Thu, Dec 9th, 2021, 7:19UTC
 
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 (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  106,456 -2,953 103,502
  Buy ATX Flughafen Wien 302.77 8.300   3/26/12 7.050 2,513        108,969 -5,466  
7/25/11 Buy ASX 50 short Macquarie Group 117.63 20.828   1/16/12 19.953 2,450        111,419 -7,916  
    DJ Global Titans Bank of America 351.52 6.970   12/26/11 4.202 2,450        113,869 -10,366  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  110,559 -4,395 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  107,769 -1,577 106,192
  Buy S&P 100 short AIG 131.67 19.860   1/09/12 18.875 2,615        110,384 -4,192  
    HSI New World Dev 695.55 3.760   12/26/11 2.465 2,615        112,999 -6,807  
    HDAX Commerzbank 139.09 18.801   1/23/12 14.511 2,615        115,614 -9,422  
    RTX Mobile TeleSystems 212.26 12.320   6/25/12 13.400 2,615        118,229 -12,037  
    DJTA Delta Air Lines 482.63 5.418   10/24/11 6.408 2,615        120,844 -14,652  
    Topix (FRA) Nintendo 23.64 110.600   1/23/12 105.744 2,615        123,458 -17,267  
    SP Global 100 Carrefour 130.23 20.080   4/30/12 15.175 2,615        126,073 -19,882  
8/08/11 Buy Nasdaq 100 short Akamai 146.33 14.741   10/10/11 17.540 2,157        128,230 -22,039  
    Kospi 50 LG Display 157.82 13.668   10/10/11 14.049 2,157        130,387 -24,196  
    DAX Commerzbank 140.48 15.354   12/19/11 9.482 2,157        132,544 -26,353  
    MDAX Ceconomy 224.43 9.611   5/14/12 7.298 2,157        134,701 -28,510  
    FTSE Lloyds Bank 57.29 37.648   11/28/11 27.613 2,157        136,858 -30,667  
    Europe 50 Lloyds Bank 57.29 37.648   12/19/11 27.968 2,157        139,015 -32,824  
    BSE Sensex 50 Tata Motors 834.53 2.585   10/03/11 2.302 2,157        141,172 -34,981  
    QIX Pro7-Sat1 154.07 14.000   1/23/12 17.200 2,157        143,329 -37,138  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/22/11 Buy DJIA short Goldman Sachs 23.33 73.991   12/19/11 67.244 1,726        145,055 -38,864  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  140,522 -35,229 105,293
  Buy   short Nintendo 15.02 116.602   2/13/12 104.998 1,751        142,274 -36,980  
9/05/11 Buy Euro 50 short Societe Generale 42.15 20.250   1/09/12 15.000 854        143,127 -37,834  
      Unicredit 31.08 27.460   1/09/12 11.455 853        143,981 -38,687  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  140,843 -33,824 107,019
    BSE Sensex 50 short Tata Motors 834.53 2.302 2.902 8/08/11 2.585 -2,157 2,422 265 7,284  138,686 -31,402 107,284
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,583 -33,299  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,480 -35,196  
10/10/11 Sell Nasdaq 100 short Akamai 146.33 17.540 11.942 8/08/11 14.741 -2,157 1,747 -410 6,874  140,323 -33,448 106,874
    Kospi 50 LG Display 157.82 14.049 13.287 8/08/11 13.668 -2,157 2,097 -60 6,814  138,166 -31,351 106,814
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,052 -33,237  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        141,937 -35,123  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,698  140,040 -33,342 106,698
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,666  138,143 -31,477 106,666
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,022 -33,356  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        141,901 -35,235  
10/24/11 Sell DJTA short Delta Air Lines 482.63 6.408 4.429 8/01/11 5.418 -2,615 2,137 -478 6,188  139,286 -33,098 106,188
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,277  137,407 -31,131 106,277
  Buy DJTA long Kansas City Southern 42.43 44.258   11/21/11 48.824 1,878        139,285 -33,008  
    BSE Sensex 50 Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        141,163 -34,886  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,278  139,284 -33,006 106,278
  Buy   short Heartland 6,066.93 0.302   3/05/12 0.277 1,831        141,115 -34,837  
11/21/11 Sell DJTA long Kansas City Southern 42.43 48.824   10/24/11 44.258 -1,878 2,072 194 6,472  139,237 -32,765 106,472
  Buy USA short Netflix 234.16 7.867   11/28/11 7.544 1,842        141,079 -34,607  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA JetBlue Airways 693.92 2.655   12/05/11 3.509 1,842        142,921 -36,449  
11/28/11 Sell USA short Netflix 234.16 7.544 8.203 11/21/11 7.867 -1,842 1,921 79 6,551  141,079 -34,529 106,551
    FTSE Lloyds Bank 57.29 27.613 51.330 8/08/11 37.648 -2,157 2,941 784 7,335  138,923 -31,588 107,335
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,379  136,133 -26,754 109,379
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,333  134,738 -25,404 109,333
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,910  133,343 -23,433 109,910
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,378  129,800 -18,421 111,378
  Buy FTSE long Next 0.75 3,105.900   6/04/12 3,698.710 2,329        132,129 -20,751  
    OMXC 20 Tryg 270.19 8.598   5/14/12 8.768 2,323        134,452 -23,074  
    OMXS 30 Getinge 62.31 18.641   5/14/12 19.967 1,162        135,614 -24,235  
      Lundin 62.17 18.684   5/14/12 15.471 1,162        136,775 -25,397  
    Nordic 30 Equinor 127.25 18.255   5/07/12 19.757 2,323        139,098 -27,720  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,173  136,434 -23,261 113,173
    DJTA JetBlue Airways 693.92 3.509 1.800 11/21/11 2.655 -1,842 1,249 -593 12,581  134,592 -22,011 112,581
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,847 -24,266  
    DJTA Kirby 47.16 48.011   6/25/12 36.163 2,264        139,111 -26,530  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   12/05/11 3,416.030 -2,255 2,318 63 12,644  136,856 -24,212 112,644
  Buy   short Lloyds Bank 77.29 28.594   12/19/11 27.968 2,210        139,066 -26,422  
12/19/11 Sell DJIA short Goldman Sachs 23.33 67.244 81.415 8/22/11 73.991 -1,726 1,899 173 12,817  137,340 -24,523 112,817
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,515  135,454 -22,939 112,515
    DAX short Commerzbank 140.48 9.482 24.862 8/08/11 15.354 -2,157 3,493 1,336 13,851  133,297 -19,446 113,851
    Europe 50 Lloyds Bank 57.29 27.968 50.678 8/08/11 37.648 -2,157 2,903 747 14,598  131,140 -16,543 114,598
    FT 30 Lloyds Bank 77.29 27.968 29.234 12/12/11 28.594 -2,210 2,260 49 14,647  128,930 -14,283 114,647
  Buy DJIA long Visa 132.78 18.897   8/24/15 58.880 2,509        131,439 -16,792  
    Kospi 50 short Hyundai Heavy 13.76 182.275   1/23/12 209.385 2,508        133,948 -19,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX long Merck (EMD) 68.37 36.695   6/04/12 36.500 2,509        136,456 -21,809  
    Europe 50 Roche 19.34 129.719   10/20/14 222.572 2,509        138,965 -24,318  
    FT 30 Tate & Lyle 3.10 808.105   5/14/12 858.422 2,505        141,470 -26,823  
12/26/11 Sell HSI short New World Dev 695.55 2.465 5.735 8/01/11 3.760 -2,615 3,989 1,374 16,021  138,855 -22,834 116,021
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,440  135,058 -16,618 118,440
    DJ Global Titans Bank of America 351.52 4.202 11.562 7/25/11 6.970 -2,450 4,064 1,614 20,054  132,608 -12,554 120,054
  Buy HSI long Lenovo 4,990.71 0.538   5/21/12 0.656 2,687        135,295 -15,241  
    OMXH 25 Huhtamäki 291.43 9.220   1/02/12 9.150 2,687        137,982 -17,928  
    DJ Global Titans Philip Morris 44.46 60.439   1/23/12 57.914 2,687        140,669 -20,615  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,236  137,245 -16,010 121,236
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,245  135,676 -11,432 124,245
      Ryanair Holdings 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 24,052  134,107 -10,056 124,052
    OMXH 25 long Huhtamäki 291.43 9.150   12/26/11 9.220 -2,687 2,667 -20 24,031  131,420 -7,389 124,031
  Buy Germany Encavis 897.78 3.248   5/14/12 2.970 2,916        134,336 -10,305  
    AEX Vopak 70.96 41.095   4/09/12 44.780 2,916        137,253 -13,221  
    ISEQ 20 Flutter 32.33 45.100   5/21/12 50.010 1,458        138,711 -14,679  
      Ryanair Holdings 385.71 3.780   5/21/12 4.040 1,458        140,169 -16,137  
    OMXH 25 short Outokumpu 250.95 11.620   1/09/12 12.510 2,916        143,085 -19,053  
1/09/12 Sell S&P 100 short AIG 131.67 18.875 20.895 8/01/11 19.860 -2,615 2,751 136 24,168  140,470 -16,302 124,168
    Euro 50 Societe Generale 42.15 15.000 27.338 9/05/11 20.250 -854 1,152 299 24,466  139,616 -15,150 124,466
      Unicredit 31.08 11.455 65.827 9/05/11 27.460 -853 2,046 1,192 25,659  138,763 -13,104 125,659
    OMXH 25 Outokumpu 250.95 12.510 10.730 1/02/12 11.620 -2,916 2,693 -223 25,435  135,847 -10,411 125,435
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,405  134,075 -8,670 125,405
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,768  132,304 4,464 136,768
  Buy S&P 100 long Biogen 39.07 90.342   9/03/12 116.954 3,530        135,833 934  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 ASML 54.48 32.400   8/24/15 74.790 1,765        137,598 -831  
      AB InBev 37.16 47.495   8/24/15 91.280 1,765        139,363 -2,596  
    OMXH 25 Wärtsilä 422.08 8.363   1/30/12 8.837 3,530        142,893 -6,126  
    Nikkei (FRA) Aozora Bank 82.59 21.370   5/14/12 18.670 1,765        144,658 -7,891  
      Nitto Boseki 136.03 12.975   5/14/12 12.260 1,765        146,423 -9,656  
1/16/12 Sell ASX 50 short Macquarie Group 117.63 19.953 21.742 7/25/11 20.828 -2,450 2,557 107 36,875  143,973 -7,098 136,875
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,813  139,666 -1,853 137,813
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,506  137,895 -389 137,506
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,191  136,123 1,068 137,191
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,286  133,083 14,203 147,286
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,752  130,352 20,399 150,752
  Buy ASX 50 long James Hardie Ind 730.60 5.856   1/23/12 6.001 4,278        134,630 16,121  
    HSI-Fin AIA 1,630.21 2.624   5/14/12 2.577 4,278        138,908 11,843  
    HSI-Prop China Ov Land & Inv 1,388.06 1.541   6/10/13 2.124 2,139        141,047 9,704  
      China Res Land 1,513.69 1.413   6/10/13 2.183 2,139        143,186 7,565  
    HSI-C&I Sands China 1,665.63 2.568   5/21/12 2.614 4,278        147,464 3,287  
    OBX 25 Equinor 222.07 19.264   5/14/12 19.745 4,278        151,742 -991  
    Indices ISEQ-Overall 1.42 3,005.690   5/21/12 3,087.810 4,268        156,010 -5,259  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 52,151  153,472 -1,322 152,151
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,816  150,808 2,007 152,816
    Kospi 50 Hyundai Heavy 13.76 209.385 155.165 12/19/11 182.275 -2,508 2,135 -373 52,443  148,300 4,142 152,443
    ASX 50 long James Hardie Ind 730.60 6.001   1/16/12 5.856 -4,278 4,384 106 52,549  144,022 8,527 152,549
    HDAX short Commerzbank 139.09 14.511 24.359 8/01/11 18.801 -2,615 3,388 773 53,322  141,407 11,915 153,322
    Topix (FRA) Nintendo 23.64 105.744 115.679 8/01/11 110.600 -2,615 2,735 120 53,442  138,793 14,650 153,442
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 57,007  136,014 20,993 157,007
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 154.07 17.200 10.800 8/08/11 14.000 -2,157 1,664 -493 56,514  133,857 22,657 156,514
    DJ Global Titans long Philip Morris 44.46 57.914   12/26/11 60.439 -2,687 2,575 -112 56,401  131,170 25,232 156,401
  Buy France Hermes International 17.90 253.600   4/23/12 251.250 4,539        135,709 20,693  
    SSE 50 China Minsheng Bk 6,799.46 0.668   3/19/12 0.633 4,540        140,249 16,153  
    Kospi 50 Samsung Electronics 295.85 15.346   5/21/12 16.200 4,540        144,789 11,612  
    ASX 50 short QBE Insurance 473.63 9.586   1/30/12 9.544 4,540        149,329 7,072  
    HDAX long Dürr 497.53 9.125   8/04/14 28.230 4,540        153,869 2,532  
    Topix (FRA) Fast Retailing 31.07 146.118   2/27/12 148.473 4,540        158,409 -2,007  
    CAC Mid 60 Innate Pharma 2,654.97 1.710   5/14/12 1.650 4,540        162,949 -6,547  
    QIX Freenet 431.76 10.515   1/18/16 28.325 4,540        167,489 -11,087  
    DJ Global Titans short Bank of America 809.43 5.609   2/06/12 6.060 4,540        172,029 -15,627  
1/30/12 Sell ASX 50 short QBE Insurance 473.63 9.544 9.628 1/23/12 9.586 -4,540 4,560 20 56,421  167,489 -11,067 156,421
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,448  164,785 -6,337 158,448
    OMXH 25 long Wärtsilä 422.08 8.837   1/09/12 8.363 -3,530 3,730 200 58,648  161,255 -2,607 158,648
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,394  156,948 4,446 161,394
  Buy ASX 50 long James Hardie Ind 719.21 5.763   8/17/15 12.058 4,145        161,093 301  
    SDAX Encavis 1,372.06 3.021   5/21/12 2.951 4,145        165,238 -3,844  
    OMXH 25 short Nokia 1,068.30 3.880   2/13/12 3.800 4,145        169,383 -7,989  
    BSE Sensex 30 long Hindustan Unilever 683.86 6.061   11/16/15 11.144 4,145        173,528 -12,134  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,449  170,468 -7,019 163,449
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,088  166,925 -1,837 165,088
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,313  163,615 1,698 165,313
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 72,032  160,575 11,458 172,032
    DJ Global Titans Bank of America 809.43 6.060 5.157 1/23/12 5.609 -4,540 4,175 -365 71,667  156,035 15,632 171,667
  Buy CAC 40 long Airbus 171.94 27.230   4/09/12 29.725 4,682        160,717 10,950  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 Bankinter 1,356.32 3.452   2/13/12 3.297 4,682        165,399 6,268  
    PSI 20 Jerónimo Martins 364.64 12.840   2/20/12 12.970 4,682        170,081 1,586  
    MerVal short Gr Fin Galicia 7,894.12 0.593   2/27/12 0.596 4,682        174,763 -3,096  
    DJ Global Titans long Apple 371.59 12.600   5/21/12 15.695 4,682        179,445 -7,778  
2/13/12 Sell IBEX 35 long Bankinter 1,356.32 3.297   2/06/12 3.452 -4,682 4,472 -210 71,457  174,763 -3,306 171,457
    OMXH 25 short Nokia 1,068.30 3.800 3.962 1/30/12 3.880 -4,145 4,232 87 71,544  170,618 926 171,544
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,958  167,558 7,401 174,958
    Topix (TYO) Nintendo 15.02 104.998 129.488 8/29/11 116.602 -1,751 1,945 194 75,152  165,806 9,346 175,152
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,265  162,258 17,007 179,265
  Buy IBEX 35 Sacyr 1,480.39 3.314   8/20/12 1.284 4,906        167,164 12,101  
    OMXH 25 long Nokian Tyres 145.58 33.700   4/09/12 36.040 4,906        172,071 7,195  
    Topix (TYO) Fast Retailing 31.68 154.867   5/07/12 167.646 4,906        176,977 2,288  
    GEX 4SC 79.65 61.593   5/07/12 48.084 4,906        181,883 -2,617  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,394  178,823 5,571 184,394
    PSI 20 long Jerónimo Martins 364.64 12.970   2/06/12 12.840 -4,682 4,729 47 84,441  174,141 10,300 184,441
  Buy TSX 60 Constellation Soft 68.86 70.699   4/16/12 66.838 4,868        179,009 5,432  
    PSI 20 short Pharol 1,159.05 4.200   2/27/12 3.989 4,868        183,877 564  
    SLI long Sonova 57.08 85.291   4/23/12 82.016 4,868        188,745 -4,305  
2/27/12 Sell PSI 20 short Pharol 1,159.05 3.989 4.422 2/20/12 4.200 -4,868 5,126 258 84,698  183,877 821 184,698
    MerVal Gr Fin Galicia 7,894.12 0.596 0.591 2/06/12 0.593 -4,682 4,662 -20 84,679  179,195 5,483 184,679
    Topix (FRA) long Fast Retailing 31.07 148.473   1/23/12 146.118 -4,540 4,613 73 84,752  174,656 10,096 184,752
  Buy PSI 20 Jerónimo Martins 358.95 13.570   3/12/12 14.360 4,871        179,527 5,225  
    Topix (FRA) short Mazda Motor 762.28 6.390   3/05/12 6.150 4,871        184,397 354  
3/05/12 Sell NZX 50 short Heartland 6,066.93 0.277 0.329 10/31/11 0.302 -1,831 1,998 167 84,919  182,566 2,353 184,919
    Topix (FRA) Mazda Motor 762.28 6.150 6.639 2/27/12 6.390 -4,871 5,061 190 85,109  177,696 7,414 185,109
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MerVal Aluar 10,029.17 0.480   3/12/12 0.513 4,813        182,509 2,601  
    NZX 50 long a2 Milk 20,701.08 0.233   5/21/12 0.267 4,813        187,322 -2,212  
    Topix (FRA) Isuzu Motors 572.84 8.402   3/19/12 8.620 4,813        192,135 -7,025  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 88,002  189,345 -1,343 188,002
    PSI 20 long Jerónimo Martins 358.95 14.360   2/27/12 13.570 -4,871 5,155 284 88,285  184,474 3,812 188,285
    MerVal short Aluar 10,029.17 0.513 0.447 3/05/12 0.480 -4,813 4,483 -330 87,955  179,661 8,295 187,955
  Buy BEL 20 long Galapagos 391.23 12.540   5/14/12 10.990 4,906        184,567 3,389  
    PSI 20 short Pharol 1,245.49 3.939   3/26/12 4.022 4,906        189,473 -1,517  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,799.46 0.633   1/23/12 0.668 -4,540 4,305 -235 87,720  184,933 2,787 187,720
    Topix (FRA) Isuzu Motors 572.84 8.620   3/05/12 8.402 -4,813 4,938 125 87,845  180,120 7,725 187,845
  Buy SSE 50 short Anhui Conch Cement 2,500.64 1.955   4/09/12 2.031 4,889        185,009 2,836  
    Topix (FRA) Mazda Motor 756.81 6.460   8/13/12 4.800 4,889        189,898 -2,053  
3/26/12 Sell ATX short Flughafen Wien 302.77 7.050 9.772 7/18/11 8.300 -2,513 2,959 446 88,291  187,385 906 188,291
    PSI 20 Pharol 1,245.49 4.022 3.856 3/12/12 3.939 -4,906 4,803 -103 88,187  182,479 5,708 188,187
  Buy ATX long Österreichische Post 192.34 25.200   4/09/12 25.800 4,847        187,326 861  
    PSI 20 Jerónimo Martins 325.30 14.900   4/02/12 15.420 4,847        192,173 -3,985  
4/02/12 Sell   long Jerónimo Martins 325.30 15.420   3/26/12 14.900 -4,847 5,016 169 88,356  187,326 1,031 188,356
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,596  183,003 23,593 206,596
  Buy PSI 20 Banco Comercial 8,736.71 0.659   8/20/12 0.452 5,754        188,757 17,839  
    Athex LC long EYDAP 1,445.73 3.980   4/16/12 4.030 5,754        194,511 12,085  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,500.64 2.031 1.880 3/19/12 1.955 -4,889 4,700 -189 106,407  189,622 16,785 206,407
    ATX long Österreichische Post 192.34 25.800   3/26/12 25.200 -4,847 4,962 115 106,522  184,775 21,747 206,522
    CAC 40 Airbus 171.94 29.725   2/06/12 27.230 -4,682 5,111 429 106,951  180,093 26,858 206,951
    AEX Vopak 70.96 44.780   1/02/12 41.095 -2,916 3,178 261 107,212  177,177 30,036 207,212
    OMXH 25 Nokian Tyres 145.58 36.040   2/13/12 33.700 -4,906 5,247 341 107,553  172,271 35,282 207,553
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 2,101.87 2.888   6/04/12 3.823 6,070        178,341 29,212  
    ATX short Zumtobel 619.14 9.804   4/16/12 9.950 6,070        184,411 23,142  
    AEX ArcelorMittal 156.73 38.730   9/03/12 35.565 6,070        190,481 17,072  
    OMXH 25 Outokumpu 522.38 11.620   8/20/12 6.980 6,070        196,551 11,002  
4/16/12 Sell ATX short Zumtobel 619.14 9.950 9.658 4/09/12 9.804 -6,070 5,980 -90 107,463  190,481 16,982 207,463
    TSX 60 long Constellation Soft 68.86 66.838   2/20/12 70.699 -4,868 4,602 -266 107,197  185,613 21,584 207,197
    Athex LC EYDAP 1,445.73 4.030   4/02/12 3.980 -5,754 5,826 72 107,269  179,859 27,411 207,269
  Buy ATX Österreichische Post 219.49 26.725   5/21/12 27.000 5,866        185,724 21,545  
