 200,375 441
  MDAX Ceconomy   220.06 9.611 9.377 9.850 2,115 2,168 53 69,176 133,368 202,543 38
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  FTSE Lloyds Bank   56.18 37.648 34.977 40.523 2,115 2,277 162 69,337 135,483 204,820 161
  HSI-C&I Li & Fung   1823.59 1.160 1.344 0.975 2,115 1,778 -337 69,000 137,598 206,598 -90
  Europe 50 Lloyds Bank   56.18 37.648 34.977 40.523 2,115 2,277 162 69,162 139,713 208,875 161
  BSE Sensex 50 Tata Motors   818.28 2.585 2.313 2.889 2,115 2,364 249 69,411 141,828 211,239 326
  QIX Pro7-Sat1   151.07 14.000 12.195 16.072 2,115 2,428 313 69,724 143,943 213,667 505
  DJIA Goldman Sachs 8/22/11 22.15 73.991 73.623 74.360 1,639 1,647 8 69,732 145,582 215,314 14
  Euro 50 Societe Generale 9/05/11 40.12 20.250   812 812     146,394 216,126  
    Unicredit   29.59 27.460   813 813     147,207 216,939  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/03/11 Sell NZX 50 long a2 Milk 40,972.76 0.120   4/25/11 0.077 -3,159 4,896 1,737 7,042  144,048 -37,005 107,042
    BSE Sensex 50 short Tata Motors 818.28 2.302 2.902 8/08/11 2.585 -2,115 2,375 260 7,302  141,933 -34,630 107,302
  Buy NZX 50 Heartland 6,513.63 0.279   10/17/11 0.296 1,816        143,749 -36,446  
    BSE Sensex 50 long Eicher Motors 74.60 24.342   10/17/11 23.927 1,816        145,564 -38,262  
10/10/11 Sell Nasdaq 100 short Akamai 143.48 17.540 11.942 8/08/11 14.741 -2,115 1,713 -402 6,900  143,449 -36,549 106,900
    Kospi 50 LG Display 154.74 14.049 13.287 8/08/11 13.668 -2,115 2,056 -59 6,841  141,334 -34,493 106,841
  Buy Nasdaq 100 long Regeneron 36.64 49.346   8/24/15 434.608 1,808        143,142 -36,301  
    Kospi 50 SK Holdings 18.86 95.875   12/19/11 80.532 1,808        144,951 -38,109  
10/17/11 Sell NZX 50 short Heartland 6,513.63 0.296 0.262 10/03/11 0.279 -1,816 1,705 -111 6,731  143,135 -36,404 106,731
    BSE Sensex 50 long Eicher Motors 74.60 23.927   10/03/11 24.342 -1,816 1,785 -31 6,700  141,319 -34,619 106,700
  Buy NZX 50 a2 Milk 12,945.40 0.139   10/31/11 0.139 1,802        143,121 -36,421  
    BSE Sensex 50 short Aurobindo Pharma 1,961.89 0.919   10/24/11 0.877 1,802        144,923 -38,223  
10/24/11 Sell DJTA short Delta Air Lines 473.22 6.408 4.429 8/01/11 5.418 -2,564 2,096 -468 6,231  142,359 -36,127 106,231
    BSE Sensex 50 Aurobindo Pharma 1,961.89 0.877 0.962 10/17/11 0.919 -1,802 1,887 85 6,316  140,557 -34,241 106,316
  Buy DJTA long Kansas City Southern 40.69 44.258   11/21/11 48.824 1,801        142,358 -36,041  
    BSE Sensex 50 Eicher Motors 77.13 23.352   12/07/15 224.209 1,801        144,159 -37,843  
10/31/11 Sell NZX 50 long a2 Milk 12,945.40 0.139   10/17/11 0.139 -1,802 1,803 1 6,318  142,357 -36,039 106,318
  Buy   short Heartland 5,818.42 0.302   3/05/12 0.277 1,756        144,113 -37,795  
11/21/11 Sell DJTA long Kansas City Southern 40.69 48.824   10/24/11 44.258 -1,801 1,987 186 6,503  142,312 -35,809 106,503
  Buy USA short Netflix 224.62 7.867   11/28/11 7.544 1,767        144,079 -37,576  
    DJTA JetBlue Airways 665.66 2.655   12/05/11 3.509 1,767        145,846 -39,343  
11/28/11 Sell USA short Netflix 224.62 7.544 8.203 11/21/11 7.867 -1,767 1,842 76 6,579  144,079 -37,500 106,579
    FTSE Lloyds Bank 56.18 27.613 51.330 8/08/11 37.648 -2,115 2,884 769 7,348  141,964 -34,616 107,348
    OMXC 20 Vestas Wind Systems 163.64 9.897 29.711 7/11/11 17.148 -2,806 4,862 2,056 9,403  139,158 -29,754 109,403
    OMXS 30 Nokia 354.88 4.082 3.825 7/11/11 3.954 -1,403 1,357 -46 9,358  137,755 -28,397 109,358
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SSAB 149.25 6.652 13.285 7/11/11 9.401 -1,403 1,983 580 9,938  136,352 -26,414 109,938
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,406  132,809 -21,403 111,406
  Buy USA long Alexion 44.17 50.936   8/24/15 143.833 2,250        135,059 -23,653  
    FTSE Next 0.72 3,105.900   6/04/12 3,698.710 2,236        137,295 -25,889  
    OMXC 20 Tryg 261.70 8.598   5/14/12 8.768 2,250        139,545 -28,139  
    OMXS 30 Getinge 60.35 18.641   5/14/12 19.967 1,125        140,670 -29,264  
      Lundin 60.21 18.684   5/14/12 15.471 1,125        141,795 -30,389  
    Nordic 30 Equinor 123.25 18.255   5/07/12 19.757 2,250        144,045 -32,639  
12/05/11 Sell FT 30 short Lloyds Bank 50.93 31.447 88.109 6/06/11 52.638 -2,681 4,487 1,807 13,213  141,364 -28,151 113,213
    DJTA JetBlue Airways 665.66 3.509 1.800 11/21/11 2.655 -1,767 1,198 -569 12,644  139,597 -26,953 112,644
  Buy FT 30 long BAT 0.63 3,416.030   12/12/11 3,512.060 2,152        141,749 -29,105  
    DJTA Kirby 44.62 48.011   6/25/12 36.163 2,142        143,891 -31,247  
12/12/11 Sell FT 30 long BAT 0.63 3,512.060   12/05/11 3,416.030 -2,152 2,213 61 12,704  141,739 -29,035 112,704
  Buy   short Lloyds Bank 73.13 28.594   12/19/11 27.968 2,091        143,830 -31,126  
12/19/11 Sell DJIA short Goldman Sachs 22.15 67.244 81.415 8/22/11 73.991 -1,639 1,803 164 12,869  142,191 -29,322 112,869
    Kospi 50 long SK Holdings 18.86 80.532   10/10/11 95.875 -1,808 1,519 -289 12,580  140,383 -27,804 112,580
    DAX short Commerzbank 137.75 9.482 24.862 8/08/11 15.354 -2,115 3,425 1,310 13,889  138,268 -24,379 113,889
    Europe 50 Lloyds Bank 56.18 27.968 50.678 8/08/11 37.648 -2,115 2,847 732 14,621  136,153 -21,532 114,621
    FT 30 Lloyds Bank 73.13 27.968 29.234 12/12/11 28.594 -2,091 2,138 47 14,668  134,062 -19,394 114,668
  Buy DJIA long Visa 126.00 18.897   8/24/15 58.880 2,381        136,443 -21,775  
    Kospi 50 short Hyundai Heavy 13.06 182.275   1/23/12 209.385 2,381        138,823 -24,155  
    DAX long Merck (EMD) 64.89 36.695   6/04/12 36.500 2,381        141,205 -26,536  
    Europe 50 Roche 18.36 129.719   10/20/14 222.572 2,382        143,586 -28,918  
    FT 30 Tate & Lyle 2.95 808.105   5/14/12 858.422 2,384        145,970 -31,302  
12/26/11 Sell HSI short New World Dev 2,727.95 0.616 1.434 8/01/11 0.940 -2,564 3,911 1,347 16,015  143,406 -27,391 116,015
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,434  139,609 -21,175 118,434
    DJ Global Titans Bank of America 343.91 4.202 11.562 7/25/11 6.970 -2,397 3,976 1,579 20,013  137,212 -17,199 120,013
  Buy HSI long Lenovo 4,773.40 0.538   5/21/12 0.656 2,570        139,782 -19,769  
    OMXH 25 Huhtamäki 278.74 9.220   1/02/12 9.150 2,570        142,352 -22,339  
    DJ Global Titans Philip Morris 42.52 60.439   1/23/12 57.914 2,570        144,922 -24,909  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,195  141,498 -20,303 121,195
    ISEQ 20 Bank of Ireland 212.30 2.550 21.707 4/25/11 7.440 -1,580 4,608 3,029 24,224  139,919 -15,695 124,224
      Ryanair Holdings 469.25 3.780 2.952 4/25/11 3.366 -1,580 1,385 -194 24,029  138,339 -14,310 124,029
    OMXH 25 long Huhtamäki 278.74 9.150   12/26/11 9.220 -2,570 2,550 -20 24,010  135,769 -11,759 124,010
  Buy Germany Encavis 863.92 3.248   5/14/12 2.970 2,806        138,575 -14,565  
    AEX Vopak 68.28 41.095   4/09/12 44.780 2,806        141,381 -17,371  
    ISEQ 20 Flutter 31.11 45.100   5/21/12 50.010 1,403        142,784 -18,774  
      Ryanair Holdings 371.16 3.780   5/21/12 4.040 1,403        144,187 -20,177  
    OMXH 25 short Outokumpu 241.48 11.620   1/09/12 12.510 2,806        146,993 -22,983  
    BAX long Wirecard 219.56 12.780   1/09/12 13.215 2,806        149,799 -25,789  
1/09/12 Sell S&P 100 short AIG 129.11 18.875 20.895 8/01/11 19.860 -2,564 2,698 134 24,144  147,235 -23,091 124,144
    Euro 50 Societe Generale 40.12 15.000 27.338 9/05/11 20.250 -812 1,097 284 24,428  146,423 -21,995 124,428
      Unicredit 29.59 11.455 65.827 9/05/11 27.460 -813 1,948 1,135 25,563  145,610 -20,047 125,563
    OMXH 25 Outokumpu 241.48 12.510 10.730 1/02/12 11.620 -2,806 2,591 -215 25,348  142,804 -17,456 125,348
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,318  141,032 -15,714 125,318
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,681  139,261 -2,580 136,681
    BAX long Wirecard 219.56 13.215   1/02/12 12.780 -2,806 2,901 96 36,776  136,455 321 136,776
  Buy S&P 100 Biogen 37.93 90.342   9/03/12 116.954 3,427        139,882 -3,106  
    Euro 50 ASML 52.89 32.400   8/24/15 74.790 1,714        141,595 -4,819  
      AB InBev 36.08 47.495   8/24/15 91.280 1,714        143,309 -6,533  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Wärtsilä 409.77 8.363   1/30/12 8.837 3,427        146,736 -9,960  
    Nikkei (FRA) Aozora Bank 80.18 21.370   5/14/12 18.670 1,713        148,449 -11,673  
      Nitto Boseki 132.06 12.975   5/14/12 12.260 1,713        150,163 -13,387  
1/16/12 Sell ASX 50 short Macquarie Group 115.09 19.953 21.742 7/25/11 20.828 -2,397 2,502 105 36,881  147,766 -10,885 136,881
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,819  143,459 -5,640 137,819
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,512  141,687 -4,175 137,512
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,197  139,916 -2,719 137,197
    HSI-C&I Li & Fung 1,823.59 1.742 0.578 8/08/11 1.160 -2,115 1,053 -1,062 36,136  137,801 -1,665 136,136
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 46,305  134,738 11,567 146,305
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 49,770  132,007 17,763 149,770
  Buy ASX 50 long James Hardie Ind 715.23 5.856   1/23/12 6.001 4,188        136,195 13,575  
    HSI-Fin AIA 1,595.91 2.624   5/14/12 2.577 4,188        140,383 9,387  
    HSI-Prop China Ov Land & Inv 1,358.86 1.541   6/10/13 2.124 2,094        142,477 7,293  
      China Res Land 1,481.85 1.413   6/10/13 2.183 2,094        144,571 5,199  
    HSI-C&I Sands China 1,630.59 2.568   5/21/12 2.614 4,188        148,759 1,011  
    OBX 25 Equinor 217.40 19.264   5/14/12 19.745 4,188        152,947 -3,177  
    BAX Wirecard 318.72 13.140   6/18/12 14.995 4,188        157,135 -7,365  
    Indices ISEQ-Overall 1.39 3,005.690   5/21/12 3,087.810 4,178        161,313 -11,543  
1/23/12 Sell France short Carrefour 96.52 17.050 41.032 6/27/11 26.450 -2,553 3,960 1,408 51,178  158,760 -7,582 151,178
    SSE 50 China Rwy Constr 4,244.10 0.506 0.789 6/06/11 0.632 -2,681 3,350 669 51,847  156,079 -4,232 151,847
    Kospi 50 Hyundai Heavy 13.06 209.385 155.165 12/19/11 182.275 -2,381 2,026 -354 51,493  153,699 -2,206 151,493
    ASX 50 long James Hardie Ind 715.23 6.001   1/16/12 5.856 -4,188 4,292 104 51,597  149,511 2,087 151,597
    HDAX short Commerzbank 136.38 14.511 24.359 8/01/11 18.801 -2,564 3,322 758 52,355  146,947 5,409 152,355
    Topix (FRA) Nintendo 23.18 105.744 115.679 8/01/11 110.600 -2,564 2,681 118 52,473  144,383 8,090 152,473
    CAC Mid 60 Genfit 711.16 1.723 8.978 5/16/11 3.933 -2,797 6,385 3,588 56,061  141,586 14,475 156,061
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Pro7-Sat1 151.07 17.200 10.800 8/08/11 14.000 -2,115 1,632 -483 55,577  139,471 16,106 155,577
    DJ Global Titans long Philip Morris 42.52 57.914   12/26/11 60.439 -2,570 2,463 -107 55,470  136,901 18,569 155,470
  Buy France Hermes International 17.15 253.600   4/23/12 251.250 4,349        141,250 14,219  
    SSE 50 China Minsheng Bk 6,514.90 0.668   3/19/12 0.633 4,350        145,600 9,869  
    Kospi 50 Samsung Electronics 283.47 15.346   5/21/12 16.200 4,350        149,950 5,519  
    ASX 50 short QBE Insurance 453.81 9.586   1/30/12 9.544 4,350        154,300 1,169  
    HDAX long Dürr 476.71 9.125   8/04/14 28.230 4,350        158,650 -3,181  
    Topix (FRA) Fast Retailing 29.77 146.118   2/27/12 148.473 4,350        163,000 -7,531  
    CAC Mid 60 Innate Pharma 2,543.86 1.710   5/14/12 1.650 4,350        167,350 -11,881  
    QIX Freenet 413.69 10.515   1/18/16 28.325 4,350        171,700 -16,231  
    DJ Global Titans short Bank of America 775.55 5.609   2/06/12 6.060 4,350        176,050 -20,581  
1/30/12 Sell ASX 50 short QBE Insurance 453.81 9.544 9.628 1/23/12 9.586 -4,350 4,369 19 55,489  171,700 -16,211 155,489
    SDAX Heidelberger Druck 938.25 1.657 5.072 5/23/11 2.899 -2,720 4,759 2,039 57,528  168,980 -11,453 157,528
    OMXH 25 long Wärtsilä 409.77 8.837   1/09/12 8.363 -3,427 3,621 194 57,722  165,553 -7,832 157,722
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 60,467  161,246 -779 160,467
  Buy ASX 50 long James Hardie Ind 692.66 5.763   8/17/15 12.058 3,992        165,238 -4,771  
    SDAX Encavis 1,321.42 3.021   5/21/12 2.951 3,992        169,230 -8,763  
    OMXH 25 short Nokia 1,028.87 3.880   2/13/12 3.800 3,992        173,222 -12,755  
    BSE Sensex 30 long Hindustan Unilever 658.62 6.061   11/16/15 11.144 3,992        177,214 -16,747  
2/06/12 Sell CAC 40 short Carrefour 100.41 18.345 51.259 5/09/11 30.665 -3,079 5,147 2,068 62,535  174,135 -11,600 162,535
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 64,175  170,592 -6,418 164,175
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 64,399  167,282 -2,883 164,399
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 71,170  164,219 6,950 171,170
    DJ Global Titans Bank of America 775.55 6.060 5.157 1/23/12 5.609 -4,350 4,000 -350 70,819  159,869 10,950 170,819
  Buy CAC 40 long Airbus 166.87 27.230   4/09/12 29.725 4,544        164,413 6,406  
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 271.36 16.745   5/21/12 15.475 4,544        168,957 1,862  
    IBEX 35 Bankinter 1,316.34 3.452   2/13/12 3.297 4,544        173,501 -2,682  
    PSI 20 Jerónimo Martins 353.89 12.840   2/20/12 12.970 4,544        178,045 -7,226  
    MerVal short Gr Fin Galicia 7,661.44 0.593   2/27/12 0.596 4,544        182,589 -11,770  
    DJ Global Titans long Apple 90.16 50.400   5/21/12 62.780 4,544        187,133 -16,314  
2/13/12 Sell IBEX 35 long Bankinter 1,316.34 3.297   2/06/12 3.452 -4,544 4,340 -204 70,615  182,589 -11,974 170,615
    OMXH 25 short Nokia 1,028.87 3.800 3.962 1/30/12 3.880 -3,992 4,076 84 70,699  178,597 -7,898 170,699
    Nikkei (TYO) Tokyo Electric Power 745.29 1.953 8.741 5/09/11 4.131 -3,079 6,515 3,436 74,135  175,518 -1,383 174,135
    Topix (TYO) Nintendo 14.30 104.998 129.488 8/29/11 116.602 -1,667 1,852 184 74,319  173,851 469 174,319
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 78,433  170,303 8,130 178,433
  Buy IBEX 35 Sacyr 1,407.36 3.314   8/20/12 1.284 4,664        174,967 3,466  
    OMXH 25 long Nokian Tyres 138.40 33.700   4/09/12 36.040 4,664        179,631 -1,198  
    Nikkei (TYO) Tokyo Dome Corp 1,148.40 4.061   5/21/12 4.378 4,664        184,295 -5,862  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        188,959 -10,527  
    GEX 4SC 378.61 12.319   5/07/12 9.617 4,664        193,623 -15,191  
2/20/12 Sell TSX 60 short BlackBerry 101.66 11.318 81.048 5/09/11 30.287 -3,079 8,239 5,160 83,593  190,544 -6,951 183,593
    PSI 20 long Jerónimo Martins 353.89 12.970   2/06/12 12.840 -4,544 4,590 46 83,639  186,000 -2,361 183,639
  Buy TSX 60 Constellation Soft 64.09 70.699   4/16/12 66.838 4,531        190,531 -6,893  
    PSI 20 short Pharol 1,078.81 4.200   2/27/12 3.989 4,531        195,062 -11,424  
    SLI long Sonova 53.12 85.291   4/23/12 82.016 4,531        199,593 -15,954  
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 83,879  195,062 -11,184 183,879
    MerVal Gr Fin Galicia 7,661.44 0.596 0.591 2/06/12 0.593 -4,544 4,525 -19 83,859  190,518 -6,659 183,859
    Topix (FRA) long Fast Retailing 29.77 148.473   1/23/12 146.118 -4,350 4,420 70 83,930  186,168 -2,239 183,930
  Buy PSI 20 Jerónimo Martins 334.71 13.570   3/12/12 14.360 4,542        190,710 -6,781  
    Topix (FRA) short Mazda Motor 710.80 6.390   3/05/12 6.150 4,542        195,252 -11,323  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/05/12 Sell NZX 50 short Heartland 5,818.42 0.277 0.329 10/31/11 0.302 -1,756 1,917 161 84,090  193,496 -9,406 184,090
    Topix (FRA) Mazda Motor 710.80 6.150 6.639 2/27/12 6.390 -4,542 4,719 177 84,267  188,954 -4,687 184,267
  Buy MerVal Aluar 9,354.03 0.480   3/12/12 0.513 4,489        193,443 -9,176  
    NZX 50 long a2 Milk 19,307.53 0.233   5/21/12 0.267 4,489        197,932 -13,665  
    Topix (FRA) Isuzu Motors 534.28 8.402   3/19/12 8.620 4,489        202,421 -18,154  
3/12/12 Sell BEL 20 short Bekaert 55.63 24.765 102.733 7/11/11 50.440 -2,806 5,715 2,909 87,176  199,615 -12,439 187,176
    PSI 20 long Jerónimo Martins 334.71 14.360   2/27/12 13.570 -4,542 4,806 264 87,441  195,073 -7,632 187,441
    MerVal short Aluar 9,354.03 0.513 0.447 3/05/12 0.480 -4,489 4,181 -308 87,133  190,584 -3,451 187,133
    CAC Next 20 Natixis 861.79 2.721 3.896 7/11/11 3.256 -2,806 3,358 552 87,685  187,778 -93 187,685
  Buy BEL 20 long Galapagos 373.92 12.540   5/14/12 10.990 4,689        192,467 -4,782  
    PSI 20 short Pharol 1,190.40 3.939   3/26/12 4.022 4,689        197,156 -9,471  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,514.90 0.633   1/23/12 0.668 -4,350 4,125 -225 87,459  192,806 -5,347 187,459
    Topix (FRA) Isuzu Motors 534.28 8.620   3/05/12 8.402 -4,489 4,605 116 87,576  188,317 -741 187,576
  Buy SSE 50 short Anhui Conch Cement 2,388.62 1.955   4/09/12 2.031 4,670        192,987 -5,411  
    Topix (FRA) Mazda Motor 722.91 6.460   8/13/12 4.800 4,670        197,657 -10,081  
3/26/12 Sell ATX short Flughafen Wien 296.14 7.050 9.772 7/18/11 8.300 -2,458 2,894 436 88,012  195,199 -7,187 188,012
    PSI 20 Pharol 1,190.40 4.022 3.856 3/12/12 3.939 -4,689 4,590 -99 87,913  190,510 -2,597 187,913
  Buy ATX long Österreichische Post 183.81 25.200   4/09/12 25.800 4,632        195,142 -7,229  
    PSI 20 Jerónimo Martins 310.87 14.900   4/02/12 15.420 4,632        199,774 -11,861  
4/02/12 Sell   long Jerónimo Martins 310.87 15.420   3/26/12 14.900 -4,632 4,794 162 88,075  195,142 -7,068 188,075
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 102,445  191,736 10,709 202,445
  Buy PSI 20 Banco Comercial 8,089.89 0.659   8/20/12 0.452 5,328        197,064 5,381  
    Athex LC long EYDAP 1,338.69 3.980   4/16/12 4.030 5,328        202,392 53  
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 -181 102,264  197,722 4,542 202,264
    ATX long Österreichische Post 183.81 25.800   3/26/12 25.200 -4,632 4,742 110 102,375  193,090 9,284 202,375
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 Airbus 166.87 29.725   2/06/12 27.230 -4,544 4,960 416 102,791  188,546 14,245 202,791
    AEX Vopak 68.28 44.780   1/02/12 41.095 -2,806 3,058 252 103,043  185,740 17,302 203,043
    OMXH 25 Nokian Tyres 138.40 36.040   2/13/12 33.700 -4,664 4,988 324 103,366  181,076 22,290 203,366
