Fri, Feb 28th, 2020, 21:55UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  80,802 20,864 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        93,053 8,612  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  91,522 10,134 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  89,990 11,634 101,625
  Buy   long Lundin 136.76 10.350   5/30/11 9.405 1,416        91,406 10,219  
      Swedbank 108.37 13.061   5/30/11 12.341 1,415        92,821 8,803  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  89,278 12,376 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  87,566 14,163 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,854 15,909 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,057 20,049 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  78,514 23,929 102,444
  Buy ISEQ 20 Bank of Ireland 212.30 7.440   1/02/12 2.550 1,580        80,094 22,350  
      Ryanair Holdings 469.25 3.366   1/02/12 3.780 1,580        81,673 20,770  
    OMXC 20 Vestas Wind Systems 131.39 24.043   5/16/11 20.923 3,159        84,832 17,611  
    NZX 50 long a2 Milk 40,972.76 0.077   10/03/11 0.120 3,159        87,991 14,452  
    Nikkei (TYO) Screen 104.49 30.233   5/09/11 32.089 3,159        91,150 11,293  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  88,087 14,225 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  84,663 17,644 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  81,121 20,851 101,971
  Buy STI Wilmar International 1,087.11 2.824   7/02/12 2.197 3,070        84,191 17,781  
    SMI long Richemont 70.18 43.745   5/09/11 42.905 3,070        87,261 14,711  
5/09/11 Sell   long Richemont 70.18 42.905   5/02/11 43.745 -3,070 3,011 -59 1,912  84,191 17,722 101,912
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 104.49 32.089   4/25/11 30.233 -3,159 3,353 194 2,106  81,032 21,075 102,106
  Buy CAC 40 short Carrefour 100.41 30.665   2/06/12 18.345 3,079        84,111 17,996  
    TSX 60 BlackBerry 101.66 30.287   2/20/12 11.318 3,079        87,190 14,917  
    FT 30 Lloyds Bank 50.28 61.241   5/30/11 59.956 3,079        90,269 11,837  
    SMI Credit Suisse 104.76 29.390   5/21/12 15.602 3,079        93,348 8,759  
    Nikkei (TYO) Tokyo Electric Power 745.29 4.131   2/13/12 1.953 3,079        96,427 5,680  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 131.39 20.923 27.628 4/25/11 24.043 -3,159 3,630 471 2,577  93,268 9,310 102,577
  Buy   long Novozymes 118.15 23.673   5/30/11 23.619 2,797        96,065 6,513  
    CAC Mid 60 short Genfit 711.16 3.933   1/23/12 1.723 2,797        98,862 3,716  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,192  95,552 6,640 102,192
  Buy   short China Life 1,308.32 2.079   5/30/11 2.028 2,720        98,272 3,920  
    SDAX Heidelberger Druck 938.25 2.899   1/30/12 1.657 2,720        100,992 1,200  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,722 -1,531  
5/30/11 Sell SSE 50 short China Life 1,308.32 2.028 2.131 5/23/11 2.079 -2,720 2,788 68 2,260  101,002 1,257 102,260
    OMXC 20 long Novozymes 118.15 23.619   5/16/11 23.673 -2,797 2,791 -6 2,254  98,206 4,048 102,254
    OMXS 30 Lundin 136.76 9.405   4/18/11 10.350 -1,416 1,286 -129 2,124  96,790 5,334 102,124
      Swedbank 108.37 12.341   4/18/11 13.061 -1,415 1,337 -78 2,046  95,375 6,672 102,046
    FT 30 short Lloyds Bank 50.28 59.956 62.554 5/09/11 61.241 -3,079 3,145 66 2,112  92,295 9,817 102,112
  Buy SSE 50 long China Northern Rare 1,158.40 2.415   6/06/11 2.742 2,798        95,093 7,019  
    BEL 20 short Galapagos 292.98 9.550   7/04/11 8.420 2,798        97,891 4,221  
    OMXC 20 Vestas Wind Systems 138.15 20.253   7/04/11 17.428 2,798        100,689 1,423  
    OMXS 30 Nokia 310.07 4.512   7/04/11 4.367 1,399        102,088 24  
      Telia Company 263.95 5.300   7/04/11 4.997 1,399        103,487 -1,375  
6/06/11 Sell SSE 50 long China Northern Rare 1,158.40 2.742   5/30/11 2.415 -2,798 3,177 379 2,491  100,689 1,802 102,491
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,812  96,382 5,430 101,812
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,244.10 0.632   1/23/12 0.506 2,681        99,063 2,749  
    FT 30 Lloyds Bank 50.93 52.638   12/05/11 31.447 2,681        101,744 68  
    BAX long Zooplus 57.45 46.669   6/13/11 48.803 2,681        104,425 -2,613  
6/13/11 Sell   long Zooplus 57.45 48.803   6/06/11 46.669 -2,681 2,804 123 1,935  101,744 191 101,935
6/20/11 Buy CAC Next 20 short EDF 98.32 25.965   6/27/11 25.805 2,553        104,297 -2,362  
6/27/11 Sell   short EDF 98.32 25.805 26.126 6/20/11 25.965 -2,553 2,569 16 1,950  101,744 206 101,950
  Buy France Carrefour 96.52 26.450   1/23/12 17.050 2,553        104,297 -2,347  
    MIB UnipolSai 497.66 5.130   11/05/12 0.935 2,553        106,850 -4,900  
    CAC Next 20 long Arkema 39.21 65.105   7/11/11 66.601 2,553        109,403 -7,452  
7/04/11 Sell BEL 20 short Galapagos 292.98 8.420 10.832 5/30/11 9.550 -2,798 3,173 376 2,326  106,605 -4,279 102,326
    OMXC 20 Vestas Wind Systems 138.15 17.428 23.535 5/30/11 20.253 -2,798 3,251 454 2,780  103,807 -1,027 102,780
    OMXS 30 Nokia 310.07 4.367 4.661 5/30/11 4.512 -1,399 1,445 46 2,826  102,408 418 102,826
      Telia Company 263.95 4.997 5.622 5/30/11 5.300 -1,399 1,484 85 2,911  101,009 1,902 102,911
  Buy BEL 20 long Solvay 24.33 107.700   7/11/11 107.450 2,620        103,629 -719  
    OMXC 20 Novozymes 112.71 23.246   7/11/11 23.100 2,620        106,249 -3,339  
    OMXS 30 Lundin 131.46 9.965   7/11/11 9.554 1,310        107,559 -4,649  
      Swedish Match 53.78 24.358   7/11/11 24.413 1,310        108,869 -5,959  
7/11/11 Sell BEL 20 long Solvay 24.33 107.450   7/04/11 107.700 -2,620 2,614 -6 2,905  106,249 -3,344 102,905
    OMXC 20 Novozymes 112.71 23.100   7/04/11 23.246 -2,620 2,604 -16 2,888  103,629 -741 102,888
    OMXS 30 Lundin 131.46 9.554   7/04/11 9.965 -1,310 1,256 -54 2,834  102,319 515 102,834
      Swedish Match 53.78 24.413   7/04/11 24.358 -1,310 1,313 3 2,837  101,009 1,828 102,837
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,405  97,212 6,193 103,405
    CAC Next 20 long Arkema 39.21 66.601   6/27/11 65.105 -2,553 2,611 59 3,463  94,659 8,804 103,463
  Buy RTX short Mobile TeleSystems 216.35 12.970   7/18/11 12.740 2,806        97,465 5,998  
    BEL 20 Bekaert 55.63 50.440   3/12/12 24.765 2,806        100,271 3,192  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 163.64 17.148   11/28/11 9.897 2,806        103,077 386  
    OMXS 30 Nokia 354.88 3.954   11/28/11 4.082 1,403        104,480 -1,017  
      SSAB 149.25 9.401   11/28/11 6.652 1,403        105,883 -2,420  
    Topix (FRA) long Daito Trust 43.32 64.780   8/01/11 65.420 2,806        108,690 -5,226  
    CAC Next 20 short Natixis 861.79 3.256   3/12/12 2.721 2,806        111,496 -8,032  
7/18/11 Sell RTX short Mobile TeleSystems 216.35 12.740 13.204 7/11/11 12.970 -2,806 2,857 51 3,514  108,689 -5,175 103,514
  Buy ATX Flughafen Wien 296.14 8.300   3/26/12 7.050 2,458        111,147 -7,633  
7/25/11 Buy ASX 50 short Macquarie Group 115.09 20.828   1/16/12 19.953 2,397        113,545 -10,030  
    DJ Global Titans Bank of America 343.91 6.970   12/26/11 4.202 2,397        115,942 -12,427  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,176  112,632 -6,456 106,176
    Topix (FRA) Daito Trust 43.32 65.420   7/11/11 64.780 -2,806 2,834 28 6,203  109,825 -3,622 106,203
  Buy S&P 100 short AIG 129.11 19.860   1/09/12 18.875 2,564        112,389 -6,186  
    HSI New World Dev 2,727.95 0.940   12/26/11 0.616 2,564        114,953 -8,750  
    HDAX Commerzbank 136.38 18.801   1/23/12 14.511 2,564        117,517 -11,314  
    RTX Mobile TeleSystems 208.12 12.320   6/25/12 13.400 2,564        120,081 -13,878  
    DJTA Delta Air Lines 473.22 5.418   10/24/11 6.408 2,564        122,645 -16,442  
    Topix (FRA) Nintendo 23.18 110.600   1/23/12 105.744 2,564        125,209 -19,006  
    SP Global 100 Carrefour 127.69 20.080   4/30/12 15.175 2,564        127,773 -21,570  
8/08/11 Buy Nasdaq 100 short Akamai 143.48 14.741   10/10/11 17.540 2,115        129,888 -23,685  
    Kospi 50 LG Display 154.74 13.668   10/10/11 14.049 2,115        132,003 -25,800  
    DAX Commerzbank 137.75 15.354   12/19/11 9.482 2,115        134,118 -27,915  
    MDAX Ceconomy 220.06 9.611   5/14/12 7.298 2,115        136,233 -30,030  
    FTSE Lloyds Bank 56.18 37.648   11/28/11 27.613 2,115        138,348 -32,145  
    HSI-C&I Li & Fung 1,823.59 1.160   1/16/12 1.742 2,115        140,463 -34,260  
    Europe 50 Lloyds Bank 56.18 37.648   12/19/11 27.968 2,115        142,578 -36,375  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Tata Motors 818.28 2.585   10/03/11 2.302 2,115        144,693 -38,490  
    QIX Pro7-Sat1 151.07 14.000   1/23/12 17.200 2,115        146,808 -40,605  
8/22/11 Buy DJIA short Goldman Sachs 22.15 73.991   12/19/11 67.244 1,639        148,447 -42,244  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,305  143,914 -38,609 105,305
  Buy   short Nintendo 14.30 116.602   2/13/12 104.998 1,667        145,582 -40,276  
9/05/11 Buy Euro 50 short Societe Generale 40.12 20.250   1/09/12 15.000 812        146,394 -41,089  
      Unicredit 29.59 27.460   1/09/12 11.455 813        147,207 -41,901  
10/03/11 Sell NZX 50 long a2 Milk 40,972.76 0.120   4/25/11 0.077 -3,159 4,896 1,737 7,042  144,048 -37,005 107,042
    BSE Sensex 50 short Tata Motors 818.28 2.302 2.902 8/08/11 2.585 -2,115 2,375 260 7,302  141,933 -34,630 107,302
  Buy NZX 50 Heartland 6,513.63 0.279   10/17/11 0.296 1,816        143,749 -36,446  
    BSE Sensex 50 long Eicher Motors 74.60 24.342   10/17/11 23.927 1,816        145,564 -38,262  
10/10/11 Sell Nasdaq 100 short Akamai 143.48 17.540 11.942 8/08/11 14.741 -2,115 1,713 -402 6,900  143,449 -36,549 106,900
    Kospi 50 LG Display 154.74 14.049 13.287 8/08/11 13.668 -2,115 2,056 -59 6,841  141,334 -34,493 106,841
  Buy Nasdaq 100 long Regeneron 36.64 49.346   8/24/15 434.608 1,808        143,142 -36,301  
    Kospi 50 SK Holdings 18.86 95.875   12/19/11 80.532 1,808        144,951 -38,109  
10/17/11 Sell NZX 50 short Heartland 6,513.63 0.296 0.262 10/03/11 0.279 -1,816 1,705 -111 6,731  143,135 -36,404 106,731
    BSE Sensex 50 long Eicher Motors 74.60 23.927   10/03/11 24.342 -1,816 1,785 -31 6,700  141,319 -34,619 106,700
  Buy NZX 50 a2 Milk 12,945.40 0.139   10/31/11 0.139 1,802        143,121 -36,421  
    BSE Sensex 50 short Aurobindo Pharma 1,961.89 0.919   10/24/11 0.877 1,802        144,923 -38,223  
10/24/11 Sell DJTA short Delta Air Lines 473.22 6.408 4.429 8/01/11 5.418 -2,564 2,096 -468 6,231  142,359 -36,127 106,231
    BSE Sensex 50 Aurobindo Pharma 1,961.89 0.877 0.962 10/17/11 0.919 -1,802 1,887 85 6,316  140,557 -34,241 106,316
  Buy DJTA long Kansas City Southern 40.69 44.258   11/21/11 48.824 1,801        142,358 -36,041  
    BSE Sensex 50 Eicher Motors 77.13 23.352   12/07/15 224.209 1,801        144,159 -37,843  
10/31/11 Sell NZX 50 long a2 Milk 12,945.40 0.139   10/17/11 0.139 -1,802 1,803 1 6,318  142,357 -36,039 106,318
  Buy   short Heartland 5,818.42 0.302   3/05/12 0.277 1,756        144,113 -37,795  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/21/11 Sell DJTA long Kansas City Southern 40.69 48.824   10/24/11 44.258 -1,801 1,987 186 6,503  142,312 -35,809 106,503
  Buy USA short Netflix 224.62 7.867   11/28/11 7.544 1,767        144,079 -37,576  
    DJTA JetBlue Airways 665.66 2.655   12/05/11 3.509 1,767        145,846 -39,343  
11/28/11 Sell USA short Netflix 224.62 7.544 8.203 11/21/11 7.867 -1,767 1,842 76 6,579  144,079 -37,500 106,579
    FTSE Lloyds Bank 56.18 27.613 51.330 8/08/11 37.648 -2,115 2,884 769 7,348  141,964 -34,616 107,348
    OMXC 20 Vestas Wind Systems 163.64 9.897 29.711 7/11/11 17.148 -2,806 4,862 2,056 9,403  139,158 -29,754 109,403
    OMXS 30 Nokia 354.88 4.082 3.825 7/11/11 3.954 -1,403 1,357 -46 9,358  137,755 -28,397 109,358
      SSAB 149.25 6.652 13.285 7/11/11 9.401 -1,403 1,983 580 9,938  136,352 -26,414 109,938
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,406  132,809 -21,403 111,406
  Buy USA long Alexion 44.17 50.936   8/24/15 143.833 2,250        135,059 -23,653  
    FTSE Next 0.72 3,105.900   6/04/12 3,698.710 2,236        137,295 -25,889  
    OMXC 20 Tryg 261.70 8.598   5/14/12 8.768 2,250        139,545 -28,139  
    OMXS 30 Getinge 60.35 18.641   5/14/12 19.967 1,125        140,670 -29,264  
      Lundin 60.21 18.684   5/14/12 15.471 1,125        141,795 -30,389  
    Nordic 30 Equinor 123.25 18.255   5/07/12 19.757 2,250        144,045 -32,639  
12/05/11 Sell FT 30 short Lloyds Bank 50.93 31.447 88.109 6/06/11 52.638 -2,681 4,487 1,807 13,213  141,364 -28,151 113,213
    DJTA JetBlue Airways 665.66 3.509 1.800 11/21/11 2.655 -1,767 1,198 -569 12,644  139,597 -26,953 112,644
  Buy FT 30 long BAT 0.63 3,416.030   12/12/11 3,512.060 2,152        141,749 -29,105  
    DJTA Kirby 44.62 48.011   6/25/12 36.163 2,142        143,891 -31,247  
12/12/11 Sell FT 30 long BAT 0.63 3,512.060   12/05/11 3,416.030 -2,152 2,213 61 12,704  141,739 -29,035 112,704
  Buy   short Lloyds Bank 73.13 28.594   12/19/11 27.968 2,091        143,830 -31,126  
12/19/11 Sell DJIA short Goldman Sachs 22.15 67.244 81.415 8/22/11 73.991 -1,639 1,803 164 12,869  142,191 -29,322 112,869
    Kospi 50 long SK Holdings 18.86 80.532   10/10/11 95.875 -1,808 1,519 -289 12,580  140,383 -27,804 112,580
    DAX short Commerzbank 137.75 9.482 24.862 8/08/11 15.354 -2,115 3,425 1,310 13,889  138,268 -24,379 113,889
    Europe 50 Lloyds Bank 56.18 27.968 50.678 8/08/11 37.648 -2,115 2,847 732 14,621  136,153 -21,532 114,621
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 73.13 27.968 29.234 12/12/11 28.594 -2,091 2,138 47 14,668  134,062 -19,394 114,668
  Buy DJIA long Visa 126.00 18.897   8/24/15 58.880 2,381        136,443 -21,775  
    Kospi 50 short Hyundai Heavy 13.06 182.275   1/23/12 209.385 2,381        138,823 -24,155  
    DAX long Merck (EMD) 64.89 36.695   6/04/12 36.500 2,381        141,205 -26,536  
    Europe 50 Roche 18.36 129.719   10/20/14 222.572 2,382        143,586 -28,918  
    FT 30 Tate & Lyle 2.95 808.105   5/14/12 858.422 2,384        145,970 -31,302  
12/26/11 Sell HSI short New World Dev 2,727.95 0.616 1.434 8/01/11 0.940 -2,564 3,911 1,347 16,015  143,406 -27,391 116,015
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,434  139,609 -21,175 118,434
    DJ Global Titans Bank of America 343.91 4.202 11.562 7/25/11 6.970 -2,397 3,976 1,579 20,013  137,212 -17,199 120,013
  Buy HSI long Lenovo 4,773.40 0.538   5/21/12 0.656 2,570        139,782 -19,769  
    OMXH 25 Huhtamäki 278.74 9.220   1/02/12 9.150 2,570        142,352 -22,339  
    DJ Global Titans Philip Morris 42.52 60.439   1/23/12 57.914 2,570        144,922 -24,909  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,195  141,498 -20,303 121,195
    ISEQ 20 Bank of Ireland 212.30 2.550 21.707 4/25/11 7.440 -1,580 4,608 3,029 24,224  139,919 -15,695 124,224
      Ryanair Holdings 469.25 3.780 2.952 4/25/11 3.366 -1,580 1,385 -194 24,029  138,339 -14,310 124,029
    OMXH 25 long Huhtamäki 278.74 9.150   12/26/11 9.220 -2,570 2,550 -20 24,010  135,769 -11,759 124,010
  Buy Germany Encavis 863.92 3.248   5/14/12 2.970 2,806        138,575 -14,565  
    AEX Vopak 68.28 41.095   4/09/12 44.780 2,806        141,381 -17,371  
    ISEQ 20 Flutter 31.11 45.100   5/21/12 50.010 1,403        142,784 -18,774  
      Ryanair Holdings 371.16 3.780   5/21/12 4.040 1,403        144,187 -20,177  
    OMXH 25 short Outokumpu 241.48 11.620   1/09/12 12.510 2,806        146,993 -22,983  
    BAX long Wirecard 219.56 12.780   1/09/12 13.215 2,806        149,799 -25,789  
1/09/12 Sell S&P 100 short AIG 129.11 18.875 20.895 8/01/11 19.860 -2,564 2,698 134 24,144  147,235 -23,091 124,144
    Euro 50 Societe Generale 40.12 15.000 27.338 9/05/11 20.250 -812 1,097 284 24,428  146,423 -21,995 124,428
      Unicredit 29.59 11.455 65.827 9/05/11 27.460 -813 1,948 1,135 25,563  145,610 -20,047 125,563
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 241.48 12.510 10.730 1/02/12 11.620 -2,806 2,591 -215 25,348  142,804 -17,456 125,348
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,318  141,032 -15,714 125,318
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,681  139,261 -2,580 136,681
    BAX long Wirecard 219.56 13.215   1/02/12 12.780 -2,806 2,901 96 36,776  136,455 321 136,776
  Buy S&P 100 Biogen 37.93 90.342   9/03/12 116.954 3,427        139,882 -3,106  
    Euro 50 ASML 52.89 32.400   8/24/15 74.790 1,714        141,595 -4,819  
      AB InBev 36.08 47.495   8/24/15 91.280 1,714        143,309 -6,533  
    OMXH 25 Wärtsilä 409.77 8.363   1/30/12 8.837 3,427        146,736 -9,960  
    Nikkei (FRA) Aozora Bank 80.18 21.370   5/14/12 18.670 1,713        148,449 -11,673  
      Nitto Boseki 132.06 12.975   5/14/12 12.260 1,713        150,163 -13,387  
1/16/12 Sell ASX 50 short Macquarie Group 115.09 19.953 21.742 7/25/11 20.828 -2,397 2,502 105 36,881  147,766 -10,885 136,881
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,819  143,459 -5,640 137,819
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,512  141,687 -4,175 137,512
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,197  139,916 -2,719 137,197
    HSI-C&I Li & Fung 1,823.59 1.742 0.578 8/08/11 1.160 -2,115 1,053 -1,062 36,136  137,801 -1,665 136,136
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 46,305  134,738 11,567 146,305
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 49,770  132,007 17,763 149,770
  Buy ASX 50 long James Hardie Ind 715.23 5.856   1/23/12 6.001 4,188        136,195 13,575  
    HSI-Fin AIA 1,595.91 2.624   5/14/12 2.577 4,188        140,383 9,387  
    HSI-Prop China Ov Land & Inv 1,358.86 1.541   6/10/13 2.124 2,094        142,477 7,293  
      China Res Land 1,481.85 1.413   6/10/13 2.183 2,094        144,571 5,199  
    HSI-C&I Sands China 1,630.59 2.568   5/21/12 2.614 4,188        148,759 1,011  
    OBX 25 Equinor 217.40 19.264   5/14/12 19.745 4,188        152,947 -3,177  
    BAX Wirecard 318.72 13.140   6/18/12 14.995 4,188        157,135 -7,365  
    Indices ISEQ-Overall 1.39 3,005.690   5/21/12 3,087.810 4,178        161,313 -11,543  
Portfolio market l/s instrument bought pieces buy price 1/16/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 208.12 12.320 12.530 12.110 2,564 2,520 -44 -44 2,564 2,520 -4
  ISEQ 20 long Flutter 1/02/12 31.11 45.100 42.370 1,403 1,318 -85 -129 3,967 3,838 -80
    Ryanair Holdings   371.16 3.780 3.760 1,403 1,396 -7 -136 5,370 5,234 -13
  CAC 40 short Carrefour 5/09/11 100.41 30.665 16.580 56.716 3,079 5,695 2,616 2,480 8,449 10,929 144
  AEX long Vopak 1/02/12 68.28 41.095 41.000 2,806 2,799 -6 2,473 11,255 13,728 -6
  IBEX 35 short Banco Sabadell 4/04/11 1329.85 2.489 2.099 2.952 3,310 3,925 615 3,088 14,565 17,653 24
  Topix (TYO) Nintendo 8/29/11 14.3 116.602 106.684 127.442 1,667 1,822 155 3,243 16,233 19,476 26
  SSE 50 China Rwy Constr 6/06/11 4244.1 0.632 0.515 0.775 2,681 3,289 608 3,851 18,914 22,765 40
  HSI long Lenovo 12/26/11 4773.4 0.538 0.595 2,570 2,840 270 4,121 21,484 25,605 467
  HSI-Fin AIA 1/16/12 1595.91 2.624   4,188 4,188     25,672 29,793  
  BSE Sensex 30 short Bharat Heavy 2/07/11 987.93 4.360 2.772 6.856 4,307 6,773 2,466 6,587 29,979 36,566 62
  STI Wilmar International 5/02/11 1087.11 2.824 3.240 2.408 3,070 2,618 -452 6,135 33,049 39,183 -20
  OMXH 25 long Wärtsilä 1/09/12 409.77 8.363 8.610 3,427 3,528 101 6,236 36,476 42,711 355
  PSI 20 short Teixeira Duarte 4/11/11 5021.31 0.610 0.210 1.772 3,063 8,897 5,834 12,070 39,539 51,609 302
  GEX MeVis Medical 3/07/11 290.82 12.200 4.000 37.210 3,548 10,821 7,273 19,343 43,087 62,430 264
  SMI Credit Suisse 5/09/11 104.76 29.390 17.716 48.757 3,079 5,108 2,029 21,372 46,165 67,538 108
  NZX 50 Heartland 10/31/11 5818.42 0.302 0.301 0.303 1,756 1,762 6 21,378 47,921 69,299 2
  Topix (FRA) Nintendo 8/01/11 23.18 110.600 106.688 114.655 2,564 2,658 94 21,472 50,485 71,957 8
  TecDAX SMA Solar 3/14/11 48.04 73.750 47.385 114.785 3,543 5,514 1,971 23,443 54,028 77,471 69
