Sat, Mar 6th, 2021, 18:06UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  80,802 20,864 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        93,053 8,612  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  91,522 10,134 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  89,990 11,634 101,625
  Buy   long Lundin 136.76 10.350   5/30/11 9.405 1,416        91,406 10,219  
      Swedbank 108.37 13.061   5/30/11 12.341 1,415        92,821 8,803  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  89,278 12,376 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  87,566 14,163 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,854 15,909 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,057 20,049 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  78,514 23,929 102,444
  Buy ISEQ 20 Bank of Ireland 212.30 7.440   1/02/12 2.550 1,580        80,094 22,350  
      Ryanair Holdings 469.25 3.366   1/02/12 3.780 1,580        81,673 20,770  
    OMXC 20 Vestas Wind Systems 131.39 24.043   5/16/11 20.923 3,159        84,832 17,611  
    NZX 50 long a2 Milk 40,972.76 0.077   10/03/11 0.120 3,159        87,991 14,452  
    Nikkei (TYO) Screen 104.49 30.233   5/09/11 32.089 3,159        91,150 11,293  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  88,087 14,225 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  84,663 17,644 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  81,121 20,851 101,971
  Buy STI Wilmar International 1,087.11 2.824   7/02/12 2.197 3,070        84,191 17,781  
    SMI long Richemont 70.18 43.745   5/09/11 42.905 3,070        87,261 14,711  
5/09/11 Sell   long Richemont 70.18 42.905   5/02/11 43.745 -3,070 3,011 -59 1,912  84,191 17,722 101,912
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 104.49 32.089   4/25/11 30.233 -3,159 3,353 194 2,106  81,032 21,075 102,106
  Buy CAC 40 short Carrefour 100.41 30.665   2/06/12 18.345 3,079        84,111 17,996  
    TSX 60 BlackBerry 101.66 30.287   2/20/12 11.318 3,079        87,190 14,917  
    FT 30 Lloyds Bank 50.28 61.241   5/30/11 59.956 3,079        90,269 11,837  
    SMI Credit Suisse 104.76 29.390   5/21/12 15.602 3,079        93,348 8,759  
    Nikkei (TYO) Tokyo Electric Power 745.29 4.131   2/13/12 1.953 3,079        96,427 5,680  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 131.39 20.923 27.628 4/25/11 24.043 -3,159 3,630 471 2,577  93,268 9,310 102,577
  Buy   long Novozymes 118.15 23.673   5/30/11 23.619 2,797        96,065 6,513  
    CAC Mid 60 short Genfit 711.16 3.933   1/23/12 1.723 2,797        98,862 3,716  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,192  95,552 6,640 102,192
  Buy   short China Life 1,308.32 2.079   5/30/11 2.028 2,720        98,272 3,920  
    SDAX Heidelberger Druck 938.25 2.899   1/30/12 1.657 2,720        100,992 1,200  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,722 -1,531  
5/30/11 Sell SSE 50 short China Life 1,308.32 2.028 2.131 5/23/11 2.079 -2,720 2,788 68 2,260  101,002 1,257 102,260
    OMXC 20 long Novozymes 118.15 23.619   5/16/11 23.673 -2,797 2,791 -6 2,254  98,206 4,048 102,254
    OMXS 30 Lundin 136.76 9.405   4/18/11 10.350 -1,416 1,286 -129 2,124  96,790 5,334 102,124
      Swedbank 108.37 12.341   4/18/11 13.061 -1,415 1,337 -78 2,046  95,375 6,672 102,046
    FT 30 short Lloyds Bank 50.28 59.956 62.554 5/09/11 61.241 -3,079 3,145 66 2,112  92,295 9,817 102,112
  Buy SSE 50 long China Northern Rare 1,158.40 2.415   6/06/11 2.742 2,798        95,093 7,019  
    BEL 20 short Galapagos 292.98 9.550   7/04/11 8.420 2,798        97,891 4,221  
    OMXC 20 Vestas Wind Systems 138.15 20.253   7/04/11 17.428 2,798        100,689 1,423  
    OMXS 30 Nokia 310.07 4.512   7/04/11 4.367 1,399        102,088 24  
      Telia Company 263.95 5.300   7/04/11 4.997 1,399        103,487 -1,375  
6/06/11 Sell SSE 50 long China Northern Rare 1,158.40 2.742   5/30/11 2.415 -2,798 3,177 379 2,491  100,689 1,802 102,491
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,812  96,382 5,430 101,812
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,244.10 0.632   1/23/12 0.506 2,681        99,063 2,749  
    FT 30 Lloyds Bank 50.93 52.638   12/05/11 31.447 2,681        101,744 68  
    BAX long Zooplus 57.45 46.669   6/13/11 48.803 2,681        104,425 -2,613  
6/13/11 Sell   long Zooplus 57.45 48.803   6/06/11 46.669 -2,681 2,804 123 1,935  101,744 191 101,935
6/20/11 Buy CAC Next 20 short EDF 98.32 25.965   6/27/11 25.805 2,553        104,297 -2,362  
6/27/11 Sell   short EDF 98.32 25.805 26.126 6/20/11 25.965 -2,553 2,569 16 1,950  101,744 206 101,950
  Buy France Carrefour 96.52 26.450   1/23/12 17.050 2,553        104,297 -2,347  
    MIB UnipolSai 497.66 5.130   11/05/12 0.935 2,553        106,850 -4,900  
    CAC Next 20 long Arkema 39.21 65.105   7/11/11 66.601 2,553        109,403 -7,452  
7/04/11 Sell BEL 20 short Galapagos 292.98 8.420 10.832 5/30/11 9.550 -2,798 3,173 376 2,326  106,605 -4,279 102,326
    OMXC 20 Vestas Wind Systems 138.15 17.428 23.535 5/30/11 20.253 -2,798 3,251 454 2,780  103,807 -1,027 102,780
    OMXS 30 Nokia 310.07 4.367 4.661 5/30/11 4.512 -1,399 1,445 46 2,826  102,408 418 102,826
      Telia Company 263.95 4.997 5.622 5/30/11 5.300 -1,399 1,484 85 2,911  101,009 1,902 102,911
  Buy BEL 20 long Solvay 24.33 107.700   7/11/11 107.450 2,620        103,629 -719  
    OMXC 20 Novozymes 112.71 23.246   7/11/11 23.100 2,620        106,249 -3,339  
    OMXS 30 Lundin 131.46 9.965   7/11/11 9.554 1,310        107,559 -4,649  
      Swedish Match 53.78 24.358   7/11/11 24.413 1,310        108,869 -5,959  
7/11/11 Sell BEL 20 long Solvay 24.33 107.450   7/04/11 107.700 -2,620 2,614 -6 2,905  106,249 -3,344 102,905
    OMXC 20 Novozymes 112.71 23.100   7/04/11 23.246 -2,620 2,604 -16 2,888  103,629 -741 102,888
    OMXS 30 Lundin 131.46 9.554   7/04/11 9.965 -1,310 1,256 -54 2,834  102,319 515 102,834
      Swedish Match 53.78 24.413   7/04/11 24.358 -1,310 1,313 3 2,837  101,009 1,828 102,837
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,405  97,212 6,193 103,405
    CAC Next 20 long Arkema 39.21 66.601   6/27/11 65.105 -2,553 2,611 59 3,463  94,659 8,804 103,463
  Buy RTX short Mobile TeleSystems 216.35 12.970   7/18/11 12.740 2,806        97,465 5,998  
    BEL 20 Bekaert 55.63 50.440   3/12/12 24.765 2,806        100,271 3,192  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 163.64 17.148   11/28/11 9.897 2,806        103,077 386  
    OMXS 30 Nokia 354.88 3.954   11/28/11 4.082 1,403        104,480 -1,017  
      SSAB 149.25 9.401   11/28/11 6.652 1,403        105,883 -2,420  
    Topix (FRA) long Daito Trust 43.32 64.780   8/01/11 65.420 2,806        108,690 -5,226  
    CAC Next 20 short Natixis 861.79 3.256   3/12/12 2.721 2,806        111,496 -8,032  
7/18/11 Sell RTX short Mobile TeleSystems 216.35 12.740 13.204 7/11/11 12.970 -2,806 2,857 51 3,514  108,689 -5,175 103,514
  Buy ATX Flughafen Wien 296.14 8.300   3/26/12 7.050 2,458        111,147 -7,633  
7/25/11 Buy ASX 50 short Macquarie Group 115.09 20.828   1/16/12 19.953 2,397        113,545 -10,030  
    DJ Global Titans Bank of America 343.91 6.970   12/26/11 4.202 2,397        115,942 -12,427  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,176  112,632 -6,456 106,176
    Topix (FRA) Daito Trust 43.32 65.420   7/11/11 64.780 -2,806 2,834 28 6,203  109,825 -3,622 106,203
  Buy S&P 100 short AIG 129.11 19.860   1/09/12 18.875 2,564        112,389 -6,186  
    HSI New World Dev 681.99 3.760   12/26/11 2.465 2,564        114,953 -8,750  
    HDAX Commerzbank 136.38 18.801   1/23/12 14.511 2,564        117,517 -11,314  
    RTX Mobile TeleSystems 208.12 12.320   6/25/12 13.400 2,564        120,081 -13,878  
    DJTA Delta Air Lines 473.22 5.418   10/24/11 6.408 2,564        122,645 -16,442  
    Topix (FRA) Nintendo 23.18 110.600   1/23/12 105.744 2,564        125,209 -19,006  
    SP Global 100 Carrefour 127.69 20.080   4/30/12 15.175 2,564        127,773 -21,570  
8/08/11 Buy Nasdaq 100 short Akamai 143.48 14.741   10/10/11 17.540 2,115        129,888 -23,685  
    Kospi 50 LG Display 154.74 13.668   10/10/11 14.049 2,115        132,003 -25,800  
    DAX Commerzbank 137.75 15.354   12/19/11 9.482 2,115        134,118 -27,915  
    MDAX Ceconomy 220.06 9.611   5/14/12 7.298 2,115        136,233 -30,030  
    FTSE Lloyds Bank 56.18 37.648   11/28/11 27.613 2,115        138,348 -32,145  
    Europe 50 Lloyds Bank 56.18 37.648   12/19/11 27.968 2,115        140,463 -34,260  
    BSE Sensex 50 Tata Motors 818.28 2.585   10/03/11 2.302 2,115        142,578 -36,375  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Pro7-Sat1 151.07 14.000   1/23/12 17.200 2,115        144,693 -38,490  
8/22/11 Buy DJIA short Goldman Sachs 22.87 73.991   12/19/11 67.244 1,692        146,385 -40,182  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,305  141,852 -36,547 105,305
  Buy   short Nintendo 14.73 116.602   2/13/12 104.998 1,718        143,570 -38,265  
9/05/11 Buy Euro 50 short Societe Generale 41.38 20.250   1/09/12 15.000 838        144,408 -39,103  
      Unicredit 30.52 27.460   1/09/12 11.455 838        145,246 -39,941  
10/03/11 Sell NZX 50 long a2 Milk 40,972.76 0.120   4/25/11 0.077 -3,159 4,896 1,737 7,042  142,087 -35,045 107,042
    BSE Sensex 50 short Tata Motors 818.28 2.302 2.902 8/08/11 2.585 -2,115 2,375 260 7,302  139,972 -32,670 107,302
  Buy NZX 50 Heartland 6,689.38 0.279   10/17/11 0.296 1,865        141,837 -34,535  
    BSE Sensex 50 long Eicher Motors 766.17 2.434   10/17/11 2.393 1,865        143,702 -36,400  
10/10/11 Sell Nasdaq 100 short Akamai 143.48 17.540 11.942 8/08/11 14.741 -2,115 1,713 -402 6,900  141,587 -34,687 106,900
    Kospi 50 LG Display 154.74 14.049 13.287 8/08/11 13.668 -2,115 2,056 -59 6,841  139,472 -32,631 106,841
  Buy Nasdaq 100 long Regeneron 37.59 49.346   8/24/15 434.608 1,855        141,327 -34,485  
    Kospi 50 SK Holdings 19.35 95.875   12/19/11 80.532 1,855        143,182 -36,341  
10/17/11 Sell NZX 50 short Heartland 6,689.38 0.296 0.262 10/03/11 0.279 -1,865 1,751 -114 6,728  141,317 -34,589 106,728
    BSE Sensex 50 long Eicher Motors 766.17 2.393   10/03/11 2.434 -1,865 1,833 -32 6,696  139,452 -32,756 106,696
  Buy NZX 50 a2 Milk 13,275.86 0.139   10/31/11 0.139 1,848        141,300 -34,604  
    BSE Sensex 50 short Aurobindo Pharma 2,011.98 0.919   10/24/11 0.877 1,848        143,148 -36,452  
10/24/11 Sell DJTA short Delta Air Lines 473.22 6.408 4.429 8/01/11 5.418 -2,564 2,096 -468 6,228  140,584 -34,357 106,228
    BSE Sensex 50 Aurobindo Pharma 2,011.98 0.877 0.962 10/17/11 0.919 -1,848 1,935 87 6,315  138,736 -32,422 106,315
  Buy DJTA long Kansas City Southern 41.73 44.258   11/21/11 48.824 1,847        140,583 -34,268  
    BSE Sensex 50 Eicher Motors 790.94 2.335   12/07/15 22.421 1,847        142,430 -36,115  
Portfolio market l/s instrument bought pieces buy price 10/24/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 208.12 12.320 10.510 14.442 2,564 3,006 442 442 2,564 3,006 99
  ISEQ 20 Bank of Ireland 4/25/11 212.3 7.440 3.060 18.089 1,580 3,840 2,261 2,702 4,144 6,846 494
    Ryanair Holdings   469.25 3.366 3.275 3.460 1,580 1,623 44 2,746 5,723 8,469 6
  CAC 40 Carrefour 5/09/11 100.41 30.665 18.610 50.529 3,079 5,074 1,995 4,741 8,802 13,543 196
  AEX Philips 3/28/11 154.37 22.180 15.495 31.749 3,424 4,901 1,477 6,218 12,226 18,444 87
  IBEX 35 Banco Sabadell 4/04/11 1329.85 2.489 2.117 2.926 3,310 3,892 582 6,800 15,536 22,336 34
  Topix (TYO) Nintendo 8/29/11 14.73 116.602 112.174 121.205 1,718 1,785 68 6,867 17,254 24,121 29
  SSE 50 China Rwy Constr 6/06/11 4244.1 0.632 0.535 0.746 2,681 3,167 486 7,354 19,935 27,288 54
  HSI New World Dev 8/01/11 681.99 3.760 3.138 4.505 2,564 3,072 508 7,862 22,499 30,361 119
  HSI-Fin China Life Ins HK 2/07/11 1572.87 2.738 1.870 4.010 4,307 6,307 2,000 9,862 26,806 36,668 71
  BSE Sensex 30 Bharat Heavy   987.93 4.360 3.106 6.118 4,307 6,045 1,738 11,600 31,113 42,713 61
  STI Wilmar International 5/02/11 1087.11 2.824 3.054 2.594 3,070 2,820 -250 11,350 34,183 45,532 -16
  OMXH 25 Nokia 2/28/11 623.48 6.090 5.050 7.344 3,797 4,579 782 12,132 37,980 50,111 33
  PSI 20 Teixeira Duarte 4/11/11 5021.31 0.610 0.210 1.772 3,063 8,897 5,834 17,966 41,043 59,008 628
  GEX MeVis Medical 3/07/11 290.82 12.200 3.450 43.142 3,548 12,547 8,999 26,964 44,591 71,555 636
  SMI Credit Suisse 5/09/11 104.76 29.390 20.098 42.978 3,079 4,502 1,423 28,388 47,669 76,057 128
  NZX 50 long a2 Milk 10/17/11 13275.86 0.139 0.139 1,848 1,841 -7 28,381 49,517 77,899 -17
  Topix (FRA) short Nintendo 8/01/11 23.18 110.600 112.170 109.030 2,564 2,527 -36 28,345 52,081 80,426 -6
  TecDAX SMA Solar 3/14/11 48.04 73.750 40.815 133.261 3,543 6,402 2,859 31,204 55,624 86,828 162
  HSI-Prop China Ov Land & Inv   1348.79 1.313 1.455 1.172 1,772 1,581 -191 31,013 57,396 88,409 -17
    China Res Land   1476.5 1.200 1.137 1.266 1,772 1,870 98 31,111 59,167 90,278 9
  Nordic 30 Nokia   603.58 5.870 5.050 6.823 3,543 4,118 575 31,686 62,710 94,397 28
  FT 30 Lloyds Bank 6/06/11 50.93 52.638 39.734 69.732 2,681 3,551 871 32,557 65,391 97,948 108
  Nikkei (FRA) Resona 3/14/11 521.03 3.400 3.139 3.683 1,772 1,919 147 32,704 67,162 99,867 14
    Tokyo Electric Power   137.33 12.900 2.619 63.540 1,772 8,726 6,954 39,659 68,934 108,593 1,244
Portfolio market l/s instrument bought pieces buy price 10/24/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Nikkei (TYO) Tokyo Electric Power 5/09/11 745.29 4.131 2.616 6.524 3,079 4,862 1,783 41,442 72,013 113,455 170
  Athex LC Piraeus Bank 4/04/11 0.13 26,200.000 4,780.000 143,606.695 3,406 18,669 15,263 56,705 75,419 132,124 2,031
  OBX 25 Frontline 4/11/11 39.65 77.243 19.993 298.433 3,063 11,833 8,770 65,475 78,482 143,957 1,139
  OMXS 30 Nokia 7/11/11 354.88 3.954 5.014 2.893 1,403 1,027 -376 65,098 79,885 144,983 -66
    SSAB   149.25 9.401 7.406 11.932 1,403 1,781 378 65,476 81,288 146,764 129
  OMXC 20 Vestas Wind Systems   163.64 17.148 13.028 22.570 2,806 3,693 887 66,364 84,094 150,457 160
  TSX 60 BlackBerry 5/09/11 101.66 30.287 15.134 60.610 3,079 6,162 3,083 69,446 87,173 156,619 351
  CAC Mid 60 Genfit 5/16/11 711.16 3.933 1.872 8.263 2,797 5,876 3,079 72,526 89,970 162,495 438
  SDAX Heidelberger Druck 5/23/11 938.25 2.899 1.587 5.296 2,720 4,969 2,249 74,774 92,690 167,464 317
  Indices Athex Large Cap   0.48 5,689.400 2,906.300 11,137.623 2,731 5,346 2,615 77,390 95,421 172,810 391
  BEL 20 Bekaert 7/11/11 55.63 50.440 34.000 74.829 2,806 4,163 1,357 78,746 98,227 176,973 294
  CAC Next 20 Natixis   861.79 3.256 2.320 4.570 2,806 3,938 1,132 79,878 101,033 180,911 225
  France Carrefour 6/27/11 96.52 26.450 18.610 37.593 2,553 3,628 1,076 80,954 103,586 184,539 194
  MIB UnipolSai   497.66 5.130 4.123 6.383 2,553 3,177 624 81,577 106,139 187,716 95
  ATX Flughafen Wien 7/18/11 296.14 8.300 8.028 8.582 2,458 2,541 83 81,661 108,597 190,257 13
  ASX 50 Macquarie Group 7/25/11 115.09 20.828 18.777 23.103 2,397 2,659 262 81,923 110,994 192,916 52
  DJ Global Titans Bank of America   343.91 6.970 4.838 10.040 2,397 3,453 1,056 82,979 113,391 196,369 332
  S&P 100 AIG 8/01/11 129.11 19.860 18.101 21.790 2,564 2,813 249 83,228 115,955 199,182 50
  HDAX Commerzbank   136.38 18.801 13.116 26.950 2,564 3,675 1,111 84,339 118,519 202,858 378
  DJTA long Kansas City Southern 10/24/11 41.73 44.258   1,847 1,847     120,366 204,705  
  SP Global 100 short Carrefour 8/01/11 127.69 20.080 18.610 21.666 2,564 2,767 203 84,542 122,930 207,471 39
  Nasdaq 100 long Regeneron 10/10/11 37.59 49.346 43.725 1,855 1,644 -211 84,330 124,785 209,115 -96
  Kospi 50 SK Holdings   19.35 95.875 102.409 1,855 1,982 126 84,457 126,640 211,096 458
  DAX short Commerzbank 8/08/11 137.75 15.354 13.116 17.974 2,115 2,476 361 84,818 128,755 213,572 111
  MDAX Ceconomy   220.06 9.611 10.762 8.460 2,115 1,862 -253 84,564 130,870 215,434 -45
Portfolio market l/s instrument bought pieces buy price 10/24/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  FTSE Lloyds Bank   56.18 37.648 39.734 35.562 2,115 1,998 -117 84,447 132,985 217,432 -24
  Europe 50 Lloyds Bank   56.18 37.648 39.734 35.562 2,115 1,998 -117 84,330 135,100 219,430 -24
  BSE Sensex 50 long Eicher Motors 10/24/11 790.94 2.335   1,847 1,847     136,947 221,277  
  QIX short Pro7-Sat1 8/08/11 151.07 14.000 16.030 11.970 2,115 1,808 -307 84,023 139,062 223,085 -52
  DJIA Goldman Sachs 8/22/11 22.87 73.991 74.865 73.117 1,692 1,672 -20 84,003 140,754 224,757 -7
  Euro 50 Societe Generale 9/05/11 41.38 20.250 19.750 20.763 838 859 21 84,025 141,592 225,617 20
    Unicredit   30.52 27.460 29.606 25.314 838 773 -66 83,959 142,430 226,389 -45
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/31/11 Sell NZX 50 long a2 Milk 13,275.86 0.139   10/17/11 0.139 -1,848 1,849 1 6,316  140,582 -34,266 106,316
  Buy   short Heartland 5,967.53 0.302   3/05/12 0.277 1,801        142,383 -36,067  
11/21/11 Sell DJTA long Kansas City Southern 41.73 48.824   10/24/11 44.258 -1,847 2,037 191 6,506  140,536 -34,030 106,506
  Buy USA short Netflix 230.22 7.867   11/28/11 7.544 1,811        142,347 -35,841  
    DJTA JetBlue Airways 682.24 2.655   12/05/11 3.509 1,811        144,158 -37,652  
11/28/11 Sell USA short Netflix 230.22 7.544 8.203 11/21/11 7.867 -1,811 1,888 77 6,584  142,347 -35,763 106,584
    FTSE Lloyds Bank 56.18 27.613 51.330 8/08/11 37.648 -2,115 2,884 769 7,352  140,232 -32,880 107,352
    OMXC 20 Vestas Wind Systems 163.64 9.897 29.711 7/11/11 17.148 -2,806 4,862 2,056 9,408  137,426 -28,018 109,408
    OMXS 30 Nokia 354.88 4.082 3.825 7/11/11 3.954 -1,403 1,357 -46 9,363  136,023 -26,660 109,363
      SSAB 149.25 6.652 13.285 7/11/11 9.401 -1,403 1,983 580 9,943  134,620 -24,677 109,943
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,411  131,077 -19,666 111,411
  Buy USA long Alexion 45.02 50.936   8/24/15 143.833 2,293        133,370 -21,959  
    FTSE Next 0.74 3,105.900   6/04/12 3,698.710 2,298        135,668 -24,257  
    OMXC 20 Tryg 266.70 8.598   5/14/12 8.768 2,293        137,961 -26,550  
    OMXS 30 Getinge 61.51 18.641   5/14/12 19.967 1,147        139,108 -27,697  
      Lundin 61.36 18.684   5/14/12 15.471 1,146        140,255 -28,843  
    Nordic 30 Equinor 125.61 18.255   5/07/12 19.757 2,293        142,548 -31,136  
12/05/11 Sell FT 30 short Lloyds Bank 50.93 31.447 88.109 6/06/11 52.638 -2,681 4,487 1,807 13,218  139,867 -26,649 113,218
    DJTA JetBlue Airways 682.24 3.509 1.800 11/21/11 2.655 -1,811 1,228 -583 12,635  138,056 -25,421 112,635
  Buy FT 30 long BAT 0.64 3,416.030   12/12/11 3,512.060 2,186        140,242 -27,607  
    DJTA Kirby 45.41 48.011   6/25/12 36.163 2,180        142,422 -29,787  
12/12/11 Sell FT 30 long BAT 0.64 3,512.060   12/05/11 3,416.030 -2,186 2,248 61 12,696  140,236 -27,540 112,696
  Buy   short Lloyds Bank 74.42 28.594   12/19/11 27.968 2,128        142,364 -29,668  
12/19/11 Sell DJIA short Goldman Sachs 22.87 67.244 81.415 8/22/11 73.991 -1,692 1,862 170 12,866  140,672 -27,806 112,866
    Kospi 50 long SK Holdings 19.35 80.532   10/10/11 95.875 -1,855 1,558 -297 12,569  138,816 -26,247 112,569
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX short Commerzbank 137.75 9.482 24.862 8/08/11 15.354 -2,115 3,425 1,310 13,879  136,701 -22,823 113,879
    Europe 50 Lloyds Bank 56.18 27.968 50.678 8/08/11 37.648 -2,115 2,847 732 14,611  134,586 -19,975 114,611
    FT 30 Lloyds Bank 74.42 27.968 29.234 12/12/11 28.594 -2,128 2,176 48 14,659  132,458 -17,800 114,659
  Buy DJIA long Visa 128.12 18.897   8/24/15 58.880 2,421        134,879 -20,221  
    Kospi 50 short Hyundai Heavy 13.28 182.275   1/23/12 209.385 2,421        137,300 -22,641  
    DAX long Merck (EMD) 65.98 36.695   6/04/12 36.500 2,421        139,721 -25,063  
    Europe 50 Roche 18.66 129.719   10/20/14 222.572 2,421        142,142 -27,483  
    FT 30 Tate & Lyle 3.00 808.105   5/14/12 858.422 2,424        144,566 -29,908  
12/26/11 Sell HSI short New World Dev 681.99 2.465 5.735 8/01/11 3.760 -2,564 3,911 1,347 16,006  142,002 -25,996 116,006
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,425  138,205 -19,780 118,425
