Tue, Jan 18th, 2022, 7:38UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  106,456 -2,953 103,502
  Buy ATX Flughafen Wien 302.77 8.300   3/26/12 7.050 2,513        108,969 -5,466  
7/25/11 Buy ASX 50 short Macquarie Group 117.63 20.828   1/16/12 19.953 2,450        111,419 -7,916  
    DJ Global Titans Bank of America 351.52 6.970   12/26/11 4.202 2,450        113,869 -10,366  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  110,559 -4,395 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  107,769 -1,577 106,192
  Buy S&P 100 short AIG 131.67 19.860   1/09/12 18.875 2,615        110,384 -4,192  
    HSI New World Dev 695.55 3.760   12/26/11 2.465 2,615        112,999 -6,807  
    HDAX Commerzbank 139.09 18.801   1/23/12 14.511 2,615        115,614 -9,422  
    RTX Mobile TeleSystems 212.26 12.320   6/25/12 13.400 2,615        118,229 -12,037  
    DJTA Delta Air Lines 482.63 5.418   10/24/11 6.408 2,615        120,844 -14,652  
    Topix (FRA) Nintendo 23.64 110.600   1/23/12 105.744 2,615        123,458 -17,267  
    SP Global 100 Carrefour 130.23 20.080   4/30/12 15.175 2,615        126,073 -19,882  
8/08/11 Buy Nasdaq 100 short Akamai 146.33 14.741   10/10/11 17.540 2,157        128,230 -22,039  
    Kospi 50 LG Display 157.82 13.668   10/10/11 14.049 2,157        130,387 -24,196  
    DAX Commerzbank 140.48 15.354   12/19/11 9.482 2,157        132,544 -26,353  
    MDAX Ceconomy 224.43 9.611   5/14/12 7.298 2,157        134,701 -28,510  
    FTSE Lloyds Bank 57.29 37.648   11/28/11 27.613 2,157        136,858 -30,667  
    Europe 50 Lloyds Bank 57.29 37.648   12/19/11 27.968 2,157        139,015 -32,824  
    BSE Sensex 50 Tata Motors 834.53 2.585   10/03/11 2.302 2,157        141,172 -34,981  
    QIX Pro7-Sat1 154.07 14.000   1/23/12 17.200 2,157        143,329 -37,138  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/22/11 Buy DJIA short Goldman Sachs 23.33 73.991   12/19/11 67.244 1,726        145,055 -38,864  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  140,522 -35,229 105,293
  Buy   short Nintendo 15.02 116.602   2/13/12 104.998 1,751        142,274 -36,980  
9/05/11 Buy Euro 50 short Societe Generale 42.15 20.250   1/09/12 15.000 854        143,127 -37,834  
      Unicredit 31.08 27.460   1/09/12 11.455 853        143,981 -38,687  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  140,843 -33,824 107,019
    BSE Sensex 50 short Tata Motors 834.53 2.302 2.902 8/08/11 2.585 -2,157 2,422 265 7,284  138,686 -31,402 107,284
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,583 -33,299  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,480 -35,196  
Portfolio market l/s instrument bought pieces buy price 10/03/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 212.26 12.320 10.150 14.954 2,615 3,174 559 559 2,615 3,174 207
  ISEQ 20 Bank of Ireland 4/25/11 210.89 7.440 2.310 23.963 1,569 5,053 3,484 4,044 4,184 8,228 1,318
    Ryanair   466.13 3.366 3.314 3.419 1,569 1,594 25 4,068 5,753 9,821 4
  CAC 40 Carrefour 5/09/11 99.79 30.665 17.010 55.282 3,060 5,517 2,457 6,525 8,813 15,338 332
  AEX Philips 3/28/11 154.37 22.180 13.280 37.045 3,424 5,719 2,295 8,819 12,237 21,056 169
  IBEX 35 Banco Sabadell 4/04/11 1329.85 2.489 2.106 2.942 3,310 3,912 602 9,421 15,547 24,968 40
  Topix (TYO) Nintendo 8/29/11 15.02 116.602 112.027 121.364 1,751 1,823 72 9,493 17,298 26,791 52
  SSE 50 China Rwy Constr 6/06/11 4217.19 0.632 0.507 0.787 2,664 3,319 655 10,148 19,962 30,111 96
  HSI New World Dev 8/01/11 695.55 3.760 2.988 4.731 2,615 3,291 676 10,824 22,577 33,401 279
  HSI-Fin China Life Ins HK 2/07/11 1572.87 2.738 1.780 4.212 4,307 6,625 2,318 13,141 26,884 40,026 94
  BSE Sensex 30 Bharat Heavy   987.93 4.360 3.249 5.851 4,307 5,780 1,473 14,614 31,191 45,806 57
  STI Wilmar International 5/02/11 1080.38 2.824 2.721 2.931 3,051 3,167 116 14,730 34,242 48,973 9
  OMXH 25 Nokia 2/28/11 623.48 6.090 4.410 8.410 3,797 5,243 1,446 16,177 38,039 54,216 72
  PSI 20 Teixeira Duarte 4/11/11 4983.61 0.610 0.230 1.618 3,040 8,062 5,022 21,199 41,079 62,278 665
  GEX MeVis Medical 3/07/11 290.82 12.200 3.680 40.446 3,548 11,762 8,214 29,414 44,627 74,041 703
  SMI Credit Suisse 5/09/11 104.12 29.390 18.837 45.855 3,060 4,774 1,714 31,128 47,687 78,815 202
  NZX 50 Heartland 10/03/11 6804.16 0.279   1,897 1,897     49,584 80,712  
  Topix (FRA) Nintendo 8/01/11 23.64 110.600 112.030 109.170 2,615 2,581 -34 31,094 52,199 83,293 -7
  TecDAX SMA Solar 3/14/11 48.04 73.750 37.655 144.445 3,543 6,939 3,396 34,490 55,742 90,232 235
  HSI-Prop China Ov Land & Inv   1348.79 1.313 1.217 1.417 1,772 1,912 140 34,631 57,513 92,144 15
    China Res Land   1476.5 1.200 0.853 1.688 1,772 2,493 721 35,352 59,285 94,637 85
  Nordic 30 Nokia   603.58 5.870 4.410 7.813 3,543 4,716 1,173 36,525 62,828 99,353 67
  FT 30 Lloyds Bank 6/06/11 50.61 52.638 38.956 71.125 2,664 3,600 936 37,460 65,492 102,952 152
  Nikkei (FRA) Resona 3/14/11 521.03 3.400 3.425 3.375 1,772 1,758 -13 37,447 67,263 104,711 -1
    Tokyo Electric Power   137.33 12.900 2.334 71.298 1,772 9,791 8,020 45,467 69,035 114,502 2,063
Portfolio market l/s instrument bought pieces buy price 10/03/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Nikkei (TYO) Tokyo Electric Power 5/09/11 740.69 4.131 2.338 7.302 3,060 5,408 2,348 47,815 72,095 119,910 311
  Athex LC Piraeus Bank 4/04/11 0.01 432,300.000 145,200.000 1,287,075.000 4,323 12,871 8,548 56,363 76,418 132,781 792
  OBX 25 Frontline 4/11/11 39.36 77.243 16.158 369.250 3,040 14,534 11,493 67,857 79,458 147,315 2,513
  OMXS 30 Nokia 7/11/11 352.85 3.954 4.347 3.560 1,395 1,256 -139 67,718 80,853 148,571 -37
    SSAB   148.39 9.401 5.383 16.416 1,395 2,436 1,041 68,759 82,248 151,007 1,027
  OMXC 20 Vestas Wind Systems   813.53 3.430 2.415 4.870 2,790 3,962 1,172 69,931 85,038 154,969 359
  TSX 60 BlackBerry 5/09/11 101.03 30.287 17.293 53.044 3,060 5,359 2,299 72,230 88,098 160,328 302
  CAC Mid 60 Genfit 5/16/11 706.59 3.933 2.248 6.881 2,779 4,862 2,083 74,313 90,877 165,190 330
  SDAX Heidelberger Druck 5/23/11 932.74 2.899 1.602 5.246 2,704 4,893 2,189 76,503 93,581 170,084 409
  Indices Athex Large Cap   0.48 5,689.400 3,165.400 10,225.966 2,731 4,908 2,178 78,680 96,312 174,992 400
  BEL 20 Bekaert 7/11/11 55.31 50.440 29.835 85.276 2,790 4,717 1,927 80,607 99,102 179,709 879
  France Carrefour 6/27/11 95.95 26.450 17.010 41.129 2,538 3,946 1,408 82,015 101,640 183,655 418
  MIB UnipolSai   494.74 5.130 4.188 6.284 2,538 3,109 571 82,586 104,178 186,764 113
  ATX Flughafen Wien 7/18/11 302.77 8.300 7.820 8.810 2,513 2,667 154 82,740 106,691 189,431 33
  ASX 50 Macquarie Group 7/25/11 117.63 20.828 17.372 24.972 2,450 2,937 487 83,228 109,141 192,369 158
  DJ Global Titans Bank of America   351.52 6.970 4.133 11.755 2,450 4,132 1,682 84,910 111,591 196,501 1,426
  S&P 100 AIG 8/01/11 131.67 19.860 15.290 25.795 2,615 3,396 781 85,691 114,206 199,897 355
  HDAX Commerzbank   139.09 18.801 13.138 26.905 2,615 3,742 1,127 86,818 116,821 203,639 698
  DJTA Delta Air Lines   482.63 5.418 4.970 5.907 2,615 2,851 236 87,054 119,436 206,490 65
  SP Global 100 Carrefour   130.23 20.080 17.010 23.704 2,615 3,087 472 87,526 122,051 209,577 162
  Nasdaq 100 Akamai 8/08/11 146.33 14.741 13.938 15.591 2,157 2,281 124 87,651 124,208 211,859 44
  Kospi 50 LG Display   157.82 13.668 12.604 14.821 2,157 2,339 182 87,833 126,365 214,198 70
  DAX Commerzbank   140.48 15.354 13.138 17.944 2,157 2,521 364 88,197 128,522 216,718 176
  MDAX Ceconomy   224.43 9.611 9.964 9.258 2,157 2,078 -79 88,117 130,679 218,796 -22
  FTSE Lloyds Bank   57.29 37.648 38.956 36.340 2,157 2,082 -75 88,042 132,836 220,878 -21
Portfolio market l/s instrument bought pieces buy price 10/03/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Europe 50 Lloyds Bank   57.29 37.648 38.956 36.340 2,157 2,082 -75 87,968 134,992 222,960 -21
  BSE Sensex 50 long Eicher Motors 10/03/11 779.31 2.434   1,897 1,897     136,889 224,857  
  QIX short Pro7-Sat1 8/08/11 154.07 14.000 12.900 15.194 2,157 2,341 184 88,151 139,046 227,198 70
  DJIA Goldman Sachs 8/22/11 23.33 73.991 67.319 81.324 1,726 1,897 171 88,323 140,773 229,095 127
  Euro 50 Societe Generale 9/05/11 42.15 20.250 18.970 21.616 854 911 58 88,380 141,626 230,006 134
    Unicredit   31.08 27.460 25.661 29.385 853 913 60 88,440 142,480 230,920 142
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/10/11 Sell Nasdaq 100 short Akamai 146.33 17.540 11.942 8/08/11 14.741 -2,157 1,747 -410 6,874  140,323 -33,448 106,874
    Kospi 50 LG Display 157.82 14.049 13.287 8/08/11 13.668 -2,157 2,097 -60 6,814  138,166 -31,351 106,814
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,052 -33,237  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        141,937 -35,123  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,698  140,040 -33,342 106,698
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,666  138,143 -31,477 106,666
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,022 -33,356  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        141,901 -35,235  
10/24/11 Sell DJTA short Delta Air Lines 482.63 6.408 4.429 8/01/11 5.418 -2,615 2,137 -478 6,188  139,286 -33,098 106,188
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,277  137,407 -31,131 106,277
  Buy   long Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        139,285 -33,009  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,278  137,406 -31,128 106,278
  Buy   short Heartland 6,222.66 0.302   3/05/12 0.277 1,878        139,284 -33,006  
11/21/11 Buy USA short Netflix 232.76 7.867   11/28/11 7.544 1,831        141,115 -34,837  
    DJTA JetBlue Airways 689.77 2.655   12/05/11 3.509 1,831        142,946 -36,668  
11/28/11 Sell USA short Netflix 232.76 7.544 8.203 11/21/11 7.867 -1,831 1,909 78 6,356  141,115 -34,759 106,356
    FTSE Lloyds Bank 57.29 27.613 51.330 8/08/11 37.648 -2,157 2,941 784 7,140  138,959 -31,818 107,140
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,184  136,169 -26,984 109,184
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,139  134,774 -25,634 109,139
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,716  133,379 -23,663 109,716
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,184  129,836 -18,652 111,184
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,134 -20,950  
    OMXC 20 Tryg 269.03 8.598   5/14/12 8.768 2,313        134,447 -23,263  
    OMXS 30 Getinge 62.04 18.641   5/14/12 19.967 1,156        135,603 -24,419  
      Lundin 61.90 18.684   5/14/12 15.471 1,157        136,760 -25,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Equinor 126.71 18.255   5/07/12 19.757 2,313        139,073 -27,889  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 12,979  136,409 -23,430 112,979
    DJTA JetBlue Airways 689.77 3.509 1.800 11/21/11 2.655 -1,831 1,242 -589 12,390  134,578 -22,188 112,390
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,833 -24,443  
    DJTA Kirby 46.97 48.011   6/25/12 36.163 2,255        139,088 -26,698  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   12/05/11 3,416.030 -2,255 2,318 63 12,453  136,833 -24,380 112,453
  Buy   short Lloyds Bank 76.97 28.594   12/19/11 27.968 2,201        139,034 -26,581  
12/19/11 Sell DJIA short Goldman Sachs 23.33 67.244 81.415 8/22/11 73.991 -1,726 1,899 173 12,627  137,308 -24,681 112,627
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,325  135,422 -23,097 112,325
    DAX short Commerzbank 140.48 9.482 24.862 8/08/11 15.354 -2,157 3,493 1,336 13,661  133,265 -19,604 113,661
    Europe 50 Lloyds Bank 57.29 27.968 50.678 8/08/11 37.648 -2,157 2,903 747 14,407  131,108 -16,701 114,407
    FT 30 Lloyds Bank 76.97 27.968 29.234 12/12/11 28.594 -2,201 2,250 49 14,456  128,907 -14,451 114,456
  Buy DJIA long Visa 132.30 18.897   8/24/15 58.880 2,500        131,407 -16,951  
    Kospi 50 short Hyundai Heavy 13.72 182.275   1/23/12 209.385 2,501        133,908 -19,452  
    DAX long Merck (EMD) 68.13 36.695   6/04/12 36.500 2,500        136,408 -21,952  
    Europe 50 Roche 19.27 129.719   10/20/14 222.572 2,500        138,908 -24,452  
    FT 30 Tate & Lyle 3.09 808.105   5/14/12 858.422 2,497        141,405 -26,949  
12/26/11 Sell HSI short New World Dev 695.55 2.465 5.735 8/01/11 3.760 -2,615 3,989 1,374 15,830  138,790 -22,960 115,830
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,249  134,993 -16,744 118,249
    DJ Global Titans Bank of America 351.52 4.202 11.562 7/25/11 6.970 -2,450 4,064 1,614 19,863  132,543 -12,679 119,863
  Buy HSI long Lenovo 4,975.85 0.538   5/21/12 0.656 2,679        135,222 -15,358  
    OMXH 25 Huhtamäki 290.56 9.220   1/02/12 9.150 2,679        137,901 -18,037  
    DJ Global Titans Philip Morris 44.33 60.439   1/23/12 57.914 2,679        140,580 -20,717  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,045  137,156 -16,111 121,045
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,054  135,587 -11,533 124,054
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,861  134,018 -10,157 123,861
    OMXH 25 long Huhtamäki 290.56 9.150   12/26/11 9.220 -2,679 2,659 -20 23,840  131,339 -7,499 123,840
  Buy Germany Encavis 895.32 3.248   5/14/12 2.970 2,908        134,247 -10,407  
    AEX Vopak 70.76 41.095   4/09/12 44.780 2,908        137,155 -13,315  
    ISEQ 20 Flutter 32.24 45.100   5/21/12 50.010 1,454        138,609 -14,769  
      Ryanair 384.66 3.780   5/21/12 4.040 1,454        140,063 -16,223  
    OMXH 25 short Outokumpu 250.26 11.620   1/09/12 12.510 2,908        142,971 -19,131  
1/09/12 Sell S&P 100 short AIG 131.67 18.875 20.895 8/01/11 19.860 -2,615 2,751 136 23,977  140,356 -16,379 123,977
    Euro 50 Societe Generale 42.15 15.000 27.338 9/05/11 20.250 -854 1,152 299 24,276  139,503 -15,227 124,276
      Unicredit 31.08 11.455 65.827 9/05/11 27.460 -853 2,046 1,192 25,468  138,649 -13,181 125,468
    OMXH 25 Outokumpu 250.26 12.510 10.730 1/02/12 11.620 -2,908 2,685 -223 25,245  135,741 -10,496 125,245
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,215  133,970 -8,755 125,215
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,577  132,198 4,379 136,577
  Buy S&P 100 long Biogen 39.00 90.342   9/03/12 116.954 3,523        135,721 856  
    Euro 50 ASML 54.37 32.400   8/24/15 74.790 1,762        137,483 -906  
      AB InBev 37.09 47.495   8/24/15 91.280 1,762        139,245 -2,667  
    OMXH 25 Wärtsilä 421.25 8.363   1/30/12 8.837 3,523        142,768 -6,190  
    Nikkei (FRA) Aozora Bank 82.43 21.370   5/14/12 18.670 1,762        144,529 -7,952  
      Nitto Boseki 135.76 12.975   5/14/12 12.260 1,761        146,291 -9,713  
1/16/12 Sell ASX 50 short Macquarie Group 117.63 19.953 21.742 7/25/11 20.828 -2,450 2,557 107 36,685  143,841 -7,156 136,685
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,623  139,534 -1,911 137,623
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,316  137,762 -446 137,316
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,001  135,991 1,010 137,001
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,096  132,950 14,146 147,096
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,561  130,220 20,342 150,561
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ASX 50 long James Hardie Ind 729.57 5.856   1/23/12 6.001 4,272        134,492 16,070  
    HSI-Fin AIA 1,627.92 2.624   5/14/12 2.577 4,272        138,764 11,798  
    HSI-Prop China Ov Land & Inv 1,386.11 1.541   6/10/13 2.124 2,136        140,900 9,662  
      China Res Land 1,511.57 1.413   6/10/13 2.183 2,136        143,036 7,526  
    HSI-C&I Sands China 1,663.29 2.568   5/21/12 2.614 4,272        147,307 3,254  
    OBX 25 Equinor 221.76 19.264   5/14/12 19.745 4,272        151,580 -1,018  
    Indices ISEQ-Overall 1.42 3,005.690   5/21/12 3,087.810 4,268        155,848 -5,286  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 51,961  153,310 -1,349 151,961
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,626  150,646 1,980 152,626
    Kospi 50 Hyundai Heavy 13.72 209.385 155.165 12/19/11 182.275 -2,501 2,129 -372 52,254  148,145 4,109 152,254
    ASX 50 long James Hardie Ind 729.57 6.001   1/16/12 5.856 -4,272 4,378 106 52,360  143,873 8,487 152,360
    HDAX short Commerzbank 139.09 14.511 24.359 8/01/11 18.801 -2,615 3,388 773 53,133  141,258 11,875 153,133
    Topix (FRA) Nintendo 23.64 105.744 115.679 8/01/11 110.600 -2,615 2,735 120 53,253  138,643 14,610 153,253
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,817  135,864 20,953 156,817
    QIX Pro7-Sat1 154.07 17.200 10.800 8/08/11 14.000 -2,157 1,664 -493 56,324  133,707 22,617 156,324
    DJ Global Titans long Philip Morris 44.33 57.914   12/26/11 60.439 -2,679 2,567 -112 56,213  131,028 25,184 156,213
  Buy France Hermes International 17.88 253.600   4/23/12 251.250 4,534        135,562 20,650  
    SSE 50 China Minsheng Bk 6,790.47 0.668   3/19/12 0.633 4,534        140,096 16,116  
    Kospi 50 Samsung Electronics 295.46 15.346   5/21/12 16.200 4,534        144,631 11,582  
    ASX 50 short QBE Insurance 473.00 9.586   1/30/12 9.544 4,534        149,165 7,048  
    HDAX long Dürr 496.88 9.125   8/04/14 28.230 4,534        153,699 2,514  
    Topix (FRA) Fast Retailing 31.03 146.118   2/27/12 148.473 4,534        158,233 -2,020  
    CAC Mid 60 Innate Pharma 2,651.46 1.710   5/14/12 1.650 4,534        162,767 -6,554  
    QIX Freenet 431.19 10.515   1/18/16 28.325 4,534        167,301 -11,088  
    DJ Global Titans short Bank of America 808.36 5.609   2/06/12 6.060 4,534        171,835 -15,622  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/30/12 Sell ASX 50 short QBE Insurance 473.00 9.544 9.628 1/23/12 9.586 -4,534 4,554 20 56,232  167,301 -11,068 156,232
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,259  164,597 -6,337 158,259
    OMXH 25 long Wärtsilä 421.25 8.837   1/09/12 8.363 -3,523 3,722 199 58,459  161,074 -2,615 158,459
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,204  156,767 4,438 161,204
  Buy ASX 50 long James Hardie Ind 718.51 5.763   8/17/15 12.058 4,141        160,908 297  
    SDAX Encavis 1,370.74 3.021   5/21/12 2.951 4,141        165,049 -3,844  
    OMXH 25 short Nokia 1,067.27 3.880   2/13/12 3.800 4,141        169,190 -7,985  
    BSE Sensex 30 long Hindustan Unilever 683.20 6.061   11/16/15 11.144 4,141        173,331 -12,126  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,259  170,270 -7,011 163,259
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 64,899  166,728 -1,829 164,899
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,123  163,418 1,706 165,123
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,843  160,378 11,466 171,843
    DJ Global Titans Bank of America 808.36 6.060 5.157 1/23/12 5.609 -4,534 4,169 -365 71,478  155,844 15,635 171,478
  Buy CAC 40 long Airbus 171.76 27.230   4/09/12 29.725 4,677        160,521 10,958  
    IBEX 35 Bankinter 1,354.87 3.452   2/13/12 3.297 4,677        165,198 6,281  
    PSI 20 Jerónimo Martins 364.25 12.840   2/20/12 12.970 4,677        169,875 1,604  
    MerVal short Gr Fin Galicia 7,885.69 0.593   2/27/12 0.596 4,677        174,552 -3,073  