  HSI-Prop long China Ov Land & Inv 1/16/12 1358.86 1.541   2,094 2,094     56,122 79,565  
    China Res Land   1481.85 1.413   2,094 2,094     58,216 81,659  
  Nordic 30 Equinor 11/28/11 123.25 18.255 19.264 2,250 2,374 124 23,568 60,466 84,034 49
  FT 30 Tate & Lyle 12/19/11 2.95 808.105 842.194 2,384 2,484 101 23,668 62,850 86,518 71
  Nikkei (FRA) Aozora Bank 1/09/12 80.18 21.370 21.220 1,713 1,701 -12 23,656 64,563 88,220 -31
    Nitto Boseki   132.06 12.975 13.130 1,713 1,734 20 23,677 66,277 89,954 86
Portfolio market l/s instrument bought pieces buy price 1/16/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Nikkei (TYO) short Tokyo Electric Power 5/09/11 745.29 4.131 2.071 8.242 3,079 6,142 3,063 26,740 69,356 96,096 172
  Athex LC Piraeus Bank 4/04/11 0.13 26,200.000 4,960.000 138,395.161 3,406 17,991 14,585 41,326 72,762 114,087 730
  OBX 25 long Equinor 1/16/12 217.4 19.264   4,188 4,188     76,950 118,275  
  OMXS 30 Getinge 11/28/11 60.35 18.641 19.818 1,125 1,196 71 41,397 78,075 119,471 58
    Lundin   60.21 18.684 16.795 1,125 1,011 -114 41,283 79,200 120,483 -55
  OMXC 20 Tryg   261.7 8.598 8.373 2,250 2,191 -59 41,224 81,450 122,674 -18
  TSX 60 short BlackBerry 5/09/11 101.66 30.287 13.290 69.020 3,079 7,017 3,938 45,162 84,529 129,690 230
  CAC Mid 60 Genfit 5/16/11 711.16 3.933 1.951 7.929 2,797 5,638 2,841 48,003 87,326 135,329 184
  SDAX Heidelberger Druck 5/23/11 938.25 2.899 1.665 5.048 2,720 4,736 2,016 50,019 90,046 140,065 134
  Indices long ISEQ-Overall 1/16/12 1.39 3,005.690   4,178 4,178     94,224 144,243  
  BEL 20 short Bekaert 7/11/11 55.63 50.440 29.230 87.041 2,806 4,842 2,036 52,055 97,030 149,085 187
  BAX long Wirecard 1/16/12 318.72 13.140   4,188 4,188     101,218 153,273  
  CAC Next 20 short Natixis 7/11/11 861.79 3.256 1.991 5.325 2,806 4,589 1,783 53,838 104,024 157,861 159
  France Carrefour 6/27/11 96.52 26.450 16.580 42.196 2,553 4,073 1,520 55,358 106,577 161,934 132
  MIB UnipolSai   497.66 5.130 1.569 16.773 2,553 8,347 5,794 61,152 109,130 170,281 742
  ATX Flughafen Wien 7/18/11 296.14 8.300 7.000 9.841 2,458 2,914 456 61,608 111,588 173,196 41
  ASX 50 long James Hardie Ind 1/16/12 715.23 5.856   4,188 4,188     115,776 177,384  
  DJ Global Titans Philip Morris 12/26/11 42.52 60.439 59.877 2,570 2,546 -24 61,584 118,345 179,930 -15
  S&P 100 Biogen 1/09/12 37.93 90.342 92.222 3,427 3,498 71 61,656 121,772 183,428 193
  HDAX short Commerzbank 8/01/11 136.38 18.801 10.698 33.042 2,564 4,506 1,942 63,598 124,336 187,934 240
  DJTA long Kirby 12/05/11 44.62 48.011 53.416 2,142 2,383 241 63,839 126,478 190,317 153
  SP Global 100 short Carrefour 8/01/11 127.69 20.080 16.580 24.319 2,564 3,105 541 64,380 129,042 193,423 52
  Nasdaq 100 long Regeneron 10/10/11 36.64 49.346 61.526 1,808 2,254 446 64,827 130,850 195,677 127
  Kospi 50 short Hyundai Heavy 12/19/11 13.06 182.275 217.070 147.480 2,381 1,926 -454 64,372 133,231 197,603 -94
  DAX long Merck (EMD)   64.89 36.695 37.855 2,381 2,456 75 64,447 135,612 200,060 50
Portfolio market l/s instrument bought pieces buy price 1/16/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  MDAX short Ceconomy 8/08/11 220.06 9.611 8.665 10.660 2,115 2,346 231 64,678 137,727 202,405 26
  FTSE long Next 11/28/11 0.72 3,105.900 3,150.073 2,236 2,268 32 64,710 139,963 204,673 11
  HSI-C&I Sands China 1/16/12 1630.59 2.568   4,188 4,188     144,151 208,861  
  Europe 50 Roche 12/19/11 18.36 129.719 136.575 2,382 2,508 126 64,836 146,533 211,369 96
  BSE Sensex 50 Eicher Motors 10/24/11 77.13 23.352 23.113 1,801 1,783 -18 64,818 148,334 213,152 -4
  QIX short Pro7-Sat1 8/08/11 151.07 14.000 17.040 10.960 2,115 1,656 -459 64,358 150,449 214,807 -43
  DJIA long Visa 12/19/11 126 18.897 20.221 2,381 2,548 167 64,525 152,830 217,355 142
  Euro 50 ASML 1/09/12 52.89 32.400 33.350 1,714 1,764 50 64,575 154,544 219,119 351
    AB InBev   36.08 47.495 47.885 1,714 1,728 14 64,589 156,257 220,847 53
  USA Alexion 11/28/11 44.17 50.936 60.832 2,250 2,687 437 65,027 158,507 223,534 275
  Germany Encavis 1/02/12 863.92 3.248 3.136 2,806 2,709 -97 64,930 161,313 226,243 -60
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/23/12 Sell France short Carrefour 96.52 17.050 41.032 6/27/11 26.450 -2,553 3,960 1,408 51,178  158,760 -7,582 151,178
    SSE 50 China Rwy Constr 4,244.10 0.506 0.789 6/06/11 0.632 -2,681 3,350 669 51,847  156,079 -4,232 151,847
    Kospi 50 Hyundai Heavy 13.06 209.385 155.165 12/19/11 182.275 -2,381 2,026 -354 51,493  153,699 -2,206 151,493
    ASX 50 long James Hardie Ind 715.23 6.001   1/16/12 5.856 -4,188 4,292 104 51,597  149,511 2,087 151,597
    HDAX short Commerzbank 136.38 14.511 24.359 8/01/11 18.801 -2,564 3,322 758 52,355  146,947 5,409 152,355
    Topix (FRA) Nintendo 23.18 105.744 115.679 8/01/11 110.600 -2,564 2,681 118 52,473  144,383 8,090 152,473
    CAC Mid 60 Genfit 711.16 1.723 8.978 5/16/11 3.933 -2,797 6,385 3,588 56,061  141,586 14,475 156,061
    QIX Pro7-Sat1 151.07 17.200 10.800 8/08/11 14.000 -2,115 1,632 -483 55,577  139,471 16,106 155,577
    DJ Global Titans long Philip Morris 42.52 57.914   12/26/11 60.439 -2,570 2,463 -107 55,470  136,901 18,569 155,470
  Buy France Hermes International 17.15 253.600   4/23/12 251.250 4,349        141,250 14,219  
    SSE 50 China Minsheng Bk 6,514.90 0.668   3/19/12 0.633 4,350        145,600 9,869  
    Kospi 50 Samsung Electronics 283.47 15.346   5/21/12 16.200 4,350        149,950 5,519  
    ASX 50 short QBE Insurance 453.81 9.586   1/30/12 9.544 4,350        154,300 1,169  
    HDAX long Dürr 476.71 9.125   8/04/14 28.230 4,350        158,650 -3,181  
    Topix (FRA) Fast Retailing 29.77 146.118   2/27/12 148.473 4,350        163,000 -7,531  
    CAC Mid 60 Innate Pharma 2,543.86 1.710   5/14/12 1.650 4,350        167,350 -11,881  
    QIX Freenet 413.69 10.515   1/18/16 28.325 4,350        171,700 -16,231  
    DJ Global Titans short Bank of America 775.55 5.609   2/06/12 6.060 4,350        176,050 -20,581  
1/30/12 Sell ASX 50 short QBE Insurance 453.81 9.544 9.628 1/23/12 9.586 -4,350 4,369 19 55,489  171,700 -16,211 155,489
    SDAX Heidelberger Druck 938.25 1.657 5.072 5/23/11 2.899 -2,720 4,759 2,039 57,528  168,980 -11,453 157,528
    OMXH 25 long Wärtsilä 409.77 8.837   1/09/12 8.363 -3,427 3,621 194 57,722  165,553 -7,832 157,722
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 60,467  161,246 -779 160,467
  Buy ASX 50 long James Hardie Ind 692.66 5.763   8/17/15 12.058 3,992        165,238 -4,771  
    SDAX Encavis 1,321.42 3.021   5/21/12 2.951 3,992        169,230 -8,763  
    OMXH 25 short Nokia 1,028.87 3.880   2/13/12 3.800 3,992        173,222 -12,755  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 30 long Hindustan Unilever 658.62 6.061   11/16/15 11.144 3,992        177,214 -16,747  
2/06/12 Sell CAC 40 short Carrefour 100.41 18.345 51.259 5/09/11 30.665 -3,079 5,147 2,068 62,535  174,135 -11,600 162,535
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 64,175  170,592 -6,418 164,175
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 64,399  167,282 -2,883 164,399
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 71,170  164,219 6,950 171,170
    DJ Global Titans Bank of America 775.55 6.060 5.157 1/23/12 5.609 -4,350 4,000 -350 70,819  159,869 10,950 170,819
  Buy CAC 40 long Airbus 166.87 27.230   4/09/12 29.725 4,544        164,413 6,406  
    TecDAX Dialog Semiconductor 271.36 16.745   5/21/12 15.475 4,544        168,957 1,862  
    IBEX 35 Bankinter 1,316.34 3.452   2/13/12 3.297 4,544        173,501 -2,682  
    PSI 20 Jerónimo Martins 353.89 12.840   2/20/12 12.970 4,544        178,045 -7,226  
    MerVal short Gr Fin Galicia 7,661.44 0.593   2/27/12 0.596 4,544        182,589 -11,770  
    DJ Global Titans long Apple 90.16 50.400   5/21/12 62.780 4,544        187,133 -16,314  
2/13/12 Sell IBEX 35 long Bankinter 1,316.34 3.297   2/06/12 3.452 -4,544 4,340 -204 70,615  182,589 -11,974 170,615
    OMXH 25 short Nokia 1,028.87 3.800 3.962 1/30/12 3.880 -3,992 4,076 84 70,699  178,597 -7,898 170,699
    Nikkei (TYO) Tokyo Electric Power 745.29 1.953 8.741 5/09/11 4.131 -3,079 6,515 3,436 74,135  175,518 -1,383 174,135
    Topix (TYO) Nintendo 14.30 104.998 129.488 8/29/11 116.602 -1,667 1,852 184 74,319  173,851 469 174,319
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 78,433  170,303 8,130 178,433
  Buy IBEX 35 Sacyr 1,407.36 3.314   8/20/12 1.284 4,664        174,967 3,466  
    OMXH 25 long Nokian Tyres 138.40 33.700   4/09/12 36.040 4,664        179,631 -1,198  
    Nikkei (TYO) Tokyo Dome Corp 1,148.40 4.061   5/21/12 4.378 4,664        184,295 -5,862  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        188,959 -10,527  
    GEX 4SC 378.61 12.319   5/07/12 9.617 4,664        193,623 -15,191  
2/20/12 Sell TSX 60 short BlackBerry 101.66 11.318 81.048 5/09/11 30.287 -3,079 8,239 5,160 83,593  190,544 -6,951 183,593
    PSI 20 long Jerónimo Martins 353.89 12.970   2/06/12 12.840 -4,544 4,590 46 83,639  186,000 -2,361 183,639
  Buy TSX 60 Constellation Soft 64.09 70.699   4/16/12 66.838 4,531        190,531 -6,893  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 short Pharol 1,078.81 4.200   2/27/12 3.989 4,531        195,062 -11,424  
    SLI long Sonova 53.12 85.291   4/23/12 82.016 4,531        199,593 -15,954  
2/27/12 Sell PSI 20 short Pharol 1,078.81 3.989 4.422 2/20/12 4.200 -4,531 4,771 240 83,879  195,062 -11,184 183,879
    MerVal Gr Fin Galicia 7,661.44 0.596 0.591 2/06/12 0.593 -4,544 4,525 -19 83,859  190,518 -6,659 183,859
    Topix (FRA) long Fast Retailing 29.77 148.473   1/23/12 146.118 -4,350 4,420 70 83,930  186,168 -2,239 183,930
  Buy PSI 20 Jerónimo Martins 334.71 13.570   3/12/12 14.360 4,542        190,710 -6,781  
    Topix (FRA) short Mazda Motor 710.80 6.390   3/05/12 6.150 4,542        195,252 -11,323  
3/05/12 Sell NZX 50 short Heartland 5,818.42 0.277 0.329 10/31/11 0.302 -1,756 1,917 161 84,090  193,496 -9,406 184,090
    Topix (FRA) Mazda Motor 710.80 6.150 6.639 2/27/12 6.390 -4,542 4,719 177 84,267  188,954 -4,687 184,267
  Buy MerVal Aluar 9,354.03 0.480   3/12/12 0.513 4,489        193,443 -9,176  
    NZX 50 long a2 Milk 19,307.53 0.233   5/21/12 0.267 4,489        197,932 -13,665  
    Topix (FRA) Isuzu Motors 534.28 8.402   3/19/12 8.620 4,489        202,421 -18,154  
3/12/12 Sell BEL 20 short Bekaert 55.63 24.765 102.733 7/11/11 50.440 -2,806 5,715 2,909 87,176  199,615 -12,439 187,176
    PSI 20 long Jerónimo Martins 334.71 14.360   2/27/12 13.570 -4,542 4,806 264 87,441  195,073 -7,632 187,441
    MerVal short Aluar 9,354.03 0.513 0.447 3/05/12 0.480 -4,489 4,181 -308 87,133  190,584 -3,451 187,133
    CAC Next 20 Natixis 861.79 2.721 3.896 7/11/11 3.256 -2,806 3,358 552 87,685  187,778 -93 187,685
  Buy BEL 20 long Galapagos 373.92 12.540   5/14/12 10.990 4,689        192,467 -4,782  
    PSI 20 short Pharol 1,190.40 3.939   3/26/12 4.022 4,689        197,156 -9,471  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,514.90 0.633   1/23/12 0.668 -4,350 4,125 -225 87,459  192,806 -5,347 187,459
    Topix (FRA) Isuzu Motors 534.28 8.620   3/05/12 8.402 -4,489 4,605 116 87,576  188,317 -741 187,576
  Buy SSE 50 short Anhui Conch Cement 2,388.62 1.955   4/09/12 2.031 4,670        192,987 -5,411  
    Topix (FRA) Mazda Motor 722.91 6.460   8/13/12 4.800 4,670        197,657 -10,081  
3/26/12 Sell ATX short Flughafen Wien 296.14 7.050 9.772 7/18/11 8.300 -2,458 2,894 436 88,012  195,199 -7,187 188,012
    PSI 20 Pharol 1,190.40 4.022 3.856 3/12/12 3.939 -4,689 4,590 -99 87,913  190,510 -2,597 187,913
  Buy ATX long Österreichische Post 183.81 25.200   4/09/12 25.800 4,632        195,142 -7,229  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Jerónimo Martins 310.87 14.900   4/02/12 15.420 4,632        199,774 -11,861  
4/02/12 Sell   long Jerónimo Martins 310.87 15.420   3/26/12 14.900 -4,632 4,794 162 88,075  195,142 -7,068 188,075
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 102,445  191,736 10,709 202,445
  Buy PSI 20 Banco Comercial 8,089.89 0.659   8/20/12 0.452 5,328        197,064 5,381  
    Athex LC long EYDAP 1,338.69 3.980   4/16/12 4.030 5,328        202,392 53  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,388.62 2.031 1.880 3/19/12 1.955 -4,670 4,489 -181 102,264  197,722 4,542 202,264
    ATX long Österreichische Post 183.81 25.800   3/26/12 25.200 -4,632 4,742 110 102,375  193,090 9,284 202,375
    CAC 40 Airbus 166.87 29.725   2/06/12 27.230 -4,544 4,960 416 102,791  188,546 14,245 202,791
    AEX Vopak 68.28 44.780   1/02/12 41.095 -2,806 3,058 252 103,043  185,740 17,302 203,043
    OMXH 25 Nokian Tyres 138.40 36.040   2/13/12 33.700 -4,664 4,988 324 103,366  181,076 22,290 203,366
  Buy SSE 50 China Northern Rare 1,953.32 2.888   6/04/12 3.823 5,641        186,717 16,649  
    ATX short Zumtobel 575.38 9.804   4/16/12 9.950 5,641        192,358 11,008  
    CAC 40 Peugeot 663.49 8.502   9/17/12 5.861 5,641        197,999 5,367  
    AEX ArcelorMittal 145.65 38.730   9/03/12 35.565 5,641        203,640 -274  
    OMXH 25 Outokumpu 485.46 11.620   8/20/12 6.980 5,641        209,281 -5,915  
4/16/12 Sell ATX short Zumtobel 575.38 9.950 9.658 4/09/12 9.804 -5,641 5,557 -84 103,282  203,640 -358 203,282
    TSX 60 long Constellation Soft 64.09 66.838   2/20/12 70.699 -4,531 4,284 -247 103,035  199,109 3,926 203,035
    Athex LC EYDAP 1,338.69 4.030   4/02/12 3.980 -5,328 5,395 67 103,102  193,781 9,321 203,102
  Buy ATX Österreichische Post 198.69 26.725   5/21/12 27.000 5,310        199,091 4,011  
    TSX 60 short BlackBerry 525.45 10.106   8/20/12 5.638 5,310        204,401 -1,299  
    Athex LC Public Power 3,425.81 1.550   9/03/12 1.330 5,310        209,711 -6,609  
4/23/12 Sell France long Hermes International 17.15 251.250   1/23/12 253.600 -4,349 4,309 -40 103,062  205,362 -2,300 203,062
    SLI Sonova 53.12 82.016   2/20/12 85.291 -4,531 4,357 -174 102,888  200,831 2,056 202,888
  Buy France short Solocal 179.19 28.590   8/13/12 20.100 5,123        205,954 -3,067  
    MerVal YPF 381.37 13.433   8/27/12 14.446 5,123        211,077 -8,190  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Lonza 148.48 34.504   11/26/12 36.099 5,123        216,200 -13,313  
    GCX REC Silicon 1,472.68 3.479   2/11/13 1.027 5,123        221,324 -18,436  
4/30/12 Sell SP Global 100 short Carrefour 127.69 15.175 26.570 8/01/11 20.080 -2,564 3,393 829 103,716  218,759 -15,043 203,716
  Buy   long Apple 74.91 62.953   10/20/14 77.950 4,716        223,475 -19,759  
5/07/12 Sell Nordic 30 long Equinor 123.25 19.757   11/28/11 18.255 -2,250 2,435 185 103,901  221,225 -17,324 203,901
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 104,286  216,561 -12,274 204,286
    GEX 4SC 378.61 9.617   2/13/12 12.319 -4,664 3,641 -1,023 103,263  211,897 -8,633 203,263
  Buy Nordic 30 short Nokia 2,027.08 2.400   8/13/12 2.220 4,865        216,762 -13,498  
    Topix (TYO) Sony 415.12 11.720   6/11/12 10.270 4,865        221,627 -18,363  
    GEX ZhongDe Waste Tech 1,737.50 2.800   2/18/13 2.050 4,865        226,492 -23,228  
5/14/12 Sell Germany long Encavis 863.92 2.970   1/02/12 3.248 -2,806 2,566 -240 103,023  223,686 -20,663 203,023
    MDAX short Ceconomy 220.06 7.298 12.656 8/08/11 9.611 -2,115 2,785 670 103,693  221,571 -17,877 203,693
    HSI-Fin long AIA 1,595.91 2.577   1/16/12 2.624 -4,188 4,113 -75 103,619  217,383 -13,764 203,619
    BEL 20 Galapagos 373.92 10.990   3/12/12 12.540 -4,689 4,109 -580 103,039  212,694 -9,655 203,039
    OMXC 20 Tryg 261.70 8.768   11/28/11 8.598 -2,250 2,295 45 103,084  210,444 -7,360 203,084
    OBX 25 Equinor 217.40 19.745   1/16/12 19.264 -4,188 4,293 105 103,188  206,256 -3,068 203,188
    OMXS 30 Getinge 60.35 19.967   11/28/11 18.641 -1,125 1,205 80 103,268  205,131 -1,863 203,268
      Lundin 60.21 15.471   11/28/11 18.684 -1,125 931 -193 103,075  204,006 -931 203,075
    FT 30 Tate & Lyle 2.95 858.422   12/19/11 808.105 -2,384 2,532 148 103,223  201,622 1,601 203,223
    Nikkei (FRA) Aozora Bank 80.18 18.670   1/09/12 21.370 -1,713 1,497 -216 103,007  199,909 3,098 203,007
      Nitto Boseki 132.06 12.260   1/09/12 12.975 -1,713 1,619 -94 102,912  198,195 4,717 202,912
    CAC Mid 60 Innate Pharma 2,543.86 1.650   1/23/12 1.710 -4,350 4,197 -153 102,760  193,845 8,915 202,760
  Buy Germany short SolarWorld 22.37 236.550   9/10/12 182.550 5,292        199,137 3,623  
    MDAX long Dürr 483.37 10.946   5/21/12 10.445 5,291        204,428 -1,668  
    HSI-Fin short HK Exchgs & Clrg 465.93 11.356   9/17/12 11.718 5,291        209,719 -6,959  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Bekaert 231.55 22.850   6/25/12 18.225 5,291        215,010 -12,250  
    OMXC 20 Vestas Wind Systems 933.82 5.666   5/28/12 5.040 5,291        220,301 -17,541  
    OBX 25 REC Silicon 1,528.53 3.462   9/03/12 2.359 5,291        225,592 -22,832  
    OMXS 30 ABB 204.03 12.967   7/23/12 14.168 2,646        228,237 -25,478  
      Nokia 1,131.33 2.338   7/23/12 1.752 2,646        230,883 -28,123  
    FT 30 Man Group 51.24 103.259   8/06/12 106.958 5,291        236,174 -33,414  
    Nikkei (FRA) Nippon Sheet Glass 292.64 9.040   1/07/13 9.100 2,645        238,819 -36,060  
      Sharp 68.48 38.630   1/07/13 23.550 2,645        241,465 -38,705  
    CAC Mid 60 Vallourec 153.10 34.560   9/10/12 36.345 5,291        246,756 -43,996  
5/21/12 Sell HSI long Lenovo 4,773.40 0.656   12/26/11 0.538 -2,570 3,130 560 103,320  244,186 -40,866 203,320
    Kospi 50 Samsung Electronics 283.47 16.200   1/23/12 15.346 -4,350 4,592 242 103,562  239,836 -36,273 203,562
    ATX Österreichische Post 198.69 27.000   4/16/12 26.725 -5,310 5,365 55 103,617  234,526 -30,909 203,617
    MDAX Dürr 483.37 10.445   5/14/12 10.946 -5,291 5,049 -242 103,375  229,235 -25,860 203,375
    TecDAX Dialog Semiconductor 271.36 15.475   2/06/12 16.745 -4,544 4,199 -345 103,030  224,691 -21,661 203,030
    SDAX Encavis 1,321.42 2.951   1/30/12 3.021 -3,992 3,900 -93 102,938  220,699 -17,761 202,938
    HSI-C&I Sands China 1,630.59 2.614   1/16/12 2.568 -4,188 4,263 75 103,012  216,511 -13,499 203,012
    ISEQ 20 Flutter 31.11 50.010   1/02/12 45.100 -1,403 1,556 153 103,165  215,108 -11,943 203,165
      Ryanair Holdings 371.16 4.040   1/02/12 3.780 -1,403 1,499 97 103,261  213,705 -10,443 203,261
    SMI short Credit Suisse 104.76 15.602 55.361 5/09/11 29.390 -3,079 5,800 2,721 105,982  210,626 -4,644 205,982
    NZX 50 long a2 Milk 19,307.53 0.267   3/05/12 0.233 -4,489 5,147 658 106,640  206,137 504 206,640
    Indices ISEQ-Overall 1.39 3,087.810   1/16/12 3,005.690 -4,178 4,292 114 106,755  201,959 4,796 206,755
    Nikkei (TYO) Tokyo Dome Corp 1,148.40 4.378   2/13/12 4.061 -4,664 5,028 364 107,119  197,295 9,824 207,119
    DJ Global Titans Apple 90.16 62.780   2/06/12 50.400 -4,544 5,660 1,116 108,235  192,751 15,484 208,235
  Buy HSI short China Unicom 4,704.30 1.189   8/20/12 1.370 5,592        198,343 9,892  
    Kospi 50 SK Holdings 99.36 56.279   7/23/12 68.528 5,592        203,935 4,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Zumtobel 567.26 9.858   6/25/12 8.050 5,592        209,527 -1,292  
    MDAX Ströer Media 704.02 7.943   5/28/12 8.000 5,592        215,119 -6,884  
    TecDAX SMA Solar 212.50 26.315   12/22/14 14.800 5,592        220,711 -12,476  
    SDAX Klöckner 713.81 7.834   10/29/12 7.058 5,592        226,303 -18,068  
    HSI-C&I Citic Pacific 4,720.58 1.185   9/17/12 0.959 5,592        231,895 -23,660  
    ISEQ 20 Bank of Ireland 1,071.26 2.610   8/27/12 2.490 2,796        234,691 -26,456  
      Smurfit Kappa 503.78 5.550   8/27/12 6.550 2,796        237,487 -29,252  
    SMI long Richemont 116.40 48.039   5/28/12 48.077 5,592        243,078 -34,844  
    NZX 50 short Katmandu 5,863.48 0.954   7/30/12 0.992 5,592        248,670 -40,436  
    Indices Athex Large Cap 2.76 2,028.100   9/10/12 2,671.700 5,598        254,268 -46,033  
    Nikkei (TYO) Nippon Sheet Glass 656.41 8.519   7/02/12 8.411 5,592        259,860 -51,625  
    DJ Global Titans Telefónica 569.68 9.816   5/28/12 9.440 5,592        265,452 -57,217  
