Mon, Jun 14th, 2021, 13:09UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
    CAC Next 20 short Natixis 856.88 3.256   3/12/12 2.721 2,790        112,036 -8,584  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  109,246 -5,743 103,502
  Buy ATX Flughafen Wien 294.34 8.300   3/26/12 7.050 2,443        111,689 -8,186  
7/25/11 Buy ASX 50 short Macquarie Group 114.37 20.828   1/16/12 19.953 2,382        114,071 -10,569  
    DJ Global Titans Bank of America 341.76 6.970   12/26/11 4.202 2,382        116,453 -12,951  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  113,143 -6,979 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  110,353 -4,161 106,192
  Buy S&P 100 short AIG 128.40 19.860   1/09/12 18.875 2,550        112,903 -6,711  
    HSI New World Dev 678.26 3.760   12/26/11 2.465 2,550        115,453 -9,261  
    HDAX Commerzbank 135.63 18.801   1/23/12 14.511 2,550        118,003 -11,811  
    RTX Mobile TeleSystems 206.98 12.320   6/25/12 13.400 2,550        120,553 -14,361  
    DJTA Delta Air Lines 470.64 5.418   10/24/11 6.408 2,550        123,103 -16,911  
    Topix (FRA) Nintendo 23.06 110.600   1/23/12 105.744 2,550        125,653 -19,462  
    SP Global 100 Carrefour 126.99 20.080   4/30/12 15.175 2,550        128,203 -22,012  
8/08/11 Buy Nasdaq 100 short Akamai 142.73 14.741   10/10/11 17.540 2,104        130,307 -24,116  
    Kospi 50 LG Display 153.94 13.668   10/10/11 14.049 2,104        132,411 -26,220  
    DAX Commerzbank 137.03 15.354   12/19/11 9.482 2,104        134,515 -28,324  
    MDAX Ceconomy 218.92 9.611   5/14/12 7.298 2,104        136,619 -30,428  
    FTSE Lloyds Bank 55.89 37.648   11/28/11 27.613 2,104        138,723 -32,532  
    Europe 50 Lloyds Bank 55.89 37.648   12/19/11 27.968 2,104        140,828 -34,636  
    BSE Sensex 50 Tata Motors 814.02 2.585   10/03/11 2.302 2,104        142,932 -36,740  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Pro7-Sat1 150.29 14.000   1/23/12 17.200 2,104        145,036 -38,844  
8/22/11 Buy DJIA short Goldman Sachs 22.75 73.991   12/19/11 67.244 1,683        146,719 -40,527  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  142,186 -36,892 105,293
  Buy   short Nintendo 14.67 116.602   2/13/12 104.998 1,711        143,896 -38,603  
9/05/11 Buy Euro 50 short Societe Generale 41.16 20.250   1/09/12 15.000 833        144,730 -39,437  
      Unicredit 30.35 27.460   1/09/12 11.455 833        145,563 -40,270  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  142,425 -35,406 107,019
    BSE Sensex 50 short Tata Motors 814.02 2.302 2.902 8/08/11 2.585 -2,104 2,362 258 7,277  140,321 -33,044 107,277
  Buy NZX 50 Heartland 6,653.52 0.279   10/17/11 0.296 1,855        142,176 -34,899  
    BSE Sensex 50 long Eicher Motors 762.06 2.434   10/17/11 2.393 1,855        144,031 -36,754  
10/10/11 Sell Nasdaq 100 short Akamai 142.73 17.540 11.942 8/08/11 14.741 -2,104 1,704 -400 6,878  141,927 -35,049 106,878
    Kospi 50 LG Display 153.94 14.049 13.287 8/08/11 13.668 -2,104 2,045 -59 6,819  139,823 -33,004 106,819
  Buy Nasdaq 100 long Regeneron 37.39 49.346   8/24/15 434.608 1,845        141,668 -34,849  
    Kospi 50 SK Holdings 19.24 95.875   12/19/11 80.532 1,845        143,513 -36,694  
10/17/11 Sell NZX 50 short Heartland 6,653.52 0.296 0.262 10/03/11 0.279 -1,855 1,742 -113 6,706  141,658 -34,952 106,706
    BSE Sensex 50 long Eicher Motors 762.06 2.393   10/03/11 2.434 -1,855 1,823 -32 6,674  139,803 -33,129 106,674
  Buy NZX 50 a2 Milk 13,204.02 0.139   10/31/11 0.139 1,838        141,641 -34,967  
    BSE Sensex 50 short Aurobindo Pharma 2,001.09 0.919   10/24/11 0.877 1,838        143,479 -36,805  
10/24/11 Sell DJTA short Delta Air Lines 470.64 6.408 4.429 8/01/11 5.418 -2,550 2,084 -466 6,209  140,929 -34,720 106,209
    BSE Sensex 50 Aurobindo Pharma 2,001.09 0.877 0.962 10/17/11 0.919 -1,838 1,924 86 6,295  139,091 -32,796 106,295
  Buy DJTA long Kansas City Southern 41.51 44.258   11/21/11 48.824 1,837        140,928 -34,633  
    BSE Sensex 50 Eicher Motors 786.66 2.335   12/07/15 22.421 1,837        142,765 -36,470  
10/31/11 Sell NZX 50 long a2 Milk 13,204.02 0.139   10/17/11 0.139 -1,838 1,839 1 6,296  140,927 -34,631 106,296
  Buy   short Heartland 5,934.39 0.302   3/05/12 0.277 1,791        142,718 -36,422  
11/21/11 Sell DJTA long Kansas City Southern 41.51 48.824   10/24/11 44.258 -1,837 2,027 190 6,486  140,881 -34,395 106,486
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA short Netflix 229.07 7.867   11/28/11 7.544 1,802        142,683 -36,197  
    DJTA JetBlue Airways 678.85 2.655   12/05/11 3.509 1,802        144,485 -37,999  
11/28/11 Sell USA short Netflix 229.07 7.544 8.203 11/21/11 7.867 -1,802 1,879 77 6,563  142,683 -36,120 106,563
    FTSE Lloyds Bank 55.89 27.613 51.330 8/08/11 37.648 -2,104 2,869 765 7,328  140,579 -33,251 107,328
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,372  137,789 -28,417 109,372
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,327  136,394 -27,067 109,327
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,903  134,999 -25,096 109,903
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,371  131,456 -20,085 111,371
  Buy USA long Alexion 44.80 50.936   8/24/15 143.833 2,282        133,738 -22,366  
    FTSE Next 0.73 3,105.900   6/04/12 3,698.710 2,267        136,005 -24,634  
    OMXC 20 Tryg 265.42 8.598   5/14/12 8.768 2,282        138,287 -26,916  
    OMXS 30 Getinge 61.21 18.641   5/14/12 19.967 1,141        139,428 -28,057  
      Lundin 61.07 18.684   5/14/12 15.471 1,141        140,569 -29,198  
    Nordic 30 Equinor 125.01 18.255   5/07/12 19.757 2,282        142,851 -31,480  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,167  140,187 -27,021 113,167
    DJTA JetBlue Airways 678.85 3.509 1.800 11/21/11 2.655 -1,802 1,222 -580 12,587  138,385 -25,799 112,587
  Buy FT 30 long BAT 0.63 3,416.030   12/12/11 3,512.060 2,152        140,537 -27,951  
    DJTA Kirby 45.18 48.011   6/25/12 36.163 2,169        142,706 -30,120  
12/12/11 Sell FT 30 long BAT 0.63 3,512.060   12/05/11 3,416.030 -2,152 2,213 61 12,647  140,554 -27,907 112,647
  Buy   short Lloyds Bank 74.07 28.594   12/19/11 27.968 2,118        142,672 -30,025  
12/19/11 Sell DJIA short Goldman Sachs 22.75 67.244 81.415 8/22/11 73.991 -1,683 1,852 169 12,816  140,989 -28,173 112,816
    Kospi 50 long SK Holdings 19.24 80.532   10/10/11 95.875 -1,845 1,549 -295 12,521  139,144 -26,624 112,521
    DAX short Commerzbank 137.03 9.482 24.862 8/08/11 15.354 -2,104 3,407 1,303 13,824  137,040 -23,217 113,824
    Europe 50 Lloyds Bank 55.89 27.968 50.678 8/08/11 37.648 -2,104 2,832 728 14,552  134,936 -20,384 114,552
    FT 30 Lloyds Bank 74.07 27.968 29.234 12/12/11 28.594 -2,118 2,165 47 14,599  132,818 -18,219 114,599
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DJIA long Visa 127.48 18.897   8/24/15 58.880 2,409        135,227 -20,628  
    Kospi 50 short Hyundai Heavy 13.22 182.275   1/23/12 209.385 2,410        137,637 -23,037  
    DAX long Merck (EMD) 65.65 36.695   6/04/12 36.500 2,409        140,046 -25,446  
    Europe 50 Roche 18.57 129.719   10/20/14 222.572 2,409        142,455 -27,855  
    FT 30 Tate & Lyle 2.98 808.105   5/14/12 858.422 2,408        144,863 -30,264  
12/26/11 Sell HSI short New World Dev 678.26 2.465 5.735 8/01/11 3.760 -2,550 3,890 1,340 15,939  142,313 -26,374 115,939
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,358  138,516 -20,158 118,358
    DJ Global Titans Bank of America 341.76 4.202 11.562 7/25/11 6.970 -2,382 3,951 1,569 19,928  136,134 -16,206 119,928
  Buy HSI long Lenovo 4,816.12 0.538   5/21/12 0.656 2,593        138,727 -18,799  
    OMXH 25 Huhtamäki 281.24 9.220   1/02/12 9.150 2,593        141,320 -21,392  
    DJ Global Titans Philip Morris 42.90 60.439   1/23/12 57.914 2,593        143,913 -23,985  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,109  140,489 -19,380 121,109
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,118  138,920 -14,802 124,118
      Ryanair Holdings 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,925  137,351 -13,426 123,925
    OMXH 25 long Huhtamäki 281.24 9.150   12/26/11 9.220 -2,593 2,573 -20 23,905  134,758 -10,853 123,905
  Buy Germany Encavis 870.07 3.248   5/14/12 2.970 2,826        137,584 -13,679  
    AEX Vopak 68.77 41.095   4/09/12 44.780 2,826        140,410 -16,505  
    ISEQ 20 Flutter 31.33 45.100   5/21/12 50.010 1,413        141,823 -17,918  
      Ryanair Holdings 373.81 3.780   5/21/12 4.040 1,413        143,236 -19,331  
    OMXH 25 short Outokumpu 243.20 11.620   1/09/12 12.510 2,826        146,062 -22,157  
    BAX long Wirecard 221.13 12.780   1/09/12 13.215 2,826        148,888 -24,983  
1/09/12 Sell S&P 100 short AIG 128.40 18.875 20.895 8/01/11 19.860 -2,550 2,683 133 24,038  146,338 -22,300 124,038
    Euro 50 Societe Generale 41.16 15.000 27.338 9/05/11 20.250 -833 1,125 292 24,330  145,505 -21,175 124,330
      Unicredit 30.35 11.455 65.827 9/05/11 27.460 -833 1,998 1,164 25,494  144,671 -19,177 125,494
    OMXH 25 Outokumpu 243.20 12.510 10.730 1/02/12 11.620 -2,826 2,610 -216 25,278  141,845 -16,567 125,278
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,248  140,074 -14,826 125,248
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,610  138,302 -1,692 136,610
    BAX long Wirecard 221.13 13.215   1/02/12 12.780 -2,826 2,922 96 36,706  135,476 1,230 136,706
  Buy S&P 100 Biogen 38.17 90.342   9/03/12 116.954 3,448        138,924 -2,218  
    Euro 50 ASML 53.21 32.400   8/24/15 74.790 1,724        140,648 -3,942  
      AB InBev 36.30 47.495   8/24/15 91.280 1,724        142,372 -5,666  
    OMXH 25 Wärtsilä 412.28 8.363   1/30/12 8.837 3,448        145,820 -9,114  
    Nikkei (FRA) Aozora Bank 80.67 21.370   5/14/12 18.670 1,724        147,544 -10,838  
      Nitto Boseki 132.87 12.975   5/14/12 12.260 1,724        149,268 -12,562  
1/16/12 Sell ASX 50 short Macquarie Group 114.37 19.953 21.742 7/25/11 20.828 -2,382 2,487 104 36,811  146,886 -10,075 136,811
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,749  142,579 -4,831 137,749
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,442  140,808 -3,366 137,442
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,127  139,036 -1,909 137,127
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,222  135,996 11,226 147,222
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,687  133,265 17,422 150,687
  Buy ASX 50 long James Hardie Ind 717.62 5.856   1/23/12 6.001 4,202        137,467 13,220  
    HSI-Fin AIA 1,601.25 2.624   5/14/12 2.577 4,202        141,669 9,018  
    HSI-Prop China Ov Land & Inv 1,363.40 1.541   6/10/13 2.124 2,101        143,770 6,917  
      China Res Land 1,486.80 1.413   6/10/13 2.183 2,101        145,871 4,816  
    HSI-C&I Sands China 1,636.04 2.568   5/21/12 2.614 4,202        150,073 614  
    OBX 25 Equinor 218.12 19.264   5/14/12 19.745 4,202        154,275 -3,588  
    BAX Wirecard 319.79 13.140   6/18/12 14.995 4,202        158,477 -7,790  
    Indices ISEQ-Overall 1.40 3,005.690   5/21/12 3,087.810 4,208        162,685 -11,998  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 52,086  160,147 -8,061 152,086
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,752  157,483 -4,732 152,752
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 Hyundai Heavy 13.22 209.385 155.165 12/19/11 182.275 -2,410 2,051 -358 52,393  155,074 -2,680 152,393
    ASX 50 long James Hardie Ind 717.62 6.001   1/16/12 5.856 -4,202 4,307 104 52,498  150,872 1,626 152,498
    HDAX short Commerzbank 135.63 14.511 24.359 8/01/11 18.801 -2,550 3,304 754 53,251  148,322 4,930 153,251
    Topix (FRA) Nintendo 23.06 105.744 115.679 8/01/11 110.600 -2,550 2,668 117 53,369  145,771 7,598 153,369
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,933  142,992 13,941 156,933
    QIX Pro7-Sat1 150.29 17.200 10.800 8/08/11 14.000 -2,104 1,623 -481 56,452  140,888 15,564 156,452
    DJ Global Titans long Philip Morris 42.90 57.914   12/26/11 60.439 -2,593 2,485 -108 56,344  138,295 18,049 156,344
  Buy France Hermes International 17.19 253.600   4/23/12 251.250 4,359        142,655 13,689  
    SSE 50 China Minsheng Bk 6,528.38 0.668   3/19/12 0.633 4,359        147,014 9,330  
    Kospi 50 Samsung Electronics 284.05 15.346   5/21/12 16.200 4,359        151,373 4,971  
    ASX 50 short QBE Insurance 454.74 9.586   1/30/12 9.544 4,359        155,732 612  
    HDAX long Dürr 477.70 9.125   8/04/14 28.230 4,359        160,091 -3,747  
    Topix (FRA) Fast Retailing 29.83 146.118   2/27/12 148.473 4,359        164,449 -8,105  
    CAC Mid 60 Innate Pharma 2,549.12 1.710   5/14/12 1.650 4,359        168,808 -12,464  
    QIX Freenet 414.55 10.515   1/18/16 28.325 4,359        173,167 -16,823  
    DJ Global Titans short Bank of America 777.16 5.609   2/06/12 6.060 4,359        177,526 -21,182  
1/30/12 Sell ASX 50 short QBE Insurance 454.74 9.544 9.628 1/23/12 9.586 -4,359 4,378 19 56,363  173,167 -16,804 156,363
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,390  170,463 -12,074 158,390
    OMXH 25 long Wärtsilä 412.28 8.837   1/09/12 8.363 -3,448 3,643 195 58,585  167,015 -8,430 158,585
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,331  162,708 -1,378 161,331
  Buy ASX 50 long James Hardie Ind 693.70 5.763   8/17/15 12.058 3,998        166,706 -5,376  
    SDAX Encavis 1,323.40 3.021   5/21/12 2.951 3,998        170,704 -9,374  
    OMXH 25 short Nokia 1,030.41 3.880   2/13/12 3.800 3,998        174,702 -13,372  
    BSE Sensex 30 long Hindustan Unilever 659.61 6.061   11/16/15 11.144 3,998        178,700 -17,370  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,386  175,640 -12,254 163,386
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,025  172,097 -7,072 165,025
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,249  168,787 -3,538 165,249
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,969  165,747 6,222 171,969
    DJ Global Titans Bank of America 777.16 6.060 5.157 1/23/12 5.609 -4,359 4,008 -351 71,618  161,388 10,230 171,618
  Buy CAC 40 long Airbus 166.95 27.230   4/09/12 29.725 4,546        165,934 5,684  
    TecDAX Dialog Semiconductor 271.48 16.745   5/21/12 15.475 4,546        170,480 1,138  
    IBEX 35 Bankinter 1,316.92 3.452   2/13/12 3.297 4,546        175,026 -3,408  
    PSI 20 Jerónimo Martins 354.05 12.840   2/20/12 12.970 4,546        179,572 -7,954  
    MerVal short Gr Fin Galicia 7,664.81 0.593   2/27/12 0.596 4,546        184,118 -12,500  
    DJ Global Titans long Apple 360.79 12.600   5/21/12 15.695 4,546        188,664 -17,046  
2/13/12 Sell IBEX 35 long Bankinter 1,316.92 3.297   2/06/12 3.452 -4,546 4,342 -204 71,414  184,118 -12,704 171,414
    OMXH 25 short Nokia 1,030.41 3.800 3.962 1/30/12 3.880 -3,998 4,082 84 71,499  180,120 -8,622 171,499
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,913  177,060 -2,147 174,913
    Topix (TYO) Nintendo 14.67 104.998 129.488 8/29/11 116.602 -1,711 1,900 189 75,102  175,350 -248 175,102
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,215  171,802 7,414 179,215
  Buy IBEX 35 Sacyr 1,407.66 3.314   8/20/12 1.284 4,665        176,467 2,749  
    OMXH 25 long Nokian Tyres 138.43 33.700   4/09/12 36.040 4,665        181,132 -1,917  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        185,796 -6,581  
    GEX 4SC 378.70 12.319   5/07/12 9.617 4,665        190,461 -11,246  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,344  187,401 -3,058 184,344
    PSI 20 long Jerónimo Martins 354.05 12.970   2/06/12 12.840 -4,546 4,592 46 84,390  182,855 1,534 184,390
  Buy TSX 60 Constellation Soft 65.74 70.699   4/16/12 66.838 4,648        187,503 -3,114  
    PSI 20 short Pharol 1,106.67 4.200   2/27/12 3.989 4,648        192,151 -7,762  
    SLI long Sonova 54.50 85.291   4/23/12 82.016 4,648        196,800 -12,410  
2/27/12 Sell PSI 20 short Pharol 1,106.67 3.989 4.422 2/20/12 4.200 -4,648 4,894 246 84,635  192,152 -7,516 184,635
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Gr Fin Galicia 7,664.81 0.596 0.591 2/06/12 0.593 -4,546 4,527 -19 84,616  187,606 -2,989 184,616
    Topix (FRA) long Fast Retailing 29.83 148.473   1/23/12 146.118 -4,359 4,429 70 84,687  183,247 1,440 184,687
  Buy PSI 20 Jerónimo Martins 342.89 13.570   3/12/12 14.360 4,653        187,900 -3,213  
    Topix (FRA) short Mazda Motor 728.17 6.390   3/05/12 6.150 4,653        192,553 -7,866  
3/05/12 Sell NZX 50 short Heartland 5,934.39 0.277 0.329 10/31/11 0.302 -1,791 1,955 164 84,850  190,762 -5,912 184,850
    Topix (FRA) Mazda Motor 728.17 6.150 6.639 2/27/12 6.390 -4,653 4,835 182 85,032  186,109 -1,077 185,032
  Buy MerVal Aluar 9,581.16 0.480   3/12/12 0.513 4,598        190,707 -5,675  
    NZX 50 long a2 Milk 19,776.34 0.233   5/21/12 0.267 4,598        195,305 -10,273  
    Topix (FRA) Isuzu Motors 547.25 8.402   3/19/12 8.620 4,598        199,903 -14,871  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 87,924  197,113 -9,189 187,924
    PSI 20 long Jerónimo Martins 342.89 14.360   2/27/12 13.570 -4,653 4,924 271 88,195  192,460 -4,265 188,195
    MerVal short Aluar 9,581.16 0.513 0.447 3/05/12 0.480 -4,598 4,283 -315 87,880  187,862 18 187,880
    CAC Next 20 Natixis 856.88 2.721 3.896 7/11/11 3.256 -2,790 3,339 549 88,428  185,072 3,356 188,428
  Buy BEL 20 long Galapagos 382.30 12.540   5/14/12 10.990 4,794        189,866 -1,438  
    PSI 20 short Pharol 1,217.06 3.939   3/26/12 4.022 4,794        194,660 -6,232  
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 206.98 12.320 13.500 11.140 2,550 2,306 -244 -244 2,550 2,306 -15
  ISEQ 20 long Flutter 1/02/12 31.33 45.100 46.400 1,413 1,454 41 -204 3,963 3,759 16
    Ryanair Holdings   373.81 3.780 4.247 1,413 1,588 175 -29 5,376 5,347 84
  CAC 40 Airbus 2/06/12 166.95 27.230 29.700 4,546 4,958 412 383 9,922 10,305 147
  AEX Vopak 1/02/12 68.77 41.095 43.840 2,826 3,015 189 572 12,748 13,320 40
  IBEX 35 short Sacyr 2/13/12 1407.66 3.314 2.323 4.728 4,665 6,655 1,990 2,562 17,413 19,975 10,168
  Topix (TYO) long Fast Retailing   30.12 154.867 161.345 4,665 4,860 195 2,757 22,078 24,835 71
  SSE 50 China Minsheng Bk 1/23/12 6528.38 0.668 0.642 4,359 4,191 -168 2,590 26,437 29,026 -25
  HSI Lenovo 12/26/11 4816.12 0.538 0.655 2,593 3,153 560 3,149 29,030 32,179 153
  HSI-Fin AIA 1/16/12 1601.25 2.624 2.791 4,202 4,470 268 3,417 33,232 36,649 50
  BSE Sensex 30 Hindustan Unilever 1/30/12 659.61 6.061 5.971 3,998 3,938 -60 3,357 37,230 40,587 -12
  STI short Wilmar International 5/02/11 1080.38 2.824 3.001 2.647 3,051 2,860 -191 3,166 40,281 43,447 -7
  OMXH 25 long Nokian Tyres 2/13/12 138.43 33.700 34.880 4,665 4,828 163 3,330 44,946 48,275 57
  PSI 20 short Pharol 3/12/12 1217.06 3.939   4,794 4,794     49,740 53,069  
  GEX long 4SC 2/13/12 378.7 12.319 12.822 4,665 4,856 191 3,520 54,405 57,925 69
  SMI short Credit Suisse 5/09/11 104.12 29.390 19.912 43.379 3,060 4,517 1,457 4,977 57,465 62,442 59
  NZX 50 long a2 Milk 3/05/12 19776.34 0.233 0.244 4,598 4,827 229 5,206 62,063 67,269 1,166
  Topix (FRA) Isuzu Motors   547.25 8.402 8.448 4,598 4,623 25 5,232 66,661 71,892 33