  Buy SSE 50 China Northern Rare 1,953.32 2.888   6/04/12 3.823 5,641        186,717 16,649  
    ATX short Zumtobel 575.38 9.804   4/16/12 9.950 5,641        192,358 11,008  
    CAC 40 Peugeot 663.49 8.502   9/17/12 5.861 5,641        197,999 5,367  
    AEX ArcelorMittal 145.65 38.730   9/03/12 35.565 5,641        203,640 -274  
    OMXH 25 Outokumpu 485.46 11.620   8/20/12 6.980 5,641        209,281 -5,915  
4/16/12 Sell ATX short Zumtobel 575.38 9.950 9.658 4/09/12 9.804 -5,641 5,557 -84 103,282  203,640 -358 203,282
    TSX 60 long Constellation Soft 64.09 66.838   2/20/12 70.699 -4,531 4,284 -247 103,035  199,109 3,926 203,035
    Athex LC EYDAP 1,338.69 4.030   4/02/12 3.980 -5,328 5,395 67 103,102  193,781 9,321 203,102
  Buy ATX Österreichische Post 198.69 26.725   5/21/12 27.000 5,310        199,091 4,011  
    TSX 60 short BlackBerry 525.45 10.106   8/20/12 5.638 5,310        204,401 -1,299  
    Athex LC Public Power 3,425.81 1.550   9/03/12 1.330 5,310        209,711 -6,609  
4/23/12 Sell France long Hermes International 17.15 251.250   1/23/12 253.600 -4,349 4,309 -40 103,062  205,362 -2,300 203,062
    SLI Sonova 53.12 82.016   2/20/12 85.291 -4,531 4,357 -174 102,888  200,831 2,056 202,888
  Buy France short Solocal 179.19 28.590   8/13/12 20.100 5,123        205,954 -3,067  
    MerVal YPF 381.37 13.433   8/27/12 14.446 5,123        211,077 -8,190  
    SLI Lonza 148.48 34.504   11/26/12 36.099 5,123        216,200 -13,313  
    GCX REC Silicon 1,472.68 3.479   2/11/13 1.027 5,123        221,324 -18,436  
4/30/12 Sell SP Global 100 short Carrefour 127.69 15.175 26.570 8/01/11 20.080 -2,564 3,393 829 103,716  218,759 -15,043 203,716
  Buy   long Apple 74.91 62.953   10/20/14 77.950 4,716        223,475 -19,759  
5/07/12 Sell Nordic 30 long Equinor 123.25 19.757   11/28/11 18.255 -2,250 2,435 185 103,901  221,225 -17,324 203,901
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 104,286  216,561 -12,274 204,286
    GEX 4SC 378.61 9.617   2/13/12 12.319 -4,664 3,641 -1,023 103,263  211,897 -8,633 203,263
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Nordic 30 short Nokia 2,027.08 2.400   8/13/12 2.220 4,865        216,762 -13,498  
    Topix (TYO) Sony 415.12 11.720   6/11/12 10.270 4,865        221,627 -18,363  
    GEX ZhongDe Waste Tech 1,737.50 2.800   2/18/13 2.050 4,865        226,492 -23,228  
5/14/12 Sell Germany long Encavis 863.92 2.970   1/02/12 3.248 -2,806 2,566 -240 103,023  223,686 -20,663 203,023
    MDAX short Ceconomy 220.06 7.298 12.656 8/08/11 9.611 -2,115 2,785 670 103,693  221,571 -17,877 203,693
    HSI-Fin long AIA 1,595.91 2.577   1/16/12 2.624 -4,188 4,113 -75 103,619  217,383 -13,764 203,619
    BEL 20 Galapagos 373.92 10.990   3/12/12 12.540 -4,689 4,109 -580 103,039  212,694 -9,655 203,039
    OMXC 20 Tryg 261.70 8.768   11/28/11 8.598 -2,250 2,295 45 103,084  210,444 -7,360 203,084
    OBX 25 Equinor 217.40 19.745   1/16/12 19.264 -4,188 4,293 105 103,188  206,256 -3,068 203,188
    OMXS 30 Getinge 60.35 19.967   11/28/11 18.641 -1,125 1,205 80 103,268  205,131 -1,863 203,268
      Lundin 60.21 15.471   11/28/11 18.684 -1,125 931 -193 103,075  204,006 -931 203,075
    FT 30 Tate & Lyle 2.95 858.422   12/19/11 808.105 -2,384 2,532 148 103,223  201,622 1,601 203,223
    Nikkei (FRA) Aozora Bank 80.18 18.670   1/09/12 21.370 -1,713 1,497 -216 103,007  199,909 3,098 203,007
      Nitto Boseki 132.06 12.260   1/09/12 12.975 -1,713 1,619 -94 102,912  198,195 4,717 202,912
    CAC Mid 60 Innate Pharma 2,543.86 1.650   1/23/12 1.710 -4,350 4,197 -153 102,760  193,845 8,915 202,760
  Buy Germany short SolarWorld 22.37 236.550   9/10/12 182.550 5,292        199,137 3,623  
    MDAX long Dürr 483.37 10.946   5/21/12 10.445 5,291        204,428 -1,668  
    HSI-Fin short HK Exchgs & Clrg 465.93 11.356   9/17/12 11.718 5,291        209,719 -6,959  
    BEL 20 Bekaert 231.55 22.850   6/25/12 18.225 5,291        215,010 -12,250  
    OMXC 20 Vestas Wind Systems 933.82 5.666   5/28/12 5.040 5,291        220,301 -17,541  
    OBX 25 REC Silicon 1,528.53 3.462   9/03/12 2.359 5,291        225,592 -22,832  
    OMXS 30 ABB 204.03 12.967   7/23/12 14.168 2,646        228,237 -25,478  
      Nokia 1,131.33 2.338   7/23/12 1.752 2,646        230,883 -28,123  
    FT 30 Man Group 51.24 103.259   8/06/12 106.958 5,291        236,174 -33,414  
    Nikkei (FRA) Nippon Sheet Glass 292.64 9.040   1/07/13 9.100 2,645        238,819 -36,060  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 68.48 38.630   1/07/13 23.550 2,645        241,465 -38,705  
    CAC Mid 60 Vallourec 153.10 34.560   9/10/12 36.345 5,291        246,756 -43,996  
5/21/12 Sell HSI long Lenovo 4,773.40 0.656   12/26/11 0.538 -2,570 3,130 560 103,320  244,186 -40,866 203,320
    Kospi 50 Samsung Electronics 283.47 16.200   1/23/12 15.346 -4,350 4,592 242 103,562  239,836 -36,273 203,562
    ATX Österreichische Post 198.69 27.000   4/16/12 26.725 -5,310 5,365 55 103,617  234,526 -30,909 203,617
    MDAX Dürr 483.37 10.445   5/14/12 10.946 -5,291 5,049 -242 103,375  229,235 -25,860 203,375
    TecDAX Dialog Semiconductor 271.36 15.475   2/06/12 16.745 -4,544 4,199 -345 103,030  224,691 -21,661 203,030
    SDAX Encavis 1,321.42 2.951   1/30/12 3.021 -3,992 3,900 -93 102,938  220,699 -17,761 202,938
    HSI-C&I Sands China 1,630.59 2.614   1/16/12 2.568 -4,188 4,263 75 103,012  216,511 -13,499 203,012
    ISEQ 20 Flutter 31.11 50.010   1/02/12 45.100 -1,403 1,556 153 103,165  215,108 -11,943 203,165
      Ryanair Holdings 371.16 4.040   1/02/12 3.780 -1,403 1,499 97 103,261  213,705 -10,443 203,261
    SMI short Credit Suisse 104.76 15.602 55.361 5/09/11 29.390 -3,079 5,800 2,721 105,982  210,626 -4,644 205,982
    NZX 50 long a2 Milk 19,307.53 0.267   3/05/12 0.233 -4,489 5,147 658 106,640  206,137 504 206,640
    Indices ISEQ-Overall 1.39 3,087.810   1/16/12 3,005.690 -4,178 4,292 114 106,755  201,959 4,796 206,755
    Nikkei (TYO) Tokyo Dome Corp 1,148.40 4.378   2/13/12 4.061 -4,664 5,028 364 107,119  197,295 9,824 207,119
    DJ Global Titans Apple 90.16 62.780   2/06/12 50.400 -4,544 5,660 1,116 108,235  192,751 15,484 208,235
  Buy HSI short China Unicom 4,704.30 1.189   8/20/12 1.370 5,592        198,343 9,892  
    Kospi 50 SK Holdings 99.36 56.279   7/23/12 68.528 5,592        203,935 4,300  
    ATX Zumtobel 567.26 9.858   6/25/12 8.050 5,592        209,527 -1,292  
    MDAX Ströer Media 704.02 7.943   5/28/12 8.000 5,592        215,119 -6,884  
    TecDAX SMA Solar 212.50 26.315   12/22/14 14.800 5,592        220,711 -12,476  
    SDAX Klöckner 713.81 7.834   10/29/12 7.058 5,592        226,303 -18,068  
    HSI-C&I Citic Pacific 4,720.58 1.185   9/17/12 0.959 5,592        231,895 -23,660  
    ISEQ 20 Bank of Ireland 1,071.26 2.610   8/27/12 2.490 2,796        234,691 -26,456  
      Smurfit Kappa 503.78 5.550   8/27/12 6.550 2,796        237,487 -29,252  
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 116.40 48.039   5/28/12 48.077 5,592        243,078 -34,844  
    NZX 50 short Katmandu 5,863.48 0.954   7/30/12 0.992 5,592        248,670 -40,436  
    Indices Athex Large Cap 2.76 2,028.100   9/10/12 2,671.700 5,598        254,268 -46,033  
    Nikkei (TYO) Nippon Sheet Glass 656.41 8.519   7/02/12 8.411 5,592        259,860 -51,625  
    DJ Global Titans Telefónica 569.68 9.816   5/28/12 9.440 5,592        265,452 -57,217  
5/28/12 Sell MDAX short Ströer Media 704.02 8.000 7.886 5/21/12 7.943 -5,592 5,552 -40 108,195  259,860 -51,665 208,195
    OMXC 20 Vestas Wind Systems 933.82 5.040 6.370 5/14/12 5.666 -5,291 5,948 657 108,852  254,569 -45,717 208,852
    SMI long Richemont 116.40 48.077   5/21/12 48.039 -5,592 5,596 4 108,856  248,977 -40,121 208,856
    DJ Global Titans short Telefónica 569.68 9.440 10.207 5/21/12 9.816 -5,592 5,815 223 109,079  243,385 -34,306 209,079
  Buy MDAX long Rhön-Klinikum 198.64 21.995   6/04/12 22.100 4,369        247,754 -38,675  
    OMXC 20 GN Store Nord 64.11 68.150   6/04/12 67.500 4,369        252,123 -43,044  
    SMI short Credit Suisse 277.67 15.734   6/04/12 15.300 4,369        256,492 -47,413  
    CAC Next 20 Natixis 2,279.08 1.917   6/18/12 1.984 4,369        260,861 -51,782  
    DJ Global Titans long Apple 66.98 65.229   10/22/12 69.545 4,369        265,230 -56,151  
6/04/12 Sell SSE 50 long China Northern Rare 1,953.32 3.823   4/09/12 2.888 -5,641 7,468 1,827 110,906  259,589 -48,683 210,906
    DAX Merck (EMD) 64.89 36.500   12/19/11 36.695 -2,381 2,368 -13 110,893  257,208 -46,315 210,893
    MDAX Rhön-Klinikum 198.64 22.100   5/28/12 21.995 -4,369 4,390 21 110,914  252,839 -41,925 210,914
    FTSE Next 0.72 3,698.710   11/28/11 3,105.900 -2,236 2,663 427 111,341  250,603 -39,262 211,341
    OMXC 20 GN Store Nord 64.11 67.500   5/28/12 68.150 -4,369 4,327 -42 111,299  246,234 -34,934 211,299
    SMI short Credit Suisse 277.67 15.300 16.181 5/28/12 15.734 -4,369 4,493 124 111,423  241,865 -30,442 211,423
  Buy SSE 50 China Unicom 8,940.71 0.506   12/10/12 0.413 4,524        246,389 -34,966  
    DAX thyssenkrupp 357.06 12.670   7/16/12 14.565 4,524        250,913 -39,489  
    MDAX Ströer Media 540.18 8.375   6/18/12 8.546 4,524        255,437 -44,013  
    FTSE Aviva 13.54 334.157   7/30/12 382.206 4,524        259,961 -48,538  
    OMXC 20 Vestas Wind Systems 1,036.66 4.364   6/18/12 3.953 4,524        264,485 -53,062  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Swiss Re 103.42 43.744   6/11/12 46.079 4,524        269,009 -57,586  
6/11/12 Sell   long Swiss Re 103.42 46.079   6/04/12 43.744 -4,524 4,765 241 111,665  264,485 -52,821 211,665
    Topix (TYO) short Sony 415.12 10.270 13.374 5/07/12 11.720 -4,865 5,552 687 112,352  259,620 -47,269 212,352
  Buy SMI Credit Suisse 256.72 16.076   6/18/12 14.519 4,127        263,747 -51,396  
    Topix (TYO) long Subaru 682.43 6.048   1/11/16 33.663 4,127        267,874 -55,523  
6/18/12 Sell MDAX short Ströer Media 540.18 8.546 8.204 6/04/12 8.375 -4,524 4,432 -92 112,259  263,350 -51,091 212,259
    OMXC 20 Vestas Wind Systems 1,036.66 3.953 4.817 6/04/12 4.364 -4,524 4,994 470 112,729  258,826 -46,097 212,729
    SMI Credit Suisse 256.72 14.519 17.799 6/11/12 16.076 -4,127 4,569 443 113,172  254,699 -41,528 213,172
    CAC Next 20 Natixis 2,279.08 1.984 1.850 5/28/12 1.917 -4,369 4,216 -153 113,019  250,330 -37,311 213,019
    BAX long Wirecard 318.72 14.995   1/16/12 13.140 -4,188 4,779 591 113,610  246,142 -32,532 213,610
  Buy MDAX Dürr 399.91 11.318   6/25/12 11.594 4,526        250,668 -37,058  
    OMXC 20 GN Store Nord 61.79 73.250   6/25/12 71.650 4,526        255,194 -41,584  
    SMI Swiss Re 97.08 46.620   11/19/12 54.864 4,526        259,720 -46,110  
6/25/12 Sell ATX short Zumtobel 567.26 8.050 12.072 5/21/12 9.858 -5,592 6,848 1,256 114,866  254,128 -39,262 214,866
    MDAX long Dürr 399.91 11.594   6/18/12 11.318 -4,526 4,636 110 114,977  249,602 -34,626 214,977
    RTX short Mobile TeleSystems 208.12 13.400 11.240 8/01/11 12.320 -2,564 2,339 -225 114,752  247,038 -32,287 214,752
    BEL 20 Bekaert 231.55 18.225 28.649 5/14/12 22.850 -5,291 6,634 1,343 116,094  241,747 -25,653 216,094
    OMXC 20 long GN Store Nord 61.79 71.650   6/18/12 73.250 -4,526 4,427 -99 115,996  237,221 -21,226 215,996
    DJTA Kirby 44.62 36.163   12/05/11 48.011 -2,142 1,614 -529 115,467  235,079 -19,612 215,467
  Buy ATX Österreichische Post 189.11 25.890   7/29/13 31.600 4,896        239,975 -24,508  
    MDAX short Ströer Media 608.88 8.041   7/02/12 8.090 4,896        244,871 -29,404  
    RTX long Magnit 230.40 21.250   7/02/12 22.430 4,896        249,767 -34,300  
    BEL 20 Galapagos 399.67 12.250   10/22/12 16.900 4,896        254,663 -39,196  
    OMXC 20 short Vestas Wind Systems 1,206.65 4.058   7/16/12 3.392 4,896        259,559 -44,092  
    DJTA Ryder System 179.19 27.323   7/02/12 27.880 4,896        264,455 -48,988  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/02/12 Sell MDAX short Ströer Media 608.88 8.090 7.992 6/25/12 8.041 -4,896 4,866 -30 115,437  259,559 -44,122 215,437
    RTX long Magnit 230.40 22.430   6/25/12 21.250 -4,896 5,168 272 115,709  254,663 -38,954 215,709
    DJTA short Ryder System 179.19 27.880 26.767 6/25/12 27.323 -4,896 4,796 -100 115,609  249,767 -34,158 215,609
    STI Wilmar International 1,087.11 2.197 3.631 5/02/11 2.824 -3,070 3,947 877 116,486  246,697 -30,211 216,486
    Nikkei (TYO) Nippon Sheet Glass 656.41 8.411 8.629 5/21/12 8.519 -5,592 5,664 72 116,558  241,105 -24,547 216,558
  Buy MDAX long Dürr 385.08 12.465   7/23/12 13.345 4,800        245,905 -29,347  
    RTX short RusHydro 2,364.53 2.030   7/09/12 2.080 4,800        250,705 -34,147  
    DJTA long Delta Air Lines 546.69 8.780   9/17/12 7.031 4,800        255,505 -38,947  
    STI ThaiBev 22,620.17 0.212   6/10/13 0.382 4,800        260,305 -43,747  
    Nikkei (TYO) OKI Electric 376.04 12.765   7/16/12 12.784 4,800        265,105 -48,547  
7/09/12 Sell RTX short RusHydro 2,364.53 2.080 1.980 7/02/12 2.030 -4,800 4,682 -118 116,440  260,305 -43,865 216,440
  Buy   long Magnit 199.35 21.640   7/16/12 22.510 4,314        264,619 -48,179  
7/16/12 Sell DAX short thyssenkrupp 357.06 14.565 10.775 6/04/12 12.670 -4,524 3,847 -677 115,763  260,095 -44,332 215,763
    RTX long Magnit 199.35 22.510   7/09/12 21.640 -4,314 4,487 173 115,937  255,781 -39,844 215,937
    OMXC 20 short Vestas Wind Systems 1,206.65 3.392 4.854 6/25/12 4.058 -4,896 5,857 961 116,898  250,885 -33,987 216,898
    Nikkei (TYO) long OKI Electric 376.04 12.784   7/02/12 12.765 -4,800 4,807 7 116,905  246,085 -29,180 216,905
  Buy DAX Continental 65.69 71.440   8/11/14 159.700 4,693        250,778 -33,873  
    RTX short RusHydro 2,203.29 2.130   9/03/12 2.010 4,693        255,471 -38,566  
    OMXC 20 long Genmab 554.15 8.469   6/24/13 22.604 4,693        260,164 -43,259  
    Nikkei (TYO) short Nippon Sheet Glass 615.16 7.629   11/19/12 7.143 4,693        264,857 -47,952  
7/23/12 Sell Kospi 50 short SK Holdings 99.36 68.528 44.029 5/21/12 56.279 -5,592 4,375 -1,217 115,688  259,265 -43,577 215,688
    MDAX long Dürr 385.08 13.345   7/02/12 12.465 -4,800 5,139 339 116,027  254,465 -38,438 216,027
    OMXS 30 short ABB 204.03 14.168 11.765 5/14/12 12.967 -2,646 2,400 -245 115,782  251,819 -36,038 215,782
      Nokia 1,131.33 1.752 3.121 5/14/12 2.338 -2,646 3,531 885 116,667  249,174 -32,507 216,667
  Buy Kospi 50 long Amorepacific Group 175.95 26.166   10/20/14 87.497 4,604        253,778 -37,111  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX short Ströer Media 580.80 7.927   8/06/12 7.080 4,604        258,382 -41,715  
    OMXS 30 long Electrolux 129.90 17.722   6/24/13 19.030 2,302        260,684 -44,017  
      Swedbank 166.95 13.789   6/24/13 16.871 2,302        262,986 -46,319  
7/30/12 Sell FTSE short Aviva 13.54 382.206 286.108 6/04/12 334.157 -4,524 3,874 -651 116,017  258,461 -42,445 216,017
    NZX 50 Katmandu 5,863.48 0.992 0.916 5/21/12 0.954 -5,592 5,369 -223 115,794  252,869 -37,075 215,794
  Buy FTSE long Ashtead 13.40 333.248   8/24/15 1,199.890 4,466        257,335 -41,541  
8/06/12 Sell MDAX short Ströer Media 580.80 7.080 8.875 7/23/12 7.927 -4,604 5,155 551 116,345  252,731 -36,386 216,345
    FT 30 Man Group 51.24 106.958 99.561 5/14/12 103.259 -5,291 5,102 -189 116,155  247,440 -31,285 216,155
  Buy MDAX long Dürr 333.95 13.838   10/29/12 14.790 4,621        252,061 -35,906  
    FT 30 Ferguson 1.51 3,068.570   6/24/13 3,452.810 4,634        256,695 -40,539  
8/13/12 Sell France short Solocal 179.19 20.100 40.666 4/23/12 28.590 -5,123 7,287 2,164 118,319  251,571 -33,252 218,319
    Nordic 30 Nokia 2,027.08 2.220 2.595 5/07/12 2.400 -4,865 5,259 394 118,714  246,707 -27,993 218,714
    Topix (FRA) Mazda Motor 722.91 4.800 8.694 3/19/12 6.460 -4,670 6,285 1,615 120,329  242,037 -21,708 220,329
  Buy France long Eurofins Scientific 47.95 103.550   4/22/13 153.250 4,965        247,002 -26,673  
    Nordic 30 Pandora 443.61 11.192   6/03/13 26.264 4,965        251,967 -31,638  
    Topix (FRA) Softbank 307.64 16.139   9/03/12 15.996 4,965        256,932 -36,603  
8/20/12 Sell HSI short China Unicom 4,704.30 1.370 1.008 5/21/12 1.189 -5,592 4,741 -851 119,478  251,340 -31,862 219,478
    IBEX 35 Sacyr 1,407.36 1.284 8.553 2/13/12 3.314 -4,664 12,038 7,374 126,852  246,676 -19,824 226,852
    OMXH 25 Outokumpu 485.46 6.980 19.345 4/09/12 11.620 -5,641 9,391 3,750 130,602  241,035 -10,433 230,602
    TSX 60 BlackBerry 525.45 5.638 18.115 4/16/12 10.106 -5,310 9,519 4,209 134,810  235,725 -914 234,810
    PSI 20 Banco Comercial 8,089.89 0.452 0.960 4/02/12 0.659 -5,328 7,763 2,435 137,245  230,397 6,849 237,245
  Buy HSI long Galaxy Entertainment 2,594.06 2.352   4/22/13 3.135 6,102        236,499 747  
    IBEX 35 Grifols 542.88 11.240   11/05/12 13.025 6,102        242,601 -5,355  
    OMXH 25 Huhtamäki 513.20 11.890   10/22/12 12.450 6,102        248,703 -11,457  
    TSX 60 Couche-Tard 912.79 6.685   4/22/13 7.405 6,102        254,805 -17,559  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,071.26 2.490 2.736 5/21/12 2.610 -2,796 2,931 135 137,380  252,009 -14,628 237,380
      Smurfit Kappa 503.78 6.550 4.550 5/21/12 5.550 -2,796 2,292 -504 136,876  249,213 -12,336 236,876
    MerVal YPF 381.37 14.446 12.421 4/23/12 13.433 -5,123 4,737 -386 136,490  244,090 -7,599 236,490
  Buy ISEQ 20 long Kerry Group 76.13 37.580   6/17/13 42.250 2,861        246,951 -10,460  
      Smurfit Kappa 436.79 6.550   6/17/13 12.270 2,861        249,812 -13,321  
9/03/12 Sell S&P 100 long Biogen 37.93 116.954   1/09/12 90.342 -3,427 4,436 1,009 137,500  246,385 -8,885 237,500
    AEX short ArcelorMittal 145.65 35.565 42.177 4/09/12 38.730 -5,641 6,143 502 138,002  240,744 -2,742 238,002
    RTX RusHydro 2,203.29 2.010 2.257 7/16/12 2.130 -4,693 4,973 280 138,282  236,051 2,231 238,282
    OBX 25 REC Silicon 1,528.53 2.359 5.080 5/14/12 3.462 -5,291 7,764 2,473 140,755  230,760 9,996 240,755
    Athex LC Public Power 3,425.81 1.330 1.806 4/16/12 1.550 -5,310 6,188 878 141,634  225,450 16,184 241,634
    Topix (FRA) long Softbank 307.64 15.996   8/13/12 16.139 -4,965 4,921 -44 141,590  220,485 21,105 241,590
  Buy S&P 100 short HP 486.05 13.511   9/17/12 13.872 6,567        227,052 14,538  
    RTX long Magnit 271.14 24.220   9/17/12 27.650 6,567        233,619 7,971  