    TSX 60 short BlackBerry 580.47 10.106   8/20/12 5.638 5,866        191,590 15,679  
    Athex LC Public Power 3,784.52 1.550   9/03/12 1.330 5,866        197,456 9,813  
4/23/12 Sell France long Hermes International 17.90 251.250   1/23/12 253.600 -4,539 4,497 -42 107,227  192,917 14,310 207,227
    SLI Sonova 57.08 82.016   2/20/12 85.291 -4,868 4,681 -187 107,040  188,049 18,992 207,040
  Buy France short Solocal 3.83 1,476.830   8/13/12 1,038.280 5,656        193,705 13,335  
    MerVal YPF 420.60 13.433   8/27/12 14.446 5,650        199,355 7,685  
    SLI Lonza 163.75 34.504   11/26/12 36.099 5,650        205,005 2,035  
    GCX REC Silicon 1,624.17 3.479   2/11/13 1.027 5,650        210,655 -3,615  
4/30/12 Sell SP Global 100 short Carrefour 130.23 15.175 26.570 8/01/11 20.080 -2,615 3,460 845 107,885  208,040 -154 207,885
  Buy   long Apple 329.96 15.738   10/20/14 19.487 5,193        213,233 -5,347  
5/07/12 Sell Nordic 30 long Equinor 127.25 19.757   11/28/11 18.255 -2,323 2,514 191 108,076  210,910 -2,833 208,076
    Topix (TYO) Fast Retailing 31.68 167.646   2/13/12 154.867 -4,906 5,311 405 108,481  206,004 2,478 208,481
    GEX 4SC 79.65 48.084   2/13/12 61.593 -4,906 3,830 -1,076 107,405  201,098 6,308 207,405
  Buy Nordic 30 short Nokia 2,225.83 2.400   8/13/12 2.220 5,342        206,440 966  
    Topix (TYO) Sony 455.82 11.720   6/11/12 10.270 5,342        211,782 -4,377  
5/14/12 Sell Germany long Encavis 897.78 2.970   1/02/12 3.248 -2,916 2,666 -250 107,156  208,866 -1,710 207,156
    MDAX short Ceconomy 224.43 7.298 12.656 8/08/11 9.611 -2,157 2,840 683 107,839  206,709 1,130 207,839
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin long AIA 1,630.21 2.577   1/16/12 2.624 -4,278 4,202 -76 107,763  202,431 5,332 207,763
    BEL 20 Galapagos 391.23 10.990   3/12/12 12.540 -4,906 4,300 -606 107,156  197,525 9,632 207,156
    OMXC 20 Tryg 270.19 8.768   11/28/11 8.598 -2,323 2,369 46 107,202  195,202 12,001 207,202
    OBX 25 Equinor 222.07 19.745   1/16/12 19.264 -4,278 4,385 107 107,309  190,924 16,385 207,309
    OMXS 30 Getinge 62.31 19.967   11/28/11 18.641 -1,162 1,244 83 107,392  189,762 17,630 207,392
      Lundin 62.17 15.471   11/28/11 18.684 -1,162 962 -200 107,192  188,601 18,591 207,192
    FT 30 Tate & Lyle 3.10 858.422   12/19/11 808.105 -2,505 2,661 156 107,348  186,096 21,252 207,348
    Nikkei (FRA) Aozora Bank 82.59 18.670   1/09/12 21.370 -1,765 1,542 -223 107,125  184,331 22,794 207,125
      Nitto Boseki 136.03 12.260   1/09/12 12.975 -1,765 1,668 -97 107,028  182,566 24,462 207,028
    CAC Mid 60 Innate Pharma 2,654.97 1.650   1/23/12 1.710 -4,540 4,381 -159 106,869  178,026 28,843 206,869
  Buy Germany short SolarWorld 24.91 236.550   9/10/12 182.550 5,892        183,918 22,950  
    MDAX long Dürr 538.28 10.946   5/21/12 10.445 5,892        189,810 17,058  
    HSI-Fin short HK Exchgs & Clrg 518.85 11.356   9/17/12 11.718 5,892        195,702 11,166  
    BEL 20 Bekaert 257.86 22.850   6/25/12 18.225 5,892        201,594 5,274  
    OMXC 20 Vestas Wind Systems 5,199.44 1.133   5/28/12 1.008 5,892        207,486 -618  
    OBX 25 REC Silicon 1,702.15 3.462   9/03/12 2.359 5,892        213,378 -6,510  
    OMXS 30 ABB 227.20 12.967   7/23/12 14.168 2,946        216,324 -9,456  
      Nokia 1,259.84 2.338   7/23/12 1.752 2,946        219,270 -12,402  
    FT 30 Man Group 57.06 103.259   8/06/12 106.958 5,892        225,162 -18,294  
    Nikkei (FRA) Nippon Sheet Glass 325.88 9.040   1/07/13 9.100 2,946        228,108 -21,240  
      Sharp 76.26 38.630   1/07/13 23.550 2,946        231,054 -24,186  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        236,943 -30,075  
5/21/12 Sell HSI long Lenovo 4,990.71 0.656   12/26/11 0.538 -2,687 3,273 586 107,454  234,256 -26,802 207,454
    Kospi 50 Samsung Electronics 295.85 16.200   1/23/12 15.346 -4,540 4,793 253 107,707  229,716 -22,009 207,707
    ATX Österreichische Post 219.49 27.000   4/16/12 26.725 -5,866 5,926 60 107,768  223,850 -16,083 207,768
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Dürr 538.28 10.445   5/14/12 10.946 -5,892 5,622 -270 107,498  217,958 -10,460 207,498
    SDAX Encavis 1,372.06 2.951   1/30/12 3.021 -4,145 4,049 -96 107,402  213,813 -6,411 207,402
    HSI-C&I Sands China 1,665.63 2.614   1/16/12 2.568 -4,278 4,354 76 107,478  209,535 -2,057 207,478
    ISEQ 20 Flutter 32.33 50.010   1/02/12 45.100 -1,458 1,617 159 107,637  208,077 -440 207,637
      Ryanair Holdings 385.71 4.040   1/02/12 3.780 -1,458 1,558 100 107,737  206,619 1,118 207,737
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,441  203,559 6,882 210,441
    NZX 50 long a2 Milk 20,701.08 0.267   3/05/12 0.233 -4,813 5,519 706 111,147  198,746 12,401 211,147
    Indices ISEQ-Overall 1.42 3,087.810   1/16/12 3,005.690 -4,268 4,385 117 111,264  194,478 16,786 211,264
    DJ Global Titans Apple 371.59 15.695   2/06/12 12.600 -4,682 5,832 1,150 112,414  189,796 22,618 212,414
  Buy HSI short China Unicom 4,942.37 1.189   8/20/12 1.370 5,875        195,671 16,743  
    Kospi 50 SK Holdings 104.39 56.279   7/23/12 68.528 5,875        201,546 10,868  
    ATX Zumtobel 595.96 9.858   6/25/12 8.050 5,875        207,421 4,993  
    MDAX Ströer Media 739.64 7.943   5/28/12 8.000 5,875        213,296 -882  
    TecDAX SMA Solar 223.26 26.315   12/22/14 14.800 5,875        219,171 -6,757  
    SDAX Klöckner 749.94 7.834   10/29/12 7.058 5,875        225,046 -12,632  
    HSI-C&I Citic Pacific 4,959.48 1.185   9/17/12 0.959 5,875        230,921 -18,507  
    ISEQ 20 Bank of Ireland 1,125.48 2.610   8/27/12 2.490 2,938        233,858 -21,445  
      Smurfit Kappa 529.28 5.550   8/27/12 6.550 2,938        236,796 -24,382  
    SMI long Richemont 122.30 48.039   5/28/12 48.077 5,875        242,671 -30,257  
    NZX 50 short Katmandu 6,160.22 0.954   7/30/12 0.992 5,875        248,546 -36,132  
    Indices Athex Large Cap 2.90 2,028.100   9/10/12 2,671.700 5,881        254,428 -42,014  
    Nikkei (TYO) Nippon Sheet Glass 689.63 8.519   7/02/12 8.411 5,875        260,303 -47,889  
    DJ Global Titans Telefónica 598.51 9.816   5/28/12 9.440 5,875        266,178 -53,764  
5/28/12 Sell MDAX short Ströer Media 739.64 8.000 7.886 5/21/12 7.943 -5,875 5,833 -42 112,371  260,303 -47,931 212,371
    OMXC 20 Vestas Wind Systems 5,199.44 1.008 1.274 5/14/12 1.133 -5,892 6,624 732 113,104  254,411 -41,307 213,104
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 122.30 48.077   5/21/12 48.039 -5,875 5,880 5 113,108  248,535 -35,427 213,108
    DJ Global Titans short Telefónica 598.51 9.440 10.207 5/21/12 9.816 -5,875 6,109 234 113,342  242,660 -29,318 213,342
  Buy MDAX long Rhön-Klinikum 209.14 21.995   6/04/12 22.100 4,600        247,260 -33,918  
    OMXC 20 GN Store Nord 67.50 68.150   6/04/12 67.500 4,600        251,861 -38,518  
    SMI short Credit Suisse 292.35 15.734   6/04/12 15.300 4,600        256,461 -43,118  
    DJ Global Titans long Apple 282.08 16.307   10/22/12 17.386 4,600        261,061 -47,718  
6/04/12 Sell SSE 50 long China Northern Rare 2,101.87 3.823   4/09/12 2.888 -6,070 8,036 1,966 115,308  254,991 -39,682 215,308
    DAX Merck (EMD) 68.37 36.500   12/19/11 36.695 -2,509 2,496 -13 115,295  252,482 -37,187 215,295
    MDAX Rhön-Klinikum 209.14 22.100   5/28/12 21.995 -4,600 4,622 22 115,317  247,882 -32,565 215,317
    FTSE Next 0.75 3,698.710   11/28/11 3,105.900 -2,329 2,774 445 115,761  245,552 -29,791 215,761
    OMXC 20 GN Store Nord 67.50 67.500   5/28/12 68.150 -4,600 4,556 -44 115,717  240,952 -25,235 215,717
    SMI short Credit Suisse 292.35 15.300 16.181 5/28/12 15.734 -4,600 4,730 131 115,848  236,352 -20,504 215,848
  Buy SSE 50 China Unicom 9,650.20 0.506   12/10/12 0.413 4,883        241,235 -25,387  
    DAX thyssenkrupp 385.40 12.670   7/16/12 14.565 4,883        246,118 -30,270  
    MDAX Ströer Media 583.04 8.375   6/18/12 8.546 4,883        251,001 -35,153  
    FTSE Aviva 14.61 334.157   7/30/12 382.206 4,882        255,883 -40,035  
    OMXC 20 Vestas Wind Systems 5,594.64 0.873   6/18/12 0.791 4,883        260,766 -44,918  
    SMI long Swiss Re 111.63 43.744   6/11/12 46.079 4,883        265,649 -49,801  
6/11/12 Sell   long Swiss Re 111.63 46.079   6/04/12 43.744 -4,883 5,144 261 116,109  260,766 -44,658 216,109
    Topix (TYO) short Sony 455.82 10.270 13.374 5/07/12 11.720 -5,342 6,096 754 116,863  255,424 -38,561 216,863
  Buy SMI Credit Suisse 277.25 16.076   6/18/12 14.519 4,457        259,881 -43,018  
    Topix (TYO) long Subaru 737.00 6.048   1/11/16 33.663 4,457        264,338 -47,475  
6/18/12 Sell MDAX short Ströer Media 583.04 8.546 8.204 6/04/12 8.375 -4,883 4,783 -100 116,763  259,455 -42,692 216,763
    OMXC 20 Vestas Wind Systems 5,594.64 0.791 0.963 6/04/12 0.873 -4,883 5,390 507 117,270  254,572 -37,302 217,270
    SMI Credit Suisse 277.25 14.519 17.799 6/11/12 16.076 -4,457 4,935 478 117,748  250,115 -32,367 217,748
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 409.45 11.318   6/25/12 11.594 4,634        254,749 -37,001  
    OMXC 20 GN Store Nord 63.26 73.250   6/25/12 71.650 4,634        259,383 -41,635  
    SMI Swiss Re 99.40 46.620   11/19/12 54.864 4,634        264,017 -46,269  
6/25/12 Sell ATX short Zumtobel 595.96 8.050 12.072 5/21/12 9.858 -5,875 7,194 1,320 119,067  258,142 -39,075 219,067
    MDAX long Dürr 409.45 11.594   6/18/12 11.318 -4,634 4,747 113 119,180  253,508 -34,328 219,180
    RTX short Mobile TeleSystems 212.26 13.400 11.240 8/01/11 12.320 -2,615 2,386 -229 118,951  250,893 -31,942 218,951
    BEL 20 Bekaert 257.86 18.225 28.649 5/14/12 22.850 -5,892 7,387 1,495 120,446  245,001 -24,555 220,446
    OMXC 20 long GN Store Nord 63.26 71.650   6/18/12 73.250 -4,634 4,533 -101 120,345  240,367 -20,022 220,345
    DJTA Kirby 47.16 36.163   12/05/11 48.011 -2,264 1,705 -559 119,786  238,103 -18,317 219,786
  Buy ATX Österreichische Post 194.52 25.890   7/29/13 31.600 5,036        243,139 -23,353  
    MDAX short Ströer Media 626.29 8.041   7/02/12 8.090 5,036        248,175 -28,389  
    RTX long Magnit 236.99 21.250   7/02/12 22.430 5,036        253,211 -33,425  
    BEL 20 Galapagos 411.10 12.250   10/22/12 16.900 5,036        258,247 -38,461  
    OMXC 20 short Vestas Wind Systems 6,205.79 0.812   7/16/12 0.678 5,036        263,283 -43,497  
    DJTA Ryder System 184.31 27.323   7/02/12 27.880 5,036        268,319 -48,533  
Portfolio market l/s instrument bought pieces buy price 6/25/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX long Magnit 6/25/12 236.99 21.250   5,036 5,036 0 0 5,036 5,036  
  ISEQ 20 short Bank of Ireland 5/21/12 1125.48 2.610 2.670 2.550 2,938 2,870 -68 -68 7,974 7,906 -22
    Smurfit Kappa   529.28 5.550 4.850 6.351 2,938 3,361 424 356 10,911 11,267 308
  AEX ArcelorMittal 4/09/12 156.73 38.730 34.110 43.976 6,070 6,892 822 1,179 16,981 18,160 83
  IBEX 35 Sacyr 2/13/12 1480.39 3.314 1.220 9.002 4,906 13,327 8,421 9,599 21,887 31,486 1,452
  Topix (TYO) long Subaru 6/11/12 737 6.048 6.391 4,457 4,710 253 9,852 26,344 36,197 322
  SSE 50 short China Unicom 6/04/12 9650.2 0.506 0.479 0.535 4,883 5,158 275 10,127 31,227 41,355 159
  HSI China Unicom 5/21/12 4942.37 1.189 0.985 1.434 5,875 7,089 1,214 11,342 37,102 48,444 609
  HSI-Fin HK Exchgs & Clrg 5/14/12 518.85 11.356 11.184 11.531 5,892 5,983 91 11,432 42,994 54,427 14
  BSE Sensex 30 long Hindustan Unilever 1/30/12 683.86 6.061 6.286 4,145 4,298 153 11,586 47,139 58,725 9
  STI short Wilmar International 5/02/11 1080.38 2.824 2.195 3.633 3,051 3,925 874 12,460 50,190 62,650 24
  OMXH 25 Outokumpu 4/09/12 522.38 11.620 6.880 19.626 6,070 10,252 4,182 16,642 56,260 72,902 1,099
  PSI 20 Banco Comercial 4/02/12 8736.71 0.659 0.452 0.960 5,754 8,384 2,630 19,271 62,014 81,286 413
  SMI long Swiss Re 6/18/12 99.4 46.620 47.340 4,634 4,706 72 19,343 66,648 85,991 122
  NZX 50 short Katmandu 5/21/12 6160.22 0.954 0.868 1.048 5,875 6,455 580 19,923 72,523 92,447 167
  Topix (FRA) Mazda Motor 3/19/12 756.81 6.460 5.135 8.127 4,889 6,151 1,262 21,185 77,412 98,597 135
  TecDAX SMA Solar 5/21/12 223.26 26.315 26.560 26.070 5,875 5,820 -55 21,130 83,287 104,417 -9
  HSI-Prop long China Ov Land & Inv 1/16/12 1388.06 1.541 1.763 2,139 2,447 308 21,439 85,426 106,865 36
    China Res Land   1513.69 1.413 1.525 2,139 2,309 170 21,608 87,565 109,174 19
  Nordic 30 short Nokia 5/07/12 2225.83 2.400 1.710 3.368 5,342 7,497 2,156 23,764 92,907 116,671 1,149
  FT 30 Man Group 5/14/12 57.06 103.259 92.808 114.886 5,892 6,555 663 24,427 98,799 123,227 153
  Nikkei (FRA) Nippon Sheet Glass   325.88 9.040 8.810 9.276 2,946 3,023 77 24,504 101,745 126,250 25
    Sharp   76.26 38.630 41.720 35.540 2,946 2,710 -236 24,269 104,691 128,960 -52
  Nikkei (TYO) Nippon Sheet Glass 5/21/12 689.63 8.519 8.805 8.233 5,875 5,678 -197 24,072 110,566 134,638 -30
  Athex LC Public Power 4/16/12 3784.52 1.550 0.815 2.948 5,866 11,156 5,290 29,362 116,432 145,794 2,756
Portfolio market l/s instrument bought pieces buy price 6/25/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 REC Silicon 5/14/12 1702.15 3.462 2.603 4.603 5,892 7,835 1,943 31,305 122,324 153,629 1,090
  OMXS 30 ABB   227.2 12.967 12.373 13.589 2,946 3,087 141 31,446 125,270 156,716 50
    Nokia   1259.84 2.338 1.714 3.190 2,946 4,019 1,073 32,519 128,216 160,735 1,387
  OMXC 20 Vestas Wind Systems 6/25/12 6205.79 0.812   5,036 5,036     133,252 165,771  
  TSX 60 BlackBerry 4/16/12 580.47 10.106 7.120 14.344 5,866 8,326 2,460 34,979 139,118 174,097 521
  CAC Mid 60 Vallourec 5/14/12 4.26 1,382.400 1,111.200 1,719.789 5,889 7,326 1,437 36,416 145,007 181,424 567
  SDAX Klöckner 5/21/12 749.94 7.834 7.744 7.925 5,875 5,943 68 36,485 150,882 187,367 13
  Indices Athex Large Cap   2.9 2,028.100 2,082.600 1,973.600 5,881 5,723 -158 36,327 156,764 193,090 -25
  BEL 20 long Galapagos 6/25/12 411.1 12.250   5,036 5,036     161,800 198,126  
  France short Solocal 4/23/12 3.83 1,476.830 1,165.350 1,871.564 5,656 7,168 1,512 37,838 167,456 205,295 294
  MIB UnipolSai 6/27/11 494.74 5.130 2.305 11.417 2,538 5,649 3,111 40,949 169,994 210,943 123
  ATX long Österreichische Post 6/25/12 194.52 25.890   5,036 5,036     175,030 215,979  
  ASX 50 James Hardie Ind 1/30/12 719.21 5.763 5.924 4,145 4,261 116 41,065 179,175 220,240 7
  DJ Global Titans Apple 5/28/12 282.08 16.307 16.219 4,600 4,575 -25 41,040 183,775 224,815 -7
  S&P 100 Biogen 1/09/12 39.07 90.342 113.009 3,530 4,415 886 41,926 187,305 229,230 63
  HDAX Dürr 1/23/12 497.53 9.125 11.594 4,540 5,768 1,228 43,154 191,845 234,999 76
  DJTA short Ryder System 6/25/12 184.31 27.323   5,036 5,036     196,881 240,035  
  SP Global 100 long Apple 4/30/12 329.96 15.738 16.219 5,193 5,352 159 43,312 202,074 245,386 22
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 90.667 1,886 3,465 1,579 44,892 203,960 248,852 136
  Kospi 50 short SK Holdings 5/21/12 104.39 56.279 71.412 41.145 5,875 4,295 -1,580 43,312 209,835 253,147 -96
  DAX thyssenkrupp 6/04/12 385.4 12.670 12.200 13.158 4,883 5,071 188 43,500 214,718 258,218 93
  MDAX Ströer Media 6/25/12 626.29 8.041   5,036 5,036     219,754 263,254  
  FTSE Aviva 6/04/12 14.61 334.157 326.348 342.152 4,882 4,999 117 43,617 224,636 268,253 51
  Europe 50 long Roche 12/19/11 19.34 129.719 133.400 2,509 2,580 71 43,688 227,145 270,833 6
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 2.794 1,878 2,247 369 44,057 229,022 273,080 31
Portfolio market l/s instrument bought pieces buy price 6/25/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  QIX Freenet 1/23/12 431.76 10.515 11.300 4,540 4,879 339 44,396 233,562 277,958 19
  DJIA Visa 12/19/11 132.78 18.897 24.123 2,509 3,203 694 45,090 236,072 281,161 60
  Euro 50 ASML 1/09/12 54.48 32.400 39.065 1,765 2,128 363 45,453 237,837 283,290 50
    AB InBev   37.16 47.495 56.750 1,765 2,109 344 45,797 239,602 285,399 47
  Germany short SolarWorld 5/14/12 24.91 236.550 202.500 276.325 5,892 6,883 991 46,788 245,494 292,282 286
  HSI-C&I Citic Pacific 5/21/12 4959.48 1.185 1.185 1.184 5,875 5,873 -2 46,786 251,369 298,155 -0
  MerVal YPF 4/23/12 420.6 13.433 13.668 13.198 5,650 5,551 -99 46,687 257,019 303,706 -10
  SLI Lonza   163.75 34.504 31.751 37.496 5,650 6,140 490 47,177 262,669 309,846 62
  GCX REC Silicon   1624.17 3.479 2.603 4.649 5,650 7,550 1,900 49,077 268,319 317,396 436
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/02/12 Sell MDAX short Ströer Media 626.29 8.090 7.992 6/25/12 8.041 -5,036 5,005 -31 119,756  263,283 -43,527 219,756
    RTX long Magnit 236.99 22.430   6/25/12 21.250 -5,036 5,316 280 120,035  258,247 -38,212 220,035
    DJTA short Ryder System 184.31 27.880 26.767 6/25/12 27.323 -5,036 4,933 -103 119,933  253,211 -33,278 219,933
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 120,804  250,160 -29,356 220,804
    Nikkei (TYO) Nippon Sheet Glass 689.63 8.411 8.629 5/21/12 8.519 -5,875 5,951 76 120,880  244,285 -23,405 220,880
  Buy MDAX long Dürr 395.99 12.465   7/23/12 13.345 4,936        249,221 -28,341  
    RTX short RusHydro 2,431.53 2.030   7/09/12 2.080 4,936        254,157 -33,277  
    DJTA long Delta Air Lines 562.18 8.780   9/17/12 7.031 4,936        259,093 -38,213  
    STI ThaiBev 23,261.07 0.212   6/10/13 0.382 4,936        264,029 -43,149  
    Nikkei (TYO) OKI Electric 386.69 12.765   7/16/12 12.784 4,936        268,965 -48,085  
7/09/12 Sell RTX short RusHydro 2,431.53 2.080 1.980 7/02/12 2.030 -4,936 4,814 -122 120,758  264,029 -43,271 220,758
  Buy   long Magnit 205.04 21.640   7/16/12 22.510 4,437        268,466 -47,708  
7/16/12 Sell DAX short thyssenkrupp 385.40 14.565 10.775 6/04/12 12.670 -4,883 4,153 -730 120,028  263,583 -43,555 220,028
    RTX long Magnit 205.04 22.510   7/09/12 21.640 -4,437 4,615 178 120,206  259,146 -38,940 220,206
    OMXC 20 short Vestas Wind Systems 6,205.79 0.678 0.971 6/25/12 0.812 -5,036 6,025 989 121,196  254,110 -32,914 221,196
    Nikkei (TYO) long OKI Electric 386.69 12.784   7/02/12 12.765 -4,936 4,943 7 121,203  249,174 -27,971 221,203
  Buy DAX Continental 81.13 59.533   8/11/14 133.083 4,830        254,004 -32,801  
    RTX short RusHydro 2,267.61 2.130   9/03/12 2.010 4,830        258,834 -37,631  
    OMXC 20 long Genmab 570.33 8.469   6/24/13 22.604 4,830        263,664 -42,461  
    Nikkei (TYO) short Nippon Sheet Glass 633.12 7.629   11/19/12 7.143 4,830        268,494 -47,291  
7/23/12 Sell Kospi 50 short SK Holdings 104.39 68.528 44.029 5/21/12 56.279 -5,875 4,596 -1,279 119,924  262,619 -42,695 219,924
    MDAX long Dürr 395.99 13.345   7/02/12 12.465 -4,936 5,284 348 120,273  257,683 -37,410 220,273
    OMXS 30 short ABB 227.20 14.168 11.765 5/14/12 12.967 -2,946 2,673 -273 120,000  254,737 -34,737 220,000
      Nokia 1,259.84 1.752 3.121 5/14/12 2.338 -2,946 3,932 986 120,986  251,791 -30,805 220,986
  Buy Kospi 50 long Amorepacific Group 181.69 26.166   10/20/14 87.497 4,754        256,545 -35,559  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX short Ströer Media 599.72 7.927   8/06/12 7.080 4,754        261,299 -40,313  
    OMXS 30 long Electrolux 134.13 17.722   6/24/13 19.030 2,377        263,676 -42,690  
      Swedbank 172.39 13.789   6/24/13 16.871 2,377        266,053 -45,067  