  TecDAX Dialog Semiconductor 2/06/12 271.48 16.745 16.805 4,546 4,562 16 5,248 71,207 76,455 4
  HSI-Prop China Ov Land & Inv 1/16/12 1363.4 1.541 1.523 2,101 2,077 -24 5,224 73,308 78,532 -7
    China Res Land   1486.8 1.413 1.360 2,101 2,022 -79 5,145 75,409 80,554 -22
  Nordic 30 Equinor 11/28/11 125.01 18.255 21.301 2,282 2,663 381 5,526 77,691 83,217 71
  FT 30 Tate & Lyle 12/19/11 2.98 808.105 849.857 2,408 2,533 124 5,650 80,099 85,750 24
  Nikkei (FRA) Aozora Bank 1/09/12 80.67 21.370 22.290 1,724 1,798 74 5,725 81,823 87,548 28
    Nitto Boseki   132.87 12.975 13.815 1,724 1,836 112 5,836 83,547 89,383 44
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Athex LC short Piraeus Bank 4/04/11 0.01 432,300.000 135,630.000 1,377,890.511 4,323 13,779 9,456 15,292 87,870 103,162 243
  OBX 25 long Equinor 1/16/12 218.12 19.264 21.301 4,202 4,646 444 15,736 92,072 107,808 93
  OMXS 30 Getinge 11/28/11 61.21 18.641 20.793 1,141 1,273 132 15,868 93,213 109,081 46
    Lundin   61.07 18.684 16.715 1,141 1,021 -120 15,748 94,354 110,102 -32
  OMXC 20 Tryg   265.42 8.598 8.070 2,282 2,142 -140 15,608 96,636 112,244 -20
  TSX 60 Constellation Soft 2/20/12 65.74 70.699 71.918 4,648 4,728 80 15,688 101,284 116,972 35
  CAC Mid 60 Innate Pharma 1/23/12 2549.12 1.710 1.860 4,359 4,741 382 16,071 105,643 121,713 87
  SDAX Encavis 1/30/12 1323.4 3.021 3.140 3,998 4,155 157 16,228 109,641 125,869 40
  Indices ISEQ-Overall 1/16/12 1.4 3,005.690 3,210.030 4,208 4,494 286 16,514 113,849 130,363 54
  BEL 20 Galapagos 3/12/12 382.3 12.540   4,794 4,794     118,643 135,157  
  BAX Wirecard 1/16/12 319.79 13.140 14.550 4,202 4,653 451 16,965 122,845 139,810 94
  France Hermes International 1/23/12 17.19 253.600 268.800 4,359 4,621 261 17,226 127,204 144,430 54
  MIB short UnipolSai 6/27/11 494.74 5.130 2.930 8.982 2,538 4,444 1,906 19,132 129,742 148,874 120
  ATX Flughafen Wien 7/18/11 294.34 8.300 6.625 10.399 2,443 3,061 618 19,750 132,185 151,935 41
  ASX 50 long James Hardie Ind 1/30/12 693.7 5.763 6.068 3,998 4,210 212 19,961 136,183 156,144 57
  DJ Global Titans Apple 2/06/12 360.79 12.600 15.024 4,546 5,420 875 20,836 140,729 161,565 526
  S&P 100 Biogen 1/09/12 38.17 90.342 91.853 3,448 3,506 58 20,893 144,177 165,071 10
  HDAX Dürr 1/23/12 477.7 9.125 11.635 4,359 5,558 1,199 22,092 148,536 170,629 511
  DJTA Kirby 12/05/11 45.18 48.011 52.492 2,169 2,372 202 22,295 150,706 173,000 39
  SP Global 100 short Carrefour 8/01/11 126.99 20.080 18.590 21.689 2,550 2,754 204 22,499 153,255 175,755 13
  Nasdaq 100 long Regeneron 10/10/11 37.39 49.346 83.943 1,845 3,139 1,294 23,793 155,101 178,893 252
  Kospi 50 Samsung Electronics 1/23/12 284.05 15.346 16.511 4,359 4,690 331 24,124 159,459 183,583 72
  DAX Merck (EMD) 12/19/11 65.65 36.695 39.975 2,409 2,624 215 24,339 161,869 186,208 45
  MDAX short Ceconomy 8/08/11 218.92 9.611 8.935 10.338 2,104 2,263 159 24,498 163,973 188,471 13
  FTSE long Next 11/28/11 0.73 3,105.900 3,293.120 2,267 2,404 137 24,635 166,240 190,875 23
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Europe 50 Roche 12/19/11 18.57 129.719 131.199 2,409 2,436 27 24,662 168,649 193,311 5
  BSE Sensex 50 Eicher Motors 10/24/11 786.66 2.335 2.629 1,837 2,068 231 24,893 170,486 195,379 36
  QIX Freenet 1/23/12 414.55 10.515 11.800 4,359 4,892 533 25,426 174,845 200,271 136
  DJIA Visa 12/19/11 127.48 18.897 22.201 2,409 2,830 421 25,847 177,254 203,101 101
  Euro 50 ASML 1/09/12 53.21 32.400 35.460 1,724 1,887 163 26,010 178,978 204,988 69
    AB InBev   36.3 47.495 53.810 1,724 1,953 229 26,240 180,702 206,941 106
  USA Alexion 11/28/11 44.8 50.936 66.964 2,282 3,000 718 26,958 182,984 209,941 159
  Germany Encavis 1/02/12 870.07 3.248 3.140 2,826 2,732 -94 26,864 185,810 212,673 -16
  HSI-C&I Sands China 1/16/12 1636.04 2.568 3.086 4,202 5,049 847 27,711 190,012 217,722 231
  SLI Sonova 2/20/12 54.5 85.291 84.259 4,648 4,592 -56 27,654 194,660 222,314 -19
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/19/12 Sell SSE 50 long China Minsheng Bk 6,528.38 0.633   1/23/12 0.668 -4,359 4,133 -226 88,203  190,301 -2,098 188,203
    Topix (FRA) Isuzu Motors 547.25 8.620   3/05/12 8.402 -4,598 4,717 119 88,322  185,703 2,619 188,322
  Buy SSE 50 short Anhui Conch Cement 2,441.31 1.955   4/09/12 2.031 4,773        190,476 -2,154  
    Topix (FRA) Mazda Motor 738.85 6.460   8/13/12 4.800 4,773        195,249 -6,927  
3/26/12 Sell ATX short Flughafen Wien 294.34 7.050 9.772 7/18/11 8.300 -2,443 2,876 433 88,755  192,806 -4,051 188,755
    PSI 20 Pharol 1,217.06 4.022 3.856 3/12/12 3.939 -4,794 4,693 -101 88,654  188,012 642 188,654
  Buy ATX long Österreichische Post 187.78 25.200   4/09/12 25.800 4,732        192,744 -4,090  
    PSI 20 Jerónimo Martins 317.58 14.900   4/02/12 15.420 4,732        197,476 -8,822  
4/02/12 Sell   long Jerónimo Martins 317.58 15.420   3/26/12 14.900 -4,732 4,897 165 88,819  192,744 -3,925 188,819
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,058  188,421 18,637 207,058
  Buy PSI 20 Banco Comercial 8,566.66 0.659   8/20/12 0.452 5,642        194,063 12,995  
    Athex LC long EYDAP 1,417.59 3.980   4/16/12 4.030 5,642        199,705 7,353  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,441.31 2.031 1.880 3/19/12 1.955 -4,773 4,588 -185 106,874  194,932 11,942 206,874
    ATX long Österreichische Post 187.78 25.800   3/26/12 25.200 -4,732 4,845 113 106,987  190,200 16,787 206,987
    CAC 40 Airbus 166.95 29.725   2/06/12 27.230 -4,546 4,963 417 107,403  185,654 21,749 207,403
    AEX Vopak 68.77 44.780   1/02/12 41.095 -2,826 3,080 253 107,657  182,828 24,829 207,657
    OMXH 25 Nokian Tyres 138.43 36.040   2/13/12 33.700 -4,665 4,989 324 107,980  178,163 29,818 207,980
  Buy SSE 50 China Northern Rare 2,058.24 2.888   6/04/12 3.823 5,944        184,107 23,874  
    ATX short Zumtobel 606.28 9.804   4/16/12 9.950 5,944        190,051 17,930  
    AEX ArcelorMittal 153.47 38.730   9/03/12 35.565 5,944        195,995 11,986  
    OMXH 25 Outokumpu 511.53 11.620   8/20/12 6.980 5,944        201,939 6,042  
4/16/12 Sell ATX short Zumtobel 606.28 9.950 9.658 4/09/12 9.804 -5,944 5,855 -89 107,892  195,995 11,897 207,892
    TSX 60 long Constellation Soft 65.74 66.838   2/20/12 70.699 -4,648 4,394 -254 107,638  191,347 16,291 207,638
    Athex LC EYDAP 1,417.59 4.030   4/02/12 3.980 -5,642 5,713 71 107,709  185,705 22,004 207,709
  Buy ATX Österreichische Post 214.86 26.725   5/21/12 27.000 5,742        191,447 16,262  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 short BlackBerry 568.20 10.106   8/20/12 5.638 5,742        197,189 10,520  
    Athex LC Public Power 3,704.52 1.550   9/03/12 1.330 5,742        202,931 4,778  
4/23/12 Sell France long Hermes International 17.19 251.250   1/23/12 253.600 -4,359 4,319 -40 107,669  198,572 9,097 207,669
    SLI Sonova 54.50 82.016   2/20/12 85.291 -4,648 4,470 -179 107,490  193,923 13,567 207,490
  Buy France short Solocal 3.74 1,476.830   8/13/12 1,038.280 5,523        199,447 8,043  
    MerVal YPF 411.37 13.433   8/27/12 14.446 5,526        204,973 2,517  
    SLI Lonza 160.16 34.504   11/26/12 36.099 5,526        210,499 -3,009  
    GCX REC Silicon 1,588.52 3.479   2/11/13 1.027 5,526        216,025 -8,535  
4/30/12 Sell SP Global 100 short Carrefour 126.99 15.175 26.570 8/01/11 20.080 -2,550 3,374 824 108,314  213,475 -5,160 208,314
  Buy   long Apple 322.65 15.738   10/20/14 19.487 5,078        218,553 -10,238  
5/07/12 Sell Nordic 30 long Equinor 125.01 19.757   11/28/11 18.255 -2,282 2,470 188 108,502  216,271 -7,769 208,502
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 108,887  211,606 -2,719 208,887
    GEX 4SC 378.70 9.617   2/13/12 12.319 -4,665 3,642 -1,023 107,864  206,941 923 207,864
  Buy Nordic 30 short Nokia 2,174.58 2.400   8/13/12 2.220 5,219        212,160 -4,296  
    Topix (TYO) Sony 445.32 11.720   6/11/12 10.270 5,219        217,379 -9,515  
5/14/12 Sell Germany long Encavis 870.07 2.970   1/02/12 3.248 -2,826 2,584 -242 107,622  214,553 -6,931 207,622
    MDAX short Ceconomy 218.92 7.298 12.656 8/08/11 9.611 -2,104 2,771 667 108,289  212,449 -4,160 208,289
    HSI-Fin long AIA 1,601.25 2.577   1/16/12 2.624 -4,202 4,127 -75 108,213  208,247 -33 208,213
    BEL 20 Galapagos 382.30 10.990   3/12/12 12.540 -4,794 4,201 -593 107,621  203,453 4,168 207,621
    OMXC 20 Tryg 265.42 8.768   11/28/11 8.598 -2,282 2,327 45 107,666  201,171 6,495 207,666
    OBX 25 Equinor 218.12 19.745   1/16/12 19.264 -4,202 4,307 105 107,771  196,969 10,802 207,771
    OMXS 30 Getinge 61.21 19.967   11/28/11 18.641 -1,141 1,222 81 107,852  195,828 12,024 207,852
      Lundin 61.07 15.471   11/28/11 18.684 -1,141 945 -196 107,656  194,687 12,969 207,656
    FT 30 Tate & Lyle 2.98 858.422   12/19/11 808.105 -2,408 2,558 150 107,806  192,279 15,527 207,806
    Nikkei (FRA) Aozora Bank 80.67 18.670   1/09/12 21.370 -1,724 1,506 -218 107,588  190,555 17,033 207,588
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nitto Boseki 132.87 12.260   1/09/12 12.975 -1,724 1,629 -95 107,493  188,831 18,662 207,493
    CAC Mid 60 Innate Pharma 2,549.12 1.650   1/23/12 1.710 -4,359 4,206 -153 107,340  184,472 22,868 207,340
  Buy Germany short SolarWorld 24.33 236.550   9/10/12 182.550 5,755        190,227 17,113  
    MDAX long Dürr 525.76 10.946   5/21/12 10.445 5,755        195,982 11,358  
    HSI-Fin short HK Exchgs & Clrg 506.79 11.356   9/17/12 11.718 5,755        201,737 5,603  
    BEL 20 Bekaert 251.86 22.850   6/25/12 18.225 5,755        207,492 -152  
    OMXC 20 Vestas Wind Systems 5,078.54 1.133   5/28/12 1.008 5,755        213,247 -5,907  
    OBX 25 REC Silicon 1,662.57 3.462   9/03/12 2.359 5,755        219,002 -11,662  
    OMXS 30 ABB 221.92 12.967   7/23/12 14.168 2,878        221,880 -14,539  
      Nokia 1,230.54 2.338   7/23/12 1.752 2,877        224,757 -17,417  
    FT 30 Man Group 55.73 103.259   8/06/12 106.958 5,755        230,512 -23,172  
    Nikkei (FRA) Nippon Sheet Glass 318.31 9.040   1/07/13 9.100 2,878        233,389 -26,049  
      Sharp 74.49 38.630   1/07/13 23.550 2,878        236,267 -28,927  
    CAC Mid 60 Vallourec 4.16 1,382.400   9/10/12 1,453.800 5,751        242,018 -34,677  
5/21/12 Sell HSI long Lenovo 4,816.12 0.656   12/26/11 0.538 -2,593 3,158 565 107,906  239,425 -31,519 207,906
    Kospi 50 Samsung Electronics 284.05 16.200   1/23/12 15.346 -4,359 4,602 243 108,148  235,066 -26,917 208,148
    ATX Österreichische Post 214.86 27.000   4/16/12 26.725 -5,742 5,801 59 108,207  229,324 -21,116 208,207
    MDAX Dürr 525.76 10.445   5/14/12 10.946 -5,755 5,492 -263 107,944  223,569 -15,625 207,944
    TecDAX Dialog Semiconductor 271.48 15.475   2/06/12 16.745 -4,546 4,201 -345 107,599  219,023 -11,423 207,599
    SDAX Encavis 1,323.40 2.951   1/30/12 3.021 -3,998 3,905 -93 107,507  215,025 -7,518 207,507
    HSI-C&I Sands China 1,636.04 2.614   1/16/12 2.568 -4,202 4,277 75 107,581  210,823 -3,241 207,581
    ISEQ 20 Flutter 31.33 50.010   1/02/12 45.100 -1,413 1,567 154 107,735  209,410 -1,674 207,735
      Ryanair Holdings 373.81 4.040   1/02/12 3.780 -1,413 1,510 97 107,832  207,997 -164 207,832
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,537  204,937 5,600 210,537
    NZX 50 long a2 Milk 19,776.34 0.267   3/05/12 0.233 -4,598 5,272 674 111,211  200,339 10,872 211,211
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices ISEQ-Overall 1.40 3,087.810   1/16/12 3,005.690 -4,208 4,323 115 111,326  196,131 15,195 211,326
    DJ Global Titans Apple 360.79 15.695   2/06/12 12.600 -4,546 5,663 1,117 112,442  191,585 20,858 212,442
  Buy HSI short China Unicom 4,906.20 1.189   8/20/12 1.370 5,832        197,417 15,026  
    Kospi 50 SK Holdings 103.63 56.279   7/23/12 68.528 5,832        203,249 9,194  
    ATX Zumtobel 591.60 9.858   6/25/12 8.050 5,832        209,081 3,362  
    MDAX Ströer Media 734.23 7.943   5/28/12 8.000 5,832        214,913 -2,470  
    TecDAX SMA Solar 221.62 26.315   12/22/14 14.800 5,832        220,745 -8,302  
    SDAX Klöckner 744.45 7.834   10/29/12 7.058 5,832        226,577 -14,134  
    HSI-C&I Citic Pacific 4,923.18 1.185   9/17/12 0.959 5,832        232,409 -19,966  
    ISEQ 20 Bank of Ireland 1,117.24 2.610   8/27/12 2.490 2,916        235,325 -22,882  
      Smurfit Kappa 525.41 5.550   8/27/12 6.550 2,916        238,241 -25,798  
    SMI long Richemont 121.40 48.039   5/28/12 48.077 5,832        244,073 -31,630  
    NZX 50 short Katmandu 6,115.13 0.954   7/30/12 0.992 5,832        249,905 -37,462  
    Indices Athex Large Cap 2.88 2,028.100   9/10/12 2,671.700 5,841        255,746 -43,303  
    Nikkei (TYO) Nippon Sheet Glass 684.58 8.519   7/02/12 8.411 5,832        261,578 -49,135  
    DJ Global Titans Telefónica 594.13 9.816   5/28/12 9.440 5,832        267,410 -54,967  
5/28/12 Sell MDAX short Ströer Media 734.23 8.000 7.886 5/21/12 7.943 -5,832 5,790 -42 112,401  261,578 -49,177 212,401
    OMXC 20 Vestas Wind Systems 5,078.54 1.008 1.274 5/14/12 1.133 -5,755 6,470 715 113,116  255,823 -42,707 213,116
    SMI long Richemont 121.40 48.077   5/21/12 48.039 -5,832 5,837 5 113,120  249,991 -36,871 213,120
    DJ Global Titans short Telefónica 594.13 9.440 10.207 5/21/12 9.816 -5,832 6,064 232 113,353  244,159 -30,806 213,353
  Buy MDAX long Rhön-Klinikum 207.46 21.995   6/04/12 22.100 4,563        248,722 -35,369  
    OMXC 20 GN Store Nord 66.96 68.150   6/04/12 67.500 4,563        253,285 -39,933  
    SMI short Credit Suisse 290.00 15.734   6/04/12 15.300 4,563        257,848 -44,496  
    CAC Next 20 Natixis 2,380.28 1.917   6/18/12 1.984 4,563        262,411 -49,059  
    DJ Global Titans long Apple 279.81 16.307   10/22/12 17.386 4,563        266,974 -53,622  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/04/12 Sell SSE 50 long China Northern Rare 2,058.24 3.823   4/09/12 2.888 -5,944 7,869 1,925 115,278  261,030 -45,753 215,278
    DAX Merck (EMD) 65.65 36.500   12/19/11 36.695 -2,409 2,396 -13 115,265  258,621 -43,356 215,265
    MDAX Rhön-Klinikum 207.46 22.100   5/28/12 21.995 -4,563 4,585 22 115,287  254,058 -38,771 215,287
    FTSE Next 0.73 3,698.710   11/28/11 3,105.900 -2,267 2,700 433 115,719  251,791 -36,071 215,719
    OMXC 20 GN Store Nord 66.96 67.500   5/28/12 68.150 -4,563 4,520 -44 115,676  247,227 -31,552 215,676
    SMI short Credit Suisse 290.00 15.300 16.181 5/28/12 15.734 -4,563 4,692 129 115,805  242,664 -26,859 215,805
  Buy SSE 50 China Unicom 9,333.99 0.506   12/10/12 0.413 4,723        247,387 -31,582  
    DAX thyssenkrupp 372.77 12.670   7/16/12 14.565 4,723        252,110 -36,305  
    MDAX Ströer Media 563.94 8.375   6/18/12 8.546 4,723        256,833 -41,028  
    FTSE Aviva 14.13 334.157   7/30/12 382.206 4,722        261,555 -45,750  
    OMXC 20 Vestas Wind Systems 5,411.32 0.873   6/18/12 0.791 4,723        266,278 -50,473  
    SMI long Swiss Re 107.97 43.744   6/11/12 46.079 4,723        271,001 -55,196  
6/11/12 Sell   long Swiss Re 107.97 46.079   6/04/12 43.744 -4,723 4,975 252 116,057  266,278 -50,221 216,057
    Topix (TYO) short Sony 445.32 10.270 13.374 5/07/12 11.720 -5,219 5,956 737 116,794  261,059 -44,265 216,794
  Buy SMI Credit Suisse 268.29 16.076   6/18/12 14.519 4,313        265,372 -48,578  
    Topix (TYO) long Subaru 713.19 6.048   1/11/16 33.663 4,313        269,685 -52,891  
6/18/12 Sell MDAX short Ströer Media 563.94 8.546 8.204 6/04/12 8.375 -4,723 4,627 -96 116,698  264,962 -48,264 216,698
    OMXC 20 Vestas Wind Systems 5,411.32 0.791 0.963 6/04/12 0.873 -4,723 5,213 490 117,188  260,239 -43,051 217,188
    SMI Credit Suisse 268.29 14.519 17.799 6/11/12 16.076 -4,313 4,775 462 117,650  255,926 -38,276 217,650
    CAC Next 20 Natixis 2,380.28 1.984 1.850 5/28/12 1.917 -4,563 4,404 -159 117,491  251,363 -33,872 217,491
    BAX long Wirecard 319.79 14.995   1/16/12 13.140 -4,202 4,795 593 118,084  247,161 -29,077 218,084
  Buy MDAX Dürr 417.50 11.318   6/25/12 11.594 4,725        251,886 -33,802  
    OMXC 20 GN Store Nord 64.51 73.250   6/25/12 71.650 4,725        256,612 -38,527  
    SMI Swiss Re 101.35 46.620   11/19/12 54.864 4,725        261,336 -43,252  
6/25/12 Sell ATX short Zumtobel 591.60 8.050 12.072 5/21/12 9.858 -5,832 7,142 1,310 119,394  255,504 -36,110 219,394
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX long Dürr 417.50 11.594   6/18/12 11.318 -4,725 4,840 115 119,509  250,779 -31,270 219,509
    RTX short Mobile TeleSystems 206.98 13.400 11.240 8/01/11 12.320 -2,550 2,326 -224 119,286  248,229 -28,944 219,286
    BEL 20 Bekaert 251.86 18.225 28.649 5/14/12 22.850 -5,755 7,215 1,460 120,746  242,474 -21,728 220,746
    OMXC 20 long GN Store Nord 64.51 71.650   6/18/12 73.250 -4,725 4,622 -103 120,643  237,749 -17,106 220,643
    DJTA Kirby 45.18 36.163   12/05/11 48.011 -2,169 1,634 -535 120,108  235,580 -15,472 220,108
  Buy ATX Österreichische Post 197.57 25.890   7/29/13 31.600 5,115        240,695 -20,587  
    MDAX short Ströer Media 636.11 8.041   7/02/12 8.090 5,115        245,810 -25,702  
    RTX long Magnit 240.71 21.250   7/02/12 22.430 5,115        250,925 -30,817  
    BEL 20 Galapagos 417.55 12.250   10/22/12 16.900 5,115        256,040 -35,932  
    OMXC 20 short Vestas Wind Systems 6,303.14 0.812   7/16/12 0.678 5,115        261,155 -41,047  
    DJTA Ryder System 187.20 27.323   7/02/12 27.880 5,115        266,270 -46,162  
7/02/12 Sell MDAX short Ströer Media 636.11 8.090 7.992 6/25/12 8.041 -5,115 5,084 -31 120,077  261,155 -41,079 220,077
    RTX long Magnit 240.71 22.430   6/25/12 21.250 -5,115 5,399 284 120,361  256,040 -35,679 220,361
    DJTA short Ryder System 187.20 27.880 26.767 6/25/12 27.323 -5,115 5,011 -104 120,256  250,925 -30,669 220,256
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 121,128  247,874 -26,746 221,128
    Nikkei (TYO) Nippon Sheet Glass 684.58 8.411 8.629 5/21/12 8.519 -5,832 5,907 75 121,203  242,042 -20,839 221,203
  Buy MDAX long Dürr 401.85 12.465   7/23/12 13.345 5,009        247,051 -25,848  
    RTX short RusHydro 2,467.49 2.030   7/09/12 2.080 5,009        252,060 -30,857  
    DJTA long Delta Air Lines 570.49 8.780   9/17/12 7.031 5,009        257,069 -35,866  
    STI ThaiBev 23,605.09 0.212   6/10/13 0.382 5,009        262,078 -40,875  
    Nikkei (TYO) OKI Electric 392.41 12.765   7/16/12 12.784 5,009        267,087 -45,884  
7/09/12 Sell RTX short RusHydro 2,467.49 2.080 1.980 7/02/12 2.030 -5,009 4,886 -123 121,080  262,078 -40,998 221,080
  Buy   long Magnit 208.04 21.640   7/16/12 22.510 4,502        266,580 -45,500  
7/16/12 Sell DAX short thyssenkrupp 372.77 14.565 10.775 6/04/12 12.670 -4,723 4,017 -706 120,373  261,857 -41,484 220,373
    RTX long Magnit 208.04 22.510   7/09/12 21.640 -4,502 4,683 181 120,554  257,355 -36,801 220,554
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 short Vestas Wind Systems 6,303.14 0.678 0.971 6/25/12 0.812 -5,115 6,120 1,005 121,559  252,240 -30,681 221,559
    Nikkei (TYO) long OKI Electric 392.41 12.784   7/02/12 12.765 -5,009 5,016 7 121,566  247,231 -25,665 221,566
  Buy DAX Continental 68.55 71.440   8/11/14 159.700 4,897        252,128 -30,562  
    RTX short RusHydro 2,299.06 2.130   9/03/12 2.010 4,897        257,025 -35,459  