    OBX 25 Grieg Seafood 4,788.54 1.371   1/07/13 1.707 6,567        240,186 1,404  
    Athex LC Alpha Bank 98.01 67.000   3/25/13 37.850 6,567        246,753 -5,163  
    MerVal short Pampa Energía 39,066.03 0.168   9/10/12 0.164 6,567        253,320 -11,730  
    Topix (FRA) Kansai Electric Pwr 1,151.70 5.702   3/11/13 6.145 6,567        259,886 -18,297  
9/10/12 Sell Germany short SolarWorld 22.37 182.550 306.524 5/14/12 236.550 -5,292 6,857 1,565 143,155  254,595 -11,440 243,155
    MerVal Pampa Energía 39,066.03 0.164 0.172 9/03/12 0.168 -6,567 6,731 164 143,319  248,028 -4,709 243,319
    CAC Mid 60 Vallourec 153.10 36.345 32.775 5/14/12 34.560 -5,291 5,018 -273 143,046  242,737 309 243,046
    Indices Athex Large Cap 2.76 2,671.700 1,384.500 5/21/12 2,028.100 -5,598 3,821 -1,776 141,270  237,139 4,130 241,270
  Buy Germany long ADLER Real Estate 5,198.31 1.180   6/24/13 2.050 6,134        243,273 -2,004  
    CAC Mid 60 Eurofins Scientific 55.76 110.000   4/22/13 153.250 6,134        249,407 -8,137  
    Indices OMXC 20 92.37 66.404   6/17/13 70.001 6,134        255,541 -14,271  
9/17/12 Sell S&P 100 short HP 486.05 13.872 13.150 9/03/12 13.511 -6,567 6,391 -176 141,094  248,974 -7,880 241,094
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 Peugeot 663.49 5.861 12.333 4/09/12 8.502 -5,641 8,183 2,542 143,636  243,333 303 243,636
    RTX long Magnit 271.14 27.650   9/03/12 24.220 -6,567 7,497 930 144,566  236,766 7,800 244,566
    HSI-Fin short HK Exchgs & Clrg 465.93 11.718 10.994 5/14/12 11.356 -5,291 5,122 -169 144,397  231,475 12,923 244,397
    HSI-C&I Citic Pacific 4,720.58 0.959 1.464 5/21/12 1.185 -5,592 6,910 1,318 145,715  225,883 19,832 245,715
    DJTA long Delta Air Lines 546.69 7.031   7/02/12 8.780 -4,800 3,844 -956 144,759  221,083 23,676 244,759
  Buy S&P 100 Gilead Sciences 267.73 25.063   10/13/14 79.611 6,710        227,793 16,966  
    CAC 40 Credit Agricole 1,121.32 5.984   9/24/12 5.714 6,710        234,503 10,256  
    RTX short RusHydro 3,210.53 2.090   2/04/13 1.770 6,710        241,213 3,546  
    HSI-Fin long Bank of China (HK) 2,811.30 2.387   5/13/13 2.748 6,710        247,923 -3,164  
    HSI-C&I Galaxy Entertainment 2,760.18 2.431   4/08/13 3.018 6,710        254,633 -9,874  
    DJTA short Expeditors Wash 228.90 29.314   9/24/12 28.398 6,710        261,342 -16,584  
9/24/12 Sell CAC 40 long Credit Agricole 1,121.32 5.714   9/17/12 5.984 -6,710 6,407 -303 144,456  254,632 -10,177 244,456
    DJTA short Expeditors Wash 228.90 28.398 30.259 9/17/12 29.314 -6,710 6,926 216 144,672  247,923 -3,250 244,672
  Buy   long Avis Budget 485.95 12.419   7/20/15 38.916 6,035        253,958 -9,285  
10/01/12 Buy CAC Next 20 short Hermes International 27.83 211.450   12/10/12 235.500 5,885        259,842 -15,170  
10/15/12 Buy AEX short KPN 1,582.18 3.626   2/02/15 2.756 5,737        265,579 -20,907  
    MerVal Pampa Energía 38,043.77 0.151   10/22/12 0.141 5,737        271,316 -26,644  
10/22/12 Sell BEL 20 long Galapagos 399.67 16.900   6/25/12 12.250 -4,896 6,754 1,858 146,531  266,420 -19,890 246,531
    OMXH 25 Huhtamäki 513.20 12.450   8/20/12 11.890 -6,102 6,389 287 146,818  260,318 -13,500 246,818
    MerVal short Pampa Energía 38,043.77 0.141 0.161 10/15/12 0.151 -5,737 6,140 403 147,221  254,581 -7,360 247,221
    DJ Global Titans long Apple 66.98 69.545   5/28/12 65.229 -4,369 4,658 289 147,510  250,212 -2,702 247,510
  Buy BEL 20 short Bekaert 283.60 21.580   11/12/12 21.290 6,120        256,332 -8,822  
    OMXH 25 Outokumpu 945.90 6.470   11/05/12 6.200 6,120        262,452 -14,942  
    DJ Global Titans Telefónica 582.86 10.500   10/29/12 10.070 6,120        268,572 -21,062  
10/29/12 Sell MDAX long Dürr 333.95 14.790   8/06/12 13.838 -4,621 4,939 318 147,828  263,951 -16,123 247,828
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX short Klöckner 713.81 7.058 8.695 5/21/12 7.834 -5,592 6,207 615 148,443  258,359 -9,916 248,443
    DJ Global Titans Telefónica 582.86 10.070 10.948 10/22/12 10.500 -6,120 6,381 261 148,705  252,239 -3,535 248,705
  Buy MDAX Ströer Media 924.43 6.630   1/14/13 6.901 6,129        258,368 -9,664  
    SDAX long ADLER Real Estate 3,879.11 1.580   11/26/12 1.285 6,129        264,497 -15,793  
    MerVal short Pampa Energía 42,327.35 0.145   12/24/12 0.147 6,129        270,626 -21,922  
    BAX long KUKA 262.20 23.375   6/24/13 31.820 6,129        276,755 -28,051  
    DJ Global Titans Bank of America 850.82 7.204   12/16/13 11.075 6,129        282,884 -34,180  
11/05/12 Sell MIB short UnipolSai 497.66 0.935 28.146 6/27/11 5.130 -2,553 14,007 11,454 160,159  280,331 -20,172 260,159
    IBEX 35 long Grifols 542.88 13.025   8/20/12 11.240 -6,102 7,071 969 161,128  274,229 -13,101 261,128
    OMXH 25 short Outokumpu 945.90 6.200 6.752 10/22/12 6.470 -6,120 6,387 267 161,395  268,109 -6,715 261,395
  Buy MIB long Azimut 684.22 9.304   8/04/14 18.460 6,366        274,475 -13,081  
    OMXH 25 Konecranes 252.12 25.250   11/12/12 24.380 6,366        280,841 -19,447  
11/12/12 Sell BEL 20 short Bekaert 283.60 21.290 21.874 10/22/12 21.580 -6,120 6,203 83 161,478  274,721 -13,243 261,478
    OMXH 25 long Konecranes 252.12 24.380   11/05/12 25.250 -6,366 6,147 -219 161,259  268,355 -7,097 261,259
  Buy BEL 20 Galapagos 375.75 16.910   6/24/13 14.210 6,354        274,709 -13,451  
    OMXH 25 short Outokumpu 989.72 6.420   12/31/12 7.400 6,354        281,063 -19,805  
11/19/12 Sell SMI long Swiss Re 97.08 54.864   6/18/12 46.620 -4,526 5,326 800 162,059  276,537 -14,478 262,059
    Nikkei (TYO) short Nippon Sheet Glass 615.16 7.143 8.148 7/16/12 7.629 -4,693 5,012 319 162,378  271,844 -9,466 262,378
  Buy PSI 20 Impresa 21,800.00 0.290   12/17/12 0.300 6,322        278,166 -15,788  
    SMI Julius Bär 242.03 26.121   12/17/12 27.324 6,322        284,488 -22,110  
    Nikkei (TYO) long Subaru 773.27 8.176   10/07/13 20.003 6,322        290,810 -28,432  
11/26/12 Sell SDAX long ADLER Real Estate 3,879.11 1.285   10/29/12 1.580 -6,129 4,985 -1,144 161,234  284,681 -23,447 261,234
    SLI short Lonza 148.48 36.099 32.909 4/23/12 34.504 -5,123 4,886 -237 160,997  279,558 -18,561 260,997
  Buy SDAX Deutz 1,864.62 3.250   12/10/12 3.138 6,060        285,618 -24,621  
    SLI long Swiss Life 58.15 104.219   6/24/13 120.698 6,060        291,678 -30,681  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/10/12 Sell SSE 50 short China Unicom 8,940.71 0.413 0.620 6/04/12 0.506 -4,524 5,539 1,015 162,012  287,154 -25,143 262,012
    SDAX Deutz 1,864.62 3.138 3.366 11/26/12 3.250 -6,060 6,276 216 162,228  281,094 -18,866 262,228
    CAC Next 20 Hermes International 27.83 235.500 187.400 10/01/12 211.450 -5,885 5,215 -669 161,559  275,210 -13,651 261,559
  Buy SSE 50 long China Rwy Constr 8,655.03 0.716   4/29/13 0.634 6,197        281,407 -19,848  
    CAC 40 Societe Generale 215.06 28.815   1/14/13 34.140 6,197        287,604 -26,045  
    SDAX ADLER Real Estate 4,426.43 1.400   6/10/13 2.099 6,197        293,801 -32,242  
12/17/12 Sell PSI 20 short Impresa 21,800.00 0.300 0.280 11/19/12 0.290 -6,322 6,104 -218 161,341  287,479 -26,138 261,341
    SMI Julius Bär 242.03 27.324 24.917 11/19/12 26.121 -6,322 6,031 -291 161,050  281,157 -20,107 261,050
  Buy   long Richemont 100.50 59.929   10/14/13 74.199 6,023        287,180 -26,130  
12/24/12 Sell MerVal short Pampa Energía 42,327.35 0.147 0.143 10/29/12 0.145 -6,129 6,040 -89 160,961  281,051 -20,090 260,961
  Buy   long Gr Fin Galicia 8,633.50 0.697   5/27/13 0.697 6,021        287,072 -26,111  
12/31/12 Sell OMXH 25 short Outokumpu 989.72 7.400 5.440 11/12/12 6.420 -6,354 5,384 -970 159,991  280,718 -20,727 259,991
  Buy   long Orion 269.41 22.200   3/18/13 22.000 5,981        286,698 -26,708  
1/07/13 Sell OBX 25 long Grieg Seafood 4,788.54 1.707   9/03/12 1.371 -6,567 8,173 1,606 161,596  280,131 -18,535 261,596
    Nikkei (FRA) short Nippon Sheet Glass 292.64 9.100 8.980 5/14/12 9.040 -2,645 2,628 -18 161,579  277,486 -15,907 261,579
      Sharp 68.48 23.550 63.366 5/14/12 38.630 -2,645 4,339 1,694 163,273  274,841 -11,568 263,273
  Buy IBEX 35 long Mediaset Esp 1,104.63 5.696   2/04/13 5.150 6,292        281,133 -17,860  
    OBX 25 short REC Silicon 3,491.09 1.802   1/21/13 1.488 6,292        287,425 -24,152  
    Nikkei (FRA) long Subaru 317.78 9.900   1/14/13 9.907 3,146        290,571 -27,298  
      Shinsei Bank 201.67 15.600   1/14/13 13.840 3,146        293,717 -30,444  
1/14/13 Sell CAC 40 long Societe Generale 215.06 34.140   12/10/12 28.815 -6,197 7,342 1,145 164,418  287,520 -23,102 264,418
    MDAX short Ströer Media 924.43 6.901 6.359 10/29/12 6.630 -6,129 5,878 -251 164,167  281,391 -17,223 264,167
    Nikkei (FRA) long Subaru 317.78 9.907   1/07/13 9.900 -3,146 3,148 2 164,170  278,245 -14,075 264,170
      Shinsei Bank 201.67 13.840   1/07/13 15.600 -3,146 2,791 -355 163,815  275,099 -11,284 263,815
  Buy CAC 40 short Engie 409.14 15.430   1/28/13 15.390 6,313        281,412 -17,597  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX long KUKA 223.98 28.185   6/24/13 31.820 6,313        287,725 -23,910  
    Nikkei (FRA) short Screen 162.00 19.485   2/11/13 16.805 3,157        290,881 -27,066  
1/21/13 Sell OBX 25 short REC Silicon 3,491.09 1.488 2.182 1/07/13 1.802 -6,292 7,619 1,327 165,142  284,589 -19,447 265,142
  Buy   long Grieg Seafood 3,537.20 1.736   1/28/13 1.688 6,142        290,731 -25,589  
1/28/13 Sell CAC 40 short Engie 409.14 15.390 15.470 1/14/13 15.430 -6,313 6,329 16 165,158  284,418 -19,260 265,158
    OBX 25 long Grieg Seafood 3,537.20 1.688   1/21/13 1.736 -6,142 5,971 -171 164,987  278,276 -13,289 264,987
  Buy CAC 40 Credit Agricole 810.62 7.762   2/11/13 7.414 6,292        284,568 -19,581  
    OBX 25 short REC Silicon 4,067.75 1.547   2/25/13 1.312 6,292        290,860 -25,873  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,104.63 5.150   1/07/13 5.696 -6,292 5,689 -603 164,384  284,568 -20,184 264,384
    RTX short RusHydro 3,210.53 1.770 2.468 9/17/12 2.090 -6,710 7,923 1,213 165,597  277,858 -12,261 265,597
  Buy IBEX 35 Bankia 288.60 21.944   9/09/13 3.016 6,333        284,191 -18,594  
    RTX long Magnit 182.72 34.660   3/11/13 34.010 6,333        290,524 -24,927  
2/11/13 Sell CAC 40 long Credit Agricole 810.62 7.414   1/28/13 7.762 -6,292 6,010 -282 165,315  284,232 -18,917 265,315
    Nikkei (FRA) short Screen 162.00 16.805 22.592 1/14/13 19.485 -3,157 3,660 503 165,819  281,076 -15,257 265,819
    GCX REC Silicon 1,472.68 1.027 11.783 4/23/12 3.479 -5,123 17,353 12,230 178,049  275,953 2,096 278,049
  Buy CAC 40 Orange 888.37 7.883   2/25/13 7.479 7,003        282,956 -4,907  
    ÖkoDAX long PNE Wind 2,510.04 2.790   4/29/13 2.700 7,003        289,959 -11,910  
    Nikkei (FRA) Subaru 324.21 10.800   8/26/13 18.441 3,501        293,460 -15,412  
      Mazda Motor 281.36 12.445   8/26/13 15.485 3,502        296,962 -18,913  
    GCX SunPower 991.55 7.063   11/25/13 21.795 7,003        303,965 -25,916  
2/18/13 Sell GEX short ZhongDe Waste Tech 1,737.50 2.050 3.824 5/07/12 2.800 -4,865 6,645 1,780 179,829  299,100 -19,271 279,829
  Buy   long MBB 352.05 18.500   4/22/13 17.650 6,513        305,613 -25,784  
2/25/13 Sell CAC 40 short Orange 888.37 7.479 8.309 2/11/13 7.883 -7,003 7,381 378 180,207  298,610 -18,403 280,207
    OBX 25 REC Silicon 4,067.75 1.312 1.824 1/28/13 1.547 -6,292 7,421 1,129 181,336  292,318 -10,982 281,336
  Buy CAC 40 long Credit Agricole 904.08 7.475   4/22/13 6.300 6,758        299,076 -17,740  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Norwegian 231.12 29.241   4/15/13 28.036 6,758        305,834 -24,498  
3/11/13 Sell RTX long Magnit 182.72 34.010   2/04/13 34.660 -6,333 6,214 -119 181,217  299,501 -18,284 281,217
    Topix (FRA) short Kansai Electric Pwr 1,151.70 6.145 5.259 9/03/12 5.702 -6,567 6,057 -510 180,707  292,934 -12,227 280,707
  Buy RTX RusHydro 3,994.64 1.680   9/14/15 0.774 6,711        299,645 -18,938  
    Topix (FRA) long Mazda Motor 543.18 12.355   4/01/13 11.250 6,711        306,356 -25,649  
3/18/13 Sell OMXH 25 long Orion 269.41 22.000   12/31/12 22.200 -5,981 5,927 -54 180,653  300,375 -19,722 280,653
  Buy   short Outokumpu 1,181.70 5.520   9/16/13 4.600 6,523        306,898 -26,245  
3/25/13 Sell Athex LC long Alpha Bank 98.01 37.850   9/03/12 67.000 -6,567 3,710 -2,857 177,796  300,331 -22,535 277,796
  Buy   short Eurobank Ergasias 24.54 260.000   9/30/13 50.000 6,380        306,711 -28,916  
4/01/13 Sell Topix (FRA) long Mazda Motor 543.18 11.250   3/11/13 12.355 -6,711 6,111 -600 177,196  300,000 -22,805 277,196
  Buy   short Nidec 290.30 21.905   4/15/13 21.896 6,359        306,359 -29,164  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,760.18 3.018   9/17/12 2.431 -6,710 8,331 1,621 178,817  299,649 -20,833 278,817
  Buy   short Li & Fung 6,184.31 1.043   9/30/13 1.073 6,449        306,098 -27,282  
4/15/13 Sell OBX 25 long Norwegian 231.12 28.036   2/25/13 29.241 -6,758 6,480 -278 178,538  299,340 -20,802 278,538
    Topix (FRA) short Nidec 290.30 21.896 21.914 4/01/13 21.905 -6,359 6,362 3 178,541  292,981 -14,440 278,541
  Buy OBX 25 Frontline 890.61 7.413   10/21/13 8.829 6,602        299,583 -21,042  
    Topix (FRA) long Mazda Motor 564.03 11.705   6/03/13 14.600 6,602        306,185 -27,644  
4/22/13 Sell France long Eurofins Scientific 47.95 153.250   8/13/12 103.550 -4,965 7,348 2,383 180,924  301,220 -20,296 280,924
    HSI Galaxy Entertainment 2,594.06 3.135   8/20/12 2.352 -6,102 8,132 2,030 182,954  295,118 -12,164 282,954
    CAC 40 Credit Agricole 904.08 6.300   2/25/13 7.475 -6,758 5,696 -1,062 181,891  288,360 -6,469 281,891
    TSX 60 Couche-Tard 912.79 7.405   8/20/12 6.685 -6,102 6,759 657 182,548  282,258 290 282,548
    CAC Mid 60 Eurofins Scientific 55.76 153.250   9/10/12 110.000 -6,134 8,545 2,412 184,960  276,125 8,836 284,960
    GEX MBB 352.05 17.650   2/18/13 18.500 -6,513 6,214 -299 184,661  269,612 15,049 284,661
  Buy France short ArcelorMittal 285.02 26.286   5/06/13 29.061 7,492        277,104 7,557  
    HSI China Shenhua HK 2,944.74 2.544   9/16/13 2.475 7,492        284,596 65  
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 285.02 26.286   8/05/13 28.620 7,492        292,088 -7,427  
    TSX 60 Barrick Gold 517.98 14.464   9/30/13 13.729 7,492        299,580 -14,919  
    CAC Mid 60 CGG 15.05 497.920   4/29/13 532.320 7,494        307,073 -22,413  
    GEX YOC 1,483.86 5.049   9/23/13 2.219 7,492        314,565 -29,905  
4/29/13 Sell SSE 50 long China Rwy Constr 8,655.03 0.634   12/10/12 0.716 -6,197 5,490 -707 183,954  308,368 -24,415 283,954
    ÖkoDAX PNE Wind 2,510.04 2.700   2/11/13 2.790 -7,003 6,777 -226 183,728  301,365 -17,638 283,728
    CAC Mid 60 short CGG 15.05 532.320 463.520 4/22/13 497.920 -7,494 6,976 -518 183,210  293,872 -10,662 283,210
  Buy SSE 50 China Northern Rare 3,001.32 2.270   5/06/13 2.286 6,813        300,685 -17,475  
    ÖkoDAX SolarWorld 64.24 106.050   4/13/15 14.550 6,813        307,497 -24,287  
5/06/13 Sell France short ArcelorMittal 285.02 29.061 23.511 4/22/13 26.286 -7,492 6,701 -791 182,419  300,005 -17,586 282,419
    SSE 50 China Northern Rare 3,001.32 2.286 2.254 4/29/13 2.270 -6,813 6,765 -48 182,371  293,192 -10,821 282,371
  Buy   long China Minsheng Bk 6,455.54 1.052   5/13/13 1.064 6,788        299,980 -17,609  
5/13/13 Sell   long China Minsheng Bk 6,455.54 1.064   5/06/13 1.052 -6,788 6,870 82 182,453  293,192 -10,739 282,453
    HSI-Fin Bank of China (HK) 2,811.30 2.748   9/17/12 2.387 -6,710 7,724 1,014 183,467  286,482 -3,015 283,467
  Buy SSE 50 short China Northern Rare 2,960.85 2.368   11/04/13 2.137 7,011        293,493 -10,026  
    HSI-Fin Ping An 2,340.12 2.996   10/14/13 2.804 7,011        300,504 -17,037  
5/27/13 Sell MerVal long Gr Fin Galicia 8,633.50 0.697   12/24/12 0.697 -6,021 6,015 -6 183,461  294,483 -11,022 283,461
  Buy   short Pampa Energía 41,830.47 0.163   6/10/13 0.158 6,810        301,293 -17,832  
6/03/13 Sell Nordic 30 long Pandora 443.61 26.264   8/13/12 11.192 -4,965 11,651 6,686 190,147  296,328 -6,181 290,147
    Topix (FRA) Mazda Motor 564.03 14.600   4/15/13 11.705 -6,602 8,235 1,633 191,780  289,726 2,054 291,780
  Buy Nordic 30 short Equinor 423.58 17.340   7/29/13 16.264 7,345        297,071 -5,291  
    Topix (FRA) Inpex 923.55 7.953   11/18/13 8.519 7,345        304,416 -12,636  
6/10/13 Sell SDAX long ADLER Real Estate 4,426.43 2.099   12/10/12 1.400 -6,197 9,291 3,094 194,874  298,219 -3,345 294,874
    HSI-Prop China Ov Land & Inv 1,358.86 2.124   1/16/12 1.541 -2,094 2,886 792 195,666  296,125 -459 295,666
      China Res Land 1,481.85 2.183   1/16/12 1.413 -2,094 3,234 1,140 196,806  294,031 2,775 296,806
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short Pampa Energía 41,830.47 0.158 0.168 5/27/13 0.163 -6,810 7,011 201 197,007  287,221 9,786 297,007
    STI long ThaiBev 22,620.17 0.382   7/02/12 0.212 -4,800 8,632 3,832 200,839  282,421 18,418 300,839
  Buy France short ArcelorMittal 283.10 28.191   7/08/13 26.415 7,981        290,402 10,437  
    SDAX Hypoport 1,066.98 7.480   9/30/13 8.120 7,981        298,383 2,456  
    HSI-Prop Hang Lung 1,553.81 2.568   11/18/13 2.531 3,990        302,374 -1,535  
      Sino Land 3,708.30 1.076   11/18/13 1.043 3,991        306,364 -5,525  
    MerVal long Telecom Argentina 2,107.03 3.788   6/17/13 3.268 7,981        314,345 -13,506  
    CAC Mid 60 short CGG 14.22 561.120   8/05/13 575.840 7,979        322,324 -21,485  
6/17/13 Sell ISEQ 20 long Kerry Group 76.13 42.250   8/27/12 37.580 -2,861 3,216 356 201,194  319,463 -18,269 301,194
      Smurfit Kappa 436.79 12.270   8/27/12 6.550 -2,861 5,359 2,498 203,693  316,602 -12,910 303,693
    MerVal Telecom Argentina 2,107.03 3.268   6/10/13 3.788 -7,981 6,886 -1,095 202,598  308,621 -6,024 302,598
    Indices OMXC 20 92.37 70.001   9/10/12 66.404 -6,134 6,466 332 202,930  302,488 442 302,930
  Buy ISEQ 20 short C&C Group 895.82 4.233   7/29/13 4.100 3,792        306,280 -3,350  
      CRH 242.59 15.631   7/29/13 15.994 3,792        310,072 -7,142  
    PSI 20 long Teixeira Duarte 14,044.44 0.540   6/24/13 0.570 7,584        317,656 -14,726  
    MerVal short Comercial del Plata 107,880.51 0.070   8/12/13 0.067 7,584        325,240 -22,310  
    Indices RTX 5.44 1,393.590   8/12/13 1,391.500 7,581        332,821 -29,891  