7/30/12 Sell FTSE short Aviva 14.61 382.206 286.108 6/04/12 334.157 -4,882 4,180 -702 120,284  261,171 -40,887 220,284
    NZX 50 Katmandu 6,160.22 0.992 0.916 5/21/12 0.954 -5,875 5,641 -234 120,050  255,296 -35,246 220,050
  Buy FTSE long Ashtead 13.86 333.248   8/24/15 1,199.890 4,619        259,915 -39,865  
8/06/12 Sell MDAX short Ströer Media 599.72 7.080 8.875 7/23/12 7.927 -4,754 5,323 569 120,618  255,161 -34,543 220,618
    FT 30 Man Group 57.06 106.958 99.561 5/14/12 103.259 -5,892 5,681 -211 120,407  249,269 -28,862 220,407
  Buy MDAX long Dürr 346.02 13.838   10/29/12 14.790 4,788        254,057 -33,650  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        258,844 -38,437  
8/13/12 Sell France short Solocal 3.83 1,038.280 2,100.620 4/23/12 1,476.830 -5,656 8,045 2,389 122,796  253,188 -30,391 222,796
    Nordic 30 Nokia 2,225.83 2.220 2.595 5/07/12 2.400 -5,342 5,775 433 123,230  247,846 -24,616 223,230
    Topix (FRA) Mazda Motor 756.81 4.800 8.694 3/19/12 6.460 -4,889 6,580 1,691 124,920  242,957 -18,036 224,920
  Buy France long Eurofins Scientific 499.47 10.355   4/22/13 15.325 5,172        248,129 -23,208  
    Nordic 30 Pandora 462.11 11.192   6/03/13 26.264 5,172        253,301 -28,380  
    Topix (FRA) Softbank 320.47 16.139   9/03/12 15.996 5,172        258,473 -33,553  
8/20/12 Sell HSI short China Unicom 4,942.37 1.370 1.008 5/21/12 1.189 -5,875 4,981 -894 124,027  252,598 -28,571 224,027
    IBEX 35 Sacyr 1,480.39 1.284 8.553 2/13/12 3.314 -4,906 12,662 7,756 131,783  247,692 -15,909 231,783
    OMXH 25 Outokumpu 522.38 6.980 19.345 4/09/12 11.620 -6,070 10,105 4,035 135,818  241,622 -5,804 235,818
    TSX 60 BlackBerry 580.47 5.638 18.115 4/16/12 10.106 -5,866 10,515 4,649 140,467  235,756 4,712 240,467
    PSI 20 Banco Comercial 8,736.71 0.452 0.960 4/02/12 0.659 -5,754 8,384 2,630 143,097  230,002 13,095 243,097
  Buy HSI long Galaxy Entertainment 2,722.44 2.352   4/22/13 3.135 6,404        236,406 6,691  
    IBEX 35 Grifols 569.75 11.240   11/05/12 13.025 6,404        242,810 287  
    OMXH 25 Huhtamäki 538.60 11.890   10/22/12 12.450 6,404        249,214 -6,117  
    TSX 60 Couche-Tard 957.97 6.685   4/22/13 7.405 6,404        255,618 -12,521  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,125.48 2.490 2.736 5/21/12 2.610 -2,938 3,079 142 143,239  252,680 -9,441 243,239
      Smurfit Kappa 529.28 6.550 4.550 5/21/12 5.550 -2,938 2,408 -529 142,710  249,743 -7,033 242,710
    MerVal YPF 420.60 14.446 12.421 4/23/12 13.433 -5,650 5,224 -426 142,284  244,093 -1,809 242,284
  Buy ISEQ 20 long Kerry Group 79.98 37.580   6/17/13 42.250 3,006        247,098 -4,815  
      Smurfit Kappa 458.85 6.550   6/17/13 12.270 3,005        250,104 -7,820  
9/03/12 Sell S&P 100 long Biogen 39.07 116.954   1/09/12 90.342 -3,530 4,569 1,040 143,323  246,574 -3,251 243,323
    AEX short ArcelorMittal 156.73 35.565 42.177 4/09/12 38.730 -6,070 6,610 540 143,864  240,504 3,359 243,864
    RTX RusHydro 2,267.61 2.010 2.257 7/16/12 2.130 -4,830 5,118 288 144,152  235,674 8,478 244,152
    OBX 25 REC Silicon 1,702.15 2.359 5.080 5/14/12 3.462 -5,892 8,646 2,754 146,906  229,782 17,124 246,906
    Athex LC Public Power 3,784.52 1.330 1.806 4/16/12 1.550 -5,866 6,836 970 147,877  223,916 23,961 247,877
    Topix (FRA) long Softbank 320.47 15.996   8/13/12 16.139 -5,172 5,126 -46 147,831  218,744 29,087 247,831
  Buy S&P 100 short HP 512.33 13.511   9/17/12 13.872 6,922        225,666 22,165  
    RTX long Magnit 285.80 24.220   9/17/12 27.650 6,922        232,588 15,243  
    OBX 25 Grieg Seafood 5,047.40 1.371   1/07/13 1.707 6,922        239,510 8,321  
    Athex LC Alpha Bank 103.31 67.000   3/25/13 37.850 6,922        246,432 1,399  
    MerVal short Pampa Energía 41,177.87 0.168   9/10/12 0.164 6,922        253,354 -5,523  
    Topix (FRA) Kansai Electric Pwr 1,213.96 5.702   3/11/13 6.145 6,922        260,276 -12,445  
9/10/12 Sell Germany short SolarWorld 24.91 182.550 306.524 5/14/12 236.550 -5,892 7,636 1,743 149,574  254,383 -4,809 249,574
    MerVal Pampa Energía 41,177.87 0.164 0.172 9/03/12 0.168 -6,922 7,095 173 149,747  247,461 2,286 249,747
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,443  241,572 7,870 249,443
    Indices Athex Large Cap 2.90 2,671.700 1,384.500 5/21/12 2,028.100 -5,881 4,015 -1,866 147,576  235,691 11,885 247,576
  Buy Germany long ADLER Real Estate 5,496.61 1.180   6/24/13 2.050 6,486        242,177 5,399  
    CAC Mid 60 Eurofins Scientific 589.64 11.000   4/22/13 15.325 6,486        248,663 -1,087  
    Indices OMXC 20 97.67 66.404   6/17/13 70.001 6,486        255,149 -7,572  
9/17/12 Sell S&P 100 short HP 512.33 13.872 13.150 9/03/12 13.511 -6,922 6,737 -185 147,391  248,227 -835 247,391
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 285.80 27.650   9/03/12 24.220 -6,922 7,902 980 148,372  241,305 7,067 248,372
    HSI-Fin short HK Exchgs & Clrg 518.85 11.718 10.994 5/14/12 11.356 -5,892 5,704 -188 148,184  235,413 12,771 248,184
    HSI-C&I Citic Pacific 4,959.48 0.959 1.464 5/21/12 1.185 -5,875 7,259 1,384 149,568  229,538 20,030 249,568
    DJTA long Delta Air Lines 562.18 7.031   7/02/12 8.780 -4,936 3,953 -983 148,585  224,602 23,983 248,585
  Buy S&P 100 Gilead Sciences 271.88 25.063   10/13/14 79.611 6,814        231,416 17,169  
    CAC 40 Credit Agricole 1,138.70 5.984   9/24/12 5.714 6,814        238,230 10,355  
    RTX short RusHydro 3,260.29 2.090   2/04/13 1.770 6,814        245,044 3,541  
    HSI-Fin long Bank of China (HK) 2,854.87 2.387   5/13/13 2.748 6,814        251,858 -3,273  
    HSI-C&I Galaxy Entertainment 2,802.96 2.431   4/08/13 3.018 6,814        258,672 -10,087  
    DJTA short Expeditors Wash 232.45 29.314   9/24/12 28.398 6,814        265,486 -16,901  
9/24/12 Sell CAC 40 long Credit Agricole 1,138.70 5.714   9/17/12 5.984 -6,814 6,507 -307 148,277  258,672 -10,394 248,277
    DJTA short Expeditors Wash 232.45 28.398 30.259 9/17/12 29.314 -6,814 7,034 220 148,497  251,858 -3,361 248,497
  Buy   long Avis Budget 493.43 12.419   7/20/15 38.916 6,128        257,986 -9,488  
10/01/12 Buy CAC Next 20 short Hermes International 28.26 211.450   12/10/12 235.500 5,976        263,961 -15,464  
10/15/12 Buy AEX short KPN 1,606.45 3.626   2/02/15 2.756 5,825        269,786 -21,289  
    MerVal Pampa Energía 38,627.32 0.151   10/22/12 0.141 5,825        275,611 -27,114  
10/22/12 Sell BEL 20 long Galapagos 411.10 16.900   6/25/12 12.250 -5,036 6,948 1,912 150,409  270,575 -20,166 250,409
    OMXH 25 Huhtamäki 538.60 12.450   8/20/12 11.890 -6,404 6,706 302 150,710  264,171 -13,461 250,710
    MerVal short Pampa Energía 38,627.32 0.141 0.161 10/15/12 0.151 -5,825 6,234 409 151,120  258,346 -7,226 251,120
    DJ Global Titans long Apple 282.08 17.386   5/28/12 16.307 -4,600 4,904 304 151,424  253,746 -2,322 251,424
  Buy BEL 20 short Bekaert 288.55 21.580   11/12/12 21.290 6,227        259,973 -8,549  
    OMXH 25 Outokumpu 962.44 6.470   11/05/12 6.200 6,227        266,200 -14,776  
    DJ Global Titans Telefónica 593.05 10.500   10/29/12 10.070 6,227        272,427 -21,003  
10/29/12 Sell MDAX long Dürr 346.02 14.790   8/06/12 13.838 -4,788 5,118 330 151,754  267,639 -15,885 251,754
    SDAX short Klöckner 749.94 7.058 8.695 5/21/12 7.834 -5,875 6,521 646 152,400  261,764 -9,365 252,400
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 Telefónica 593.05 10.070 10.948 10/22/12 10.500 -6,227 6,493 266 152,665  255,537 -2,872 252,665
  Buy MDAX Ströer Media 941.78 6.630   1/14/13 6.901 6,244        261,781 -9,116  
    SDAX long ADLER Real Estate 3,951.90 1.580   11/26/12 1.285 6,244        268,025 -15,360  
    MerVal short Pampa Energía 43,121.55 0.145   12/24/12 0.147 6,244        274,269 -21,604  
    BAX long KUKA 267.12 23.375   6/24/13 31.820 6,244        280,513 -27,848  
    DJ Global Titans Bank of America 866.79 7.204   12/16/13 11.075 6,244        286,757 -34,092  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 164,053  284,219 -20,166 264,053
    IBEX 35 long Grifols 569.75 13.025   8/20/12 11.240 -6,404 7,421 1,017 165,070  277,815 -12,745 265,070
    OMXH 25 short Outokumpu 962.44 6.200 6.752 10/22/12 6.470 -6,227 6,498 271 165,341  271,588 -6,247 265,341
  Buy MIB long Azimut 696.15 9.304   8/04/14 18.460 6,477        278,065 -12,724  
    OMXH 25 Konecranes 256.51 25.250   11/12/12 24.380 6,477        284,542 -19,201  
11/12/12 Sell BEL 20 short Bekaert 288.55 21.290 21.874 10/22/12 21.580 -6,227 6,312 85 165,426  278,315 -12,889 265,426
    OMXH 25 long Konecranes 256.51 24.380   11/05/12 25.250 -6,477 6,254 -223 165,202  271,838 -6,636 265,202
  Buy BEL 20 Galapagos 382.26 16.910   6/24/13 14.210 6,464        278,302 -13,100  
    OMXH 25 short Outokumpu 1,006.85 6.420   12/31/12 7.400 6,464        284,766 -19,564  
11/19/12 Sell SMI long Swiss Re 99.40 54.864   6/18/12 46.620 -4,634 5,453 819 166,022  280,132 -14,110 266,022
    Nikkei (TYO) short Nippon Sheet Glass 633.12 7.143 8.148 7/16/12 7.629 -4,830 5,159 329 166,351  275,302 -8,951 266,351
  Buy PSI 20 Impresa 22,186.21 0.290   12/17/12 0.300 6,434        281,736 -15,385  
    SMI Julius Bär 246.32 26.121   12/17/12 27.324 6,434        288,170 -21,819  
    Nikkei (TYO) long Subaru 786.97 8.176   10/07/13 20.003 6,434        294,604 -28,253  
11/26/12 Sell SDAX long ADLER Real Estate 3,951.90 1.285   10/29/12 1.580 -6,244 5,078 -1,166 165,185  288,360 -23,175 265,185
    SLI short Lonza 163.75 36.099 32.909 4/23/12 34.504 -5,650 5,389 -261 164,924  282,710 -17,786 264,924
  Buy SDAX Deutz 1,900.92 3.250   12/10/12 3.138 6,178        288,888 -23,964  
    SLI long Swiss Life 59.28 104.219   6/24/13 120.698 6,178        295,066 -30,142  
12/10/12 Sell SSE 50 short China Unicom 9,650.20 0.413 0.620 6/04/12 0.506 -4,883 5,978 1,095 166,019  290,183 -24,164 266,019
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX Deutz 1,900.92 3.138 3.366 11/26/12 3.250 -6,178 6,399 221 166,239  284,005 -17,766 266,239
    CAC Next 20 Hermes International 28.26 235.500 187.400 10/01/12 211.450 -5,976 5,296 -680 165,560  278,030 -12,470 265,560
  Buy SSE 50 long China Rwy Constr 8,836.59 0.716   4/29/13 0.634 6,327        284,357 -18,797  
    CAC 40 Societe Generale 219.57 28.815   1/14/13 34.140 6,327        290,683 -25,124  
    SDAX ADLER Real Estate 4,519.29 1.400   6/10/13 2.099 6,327        297,010 -31,451  
12/17/12 Sell PSI 20 short Impresa 22,186.21 0.300 0.280 11/19/12 0.290 -6,434 6,212 -222 165,338  290,576 -25,239 265,338
    SMI Julius Bär 246.32 27.324 24.917 11/19/12 26.121 -6,434 6,138 -296 165,042  284,142 -19,101 265,042
  Buy   long Richemont 102.59 59.929   10/14/13 74.199 6,148        290,291 -25,249  
12/24/12 Sell MerVal short Pampa Energía 43,121.55 0.147 0.143 10/29/12 0.145 -6,244 6,153 -91 164,951  284,047 -19,096 264,951
  Buy   long Gr Fin Galicia 8,812.73 0.697   5/27/13 0.697 6,146        290,193 -25,242  
12/31/12 Sell OMXH 25 short Outokumpu 1,006.85 7.400 5.440 11/12/12 6.420 -6,464 5,477 -987 163,964  283,729 -19,764 263,964
  Buy   long Orion 274.95 22.200   3/18/13 22.000 6,104        289,832 -25,868  
1/07/13 Sell OBX 25 long Grieg Seafood 5,047.40 1.707   9/03/12 1.371 -6,922 8,614 1,692 165,657  282,910 -17,254 265,657
    Nikkei (FRA) short Nippon Sheet Glass 325.88 9.100 8.980 5/14/12 9.040 -2,946 2,926 -20 165,637  279,965 -14,327 265,637
      Sharp 76.26 23.550 63.366 5/14/12 38.630 -2,946 4,832 1,886 167,523  277,019 -9,495 267,523
  Buy IBEX 35 long Mediaset Esp 1,132.37 5.696   2/04/13 5.150 6,450        283,469 -15,945  
    OBX 25 short REC Silicon 3,578.76 1.802   1/21/13 1.488 6,450        289,919 -22,395  
    Nikkei (FRA) long Subaru 325.76 9.900   1/14/13 9.907 3,225        293,144 -25,620  
      Shinsei Bank 206.73 15.600   1/14/13 13.840 3,225        296,369 -28,845  
1/14/13 Sell CAC 40 long Societe Generale 219.57 34.140   12/10/12 28.815 -6,327 7,496 1,169 168,693  290,042 -21,349 268,693
    MDAX short Ströer Media 941.78 6.901 6.359 10/29/12 6.630 -6,244 5,989 -255 168,437  283,798 -15,360 268,437
    Nikkei (FRA) long Subaru 325.76 9.907   1/07/13 9.900 -3,225 3,227 2 168,440  280,573 -12,133 268,440
      Shinsei Bank 206.73 13.840   1/07/13 15.600 -3,225 2,861 -364 168,076  277,348 -9,272 268,076
  Buy CAC 40 short Engie 419.31 15.430   1/28/13 15.390 6,470        283,818 -15,742  
    MDAX long KUKA 229.55 28.185   6/24/13 31.820 6,470        290,288 -22,212  
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 Screen 166.03 19.485   2/11/13 16.805 3,235        293,523 -25,447  
1/21/13 Sell OBX 25 short REC Silicon 3,578.76 1.488 2.182 1/07/13 1.802 -6,450 7,810 1,360 169,436  287,073 -17,636 269,436
  Buy   long Grieg Seafood 3,624.74 1.736   1/28/13 1.688 6,294        293,367 -23,930  
1/28/13 Sell CAC 40 short Engie 419.31 15.390 15.470 1/14/13 15.430 -6,470 6,487 17 169,453  286,897 -17,444 269,453
    OBX 25 long Grieg Seafood 3,624.74 1.688   1/21/13 1.736 -6,294 6,119 -175 169,278  280,603 -11,325 269,278
  Buy CAC 40 Credit Agricole 830.71 7.762   2/11/13 7.414 6,448        287,051 -17,773  
    OBX 25 short REC Silicon 4,168.61 1.547   2/25/13 1.312 6,448        293,499 -24,221  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,132.37 5.150   1/07/13 5.696 -6,450 5,832 -618 168,660  287,049 -18,389 268,660
    RTX short RusHydro 3,260.29 1.770 2.468 9/17/12 2.090 -6,814 8,046 1,232 169,892  280,235 -10,343 269,892
  Buy   long Magnit 187.19 34.660   3/11/13 34.010 6,488        286,723 -16,831  
2/11/13 Sell CAC 40 long Credit Agricole 830.71 7.414   1/28/13 7.762 -6,448 6,159 -289 169,603  280,275 -10,672 269,603
    Nikkei (FRA) short Screen 166.03 16.805 22.592 1/14/13 19.485 -3,235 3,751 516 170,119  277,040 -6,921 270,119
    GCX REC Silicon 1,624.17 1.027 11.783 4/23/12 3.479 -5,650 19,138 13,488 183,606  271,390 12,217 283,606
  Buy CAC 40 Orange 938.09 7.883   2/25/13 7.479 7,395        278,785 4,822  
    ÖkoDAX (deprecated) long PNE Wind 2,650.54 2.790   4/29/13 2.700 7,395        286,180 -2,573  
    Nikkei (FRA) Subaru 342.36 10.800   8/26/13 18.441 3,697        289,877 -6,271  
      Mazda Motor 297.11 12.445   8/26/13 15.485 3,698        293,575 -9,968  
    GCX SunPower 1,047.05 7.063   11/25/13 21.795 7,395        300,970 -17,363  
2/18/13 Buy GEX long MBB 359.78 18.500   4/22/13 17.650 6,656        307,626 -24,019  
2/25/13 Sell CAC 40 short Orange 938.09 7.479 8.309 2/11/13 7.883 -7,395 7,794 399 184,006  300,231 -16,225 284,006
    OBX 25 REC Silicon 4,168.61 1.312 1.824 1/28/13 1.547 -6,448 7,605 1,157 185,163  293,783 -8,620 285,163
  Buy CAC 40 long Credit Agricole 924.82 7.475   4/22/13 6.300 6,913        300,696 -15,533  
    OBX 25 Norwegian 2.36 2,924.050   4/15/13 2,803.560 6,901        307,596 -22,434  
3/11/13 Sell RTX long Magnit 187.19 34.010   2/04/13 34.660 -6,488 6,366 -122 185,041  301,108 -16,067 285,041
    Topix (FRA) short Kansai Electric Pwr 1,213.96 6.145 5.259 9/03/12 5.702 -6,922 6,384 -538 184,503  294,186 -9,683 284,503
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy RTX RusHydro 4,089.29 1.680   9/14/15 0.774 6,870        301,056 -16,553  
    Topix (FRA) long Mazda Motor 556.05 12.355   4/01/13 11.250 6,870        307,926 -23,423  
3/18/13 Sell OMXH 25 long Orion 274.95 22.000   12/31/12 22.200 -6,104 6,049 -55 184,448  301,822 -17,374 284,448
  Buy   short Outokumpu 1,209.42 5.520   9/16/13 4.600 6,676        308,498 -24,050  
3/25/13 Sell Athex LC long Alpha Bank 103.31 37.850   9/03/12 67.000 -6,922 3,910 -3,011 181,437  301,577 -20,140 281,437
  Buy   short Eurobank Ergasias 25.12 260.000   9/30/13 50.000 6,531        308,108 -26,671  
4/01/13 Sell Topix (FRA) long Mazda Motor 556.05 11.250   3/11/13 12.355 -6,870 6,256 -614 180,822  301,238 -20,416 280,822
  Buy   short Nidec 594.38 10.953   4/15/13 10.948 6,510        307,748 -26,925  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,802.96 3.018   9/17/12 2.431 -6,814 8,460 1,646 182,469  300,934 -18,465 282,469
4/15/13 Sell OBX 25 long Norwegian 2.36 2,803.560   2/25/13 2,924.050 -6,901 6,616 -284 182,184  294,033 -11,849 282,184
    Topix (FRA) short Nidec 594.38 10.948 10.957 4/01/13 10.953 -6,510 6,513 3 182,187  287,523 -5,336 282,187
  Buy OBX 25 Frontline 933.64 7.413   10/21/13 8.829 6,921        294,444 -12,257  
    Topix (FRA) long Mazda Motor 591.29 11.705   6/03/13 14.600 6,921        301,365 -19,178  
4/22/13 Sell France long Eurofins Scientific 499.47 15.325   8/13/12 10.355 -5,172 7,654 2,482 184,669  296,193 -11,524 284,669
    HSI Galaxy Entertainment 2,722.44 3.135   8/20/12 2.352 -6,404 8,534 2,130 186,799  289,789 -2,990 286,799
    CAC 40 Credit Agricole 924.82 6.300   2/25/13 7.475 -6,913 5,826 -1,087 185,713  282,876 2,837 285,713
    TSX 60 Couche-Tard 957.97 7.405   8/20/12 6.685 -6,404 7,094 690 186,402  276,472 9,930 286,402
    CAC Mid 60 Eurofins Scientific 589.64 15.325   9/10/12 11.000 -6,486 9,036 2,550 188,953  269,986 18,967 288,953
    GEX MBB 359.78 17.650   2/18/13 18.500 -6,656 6,350 -306 188,647  263,330 25,317 288,647
  Buy France short ArcelorMittal 298.60 26.286   5/06/13 29.061 7,849        271,179 17,468  
    HSI China Shenhua HK 3,085.06 2.544   9/16/13 2.475 7,849        279,028 9,619  
    CAC 40 ArcelorMittal 298.60 26.286   8/05/13 28.620 7,849        286,877 1,770  
    TSX 60 Barrick Gold 542.67 14.464   9/30/13 13.729 7,849        294,726 -6,079  
    CAC Mid 60 CGG 15.76 497.920   4/29/13 532.320 7,847        302,573 -13,927  
    GEX YOC 1,554.57 5.049   9/23/13 2.219 7,849        310,422 -21,776  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/29/13 Sell SSE 50 long China Rwy Constr 8,836.59 0.634   12/10/12 0.716 -6,327 5,605 -722 187,925  304,095 -16,171 287,925
    ÖkoDAX (deprecated) PNE Wind 2,650.54 2.700   2/11/13 2.790 -7,395 7,156 -239 187,686  296,700 -9,014 287,686
    CAC Mid 60 short CGG 15.76 532.320 463.520 4/22/13 497.920 -7,847 7,305 -542 187,144  288,853 -1,709 287,144
  Buy SSE 50 China Northern Rare 3,143.17 2.270   5/06/13 2.286 7,135        295,988 -8,844  
    ÖkoDAX (deprecated) SolarWorld 67.28 106.050   4/13/15 14.550 7,135        303,123 -15,979  
5/06/13 Sell France short ArcelorMittal 298.60 29.061 23.511 4/22/13 26.286 -7,849 7,020 -829 186,315  295,274 -8,959 286,315
    SSE 50 China Northern Rare 3,143.17 2.286 2.254 4/29/13 2.270 -7,135 7,084 -51 186,265  288,139 -1,874 286,265
  Buy   long China Minsheng Bk 6,760.82 1.052   5/13/13 1.064 7,109        295,248 -8,983  
5/13/13 Sell   long China Minsheng Bk 6,760.82 1.064   5/06/13 1.052 -7,109 7,195 86 186,351  288,139 -1,788 286,351
    HSI-Fin Bank of China (HK) 2,854.87 2.748   9/17/12 2.387 -6,814 7,844 1,030 187,381  281,325 6,056 287,381
  Buy SSE 50 short China Northern Rare 3,097.68 2.368   11/04/13 2.137 7,335        288,660 -1,279  
    HSI-Fin Ping An 2,448.26 2.996   10/14/13 2.804 7,335        295,995 -8,614  
5/27/13 Sell MerVal long Gr Fin Galicia 8,812.73 0.697   12/24/12 0.697 -6,146 6,140 -6 187,375  289,849 -2,475 287,375
  Buy   short Pampa Energía 43,746.93 0.163   6/10/13 0.158 7,122        296,971 -9,597  
6/03/13 Sell Nordic 30 long Pandora 462.11 26.264   8/13/12 11.192 -5,172 12,137 6,965 194,339  291,799 2,540 294,339