    OMXC 20 long Genmab 578.24 8.469   6/24/13 22.604 4,897        261,922 -40,356  
    Nikkei (TYO) short Nippon Sheet Glass 641.90 7.629   11/19/12 7.143 4,897        266,819 -45,253  
7/23/12 Sell Kospi 50 short SK Holdings 103.63 68.528 44.029 5/21/12 56.279 -5,832 4,563 -1,269 120,297  260,987 -40,690 220,297
    MDAX long Dürr 401.85 13.345   7/02/12 12.465 -5,009 5,363 354 120,650  255,978 -35,328 220,650
    OMXS 30 short ABB 221.92 14.168 11.765 5/14/12 12.967 -2,878 2,611 -267 120,384  253,100 -32,717 220,384
      Nokia 1,230.54 1.752 3.121 5/14/12 2.338 -2,877 3,841 963 121,347  250,223 -28,876 221,347
  Buy Kospi 50 long Amorepacific Group 183.86 26.166   10/20/14 87.497 4,811        255,034 -33,687  
    MDAX short Ströer Media 606.91 7.927   8/06/12 7.080 4,811        259,845 -38,498  
    OMXS 30 long Electrolux 135.74 17.722   6/24/13 19.030 2,406        262,250 -40,903  
      Swedbank 174.45 13.789   6/24/13 16.871 2,405        264,656 -43,309  
7/30/12 Sell FTSE short Aviva 14.13 382.206 286.108 6/04/12 334.157 -4,722 4,043 -679 120,668  259,934 -39,266 220,668
    NZX 50 Katmandu 6,115.13 0.992 0.916 5/21/12 0.954 -5,832 5,600 -232 120,436  254,102 -33,666 220,436
  Buy FTSE long Ashtead 14.01 333.248   8/24/15 1,199.890 4,669        258,771 -38,335  
8/06/12 Sell MDAX short Ströer Media 606.91 7.080 8.875 7/23/12 7.927 -4,811 5,387 576 121,011  253,960 -32,949 221,011
    FT 30 Man Group 55.73 106.958 99.561 5/14/12 103.259 -5,755 5,549 -206 120,805  248,205 -27,400 220,805
  Buy MDAX long Dürr 349.41 13.838   10/29/12 14.790 4,835        253,040 -32,235  
    FT 30 Ferguson 1.58 3,068.570   6/24/13 3,452.810 4,848        257,889 -37,084  
8/13/12 Sell France short Solocal 3.74 1,038.280 2,100.620 4/23/12 1,476.830 -5,523 7,856 2,333 123,138  252,365 -29,227 223,138
    Nordic 30 Nokia 2,174.58 2.220 2.595 5/07/12 2.400 -5,219 5,642 423 123,561  247,146 -23,585 223,561
    Topix (FRA) Mazda Motor 738.85 4.800 8.694 3/19/12 6.460 -4,773 6,424 1,651 125,212  242,373 -17,161 225,212
  Buy France long Eurofins Scientific 502.27 10.355   4/22/13 15.325 5,201        247,574 -22,362  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Pandora 464.70 11.192   6/03/13 26.264 5,201        252,775 -27,563  
    Topix (FRA) Softbank 322.26 16.139   9/03/12 15.996 5,201        257,976 -32,764  
8/20/12 Sell HSI short China Unicom 4,906.20 1.370 1.008 5/21/12 1.189 -5,832 4,945 -887 124,325  252,144 -27,819 224,325
    IBEX 35 Sacyr 1,407.66 1.284 8.553 2/13/12 3.314 -4,665 12,040 7,375 131,700  247,479 -15,779 231,700
    OMXH 25 Outokumpu 511.53 6.980 19.345 4/09/12 11.620 -5,944 9,895 3,951 135,652  241,535 -5,884 235,652
    TSX 60 BlackBerry 568.20 5.638 18.115 4/16/12 10.106 -5,742 10,293 4,551 140,202  235,793 4,409 240,202
    PSI 20 Banco Comercial 8,566.66 0.452 0.960 4/02/12 0.659 -5,642 8,221 2,579 142,781  230,151 12,630 242,781
  Buy HSI long Galaxy Entertainment 2,714.36 2.352   4/22/13 3.135 6,385        236,536 6,245  
    IBEX 35 Grifols 568.06 11.240   11/05/12 13.025 6,385        242,921 -140  
    OMXH 25 Huhtamäki 537.01 11.890   10/22/12 12.450 6,385        249,306 -6,525  
    TSX 60 Couche-Tard 955.12 6.685   4/22/13 7.405 6,385        255,691 -12,910  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,117.24 2.490 2.736 5/21/12 2.610 -2,916 3,057 141 142,922  252,775 -9,854 242,922
      Smurfit Kappa 525.41 6.550 4.550 5/21/12 5.550 -2,916 2,391 -525 142,396  249,859 -7,463 242,396
    MerVal YPF 411.37 14.446 12.421 4/23/12 13.433 -5,526 5,109 -417 141,980  244,333 -2,354 241,980
  Buy ISEQ 20 long Kerry Group 79.70 37.580   6/17/13 42.250 2,995        247,329 -5,349  
      Smurfit Kappa 457.25 6.550   6/17/13 12.270 2,995        250,324 -8,344  
9/03/12 Sell S&P 100 long Biogen 38.17 116.954   1/09/12 90.342 -3,448 4,464 1,016 142,995  246,875 -3,880 242,995
    AEX short ArcelorMittal 153.47 35.565 42.177 4/09/12 38.730 -5,944 6,473 529 143,524  240,931 2,593 243,524
    RTX RusHydro 2,299.06 2.010 2.257 7/16/12 2.130 -4,897 5,189 292 143,817  236,034 7,783 243,817
    OBX 25 REC Silicon 1,662.57 2.359 5.080 5/14/12 3.462 -5,755 8,445 2,690 146,507  230,279 16,228 246,507
    Athex LC Public Power 3,704.52 1.330 1.806 4/16/12 1.550 -5,742 6,692 950 147,457  224,537 22,920 247,457
    Topix (FRA) long Softbank 322.26 15.996   8/13/12 16.139 -5,201 5,155 -46 147,411  219,336 28,075 247,411
  Buy S&P 100 short HP 509.74 13.511   9/17/12 13.872 6,887        226,223 21,188  
    RTX long Magnit 284.35 24.220   9/17/12 27.650 6,887        233,110 14,301  
    OBX 25 Grieg Seafood 5,021.88 1.371   1/07/13 1.707 6,887        239,997 7,414  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Alpha Bank 102.79 67.000   3/25/13 37.850 6,887        246,884 527  
    MerVal short Pampa Energía 40,969.66 0.168   9/10/12 0.164 6,887        253,771 -6,360  
    Topix (FRA) Kansai Electric Pwr 1,207.82 5.702   3/11/13 6.145 6,887        260,658 -13,247  
9/10/12 Sell Germany short SolarWorld 24.33 182.550 306.524 5/14/12 236.550 -5,755 7,458 1,702 149,113  254,903 -5,790 249,113
    MerVal Pampa Energía 40,969.66 0.164 0.172 9/03/12 0.168 -6,887 7,059 172 149,286  248,016 1,270 249,286
    CAC Mid 60 Vallourec 4.16 1,453.800 1,311.000 5/14/12 1,382.400 -5,751 5,454 -297 148,988  242,265 6,723 248,988
    Indices Athex Large Cap 2.88 2,671.700 1,384.500 5/21/12 2,028.100 -5,841 3,987 -1,854 147,135  236,424 10,711 247,135
  Buy Germany long ADLER Real Estate 5,462.71 1.180   6/24/13 2.050 6,446        242,870 4,265  
    CAC Mid 60 Eurofins Scientific 586.00 11.000   4/22/13 15.325 6,446        249,316 -2,181  
    Indices OMXC 20 97.07 66.404   6/17/13 70.001 6,446        255,762 -8,627  
9/17/12 Sell S&P 100 short HP 509.74 13.872 13.150 9/03/12 13.511 -6,887 6,703 -184 146,951  248,875 -1,924 246,951
    RTX long Magnit 284.35 27.650   9/03/12 24.220 -6,887 7,862 975 147,926  241,988 5,938 247,926
    HSI-Fin short HK Exchgs & Clrg 506.79 11.718 10.994 5/14/12 11.356 -5,755 5,572 -184 147,743  236,233 11,510 247,743
    HSI-C&I Citic Pacific 4,923.18 0.959 1.464 5/21/12 1.185 -5,832 7,206 1,374 149,117  230,401 18,716 249,117
    DJTA long Delta Air Lines 570.49 7.031   7/02/12 8.780 -5,009 4,011 -998 148,119  225,392 22,727 248,119
  Buy S&P 100 Gilead Sciences 270.16 25.063   10/13/14 79.611 6,771        232,163 15,956  
    CAC 40 Credit Agricole 1,131.52 5.984   9/24/12 5.714 6,771        238,934 9,185  
    RTX short RusHydro 3,239.71 2.090   2/04/13 1.770 6,771        245,705 2,414  
    HSI-Fin long Bank of China (HK) 2,836.85 2.387   5/13/13 2.748 6,771        252,476 -4,357  
    HSI-C&I Galaxy Entertainment 2,785.27 2.431   4/08/13 3.018 6,771        259,247 -11,128  
    DJTA short Expeditors Wash 230.98 29.314   9/24/12 28.398 6,771        266,018 -17,899  
9/24/12 Sell CAC 40 long Credit Agricole 1,131.52 5.714   9/17/12 5.984 -6,771 6,466 -306 147,813  259,247 -11,433 247,813
    DJTA short Expeditors Wash 230.98 28.398 30.259 9/17/12 29.314 -6,771 6,989 218 148,032  252,476 -4,444 248,032
  Buy   long Avis Budget 490.29 12.419   7/20/15 38.916 6,089        258,565 -10,533  
10/01/12 Buy CAC Next 20 short Hermes International 28.08 211.450   12/10/12 235.500 5,938        264,503 -16,471  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/15/12 Buy AEX short KPN 1,596.53 3.626   2/02/15 2.756 5,789        270,292 -22,260  
    MerVal Pampa Energía 38,388.59 0.151   10/22/12 0.141 5,789        276,081 -28,049  
10/22/12 Sell BEL 20 long Galapagos 417.55 16.900   6/25/12 12.250 -5,115 7,057 1,942 149,973  270,966 -20,992 249,973
    OMXH 25 Huhtamäki 537.01 12.450   8/20/12 11.890 -6,385 6,686 301 150,274  264,580 -14,306 250,274
    MerVal short Pampa Energía 38,388.59 0.141 0.161 10/15/12 0.151 -5,789 6,196 407 150,681  258,791 -8,110 250,681
    DJ Global Titans long Apple 279.81 17.386   5/28/12 16.307 -4,563 4,865 302 150,983  254,229 -3,246 250,983
  Buy BEL 20 short Bekaert 286.98 21.580   11/12/12 21.290 6,193        260,422 -9,439  
    OMXH 25 Outokumpu 957.19 6.470   11/05/12 6.200 6,193        266,615 -15,632  
    DJ Global Titans Telefónica 589.81 10.500   10/29/12 10.070 6,193        272,808 -21,825  
10/29/12 Sell MDAX long Dürr 349.41 14.790   8/06/12 13.838 -4,835 5,168 333 151,316  267,973 -16,657 251,316
    SDAX short Klöckner 744.45 7.058 8.695 5/21/12 7.834 -5,832 6,473 641 151,957  262,141 -10,184 251,957
    DJ Global Titans Telefónica 589.81 10.070 10.948 10/22/12 10.500 -6,193 6,457 264 152,221  255,948 -3,726 252,221
  Buy MDAX Ströer Media 936.95 6.630   1/14/13 6.901 6,212        262,160 -9,938  
    SDAX long ADLER Real Estate 3,931.65 1.580   11/26/12 1.285 6,212        268,372 -16,150  
    MerVal short Pampa Energía 42,900.55 0.145   12/24/12 0.147 6,212        274,584 -22,362  
    BAX long KUKA 265.75 23.375   6/24/13 31.820 6,212        280,796 -28,574  
    DJ Global Titans Bank of America 862.35 7.204   12/16/13 11.075 6,212        287,008 -34,786  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,609  284,470 -20,861 263,609
    IBEX 35 long Grifols 568.06 13.025   8/20/12 11.240 -6,385 7,399 1,014 164,623  278,085 -13,462 264,623
    OMXH 25 short Outokumpu 957.19 6.200 6.752 10/22/12 6.470 -6,193 6,463 270 164,892  271,892 -6,999 264,892
  Buy MIB long Azimut 692.93 9.304   8/04/14 18.460 6,447        278,339 -13,446  
    OMXH 25 Konecranes 255.33 25.250   11/12/12 24.380 6,447        284,786 -19,893  
11/12/12 Sell BEL 20 short Bekaert 286.98 21.290 21.874 10/22/12 21.580 -6,193 6,277 84 164,977  278,593 -13,616 264,977
    OMXH 25 long Konecranes 255.33 24.380   11/05/12 25.250 -6,447 6,225 -222 164,755  272,145 -7,391 264,755
  Buy BEL 20 Galapagos 380.48 16.910   6/24/13 14.210 6,434        278,579 -13,825  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short Outokumpu 1,002.18 6.420   12/31/12 7.400 6,434        285,013 -20,259  
11/19/12 Sell SMI long Swiss Re 101.35 54.864   6/18/12 46.620 -4,725 5,560 836 165,590  280,288 -14,698 265,590
    Nikkei (TYO) short Nippon Sheet Glass 641.90 7.143 8.148 7/16/12 7.629 -4,897 5,230 333 165,923  275,391 -9,468 265,923
  Buy PSI 20 Impresa 22,106.90 0.290   12/17/12 0.300 6,411        281,802 -15,879  
    SMI Julius Bär 245.44 26.121   12/17/12 27.324 6,411        288,214 -22,290  
    Nikkei (TYO) long Subaru 784.15 8.176   10/07/13 20.003 6,411        294,624 -28,701  
11/26/12 Sell SDAX long ADLER Real Estate 3,931.65 1.285   10/29/12 1.580 -6,212 5,052 -1,160 164,763  288,412 -23,649 264,763
    SLI short Lonza 160.16 36.099 32.909 4/23/12 34.504 -5,526 5,271 -255 164,508  282,886 -18,378 264,508
  Buy SDAX Deutz 1,893.23 3.250   12/10/12 3.138 6,153        289,039 -24,531  
    SLI long Swiss Life 59.04 104.219   6/24/13 120.698 6,153        295,192 -30,684  
12/10/12 Sell SSE 50 short China Unicom 9,333.99 0.413 0.620 6/04/12 0.506 -4,723 5,782 1,059 165,567  290,469 -24,902 265,567
    SDAX Deutz 1,893.23 3.138 3.366 11/26/12 3.250 -6,153 6,373 220 165,787  284,316 -18,529 265,787
    CAC Next 20 Hermes International 28.08 235.500 187.400 10/01/12 211.450 -5,938 5,262 -675 165,112  278,379 -13,267 265,112
  Buy SSE 50 long China Rwy Constr 8,793.30 0.716   4/29/13 0.634 6,296        284,675 -19,563  
    CAC 40 Societe Generale 218.50 28.815   1/14/13 34.140 6,296        290,971 -25,859  
    SDAX ADLER Real Estate 4,497.14 1.400   6/10/13 2.099 6,296        297,267 -32,155  
12/17/12 Sell PSI 20 short Impresa 22,106.90 0.300 0.280 11/19/12 0.290 -6,411 6,190 -221 164,891  290,856 -25,965 264,891
    SMI Julius Bär 245.44 27.324 24.917 11/19/12 26.121 -6,411 6,116 -295 164,595  284,445 -19,850 264,595
  Buy   long Richemont 102.09 59.929   10/14/13 74.199 6,118        290,563 -25,968  
12/24/12 Sell MerVal short Pampa Energía 42,900.55 0.147 0.143 10/29/12 0.145 -6,212 6,122 -90 164,505  284,351 -19,846 264,505
  Buy   long Gr Fin Galicia 8,769.72 0.697   5/27/13 0.697 6,116        290,467 -25,962  
12/31/12 Sell OMXH 25 short Outokumpu 1,002.18 7.400 5.440 11/12/12 6.420 -6,434 5,452 -982 163,523  284,033 -20,510 263,523
  Buy   long Orion 273.65 22.200   3/18/13 22.000 6,075        290,108 -26,585  
1/07/13 Sell OBX 25 long Grieg Seafood 5,021.88 1.707   9/03/12 1.371 -6,887 8,571 1,684 165,207  283,221 -18,014 265,207
    Nikkei (FRA) short Nippon Sheet Glass 318.31 9.100 8.980 5/14/12 9.040 -2,878 2,858 -19 165,188  280,344 -15,156 265,188
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 74.49 23.550 63.366 5/14/12 38.630 -2,878 4,720 1,843 167,030  277,466 -10,436 267,030
  Buy IBEX 35 long Mediaset Esp 1,126.05 5.696   2/04/13 5.150 6,414        283,880 -16,850  
    OBX 25 short REC Silicon 3,558.79 1.802   1/21/13 1.488 6,414        290,294 -23,264  
    Nikkei (FRA) long Subaru 323.94 9.900   1/14/13 9.907 3,207        293,501 -26,471  
      Shinsei Bank 205.58 15.600   1/14/13 13.840 3,207        296,708 -29,678  
1/14/13 Sell CAC 40 long Societe Generale 218.50 34.140   12/10/12 28.815 -6,296 7,460 1,164 168,194  290,412 -22,218 268,194
    MDAX short Ströer Media 936.95 6.901 6.359 10/29/12 6.630 -6,212 5,958 -254 167,940  284,200 -16,260 267,940
    Nikkei (FRA) long Subaru 323.94 9.907   1/07/13 9.900 -3,207 3,209 2 167,942  280,993 -13,051 267,942
      Shinsei Bank 205.58 13.840   1/07/13 15.600 -3,207 2,845 -362 167,580  277,786 -10,206 267,580
  Buy CAC 40 short Engie 416.98 15.430   1/28/13 15.390 6,434        284,220 -16,640  
    MDAX long KUKA 228.28 28.185   6/24/13 31.820 6,434        290,654 -23,074  
    Nikkei (FRA) short Screen 165.10 19.485   2/11/13 16.805 3,217        293,871 -26,291  
1/21/13 Sell OBX 25 short REC Silicon 3,558.79 1.488 2.182 1/07/13 1.802 -6,414 7,767 1,353 168,933  287,457 -18,524 268,933
  Buy   long Grieg Seafood 3,605.16 1.736   1/28/13 1.688 6,260        293,717 -24,784  
1/28/13 Sell CAC 40 short Engie 416.98 15.390 15.470 1/14/13 15.430 -6,434 6,451 17 168,950  287,283 -18,333 268,950
    OBX 25 long Grieg Seafood 3,605.16 1.688   1/21/13 1.736 -6,260 6,086 -174 168,776  281,023 -12,247 268,776
  Buy CAC 40 Credit Agricole 826.20 7.762   2/11/13 7.414 6,413        287,436 -18,660  
    OBX 25 short REC Silicon 4,145.98 1.547   2/25/13 1.312 6,413        293,849 -25,073  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,126.05 5.150   1/07/13 5.696 -6,414 5,799 -615 168,161  287,435 -19,274 268,161
    RTX short RusHydro 3,239.71 1.770 2.468 9/17/12 2.090 -6,771 7,995 1,224 169,385  280,664 -11,279 269,385
  Buy   long Magnit 186.15 34.660   3/11/13 34.010 6,452        287,116 -17,731  
2/11/13 Sell CAC 40 long Credit Agricole 826.20 7.414   1/28/13 7.762 -6,413 6,125 -288 169,098  280,703 -11,605 269,098
    Nikkei (FRA) short Screen 165.10 16.805 22.592 1/14/13 19.485 -3,217 3,730 513 169,611  277,486 -7,875 269,611
    GCX REC Silicon 1,588.52 1.027 11.783 4/23/12 3.479 -5,526 18,718 13,192 182,803  271,960 10,843 282,803
  Buy CAC 40 Orange 931.24 7.883   2/25/13 7.479 7,341        279,301 3,502  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ÖkoDAX long PNE Wind 2,631.18 2.790   4/29/13 2.700 7,341        286,642 -3,839  
    Nikkei (FRA) Subaru 339.86 10.800   8/26/13 18.441 3,670        290,312 -7,510  
      Mazda Motor 294.94 12.445   8/26/13 15.485 3,671        293,983 -11,180  
    GCX SunPower 1,039.40 7.063   11/25/13 21.795 7,341        301,324 -18,521  
2/18/13 Buy GEX long MBB 357.14 18.500   4/22/13 17.650 6,607        307,931 -25,128  
2/25/13 Sell CAC 40 short Orange 931.24 7.479 8.309 2/11/13 7.883 -7,341 7,737 397 183,199  300,590 -17,391 283,199
    OBX 25 REC Silicon 4,145.98 1.312 1.824 1/28/13 1.547 -6,413 7,564 1,151 184,350  294,177 -9,827 284,350
  Buy CAC 40 long Credit Agricole 918.13 7.475   4/22/13 6.300 6,863        301,040 -16,691  
    OBX 25 Norwegian 2.35 2,924.050   4/15/13 2,803.560 6,872        307,912 -23,562  
3/11/13 Sell RTX long Magnit 186.15 34.010   2/04/13 34.660 -6,452 6,331 -121 184,229  301,460 -17,231 284,229
    Topix (FRA) short Kansai Electric Pwr 1,207.82 6.145 5.259 9/03/12 5.702 -6,887 6,352 -535 183,694  294,573 -10,879 283,694
  Buy RTX RusHydro 4,059.52 1.680   9/14/15 0.774 6,820        301,393 -17,699  
    Topix (FRA) long Mazda Motor 552.00 12.355   4/01/13 11.250 6,820        308,213 -24,519  
3/18/13 Sell OMXH 25 long Orion 273.65 22.000   12/31/12 22.200 -6,075 6,020 -55 183,639  302,138 -18,499 283,639
  Buy   short Outokumpu 1,200.72 5.520   9/16/13 4.600 6,628        308,766 -25,127  
3/25/13 Sell Athex LC long Alpha Bank 102.79 37.850   9/03/12 67.000 -6,887 3,891 -2,996 180,642  301,879 -21,236 280,642
  Buy   short Eurobank Ergasias 24.94 260.000   9/30/13 50.000 6,484        308,363 -27,721  
4/01/13 Sell Topix (FRA) long Mazda Motor 552.00 11.250   3/11/13 12.355 -6,820 6,210 -610 180,033  301,543 -21,511 280,033
  Buy   short Nidec 590.09 10.953   4/15/13 10.948 6,463        308,006 -27,974  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,785.27 3.018   9/17/12 2.431 -6,771 8,407 1,636 181,669  301,235 -19,566 281,669
4/15/13 Sell OBX 25 long Norwegian 2.35 2,803.560   2/25/13 2,924.050 -6,872 6,588 -283 181,385  294,364 -12,978 281,385
    Topix (FRA) short Nidec 590.09 10.948 10.957 4/01/13 10.953 -6,463 6,466 3 181,388  287,901 -6,512 281,388
  Buy OBX 25 Frontline 926.90 7.413   10/21/13 8.829 6,871        294,772 -13,383  
    Topix (FRA) long Mazda Motor 587.01 11.705   6/03/13 14.600 6,871        301,643 -20,254  
4/22/13 Sell France long Eurofins Scientific 502.27 15.325   8/13/12 10.355 -5,201 7,697 2,496 183,884  296,442 -12,557 283,884
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 2,714.36 3.135   8/20/12 2.352 -6,385 8,509 2,124 186,008  290,057 -4,048 286,008
    CAC 40 Credit Agricole 918.13 6.300   2/25/13 7.475 -6,863 5,784 -1,079 184,929  283,194 1,736 284,929
    TSX 60 Couche-Tard 955.12 7.405   8/20/12 6.685 -6,385 7,072 687 185,617  276,809 8,808 285,617
    CAC Mid 60 Eurofins Scientific 586.00 15.325   9/10/12 11.000 -6,446 8,980 2,534 188,151  270,363 17,789 288,151
    GEX MBB 357.14 17.650   2/18/13 18.500 -6,607 6,304 -304 187,848  263,755 24,092 287,848
  Buy France short ArcelorMittal 296.66 26.286   5/06/13 29.061 7,798        271,553 16,294  
    HSI China Shenhua HK 3,065.01 2.544   9/16/13 2.475 7,798        279,351 8,496  
    CAC 40 ArcelorMittal 296.66 26.286   8/05/13 28.620 7,798        287,149 698  
    TSX 60 Barrick Gold 539.14 14.464   9/30/13 13.729 7,798        294,947 -7,100  
    CAC Mid 60 CGG 15.66 497.920   4/29/13 532.320 7,797        302,745 -14,897  
    GEX YOC 1,544.46 5.049   9/23/13 2.219 7,798        310,543 -22,695  
4/29/13 Sell SSE 50 long China Rwy Constr 8,793.30 0.634   12/10/12 0.716 -6,296 5,578 -718 187,129  304,247 -17,118 287,129
    ÖkoDAX PNE Wind 2,631.18 2.700   2/11/13 2.790 -7,341 7,104 -237 186,892  296,906 -10,013 286,892
    CAC Mid 60 short CGG 15.66 532.320 463.520 4/22/13 497.920 -7,797 7,259 -539 186,354  289,108 -2,755 286,354
  Buy SSE 50 China Northern Rare 3,122.91 2.270   5/06/13 2.286 7,089        296,197 -9,844  
    ÖkoDAX SolarWorld 66.85 106.050   4/13/15 14.550 7,089        303,287 -16,933  