    DJ Global Titans long Apple 371.19 12.600   5/21/12 15.695 4,677        179,229 -7,750  
2/13/12 Sell IBEX 35 long Bankinter 1,354.87 3.297   2/06/12 3.452 -4,677 4,467 -210 71,268  174,552 -3,283 171,268
    OMXH 25 short Nokia 1,067.27 3.800 3.962 1/30/12 3.880 -4,141 4,228 87 71,355  170,411 945 171,355
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,770  167,350 7,419 174,770
    Topix (TYO) Nintendo 15.02 104.998 129.488 8/29/11 116.602 -1,751 1,945 194 74,963  165,599 9,364 174,963
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,076  162,051 17,025 179,076
  Buy IBEX 35 Sacyr 1,479.18 3.314   8/20/12 1.284 4,902        166,953 12,123  
    OMXH 25 long Nokian Tyres 145.46 33.700   4/09/12 36.040 4,902        171,855 7,221  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Fast Retailing 31.65 154.867   5/07/12 167.646 4,902        176,757 2,320  
    GEX 4SC 79.59 61.593   5/07/12 48.084 4,902        181,659 -2,582  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,205  178,599 5,606 184,205
    PSI 20 long Jerónimo Martins 364.25 12.970   2/06/12 12.840 -4,677 4,724 47 84,252  173,922 10,330 184,252
  Buy TSX 60 Constellation Soft 68.80 70.699   4/16/12 66.838 4,864        178,786 5,466  
    PSI 20 short Pharol 1,158.10 4.200   2/27/12 3.989 4,864        183,650 602  
    SLI long Sonova 57.03 85.291   4/23/12 82.016 4,864        188,514 -4,262  
2/27/12 Sell PSI 20 short Pharol 1,158.10 3.989 4.422 2/20/12 4.200 -4,864 5,121 257 84,509  183,650 859 184,509
    MerVal Gr Fin Galicia 7,885.69 0.596 0.591 2/06/12 0.593 -4,677 4,657 -20 84,490  178,973 5,517 184,490
    Topix (FRA) long Fast Retailing 31.03 148.473   1/23/12 146.118 -4,534 4,607 73 84,563  174,439 10,124 184,563
  Buy PSI 20 Jerónimo Martins 358.66 13.570   3/12/12 14.360 4,867        179,306 5,257  
    Topix (FRA) short Mazda Motor 761.66 6.390   3/05/12 6.150 4,867        184,173 390  
3/05/12 Sell NZX 50 short Heartland 6,222.66 0.277 0.329 10/31/11 0.302 -1,878 2,050 172 84,735  182,295 2,439 184,735
    Topix (FRA) Mazda Motor 761.66 6.150 6.639 2/27/12 6.390 -4,867 5,057 190 84,925  177,428 7,496 184,925
  Buy MerVal Aluar 10,022.92 0.480   3/12/12 0.513 4,810        182,238 2,686  
    NZX 50 long a2 Milk 20,688.17 0.233   5/21/12 0.267 4,810        187,048 -2,124  
    Topix (FRA) Isuzu Motors 572.48 8.402   3/19/12 8.620 4,810        191,858 -6,934  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 87,817  189,068 -1,251 187,817
    PSI 20 long Jerónimo Martins 358.66 14.360   2/27/12 13.570 -4,867 5,150 283 88,100  184,201 3,899 188,100
    MerVal short Aluar 10,022.92 0.513 0.447 3/05/12 0.480 -4,810 4,480 -330 87,770  179,391 8,379 187,770
  Buy BEL 20 long Galapagos 390.99 12.540   5/14/12 10.990 4,903        184,294 3,476  
    PSI 20 short Pharol 1,244.73 3.939   3/26/12 4.022 4,903        189,197 -1,427  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,790.47 0.633   1/23/12 0.668 -4,534 4,299 -235 87,536  184,663 2,872 187,536
    Topix (FRA) Isuzu Motors 572.48 8.620   3/05/12 8.402 -4,810 4,935 125 87,660  179,853 7,807 187,660
  Buy SSE 50 short Anhui Conch Cement 2,499.10 1.955   4/09/12 2.031 4,886        184,739 2,921  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Mazda Motor 756.35 6.460   8/13/12 4.800 4,886        189,625 -1,965  
3/26/12 Sell ATX short Flughafen Wien 302.77 7.050 9.772 7/18/11 8.300 -2,513 2,959 446 88,106  187,112 993 188,106
    PSI 20 Pharol 1,244.73 4.022 3.856 3/12/12 3.939 -4,903 4,800 -103 88,003  182,209 5,793 188,003
  Buy ATX long Österreichische Post 192.22 25.200   4/09/12 25.800 4,844        187,053 949  
    PSI 20 Jerónimo Martins 325.10 14.900   4/02/12 15.420 4,844        191,897 -3,895  
4/02/12 Sell   long Jerónimo Martins 325.10 15.420   3/26/12 14.900 -4,844 5,013 169 88,172  187,053 1,118 188,172
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,411  182,730 23,681 206,411
  Buy PSI 20 Banco Comercial 8,733.68 0.659   8/20/12 0.452 5,752        188,482 17,929  
    Athex LC long EYDAP 1,445.23 3.980   4/16/12 4.030 5,752        194,234 12,177  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,499.10 2.031 1.880 3/19/12 1.955 -4,886 4,697 -189 106,222  189,348 16,874 206,222
    ATX long Österreichische Post 192.22 25.800   3/26/12 25.200 -4,844 4,959 115 106,337  184,504 21,833 206,337
    CAC 40 Airbus 171.76 29.725   2/06/12 27.230 -4,677 5,106 429 106,766  179,827 26,938 206,766
    AEX Vopak 70.76 44.780   1/02/12 41.095 -2,908 3,169 261 107,027  176,920 30,107 207,027
    OMXH 25 Nokian Tyres 145.46 36.040   2/13/12 33.700 -4,902 5,242 340 107,367  172,018 35,349 207,367
  Buy SSE 50 China Northern Rare 2,100.83 2.888   6/04/12 3.823 6,067        178,085 29,282  
    ATX short Zumtobel 618.83 9.804   4/16/12 9.950 6,067        184,152 23,215  
    AEX ArcelorMittal 156.65 38.730   9/03/12 35.565 6,067        190,219 17,148  
    OMXH 25 Outokumpu 522.12 11.620   8/20/12 6.980 6,067        196,286 11,081  
4/16/12 Sell ATX short Zumtobel 618.83 9.950 9.658 4/09/12 9.804 -6,067 5,977 -90 107,277  190,219 17,058 207,277
    TSX 60 long Constellation Soft 68.80 66.838   2/20/12 70.699 -4,864 4,598 -266 107,011  185,355 21,656 207,011
    Athex LC EYDAP 1,445.23 4.030   4/02/12 3.980 -5,752 5,824 72 107,083  179,603 27,481 207,083
  Buy ATX Österreichische Post 219.42 26.725   5/21/12 27.000 5,864        185,467 21,617  
    TSX 60 short BlackBerry 580.27 10.106   8/20/12 5.638 5,864        191,330 15,753  
    Athex LC Public Power 3,783.23 1.550   9/03/12 1.330 5,864        197,194 9,889  
4/23/12 Sell France long Hermes International 17.88 251.250   1/23/12 253.600 -4,534 4,492 -42 107,041  192,660 14,381 207,041
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Sonova 57.03 82.016   2/20/12 85.291 -4,864 4,677 -187 106,854  187,796 19,058 206,854
  Buy France short Solocal 3.82 1,476.830   8/13/12 1,038.280 5,641        193,437 13,417  
    MerVal YPF 420.38 13.433   8/27/12 14.446 5,647        199,084 7,770  
    SLI Lonza 163.66 34.504   11/26/12 36.099 5,647        204,731 2,123  
    GCX REC Silicon 1,623.31 3.479   2/11/13 1.027 5,647        210,378 -3,524  
4/30/12 Sell SP Global 100 short Carrefour 130.23 15.175 26.570 8/01/11 20.080 -2,615 3,460 845 107,700  207,763 -64 207,700
  Buy   long Apple 329.77 15.738   10/20/14 19.487 5,190        212,953 -5,254  
5/07/12 Sell Nordic 30 long Equinor 126.71 19.757   11/28/11 18.255 -2,313 2,503 190 107,890  210,640 -2,750 207,890
    Topix (TYO) Fast Retailing 31.65 167.646   2/13/12 154.867 -4,902 5,306 404 108,294  205,739 2,556 208,294
    GEX 4SC 79.59 48.084   2/13/12 61.593 -4,902 3,827 -1,075 107,219  200,837 6,383 207,219
  Buy Nordic 30 short Nokia 2,225.00 2.400   8/13/12 2.220 5,340        206,177 1,043  
    Topix (TYO) Sony 455.65 11.720   6/11/12 10.270 5,340        211,517 -4,297  
5/14/12 Sell Germany long Encavis 895.32 2.970   1/02/12 3.248 -2,908 2,659 -249 106,970  208,609 -1,638 206,970
    MDAX short Ceconomy 224.43 7.298 12.656 8/08/11 9.611 -2,157 2,840 683 107,654  206,452 1,202 207,654
    HSI-Fin long AIA 1,627.92 2.577   1/16/12 2.624 -4,272 4,196 -76 107,577  202,180 5,398 207,577
    BEL 20 Galapagos 390.99 10.990   3/12/12 12.540 -4,903 4,297 -606 106,971  197,277 9,695 206,971
    OMXC 20 Tryg 269.03 8.768   11/28/11 8.598 -2,313 2,359 46 107,017  194,964 12,054 207,017
    OBX 25 Equinor 221.76 19.745   1/16/12 19.264 -4,272 4,379 107 107,124  190,692 16,432 207,124
    OMXS 30 Getinge 62.04 19.967   11/28/11 18.641 -1,156 1,239 82 107,206  189,535 17,671 207,206
      Lundin 61.90 15.471   11/28/11 18.684 -1,157 958 -199 107,007  188,379 18,629 207,007
    FT 30 Tate & Lyle 3.09 858.422   12/19/11 808.105 -2,497 2,653 155 107,163  185,882 21,281 207,163
    Nikkei (FRA) Aozora Bank 82.43 18.670   1/09/12 21.370 -1,762 1,539 -223 106,940  184,120 22,820 206,940
      Nitto Boseki 135.76 12.260   1/09/12 12.975 -1,761 1,664 -97 106,843  182,358 24,485 206,843
    CAC Mid 60 Innate Pharma 2,651.46 1.650   1/23/12 1.710 -4,534 4,375 -159 106,684  177,824 28,860 206,684
  Buy Germany short SolarWorld 24.89 236.550   9/10/12 182.550 5,888        183,712 22,972  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX long Dürr 537.91 10.946   5/21/12 10.445 5,888        189,600 17,084  
    HSI-Fin short HK Exchgs & Clrg 518.50 11.356   9/17/12 11.718 5,888        195,488 11,196  
    BEL 20 Bekaert 257.68 22.850   6/25/12 18.225 5,888        201,376 5,308  
    OMXC 20 Vestas Wind Systems 5,195.91 1.133   5/28/12 1.008 5,888        207,264 -580  
    OBX 25 REC Silicon 1,701.00 3.462   9/03/12 2.359 5,888        213,152 -6,468  
    OMXS 30 ABB 227.05 12.967   7/23/12 14.168 2,944        216,096 -9,412  
      Nokia 1,258.98 2.338   7/23/12 1.752 2,944        219,040 -12,356  
    FT 30 Man Group 57.02 103.259   8/06/12 106.958 5,888        224,928 -18,244  
    Nikkei (FRA) Nippon Sheet Glass 325.66 9.040   1/07/13 9.100 2,944        227,872 -21,188  
      Sharp 76.21 38.630   1/07/13 23.550 2,944        230,816 -24,132  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        236,705 -30,021  
5/21/12 Sell HSI long Lenovo 4,975.85 0.656   12/26/11 0.538 -2,679 3,263 584 107,268  234,026 -26,758 207,268
    Kospi 50 Samsung Electronics 295.46 16.200   1/23/12 15.346 -4,534 4,787 252 107,521  229,492 -21,971 207,521
    ATX Österreichische Post 219.42 27.000   4/16/12 26.725 -5,864 5,924 60 107,581  223,628 -16,047 207,581
    MDAX Dürr 537.91 10.445   5/14/12 10.946 -5,888 5,618 -269 107,312  217,740 -10,428 207,312
    SDAX Encavis 1,370.74 2.951   1/30/12 3.021 -4,141 4,045 -96 107,216  213,599 -6,383 207,216
    HSI-C&I Sands China 1,663.29 2.614   1/16/12 2.568 -4,272 4,348 76 107,292  209,327 -2,035 207,292
    ISEQ 20 Flutter 32.24 50.010   1/02/12 45.100 -1,454 1,612 158 107,450  207,873 -423 207,450
      Ryanair 384.66 4.040   1/02/12 3.780 -1,454 1,554 100 107,550  206,419 1,131 207,550
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,254  203,359 6,895 210,254
    NZX 50 long a2 Milk 20,688.17 0.267   3/05/12 0.233 -4,810 5,515 705 110,960  198,549 12,411 210,960
    Indices ISEQ-Overall 1.42 3,087.810   1/16/12 3,005.690 -4,268 4,385 117 111,076  194,281 16,795 211,076
    DJ Global Titans Apple 371.19 15.695   2/06/12 12.600 -4,677 5,826 1,149 112,225  189,604 22,621 212,225
  Buy HSI short China Unicom 4,939.01 1.189   8/20/12 1.370 5,871        195,475 16,750  
    Kospi 50 SK Holdings 104.32 56.279   7/23/12 68.528 5,871        201,346 10,879  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Zumtobel 595.56 9.858   6/25/12 8.050 5,871        207,217 5,008  
    MDAX Ströer Media 739.14 7.943   5/28/12 8.000 5,871        213,088 -863  
    TecDAX SMA Solar 223.10 26.315   12/22/14 14.800 5,871        218,959 -6,734  
    SDAX Klöckner 749.43 7.834   10/29/12 7.058 5,871        224,830 -12,605  
    HSI-C&I Citic Pacific 4,956.10 1.185   9/17/12 0.959 5,871        230,701 -18,476  
    ISEQ 20 Bank of Ireland 1,124.71 2.610   8/27/12 2.490 2,935        233,636 -21,411  
      Smurfit Kappa 528.92 5.550   8/27/12 6.550 2,936        236,572 -24,347  
    SMI long Richemont 122.21 48.039   5/28/12 48.077 5,871        242,443 -30,218  
    NZX 50 short Katmandu 6,156.02 0.954   7/30/12 0.992 5,871        248,314 -36,089  
    Indices Athex Large Cap 2.89 2,028.100   9/10/12 2,671.700 5,861        254,175 -41,950  
    Nikkei (TYO) Nippon Sheet Glass 689.16 8.519   7/02/12 8.411 5,871        260,046 -47,821  
    DJ Global Titans Telefónica 598.11 9.816   5/28/12 9.440 5,871        265,917 -53,692  
5/28/12 Sell MDAX short Ströer Media 739.14 8.000 7.886 5/21/12 7.943 -5,871 5,829 -42 112,183  260,046 -47,863 212,183
    OMXC 20 Vestas Wind Systems 5,195.91 1.008 1.274 5/14/12 1.133 -5,888 6,620 732 112,914  254,158 -41,244 212,914
    SMI long Richemont 122.21 48.077   5/21/12 48.039 -5,871 5,875 5 112,919  248,287 -35,368 212,919
    DJ Global Titans short Telefónica 598.11 9.440 10.207 5/21/12 9.816 -5,871 6,105 234 113,153  242,416 -29,263 213,153
  Buy MDAX long Rhön-Klinikum 209.00 21.995   6/04/12 22.100 4,597        247,013 -33,860  
    OMXC 20 GN Store Nord 67.45 68.150   6/04/12 67.500 4,597        251,610 -38,457  
    SMI short Credit Suisse 292.16 15.734   6/04/12 15.300 4,597        256,207 -43,054  
    DJ Global Titans long Apple 281.90 16.307   10/22/12 17.386 4,597        260,804 -47,651  
6/04/12 Sell SSE 50 long China Northern Rare 2,100.83 3.823   4/09/12 2.888 -6,067 8,032 1,965 115,118  254,737 -39,619 215,118
    DAX Merck (EMD) 68.13 36.500   12/19/11 36.695 -2,500 2,487 -13 115,104  252,237 -37,132 215,104
    MDAX Rhön-Klinikum 209.00 22.100   5/28/12 21.995 -4,597 4,619 22 115,126  247,640 -32,513 215,126
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 115,565  245,341 -29,776 215,565
    OMXC 20 GN Store Nord 67.45 67.500   5/28/12 68.150 -4,597 4,553 -44 115,521  240,745 -25,223 215,521
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI short Credit Suisse 292.16 15.300 16.181 5/28/12 15.734 -4,597 4,727 130 115,652  236,148 -20,496 215,652
  Buy SSE 50 China Unicom 9,640.32 0.506   12/10/12 0.413 4,878        241,026 -25,374  
    DAX thyssenkrupp 385.00 12.670   7/16/12 14.565 4,878        245,904 -30,252  
    MDAX Ströer Media 582.45 8.375   6/18/12 8.546 4,878        250,782 -35,130  
    FTSE Aviva 14.60 334.157   7/30/12 382.206 4,879        255,660 -40,009  
    OMXC 20 Vestas Wind Systems 5,588.91 0.873   6/18/12 0.791 4,878        260,538 -44,887  
    SMI long Swiss Re 111.51 43.744   6/11/12 46.079 4,878        265,416 -49,765  
6/11/12 Sell   long Swiss Re 111.51 46.079   6/04/12 43.744 -4,878 5,138 260 115,912  260,538 -44,626 215,912
    Topix (TYO) short Sony 455.65 10.270 13.374 5/07/12 11.720 -5,340 6,094 754 116,666  255,198 -38,532 216,666
  Buy SMI Credit Suisse 277.00 16.076   6/18/12 14.519 4,453        259,651 -42,985  
    Topix (TYO) long Subaru 736.34 6.048   1/11/16 33.663 4,453        264,104 -47,438  
6/18/12 Sell MDAX short Ströer Media 582.45 8.546 8.204 6/04/12 8.375 -4,878 4,778 -100 116,566  259,226 -42,660 216,566
    OMXC 20 Vestas Wind Systems 5,588.91 0.791 0.963 6/04/12 0.873 -4,878 5,384 506 117,073  254,348 -37,276 217,073
    SMI Credit Suisse 277.00 14.519 17.799 6/11/12 16.076 -4,453 4,930 477 117,550  249,895 -32,345 217,550
  Buy MDAX long Dürr 409.10 11.318   6/25/12 11.594 4,630        254,525 -36,975  
    OMXC 20 GN Store Nord 63.21 73.250   6/25/12 71.650 4,630        259,155 -41,605  
    SMI Swiss Re 99.31 46.620   11/19/12 54.864 4,630        263,785 -46,235  
6/25/12 Sell ATX short Zumtobel 595.56 8.050 12.072 5/21/12 9.858 -5,871 7,190 1,319 118,869  257,914 -39,045 218,869
    MDAX long Dürr 409.10 11.594   6/18/12 11.318 -4,630 4,743 113 118,982  253,284 -34,303 218,982
    RTX short Mobile TeleSystems 212.26 13.400 11.240 8/01/11 12.320 -2,615 2,386 -229 118,752  250,669 -31,917 218,752
    BEL 20 Bekaert 257.68 18.225 28.649 5/14/12 22.850 -5,888 7,382 1,494 120,247  244,781 -24,535 220,247
    OMXC 20 long GN Store Nord 63.21 71.650   6/18/12 73.250 -4,630 4,529 -101 120,145  240,151 -20,006 220,145
    DJTA Kirby 46.97 36.163   12/05/11 48.011 -2,255 1,699 -556 119,589  237,896 -18,307 219,589
  Buy ATX Österreichische Post 194.36 25.890   7/29/13 31.600 5,032        242,928 -23,339  
    MDAX short Ströer Media 625.79 8.041   7/02/12 8.090 5,032        247,960 -28,371  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX long Magnit 236.80 21.250   7/02/12 22.430 5,032        252,992 -33,403  
    BEL 20 Galapagos 410.78 12.250   10/22/12 16.900 5,032        258,024 -38,435  
    OMXC 20 short Vestas Wind Systems 6,200.86 0.812   7/16/12 0.678 5,032        263,056 -43,467  
    DJTA Ryder System 184.16 27.323   7/02/12 27.880 5,032        268,088 -48,499  
7/02/12 Sell MDAX short Ströer Media 625.79 8.090 7.992 6/25/12 8.041 -5,032 5,001 -31 119,558  263,056 -43,498 219,558
    RTX long Magnit 236.80 22.430   6/25/12 21.250 -5,032 5,311 279 119,838  258,024 -38,186 219,838
    DJTA short Ryder System 184.16 27.880 26.767 6/25/12 27.323 -5,032 4,929 -103 119,735  252,992 -33,257 219,735
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 120,607  249,941 -29,334 220,607
    Nikkei (TYO) Nippon Sheet Glass 689.16 8.411 8.629 5/21/12 8.519 -5,871 5,947 76 120,682  244,070 -23,388 220,682
  Buy MDAX long Dürr 395.67 12.465   7/23/12 13.345 4,932        249,002 -28,320  
    RTX short RusHydro 2,429.56 2.030   7/09/12 2.080 4,932        253,934 -33,252  
    DJTA long Delta Air Lines 561.72 8.780   9/17/12 7.031 4,932        258,866 -38,184  
    STI ThaiBev 23,242.22 0.212   6/10/13 0.382 4,932        263,798 -43,116  
    Nikkei (TYO) OKI Electric 386.38 12.765   7/16/12 12.784 4,932        268,730 -48,048  
7/09/12 Sell RTX short RusHydro 2,429.56 2.080 1.980 7/02/12 2.030 -4,932 4,811 -121 120,561  263,798 -43,237 220,561
  Buy   long Magnit 204.85 21.640   7/16/12 22.510 4,433        268,231 -47,670  
7/16/12 Sell DAX short thyssenkrupp 385.00 14.565 10.775 6/04/12 12.670 -4,878 4,148 -730 119,831  263,353 -43,522 219,831
    RTX long Magnit 204.85 22.510   7/09/12 21.640 -4,433 4,611 178 120,009  258,920 -38,911 220,009
    OMXC 20 short Vestas Wind Systems 6,200.86 0.678 0.971 6/25/12 0.812 -5,032 6,020 988 120,998  253,888 -32,890 220,998
    Nikkei (TYO) long OKI Electric 386.38 12.784   7/02/12 12.765 -4,932 4,939 7 121,005  248,956 -27,951 221,005
  Buy DAX Continental 81.06 59.533   8/11/14 133.083 4,826        253,782 -32,777  
    RTX short RusHydro 2,265.73 2.130   9/03/12 2.010 4,826        258,608 -37,603  
    OMXC 20 long Genmab 569.86 8.469   6/24/13 22.604 4,826        263,434 -42,429  
    Nikkei (TYO) short Nippon Sheet Glass 632.59 7.629   11/19/12 7.143 4,826        268,260 -47,255  
7/23/12 Sell Kospi 50 short SK Holdings 104.32 68.528 44.029 5/21/12 56.279 -5,871 4,593 -1,278 119,727  262,389 -42,662 219,727
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX long Dürr 395.67 13.345   7/02/12 12.465 -4,932 5,280 348 120,076  257,457 -37,381 220,076
    OMXS 30 short ABB 227.05 14.168 11.765 5/14/12 12.967 -2,944 2,671 -273 119,803  254,513 -34,710 219,803
      Nokia 1,258.98 1.752 3.121 5/14/12 2.338 -2,944 3,929 985 120,788  251,569 -30,781 220,788
  Buy Kospi 50 long Amorepacific Group 181.53 26.166   10/20/14 87.497 4,750        256,319 -35,531  
    MDAX short Ströer Media 599.22 7.927   8/06/12 7.080 4,750        261,069 -40,281  
    OMXS 30 long Electrolux 134.02 17.722   6/24/13 19.030 2,375        263,444 -42,656  
      Swedbank 172.24 13.789   6/24/13 16.871 2,375        265,819 -45,031  
7/30/12 Sell FTSE short Aviva 14.60 382.206 286.108 6/04/12 334.157 -4,879 4,177 -702 120,087  260,940 -40,853 220,087
    NZX 50 Katmandu 6,156.02 0.992 0.916 5/21/12 0.954 -5,871 5,637 -234 119,853  255,069 -35,216 219,853
  Buy FTSE long Ashtead 13.85 333.248   8/24/15 1,199.890 4,615        259,685 -39,832  
8/06/12 Sell MDAX short Ströer Media 599.22 7.080 8.875 7/23/12 7.927 -4,750 5,318 568 120,421  254,934 -34,514 220,421
