Mon, Jun 14th, 2021, 11:34UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
    CAC Next 20 short Natixis 856.88 3.256   3/12/12 2.721 2,790        112,036 -8,584  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  109,246 -5,743 103,502
  Buy ATX Flughafen Wien 294.34 8.300   3/26/12 7.050 2,443        111,689 -8,186  
7/25/11 Buy ASX 50 short Macquarie Group 114.37 20.828   1/16/12 19.953 2,382        114,071 -10,569  
    DJ Global Titans Bank of America 341.76 6.970   12/26/11 4.202 2,382        116,453 -12,951  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  113,143 -6,979 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  110,353 -4,161 106,192
  Buy S&P 100 short AIG 128.40 19.860   1/09/12 18.875 2,550        112,903 -6,711  
    HSI New World Dev 678.26 3.760   12/26/11 2.465 2,550        115,453 -9,261  
    HDAX Commerzbank 135.63 18.801   1/23/12 14.511 2,550        118,003 -11,811  
    RTX Mobile TeleSystems 206.98 12.320   6/25/12 13.400 2,550        120,553 -14,361  
    DJTA Delta Air Lines 470.64 5.418   10/24/11 6.408 2,550        123,103 -16,911  
    Topix (FRA) Nintendo 23.06 110.600   1/23/12 105.744 2,550        125,653 -19,462  
    SP Global 100 Carrefour 126.99 20.080   4/30/12 15.175 2,550        128,203 -22,012  
8/08/11 Buy Nasdaq 100 short Akamai 142.73 14.741   10/10/11 17.540 2,104        130,307 -24,116  
    Kospi 50 LG Display 153.94 13.668   10/10/11 14.049 2,104        132,411 -26,220  
    DAX Commerzbank 137.03 15.354   12/19/11 9.482 2,104        134,515 -28,324  
    MDAX Ceconomy 218.92 9.611   5/14/12 7.298 2,104        136,619 -30,428  
    FTSE Lloyds Bank 55.89 37.648   11/28/11 27.613 2,104        138,723 -32,532  
    Europe 50 Lloyds Bank 55.89 37.648   12/19/11 27.968 2,104        140,828 -34,636  
    BSE Sensex 50 Tata Motors 814.02 2.585   10/03/11 2.302 2,104        142,932 -36,740  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Pro7-Sat1 150.29 14.000   1/23/12 17.200 2,104        145,036 -38,844  
8/22/11 Buy DJIA short Goldman Sachs 22.75 73.991   12/19/11 67.244 1,683        146,719 -40,527  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  142,186 -36,892 105,293
  Buy   short Nintendo 14.67 116.602   2/13/12 104.998 1,711        143,896 -38,603  
9/05/11 Buy Euro 50 short Societe Generale 41.16 20.250   1/09/12 15.000 833        144,730 -39,437  
      Unicredit 30.35 27.460   1/09/12 11.455 833        145,563 -40,270  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  142,425 -35,406 107,019
    BSE Sensex 50 short Tata Motors 814.02 2.302 2.902 8/08/11 2.585 -2,104 2,362 258 7,277  140,321 -33,044 107,277
  Buy NZX 50 Heartland 6,653.52 0.279   10/17/11 0.296 1,855        142,176 -34,899  
    BSE Sensex 50 long Eicher Motors 762.06 2.434   10/17/11 2.393 1,855        144,031 -36,754  
10/10/11 Sell Nasdaq 100 short Akamai 142.73 17.540 11.942 8/08/11 14.741 -2,104 1,704 -400 6,878  141,927 -35,049 106,878
    Kospi 50 LG Display 153.94 14.049 13.287 8/08/11 13.668 -2,104 2,045 -59 6,819  139,823 -33,004 106,819
  Buy Nasdaq 100 long Regeneron 37.39 49.346   8/24/15 434.608 1,845        141,668 -34,849  
    Kospi 50 SK Holdings 19.24 95.875   12/19/11 80.532 1,845        143,513 -36,694  
10/17/11 Sell NZX 50 short Heartland 6,653.52 0.296 0.262 10/03/11 0.279 -1,855 1,742 -113 6,706  141,658 -34,952 106,706
    BSE Sensex 50 long Eicher Motors 762.06 2.393   10/03/11 2.434 -1,855 1,823 -32 6,674  139,803 -33,129 106,674
  Buy NZX 50 a2 Milk 13,204.02 0.139   10/31/11 0.139 1,838        141,641 -34,967  
    BSE Sensex 50 short Aurobindo Pharma 2,001.09 0.919   10/24/11 0.877 1,838        143,479 -36,805  
10/24/11 Sell DJTA short Delta Air Lines 470.64 6.408 4.429 8/01/11 5.418 -2,550 2,084 -466 6,209  140,929 -34,720 106,209
    BSE Sensex 50 Aurobindo Pharma 2,001.09 0.877 0.962 10/17/11 0.919 -1,838 1,924 86 6,295  139,091 -32,796 106,295
  Buy DJTA long Kansas City Southern 41.51 44.258   11/21/11 48.824 1,837        140,928 -34,633  
    BSE Sensex 50 Eicher Motors 786.66 2.335   12/07/15 22.421 1,837        142,765 -36,470  
10/31/11 Sell NZX 50 long a2 Milk 13,204.02 0.139   10/17/11 0.139 -1,838 1,839 1 6,296  140,927 -34,631 106,296
  Buy   short Heartland 5,934.39 0.302   3/05/12 0.277 1,791        142,718 -36,422  
11/21/11 Sell DJTA long Kansas City Southern 41.51 48.824   10/24/11 44.258 -1,837 2,027 190 6,486  140,881 -34,395 106,486
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA short Netflix 229.07 7.867   11/28/11 7.544 1,802        142,683 -36,197  
    DJTA JetBlue Airways 678.85 2.655   12/05/11 3.509 1,802        144,485 -37,999  
11/28/11 Sell USA short Netflix 229.07 7.544 8.203 11/21/11 7.867 -1,802 1,879 77 6,563  142,683 -36,120 106,563
    FTSE Lloyds Bank 55.89 27.613 51.330 8/08/11 37.648 -2,104 2,869 765 7,328  140,579 -33,251 107,328
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,372  137,789 -28,417 109,372
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,327  136,394 -27,067 109,327
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,903  134,999 -25,096 109,903
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,371  131,456 -20,085 111,371
  Buy USA long Alexion 44.80 50.936   8/24/15 143.833 2,282        133,738 -22,366  
    FTSE Next 0.73 3,105.900   6/04/12 3,698.710 2,267        136,005 -24,634  
    OMXC 20 Tryg 265.42 8.598   5/14/12 8.768 2,282        138,287 -26,916  
    OMXS 30 Getinge 61.21 18.641   5/14/12 19.967 1,141        139,428 -28,057  
      Lundin 61.07 18.684   5/14/12 15.471 1,141        140,569 -29,198  
    Nordic 30 Equinor 125.01 18.255   5/07/12 19.757 2,282        142,851 -31,480  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,167  140,187 -27,021 113,167
    DJTA JetBlue Airways 678.85 3.509 1.800 11/21/11 2.655 -1,802 1,222 -580 12,587  138,385 -25,799 112,587
  Buy FT 30 long BAT 0.63 3,416.030   12/12/11 3,512.060 2,152        140,537 -27,951  
    DJTA Kirby 45.18 48.011   6/25/12 36.163 2,169        142,706 -30,120  
12/12/11 Sell FT 30 long BAT 0.63 3,512.060   12/05/11 3,416.030 -2,152 2,213 61 12,647  140,554 -27,907 112,647
  Buy   short Lloyds Bank 74.07 28.594   12/19/11 27.968 2,118        142,672 -30,025  
12/19/11 Sell DJIA short Goldman Sachs 22.75 67.244 81.415 8/22/11 73.991 -1,683 1,852 169 12,816  140,989 -28,173 112,816
    Kospi 50 long SK Holdings 19.24 80.532   10/10/11 95.875 -1,845 1,549 -295 12,521  139,144 -26,624 112,521
    DAX short Commerzbank 137.03 9.482 24.862 8/08/11 15.354 -2,104 3,407 1,303 13,824  137,040 -23,217 113,824
    Europe 50 Lloyds Bank 55.89 27.968 50.678 8/08/11 37.648 -2,104 2,832 728 14,552  134,936 -20,384 114,552
    FT 30 Lloyds Bank 74.07 27.968 29.234 12/12/11 28.594 -2,118 2,165 47 14,599  132,818 -18,219 114,599
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DJIA long Visa 127.48 18.897   8/24/15 58.880 2,409        135,227 -20,628  
    Kospi 50 short Hyundai Heavy 13.22 182.275   1/23/12 209.385 2,410        137,637 -23,037  
    DAX long Merck (EMD) 65.65 36.695   6/04/12 36.500 2,409        140,046 -25,446  
    Europe 50 Roche 18.57 129.719   10/20/14 222.572 2,409        142,455 -27,855  
    FT 30 Tate & Lyle 2.98 808.105   5/14/12 858.422 2,408        144,863 -30,264  
12/26/11 Sell HSI short New World Dev 678.26 2.465 5.735 8/01/11 3.760 -2,550 3,890 1,340 15,939  142,313 -26,374 115,939
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,358  138,516 -20,158 118,358
    DJ Global Titans Bank of America 341.76 4.202 11.562 7/25/11 6.970 -2,382 3,951 1,569 19,928  136,134 -16,206 119,928
  Buy HSI long Lenovo 4,816.12 0.538   5/21/12 0.656 2,593        138,727 -18,799  
    OMXH 25 Huhtamäki 281.24 9.220   1/02/12 9.150 2,593        141,320 -21,392  
    DJ Global Titans Philip Morris 42.90 60.439   1/23/12 57.914 2,593        143,913 -23,985  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,109  140,489 -19,380 121,109
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,118  138,920 -14,802 124,118
      Ryanair Holdings 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,925  137,351 -13,426 123,925
    OMXH 25 long Huhtamäki 281.24 9.150   12/26/11 9.220 -2,593 2,573 -20 23,905  134,758 -10,853 123,905
  Buy Germany Encavis 870.07 3.248   5/14/12 2.970 2,826        137,584 -13,679  
    AEX Vopak 68.77 41.095   4/09/12 44.780 2,826        140,410 -16,505  
    ISEQ 20 Flutter 31.33 45.100   5/21/12 50.010 1,413        141,823 -17,918  
      Ryanair Holdings 373.81 3.780   5/21/12 4.040 1,413        143,236 -19,331  
    OMXH 25 short Outokumpu 243.20 11.620   1/09/12 12.510 2,826        146,062 -22,157  
    BAX long Wirecard 221.13 12.780   1/09/12 13.215 2,826        148,888 -24,983  
1/09/12 Sell S&P 100 short AIG 128.40 18.875 20.895 8/01/11 19.860 -2,550 2,683 133 24,038  146,338 -22,300 124,038
    Euro 50 Societe Generale 41.16 15.000 27.338 9/05/11 20.250 -833 1,125 292 24,330  145,505 -21,175 124,330
