Sat, Mar 6th, 2021, 17:56UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  80,802 20,864 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        93,053 8,612  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  91,522 10,134 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  89,990 11,634 101,625
  Buy   long Lundin 136.76 10.350   5/30/11 9.405 1,416        91,406 10,219  
      Swedbank 108.37 13.061   5/30/11 12.341 1,415        92,821 8,803  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  89,278 12,376 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  87,566 14,163 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,854 15,909 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,057 20,049 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  78,514 23,929 102,444
  Buy ISEQ 20 Bank of Ireland 212.30 7.440   1/02/12 2.550 1,580        80,094 22,350  
      Ryanair Holdings 469.25 3.366   1/02/12 3.780 1,580        81,673 20,770  
    OMXC 20 Vestas Wind Systems 131.39 24.043   5/16/11 20.923 3,159        84,832 17,611  
    NZX 50 long a2 Milk 40,972.76 0.077   10/03/11 0.120 3,159        87,991 14,452  
    Nikkei (TYO) Screen 104.49 30.233   5/09/11 32.089 3,159        91,150 11,293  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  88,087 14,225 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  84,663 17,644 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  81,121 20,851 101,971
  Buy STI Wilmar International 1,087.11 2.824   7/02/12 2.197 3,070        84,191 17,781  
    SMI long Richemont 70.18 43.745   5/09/11 42.905 3,070        87,261 14,711  
5/09/11 Sell   long Richemont 70.18 42.905   5/02/11 43.745 -3,070 3,011 -59 1,912  84,191 17,722 101,912
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 104.49 32.089   4/25/11 30.233 -3,159 3,353 194 2,106  81,032 21,075 102,106
  Buy CAC 40 short Carrefour 100.41 30.665   2/06/12 18.345 3,079        84,111 17,996  
    TSX 60 BlackBerry 101.66 30.287   2/20/12 11.318 3,079        87,190 14,917  
    FT 30 Lloyds Bank 50.28 61.241   5/30/11 59.956 3,079        90,269 11,837  
    SMI Credit Suisse 104.76 29.390   5/21/12 15.602 3,079        93,348 8,759  
    Nikkei (TYO) Tokyo Electric Power 745.29 4.131   2/13/12 1.953 3,079        96,427 5,680  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 131.39 20.923 27.628 4/25/11 24.043 -3,159 3,630 471 2,577  93,268 9,310 102,577
  Buy   long Novozymes 118.15 23.673   5/30/11 23.619 2,797        96,065 6,513  
    CAC Mid 60 short Genfit 711.16 3.933   1/23/12 1.723 2,797        98,862 3,716  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,192  95,552 6,640 102,192
  Buy   short China Life 1,308.32 2.079   5/30/11 2.028 2,720        98,272 3,920  
    SDAX Heidelberger Druck 938.25 2.899   1/30/12 1.657 2,720        100,992 1,200  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,722 -1,531  
5/30/11 Sell SSE 50 short China Life 1,308.32 2.028 2.131 5/23/11 2.079 -2,720 2,788 68 2,260  101,002 1,257 102,260
    OMXC 20 long Novozymes 118.15 23.619   5/16/11 23.673 -2,797 2,791 -6 2,254  98,206 4,048 102,254
    OMXS 30 Lundin 136.76 9.405   4/18/11 10.350 -1,416 1,286 -129 2,124  96,790 5,334 102,124
      Swedbank 108.37 12.341   4/18/11 13.061 -1,415 1,337 -78 2,046  95,375 6,672 102,046
    FT 30 short Lloyds Bank 50.28 59.956 62.554 5/09/11 61.241 -3,079 3,145 66 2,112  92,295 9,817 102,112
  Buy SSE 50 long China Northern Rare 1,158.40 2.415   6/06/11 2.742 2,798        95,093 7,019  
    BEL 20 short Galapagos 292.98 9.550   7/04/11 8.420 2,798        97,891 4,221  
    OMXC 20 Vestas Wind Systems 138.15 20.253   7/04/11 17.428 2,798        100,689 1,423  
    OMXS 30 Nokia 310.07 4.512   7/04/11 4.367 1,399        102,088 24  
      Telia Company 263.95 5.300   7/04/11 4.997 1,399        103,487 -1,375  
6/06/11 Sell SSE 50 long China Northern Rare 1,158.40 2.742   5/30/11 2.415 -2,798 3,177 379 2,491  100,689 1,802 102,491
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,812  96,382 5,430 101,812
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,244.10 0.632   1/23/12 0.506 2,681        99,063 2,749  
    FT 30 Lloyds Bank 50.93 52.638   12/05/11 31.447 2,681        101,744 68  
    BAX long Zooplus 57.45 46.669   6/13/11 48.803 2,681        104,425 -2,613  
6/13/11 Sell   long Zooplus 57.45 48.803   6/06/11 46.669 -2,681 2,804 123 1,935  101,744 191 101,935
6/20/11 Buy CAC Next 20 short EDF 98.32 25.965   6/27/11 25.805 2,553        104,297 -2,362  
6/27/11 Sell   short EDF 98.32 25.805 26.126 6/20/11 25.965 -2,553 2,569 16 1,950  101,744 206 101,950
  Buy France Carrefour 96.52 26.450   1/23/12 17.050 2,553        104,297 -2,347  
    MIB UnipolSai 497.66 5.130   11/05/12 0.935 2,553        106,850 -4,900  
    CAC Next 20 long Arkema 39.21 65.105   7/11/11 66.601 2,553        109,403 -7,452  
7/04/11 Sell BEL 20 short Galapagos 292.98 8.420 10.832 5/30/11 9.550 -2,798 3,173 376 2,326  106,605 -4,279 102,326
    OMXC 20 Vestas Wind Systems 138.15 17.428 23.535 5/30/11 20.253 -2,798 3,251 454 2,780  103,807 -1,027 102,780
    OMXS 30 Nokia 310.07 4.367 4.661 5/30/11 4.512 -1,399 1,445 46 2,826  102,408 418 102,826
      Telia Company 263.95 4.997 5.622 5/30/11 5.300 -1,399 1,484 85 2,911  101,009 1,902 102,911
  Buy BEL 20 long Solvay 24.33 107.700   7/11/11 107.450 2,620        103,629 -719  
    OMXC 20 Novozymes 112.71 23.246   7/11/11 23.100 2,620        106,249 -3,339  
    OMXS 30 Lundin 131.46 9.965   7/11/11 9.554 1,310        107,559 -4,649  
      Swedish Match 53.78 24.358   7/11/11 24.413 1,310        108,869 -5,959  
7/11/11 Sell BEL 20 long Solvay 24.33 107.450   7/04/11 107.700 -2,620 2,614 -6 2,905  106,249 -3,344 102,905
    OMXC 20 Novozymes 112.71 23.100   7/04/11 23.246 -2,620 2,604 -16 2,888  103,629 -741 102,888
    OMXS 30 Lundin 131.46 9.554   7/04/11 9.965 -1,310 1,256 -54 2,834  102,319 515 102,834
      Swedish Match 53.78 24.413   7/04/11 24.358 -1,310 1,313 3 2,837  101,009 1,828 102,837
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,405  97,212 6,193 103,405
    CAC Next 20 long Arkema 39.21 66.601   6/27/11 65.105 -2,553 2,611 59 3,463  94,659 8,804 103,463
  Buy RTX short Mobile TeleSystems 216.35 12.970   7/18/11 12.740 2,806        97,465 5,998  
    BEL 20 Bekaert 55.63 50.440   3/12/12 24.765 2,806        100,271 3,192  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 163.64 17.148   11/28/11 9.897 2,806        103,077 386  
    OMXS 30 Nokia 354.88 3.954   11/28/11 4.082 1,403        104,480 -1,017  
      SSAB 149.25 9.401   11/28/11 6.652 1,403        105,883 -2,420  
    Topix (FRA) long Daito Trust 43.32 64.780   8/01/11 65.420 2,806        108,690 -5,226  
    CAC Next 20 short Natixis 861.79 3.256   3/12/12 2.721 2,806        111,496 -8,032  
7/18/11 Sell RTX short Mobile TeleSystems 216.35 12.740 13.204 7/11/11 12.970 -2,806 2,857 51 3,514  108,689 -5,175 103,514
  Buy ATX Flughafen Wien 296.14 8.300   3/26/12 7.050 2,458        111,147 -7,633  
7/25/11 Buy ASX 50 short Macquarie Group 115.09 20.828   1/16/12 19.953 2,397        113,545 -10,030  
    DJ Global Titans Bank of America 343.91 6.970   12/26/11 4.202 2,397        115,942 -12,427  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,176  112,632 -6,456 106,176
    Topix (FRA) Daito Trust 43.32 65.420   7/11/11 64.780 -2,806 2,834 28 6,203  109,825 -3,622 106,203
  Buy S&P 100 short AIG 129.11 19.860   1/09/12 18.875 2,564        112,389 -6,186  
    HSI New World Dev 681.99 3.760   12/26/11 2.465 2,564        114,953 -8,750  
    HDAX Commerzbank 136.38 18.801   1/23/12 14.511 2,564        117,517 -11,314  
    RTX Mobile TeleSystems 208.12 12.320   6/25/12 13.400 2,564        120,081 -13,878  
    DJTA Delta Air Lines 473.22 5.418   10/24/11 6.408 2,564        122,645 -16,442  
    Topix (FRA) Nintendo 23.18 110.600   1/23/12 105.744 2,564        125,209 -19,006  
    SP Global 100 Carrefour 127.69 20.080   4/30/12 15.175 2,564        127,773 -21,570  
8/08/11 Buy Nasdaq 100 short Akamai 143.48 14.741   10/10/11 17.540 2,115        129,888 -23,685  
    Kospi 50 LG Display 154.74 13.668   10/10/11 14.049 2,115        132,003 -25,800  
    DAX Commerzbank 137.75 15.354   12/19/11 9.482 2,115        134,118 -27,915  
    MDAX Ceconomy 220.06 9.611   5/14/12 7.298 2,115        136,233 -30,030  
    FTSE Lloyds Bank 56.18 37.648   11/28/11 27.613 2,115        138,348 -32,145  
    Europe 50 Lloyds Bank 56.18 37.648   12/19/11 27.968 2,115        140,463 -34,260  
    BSE Sensex 50 Tata Motors 818.28 2.585   10/03/11 2.302 2,115        142,578 -36,375  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Pro7-Sat1 151.07 14.000   1/23/12 17.200 2,115        144,693 -38,490  
8/22/11 Buy DJIA short Goldman Sachs 22.87 73.991   12/19/11 67.244 1,692        146,385 -40,182  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,305  141,852 -36,547 105,305
  Buy   short Nintendo 14.73 116.602   2/13/12 104.998 1,718        143,570 -38,265  
9/05/11 Buy Euro 50 short Societe Generale 41.38 20.250   1/09/12 15.000 838        144,408 -39,103  
      Unicredit 30.52 27.460   1/09/12 11.455 838        145,246 -39,941  
10/03/11 Sell NZX 50 long a2 Milk 40,972.76 0.120   4/25/11 0.077 -3,159 4,896 1,737 7,042  142,087 -35,045 107,042
    BSE Sensex 50 short Tata Motors 818.28 2.302 2.902 8/08/11 2.585 -2,115 2,375 260 7,302  139,972 -32,670 107,302
  Buy NZX 50 Heartland 6,689.38 0.279   10/17/11 0.296 1,865        141,837 -34,535  
    BSE Sensex 50 long Eicher Motors 766.17 2.434   10/17/11 2.393 1,865        143,702 -36,400  
10/10/11 Sell Nasdaq 100 short Akamai 143.48 17.540 11.942 8/08/11 14.741 -2,115 1,713 -402 6,900  141,587 -34,687 106,900
    Kospi 50 LG Display 154.74 14.049 13.287 8/08/11 13.668 -2,115 2,056 -59 6,841  139,472 -32,631 106,841
  Buy Nasdaq 100 long Regeneron 37.59 49.346   8/24/15 434.608 1,855        141,327 -34,485  
    Kospi 50 SK Holdings 19.35 95.875   12/19/11 80.532 1,855        143,182 -36,341  
10/17/11 Sell NZX 50 short Heartland 6,689.38 0.296 0.262 10/03/11 0.279 -1,865 1,751 -114 6,728  141,317 -34,589 106,728
    BSE Sensex 50 long Eicher Motors 766.17 2.393   10/03/11 2.434 -1,865 1,833 -32 6,696  139,452 -32,756 106,696
  Buy NZX 50 a2 Milk 13,275.86 0.139   10/31/11 0.139 1,848        141,300 -34,604  
    BSE Sensex 50 short Aurobindo Pharma 2,011.98 0.919   10/24/11 0.877 1,848        143,148 -36,452  
10/24/11 Sell DJTA short Delta Air Lines 473.22 6.408 4.429 8/01/11 5.418 -2,564 2,096 -468 6,228  140,584 -34,357 106,228
    BSE Sensex 50 Aurobindo Pharma 2,011.98 0.877 0.962 10/17/11 0.919 -1,848 1,935 87 6,315  138,736 -32,422 106,315
  Buy DJTA long Kansas City Southern 41.73 44.258   11/21/11 48.824 1,847        140,583 -34,268  
    BSE Sensex 50 Eicher Motors 790.94 2.335   12/07/15 22.421 1,847        142,430 -36,115  
10/31/11 Sell NZX 50 long a2 Milk 13,275.86 0.139   10/17/11 0.139 -1,848 1,849 1 6,316  140,582 -34,266 106,316
  Buy   short Heartland 5,967.53 0.302   3/05/12 0.277 1,801        142,383 -36,067  
11/21/11 Sell DJTA long Kansas City Southern 41.73 48.824   10/24/11 44.258 -1,847 2,037 191 6,506  140,536 -34,030 106,506
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 230.22 7.867   11/28/11 7.544 1,811        142,347 -35,841  
    DJTA JetBlue Airways 682.24 2.655   12/05/11 3.509 1,811        144,158 -37,652  
11/28/11 Sell USA short Netflix 230.22 7.544 8.203 11/21/11 7.867 -1,811 1,888 77 6,584  142,347 -35,763 106,584
    FTSE Lloyds Bank 56.18 27.613 51.330 8/08/11 37.648 -2,115 2,884 769 7,352  140,232 -32,880 107,352
    OMXC 20 Vestas Wind Systems 163.64 9.897 29.711 7/11/11 17.148 -2,806 4,862 2,056 9,408  137,426 -28,018 109,408
    OMXS 30 Nokia 354.88 4.082 3.825 7/11/11 3.954 -1,403 1,357 -46 9,363  136,023 -26,660 109,363
      SSAB 149.25 6.652 13.285 7/11/11 9.401 -1,403 1,983 580 9,943  134,620 -24,677 109,943
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,411  131,077 -19,666 111,411
  Buy USA long Alexion 45.02 50.936   8/24/15 143.833 2,293        133,370 -21,959  
    FTSE Next 0.74 3,105.900   6/04/12 3,698.710 2,298        135,668 -24,257  
    OMXC 20 Tryg 266.70 8.598   5/14/12 8.768 2,293        137,961 -26,550  
    OMXS 30 Getinge 61.51 18.641   5/14/12 19.967 1,147        139,108 -27,697  
      Lundin 61.36 18.684   5/14/12 15.471 1,146        140,255 -28,843  
    Nordic 30 Equinor 125.61 18.255   5/07/12 19.757 2,293        142,548 -31,136  
12/05/11 Sell FT 30 short Lloyds Bank 50.93 31.447 88.109 6/06/11 52.638 -2,681 4,487 1,807 13,218  139,867 -26,649 113,218
    DJTA JetBlue Airways 682.24 3.509 1.800 11/21/11 2.655 -1,811 1,228 -583 12,635  138,056 -25,421 112,635
  Buy FT 30 long BAT 0.64 3,416.030   12/12/11 3,512.060 2,186        140,242 -27,607  
    DJTA Kirby 45.41 48.011   6/25/12 36.163 2,180        142,422 -29,787  
12/12/11 Sell FT 30 long BAT 0.64 3,512.060   12/05/11 3,416.030 -2,186 2,248 61 12,696  140,236 -27,540 112,696
  Buy   short Lloyds Bank 74.42 28.594   12/19/11 27.968 2,128        142,364 -29,668  
12/19/11 Sell DJIA short Goldman Sachs 22.87 67.244 81.415 8/22/11 73.991 -1,692 1,862 170 12,866  140,672 -27,806 112,866
    Kospi 50 long SK Holdings 19.35 80.532   10/10/11 95.875 -1,855 1,558 -297 12,569  138,816 -26,247 112,569
    DAX short Commerzbank 137.75 9.482 24.862 8/08/11 15.354 -2,115 3,425 1,310 13,879  136,701 -22,823 113,879
    Europe 50 Lloyds Bank 56.18 27.968 50.678 8/08/11 37.648 -2,115 2,847 732 14,611  134,586 -19,975 114,611
    FT 30 Lloyds Bank 74.42 27.968 29.234 12/12/11 28.594 -2,128 2,176 48 14,659  132,458 -17,800 114,659
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 128.12 18.897   8/24/15 58.880 2,421        134,879 -20,221  
    Kospi 50 short Hyundai Heavy 13.28 182.275   1/23/12 209.385 2,421        137,300 -22,641  
    DAX long Merck (EMD) 65.98 36.695   6/04/12 36.500 2,421        139,721 -25,063  
    Europe 50 Roche 18.66 129.719   10/20/14 222.572 2,421        142,142 -27,483  
    FT 30 Tate & Lyle 3.00 808.105   5/14/12 858.422 2,424        144,566 -29,908  
12/26/11 Sell HSI short New World Dev 681.99 2.465 5.735 8/01/11 3.760 -2,564 3,911 1,347 16,006  142,002 -25,996 116,006
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,425  138,205 -19,780 118,425
    DJ Global Titans Bank of America 343.91 4.202 11.562 7/25/11 6.970 -2,397 3,976 1,579 20,004  135,808 -15,804 120,004
  Buy HSI long Lenovo 4,836.55 0.538   5/21/12 0.656 2,604        138,412 -18,408  
    OMXH 25 Huhtamäki 282.43 9.220   1/02/12 9.150 2,604        141,016 -21,012  
    DJ Global Titans Philip Morris 43.09 60.439   1/23/12 57.914 2,604        143,620 -23,616  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,185  140,196 -19,011 121,185
    ISEQ 20 Bank of Ireland 212.30 2.550 21.707 4/25/11 7.440 -1,580 4,608 3,029 24,214  138,617 -14,403 124,214
      Ryanair Holdings 469.25 3.780 2.952 4/25/11 3.366 -1,580 1,385 -194 24,020  137,037 -13,017 124,020
    OMXH 25 long Huhtamäki 282.43 9.150   12/26/11 9.220 -2,604 2,584 -20 24,000  134,433 -10,433 124,000
  Buy Germany Encavis 874.08 3.248   5/14/12 2.970 2,839        137,272 -13,272  
    AEX Vopak 69.08 41.095   4/09/12 44.780 2,839        140,111 -16,111  
    ISEQ 20 Flutter 31.47 45.100   5/21/12 50.010 1,419        141,531 -17,530  
      Ryanair Holdings 375.53 3.780   5/21/12 4.040 1,420        142,950 -18,950  
    OMXH 25 short Outokumpu 244.32 11.620   1/09/12 12.510 2,839        145,789 -21,789  
    BAX long Wirecard 222.14 12.780   1/09/12 13.215 2,839        148,628 -24,628  
1/09/12 Sell S&P 100 short AIG 129.11 18.875 20.895 8/01/11 19.860 -2,564 2,698 134 24,134  146,064 -21,930 124,134
    Euro 50 Societe Generale 41.38 15.000 27.338 9/05/11 20.250 -838 1,131 293 24,427  145,226 -20,799 124,427
      Unicredit 30.52 11.455 65.827 9/05/11 27.460 -838 2,009 1,171 25,598  144,388 -18,790 125,598
    OMXH 25 Outokumpu 244.32 12.510 10.730 1/02/12 11.620 -2,839 2,622 -217 25,381  141,549 -16,168 125,381
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 25,351  139,777 -14,427 125,351
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,713  138,006 -1,293 136,713
    BAX long Wirecard 222.14 13.215   1/02/12 12.780 -2,839 2,936 97 36,810  135,167 1,643 136,810
  Buy S&P 100 Biogen 38.31 90.342   9/03/12 116.954 3,461        138,628 -1,818  
    Euro 50 ASML 53.41 32.400   8/24/15 74.790 1,730        140,358 -3,549  
      AB InBev 36.44 47.495   8/24/15 91.280 1,731        142,089 -5,279  
    OMXH 25 Wärtsilä 413.83 8.363   1/30/12 8.837 3,461        145,550 -8,740  
    Nikkei (FRA) Aozora Bank 80.98 21.370   5/14/12 18.670 1,731        147,281 -10,471  
      Nitto Boseki 133.37 12.975   5/14/12 12.260 1,730        149,011 -12,201  
1/16/12 Sell ASX 50 short Macquarie Group 115.09 19.953 21.742 7/25/11 20.828 -2,397 2,502 105 36,915  146,614 -9,699 136,915
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,853  142,307 -4,454 137,853
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,546  140,536 -2,990 137,546
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,231  138,764 -1,533 137,231
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 47,401  135,701 11,699 147,401
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,866  132,970 17,895 150,866
  Buy ASX 50 long James Hardie Ind 720.52 5.856   1/23/12 6.001 4,219        137,189 13,676  
    HSI-Fin AIA 1,607.73 2.624   5/14/12 2.577 4,219        141,409 9,457  
    HSI-Prop China Ov Land & Inv 1,368.92 1.541   6/10/13 2.124 2,110        143,518 7,348  
      China Res Land 1,492.82 1.413   6/10/13 2.183 2,110        145,628 5,238  
    HSI-C&I Sands China 1,642.66 2.568   5/21/12 2.614 4,219        149,847 1,019  
    OBX 25 Equinor 219.01 19.264   5/14/12 19.745 4,219        154,066 -3,200  
    BAX Wirecard 321.08 13.140   6/18/12 14.995 4,219        158,285 -7,419  
    Indices ISEQ-Overall 1.40 3,005.690   5/21/12 3,087.810 4,208        162,493 -11,627  
1/23/12 Sell France short Carrefour 96.52 17.050 41.032 6/27/11 26.450 -2,553 3,960 1,408 52,273  159,940 -7,666 152,273
    SSE 50 China Rwy Constr 4,244.10 0.506 0.789 6/06/11 0.632 -2,681 3,350 669 52,942  157,259 -4,316 152,942
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 13.28 209.385 155.165 12/19/11 182.275 -2,421 2,061 -360 52,582  154,838 -2,256 152,582
    ASX 50 long James Hardie Ind 720.52 6.001   1/16/12 5.856 -4,219 4,324 105 52,687  150,619 2,068 152,687
    HDAX short Commerzbank 136.38 14.511 24.359 8/01/11 18.801 -2,564 3,322 758 53,445  148,055 5,390 153,445
    Topix (FRA) Nintendo 23.18 105.744 115.679 8/01/11 110.600 -2,564 2,681 118 53,563  145,491 8,072 153,563
    CAC Mid 60 Genfit 711.16 1.723 8.978 5/16/11 3.933 -2,797 6,385 3,588 57,151  142,694 14,456 157,151
    QIX Pro7-Sat1 151.07 17.200 10.800 8/08/11 14.000 -2,115 1,632 -483 56,667  140,579 16,088 156,667
    DJ Global Titans long Philip Morris 43.09 57.914   12/26/11 60.439 -2,604 2,496 -109 56,558  137,975 18,584 156,558
  Buy France Hermes International 17.26 253.600   4/23/12 251.250 4,377        142,352 14,206  
    SSE 50 China Minsheng Bk 6,556.84 0.668   3/19/12 0.633 4,378        146,730 9,828  
    Kospi 50 Samsung Electronics 285.29 15.346   5/21/12 16.200 4,378        151,108 5,450  
    ASX 50 short QBE Insurance 456.73 9.586   1/30/12 9.544 4,378        155,486 1,072  
    HDAX long Dürr 479.78 9.125   8/04/14 28.230 4,378        159,864 -3,306  
    Topix (FRA) Fast Retailing 29.96 146.118   2/27/12 148.473 4,378        164,242 -7,683  
    CAC Mid 60 Innate Pharma 2,560.23 1.710   5/14/12 1.650 4,378        168,620 -12,061  
    QIX Freenet 416.36 10.515   1/18/16 28.325 4,378        172,998 -16,439  
    DJ Global Titans short Bank of America 780.55 5.609   2/06/12 6.060 4,378        177,376 -20,817  
1/30/12 Sell ASX 50 short QBE Insurance 456.73 9.544 9.628 1/23/12 9.586 -4,378 4,397 19 56,578  172,998 -16,420 156,578
    SDAX Heidelberger Druck 938.25 1.657 5.072 5/23/11 2.899 -2,720 4,759 2,039 58,616  170,278 -11,661 158,616