    FT 30 Man Group 57.02 106.958 99.561 5/14/12 103.259 -5,888 5,677 -211 120,210  249,047 -28,837 220,210
  Buy MDAX long Dürr 345.73 13.838   10/29/12 14.790 4,784        253,831 -33,621  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        258,618 -38,408  
8/13/12 Sell France short Solocal 3.82 1,038.280 2,100.620 4/23/12 1,476.830 -5,641 8,024 2,383 122,593  252,976 -30,383 222,593
    Nordic 30 Nokia 2,225.00 2.220 2.595 5/07/12 2.400 -5,340 5,773 433 123,026  247,636 -24,610 223,026
    Topix (FRA) Mazda Motor 756.35 4.800 8.694 3/19/12 6.460 -4,886 6,576 1,690 124,716  242,750 -18,034 224,716
  Buy France long Eurofins Scientific 498.99 10.355   4/22/13 15.325 5,167        247,917 -23,201  
    Nordic 30 Pandora 461.66 11.192   6/03/13 26.264 5,167        253,084 -28,368  
    Topix (FRA) Softbank 320.16 16.139   9/03/12 15.996 5,167        258,251 -33,536  
8/20/12 Sell HSI short China Unicom 4,939.01 1.370 1.008 5/21/12 1.189 -5,871 4,978 -893 123,823  252,380 -28,558 223,823
    IBEX 35 Sacyr 1,479.18 1.284 8.553 2/13/12 3.314 -4,902 12,652 7,750 131,573  247,478 -15,905 231,573
    OMXH 25 Outokumpu 522.12 6.980 19.345 4/09/12 11.620 -6,067 10,100 4,033 135,606  241,411 -5,805 235,606
    TSX 60 BlackBerry 580.27 5.638 18.115 4/16/12 10.106 -5,864 10,512 4,648 140,254  235,547 4,706 240,254
    PSI 20 Banco Comercial 8,733.68 0.452 0.960 4/02/12 0.659 -5,752 8,381 2,629 142,882  229,795 13,087 242,882
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI long Galaxy Entertainment 2,720.32 2.352   4/22/13 3.135 6,399        236,194 6,688  
    IBEX 35 Grifols 569.31 11.240   11/05/12 13.025 6,399        242,593 289  
    OMXH 25 Huhtamäki 538.18 11.890   10/22/12 12.450 6,399        248,992 -6,110  
    TSX 60 Couche-Tard 957.22 6.685   4/22/13 7.405 6,399        255,391 -12,509  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,124.71 2.490 2.736 5/21/12 2.610 -2,935 3,077 141 143,024  252,456 -9,432 243,024
      Smurfit Kappa 528.92 6.550 4.550 5/21/12 5.550 -2,936 2,407 -529 142,495  249,520 -7,025 242,495
    MerVal YPF 420.38 14.446 12.421 4/23/12 13.433 -5,647 5,221 -426 142,069  243,873 -1,804 242,069
  Buy ISEQ 20 long Kerry 79.91 37.580   6/17/13 42.250 3,003        246,876 -4,807  
      Smurfit Kappa 458.47 6.550   6/17/13 12.270 3,003        249,879 -7,810  
9/03/12 Sell S&P 100 long Biogen 39.00 116.954   1/09/12 90.342 -3,523 4,561 1,038 143,107  246,356 -3,249 243,107
    AEX short ArcelorMittal 156.65 35.565 42.177 4/09/12 38.730 -6,067 6,607 540 143,647  240,289 3,358 243,647
    RTX RusHydro 2,265.73 2.010 2.257 7/16/12 2.130 -4,826 5,114 288 143,935  235,463 8,472 243,935
    OBX 25 REC Silicon 1,701.00 2.359 5.080 5/14/12 3.462 -5,888 8,641 2,753 146,688  229,575 17,113 246,688
    Athex LC Public Power 3,783.23 1.330 1.806 4/16/12 1.550 -5,864 6,834 970 147,658  223,711 23,947 247,658
    Topix (FRA) long Softbank 320.16 15.996   8/13/12 16.139 -5,167 5,121 -46 147,612  218,544 29,068 247,612
  Buy S&P 100 short HP 511.96 13.511   9/17/12 13.872 6,917        225,461 22,151  
    RTX long Magnit 285.59 24.220   9/17/12 27.650 6,917        232,378 15,234  
    OBX 25 Grieg Seafood 5,043.75 1.371   1/07/13 1.707 6,917        239,295 8,317  
    Athex LC Alpha Bank 103.24 67.000   3/25/13 37.850 6,917        246,212 1,400  
    MerVal short Pampa Energía 41,148.13 0.168   9/10/12 0.164 6,917        253,129 -5,517  
    Topix (FRA) Kansai Electric Pwr 1,213.08 5.702   3/11/13 6.145 6,917        260,046 -12,434  
9/10/12 Sell Germany short SolarWorld 24.89 182.550 306.524 5/14/12 236.550 -5,888 7,629 1,742 149,354  254,158 -4,804 249,354
    MerVal Pampa Energía 41,148.13 0.164 0.172 9/03/12 0.168 -6,917 7,090 173 149,527  247,241 2,285 249,527
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,222  241,352 7,870 249,222
    Indices Athex Large Cap 2.89 2,671.700 1,384.500 5/21/12 2,028.100 -5,861 4,001 -1,860 147,362  235,491 11,871 247,362
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany long ADLER Real Estate 5,491.53 1.180   6/24/13 2.050 6,480        241,971 5,391  
    CAC Mid 60 Eurofins Scientific 589.09 11.000   4/22/13 15.325 6,480        248,451 -1,089  
    Indices OMXC 20 97.58 66.404   6/17/13 70.001 6,480        254,931 -7,568  
9/17/12 Sell S&P 100 short HP 511.96 13.872 13.150 9/03/12 13.511 -6,917 6,732 -185 147,177  248,014 -836 247,177
    RTX long Magnit 285.59 27.650   9/03/12 24.220 -6,917 7,897 980 148,157  241,097 7,060 248,157
    HSI-Fin short HK Exchgs & Clrg 518.50 11.718 10.994 5/14/12 11.356 -5,888 5,700 -188 147,969  235,209 12,761 247,969
    HSI-C&I Citic Pacific 4,956.10 0.959 1.464 5/21/12 1.185 -5,871 7,254 1,383 149,352  229,338 20,015 249,352
    DJTA long Delta Air Lines 561.72 7.031   7/02/12 8.780 -4,932 3,950 -982 148,370  224,406 23,965 248,370
  Buy S&P 100 Gilead Sciences 271.64 25.063   10/13/14 79.611 6,808        231,214 17,156  
    CAC 40 Credit Agricole 1,137.70 5.984   9/24/12 5.714 6,808        238,022 10,348  
    RTX short RusHydro 3,257.42 2.090   2/04/13 1.770 6,808        244,830 3,540  
    HSI-Fin long Bank of China (HK) 2,852.35 2.387   5/13/13 2.748 6,808        251,638 -3,268  
    HSI-C&I Galaxy Entertainment 2,800.49 2.431   4/08/13 3.018 6,808        258,446 -10,076  
    DJTA short Expeditors Wash 232.25 29.314   9/24/12 28.398 6,808        265,254 -16,884  
9/24/12 Sell CAC 40 long Credit Agricole 1,137.70 5.714   9/17/12 5.984 -6,808 6,501 -307 148,063  258,446 -10,383 248,063
    DJTA short Expeditors Wash 232.25 28.398 30.259 9/17/12 29.314 -6,808 7,028 220 148,283  251,638 -3,355 248,283
  Buy   long Avis Budget 493.03 12.419   7/20/15 38.916 6,123        257,761 -9,478  
10/01/12 Buy CAC Next 20 short Hermes International 28.23 211.450   12/10/12 235.500 5,969        263,730 -15,447  
10/15/12 Buy AEX short KPN 1,605.07 3.626   2/02/15 2.756 5,820        269,550 -21,267  
    MerVal Pampa Energía 38,594.16 0.151   10/22/12 0.141 5,820        275,370 -27,087  
10/22/12 Sell BEL 20 long Galapagos 410.78 16.900   6/25/12 12.250 -5,032 6,942 1,910 150,193  270,338 -20,145 250,193
    OMXH 25 Huhtamäki 538.18 12.450   8/20/12 11.890 -6,399 6,700 301 150,494  263,939 -13,445 250,494
    MerVal short Pampa Energía 38,594.16 0.141 0.161 10/15/12 0.151 -5,820 6,229 409 150,903  258,119 -7,216 250,903
    DJ Global Titans long Apple 281.90 17.386   5/28/12 16.307 -4,597 4,901 304 151,207  253,522 -2,314 251,207
  Buy BEL 20 short Bekaert 288.32 21.580   11/12/12 21.290 6,222        259,744 -8,536  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 961.67 6.470   11/05/12 6.200 6,222        265,966 -14,758  
    DJ Global Titans Telefónica 592.57 10.500   10/29/12 10.070 6,222        272,188 -20,980  
10/29/12 Sell MDAX long Dürr 345.73 14.790   8/06/12 13.838 -4,784 5,113 329 151,537  267,404 -15,867 251,537
    SDAX short Klöckner 749.43 7.058 8.695 5/21/12 7.834 -5,871 6,517 645 152,182  261,533 -9,351 252,182
    DJ Global Titans Telefónica 592.57 10.070 10.948 10/22/12 10.500 -6,222 6,488 266 152,448  255,311 -2,863 252,448
  Buy MDAX Ströer Media 941.03 6.630   1/14/13 6.901 6,239        261,550 -9,102  
    SDAX long ADLER Real Estate 3,948.73 1.580   11/26/12 1.285 6,239        267,789 -15,341  
    MerVal short Pampa Energía 43,087.02 0.145   12/24/12 0.147 6,239        274,028 -21,580  
    BAX long KUKA 266.91 23.375   6/24/13 31.820 6,239        280,267 -27,819  
    DJ Global Titans Bank of America 866.09 7.204   12/16/13 11.075 6,239        286,506 -34,058  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,835  283,968 -20,133 263,835
    IBEX 35 long Grifols 569.31 13.025   8/20/12 11.240 -6,399 7,415 1,016 164,851  277,569 -12,717 264,851
    OMXH 25 short Outokumpu 961.67 6.200 6.752 10/22/12 6.470 -6,222 6,493 271 165,122  271,347 -6,224 265,122
  Buy MIB long Azimut 695.61 9.304   8/04/14 18.460 6,472        277,819 -12,696  
    OMXH 25 Konecranes 256.32 25.250   11/12/12 24.380 6,472        284,291 -19,169  
11/12/12 Sell BEL 20 short Bekaert 288.32 21.290 21.874 10/22/12 21.580 -6,222 6,307 85 165,207  278,069 -12,862 265,207
    OMXH 25 long Konecranes 256.32 24.380   11/05/12 25.250 -6,472 6,249 -223 164,984  271,597 -6,613 264,984
  Buy BEL 20 Galapagos 381.96 16.910   6/24/13 14.210 6,459        278,056 -13,072  
    OMXH 25 short Outokumpu 1,006.07 6.420   12/31/12 7.400 6,459        284,515 -19,531  
11/19/12 Sell SMI long Swiss Re 99.31 54.864   6/18/12 46.620 -4,630 5,449 819 165,803  279,885 -14,082 265,803
    Nikkei (TYO) short Nippon Sheet Glass 632.59 7.143 8.148 7/16/12 7.629 -4,826 5,154 328 166,131  275,059 -8,928 266,131
  Buy PSI 20 Impresa 22,172.41 0.290   12/17/12 0.300 6,430        281,489 -15,358  
    SMI Julius Bär 246.17 26.121   12/17/12 27.324 6,430        287,919 -21,788  
    Nikkei (TYO) long Subaru 786.48 8.176   10/07/13 20.003 6,430        294,349 -28,218  
11/26/12 Sell SDAX long ADLER Real Estate 3,948.73 1.285   10/29/12 1.580 -6,239 5,074 -1,165 164,966  288,110 -23,144 264,966
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI short Lonza 163.66 36.099 32.909 4/23/12 34.504 -5,647 5,386 -261 164,705  282,463 -17,758 264,705
  Buy SDAX Deutz 1,899.38 3.250   12/10/12 3.138 6,173        288,636 -23,931  
    SLI long Swiss Life 59.23 104.219   6/24/13 120.698 6,173        294,809 -30,104  
12/10/12 Sell SSE 50 short China Unicom 9,640.32 0.413 0.620 6/04/12 0.506 -4,878 5,972 1,094 165,799  289,931 -24,132 265,799
    SDAX Deutz 1,899.38 3.138 3.366 11/26/12 3.250 -6,173 6,393 220 166,020  283,758 -17,738 266,020
    CAC Next 20 Hermes International 28.23 235.500 187.400 10/01/12 211.450 -5,969 5,290 -679 165,341  277,789 -12,448 265,341
  Buy SSE 50 long China Rwy Constr 8,829.61 0.716   4/29/13 0.634 6,322        284,111 -18,770  
    CAC 40 Societe Generale 219.40 28.815   1/14/13 34.140 6,322        290,433 -25,092  
    SDAX ADLER Real Estate 4,515.71 1.400   6/10/13 2.099 6,322        296,755 -31,414  
12/17/12 Sell PSI 20 short Impresa 22,172.41 0.300 0.280 11/19/12 0.290 -6,430 6,208 -222 165,119  290,325 -25,206 265,119
    SMI Julius Bär 246.17 27.324 24.917 11/19/12 26.121 -6,430 6,134 -296 164,823  283,895 -19,072 264,823
  Buy   long Richemont 102.50 59.929   10/14/13 74.199 6,143        290,037 -25,214  
12/24/12 Sell MerVal short Pampa Energía 43,087.02 0.147 0.143 10/29/12 0.145 -6,239 6,149 -90 164,732  283,798 -19,066 264,732
  Buy   long Gr Fin Galicia 8,805.56 0.697   5/27/13 0.697 6,141        289,939 -25,207  
12/31/12 Sell OMXH 25 short Outokumpu 1,006.07 7.400 5.440 11/12/12 6.420 -6,459 5,473 -986 163,746  283,480 -19,734 263,746
  Buy   long Orion 274.77 22.200   3/18/13 22.000 6,100        289,580 -25,834  
1/07/13 Sell OBX 25 long Grieg Seafood 5,043.75 1.707   9/03/12 1.371 -6,917 8,608 1,691 165,437  282,663 -17,226 265,437
    Nikkei (FRA) short Nippon Sheet Glass 325.66 9.100 8.980 5/14/12 9.040 -2,944 2,924 -20 165,418  279,719 -14,301 265,418
      Sharp 76.21 23.550 63.366 5/14/12 38.630 -2,944 4,829 1,885 167,303  276,775 -9,472 267,303
  Buy IBEX 35 long Mediaset Esp 1,131.50 5.696   2/04/13 5.150 6,445        283,220 -15,917  
    OBX 25 short REC Silicon 3,575.99 1.802   1/21/13 1.488 6,445        289,665 -22,362  
    Nikkei (FRA) long Subaru 325.51 9.900   1/14/13 9.907 3,223        292,888 -25,585  
      Shinsei Bank 206.57 15.600   1/14/13 13.840 3,222        296,110 -28,807  
1/14/13 Sell CAC 40 long Societe Generale 219.40 34.140   12/10/12 28.815 -6,322 7,490 1,168 168,471  289,788 -21,317 268,471
    MDAX short Ströer Media 941.03 6.901 6.359 10/29/12 6.630 -6,239 5,984 -255 168,216  283,549 -15,333 268,216
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Subaru 325.51 9.907   1/07/13 9.900 -3,223 3,225 2 168,219  280,327 -12,108 268,219
      Shinsei Bank 206.57 13.840   1/07/13 15.600 -3,222 2,859 -364 167,855  277,104 -9,249 267,855
  Buy CAC 40 short Engie 418.99 15.430   1/28/13 15.390 6,465        283,569 -15,714  
    MDAX long KUKA 229.38 28.185   6/24/13 31.820 6,465        290,034 -22,179  
    Nikkei (FRA) short Screen 165.90 19.485   2/11/13 16.805 3,233        293,267 -25,412  
1/21/13 Sell OBX 25 short REC Silicon 3,575.99 1.488 2.182 1/07/13 1.802 -6,445 7,804 1,359 169,214  286,822 -17,607 269,214
  Buy   long Grieg Seafood 3,622.44 1.736   1/28/13 1.688 6,290        293,112 -23,897  
1/28/13 Sell CAC 40 short Engie 418.99 15.390 15.470 1/14/13 15.430 -6,465 6,482 17 169,231  286,647 -17,416 269,231
    OBX 25 long Grieg Seafood 3,622.44 1.688   1/21/13 1.736 -6,290 6,115 -175 169,056  280,357 -11,301 269,056
  Buy CAC 40 Credit Agricole 830.07 7.762   2/11/13 7.414 6,443        286,800 -17,744  
    OBX 25 short REC Silicon 4,165.37 1.547   2/25/13 1.312 6,443        293,243 -24,187  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,131.50 5.150   1/07/13 5.696 -6,445 5,827 -618 168,438  286,798 -18,359 268,438
    RTX short RusHydro 3,257.42 1.770 2.468 9/17/12 2.090 -6,808 8,039 1,231 169,669  279,990 -10,320 269,669
  Buy   long Magnit 187.05 34.660   3/11/13 34.010 6,483        286,473 -16,804  
2/11/13 Sell CAC 40 long Credit Agricole 830.07 7.414   1/28/13 7.762 -6,443 6,154 -289 169,381  280,030 -10,649 269,381
    Nikkei (FRA) short Screen 165.90 16.805 22.592 1/14/13 19.485 -3,233 3,748 516 169,896  276,797 -6,901 269,896
    GCX REC Silicon 1,623.31 1.027 11.783 4/23/12 3.479 -5,647 19,128 13,481 183,377  271,150 12,226 283,377
  Buy CAC 40 Orange 937.46 7.883   2/25/13 7.479 7,390        278,540 4,836  
    ÖkoDAX (deprecated) long PNE Wind 2,648.75 2.790   4/29/13 2.700 7,390        285,930 -2,554  
    Nikkei (FRA) Subaru 342.13 10.800   8/26/13 18.441 3,695        289,625 -6,249  
      Mazda Motor 296.91 12.445   8/26/13 15.485 3,695        293,320 -9,944  
    GCX SunPower 1,046.34 7.063   11/25/13 21.795 7,390        300,710 -17,334  
2/18/13 Buy GEX long MBB 359.51 18.500   4/22/13 17.650 6,651        307,361 -23,985  
2/25/13 Sell CAC 40 short Orange 937.46 7.479 8.309 2/11/13 7.883 -7,390 7,789 399 183,776  299,971 -16,195 283,776
    OBX 25 REC Silicon 4,165.37 1.312 1.824 1/28/13 1.547 -6,443 7,599 1,156 184,932  293,528 -8,596 284,932
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 long Credit Agricole 924.15 7.475   4/22/13 6.300 6,908        300,436 -15,504  
    OBX 25 Norwegian 2.36 2,924.050   4/15/13 2,803.560 6,901        307,337 -22,405  
3/11/13 Sell RTX long Magnit 187.05 34.010   2/04/13 34.660 -6,483 6,362 -122 184,810  300,854 -16,044 284,810
    Topix (FRA) short Kansai Electric Pwr 1,213.08 6.145 5.259 9/03/12 5.702 -6,917 6,380 -537 184,273  293,937 -9,664 284,273
  Buy RTX RusHydro 4,086.31 1.680   9/14/15 0.774 6,865        300,802 -16,529  
    Topix (FRA) long Mazda Motor 555.65 12.355   4/01/13 11.250 6,865        307,667 -23,394  
3/18/13 Sell OMXH 25 long Orion 274.77 22.000   12/31/12 22.200 -6,100 6,045 -55 184,218  301,567 -17,349 284,218
  Buy   short Outokumpu 1,208.51 5.520   9/16/13 4.600 6,671        308,238 -24,020  
3/25/13 Sell Athex LC long Alpha Bank 103.24 37.850   9/03/12 67.000 -6,917 3,908 -3,009 181,209  301,321 -20,113 281,209
  Buy   short Eurobank Ergasias 25.10 260.000   9/30/13 50.000 6,526        307,847 -26,639  
4/01/13 Sell Topix (FRA) long Mazda Motor 555.65 11.250   3/11/13 12.355 -6,865 6,251 -614 180,595  300,982 -20,387 280,595
  Buy   short Nidec 593.93 10.953   4/15/13 10.948 6,505        307,487 -26,893  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,800.49 3.018   9/17/12 2.431 -6,808 8,453 1,645 182,240  300,679 -18,440 282,240
4/15/13 Sell OBX 25 long Norwegian 2.36 2,803.560   2/25/13 2,924.050 -6,901 6,616 -284 181,955  293,778 -11,823 281,955
    Topix (FRA) short Nidec 593.93 10.948 10.957 4/01/13 10.953 -6,505 6,508 3 181,958  287,273 -5,315 281,958
  Buy OBX 25 Frontline 932.97 7.413   10/21/13 8.829 6,916        294,189 -12,231  
    Topix (FRA) long Mazda Motor 590.86 11.705   6/03/13 14.600 6,916        301,105 -19,147  
4/22/13 Sell France long Eurofins Scientific 498.99 15.325   8/13/12 10.355 -5,167 7,647 2,480 184,438  295,938 -11,500 284,438
    HSI Galaxy Entertainment 2,720.32 3.135   8/20/12 2.352 -6,399 8,527 2,128 186,566  289,539 -2,973 286,566
    CAC 40 Credit Agricole 924.15 6.300   2/25/13 7.475 -6,908 5,822 -1,086 185,480  282,631 2,849 285,480
    TSX 60 Couche-Tard 957.22 7.405   8/20/12 6.685 -6,399 7,088 689 186,169  276,232 9,937 286,169
    CAC Mid 60 Eurofins Scientific 589.09 15.325   9/10/12 11.000 -6,480 9,028 2,548 188,717  269,752 18,965 288,717
    GEX MBB 359.51 17.650   2/18/13 18.500 -6,651 6,345 -306 188,412  263,101 25,310 288,412
  Buy France short ArcelorMittal 298.37 26.286   5/06/13 29.061 7,843        270,944 17,467  
    HSI China Shenhua HK 3,082.70 2.544   9/16/13 2.475 7,843        278,787 9,624  
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 298.37 26.286   8/05/13 28.620 7,843        286,630 1,781  
    TSX 60 Barrick Gold 542.25 14.464   9/30/13 13.729 7,843        294,473 -6,062  
    CAC Mid 60 CGG 15.75 497.920   4/29/13 532.320 7,842        302,315 -13,904  
    GEX YOC 1,553.38 5.049   9/23/13 2.219 7,843        310,158 -21,747  
4/29/13 Sell SSE 50 long China Rwy Constr 8,829.61 0.634   12/10/12 0.716 -6,322 5,601 -721 187,690  303,836 -16,146 287,690
    ÖkoDAX (deprecated) PNE Wind 2,648.75 2.700   2/11/13 2.790 -7,390 7,152 -238 187,452  296,446 -8,995 287,452
    CAC Mid 60 short CGG 15.75 532.320 463.520 4/22/13 497.920 -7,842 7,300 -542 186,910  288,604 -1,694 286,910
  Buy SSE 50 China Northern Rare 3,140.97 2.270   5/06/13 2.286 7,130        295,734 -8,824  
    ÖkoDAX (deprecated) SolarWorld 67.23 106.050   4/13/15 14.550 7,130        302,864 -15,954  
5/06/13 Sell France short ArcelorMittal 298.37 29.061 23.511 4/22/13 26.286 -7,843 7,015 -828 186,082  295,021 -8,939 286,082
    SSE 50 China Northern Rare 3,140.97 2.286 2.254 4/29/13 2.270 -7,130 7,079 -51 186,031  287,891 -1,860 286,031
  Buy   long China Minsheng Bk 6,756.06 1.052   5/13/13 1.064 7,104        294,995 -8,964  
5/13/13 Sell   long China Minsheng Bk 6,756.06 1.064   5/06/13 1.052 -7,104 7,190 86 186,117  287,891 -1,774 286,117
    HSI-Fin Bank of China (HK) 2,852.35 2.748   9/17/12 2.387 -6,808 7,837 1,029 187,146  281,083 6,063 287,146
  Buy SSE 50 short China Northern Rare 3,095.57 2.368   11/04/13 2.137 7,330        288,413 -1,267  
    HSI-Fin Ping An 2,446.60 2.996   10/14/13 2.804 7,330        295,743 -8,597  
5/27/13 Sell MerVal long Gr Fin Galicia 8,805.56 0.697   12/24/12 0.697 -6,141 6,135 -6 187,140  289,602 -2,462 287,140
  Buy   short Pampa Energía 43,710.07 0.163   6/10/13 0.158 7,116        296,718 -9,578  
6/03/13 Sell Nordic 30 long Pandora 461.66 26.264   8/13/12 11.192 -5,167 12,125 6,958 194,098  291,551 2,547 294,098
    Topix (FRA) Mazda Motor 590.86 14.600   4/15/13 11.705 -6,916 8,627 1,711 195,809  284,635 11,174 295,809
  Buy Nordic 30 short Equinor 442.55 17.340   7/29/13 16.264 7,674        292,309 3,500  
    Topix (FRA) Inpex 964.92 7.953   11/18/13 8.519 7,674        299,983 -4,174  
6/10/13 Sell SDAX long ADLER Real Estate 4,515.71 2.099   12/10/12 1.400 -6,322 9,478 3,156 198,965  293,661 5,304 298,965