    DJ Global Titans Bank of America 343.91 4.202 11.562 7/25/11 6.970 -2,397 3,976 1,579 20,004  135,808 -15,804 120,004
  Buy HSI long Lenovo 4,836.55 0.538   5/21/12 0.656 2,604        138,412 -18,408  
    OMXH 25 Huhtamäki 282.43 9.220   1/02/12 9.150 2,604        141,016 -21,012  
    DJ Global Titans Philip Morris 43.09 60.439   1/23/12 57.914 2,604        143,620 -23,616  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,185  140,196 -19,011 121,185
    ISEQ 20 Bank of Ireland 212.30 2.550 21.707 4/25/11 7.440 -1,580 4,608 3,029 24,214  138,617 -14,403 124,214
      Ryanair Holdings 469.25 3.780 2.952 4/25/11 3.366 -1,580 1,385 -194 24,020  137,037 -13,017 124,020
    OMXH 25 long Huhtamäki 282.43 9.150   12/26/11 9.220 -2,604 2,584 -20 24,000  134,433 -10,433 124,000
  Buy Germany Encavis 874.08 3.248   5/14/12 2.970 2,839        137,272 -13,272  
    AEX Vopak 69.08 41.095   4/09/12 44.780 2,839        140,111 -16,111  
    ISEQ 20 Flutter 31.47 45.100   5/21/12 50.010 1,419        141,531 -17,530  
      Ryanair Holdings 375.53 3.780   5/21/12 4.040 1,420        142,950 -18,950  
    OMXH 25 short Outokumpu 244.32 11.620   1/09/12 12.510 2,839        145,789 -21,789  
    BAX long Wirecard 222.14 12.780   1/09/12 13.215 2,839        148,628 -24,628  
1/09/12 Sell S&P 100 short AIG 129.11 18.875 20.895 8/01/11 19.860 -2,564 2,698 134 24,134  146,064 -21,930 124,134
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 Societe Generale 41.38 15.000 27.338 9/05/11 20.250 -838 1,131 293 24,427  145,226 -20,799 124,427
      Unicredit 30.52 11.455 65.827 9/05/11 27.460 -838 2,009 1,171 25,598  144,388 -18,790 125,598
    OMXH 25 Outokumpu 244.32 12.510 10.730 1/02/12 11.620 -2,839 2,622 -217 25,381  141,549 -16,168 125,381
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,351  139,777 -14,427 125,351
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,713  138,006 -1,293 136,713
    BAX long Wirecard 222.14 13.215   1/02/12 12.780 -2,839 2,936 97 36,810  135,167 1,643 136,810
  Buy S&P 100 Biogen 38.31 90.342   9/03/12 116.954 3,461        138,628 -1,818  
    Euro 50 ASML 53.41 32.400   8/24/15 74.790 1,730        140,358 -3,549  
      AB InBev 36.44 47.495   8/24/15 91.280 1,731        142,089 -5,279  
    OMXH 25 Wärtsilä 413.83 8.363   1/30/12 8.837 3,461        145,550 -8,740  
    Nikkei (FRA) Aozora Bank 80.98 21.370   5/14/12 18.670 1,731        147,281 -10,471  
      Nitto Boseki 133.37 12.975   5/14/12 12.260 1,730        149,011 -12,201  
1/16/12 Sell ASX 50 short Macquarie Group 115.09 19.953 21.742 7/25/11 20.828 -2,397 2,502 105 36,915  146,614 -9,699 136,915
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,853  142,307 -4,454 137,853
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,546  140,536 -2,990 137,546
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,231  138,764 -1,533 137,231
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 47,401  135,701 11,699 147,401
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,866  132,970 17,895 150,866
  Buy ASX 50 long James Hardie Ind 720.52 5.856   1/23/12 6.001 4,219        137,189 13,676  
    HSI-Fin AIA 1,607.73 2.624   5/14/12 2.577 4,219        141,409 9,457  
    HSI-Prop China Ov Land & Inv 1,368.92 1.541   6/10/13 2.124 2,110        143,518 7,348  
      China Res Land 1,492.82 1.413   6/10/13 2.183 2,110        145,628 5,238  
    HSI-C&I Sands China 1,642.66 2.568   5/21/12 2.614 4,219        149,847 1,019  
    OBX 25 Equinor 219.01 19.264   5/14/12 19.745 4,219        154,066 -3,200  
    BAX Wirecard 321.08 13.140   6/18/12 14.995 4,219        158,285 -7,419  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices ISEQ-Overall 1.40 3,005.690   5/21/12 3,087.810 4,208        162,493 -11,627  
1/23/12 Sell France short Carrefour 96.52 17.050 41.032 6/27/11 26.450 -2,553 3,960 1,408 52,273  159,940 -7,666 152,273
    SSE 50 China Rwy Constr 4,244.10 0.506 0.789 6/06/11 0.632 -2,681 3,350 669 52,942  157,259 -4,316 152,942
    Kospi 50 Hyundai Heavy 13.28 209.385 155.165 12/19/11 182.275 -2,421 2,061 -360 52,582  154,838 -2,256 152,582
    ASX 50 long James Hardie Ind 720.52 6.001   1/16/12 5.856 -4,219 4,324 105 52,687  150,619 2,068 152,687
    HDAX short Commerzbank 136.38 14.511 24.359 8/01/11 18.801 -2,564 3,322 758 53,445  148,055 5,390 153,445
    Topix (FRA) Nintendo 23.18 105.744 115.679 8/01/11 110.600 -2,564 2,681 118 53,563  145,491 8,072 153,563
    CAC Mid 60 Genfit 711.16 1.723 8.978 5/16/11 3.933 -2,797 6,385 3,588 57,151  142,694 14,456 157,151
    QIX Pro7-Sat1 151.07 17.200 10.800 8/08/11 14.000 -2,115 1,632 -483 56,667  140,579 16,088 156,667
    DJ Global Titans long Philip Morris 43.09 57.914   12/26/11 60.439 -2,604 2,496 -109 56,558  137,975 18,584 156,558
  Buy France Hermes International 17.26 253.600   4/23/12 251.250 4,377        142,352 14,206  
    SSE 50 China Minsheng Bk 6,556.84 0.668   3/19/12 0.633 4,378        146,730 9,828  
    Kospi 50 Samsung Electronics 285.29 15.346   5/21/12 16.200 4,378        151,108 5,450  
    ASX 50 short QBE Insurance 456.73 9.586   1/30/12 9.544 4,378        155,486 1,072  
    HDAX long Dürr 479.78 9.125   8/04/14 28.230 4,378        159,864 -3,306  
    Topix (FRA) Fast Retailing 29.96 146.118   2/27/12 148.473 4,378        164,242 -7,683  
    CAC Mid 60 Innate Pharma 2,560.23 1.710   5/14/12 1.650 4,378        168,620 -12,061  
    QIX Freenet 416.36 10.515   1/18/16 28.325 4,378        172,998 -16,439  
    DJ Global Titans short Bank of America 780.55 5.609   2/06/12 6.060 4,378        177,376 -20,817  
1/30/12 Sell ASX 50 short QBE Insurance 456.73 9.544 9.628 1/23/12 9.586 -4,378 4,397 19 56,578  172,998 -16,420 156,578
    SDAX Heidelberger Druck 938.25 1.657 5.072 5/23/11 2.899 -2,720 4,759 2,039 58,616  170,278 -11,661 158,616
    OMXH 25 long Wärtsilä 413.83 8.837   1/09/12 8.363 -3,461 3,657 196 58,812  166,817 -8,005 158,812
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,558  162,510 -952 161,558
  Buy ASX 50 long James Hardie Ind 696.65 5.763   8/17/15 12.058 4,015        166,525 -4,967  
    SDAX Encavis 1,329.03 3.021   5/21/12 2.951 4,015        170,540 -8,982  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short Nokia 1,034.79 3.880   2/13/12 3.800 4,015        174,555 -12,997  
    BSE Sensex 30 long Hindustan Unilever 662.41 6.061   11/16/15 11.144 4,015        178,570 -17,012  
2/06/12 Sell CAC 40 short Carrefour 100.41 18.345 51.259 5/09/11 30.665 -3,079 5,147 2,068 63,626  175,491 -11,865 163,626
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,265  171,948 -6,683 165,265
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,490  168,638 -3,148 165,490
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 72,260  165,575 6,686 172,260
    DJ Global Titans Bank of America 780.55 6.060 5.157 1/23/12 5.609 -4,378 4,026 -352 71,908  161,197 10,711 171,908
  Buy CAC 40 long Airbus 167.65 27.230   4/09/12 29.725 4,565        165,762 6,146  
    TecDAX Dialog Semiconductor 272.62 16.745   5/21/12 15.475 4,565        170,327 1,581  
    IBEX 35 Bankinter 1,322.42 3.452   2/13/12 3.297 4,565        174,892 -2,984  
    PSI 20 Jerónimo Martins 355.53 12.840   2/20/12 12.970 4,565        179,457 -7,549  
    MerVal short Gr Fin Galicia 7,696.85 0.593   2/27/12 0.596 4,565        184,022 -12,114  
    DJ Global Titans long Apple 362.30 12.600   5/21/12 15.695 4,565        188,587 -16,679  
2/13/12 Sell IBEX 35 long Bankinter 1,322.42 3.297   2/06/12 3.452 -4,565 4,360 -205 71,703  184,022 -12,319 171,703
    OMXH 25 short Nokia 1,034.79 3.800 3.962 1/30/12 3.880 -4,015 4,100 85 71,788  180,007 -8,219 171,788
    Nikkei (TYO) Tokyo Electric Power 745.29 1.953 8.741 5/09/11 4.131 -3,079 6,515 3,436 75,223  176,928 -1,705 175,223
    Topix (TYO) Nintendo 14.73 104.998 129.488 8/29/11 116.602 -1,718 1,907 190 75,413  175,210 203 175,413
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,526  171,662 7,864 179,526
  Buy IBEX 35 Sacyr 1,413.40 3.314   8/20/12 1.284 4,684        176,346 3,180  
    OMXH 25 long Nokian Tyres 138.99 33.700   4/09/12 36.040 4,684        181,030 -1,504  
    Nikkei (TYO) Tokyo Dome Corp 1,153.33 4.061   5/21/12 4.378 4,684        185,714 -6,188  
    Topix (TYO) Fast Retailing 30.25 154.867   5/07/12 167.646 4,685        190,399 -10,873  
    GEX 4SC 380.24 12.319   5/07/12 9.617 4,684        195,083 -15,557  
2/20/12 Sell TSX 60 short BlackBerry 101.66 11.318 81.048 5/09/11 30.287 -3,079 8,239 5,160 84,686  192,004 -7,318 184,686
    PSI 20 long Jerónimo Martins 355.53 12.970   2/06/12 12.840 -4,565 4,611 46 84,733  187,439 -2,706 184,733
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy TSX 60 Constellation Soft 64.36 70.699   4/16/12 66.838 4,550        191,989 -7,257  
    PSI 20 short Pharol 1,083.33 4.200   2/27/12 3.989 4,550        196,539 -11,807  
    SLI long Sonova 53.35 85.291   4/23/12 82.016 4,550        201,090 -16,357  
2/27/12 Sell PSI 20 short Pharol 1,083.33 3.989 4.422 2/20/12 4.200 -4,550 4,791 241 84,973  196,540 -11,566 184,973
    MerVal Gr Fin Galicia 7,696.85 0.596 0.591 2/06/12 0.593 -4,565 4,546 -19 84,954  191,975 -7,020 184,954
    Topix (FRA) long Fast Retailing 29.96 148.473   1/23/12 146.118 -4,378 4,448 71 85,025  187,597 -2,572 185,025
  Buy PSI 20 Jerónimo Martins 336.11 13.570   3/12/12 14.360 4,561        192,158 -7,133  
    Topix (FRA) short Mazda Motor 713.77 6.390   3/05/12 6.150 4,561        196,719 -11,694  
3/05/12 Sell NZX 50 short Heartland 5,967.53 0.277 0.329 10/31/11 0.302 -1,801 1,966 165 85,189  194,918 -9,729 185,189
    Topix (FRA) Mazda Motor 713.77 6.150 6.639 2/27/12 6.390 -4,561 4,739 178 85,367  190,357 -4,990 185,367
  Buy MerVal Aluar 9,395.71 0.480   3/12/12 0.513 4,509        194,866 -9,499  
    NZX 50 long a2 Milk 19,393.55 0.233   5/21/12 0.267 4,509        199,375 -14,008  
    Topix (FRA) Isuzu Motors 536.66 8.402   3/19/12 8.620 4,509        203,884 -18,517  
3/12/12 Sell BEL 20 short Bekaert 55.63 24.765 102.733 7/11/11 50.440 -2,806 5,715 2,909 88,276  201,078 -12,801 188,276
    PSI 20 long Jerónimo Martins 336.11 14.360   2/27/12 13.570 -4,561 4,827 266 88,542  196,517 -7,975 188,542
    MerVal short Aluar 9,395.71 0.513 0.447 3/05/12 0.480 -4,509 4,200 -309 88,233  192,008 -3,775 188,233
    CAC Next 20 Natixis 861.79 2.721 3.896 7/11/11 3.256 -2,806 3,358 552 88,785  189,202 -417 188,785
  Buy BEL 20 long Galapagos 375.52 12.540   5/14/12 10.990 4,709        193,911 -5,126  
    PSI 20 short Pharol 1,195.48 3.939   3/26/12 4.022 4,709        198,620 -9,835  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,556.84 0.633   1/23/12 0.668 -4,378 4,151 -227 88,558  194,242 -5,684 188,558
    Topix (FRA) Isuzu Motors 536.66 8.620   3/05/12 8.402 -4,509 4,626 117 88,675  189,733 -1,058 188,675
  Buy SSE 50 short Anhui Conch Cement 2,398.85 1.955   4/09/12 2.031 4,690        194,423 -5,748  
    Topix (FRA) Mazda Motor 726.01 6.460   8/13/12 4.800 4,690        199,113 -10,438  
3/26/12 Sell ATX short Flughafen Wien 296.14 7.050 9.772 7/18/11 8.300 -2,458 2,894 436 89,111  196,655 -7,544 189,111
    PSI 20 Pharol 1,195.48 4.022 3.856 3/12/12 3.939 -4,709 4,610 -99 89,011  191,946 -2,935 189,011
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX long Österreichische Post 184.56 25.200   4/09/12 25.800 4,651        196,597 -7,586  
    PSI 20 Jerónimo Martins 312.15 14.900   4/02/12 15.420 4,651        201,248 -12,237  
4/02/12 Sell   long Jerónimo Martins 312.15 15.420   3/26/12 14.900 -4,651 4,813 162 89,174  196,597 -7,423 189,174
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 103,544  193,191 10,353 203,544
  Buy PSI 20 Banco Comercial 8,118.74 0.659   8/20/12 0.452 5,347        198,538 5,006  
    Athex LC long EYDAP 1,343.47 3.980   4/16/12 4.030 5,347        203,885 -341  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,398.85 2.031 1.880 3/19/12 1.955 -4,690 4,509 -181 103,363  199,195 4,168 203,363
    ATX long Österreichische Post 184.56 25.800   3/26/12 25.200 -4,651 4,762 111 103,473  194,544 8,929 203,473
    CAC 40 Airbus 167.65 29.725   2/06/12 27.230 -4,565 4,983 418 103,892  189,979 13,913 203,892
    AEX Vopak 69.08 44.780   1/02/12 41.095 -2,839 3,093 255 104,146  187,140 17,006 204,146
    OMXH 25 Nokian Tyres 138.99 36.040   2/13/12 33.700 -4,684 5,009 325 104,471  182,456 22,015 204,471
  Buy SSE 50 China Northern Rare 1,960.59 2.888   6/04/12 3.823 5,662        188,118 16,353  
    ATX short Zumtobel 577.52 9.804   4/16/12 9.950 5,662        193,780 10,691  
    AEX ArcelorMittal 146.19 38.730   9/03/12 35.565 5,662        199,442 5,029  
    OMXH 25 Outokumpu 487.26 11.620   8/20/12 6.980 5,662        205,104 -633  
4/16/12 Sell ATX short Zumtobel 577.52 9.950 9.658 4/09/12 9.804 -5,662 5,578 -84 104,387  199,442 4,945 204,387
    TSX 60 long Constellation Soft 64.36 66.838   2/20/12 70.699 -4,550 4,302 -249 104,139  194,892 9,247 204,139
    Athex LC EYDAP 1,343.47 4.030   4/02/12 3.980 -5,347 5,414 67 104,206  189,545 14,661 204,206
  Buy ATX Österreichische Post 204.71 26.725   5/21/12 27.000 5,471        195,016 9,190  
    TSX 60 short BlackBerry 541.38 10.106   8/20/12 5.638 5,471        200,487 3,719  
    Athex LC Public Power 3,529.68 1.550   9/03/12 1.330 5,471        205,958 -1,752  
4/23/12 Sell France long Hermes International 17.26 251.250   1/23/12 253.600 -4,377 4,337 -41 104,165  201,581 2,585 204,165
    SLI Sonova 53.35 82.016   2/20/12 85.291 -4,550 4,376 -175 103,990  197,030 6,960 203,990
  Buy France short Solocal 3.57 1,476.830   8/13/12 1,038.280 5,272        202,303 1,688  
    MerVal YPF 392.54 13.433   8/27/12 14.446 5,273        207,576 -3,585  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Lonza 152.82 34.504   11/26/12 36.099 5,273        212,848 -8,858  
    GCX REC Silicon 1,515.80 3.479   2/11/13 1.027 5,273        218,121 -14,131  
4/30/12 Sell SP Global 100 short Carrefour 127.69 15.175 26.570 8/01/11 20.080 -2,564 3,393 829 104,819  215,557 -10,738 204,819
  Buy   long Apple 308.29 15.738   10/20/14 19.487 4,852        220,409 -15,590  
5/07/12 Sell Nordic 30 long Equinor 125.61 19.757   11/28/11 18.255 -2,293 2,482 189 105,008  218,116 -13,109 205,008
    Topix (TYO) Fast Retailing 30.25 167.646   2/13/12 154.867 -4,685 5,071 387 105,394  213,432 -8,037 205,394
    GEX 4SC 380.24 9.617   2/13/12 12.319 -4,684 3,657 -1,027 104,367  208,748 -4,381 204,367
  Buy Nordic 30 short Nokia 2,082.92 2.400   8/13/12 2.220 4,999        213,747 -9,380  
    Topix (TYO) Sony 426.55 11.720   6/11/12 10.270 4,999        218,746 -14,379  
5/14/12 Sell Germany long Encavis 874.08 2.970   1/02/12 3.248 -2,839 2,596 -243 104,124  215,907 -11,783 204,124
    MDAX short Ceconomy 220.06 7.298 12.656 8/08/11 9.611 -2,115 2,785 670 104,794  213,792 -8,997 204,794
    HSI-Fin long AIA 1,607.73 2.577   1/16/12 2.624 -4,219 4,144 -75 104,719  209,573 -4,854 204,719
    BEL 20 Galapagos 375.52 10.990   3/12/12 12.540 -4,709 4,127 -582 104,137  204,864 -727 204,137
    OMXC 20 Tryg 266.70 8.768   11/28/11 8.598 -2,293 2,338 45 104,182  202,571 1,612 204,182
    OBX 25 Equinor 219.01 19.745   1/16/12 19.264 -4,219 4,324 105 104,288  198,352 5,936 204,288
    OMXS 30 Getinge 61.51 19.967   11/28/11 18.641 -1,147 1,228 82 104,369  197,205 7,164 204,369
      Lundin 61.36 15.471   11/28/11 18.684 -1,146 949 -197 104,172  196,059 8,113 204,172
    FT 30 Tate & Lyle 3.00 858.422   12/19/11 808.105 -2,424 2,575 151 104,323  193,634 10,689 204,323
    Nikkei (FRA) Aozora Bank 80.98 18.670   1/09/12 21.370 -1,731 1,512 -219 104,104  191,904 12,201 204,104
      Nitto Boseki 133.37 12.260   1/09/12 12.975 -1,730 1,635 -95 104,009  190,173 13,836 204,009
    CAC Mid 60 Innate Pharma 2,560.23 1.650   1/23/12 1.710 -4,378 4,224 -154 103,855  185,795 18,060 203,855
  Buy Germany short SolarWorld 23.45 236.550   9/10/12 182.550 5,547        191,342 12,513  
    MDAX long Dürr 506.76 10.946   5/21/12 10.445 5,547        196,889 6,966  
    HSI-Fin short HK Exchgs & Clrg 488.47 11.356   9/17/12 11.718 5,547        202,436 1,419  
    BEL 20 Bekaert 242.76 22.850   6/25/12 18.225 5,547        207,983 -4,128  
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 979.00 5.666   5/28/12 5.040 5,547        213,530 -9,675  
    OBX 25 REC Silicon 1,602.48 3.462   9/03/12 2.359 5,547        219,077 -15,222  
    OMXS 30 ABB 213.90 12.967   7/23/12 14.168 2,774        221,851 -17,996  
      Nokia 1,186.07 2.338   7/23/12 1.752 2,774        224,624 -20,769  
    FT 30 Man Group 53.72 103.259   8/06/12 106.958 5,547        230,171 -26,316  
    Nikkei (FRA) Nippon Sheet Glass 306.80 9.040   1/07/13 9.100 2,773        232,945 -29,090  
      Sharp 71.80 38.630   1/07/13 23.550 2,774        235,719 -31,863  
    CAC Mid 60 Vallourec 4.01 1,382.400   9/10/12 1,453.800 5,543        241,262 -37,407  
5/21/12 Sell HSI long Lenovo 4,836.55 0.656   12/26/11 0.538 -2,604 3,172 568 104,423  238,658 -34,235 204,423
    Kospi 50 Samsung Electronics 285.29 16.200   1/23/12 15.346 -4,378 4,622 244 104,667  234,280 -29,613 204,667
    ATX Österreichische Post 204.71 27.000   4/16/12 26.725 -5,471 5,527 56 104,723  228,809 -24,086 204,723
    MDAX Dürr 506.76 10.445   5/14/12 10.946 -5,547 5,293 -254 104,469  223,262 -18,793 204,469
    TecDAX Dialog Semiconductor 272.62 15.475   2/06/12 16.745 -4,565 4,219 -346 104,123  218,697 -14,574 204,123
    SDAX Encavis 1,329.03 2.951   1/30/12 3.021 -4,015 3,922 -93 104,030  214,682 -10,652 204,030
    HSI-C&I Sands China 1,642.66 2.614   1/16/12 2.568 -4,219 4,294 75 104,105  210,463 -6,358 204,105
    ISEQ 20 Flutter 31.47 50.010   1/02/12 45.100 -1,419 1,574 155 104,260  209,044 -4,784 204,260
      Ryanair Holdings 375.53 4.040   1/02/12 3.780 -1,420 1,517 98 104,357  207,624 -3,267 204,357
    SMI short Credit Suisse 104.76 15.602 55.361 5/09/11 29.390 -3,079 5,800 2,721 107,078  204,545 2,533 207,078
    NZX 50 long a2 Milk 19,393.55 0.267   3/05/12 0.233 -4,509 5,170 661 107,739  200,036 7,703 207,739
    Indices ISEQ-Overall 1.40 3,087.810   1/16/12 3,005.690 -4,208 4,323 115 107,854  195,828 12,026 207,854
    Nikkei (TYO) Tokyo Dome Corp 1,153.33 4.378   2/13/12 4.061 -4,684 5,050 366 108,220  191,144 17,076 208,220
    DJ Global Titans Apple 362.30 15.695   2/06/12 12.600 -4,565 5,686 1,121 109,341  186,579 22,762 209,341
  Buy HSI short China Unicom 4,880.96 1.189   8/20/12 1.370 5,802        192,381 16,960  
    Kospi 50 SK Holdings 103.09 56.279   7/23/12 68.528 5,802        198,183 11,158  
    ATX Zumtobel 588.56 9.858   6/25/12 8.050 5,802        203,985 5,356  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Ströer Media 730.45 7.943   5/28/12 8.000 5,802        209,787 -446  
    TecDAX SMA Solar 220.48 26.315   12/22/14 14.800 5,802        215,589 -6,248  
    SDAX Klöckner 740.62 7.834   10/29/12 7.058 5,802        221,391 -12,050  
    HSI-C&I Citic Pacific 4,897.86 1.185   9/17/12 0.959 5,802        227,193 -17,852  
    ISEQ 20 Bank of Ireland 1,111.49 2.610   8/27/12 2.490 2,901        230,094 -20,753  
      Smurfit Kappa 522.70 5.550   8/27/12 6.550 2,901        232,995 -23,654  
    SMI long Richemont 120.78 48.039   5/28/12 48.077 5,802        238,797 -29,456  
    NZX 50 short Katmandu 6,083.67 0.954   7/30/12 0.992 5,802        244,599 -35,258  
    Indices Athex Large Cap 2.86 2,028.100   9/10/12 2,671.700 5,800        250,400 -41,058  
    Nikkei (TYO) Nippon Sheet Glass 681.06 8.519   7/02/12 8.411 5,802        256,202 -46,860  
    DJ Global Titans Telefónica 591.08 9.816   5/28/12 9.440 5,802        262,004 -52,662  
5/28/12 Sell MDAX short Ströer Media 730.45 8.000 7.886 5/21/12 7.943 -5,802 5,760 -42 109,300  256,202 -46,902 209,300
    OMXC 20 Vestas Wind Systems 979.00 5.040 6.370 5/14/12 5.666 -5,547 6,236 689 109,989  250,655 -40,666 209,989
    SMI long Richemont 120.78 48.077   5/21/12 48.039 -5,802 5,807 5 109,993  244,853 -34,859 209,993
    DJ Global Titans short Telefónica 591.08 9.440 10.207 5/21/12 9.816 -5,802 6,033 231 110,224  239,051 -28,826 210,224
  Buy MDAX long Rhön-Klinikum 206.14 21.995   6/04/12 22.100 4,534        243,585 -33,360  