    OMXH 25 long Wärtsilä 413.83 8.837   1/09/12 8.363 -3,461 3,657 196 58,812  166,817 -8,005 158,812
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,558  162,510 -952 161,558
  Buy ASX 50 long James Hardie Ind 696.65 5.763   8/17/15 12.058 4,015        166,525 -4,967  
    SDAX Encavis 1,329.03 3.021   5/21/12 2.951 4,015        170,540 -8,982  
    OMXH 25 short Nokia 1,034.79 3.880   2/13/12 3.800 4,015        174,555 -12,997  
    BSE Sensex 30 long Hindustan Unilever 662.41 6.061   11/16/15 11.144 4,015        178,570 -17,012  
2/06/12 Sell CAC 40 short Carrefour 100.41 18.345 51.259 5/09/11 30.665 -3,079 5,147 2,068 63,626  175,491 -11,865 163,626
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 65,265  171,948 -6,683 165,265
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,490  168,638 -3,148 165,490
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 72,260  165,575 6,686 172,260
    DJ Global Titans Bank of America 780.55 6.060 5.157 1/23/12 5.609 -4,378 4,026 -352 71,908  161,197 10,711 171,908
  Buy CAC 40 long Airbus 167.65 27.230   4/09/12 29.725 4,565        165,762 6,146  
    TecDAX Dialog Semiconductor 272.62 16.745   5/21/12 15.475 4,565        170,327 1,581  
    IBEX 35 Bankinter 1,322.42 3.452   2/13/12 3.297 4,565        174,892 -2,984  
    PSI 20 Jerónimo Martins 355.53 12.840   2/20/12 12.970 4,565        179,457 -7,549  
    MerVal short Gr Fin Galicia 7,696.85 0.593   2/27/12 0.596 4,565        184,022 -12,114  
    DJ Global Titans long Apple 362.30 12.600   5/21/12 15.695 4,565        188,587 -16,679  
2/13/12 Sell IBEX 35 long Bankinter 1,322.42 3.297   2/06/12 3.452 -4,565 4,360 -205 71,703  184,022 -12,319 171,703
    OMXH 25 short Nokia 1,034.79 3.800 3.962 1/30/12 3.880 -4,015 4,100 85 71,788  180,007 -8,219 171,788
    Nikkei (TYO) Tokyo Electric Power 745.29 1.953 8.741 5/09/11 4.131 -3,079 6,515 3,436 75,223  176,928 -1,705 175,223
    Topix (TYO) Nintendo 14.73 104.998 129.488 8/29/11 116.602 -1,718 1,907 190 75,413  175,210 203 175,413
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,526  171,662 7,864 179,526
  Buy IBEX 35 Sacyr 1,413.40 3.314   8/20/12 1.284 4,684        176,346 3,180  
    OMXH 25 long Nokian Tyres 138.99 33.700   4/09/12 36.040 4,684        181,030 -1,504  
    Nikkei (TYO) Tokyo Dome Corp 1,153.33 4.061   5/21/12 4.378 4,684        185,714 -6,188  
    Topix (TYO) Fast Retailing 30.25 154.867   5/07/12 167.646 4,685        190,399 -10,873  
    GEX 4SC 380.24 12.319   5/07/12 9.617 4,684        195,083 -15,557  
2/20/12 Sell TSX 60 short BlackBerry 101.66 11.318 81.048 5/09/11 30.287 -3,079 8,239 5,160 84,686  192,004 -7,318 184,686
    PSI 20 long Jerónimo Martins 355.53 12.970   2/06/12 12.840 -4,565 4,611 46 84,733  187,439 -2,706 184,733
  Buy TSX 60 Constellation Soft 64.36 70.699   4/16/12 66.838 4,550        191,989 -7,257  
    PSI 20 short Pharol 1,083.33 4.200   2/27/12 3.989 4,550        196,539 -11,807  
    SLI long Sonova 53.35 85.291   4/23/12 82.016 4,550        201,090 -16,357  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/27/12 Sell PSI 20 short Pharol 1,083.33 3.989 4.422 2/20/12 4.200 -4,550 4,791 241 84,973  196,540 -11,566 184,973
    MerVal Gr Fin Galicia 7,696.85 0.596 0.591 2/06/12 0.593 -4,565 4,546 -19 84,954  191,975 -7,020 184,954
    Topix (FRA) long Fast Retailing 29.96 148.473   1/23/12 146.118 -4,378 4,448 71 85,025  187,597 -2,572 185,025
  Buy PSI 20 Jerónimo Martins 336.11 13.570   3/12/12 14.360 4,561        192,158 -7,133  
    Topix (FRA) short Mazda Motor 713.77 6.390   3/05/12 6.150 4,561        196,719 -11,694  
3/05/12 Sell NZX 50 short Heartland 5,967.53 0.277 0.329 10/31/11 0.302 -1,801 1,966 165 85,189  194,918 -9,729 185,189
    Topix (FRA) Mazda Motor 713.77 6.150 6.639 2/27/12 6.390 -4,561 4,739 178 85,367  190,357 -4,990 185,367
  Buy MerVal Aluar 9,395.71 0.480   3/12/12 0.513 4,509        194,866 -9,499  
    NZX 50 long a2 Milk 19,393.55 0.233   5/21/12 0.267 4,509        199,375 -14,008  
    Topix (FRA) Isuzu Motors 536.66 8.402   3/19/12 8.620 4,509        203,884 -18,517  
3/12/12 Sell BEL 20 short Bekaert 55.63 24.765 102.733 7/11/11 50.440 -2,806 5,715 2,909 88,276  201,078 -12,801 188,276
    PSI 20 long Jerónimo Martins 336.11 14.360   2/27/12 13.570 -4,561 4,827 266 88,542  196,517 -7,975 188,542
    MerVal short Aluar 9,395.71 0.513 0.447 3/05/12 0.480 -4,509 4,200 -309 88,233  192,008 -3,775 188,233
    CAC Next 20 Natixis 861.79 2.721 3.896 7/11/11 3.256 -2,806 3,358 552 88,785  189,202 -417 188,785
  Buy BEL 20 long Galapagos 375.52 12.540   5/14/12 10.990 4,709        193,911 -5,126  
    PSI 20 short Pharol 1,195.48 3.939   3/26/12 4.022 4,709        198,620 -9,835  
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 8/01/11 208.12 12.320 13.500 11.140 2,564 2,318 -246 -246 2,564 2,318 -15
  ISEQ 20 long Flutter 1/02/12 31.47 45.100 46.400 1,419 1,460 41 -205 3,983 3,779 16
    Ryanair Holdings   375.53 3.780 4.247 1,420 1,595 175 -29 5,403 5,374 84
  CAC 40 Airbus 2/06/12 167.65 27.230 29.700 4,565 4,979 414 385 9,968 10,353 147
  AEX Vopak 1/02/12 69.08 41.095 43.840 2,839 3,028 190 574 12,807 13,381 40
  IBEX 35 short Sacyr 2/13/12 1413.4 3.314 2.323 4.728 4,684 6,682 1,998 2,573 17,491 20,064 10,168
  Topix (TYO) long Fast Retailing   30.25 154.867 161.345 4,685 4,881 196 2,769 22,176 24,944 71
  SSE 50 China Minsheng Bk 1/23/12 6556.84 0.668 0.642 4,378 4,209 -169 2,600 26,554 29,154 -25
  HSI Lenovo 12/26/11 4836.55 0.538 0.655 2,604 3,166 562 3,162 29,158 32,320 153
  HSI-Fin AIA 1/16/12 1607.73 2.624 2.791 4,219 4,488 269 3,431 33,377 36,807 50
  BSE Sensex 30 Hindustan Unilever 1/30/12 662.41 6.061 5.971 4,015 3,955 -60 3,371 37,392 40,762 -12
  STI short Wilmar International 5/02/11 1087.11 2.824 3.001 2.647 3,070 2,878 -192 3,179 40,462 43,640 -7
  OMXH 25 long Nokian Tyres 2/13/12 138.99 33.700 34.880 4,684 4,848 164 3,343 45,146 48,488 57
  PSI 20 short Pharol 3/12/12 1195.48 3.939   4,709 4,709     49,855 53,197  
  GEX long 4SC 2/13/12 380.24 12.319 12.822 4,684 4,876 192 3,534 54,539 58,073 69
  SMI short Credit Suisse 5/09/11 104.76 29.390 19.912 43.379 3,079 4,544 1,465 5,000 57,617 62,617 59
  NZX 50 long a2 Milk 3/05/12 19393.55 0.233 0.244 4,509 4,734 225 5,225 62,126 67,351 1,166
  Topix (FRA) Isuzu Motors   536.66 8.402 8.448 4,509 4,534 25 5,249 66,635 71,885 33
  TecDAX Dialog Semiconductor 2/06/12 272.62 16.745 16.805 4,565 4,581 16 5,266 71,200 76,466 4
  HSI-Prop China Ov Land & Inv 1/16/12 1368.92 1.541 1.523 2,110 2,085 -24 5,242 73,310 78,552 -7
    China Res Land   1492.82 1.413 1.360 2,110 2,031 -79 5,163 75,419 80,582 -22
  Nordic 30 Equinor 11/28/11 125.61 18.255 21.301 2,293 2,676 383 5,545 77,712 83,258 71
  FT 30 Tate & Lyle 12/19/11 3 808.105 849.857 2,424 2,550 125 5,671 80,137 85,808 24
  Nikkei (FRA) Aozora Bank 1/09/12 80.98 21.370 22.290 1,731 1,805 75 5,745 81,867 87,613 28
    Nitto Boseki   133.37 12.975 13.815 1,730 1,843 112 5,857 83,598 89,455 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
  Nikkei (TYO) Tokyo Dome Corp 2/13/12 1153.33 4.061 4.361 4,684 5,029 345 6,203 88,282 94,484 153
  Athex LC short Piraeus Bank 4/04/11 0.13 26,200.000 8,220.000 83,508.516 3,406 10,856 7,450 13,653 91,688 105,340 243
  OBX 25 long Equinor 1/16/12 219.01 19.264 21.301 4,219 4,665 446 14,099 95,907 110,006 93
  OMXS 30 Getinge 11/28/11 61.51 18.641 20.793 1,147 1,279 132 14,231 97,053 111,285 46
    Lundin   61.36 18.684 16.715 1,146 1,026 -121 14,110 98,200 112,310 -32
  OMXC 20 Tryg   266.7 8.598 8.070 2,293 2,152 -141 13,970 100,493 114,463 -20
  TSX 60 Constellation Soft 2/20/12 64.36 70.699 71.918 4,550 4,629 78 14,048 105,043 119,091 35
  CAC Mid 60 Innate Pharma 1/23/12 2560.23 1.710 1.860 4,378 4,762 384 14,432 109,421 123,853 87
  SDAX Encavis 1/30/12 1329.03 3.021 3.140 4,015 4,173 158 14,590 113,436 128,026 40
  Indices ISEQ-Overall 1/16/12 1.4 3,005.690 3,210.030 4,208 4,494 286 14,876 117,644 132,520 54
  BEL 20 Galapagos 3/12/12 375.52 12.540   4,709 4,709     122,353 137,229  
  BAX Wirecard 1/16/12 321.08 13.140 14.550 4,219 4,672 453 15,329 126,572 141,901 94
  France Hermes International 1/23/12 17.26 253.600 268.800 4,377 4,639 262 15,591 130,949 146,541 54
  MIB short UnipolSai 6/27/11 497.66 5.130 2.930 8.982 2,553 4,470 1,917 17,508 133,502 151,011 120
  ATX Flughafen Wien 7/18/11 296.14 8.300 6.625 10.399 2,458 3,079 621 18,130 135,960 154,090 41
  ASX 50 long James Hardie Ind 1/30/12 696.65 5.763 6.068 4,015 4,227 212 18,342 139,975 158,317 57
  DJ Global Titans Apple 2/06/12 362.3 12.600 15.024 4,565 5,443 878 19,220 144,540 163,761 526
  S&P 100 Biogen 1/09/12 38.31 90.342 91.853 3,461 3,519 58 19,278 148,001 167,279 10
  HDAX Dürr 1/23/12 479.78 9.125 11.635 4,378 5,582 1,204 20,483 152,379 172,862 511
  DJTA Kirby 12/05/11 45.41 48.011 52.492 2,180 2,384 204 20,686 154,559 175,245 39
  SP Global 100 short Carrefour 8/01/11 127.69 20.080 18.590 21.689 2,564 2,770 206 20,892 157,123 178,015 13
  Nasdaq 100 long Regeneron 10/10/11 37.59 49.346 83.943 1,855 3,155 1,301 22,192 158,978 181,170 252
  Kospi 50 Samsung Electronics 1/23/12 285.29 15.346 16.511 4,378 4,710 332 22,525 163,356 185,881 72
  DAX Merck (EMD) 12/19/11 65.98 36.695 39.975 2,421 2,638 216 22,741 165,777 188,518 45
  MDAX short Ceconomy 8/08/11 220.06 9.611 8.935 10.338 2,115 2,275 160 22,901 167,892 190,793 13
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
  FTSE long Next 11/28/11 0.74 3,105.900 3,293.120 2,298 2,437 139 23,039 170,191 193,230 23
  Europe 50 Roche 12/19/11 18.66 129.719 131.199 2,421 2,448 28 23,067 172,611 195,678 5
  BSE Sensex 50 Eicher Motors 10/24/11 790.94 2.335 2.629 1,847 2,079 232 23,299 174,458 197,758 36
  QIX Freenet 1/23/12 416.36 10.515 11.800 4,378 4,913 535 23,834 178,836 202,671 136
  DJIA Visa 12/19/11 128.12 18.897 22.201 2,421 2,844 423 24,258 181,257 205,515 101
  Euro 50 ASML 1/09/12 53.41 32.400 35.460 1,730 1,894 163 24,421 182,988 207,409 69
    AB InBev   36.44 47.495 53.810 1,731 1,961 230 24,651 184,719 209,370 106
  USA Alexion 11/28/11 45.02 50.936 66.964 2,293 3,015 722 25,373 187,012 212,385 159
  Germany Encavis 1/02/12 874.08 3.248 3.140 2,839 2,745 -94 25,279 189,851 215,129 -16
  HSI-C&I Sands China 1/16/12 1642.66 2.568 3.086 4,219 5,069 850 26,129 194,070 220,199 231
  SLI Sonova 2/20/12 53.35 85.291 84.259 4,550 4,495 -55 26,074 198,620 224,694 -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 6,556.84 0.633   1/23/12 0.668 -4,378 4,151 -227 88,558  194,242 -5,684 188,558
    Topix (FRA) Isuzu Motors 536.66 8.620   3/05/12 8.402 -4,509 4,626 117 88,675  189,733 -1,058 188,675
  Buy SSE 50 short Anhui Conch Cement 2,398.85 1.955   4/09/12 2.031 4,690        194,423 -5,748  
    Topix (FRA) Mazda Motor 726.01 6.460   8/13/12 4.800 4,690        199,113 -10,438  
3/26/12 Sell ATX short Flughafen Wien 296.14 7.050 9.772 7/18/11 8.300 -2,458 2,894 436 89,111  196,655 -7,544 189,111
    PSI 20 Pharol 1,195.48 4.022 3.856 3/12/12 3.939 -4,709 4,610 -99 89,011  191,946 -2,935 189,011
  Buy ATX long Österreichische Post 184.56 25.200   4/09/12 25.800 4,651        196,597 -7,586  
    PSI 20 Jerónimo Martins 312.15 14.900   4/02/12 15.420 4,651        201,248 -12,237  
4/02/12 Sell   long Jerónimo Martins 312.15 15.420   3/26/12 14.900 -4,651 4,813 162 89,174  196,597 -7,423 189,174
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 103,544  193,191 10,353 203,544
  Buy PSI 20 Banco Comercial 8,118.74 0.659   8/20/12 0.452 5,347        198,538 5,006  
    Athex LC long EYDAP 1,343.47 3.980   4/16/12 4.030 5,347        203,885 -341  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,398.85 2.031 1.880 3/19/12 1.955 -4,690 4,509 -181 103,363  199,195 4,168 203,363
    ATX long Österreichische Post 184.56 25.800   3/26/12 25.200 -4,651 4,762 111 103,473  194,544 8,929 203,473
    CAC 40 Airbus 167.65 29.725   2/06/12 27.230 -4,565 4,983 418 103,892  189,979 13,913 203,892
    AEX Vopak 69.08 44.780   1/02/12 41.095 -2,839 3,093 255 104,146  187,140 17,006 204,146
    OMXH 25 Nokian Tyres 138.99 36.040   2/13/12 33.700 -4,684 5,009 325 104,471  182,456 22,015 204,471
  Buy SSE 50 China Northern Rare 1,960.59 2.888   6/04/12 3.823 5,662        188,118 16,353  
    ATX short Zumtobel 577.52 9.804   4/16/12 9.950 5,662        193,780 10,691  
    AEX ArcelorMittal 146.19 38.730   9/03/12 35.565 5,662        199,442 5,029  
    OMXH 25 Outokumpu 487.26 11.620   8/20/12 6.980 5,662        205,104 -633  
4/16/12 Sell ATX short Zumtobel 577.52 9.950 9.658 4/09/12 9.804 -5,662 5,578 -84 104,387  199,442 4,945 204,387
    TSX 60 long Constellation Soft 64.36 66.838   2/20/12 70.699 -4,550 4,302 -249 104,139  194,892 9,247 204,139
    Athex LC EYDAP 1,343.47 4.030   4/02/12 3.980 -5,347 5,414 67 104,206  189,545 14,661 204,206
  Buy ATX Österreichische Post 204.71 26.725   5/21/12 27.000 5,471        195,016 9,190  
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 541.38 10.106   8/20/12 5.638 5,471        200,487 3,719  
    Athex LC Public Power 3,529.68 1.550   9/03/12 1.330 5,471        205,958 -1,752  
4/23/12 Sell France long Hermes International 17.26 251.250   1/23/12 253.600 -4,377 4,337 -41 104,165  201,581 2,585 204,165
    SLI Sonova 53.35 82.016   2/20/12 85.291 -4,550 4,376 -175 103,990  197,030 6,960 203,990
  Buy France short Solocal 3.57 1,476.830   8/13/12 1,038.280 5,272        202,303 1,688  
    MerVal YPF 392.54 13.433   8/27/12 14.446 5,273        207,576 -3,585  
    SLI Lonza 152.82 34.504   11/26/12 36.099 5,273        212,848 -8,858  
    GCX REC Silicon 1,515.80 3.479   2/11/13 1.027 5,273        218,121 -14,131  
4/30/12 Sell SP Global 100 short Carrefour 127.69 15.175 26.570 8/01/11 20.080 -2,564 3,393 829 104,819  215,557 -10,738 204,819
  Buy   long Apple 308.29 15.738   10/20/14 19.487 4,852        220,409 -15,590  
5/07/12 Sell Nordic 30 long Equinor 125.61 19.757   11/28/11 18.255 -2,293 2,482 189 105,008  218,116 -13,109 205,008
    Topix (TYO) Fast Retailing 30.25 167.646   2/13/12 154.867 -4,685 5,071 387 105,394  213,432 -8,037 205,394
    GEX 4SC 380.24 9.617   2/13/12 12.319 -4,684 3,657 -1,027 104,367  208,748 -4,381 204,367
  Buy Nordic 30 short Nokia 2,082.92 2.400   8/13/12 2.220 4,999        213,747 -9,380  
    Topix (TYO) Sony 426.55 11.720   6/11/12 10.270 4,999        218,746 -14,379  
5/14/12 Sell Germany long Encavis 874.08 2.970   1/02/12 3.248 -2,839 2,596 -243 104,124  215,907 -11,783 204,124
    MDAX short Ceconomy 220.06 7.298 12.656 8/08/11 9.611 -2,115 2,785 670 104,794  213,792 -8,997 204,794
    HSI-Fin long AIA 1,607.73 2.577   1/16/12 2.624 -4,219 4,144 -75 104,719  209,573 -4,854 204,719
    BEL 20 Galapagos 375.52 10.990   3/12/12 12.540 -4,709 4,127 -582 104,137  204,864 -727 204,137
    OMXC 20 Tryg 266.70 8.768   11/28/11 8.598 -2,293 2,338 45 104,182  202,571 1,612 204,182
    OBX 25 Equinor 219.01 19.745   1/16/12 19.264 -4,219 4,324 105 104,288  198,352 5,936 204,288
    OMXS 30 Getinge 61.51 19.967   11/28/11 18.641 -1,147 1,228 82 104,369  197,205 7,164 204,369
      Lundin 61.36 15.471   11/28/11 18.684 -1,146 949 -197 104,172  196,059 8,113 204,172
    FT 30 Tate & Lyle 3.00 858.422   12/19/11 808.105 -2,424 2,575 151 104,323  193,634 10,689 204,323
    Nikkei (FRA) Aozora Bank 80.98 18.670   1/09/12 21.370 -1,731 1,512 -219 104,104  191,904 12,201 204,104
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nitto Boseki 133.37 12.260   1/09/12 12.975 -1,730 1,635 -95 104,009  190,173 13,836 204,009
    CAC Mid 60 Innate Pharma 2,560.23 1.650   1/23/12 1.710 -4,378 4,224 -154 103,855  185,795 18,060 203,855
  Buy Germany short SolarWorld 23.45 236.550   9/10/12 182.550 5,547        191,342 12,513  
    MDAX long Dürr 506.76 10.946   5/21/12 10.445 5,547        196,889 6,966  
    HSI-Fin short HK Exchgs & Clrg 488.47 11.356   9/17/12 11.718 5,547        202,436 1,419  
    BEL 20 Bekaert 242.76 22.850   6/25/12 18.225 5,547        207,983 -4,128  
    OMXC 20 Vestas Wind Systems 979.00 5.666   5/28/12 5.040 5,547        213,530 -9,675  
    OBX 25 REC Silicon 1,602.48 3.462   9/03/12 2.359 5,547        219,077 -15,222  
    OMXS 30 ABB 213.90 12.967   7/23/12 14.168 2,774        221,851 -17,996  
      Nokia 1,186.07 2.338   7/23/12 1.752 2,774        224,624 -20,769  
    FT 30 Man Group 53.72 103.259   8/06/12 106.958 5,547        230,171 -26,316  
    Nikkei (FRA) Nippon Sheet Glass 306.80 9.040   1/07/13 9.100 2,773        232,945 -29,090  
      Sharp 71.80 38.630   1/07/13 23.550 2,774        235,719 -31,863  
    CAC Mid 60 Vallourec 4.01 1,382.400   9/10/12 1,453.800 5,543        241,262 -37,407  
5/21/12 Sell HSI long Lenovo 4,836.55 0.656   12/26/11 0.538 -2,604 3,172 568 104,423  238,658 -34,235 204,423
    Kospi 50 Samsung Electronics 285.29 16.200   1/23/12 15.346 -4,378 4,622 244 104,667  234,280 -29,613 204,667
    ATX Österreichische Post 204.71 27.000   4/16/12 26.725 -5,471 5,527 56 104,723  228,809 -24,086 204,723
    MDAX Dürr 506.76 10.445   5/14/12 10.946 -5,547 5,293 -254 104,469  223,262 -18,793 204,469
    TecDAX Dialog Semiconductor 272.62 15.475   2/06/12 16.745 -4,565 4,219 -346 104,123  218,697 -14,574 204,123
    SDAX Encavis 1,329.03 2.951   1/30/12 3.021 -4,015 3,922 -93 104,030  214,682 -10,652 204,030
    HSI-C&I Sands China 1,642.66 2.614   1/16/12 2.568 -4,219 4,294 75 104,105  210,463 -6,358 204,105
    ISEQ 20 Flutter 31.47 50.010   1/02/12 45.100 -1,419 1,574 155 104,260  209,044 -4,784 204,260
      Ryanair Holdings 375.53 4.040   1/02/12 3.780 -1,420 1,517 98 104,357  207,624 -3,267 204,357
    SMI short Credit Suisse 104.76 15.602 55.361 5/09/11 29.390 -3,079 5,800 2,721 107,078  204,545 2,533 207,078
    NZX 50 long a2 Milk 19,393.55 0.267   3/05/12 0.233 -4,509 5,170 661 107,739  200,036 7,703 207,739
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 4,323 115 107,854  195,828 12,026 207,854
    Nikkei (TYO) Tokyo Dome Corp 1,153.33 4.378   2/13/12 4.061 -4,684 5,050 366 108,220  191,144 17,076 208,220
    DJ Global Titans Apple 362.30 15.695   2/06/12 12.600 -4,565 5,686 1,121 109,341  186,579 22,762 209,341
  Buy HSI short China Unicom 4,880.96 1.189   8/20/12 1.370 5,802        192,381 16,960  
    Kospi 50 SK Holdings 103.09 56.279   7/23/12 68.528 5,802        198,183 11,158  
    ATX Zumtobel 588.56 9.858   6/25/12 8.050 5,802        203,985 5,356  
    MDAX Ströer Media 730.45 7.943   5/28/12 8.000 5,802        209,787 -446  
    TecDAX SMA Solar 220.48 26.315   12/22/14 14.800 5,802        215,589 -6,248  
    SDAX Klöckner 740.62 7.834   10/29/12 7.058 5,802        221,391 -12,050  
    HSI-C&I Citic Pacific 4,897.86 1.185   9/17/12 0.959 5,802        227,193 -17,852  
    ISEQ 20 Bank of Ireland 1,111.49 2.610   8/27/12 2.490 2,901        230,094 -20,753  
      Smurfit Kappa 522.70 5.550   8/27/12 6.550 2,901        232,995 -23,654  
    SMI long Richemont 120.78 48.039   5/28/12 48.077 5,802        238,797 -29,456  
    NZX 50 short Katmandu 6,083.67 0.954   7/30/12 0.992 5,802        244,599 -35,258  
    Indices Athex Large Cap 2.86 2,028.100   9/10/12 2,671.700 5,800        250,400 -41,058  
    Nikkei (TYO) Nippon Sheet Glass 681.06 8.519   7/02/12 8.411 5,802        256,202 -46,860  
    DJ Global Titans Telefónica 591.08 9.816   5/28/12 9.440 5,802        262,004 -52,662  
5/28/12 Sell MDAX short Ströer Media 730.45 8.000 7.886 5/21/12 7.943 -5,802 5,760 -42 109,300  256,202 -46,902 209,300
    OMXC 20 Vestas Wind Systems 979.00 5.040 6.370 5/14/12 5.666 -5,547 6,236 689 109,989  250,655 -40,666 209,989
    SMI long Richemont 120.78 48.077   5/21/12 48.039 -5,802 5,807 5 109,993  244,853 -34,859 209,993
    DJ Global Titans short Telefónica 591.08 9.440 10.207 5/21/12 9.816 -5,802 6,033 231 110,224  239,051 -28,826 210,224
  Buy MDAX long Rhön-Klinikum 206.14 21.995   6/04/12 22.100 4,534        243,585 -33,360  
    OMXC 20 GN Store Nord 66.53 68.150   6/04/12 67.500 4,534        248,119 -37,894  
    SMI short Credit Suisse 288.16 15.734   6/04/12 15.300 4,534        252,653 -42,428  