6/24/13 Sell Germany long ADLER Real Estate 5,198.31 2.050   9/10/12 1.180 -6,134 10,657 4,523 207,453  326,687 -19,234 307,453
    MDAX KUKA 223.98 31.820   1/14/13 28.185 -6,313 7,127 814 208,267  320,374 -12,107 308,267
    BEL 20 Galapagos 375.75 14.210   11/12/12 16.910 -6,354 5,339 -1,015 207,252  314,020 -6,768 307,252
    PSI 20 Teixeira Duarte 14,044.44 0.570   6/17/13 0.540 -7,584 8,005 421 207,674  306,436 1,238 307,674
    OMXC 20 Genmab 554.15 22.604   7/16/12 8.469 -4,693 12,526 7,833 215,507  301,743 13,764 315,507
    OMXS 30 Electrolux 129.90 19.030   7/23/12 17.722 -2,302 2,472 170 215,676  299,441 16,236 315,676
      Swedbank 166.95 16.871   7/23/12 13.789 -2,302 2,817 515 216,191  297,139 19,052 316,191
    FT 30 Ferguson 1.51 3,452.810   8/06/12 3,068.570 -4,634 5,214 580 216,771  292,505 24,266 316,771
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Swiss Life 58.15 120.698   11/26/12 104.219 -6,060 7,019 958 217,730  286,445 31,285 317,730
    BAX KUKA 262.20 31.820   10/29/12 23.375 -6,129 8,343 2,214 219,944  280,316 39,628 319,944
  Buy Germany short SolarWorld 97.76 91.950   7/29/13 77.250 8,989        289,305 30,639  
    MDAX Salzgitter 353.83 25.405   7/01/13 25.340 8,989        298,294 21,650  
    BEL 20 Aperam 1,080.41 8.320   7/15/13 8.461 8,989        307,283 12,661  
    OMXC 20 FLSmidth 256.59 35.032   7/01/13 34.376 8,989        316,272 3,672  
    OMXS 30 Boliden 470.67 9.549   7/08/13 9.256 4,495        320,767 -823  
      Tele2 512.01 8.778   7/08/13 9.227 4,494        325,261 -5,317  
    FT 30 Man Group 94.37 95.252   7/01/13 100.211 8,989        334,250 -14,306  
    SLI Kühne & Nagel 110.78 81.145   7/08/13 90.725 8,989        343,239 -23,295  
    BAX SFC Energy 1,892.42 4.750   7/01/13 4.650 8,989        352,228 -32,284  
7/01/13 Sell MDAX short Salzgitter 353.83 25.340 25.470 6/24/13 25.405 -8,989 9,012 23 219,967  343,239 -23,272 319,967
    OMXC 20 FLSmidth 256.59 34.376 35.701 6/24/13 35.032 -8,989 9,161 172 220,139  334,250 -14,112 320,139
    FT 30 Man Group 94.37 100.211 90.294 6/24/13 95.252 -8,989 8,521 -468 219,671  325,261 -5,591 319,671
    BAX SFC Energy 1,892.42 4.650 4.852 6/24/13 4.750 -8,989 9,182 193 219,864  316,272 3,592 319,864
  Buy MDAX long Dürr 336.95 23.998   7/28/14 30.355 8,086        324,358 -4,494  
    OMXC 20 Vestas Wind Systems 749.22 10.793   9/01/14 31.864 8,086        332,444 -12,580  
    FT 30 Lloyds Bank 108.00 74.871   9/09/13 90.907 8,086        340,530 -20,666  
    BAX Morphosys 183.17 44.145   4/14/14 58.270 8,086        348,616 -28,752  
7/08/13 Sell France short ArcelorMittal 283.10 26.415 30.086 6/10/13 28.191 -7,981 8,517 537 220,401  340,636 -20,235 320,401
    OMXS 30 Boliden 470.67 9.256 9.852 6/24/13 9.549 -4,495 4,637 143 220,543  336,141 -15,598 320,543
      Tele2 512.01 9.227 8.329 6/24/13 8.778 -4,494 4,265 -230 220,313  331,647 -11,333 320,313
    SLI Kühne & Nagel 110.78 90.725 71.565 6/24/13 81.145 -8,989 7,928 -1,061 219,252  322,657 -3,405 319,252
  Buy OMXS 30 long Nokia 1,239.33 3.186   10/13/14 6.407 3,948        326,605 -7,353  
      Kinnevik 180.54 21.868   10/13/14 22.475 3,948        330,553 -11,301  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Lonza 131.16 60.201   8/12/13 56.494 7,896        338,449 -19,197  
7/15/13 Sell BEL 20 short Aperam 1,080.41 8.461 8.179 6/24/13 8.320 -8,989 8,837 -152 219,100  329,460 -10,361 319,100
  Buy   long KBC 246.19 31.350   10/13/14 40.740 7,718        337,178 -18,079  
7/29/13 Sell Germany short SolarWorld 97.76 77.250 109.447 6/24/13 91.950 -8,989 10,700 1,711 220,810  328,189 -7,379 320,810
    ATX long Österreichische Post 189.11 31.600   6/25/12 25.890 -4,896 5,976 1,080 221,890  323,293 -1,403 321,890
    ISEQ 20 short C&C Group 895.82 4.100 4.370 6/17/13 4.233 -3,792 3,915 123 222,013  319,501 2,512 322,013
      CRH 242.59 15.994 15.268 6/17/13 15.631 -3,792 3,704 -88 221,925  315,709 6,216 321,925
    Nordic 30 Equinor 423.58 16.264 18.488 6/03/13 17.340 -7,345 7,831 486 222,411  308,364 14,047 322,411
  Buy ATX Raiffeisen Bank Int 364.35 23.085   10/21/13 25.350 8,411        316,775 5,636  
    ISEQ 20 long FBD Holdings 269.58 15.600   8/05/13 16.650 4,205        320,981 1,430  
      Smurfit Kappa 294.09 14.300   8/05/13 15.150 4,205        325,186 -2,775  
    Nordic 30 Pandora 292.87 28.719   4/28/14 46.257 8,411        333,597 -11,186  
8/05/13 Sell CAC 40 short ArcelorMittal 285.02 28.620 23.952 4/22/13 26.286 -7,492 6,827 -665 221,746  326,105 -4,359 321,746
    ISEQ 20 long FBD Holdings 269.58 16.650   7/29/13 15.600 -4,205 4,489 283 222,029  321,900 129 322,029
      Smurfit Kappa 294.09 15.150   7/29/13 14.300 -4,205 4,455 250 222,279  317,694 4,585 322,279
    CAC Mid 60 short CGG 14.22 575.840 546.400 6/10/13 561.120 -7,979 7,770 -209 222,070  309,715 12,355 322,070
  Buy ISEQ 20 C&C Group 1,009.42 4.141   9/09/13 4.285 4,180        313,895 8,175  
      Flutter 68.52 61.000   9/09/13 61.200 4,180        318,075 3,995  
8/12/13 Sell MerVal short Comercial del Plata 107,880.51 0.067 0.074 6/17/13 0.070 -7,584 7,962 378 222,447  310,491 11,956 322,447
    SLI long Lonza 131.16 56.494   7/08/13 60.201 -7,896 7,410 -486 221,961  302,595 19,366 321,961
    Indices short RTX 5.44 1,391.500 1,395.690 6/17/13 1,393.590 -7,581 7,593 11 221,972  295,014 26,959 321,972
  Buy MerVal long Telecom Argentina 2,069.32 4.215   2/10/14 2.998 8,723        303,737 18,236  
    Indices Merval 17.40 501.316   8/04/14 750.468 8,723        312,460 9,513  
8/26/13 Sell Nikkei (FRA) long Subaru 324.21 18.441   2/11/13 10.800 -3,501 5,979 2,477 224,450  308,958 15,492 324,450
      Mazda Motor 281.36 15.485   2/11/13 12.445 -3,502 4,357 855 225,305  305,457 19,848 325,305
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Teixeira Duarte 12,877.61 0.670   9/02/13 0.650 8,628        314,085 11,220  
    Nikkei (FRA) short Nikon 328.06 13.150   9/09/13 12.596 4,314        318,399 6,906  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,877.61 0.650   8/26/13 0.670 -8,628 8,370 -258 225,048  309,771 15,277 325,048
9/09/13 Sell IBEX 35 short Bankia 288.60 3.016 159.661 2/04/13 21.944 -6,333 46,078 39,745 264,793  303,438 61,355 364,793
    ISEQ 20 C&C Group 1,009.42 4.285 3.997 8/05/13 4.141 -4,180 4,035 -145 264,647  299,258 65,390 364,647
      Flutter 68.52 61.200 60.800 8/05/13 61.000 -4,180 4,166 -14 264,634  295,078 69,556 364,634
    FT 30 long Lloyds Bank 108.00 90.907   7/01/13 74.871 -8,086 9,818 1,732 266,365  286,992 79,374 366,365
    Nikkei (FRA) short Nikon 328.06 12.596 13.728 8/26/13 13.150 -4,314 4,504 190 266,555  282,678 83,877 366,555
  Buy IBEX 35 long Siemens Gamesa 2,092.94 5.380   12/16/13 7.030 11,260        293,938 72,617  
    ISEQ 20 Bank of Ireland 795.20 7.080   10/14/13 6.960 5,630        299,568 66,987  
      Smurfit Kappa 352.98 15.950   10/14/13 17.020 5,630        305,198 61,357  
    PSI 20 Impresa 16,558.82 0.680   9/16/13 0.670 11,260        316,458 50,097  
    FT 30 short Man Group 106.80 105.435   10/14/13 92.741 11,260        327,718 38,837  
    Nikkei (FRA) long Furukawa Co 336.52 16.730   9/30/13 17.160 5,630        333,348 33,207  
      Tokyo Electric Power 1,439.90 3.910   9/30/13 4.520 5,630        338,978 27,577  
9/16/13 Sell HSI short China Shenhua HK 2,944.74 2.475 2.615 4/22/13 2.544 -7,492 7,701 209 266,764  331,486 35,278 366,764
    OMXH 25 Outokumpu 1,181.70 4.600 6.624 3/18/13 5.520 -6,523 7,828 1,305 268,069  324,963 43,105 368,069
    PSI 20 long Impresa 16,558.82 0.670   9/09/13 0.680 -11,260 11,094 -166 267,903  313,703 54,200 367,903
  Buy HSI Galaxy Entertainment 1,971.75 5.352   12/23/13 6.370 10,552        324,255 43,648  
    OMXH 25 Nokia 2,235.59 4.720   10/21/13 5.265 10,552        334,807 33,096  
9/23/13 Sell GEX short YOC 1,483.86 2.219 11.488 4/22/13 5.049 -7,492 17,047 9,555 277,458  327,315 50,143 377,458
  Buy PSI 20 long Teixeira Duarte 16,196.97 0.660   12/09/13 0.920 10,690        338,005 39,453  
    GEX Manz 199.55 53.570   4/14/14 65.730 10,690        348,695 28,763  
9/30/13 Sell SDAX short Hypoport 1,066.98 8.120 6.840 6/10/13 7.480 -7,981 7,298 -683 276,775  340,714 36,061 376,775
    HSI-C&I Li & Fung 6,184.31 1.073 1.013 4/08/13 1.043 -6,449 6,263 -186 276,589  334,265 42,324 376,589
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Barrick Gold 517.98 13.729 15.238 4/22/13 14.464 -7,492 7,893 401 276,990  326,773 50,216 376,990
    Athex LC Eurobank Ergasias 24.54 50.000 1,352.000 3/25/13 260.000 -6,380 33,178 26,798 303,787  320,393 83,394 403,787
    Nikkei (FRA) long Furukawa Co 336.52 17.160   9/09/13 16.730 -5,630 5,775 145 303,932  314,763 89,169 403,932
      Tokyo Electric Power 1,439.90 4.520   9/09/13 3.910 -5,630 6,508 878 304,810  309,133 95,677 404,810
  Buy SDAX ADLER Real Estate 4,241.36 2.950   10/14/13 3.079 12,512        321,645 83,165  
    HSI-C&I Galaxy Entertainment 2,418.20 5.174   2/03/14 7.265 12,512        334,157 70,653  
    TSX 60 Bausch Health 162.75 76.879   9/29/14 102.197 12,512        346,669 58,141  
    Athex LC Aegean Airlines 2,979.05 4.200   1/27/14 7.210 12,512        359,181 45,629  
    Nikkei (FRA) short Nikon 478.29 13.080   11/04/13 13.433 6,256        365,437 39,373  
    CAC Next 20 SES 591.58 21.150   10/07/13 21.020 12,512        377,949 26,861  
10/07/13 Sell   short SES 591.58 21.020 21.281 9/30/13 21.150 -12,512 12,589 77 304,888  365,437 39,451 404,888
    Nikkei (TYO) long Subaru 773.27 20.003   11/19/12 8.176 -6,322 15,468 9,146 314,034  359,115 54,919 414,034
  Buy CAC Next 20 EDF 493.39 23.760   10/28/13 25.570 11,723        370,838 43,196  
    Nikkei (TYO) short Nikon 926.69 12.650   10/14/13 13.191 11,723        382,561 31,473  
10/14/13 Sell SDAX long ADLER Real Estate 4,241.36 3.079   9/30/13 2.950 -12,512 13,059 547 314,581  370,049 44,532 414,581
    HSI-Fin short Ping An 2,340.12 2.804 3.201 5/13/13 2.996 -7,011 7,491 480 315,061  363,038 52,023 415,061
    ISEQ 20 long Bank of Ireland 795.20 6.960   9/09/13 7.080 -5,630 5,535 -95 314,965  357,408 57,557 414,965
      Smurfit Kappa 352.98 17.020   9/09/13 15.950 -5,630 6,008 378 315,343  351,778 63,565 415,343
    FT 30 short Man Group 106.80 92.741 119.865 9/09/13 105.435 -11,260 12,802 1,541 316,884  340,517 76,367 416,884
    SMI long Richemont 100.50 74.199   12/17/12 59.929 -6,023 7,457 1,434 318,318  334,495 83,824 418,318
    Nikkei (TYO) short Nikon 926.69 13.191 12.110 10/07/13 12.650 -11,723 11,222 -501 317,817  322,772 95,046 417,817
  Buy HSI-Fin long AIA 3,496.03 3.667   1/06/14 3.604 12,821        335,592 82,225  
    ISEQ 20 short C&C Group 1,526.31 4.200   10/28/13 4.008 6,411        342,003 75,814  
      Flutter 112.54 56.960   10/28/13 56.500 6,410        348,413 69,404  
    FT 30 long ITV 58.84 217.888   12/02/13 228.772 12,821        361,234 56,583  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Tokyo Electric Power 3,284.49 3.904   11/04/13 3.961 12,821        374,055 43,762  
10/21/13 Sell ATX short Raiffeisen Bank Int 364.35 25.350 20.820 7/29/13 23.085 -8,411 7,586 -825 316,992  365,644 51,348 416,992
    OMXH 25 long Nokia 2,235.59 5.265   9/16/13 4.720 -10,552 11,770 1,218 318,210  355,092 63,118 418,210
    OBX 25 short Frontline 890.61 8.829 5.997 4/15/13 7.413 -6,602 5,341 -1,261 316,949  348,490 68,459 416,949
  Buy ATX long Wienerberger 928.82 13.065   8/11/14 11.525 12,135        360,625 56,324  
    SDAX ADLER Real Estate 4,058.53 2.990   3/31/14 5.100 12,135        372,760 44,189  
    OMXH 25 short YIT 1,219.60 9.950   10/28/13 10.035 12,135        384,895 32,054  
    OBX 25 long REC Silicon 3,424.19 3.544   12/16/13 2.538 12,135        397,030 19,919  
10/28/13 Sell ISEQ 20 short C&C Group 1,526.31 4.008 4.401 10/14/13 4.200 -6,411 6,718 307 317,256  390,619 26,637 417,256
      Flutter 112.54 56.500 57.424 10/14/13 56.960 -6,410 6,462 52 317,308  384,209 33,099 417,308
    OMXH 25 YIT 1,219.60 10.035 9.865 10/21/13 9.950 -12,135 12,031 -104 317,205  372,074 45,131 417,205
    CAC Next 20 long EDF 493.39 25.570   10/07/13 23.760 -11,723 12,616 893 318,098  360,351 57,747 418,098
  Buy ISEQ 20 Bank of Ireland 774.48 7.680   11/25/13 8.040 5,948        366,299 51,799  
      Smurfit Kappa 345.61 17.210   11/25/13 17.550 5,948        372,247 45,851  
    OMXH 25 Nokia 2,398.39 4.960   11/11/13 5.770 11,896        384,143 33,955  
    CAC Next 20 short STMicroelectronics 2,126.94 5.593   11/11/13 5.653 11,896        396,039 22,059  
11/04/13 Sell SSE 50 short China Northern Rare 2,960.85 2.137 2.623 5/13/13 2.368 -7,011 7,767 756 318,854  389,028 29,826 418,854
    Nikkei (FRA) Nikon 478.29 13.433 12.727 9/30/13 13.080 -6,256 6,087 -169 318,685  382,772 35,913 418,685
    Nikkei (TYO) long Tokyo Electric Power 3,284.49 3.961   10/14/13 3.904 -12,821 13,011 190 318,875  369,951 48,924 418,875
  Buy SSE 50 Shanghai Oriental 2,659.24 4.398   12/23/13 4.388 11,694        381,645 37,230  
    Nikkei (FRA) Softbank 204.80 28.550   12/16/13 30.884 5,847        387,492 31,383  
      Tokyo Electric Power 1,475.03 3.964   12/16/13 3.730 5,847        393,339 25,536  
    Nikkei (TYO) short Nikon 870.32 13.437   11/18/13 13.220 11,694        405,033 13,842  
11/11/13 Sell OMXH 25 long Nokia 2,398.39 5.770   10/28/13 4.960 -11,896 13,839 1,943 320,818  393,137 27,681 420,818
    CAC Next 20 short STMicroelectronics 2,126.94 5.653 5.533 10/28/13 5.593 -11,896 11,768 -128 320,690  381,241 39,449 420,690
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OMXH 25 Outokumpu 3,286.57 3.500   12/02/13 3.690 11,503        392,744 27,946  
    CAC Next 20 long EDF 444.47 25.880   12/09/13 26.640 11,503        404,247 16,443  
11/18/13 Sell HSI-Prop short Hang Lung 1,553.81 2.531 2.606 6/10/13 2.568 -3,990 4,050 59 320,749  400,257 20,493 420,749
      Sino Land 3,708.30 1.043 1.110 6/10/13 1.076 -3,991 4,118 127 320,876  396,266 24,610 420,876
    Topix (FRA) Inpex 923.55 8.519 7.387 6/03/13 7.953 -7,345 6,822 -523 320,354  388,921 31,433 420,354
    Nikkei (TYO) Nikon 870.32 13.220 13.657 11/04/13 13.437 -11,694 11,886 192 320,545  377,227 43,318 420,545
  Buy HSI-Prop long CK Hutchison 489.20 11.852   2/10/14 10.645 5,798        383,025 37,520  
      China Ov Land & Inv 2,498.38 2.321   2/10/14 1.876 5,798        388,823 31,722  
    Topix (FRA) Softbank 404.83 28.644   11/25/13 31.950 11,596        400,419 20,126  
    Nikkei (TYO) MinebeaMitsumi 2,309.36 5.021   3/03/14 6.187 11,596        412,015 8,530  
11/25/13 Sell ISEQ 20 long Bank of Ireland 774.48 8.040   10/28/13 7.680 -5,948 6,227 279 320,824  406,067 14,757 420,824
      Smurfit Kappa 345.61 17.550   10/28/13 17.210 -5,948 6,065 118 320,942  400,119 20,823 420,942
    Topix (FRA) Softbank 404.83 31.950   11/18/13 28.644 -11,596 12,934 1,338 322,280  388,523 33,757 422,280
    GCX SunPower 991.55 21.795   2/11/13 7.063 -7,003 21,611 14,608 336,887  381,520 55,367 436,887
  Buy ISEQ 20 short Flutter 109.74 56.070   12/02/13 56.450 6,153        387,673 49,214  
      Ryanair Holdings 1,055.04 5.832   12/02/13 6.109 6,153        393,826 43,061  
    Topix (FRA) Komatsu 786.68 15.643   6/09/14 16.815 12,306        406,132 30,755  
    GCX Aurubis 290.41 42.375   1/06/14 43.845 12,306        418,438 18,449  
12/02/13 Sell ISEQ 20 short Flutter 109.74 56.450 55.690 11/25/13 56.070 -6,153 6,111 -42 336,846  412,285 24,560 436,846
      Ryanair Holdings 1,055.04 6.109 5.555 11/25/13 5.832 -6,153 5,861 -292 336,553  406,132 30,421 436,553
    OMXH 25 Outokumpu 3,286.57 3.690 3.310 11/11/13 3.500 -11,503 10,879 -624 335,929  394,629 41,300 435,929
    FT 30 long ITV 58.84 228.772   10/14/13 217.888 -12,821 13,461 640 336,569  381,809 54,761 436,569
  Buy ISEQ 20 Bank of Ireland 736.39 8.340   4/14/14 8.250 6,141        387,950 48,619  
      Smurfit Kappa 356.24 17.240   4/14/14 17.010 6,142        394,092 42,478  
    OMXH 25 Nokia 2,078.69 5.909   12/09/13 5.850 12,283        406,375 30,195  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 short RSA Insurance 22.01 558.095   12/23/13 490.074 12,284        418,658 17,911  
12/09/13 Sell OMXH 25 long Nokia 2,078.69 5.850   12/02/13 5.909 -12,283 12,160 -123 336,447  406,375 30,071 436,447
    PSI 20 Teixeira Duarte 16,196.97 0.920   9/23/13 0.660 -10,690 14,901 4,211 340,658  395,685 44,973 440,658
    CAC Next 20 EDF 444.47 26.640   11/11/13 25.880 -11,503 11,841 338 340,996  384,182 56,813 440,996
  Buy OMXH 25 short Outotec 1,858.29 6.697   5/12/14 8.620 12,445        396,627 44,368  
    CAC Next 20 STMicroelectronics 2,283.49 5.450   1/13/14 5.763 12,445        409,072 31,923  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,092.94 7.030   9/09/13 5.380 -11,260 14,713 3,453 344,449  397,812 46,637 444,449
    OBX 25 REC Silicon 3,424.19 2.538   10/21/13 3.544 -12,135 8,689 -3,446 341,003  385,677 55,326 441,003
    Nikkei (FRA) Softbank 204.80 30.884   11/04/13 28.550 -5,847 6,325 478 341,481  379,830 61,651 441,481
      Tokyo Electric Power 1,475.03 3.730   11/04/13 3.964 -5,847 5,502 -345 341,136  373,983 67,153 441,136
    DJ Global Titans Bank of America 850.82 11.075   10/29/12 7.204 -6,129 9,423 3,294 344,430  367,854 76,575 444,430
  Buy IBEX 35 short Acciona 327.59 39.760   1/20/14 48.255 13,025        380,879 63,550  
    OBX 25 TGS-NOPEC 767.43 16.972   12/23/13 17.469 13,025        393,904 50,525  
    Nikkei (FRA) Nitto Denko 224.72 28.981   12/30/13 30.258 6,513        400,417 44,013  
      Pacific Metals 261.97 24.860   12/30/13 26.180 6,513        406,930 37,500  
    CAC Mid 60 Adocia 2,281.09 5.710   12/23/13 5.660 13,025        419,955 24,475  
    DJ Global Titans IBM 100.78 129.242   12/23/13 133.044 13,025        432,980 11,450  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,659.24 4.388   11/04/13 4.398 -11,694 11,669 -25 344,405  421,286 23,119 444,405
    HSI Galaxy Entertainment 1,971.75 6.370   9/16/13 5.352 -10,552 12,560 2,008 346,413  410,734 35,679 446,413
    OBX 25 short TGS-NOPEC 767.43 17.469 16.475 12/16/13 16.972 -13,025 12,643 -381 346,032  397,709 48,323 446,032
    FT 30 RSA Insurance 22.01 490.074 635.558 12/02/13 558.095 -12,284 13,989 1,705 347,737  385,425 62,312 447,737
    CAC Mid 60 Adocia 2,281.09 5.660 5.760 12/16/13 5.710 -13,025 13,140 115 347,851  372,400 75,452 447,851
    DJ Global Titans IBM 100.78 133.044 125.440 12/16/13 129.242 -13,025 12,642 -383 347,468  359,375 88,093 447,468