      Unicredit 30.35 11.455 65.827 9/05/11 27.460 -833 1,998 1,164 25,494  144,671 -19,177 125,494
    OMXH 25 Outokumpu 243.20 12.510 10.730 1/02/12 11.620 -2,826 2,610 -216 25,278  141,845 -16,567 125,278
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,248  140,074 -14,826 125,248
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,610  138,302 -1,692 136,610
    BAX long Wirecard 221.13 13.215   1/02/12 12.780 -2,826 2,922 96 36,706  135,476 1,230 136,706
  Buy S&P 100 Biogen 38.17 90.342   9/03/12 116.954 3,448        138,924 -2,218  
    Euro 50 ASML 53.21 32.400   8/24/15 74.790 1,724        140,648 -3,942  
      AB InBev 36.30 47.495   8/24/15 91.280 1,724        142,372 -5,666  
    OMXH 25 Wärtsilä 412.28 8.363   1/30/12 8.837 3,448        145,820 -9,114  
    Nikkei (FRA) Aozora Bank 80.67 21.370   5/14/12 18.670 1,724        147,544 -10,838  
      Nitto Boseki 132.87 12.975   5/14/12 12.260 1,724        149,268 -12,562  
1/16/12 Sell ASX 50 short Macquarie Group 114.37 19.953 21.742 7/25/11 20.828 -2,382 2,487 104 36,811  146,886 -10,075 136,811
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,749  142,579 -4,831 137,749
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,442  140,808 -3,366 137,442
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,127  139,036 -1,909 137,127
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,222  135,996 11,226 147,222
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,687  133,265 17,422 150,687
  Buy ASX 50 long James Hardie Ind 717.62 5.856   1/23/12 6.001 4,202        137,467 13,220  
    HSI-Fin AIA 1,601.25 2.624   5/14/12 2.577 4,202        141,669 9,018  
    HSI-Prop China Ov Land & Inv 1,363.40 1.541   6/10/13 2.124 2,101        143,770 6,917  
      China Res Land 1,486.80 1.413   6/10/13 2.183 2,101        145,871 4,816  
    HSI-C&I Sands China 1,636.04 2.568   5/21/12 2.614 4,202        150,073 614  
    OBX 25 Equinor 218.12 19.264   5/14/12 19.745 4,202        154,275 -3,588  
    BAX Wirecard 319.79 13.140   6/18/12 14.995 4,202        158,477 -7,790  
    Indices ISEQ-Overall 1.40 3,005.690   5/21/12 3,087.810 4,208        162,685 -11,998  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 52,086  160,147 -8,061 152,086
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,752  157,483 -4,732 152,752
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 Hyundai Heavy 13.22 209.385 155.165 12/19/11 182.275 -2,410 2,051 -358 52,393  155,074 -2,680 152,393
    ASX 50 long James Hardie Ind 717.62 6.001   1/16/12 5.856 -4,202 4,307 104 52,498  150,872 1,626 152,498
    HDAX short Commerzbank 135.63 14.511 24.359 8/01/11 18.801 -2,550 3,304 754 53,251  148,322 4,930 153,251
    Topix (FRA) Nintendo 23.06 105.744 115.679 8/01/11 110.600 -2,550 2,668 117 53,369  145,771 7,598 153,369
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,933  142,992 13,941 156,933
    QIX Pro7-Sat1 150.29 17.200 10.800 8/08/11 14.000 -2,104 1,623 -481 56,452  140,888 15,564 156,452
    DJ Global Titans long Philip Morris 42.90 57.914   12/26/11 60.439 -2,593 2,485 -108 56,344  138,295 18,049 156,344
  Buy France Hermes International 17.19 253.600   4/23/12 251.250 4,359        142,655 13,689  
    SSE 50 China Minsheng Bk 6,528.38 0.668   3/19/12 0.633 4,359        147,014 9,330  
    Kospi 50 Samsung Electronics 284.05 15.346   5/21/12 16.200 4,359        151,373 4,971  
    ASX 50 short QBE Insurance 454.74 9.586   1/30/12 9.544 4,359        155,732 612  
    HDAX long Dürr 477.70 9.125   8/04/14 28.230 4,359        160,091 -3,747  
    Topix (FRA) Fast Retailing 29.83 146.118   2/27/12 148.473 4,359        164,449 -8,105  
    CAC Mid 60 Innate Pharma 2,549.12 1.710   5/14/12 1.650 4,359        168,808 -12,464  
    QIX Freenet 414.55 10.515   1/18/16 28.325 4,359        173,167 -16,823  
    DJ Global Titans short Bank of America 777.16 5.609   2/06/12 6.060 4,359        177,526 -21,182  
1/30/12 Sell ASX 50 short QBE Insurance 454.74 9.544 9.628 1/23/12 9.586 -4,359 4,378 19 56,363  173,167 -16,804 156,363
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,390  170,463 -12,074 158,390
    OMXH 25 long Wärtsilä 412.28 8.837   1/09/12 8.363 -3,448 3,643 195 58,585  167,015 -8,430 158,585
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,331  162,708 -1,378 161,331
  Buy ASX 50 long James Hardie Ind 693.70 5.763   8/17/15 12.058 3,998        166,706 -5,376  
    SDAX Encavis 1,323.40 3.021   5/21/12 2.951 3,998        170,704 -9,374  
    OMXH 25 short Nokia 1,030.41 3.880   2/13/12 3.800 3,998        174,702 -13,372  
    BSE Sensex 30 long Hindustan Unilever 659.61 6.061   11/16/15 11.144 3,998        178,700 -17,370  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,386  175,640 -12,254 163,386
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,025  172,097 -7,072 165,025
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,249  168,787 -3,538 165,249
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,969  165,747 6,222 171,969
    DJ Global Titans Bank of America 777.16 6.060 5.157 1/23/12 5.609 -4,359 4,008 -351 71,618  161,388 10,230 171,618
  Buy CAC 40 long Airbus 166.95 27.230   4/09/12 29.725 4,546        165,934 5,684  
    TecDAX Dialog Semiconductor 271.48 16.745   5/21/12 15.475 4,546        170,480 1,138  
    IBEX 35 Bankinter 1,316.92 3.452   2/13/12 3.297 4,546        175,026 -3,408  
    PSI 20 Jerónimo Martins 354.05 12.840   2/20/12 12.970 4,546        179,572 -7,954  
    MerVal short Gr Fin Galicia 7,664.81 0.593   2/27/12 0.596 4,546        184,118 -12,500  
    DJ Global Titans long Apple 360.79 12.600   5/21/12 15.695 4,546        188,664 -17,046  
2/13/12 Sell IBEX 35 long Bankinter 1,316.92 3.297   2/06/12 3.452 -4,546 4,342 -204 71,414  184,118 -12,704 171,414
    OMXH 25 short Nokia 1,030.41 3.800 3.962 1/30/12 3.880 -3,998 4,082 84 71,499  180,120 -8,622 171,499
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,913  177,060 -2,147 174,913
    Topix (TYO) Nintendo 14.67 104.998 129.488 8/29/11 116.602 -1,711 1,900 189 75,102  175,350 -248 175,102
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,215  171,802 7,414 179,215
  Buy IBEX 35 Sacyr 1,407.66 3.314   8/20/12 1.284 4,665        176,467 2,749  
    OMXH 25 long Nokian Tyres 138.43 33.700   4/09/12 36.040 4,665        181,132 -1,917  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        185,796 -6,581  
    GEX 4SC 378.70 12.319   5/07/12 9.617 4,665        190,461 -11,246  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,344  187,401 -3,058 184,344
    PSI 20 long Jerónimo Martins 354.05 12.970   2/06/12 12.840 -4,546 4,592 46 84,390  182,855 1,534 184,390
  Buy TSX 60 Constellation Soft 65.74 70.699   4/16/12 66.838 4,648        187,503 -3,114  
    PSI 20 short Pharol 1,106.67 4.200   2/27/12 3.989 4,648        192,151 -7,762  
    SLI long Sonova 54.50 85.291   4/23/12 82.016 4,648        196,800 -12,410  
2/27/12 Sell PSI 20 short Pharol 1,106.67 3.989 4.422 2/20/12 4.200 -4,648 4,894 246 84,635  192,152 -7,516 184,635
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Gr Fin Galicia 7,664.81 0.596 0.591 2/06/12 0.593 -4,546 4,527 -19 84,616  187,606 -2,989 184,616
    Topix (FRA) long Fast Retailing 29.83 148.473   1/23/12 146.118 -4,359 4,429 70 84,687  183,247 1,440 184,687
  Buy PSI 20 Jerónimo Martins 342.89 13.570   3/12/12 14.360 4,653        187,900 -3,213  
    Topix (FRA) short Mazda Motor 728.17 6.390   3/05/12 6.150 4,653        192,553 -7,866  
3/05/12 Sell NZX 50 short Heartland 5,934.39 0.277 0.329 10/31/11 0.302 -1,791 1,955 164 84,850  190,762 -5,912 184,850
    Topix (FRA) Mazda Motor 728.17 6.150 6.639 2/27/12 6.390 -4,653 4,835 182 85,032  186,109 -1,077 185,032
  Buy MerVal Aluar 9,581.16 0.480   3/12/12 0.513 4,598        190,707 -5,675  
    NZX 50 long a2 Milk 19,776.34 0.233   5/21/12 0.267 4,598        195,305 -10,273  
    Topix (FRA) Isuzu Motors 547.25 8.402   3/19/12 8.620 4,598        199,903 -14,871  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 87,924  197,113 -9,189 187,924
    PSI 20 long Jerónimo Martins 342.89 14.360   2/27/12 13.570 -4,653 4,924 271 88,195  192,460 -4,265 188,195
    MerVal short Aluar 9,581.16 0.513 0.447 3/05/12 0.480 -4,598 4,283 -315 87,880  187,862 18 187,880
    CAC Next 20 Natixis 856.88 2.721 3.896 7/11/11 3.256 -2,790 3,339 549 88,428  185,072 3,356 188,428
  Buy BEL 20 long Galapagos 382.30 12.540   5/14/12 10.990 4,794        189,866 -1,438  
    PSI 20 short Pharol 1,217.06 3.939   3/26/12 4.022 4,794        194,660 -6,232  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,528.38 0.633   1/23/12 0.668 -4,359 4,133 -226 88,203  190,301 -2,098 188,203
    Topix (FRA) Isuzu Motors 547.25 8.620   3/05/12 8.402 -4,598 4,717 119 88,322  185,703 2,619 188,322
  Buy SSE 50 short Anhui Conch Cement 2,441.31 1.955   4/09/12 2.031 4,773        190,476 -2,154  