    CAC Next 20 Natixis 2,365.15 1.917   6/18/12 1.984 4,534        257,187 -46,962  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans long Apple 278.03 16.307   10/22/12 17.386 4,534        261,721 -51,496  
6/04/12 Sell SSE 50 long China Northern Rare 1,960.59 3.823   4/09/12 2.888 -5,662 7,496 1,834 112,058  256,059 -44,000 212,058
    DAX Merck (EMD) 65.98 36.500   12/19/11 36.695 -2,421 2,408 -13 112,045  253,637 -41,592 212,045
    MDAX Rhön-Klinikum 206.14 22.100   5/28/12 21.995 -4,534 4,556 22 112,067  249,103 -37,037 212,067
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 112,506  246,805 -34,299 212,506
    OMXC 20 GN Store Nord 66.53 67.500   5/28/12 68.150 -4,534 4,491 -43 112,462  242,271 -29,809 212,462
    SMI short Credit Suisse 288.16 15.300 16.181 5/28/12 15.734 -4,534 4,663 129 112,591  237,737 -25,146 212,591
  Buy SSE 50 China Unicom 9,260.87 0.506   12/10/12 0.413 4,686        242,423 -29,832  
    DAX thyssenkrupp 369.85 12.670   7/16/12 14.565 4,686        247,109 -34,518  
    MDAX Ströer Media 559.52 8.375   6/18/12 8.546 4,686        251,795 -39,204  
    FTSE Aviva 14.02 334.157   7/30/12 382.206 4,685        256,480 -43,889  
    OMXC 20 Vestas Wind Systems 1,073.79 4.364   6/18/12 3.953 4,686        261,166 -48,575  
    SMI long Swiss Re 107.12 43.744   6/11/12 46.079 4,686        265,852 -53,261  
6/11/12 Sell   long Swiss Re 107.12 46.079   6/04/12 43.744 -4,686 4,936 250 112,841  261,166 -48,325 212,841
    Topix (TYO) short Sony 426.55 10.270 13.374 5/07/12 11.720 -4,999 5,705 706 113,547  256,167 -42,620 213,547
  Buy SMI Credit Suisse 265.81 16.076   6/18/12 14.519 4,273        260,440 -46,893  
    Topix (TYO) long Subaru 706.57 6.048   1/11/16 33.663 4,273        264,713 -51,166  
6/18/12 Sell MDAX short Ströer Media 559.52 8.546 8.204 6/04/12 8.375 -4,686 4,590 -96 113,451  260,027 -46,576 213,451
    OMXC 20 Vestas Wind Systems 1,073.79 3.953 4.817 6/04/12 4.364 -4,686 5,173 487 113,938  255,341 -41,403 213,938
    SMI Credit Suisse 265.81 14.519 17.799 6/11/12 16.076 -4,273 4,731 458 114,396  251,068 -36,672 214,396
    CAC Next 20 Natixis 2,365.15 1.984 1.850 5/28/12 1.917 -4,534 4,376 -158 114,237  246,534 -32,296 214,237
    BAX long Wirecard 321.08 14.995   1/16/12 13.140 -4,219 4,815 596 114,833  242,315 -27,482 214,833
  Buy MDAX Dürr 413.78 11.318   6/25/12 11.594 4,683        246,998 -32,165  
    OMXC 20 GN Store Nord 63.93 73.250   6/25/12 71.650 4,683        251,681 -36,848  
    SMI Swiss Re 100.45 46.620   11/19/12 54.864 4,683        256,364 -41,531  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/25/12 Sell ATX short Zumtobel 588.56 8.050 12.072 5/21/12 9.858 -5,802 7,105 1,303 116,136  250,562 -34,425 216,136
    MDAX long Dürr 413.78 11.594   6/18/12 11.318 -4,683 4,797 114 116,250  245,879 -29,628 216,250
    RTX short Mobile TeleSystems 208.12 13.400 11.240 8/01/11 12.320 -2,564 2,339 -225 116,026  243,315 -27,289 216,026
    BEL 20 Bekaert 242.76 18.225 28.649 5/14/12 22.850 -5,547 6,955 1,408 117,433  237,768 -20,334 217,433
    OMXC 20 long GN Store Nord 63.93 71.650   6/18/12 73.250 -4,683 4,581 -102 117,331  233,085 -15,754 217,331
    DJTA Kirby 45.41 36.163   12/05/11 48.011 -2,180 1,642 -538 116,793  230,905 -14,112 216,793
  Buy ATX Österreichische Post 195.71 25.890   7/29/13 31.600 5,067        235,971 -19,178  
    MDAX short Ströer Media 630.15 8.041   7/02/12 8.090 5,067        241,039 -24,246  
    RTX long Magnit 238.45 21.250   7/02/12 22.430 5,067        246,106 -29,313  
    BEL 20 Galapagos 413.63 12.250   10/22/12 16.900 5,067        251,173 -34,380  
    OMXC 20 short Vestas Wind Systems 1,248.80 4.058   7/16/12 3.392 5,067        256,240 -39,447  
    DJTA Ryder System 185.45 27.323   7/02/12 27.880 5,067        261,307 -44,514  
7/02/12 Sell MDAX short Ströer Media 630.15 8.090 7.992 6/25/12 8.041 -5,067 5,036 -31 116,762  256,240 -39,478 216,762
    RTX long Magnit 238.45 22.430   6/25/12 21.250 -5,067 5,348 281 117,043  251,173 -34,129 217,043
    DJTA short Ryder System 185.45 27.880 26.767 6/25/12 27.323 -5,067 4,964 -103 116,940  246,105 -29,165 216,940
    STI Wilmar International 1,087.11 2.197 3.631 5/02/11 2.824 -3,070 3,947 877 117,817  243,035 -25,218 217,817
    Nikkei (TYO) Nippon Sheet Glass 681.06 8.411 8.629 5/21/12 8.519 -5,802 5,877 75 117,892  237,233 -19,342 217,892
  Buy MDAX long Dürr 398.15 12.465   7/23/12 13.345 4,963        242,196 -24,305  
    RTX short RusHydro 2,444.83 2.030   7/09/12 2.080 4,963        247,159 -29,268  
    DJTA long Delta Air Lines 565.26 8.780   9/17/12 7.031 4,963        252,122 -34,231  
    STI ThaiBev 23,388.31 0.212   6/10/13 0.382 4,963        257,085 -39,194  
    Nikkei (TYO) OKI Electric 388.81 12.765   7/16/12 12.784 4,963        262,048 -44,157  
7/09/12 Sell RTX short RusHydro 2,444.83 2.080 1.980 7/02/12 2.030 -4,963 4,841 -122 117,770  257,085 -39,316 217,770
  Buy   long Magnit 206.15 21.640   7/16/12 22.510 4,461        261,547 -43,777  
7/16/12 Sell DAX short thyssenkrupp 369.85 14.565 10.775 6/04/12 12.670 -4,686 3,985 -701 117,069  256,861 -39,792 217,069
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX long Magnit 206.15 22.510   7/09/12 21.640 -4,461 4,640 179 117,248  252,399 -35,151 217,248
    OMXC 20 short Vestas Wind Systems 1,248.80 3.392 4.854 6/25/12 4.058 -5,067 6,062 995 118,243  247,332 -29,089 218,243
    Nikkei (TYO) long OKI Electric 388.81 12.784   7/02/12 12.765 -4,963 4,970 7 118,250  242,369 -24,119 218,250
  Buy DAX Continental 67.93 71.440   8/11/14 159.700 4,853        247,222 -28,972  
    RTX short RusHydro 2,278.40 2.130   9/03/12 2.010 4,853        252,075 -33,825  
    OMXC 20 long Genmab 573.04 8.469   6/24/13 22.604 4,853        256,928 -38,678  
    Nikkei (TYO) short Nippon Sheet Glass 636.13 7.629   11/19/12 7.143 4,853        261,781 -43,531  
7/23/12 Sell Kospi 50 short SK Holdings 103.09 68.528 44.029 5/21/12 56.279 -5,802 4,539 -1,263 116,988  255,979 -38,992 216,988
    MDAX long Dürr 398.15 13.345   7/02/12 12.465 -4,963 5,313 350 117,338  251,017 -33,679 217,338
    OMXS 30 short ABB 213.90 14.168 11.765 5/14/12 12.967 -2,774 2,517 -257 117,081  248,243 -31,162 217,081
      Nokia 1,186.07 1.752 3.121 5/14/12 2.338 -2,774 3,702 928 118,009  245,469 -27,460 218,009
  Buy Kospi 50 long Amorepacific Group 182.03 26.166   10/20/14 87.497 4,763        250,232 -32,223  
    MDAX short Ströer Media 600.86 7.927   8/06/12 7.080 4,763        254,995 -36,986  
    OMXS 30 long Electrolux 134.38 17.722   6/24/13 19.030 2,381        257,377 -39,368  
      Swedbank 172.71 13.789   6/24/13 16.871 2,381        259,758 -41,749  
7/30/12 Sell FTSE short Aviva 14.02 382.206 286.108 6/04/12 334.157 -4,685 4,011 -674 117,336  255,073 -37,738 217,336
    NZX 50 Katmandu 6,083.67 0.992 0.916 5/21/12 0.954 -5,802 5,571 -231 117,105  249,271 -32,167 217,105
  Buy FTSE long Ashtead 13.87 333.248   8/24/15 1,199.890 4,622        253,894 -36,789  
8/06/12 Sell MDAX short Ströer Media 600.86 7.080 8.875 7/23/12 7.927 -4,763 5,333 570 117,674  249,131 -31,456 217,674
    FT 30 Man Group 53.72 106.958 99.561 5/14/12 103.259 -5,547 5,348 -199 117,476  243,584 -26,108 217,476
  Buy MDAX long Dürr 345.73 13.838   10/29/12 14.790 4,784        248,368 -30,892  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        253,155 -35,679  
8/13/12 Sell France short Solocal 3.57 1,038.280 2,100.620 4/23/12 1,476.830 -5,272 7,499 2,227 119,703  247,882 -28,180 219,703
    Nordic 30 Nokia 2,082.92 2.220 2.595 5/07/12 2.400 -4,999 5,404 405 120,108  242,883 -22,775 220,108
    Topix (FRA) Mazda Motor 726.01 4.800 8.694 3/19/12 6.460 -4,690 6,312 1,622 121,730  238,193 -16,463 221,730
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France long Eurofins Scientific 495.51 10.355   4/22/13 15.325 5,131        243,324 -21,594  
    Nordic 30 Pandora 458.44 11.192   6/03/13 26.264 5,131        248,455 -26,725  
    Topix (FRA) Softbank 317.93 16.139   9/03/12 15.996 5,131        253,586 -31,856  
8/20/12 Sell HSI short China Unicom 4,880.96 1.370 1.008 5/21/12 1.189 -5,802 4,920 -882 120,847  247,784 -26,937 220,847
    IBEX 35 Sacyr 1,413.40 1.284 8.553 2/13/12 3.314 -4,684 12,089 7,405 128,253  243,100 -14,847 228,253
    OMXH 25 Outokumpu 487.26 6.980 19.345 4/09/12 11.620 -5,662 9,426 3,764 132,017  237,438 -5,422 232,017
    TSX 60 BlackBerry 541.38 5.638 18.115 4/16/12 10.106 -5,471 9,807 4,336 136,353  231,967 4,385 236,353
    PSI 20 Banco Comercial 8,118.74 0.452 0.960 4/02/12 0.659 -5,347 7,791 2,444 138,797  226,620 12,176 238,797
  Buy HSI long Galaxy Entertainment 2,667.18 2.352   4/22/13 3.135 6,274        232,894 5,902  
    IBEX 35 Grifols 558.19 11.240   11/05/12 13.025 6,274        239,168 -372  
    OMXH 25 Huhtamäki 527.67 11.890   10/22/12 12.450 6,274        245,442 -6,646  
    TSX 60 Couche-Tard 938.52 6.685   4/22/13 7.405 6,274        251,716 -12,920  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,111.49 2.490 2.736 5/21/12 2.610 -2,901 3,041 140 138,936  248,815 -9,879 238,936
      Smurfit Kappa 522.70 6.550 4.550 5/21/12 5.550 -2,901 2,378 -523 138,414  245,914 -7,501 238,414
    MerVal YPF 392.54 14.446 12.421 4/23/12 13.433 -5,273 4,876 -397 138,016  240,641 -2,625 238,016
  Buy ISEQ 20 long Kerry Group 78.29 37.580   6/17/13 42.250 2,942        243,584 -5,567  
      Smurfit Kappa 449.16 6.550   6/17/13 12.270 2,942        246,526 -8,509  
9/03/12 Sell S&P 100 long Biogen 38.31 116.954   1/09/12 90.342 -3,461 4,481 1,020 139,036  243,065 -4,029 239,036
    AEX short ArcelorMittal 146.19 35.565 42.177 4/09/12 38.730 -5,662 6,166 504 139,540  237,403 2,137 239,540
    RTX RusHydro 2,278.40 2.010 2.257 7/16/12 2.130 -4,853 5,143 290 139,829  232,550 7,280 239,829
    OBX 25 REC Silicon 1,602.48 2.359 5.080 5/14/12 3.462 -5,547 8,140 2,593 142,423  227,003 15,420 242,423
    Athex LC Public Power 3,529.68 1.330 1.806 4/16/12 1.550 -5,471 6,376 905 143,328  221,532 21,796 243,328
    Topix (FRA) long Softbank 317.93 15.996   8/13/12 16.139 -5,131 5,086 -45 143,282  216,401 26,882 243,282
  Buy S&P 100 short HP 499.89 13.511   9/17/12 13.872 6,754        223,155 20,128  
    RTX long Magnit 278.86 24.220   9/17/12 27.650 6,754        229,909 13,374  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Grieg Seafood 4,924.89 1.371   1/07/13 1.707 6,754        236,662 6,620  
    Athex LC Alpha Bank 100.81 67.000   3/25/13 37.850 6,754        243,417 -135  
    MerVal short Pampa Energía 40,178.47 0.168   9/10/12 0.164 6,754        250,171 -6,889  
    Topix (FRA) Kansai Electric Pwr 1,184.50 5.702   3/11/13 6.145 6,754        256,925 -13,643  
9/10/12 Sell Germany short SolarWorld 23.45 182.550 306.524 5/14/12 236.550 -5,547 7,188 1,641 144,923  251,378 -6,455 244,923
    MerVal Pampa Energía 40,178.47 0.164 0.172 9/03/12 0.168 -6,754 6,923 169 145,092  244,624 468 245,092
    CAC Mid 60 Vallourec 4.01 1,453.800 1,311.000 5/14/12 1,382.400 -5,543 5,257 -286 144,805  239,080 5,725 244,805
    Indices Athex Large Cap 2.86 2,671.700 1,384.500 5/21/12 2,028.100 -5,800 3,960 -1,841 142,965  233,280 9,685 242,965
  Buy Germany long ADLER Real Estate 5,352.54 1.180   6/24/13 2.050 6,316        239,596 3,369  
    CAC Mid 60 Eurofins Scientific 574.18 11.000   4/22/13 15.325 6,316        245,912 -2,947  
    Indices OMXC 20 95.11 66.404   6/17/13 70.001 6,316        252,228 -9,263  
9/17/12 Sell S&P 100 short HP 499.89 13.872 13.150 9/03/12 13.511 -6,754 6,573 -181 142,784  245,474 -2,690 242,784
    RTX long Magnit 278.86 27.650   9/03/12 24.220 -6,754 7,710 956 143,741  238,720 5,021 243,741
    HSI-Fin short HK Exchgs & Clrg 488.47 11.718 10.994 5/14/12 11.356 -5,547 5,370 -177 143,564  233,173 10,391 243,564
    HSI-C&I Citic Pacific 4,897.86 0.959 1.464 5/21/12 1.185 -5,802 7,169 1,367 144,931  227,371 17,560 244,931
    DJTA long Delta Air Lines 565.26 7.031   7/02/12 8.780 -4,963 3,975 -989 143,942  222,408 21,535 243,942
  Buy S&P 100 Gilead Sciences 264.77 25.063   10/13/14 79.611 6,636        229,043 14,899  
    CAC 40 Credit Agricole 1,108.96 5.984   9/24/12 5.714 6,636        235,679 8,263  
    RTX short RusHydro 3,175.12 2.090   2/04/13 1.770 6,636        242,315 1,627  
    HSI-Fin long Bank of China (HK) 2,780.29 2.387   5/13/13 2.748 6,636        248,951 -5,009  
    HSI-C&I Galaxy Entertainment 2,729.74 2.431   4/08/13 3.018 6,636        255,587 -11,645  
    DJTA short Expeditors Wash 226.38 29.314   9/24/12 28.398 6,636        262,223 -18,281  
9/24/12 Sell CAC 40 long Credit Agricole 1,108.96 5.714   9/17/12 5.984 -6,636 6,337 -299 143,643  255,587 -11,945 243,643
    DJTA short Expeditors Wash 226.38 28.398 30.259 9/17/12 29.314 -6,636 6,850 214 143,857  248,951 -5,095 243,857
  Buy   long Avis Budget 480.63 12.419   7/20/15 38.916 5,969        254,920 -11,064  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/01/12 Buy CAC Next 20 short Hermes International 27.52 211.450   12/10/12 235.500 5,819        260,740 -16,883  
10/15/12 Buy AEX short KPN 1,564.81 3.626   2/02/15 2.756 5,674        266,414 -22,557  
    MerVal Pampa Energía 37,625.99 0.151   10/22/12 0.141 5,674        272,088 -28,231  
10/22/12 Sell BEL 20 long Galapagos 413.63 16.900   6/25/12 12.250 -5,067 6,990 1,923 145,780  267,021 -21,240 245,780
    OMXH 25 Huhtamäki 527.67 12.450   8/20/12 11.890 -6,274 6,569 295 146,076  260,747 -14,671 246,076
    MerVal short Pampa Energía 37,625.99 0.141 0.161 10/15/12 0.151 -5,674 6,073 399 146,475  255,073 -8,598 246,475
    DJ Global Titans long Apple 278.03 17.386   5/28/12 16.307 -4,534 4,834 300 146,774  250,539 -3,764 246,774
  Buy BEL 20 short Bekaert 281.51 21.580   11/12/12 21.290 6,075        256,614 -9,839  
    OMXH 25 Outokumpu 938.95 6.470   11/05/12 6.200 6,075        262,689 -15,914  
    DJ Global Titans Telefónica 578.57 10.500   10/29/12 10.070 6,075        268,764 -21,989  
10/29/12 Sell MDAX long Dürr 345.73 14.790   8/06/12 13.838 -4,784 5,113 329 147,104  263,980 -16,876 247,104
    SDAX short Klöckner 740.62 7.058 8.695 5/21/12 7.834 -5,802 6,440 638 147,742  258,178 -10,436 247,742
    DJ Global Titans Telefónica 578.57 10.070 10.948 10/22/12 10.500 -6,075 6,334 259 148,001  252,103 -4,101 248,001
  Buy MDAX Ströer Media 919.61 6.630   1/14/13 6.901 6,097        258,200 -10,198  
    SDAX long ADLER Real Estate 3,858.86 1.580   11/26/12 1.285 6,097        264,297 -16,295  
    MerVal short Pampa Energía 42,106.35 0.145   12/24/12 0.147 6,097        270,394 -22,392  
    BAX long KUKA 260.83 23.375   6/24/13 31.820 6,097        276,490 -28,489  
    DJ Global Titans Bank of America 846.38 7.204   12/16/13 11.075 6,097        282,587 -34,586  
11/05/12 Sell MIB short UnipolSai 497.66 0.935 28.146 6/27/11 5.130 -2,553 14,007 11,454 159,455  280,034 -20,579 259,455
    IBEX 35 long Grifols 558.19 13.025   8/20/12 11.240 -6,274 7,270 996 160,452  273,760 -13,309 260,452
    OMXH 25 short Outokumpu 938.95 6.200 6.752 10/22/12 6.470 -6,075 6,340 265 160,716  267,685 -6,969 260,716
  Buy MIB long Azimut 681.75 9.304   8/04/14 18.460 6,343        274,028 -13,312  
    OMXH 25 Konecranes 251.21 25.250   11/12/12 24.380 6,343        280,371 -19,655  
11/12/12 Sell BEL 20 short Bekaert 281.51 21.290 21.874 10/22/12 21.580 -6,075 6,158 83 160,799  274,296 -13,497 260,799
    OMXH 25 long Konecranes 251.21 24.380   11/05/12 25.250 -6,343 6,125 -219 160,581  267,953 -7,373 260,581
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy BEL 20 Galapagos 374.33 16.910   6/24/13 14.210 6,330        274,283 -13,703  
    OMXH 25 short Outokumpu 985.98 6.420   12/31/12 7.400 6,330        280,613 -20,033  
11/19/12 Sell SMI long Swiss Re 100.45 54.864   6/18/12 46.620 -4,683 5,511 828 161,409  275,930 -14,522 261,409
    Nikkei (TYO) short Nippon Sheet Glass 636.13 7.143 8.148 7/16/12 7.629 -4,853 5,183 330 161,739  271,077 -9,338 261,739
  Buy PSI 20 Impresa 21,758.62 0.290   12/17/12 0.300 6,310        277,387 -15,648  
    SMI Julius Bär 241.57 26.121   12/17/12 27.324 6,310        283,697 -21,958  
    Nikkei (TYO) long Subaru 771.80 8.176   10/07/13 20.003 6,310        290,007 -28,268  
11/26/12 Sell SDAX long ADLER Real Estate 3,858.86 1.285   10/29/12 1.580 -6,097 4,959 -1,138 160,601  283,910 -23,310 260,601
    SLI short Lonza 152.82 36.099 32.909 4/23/12 34.504 -5,273 5,029 -244 160,357  278,637 -18,281 260,357
  Buy SDAX Deutz 1,861.85 3.250   12/10/12 3.138 6,051        284,688 -24,332  
    SLI long Swiss Life 58.06 104.219   6/24/13 120.698 6,051        290,739 -30,382  
12/10/12 Sell SSE 50 short China Unicom 9,260.87 0.413 0.620 6/04/12 0.506 -4,686 5,737 1,051 161,408  286,053 -24,645 261,408
    SDAX Deutz 1,861.85 3.138 3.366 11/26/12 3.250 -6,051 6,267 216 161,624  280,002 -18,378 261,624
    CAC Next 20 Hermes International 27.52 235.500 187.400 10/01/12 211.450 -5,819 5,157 -662 160,962  274,183 -13,221 260,962
  Buy SSE 50 long China Rwy Constr 8,649.44 0.716   4/29/13 0.634 6,193        280,376 -19,414  
    CAC 40 Societe Generale 214.92 28.815   1/14/13 34.140 6,193        286,569 -25,607  
    SDAX ADLER Real Estate 4,423.57 1.400   6/10/13 2.099 6,193        292,762 -31,800  
12/17/12 Sell PSI 20 short Impresa 21,758.62 0.300 0.280 11/19/12 0.290 -6,310 6,092 -218 160,745  286,452 -25,708 260,745
    SMI Julius Bär 241.57 27.324 24.917 11/19/12 26.121 -6,310 6,019 -291 160,454  280,142 -19,688 260,454
  Buy   long Richemont 100.44 59.929   10/14/13 74.199 6,019        286,162 -25,708  
12/24/12 Sell MerVal short Pampa Energía 42,106.35 0.147 0.143 10/29/12 0.145 -6,097 6,009 -88 160,365  280,065 -19,699 260,365
  Buy   long Gr Fin Galicia 8,626.33 0.697   5/27/13 0.697 6,016        286,081 -25,715  
12/31/12 Sell OMXH 25 short Outokumpu 985.98 7.400 5.440 11/12/12 6.420 -6,330 5,364 -966 159,399  279,751 -20,351 259,399
  Buy   long Orion 269.19 22.200   3/18/13 22.000 5,976        285,727 -26,327  
1/07/13 Sell OBX 25 long Grieg Seafood 4,924.89 1.707   9/03/12 1.371 -6,754 8,405 1,651 161,050  278,973 -17,922 261,050
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Nippon Sheet Glass 306.80 9.100 8.980 5/14/12 9.040 -2,773 2,755 -18 161,032  276,199 -15,167 261,032
      Sharp 71.80 23.550 63.366 5/14/12 38.630 -2,774 4,550 1,776 162,808  273,425 -10,617 262,808
  Buy IBEX 35 long Mediaset Esp 1,106.74 5.696   2/04/13 5.150 6,304        279,729 -16,921  
    OBX 25 short REC Silicon 3,497.75 1.802   1/21/13 1.488 6,304        286,033 -23,225  
    Nikkei (FRA) long Subaru 318.38 9.900   1/14/13 9.907 3,152        289,185 -26,377  
      Shinsei Bank 202.05 15.600   1/14/13 13.840 3,152        292,337 -29,529  
1/14/13 Sell CAC 40 long Societe Generale 214.92 34.140   12/10/12 28.815 -6,193 7,337 1,144 163,953  286,144 -22,192 263,953
    MDAX short Ströer Media 919.61 6.901 6.359 10/29/12 6.630 -6,097 5,848 -249 163,703  280,047 -16,344 263,703
    Nikkei (FRA) long Subaru 318.38 9.907   1/07/13 9.900 -3,152 3,154 2 163,706  276,895 -13,190 263,706
      Shinsei Bank 202.05 13.840   1/07/13 15.600 -3,152 2,796 -356 163,350  273,743 -10,394 263,350
  Buy CAC 40 short Engie 409.79 15.430   1/28/13 15.390 6,323        280,067 -16,717  
    MDAX long KUKA 224.34 28.185   6/24/13 31.820 6,323        286,390 -23,040  
    Nikkei (FRA) short Screen 162.25 19.485   2/11/13 16.805 3,161        289,551 -26,201  
1/21/13 Sell OBX 25 short REC Silicon 3,497.75 1.488 2.182 1/07/13 1.802 -6,304 7,633 1,330 164,679  283,247 -18,568 264,679
  Buy   long Grieg Seafood 3,542.96 1.736   1/28/13 1.688 6,152        289,399 -24,720  
1/28/13 Sell CAC 40 short Engie 409.79 15.390 15.470 1/14/13 15.430 -6,323 6,339 16 164,696  283,076 -18,380 264,696
    OBX 25 long Grieg Seafood 3,542.96 1.688   1/21/13 1.736 -6,152 5,981 -171 164,525  276,924 -12,399 264,525
  Buy CAC 40 Credit Agricole 812.03 7.762   2/11/13 7.414 6,303        283,227 -18,702  
    OBX 25 short REC Silicon 4,074.86 1.547   2/25/13 1.312 6,303        289,530 -25,005  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,106.74 5.150   1/07/13 5.696 -6,304 5,700 -604 163,920  283,226 -19,305 263,920