5/28/12 Sell MDAX short Ströer Media 704.02 8.000 7.886 5/21/12 7.943 -5,592 5,552 -40 108,195  259,860 -51,665 208,195
    OMXC 20 Vestas Wind Systems 933.82 5.040 6.370 5/14/12 5.666 -5,291 5,948 657 108,852  254,569 -45,717 208,852
    SMI long Richemont 116.40 48.077   5/21/12 48.039 -5,592 5,596 4 108,856  248,977 -40,121 208,856
    DJ Global Titans short Telefónica 569.68 9.440 10.207 5/21/12 9.816 -5,592 5,815 223 109,079  243,385 -34,306 209,079
  Buy MDAX long Rhön-Klinikum 198.64 21.995   6/04/12 22.100 4,369        247,754 -38,675  
    OMXC 20 GN Store Nord 64.11 68.150   6/04/12 67.500 4,369        252,123 -43,044  
    SMI short Credit Suisse 277.67 15.734   6/04/12 15.300 4,369        256,492 -47,413  
    CAC Next 20 Natixis 2,279.08 1.917   6/18/12 1.984 4,369        260,861 -51,782  
    DJ Global Titans long Apple 66.98 65.229   10/22/12 69.545 4,369        265,230 -56,151  
6/04/12 Sell SSE 50 long China Northern Rare 1,953.32 3.823   4/09/12 2.888 -5,641 7,468 1,827 110,906  259,589 -48,683 210,906
    DAX Merck (EMD) 64.89 36.500   12/19/11 36.695 -2,381 2,368 -13 110,893  257,208 -46,315 210,893
    MDAX Rhön-Klinikum 198.64 22.100   5/28/12 21.995 -4,369 4,390 21 110,914  252,839 -41,925 210,914
    FTSE Next 0.72 3,698.710   11/28/11 3,105.900 -2,236 2,663 427 111,341  250,603 -39,262 211,341
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 64.11 67.500   5/28/12 68.150 -4,369 4,327 -42 111,299  246,234 -34,934 211,299
    SMI short Credit Suisse 277.67 15.300 16.181 5/28/12 15.734 -4,369 4,493 124 111,423  241,865 -30,442 211,423
  Buy SSE 50 China Unicom 8,940.71 0.506   12/10/12 0.413 4,524        246,389 -34,966  
    DAX thyssenkrupp 357.06 12.670   7/16/12 14.565 4,524        250,913 -39,489  
    MDAX Ströer Media 540.18 8.375   6/18/12 8.546 4,524        255,437 -44,013  
    FTSE Aviva 13.54 334.157   7/30/12 382.206 4,524        259,961 -48,538  
    OMXC 20 Vestas Wind Systems 1,036.66 4.364   6/18/12 3.953 4,524        264,485 -53,062  
    SMI long Swiss Re 103.42 43.744   6/11/12 46.079 4,524        269,009 -57,586  
6/11/12 Sell   long Swiss Re 103.42 46.079   6/04/12 43.744 -4,524 4,765 241 111,665  264,485 -52,821 211,665
    Topix (TYO) short Sony 415.12 10.270 13.374 5/07/12 11.720 -4,865 5,552 687 112,352  259,620 -47,269 212,352
  Buy SMI Credit Suisse 256.72 16.076   6/18/12 14.519 4,127        263,747 -51,396  
    Topix (TYO) long Subaru 682.43 6.048   1/11/16 33.663 4,127        267,874 -55,523  
6/18/12 Sell MDAX short Ströer Media 540.18 8.546 8.204 6/04/12 8.375 -4,524 4,432 -92 112,259  263,350 -51,091 212,259
    OMXC 20 Vestas Wind Systems 1,036.66 3.953 4.817 6/04/12 4.364 -4,524 4,994 470 112,729  258,826 -46,097 212,729
    SMI Credit Suisse 256.72 14.519 17.799 6/11/12 16.076 -4,127 4,569 443 113,172  254,699 -41,528 213,172
    CAC Next 20 Natixis 2,279.08 1.984 1.850 5/28/12 1.917 -4,369 4,216 -153 113,019  250,330 -37,311 213,019
    BAX long Wirecard 318.72 14.995   1/16/12 13.140 -4,188 4,779 591 113,610  246,142 -32,532 213,610
  Buy MDAX Dürr 399.91 11.318   6/25/12 11.594 4,526        250,668 -37,058  
    OMXC 20 GN Store Nord 61.79 73.250   6/25/12 71.650 4,526        255,194 -41,584  
    SMI Swiss Re 97.08 46.620   11/19/12 54.864 4,526        259,720 -46,110  
6/25/12 Sell ATX short Zumtobel 567.26 8.050 12.072 5/21/12 9.858 -5,592 6,848 1,256 114,866  254,128 -39,262 214,866
    MDAX long Dürr 399.91 11.594   6/18/12 11.318 -4,526 4,636 110 114,977  249,602 -34,626 214,977
    RTX short Mobile TeleSystems 208.12 13.400 11.240 8/01/11 12.320 -2,564 2,339 -225 114,752  247,038 -32,287 214,752
    BEL 20 Bekaert 231.55 18.225 28.649 5/14/12 22.850 -5,291 6,634 1,343 116,094  241,747 -25,653 216,094
    OMXC 20 long GN Store Nord 61.79 71.650   6/18/12 73.250 -4,526 4,427 -99 115,996  237,221 -21,226 215,996
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Kirby 44.62 36.163   12/05/11 48.011 -2,142 1,614 -529 115,467  235,079 -19,612 215,467
  Buy ATX Österreichische Post 189.11 25.890   7/29/13 31.600 4,896        239,975 -24,508  
    MDAX short Ströer Media 608.88 8.041   7/02/12 8.090 4,896        244,871 -29,404  
    RTX long Magnit 230.40 21.250   7/02/12 22.430 4,896        249,767 -34,300  
    BEL 20 Galapagos 399.67 12.250   10/22/12 16.900 4,896        254,663 -39,196  
    OMXC 20 short Vestas Wind Systems 1,206.65 4.058   7/16/12 3.392 4,896        259,559 -44,092  
    DJTA Ryder System 179.19 27.323   7/02/12 27.880 4,896        264,455 -48,988  
7/02/12 Sell MDAX short Ströer Media 608.88 8.090 7.992 6/25/12 8.041 -4,896 4,866 -30 115,437  259,559 -44,122 215,437
    RTX long Magnit 230.40 22.430   6/25/12 21.250 -4,896 5,168 272 115,709  254,663 -38,954 215,709
    DJTA short Ryder System 179.19 27.880 26.767 6/25/12 27.323 -4,896 4,796 -100 115,609  249,767 -34,158 215,609
    STI Wilmar International 1,087.11 2.197 3.631 5/02/11 2.824 -3,070 3,947 877 116,486  246,697 -30,211 216,486
    Nikkei (TYO) Nippon Sheet Glass 656.41 8.411 8.629 5/21/12 8.519 -5,592 5,664 72 116,558  241,105 -24,547 216,558
  Buy MDAX long Dürr 385.08 12.465   7/23/12 13.345 4,800        245,905 -29,347  
    RTX short RusHydro 2,364.53 2.030   7/09/12 2.080 4,800        250,705 -34,147  
    DJTA long Delta Air Lines 546.69 8.780   9/17/12 7.031 4,800        255,505 -38,947  
    STI ThaiBev 22,620.17 0.212   6/10/13 0.382 4,800        260,305 -43,747  
    Nikkei (TYO) OKI Electric 376.04 12.765   7/16/12 12.784 4,800        265,105 -48,547  
7/09/12 Sell RTX short RusHydro 2,364.53 2.080 1.980 7/02/12 2.030 -4,800 4,682 -118 116,440  260,305 -43,865 216,440
  Buy   long Magnit 199.35 21.640   7/16/12 22.510 4,314        264,619 -48,179  
7/16/12 Sell DAX short thyssenkrupp 357.06 14.565 10.775 6/04/12 12.670 -4,524 3,847 -677 115,763  260,095 -44,332 215,763
    RTX long Magnit 199.35 22.510   7/09/12 21.640 -4,314 4,487 173 115,937  255,781 -39,844 215,937
    OMXC 20 short Vestas Wind Systems 1,206.65 3.392 4.854 6/25/12 4.058 -4,896 5,857 961 116,898  250,885 -33,987 216,898
    Nikkei (TYO) long OKI Electric 376.04 12.784   7/02/12 12.765 -4,800 4,807 7 116,905  246,085 -29,180 216,905
  Buy DAX Continental 65.69 71.440   8/11/14 159.700 4,693        250,778 -33,873  
    RTX short RusHydro 2,203.29 2.130   9/03/12 2.010 4,693        255,471 -38,566  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long Genmab 554.15 8.469   6/24/13 22.604 4,693        260,164 -43,259  
    Nikkei (TYO) short Nippon Sheet Glass 615.16 7.629   11/19/12 7.143 4,693        264,857 -47,952  
7/23/12 Sell Kospi 50 short SK Holdings 99.36 68.528 44.029 5/21/12 56.279 -5,592 4,375 -1,217 115,688  259,265 -43,577 215,688
    MDAX long Dürr 385.08 13.345   7/02/12 12.465 -4,800 5,139 339 116,027  254,465 -38,438 216,027
    OMXS 30 short ABB 204.03 14.168 11.765 5/14/12 12.967 -2,646 2,400 -245 115,782  251,819 -36,038 215,782
      Nokia 1,131.33 1.752 3.121 5/14/12 2.338 -2,646 3,531 885 116,667  249,174 -32,507 216,667
  Buy Kospi 50 long Amorepacific Group 175.95 26.166   10/20/14 87.497 4,604        253,778 -37,111  
    MDAX short Ströer Media 580.80 7.927   8/06/12 7.080 4,604        258,382 -41,715  
    OMXS 30 long Electrolux 129.90 17.722   6/24/13 19.030 2,302        260,684 -44,017  
      Swedbank 166.95 13.789   6/24/13 16.871 2,302        262,986 -46,319  
7/30/12 Sell FTSE short Aviva 13.54 382.206 286.108 6/04/12 334.157 -4,524 3,874 -651 116,017  258,461 -42,445 216,017
    NZX 50 Katmandu 5,863.48 0.992 0.916 5/21/12 0.954 -5,592 5,369 -223 115,794  252,869 -37,075 215,794
  Buy FTSE long Ashtead 13.40 333.248   8/24/15 1,199.890 4,466        257,335 -41,541  
8/06/12 Sell MDAX short Ströer Media 580.80 7.080 8.875 7/23/12 7.927 -4,604 5,155 551 116,345  252,731 -36,386 216,345
    FT 30 Man Group 51.24 106.958 99.561 5/14/12 103.259 -5,291 5,102 -189 116,155  247,440 -31,285 216,155
  Buy MDAX long Dürr 333.95 13.838   10/29/12 14.790 4,621        252,061 -35,906  
    FT 30 Ferguson 1.51 3,068.570   6/24/13 3,452.810 4,634        256,695 -40,539  
8/13/12 Sell France short Solocal 179.19 20.100 40.666 4/23/12 28.590 -5,123 7,287 2,164 118,319  251,571 -33,252 218,319
    Nordic 30 Nokia 2,027.08 2.220 2.595 5/07/12 2.400 -4,865 5,259 394 118,714  246,707 -27,993 218,714
    Topix (FRA) Mazda Motor 722.91 4.800 8.694 3/19/12 6.460 -4,670 6,285 1,615 120,329  242,037 -21,708 220,329
  Buy France long Eurofins Scientific 47.95 103.550   4/22/13 153.250 4,965        247,002 -26,673  
    Nordic 30 Pandora 443.61 11.192   6/03/13 26.264 4,965        251,967 -31,638  
    Topix (FRA) Softbank 307.64 16.139   9/03/12 15.996 4,965        256,932 -36,603  
8/20/12 Sell HSI short China Unicom 4,704.30 1.370 1.008 5/21/12 1.189 -5,592 4,741 -851 119,478  251,340 -31,862 219,478
    IBEX 35 Sacyr 1,407.36 1.284 8.553 2/13/12 3.314 -4,664 12,038 7,374 126,852  246,676 -19,824 226,852
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 485.46 6.980 19.345 4/09/12 11.620 -5,641 9,391 3,750 130,602  241,035 -10,433 230,602
    TSX 60 BlackBerry 525.45 5.638 18.115 4/16/12 10.106 -5,310 9,519 4,209 134,810  235,725 -914 234,810
    PSI 20 Banco Comercial 8,089.89 0.452 0.960 4/02/12 0.659 -5,328 7,763 2,435 137,245  230,397 6,849 237,245
  Buy HSI long Galaxy Entertainment 2,594.06 2.352   4/22/13 3.135 6,102        236,499 747  
    IBEX 35 Grifols 542.88 11.240   11/05/12 13.025 6,102        242,601 -5,355  
    OMXH 25 Huhtamäki 513.20 11.890   10/22/12 12.450 6,102        248,703 -11,457  
    TSX 60 Couche-Tard 912.79 6.685   4/22/13 7.405 6,102        254,805 -17,559  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,071.26 2.490 2.736 5/21/12 2.610 -2,796 2,931 135 137,380  252,009 -14,628 237,380
      Smurfit Kappa 503.78 6.550 4.550 5/21/12 5.550 -2,796 2,292 -504 136,876  249,213 -12,336 236,876
    MerVal YPF 381.37 14.446 12.421 4/23/12 13.433 -5,123 4,737 -386 136,490  244,090 -7,599 236,490
  Buy ISEQ 20 long Kerry Group 76.13 37.580   6/17/13 42.250 2,861        246,951 -10,460  
      Smurfit Kappa 436.79 6.550   6/17/13 12.270 2,861        249,812 -13,321  
9/03/12 Sell S&P 100 long Biogen 37.93 116.954   1/09/12 90.342 -3,427 4,436 1,009 137,500  246,385 -8,885 237,500
    AEX short ArcelorMittal 145.65 35.565 42.177 4/09/12 38.730 -5,641 6,143 502 138,002  240,744 -2,742 238,002
    RTX RusHydro 2,203.29 2.010 2.257 7/16/12 2.130 -4,693 4,973 280 138,282  236,051 2,231 238,282
    OBX 25 REC Silicon 1,528.53 2.359 5.080 5/14/12 3.462 -5,291 7,764 2,473 140,755  230,760 9,996 240,755
    Athex LC Public Power 3,425.81 1.330 1.806 4/16/12 1.550 -5,310 6,188 878 141,634  225,450 16,184 241,634
    Topix (FRA) long Softbank 307.64 15.996   8/13/12 16.139 -4,965 4,921 -44 141,590  220,485 21,105 241,590
  Buy S&P 100 short HP 486.05 13.511   9/17/12 13.872 6,567        227,052 14,538  
    RTX long Magnit 271.14 24.220   9/17/12 27.650 6,567        233,619 7,971  
    OBX 25 Grieg Seafood 4,788.54 1.371   1/07/13 1.707 6,567        240,186 1,404  
    Athex LC Alpha Bank 98.01 67.000   3/25/13 37.850 6,567        246,753 -5,163  
    MerVal short Pampa Energía 39,066.03 0.168   9/10/12 0.164 6,567        253,320 -11,730  
    Topix (FRA) Kansai Electric Pwr 1,151.70 5.702   3/11/13 6.145 6,567        259,886 -18,297  
9/10/12 Sell Germany short SolarWorld 22.37 182.550 306.524 5/14/12 236.550 -5,292 6,857 1,565 143,155  254,595 -11,440 243,155
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 39,066.03 0.164 0.172 9/03/12 0.168 -6,567 6,731 164 143,319  248,028 -4,709 243,319
    CAC Mid 60 Vallourec 153.10 36.345 32.775 5/14/12 34.560 -5,291 5,018 -273 143,046  242,737 309 243,046
    Indices Athex Large Cap 2.76 2,671.700 1,384.500 5/21/12 2,028.100 -5,598 3,821 -1,776 141,270  237,139 4,130 241,270
  Buy Germany long ADLER Real Estate 5,198.31 1.180   6/24/13 2.050 6,134        243,273 -2,004  
    CAC Mid 60 Eurofins Scientific 55.76 110.000   4/22/13 153.250 6,134        249,407 -8,137  
    Indices OMXC 20 92.37 66.404   6/17/13 70.001 6,134        255,541 -14,271  
9/17/12 Sell S&P 100 short HP 486.05 13.872 13.150 9/03/12 13.511 -6,567 6,391 -176 141,094  248,974 -7,880 241,094
    CAC 40 Peugeot 663.49 5.861 12.333 4/09/12 8.502 -5,641 8,183 2,542 143,636  243,333 303 243,636
    RTX long Magnit 271.14 27.650   9/03/12 24.220 -6,567 7,497 930 144,566  236,766 7,800 244,566
    HSI-Fin short HK Exchgs & Clrg 465.93 11.718 10.994 5/14/12 11.356 -5,291 5,122 -169 144,397  231,475 12,923 244,397
    HSI-C&I Citic Pacific 4,720.58 0.959 1.464 5/21/12 1.185 -5,592 6,910 1,318 145,715  225,883 19,832 245,715
    DJTA long Delta Air Lines 546.69 7.031   7/02/12 8.780 -4,800 3,844 -956 144,759  221,083 23,676 244,759
  Buy S&P 100 Gilead Sciences 267.73 25.063   10/13/14 79.611 6,710        227,793 16,966  
    CAC 40 Credit Agricole 1,121.32 5.984   9/24/12 5.714 6,710        234,503 10,256  
    RTX short RusHydro 3,210.53 2.090   2/04/13 1.770 6,710        241,213 3,546  
    HSI-Fin long Bank of China (HK) 2,811.30 2.387   5/13/13 2.748 6,710        247,923 -3,164  
    HSI-C&I Galaxy Entertainment 2,760.18 2.431   4/08/13 3.018 6,710        254,633 -9,874  
    DJTA short Expeditors Wash 228.90 29.314   9/24/12 28.398 6,710        261,342 -16,584  
9/24/12 Sell CAC 40 long Credit Agricole 1,121.32 5.714   9/17/12 5.984 -6,710 6,407 -303 144,456  254,632 -10,177 244,456
    DJTA short Expeditors Wash 228.90 28.398 30.259 9/17/12 29.314 -6,710 6,926 216 144,672  247,923 -3,250 244,672
  Buy   long Avis Budget 485.95 12.419   7/20/15 38.916 6,035        253,958 -9,285  
10/01/12 Buy CAC Next 20 short Hermes International 27.83 211.450   12/10/12 235.500 5,885        259,842 -15,170  
10/15/12 Buy AEX short KPN 1,582.18 3.626   2/02/15 2.756 5,737        265,579 -20,907  
    MerVal Pampa Energía 38,043.77 0.151   10/22/12 0.141 5,737        271,316 -26,644  
10/22/12 Sell BEL 20 long Galapagos 399.67 16.900   6/25/12 12.250 -4,896 6,754 1,858 146,531  266,420 -19,890 246,531
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Huhtamäki 513.20 12.450   8/20/12 11.890 -6,102 6,389 287 146,818  260,318 -13,500 246,818
    MerVal short Pampa Energía 38,043.77 0.141 0.161 10/15/12 0.151 -5,737 6,140 403 147,221  254,581 -7,360 247,221
    DJ Global Titans long Apple 66.98 69.545   5/28/12 65.229 -4,369 4,658 289 147,510  250,212 -2,702 247,510
  Buy BEL 20 short Bekaert 283.60 21.580   11/12/12 21.290 6,120        256,332 -8,822  
    OMXH 25 Outokumpu 945.90 6.470   11/05/12 6.200 6,120        262,452 -14,942  
    DJ Global Titans Telefónica 582.86 10.500   10/29/12 10.070 6,120        268,572 -21,062  
10/29/12 Sell MDAX long Dürr 333.95 14.790   8/06/12 13.838 -4,621 4,939 318 147,828  263,951 -16,123 247,828
    SDAX short Klöckner 713.81 7.058 8.695 5/21/12 7.834 -5,592 6,207 615 148,443  258,359 -9,916 248,443
    DJ Global Titans Telefónica 582.86 10.070 10.948 10/22/12 10.500 -6,120 6,381 261 148,705  252,239 -3,535 248,705
  Buy MDAX Ströer Media 924.43 6.630   1/14/13 6.901 6,129        258,368 -9,664  
    SDAX long ADLER Real Estate 3,879.11 1.580   11/26/12 1.285 6,129        264,497 -15,793  
    MerVal short Pampa Energía 42,327.35 0.145   12/24/12 0.147 6,129        270,626 -21,922  
    BAX long KUKA 262.20 23.375   6/24/13 31.820 6,129        276,755 -28,051  
    DJ Global Titans Bank of America 850.82 7.204   12/16/13 11.075 6,129        282,884 -34,180  
11/05/12 Sell MIB short UnipolSai 497.66 0.935 28.146 6/27/11 5.130 -2,553 14,007 11,454 160,159  280,331 -20,172 260,159
    IBEX 35 long Grifols 542.88 13.025   8/20/12 11.240 -6,102 7,071 969 161,128  274,229 -13,101 261,128
    OMXH 25 short Outokumpu 945.90 6.200 6.752 10/22/12 6.470 -6,120 6,387 267 161,395  268,109 -6,715 261,395
  Buy MIB long Azimut 684.22 9.304   8/04/14 18.460 6,366        274,475 -13,081  
    OMXH 25 Konecranes 252.12 25.250   11/12/12 24.380 6,366        280,841 -19,447  
11/12/12 Sell BEL 20 short Bekaert 283.60 21.290 21.874 10/22/12 21.580 -6,120 6,203 83 161,478  274,721 -13,243 261,478
    OMXH 25 long Konecranes 252.12 24.380   11/05/12 25.250 -6,366 6,147 -219 161,259  268,355 -7,097 261,259
  Buy BEL 20 Galapagos 375.75 16.910   6/24/13 14.210 6,354        274,709 -13,451  
    OMXH 25 short Outokumpu 989.72 6.420   12/31/12 7.400 6,354        281,063 -19,805  
11/19/12 Sell SMI long Swiss Re 97.08 54.864   6/18/12 46.620 -4,526 5,326 800 162,059  276,537 -14,478 262,059
    Nikkei (TYO) short Nippon Sheet Glass 615.16 7.143 8.148 7/16/12 7.629 -4,693 5,012 319 162,378  271,844 -9,466 262,378
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Impresa 21,800.00 0.290   12/17/12 0.300 6,322        278,166 -15,788  
    SMI Julius Bär 242.03 26.121   12/17/12 27.324 6,322        284,488 -22,110  
    Nikkei (TYO) long Subaru 773.27 8.176   10/07/13 20.003 6,322        290,810 -28,432  
11/26/12 Sell SDAX long ADLER Real Estate 3,879.11 1.285   10/29/12 1.580 -6,129 4,985 -1,144 161,234  284,681 -23,447 261,234
    SLI short Lonza 148.48 36.099 32.909 4/23/12 34.504 -5,123 4,886 -237 160,997  279,558 -18,561 260,997
  Buy SDAX Deutz 1,864.62 3.250   12/10/12 3.138 6,060        285,618 -24,621  
    SLI long Swiss Life 58.15 104.219   6/24/13 120.698 6,060        291,678 -30,681  
12/10/12 Sell SSE 50 short China Unicom 8,940.71 0.413 0.620 6/04/12 0.506 -4,524 5,539 1,015 162,012  287,154 -25,143 262,012
    SDAX Deutz 1,864.62 3.138 3.366 11/26/12 3.250 -6,060 6,276 216 162,228  281,094 -18,866 262,228
    CAC Next 20 Hermes International 27.83 235.500 187.400 10/01/12 211.450 -5,885 5,215 -669 161,559  275,210 -13,651 261,559
  Buy SSE 50 long China Rwy Constr 8,655.03 0.716   4/29/13 0.634 6,197        281,407 -19,848  
    CAC 40 Societe Generale 215.06 28.815   1/14/13 34.140 6,197        287,604 -26,045  
    SDAX ADLER Real Estate 4,426.43 1.400   6/10/13 2.099 6,197        293,801 -32,242  
12/17/12 Sell PSI 20 short Impresa 21,800.00 0.300 0.280 11/19/12 0.290 -6,322 6,104 -218 161,341  287,479 -26,138 261,341
    SMI Julius Bär 242.03 27.324 24.917 11/19/12 26.121 -6,322 6,031 -291 161,050  281,157 -20,107 261,050
  Buy   long Richemont 100.50 59.929   10/14/13 74.199 6,023        287,180 -26,130  
12/24/12 Sell MerVal short Pampa Energía 42,327.35 0.147 0.143 10/29/12 0.145 -6,129 6,040 -89 160,961  281,051 -20,090 260,961
  Buy   long Gr Fin Galicia 8,633.50 0.697   5/27/13 0.697 6,021        287,072 -26,111  
12/31/12 Sell OMXH 25 short Outokumpu 989.72 7.400 5.440 11/12/12 6.420 -6,354 5,384 -970 159,991  280,718 -20,727 259,991
  Buy   long Orion 269.41 22.200   3/18/13 22.000 5,981        286,698 -26,708  
1/07/13 Sell OBX 25 long Grieg Seafood 4,788.54 1.707   9/03/12 1.371 -6,567 8,173 1,606 161,596  280,131 -18,535 261,596
    Nikkei (FRA) short Nippon Sheet Glass 292.64 9.100 8.980 5/14/12 9.040 -2,645 2,628 -18 161,579  277,486 -15,907 261,579
      Sharp 68.48 23.550 63.366 5/14/12 38.630 -2,645 4,339 1,694 163,273  274,841 -11,568 263,273
  Buy IBEX 35 long Mediaset Esp 1,104.63 5.696   2/04/13 5.150 6,292        281,133 -17,860  
    OBX 25 short REC Silicon 3,491.09 1.802   1/21/13 1.488 6,292        287,425 -24,152  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Subaru 317.78 9.900   1/14/13 9.907 3,146        290,571 -27,298  
      Shinsei Bank 201.67 15.600   1/14/13 13.840 3,146        293,717 -30,444  
1/14/13 Sell CAC 40 long Societe Generale 215.06 34.140   12/10/12 28.815 -6,197 7,342 1,145 164,418  287,520 -23,102 264,418
    MDAX short Ströer Media 924.43 6.901 6.359 10/29/12 6.630 -6,129 5,878 -251 164,167  281,391 -17,223 264,167
    Nikkei (FRA) long Subaru 317.78 9.907   1/07/13 9.900 -3,146 3,148 2 164,170  278,245 -14,075 264,170
      Shinsei Bank 201.67 13.840   1/07/13 15.600 -3,146 2,791 -355 163,815  275,099 -11,284 263,815
  Buy CAC 40 short Engie 409.14 15.430   1/28/13 15.390 6,313        281,412 -17,597  
    MDAX long KUKA 223.98 28.185   6/24/13 31.820 6,313        287,725 -23,910  
    Nikkei (FRA) short Screen 162.00 19.485   2/11/13 16.805 3,157        290,881 -27,066  
1/21/13 Sell OBX 25 short REC Silicon 3,491.09 1.488 2.182 1/07/13 1.802 -6,292 7,619 1,327 165,142  284,589 -19,447 265,142