5/06/13 Sell France short ArcelorMittal 296.66 29.061 23.511 4/22/13 26.286 -7,798 6,975 -823 185,531  295,489 -9,958 285,531
    SSE 50 China Northern Rare 3,122.91 2.286 2.254 4/29/13 2.270 -7,089 7,039 -50 185,480  288,400 -2,920 285,480
  Buy   long China Minsheng Bk 6,718.02 1.052   5/13/13 1.064 7,064        295,464 -9,984  
5/13/13 Sell   long China Minsheng Bk 6,718.02 1.064   5/06/13 1.052 -7,064 7,149 85 185,566  288,400 -2,834 285,566
    HSI-Fin Bank of China (HK) 2,836.85 2.748   9/17/12 2.387 -6,771 7,795 1,024 186,589  281,629 4,960 286,589
  Buy SSE 50 short China Northern Rare 3,077.83 2.368   11/04/13 2.137 7,288        288,917 -2,328  
    HSI-Fin Ping An 2,432.58 2.996   10/14/13 2.804 7,288        296,205 -9,616  
5/27/13 Sell MerVal long Gr Fin Galicia 8,769.72 0.697   12/24/12 0.697 -6,116 6,110 -6 186,583  290,089 -3,506 286,583
  Buy   short Pampa Energía 43,464.37 0.163   6/10/13 0.158 7,076        297,165 -10,582  
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 464.70 26.264   8/13/12 11.192 -5,201 12,205 7,004 193,587  291,964 1,623 293,587
    Topix (FRA) Mazda Motor 587.01 14.600   4/15/13 11.705 -6,871 8,570 1,699 195,286  285,093 10,193 295,286
  Buy Nordic 30 short Equinor 440.36 17.340   7/29/13 16.264 7,636        292,729 2,557  
    Topix (FRA) Inpex 960.14 7.953   11/18/13 8.519 7,636        300,365 -5,079  
6/10/13 Sell SDAX long ADLER Real Estate 4,497.14 2.099   12/10/12 1.400 -6,296 9,440 3,144 198,430  294,069 4,361 298,430
    HSI-Prop China Ov Land & Inv 1,363.40 2.124   1/16/12 1.541 -2,101 2,896 795 199,224  291,968 7,256 299,224
      China Res Land 1,486.80 2.183   1/16/12 1.413 -2,101 3,245 1,144 200,368  289,867 10,501 300,368
    MerVal short Pampa Energía 43,464.37 0.158 0.168 5/27/13 0.163 -7,076 7,285 209 200,577  282,791 17,786 300,577
    STI long ThaiBev 23,605.09 0.382   7/02/12 0.212 -5,009 9,008 3,999 204,576  277,782 26,794 304,576
  Buy France short ArcelorMittal 293.85 28.191   7/08/13 26.415 8,284        286,066 18,510  
    SDAX Hypoport 1,107.49 7.480   9/30/13 8.120 8,284        294,350 10,226  
    HSI-Prop Hang Lung 1,612.80 2.568   11/18/13 2.531 4,142        298,492 6,084  
      Sino Land 3,849.08 1.076   11/18/13 1.043 4,142        302,634 1,942  
    MerVal long Telecom Argentina 2,187.02 3.788   6/17/13 3.268 8,284        310,918 -6,342  
    CAC Mid 60 short CGG 14.76 561.120   8/05/13 575.840 8,282        319,200 -14,624  
6/17/13 Sell ISEQ 20 long Kerry Group 79.70 42.250   8/27/12 37.580 -2,995 3,367 372 204,948  316,205 -11,257 304,948
      Smurfit Kappa 457.25 12.270   8/27/12 6.550 -2,995 5,610 2,615 207,563  313,210 -5,647 307,563
    MerVal Telecom Argentina 2,187.02 3.268   6/10/13 3.788 -8,284 7,147 -1,137 206,427  304,926 1,501 306,427
    Indices OMXC 20 97.07 70.001   9/10/12 66.404 -6,446 6,795 349 206,776  298,480 8,296 306,776
  Buy ISEQ 20 short C&C Group 930.31 4.233   7/29/13 4.100 3,938        302,418 4,358  
      CRH 251.94 15.631   7/29/13 15.994 3,938        306,356 420  
    PSI 20 long Teixeira Duarte 14,585.19 0.540   6/24/13 0.570 7,876        314,232 -7,456  
    MerVal short Comercial del Plata 112,034.14 0.070   8/12/13 0.067 7,876        322,108 -15,332  
    Indices RTX 5.65 1,393.590   8/12/13 1,391.500 7,874        329,982 -23,206  
6/24/13 Sell Germany long ADLER Real Estate 5,462.71 2.050   9/10/12 1.180 -6,446 11,199 4,753 211,528  323,536 -12,007 311,528
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX KUKA 228.28 31.820   1/14/13 28.185 -6,434 7,264 830 212,358  317,102 -4,744 312,358
    BEL 20 Galapagos 380.48 14.210   11/12/12 16.910 -6,434 5,407 -1,027 211,331  310,668 663 311,331
    PSI 20 Teixeira Duarte 14,585.19 0.570   6/17/13 0.540 -7,876 8,314 438 211,769  302,792 8,977 311,769
    OMXC 20 Genmab 578.24 22.604   7/16/12 8.469 -4,897 13,070 8,173 219,942  297,895 22,047 319,942
    OMXS 30 Electrolux 135.74 19.030   7/23/12 17.722 -2,406 2,583 178 220,120  295,489 24,630 320,120
      Swedbank 174.45 16.871   7/23/12 13.789 -2,405 2,943 538 220,657  293,084 27,573 320,657
    FT 30 Ferguson 1.58 3,452.810   8/06/12 3,068.570 -4,848 5,455 607 221,264  288,236 33,029 321,264
    SLI Swiss Life 59.04 120.698   11/26/12 104.219 -6,153 7,126 973 222,237  282,083 40,155 322,237
    BAX KUKA 265.75 31.820   10/29/12 23.375 -6,212 8,456 2,244 224,482  275,871 48,611 324,482
  Buy Germany short SolarWorld 101.44 91.950   7/29/13 77.250 9,327        285,198 39,284  
    MDAX Salzgitter 367.13 25.405   7/01/13 25.340 9,327        294,525 29,957  
    BEL 20 Aperam 1,121.03 8.320   7/15/13 8.461 9,327        303,852 20,630  
    OMXC 20 FLSmidth 266.24 35.032   7/01/13 34.376 9,327        313,179 11,303  
    OMXS 30 Boliden 488.37 9.549   7/08/13 9.256 4,664        317,842 6,639  
      Tele2 531.27 8.778   7/08/13 9.227 4,664        322,506 1,976  
    FT 30 Man Group 97.92 95.252   7/01/13 100.211 9,327        331,833 -7,351  
    SLI Kühne & Nagel 114.94 81.145   7/08/13 90.725 9,327        341,160 -16,678  
    BAX SFC Energy 1,963.58 4.750   7/01/13 4.650 9,327        350,487 -26,005  
7/01/13 Sell MDAX short Salzgitter 367.13 25.340 25.470 6/24/13 25.405 -9,327 9,351 24 224,506  341,160 -16,654 324,506
    OMXC 20 FLSmidth 266.24 34.376 35.701 6/24/13 35.032 -9,327 9,505 178 224,684  331,833 -7,149 324,684
    FT 30 Man Group 97.92 100.211 90.294 6/24/13 95.252 -9,327 8,842 -486 224,198  322,506 1,692 324,198
    BAX SFC Energy 1,963.58 4.650 4.852 6/24/13 4.750 -9,327 9,528 201 224,399  313,179 11,220 324,399
  Buy MDAX long Dürr 349.62 23.998   7/28/14 30.355 8,390        321,569 2,830  
    OMXC 20 Vestas Wind Systems 3,886.96 2.159   9/01/14 6.373 8,390        329,959 -5,560  
    FT 30 Lloyds Bank 112.06 74.871   9/09/13 90.907 8,390        338,349 -13,950  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Morphosys 190.06 44.145   4/14/14 58.270 8,390        346,739 -22,340  
7/08/13 Sell France short ArcelorMittal 293.85 26.415 30.086 6/10/13 28.191 -8,284 8,841 557 224,956  338,455 -13,500 324,956
    OMXS 30 Boliden 488.37 9.256 9.852 6/24/13 9.549 -4,664 4,811 148 225,104  333,792 -8,688 325,104
      Tele2 531.27 9.227 8.329 6/24/13 8.778 -4,664 4,425 -238 224,865  329,128 -4,263 324,865
    SLI Kühne & Nagel 114.94 90.725 71.565 6/24/13 81.145 -9,327 8,226 -1,101 223,764  319,801 3,963 323,764
  Buy OMXS 30 long Nokia 1,285.94 3.186   10/13/14 6.407 4,096        323,898 -134  
      Kinnevik 187.33 21.868   10/13/14 22.475 4,096        327,994 -4,230  
    SLI Lonza 136.10 60.201   8/12/13 56.494 8,193        336,188 -12,424  
7/15/13 Sell BEL 20 short Aperam 1,121.03 8.461 8.179 6/24/13 8.320 -9,327 9,169 -158 223,606  326,861 -3,255 323,606
  Buy   long KBC 255.44 31.350   10/13/14 40.740 8,008        334,869 -11,263  
7/29/13 Sell Germany short SolarWorld 101.44 77.250 109.447 6/24/13 91.950 -9,327 11,102 1,775 225,381  325,541 -160 325,381
    ATX long Österreichische Post 197.57 31.600   6/25/12 25.890 -5,115 6,243 1,128 226,509  320,426 6,083 326,509
    ISEQ 20 short C&C Group 930.31 4.100 4.370 6/17/13 4.233 -3,938 4,066 128 226,637  316,488 10,148 326,637
      CRH 251.94 15.994 15.268 6/17/13 15.631 -3,938 3,847 -91 226,545  312,550 13,995 326,545
    Nordic 30 Equinor 440.36 16.264 18.488 6/03/13 17.340 -7,636 8,142 505 227,051  304,914 22,137 327,051
  Buy ATX Raiffeisen Bank Int 378.12 23.085   10/21/13 25.350 8,729        313,643 13,408  
    ISEQ 20 long FBD Holdings 279.78 15.600   8/05/13 16.650 4,365        318,008 9,043  
      Smurfit Kappa 305.21 14.300   8/05/13 15.150 4,365        322,372 4,679  
    Nordic 30 Pandora 303.95 28.719   4/28/14 46.257 8,729        331,101 -4,051  
8/05/13 Sell CAC 40 short ArcelorMittal 296.66 28.620 23.952 4/22/13 26.286 -7,798 7,106 -692 226,358  323,303 3,055 326,358
    ISEQ 20 long FBD Holdings 279.78 16.650   7/29/13 15.600 -4,365 4,658 294 226,652  318,939 7,713 326,652
      Smurfit Kappa 305.21 15.150   7/29/13 14.300 -4,365 4,624 259 226,911  314,574 12,337 326,911
    CAC Mid 60 short CGG 14.76 575.840 546.400 6/10/13 561.120 -8,282 8,065 -217 226,694  306,292 20,402 326,694
  Buy ISEQ 20 C&C Group 1,047.69 4.141   9/09/13 4.285 4,338        310,630 16,064  
      Flutter 71.12 61.000   9/09/13 61.200 4,338        314,969 11,725  
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 112,034.14 0.067 0.074 6/17/13 0.070 -7,876 8,268 392 227,086  307,093 19,994 327,086
    SLI long Lonza 136.10 56.494   7/08/13 60.201 -8,193 7,689 -504 226,582  298,899 27,682 326,582
    Indices short RTX 5.65 1,391.500 1,395.690 6/17/13 1,393.590 -7,874 7,886 12 226,594  291,026 35,568 326,594
  Buy MerVal long Telecom Argentina 2,147.84 4.215   2/10/14 2.998 9,054        300,080 26,514  
    Indices Merval 18.06 501.316   8/04/14 750.468 9,054        309,133 17,460  
8/26/13 Sell Nikkei (FRA) long Subaru 339.86 18.441   2/11/13 10.800 -3,670 6,267 2,597 229,191  305,463 23,728 329,191
      Mazda Motor 294.94 15.485   2/11/13 12.445 -3,671 4,567 897 230,087  301,792 28,295 330,087
  Buy PSI 20 Teixeira Duarte 13,371.64 0.670   9/02/13 0.650 8,959        310,751 19,336  
    Nikkei (FRA) short Nikon 340.65 13.150   9/09/13 12.596 4,480        315,231 14,856  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,371.64 0.650   8/26/13 0.670 -8,959 8,692 -267 229,820  306,272 23,548 329,820
9/09/13 Sell ISEQ 20 short C&C Group 1,047.69 4.285 3.997 8/05/13 4.141 -4,338 4,188 -151 229,669  301,934 27,735 329,669
      Flutter 71.12 61.200 60.800 8/05/13 61.000 -4,338 4,324 -14 229,655  297,595 32,060 329,655
    FT 30 long Lloyds Bank 112.06 90.907   7/01/13 74.871 -8,390 10,187 1,797 231,452  289,205 42,247 331,452
    Nikkei (FRA) short Nikon 340.65 12.596 13.728 8/26/13 13.150 -4,480 4,677 197 231,649  284,726 46,923 331,649
  Buy IBEX 35 long Siemens Gamesa 1,759.11 5.380   12/16/13 7.030 9,464        294,190 37,459  
    ISEQ 20 Bank of Ireland 668.36 7.080   10/14/13 6.960 4,732        298,922 32,727  
      Smurfit Kappa 296.68 15.950   10/14/13 17.020 4,732        303,654 27,995  
    PSI 20 Impresa 13,917.65 0.680   9/16/13 0.670 9,464        313,118 18,531  
    FT 30 short Man Group 89.76 105.435   10/14/13 92.741 9,464        322,581 9,067  
    Nikkei (FRA) long Furukawa Co 282.85 16.730   9/30/13 17.160 4,732        327,314 4,335  
      Tokyo Electric Power 1,210.23 3.910   9/30/13 4.520 4,732        332,046 -397  
9/16/13 Sell HSI short China Shenhua HK 3,065.01 2.475 2.615 4/22/13 2.544 -7,798 8,015 217 231,866  324,248 7,618 331,866
    OMXH 25 Outokumpu 1,200.72 4.600 6.624 3/18/13 5.520 -6,628 7,954 1,326 233,192  317,620 15,572 333,192
    PSI 20 long Impresa 13,917.65 0.670   9/09/13 0.680 -9,464 9,325 -139 233,052  308,156 24,897 333,052
  Buy HSI Galaxy Entertainment 1,672.02 5.352   12/23/13 6.370 8,948        317,104 15,949  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Nokia 1,895.76 4.720   10/21/13 5.265 8,948        326,052 7,001  
9/23/13 Sell GEX short YOC 1,544.46 2.219 11.488 4/22/13 5.049 -7,798 17,743 9,945 242,998  318,254 24,744 342,998
  Buy PSI 20 long Teixeira Duarte 13,928.79 0.660   12/09/13 0.920 9,193        327,447 15,551  
    GEX Manz 171.61 53.570   4/14/14 65.730 9,193        336,640 6,358  
9/30/13 Sell SDAX short Hypoport 1,107.49 8.120 6.840 6/10/13 7.480 -8,284 7,575 -709 242,289  328,356 13,933 342,289
    TSX 60 Barrick Gold 539.14 13.729 15.238 4/22/13 14.464 -7,798 8,215 417 242,706  320,558 22,148 342,706
    Athex LC Eurobank Ergasias 24.94 50.000 1,352.000 3/25/13 260.000 -6,484 33,719 27,234 269,940  314,073 55,867 369,940
    Nikkei (FRA) long Furukawa Co 282.85 17.160   9/09/13 16.730 -4,732 4,854 122 270,062  309,341 60,721 370,062
      Tokyo Electric Power 1,210.23 4.520   9/09/13 3.910 -4,732 5,470 738 270,800  304,609 66,191 370,800
  Buy SDAX ADLER Real Estate 3,703.05 2.950   10/14/13 3.079 10,924        315,533 55,267  
    HSI-C&I Galaxy Entertainment 2,111.29 5.174   2/03/14 7.265 10,924        326,457 44,343  
    TSX 60 Bausch Health 142.09 76.879   9/29/14 102.197 10,924        337,381 33,419  
    Athex LC Aegean Airlines 2,600.95 4.200   1/27/14 7.210 10,924        348,305 22,495  
    Nikkei (FRA) short Nikon 417.58 13.080   11/04/13 13.433 5,462        353,767 17,033  
    CAC Next 20 SES 516.50 21.150   10/07/13 21.020 10,924        364,691 6,109  
10/07/13 Sell   short SES 516.50 21.020 21.281 9/30/13 21.150 -10,924 10,992 68 270,868  353,767 17,101 370,868
    Nikkei (TYO) long Subaru 784.15 20.003   11/19/12 8.176 -6,411 15,686 9,275 280,142  347,356 32,786 380,142
  Buy CAC Next 20 EDF 434.47 23.760   10/28/13 25.570 10,323        357,679 22,463  
    Nikkei (TYO) short Nikon 816.02 12.650   10/14/13 13.191 10,323        368,002 12,140  
10/14/13 Sell SDAX long ADLER Real Estate 3,703.05 3.079   9/30/13 2.950 -10,924 11,402 478 280,620  357,078 23,542 380,620
    HSI-Fin short Ping An 2,432.58 2.804 3.201 5/13/13 2.996 -7,288 7,787 499 281,119  349,790 31,329 381,119
    ISEQ 20 long Bank of Ireland 668.36 6.960   9/09/13 7.080 -4,732 4,652 -80 281,039  345,058 35,981 381,039
      Smurfit Kappa 296.68 17.020   9/09/13 15.950 -4,732 5,049 317 281,356  340,326 41,030 381,356
    FT 30 short Man Group 89.76 92.741 119.865 9/09/13 105.435 -9,464 10,759 1,295 282,651  330,862 51,789 382,651
    SMI long Richemont 102.09 74.199   12/17/12 59.929 -6,118 7,575 1,457 284,108  324,744 59,364 384,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nikon 816.02 13.191 12.110 10/07/13 12.650 -10,323 9,882 -441 283,667  314,421 69,246 383,667
  Buy HSI-Fin long AIA 3,087.28 3.667   1/06/14 3.604 11,322        325,743 57,924  
    ISEQ 20 short C&C Group 1,347.86 4.200   10/28/13 4.008 5,661        331,404 52,263  
      Flutter 99.39 56.960   10/28/13 56.500 5,661        337,065 46,602  
    FT 30 long ITV 51.96 217.888   12/02/13 228.772 11,321        348,387 35,280  
    Nikkei (TYO) Tokyo Electric Power 2,900.47 3.904   11/04/13 3.961 11,322        359,709 23,958  
10/21/13 Sell ATX short Raiffeisen Bank Int 378.12 25.350 20.820 7/29/13 23.085 -8,729 7,872 -856 282,811  350,980 31,831 382,811
    OMXH 25 long Nokia 1,895.76 5.265   9/16/13 4.720 -8,948 9,981 1,033 283,844  342,032 41,812 383,844
    OBX 25 short Frontline 926.90 8.829 5.997 4/15/13 7.413 -6,871 5,559 -1,312 282,531  335,161 47,371 382,531
  Buy ATX long Wienerberger 822.58 13.065   8/11/14 11.525 10,747        345,908 36,624  
    SDAX ADLER Real Estate 3,594.31 2.990   3/31/14 5.100 10,747        356,655 25,877  
    OMXH 25 short YIT 1,080.10 9.950   10/28/13 10.035 10,747        367,402 15,130  
    OBX 25 long REC Silicon 3,032.53 3.544   12/16/13 2.538 10,747        378,149 4,383  
10/28/13 Sell ISEQ 20 short C&C Group 1,347.86 4.008 4.401 10/14/13 4.200 -5,661 5,932 271 282,802  372,488 10,315 382,802
      Flutter 99.39 56.500 57.424 10/14/13 56.960 -5,661 5,707 46 282,849  366,826 16,022 382,849
    OMXH 25 YIT 1,080.10 10.035 9.865 10/21/13 9.950 -10,747 10,655 -92 282,757  356,079 26,677 382,757
    CAC Next 20 long EDF 434.47 25.570   10/07/13 23.760 -10,323 11,109 786 283,543  345,756 37,787 383,543
  Buy ISEQ 20 Bank of Ireland 685.74 7.680   11/25/13 8.040 5,266        351,023 32,520  
      Smurfit Kappa 306.01 17.210   11/25/13 17.550 5,266        356,289 27,254  
    OMXH 25 Nokia 2,123.59 4.960   11/11/13 5.770 10,533        366,822 16,721  
    CAC Next 20 short STMicroelectronics 1,883.25 5.593   11/11/13 5.653 10,533        377,355 6,188  
11/04/13 Sell SSE 50 short China Northern Rare 3,077.83 2.137 2.623 5/13/13 2.368 -7,288 8,074 786 284,330  370,067 14,262 384,330
    Nikkei (FRA) Nikon 417.58 13.433 12.727 9/30/13 13.080 -5,462 5,315 -147 284,182  364,605 19,577 384,182
    Nikkei (TYO) long Tokyo Electric Power 2,900.47 3.961   10/14/13 3.904 -11,322 11,489 167 284,349  353,283 31,066 384,349
  Buy SSE 50 Shanghai Oriental 2,361.57 4.398   12/23/13 4.388 10,385        363,668 20,681  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Softbank 181.87 28.550   12/16/13 30.884 5,192        368,861 15,489  
      Tokyo Electric Power 1,309.91 3.964   12/16/13 3.730 5,192        374,053 10,296  
    Nikkei (TYO) short Nikon 772.89 13.437   11/18/13 13.220 10,385        384,438 -89  
11/11/13 Sell OMXH 25 long Nokia 2,123.59 5.770   10/28/13 4.960 -10,533 12,253 1,720 286,070  373,905 12,164 386,070
    CAC Next 20 short STMicroelectronics 1,883.25 5.653 5.533 10/28/13 5.593 -10,533 10,420 -113 285,957  363,372 22,584 385,957
  Buy OMXH 25 Outokumpu 2,918.00 3.500   12/02/13 3.690 10,213        373,585 12,371  
    CAC Next 20 long EDF 394.63 25.880   12/09/13 26.640 10,213        383,798 2,158  
11/18/13 Sell HSI-Prop short Hang Lung 1,612.80 2.531 2.606 6/10/13 2.568 -4,142 4,203 61 286,018  379,656 6,362 386,018
      Sino Land 3,849.08 1.043 1.110 6/10/13 1.076 -4,142 4,274 132 286,150  375,514 10,636 386,150
    Topix (FRA) Inpex 960.14 8.519 7.387 6/03/13 7.953 -7,636 7,093 -543 285,606  367,878 17,728 385,606
    Nikkei (TYO) Nikon 772.89 13.220 13.657 11/04/13 13.437 -10,385 10,555 170 285,777  357,493 28,283 385,777
  Buy HSI-Prop long CK Hutchison 436.68 11.852   2/10/14 10.645 5,176        362,669 23,108  
      China Ov Land & Inv 2,230.15 2.321   2/10/14 1.876 5,176        367,844 17,932  
    Topix (FRA) Softbank 361.37 28.644   11/25/13 31.950 10,351        378,195 7,581  
    Nikkei (TYO) MinebeaMitsumi 2,061.42 5.021   3/03/14 6.187 10,351        388,546 -2,770  
11/25/13 Sell ISEQ 20 long Bank of Ireland 685.74 8.040   10/28/13 7.680 -5,266 5,513 247 286,024  383,280 2,744 386,024
      Smurfit Kappa 306.01 17.550   10/28/13 17.210 -5,266 5,370 104 286,128  378,014 8,114 386,128
    Topix (FRA) Softbank 361.37 31.950   11/18/13 28.644 -10,351 11,546 1,195 287,322  367,662 19,660 387,322
    GCX SunPower 1,039.40 21.795   2/11/13 7.063 -7,341 22,653 15,312 302,635  360,321 42,313 402,635
  Buy ISEQ 20 short Flutter 99.19 56.070   12/02/13 56.450 5,562        365,883 36,752  
      Ryanair Holdings 953.62 5.832   12/02/13 6.109 5,562        371,445 31,190  
    Topix (FRA) Komatsu 711.05 15.643   6/09/14 16.815 11,123        382,568 20,067  
    GCX Aurubis 262.49 42.375   1/06/14 43.845 11,123        393,691 8,944  
12/02/13 Sell ISEQ 20 short Flutter 99.19 56.450 55.690 11/25/13 56.070 -5,562 5,524 -38 302,597  388,129 14,468 402,597
      Ryanair Holdings 953.62 6.109 5.555 11/25/13 5.832 -5,562 5,297 -264 302,333  382,567 19,765 402,333
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 2,918.00 3.690 3.310 11/11/13 3.500 -10,213 9,659 -554 301,778  372,354 29,424 401,778
    FT 30 long ITV 51.96 228.772   10/14/13 217.888 -11,321 11,887 566 302,344  361,033 41,311 402,344
  Buy ISEQ 20 Bank of Ireland 664.93 8.340   4/14/14 8.250 5,546        366,579 35,765  
      Smurfit Kappa 321.66 17.240   4/14/14 17.010 5,545        372,124 30,220  
    OMXH 25 Nokia 1,876.97 5.909   12/09/13 5.850 11,091        383,215 19,129  
    FT 30 short RSA Insurance 19.87 558.095   12/23/13 490.074 11,089        394,304 8,040  
12/09/13 Sell OMXH 25 long Nokia 1,876.97 5.850   12/02/13 5.909 -11,091 10,980 -111 302,233  383,213 19,020 402,233