  Buy SSE 50 Poly Real Estate 20,897.46 0.641   6/02/14 0.591 13,389        372,764 74,704  
    PSI 20 long Impresa 12,283.49 1.090   5/12/14 1.759 13,389        386,153 61,315  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 DNO International 4,606.73 2.906   2/17/14 2.830 13,389        399,542 47,926  
    FT 30 Int Cons Airlines 28.40 471.516   1/27/14 485.635 13,391        412,933 34,535  
    DJ Global Titans Alphabet A 32.79 408.320   10/27/14 433.045 13,389        426,322 21,147  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 224.72 30.258 27.704 12/16/13 28.981 -6,513 6,226 -287 347,181  419,809 27,372 447,181
      Pacific Metals 261.97 26.180 23.540 12/16/13 24.860 -6,513 6,167 -346 346,836  413,297 33,539 446,836
  Buy   long MinebeaMitsumi 1,138.73 5.273   2/10/14 6.030 6,005        419,301 27,534  
      Softbank 189.87 31.625   2/10/14 27.751 6,005        425,306 21,530  
1/06/14 Sell HSI-Fin long AIA 3,496.03 3.604   10/14/13 3.667 -12,821 12,601 -220 346,616  412,485 34,131 446,616
    GCX short Aurubis 290.41 43.845 40.905 11/25/13 42.375 -12,306 11,879 -427 346,189  400,179 46,010 446,189
  Buy HSI-Fin ICBC 26,223.36 0.469   6/02/14 0.478 12,304        412,483 33,706  
    SLI long Vifor Pharma 166.23 74.020   1/27/14 69.103 12,304        424,787 21,402  
    GCX Vestas Wind Systems 493.22 24.946   2/03/14 23.946 12,304        437,091 9,098  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,283.49 5.763 5.137 12/09/13 5.450 -12,445 11,730 -715 345,474  424,646 20,828 445,474
  Buy   long Natixis 2,462.40 4.734   6/23/14 4.867 11,657        436,303 9,171  
1/20/14 Sell IBEX 35 short Acciona 327.59 48.255 31.265 12/16/13 39.760 -13,025 10,242 -2,783 342,691  423,278 19,413 442,691
  Buy   long Siemens Gamesa 1,366.45 8.454   1/27/14 7.622 11,552        434,830 7,861  
    NZX 50 short Chorus 12,331.34 0.937   6/02/14 1.063 11,552        446,382 -3,691  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,366.45 7.622   1/20/14 8.454 -11,552 10,415 -1,137 341,554  434,830 6,724 441,554
    Athex LC Aegean Airlines 2,979.05 7.210   9/30/13 4.200 -12,512 21,479 8,967 350,521  422,318 28,203 450,521
    FT 30 Int Cons Airlines 28.40 485.635   12/23/13 471.516 -13,391 13,792 401 350,922  408,927 41,995 450,922
    SLI Vifor Pharma 166.23 69.103   1/06/14 74.020 -12,304 11,487 -817 350,105  396,623 53,482 450,105
  Buy IBEX 35 short Repsol 718.35 17.525   2/17/14 17.625 12,589        409,212 40,893  
    Athex LC Eurobank Ergasias 256.92 49.000   5/09/16 0.875 12,589        421,801 28,304  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,418.20 7.265   9/30/13 5.174 -12,512 17,567 5,055 355,160  409,289 45,871 455,160
    GCX Vestas Wind Systems 493.22 23.946   1/06/14 24.946 -12,304 11,811 -493 354,667  396,985 57,682 454,667
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 Int Cons Airlines 25.63 499.638   2/10/14 509.014 12,806        409,790 44,876  
    GCX short Aurubis 315.47 40.600   3/03/14 38.880 12,808        422,599 32,068  
2/10/14 Sell HSI-Prop long CK Hutchison 489.20 10.645   11/18/13 11.852 -5,798 5,208 -590 354,077  416,801 37,276 454,077
      China Ov Land & Inv 2,498.38 1.876   11/18/13 2.321 -5,798 4,687 -1,111 352,965  411,003 41,963 452,965
    MerVal Telecom Argentina 2,069.32 2.998   8/12/13 4.215 -8,723 6,205 -2,518 350,447  402,280 48,167 450,447
    FT 30 Int Cons Airlines 25.63 509.014   2/03/14 499.638 -12,806 13,046 240 350,687  389,474 61,213 450,687
    Nikkei (FRA) MinebeaMitsumi 1,138.73 6.030   12/30/13 5.273 -6,005 6,867 862 351,549  383,469 68,080 451,549
      Softbank 189.87 27.751   12/30/13 31.625 -6,005 5,269 -736 350,814  377,465 73,349 450,814
  Buy HSI-Prop short New World Dev 7,426.89 0.882   7/28/14 0.887 6,552        384,017 66,797  
      The Wharf 3,541.05 1.850   7/28/14 2.205 6,552        390,569 60,245  
    Nikkei (FRA) Hitachi Zosen 1,536.95 4.263   6/30/14 3.700 6,552        397,121 53,693  
      Nitto Denko 209.35 31.297   6/30/14 33.890 6,552        403,673 47,141  
2/17/14 Sell IBEX 35 short Repsol 718.35 17.625 17.425 1/27/14 17.525 -12,589 12,517 -72 350,742  391,084 59,658 450,742
    OBX 25 long DNO International 4,606.73 2.830   12/23/13 2.906 -13,389 13,038 -351 350,391  377,695 72,696 450,391
  Buy IBEX 35 Siemens Gamesa 1,565.92 8.351   3/10/14 8.580 13,077        390,772 59,619  
    OBX 25 short Petroleum Geo-Srvcs 1,719.53 7.605   6/02/14 7.980 13,077        403,849 46,542  
2/24/14 Buy MerVal long Edenor 39,500.79 0.315   12/15/14 0.569 12,423        416,272 34,119  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,309.36 6.187   11/18/13 5.021 -11,596 14,287 2,691 353,082  404,676 48,406 453,082
    GCX short Aurubis 315.47 38.880 42.396 2/03/14 40.600 -12,808 13,375 567 353,648  391,868 61,781 453,648
  Buy Nikkei (TYO) Hitachi Zosen 3,282.13 3.926   3/31/14 3.419 12,885        404,753 48,896  
    GCX long Vestas Wind Systems 515.03 25.018   4/14/14 29.233 12,885        417,637 36,011  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,565.92 8.580   2/17/14 8.351 -13,077 13,436 359 354,007  404,560 49,446 454,007
  Buy   short Inditex 600.19 20.970   6/09/14 21.750 12,586        417,146 36,860  
3/31/14 Sell SDAX long ADLER Real Estate 4,058.53 5.100   10/21/13 2.990 -12,135 20,699 8,564 362,570  405,011 57,559 462,570
    Nikkei (TYO) short Hitachi Zosen 3,282.13 3.419 4.508 3/03/14 3.926 -12,885 14,797 1,912 364,482  392,126 72,356 464,482
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SDAX Koenig & Bauer 1,091.06 12.300   5/05/14 11.730 13,420        405,547 58,936  
    Nikkei (TYO) long MinebeaMitsumi 2,082.85 6.443   4/07/14 6.630 13,420        418,967 45,516  
4/07/14 Sell   long MinebeaMitsumi 2,082.85 6.630   3/31/14 6.443 -13,420 13,808 388 364,871  405,547 59,324 464,871
  Buy   short Hitachi Zosen 3,795.51 3.453   7/28/14 3.842 13,104        418,651 46,220  
4/14/14 Sell ISEQ 20 long Bank of Ireland 736.39 8.250   12/02/13 8.340 -6,141 6,075 -66 364,805  412,509 52,296 464,805
      Smurfit Kappa 356.24 17.010   12/02/13 17.240 -6,142 6,060 -82 364,723  406,367 58,355 464,723
    BAX Morphosys 183.17 58.270   7/01/13 44.145 -8,086 10,673 2,587 367,310  398,281 69,029 467,310
    GEX Manz 199.55 65.730   9/23/13 53.570 -10,690 13,116 2,427 369,736  387,592 82,145 469,736
    GCX Vestas Wind Systems 515.03 29.233   3/03/14 25.018 -12,885 15,056 2,171 371,907  374,707 97,201 471,907
  Buy ISEQ 20 short C&C Group 1,587.83 4.480   1/19/15 3.322 7,113        381,820 90,087  
      Flutter 132.74 53.590   1/19/15 66.350 7,114        388,934 82,974  
    BAX Adva 4,441.77 3.203   4/21/14 3.210 14,227        403,161 68,747  
    GEX 4SC 2,481.88 5.732   1/26/15 3.657 14,227        417,388 54,520  
    GCX EJR 276.32 51.487   4/28/14 51.524 14,227        431,614 40,293  
4/21/14 Sell BAX short Adva 4,441.77 3.210 3.196 4/14/14 3.203 -14,227 14,196 -31 371,876  417,387 54,489 471,876
  Buy   long Sixt 454.86 28.930   5/05/14 28.890 13,159        430,546 41,330  
4/28/14 Sell Nordic 30 long Pandora 292.87 46.257   7/29/13 28.719 -8,411 13,547 5,136 377,013  422,136 54,877 477,013
    GCX short EJR 276.32 51.524 51.450 4/14/14 51.487 -14,227 14,217 -10 377,002  407,909 69,094 477,002
  Buy Germany SolarWorld 442.24 30.870   6/09/14 16.900 13,652        421,561 55,442  
    Nordic 30 Carlsberg A 184.96 73.812   5/05/14 74.896 13,652        435,213 41,789  
    GCX long Vestas Wind Systems 443.09 30.811   5/19/14 35.382 13,652        448,865 28,137  
5/05/14 Sell SDAX short Koenig & Bauer 1,091.06 11.730 12.898 3/31/14 12.300 -13,420 14,072 652 377,654  435,445 42,209 477,654
    Nordic 30 Carlsberg A 184.96 74.896 72.728 4/28/14 73.812 -13,652 13,452 -200 377,454  421,793 55,661 477,454
    BAX long Sixt 454.86 28.890   4/21/14 28.930 -13,159 13,141 -18 377,436  408,634 68,802 477,436
  Buy SDAX ADLER Real Estate 2,722.83 5.015   5/19/14 5.000 13,655        422,289 55,147  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Pandora 280.22 48.729   9/15/14 59.766 13,655        435,943 41,492  
    BAX short Adva 4,267.19 3.200   6/09/14 3.196 13,655        449,598 27,837  
5/12/14 Sell OMXH 25 short Outotec 1,858.29 8.620 4.774 12/09/13 6.697 -12,445 8,871 -3,573 373,862  437,154 36,709 473,862
    PSI 20 long Impresa 12,283.49 1.759   12/23/13 1.090 -13,389 21,607 8,218 382,080  423,765 58,315 482,080
  Buy OMXH 25 Outokumpu 2,022.31 6.680   5/19/14 6.250 13,509        437,274 44,806  
5/19/14 Sell SDAX long ADLER Real Estate 2,722.83 5.000   5/05/14 5.015 -13,655 13,614 -41 382,039  423,619 58,421 482,039
    OMXH 25 Outokumpu 2,022.31 6.250   5/12/14 6.680 -13,509 12,639 -870 381,170  410,110 71,060 481,170
    GCX Vestas Wind Systems 443.09 35.382   4/28/14 30.811 -13,652 15,677 2,025 383,195  396,458 86,737 483,195
  Buy HSI Citic Pacific 10,998.92 1.295   11/10/14 1.393 14,248        410,706 72,489  
    SDAX short WCM 8,778.26 1.623   5/26/14 1.623 14,248        424,954 58,241  
    OMXH 25 YIT 1,925.41 7.400   1/26/15 5.508 14,248        439,202 43,993  
    GCX Energy Recovery 4,227.27 3.371   3/02/15 3.076 14,248        453,450 29,745  
5/26/14 Sell SDAX short WCM 8,778.26 1.623 1.623 5/19/14 1.623 -14,248 14,248 0 383,195  439,202 43,993  
  Buy   long ADLER Real Estate 2,396.18 5.500   6/09/14 6.050 13,179        452,381 30,814  
    HSI-C&I Tencent 1,295.91 10.170   10/06/14 12.196 13,179        465,560 17,635  
6/02/14 Sell SSE 50 short Poly Real Estate 20,897.46 0.591 0.695 12/23/13 0.641 -13,389 14,517 1,128 384,323  452,171 32,153 484,323
    HSI-Fin ICBC 26,223.36 0.478 0.460 1/06/14 0.469 -12,304 12,073 -231 384,093  439,867 44,226 484,093
    OBX 25 Petroleum Geo-Srvcs 1,719.53 7.980 7.230 2/17/14 7.605 -13,077 12,433 -644 383,448  426,790 56,659 483,448
    NZX 50 Chorus 12,331.34 1.063 0.811 1/20/14 0.937 -11,552 9,996 -1,556 381,892  415,238 66,655 481,892
  Buy SSE 50 long Sinolink Secs 11,924.35 1.150   6/23/14 1.117 13,713        428,951 52,942  
    HSI-Fin HK Exchgs & Clrg 1,002.02 13.685   9/29/14 17.213 13,713        442,664 39,229  
    OBX 25 Grieg Seafood 4,065.04 3.373   6/30/14 3.430 13,713        456,377 25,516  
    FT 30 National Grid 12.43 1,103.450   6/09/14 1,037.210 13,716        470,092 11,800  
    NZX 50 Tourism 19,694.10 0.696   7/21/14 0.758 13,713        483,805 -1,913  
6/09/14 Sell Germany short SolarWorld 442.24 16.900 56.388 4/28/14 30.870 -13,652 24,937 11,285 393,177  470,154 23,024 493,177
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX long ADLER Real Estate 2,396.18 6.050   5/26/14 5.500 -13,179 14,497 1,318 394,495  456,975 37,521 494,495
    IBEX 35 short Inditex 600.19 21.750 20.190 3/10/14 20.970 -12,586 12,118 -468 394,027  444,389 49,638 494,027
    FT 30 long National Grid 12.43 1,037.210   6/02/14 1,103.450 -13,716 12,893 -823 393,204  430,673 62,531 493,204
    Topix (FRA) short Komatsu 786.68 16.815 14.471 11/25/13 15.643 -12,306 11,384 -922 392,282  418,367 73,915 492,282
    BAX Adva 4,267.19 3.196 3.204 5/05/14 3.200 -13,655 13,672 17 392,299  404,712 87,587 492,299
  Buy Germany long RIB Software 1,035.50 14.000   7/28/14 10.655 14,497        419,209 73,090  
    SDAX short WCM 9,064.31 1.599   12/29/14 1.381 14,497        433,706 58,593  
    IBEX 35 long Bankia 2,370.34 6.116   6/16/14 5.880 14,497        448,203 44,096  
    FT 30 short Tesco 39.87 363.580   11/17/14 241.994 14,496        462,699 29,600  
    Topix (FRA) long Fujitsu 289.77 50.030   9/15/14 48.100 14,497        477,196 15,103  
    BAX Cancom 734.40 19.740   6/16/14 18.403 14,497        491,693 606  
6/16/14 Sell IBEX 35 long Bankia 2,370.34 5.880   6/09/14 6.116 -14,497 13,938 -559 391,739  477,196 14,544 491,739
    BAX Cancom 734.40 18.403   6/09/14 19.740 -14,497 13,515 -982 390,757  462,699 28,058 490,757
  Buy IBEX 35 short ArcelorMittal 395.55 32.790   3/02/15 28.860 12,970        475,669 15,088  
    BAX Adva 4,135.84 3.136   6/23/14 3.096 12,970        488,639 2,118  
6/23/14 Sell SSE 50 long Sinolink Secs 11,924.35 1.117   6/02/14 1.150 -13,713 13,320 -394 390,364  474,926 15,438 490,364
    CAC Next 20 Natixis 2,462.40 4.867   1/13/14 4.734 -11,657 11,985 328 390,691  463,269 27,422 490,691
    BAX short Adva 4,135.84 3.096 3.177 6/16/14 3.136 -12,970 13,138 168 390,859  450,299 40,560 490,859
  Buy SSE 50 Kangmei Pharma 15,411.83 0.862   7/07/14 0.868 13,285        463,584 27,275  
    CAC Next 20 Arkema 188.03 70.655   1/26/15 62.720 13,285        476,869 13,989  
    CAC Mid 60 CGG 38.69 343.360   1/19/15 153.600 13,285        490,154 705  
    BAX long Wacker Neuson 801.75 16.570   7/14/14 17.170 13,285        503,439 -12,580  
6/30/14 Sell OBX 25 long Grieg Seafood 4,065.04 3.430   6/02/14 3.373 -13,713 13,943 230 391,088  489,726 1,363 491,088
    Nikkei (FRA) short Hitachi Zosen 1,536.95 3.700 4.912 2/10/14 4.263 -6,552 7,549 997 392,085  483,174 8,912 492,085
      Nitto Denko 209.35 33.890 28.704 2/10/14 31.297 -6,552 6,009 -543 391,542  476,622 14,921 491,542
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OBX 25 Norwegian 527.86 23.985   7/07/14 25.469 12,661        489,283 2,260  
    Nikkei (FRA) long Fujitsu 115.12 54.990   8/17/15 44.550 6,330        495,613 -4,071  
      MinebeaMitsumi 769.76 8.224   8/17/15 12.573 6,331        501,943 -10,401  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,411.83 0.868 0.856 6/23/14 0.862 -13,285 13,186 -99 391,444  488,658 2,785 491,444
    OBX 25 Norwegian 527.86 25.469 22.502 6/30/14 23.985 -12,661 11,878 -783 390,661  475,998 14,663 490,661
  Buy SSE 50 long AVIC Aviation Engine 4,245.10 2.976   8/03/15 7.097 12,633        488,631 2,030  
    OBX 25 SalMar 937.18 13.480   7/28/14 14.639 12,633        501,264 -10,603  
7/14/14 Sell BAX long Wacker Neuson 801.75 17.170   6/23/14 16.570 -13,285 13,766 481 391,142  487,979 3,163 491,142
7/21/14 Sell NZX 50 long Tourism 19,694.10 0.758   6/02/14 0.696 -13,713 14,926 1,213 392,355  474,266 18,089 492,355
  Buy France short CGG 47.74 267.296   12/29/14 160.352 12,761        487,026 5,329  
    NZX 50 a2 Milk 32,570.19 0.392   7/28/14 0.401 12,761        499,787 -7,432  
7/28/14 Sell Germany long RIB Software 1,035.50 10.655   6/09/14 14.000 -14,497 11,033 -3,464 388,891  485,290 3,601 488,891
    MDAX Dürr 336.95 30.355   7/01/13 23.998 -8,086 10,228 2,142 391,033  477,204 13,829 491,033
    HSI-Prop short New World Dev 7,426.89 0.887 0.877 2/10/14 0.882 -6,552 6,515 -37 390,996  470,652 20,344 490,996
      The Wharf 3,541.05 2.205 1.496 2/10/14 1.850 -6,552 5,298 -1,254 389,742  464,100 25,642 489,742
    OBX 25 long SalMar 937.18 14.639   7/07/14 13.480 -12,633 13,719 1,086 390,828  451,467 39,361 490,828
    NZX 50 short a2 Milk 32,570.19 0.401 0.383 7/21/14 0.392 -12,761 12,471 -290 390,538  438,706 51,832 490,538
    Nikkei (TYO) Hitachi Zosen 3,795.51 3.842 3.063 4/07/14 3.453 -13,104 11,625 -1,479 389,060  425,602 63,457 489,060
  Buy Germany SolarWorld 920.80 15.000   1/12/15 12.350 13,812        439,414 49,645  
    MDAX Südzucker 994.74 13.885   2/02/15 11.245 13,812        453,226 35,833  
    HSI-Prop long CK Hutchison 502.99 13.730   8/24/15 10.950 6,906        460,132 28,927  
      Sino Land 5,515.97 1.252   8/24/15 1.200 6,906        467,038 22,021  
    OBX 25 short Petroleum Geo-Srvcs 2,140.40 6.453   8/11/14 6.127 13,812        480,850 8,209  
    NZX 50 long Tourism 18,562.02 0.744   2/22/16 1.542 13,812        494,662 -5,603  
    BAX Nemetschek 2,173.68 6.354   8/04/14 6.125 13,812        508,474 -19,415  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) MinebeaMitsumi 1,511.51 9.138   10/20/14 9.651 13,812        522,286 -33,227  
8/04/14 Sell HDAX long Dürr 476.71 28.230   1/23/12 9.125 -4,350 13,458 9,108 398,167  517,936 -19,769 498,167
    MIB Azimut 684.22 18.460   11/05/12 9.304 -6,366 12,631 6,265 404,432  511,570 -7,138 504,432
    BAX Nemetschek 2,173.68 6.125   7/28/14 6.354 -13,812 13,314 -498 403,934  497,758 6,175 503,934
    Indices Merval 17.40 750.468   8/12/13 501.316 -8,723 13,058 4,335 408,269  489,035 19,234 508,269
  Buy HDAX short Südzucker 1,012.83 13.020   1/12/15 11.160 13,187        502,222 6,046  
    Indices PSI 20 2.25 5,854.360   8/18/14 5,654.350 13,172        515,395 -7,126  
8/11/14 Sell ATX long Wienerberger 928.82 11.525   10/21/13 13.065 -12,135 10,705 -1,430 406,839  503,260 3,579 506,839
    DAX Continental 65.69 159.700   7/16/12 71.440 -4,693 10,491 5,798 412,636  498,567 14,070 512,636
    OBX 25 short Petroleum Geo-Srvcs 2,140.40 6.127 6.796 7/28/14 6.453 -13,812 14,547 735 413,371  484,755 28,616 513,371
  Buy ATX Raiffeisen Bank Int 716.50 18.910   2/16/15 13.795 13,549        498,304 15,067  
    DAX Adidas 235.84 57.450   8/18/14 60.070 13,549        511,853 1,518  
    OBX 25 long SalMar 1,028.57 13.173   8/18/14 12.880 13,549        525,402 -12,031  
8/18/14 Sell DAX short Adidas 235.84 60.070 54.830 8/11/14 57.450 -13,549 12,931 -618 412,753  511,853 900 512,753
    OBX 25 long SalMar 1,028.57 12.880   8/11/14 13.173 -13,549 13,248 -301 412,452  498,304 14,148 512,452
    Indices short PSI 20 2.25 5,654.350 6,061.440 8/04/14 5,854.360 -13,172 13,638 466 412,918  485,132 27,786 512,918
  Buy DAX long Vonovia 592.07 22.830   10/06/14 22.420 13,517        498,649 14,269  
    OBX 25 short Petroleum Geo-Srvcs 2,216.01 6.100   2/16/15 5.700 13,517        512,166 752  
    Indices long Merval 17.24 784.124   10/06/14 1,022.100 13,518        525,684 -12,766  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 749.22 31.864   7/01/13 10.793 -8,086 23,873 15,787 428,705  517,598 11,107 528,705
  Buy   short Demant 1,147.27 11.763   9/08/14 11.966 13,495        531,093 -2,388  
9/08/14 Sell   short Demant 1,147.27 11.966 11.559 9/01/14 11.763 -13,495 13,261 -234 428,471  517,598 10,873 528,471
  Buy   long Pandora 234.67 57.454   9/29/14 61.631 13,483        531,081 -2,609  
9/15/14 Sell Nordic 30 long Pandora 280.22 59.766   5/05/14 48.729 -13,655 16,747 3,093 431,564  517,426 14,138 531,564
    Topix (FRA) Fujitsu 289.77 48.100   6/09/14 50.030 -14,497 13,938 -559 431,005  502,928 28,076 531,005
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Nordic 30 short Volvo 1,589.89 8.791   11/10/14 9.334 13,977        516,906 14,099  
    Topix (FRA) Aeon 1,780.28 7.851   1/05/15 8.291 13,977        530,883 122  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 1,002.02 17.213   6/02/14 13.685 -13,713 17,247 3,534 434,539  517,169 17,369 534,539