  Buy   long Grieg Seafood 3,537.20 1.736   1/28/13 1.688 6,142        290,731 -25,589  
1/28/13 Sell CAC 40 short Engie 409.14 15.390 15.470 1/14/13 15.430 -6,313 6,329 16 165,158  284,418 -19,260 265,158
    OBX 25 long Grieg Seafood 3,537.20 1.688   1/21/13 1.736 -6,142 5,971 -171 164,987  278,276 -13,289 264,987
  Buy CAC 40 Credit Agricole 810.62 7.762   2/11/13 7.414 6,292        284,568 -19,581  
    OBX 25 short REC Silicon 4,067.75 1.547   2/25/13 1.312 6,292        290,860 -25,873  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,104.63 5.150   1/07/13 5.696 -6,292 5,689 -603 164,384  284,568 -20,184 264,384
    RTX short RusHydro 3,210.53 1.770 2.468 9/17/12 2.090 -6,710 7,923 1,213 165,597  277,858 -12,261 265,597
  Buy IBEX 35 Bankia 288.60 21.944   9/09/13 3.016 6,333        284,191 -18,594  
    RTX long Magnit 182.72 34.660   3/11/13 34.010 6,333        290,524 -24,927  
2/11/13 Sell CAC 40 long Credit Agricole 810.62 7.414   1/28/13 7.762 -6,292 6,010 -282 165,315  284,232 -18,917 265,315
    Nikkei (FRA) short Screen 162.00 16.805 22.592 1/14/13 19.485 -3,157 3,660 503 165,819  281,076 -15,257 265,819
    GCX REC Silicon 1,472.68 1.027 11.783 4/23/12 3.479 -5,123 17,353 12,230 178,049  275,953 2,096 278,049
  Buy CAC 40 Orange 888.37 7.883   2/25/13 7.479 7,003        282,956 -4,907  
    ÖkoDAX long PNE Wind 2,510.04 2.790   4/29/13 2.700 7,003        289,959 -11,910  
    Nikkei (FRA) Subaru 324.21 10.800   8/26/13 18.441 3,501        293,460 -15,412  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Mazda Motor 281.36 12.445   8/26/13 15.485 3,502        296,962 -18,913  
    GCX SunPower 991.55 7.063   11/25/13 21.795 7,003        303,965 -25,916  
2/18/13 Sell GEX short ZhongDe Waste Tech 1,737.50 2.050 3.824 5/07/12 2.800 -4,865 6,645 1,780 179,829  299,100 -19,271 279,829
  Buy   long MBB 352.05 18.500   4/22/13 17.650 6,513        305,613 -25,784  
2/25/13 Sell CAC 40 short Orange 888.37 7.479 8.309 2/11/13 7.883 -7,003 7,381 378 180,207  298,610 -18,403 280,207
    OBX 25 REC Silicon 4,067.75 1.312 1.824 1/28/13 1.547 -6,292 7,421 1,129 181,336  292,318 -10,982 281,336
  Buy CAC 40 long Credit Agricole 904.08 7.475   4/22/13 6.300 6,758        299,076 -17,740  
    OBX 25 Norwegian 231.12 29.241   4/15/13 28.036 6,758        305,834 -24,498  
3/11/13 Sell RTX long Magnit 182.72 34.010   2/04/13 34.660 -6,333 6,214 -119 181,217  299,501 -18,284 281,217
    Topix (FRA) short Kansai Electric Pwr 1,151.70 6.145 5.259 9/03/12 5.702 -6,567 6,057 -510 180,707  292,934 -12,227 280,707
  Buy RTX RusHydro 3,994.64 1.680   9/14/15 0.774 6,711        299,645 -18,938  
    Topix (FRA) long Mazda Motor 543.18 12.355   4/01/13 11.250 6,711        306,356 -25,649  
3/18/13 Sell OMXH 25 long Orion 269.41 22.000   12/31/12 22.200 -5,981 5,927 -54 180,653  300,375 -19,722 280,653
  Buy   short Outokumpu 1,181.70 5.520   9/16/13 4.600 6,523        306,898 -26,245  
3/25/13 Sell Athex LC long Alpha Bank 98.01 37.850   9/03/12 67.000 -6,567 3,710 -2,857 177,796  300,331 -22,535 277,796
  Buy   short Eurobank Ergasias 24.54 260.000   9/30/13 50.000 6,380        306,711 -28,916  
4/01/13 Sell Topix (FRA) long Mazda Motor 543.18 11.250   3/11/13 12.355 -6,711 6,111 -600 177,196  300,000 -22,805 277,196
  Buy   short Nidec 290.30 21.905   4/15/13 21.896 6,359        306,359 -29,164  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,760.18 3.018   9/17/12 2.431 -6,710 8,331 1,621 178,817  299,649 -20,833 278,817
  Buy   short Li & Fung 6,184.31 1.043   9/30/13 1.073 6,449        306,098 -27,282  
4/15/13 Sell OBX 25 long Norwegian 231.12 28.036   2/25/13 29.241 -6,758 6,480 -278 178,538  299,340 -20,802 278,538
    Topix (FRA) short Nidec 290.30 21.896 21.914 4/01/13 21.905 -6,359 6,362 3 178,541  292,981 -14,440 278,541
  Buy OBX 25 Frontline 890.61 7.413   10/21/13 8.829 6,602        299,583 -21,042  
    Topix (FRA) long Mazda Motor 564.03 11.705   6/03/13 14.600 6,602        306,185 -27,644  
4/22/13 Sell France long Eurofins Scientific 47.95 153.250   8/13/12 103.550 -4,965 7,348 2,383 180,924  301,220 -20,296 280,924
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI Galaxy Entertainment 2,594.06 3.135   8/20/12 2.352 -6,102 8,132 2,030 182,954  295,118 -12,164 282,954
    CAC 40 Credit Agricole 904.08 6.300   2/25/13 7.475 -6,758 5,696 -1,062 181,891  288,360 -6,469 281,891
    TSX 60 Couche-Tard 912.79 7.405   8/20/12 6.685 -6,102 6,759 657 182,548  282,258 290 282,548
    CAC Mid 60 Eurofins Scientific 55.76 153.250   9/10/12 110.000 -6,134 8,545 2,412 184,960  276,125 8,836 284,960
    GEX MBB 352.05 17.650   2/18/13 18.500 -6,513 6,214 -299 184,661  269,612 15,049 284,661
  Buy France short ArcelorMittal 285.02 26.286   5/06/13 29.061 7,492        277,104 7,557  
    HSI China Shenhua HK 2,944.74 2.544   9/16/13 2.475 7,492        284,596 65  
    CAC 40 ArcelorMittal 285.02 26.286   8/05/13 28.620 7,492        292,088 -7,427  
    TSX 60 Barrick Gold 517.98 14.464   9/30/13 13.729 7,492        299,580 -14,919  
    CAC Mid 60 CGG 15.05 497.920   4/29/13 532.320 7,494        307,073 -22,413  
    GEX YOC 1,483.86 5.049   9/23/13 2.219 7,492        314,565 -29,905  
4/29/13 Sell SSE 50 long China Rwy Constr 8,655.03 0.634   12/10/12 0.716 -6,197 5,490 -707 183,954  308,368 -24,415 283,954
    ÖkoDAX PNE Wind 2,510.04 2.700   2/11/13 2.790 -7,003 6,777 -226 183,728  301,365 -17,638 283,728
    CAC Mid 60 short CGG 15.05 532.320 463.520 4/22/13 497.920 -7,494 6,976 -518 183,210  293,872 -10,662 283,210
  Buy SSE 50 China Northern Rare 3,001.32 2.270   5/06/13 2.286 6,813        300,685 -17,475  
    ÖkoDAX SolarWorld 64.24 106.050   4/13/15 14.550 6,813        307,497 -24,287  
5/06/13 Sell France short ArcelorMittal 285.02 29.061 23.511 4/22/13 26.286 -7,492 6,701 -791 182,419  300,005 -17,586 282,419
    SSE 50 China Northern Rare 3,001.32 2.286 2.254 4/29/13 2.270 -6,813 6,765 -48 182,371  293,192 -10,821 282,371
  Buy   long China Minsheng Bk 6,455.54 1.052   5/13/13 1.064 6,788        299,980 -17,609  
5/13/13 Sell   long China Minsheng Bk 6,455.54 1.064   5/06/13 1.052 -6,788 6,870 82 182,453  293,192 -10,739 282,453
    HSI-Fin Bank of China (HK) 2,811.30 2.748   9/17/12 2.387 -6,710 7,724 1,014 183,467  286,482 -3,015 283,467
  Buy SSE 50 short China Northern Rare 2,960.85 2.368   11/04/13 2.137 7,011        293,493 -10,026  
    HSI-Fin Ping An 2,340.12 2.996   10/14/13 2.804 7,011        300,504 -17,037  
5/27/13 Sell MerVal long Gr Fin Galicia 8,633.50 0.697   12/24/12 0.697 -6,021 6,015 -6 183,461  294,483 -11,022 283,461
  Buy   short Pampa Energía 41,830.47 0.163   6/10/13 0.158 6,810        301,293 -17,832  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/03/13 Sell Nordic 30 long Pandora 443.61 26.264   8/13/12 11.192 -4,965 11,651 6,686 190,147  296,328 -6,181 290,147
    Topix (FRA) Mazda Motor 564.03 14.600   4/15/13 11.705 -6,602 8,235 1,633 191,780  289,726 2,054 291,780
  Buy Nordic 30 short Equinor 423.58 17.340   7/29/13 16.264 7,345        297,071 -5,291  
    Topix (FRA) Inpex 923.55 7.953   11/18/13 8.519 7,345        304,416 -12,636  
6/10/13 Sell SDAX long ADLER Real Estate 4,426.43 2.099   12/10/12 1.400 -6,197 9,291 3,094 194,874  298,219 -3,345 294,874
    HSI-Prop China Ov Land & Inv 1,358.86 2.124   1/16/12 1.541 -2,094 2,886 792 195,666  296,125 -459 295,666
      China Res Land 1,481.85 2.183   1/16/12 1.413 -2,094 3,234 1,140 196,806  294,031 2,775 296,806
    MerVal short Pampa Energía 41,830.47 0.158 0.168 5/27/13 0.163 -6,810 7,011 201 197,007  287,221 9,786 297,007
    STI long ThaiBev 22,620.17 0.382   7/02/12 0.212 -4,800 8,632 3,832 200,839  282,421 18,418 300,839
  Buy France short ArcelorMittal 283.10 28.191   7/08/13 26.415 7,981        290,402 10,437  
    SDAX Hypoport 1,066.98 7.480   9/30/13 8.120 7,981        298,383 2,456  
    HSI-Prop Hang Lung 1,553.81 2.568   11/18/13 2.531 3,990        302,374 -1,535  
      Sino Land 3,708.30 1.076   11/18/13 1.043 3,991        306,364 -5,525  
    MerVal long Telecom Argentina 2,107.03 3.788   6/17/13 3.268 7,981        314,345 -13,506  
    CAC Mid 60 short CGG 14.22 561.120   8/05/13 575.840 7,979        322,324 -21,485  
6/17/13 Sell ISEQ 20 long Kerry Group 76.13 42.250   8/27/12 37.580 -2,861 3,216 356 201,194  319,463 -18,269 301,194
      Smurfit Kappa 436.79 12.270   8/27/12 6.550 -2,861 5,359 2,498 203,693  316,602 -12,910 303,693
    MerVal Telecom Argentina 2,107.03 3.268   6/10/13 3.788 -7,981 6,886 -1,095 202,598  308,621 -6,024 302,598
    Indices OMXC 20 92.37 70.001   9/10/12 66.404 -6,134 6,466 332 202,930  302,488 442 302,930
  Buy ISEQ 20 short C&C Group 895.82 4.233   7/29/13 4.100 3,792        306,280 -3,350  
      CRH 242.59 15.631   7/29/13 15.994 3,792        310,072 -7,142  
    PSI 20 long Teixeira Duarte 14,044.44 0.540   6/24/13 0.570 7,584        317,656 -14,726  
    MerVal short Comercial del Plata 107,880.51 0.070   8/12/13 0.067 7,584        325,240 -22,310  
    Indices RTX 5.44 1,393.590   8/12/13 1,391.500 7,581        332,821 -29,891  
6/24/13 Sell Germany long ADLER Real Estate 5,198.31 2.050   9/10/12 1.180 -6,134 10,657 4,523 207,453  326,687 -19,234 307,453
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX KUKA 223.98 31.820   1/14/13 28.185 -6,313 7,127 814 208,267  320,374 -12,107 308,267
    BEL 20 Galapagos 375.75 14.210   11/12/12 16.910 -6,354 5,339 -1,015 207,252  314,020 -6,768 307,252
    PSI 20 Teixeira Duarte 14,044.44 0.570   6/17/13 0.540 -7,584 8,005 421 207,674  306,436 1,238 307,674
    OMXC 20 Genmab 554.15 22.604   7/16/12 8.469 -4,693 12,526 7,833 215,507  301,743 13,764 315,507
    OMXS 30 Electrolux 129.90 19.030   7/23/12 17.722 -2,302 2,472 170 215,676  299,441 16,236 315,676
      Swedbank 166.95 16.871   7/23/12 13.789 -2,302 2,817 515 216,191  297,139 19,052 316,191
    FT 30 Ferguson 1.51 3,452.810   8/06/12 3,068.570 -4,634 5,214 580 216,771  292,505 24,266 316,771
    SLI Swiss Life 58.15 120.698   11/26/12 104.219 -6,060 7,019 958 217,730  286,445 31,285 317,730
    BAX KUKA 262.20 31.820   10/29/12 23.375 -6,129 8,343 2,214 219,944  280,316 39,628 319,944
  Buy Germany short SolarWorld 97.76 91.950   7/29/13 77.250 8,989        289,305 30,639  
    MDAX Salzgitter 353.83 25.405   7/01/13 25.340 8,989        298,294 21,650  
    BEL 20 Aperam 1,080.41 8.320   7/15/13 8.461 8,989        307,283 12,661  
    OMXC 20 FLSmidth 256.59 35.032   7/01/13 34.376 8,989        316,272 3,672  
    OMXS 30 Boliden 470.67 9.549   7/08/13 9.256 4,495        320,767 -823  
      Tele2 512.01 8.778   7/08/13 9.227 4,494        325,261 -5,317  
    FT 30 Man Group 94.37 95.252   7/01/13 100.211 8,989        334,250 -14,306  
    SLI Kühne & Nagel 110.78 81.145   7/08/13 90.725 8,989        343,239 -23,295  
    BAX SFC Energy 1,892.42 4.750   7/01/13 4.650 8,989        352,228 -32,284  
7/01/13 Sell MDAX short Salzgitter 353.83 25.340 25.470 6/24/13 25.405 -8,989 9,012 23 219,967  343,239 -23,272 319,967
    OMXC 20 FLSmidth 256.59 34.376 35.701 6/24/13 35.032 -8,989 9,161 172 220,139  334,250 -14,112 320,139
    FT 30 Man Group 94.37 100.211 90.294 6/24/13 95.252 -8,989 8,521 -468 219,671  325,261 -5,591 319,671
    BAX SFC Energy 1,892.42 4.650 4.852 6/24/13 4.750 -8,989 9,182 193 219,864  316,272 3,592 319,864
  Buy MDAX long Dürr 336.95 23.998   7/28/14 30.355 8,086        324,358 -4,494  
    OMXC 20 Vestas Wind Systems 749.22 10.793   9/01/14 31.864 8,086        332,444 -12,580  
    FT 30 Lloyds Bank 108.00 74.871   9/09/13 90.907 8,086        340,530 -20,666  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Morphosys 183.17 44.145   4/14/14 58.270 8,086        348,616 -28,752  
7/08/13 Sell France short ArcelorMittal 283.10 26.415 30.086 6/10/13 28.191 -7,981 8,517 537 220,401  340,636 -20,235 320,401
    OMXS 30 Boliden 470.67 9.256 9.852 6/24/13 9.549 -4,495 4,637 143 220,543  336,141 -15,598 320,543
      Tele2 512.01 9.227 8.329 6/24/13 8.778 -4,494 4,265 -230 220,313  331,647 -11,333 320,313
    SLI Kühne & Nagel 110.78 90.725 71.565 6/24/13 81.145 -8,989 7,928 -1,061 219,252  322,657 -3,405 319,252
  Buy OMXS 30 long Nokia 1,239.33 3.186   10/13/14 6.407 3,948        326,605 -7,353  
      Kinnevik 180.54 21.868   10/13/14 22.475 3,948        330,553 -11,301  
    SLI Lonza 131.16 60.201   8/12/13 56.494 7,896        338,449 -19,197  
7/15/13 Sell BEL 20 short Aperam 1,080.41 8.461 8.179 6/24/13 8.320 -8,989 8,837 -152 219,100  329,460 -10,361 319,100
  Buy   long KBC 246.19 31.350   10/13/14 40.740 7,718        337,178 -18,079  
7/29/13 Sell Germany short SolarWorld 97.76 77.250 109.447 6/24/13 91.950 -8,989 10,700 1,711 220,810  328,189 -7,379 320,810
    ATX long Österreichische Post 189.11 31.600   6/25/12 25.890 -4,896 5,976 1,080 221,890  323,293 -1,403 321,890
    ISEQ 20 short C&C Group 895.82 4.100 4.370 6/17/13 4.233 -3,792 3,915 123 222,013  319,501 2,512 322,013
      CRH 242.59 15.994 15.268 6/17/13 15.631 -3,792 3,704 -88 221,925  315,709 6,216 321,925
    Nordic 30 Equinor 423.58 16.264 18.488 6/03/13 17.340 -7,345 7,831 486 222,411  308,364 14,047 322,411
  Buy ATX Raiffeisen Bank Int 364.35 23.085   10/21/13 25.350 8,411        316,775 5,636  
    ISEQ 20 long FBD Holdings 269.58 15.600   8/05/13 16.650 4,205        320,981 1,430  
      Smurfit Kappa 294.09 14.300   8/05/13 15.150 4,205        325,186 -2,775  
    Nordic 30 Pandora 292.87 28.719   4/28/14 46.257 8,411        333,597 -11,186  
8/05/13 Sell CAC 40 short ArcelorMittal 285.02 28.620 23.952 4/22/13 26.286 -7,492 6,827 -665 221,746  326,105 -4,359 321,746
    ISEQ 20 long FBD Holdings 269.58 16.650   7/29/13 15.600 -4,205 4,489 283 222,029  321,900 129 322,029
      Smurfit Kappa 294.09 15.150   7/29/13 14.300 -4,205 4,455 250 222,279  317,694 4,585 322,279
    CAC Mid 60 short CGG 14.22 575.840 546.400 6/10/13 561.120 -7,979 7,770 -209 222,070  309,715 12,355 322,070
  Buy ISEQ 20 C&C Group 1,009.42 4.141   9/09/13 4.285 4,180        313,895 8,175  
      Flutter 68.52 61.000   9/09/13 61.200 4,180        318,075 3,995  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/12/13 Sell MerVal short Comercial del Plata 107,880.51 0.067 0.074 6/17/13 0.070 -7,584 7,962 378 222,447  310,491 11,956 322,447
    SLI long Lonza 131.16 56.494   7/08/13 60.201 -7,896 7,410 -486 221,961  302,595 19,366 321,961
    Indices short RTX 5.44 1,391.500 1,395.690 6/17/13 1,393.590 -7,581 7,593 11 221,972  295,014 26,959 321,972
  Buy MerVal long Telecom Argentina 2,069.32 4.215   2/10/14 2.998 8,723        303,737 18,236  
    Indices Merval 17.40 501.316   8/04/14 750.468 8,723        312,460 9,513  
8/26/13 Sell Nikkei (FRA) long Subaru 324.21 18.441   2/11/13 10.800 -3,501 5,979 2,477 224,450  308,958 15,492 324,450
      Mazda Motor 281.36 15.485   2/11/13 12.445 -3,502 4,357 855 225,305  305,457 19,848 325,305
  Buy PSI 20 Teixeira Duarte 12,877.61 0.670   9/02/13 0.650 8,628        314,085 11,220  
    Nikkei (FRA) short Nikon 328.06 13.150   9/09/13 12.596 4,314        318,399 6,906  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,877.61 0.650   8/26/13 0.670 -8,628 8,370 -258 225,048  309,771 15,277 325,048
9/09/13 Sell IBEX 35 short Bankia 288.60 3.016 159.661 2/04/13 21.944 -6,333 46,078 39,745 264,793  303,438 61,355 364,793
    ISEQ 20 C&C Group 1,009.42 4.285 3.997 8/05/13 4.141 -4,180 4,035 -145 264,647  299,258 65,390 364,647
      Flutter 68.52 61.200 60.800 8/05/13 61.000 -4,180 4,166 -14 264,634  295,078 69,556 364,634
    FT 30 long Lloyds Bank 108.00 90.907   7/01/13 74.871 -8,086 9,818 1,732 266,365  286,992 79,374 366,365
    Nikkei (FRA) short Nikon 328.06 12.596 13.728 8/26/13 13.150 -4,314 4,504 190 266,555  282,678 83,877 366,555
  Buy IBEX 35 long Siemens Gamesa 2,092.94 5.380   12/16/13 7.030 11,260        293,938 72,617  
    ISEQ 20 Bank of Ireland 795.20 7.080   10/14/13 6.960 5,630        299,568 66,987  
      Smurfit Kappa 352.98 15.950   10/14/13 17.020 5,630        305,198 61,357  
    PSI 20 Impresa 16,558.82 0.680   9/16/13 0.670 11,260        316,458 50,097  
    FT 30 short Man Group 106.80 105.435   10/14/13 92.741 11,260        327,718 38,837  
    Nikkei (FRA) long Furukawa Co 336.52 16.730   9/30/13 17.160 5,630        333,348 33,207  
      Tokyo Electric Power 1,439.90 3.910   9/30/13 4.520 5,630        338,978 27,577  
9/16/13 Sell HSI short China Shenhua HK 2,944.74 2.475 2.615 4/22/13 2.544 -7,492 7,701 209 266,764  331,486 35,278 366,764
    OMXH 25 Outokumpu 1,181.70 4.600 6.624 3/18/13 5.520 -6,523 7,828 1,305 268,069  324,963 43,105 368,069
    PSI 20 long Impresa 16,558.82 0.670   9/09/13 0.680 -11,260 11,094 -166 267,903  313,703 54,200 367,903
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI Galaxy Entertainment 1,971.75 5.352   12/23/13 6.370 10,552        324,255 43,648  
    OMXH 25 Nokia 2,235.59 4.720   10/21/13 5.265 10,552        334,807 33,096  
9/23/13 Sell GEX short YOC 1,483.86 2.219 11.488 4/22/13 5.049 -7,492 17,047 9,555 277,458  327,315 50,143 377,458
  Buy PSI 20 long Teixeira Duarte 16,196.97 0.660   12/09/13 0.920 10,690        338,005 39,453  
    GEX Manz 199.55 53.570   4/14/14 65.730 10,690        348,695 28,763  
9/30/13 Sell SDAX short Hypoport 1,066.98 8.120 6.840 6/10/13 7.480 -7,981 7,298 -683 276,775  340,714 36,061 376,775
    HSI-C&I Li & Fung 6,184.31 1.073 1.013 4/08/13 1.043 -6,449 6,263 -186 276,589  334,265 42,324 376,589
    TSX 60 Barrick Gold 517.98 13.729 15.238 4/22/13 14.464 -7,492 7,893 401 276,990  326,773 50,216 376,990
    Athex LC Eurobank Ergasias 24.54 50.000 1,352.000 3/25/13 260.000 -6,380 33,178 26,798 303,787  320,393 83,394 403,787
    Nikkei (FRA) long Furukawa Co 336.52 17.160   9/09/13 16.730 -5,630 5,775 145 303,932  314,763 89,169 403,932
      Tokyo Electric Power 1,439.90 4.520   9/09/13 3.910 -5,630 6,508 878 304,810  309,133 95,677 404,810
  Buy SDAX ADLER Real Estate 4,241.36 2.950   10/14/13 3.079 12,512        321,645 83,165  
    HSI-C&I Galaxy Entertainment 2,418.20 5.174   2/03/14 7.265 12,512        334,157 70,653  
    TSX 60 Bausch Health 162.75 76.879   9/29/14 102.197 12,512        346,669 58,141  
    Athex LC Aegean Airlines 2,979.05 4.200   1/27/14 7.210 12,512        359,181 45,629  
    Nikkei (FRA) short Nikon 478.29 13.080   11/04/13 13.433 6,256        365,437 39,373  
    CAC Next 20 SES 591.58 21.150   10/07/13 21.020 12,512        377,949 26,861  
10/07/13 Sell   short SES 591.58 21.020 21.281 9/30/13 21.150 -12,512 12,589 77 304,888  365,437 39,451 404,888
    Nikkei (TYO) long Subaru 773.27 20.003   11/19/12 8.176 -6,322 15,468 9,146 314,034  359,115 54,919 414,034
  Buy CAC Next 20 EDF 493.39 23.760   10/28/13 25.570 11,723        370,838 43,196  
    Nikkei (TYO) short Nikon 926.69 12.650   10/14/13 13.191 11,723        382,561 31,473  
10/14/13 Sell SDAX long ADLER Real Estate 4,241.36 3.079   9/30/13 2.950 -12,512 13,059 547 314,581  370,049 44,532 414,581
    HSI-Fin short Ping An 2,340.12 2.804 3.201 5/13/13 2.996 -7,011 7,491 480 315,061  363,038 52,023 415,061
    ISEQ 20 long Bank of Ireland 795.20 6.960   9/09/13 7.080 -5,630 5,535 -95 314,965  357,408 57,557 414,965
      Smurfit Kappa 352.98 17.020   9/09/13 15.950 -5,630 6,008 378 315,343  351,778 63,565 415,343
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 short Man Group 106.80 92.741 119.865 9/09/13 105.435 -11,260 12,802 1,541 316,884  340,517 76,367 416,884
    SMI long Richemont 100.50 74.199   12/17/12 59.929 -6,023 7,457 1,434 318,318  334,495 83,824 418,318
    Nikkei (TYO) short Nikon 926.69 13.191 12.110 10/07/13 12.650 -11,723 11,222 -501 317,817  322,772 95,046 417,817
  Buy HSI-Fin long AIA 3,496.03 3.667   1/06/14 3.604 12,821        335,592 82,225  
    ISEQ 20 short C&C Group 1,526.31 4.200   10/28/13 4.008 6,411        342,003 75,814  
      Flutter 112.54 56.960   10/28/13 56.500 6,410        348,413 69,404  
    FT 30 long ITV 58.84 217.888   12/02/13 228.772 12,821        361,234 56,583  
    Nikkei (TYO) Tokyo Electric Power 3,284.49 3.904   11/04/13 3.961 12,821        374,055 43,762  