    RTX short RusHydro 3,175.12 1.770 2.468 9/17/12 2.090 -6,636 7,836 1,200 165,120  276,590 -11,470 265,120
  Buy IBEX 35 Bankia 288.96 21.944   9/09/13 3.016 6,341        282,931 -17,811  
    RTX long Magnit 182.95 34.660   3/11/13 34.010 6,341        289,272 -24,152  
2/11/13 Sell CAC 40 long Credit Agricole 812.03 7.414   1/28/13 7.762 -6,303 6,020 -283 164,838  282,969 -18,131 264,838
    Nikkei (FRA) short Screen 162.25 16.805 22.592 1/14/13 19.485 -3,161 3,666 504 165,342  279,808 -14,466 265,342
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX REC Silicon 1,515.80 1.027 11.783 4/23/12 3.479 -5,273 17,861 12,588 177,930  274,535 3,395 277,930
  Buy CAC 40 Orange 892.17 7.883   2/25/13 7.479 7,033        281,567 -3,638  
    ÖkoDAX long PNE Wind 2,520.79 2.790   4/29/13 2.700 7,033        288,600 -10,671  
    Nikkei (FRA) Subaru 325.60 10.800   8/26/13 18.441 3,516        292,117 -14,187  
      Mazda Motor 282.56 12.445   8/26/13 15.485 3,516        295,633 -17,703  
    GCX SunPower 995.79 7.063   11/25/13 21.795 7,033        302,666 -24,736  
2/18/13 Buy GEX long MBB 342.11 18.500   4/22/13 17.650 6,329        308,995 -31,066  
2/25/13 Sell CAC 40 short Orange 892.17 7.479 8.309 2/11/13 7.883 -7,033 7,413 380 178,310  301,962 -23,653 278,310
    OBX 25 REC Silicon 4,074.86 1.312 1.824 1/28/13 1.547 -6,303 7,434 1,131 179,441  295,659 -16,219 279,441
  Buy CAC 40 long Credit Agricole 880.27 7.475   4/22/13 6.300 6,580        302,239 -22,799  
    OBX 25 Norwegian 2.25 2,924.050   4/15/13 2,803.560 6,579        308,819 -29,378  
3/11/13 Sell RTX long Magnit 182.95 34.010   2/04/13 34.660 -6,341 6,222 -119 179,322  302,478 -23,156 279,322
    Topix (FRA) short Kansai Electric Pwr 1,184.50 6.145 5.259 9/03/12 5.702 -6,754 6,229 -525 178,797  295,724 -16,927 278,797
  Buy RTX RusHydro 3,896.43 1.680   9/14/15 0.774 6,546        302,270 -23,473  
    Topix (FRA) long Mazda Motor 529.83 12.355   4/01/13 11.250 6,546        308,816 -30,019  
3/18/13 Sell OMXH 25 long Orion 269.19 22.000   12/31/12 22.200 -5,976 5,922 -54 178,743  302,840 -24,096 278,743
  Buy   short Outokumpu 1,153.26 5.520   9/16/13 4.600 6,366        309,206 -30,462  
3/25/13 Sell Athex LC long Alpha Bank 100.81 37.850   9/03/12 67.000 -6,754 3,816 -2,939 175,804  302,451 -26,647 275,804
  Buy   short Eurobank Ergasias 23.95 260.000   9/30/13 50.000 6,227        308,678 -32,874  
4/01/13 Sell Topix (FRA) long Mazda Motor 529.83 11.250   3/11/13 12.355 -6,546 5,961 -585 175,219  302,132 -26,913 275,219
  Buy   short Nidec 566.72 10.953   4/15/13 10.948 6,207        308,339 -33,120  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,729.74 3.018   9/17/12 2.431 -6,636 8,239 1,603 176,822  301,703 -24,881 276,822
4/15/13 Sell OBX 25 long Norwegian 2.25 2,803.560   2/25/13 2,924.050 -6,579 6,308 -271 176,551  295,124 -18,573 276,551
    Topix (FRA) short Nidec 566.72 10.948 10.957 4/01/13 10.953 -6,207 6,210 3 176,554  288,917 -12,363 276,554
  Buy OBX 25 Frontline 890.88 7.413   10/21/13 8.829 6,604        295,521 -18,967  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Mazda Motor 564.20 11.705   6/03/13 14.600 6,604        302,125 -25,571  
4/22/13 Sell France long Eurofins Scientific 495.51 15.325   8/13/12 10.355 -5,131 7,594 2,463 179,017  296,994 -17,977 279,017
    HSI Galaxy Entertainment 2,667.18 3.135   8/20/12 2.352 -6,274 8,361 2,087 181,103  290,720 -9,617 281,103
    CAC 40 Credit Agricole 880.27 6.300   2/25/13 7.475 -6,580 5,546 -1,034 180,069  284,140 -4,071 280,069
    TSX 60 Couche-Tard 938.52 7.405   8/20/12 6.685 -6,274 6,950 676 180,745  277,866 2,879 280,745
    CAC Mid 60 Eurofins Scientific 574.18 15.325   9/10/12 11.000 -6,316 8,799 2,483 183,228  271,550 11,678 283,228
    GEX MBB 342.11 17.650   2/18/13 18.500 -6,329 6,038 -291 182,937  265,221 17,716 282,937
  Buy France short ArcelorMittal 285.93 26.286   5/06/13 29.061 7,516        272,737 10,200  
    HSI China Shenhua HK 2,954.17 2.544   9/16/13 2.475 7,516        280,253 2,684  
    CAC 40 ArcelorMittal 285.93 26.286   8/05/13 28.620 7,516        287,769 -4,832  
    TSX 60 Barrick Gold 519.64 14.464   9/30/13 13.729 7,516        295,285 -12,348  
    CAC Mid 60 CGG 15.09 497.920   4/29/13 532.320 7,514        302,799 -19,861  
    GEX YOC 1,488.61 5.049   9/23/13 2.219 7,516        310,315 -27,377  
4/29/13 Sell SSE 50 long China Rwy Constr 8,649.44 0.634   12/10/12 0.716 -6,193 5,486 -707 182,230  304,122 -21,891 282,230
    ÖkoDAX PNE Wind 2,520.79 2.700   2/11/13 2.790 -7,033 6,806 -227 182,004  297,089 -15,085 282,004
    CAC Mid 60 short CGG 15.09 532.320 463.520 4/22/13 497.920 -7,514 6,995 -519 181,485  289,575 -8,090 281,485
  Buy SSE 50 China Northern Rare 3,010.57 2.270   5/06/13 2.286 6,834        296,409 -14,924  
    ÖkoDAX SolarWorld 64.44 106.050   4/13/15 14.550 6,834        303,243 -21,758  
5/06/13 Sell France short ArcelorMittal 285.93 29.061 23.511 4/22/13 26.286 -7,516 6,723 -793 180,691  295,727 -15,036 280,691
    SSE 50 China Northern Rare 3,010.57 2.286 2.254 4/29/13 2.270 -6,834 6,786 -48 180,643  288,893 -8,250 280,643
  Buy   long China Minsheng Bk 6,475.51 1.052   5/13/13 1.064 6,809        295,702 -15,059  
5/13/13 Sell   long China Minsheng Bk 6,475.51 1.064   5/06/13 1.052 -6,809 6,891 82 180,725  288,893 -8,168 280,725
    HSI-Fin Bank of China (HK) 2,780.29 2.748   9/17/12 2.387 -6,636 7,639 1,003 181,728  282,257 -529 281,728
  Buy SSE 50 short China Northern Rare 2,968.45 2.368   11/04/13 2.137 7,029        289,286 -7,558  
    HSI-Fin Ping An 2,346.13 2.996   10/14/13 2.804 7,029        296,315 -14,587  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/27/13 Sell MerVal long Gr Fin Galicia 8,626.33 0.697   12/24/12 0.697 -6,016 6,010 -6 181,722  290,299 -8,577 281,722
  Buy   short Pampa Energía 41,941.03 0.163   6/10/13 0.158 6,828        297,127 -15,405  
6/03/13 Sell Nordic 30 long Pandora 458.44 26.264   8/13/12 11.192 -5,131 12,040 6,909 188,631  291,996 -3,364 288,631
    Topix (FRA) Mazda Motor 564.20 14.600   4/15/13 11.705 -6,604 8,237 1,633 190,265  285,392 4,873 290,265
  Buy Nordic 30 short Equinor 425.48 17.340   7/29/13 16.264 7,378        292,770 -2,505  
    Topix (FRA) Inpex 927.70 7.953   11/18/13 8.519 7,378        300,148 -9,883  
6/10/13 Sell SDAX long ADLER Real Estate 4,423.57 2.099   12/10/12 1.400 -6,193 9,285 3,092 193,357  293,955 -598 293,357
    HSI-Prop China Ov Land & Inv 1,368.92 2.124   1/16/12 1.541 -2,110 2,907 798 194,155  291,845 2,309 294,155
      China Res Land 1,492.82 2.183   1/16/12 1.413 -2,110 3,258 1,149 195,303  289,736 5,567 295,303
    MerVal short Pampa Energía 41,941.03 0.158 0.168 5/27/13 0.163 -6,828 7,029 201 195,505  282,908 12,597 295,505
    STI long ThaiBev 23,388.31 0.382   7/02/12 0.212 -4,963 8,925 3,962 199,467  277,945 21,522 299,467
  Buy France short ArcelorMittal 284.63 28.191   7/08/13 26.415 8,024        285,969 13,498  
    SDAX Hypoport 1,072.73 7.480   9/30/13 8.120 8,024        293,993 5,474  
    HSI-Prop Hang Lung 1,562.18 2.568   11/18/13 2.531 4,012        298,005 1,462  
      Sino Land 3,728.28 1.076   11/18/13 1.043 4,012        302,017 -2,550  
    MerVal long Telecom Argentina 2,118.38 3.788   6/17/13 3.268 8,024        310,041 -10,574  
    CAC Mid 60 short CGG 14.30 561.120   8/05/13 575.840 8,024        318,065 -18,598  
6/17/13 Sell ISEQ 20 long Kerry Group 78.29 42.250   8/27/12 37.580 -2,942 3,308 366 199,832  315,123 -15,290 299,832
      Smurfit Kappa 449.16 12.270   8/27/12 6.550 -2,942 5,511 2,569 202,401  312,181 -9,779 302,401
    MerVal Telecom Argentina 2,118.38 3.268   6/10/13 3.788 -8,024 6,923 -1,101 201,301  304,157 -2,856 301,301
    Indices OMXC 20 95.11 70.001   9/10/12 66.404 -6,316 6,658 342 201,643  297,841 3,802 301,643
  Buy ISEQ 20 short C&C Group 901.96 4.233   7/29/13 4.100 3,818        301,659 -16  
      CRH 244.26 15.631   7/29/13 15.994 3,818        305,477 -3,834  
    PSI 20 long Teixeira Duarte 14,140.74 0.540   6/24/13 0.570 7,636        313,113 -11,470  
    MerVal short Comercial del Plata 108,620.20 0.070   8/12/13 0.067 7,636        320,749 -19,106  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices RTX 5.48 1,393.590   8/12/13 1,391.500 7,637        328,386 -26,743  
6/24/13 Sell Germany long ADLER Real Estate 5,352.54 2.050   9/10/12 1.180 -6,316 10,973 4,657 206,299  322,070 -15,771 306,299
    MDAX KUKA 224.34 31.820   1/14/13 28.185 -6,323 7,139 815 207,115  315,747 -8,632 307,115
    BEL 20 Galapagos 374.33 14.210   11/12/12 16.910 -6,330 5,319 -1,011 206,104  309,417 -3,313 306,104
    PSI 20 Teixeira Duarte 14,140.74 0.570   6/17/13 0.540 -7,636 8,060 424 206,528  301,781 4,747 306,528
    OMXC 20 Genmab 573.04 22.604   7/16/12 8.469 -4,853 12,953 8,100 214,628  296,928 17,700 314,628
    OMXS 30 Electrolux 134.38 19.030   7/23/12 17.722 -2,381 2,557 176 214,804  294,547 20,257 314,804
      Swedbank 172.71 16.871   7/23/12 13.789 -2,381 2,914 532 215,336  292,165 23,171 315,336
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 215,936  287,378 28,558 315,936
    SLI Swiss Life 58.06 120.698   11/26/12 104.219 -6,051 7,008 957 216,893  281,327 35,565 316,893
    BAX KUKA 260.83 31.820   10/29/12 23.375 -6,097 8,300 2,203 219,095  275,230 43,865 319,095
  Buy Germany short SolarWorld 98.68 91.950   7/29/13 77.250 9,074        284,304 34,791  
    MDAX Salzgitter 357.17 25.405   7/01/13 25.340 9,074        293,378 25,717  
    BEL 20 Aperam 1,090.63 8.320   7/15/13 8.461 9,074        302,452 16,643  
    OMXC 20 FLSmidth 259.02 35.032   7/01/13 34.376 9,074        311,526 7,569  
    OMXS 30 Boliden 475.12 9.549   7/08/13 9.256 4,537        316,063 3,032  
      Tele2 516.85 8.778   7/08/13 9.227 4,537        320,600 -1,505  
    FT 30 Man Group 95.26 95.252   7/01/13 100.211 9,074        329,674 -10,578  
    SLI Kühne & Nagel 111.82 81.145   7/08/13 90.725 9,074        338,747 -19,652  
    BAX SFC Energy 1,910.32 4.750   7/01/13 4.650 9,074        347,821 -28,726  
7/01/13 Sell MDAX short Salzgitter 357.17 25.340 25.470 6/24/13 25.405 -9,074 9,097 23 219,119  338,747 -19,629 319,119
    OMXC 20 FLSmidth 259.02 34.376 35.701 6/24/13 35.032 -9,074 9,247 173 219,292  329,673 -10,381 319,292
    FT 30 Man Group 95.26 100.211 90.294 6/24/13 95.252 -9,074 8,601 -472 218,820  320,600 -1,780 318,820
    BAX SFC Energy 1,910.32 4.650 4.852 6/24/13 4.750 -9,074 9,269 195 219,015  311,526 7,489 319,015
  Buy MDAX long Dürr 340.12 23.998   7/28/14 30.355 8,162        319,688 -673  
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 756.26 10.793   9/01/14 31.864 8,162        327,850 -8,835  
    FT 30 Lloyds Bank 109.01 74.871   9/09/13 90.907 8,162        336,011 -16,997  
    BAX Morphosys 184.89 44.145   4/14/14 58.270 8,162        344,173 -25,159  
7/08/13 Sell France short ArcelorMittal 284.63 26.415 30.086 6/10/13 28.191 -8,024 8,563 539 219,554  336,149 -16,595 319,554
    OMXS 30 Boliden 475.12 9.256 9.852 6/24/13 9.549 -4,537 4,681 144 219,698  331,612 -11,914 319,698
      Tele2 516.85 9.227 8.329 6/24/13 8.778 -4,537 4,305 -232 219,466  327,075 -7,609 319,466
    SLI Kühne & Nagel 111.82 90.725 71.565 6/24/13 81.145 -9,074 8,002 -1,071 218,395  318,002 393 318,395
  Buy OMXS 30 long Nokia 1,250.78 3.186   10/13/14 6.407 3,984        321,986 -3,591  
      Kinnevik 182.21 21.868   10/13/14 22.475 3,985        325,971 -7,576  
    SLI Lonza 132.37 60.201   8/12/13 56.494 7,969        333,939 -15,545  
7/15/13 Sell BEL 20 short Aperam 1,090.63 8.461 8.179 6/24/13 8.320 -9,074 8,920 -154 218,241  324,865 -6,624 318,241
  Buy   long KBC 248.48 31.350   10/13/14 40.740 7,790        332,655 -14,414  
7/29/13 Sell Germany short SolarWorld 98.68 77.250 109.447 6/24/13 91.950 -9,074 10,800 1,727 219,968  323,582 -3,614 319,968
    ATX long Österreichische Post 195.71 31.600   6/25/12 25.890 -5,067 6,184 1,118 221,085  318,515 2,570 321,085
    ISEQ 20 short C&C Group 901.96 4.100 4.370 6/17/13 4.233 -3,818 3,942 124 221,209  314,697 6,512 321,209
      CRH 244.26 15.994 15.268 6/17/13 15.631 -3,818 3,729 -89 221,120  310,879 10,242 321,120
    Nordic 30 Equinor 425.48 16.264 18.488 6/03/13 17.340 -7,378 7,866 488 221,609  303,501 18,108 321,609
  Buy ATX Raiffeisen Bank Int 367.86 23.085   10/21/13 25.350 8,492        311,993 9,616  
    ISEQ 20 long FBD Holdings 272.18 15.600   8/05/13 16.650 4,246        316,239 5,370  
      Smurfit Kappa 296.92 14.300   8/05/13 15.150 4,246        320,485 1,124  
    Nordic 30 Pandora 295.69 28.719   4/28/14 46.257 8,492        328,977 -7,368  
8/05/13 Sell CAC 40 short ArcelorMittal 285.93 28.620 23.952 4/22/13 26.286 -7,516 6,849 -667 220,941  321,461 -519 320,941
    ISEQ 20 long FBD Holdings 272.18 16.650   7/29/13 15.600 -4,246 4,532 286 221,227  317,215 4,013 321,227
      Smurfit Kappa 296.92 15.150   7/29/13 14.300 -4,246 4,498 252 221,480  312,969 8,511 321,480
    CAC Mid 60 short CGG 14.30 575.840 546.400 6/10/13 561.120 -8,024 7,814 -211 221,269  304,945 16,324 321,269
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 C&C Group 1,018.96 4.141   9/09/13 4.285 4,220        309,164 12,105  
      Flutter 69.17 61.000   9/09/13 61.200 4,219        313,384 7,886  
8/12/13 Sell MerVal short Comercial del Plata 108,620.20 0.067 0.074 6/17/13 0.070 -7,636 8,016 380 221,649  305,748 15,902 321,649
    SLI long Lonza 132.37 56.494   7/08/13 60.201 -7,969 7,478 -491 221,159  297,779 23,380 321,159
    Indices short RTX 5.48 1,391.500 1,395.690 6/17/13 1,393.590 -7,637 7,648 12 221,170  290,142 31,028 321,170
  Buy MerVal long Telecom Argentina 2,088.53 4.215   2/10/14 2.998 8,804        298,946 22,224  
    Indices Merval 17.56 501.316   8/04/14 750.468 8,803        307,749 13,421  
8/26/13 Sell Nikkei (FRA) long Subaru 325.60 18.441   2/11/13 10.800 -3,516 6,004 2,488 223,658  304,233 19,425 323,658
      Mazda Motor 282.56 15.485   2/11/13 12.445 -3,516 4,375 859 224,517  300,716 23,801 324,517
  Buy PSI 20 Teixeira Duarte 12,995.52 0.670   9/02/13 0.650 8,707        309,423 15,094  
    Nikkei (FRA) short Nikon 331.06 13.150   9/09/13 12.596 4,353        313,777 10,740  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,995.52 0.650   8/26/13 0.670 -8,707 8,447 -260 224,257  305,070 19,188 324,257
9/09/13 Sell IBEX 35 short Bankia 288.96 3.016 159.661 2/04/13 21.944 -6,341 46,136 39,795 264,052  298,729 65,323 364,052
    ISEQ 20 C&C Group 1,018.96 4.285 3.997 8/05/13 4.141 -4,220 4,073 -147 263,905  294,509 69,396 363,905
      Flutter 69.17 61.200 60.800 8/05/13 61.000 -4,219 4,206 -14 263,891  290,290 73,602 363,891
    FT 30 long Lloyds Bank 109.01 90.907   7/01/13 74.871 -8,162 9,910 1,748 265,639  282,128 83,511 365,639
    Nikkei (FRA) short Nikon 331.06 12.596 13.728 8/26/13 13.150 -4,353 4,545 191 265,831  277,775 88,056 365,831
  Buy IBEX 35 long Siemens Gamesa 2,109.11 5.380   12/16/13 7.030 11,347        289,122 76,709  
    ISEQ 20 Bank of Ireland 801.34 7.080   10/14/13 6.960 5,673        294,795 71,036  
      Smurfit Kappa 355.71 15.950   10/14/13 17.020 5,674        300,469 65,362  
    PSI 20 Impresa 16,686.76 0.680   9/16/13 0.670 11,347        311,816 54,015  
    FT 30 short Man Group 107.62 105.435   10/14/13 92.741 11,347        323,163 42,668  
    Nikkei (FRA) long Furukawa Co 339.12 16.730   9/30/13 17.160 5,673        328,836 36,995  
      Tokyo Electric Power 1,451.02 3.910   9/30/13 4.520 5,673        334,510 31,321  
9/16/13 Sell HSI short China Shenhua HK 2,954.17 2.475 2.615 4/22/13 2.544 -7,516 7,725 209 266,040  326,994 39,047 366,040
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 1,153.26 4.600 6.624 3/18/13 5.520 -6,366 7,639 1,273 267,313  320,628 46,686 367,313
    PSI 20 long Impresa 16,686.76 0.670   9/09/13 0.680 -11,347 11,180 -167 267,147  309,281 57,866 367,147
  Buy HSI Galaxy Entertainment 1,985.39 5.352   12/23/13 6.370 10,625        319,906 47,241  
    OMXH 25 Nokia 2,251.06 4.720   10/21/13 5.265 10,625        330,531 36,616  
9/23/13 Sell GEX short YOC 1,488.61 2.219 11.488 4/22/13 5.049 -7,516 17,101 9,585 276,732  323,015 53,717 376,732
  Buy PSI 20 long Teixeira Duarte 16,304.55 0.660   12/09/13 0.920 10,761        333,776 42,956  
    GEX Manz 200.88 53.570   4/14/14 65.730 10,761        344,537 32,195  
9/30/13 Sell SDAX short Hypoport 1,072.73 8.120 6.840 6/10/13 7.480 -8,024 7,337 -687 276,045  336,513 39,533 376,045
    TSX 60 Barrick Gold 519.64 13.729 15.238 4/22/13 14.464 -7,516 7,918 402 276,448  328,997 47,451 376,448
    Athex LC Eurobank Ergasias 23.95 50.000 1,352.000 3/25/13 260.000 -6,227 32,380 26,153 302,601  322,770 79,831 402,601
    Nikkei (FRA) long Furukawa Co 339.12 17.160   9/09/13 16.730 -5,673 5,819 146 302,747  317,096 85,651 402,747
      Tokyo Electric Power 1,451.02 4.520   9/09/13 3.910 -5,673 6,559 885 303,632  311,423 92,209 403,632
  Buy SDAX ADLER Real Estate 4,202.03 2.950   10/14/13 3.079 12,396        323,819 79,813  
    HSI-C&I Galaxy Entertainment 2,395.78 5.174   2/03/14 7.265 12,396        336,215 67,417  
    TSX 60 Bausch Health 161.24 76.879   9/29/14 102.197 12,396        348,611 55,021  
    Athex LC Aegean Airlines 2,951.43 4.200   1/27/14 7.210 12,396        361,007 42,625  
    Nikkei (FRA) short Nikon 473.85 13.080   11/04/13 13.433 6,198        367,205 36,427  
    CAC Next 20 SES 586.10 21.150   10/07/13 21.020 12,396        379,601 24,031  
10/07/13 Sell   short SES 586.10 21.020 21.281 9/30/13 21.150 -12,396 12,473 77 303,709  367,205 36,504 403,709
    Nikkei (TYO) long Subaru 771.80 20.003   11/19/12 8.176 -6,310 15,438 9,128 312,837  360,895 51,942 412,837
  Buy CAC Next 20 EDF 489.02 23.760   10/28/13 25.570 11,619        372,514 40,323  
    Nikkei (TYO) short Nikon 918.47 12.650   10/14/13 13.191 11,619        384,133 28,704  
10/14/13 Sell SDAX long ADLER Real Estate 4,202.03 3.079   9/30/13 2.950 -12,396 12,938 542 313,379  371,737 41,642 413,379
    HSI-Fin short Ping An 2,346.13 2.804 3.201 5/13/13 2.996 -7,029 7,510 481 313,860  364,708 49,152 413,860
    ISEQ 20 long Bank of Ireland 801.34 6.960   9/09/13 7.080 -5,673 5,577 -96 313,764  359,034 54,730 413,764
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 355.71 17.020   9/09/13 15.950 -5,674 6,054 381 314,145  353,361 60,784 414,145
    FT 30 short Man Group 107.62 92.741 119.865 9/09/13 105.435 -11,347 12,900 1,553 315,698  342,014 73,684 415,698
    SMI long Richemont 100.44 74.199   12/17/12 59.929 -6,019 7,453 1,433 317,131  335,995 81,136 417,131
    Nikkei (TYO) short Nikon 918.47 13.191 12.110 10/07/13 12.650 -11,619 11,122 -497 316,634  324,376 92,259 416,634
  Buy HSI-Fin long AIA 3,469.04 3.667   1/06/14 3.604 12,722        337,098 79,537  
    ISEQ 20 short C&C Group 1,514.52 4.200   10/28/13 4.008 6,361        343,459 73,176  
      Flutter 111.67 56.960   10/28/13 56.500 6,361        349,819 66,815  
    FT 30 long ITV 58.39 217.888   12/02/13 228.772 12,722        362,542 54,093  
    Nikkei (TYO) Tokyo Electric Power 3,259.13 3.904   11/04/13 3.961 12,722        375,264 41,371  
10/21/13 Sell ATX short Raiffeisen Bank Int 367.86 25.350 20.820 7/29/13 23.085 -8,492 7,659 -833 315,801  366,772 49,029 415,801
    OMXH 25 long Nokia 2,251.06 5.265   9/16/13 4.720 -10,625 11,852 1,227 317,028  356,147 60,881 417,028
    OBX 25 short Frontline 890.88 8.829 5.997 4/15/13 7.413 -6,604 5,343 -1,261 315,767  349,543 66,224 415,767
  Buy ATX long Wienerberger 922.23 13.065   8/11/14 11.525 12,049        361,592 54,175  
    SDAX ADLER Real Estate 4,029.77 2.990   3/31/14 5.100 12,049        373,641 42,126  
    OMXH 25 short YIT 1,210.95 9.950   10/28/13 10.035 12,049        385,690 30,077  
    OBX 25 long REC Silicon 3,399.93 3.544   12/16/13 2.538 12,049        397,739 18,028  
10/28/13 Sell ISEQ 20 short C&C Group 1,514.52 4.008 4.401 10/14/13 4.200 -6,361 6,666 305 316,071  391,378 24,694 416,071
      Flutter 111.67 56.500 57.424 10/14/13 56.960 -6,361 6,413 52 316,123  385,017 31,106 416,123
    OMXH 25 YIT 1,210.95 10.035 9.865 10/21/13 9.950 -12,049 11,946 -103 316,020  372,968 43,052 416,020