    TSX 60 Bausch Health 162.75 102.197   9/30/13 76.879 -12,512 16,633 4,121 438,659  504,657 34,002 538,659
    OMXC 20 Pandora 234.67 61.631   9/08/14 57.454 -13,483 14,463 980 439,639  491,175 48,465 539,639
  Buy HSI-Fin short ICBC 29,522.09 0.498   11/03/14 0.526 14,702        505,877 33,763  
    TSX 60 Yamana Gold 3,065.09 4.797   3/23/15 3.713 14,702        520,579 19,061  
10/06/14 Sell DAX long Vonovia 592.07 22.420   8/18/14 22.830 -13,517 13,274 -243 439,397  507,062 32,335 539,397
    HSI-C&I Tencent 1,295.91 12.196   5/26/14 10.170 -13,179 15,805 2,626 442,023  493,883 48,140 542,023
    Indices Merval 17.24 1,022.100   8/18/14 784.124 -13,518 17,621 4,103 446,126  480,364 65,761 546,126
  Buy DAX short Deutsche Lufthansa 1,266.31 12.080   11/17/14 13.145 15,297        495,661 50,464  
    HSI-C&I Galaxy Entertainment 3,105.11 4.926   4/13/15 4.822 15,297        510,958 35,167  
    PSI 20 Pharol 9,384.66 1.630   2/23/15 0.697 15,297        526,255 19,870  
    Indices PSI 20 2.76 5,537.710   2/23/15 5,494.440 15,284        541,539 4,586  
10/13/14 Sell S&P 100 long Gilead Sciences 267.73 79.611   9/17/12 25.063 -6,710 21,314 14,604 460,730  534,829 25,900 560,730
    BEL 20 KBC 246.19 40.740   7/15/13 31.350 -7,718 10,030 2,312 463,041  527,111 35,930 563,041
    OMXS 30 Nokia 1,239.33 6.407   7/08/13 3.186 -3,948 7,940 3,992 467,033  523,163 43,870 567,033
      Kinnevik 180.54 22.475   7/08/13 21.868 -3,948 4,058 110 467,143  519,215 47,927 567,143
  Buy S&P 100 short General Motors 657.67 23.379   10/27/14 23.689 15,376        534,591 32,552  
    BEL 20 Galapagos 1,383.36 11.115   11/17/14 12.800 15,376        549,967 17,175  
    OMXS 30 Lundin 688.18 11.172   11/03/14 11.400 7,688        557,655 9,487  
      MTG 332.45 23.125   11/03/14 24.302 7,688        565,343 1,800  
10/20/14 Sell Kospi 50 long Amorepacific Group 175.95 87.497   7/23/12 26.166 -4,604 15,395 10,791 477,934  560,739 17,195 577,934
    Europe 50 Roche 18.36 222.572   12/19/11 129.719 -2,382 4,086 1,705 479,639  558,358 21,281 579,639
    Nikkei (TYO) MinebeaMitsumi 1,511.51 9.651   7/28/14 9.138 -13,812 14,587 775 480,414  544,546 35,868 580,414
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 Apple 74.91 77.950   4/30/12 62.953 -4,716 5,839 1,123 481,537  539,830 41,707 581,537
  Buy Kospi 50 short Hyundai Heavy 186.43 83.577   12/08/14 94.176 15,581        555,411 26,126  
    Europe 50 Deutsche Bank 645.44 24.140   11/10/14 24.160 15,581        570,992 10,545  
    Nikkei (TYO) Toyo Seikan 1,897.46 8.212   10/27/14 8.725 15,581        586,573 -5,036  
    SP Global 100 Deutsche Bank 645.44 24.140   11/03/14 24.800 15,581        602,154 -20,617  
10/27/14 Sell S&P 100 short General Motors 657.67 23.689 23.070 10/13/14 23.379 -15,376 15,172 -203 481,334  586,778 -5,444 581,334
    Nikkei (TYO) Toyo Seikan 1,897.46 8.725 7.698 10/20/14 8.212 -15,581 14,606 -975 480,359  571,197 9,162 580,359
    DJ Global Titans long Alphabet A 32.79 433.045   12/23/13 408.320 -13,389 14,200 811 481,170  557,808 23,362 581,170
  Buy S&P 100 Gilead Sciences 170.45 88.668   6/08/15 100.700 15,113        572,922 8,248  
    Nikkei (TYO) MinebeaMitsumi 1,442.44 10.477   8/24/15 10.589 15,113        588,035 -6,865  
    DJ Global Titans short Samsung Electronics 922.28 16.387   11/10/14 18.745 15,113        603,148 -21,978  
11/03/14 Sell HSI-Fin short ICBC 29,522.09 0.526 0.470 9/29/14 0.498 -14,702 13,887 -815 480,355  588,446 -8,090 580,355
    OMXS 30 Lundin 688.18 11.400 10.943 10/13/14 11.172 -7,688 7,530 -158 480,198  580,758 -560 580,198
      MTG 332.45 24.302 21.949 10/13/14 23.125 -7,688 7,297 -391 479,807  573,070 6,737 579,807
    SP Global 100 Deutsche Bank 645.44 24.800 23.480 10/20/14 24.140 -15,581 15,155 -426 479,381  557,489 21,892 579,381
  Buy HSI-Fin long HK Exchgs & Clrg 850.70 17.669   11/24/14 17.528 15,031        572,520 6,861  
    OMXC 20 Pandora 225.42 66.679   11/17/14 66.322 15,031        587,551 -8,170  
    OMXS 30 Boliden 572.96 13.117   6/08/15 18.209 7,516        595,066 -15,686  
      Electrolux 334.69 22.455   6/08/15 27.196 7,516        602,582 -23,201  
    SP Global 100 Apple 171.61 87.590   8/24/15 88.846 15,031        617,613 -38,232  
11/10/14 Sell HSI long Citic Pacific 10,998.92 1.393   5/19/14 1.295 -14,248 15,322 1,074 480,454  603,365 -22,911 580,454
    Europe 50 short Deutsche Bank 645.44 24.160 24.120 10/20/14 24.140 -15,581 15,568 -13 480,441  587,784 -7,343 580,441
    Nordic 30 Volvo 1,589.89 9.334 8.249 9/15/14 8.791 -13,977 13,115 -863 479,579  573,807 5,772 579,579
    DJ Global Titans Samsung Electronics 922.28 18.745 14.028 10/27/14 16.387 -15,113 12,938 -2,175 477,404  558,694 18,710 577,404
  Buy HSI Kunlun Energy 14,385.56 1.036   1/12/15 0.825 14,902        573,596 3,808  
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 Novartis 240.68 61.916   8/24/15 69.088 14,902        588,498 -11,094  
    Nordic 30 Pandora 218.65 68.154   6/01/15 91.032 14,902        603,400 -25,996  
    DJ Global Titans Apple 170.12 87.597   12/15/14 86.984 14,902        618,302 -40,898  
11/17/14 Sell DAX short Deutsche Lufthansa 1,266.31 13.145 11.015 10/06/14 12.080 -15,297 13,948 -1,349 476,055  603,005 -26,950 576,055
    BEL 20 Galapagos 1,383.36 12.800 9.430 10/13/14 11.115 -15,376 13,045 -2,331 473,724  587,629 -13,905 573,724
    OMXC 20 long Pandora 225.42 66.322   11/03/14 66.679 -15,031 14,950 -81 473,644  572,598 1,046 573,644
    FT 30 short Tesco 39.87 241.994 546.255 6/09/14 363.580 -14,496 21,779 7,283 480,927  558,102 22,825 580,927
  Buy DAX long Merck (EMD) 196.86 76.670   7/06/15 90.640 15,093        573,195 7,732  
    BEL 20 Proximus 494.85 30.500   11/24/14 30.740 15,093        588,288 -7,361  
    OMXC 20 short FLSmidth 454.87 33.181   11/24/14 35.297 15,093        603,381 -22,454  
    FT 30 long Man Group 89.03 169.534   12/15/14 177.040 15,094        618,475 -37,548  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 850.70 17.528   11/03/14 17.669 -15,031 14,911 -120 480,807  603,444 -22,637 580,807
    BEL 20 Proximus 494.85 30.740   11/17/14 30.500 -15,093 15,212 119 480,926  588,351 -7,425 580,926
    OMXC 20 short FLSmidth 454.87 35.297 31.065 11/17/14 33.181 -15,093 14,131 -963 479,963  573,258 6,705 579,963
  Buy HSI-Fin HSBC 1,835.15 7.992   1/26/15 8.332 14,666        587,924 -7,961  
    BEL 20 Galapagos 1,136.90 12.900   12/01/14 13.020 14,666        602,590 -22,627  
    OMXC 20 long Pandora 218.22 67.207   8/17/15 107.440 14,666        617,256 -37,293  
12/01/14 Sell BEL 20 short Galapagos 1,136.90 13.020 12.780 11/24/14 12.900 -14,666 14,530 -136 479,827  602,590 -22,763 579,827
  Buy   long Proximus 440.56 31.610   12/15/14 29.550 13,926        616,516 -36,689  
12/08/14 Sell Kospi 50 short Hyundai Heavy 186.43 94.176 72.978 10/20/14 83.577 -15,581 13,605 -1,976 477,851  600,935 -23,084 577,851
  Buy   long Amorepacific Group 167.23 82.934   7/06/15 157.893 13,869        614,804 -36,953  
12/15/14 Sell BEL 20 long Proximus 440.56 29.550   12/01/14 31.610 -13,926 13,019 -908 476,943  600,878 -23,934 576,943
    MerVal Edenor 39,500.79 0.569   2/24/14 0.315 -12,423 22,460 10,037 486,980  588,455 -1,474 586,980
    FT 30 Man Group 89.03 177.040   11/17/14 169.534 -15,094 15,762 668 487,649  573,361 14,288 587,649
    DJ Global Titans Apple 170.12 86.984   11/10/14 87.597 -14,902 14,798 -104 487,544  558,459 29,085 587,544
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy BEL 20 short Umicore 989.09 15.585   1/19/15 16.578 15,415        573,874 13,670  
    FT 30 Tesco 74.39 207.217   12/22/14 230.720 15,415        589,289 -1,744  
    DJ Global Titans Gazprom 4,619.42 3.337   3/02/15 4.494 15,415        604,704 -17,159  
12/22/14 Sell TecDAX short SMA Solar 212.50 14.800 46.789 5/21/12 26.315 -5,592 9,943 4,351 491,895  599,112 -7,217 591,895
    FT 30 Tesco 74.39 230.720 183.715 12/15/14 207.217 -15,415 13,667 -1,748 490,147  583,697 6,450 590,147
  Buy TecDAX long Dialog Semiconductor 509.27 29.285   6/01/15 51.190 14,914        598,611 -8,464  
    FT 30 Man Group 74.33 200.637   1/05/15 211.401 14,913        613,524 -23,378  
12/29/14 Sell France short CGG 47.74 160.352 445.565 7/21/14 267.296 -12,761 21,271 8,511 498,657  600,764 -2,106 598,657
    SDAX WCM 9,064.31 1.381 1.852 6/09/14 1.599 -14,497 16,783 2,286 500,944  586,267 14,677 600,944
  Buy France long Adocia 322.64 47.700   6/08/15 66.230 15,390        601,657 -713  
    SDAX Patrizia Immobilien 1,251.22 12.300   1/19/15 14.055 15,390        617,047 -16,103  
    BAX KUKA 259.66 59.270   7/27/15 74.330 15,390        632,437 -31,493  
1/05/15 Sell FT 30 long Man Group 74.33 211.401   12/22/14 200.637 -14,913 15,713 800 501,744  617,523 -15,779 601,744
    Topix (FRA) short Aeon 1,780.28 8.291 7.411 9/15/14 7.851 -13,977 13,194 -783 500,961  603,546 -2,586 600,961
  Buy FT 30 Tesco 64.45 232.106   1/19/15 288.206 14,959        618,506 -17,545  
    Topix (FRA) long Oriental Land 312.11 47.929   2/02/15 54.216 14,959        633,465 -32,504  
1/12/15 Sell Germany short SolarWorld 920.80 12.350 18.219 7/28/14 15.000 -13,812 16,776 2,964 503,924  619,653 -15,728 603,924
    HSI Kunlun Energy 14,385.56 0.825 1.300 11/10/14 1.036 -14,902 18,707 3,805 507,729  604,751 2,979 607,729
    HDAX Südzucker 1,012.83 11.160 15.190 8/04/14 13.020 -13,187 15,385 2,198 509,927  591,563 18,364 609,927
  Buy Germany long Ströer Media 638.11 24.615   6/15/15 40.315 15,707        607,271 2,657  
    HSI China Life Ins HK 4,739.45 3.314   7/13/15 3.728 15,707        622,978 -13,050  
    HDAX Ströer Media 638.11 24.615   8/24/15 47.670 15,707        638,685 -28,757  
1/19/15 Sell SDAX long Patrizia Immobilien 1,251.22 14.055   12/29/14 12.300 -15,390 17,586 2,196 512,123  623,295 -11,172 612,123
    ISEQ 20 short C&C Group 1,587.83 3.322 6.042 4/14/14 4.480 -7,113 9,593 2,480 514,603  616,181 -1,578 614,603
      Flutter 132.74 66.350 40.830 4/14/14 53.590 -7,114 5,420 -1,694 512,909  609,068 3,841 612,909
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Umicore 989.09 16.578 14.593 12/15/14 15.585 -15,415 14,433 -982 511,927  593,653 18,275 611,927
    FT 30 Tesco 64.45 288.206 176.006 1/05/15 232.106 -14,959 11,344 -3,616 508,312  578,693 29,618 608,312
    CAC Mid 60 CGG 38.69 153.600 767.553 6/23/14 343.360 -13,285 29,697 16,412 524,724  565,409 59,315 624,724
  Buy SDAX SGL Carbon 1,213.63 14.090   1/26/15 15.480 17,100        582,509 42,215  
    ISEQ 20 long Glanbia 617.33 13.850   6/08/15 17.420 8,550        591,059 33,665  
      Ryanair Holdings 878.73 9.730   6/08/15 11.660 8,550        599,609 25,115  
    BEL 20 bpost 748.03 22.860   9/28/15 21.000 17,100        616,709 8,015  
    FT 30 Man Group 81.49 209.841   6/08/15 231.072 17,100        633,809 -9,085  
    CAC Mid 60 Adocia 270.57 63.200   6/08/15 66.230 17,100        650,909 -26,185  
1/26/15 Sell SDAX short SGL Carbon 1,213.63 15.480 12.700 1/19/15 14.090 -17,100 15,413 -1,687 523,037  633,809 -10,772 623,037
    HSI-Fin HSBC 1,835.15 8.332 7.651 11/24/14 7.992 -14,666 14,041 -625 522,412  619,143 3,269 622,412
    OMXH 25 YIT 1,925.41 5.508 9.942 5/19/14 7.400 -14,248 19,142 4,894 527,306  604,895 22,411 627,306
    CAC Next 20 Arkema 188.03 62.720 79.594 6/23/14 70.655 -13,285 14,966 1,681 528,987  591,610 37,377 628,987
    GEX 4SC 2,481.88 3.657 8.986 4/14/14 5.732 -14,227 22,302 8,075 537,062  577,383 59,680 637,062
  Buy SDAX long Patrizia Immobilien 1,165.08 14.950   6/29/15 22.015 17,418        594,800 42,262  
    MIB Fiat Chrysler 2,186.50 7.966   9/21/15 8.487 17,418        612,219 24,844  
    HSI-Fin China Life Ins HK 4,662.58 3.736   8/03/15 3.251 17,418        629,637 7,426  
    OMXH 25 Neste Oil 2,155.69 8.080   5/11/15 7.640 17,418        647,054 -9,992  
    CAC Next 20 Ingenico 187.57 92.860   8/24/15 111.350 17,418        664,472 -27,410  
    GEX Ströer Media 651.14 26.750   6/01/15 38.770 17,418        681,890 -44,828  
2/02/15 Sell MDAX short Südzucker 994.74 11.245 17.145 7/28/14 13.885 -13,812 17,055 3,243 540,305  668,078 -27,773 640,305
    AEX KPN 1,582.18 2.756 4.771 10/15/12 3.626 -5,737 7,548 1,811 542,116  662,341 -20,225 642,116
    Topix (FRA) long Oriental Land 312.11 54.216   1/05/15 47.929 -14,959 16,921 1,962 544,078  647,382 -3,304 644,078
  Buy MDAX Ströer Media 621.13 25.790   11/16/15 61.450 16,019        663,401 -19,323  
    AEX Altice 6,004.12 2.668   6/08/15 4.147 16,019        679,420 -35,342  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Orix 1,608.66 9.958   2/09/15 10.802 16,019        695,439 -51,361  
2/09/15 Sell   short Orix 1,608.66 10.802 9.114 2/02/15 9.958 -16,019 14,661 -1,358 542,720  679,420 -36,700 642,720
  Buy MerVal long Aluar 16,161.72 0.937   2/16/15 0.944 15,150        694,570 -51,850  
    Topix (FRA) Sony 669.55 22.627   5/18/15 28.471 15,150        709,720 -67,000  
2/16/15 Sell ATX short Raiffeisen Bank Int 716.50 13.795 25.922 8/11/14 18.910 -13,549 18,573 5,024 547,744  696,171 -48,427 647,744
    OBX 25 Petroleum Geo-Srvcs 2,216.01 5.700 6.528 8/18/14 6.100 -13,517 14,466 949 548,693  682,654 -33,961 648,693
    MerVal long Aluar 16,161.72 0.944   2/09/15 0.937 -15,150 15,258 108 548,802  667,504 -18,702 648,802
  Buy ATX Zumtobel 746.72 21.095   9/07/15 23.775 15,752        683,256 -34,455  
    OBX 25 Frontline 1,265.38 12.448   2/23/15 11.234 15,752        699,008 -50,206  
2/23/15 Sell PSI 20 short Pharol 9,384.66 0.697 3.812 10/06/14 1.630 -15,297 35,773 20,476 569,278  683,711 -14,433 669,278
    OBX 25 long Frontline 1,265.38 11.234   2/16/15 12.448 -15,752 14,215 -1,537 567,741  667,959 -218 667,741
    Indices short PSI 20 2.76 5,494.440 5,581.320 10/06/14 5,537.710 -15,284 15,404 120 567,862  652,675 15,187 667,862
  Buy CAC 40 long Peugeot 1,171.60 14.575   7/06/15 18.595 17,076        669,751 -1,889  
    PSI 20 Altri 5,646.83 3.024   5/25/15 4.081 17,076        686,827 -18,965  
    OBX 25 short Seadrill 6.06 2,815.850   4/13/15 2,712.370 17,064        703,891 -36,029  
    MerVal long Comercial del Plata 69,049.74 0.247   3/02/15 0.261 17,076        720,967 -53,105  
    Indices SSE 50 ew 50.76 336.435   7/27/15 382.611 17,077        738,045 -70,183  
3/02/15 Sell IBEX 35 short ArcelorMittal 395.55 28.860 37.255 6/16/14 32.790 -12,970 14,736 1,766 569,628  725,075 -55,447 669,628
    MerVal long Comercial del Plata 69,049.74 0.261   2/23/15 0.247 -17,076 18,029 953 570,581  707,999 -37,418 670,581
    DJ Global Titans short Gazprom 4,619.42 4.494 2.180 12/15/14 3.337 -15,415 10,070 -5,345 565,236  692,584 -27,347 665,236
    GCX Energy Recovery 4,227.27 3.076 3.693 5/19/14 3.371 -14,248 15,613 1,365 566,601  678,336 -11,734 666,601
  Buy IBEX 35 long Intl. Cons. Airlines 2,072.28 7.900   3/09/15 7.660 16,371        694,707 -28,105  
    DJ Global Titans Apple 141.83 115.424   3/30/15 116.674 16,371        711,077 -44,476  
    GCX Shimano 117.65 139.151   6/01/15 129.753 16,371        727,448 -60,847  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,072.28 7.660   3/02/15 7.900 -16,371 15,874 -497 566,104  711,077 -44,973 666,104
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Endesa 880.27 17.640   3/23/15 18.130 15,528        726,605 -60,501  
    MerVal long Comercial del Plata 55,936.60 0.278   6/29/15 0.285 15,528        742,133 -76,029  
3/23/15 Sell IBEX 35 short Endesa 880.27 18.130 17.150 3/09/15 17.640 -15,528 15,097 -431 565,673  726,605 -60,933 665,673
    TSX 60 Yamana Gold 3,065.09 3.713 6.196 9/29/14 4.797 -14,702 18,991 4,289 569,961  711,903 -41,942 669,961
  Buy IBEX 35 long Intl. Cons. Airlines 1,938.27 8.100   5/11/15 7.890 15,700        727,603 -57,642  
    TSX 60 Bausch Health 84.51 185.781   5/11/15 200.704 15,700        743,304 -73,342  
3/30/15 Sell DJ Global Titans long Apple 141.83 116.674   3/02/15 115.424 -16,371 16,548 177 570,138  726,933 -56,795 670,138
  Buy   short ConocoPhilips 259.49 59.090   4/27/15 61.591 15,333        742,266 -72,128  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,105.11 4.822 5.033 10/06/14 4.926 -15,297 15,627 330 570,469  726,969 -56,501 670,469
    OBX 25 Seadrill 6.06 2,712.370 2,923.280 2/23/15 2,815.850 -17,064 17,715 651 571,120  709,905 -38,786 671,120
    ÖkoDAX SolarWorld 64.24 14.550 772.962 4/29/13 106.050 -6,813 49,655 42,842 613,962  703,093 10,869 713,962
  Buy HSI-C&I long Tencent 870.51 20.815   7/06/15 17.093 18,120        721,212 -7,250  
    OBX 25 Frontline 1,324.05 13.685   5/18/15 12.057 18,120        739,332 -25,370  
4/27/15 Sell DJ Global Titans short ConocoPhilips 259.49 61.591 56.589 3/30/15 59.090 -15,333 14,684 -649 613,313  723,999 -10,686 713,313
  Buy   long Mitsubishi UFJ 2,707.10 6.489   6/08/15 6.373 17,565        741,564 -28,251  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,938.27 7.890   3/23/15 8.100 -15,700 15,293 -407 612,906  725,864 -12,958 712,906
    OMXH 25 Neste Oil 2,155.69 7.640   1/26/15 8.080 -17,418 16,469 -949 611,957  708,446 3,511 711,957
    TSX 60 Bausch Health 84.51 200.704   3/23/15 185.781 -15,700 16,962 1,261 613,219  692,746 20,473 713,219
  Buy IBEX 35 short Obrascón Huarte Lain 958.31 19.140   4/25/16 5.840 18,342        711,088 2,131  
    OMXH 25 Outokumpu 3,503.72 5.235   1/04/16 2.584 18,342        729,430 -16,211  
    TSX 60 Cenovus Energy 1,182.90 15.506   3/21/16 12.064 18,342        747,772 -34,553  
5/18/15 Sell OBX 25 long Frontline 1,324.05 12.057   4/13/15 13.685 -18,120 15,964 -2,156 611,062  729,652 -18,590 711,062
    Topix (FRA) Sony 669.55 28.471   2/09/15 22.627 -15,150 19,063 3,913 614,975  714,502 473 714,975
  Buy OBX 25 short REC Silicon 8,450.74 2.117   6/01/15 1.852 17,886        732,388 -17,413  
    Topix (FRA) Toshiba 597.59 29.930   5/25/15 30.510 17,886        750,274 -35,299  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/25/15 Sell PSI 20 long Altri 5,646.83 4.081   2/23/15 3.024 -17,076 23,045 5,969 620,944  733,198 -12,254 720,944
    Topix (FRA) short Toshiba 597.59 30.510 29.350 5/18/15 29.930 -17,886 17,539 -347 620,597  715,312 5,285 720,597
  Buy PSI 20 Pharol 35,582.35 0.510   11/23/15 0.369 18,147        733,459 -12,862  
    Topix (FRA) long Sony 636.74 28.500   6/01/15 28.394 18,147        751,606 -31,009  