    Topix (FRA) Mazda Motor 738.85 6.460   8/13/12 4.800 4,773        195,249 -6,927  
3/26/12 Sell ATX short Flughafen Wien 294.34 7.050 9.772 7/18/11 8.300 -2,443 2,876 433 88,755  192,806 -4,051 188,755
    PSI 20 Pharol 1,217.06 4.022 3.856 3/12/12 3.939 -4,794 4,693 -101 88,654  188,012 642 188,654
  Buy ATX long Österreichische Post 187.78 25.200   4/09/12 25.800 4,732        192,744 -4,090  
    PSI 20 Jerónimo Martins 317.58 14.900   4/02/12 15.420 4,732        197,476 -8,822  
4/02/12 Sell   long Jerónimo Martins 317.58 15.420   3/26/12 14.900 -4,732 4,897 165 88,819  192,744 -3,925 188,819
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,058  188,421 18,637 207,058
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Banco Comercial 8,566.66 0.659   8/20/12 0.452 5,642        194,063 12,995  
    Athex LC long EYDAP 1,417.59 3.980   4/16/12 4.030 5,642        199,705 7,353  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,441.31 2.031 1.880 3/19/12 1.955 -4,773 4,588 -185 106,874  194,932 11,942 206,874
    ATX long Österreichische Post 187.78 25.800   3/26/12 25.200 -4,732 4,845 113 106,987  190,200 16,787 206,987
    CAC 40 Airbus 166.95 29.725   2/06/12 27.230 -4,546 4,963 417 107,403  185,654 21,749 207,403
    AEX Vopak 68.77 44.780   1/02/12 41.095 -2,826 3,080 253 107,657  182,828 24,829 207,657
    OMXH 25 Nokian Tyres 138.43 36.040   2/13/12 33.700 -4,665 4,989 324 107,980  178,163 29,818 207,980
  Buy SSE 50 China Northern Rare 2,058.24 2.888   6/04/12 3.823 5,944        184,107 23,874  
    ATX short Zumtobel 606.28 9.804   4/16/12 9.950 5,944        190,051 17,930  
    AEX ArcelorMittal 153.47 38.730   9/03/12 35.565 5,944        195,995 11,986  
    OMXH 25 Outokumpu 511.53 11.620   8/20/12 6.980 5,944        201,939 6,042  
4/16/12 Sell ATX short Zumtobel 606.28 9.950 9.658 4/09/12 9.804 -5,944 5,855 -89 107,892  195,995 11,897 207,892
    TSX 60 long Constellation Soft 65.74 66.838   2/20/12 70.699 -4,648 4,394 -254 107,638  191,347 16,291 207,638
    Athex LC EYDAP 1,417.59 4.030   4/02/12 3.980 -5,642 5,713 71 107,709  185,705 22,004 207,709
  Buy ATX Österreichische Post 214.86 26.725   5/21/12 27.000 5,742        191,447 16,262  
    TSX 60 short BlackBerry 568.20 10.106   8/20/12 5.638 5,742        197,189 10,520  
    Athex LC Public Power 3,704.52 1.550   9/03/12 1.330 5,742        202,931 4,778  
4/23/12 Sell France long Hermes International 17.19 251.250   1/23/12 253.600 -4,359 4,319 -40 107,669  198,572 9,097 207,669
    SLI Sonova 54.50 82.016   2/20/12 85.291 -4,648 4,470 -179 107,490  193,923 13,567 207,490
  Buy France short Solocal 3.74 1,476.830   8/13/12 1,038.280 5,523        199,447 8,043  
    MerVal YPF 411.37 13.433   8/27/12 14.446 5,526        204,973 2,517  
    SLI Lonza 160.16 34.504   11/26/12 36.099 5,526        210,499 -3,009  
    GCX REC Silicon 1,588.52 3.479   2/11/13 1.027 5,526        216,025 -8,535  
4/30/12 Sell SP Global 100 short Carrefour 126.99 15.175 26.570 8/01/11 20.080 -2,550 3,374 824 108,314  213,475 -5,160 208,314
  Buy   long Apple 322.65 15.738   10/20/14 19.487 5,078        218,553 -10,238  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/07/12 Sell Nordic 30 long Equinor 125.01 19.757   11/28/11 18.255 -2,282 2,470 188 108,502  216,271 -7,769 208,502
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 108,887  211,606 -2,719 208,887
    GEX 4SC 378.70 9.617   2/13/12 12.319 -4,665 3,642 -1,023 107,864  206,941 923 207,864
  Buy Nordic 30 short Nokia 2,174.58 2.400   8/13/12 2.220 5,219        212,160 -4,296  
    Topix (TYO) Sony 445.32 11.720   6/11/12 10.270 5,219        217,379 -9,515  
5/14/12 Sell Germany long Encavis 870.07 2.970   1/02/12 3.248 -2,826 2,584 -242 107,622  214,553 -6,931 207,622
    MDAX short Ceconomy 218.92 7.298 12.656 8/08/11 9.611 -2,104 2,771 667 108,289  212,449 -4,160 208,289
    HSI-Fin long AIA 1,601.25 2.577   1/16/12 2.624 -4,202 4,127 -75 108,213  208,247 -33 208,213
    BEL 20 Galapagos 382.30 10.990   3/12/12 12.540 -4,794 4,201 -593 107,621  203,453 4,168 207,621
    OMXC 20 Tryg 265.42 8.768   11/28/11 8.598 -2,282 2,327 45 107,666  201,171 6,495 207,666
    OBX 25 Equinor 218.12 19.745   1/16/12 19.264 -4,202 4,307 105 107,771  196,969 10,802 207,771
    OMXS 30 Getinge 61.21 19.967   11/28/11 18.641 -1,141 1,222 81 107,852  195,828 12,024 207,852
      Lundin 61.07 15.471   11/28/11 18.684 -1,141 945 -196 107,656  194,687 12,969 207,656
    FT 30 Tate & Lyle 2.98 858.422   12/19/11 808.105 -2,408 2,558 150 107,806  192,279 15,527 207,806
    Nikkei (FRA) Aozora Bank 80.67 18.670   1/09/12 21.370 -1,724 1,506 -218 107,588  190,555 17,033 207,588
      Nitto Boseki 132.87 12.260   1/09/12 12.975 -1,724 1,629 -95 107,493  188,831 18,662 207,493
    CAC Mid 60 Innate Pharma 2,549.12 1.650   1/23/12 1.710 -4,359 4,206 -153 107,340  184,472 22,868 207,340
  Buy Germany short SolarWorld 24.33 236.550   9/10/12 182.550 5,755        190,227 17,113  
    MDAX long Dürr 525.76 10.946   5/21/12 10.445 5,755        195,982 11,358  
    HSI-Fin short HK Exchgs & Clrg 506.79 11.356   9/17/12 11.718 5,755        201,737 5,603  
    BEL 20 Bekaert 251.86 22.850   6/25/12 18.225 5,755        207,492 -152  
    OMXC 20 Vestas Wind Systems 5,078.54 1.133   5/28/12 1.008 5,755        213,247 -5,907  
    OBX 25 REC Silicon 1,662.57 3.462   9/03/12 2.359 5,755        219,002 -11,662  
    OMXS 30 ABB 221.92 12.967   7/23/12 14.168 2,878        221,880 -14,539  
      Nokia 1,230.54 2.338   7/23/12 1.752 2,877        224,757 -17,417  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 55.73 103.259   8/06/12 106.958 5,755        230,512 -23,172  
    Nikkei (FRA) Nippon Sheet Glass 318.31 9.040   1/07/13 9.100 2,878        233,389 -26,049  
      Sharp 74.49 38.630   1/07/13 23.550 2,878        236,267 -28,927  
    CAC Mid 60 Vallourec 4.16 1,382.400   9/10/12 1,453.800 5,751        242,018 -34,677  
5/21/12 Sell HSI long Lenovo 4,816.12 0.656   12/26/11 0.538 -2,593 3,158 565 107,906  239,425 -31,519 207,906
    Kospi 50 Samsung Electronics 284.05 16.200   1/23/12 15.346 -4,359 4,602 243 108,148  235,066 -26,917 208,148
    ATX Österreichische Post 214.86 27.000   4/16/12 26.725 -5,742 5,801 59 108,207  229,324 -21,116 208,207
    MDAX Dürr 525.76 10.445   5/14/12 10.946 -5,755 5,492 -263 107,944  223,569 -15,625 207,944
    TecDAX Dialog Semiconductor 271.48 15.475   2/06/12 16.745 -4,546 4,201 -345 107,599  219,023 -11,423 207,599
    SDAX Encavis 1,323.40 2.951   1/30/12 3.021 -3,998 3,905 -93 107,507  215,025 -7,518 207,507
    HSI-C&I Sands China 1,636.04 2.614   1/16/12 2.568 -4,202 4,277 75 107,581  210,823 -3,241 207,581
    ISEQ 20 Flutter 31.33 50.010   1/02/12 45.100 -1,413 1,567 154 107,735  209,410 -1,674 207,735
      Ryanair Holdings 373.81 4.040   1/02/12 3.780 -1,413 1,510 97 107,832  207,997 -164 207,832
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,537  204,937 5,600 210,537
    NZX 50 long a2 Milk 19,776.34 0.267   3/05/12 0.233 -4,598 5,272 674 111,211  200,339 10,872 211,211
    Indices ISEQ-Overall 1.40 3,087.810   1/16/12 3,005.690 -4,208 4,323 115 111,326  196,131 15,195 211,326
    DJ Global Titans Apple 360.79 15.695   2/06/12 12.600 -4,546 5,663 1,117 112,442  191,585 20,858 212,442
  Buy HSI short China Unicom 4,906.20 1.189   8/20/12 1.370 5,832        197,417 15,026  
    Kospi 50 SK Holdings 103.63 56.279   7/23/12 68.528 5,832        203,249 9,194  
    ATX Zumtobel 591.60 9.858   6/25/12 8.050 5,832        209,081 3,362  
    MDAX Ströer Media 734.23 7.943   5/28/12 8.000 5,832        214,913 -2,470  
    TecDAX SMA Solar 221.62 26.315   12/22/14 14.800 5,832        220,745 -8,302  
    SDAX Klöckner 744.45 7.834   10/29/12 7.058 5,832        226,577 -14,134  
    HSI-C&I Citic Pacific 4,923.18 1.185   9/17/12 0.959 5,832        232,409 -19,966  
    ISEQ 20 Bank of Ireland 1,117.24 2.610   8/27/12 2.490 2,916        235,325 -22,882  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 525.41 5.550   8/27/12 6.550 2,916        238,241 -25,798  
    SMI long Richemont 121.40 48.039   5/28/12 48.077 5,832        244,073 -31,630  
    NZX 50 short Katmandu 6,115.13 0.954   7/30/12 0.992 5,832        249,905 -37,462  
    Indices Athex Large Cap 2.88 2,028.100   9/10/12 2,671.700 5,841        255,746 -43,303  
    Nikkei (TYO) Nippon Sheet Glass 684.58 8.519   7/02/12 8.411 5,832        261,578 -49,135  
    DJ Global Titans Telefónica 594.13 9.816   5/28/12 9.440 5,832        267,410 -54,967  
5/28/12 Sell MDAX short Ströer Media 734.23 8.000 7.886 5/21/12 7.943 -5,832 5,790 -42 112,401  261,578 -49,177 212,401
    OMXC 20 Vestas Wind Systems 5,078.54 1.008 1.274 5/14/12 1.133 -5,755 6,470 715 113,116  255,823 -42,707 213,116
    SMI long Richemont 121.40 48.077   5/21/12 48.039 -5,832 5,837 5 113,120  249,991 -36,871 213,120