10/21/13 Sell ATX short Raiffeisen Bank Int 364.35 25.350 20.820 7/29/13 23.085 -8,411 7,586 -825 316,992  365,644 51,348 416,992
    OMXH 25 long Nokia 2,235.59 5.265   9/16/13 4.720 -10,552 11,770 1,218 318,210  355,092 63,118 418,210
    OBX 25 short Frontline 890.61 8.829 5.997 4/15/13 7.413 -6,602 5,341 -1,261 316,949  348,490 68,459 416,949
  Buy ATX long Wienerberger 928.82 13.065   8/11/14 11.525 12,135        360,625 56,324  
    SDAX ADLER Real Estate 4,058.53 2.990   3/31/14 5.100 12,135        372,760 44,189  
    OMXH 25 short YIT 1,219.60 9.950   10/28/13 10.035 12,135        384,895 32,054  
    OBX 25 long REC Silicon 3,424.19 3.544   12/16/13 2.538 12,135        397,030 19,919  
10/28/13 Sell ISEQ 20 short C&C Group 1,526.31 4.008 4.401 10/14/13 4.200 -6,411 6,718 307 317,256  390,619 26,637 417,256
      Flutter 112.54 56.500 57.424 10/14/13 56.960 -6,410 6,462 52 317,308  384,209 33,099 417,308
    OMXH 25 YIT 1,219.60 10.035 9.865 10/21/13 9.950 -12,135 12,031 -104 317,205  372,074 45,131 417,205
    CAC Next 20 long EDF 493.39 25.570   10/07/13 23.760 -11,723 12,616 893 318,098  360,351 57,747 418,098
  Buy ISEQ 20 Bank of Ireland 774.48 7.680   11/25/13 8.040 5,948        366,299 51,799  
      Smurfit Kappa 345.61 17.210   11/25/13 17.550 5,948        372,247 45,851  
    OMXH 25 Nokia 2,398.39 4.960   11/11/13 5.770 11,896        384,143 33,955  
    CAC Next 20 short STMicroelectronics 2,126.94 5.593   11/11/13 5.653 11,896        396,039 22,059  
11/04/13 Sell SSE 50 short China Northern Rare 2,960.85 2.137 2.623 5/13/13 2.368 -7,011 7,767 756 318,854  389,028 29,826 418,854
    Nikkei (FRA) Nikon 478.29 13.433 12.727 9/30/13 13.080 -6,256 6,087 -169 318,685  382,772 35,913 418,685
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 Tokyo Electric Power 3,284.49 3.961   10/14/13 3.904 -12,821 13,011 190 318,875  369,951 48,924 418,875
  Buy SSE 50 Shanghai Oriental 2,659.24 4.398   12/23/13 4.388 11,694        381,645 37,230  
    Nikkei (FRA) Softbank 204.80 28.550   12/16/13 30.884 5,847        387,492 31,383  
      Tokyo Electric Power 1,475.03 3.964   12/16/13 3.730 5,847        393,339 25,536  
    Nikkei (TYO) short Nikon 870.32 13.437   11/18/13 13.220 11,694        405,033 13,842  
11/11/13 Sell OMXH 25 long Nokia 2,398.39 5.770   10/28/13 4.960 -11,896 13,839 1,943 320,818  393,137 27,681 420,818
    CAC Next 20 short STMicroelectronics 2,126.94 5.653 5.533 10/28/13 5.593 -11,896 11,768 -128 320,690  381,241 39,449 420,690
  Buy OMXH 25 Outokumpu 3,286.57 3.500   12/02/13 3.690 11,503        392,744 27,946  
    CAC Next 20 long EDF 444.47 25.880   12/09/13 26.640 11,503        404,247 16,443  
11/18/13 Sell HSI-Prop short Hang Lung 1,553.81 2.531 2.606 6/10/13 2.568 -3,990 4,050 59 320,749  400,257 20,493 420,749
      Sino Land 3,708.30 1.043 1.110 6/10/13 1.076 -3,991 4,118 127 320,876  396,266 24,610 420,876
    Topix (FRA) Inpex 923.55 8.519 7.387 6/03/13 7.953 -7,345 6,822 -523 320,354  388,921 31,433 420,354
    Nikkei (TYO) Nikon 870.32 13.220 13.657 11/04/13 13.437 -11,694 11,886 192 320,545  377,227 43,318 420,545
  Buy HSI-Prop long CK Hutchison 489.20 11.852   2/10/14 10.645 5,798        383,025 37,520  
      China Ov Land & Inv 2,498.38 2.321   2/10/14 1.876 5,798        388,823 31,722  
    Topix (FRA) Softbank 404.83 28.644   11/25/13 31.950 11,596        400,419 20,126  
    Nikkei (TYO) MinebeaMitsumi 2,309.36 5.021   3/03/14 6.187 11,596        412,015 8,530  
11/25/13 Sell ISEQ 20 long Bank of Ireland 774.48 8.040   10/28/13 7.680 -5,948 6,227 279 320,824  406,067 14,757 420,824
      Smurfit Kappa 345.61 17.550   10/28/13 17.210 -5,948 6,065 118 320,942  400,119 20,823 420,942
    Topix (FRA) Softbank 404.83 31.950   11/18/13 28.644 -11,596 12,934 1,338 322,280  388,523 33,757 422,280
    GCX SunPower 991.55 21.795   2/11/13 7.063 -7,003 21,611 14,608 336,887  381,520 55,367 436,887
  Buy ISEQ 20 short Flutter 109.74 56.070   12/02/13 56.450 6,153        387,673 49,214  
      Ryanair Holdings 1,055.04 5.832   12/02/13 6.109 6,153        393,826 43,061  
    Topix (FRA) Komatsu 786.68 15.643   6/09/14 16.815 12,306        406,132 30,755  
    GCX Aurubis 290.41 42.375   1/06/14 43.845 12,306        418,438 18,449  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/02/13 Sell ISEQ 20 short Flutter 109.74 56.450 55.690 11/25/13 56.070 -6,153 6,111 -42 336,846  412,285 24,560 436,846
      Ryanair Holdings 1,055.04 6.109 5.555 11/25/13 5.832 -6,153 5,861 -292 336,553  406,132 30,421 436,553
    OMXH 25 Outokumpu 3,286.57 3.690 3.310 11/11/13 3.500 -11,503 10,879 -624 335,929  394,629 41,300 435,929
    FT 30 long ITV 58.84 228.772   10/14/13 217.888 -12,821 13,461 640 336,569  381,809 54,761 436,569
  Buy ISEQ 20 Bank of Ireland 736.39 8.340   4/14/14 8.250 6,141        387,950 48,619  
      Smurfit Kappa 356.24 17.240   4/14/14 17.010 6,142        394,092 42,478  
    OMXH 25 Nokia 2,078.69 5.909   12/09/13 5.850 12,283        406,375 30,195  
    FT 30 short RSA Insurance 22.01 558.095   12/23/13 490.074 12,284        418,658 17,911  
12/09/13 Sell OMXH 25 long Nokia 2,078.69 5.850   12/02/13 5.909 -12,283 12,160 -123 336,447  406,375 30,071 436,447
    PSI 20 Teixeira Duarte 16,196.97 0.920   9/23/13 0.660 -10,690 14,901 4,211 340,658  395,685 44,973 440,658
    CAC Next 20 EDF 444.47 26.640   11/11/13 25.880 -11,503 11,841 338 340,996  384,182 56,813 440,996
  Buy OMXH 25 short Outotec 1,858.29 6.697   5/12/14 8.620 12,445        396,627 44,368  
    CAC Next 20 STMicroelectronics 2,283.49 5.450   1/13/14 5.763 12,445        409,072 31,923  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,092.94 7.030   9/09/13 5.380 -11,260 14,713 3,453 344,449  397,812 46,637 444,449
    OBX 25 REC Silicon 3,424.19 2.538   10/21/13 3.544 -12,135 8,689 -3,446 341,003  385,677 55,326 441,003
    Nikkei (FRA) Softbank 204.80 30.884   11/04/13 28.550 -5,847 6,325 478 341,481  379,830 61,651 441,481
      Tokyo Electric Power 1,475.03 3.730   11/04/13 3.964 -5,847 5,502 -345 341,136  373,983 67,153 441,136
    DJ Global Titans Bank of America 850.82 11.075   10/29/12 7.204 -6,129 9,423 3,294 344,430  367,854 76,575 444,430
  Buy IBEX 35 short Acciona 327.59 39.760   1/20/14 48.255 13,025        380,879 63,550  
    OBX 25 TGS-NOPEC 767.43 16.972   12/23/13 17.469 13,025        393,904 50,525  
    Nikkei (FRA) Nitto Denko 224.72 28.981   12/30/13 30.258 6,513        400,417 44,013  
      Pacific Metals 261.97 24.860   12/30/13 26.180 6,513        406,930 37,500  
    CAC Mid 60 Adocia 2,281.09 5.710   12/23/13 5.660 13,025        419,955 24,475  
    DJ Global Titans IBM 100.78 129.242   12/23/13 133.044 13,025        432,980 11,450  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,659.24 4.388   11/04/13 4.398 -11,694 11,669 -25 344,405  421,286 23,119 444,405
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI Galaxy Entertainment 1,971.75 6.370   9/16/13 5.352 -10,552 12,560 2,008 346,413  410,734 35,679 446,413
    OBX 25 short TGS-NOPEC 767.43 17.469 16.475 12/16/13 16.972 -13,025 12,643 -381 346,032  397,709 48,323 446,032
    FT 30 RSA Insurance 22.01 490.074 635.558 12/02/13 558.095 -12,284 13,989 1,705 347,737  385,425 62,312 447,737
    CAC Mid 60 Adocia 2,281.09 5.660 5.760 12/16/13 5.710 -13,025 13,140 115 347,851  372,400 75,452 447,851
    DJ Global Titans IBM 100.78 133.044 125.440 12/16/13 129.242 -13,025 12,642 -383 347,468  359,375 88,093 447,468
  Buy SSE 50 Poly Real Estate 20,897.46 0.641   6/02/14 0.591 13,389        372,764 74,704  
    PSI 20 long Impresa 12,283.49 1.090   5/12/14 1.759 13,389        386,153 61,315  
    OBX 25 DNO International 4,606.73 2.906   2/17/14 2.830 13,389        399,542 47,926  
    FT 30 Int Cons Airlines 28.40 471.516   1/27/14 485.635 13,391        412,933 34,535  
    DJ Global Titans Alphabet A 32.79 408.320   10/27/14 433.045 13,389        426,322 21,147  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 224.72 30.258 27.704 12/16/13 28.981 -6,513 6,226 -287 347,181  419,809 27,372 447,181
      Pacific Metals 261.97 26.180 23.540 12/16/13 24.860 -6,513 6,167 -346 346,836  413,297 33,539 446,836
  Buy   long MinebeaMitsumi 1,138.73 5.273   2/10/14 6.030 6,005        419,301 27,534  
      Softbank 189.87 31.625   2/10/14 27.751 6,005        425,306 21,530  
1/06/14 Sell HSI-Fin long AIA 3,496.03 3.604   10/14/13 3.667 -12,821 12,601 -220 346,616  412,485 34,131 446,616
    GCX short Aurubis 290.41 43.845 40.905 11/25/13 42.375 -12,306 11,879 -427 346,189  400,179 46,010 446,189
  Buy HSI-Fin ICBC 26,223.36 0.469   6/02/14 0.478 12,304        412,483 33,706  
    SLI long Vifor Pharma 166.23 74.020   1/27/14 69.103 12,304        424,787 21,402  
    GCX Vestas Wind Systems 493.22 24.946   2/03/14 23.946 12,304        437,091 9,098  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,283.49 5.763 5.137 12/09/13 5.450 -12,445 11,730 -715 345,474  424,646 20,828 445,474
  Buy   long Natixis 2,462.40 4.734   6/23/14 4.867 11,657        436,303 9,171  
1/20/14 Sell IBEX 35 short Acciona 327.59 48.255 31.265 12/16/13 39.760 -13,025 10,242 -2,783 342,691  423,278 19,413 442,691
  Buy   long Siemens Gamesa 1,366.45 8.454   1/27/14 7.622 11,552        434,830 7,861  
    NZX 50 short Chorus 12,331.34 0.937   6/02/14 1.063 11,552        446,382 -3,691  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,366.45 7.622   1/20/14 8.454 -11,552 10,415 -1,137 341,554  434,830 6,724 441,554
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Aegean Airlines 2,979.05 7.210   9/30/13 4.200 -12,512 21,479 8,967 350,521  422,318 28,203 450,521
    FT 30 Int Cons Airlines 28.40 485.635   12/23/13 471.516 -13,391 13,792 401 350,922  408,927 41,995 450,922
    SLI Vifor Pharma 166.23 69.103   1/06/14 74.020 -12,304 11,487 -817 350,105  396,623 53,482 450,105
  Buy IBEX 35 short Repsol 718.35 17.525   2/17/14 17.625 12,589        409,212 40,893  
    Athex LC Eurobank Ergasias 256.92 49.000   5/09/16 0.875 12,589        421,801 28,304  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,418.20 7.265   9/30/13 5.174 -12,512 17,567 5,055 355,160  409,289 45,871 455,160
    GCX Vestas Wind Systems 493.22 23.946   1/06/14 24.946 -12,304 11,811 -493 354,667  396,985 57,682 454,667
  Buy FT 30 Int Cons Airlines 25.63 499.638   2/10/14 509.014 12,806        409,790 44,876  
    GCX short Aurubis 315.47 40.600   3/03/14 38.880 12,808        422,599 32,068  
2/10/14 Sell HSI-Prop long CK Hutchison 489.20 10.645   11/18/13 11.852 -5,798 5,208 -590 354,077  416,801 37,276 454,077
      China Ov Land & Inv 2,498.38 1.876   11/18/13 2.321 -5,798 4,687 -1,111 352,965  411,003 41,963 452,965
    MerVal Telecom Argentina 2,069.32 2.998   8/12/13 4.215 -8,723 6,205 -2,518 350,447  402,280 48,167 450,447
    FT 30 Int Cons Airlines 25.63 509.014   2/03/14 499.638 -12,806 13,046 240 350,687  389,474 61,213 450,687
    Nikkei (FRA) MinebeaMitsumi 1,138.73 6.030   12/30/13 5.273 -6,005 6,867 862 351,549  383,469 68,080 451,549
      Softbank 189.87 27.751   12/30/13 31.625 -6,005 5,269 -736 350,814  377,465 73,349 450,814
  Buy HSI-Prop short New World Dev 7,426.89 0.882   7/28/14 0.887 6,552        384,017 66,797  
      The Wharf 3,541.05 1.850   7/28/14 2.205 6,552        390,569 60,245  
    Nikkei (FRA) Hitachi Zosen 1,536.95 4.263   6/30/14 3.700 6,552        397,121 53,693  
      Nitto Denko 209.35 31.297   6/30/14 33.890 6,552        403,673 47,141  
2/17/14 Sell IBEX 35 short Repsol 718.35 17.625 17.425 1/27/14 17.525 -12,589 12,517 -72 350,742  391,084 59,658 450,742
    OBX 25 long DNO International 4,606.73 2.830   12/23/13 2.906 -13,389 13,038 -351 350,391  377,695 72,696 450,391
  Buy IBEX 35 Siemens Gamesa 1,565.92 8.351   3/10/14 8.580 13,077        390,772 59,619  
    OBX 25 short Petroleum Geo-Srvcs 1,719.53 7.605   6/02/14 7.980 13,077        403,849 46,542  
2/24/14 Buy MerVal long Edenor 39,500.79 0.315   12/15/14 0.569 12,423        416,272 34,119  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,309.36 6.187   11/18/13 5.021 -11,596 14,287 2,691 353,082  404,676 48,406 453,082
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short Aurubis 315.47 38.880 42.396 2/03/14 40.600 -12,808 13,375 567 353,648  391,868 61,781 453,648
  Buy Nikkei (TYO) Hitachi Zosen 3,282.13 3.926   3/31/14 3.419 12,885        404,753 48,896  
    GCX long Vestas Wind Systems 515.03 25.018   4/14/14 29.233 12,885        417,637 36,011  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,565.92 8.580   2/17/14 8.351 -13,077 13,436 359 354,007  404,560 49,446 454,007
  Buy   short Inditex 600.19 20.970   6/09/14 21.750 12,586        417,146 36,860  
3/31/14 Sell SDAX long ADLER Real Estate 4,058.53 5.100   10/21/13 2.990 -12,135 20,699 8,564 362,570  405,011 57,559 462,570
    Nikkei (TYO) short Hitachi Zosen 3,282.13 3.419 4.508 3/03/14 3.926 -12,885 14,797 1,912 364,482  392,126 72,356 464,482
  Buy SDAX Koenig & Bauer 1,091.06 12.300   5/05/14 11.730 13,420        405,547 58,936  
    Nikkei (TYO) long MinebeaMitsumi 2,082.85 6.443   4/07/14 6.630 13,420        418,967 45,516  
4/07/14 Sell   long MinebeaMitsumi 2,082.85 6.630   3/31/14 6.443 -13,420 13,808 388 364,871  405,547 59,324 464,871
  Buy   short Hitachi Zosen 3,795.51 3.453   7/28/14 3.842 13,104        418,651 46,220  
4/14/14 Sell ISEQ 20 long Bank of Ireland 736.39 8.250   12/02/13 8.340 -6,141 6,075 -66 364,805  412,509 52,296 464,805
      Smurfit Kappa 356.24 17.010   12/02/13 17.240 -6,142 6,060 -82 364,723  406,367 58,355 464,723
    BAX Morphosys 183.17 58.270   7/01/13 44.145 -8,086 10,673 2,587 367,310  398,281 69,029 467,310
    GEX Manz 199.55 65.730   9/23/13 53.570 -10,690 13,116 2,427 369,736  387,592 82,145 469,736
    GCX Vestas Wind Systems 515.03 29.233   3/03/14 25.018 -12,885 15,056 2,171 371,907  374,707 97,201 471,907
  Buy ISEQ 20 short C&C Group 1,587.83 4.480   1/19/15 3.322 7,113        381,820 90,087  
      Flutter 132.74 53.590   1/19/15 66.350 7,114        388,934 82,974  
    BAX Adva 4,441.77 3.203   4/21/14 3.210 14,227        403,161 68,747  
    GEX 4SC 2,481.88 5.732   1/26/15 3.657 14,227        417,388 54,520  
    GCX EJR 276.32 51.487   4/28/14 51.524 14,227        431,614 40,293  
4/21/14 Sell BAX short Adva 4,441.77 3.210 3.196 4/14/14 3.203 -14,227 14,196 -31 371,876  417,387 54,489 471,876
  Buy   long Sixt 454.86 28.930   5/05/14 28.890 13,159        430,546 41,330  
4/28/14 Sell Nordic 30 long Pandora 292.87 46.257   7/29/13 28.719 -8,411 13,547 5,136 377,013  422,136 54,877 477,013
    GCX short EJR 276.32 51.524 51.450 4/14/14 51.487 -14,227 14,217 -10 377,002  407,909 69,094 477,002
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany SolarWorld 442.24 30.870   6/09/14 16.900 13,652        421,561 55,442  
    Nordic 30 Carlsberg A 184.96 73.812   5/05/14 74.896 13,652        435,213 41,789  
    GCX long Vestas Wind Systems 443.09 30.811   5/19/14 35.382 13,652        448,865 28,137  
5/05/14 Sell SDAX short Koenig & Bauer 1,091.06 11.730 12.898 3/31/14 12.300 -13,420 14,072 652 377,654  435,445 42,209 477,654
    Nordic 30 Carlsberg A 184.96 74.896 72.728 4/28/14 73.812 -13,652 13,452 -200 377,454  421,793 55,661 477,454
    BAX long Sixt 454.86 28.890   4/21/14 28.930 -13,159 13,141 -18 377,436  408,634 68,802 477,436
  Buy SDAX ADLER Real Estate 2,722.83 5.015   5/19/14 5.000 13,655        422,289 55,147  
    Nordic 30 Pandora 280.22 48.729   9/15/14 59.766 13,655        435,943 41,492  
    BAX short Adva 4,267.19 3.200   6/09/14 3.196 13,655        449,598 27,837  
5/12/14 Sell OMXH 25 short Outotec 1,858.29 8.620 4.774 12/09/13 6.697 -12,445 8,871 -3,573 373,862  437,154 36,709 473,862
    PSI 20 long Impresa 12,283.49 1.759   12/23/13 1.090 -13,389 21,607 8,218 382,080  423,765 58,315 482,080
  Buy OMXH 25 Outokumpu 2,022.31 6.680   5/19/14 6.250 13,509        437,274 44,806  
5/19/14 Sell SDAX long ADLER Real Estate 2,722.83 5.000   5/05/14 5.015 -13,655 13,614 -41 382,039  423,619 58,421 482,039
    OMXH 25 Outokumpu 2,022.31 6.250   5/12/14 6.680 -13,509 12,639 -870 381,170  410,110 71,060 481,170
    GCX Vestas Wind Systems 443.09 35.382   4/28/14 30.811 -13,652 15,677 2,025 383,195  396,458 86,737 483,195
  Buy HSI Citic Pacific 10,998.92 1.295   11/10/14 1.393 14,248        410,706 72,489  
    SDAX short WCM 8,778.26 1.623   5/26/14 1.623 14,248        424,954 58,241  
    OMXH 25 YIT 1,925.41 7.400   1/26/15 5.508 14,248        439,202 43,993  
    GCX Energy Recovery 4,227.27 3.371   3/02/15 3.076 14,248        453,450 29,745  
5/26/14 Sell SDAX short WCM 8,778.26 1.623 1.623 5/19/14 1.623 -14,248 14,248 0 383,195  439,202 43,993  
  Buy   long ADLER Real Estate 2,396.18 5.500   6/09/14 6.050 13,179        452,381 30,814  
    HSI-C&I Tencent 1,295.91 10.170   10/06/14 12.196 13,179        465,560 17,635  
6/02/14 Sell SSE 50 short Poly Real Estate 20,897.46 0.591 0.695 12/23/13 0.641 -13,389 14,517 1,128 384,323  452,171 32,153 484,323
    HSI-Fin ICBC 26,223.36 0.478 0.460 1/06/14 0.469 -12,304 12,073 -231 384,093  439,867 44,226 484,093
    OBX 25 Petroleum Geo-Srvcs 1,719.53 7.980 7.230 2/17/14 7.605 -13,077 12,433 -644 383,448  426,790 56,659 483,448
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 Chorus 12,331.34 1.063 0.811 1/20/14 0.937 -11,552 9,996 -1,556 381,892  415,238 66,655 481,892
  Buy SSE 50 long Sinolink Secs 11,924.35 1.150   6/23/14 1.117 13,713        428,951 52,942  
    HSI-Fin HK Exchgs & Clrg 1,002.02 13.685   9/29/14 17.213 13,713        442,664 39,229  
    OBX 25 Grieg Seafood 4,065.04 3.373   6/30/14 3.430 13,713        456,377 25,516  
    FT 30 National Grid 12.43 1,103.450   6/09/14 1,037.210 13,716        470,092 11,800  
    NZX 50 Tourism 19,694.10 0.696   7/21/14 0.758 13,713        483,805 -1,913  
6/09/14 Sell Germany short SolarWorld 442.24 16.900 56.388 4/28/14 30.870 -13,652 24,937 11,285 393,177  470,154 23,024 493,177
    SDAX long ADLER Real Estate 2,396.18 6.050   5/26/14 5.500 -13,179 14,497 1,318 394,495  456,975 37,521 494,495
    IBEX 35 short Inditex 600.19 21.750 20.190 3/10/14 20.970 -12,586 12,118 -468 394,027  444,389 49,638 494,027
    FT 30 long National Grid 12.43 1,037.210   6/02/14 1,103.450 -13,716 12,893 -823 393,204  430,673 62,531 493,204
    Topix (FRA) short Komatsu 786.68 16.815 14.471 11/25/13 15.643 -12,306 11,384 -922 392,282  418,367 73,915 492,282
    BAX Adva 4,267.19 3.196 3.204 5/05/14 3.200 -13,655 13,672 17 392,299  404,712 87,587 492,299
  Buy Germany long RIB Software 1,035.50 14.000   7/28/14 10.655 14,497        419,209 73,090  
    SDAX short WCM 9,064.31 1.599   12/29/14 1.381 14,497        433,706 58,593  
    IBEX 35 long Bankia 2,370.34 6.116   6/16/14 5.880 14,497        448,203 44,096  
    FT 30 short Tesco 39.87 363.580   11/17/14 241.994 14,496        462,699 29,600  
    Topix (FRA) long Fujitsu 289.77 50.030   9/15/14 48.100 14,497        477,196 15,103  
    BAX Cancom 734.40 19.740   6/16/14 18.403 14,497        491,693 606  
6/16/14 Sell IBEX 35 long Bankia 2,370.34 5.880   6/09/14 6.116 -14,497 13,938 -559 391,739  477,196 14,544 491,739
    BAX Cancom 734.40 18.403   6/09/14 19.740 -14,497 13,515 -982 390,757  462,699 28,058 490,757
  Buy IBEX 35 short ArcelorMittal 395.55 32.790   3/02/15 28.860 12,970        475,669 15,088  
    BAX Adva 4,135.84 3.136   6/23/14 3.096 12,970        488,639 2,118  
6/23/14 Sell SSE 50 long Sinolink Secs 11,924.35 1.117   6/02/14 1.150 -13,713 13,320 -394 390,364  474,926 15,438 490,364
    CAC Next 20 Natixis 2,462.40 4.867   1/13/14 4.734 -11,657 11,985 328 390,691  463,269 27,422 490,691
    BAX short Adva 4,135.84 3.096 3.177 6/16/14 3.136 -12,970 13,138 168 390,859  450,299 40,560 490,859
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 Kangmei Pharma 15,411.83 0.862   7/07/14 0.868 13,285        463,584 27,275  
    CAC Next 20 Arkema 188.03 70.655   1/26/15 62.720 13,285        476,869 13,989  
    CAC Mid 60 CGG 38.69 343.360   1/19/15 153.600 13,285        490,154 705  
    BAX long Wacker Neuson 801.75 16.570   7/14/14 17.170 13,285        503,439 -12,580  
6/30/14 Sell OBX 25 long Grieg Seafood 4,065.04 3.430   6/02/14 3.373 -13,713 13,943 230 391,088  489,726 1,363 491,088