    Topix (FRA) Mazda Motor 591.29 14.600   4/15/13 11.705 -6,921 8,633 1,712 196,051  284,878 11,173 296,051
  Buy Nordic 30 short Equinor 442.90 17.340   7/29/13 16.264 7,680        292,558 3,493  
    Topix (FRA) Inpex 965.67 7.953   11/18/13 8.519 7,680        300,238 -4,187  
6/10/13 Sell SDAX long ADLER Real Estate 4,519.29 2.099   12/10/12 1.400 -6,327 9,486 3,159 199,210  293,911 5,299 299,210
    HSI-Prop China Ov Land & Inv 1,388.06 2.124   1/16/12 1.541 -2,139 2,948 809 200,019  291,772 8,247 300,019
      China Res Land 1,513.69 2.183   1/16/12 1.413 -2,139 3,304 1,165 201,184  289,633 11,551 301,184
    MerVal short Pampa Energía 43,746.93 0.158 0.168 5/27/13 0.163 -7,122 7,332 210 201,394  282,511 18,883 301,394
    STI long ThaiBev 23,261.07 0.382   7/02/12 0.212 -4,936 8,876 3,940 205,334  277,575 27,759 305,334
  Buy France short ArcelorMittal 295.38 28.191   7/08/13 26.415 8,327        285,902 19,432  
    SDAX Hypoport 1,113.24 7.480   9/30/13 8.120 8,327        294,229 11,105  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Prop Hang Lung 1,621.17 2.568   11/18/13 2.531 4,163        298,393 6,942  
      Sino Land 3,869.06 1.076   11/18/13 1.043 4,164        302,556 2,778  
    MerVal long Telecom Argentina 2,198.37 3.788   6/17/13 3.268 8,327        310,883 -5,549  
    CAC Mid 60 short CGG 14.84 561.120   8/05/13 575.840 8,327        319,210 -13,876  
6/17/13 Sell ISEQ 20 long Kerry Group 79.98 42.250   8/27/12 37.580 -3,006 3,379 374 205,708  316,205 -10,497 305,708
      Smurfit Kappa 458.85 12.270   8/27/12 6.550 -3,005 5,630 2,625 208,332  313,199 -4,867 308,332
    MerVal Telecom Argentina 2,198.37 3.268   6/10/13 3.788 -8,327 7,184 -1,143 207,190  304,872 2,318 307,190
    Indices OMXC 20 97.67 70.001   9/10/12 66.404 -6,486 6,837 351 207,541  298,386 9,155 307,541
  Buy ISEQ 20 short C&C Group 935.15 4.233   7/29/13 4.100 3,958        302,345 5,196  
      CRH 253.25 15.631   7/29/13 15.994 3,959        306,303 1,238  
    PSI 20 long Teixeira Duarte 14,661.11 0.540   6/24/13 0.570 7,917        314,220 -6,679  
    MerVal short Comercial del Plata 112,617.35 0.070   8/12/13 0.067 7,917        322,137 -14,596  
    Indices RTX 5.68 1,393.590   8/12/13 1,391.500 7,916        330,053 -22,512  
6/24/13 Sell Germany long ADLER Real Estate 5,496.61 2.050   9/10/12 1.180 -6,486 11,268 4,782 212,323  323,567 -11,244 312,323
    MDAX KUKA 229.55 31.820   1/14/13 28.185 -6,470 7,304 834 213,158  317,097 -3,940 313,158
    BEL 20 Galapagos 382.26 14.210   11/12/12 16.910 -6,464 5,432 -1,032 212,126  310,633 1,492 312,126
    PSI 20 Teixeira Duarte 14,661.11 0.570   6/17/13 0.540 -7,917 8,357 440 212,565  302,716 9,849 312,565
    OMXC 20 Genmab 570.33 22.604   7/16/12 8.469 -4,830 12,892 8,062 220,627  297,886 22,741 320,627
    OMXS 30 Electrolux 134.13 19.030   7/23/12 17.722 -2,377 2,552 175 220,803  295,509 25,293 320,803
      Swedbank 172.39 16.871   7/23/12 13.789 -2,377 2,908 531 221,334  293,132 28,202 321,334
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,933  288,345 33,588 321,933
    SLI Swiss Life 59.28 120.698   11/26/12 104.219 -6,178 7,155 977 222,910  282,167 40,743 322,910
    BAX KUKA 267.12 31.820   10/29/12 23.375 -6,244 8,500 2,256 225,166  275,923 49,243 325,166
  Buy Germany short SolarWorld 101.79 91.950   7/29/13 77.250 9,360        285,283 39,883  
    MDAX Salzgitter 368.43 25.405   7/01/13 25.340 9,360        294,643 30,523  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Aperam 1,125.00 8.320   7/15/13 8.461 9,360        304,003 21,163  
    OMXC 20 FLSmidth 267.18 35.032   7/01/13 34.376 9,360        313,363 11,803  
    OMXS 30 Boliden 490.09 9.549   7/08/13 9.256 4,680        318,043 7,124  
      Tele2 533.14 8.778   7/08/13 9.227 4,680        322,723 2,444  
    FT 30 Man Group 98.27 95.252   7/01/13 100.211 9,360        332,083 -6,917  
    SLI Kühne & Nagel 115.35 81.145   7/08/13 90.725 9,360        341,443 -16,277  
    BAX SFC Energy 1,970.53 4.750   7/01/13 4.650 9,360        350,803 -25,637  
7/01/13 Sell MDAX short Salzgitter 368.43 25.340 25.470 6/24/13 25.405 -9,360 9,384 24 225,190  341,443 -16,253 325,190
    OMXC 20 FLSmidth 267.18 34.376 35.701 6/24/13 35.032 -9,360 9,539 179 225,369  332,083 -6,714 325,369
    FT 30 Man Group 98.27 100.211 90.294 6/24/13 95.252 -9,360 8,873 -487 224,882  322,723 2,159 324,882
    BAX SFC Energy 1,970.53 4.650 4.852 6/24/13 4.750 -9,360 9,561 201 225,083  313,363 11,720 325,083
  Buy MDAX long Dürr 350.87 23.998   7/28/14 30.355 8,420        321,783 3,300  
    OMXC 20 Vestas Wind Systems 3,900.86 2.159   9/01/14 6.373 8,420        330,203 -5,120  
    FT 30 Lloyds Bank 112.46 74.871   9/09/13 90.907 8,420        338,623 -13,540  
    BAX Morphosys 190.74 44.145   4/14/14 58.270 8,420        347,043 -21,960  
7/08/13 Sell France short ArcelorMittal 295.38 26.415 30.086 6/10/13 28.191 -8,327 8,887 560 225,643  338,716 -13,073 325,643
    OMXS 30 Boliden 490.09 9.256 9.852 6/24/13 9.549 -4,680 4,828 148 225,791  334,036 -8,245 325,791
      Tele2 533.14 9.227 8.329 6/24/13 8.778 -4,680 4,441 -239 225,552  329,356 -3,804 325,552
    SLI Kühne & Nagel 115.35 90.725 71.565 6/24/13 81.145 -9,360 8,255 -1,105 224,447  319,996 4,451 324,447
  Buy OMXS 30 long Nokia 1,290.49 3.186   10/13/14 6.407 4,111        324,107 340  
      Kinnevik 188.00 21.868   10/13/14 22.475 4,111        328,218 -3,771  
    SLI Lonza 136.58 60.201   8/12/13 56.494 8,222        336,440 -11,993  
7/15/13 Sell BEL 20 short Aperam 1,125.00 8.461 8.179 6/24/13 8.320 -9,360 9,201 -159 224,288  327,080 -2,792 324,288
  Buy   long KBC 256.36 31.350   10/13/14 40.740 8,037        335,117 -10,829  
7/29/13 Sell Germany short SolarWorld 101.79 77.250 109.447 6/24/13 91.950 -9,360 11,141 1,781 226,069  325,758 312 326,069
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX long Österreichische Post 194.52 31.600   6/25/12 25.890 -5,036 6,147 1,111 227,180  320,721 6,458 327,180
    ISEQ 20 short C&C Group 935.15 4.100 4.370 6/17/13 4.233 -3,958 4,087 128 227,308  316,763 10,545 327,308
      CRH 253.25 15.994 15.268 6/17/13 15.631 -3,959 3,867 -92 227,216  312,804 14,412 327,216
    Nordic 30 Equinor 442.90 16.264 18.488 6/03/13 17.340 -7,680 8,188 508 227,725  305,124 22,600 327,725
  Buy ATX Raiffeisen Bank Int 379.38 23.085   10/21/13 25.350 8,758        313,882 13,842  
    ISEQ 20 long FBD Holdings 280.71 15.600   8/05/13 16.650 4,379        318,261 9,463  
      Smurfit Kappa 306.22 14.300   8/05/13 15.150 4,379        322,640 5,084  
    Nordic 30 Pandora 304.95 28.719   4/28/14 46.257 8,758        331,398 -3,673  
8/05/13 Sell CAC 40 short ArcelorMittal 298.60 28.620 23.952 4/22/13 26.286 -7,849 7,152 -697 227,028  323,549 3,479 327,028
    ISEQ 20 long FBD Holdings 280.71 16.650   7/29/13 15.600 -4,379 4,674 295 227,323  319,170 8,152 327,323
      Smurfit Kappa 306.22 15.150   7/29/13 14.300 -4,379 4,639 260 227,583  314,791 12,792 327,583
    CAC Mid 60 short CGG 14.84 575.840 546.400 6/10/13 561.120 -8,327 8,109 -218 227,364  306,464 20,900 327,364
  Buy ISEQ 20 C&C Group 1,051.20 4.141   9/09/13 4.285 4,353        310,817 16,547  
      Flutter 71.36 61.000   9/09/13 61.200 4,353        315,170 12,194  
8/12/13 Sell MerVal short Comercial del Plata 112,617.35 0.067 0.074 6/17/13 0.070 -7,917 8,311 394 227,759  307,253 20,505 327,759
    SLI long Lonza 136.58 56.494   7/08/13 60.201 -8,222 7,716 -506 227,252  299,031 28,221 327,252
    Indices short RTX 5.68 1,391.500 1,395.690 6/17/13 1,393.590 -7,916 7,928 12 227,264  291,115 36,149 327,264
  Buy MerVal long Telecom Argentina 2,155.19 4.215   2/10/14 2.998 9,085        300,200 27,064  
    Indices Merval 18.12 501.316   8/04/14 750.468 9,084        309,284 17,980  
8/26/13 Sell Nikkei (FRA) long Subaru 342.36 18.441   2/11/13 10.800 -3,697 6,313 2,616 229,880  305,587 24,294 329,880
      Mazda Motor 297.11 15.485   2/11/13 12.445 -3,698 4,601 903 230,784  301,889 28,894 330,784
  Buy PSI 20 Teixeira Duarte 13,419.40 0.670   9/02/13 0.650 8,991        310,880 19,903  
    Nikkei (FRA) short Nikon 341.86 13.150   9/09/13 12.596 4,495        315,376 15,408  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,419.40 0.650   8/26/13 0.670 -8,991 8,723 -268 230,515  306,385 24,130 330,515
9/09/13 Sell ISEQ 20 short C&C Group 1,051.20 4.285 3.997 8/05/13 4.141 -4,353 4,202 -151 230,364  302,032 28,332 330,364
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Flutter 71.36 61.200 60.800 8/05/13 61.000 -4,353 4,339 -14 230,349  297,679 32,671 330,349
    FT 30 long Lloyds Bank 112.46 90.907   7/01/13 74.871 -8,420 10,223 1,803 232,153  289,259 42,894 332,153
    Nikkei (FRA) short Nikon 341.86 12.596 13.728 8/26/13 13.150 -4,495 4,693 198 232,351  284,763 47,587 332,351
  Buy IBEX 35 long Siemens Gamesa 1,765.43 5.380   12/16/13 7.030 9,498        294,261 38,089  
    ISEQ 20 Bank of Ireland 670.76 7.080   10/14/13 6.960 4,749        299,010 33,340  
      Smurfit Kappa 297.74 15.950   10/14/13 17.020 4,749        303,759 28,591  
    PSI 20 Impresa 13,967.65 0.680   9/16/13 0.670 9,498        313,257 19,093  
    FT 30 short Man Group 90.08 105.435   10/14/13 92.741 9,498        322,755 9,596  
    Nikkei (FRA) long Furukawa Co 283.86 16.730   9/30/13 17.160 4,749        327,504 4,847  
      Tokyo Electric Power 1,214.58 3.910   9/30/13 4.520 4,749        332,253 98  
9/16/13 Sell HSI short China Shenhua HK 3,085.06 2.475 2.615 4/22/13 2.544 -7,849 8,068 219 232,569  324,404 8,166 332,569
    OMXH 25 Outokumpu 1,209.42 4.600 6.624 3/18/13 5.520 -6,676 8,011 1,335 233,904  317,728 16,177 333,904
    PSI 20 long Impresa 13,967.65 0.670   9/09/13 0.680 -9,498 9,358 -140 233,765  308,230 25,535 333,765
  Buy HSI Galaxy Entertainment 1,678.38 5.352   12/23/13 6.370 8,982        317,212 16,553  
    OMXH 25 Nokia 1,902.97 4.720   10/21/13 5.265 8,982        326,194 7,571  
9/23/13 Sell GEX short YOC 1,554.57 2.219 11.488 4/22/13 5.049 -7,849 17,859 10,010 243,775  318,345 25,430 343,775
  Buy PSI 20 long Teixeira Duarte 13,984.85 0.660   12/09/13 0.920 9,230        327,575 16,200  
    GEX Manz 172.30 53.570   4/14/14 65.730 9,230        336,805 6,970  
9/30/13 Sell SDAX short Hypoport 1,113.24 8.120 6.840 6/10/13 7.480 -8,327 7,615 -712 243,063  328,478 14,585 343,063
    TSX 60 Barrick Gold 542.67 13.729 15.238 4/22/13 14.464 -7,849 8,269 420 243,482  320,629 22,854 343,482
    Athex LC Eurobank Ergasias 25.12 50.000 1,352.000 3/25/13 260.000 -6,531 33,962 27,431 270,913  314,097 56,816 370,913
    Nikkei (FRA) long Furukawa Co 283.86 17.160   9/09/13 16.730 -4,749 4,871 122 271,035  309,349 61,687 371,035
      Tokyo Electric Power 1,214.58 4.520   9/09/13 3.910 -4,749 5,490 741 271,776  304,599 67,177 371,776
  Buy SDAX ADLER Real Estate 3,719.66 2.950   10/14/13 3.079 10,973        315,572 56,204  
    HSI-C&I Galaxy Entertainment 2,120.76 5.174   2/03/14 7.265 10,973        326,546 45,231  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Bausch Health 142.73 76.879   9/29/14 102.197 10,973        337,518 34,258  
    Athex LC Aegean Airlines 2,612.62 4.200   1/27/14 7.210 10,973        348,491 23,285  
    Nikkei (FRA) short Nikon 419.46 13.080   11/04/13 13.433 5,487        353,978 17,798  
    CAC Next 20 SES 518.82 21.150   10/07/13 21.020 10,973        364,951 6,825  
10/07/13 Sell   short SES 518.82 21.020 21.281 9/30/13 21.150 -10,973 11,041 68 271,844  353,978 17,866 371,844
    Nikkei (TYO) long Subaru 786.97 20.003   11/19/12 8.176 -6,434 15,742 9,308 281,152  347,544 33,608 381,152
  Buy CAC Next 20 EDF 436.41 23.760   10/28/13 25.570 10,369        357,913 23,239  
    Nikkei (TYO) short Nikon 819.66 12.650   10/14/13 13.191 10,369        368,282 12,870  
10/14/13 Sell SDAX long ADLER Real Estate 3,719.66 3.079   9/30/13 2.950 -10,973 11,453 480 281,632  357,309 24,323 381,632
    HSI-Fin short Ping An 2,448.26 2.804 3.201 5/13/13 2.996 -7,335 7,837 502 282,134  349,974 32,160 382,134
    ISEQ 20 long Bank of Ireland 670.76 6.960   9/09/13 7.080 -4,749 4,668 -80 282,054  345,225 36,828 382,054
      Smurfit Kappa 297.74 17.020   9/09/13 15.950 -4,749 5,068 319 282,372  340,476 41,896 382,372
    FT 30 short Man Group 90.08 92.741 119.865 9/09/13 105.435 -9,498 10,797 1,300 283,672  330,979 52,693 383,672
    SMI long Richemont 102.59 74.199   12/17/12 59.929 -6,148 7,612 1,464 285,136  324,830 60,305 385,136
    Nikkei (TYO) short Nikon 819.66 13.191 12.110 10/07/13 12.650 -10,369 9,926 -443 284,693  314,461 70,231 384,693
  Buy HSI-Fin long AIA 3,101.19 3.667   1/06/14 3.604 11,373        325,834 58,858  
    ISEQ 20 short C&C Group 1,353.93 4.200   10/28/13 4.008 5,687        331,521 53,172  
      Flutter 99.83 56.960   10/28/13 56.500 5,686        337,207 47,485  
    FT 30 long ITV 52.20 217.888   12/02/13 228.772 11,374        348,581 36,112  
    Nikkei (TYO) Tokyo Electric Power 2,913.54 3.904   11/04/13 3.961 11,373        359,954 24,739  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.38 25.350 20.820 7/29/13 23.085 -8,758 7,899 -859 283,833  351,196 32,637 383,833
    OMXH 25 long Nokia 1,902.97 5.265   9/16/13 4.720 -8,982 10,019 1,037 284,871  342,214 42,657 384,871
    OBX 25 short Frontline 933.64 8.829 5.997 4/15/13 7.413 -6,921 5,599 -1,322 283,549  335,293 48,256 383,549
  Buy ATX long Wienerberger 826.25 13.065   8/11/14 11.525 10,795        346,088 37,461  
    SDAX ADLER Real Estate 3,610.37 2.990   3/31/14 5.100 10,795        356,883 26,666  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short YIT 1,084.92 9.950   10/28/13 10.035 10,795        367,678 15,871  
    OBX 25 long REC Silicon 3,046.08 3.544   12/16/13 2.538 10,795        378,473 5,076  
10/28/13 Sell ISEQ 20 short C&C Group 1,353.93 4.008 4.401 10/14/13 4.200 -5,687 5,959 272 283,821  372,786 11,035 383,821
      Flutter 99.83 56.500 57.424 10/14/13 56.960 -5,686 5,733 46 283,867  367,100 16,767 383,867
    OMXH 25 YIT 1,084.92 10.035 9.865 10/21/13 9.950 -10,795 10,703 -92 283,775  356,305 27,470 383,775
    CAC Next 20 long EDF 436.41 25.570   10/07/13 23.760 -10,369 11,159 790 284,565  345,936 38,629 384,565
  Buy ISEQ 20 Bank of Ireland 688.74 7.680   11/25/13 8.040 5,290        351,226 33,339  
      Smurfit Kappa 307.35 17.210   11/25/13 17.550 5,289        356,515 28,050  
    OMXH 25 Nokia 2,132.86 4.960   11/11/13 5.770 10,579        367,094 17,471  
    CAC Next 20 short STMicroelectronics 1,891.47 5.593   11/11/13 5.653 10,579        377,673 6,892  
11/04/13 Sell SSE 50 short China Northern Rare 3,097.68 2.137 2.623 5/13/13 2.368 -7,335 8,126 791 285,356  370,338 15,018 385,356
    Nikkei (FRA) Nikon 419.46 13.433 12.727 9/30/13 13.080 -5,487 5,338 -148 285,208  364,852 20,357 385,208
    Nikkei (TYO) long Tokyo Electric Power 2,913.54 3.961   10/14/13 3.904 -11,373 11,541 168 285,377  353,479 31,898 385,377
  Buy SSE 50 Shanghai Oriental 2,372.03 4.398   12/23/13 4.388 10,431        363,910 21,467  
    Nikkei (FRA) Softbank 182.68 28.550   12/16/13 30.884 5,216        369,125 16,251  
      Tokyo Electric Power 1,315.72 3.964   12/16/13 3.730 5,216        374,341 11,036  
    Nikkei (TYO) short Nikon 776.32 13.437   11/18/13 13.220 10,431        384,772 605  
11/11/13 Sell OMXH 25 long Nokia 2,132.86 5.770   10/28/13 4.960 -10,579 12,307 1,728 287,104  374,193 12,912 387,104
    CAC Next 20 short STMicroelectronics 1,891.47 5.653 5.533 10/28/13 5.593 -10,579 10,466 -113 286,991  363,614 23,377 386,991
  Buy OMXH 25 Outokumpu 2,931.14 3.500   12/02/13 3.690 10,259        373,873 13,118  
    CAC Next 20 long EDF 396.41 25.880   12/09/13 26.640 10,259        384,132 2,859  
11/18/13 Sell HSI-Prop short Hang Lung 1,621.17 2.531 2.606 6/10/13 2.568 -4,163 4,225 62 287,052  379,968 7,084 387,052
      Sino Land 3,869.06 1.043 1.110 6/10/13 1.076 -4,164 4,296 133 287,185  375,805 11,380 387,185
    Topix (FRA) Inpex 965.67 8.519 7.387 6/03/13 7.953 -7,680 7,133 -547 286,638  368,125 18,514 386,638
    Nikkei (TYO) Nikon 776.32 13.220 13.657 11/04/13 13.437 -10,431 10,602 171 286,809  357,694 29,116 386,809
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Prop long CK Hutchison 438.66 11.852   2/10/14 10.645 5,199        362,893 23,917  
      China Ov Land & Inv 2,240.27 2.321   2/10/14 1.876 5,199        368,092 18,718  
    Topix (FRA) Softbank 363.01 28.644   11/25/13 31.950 10,398        378,490 8,320  
    Nikkei (TYO) MinebeaMitsumi 2,070.78 5.021   3/03/14 6.187 10,398        388,888 -2,078  
11/25/13 Sell ISEQ 20 long Bank of Ireland 688.74 8.040   10/28/13 7.680 -5,290 5,537 248 287,057  383,598 3,459 387,057
      Smurfit Kappa 307.35 17.550   10/28/13 17.210 -5,289 5,394 105 287,162  378,309 8,853 387,162
    Topix (FRA) Softbank 363.01 31.950   11/18/13 28.644 -10,398 11,598 1,200 288,362  367,911 20,451 388,362
    GCX SunPower 1,047.05 21.795   2/11/13 7.063 -7,395 22,820 15,425 303,787  360,516 43,271 403,787
  Buy ISEQ 20 short Flutter 99.66 56.070   12/02/13 56.450 5,588        366,104 37,683  
      Ryanair Holdings 958.16 5.832   12/02/13 6.109 5,588        371,692 32,095  
    Topix (FRA) Komatsu 714.44 15.643   6/09/14 16.815 11,176        382,868 20,919  
    GCX Aurubis 263.74 42.375   1/06/14 43.845 11,176        394,044 9,743  
12/02/13 Sell ISEQ 20 short Flutter 99.66 56.450 55.690 11/25/13 56.070 -5,588 5,550 -38 303,749  388,456 15,293 403,749
      Ryanair Holdings 958.16 6.109 5.555 11/25/13 5.832 -5,588 5,323 -265 303,484  382,868 20,616 403,484
    OMXH 25 Outokumpu 2,931.14 3.690 3.310 11/11/13 3.500 -10,259 9,702 -557 302,927  372,609 30,318 402,927
    FT 30 long ITV 52.20 228.772   10/14/13 217.888 -11,374 11,942 568 303,495  361,235 42,260 403,495
  Buy ISEQ 20 Bank of Ireland 668.05 8.340   4/14/14 8.250 5,572        366,806 36,688  
      Smurfit Kappa 323.17 17.240   4/14/14 17.010 5,571        372,378 31,117  
    OMXH 25 Nokia 1,885.77 5.909   12/09/13 5.850 11,143        383,521 19,974  
12/09/13 Sell   long Nokia 1,885.77 5.850   12/02/13 5.909 -11,143 11,032 -111 303,384  372,378 31,006 403,384
    PSI 20 Teixeira Duarte 13,984.85 0.920   9/23/13 0.660 -9,230 12,866 3,636 307,020  363,148 43,872 407,020
    CAC Next 20 EDF 396.41 26.640   11/11/13 25.880 -10,259 10,560 301 307,321  352,889 54,432 407,321
  Buy OMXH 25 short Metso Outotec 1,723.61 6.697   5/12/14 8.620 11,543        364,432 42,889  
    CAC Next 20 STMicroelectronics 2,117.98 5.450   1/13/14 5.763 11,543        375,975 31,346  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,765.43 7.030   9/09/13 5.380 -9,498 12,411 2,913 310,234  366,477 43,757 410,234
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 REC Silicon 3,046.08 2.538   10/21/13 3.544 -10,795 7,730 -3,065 307,169  355,682 51,487 407,169
    Nikkei (FRA) Softbank 182.68 30.884   11/04/13 28.550 -5,216 5,642 426 307,595  350,466 57,129 407,595
      Tokyo Electric Power 1,315.72 3.730   11/04/13 3.964 -5,216 4,908 -308 307,287  345,251 62,036 407,287
    DJ Global Titans Bank of America 866.79 11.075   10/29/12 7.204 -6,244 9,600 3,356 310,643  339,007 71,636 410,643
  Buy IBEX 35 short Acciona 303.22 39.760   1/20/14 48.255 12,056        351,063 59,580  