    CAC Next 20 long EDF 489.02 25.570   10/07/13 23.760 -11,619 12,504 885 316,905  361,349 55,556 416,905
  Buy ISEQ 20 Bank of Ireland 768.95 7.680   11/25/13 8.040 5,906        367,254 49,651  
      Smurfit Kappa 343.14 17.210   11/25/13 17.550 5,905        373,160 43,745  
    OMXH 25 Nokia 2,381.25 4.960   11/11/13 5.770 11,811        384,971 31,934  
    CAC Next 20 short STMicroelectronics 2,111.75 5.593   11/11/13 5.653 11,811        396,782 20,123  
11/04/13 Sell SSE 50 short China Northern Rare 2,968.45 2.137 2.623 5/13/13 2.368 -7,029 7,787 758 317,664  389,753 27,911 417,664
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Nikon 473.85 13.433 12.727 9/30/13 13.080 -6,198 6,031 -167 317,496  383,555 33,941 417,496
    Nikkei (TYO) long Tokyo Electric Power 3,259.13 3.961   10/14/13 3.904 -12,722 12,910 188 317,684  370,833 46,852 417,684
  Buy SSE 50 Shanghai Oriental 2,640.82 4.398   12/23/13 4.388 11,613        382,446 35,239  
    Nikkei (FRA) Softbank 203.38 28.550   12/16/13 30.884 5,807        388,252 29,432  
      Tokyo Electric Power 1,464.81 3.964   12/16/13 3.730 5,807        394,059 23,626  
    Nikkei (TYO) short Nikon 864.29 13.437   11/18/13 13.220 11,613        405,672 12,013  
11/11/13 Sell OMXH 25 long Nokia 2,381.25 5.770   10/28/13 4.960 -11,811 13,740 1,929 319,613  393,861 25,752 419,613
    CAC Next 20 short STMicroelectronics 2,111.75 5.653 5.533 10/28/13 5.593 -11,811 11,684 -127 319,487  382,050 37,437 419,487
  Buy OMXH 25 Outokumpu 3,263.71 3.500   12/02/13 3.690 11,423        393,473 26,014  
    CAC Next 20 long EDF 441.38 25.880   12/09/13 26.640 11,423        404,896 14,591  
11/18/13 Sell HSI-Prop short Hang Lung 1,562.18 2.531 2.606 6/10/13 2.568 -4,012 4,071 59 319,546  400,884 18,662 419,546
      Sino Land 3,728.28 1.043 1.110 6/10/13 1.076 -4,012 4,140 128 319,674  396,872 22,802 419,674
    Topix (FRA) Inpex 927.70 8.519 7.387 6/03/13 7.953 -7,378 6,853 -525 319,149  389,494 29,655 419,149
    Nikkei (TYO) Nikon 864.29 13.220 13.657 11/04/13 13.437 -11,613 11,803 190 319,339  377,881 41,458 419,339
  Buy HSI-Prop long CK Hutchison 485.95 11.852   2/10/14 10.645 5,759        383,640 35,699  
      China Ov Land & Inv 2,481.79 2.321   2/10/14 1.876 5,759        389,400 29,939  
    Topix (FRA) Softbank 402.14 28.644   11/25/13 31.950 11,519        400,919 18,420  
    Nikkei (TYO) MinebeaMitsumi 2,294.03 5.021   3/03/14 6.187 11,519        412,438 6,901  
11/25/13 Sell ISEQ 20 long Bank of Ireland 768.95 8.040   10/28/13 7.680 -5,906 6,182 277 319,616  406,532 13,084 419,616
      Smurfit Kappa 343.14 17.550   10/28/13 17.210 -5,905 6,022 117 319,733  400,627 19,106 419,733
    Topix (FRA) Softbank 402.14 31.950   11/18/13 28.644 -11,519 12,848 1,329 321,062  389,108 31,954 421,062
    GCX SunPower 995.79 21.795   2/11/13 7.063 -7,033 21,703 14,670 335,732  382,075 53,657 435,732
  Buy ISEQ 20 short Flutter 109.10 56.070   12/02/13 56.450 6,117        388,192 47,540  
      Ryanair Holdings 1,048.87 5.832   12/02/13 6.109 6,117        394,309 41,423  
    Topix (FRA) Komatsu 782.08 15.643   6/09/14 16.815 12,234        406,543 29,189  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Aurubis 288.71 42.375   1/06/14 43.845 12,234        418,777 16,955  
12/02/13 Sell ISEQ 20 short Flutter 109.10 56.450 55.690 11/25/13 56.070 -6,117 6,076 -41 335,690  412,660 23,030 435,690
      Ryanair Holdings 1,048.87 6.109 5.555 11/25/13 5.832 -6,117 5,826 -291 335,400  406,543 28,857 435,400
    OMXH 25 Outokumpu 3,263.71 3.690 3.310 11/11/13 3.500 -11,423 10,803 -620 334,780  395,120 39,660 434,780
    FT 30 long ITV 58.39 228.772   10/14/13 217.888 -12,722 13,358 636 335,415  382,398 53,018 435,415
  Buy ISEQ 20 Bank of Ireland 732.01 8.340   4/14/14 8.250 6,105        388,502 46,913  
      Smurfit Kappa 354.12 17.240   4/14/14 17.010 6,105        394,608 40,808  
    OMXH 25 Nokia 2,066.34 5.909   12/09/13 5.850 12,210        406,818 28,598  
    FT 30 short RSA Insurance 21.88 558.095   12/23/13 490.074 12,211        419,029 16,387  
12/09/13 Sell OMXH 25 long Nokia 2,066.34 5.850   12/02/13 5.909 -12,210 12,088 -122 335,293  406,819 28,475 435,293
    PSI 20 Teixeira Duarte 16,304.55 0.920   9/23/13 0.660 -10,761 15,000 4,239 339,533  396,058 43,475 439,533
    CAC Next 20 EDF 441.38 26.640   11/11/13 25.880 -11,423 11,758 335 339,868  384,635 55,233 439,868
  Buy OMXH 25 short Metso Outotec 1,848.14 6.697   5/12/14 8.620 12,377        397,012 42,856  
    CAC Next 20 STMicroelectronics 2,271.01 5.450   1/13/14 5.763 12,377        409,389 30,479  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,109.11 7.030   9/09/13 5.380 -11,347 14,827 3,480 343,348  398,042 45,306 443,348
    OBX 25 REC Silicon 3,399.93 2.538   10/21/13 3.544 -12,049 8,628 -3,421 339,927  385,993 53,934 439,927
    Nikkei (FRA) Softbank 203.38 30.884   11/04/13 28.550 -5,807 6,281 475 340,401  380,186 60,215 440,401
      Tokyo Electric Power 1,464.81 3.730   11/04/13 3.964 -5,807 5,464 -343 340,059  374,380 65,679 440,059
    DJ Global Titans Bank of America 846.38 11.075   10/29/12 7.204 -6,097 9,373 3,277 343,335  368,283 75,052 443,335
  Buy IBEX 35 short Acciona 325.93 39.760   1/20/14 48.255 12,959        381,242 62,093  
    OBX 25 TGS-NOPEC 763.54 16.972   12/23/13 17.469 12,959        394,201 49,134  
    Nikkei (FRA) Nitto Denko 223.58 28.981   12/30/13 30.258 6,480        400,680 42,655  
      Pacific Metals 260.64 24.860   12/30/13 26.180 6,480        407,160 36,175  
    CAC Mid 60 Adocia 2,269.53 5.710   12/23/13 5.660 12,959        420,119 23,216  
    DJ Global Titans IBM 100.27 129.242   12/23/13 133.044 12,959        433,078 10,257  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/23/13 Sell SSE 50 long Shanghai Oriental 2,640.82 4.388   11/04/13 4.398 -11,613 11,588 -25 343,310  421,465 21,845 443,310
    HSI Galaxy Entertainment 1,985.39 6.370   9/16/13 5.352 -10,625 12,647 2,022 345,332  410,840 34,493 445,332
    OBX 25 short TGS-NOPEC 763.54 17.469 16.475 12/16/13 16.972 -12,959 12,579 -380 344,953  397,881 47,072 444,953
    FT 30 RSA Insurance 21.88 490.074 635.558 12/02/13 558.095 -12,211 13,906 1,695 346,648  385,670 60,978 446,648
    CAC Mid 60 Adocia 2,269.53 5.660 5.760 12/16/13 5.710 -12,959 13,073 114 346,762  372,711 74,051 446,762
    DJ Global Titans IBM 100.27 133.044 125.440 12/16/13 129.242 -12,959 12,578 -381 346,381  359,752 86,629 446,381
  Buy SSE 50 Poly Developments 20,797.57 0.641   6/02/14 0.591 13,325        373,077 73,304  
    PSI 20 long Impresa 12,224.77 1.090   5/12/14 1.759 13,325        386,402 59,979  
    OBX 25 DNO International 4,584.71 2.906   2/17/14 2.830 13,325        399,727 46,654  
    FT 30 Int Cons Airlines 28.26 471.516   1/27/14 485.635 13,325        413,052 33,329  
    DJ Global Titans Alphabet A 32.63 408.320   10/27/14 433.045 13,323        426,375 20,006  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 223.58 30.258 27.704 12/16/13 28.981 -6,480 6,194 -286 346,095  419,896 26,200 446,095
      Pacific Metals 260.64 26.180 23.540 12/16/13 24.860 -6,480 6,135 -344 345,751  413,416 32,335 445,751
  Buy   long MinebeaMitsumi 1,133.32 5.273   2/10/14 6.030 5,976        419,392 26,359  
      Softbank 188.96 31.625   2/10/14 27.751 5,976        425,368 20,383  
1/06/14 Sell HSI-Fin long AIA 3,469.04 3.604   10/14/13 3.667 -12,722 12,504 -218 345,533  412,646 32,887 445,533
    GCX short Aurubis 288.71 43.845 40.905 11/25/13 42.375 -12,234 11,810 -424 345,109  400,412 44,697 445,109
  Buy HSI-Fin ICBC 26,097.61 0.469   6/02/14 0.478 12,245        412,657 32,452  
    SLI long Vifor Pharma 165.43 74.020   1/27/14 69.103 12,245        424,902 20,207  
    GCX Vestas Wind Systems 490.85 24.946   2/03/14 23.946 12,245        437,147 7,962  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,271.01 5.763 5.137 12/09/13 5.450 -12,377 11,666 -711 344,398  424,770 19,628 444,398
  Buy   long Natixis 2,450.36 4.734   6/23/14 4.867 11,600        436,370 8,028  
1/20/14 Sell IBEX 35 short Acciona 325.93 48.255 31.265 12/16/13 39.760 -12,959 10,190 -2,769 341,629  423,411 18,218 441,629
  Buy   long Siemens Gamesa 1,359.83 8.454   1/27/14 7.622 11,496        434,907 6,722  
    NZX 50 short Chorus 12,271.56 0.937   6/02/14 1.063 11,496        446,403 -4,774  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,359.83 7.622   1/20/14 8.454 -11,496 10,365 -1,131 340,498  434,907 5,591 440,498
    Athex LC Aegean Airlines 2,951.43 7.210   9/30/13 4.200 -12,396 21,280 8,884 349,382  422,511 26,871 449,382
    FT 30 Int Cons Airlines 28.26 485.635   12/23/13 471.516 -13,325 13,724 399 349,781  409,186 40,595 449,781
    SLI Vifor Pharma 165.43 69.103   1/06/14 74.020 -12,245 11,432 -813 348,967  396,941 52,026 448,967
  Buy IBEX 35 short Repsol 714.64 17.525   2/17/14 17.625 12,524        409,465 39,502  
    Athex LC Eurobank Ergasias 255.59 49.000   5/09/16 0.875 12,524        421,989 26,978  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,395.78 7.265   9/30/13 5.174 -12,396 17,404 5,008 353,976  409,593 44,383 453,976
    GCX Vestas Wind Systems 490.85 23.946   1/06/14 24.946 -12,245 11,754 -491 353,485  397,348 56,137 453,485
  Buy FT 30 Int Cons Airlines 25.50 499.638   2/10/14 509.014 12,741        410,089 43,396  
    GCX short Aurubis 313.79 40.600   3/03/14 38.880 12,740        422,828 30,656  
2/10/14 Sell HSI-Prop long CK Hutchison 485.95 10.645   11/18/13 11.852 -5,759 5,173 -586 352,898  417,069 35,829 452,898
      China Ov Land & Inv 2,481.79 1.876   11/18/13 2.321 -5,759 4,656 -1,104 351,794  411,309 40,485 451,794
    MerVal Telecom Argentina 2,088.53 2.998   8/12/13 4.215 -8,804 6,262 -2,542 349,253  402,505 46,747 449,253
    FT 30 Int Cons Airlines 25.50 509.014   2/03/14 499.638 -12,741 12,980 239 349,492  389,765 59,727 449,492
    Nikkei (FRA) MinebeaMitsumi 1,133.32 6.030   12/30/13 5.273 -5,976 6,834 858 350,350  383,789 66,561 450,350
      Softbank 188.96 27.751   12/30/13 31.625 -5,976 5,244 -732 349,617  377,813 71,805 449,617
  Buy HSI-Prop short New World Dev 1,846.84 3.529   7/28/14 3.549 6,518        384,330 65,287  
      The Wharf 3,522.40 1.850   7/28/14 2.205 6,518        390,848 58,770  
    Nikkei (FRA) Hitachi Zosen 1,528.85 4.263   6/30/14 3.700 6,517        397,365 52,252  
      Nitto Denko 208.25 31.297   6/30/14 33.890 6,518        403,883 45,735  
2/17/14 Sell IBEX 35 short Repsol 714.64 17.625 17.425 1/27/14 17.525 -12,524 12,453 -71 349,546  391,359 58,187 449,546
    OBX 25 long DNO International 4,584.71 2.830   12/23/13 2.906 -13,325 12,976 -349 349,197  378,034 71,163 449,197
  Buy IBEX 35 Siemens Gamesa 1,557.66 8.351   3/10/14 8.580 13,008        391,042 58,155  
    OBX 25 short Petroleum Geo-Srvcs 1,710.45 7.605   6/02/14 7.980 13,008        404,050 45,147  
2/24/14 Buy MerVal long Edenor 39,294.12 0.315   12/15/14 0.569 12,358        416,408 32,789  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,294.03 6.187   11/18/13 5.021 -11,519 14,192 2,673 351,870  404,889 46,981 451,870
    GCX short Aurubis 313.79 38.880 42.396 2/03/14 40.600 -12,740 13,303 564 352,433  392,149 60,284 452,433
  Buy Nikkei (TYO) Hitachi Zosen 3,264.81 3.926   3/31/14 3.419 12,817        404,966 47,467  
    GCX long Vestas Wind Systems 512.32 25.018   4/14/14 29.233 12,817        417,783 34,650  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,557.66 8.580   2/17/14 8.351 -13,008 13,365 357 352,790  404,775 48,015 452,790
  Buy   short Inditex 597.04 20.970   6/09/14 21.750 12,520        417,295 35,495  
3/31/14 Sell SDAX long ADLER Real Estate 4,029.77 5.100   10/21/13 2.990 -12,049 20,552 8,503 361,293  405,246 56,047 461,293
    Nikkei (TYO) short Hitachi Zosen 3,264.81 3.419 4.508 3/03/14 3.926 -12,817 14,719 1,902 363,195  392,429 70,766 463,195
  Buy SDAX Koenig & Bauer 1,085.28 12.300   5/05/14 11.730 13,349        405,778 57,417  
    Nikkei (TYO) long MinebeaMitsumi 2,071.83 6.443   4/07/14 6.630 13,349        419,127 44,068  
4/07/14 Sell   long MinebeaMitsumi 2,071.83 6.630   3/31/14 6.443 -13,349 13,735 386 363,581  405,778 57,803 463,581
  Buy   short Hitachi Zosen 3,775.24 3.453   7/28/14 3.842 13,034        418,812 44,769  
4/14/14 Sell ISEQ 20 long Bank of Ireland 732.01 8.250   12/02/13 8.340 -6,105 6,039 -66 363,515  412,707 50,808 463,515
      Smurfit Kappa 354.12 17.010   12/02/13 17.240 -6,105 6,024 -81 363,434  406,602 56,832 463,434
    BAX Morphosys 184.89 58.270   7/01/13 44.145 -8,162 10,774 2,612 366,045  398,440 67,606 466,045
    GEX Manz 200.88 65.730   9/23/13 53.570 -10,761 13,204 2,443 368,488  387,679 80,809 468,488
    GCX Vestas Wind Systems 512.32 29.233   3/03/14 25.018 -12,817 14,977 2,160 370,648  374,862 95,786 470,648
  Buy ISEQ 20 short C&C Group 1,580.36 4.480   1/19/15 3.322 7,080        381,942 88,706  
      Flutter 132.11 53.590   1/19/15 66.350 7,080        389,021 81,626  
    BAX Adva 4,420.86 3.203   4/21/14 3.210 14,160        403,182 67,466  
    GEX 4SC 2,470.19 5.732   1/26/15 3.657 14,160        417,341 53,306  
    GCX EJR 275.02 51.487   4/28/14 51.524 14,160        431,501 39,146  
4/21/14 Sell BAX short Adva 4,420.86 3.210 3.196 4/14/14 3.203 -14,160 14,129 -31 370,617  417,341 53,275 470,617
  Buy   long Sixt 452.71 28.930   5/05/14 28.890 13,097        430,438 40,179  
4/28/14 Sell Nordic 30 long Pandora 295.69 46.257   7/29/13 28.719 -8,492 13,678 5,186 375,802  421,946 53,856 475,802
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short EJR 275.02 51.524 51.450 4/14/14 51.487 -14,160 14,150 -10 375,792  407,786 68,006 475,792
  Buy Germany SolarWorld 440.36 30.870   6/09/14 16.900 13,594        421,380 54,412  
    Nordic 30 Carlsberg A 184.17 73.812   5/05/14 74.896 13,594        434,974 40,818  
    GCX long Vestas Wind Systems 441.21 30.811   5/19/14 35.382 13,594        448,568 27,224  
5/05/14 Sell SDAX short Koenig & Bauer 1,085.28 11.730 12.898 3/31/14 12.300 -13,349 13,998 649 376,441  435,219 41,221 476,441
    Nordic 30 Carlsberg A 184.17 74.896 72.728 4/28/14 73.812 -13,594 13,394 -200 376,241  421,626 54,616 476,241
    BAX long Sixt 452.71 28.890   4/21/14 28.930 -13,097 13,079 -18 376,223  408,529 67,695 476,223
  Buy SDAX ADLER Real Estate 2,711.27 5.015   5/19/14 5.000 13,597        422,126 54,098  
    Nordic 30 Pandora 279.03 48.729   9/15/14 59.766 13,597        435,723 40,501  
    BAX short Adva 4,249.06 3.200   6/09/14 3.196 13,597        449,320 26,904  
5/12/14 Sell OMXH 25 short Metso Outotec 1,848.14 8.620 4.774 12/09/13 6.697 -12,377 8,823 -3,554 372,669  436,943 35,727 472,669
    PSI 20 long Impresa 12,224.77 1.759   12/23/13 1.090 -13,325 21,503 8,178 380,848  423,618 57,230 480,848
  Buy OMXH 25 Outokumpu 2,013.62 6.680   5/19/14 6.250 13,451        437,069 43,779  
5/19/14 Sell SDAX long ADLER Real Estate 2,711.27 5.000   5/05/14 5.015 -13,597 13,556 -41 380,807  423,472 57,335 480,807
    OMXH 25 Outokumpu 2,013.62 6.250   5/12/14 6.680 -13,451 12,585 -866 379,941  410,021 69,921 479,941
    GCX Vestas Wind Systems 441.21 35.382   4/28/14 30.811 -13,594 15,611 2,017 381,958  396,426 85,531 481,958
  Buy HSI Citic Pacific 10,951.83 1.295   11/10/14 1.393 14,187        410,613 71,344  
    SDAX short WCM 8,740.68 1.623   5/26/14 1.623 14,187        424,800 57,157  
    OMXH 25 YIT 1,917.16 7.400   1/26/15 5.508 14,187        438,987 42,970  
    GCX Energy Recovery 4,209.17 3.371   3/02/15 3.076 14,187        453,174 28,783  
5/26/14 Sell SDAX short WCM 8,740.68 1.623 1.623 5/19/14 1.623 -14,187 14,187 0 381,958  438,987 42,970  
  Buy   long ADLER Real Estate 2,386.00 5.500   6/09/14 6.050 13,123        452,110 29,847  
    HSI-C&I Tencent 1,290.40 10.170   10/06/14 12.196 13,123        465,233 16,724  
6/02/14 Sell SSE 50 short Poly Developments 20,797.57 0.591 0.695 12/23/13 0.641 -13,325 14,448 1,123 383,081  451,908 31,172 483,081
    HSI-Fin ICBC 26,097.61 0.478 0.460 1/06/14 0.469 -12,245 12,015 -230 382,851  439,663 43,188 482,851
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Petroleum Geo-Srvcs 1,710.45 7.980 7.230 2/17/14 7.605 -13,008 12,367 -641 382,210  426,655 55,555 482,210
    NZX 50 Chorus 12,271.56 1.063 0.811 1/20/14 0.937 -11,496 9,947 -1,549 380,662  415,159 65,502 480,662
  Buy SSE 50 long Sinolink Secs 11,873.04 1.150   6/23/14 1.117 13,654        428,813 51,848  
    HSI-Fin HK Exchgs & Clrg 997.71 13.685   9/29/14 17.213 13,654        442,468 38,194  
    OBX 25 Grieg Seafood 4,047.55 3.373   6/30/14 3.430 13,654        456,122 24,540  
    FT 30 National Grid 12.37 1,103.450   6/09/14 1,037.210 13,650        469,771 10,891  
    NZX 50 Tourism 19,609.36 0.696   7/21/14 0.758 13,654        483,425 -2,763  
6/09/14 Sell Germany short SolarWorld 440.36 16.900 56.388 4/28/14 30.870 -13,594 24,831 11,237 391,899  469,831 22,068 491,899
    SDAX long ADLER Real Estate 2,386.00 6.050   5/26/14 5.500 -13,123 14,435 1,312 393,211  456,708 36,503 493,211
    IBEX 35 short Inditex 597.04 21.750 20.190 3/10/14 20.970 -12,520 12,054 -466 392,746  444,188 48,557 492,746
    FT 30 long National Grid 12.37 1,037.210   6/02/14 1,103.450 -13,650 12,830 -819 391,926  430,539 61,387 491,926
    Topix (FRA) short Komatsu 782.08 16.815 14.471 11/25/13 15.643 -12,234 11,317 -917 391,010  418,305 72,705 491,010
    BAX Adva 4,249.06 3.196 3.204 5/05/14 3.200 -13,597 13,614 17 391,027  404,708 86,319 491,027
  Buy Germany long RIB Software 1,030.93 14.000   7/28/14 10.655 14,433        419,141 71,886  
    SDAX short WCM 9,024.29 1.599   12/29/14 1.381 14,433        433,574 57,453  
    IBEX 35 long Bankia 2,359.88 6.116   6/16/14 5.880 14,433        448,007 43,020  
    FT 30 short Tesco 31.34 460.539   11/17/14 306.530 14,433        462,440 28,587  
    Topix (FRA) long Fujitsu 288.49 50.030   9/15/14 48.100 14,433        476,873 14,153  
    BAX Cancom 731.16 19.740   6/16/14 18.403 14,433        491,306 -280  
6/16/14 Sell IBEX 35 long Bankia 2,359.88 5.880   6/09/14 6.116 -14,433 13,876 -557 390,470  476,873 13,596 490,470
    BAX Cancom 731.16 18.403   6/09/14 19.740 -14,433 13,455 -978 389,492  462,440 27,052 489,492
  Buy IBEX 35 short ArcelorMittal 393.81 32.790   3/02/15 28.860 12,913        475,353 14,139  
    BAX Adva 4,117.67 3.136   6/23/14 3.096 12,913        488,266 1,226  
6/23/14 Sell SSE 50 long Sinolink Secs 11,873.04 1.117   6/02/14 1.150 -13,654 13,262 -392 389,100  474,612 14,488 489,100
    CAC Next 20 Natixis 2,450.36 4.867   1/13/14 4.734 -11,600 11,926 326 389,426  463,012 26,414 489,426
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX short Adva 4,117.67 3.096 3.177 6/16/14 3.136 -12,913 13,080 167 389,593  450,099 39,493 489,593
  Buy SSE 50 Kangmei Pharma 15,344.55 0.862   7/07/14 0.868 13,227        463,326 26,266  
    CAC Next 20 Arkema 187.21 70.655   1/26/15 62.720 13,227        476,553 13,039  
    CAC Mid 60 CGG 38.52 343.360   1/19/15 153.600 13,226        489,780 -187  
    BAX long Wacker Neuson 798.25 16.570   7/14/14 17.170 13,227        503,007 -13,414  
6/30/14 Sell OBX 25 long Grieg Seafood 4,047.55 3.430   6/02/14 3.373 -13,654 13,883 229 389,821  489,353 469 489,821
    Nikkei (FRA) short Hitachi Zosen 1,528.85 3.700 4.912 2/10/14 4.263 -6,517 7,509 992 390,813  482,835 7,978 490,813
      Nitto Denko 208.25 33.890 28.704 2/10/14 31.297 -6,518 5,978 -540 390,273  476,318 13,955 490,273
  Buy OBX 25 Norwegian 5.26 2,398.530   7/07/14 2,546.850 12,616        488,934 1,339  
    Nikkei (FRA) long Fujitsu 114.61 54.990   8/17/15 44.550 6,302        495,236 -4,963  
      MinebeaMitsumi 766.35 8.224   8/17/15 12.573 6,302        501,539 -11,266  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,344.55 0.868 0.856 6/23/14 0.862 -13,227 13,129 -98 390,175  488,312 1,863 490,175
    OBX 25 Norwegian 5.26 2,546.850 2,250.210 6/30/14 2,398.530 -12,616 11,836 -780 389,395  475,695 13,699 489,395
  Buy SSE 50 long AVIC Aviation Engine 4,226.28 2.976   8/03/15 7.097 12,577        488,272 1,122  
    OBX 25 SalMar 933.03 13.480   7/28/14 14.639 12,577        500,849 -11,455  
7/14/14 Sell BAX long Wacker Neuson 798.25 17.170   6/23/14 16.570 -13,227 13,706 479 389,874  487,622 2,251 489,874