6/01/15 Sell TecDAX long Dialog Semiconductor 509.27 51.190   12/22/14 29.285 -14,914 26,070 11,156 631,753  736,692 -4,939 731,753
    OBX 25 short REC Silicon 8,450.74 1.852 2.418 5/18/15 2.117 -17,886 20,436 2,550 634,303  718,806 15,497 734,303
    Nordic 30 long Pandora 218.65 91.032   11/10/14 68.154 -14,902 19,904 5,002 639,306  703,904 35,401 739,306
    Topix (FRA) Sony 636.74 28.394   5/25/15 28.500 -18,147 18,080 -67 639,238  685,757 53,481 739,238
    GEX Ströer Media 651.14 38.770   1/26/15 26.750 -17,418 25,245 7,827 647,065  668,339 78,726 747,065
    GCX Shimano 117.65 129.753   3/02/15 139.151 -16,371 15,265 -1,106 645,959  651,968 93,991 745,959
  Buy TecDAX short Aixtron 3,043.19 6.900   4/25/16 4.108 20,998        672,966 72,993  
    OBX 25 long Frontline 1,683.11 12.476   6/08/15 12.298 20,998        693,964 51,995  
    Nordic 30 short Fortum 1,212.36 17.320   11/30/15 13.820 20,998        714,962 30,997  
    Topix (FRA) Toshiba 643.91 32.610   11/16/15 22.410 20,998        735,960 9,999  
    GEX ZhongDe Waste Tech 9,544.55 2.200   11/23/15 1.980 20,998        756,958 -10,999  
    GCX REC Silicon 11,335.56 1.852   2/24/20 0.459 20,998        777,956 -31,997  
6/08/15 Sell S&P 100 long Gilead Sciences 170.45 100.700   10/27/14 88.668 -15,113 17,164 2,051 648,010  762,843 -14,833 748,010
    France Adocia 322.64 66.230   12/29/14 47.700 -15,390 21,368 5,979 653,989  747,453 6,536 753,989
    AEX Altice 6,004.12 4.147   2/02/15 2.668 -16,019 24,899 8,880 662,869  731,434 31,435 762,869
    ISEQ 20 Glanbia 617.33 17.420   1/19/15 13.850 -8,550 10,754 2,204 665,073  722,884 42,189 765,073
      Ryanair Holdings 878.73 11.660   1/19/15 9.730 -8,550 10,246 1,696 666,769  714,334 52,435 766,769
    OBX 25 Frontline 1,683.11 12.298   6/01/15 12.476 -20,998 20,699 -299 666,470  693,336 73,134 766,470
    OMXS 30 Boliden 572.96 18.209   11/03/14 13.117 -7,516 10,433 2,917 669,387  685,820 83,567 769,387
      Electrolux 334.69 27.196   11/03/14 22.455 -7,516 9,102 1,586 670,973  678,305 92,669 770,973
    FT 30 Man Group 81.49 231.072   1/19/15 209.841 -17,100 18,830 1,730 672,703  661,205 111,499 772,703
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Adocia 270.57 66.230   1/19/15 63.200 -17,100 17,920 820 673,523  644,105 129,419 773,523
    DJ Global Titans Mitsubishi UFJ 2,707.10 6.373   4/27/15 6.489 -17,565 17,252 -313 673,210  626,540 146,671 773,210
  Buy S&P 100 short Norfolk Southern 285.15 80.648   6/15/15 80.979 22,997        649,537 123,674  
    France Solocal 1,695.94 13.560   11/23/15 7.557 22,997        672,533 100,677  
    ISEQ 20 Aryzta 1,025.74 11.210   8/10/15 10.893 11,499        684,032 89,178  
      FBD Holdings 1,239.86 9.274   8/10/15 7.120 11,498        695,530 77,680  
    OBX 25 DNO International 18,051.02 1.274   12/21/15 0.607 22,997        718,527 54,683  
    OMXS 30 SSAB 2,245.80 5.120   10/26/15 3.388 11,499        730,026 43,184  
      Telia Company 2,186.57 5.259   10/26/15 4.765 11,499        741,524 31,686  
    FT 30 Tate & Lyle 30.51 753.704   12/28/15 807.108 22,996        764,520 8,690  
    DJ Global Titans BHP 1,209.11 19.020   7/13/15 17.787 22,997        787,517 -14,307  
6/15/15 Sell S&P 100 short Norfolk Southern 285.15 80.979 80.318 6/08/15 80.648 -22,997 22,903 -94 673,116  764,520 8,596 773,116
    Germany long Ströer Media 638.11 40.315   1/12/15 24.615 -15,707 25,725 10,018 683,135  748,813 34,322 783,135
  Buy S&P 100 Starbucks 441.09 46.330   7/06/15 49.123 20,436        769,249 13,886  
6/29/15 Sell SDAX long Patrizia Immobilien 1,165.08 22.015   1/26/15 14.950 -17,418 25,649 8,231 691,366  751,831 39,535 791,366
    MerVal Comercial del Plata 55,936.60 0.285   3/09/15 0.278 -15,528 15,936 408 691,774  736,303 55,471 791,774
7/06/15 Sell S&P 100 long Starbucks 441.09 49.123   6/15/15 46.330 -20,436 21,667 1,232 693,006  715,867 77,139 793,006
    Kospi 50 Amorepacific Group 167.23 157.893   12/08/14 82.934 -13,869 26,404 12,535 705,541  701,998 103,543 805,541
    CAC 40 Peugeot 1,171.60 18.595   2/23/15 14.575 -17,076 21,786 4,710 710,251  684,922 125,329 810,251
    DAX Merck (EMD) 196.86 90.640   11/17/14 76.670 -15,093 17,843 2,750 713,001  669,829 143,172 813,001
    HSI-C&I Tencent 870.51 17.093   4/13/15 20.815 -18,120 14,880 -3,240 709,761  651,709 158,052 809,761
  Buy S&P 100 short Norfolk Southern 307.66 78.643   7/13/15 78.579 24,195        675,904 133,857  
    CAC 40 ArcelorMittal 958.98 25.230   3/27/17 22.800 24,195        700,099 109,662  
    DAX RWE 1,257.54 19.240   7/13/15 20.205 24,195        724,294 85,467  
    HSI-C&I Sands China 7,150.67 3.384   5/09/16 3.084 24,195        748,489 61,272  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/13/15 Sell S&P 100 short Norfolk Southern 307.66 78.579 78.708 7/06/15 78.643 -24,195 24,215 20 709,781  724,294 85,487 809,781
    HSI long China Life Ins HK 4,739.45 3.728   1/12/15 3.314 -15,707 17,671 1,964 711,744  708,587 103,157 811,744
    DAX short RWE 1,257.54 20.205 18.275 7/06/15 19.240 -24,195 22,982 -1,214 710,531  684,392 126,139 810,531
    DJ Global Titans BHP 1,209.11 17.787 20.338 6/08/15 19.020 -22,997 24,591 1,594 712,125  661,395 150,730 812,125
  Buy S&P 100 long Amazon.com 58.14 414.042   7/27/15 479.746 24,072        685,467 126,657  
    HSI short China Shenhua HK 12,960.91 1.857   4/18/16 1.521 24,071        709,538 102,586  
    DAX long Fresenius 392.93 61.260   7/27/15 61.200 24,071        733,609 78,515  
    DJ Global Titans Mitsubishi UFJ 3,832.11 6.281   7/27/15 6.435 24,071        757,680 54,444  
7/20/15 Sell DJTA long Avis Budget 485.95 38.916   9/24/12 12.419 -6,035 18,911 12,876 725,001  751,645 73,355 825,001
  Buy   short Avis Budget 577.10 38.916   8/03/15 39.514 22,458        774,103 50,897  
7/27/15 Sell S&P 100 long Amazon.com 58.14 479.746   7/13/15 414.042 -24,072 27,892 3,820 728,821  750,031 78,790 828,821
    DAX Fresenius 392.93 61.200   7/13/15 61.260 -24,071 24,047 -24 728,797  725,960 102,837 828,797
    BAX KUKA 259.66 74.330   12/29/14 59.270 -15,390 19,301 3,910 732,707  710,570 122,137 832,707
    Indices SSE 50 ew 50.76 382.611   2/23/15 336.435 -17,077 19,421 2,344 735,051  693,493 141,559 835,051
    DJ Global Titans Mitsubishi UFJ 3,832.11 6.435   7/13/15 6.281 -24,071 24,660 589 735,640  669,422 166,219 835,640
  Buy S&P 100 short ConocoPhilips 548.59 45.655   3/07/16 37.595 25,046        694,468 141,173  
    DAX RWE 1,350.19 18.550   10/19/15 12.230 25,046        719,514 116,127  
    BAX Grammer 953.77 26.260   11/09/15 23.675 25,046        744,560 91,081  
    Indices RTX 23.78 1,053.370   6/06/16 1,104.740 25,049        769,609 66,032  
    DJ Global Titans ConocoPhilips 548.59 45.655   8/03/15 45.385 25,046        794,655 40,986  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,245.10 7.097   7/07/14 2.976 -12,633 30,127 17,494 753,134  782,022 71,113 853,134
    HSI-Fin China Life Ins HK 4,662.58 3.251   1/26/15 3.736 -17,418 15,156 -2,262 750,872  764,604 86,268 850,872
    DJTA short Avis Budget 577.10 39.514 38.317 7/20/15 38.916 -22,458 22,113 -346 750,527  742,146 108,381 850,527
    DJ Global Titans ConocoPhilips 548.59 45.385 45.927 7/27/15 45.655 -25,046 25,195 149 750,676  717,100 133,576 850,676
  Buy SSE 50 China Northern Rare 11,821.85 2.081   1/04/16 1.789 24,606        741,706 108,970  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin ICBC 39,344.42 0.625   1/04/16 0.538 24,606        766,312 84,364  
    DJTA long JetBlue Airways 1,142.47 21.538   8/24/15 18.277 24,606        790,918 59,758  
    SMI UBS 1,166.04 21.102   8/17/15 20.081 24,606        815,524 35,152  
    SLI Vifor Pharma 231.76 106.171   8/24/15 107.513 24,606        840,130 10,546  
    DJ Global Titans Mitsubishi UFJ 3,793.83 6.486   8/24/15 5.389 24,606        864,736 -14,060  
8/10/15 Sell ISEQ 20 short Aryzta 1,025.74 10.893 11.536 6/08/15 11.210 -11,499 11,833 335 751,010  853,237 -2,227 851,010
      FBD Holdings 1,239.86 7.120 12.080 6/08/15 9.274 -11,498 14,977 3,479 754,489  841,739 12,750 854,489
  Buy   long Kingspan Group 477.01 22.725   8/17/15 22.815 10,840        852,579 1,910  
      Ryanair Holdings 848.20 12.780   8/17/15 12.705 10,840        863,419 -8,930  
8/17/15 Sell ASX 50 long James Hardie Ind 692.66 12.058   1/30/12 5.763 -3,992 8,352 4,360 758,849  859,427 -578 858,849
    ISEQ 20 Kingspan Group 477.01 22.815   8/10/15 22.725 -10,840 10,883 43 758,892  848,587 10,305 858,892
      Ryanair Holdings 848.20 12.705   8/10/15 12.780 -10,840 10,776 -64 758,828  837,747 21,082 858,828
    OMXC 20 Pandora 218.22 107.440   11/24/14 67.207 -14,666 23,446 8,780 767,608  823,081 44,527 867,608
    SMI UBS 1,166.04 20.081   8/03/15 21.102 -24,606 23,415 -1,191 766,418  798,475 67,943 866,418
    Nikkei (FRA) Fujitsu 115.12 44.550   6/30/14 54.990 -6,330 5,129 -1,202 765,216  792,144 73,071 865,216
      MinebeaMitsumi 769.76 12.573   6/30/14 8.224 -6,331 9,678 3,348 768,563  785,814 82,750 868,563
  Buy ASX 50 short Santos 5,972.98 3.982   11/23/15 2.708 23,782        809,596 58,968  
    ISEQ 20 Aryzta 1,083.96 10.970   11/30/15 10.387 11,891        821,487 47,077  
      FBD Holdings 1,723.33 6.900   11/30/15 6.852 11,891        833,378 35,186  
    OMXC 20 GN Store Nord 191.02 124.500   10/05/15 126.375 23,782        857,160 11,404  
    Nikkei (FRA) Sharp 926.81 12.830   11/23/15 10.210 11,891        869,051 -487  
      IHI 393.87 30.190   11/23/15 25.250 11,891        880,942 -12,378  
8/24/15 Sell USA long Alexion 44.17 143.833   11/28/11 50.936 -2,250 6,353 4,103 772,667  878,692 -6,025 872,667
    DJIA Visa 126.00 58.880   12/19/11 18.897 -2,381 7,419 5,038 777,705  876,311 1,394 877,705
    Nasdaq 100 Regeneron 36.64 434.608   10/10/11 49.346 -1,808 15,924 14,116 791,821  874,503 17,318 891,821
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 ASML 52.89 74.790   1/09/12 32.400 -1,714 3,956 2,242 794,063  872,789 21,273 894,063
      AB InBev 36.08 91.280   1/09/12 47.495 -1,714 3,293 1,580 795,642  871,076 24,567 895,642
    HDAX Ströer Media 638.11 47.670   1/12/15 24.615 -15,707 30,419 14,712 810,354  855,369 54,985 910,354
    FTSE Ashtead 13.40 1,199.890   7/30/12 333.248 -4,466 16,079 11,613 821,967  850,903 71,064 921,967
    HSI-Prop CK Hutchison 502.99 10.950   7/28/14 13.730 -6,906 5,508 -1,398 820,569  843,997 76,572 920,569
      Sino Land 5,515.97 1.200   7/28/14 1.252 -6,906 6,619 -287 820,282  837,091 83,191 920,282
    Europe 50 Novartis 240.68 69.088   11/10/14 61.916 -14,902 16,628 1,726 822,008  822,189 99,819 922,008
    DJTA JetBlue Airways 1,142.47 18.277   8/03/15 21.538 -24,606 20,881 -3,725 818,283  797,583 120,700 918,283
    SLI Vifor Pharma 231.76 107.513   8/03/15 106.171 -24,606 24,917 311 818,594  772,977 145,617 918,594
    CAC Next 20 Ingenico 187.57 111.350   1/26/15 92.860 -17,418 20,886 3,468 822,063  755,559 166,503 922,063
    Nikkei (TYO) MinebeaMitsumi 1,442.44 10.589   10/27/14 10.477 -15,113 15,274 161 822,224  740,446 181,778 922,224
    DJ Global Titans Mitsubishi UFJ 3,793.83 5.389   8/03/15 6.486 -24,606 20,446 -4,160 818,064  715,840 202,223 918,064
    SP Global 100 Apple 171.61 88.846   11/03/14 87.590 -15,031 15,247 215 818,279  700,809 217,470 918,279
  Buy DJIA short Chevron 457.08 62.119   5/30/16 91.551 28,393        729,202 189,077  
    Nasdaq 100 Micron Technology 2,282.84 12.438   8/31/15 14.635 28,393        757,595 160,684  
    Euro 50 E.on 1,631.78 8.700   10/26/15 8.993 14,196        771,792 146,487  
      Banco Santander 2,724.86 5.210   10/26/15 5.230 14,197        785,988 132,291  
    HDAX RWE 2,147.73 13.220   11/23/15 10.895 28,393        814,381 103,898  
    FTSE Glencore 151.52 187.390   5/09/16 167.806 28,393        842,775 75,505  
    HSI-Prop Hang Lung 7,385.55 1.922   6/06/16 1.737 14,197        856,971 61,308  
      The Wharf 8,114.14 1.750   6/06/16 1.945 14,197        871,168 47,112  
    DJCA Chevron 457.08 62.119   8/31/15 72.229 28,393        899,561 18,718  
    Europe 50 Rio Tinto 9.70 2,927.710   10/26/15 3,453.900 28,399        927,960 -9,681  
    DJTA Norfolk Southern 441.05 64.376   8/31/15 69.482 28,393        956,353 -38,073  
    SLI Aryzta 3,029.33 9.373   1/09/17 8.993 28,393        984,746 -66,466  
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 504.50 56.280   1/30/17 49.780 28,393        1,013,139 -94,860  
    Nikkei (TYO) IHI 1,096.61 25.892   8/08/16 25.014 28,393        1,041,532 -123,252  
    DJ Global Titans ConocoPhilips 767.86 36.977   3/21/16 37.886 28,393        1,069,925 -151,645  
    SP Global 100 RWE 2,147.73 13.220   9/12/16 14.645 28,393        1,098,318 -180,038  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,282.84 14.635 10.240 8/24/15 12.438 -28,393 23,377 -5,016 813,263  1,069,925 -156,661 913,263
    DJCA Chevron 457.08 72.229 52.009 8/24/15 62.119 -28,393 23,772 -4,621 808,642  1,041,531 -132,889 908,642
    DJTA Norfolk Southern 441.05 69.482 59.269 8/24/15 64.376 -28,393 26,141 -2,252 806,390  1,013,138 -106,748 906,390
  Buy Nasdaq 100 long Netflix 194.89 102.576   9/07/15 88.434 19,991        1,033,129 -126,739  
    DJCA JetBlue Airways 1,004.30 19.906   2/24/20 17.853 19,991        1,053,121 -146,730  
    DJUA short CenterPoint Energy 601.93 16.606   12/07/15 15.137 9,995        1,063,116 -156,726  
      FirstEnergy 350.69 28.503   12/07/15 29.960 9,996        1,073,112 -166,721  
    DJTA long JetBlue Airways 1,004.30 19.906   1/04/16 20.201 19,991        1,093,103 -186,713  
9/07/15 Sell Nasdaq 100 long Netflix 194.89 88.434   8/31/15 102.576 -19,991 17,235 -2,756 803,634  1,073,112 -169,478 903,634
    ATX Zumtobel 746.72 23.775   2/16/15 21.095 -15,752 17,753 2,001 805,635  1,057,360 -151,724 905,635
  Buy Nasdaq 100 short Micron Technology 1,250.98 15.066   10/19/15 16.912 18,847        1,076,207 -170,571  
    ATX Vienna Insurance 691.89 27.240   3/28/16 18.660 18,847        1,095,054 -189,418  
9/14/15 Sell RTX short RusHydro 3,994.64 0.774 3.647 3/11/13 1.680 -6,711 14,566 7,855 813,491  1,088,343 -174,852 913,491
  Buy USA long JetBlue Airways 793.94 23.257   9/21/15 23.986 18,465        1,106,808 -193,317  
9/21/15 Sell   long JetBlue Airways 793.94 23.986   9/14/15 23.257 -18,465 19,043 578 814,069  1,088,343 -174,274 914,069
    MIB Fiat Chrysler 2,186.50 8.487   1/26/15 7.966 -17,418 18,556 1,138 815,207  1,070,925 -155,718 915,207
  Buy USA short Wynn Resorts 319.21 59.482   10/05/15 57.973 18,987        1,089,912 -174,705  
    MIB Saipem 1,866.96 10.170   12/26/16 5.130 18,987        1,108,899 -193,692  
    RTX Mobile TeleSystems 2,994.79 6.340   9/28/15 6.096 18,987        1,127,886 -212,679  
9/28/15 Sell   short Mobile TeleSystems 2,994.79 6.096 6.594 9/21/15 6.340 -18,987 19,747 760 815,967  1,108,899 -192,932 915,967
    BEL 20 long bpost 748.03 21.000   1/19/15 22.860 -17,100 15,709 -1,391 814,576  1,091,799 -177,223 914,576
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy RTX Severstal 1,965.56 9.378   11/02/15 10.465 18,433        1,110,232 -195,656  
    BEL 20 short Solvay 205.93 89.510   3/28/16 85.670 18,433        1,128,665 -214,089  
10/05/15 Sell USA short Wynn Resorts 319.21 57.973 61.030 9/21/15 59.482 -18,987 19,481 494 815,070  1,109,677 -194,608 915,070
    OMXC 20 GN Store Nord 191.02 126.375 122.625 8/17/15 124.500 -23,782 23,424 -358 814,712  1,085,896 -171,184 914,712
  Buy USA long Netflix 187.02 99.392   12/14/15 109.790 18,588        1,104,484 -189,772  
    OMXC 20 Genmab 218.52 85.064   11/02/15 91.174 18,588        1,123,072 -208,360  
10/12/15 Buy Kospi 50 long Lotte Chemical 84.70 208.474   4/02/18 330.481 17,658        1,140,730 -226,018  
    MerVal Pampa Energía 21,411.42 0.825   10/19/15 0.927 17,658        1,158,388 -243,676  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,250.98 16.912 13.219 9/07/15 15.066 -18,847 16,537 -2,310 812,402  1,139,541 -227,139 912,402
    DAX RWE 1,350.19 12.230 28.136 7/27/15 18.550 -25,046 37,989 12,943 825,344  1,114,495 -189,150 925,344
    MerVal long Pampa Energía 21,411.42 0.927   10/12/15 0.825 -17,658 19,838 2,180 827,524  1,096,837 -169,312 927,524
  Buy Nasdaq 100 Amazon.com 37.47 505.914   2/08/16 436.037 18,957        1,115,793 -188,269  
    DAX Fresenius 314.29 60.310   12/21/15 63.430 18,955        1,134,748 -207,224  
    MerVal short YPF 843.22 22.479   10/26/15 25.738 18,955        1,153,703 -226,179  
10/26/15 Sell Euro 50 short E.on 1,631.78 8.993 8.407 8/24/15 8.700 -14,196 13,719 -478 827,047  1,139,507 -212,460 927,047
      Banco Santander 2,724.86 5.230 5.190 8/24/15 5.210 -14,197 14,142 -55 826,992  1,125,310 -198,318 926,992
    OMXS 30 SSAB 2,245.80 3.388 7.737 6/08/15 5.120 -11,499 17,377 5,878 832,870  1,113,812 -180,941 932,870
      Telia Company 2,186.57 4.765 5.804 6/08/15 5.259 -11,499 12,690 1,191 834,062  1,102,313 -168,251 934,062
    Europe 50 Rio Tinto 9.70 3,453.900 2,401.510 8/24/15 2,927.710 -28,399 23,295 -5,104 828,957  1,073,914 -144,957 928,957
    MerVal YPF 843.22 25.738 19.221 10/19/15 22.479 -18,955 16,207 -2,748 826,210  1,054,959 -128,750 926,210
  Buy Euro 50 long Fresenius 155.39 64.150   1/11/16 59.420 9,968        1,064,928 -138,718  
      Inditex 296.58 33.610   1/11/16 29.430 9,968        1,074,896 -148,686  
    OMXS 30 Boliden 570.88 17.461   11/02/15 17.505 9,968        1,084,864 -158,654  
      Svenska Cellulosa B 1,912.62 5.212   11/02/15 5.468 9,968        1,094,832 -168,622  
    Europe 50 SAP 284.27 70.130   12/14/15 69.400 19,936        1,114,767 -188,558  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Pampa Energía 17,347.72 1.149   3/07/16 0.728 19,936        1,134,703 -208,494  
11/02/15 Sell RTX long Severstal 1,965.56 10.465   9/28/15 9.378 -18,433 20,570 2,137 828,346  1,116,270 -187,924 928,346
    OMXC 20 Genmab 218.52 91.174   10/05/15 85.064 -18,588 19,923 1,335 829,681  1,097,682 -168,001 929,681
    OMXS 30 Boliden 570.88 17.505   10/26/15 17.461 -9,968 9,993 25 829,707  1,087,714 -158,008 929,707
      Svenska Cellulosa B 1,912.62 5.468   10/26/15 5.212 -9,968 10,457 489 830,196  1,077,746 -147,550 930,196
  Buy RTX short Mobile TeleSystems 3,145.15 6.221   4/25/16 7.952 19,566        1,097,312 -167,116  
    OMXS 30 SSAB 2,896.52 3.378   12/14/15 2.601 9,783        1,107,095 -176,899  
      SKF A 608.84 16.068   12/14/15 14.663 9,783        1,116,878 -186,682  