    OMXC 20 GN Store Nord 66.53 68.150   6/04/12 67.500 4,534        248,119 -37,894  
    SMI short Credit Suisse 288.16 15.734   6/04/12 15.300 4,534        252,653 -42,428  
    CAC Next 20 Natixis 2,365.15 1.917   6/18/12 1.984 4,534        257,187 -46,962  
    DJ Global Titans long Apple 278.03 16.307   10/22/12 17.386 4,534        261,721 -51,496  
6/04/12 Sell SSE 50 long China Northern Rare 1,960.59 3.823   4/09/12 2.888 -5,662 7,496 1,834 112,058  256,059 -44,000 212,058
    DAX Merck (EMD) 65.98 36.500   12/19/11 36.695 -2,421 2,408 -13 112,045  253,637 -41,592 212,045
    MDAX Rhön-Klinikum 206.14 22.100   5/28/12 21.995 -4,534 4,556 22 112,067  249,103 -37,037 212,067
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 112,506  246,805 -34,299 212,506
    OMXC 20 GN Store Nord 66.53 67.500   5/28/12 68.150 -4,534 4,491 -43 112,462  242,271 -29,809 212,462
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 288.16 15.300 16.181 5/28/12 15.734 -4,534 4,663 129 112,591  237,737 -25,146 212,591
  Buy SSE 50 China Unicom 9,260.87 0.506   12/10/12 0.413 4,686        242,423 -29,832  
    DAX thyssenkrupp 369.85 12.670   7/16/12 14.565 4,686        247,109 -34,518  
    MDAX Ströer Media 559.52 8.375   6/18/12 8.546 4,686        251,795 -39,204  
    FTSE Aviva 14.02 334.157   7/30/12 382.206 4,685        256,480 -43,889  
    OMXC 20 Vestas Wind Systems 1,073.79 4.364   6/18/12 3.953 4,686        261,166 -48,575  
    SMI long Swiss Re 107.12 43.744   6/11/12 46.079 4,686        265,852 -53,261  
6/11/12 Sell   long Swiss Re 107.12 46.079   6/04/12 43.744 -4,686 4,936 250 112,841  261,166 -48,325 212,841
    Topix (TYO) short Sony 426.55 10.270 13.374 5/07/12 11.720 -4,999 5,705 706 113,547  256,167 -42,620 213,547
  Buy SMI Credit Suisse 265.81 16.076   6/18/12 14.519 4,273        260,440 -46,893  
    Topix (TYO) long Subaru 706.57 6.048   1/11/16 33.663 4,273        264,713 -51,166  
6/18/12 Sell MDAX short Ströer Media 559.52 8.546 8.204 6/04/12 8.375 -4,686 4,590 -96 113,451  260,027 -46,576 213,451
    OMXC 20 Vestas Wind Systems 1,073.79 3.953 4.817 6/04/12 4.364 -4,686 5,173 487 113,938  255,341 -41,403 213,938
    SMI Credit Suisse 265.81 14.519 17.799 6/11/12 16.076 -4,273 4,731 458 114,396  251,068 -36,672 214,396
    CAC Next 20 Natixis 2,365.15 1.984 1.850 5/28/12 1.917 -4,534 4,376 -158 114,237  246,534 -32,296 214,237
    BAX long Wirecard 321.08 14.995   1/16/12 13.140 -4,219 4,815 596 114,833  242,315 -27,482 214,833
  Buy MDAX Dürr 413.78 11.318   6/25/12 11.594 4,683        246,998 -32,165  
    OMXC 20 GN Store Nord 63.93 73.250   6/25/12 71.650 4,683        251,681 -36,848  
    SMI Swiss Re 100.45 46.620   11/19/12 54.864 4,683        256,364 -41,531  
6/25/12 Sell ATX short Zumtobel 588.56 8.050 12.072 5/21/12 9.858 -5,802 7,105 1,303 116,136  250,562 -34,425 216,136
    MDAX long Dürr 413.78 11.594   6/18/12 11.318 -4,683 4,797 114 116,250  245,879 -29,628 216,250
    RTX short Mobile TeleSystems 208.12 13.400 11.240 8/01/11 12.320 -2,564 2,339 -225 116,026  243,315 -27,289 216,026
    BEL 20 Bekaert 242.76 18.225 28.649 5/14/12 22.850 -5,547 6,955 1,408 117,433  237,768 -20,334 217,433
    OMXC 20 long GN Store Nord 63.93 71.650   6/18/12 73.250 -4,683 4,581 -102 117,331  233,085 -15,754 217,331
    DJTA Kirby 45.41 36.163   12/05/11 48.011 -2,180 1,642 -538 116,793  230,905 -14,112 216,793
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX Österreichische Post 195.71 25.890   7/29/13 31.600 5,067        235,971 -19,178  
    MDAX short Ströer Media 630.15 8.041   7/02/12 8.090 5,067        241,039 -24,246  
    RTX long Magnit 238.45 21.250   7/02/12 22.430 5,067        246,106 -29,313  
    BEL 20 Galapagos 413.63 12.250   10/22/12 16.900 5,067        251,173 -34,380  
    OMXC 20 short Vestas Wind Systems 1,248.80 4.058   7/16/12 3.392 5,067        256,240 -39,447  
    DJTA Ryder System 185.45 27.323   7/02/12 27.880 5,067        261,307 -44,514  
7/02/12 Sell MDAX short Ströer Media 630.15 8.090 7.992 6/25/12 8.041 -5,067 5,036 -31 116,762  256,240 -39,478 216,762
    RTX long Magnit 238.45 22.430   6/25/12 21.250 -5,067 5,348 281 117,043  251,173 -34,129 217,043
    DJTA short Ryder System 185.45 27.880 26.767 6/25/12 27.323 -5,067 4,964 -103 116,940  246,105 -29,165 216,940
    STI Wilmar International 1,087.11 2.197 3.631 5/02/11 2.824 -3,070 3,947 877 117,817  243,035 -25,218 217,817
    Nikkei (TYO) Nippon Sheet Glass 681.06 8.411 8.629 5/21/12 8.519 -5,802 5,877 75 117,892  237,233 -19,342 217,892
  Buy MDAX long Dürr 398.15 12.465   7/23/12 13.345 4,963        242,196 -24,305  
    RTX short RusHydro 2,444.83 2.030   7/09/12 2.080 4,963        247,159 -29,268  
    DJTA long Delta Air Lines 565.26 8.780   9/17/12 7.031 4,963        252,122 -34,231  
    STI ThaiBev 23,388.31 0.212   6/10/13 0.382 4,963        257,085 -39,194  
    Nikkei (TYO) OKI Electric 388.81 12.765   7/16/12 12.784 4,963        262,048 -44,157  
7/09/12 Sell RTX short RusHydro 2,444.83 2.080 1.980 7/02/12 2.030 -4,963 4,841 -122 117,770  257,085 -39,316 217,770
  Buy   long Magnit 206.15 21.640   7/16/12 22.510 4,461        261,547 -43,777  
7/16/12 Sell DAX short thyssenkrupp 369.85 14.565 10.775 6/04/12 12.670 -4,686 3,985 -701 117,069  256,861 -39,792 217,069
    RTX long Magnit 206.15 22.510   7/09/12 21.640 -4,461 4,640 179 117,248  252,399 -35,151 217,248
    OMXC 20 short Vestas Wind Systems 1,248.80 3.392 4.854 6/25/12 4.058 -5,067 6,062 995 118,243  247,332 -29,089 218,243
    Nikkei (TYO) long OKI Electric 388.81 12.784   7/02/12 12.765 -4,963 4,970 7 118,250  242,369 -24,119 218,250
  Buy DAX Continental 67.93 71.440   8/11/14 159.700 4,853        247,222 -28,972  
    RTX short RusHydro 2,278.40 2.130   9/03/12 2.010 4,853        252,075 -33,825  
    OMXC 20 long Genmab 573.04 8.469   6/24/13 22.604 4,853        256,928 -38,678  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nippon Sheet Glass 636.13 7.629   11/19/12 7.143 4,853        261,781 -43,531  
7/23/12 Sell Kospi 50 short SK Holdings 103.09 68.528 44.029 5/21/12 56.279 -5,802 4,539 -1,263 116,988  255,979 -38,992 216,988
    MDAX long Dürr 398.15 13.345   7/02/12 12.465 -4,963 5,313 350 117,338  251,017 -33,679 217,338
    OMXS 30 short ABB 213.90 14.168 11.765 5/14/12 12.967 -2,774 2,517 -257 117,081  248,243 -31,162 217,081
      Nokia 1,186.07 1.752 3.121 5/14/12 2.338 -2,774 3,702 928 118,009  245,469 -27,460 218,009
  Buy Kospi 50 long Amorepacific Group 182.03 26.166   10/20/14 87.497 4,763        250,232 -32,223  
    MDAX short Ströer Media 600.86 7.927   8/06/12 7.080 4,763        254,995 -36,986  
    OMXS 30 long Electrolux 134.38 17.722   6/24/13 19.030 2,381        257,377 -39,368  
      Swedbank 172.71 13.789   6/24/13 16.871 2,381        259,758 -41,749  
7/30/12 Sell FTSE short Aviva 14.02 382.206 286.108 6/04/12 334.157 -4,685 4,011 -674 117,336  255,073 -37,738 217,336
    NZX 50 Katmandu 6,083.67 0.992 0.916 5/21/12 0.954 -5,802 5,571 -231 117,105  249,271 -32,167 217,105
  Buy FTSE long Ashtead 13.87 333.248   8/24/15 1,199.890 4,622        253,894 -36,789  
8/06/12 Sell MDAX short Ströer Media 600.86 7.080 8.875 7/23/12 7.927 -4,763 5,333 570 117,674  249,131 -31,456 217,674
    FT 30 Man Group 53.72 106.958 99.561 5/14/12 103.259 -5,547 5,348 -199 117,476  243,584 -26,108 217,476
  Buy MDAX long Dürr 345.73 13.838   10/29/12 14.790 4,784        248,368 -30,892  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        253,155 -35,679  
8/13/12 Sell France short Solocal 3.57 1,038.280 2,100.620 4/23/12 1,476.830 -5,272 7,499 2,227 119,703  247,882 -28,180 219,703
    Nordic 30 Nokia 2,082.92 2.220 2.595 5/07/12 2.400 -4,999 5,404 405 120,108  242,883 -22,775 220,108
    Topix (FRA) Mazda Motor 726.01 4.800 8.694 3/19/12 6.460 -4,690 6,312 1,622 121,730  238,193 -16,463 221,730
  Buy France long Eurofins Scientific 495.51 10.355   4/22/13 15.325 5,131        243,324 -21,594  
    Nordic 30 Pandora 458.44 11.192   6/03/13 26.264 5,131        248,455 -26,725  
    Topix (FRA) Softbank 317.93 16.139   9/03/12 15.996 5,131        253,586 -31,856  
8/20/12 Sell HSI short China Unicom 4,880.96 1.370 1.008 5/21/12 1.189 -5,802 4,920 -882 120,847  247,784 -26,937 220,847
    IBEX 35 Sacyr 1,413.40 1.284 8.553 2/13/12 3.314 -4,684 12,089 7,405 128,253  243,100 -14,847 228,253
    OMXH 25 Outokumpu 487.26 6.980 19.345 4/09/12 11.620 -5,662 9,426 3,764 132,017  237,438 -5,422 232,017
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 BlackBerry 541.38 5.638 18.115 4/16/12 10.106 -5,471 9,807 4,336 136,353  231,967 4,385 236,353
    PSI 20 Banco Comercial 8,118.74 0.452 0.960 4/02/12 0.659 -5,347 7,791 2,444 138,797  226,620 12,176 238,797
  Buy HSI long Galaxy Entertainment 2,667.18 2.352   4/22/13 3.135 6,274        232,894 5,902  
    IBEX 35 Grifols 558.19 11.240   11/05/12 13.025 6,274        239,168 -372  
    OMXH 25 Huhtamäki 527.67 11.890   10/22/12 12.450 6,274        245,442 -6,646  
    TSX 60 Couche-Tard 938.52 6.685   4/22/13 7.405 6,274        251,716 -12,920  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,111.49 2.490 2.736 5/21/12 2.610 -2,901 3,041 140 138,936  248,815 -9,879 238,936
      Smurfit Kappa 522.70 6.550 4.550 5/21/12 5.550 -2,901 2,378 -523 138,414  245,914 -7,501 238,414
    MerVal YPF 392.54 14.446 12.421 4/23/12 13.433 -5,273 4,876 -397 138,016  240,641 -2,625 238,016
  Buy ISEQ 20 long Kerry Group 78.29 37.580   6/17/13 42.250 2,942        243,584 -5,567  
      Smurfit Kappa 449.16 6.550   6/17/13 12.270 2,942        246,526 -8,509  
9/03/12 Sell S&P 100 long Biogen 38.31 116.954   1/09/12 90.342 -3,461 4,481 1,020 139,036  243,065 -4,029 239,036
    AEX short ArcelorMittal 146.19 35.565 42.177 4/09/12 38.730 -5,662 6,166 504 139,540  237,403 2,137 239,540
    RTX RusHydro 2,278.40 2.010 2.257 7/16/12 2.130 -4,853 5,143 290 139,829  232,550 7,280 239,829
    OBX 25 REC Silicon 1,602.48 2.359 5.080 5/14/12 3.462 -5,547 8,140 2,593 142,423  227,003 15,420 242,423
    Athex LC Public Power 3,529.68 1.330 1.806 4/16/12 1.550 -5,471 6,376 905 143,328  221,532 21,796 243,328
    Topix (FRA) long Softbank 317.93 15.996   8/13/12 16.139 -5,131 5,086 -45 143,282  216,401 26,882 243,282
  Buy S&P 100 short HP 499.89 13.511   9/17/12 13.872 6,754        223,155 20,128  
    RTX long Magnit 278.86 24.220   9/17/12 27.650 6,754        229,909 13,374  
    OBX 25 Grieg Seafood 4,924.89 1.371   1/07/13 1.707 6,754        236,662 6,620  
    Athex LC Alpha Bank 100.81 67.000   3/25/13 37.850 6,754        243,417 -135  
    MerVal short Pampa Energía 40,178.47 0.168   9/10/12 0.164 6,754        250,171 -6,889  
    Topix (FRA) Kansai Electric Pwr 1,184.50 5.702   3/11/13 6.145 6,754        256,925 -13,643  
9/10/12 Sell Germany short SolarWorld 23.45 182.550 306.524 5/14/12 236.550 -5,547 7,188 1,641 144,923  251,378 -6,455 244,923
    MerVal Pampa Energía 40,178.47 0.164 0.172 9/03/12 0.168 -6,754 6,923 169 145,092  244,624 468 245,092
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Vallourec 4.01 1,453.800 1,311.000 5/14/12 1,382.400 -5,543 5,257 -286 144,805  239,080 5,725 244,805
    Indices Athex Large Cap 2.86 2,671.700 1,384.500 5/21/12 2,028.100 -5,800 3,960 -1,841 142,965  233,280 9,685 242,965
  Buy Germany long ADLER Real Estate 5,352.54 1.180   6/24/13 2.050 6,316        239,596 3,369  
    CAC Mid 60 Eurofins Scientific 574.18 11.000   4/22/13 15.325 6,316        245,912 -2,947  
    Indices OMXC 20 95.11 66.404   6/17/13 70.001 6,316        252,228 -9,263  
9/17/12 Sell S&P 100 short HP 499.89 13.872 13.150 9/03/12 13.511 -6,754 6,573 -181 142,784  245,474 -2,690 242,784
    RTX long Magnit 278.86 27.650   9/03/12 24.220 -6,754 7,710 956 143,741  238,720 5,021 243,741
    HSI-Fin short HK Exchgs & Clrg 488.47 11.718 10.994 5/14/12 11.356 -5,547 5,370 -177 143,564  233,173 10,391 243,564
    HSI-C&I Citic Pacific 4,897.86 0.959 1.464 5/21/12 1.185 -5,802 7,169 1,367 144,931  227,371 17,560 244,931
    DJTA long Delta Air Lines 565.26 7.031   7/02/12 8.780 -4,963 3,975 -989 143,942  222,408 21,535 243,942
  Buy S&P 100 Gilead Sciences 264.77 25.063   10/13/14 79.611 6,636        229,043 14,899  
    CAC 40 Credit Agricole 1,108.96 5.984   9/24/12 5.714 6,636        235,679 8,263  
    RTX short RusHydro 3,175.12 2.090   2/04/13 1.770 6,636        242,315 1,627  
    HSI-Fin long Bank of China (HK) 2,780.29 2.387   5/13/13 2.748 6,636        248,951 -5,009  
    HSI-C&I Galaxy Entertainment 2,729.74 2.431   4/08/13 3.018 6,636        255,587 -11,645  
    DJTA short Expeditors Wash 226.38 29.314   9/24/12 28.398 6,636        262,223 -18,281  
9/24/12 Sell CAC 40 long Credit Agricole 1,108.96 5.714   9/17/12 5.984 -6,636 6,337 -299 143,643  255,587 -11,945 243,643
    DJTA short Expeditors Wash 226.38 28.398 30.259 9/17/12 29.314 -6,636 6,850 214 143,857  248,951 -5,095 243,857
  Buy   long Avis Budget 480.63 12.419   7/20/15 38.916 5,969        254,920 -11,064  
10/01/12 Buy CAC Next 20 short Hermes International 27.52 211.450   12/10/12 235.500 5,819        260,740 -16,883  
10/15/12 Buy AEX short KPN 1,564.81 3.626   2/02/15 2.756 5,674        266,414 -22,557  
    MerVal Pampa Energía 37,625.99 0.151   10/22/12 0.141 5,674        272,088 -28,231  
10/22/12 Sell BEL 20 long Galapagos 413.63 16.900   6/25/12 12.250 -5,067 6,990 1,923 145,780  267,021 -21,240 245,780
    OMXH 25 Huhtamäki 527.67 12.450   8/20/12 11.890 -6,274 6,569 295 146,076  260,747 -14,671 246,076
    MerVal short Pampa Energía 37,625.99 0.141 0.161 10/15/12 0.151 -5,674 6,073 399 146,475  255,073 -8,598 246,475
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans long Apple 278.03 17.386   5/28/12 16.307 -4,534 4,834 300 146,774  250,539 -3,764 246,774
  Buy BEL 20 short Bekaert 281.51 21.580   11/12/12 21.290 6,075        256,614 -9,839  
    OMXH 25 Outokumpu 938.95 6.470   11/05/12 6.200 6,075        262,689 -15,914  
    DJ Global Titans Telefónica 578.57 10.500   10/29/12 10.070 6,075        268,764 -21,989  
10/29/12 Sell MDAX long Dürr 345.73 14.790   8/06/12 13.838 -4,784 5,113 329 147,104  263,980 -16,876 247,104
    SDAX short Klöckner 740.62 7.058 8.695 5/21/12 7.834 -5,802 6,440 638 147,742  258,178 -10,436 247,742
    DJ Global Titans Telefónica 578.57 10.070 10.948 10/22/12 10.500 -6,075 6,334 259 148,001  252,103 -4,101 248,001
  Buy MDAX Ströer Media 919.61 6.630   1/14/13 6.901 6,097        258,200 -10,198  
    SDAX long ADLER Real Estate 3,858.86 1.580   11/26/12 1.285 6,097        264,297 -16,295  
    MerVal short Pampa Energía 42,106.35 0.145   12/24/12 0.147 6,097        270,394 -22,392  
    BAX long KUKA 260.83 23.375   6/24/13 31.820 6,097        276,490 -28,489  
    DJ Global Titans Bank of America 846.38 7.204   12/16/13 11.075 6,097        282,587 -34,586  
11/05/12 Sell MIB short UnipolSai 497.66 0.935 28.146 6/27/11 5.130 -2,553 14,007 11,454 159,455  280,034 -20,579 259,455
    IBEX 35 long Grifols 558.19 13.025   8/20/12 11.240 -6,274 7,270 996 160,452  273,760 -13,309 260,452
    OMXH 25 short Outokumpu 938.95 6.200 6.752 10/22/12 6.470 -6,075 6,340 265 160,716  267,685 -6,969 260,716
  Buy MIB long Azimut 681.75 9.304   8/04/14 18.460 6,343        274,028 -13,312  
    OMXH 25 Konecranes 251.21 25.250   11/12/12 24.380 6,343        280,371 -19,655  
11/12/12 Sell BEL 20 short Bekaert 281.51 21.290 21.874 10/22/12 21.580 -6,075 6,158 83 160,799  274,296 -13,497 260,799
    OMXH 25 long Konecranes 251.21 24.380   11/05/12 25.250 -6,343 6,125 -219 160,581  267,953 -7,373 260,581
  Buy BEL 20 Galapagos 374.33 16.910   6/24/13 14.210 6,330        274,283 -13,703  
    OMXH 25 short Outokumpu 985.98 6.420   12/31/12 7.400 6,330        280,613 -20,033  
11/19/12 Sell SMI long Swiss Re 100.45 54.864   6/18/12 46.620 -4,683 5,511 828 161,409  275,930 -14,522 261,409
    Nikkei (TYO) short Nippon Sheet Glass 636.13 7.143 8.148 7/16/12 7.629 -4,853 5,183 330 161,739  271,077 -9,338 261,739
  Buy PSI 20 Impresa 21,758.62 0.290   12/17/12 0.300 6,310        277,387 -15,648  
    SMI Julius Bär 241.57 26.121   12/17/12 27.324 6,310        283,697 -21,958  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) long Subaru 771.80 8.176   10/07/13 20.003 6,310        290,007 -28,268  
11/26/12 Sell SDAX long ADLER Real Estate 3,858.86 1.285   10/29/12 1.580 -6,097 4,959 -1,138 160,601  283,910 -23,310 260,601
    SLI short Lonza 152.82 36.099 32.909 4/23/12 34.504 -5,273 5,029 -244 160,357  278,637 -18,281 260,357
  Buy SDAX Deutz 1,861.85 3.250   12/10/12 3.138 6,051        284,688 -24,332  
    SLI long Swiss Life 58.06 104.219   6/24/13 120.698 6,051        290,739 -30,382  
12/10/12 Sell SSE 50 short China Unicom 9,260.87 0.413 0.620 6/04/12 0.506 -4,686 5,737 1,051 161,408  286,053 -24,645 261,408
    SDAX Deutz 1,861.85 3.138 3.366 11/26/12 3.250 -6,051 6,267 216 161,624  280,002 -18,378 261,624
    CAC Next 20 Hermes International 27.52 235.500 187.400 10/01/12 211.450 -5,819 5,157 -662 160,962  274,183 -13,221 260,962
  Buy SSE 50 long China Rwy Constr 8,649.44 0.716   4/29/13 0.634 6,193        280,376 -19,414  
    CAC 40 Societe Generale 214.92 28.815   1/14/13 34.140 6,193        286,569 -25,607  
    SDAX ADLER Real Estate 4,423.57 1.400   6/10/13 2.099 6,193        292,762 -31,800  
12/17/12 Sell PSI 20 short Impresa 21,758.62 0.300 0.280 11/19/12 0.290 -6,310 6,092 -218 160,745  286,452 -25,708 260,745
    SMI Julius Bär 241.57 27.324 24.917 11/19/12 26.121 -6,310 6,019 -291 160,454  280,142 -19,688 260,454
  Buy   long Richemont 100.44 59.929   10/14/13 74.199 6,019        286,162 -25,708  
12/24/12 Sell MerVal short Pampa Energía 42,106.35 0.147 0.143 10/29/12 0.145 -6,097 6,009 -88 160,365  280,065 -19,699 260,365
  Buy   long Gr Fin Galicia 8,626.33 0.697   5/27/13 0.697 6,016        286,081 -25,715  
12/31/12 Sell OMXH 25 short Outokumpu 985.98 7.400 5.440 11/12/12 6.420 -6,330 5,364 -966 159,399  279,751 -20,351 259,399
  Buy   long Orion 269.19 22.200   3/18/13 22.000 5,976        285,727 -26,327  
1/07/13 Sell OBX 25 long Grieg Seafood 4,924.89 1.707   9/03/12 1.371 -6,754 8,405 1,651 161,050  278,973 -17,922 261,050
    Nikkei (FRA) short Nippon Sheet Glass 306.80 9.100 8.980 5/14/12 9.040 -2,773 2,755 -18 161,032  276,199 -15,167 261,032
      Sharp 71.80 23.550 63.366 5/14/12 38.630 -2,774 4,550 1,776 162,808  273,425 -10,617 262,808
  Buy IBEX 35 long Mediaset Esp 1,106.74 5.696   2/04/13 5.150 6,304        279,729 -16,921  
    OBX 25 short REC Silicon 3,497.75 1.802   1/21/13 1.488 6,304        286,033 -23,225  
    Nikkei (FRA) long Subaru 318.38 9.900   1/14/13 9.907 3,152        289,185 -26,377  
      Shinsei Bank 202.05 15.600   1/14/13 13.840 3,152        292,337 -29,529  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/14/13 Sell CAC 40 long Societe Generale 214.92 34.140   12/10/12 28.815 -6,193 7,337 1,144 163,953  286,144 -22,192 263,953
    MDAX short Ströer Media 919.61 6.901 6.359 10/29/12 6.630 -6,097 5,848 -249 163,703  280,047 -16,344 263,703
    Nikkei (FRA) long Subaru 318.38 9.907   1/07/13 9.900 -3,152 3,154 2 163,706  276,895 -13,190 263,706
      Shinsei Bank 202.05 13.840   1/07/13 15.600 -3,152 2,796 -356 163,350  273,743 -10,394 263,350
  Buy CAC 40 short Engie 409.79 15.430   1/28/13 15.390 6,323        280,067 -16,717  
    MDAX long KUKA 224.34 28.185   6/24/13 31.820 6,323        286,390 -23,040  
    Nikkei (FRA) short Screen 162.25 19.485   2/11/13 16.805 3,161        289,551 -26,201  
1/21/13 Sell OBX 25 short REC Silicon 3,497.75 1.488 2.182 1/07/13 1.802 -6,304 7,633 1,330 164,679  283,247 -18,568 264,679
  Buy   long Grieg Seafood 3,542.96 1.736   1/28/13 1.688 6,152        289,399 -24,720  
1/28/13 Sell CAC 40 short Engie 409.79 15.390 15.470 1/14/13 15.430 -6,323 6,339 16 164,696  283,076 -18,380 264,696
    OBX 25 long Grieg Seafood 3,542.96 1.688   1/21/13 1.736 -6,152 5,981 -171 164,525  276,924 -12,399 264,525
  Buy CAC 40 Credit Agricole 812.03 7.762   2/11/13 7.414 6,303        283,227 -18,702  
    OBX 25 short REC Silicon 4,074.86 1.547   2/25/13 1.312 6,303        289,530 -25,005  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,106.74 5.150   1/07/13 5.696 -6,304 5,700 -604 163,920  283,226 -19,305 263,920