    PSI 20 Teixeira Duarte 13,928.79 0.920   9/23/13 0.660 -9,193 12,814 3,621 305,855  374,020 31,834 405,855
    CAC Next 20 EDF 394.63 26.640   11/11/13 25.880 -10,213 10,513 300 306,155  363,807 42,347 406,155
  Buy OMXH 25 short Metso Outotec 1,674.18 6.697   5/12/14 8.620 11,212        375,019 31,135  
    CAC Next 20 STMicroelectronics 2,057.25 5.450   1/13/14 5.763 11,212        386,231 19,923  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,759.11 7.030   9/09/13 5.380 -9,464 12,367 2,903 309,057  376,767 32,290 409,057
    OBX 25 REC Silicon 3,032.53 2.538   10/21/13 3.544 -10,747 7,695 -3,052 306,005  366,020 39,985 406,005
    Nikkei (FRA) Softbank 181.87 30.884   11/04/13 28.550 -5,192 5,617 424 306,430  360,828 45,602 406,430
      Tokyo Electric Power 1,309.91 3.730   11/04/13 3.964 -5,192 4,886 -307 306,123  355,635 50,488 406,123
    DJ Global Titans Bank of America 862.35 11.075   10/29/12 7.204 -6,212 9,550 3,338 309,462  349,423 60,038 409,462
  Buy IBEX 35 short Acciona 295.20 39.760   1/20/14 48.255 11,737        361,161 48,301  
    OBX 25 TGS-NOPEC 691.54 16.972   12/23/13 17.469 11,737        372,897 36,564  
    Nikkei (FRA) Nitto Denko 202.49 28.981   12/30/13 30.258 5,868        378,766 30,696  
      Pacific Metals 236.06 24.860   12/30/13 26.180 5,868        384,634 24,827  
    CAC Mid 60 Adocia 2,055.52 5.710   12/23/13 5.660 11,737        396,371 13,090  
    DJ Global Titans IBM 90.81 129.242   12/23/13 133.044 11,736        408,108 1,354  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,361.57 4.388   11/04/13 4.398 -10,385 10,363 -22 309,440  397,723 11,717 409,440
    HSI Galaxy Entertainment 1,672.02 6.370   9/16/13 5.352 -8,948 10,651 1,703 311,142  388,775 22,368 411,142
    OBX 25 short TGS-NOPEC 691.54 17.469 16.475 12/16/13 16.972 -11,737 11,393 -344 310,799  377,038 33,761 410,799
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 RSA Insurance 19.87 490.074 635.558 12/02/13 558.095 -11,089 12,629 1,539 312,338  365,948 46,389 412,338
    CAC Mid 60 Adocia 2,055.52 5.660 5.760 12/16/13 5.710 -11,737 11,841 104 312,442  354,211 58,230 412,442
    DJ Global Titans IBM 90.81 133.044 125.440 12/16/13 129.242 -11,736 11,391 -345 312,096  342,475 69,621 412,096
  Buy SSE 50 Poly Developments 18,795.07 0.641   6/02/14 0.591 12,042        354,517 57,579  
    PSI 20 long Impresa 11,047.71 1.090   5/12/14 1.759 12,042        366,559 45,537  
    OBX 25 DNO International 4,143.27 2.906   2/17/14 2.830 12,042        378,601 33,495  
    FT 30 Int Cons Airlines 25.54 471.516   1/27/14 485.635 12,043        390,644 21,453  
    DJ Global Titans Alphabet A 29.49 408.320   10/27/14 433.045 12,041        402,685 9,411  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 202.49 30.258 27.704 12/16/13 28.981 -5,868 5,610 -259 311,838  396,817 15,021 411,838
      Pacific Metals 236.06 26.180 23.540 12/16/13 24.860 -5,868 5,557 -312 311,526  390,948 20,578 411,526
  Buy   long MinebeaMitsumi 1,024.27 5.273   2/10/14 6.030 5,401        396,349 15,177  
      Softbank 170.78 31.625   2/10/14 27.751 5,401        401,750 9,776  
1/06/14 Sell HSI-Fin long AIA 3,087.28 3.604   10/14/13 3.667 -11,322 11,128 -194 311,332  390,428 20,904 411,332
    GCX short Aurubis 262.49 43.845 40.905 11/25/13 42.375 -11,123 10,737 -386 310,946  379,305 31,641 410,946
  Buy HSI-Fin ICBC 23,580.56 0.469   6/02/14 0.478 11,064        390,369 20,577  
    SLI long Vifor Pharma 149.47 74.020   1/27/14 69.103 11,064        401,433 9,513  
    GCX Vestas Wind Systems 2,217.55 4.989   2/03/14 4.789 11,064        412,497 -1,551  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,057.25 5.763 5.137 12/09/13 5.450 -11,212 10,568 -644 310,302  401,285 9,017 410,302
  Buy   long Natixis 2,214.20 4.734   6/23/14 4.867 10,482        411,767 -1,465  
1/20/14 Sell IBEX 35 short Acciona 295.20 48.255 31.265 12/16/13 39.760 -11,737 9,229 -2,508 307,794  400,030 7,765 407,794
  Buy   long Siemens Gamesa 1,228.77 8.454   1/27/14 7.622 10,388        410,418 -2,623  
    NZX 50 short Chorus 11,088.81 0.937   6/02/14 1.063 10,388        420,806 -13,011  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,228.77 7.622   1/20/14 8.454 -10,388 9,366 -1,022 306,772  410,418 -3,646 406,772
    Athex LC Aegean Airlines 2,600.95 7.210   9/30/13 4.200 -10,924 18,753 7,829 314,601  399,494 15,107 414,601
    FT 30 Int Cons Airlines 25.54 485.635   12/23/13 471.516 -12,043 12,403 361 314,961  387,451 27,510 414,961
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Vifor Pharma 149.47 69.103   1/06/14 74.020 -11,064 10,329 -735 314,227  376,387 37,839 414,227
  Buy IBEX 35 short Repsol 644.85 17.525   2/17/14 17.625 11,301        387,688 26,538  
    Athex LC Eurobank Ergasias 230.63 49.000   5/09/16 0.875 11,301        398,989 15,237  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,111.29 7.265   9/30/13 5.174 -10,924 15,338 4,414 318,640  388,065 30,575 418,640
    GCX Vestas Wind Systems 2,217.55 4.789   1/06/14 4.989 -11,064 10,620 -444 318,197  377,001 41,195 418,197
  Buy FT 30 Int Cons Airlines 22.98 499.638   2/10/14 509.014 11,482        388,483 29,714  
    GCX short Aurubis 282.86 40.600   3/03/14 38.880 11,484        399,967 18,230  
2/10/14 Sell HSI-Prop long CK Hutchison 436.68 10.645   11/18/13 11.852 -5,176 4,649 -527 317,670  394,791 22,878 417,670
      China Ov Land & Inv 2,230.15 1.876   11/18/13 2.321 -5,176 4,184 -992 316,678  389,616 27,062 416,678
    MerVal Telecom Argentina 2,147.84 2.998   8/12/13 4.215 -9,054 6,440 -2,614 314,064  380,562 33,502 414,064
    FT 30 Int Cons Airlines 22.98 509.014   2/03/14 499.638 -11,482 11,697 215 314,279  369,080 45,199 414,279
    Nikkei (FRA) MinebeaMitsumi 1,024.27 6.030   12/30/13 5.273 -5,401 6,176 775 315,055  363,679 51,375 415,055
      Softbank 170.78 27.751   12/30/13 31.625 -5,401 4,739 -662 314,393  358,278 56,115 414,393
  Buy HSI-Prop short New World Dev 1,666.48 3.529   7/28/14 3.549 5,881        364,159 50,234  
      The Wharf 3,178.40 1.850   7/28/14 2.205 5,881        370,040 44,353  
    Nikkei (FRA) Hitachi Zosen 1,379.54 4.263   6/30/14 3.700 5,881        375,921 38,472  
      Nitto Denko 187.91 31.297   6/30/14 33.890 5,881        381,802 32,591  
2/17/14 Sell IBEX 35 short Repsol 644.85 17.625 17.425 1/27/14 17.525 -11,301 11,237 -64 314,328  370,501 43,827 414,328
    OBX 25 long DNO International 4,143.27 2.830   12/23/13 2.906 -12,042 11,726 -316 314,013  358,459 55,553 414,013
  Buy IBEX 35 Siemens Gamesa 1,405.70 8.351   3/10/14 8.580 11,739        370,198 43,814  
    OBX 25 short Petroleum Geo-Srvcs 1,543.59 7.605   6/02/14 7.980 11,739        381,937 32,075  
2/24/14 Buy MerVal long Edenor 35,459.46 0.315   12/15/14 0.569 11,152        393,089 20,923  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,061.42 6.187   11/18/13 5.021 -10,351 12,753 2,402 316,415  382,738 33,676 416,415
    GCX short Aurubis 282.86 38.880 42.396 2/03/14 40.600 -11,484 11,992 508 316,923  371,254 45,668 416,923
  Buy Nikkei (TYO) Hitachi Zosen 2,945.64 3.926   3/31/14 3.419 11,564        382,818 34,104  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX long Vestas Wind Systems 2,311.14 5.004   4/14/14 5.847 11,564        394,382 22,540  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,405.70 8.580   2/17/14 8.351 -11,739 12,061 322 317,245  382,643 34,601 417,245
  Buy   short Inditex 538.67 20.970   6/09/14 21.750 11,296        393,939 23,305  
3/31/14 Sell SDAX long ADLER Real Estate 3,594.31 5.100   10/21/13 2.990 -10,747 18,331 7,584 324,829  383,192 41,636 424,829
    Nikkei (TYO) short Hitachi Zosen 2,945.64 3.419 4.508 3/03/14 3.926 -11,564 13,280 1,716 326,545  371,628 54,917 426,545
  Buy SDAX Koenig & Bauer 978.54 12.300   5/05/14 11.730 12,036        383,664 42,881  
    Nikkei (TYO) long MinebeaMitsumi 1,868.04 6.443   4/07/14 6.630 12,036        395,700 30,845  
4/07/14 Sell   long MinebeaMitsumi 1,868.04 6.630   3/31/14 6.443 -12,036 12,384 348 326,893  383,664 43,229 426,893
  Buy   short Hitachi Zosen 3,404.20 3.453   7/28/14 3.842 11,753        395,417 31,476  
4/14/14 Sell ISEQ 20 long Bank of Ireland 664.93 8.250   12/02/13 8.340 -5,546 5,486 -60 326,833  389,872 36,962 426,833
      Smurfit Kappa 321.66 17.010   12/02/13 17.240 -5,545 5,471 -74 326,759  384,326 42,433 426,759
    BAX Morphosys 190.06 58.270   7/01/13 44.145 -8,390 11,075 2,685 329,444  375,936 53,508 429,444
    GEX Manz 171.61 65.730   9/23/13 53.570 -9,193 11,280 2,087 331,531  366,743 64,788 431,531
    GCX Vestas Wind Systems 2,311.14 5.847   3/03/14 5.004 -11,564 13,512 1,948 333,479  355,179 78,300 433,479
  Buy ISEQ 20 short C&C Group 1,427.90 4.480   1/19/15 3.322 6,397        361,576 71,903  
      Flutter 119.37 53.590   1/19/15 66.350 6,397        367,973 65,506  
    BAX Adva 3,994.38 3.203   4/21/14 3.210 12,794        380,767 52,712  
    GEX 4SC 2,231.89 5.732   1/26/15 3.657 12,794        393,561 39,918  
    GCX EJR 248.49 51.487   4/28/14 51.524 12,794        406,355 27,124  
4/21/14 Sell BAX short Adva 3,994.38 3.210 3.196 4/14/14 3.203 -12,794 12,766 -28 333,451  393,561 39,890 433,451
  Buy   long Sixt 409.02 28.930   5/05/14 28.890 11,833        405,394 28,057  
4/28/14 Sell Nordic 30 long Pandora 303.95 46.257   7/29/13 28.719 -8,729 14,060 5,331 338,781  396,665 42,117 438,781
    GCX short EJR 248.49 51.524 51.450 4/14/14 51.487 -12,794 12,785 -9 338,772  383,871 54,902 438,772
  Buy Germany SolarWorld 399.77 30.870   6/09/14 16.900 12,341        396,212 42,561  
    Nordic 30 Carlsberg A 167.19 73.812   5/05/14 74.896 12,341        408,552 30,220  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX long Vestas Wind Systems 2,002.69 6.162   5/19/14 7.076 12,341        420,893 17,879  
5/05/14 Sell SDAX short Koenig & Bauer 978.54 11.730 12.898 3/31/14 12.300 -12,036 12,621 585 339,357  408,857 30,500 439,357
    Nordic 30 Carlsberg A 167.19 74.896 72.728 4/28/14 73.812 -12,341 12,159 -181 339,176  396,517 42,659 439,176
    BAX long Sixt 409.02 28.890   4/21/14 28.930 -11,833 11,817 -16 339,160  384,684 54,476 439,160
  Buy SDAX ADLER Real Estate 2,460.62 5.015   5/19/14 5.000 12,340        397,024 42,136  
    Nordic 30 Pandora 253.24 48.729   9/15/14 59.766 12,340        409,364 29,796  
    BAX short Adva 3,856.25 3.200   6/09/14 3.196 12,340        421,704 17,456  
5/12/14 Sell OMXH 25 short Metso Outotec 1,674.18 8.620 4.774 12/09/13 6.697 -11,212 7,993 -3,219 335,940  410,492 25,448 435,940
    PSI 20 long Impresa 11,047.71 1.759   12/23/13 1.090 -12,042 19,433 7,391 343,331  398,450 44,881 443,331
  Buy OMXH 25 Outokumpu 1,827.10 6.680   5/19/14 6.250 12,205        410,655 32,676  
5/19/14 Sell SDAX long ADLER Real Estate 2,460.62 5.000   5/05/14 5.015 -12,340 12,303 -37 343,294  398,315 44,979 443,294
    OMXH 25 Outokumpu 1,827.10 6.250   5/12/14 6.680 -12,205 11,419 -786 342,509  386,110 56,399 442,509
    GCX Vestas Wind Systems 2,002.69 7.076   4/28/14 6.162 -12,341 14,172 1,831 344,339  373,769 70,570 444,339
  Buy HSI Citic Pacific 9,936.70 1.295   11/10/14 1.393 12,872        386,641 57,698  
    SDAX short WCM 7,930.50 1.623   5/26/14 1.623 12,872        399,513 44,826  
    OMXH 25 YIT 1,739.46 7.400   1/26/15 5.508 12,872        412,385 31,954  
    GCX Energy Recovery 3,819.02 3.371   3/02/15 3.076 12,872        425,257 19,082  
5/26/14 Sell SDAX short WCM 7,930.50 1.623 1.623 5/19/14 1.623 -12,872 12,872 0 344,339  412,385 31,954  
  Buy   long ADLER Real Estate 2,164.91 5.500   6/09/14 6.050 11,907        424,292 20,047  
    HSI-C&I Tencent 1,170.83 10.170   10/06/14 12.196 11,907        436,199 8,140  
6/02/14 Sell SSE 50 short Poly Developments 18,795.07 0.591 0.695 12/23/13 0.641 -12,042 13,057 1,015 345,354  424,157 21,197 445,354
    HSI-Fin ICBC 23,580.56 0.478 0.460 1/06/14 0.469 -11,064 10,856 -208 345,147  413,093 32,054 445,147
    OBX 25 Petroleum Geo-Srvcs 1,543.59 7.980 7.230 2/17/14 7.605 -11,739 11,161 -578 344,568  401,354 43,215 444,568
    NZX 50 Chorus 11,088.81 1.063 0.811 1/20/14 0.937 -10,388 8,989 -1,399 343,169  390,966 52,203 443,169
  Buy SSE 50 long Sinolink Secs 10,768.70 1.150   6/23/14 1.117 12,384        403,350 39,819  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin HK Exchgs & Clrg 904.91 13.685   9/29/14 17.213 12,384        415,734 27,435  
    OBX 25 Grieg Seafood 3,671.07 3.373   6/30/14 3.430 12,384        428,118 15,051  
    FT 30 National Grid 11.22 1,103.450   6/09/14 1,037.210 12,381        440,499 2,670  
    NZX 50 Tourism 17,785.44 0.696   7/21/14 0.758 12,384        452,883 -9,714  
6/09/14 Sell Germany short SolarWorld 399.77 16.900 56.388 4/28/14 30.870 -12,341 22,542 10,201 353,370  440,542 12,829 453,370
    SDAX long ADLER Real Estate 2,164.91 6.050   5/26/14 5.500 -11,907 13,098 1,191 354,561  428,635 25,926 454,561
    IBEX 35 short Inditex 538.67 21.750 20.190 3/10/14 20.970 -11,296 10,876 -420 354,141  417,339 36,802 454,141
    FT 30 long National Grid 11.22 1,037.210   6/02/14 1,103.450 -12,381 11,638 -743 353,398  404,958 48,440 453,398
    Topix (FRA) short Komatsu 711.05 16.815 14.471 11/25/13 15.643 -11,123 10,290 -833 352,564  393,835 58,729 452,564
    BAX Adva 3,856.25 3.196 3.204 5/05/14 3.200 -12,340 12,355 15 352,580  381,495 71,085 452,580
  Buy Germany long RIB Software 935.07 14.000   7/28/14 10.655 13,091        394,586 57,994  
    SDAX short WCM 8,185.20 1.599   12/29/14 1.381 13,091        407,677 44,903  
    FT 30 Tesco 28.43 460.539   11/17/14 306.530 13,093        420,770 31,810  
    Topix (FRA) long Fujitsu 261.66 50.030   9/15/14 48.100 13,091        433,861 18,719  
    BAX Cancom 663.17 19.740   6/16/14 18.403 13,091        446,952 5,628  
6/16/14 Sell   long Cancom 663.17 18.403   6/09/14 19.740 -13,091 12,204 -887 351,693  433,861 17,832 451,693
  Buy IBEX 35 short ArcelorMittal 357.97 32.790   3/02/15 28.860 11,738        445,599 6,094  
    BAX Adva 3,742.98 3.136   6/23/14 3.096 11,738        457,337 -5,644  
6/23/14 Sell SSE 50 long Sinolink Secs 10,768.70 1.117   6/02/14 1.150 -12,384 12,029 -355 351,337  444,953 6,385 451,337
    CAC Next 20 Natixis 2,214.20 4.867   1/13/14 4.734 -10,482 10,777 294 351,632  434,471 17,161 451,632
    BAX short Adva 3,742.98 3.096 3.177 6/16/14 3.136 -11,738 11,890 152 351,783  422,733 29,051 451,783
  Buy SSE 50 Kangmei Pharma 13,944.32 0.862   7/07/14 0.868 12,020        434,753 17,031  
    CAC Next 20 Arkema 170.12 70.655   1/26/15 62.720 12,020        446,773 5,011  
    CAC Mid 60 CGG 35.01 343.360   1/19/15 153.600 12,021        458,794 -7,010  
    BAX long Wacker Neuson 725.41 16.570   7/14/14 17.170 12,020        470,814 -19,030  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/30/14 Sell OBX 25 long Grieg Seafood 3,671.07 3.430   6/02/14 3.373 -12,384 12,591 207 351,991  458,430 -6,439 451,991
    Nikkei (FRA) short Hitachi Zosen 1,379.54 3.700 4.912 2/10/14 4.263 -5,881 6,776 895 352,886  452,549 337 452,886
      Nitto Denko 187.91 33.890 28.704 2/10/14 31.297 -5,881 5,394 -487 352,399  446,668 5,731 452,399
  Buy OBX 25 Norwegian 4.78 2,398.530   7/07/14 2,546.850 11,465        458,133 -5,734  
    Nikkei (FRA) long Fujitsu 104.14 54.990   8/17/15 44.550 5,727        463,859 -11,461  
      MinebeaMitsumi 696.32 8.224   8/17/15 12.573 5,727        469,586 -17,187  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,944.32 0.868 0.856 6/23/14 0.862 -12,020 11,931 -89 352,309  457,566 -5,257 452,309
    OBX 25 Norwegian 4.78 2,546.850 2,250.210 6/30/14 2,398.530 -11,465 10,756 -709 351,600  446,101 5,499 451,600
  Buy SSE 50 long AVIC Aviation Engine 3,839.85 2.976   8/03/15 7.097 11,427        457,528 -5,928  
    OBX 25 SalMar 847.71 13.480   7/28/14 14.639 11,427        468,955 -17,355  
7/14/14 Sell BAX long Wacker Neuson 725.41 17.170   6/23/14 16.570 -12,020 12,455 435 352,036  456,935 -4,899 452,036
7/21/14 Sell NZX 50 long Tourism 17,785.44 0.758   6/02/14 0.696 -12,384 13,480 1,096 353,131  444,551 8,580 453,131
  Buy France short CGG 43.18 267.296   12/29/14 160.352 11,542        456,093 -2,962  
    NZX 50 a2 Milk 29,458.91 0.392   7/28/14 0.401 11,542        467,635 -14,504  
7/28/14 Sell Germany long RIB Software 935.07 10.655   6/09/14 14.000 -13,091 9,963 -3,128 350,003  454,544 -4,540 450,003
    MDAX Dürr 349.62 30.355   7/01/13 23.998 -8,390 10,613 2,223 352,226  446,154 6,072 452,226
    HSI-Prop short New World Dev 1,666.48 3.549 3.509 2/10/14 3.529 -5,881 5,848 -33 352,193  440,273 11,920 452,193
      The Wharf 3,178.40 2.205 1.496 2/10/14 1.850 -5,881 4,755 -1,126 351,067  434,392 16,676 451,067
    OBX 25 long SalMar 847.71 14.639   7/07/14 13.480 -11,427 12,409 983 352,050  422,965 29,085 452,050
    NZX 50 short a2 Milk 29,458.91 0.401 0.383 7/21/14 0.392 -11,542 11,280 -262 351,788  411,423 40,365 451,788
    Nikkei (TYO) Hitachi Zosen 3,404.20 3.842 3.063 4/07/14 3.453 -11,753 10,427 -1,326 350,461  399,670 50,792 450,461
  Buy Germany SolarWorld 835.40 15.000   1/12/15 12.350 12,531        412,201 38,261  
    MDAX Südzucker 902.48 13.885   2/02/15 11.245 12,531        424,732 25,730  
    HSI-Prop long CK Hutchison 456.34 13.730   8/24/15 10.950 6,266        430,997 19,464  
      Sino Land 5,004.39 1.252   8/24/15 1.200 6,266        437,263 13,199  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short Petroleum Geo-Srvcs 1,941.89 6.453   8/11/14 6.127 12,531        449,794 668  
    NZX 50 long Tourism 16,840.48 0.744   2/22/16 1.542 12,531        462,325 -11,863  
    BAX Nemetschek 1,972.08 6.354   8/04/14 6.125 12,531        474,856 -24,394  
    Nikkei (TYO) MinebeaMitsumi 1,371.32 9.138   10/20/14 9.651 12,531        487,387 -36,925  
8/04/14 Sell HDAX long Dürr 477.70 28.230   1/23/12 9.125 -4,359 13,485 9,126 359,588  483,028 -23,440 459,588
    MIB Azimut 692.93 18.460   11/05/12 9.304 -6,447 12,791 6,344 365,932  476,581 -10,648 465,932
    BAX Nemetschek 1,972.08 6.125   7/28/14 6.354 -12,531 12,079 -452 365,480  464,050 1,431 465,480
    Indices Merval 18.06 750.468   8/12/13 501.316 -9,054 13,553 4,500 369,980  454,996 14,984 469,980
  Buy HDAX short Südzucker 931.18 13.020   1/12/15 11.160 12,124        467,120 2,860  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        479,238 -9,258  
8/11/14 Sell ATX long Wienerberger 822.58 11.525   10/21/13 13.065 -10,747 9,480 -1,267 368,713  468,491 222 468,713
    DAX Continental 68.55 159.700   7/16/12 71.440 -4,897 10,947 6,050 374,764  463,594 11,169 474,764
    OBX 25 short Petroleum Geo-Srvcs 1,941.89 6.127 6.796 7/28/14 6.453 -12,531 13,197 666 375,430  451,063 24,367 475,430
  Buy ATX Raiffeisen Bank Int 660.71 18.910   2/16/15 13.795 12,494        463,557 11,873  
    DAX Adidas 217.48 57.450   8/18/14 60.070 12,494        476,051 -621  
    OBX 25 long SalMar 948.48 13.173   8/18/14 12.880 12,494        488,545 -13,116  
8/18/14 Sell DAX short Adidas 217.48 60.070 54.830 8/11/14 57.450 -12,494 11,924 -570 374,860  476,051 -1,191 474,860
    OBX 25 long SalMar 948.48 12.880   8/11/14 13.173 -12,494 12,216 -278 374,582  463,557 11,025 474,582
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 375,011  451,439 23,572 475,011