    HSI-Prop China Ov Land & Inv 1,386.11 2.124   1/16/12 1.541 -2,136 2,944 808 199,773  291,525 8,248 299,773
      China Res Land 1,511.57 2.183   1/16/12 1.413 -2,136 3,299 1,163 200,936  289,389 11,547 300,936
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 43,710.07 0.158 0.168 5/27/13 0.163 -7,116 7,326 210 201,146  282,273 18,873 301,146
    STI long ThaiBev 23,242.22 0.382   7/02/12 0.212 -4,932 8,869 3,937 205,083  277,341 27,742 305,083
  Buy France short ArcelorMittal 295.13 28.191   7/08/13 26.415 8,320        285,661 19,422  
    SDAX Hypoport 1,112.30 7.480   9/30/13 8.120 8,320        293,981 11,102  
    HSI-Prop Hang Lung 1,619.81 2.568   11/18/13 2.531 4,160        298,141 6,942  
      Sino Land 3,865.81 1.076   11/18/13 1.043 4,160        302,301 2,782  
    MerVal long Telecom Argentina 2,196.53 3.788   6/17/13 3.268 8,320        310,621 -5,538  
    CAC Mid 60 short CGG 14.83 561.120   8/05/13 575.840 8,321        318,942 -13,859  
6/17/13 Sell ISEQ 20 long Kerry 79.91 42.250   8/27/12 37.580 -3,003 3,376 373 205,456  315,939 -10,483 305,456
      Smurfit Kappa 458.47 12.270   8/27/12 6.550 -3,003 5,625 2,622 208,079  312,936 -4,858 308,079
    MerVal Telecom Argentina 2,196.53 3.268   6/10/13 3.788 -8,320 7,178 -1,142 206,937  304,616 2,321 306,937
    Indices OMXC 20 97.58 70.001   9/10/12 66.404 -6,480 6,831 351 207,288  298,137 9,152 307,288
  Buy ISEQ 20 short C&C Group 934.33 4.233   7/29/13 4.100 3,955        302,092 5,197  
      CRH 253.02 15.631   7/29/13 15.994 3,955        306,047 1,242  
    PSI 20 long Teixeira Duarte 14,648.15 0.540   6/24/13 0.570 7,910        313,957 -6,668  
    MerVal short Comercial del Plata 112,517.78 0.070   8/12/13 0.067 7,910        321,867 -14,578  
    Indices RTX 5.68 1,393.590   8/12/13 1,391.500 7,916        329,782 -22,494  
6/24/13 Sell Germany long ADLER Real Estate 5,491.53 2.050   9/10/12 1.180 -6,480 11,258 4,778 212,066  323,302 -11,236 312,066
    MDAX KUKA 229.38 31.820   1/14/13 28.185 -6,465 7,299 834 212,900  316,837 -3,937 312,900
    BEL 20 Galapagos 381.96 14.210   11/12/12 16.910 -6,459 5,428 -1,031 211,868  310,378 1,490 311,868
    PSI 20 Teixeira Duarte 14,648.15 0.570   6/17/13 0.540 -7,910 8,349 439 212,308  302,468 9,840 312,308
    OMXC 20 Genmab 569.86 22.604   7/16/12 8.469 -4,826 12,881 8,055 220,363  297,642 22,721 320,363
    OMXS 30 Electrolux 134.02 19.030   7/23/12 17.722 -2,375 2,550 175 220,538  295,267 25,271 320,538
      Swedbank 172.24 16.871   7/23/12 13.789 -2,375 2,906 531 221,069  292,892 28,177 321,069
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,669  288,105 33,563 321,669
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 59.23 120.698   11/26/12 104.219 -6,173 7,149 976 222,645  281,932 40,712 322,645
    BAX KUKA 266.91 31.820   10/29/12 23.375 -6,239 8,493 2,254 224,899  275,693 49,205 324,899
  Buy Germany short SolarWorld 101.71 91.950   7/29/13 77.250 9,352        285,046 39,853  
    MDAX Salzgitter 368.12 25.405   7/01/13 25.340 9,352        294,398 30,501  
    BEL 20 Aperam 1,124.04 8.320   7/15/13 8.461 9,352        303,750 21,149  
    OMXC 20 FLSmidth 266.96 35.032   7/01/13 34.376 9,352        313,102 11,797  
    OMXS 30 Boliden 489.67 9.549   7/08/13 9.256 4,676        317,778 7,121  
      Tele2 532.69 8.778   7/08/13 9.227 4,676        322,454 2,445  
    FT 30 Man Group 98.18 95.252   7/01/13 100.211 9,352        331,806 -6,907  
    SLI Kühne & Nagel 115.25 81.145   7/08/13 90.725 9,352        341,158 -16,259  
    BAX SFC Energy 1,968.84 4.750   7/01/13 4.650 9,352        350,510 -25,611  
7/01/13 Sell MDAX short Salzgitter 368.12 25.340 25.470 6/24/13 25.405 -9,352 9,376 24 224,923  341,157 -16,235 324,923
    OMXC 20 FLSmidth 266.96 34.376 35.701 6/24/13 35.032 -9,352 9,531 179 225,101  331,805 -6,704 325,101
    FT 30 Man Group 98.18 100.211 90.294 6/24/13 95.252 -9,352 8,865 -487 224,614  322,453 2,161 324,614
    BAX SFC Energy 1,968.84 4.650 4.852 6/24/13 4.750 -9,352 9,553 201 224,816  313,101 11,714 324,816
  Buy MDAX long Dürr 350.58 23.998   7/28/14 30.355 8,413        321,515 3,301  
    OMXC 20 Vestas Wind Systems 3,897.61 2.159   9/01/14 6.373 8,413        329,928 -5,112  
    FT 30 Lloyds Bank 112.37 74.871   9/09/13 90.907 8,413        338,341 -13,525  
    BAX Morphosys 190.58 44.145   4/14/14 58.270 8,413        346,754 -21,938  
7/08/13 Sell France short ArcelorMittal 295.13 26.415 30.086 6/10/13 28.191 -8,320 8,879 559 225,375  338,434 -13,059 325,375
    OMXS 30 Boliden 489.67 9.256 9.852 6/24/13 9.549 -4,676 4,824 148 225,523  333,758 -8,235 325,523
      Tele2 532.69 9.227 8.329 6/24/13 8.778 -4,676 4,437 -239 225,284  329,082 -3,798 325,284
    SLI Kühne & Nagel 115.25 90.725 71.565 6/24/13 81.145 -9,352 8,248 -1,104 224,180  319,730 4,450 324,180
  Buy OMXS 30 long Nokia 1,289.40 3.186   10/13/14 6.407 4,108        323,838 343  
      Kinnevik 187.83 21.868   10/13/14 22.475 4,107        327,945 -3,765  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Lonza 136.46 60.201   8/12/13 56.494 8,215        336,160 -11,980  
7/15/13 Sell BEL 20 short Aperam 1,124.04 8.461 8.179 6/24/13 8.320 -9,352 9,194 -158 224,022  326,808 -2,786 324,022
  Buy   long KBC 256.14 31.350   10/13/14 40.740 8,030        334,838 -10,816  
7/29/13 Sell Germany short SolarWorld 101.71 77.250 109.447 6/24/13 91.950 -9,352 11,132 1,780 225,801  325,486 316 325,801
    ATX long Österreichische Post 194.36 31.600   6/25/12 25.890 -5,032 6,142 1,110 226,911  320,454 6,457 326,911
    ISEQ 20 short C&C Group 934.33 4.100 4.370 6/17/13 4.233 -3,955 4,083 128 227,039  316,499 10,541 327,039
      CRH 253.02 15.994 15.268 6/17/13 15.631 -3,955 3,863 -92 226,947  312,544 14,404 326,947
    Nordic 30 Equinor 442.55 16.264 18.488 6/03/13 17.340 -7,674 8,182 508 227,455  304,870 22,586 327,455
  Buy ATX Raiffeisen Bank Int 379.08 23.085   10/21/13 25.350 8,751        313,621 13,835  
    ISEQ 20 long FBD 280.48 15.600   8/05/13 16.650 4,375        317,996 9,459  
      Smurfit Kappa 305.98 14.300   8/05/13 15.150 4,376        322,372 5,084  
    Nordic 30 Pandora 304.71 28.719   4/28/14 46.257 8,751        331,123 -3,667  
8/05/13 Sell CAC 40 short ArcelorMittal 298.37 28.620 23.952 4/22/13 26.286 -7,843 7,147 -696 226,759  323,280 3,479 326,759
    ISEQ 20 long FBD 280.48 16.650   7/29/13 15.600 -4,375 4,670 295 227,054  318,904 8,149 327,054
      Smurfit Kappa 305.98 15.150   7/29/13 14.300 -4,376 4,636 260 227,314  314,529 12,785 327,314
    CAC Mid 60 short CGG 14.83 575.840 546.400 6/10/13 561.120 -8,321 8,103 -218 227,095  306,207 20,888 327,095
  Buy ISEQ 20 C&C Group 1,050.35 4.141   9/09/13 4.285 4,350        310,557 16,538  
      Flutter 71.30 61.000   9/09/13 61.200 4,349        314,906 12,189  
8/12/13 Sell MerVal short Comercial del Plata 112,517.78 0.067 0.074 6/17/13 0.070 -7,910 8,304 394 227,489  306,996 20,493 327,489
    SLI long Lonza 136.46 56.494   7/08/13 60.201 -8,215 7,709 -506 226,983  298,781 28,202 326,983
    Indices short RTX 5.68 1,391.500 1,395.690 6/17/13 1,393.590 -7,916 7,928 12 226,995  290,866 36,130 326,995
  Buy MerVal long Telecom Argentina 2,153.53 4.215   2/10/14 2.998 9,078        299,944 27,052  
    Indices Merval 18.11 501.316   8/04/14 750.468 9,079        309,022 17,973  
8/26/13 Sell Nikkei (FRA) long Subaru 342.13 18.441   2/11/13 10.800 -3,695 6,309 2,614 229,610  305,327 24,282 329,610
      Mazda Motor 296.91 15.485   2/11/13 12.445 -3,695 4,598 903 230,512  301,632 28,880 330,512
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 13,408.96 0.670   9/02/13 0.650 8,984        310,616 19,896  
    Nikkei (FRA) short Nikon 341.60 13.150   9/09/13 12.596 4,492        315,108 15,404  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,408.96 0.650   8/26/13 0.670 -8,984 8,716 -268 230,244  306,124 24,120 330,244
9/09/13 Sell ISEQ 20 short C&C Group 1,050.35 4.285 3.997 8/05/13 4.141 -4,350 4,198 -151 230,093  301,775 28,318 330,093
      Flutter 71.30 61.200 60.800 8/05/13 61.000 -4,349 4,335 -14 230,078  297,426 32,653 330,078
    FT 30 long Lloyds Bank 112.37 90.907   7/01/13 74.871 -8,413 10,215 1,802 231,880  289,012 42,868 331,880
    Nikkei (FRA) short Nikon 341.60 12.596 13.728 8/26/13 13.150 -4,492 4,690 198 232,078  284,520 47,558 332,078
  Buy IBEX 35 long Siemens Gamesa 1,763.94 5.380   12/16/13 7.030 9,490        294,010 38,068  
    ISEQ 20 Bank of Ireland 670.20 7.080   10/14/13 6.960 4,745        298,755 33,323  
      Smurfit Kappa 297.49 15.950   10/14/13 17.020 4,745        303,500 28,578  
    PSI 20 Impresa 13,955.88 0.680   9/16/13 0.670 9,490        312,990 19,088  
    FT 30 short Man Group 90.01 105.435   10/14/13 92.741 9,490        322,480 9,597  
    Nikkei (FRA) long Furukawa Co 283.62 16.730   9/30/13 17.160 4,745        327,225 4,853  
      Tokyo Electric Power 1,213.55 3.910   9/30/13 4.520 4,745        331,970 108  
9/16/13 Sell HSI short China Shenhua HK 3,082.70 2.475 2.615 4/22/13 2.544 -7,843 8,062 219 232,297  324,127 8,169 332,297
    OMXH 25 Outokumpu 1,208.51 4.600 6.624 3/18/13 5.520 -6,671 8,005 1,334 233,631  317,456 16,174 333,631
    PSI 20 long Impresa 13,955.88 0.670   9/09/13 0.680 -9,490 9,350 -140 233,491  307,966 25,525 333,491
  Buy HSI Galaxy Entertainment 1,677.07 5.352   12/23/13 6.370 8,975        316,941 16,550  
    OMXH 25 Nokia 1,901.48 4.720   10/21/13 5.265 8,975        325,916 7,575  
9/23/13 Sell GEX short YOC 1,553.38 2.219 11.488 4/22/13 5.049 -7,843 17,846 10,003 243,494  318,073 25,420 343,494
  Buy PSI 20 long Teixeira Duarte 13,972.73 0.660   12/09/13 0.920 9,222        327,295 16,198  
    GEX Manz 172.15 53.570   4/14/14 65.730 9,222        336,517 6,976  
9/30/13 Sell SDAX short Hypoport 1,112.30 8.120 6.840 6/10/13 7.480 -8,320 7,608 -712 242,782  328,197 14,584 342,782
    TSX 60 Barrick Gold 542.25 13.729 15.238 4/22/13 14.464 -7,843 8,263 420 243,201  320,354 22,847 343,201
    Athex LC Eurobank Ergasias 25.10 50.000 1,352.000 3/25/13 260.000 -6,526 33,935 27,409 270,611  313,828 56,782 370,611
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Furukawa Co 283.62 17.160   9/09/13 16.730 -4,745 4,867 122 270,732  309,084 61,649 370,732
      Tokyo Electric Power 1,213.55 4.520   9/09/13 3.910 -4,745 5,485 740 271,473  304,339 67,134 371,473
  Buy SDAX ADLER Real Estate 3,716.95 2.950   10/14/13 3.079 10,965        315,304 56,169  
    HSI-C&I Galaxy Entertainment 2,119.21 5.174   2/03/14 7.265 10,965        326,269 45,204  
    TSX 60 Bausch Health 142.63 76.879   9/29/14 102.197 10,965        337,234 34,239  
    Athex LC Aegean Airlines 2,610.71 4.200   1/27/14 7.210 10,965        348,199 23,274  
    Nikkei (FRA) short Nikon 419.15 13.080   11/04/13 13.433 5,482        353,681 17,791  
    CAC Next 20 SES 518.44 21.150   10/07/13 21.020 10,965        364,646 6,826  
10/07/13 Sell   short SES 518.44 21.020 21.281 9/30/13 21.150 -10,965 11,033 68 271,541  353,681 17,859 371,541
    Nikkei (TYO) long Subaru 786.48 20.003   11/19/12 8.176 -6,430 15,732 9,302 280,843  347,251 33,591 380,843
  Buy CAC Next 20 EDF 436.03 23.760   10/28/13 25.570 10,360        357,611 23,231  
    Nikkei (TYO) short Nikon 818.95 12.650   10/14/13 13.191 10,360        367,971 12,871  
10/14/13 Sell SDAX long ADLER Real Estate 3,716.95 3.079   9/30/13 2.950 -10,965 11,444 479 281,322  357,006 24,316 381,322
    HSI-Fin short Ping An 2,446.60 2.804 3.201 5/13/13 2.996 -7,330 7,832 502 281,824  349,676 32,148 381,824
    ISEQ 20 long Bank of Ireland 670.20 6.960   9/09/13 7.080 -4,745 4,665 -80 281,744  344,931 36,812 381,744
      Smurfit Kappa 297.49 17.020   9/09/13 15.950 -4,745 5,063 318 282,062  340,186 41,875 382,062
    FT 30 short Man Group 90.01 92.741 119.865 9/09/13 105.435 -9,490 10,789 1,299 283,361  330,696 52,665 383,361
    SMI long Richemont 102.50 74.199   12/17/12 59.929 -6,143 7,605 1,463 284,823  324,553 60,270 384,823
    Nikkei (TYO) short Nikon 818.95 13.191 12.110 10/07/13 12.650 -10,360 9,917 -443 284,381  314,193 70,187 384,381
  Buy HSI-Fin long AIA 3,098.74 3.667   1/06/14 3.604 11,364        325,557 58,823  
    ISEQ 20 short C&C Group 1,352.86 4.200   10/28/13 4.008 5,682        331,239 53,141  
      Flutter 99.75 56.960   10/28/13 56.500 5,682        336,921 47,459  
    FT 30 long ITV 52.16 217.888   12/02/13 228.772 11,365        348,286 36,094  
    Nikkei (TYO) Tokyo Electric Power 2,911.23 3.904   11/04/13 3.961 11,364        359,650 24,730  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.08 25.350 20.820 7/29/13 23.085 -8,751 7,892 -859 283,522  350,899 32,623 383,522
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 long Nokia 1,901.48 5.265   9/16/13 4.720 -8,975 10,011 1,036 284,558  341,924 42,634 384,558
    OBX 25 short Frontline 932.97 8.829 5.997 4/15/13 7.413 -6,916 5,595 -1,321 283,237  335,008 48,229 383,237
  Buy ATX long Wienerberger 825.56 13.065   8/11/14 11.525 10,786        345,794 37,443  
    SDAX ADLER Real Estate 3,607.36 2.990   3/31/14 5.100 10,786        356,580 26,657  
    OMXH 25 short YIT 1,084.02 9.950   10/28/13 10.035 10,786        367,366 15,871  
    OBX 25 long REC Silicon 3,043.54 3.544   12/16/13 2.538 10,786        378,152 5,085  
10/28/13 Sell ISEQ 20 short C&C Group 1,352.86 4.008 4.401 10/14/13 4.200 -5,682 5,954 272 283,509  372,470 11,039 383,509
      Flutter 99.75 56.500 57.424 10/14/13 56.960 -5,682 5,728 46 283,556  366,788 16,767 383,556
    OMXH 25 YIT 1,084.02 10.035 9.865 10/21/13 9.950 -10,786 10,694 -92 283,464  356,002 27,461 383,464
    CAC Next 20 long EDF 436.03 25.570   10/07/13 23.760 -10,360 11,149 789 284,253  345,642 38,610 384,253
  Buy ISEQ 20 Bank of Ireland 688.22 7.680   11/25/13 8.040 5,286        350,928 33,325  
      Smurfit Kappa 307.12 17.210   11/25/13 17.550 5,286        356,213 28,039  
    OMXH 25 Nokia 2,131.25 4.960   11/11/13 5.770 10,571        366,784 17,468  
    CAC Next 20 short STMicroelectronics 1,890.04 5.593   11/11/13 5.653 10,571        377,355 6,897  
11/04/13 Sell SSE 50 short China Northern Rare 3,095.57 2.137 2.623 5/13/13 2.368 -7,330 8,121 791 285,044  370,025 15,018 385,044
    Nikkei (FRA) Nikon 419.15 13.433 12.727 9/30/13 13.080 -5,482 5,335 -148 284,896  364,543 20,353 384,896
    Nikkei (TYO) long Tokyo Electric Power 2,911.23 3.961   10/14/13 3.904 -11,364 11,532 168 285,064  353,179 31,885 385,064
  Buy SSE 50 Shanghai Oriental 2,370.21 4.398   12/23/13 4.388 10,423        363,602 21,462  
    Nikkei (FRA) Softbank 182.54 28.550   12/16/13 30.884 5,212        368,813 16,250  
      Tokyo Electric Power 1,314.71 3.964   12/16/13 3.730 5,212        374,025 11,039  
    Nikkei (TYO) short Nikon 775.72 13.437   11/18/13 13.220 10,423        384,448 616  
11/11/13 Sell OMXH 25 long Nokia 2,131.25 5.770   10/28/13 4.960 -10,571 12,297 1,726 286,790  373,877 12,913 386,790
    CAC Next 20 short STMicroelectronics 1,890.04 5.653 5.533 10/28/13 5.593 -10,571 10,458 -113 286,677  363,306 23,371 386,677
  Buy OMXH 25 Outokumpu 2,928.86 3.500   12/02/13 3.690 10,251        373,557 13,120  
    CAC Next 20 long EDF 396.10 25.880   12/09/13 26.640 10,251        383,808 2,869  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/18/13 Sell HSI-Prop short Hang Lung 1,619.81 2.531 2.606 6/10/13 2.568 -4,160 4,222 62 286,738  379,648 7,090 386,738
      Sino Land 3,865.81 1.043 1.110 6/10/13 1.076 -4,160 4,293 133 286,871  375,488 11,383 386,871
    Topix (FRA) Inpex 964.92 8.519 7.387 6/03/13 7.953 -7,674 7,128 -546 286,325  367,814 18,511 386,325
    Nikkei (TYO) Nikon 775.72 13.220 13.657 11/04/13 13.437 -10,423 10,594 171 286,495  357,391 29,105 386,495
  Buy HSI-Prop long CK Hutchison 438.28 11.852   2/10/14 10.645 5,194        362,585 23,910  
      China Ov Land & Inv 2,238.33 2.321   2/10/14 1.876 5,194        367,780 18,716  
    Topix (FRA) Softbank 362.69 28.644   11/25/13 31.950 10,389        378,169 8,327  
    Nikkei (TYO) MinebeaMitsumi 2,068.99 5.021   3/03/14 6.187 10,389        388,558 -2,062  
11/25/13 Sell ISEQ 20 long Bank of Ireland 688.22 8.040   10/28/13 7.680 -5,286 5,533 248 286,743  383,272 3,471 386,743
      Smurfit Kappa 307.12 17.550   10/28/13 17.210 -5,286 5,390 104 286,848  377,987 8,861 386,848
    Topix (FRA) Softbank 362.69 31.950   11/18/13 28.644 -10,389 11,588 1,199 288,047  367,598 20,449 388,047
    GCX SunPower 1,046.34 21.795   2/11/13 7.063 -7,390 22,805 15,415 303,461  360,208 43,253 403,461
  Buy ISEQ 20 short Flutter 99.58 56.070   12/02/13 56.450 5,583        365,791 37,670  
      Ryanair 957.39 5.832   12/02/13 6.109 5,584        371,375 32,086  
    Topix (FRA) Komatsu 713.87 15.643   6/09/14 16.815 11,167        382,542 20,919  
    GCX Aurubis 263.53 42.375   1/06/14 43.845 11,167        393,709 9,752  
12/02/13 Sell ISEQ 20 short Flutter 99.58 56.450 55.690 11/25/13 56.070 -5,583 5,546 -38 303,423  388,126 15,298 403,423
      Ryanair 957.39 6.109 5.555 11/25/13 5.832 -5,584 5,318 -265 303,158  382,542 20,616 403,158
    OMXH 25 Outokumpu 2,928.86 3.690 3.310 11/11/13 3.500 -10,251 9,695 -556 302,602  372,291 30,311 402,602
    FT 30 long ITV 52.16 228.772   10/14/13 217.888 -11,365 11,933 568 303,169  360,926 42,243 403,169
  Buy ISEQ 20 Bank of Ireland 667.57 8.340   4/14/14 8.250 5,568        366,494 36,676  
      Smurfit Kappa 322.94 17.240   4/14/14 17.010 5,567        372,061 31,108  
    OMXH 25 Nokia 1,884.41 5.909   12/09/13 5.850 11,135        383,196 19,973  
12/09/13 Sell   long Nokia 1,884.41 5.850   12/02/13 5.909 -11,135 11,024 -111 303,058  372,061 30,997 403,058
    PSI 20 Teixeira Duarte 13,972.73 0.920   9/23/13 0.660 -9,222 12,855 3,633 306,691  362,839 43,852 406,691
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 EDF 396.10 26.640   11/11/13 25.880 -10,251 10,552 301 306,992  352,588 54,404 406,992
  Buy OMXH 25 short Metso Outotec 1,722.26 6.697   5/12/14 8.620 11,534        364,122 42,870  
    CAC Next 20 STMicroelectronics 2,116.33 5.450   1/13/14 5.763 11,534        375,656 31,336  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,763.94 7.030   9/09/13 5.380 -9,490 12,401 2,911 309,903  366,166 43,737 409,903
    OBX 25 REC Silicon 3,043.54 2.538   10/21/13 3.544 -10,786 7,723 -3,063 306,840  355,380 51,460 406,840
    Nikkei (FRA) Softbank 182.54 30.884   11/04/13 28.550 -5,212 5,638 426 307,266  350,168 57,098 407,266
      Tokyo Electric Power 1,314.71 3.730   11/04/13 3.964 -5,212 4,904 -308 306,958  344,957 62,001 406,958
    DJ Global Titans Bank of America 866.09 11.075   10/29/12 7.204 -6,239 9,592 3,353 310,311  338,718 71,593 410,311
  Buy IBEX 35 short Acciona 302.99 39.760   1/20/14 48.255 12,047        350,765 59,546  
    OBX 25 TGS-NOPEC 709.81 16.972   12/23/13 17.469 12,047        362,812 47,499  
    Nikkei (FRA) Nitto Denko 207.84 28.981   12/30/13 30.258 6,023        368,835 41,476  
      Pacific Metals 242.30 24.860   12/30/13 26.180 6,024        374,859 35,452  
    CAC Mid 60 Adocia 2,109.81 5.710   12/23/13 5.660 12,047        386,906 23,405  