    Nikkei (FRA) short Hitachi Zosen 1,536.95 3.700 4.912 2/10/14 4.263 -6,552 7,549 997 392,085  483,174 8,912 492,085
      Nitto Denko 209.35 33.890 28.704 2/10/14 31.297 -6,552 6,009 -543 391,542  476,622 14,921 491,542
  Buy OBX 25 Norwegian 527.86 23.985   7/07/14 25.469 12,661        489,283 2,260  
    Nikkei (FRA) long Fujitsu 115.12 54.990   8/17/15 44.550 6,330        495,613 -4,071  
      MinebeaMitsumi 769.76 8.224   8/17/15 12.573 6,331        501,943 -10,401  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,411.83 0.868 0.856 6/23/14 0.862 -13,285 13,186 -99 391,444  488,658 2,785 491,444
    OBX 25 Norwegian 527.86 25.469 22.502 6/30/14 23.985 -12,661 11,878 -783 390,661  475,998 14,663 490,661
  Buy SSE 50 long AVIC Aviation Engine 4,245.10 2.976   8/03/15 7.097 12,633        488,631 2,030  
    OBX 25 SalMar 937.18 13.480   7/28/14 14.639 12,633        501,264 -10,603  
7/14/14 Sell BAX long Wacker Neuson 801.75 17.170   6/23/14 16.570 -13,285 13,766 481 391,142  487,979 3,163 491,142
7/21/14 Sell NZX 50 long Tourism 19,694.10 0.758   6/02/14 0.696 -13,713 14,926 1,213 392,355  474,266 18,089 492,355
  Buy France short CGG 47.74 267.296   12/29/14 160.352 12,761        487,026 5,329  
    NZX 50 a2 Milk 32,570.19 0.392   7/28/14 0.401 12,761        499,787 -7,432  
7/28/14 Sell Germany long RIB Software 1,035.50 10.655   6/09/14 14.000 -14,497 11,033 -3,464 388,891  485,290 3,601 488,891
    MDAX Dürr 336.95 30.355   7/01/13 23.998 -8,086 10,228 2,142 391,033  477,204 13,829 491,033
    HSI-Prop short New World Dev 7,426.89 0.887 0.877 2/10/14 0.882 -6,552 6,515 -37 390,996  470,652 20,344 490,996
      The Wharf 3,541.05 2.205 1.496 2/10/14 1.850 -6,552 5,298 -1,254 389,742  464,100 25,642 489,742
    OBX 25 long SalMar 937.18 14.639   7/07/14 13.480 -12,633 13,719 1,086 390,828  451,467 39,361 490,828
    NZX 50 short a2 Milk 32,570.19 0.401 0.383 7/21/14 0.392 -12,761 12,471 -290 390,538  438,706 51,832 490,538
    Nikkei (TYO) Hitachi Zosen 3,795.51 3.842 3.063 4/07/14 3.453 -13,104 11,625 -1,479 389,060  425,602 63,457 489,060
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany SolarWorld 920.80 15.000   1/12/15 12.350 13,812        439,414 49,645  
    MDAX Südzucker 994.74 13.885   2/02/15 11.245 13,812        453,226 35,833  
    HSI-Prop long CK Hutchison 502.99 13.730   8/24/15 10.950 6,906        460,132 28,927  
      Sino Land 5,515.97 1.252   8/24/15 1.200 6,906        467,038 22,021  
    OBX 25 short Petroleum Geo-Srvcs 2,140.40 6.453   8/11/14 6.127 13,812        480,850 8,209  
    NZX 50 long Tourism 18,562.02 0.744   2/22/16 1.542 13,812        494,662 -5,603  
    BAX Nemetschek 2,173.68 6.354   8/04/14 6.125 13,812        508,474 -19,415  
    Nikkei (TYO) MinebeaMitsumi 1,511.51 9.138   10/20/14 9.651 13,812        522,286 -33,227  
8/04/14 Sell HDAX long Dürr 476.71 28.230   1/23/12 9.125 -4,350 13,458 9,108 398,167  517,936 -19,769 498,167
    MIB Azimut 684.22 18.460   11/05/12 9.304 -6,366 12,631 6,265 404,432  511,570 -7,138 504,432
    BAX Nemetschek 2,173.68 6.125   7/28/14 6.354 -13,812 13,314 -498 403,934  497,758 6,175 503,934
    Indices Merval 17.40 750.468   8/12/13 501.316 -8,723 13,058 4,335 408,269  489,035 19,234 508,269
  Buy HDAX short Südzucker 1,012.83 13.020   1/12/15 11.160 13,187        502,222 6,046  
    Indices PSI 20 2.25 5,854.360   8/18/14 5,654.350 13,172        515,395 -7,126  
8/11/14 Sell ATX long Wienerberger 928.82 11.525   10/21/13 13.065 -12,135 10,705 -1,430 406,839  503,260 3,579 506,839
    DAX Continental 65.69 159.700   7/16/12 71.440 -4,693 10,491 5,798 412,636  498,567 14,070 512,636
    OBX 25 short Petroleum Geo-Srvcs 2,140.40 6.127 6.796 7/28/14 6.453 -13,812 14,547 735 413,371  484,755 28,616 513,371
  Buy ATX Raiffeisen Bank Int 716.50 18.910   2/16/15 13.795 13,549        498,304 15,067  
    DAX Adidas 235.84 57.450   8/18/14 60.070 13,549        511,853 1,518  
    OBX 25 long SalMar 1,028.57 13.173   8/18/14 12.880 13,549        525,402 -12,031  
8/18/14 Sell DAX short Adidas 235.84 60.070 54.830 8/11/14 57.450 -13,549 12,931 -618 412,753  511,853 900 512,753
    OBX 25 long SalMar 1,028.57 12.880   8/11/14 13.173 -13,549 13,248 -301 412,452  498,304 14,148 512,452
    Indices short PSI 20 2.25 5,654.350 6,061.440 8/04/14 5,854.360 -13,172 13,638 466 412,918  485,132 27,786 512,918
  Buy DAX long Vonovia 592.07 22.830   10/06/14 22.420 13,517        498,649 14,269  
    OBX 25 short Petroleum Geo-Srvcs 2,216.01 6.100   2/16/15 5.700 13,517        512,166 752  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices long Merval 17.24 784.124   10/06/14 1,022.100 13,518        525,684 -12,766  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 749.22 31.864   7/01/13 10.793 -8,086 23,873 15,787 428,705  517,598 11,107 528,705
  Buy   short Demant 1,147.27 11.763   9/08/14 11.966 13,495        531,093 -2,388  
9/08/14 Sell   short Demant 1,147.27 11.966 11.559 9/01/14 11.763 -13,495 13,261 -234 428,471  517,598 10,873 528,471
  Buy   long Pandora 234.67 57.454   9/29/14 61.631 13,483        531,081 -2,609  
9/15/14 Sell Nordic 30 long Pandora 280.22 59.766   5/05/14 48.729 -13,655 16,747 3,093 431,564  517,426 14,138 531,564
    Topix (FRA) Fujitsu 289.77 48.100   6/09/14 50.030 -14,497 13,938 -559 431,005  502,928 28,076 531,005
  Buy Nordic 30 short Volvo 1,589.89 8.791   11/10/14 9.334 13,977        516,906 14,099  
    Topix (FRA) Aeon 1,780.28 7.851   1/05/15 8.291 13,977        530,883 122  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 1,002.02 17.213   6/02/14 13.685 -13,713 17,247 3,534 434,539  517,169 17,369 534,539
    TSX 60 Bausch Health 162.75 102.197   9/30/13 76.879 -12,512 16,633 4,121 438,659  504,657 34,002 538,659
    OMXC 20 Pandora 234.67 61.631   9/08/14 57.454 -13,483 14,463 980 439,639  491,175 48,465 539,639
  Buy HSI-Fin short ICBC 29,522.09 0.498   11/03/14 0.526 14,702        505,877 33,763  
    TSX 60 Yamana Gold 3,065.09 4.797   3/23/15 3.713 14,702        520,579 19,061  
10/06/14 Sell DAX long Vonovia 592.07 22.420   8/18/14 22.830 -13,517 13,274 -243 439,397  507,062 32,335 539,397
    HSI-C&I Tencent 1,295.91 12.196   5/26/14 10.170 -13,179 15,805 2,626 442,023  493,883 48,140 542,023
    Indices Merval 17.24 1,022.100   8/18/14 784.124 -13,518 17,621 4,103 446,126  480,364 65,761 546,126
  Buy DAX short Deutsche Lufthansa 1,266.31 12.080   11/17/14 13.145 15,297        495,661 50,464  
    HSI-C&I Galaxy Entertainment 3,105.11 4.926   4/13/15 4.822 15,297        510,958 35,167  
    PSI 20 Pharol 9,384.66 1.630   2/23/15 0.697 15,297        526,255 19,870  
    Indices PSI 20 2.76 5,537.710   2/23/15 5,494.440 15,284        541,539 4,586  
10/13/14 Sell S&P 100 long Gilead Sciences 267.73 79.611   9/17/12 25.063 -6,710 21,314 14,604 460,730  534,829 25,900 560,730
    BEL 20 KBC 246.19 40.740   7/15/13 31.350 -7,718 10,030 2,312 463,041  527,111 35,930 563,041
    OMXS 30 Nokia 1,239.33 6.407   7/08/13 3.186 -3,948 7,940 3,992 467,033  523,163 43,870 567,033
      Kinnevik 180.54 22.475   7/08/13 21.868 -3,948 4,058 110 467,143  519,215 47,927 567,143
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy S&P 100 short General Motors 657.67 23.379   10/27/14 23.689 15,376        534,591 32,552  
    BEL 20 Galapagos 1,383.36 11.115   11/17/14 12.800 15,376        549,967 17,175  
    OMXS 30 Lundin 688.18 11.172   11/03/14 11.400 7,688        557,655 9,487  
      MTG 332.45 23.125   11/03/14 24.302 7,688        565,343 1,800  
10/20/14 Sell Kospi 50 long Amorepacific Group 175.95 87.497   7/23/12 26.166 -4,604 15,395 10,791 477,934  560,739 17,195 577,934
    Europe 50 Roche 18.36 222.572   12/19/11 129.719 -2,382 4,086 1,705 479,639  558,358 21,281 579,639
    Nikkei (TYO) MinebeaMitsumi 1,511.51 9.651   7/28/14 9.138 -13,812 14,587 775 480,414  544,546 35,868 580,414
    SP Global 100 Apple 74.91 77.950   4/30/12 62.953 -4,716 5,839 1,123 481,537  539,830 41,707 581,537
  Buy Kospi 50 short Hyundai Heavy 186.43 83.577   12/08/14 94.176 15,581        555,411 26,126  
    Europe 50 Deutsche Bank 645.44 24.140   11/10/14 24.160 15,581        570,992 10,545  
    Nikkei (TYO) Toyo Seikan 1,897.46 8.212   10/27/14 8.725 15,581        586,573 -5,036  
    SP Global 100 Deutsche Bank 645.44 24.140   11/03/14 24.800 15,581        602,154 -20,617  
10/27/14 Sell S&P 100 short General Motors 657.67 23.689 23.070 10/13/14 23.379 -15,376 15,172 -203 481,334  586,778 -5,444 581,334
    Nikkei (TYO) Toyo Seikan 1,897.46 8.725 7.698 10/20/14 8.212 -15,581 14,606 -975 480,359  571,197 9,162 580,359
    DJ Global Titans long Alphabet A 32.79 433.045   12/23/13 408.320 -13,389 14,200 811 481,170  557,808 23,362 581,170
  Buy S&P 100 Gilead Sciences 170.45 88.668   6/08/15 100.700 15,113        572,922 8,248  
    Nikkei (TYO) MinebeaMitsumi 1,442.44 10.477   8/24/15 10.589 15,113        588,035 -6,865  
    DJ Global Titans short Samsung Electronics 922.28 16.387   11/10/14 18.745 15,113        603,148 -21,978  
11/03/14 Sell HSI-Fin short ICBC 29,522.09 0.526 0.470 9/29/14 0.498 -14,702 13,887 -815 480,355  588,446 -8,090 580,355
    OMXS 30 Lundin 688.18 11.400 10.943 10/13/14 11.172 -7,688 7,530 -158 480,198  580,758 -560 580,198
      MTG 332.45 24.302 21.949 10/13/14 23.125 -7,688 7,297 -391 479,807  573,070 6,737 579,807
    SP Global 100 Deutsche Bank 645.44 24.800 23.480 10/20/14 24.140 -15,581 15,155 -426 479,381  557,489 21,892 579,381
  Buy HSI-Fin long HK Exchgs & Clrg 850.70 17.669   11/24/14 17.528 15,031        572,520 6,861  
    OMXC 20 Pandora 225.42 66.679   11/17/14 66.322 15,031        587,551 -8,170  
    OMXS 30 Boliden 572.96 13.117   6/08/15 18.209 7,516        595,066 -15,686  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Electrolux 334.69 22.455   6/08/15 27.196 7,516        602,582 -23,201  
    SP Global 100 Apple 171.61 87.590   8/24/15 88.846 15,031        617,613 -38,232  
11/10/14 Sell HSI long Citic Pacific 10,998.92 1.393   5/19/14 1.295 -14,248 15,322 1,074 480,454  603,365 -22,911 580,454
    Europe 50 short Deutsche Bank 645.44 24.160 24.120 10/20/14 24.140 -15,581 15,568 -13 480,441  587,784 -7,343 580,441
    Nordic 30 Volvo 1,589.89 9.334 8.249 9/15/14 8.791 -13,977 13,115 -863 479,579  573,807 5,772 579,579
    DJ Global Titans Samsung Electronics 922.28 18.745 14.028 10/27/14 16.387 -15,113 12,938 -2,175 477,404  558,694 18,710 577,404
  Buy HSI Kunlun Energy 14,385.56 1.036   1/12/15 0.825 14,902        573,596 3,808  
    Europe 50 long Novartis 240.68 61.916   8/24/15 69.088 14,902        588,498 -11,094  
    Nordic 30 Pandora 218.65 68.154   6/01/15 91.032 14,902        603,400 -25,996  
    DJ Global Titans Apple 170.12 87.597   12/15/14 86.984 14,902        618,302 -40,898  
11/17/14 Sell DAX short Deutsche Lufthansa 1,266.31 13.145 11.015 10/06/14 12.080 -15,297 13,948 -1,349 476,055  603,005 -26,950 576,055
    BEL 20 Galapagos 1,383.36 12.800 9.430 10/13/14 11.115 -15,376 13,045 -2,331 473,724  587,629 -13,905 573,724
    OMXC 20 long Pandora 225.42 66.322   11/03/14 66.679 -15,031 14,950 -81 473,644  572,598 1,046 573,644
    FT 30 short Tesco 39.87 241.994 546.255 6/09/14 363.580 -14,496 21,779 7,283 480,927  558,102 22,825 580,927
  Buy DAX long Merck (EMD) 196.86 76.670   7/06/15 90.640 15,093        573,195 7,732  
    BEL 20 Proximus 494.85 30.500   11/24/14 30.740 15,093        588,288 -7,361  
    OMXC 20 short FLSmidth 454.87 33.181   11/24/14 35.297 15,093        603,381 -22,454  
    FT 30 long Man Group 89.03 169.534   12/15/14 177.040 15,094        618,475 -37,548  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 850.70 17.528   11/03/14 17.669 -15,031 14,911 -120 480,807  603,444 -22,637 580,807
    BEL 20 Proximus 494.85 30.740   11/17/14 30.500 -15,093 15,212 119 480,926  588,351 -7,425 580,926
    OMXC 20 short FLSmidth 454.87 35.297 31.065 11/17/14 33.181 -15,093 14,131 -963 479,963  573,258 6,705 579,963
  Buy HSI-Fin HSBC 1,835.15 7.992   1/26/15 8.332 14,666        587,924 -7,961  
    BEL 20 Galapagos 1,136.90 12.900   12/01/14 13.020 14,666        602,590 -22,627  
    OMXC 20 long Pandora 218.22 67.207   8/17/15 107.440 14,666        617,256 -37,293  
12/01/14 Sell BEL 20 short Galapagos 1,136.90 13.020 12.780 11/24/14 12.900 -14,666 14,530 -136 479,827  602,590 -22,763 579,827
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Proximus 440.56 31.610   12/15/14 29.550 13,926        616,516 -36,689  
12/08/14 Sell Kospi 50 short Hyundai Heavy 186.43 94.176 72.978 10/20/14 83.577 -15,581 13,605 -1,976 477,851  600,935 -23,084 577,851
  Buy   long Amorepacific Group 167.23 82.934   7/06/15 157.893 13,869        614,804 -36,953  
12/15/14 Sell BEL 20 long Proximus 440.56 29.550   12/01/14 31.610 -13,926 13,019 -908 476,943  600,878 -23,934 576,943
    MerVal Edenor 39,500.79 0.569   2/24/14 0.315 -12,423 22,460 10,037 486,980  588,455 -1,474 586,980
    FT 30 Man Group 89.03 177.040   11/17/14 169.534 -15,094 15,762 668 487,649  573,361 14,288 587,649
    DJ Global Titans Apple 170.12 86.984   11/10/14 87.597 -14,902 14,798 -104 487,544  558,459 29,085 587,544
  Buy BEL 20 short Umicore 989.09 15.585   1/19/15 16.578 15,415        573,874 13,670  
    FT 30 Tesco 74.39 207.217   12/22/14 230.720 15,415        589,289 -1,744  
    DJ Global Titans Gazprom 4,619.42 3.337   3/02/15 4.494 15,415        604,704 -17,159  
12/22/14 Sell TecDAX short SMA Solar 212.50 14.800 46.789 5/21/12 26.315 -5,592 9,943 4,351 491,895  599,112 -7,217 591,895
    FT 30 Tesco 74.39 230.720 183.715 12/15/14 207.217 -15,415 13,667 -1,748 490,147  583,697 6,450 590,147
  Buy TecDAX long Dialog Semiconductor 509.27 29.285   6/01/15 51.190 14,914        598,611 -8,464  
    FT 30 Man Group 74.33 200.637   1/05/15 211.401 14,913        613,524 -23,378  
12/29/14 Sell France short CGG 47.74 160.352 445.565 7/21/14 267.296 -12,761 21,271 8,511 498,657  600,764 -2,106 598,657
    SDAX WCM 9,064.31 1.381 1.852 6/09/14 1.599 -14,497 16,783 2,286 500,944  586,267 14,677 600,944
  Buy France long Adocia 322.64 47.700   6/08/15 66.230 15,390        601,657 -713  
    SDAX Patrizia Immobilien 1,251.22 12.300   1/19/15 14.055 15,390        617,047 -16,103  
    BAX KUKA 259.66 59.270   7/27/15 74.330 15,390        632,437 -31,493  
1/05/15 Sell FT 30 long Man Group 74.33 211.401   12/22/14 200.637 -14,913 15,713 800 501,744  617,523 -15,779 601,744
    Topix (FRA) short Aeon 1,780.28 8.291 7.411 9/15/14 7.851 -13,977 13,194 -783 500,961  603,546 -2,586 600,961
  Buy FT 30 Tesco 64.45 232.106   1/19/15 288.206 14,959        618,506 -17,545  
    Topix (FRA) long Oriental Land 312.11 47.929   2/02/15 54.216 14,959        633,465 -32,504  
1/12/15 Sell Germany short SolarWorld 920.80 12.350 18.219 7/28/14 15.000 -13,812 16,776 2,964 503,924  619,653 -15,728 603,924
    HSI Kunlun Energy 14,385.56 0.825 1.300 11/10/14 1.036 -14,902 18,707 3,805 507,729  604,751 2,979 607,729
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Südzucker 1,012.83 11.160 15.190 8/04/14 13.020 -13,187 15,385 2,198 509,927  591,563 18,364 609,927
  Buy Germany long Ströer Media 638.11 24.615   6/15/15 40.315 15,707        607,271 2,657  
    HSI China Life Ins HK 4,739.45 3.314   7/13/15 3.728 15,707        622,978 -13,050  
    HDAX Ströer Media 638.11 24.615   8/24/15 47.670 15,707        638,685 -28,757  
1/19/15 Sell SDAX long Patrizia Immobilien 1,251.22 14.055   12/29/14 12.300 -15,390 17,586 2,196 512,123  623,295 -11,172 612,123
    ISEQ 20 short C&C Group 1,587.83 3.322 6.042 4/14/14 4.480 -7,113 9,593 2,480 514,603  616,181 -1,578 614,603
      Flutter 132.74 66.350 40.830 4/14/14 53.590 -7,114 5,420 -1,694 512,909  609,068 3,841 612,909
    BEL 20 Umicore 989.09 16.578 14.593 12/15/14 15.585 -15,415 14,433 -982 511,927  593,653 18,275 611,927
    FT 30 Tesco 64.45 288.206 176.006 1/05/15 232.106 -14,959 11,344 -3,616 508,312  578,693 29,618 608,312
    CAC Mid 60 CGG 38.69 153.600 767.553 6/23/14 343.360 -13,285 29,697 16,412 524,724  565,409 59,315 624,724
  Buy SDAX SGL Carbon 1,213.63 14.090   1/26/15 15.480 17,100        582,509 42,215  
    ISEQ 20 long Glanbia 617.33 13.850   6/08/15 17.420 8,550        591,059 33,665  
      Ryanair Holdings 878.73 9.730   6/08/15 11.660 8,550        599,609 25,115  
    BEL 20 bpost 748.03 22.860   9/28/15 21.000 17,100        616,709 8,015  
    FT 30 Man Group 81.49 209.841   6/08/15 231.072 17,100        633,809 -9,085  
    CAC Mid 60 Adocia 270.57 63.200   6/08/15 66.230 17,100        650,909 -26,185  
1/26/15 Sell SDAX short SGL Carbon 1,213.63 15.480 12.700 1/19/15 14.090 -17,100 15,413 -1,687 523,037  633,809 -10,772 623,037
    HSI-Fin HSBC 1,835.15 8.332 7.651 11/24/14 7.992 -14,666 14,041 -625 522,412  619,143 3,269 622,412
    OMXH 25 YIT 1,925.41 5.508 9.942 5/19/14 7.400 -14,248 19,142 4,894 527,306  604,895 22,411 627,306
    CAC Next 20 Arkema 188.03 62.720 79.594 6/23/14 70.655 -13,285 14,966 1,681 528,987  591,610 37,377 628,987
    GEX 4SC 2,481.88 3.657 8.986 4/14/14 5.732 -14,227 22,302 8,075 537,062  577,383 59,680 637,062
  Buy SDAX long Patrizia Immobilien 1,165.08 14.950   6/29/15 22.015 17,418        594,800 42,262  
    MIB Fiat Chrysler 2,186.50 7.966   9/21/15 8.487 17,418        612,219 24,844  
    HSI-Fin China Life Ins HK 4,662.58 3.736   8/03/15 3.251 17,418        629,637 7,426  
    OMXH 25 Neste Oil 2,155.69 8.080   5/11/15 7.640 17,418        647,054 -9,992  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Ingenico 187.57 92.860   8/24/15 111.350 17,418        664,472 -27,410  
    GEX Ströer Media 651.14 26.750   6/01/15 38.770 17,418        681,890 -44,828  
2/02/15 Sell MDAX short Südzucker 994.74 11.245 17.145 7/28/14 13.885 -13,812 17,055 3,243 540,305  668,078 -27,773 640,305
    AEX KPN 1,582.18 2.756 4.771 10/15/12 3.626 -5,737 7,548 1,811 542,116  662,341 -20,225 642,116
    Topix (FRA) long Oriental Land 312.11 54.216   1/05/15 47.929 -14,959 16,921 1,962 544,078  647,382 -3,304 644,078
  Buy MDAX Ströer Media 621.13 25.790   11/16/15 61.450 16,019        663,401 -19,323  
    AEX Altice 6,004.12 2.668   6/08/15 4.147 16,019        679,420 -35,342  
    Topix (FRA) short Orix 1,608.66 9.958   2/09/15 10.802 16,019        695,439 -51,361  
2/09/15 Sell   short Orix 1,608.66 10.802 9.114 2/02/15 9.958 -16,019 14,661 -1,358 542,720  679,420 -36,700 642,720
  Buy MerVal long Aluar 16,161.72 0.937   2/16/15 0.944 15,150        694,570 -51,850  
    Topix (FRA) Sony 669.55 22.627   5/18/15 28.471 15,150        709,720 -67,000  
2/16/15 Sell ATX short Raiffeisen Bank Int 716.50 13.795 25.922 8/11/14 18.910 -13,549 18,573 5,024 547,744  696,171 -48,427 647,744
    OBX 25 Petroleum Geo-Srvcs 2,216.01 5.700 6.528 8/18/14 6.100 -13,517 14,466 949 548,693  682,654 -33,961 648,693
    MerVal long Aluar 16,161.72 0.944   2/09/15 0.937 -15,150 15,258 108 548,802  667,504 -18,702 648,802
  Buy ATX Zumtobel 746.72 21.095   9/07/15 23.775 15,752        683,256 -34,455  
    OBX 25 Frontline 1,265.38 12.448   2/23/15 11.234 15,752        699,008 -50,206  
2/23/15 Sell PSI 20 short Pharol 9,384.66 0.697 3.812 10/06/14 1.630 -15,297 35,773 20,476 569,278  683,711 -14,433 669,278
    OBX 25 long Frontline 1,265.38 11.234   2/16/15 12.448 -15,752 14,215 -1,537 567,741  667,959 -218 667,741
    Indices short PSI 20 2.76 5,494.440 5,581.320 10/06/14 5,537.710 -15,284 15,404 120 567,862  652,675 15,187 667,862
  Buy CAC 40 long Peugeot 1,171.60 14.575   7/06/15 18.595 17,076        669,751 -1,889  
    PSI 20 Altri 5,646.83 3.024   5/25/15 4.081 17,076        686,827 -18,965  
    OBX 25 short Seadrill 6.06 2,815.850   4/13/15 2,712.370 17,064        703,891 -36,029  
    MerVal long Comercial del Plata 69,049.74 0.247   3/02/15 0.261 17,076        720,967 -53,105  
    Indices SSE 50 ew 50.76 336.435   7/27/15 382.611 17,077        738,045 -70,183  
3/02/15 Sell IBEX 35 short ArcelorMittal 395.55 28.860 37.255 6/16/14 32.790 -12,970 14,736 1,766 569,628  725,075 -55,447 669,628
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Comercial del Plata 69,049.74 0.261   2/23/15 0.247 -17,076 18,029 953 570,581  707,999 -37,418 670,581