7/21/14 Sell NZX 50 long Tourism 19,609.36 0.758   6/02/14 0.696 -13,654 14,862 1,208 391,082  473,968 17,113 491,082
  Buy France short CGG 47.53 267.296   12/29/14 160.352 12,705        486,673 4,408  
    NZX 50 a2 Milk 32,424.71 0.392   7/28/14 0.401 12,704        499,377 -8,296  
7/28/14 Sell Germany long RIB Software 1,030.93 10.655   6/09/14 14.000 -14,433 10,985 -3,448 387,633  484,944 2,689 487,633
    MDAX Dürr 340.12 30.355   7/01/13 23.998 -8,162 10,324 2,162 389,795  476,782 13,013 489,795
    HSI-Prop short New World Dev 1,846.84 3.549 3.509 2/10/14 3.529 -6,518 6,481 -36 389,759  470,264 19,494 489,759
      The Wharf 3,522.40 2.205 1.496 2/10/14 1.850 -6,518 5,270 -1,248 388,511  463,747 24,764 488,511
    OBX 25 long SalMar 933.03 14.639   7/07/14 13.480 -12,577 13,658 1,081 389,593  451,170 38,423 489,593
    NZX 50 short a2 Milk 32,424.71 0.401 0.383 7/21/14 0.392 -12,704 12,415 -289 389,304  438,466 50,838 489,304
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Hitachi Zosen 3,775.24 3.842 3.063 4/07/14 3.453 -13,034 11,563 -1,471 387,833  425,432 62,401 487,833
  Buy Germany SolarWorld 917.00 15.000   1/12/15 12.350 13,755        439,187 48,646  
    MDAX Südzucker 990.64 13.885   2/02/15 11.245 13,755        452,942 34,891  
    HSI-Prop long CK Hutchison 500.91 13.730   8/24/15 10.950 6,877        459,819 28,014  
      Sino Land 5,493.21 1.252   8/24/15 1.200 6,878        466,697 21,136  
    OBX 25 short Petroleum Geo-Srvcs 2,131.57 6.453   8/11/14 6.127 13,755        480,452 7,381  
    NZX 50 long Tourism 18,485.42 0.744   2/22/16 1.542 13,755        494,207 -6,374  
    BAX Nemetschek 2,164.71 6.354   8/04/14 6.125 13,755        507,962 -20,129  
    Nikkei (TYO) MinebeaMitsumi 1,505.27 9.138   10/20/14 9.651 13,755        521,717 -33,884  
8/04/14 Sell HDAX long Dürr 479.78 28.230   1/23/12 9.125 -4,378 13,544 9,166 396,999  517,339 -20,339 496,999
    MIB Azimut 681.75 18.460   11/05/12 9.304 -6,343 12,585 6,242 403,242  510,996 -7,754 503,242
    BAX Nemetschek 2,164.71 6.125   7/28/14 6.354 -13,755 13,259 -496 402,745  497,241 5,505 502,745
    Indices Merval 17.56 750.468   8/12/13 501.316 -8,803 13,178 4,375 407,121  488,438 18,683 507,121
  Buy HDAX short Südzucker 1,009.60 13.020   1/12/15 11.160 13,145        501,583 5,538  
    Indices PSI 20 2.25 5,854.360   8/18/14 5,654.350 13,172        514,755 -7,635  
8/11/14 Sell ATX long Wienerberger 922.23 11.525   10/21/13 13.065 -12,049 10,629 -1,420 405,700  502,706 2,994 505,700
    DAX Continental 67.93 159.700   7/16/12 71.440 -4,853 10,848 5,996 411,696  497,853 13,843 511,696
    OBX 25 short Petroleum Geo-Srvcs 2,131.57 6.127 6.796 7/28/14 6.453 -13,755 14,487 732 412,427  484,098 28,329 512,427
  Buy ATX Raiffeisen Bank Int 714.86 18.910   2/16/15 13.795 13,518        497,616 14,811  
    DAX Adidas 235.30 57.450   8/18/14 60.070 13,518        511,134 1,293  
    OBX 25 long SalMar 1,026.21 13.173   8/18/14 12.880 13,518        524,652 -12,225  
8/18/14 Sell DAX short Adidas 235.30 60.070 54.830 8/11/14 57.450 -13,518 12,902 -616 411,811  511,134 677 511,811
    OBX 25 long SalMar 1,026.21 12.880   8/11/14 13.173 -13,518 13,217 -300 411,510  497,616 13,894 511,510
    Indices short PSI 20 2.25 5,654.350 6,061.440 8/04/14 5,854.360 -13,172 13,638 466 411,976  484,444 27,532 511,976
  Buy DAX long Vonovia 590.76 22.830   10/06/14 22.420 13,487        497,931 14,045  
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 2,211.09 6.100   2/16/15 5.700 13,487        511,418 558  
    Indices long Merval 17.20 784.124   10/06/14 1,022.100 13,487        524,905 -12,929  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 756.26 31.864   7/01/13 10.793 -8,162 24,097 15,935 427,912  516,743 11,169 527,912
  Buy   short Demant 1,145.74 11.763   9/08/14 11.966 13,477        530,220 -2,308  
9/08/14 Sell   short Demant 1,145.74 11.966 11.559 9/01/14 11.763 -13,477 13,244 -233 427,678  516,743 10,935 527,678
  Buy   long Pandora 234.36 57.454   9/29/14 61.631 13,465        530,208 -2,529  
9/15/14 Sell Nordic 30 long Pandora 279.03 59.766   5/05/14 48.729 -13,597 16,676 3,079 430,758  516,611 14,147 530,758
    Topix (FRA) Fujitsu 288.49 48.100   6/09/14 50.030 -14,433 13,876 -557 430,201  502,178 28,023 530,201
  Buy Nordic 30 short Volvo 1,587.38 8.791   11/10/14 9.334 13,955        516,133 14,068  
    Topix (FRA) Aeon 1,777.48 7.851   1/05/15 8.291 13,955        530,088 113  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 997.71 17.213   6/02/14 13.685 -13,654 17,173 3,519 433,720  516,434 17,286 533,720
    TSX 60 Bausch Health 161.24 102.197   9/30/13 76.879 -12,396 16,478 4,082 437,802  504,038 33,765 537,802
    OMXC 20 Pandora 234.36 61.631   9/08/14 57.454 -13,465 14,444 979 438,781  490,573 48,208 538,781
  Buy HSI-Fin short ICBC 29,465.86 0.498   11/03/14 0.526 14,674        505,247 33,534  
    TSX 60 Yamana Gold 3,059.25 4.797   3/23/15 3.713 14,674        519,921 18,860  
10/06/14 Sell DAX long Vonovia 590.76 22.420   8/18/14 22.830 -13,487 13,245 -242 438,539  506,434 32,105 538,539
    HSI-C&I Tencent 1,290.40 12.196   5/26/14 10.170 -13,123 15,738 2,615 441,154  493,311 47,843 541,154
    Indices Merval 17.20 1,022.100   8/18/14 784.124 -13,487 17,580 4,093 445,247  479,824 65,423 545,247
  Buy DAX short Deutsche Lufthansa 1,263.74 12.080   11/17/14 13.145 15,266        495,090 50,157  
    HSI-C&I Galaxy Entertainment 3,098.81 4.926   4/13/15 4.822 15,266        510,356 34,891  
    PSI 20 Pharol 9,365.64 1.630   2/23/15 0.697 15,266        525,622 19,625  
    Indices PSI 20 2.76 5,537.710   2/23/15 5,494.440 15,284        540,906 4,341  
10/13/14 Sell S&P 100 long Gilead Sciences 264.77 79.611   9/17/12 25.063 -6,636 21,079 14,443 459,690  534,270 25,420 559,690
    BEL 20 KBC 248.48 40.740   7/15/13 31.350 -7,790 10,123 2,333 462,023  526,480 35,543 562,023
    OMXS 30 Nokia 1,250.78 6.407   7/08/13 3.186 -3,984 8,013 4,029 466,052  522,496 43,556 566,052
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Kinnevik 182.21 22.475   7/08/13 21.868 -3,985 4,095 111 466,162  518,511 47,651 566,162
  Buy S&P 100 short General Motors 656.35 23.379   10/27/14 23.689 15,345        533,856 32,306  
    BEL 20 Galapagos 1,380.57 11.115   11/17/14 12.800 15,345        549,201 16,961  
    OMXS 30 Lundin 686.79 11.172   11/03/14 11.400 7,672        556,874 9,289  
      MTG 331.78 23.125   11/03/14 24.302 7,672        564,546 1,616  
10/20/14 Sell Kospi 50 long Amorepacific Group 182.03 87.497   7/23/12 26.166 -4,763 15,927 11,164 477,327  559,783 17,543 577,327
    Europe 50 Roche 18.66 222.572   12/19/11 129.719 -2,421 4,153 1,733 479,059  557,363 21,697 579,059
    Nikkei (TYO) MinebeaMitsumi 1,505.27 9.651   7/28/14 9.138 -13,755 14,527 772 479,831  543,608 36,223 579,831
    SP Global 100 Apple 308.29 19.487   4/30/12 15.738 -4,852 6,008 1,156 480,987  538,756 42,231 580,987
  Buy Kospi 50 short Hyundai Heavy 186.41 83.577   12/08/14 94.176 15,580        554,335 26,652  
    Europe 50 Deutsche Bank 645.40 24.140   11/10/14 24.160 15,580        569,915 11,072  
    Nikkei (TYO) Toyo Seikan 1,897.34 8.212   10/27/14 8.725 15,580        585,495 -4,508  
    SP Global 100 Deutsche Bank 645.40 24.140   11/03/14 24.800 15,580        601,075 -20,088  
10/27/14 Sell S&P 100 short General Motors 656.35 23.689 23.070 10/13/14 23.379 -15,345 15,142 -203 480,784  585,730 -4,946 580,784
    Nikkei (TYO) Toyo Seikan 1,897.34 8.725 7.698 10/20/14 8.212 -15,580 14,606 -974 479,809  570,150 9,659 579,809
    DJ Global Titans long Alphabet A 32.63 433.045   12/23/13 408.320 -13,323 14,130 807 480,616  556,827 23,789 580,616
  Buy S&P 100 Gilead Sciences 170.41 88.668   6/08/15 100.700 15,110        571,937 8,680  
    Nikkei (TYO) MinebeaMitsumi 1,442.15 10.477   8/24/15 10.589 15,110        587,047 -6,430  
    DJ Global Titans short Samsung Electronics 922.09 16.387   11/10/14 18.745 15,110        602,156 -21,540  
11/03/14 Sell HSI-Fin short ICBC 29,465.86 0.526 0.470 9/29/14 0.498 -14,674 13,861 -813 479,803  587,482 -7,680 579,803
    OMXS 30 Lundin 686.79 11.400 10.943 10/13/14 11.172 -7,672 7,515 -157 479,646  579,810 -164 579,646
      MTG 331.78 24.302 21.949 10/13/14 23.125 -7,672 7,282 -390 479,255  572,138 7,118 579,255
    SP Global 100 Deutsche Bank 645.40 24.800 23.480 10/20/14 24.140 -15,580 15,154 -426 478,829  556,558 22,272 578,829
  Buy HSI-Fin long HK Exchgs & Clrg 850.48 17.669   11/24/14 17.528 15,027        571,585 7,245  
    OMXC 20 Pandora 225.36 66.679   11/17/14 66.322 15,027        586,611 -7,782  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 572.81 13.117   6/08/15 18.209 7,514        594,125 -15,296  
      Electrolux 334.60 22.455   6/08/15 27.196 7,514        601,639 -22,809  
    SP Global 100 Apple 686.24 21.898   8/24/15 22.212 15,027        616,665 -37,836  
11/10/14 Sell HSI long Citic Pacific 10,951.83 1.393   5/19/14 1.295 -14,187 15,256 1,069 479,898  602,478 -22,580 579,898
    Europe 50 short Deutsche Bank 645.40 24.160 24.120 10/20/14 24.140 -15,580 15,567 -13 479,885  586,899 -7,013 579,885
    Nordic 30 Volvo 1,587.38 9.334 8.249 9/15/14 8.791 -13,955 13,094 -861 479,024  572,944 6,081 579,024
    DJ Global Titans Samsung Electronics 922.09 18.745 14.028 10/27/14 16.387 -15,110 12,935 -2,174 476,850  557,834 19,016 576,850
  Buy HSI Kunlun Energy 14,379.77 1.036   1/12/15 0.825 14,896        572,730 4,120  
    Europe 50 long Novartis 240.58 61.916   8/24/15 69.088 14,896        587,625 -10,776  
    Nordic 30 Pandora 218.56 68.154   6/01/15 91.032 14,896        602,521 -25,671  
    DJ Global Titans Apple 680.21 21.899   12/15/14 21.746 14,896        617,417 -40,567  
11/17/14 Sell DAX short Deutsche Lufthansa 1,263.74 13.145 11.015 10/06/14 12.080 -15,266 13,920 -1,346 475,504  602,151 -26,647 575,504
    BEL 20 Galapagos 1,380.57 12.800 9.430 10/13/14 11.115 -15,345 13,019 -2,326 473,178  586,806 -13,628 573,178
    OMXC 20 long Pandora 225.36 66.322   11/03/14 66.679 -15,027 14,946 -81 473,097  571,779 1,318 573,097
    FT 30 short Tesco 31.34 306.530 691.926 6/09/14 460.539 -14,433 21,685 7,252 480,349  557,346 23,003 580,349
  Buy DAX long Merck (EMD) 196.73 76.670   7/06/15 90.640 15,083        572,429 7,919  
    BEL 20 Proximus 494.52 30.500   11/24/14 30.740 15,083        587,512 -7,163  
    OMXC 20 short FLSmidth 454.57 33.181   11/24/14 35.297 15,083        602,595 -22,247  
    FT 30 long Man Group 88.97 169.534   12/15/14 177.040 15,083        617,679 -37,330  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 850.48 17.528   11/03/14 17.669 -15,027 14,907 -120 480,229  602,652 -22,423 580,229
    BEL 20 Proximus 494.52 30.740   11/17/14 30.500 -15,083 15,202 119 480,348  587,569 -7,221 580,348
    OMXC 20 short FLSmidth 454.57 35.297 31.065 11/17/14 33.181 -15,083 14,121 -962 479,386  572,486 6,900 579,386
  Buy HSI-Fin HSBC 1,834.03 7.992   1/26/15 8.332 14,657        587,143 -7,757  
    BEL 20 Galapagos 1,136.20 12.900   12/01/14 13.020 14,657        601,800 -22,414  
    OMXC 20 long Pandora 218.09 67.207   8/17/15 107.440 14,657        616,457 -37,071  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/01/14 Sell BEL 20 short Galapagos 1,136.20 13.020 12.780 11/24/14 12.900 -14,657 14,521 -136 479,249  601,800 -22,551 579,249
  Buy   long Proximus 440.27 31.610   12/15/14 29.550 13,917        615,717 -36,467  
12/08/14 Sell Kospi 50 short Hyundai Heavy 186.41 94.176 72.978 10/20/14 83.577 -15,580 13,604 -1,976 477,274  600,137 -22,864 577,274
  Buy   long Amorepacific Group 167.12 82.934   7/06/15 157.893 13,860        613,997 -36,723  
12/15/14 Sell BEL 20 long Proximus 440.27 29.550   12/01/14 31.610 -13,917 13,010 -907 476,367  600,080 -23,713 576,367
    MerVal Edenor 39,294.12 0.569   2/24/14 0.315 -12,358 22,343 9,985 486,351  587,722 -1,371 586,351
    FT 30 Man Group 88.97 177.040   11/17/14 169.534 -15,083 15,751 668 487,019  572,639 14,380 587,019
    DJ Global Titans Apple 680.21 21.746   11/10/14 21.899 -14,896 14,792 -104 486,915  557,743 29,172 586,915
  Buy BEL 20 short Umicore 988.26 15.585   1/19/15 16.578 15,402        573,145 13,770  
    FT 30 Tesco 58.68 262.480   12/22/14 292.250 15,402        588,547 -1,632  
    DJ Global Titans Gazprom 4,615.52 3.337   3/02/15 4.494 15,402        603,949 -17,034  
12/22/14 Sell TecDAX short SMA Solar 220.48 14.800 46.789 5/21/12 26.315 -5,802 10,316 4,514 491,429  598,147 -6,718 591,429
    FT 30 Tesco 58.68 292.250 232.709 12/15/14 262.480 -15,402 13,655 -1,747 489,682  582,745 6,937 589,682
  Buy TecDAX long Dialog Semiconductor 509.31 29.285   6/01/15 51.190 14,915        597,660 -7,978  
    FT 30 Man Group 74.34 200.637   1/05/15 211.401 14,915        612,575 -22,893  
12/29/14 Sell France short CGG 47.53 160.352 445.565 7/21/14 267.296 -12,705 21,178 8,473 498,155  599,871 -1,716 598,155
    SDAX WCM 9,024.29 1.381 1.852 6/09/14 1.599 -14,433 16,709 2,276 500,431  585,438 14,994 600,431
  Buy France long Adocia 322.54 47.700   6/08/15 66.230 15,385        600,823 -391  
    SDAX Patrizia Immobilien 1,250.81 12.300   1/19/15 14.055 15,385        616,208 -15,776  
    BAX KUKA 259.57 59.270   7/27/15 74.330 15,385        631,592 -31,161  
1/05/15 Sell FT 30 long Man Group 74.34 211.401   12/22/14 200.637 -14,915 15,716 800 501,232  616,677 -15,445 601,232
    Topix (FRA) short Aeon 1,777.48 8.291 7.411 9/15/14 7.851 -13,955 13,173 -782 500,450  602,722 -2,273 600,450
  Buy FT 30 Tesco 50.86 294.006   1/19/15 365.061 14,953        617,675 -17,226  
    Topix (FRA) long Oriental Land 312.01 47.929   2/02/15 54.216 14,954        632,629 -32,180  
1/12/15 Sell Germany short SolarWorld 917.00 12.350 18.219 7/28/14 15.000 -13,755 16,706 2,951 503,401  618,874 -15,473 603,401
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI Kunlun Energy 14,379.77 0.825 1.300 11/10/14 1.036 -14,896 18,699 3,803 507,205  603,978 3,226 607,205
    HDAX Südzucker 1,009.60 11.160 15.190 8/04/14 13.020 -13,145 15,336 2,191 509,395  590,833 18,562 609,395
  Buy Germany long Ströer Media 637.74 24.615   6/15/15 40.315 15,698        606,531 2,864  
    HSI China Life Ins HK 4,736.73 3.314   7/13/15 3.728 15,698        622,229 -12,834  
    HDAX Ströer Media 637.74 24.615   8/24/15 47.670 15,698        637,927 -28,532  
1/19/15 Sell SDAX long Patrizia Immobilien 1,250.81 14.055   12/29/14 12.300 -15,385 17,580 2,195 511,591  622,542 -10,952 611,591
    ISEQ 20 short C&C Group 1,580.36 3.322 6.042 4/14/14 4.480 -7,080 9,548 2,468 514,059  615,462 -1,404 614,059
      Flutter 132.11 66.350 40.830 4/14/14 53.590 -7,080 5,394 -1,686 512,373  608,383 3,990 612,373
    BEL 20 Umicore 988.26 16.578 14.593 12/15/14 15.585 -15,402 14,421 -981 511,392  592,981 18,411 611,392
    FT 30 Tesco 50.86 365.061 222.950 1/05/15 294.006 -14,953 11,339 -3,614 507,778  578,027 29,751 607,778
    CAC Mid 60 CGG 38.52 153.600 767.553 6/23/14 343.360 -13,226 29,566 16,340 524,118  564,801 59,317 624,118
  Buy SDAX SGL Carbon 1,212.56 14.090   1/26/15 15.480 17,085        581,886 42,232  
    ISEQ 20 long Glanbia 616.79 13.850   6/08/15 17.420 8,543        590,429 33,689  
      Ryanair Holdings 877.95 9.730   6/08/15 11.660 8,542        598,971 25,147  
    BEL 20 bpost 747.38 22.860   9/28/15 21.000 17,085        616,056 8,062  
    FT 30 Man Group 81.42 209.841   6/08/15 231.072 17,085        633,142 -9,024  
    CAC Mid 60 Adocia 270.33 63.200   6/08/15 66.230 17,085        650,226 -26,108  
1/26/15 Sell SDAX short SGL Carbon 1,212.56 15.480 12.700 1/19/15 14.090 -17,085 15,400 -1,685 522,433  633,141 -10,709 622,433
    HSI-Fin HSBC 1,834.03 8.332 7.651 11/24/14 7.992 -14,657 14,033 -624 521,808  618,484 3,324 621,808
    OMXH 25 YIT 1,917.16 5.508 9.942 5/19/14 7.400 -14,187 19,060 4,873 526,681  604,297 22,384 626,681
    CAC Next 20 Arkema 187.21 62.720 79.594 6/23/14 70.655 -13,227 14,901 1,673 528,355  591,070 37,285 628,355
    GEX 4SC 2,470.19 3.657 8.986 4/14/14 5.732 -14,160 22,197 8,037 536,392  576,910 59,482 636,392
  Buy SDAX long Patrizia Immobilien 1,163.61 14.950   6/29/15 22.015 17,396        594,306 42,086  
    HSI-Fin China Life Ins HK 4,656.69 3.736   8/03/15 3.251 17,396        611,702 24,690  
    OMXH 25 Neste Oil 2,152.97 8.080   5/11/15 7.640 17,396        629,098 7,294  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Ströer Media 650.32 26.750   6/01/15 38.770 17,396        646,494 -10,102  
2/02/15 Sell MDAX short Südzucker 990.64 11.245 17.145 7/28/14 13.885 -13,755 16,984 3,229 539,621  632,739 6,882 639,621
    AEX KPN 1,564.81 2.756 4.771 10/15/12 3.626 -5,674 7,465 1,791 541,412  627,065 14,347 641,412
    Topix (FRA) long Oriental Land 312.01 54.216   1/05/15 47.929 -14,954 16,916 1,962 543,374  612,111 31,263 643,374
  Buy MDAX Ströer Media 653.94 25.790   11/16/15 61.450 16,865        628,976 14,398  
    Topix (FRA) short Orix 1,693.61 9.958   2/09/15 10.802 16,865        645,841 -2,467  
2/09/15 Sell   short Orix 1,693.61 10.802 9.114 2/02/15 9.958 -16,865 15,436 -1,429 541,945  628,976 12,969 641,945
  Buy MerVal long Aluar 17,465.33 0.937   2/16/15 0.944 16,372        645,348 -3,403  
    Topix (FRA) Sony 723.56 22.627   5/18/15 28.471 16,372        661,720 -19,775  
2/16/15 Sell ATX short Raiffeisen Bank Int 714.86 13.795 25.922 8/11/14 18.910 -13,518 18,530 5,012 546,957  648,202 -1,245 646,957
    OBX 25 Petroleum Geo-Srvcs 2,211.09 5.700 6.528 8/18/14 6.100 -13,487 14,434 947 547,904  634,715 13,189 647,904
    MerVal long Aluar 17,465.33 0.944   2/09/15 0.937 -16,372 16,489 117 548,021  618,343 29,678 648,021
  Buy ATX Zumtobel 803.13 21.095   9/07/15 23.775 16,942        635,285 12,736  
    OBX 25 Frontline 1,360.98 12.448   2/23/15 11.234 16,942        652,227 -4,206  
2/23/15 Sell PSI 20 short Pharol 9,365.64 0.697 3.812 10/06/14 1.630 -15,266 35,701 20,435 568,456  636,961 31,495 668,456
    OBX 25 long Frontline 1,360.98 11.234   2/16/15 12.448 -16,942 15,289 -1,653 566,803  620,019 46,784 666,803
    Indices short PSI 20 2.76 5,494.440 5,581.320 10/06/14 5,537.710 -15,284 15,404 120 566,923  604,735 62,188 666,923
  Buy PSI 20 long Altri 6,027.45 3.024   5/25/15 4.081 18,227        622,962 43,961  
    OBX 25 short Seadrill 6.47 2,815.850   4/13/15 2,712.370 18,219        641,181 25,743  
    MerVal long Comercial del Plata 73,704.00 0.247   3/02/15 0.261 18,227        659,408 7,516  
    Indices SSE 50 ew 54.18 336.435   7/27/15 382.611 18,228        677,636 -10,712  
3/02/15 Sell IBEX 35 short ArcelorMittal 393.81 28.860 37.255 6/16/14 32.790 -12,913 14,671 1,758 568,682  664,723 3,959 668,682
    MerVal long Comercial del Plata 73,704.00 0.261   2/23/15 0.247 -18,227 19,244 1,017 569,699  646,496 23,203 669,699
    DJ Global Titans short Gazprom 4,615.52 4.494 2.180 12/15/14 3.337 -15,402 10,062 -5,340 564,359  631,094 33,265 664,359
    GCX Energy Recovery 4,209.17 3.076 3.693 5/19/14 3.371 -14,187 15,546 1,359 565,718  616,907 48,811 665,718
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 long Intl. Cons. Airlines 2,261.14 7.900   3/09/15 7.660 17,863        634,770 30,948  
    DJ Global Titans Apple 619.04 28.856   3/30/15 29.169 17,863        652,633 13,085  
    GCX Shimano 128.37 139.151   6/01/15 129.753 17,863        670,495 -4,777  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,261.14 7.660   3/02/15 7.900 -17,863 17,320 -543 565,175  652,632 12,543 665,175
  Buy   short Endesa 960.43 17.640   3/23/15 18.130 16,942        669,574 -4,399  
    MerVal long Comercial del Plata 61,030.26 0.278   6/29/15 0.285 16,942        686,516 -21,341  
3/23/15 Sell IBEX 35 short Endesa 960.43 18.130 17.150 3/09/15 17.640 -16,942 16,471 -471 564,705  669,574 -4,870 664,705
    TSX 60 Yamana Gold 3,059.25 3.713 6.196 9/29/14 4.797 -14,674 18,955 4,281 568,985  654,900 14,085 668,985
  Buy IBEX 35 long Intl. Cons. Airlines 2,108.15 8.100   5/11/15 7.890 17,076        671,976 -2,991  
    TSX 60 Bausch Health 91.91 185.781   5/11/15 200.704 17,075        689,052 -20,066  