    DJ Global Titans short Telefónica 594.13 9.440 10.207 5/21/12 9.816 -5,832 6,064 232 113,353  244,159 -30,806 213,353
  Buy MDAX long Rhön-Klinikum 207.46 21.995   6/04/12 22.100 4,563        248,722 -35,369  
    OMXC 20 GN Store Nord 66.96 68.150   6/04/12 67.500 4,563        253,285 -39,933  
    SMI short Credit Suisse 290.00 15.734   6/04/12 15.300 4,563        257,848 -44,496  
    CAC Next 20 Natixis 2,380.28 1.917   6/18/12 1.984 4,563        262,411 -49,059  
    DJ Global Titans long Apple 279.81 16.307   10/22/12 17.386 4,563        266,974 -53,622  
6/04/12 Sell SSE 50 long China Northern Rare 2,058.24 3.823   4/09/12 2.888 -5,944 7,869 1,925 115,278  261,030 -45,753 215,278
    DAX Merck (EMD) 65.65 36.500   12/19/11 36.695 -2,409 2,396 -13 115,265  258,621 -43,356 215,265
    MDAX Rhön-Klinikum 207.46 22.100   5/28/12 21.995 -4,563 4,585 22 115,287  254,058 -38,771 215,287
    FTSE Next 0.73 3,698.710   11/28/11 3,105.900 -2,267 2,700 433 115,719  251,791 -36,071 215,719
    OMXC 20 GN Store Nord 66.96 67.500   5/28/12 68.150 -4,563 4,520 -44 115,676  247,227 -31,552 215,676
    SMI short Credit Suisse 290.00 15.300 16.181 5/28/12 15.734 -4,563 4,692 129 115,805  242,664 -26,859 215,805
  Buy SSE 50 China Unicom 9,333.99 0.506   12/10/12 0.413 4,723        247,387 -31,582  
    DAX thyssenkrupp 372.77 12.670   7/16/12 14.565 4,723        252,110 -36,305  
    MDAX Ströer Media 563.94 8.375   6/18/12 8.546 4,723        256,833 -41,028  
    FTSE Aviva 14.13 334.157   7/30/12 382.206 4,722        261,555 -45,750  
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 5,411.32 0.873   6/18/12 0.791 4,723        266,278 -50,473  
    SMI long Swiss Re 107.97 43.744   6/11/12 46.079 4,723        271,001 -55,196  
6/11/12 Sell   long Swiss Re 107.97 46.079   6/04/12 43.744 -4,723 4,975 252 116,057  266,278 -50,221 216,057
    Topix (TYO) short Sony 445.32 10.270 13.374 5/07/12 11.720 -5,219 5,956 737 116,794  261,059 -44,265 216,794
  Buy SMI Credit Suisse 268.29 16.076   6/18/12 14.519 4,313        265,372 -48,578  
    Topix (TYO) long Subaru 713.19 6.048   1/11/16 33.663 4,313        269,685 -52,891  
6/18/12 Sell MDAX short Ströer Media 563.94 8.546 8.204 6/04/12 8.375 -4,723 4,627 -96 116,698  264,962 -48,264 216,698
    OMXC 20 Vestas Wind Systems 5,411.32 0.791 0.963 6/04/12 0.873 -4,723 5,213 490 117,188  260,239 -43,051 217,188
    SMI Credit Suisse 268.29 14.519 17.799 6/11/12 16.076 -4,313 4,775 462 117,650  255,926 -38,276 217,650
    CAC Next 20 Natixis 2,380.28 1.984 1.850 5/28/12 1.917 -4,563 4,404 -159 117,491  251,363 -33,872 217,491
    BAX long Wirecard 319.79 14.995   1/16/12 13.140 -4,202 4,795 593 118,084  247,161 -29,077 218,084
  Buy MDAX Dürr 417.50 11.318   6/25/12 11.594 4,725        251,886 -33,802  
    OMXC 20 GN Store Nord 64.51 73.250   6/25/12 71.650 4,725        256,612 -38,527  
    SMI Swiss Re 101.35 46.620   11/19/12 54.864 4,725        261,336 -43,252  
6/25/12 Sell ATX short Zumtobel 591.60 8.050 12.072 5/21/12 9.858 -5,832 7,142 1,310 119,394  255,504 -36,110 219,394
    MDAX long Dürr 417.50 11.594   6/18/12 11.318 -4,725 4,840 115 119,509  250,779 -31,270 219,509
    RTX short Mobile TeleSystems 206.98 13.400 11.240 8/01/11 12.320 -2,550 2,326 -224 119,286  248,229 -28,944 219,286
    BEL 20 Bekaert 251.86 18.225 28.649 5/14/12 22.850 -5,755 7,215 1,460 120,746  242,474 -21,728 220,746
    OMXC 20 long GN Store Nord 64.51 71.650   6/18/12 73.250 -4,725 4,622 -103 120,643  237,749 -17,106 220,643
    DJTA Kirby 45.18 36.163   12/05/11 48.011 -2,169 1,634 -535 120,108  235,580 -15,472 220,108
  Buy ATX Österreichische Post 197.57 25.890   7/29/13 31.600 5,115        240,695 -20,587  
    MDAX short Ströer Media 636.11 8.041   7/02/12 8.090 5,115        245,810 -25,702  
    RTX long Magnit 240.71 21.250   7/02/12 22.430 5,115        250,925 -30,817  
    BEL 20 Galapagos 417.55 12.250   10/22/12 16.900 5,115        256,040 -35,932  
    OMXC 20 short Vestas Wind Systems 6,303.14 0.812   7/16/12 0.678 5,115        261,155 -41,047  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Ryder System 187.20 27.323   7/02/12 27.880 5,115        266,270 -46,162  
7/02/12 Sell MDAX short Ströer Media 636.11 8.090 7.992 6/25/12 8.041 -5,115 5,084 -31 120,077  261,155 -41,079 220,077
    RTX long Magnit 240.71 22.430   6/25/12 21.250 -5,115 5,399 284 120,361  256,040 -35,679 220,361
    DJTA short Ryder System 187.20 27.880 26.767 6/25/12 27.323 -5,115 5,011 -104 120,256  250,925 -30,669 220,256
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 121,128  247,874 -26,746 221,128
    Nikkei (TYO) Nippon Sheet Glass 684.58 8.411 8.629 5/21/12 8.519 -5,832 5,907 75 121,203  242,042 -20,839 221,203
  Buy MDAX long Dürr 401.85 12.465   7/23/12 13.345 5,009        247,051 -25,848  
    RTX short RusHydro 2,467.49 2.030   7/09/12 2.080 5,009        252,060 -30,857  
    DJTA long Delta Air Lines 570.49 8.780   9/17/12 7.031 5,009        257,069 -35,866  
    STI ThaiBev 23,605.09 0.212   6/10/13 0.382 5,009        262,078 -40,875  
    Nikkei (TYO) OKI Electric 392.41 12.765   7/16/12 12.784 5,009        267,087 -45,884  
Portfolio market l/s instrument bought pieces buy price 7/02/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short RusHydro 7/02/12 2467.49 2.030   5,009 5,009 0 0 5,009 5,009  
  ISEQ 20 Bank of Ireland 5/21/12 1117.24 2.610 3.210 2.010 2,916 2,246 -670 -670 7,925 7,255 -90
    Smurfit Kappa   525.41 5.550 5.365 5.741 2,916 3,017 101 -570 10,841 10,271 34
  AEX ArcelorMittal 4/09/12 153.47 38.730 36.435 41.170 5,944 6,318 374 -195 16,785 16,590 30
  IBEX 35 Sacyr 2/13/12 1407.66 3.314 1.429 7.686 4,665 10,819 6,154 5,958 21,450 27,408 796
  Topix (TYO) long Subaru 6/11/12 713.19 6.048 6.264 4,313 4,467 154 6,112 25,763 31,875 84
  SSE 50 short China Unicom 6/04/12 9333.99 0.506 0.468 0.547 4,723 5,108 385 6,498 30,486 36,984 178
  HSI China Unicom 5/21/12 4906.2 1.189 1.011 1.398 5,832 6,856 1,024 7,522 36,318 43,840 308
  HSI-Fin HK Exchgs & Clrg 5/14/12 506.79 11.356 11.191 11.523 5,755 5,840 85 7,607 42,073 49,680 12
  BSE Sensex 30 long Hindustan Unilever 1/30/12 659.61 6.061 6.243 3,998 4,118 120 7,727 46,071 53,798 7
  STI ThaiBev 7/02/12 23605.09 0.212   5,009 5,009     51,080 58,807  
  OMXH 25 short Outokumpu 4/09/12 511.53 11.620 6.900 19.569 5,944 10,010 4,066 11,793 57,024 68,817 863
  PSI 20 Banco Comercial 4/02/12 8566.66 0.659 0.478 0.908 5,642 7,777 2,135 13,928 62,666 76,594 262
  SMI long Swiss Re 6/18/12 101.35 46.620 50.029 4,725 5,070 346 14,273 67,391 81,664 530
  NZX 50 short Katmandu 5/21/12 6115.13 0.954 0.823 1.106 5,832 6,762 930 15,203 73,223 88,426 262
  Topix (FRA) Mazda Motor 3/19/12 738.85 6.460 5.290 7.889 4,773 5,829 1,056 16,259 77,996 94,255 100
  TecDAX SMA Solar 5/21/12 221.62 26.315 27.015 25.615 5,832 5,677 -155 16,103 83,828 99,931 -21
  HSI-Prop long China Ov Land & Inv 1/16/12 1363.4 1.541 1.849 2,101 2,521 420 16,524 85,929 102,453 49
    China Res Land   1486.8 1.413 1.652 2,101 2,456 355 16,878 88,030 104,908 40
  Nordic 30 short Nokia 5/07/12 2174.58 2.400 1.640 3.512 5,219 7,638 2,419 19,297 93,249 112,546 1,096
  FT 30 Man Group 5/14/12 55.73 103.259 92.324 115.489 5,755 6,436 682 19,978 99,003 118,982 130
  Nikkei (FRA) Nippon Sheet Glass   318.31 9.040 8.420 9.706 2,878 3,089 212 20,190 101,881 122,071 70
    Sharp   74.49 38.630 39.980 37.280 2,878 2,777 -101 20,090 104,759 124,848 -23
  Nikkei (TYO) long OKI Electric 7/02/12 392.41 12.765   5,009 5,009     109,768 129,857  
  Athex LC short Public Power 4/16/12 3704.52 1.550 1.015 2.367 5,742 8,769 3,027 23,116 115,510 138,626 644
Portfolio market l/s instrument bought pieces buy price 7/02/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 REC Silicon 5/14/12 1662.57 3.462 2.531 4.734 5,755 7,871 2,116 25,233 121,265 146,497 930
  OMXS 30 ABB   221.92 12.967 13.037 12.896 2,878 2,862 -16 25,217 124,142 149,359 -4
    Nokia   1230.54 2.338 1.590 3.439 2,877 4,232 1,354 26,571 127,020 153,591 1,670
  OMXC 20 Vestas Wind Systems 6/25/12 6303.14 0.812 0.801 0.822 5,115 5,179 64 26,636 132,135 158,770 92
  TSX 60 BlackBerry 4/16/12 568.2 10.106 6.066 16.837 5,742 9,567 3,825 30,460 137,877 168,337 1,024
  CAC Mid 60 Vallourec 5/14/12 4.16 1,382.400 1,299.600 1,470.475 5,751 6,117 366 30,827 143,627 174,454 58
  SDAX Klöckner 5/21/12 744.45 7.834 8.097 7.571 5,832 5,636 -196 30,631 149,459 180,090 -26
  Indices Athex Large Cap   2.88 2,028.100 2,276.400 1,779.800 5,841 5,126 -715 29,916 155,300 185,216 -68
  BEL 20 long Galapagos 6/25/12 417.55 12.250 12.480 5,115 5,211 96 30,012 160,415 190,427 164
  France short Solocal 4/23/12 3.74 1,476.830 1,329.610 1,640.351 5,523 6,135 612 30,623 165,939 196,562 73
  MIB UnipolSai 6/27/11 494.74 5.130 2.154 12.218 2,538 6,045 3,507 34,130 168,477 202,607 135
  ATX long Österreichische Post 6/25/12 197.57 25.890 26.930 5,115 5,321 205 34,335 173,592 207,927 680