    OBX 25 TGS-NOPEC 710.34 16.972   12/23/13 17.469 12,056        363,119 47,524  
    Nikkei (FRA) Nitto Denko 208.00 28.981   12/30/13 30.258 6,028        369,147 41,496  
      Pacific Metals 242.48 24.860   12/30/13 26.180 6,028        375,175 35,468  
    CAC Mid 60 Adocia 2,111.38 5.710   12/23/13 5.660 12,056        387,231 23,412  
    DJ Global Titans IBM 93.28 129.242   12/23/13 133.044 12,056        399,287 11,356  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,372.03 4.388   11/04/13 4.398 -10,431 10,409 -22 310,620  388,856 21,765 410,620
    HSI Galaxy Entertainment 1,678.38 6.370   9/16/13 5.352 -8,982 10,691 1,709 312,330  379,874 32,456 412,330
    OBX 25 short TGS-NOPEC 710.34 17.469 16.475 12/16/13 16.972 -12,056 11,703 -353 311,977  367,818 44,159 411,977
    CAC Mid 60 Adocia 2,111.38 5.660 5.760 12/16/13 5.710 -12,056 12,162 106 312,083  355,762 56,322 412,083
    DJ Global Titans IBM 93.28 133.044 125.440 12/16/13 129.242 -12,056 11,701 -355 311,728  343,706 68,023 411,728
  Buy SSE 50 Poly Developments 18,718.59 0.641   6/02/14 0.591 11,993        355,699 56,030  
    PSI 20 long Impresa 11,002.75 1.090   5/12/14 1.759 11,993        367,692 44,037  
    OBX 25 DNO International 4,126.41 2.906   2/17/14 2.830 11,993        379,685 32,044  
    FT 30 Int Cons Airlines 25.43 471.516   1/27/14 485.635 11,991        391,676 20,053  
    DJ Global Titans Alphabet A 29.37 408.320   10/27/14 433.045 11,992        403,668 8,061  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.00 30.258 27.704 12/16/13 28.981 -6,028 5,762 -266 311,463  397,640 13,823 411,463
      Pacific Metals 242.48 26.180 23.540 12/16/13 24.860 -6,028 5,708 -320 311,143  391,612 19,531 411,143
  Buy   long MinebeaMitsumi 1,020.86 5.273   2/10/14 6.030 5,383        396,995 14,148  
      Softbank 170.21 31.625   2/10/14 27.751 5,383        402,378 8,765  
1/06/14 Sell HSI-Fin long AIA 3,101.19 3.604   10/14/13 3.667 -11,373 11,178 -195 310,948  391,005 19,943 410,948
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short Aurubis 263.74 43.845 40.905 11/25/13 42.375 -11,176 10,788 -388 310,560  379,829 30,731 410,560
  Buy HSI-Fin ICBC 23,512.36 0.469   6/02/14 0.478 11,032        390,861 19,699  
    SLI long Vifor Pharma 149.04 74.020   1/27/14 69.103 11,032        401,893 8,667  
    GCX Vestas Wind Systems 2,211.13 4.989   2/03/14 4.789 11,032        412,925 -2,365  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,117.98 5.763 5.137 12/09/13 5.450 -11,543 10,880 -663 309,897  401,382 8,515 409,897
1/20/14 Sell IBEX 35 short Acciona 303.22 48.255 31.265 12/16/13 39.760 -12,056 9,480 -2,576 307,321  389,326 17,996 407,321
  Buy   long Siemens Gamesa 1,257.63 8.454   1/27/14 7.622 10,632        399,958 7,364  
    NZX 50 short Chorus 11,349.27 0.937   6/02/14 1.063 10,632        410,590 -3,268  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,257.63 7.622   1/20/14 8.454 -10,632 9,586 -1,046 306,275  399,958 6,317 406,275
    Athex LC Aegean Airlines 2,612.62 7.210   9/30/13 4.200 -10,973 18,837 7,864 314,139  388,985 25,154 414,139
    FT 30 Int Cons Airlines 25.43 485.635   12/23/13 471.516 -11,991 12,350 359 314,498  376,994 37,504 414,498
    SLI Vifor Pharma 149.04 69.103   1/06/14 74.020 -11,032 10,299 -733 313,765  365,962 47,803 413,765
  Buy IBEX 35 short Repsol 658.43 17.525   2/17/14 17.625 11,539        377,501 36,264  
    Athex LC Eurobank Ergasias 235.49 49.000   5/09/16 0.875 11,539        389,040 24,725  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,120.76 7.265   9/30/13 5.174 -10,973 15,406 4,433 318,199  378,067 40,132 418,199
    GCX Vestas Wind Systems 2,211.13 4.789   1/06/14 4.989 -11,032 10,590 -442 317,756  367,035 50,721 417,756
  Buy FT 30 Int Cons Airlines 23.44 499.638   2/10/14 509.014 11,712        378,747 39,010  
    GCX short Aurubis 288.45 40.600   3/03/14 38.880 11,711        390,458 27,299  
2/10/14 Sell HSI-Prop long CK Hutchison 438.66 10.645   11/18/13 11.852 -5,199 4,670 -529 317,227  385,259 31,968 417,227
      China Ov Land & Inv 2,240.27 1.876   11/18/13 2.321 -5,199 4,203 -996 316,230  380,060 36,171 416,230
    MerVal Telecom Argentina 2,155.19 2.998   8/12/13 4.215 -9,085 6,462 -2,623 313,608  370,975 42,633 413,608
    FT 30 Int Cons Airlines 23.44 509.014   2/03/14 499.638 -11,712 11,931 220 313,827  359,263 54,564 413,827
    Nikkei (FRA) MinebeaMitsumi 1,020.86 6.030   12/30/13 5.273 -5,383 6,156 773 314,600  353,880 60,720 414,600
      Softbank 170.21 27.751   12/30/13 31.625 -5,383 4,723 -659 313,941  348,497 65,443 413,941
  Buy HSI-Prop short New World Dev 1,697.93 3.529   7/28/14 3.549 5,992        354,489 59,451  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      The Wharf 3,238.39 1.850   7/28/14 2.205 5,992        360,481 53,459  
    Nikkei (FRA) Hitachi Zosen 1,405.58 4.263   6/30/14 3.700 5,992        366,473 47,467  
      Nitto Denko 191.46 31.297   6/30/14 33.890 5,992        372,465 41,475  
2/17/14 Sell IBEX 35 short Repsol 658.43 17.625 17.425 1/27/14 17.525 -11,539 11,473 -66 313,875  360,926 52,948 413,875
    OBX 25 long DNO International 4,126.41 2.830   12/23/13 2.906 -11,993 11,679 -314 313,560  348,933 64,627 413,560
  Buy IBEX 35 Siemens Gamesa 1,431.45 8.351   3/10/14 8.580 11,954        360,887 52,673  
    OBX 25 short Petroleum Geo-Srvcs 1,571.86 7.605   6/02/14 7.980 11,954        372,841 40,719  
2/24/14 Buy MerVal long Edenor 36,108.11 0.315   12/15/14 0.569 11,356        384,197 29,363  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,070.78 6.187   11/18/13 5.021 -10,398 12,811 2,413 315,973  373,799 42,174 415,973
    GCX short Aurubis 288.45 38.880 42.396 2/03/14 40.600 -11,711 12,229 518 316,491  362,088 54,403 416,491
  Buy Nikkei (TYO) Hitachi Zosen 2,998.62 3.926   3/31/14 3.419 11,772        373,860 42,631  
    GCX long Vestas Wind Systems 2,352.71 5.004   4/14/14 5.847 11,772        385,632 30,859  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,431.45 8.580   2/17/14 8.351 -11,954 12,282 328 316,819  373,678 43,141 416,819
  Buy   short Inditex 548.31 20.970   6/09/14 21.750 11,498        385,176 31,643  
3/31/14 Sell SDAX long ADLER Real Estate 3,610.37 5.100   10/21/13 2.990 -10,795 18,413 7,618 324,437  374,381 50,056 424,437
    Nikkei (TYO) short Hitachi Zosen 2,998.62 3.419 4.508 3/03/14 3.926 -11,772 13,519 1,747 326,184  362,609 63,575 426,184
  Buy SDAX Koenig & Bauer 995.37 12.300   5/05/14 11.730 12,243        374,852 51,332  
    Nikkei (TYO) long MinebeaMitsumi 1,900.17 6.443   4/07/14 6.630 12,243        387,095 39,089  
4/07/14 Sell   long MinebeaMitsumi 1,900.17 6.630   3/31/14 6.443 -12,243 12,597 354 326,538  374,852 51,686 426,538
  Buy   short Hitachi Zosen 3,462.71 3.453   7/28/14 3.842 11,955        386,807 39,731  
4/14/14 Sell ISEQ 20 long Bank of Ireland 668.05 8.250   12/02/13 8.340 -5,572 5,511 -60 326,478  381,236 45,242 426,478
      Smurfit Kappa 323.17 17.010   12/02/13 17.240 -5,571 5,497 -74 326,404  375,664 50,740 426,404
    BAX Morphosys 190.74 58.270   7/01/13 44.145 -8,420 11,114 2,694 329,098  367,244 61,854 429,098
    GEX Manz 172.30 65.730   9/23/13 53.570 -9,230 11,325 2,095 331,193  358,014 73,179 431,193
    GCX Vestas Wind Systems 2,352.71 5.847   3/03/14 5.004 -11,772 13,755 1,983 333,177  346,242 86,935 433,177
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 short C&C Group 1,451.12 4.480   1/19/15 3.322 6,501        352,743 80,434  
      Flutter 121.31 53.590   1/19/15 66.350 6,501        359,244 73,933  
    BAX Adva 4,059.32 3.203   4/21/14 3.210 13,002        372,246 60,931  
    GEX 4SC 453.64 28.662   1/26/15 18.284 13,002        385,248 47,928  
    GCX EJR 252.53 51.487   4/28/14 51.524 13,002        398,250 34,927  
4/21/14 Sell BAX short Adva 4,059.32 3.210 3.196 4/14/14 3.203 -13,002 12,974 -28 333,148  385,248 47,900 433,148
  Buy   long Sixt 415.69 28.930   5/05/14 28.890 12,026        397,274 35,874  
4/28/14 Sell Nordic 30 long Pandora 304.95 46.257   7/29/13 28.719 -8,758 14,106 5,348 338,496  388,516 49,980 438,496
    GCX short EJR 252.53 51.524 51.450 4/14/14 51.487 -13,002 12,993 -9 338,487  375,514 62,973 438,487
  Buy Germany SolarWorld 406.09 30.870   6/09/14 16.900 12,536        388,050 50,437  
    Nordic 30 Carlsberg A 169.84 73.812   5/05/14 74.896 12,536        400,586 37,900  
    GCX long Vestas Wind Systems 2,034.34 6.162   5/19/14 7.076 12,536        413,122 25,364  
5/05/14 Sell SDAX short Koenig & Bauer 995.37 11.730 12.898 3/31/14 12.300 -12,243 12,838 595 339,082  400,879 38,202 439,082
    Nordic 30 Carlsberg A 169.84 74.896 72.728 4/28/14 73.812 -12,536 12,352 -184 338,898  388,343 50,555 438,898
    BAX long Sixt 415.69 28.890   4/21/14 28.930 -12,026 12,009 -17 338,881  376,317 62,564 438,881
  Buy SDAX ADLER Real Estate 2,499.70 5.015   5/19/14 5.000 12,536        388,853 50,028  
    Nordic 30 Pandora 257.26 48.729   9/15/14 59.766 12,536        401,389 37,492  
    BAX short Adva 3,917.50 3.200   6/09/14 3.196 12,536        413,925 24,956  
5/12/14 Sell OMXH 25 short Metso Outotec 1,723.61 8.620 4.774 12/09/13 6.697 -11,543 8,229 -3,315 335,567  402,382 33,184 435,567
    PSI 20 long Impresa 11,002.75 1.759   12/23/13 1.090 -11,993 19,354 7,361 342,927  390,389 52,538 442,927
  Buy OMXH 25 Outokumpu 1,854.19 6.680   5/19/14 6.250 12,386        402,775 40,152  
5/19/14 Sell SDAX long ADLER Real Estate 2,499.70 5.000   5/05/14 5.015 -12,536 12,499 -38 342,890  390,239 52,651 442,890
    OMXH 25 Outokumpu 1,854.19 6.250   5/12/14 6.680 -12,386 11,589 -797 342,093  377,853 64,239 442,093
    GCX Vestas Wind Systems 2,034.34 7.076   4/28/14 6.162 -12,536 14,396 1,860 343,952  365,317 78,635 443,952
  Buy HSI Citic Pacific 10,084.92 1.295   11/10/14 1.393 13,064        378,381 65,571  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX short WCM 8,048.80 1.623   5/26/14 1.623 13,064        391,445 52,507  
    OMXH 25 YIT 1,765.41 7.400   1/26/15 5.508 13,064        404,509 39,443  
    GCX Energy Recovery 3,875.98 3.371   3/02/15 3.076 13,064        417,573 26,379  
5/26/14 Sell SDAX short WCM 8,048.80 1.623 1.623 5/19/14 1.623 -13,064 13,064 0 343,952  404,509 39,443  
  Buy   long ADLER Real Estate 2,197.09 5.500   6/09/14 6.050 12,084        416,593 27,359  
    HSI-C&I Tencent 1,188.24 10.170   10/06/14 12.196 12,084        428,677 15,275  
6/02/14 Sell SSE 50 short Poly Developments 18,718.59 0.591 0.695 12/23/13 0.641 -11,993 13,004 1,011 344,963  416,684 28,279 444,963
    HSI-Fin ICBC 23,512.36 0.478 0.460 1/06/14 0.469 -11,032 10,825 -207 344,756  405,652 39,104 444,756
    OBX 25 Petroleum Geo-Srvcs 1,571.86 7.980 7.230 2/17/14 7.605 -11,954 11,365 -589 344,167  393,698 50,469 444,167
    NZX 50 Chorus 11,349.27 1.063 0.811 1/20/14 0.937 -10,632 9,200 -1,432 342,735  383,066 59,669 442,735
  Buy SSE 50 long Sinolink Secs 10,921.74 1.150   6/23/14 1.117 12,560        395,626 47,109  
    HSI-Fin HK Exchgs & Clrg 917.77 13.685   9/29/14 17.213 12,560        408,186 34,549  
    OBX 25 Grieg Seafood 3,723.25 3.373   6/30/14 3.430 12,560        420,746 21,989  
    FT 30 National Grid 11.38 1,103.450   6/09/14 1,037.210 12,557        433,304 9,431  
    NZX 50 Tourism 18,038.20 0.696   7/21/14 0.758 12,560        445,864 -3,129  
6/09/14 Sell Germany short SolarWorld 406.09 16.900 56.388 4/28/14 30.870 -12,536 22,899 10,363 353,098  433,328 19,770 453,098
    SDAX long ADLER Real Estate 2,197.09 6.050   5/26/14 5.500 -12,084 13,292 1,208 354,306  421,244 33,062 454,306
    IBEX 35 short Inditex 548.31 21.750 20.190 3/10/14 20.970 -11,498 11,070 -428 353,878  409,746 44,133 453,878
    FT 30 long National Grid 11.38 1,037.210   6/02/14 1,103.450 -12,557 11,803 -754 353,125  397,188 55,936 453,125
    Topix (FRA) short Komatsu 714.44 16.815 14.471 11/25/13 15.643 -11,176 10,339 -837 352,287  386,012 66,275 452,287
    BAX Adva 3,917.50 3.196 3.204 5/05/14 3.200 -12,536 12,552 16 352,303  373,476 78,827 452,303
  Buy Germany long RIB Software 948.43 14.000   7/28/14 10.655 13,278        386,754 65,549  
    SDAX short WCM 8,302.12 1.599   12/29/14 1.381 13,278        400,032 52,271  
    FT 30 Tesco 28.83 460.539   11/17/14 306.530 13,277        413,310 38,993  
    Topix (FRA) long Fujitsu 265.40 50.030   9/15/14 48.100 13,278        426,588 25,715  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Cancom 672.64 19.740   6/16/14 18.403 13,278        439,866 12,437  
6/16/14 Sell   long Cancom 672.64 18.403   6/09/14 19.740 -13,278 12,378 -900 351,403  426,588 24,816 451,403
  Buy IBEX 35 short ArcelorMittal 363.07 32.790   3/02/15 28.860 11,905        438,493 12,910  
    BAX Adva 3,796.24 3.136   6/23/14 3.096 11,905        450,398 1,005  
6/23/14 Sell SSE 50 long Sinolink Secs 10,921.74 1.117   6/02/14 1.150 -12,560 12,200 -360 351,043  437,838 13,205 451,043
    BAX short Adva 3,796.24 3.096 3.177 6/16/14 3.136 -11,905 12,059 154 351,197  425,933 25,264 451,197
  Buy SSE 50 Kangmei Pharma 13,817.87 0.862   7/07/14 0.868 11,911        437,844 13,353  
    CAC Next 20 Arkema 168.58 70.655   1/26/15 62.720 11,911        449,755 1,442  
    CAC Mid 60 CGG 34.69 343.360   1/19/15 153.600 11,911        461,666 -10,469  
    BAX long Wacker Neuson 718.83 16.570   7/14/14 17.170 11,911        473,577 -22,380  
6/30/14 Sell OBX 25 long Grieg Seafood 3,723.25 3.430   6/02/14 3.373 -12,560 12,770 210 351,407  461,017 -9,610 451,407
    Nikkei (FRA) short Hitachi Zosen 1,405.58 3.700 4.912 2/10/14 4.263 -5,992 6,904 912 352,319  455,025 -2,706 452,319
      Nitto Denko 191.46 33.890 28.704 2/10/14 31.297 -5,992 5,496 -496 351,822  449,033 2,789 451,822
  Buy OBX 25 Norwegian 4.74 2,398.530   7/07/14 2,546.850 11,369        460,402 -8,580  
    Nikkei (FRA) long Fujitsu 103.34 54.990   8/17/15 44.550 5,683        466,085 -14,262  
      MinebeaMitsumi 690.97 8.224   8/17/15 12.573 5,683        471,767 -19,945  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,817.87 0.868 0.856 6/23/14 0.862 -11,911 11,823 -88 351,734  459,856 -8,122 451,734
    OBX 25 Norwegian 4.74 2,546.850 2,250.210 6/30/14 2,398.530 -11,369 10,666 -703 351,031  448,487 2,544 451,031
  Buy SSE 50 long AVIC Aviation Engine 3,810.28 2.976   8/03/15 7.097 11,339        459,826 -8,795  
    OBX 25 SalMar 841.18 13.480   7/28/14 14.639 11,339        471,165 -20,134  
7/14/14 Sell BAX long Wacker Neuson 718.83 17.170   6/23/14 16.570 -11,911 12,342 431 351,462  459,254 -7,792 451,462
7/21/14 Sell NZX 50 long Tourism 18,038.20 0.758   6/02/14 0.696 -12,560 13,671 1,111 352,573  446,694 5,879 452,573
  Buy France short CGG 42.88 267.296   12/29/14 160.352 11,462        458,156 -5,582  
    NZX 50 a2 Milk 29,252.17 0.392   7/28/14 0.401 11,461        469,617 -17,043  
7/28/14 Sell Germany long RIB Software 948.43 10.655   6/09/14 14.000 -13,278 10,106 -3,173 349,401  456,339 -6,938 449,401
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Dürr 350.87 30.355   7/01/13 23.998 -8,420 10,651 2,231 351,631  447,919 3,713 451,631
    HSI-Prop short New World Dev 1,697.93 3.549 3.509 2/10/14 3.529 -5,992 5,959 -33 351,598  441,927 9,671 451,598
      The Wharf 3,238.39 2.205 1.496 2/10/14 1.850 -5,992 4,845 -1,147 350,451  435,935 14,516 450,451
    OBX 25 long SalMar 841.18 14.639   7/07/14 13.480 -11,339 12,314 975 351,426  424,596 26,830 451,426
    NZX 50 short a2 Milk 29,252.17 0.401 0.383 7/21/14 0.392 -11,461 11,201 -260 351,166  413,135 38,031 451,166
    Nikkei (TYO) Hitachi Zosen 3,462.71 3.842 3.063 4/07/14 3.453 -11,955 10,606 -1,349 349,816  401,180 48,637 449,816
  Buy Germany SolarWorld 830.73 15.000   1/12/15 12.350 12,461        413,641 36,176  
    MDAX Südzucker 897.44 13.885   2/02/15 11.245 12,461        426,102 23,715  
    HSI-Prop long CK Hutchison 453.79 13.730   8/24/15 10.950 6,230        432,332 17,484  
      Sino Land 4,976.44 1.252   8/24/15 1.200 6,231        438,563 11,254  
    OBX 25 short Petroleum Geo-Srvcs 1,931.04 6.453   8/11/14 6.127 12,461        451,024 -1,207  
    NZX 50 long Tourism 16,746.41 0.744   2/22/16 1.542 12,461        463,485 -13,668  
    BAX Nemetschek 1,961.07 6.354   8/04/14 6.125 12,461        475,946 -26,129  
    Nikkei (TYO) MinebeaMitsumi 1,363.66 9.138   10/20/14 9.651 12,461        488,407 -38,590  
8/04/14 Sell HDAX long Dürr 497.53 28.230   1/23/12 9.125 -4,540 14,045 9,505 359,322  483,867 -24,545 459,322
    MIB Azimut 696.15 18.460   11/05/12 9.304 -6,477 12,851 6,374 365,696  477,390 -11,694 465,696
    BAX Nemetschek 1,961.07 6.125   7/28/14 6.354 -12,461 12,012 -449 365,246  464,929 318 465,246
    Indices Merval 18.12 750.468   8/12/13 501.316 -9,084 13,598 4,515 369,761  455,845 13,916 469,761
  Buy HDAX short Südzucker 928.65 13.020   1/12/15 11.160 12,091        467,936 1,825  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        480,054 -10,293  
8/11/14 Sell ATX long Wienerberger 826.25 11.525   10/21/13 13.065 -10,795 9,523 -1,272 368,488  469,259 -771 468,488
    DAX Continental 81.13 133.083   7/16/12 59.533 -4,830 10,797 5,967 374,456  464,429 10,026 474,456
    OBX 25 short Petroleum Geo-Srvcs 1,931.04 6.127 6.796 7/28/14 6.453 -12,461 13,124 663 375,118  451,968 23,150 475,118
  Buy ATX Raiffeisen Bank Int 658.70 18.910   2/16/15 13.795 12,456        464,424 10,694  
    DAX Adidas 216.81 57.450   8/18/14 60.070 12,456        476,880 -1,762  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long SalMar 945.59 13.173   8/18/14 12.880 12,456        489,336 -14,218  
8/18/14 Sell DAX short Adidas 216.81 60.070 54.830 8/11/14 57.450 -12,456 11,888 -568 374,550  476,880 -2,330 474,550
    OBX 25 long SalMar 945.59 12.880   8/11/14 13.173 -12,456 12,179 -277 374,273  464,424 9,849 474,273
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 374,702  452,306 22,396 474,702
  Buy DAX long Vonovia 544.33 22.830   10/06/14 22.420 12,427        464,733 9,969  
    OBX 25 short Petroleum Geo-Srvcs 2,037.31 6.100   2/16/15 5.700 12,427        477,160 -2,458  
    Indices long Merval 15.85 784.124   10/06/14 1,022.100 12,428        489,588 -14,886  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,900.86 6.373   7/01/13 2.159 -8,420 24,859 16,439 391,141  481,168 9,973 491,141
  Buy   short Demant 1,064.98 11.763   9/08/14 11.966 12,527        493,695 -2,554  
9/08/14 Sell   short Demant 1,064.98 11.966 11.559 9/01/14 11.763 -12,527 12,310 -217 390,924  481,168 9,756 490,924
  Buy   long Pandora 217.86 57.454   9/29/14 61.631 12,517        493,685 -2,761  
9/15/14 Sell Nordic 30 long Pandora 257.26 59.766   5/05/14 48.729 -12,536 15,375 2,839 393,764  481,149 12,614 493,764
    Topix (FRA) Fujitsu 265.40 48.100   6/09/14 50.030 -13,278 12,766 -512 393,251  467,871 25,380 493,251
  Buy Nordic 30 short Volvo 1,474.77 8.791   11/10/14 9.334 12,965        480,836 12,415  
    Topix (FRA) Aeon 1,651.38 7.851   1/05/15 8.291 12,965        493,801 -550  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 917.77 17.213   6/02/14 13.685 -12,560 15,797 3,237 396,489  481,241 15,247 496,489
    TSX 60 Bausch Health 142.73 102.197   9/30/13 76.879 -10,973 14,587 3,614 400,102  470,268 29,834 500,102
    OMXC 20 Pandora 217.86 61.631   9/08/14 57.454 -12,517 13,427 910 401,012  457,751 43,261 501,012