3/30/15 Sell DJ Global Titans long Apple 619.04 29.169   3/02/15 28.856 -17,863 18,057 194 569,179  671,189 -2,010 669,179
  Buy   short ConocoPhilips 282.27 59.090   4/27/15 61.591 16,679        687,868 -18,689  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,098.81 4.822 5.033 10/06/14 4.926 -15,266 15,595 329 569,508  672,602 -3,094 669,508
    OBX 25 Seadrill 6.47 2,712.370 2,923.280 2/23/15 2,815.850 -18,219 18,914 695 570,203  654,383 15,820 670,203
    ÖkoDAX SolarWorld 64.44 14.550 772.962 4/29/13 106.050 -6,834 49,810 42,976 613,179  647,549 65,630 713,179
  Buy HSI-C&I long Tencent 935.37 20.815   7/06/15 17.093 19,470        667,019 46,160  
    OBX 25 Frontline 1,422.69 13.685   5/18/15 12.057 19,470        686,489 26,690  
4/27/15 Sell DJ Global Titans short ConocoPhilips 282.27 61.591 56.589 3/30/15 59.090 -16,679 15,973 -706 612,473  669,810 42,663 712,473
  Buy   long Mitsubishi UFJ 2,909.46 6.489   6/08/15 6.373 18,878        688,688 23,785  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,108.15 7.890   3/23/15 8.100 -17,076 16,633 -443 612,030  671,612 40,418 712,030
    OMXH 25 Neste Oil 2,152.97 7.640   1/26/15 8.080 -17,396 16,449 -947 611,083  654,216 56,867 711,083
    TSX 60 Bausch Health 91.91 200.704   3/23/15 185.781 -17,075 18,447 1,372 612,455  637,141 75,314 712,455
  Buy IBEX 35 short Obrascón Huarte Lain 1,028.94 19.140   4/25/16 5.840 19,694        656,835 55,620  
    OMXH 25 Outokumpu 3,761.99 5.235   1/04/16 2.584 19,694        676,529 35,926  
    TSX 60 Cenovus Energy 1,270.09 15.506   3/21/16 12.064 19,694        696,223 16,232  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/18/15 Sell OBX 25 long Frontline 1,422.69 12.057   4/13/15 13.685 -19,470 17,153 -2,317 610,138  676,753 33,385 710,138
    Topix (FRA) Sony 723.56 28.471   2/09/15 22.627 -16,372 20,600 4,228 614,366  660,381 53,985 714,366
  Buy OBX 25 short REC Silicon 9,075.36 2.117   6/01/15 1.852 19,208        679,589 34,777  
    Topix (FRA) Toshiba 641.76 29.930   5/25/15 30.510 19,208        698,797 15,569  
5/25/15 Sell PSI 20 long Altri 6,027.45 4.081   2/23/15 3.024 -18,227 24,598 6,371 620,737  680,570 40,167 720,737
    Topix (FRA) short Toshiba 641.76 30.510 29.350 5/18/15 29.930 -19,208 18,836 -372 620,365  661,362 59,003 720,365
  Buy PSI 20 Pharol 38,203.92 0.510   11/23/15 0.369 19,484        680,846 39,519  
    Topix (FRA) long Sony 683.65 28.500   6/01/15 28.394 19,484        700,330 20,035  
6/01/15 Sell TecDAX long Dialog Semiconductor 509.31 51.190   12/22/14 29.285 -14,915 26,072 11,156 631,521  685,415 46,107 731,521
    OBX 25 short REC Silicon 9,075.36 1.852 2.418 5/18/15 2.117 -19,208 21,947 2,739 634,260  666,207 68,053 734,260
    Nordic 30 long Pandora 218.56 91.032   11/10/14 68.154 -14,896 19,896 5,000 639,261  651,311 87,949 739,261
    Topix (FRA) Sony 683.65 28.394   5/25/15 28.500 -19,484 19,412 -72 639,188  631,827 107,361 739,188
    GEX Ströer Media 650.32 38.770   1/26/15 26.750 -17,396 25,213 7,817 647,005  614,431 132,574 747,005
    GCX Shimano 128.37 129.753   3/02/15 139.151 -17,863 16,656 -1,206 645,799  596,568 149,230 745,799
  Buy TecDAX short Aixtron 3,242.75 6.900   4/25/16 4.108 22,375        618,943 126,855  
    OBX 25 long Frontline 1,793.49 12.476   6/08/15 12.298 22,375        641,318 104,480  
    Nordic 30 short Fortum 1,291.86 17.320   11/30/15 13.820 22,375        663,693 82,105  
    Topix (FRA) Toshiba 686.14 32.610   11/16/15 22.410 22,375        686,068 59,730  
    GCX REC Silicon 12,078.92 1.852   10/05/20 0.464 22,375        708,443 37,355  
6/08/15 Sell S&P 100 long Gilead Sciences 170.41 100.700   10/27/14 88.668 -15,110 17,160 2,050 647,849  693,333 54,516 747,849
    France Adocia 322.54 66.230   12/29/14 47.700 -15,385 21,362 5,977 653,826  677,948 75,877 753,826
    ISEQ 20 Glanbia 616.79 17.420   1/19/15 13.850 -8,543 10,744 2,202 656,028  669,406 86,622 756,028
      Ryanair Holdings 877.95 11.660   1/19/15 9.730 -8,542 10,237 1,694 657,722  660,863 96,859 757,722
    OBX 25 Frontline 1,793.49 12.298   6/01/15 12.476 -22,375 22,057 -319 657,404  638,488 118,915 757,404
    OMXS 30 Boliden 572.81 18.209   11/03/14 13.117 -7,514 10,430 2,917 660,320  630,975 129,345 760,320
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Electrolux 334.60 27.196   11/03/14 22.455 -7,514 9,100 1,586 661,906  623,461 138,445 761,906
    FT 30 Man Group 81.42 231.072   1/19/15 209.841 -17,085 18,814 1,729 663,635  606,376 157,259 763,635
    CAC Mid 60 Adocia 270.33 66.230   1/19/15 63.200 -17,085 17,904 819 664,454  589,291 175,163 764,454
    DJ Global Titans Mitsubishi UFJ 2,909.46 6.373   4/27/15 6.489 -18,878 18,542 -336 664,117  570,413 193,705 764,117
  Buy S&P 100 short Norfolk Southern 296.91 80.648   6/15/15 80.979 23,945        594,358 169,759  
    France Solocal 34.19 700.450   11/23/15 390.360 23,948        618,307 145,811  
    ISEQ 20 Aryzta 1,068.02 11.210   8/10/15 10.893 11,973        630,279 133,838  
      FBD Holdings 1,290.97 9.274   8/10/15 7.120 11,972        642,252 121,866  
    OBX 25 DNO International 18,795.13 1.274   12/21/15 0.607 23,945        666,197 97,921  
    OMXS 30 SSAB 2,338.38 5.120   10/26/15 3.388 11,973        678,169 85,948  
      Telia Company 2,276.70 5.259   10/26/15 4.765 11,972        690,142 73,976  
    FT 30 Tate & Lyle 31.77 753.704   12/28/15 807.108 23,945        714,087 50,031  
    DJ Global Titans BHP 1,258.96 19.020   7/13/15 17.787 23,945        738,032 26,086  
6/15/15 Sell S&P 100 short Norfolk Southern 296.91 80.979 80.318 6/08/15 80.648 -23,945 23,847 -98 664,019  714,087 49,933 764,019
    Germany long Ströer Media 637.74 40.315   1/12/15 24.615 -15,698 25,710 10,013 674,032  698,389 75,643 774,032
  Buy S&P 100 Starbucks 458.47 46.330   7/06/15 49.123 21,241        719,630 54,402  
6/29/15 Sell SDAX long Patrizia Immobilien 1,163.61 22.015   1/26/15 14.950 -17,396 25,617 8,221 682,253  702,234 80,019 782,253
    MerVal Comercial del Plata 61,030.26 0.285   3/09/15 0.278 -16,942 17,388 446 682,698  685,292 97,407 782,698
7/06/15 Sell S&P 100 long Starbucks 458.47 49.123   6/15/15 46.330 -21,241 22,521 1,280 683,979  664,051 119,928 783,979
    Kospi 50 Amorepacific Group 167.12 157.893   12/08/14 82.934 -13,860 26,387 12,527 696,506  650,191 146,315 796,506
    DAX Merck (EMD) 196.73 90.640   11/17/14 76.670 -15,083 17,832 2,748 699,254  635,107 164,147 799,254
    HSI-C&I Tencent 935.37 17.093   4/13/15 20.815 -19,470 15,988 -3,482 695,772  615,637 180,135 795,772
  Buy S&P 100 short Norfolk Southern 310.22 78.643   7/13/15 78.579 24,397        640,034 155,738  
    CAC 40 ArcelorMittal 966.98 25.230   3/27/17 22.800 24,397        664,431 131,341  
    DAX RWE 1,268.04 19.240   7/13/15 20.205 24,397        688,828 106,944  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Sands China 7,210.37 3.384   5/09/16 3.084 24,397        713,225 82,547  
7/13/15 Sell S&P 100 short Norfolk Southern 310.22 78.579 78.708 7/06/15 78.643 -24,397 24,417 20 695,792  688,828 106,964 795,792
    HSI long China Life Ins HK 4,736.73 3.728   1/12/15 3.314 -15,698 17,660 1,962 697,755  673,130 124,624 797,755
    DAX short RWE 1,268.04 20.205 18.275 7/06/15 19.240 -24,397 23,173 -1,224 696,531  648,733 147,798 796,531
    DJ Global Titans BHP 1,258.96 17.787 20.338 6/08/15 19.020 -23,945 25,605 1,660 698,191  624,788 173,402 798,191
  Buy S&P 100 long Amazon.com 58.66 414.042   7/27/15 479.746 24,288        649,076 149,115  
    HSI short China Shenhua HK 13,078.29 1.857   4/18/16 1.521 24,289        673,365 124,826  
    DAX long Fresenius 396.49 61.260   7/27/15 61.200 24,289        697,654 100,537  
    DJ Global Titans Mitsubishi UFJ 3,866.81 6.281   7/27/15 6.435 24,289        721,943 76,248  
7/20/15 Sell DJTA long Avis Budget 480.63 38.916   9/24/12 12.419 -5,969 18,704 12,735 710,926  715,974 94,952 810,926
  Buy   short Avis Budget 581.93 38.916   8/03/15 39.514 22,646        738,620 72,305  
7/27/15 Sell S&P 100 long Amazon.com 58.66 479.746   7/13/15 414.042 -24,288 28,142 3,854 714,780  714,332 100,447 814,780
    DAX Fresenius 396.49 61.200   7/13/15 61.260 -24,289 24,265 -24 714,756  690,043 124,713 814,756
    BAX KUKA 259.57 74.330   12/29/14 59.270 -15,385 19,294 3,909 718,665  674,659 144,006 818,665
    Indices SSE 50 ew 54.18 382.611   2/23/15 336.435 -18,228 20,730 2,502 721,167  656,431 164,736 821,167
    DJ Global Titans Mitsubishi UFJ 3,866.81 6.435   7/13/15 6.281 -24,289 24,883 594 721,761  632,142 189,620 821,761
  Buy S&P 100 short ConocoPhilips 553.80 45.655   3/07/16 37.595 25,284        657,426 164,336  
    DAX RWE 1,363.02 18.550   10/19/15 12.230 25,284        682,710 139,052  
    BAX Grammer 962.83 26.260   11/09/15 23.675 25,284        707,994 113,768  
    Indices RTX 24.00 1,053.370   6/06/16 1,104.740 25,281        733,274 88,487  
    DJ Global Titans ConocoPhilips 553.80 45.655   8/03/15 45.385 25,284        758,558 63,203  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,226.28 7.097   7/07/14 2.976 -12,577 29,993 17,417 739,178  745,981 93,196 839,178
    HSI-Fin China Life Ins HK 4,656.69 3.251   1/26/15 3.736 -17,396 15,137 -2,259 736,918  728,585 108,333 836,918
    DJTA short Avis Budget 581.93 39.514 38.317 7/20/15 38.916 -22,646 22,298 -348 736,570  705,939 130,631 836,570
    DJ Global Titans ConocoPhilips 553.80 45.385 45.927 7/27/15 45.655 -25,284 25,435 151 736,721  680,655 156,065 836,721
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 China Northern Rare 11,924.19 2.081   1/04/16 1.789 24,819        705,474 131,246  
    HSI-Fin ICBC 39,685.00 0.625   1/04/16 0.538 24,819        730,293 106,427  
    DJTA long JetBlue Airways 1,152.36 21.538   8/24/15 18.277 24,819        755,112 81,608  
    SMI UBS 1,176.13 21.102   8/17/15 20.081 24,819        779,931 56,789  
    SLI Vifor Pharma 233.76 106.171   8/24/15 107.513 24,819        804,750 31,971  
    DJ Global Titans Mitsubishi UFJ 3,826.67 6.486   8/24/15 5.389 24,819        829,569 7,152  
8/10/15 Sell ISEQ 20 short Aryzta 1,068.02 10.893 11.536 6/08/15 11.210 -11,973 12,321 348 737,069  817,596 19,473 837,069
      FBD Holdings 1,290.97 7.120 12.080 6/08/15 9.274 -11,972 15,594 3,622 740,691  805,624 35,067 840,691
  Buy   long Kingspan Group 481.69 22.725   8/17/15 22.815 10,946        816,570 24,121  
      Ryanair Holdings 856.53 12.780   8/17/15 12.705 10,946        827,517 13,174  
8/17/15 Sell ASX 50 long James Hardie Ind 696.65 12.058   1/30/12 5.763 -4,015 8,400 4,385 745,076  823,502 21,575 845,076
    ISEQ 20 Kingspan Group 481.69 22.815   8/10/15 22.725 -10,946 10,990 43 745,120  812,555 32,564 845,120
      Ryanair Holdings 856.53 12.705   8/10/15 12.780 -10,946 10,882 -64 745,055  801,609 43,447 845,055
    OMXC 20 Pandora 218.09 107.440   11/24/14 67.207 -14,657 23,432 8,774 753,830  786,952 66,878 853,830
    SMI UBS 1,176.13 20.081   8/03/15 21.102 -24,819 23,618 -1,201 752,629  762,133 90,496 852,629
    Nikkei (FRA) Fujitsu 114.61 44.550   6/30/14 54.990 -6,302 5,106 -1,197 751,432  755,830 95,602 851,432
      MinebeaMitsumi 766.35 12.573   6/30/14 8.224 -6,302 9,635 3,333 754,765  749,528 105,237 854,765
  Buy ASX 50 short Santos 6,027.73 3.982   11/23/15 2.708 24,000        773,528 81,237  
    ISEQ 20 Aryzta 1,093.89 10.970   11/30/15 10.387 12,000        785,528 69,237  
      FBD Holdings 1,739.13 6.900   11/30/15 6.852 12,000        797,528 57,237  
    OMXC 20 GN Store Nord 192.77 124.500   10/05/15 126.375 24,000        821,528 33,238  
    Nikkei (FRA) Sharp 935.31 12.830   11/23/15 10.210 12,000        833,528 21,238  
      IHI 397.48 30.190   11/23/15 25.250 12,000        845,528 9,238  
8/24/15 Sell USA long Alexion 45.02 143.833   11/28/11 50.936 -2,293 6,475 4,182 758,948  843,234 15,713 858,948
    DJIA Visa 128.12 58.880   12/19/11 18.897 -2,421 7,544 5,123 764,070  840,813 23,257 864,070
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nasdaq 100 Regeneron 37.59 434.608   10/10/11 49.346 -1,855 16,337 14,482 778,552  838,959 39,594 878,552
    Euro 50 ASML 53.41 74.790   1/09/12 32.400 -1,730 3,995 2,264 780,816  837,228 43,588 880,816
      AB InBev 36.44 91.280   1/09/12 47.495 -1,731 3,326 1,596 782,412  835,497 46,914 882,412
    HDAX Ströer Media 637.74 47.670   1/12/15 24.615 -15,698 30,401 14,703 797,115  819,799 77,316 897,115
    FTSE Ashtead 13.87 1,199.890   7/30/12 333.248 -4,622 16,642 12,020 809,135  815,177 93,958 909,135
    HSI-Prop CK Hutchison 500.91 10.950   7/28/14 13.730 -6,877 5,485 -1,392 807,743  808,300 99,443 907,743
      Sino Land 5,493.21 1.200   7/28/14 1.252 -6,878 6,592 -286 807,457  801,422 106,035 907,457
    Europe 50 Novartis 240.58 69.088   11/10/14 61.916 -14,896 16,621 1,725 809,183  786,527 122,656 909,183
    DJTA JetBlue Airways 1,152.36 18.277   8/03/15 21.538 -24,819 21,062 -3,757 805,426  761,708 143,718 905,426
    SLI Vifor Pharma 233.76 107.513   8/03/15 106.171 -24,819 25,132 314 805,739  736,889 168,850 905,739
    Nikkei (TYO) MinebeaMitsumi 1,442.15 10.589   10/27/14 10.477 -15,110 15,271 161 805,901  721,779 184,122 905,901
    DJ Global Titans Mitsubishi UFJ 3,826.67 5.389   8/03/15 6.486 -24,819 20,623 -4,196 801,704  696,960 204,744 901,704
    SP Global 100 Apple 686.24 22.212   11/03/14 21.898 -15,027 15,242 215 801,920  681,933 219,987 901,920
  Buy DJIA short Chevron 451.51 62.119   5/30/16 91.551 28,047        709,980 191,939  
    Nasdaq 100 Micron Technology 2,255.02 12.438   8/31/15 14.635 28,047        738,028 163,892  
    Euro 50 E.on 1,611.90 8.700   10/26/15 8.993 14,024        752,051 149,869  
      Banco Santander 2,691.65 5.210   10/26/15 5.230 14,024        766,075 135,845  
    HDAX RWE 2,121.56 13.220   11/23/15 10.895 28,047        794,122 107,798  
    FTSE Glencore 149.67 187.390   5/09/16 167.806 28,047        822,168 79,752  
    HSI-Prop Hang Lung 7,295.55 1.922   6/06/16 1.737 14,024        836,192 65,728  
      The Wharf 8,015.26 1.750   6/06/16 1.945 14,024        850,215 51,705  
    DJCA Chevron 451.51 62.119   8/31/15 72.229 28,047        878,263 23,657  
    Europe 50 Rio Tinto 9.58 2,927.710   10/26/15 3,453.900 28,047        906,310 -4,390  
    DJTA Norfolk Southern 435.68 64.376   8/31/15 69.482 28,047        934,357 -32,437  
    SLI Aryzta 2,992.41 9.373   1/09/17 8.993 28,047        962,404 -60,484  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Casino Guichard 498.35 56.280   1/30/17 49.780 28,047        990,451 -88,531  
    Nikkei (TYO) IHI 1,083.25 25.892   8/08/16 25.014 28,047        1,018,498 -116,578  
    DJ Global Titans ConocoPhilips 758.50 36.977   3/21/16 37.886 28,047        1,046,545 -144,625  
    SP Global 100 RWE 2,121.56 13.220   9/12/16 14.645 28,047        1,074,592 -172,672  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,255.02 14.635 10.240 8/24/15 12.438 -28,047 23,092 -4,955 796,965  1,046,545 -149,580 896,965
    DJCA Chevron 451.51 72.229 52.009 8/24/15 62.119 -28,047 23,483 -4,565 792,400  1,018,498 -126,097 892,400
    DJTA Norfolk Southern 435.68 69.482 59.269 8/24/15 64.376 -28,047 25,822 -2,225 790,176  990,451 -100,275 890,176
  Buy Nasdaq 100 long Netflix 192.51 102.576   9/07/15 88.434 19,747        1,010,197 -120,022  
    DJCA JetBlue Airways 992.04 19.906   3/16/20 9.506 19,747        1,029,945 -139,769  
    DJUA short CenterPoint Energy 594.58 16.606   12/07/15 15.137 9,873        1,039,818 -149,642  
      FirstEnergy 346.41 28.503   12/07/15 29.960 9,874        1,049,692 -159,516  
    DJTA long JetBlue Airways 992.04 19.906   1/04/16 20.201 19,747        1,069,439 -179,263  
9/07/15 Sell Nasdaq 100 long Netflix 192.51 88.434   8/31/15 102.576 -19,747 17,024 -2,722 787,453  1,049,692 -162,238 887,453
    ATX Zumtobel 803.13 23.775   2/16/15 21.095 -16,942 19,094 2,152 789,606  1,032,750 -143,144 889,606
  Buy Nasdaq 100 short Micron Technology 1,238.63 15.066   10/19/15 16.912 18,661        1,051,411 -161,805  
    ATX Vienna Insurance 685.06 27.240   3/28/16 18.660 18,661        1,070,072 -180,466  
9/14/15 Sell RTX short RusHydro 3,896.43 0.774 3.647 3/11/13 1.680 -6,546 14,208 7,662 797,268  1,063,526 -166,258 897,268
  Buy USA long JetBlue Airways 785.77 23.257   9/21/15 23.986 18,275        1,081,801 -184,533  
9/21/15 Sell   long JetBlue Airways 785.77 23.986   9/14/15 23.257 -18,275 18,847 572 797,840  1,063,526 -165,685 897,840
  Buy   short Wynn Resorts 307.71 59.482   10/05/15 57.973 18,303        1,081,829 -183,988  
    MIB Saipem 1,799.71 10.170   12/26/16 5.130 18,303        1,100,132 -202,292  
    RTX Mobile TeleSystems 2,886.91 6.340   9/28/15 6.096 18,303        1,118,435 -220,595  
9/28/15 Sell   short Mobile TeleSystems 2,886.91 6.096 6.594 9/21/15 6.340 -18,303 19,036 733 798,573  1,100,132 -201,559 898,573
    BEL 20 long bpost 747.38 21.000   1/19/15 22.860 -17,085 15,695 -1,390 797,183  1,083,047 -185,864 897,183
  Buy RTX Severstal 1,896.14 9.378   11/02/15 10.465 17,782        1,100,829 -203,646  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 short Solvay 198.66 89.510   3/28/16 85.670 17,782        1,118,611 -221,428  
10/05/15 Sell USA short Wynn Resorts 307.71 57.973 61.030 9/21/15 59.482 -18,303 18,780 476 797,659  1,100,308 -202,648 897,659
    OMXC 20 GN Store Nord 192.77 126.375 122.625 8/17/15 124.500 -24,000 23,638 -361 797,298  1,076,308 -179,010 897,298
  Buy USA long Netflix 180.67 99.392   12/14/15 109.790 17,957        1,094,265 -196,967  
    OMXC 20 Genmab 211.10 85.064   11/02/15 91.174 17,957        1,112,222 -214,924  
10/12/15 Buy Kospi 50 long Lotte Chemical 81.83 208.474   4/02/18 330.481 17,059        1,129,281 -231,984  
    MerVal Pampa Energía 20,685.10 0.825   10/19/15 0.927 17,059        1,146,340 -249,043  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,238.63 16.912 13.219 9/07/15 15.066 -18,661 16,374 -2,287 795,011  1,127,679 -232,669 895,011
    DAX RWE 1,363.02 12.230 28.136 7/27/15 18.550 -25,284 38,350 13,066 808,076  1,102,395 -194,319 908,076
    MerVal long Pampa Energía 20,685.10 0.927   10/12/15 0.825 -17,059 19,165 2,106 810,182  1,085,336 -175,154 910,182
  Buy Nasdaq 100 Amazon.com 36.32 505.914   2/08/16 436.037 18,375        1,103,711 -193,529  
    DAX Fresenius 304.68 60.310   12/21/15 63.430 18,375        1,122,086 -211,904  
    MerVal short YPF 817.42 22.479   10/26/15 25.738 18,375        1,140,461 -230,279  
10/26/15 Sell Euro 50 short E.on 1,611.90 8.993 8.407 8/24/15 8.700 -14,024 13,552 -472 809,710  1,126,438 -216,728 909,710
      Banco Santander 2,691.65 5.230 5.190 8/24/15 5.210 -14,024 13,970 -54 809,656  1,112,414 -202,758 909,656
    OMXS 30 SSAB 2,338.38 3.388 7.737 6/08/15 5.120 -11,973 18,093 6,120 815,777  1,100,442 -184,665 915,777
      Telia Company 2,276.70 4.765 5.804 6/08/15 5.259 -11,972 13,213 1,241 817,018  1,088,469 -171,452 917,018
    Europe 50 Rio Tinto 9.58 3,453.900 2,401.510 8/24/15 2,927.710 -28,047 23,006 -5,041 811,977  1,060,422 -148,445 911,977
    MerVal YPF 817.42 25.738 19.221 10/19/15 22.479 -18,375 15,711 -2,664 809,313  1,042,047 -132,734 909,313
  Buy Euro 50 long Fresenius 151.32 64.150   1/11/16 59.420 9,707        1,051,754 -142,441  
      Inditex 288.81 33.610   1/11/16 29.430 9,707        1,061,461 -152,148  
    OMXS 30 Boliden 555.93 17.461   11/02/15 17.505 9,707        1,071,168 -161,855  
      Svenska Cellulosa B 1,862.54 5.212   11/02/15 5.468 9,707        1,080,875 -171,562  
    Europe 50 SAP 276.83 70.130   12/14/15 69.400 19,414        1,100,289 -190,976  
    MerVal Pampa Energía 16,893.49 1.149   3/07/16 0.728 19,414        1,119,703 -210,390  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/02/15 Sell RTX long Severstal 1,896.14 10.465   9/28/15 9.378 -17,782 19,843 2,061 811,374  1,101,921 -190,547 911,374
    OMXC 20 Genmab 211.10 91.174   10/05/15 85.064 -17,957 19,247 1,290 812,664  1,083,964 -171,300 912,664
    OMXS 30 Boliden 555.93 17.505   10/26/15 17.461 -9,707 9,731 24 812,688  1,074,257 -161,569 912,688
      Svenska Cellulosa B 1,862.54 5.468   10/26/15 5.212 -9,707 10,183 476 813,165  1,064,550 -151,385 913,165