  ASX 50 James Hardie Ind 1/30/12 693.7 5.763 6.348 3,998 4,403 405 34,741 177,590 212,330 26
  DJ Global Titans Apple 5/28/12 279.81 16.307 16.708 4,563 4,675 112 34,853 182,153 217,006 29
  S&P 100 Biogen 1/09/12 38.17 90.342 114.970 3,448 4,388 940 35,793 185,601 221,394 65
  HDAX Dürr 1/23/12 477.7 9.125 12.465 4,359 5,955 1,596 37,388 189,960 227,348 103
  DJTA Delta Air Lines 7/02/12 570.49 8.780   5,009 5,009     194,969 232,357  
  SP Global 100 Apple 4/30/12 322.65 15.738 16.708 5,078 5,391 313 37,702 200,047 237,748 41
  Nasdaq 100 Regeneron 10/10/11 37.39 49.346 95.349 1,845 3,565 1,720 39,422 201,892 241,314 147
  Kospi 50 short SK Holdings 5/21/12 103.63 56.279 73.222 39.336 5,832 4,076 -1,756 37,666 207,724 245,390 -96
  DAX thyssenkrupp 6/04/12 372.77 12.670 13.195 12.145 4,723 4,527 -196 37,470 212,447 249,917 -42
  MDAX long Dürr 7/02/12 401.85 12.465   5,009 5,009     217,456 254,926  
  FTSE short Aviva 6/04/12 14.13 334.157 350.570 317.744 4,722 4,490 -232 37,238 222,178 259,416 -48
  Europe 50 long Roche 12/19/11 18.57 129.719 137.185 2,409 2,548 139 37,377 224,587 261,964 11
  BSE Sensex 50 Eicher Motors 10/24/11 786.66 2.335 2.830 1,837 2,226 389 37,766 226,424 264,189 32
Portfolio market l/s instrument bought pieces buy price 7/02/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  QIX Freenet 1/23/12 414.55 10.515 11.645 4,359 4,827 468 38,234 230,783 269,017 26
  DJIA Visa 12/19/11 127.48 18.897 24.994 2,409 3,186 777 39,011 233,192 272,203 68
  Euro 50 ASML 1/09/12 53.21 32.400 41.300 1,724 2,198 474 39,485 234,916 274,401 66
    AB InBev   36.3 47.495 62.790 1,724 2,279 555 40,040 236,640 276,680 79
  USA Alexion 11/28/11 44.8 50.936 81.982 2,282 3,673 1,391 41,431 238,922 280,353 123
  Germany short SolarWorld 5/14/12 24.33 236.550 210.600 265.698 5,755 6,464 709 42,140 244,677 286,817 138
  HSI-C&I Citic Pacific 5/21/12 4923.18 1.185 1.214 1.155 5,832 5,688 -144 41,996 250,509 292,505 -19
  MerVal YPF 4/23/12 411.37 13.433 14.219 12.647 5,526 5,203 -323 41,673 256,035 297,708 -27
  SLI Lonza   160.16 34.504 33.048 36.025 5,526 5,770 244 41,917 261,561 303,478 25
  GCX REC Silicon   1588.52 3.479 2.531 4.781 5,526 7,595 2,069 43,986 267,087 311,073 425
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/09/12 Sell RTX short RusHydro 2,467.49 2.080 1.980 7/02/12 2.030 -5,009 4,886 -123 121,080  262,078 -40,998 221,080
  Buy   long Magnit 208.04 21.640   7/16/12 22.510 4,502        266,580 -45,500  
7/16/12 Sell DAX short thyssenkrupp 372.77 14.565 10.775 6/04/12 12.670 -4,723 4,017 -706 120,373  261,857 -41,484 220,373
    RTX long Magnit 208.04 22.510   7/09/12 21.640 -4,502 4,683 181 120,554  257,355 -36,801 220,554
    OMXC 20 short Vestas Wind Systems 6,303.14 0.678 0.971 6/25/12 0.812 -5,115 6,120 1,005 121,559  252,240 -30,681 221,559
    Nikkei (TYO) long OKI Electric 392.41 12.784   7/02/12 12.765 -5,009 5,016 7 121,566  247,231 -25,665 221,566
  Buy DAX Continental 68.55 71.440   8/11/14 159.700 4,897        252,128 -30,562  
    RTX short RusHydro 2,299.06 2.130   9/03/12 2.010 4,897        257,025 -35,459  
    OMXC 20 long Genmab 578.24 8.469   6/24/13 22.604 4,897        261,922 -40,356  
    Nikkei (TYO) short Nippon Sheet Glass 641.90 7.629   11/19/12 7.143 4,897        266,819 -45,253  
7/23/12 Sell Kospi 50 short SK Holdings 103.63 68.528 44.029 5/21/12 56.279 -5,832 4,563 -1,269 120,297  260,987 -40,690 220,297
    MDAX long Dürr 401.85 13.345   7/02/12 12.465 -5,009 5,363 354 120,650  255,978 -35,328 220,650
    OMXS 30 short ABB 221.92 14.168 11.765 5/14/12 12.967 -2,878 2,611 -267 120,384  253,100 -32,717 220,384
      Nokia 1,230.54 1.752 3.121 5/14/12 2.338 -2,877 3,841 963 121,347  250,223 -28,876 221,347
  Buy Kospi 50 long Amorepacific Group 183.86 26.166   10/20/14 87.497 4,811        255,034 -33,687  
    MDAX short Ströer Media 606.91 7.927   8/06/12 7.080 4,811        259,845 -38,498  
    OMXS 30 long Electrolux 135.74 17.722   6/24/13 19.030 2,406        262,250 -40,903  
      Swedbank 174.45 13.789   6/24/13 16.871 2,405        264,656 -43,309  
7/30/12 Sell FTSE short Aviva 14.13 382.206 286.108 6/04/12 334.157 -4,722 4,043 -679 120,668  259,934 -39,266 220,668
    NZX 50 Katmandu 6,115.13 0.992 0.916 5/21/12 0.954 -5,832 5,600 -232 120,436  254,102 -33,666 220,436
  Buy FTSE long Ashtead 14.01 333.248   8/24/15 1,199.890 4,669        258,771 -38,335  
8/06/12 Sell MDAX short Ströer Media 606.91 7.080 8.875 7/23/12 7.927 -4,811 5,387 576 121,011  253,960 -32,949 221,011
    FT 30 Man Group 55.73 106.958 99.561 5/14/12 103.259 -5,755 5,549 -206 120,805  248,205 -27,400 220,805
  Buy MDAX long Dürr 349.41 13.838   10/29/12 14.790 4,835        253,040 -32,235  
    FT 30 Ferguson 1.58 3,068.570   6/24/13 3,452.810 4,848        257,889 -37,084  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/13/12 Sell France short Solocal 3.74 1,038.280 2,100.620 4/23/12 1,476.830 -5,523 7,856 2,333 123,138  252,365 -29,227 223,138
    Nordic 30 Nokia 2,174.58 2.220 2.595 5/07/12 2.400 -5,219 5,642 423 123,561  247,146 -23,585 223,561
    Topix (FRA) Mazda Motor 738.85 4.800 8.694 3/19/12 6.460 -4,773 6,424 1,651 125,212  242,373 -17,161 225,212
  Buy France long Eurofins Scientific 502.27 10.355   4/22/13 15.325 5,201        247,574 -22,362  
    Nordic 30 Pandora 464.70 11.192   6/03/13 26.264 5,201        252,775 -27,563  
    Topix (FRA) Softbank 322.26 16.139   9/03/12 15.996 5,201        257,976 -32,764  
8/20/12 Sell HSI short China Unicom 4,906.20 1.370 1.008 5/21/12 1.189 -5,832 4,945 -887 124,325  252,144 -27,819 224,325
    IBEX 35 Sacyr 1,407.66 1.284 8.553 2/13/12 3.314 -4,665 12,040 7,375 131,700  247,479 -15,779 231,700
    OMXH 25 Outokumpu 511.53 6.980 19.345 4/09/12 11.620 -5,944 9,895 3,951 135,652  241,535 -5,884 235,652
    TSX 60 BlackBerry 568.20 5.638 18.115 4/16/12 10.106 -5,742 10,293 4,551 140,202  235,793 4,409 240,202
    PSI 20 Banco Comercial 8,566.66 0.452 0.960 4/02/12 0.659 -5,642 8,221 2,579 142,781  230,151 12,630 242,781
  Buy HSI long Galaxy Entertainment 2,714.36 2.352   4/22/13 3.135 6,385        236,536 6,245  
    IBEX 35 Grifols 568.06 11.240   11/05/12 13.025 6,385        242,921 -140  
    OMXH 25 Huhtamäki 537.01 11.890   10/22/12 12.450 6,385        249,306 -6,525  
    TSX 60 Couche-Tard 955.12 6.685   4/22/13 7.405 6,385        255,691 -12,910  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,117.24 2.490 2.736 5/21/12 2.610 -2,916 3,057 141 142,922  252,775 -9,854 242,922
      Smurfit Kappa 525.41 6.550 4.550 5/21/12 5.550 -2,916 2,391 -525 142,396  249,859 -7,463 242,396
    MerVal YPF 411.37 14.446 12.421 4/23/12 13.433 -5,526 5,109 -417 141,980  244,333 -2,354 241,980
  Buy ISEQ 20 long Kerry Group 79.70 37.580   6/17/13 42.250 2,995        247,329 -5,349  
      Smurfit Kappa 457.25 6.550   6/17/13 12.270 2,995        250,324 -8,344  
9/03/12 Sell S&P 100 long Biogen 38.17 116.954   1/09/12 90.342 -3,448 4,464 1,016 142,995  246,875 -3,880 242,995
    AEX short ArcelorMittal 153.47 35.565 42.177 4/09/12 38.730 -5,944 6,473 529 143,524  240,931 2,593 243,524
    RTX RusHydro 2,299.06 2.010 2.257 7/16/12 2.130 -4,897 5,189 292 143,817  236,034 7,783 243,817
    OBX 25 REC Silicon 1,662.57 2.359 5.080 5/14/12 3.462 -5,755 8,445 2,690 146,507  230,279 16,228 246,507
    Athex LC Public Power 3,704.52 1.330 1.806 4/16/12 1.550 -5,742 6,692 950 147,457  224,537 22,920 247,457
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Softbank 322.26 15.996   8/13/12 16.139 -5,201 5,155 -46 147,411  219,336 28,075 247,411
  Buy S&P 100 short HP 509.74 13.511   9/17/12 13.872 6,887        226,223 21,188  
    RTX long Magnit 284.35 24.220   9/17/12 27.650 6,887        233,110 14,301  
    OBX 25 Grieg Seafood 5,021.88 1.371   1/07/13 1.707 6,887        239,997 7,414  
    Athex LC Alpha Bank 102.79 67.000   3/25/13 37.850 6,887        246,884 527  
    MerVal short Pampa Energía 40,969.66 0.168   9/10/12 0.164 6,887        253,771 -6,360  
    Topix (FRA) Kansai Electric Pwr 1,207.82 5.702   3/11/13 6.145 6,887        260,658 -13,247  
9/10/12 Sell Germany short SolarWorld 24.33 182.550 306.524 5/14/12 236.550 -5,755 7,458 1,702 149,113  254,903 -5,790 249,113
    MerVal Pampa Energía 40,969.66 0.164 0.172 9/03/12 0.168 -6,887 7,059 172 149,286  248,016 1,270 249,286
    CAC Mid 60 Vallourec 4.16 1,453.800 1,311.000 5/14/12 1,382.400 -5,751 5,454 -297 148,988  242,265 6,723 248,988
    Indices Athex Large Cap 2.88 2,671.700 1,384.500 5/21/12 2,028.100 -5,841 3,987 -1,854 147,135  236,424 10,711 247,135
  Buy Germany long ADLER Real Estate 5,462.71 1.180   6/24/13 2.050 6,446        242,870 4,265  
    CAC Mid 60 Eurofins Scientific 586.00 11.000   4/22/13 15.325 6,446        249,316 -2,181  
    Indices OMXC 20 97.07 66.404   6/17/13 70.001 6,446        255,762 -8,627  
9/17/12 Sell S&P 100 short HP 509.74 13.872 13.150 9/03/12 13.511 -6,887 6,703 -184 146,951  248,875 -1,924 246,951