  Buy DAX long Vonovia 545.95 22.830   10/06/14 22.420 12,464        463,903 11,108  
    OBX 25 short Petroleum Geo-Srvcs 2,043.38 6.100   2/16/15 5.700 12,464        476,367 -1,356  
    Indices long Merval 15.90 784.124   10/06/14 1,022.100 12,468        488,834 -13,823  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,886.96 6.373   7/01/13 2.159 -8,390 24,771 16,381 391,392  480,444 10,948 491,392
  Buy   short Demant 1,067.61 11.763   9/08/14 11.966 12,558        493,002 -1,610  
9/08/14 Sell   short Demant 1,067.61 11.966 11.559 9/01/14 11.763 -12,558 12,341 -217 391,174  480,444 10,730 491,174
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Pandora 218.38 57.454   9/29/14 61.631 12,547        492,991 -1,817  
9/15/14 Sell Nordic 30 long Pandora 253.24 59.766   5/05/14 48.729 -12,340 15,135 2,795 393,969  480,651 13,318 493,969
    Topix (FRA) Fujitsu 261.66 48.100   6/09/14 50.030 -13,091 12,586 -505 393,464  467,560 25,904 493,464
  Buy Nordic 30 short Volvo 1,476.93 8.791   11/10/14 9.334 12,984        480,544 12,920  
    Topix (FRA) Aeon 1,653.80 7.851   1/05/15 8.291 12,984        493,528 -64  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 904.91 17.213   6/02/14 13.685 -12,384 15,576 3,192 396,656  481,144 15,512 496,656
    TSX 60 Bausch Health 142.09 102.197   9/30/13 76.879 -10,924 14,521 3,597 400,253  470,220 30,033 500,253
    OMXC 20 Pandora 218.38 61.631   9/08/14 57.454 -12,547 13,459 912 401,166  457,673 43,492 501,166
  Buy HSI-Fin short ICBC 27,341.37 0.498   11/03/14 0.526 13,616        471,289 29,876  
    TSX 60 Yamana Gold 2,838.68 4.797   3/23/15 3.713 13,616        484,905 16,260  
10/06/14 Sell DAX long Vonovia 545.95 22.420   8/18/14 22.830 -12,464 12,240 -224 400,942  472,441 28,500 500,942
    HSI-C&I Tencent 1,170.83 12.196   5/26/14 10.170 -11,907 14,280 2,373 403,314  460,534 42,780 503,314
    Indices Merval 15.90 1,022.100   8/18/14 784.124 -12,468 16,251 3,784 407,098  448,067 59,031 507,098
  Buy DAX short Deutsche Lufthansa 1,171.61 12.080   11/17/14 13.145 14,153        462,220 44,878  
    HSI-C&I Galaxy Entertainment 2,872.89 4.926   4/13/15 4.822 14,153        476,373 30,725  
    PSI 20 Pharol 8,682.82 1.630   2/23/15 0.697 14,153        490,526 16,572  
    Indices PSI 20 2.56 5,537.710   2/23/15 5,494.440 14,177        504,702 2,396  
10/13/14 Sell S&P 100 long Gilead Sciences 270.16 79.611   9/17/12 25.063 -6,771 21,508 14,737 421,835  497,931 23,903 521,835
    BEL 20 KBC 255.44 40.740   7/15/13 31.350 -8,008 10,407 2,399 424,233  489,923 34,310 524,233
    OMXS 30 Nokia 1,285.94 6.407   7/08/13 3.186 -4,096 8,238 4,142 428,375  485,827 42,548 528,375
      Kinnevik 187.33 22.475   7/08/13 21.868 -4,096 4,210 114 428,489  481,730 46,759 528,489
  Buy S&P 100 short General Motors 615.11 23.379   10/27/14 23.689 14,381        496,111 32,378  
    BEL 20 Galapagos 1,293.84 11.115   11/17/14 12.800 14,381        510,492 17,997  
    OMXS 30 Lundin 643.65 11.172   11/03/14 11.400 7,191        517,683 10,806  
      MTG 310.94 23.125   11/03/14 24.302 7,191        524,873 3,616  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/20/14 Sell Kospi 50 long Amorepacific Group 183.86 87.497   7/23/12 26.166 -4,811 16,087 11,276 439,766  520,063 19,703 539,766
    Europe 50 Roche 18.57 222.572   12/19/11 129.719 -2,409 4,133 1,724 441,490  517,654 23,836 541,490
    Nikkei (TYO) MinebeaMitsumi 1,371.32 9.651   7/28/14 9.138 -12,531 13,234 703 442,193  505,123 37,070 542,193
    SP Global 100 Apple 322.65 19.487   4/30/12 15.738 -5,078 6,288 1,210 443,403  500,045 43,358 543,403
  Buy Kospi 50 short Hyundai Heavy 175.51 83.577   12/08/14 94.176 14,669        514,713 28,689  
    Europe 50 Deutsche Bank 680.85 21.545   11/10/14 21.563 14,669        529,382 14,020  
    Nikkei (TYO) Toyo Seikan 1,786.40 8.212   10/27/14 8.725 14,669        544,051 -649  
    SP Global 100 Deutsche Bank 680.85 21.545   11/03/14 22.134 14,669        558,720 -15,318  
10/27/14 Sell S&P 100 short General Motors 615.11 23.689 23.070 10/13/14 23.379 -14,381 14,191 -190 443,212  544,340 -1,127 543,212
    Nikkei (TYO) Toyo Seikan 1,786.40 8.725 7.698 10/20/14 8.212 -14,669 13,752 -917 442,295  529,671 12,624 542,295
    DJ Global Titans long Alphabet A 29.49 433.045   12/23/13 408.320 -12,041 12,771 729 443,024  517,629 25,395 543,024
  Buy S&P 100 Gilead Sciences 160.26 88.668   6/08/15 100.700 14,210        531,839 11,185  
    Nikkei (TYO) MinebeaMitsumi 1,356.25 10.477   8/24/15 10.589 14,210        546,049 -3,025  
    DJ Global Titans short Samsung Electronics 867.17 16.387   11/10/14 18.745 14,210        560,259 -17,235  
11/03/14 Sell HSI-Fin short ICBC 27,341.37 0.526 0.470 9/29/14 0.498 -13,616 12,861 -755 442,269  546,643 -4,374 542,269
    OMXS 30 Lundin 643.65 11.400 10.943 10/13/14 11.172 -7,191 7,043 -147 442,122  539,452 2,670 542,122
      MTG 310.94 24.302 21.949 10/13/14 23.125 -7,191 6,825 -366 441,756  532,262 9,494 541,756
    SP Global 100 Deutsche Bank 680.85 22.134 20.956 10/20/14 21.545 -14,669 14,268 -401 441,355  517,593 23,762 541,355
  Buy HSI-Fin long HK Exchgs & Clrg 799.54 17.669   11/24/14 17.528 14,127        531,720 9,635  
    OMXC 20 Pandora 211.87 66.679   11/17/14 66.322 14,127        545,847 -4,492  
    OMXS 30 Boliden 538.50 13.117   6/08/15 18.209 7,064        552,911 -11,556  
      Electrolux 314.56 22.455   6/08/15 27.196 7,064        559,974 -18,619  
    SP Global 100 Apple 645.14 21.898   8/24/15 22.212 14,127        574,101 -32,746  
11/10/14 Sell HSI long Citic Pacific 9,936.70 1.393   5/19/14 1.295 -12,872 13,842 970 442,325  561,229 -18,904 542,325
    Europe 50 short Deutsche Bank 680.85 21.563 21.527 10/20/14 21.545 -14,669 14,657 -12 442,313  546,560 -4,247 542,313
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Volvo 1,476.93 9.334 8.249 9/15/14 8.791 -12,984 12,183 -801 441,512  533,576 7,935 541,512
    DJ Global Titans Samsung Electronics 867.17 18.745 14.028 10/27/14 16.387 -14,210 12,165 -2,045 439,467  519,366 20,100 539,467
  Buy HSI Kunlun Energy 13,504.20 1.036   1/12/15 0.825 13,989        533,355 6,111  
    Europe 50 long Novartis 225.94 61.916   8/24/15 69.088 13,989        547,345 -7,878  
    Nordic 30 Pandora 205.25 68.154   6/01/15 91.032 13,989        561,333 -21,867  
    DJ Global Titans Apple 638.79 21.899   12/15/14 21.746 13,989        575,322 -35,856  
11/17/14 Sell DAX short Deutsche Lufthansa 1,171.61 13.145 11.015 10/06/14 12.080 -14,153 12,905 -1,248 438,219  561,169 -22,950 538,219
    BEL 20 Galapagos 1,293.84 12.800 9.430 10/13/14 11.115 -14,381 12,201 -2,180 436,039  546,788 -10,749 536,039
    OMXC 20 long Pandora 211.87 66.322   11/03/14 66.679 -14,127 14,052 -76 435,963  532,661 3,302 535,963
    FT 30 short Tesco 28.43 306.530 691.926 6/09/14 460.539 -13,093 19,671 6,578 442,541  519,568 22,974 542,541
  Buy DAX long Merck (EMD) 184.39 76.670   7/06/15 90.640 14,137        533,705 8,837  
    BEL 20 Proximus 463.51 30.500   11/24/14 30.740 14,137        547,842 -5,300  
    OMXC 20 short FLSmidth 426.06 33.181   11/24/14 35.297 14,137        561,979 -19,438  
    FT 30 long Man Group 83.39 169.534   12/15/14 177.040 14,137        576,116 -33,575  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.54 17.528   11/03/14 17.669 -14,127 14,014 -113 442,429  561,989 -19,561 542,429
    BEL 20 Proximus 463.51 30.740   11/17/14 30.500 -14,137 14,248 111 442,540  547,852 -5,313 542,540
    OMXC 20 short FLSmidth 426.06 35.297 31.065 11/17/14 33.181 -14,137 13,236 -902 441,638  533,715 7,923 541,638
  Buy HSI-Fin HSBC 1,719.16 7.992   1/26/15 8.332 13,739        547,454 -5,816  
    BEL 20 Galapagos 1,065.04 12.900   12/01/14 13.020 13,739        561,193 -19,555  
    OMXC 20 long Pandora 204.43 67.207   8/17/15 107.440 13,739        574,932 -33,294  
12/01/14 Sell BEL 20 short Galapagos 1,065.04 13.020 12.780 11/24/14 12.900 -13,739 13,611 -128 441,511  561,193 -19,683 541,511
  Buy   long Proximus 412.69 31.610   12/15/14 29.550 13,045        574,239 -32,728  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.51 94.176 72.978 10/20/14 83.577 -14,669 12,808 -1,860 439,650  559,570 -19,920 539,650
  Buy   long Amorepacific Group 156.67 82.934   7/06/15 157.893 12,993        572,563 -32,913  
12/15/14 Sell BEL 20 long Proximus 412.69 29.550   12/01/14 31.610 -13,045 12,195 -850 438,800  559,518 -20,718 538,800
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Edenor 35,459.46 0.569   2/24/14 0.315 -11,152 20,162 9,010 447,810  548,366 -556 547,810
    FT 30 Man Group 83.39 177.040   11/17/14 169.534 -14,137 14,763 626 448,436  534,229 14,208 548,436
    DJ Global Titans Apple 638.79 21.746   11/10/14 21.899 -13,989 13,891 -98 448,338  520,240 28,099 548,338
  Buy BEL 20 short Umicore 924.61 15.585   1/19/15 16.578 14,410        534,650 13,689  
    FT 30 Tesco 54.90 262.480   12/22/14 292.250 14,410        549,060 -721  
    DJ Global Titans Gazprom 4,318.25 3.337   3/02/15 4.494 14,410        563,470 -15,131  
12/22/14 Sell TecDAX short SMA Solar 221.62 14.800 46.789 5/21/12 26.315 -5,832 10,369 4,537 452,876  557,638 -4,762 552,876
    FT 30 Tesco 54.90 292.250 232.709 12/15/14 262.480 -14,410 12,776 -1,634 451,242  543,228 8,014 551,242
  Buy TecDAX long Dialog Semiconductor 477.41 29.285   6/01/15 51.190 13,981        557,209 -5,967  
    FT 30 Man Group 69.68 200.637   1/05/15 211.401 13,980        571,189 -19,948  
12/29/14 Sell France short CGG 43.18 160.352 445.565 7/21/14 267.296 -11,542 19,240 7,698 458,939  559,647 -708 558,939
    SDAX WCM 8,185.20 1.381 1.852 6/09/14 1.599 -13,091 15,156 2,065 461,004  546,556 14,448 561,004
  Buy France long Adocia 301.59 47.700   6/08/15 66.230 14,386        560,942 62  
    SDAX Patrizia Immobilien 1,169.59 12.300   1/19/15 14.055 14,386        575,328 -14,324  
    BAX KUKA 242.72 59.270   7/27/15 74.330 14,386        589,714 -28,710  
1/05/15 Sell FT 30 long Man Group 69.68 211.401   12/22/14 200.637 -13,980 14,730 750 461,754  575,734 -13,980 561,754
    Topix (FRA) short Aeon 1,653.80 8.291 7.411 9/15/14 7.851 -12,984 12,256 -728 461,026  562,750 -1,723 561,026
  Buy FT 30 Tesco 47.56 294.006   1/19/15 365.061 13,983        576,733 -15,706  
    Topix (FRA) long Oriental Land 291.73 47.929   2/02/15 54.216 13,982        590,715 -29,688  
1/12/15 Sell Germany short SolarWorld 835.40 12.350 18.219 7/28/14 15.000 -12,531 15,220 2,689 463,715  578,184 -14,469 563,715
    HSI Kunlun Energy 13,504.20 0.825 1.300 11/10/14 1.036 -13,989 17,561 3,572 467,287  564,195 3,092 567,287
    HDAX Südzucker 931.18 11.160 15.190 8/04/14 13.020 -12,124 14,145 2,021 469,308  552,071 17,237 569,308
  Buy Germany long Ströer Media 595.69 24.615   6/15/15 40.315 14,663        566,734 2,574  
    HSI China Life Ins HK 4,424.43 3.314   7/13/15 3.728 14,663        581,397 -12,089  
    HDAX Ströer Media 595.69 24.615   8/24/15 47.670 14,663        596,060 -26,752  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/19/15 Sell SDAX long Patrizia Immobilien 1,169.59 14.055   12/29/14 12.300 -14,386 16,439 2,053 471,360  581,674 -10,313 571,360
    ISEQ 20 short C&C Group 1,427.90 3.322 6.042 4/14/14 4.480 -6,397 8,627 2,230 473,590  575,277 -1,686 573,590
      Flutter 119.37 66.350 40.830 4/14/14 53.590 -6,397 4,874 -1,523 472,067  568,880 3,187 572,067
    BEL 20 Umicore 924.61 16.578 14.593 12/15/14 15.585 -14,410 13,492 -918 471,149  554,470 16,680 571,149
    FT 30 Tesco 47.56 365.061 222.950 1/05/15 294.006 -13,983 10,604 -3,379 467,770  540,487 27,283 567,770
    CAC Mid 60 CGG 35.01 153.600 767.553 6/23/14 343.360 -12,021 26,872 14,851 482,621  528,466 54,155 582,621
  Buy SDAX SGL Carbon 1,129.81 14.090   1/26/15 15.480 15,919        544,385 38,236  
    ISEQ 20 long Glanbia 574.69 13.850   6/08/15 17.420 7,959        552,344 30,277  
      Ryanair Holdings 818.04 9.730   6/08/15 11.660 7,960        560,304 22,317  
    BEL 20 bpost 696.37 22.860   9/28/15 21.000 15,919        576,223 6,398  
    FT 30 Man Group 75.86 209.841   6/08/15 231.072 15,919        592,141 -9,520  
    CAC Mid 60 Adocia 251.88 63.200   6/08/15 66.230 15,919        608,060 -25,439  
1/26/15 Sell SDAX short SGL Carbon 1,129.81 15.480 12.700 1/19/15 14.090 -15,919 14,349 -1,570 481,050  592,141 -11,090 581,050
    HSI-Fin HSBC 1,719.16 8.332 7.651 11/24/14 7.992 -13,739 13,154 -585 480,465  578,402 2,063 580,465
    OMXH 25 YIT 1,739.46 5.508 9.942 5/19/14 7.400 -12,872 17,294 4,422 484,887  565,530 19,357 584,887
    CAC Next 20 Arkema 170.12 62.720 79.594 6/23/14 70.655 -12,020 13,541 1,521 486,407  553,510 32,897 586,407
    GEX 4SC 2,231.89 3.657 8.986 4/14/14 5.732 -12,794 20,056 7,262 493,669  540,716 52,953 593,669
  Buy SDAX long Patrizia Immobilien 1,081.27 14.950   6/29/15 22.015 16,165        556,881 36,788  
    HSI-Fin China Life Ins HK 4,327.17 3.736   8/03/15 3.251 16,165        573,046 20,623  
    OMXH 25 Neste Oil 2,000.62 8.080   5/11/15 7.640 16,165        589,211 4,458  
    GEX Ströer Media 604.30 26.750   6/01/15 38.770 16,165        605,376 -11,707  
2/02/15 Sell MDAX short Südzucker 902.48 11.245 17.145 7/28/14 13.885 -12,531 15,473 2,942 496,611  592,845 3,766 596,611
    AEX KPN 1,596.53 2.756 4.771 10/15/12 3.626 -5,789 7,616 1,827 498,439  587,056 11,382 598,439
    Topix (FRA) long Oriental Land 291.73 54.216   1/05/15 47.929 -13,982 15,816 1,834 500,273  573,074 27,199 600,273
  Buy MDAX Ströer Media 608.22 25.790   11/16/15 61.450 15,686        588,760 11,513  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Orix 1,575.22 9.958   2/09/15 10.802 15,686        604,446 -4,173  
2/09/15 Sell   short Orix 1,575.22 10.802 9.114 2/02/15 9.958 -15,686 14,357 -1,329 498,943  588,760 10,183 598,943
  Buy MerVal long Aluar 16,244.93 0.937   2/16/15 0.944 15,228        603,988 -5,045  
    Topix (FRA) Sony 673.00 22.627   5/18/15 28.471 15,228        619,216 -20,273  
2/16/15 Sell ATX short Raiffeisen Bank Int 660.71 13.795 25.922 8/11/14 18.910 -12,494 17,127 4,633 503,576  606,722 -3,146 603,576
    OBX 25 Petroleum Geo-Srvcs 2,043.38 5.700 6.528 8/18/14 6.100 -12,464 13,339 875 504,451  594,258 10,193 604,451
    MerVal long Aluar 16,244.93 0.944   2/09/15 0.937 -15,228 15,337 109 504,560  579,030 25,530 604,560
  Buy ATX Zumtobel 746.72 21.095   9/07/15 23.775 15,752        594,782 9,778  
    OBX 25 Frontline 1,265.38 12.448   2/23/15 11.234 15,752        610,534 -5,974  
2/23/15 Sell PSI 20 short Pharol 8,682.82 0.697 3.812 10/06/14 1.630 -14,153 33,098 18,945 523,505  596,381 27,124 623,505
    OBX 25 long Frontline 1,265.38 11.234   2/16/15 12.448 -15,752 14,215 -1,537 521,968  580,629 41,339 621,968
    Indices short PSI 20 2.56 5,494.440 5,581.320 10/06/14 5,537.710 -14,177 14,288 112 522,080  566,453 55,627 622,080
  Buy PSI 20 long Altri 5,602.51 3.024   5/25/15 4.081 16,942        583,395 38,685  
    OBX 25 short Seadrill 6.02 2,815.850   4/13/15 2,712.370 16,951        600,346 21,734  
    MerVal long Comercial del Plata 68,507.89 0.247   3/02/15 0.261 16,942        617,288 4,792  
    Indices SSE 50 ew 50.36 336.435   7/27/15 382.611 16,943        634,231 -12,151  
3/02/15 Sell IBEX 35 short ArcelorMittal 357.97 28.860 37.255 6/16/14 32.790 -11,738 13,336 1,598 523,678  622,493 1,185 623,678
    MerVal long Comercial del Plata 68,507.89 0.261   2/23/15 0.247 -16,942 17,887 945 524,624  605,551 19,073 624,624
    DJ Global Titans short Gazprom 4,318.25 4.494 2.180 12/15/14 3.337 -14,410 9,414 -4,996 519,628  591,141 28,487 619,628
    GCX Energy Recovery 3,819.02 3.076 3.693 5/19/14 3.371 -12,872 14,105 1,233 520,861  578,269 42,592 620,861
  Buy IBEX 35 long Intl. Cons. Airlines 2,099.49 7.900   3/09/15 7.660 16,586        594,855 26,006  
    DJ Global Titans Apple 574.79 28.856   3/30/15 29.169 16,586        611,441 9,420  
    GCX Shimano 119.19 139.151   6/01/15 129.753 16,585        628,026 -7,166  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,099.49 7.660   3/02/15 7.900 -16,586 16,082 -504 520,357  611,441 8,916 620,357
  Buy   short Endesa 891.78 17.640   3/23/15 18.130 15,731        627,172 -6,815  
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 56,667.87 0.278   6/29/15 0.285 15,731        642,903 -22,546  
3/23/15 Sell IBEX 35 short Endesa 891.78 18.130 17.150 3/09/15 17.640 -15,731 15,294 -437 519,920  627,172 -7,252 619,920
    TSX 60 Yamana Gold 2,838.68 3.713 6.196 9/29/14 4.797 -13,616 17,588 3,972 523,892  613,555 10,336 623,892
  Buy IBEX 35 long Intl. Cons. Airlines 1,957.41 8.100   5/11/15 7.890 15,855        629,411 -5,519  
    TSX 60 Bausch Health 85.34 185.781   5/11/15 200.704 15,855        645,265 -21,373  
3/30/15 Sell DJ Global Titans long Apple 574.79 29.169   3/02/15 28.856 -16,586 16,766 180 524,071  628,679 -4,608 624,071
  Buy   short ConocoPhilips 262.08 59.090   4/27/15 61.591 15,486        644,165 -20,094  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,872.89 4.822 5.033 10/06/14 4.926 -14,153 14,458 305 524,377  630,012 -5,635 624,377
    OBX 25 Seadrill 6.02 2,712.370 2,923.280 2/23/15 2,815.850 -16,951 17,598 647 525,024  613,061 11,963 625,024
    ÖkoDAX SolarWorld 66.85 14.550 772.962 4/29/13 106.050 -7,089 51,673 44,583 569,607  605,971 63,635 669,607
  Buy HSI-C&I long Tencent 880.65 20.815   7/06/15 17.093 18,331        624,302 45,304  
    OBX 25 Frontline 1,339.47 13.685   5/18/15 12.057 18,331        642,633 26,973  
4/27/15 Sell DJ Global Titans short ConocoPhilips 262.08 61.591 56.589 3/30/15 59.090 -15,486 14,831 -655 568,951  627,147 41,804 668,951
  Buy   long Mitsubishi UFJ 2,738.38 6.489   6/08/15 6.373 17,768        644,915 24,036  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,957.41 7.890   3/23/15 8.100 -15,855 15,444 -411 568,540  629,060 39,480 668,540
    OMXH 25 Neste Oil 2,000.62 7.640   1/26/15 8.080 -16,165 15,285 -880 567,660  612,895 54,765 667,660
    TSX 60 Bausch Health 85.34 200.704   3/23/15 185.781 -15,855 17,128 1,274 568,933  597,040 71,893 668,933
  Buy IBEX 35 short Obrascón Huarte Lain 967.61 19.140   4/25/16 5.840 18,520        615,561 53,373  
    OMXH 25 Outokumpu 3,537.73 5.235   1/04/16 2.584 18,520        634,081 34,853  
    TSX 60 Cenovus Energy 1,194.38 15.506   3/21/16 12.064 18,520        652,601 16,333  
5/18/15 Sell OBX 25 long Frontline 1,339.47 12.057   4/13/15 13.685 -18,331 16,150 -2,181 566,752  634,270 32,482 666,752
    Topix (FRA) Sony 673.00 28.471   2/09/15 22.627 -15,228 19,161 3,933 570,685  619,042 51,643 670,685
  Buy OBX 25 short REC Silicon 8,532.01 2.117   6/01/15 1.852 18,058        637,100 33,585  
    Topix (FRA) Toshiba 603.34 29.930   5/25/15 30.510 18,058        655,158 15,527  
5/25/15 Sell PSI 20 long Altri 5,602.51 4.081   2/23/15 3.024 -16,942 22,864 5,922 576,607  638,216 38,391 676,607
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Toshiba 603.34 30.510 29.350 5/18/15 29.930 -18,058 17,708 -350 576,257  620,158 56,099 676,257
  Buy PSI 20 Pharol 35,898.04 0.510   11/23/15 0.369 18,308        638,466 37,791  
    Topix (FRA) long Sony 642.39 28.500   6/01/15 28.394 18,308        656,774 19,483  
6/01/15 Sell TecDAX long Dialog Semiconductor 477.41 51.190   12/22/14 29.285 -13,981 24,439 10,458 586,715  642,793 43,922 686,715