    RTX short RusHydro 3,175.12 1.770 2.468 9/17/12 2.090 -6,636 7,836 1,200 165,120  276,590 -11,470 265,120
  Buy IBEX 35 Bankia 288.96 21.944   9/09/13 3.016 6,341        282,931 -17,811  
    RTX long Magnit 182.95 34.660   3/11/13 34.010 6,341        289,272 -24,152  
2/11/13 Sell CAC 40 long Credit Agricole 812.03 7.414   1/28/13 7.762 -6,303 6,020 -283 164,838  282,969 -18,131 264,838
    Nikkei (FRA) short Screen 162.25 16.805 22.592 1/14/13 19.485 -3,161 3,666 504 165,342  279,808 -14,466 265,342
    GCX REC Silicon 1,515.80 1.027 11.783 4/23/12 3.479 -5,273 17,861 12,588 177,930  274,535 3,395 277,930
  Buy CAC 40 Orange 892.17 7.883   2/25/13 7.479 7,033        281,567 -3,638  
    ÖkoDAX long PNE Wind 2,520.79 2.790   4/29/13 2.700 7,033        288,600 -10,671  
    Nikkei (FRA) Subaru 325.60 10.800   8/26/13 18.441 3,516        292,117 -14,187  
      Mazda Motor 282.56 12.445   8/26/13 15.485 3,516        295,633 -17,703  
    GCX SunPower 995.79 7.063   11/25/13 21.795 7,033        302,666 -24,736  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/18/13 Buy GEX long MBB 342.11 18.500   4/22/13 17.650 6,329        308,995 -31,066  
2/25/13 Sell CAC 40 short Orange 892.17 7.479 8.309 2/11/13 7.883 -7,033 7,413 380 178,310  301,962 -23,653 278,310
    OBX 25 REC Silicon 4,074.86 1.312 1.824 1/28/13 1.547 -6,303 7,434 1,131 179,441  295,659 -16,219 279,441
  Buy CAC 40 long Credit Agricole 880.27 7.475   4/22/13 6.300 6,580        302,239 -22,799  
    OBX 25 Norwegian 2.25 2,924.050   4/15/13 2,803.560 6,579        308,819 -29,378  
3/11/13 Sell RTX long Magnit 182.95 34.010   2/04/13 34.660 -6,341 6,222 -119 179,322  302,478 -23,156 279,322
    Topix (FRA) short Kansai Electric Pwr 1,184.50 6.145 5.259 9/03/12 5.702 -6,754 6,229 -525 178,797  295,724 -16,927 278,797
  Buy RTX RusHydro 3,896.43 1.680   9/14/15 0.774 6,546        302,270 -23,473  
    Topix (FRA) long Mazda Motor 529.83 12.355   4/01/13 11.250 6,546        308,816 -30,019  
3/18/13 Sell OMXH 25 long Orion 269.19 22.000   12/31/12 22.200 -5,976 5,922 -54 178,743  302,840 -24,096 278,743
  Buy   short Outokumpu 1,153.26 5.520   9/16/13 4.600 6,366        309,206 -30,462  
3/25/13 Sell Athex LC long Alpha Bank 100.81 37.850   9/03/12 67.000 -6,754 3,816 -2,939 175,804  302,451 -26,647 275,804
  Buy   short Eurobank Ergasias 23.95 260.000   9/30/13 50.000 6,227        308,678 -32,874  
4/01/13 Sell Topix (FRA) long Mazda Motor 529.83 11.250   3/11/13 12.355 -6,546 5,961 -585 175,219  302,132 -26,913 275,219
  Buy   short Nidec 566.72 10.953   4/15/13 10.948 6,207        308,339 -33,120  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,729.74 3.018   9/17/12 2.431 -6,636 8,239 1,603 176,822  301,703 -24,881 276,822
4/15/13 Sell OBX 25 long Norwegian 2.25 2,803.560   2/25/13 2,924.050 -6,579 6,308 -271 176,551  295,124 -18,573 276,551
    Topix (FRA) short Nidec 566.72 10.948 10.957 4/01/13 10.953 -6,207 6,210 3 176,554  288,917 -12,363 276,554
  Buy OBX 25 Frontline 890.88 7.413   10/21/13 8.829 6,604        295,521 -18,967  
    Topix (FRA) long Mazda Motor 564.20 11.705   6/03/13 14.600 6,604        302,125 -25,571  
4/22/13 Sell France long Eurofins Scientific 495.51 15.325   8/13/12 10.355 -5,131 7,594 2,463 179,017  296,994 -17,977 279,017
    HSI Galaxy Entertainment 2,667.18 3.135   8/20/12 2.352 -6,274 8,361 2,087 181,103  290,720 -9,617 281,103
    CAC 40 Credit Agricole 880.27 6.300   2/25/13 7.475 -6,580 5,546 -1,034 180,069  284,140 -4,071 280,069
    TSX 60 Couche-Tard 938.52 7.405   8/20/12 6.685 -6,274 6,950 676 180,745  277,866 2,879 280,745
    CAC Mid 60 Eurofins Scientific 574.18 15.325   9/10/12 11.000 -6,316 8,799 2,483 183,228  271,550 11,678 283,228
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX MBB 342.11 17.650   2/18/13 18.500 -6,329 6,038 -291 182,937  265,221 17,716 282,937
  Buy France short ArcelorMittal 285.93 26.286   5/06/13 29.061 7,516        272,737 10,200  
    HSI China Shenhua HK 2,954.17 2.544   9/16/13 2.475 7,516        280,253 2,684  
    CAC 40 ArcelorMittal 285.93 26.286   8/05/13 28.620 7,516        287,769 -4,832  
    TSX 60 Barrick Gold 519.64 14.464   9/30/13 13.729 7,516        295,285 -12,348  
    CAC Mid 60 CGG 15.09 497.920   4/29/13 532.320 7,514        302,799 -19,861  
    GEX YOC 1,488.61 5.049   9/23/13 2.219 7,516        310,315 -27,377  
4/29/13 Sell SSE 50 long China Rwy Constr 8,649.44 0.634   12/10/12 0.716 -6,193 5,486 -707 182,230  304,122 -21,891 282,230
    ÖkoDAX PNE Wind 2,520.79 2.700   2/11/13 2.790 -7,033 6,806 -227 182,004  297,089 -15,085 282,004
    CAC Mid 60 short CGG 15.09 532.320 463.520 4/22/13 497.920 -7,514 6,995 -519 181,485  289,575 -8,090 281,485
  Buy SSE 50 China Northern Rare 3,010.57 2.270   5/06/13 2.286 6,834        296,409 -14,924  
    ÖkoDAX SolarWorld 64.44 106.050   4/13/15 14.550 6,834        303,243 -21,758  
5/06/13 Sell France short ArcelorMittal 285.93 29.061 23.511 4/22/13 26.286 -7,516 6,723 -793 180,691  295,727 -15,036 280,691
    SSE 50 China Northern Rare 3,010.57 2.286 2.254 4/29/13 2.270 -6,834 6,786 -48 180,643  288,893 -8,250 280,643
  Buy   long China Minsheng Bk 6,475.51 1.052   5/13/13 1.064 6,809        295,702 -15,059  
5/13/13 Sell   long China Minsheng Bk 6,475.51 1.064   5/06/13 1.052 -6,809 6,891 82 180,725  288,893 -8,168 280,725
    HSI-Fin Bank of China (HK) 2,780.29 2.748   9/17/12 2.387 -6,636 7,639 1,003 181,728  282,257 -529 281,728
  Buy SSE 50 short China Northern Rare 2,968.45 2.368   11/04/13 2.137 7,029        289,286 -7,558  
    HSI-Fin Ping An 2,346.13 2.996   10/14/13 2.804 7,029        296,315 -14,587  
5/27/13 Sell MerVal long Gr Fin Galicia 8,626.33 0.697   12/24/12 0.697 -6,016 6,010 -6 181,722  290,299 -8,577 281,722
  Buy   short Pampa Energía 41,941.03 0.163   6/10/13 0.158 6,828        297,127 -15,405  
6/03/13 Sell Nordic 30 long Pandora 458.44 26.264   8/13/12 11.192 -5,131 12,040 6,909 188,631  291,996 -3,364 288,631
    Topix (FRA) Mazda Motor 564.20 14.600   4/15/13 11.705 -6,604 8,237 1,633 190,265  285,392 4,873 290,265
  Buy Nordic 30 short Equinor 425.48 17.340   7/29/13 16.264 7,378        292,770 -2,505  
    Topix (FRA) Inpex 927.70 7.953   11/18/13 8.519 7,378        300,148 -9,883  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/10/13 Sell SDAX long ADLER Real Estate 4,423.57 2.099   12/10/12 1.400 -6,193 9,285 3,092 193,357  293,955 -598 293,357
    HSI-Prop China Ov Land & Inv 1,368.92 2.124   1/16/12 1.541 -2,110 2,907 798 194,155  291,845 2,309 294,155
      China Res Land 1,492.82 2.183   1/16/12 1.413 -2,110 3,258 1,149 195,303  289,736 5,567 295,303
    MerVal short Pampa Energía 41,941.03 0.158 0.168 5/27/13 0.163 -6,828 7,029 201 195,505  282,908 12,597 295,505
    STI long ThaiBev 23,388.31 0.382   7/02/12 0.212 -4,963 8,925 3,962 199,467  277,945 21,522 299,467
  Buy France short ArcelorMittal 284.63 28.191   7/08/13 26.415 8,024        285,969 13,498  
    SDAX Hypoport 1,072.73 7.480   9/30/13 8.120 8,024        293,993 5,474  
    HSI-Prop Hang Lung 1,562.18 2.568   11/18/13 2.531 4,012        298,005 1,462  
      Sino Land 3,728.28 1.076   11/18/13 1.043 4,012        302,017 -2,550  
    MerVal long Telecom Argentina 2,118.38 3.788   6/17/13 3.268 8,024        310,041 -10,574  
    CAC Mid 60 short CGG 14.30 561.120   8/05/13 575.840 8,024        318,065 -18,598  
6/17/13 Sell ISEQ 20 long Kerry Group 78.29 42.250   8/27/12 37.580 -2,942 3,308 366 199,832  315,123 -15,290 299,832
      Smurfit Kappa 449.16 12.270   8/27/12 6.550 -2,942 5,511 2,569 202,401  312,181 -9,779 302,401
    MerVal Telecom Argentina 2,118.38 3.268   6/10/13 3.788 -8,024 6,923 -1,101 201,301  304,157 -2,856 301,301
    Indices OMXC 20 95.11 70.001   9/10/12 66.404 -6,316 6,658 342 201,643  297,841 3,802 301,643
  Buy ISEQ 20 short C&C Group 901.96 4.233   7/29/13 4.100 3,818        301,659 -16  
      CRH 244.26 15.631   7/29/13 15.994 3,818        305,477 -3,834  
    PSI 20 long Teixeira Duarte 14,140.74 0.540   6/24/13 0.570 7,636        313,113 -11,470  
    MerVal short Comercial del Plata 108,620.20 0.070   8/12/13 0.067 7,636        320,749 -19,106  
    Indices RTX 5.48 1,393.590   8/12/13 1,391.500 7,637        328,386 -26,743  
6/24/13 Sell Germany long ADLER Real Estate 5,352.54 2.050   9/10/12 1.180 -6,316 10,973 4,657 206,299  322,070 -15,771 306,299
    MDAX KUKA 224.34 31.820   1/14/13 28.185 -6,323 7,139 815 207,115  315,747 -8,632 307,115
    BEL 20 Galapagos 374.33 14.210   11/12/12 16.910 -6,330 5,319 -1,011 206,104  309,417 -3,313 306,104
    PSI 20 Teixeira Duarte 14,140.74 0.570   6/17/13 0.540 -7,636 8,060 424 206,528  301,781 4,747 306,528
    OMXC 20 Genmab 573.04 22.604   7/16/12 8.469 -4,853 12,953 8,100 214,628  296,928 17,700 314,628
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Electrolux 134.38 19.030   7/23/12 17.722 -2,381 2,557 176 214,804  294,547 20,257 314,804
      Swedbank 172.71 16.871   7/23/12 13.789 -2,381 2,914 532 215,336  292,165 23,171 315,336
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 215,936  287,378 28,558 315,936
    SLI Swiss Life 58.06 120.698   11/26/12 104.219 -6,051 7,008 957 216,893  281,327 35,565 316,893
    BAX KUKA 260.83 31.820   10/29/12 23.375 -6,097 8,300 2,203 219,095  275,230 43,865 319,095
  Buy Germany short SolarWorld 98.68 91.950   7/29/13 77.250 9,074        284,304 34,791  
    MDAX Salzgitter 357.17 25.405   7/01/13 25.340 9,074        293,378 25,717  
    BEL 20 Aperam 1,090.63 8.320   7/15/13 8.461 9,074        302,452 16,643  
    OMXC 20 FLSmidth 259.02 35.032   7/01/13 34.376 9,074        311,526 7,569  
    OMXS 30 Boliden 475.12 9.549   7/08/13 9.256 4,537        316,063 3,032  
      Tele2 516.85 8.778   7/08/13 9.227 4,537        320,600 -1,505  
    FT 30 Man Group 95.26 95.252   7/01/13 100.211 9,074        329,674 -10,578  
    SLI Kühne & Nagel 111.82 81.145   7/08/13 90.725 9,074        338,747 -19,652  
    BAX SFC Energy 1,910.32 4.750   7/01/13 4.650 9,074        347,821 -28,726  
7/01/13 Sell MDAX short Salzgitter 357.17 25.340 25.470 6/24/13 25.405 -9,074 9,097 23 219,119  338,747 -19,629 319,119
    OMXC 20 FLSmidth 259.02 34.376 35.701 6/24/13 35.032 -9,074 9,247 173 219,292  329,673 -10,381 319,292
    FT 30 Man Group 95.26 100.211 90.294 6/24/13 95.252 -9,074 8,601 -472 218,820  320,600 -1,780 318,820
    BAX SFC Energy 1,910.32 4.650 4.852 6/24/13 4.750 -9,074 9,269 195 219,015  311,526 7,489 319,015
  Buy MDAX long Dürr 340.12 23.998   7/28/14 30.355 8,162        319,688 -673  
    OMXC 20 Vestas Wind Systems 756.26 10.793   9/01/14 31.864 8,162        327,850 -8,835  
    FT 30 Lloyds Bank 109.01 74.871   9/09/13 90.907 8,162        336,011 -16,997  
    BAX Morphosys 184.89 44.145   4/14/14 58.270 8,162        344,173 -25,159  
7/08/13 Sell France short ArcelorMittal 284.63 26.415 30.086 6/10/13 28.191 -8,024 8,563 539 219,554  336,149 -16,595 319,554
    OMXS 30 Boliden 475.12 9.256 9.852 6/24/13 9.549 -4,537 4,681 144 219,698  331,612 -11,914 319,698
      Tele2 516.85 9.227 8.329 6/24/13 8.778 -4,537 4,305 -232 219,466  327,075 -7,609 319,466
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Kühne & Nagel 111.82 90.725 71.565 6/24/13 81.145 -9,074 8,002 -1,071 218,395  318,002 393 318,395
  Buy OMXS 30 long Nokia 1,250.78 3.186   10/13/14 6.407 3,984        321,986 -3,591  
      Kinnevik 182.21 21.868   10/13/14 22.475 3,985        325,971 -7,576  
    SLI Lonza 132.37 60.201   8/12/13 56.494 7,969        333,939 -15,545  
7/15/13 Sell BEL 20 short Aperam 1,090.63 8.461 8.179 6/24/13 8.320 -9,074 8,920 -154 218,241  324,865 -6,624 318,241
  Buy   long KBC 248.48 31.350   10/13/14 40.740 7,790        332,655 -14,414  
7/29/13 Sell Germany short SolarWorld 98.68 77.250 109.447 6/24/13 91.950 -9,074 10,800 1,727 219,968  323,582 -3,614 319,968
    ATX long Österreichische Post 195.71 31.600   6/25/12 25.890 -5,067 6,184 1,118 221,085  318,515 2,570 321,085
    ISEQ 20 short C&C Group 901.96 4.100 4.370 6/17/13 4.233 -3,818 3,942 124 221,209  314,697 6,512 321,209
      CRH 244.26 15.994 15.268 6/17/13 15.631 -3,818 3,729 -89 221,120  310,879 10,242 321,120
    Nordic 30 Equinor 425.48 16.264 18.488 6/03/13 17.340 -7,378 7,866 488 221,609  303,501 18,108 321,609
  Buy ATX Raiffeisen Bank Int 367.86 23.085   10/21/13 25.350 8,492        311,993 9,616  
    ISEQ 20 long FBD Holdings 272.18 15.600   8/05/13 16.650 4,246        316,239 5,370  
      Smurfit Kappa 296.92 14.300   8/05/13 15.150 4,246        320,485 1,124  
    Nordic 30 Pandora 295.69 28.719   4/28/14 46.257 8,492        328,977 -7,368  
8/05/13 Sell CAC 40 short ArcelorMittal 285.93 28.620 23.952 4/22/13 26.286 -7,516 6,849 -667 220,941  321,461 -519 320,941
    ISEQ 20 long FBD Holdings 272.18 16.650   7/29/13 15.600 -4,246 4,532 286 221,227  317,215 4,013 321,227
      Smurfit Kappa 296.92 15.150   7/29/13 14.300 -4,246 4,498 252 221,480  312,969 8,511 321,480
    CAC Mid 60 short CGG 14.30 575.840 546.400 6/10/13 561.120 -8,024 7,814 -211 221,269  304,945 16,324 321,269
  Buy ISEQ 20 C&C Group 1,018.96 4.141   9/09/13 4.285 4,220        309,164 12,105  
      Flutter 69.17 61.000   9/09/13 61.200 4,219        313,384 7,886  
8/12/13 Sell MerVal short Comercial del Plata 108,620.20 0.067 0.074 6/17/13 0.070 -7,636 8,016 380 221,649  305,748 15,902 321,649
    SLI long Lonza 132.37 56.494   7/08/13 60.201 -7,969 7,478 -491 221,159  297,779 23,380 321,159
    Indices short RTX 5.48 1,391.500 1,395.690 6/17/13 1,393.590 -7,637 7,648 12 221,170  290,142 31,028 321,170
  Buy MerVal long Telecom Argentina 2,088.53 4.215   2/10/14 2.998 8,804        298,946 22,224  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Merval 17.56 501.316   8/04/14 750.468 8,803        307,749 13,421  
8/26/13 Sell Nikkei (FRA) long Subaru 325.60 18.441   2/11/13 10.800 -3,516 6,004 2,488 223,658  304,233 19,425 323,658
      Mazda Motor 282.56 15.485   2/11/13 12.445 -3,516 4,375 859 224,517  300,716 23,801 324,517
  Buy PSI 20 Teixeira Duarte 12,995.52 0.670   9/02/13 0.650 8,707        309,423 15,094  
    Nikkei (FRA) short Nikon 331.06 13.150   9/09/13 12.596 4,353        313,777 10,740  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,995.52 0.650   8/26/13 0.670 -8,707 8,447 -260 224,257  305,070 19,188 324,257
9/09/13 Sell IBEX 35 short Bankia 288.96 3.016 159.661 2/04/13 21.944 -6,341 46,136 39,795 264,052  298,729 65,323 364,052
    ISEQ 20 C&C Group 1,018.96 4.285 3.997 8/05/13 4.141 -4,220 4,073 -147 263,905  294,509 69,396 363,905
      Flutter 69.17 61.200 60.800 8/05/13 61.000 -4,219 4,206 -14 263,891  290,290 73,602 363,891
    FT 30 long Lloyds Bank 109.01 90.907   7/01/13 74.871 -8,162 9,910 1,748 265,639  282,128 83,511 365,639
    Nikkei (FRA) short Nikon 331.06 12.596 13.728 8/26/13 13.150 -4,353 4,545 191 265,831  277,775 88,056 365,831
  Buy IBEX 35 long Siemens Gamesa 2,109.11 5.380   12/16/13 7.030 11,347        289,122 76,709  
    ISEQ 20 Bank of Ireland 801.34 7.080   10/14/13 6.960 5,673        294,795 71,036  
      Smurfit Kappa 355.71 15.950   10/14/13 17.020 5,674        300,469 65,362  
    PSI 20 Impresa 16,686.76 0.680   9/16/13 0.670 11,347        311,816 54,015  
    FT 30 short Man Group 107.62 105.435   10/14/13 92.741 11,347        323,163 42,668  
    Nikkei (FRA) long Furukawa Co 339.12 16.730   9/30/13 17.160 5,673        328,836 36,995  
      Tokyo Electric Power 1,451.02 3.910   9/30/13 4.520 5,673        334,510 31,321  
9/16/13 Sell HSI short China Shenhua HK 2,954.17 2.475 2.615 4/22/13 2.544 -7,516 7,725 209 266,040  326,994 39,047 366,040
    OMXH 25 Outokumpu 1,153.26 4.600 6.624 3/18/13 5.520 -6,366 7,639 1,273 267,313  320,628 46,686 367,313
    PSI 20 long Impresa 16,686.76 0.670   9/09/13 0.680 -11,347 11,180 -167 267,147  309,281 57,866 367,147
  Buy HSI Galaxy Entertainment 1,985.39 5.352   12/23/13 6.370 10,625        319,906 47,241  
    OMXH 25 Nokia 2,251.06 4.720   10/21/13 5.265 10,625        330,531 36,616  
9/23/13 Sell GEX short YOC 1,488.61 2.219 11.488 4/22/13 5.049 -7,516 17,101 9,585 276,732  323,015 53,717 376,732
  Buy PSI 20 long Teixeira Duarte 16,304.55 0.660   12/09/13 0.920 10,761        333,776 42,956  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 200.88 53.570   4/14/14 65.730 10,761        344,537 32,195  
9/30/13 Sell SDAX short Hypoport 1,072.73 8.120 6.840 6/10/13 7.480 -8,024 7,337 -687 276,045  336,513 39,533 376,045
    TSX 60 Barrick Gold 519.64 13.729 15.238 4/22/13 14.464 -7,516 7,918 402 276,448  328,997 47,451 376,448
    Athex LC Eurobank Ergasias 23.95 50.000 1,352.000 3/25/13 260.000 -6,227 32,380 26,153 302,601  322,770 79,831 402,601
    Nikkei (FRA) long Furukawa Co 339.12 17.160   9/09/13 16.730 -5,673 5,819 146 302,747  317,096 85,651 402,747
      Tokyo Electric Power 1,451.02 4.520   9/09/13 3.910 -5,673 6,559 885 303,632  311,423 92,209 403,632
  Buy SDAX ADLER Real Estate 4,202.03 2.950   10/14/13 3.079 12,396        323,819 79,813  
    HSI-C&I Galaxy Entertainment 2,395.78 5.174   2/03/14 7.265 12,396        336,215 67,417  
    TSX 60 Bausch Health 161.24 76.879   9/29/14 102.197 12,396        348,611 55,021  
    Athex LC Aegean Airlines 2,951.43 4.200   1/27/14 7.210 12,396        361,007 42,625  
    Nikkei (FRA) short Nikon 473.85 13.080   11/04/13 13.433 6,198        367,205 36,427  
    CAC Next 20 SES 586.10 21.150   10/07/13 21.020 12,396        379,601 24,031  
10/07/13 Sell   short SES 586.10 21.020 21.281 9/30/13 21.150 -12,396 12,473 77 303,709  367,205 36,504 403,709
    Nikkei (TYO) long Subaru 771.80 20.003   11/19/12 8.176 -6,310 15,438 9,128 312,837  360,895 51,942 412,837
  Buy CAC Next 20 EDF 489.02 23.760   10/28/13 25.570 11,619        372,514 40,323  
    Nikkei (TYO) short Nikon 918.47 12.650   10/14/13 13.191 11,619        384,133 28,704  
10/14/13 Sell SDAX long ADLER Real Estate 4,202.03 3.079   9/30/13 2.950 -12,396 12,938 542 313,379  371,737 41,642 413,379
    HSI-Fin short Ping An 2,346.13 2.804 3.201 5/13/13 2.996 -7,029 7,510 481 313,860  364,708 49,152 413,860
    ISEQ 20 long Bank of Ireland 801.34 6.960   9/09/13 7.080 -5,673 5,577 -96 313,764  359,034 54,730 413,764
      Smurfit Kappa 355.71 17.020   9/09/13 15.950 -5,674 6,054 381 314,145  353,361 60,784 414,145
    FT 30 short Man Group 107.62 92.741 119.865 9/09/13 105.435 -11,347 12,900 1,553 315,698  342,014 73,684 415,698
    SMI long Richemont 100.44 74.199   12/17/12 59.929 -6,019 7,453 1,433 317,131  335,995 81,136 417,131
    Nikkei (TYO) short Nikon 918.47 13.191 12.110 10/07/13 12.650 -11,619 11,122 -497 316,634  324,376 92,259 416,634
  Buy HSI-Fin long AIA 3,469.04 3.667   1/06/14 3.604 12,722        337,098 79,537  
    ISEQ 20 short C&C Group 1,514.52 4.200   10/28/13 4.008 6,361        343,459 73,176  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Flutter 111.67 56.960   10/28/13 56.500 6,361        349,819 66,815  
    FT 30 long ITV 58.39 217.888   12/02/13 228.772 12,722        362,542 54,093  
    Nikkei (TYO) Tokyo Electric Power 3,259.13 3.904   11/04/13 3.961 12,722        375,264 41,371  
10/21/13 Sell ATX short Raiffeisen Bank Int 367.86 25.350 20.820 7/29/13 23.085 -8,492 7,659 -833 315,801  366,772 49,029 415,801
    OMXH 25 long Nokia 2,251.06 5.265   9/16/13 4.720 -10,625 11,852 1,227 317,028  356,147 60,881 417,028
    OBX 25 short Frontline 890.88 8.829 5.997 4/15/13 7.413 -6,604 5,343 -1,261 315,767  349,543 66,224 415,767
  Buy ATX long Wienerberger 922.23 13.065   8/11/14 11.525 12,049        361,592 54,175  
    SDAX ADLER Real Estate 4,029.77 2.990   3/31/14 5.100 12,049        373,641 42,126  
    OMXH 25 short YIT 1,210.95 9.950   10/28/13 10.035 12,049        385,690 30,077  
    OBX 25 long REC Silicon 3,399.93 3.544   12/16/13 2.538 12,049        397,739 18,028  
10/28/13 Sell ISEQ 20 short C&C Group 1,514.52 4.008 4.401 10/14/13 4.200 -6,361 6,666 305 316,071  391,378 24,694 416,071
      Flutter 111.67 56.500 57.424 10/14/13 56.960 -6,361 6,413 52 316,123  385,017 31,106 416,123
    OMXH 25 YIT 1,210.95 10.035 9.865 10/21/13 9.950 -12,049 11,946 -103 316,020  372,968 43,052 416,020