    DJ Global Titans short Gazprom 4,619.42 4.494 2.180 12/15/14 3.337 -15,415 10,070 -5,345 565,236  692,584 -27,347 665,236
    GCX Energy Recovery 4,227.27 3.076 3.693 5/19/14 3.371 -14,248 15,613 1,365 566,601  678,336 -11,734 666,601
  Buy IBEX 35 long Intl. Cons. Airlines 2,072.28 7.900   3/09/15 7.660 16,371        694,707 -28,105  
    DJ Global Titans Apple 141.83 115.424   3/30/15 116.674 16,371        711,077 -44,476  
    GCX Shimano 117.65 139.151   6/01/15 129.753 16,371        727,448 -60,847  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,072.28 7.660   3/02/15 7.900 -16,371 15,874 -497 566,104  711,077 -44,973 666,104
  Buy   short Endesa 880.27 17.640   3/23/15 18.130 15,528        726,605 -60,501  
    MerVal long Comercial del Plata 55,936.60 0.278   6/29/15 0.285 15,528        742,133 -76,029  
3/23/15 Sell IBEX 35 short Endesa 880.27 18.130 17.150 3/09/15 17.640 -15,528 15,097 -431 565,673  726,605 -60,933 665,673
    TSX 60 Yamana Gold 3,065.09 3.713 6.196 9/29/14 4.797 -14,702 18,991 4,289 569,961  711,903 -41,942 669,961
  Buy IBEX 35 long Intl. Cons. Airlines 1,938.27 8.100   5/11/15 7.890 15,700        727,603 -57,642  
    TSX 60 Bausch Health 84.51 185.781   5/11/15 200.704 15,700        743,304 -73,342  
3/30/15 Sell DJ Global Titans long Apple 141.83 116.674   3/02/15 115.424 -16,371 16,548 177 570,138  726,933 -56,795 670,138
  Buy   short ConocoPhilips 259.49 59.090   4/27/15 61.591 15,333        742,266 -72,128  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,105.11 4.822 5.033 10/06/14 4.926 -15,297 15,627 330 570,469  726,969 -56,501 670,469
    OBX 25 Seadrill 6.06 2,712.370 2,923.280 2/23/15 2,815.850 -17,064 17,715 651 571,120  709,905 -38,786 671,120
    ÖkoDAX SolarWorld 64.24 14.550 772.962 4/29/13 106.050 -6,813 49,655 42,842 613,962  703,093 10,869 713,962
  Buy HSI-C&I long Tencent 870.51 20.815   7/06/15 17.093 18,120        721,212 -7,250  
    OBX 25 Frontline 1,324.05 13.685   5/18/15 12.057 18,120        739,332 -25,370  
4/27/15 Sell DJ Global Titans short ConocoPhilips 259.49 61.591 56.589 3/30/15 59.090 -15,333 14,684 -649 613,313  723,999 -10,686 713,313
  Buy   long Mitsubishi UFJ 2,707.10 6.489   6/08/15 6.373 17,565        741,564 -28,251  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,938.27 7.890   3/23/15 8.100 -15,700 15,293 -407 612,906  725,864 -12,958 712,906
    OMXH 25 Neste Oil 2,155.69 7.640   1/26/15 8.080 -17,418 16,469 -949 611,957  708,446 3,511 711,957
    TSX 60 Bausch Health 84.51 200.704   3/23/15 185.781 -15,700 16,962 1,261 613,219  692,746 20,473 713,219
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 short Obrascón Huarte Lain 958.31 19.140   4/25/16 5.840 18,342        711,088 2,131  
    OMXH 25 Outokumpu 3,503.72 5.235   1/04/16 2.584 18,342        729,430 -16,211  
    TSX 60 Cenovus Energy 1,182.90 15.506   3/21/16 12.064 18,342        747,772 -34,553  
5/18/15 Sell OBX 25 long Frontline 1,324.05 12.057   4/13/15 13.685 -18,120 15,964 -2,156 611,062  729,652 -18,590 711,062
    Topix (FRA) Sony 669.55 28.471   2/09/15 22.627 -15,150 19,063 3,913 614,975  714,502 473 714,975
  Buy OBX 25 short REC Silicon 8,450.74 2.117   6/01/15 1.852 17,886        732,388 -17,413  
    Topix (FRA) Toshiba 597.59 29.930   5/25/15 30.510 17,886        750,274 -35,299  
5/25/15 Sell PSI 20 long Altri 5,646.83 4.081   2/23/15 3.024 -17,076 23,045 5,969 620,944  733,198 -12,254 720,944
    Topix (FRA) short Toshiba 597.59 30.510 29.350 5/18/15 29.930 -17,886 17,539 -347 620,597  715,312 5,285 720,597
  Buy PSI 20 Pharol 35,582.35 0.510   11/23/15 0.369 18,147        733,459 -12,862  
    Topix (FRA) long Sony 636.74 28.500   6/01/15 28.394 18,147        751,606 -31,009  
6/01/15 Sell TecDAX long Dialog Semiconductor 509.27 51.190   12/22/14 29.285 -14,914 26,070 11,156 631,753  736,692 -4,939 731,753
    OBX 25 short REC Silicon 8,450.74 1.852 2.418 5/18/15 2.117 -17,886 20,436 2,550 634,303  718,806 15,497 734,303
    Nordic 30 long Pandora 218.65 91.032   11/10/14 68.154 -14,902 19,904 5,002 639,306  703,904 35,401 739,306
    Topix (FRA) Sony 636.74 28.394   5/25/15 28.500 -18,147 18,080 -67 639,238  685,757 53,481 739,238
    GEX Ströer Media 651.14 38.770   1/26/15 26.750 -17,418 25,245 7,827 647,065  668,339 78,726 747,065
    GCX Shimano 117.65 129.753   3/02/15 139.151 -16,371 15,265 -1,106 645,959  651,968 93,991 745,959
  Buy TecDAX short Aixtron 3,043.19 6.900   4/25/16 4.108 20,998        672,966 72,993  
    OBX 25 long Frontline 1,683.11 12.476   6/08/15 12.298 20,998        693,964 51,995  
    Nordic 30 short Fortum 1,212.36 17.320   11/30/15 13.820 20,998        714,962 30,997  
    Topix (FRA) Toshiba 643.91 32.610   11/16/15 22.410 20,998        735,960 9,999  
    GEX ZhongDe Waste Tech 9,544.55 2.200   11/23/15 1.980 20,998        756,958 -10,999  
    GCX REC Silicon 11,335.56 1.852   2/24/20 0.459 20,998        777,956 -31,997  
6/08/15 Sell S&P 100 long Gilead Sciences 170.45 100.700   10/27/14 88.668 -15,113 17,164 2,051 648,010  762,843 -14,833 748,010
    France Adocia 322.64 66.230   12/29/14 47.700 -15,390 21,368 5,979 653,989  747,453 6,536 753,989
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX Altice 6,004.12 4.147   2/02/15 2.668 -16,019 24,899 8,880 662,869  731,434 31,435 762,869
    ISEQ 20 Glanbia 617.33 17.420   1/19/15 13.850 -8,550 10,754 2,204 665,073  722,884 42,189 765,073
      Ryanair Holdings 878.73 11.660   1/19/15 9.730 -8,550 10,246 1,696 666,769  714,334 52,435 766,769
    OBX 25 Frontline 1,683.11 12.298   6/01/15 12.476 -20,998 20,699 -299 666,470  693,336 73,134 766,470
    OMXS 30 Boliden 572.96 18.209   11/03/14 13.117 -7,516 10,433 2,917 669,387  685,820 83,567 769,387
      Electrolux 334.69 27.196   11/03/14 22.455 -7,516 9,102 1,586 670,973  678,305 92,669 770,973
    FT 30 Man Group 81.49 231.072   1/19/15 209.841 -17,100 18,830 1,730 672,703  661,205 111,499 772,703
    CAC Mid 60 Adocia 270.57 66.230   1/19/15 63.200 -17,100 17,920 820 673,523  644,105 129,419 773,523
    DJ Global Titans Mitsubishi UFJ 2,707.10 6.373   4/27/15 6.489 -17,565 17,252 -313 673,210  626,540 146,671 773,210
  Buy S&P 100 short Norfolk Southern 285.15 80.648   6/15/15 80.979 22,997        649,537 123,674  
    France Solocal 1,695.94 13.560   11/23/15 7.557 22,997        672,533 100,677  
    ISEQ 20 Aryzta 1,025.74 11.210   8/10/15 10.893 11,499        684,032 89,178  
      FBD Holdings 1,239.86 9.274   8/10/15 7.120 11,498        695,530 77,680  
    OBX 25 DNO International 18,051.02 1.274   12/21/15 0.607 22,997        718,527 54,683  
    OMXS 30 SSAB 2,245.80 5.120   10/26/15 3.388 11,499        730,026 43,184  
      Telia Company 2,186.57 5.259   10/26/15 4.765 11,499        741,524 31,686  
    FT 30 Tate & Lyle 30.51 753.704   12/28/15 807.108 22,996        764,520 8,690  
    DJ Global Titans BHP 1,209.11 19.020   7/13/15 17.787 22,997        787,517 -14,307  
6/15/15 Sell S&P 100 short Norfolk Southern 285.15 80.979 80.318 6/08/15 80.648 -22,997 22,903 -94 673,116  764,520 8,596 773,116
    Germany long Ströer Media 638.11 40.315   1/12/15 24.615 -15,707 25,725 10,018 683,135  748,813 34,322 783,135
  Buy S&P 100 Starbucks 441.09 46.330   7/06/15 49.123 20,436        769,249 13,886  
6/29/15 Sell SDAX long Patrizia Immobilien 1,165.08 22.015   1/26/15 14.950 -17,418 25,649 8,231 691,366  751,831 39,535 791,366
    MerVal Comercial del Plata 55,936.60 0.285   3/09/15 0.278 -15,528 15,936 408 691,774  736,303 55,471 791,774
7/06/15 Sell S&P 100 long Starbucks 441.09 49.123   6/15/15 46.330 -20,436 21,667 1,232 693,006  715,867 77,139 793,006
    Kospi 50 Amorepacific Group 167.23 157.893   12/08/14 82.934 -13,869 26,404 12,535 705,541  701,998 103,543 805,541
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 Peugeot 1,171.60 18.595   2/23/15 14.575 -17,076 21,786 4,710 710,251  684,922 125,329 810,251
    DAX Merck (EMD) 196.86 90.640   11/17/14 76.670 -15,093 17,843 2,750 713,001  669,829 143,172 813,001
    HSI-C&I Tencent 870.51 17.093   4/13/15 20.815 -18,120 14,880 -3,240 709,761  651,709 158,052 809,761
  Buy S&P 100 short Norfolk Southern 307.66 78.643   7/13/15 78.579 24,195        675,904 133,857  
    CAC 40 ArcelorMittal 958.98 25.230   3/27/17 22.800 24,195        700,099 109,662  
    DAX RWE 1,257.54 19.240   7/13/15 20.205 24,195        724,294 85,467  
    HSI-C&I Sands China 7,150.67 3.384   5/09/16 3.084 24,195        748,489 61,272  
7/13/15 Sell S&P 100 short Norfolk Southern 307.66 78.579 78.708 7/06/15 78.643 -24,195 24,215 20 709,781  724,294 85,487 809,781
    HSI long China Life Ins HK 4,739.45 3.728   1/12/15 3.314 -15,707 17,671 1,964 711,744  708,587 103,157 811,744
    DAX short RWE 1,257.54 20.205 18.275 7/06/15 19.240 -24,195 22,982 -1,214 710,531  684,392 126,139 810,531
    DJ Global Titans BHP 1,209.11 17.787 20.338 6/08/15 19.020 -22,997 24,591 1,594 712,125  661,395 150,730 812,125
  Buy S&P 100 long Amazon.com 58.14 414.042   7/27/15 479.746 24,072        685,467 126,657  
    HSI short China Shenhua HK 12,960.91 1.857   4/18/16 1.521 24,071        709,538 102,586  
    DAX long Fresenius 392.93 61.260   7/27/15 61.200 24,071        733,609 78,515  
    DJ Global Titans Mitsubishi UFJ 3,832.11 6.281   7/27/15 6.435 24,071        757,680 54,444  
7/20/15 Sell DJTA long Avis Budget 485.95 38.916   9/24/12 12.419 -6,035 18,911 12,876 725,001  751,645 73,355 825,001
  Buy   short Avis Budget 577.10 38.916   8/03/15 39.514 22,458        774,103 50,897  
7/27/15 Sell S&P 100 long Amazon.com 58.14 479.746   7/13/15 414.042 -24,072 27,892 3,820 728,821  750,031 78,790 828,821
    DAX Fresenius 392.93 61.200   7/13/15 61.260 -24,071 24,047 -24 728,797  725,960 102,837 828,797
    BAX KUKA 259.66 74.330   12/29/14 59.270 -15,390 19,301 3,910 732,707  710,570 122,137 832,707
    Indices SSE 50 ew 50.76 382.611   2/23/15 336.435 -17,077 19,421 2,344 735,051  693,493 141,559 835,051
    DJ Global Titans Mitsubishi UFJ 3,832.11 6.435   7/13/15 6.281 -24,071 24,660 589 735,640  669,422 166,219 835,640
  Buy S&P 100 short ConocoPhilips 548.59 45.655   3/07/16 37.595 25,046        694,468 141,173  
    DAX RWE 1,350.19 18.550   10/19/15 12.230 25,046        719,514 116,127  
    BAX Grammer 953.77 26.260   11/09/15 23.675 25,046        744,560 91,081  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices RTX 23.78 1,053.370   6/06/16 1,104.740 25,049        769,609 66,032  
    DJ Global Titans ConocoPhilips 548.59 45.655   8/03/15 45.385 25,046        794,655 40,986  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,245.10 7.097   7/07/14 2.976 -12,633 30,127 17,494 753,134  782,022 71,113 853,134
    HSI-Fin China Life Ins HK 4,662.58 3.251   1/26/15 3.736 -17,418 15,156 -2,262 750,872  764,604 86,268 850,872
    DJTA short Avis Budget 577.10 39.514 38.317 7/20/15 38.916 -22,458 22,113 -346 750,527  742,146 108,381 850,527
    DJ Global Titans ConocoPhilips 548.59 45.385 45.927 7/27/15 45.655 -25,046 25,195 149 750,676  717,100 133,576 850,676
  Buy SSE 50 China Northern Rare 11,821.85 2.081   1/04/16 1.789 24,606        741,706 108,970  
    HSI-Fin ICBC 39,344.42 0.625   1/04/16 0.538 24,606        766,312 84,364  
    DJTA long JetBlue Airways 1,142.47 21.538   8/24/15 18.277 24,606        790,918 59,758  
    SMI UBS 1,166.04 21.102   8/17/15 20.081 24,606        815,524 35,152  
    SLI Vifor Pharma 231.76 106.171   8/24/15 107.513 24,606        840,130 10,546  
    DJ Global Titans Mitsubishi UFJ 3,793.83 6.486   8/24/15 5.389 24,606        864,736 -14,060  
8/10/15 Sell ISEQ 20 short Aryzta 1,025.74 10.893 11.536 6/08/15 11.210 -11,499 11,833 335 751,010  853,237 -2,227 851,010
      FBD Holdings 1,239.86 7.120 12.080 6/08/15 9.274 -11,498 14,977 3,479 754,489  841,739 12,750 854,489
  Buy   long Kingspan Group 477.01 22.725   8/17/15 22.815 10,840        852,579 1,910  
      Ryanair Holdings 848.20 12.780   8/17/15 12.705 10,840        863,419 -8,930  
8/17/15 Sell ASX 50 long James Hardie Ind 692.66 12.058   1/30/12 5.763 -3,992 8,352 4,360 758,849  859,427 -578 858,849
    ISEQ 20 Kingspan Group 477.01 22.815   8/10/15 22.725 -10,840 10,883 43 758,892  848,587 10,305 858,892
      Ryanair Holdings 848.20 12.705   8/10/15 12.780 -10,840 10,776 -64 758,828  837,747 21,082 858,828
    OMXC 20 Pandora 218.22 107.440   11/24/14 67.207 -14,666 23,446 8,780 767,608  823,081 44,527 867,608
    SMI UBS 1,166.04 20.081   8/03/15 21.102 -24,606 23,415 -1,191 766,418  798,475 67,943 866,418
    Nikkei (FRA) Fujitsu 115.12 44.550   6/30/14 54.990 -6,330 5,129 -1,202 765,216  792,144 73,071 865,216
      MinebeaMitsumi 769.76 12.573   6/30/14 8.224 -6,331 9,678 3,348 768,563  785,814 82,750 868,563
  Buy ASX 50 short Santos 5,972.98 3.982   11/23/15 2.708 23,782        809,596 58,968  
    ISEQ 20 Aryzta 1,083.96 10.970   11/30/15 10.387 11,891        821,487 47,077  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      FBD Holdings 1,723.33 6.900   11/30/15 6.852 11,891        833,378 35,186  
    OMXC 20 GN Store Nord 191.02 124.500   10/05/15 126.375 23,782        857,160 11,404  
    Nikkei (FRA) Sharp 926.81 12.830   11/23/15 10.210 11,891        869,051 -487  
      IHI 393.87 30.190   11/23/15 25.250 11,891        880,942 -12,378  
8/24/15 Sell USA long Alexion 44.17 143.833   11/28/11 50.936 -2,250 6,353 4,103 772,667  878,692 -6,025 872,667
    DJIA Visa 126.00 58.880   12/19/11 18.897 -2,381 7,419 5,038 777,705  876,311 1,394 877,705
    Nasdaq 100 Regeneron 36.64 434.608   10/10/11 49.346 -1,808 15,924 14,116 791,821  874,503 17,318 891,821
    Euro 50 ASML 52.89 74.790   1/09/12 32.400 -1,714 3,956 2,242 794,063  872,789 21,273 894,063
      AB InBev 36.08 91.280   1/09/12 47.495 -1,714 3,293 1,580 795,642  871,076 24,567 895,642
    HDAX Ströer Media 638.11 47.670   1/12/15 24.615 -15,707 30,419 14,712 810,354  855,369 54,985 910,354
    FTSE Ashtead 13.40 1,199.890   7/30/12 333.248 -4,466 16,079 11,613 821,967  850,903 71,064 921,967
    HSI-Prop CK Hutchison 502.99 10.950   7/28/14 13.730 -6,906 5,508 -1,398 820,569  843,997 76,572 920,569
      Sino Land 5,515.97 1.200   7/28/14 1.252 -6,906 6,619 -287 820,282  837,091 83,191 920,282
    Europe 50 Novartis 240.68 69.088   11/10/14 61.916 -14,902 16,628 1,726 822,008  822,189 99,819 922,008
    DJTA JetBlue Airways 1,142.47 18.277   8/03/15 21.538 -24,606 20,881 -3,725 818,283  797,583 120,700 918,283
    SLI Vifor Pharma 231.76 107.513   8/03/15 106.171 -24,606 24,917 311 818,594  772,977 145,617 918,594
    CAC Next 20 Ingenico 187.57 111.350   1/26/15 92.860 -17,418 20,886 3,468 822,063  755,559 166,503 922,063
    Nikkei (TYO) MinebeaMitsumi 1,442.44 10.589   10/27/14 10.477 -15,113 15,274 161 822,224  740,446 181,778 922,224
    DJ Global Titans Mitsubishi UFJ 3,793.83 5.389   8/03/15 6.486 -24,606 20,446 -4,160 818,064  715,840 202,223 918,064
    SP Global 100 Apple 171.61 88.846   11/03/14 87.590 -15,031 15,247 215 818,279  700,809 217,470 918,279
  Buy DJIA short Chevron 457.08 62.119   5/30/16 91.551 28,393        729,202 189,077  
    Nasdaq 100 Micron Technology 2,282.84 12.438   8/31/15 14.635 28,393        757,595 160,684  
    Euro 50 E.on 1,631.78 8.700   10/26/15 8.993 14,196        771,792 146,487  
      Banco Santander 2,724.86 5.210   10/26/15 5.230 14,197        785,988 132,291  
    HDAX RWE 2,147.73 13.220   11/23/15 10.895 28,393        814,381 103,898  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Glencore 151.52 187.390   5/09/16 167.806 28,393        842,775 75,505  
    HSI-Prop Hang Lung 7,385.55 1.922   6/06/16 1.737 14,197        856,971 61,308  
      The Wharf 8,114.14 1.750   6/06/16 1.945 14,197        871,168 47,112  
    DJCA Chevron 457.08 62.119   8/31/15 72.229 28,393        899,561 18,718  
    Europe 50 Rio Tinto 9.70 2,927.710   10/26/15 3,453.900 28,399        927,960 -9,681  
    DJTA Norfolk Southern 441.05 64.376   8/31/15 69.482 28,393        956,353 -38,073  
    SLI Aryzta 3,029.33 9.373   1/09/17 8.993 28,393        984,746 -66,466  
    CAC Next 20 Casino Guichard 504.50 56.280   1/30/17 49.780 28,393        1,013,139 -94,860  
    Nikkei (TYO) IHI 1,096.61 25.892   8/08/16 25.014 28,393        1,041,532 -123,252  
    DJ Global Titans ConocoPhilips 767.86 36.977   3/21/16 37.886 28,393        1,069,925 -151,645  
    SP Global 100 RWE 2,147.73 13.220   9/12/16 14.645 28,393        1,098,318 -180,038  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,282.84 14.635 10.240 8/24/15 12.438 -28,393 23,377 -5,016 813,263  1,069,925 -156,661 913,263
    DJCA Chevron 457.08 72.229 52.009 8/24/15 62.119 -28,393 23,772 -4,621 808,642  1,041,531 -132,889 908,642
    DJTA Norfolk Southern 441.05 69.482 59.269 8/24/15 64.376 -28,393 26,141 -2,252 806,390  1,013,138 -106,748 906,390
  Buy Nasdaq 100 long Netflix 194.89 102.576   9/07/15 88.434 19,991        1,033,129 -126,739  
    DJCA JetBlue Airways 1,004.30 19.906   2/24/20 17.853 19,991        1,053,121 -146,730  
    DJUA short CenterPoint Energy 601.93 16.606   12/07/15 15.137 9,995        1,063,116 -156,726  
      FirstEnergy 350.69 28.503   12/07/15 29.960 9,996        1,073,112 -166,721  
    DJTA long JetBlue Airways 1,004.30 19.906   1/04/16 20.201 19,991        1,093,103 -186,713  
9/07/15 Sell Nasdaq 100 long Netflix 194.89 88.434   8/31/15 102.576 -19,991 17,235 -2,756 803,634  1,073,112 -169,478 903,634
    ATX Zumtobel 746.72 23.775   2/16/15 21.095 -15,752 17,753 2,001 805,635  1,057,360 -151,724 905,635
  Buy Nasdaq 100 short Micron Technology 1,250.98 15.066   10/19/15 16.912 18,847        1,076,207 -170,571  
    ATX Vienna Insurance 691.89 27.240   3/28/16 18.660 18,847        1,095,054 -189,418  
9/14/15 Sell RTX short RusHydro 3,994.64 0.774 3.647 3/11/13 1.680 -6,711 14,566 7,855 813,491  1,088,343 -174,852 913,491
  Buy USA long JetBlue Airways 793.94 23.257   9/21/15 23.986 18,465        1,106,808 -193,317  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/21/15 Sell   long JetBlue Airways 793.94 23.986   9/14/15 23.257 -18,465 19,043 578 814,069  1,088,343 -174,274 914,069
    MIB Fiat Chrysler 2,186.50 8.487   1/26/15 7.966 -17,418 18,556 1,138 815,207  1,070,925 -155,718 915,207
  Buy USA short Wynn Resorts 319.21 59.482   10/05/15 57.973 18,987        1,089,912 -174,705  
    MIB Saipem 1,866.96 10.170   12/26/16 5.130 18,987        1,108,899 -193,692  
    RTX Mobile TeleSystems 2,994.79 6.340   9/28/15 6.096 18,987        1,127,886 -212,679  
9/28/15 Sell   short Mobile TeleSystems 2,994.79 6.096 6.594 9/21/15 6.340 -18,987 19,747 760 815,967  1,108,899 -192,932 915,967
    BEL 20 long bpost 748.03 21.000   1/19/15 22.860 -17,100 15,709 -1,391 814,576  1,091,799 -177,223 914,576
  Buy RTX Severstal 1,965.56 9.378   11/02/15 10.465 18,433        1,110,232 -195,656  
    BEL 20 short Solvay 205.93 89.510   3/28/16 85.670 18,433        1,128,665 -214,089  
10/05/15 Sell USA short Wynn Resorts 319.21 57.973 61.030 9/21/15 59.482 -18,987 19,481 494 815,070  1,109,677 -194,608 915,070
    OMXC 20 GN Store Nord 191.02 126.375 122.625 8/17/15 124.500 -23,782 23,424 -358 814,712  1,085,896 -171,184 914,712
  Buy USA long Netflix 187.02 99.392   12/14/15 109.790 18,588        1,104,484 -189,772  
    OMXC 20 Genmab 218.52 85.064   11/02/15 91.174 18,588        1,123,072 -208,360  
10/12/15 Buy Kospi 50 long Lotte Chemical 84.70 208.474   4/02/18 330.481 17,658        1,140,730 -226,018  
    MerVal Pampa Energía 21,411.42 0.825   10/19/15 0.927 17,658        1,158,388 -243,676  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,250.98 16.912 13.219 9/07/15 15.066 -18,847 16,537 -2,310 812,402  1,139,541 -227,139 912,402
    DAX RWE 1,350.19 12.230 28.136 7/27/15 18.550 -25,046 37,989 12,943 825,344  1,114,495 -189,150 925,344
    MerVal long Pampa Energía 21,411.42 0.927   10/12/15 0.825 -17,658 19,838 2,180 827,524  1,096,837 -169,312 927,524
  Buy Nasdaq 100 Amazon.com 37.47 505.914   2/08/16 436.037 18,957        1,115,793 -188,269  
    DAX Fresenius 314.29 60.310   12/21/15 63.430 18,955        1,134,748 -207,224  
    MerVal short YPF 843.22 22.479   10/26/15 25.738 18,955        1,153,703 -226,179  