    OBX 25 short REC Silicon 8,532.01 1.852 2.418 5/18/15 2.117 -18,058 20,633 2,575 589,290  624,735 64,555 689,290
    Nordic 30 long Pandora 205.25 91.032   11/10/14 68.154 -13,989 18,684 4,696 593,985  610,746 83,239 693,985
    Topix (FRA) Sony 642.39 28.394   5/25/15 28.500 -18,308 18,240 -68 593,917  592,438 101,479 693,917
    GEX Ströer Media 604.30 38.770   1/26/15 26.750 -16,165 23,429 7,264 601,181  576,273 124,908 701,181
    GCX Shimano 119.19 129.753   3/02/15 139.151 -16,585 15,465 -1,120 600,061  559,688 140,373 700,061
  Buy TecDAX short Aixtron 3,044.93 6.900   4/25/16 4.108 21,010        580,698 119,363  
    OBX 25 long Frontline 1,684.07 12.476   6/08/15 12.298 21,010        601,708 98,353  
    Nordic 30 short Fortum 1,213.05 17.320   11/30/15 13.820 21,010        622,718 77,343  
    Topix (FRA) Toshiba 644.28 32.610   11/16/15 22.410 21,010        643,728 56,333  
    GCX REC Silicon 11,342.04 1.852   10/05/20 0.464 21,010        664,738 35,323  
6/08/15 Sell S&P 100 long Gilead Sciences 160.26 100.700   10/27/14 88.668 -14,210 16,138 1,928 601,989  650,528 51,461 701,989
    France Adocia 301.59 66.230   12/29/14 47.700 -14,386 19,974 5,588 607,577  636,142 71,436 707,577
    ISEQ 20 Glanbia 574.69 17.420   1/19/15 13.850 -7,959 10,011 2,052 609,629  628,182 81,447 709,629
      Ryanair Holdings 818.04 11.660   1/19/15 9.730 -7,960 9,538 1,579 611,208  620,223 90,985 711,208
    OBX 25 Frontline 1,684.07 12.298   6/01/15 12.476 -21,010 20,711 -299 610,909  599,213 111,696 710,909
    OMXS 30 Boliden 538.50 18.209   11/03/14 13.117 -7,064 9,805 2,742 613,651  592,149 121,501 713,651
      Electrolux 314.56 27.196   11/03/14 22.455 -7,064 8,555 1,491 615,142  585,086 130,056 715,142
    FT 30 Man Group 75.86 231.072   1/19/15 209.841 -15,919 17,529 1,611 616,752  569,167 147,585 716,752
    CAC Mid 60 Adocia 251.88 66.230   1/19/15 63.200 -15,919 16,682 763 617,515  553,248 164,267 717,515
    DJ Global Titans Mitsubishi UFJ 2,738.38 6.373   4/27/15 6.489 -17,768 17,451 -317 617,199  535,480 181,718 717,199
  Buy S&P 100 short Norfolk Southern 278.64 80.648   6/15/15 80.979 22,472        557,952 159,247  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    France Solocal 32.08 700.450   11/23/15 390.360 22,470        580,423 136,776  
    ISEQ 20 FBD Holdings 1,211.56 9.274   8/10/15 7.120 11,236        591,659 125,540  
    OBX 25 DNO International 17,638.93 1.274   12/21/15 0.607 22,472        614,131 103,068  
    OMXS 30 SSAB 2,194.53 5.120   10/26/15 3.388 11,236        625,367 91,832  
      Telia Company 2,136.65 5.259   10/26/15 4.765 11,236        636,603 80,596  
    FT 30 Tate & Lyle 29.82 753.704   12/28/15 807.108 22,475        659,078 58,121  
    DJ Global Titans BHP 1,181.51 19.020   7/13/15 17.787 22,472        681,550 35,649  
6/15/15 Sell S&P 100 short Norfolk Southern 278.64 80.979 80.318 6/08/15 80.648 -22,472 22,380 -92 617,107  659,078 58,029 717,107
    Germany long Ströer Media 595.69 40.315   1/12/15 24.615 -14,663 24,015 9,352 626,459  644,415 82,044 726,459
  Buy S&P 100 Starbucks 436.26 46.330   7/06/15 49.123 20,212        664,628 61,832  
6/29/15 Sell SDAX long Patrizia Immobilien 1,081.27 22.015   1/26/15 14.950 -16,165 23,804 7,639 634,098  648,463 85,636 734,098
    MerVal Comercial del Plata 56,667.87 0.285   3/09/15 0.278 -15,731 16,145 414 634,512  632,732 101,781 734,512
7/06/15 Sell S&P 100 long Starbucks 436.26 49.123   6/15/15 46.330 -20,212 21,430 1,218 635,730  612,519 123,211 735,730
    Kospi 50 Amorepacific Group 156.67 157.893   12/08/14 82.934 -12,993 24,737 11,744 647,474  599,526 147,948 747,474
    DAX Merck (EMD) 184.39 90.640   11/17/14 76.670 -14,137 16,713 2,576 650,050  585,389 164,661 750,050
    HSI-C&I Tencent 880.65 17.093   4/13/15 20.815 -18,331 15,053 -3,278 646,772  567,058 179,714 746,772
  Buy S&P 100 short Norfolk Southern 294.52 78.643   7/13/15 78.579 23,162        590,220 156,552  
    CAC 40 ArcelorMittal 918.03 25.230   3/27/17 22.800 23,162        613,382 133,390  
    DAX RWE 1,203.85 19.240   7/13/15 20.205 23,162        636,544 110,228  
    HSI-C&I Sands China 6,845.37 3.384   5/09/16 3.084 23,162        659,706 87,066  
7/13/15 Sell S&P 100 short Norfolk Southern 294.52 78.579 78.708 7/06/15 78.643 -23,162 23,181 19 646,791  636,544 110,247 746,791
    HSI long China Life Ins HK 4,424.43 3.728   1/12/15 3.314 -14,663 16,496 1,833 648,624  621,881 126,743 748,624
    DAX short RWE 1,203.85 20.205 18.275 7/06/15 19.240 -23,162 22,000 -1,162 647,462  598,719 148,743 747,462
    DJ Global Titans BHP 1,181.51 17.787 20.338 6/08/15 19.020 -22,472 24,029 1,557 649,020  576,247 172,773 749,020
  Buy S&P 100 long Amazon.com 55.66 414.042   7/27/15 479.746 23,046        599,293 149,727  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI short China Shenhua HK 12,407.93 1.857   4/18/16 1.521 23,044        622,337 126,683  
    DAX long Fresenius 376.17 61.260   7/27/15 61.200 23,044        645,381 103,639  
    DJ Global Titans Mitsubishi UFJ 3,668.61 6.281   7/27/15 6.435 23,044        668,425 80,595  
7/20/15 Sell DJTA long Avis Budget 490.29 38.916   9/24/12 12.419 -6,089 19,080 12,991 662,011  662,336 99,675 762,011
  Buy   short Avis Budget 553.56 38.916   8/03/15 39.514 21,542        683,878 78,133  
7/27/15 Sell S&P 100 long Amazon.com 55.66 479.746   7/13/15 414.042 -23,046 26,703 3,657 665,668  660,832 104,835 765,668
    DAX Fresenius 376.17 61.200   7/13/15 61.260 -23,044 23,022 -23 665,645  637,788 127,857 765,645
    BAX KUKA 242.72 74.330   12/29/14 59.270 -14,386 18,041 3,655 669,301  623,402 145,898 769,301
    Indices SSE 50 ew 50.36 382.611   2/23/15 336.435 -16,943 19,268 2,325 671,626  606,459 165,167 771,626
    DJ Global Titans Mitsubishi UFJ 3,668.61 6.435   7/13/15 6.281 -23,044 23,608 564 672,190  583,415 188,775 772,190
  Buy S&P 100 short ConocoPhilips 526.20 45.655   3/07/16 37.595 24,024        607,439 164,751  
    DAX RWE 1,295.09 18.550   10/19/15 12.230 24,024        631,463 140,727  
    BAX Grammer 914.85 26.260   11/09/15 23.675 24,024        655,487 116,703  
    Indices RTX 22.81 1,053.370   6/06/16 1,104.740 24,027        679,514 92,676  
    DJ Global Titans ConocoPhilips 526.20 45.655   8/03/15 45.385 24,024        703,538 68,652  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,839.85 7.097   7/07/14 2.976 -11,427 27,251 15,824 688,014  692,111 95,903 788,014
    HSI-Fin China Life Ins HK 4,327.17 3.251   1/26/15 3.736 -16,165 14,065 -2,100 685,914  675,946 109,968 785,914
    DJTA short Avis Budget 553.56 39.514 38.317 7/20/15 38.916 -21,542 21,211 -331 685,583  654,404 131,179 785,583
    DJ Global Titans ConocoPhilips 526.20 45.385 45.927 7/27/15 45.655 -24,024 24,167 143 685,726  630,380 155,346 785,726
  Buy SSE 50 China Northern Rare 11,302.97 2.081   1/04/16 1.789 23,526        653,906 131,820  
    HSI-Fin ICBC 37,617.52 0.625   1/04/16 0.538 23,526        677,432 108,294  
    DJTA long JetBlue Airways 1,092.33 21.538   8/24/15 18.277 23,526        700,958 84,768  
    SMI UBS 1,114.86 21.102   8/17/15 20.081 23,526        724,484 61,242  
    SLI Vifor Pharma 221.59 106.171   8/24/15 107.513 23,526        748,011 37,715  
    DJ Global Titans Mitsubishi UFJ 3,627.31 6.486   8/24/15 5.389 23,526        771,537 14,189  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/10/15 Sell ISEQ 20 short FBD Holdings 1,211.56 7.120 12.080 6/08/15 9.274 -11,236 14,635 3,399 689,125  760,301 28,825 789,125
  Buy   long Kingspan Group 449.90 22.725   8/17/15 22.815 10,224        770,525 18,601  
      Ryanair Holdings 800.00 12.780   8/17/15 12.705 10,224        780,749 8,377  
8/17/15 Sell ASX 50 long James Hardie Ind 693.70 12.058   1/30/12 5.763 -3,998 8,365 4,367 693,492  776,751 16,741 793,492
    ISEQ 20 Kingspan Group 449.90 22.815   8/10/15 22.725 -10,224 10,264 40 693,532  766,527 27,006 793,532
      Ryanair Holdings 800.00 12.705   8/10/15 12.780 -10,224 10,164 -60 693,472  756,303 37,170 793,472
    OMXC 20 Pandora 204.43 107.440   11/24/14 67.207 -13,739 21,964 8,225 701,697  742,564 59,134 801,697
    SMI UBS 1,114.86 20.081   8/03/15 21.102 -23,526 22,388 -1,138 700,559  719,038 81,521 800,559
    Nikkei (FRA) Fujitsu 104.14 44.550   6/30/14 54.990 -5,727 4,639 -1,087 699,472  713,311 86,161 799,472
      MinebeaMitsumi 696.32 12.573   6/30/14 8.224 -5,727 8,755 3,028 702,500  707,584 94,916 802,500
  Buy ASX 50 short Santos 5,634.67 3.982   11/23/15 2.708 22,435        730,019 72,481  
    ISEQ 20 FBD Holdings 1,625.72 6.900   11/30/15 6.852 11,217        741,237 61,263  
    OMXC 20 GN Store Nord 180.20 124.500   10/05/15 126.375 22,435        763,672 38,828  
    Nikkei (FRA) Sharp 874.32 12.830   11/23/15 10.210 11,218        774,889 27,611  
      IHI 371.56 30.190   11/23/15 25.250 11,217        786,107 16,393  
8/24/15 Sell USA long Alexion 44.80 143.833   11/28/11 50.936 -2,282 6,444 4,162 706,662  783,825 22,837 806,662
    DJIA Visa 127.48 58.880   12/19/11 18.897 -2,409 7,506 5,097 711,759  781,416 30,343 811,759
    Nasdaq 100 Regeneron 37.39 434.608   10/10/11 49.346 -1,845 16,250 14,405 726,164  779,571 46,593 826,164
    Euro 50 ASML 53.21 74.790   1/09/12 32.400 -1,724 3,980 2,256 728,420  777,847 50,573 828,420
      AB InBev 36.30 91.280   1/09/12 47.495 -1,724 3,313 1,589 730,009  776,123 53,886 830,009
    HDAX Ströer Media 595.69 47.670   1/12/15 24.615 -14,663 28,397 13,734 743,743  761,460 82,283 843,743
    FTSE Ashtead 14.01 1,199.890   7/30/12 333.248 -4,669 16,810 12,142 755,884  756,791 99,093 855,884
    HSI-Prop CK Hutchison 456.34 10.950   7/28/14 13.730 -6,266 4,997 -1,269 754,616  750,525 104,090 854,616
      Sino Land 5,004.39 1.200   7/28/14 1.252 -6,266 6,005 -260 754,355  744,260 110,095 854,355
    Europe 50 Novartis 225.94 69.088   11/10/14 61.916 -13,989 15,610 1,620 755,976  730,271 125,705 855,976
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA JetBlue Airways 1,092.33 18.277   8/03/15 21.538 -23,526 19,965 -3,561 752,415  706,745 145,670 852,415
    SLI Vifor Pharma 221.59 107.513   8/03/15 106.171 -23,526 23,824 297 752,712  683,218 169,494 852,712
    Nikkei (TYO) MinebeaMitsumi 1,356.25 10.589   10/27/14 10.477 -14,210 14,362 152 752,864  669,008 183,856 852,864
    DJ Global Titans Mitsubishi UFJ 3,627.31 5.389   8/03/15 6.486 -23,526 19,548 -3,978 748,886  645,482 203,404 848,886
    SP Global 100 Apple 645.14 22.212   11/03/14 21.898 -14,127 14,330 203 749,089  631,355 217,733 849,089
  Buy DJIA short Chevron 429.34 62.119   5/30/16 91.551 26,670        658,025 191,063  
    Nasdaq 100 Micron Technology 2,144.30 12.438   8/31/15 14.635 26,670        684,695 164,393  
    Euro 50 E.on 1,532.76 8.700   10/26/15 8.993 13,335        698,030 151,058  
      Banco Santander 2,559.50 5.210   10/26/15 5.230 13,335        711,365 137,723  
    HDAX RWE 2,017.40 13.220   11/23/15 10.895 26,670        738,035 111,053  
    FTSE Glencore 142.32 187.390   5/09/16 167.806 26,669        764,705 84,384  
    HSI-Prop Hang Lung 6,937.36 1.922   6/06/16 1.737 13,335        778,040 71,049  
      The Wharf 7,621.74 1.750   6/06/16 1.945 13,335        791,375 57,714  
    DJCA Chevron 429.34 62.119   8/31/15 72.229 26,670        818,045 31,044  
    Europe 50 Rio Tinto 9.11 2,927.710   10/26/15 3,453.900 26,671        844,716 4,372  
    DJTA Norfolk Southern 414.29 64.376   8/31/15 69.482 26,670        871,386 -22,298  
    SLI Aryzta 2,845.50 9.373   1/09/17 8.993 26,670        898,056 -48,968  
    CAC Next 20 Casino Guichard 473.88 56.280   1/30/17 49.780 26,670        924,726 -75,638  
    Nikkei (TYO) IHI 1,030.07 25.892   8/08/16 25.014 26,670        951,396 -102,308  
    DJ Global Titans ConocoPhilips 721.27 36.977   3/21/16 37.886 26,670        978,067 -128,978  
    SP Global 100 RWE 2,017.40 13.220   9/12/16 14.645 26,670        1,004,737 -155,648  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,144.30 14.635 10.240 8/24/15 12.438 -26,670 21,958 -4,711 744,377  978,067 -133,690 844,377
    DJCA Chevron 429.34 72.229 52.009 8/24/15 62.119 -26,670 22,330 -4,341 740,037  951,397 -111,360 840,037
    DJTA Norfolk Southern 414.29 69.482 59.269 8/24/15 64.376 -26,670 24,555 -2,116 737,921  924,726 -86,805 837,921
  Buy Nasdaq 100 long Netflix 183.05 102.576   9/07/15 88.434 18,777        943,503 -105,582  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJCA JetBlue Airways 943.31 19.906   3/16/20 9.506 18,777        962,280 -124,359  
    DJUA short CenterPoint Energy 565.38 16.606   12/07/15 15.137 9,389        971,669 -133,748  
      FirstEnergy 329.39 28.503   12/07/15 29.960 9,388        981,057 -143,136  
    DJTA long JetBlue Airways 943.31 19.906   1/04/16 20.201 18,777        999,834 -161,913  
9/07/15 Sell Nasdaq 100 long Netflix 183.05 88.434   8/31/15 102.576 -18,777 16,188 -2,589 735,332  981,058 -145,725 835,332
    ATX Zumtobel 746.72 23.775   2/16/15 21.095 -15,752 17,753 2,001 737,334  965,306 -127,972 837,334
  Buy Nasdaq 100 short Micron Technology 1,177.10 15.066   10/19/15 16.912 17,734        983,039 -145,706  
    ATX Vienna Insurance 651.03 27.240   3/28/16 18.660 17,734        1,000,774 -163,440  
9/14/15 Sell RTX short RusHydro 4,059.52 0.774 3.647 3/11/13 1.680 -6,820 14,803 7,983 745,317  993,954 -148,637 845,317
  Buy USA long JetBlue Airways 748.84 23.257   9/21/15 23.986 17,416        1,011,370 -166,053  
9/21/15 Sell   long JetBlue Airways 748.84 23.986   9/14/15 23.257 -17,416 17,961 545 745,862  993,954 -148,091 845,862
  Buy   short Wynn Resorts 293.27 59.482   10/05/15 57.973 17,444        1,011,398 -165,536  
    MIB Saipem 1,715.24 10.170   12/26/16 5.130 17,444        1,028,842 -182,980  
    RTX Mobile TeleSystems 2,751.42 6.340   9/28/15 6.096 17,444        1,046,286 -200,424  
9/28/15 Sell   short Mobile TeleSystems 2,751.42 6.096 6.594 9/21/15 6.340 -17,444 18,142 698 746,560  1,028,842 -182,281 846,560
    BEL 20 long bpost 696.37 21.000   1/19/15 22.860 -15,919 14,624 -1,295 745,265  1,012,923 -167,658 845,265
  Buy RTX Severstal 1,806.36 9.378   11/02/15 10.465 16,940        1,029,863 -184,598  
    BEL 20 short Solvay 189.25 89.510   3/28/16 85.670 16,940        1,046,803 -201,537  
10/05/15 Sell USA short Wynn Resorts 293.27 57.973 61.030 9/21/15 59.482 -17,444 17,898 454 745,719  1,029,358 -183,639 845,719
    OMXC 20 GN Store Nord 180.20 126.375 122.625 8/17/15 124.500 -22,435 22,097 -338 745,381  1,006,923 -161,542 845,381
  Buy USA long Netflix 172.00 99.392   12/14/15 109.790 17,095        1,024,019 -178,638  
    OMXC 20 Genmab 200.97 85.064   11/02/15 91.174 17,095        1,041,114 -195,733  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.90 208.474   4/02/18 330.481 16,240        1,057,354 -211,973  
    MerVal Pampa Energía 19,693.22 0.825   10/19/15 0.927 16,241        1,073,595 -228,214  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,177.10 16.912 13.219 9/07/15 15.066 -17,734 15,560 -2,174 743,208  1,055,861 -212,653 843,208
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX RWE 1,295.09 12.230 28.136 7/27/15 18.550 -24,024 36,439 12,415 755,622  1,031,837 -176,215 855,622
    MerVal long Pampa Energía 19,693.22 0.927   10/12/15 0.825 -16,241 18,246 2,005 757,627  1,015,596 -157,969 857,627
  Buy Nasdaq 100 Amazon.com 34.57 505.914   2/08/16 436.037 17,489        1,033,086 -175,459  
    DAX Fresenius 290.02 60.310   12/21/15 63.430 17,491        1,050,577 -192,950  
    MerVal short YPF 778.09 22.479   10/26/15 25.738 17,491        1,068,068 -210,441  
10/26/15 Sell Euro 50 short E.on 1,532.76 8.993 8.407 8/24/15 8.700 -13,335 12,886 -449 757,179  1,054,733 -197,554 857,179
      Banco Santander 2,559.50 5.230 5.190 8/24/15 5.210 -13,335 13,284 -51 757,127  1,041,398 -184,271 857,127
    OMXS 30 SSAB 2,194.53 3.388 7.737 6/08/15 5.120 -11,236 16,980 5,744 762,871  1,030,162 -167,291 862,871
      Telia Company 2,136.65 4.765 5.804 6/08/15 5.259 -11,236 12,400 1,164 764,036  1,018,926 -154,890 864,036
    Europe 50 Rio Tinto 9.11 3,453.900 2,401.510 8/24/15 2,927.710 -26,671 21,878 -4,794 759,242  992,254 -133,013 859,242
    MerVal YPF 778.09 25.738 19.221 10/19/15 22.479 -17,491 14,955 -2,535 756,706  974,764 -118,057 856,706
  Buy Euro 50 long Fresenius 143.93 64.150   1/11/16 59.420 9,233        983,997 -127,290  
      Inditex 274.71 33.610   1/11/16 29.430 9,233        993,230 -136,523  
    OMXS 30 Boliden 528.78 17.461   11/02/15 17.505 9,233        1,002,463 -145,756  
      Svenska Cellulosa B 1,771.59 5.212   11/02/15 5.468 9,233        1,011,696 -154,989  
    Europe 50 SAP 263.31 70.130   12/14/15 69.400 18,466        1,030,161 -173,455  
    MerVal Pampa Energía 16,068.57 1.149   3/07/16 0.728 18,466        1,048,627 -191,921  
11/02/15 Sell RTX long Severstal 1,806.36 10.465   9/28/15 9.378 -16,940 18,904 1,964 758,670  1,031,687 -173,018 858,670
    OMXC 20 Genmab 200.97 91.174   10/05/15 85.064 -17,095 18,323 1,228 759,898  1,014,592 -154,694 859,898
    OMXS 30 Boliden 528.78 17.505   10/26/15 17.461 -9,233 9,256 23 759,921  1,005,359 -145,438 859,921
      Svenska Cellulosa B 1,771.59 5.468   10/26/15 5.212 -9,233 9,686 453 760,374  996,126 -135,752 860,374
  Buy RTX short Mobile TeleSystems 2,911.91 6.221   4/25/16 7.952 18,115        1,014,241 -153,867  
    OMXS 30 SSAB 2,681.72 3.378   12/14/15 2.601 9,058        1,023,299 -162,924  
      SKF A 563.69 16.068   12/14/15 14.663 9,058        1,032,356 -171,982  
11/09/15 Sell BAX short Grammer 914.85 23.675 29.127 7/27/15 26.260 -24,024 26,647 2,623 762,997  1,008,332 -145,335 862,997
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Adva 1,766.72 10.155   11/16/15 10.530 17,941        1,026,273 -163,276  
11/16/15 Sell MDAX long Ströer Media 608.22 61.450   2/02/15 25.790 -15,686 37,375 21,689 784,686  1,010,587 -125,901 884,686
    BSE Sensex 30 Hindustan Unilever 659.61 11.144   1/30/12 6.061 -3,998 7,350 3,352 788,039  1,006,589 -118,551 888,039
    Topix (FRA) short Toshiba 644.28 22.410 47.453 6/01/15 32.610 -21,010 30,573 9,563 797,602  985,579 -87,978 897,602
    BAX long Adva 1,766.72 10.530   11/09/15 10.155 -17,941 18,604 663 798,264  967,638 -69,374 898,264
  Buy MDAX short Leoni 596.66 34.730   5/30/16 29.880 20,722        988,360 -90,096  
    BSE Sensex 30 Bharat Heavy 12,265.89 1.689   6/13/16 1.058 20,722        1,009,082 -110,818  
    SMI LafargeHolcim 410.26 50.510   1/09/17 49.995 20,722        1,029,804 -131,540  
    Topix (FRA) long Ono Pharmaceutical 758.99 27.302   12/14/15 30.520 20,722        1,050,526 -152,262  
    BAX short Leoni 596.66 34.730   11/23/15 36.045 20,722        1,071,248 -172,984  
11/23/15 Sell France short Solocal 32.08 390.360 1,256.870 6/08/15 700.450 -22,470 40,320 17,850 816,114  1,048,778 -132,664 916,114
    ASX 50 Santos 5,634.67 2.708 5.854 8/17/15 3.982 -22,435 32,984 10,549 826,663  1,026,343 -99,680 926,663
    HDAX RWE 2,017.40 10.895 16.041 8/24/15 13.220 -26,670 32,362 5,691 832,355  999,673 -67,318 932,355
    PSI 20 Pharol 35,898.04 0.369 0.705 5/25/15 0.510 -18,308 25,305 6,997 839,351  981,365 -42,014 939,351