    CAC Next 20 long EDF 489.02 25.570   10/07/13 23.760 -11,619 12,504 885 316,905  361,349 55,556 416,905
  Buy ISEQ 20 Bank of Ireland 768.95 7.680   11/25/13 8.040 5,906        367,254 49,651  
      Smurfit Kappa 343.14 17.210   11/25/13 17.550 5,905        373,160 43,745  
    OMXH 25 Nokia 2,381.25 4.960   11/11/13 5.770 11,811        384,971 31,934  
    CAC Next 20 short STMicroelectronics 2,111.75 5.593   11/11/13 5.653 11,811        396,782 20,123  
11/04/13 Sell SSE 50 short China Northern Rare 2,968.45 2.137 2.623 5/13/13 2.368 -7,029 7,787 758 317,664  389,753 27,911 417,664
    Nikkei (FRA) Nikon 473.85 13.433 12.727 9/30/13 13.080 -6,198 6,031 -167 317,496  383,555 33,941 417,496
    Nikkei (TYO) long Tokyo Electric Power 3,259.13 3.961   10/14/13 3.904 -12,722 12,910 188 317,684  370,833 46,852 417,684
  Buy SSE 50 Shanghai Oriental 2,640.82 4.398   12/23/13 4.388 11,613        382,446 35,239  
    Nikkei (FRA) Softbank 203.38 28.550   12/16/13 30.884 5,807        388,252 29,432  
      Tokyo Electric Power 1,464.81 3.964   12/16/13 3.730 5,807        394,059 23,626  
    Nikkei (TYO) short Nikon 864.29 13.437   11/18/13 13.220 11,613        405,672 12,013  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/11/13 Sell OMXH 25 long Nokia 2,381.25 5.770   10/28/13 4.960 -11,811 13,740 1,929 319,613  393,861 25,752 419,613
    CAC Next 20 short STMicroelectronics 2,111.75 5.653 5.533 10/28/13 5.593 -11,811 11,684 -127 319,487  382,050 37,437 419,487
  Buy OMXH 25 Outokumpu 3,263.71 3.500   12/02/13 3.690 11,423        393,473 26,014  
    CAC Next 20 long EDF 441.38 25.880   12/09/13 26.640 11,423        404,896 14,591  
11/18/13 Sell HSI-Prop short Hang Lung 1,562.18 2.531 2.606 6/10/13 2.568 -4,012 4,071 59 319,546  400,884 18,662 419,546
      Sino Land 3,728.28 1.043 1.110 6/10/13 1.076 -4,012 4,140 128 319,674  396,872 22,802 419,674
    Topix (FRA) Inpex 927.70 8.519 7.387 6/03/13 7.953 -7,378 6,853 -525 319,149  389,494 29,655 419,149
    Nikkei (TYO) Nikon 864.29 13.220 13.657 11/04/13 13.437 -11,613 11,803 190 319,339  377,881 41,458 419,339
  Buy HSI-Prop long CK Hutchison 485.95 11.852   2/10/14 10.645 5,759        383,640 35,699  
      China Ov Land & Inv 2,481.79 2.321   2/10/14 1.876 5,759        389,400 29,939  
    Topix (FRA) Softbank 402.14 28.644   11/25/13 31.950 11,519        400,919 18,420  
    Nikkei (TYO) MinebeaMitsumi 2,294.03 5.021   3/03/14 6.187 11,519        412,438 6,901  
11/25/13 Sell ISEQ 20 long Bank of Ireland 768.95 8.040   10/28/13 7.680 -5,906 6,182 277 319,616  406,532 13,084 419,616
      Smurfit Kappa 343.14 17.550   10/28/13 17.210 -5,905 6,022 117 319,733  400,627 19,106 419,733
    Topix (FRA) Softbank 402.14 31.950   11/18/13 28.644 -11,519 12,848 1,329 321,062  389,108 31,954 421,062
    GCX SunPower 995.79 21.795   2/11/13 7.063 -7,033 21,703 14,670 335,732  382,075 53,657 435,732
  Buy ISEQ 20 short Flutter 109.10 56.070   12/02/13 56.450 6,117        388,192 47,540  
      Ryanair Holdings 1,048.87 5.832   12/02/13 6.109 6,117        394,309 41,423  
    Topix (FRA) Komatsu 782.08 15.643   6/09/14 16.815 12,234        406,543 29,189  
    GCX Aurubis 288.71 42.375   1/06/14 43.845 12,234        418,777 16,955  
12/02/13 Sell ISEQ 20 short Flutter 109.10 56.450 55.690 11/25/13 56.070 -6,117 6,076 -41 335,690  412,660 23,030 435,690
      Ryanair Holdings 1,048.87 6.109 5.555 11/25/13 5.832 -6,117 5,826 -291 335,400  406,543 28,857 435,400
    OMXH 25 Outokumpu 3,263.71 3.690 3.310 11/11/13 3.500 -11,423 10,803 -620 334,780  395,120 39,660 434,780
    FT 30 long ITV 58.39 228.772   10/14/13 217.888 -12,722 13,358 636 335,415  382,398 53,018 435,415
  Buy ISEQ 20 Bank of Ireland 732.01 8.340   4/14/14 8.250 6,105        388,502 46,913  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 354.12 17.240   4/14/14 17.010 6,105        394,608 40,808  
    OMXH 25 Nokia 2,066.34 5.909   12/09/13 5.850 12,210        406,818 28,598  
    FT 30 short RSA Insurance 21.88 558.095   12/23/13 490.074 12,211        419,029 16,387  
12/09/13 Sell OMXH 25 long Nokia 2,066.34 5.850   12/02/13 5.909 -12,210 12,088 -122 335,293  406,819 28,475 435,293
    PSI 20 Teixeira Duarte 16,304.55 0.920   9/23/13 0.660 -10,761 15,000 4,239 339,533  396,058 43,475 439,533
    CAC Next 20 EDF 441.38 26.640   11/11/13 25.880 -11,423 11,758 335 339,868  384,635 55,233 439,868
  Buy OMXH 25 short Metso Outotec 1,848.14 6.697   5/12/14 8.620 12,377        397,012 42,856  
    CAC Next 20 STMicroelectronics 2,271.01 5.450   1/13/14 5.763 12,377        409,389 30,479  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,109.11 7.030   9/09/13 5.380 -11,347 14,827 3,480 343,348  398,042 45,306 443,348
    OBX 25 REC Silicon 3,399.93 2.538   10/21/13 3.544 -12,049 8,628 -3,421 339,927  385,993 53,934 439,927
    Nikkei (FRA) Softbank 203.38 30.884   11/04/13 28.550 -5,807 6,281 475 340,401  380,186 60,215 440,401
      Tokyo Electric Power 1,464.81 3.730   11/04/13 3.964 -5,807 5,464 -343 340,059  374,380 65,679 440,059
    DJ Global Titans Bank of America 846.38 11.075   10/29/12 7.204 -6,097 9,373 3,277 343,335  368,283 75,052 443,335
  Buy IBEX 35 short Acciona 325.93 39.760   1/20/14 48.255 12,959        381,242 62,093  
    OBX 25 TGS-NOPEC 763.54 16.972   12/23/13 17.469 12,959        394,201 49,134  
    Nikkei (FRA) Nitto Denko 223.58 28.981   12/30/13 30.258 6,480        400,680 42,655  
      Pacific Metals 260.64 24.860   12/30/13 26.180 6,480        407,160 36,175  
    CAC Mid 60 Adocia 2,269.53 5.710   12/23/13 5.660 12,959        420,119 23,216  
    DJ Global Titans IBM 100.27 129.242   12/23/13 133.044 12,959        433,078 10,257  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,640.82 4.388   11/04/13 4.398 -11,613 11,588 -25 343,310  421,465 21,845 443,310
    HSI Galaxy Entertainment 1,985.39 6.370   9/16/13 5.352 -10,625 12,647 2,022 345,332  410,840 34,493 445,332
    OBX 25 short TGS-NOPEC 763.54 17.469 16.475 12/16/13 16.972 -12,959 12,579 -380 344,953  397,881 47,072 444,953
    FT 30 RSA Insurance 21.88 490.074 635.558 12/02/13 558.095 -12,211 13,906 1,695 346,648  385,670 60,978 446,648
    CAC Mid 60 Adocia 2,269.53 5.660 5.760 12/16/13 5.710 -12,959 13,073 114 346,762  372,711 74,051 446,762
    DJ Global Titans IBM 100.27 133.044 125.440 12/16/13 129.242 -12,959 12,578 -381 346,381  359,752 86,629 446,381
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 Poly Developments 20,797.57 0.641   6/02/14 0.591 13,325        373,077 73,304  
    PSI 20 long Impresa 12,224.77 1.090   5/12/14 1.759 13,325        386,402 59,979  
    OBX 25 DNO International 4,584.71 2.906   2/17/14 2.830 13,325        399,727 46,654  
    FT 30 Int Cons Airlines 28.26 471.516   1/27/14 485.635 13,325        413,052 33,329  
    DJ Global Titans Alphabet A 32.63 408.320   10/27/14 433.045 13,323        426,375 20,006  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 223.58 30.258 27.704 12/16/13 28.981 -6,480 6,194 -286 346,095  419,896 26,200 446,095
      Pacific Metals 260.64 26.180 23.540 12/16/13 24.860 -6,480 6,135 -344 345,751  413,416 32,335 445,751
  Buy   long MinebeaMitsumi 1,133.32 5.273   2/10/14 6.030 5,976        419,392 26,359  
      Softbank 188.96 31.625   2/10/14 27.751 5,976        425,368 20,383  
1/06/14 Sell HSI-Fin long AIA 3,469.04 3.604   10/14/13 3.667 -12,722 12,504 -218 345,533  412,646 32,887 445,533
    GCX short Aurubis 288.71 43.845 40.905 11/25/13 42.375 -12,234 11,810 -424 345,109  400,412 44,697 445,109
  Buy HSI-Fin ICBC 26,097.61 0.469   6/02/14 0.478 12,245        412,657 32,452  
    SLI long Vifor Pharma 165.43 74.020   1/27/14 69.103 12,245        424,902 20,207  
    GCX Vestas Wind Systems 490.85 24.946   2/03/14 23.946 12,245        437,147 7,962  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,271.01 5.763 5.137 12/09/13 5.450 -12,377 11,666 -711 344,398  424,770 19,628 444,398
  Buy   long Natixis 2,450.36 4.734   6/23/14 4.867 11,600        436,370 8,028  
1/20/14 Sell IBEX 35 short Acciona 325.93 48.255 31.265 12/16/13 39.760 -12,959 10,190 -2,769 341,629  423,411 18,218 441,629
  Buy   long Siemens Gamesa 1,359.83 8.454   1/27/14 7.622 11,496        434,907 6,722  
    NZX 50 short Chorus 12,271.56 0.937   6/02/14 1.063 11,496        446,403 -4,774  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,359.83 7.622   1/20/14 8.454 -11,496 10,365 -1,131 340,498  434,907 5,591 440,498
    Athex LC Aegean Airlines 2,951.43 7.210   9/30/13 4.200 -12,396 21,280 8,884 349,382  422,511 26,871 449,382
    FT 30 Int Cons Airlines 28.26 485.635   12/23/13 471.516 -13,325 13,724 399 349,781  409,186 40,595 449,781
    SLI Vifor Pharma 165.43 69.103   1/06/14 74.020 -12,245 11,432 -813 348,967  396,941 52,026 448,967
  Buy IBEX 35 short Repsol 714.64 17.525   2/17/14 17.625 12,524        409,465 39,502  
    Athex LC Eurobank Ergasias 255.59 49.000   5/09/16 0.875 12,524        421,989 26,978  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,395.78 7.265   9/30/13 5.174 -12,396 17,404 5,008 353,976  409,593 44,383 453,976
    GCX Vestas Wind Systems 490.85 23.946   1/06/14 24.946 -12,245 11,754 -491 353,485  397,348 56,137 453,485
  Buy FT 30 Int Cons Airlines 25.50 499.638   2/10/14 509.014 12,741        410,089 43,396  
    GCX short Aurubis 313.79 40.600   3/03/14 38.880 12,740        422,828 30,656  
2/10/14 Sell HSI-Prop long CK Hutchison 485.95 10.645   11/18/13 11.852 -5,759 5,173 -586 352,898  417,069 35,829 452,898
      China Ov Land & Inv 2,481.79 1.876   11/18/13 2.321 -5,759 4,656 -1,104 351,794  411,309 40,485 451,794
    MerVal Telecom Argentina 2,088.53 2.998   8/12/13 4.215 -8,804 6,262 -2,542 349,253  402,505 46,747 449,253
    FT 30 Int Cons Airlines 25.50 509.014   2/03/14 499.638 -12,741 12,980 239 349,492  389,765 59,727 449,492
    Nikkei (FRA) MinebeaMitsumi 1,133.32 6.030   12/30/13 5.273 -5,976 6,834 858 350,350  383,789 66,561 450,350
      Softbank 188.96 27.751   12/30/13 31.625 -5,976 5,244 -732 349,617  377,813 71,805 449,617
  Buy HSI-Prop short New World Dev 1,846.84 3.529   7/28/14 3.549 6,518        384,330 65,287  
      The Wharf 3,522.40 1.850   7/28/14 2.205 6,518        390,848 58,770  
    Nikkei (FRA) Hitachi Zosen 1,528.85 4.263   6/30/14 3.700 6,517        397,365 52,252  
      Nitto Denko 208.25 31.297   6/30/14 33.890 6,518        403,883 45,735  
2/17/14 Sell IBEX 35 short Repsol 714.64 17.625 17.425 1/27/14 17.525 -12,524 12,453 -71 349,546  391,359 58,187 449,546
    OBX 25 long DNO International 4,584.71 2.830   12/23/13 2.906 -13,325 12,976 -349 349,197  378,034 71,163 449,197
  Buy IBEX 35 Siemens Gamesa 1,557.66 8.351   3/10/14 8.580 13,008        391,042 58,155  
    OBX 25 short Petroleum Geo-Srvcs 1,710.45 7.605   6/02/14 7.980 13,008        404,050 45,147  
2/24/14 Buy MerVal long Edenor 39,294.12 0.315   12/15/14 0.569 12,358        416,408 32,789  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,294.03 6.187   11/18/13 5.021 -11,519 14,192 2,673 351,870  404,889 46,981 451,870
    GCX short Aurubis 313.79 38.880 42.396 2/03/14 40.600 -12,740 13,303 564 352,433  392,149 60,284 452,433
  Buy Nikkei (TYO) Hitachi Zosen 3,264.81 3.926   3/31/14 3.419 12,817        404,966 47,467  
    GCX long Vestas Wind Systems 512.32 25.018   4/14/14 29.233 12,817        417,783 34,650  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,557.66 8.580   2/17/14 8.351 -13,008 13,365 357 352,790  404,775 48,015 452,790
  Buy   short Inditex 597.04 20.970   6/09/14 21.750 12,520        417,295 35,495  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/31/14 Sell SDAX long ADLER Real Estate 4,029.77 5.100   10/21/13 2.990 -12,049 20,552 8,503 361,293  405,246 56,047 461,293
    Nikkei (TYO) short Hitachi Zosen 3,264.81 3.419 4.508 3/03/14 3.926 -12,817 14,719 1,902 363,195  392,429 70,766 463,195
  Buy SDAX Koenig & Bauer 1,085.28 12.300   5/05/14 11.730 13,349        405,778 57,417  
    Nikkei (TYO) long MinebeaMitsumi 2,071.83 6.443   4/07/14 6.630 13,349        419,127 44,068  
4/07/14 Sell   long MinebeaMitsumi 2,071.83 6.630   3/31/14 6.443 -13,349 13,735 386 363,581  405,778 57,803 463,581
  Buy   short Hitachi Zosen 3,775.24 3.453   7/28/14 3.842 13,034        418,812 44,769  
4/14/14 Sell ISEQ 20 long Bank of Ireland 732.01 8.250   12/02/13 8.340 -6,105 6,039 -66 363,515  412,707 50,808 463,515
      Smurfit Kappa 354.12 17.010   12/02/13 17.240 -6,105 6,024 -81 363,434  406,602 56,832 463,434
    BAX Morphosys 184.89 58.270   7/01/13 44.145 -8,162 10,774 2,612 366,045  398,440 67,606 466,045
    GEX Manz 200.88 65.730   9/23/13 53.570 -10,761 13,204 2,443 368,488  387,679 80,809 468,488
    GCX Vestas Wind Systems 512.32 29.233   3/03/14 25.018 -12,817 14,977 2,160 370,648  374,862 95,786 470,648
  Buy ISEQ 20 short C&C Group 1,580.36 4.480   1/19/15 3.322 7,080        381,942 88,706  
      Flutter 132.11 53.590   1/19/15 66.350 7,080        389,021 81,626  
    BAX Adva 4,420.86 3.203   4/21/14 3.210 14,160        403,182 67,466  
    GEX 4SC 2,470.19 5.732   1/26/15 3.657 14,160        417,341 53,306  
    GCX EJR 275.02 51.487   4/28/14 51.524 14,160        431,501 39,146  
4/21/14 Sell BAX short Adva 4,420.86 3.210 3.196 4/14/14 3.203 -14,160 14,129 -31 370,617  417,341 53,275 470,617
  Buy   long Sixt 452.71 28.930   5/05/14 28.890 13,097        430,438 40,179  
4/28/14 Sell Nordic 30 long Pandora 295.69 46.257   7/29/13 28.719 -8,492 13,678 5,186 375,802  421,946 53,856 475,802
    GCX short EJR 275.02 51.524 51.450 4/14/14 51.487 -14,160 14,150 -10 375,792  407,786 68,006 475,792
  Buy Germany SolarWorld 440.36 30.870   6/09/14 16.900 13,594        421,380 54,412  
    Nordic 30 Carlsberg A 184.17 73.812   5/05/14 74.896 13,594        434,974 40,818  
    GCX long Vestas Wind Systems 441.21 30.811   5/19/14 35.382 13,594        448,568 27,224  
5/05/14 Sell SDAX short Koenig & Bauer 1,085.28 11.730 12.898 3/31/14 12.300 -13,349 13,998 649 376,441  435,219 41,221 476,441
    Nordic 30 Carlsberg A 184.17 74.896 72.728 4/28/14 73.812 -13,594 13,394 -200 376,241  421,626 54,616 476,241
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX long Sixt 452.71 28.890   4/21/14 28.930 -13,097 13,079 -18 376,223  408,529 67,695 476,223
  Buy SDAX ADLER Real Estate 2,711.27 5.015   5/19/14 5.000 13,597        422,126 54,098  
    Nordic 30 Pandora 279.03 48.729   9/15/14 59.766 13,597        435,723 40,501  
    BAX short Adva 4,249.06 3.200   6/09/14 3.196 13,597        449,320 26,904  
5/12/14 Sell OMXH 25 short Metso Outotec 1,848.14 8.620 4.774 12/09/13 6.697 -12,377 8,823 -3,554 372,669  436,943 35,727 472,669
    PSI 20 long Impresa 12,224.77 1.759   12/23/13 1.090 -13,325 21,503 8,178 380,848  423,618 57,230 480,848
  Buy OMXH 25 Outokumpu 2,013.62 6.680   5/19/14 6.250 13,451        437,069 43,779  
5/19/14 Sell SDAX long ADLER Real Estate 2,711.27 5.000   5/05/14 5.015 -13,597 13,556 -41 380,807  423,472 57,335 480,807
    OMXH 25 Outokumpu 2,013.62 6.250   5/12/14 6.680 -13,451 12,585 -866 379,941  410,021 69,921 479,941
    GCX Vestas Wind Systems 441.21 35.382   4/28/14 30.811 -13,594 15,611 2,017 381,958  396,426 85,531 481,958
  Buy HSI Citic Pacific 10,951.83 1.295   11/10/14 1.393 14,187        410,613 71,344  
    SDAX short WCM 8,740.68 1.623   5/26/14 1.623 14,187        424,800 57,157  
    OMXH 25 YIT 1,917.16 7.400   1/26/15 5.508 14,187        438,987 42,970  
    GCX Energy Recovery 4,209.17 3.371   3/02/15 3.076 14,187        453,174 28,783  
5/26/14 Sell SDAX short WCM 8,740.68 1.623 1.623 5/19/14 1.623 -14,187 14,187 0 381,958  438,987 42,970  
  Buy   long ADLER Real Estate 2,386.00 5.500   6/09/14 6.050 13,123        452,110 29,847  
    HSI-C&I Tencent 1,290.40 10.170   10/06/14 12.196 13,123        465,233 16,724  
6/02/14 Sell SSE 50 short Poly Developments 20,797.57 0.591 0.695 12/23/13 0.641 -13,325 14,448 1,123 383,081  451,908 31,172 483,081
    HSI-Fin ICBC 26,097.61 0.478 0.460 1/06/14 0.469 -12,245 12,015 -230 382,851  439,663 43,188 482,851
    OBX 25 Petroleum Geo-Srvcs 1,710.45 7.980 7.230 2/17/14 7.605 -13,008 12,367 -641 382,210  426,655 55,555 482,210
    NZX 50 Chorus 12,271.56 1.063 0.811 1/20/14 0.937 -11,496 9,947 -1,549 380,662  415,159 65,502 480,662
  Buy SSE 50 long Sinolink Secs 11,873.04 1.150   6/23/14 1.117 13,654        428,813 51,848  
    HSI-Fin HK Exchgs & Clrg 997.71 13.685   9/29/14 17.213 13,654        442,468 38,194  
    OBX 25 Grieg Seafood 4,047.55 3.373   6/30/14 3.430 13,654        456,122 24,540  
    FT 30 National Grid 12.37 1,103.450   6/09/14 1,037.210 13,650        469,771 10,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 Tourism 19,609.36 0.696   7/21/14 0.758 13,654        483,425 -2,763  
6/09/14 Sell Germany short SolarWorld 440.36 16.900 56.388 4/28/14 30.870 -13,594 24,831 11,237 391,899  469,831 22,068 491,899
    SDAX long ADLER Real Estate 2,386.00 6.050   5/26/14 5.500 -13,123 14,435 1,312 393,211  456,708 36,503 493,211
    IBEX 35 short Inditex 597.04 21.750 20.190 3/10/14 20.970 -12,520 12,054 -466 392,746  444,188 48,557 492,746
    FT 30 long National Grid 12.37 1,037.210   6/02/14 1,103.450 -13,650 12,830 -819 391,926  430,539 61,387 491,926
    Topix (FRA) short Komatsu 782.08 16.815 14.471 11/25/13 15.643 -12,234 11,317 -917 391,010  418,305 72,705 491,010
    BAX Adva 4,249.06 3.196 3.204 5/05/14 3.200 -13,597 13,614 17 391,027  404,708 86,319 491,027
  Buy Germany long RIB Software 1,030.93 14.000   7/28/14 10.655 14,433        419,141 71,886  
    SDAX short WCM 9,024.29 1.599   12/29/14 1.381 14,433        433,574 57,453  
    IBEX 35 long Bankia 2,359.88 6.116   6/16/14 5.880 14,433        448,007 43,020  
    FT 30 short Tesco 31.34 460.539   11/17/14 306.530 14,433        462,440 28,587  
    Topix (FRA) long Fujitsu 288.49 50.030   9/15/14 48.100 14,433        476,873 14,153  
    BAX Cancom 731.16 19.740   6/16/14 18.403 14,433        491,306 -280  
6/16/14 Sell IBEX 35 long Bankia 2,359.88 5.880   6/09/14 6.116 -14,433 13,876 -557 390,470  476,873 13,596 490,470
    BAX Cancom 731.16 18.403   6/09/14 19.740 -14,433 13,455 -978 389,492  462,440 27,052 489,492
  Buy IBEX 35 short ArcelorMittal 393.81 32.790   3/02/15 28.860 12,913        475,353 14,139  
    BAX Adva 4,117.67 3.136   6/23/14 3.096 12,913        488,266 1,226  
6/23/14 Sell SSE 50 long Sinolink Secs 11,873.04 1.117   6/02/14 1.150 -13,654 13,262 -392 389,100  474,612 14,488 489,100
    CAC Next 20 Natixis 2,450.36 4.867   1/13/14 4.734 -11,600 11,926 326 389,426  463,012 26,414 489,426
    BAX short Adva 4,117.67 3.096 3.177 6/16/14 3.136 -12,913 13,080 167 389,593  450,099 39,493 489,593
  Buy SSE 50 Kangmei Pharma 15,344.55 0.862   7/07/14 0.868 13,227        463,326 26,266  
    CAC Next 20 Arkema 187.21 70.655   1/26/15 62.720 13,227        476,553 13,039  
    CAC Mid 60 CGG 38.52 343.360   1/19/15 153.600 13,226        489,780 -187  
    BAX long Wacker Neuson 798.25 16.570   7/14/14 17.170 13,227        503,007 -13,414  
6/30/14 Sell OBX 25 long Grieg Seafood 4,047.55 3.430   6/02/14 3.373 -13,654 13,883 229 389,821  489,353 469 489,821
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Hitachi Zosen 1,528.85 3.700 4.912 2/10/14 4.263 -6,517 7,509 992 390,813  482,835 7,978 490,813
      Nitto Denko 208.25 33.890 28.704 2/10/14 31.297 -6,518 5,978 -540 390,273  476,318 13,955 490,273
  Buy OBX 25 Norwegian 5.26 2,398.530   7/07/14 2,546.850 12,616        488,934 1,339  
    Nikkei (FRA) long Fujitsu 114.61 54.990   8/17/15 44.550 6,302        495,236 -4,963  
      MinebeaMitsumi 766.35 8.224   8/17/15 12.573 6,302        501,539 -11,266  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,344.55 0.868 0.856 6/23/14 0.862 -13,227 13,129 -98 390,175  488,312 1,863 490,175
    OBX 25 Norwegian 5.26 2,546.850 2,250.210 6/30/14 2,398.530 -12,616 11,836 -780 389,395  475,695 13,699 489,395
  Buy SSE 50 long AVIC Aviation Engine 4,226.28 2.976   8/03/15 7.097 12,577        488,272 1,122  
    OBX 25 SalMar 933.03 13.480   7/28/14 14.639 12,577        500,849 -11,455  
7/14/14 Sell BAX long Wacker Neuson 798.25 17.170   6/23/14 16.570 -13,227 13,706 479 389,874  487,622 2,251 489,874