  Buy HSI-Fin short ICBC 27,321.29 0.498   11/03/14 0.526 13,606        471,357 29,655  
    TSX 60 Yamana Gold 2,836.59 4.797   3/23/15 3.713 13,606        484,963 16,049  
10/06/14 Sell DAX long Vonovia 544.33 22.420   8/18/14 22.830 -12,427 12,204 -223 400,789  472,536 28,253 500,789
    HSI-C&I Tencent 1,188.24 12.196   5/26/14 10.170 -12,084 14,492 2,408 403,197  460,452 42,745 503,197
    Indices Merval 15.85 1,022.100   8/18/14 784.124 -12,428 16,200 3,772 406,969  448,024 58,945 506,969
  Buy DAX short Deutsche Lufthansa 1,171.11 12.080   11/17/14 13.145 14,147        462,171 44,798  
    HSI-C&I Galaxy Entertainment 2,871.67 4.926   4/13/15 4.822 14,147        476,318 30,651  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Pharol 8,679.14 1.630   2/23/15 0.697 14,147        490,465 16,504  
    Indices PSI 20 2.55 5,537.710   2/23/15 5,494.440 14,121        504,586 2,383  
10/13/14 Sell S&P 100 long Gilead Sciences 271.88 79.611   9/17/12 25.063 -6,814 21,645 14,830 421,799  497,772 24,027 521,799
    BEL 20 KBC 256.36 40.740   7/15/13 31.350 -8,037 10,444 2,407 424,207  489,735 34,472 524,207
    OMXS 30 Nokia 1,290.49 6.407   7/08/13 3.186 -4,111 8,268 4,157 428,363  485,624 42,739 528,363
      Kinnevik 188.00 22.475   7/08/13 21.868 -4,111 4,225 114 428,477  481,513 46,964 528,477
  Buy S&P 100 short General Motors 615.33 23.379   10/27/14 23.689 14,386        495,899 32,578  
    BEL 20 Galapagos 1,294.29 11.115   11/17/14 12.800 14,386        510,285 18,192  
    OMXS 30 Lundin 643.87 11.172   11/03/14 11.400 7,193        517,478 10,999  
      MTG 311.05 23.125   11/03/14 24.302 7,193        524,671 3,806  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.69 87.497   7/23/12 26.166 -4,754 15,897 11,143 439,621  519,917 19,704 539,621
    Europe 50 Roche 19.34 222.572   12/19/11 129.719 -2,509 4,305 1,796 441,416  517,408 24,008 541,416
    Nikkei (TYO) MinebeaMitsumi 1,363.66 9.651   7/28/14 9.138 -12,461 13,160 699 442,116  504,947 37,168 542,116
    SP Global 100 Apple 329.96 19.487   4/30/12 15.738 -5,193 6,430 1,237 443,353  499,754 43,599 543,353
  Buy Kospi 50 short Hyundai Heavy 175.56 83.577   12/08/14 94.176 14,673        514,427 28,926  
    Europe 50 Deutsche Bank 681.04 21.545   11/10/14 21.563 14,673        529,100 14,253  
    Nikkei (TYO) Toyo Seikan 1,786.88 8.212   10/27/14 8.725 14,673        543,773 -420  
    SP Global 100 Deutsche Bank 681.04 21.545   11/03/14 22.134 14,673        558,446 -15,093  
10/27/14 Sell S&P 100 short General Motors 615.33 23.689 23.070 10/13/14 23.379 -14,386 14,196 -190 443,162  544,060 -898 543,162
    Nikkei (TYO) Toyo Seikan 1,786.88 8.725 7.698 10/20/14 8.212 -14,673 13,755 -918 442,245  529,387 12,857 542,245
    DJ Global Titans long Alphabet A 29.37 433.045   12/23/13 408.320 -11,992 12,719 726 442,971  517,395 25,576 542,971
  Buy S&P 100 Gilead Sciences 160.30 88.668   6/08/15 100.700 14,213        531,608 11,363  
    Nikkei (TYO) MinebeaMitsumi 1,356.54 10.477   8/24/15 10.589 14,213        545,821 -2,850  
    DJ Global Titans short Samsung Electronics 867.36 16.387   11/10/14 18.745 14,213        560,034 -17,064  
11/03/14 Sell HSI-Fin short ICBC 27,321.29 0.526 0.470 9/29/14 0.498 -13,606 12,852 -754 442,217  546,428 -4,212 542,217
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Lundin 643.87 11.400 10.943 10/13/14 11.172 -7,193 7,046 -147 442,069  539,235 2,834 542,069
      MTG 311.05 24.302 21.949 10/13/14 23.125 -7,193 6,827 -366 441,703  532,042 9,661 541,703
    SP Global 100 Deutsche Bank 681.04 22.134 20.956 10/20/14 21.545 -14,673 14,272 -401 441,302  517,369 23,933 541,302
  Buy HSI-Fin long HK Exchgs & Clrg 799.71 17.669   11/24/14 17.528 14,130        531,499 9,803  
    OMXC 20 Pandora 211.91 66.679   11/17/14 66.322 14,130        545,629 -4,327  
    OMXS 30 Boliden 538.61 13.117   6/08/15 18.209 7,065        552,694 -11,392  
      Electrolux 314.62 22.455   6/08/15 27.196 7,065        559,759 -18,457  
    SP Global 100 Apple 645.28 21.898   8/24/15 22.212 14,130        573,889 -32,587  
11/10/14 Sell HSI long Citic Pacific 10,084.92 1.393   5/19/14 1.295 -13,064 14,048 984 442,286  560,825 -18,539 542,286
    Europe 50 short Deutsche Bank 681.04 21.563 21.527 10/20/14 21.545 -14,673 14,661 -12 442,274  546,152 -3,878 542,274
    Nordic 30 Volvo 1,474.77 9.334 8.249 9/15/14 8.791 -12,965 12,165 -800 441,474  533,187 8,287 541,474
    DJ Global Titans Samsung Electronics 867.36 18.745 14.028 10/27/14 16.387 -14,213 12,168 -2,045 439,429  518,974 20,455 539,429
  Buy HSI Kunlun Energy 13,511.92 1.036   1/12/15 0.825 13,997        532,971 6,458  
    Europe 50 long Novartis 226.07 61.916   8/24/15 69.088 13,997        546,968 -7,539  
    Nordic 30 Pandora 205.37 68.154   6/01/15 91.032 13,997        560,965 -21,536  
    DJ Global Titans Apple 639.16 21.899   12/15/14 21.746 13,997        574,962 -35,533  
11/17/14 Sell DAX short Deutsche Lufthansa 1,171.11 13.145 11.015 10/06/14 12.080 -14,147 12,900 -1,247 438,182  560,815 -22,633 538,182
    BEL 20 Galapagos 1,294.29 12.800 9.430 10/13/14 11.115 -14,386 12,205 -2,181 436,001  546,429 -10,428 536,001
    OMXC 20 long Pandora 211.91 66.322   11/03/14 66.679 -14,130 14,054 -76 435,925  532,299 3,626 535,925
    FT 30 short Tesco 28.83 306.530 691.926 6/09/14 460.539 -13,277 19,948 6,671 442,596  519,022 23,574 542,596
  Buy DAX long Merck (EMD) 184.61 76.670   7/06/15 90.640 14,154        533,176 9,420  
    BEL 20 Proximus 464.07 30.500   11/24/14 30.740 14,154        547,330 -4,734  
    OMXC 20 short FLSmidth 426.57 33.181   11/24/14 35.297 14,154        561,484 -18,888  
    FT 30 long Man Group 83.49 169.534   12/15/14 177.040 14,154        575,638 -33,042  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.71 17.528   11/03/14 17.669 -14,130 14,017 -113 442,483  561,508 -19,025 542,483
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Proximus 464.07 30.740   11/17/14 30.500 -14,154 14,266 111 442,594  547,354 -4,760 542,594
    OMXC 20 short FLSmidth 426.57 35.297 31.065 11/17/14 33.181 -14,154 13,251 -903 441,692  533,200 8,492 541,692
  Buy HSI-Fin HSBC 1,721.04 7.992   1/26/15 8.332 13,754        546,954 -5,262  
    BEL 20 Galapagos 1,066.20 12.900   12/01/14 13.020 13,754        560,708 -19,016  
    OMXC 20 long Pandora 204.65 67.207   8/17/15 107.440 13,754        574,462 -32,770  
12/01/14 Sell BEL 20 short Galapagos 1,066.20 13.020 12.780 11/24/14 12.900 -13,754 13,626 -128 441,564  560,708 -19,144 541,564
  Buy   long Proximus 413.16 31.610   12/15/14 29.550 13,060        573,768 -32,204  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.56 94.176 72.978 10/20/14 83.577 -14,673 12,812 -1,861 439,703  559,095 -19,392 539,703
  Buy   long Amorepacific Group 156.84 82.934   7/06/15 157.893 13,007        572,103 -32,399  
12/15/14 Sell BEL 20 long Proximus 413.16 29.550   12/01/14 31.610 -13,060 12,209 -851 438,852  559,043 -20,190 538,852
    MerVal Edenor 36,108.11 0.569   2/24/14 0.315 -11,356 20,531 9,175 448,027  547,687 341 548,027
    FT 30 Man Group 83.49 177.040   11/17/14 169.534 -14,154 14,781 627 448,654  533,532 15,122 548,654
    DJ Global Titans Apple 639.16 21.746   11/10/14 21.899 -13,997 13,899 -98 448,556  519,535 29,021 548,556
  Buy BEL 20 short Umicore 926.47 15.585   1/19/15 16.578 14,439        533,974 14,582  
    FT 30 Tesco 55.01 262.480   12/22/14 292.250 14,439        548,413 143  
    DJ Global Titans Gazprom 4,326.94 3.337   3/02/15 4.494 14,439        562,852 -14,296  
12/22/14 Sell TecDAX short SMA Solar 223.26 14.800 46.789 5/21/12 26.315 -5,875 10,446 4,571 453,127  556,977 -3,850 553,127
    FT 30 Tesco 55.01 292.250 232.709 12/15/14 262.480 -14,439 12,801 -1,638 451,489  542,538 8,951 551,489
  Buy   long Man Group 69.83 200.637   1/05/15 211.401 14,010        556,549 -5,059  
12/29/14 Sell France short CGG 42.88 160.352 445.565 7/21/14 267.296 -11,462 19,106 7,644 459,133  545,087 14,047 559,133
    SDAX WCM 8,302.12 1.381 1.852 6/09/14 1.599 -13,278 15,372 2,094 461,228  531,809 29,419 561,228
  Buy France long Adocia 309.56 47.700   6/08/15 66.230 14,766        546,575 14,653  
    SDAX Patrizia Immobilien 1,200.49 12.300   1/19/15 14.055 14,766        561,341 -113  
    BAX KUKA 249.13 59.270   7/27/15 74.330 14,766        576,107 -14,879  
1/05/15 Sell FT 30 long Man Group 69.83 211.401   12/22/14 200.637 -14,010 14,762 752 461,979  562,096 -117 561,979
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Aeon 1,651.38 8.291 7.411 9/15/14 7.851 -12,965 12,238 -727 461,253  549,131 12,121 561,253
  Buy FT 30 Tesco 48.75 294.006   1/19/15 365.061 14,333        563,464 -2,212  
    Topix (FRA) long Oriental Land 299.07 47.929   2/02/15 54.216 14,334        577,798 -16,546  
1/12/15 Sell Germany short SolarWorld 830.73 12.350 18.219 7/28/14 15.000 -12,461 15,135 2,674 463,926  565,337 -1,411 563,926
    HSI Kunlun Energy 13,511.92 0.825 1.300 11/10/14 1.036 -13,997 17,571 3,574 467,500  551,340 16,160 567,500
    HDAX Südzucker 928.65 11.160 15.190 8/04/14 13.020 -12,091 14,106 2,015 469,516  539,249 30,266 569,516
  Buy Germany long Ströer Media 609.14 24.615   6/15/15 40.315 14,994        554,243 15,272  
    HSI China Life Ins HK 4,524.31 3.314   7/13/15 3.728 14,994        569,237 278  
    HDAX Ströer Media 609.14 24.615   8/24/15 47.670 14,994        584,231 -14,716  
1/19/15 Sell SDAX long Patrizia Immobilien 1,200.49 14.055   12/29/14 12.300 -14,766 16,873 2,107 471,622  569,465 2,157 571,622
    ISEQ 20 short C&C Group 1,451.12 3.322 6.042 4/14/14 4.480 -6,501 8,767 2,266 473,889  562,964 10,924 573,889
      Flutter 121.31 66.350 40.830 4/14/14 53.590 -6,501 4,953 -1,548 472,341  556,463 15,878 572,341
    BEL 20 Umicore 926.47 16.578 14.593 12/15/14 15.585 -14,439 13,520 -920 471,421  542,024 29,397 571,421
    FT 30 Tesco 48.75 365.061 222.950 1/05/15 294.006 -14,333 10,869 -3,464 467,957  527,691 40,266 567,957
    CAC Mid 60 CGG 34.69 153.600 767.553 6/23/14 343.360 -11,911 26,626 14,715 482,672  515,780 66,892 582,672
  Buy SDAX SGL Carbon 1,152.52 14.090   1/26/15 15.480 16,239        532,019 50,653  
    ISEQ 20 long Glanbia 586.25 13.850   6/08/15 17.420 8,120        540,139 42,534  
      Ryanair Holdings 834.48 9.730   6/08/15 11.660 8,119        548,258 34,414  
    BEL 20 bpost 710.37 22.860   9/28/15 21.000 16,239        564,497 18,175  
    FT 30 Man Group 77.39 209.841   6/08/15 231.072 16,240        580,737 1,936  
    CAC Mid 60 Adocia 256.95 63.200   6/08/15 66.230 16,239        596,976 -14,304  
1/26/15 Sell SDAX short SGL Carbon 1,152.52 15.480 12.700 1/19/15 14.090 -16,239 14,637 -1,602 481,070  580,737 333 581,070
    HSI-Fin HSBC 1,721.04 8.332 7.651 11/24/14 7.992 -13,754 13,168 -586 480,484  566,983 13,501 580,484
    OMXH 25 YIT 1,765.41 5.508 9.942 5/19/14 7.400 -13,064 17,552 4,488 484,972  553,919 31,053 584,972
    CAC Next 20 Arkema 168.58 62.720 79.594 6/23/14 70.655 -11,911 13,418 1,507 486,479  542,008 44,471 586,479
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX 4SC 453.64 18.284 44.930 4/14/14 28.662 -13,002 20,382 7,380 493,859  529,006 64,853 593,859
  Buy SDAX long Patrizia Immobilien 1,101.47 14.950   6/29/15 22.015 16,467        545,473 48,386  
    HSI-Fin China Life Ins HK 4,408.01 3.736   8/03/15 3.251 16,467        561,940 31,919  
    OMXH 25 Neste Oil 2,038.00 8.080   5/11/15 7.640 16,467        578,407 15,452  
    GEX Ströer Media 615.59 26.750   6/01/15 38.770 16,467        594,874 -1,015  
2/02/15 Sell MDAX short Südzucker 897.44 11.245 17.145 7/28/14 13.885 -12,461 15,386 2,925 496,784  582,413 14,371 596,784
    AEX KPN 1,606.45 2.756 4.771 10/15/12 3.626 -5,825 7,664 1,839 498,623  576,588 22,035 598,623
    Topix (FRA) long Oriental Land 299.07 54.216   1/05/15 47.929 -14,334 16,214 1,880 500,503  562,254 38,249 600,503
  Buy MDAX Ströer Media 619.15 25.790   11/16/15 61.450 15,968        578,222 22,281  
    Topix (FRA) short Orix 1,603.53 9.958   2/09/15 10.802 15,968        594,190 6,313  
2/09/15 Sell   short Orix 1,603.53 10.802 9.114 2/02/15 9.958 -15,968 14,615 -1,353 499,150  578,222 20,928 599,150
  Buy MerVal long Aluar 16,536.16 0.937   2/16/15 0.944 15,501        593,723 5,427  
    Topix (FRA) Sony 685.07 22.627   5/18/15 28.471 15,501        609,224 -10,074  
2/16/15 Sell ATX short Raiffeisen Bank Int 658.70 13.795 25.922 8/11/14 18.910 -12,456 17,075 4,619 503,768  596,768 7,000 603,768
    OBX 25 Petroleum Geo-Srvcs 2,037.31 5.700 6.528 8/18/14 6.100 -12,427 13,300 873 504,641  584,341 20,300 604,641
    MerVal long Aluar 16,536.16 0.944   2/09/15 0.937 -15,501 15,612 111 504,752  568,840 35,912 604,752
  Buy ATX Zumtobel 759.23 21.095   9/07/15 23.775 16,016        584,856 19,896  
    OBX 25 Frontline 1,286.59 12.448   2/23/15 11.234 16,016        600,872 3,880  
2/23/15 Sell PSI 20 short Pharol 8,679.14 0.697 3.812 10/06/14 1.630 -14,147 33,084 18,937 523,689  586,725 36,964 623,689
    OBX 25 long Frontline 1,286.59 11.234   2/16/15 12.448 -16,016 14,454 -1,562 522,126  570,709 51,417 622,126
    Indices short PSI 20 2.55 5,494.440 5,581.320 10/06/14 5,537.710 -14,121 14,232 111 522,238  556,588 65,650 622,238
  Buy PSI 20 long Altri 5,686.84 3.024   5/25/15 4.081 17,197        573,785 48,453  
    OBX 25 short Seadrill 6.11 2,815.850   4/13/15 2,712.370 17,205        590,990 31,248  
    MerVal long Comercial del Plata 69,539.02 0.247   3/02/15 0.261 17,197        608,187 14,051  
    Indices SSE 50 ew 51.12 336.435   7/27/15 382.611 17,199        625,385 -3,148  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/02/15 Sell IBEX 35 short ArcelorMittal 363.07 28.860 37.255 6/16/14 32.790 -11,905 13,526 1,621 523,859  613,480 10,379 623,859
    MerVal long Comercial del Plata 69,539.02 0.261   2/23/15 0.247 -17,197 18,157 960 524,818  596,283 28,535 624,818
    DJ Global Titans short Gazprom 4,326.94 4.494 2.180 12/15/14 3.337 -14,439 9,433 -5,006 519,812  581,844 37,968 619,812
    GCX Energy Recovery 3,875.98 3.076 3.693 5/19/14 3.371 -13,064 14,316 1,252 521,064  568,780 52,284 621,064
  Buy IBEX 35 long Intl. Cons. Airlines 2,130.76 7.900   3/09/15 7.660 16,833        585,613 35,451  
    DJ Global Titans Apple 583.34 28.856   3/30/15 29.169 16,833        602,446 18,618  
    GCX Shimano 120.97 139.151   6/01/15 129.753 16,833        619,279 1,785  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,130.76 7.660   3/02/15 7.900 -16,833 16,322 -511 520,552  602,446 18,106 620,552
  Buy   short Endesa 905.10 17.640   3/23/15 18.130 15,966        618,412 2,140  
    MerVal long Comercial del Plata 57,514.41 0.278   6/29/15 0.285 15,966        634,378 -13,826  
3/23/15 Sell IBEX 35 short Endesa 905.10 18.130 17.150 3/09/15 17.640 -15,966 15,522 -443 520,109  618,412 1,697 620,109
    TSX 60 Yamana Gold 2,836.59 3.713 6.196 9/29/14 4.797 -13,606 17,575 3,969 524,078  604,806 19,272 624,078
  Buy IBEX 35 long Intl. Cons. Airlines 1,985.56 8.100   5/11/15 7.890 16,083        620,889 3,189  
    TSX 60 Bausch Health 86.57 185.781   5/11/15 200.704 16,083        636,972 -12,894  
3/30/15 Sell DJ Global Titans long Apple 583.34 29.169   3/02/15 28.856 -16,833 17,015 182 524,260  620,139 4,121 624,260
  Buy   short ConocoPhilips 265.85 59.090   4/27/15 61.591 15,709        635,848 -11,588  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,871.67 4.822 5.033 10/06/14 4.926 -14,147 14,452 305 524,565  621,701 2,864 624,565
    OBX 25 Seadrill 6.11 2,712.370 2,923.280 2/23/15 2,815.850 -17,205 17,861 656 525,222  604,497 20,725 625,222
    ÖkoDAX (deprecated) SolarWorld 67.28 14.550 772.962 4/29/13 106.050 -7,135 52,005 44,870 570,092  597,361 72,730 670,092
  Buy HSI-C&I long Tencent 892.13 20.815   7/06/15 17.093 18,570        615,931 54,160  
    OBX 25 Frontline 1,356.93 13.685   5/18/15 12.057 18,570        634,501 35,590  
4/27/15 Sell DJ Global Titans short ConocoPhilips 265.85 61.591 56.589 3/30/15 59.090 -15,709 15,044 -665 569,427  618,792 50,634 669,427
  Buy   long Mitsubishi UFJ 2,774.29 6.489   6/08/15 6.373 18,001        636,793 32,633  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,985.56 7.890   3/23/15 8.100 -16,083 15,666 -417 569,010  620,710 48,299 669,010
    OMXH 25 Neste Oil 2,038.00 7.640   1/26/15 8.080 -16,467 15,570 -897 568,113  604,243 63,870 668,113
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Bausch Health 86.57 200.704   3/23/15 185.781 -16,083 17,375 1,292 569,405  588,160 81,245 669,405
  Buy IBEX 35 short Obrascón Huarte Lain 980.46 19.140   4/25/16 5.840 18,766        606,926 62,479  
    OMXH 25 Outokumpu 3,584.72 5.235   1/04/16 2.584 18,766        625,692 43,713  
    TSX 60 Cenovus Energy 1,210.24 15.506   3/21/16 12.064 18,766        644,458 24,947  
5/18/15 Sell OBX 25 long Frontline 1,356.93 12.057   4/13/15 13.685 -18,570 16,360 -2,210 567,195  625,888 41,307 667,195
    Topix (FRA) Sony 685.07 28.471   2/09/15 22.627 -15,501 19,505 4,004 571,199  610,387 60,812 671,199
  Buy OBX 25 short REC Silicon 8,646.35 2.117   6/01/15 1.852 18,300        628,687 42,512  
    Topix (FRA) Toshiba 611.43 29.930   5/25/15 30.510 18,300        646,987 24,211  
5/25/15 Sell PSI 20 long Altri 5,686.84 4.081   2/23/15 3.024 -17,197 23,208 6,011 577,210  629,790 47,419 677,210
    Topix (FRA) short Toshiba 611.43 30.510 29.350 5/18/15 29.930 -18,300 17,945 -355 576,855  611,490 65,365 676,855
  Buy PSI 20 Pharol 36,382.35 0.510   11/23/15 0.369 18,555        630,045 46,810  
    Topix (FRA) long Sony 651.05 28.500   6/01/15 28.394 18,555        648,600 28,255  
6/01/15 Sell OBX 25 short REC Silicon 8,646.35 1.852 2.418 5/18/15 2.117 -18,300 20,909 2,609 579,465  630,300 49,164 679,465
    Nordic 30 long Pandora 205.37 91.032   11/10/14 68.154 -13,997 18,695 4,698 584,163  616,303 67,860 684,163
    Topix (FRA) Sony 651.05 28.394   5/25/15 28.500 -18,555 18,486 -69 584,094  597,748 86,346 684,094
    GEX Ströer Media 615.59 38.770   1/26/15 26.750 -16,467 23,866 7,399 591,493  581,281 110,212 691,493
    GCX Shimano 120.97 129.753   3/02/15 139.151 -16,833 15,696 -1,137 590,356  564,448 125,908 690,356
  Buy TecDAX short Aixtron 2,957.39 6.900   4/25/16 4.108 20,406        584,854 105,502  
    OBX 25 long Frontline 1,635.66 12.476   6/08/15 12.298 20,406        605,260 85,096  
    Nordic 30 short Fortum 1,178.18 17.320   11/30/15 13.820 20,406        625,666 64,690  
    Topix (FRA) Toshiba 625.76 32.610   11/16/15 22.410 20,406        646,072 44,284  
    GCX REC Silicon 11,015.98 1.852   10/05/20 0.464 20,406        666,478 23,878  
6/08/15 Sell S&P 100 long Gilead Sciences 160.30 100.700   10/27/14 88.668 -14,213 16,142 1,929 592,285  652,265 40,020 692,285
    France Adocia 309.56 66.230   12/29/14 47.700 -14,766 20,502 5,736 598,021  637,499 60,523 698,021
    ISEQ 20 Glanbia 586.25 17.420   1/19/15 13.850 -8,120 10,212 2,093 600,114  629,379 70,735 700,114
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair Holdings 834.48 11.660   1/19/15 9.730 -8,119 9,730 1,611 601,725  621,260 80,465 701,725
    OBX 25 Frontline 1,635.66 12.298   6/01/15 12.476 -20,406 20,116 -290 601,434  600,854 100,581 701,434