    DJ Global Titans IBM 93.21 129.242   12/23/13 133.044 12,047        398,953 11,359  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,370.21 4.388   11/04/13 4.398 -10,423 10,401 -22 310,289  388,530 21,759 410,289
    HSI Galaxy Entertainment 1,677.07 6.370   9/16/13 5.352 -8,975 10,683 1,708 311,997  379,555 32,442 411,997
    OBX 25 short TGS-NOPEC 709.81 17.469 16.475 12/16/13 16.972 -12,047 11,694 -353 311,644  367,507 44,137 411,644
    CAC Mid 60 Adocia 2,109.81 5.660 5.760 12/16/13 5.710 -12,047 12,153 106 311,750  355,460 56,290 411,750
    DJ Global Titans IBM 93.21 133.044 125.440 12/16/13 129.242 -12,047 11,692 -354 311,396  343,414 67,982 411,396
  Buy SSE 50 Poly Developments 18,704.54 0.641   6/02/14 0.591 11,984        355,398 55,998  
    PSI 20 long Impresa 10,994.50 1.090   5/12/14 1.759 11,984        367,382 44,014  
    OBX 25 DNO International 4,123.31 2.906   2/17/14 2.830 11,984        379,366 32,030  
    FT 30 Int Cons Airlines 25.42 471.516   1/27/14 485.635 11,986        391,352 20,044  
    DJ Global Titans Alphabet A 29.35 408.320   10/27/14 433.045 11,984        403,336 8,060  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 207.84 30.258 27.704 12/16/13 28.981 -6,023 5,758 -265 311,131  397,313 13,818 411,131
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Pacific Metals 242.30 26.180 23.540 12/16/13 24.860 -6,024 5,704 -320 310,811  391,289 19,522 410,811
  Buy   long MinebeaMitsumi 1,020.10 5.273   2/10/14 6.030 5,379        396,668 14,143  
      Softbank 170.09 31.625   2/10/14 27.751 5,379        402,047 8,764  
1/06/14 Sell HSI-Fin long AIA 3,098.74 3.604   10/14/13 3.667 -11,364 11,169 -195 310,616  390,683 19,933 410,616
    GCX short Aurubis 263.53 43.845 40.905 11/25/13 42.375 -11,167 10,780 -387 310,229  379,516 30,713 410,229
  Buy HSI-Fin ICBC 23,493.18 0.469   6/02/14 0.478 11,023        390,539 19,690  
    SLI long Vifor Pharma 148.92 74.020   1/27/14 69.103 11,023        401,562 8,667  
    GCX Vestas Wind Systems 2,209.33 4.989   2/03/14 4.789 11,023        412,585 -2,357  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,116.33 5.763 5.137 12/09/13 5.450 -11,534 10,872 -662 309,566  401,051 8,515 409,566
1/20/14 Sell IBEX 35 short Acciona 302.99 48.255 31.265 12/16/13 39.760 -12,047 9,473 -2,574 306,992  389,004 17,988 406,992
  Buy   long Siemens Gamesa 1,256.68 8.454   1/27/14 7.622 10,624        399,628 7,364  
    NZX 50 short Chorus 11,340.73 0.937   6/02/14 1.063 10,624        410,252 -3,260  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,256.68 7.622   1/20/14 8.454 -10,624 9,578 -1,046 305,947  399,628 6,319 405,947
    Athex LC Aegean Airlines 2,610.71 7.210   9/30/13 4.200 -10,965 18,823 7,858 313,805  388,663 25,142 413,805
    FT 30 Int Cons Airlines 25.42 485.635   12/23/13 471.516 -11,986 12,345 359 314,164  376,677 37,487 414,164
    SLI Vifor Pharma 148.92 69.103   1/06/14 74.020 -11,023 10,291 -732 313,432  365,654 47,777 413,432
  Buy IBEX 35 short Repsol 657.92 17.525   2/17/14 17.625 11,530        377,184 36,247  
    Athex LC Eurobank Ergasias 235.31 49.000   5/09/16 0.875 11,530        388,714 24,717  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,119.21 7.265   9/30/13 5.174 -10,965 15,395 4,430 317,862  377,749 40,112 417,862
    GCX Vestas Wind Systems 2,209.33 4.789   1/06/14 4.989 -11,023 10,581 -442 317,420  366,726 50,693 417,420
  Buy FT 30 Int Cons Airlines 23.42 499.638   2/10/14 509.014 11,702        378,428 38,992  
    GCX short Aurubis 288.23 40.600   3/03/14 38.880 11,702        390,130 27,290  
2/10/14 Sell HSI-Prop long CK Hutchison 438.28 10.645   11/18/13 11.852 -5,194 4,666 -529 316,891  384,936 31,955 416,891
      China Ov Land & Inv 2,238.33 1.876   11/18/13 2.321 -5,194 4,199 -996 315,895  379,741 36,154 415,895
    MerVal Telecom Argentina 2,153.53 2.998   8/12/13 4.215 -9,078 6,457 -2,621 313,274  370,663 42,611 413,274
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Int Cons Airlines 23.42 509.014   2/03/14 499.638 -11,702 11,921 220 313,494  358,962 54,532 413,494
    Nikkei (FRA) MinebeaMitsumi 1,020.10 6.030   12/30/13 5.273 -5,379 6,151 772 314,266  353,583 60,684 414,266
      Softbank 170.09 27.751   12/30/13 31.625 -5,379 4,720 -659 313,607  348,203 65,404 413,607
  Buy HSI-Prop short New World Dev 1,696.66 3.529   7/28/14 3.549 5,988        354,191 59,416  
      The Wharf 3,235.96 1.850   7/28/14 2.205 5,988        360,178 53,429  
    Nikkei (FRA) Hitachi Zosen 1,404.53 4.263   6/30/14 3.700 5,988        366,166 47,441  
      Nitto Denko 191.31 31.297   6/30/14 33.890 5,987        372,153 41,454  
2/17/14 Sell IBEX 35 short Repsol 657.92 17.625 17.425 1/27/14 17.525 -11,530 11,464 -66 313,541  360,623 52,918 413,541
    OBX 25 long DNO International 4,123.31 2.830   12/23/13 2.906 -11,984 11,670 -314 313,227  348,639 64,588 413,227
  Buy IBEX 35 Siemens Gamesa 1,430.37 8.351   3/10/14 8.580 11,945        360,584 52,643  
    OBX 25 short Petroleum Geo-Srvcs 1,570.68 7.605   6/02/14 7.980 11,945        372,529 40,698  
2/24/14 Buy MerVal long Edenor 36,082.67 0.315   12/15/14 0.569 11,348        383,877 29,350  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,068.99 6.187   11/18/13 5.021 -10,389 12,800 2,411 315,638  373,488 42,150 415,638
    GCX short Aurubis 288.23 38.880 42.396 2/03/14 40.600 -11,702 12,220 518 316,156  361,786 54,369 416,156
  Buy Nikkei (TYO) Hitachi Zosen 2,996.33 3.926   3/31/14 3.419 11,763        373,549 42,606  
    GCX long Vestas Wind Systems 2,350.91 5.004   4/14/14 5.847 11,763        385,312 30,843  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,430.37 8.580   2/17/14 8.351 -11,945 12,273 328 316,483  373,367 43,116 416,483
  Buy   short Inditex 547.88 20.970   6/09/14 21.750 11,489        384,856 31,627  
3/31/14 Sell SDAX long ADLER Real Estate 3,607.36 5.100   10/21/13 2.990 -10,786 18,398 7,612 324,095  374,070 50,025 424,095
    Nikkei (TYO) short Hitachi Zosen 2,996.33 3.419 4.508 3/03/14 3.926 -11,763 13,509 1,746 325,840  362,307 63,533 425,840
  Buy SDAX Koenig & Bauer 994.63 12.300   5/05/14 11.730 12,234        374,541 51,299  
    Nikkei (TYO) long MinebeaMitsumi 1,898.78 6.443   4/07/14 6.630 12,234        386,775 39,065  
4/07/14 Sell   long MinebeaMitsumi 1,898.78 6.630   3/31/14 6.443 -12,234 12,588 354 326,195  374,541 51,653 426,195
  Buy   short Hitachi Zosen 3,460.10 3.453   7/28/14 3.842 11,946        386,487 39,707  
4/14/14 Sell ISEQ 20 long Bank of Ireland 667.57 8.250   12/02/13 8.340 -5,568 5,507 -60 326,134  380,920 45,215 426,134
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 322.94 17.010   12/02/13 17.240 -5,567 5,493 -74 326,060  375,352 50,708 426,060
    BAX Morphosys 190.58 58.270   7/01/13 44.145 -8,413 11,105 2,692 328,752  366,939 61,813 428,752
    GEX Manz 172.15 65.730   9/23/13 53.570 -9,222 11,315 2,093 330,845  357,717 73,129 430,845
    GCX Vestas Wind Systems 2,350.91 5.847   3/03/14 5.004 -11,763 13,745 1,982 332,827  345,954 86,873 432,827
  Buy ISEQ 20 short C&C Group 1,450.00 4.480   1/19/15 3.322 6,496        352,450 80,377  
      Flutter 121.22 53.590   1/19/15 66.350 6,496        358,946 73,881  
    BAX Adva 4,056.20 3.203   4/21/14 3.210 12,992        371,938 60,889  
    GEX 4SC 453.29 28.662   1/26/15 18.284 12,992        384,930 47,897  
    GCX EJR 252.34 51.487   4/28/14 51.524 12,992        397,922 34,905  
4/21/14 Sell BAX short Adva 4,056.20 3.210 3.196 4/14/14 3.203 -12,992 12,964 -28 332,799  384,930 47,869 432,799
  Buy   long Sixt 415.35 28.930   5/05/14 28.890 12,016        396,946 35,853  
4/28/14 Sell Nordic 30 long Pandora 304.71 46.257   7/29/13 28.719 -8,751 14,095 5,344 338,143  388,195 49,947 438,143
    GCX short EJR 252.34 51.524 51.450 4/14/14 51.487 -12,992 12,983 -9 338,133  375,203 62,930 438,133
  Buy Germany SolarWorld 405.77 30.870   6/09/14 16.900 12,526        387,729 50,404  
    Nordic 30 Carlsberg A 169.70 73.812   5/05/14 74.896 12,526        400,255 37,878  
    GCX long Vestas Wind Systems 2,032.72 6.162   5/19/14 7.076 12,526        412,781 25,352  
5/05/14 Sell SDAX short Koenig & Bauer 994.63 11.730 12.898 3/31/14 12.300 -12,234 12,828 594 338,728  400,547 38,181 438,728
    Nordic 30 Carlsberg A 169.70 74.896 72.728 4/28/14 73.812 -12,526 12,342 -184 338,544  388,022 50,523 438,544
    BAX long Sixt 415.35 28.890   4/21/14 28.930 -12,016 11,999 -17 338,527  376,005 62,522 438,527
  Buy SDAX ADLER Real Estate 2,497.71 5.015   5/19/14 5.000 12,526        388,531 49,996  
    Nordic 30 Pandora 257.05 48.729   9/15/14 59.766 12,526        401,057 37,470  
    BAX short Adva 3,914.38 3.200   6/09/14 3.196 12,526        413,583 24,944  
5/12/14 Sell OMXH 25 short Metso Outotec 1,722.26 8.620 4.774 12/09/13 6.697 -11,534 8,222 -3,312 335,215  402,049 33,166 435,215
    PSI 20 long Impresa 10,994.50 1.759   12/23/13 1.090 -11,984 19,339 7,355 342,571  390,065 52,505 442,571
  Buy OMXH 25 Outokumpu 1,852.69 6.680   5/19/14 6.250 12,376        402,441 40,130  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/19/14 Sell SDAX long ADLER Real Estate 2,497.71 5.000   5/05/14 5.015 -12,526 12,489 -37 342,533  389,915 52,618 442,533
    OMXH 25 Outokumpu 1,852.69 6.250   5/12/14 6.680 -12,376 11,579 -797 341,737  377,539 64,197 441,737
    GCX Vestas Wind Systems 2,032.72 7.076   4/28/14 6.162 -12,526 14,384 1,858 343,595  365,013 78,582 443,595
  Buy HSI Citic Pacific 10,077.20 1.295   11/10/14 1.393 13,054        378,067 65,528  
    SDAX short WCM 8,042.63 1.623   5/26/14 1.623 13,054        391,121 52,474  
    OMXH 25 YIT 1,764.05 7.400   1/26/15 5.508 13,054        404,175 39,420  
    GCX Energy Recovery 3,873.02 3.371   3/02/15 3.076 13,054        417,229 26,366  
5/26/14 Sell SDAX short WCM 8,042.63 1.623 1.623 5/19/14 1.623 -13,054 13,054 0 343,595  404,175 39,420  
  Buy   long ADLER Real Estate 2,195.45 5.500   6/09/14 6.050 12,075        416,250 27,345  
    HSI-C&I Tencent 1,187.35 10.170   10/06/14 12.196 12,075        428,325 15,270  
6/02/14 Sell SSE 50 short Poly Developments 18,704.54 0.591 0.695 12/23/13 0.641 -11,984 12,994 1,010 344,605  416,341 28,264 444,605
    HSI-Fin ICBC 23,493.18 0.478 0.460 1/06/14 0.469 -11,023 10,816 -207 344,398  405,318 39,080 444,398
    OBX 25 Petroleum Geo-Srvcs 1,570.68 7.980 7.230 2/17/14 7.605 -11,945 11,357 -588 343,810  393,373 50,437 443,810
    NZX 50 Chorus 11,340.73 1.063 0.811 1/20/14 0.937 -10,624 9,193 -1,431 342,379  382,749 59,629 442,379
  Buy SSE 50 long Sinolink Secs 10,913.04 1.150   6/23/14 1.117 12,550        395,299 47,079  
    HSI-Fin HK Exchgs & Clrg 917.04 13.685   9/29/14 17.213 12,550        407,849 34,529  
    OBX 25 Grieg Seafood 3,720.28 3.373   6/30/14 3.430 12,550        420,399 21,979  
    FT 30 National Grid 11.37 1,103.450   6/09/14 1,037.210 12,546        432,945 9,433  
    NZX 50 Tourism 18,023.84 0.696   7/21/14 0.758 12,550        445,495 -3,117  
6/09/14 Sell Germany short SolarWorld 405.77 16.900 56.388 4/28/14 30.870 -12,526 22,881 10,354 352,733  432,969 19,764 452,733
    SDAX long ADLER Real Estate 2,195.45 6.050   5/26/14 5.500 -12,075 13,282 1,207 353,940  420,894 33,046 453,940
    IBEX 35 short Inditex 547.88 21.750 20.190 3/10/14 20.970 -11,489 11,062 -427 353,513  409,405 44,108 453,513
    FT 30 long National Grid 11.37 1,037.210   6/02/14 1,103.450 -12,546 11,793 -753 352,760  396,859 55,901 452,760
    Topix (FRA) short Komatsu 713.87 16.815 14.471 11/25/13 15.643 -11,167 10,330 -837 351,923  385,692 66,231 451,923
    BAX Adva 3,914.38 3.196 3.204 5/05/14 3.200 -12,526 12,542 16 351,939  373,166 78,773 451,939
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SDAX WCM 8,295.24 1.599   12/29/14 1.381 13,267        386,433 65,506  
    FT 30 Tesco 28.81 460.539   11/17/14 306.530 13,268        399,701 52,238  
    Topix (FRA) long Fujitsu 265.18 50.030   9/15/14 48.100 13,267        412,968 38,971  
    BAX Cancom 672.09 19.740   6/16/14 18.403 13,267        426,235 25,704  
6/16/14 Sell   long Cancom 672.09 18.403   6/09/14 19.740 -13,267 12,368 -899 351,040  412,968 38,072 451,040
  Buy IBEX 35 short ArcelorMittal 372.89 32.790   3/02/15 28.860 12,227        425,195 25,845  
    BAX Adva 3,898.92 3.136   6/23/14 3.096 12,227        437,422 13,618  
6/23/14 Sell SSE 50 long Sinolink Secs 10,913.04 1.117   6/02/14 1.150 -12,550 12,190 -360 350,680  424,872 25,808 450,680
    BAX short Adva 3,898.92 3.096 3.177 6/16/14 3.136 -12,227 12,385 158 350,838  412,645 38,193 450,838
  Buy SSE 50 Kangmei Pharma 14,182.13 0.862   7/07/14 0.868 12,225        424,870 25,968  
    CAC Next 20 Arkema 173.02 70.655   1/26/15 62.720 12,225        437,095 13,743  
    CAC Mid 60 CGG 35.60 343.360   1/19/15 153.600 12,224        449,319 1,519  
    BAX long Wacker Neuson 737.78 16.570   7/14/14 17.170 12,225        461,544 -10,706  
6/30/14 Sell OBX 25 long Grieg Seafood 3,720.28 3.430   6/02/14 3.373 -12,550 12,760 210 351,048  448,994 2,054 451,048
    Nikkei (FRA) short Hitachi Zosen 1,404.53 3.700 4.912 2/10/14 4.263 -5,988 6,899 911 351,959  443,006 8,953 451,959
      Nitto Denko 191.31 33.890 28.704 2/10/14 31.297 -5,987 5,491 -496 351,463  437,019 14,444 451,463
  Buy OBX 25 Norwegian 4.86 2,398.530   7/07/14 2,546.850 11,657        448,675 2,788  
    Nikkei (FRA) long Fujitsu 105.90 54.990   8/17/15 44.550 5,823        454,499 -3,036  
      MinebeaMitsumi 708.11 8.224   8/17/15 12.573 5,824        460,322 -8,859  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,182.13 0.868 0.856 6/23/14 0.862 -12,225 12,134 -91 351,372  448,097 3,275 451,372
    OBX 25 Norwegian 4.86 2,546.850 2,250.210 6/30/14 2,398.530 -11,657 10,936 -721 350,651  436,441 14,211 450,651
  Buy SSE 50 long AVIC Aviation Engine 3,905.04 2.976   8/03/15 7.097 11,621        448,062 2,590  
    OBX 25 SalMar 862.10 13.480   7/28/14 14.639 11,621        459,682 -9,031  
7/14/14 Sell BAX long Wacker Neuson 737.78 17.170   6/23/14 16.570 -12,225 12,668 443 351,094  447,457 3,637 451,094
7/21/14 Sell NZX 50 long Tourism 18,023.84 0.758   6/02/14 0.696 -12,550 13,660 1,110 352,204  434,907 17,297 452,204
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France short CGG 43.91 267.296   12/29/14 160.352 11,737        446,644 5,560  
    NZX 50 a2 Milk 29,956.61 0.392   7/28/14 0.401 11,737        458,381 -6,177  
7/28/14 Sell MDAX long Dürr 350.58 30.355   7/01/13 23.998 -8,413 10,642 2,229 354,433  449,968 4,465 454,433
    HSI-Prop short New World Dev 1,696.66 3.549 3.509 2/10/14 3.529 -5,988 5,954 -33 354,400  443,981 10,419 454,400
      The Wharf 3,235.96 2.205 1.496 2/10/14 1.850 -5,988 4,841 -1,146 353,254  437,993 15,260 453,254
    OBX 25 long SalMar 862.10 14.639   7/07/14 13.480 -11,621 12,620 999 354,253  426,372 27,880 454,253
    NZX 50 short a2 Milk 29,956.61 0.401 0.383 7/21/14 0.392 -11,737 11,470 -267 353,986  414,635 39,351 453,986
    Nikkei (TYO) Hitachi Zosen 3,460.10 3.842 3.063 4/07/14 3.453 -11,946 10,598 -1,348 352,638  402,689 49,949 452,638
  Buy Germany SolarWorld 837.60 15.000   1/12/15 12.350 12,564        415,253 37,385  
    MDAX Südzucker 904.86 13.885   2/02/15 11.245 12,564        427,817 24,821  
    HSI-Prop long CK Hutchison 457.54 13.730   8/24/15 10.950 6,282        434,099 18,539  
      Sino Land 5,017.57 1.252   8/24/15 1.200 6,282        440,381 12,257  
    OBX 25 short Petroleum Geo-Srvcs 1,947.00 6.453   8/11/14 6.127 12,564        452,945 -307  
    NZX 50 long Tourism 16,884.83 0.744   2/22/16 1.542 12,564        465,509 -12,871  
    BAX Nemetschek 1,977.27 6.354   8/04/14 6.125 12,564        478,073 -25,435  
    Nikkei (TYO) MinebeaMitsumi 1,374.93 9.138   10/20/14 9.651 12,564        490,637 -37,999  
8/04/14 Sell HDAX long Dürr 496.88 28.230   1/23/12 9.125 -4,534 14,027 9,493 362,131  486,103 -23,972 462,131
    MIB Azimut 695.61 18.460   11/05/12 9.304 -6,472 12,841 6,369 368,500  479,631 -11,131 468,500
    BAX Nemetschek 1,977.27 6.125   7/28/14 6.354 -12,564 12,111 -453 368,047  467,067 979 468,047
    Indices Merval 18.11 750.468   8/12/13 501.316 -9,079 13,591 4,512 372,559  457,989 14,570 472,559
  Buy HDAX short Südzucker 935.33 13.020   1/12/15 11.160 12,178        470,167 2,392  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        482,344 -9,785  
8/11/14 Sell ATX long Wienerberger 825.56 11.525   10/21/13 13.065 -10,786 9,515 -1,271 371,288  471,558 -270 471,288
    DAX Continental 81.06 133.083   7/16/12 59.533 -4,826 10,788 5,962 377,250  466,732 10,518 477,250
    OBX 25 short Petroleum Geo-Srvcs 1,947.00 6.127 6.796 7/28/14 6.453 -12,564 13,232 668 377,918  454,168 23,750 477,918
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX Raiffeisen Bank Int 663.19 18.910   2/16/15 13.795 12,541        466,709 11,209  
    DAX Adidas 218.29 57.450   8/18/14 60.070 12,541        479,250 -1,332  
    OBX 25 long SalMar 952.04 13.173   8/18/14 12.880 12,541        491,791 -13,873  
8/18/14 Sell DAX short Adidas 218.29 60.070 54.830 8/11/14 57.450 -12,541 11,969 -572 377,346  479,250 -1,904 477,346
    OBX 25 long SalMar 952.04 12.880   8/11/14 13.173 -12,541 12,262 -279 377,067  466,709 10,358 477,067
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 377,498  454,532 22,966 477,498
  Buy DAX long Vonovia 548.01 22.830   10/06/14 22.420 12,511        467,043 10,455  
    OBX 25 short Petroleum Geo-Srvcs 2,051.08 6.100   2/16/15 5.700 12,511        479,554 -2,056  
    Indices long Merval 15.96 784.124   10/06/14 1,022.100 12,515        492,068 -14,571  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,897.61 6.373   7/01/13 2.159 -8,413 24,839 16,426 393,923  483,655 10,268 493,923
  Buy   short Demant 1,071.52 11.763   9/08/14 11.966 12,604        496,259 -2,336  
9/08/14 Sell   short Demant 1,071.52 11.966 11.559 9/01/14 11.763 -12,604 12,386 -218 393,705  483,655 10,050 493,705
  Buy   long Pandora 219.18 57.454   9/29/14 61.631 12,593        496,248 -2,543  
9/15/14 Sell Nordic 30 long Pandora 257.05 59.766   5/05/14 48.729 -12,526 15,363 2,837 396,542  483,722 12,820 496,542
    Topix (FRA) Fujitsu 265.18 48.100   6/09/14 50.030 -13,267 12,755 -512 396,030  470,455 25,575 496,030
  Buy Nordic 30 short Volvo 1,483.30 8.791   11/10/14 9.334 13,040        483,495 12,535  
    Topix (FRA) Aeon 1,660.93 7.851   1/05/15 8.291 13,040        496,535 -505  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 917.04 17.213   6/02/14 13.685 -12,550 15,785 3,234 399,265  483,985 15,279 499,265
    TSX 60 Bausch Health 142.63 102.197   9/30/13 76.879 -10,965 14,576 3,611 402,876  473,020 29,856 502,876
    OMXC 20 Pandora 219.18 61.631   9/08/14 57.454 -12,593 13,508 915 403,791  460,427 43,364 503,791
  Buy HSI-Fin short ICBC 27,465.86 0.498   11/03/14 0.526 13,678        474,105 29,686  
    TSX 60 Yamana Gold 2,851.60 4.797   3/23/15 3.713 13,678        487,783 16,008  
10/06/14 Sell DAX long Vonovia 548.01 22.420   8/18/14 22.830 -12,511 12,286 -225 403,567  475,272 28,294 503,567
    HSI-C&I Tencent 1,187.35 12.196   5/26/14 10.170 -12,075 14,481 2,406 405,973  463,197 42,776 505,973
    Indices Merval 15.96 1,022.100   8/18/14 784.124 -12,515 16,313 3,798 409,771  450,683 59,088 509,771