7/21/14 Sell NZX 50 long Tourism 19,609.36 0.758   6/02/14 0.696 -13,654 14,862 1,208 391,082  473,968 17,113 491,082
  Buy France short CGG 47.53 267.296   12/29/14 160.352 12,705        486,673 4,408  
    NZX 50 a2 Milk 32,424.71 0.392   7/28/14 0.401 12,704        499,377 -8,296  
7/28/14 Sell Germany long RIB Software 1,030.93 10.655   6/09/14 14.000 -14,433 10,985 -3,448 387,633  484,944 2,689 487,633
    MDAX Dürr 340.12 30.355   7/01/13 23.998 -8,162 10,324 2,162 389,795  476,782 13,013 489,795
    HSI-Prop short New World Dev 1,846.84 3.549 3.509 2/10/14 3.529 -6,518 6,481 -36 389,759  470,264 19,494 489,759
      The Wharf 3,522.40 2.205 1.496 2/10/14 1.850 -6,518 5,270 -1,248 388,511  463,747 24,764 488,511
    OBX 25 long SalMar 933.03 14.639   7/07/14 13.480 -12,577 13,658 1,081 389,593  451,170 38,423 489,593
    NZX 50 short a2 Milk 32,424.71 0.401 0.383 7/21/14 0.392 -12,704 12,415 -289 389,304  438,466 50,838 489,304
    Nikkei (TYO) Hitachi Zosen 3,775.24 3.842 3.063 4/07/14 3.453 -13,034 11,563 -1,471 387,833  425,432 62,401 487,833
  Buy Germany SolarWorld 917.00 15.000   1/12/15 12.350 13,755        439,187 48,646  
    MDAX Südzucker 990.64 13.885   2/02/15 11.245 13,755        452,942 34,891  
    HSI-Prop long CK Hutchison 500.91 13.730   8/24/15 10.950 6,877        459,819 28,014  
      Sino Land 5,493.21 1.252   8/24/15 1.200 6,878        466,697 21,136  
    OBX 25 short Petroleum Geo-Srvcs 2,131.57 6.453   8/11/14 6.127 13,755        480,452 7,381  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 long Tourism 18,485.42 0.744   2/22/16 1.542 13,755        494,207 -6,374  
    BAX Nemetschek 2,164.71 6.354   8/04/14 6.125 13,755        507,962 -20,129  
    Nikkei (TYO) MinebeaMitsumi 1,505.27 9.138   10/20/14 9.651 13,755        521,717 -33,884  
8/04/14 Sell HDAX long Dürr 479.78 28.230   1/23/12 9.125 -4,378 13,544 9,166 396,999  517,339 -20,339 496,999
    MIB Azimut 681.75 18.460   11/05/12 9.304 -6,343 12,585 6,242 403,242  510,996 -7,754 503,242
    BAX Nemetschek 2,164.71 6.125   7/28/14 6.354 -13,755 13,259 -496 402,745  497,241 5,505 502,745
    Indices Merval 17.56 750.468   8/12/13 501.316 -8,803 13,178 4,375 407,121  488,438 18,683 507,121
  Buy HDAX short Südzucker 1,009.60 13.020   1/12/15 11.160 13,145        501,583 5,538  
    Indices PSI 20 2.25 5,854.360   8/18/14 5,654.350 13,172        514,755 -7,635  
8/11/14 Sell ATX long Wienerberger 922.23 11.525   10/21/13 13.065 -12,049 10,629 -1,420 405,700  502,706 2,994 505,700
    DAX Continental 67.93 159.700   7/16/12 71.440 -4,853 10,848 5,996 411,696  497,853 13,843 511,696
    OBX 25 short Petroleum Geo-Srvcs 2,131.57 6.127 6.796 7/28/14 6.453 -13,755 14,487 732 412,427  484,098 28,329 512,427
  Buy ATX Raiffeisen Bank Int 714.86 18.910   2/16/15 13.795 13,518        497,616 14,811  
    DAX Adidas 235.30 57.450   8/18/14 60.070 13,518        511,134 1,293  
    OBX 25 long SalMar 1,026.21 13.173   8/18/14 12.880 13,518        524,652 -12,225  
8/18/14 Sell DAX short Adidas 235.30 60.070 54.830 8/11/14 57.450 -13,518 12,902 -616 411,811  511,134 677 511,811
    OBX 25 long SalMar 1,026.21 12.880   8/11/14 13.173 -13,518 13,217 -300 411,510  497,616 13,894 511,510
    Indices short PSI 20 2.25 5,654.350 6,061.440 8/04/14 5,854.360 -13,172 13,638 466 411,976  484,444 27,532 511,976
  Buy DAX long Vonovia 590.76 22.830   10/06/14 22.420 13,487        497,931 14,045  
    OBX 25 short Petroleum Geo-Srvcs 2,211.09 6.100   2/16/15 5.700 13,487        511,418 558  
    Indices long Merval 17.20 784.124   10/06/14 1,022.100 13,487        524,905 -12,929  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 756.26 31.864   7/01/13 10.793 -8,162 24,097 15,935 427,912  516,743 11,169 527,912
  Buy   short Demant 1,145.74 11.763   9/08/14 11.966 13,477        530,220 -2,308  
9/08/14 Sell   short Demant 1,145.74 11.966 11.559 9/01/14 11.763 -13,477 13,244 -233 427,678  516,743 10,935 527,678
  Buy   long Pandora 234.36 57.454   9/29/14 61.631 13,465        530,208 -2,529  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/15/14 Sell Nordic 30 long Pandora 279.03 59.766   5/05/14 48.729 -13,597 16,676 3,079 430,758  516,611 14,147 530,758
    Topix (FRA) Fujitsu 288.49 48.100   6/09/14 50.030 -14,433 13,876 -557 430,201  502,178 28,023 530,201
  Buy Nordic 30 short Volvo 1,587.38 8.791   11/10/14 9.334 13,955        516,133 14,068  
    Topix (FRA) Aeon 1,777.48 7.851   1/05/15 8.291 13,955        530,088 113  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 997.71 17.213   6/02/14 13.685 -13,654 17,173 3,519 433,720  516,434 17,286 533,720
    TSX 60 Bausch Health 161.24 102.197   9/30/13 76.879 -12,396 16,478 4,082 437,802  504,038 33,765 537,802
    OMXC 20 Pandora 234.36 61.631   9/08/14 57.454 -13,465 14,444 979 438,781  490,573 48,208 538,781
  Buy HSI-Fin short ICBC 29,465.86 0.498   11/03/14 0.526 14,674        505,247 33,534  
    TSX 60 Yamana Gold 3,059.25 4.797   3/23/15 3.713 14,674        519,921 18,860  
10/06/14 Sell DAX long Vonovia 590.76 22.420   8/18/14 22.830 -13,487 13,245 -242 438,539  506,434 32,105 538,539
    HSI-C&I Tencent 1,290.40 12.196   5/26/14 10.170 -13,123 15,738 2,615 441,154  493,311 47,843 541,154
    Indices Merval 17.20 1,022.100   8/18/14 784.124 -13,487 17,580 4,093 445,247  479,824 65,423 545,247
  Buy DAX short Deutsche Lufthansa 1,263.74 12.080   11/17/14 13.145 15,266        495,090 50,157  
    HSI-C&I Galaxy Entertainment 3,098.81 4.926   4/13/15 4.822 15,266        510,356 34,891  
    PSI 20 Pharol 9,365.64 1.630   2/23/15 0.697 15,266        525,622 19,625  
    Indices PSI 20 2.76 5,537.710   2/23/15 5,494.440 15,284        540,906 4,341  
10/13/14 Sell S&P 100 long Gilead Sciences 264.77 79.611   9/17/12 25.063 -6,636 21,079 14,443 459,690  534,270 25,420 559,690
    BEL 20 KBC 248.48 40.740   7/15/13 31.350 -7,790 10,123 2,333 462,023  526,480 35,543 562,023
    OMXS 30 Nokia 1,250.78 6.407   7/08/13 3.186 -3,984 8,013 4,029 466,052  522,496 43,556 566,052
      Kinnevik 182.21 22.475   7/08/13 21.868 -3,985 4,095 111 466,162  518,511 47,651 566,162
  Buy S&P 100 short General Motors 656.35 23.379   10/27/14 23.689 15,345        533,856 32,306  
    BEL 20 Galapagos 1,380.57 11.115   11/17/14 12.800 15,345        549,201 16,961  
    OMXS 30 Lundin 686.79 11.172   11/03/14 11.400 7,672        556,874 9,289  
      MTG 331.78 23.125   11/03/14 24.302 7,672        564,546 1,616  
10/20/14 Sell Kospi 50 long Amorepacific Group 182.03 87.497   7/23/12 26.166 -4,763 15,927 11,164 477,327  559,783 17,543 577,327
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Roche 18.66 222.572   12/19/11 129.719 -2,421 4,153 1,733 479,059  557,363 21,697 579,059
    Nikkei (TYO) MinebeaMitsumi 1,505.27 9.651   7/28/14 9.138 -13,755 14,527 772 479,831  543,608 36,223 579,831
    SP Global 100 Apple 308.29 19.487   4/30/12 15.738 -4,852 6,008 1,156 480,987  538,756 42,231 580,987
  Buy Kospi 50 short Hyundai Heavy 186.41 83.577   12/08/14 94.176 15,580        554,335 26,652  
    Europe 50 Deutsche Bank 645.40 24.140   11/10/14 24.160 15,580        569,915 11,072  
    Nikkei (TYO) Toyo Seikan 1,897.34 8.212   10/27/14 8.725 15,580        585,495 -4,508  
    SP Global 100 Deutsche Bank 645.40 24.140   11/03/14 24.800 15,580        601,075 -20,088  
10/27/14 Sell S&P 100 short General Motors 656.35 23.689 23.070 10/13/14 23.379 -15,345 15,142 -203 480,784  585,730 -4,946 580,784
    Nikkei (TYO) Toyo Seikan 1,897.34 8.725 7.698 10/20/14 8.212 -15,580 14,606 -974 479,809  570,150 9,659 579,809
    DJ Global Titans long Alphabet A 32.63 433.045   12/23/13 408.320 -13,323 14,130 807 480,616  556,827 23,789 580,616
  Buy S&P 100 Gilead Sciences 170.41 88.668   6/08/15 100.700 15,110        571,937 8,680  
    Nikkei (TYO) MinebeaMitsumi 1,442.15 10.477   8/24/15 10.589 15,110        587,047 -6,430  
    DJ Global Titans short Samsung Electronics 922.09 16.387   11/10/14 18.745 15,110        602,156 -21,540  
11/03/14 Sell HSI-Fin short ICBC 29,465.86 0.526 0.470 9/29/14 0.498 -14,674 13,861 -813 479,803  587,482 -7,680 579,803
    OMXS 30 Lundin 686.79 11.400 10.943 10/13/14 11.172 -7,672 7,515 -157 479,646  579,810 -164 579,646
      MTG 331.78 24.302 21.949 10/13/14 23.125 -7,672 7,282 -390 479,255  572,138 7,118 579,255
    SP Global 100 Deutsche Bank 645.40 24.800 23.480 10/20/14 24.140 -15,580 15,154 -426 478,829  556,558 22,272 578,829
  Buy HSI-Fin long HK Exchgs & Clrg 850.48 17.669   11/24/14 17.528 15,027        571,585 7,245  
    OMXC 20 Pandora 225.36 66.679   11/17/14 66.322 15,027        586,611 -7,782  
    OMXS 30 Boliden 572.81 13.117   6/08/15 18.209 7,514        594,125 -15,296  
      Electrolux 334.60 22.455   6/08/15 27.196 7,514        601,639 -22,809  
    SP Global 100 Apple 686.24 21.898   8/24/15 22.212 15,027        616,665 -37,836  
11/10/14 Sell HSI long Citic Pacific 10,951.83 1.393   5/19/14 1.295 -14,187 15,256 1,069 479,898  602,478 -22,580 579,898
    Europe 50 short Deutsche Bank 645.40 24.160 24.120 10/20/14 24.140 -15,580 15,567 -13 479,885  586,899 -7,013 579,885
    Nordic 30 Volvo 1,587.38 9.334 8.249 9/15/14 8.791 -13,955 13,094 -861 479,024  572,944 6,081 579,024
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 Samsung Electronics 922.09 18.745 14.028 10/27/14 16.387 -15,110 12,935 -2,174 476,850  557,834 19,016 576,850
  Buy HSI Kunlun Energy 14,379.77 1.036   1/12/15 0.825 14,896        572,730 4,120  
    Europe 50 long Novartis 240.58 61.916   8/24/15 69.088 14,896        587,625 -10,776  
    Nordic 30 Pandora 218.56 68.154   6/01/15 91.032 14,896        602,521 -25,671  
    DJ Global Titans Apple 680.21 21.899   12/15/14 21.746 14,896        617,417 -40,567  
11/17/14 Sell DAX short Deutsche Lufthansa 1,263.74 13.145 11.015 10/06/14 12.080 -15,266 13,920 -1,346 475,504  602,151 -26,647 575,504
    BEL 20 Galapagos 1,380.57 12.800 9.430 10/13/14 11.115 -15,345 13,019 -2,326 473,178  586,806 -13,628 573,178
    OMXC 20 long Pandora 225.36 66.322   11/03/14 66.679 -15,027 14,946 -81 473,097  571,779 1,318 573,097
    FT 30 short Tesco 31.34 306.530 691.926 6/09/14 460.539 -14,433 21,685 7,252 480,349  557,346 23,003 580,349
  Buy DAX long Merck (EMD) 196.73 76.670   7/06/15 90.640 15,083        572,429 7,919  
    BEL 20 Proximus 494.52 30.500   11/24/14 30.740 15,083        587,512 -7,163  
    OMXC 20 short FLSmidth 454.57 33.181   11/24/14 35.297 15,083        602,595 -22,247  
    FT 30 long Man Group 88.97 169.534   12/15/14 177.040 15,083        617,679 -37,330  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 850.48 17.528   11/03/14 17.669 -15,027 14,907 -120 480,229  602,652 -22,423 580,229
    BEL 20 Proximus 494.52 30.740   11/17/14 30.500 -15,083 15,202 119 480,348  587,569 -7,221 580,348
    OMXC 20 short FLSmidth 454.57 35.297 31.065 11/17/14 33.181 -15,083 14,121 -962 479,386  572,486 6,900 579,386
  Buy HSI-Fin HSBC 1,834.03 7.992   1/26/15 8.332 14,657        587,143 -7,757  
    BEL 20 Galapagos 1,136.20 12.900   12/01/14 13.020 14,657        601,800 -22,414  
    OMXC 20 long Pandora 218.09 67.207   8/17/15 107.440 14,657        616,457 -37,071  
12/01/14 Sell BEL 20 short Galapagos 1,136.20 13.020 12.780 11/24/14 12.900 -14,657 14,521 -136 479,249  601,800 -22,551 579,249
  Buy   long Proximus 440.27 31.610   12/15/14 29.550 13,917        615,717 -36,467  
12/08/14 Sell Kospi 50 short Hyundai Heavy 186.41 94.176 72.978 10/20/14 83.577 -15,580 13,604 -1,976 477,274  600,137 -22,864 577,274
  Buy   long Amorepacific Group 167.12 82.934   7/06/15 157.893 13,860        613,997 -36,723  
12/15/14 Sell BEL 20 long Proximus 440.27 29.550   12/01/14 31.610 -13,917 13,010 -907 476,367  600,080 -23,713 576,367
    MerVal Edenor 39,294.12 0.569   2/24/14 0.315 -12,358 22,343 9,985 486,351  587,722 -1,371 586,351
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 88.97 177.040   11/17/14 169.534 -15,083 15,751 668 487,019  572,639 14,380 587,019
    DJ Global Titans Apple 680.21 21.746   11/10/14 21.899 -14,896 14,792 -104 486,915  557,743 29,172 586,915
  Buy BEL 20 short Umicore 988.26 15.585   1/19/15 16.578 15,402        573,145 13,770  
    FT 30 Tesco 58.68 262.480   12/22/14 292.250 15,402        588,547 -1,632  
    DJ Global Titans Gazprom 4,615.52 3.337   3/02/15 4.494 15,402        603,949 -17,034  
12/22/14 Sell TecDAX short SMA Solar 220.48 14.800 46.789 5/21/12 26.315 -5,802 10,316 4,514 491,429  598,147 -6,718 591,429
    FT 30 Tesco 58.68 292.250 232.709 12/15/14 262.480 -15,402 13,655 -1,747 489,682  582,745 6,937 589,682
  Buy TecDAX long Dialog Semiconductor 509.31 29.285   6/01/15 51.190 14,915        597,660 -7,978  
    FT 30 Man Group 74.34 200.637   1/05/15 211.401 14,915        612,575 -22,893  
12/29/14 Sell France short CGG 47.53 160.352 445.565 7/21/14 267.296 -12,705 21,178 8,473 498,155  599,871 -1,716 598,155
    SDAX WCM 9,024.29 1.381 1.852 6/09/14 1.599 -14,433 16,709 2,276 500,431  585,438 14,994 600,431
  Buy France long Adocia 322.54 47.700   6/08/15 66.230 15,385        600,823 -391  
    SDAX Patrizia Immobilien 1,250.81 12.300   1/19/15 14.055 15,385        616,208 -15,776  
    BAX KUKA 259.57 59.270   7/27/15 74.330 15,385        631,592 -31,161  
1/05/15 Sell FT 30 long Man Group 74.34 211.401   12/22/14 200.637 -14,915 15,716 800 501,232  616,677 -15,445 601,232
    Topix (FRA) short Aeon 1,777.48 8.291 7.411 9/15/14 7.851 -13,955 13,173 -782 500,450  602,722 -2,273 600,450
  Buy FT 30 Tesco 50.86 294.006   1/19/15 365.061 14,953        617,675 -17,226  
    Topix (FRA) long Oriental Land 312.01 47.929   2/02/15 54.216 14,954        632,629 -32,180  
1/12/15 Sell Germany short SolarWorld 917.00 12.350 18.219 7/28/14 15.000 -13,755 16,706 2,951 503,401  618,874 -15,473 603,401
    HSI Kunlun Energy 14,379.77 0.825 1.300 11/10/14 1.036 -14,896 18,699 3,803 507,205  603,978 3,226 607,205
    HDAX Südzucker 1,009.60 11.160 15.190 8/04/14 13.020 -13,145 15,336 2,191 509,395  590,833 18,562 609,395
  Buy Germany long Ströer Media 637.74 24.615   6/15/15 40.315 15,698        606,531 2,864  
    HSI China Life Ins HK 4,736.73 3.314   7/13/15 3.728 15,698        622,229 -12,834  
    HDAX Ströer Media 637.74 24.615   8/24/15 47.670 15,698        637,927 -28,532  
1/19/15 Sell SDAX long Patrizia Immobilien 1,250.81 14.055   12/29/14 12.300 -15,385 17,580 2,195 511,591  622,542 -10,952 611,591
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 short C&C Group 1,580.36 3.322 6.042 4/14/14 4.480 -7,080 9,548 2,468 514,059  615,462 -1,404 614,059
      Flutter 132.11 66.350 40.830 4/14/14 53.590 -7,080 5,394 -1,686 512,373  608,383 3,990 612,373
    BEL 20 Umicore 988.26 16.578 14.593 12/15/14 15.585 -15,402 14,421 -981 511,392  592,981 18,411 611,392
    FT 30 Tesco 50.86 365.061 222.950 1/05/15 294.006 -14,953 11,339 -3,614 507,778  578,027 29,751 607,778
    CAC Mid 60 CGG 38.52 153.600 767.553 6/23/14 343.360 -13,226 29,566 16,340 524,118  564,801 59,317 624,118
  Buy SDAX SGL Carbon 1,212.56 14.090   1/26/15 15.480 17,085        581,886 42,232  
    ISEQ 20 long Glanbia 616.79 13.850   6/08/15 17.420 8,543        590,429 33,689  
      Ryanair Holdings 877.95 9.730   6/08/15 11.660 8,542        598,971 25,147  
    BEL 20 bpost 747.38 22.860   9/28/15 21.000 17,085        616,056 8,062  
    FT 30 Man Group 81.42 209.841   6/08/15 231.072 17,085        633,142 -9,024  
    CAC Mid 60 Adocia 270.33 63.200   6/08/15 66.230 17,085        650,226 -26,108  
1/26/15 Sell SDAX short SGL Carbon 1,212.56 15.480 12.700 1/19/15 14.090 -17,085 15,400 -1,685 522,433  633,141 -10,709 622,433
    HSI-Fin HSBC 1,834.03 8.332 7.651 11/24/14 7.992 -14,657 14,033 -624 521,808  618,484 3,324 621,808
    OMXH 25 YIT 1,917.16 5.508 9.942 5/19/14 7.400 -14,187 19,060 4,873 526,681  604,297 22,384 626,681
    CAC Next 20 Arkema 187.21 62.720 79.594 6/23/14 70.655 -13,227 14,901 1,673 528,355  591,070 37,285 628,355
    GEX 4SC 2,470.19 3.657 8.986 4/14/14 5.732 -14,160 22,197 8,037 536,392  576,910 59,482 636,392
  Buy SDAX long Patrizia Immobilien 1,163.61 14.950   6/29/15 22.015 17,396        594,306 42,086  
    HSI-Fin China Life Ins HK 4,656.69 3.736   8/03/15 3.251 17,396        611,702 24,690  
    OMXH 25 Neste Oil 2,152.97 8.080   5/11/15 7.640 17,396        629,098 7,294  
    GEX Ströer Media 650.32 26.750   6/01/15 38.770 17,396        646,494 -10,102  
2/02/15 Sell MDAX short Südzucker 990.64 11.245 17.145 7/28/14 13.885 -13,755 16,984 3,229 539,621  632,739 6,882 639,621
    AEX KPN 1,564.81 2.756 4.771 10/15/12 3.626 -5,674 7,465 1,791 541,412  627,065 14,347 641,412
    Topix (FRA) long Oriental Land 312.01 54.216   1/05/15 47.929 -14,954 16,916 1,962 543,374  612,111 31,263 643,374
  Buy MDAX Ströer Media 653.94 25.790   11/16/15 61.450 16,865        628,976 14,398  
    Topix (FRA) short Orix 1,693.61 9.958   2/09/15 10.802 16,865        645,841 -2,467  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/09/15 Sell   short Orix 1,693.61 10.802 9.114 2/02/15 9.958 -16,865 15,436 -1,429 541,945  628,976 12,969 641,945
  Buy MerVal long Aluar 17,465.33 0.937   2/16/15 0.944 16,372        645,348 -3,403  
    Topix (FRA) Sony 723.56 22.627   5/18/15 28.471 16,372        661,720 -19,775  
2/16/15 Sell ATX short Raiffeisen Bank Int 714.86 13.795 25.922 8/11/14 18.910 -13,518 18,530 5,012 546,957  648,202 -1,245 646,957
    OBX 25 Petroleum Geo-Srvcs 2,211.09 5.700 6.528 8/18/14 6.100 -13,487 14,434 947 547,904  634,715 13,189 647,904
    MerVal long Aluar 17,465.33 0.944   2/09/15 0.937 -16,372 16,489 117 548,021  618,343 29,678 648,021
  Buy ATX Zumtobel 803.13 21.095   9/07/15 23.775 16,942        635,285 12,736  
    OBX 25 Frontline 1,360.98 12.448   2/23/15 11.234 16,942        652,227 -4,206  
2/23/15 Sell PSI 20 short Pharol 9,365.64 0.697 3.812 10/06/14 1.630 -15,266 35,701 20,435 568,456  636,961 31,495 668,456
    OBX 25 long Frontline 1,360.98 11.234   2/16/15 12.448 -16,942 15,289 -1,653 566,803  620,019 46,784 666,803
    Indices short PSI 20 2.76 5,494.440 5,581.320 10/06/14 5,537.710 -15,284 15,404 120 566,923  604,735 62,188 666,923
  Buy PSI 20 long Altri 6,027.45 3.024   5/25/15 4.081 18,227        622,962 43,961  
    OBX 25 short Seadrill 6.47 2,815.850   4/13/15 2,712.370 18,219        641,181 25,743  
    MerVal long Comercial del Plata 73,704.00 0.247   3/02/15 0.261 18,227        659,408 7,516  
    Indices SSE 50 ew 54.18 336.435   7/27/15 382.611 18,228        677,636 -10,712  
3/02/15 Sell IBEX 35 short ArcelorMittal 393.81 28.860 37.255 6/16/14 32.790 -12,913 14,671 1,758 568,682  664,723 3,959 668,682
    MerVal long Comercial del Plata 73,704.00 0.261   2/23/15 0.247 -18,227 19,244 1,017 569,699  646,496 23,203 669,699
    DJ Global Titans short Gazprom 4,615.52 4.494 2.180 12/15/14 3.337 -15,402 10,062 -5,340 564,359  631,094 33,265 664,359
    GCX Energy Recovery 4,209.17 3.076 3.693 5/19/14 3.371 -14,187 15,546 1,359 565,718  616,907 48,811 665,718
  Buy IBEX 35 long Intl. Cons. Airlines 2,261.14 7.900   3/09/15 7.660 17,863        634,770 30,948  
    DJ Global Titans Apple 619.04 28.856   3/30/15 29.169 17,863        652,633 13,085  
    GCX Shimano 128.37 139.151   6/01/15 129.753 17,863        670,495 -4,777  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,261.14 7.660   3/02/15 7.900 -17,863 17,320 -543 565,175  652,632 12,543 665,175
  Buy   short Endesa 960.43 17.640   3/23/15 18.130 16,942        669,574 -4,399  
    MerVal long Comercial del Plata 61,030.26 0.278   6/29/15 0.285 16,942        686,516 -21,341  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/23/15 Sell IBEX 35 short Endesa 960.43 18.130 17.150 3/09/15 17.640 -16,942 16,471 -471 564,705  669,574 -4,870 664,705
    TSX 60 Yamana Gold 3,059.25 3.713 6.196 9/29/14 4.797 -14,674 18,955 4,281 568,985  654,900 14,085 668,985
  Buy IBEX 35 long Intl. Cons. Airlines 2,108.15 8.100   5/11/15 7.890 17,076        671,976 -2,991  
    TSX 60 Bausch Health 91.91 185.781   5/11/15 200.704 17,075        689,052 -20,066  
3/30/15 Sell DJ Global Titans long Apple 619.04 29.169   3/02/15 28.856 -17,863 18,057 194 569,179  671,189 -2,010 669,179