    Nikkei (FRA) Sharp 874.32 10.210 16.122 8/17/15 12.830 -11,218 14,096 2,879 842,230  970,147 -27,918 942,230
      IHI 371.56 25.250 36.097 8/17/15 30.190 -11,217 13,412 2,195 844,425  958,930 -14,505 944,425
    BAX Leoni 596.66 36.045 33.415 11/16/15 34.730 -20,722 19,937 -785 843,640  938,208 5,432 943,640
  Buy France long Ubisoft 885.13 26.805   1/11/16 24.260 23,726        961,934 -18,294  
    HDAX SMA Solar 496.62 47.775   1/18/16 41.200 23,726        985,660 -42,020  
    PSI 20 Altri 4,645.78 5.107   12/07/15 5.008 23,726        1,009,386 -65,746  
    OMXC 20 Genmab 209.23 113.399   2/08/16 88.896 23,726        1,033,112 -89,472  
    Nikkei (FRA) Yamaha 473.20 25.070   12/07/15 22.360 11,863        1,044,976 -101,336  
    BAX Adva 2,138.44 11.095   12/14/15 9.859 23,726        1,068,702 -125,062  
    GEX Hypoport 300.33 79.000   12/14/15 70.070 23,726        1,092,428 -148,788  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,625.72 6.852 6.948 8/17/15 6.900 -11,217 11,296 79 843,718  1,081,210 -137,492 943,718
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Fortum 1,213.05 13.820 21.706 6/01/15 17.320 -21,010 26,331 5,321 849,039  1,060,200 -111,161 949,039
  Buy Germany long SMA Solar 443.54 47.225   1/11/16 49.315 20,946        1,081,146 -132,107  
    ASX 50 short Origin Energy 5,468.07 3.831   1/04/16 3.253 20,946        1,102,092 -153,053  
    ISEQ 20 long Flutter 87.24 120.050   12/07/15 122.000 10,473        1,112,565 -163,526  
      Dalata Hotel 2,033.59 5.150   12/07/15 5.130 10,473        1,123,038 -173,999  
    Nordic 30 Pandora 186.68 112.200   12/14/15 108.345 20,946        1,143,984 -194,945  
12/07/15 Sell ISEQ 20 long Flutter 87.24 122.000   11/30/15 120.050 -10,473 10,643 170 849,209  1,133,511 -184,301 949,209
      Dalata Hotel 2,033.59 5.130   11/30/15 5.150 -10,473 10,432 -41 849,169  1,123,038 -173,869 949,169
    PSI 20 Altri 4,645.78 5.008   11/23/15 5.107 -23,726 23,266 -460 848,709  1,099,312 -150,603 948,709
    DJUA short CenterPoint Energy 565.38 15.137 18.217 8/31/15 16.606 -9,389 10,299 911 849,620  1,089,923 -140,303 949,620
      FirstEnergy 329.39 29.960 27.045 8/31/15 28.503 -9,388 8,908 -480 849,140  1,080,535 -131,395 949,140
    Nikkei (FRA) long Yamaha 473.20 22.360   11/23/15 25.070 -11,863 10,581 -1,282 847,857  1,068,672 -120,814 947,857
    BSE Sensex 50 Eicher Motors 786.66 22.421   10/24/11 2.335 -1,837 17,638 15,801 863,658  1,066,835 -103,177 963,658
  Buy ISEQ 20 short FBD Holdings 1,577.13 6.820   1/04/16 6.603 10,756        1,077,591 -113,933  
    PSI 20 Pharol 76,283.69 0.282   4/25/16 0.141 21,512        1,099,103 -135,445  
    DJUA long NiSource 609.23 17.655   3/16/20 18.760 10,756        1,109,859 -146,201  
      American Water 199.67 53.870   3/16/20 106.441 10,756        1,120,615 -156,957  
    Nikkei (FRA) short OKI Electric 936.93 11.480   3/07/16 12.000 10,756        1,131,371 -167,713  
      Sharp 1,132.21 9.500   3/07/16 13.180 10,756        1,142,127 -178,469  
    BSE Sensex 50 ONGC 10,433.10 2.062   12/21/15 2.125 21,512        1,163,639 -199,981  
12/14/15 Sell USA long Netflix 172.00 109.790   10/05/15 99.392 -17,095 18,884 1,788 865,446  1,146,543 -181,097 965,446
    OMXS 30 short SSAB 2,681.72 2.601 4.386 11/02/15 3.378 -9,058 11,761 2,703 868,150  1,137,486 -169,336 968,150
      SKF A 563.69 14.663 17.608 11/02/15 16.068 -9,058 9,925 868 869,017  1,128,428 -159,411 969,017
    Europe 50 long SAP 263.31 69.400   10/26/15 70.130 -18,466 18,274 -192 868,825  1,109,962 -141,137 968,825
    Nordic 30 Pandora 186.68 108.345   11/30/15 112.200 -20,946 20,226 -720 868,105  1,089,017 -120,911 968,105
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Ono Pharmaceutical 758.99 30.520   11/16/15 27.302 -20,722 23,164 2,442 870,548  1,068,295 -97,747 970,548
    BAX Adva 2,138.44 9.859   11/23/15 11.095 -23,726 21,083 -2,643 867,905  1,044,569 -76,664 967,905
    GEX Hypoport 300.33 70.070   11/23/15 79.000 -23,726 21,044 -2,682 865,223  1,020,843 -55,620 965,223
  Buy OMXS 30 Securitas 848.65 13.398   12/21/15 13.632 11,370        1,032,213 -66,990  
      Swedish Match 3,667.74 3.100   12/21/15 3.142 11,370        1,043,583 -78,360  
    Europe 50 short Rio Tinto 8.93 2,545.100   12/28/15 2,721.790 22,728        1,066,311 -101,088  
    Nordic 30 Møller-Mærsk B 18.55 1,226.160   4/25/16 1,254.850 22,745        1,089,056 -123,833  
    Topix (FRA) Toshiba 1,046.96 21.720   12/21/15 19.300 22,740        1,111,796 -146,573  
    BAX Leoni 684.22 33.235   7/04/16 24.990 22,740        1,134,536 -169,313  
    GEX Manz 559.27 40.660   5/09/16 36.225 22,740        1,157,276 -192,053  
12/21/15 Sell DAX long Fresenius 290.02 63.430   10/19/15 60.310 -17,491 18,396 905 866,128  1,139,785 -173,657 966,128
    OBX 25 short DNO International 17,638.93 0.607 2.673 6/08/15 1.274 -22,472 47,142 24,670 890,797  1,117,313 -126,515 990,797
    OMXS 30 long Securitas 848.65 13.632   12/14/15 13.398 -11,370 11,568 198 890,996  1,105,943 -114,947 990,996
      Swedish Match 3,667.74 3.142   12/14/15 3.100 -11,370 11,525 155 891,151  1,094,573 -103,422 991,151
    Topix (FRA) short Toshiba 1,046.96 19.300 24.443 12/14/15 21.720 -22,740 25,591 2,851 894,002  1,071,833 -77,831 994,002
    BSE Sensex 50 ONGC 10,433.10 2.125 1.999 12/07/15 2.062 -21,512 20,856 -656 893,346  1,050,321 -56,975 993,346
  Buy DAX RWE 2,054.32 11.395   12/28/15 11.660 23,409        1,073,730 -80,384  
    OBX 25 long Bakkafrost 890.65 26.283   12/28/15 26.311 23,409        1,097,139 -103,793  
    OMXS 30 short SSAB 5,393.03 2.170   12/28/15 2.409 11,704        1,108,843 -115,498  
      SKF A 801.61 14.601   12/28/15 15.095 11,705        1,120,548 -127,202  
    Topix (FRA) long Ono Pharmaceutical 731.90 31.984   1/04/16 32.298 23,409        1,143,957 -150,611  
    CAC Mid 60 Sartorius Stedim 406.58 57.575   12/28/15 57.183 23,409        1,167,366 -174,020  
    BSE Sensex 50 Bajaj Finance 2,883.56 8.118   1/04/16 8.393 23,409        1,190,775 -197,429  
12/28/15 Sell DAX short RWE 2,054.32 11.660 11.130 12/21/15 11.395 -23,409 22,865 -544 892,801  1,167,366 -174,565 992,801
    OBX 25 long Bakkafrost 890.65 26.311   12/21/15 26.283 -23,409 23,434 25 892,826  1,143,957 -151,131 992,826
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 5,393.03 2.409 1.932 12/21/15 2.170 -11,704 10,417 -1,288 891,538  1,132,252 -140,714 991,538
      SKF A 801.61 15.095 14.108 12/21/15 14.601 -11,705 11,309 -396 891,143  1,120,548 -129,405 991,143
    Europe 50 Rio Tinto 8.93 2,721.790 2,368.420 12/14/15 2,545.100 -22,728 21,150 -1,578 889,565  1,097,820 -108,255 989,565
    FT 30 Tate & Lyle 29.82 807.108 700.300 6/08/15 753.704 -22,475 20,883 -1,593 887,972  1,075,345 -87,372 987,972
    CAC Mid 60 long Sartorius Stedim 406.58 57.183   12/21/15 57.575 -23,409 23,250 -159 887,813  1,051,936 -64,123 987,813
  Buy USA Energy Recovery 3,567.21 6.473   1/11/16 5.700 23,092        1,075,028 -87,215  
    DAX Adidas 259.20 89.090   3/07/16 96.970 23,092        1,098,120 -110,307  
    OBX 25 short Seadrill 25.28 913.471   5/09/16 892.833 23,093        1,121,212 -133,399  
    OMXS 30 long Securitas 832.14 13.875   1/04/16 13.705 11,546        1,132,758 -144,945  
      Swedish Match 3,604.75 3.203   1/04/16 3.169 11,546        1,144,304 -156,491  
    Europe 50 SAP 316.94 72.860   1/04/16 70.580 23,092        1,167,397 -179,584  
    FT 30 ITV 61.90 373.033   1/11/16 356.368 23,091        1,190,487 -202,674  
1/04/16 Sell SSE 50 short China Northern Rare 11,302.97 1.789 2.422 8/03/15 2.081 -23,526 27,377 3,851 891,664  1,166,961 -175,297 991,664
    ASX 50 Origin Energy 5,468.07 3.253 4.511 11/30/15 3.831 -20,946 24,664 3,718 895,382  1,146,015 -150,634 995,382
    HSI-Fin ICBC 37,617.52 0.538 0.727 8/03/15 0.625 -23,526 27,329 3,803 899,185  1,122,489 -123,305 999,185
    ISEQ 20 FBD Holdings 1,577.13 6.603 7.044 12/07/15 6.820 -10,756 11,109 353 899,538  1,111,733 -112,195 999,538
    OMXH 25 Outokumpu 3,537.73 2.584 10.606 5/11/15 5.235 -18,520 37,520 19,000 918,538  1,093,213 -74,675 1,018,538
    OMXS 30 long Securitas 832.14 13.705   12/28/15 13.875 -11,546 11,405 -141 918,397  1,081,667 -63,270 1,018,397
      Swedish Match 3,604.75 3.169   12/28/15 3.203 -11,546 11,425 -121 918,276  1,070,121 -51,846 1,018,276
    Europe 50 SAP 316.94 70.580   12/28/15 72.860 -23,092 22,370 -723 917,553  1,047,029 -29,476 1,017,553
    DJTA JetBlue Airways 943.31 20.201   8/31/15 19.906 -18,777 19,056 279 917,832  1,028,252 -10,420 1,017,832
    Topix (FRA) Ono Pharmaceutical 731.90 32.298   12/21/15 31.984 -23,409 23,639 230 918,062  1,004,843 13,219 1,018,062
    BSE Sensex 50 Bajaj Finance 2,883.56 8.393   12/21/15 8.118 -23,409 24,202 793 918,855  981,434 37,421 1,018,855
  Buy SSE 50 Shanghai Pudong 10,500.24 2.515   1/11/16 2.391 26,406        1,007,840 11,015  
    HSI-Fin Hang Seng Bank 1,550.24 17.034   1/11/16 16.023 26,406        1,034,246 -15,391  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 Flutter 107.04 123.350   1/18/16 119.900 13,203        1,047,449 -28,594  
      Dalata Hotel 2,454.09 5.380   1/18/16 4.930 13,203        1,060,652 -41,797  
    OMXH 25 Elisa 782.40 33.750   1/11/16 34.422 26,406        1,087,058 -68,203  
    OMXS 30 short SSAB 5,413.51 2.439   4/04/16 3.262 13,203        1,100,261 -81,406  
      SKF A 907.92 14.542   4/04/16 15.448 13,203        1,113,464 -94,609  
    Europe 50 Rio Tinto 10.21 2,585.270   1/25/16 2,112.660 26,396        1,139,860 -121,005  
    DJTA Ryder System 502.64 52.534   2/22/16 53.012 26,406        1,166,266 -147,411  
    Topix (FRA) Toshiba 1,329.61 19.860   8/15/16 25.260 26,406        1,192,672 -173,817  
    BSE Sensex 50 Larsen & Toubro 2,275.26 11.606   3/07/16 10.779 26,406        1,219,078 -200,223  
1/11/16 Sell USA long Energy Recovery 3,567.21 5.700   12/28/15 6.473 -23,092 20,334 -2,758 916,097  1,195,986 -179,889 1,016,097
    Euro 50 Fresenius 143.93 59.420   10/26/15 64.150 -9,233 8,552 -681 915,416  1,186,753 -171,336 1,015,416
      Inditex 274.71 29.430   10/26/15 33.610 -9,233 8,085 -1,148 914,268  1,177,520 -163,252 1,014,268
    France Ubisoft 885.13 24.260   11/23/15 26.805 -23,726 21,473 -2,253 912,016  1,153,794 -141,778 1,012,016
    Germany SMA Solar 443.54 49.315   11/30/15 47.225 -20,946 21,873 927 912,943  1,132,848 -119,905 1,012,943
    SSE 50 Shanghai Pudong 10,500.24 2.391   1/04/16 2.515 -26,406 25,104 -1,302 911,640  1,106,442 -94,801 1,011,640
    HSI-Fin Hang Seng Bank 1,550.24 16.023   1/04/16 17.034 -26,406 24,840 -1,566 910,074  1,080,036 -69,961 1,010,074
    OMXH 25 Elisa 782.40 34.422   1/04/16 33.750 -26,406 26,932 526 910,600  1,053,630 -43,030 1,010,600
    FT 30 ITV 61.90 356.368   12/28/15 373.033 -23,091 22,059 -1,032 909,568  1,030,539 -20,970 1,009,568
    Topix (TYO) Subaru 713.19 33.663   6/11/12 6.048 -4,313 24,008 19,695 929,263  1,026,226 3,038 1,029,263
  Buy Euro 50 short Volkswagen 110.24 117.050   1/25/16 110.750 12,904        1,039,130 -9,866  
      Banco Santander 3,162.62 4.080   1/25/16 3.860 12,903        1,052,033 -22,770  
    France Vallourec 97.87 263.680   4/18/16 148.800 25,806        1,077,839 -48,576  
    SSE 50 Haitong Secs 14,676.41 1.758   6/13/16 1.997 25,807        1,103,646 -74,383  
    ASX 50 Origin Energy 9,426.53 2.738   2/29/16 2.906 25,807        1,129,453 -100,190  
    HSI-Fin China Life Ins HK 10,167.84 2.538   6/06/16 1.986 25,807        1,155,260 -125,997  
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 10,422.86 2.476   4/25/16 3.996 25,807        1,181,067 -151,804  
    FT 30 Tesco 104.59 246.739   1/25/16 258.955 25,806        1,206,874 -177,610  
    Topix (TYO) Toshiba 1,434.93 17.985   10/31/16 33.076 25,807        1,232,681 -203,417  
1/18/16 Sell HDAX long SMA Solar 496.62 41.200   11/23/15 47.775 -23,726 20,461 -3,265 925,998  1,208,955 -182,957 1,025,998
    ISEQ 20 Flutter 107.04 119.900   1/04/16 123.350 -13,203 12,834 -369 925,629  1,195,751 -170,122 1,025,629
      Dalata Hotel 2,454.09 4.930   1/04/16 5.380 -13,203 12,099 -1,104 924,525  1,182,548 -158,024 1,024,525
    QIX Freenet 414.55 28.325   1/23/12 10.515 -4,359 11,742 7,383 931,908  1,178,189 -146,282 1,031,908
  Buy HDAX short Aixtron 6,709.09 3.300   3/14/16 3.331 22,140        1,200,329 -168,422  
    ISEQ 20 FBD Holdings 1,718.94 6.440   5/30/16 6.529 11,070        1,211,399 -179,492  
    QIX BMW 283.48 78.100   2/08/16 69.300 22,140        1,233,539 -201,631  
1/25/16 Sell Euro 50 short Volkswagen 110.24 110.750 123.708 1/11/16 117.050 -12,904 13,638 734 932,642  1,220,635 -187,994 1,032,642
      Banco Santander 3,162.62 3.860 4.313 1/11/16 4.080 -12,903 13,639 735 933,377  1,207,732 -174,355 1,033,377
    Europe 50 Rio Tinto 10.21 2,112.660 3,163.610 1/04/16 2,585.270 -26,396 32,300 5,905 939,282  1,181,336 -142,055 1,039,282
    FT 30 Tesco 104.59 258.955 234.523 1/11/16 246.739 -25,806 24,529 -1,278 938,004  1,155,530 -117,526 1,038,004
  Buy Euro 50 long SAP 158.30 72.680   4/04/16 70.040 11,505        1,167,035 -129,031  
      Vinci 186.69 61.630   4/04/16 65.450 11,506        1,178,541 -140,537  
    Europe 50 SAP 316.61 72.680   3/28/16 70.840 23,011        1,201,552 -163,548  
    FT 30 National Grid 18.52 1,242.520   2/01/16 1,311.560 23,011        1,224,564 -186,559  
2/01/16 Sell   long National Grid 18.52 1,311.560   1/25/16 1,242.520 -23,011 24,290 1,279 939,283  1,201,552 -162,269 1,039,283
  Buy   short NatWest 66.42 330.109   4/18/16 299.798 21,926        1,223,478 -184,195  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.57 436.037   10/19/15 505.914 -17,489 15,074 -2,416 936,867  1,205,989 -169,121 1,036,867
    OMXC 20 Genmab 209.23 88.896   11/23/15 113.399 -23,726 18,600 -5,127 931,740  1,182,262 -150,522 1,031,740
    QIX short BMW 283.48 69.300 88.018 1/18/16 78.100 -22,140 24,951 2,811 934,552  1,160,122 -125,571 1,034,552
  Buy Nasdaq 100 Micron Technology 2,501.21 9.085   3/21/16 10.259 22,724        1,182,846 -148,295  
    QIX long Rational 56.09 405.150   4/11/16 463.700 22,725        1,205,571 -171,019  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/22/16 Sell DJTA short Ryder System 502.64 53.012 52.057 1/04/16 52.534 -26,406 26,166 -240 934,312  1,179,165 -144,854 1,034,312
    NZX 50 long Tourism 16,840.48 1.542   7/28/14 0.744 -12,531 25,963 13,432 947,744  1,166,634 -118,891 1,047,744
  Buy OMXC 20 Vestas Wind Systems 1,922.75 12.077   2/29/16 12.460 23,221        1,189,855 -142,112  
    DJTA Delta Air Lines 525.07 44.225   3/07/16 43.943 23,221        1,213,076 -165,333  
    NZX 50 short ANZ Banking NZ 1,518.12 15.296   2/29/16 14.670 23,221        1,236,297 -188,554  
2/29/16 Sell ASX 50 short Origin Energy 9,426.53 2.906 2.569 1/11/16 2.738 -25,807 24,220 -1,587 946,156  1,210,490 -164,334 1,046,156
    OMXC 20 long Vestas Wind Systems 1,922.75 12.460   2/22/16 12.077 -23,221 23,957 736 946,892  1,187,269 -140,377 1,046,892
    NZX 50 short ANZ Banking NZ 1,518.12 14.670 15.949 2/22/16 15.296 -23,221 24,212 991 947,883  1,164,048 -116,165 1,047,883
  Buy ASX 50 long Newcrest Mining 2,028.94 11.480   11/05/18 13.103 23,292        1,187,340 -139,457  
    NZX 50 a2 Milk 21,849.91 1.066   5/22/17 2.174 23,292        1,210,632 -162,749  
3/07/16 Sell S&P 100 short ConocoPhilips 526.20 37.595 55.443 7/27/15 45.655 -24,024 29,174 5,150 953,033  1,186,609 -133,575 1,053,033
    DAX long Adidas 259.20 96.970   12/28/15 89.090 -23,092 25,135 2,042 955,076  1,163,516 -108,441 1,055,076
    MerVal Pampa Energía 16,068.57 0.728   10/26/15 1.149 -18,466 11,698 -6,768 948,308  1,145,050 -96,743 1,048,308
    DJTA Delta Air Lines 525.07 43.943   2/22/16 44.225 -23,221 23,073 -148 948,160  1,121,829 -73,670 1,048,160
    Nikkei (FRA) short OKI Electric 936.93 12.000 10.960 12/07/15 11.480 -10,756 10,269 -487 947,673  1,111,073 -63,401 1,047,673
      Sharp 1,132.21 13.180 5.820 12/07/15 9.500 -10,756 6,589 -4,167 943,506  1,100,317 -56,811 1,043,506
    BSE Sensex 50 Larsen & Toubro 2,275.26 10.779 12.496 1/04/16 11.606 -26,406 28,433 2,027 945,533  1,073,911 -28,379 1,045,533
  Buy USA long Energy Recovery 3,267.37 7.782   10/29/18 6.189 25,428        1,099,339 -53,807  
    S&P 100 Facebook 264.84 96.013   3/28/16 101.554 25,428        1,124,768 -79,235  
    DAX short Deutsche Bank 1,606.00 15.833   4/25/16 14.347 25,428        1,150,195 -104,663  
    MerVal YPF 1,537.86 16.535   4/11/16 14.912 25,428        1,175,624 -130,091  
    DJTA Avis Budget 994.72 25.563   3/14/16 24.329 25,428        1,201,052 -155,519  
    Nikkei (FRA) long Nippon Suisan 2,997.88 4.241   3/14/16 4.289 12,714        1,213,766 -168,233  
      Yamaha 487.11 26.101   3/14/16 27.038 12,714        1,226,480 -180,947  
    BSE Sensex 50 Bajaj Finance 2,963.88 8.579   12/10/18 29.076 25,428        1,251,908 -206,375  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/14/16 Sell HDAX short Aixtron 6,709.09 3.331 3.269 1/18/16 3.300 -22,140 21,932 -208 945,325  1,229,768 -184,443 1,045,325
    DJTA Avis Budget 994.72 24.329 26.860 3/07/16 25.563 -25,428 26,718 1,290 946,614  1,204,340 -157,725 1,046,614
    Nikkei (FRA) long Nippon Suisan 2,997.88 4.289   3/07/16 4.241 -12,714 12,858 144 946,758  1,191,626 -144,867 1,046,758
      Yamaha 487.11 27.038   3/07/16 26.101 -12,714 13,170 456 947,215  1,178,912 -131,697 1,047,215
  Buy HDAX SMA Solar 526.14 43.500   4/11/16 45.160 22,887        1,201,799 -154,584  
    DJTA Alaska Air Group 318.45 71.870   10/29/18 53.552 22,887        1,224,686 -177,471  
    Nikkei (FRA) short Toshiba 689.78 16.590   7/18/16 25.800 11,443        1,236,129 -188,914  
      IHI 629.46 18.180   7/18/16 25.860 11,444        1,247,573 -200,358  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,501.21 10.259 7.912 2/08/16 9.085 -22,724 19,788 -2,936 944,279  1,224,849 -180,570 1,044,279
    TSX 60 Cenovus Energy 1,194.38 12.064 19.931 5/11/15 15.506 -18,520 23,805 5,285 949,564  1,206,329 -156,765 1,049,564
    DJ Global Titans ConocoPhilips 721.27 37.886 36.068 8/24/15 36.977 -26,670 26,014 -656 948,908  1,179,658 -130,750 1,048,908
  Buy Nasdaq 100 long NVidia 760.75 30.172   10/29/18 162.956 22,953        1,202,612 -153,703  
    TSX 60 Barrick Gold 1,759.05 13.049   6/27/16 19.168 22,953        1,225,564 -176,656  
    DJ Global Titans McDonald´s 208.36 110.161   3/28/16 110.022 22,953        1,248,518 -199,610  
3/28/16 Sell S&P 100 long Facebook 264.84 101.554   3/07/16 96.013 -25,428 26,896 1,467 950,375  1,223,089 -172,714 1,050,375
    ATX short Vienna Insurance 651.03 18.660 39.765 9/07/15 27.240 -17,734 25,888 8,154 958,530  1,205,355 -146,826 1,058,530
    BEL 20 Solvay 189.25 85.670 93.522 9/28/15 89.510 -16,940 17,699 759 959,289  1,188,416 -129,127 1,059,289
    Europe 50 long SAP 316.61 70.840   1/25/16 72.680 -23,011 22,429 -583 958,706  1,165,404 -106,698 1,058,706
    DJ Global Titans McDonald´s 208.36 110.022   3/21/16 110.161 -22,953 22,924 -29 958,677  1,142,451 -83,774 1,058,677
  Buy S&P 100 short Devon Energy 1,055.90 23.082   4/25/16 30.124 24,372        1,166,823 -108,146  
    ATX long Flughafen Wien 1,001.01 24.348   5/16/16 25.113 24,372        1,191,195 -132,518  
    BEL 20 Bekaert 696.34 35.000