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX short Deutsche Lufthansa 1,177.24 12.080   11/17/14 13.145 14,221        464,904 44,867  
    HSI-C&I Galaxy Entertainment 2,886.69 4.926   4/13/15 4.822 14,221        479,125 30,646  
    PSI 20 Pharol 8,724.54 1.630   2/23/15 0.697 14,221        493,346 16,425  
    Indices PSI 20 2.57 5,537.710   2/23/15 5,494.440 14,232        507,578 2,193  
10/13/14 Sell S&P 100 long Gilead Sciences 271.64 79.611   9/17/12 25.063 -6,808 21,625 14,817 424,588  500,769 23,819 524,588
    BEL 20 KBC 256.14 40.740   7/15/13 31.350 -8,030 10,435 2,405 426,993  492,739 34,254 526,993
    OMXS 30 Nokia 1,289.40 6.407   7/08/13 3.186 -4,108 8,261 4,153 431,147  488,632 42,515 531,147
      Kinnevik 187.83 22.475   7/08/13 21.868 -4,107 4,222 114 431,261  484,525 46,736 531,261
  Buy S&P 100 short General Motors 618.02 23.379   10/27/14 23.689 14,449        498,974 32,287  
    BEL 20 Galapagos 1,299.96 11.115   11/17/14 12.800 14,449        513,423 17,838  
    OMXS 30 Lundin 646.69 11.172   11/03/14 11.400 7,225        520,647 10,614  
      MTG 312.41 23.125   11/03/14 24.302 7,225        527,872 3,389  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.53 87.497   7/23/12 26.166 -4,750 15,883 11,133 442,394  523,122 19,272 542,394
    Europe 50 Roche 19.27 222.572   12/19/11 129.719 -2,500 4,289 1,789 444,183  520,622 23,561 544,183
    Nikkei (TYO) MinebeaMitsumi 1,374.93 9.651   7/28/14 9.138 -12,564 13,269 705 444,888  508,058 36,830 544,888
    SP Global 100 Apple 329.77 19.487   4/30/12 15.738 -5,190 6,426 1,236 446,125  502,868 43,257 546,125
  Buy Kospi 50 short Hyundai Heavy 176.29 83.577   12/08/14 94.176 14,734        517,602 28,523  
    Europe 50 Deutsche Bank 683.87 21.545   11/10/14 21.563 14,734        532,336 13,789  
    Nikkei (TYO) Toyo Seikan 1,794.31 8.212   10/27/14 8.725 14,734        547,070 -945  
    SP Global 100 Deutsche Bank 683.87 21.545   11/03/14 22.134 14,734        561,804 -15,679  
10/27/14 Sell S&P 100 short General Motors 618.02 23.689 23.070 10/13/14 23.379 -14,449 14,258 -191 445,934  547,355 -1,421 545,934
    Nikkei (TYO) Toyo Seikan 1,794.31 8.725 7.698 10/20/14 8.212 -14,734 13,812 -922 445,012  532,621 12,391 545,012
    DJ Global Titans long Alphabet A 29.35 433.045   12/23/13 408.320 -11,984 12,710 726 445,738  520,637 25,101 545,738
  Buy S&P 100 Gilead Sciences 160.94 88.668   6/08/15 100.700 14,270        534,907 10,831  
    Nikkei (TYO) MinebeaMitsumi 1,361.98 10.477   8/24/15 10.589 14,270        549,177 -3,439  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans short Samsung Electronics 870.83 16.387   11/10/14 18.745 14,270        563,447 -17,709  
11/03/14 Sell HSI-Fin short ICBC 27,465.86 0.526 0.470 9/29/14 0.498 -13,678 12,920 -758 444,980  549,769 -4,789 544,980
    OMXS 30 Lundin 646.69 11.400 10.943 10/13/14 11.172 -7,225 7,076 -148 444,832  542,544 2,287 544,832
      MTG 312.41 24.302 21.949 10/13/14 23.125 -7,225 6,857 -368 444,464  535,320 9,144 544,464
    SP Global 100 Deutsche Bank 683.87 22.134 20.956 10/20/14 21.545 -14,734 14,331 -403 444,061  520,586 23,475 544,061
  Buy HSI-Fin long HK Exchgs & Clrg 802.99 17.669   11/24/14 17.528 14,188        534,774 9,287  
    OMXC 20 Pandora 212.78 66.679   11/17/14 66.322 14,188        548,962 -4,901  
    OMXS 30 Boliden 540.82 13.117   6/08/15 18.209 7,094        556,056 -11,995  
      Electrolux 315.92 22.455   6/08/15 27.196 7,094        563,150 -19,089  
    SP Global 100 Apple 647.93 21.898   8/24/15 22.212 14,188        577,338 -33,277  
11/10/14 Sell HSI long Citic Pacific 10,077.20 1.393   5/19/14 1.295 -13,054 14,038 984 445,045  564,284 -19,239 545,045
    Europe 50 short Deutsche Bank 683.87 21.563 21.527 10/20/14 21.545 -14,734 14,722 -12 445,033  549,550 -4,517 545,033
    Nordic 30 Volvo 1,483.30 9.334 8.249 9/15/14 8.791 -13,040 12,235 -805 444,228  536,510 7,718 544,228
    DJ Global Titans Samsung Electronics 870.83 18.745 14.028 10/27/14 16.387 -14,270 12,216 -2,054 442,174  522,240 19,934 542,174
  Buy HSI Kunlun Energy 13,565.02 1.036   1/12/15 0.825 14,052        536,292 5,882  
    Europe 50 long Novartis 226.95 61.916   8/24/15 69.088 14,052        550,344 -8,169  
    Nordic 30 Pandora 206.18 68.154   6/01/15 91.032 14,052        564,396 -22,222  
    DJ Global Titans Apple 641.67 21.899   12/15/14 21.746 14,052        578,448 -36,274  
11/17/14 Sell DAX short Deutsche Lufthansa 1,177.24 13.145 11.015 10/06/14 12.080 -14,221 12,967 -1,254 440,921  564,227 -23,306 540,921
    BEL 20 Galapagos 1,299.96 12.800 9.430 10/13/14 11.115 -14,449 12,259 -2,190 438,730  549,778 -11,048 538,730
    OMXC 20 long Pandora 212.78 66.322   11/03/14 66.679 -14,188 14,112 -76 438,654  535,590 3,064 538,654
    FT 30 short Tesco 28.81 306.530 691.926 6/09/14 460.539 -13,268 19,934 6,666 445,320  522,322 22,999 545,320
  Buy DAX long Merck (EMD) 185.30 76.670   7/06/15 90.640 14,207        536,529 8,792  
    BEL 20 Proximus 465.80 30.500   11/24/14 30.740 14,207        550,735 -5,415  
    OMXC 20 short FLSmidth 428.17 33.181   11/24/14 35.297 14,207        564,943 -19,622  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 long Man Group 83.80 169.534   12/15/14 177.040 14,207        579,150 -33,829  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 802.99 17.528   11/03/14 17.669 -14,188 14,075 -113 445,207  564,962 -19,754 545,207
    BEL 20 Proximus 465.80 30.740   11/17/14 30.500 -14,207 14,319 112 445,319  550,755 -5,436 545,319
    OMXC 20 short FLSmidth 428.17 35.297 31.065 11/17/14 33.181 -14,207 13,301 -906 444,413  536,548 7,865 544,413
  Buy HSI-Fin HSBC 1,727.54 7.992   1/26/15 8.332 13,806        550,354 -5,941  
    BEL 20 Galapagos 1,070.23 12.900   12/01/14 13.020 13,806        564,159 -19,747  
    OMXC 20 long Pandora 205.43 67.207   8/17/15 107.440 13,806        577,966 -33,553  
12/01/14 Sell BEL 20 short Galapagos 1,070.23 13.020 12.780 11/24/14 12.900 -13,806 13,678 -128 444,284  564,160 -19,875 544,284
  Buy   long Proximus 414.74 31.610   12/15/14 29.550 13,110        577,270 -32,985  
12/08/14 Sell Kospi 50 short Hyundai Heavy 176.29 94.176 72.978 10/20/14 83.577 -14,734 12,865 -1,869 442,416  562,536 -20,120 542,416
  Buy   long Amorepacific Group 157.44 82.934   7/06/15 157.893 13,057        575,593 -33,177  
12/15/14 Sell BEL 20 long Proximus 414.74 29.550   12/01/14 31.610 -13,110 12,256 -854 441,562  562,483 -20,921 541,562
    MerVal Edenor 36,082.67 0.569   2/24/14 0.315 -11,348 20,517 9,169 450,730  551,135 -405 550,730
    FT 30 Man Group 83.80 177.040   11/17/14 169.534 -14,207 14,836 629 451,359  536,928 14,431 551,359
    DJ Global Titans Apple 641.67 21.746   11/10/14 21.899 -14,052 13,954 -98 451,261  522,876 28,385 551,261
  Buy BEL 20 short Umicore 929.80 15.585   1/19/15 16.578 14,491        537,367 13,894  
    FT 30 Tesco 55.21 262.480   12/22/14 292.250 14,492        551,859 -598  
    DJ Global Titans Gazprom 4,342.52 3.337   3/02/15 4.494 14,491        566,350 -15,089  
12/22/14 Sell TecDAX short SMA Solar 223.10 14.800 46.789 5/21/12 26.315 -5,871 10,439 4,568 455,829  560,479 -4,650 555,829
    FT 30 Tesco 55.21 292.250 232.709 12/15/14 262.480 -14,492 12,848 -1,644 454,185  545,987 8,198 554,185
  Buy   long Man Group 70.07 200.637   1/05/15 211.401 14,059        560,046 -5,861  
12/29/14 Sell France short CGG 43.91 160.352 445.565 7/21/14 267.296 -11,737 19,565 7,828 462,013  548,309 13,704 562,013
    SDAX WCM 8,295.24 1.381 1.852 6/09/14 1.599 -13,267 15,359 2,092 464,105  535,042 29,063 564,105
  Buy France long Adocia 310.88 47.700   6/08/15 66.230 14,829        549,871 14,234  
    SDAX Patrizia Immobilien 1,205.61 12.300   1/19/15 14.055 14,829        564,700 -595  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX KUKA 250.19 59.270   7/27/15 74.330 14,829        579,529 -15,423  
1/05/15 Sell FT 30 long Man Group 70.07 211.401   12/22/14 200.637 -14,059 14,813 754 464,859  565,470 -610 564,859
    Topix (FRA) short Aeon 1,660.93 8.291 7.411 9/15/14 7.851 -13,040 12,309 -731 464,129  552,430 11,699 564,129
  Buy FT 30 Tesco 48.96 294.006   1/19/15 365.061 14,395        566,824 -2,696  
    Topix (FRA) long Oriental Land 300.34 47.929   2/02/15 54.216 14,395        581,219 -17,091  
1/12/15 Sell Germany short SolarWorld 837.60 12.350 18.219 7/28/14 15.000 -12,564 15,260 2,696 466,825  568,655 -1,831 566,825
    HSI Kunlun Energy 13,565.02 0.825 1.300 11/10/14 1.036 -14,052 17,640 3,588 470,413  554,603 15,809 570,413
    HDAX Südzucker 935.33 11.160 15.190 8/04/14 13.020 -12,178 14,208 2,030 472,442  542,425 30,017 572,442
  Buy Germany long Ströer Media 611.86 24.615   6/15/15 40.315 15,061        557,486 14,956  
    HSI China Life Ins HK 4,544.52 3.314   7/13/15 3.728 15,061        572,547 -105  
    HDAX Ströer Media 611.86 24.615   8/24/15 47.670 15,061        587,608 -15,166  
1/19/15 Sell SDAX long Patrizia Immobilien 1,205.61 14.055   12/29/14 12.300 -14,829 16,945 2,116 474,558  572,779 1,779 574,558
    ISEQ 20 short C&C Group 1,450.00 3.322 6.042 4/14/14 4.480 -6,496 8,760 2,264 476,823  566,283 10,539 576,823
      Flutter 121.22 66.350 40.830 4/14/14 53.590 -6,496 4,949 -1,547 475,276  559,787 15,489 575,276
    BEL 20 Umicore 929.80 16.578 14.593 12/15/14 15.585 -14,491 13,568 -923 474,353  545,296 29,057 574,353
    FT 30 Tesco 48.96 365.061 222.950 1/05/15 294.006 -14,395 10,916 -3,479 470,874  530,902 39,972 570,874
    CAC Mid 60 CGG 35.60 153.600 767.553 6/23/14 343.360 -12,224 27,325 15,101 485,975  518,678 67,297 585,975
  Buy SDAX SGL Carbon 1,159.05 14.090   1/26/15 15.480 16,331        535,009 50,966  
    ISEQ 20 long Glanbia 589.57 13.850   6/08/15 17.420 8,166        543,174 42,801  
      Ryanair 839.21 9.730   6/08/15 11.660 8,166        551,340 34,635  
    BEL 20 bpost 714.39 22.860   9/28/15 21.000 16,331        567,671 18,304  
    FT 30 Man Group 77.83 209.841   6/08/15 231.072 16,332        584,003 1,972  
    CAC Mid 60 Adocia 258.40 63.200   6/08/15 66.230 16,331        600,334 -14,358  
1/26/15 Sell SDAX short SGL Carbon 1,159.05 15.480 12.700 1/19/15 14.090 -16,331 14,720 -1,611 484,364  584,003 361 584,364
    HSI-Fin HSBC 1,727.54 8.332 7.651 11/24/14 7.992 -13,806 13,218 -588 483,776  570,197 13,579 583,776
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 YIT 1,764.05 5.508 9.942 5/19/14 7.400 -13,054 17,538 4,484 488,260  557,143 31,117 588,260
    CAC Next 20 Arkema 173.02 62.720 79.594 6/23/14 70.655 -12,225 13,771 1,547 489,807  544,918 44,889 589,807
    GEX 4SC 453.29 18.284 44.930 4/14/14 28.662 -12,992 20,366 7,374 497,181  531,926 65,255 597,181
  Buy SDAX long Patrizia Immobilien 1,107.69 14.950   6/29/15 22.015 16,560        548,486 48,695  
    HSI-Fin China Life Ins HK 4,432.90 3.736   8/03/15 3.251 16,560        565,046 32,135  
    OMXH 25 Neste Oil 2,049.50 8.080   5/11/15 7.640 16,560        581,606 15,575  
    GEX Ströer Media 619.07 26.750   6/01/15 38.770 16,560        598,166 -985  
2/02/15 Sell MDAX short Südzucker 904.86 11.245 17.145 7/28/14 13.885 -12,564 15,514 2,950 500,131  585,602 14,529 600,131
    AEX KPN 1,605.07 2.756 4.771 10/15/12 3.626 -5,820 7,657 1,837 501,968  579,782 22,186 601,968
    Topix (FRA) long Oriental Land 300.34 54.216   1/05/15 47.929 -14,395 16,283 1,888 503,856  565,387 38,469 603,856
  Buy MDAX Ströer Media 622.64 25.790   11/16/15 61.450 16,058        581,445 22,411  
    Topix (FRA) short Orix 1,612.57 9.958   2/09/15 10.802 16,058        597,503 6,353  
2/09/15 Sell   short Orix 1,612.57 10.802 9.114 2/02/15 9.958 -16,058 14,697 -1,361 502,495  581,445 21,050 602,495
  Buy MerVal long Aluar 16,628.97 0.937   2/16/15 0.944 15,588        597,033 5,462  
    Topix (FRA) Sony 688.91 22.627   5/18/15 28.471 15,588        612,621 -10,126  
2/16/15 Sell ATX short Raiffeisen Bank Int 663.19 13.795 25.922 8/11/14 18.910 -12,541 17,191 4,650 507,145  600,080 7,065 607,145
    OBX 25 Petroleum Geo-Srvcs 2,051.08 5.700 6.528 8/18/14 6.100 -12,511 13,389 878 508,024  587,569 20,454 608,024
    MerVal long Aluar 16,628.97 0.944   2/09/15 0.937 -15,588 15,699 111 508,135  571,981 36,154 608,135
  Buy ATX Zumtobel 763.55 21.095   9/07/15 23.775 16,107        588,088 20,047  
    OBX 25 Frontline 1,293.90 12.448   2/23/15 11.234 16,107        604,195 3,940  
2/23/15 Sell PSI 20 short Pharol 8,724.54 0.697 3.812 10/06/14 1.630 -14,221 33,257 19,036 527,171  589,974 37,197 627,171
    OBX 25 long Frontline 1,293.90 11.234   2/16/15 12.448 -16,107 14,536 -1,571 525,600  573,867 51,732 625,600
    Indices short PSI 20 2.57 5,494.440 5,581.320 10/06/14 5,537.710 -14,232 14,344 112 525,712  559,635 66,076 625,712
  Buy PSI 20 long Altri 5,718.92 3.024   5/25/15 4.081 17,294        576,929 48,782  
    OBX 25 short Seadrill 6.14 2,815.850   4/13/15 2,712.370 17,289        594,219 31,493  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Comercial del Plata 69,931.26 0.247   3/02/15 0.261 17,294        611,513 14,199  
    Indices SSE 50 ew 51.40 336.435   7/27/15 382.611 17,293        628,805 -3,094  
3/02/15 Sell IBEX 35 short ArcelorMittal 372.89 28.860 37.255 6/16/14 32.790 -12,227 13,892 1,665 527,377  616,578 10,798 627,377
    MerVal long Comercial del Plata 69,931.26 0.261   2/23/15 0.247 -17,294 18,259 965 528,342  599,284 29,057 628,342
    DJ Global Titans short Gazprom 4,342.52 4.494 2.180 12/15/14 3.337 -14,491 9,467 -5,024 523,318  584,793 38,524 623,318
    GCX Energy Recovery 3,873.02 3.076 3.693 5/19/14 3.371 -13,054 14,305 1,251 524,568  571,739 52,829 624,568
  Buy IBEX 35 long Intl. Cons. Airlines 2,143.54 7.900   3/09/15 7.660 16,934        588,673 35,895  
    DJ Global Titans Apple 586.85 28.856   3/30/15 29.169 16,934        605,608 18,961  
    GCX Shimano 121.70 139.151   6/01/15 129.753 16,935        622,542 2,026  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,143.54 7.660   3/02/15 7.900 -16,934 16,420 -514 524,054  605,608 18,445 624,054
  Buy   short Endesa 910.54 17.640   3/23/15 18.130 16,062        621,670 2,384  
    MerVal long Comercial del Plata 57,860.23 0.278   6/29/15 0.285 16,062        637,732 -13,678  
3/23/15 Sell IBEX 35 short Endesa 910.54 18.130 17.150 3/09/15 17.640 -16,062 15,616 -446 523,608  621,670 1,937 623,608
    TSX 60 Yamana Gold 2,851.60 3.713 6.196 9/29/14 4.797 -13,678 17,668 3,990 527,597  607,992 19,605 627,597
  Buy IBEX 35 long Intl. Cons. Airlines 1,997.53 8.100   5/11/15 7.890 16,180        624,172 3,425  
    TSX 60 Bausch Health 87.09 185.781   5/11/15 200.704 16,180        640,352 -12,754  
3/30/15 Sell DJ Global Titans long Apple 586.85 29.169   3/02/15 28.856 -16,934 17,118 183 527,781  623,418 4,363 627,781
  Buy   short ConocoPhilips 267.44 59.090   4/27/15 61.591 15,803        639,221 -11,440  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,886.69 4.822 5.033 10/06/14 4.926 -14,221 14,528 307 528,088  625,000 3,088 628,088
    OBX 25 Seadrill 6.14 2,712.370 2,923.280 2/23/15 2,815.850 -17,289 17,949 660 528,747  607,710 21,037 628,747
    ÖkoDAX (deprecated) SolarWorld 67.23 14.550 772.962 4/29/13 106.050 -7,130 51,966 44,837 573,584  600,581 73,003 673,584
  Buy HSI-C&I long Tencent 896.65 20.815   7/06/15 17.093 18,664        619,245 54,339  
    OBX 25 Frontline 1,363.80 13.685   5/18/15 12.057 18,664        637,909 35,675  
4/27/15 Sell DJ Global Titans short ConocoPhilips 267.44 61.591 56.589 3/30/15 59.090 -15,803 15,134 -669 572,915  622,106 50,809 672,915
  Buy   long Mitsubishi UFJ 2,788.47 6.489   6/08/15 6.373 18,093        640,199 32,716  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,997.53 7.890   3/23/15 8.100 -16,180 15,761 -419 572,496  624,019 48,477 672,496
    OMXH 25 Neste Oil 2,049.50 7.640   1/26/15 8.080 -16,560 15,658 -902 571,594  607,459 64,135 671,594
    TSX 60 Bausch Health 87.09 200.704   3/23/15 185.781 -16,180 17,479 1,300 572,893  591,279 81,614 672,893
  Buy IBEX 35 short Obrascón Huarte Lain 985.48 19.140   4/25/16 5.840 18,862        610,141 62,752  
    OMXH 25 Outokumpu 3,603.06 5.235   1/04/16 2.584 18,862        629,003 43,890  
    TSX 60 Cenovus Energy 1,216.43 15.506   3/21/16 12.064 18,862        647,865 25,028  
5/18/15 Sell OBX 25 long Frontline 1,363.80 12.057   4/13/15 13.685 -18,664 16,443 -2,221 570,672  629,201 41,471 670,672
    Topix (FRA) Sony 688.91 28.471   2/09/15 22.627 -15,588 19,614 4,026 574,698  613,613 61,085 674,698
  Buy OBX 25 short REC Silicon 8,690.76 2.117   6/01/15 1.852 18,394        632,007 42,691  
    Topix (FRA) Toshiba 614.57 29.930   5/25/15 30.510 18,394        650,401 24,297  
5/25/15 Sell PSI 20 long Altri 5,718.92 4.081   2/23/15 3.024 -17,294 23,339 6,045 580,743  633,107 47,636 680,743
    Topix (FRA) short Toshiba 614.57 30.510 29.350 5/18/15 29.930 -18,394 18,038 -356 580,387  614,713 65,674 680,387
  Buy PSI 20 Pharol 36,570.59 0.510   11/23/15 0.369 18,651        633,364 47,023  
    Topix (FRA) long Sony 654.42 28.500   6/01/15 28.394 18,651        652,015 28,372  
6/01/15 Sell OBX 25 short REC Silicon 8,690.76 1.852 2.418 5/18/15 2.117 -18,394 21,017 2,623 583,010  633,621 49,389 683,010
    Nordic 30 long Pandora 206.18 91.032   11/10/14 68.154 -14,052 18,769 4,717 587,727  619,569 68,158 687,727
    Topix (FRA) Sony 654.42 28.394   5/25/15 28.500 -18,651 18,582 -69 587,657  600,918 86,739 687,657
    GEX Ströer Media 619.07 38.770   1/26/15 26.750 -16,560 24,001 7,441 595,099  584,358 110,741 695,099
    GCX Shimano 121.70 129.753   3/02/15 139.151 -16,935 15,791 -1,144 593,955  567,423 126,531 693,955
  Buy TecDAX short Aixtron 2,972.75 6.900   4/25/16 4.108 20,512        587,935 106,020  
    OBX 25 long Frontline 1,644.16 12.476   6/08/15 12.298 20,512        608,447 85,507  
    Nordic 30 short Fortum 1,184.30 17.320   11/30/15 13.820 20,512        628,959 64,995  
    Topix (FRA) Toshiba 629.01 32.610   11/16/15 22.410 20,512        649,471 44,483  
    GCX REC Silicon 11,073.20 1.852   10/05/20 0.464 20,512        669,983 23,971  
6/08/15 Sell S&P 100 long Gilead Sciences 160.94 100.700   10/27/14 88.668 -14,270 16,207 1,937 595,891  655,713 40,178 695,891
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    France Adocia 310.88 66.230   12/29/14 47.700 -14,829 20,590 5,761 601,652  640,884 60,768 701,652
    ISEQ 20 Glanbia 589.57 17.420   1/19/15 13.850 -8,166 10,270 2,105 603,757  632,719 71,038 703,757
      Ryanair 839.21 11.660   1/19/15 9.730 -8,166 9,785 1,620 605,376  624,553 80,823 705,376
    OBX 25 Frontline 1,644.16 12.298   6/01/15 12.476 -20,512 20,220 -292 605,084  604,041 101,043 705,084
    OMXS 30 Boliden 540.82 18.209   11/03/14 13.117 -7,094 9,848 2,754 607,838  596,947 110,891 707,838
      Electrolux 315.92 27.196   11/03/14 22.455 -7,094 8,592 1,497 609,336  589,853 119,482 709,336
    FT 30 Man Group 77.83 231.072   1/19/15 209.841 -16,332 17,984 1,652 610,988  573,521 137,467 710,988
    CAC Mid 60 Adocia 258.40 66.230   1/19/15 63.200 -16,331 17,114 783 611,771  557,190 154,580 711,771
    DJ Global Titans Mitsubishi UFJ 2,788.47 6.373   4/27/15 6.489 -18,093 17,771 -322 611,449  539,097 172,351 711,449
  Buy S&P 100 short Norfolk Southern 273.95 80.648   6/15/15 80.979 22,094        561,191 150,258  