  Buy RTX short Mobile TeleSystems 3,061.24 6.221   4/25/16 7.952 19,044        1,083,594 -170,429  
    OMXS 30 SSAB 2,819.25 3.378   12/14/15 2.601 9,522        1,093,116 -179,951  
      SKF A 592.60 16.068   12/14/15 14.663 9,522        1,102,638 -189,473  
11/09/15 Sell BAX short Grammer 962.83 23.675 29.127 7/27/15 26.260 -25,284 28,045 2,761 815,925  1,077,354 -161,429 915,925
  Buy   long Adva 1,857.41 10.155   11/16/15 10.530 18,862        1,096,216 -180,291  
11/16/15 Sell MDAX long Ströer Media 653.94 61.450   2/02/15 25.790 -16,865 40,185 23,320 839,245  1,079,351 -140,106 939,245
    BSE Sensex 30 Hindustan Unilever 662.41 11.144   1/30/12 6.061 -4,015 7,382 3,367 842,611  1,075,336 -132,725 942,611
    Topix (FRA) short Toshiba 686.14 22.410 47.453 6/01/15 32.610 -22,375 32,559 10,184 852,796  1,052,961 -100,166 952,796
    BAX long Adva 1,857.41 10.530   11/09/15 10.155 -18,862 19,559 697 853,492  1,034,099 -80,607 953,492
  Buy MDAX short Leoni 628.33 34.730   5/30/16 29.880 21,822        1,055,921 -102,429  
    BSE Sensex 30 Bharat Heavy 12,917.01 1.689   6/13/16 1.058 21,822        1,077,743 -124,251  
    SMI LafargeHolcim 432.04 50.510   1/09/17 49.995 21,822        1,099,565 -146,073  
    Topix (FRA) long Ono Pharmaceutical 799.28 27.302   12/14/15 30.520 21,822        1,121,387 -167,895  
    BAX short Leoni 628.33 34.730   11/23/15 36.045 21,822        1,143,209 -189,717  
11/23/15 Sell France short Solocal 34.19 390.360 1,256.870 6/08/15 700.450 -23,948 42,972 19,024 872,516  1,119,261 -146,745 972,516
    ASX 50 Santos 6,027.73 2.708 5.854 8/17/15 3.982 -24,000 35,285 11,285 883,801  1,095,261 -111,459 983,801
    HDAX RWE 2,121.56 10.895 16.041 8/24/15 13.220 -28,047 34,032 5,985 889,787  1,067,214 -77,427 989,787
    PSI 20 Pharol 38,203.92 0.369 0.705 5/25/15 0.510 -19,484 26,930 7,446 897,233  1,047,730 -50,497 997,233
    Nikkei (FRA) Sharp 935.31 10.210 16.122 8/17/15 12.830 -12,000 15,079 3,079 900,312  1,035,730 -35,418 1,000,312
      IHI 397.48 25.250 36.097 8/17/15 30.190 -12,000 14,348 2,348 902,660  1,023,730 -21,070 1,002,660
    BAX Leoni 628.33 36.045 33.415 11/16/15 34.730 -21,822 20,996 -826 901,833  1,001,908 -75 1,001,833
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France long Ubisoft 934.27 26.805   1/11/16 24.260 25,043        1,026,951 -25,118  
    HDAX SMA Solar 524.19 47.775   1/18/16 41.200 25,043        1,051,994 -50,161  
    PSI 20 Altri 4,903.66 5.107   12/07/15 5.008 25,043        1,077,037 -75,204  
    OMXC 20 Genmab 220.84 113.399   2/08/16 88.896 25,043        1,102,080 -100,247  
    Nikkei (FRA) Yamaha 499.46 25.070   12/07/15 22.360 12,521        1,114,602 -112,768  
    BAX Adva 2,257.14 11.095   12/14/15 9.859 25,043        1,139,645 -137,811  
    GEX Hypoport 317.00 79.000   12/14/15 70.070 25,043        1,164,688 -162,854  
11/30/15 Sell ISEQ 20 short Aryzta 1,093.89 10.387 11.586 8/17/15 10.970 -12,000 12,673 674 902,507  1,152,688 -150,181 1,002,507
      FBD Holdings 1,739.13 6.852 6.948 8/17/15 6.900 -12,000 12,084 84 902,591  1,140,688 -138,097 1,002,591
    Nordic 30 Fortum 1,291.86 13.820 21.706 6/01/15 17.320 -22,375 28,042 5,667 908,257  1,118,313 -110,055 1,008,257
  Buy Germany long SMA Solar 475.49 47.225   1/11/16 49.315 22,455        1,140,768 -132,510  
    ASX 50 short Origin Energy 5,862.01 3.831   1/04/16 3.253 22,455        1,163,223 -154,965  
    ISEQ 20 long Flutter 93.52 120.050   12/07/15 122.000 11,227        1,174,450 -166,192  
      Dalata Hotel 2,180.10 5.150   12/07/15 5.130 11,228        1,185,677 -177,420  
    Nordic 30 Pandora 200.13 112.200   12/14/15 108.345 22,455        1,208,132 -199,874  
12/07/15 Sell ISEQ 20 long Flutter 93.52 122.000   11/30/15 120.050 -11,227 11,409 182 908,440  1,196,905 -188,465 1,008,440
      Dalata Hotel 2,180.10 5.130   11/30/15 5.150 -11,228 11,184 -44 908,396  1,185,677 -177,281 1,008,396
    PSI 20 Altri 4,903.66 5.008   11/23/15 5.107 -25,043 24,558 -485 907,911  1,160,634 -152,724 1,007,911
    DJUA short CenterPoint Energy 594.58 15.137 18.217 8/31/15 16.606 -9,873 10,831 958 908,869  1,150,761 -141,892 1,008,869
      FirstEnergy 346.41 29.960 27.045 8/31/15 28.503 -9,874 9,369 -505 908,364  1,140,887 -132,523 1,008,364
    Nikkei (FRA) long Yamaha 499.46 22.360   11/23/15 25.070 -12,521 11,168 -1,354 907,010  1,128,366 -121,356 1,007,010
    BSE Sensex 50 Eicher Motors 790.94 22.421   10/24/11 2.335 -1,847 17,734 15,887 922,897  1,126,519 -103,622 1,022,897
  Buy ISEQ 20 short Aryzta 1,084.21 10.598   1/04/16 10.648 11,490        1,138,009 -115,112  
      FBD Holdings 1,684.82 6.820   1/04/16 6.603 11,490        1,149,500 -126,603  
    PSI 20 Pharol 81,492.91 0.282   4/25/16 0.141 22,981        1,172,481 -149,584  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJUA long NiSource 650.83 17.655   3/16/20 18.760 11,491        1,183,971 -161,074  
      American Water 213.30 53.870   3/16/20 106.441 11,490        1,195,462 -172,565  
    Nikkei (FRA) short OKI Electric 1,000.91 11.480   3/07/16 12.000 11,490        1,206,952 -184,055  
      Sharp 1,209.53 9.500   3/07/16 13.180 11,491        1,218,443 -195,546  
    BSE Sensex 50 ONGC 11,145.55 2.062   12/21/15 2.125 22,981        1,241,424 -218,527  
12/14/15 Sell USA long Netflix 180.67 109.790   10/05/15 99.392 -17,957 19,836 1,879 924,775  1,223,466 -198,691 1,024,775
    OMXS 30 short SSAB 2,819.25 2.601 4.386 11/02/15 3.378 -9,522 12,364 2,842 927,617  1,213,944 -186,327 1,027,617
      SKF A 592.60 14.663 17.608 11/02/15 16.068 -9,522 10,434 912 928,529  1,204,422 -175,893 1,028,529
    Europe 50 long SAP 276.83 69.400   10/26/15 70.130 -19,414 19,212 -202 928,327  1,185,008 -156,681 1,028,327
    Nordic 30 Pandora 200.13 108.345   11/30/15 112.200 -22,455 21,683 -772 927,556  1,162,554 -134,998 1,027,556
    Topix (FRA) Ono Pharmaceutical 799.28 30.520   11/16/15 27.302 -21,822 24,394 2,572 930,128  1,140,732 -110,604 1,030,128
    BAX Adva 2,257.14 9.859   11/23/15 11.095 -25,043 22,253 -2,790 927,338  1,115,689 -88,351 1,027,338
    GEX Hypoport 317.00 70.070   11/23/15 79.000 -25,043 22,212 -2,831 924,507  1,090,646 -66,138 1,024,507
  Buy OMXS 30 Securitas 894.15 13.398   12/21/15 13.632 11,980        1,102,625 -78,118  
      Swedish Match 386.43 31.000   12/21/15 31.422 11,979        1,114,605 -90,097  
    Europe 50 short Rio Tinto 9.41 2,545.100   12/28/15 2,721.790 23,949        1,138,554 -114,047  
    Nordic 30 Møller-Mærsk B 19.54 1,226.160   4/25/16 1,254.850 23,959        1,162,513 -138,006  
    Topix (FRA) Toshiba 1,103.08 21.720   12/21/15 19.300 23,959        1,186,472 -161,965  
    BAX Leoni 720.90 33.235   7/04/16 24.990 23,959        1,210,431 -185,924  
    GEX Manz 589.25 40.660   5/09/16 36.225 23,959        1,234,390 -209,883  
12/21/15 Sell DAX long Fresenius 304.68 63.430   10/19/15 60.310 -18,375 19,326 951 925,458  1,216,015 -190,557 1,025,458
    OBX 25 short DNO International 18,795.13 0.607 2.673 6/08/15 1.274 -23,945 50,232 26,287 951,745  1,192,070 -140,325 1,051,745
    OMXS 30 long Securitas 894.15 13.632   12/14/15 13.398 -11,980 12,189 209 951,954  1,180,090 -128,137 1,051,954
      Swedish Match 386.43 31.422   12/14/15 31.000 -11,979 12,143 163 952,117  1,168,111 -115,994 1,052,117
    Topix (FRA) short Toshiba 1,103.08 19.300 24.443 12/14/15 21.720 -23,959 26,963 3,004 955,121  1,144,152 -89,031 1,055,121
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 ONGC 11,145.55 2.125 1.999 12/07/15 2.062 -22,981 22,280 -701 954,420  1,121,171 -66,751 1,054,420
  Buy DAX RWE 2,166.83 11.395   12/28/15 11.660 24,691        1,145,862 -91,442  
    OBX 25 long Bakkafrost 939.42 26.283   12/28/15 26.311 24,691        1,170,553 -116,133  
    OMXS 30 short SSAB 5,688.38 2.170   12/28/15 2.409 12,345        1,182,898 -128,478  
      SKF A 845.51 14.601   12/28/15 15.095 12,346        1,195,244 -140,824  
    Topix (FRA) long Ono Pharmaceutical 771.98 31.984   1/04/16 32.298 24,691        1,219,935 -165,515  
    CAC Mid 60 Sartorius Stedim 428.85 57.575   12/28/15 57.183 24,691        1,244,626 -190,206  
    BSE Sensex 50 Bajaj Finance 3,041.48 8.118   1/04/16 8.393 24,691        1,269,317 -214,897  
12/28/15 Sell DAX short RWE 2,166.83 11.660 11.130 12/21/15 11.395 -24,691 24,117 -574 953,846  1,244,626 -190,780 1,053,846
    OBX 25 long Bakkafrost 939.42 26.311   12/21/15 26.283 -24,691 24,717 26 953,872  1,219,935 -166,063 1,053,872
    OMXS 30 short SSAB 5,688.38 2.409 1.932 12/21/15 2.170 -12,345 10,987 -1,358 952,513  1,207,590 -155,076 1,052,513
      SKF A 845.51 15.095 14.108 12/21/15 14.601 -12,346 11,928 -417 952,096  1,195,244 -143,148 1,052,096
    Europe 50 Rio Tinto 9.41 2,721.790 2,368.420 12/14/15 2,545.100 -23,949 22,287 -1,663 950,434  1,171,295 -120,861 1,050,434
    FT 30 Tate & Lyle 31.77 807.108 700.300 6/08/15 753.704 -23,945 22,249 -1,697 948,737  1,147,350 -98,613 1,048,737
    CAC Mid 60 long Sartorius Stedim 428.85 57.183   12/21/15 57.575 -24,691 24,523 -168 948,569  1,122,659 -74,090 1,048,569
  Buy USA Energy Recovery 3,763.25 6.473   1/11/16 5.700 24,361        1,147,020 -98,451  
    DAX Adidas 273.44 89.090   3/07/16 96.970 24,361        1,171,380 -122,811  
    OBX 25 short Seadrill 26.67 913.471   5/09/16 892.833 24,362        1,195,743 -147,174  
    OMXS 30 long Securitas 877.87 13.875   1/04/16 13.705 12,180        1,207,923 -159,354  
      Swedish Match 380.28 32.030   1/04/16 31.693 12,180        1,220,103 -171,534  
    Europe 50 SAP 334.35 72.860   1/04/16 70.580 24,361        1,244,464 -195,895  
    FT 30 ITV 65.31 373.033   1/11/16 356.368 24,363        1,268,827 -220,258  
1/04/16 Sell SSE 50 short China Northern Rare 11,924.19 1.789 2.422 8/03/15 2.081 -24,819 28,882 4,063 952,632  1,244,008 -191,376 1,052,632
    ASX 50 Origin Energy 5,862.01 3.253 4.511 11/30/15 3.831 -22,455 26,441 3,986 956,617  1,221,553 -164,936 1,056,617
    HSI-Fin ICBC 39,685.00 0.538 0.727 8/03/15 0.625 -24,819 28,831 4,012 960,629  1,196,734 -136,105 1,060,629
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 Aryzta 1,084.21 10.648 10.548 12/07/15 10.598 -11,490 11,436 -54 960,575  1,185,243 -124,668 1,060,575
      FBD Holdings 1,684.82 6.603 7.044 12/07/15 6.820 -11,490 11,868 378 960,953  1,173,753 -112,800 1,060,953
    OMXH 25 Outokumpu 3,761.99 2.584 10.606 5/11/15 5.235 -19,694 39,899 20,205 981,157  1,154,059 -72,902 1,081,157
    OMXS 30 long Securitas 877.87 13.705   12/28/15 13.875 -12,180 12,031 -149 981,008  1,141,879 -60,870 1,081,008
      Swedish Match 380.28 31.693   12/28/15 32.030 -12,180 12,052 -128 980,880  1,129,698 -48,818 1,080,880
    Europe 50 SAP 334.35 70.580   12/28/15 72.860 -24,361 23,598 -762 980,117  1,105,337 -25,220 1,080,117
    DJTA JetBlue Airways 992.04 20.201   8/31/15 19.906 -19,747 20,041 293 980,411  1,085,590 -5,179 1,080,411
    Topix (FRA) Ono Pharmaceutical 771.98 32.298   12/21/15 31.984 -24,691 24,933 242 980,653  1,060,899 19,754 1,080,653
    BSE Sensex 50 Bajaj Finance 3,041.48 8.393   12/21/15 8.118 -24,691 25,528 837 981,490  1,036,208 45,282 1,081,490
  Buy SSE 50 Shanghai Pudong 11,201.29 2.515   1/11/16 2.391 28,169        1,064,377 17,113  
    HSI-Fin Hang Seng Bank 1,653.74 17.034   1/11/16 16.023 28,169        1,092,546 -11,056  
    ISEQ 20 Flutter 114.18 123.350   1/18/16 119.900 14,084        1,106,630 -25,140  
      Dalata Hotel 2,617.94 5.380   1/18/16 4.930 14,085        1,120,715 -39,225  
    OMXH 25 Elisa 834.64 33.750   1/11/16 34.422 28,169        1,148,884 -67,394  
    OMXS 30 short SSAB 5,774.94 2.439   4/04/16 3.262 14,085        1,162,969 -81,478  
      SKF A 968.53 14.542   4/04/16 15.448 14,084        1,177,053 -95,563  
    Europe 50 Rio Tinto 10.90 2,585.270   1/25/16 2,112.660 28,179        1,205,232 -123,742  
    DJTA Ryder System 536.20 52.534   2/22/16 53.012 28,169        1,233,401 -151,911  
    Topix (FRA) Toshiba 1,418.38 19.860   8/15/16 25.260 28,169        1,261,570 -180,080  
    BSE Sensex 50 Larsen & Toubro 2,427.17 11.606   3/07/16 10.779 28,169        1,289,739 -208,249  
1/11/16 Sell USA long Energy Recovery 3,763.25 5.700   12/28/15 6.473 -24,361 21,452 -2,909 978,581  1,265,378 -186,798 1,078,581
    Euro 50 Fresenius 151.32 59.420   10/26/15 64.150 -9,707 8,991 -716 977,865  1,255,671 -177,806 1,077,865
      Inditex 288.81 29.430   10/26/15 33.610 -9,707 8,500 -1,207 976,658  1,245,964 -169,307 1,076,658
    France Ubisoft 934.27 24.260   11/23/15 26.805 -25,043 22,665 -2,378 974,280  1,220,921 -146,641 1,074,280
    Germany SMA Solar 475.49 49.315   11/30/15 47.225 -22,455 23,449 994 975,274  1,198,466 -123,192 1,075,274
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 Shanghai Pudong 11,201.29 2.391   1/04/16 2.515 -28,169 26,780 -1,389 973,885  1,170,297 -96,412 1,073,885
    HSI-Fin Hang Seng Bank 1,653.74 16.023   1/04/16 17.034 -28,169 26,498 -1,671 972,214  1,142,128 -69,914 1,072,214
    OMXH 25 Elisa 834.64 34.422   1/04/16 33.750 -28,169 28,730 561 972,775  1,113,959 -41,184 1,072,775
    FT 30 ITV 65.31 356.368   12/28/15 373.033 -24,363 23,274 -1,088 971,686  1,089,596 -17,910 1,071,686
    Topix (TYO) Subaru 706.57 33.663   6/11/12 6.048 -4,273 23,785 19,512 991,199  1,085,323 5,875 1,091,199
  Buy Euro 50 short Volkswagen 117.16 117.050   1/25/16 110.750 13,714        1,099,037 -7,838  
      Banco Santander 3,361.03 4.080   1/25/16 3.860 13,713        1,112,750 -21,551  
    France Vallourec 104.01 263.680   4/18/16 148.800 27,425        1,140,175 -48,977  
    SSE 50 Haitong Secs 15,597.13 1.758   6/13/16 1.997 27,426        1,167,601 -76,403  
    ASX 50 Origin Energy 10,017.90 2.738   2/29/16 2.906 27,426        1,195,027 -103,829  
    HSI-Fin China Life Ins HK 10,805.72 2.538   6/06/16 1.986 27,426        1,222,453 -131,255  
    OMXH 25 Outokumpu 11,076.74 2.476   4/25/16 3.996 27,426        1,249,879 -158,681  
    FT 30 Tesco 111.15 246.739   1/25/16 258.955 27,425        1,277,304 -186,106  
    Topix (TYO) Toshiba 1,524.95 17.985   10/31/16 33.076 27,426        1,304,730 -213,532  
1/18/16 Sell HDAX long SMA Solar 524.19 41.200   11/23/15 47.775 -25,043 21,597 -3,447 987,752  1,279,687 -191,935 1,087,752
    ISEQ 20 Flutter 114.18 119.900   1/04/16 123.350 -14,084 13,690 -394 987,358  1,265,603 -178,245 1,087,358
      Dalata Hotel 2,617.94 4.930   1/04/16 5.380 -14,085 12,906 -1,178 986,180  1,251,518 -165,338 1,086,180
    QIX Freenet 416.36 28.325   1/23/12 10.515 -4,378 11,793 7,415 993,595  1,247,140 -153,545 1,093,595
  Buy HDAX short Aixtron 7,121.52 3.300   3/14/16 3.331 23,501        1,270,641 -177,046  
    ISEQ 20 Aryzta 1,258.49 9.337   5/30/16 8.843 11,751        1,282,392 -188,797  
      FBD Holdings 1,824.61 6.440   5/30/16 6.529 11,750        1,294,142 -200,547  
    QIX BMW 300.91 78.100   2/08/16 69.300 23,501        1,317,643 -224,048  
1/25/16 Sell Euro 50 short Volkswagen 117.16 110.750 123.708 1/11/16 117.050 -13,714 14,494 780 994,375  1,303,930 -209,554 1,094,375
      Banco Santander 3,361.03 3.860 4.313 1/11/16 4.080 -13,713 14,494 781 995,157  1,290,217 -195,060 1,095,157
    Europe 50 Rio Tinto 10.90 2,112.660 3,163.610 1/04/16 2,585.270 -28,179 34,483 6,304 1,001,461  1,262,037 -160,577 1,101,461
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Tesco 111.15 258.955 234.523 1/11/16 246.739 -27,425 26,067 -1,358 1,000,103  1,234,612 -134,509 1,100,103
  Buy Euro 50 long SAP 166.06 72.680   4/04/16 70.040 12,069        1,246,682 -146,579  
      Vinci 195.84 61.630   4/04/16 65.450 12,070        1,258,751 -158,648  
    Europe 50 SAP 332.13 72.680   3/28/16 70.840 24,139        1,282,890 -182,787  
    FT 30 National Grid 19.43 1,242.520   2/01/16 1,311.560 24,142        1,307,033 -206,930  
2/01/16 Sell   long National Grid 19.43 1,311.560   1/25/16 1,242.520 -24,142 25,484 1,341 1,001,444  1,282,890 -181,446 1,101,444
  Buy   short NatWest 69.67 330.109   4/18/16 299.798 22,999        1,305,889 -204,445  
2/08/16 Sell Nasdaq 100 long Amazon.com 36.32 436.037   10/19/15 505.914 -18,375 15,837 -2,538 998,907  1,287,514 -188,608 1,098,907
    OMXC 20 Genmab 220.84 88.896   11/23/15 113.399 -25,043 19,632 -5,411 993,495  1,262,471 -168,976 1,093,495
    QIX short BMW 300.91 69.300 88.018 1/18/16 78.100 -23,501 26,485 2,984 996,479  1,238,970 -142,491 1,096,479
  Buy Nasdaq 100 Micron Technology 2,625.04 9.085   3/21/16 10.259 23,849        1,262,819 -166,340  
    QIX long Rational 58.86 405.150   4/11/16 463.700 23,847        1,286,666 -190,187  
2/22/16 Sell DJTA short Ryder System 536.20 53.012 52.057 1/04/16 52.534 -28,169 27,913 -256 996,223  1,258,497 -162,274 1,096,223
    NZX 50 long Tourism 18,485.42 1.542   7/28/14 0.744 -13,755 28,499 14,744 1,010,967  1,244,742 -133,775 1,110,967
  Buy OMXC 20 Vestas Wind Systems 404.55 60.385   2/29/16 62.299 24,429        1,269,171 -158,204  
    DJTA Delta Air Lines 552.38 44.225   3/07/16 43.943 24,429        1,293,600 -182,633  
    NZX 50 short ANZ Banking NZ 1,597.09 15.296   2/29/16 14.670 24,429        1,318,029 -207,062  
2/29/16 Sell ASX 50 short Origin Energy 10,017.90 2.906 2.569 1/11/16 2.738 -27,426 25,739 -1,687 1,009,280  1,290,603 -181,323 1,109,280
    OMXC 20 long Vestas Wind Systems 404.55 62.299   2/22/16 60.385 -24,429 25,203 774 1,010,055  1,266,174 -156,120 1,110,055
    NZX 50 short ANZ Banking NZ 1,597.09 14.670 15.949 2/22/16 15.296 -24,429 25,471 1,042 1,011,097  1,241,745 -130,649 1,111,097
  Buy ASX 50 long Newcrest Mining 2,135.12 11.480   11/05/18 13.103 24,511        1,266,256 -155,159  
    NZX 50 a2 Milk 22,993.43 1.066   5/22/17 2.174 24,511        1,290,767 -179,670  
3/07/16 Sell S&P 100 short ConocoPhilips 553.80 37.595 55.443 7/27/15 45.655 -25,284 30,704 5,420 1,016,517  1,265,484 -148,966 1,116,517
    DAX long Adidas 273.44 96.970   12/28/15 89.090 -24,361 26,515 2,155 1,018,672  1,241,123 -122,451 1,118,672
    MerVal Pampa Energía 16,893.49 0.728   10/26/15 1.149 -19,414 12,298 -7,116 1,011,557  1,221,709 -110,152 1,111,557
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Delta Air Lines 552.38 43.943   2/22/16 44.225 -24,429 24,273 -156 1,011,401  1,197,280 -85,879 1,111,401
    Nikkei (FRA) short OKI Electric 1,000.91 12.000 10.960 12/07/15 11.480 -11,490 10,970 -520 1,010,880  1,185,789 -74,909 1,110,880
      Sharp 1,209.53 13.180 5.820 12/07/15 9.500 -11,491 7,039 -4,451 1,006,429  1,174,299 -67,869 1,106,429
    BSE Sensex 50 Larsen & Toubro 2,427.17 10.779 12.496 1/04/16 11.606 -28,169 30,331 2,162 1,008,591  1,146,130 -37,539 1,108,591
  Buy USA long Energy Recovery 3,440.58 7.782   10/29/18 6.189 26,776        1,172,906 -64,315  
    S&P 100 Facebook 278.88 96.013   3/28/16 101.554 26,776        1,199,682 -91,091  
    DAX short Deutsche Bank 1,509.36 17.740   4/25/16 16.080 26,776        1,226,458 -117,867  
    MerVal YPF 1,619.38 16.535   4/11/16 14.912 26,776        1,253,234 -144,643  
    DJTA Avis Budget 1,047.45 25.563   3/14/16 24.329 26,776        1,280,010 -171,419  
    Nikkei (FRA) long Nippon Suisan 3,156.80 4.241   3/14/16 4.289 13,388        1,293,398 -184,807  
      Yamaha 512.93 26.101   3/14/16 27.038 13,388        1,306,786 -198,195  
    BSE Sensex 50 Bajaj Finance 3,121.00 8.579   12/10/18 29.076 26,776        1,333,562 -224,971  
3/14/16 Sell HDAX short Aixtron 7,121.52 3.331 3.269 1/18/16 3.300 -23,501 23,280 -221 1,008,370  1,310,061 -201,690 1,108,370
    DJTA Avis Budget 1,047.45 24.329 26.860 3/07/16 25.563 -26,776 28,134 1,358 1,009,729  1,283,285 -173,556 1,109,729
    Nikkei (FRA) long Nippon Suisan 3,156.80 4.289   3/07/16 4.241 -13,388 13,540 152 1,009,880  1,269,897 -160,017 1,109,880
      Yamaha 512.93 27.038   3/07/16 26.101 -13,388 13,869 481 1,010,361  1,256,509 -146,148 1,110,361
  Buy HDAX SMA Solar 554.14 43.500   4/11/16 45.160 24,105        1,280,614 -170,253  
    DJTA Alaska Air Group 335.40 71.870   10/29/18 53.552 24,105        1,304,719 -194,358  
    Nikkei (FRA) short Toshiba 726.49 16.590   7/18/16 25.800 12,052        1,316,772 -206,411  
      IHI 662.95 18.180   7/18/16 25.860 12,052        1,328,824 -218,463