11/09/15 Sell BAX short Grammer 953.77 23.675 29.127 7/27/15 26.260 -25,046 27,781 2,735 832,931  1,091,832 -158,902 932,931
  Buy   long Adva 1,905.47 10.155   11/16/15 10.530 19,350        1,111,182 -178,252  
11/16/15 Sell MDAX long Ströer Media 621.13 61.450   2/02/15 25.790 -16,019 38,168 22,150 855,080  1,095,163 -140,083 955,080
    BSE Sensex 30 Hindustan Unilever 658.62 11.144   1/30/12 6.061 -3,992 7,339 3,347 858,427  1,091,171 -132,744 958,427
    Topix (FRA) short Toshiba 643.91 22.410 47.453 6/01/15 32.610 -20,998 30,555 9,557 867,985  1,070,173 -102,189 967,985
    BAX long Adva 1,905.47 10.530   11/09/15 10.155 -19,350 20,065 715 868,699  1,050,823 -82,124 968,699
  Buy MDAX short Leoni 638.18 34.730   5/30/16 29.880 22,164        1,072,987 -104,288  
    BSE Sensex 30 Bharat Heavy 13,119.45 1.689   6/13/16 1.058 22,164        1,095,151 -126,452  
    SMI LafargeHolcim 438.81 50.510   1/09/17 49.995 22,164        1,117,316 -148,616  
    Topix (FRA) long Ono Pharmaceutical 811.81 27.302   12/14/15 30.520 22,164        1,139,480 -170,780  
    BAX short Leoni 638.18 34.730   11/23/15 36.045 22,164        1,161,644 -192,944  
11/23/15 Sell France short Solocal 1,695.94 7.557 24.332 6/08/15 13.560 -22,997 41,265 18,268 886,967  1,138,647 -151,679 986,967
    ASX 50 Santos 5,972.98 2.708 5.854 8/17/15 3.982 -23,782 34,965 11,183 898,150  1,114,865 -116,715 998,150
    HDAX RWE 2,147.73 10.895 16.041 8/24/15 13.220 -28,393 34,452 6,059 904,209  1,086,472 -82,263 1,004,209
    PSI 20 Pharol 35,582.35 0.369 0.705 5/25/15 0.510 -18,147 25,082 6,935 911,144  1,068,325 -57,181 1,011,144
    Nikkei (FRA) Sharp 926.81 10.210 16.122 8/17/15 12.830 -11,891 14,942 3,051 914,195  1,056,434 -42,238 1,014,195
      IHI 393.87 25.250 36.097 8/17/15 30.190 -11,891 14,217 2,326 916,522  1,044,543 -28,021 1,016,522
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Leoni 638.18 36.045 33.415 11/16/15 34.730 -22,164 21,325 -839 915,683  1,022,379 -6,696 1,015,683
    GEX ZhongDe Waste Tech 9,544.55 1.980 2.444 6/01/15 2.200 -20,998 23,331 2,333 918,015  1,001,381 16,634 1,018,015
  Buy France long Ubisoft 964.97 26.805   1/11/16 24.260 25,866        1,027,247 -9,232  
    HDAX SMA Solar 541.41 47.775   1/18/16 41.200 25,866        1,053,113 -35,097  
    PSI 20 Altri 5,064.81 5.107   12/07/15 5.008 25,866        1,078,979 -60,963  
    OMXC 20 Genmab 228.10 113.399   2/08/16 88.896 25,866        1,104,845 -86,830  
    Nikkei (FRA) Yamaha 515.88 25.070   12/07/15 22.360 12,933        1,117,778 -99,763  
    BAX Adva 2,331.32 11.095   12/14/15 9.859 25,866        1,143,644 -125,629  
    GEX Hypoport 327.42 79.000   12/14/15 70.070 25,866        1,169,510 -151,495  
11/30/15 Sell ISEQ 20 short Aryzta 1,083.96 10.387 11.586 8/17/15 10.970 -11,891 12,558 667 918,683  1,157,619 -138,937 1,018,683
      FBD Holdings 1,723.33 6.852 6.948 8/17/15 6.900 -11,891 11,974 83 918,766  1,145,728 -126,962 1,018,766
    Nordic 30 Fortum 1,212.36 13.820 21.706 6/01/15 17.320 -20,998 26,316 5,318 924,084  1,124,730 -100,646 1,024,084
  Buy Germany long SMA Solar 488.83 47.225   1/11/16 49.315 23,085        1,147,815 -123,731  
    ASX 50 short Origin Energy 6,026.47 3.831   1/04/16 3.253 23,085        1,170,900 -146,816  
    ISEQ 20 long Flutter 96.15 120.050   12/07/15 122.000 11,543        1,182,443 -158,359  
      Dalata Hotel 2,241.26 5.150   12/07/15 5.130 11,542        1,193,985 -169,902  
    Nordic 30 Pandora 205.75 112.200   12/14/15 108.345 23,085        1,217,071 -192,987  
12/07/15 Sell ISEQ 20 long Flutter 96.15 122.000   11/30/15 120.050 -11,543 11,730 187 924,271  1,205,528 -181,257 1,024,271
      Dalata Hotel 2,241.26 5.130   11/30/15 5.150 -11,542 11,498 -45 924,226  1,193,985 -169,759 1,024,226
    PSI 20 Altri 5,064.81 5.008   11/23/15 5.107 -25,866 25,365 -501 923,725  1,168,119 -144,394 1,023,725
    DJUA short CenterPoint Energy 601.93 15.137 18.217 8/31/15 16.606 -9,995 10,965 970 924,695  1,158,124 -133,429 1,024,695
      FirstEnergy 350.69 29.960 27.045 8/31/15 28.503 -9,996 9,484 -511 924,184  1,148,128 -123,945 1,024,184
    Nikkei (FRA) long Yamaha 515.88 22.360   11/23/15 25.070 -12,933 11,535 -1,398 922,786  1,135,195 -112,410 1,022,786
    BSE Sensex 50 Eicher Motors 77.13 224.209   10/24/11 23.352 -1,801 17,293 15,492 938,278  1,133,394 -95,116 1,038,278
  Buy ISEQ 20 short Aryzta 1,112.43 10.598   1/04/16 10.648 11,790        1,145,184 -106,906  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      FBD Holdings 1,728.67 6.820   1/04/16 6.603 11,790        1,156,973 -118,695  
    PSI 20 Pharol 83,613.48 0.282   4/25/16 0.141 23,579        1,180,552 -142,274  
    DJUA long NiSource 667.76 17.655   2/24/20 26.945 11,789        1,192,342 -154,064  
      American Water 218.85 53.870   2/24/20 125.771 11,789        1,204,131 -165,853  
    Nikkei (FRA) short OKI Electric 1,026.96 11.480   3/07/16 12.000 11,790        1,215,920 -177,643  
      Sharp 1,241.00 9.500   3/07/16 13.180 11,790        1,227,710 -189,432  
    BSE Sensex 50 ONGC 11,435.57 2.062   12/21/15 2.125 23,579        1,251,289 -213,011  
12/14/15 Sell USA long Netflix 187.02 109.790   10/05/15 99.392 -18,588 20,533 1,945 940,222  1,232,701 -192,478 1,040,222
    OMXS 30 short SSAB 2,896.52 2.601 4.386 11/02/15 3.378 -9,783 12,703 2,920 943,142  1,222,918 -179,776 1,043,142
      SKF A 608.84 14.663 17.608 11/02/15 16.068 -9,783 10,720 937 944,079  1,213,135 -169,055 1,044,079
    Europe 50 long SAP 284.27 69.400   10/26/15 70.130 -19,936 19,728 -208 943,872  1,193,199 -149,327 1,043,872
    Nordic 30 Pandora 205.75 108.345   11/30/15 112.200 -23,085 22,292 -793 943,079  1,170,114 -127,035 1,043,079
    Topix (FRA) Ono Pharmaceutical 811.81 30.520   11/16/15 27.302 -22,164 24,776 2,612 945,691  1,147,949 -102,258 1,045,691
    BAX Adva 2,331.32 9.859   11/23/15 11.095 -25,866 22,984 -2,882 942,809  1,122,083 -79,274 1,042,809
    GEX Hypoport 327.42 70.070   11/23/15 79.000 -25,866 22,942 -2,924 939,886  1,096,217 -56,332 1,039,886
  Buy OMXS 30 Securitas 917.62 13.398   12/21/15 13.632 12,294        1,108,511 -68,626  
      Swedish Match 396.58 31.000   12/21/15 31.422 12,294        1,120,805 -80,920  
    Europe 50 short Rio Tinto 9.66 2,545.100   12/28/15 2,721.790 24,586        1,145,391 -105,505  
    Nordic 30 Møller-Mærsk B 20.05 1,226.160   4/25/16 1,254.850 24,585        1,169,976 -130,090  
    Topix (FRA) Toshiba 1,132.04 21.720   12/21/15 19.300 24,588        1,194,563 -154,678  
    BAX Leoni 739.82 33.235   7/04/16 24.990 24,588        1,219,151 -179,266  
    GEX Manz 604.72 40.660   5/09/16 36.225 24,588        1,243,739 -203,854  
12/21/15 Sell DAX long Fresenius 314.29 63.430   10/19/15 60.310 -18,955 19,935 981 940,866  1,224,784 -183,918 1,040,866
    OBX 25 short DNO International 18,051.02 0.607 2.673 6/08/15 1.274 -22,997 48,243 25,246 966,112  1,201,787 -135,675 1,066,112
    OMXS 30 long Securitas 917.62 13.632   12/14/15 13.398 -12,294 12,509 215 966,327  1,189,493 -123,167 1,066,327
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Swedish Match 396.58 31.422   12/14/15 31.000 -12,294 12,462 167 966,494  1,177,199 -110,705 1,066,494
    Topix (FRA) short Toshiba 1,132.04 19.300 24.443 12/14/15 21.720 -24,588 27,671 3,083 969,577  1,152,611 -83,034 1,069,577
    BSE Sensex 50 ONGC 11,435.57 2.125 1.999 12/07/15 2.062 -23,579 22,860 -719 968,858  1,129,032 -60,174 1,068,858
  Buy DAX RWE 2,212.99 11.395   12/28/15 11.660 25,217        1,154,249 -85,392  
    OBX 25 long Bakkafrost 959.44 26.283   12/28/15 26.311 25,217        1,179,467 -110,609  
    OMXS 30 short SSAB 5,809.57 2.170   12/28/15 2.409 12,609        1,192,075 -123,217  
      SKF A 863.52 14.601   12/28/15 15.095 12,609        1,204,684 -135,826  
    Topix (FRA) long Ono Pharmaceutical 788.43 31.984   1/04/16 32.298 25,217        1,229,901 -161,043  
    CAC Mid 60 Sartorius Stedim 437.99 57.575   12/28/15 57.183 25,217        1,255,118 -186,260  
    BSE Sensex 50 Bajaj Finance 3,106.27 8.118   1/04/16 8.393 25,217        1,280,335 -211,477  
12/28/15 Sell DAX short RWE 2,212.99 11.660 11.130 12/21/15 11.395 -25,217 24,631 -586 968,272  1,255,118 -186,846 1,068,272
    OBX 25 long Bakkafrost 959.44 26.311   12/21/15 26.283 -25,217 25,244 27 968,298  1,229,901 -161,603 1,068,298
    OMXS 30 short SSAB 5,809.57 2.409 1.932 12/21/15 2.170 -12,609 11,221 -1,387 966,911  1,217,292 -150,382 1,066,911
      SKF A 863.52 15.095 14.108 12/21/15 14.601 -12,609 12,182 -426 966,485  1,204,684 -138,199 1,066,485
    Europe 50 Rio Tinto 9.66 2,721.790 2,368.420 12/14/15 2,545.100 -24,586 22,879 -1,707 964,778  1,180,098 -115,320 1,064,778
    FT 30 Tate & Lyle 30.51 807.108 700.300 6/08/15 753.704 -22,996 21,366 -1,629 963,149  1,157,103 -93,954 1,063,149
    CAC Mid 60 long Sartorius Stedim 437.99 57.183   12/21/15 57.575 -25,217 25,046 -172 962,977  1,131,885 -68,908 1,062,977
  Buy USA Energy Recovery 3,838.94 6.473   1/11/16 5.700 24,851        1,156,736 -93,759  
    DAX Adidas 278.94 89.090   3/07/16 96.970 24,851        1,181,587 -118,610  
    OBX 25 short Seadrill 27.21 913.471   5/09/16 892.833 24,856        1,206,443 -143,466  
    OMXS 30 long Securitas 895.53 13.875   1/04/16 13.705 12,425        1,218,868 -155,891  
      Swedish Match 387.93 32.030   1/04/16 31.693 12,425        1,231,294 -168,317  
    Europe 50 SAP 341.08 72.860   1/04/16 70.580 24,851        1,256,145 -193,168  
    FT 30 ITV 66.62 373.033   1/11/16 356.368 24,851        1,280,996 -218,019  
1/04/16 Sell SSE 50 short China Northern Rare 11,821.85 1.789 2.422 8/03/15 2.081 -24,606 28,634 4,028 967,005  1,256,390 -189,386 1,067,005
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ASX 50 Origin Energy 6,026.47 3.253 4.511 11/30/15 3.831 -23,085 27,182 4,097 971,102  1,233,305 -162,203 1,071,102
    HSI-Fin ICBC 39,344.42 0.538 0.727 8/03/15 0.625 -24,606 28,584 3,978 975,080  1,208,699 -133,619 1,075,080
    ISEQ 20 Aryzta 1,112.43 10.648 10.548 12/07/15 10.598 -11,790 11,734 -56 975,024  1,196,910 -121,886 1,075,024
      FBD Holdings 1,728.67 6.603 7.044 12/07/15 6.820 -11,790 12,177 387 975,412  1,185,120 -109,709 1,075,412
    OMXH 25 Outokumpu 3,503.72 2.584 10.606 5/11/15 5.235 -18,342 37,159 18,817 994,229  1,166,778 -72,549 1,094,229
    OMXS 30 long Securitas 895.53 13.705   12/28/15 13.875 -12,425 12,273 -152 994,077  1,154,353 -60,276 1,094,077
      Swedish Match 387.93 31.693   12/28/15 32.030 -12,425 12,295 -131 993,946  1,141,927 -47,981 1,093,946
    Europe 50 SAP 341.08 70.580   12/28/15 72.860 -24,851 24,073 -778 993,168  1,117,076 -23,908 1,093,168
    DJTA JetBlue Airways 1,004.30 20.201   8/31/15 19.906 -19,991 20,288 297 993,465  1,097,085 -3,620 1,093,465
    Topix (FRA) Ono Pharmaceutical 788.43 32.298   12/21/15 31.984 -25,217 25,465 248 993,713  1,071,868 21,845 1,093,713
    BSE Sensex 50 Bajaj Finance 3,106.27 8.393   12/21/15 8.118 -25,217 26,072 855 994,568  1,046,651 47,917 1,094,568
  Buy SSE 50 Shanghai Pudong 11,357.56 2.515   1/11/16 2.391 28,562        1,075,213 19,355  
    HSI-Fin Hang Seng Bank 1,676.81 17.034   1/11/16 16.023 28,562        1,103,775 -9,207  
    ISEQ 20 Flutter 115.78 123.350   1/18/16 119.900 14,281        1,118,056 -23,489  
      Dalata Hotel 2,654.46 5.380   1/18/16 4.930 14,281        1,132,337 -37,770  
    OMXH 25 Elisa 846.28 33.750   1/11/16 34.422 28,562        1,160,899 -66,332  
    OMXS 30 short SSAB 5,855.51 2.439   4/04/16 3.262 14,281        1,175,180 -80,613  
      SKF A 982.05 14.542   4/04/16 15.448 14,281        1,189,461 -94,894  
    Europe 50 Rio Tinto 11.05 2,585.270   1/25/16 2,112.660 28,567        1,218,029 -123,461  
    DJTA Ryder System 543.68 52.534   2/22/16 53.012 28,562        1,246,590 -152,023  
    Topix (FRA) Toshiba 1,438.17 19.860   8/15/16 25.260 28,562        1,275,153 -180,585  
    BSE Sensex 50 Larsen & Toubro 2,461.03 11.606   3/07/16 10.779 28,562        1,303,715 -209,147  
1/11/16 Sell USA long Energy Recovery 3,838.94 5.700   12/28/15 6.473 -24,851 21,883 -2,968 991,600  1,278,864 -187,264 1,091,600
    Euro 50 Fresenius 155.39 59.420   10/26/15 64.150 -9,968 9,233 -735 990,865  1,268,895 -178,031 1,090,865
      Inditex 296.58 29.430   10/26/15 33.610 -9,968 8,728 -1,240 989,625  1,258,927 -169,302 1,089,625
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    France Ubisoft 964.97 24.260   11/23/15 26.805 -25,866 23,410 -2,456 987,169  1,233,061 -145,892 1,087,169
    Germany SMA Solar 488.83 49.315   11/30/15 47.225 -23,085 24,107 1,022 988,191  1,209,976 -121,785 1,088,191
    SSE 50 Shanghai Pudong 11,357.56 2.391   1/04/16 2.515 -28,562 27,154 -1,408 986,782  1,181,414 -94,632 1,086,782
    HSI-Fin Hang Seng Bank 1,676.81 16.023   1/04/16 17.034 -28,562 26,868 -1,694 985,088  1,152,852 -67,764 1,085,088
    OMXH 25 Elisa 846.28 34.422   1/04/16 33.750 -28,562 29,131 569 985,657  1,124,290 -38,633 1,085,657
    FT 30 ITV 66.62 356.368   12/28/15 373.033 -24,851 23,741 -1,110 984,547  1,099,439 -14,892 1,084,547
    Topix (TYO) Subaru 682.43 33.663   6/11/12 6.048 -4,127 22,973 18,846 1,003,392  1,095,312 8,080 1,103,392
  Buy Euro 50 short Volkswagen 118.69 117.050   1/25/16 110.750 13,893        1,109,204 -5,812  
      Banco Santander 3,405.15 4.080   1/25/16 3.860 13,893        1,123,098 -19,705  
    France Vallourec 4,215.11 6.592   4/18/16 3.720 27,786        1,150,884 -47,491  
    SSE 50 Haitong Secs 15,801.87 1.758   6/13/16 1.997 27,786        1,178,670 -75,277  
    ASX 50 Origin Energy 10,149.40 2.738   2/29/16 2.906 27,786        1,206,456 -103,063  
    HSI-Fin China Life Ins HK 10,947.56 2.538   6/06/16 1.986 27,786        1,234,242 -130,849  
    OMXH 25 Outokumpu 11,222.13 2.476   4/25/16 3.996 27,786        1,262,028 -158,635  
    FT 30 Tesco 142.65 194.790   1/25/16 204.438 27,787        1,289,814 -186,422  
    Topix (TYO) Toshiba 1,544.97 17.985   10/31/16 33.076 27,786        1,317,600 -214,208  
1/18/16 Sell HDAX long SMA Solar 541.41 41.200   11/23/15 47.775 -25,866 22,306 -3,560 999,833  1,291,734 -191,902 1,099,833
    ISEQ 20 Flutter 115.78 119.900   1/04/16 123.350 -14,281 13,882 -399 999,433  1,277,453 -178,020 1,099,433
      Dalata Hotel 2,654.46 4.930   1/04/16 5.380 -14,281 13,086 -1,195 998,239  1,263,172 -164,933 1,098,239
    QIX Freenet 413.69 28.325   1/23/12 10.515 -4,350 11,718 7,368 1,005,606  1,258,822 -153,216 1,105,606
  Buy HDAX short Aixtron 7,214.85 3.300   3/14/16 3.331 23,809        1,282,631 -177,025  
    ISEQ 20 Aryzta 1,274.98 9.337   5/30/16 8.843 11,904        1,294,536 -188,929  
      FBD Holdings 1,848.52 6.440   5/30/16 6.529 11,904        1,306,440 -200,834  
    QIX BMW 304.85 78.100   2/08/16 69.300 23,809        1,330,249 -224,642  
1/25/16 Sell Euro 50 short Volkswagen 118.69 110.750 123.708 1/11/16 117.050 -13,893 14,683 790 1,006,397  1,316,356 -209,959 1,106,397
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Banco Santander 3,405.15 3.860 4.313 1/11/16 4.080 -13,893 14,685 792 1,007,188  1,302,463 -195,275 1,107,188
    Europe 50 Rio Tinto 11.05 2,112.660 3,163.610 1/04/16 2,585.270 -28,567 34,958 6,391 1,013,579  1,273,896 -160,317 1,113,579
    FT 30 Tesco 142.65 204.438 185.143 1/11/16 194.790 -27,787 26,411 -1,376 1,012,203  1,246,109 -133,906 1,112,203
  Buy Euro 50 long SAP 168.25 72.680   4/04/16 70.040 12,228        1,258,338 -146,135  
      Vinci 198.42 61.630   4/04/16 65.450 12,229        1,270,566 -158,363  
    Europe 50 SAP 336.50 72.680   3/28/16 70.840 24,457        1,295,023 -182,820  
    FT 30 National Grid 19.68 1,242.520   2/01/16 1,311.560 24,453        1,319,476 -207,273  
2/01/16 Sell   long National Grid 19.68 1,311.560   1/25/16 1,242.520 -24,453 25,812 1,359 1,013,562  1,295,023 -181,461 1,113,562
  Buy   short RBS 70.59 330.109   4/18/16 299.798 23,302        1,318,325 -204,764  
2/08/16 Sell Nasdaq 100 long Amazon.com 37.47 436.037   10/19/15 505.914 -18,957 16,338 -2,618 1,010,943  1,299,369 -188,425 1,110,943
    OMXC 20 Genmab 228.10 88.896   11/23/15 113.399 -25,866 20,277 -5,589 1,005,354  1,273,502 -168,148 1,105,354
    QIX short BMW 304.85 69.300 88.018 1/18/16 78.100 -23,809 26,832 3,023 1,008,377  1,249,694 -141,316 1,108,377
  Buy Nasdaq 100 Micron Technology 2,661.03 9.085   3/21/16 10.259 24,176        1,273,870 -165,492  
    QIX long Rational 59.67 405.150   4/11/16 463.700 24,175        1,298,045 -189,667  
2/22/16 Sell DJTA short Ryder System 543.68 53.012 52.057 1/04/16 52.534 -28,562 28,302 -260 1,008,118  1,269,483 -161,365 1,108,118
    NZX 50 long Tourism 18,562.02 1.542   7/28/14 0.744 -13,812 28,617 14,805 1,022,923  1,255,671 -132,748 1,122,923
  Buy OMXC 20 Vestas Wind Systems 409.94 60.385   2/29/16 62.299 24,754        1,280,425 -157,502  
    DJTA Delta Air Lines 559.73 44.225   3/07/16 43.943 24,754        1,305,179 -182,257  
    NZX 50 short ANZ Banking NZ 1,618.34 15.296   2/29/16 14.670 24,754        1,329,933 -207,011  
2/29/16 Sell ASX 50 short Origin Energy 10,149.40 2.906 2.569 1/11/16 2.738 -27,786 26,077 -1,709 1,021,214  1,302,147 -180,934 1,121,214
    OMXC 20 long Vestas Wind Systems 409.94 62.299   2/22/16 60.385 -24,754 25,539 785 1,021,998  1,277,393 -155,395 1,121,998
    NZX 50 short ANZ Banking NZ 1,618.34 14.670 15.949 2/22/16 15.296 -24,754 25,810 1,056 1,023,054  1,252,639 -129,585 1,123,054
  Buy ASX 50 long Newcrest Mining 2,163.43 11.480   11/05/18 13.103 24,836        1,277,475 -154,421  
    NZX 50 a2 Milk 23,298.31 1.066   5/22/17 2.174 24,836        1,302,311 -179,257  
3/07/16 Sell S&P 100 short ConocoPhilips 548.59 37.595 55.443 7/27/15 45.655 -25,046 30,416 5,369 1,028,424  1,277,265 -148,841 1,128,424
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX long Adidas 278.94 96.970   12/28/15 89.090 -24,851 27,049 2,198 1,030,622  1,252,414 -121,792 1,130,622
    MerVal Pampa Energía 17,347.72 0.728   10/26/15 1.149 -19,936 12,629 -7,307 1,023,315  1,232,478 -109,163 1,123,315
    DJTA Delta Air Lines 559.73 43.943   2/22/16 44.225 -24,754 24,596 -158 1,023,157  1,207,724 -84,567 1,123,157
    Nikkei (FRA) short OKI Electric 1,026.96 12.000 10.960 12/07/15 11.480 -11,790 11,255 -534 1,022,623  1,195,935 -73,311 1,122,623
      Sharp 1,241.00 13.180 5.820 12/07/15 9.500 -11,790 7,223 -4,567 1,018,056  1,184,145 -66,089 1,118,056
    BSE Sensex 50 Larsen & Toubro 2,461.03 10.779 12.496 1/04/16 11.606 -28,562 30,754 2,192 1,020,