  Buy   short ConocoPhilips 282.27 59.090   4/27/15 61.591 16,679        687,868 -18,689  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,098.81 4.822 5.033 10/06/14 4.926 -15,266 15,595 329 569,508  672,602 -3,094 669,508
    OBX 25 Seadrill 6.47 2,712.370 2,923.280 2/23/15 2,815.850 -18,219 18,914 695 570,203  654,383 15,820 670,203
    ÖkoDAX SolarWorld 64.44 14.550 772.962 4/29/13 106.050 -6,834 49,810 42,976 613,179  647,549 65,630 713,179
  Buy HSI-C&I long Tencent 935.37 20.815   7/06/15 17.093 19,470        667,019 46,160  
    OBX 25 Frontline 1,422.69 13.685   5/18/15 12.057 19,470        686,489 26,690  
4/27/15 Sell DJ Global Titans short ConocoPhilips 282.27 61.591 56.589 3/30/15 59.090 -16,679 15,973 -706 612,473  669,810 42,663 712,473
  Buy   long Mitsubishi UFJ 2,909.46 6.489   6/08/15 6.373 18,878        688,688 23,785  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,108.15 7.890   3/23/15 8.100 -17,076 16,633 -443 612,030  671,612 40,418 712,030
    OMXH 25 Neste Oil 2,152.97 7.640   1/26/15 8.080 -17,396 16,449 -947 611,083  654,216 56,867 711,083
    TSX 60 Bausch Health 91.91 200.704   3/23/15 185.781 -17,075 18,447 1,372 612,455  637,141 75,314 712,455
  Buy IBEX 35 short Obrascón Huarte Lain 1,028.94 19.140   4/25/16 5.840 19,694        656,835 55,620  
    OMXH 25 Outokumpu 3,761.99 5.235   1/04/16 2.584 19,694        676,529 35,926  
    TSX 60 Cenovus Energy 1,270.09 15.506   3/21/16 12.064 19,694        696,223 16,232  
5/18/15 Sell OBX 25 long Frontline 1,422.69 12.057   4/13/15 13.685 -19,470 17,153 -2,317 610,138  676,753 33,385 710,138
    Topix (FRA) Sony 723.56 28.471   2/09/15 22.627 -16,372 20,600 4,228 614,366  660,381 53,985 714,366
  Buy OBX 25 short REC Silicon 9,075.36 2.117   6/01/15 1.852 19,208        679,589 34,777  
    Topix (FRA) Toshiba 641.76 29.930   5/25/15 30.510 19,208        698,797 15,569  
5/25/15 Sell PSI 20 long Altri 6,027.45 4.081   2/23/15 3.024 -18,227 24,598 6,371 620,737  680,570 40,167 720,737
    Topix (FRA) short Toshiba 641.76 30.510 29.350 5/18/15 29.930 -19,208 18,836 -372 620,365  661,362 59,003 720,365
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 Pharol 38,203.92 0.510   11/23/15 0.369 19,484        680,846 39,519  
    Topix (FRA) long Sony 683.65 28.500   6/01/15 28.394 19,484        700,330 20,035  
6/01/15 Sell TecDAX long Dialog Semiconductor 509.31 51.190   12/22/14 29.285 -14,915 26,072 11,156 631,521  685,415 46,107 731,521
    OBX 25 short REC Silicon 9,075.36 1.852 2.418 5/18/15 2.117 -19,208 21,947 2,739 634,260  666,207 68,053 734,260
    Nordic 30 long Pandora 218.56 91.032   11/10/14 68.154 -14,896 19,896 5,000 639,261  651,311 87,949 739,261
    Topix (FRA) Sony 683.65 28.394   5/25/15 28.500 -19,484 19,412 -72 639,188  631,827 107,361 739,188
    GEX Ströer Media 650.32 38.770   1/26/15 26.750 -17,396 25,213 7,817 647,005  614,431 132,574 747,005
    GCX Shimano 128.37 129.753   3/02/15 139.151 -17,863 16,656 -1,206 645,799  596,568 149,230 745,799
  Buy TecDAX short Aixtron 3,242.75 6.900   4/25/16 4.108 22,375        618,943 126,855  
    OBX 25 long Frontline 1,793.49 12.476   6/08/15 12.298 22,375        641,318 104,480  
    Nordic 30 short Fortum 1,291.86 17.320   11/30/15 13.820 22,375        663,693 82,105  
    Topix (FRA) Toshiba 686.14 32.610   11/16/15 22.410 22,375        686,068 59,730  
    GCX REC Silicon 12,078.92 1.852   10/05/20 0.464 22,375        708,443 37,355  
6/08/15 Sell S&P 100 long Gilead Sciences 170.41 100.700   10/27/14 88.668 -15,110 17,160 2,050 647,849  693,333 54,516 747,849
    France Adocia 322.54 66.230   12/29/14 47.700 -15,385 21,362 5,977 653,826  677,948 75,877 753,826
    ISEQ 20 Glanbia 616.79 17.420   1/19/15 13.850 -8,543 10,744 2,202 656,028  669,406 86,622 756,028
      Ryanair Holdings 877.95 11.660   1/19/15 9.730 -8,542 10,237 1,694 657,722  660,863 96,859 757,722
    OBX 25 Frontline 1,793.49 12.298   6/01/15 12.476 -22,375 22,057 -319 657,404  638,488 118,915 757,404
    OMXS 30 Boliden 572.81 18.209   11/03/14 13.117 -7,514 10,430 2,917 660,320  630,975 129,345 760,320
      Electrolux 334.60 27.196   11/03/14 22.455 -7,514 9,100 1,586 661,906  623,461 138,445 761,906
    FT 30 Man Group 81.42 231.072   1/19/15 209.841 -17,085 18,814 1,729 663,635  606,376 157,259 763,635
    CAC Mid 60 Adocia 270.33 66.230   1/19/15 63.200 -17,085 17,904 819 664,454  589,291 175,163 764,454
    DJ Global Titans Mitsubishi UFJ 2,909.46 6.373   4/27/15 6.489 -18,878 18,542 -336 664,117  570,413 193,705 764,117
  Buy S&P 100 short Norfolk Southern 296.91 80.648   6/15/15 80.979 23,945        594,358 169,759  
    France Solocal 34.19 700.450   11/23/15 390.360 23,948        618,307 145,811  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 Aryzta 1,068.02 11.210   8/10/15 10.893 11,973        630,279 133,838  
      FBD Holdings 1,290.97 9.274   8/10/15 7.120 11,972        642,252 121,866  
    OBX 25 DNO International 18,795.13 1.274   12/21/15 0.607 23,945        666,197 97,921  
    OMXS 30 SSAB 2,338.38 5.120   10/26/15 3.388 11,973        678,169 85,948  
      Telia Company 2,276.70 5.259   10/26/15 4.765 11,972        690,142 73,976  
    FT 30 Tate & Lyle 31.77 753.704   12/28/15 807.108 23,945        714,087 50,031  
    DJ Global Titans BHP 1,258.96 19.020   7/13/15 17.787 23,945        738,032 26,086  
6/15/15 Sell S&P 100 short Norfolk Southern 296.91 80.979 80.318 6/08/15 80.648 -23,945 23,847 -98 664,019  714,087 49,933 764,019
    Germany long Ströer Media 637.74 40.315   1/12/15 24.615 -15,698 25,710 10,013 674,032  698,389 75,643 774,032
  Buy S&P 100 Starbucks 458.47 46.330   7/06/15 49.123 21,241        719,630 54,402  
6/29/15 Sell SDAX long Patrizia Immobilien 1,163.61 22.015   1/26/15 14.950 -17,396 25,617 8,221 682,253  702,234 80,019 782,253
    MerVal Comercial del Plata 61,030.26 0.285   3/09/15 0.278 -16,942 17,388 446 682,698  685,292 97,407 782,698
7/06/15 Sell S&P 100 long Starbucks 458.47 49.123   6/15/15 46.330 -21,241 22,521 1,280 683,979  664,051 119,928 783,979
    Kospi 50 Amorepacific Group 167.12 157.893   12/08/14 82.934 -13,860 26,387 12,527 696,506  650,191 146,315 796,506
    DAX Merck (EMD) 196.73 90.640   11/17/14 76.670 -15,083 17,832 2,748 699,254  635,107 164,147 799,254
    HSI-C&I Tencent 935.37 17.093   4/13/15 20.815 -19,470 15,988 -3,482 695,772  615,637 180,135 795,772
  Buy S&P 100 short Norfolk Southern 310.22 78.643   7/13/15 78.579 24,397        640,034 155,738  
    CAC 40 ArcelorMittal 966.98 25.230   3/27/17 22.800 24,397        664,431 131,341  
    DAX RWE 1,268.04 19.240   7/13/15 20.205 24,397        688,828 106,944  
    HSI-C&I Sands China 7,210.37 3.384   5/09/16 3.084 24,397        713,225 82,547  
7/13/15 Sell S&P 100 short Norfolk Southern 310.22 78.579 78.708 7/06/15 78.643 -24,397 24,417 20 695,792  688,828 106,964 795,792
    HSI long China Life Ins HK 4,736.73 3.728   1/12/15 3.314 -15,698 17,660 1,962 697,755  673,130 124,624 797,755
    DAX short RWE 1,268.04 20.205 18.275 7/06/15 19.240 -24,397 23,173 -1,224 696,531  648,733 147,798 796,531
    DJ Global Titans BHP 1,258.96 17.787 20.338 6/08/15 19.020 -23,945 25,605 1,660 698,191  624,788 173,402 798,191
  Buy S&P 100 long Amazon.com 58.66 414.042   7/27/15 479.746 24,288        649,076 149,115  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI short China Shenhua HK 13,078.29 1.857   4/18/16 1.521 24,289        673,365 124,826  
    DAX long Fresenius 396.49 61.260   7/27/15 61.200 24,289        697,654 100,537  
    DJ Global Titans Mitsubishi UFJ 3,866.81 6.281   7/27/15 6.435 24,289        721,943 76,248  
7/20/15 Sell DJTA long Avis Budget 480.63 38.916   9/24/12 12.419 -5,969 18,704 12,735 710,926  715,974 94,952 810,926
  Buy   short Avis Budget 581.93 38.916   8/03/15 39.514 22,646        738,620 72,305  
7/27/15 Sell S&P 100 long Amazon.com 58.66 479.746   7/13/15 414.042 -24,288 28,142 3,854 714,780  714,332 100,447 814,780
    DAX Fresenius 396.49 61.200   7/13/15 61.260 -24,289 24,265 -24 714,756  690,043 124,713 814,756
    BAX KUKA 259.57 74.330   12/29/14 59.270 -15,385 19,294 3,909 718,665  674,659 144,006 818,665
    Indices SSE 50 ew 54.18 382.611   2/23/15 336.435 -18,228 20,730 2,502 721,167  656,431 164,736 821,167
    DJ Global Titans Mitsubishi UFJ 3,866.81 6.435   7/13/15 6.281 -24,289 24,883 594 721,761  632,142 189,620 821,761
  Buy S&P 100 short ConocoPhilips 553.80 45.655   3/07/16 37.595 25,284        657,426 164,336  
    DAX RWE 1,363.02 18.550   10/19/15 12.230 25,284        682,710 139,052  
    BAX Grammer 962.83 26.260   11/09/15 23.675 25,284        707,994 113,768  
    Indices RTX 24.00 1,053.370   6/06/16 1,104.740 25,281        733,274 88,487  
    DJ Global Titans ConocoPhilips 553.80 45.655   8/03/15 45.385 25,284        758,558 63,203  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,226.28 7.097   7/07/14 2.976 -12,577 29,993 17,417 739,178  745,981 93,196 839,178
    HSI-Fin China Life Ins HK 4,656.69 3.251   1/26/15 3.736 -17,396 15,137 -2,259 736,918  728,585 108,333 836,918
    DJTA short Avis Budget 581.93 39.514 38.317 7/20/15 38.916 -22,646 22,298 -348 736,570  705,939 130,631 836,570
    DJ Global Titans ConocoPhilips 553.80 45.385 45.927 7/27/15 45.655 -25,284 25,435 151 736,721  680,655 156,065 836,721
  Buy SSE 50 China Northern Rare 11,924.19 2.081   1/04/16 1.789 24,819        705,474 131,246  
    HSI-Fin ICBC 39,685.00 0.625   1/04/16 0.538 24,819        730,293 106,427  
    DJTA long JetBlue Airways 1,152.36 21.538   8/24/15 18.277 24,819        755,112 81,608  
    SMI UBS 1,176.13 21.102   8/17/15 20.081 24,819        779,931 56,789  
    SLI Vifor Pharma 233.76 106.171   8/24/15 107.513 24,819        804,750 31,971  
    DJ Global Titans Mitsubishi UFJ 3,826.67 6.486   8/24/15 5.389 24,819        829,569 7,152  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/10/15 Sell ISEQ 20 short Aryzta 1,068.02 10.893 11.536 6/08/15 11.210 -11,973 12,321 348 737,069  817,596 19,473 837,069
      FBD Holdings 1,290.97 7.120 12.080 6/08/15 9.274 -11,972 15,594 3,622 740,691  805,624 35,067 840,691
  Buy   long Kingspan Group 481.69 22.725   8/17/15 22.815 10,946        816,570 24,121  
      Ryanair Holdings 856.53 12.780   8/17/15 12.705 10,946        827,517 13,174  
8/17/15 Sell ASX 50 long James Hardie Ind 696.65 12.058   1/30/12 5.763 -4,015 8,400 4,385 745,076  823,502 21,575 845,076
    ISEQ 20 Kingspan Group 481.69 22.815   8/10/15 22.725 -10,946 10,990 43 745,120  812,555 32,564 845,120
      Ryanair Holdings 856.53 12.705   8/10/15 12.780 -10,946 10,882 -64 745,055  801,609 43,447 845,055
    OMXC 20 Pandora 218.09 107.440   11/24/14 67.207 -14,657 23,432 8,774 753,830  786,952 66,878 853,830
    SMI UBS 1,176.13 20.081   8/03/15 21.102 -24,819 23,618 -1,201 752,629  762,133 90,496 852,629
    Nikkei (FRA) Fujitsu 114.61 44.550   6/30/14 54.990 -6,302 5,106 -1,197 751,432  755,830 95,602 851,432
      MinebeaMitsumi 766.35 12.573   6/30/14 8.224 -6,302 9,635 3,333 754,765  749,528 105,237 854,765
  Buy ASX 50 short Santos 6,027.73 3.982   11/23/15 2.708 24,000        773,528 81,237  
    ISEQ 20 Aryzta 1,093.89 10.970   11/30/15 10.387 12,000        785,528 69,237  
      FBD Holdings 1,739.13 6.900   11/30/15 6.852 12,000        797,528 57,237  
    OMXC 20 GN Store Nord 192.77 124.500   10/05/15 126.375 24,000        821,528 33,238  
    Nikkei (FRA) Sharp 935.31 12.830   11/23/15 10.210 12,000        833,528 21,238  
      IHI 397.48 30.190   11/23/15 25.250 12,000        845,528 9,238  
8/24/15 Sell USA long Alexion 45.02 143.833   11/28/11 50.936 -2,293 6,475 4,182 758,948  843,234 15,713 858,948
    DJIA Visa 128.12 58.880   12/19/11 18.897 -2,421 7,544 5,123 764,070  840,813 23,257 864,070
    Nasdaq 100 Regeneron 37.59 434.608   10/10/11 49.346 -1,855 16,337 14,482 778,552  838,959 39,594 878,552
    Euro 50 ASML 53.41 74.790   1/09/12 32.400 -1,730 3,995 2,264 780,816  837,228 43,588 880,816
      AB InBev 36.44 91.280   1/09/12 47.495 -1,731 3,326 1,596 782,412  835,497 46,914 882,412
    HDAX Ströer Media 637.74 47.670   1/12/15 24.615 -15,698 30,401 14,703 797,115  819,799 77,316 897,115
    FTSE Ashtead 13.87 1,199.890   7/30/12 333.248 -4,622 16,642 12,020 809,135  815,177 93,958 909,135
    HSI-Prop CK Hutchison 500.91 10.950   7/28/14 13.730 -6,877 5,485 -1,392 807,743  808,300 99,443 907,743
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sino Land 5,493.21 1.200   7/28/14 1.252 -6,878 6,592 -286 807,457  801,422 106,035 907,457
    Europe 50 Novartis 240.58 69.088   11/10/14 61.916 -14,896 16,621 1,725 809,183  786,527 122,656 909,183
    DJTA JetBlue Airways 1,152.36 18.277   8/03/15 21.538 -24,819 21,062 -3,757 805,426  761,708 143,718 905,426
    SLI Vifor Pharma 233.76 107.513   8/03/15 106.171 -24,819 25,132 314 805,739  736,889 168,850 905,739
    Nikkei (TYO) MinebeaMitsumi 1,442.15 10.589   10/27/14 10.477 -15,110 15,271 161 805,901  721,779 184,122 905,901
    DJ Global Titans Mitsubishi UFJ 3,826.67 5.389   8/03/15 6.486 -24,819 20,623 -4,196 801,704  696,960 204,744 901,704
    SP Global 100 Apple 686.24 22.212   11/03/14 21.898 -15,027 15,242 215 801,920  681,933 219,987 901,920
  Buy DJIA short Chevron 451.51 62.119   5/30/16 91.551 28,047        709,980 191,939  
    Nasdaq 100 Micron Technology 2,255.02 12.438   8/31/15 14.635 28,047        738,028 163,892  
    Euro 50 E.on 1,611.90 8.700   10/26/15 8.993 14,024        752,051 149,869  
      Banco Santander 2,691.65 5.210   10/26/15 5.230 14,024        766,075 135,845  
    HDAX RWE 2,121.56 13.220   11/23/15 10.895 28,047        794,122 107,798  
    FTSE Glencore 149.67 187.390   5/09/16 167.806 28,047        822,168 79,752  
    HSI-Prop Hang Lung 7,295.55 1.922   6/06/16 1.737 14,024        836,192 65,728  
      The Wharf 8,015.26 1.750   6/06/16 1.945 14,024        850,215 51,705  
    DJCA Chevron 451.51 62.119   8/31/15 72.229 28,047        878,263 23,657  
    Europe 50 Rio Tinto 9.58 2,927.710   10/26/15 3,453.900 28,047        906,310 -4,390  
    DJTA Norfolk Southern 435.68 64.376   8/31/15 69.482 28,047        934,357 -32,437  
    SLI Aryzta 2,992.41 9.373   1/09/17 8.993 28,047        962,404 -60,484  
    CAC Next 20 Casino Guichard 498.35 56.280   1/30/17 49.780 28,047        990,451 -88,531  
    Nikkei (TYO) IHI 1,083.25 25.892   8/08/16 25.014 28,047        1,018,498 -116,578  
    DJ Global Titans ConocoPhilips 758.50 36.977   3/21/16 37.886 28,047        1,046,545 -144,625  
    SP Global 100 RWE 2,121.56 13.220   9/12/16 14.645 28,047        1,074,592 -172,672  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,255.02 14.635 10.240 8/24/15 12.438 -28,047 23,092 -4,955 796,965  1,046,545 -149,580 896,965
    DJCA Chevron 451.51 72.229 52.009 8/24/15 62.119 -28,047 23,483 -4,565 792,400  1,018,498 -126,097 892,400
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Norfolk Southern 435.68 69.482 59.269 8/24/15 64.376 -28,047 25,822 -2,225 790,176  990,451 -100,275 890,176
  Buy Nasdaq 100 long Netflix 192.51 102.576   9/07/15 88.434 19,747        1,010,197 -120,022  
    DJCA JetBlue Airways 992.04 19.906   3/16/20 9.506 19,747        1,029,945 -139,769  
    DJUA short CenterPoint Energy 594.58 16.606   12/07/15 15.137 9,873        1,039,818 -149,642  
      FirstEnergy 346.41 28.503   12/07/15 29.960 9,874        1,049,692 -159,516  
    DJTA long JetBlue Airways 992.04 19.906   1/04/16 20.201 19,747        1,069,439 -179,263  
9/07/15 Sell Nasdaq 100 long Netflix 192.51 88.434   8/31/15 102.576 -19,747 17,024 -2,722 787,453  1,049,692 -162,238 887,453
    ATX Zumtobel 803.13 23.775   2/16/15 21.095 -16,942 19,094 2,152 789,606  1,032,750 -143,144 889,606
  Buy Nasdaq 100 short Micron Technology 1,238.63 15.066   10/19/15 16.912 18,661        1,051,411 -161,805  
    ATX Vienna Insurance 685.06 27.240   3/28/16 18.660 18,661        1,070,072 -180,466  
9/14/15 Sell RTX short RusHydro 3,896.43 0.774 3.647 3/11/13 1.680 -6,546 14,208 7,662 797,268  1,063,526 -166,258 897,268
  Buy USA long JetBlue Airways 785.77 23.257   9/21/15 23.986 18,275        1,081,801 -184,533  
9/21/15 Sell   long JetBlue Airways 785.77 23.986   9/14/15 23.257 -18,275 18,847 572 797,840  1,063,526 -165,685 897,840
  Buy   short Wynn Resorts 307.71 59.482   10/05/15 57.973 18,303        1,081,829 -183,988  
    MIB Saipem 1,799.71 10.170   12/26/16 5.130 18,303        1,100,132 -202,292  
    RTX Mobile TeleSystems 2,886.91 6.340   9/28/15 6.096 18,303        1,118,435 -220,595  
9/28/15 Sell   short Mobile TeleSystems 2,886.91 6.096 6.594 9/21/15 6.340 -18,303 19,036 733 798,573  1,100,132 -201,559 898,573
    BEL 20 long bpost 747.38 21.000   1/19/15 22.860 -17,085 15,695 -1,390 797,183  1,083,047 -185,864 897,183
  Buy RTX Severstal 1,896.14 9.378   11/02/15 10.465 17,782        1,100,829 -203,646  
    BEL 20 short Solvay 198.66 89.510   3/28/16 85.670 17,782        1,118,611 -221,428  
10/05/15 Sell USA short Wynn Resorts 307.71 57.973 61.030 9/21/15 59.482 -18,303 18,780 476 797,659  1,100,308 -202,648 897,659
    OMXC 20 GN Store Nord 192.77 126.375 122.625 8/17/15 124.500 -24,000 23,638 -361 797,298  1,076,308 -179,010 897,298
  Buy USA long Netflix 180.67 99.392   12/14/15 109.790 17,957        1,094,265 -196,967  
    OMXC 20 Genmab 211.10 85.064   11/02/15 91.174 17,957        1,112,222 -214,924  
10/12/15 Buy Kospi 50 long Lotte Chemical 81.83 208.474   4/02/18 330.481 17,059        1,129,281 -231,984  
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 20,685.10 0.825   10/19/15 0.927 17,059        1,146,340 -249,043  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,238.63 16.912 13.219 9/07/15 15.066 -18,661 16,374 -2,287 795,011  1,127,679 -232,669 895,011
    DAX RWE 1,363.02 12.230 28.136 7/27/15 18.550 -25,284 38,350 13,066 808,076  1,102,395 -194,319 908,076
    MerVal long Pampa Energía 20,685.10 0.927   10/12/15 0.825 -17,059 19,165 2,106 810,182  1,085,336 -175,154 910,182
  Buy Nasdaq 100 Amazon.com 36.32 505.914   2/08/16 436.037 18,375        1,103,711 -193,529  
    DAX Fresenius 304.68 60.310   12/21/15 63.430 18,375        1,122,086 -211,904  
    MerVal short YPF 817.42 22.479   10/26/15 25.738 18,375        1,140,461 -230,279  
10/26/15 Sell Euro 50 short E.on 1,611.90 8.993 8.407 8/24/15 8.700 -14,024 13,552 -472 809,710  1,126,438 -216,728 909,710
      Banco Santander 2,691.65 5.230 5.190 8/24/15 5.210 -14,024 13,970 -54 809,656  1,112,414 -202,758 909,656
    OMXS 30 SSAB 2,338.38 3.388 7.737 6/08/15 5.120 -11,973 18,093 6,120 815,777  1,100,442 -184,665 915,777
      Telia Company 2,276.70 4.765 5.804 6/08/15 5.259 -11,972 13,213 1,241 817,018  1,088,469 -171,452 917,018
    Europe 50 Rio Tinto 9.58 3,453.900 2,401.510 8/24/15 2,927.710 -28,047 23,006 -5,041 811,977  1,060,422 -148,445 911,977
    MerVal YPF 817.42 25.738 19.221 10/19/15 22.479 -18,375 15,711 -2,664 809,313  1,042,047 -132,734 909,313
  Buy Euro 50 long Fresenius 151.32 64.150   1/11/16 59.420 9,707        1,051,754 -142,441  
      Inditex 288.81 33.610   1/11/16 29.430 9,707        1,061,461 -152,148  
    OMXS 30 Boliden 555.93 17.461   11/02/15 17.505 9,707        1,071,168 -161,855  
      Svenska Cellulosa B 1,862.54 5.212   11/02/15 5.468 9,707        1,080,875 -171,562  
    Europe 50 SAP 276.83 70.130   12/14/15 69.400 19,414        1,100,289 -190,976  
    MerVal Pampa Energía 16,893.49 1.149   3/07/16 0.728 19,414        1,119,703 -210,390  
11/02/15 Sell RTX long Severstal 1,896.14 10.465   9/28/15 9.378 -17,782 19,843 2,061 811,374  1,101,921 -190,547 911,374
    OMXC 20 Genmab 211.10 91.174   10/05/15 85.064 -17,957 19,247 1,290 812,664  1,083,964 -171,300 912,664
    OMXS 30 Boliden 555.93 17.505   10/26/15 17.461 -9,707 9,731 24 812,688  1,074,257 -161,569 912,688
      Svenska Cellulosa B 1,862.54 5.468   10/26/15 5.212 -9,707 10,183 476 813,165  1,064,550 -151,385 913,165
  Buy RTX short Mobile TeleSystems 3,061.24 6.221   4/25/16 7.952 19,044        1,083,594 -170,429  
    OMXS 30 SSAB 2,819.25 3.378   12/14/15 2.601 9,522        1,093,116 -179,951  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SKF A 592.60 16.068   12/14/15 14.663 9,522        1,102,638 -189,473  