    RTX long Magnit 284.35 27.650   9/03/12 24.220 -6,887 7,862 975 147,926  241,988 5,938 247,926
    HSI-Fin short HK Exchgs & Clrg 506.79 11.718 10.994 5/14/12 11.356 -5,755 5,572 -184 147,743  236,233 11,510 247,743
    HSI-C&I Citic Pacific 4,923.18 0.959 1.464 5/21/12 1.185 -5,832 7,206 1,374 149,117  230,401 18,716 249,117
    DJTA long Delta Air Lines 570.49 7.031   7/02/12 8.780 -5,009 4,011 -998 148,119  225,392 22,727 248,119
  Buy S&P 100 Gilead Sciences 270.16 25.063   10/13/14 79.611 6,771        232,163 15,956  
    CAC 40 Credit Agricole 1,131.52 5.984   9/24/12 5.714 6,771        238,934 9,185  
    RTX short RusHydro 3,239.71 2.090   2/04/13 1.770 6,771        245,705 2,414  
    HSI-Fin long Bank of China (HK) 2,836.85 2.387   5/13/13 2.748 6,771        252,476 -4,357  
    HSI-C&I Galaxy Entertainment 2,785.27 2.431   4/08/13 3.018 6,771        259,247 -11,128  
    DJTA short Expeditors Wash 230.98 29.314   9/24/12 28.398 6,771        266,018 -17,899  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/24/12 Sell CAC 40 long Credit Agricole 1,131.52 5.714   9/17/12 5.984 -6,771 6,466 -306 147,813  259,247 -11,433 247,813
    DJTA short Expeditors Wash 230.98 28.398 30.259 9/17/12 29.314 -6,771 6,989 218 148,032  252,476 -4,444 248,032
  Buy   long Avis Budget 490.29 12.419   7/20/15 38.916 6,089        258,565 -10,533  
10/01/12 Buy CAC Next 20 short Hermes International 28.08 211.450   12/10/12 235.500 5,938        264,503 -16,471  
10/15/12 Buy AEX short KPN 1,596.53 3.626   2/02/15 2.756 5,789        270,292 -22,260  
    MerVal Pampa Energía 38,388.59 0.151   10/22/12 0.141 5,789        276,081 -28,049  
10/22/12 Sell BEL 20 long Galapagos 417.55 16.900   6/25/12 12.250 -5,115 7,057 1,942 149,973  270,966 -20,992 249,973
    OMXH 25 Huhtamäki 537.01 12.450   8/20/12 11.890 -6,385 6,686 301 150,274  264,580 -14,306 250,274
    MerVal short Pampa Energía 38,388.59 0.141 0.161 10/15/12 0.151 -5,789 6,196 407 150,681  258,791 -8,110 250,681
    DJ Global Titans long Apple 279.81 17.386   5/28/12 16.307 -4,563 4,865 302 150,983  254,229 -3,246 250,983
  Buy BEL 20 short Bekaert 286.98 21.580   11/12/12 21.290 6,193        260,422 -9,439  
    OMXH 25 Outokumpu 957.19 6.470   11/05/12 6.200 6,193        266,615 -15,632  
    DJ Global Titans Telefónica 589.81 10.500   10/29/12 10.070 6,193        272,808 -21,825  
10/29/12 Sell MDAX long Dürr 349.41 14.790   8/06/12 13.838 -4,835 5,168 333 151,316  267,973 -16,657 251,316
    SDAX short Klöckner 744.45 7.058 8.695 5/21/12 7.834 -5,832 6,473 641 151,957  262,141 -10,184 251,957
    DJ Global Titans Telefónica 589.81 10.070 10.948 10/22/12 10.500 -6,193 6,457 264 152,221  255,948 -3,726 252,221
  Buy MDAX Ströer Media 936.95 6.630   1/14/13 6.901 6,212        262,160 -9,938  
    SDAX long ADLER Real Estate 3,931.65 1.580   11/26/12 1.285 6,212        268,372 -16,150  
    MerVal short Pampa Energía 42,900.55 0.145   12/24/12 0.147 6,212        274,584 -22,362  
    BAX long KUKA 265.75 23.375   6/24/13 31.820 6,212        280,796 -28,574  
    DJ Global Titans Bank of America 862.35 7.204   12/16/13 11.075 6,212        287,008 -34,786  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,609  284,470 -20,861 263,609
    IBEX 35 long Grifols 568.06 13.025   8/20/12 11.240 -6,385 7,399 1,014 164,623  278,085 -13,462 264,623
    OMXH 25 short Outokumpu 957.19 6.200 6.752 10/22/12 6.470 -6,193 6,463 270 164,892  271,892 -6,999 264,892
  Buy MIB long Azimut 692.93 9.304   8/04/14 18.460 6,447        278,339 -13,446  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Konecranes 255.33 25.250   11/12/12 24.380 6,447        284,786 -19,893  
11/12/12 Sell BEL 20 short Bekaert 286.98 21.290 21.874 10/22/12 21.580 -6,193 6,277 84 164,977  278,593 -13,616 264,977
    OMXH 25 long Konecranes 255.33 24.380   11/05/12 25.250 -6,447 6,225 -222 164,755  272,145 -7,391 264,755
  Buy BEL 20 Galapagos 380.48 16.910   6/24/13 14.210 6,434        278,579 -13,825  
    OMXH 25 short Outokumpu 1,002.18 6.420   12/31/12 7.400 6,434        285,013 -20,259  
11/19/12 Sell SMI long Swiss Re 101.35 54.864   6/18/12 46.620 -4,725 5,560 836 165,590  280,288 -14,698 265,590
    Nikkei (TYO) short Nippon Sheet Glass 641.90 7.143 8.148 7/16/12 7.629 -4,897 5,230 333 165,923  275,391 -9,468 265,923
  Buy PSI 20 Impresa 22,106.90 0.290   12/17/12 0.300 6,411        281,802 -15,879  
    SMI Julius Bär 245.44 26.121   12/17/12 27.324 6,411        288,214 -22,290  
    Nikkei (TYO) long Subaru 784.15 8.176   10/07/13 20.003 6,411        294,624 -28,701  
11/26/12 Sell SDAX long ADLER Real Estate 3,931.65 1.285   10/29/12 1.580 -6,212 5,052 -1,160 164,763  288,412 -23,649 264,763
    SLI short Lonza 160.16 36.099 32.909 4/23/12 34.504 -5,526 5,271 -255 164,508  282,886 -18,378 264,508
  Buy SDAX Deutz 1,893.23 3.250   12/10/12 3.138 6,153        289,039 -24,531  
    SLI long Swiss Life 59.04 104.219   6/24/13 120.698 6,153        295,192 -30,684  
12/10/12 Sell SSE 50 short China Unicom 9,333.99 0.413 0.620 6/04/12 0.506 -4,723 5,782 1,059 165,567  290,469 -24,902 265,567
    SDAX Deutz 1,893.23 3.138 3.366 11/26/12 3.250 -6,153 6,373 220 165,787  284,316 -18,529 265,787
    CAC Next 20 Hermes International 28.08 235.500 187.400 10/01/12 211.450 -5,938 5,262 -675 165,112  278,379 -13,267 265,112
  Buy SSE 50 long China Rwy Constr 8,793.30 0.716   4/29/13 0.634 6,296        284,675 -19,563  
    CAC 40 Societe Generale 218.50 28.815   1/14/13 34.140 6,296        290,971 -25,859  
    SDAX ADLER Real Estate 4,497.14 1.400   6/10/13 2.099 6,296        297,267 -32,155  
12/17/12 Sell PSI 20 short Impresa 22,106.90 0.300 0.280 11/19/12 0.290 -6,411 6,190 -221 164,891  290,856 -25,965 264,891
    SMI Julius Bär 245.44 27.324 24.917 11/19/12 26.121 -6,411 6,116 -295 164,595  284,445 -19,850 264,595
  Buy   long Richemont 102.09 59.929   10/14/13 74.199 6,118        290,563 -25,968  
12/24/12 Sell MerVal short Pampa Energía 42,900.55 0.147 0.143 10/29/12 0.145 -6,212 6,122 -90 164,505  284,351 -19,846 264,505
  Buy   long Gr Fin Galicia 8,769.72 0.697   5/27/13 0.697 6,116        290,467 -25,962  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/31/12 Sell OMXH 25 short Outokumpu 1,002.18 7.400 5.440 11/12/12 6.420 -6,434 5,452 -982 163,523  284,033 -20,510 263,523
  Buy   long Orion 273.65 22.200   3/18/13 22.000 6,075        290,108 -26,585  
1/07/13 Sell OBX 25 long Grieg Seafood 5,021.88 1.707   9/03/12 1.371 -6,887 8,571 1,684 165,207  283,221 -18,014 265,207
    Nikkei (FRA) short Nippon Sheet Glass 318.31 9.100 8.980 5/14/12 9.040 -2,878 2,858 -19 165,188  280,344 -15,156 265,188
      Sharp 74.49 23.550 63.366 5/14/12 38.630 -2,878 4,720 1,843 167,030  277,466 -10,436 267,030
  Buy IBEX 35 long Mediaset Esp 1,126.05 5.696   2/04/13 5.150 6,414        283,880 -16,850  
    OBX 25 short REC Silicon 3,558.79 1.802   1/21/13 1.488 6,414        290,294 -23,264  
    Nikkei (FRA) long Subaru 323.94 9.900   1/14/13 9.907 3,207        293,501 -26,471  
      Shinsei Bank 205.58 15.600   1/14/13 13.840 3,207        296,708 -29,678  
1/14/13 Sell CAC 40 long Societe Generale 218.50 34.140   12/10/12 28.815 -6,296 7,460 1,164 168,194  290,412 -22,218 268,194
    MDAX short Ströer Media 936.95 6.901 6.359 10/29/12 6.630 -6,212 5,958 -254 167,940  284,200 -16,260 267,940
    Nikkei (FRA) long Subaru 323.94 9.907   1/07/13 9.900 -3,207 3,209 2 167,942  280,993 -13,051 267,942
      Shinsei Bank 205.58 13.840   1/07/13 15.600 -3,207 2,845 -362 167,580  277,786 -10,206 267,580
  Buy CAC 40 short Engie 416.98 15.430   1/28/13 15.390 6,434        284,220 -16,640  
    MDAX long KUKA 228.28 28.185   6/24/13 31.820 6,434        290,654 -23,074  
    Nikkei (FRA) short Screen 165.10 19.485   2/11/13 16.805 3,217        293,871 -26,291  
1/21/13 Sell OBX 25 short REC Silicon 3,558.79 1.488 2.182 1/07/13 1.802 -6,414 7,767 1,353 168,933  287,457 -18,524 268,933
  Buy   long Grieg Seafood 3,605.16 1.736   1/28/13 1.688 6,260        293,717 -24,784  
1/28/13 Sell CAC 40 short Engie 416.98 15.390 15.470 1/14/13 15.430 -6,434 6,451 17 168,950  287,283 -18,333 268,950
    OBX 25 long Grieg Seafood 3,605.16 1.688   1/21/13 1.736 -6,260 6,086 -174 168,776  281,023 -12,247 268,776
  Buy CAC 40 Credit Agricole 826.20 7.762   2/11/13 7.414 6,413        287,436 -18,660  
    OBX 25 short REC Silicon 4,145.98 1.547   2/25/13 1.312 6,413        293,849 -25,073  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,126.05 5.150   1/07/13 5.696 -6,414 5,799 -615 168,161  287,435 -19,274 268,161
    RTX short RusHydro 3,239.71 1.770 2.468 9/17/12 2.090 -6,771 7,995 1,224 169,385  280,664 -11,279 269,385
  Buy   long Magnit 186.15 34.660   3/11/13 34.010 6,452        287,116 -17,731  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/11/13 Sell CAC 40 long Credit Agricole 826.20 7.414   1/28/13 7.762 -6,413 6,125 -288 169,098  280,703 -11,605 269,098