    OMXS 30 Boliden 538.61 18.209   11/03/14 13.117 -7,065 9,807 2,742 604,177  593,789 110,388 704,177
      Electrolux 314.62 27.196   11/03/14 22.455 -7,065 8,556 1,491 605,668  586,724 118,944 705,668
    FT 30 Man Group 77.39 231.072   1/19/15 209.841 -16,240 17,883 1,643 607,311  570,484 136,827 707,311
    CAC Mid 60 Adocia 256.95 66.230   1/19/15 63.200 -16,239 17,018 779 608,090  554,245 153,845 708,090
    DJ Global Titans Mitsubishi UFJ 2,774.29 6.373   4/27/15 6.489 -18,001 17,680 -321 607,769  536,244 171,525 707,769
  Buy S&P 100 short Norfolk Southern 272.57 80.648   6/15/15 80.979 21,982        558,226 149,543  
    France Solocal 31.38 700.450   11/23/15 390.360 21,980        580,207 127,562  
    ISEQ 20 FBD Holdings 1,185.14 9.274   8/10/15 7.120 10,991        591,198 116,571  
    OBX 25 DNO International 17,254.32 1.274   12/21/15 0.607 21,982        613,180 94,589  
    OMXS 30 SSAB 2,146.68 5.120   10/26/15 3.388 10,991        624,171 83,598  
      Telia Company 2,090.06 5.259   10/26/15 4.765 10,991        635,162 72,607  
    FT 30 Tate & Lyle 29.17 753.704   12/28/15 807.108 21,986        657,147 50,622  
    DJ Global Titans BHP 1,155.75 19.020   7/13/15 17.787 21,982        679,129 28,640  
6/15/15 Sell S&P 100 short Norfolk Southern 272.57 80.979 80.318 6/08/15 80.648 -21,982 21,892 -90 607,679  657,147 50,532 707,679
    Germany long Ströer Media 609.14 40.315   1/12/15 24.615 -14,994 24,557 9,564 617,243  642,153 75,090 717,243
  Buy S&P 100 Starbucks 427.54 46.330   7/06/15 49.123 19,808        661,961 55,282  
6/29/15 Sell SDAX long Patrizia Immobilien 1,101.47 22.015   1/26/15 14.950 -16,467 24,249 7,782 625,024  645,494 79,530 725,024
    MerVal Comercial del Plata 57,514.41 0.285   3/09/15 0.278 -15,966 16,386 420 625,444  629,528 95,916 725,444
7/06/15 Sell S&P 100 long Starbucks 427.54 49.123   6/15/15 46.330 -19,808 21,002 1,194 626,638  609,720 116,918 726,638
    Kospi 50 Amorepacific Group 156.84 157.893   12/08/14 82.934 -13,007 24,764 11,757 638,395  596,713 141,682 738,395
    DAX Merck (EMD) 184.61 90.640   11/17/14 76.670 -14,154 16,733 2,579 640,974  582,559 158,415 740,974
    HSI-C&I Tencent 892.13 17.093   4/13/15 20.815 -18,570 15,249 -3,321 637,653  563,989 173,664 737,653
  Buy S&P 100 short Norfolk Southern 289.69 78.643   7/13/15 78.579 22,782        586,771 150,882  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 ArcelorMittal 902.97 25.230   3/27/17 22.800 22,782        609,553 128,100  
    DAX RWE 1,184.10 19.240   7/13/15 20.205 22,782        632,335 105,318  
    HSI-C&I Sands China 6,733.07 3.384   5/09/16 3.084 22,782        655,117 82,536  
7/13/15 Sell S&P 100 short Norfolk Southern 289.69 78.579 78.708 7/06/15 78.643 -22,782 22,801 19 637,672  632,335 105,337 737,672
    HSI long China Life Ins HK 4,524.31 3.728   1/12/15 3.314 -14,994 16,868 1,874 639,546  617,341 122,205 739,546
    DAX short RWE 1,184.10 20.205 18.275 7/06/15 19.240 -22,782 21,639 -1,143 638,403  594,558 143,845 738,403
    DJ Global Titans BHP 1,155.75 17.787 20.338 6/08/15 19.020 -21,982 23,506 1,524 639,927  572,576 167,350 739,927
  Buy S&P 100 long Amazon.com 54.78 414.042   7/27/15 479.746 22,681        595,258 144,669  
    HSI short China Shenhua HK 12,212.47 1.857   4/18/16 1.521 22,681        617,939 121,988  
    DAX long Fresenius 370.24 61.260   7/27/15 61.200 22,681        640,620 99,307  
    DJ Global Titans Mitsubishi UFJ 3,610.82 6.281   7/27/15 6.435 22,681        663,301 76,626  
7/20/15 Sell DJTA long Avis Budget 493.43 38.916   9/24/12 12.419 -6,128 19,202 13,074 653,001  657,173 95,828 753,001
  Buy   short Avis Budget 545.28 38.916   8/03/15 39.514 21,220        678,393 74,608  
7/27/15 Sell S&P 100 long Amazon.com 54.78 479.746   7/13/15 414.042 -22,681 26,280 3,599 656,600  655,711 100,889 756,600
    DAX Fresenius 370.24 61.200   7/13/15 61.260 -22,681 22,659 -22 656,578  633,030 123,548 756,578
    BAX KUKA 249.13 74.330   12/29/14 59.270 -14,766 18,518 3,752 660,330  618,264 142,065 760,330
    Indices SSE 50 ew 51.12 382.611   2/23/15 336.435 -17,199 19,559 2,361 662,690  601,066 161,625 762,690
    DJ Global Titans Mitsubishi UFJ 3,610.82 6.435   7/13/15 6.281 -22,681 23,236 555 663,245  578,385 184,861 763,245
  Buy S&P 100 short ConocoPhilips 519.15 45.655   3/07/16 37.595 23,702        602,087 161,159  
    DAX RWE 1,277.74 18.550   10/19/15 12.230 23,702        625,789 137,456  
    BAX Grammer 902.59 26.260   11/09/15 23.675 23,702        649,491 113,754  
    Indices RTX 22.50 1,053.370   6/06/16 1,104.740 23,701        673,192 90,054  
    DJ Global Titans ConocoPhilips 519.15 45.655   8/03/15 45.385 23,702        696,894 66,352  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,810.28 7.097   7/07/14 2.976 -11,339 27,041 15,702 678,948  685,555 93,393 778,948
    HSI-Fin China Life Ins HK 4,408.01 3.251   1/26/15 3.736 -16,467 14,328 -2,139 676,809  669,088 107,721 776,809
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA short Avis Budget 545.28 39.514 38.317 7/20/15 38.916 -21,220 20,893 -326 676,482  647,868 128,615 776,482
    DJ Global Titans ConocoPhilips 519.15 45.385 45.927 7/27/15 45.655 -23,702 23,843 141 676,624  624,166 152,458 776,624
  Buy SSE 50 China Northern Rare 11,159.32 2.081   1/04/16 1.789 23,227        647,393 129,231  
    HSI-Fin ICBC 37,139.43 0.625   1/04/16 0.538 23,227        670,620 106,004  
    DJTA long JetBlue Airways 1,078.44 21.538   8/24/15 18.277 23,227        693,847 82,777  
    SMI UBS 1,100.69 21.102   8/17/15 20.081 23,227        717,074 59,550  
    SLI Vifor Pharma 218.77 106.171   8/24/15 107.513 23,227        740,301 36,323  
    DJ Global Titans Mitsubishi UFJ 3,581.21 6.486   8/24/15 5.389 23,227        763,528 13,096  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,185.14 7.120 12.080 6/08/15 9.274 -10,991 14,316 3,325 679,949  752,537 27,412 779,949
  Buy   long Kingspan Group 444.09 22.725   8/17/15 22.815 10,092        762,629 17,320  
      Ryanair Holdings 789.67 12.780   8/17/15 12.705 10,092        772,721 7,228  
8/17/15 Sell ASX 50 long James Hardie Ind 719.21 12.058   1/30/12 5.763 -4,145 8,672 4,527 684,476  768,576 15,900 784,476
    ISEQ 20 Kingspan Group 444.09 22.815   8/10/15 22.725 -10,092 10,132 40 684,516  758,484 26,032 784,516
      Ryanair Holdings 789.67 12.705   8/10/15 12.780 -10,092 10,033 -59 684,457  748,392 36,065 784,457
    OMXC 20 Pandora 204.65 107.440   11/24/14 67.207 -13,754 21,988 8,234 692,690  734,638 58,053 792,690
    SMI UBS 1,100.69 20.081   8/03/15 21.102 -23,227 22,103 -1,124 691,567  711,411 80,156 791,567
    Nikkei (FRA) Fujitsu 103.34 44.550   6/30/14 54.990 -5,683 4,604 -1,079 690,488  705,728 84,759 790,488
      MinebeaMitsumi 690.97 12.573   6/30/14 8.224 -5,683 8,688 3,005 693,493  700,046 93,447 793,493
  Buy ASX 50 short Santos 5,568.87 3.982   11/23/15 2.708 22,173        722,219 71,274  
    ISEQ 20 FBD Holdings 1,606.74 6.900   11/30/15 6.852 11,087        733,305 60,188  
    OMXC 20 GN Store Nord 178.10 124.500   10/05/15 126.375 22,173        755,479 38,014  
    Nikkei (FRA) Sharp 864.11 12.830   11/23/15 10.210 11,087        766,565 26,928  
      IHI 367.22 30.190   11/23/15 25.250 11,086        777,652 15,841  
8/24/15 Sell DJIA long Visa 132.78 58.880   12/19/11 18.897 -2,509 7,818 5,309 698,802  775,142 23,659 798,802
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 713,527  773,256 40,270 813,527
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 ASML 54.48 74.790   1/09/12 32.400 -1,765 4,075 2,309 715,836  771,491 44,345 815,836
      AB InBev 37.16 91.280   1/09/12 47.495 -1,765 3,392 1,627 717,463  769,726 47,737 817,463
    HDAX Ströer Media 609.14 47.670   1/12/15 24.615 -14,994 29,038 14,044 731,507  754,732 76,774 831,507
    FTSE Ashtead 13.86 1,199.890   7/30/12 333.248 -4,619 16,630 12,012 743,518  750,114 93,405 843,518
    HSI-Prop CK Hutchison 453.79 10.950   7/28/14 13.730 -6,230 4,969 -1,261 742,257  743,883 98,374 842,257
      Sino Land 4,976.44 1.200   7/28/14 1.252 -6,231 5,972 -259 741,998  737,653 104,346 841,998
    Europe 50 Novartis 226.07 69.088   11/10/14 61.916 -13,997 15,619 1,621 743,619  723,655 119,964 843,619
    DJTA JetBlue Airways 1,078.44 18.277   8/03/15 21.538 -23,227 19,711 -3,516 740,104  700,428 139,675 840,104
    SLI Vifor Pharma 218.77 107.513   8/03/15 106.171 -23,227 23,521 294 740,397  677,201 163,196 840,397
    Nikkei (TYO) MinebeaMitsumi 1,356.54 10.589   10/27/14 10.477 -14,213 14,365 152 740,549  662,988 177,561 840,549
    DJ Global Titans Mitsubishi UFJ 3,581.21 5.389   8/03/15 6.486 -23,227 19,300 -3,927 736,622  639,761 196,860 836,622
    SP Global 100 Apple 645.28 22.212   11/03/14 21.898 -14,130 14,333 203 736,824  625,631 211,193 836,824
  Buy DJIA short Chevron 421.77 62.119   5/30/16 91.551 26,200        651,831 184,993  
    Nasdaq 100 Micron Technology 2,106.52 12.438   8/31/15 14.635 26,200        678,031 158,793  
    Euro 50 E.on 1,505.75 8.700   10/26/15 8.993 13,100        691,131 145,693  
      Banco Santander 2,514.40 5.210   10/26/15 5.230 13,100        704,231 132,593  
    HDAX RWE 1,981.85 13.220   11/23/15 10.895 26,200        730,431 106,393  
    FTSE Glencore 139.82 187.390   5/09/16 167.806 26,201        756,632 80,192  
    HSI-Prop Hang Lung 6,815.11 1.922   6/06/16 1.737 13,100        769,732 67,092  
      The Wharf 7,487.43 1.750   6/06/16 1.945 13,100        782,832 53,992  
    DJCA Chevron 421.77 62.119   8/31/15 72.229 26,200        809,032 27,792  
    Europe 50 Rio Tinto 8.95 2,927.710   10/26/15 3,453.900 26,203        835,235 1,589  
    DJTA Norfolk Southern 406.99 64.376   8/31/15 69.482 26,200        861,435 -24,611  
    SLI Aryzta 2,795.35 9.373   1/09/17 8.993 26,200        887,635 -50,811  
    CAC Next 20 Casino Guichard 465.53 56.280   1/30/17 49.780 26,200        913,835 -77,011  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) IHI 1,011.92 25.892   8/08/16 25.014 26,200        940,035 -103,211  
    DJ Global Titans ConocoPhilips 708.55 36.977   3/21/16 37.886 26,200        966,235 -129,411  
    SP Global 100 RWE 1,981.85 13.220   9/12/16 14.645 26,200        992,435 -155,611  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,106.52 14.635 10.240 8/24/15 12.438 -26,200 21,572 -4,628 732,196  966,235 -134,039 832,196
    DJCA Chevron 421.77 72.229 52.009 8/24/15 62.119 -26,200 21,936 -4,264 727,932  940,035 -112,103 827,932
    DJTA Norfolk Southern 406.99 69.482 59.269 8/24/15 64.376 -26,200 24,122 -2,078 725,854  913,835 -87,982 825,854
  Buy Nasdaq 100 long Netflix 179.83 102.576   9/07/15 88.434 18,446        932,282 -106,428  
    DJCA JetBlue Airways 926.68 19.906   3/16/20 9.506 18,446        950,728 -124,874  
    DJUA short CenterPoint Energy 555.41 16.606   12/07/15 15.137 9,223        959,951 -134,097  
      FirstEnergy 323.58 28.503   12/07/15 29.960 9,223        969,173 -143,320  
    DJTA long JetBlue Airways 926.68 19.906   1/04/16 20.201 18,446        987,619 -161,766  
9/07/15 Sell Nasdaq 100 long Netflix 179.83 88.434   8/31/15 102.576 -18,446 15,903 -2,543 723,311  969,173 -145,863 823,311
    ATX Zumtobel 759.23 23.775   2/16/15 21.095 -16,016 18,051 2,035 725,345  953,157 -127,812 825,345
  Buy Nasdaq 100 short Micron Technology 1,157.46 15.066   10/19/15 16.912 17,438        970,595 -145,250  
    ATX Vienna Insurance 640.16 27.240   3/28/16 18.660 17,438        988,033 -162,688  
9/14/15 Sell RTX short RusHydro 4,089.29 0.774 3.647 3/11/13 1.680 -6,870 14,912 8,042 733,387  981,163 -147,776 833,387
  Buy USA long JetBlue Airways 736.97 23.257   9/21/15 23.986 17,140        998,303 -164,916  
9/21/15 Sell   long JetBlue Airways 736.97 23.986   9/14/15 23.257 -17,140 17,677 537 733,924  981,163 -147,240 833,924
  Buy   short Wynn Resorts 288.61 59.482   10/05/15 57.973 17,167        998,330 -164,407  
    MIB Saipem 1,688.00 10.170   12/26/16 5.130 17,167        1,015,497 -181,574  
    RTX Mobile TeleSystems 2,707.73 6.340   9/28/15 6.096 17,167        1,032,664 -198,741  
9/28/15 Sell   short Mobile TeleSystems 2,707.73 6.096 6.594 9/21/15 6.340 -17,167 17,854 687 734,611  1,015,497 -180,886 834,611
    BEL 20 long bpost 710.37 21.000   1/19/15 22.860 -16,239 14,918 -1,321 733,290  999,258 -165,969 833,290
  Buy RTX Severstal 1,778.95 9.378   11/02/15 10.465 16,683        1,015,941 -182,652  
    BEL 20 short Solvay 186.38 89.510   3/28/16 85.670 16,683        1,032,624 -199,334  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/05/15 Sell USA short Wynn Resorts 288.61 57.973 61.030 9/21/15 59.482 -17,167 17,614 447 733,736  1,015,457 -181,721 833,736
    OMXC 20 GN Store Nord 178.10 126.375 122.625 8/17/15 124.500 -22,173 21,840 -334 733,402  993,284 -159,881 833,402
  Buy USA long Netflix 169.41 99.392   12/14/15 109.790 16,838        1,010,122 -176,719  
    OMXC 20 Genmab 197.95 85.064   11/02/15 91.174 16,838        1,026,960 -193,557  
10/12/15 Buy Kospi 50 long Lotte Chemical 76.73 208.474   4/02/18 330.481 15,996        1,042,956 -209,554  
    MerVal Pampa Energía 19,396.14 0.825   10/19/15 0.927 15,996        1,058,952 -225,550  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,157.46 16.912 13.219 9/07/15 15.066 -17,438 15,301 -2,137 731,265  1,041,514 -210,249 831,265
    DAX RWE 1,277.74 12.230 28.136 7/27/15 18.550 -23,702 35,950 12,248 743,514  1,017,812 -174,298 843,514
    MerVal long Pampa Energía 19,396.14 0.927   10/12/15 0.825 -15,996 17,971 1,975 745,488  1,001,816 -156,328 845,488
  Buy Nasdaq 100 Amazon.com 34.06 505.914   2/08/16 436.037 17,231        1,019,047 -173,559  
    DAX Fresenius 285.67 60.310   12/21/15 63.430 17,229        1,036,276 -190,788  
    MerVal short YPF 766.44 22.479   10/26/15 25.738 17,229        1,053,505 -208,017  
10/26/15 Sell Euro 50 short E.on 1,505.75 8.993 8.407 8/24/15 8.700 -13,100 12,659 -441 745,047  1,040,405 -195,358 845,047
      Banco Santander 2,514.40 5.230 5.190 8/24/15 5.210 -13,100 13,050 -50 744,997  1,027,305 -182,308 844,997
    OMXS 30 SSAB 2,146.68 3.388 7.737 6/08/15 5.120 -10,991 16,610 5,619 750,616  1,016,314 -165,698 850,616
      Telia Company 2,090.06 4.765 5.804 6/08/15 5.259 -10,991 12,130 1,139 751,755  1,005,323 -153,569 851,755
    Europe 50 Rio Tinto 8.95 3,453.900 2,401.510 8/24/15 2,927.710 -26,203 21,494 -4,709 747,045  979,120 -132,075 847,045
    MerVal YPF 766.44 25.738 19.221 10/19/15 22.479 -17,229 14,732 -2,498 744,548  961,891 -117,344 844,548
  Buy Euro 50 long Fresenius 141.70 64.150   1/11/16 59.420 9,090        970,981 -126,434  
      Inditex 270.46 33.610   1/11/16 29.430 9,090        980,071 -135,524  
    OMXS 30 Boliden 520.59 17.461   11/02/15 17.505 9,090        989,161 -144,614  
      Svenska Cellulosa B 1,744.15 5.212   11/02/15 5.468 9,090        998,251 -153,704  
    Europe 50 SAP 259.23 70.130   12/14/15 69.400 18,180        1,016,431 -171,883  
    MerVal Pampa Energía 15,819.70 1.149   3/07/16 0.728 18,180        1,034,611 -190,063  
11/02/15 Sell RTX long Severstal 1,778.95 10.465   9/28/15 9.378 -16,683 18,617 1,934 746,481  1,017,928 -171,447 846,481
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 197.95 91.174   10/05/15 85.064 -16,838 18,048 1,209 747,691  1,001,090 -153,399 847,691
    OMXS 30 Boliden 520.59 17.505   10/26/15 17.461 -9,090 9,113 23 747,714  992,000 -144,286 847,714
      Svenska Cellulosa B 1,744.15 5.468   10/26/15 5.212 -9,090 9,536 446 748,160  982,910 -134,750 848,160
  Buy RTX short Mobile TeleSystems 2,866.90 6.221   4/25/16 7.952 17,835        1,000,745 -152,585  
    OMXS 30 SSAB 2,640.27 3.378   12/14/15 2.601 8,918        1,009,662 -161,502  
      SKF A 554.97 16.068   12/14/15 14.663 8,917        1,018,580 -170,420  
11/09/15 Sell BAX short Grammer 902.59 23.675 29.127 7/27/15 26.260 -23,702 26,290 2,588 750,748  994,878 -144,130 850,748
  Buy   long Adva 1,739.54 10.155   11/16/15 10.530 17,665        1,012,543 -161,795  
11/16/15 Sell MDAX long Ströer Media 619.15 61.450   2/02/15 25.790 -15,968 38,047 22,079 772,827  996,575 -123,748 872,827
    BSE Sensex 30 Hindustan Unilever 683.86 11.144   1/30/12 6.061 -4,145 7,621 3,476 776,302  992,430 -116,128 876,302
    Topix (FRA) short Toshiba 625.76 22.410 47.453 6/01/15 32.610 -20,406 29,694 9,288 785,590  972,024 -86,434 885,590
    BAX long Adva 1,739.54 10.530   11/09/15 10.155 -17,665 18,317 652 786,242  954,359 -68,116 886,242
  Buy MDAX short Leoni 588.91 34.730   5/30/16 29.880 20,453        974,812 -88,569  
    BSE Sensex 30 Bharat Heavy 12,106.67 1.689   6/13/16 1.058 20,453        995,265 -109,022  
    SMI Holcim 404.93 50.510   1/09/17 49.995 20,453        1,015,718 -129,475  
    Topix (FRA) long Ono Pharmaceutical 749.14 27.302   12/14/15 30.520 20,453        1,036,171 -149,928  
    BAX short Leoni 588.91 34.730   11/23/15 36.045 20,453        1,056,623 -170,381  
11/23/15 Sell France short Solocal 31.38 390.360 1,256.870 6/08/15 700.450 -21,980 39,441 17,460 803,703  1,034,643 -130,940 903,703
    ASX 50 Santos 5,568.87 2.708 5.854 8/17/15 3.982 -22,173 32,599 10,426 814,129  1,012,470 -98,341 914,129
    HDAX RWE 1,981.85 10.895 16.041 8/24/15 13.220 -26,200 31,791 5,591 819,720  986,270 -66,550 919,720
    PSI 20 Pharol 36,382.35 0.369 0.705 5/25/15 0.510 -18,555 25,646 7,091 826,811  967,715 -40,904 926,811
    Nikkei (FRA) Sharp 864.11 10.210 16.122 8/17/15 12.830 -11,087 13,931 2,845 829,656  956,629 -26,973 929,656
      IHI 367.22 25.250 36.097 8/17/15 30.190 -11,086 13,255 2,169 831,825  945,542 -13,717 931,825
    BAX Leoni 588.91 36.045 33.415 11/16/15 34.730 -20,453 19,678 -774 831,051  925,089 5,961 931,051
  Buy France long Ubisoft 873.90 26.805   1/11/16 24.260 23,425        948,514 -17,464  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX SMA Solar 490.32 47.775   1/18/16 41.200 23,425        971,939 -40,889  
    PSI 20 Altri 4,586.84 5.107   12/07/15 5.008 23,425        995,364 -64,314  
    OMXC 20 Genmab 206.57 113.399   2/08/16 88.896 23,425        1,018,789 -87,739  
    Nikkei (FRA) Yamaha 467.19 25.070   12/07/15 22.360 11,712        1,030,502 -99,451  
    BAX Adva 2,111.31 11.095   12/14/15 9.859 23,425        1,053,927 -122,876  
    GEX Hypoport 296.52 79.000   12/14/15 70.070 23,425        1,077,352 -146,301  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,606.74 6.852 6.948 8/17/15 6.900 -11,087 11,164 78 831,128  1,066,265 -135,137 931,128
    Nordic 30 Fortum 1,178.18 13.820 21.706 6/01/15 17.320 -20,406 25,574 5,168 836,296  1,045,859 -109,563 936,296
  Buy Germany long SMA Solar 437.65 47.225   1/11/16 49.315 20,668        1,066,527 -130,231  
    ASX 50 short Origin Energy 5,395.50 3.831   1/04/16 3.253 20,668        1,087,195 -150,899  
    ISEQ 20 long Flutter 86.08 120.050   12/07/15 122.000 10,334        1,097,529 -161,233  
      Dalata Hotel 2,006.60 5.150   12/07/15 5.130 10,334        1,107,863 -171,567  
    Nordic 30 Pandora 184.21 112.200   12/14/15 108.345 20,668        1,128,531 -192,235  
12/07/15 Sell ISEQ 20 long Flutter 86.08 122.000   11/30/15 120.050 -10,334 10,502 168 836,464  1,118,197 -181,733 936,464
      Dalata Hotel 2,006.60 5.130   11/30/15 5.150 -10,334 10,294 -40 836,424  1,107,864 -171,440 936,424