11/09/15 Sell BAX short Grammer 962.83 23.675 29.127 7/27/15 26.260 -25,284 28,045 2,761 815,925  1,077,354 -161,429 915,925
  Buy   long Adva 1,857.41 10.155   11/16/15 10.530 18,862        1,096,216 -180,291  
11/16/15 Sell MDAX long Ströer Media 653.94 61.450   2/02/15 25.790 -16,865 40,185 23,320 839,245  1,079,351 -140,106 939,245
    BSE Sensex 30 Hindustan Unilever 662.41 11.144   1/30/12 6.061 -4,015 7,382 3,367 842,611  1,075,336 -132,725 942,611
    Topix (FRA) short Toshiba 686.14 22.410 47.453 6/01/15 32.610 -22,375 32,559 10,184 852,796  1,052,961 -100,166 952,796
    BAX long Adva 1,857.41 10.530   11/09/15 10.155 -18,862 19,559 697 853,492  1,034,099 -80,607 953,492
  Buy MDAX short Leoni 628.33 34.730   5/30/16 29.880 21,822        1,055,921 -102,429  
    BSE Sensex 30 Bharat Heavy 12,917.01 1.689   6/13/16 1.058 21,822        1,077,743 -124,251  
    SMI LafargeHolcim 432.04 50.510   1/09/17 49.995 21,822        1,099,565 -146,073  
    Topix (FRA) long Ono Pharmaceutical 799.28 27.302   12/14/15 30.520 21,822        1,121,387 -167,895  
    BAX short Leoni 628.33 34.730   11/23/15 36.045 21,822        1,143,209 -189,717  
11/23/15 Sell France short Solocal 34.19 390.360 1,256.870 6/08/15 700.450 -23,948 42,972 19,024 872,516  1,119,261 -146,745 972,516
    ASX 50 Santos 6,027.73 2.708 5.854 8/17/15 3.982 -24,000 35,285 11,285 883,801  1,095,261 -111,459 983,801
    HDAX RWE 2,121.56 10.895 16.041 8/24/15 13.220 -28,047 34,032 5,985 889,787  1,067,214 -77,427 989,787
    PSI 20 Pharol 38,203.92 0.369 0.705 5/25/15 0.510 -19,484 26,930 7,446 897,233  1,047,730 -50,497 997,233
    Nikkei (FRA) Sharp 935.31 10.210 16.122 8/17/15 12.830 -12,000 15,079 3,079 900,312  1,035,730 -35,418 1,000,312
      IHI 397.48 25.250 36.097 8/17/15 30.190 -12,000 14,348 2,348 902,660  1,023,730 -21,070 1,002,660
    BAX Leoni 628.33 36.045 33.415 11/16/15 34.730 -21,822 20,996 -826 901,833  1,001,908 -75 1,001,833
  Buy France long Ubisoft 934.27 26.805   1/11/16 24.260 25,043        1,026,951 -25,118  
    HDAX SMA Solar 524.19 47.775   1/18/16 41.200 25,043        1,051,994 -50,161  
    PSI 20 Altri 4,903.66 5.107   12/07/15 5.008 25,043        1,077,037 -75,204  
    OMXC 20 Genmab 220.84 113.399   2/08/16 88.896 25,043        1,102,080 -100,247  
    Nikkei (FRA) Yamaha 499.46 25.070   12/07/15 22.360 12,521        1,114,602 -112,768  
    BAX Adva 2,257.14 11.095   12/14/15 9.859 25,043        1,139,645 -137,811  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Hypoport 317.00 79.000   12/14/15 70.070 25,043        1,164,688 -162,854  
11/30/15 Sell ISEQ 20 short Aryzta 1,093.89 10.387 11.586 8/17/15 10.970 -12,000 12,673 674 902,507  1,152,688 -150,181 1,002,507
      FBD Holdings 1,739.13 6.852 6.948 8/17/15 6.900 -12,000 12,084 84 902,591  1,140,688 -138,097 1,002,591
    Nordic 30 Fortum 1,291.86 13.820 21.706 6/01/15 17.320 -22,375 28,042 5,667 908,257  1,118,313 -110,055 1,008,257
  Buy Germany long SMA Solar 475.49 47.225   1/11/16 49.315 22,455        1,140,768 -132,510  
    ASX 50 short Origin Energy 5,862.01 3.831   1/04/16 3.253 22,455        1,163,223 -154,965  
    ISEQ 20 long Flutter 93.52 120.050   12/07/15 122.000 11,227        1,174,450 -166,192  
      Dalata Hotel 2,180.10 5.150   12/07/15 5.130 11,228        1,185,677 -177,420  
    Nordic 30 Pandora 200.13 112.200   12/14/15 108.345 22,455        1,208,132 -199,874  
12/07/15 Sell ISEQ 20 long Flutter 93.52 122.000   11/30/15 120.050 -11,227 11,409 182 908,440  1,196,905 -188,465 1,008,440
      Dalata Hotel 2,180.10 5.130   11/30/15 5.150 -11,228 11,184 -44 908,396  1,185,677 -177,281 1,008,396
    PSI 20 Altri 4,903.66 5.008   11/23/15 5.107 -25,043 24,558 -485 907,911  1,160,634 -152,724 1,007,911
    DJUA short CenterPoint Energy 594.58 15.137 18.217 8/31/15 16.606 -9,873 10,831 958 908,869  1,150,761 -141,892 1,008,869
      FirstEnergy 346.41 29.960 27.045 8/31/15 28.503 -9,874 9,369 -505 908,364  1,140,887 -132,523 1,008,364
    Nikkei (FRA) long Yamaha 499.46 22.360   11/23/15 25.070 -12,521 11,168 -1,354 907,010  1,128,366 -121,356 1,007,010
    BSE Sensex 50 Eicher Motors 790.94 22.421   10/24/11 2.335 -1,847 17,734 15,887 922,897  1,126,519 -103,622 1,022,897
  Buy ISEQ 20 short Aryzta 1,084.21 10.598   1/04/16 10.648 11,490        1,138,009 -115,112  
      FBD Holdings 1,684.82 6.820   1/04/16 6.603 11,490        1,149,500 -126,603  
    PSI 20 Pharol 81,492.91 0.282   4/25/16 0.141 22,981        1,172,481 -149,584  
    DJUA long NiSource 650.83 17.655   3/16/20 18.760 11,491        1,183,971 -161,074  
      American Water 213.30 53.870   3/16/20 106.441 11,490        1,195,462 -172,565  
    Nikkei (FRA) short OKI Electric 1,000.91 11.480   3/07/16 12.000 11,490        1,206,952 -184,055  
      Sharp 1,209.53 9.500   3/07/16 13.180 11,491        1,218,443 -195,546  
    BSE Sensex 50 ONGC 11,145.55 2.062   12/21/15 2.125 22,981        1,241,424 -218,527  
12/14/15 Sell USA long Netflix 180.67 109.790   10/05/15 99.392 -17,957 19,836 1,879 924,775  1,223,466 -198,691 1,024,775
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 2,819.25 2.601 4.386 11/02/15 3.378 -9,522 12,364 2,842 927,617  1,213,944 -186,327 1,027,617
      SKF A 592.60 14.663 17.608 11/02/15 16.068 -9,522 10,434 912 928,529  1,204,422 -175,893 1,028,529
    Europe 50 long SAP 276.83 69.400   10/26/15 70.130 -19,414 19,212 -202 928,327  1,185,008 -156,681 1,028,327
    Nordic 30 Pandora 200.13 108.345   11/30/15 112.200 -22,455 21,683 -772 927,556  1,162,554 -134,998 1,027,556
    Topix (FRA) Ono Pharmaceutical 799.28 30.520   11/16/15 27.302 -21,822 24,394 2,572 930,128  1,140,732 -110,604 1,030,128
    BAX Adva 2,257.14 9.859   11/23/15 11.095 -25,043 22,253 -2,790 927,338  1,115,689 -88,351 1,027,338
    GEX Hypoport 317.00 70.070   11/23/15 79.000 -25,043 22,212 -2,831 924,507  1,090,646 -66,138 1,024,507
  Buy OMXS 30 Securitas 894.15 13.398   12/21/15 13.632 11,980        1,102,625 -78,118  
      Swedish Match 386.43 31.000   12/21/15 31.422 11,979        1,114,605 -90,097  
    Europe 50 short Rio Tinto 9.41 2,545.100   12/28/15 2,721.790 23,949        1,138,554 -114,047  
    Nordic 30 Møller-Mærsk B 19.54 1,226.160   4/25/16 1,254.850 23,959        1,162,513 -138,006  
    Topix (FRA) Toshiba 1,103.08 21.720   12/21/15 19.300 23,959        1,186,472 -161,965  
    BAX Leoni 720.90 33.235   7/04/16 24.990 23,959        1,210,431 -185,924  
    GEX Manz 589.25 40.660   5/09/16 36.225 23,959        1,234,390 -209,883  
12/21/15 Sell DAX long Fresenius 304.68 63.430   10/19/15 60.310 -18,375 19,326 951 925,458  1,216,015 -190,557 1,025,458
    OBX 25 short DNO International 18,795.13 0.607 2.673 6/08/15 1.274 -23,945 50,232 26,287 951,745  1,192,070 -140,325 1,051,745
    OMXS 30 long Securitas 894.15 13.632   12/14/15 13.398 -11,980 12,189 209 951,954  1,180,090 -128,137 1,051,954
      Swedish Match 386.43 31.422   12/14/15 31.000 -11,979 12,143 163 952,117  1,168,111 -115,994 1,052,117
    Topix (FRA) short Toshiba 1,103.08 19.300 24.443 12/14/15 21.720 -23,959 26,963 3,004 955,121  1,144,152 -89,031 1,055,121
    BSE Sensex 50 ONGC 11,145.55 2.125 1.999 12/07/15 2.062 -22,981 22,280 -701 954,420  1,121,171 -66,751 1,054,420
  Buy DAX RWE 2,166.83 11.395   12/28/15 11.660 24,691        1,145,862 -91,442  
    OBX 25 long Bakkafrost 939.42 26.283   12/28/15 26.311 24,691        1,170,553 -116,133  
    OMXS 30 short SSAB 5,688.38 2.170   12/28/15 2.409 12,345        1,182,898 -128,478  
      SKF A 845.51 14.601   12/28/15 15.095 12,346        1,195,244 -140,824  
    Topix (FRA) long Ono Pharmaceutical 771.98 31.984   1/04/16 32.298 24,691        1,219,935 -165,515  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Sartorius Stedim 428.85 57.575   12/28/15 57.183 24,691        1,244,626 -190,206  
    BSE Sensex 50 Bajaj Finance 3,041.48 8.118   1/04/16 8.393 24,691        1,269,317 -214,897  
12/28/15 Sell DAX short RWE 2,166.83 11.660 11.130 12/21/15 11.395 -24,691 24,117 -574 953,846  1,244,626 -190,780 1,053,846
    OBX 25 long Bakkafrost 939.42 26.311   12/21/15 26.283 -24,691 24,717 26 953,872  1,219,935 -166,063 1,053,872
    OMXS 30 short SSAB 5,688.38 2.409 1.932 12/21/15 2.170 -12,345 10,987 -1,358 952,513  1,207,590 -155,076 1,052,513
      SKF A 845.51 15.095 14.108 12/21/15 14.601 -12,346 11,928 -417 952,096  1,195,244 -143,148 1,052,096
    Europe 50 Rio Tinto 9.41 2,721.790 2,368.420 12/14/15 2,545.100 -23,949 22,287 -1,663 950,434  1,171,295 -120,861 1,050,434
    FT 30 Tate & Lyle 31.77 807.108 700.300 6/08/15 753.704 -23,945 22,249 -1,697 948,737  1,147,350 -98,613 1,048,737
    CAC Mid 60 long Sartorius Stedim 428.85 57.183   12/21/15 57.575 -24,691 24,523 -168 948,569  1,122,659 -74,090 1,048,569
  Buy USA Energy Recovery 3,763.25 6.473   1/11/16 5.700 24,361        1,147,020 -98,451  
    DAX Adidas 273.44 89.090   3/07/16 96.970 24,361        1,171,380 -122,811  
    OBX 25 short Seadrill 26.67 913.471   5/09/16 892.833 24,362        1,195,743 -147,174  
    OMXS 30 long Securitas 877.87 13.875   1/04/16 13.705 12,180        1,207,923 -159,354  
      Swedish Match 380.28 32.030   1/04/16 31.693 12,180        1,220,103 -171,534  
    Europe 50 SAP 334.35 72.860   1/04/16 70.580 24,361        1,244,464 -195,895  
    FT 30 ITV 65.31 373.033   1/11/16 356.368 24,363        1,268,827 -220,258  
1/04/16 Sell SSE 50 short China Northern Rare 11,924.19 1.789 2.422 8/03/15 2.081 -24,819 28,882 4,063 952,632  1,244,008 -191,376 1,052,632
    ASX 50 Origin Energy 5,862.01 3.253 4.511 11/30/15 3.831 -22,455 26,441 3,986 956,617  1,221,553 -164,936 1,056,617
    HSI-Fin ICBC 39,685.00 0.538 0.727 8/03/15 0.625 -24,819 28,831 4,012 960,629  1,196,734 -136,105 1,060,629
    ISEQ 20 Aryzta 1,084.21 10.648 10.548 12/07/15 10.598 -11,490 11,436 -54 960,575  1,185,243 -124,668 1,060,575
      FBD Holdings 1,684.82 6.603 7.044 12/07/15 6.820 -11,490 11,868 378 960,953  1,173,753 -112,800 1,060,953
    OMXH 25 Outokumpu 3,761.99 2.584 10.606 5/11/15 5.235 -19,694 39,899 20,205 981,157  1,154,059 -72,902 1,081,157
    OMXS 30 long Securitas 877.87 13.705   12/28/15 13.875 -12,180 12,031 -149 981,008  1,141,879 -60,870 1,081,008
      Swedish Match 380.28 31.693   12/28/15 32.030 -12,180 12,052 -128 980,880  1,129,698 -48,818 1,080,880
    Europe 50 SAP 334.35 70.580   12/28/15 72.860 -24,361 23,598 -762 980,117  1,105,337 -25,220 1,080,117
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA JetBlue Airways 992.04 20.201   8/31/15 19.906 -19,747 20,041 293 980,411  1,085,590 -5,179 1,080,411
    Topix (FRA) Ono Pharmaceutical 771.98 32.298   12/21/15 31.984 -24,691 24,933 242 980,653  1,060,899 19,754 1,080,653
    BSE Sensex 50 Bajaj Finance 3,041.48 8.393   12/21/15 8.118 -24,691 25,528 837 981,490  1,036,208 45,282 1,081,490
  Buy SSE 50 Shanghai Pudong 11,201.29 2.515   1/11/16 2.391 28,169        1,064,377 17,113  
    HSI-Fin Hang Seng Bank 1,653.74 17.034   1/11/16 16.023 28,169        1,092,546 -11,056  
    ISEQ 20 Flutter 114.18 123.350   1/18/16 119.900 14,084        1,106,630 -25,140  
      Dalata Hotel 2,617.94 5.380   1/18/16 4.930 14,085        1,120,715 -39,225  
    OMXH 25 Elisa 834.64 33.750   1/11/16 34.422 28,169        1,148,884 -67,394  
    OMXS 30 short SSAB 5,774.94 2.439   4/04/16 3.262 14,085        1,162,969 -81,478  
      SKF A 968.53 14.542   4/04/16 15.448 14,084        1,177,053 -95,563  
    Europe 50 Rio Tinto 10.90 2,585.270   1/25/16 2,112.660 28,179        1,205,232 -123,742  
    DJTA Ryder System 536.20 52.534   2/22/16 53.012 28,169        1,233,401 -151,911  
    Topix (FRA) Toshiba 1,418.38 19.860   8/15/16 25.260 28,169        1,261,570 -180,080  
    BSE Sensex 50 Larsen & Toubro 2,427.17 11.606   3/07/16 10.779 28,169        1,289,739 -208,249  
1/11/16 Sell USA long Energy Recovery 3,763.25 5.700   12/28/15 6.473 -24,361 21,452 -2,909 978,581  1,265,378 -186,798 1,078,581
    Euro 50 Fresenius 151.32 59.420   10/26/15 64.150 -9,707 8,991 -716 977,865  1,255,671 -177,806 1,077,865
      Inditex 288.81 29.430   10/26/15 33.610 -9,707 8,500 -1,207 976,658  1,245,964 -169,307 1,076,658
    France Ubisoft 934.27 24.260   11/23/15 26.805 -25,043 22,665 -2,378 974,280  1,220,921 -146,641 1,074,280
    Germany SMA Solar 475.49 49.315   11/30/15 47.225 -22,455 23,449 994 975,274  1,198,466 -123,192 1,075,274
    SSE 50 Shanghai Pudong 11,201.29 2.391   1/04/16 2.515 -28,169 26,780 -1,389 973,885  1,170,297 -96,412 1,073,885
    HSI-Fin Hang Seng Bank 1,653.74 16.023   1/04/16 17.034 -28,169 26,498 -1,671 972,214  1,142,128 -69,914 1,072,214
    OMXH 25 Elisa 834.64 34.422   1/04/16 33.750 -28,169 28,730 561 972,775  1,113,959 -41,184 1,072,775
    FT 30 ITV 65.31 356.368   12/28/15 373.033 -24,363 23,274 -1,088 971,686  1,089,596 -17,910 1,071,686
    Topix (TYO) Subaru 706.57 33.663   6/11/12 6.048 -4,273 23,785 19,512 991,199  1,085,323 5,875 1,091,199
  Buy Euro 50 short Volkswagen 117.16 117.050   1/25/16 110.750 13,714        1,099,037 -7,838  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Banco Santander 3,361.03 4.080   1/25/16 3.860 13,713        1,112,750 -21,551  
    France Vallourec 104.01 263.680   4/18/16 148.800 27,425        1,140,175 -48,977  
    SSE 50 Haitong Secs 15,597.13 1.758   6/13/16 1.997 27,426        1,167,601 -76,403  
    ASX 50 Origin Energy 10,017.90 2.738   2/29/16 2.906 27,426        1,195,027 -103,829  
    HSI-Fin China Life Ins HK 10,805.72 2.538   6/06/16 1.986 27,426        1,222,453 -131,255  
    OMXH 25 Outokumpu 11,076.74 2.476   4/25/16 3.996 27,426        1,249,879 -158,681  
    FT 30 Tesco 111.15 246.739   1/25/16 258.955 27,425        1,277,304 -186,106  
    Topix (TYO) Toshiba 1,524.95 17.985   10/31/16 33.076 27,426        1,304,730 -213,532  
1/18/16 Sell HDAX long SMA Solar 524.19 41.200   11/23/15 47.775 -25,043 21,597 -3,447 987,752  1,279,687 -191,935 1,087,752
    ISEQ 20 Flutter 114.18 119.900   1/04/16 123.350 -14,084 13,690 -394 987,358  1,265,603 -178,245 1,087,358
      Dalata Hotel 2,617.94 4.930   1/04/16 5.380 -14,085 12,906 -1,178 986,180  1,251,518 -165,338 1,086,180
    QIX Freenet 416.36 28.325   1/23/12 10.515 -4,378 11,793 7,415 993,595  1,247,140 -153,545 1,093,595
  Buy HDAX short Aixtron 7,121.52 3.300   3/14/16 3.331 23,501        1,270,641 -177,046  
    ISEQ 20 Aryzta 1,258.49 9.337   5/30/16 8.843 11,751        1,282,392 -188,797  
      FBD Holdings 1,824.61 6.440   5/30/16 6.529 11,750        1,294,142 -200,547  
    QIX BMW 300.91 78.100   2/08/16 69.300 23,501        1,317,643 -224,048  
1/25/16 Sell Euro 50 short Volkswagen 117.16 110.750 123.708 1/11/16 117.050 -13,714 14,494 780 994,375  1,303,930 -209,554 1,094,375
      Banco Santander 3,361.03 3.860 4.313 1/11/16 4.080 -13,713 14,494 781 995,157  1,290,217 -195,060 1,095,157
    Europe 50 Rio Tinto 10.90 2,112.660 3,163.610 1/04/16 2,585.270 -28,179 34,483 6,304 1,001,461  1,262,037 -160,577 1,101,461
    FT 30 Tesco 111.15 258.955 234.523 1/11/16 246.739 -27,425 26,067 -1,358 1,000,103  1,234,612 -134,509 1,100,103
  Buy Euro 50 long SAP 166.06 72.680   4/04/16 70.040 12,069        1,246,682 -146,579  
      Vinci 195.84 61.630   4/04/16 65.450 12,070        1,258,751 -158,648  
    Europe 50 SAP 332.13 72.680   3/28/16 70.840 24,139        1,282,890 -182,787  
    FT 30 National Grid 19.43 1,242.520   2/01/16 1,311.560 24,142        1,307,033 -206,930  
2/01/16 Sell   long National Grid 19.43 1,311.560   1/25/16 1,242.520 -24,142 25,484 1,341 1,001,444  1,282,890 -181,446 1,101,444
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short NatWest 69.67 330.109   4/18/16 299.798 22,999        1,305,889 -204,445  
2/08/16 Sell Nasdaq 100 long Amazon.com 36.32 436.037   10/19/15 505.914 -18,375 15,837 -2,538 998,907  1,287,514 -188,608 1,098,907
    OMXC 20 Genmab 220.84 88.896   11/23/15 113.399 -25,043 19,632 -5,411 993,495  1,262,471 -168,976 1,093,495
    QIX short BMW 300.91 69.300 88.018 1/18/16 78.100 -23,501 26,485 2,984 996,479  1,238,970 -142,491 1,096,479
  Buy Nasdaq 100 Micron Technology 2,625.04 9.085   3/21/16 10.259 23,849        1,262,819 -166,340  
    QIX long Rational 58.86 405.150   4/11/16 463.700 23,847        1,286,666 -190,187  
2/22/16 Sell DJTA short Ryder System 536.20 53.012 52.057 1/04/16 52.534 -28,169 27,913 -256 996,223  1,258,497 -162,274 1,096,223
    NZX 50 long Tourism 18,485.42 1.542   7/28/14 0.744 -13,755 28,499 14,744 1,010,967  1,244,742 -133,775 1,110,967
  Buy OMXC 20 Vestas Wind Systems 404.55 60.385   2/29/16 62.299 24,429        1,269,171 -158,204  
    DJTA Delta Air Lines 552.38 44.225   3/07/16 43.943 24,429        1,293,600 -182,633  
    NZX 50 short ANZ Banking NZ 1,597.09 15.296   2/29/16 14.670 24,429        1,318,029 -207,062  
2/29/16 Sell ASX 50 short Origin Energy 10,017.90 2.906 2.569 1/11/16 2.738 -27,426 25,739 -1,687 1,009,280  1,290,603 -181,323 1,109,280
    OMXC 20 long Vestas Wind Systems 404.55 62.299   2/22/16 60.385 -24,429 25,203 774 1,010,055  1,266,174 -156,120 1,110,055
    NZX 50 short ANZ Banking NZ 1,597.09 14.670 15.949 2/22/16 15.296 -24,429 25,471 1,042 1,011,097  1,241,745 -130,649 1,111,097
  Buy ASX 50 long Newcrest Mining 2,135.12 11.480   11/05/18 13.103 24,511        1,266,256 -155,159  
    NZX 50 a2 Milk 22,993.43 1.066   5/22/17 2.174 24,511        1,290,767 -179,670  
3/07/16 Sell S&P 100 short ConocoPhilips 553.80 37.595 55.443 7/27/15 45.655 -25,284 30,704 5,420 1,016,517  1,265,484 -148,966 1,116,517
    DAX long Adidas 273.44 96.970   12/28/15 89.090 -24,361 26,515 2,155 1,018,672  1,241,123 -122,451 1,118,672
    MerVal Pampa Energía 16,893.49 0.728   10/26/15 1.149 -19,414 12,298 -7,116 1,011,557  1,221,709 -110,152 1,111,557
    DJTA Delta Air Lines 552.38 43.943   2/22/16 44.225 -24,429 24,273 -156 1,011,401  1,197,280 -85,879 1,111,401
    Nikkei (FRA) short OKI Electric 1,000.91 12.000 10.960 12/07/15 11.480 -11,490 10,970 -520 1,010,880  1,185,789 -74,909 1,110,880
      Sharp 1,209.53 13.180 5.820 12/07/15 9.500 -11,491 7,039 -4,451 1,006,429  1,174,299 -67,869 1,106,429
    BSE Sensex 50 Larsen & Toubro 2,427.17 10.779 12.496 1/04/16 11.606 -28,169 30,331 2,162 1,008,591  1,146,130 -37,539 1,108,591
  Buy USA long Energy Recovery 3,440.58 7.782   10/29/18 6.189 26,776        1,172,906 -64,315  
    S&P 100 Facebook 278.88 96.013   3/28/16 101.554 26,776        1,199,682 -91,091  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX short Deutsche Bank 1,509.36 17.740   4/25/16 16.080 26,776        1,226,458 -117,867  
    MerVal YPF 1,619.38 16.535   4/11/16 14.912 26,776        1,253,234 -144,643  
    DJTA Avis Budget 1,047.45 25.563   3/14/16 24.329 26,776        1,280,010 -171,419  
    Nikkei (FRA) long Nippon Suisan 3,156.80 4.241   3/14/16 4.289 13,388        1,293,398 -184,807  
      Yamaha 512.93 26.101   3/14/16 27.038 13,388        1,306,786 -198,195  
    BSE Sensex 50 Bajaj Finance 3,121.00 8.579   12/10/18 29.076 26,776        1,333,562 -224,971  
3/14/16 Sell HDAX short Aixtron 7,121.52 3.331 3.269 1/18/16 3.300 -23,501 23,280 -221 1,008,370  1,310,061 -201,690 1,108,370
    DJTA Avis Budget 1,047.45 24.329 26.860 3/07/16 25.563 -26,776 28,134 1,358 1,009,729  1,283,285 -173,556 1,109,729
    Nikkei (FRA) long Nippon Suisan 3,156.80 4.289   3/07/16 4.241 -13,388 13,540 152 1,009,880  1,269,897 -160,017 1,109,880
      Yamaha 512.93 27.038   3/07/16 26.101 -13,388 13,869 481 1,010,361  1,256,509 -146,148 1,110,361
  Buy HDAX SMA Solar 554.14 43.500   4/11/16 45.160 24,105        1,280,614 -170,253  
    DJTA Alaska Air Group 335.40 71.870   10/29/18 53.552 24,105        1,304,719 -194,358  
    Nikkei (FRA) short Toshiba 726.49 16.590   7/18/16 25.800 12,052        1,316,772 -206,411  
      IHI 662.95 18.180   7/18/16 25.860 12,052        1,328,824 -218,463  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,625.04 10.259 7.912 2/08/16 9.085 -23,849 20,768 -3,081 1,007,280  1,304,975 -197,695 1,107,280
    TSX 60 Cenovus Energy 1,270.09 12.064 19.931 5/11/15 15.506 -19,694 25,314 5,620 1,012,899  1,285,281 -172,382 1,112,899
    DJ Global Titans ConocoPhilips 758.50 37.886 36.068 8/24/15 36.977 -28,047