    Nikkei (FRA) short Screen 165.10 16.805 22.592 1/14/13 19.485 -3,217 3,730 513 169,611  277,486 -7,875 269,611
    GCX REC Silicon 1,588.52 1.027 11.783 4/23/12 3.479 -5,526 18,718 13,192 182,803  271,960 10,843 282,803
  Buy CAC 40 Orange 931.24 7.883   2/25/13 7.479 7,341        279,301 3,502  
    ÖkoDAX long PNE Wind 2,631.18 2.790   4/29/13 2.700 7,341        286,642 -3,839  
    Nikkei (FRA) Subaru 339.86 10.800   8/26/13 18.441 3,670        290,312 -7,510  
      Mazda Motor 294.94 12.445   8/26/13 15.485 3,671        293,983 -11,180  
    GCX SunPower 1,039.40 7.063   11/25/13 21.795 7,341        301,324 -18,521  
2/18/13 Buy GEX long MBB 357.14 18.500   4/22/13 17.650 6,607        307,931 -25,128  
2/25/13 Sell CAC 40 short Orange 931.24 7.479 8.309 2/11/13 7.883 -7,341 7,737 397 183,199  300,590 -17,391 283,199
    OBX 25 REC Silicon 4,145.98 1.312 1.824 1/28/13 1.547 -6,413 7,564 1,151 184,350  294,177 -9,827 284,350
  Buy CAC 40 long Credit Agricole 918.13 7.475   4/22/13 6.300 6,863        301,040 -16,691  
    OBX 25 Norwegian 2.35 2,924.050   4/15/13 2,803.560 6,872        307,912 -23,562  
3/11/13 Sell RTX long Magnit 186.15 34.010   2/04/13 34.660 -6,452 6,331 -121 184,229  301,460 -17,231 284,229
    Topix (FRA) short Kansai Electric Pwr 1,207.82 6.145 5.259 9/03/12 5.702 -6,887 6,352 -535 183,694  294,573 -10,879 283,694
  Buy RTX RusHydro 4,059.52 1.680   9/14/15 0.774 6,820        301,393 -17,699  
    Topix (FRA) long Mazda Motor 552.00 12.355   4/01/13 11.250 6,820        308,213 -24,519  
3/18/13 Sell OMXH 25 long Orion 273.65 22.000   12/31/12 22.200 -6,075 6,020 -55 183,639  302,138 -18,499 283,639
  Buy   short Outokumpu 1,200.72 5.520   9/16/13 4.600 6,628        308,766 -25,127  
3/25/13 Sell Athex LC long Alpha Bank 102.79 37.850   9/03/12 67.000 -6,887 3,891 -2,996 180,642  301,879 -21,236 280,642
  Buy   short Eurobank Ergasias 24.94 260.000   9/30/13 50.000 6,484        308,363 -27,721  
4/01/13 Sell Topix (FRA) long Mazda Motor 552.00 11.250   3/11/13 12.355 -6,820 6,210 -610 180,033  301,543 -21,511 280,033
  Buy   short Nidec 590.09 10.953   4/15/13 10.948 6,463        308,006 -27,974  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,785.27 3.018   9/17/12 2.431 -6,771 8,407 1,636 181,669  301,235 -19,566 281,669
4/15/13 Sell OBX 25 long Norwegian 2.35 2,803.560   2/25/13 2,924.050 -6,872 6,588 -283 181,385  294,364 -12,978 281,385
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 Nidec 590.09 10.948 10.957 4/01/13 10.953 -6,463 6,466 3 181,388  287,901 -6,512 281,388
  Buy OBX 25 Frontline 926.90 7.413   10/21/13 8.829 6,871        294,772 -13,383  
    Topix (FRA) long Mazda Motor 587.01 11.705   6/03/13 14.600 6,871        301,643 -20,254  
4/22/13 Sell France long Eurofins Scientific 502.27 15.325   8/13/12 10.355 -5,201 7,697 2,496 183,884  296,442 -12,557 283,884
    HSI Galaxy Entertainment 2,714.36 3.135   8/20/12 2.352 -6,385 8,509 2,124 186,008  290,057 -4,048 286,008
    CAC 40 Credit Agricole 918.13 6.300   2/25/13 7.475 -6,863 5,784 -1,079 184,929  283,194 1,736 284,929
    TSX 60 Couche-Tard 955.12 7.405   8/20/12 6.685 -6,385 7,072 687 185,617  276,809 8,808 285,617
    CAC Mid 60 Eurofins Scientific 586.00 15.325   9/10/12 11.000 -6,446 8,980 2,534 188,151  270,363 17,789 288,151
    GEX MBB 357.14 17.650   2/18/13 18.500 -6,607 6,304 -304 187,848  263,755 24,092 287,848
  Buy France short ArcelorMittal 296.66 26.286   5/06/13 29.061 7,798        271,553 16,294  
    HSI China Shenhua HK 3,065.01 2.544   9/16/13 2.475 7,798        279,351 8,496  
    CAC 40 ArcelorMittal 296.66 26.286   8/05/13 28.620 7,798        287,149 698  
    TSX 60 Barrick Gold 539.14 14.464   9/30/13 13.729 7,798        294,947 -7,100  
    CAC Mid 60 CGG 15.66 497.920   4/29/13 532.320 7,797        302,745 -14,897  
    GEX YOC 1,544.46 5.049   9/23/13 2.219 7,798        310,543 -22,695  
4/29/13 Sell SSE 50 long China Rwy Constr 8,793.30 0.634   12/10/12 0.716 -6,296 5,578 -718 187,129  304,247 -17,118 287,129
    ÖkoDAX PNE Wind 2,631.18 2.700   2/11/13 2.790 -7,341 7,104 -237 186,892  296,906 -10,013 286,892
    CAC Mid 60 short CGG 15.66 532.320 463.520 4/22/13 497.920 -7,797 7,259 -539 186,354  289,108 -2,755 286,354
  Buy SSE 50 China Northern Rare 3,122.91 2.270   5/06/13 2.286 7,089        296,197 -9,844  
    ÖkoDAX SolarWorld 66.85 106.050   4/13/15 14.550 7,089        303,287 -16,933  
5/06/13 Sell France short ArcelorMittal 296.66 29.061 23.511 4/22/13 26.286 -7,798 6,975 -823 185,531  295,489 -9,958 285,531
    SSE 50 China Northern Rare 3,122.91 2.286 2.254 4/29/13 2.270 -7,089 7,039 -50 185,480  288,400 -2,920 285,480
  Buy   long China Minsheng Bk 6,718.02 1.052   5/13/13 1.064 7,064        295,464 -9,984  
5/13/13 Sell   long China Minsheng Bk 6,718.02 1.064   5/06/13 1.052 -7,064 7,149 85 185,566  288,400 -2,834 285,566
    HSI-Fin Bank of China (HK) 2,836.85 2.748   9/17/12 2.387 -6,771 7,795 1,024 186,589  281,629 4,960 286,589
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 Northern Rare 3,077.83 2.368   11/04/13 2.137 7,288        288,917 -2,328  
    HSI-Fin Ping An 2,432.58 2.996   10/14/13 2.804 7,288        296,205 -9,616  
5/27/13 Sell MerVal long Gr Fin Galicia 8,769.72 0.697   12/24/12 0.697 -6,116 6,110 -6 186,583  290,089 -3,506 286,583
  Buy   short Pampa Energía 43,464.37 0.163   6/10/13 0.158 7,076        297,165 -10,582  
6/03/13 Sell Nordic 30 long Pandora 464.70 26.264   8/13/12 11.192 -5,201 12,205 7,004 193,587  291,964 1,623 293,587
    Topix (FRA) Mazda Motor 587.01 14.600   4/15/13 11.705 -6,871 8,570 1,699 195,286  285,093 10,193 295,286
  Buy Nordic 30 short Equinor 440.36 17.340   7/29/13 16.264 7,636        292,729 2,557  
    Topix (FRA) Inpex 960.14 7.953   11/18/13 8.519 7,636        300,365 -5,079  
6/10/13 Sell SDAX long ADLER Real Estate 4,497.14 2.099   12/10/12 1.400 -6,296 9,440 3,144 198,430  294,069 4,361 298,430
    HSI-Prop China Ov Land & Inv 1,363.40 2.124   1/16/12 1.541 -2,101 2,896 795 199,224  291,968 7,256 299,224
      China Res Land 1,486.80 2.183   1/16/12 1.413 -2,101 3,245 1,144 200,368  289,867 10,501 300,368
    MerVal short Pampa Energía 43,464.37 0.158 0.168 5/27/13 0.163 -7,076 7,285 209 200,577  282,791 17,786 300,577
    STI long ThaiBev 23,605.09 0.382   7/02/12 0.212 -5,009 9,008 3,999 204,576  277,782 26,794 304,576
  Buy France short ArcelorMittal 293.85 28.191   7/08/13 26.415 8,284        286,066 18,510  
    SDAX Hypoport 1,107.49 7.480   9/30/13 8.120 8,284        294,350 10,226  
    HSI-Prop Hang Lung 1,612.80 2.568   11/18/13 2.531 4,142        298,492 6,084  
      Sino Land 3,849.08 1.076   11/18/13 1.043 4,142        302,634 1,942  
    MerVal long Telecom Argentina 2,187.02 3.788   6/17/13 3.268 8,284        310,918 -6,342  
    CAC Mid 60 short CGG 14.76 561.120   8/05/13 575.840 8,282        319,200 -14,624  
6/17/13 Sell ISEQ 20 long Kerry Group 79.70 42.250   8/27/12 37.580 -2,995 3,367 372 204,948  316,205 -11,257 304,948
      Smurfit Kappa 457.25 12.270   8/27/12 6.550 -2,995 5,610 2,615 207,563  313,210 -5,647 307,563
    MerVal Telecom Argentina 2,187.02 3.268   6/10/13 3.788 -8,284 7,147 -1,137 206,427  304,926 1,501 306,427
    Indices OMXC 20 97.07 70.001   9/10/12 66.404 -6,446 6,795 349 206,776  298,480 8,296 306,776
  Buy ISEQ 20 short C&C Group 930.31 4.233   7/29/13 4.100 3,938        302,418 4,358  
      CRH 251.94 15.631   7/29/13 15.994 3,938        306,356 420  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 long Teixeira Duarte 14,585.19 0.540   6/24/13 0.570 7,876        314,232 -7,456  
    MerVal short Comercial del Plata 112,034.14 0.070   8/12/13 0.067 7,876        322,108 -15,332  
    Indices RTX 5.65 1,393.590   8/12/13 1,391.500 7,874        329,982 -23,206  
6/24/13 Sell Germany long ADLER Real Estate 5,462.71 2.050   9/10/12 1.180 -6,446 11,199 4,753 211,528  323,536 -12,007 311,528
    MDAX KUKA 228.28 31.820   1/14/13 28.185 -6,434 7,264 830 212,358  317,102 -4,744 312,358
    BEL 20 Galapagos 380.48 14.210   11/12/12 16.910 -6,434 5,407 -1,027 211,331  310,668 663 311,331
    PSI 20 Teixeira Duarte 14,585.19 0.570   6/17/13 0.540 -7,876 8,314 438 211,769  302,792 8,977 311,769
    OMXC 20 Genmab 578.24 22.604   7/16/12 8.469 -4,897 13,070 8,173 219,942  297,895 22,047 319,942
    OMXS 30 Electrolux 135.74 19.030   7/23/12 17.722 -2,406 2,583 178 220,120  295,489 24,630 320,120
      Swedbank 174.45 16.871   7/23/12 13.789 -2,405 2,943 538 220,657  293,084 27,573 320,657
    FT 30 Ferguson 1.58 3,452.810   8/06/12 3,068.570 -4,848 5,455 607 221,264  288,236 33,029 321,264
    SLI Swiss Life 59.04 120.698   11/26/12 104.219 -6,153 7,126 973 222,237  282,083 40,155 322,237
    BAX KUKA 265.75 31.820   10/29/12 23.375 -6,212 8,456 2,244 224,482  275,871 48,611 324,482
  Buy Germany short SolarWorld 101.44 91.950   7/29/13 77.250 9,327        285,198 39,284  