    PSI 20 Altri 4,586.84 5.008   11/23/15 5.107 -23,425 22,971 -454 835,970  1,084,439 -148,469 935,970
    DJUA short CenterPoint Energy 555.41 15.137 18.217 8/31/15 16.606 -9,223 10,118 895 836,865  1,075,216 -138,351 936,865
      FirstEnergy 323.58 29.960 27.045 8/31/15 28.503 -9,223 8,751 -472 836,393  1,065,993 -129,600 936,393
    Nikkei (FRA) long Yamaha 467.19 22.360   11/23/15 25.070 -11,712 10,446 -1,266 835,127  1,054,280 -119,153 935,127
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 851,280  1,052,402 -101,122 951,280
  Buy ISEQ 20 short FBD Holdings 1,558.14 6.820   1/04/16 6.603 10,627        1,063,029 -111,749  
    PSI 20 Pharol 75,365.25 0.282   4/25/16 0.141 21,253        1,084,282 -133,002  
    DJUA long NiSource 601.89 17.655   3/16/20 18.760 10,626        1,094,908 -143,628  
      American Water 197.26 53.870   3/16/20 106.441 10,626        1,105,535 -154,255  
    Nikkei (FRA) short OKI Electric 925.65 11.480   3/07/16 12.000 10,626        1,116,161 -164,881  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 1,118.58 9.500   3/07/16 13.180 10,627        1,126,788 -175,507  
    BSE Sensex 50 ONGC 10,307.48 2.062   12/21/15 2.125 21,253        1,148,041 -196,760  
12/14/15 Sell USA long Netflix 169.41 109.790   10/05/15 99.392 -16,838 18,600 1,761 853,042  1,131,202 -178,161 953,042
    OMXS 30 short SSAB 2,640.27 2.601 4.386 11/02/15 3.378 -8,918 11,579 2,661 855,703  1,122,285 -166,582 955,703
      SKF A 554.97 14.663 17.608 11/02/15 16.068 -8,917 9,772 854 856,557  1,113,368 -156,810 956,557
    Europe 50 long SAP 259.23 69.400   10/26/15 70.130 -18,180 17,991 -189 856,368  1,095,188 -138,820 956,368
    Nordic 30 Pandora 184.21 108.345   11/30/15 112.200 -20,668 19,958 -710 855,658  1,074,519 -118,861 955,658
    Topix (FRA) Ono Pharmaceutical 749.14 30.520   11/16/15 27.302 -20,453 22,864 2,411 858,069  1,054,066 -95,998 958,069
    BAX Adva 2,111.31 9.859   11/23/15 11.095 -23,425 20,815 -2,610 855,459  1,030,641 -75,182 955,459
    GEX Hypoport 296.52 70.070   11/23/15 79.000 -23,425 20,777 -2,648 852,811  1,007,216 -54,405 952,811
  Buy OMXS 30 Securitas 838.20 13.398   12/21/15 13.632 11,230        1,018,446 -65,635  
      Swedish Match 3,622.58 3.100   12/21/15 3.142 11,230        1,029,676 -76,865  
    Europe 50 short Rio Tinto 8.82 2,545.100   12/28/15 2,721.790 22,448        1,052,124 -99,313  
    Nordic 30 Møller-Mærsk B 18.32 1,226.160   4/25/16 1,254.850 22,463        1,074,587 -121,776  
    Topix (FRA) Toshiba 1,034.07 21.720   12/21/15 19.300 22,460        1,097,047 -144,236  
    BAX Leoni 675.79 33.235   7/04/16 24.990 22,460        1,119,507 -166,696  
    GEX Manz 552.39 40.660   5/09/16 36.225 22,460        1,141,967 -189,156  
12/21/15 Sell DAX long Fresenius 285.67 63.430   10/19/15 60.310 -17,229 18,120 891 853,702  1,124,739 -171,036 953,702
    OBX 25 short DNO International 17,254.32 0.607 2.673 6/08/15 1.274 -21,982 46,114 24,132 877,834  1,102,757 -124,922 977,834
    OMXS 30 long Securitas 838.20 13.632   12/14/15 13.398 -11,230 11,426 196 878,030  1,091,527 -113,496 978,030
      Swedish Match 3,622.58 3.142   12/14/15 3.100 -11,230 11,383 153 878,183  1,080,297 -102,113 978,183
    Topix (FRA) short Toshiba 1,034.07 19.300 24.443 12/14/15 21.720 -22,460 25,276 2,816 880,999  1,057,837 -76,837 980,999
    BSE Sensex 50 ONGC 10,307.48 2.125 1.999 12/07/15 2.062 -21,253 20,605 -648 880,351  1,036,584 -56,233 980,351
  Buy DAX RWE 2,027.38 11.395   12/28/15 11.660 23,102        1,059,686 -79,335  
    OBX 25 long Bakkafrost 878.97 26.283   12/28/15 26.311 23,102        1,082,788 -102,437  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 5,322.31 2.170   12/28/15 2.409 11,551        1,094,339 -113,988  
      SKF A 791.09 14.601   12/28/15 15.095 11,551        1,105,890 -125,539  
    Topix (FRA) long Ono Pharmaceutical 722.30 31.984   1/04/16 32.298 23,102        1,128,992 -148,641  
    CAC Mid 60 Sartorius Stedim 401.25 57.575   12/28/15 57.183 23,102        1,152,094 -171,743  
    BSE Sensex 50 Bajaj Finance 2,845.74 8.118   1/04/16 8.393 23,102        1,175,196 -194,845  
12/28/15 Sell DAX short RWE 2,027.38 11.660 11.130 12/21/15 11.395 -23,102 22,565 -537 879,814  1,152,094 -172,280 979,814
    OBX 25 long Bakkafrost 878.97 26.311   12/21/15 26.283 -23,102 23,126 24 879,838  1,128,992 -149,153 979,838
    OMXS 30 short SSAB 5,322.31 2.409 1.932 12/21/15 2.170 -11,551 10,280 -1,271 878,567  1,117,441 -138,873 978,567
      SKF A 791.09 15.095 14.108 12/21/15 14.601 -11,551 11,161 -390 878,177  1,105,890 -127,713 978,177
    Europe 50 Rio Tinto 8.82 2,721.790 2,368.420 12/14/15 2,545.100 -22,448 20,889 -1,558 876,618  1,083,442 -106,823 976,618
    FT 30 Tate & Lyle 29.17 807.108 700.300 6/08/15 753.704 -21,986 20,428 -1,558 875,061  1,061,456 -86,396 975,061
    CAC Mid 60 long Sartorius Stedim 401.25 57.183   12/21/15 57.575 -23,102 22,945 -157 874,903  1,038,354 -63,451 974,903
  Buy USA Energy Recovery 3,519.94 6.473   1/11/16 5.700 22,786        1,061,140 -86,237  
    DAX Adidas 255.76 89.090   3/07/16 96.970 22,786        1,083,926 -109,023  
    OBX 25 short Seadrill 24.94 913.471   5/09/16 892.833 22,782        1,106,708 -131,805  
    OMXS 30 long Securitas 821.12 13.875   1/04/16 13.705 11,393        1,118,101 -143,198  
      Swedish Match 3,556.98 3.203   1/04/16 3.169 11,393        1,129,494 -154,591  
    Europe 50 SAP 312.74 72.860   1/04/16 70.580 22,786        1,152,280 -177,377  
    FT 30 ITV 61.08 373.033   1/11/16 356.368 22,785        1,175,065 -200,162  
1/04/16 Sell SSE 50 short China Northern Rare 11,159.32 1.789 2.422 8/03/15 2.081 -23,227 27,029 3,802 878,705  1,151,838 -173,133 978,705
    ASX 50 Origin Energy 5,395.50 3.253 4.511 11/30/15 3.831 -20,668 24,336 3,668 882,374  1,131,170 -148,796 982,374
    HSI-Fin ICBC 37,139.43 0.538 0.727 8/03/15 0.625 -23,227 26,982 3,755 886,129  1,107,943 -121,814 986,129
    ISEQ 20 FBD Holdings 1,558.14 6.603 7.044 12/07/15 6.820 -10,627 10,976 349 886,478  1,097,317 -110,839 986,478
    OMXH 25 Outokumpu 3,584.72 2.584 10.606 5/11/15 5.235 -18,766 38,018 19,252 905,730  1,078,551 -72,820 1,005,730
    OMXS 30 long Securitas 821.12 13.705   12/28/15 13.875 -11,393 11,254 -139 905,591  1,067,158 -61,567 1,005,591
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Swedish Match 3,556.98 3.169   12/28/15 3.203 -11,393 11,273 -120 905,471  1,055,765 -50,294 1,005,471
    Europe 50 SAP 312.74 70.580   12/28/15 72.860 -22,786 22,073 -713 904,758  1,032,978 -28,220 1,004,758
    DJTA JetBlue Airways 926.68 20.201   8/31/15 19.906 -18,446 18,720 274 905,032  1,014,532 -9,500 1,005,032
    Topix (FRA) Ono Pharmaceutical 722.30 32.298   12/21/15 31.984 -23,102 23,329 227 905,259  991,430 13,829 1,005,259
    BSE Sensex 50 Bajaj Finance 2,845.74 8.393   12/21/15 8.118 -23,102 23,885 783 906,042  968,328 37,713 1,006,042
  Buy SSE 50 Shanghai Pudong 10,375.78 2.515   1/11/16 2.391 26,093        994,421 11,620  
    HSI-Fin Hang Seng Bank 1,531.86 17.034   1/11/16 16.023 26,093        1,020,514 -14,472  
    ISEQ 20 Flutter 105.77 123.350   1/18/16 119.900 13,047        1,033,561 -27,519  
      Dalata Hotel 2,425.00 5.380   1/18/16 4.930 13,047        1,046,607 -40,566  
    OMXH 25 Elisa 773.13 33.750   1/11/16 34.422 26,093        1,072,701 -66,659  
    OMXS 30 short SSAB 5,349.34 2.439   4/04/16 3.262 13,047        1,085,747 -79,705  
      SKF A 897.15 14.542   4/04/16 15.448 13,046        1,098,794 -92,752  
    Europe 50 Rio Tinto 10.09 2,585.270   1/25/16 2,112.660 26,085        1,124,879 -118,837  
    DJTA Ryder System 496.68 52.534   2/22/16 53.012 26,093        1,150,972 -144,930  
    Topix (FRA) Toshiba 1,313.85 19.860   8/15/16 25.260 26,093        1,177,065 -171,023  
    BSE Sensex 50 Larsen & Toubro 2,248.29 11.606   3/07/16 10.779 26,093        1,203,158 -197,116  
1/11/16 Sell USA long Energy Recovery 3,519.94 5.700   12/28/15 6.473 -22,786 20,065 -2,721 903,320  1,180,372 -177,051 1,003,320
    Euro 50 Fresenius 141.70 59.420   10/26/15 64.150 -9,090 8,420 -670 902,650  1,171,282 -168,631 1,002,650
      Inditex 270.46 29.430   10/26/15 33.610 -9,090 7,960 -1,131 901,520  1,162,192 -160,672 1,001,520
    France Ubisoft 873.90 24.260   11/23/15 26.805 -23,425 21,201 -2,224 899,296  1,138,767 -139,471 999,296
    Germany SMA Solar 437.65 49.315   11/30/15 47.225 -20,668 21,583 915 900,210  1,118,099 -117,888 1,000,210
    SSE 50 Shanghai Pudong 10,375.78 2.391   1/04/16 2.515 -26,093 24,806 -1,287 898,924  1,092,006 -93,082 998,924
    HSI-Fin Hang Seng Bank 1,531.86 16.023   1/04/16 17.034 -26,093 24,545 -1,548 897,376  1,065,913 -68,537 997,376
    OMXH 25 Elisa 773.13 34.422   1/04/16 33.750 -26,093 26,613 520 897,896  1,039,820 -41,924 997,896
    FT 30 ITV 61.08 356.368   12/28/15 373.033 -22,785 21,767 -1,018 896,878  1,017,035 -20,157 996,878
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Subaru 737.00 33.663   6/11/12 6.048 -4,457 24,809 20,352 917,230  1,012,578 4,653 1,017,230
  Buy Euro 50 short Volkswagen 109.13 117.050   1/25/16 110.750 12,774        1,025,351 -8,121  
      Banco Santander 3,130.76 4.080   1/25/16 3.860 12,774        1,038,125 -20,895  
    France Vallourec 96.89 263.680   4/18/16 148.800 25,548        1,063,673 -46,443  
    SSE 50 Haitong Secs 14,528.55 1.758   6/13/16 1.997 25,547        1,089,220 -71,990  
    ASX 50 Origin Energy 9,331.56 2.738   2/29/16 2.906 25,547        1,114,767 -97,537  
    HSI-Fin China Life Ins HK 10,065.40 2.538   6/06/16 1.986 25,547        1,140,314 -123,084  
    OMXH 25 Outokumpu 10,317.85 2.476   4/25/16 3.996 25,547        1,165,861 -148,631  
    FT 30 Tesco 103.54 246.739   1/25/16 258.955 25,547        1,191,408 -174,178  
    Topix (TYO) Toshiba 1,420.48 17.985   10/31/16 33.076 25,547        1,216,955 -199,725  
1/18/16 Sell HDAX long SMA Solar 490.32 41.200   11/23/15 47.775 -23,425 20,201 -3,224 914,006  1,193,530 -179,524 1,014,006
    ISEQ 20 Flutter 105.77 119.900   1/04/16 123.350 -13,047 12,682 -365 913,641  1,180,483 -166,842 1,013,641
      Dalata Hotel 2,425.00 4.930   1/04/16 5.380 -13,047 11,955 -1,091 912,550  1,167,437 -154,887 1,012,550
    QIX Freenet 431.76 28.325   1/23/12 10.515 -4,540 12,230 7,690 920,240  1,162,897 -142,657 1,020,240
  Buy HDAX short Aixtron 6,648.18 3.300   3/14/16 3.331 21,939        1,184,836 -164,596  
    ISEQ 20 FBD Holdings 1,703.34 6.440   5/30/16 6.529 10,970        1,195,805 -175,566  
    QIX BMW 280.91 78.100   2/08/16 69.300 21,939        1,217,745 -197,505  
1/25/16 Sell Euro 50 short Volkswagen 109.13 110.750 123.708 1/11/16 117.050 -12,774 13,500 727 920,966  1,204,971 -184,005 1,020,966
      Banco Santander 3,130.76 3.860 4.313 1/11/16 4.080 -12,774 13,501 728 921,694  1,192,197 -170,503 1,021,694
    Europe 50 Rio Tinto 10.09 2,112.660 3,163.610 1/04/16 2,585.270 -26,085 31,921 5,835 927,530  1,166,112 -138,582 1,027,530
    FT 30 Tesco 103.54 258.955 234.523 1/11/16 246.739 -25,547 24,283 -1,265 926,265  1,140,565 -114,300 1,026,265
  Buy Euro 50 long SAP 156.85 72.680   4/04/16 70.040 11,400        1,151,964 -125,700  
      Vinci 184.97 61.630   4/04/16 65.450 11,400        1,163,364 -137,099  
    Europe 50 SAP 313.69 72.680   3/28/16 70.840 22,799        1,186,163 -159,898  
    FT 30 National Grid 18.35 1,242.520   2/01/16 1,311.560 22,800        1,208,963 -182,699  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/01/16 Sell   long National Grid 18.35 1,311.560   1/25/16 1,242.520 -22,800 24,067 1,267 927,532  1,186,163 -158,631 1,027,532
  Buy   short NatWest 65.80 330.109   4/18/16 299.798 21,721        1,207,884 -180,353  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.06 436.037   10/19/15 505.914 -17,231 14,851 -2,380 925,152  1,190,653 -165,501 1,025,152
    OMXC 20 Genmab 206.57 88.896   11/23/15 113.399 -23,425 18,363 -5,062 920,090  1,167,228 -147,138 1,020,090
    QIX short BMW 280.91 69.300 88.018 1/18/16 78.100 -21,939 24,725 2,786 922,876  1,145,289 -122,413 1,022,876
  Buy Nasdaq 100 Micron Technology 2,477.77 9.085   3/21/16 10.259 22,511        1,167,800 -144,924  
    QIX long Rational 55.56 405.150   4/11/16 463.700 22,510        1,190,310 -167,434  
2/22/16 Sell DJTA short Ryder System 496.68 53.012 52.057 1/04/16 52.534 -26,093 25,856 -237 922,639  1,164,217 -141,579 1,022,639
    NZX 50 long Tourism 16,746.41 1.542   7/28/14 0.744 -12,461 25,818 13,357 935,996  1,151,756 -115,761 1,035,996
  Buy OMXC 20 Vestas Wind Systems 1,904.86 12.077   2/29/16 12.460 23,005        1,174,761 -138,766  
    DJTA Delta Air Lines 520.18 44.225   3/07/16 43.943 23,005        1,197,766 -161,771  
    NZX 50 short ANZ Banking NZ 1,504.00 15.296   2/29/16 14.670 23,005        1,220,771 -184,776  
2/29/16 Sell ASX 50 short Origin Energy 9,331.56 2.906 2.569 1/11/16 2.738 -25,547 23,976 -1,571 934,424  1,195,224 -160,800 1,034,424
    OMXC 20 long Vestas Wind Systems 1,904.86 12.460   2/22/16 12.077 -23,005 23,734 729 935,153  1,172,219 -137,066 1,035,153
    NZX 50 short ANZ Banking NZ 1,504.00 14.670 15.949 2/22/16 15.296 -23,005 23,987 982 936,135  1,149,214 -113,079 1,036,135
  Buy ASX 50 long Newcrest Mining 2,010.12 11.480   11/05/18 13.103 23,076        1,172,290 -136,155  
    NZX 50 a2 Milk 21,647.28 1.066   5/22/17 2.174 23,076        1,195,366 -159,231  
3/07/16 Sell S&P 100 short ConocoPhilips 519.15 37.595 55.443 7/27/15 45.655 -23,702 28,783 5,081 941,216  1,171,664 -130,448 1,041,216
    DAX long Adidas 255.76 96.970   12/28/15 89.090 -22,786 24,801 2,015 943,232  1,148,879 -105,647 1,043,232
    MerVal Pampa Energía 15,819.70 0.728   10/26/15 1.149 -18,180 11,517 -6,663 936,569  1,130,699 -94,130 1,036,569
    DJTA Delta Air Lines 520.18 43.943   2/22/16 44.225 -23,005 22,858 -147 936,422  1,107,694 -71,272 1,036,422
    Nikkei (FRA) short OKI Electric 925.65 12.000 10.960 12/07/15 11.480 -10,626 10,145 -481 935,941  1,097,067 -61,127 1,035,941
      Sharp 1,118.58 13.180 5.820 12/07/15 9.500 -10,627 6,510 -4,116 931,824  1,086,441 -54,617 1,031,824
    BSE Sensex 50 Larsen & Toubro 2,248.29 10.779 12.496 1/04/16 11.606 -26,093 28,096 2,003 933,827  1,060,348 -26,521 1,033,827
  Buy USA long Energy Recovery 3,235.76 7.782   10/29/18 6.189 25,182        1,085,530 -51,703  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    S&P 100 Meta 262.28 96.013   3/28/16 101.554 25,182        1,110,712 -76,885  
    DAX short Deutsche Bank 1,590.47 15.833   4/25/16 14.347 25,182        1,135,894 -102,068  
    MerVal YPF 1,522.98 16.535   4/11/16 14.912 25,182        1,161,076 -127,250  
    DJTA Avis Budget 985.10 25.563   3/14/16 24.329 25,182        1,186,258 -152,432  
    Nikkei (FRA) long Nippon Suisan 2,968.88 4.241   3/14/16 4.289 12,591        1,198,849 -165,023  
      Yamaha 482.40 26.101   3/14/16 27.038 12,591        1,211,441 -177,614  
    BSE Sensex 50 Bajaj Finance 2,935.20 8.579   12/10/18 29.076 25,182        1,236,622 -202,796  
3/14/16 Sell HDAX short Aixtron 6,648.18 3.331 3.269 1/18/16 3.300 -21,939 21,733 -206 933,621  1,214,683 -181,063 1,033,621
    DJTA Avis Budget 985.10 24.329 26.860 3/07/16 25.563 -25,182 26,459 1,277 934,898  1,189,501 -154,603 1,034,898
    Nikkei (FRA) long Nippon Suisan 2,968.88 4.289   3/07/16 4.241 -12,591 12,734 143 935,041  1,176,910 -141,870 1,035,041
      Yamaha 482.40 27.038   3/07/16 26.101 -12,591 13,043 452 935,493  1,164,319 -128,827 1,035,493
  Buy HDAX SMA Solar 521.06 43.500   4/11/16 45.160 22,666        1,186,985 -151,493  
    DJTA Alaska Air Group 315.38 71.870   10/29/18 53.552 22,666        1,209,652 -174,159  
    Nikkei (FRA) short Toshiba 683.12 16.590   7/18/16 25.800 11,333        1,220,985 -185,492  
      IHI 623.38 18.180   7/18/16 25.860 11,333        1,232,318 -196,825  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,477.77 10.259 7.912 2/08/16 9.085 -22,511 19,603 -2,908 932,584  1,209,807 -177,222 1,032,584
    TSX 60 Cenovus Energy 1,210.24 12.064 19.931 5/11/15 15.506 -18,766 24,121 5,355 937,939  1,191,041 -153,101 1,037,939
    DJ Global Titans ConocoPhilips 708.55 37.886 36.068 8/24/15 36.977 -26,200 25,556 -644 937,295  1,164,841 -127,546 1,037,295
  Buy Nasdaq 100 long NVidia 3,015.15 7.543   10/29/18 40.739 22,743        1,187,584 -150,289  
    TSX 60 Barrick Gold 1,742.96 13.049   6/27/16 19.168 22,743        1,210,327 -173,032  
    DJ Global Titans McDonald´s 206.45 110.161   3/28/16 110.022 22,743        1,233,070 -195,774  
3/28/16 Sell S&P 100 long Meta 262.28 101.554   3/07/16 96.013 -25,182 26,636 1,453 938,748  1,207,887 -169,139 1,038,748
    ATX short Vienna Insurance 640.16 18.660 39.765 9/07/15 27.240 -17,438 25,456 8,018 946,766  1,190,449 -143,683 1,046,766
    BEL 20 Solvay 186.38 85.670 93.522 9/28/15 89.510 -16,683 17,431 748 947,514  1,173,766 -126,252 1,047,514
    Europe 50 long SAP 313.69 70.840   1/25/16 72.680 -22,799 22,222 -577 946,937  1,150,967 -104,030 1,046,937
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 McDonald´s 206.45 110.022   3/21/16 110.161 -22,743 22,714 -29 946,908  1,128,225 -81,316 1,046,908
  Buy S&P 100 short Devon Energy 1,045.81 23.082   4/25/16 30.124 24,139        1,152,364 -105,455  
    ATX long Flughafen Wien 991.44 24.348   5/16/16 25.113 24,139        1,176,503 -129,595  
    BEL 20 Bekaert 689.69 35.000   4/25/16 37.780 24,139        1,200,642 -153,734  
    Europe 50 short Credit Suisse 1,886.30 12.797   4/18/16 13.328 24,139        1,224,781 -177,873  
    DJ Global Titans Mitsubishi UFJ 5,805.71 4.158   4/11/16 3.840 24,139        1,248,920 -202,012  
4/04/16 Sell Euro 50 long SAP 156.85 70.040   1/25/16 72.680 -11,400 10,986 -414 946,494  1,237,520 -191,026 1,046,494
      Vinci 184.97 65.450   1/25/16 61.630 -11,400 12,106 707 947,201  1,226,120 -178,920 1,047,201
    OMXS 30 short SSAB 5,349.34 3.262 1.615 1/04/16 2.439 -13,047 8,641 -4,405 942,796  1,213,074 -170,278 1,042,796
      SKF A 897.15 15.448 13.637 1/04/16 14.542 -13,046 12,234 -812 941,983  1,200,027 -158,044 1,041,983
  Buy Euro 50 Deutsche Bank 836.47 13.209   5/16/16 12.861 11,049        1,211,076 -169,093  
      Unicredit 731.09 15.113   5/16/16 14.382 11,049        1,222,125 -180,142  
    OMXC 20 long Genmab 177.76 124.315   4/11/16 126.502 22,098        1,244,224 -202,240  
    OMXS 30 Securitas 762.16 14.497   4/11/16 14.803 11,049        1,255,273 -213,289  
      Fingerprint Cards 1,053.37 10.489   4/11/16 10.913 11,049        1,266,322 -224,338  
4/11/16 Sell HDAX long SMA Solar 521.06 45.160   3/14/16 43.500 -22,666 23,531 865 942,848  1,243,655 -200,807 1,042,848
    OMXC 20 Genmab 177.76 126.502   4/04/16 124.315 -22,098 22,487 389 943,237  1,221,557 -178,320 1,043,237
    OMXS 30 Securitas 762.16 14.803   4/04/16 14.497 -11,049 11,282 233 943,470  1,210,508 -167,038 1,043,470
      Fingerprint Cards 1,053.37 10.913   4/04/16 10.489 -11,049 11,496 447 943,917  1,199,459 -155,543 1,043,917
    MerVal short YPF 1,522.98 14.912 18.335 3/07/16 16.535 -25,182 27,923 2,741 946,658  1,174,277 -127,619 1,046,658
    QIX long Rational 55.56 463.700   2/08/16 405.150 -22,510 25,763 3,253 949,911  1,151,767 -101,856 1,049,911
    DJ Global Titans sh