10/26/15 Sell Euro 50 short E.on 1,631.78 8.993 8.407 8/24/15 8.700 -14,196 13,719 -478 827,047  1,139,507 -212,460 927,047
      Banco Santander 2,724.86 5.230 5.190 8/24/15 5.210 -14,197 14,142 -55 826,992  1,125,310 -198,318 926,992
    OMXS 30 SSAB 2,245.80 3.388 7.737 6/08/15 5.120 -11,499 17,377 5,878 832,870  1,113,812 -180,941 932,870
      Telia Company 2,186.57 4.765 5.804 6/08/15 5.259 -11,499 12,690 1,191 834,062  1,102,313 -168,251 934,062
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Rio Tinto 9.70 3,453.900 2,401.510 8/24/15 2,927.710 -28,399 23,295 -5,104 828,957  1,073,914 -144,957 928,957
    MerVal YPF 843.22 25.738 19.221 10/19/15 22.479 -18,955 16,207 -2,748 826,210  1,054,959 -128,750 926,210
  Buy Euro 50 long Fresenius 155.39 64.150   1/11/16 59.420 9,968        1,064,928 -138,718  
      Inditex 296.58 33.610   1/11/16 29.430 9,968        1,074,896 -148,686  
    OMXS 30 Boliden 570.88 17.461   11/02/15 17.505 9,968        1,084,864 -158,654  
      Svenska Cellulosa B 1,912.62 5.212   11/02/15 5.468 9,968        1,094,832 -168,622  
    Europe 50 SAP 284.27 70.130   12/14/15 69.400 19,936        1,114,767 -188,558  
    MerVal Pampa Energía 17,347.72 1.149   3/07/16 0.728 19,936        1,134,703 -208,494  
11/02/15 Sell RTX long Severstal 1,965.56 10.465   9/28/15 9.378 -18,433 20,570 2,137 828,346  1,116,270 -187,924 928,346
    OMXC 20 Genmab 218.52 91.174   10/05/15 85.064 -18,588 19,923 1,335 829,681  1,097,682 -168,001 929,681
    OMXS 30 Boliden 570.88 17.505   10/26/15 17.461 -9,968 9,993 25 829,707  1,087,714 -158,008 929,707
      Svenska Cellulosa B 1,912.62 5.468   10/26/15 5.212 -9,968 10,457 489 830,196  1,077,746 -147,550 930,196
  Buy RTX short Mobile TeleSystems 3,145.15 6.221   4/25/16 7.952 19,566        1,097,312 -167,116  
    OMXS 30 SSAB 2,896.52 3.378   12/14/15 2.601 9,783        1,107,095 -176,899  
      SKF A 608.84 16.068   12/14/15 14.663 9,783        1,116,878 -186,682  
11/09/15 Sell BAX short Grammer 953.77 23.675 29.127 7/27/15 26.260 -25,046 27,781 2,735 832,931  1,091,832 -158,902 932,931
  Buy   long Adva 1,905.47 10.155   11/16/15 10.530 19,350        1,111,182 -178,252  
11/16/15 Sell MDAX long Ströer Media 621.13 61.450   2/02/15 25.790 -16,019 38,168 22,150 855,080  1,095,163 -140,083 955,080
    BSE Sensex 30 Hindustan Unilever 658.62 11.144   1/30/12 6.061 -3,992 7,339 3,347 858,427  1,091,171 -132,744 958,427
    Topix (FRA) short Toshiba 643.91 22.410 47.453 6/01/15 32.610 -20,998 30,555 9,557 867,985  1,070,173 -102,189 967,985
    BAX long Adva 1,905.47 10.530   11/09/15 10.155 -19,350 20,065 715 868,699  1,050,823 -82,124 968,699
  Buy MDAX short Leoni 638.18 34.730   5/30/16 29.880 22,164        1,072,987 -104,288  
    BSE Sensex 30 Bharat Heavy 13,119.45 1.689   6/13/16 1.058 22,164        1,095,151 -126,452  
    SMI LafargeHolcim 438.81 50.510   1/09/17 49.995 22,164        1,117,316 -148,616  
    Topix (FRA) long Ono Pharmaceutical 811.81 27.302   12/14/15 30.520 22,164        1,139,480 -170,780  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX short Leoni 638.18 34.730   11/23/15 36.045 22,164        1,161,644 -192,944  
11/23/15 Sell France short Solocal 1,695.94 7.557 24.332 6/08/15 13.560 -22,997 41,265 18,268 886,967  1,138,647 -151,679 986,967
    ASX 50 Santos 5,972.98 2.708 5.854 8/17/15 3.982 -23,782 34,965 11,183 898,150  1,114,865 -116,715 998,150
    HDAX RWE 2,147.73 10.895 16.041 8/24/15 13.220 -28,393 34,452 6,059 904,209  1,086,472 -82,263 1,004,209
    PSI 20 Pharol 35,582.35 0.369 0.705 5/25/15 0.510 -18,147 25,082 6,935 911,144  1,068,325 -57,181 1,011,144
    Nikkei (FRA) Sharp 926.81 10.210 16.122 8/17/15 12.830 -11,891 14,942 3,051 914,195  1,056,434 -42,238 1,014,195
      IHI 393.87 25.250 36.097 8/17/15 30.190 -11,891 14,217 2,326 916,522  1,044,543 -28,021 1,016,522
    BAX Leoni 638.18 36.045 33.415 11/16/15 34.730 -22,164 21,325 -839 915,683  1,022,379 -6,696 1,015,683
    GEX ZhongDe Waste Tech 9,544.55 1.980 2.444 6/01/15 2.200 -20,998 23,331 2,333 918,015  1,001,381 16,634 1,018,015
  Buy France long Ubisoft 964.97 26.805   1/11/16 24.260 25,866        1,027,247 -9,232  
    HDAX SMA Solar 541.41 47.775   1/18/16 41.200 25,866        1,053,113 -35,097  
    PSI 20 Altri 5,064.81 5.107   12/07/15 5.008 25,866        1,078,979 -60,963  
    OMXC 20 Genmab 228.10 113.399   2/08/16 88.896 25,866        1,104,845 -86,830  
    Nikkei (FRA) Yamaha 515.88 25.070   12/07/15 22.360 12,933        1,117,778 -99,763  
    BAX Adva 2,331.32 11.095   12/14/15 9.859 25,866        1,143,644 -125,629  
    GEX Hypoport 327.42 79.000   12/14/15 70.070 25,866        1,169,510 -151,495  
11/30/15 Sell ISEQ 20 short Aryzta 1,083.96 10.387 11.586 8/17/15 10.970 -11,891 12,558 667 918,683  1,157,619 -138,937 1,018,683
      FBD Holdings 1,723.33 6.852 6.948 8/17/15 6.900 -11,891 11,974 83 918,766  1,145,728 -126,962 1,018,766
    Nordic 30 Fortum 1,212.36 13.820 21.706 6/01/15 17.320 -20,998 26,316 5,318 924,084  1,124,730 -100,646 1,024,084
  Buy Germany long SMA Solar 488.83 47.225   1/11/16 49.315 23,085        1,147,815 -123,731  
    ASX 50 short Origin Energy 6,026.47 3.831   1/04/16 3.253 23,085        1,170,900 -146,816  
    ISEQ 20 long Flutter 96.15 120.050   12/07/15 122.000 11,543        1,182,443 -158,359  
      Dalata Hotel 2,241.26 5.150   12/07/15 5.130 11,542        1,193,985 -169,902  
    Nordic 30 Pandora 205.75 112.200   12/14/15 108.345 23,085        1,217,071 -192,987  
12/07/15 Sell ISEQ 20 long Flutter 96.15 122.000   11/30/15 120.050 -11,543 11,730 187 924,271  1,205,528 -181,257 1,024,271
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Dalata Hotel 2,241.26 5.130   11/30/15 5.150 -11,542 11,498 -45 924,226  1,193,985 -169,759 1,024,226
    PSI 20 Altri 5,064.81 5.008   11/23/15 5.107 -25,866 25,365 -501 923,725  1,168,119 -144,394 1,023,725
    DJUA short CenterPoint Energy 601.93 15.137 18.217 8/31/15 16.606 -9,995 10,965 970 924,695  1,158,124 -133,429 1,024,695
      FirstEnergy 350.69 29.960 27.045 8/31/15 28.503 -9,996 9,484 -511 924,184  1,148,128 -123,945 1,024,184
    Nikkei (FRA) long Yamaha 515.88 22.360   11/23/15 25.070 -12,933 11,535 -1,398 922,786  1,135,195 -112,410 1,022,786
    BSE Sensex 50 Eicher Motors 77.13 224.209   10/24/11 23.352 -1,801 17,293 15,492 938,278  1,133,394 -95,116 1,038,278
  Buy ISEQ 20 short Aryzta 1,112.43 10.598   1/04/16 10.648 11,790        1,145,184 -106,906  
      FBD Holdings 1,728.67 6.820   1/04/16 6.603 11,790        1,156,973 -118,695  
    PSI 20 Pharol 83,613.48 0.282   4/25/16 0.141 23,579        1,180,552 -142,274  
    DJUA long NiSource 667.76 17.655   2/24/20 26.945 11,789        1,192,342 -154,064  
      American Water 218.85 53.870   2/24/20 125.771 11,789        1,204,131 -165,853  
    Nikkei (FRA) short OKI Electric 1,026.96 11.480   3/07/16 12.000 11,790        1,215,920 -177,643  
      Sharp 1,241.00 9.500   3/07/16 13.180 11,790        1,227,710 -189,432  
    BSE Sensex 50 ONGC 11,435.57 2.062   12/21/15 2.125 23,579        1,251,289 -213,011  
12/14/15 Sell USA long Netflix 187.02 109.790   10/05/15 99.392 -18,588 20,533 1,945 940,222  1,232,701 -192,478 1,040,222
    OMXS 30 short SSAB 2,896.52 2.601 4.386 11/02/15 3.378 -9,783 12,703 2,920 943,142  1,222,918 -179,776 1,043,142
      SKF A 608.84 14.663 17.608 11/02/15 16.068 -9,783 10,720 937 944,079  1,213,135 -169,055 1,044,079
    Europe 50 long SAP 284.27 69.400   10/26/15 70.130 -19,936 19,728 -208 943,872  1,193,199 -149,327 1,043,872
    Nordic 30 Pandora 205.75 108.345   11/30/15 112.200 -23,085 22,292 -793 943,079  1,170,114 -127,035 1,043,079
    Topix (FRA) Ono Pharmaceutical 811.81 30.520   11/16/15 27.302 -22,164 24,776 2,612 945,691  1,147,949 -102,258 1,045,691
    BAX Adva 2,331.32 9.859   11/23/15 11.095 -25,866 22,984 -2,882 942,809  1,122,083 -79,274 1,042,809
    GEX Hypoport 327.42 70.070   11/23/15 79.000 -25,866 22,942 -2,924 939,886  1,096,217 -56,332 1,039,886
  Buy OMXS 30 Securitas 917.62 13.398   12/21/15 13.632 12,294        1,108,511 -68,626  
      Swedish Match 396.58 31.000   12/21/15 31.422 12,294        1,120,805 -80,920  
    Europe 50 short Rio Tinto 9.66 2,545.100   12/28/15 2,721.790 24,586        1,145,391 -105,505  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Møller-Mærsk B 20.05 1,226.160   4/25/16 1,254.850 24,585        1,169,976 -130,090  
    Topix (FRA) Toshiba 1,132.04 21.720   12/21/15 19.300 24,588        1,194,563 -154,678  
    BAX Leoni 739.82 33.235   7/04/16 24.990 24,588        1,219,151 -179,266  
    GEX Manz 604.72 40.660   5/09/16 36.225 24,588        1,243,739 -203,854  
12/21/15 Sell DAX long Fresenius 314.29 63.430   10/19/15 60.310 -18,955 19,935 981 940,866  1,224,784 -183,918 1,040,866
    OBX 25 short DNO International 18,051.02 0.607 2.673 6/08/15 1.274 -22,997 48,243 25,246 966,112  1,201,787 -135,675 1,066,112
    OMXS 30 long Securitas 917.62 13.632   12/14/15 13.398 -12,294 12,509 215 966,327  1,189,493 -123,167 1,066,327
      Swedish Match 396.58 31.422   12/14/15 31.000 -12,294 12,462 167 966,494  1,177,199 -110,705 1,066,494
    Topix (FRA) short Toshiba 1,132.04 19.300 24.443 12/14/15 21.720 -24,588 27,671 3,083 969,577  1,152,611 -83,034 1,069,577
    BSE Sensex 50 ONGC 11,435.57 2.125 1.999 12/07/15 2.062 -23,579 22,860 -719 968,858  1,129,032 -60,174 1,068,858
  Buy DAX RWE 2,212.99 11.395   12/28/15 11.660 25,217        1,154,249 -85,392  
    OBX 25 long Bakkafrost 959.44 26.283   12/28/15 26.311 25,217        1,179,467 -110,609  
    OMXS 30 short SSAB 5,809.57 2.170   12/28/15 2.409 12,609        1,192,075 -123,217  
      SKF A 863.52 14.601   12/28/15 15.095 12,609        1,204,684 -135,826  
    Topix (FRA) long Ono Pharmaceutical 788.43 31.984   1/04/16 32.298 25,217        1,229,901 -161,043  
    CAC Mid 60 Sartorius Stedim 437.99 57.575   12/28/15 57.183 25,217        1,255,118 -186,260  
    BSE Sensex 50 Bajaj Finance 3,106.27 8.118   1/04/16 8.393 25,217        1,280,335 -211,477  
12/28/15 Sell DAX short RWE 2,212.99 11.660 11.130 12/21/15 11.395 -25,217 24,631 -586 968,272  1,255,118 -186,846 1,068,272
    OBX 25 long Bakkafrost 959.44 26.311   12/21/15 26.283 -25,217 25,244 27 968,298  1,229,901 -161,603 1,068,298
    OMXS 30 short SSAB 5,809.57 2.409 1.932 12/21/15 2.170 -12,609 11,221 -1,387 966,911  1,217,292 -150,382 1,066,911
      SKF A 863.52 15.095 14.108 12/21/15 14.601 -12,609 12,182 -426 966,485  1,204,684 -138,199 1,066,485
    Europe 50 Rio Tinto 9.66 2,721.790 2,368.420 12/14/15 2,545.100 -24,586 22,879 -1,707 964,778  1,180,098 -115,320 1,064,778
    FT 30 Tate & Lyle 30.51 807.108 700.300 6/08/15 753.704 -22,996 21,366 -1,629 963,149  1,157,103 -93,954 1,063,149
    CAC Mid 60 long Sartorius Stedim 437.99 57.183   12/21/15 57.575 -25,217 25,046 -172 962,977  1,131,885 -68,908 1,062,977
  Buy USA Energy Recovery 3,838.94 6.473   1/11/16 5.700 24,851        1,156,736 -93,759  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX Adidas 278.94 89.090   3/07/16 96.970 24,851        1,181,587 -118,610  
    OBX 25 short Seadrill 27.21 913.471   5/09/16 892.833 24,856        1,206,443 -143,466  
    OMXS 30 long Securitas 895.53 13.875   1/04/16 13.705 12,425        1,218,868 -155,891  
      Swedish Match 387.93 32.030   1/04/16 31.693 12,425        1,231,294 -168,317  
    Europe 50 SAP 341.08 72.860   1/04/16 70.580 24,851        1,256,145 -193,168  
    FT 30 ITV 66.62 373.033   1/11/16 356.368 24,851        1,280,996 -218,019  
1/04/16 Sell SSE 50 short China Northern Rare 11,821.85 1.789 2.422 8/03/15 2.081 -24,606 28,634 4,028 967,005  1,256,390 -189,386 1,067,005
    ASX 50 Origin Energy 6,026.47 3.253 4.511 11/30/15 3.831 -23,085 27,182 4,097 971,102  1,233,305 -162,203 1,071,102
    HSI-Fin ICBC 39,344.42 0.538 0.727 8/03/15 0.625 -24,606 28,584 3,978 975,080  1,208,699 -133,619 1,075,080
    ISEQ 20 Aryzta 1,112.43 10.648 10.548 12/07/15 10.598 -11,790 11,734 -56 975,024  1,196,910 -121,886 1,075,024
      FBD Holdings 1,728.67 6.603 7.044 12/07/15 6.820 -11,790 12,177 387 975,412  1,185,120 -109,709 1,075,412
    OMXH 25 Outokumpu 3,503.72 2.584 10.606 5/11/15 5.235 -18,342 37,159 18,817 994,229  1,166,778 -72,549 1,094,229
    OMXS 30 long Securitas 895.53 13.705   12/28/15 13.875 -12,425 12,273 -152 994,077  1,154,353 -60,276 1,094,077
      Swedish Match 387.93 31.693   12/28/15 32.030 -12,425 12,295 -131 993,946  1,141,927 -47,981 1,093,946
    Europe 50 SAP 341.08 70.580   12/28/15 72.860 -24,851 24,073 -778 993,168  1,117,076 -23,908 1,093,168
    DJTA JetBlue Airways 1,004.30 20.201   8/31/15 19.906 -19,991 20,288 297 993,465  1,097,085 -3,620 1,093,465
    Topix (FRA) Ono Pharmaceutical 788.43 32.298   12/21/15 31.984 -25,217 25,465 248 993,713  1,071,868 21,845 1,093,713
    BSE Sensex 50 Bajaj Finance 3,106.27 8.393   12/21/15 8.118 -25,217 26,072 855 994,568  1,046,651 47,917 1,094,568
  Buy SSE 50 Shanghai Pudong 11,357.56 2.515   1/11/16 2.391 28,562        1,075,213 19,355  
    HSI-Fin Hang Seng Bank 1,676.81 17.034   1/11/16 16.023 28,562        1,103,775 -9,207  
    ISEQ 20 Flutter 115.78 123.350   1/18/16 119.900 14,281        1,118,056 -23,489  
      Dalata Hotel 2,654.46 5.380   1/18/16 4.930 14,281        1,132,337 -37,770  
    OMXH 25 Elisa 846.28 33.750   1/11/16 34.422 28,562        1,160,899 -66,332  
    OMXS 30 short SSAB 5,855.51 2.439   4/04/16 3.262 14,281        1,175,180 -80,613  
      SKF A 982.05 14.542   4/04/16 15.448 14,281        1,189,461 -94,894  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Rio Tinto 11.05 2,585.270   1/25/16 2,112.660 28,567        1,218,029 -123,461  
    DJTA Ryder System 543.68 52.534   2/22/16 53.012 28,562        1,246,590 -152,023  
    Topix (FRA) Toshiba 1,438.17 19.860   8/15/16 25.260 28,562        1,275,153 -180,585  
    BSE Sensex 50 Larsen & Toubro 2,461.03 11.606   3/07/16 10.779 28,562        1,303,715 -209,147  
1/11/16 Sell USA long Energy Recovery 3,838.94 5.700   12/28/15 6.473 -24,851 21,883 -2,968 991,600  1,278,864 -187,264 1,091,600
    Euro 50 Fresenius 155.39 59.420   10/26/15 64.150 -9,968 9,233 -735 990,865  1,268,895 -178,031 1,090,865
      Inditex 296.58 29.430   10/26/15 33.610 -9,968 8,728 -1,240 989,625  1,258,927 -169,302 1,089,625
    France Ubisoft 964.97 24.260   11/23/15 26.805 -25,866 23,410 -2,456 987,169  1,233,061 -145,892 1,087,169
    Germany SMA Solar 488.83 49.315   11/30/15 47.225 -23,085 24,107 1,022 988,191  1,209,976 -121,785 1,088,191
    SSE 50 Shanghai Pudong 11,357.56 2.391   1/04/16 2.515 -28,562 27,154 -1,408 986,782  1,181,414 -94,632 1,086,782
    HSI-Fin Hang Seng Bank 1,676.81 16.023   1/04/16 17.034 -28,562 26,868 -1,694 985,088  1,152,852 -67,764 1,085,088
    OMXH 25 Elisa 846.28 34.422   1/04/16 33.750 -28,562 29,131 569 985,657  1,124,290 -38,633 1,085,657
    FT 30 ITV 66.62 356.368   12/28/15 373.033 -24,851 23,741 -1,110 984,547  1,099,439 -14,892 1,084,547
    Topix (TYO) Subaru 682.43 33.663   6/11/12 6.048 -4,127 22,973 18,846 1,003,392  1,095,312 8,080 1,103,392
  Buy Euro 50 short Volkswagen 118.69 117.050   1/25/16 110.750 13,893        1,109,204 -5,812  
      Banco Santander 3,405.15 4.080   1/25/16 3.860 13,893        1,123,098 -19,705  
    France Vallourec 4,215.11 6.592   4/18/16 3.720 27,786        1,150,884 -47,491  
    SSE 50 Haitong Secs 15,801.87 1.758   6/13/16 1.997 27,786        1,178,670 -75,277  
    ASX 50 Origin Energy 10,149.40 2.738   2/29/16 2.906 27,786        1,206,456 -103,063  
    HSI-Fin China Life Ins HK 10,947.56 2.538   6/06/16 1.986 27,786        1,234,242 -130,849  
    OMXH 25 Outokumpu 11,222.13 2.476   4/25/16 3.996 27,786        1,262,028 -158,635  
    FT 30 Tesco 142.65 194.790   1/25/16 204.438 27,787        1,289,814 -186,422  
    Topix (TYO) Toshiba 1,544.97 17.985   10/31/16 33.076 27,786        1,317,600 -214,208  
1/18/16 Sell HDAX long SMA Solar 541.41 41.200   11/23/15 47.775 -25,866 22,306 -3,560 999,833  1,291,734 -191,902 1,099,833
    ISEQ 20 Flutter 115.78 119.900   1/04/16 123.350 -14,281 13,882 -399 999,433  1,277,453 -178,020 1,099,433
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Dalata Hotel 2,654.46 4.930   1/04/16 5.380 -14,281 13,086 -1,195 998,239  1,263,172 -164,933 1,098,239
    QIX Freenet 413.69 28.325   1/23/12 10.515 -4,350 11,718 7,368 1,005,606  1,258,822 -153,216 1,105,606
  Buy HDAX short Aixtron 7,214.85 3.300   3/14/16 3.331 23,809        1,282,631 -177,025  
    ISEQ 20 Aryzta 1,274.98 9.337   5/30/16 8.843 11,904        1,294,536 -188,929  
      FBD Holdings 1,848.52 6.440   5/30/16 6.529 11,904        1,306,440 -200,834  
    QIX BMW 304.85 78.100   2/08/16 69.300 23,809        1,330,249 -224,642  
1/25/16 Sell Euro 50 short Volkswagen 118.69 110.750 123.708 1/11/16 117.050 -13,893 14,683 790 1,006,397  1,316,356 -209,959 1,106,397
      Banco Santander 3,405.15 3.860 4.313 1/11/16 4.080 -13,893 14,685 792 1,007,188  1,302,463 -195,275 1,107,188
    Europe 50 Rio Tinto 11.05 2,112.660 3,163.610 1/04/16 2,585.270 -28,567 34,958 6,391 1,013,579  1,273,896 -160,317 1,113,579
    FT 30 Tesco 142.65 204.438 185.143 1/11/16 194.790 -27,787 26,411 -1,376 1,012,203  1,246,109 -133,906 1,112,203
  Buy Euro 50 long SAP 168.25 72.680   4/04/16 70.040 12,228        1,258,338 -146,135  
      Vinci 198.42 61.630   4/04/16 65.450 12,229        1,270,566 -158,363  
    Europe 50 SAP 336.50 72.680   3/28/16 70.840 24,457        1,295,023 -182,820  
    FT 30 National Grid 19.68 1,242.520   2/01/16 1,311.560 24,453        1,319,476 -207,273  
2/01/16 Sell   long National Grid 19.68 1,311.560   1/25/16 1,242.520 -24,453 25,812 1,359 1,013,562  1,295,023 -181,461 1,113,562
  Buy   short RBS 70.59 330.109   4/18/16 299.798 23,302        1,318,325 -204,764  
2/08/16 Sell Nasdaq 100 long Amazon.com 37.47 436.037   10/19/15 505.914 -18,957 16,338 -2,618 1,010,943  1,299,369 -188,425 1,110,943
    OMXC 20 Genmab 228.10 88.896   11/23/15 113.399 -25,866 20,277 -5,589 1,005,354  1,273,502 -168,148 1,105,354
    QIX short BMW 304.85 69.300 88.018 1/18/16 78.100 -23,809 26,832 3,023 1,008,377  1,249,694 -141,316 1,108,377
  Buy Nasdaq 100 Micron Technology 2,661.03 9.085   3/21/16 10.259 24,176        1,273,870 -165,492  
    QIX long Rational 59.67 405.150   4/11/16 463.700 24,175        1,298,045 -189,667  
2/22/16 Sell DJTA short Ryder System 543.68 53.012 52.057 1/04/16 52.534 -28,562 28,302 -260 1,008,118  1,269,483 -161,365 1,108,118
    NZX 50 long Tourism 18,562.02 1.542   7/28/14 0.744 -13,812 28,617 14,805 1,022,923  1,255,671 -132,748 1,122,923
  Buy OMXC 20 Vestas Wind Systems 409.94 60.385   2/29/16 62.299 24,754        1,280,425 -157,502  
    DJTA Delta Air Lines 559.73 44.225   3/07/16 43.943 24,754        1,305,179 -182,257  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 short ANZ Banking NZ 1,618.34 15.296   2/29/16 14.670 24,754        1,329,933 -207,011  
2/29/16 Sell ASX 50 short Origin Energy 10,149.40 2.906 2.569 1/11/16 2.738 -27,786 26,077 -1,709 1,021,214  1,302,147 -180,934 1,121,214
    OMXC 20 long Vestas Wind Systems 409.94 62.299   2/22/16 60.385 -24,754 25,539 785 1,021,998  1,277,393 -155,395 1,121,998
    NZX 50 short ANZ Banking NZ 1,618.34 14.670 15.949 2/22/16 15.296 -24,754 25,810 1,056 1,023,054  1,252,639 -129,585 1,123,054
  Buy ASX 50 long Newcrest Mining 2,163.43 11.480   11/05/18 13.103 24,836        1,277,475 -154,421  
    NZX 50 a2 Milk 23,298.31 1.066   5/22/17 2.174 24,836        1,302,311 -179,257  
3/07/16 Sell S&P 100 short ConocoPhilips 548.59 37.595 55.443 7/27/15 45.655 -25,046 30,416 5,369 1,028,424  1,277,265 -148,841 1,128,424
    DAX long Adidas 278.94 96.970   12/28/15 89.090 -24,851 27,049 2,198 1,030,622  1,252,414 -121,792 1,130,622
    MerVal Pampa Energía 17,347.72 0.728   10/26/15 1.149 -19,936 12,629 -7,307 1,023,315  1,232,478 -109,163 1,123,315
    DJTA Delta Air Lines 559.73 43.943   2/22/16 44.225 -24,754 24,596 -158 1,023,157  1,207,724 -84,567 1,123,157
    Nikkei (FRA) short OKI Electric 1,026.96 12.000 10.960 12/07/15 11.480 -11,790 11,255 -534 1,022,623  1,195,935 -73,311 1,122,623