    France Solocal 31.54 700.450   11/23/15 390.360 22,092        583,283 128,165  
    ISEQ 20 FBD 1,191.18 9.274   8/10/15 7.120 11,047        594,330 117,118  
    OBX 25 DNO International 17,342.23 1.274   12/21/15 0.607 22,094        616,424 95,024  
    OMXS 30 SSAB 2,157.62 5.120   10/26/15 3.388 11,047        627,471 83,977  
      Telia Company 2,100.71 5.259   10/26/15 4.765 11,047        638,518 72,930  
    FT 30 Tate & Lyle 29.31 753.704   12/28/15 807.108 22,091        660,609 50,839  
    DJ Global Titans BHP 1,161.64 19.020   7/13/15 17.787 22,094        682,703 28,745  
6/15/15 Sell S&P 100 short Norfolk Southern 273.95 80.979 80.318 6/08/15 80.648 -22,094 22,003 -90 611,358  660,610 50,748 711,358
    Germany long Ströer Media 611.86 40.315   1/12/15 24.615 -15,061 24,667 9,606 620,964  645,549 75,416 720,964
  Buy S&P 100 Starbucks 429.72 46.330   7/06/15 49.123 19,909        665,458 55,506  
6/29/15 Sell SDAX long Patrizia Immobilien 1,107.69 22.015   1/26/15 14.950 -16,560 24,386 7,826 628,790  648,898 79,892 728,790
    MerVal Comercial del Plata 57,860.23 0.285   3/09/15 0.278 -16,062 16,484 422 629,212  632,836 96,377 729,212
7/06/15 Sell S&P 100 long Starbucks 429.72 49.123   6/15/15 46.330 -19,909 21,109 1,200 630,412  612,927 117,486 730,412
    Kospi 50 Amorepacific Group 157.44 157.893   12/08/14 82.934 -13,057 24,859 11,802 642,214  599,870 142,344 742,214
    DAX Merck (EMD) 185.30 90.640   11/17/14 76.670 -14,207 16,796 2,589 644,803  585,663 159,140 744,803
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Tencent 896.65 17.093   4/13/15 20.815 -18,664 15,326 -3,338 641,465  566,999 174,466 741,465
  Buy S&P 100 short Norfolk Southern 291.16 78.643   7/13/15 78.579 22,898        589,896 151,568  
    CAC 40 ArcelorMittal 907.57 25.230   3/27/17 22.800 22,898        612,794 128,670  
    DAX RWE 1,190.12 19.240   7/13/15 20.205 22,898        635,692 105,773  
    HSI-C&I Sands China 6,767.35 3.384   5/09/16 3.084 22,898        658,590 82,875  
7/13/15 Sell S&P 100 short Norfolk Southern 291.16 78.579 78.708 7/06/15 78.643 -22,898 22,917 19 641,484  635,693 105,791 741,484
    HSI long China Life Ins HK 4,544.52 3.728   1/12/15 3.314 -15,061 16,944 1,883 643,367  620,632 122,735 743,367
    DAX short RWE 1,190.12 20.205 18.275 7/06/15 19.240 -22,898 21,749 -1,148 642,218  597,734 144,484 742,218
    DJ Global Titans BHP 1,161.64 17.787 20.338 6/08/15 19.020 -22,094 23,625 1,531 643,749  575,640 168,110 743,749
  Buy S&P 100 long Amazon.com 55.06 414.042   7/27/15 479.746 22,797        598,437 145,312  
    HSI short China Shenhua HK 12,274.39 1.857   4/18/16 1.521 22,796        621,233 122,516  
    DAX long Fresenius 372.12 61.260   7/27/15 61.200 22,796        644,029 99,720  
    DJ Global Titans Mitsubishi UFJ 3,629.13 6.281   7/27/15 6.435 22,796        666,825 76,924  
7/20/15 Sell DJTA long Avis Budget 493.03 38.916   9/24/12 12.419 -6,123 19,187 13,064 656,813  660,702 96,111 756,813
  Buy   short Avis Budget 547.93 38.916   8/03/15 39.514 21,323        682,025 74,788  
7/27/15 Sell S&P 100 long Amazon.com 55.06 479.746   7/13/15 414.042 -22,797 26,415 3,618 660,431  659,228 101,203 760,431
    DAX Fresenius 372.12 61.200   7/13/15 61.260 -22,796 22,774 -22 660,408  636,432 123,976 760,408
    BAX KUKA 250.19 74.330   12/29/14 59.270 -14,829 18,597 3,768 664,176  621,603 142,573 764,176
    Indices SSE 50 ew 51.40 382.611   2/23/15 336.435 -17,293 19,666 2,373 666,550  604,310 162,239 766,550
    DJ Global Titans Mitsubishi UFJ 3,629.13 6.435   7/13/15 6.281 -22,796 23,354 558 667,107  581,514 185,593 767,107
  Buy S&P 100 short ConocoPhilips 521.67 45.655   3/07/16 37.595 23,817        605,331 161,776  
    DAX RWE 1,283.94 18.550   10/19/15 12.230 23,817        629,148 137,959  
    BAX Grammer 906.97 26.260   11/09/15 23.675 23,817        652,965 114,142  
    Indices RTX 22.61 1,053.370   6/06/16 1,104.740 23,817        676,782 90,325  
    DJ Global Titans ConocoPhilips 521.67 45.655   8/03/15 45.385 23,817        700,599 66,508  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,905.04 7.097   7/07/14 2.976 -11,621 27,714 16,093 683,200  688,978 94,222 783,200
    HSI-Fin China Life Ins HK 4,432.90 3.251   1/26/15 3.736 -16,560 14,409 -2,151 681,049  672,418 108,631 781,049
    DJTA short Avis Budget 547.93 39.514 38.317 7/20/15 38.916 -21,323 20,995 -328 680,721  651,095 129,626 780,721
    DJ Global Titans ConocoPhilips 521.67 45.385 45.927 7/27/15 45.655 -23,817 23,959 142 680,863  627,278 153,585 780,863
  Buy SSE 50 China Northern Rare 11,223.70 2.081   1/04/16 1.789 23,361        650,639 130,224  
    HSI-Fin ICBC 37,353.69 0.625   1/04/16 0.538 23,361        674,000 106,863  
    DJTA long JetBlue Airways 1,084.67 21.538   8/24/15 18.277 23,361        697,361 83,502  
    SMI UBS 1,107.04 21.102   8/17/15 20.081 23,361        720,722 60,141  
    SLI Vifor Pharma 220.03 106.171   8/24/15 107.513 23,361        744,083 36,780  
    DJ Global Titans Mitsubishi UFJ 3,601.87 6.486   8/24/15 5.389 23,361        767,444 13,419  
8/10/15 Sell ISEQ 20 short FBD 1,191.18 7.120 12.080 6/08/15 9.274 -11,047 14,389 3,342 684,205  756,397 27,808 784,205
  Buy   long Kingspan 446.64 22.725   8/17/15 22.815 10,150        766,547 17,658  
      Ryanair 794.21 12.780   8/17/15 12.705 10,150        776,697 7,508  
8/17/15 Sell ASX 50 long James Hardie Ind 718.51 12.058   1/30/12 5.763 -4,141 8,664 4,523 688,728  772,556 16,172 788,728
    ISEQ 20 Kingspan 446.64 22.815   8/10/15 22.725 -10,150 10,190 40 688,768  762,406 26,362 788,768
      Ryanair 794.21 12.705   8/10/15 12.780 -10,150 10,090 -60 688,709  752,256 36,453 788,709
    OMXC 20 Pandora 205.43 107.440   11/24/14 67.207 -13,806 22,071 8,265 696,974  738,450 58,524 796,974
    SMI UBS 1,107.04 20.081   8/03/15 21.102 -23,361 22,231 -1,130 695,843  715,089 80,755 795,843
    Nikkei (FRA) Fujitsu 105.90 44.550   6/30/14 54.990 -5,823 4,718 -1,106 694,738  709,265 85,473 794,738
      MinebeaMitsumi 708.11 12.573   6/30/14 8.224 -5,824 8,903 3,080 697,817  703,442 94,376 797,817
  Buy ASX 50 short Santos 5,601.77 3.982   11/23/15 2.708 22,304        725,746 72,072  
    ISEQ 20 FBD 1,616.23 6.900   11/30/15 6.852 11,152        736,898 60,920  
    OMXC 20 GN Store Nord 179.15 124.500   10/05/15 126.375 22,304        759,202 38,615  
    Nikkei (FRA) Sharp 869.21 12.830   11/23/15 10.210 11,152        770,354 27,463  
      IHI 369.39 30.190   11/23/15 25.250 11,152        781,506 16,312  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/24/15 Sell DJIA long Visa 132.30 58.880   12/19/11 18.897 -2,500 7,790 5,290 703,107  779,006 24,101 803,107
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 717,832  777,120 40,712 817,832
    Euro 50 ASML 54.37 74.790   1/09/12 32.400 -1,762 4,066 2,305 720,137  775,358 44,779 820,137
      AB InBev 37.09 91.280   1/09/12 47.495 -1,762 3,386 1,624 721,761  773,597 48,164 821,761
    HDAX Ströer Media 611.86 47.670   1/12/15 24.615 -15,061 29,167 14,106 735,867  758,536 77,331 835,867
    FTSE Ashtead 13.85 1,199.890   7/30/12 333.248 -4,615 16,618 12,003 747,870  753,920 93,950 847,870
    HSI-Prop CK Hutchison 457.54 10.950   7/28/14 13.730 -6,282 5,010 -1,272 746,598  747,638 98,960 846,598
      Sino Land 5,017.57 1.200   7/28/14 1.252 -6,282 6,021 -261 746,337  741,356 104,981 846,337
    Europe 50 Novartis 226.95 69.088   11/10/14 61.916 -14,052 15,679 1,628 747,965  727,304 120,661 847,965
    DJTA JetBlue Airways 1,084.67 18.277   8/03/15 21.538 -23,361 19,825 -3,536 744,429  703,943 140,485 844,429
    SLI Vifor Pharma 220.03 107.513   8/03/15 106.171 -23,361 23,656 295 744,724  680,582 164,142 844,724
    Nikkei (TYO) MinebeaMitsumi 1,361.98 10.589   10/27/14 10.477 -14,270 14,422 152 744,876  666,312 178,564 844,876
    DJ Global Titans Mitsubishi UFJ 3,601.87 5.389   8/03/15 6.486 -23,361 19,411 -3,950 740,927  642,951 197,975 840,927
    SP Global 100 Apple 647.93 22.212   11/03/14 21.898 -14,188 14,392 203 741,130  628,763 212,367 841,130
  Buy DJIA short Chevron 423.98 62.119   5/30/16 91.551 26,337        655,101 186,029  
    Nasdaq 100 Micron Technology 2,117.53 12.438   8/31/15 14.635 26,337        681,438 159,692  
    Euro 50 E.on 1,513.62 8.700   10/26/15 8.993 13,168        694,606 146,524  
      Banco Santander 2,527.54 5.210   10/26/15 5.230 13,168        707,775 133,356  
    HDAX RWE 1,992.21 13.220   11/23/15 10.895 26,337        734,112 107,018  
    FTSE Glencore 140.55 187.390   5/09/16 167.806 26,338        760,449 80,681  
    HSI-Prop Hang Lung 6,850.74 1.922   6/06/16 1.737 13,168        773,618 67,512  
      The Wharf 7,526.58 1.750   6/06/16 1.945 13,169        786,786 54,344  
    DJCA Chevron 423.98 62.119   8/31/15 72.229 26,337        813,123 28,007  
    Europe 50 Rio Tinto 9.00 2,927.710   10/26/15 3,453.900 26,349        839,473 1,657  
    DJTA Norfolk Southern 409.12 64.376   8/31/15 69.482 26,337        865,810 -24,680  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Aryzta 2,809.97 9.373   1/09/17 8.993 26,337        892,147 -51,017  
    CAC Next 20 Casino Guichard 467.96 56.280   1/30/17 49.780 26,337        918,484 -77,354  
    Nikkei (TYO) IHI 1,017.21 25.892   8/08/16 25.014 26,337        944,821 -103,691  
    DJ Global Titans ConocoPhilips 712.26 36.977   3/21/16 37.886 26,337        971,158 -130,028  
    SP Global 100 RWE 1,992.21 13.220   9/12/16 14.645 26,337        997,495 -156,365  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,117.53 14.635 10.240 8/24/15 12.438 -26,337 21,684 -4,653 736,477  971,158 -134,681 836,477
    DJCA Chevron 423.98 72.229 52.009 8/24/15 62.119 -26,337 22,051 -4,286 732,191  944,821 -112,630 832,191
    DJTA Norfolk Southern 409.12 69.482 59.269 8/24/15 64.376 -26,337 24,248 -2,089 730,102  918,484 -88,382 830,102
  Buy Nasdaq 100 long Netflix 180.77 102.576   9/07/15 88.434 18,543        937,026 -106,924  
    DJCA JetBlue Airways 931.55 19.906   3/16/20 9.506 18,543        955,569 -125,467  
    DJUA short CenterPoint Energy 558.33 16.606   12/07/15 15.137 9,271        964,841 -134,739  
      FirstEnergy 325.29 28.503   12/07/15 29.960 9,272        974,112 -144,010  
    DJTA long JetBlue Airways 931.55 19.906   1/04/16 20.201 18,543        992,655 -162,553  
9/07/15 Sell Nasdaq 100 long Netflix 180.77 88.434   8/31/15 102.576 -18,543 15,986 -2,556 727,545  974,113 -146,567 827,545
    ATX Zumtobel 763.55 23.775   2/16/15 21.095 -16,107 18,153 2,046 729,592  958,005 -128,414 829,592
  Buy Nasdaq 100 short Micron Technology 1,163.50 15.066   10/19/15 16.912 17,529        975,534 -145,943  
    ATX Vienna Insurance 643.50 27.240   3/28/16 18.660 17,529        993,063 -163,472  
9/14/15 Sell RTX short RusHydro 4,086.31 0.774 3.647 3/11/13 1.680 -6,865 14,901 8,036 737,628  986,198 -148,571 837,628
  Buy USA long JetBlue Airways 740.67 23.257   9/21/15 23.986 17,226        1,003,424 -165,797  
9/21/15 Sell   long JetBlue Airways 740.67 23.986   9/14/15 23.257 -17,226 17,765 539 738,167  986,198 -148,031 838,167
  Buy   short Wynn Resorts 290.06 59.482   10/05/15 57.973 17,253        1,003,452 -165,285  
    MIB Saipem 1,696.46 10.170   12/26/16 5.130 17,253        1,020,705 -182,538  
    RTX Mobile TeleSystems 2,721.29 6.340   9/28/15 6.096 17,253        1,037,958 -199,791  
9/28/15 Sell   short Mobile TeleSystems 2,721.29 6.096 6.594 9/21/15 6.340 -17,253 17,944 691 738,858  1,020,705 -181,847 838,858
    BEL 20 long bpost 714.39 21.000   1/19/15 22.860 -16,331 15,002 -1,329 737,529  1,004,374 -166,845 837,529
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 1,787.91 9.378   11/02/15 10.465 16,767        1,021,141 -183,612  
    BEL 20 short Solvay 187.32 89.510   3/28/16 85.670 16,767        1,037,908 -200,379  
10/05/15 Sell USA short Wynn Resorts 290.06 57.973 61.030 9/21/15 59.482 -17,253 17,702 449 737,978  1,020,654 -182,677 837,978
    OMXC 20 GN Store Nord 179.15 126.375 122.625 8/17/15 124.500 -22,304 21,968 -336 737,642  998,350 -160,708 837,642
  Buy USA long Netflix 170.26 99.392   12/14/15 109.790 16,923        1,015,273 -177,631  
    OMXC 20 Genmab 198.95 85.064   11/02/15 91.174 16,923        1,032,196 -194,554  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.12 208.474   4/02/18 330.481 16,078        1,048,274 -210,632  
    MerVal Pampa Energía 19,494.36 0.825   10/19/15 0.927 16,077        1,064,351 -226,709  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,163.50 16.912 13.219 9/07/15 15.066 -17,529 15,381 -2,148 735,494  1,046,822 -211,328 835,494
    DAX RWE 1,283.94 12.230 28.136 7/27/15 18.550 -23,817 36,125 12,308 747,801  1,023,005 -175,203 847,801
    MerVal long Pampa Energía 19,494.36 0.927   10/12/15 0.825 -16,077 18,062 1,985 749,786  1,006,928 -157,142 849,786
  Buy Nasdaq 100 Amazon.com 34.23 505.914   2/08/16 436.037 17,317        1,024,245 -174,459  
    DAX Fresenius 287.12 60.310   12/21/15 63.430 17,316        1,041,561 -191,775  
    MerVal short YPF 770.31 22.479   10/26/15 25.738 17,316        1,058,877 -209,091  
10/26/15 Sell Euro 50 short E.on 1,513.62 8.993 8.407 8/24/15 8.700 -13,168 12,725 -443 749,343  1,045,709 -196,366 849,343
      Banco Santander 2,527.54 5.230 5.190 8/24/15 5.210 -13,168 13,118 -51 749,292  1,032,540 -183,248 849,292
    OMXS 30 SSAB 2,157.62 3.388 7.737 6/08/15 5.120 -11,047 16,694 5,647 754,940  1,021,493 -166,554 854,940
      Telia Company 2,100.71 4.765 5.804 6/08/15 5.259 -11,047 12,192 1,145 756,084  1,010,446 -154,362 856,084
    Europe 50 Rio Tinto 9.00 3,453.900 2,401.510 8/24/15 2,927.710 -26,349 21,614 -4,736 751,348  984,097 -132,748 851,348
    MerVal YPF 770.31 25.738 19.221 10/19/15 22.479 -17,316 14,806 -2,510 748,838  966,781 -117,943 848,838
  Buy Euro 50 long Fresenius 142.42 64.150   1/11/16 59.420 9,136        975,917 -127,079  
      Inditex 271.82 33.610   1/11/16 29.430 9,136        985,053 -136,215  
    OMXS 30 Boliden 523.23 17.461   11/02/15 17.505 9,136        994,189 -145,351  
      Svenska Cellulosa B 1,752.98 5.212   11/02/15 5.468 9,136        1,003,325 -154,487  
    Europe 50 SAP 260.54 70.130   12/14/15 69.400 18,272        1,021,597 -172,758  
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 15,899.76 1.149   3/07/16 0.728 18,272        1,039,869 -191,030  
11/02/15 Sell RTX long Severstal 1,787.91 10.465   9/28/15 9.378 -16,767 18,710 1,943 750,782  1,023,102 -172,320 850,782
    OMXC 20 Genmab 198.95 91.174   10/05/15 85.064 -16,923 18,139 1,216 751,997  1,006,178 -154,181 851,997
    OMXS 30 Boliden 523.23 17.505   10/26/15 17.461 -9,136 9,159 23 752,020  997,042 -145,022 852,020
      Svenska Cellulosa B 1,752.98 5.468   10/26/15 5.212 -9,136 9,584 448 752,469  987,906 -135,437 852,469
  Buy RTX short Mobile TeleSystems 2,881.37 6.221   4/25/16 7.952 17,925        1,005,831 -153,362  
    OMXS 30 SSAB 2,653.59 3.378   12/14/15 2.601 8,963        1,014,794 -162,325  
      SKF A 557.78 16.068   12/14/15 14.663 8,963        1,023,756 -171,287  
11/09/15 Sell BAX short Grammer 906.97 23.675 29.127 7/27/15 26.260 -23,817 26,418 2,600 755,069  999,939 -144,870 855,069
  Buy   long Adva 1,748.30 10.155   11/16/15 10.530 17,754        1,017,693 -162,624  
11/16/15 Sell MDAX long Ströer Media 622.64 61.450   2/02/15 25.790 -16,058 38,261 22,203 777,273  1,001,635 -124,363 877,273
    BSE Sensex 30 Hindustan Unilever 683.20 11.144   1/30/12 6.061 -4,141 7,613 3,472 780,745  997,494 -116,749 880,745
    Topix (FRA) short Toshiba 629.01 22.410 47.453 6/01/15 32.610 -20,512 29,848 9,336 790,081  976,982 -86,901 890,081
    BAX long Adva 1,748.30 10.530   11/09/15 10.155 -17,754 18,410 656 790,737  959,228 -68,492 890,737
  Buy MDAX short Leoni 591.88 34.730   5/30/16 29.880 20,556        979,784 -89,048  
    BSE Sensex 30 Bharat Heavy 12,167.63 1.689   6/13/16 1.058 20,556        1,000,340 -109,604  
    SMI Holcim 406.97 50.510   1/09/17 49.995 20,556        1,020,896 -130,160  
    Topix (FRA) long Ono Pharmaceutical 752.91 27.302   12/14/15 30.520 20,556        1,041,452 -150,716  
    BAX short Leoni 591.88 34.730   11/23/15 36.045 20,556        1,062,008 -171,272  
11/23/15 Sell France short Solocal 31.54 390.360 1,256.870 6/08/15 700.450 -22,092 39,642 17,549 808,286  1,039,916 -131,630 908,286
    ASX 50 Santos 5,601.77 2.708 5.854 8/17/15 3.982 -22,304 32,792 10,488 818,774  1,017,612 -98,838 918,774
    HDAX RWE 1,992.21 10.895 16.041 8/24/15 13.220 -26,337 31,957 5,620 824,394  991,275 -66,881 924,394
    PSI 20 Pharol 36,570.59 0.369 0.705 5/25/15 0.510 -18,651 25,779 7,128 831,522  972,624 -41,102 931,522
    Nikkei (FRA) Sharp 869.21 10.210 16.122 8/17/15 12.830 -11,152 14,014 2,862 834,384  961,472 -27,089 934,384
      IHI 369.39 25.250 36.097 8/17/15 30.190 -11,152 13,334 2,182 836,565  950,320 -13,755 936,565
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Leoni 591.88 36.045 33.415 11/16/15 34.730 -20,556 19,778 -778 835,787  929,764 6,023 935,787
  Buy France long Ubisoft 878.38 26.805   1/11/16 24.260 23,545        953,309 -17,522  
    HDAX SMA Solar 492.83 47.775   1/18/16 41.200 23,545        976,854 -41,067  
    PSI 20 Altri 4,610.34 5.107   12/07/15 5.008 23,545        1,000,399 -64,612  
    OMXC 20 Genmab 207.63 113.399   2/08/16 88.896 23,545        1,023,944 -88,157  
    Nikkei (FRA) Yamaha 469.59 25.070   12/07/15 22.360 11,773        1,035,717 -99,930  
    BAX Adva 2,122.13 11.095   12/14/15 9.859 23,545        1,059,262 -123,475  
    GEX Hypoport 298.04 79.000   12/14/15 70.070 23,545        1,082,807 -147,020  
11/30/15 Sell ISEQ 20 short FBD 1,616.23 6.852 6.948 8/17/15 6.900 -11,152 11,230 78 835,865  1,071,655 -135,790 935,865
    Nordic 30 Fortum 1,184.30 13.820 21.706 6/01/15 17.320 -20,512 25,707 5,195 841,060  1,051,143 -110,083 941,060
  Buy Germany long SMA Solar 439.89 47.225   1/11/16 49.315 20,774        1,071,917 -130,857  
    ASX 50 short Origin Energy 5,423.17 3.831   1/04/16 3.253 20,774        1,092,691 -151,631  
    ISEQ 20 long Flutter 86.52 120.050   12/07/15 122.000 10,387        1,103,077 -162,018  
      Dalata Hotel 2,016.89 5.150   12/07/15 5.130 10,387        1,113,464 -172,405  
    Nordic 30 Pandora 185.15 112.200   12/14/15 108.345 20,774        1,134,238 -193,178  
12/07/15 Sell ISEQ 20 long Flutter 86.52 122.000   11/30/15 120.050 -10,387 10,555 169 841,229  1,123,851 -182,623 941,229
      Dalata Hotel 2,016.89 5.130   11/30/15 5.150 -10,387 10,347 -40 841,188  1,113,465 -172,276 941,188
    PSI 20 Altri 4,610.34 5.008   11/23/15 5.107 -23,545 23,089 -456 840,732  1,089,920 -149,188 940,732
    DJUA short CenterPoint Energy 558.33 15.137 18.217 8/31/15 16.606 -9,271 10,171 900 841,631  1,080,648 -139,017 941,631
      FirstEnergy 325.29 29.960 27.045 8/31/15 28.503 -9,272 8,797 -474 841,157  1,071,376 -130,219 941,157
    Nikkei (FRA) long Yamaha 469.59 22.360   11/23/15 25.070 -11,773 10,500 -1,273 839,885  1,059,604 -119,719 939,885
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 856,038  1,057,726 -101,688 956,038
  Buy ISEQ 20 short FBD 1,565.84 6.820   1/04/16 6.603 10,679        1,068,405 -112,367  
    PSI 20 Pharol 75,737.59 0.282   4/25/16 0.141 21,358        1,089,763 -133,725  
    DJUA long NiSource 604.86 17.655   3/16/20 18.760 10,679        1,100,442 -144,404  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      American Water 198.24 53.870   3/16/20 106.441 10,679        1,111,121 -155,083  
    Nikkei (FRA) short OKI Electric 930.23 11.480   3/07/16 12.000 10,679        1,121,800 -165,762  
      Sharp 1,124.11 9.500   3/07/16 13.180 10,679        1,132,479 -176,441  
    BSE Sensex 50 ONGC 10,358.41 2.062   12/21/15 2.125 21,358        1,153,837 -197,799  
12/14/15 Sell USA long Netflix 170.26 109.790   10/05/15 99.392 -16,923 18,693 1,770 857,808  1,136,914 -179,106 957,808
    OMXS 30 short SSAB 2,653.59 2.601 4.386 11/02/15 3.378 -8,963 11,637 2,675 860,483  1,127,952 -167,469 960,483
      SKF A 557.78 14.663 17.608 11/02/15 16.068 -8,963 9,821 859 861,342  1,118,989 -157,648 961,342
    Europe 50 long SAP 260.54 69.400   10/26/15 70.130 -18,272 18,081 -190 861,151  1,100,718 -139,566 961,151
    Nordic 30 Pandora 185.15 108.345   11/30/15 112.200 -20,774 20,060 -714 860,438  1,079,944 -119,506 960,438
    Topix (FRA) Ono Pharmaceutical 752.91 30.520   11/16/15 27.302 -20,556 22,979 2,423 862,861  1,059,388 -96,527 962,861
    BAX Adva 2,122.13 9.859   11/23/15 11.095 -23,545 20,922 -2,623 860,238  1,035,843 -75,605 960,238
    GEX Hypoport 298.04 70.070   11/23/15 79.000 -23,545 20,884 -2,662 857,576  1,012,298 -54,722 957,576
  Buy OMXS 30 Securitas 842.35 13.398   12/21/15 13.632 11,286        1,023,583 -66,007  
      Swedish Match 3,640.48 3.100   12/21/15 3.142 11,285        1,034,869 -77,293  
    Europe 50 short Rio Tinto 8.87 2,545.100   12/28/15 2,721.790 22,575        1,057,444 -99,868  
    Nordic 30 Møller-Mærsk B 18.41 1,226.160   4/25/16 1,254.850 22,574        1,080,017 -122,441  
    Topix (FRA) Toshiba 1,039.18 21.720   12/21/15 19.300 22,571        1,102,588 -145,012  
    BAX Leoni 679.13 33.235   7/04/16 24.990 22,571        1,125,159 -167,583  
    GEX Manz 555.12 40.660   5/09/16 36.225 22,571        1,147,730 -190,154  
12/21/15 Sell DAX long Fresenius 287.12 63.430   10/19/15 60.310 -17,316 18,212 896 858,472  1,130,414 -171,942 958,472
    OBX 25 short DNO International 17,342.23 0.607 2.673 6/08/15 1.274 -22,094 46,349 24,255 882,727  1,108,320 -125,594 982,727
    OMXS 30 long Securitas 842.35 13.632   12/14/15 13.398 -11,286 11,482 197 882,924  1,097,035 -114,111 982,924
      Swedish Match 3,640.48 3.142   12/14/15 3.100 -11,285 11,439 154 883,077  1,085,749 -102,672 983,077
    Topix (FRA) short Toshiba 1,039.18 19.300 24.443 12/14/15 21.720 -22,571 25,401 2,830 885,907  1,063,178 -77,271 985,907
    BSE Sensex 50 ONGC 10,358.41 2.125 1.999 12/07/15 2.062 -21,358 20,706 -652 885,256  1,041,820 -56,564 985,256
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX RWE 2,037.47 11.395   12/28/15 11.660 23,217        1,065,037 -79,781  
    OBX 25 long Bakkafrost 883.34 26.283   12/28/15 26.311 23,217        1,088,254 -102,998  
    OMXS 30 short SSAB 5,348.80 2.170   12/28/15 2.409 11,609        1,099,863 -114,607  
      SKF A 795.03 14.601   12/28/15 15.095 11,608        1,111,471 -126,215  
    Topix (FRA) long Ono Pharmaceutical 725.89 31.984   1/04/16 32.298 23,217        1,134,688 -149,432  
    CAC Mid 60 Sartorius Stedim 403.25 57.575   12/28/15 57.183 23,217        1,157,905 -172,649  
    BSE Sensex 50 Bajaj Finance 2,859.91 8.118   1/04/16 8.393 23,217        1,181,122 -195,866  
12/28/15 Sell DAX short RWE 2,037.47 11.660 11.130 12/21/15 11.395 -23,217 22,677 -540 884,716  1,157,905 -173,189 984,716
    OBX 25 long Bakkafrost 883.34 26.311   12/21/15 26.283 -23,217 23,241 24 884,740  1,134,688 -149,948 984,740
    OMXS 30 short SSAB 5,348.80 2.409 1.932 12/21/15 2.170 -11,609 10,331 -1,277 883,463  1,123,080 -139,617 983,463
      SKF A 795.03 15.095 14.108 12/21/15 14.601 -11,608 11,216 -392 883,071  1,111,471 -128,401 983,071
    Europe 50 Rio Tinto 8.87 2,721.790 2,368.420 12/14/15 2,545.100 -22,575 21,008 -1,567 881,504  1,088,896 -107,393 981,504
    FT 30 Tate & Lyle 29.31 807.108 700.300 6/08/15 753.704 -22,091 20,526 -1,565 879,938  1,066,805 -86,867 979,938
    CAC Mid 60 long Sartorius Stedim 403.25 57.183   12/21/15 57.575 -23,217 23,059 -158 879,780  1,043,588 -63,808 979,780
  Buy USA Energy Recovery 3,537.40 6.473   1/11/16 5.700 22,899        1,066,487 -86,707  
    DAX Adidas 257.03 89.090   3/07/16 96.970 22,899        1,089,386 -109,605  
    OBX 25 short Seadrill 25.07 913.471   5/09/16 892.833 22,901        1,112,287 -132,506  
    OMXS 30 long Securitas 825.19 13.875   1/04/16 13.705 11,450        1,123,736 -143,956  
      Swedish Match 3,574.62 3.203   1/04/16 3.169 11,450        1,135,186 -155,405  
    Europe 50 SAP 314.29 72.860   1/04/16 70.580 22,899        1,158,085 -178,304  
    FT 30 ITV 61.39 373.033   1/11/16 356.368 22,901        1,180,985 -201,205  
1/04/16 Sell SSE 50 short China Northern Rare 11,223.70 1.789 2.422 8/03/15 2.081 -23,361 27,185 3,824 883,604  1,157,624 -174,020 983,604
    ASX 50 Origin Energy 5,423.17 3.253 4.511 11/30/15 3.831 -20,774 24,461 3,687 887,292  1,136,850 -149,559 987,292
    HSI-Fin ICBC 37,353.69 0.538 0.727 8/03/15 0.625 -23,361 27,137 3,776 891,068  1,113,489 -122,421 991,068
    ISEQ 20 FBD 1,565.84 6.603 7.044 12/07/15 6.820 -10,679 11,030 351 891,419  1,102,810 -111,391 991,419
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 3,603.06 2.584 10.606 5/11/15 5.235 -18,862 38,213 19,351 910,770  1,083,948 -73,178 1,010,770
    OMXS 30 long Securitas 825.19 13.705   12/28/15 13.875 -11,450 11,309 -140 910,630  1,072,499 -61,869 1,010,630
      Swedish Match 3,574.62 3.169   12/28/15 3.203 -11,450 11,329 -120 910,509  1,061,049 -50,540 1,010,509
    Europe 50 SAP 314.29 70.580   12/28/15 72.860 -22,899 22,183 -717 909,793  1,038,150 -28,357 1,009,793
    DJTA JetBlue Airways 931.55 20.201   8/31/15 19.906 -18,543 18,819 276 910,068  1,019,607 -9,539 1,010,068
    Topix (FRA) Ono Pharmaceutical 725.89 32.298   12/21/15 31.984 -23,217 23,445 228 910,296  996,390 13,906 1,010,296
    BSE Sensex 50 Bajaj Finance 2,859.91 8.393   12/21/15 8.118 -23,217 24,004 787 911,083  973,173 37,910 1,011,083
  Buy SSE 50 Shanghai Pudong 10,427.87 2.515   1/11/16 2.391 26,224        999,397 11,686  
    HSI-Fin Hang Seng Bank 1,539.55 17.034   1/11/16 16.023 26,224        1,025,621 -14,538  
    ISEQ 20 Flutter 106.30 123.350   1/18/16 119.900 13,112        1,038,733 -27,650  
      Dalata Hotel 2,437.17 5.380   1/18/16 4.930 13,112        1,051,845 -40,762  
    OMXH 25 Elisa 777.01 33.750   1/11/16 34.422 26,224        1,078,069 -66,986  
    OMXS 30 short SSAB 5,376.19 2.439   4/04/16 3.262 13,112        1,091,181 -80,098  
      SKF A 901.66 14.542   4/04/16 15.448 13,112        1,104,293 -93,210  
    Europe 50 Rio Tinto 10.14 2,585.270   1/25/16 2,112.660 26,215        1,130,508 -119,425  
    DJTA Ryder System 499.18 52.534   2/22/16 53.012 26,224        1,156,732 -145,649  
    Topix (FRA) Toshiba 1,320.44 19.860   8/15/16 25.260 26,224        1,182,956 -171,873  
    BSE Sensex 50 Larsen & Toubro 2,259.58 11.606   3/07/16 10.779 26,224        1,209,180 -198,097  
1/11/16 Sell USA long Energy Recovery 3,537.40 5.700   12/28/15 6.473 -22,899 20,164 -2,735 908,348  1,186,281 -177,933 1,008,348
    Euro 50 Fresenius 142.42 59.420   10/26/15 64.150 -9,136 8,463 -674 907,674  1,177,145 -169,470 1,007,674
      Inditex 271.82 29.430   10/26/15 33.610 -9,136 8,000 -1,136 906,538  1,168,009 -161,471 1,006,538
    France Ubisoft 878.38 24.260   11/23/15 26.805 -23,545 21,310 -2,235 904,303  1,144,464 -140,161 1,004,303
    Germany SMA Solar 439.89 49.315   11/30/15 47.225 -20,774 21,693 919 905,222  1,123,690 -118,468 1,005,222
    SSE 50 Shanghai Pudong 10,427.87 2.391   1/04/16 2.515 -26,224 24,931 -1,293 903,929  1,097,466 -93,537 1,003,929
    HSI-Fin Hang Seng Bank 1,539.55 16.023   1/04/16 17.034 -26,224 24,669 -1,555 902,374  1,071,242 -68,868 1,002,374
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Elisa 777.01 34.422   1/04/16 33.750 -26,224 26,746 522 902,896  1,045,018 -42,122 1,002,896
    FT 30 ITV 61.39 356.368   12/28/15 373.033 -22,901 21,877 -1,023 901,873  1,022,118 -20,245 1,001,873
    Topix (TYO) Subaru 736.34 33.663   6/11/12 6.048 -4,453 24,787 20,334 922,207  1,017,665 4,543 1,022,207
  Buy Euro 50 short Volkswagen 109.65 117.050   1/25/16 110.750 12,835        1,030,499 -8,292  
      Banco Santander 3,145.59 4.080   1/25/16 3.860 12,834        1,043,333 -21,126  
    France Vallourec 97.35 263.680   4/18/16 148.800 25,669        1,069,002 -46,795  
    SSE 50 Haitong Secs 14,597.36 1.758   6/13/16 1.997 25,668        1,094,670 -72,463  
    ASX 50 Origin Energy 9,375.75 2.738   2/29/16 2.906 25,668        1,120,338 -98,131  
    HSI-Fin China Life Ins HK 10,113.08 2.538   6/06/16 1.986 25,668        1,146,006 -123,799  
    OMXH 25 Outokumpu 10,366.72 2.476   4/25/16 3.996 25,668        1,171,674 -149,467  
    FT 30 Tesco 104.03 246.739   1/25/16 258.955 25,668        1,197,343 -175,136  
    Topix (TYO) Toshiba 1,427.21 17.985   10/31/16 33.076 25,668        1,223,011 -200,804  
1/18/16 Sell HDAX long SMA Solar 492.83 41.200   11/23/15 47.775 -23,545 20,305 -3,240 918,967  1,199,466 -180,499 1,018,967
    ISEQ 20 Flutter 106.30 119.900   1/04/16 123.350 -13,112 12,745 -367 918,600  1,186,354 -167,754 1,018,600
      Dalata Hotel 2,437.17 4.930   1/04/16 5.380 -13,112 12,015 -1,097 917,503  1,173,242 -155,738 1,017,503
    QIX Freenet 431.19 28.325   1/23/12 10.515 -4,534 12,213 7,680 925,183  1,168,708 -143,525 1,025,183
  Buy HDAX short Aixtron 6,679.09 3.300   3/14/16 3.331 22,041        1,190,749 -165,566  
    ISEQ 20 FBD 1,711.26 6.440   5/30/16 6.529 11,021        1,201,769 -176,586  
    QIX BMW 282.22 78.100   2/08/16 69.300 22,041        1,223,811 -198,628  
1/25/16 Sell Euro 50 short Volkswagen 109.65 110.750 123.708 1/11/16 117.050 -12,835 13,565 730 925,913  1,210,976 -185,063 1,025,913
      Banco Santander 3,145.59 3.860 4.313 1/11/16 4.080 -12,834 13,565 731 926,644  1,198,142 -171,498 1,026,644
    Europe 50 Rio Tinto 10.14 2,112.660 3,163.610 1/04/16 2,585.270 -26,215 32,079 5,864 932,508  1,171,927 -139,419 1,032,509
    FT 30 Tesco 104.03 258.955 234.523 1/11/16 246.739 -25,668 24,397 -1,271 931,238  1,146,259 -115,021 1,031,238
  Buy Euro 50 long SAP 157.57 72.680   4/04/16 70.040 11,452        1,157,711 -126,474  
      Vinci 185.83 61.630   4/04/16 65.450 11,453        1,169,164 -137,926  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 SAP 315.15 72.680   3/28/16 70.840 22,905        1,192,069 -160,831  
    FT 30 National Grid 18.43 1,242.520   2/01/16 1,311.560 22,900        1,214,969 -183,731  
2/01/16 Sell   long National Grid 18.43 1,311.560   1/25/16 1,242.520 -22,900 24,172 1,272 932,510  1,192,069 -159,559 1,032,510
  Buy   short NatWest 66.11 330.109   4/18/16 299.798 21,824        1,213,893 -181,383  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.23 436.037   10/19/15 505.914 -17,317 14,926 -2,392 930,118  1,196,575 -166,457 1,030,118
    OMXC 20 Genmab 207.63 88.896   11/23/15 113.399 -23,545 18,457 -5,088 925,031  1,173,030 -148,000 1,025,031
    QIX short BMW 282.22 69.300 88.018 1/18/16 78.100 -22,041 24,840 2,799 927,829  1,150,989 -123,159 1,027,829
  Buy Nasdaq 100 Micron Technology 2,489.32 9.085   3/21/16 10.259 22,616        1,173,605 -145,775  
    QIX long Rational 55.82 405.150   4/11/16 463.700 22,615        1,196,220 -168,391  
2/22/16 Sell DJTA short Ryder System 499.18 53.012 52.057 1/04/16 52.534 -26,224 25,986 -238 927,591  1,169,996 -142,405 1,027,591
    NZX 50 long Tourism 16,884.83 1.542   7/28/14 0.744 -12,564 26,031 13,467 941,058  1,157,432 -116,374 1,041,058
  Buy OMXC 20 Vestas Wind Systems 1,914.13 12.077   2/29/16 12.460 23,117        1,180,549 -139,491  
    DJTA Delta Air Lines 522.71 44.225   3/07/16 43.943 23,117        1,203,666 -162,608  
    NZX 50 short ANZ Banking NZ 1,511.32 15.296   2/29/16 14.670 23,117        1,226,783 -185,725  
2/29/16 Sell ASX 50 short Origin Energy 9,375.75 2.906 2.569 1/11/16 2.738 -25,668 24,089 -1,579 939,479  1,201,115 -161,635 1,039,479
    OMXC 20 long Vestas Wind Systems 1,914.13 12.460   2/22/16 12.077 -23,117 23,850 733 940,212  1,177,998 -137,786 1,040,212
    NZX 50 short ANZ Banking NZ 1,511.32 14.670 15.949 2/22/16 15.296 -23,117 24,103 986 941,199  1,154,881 -113,682 1,041,199
  Buy ASX 50 long Newcrest Mining 2,019.79 11.480   11/05/18 13.103 23,187        1,178,068 -136,869  
    NZX 50 a2 Milk 21,751.41 1.066   5/22/17 2.174 23,187        1,201,255 -160,056  
3/07/16 Sell S&P 100 short ConocoPhilips 521.67 37.595 55.443 7/27/15 45.655 -23,817 28,923 5,106 946,305  1,177,438 -131,133 1,046,305
    DAX long Adidas 257.03 96.970   12/28/15 89.090 -22,899 24,924 2,025 948,330  1,154,539 -106,209 1,048,330
    MerVal Pampa Energía 15,899.76 0.728   10/26/15 1.149 -18,272 11,575 -6,697 941,633  1,136,267 -94,634 1,041,633
    DJTA Delta Air Lines 522.71 43.943   2/22/16 44.225 -23,117 22,969 -147 941,486  1,113,150 -71,665 1,041,486
    Nikkei (FRA) short OKI Electric 930.23 12.000 10.960 12/07/15 11.480 -10,679 10,195 -484 941,002  1,102,471 -61,469 1,041,002
      Sharp 1,124.11 13.180 5.820 12/07/15 9.500 -10,679 6,542 -4,137 936,865  1,091,792 -54,927 1,036,865
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Larsen & Toubro 2,259.58 10.779 12.496 1/04/16 11.606 -26,224 28,237 2,013 938,878  1,065,568 -26,690 1,038,878
  Buy USA long Energy Recovery 3,251.44 7.782   10/29/18 6.189 25,304        1,090,872 -51,994  
    S&P 100 Meta 263.55 96.013   3/28/16 101.554 25,304        1,116,177 -77,299  
    DAX short Deutsche Bank 1,598.17 15.833   4/25/16 14.347 25,304        1,141,481 -102,603  
    MerVal YPF 1,530.36 16.535   4/11/16 14.912 25,304        1,166,785 -127,907  
    DJTA Avis Budget 989.87 25.563   3/14/16 24.329 25,304        1,192,089 -153,211  
    Nikkei (FRA) long Nippon Suisan 2,983.26 4.241   3/14/16 4.289 12,652        1,204,741 -165,863  
      Yamaha 484.73 26.101   3/14/16 27.038 12,652        1,217,393 -178,515  
    BSE Sensex 50 Bajaj Finance 2,949.42 8.579   12/10/18 29.076 25,304        1,242,697 -203,819  
3/14/16 Sell HDAX short Aixtron 6,679.09 3.331 3.269 1/18/16 3.300 -22,041 21,834 -207 938,671  1,220,656 -181,985 1,038,671
    DJTA Avis Budget 989.87 24.329 26.860 3/07/16 25.563 -25,304 26,588 1,284 939,954  1,195,351 -155,397 1,039,954
    Nikkei (FRA) long Nippon Suisan 2,983.26 4.289   3/07/16 4.241 -12,652 12,795 143 940,098  1,182,699 -142,602 1,040,098
      Yamaha 484.73 27.038   3/07/16 26.101 -12,652 13,106 454 940,552  1,170,048 -129,496 1,040,552
  Buy HDAX SMA Solar 523.59 43.500   4/11/16 45.160 22,776        1,192,824 -152,272  
    DJTA Alaska Air Group 316.91 71.870   10/29/18 53.552 22,776        1,215,600 -175,048  
    Nikkei (FRA) short Toshiba 686.44 16.590   7/18/16 25.800 11,388        1,226,988 -186,436  
      IHI 626.40 18.180   7/18/16 25.860 11,388        1,238,376 -197,824  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,489.32 10.259 7.912 2/08/16 9.085 -22,616 19,694 -2,922 937,630  1,215,760 -178,130 1,037,630
    TSX 60 Cenovus Energy 1,216.43 12.064 19.931 5/11/15 15.506 -18,862 24,244 5,382 943,012  1,196,898 -153,886 1,043,012
    DJ Global Titans ConocoPhilips 712.26 37.886 36.068 8/24/15 36.977 -26,337 25,689 -648 942,365  1,170,561 -128,196 1,042,365
  Buy Nasdaq 100 long NVidia 3,029.87 7.543   10/29/18 40.739 22,854        1,193,415 -151,050  
    TSX 60 Barrick Gold 1,751.47 13.049   6/27/16 19.168 22,854        1,216,269 -173,904  
    DJ Global Titans McDonald´s 207.46 110.161   3/28/16 110.022 22,854        1,239,123 -196,758  
3/28/16 Sell S&P 100 long Meta 263.55 101.554   3/07/16 96.013 -25,304 26,765 1,460 943,825  1,213,819 -169,994 1,043,825
    ATX short Vienna Insurance 643.50 18.660 39.765 9/07/15 27.240 -17,529 25,589 8,060 951,885  1,196,290 -144,405 1,051,885
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Solvay 187.32 85.670 93.522 9/28/15 89.510 -16,767 17,519 752 952,636  1,179,523 -126,886 1,052,636
    Europe 50 long SAP 315.15 70.840   1/25/16 72.680 -22,905 22,325 -580 952,057  1,156,618 -104,561 1,052,057
    DJ Global Titans McDonald´s 207.46 110.022   3/21/16 110.161 -22,854 22,825 -29 952,028  1,133,764 -81,736 1,052,028
  Buy S&P 100 short Devon Energy 1,050.92 23.082   4/25/16 30.124 24,257        1,158,021 -105,993  
    ATX long Flughafen Wien 996.28 24.348   5/16/16 25.113 24,257        1,182,278 -130,250  
    BEL 20 Bekaert 693.06 35.000   4/25/16 37.780 24,257        1,206,535 -154,507  
    Europe 50 short Credit Suisse 1,895.52 12.797   4/18/16 13.328 24,257        1,230,792 -178,764  
    DJ Global Titans Mitsubishi UFJ 5,834.09 4.158   4/11/16 3.840 24,257        1,255,049 -203,021  
4/04/16 Sell Euro 50 long SAP 157.57 70.040   1/25/16 72.680 -11,452 11,036 -416 951,612  1,243,597 -191,985 1,051,612
      Vinci 185.83 65.450   1/25/16 61.630 -11,453 12,163 710 952,322  1,232,144 -179,822 1,052,322
    OMXS 30 short SSAB 5,376.19 3.262 1.615 1/04/16 2.439 -13,112 8,685 -4,427 947,894  1,219,032 -171,137 1,047,894
      SKF A 901.66 15.448 13.637 1/04/16 14.542 -13,112 12,296 -816 947,078  1,205,920 -158,842 1,047,078
  Buy Euro 50 Deutsche Bank 840.52 13.209   5/16/16 12.861 11,103        1,217,022 -169,944  
      Unicredit 734.63 15.113   5/16/16 14.382 11,102        1,228,125 -181,047  
    OMXC 20 long Genmab 178.62 124.315   4/11/16 126.502 22,205        1,250,330 -203,252  
    OMXS 30 Securitas 765.85 14.497   4/11/16 14.803 11,103        1,261,432 -214,355  
      Fingerprint Cards 1,058.47 10.489   4/11/16 10.913 11,103        1,272,535 -225,457  
4/11/16 Sell HDAX long SMA Solar 523.59 45.160   3/14/16 43.500 -22,776 23,645 869 947,947  1,249,759 -201,812 1,047,947
    OMXC 20 Genmab 178.62 126.502   4/04/16 124.315 -22,205 22,596 391 948,338  1,227,554 -179,216 1,048,338
    OMXS 30 Securitas 765.85 14.803   4/04/16 14.497 -11,103 11,337 234 948,572  1,216,451 -167,879 1,048,572
      Fingerprint Cards 1,058.47 10.913   4/04/16 10.489 -11,103 11,551 449 949,021  1,205,349 -156,328 1,049,021
    MerVal short YPF 1,530.36 14.912 18.335 3/07/16 16.535 -25,304 28,059 2,755 951,775  1,180,045 -128,269 1,051,775
    QIX long Rational 55.82 463.700   2/08/16 405.150 -22,615 25,884 3,268 955,043  1,157,429 -102,386 1,055,043
    DJ Global Titans short Mitsubishi UFJ 5,834.09 3.840 4.501 3/28/16 4.158 -24,257 26,262 2,005 957,048  1,133,172 -76,124 1,057,048
  Buy HDAX Deutsche Bank 1,962.61 12.495   7/25/16 11.745 24,523        1,157,695 -100,647  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Nordea Bank (DK) 2,960.50 8.283   4/25/16 8.632 24,523        1,182,218 -125,170  
    OMXS 30 Nordea Bank 1,474.71 8.315   4/18/16 8.483 12,261        1,194,480 -137,432  
      S.E.B 1,447.43 8.471   4/18/16 8.777 12,261        1,206,741 -149,693  
    MerVal long Gr Fin Galicia 10,762.78 2.279   6/20/16 2.681 24,523        1,231,264 -174,216  
    QIX