    MDAX Salzgitter 367.13 25.405   7/01/13 25.340 9,327        294,525 29,957  
    BEL 20 Aperam 1,121.03 8.320   7/15/13 8.461 9,327        303,852 20,630  
    OMXC 20 FLSmidth 266.24 35.032   7/01/13 34.376 9,327        313,179 11,303  
    OMXS 30 Boliden 488.37 9.549   7/08/13 9.256 4,664        317,842 6,639  
      Tele2 531.27 8.778   7/08/13 9.227 4,664        322,506 1,976  
    FT 30 Man Group 97.92 95.252   7/01/13 100.211 9,327        331,833 -7,351  
    SLI Kühne & Nagel 114.94 81.145   7/08/13 90.725 9,327        341,160 -16,678  
    BAX SFC Energy 1,963.58 4.750   7/01/13 4.650 9,327        350,487 -26,005  
7/01/13 Sell MDAX short Salzgitter 367.13 25.340 25.470 6/24/13 25.405 -9,327 9,351 24 224,506  341,160 -16,654 324,506
    OMXC 20 FLSmidth 266.24 34.376 35.701 6/24/13 35.032 -9,327 9,505 178 224,684  331,833 -7,149 324,684
    FT 30 Man Group 97.92 100.211 90.294 6/24/13 95.252 -9,327 8,842 -486 224,198  322,506 1,692 324,198
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX SFC Energy 1,963.58 4.650 4.852 6/24/13 4.750 -9,327 9,528 201 224,399  313,179 11,220 324,399
  Buy MDAX long Dürr 349.62 23.998   7/28/14 30.355 8,390        321,569 2,830  
    OMXC 20 Vestas Wind Systems 3,886.96 2.159   9/01/14 6.373 8,390        329,959 -5,560  
    FT 30 Lloyds Bank 112.06 74.871   9/09/13 90.907 8,390        338,349 -13,950  
    BAX Morphosys 190.06 44.145   4/14/14 58.270 8,390        346,739 -22,340  
7/08/13 Sell France short ArcelorMittal 293.85 26.415 30.086 6/10/13 28.191 -8,284 8,841 557 224,956  338,455 -13,500 324,956
    OMXS 30 Boliden 488.37 9.256 9.852 6/24/13 9.549 -4,664 4,811 148 225,104  333,792 -8,688 325,104
      Tele2 531.27 9.227 8.329 6/24/13 8.778 -4,664 4,425 -238 224,865  329,128 -4,263 324,865
    SLI Kühne & Nagel 114.94 90.725 71.565 6/24/13 81.145 -9,327 8,226 -1,101 223,764  319,801 3,963 323,764
  Buy OMXS 30 long Nokia 1,285.94 3.186   10/13/14 6.407 4,096        323,898 -134  
      Kinnevik 187.33 21.868   10/13/14 22.475 4,096        327,994 -4,230  
    SLI Lonza 136.10 60.201   8/12/13 56.494 8,193        336,188 -12,424  
7/15/13 Sell BEL 20 short Aperam 1,121.03 8.461 8.179 6/24/13 8.320 -9,327 9,169 -158 223,606  326,861 -3,255 323,606
  Buy   long KBC 255.44 31.350   10/13/14 40.740 8,008        334,869 -11,263  
7/29/13 Sell Germany short SolarWorld 101.44 77.250 109.447 6/24/13 91.950 -9,327 11,102 1,775 225,381  325,541 -160 325,381
    ATX long Österreichische Post 197.57 31.600   6/25/12 25.890 -5,115 6,243 1,128 226,509  320,426 6,083 326,509
    ISEQ 20 short C&C Group 930.31 4.100 4.370 6/17/13 4.233 -3,938 4,066 128 226,637  316,488 10,148 326,637
      CRH 251.94 15.994 15.268 6/17/13 15.631 -3,938 3,847 -91 226,545  312,550 13,995 326,545
    Nordic 30 Equinor 440.36 16.264 18.488 6/03/13 17.340 -7,636 8,142 505 227,051  304,914 22,137 327,051
  Buy ATX Raiffeisen Bank Int 378.12 23.085   10/21/13 25.350 8,729        313,643 13,408  
    ISEQ 20 long FBD Holdings 279.78 15.600   8/05/13 16.650 4,365        318,008 9,043  
      Smurfit Kappa 305.21 14.300   8/05/13 15.150 4,365        322,372 4,679  
    Nordic 30 Pandora 303.95 28.719   4/28/14 46.257 8,729        331,101 -4,051  
8/05/13 Sell CAC 40 short ArcelorMittal 296.66 28.620 23.952 4/22/13 26.286 -7,798 7,106 -692 226,358  323,303 3,055 326,358
    ISEQ 20 long FBD Holdings 279.78 16.650   7/29/13 15.600 -4,365 4,658 294 226,652  318,939 7,713 326,652
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 305.21 15.150   7/29/13 14.300 -4,365 4,624 259 226,911  314,574 12,337 326,911
    CAC Mid 60 short CGG 14.76 575.840 546.400 6/10/13 561.120 -8,282 8,065 -217 226,694  306,292 20,402 326,694
  Buy ISEQ 20 C&C Group 1,047.69 4.141   9/09/13 4.285 4,338        310,630 16,064  
      Flutter 71.12 61.000   9/09/13 61.200 4,338        314,969 11,725  
8/12/13 Sell MerVal short Comercial del Plata 112,034.14 0.067 0.074 6/17/13 0.070 -7,876 8,268 392 227,086  307,093 19,994 327,086
    SLI long Lonza 136.10 56.494   7/08/13 60.201 -8,193 7,689 -504 226,582  298,899 27,682 326,582
    Indices short RTX 5.65 1,391.500 1,395.690 6/17/13 1,393.590 -7,874 7,886 12 226,594  291,026 35,568 326,594
  Buy MerVal long Telecom Argentina 2,147.84 4.215   2/10/14 2.998 9,054        300,080 26,514  
    Indices Merval 18.06 501.316   8/04/14 750.468 9,054        309,133 17,460  
8/26/13 Sell Nikkei (FRA) long Subaru 339.86 18.441   2/11/13 10.800 -3,670 6,267 2,597 229,191  305,463 23,728 329,191
      Mazda Motor 294.94 15.485   2/11/13 12.445 -3,671 4,567 897 230,087  301,792 28,295 330,087
  Buy PSI 20 Teixeira Duarte 13,371.64 0.670   9/02/13 0.650 8,959        310,751 19,336  
    Nikkei (FRA) short Nikon 340.65 13.150   9/09/13 12.596 4,480        315,231 14,856  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,371.64 0.650   8/26/13 0.670 -8,959 8,692 -267 229,820  306,272 23,548 329,820
9/09/13 Sell ISEQ 20 short C&C Group 1,047.69 4.285 3.997 8/05/13 4.141 -4,338 4,188 -151 229,669  301,934 27,735 329,669
      Flutter 71.12 61.200 60.800 8/05/13 61.000 -4,338 4,324 -14 229,655  297,595 32,060 329,655
    FT 30 long Lloyds Bank 112.06 90.907   7/01/13 74.871 -8,390 10,187 1,797 231,452  289,205 42,247 331,452
    Nikkei (FRA) short Nikon 340.65 12.596 13.728 8/26/13 13.150 -4,480 4,677 197 231,649  284,726 46,923 331,649
  Buy IBEX 35 long Siemens Gamesa 1,759.11 5.380   12/16/13 7.030 9,464        294,190 37,459  
    ISEQ 20 Bank of Ireland 668.36 7.080   10/14/13 6.960 4,732        298,922 32,727  
      Smurfit Kappa 296.68 15.950   10/14/13 17.020 4,732        303,654 27,995  
    PSI 20 Impresa 13,917.65 0.680   9/16/13 0.670 9,464        313,118 18,531  
    FT 30 short Man Group 89.76 105.435   10/14/13 92.741 9,464        322,581 9,067  
    Nikkei (FRA) long Furukawa Co 282.85 16.730   9/30/13 17.160 4,732        327,314 4,335  
      Tokyo Electric Power 1,210.23 3.910   9/30/13 4.520 4,732        332,046 -397  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/16/13 Sell HSI short China Shenhua HK 3,065.01 2.475 2.615 4/22/13 2.544 -7,798 8,015 217 231,866  324,248 7,618 331,866
    OMXH 25 Outokumpu 1,200.72 4.600 6.624 3/18/13 5.520 -6,628 7,954 1,326 233,192  317,620 15,572 333,192
    PSI 20 long Impresa 13,917.65 0.670   9/09/13 0.680 -9,464 9,325 -139 233,052  308,156 24,897 333,052
  Buy HSI Galaxy Entertainment 1,672.02 5.352   12/23/13 6.370 8,948        317,104 15,949  
    OMXH 25 Nokia 1,895.76 4.720   10/21/13 5.265 8,948        326,052 7,001  
9/23/13 Sell GEX short YOC 1,544.46 2.219 11.488 4/22/13 5.049 -7,798 17,743 9,945 242,998  318,254 24,744 342,998
  Buy PSI 20 long Teixeira Duarte 13,928.79 0.660   12/09/13 0.920 9,193        327,447 15,551  
    GEX Manz 171.61 53.570   4/14/14 65.730 9,193        336,640 6,358  
9/30/13 Sell SDAX short Hypoport 1,107.49 8.120 6.840 6/10/13 7.480 -8,284 7,575 -709 242,289  328,356 13,933 342,289
    TSX 60 Barrick Gold 539.14 13.729 15.238 4/22/13 14.464 -7,798 8,215 417 242,706  320,558 22,148 342,706
    Athex LC Eurobank Ergasias 24.94 50.000 1,352.000 3/25/13 260.000 -6,484 33,719 27,234 269,940  314,073 55,867 369,940
    Nikkei (FRA) long Furukawa Co 282.85 17.160   9/09/13 16.730 -4,732 4,854 122 270,062  309,341 60,721 370,062
      Tokyo Electric Power 1,210.23 4.520   9/09/13 3.910 -4,732 5,470 738 270,800  304,609 66,191 370,800
  Buy SDAX ADLER Real Estate 3,703.05 2.950   10/14/13 3.079 10,924        315,533 55,267  
    HSI-C&I Galaxy Entertainment 2,111.29 5.174   2/03/14 7.265 10,924        326,457 44,343  
    TSX 60 Bausch Health 142.09 76.879   9/29/14 102.197 10,924        337,381 33,419  
    Athex LC Aegean Airlines 2,600.95 4.200   1/27/14 7.210 10,924        348,305 22,495  
    Nikkei (FRA) short Nikon 417.58 13.080   11/04/13 13.433 5,462        353,767 17,033  
    CAC Next 20 SES 516.50 21.150   10/07/13 21.020 10,924        364,691 6,109  
10/07/13 Sell   short SES 516.50 21.020 21.281 9/30/13 21.150 -10,924 10,992 68 270,868  353,767 17,101 370,868
    Nikkei (TYO) long Subaru 784.15 20.003   11/19/12 8.176 -6,411 15,686 9,275 280,142  347,356 32,786 380,142
  Buy CAC Next 20 EDF 434.47 23.760   10/28/13 25.570 10,323        357,679 22,463  
    Nikkei (TYO) short Nikon 816.02 12.650   10/14/13 13.191 10,323        368,002 12,140  
10/14/13 Sell SDAX long ADLER Real Estate 3,703.05 3.079   9/30/13 2.950 -10,924 11,402 478 280,620  357,078 23,542 380,620
    HSI-Fin short Ping An 2,432.58 2.804 3.201 5/13/13 2.996 -7,288 7,787 499 281,119  349,790 31,329 381,119
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 long Bank of Ireland 668.36 6.960   9/09/13 7.080 -4,732 4,652 -80 281,039  345,058 35,981 381,039
      Smurfit Kappa 296.68 17.020   9/09/13 15.950 -4,732 5,049 317 281,356  340,326 41,030 381,356
    FT 30 short Man Group 89.76 92.741 119.865 9/09/13 105.435 -9,464 10,759 1,295 282,651  330,862 51,789 382,651
    SMI long Richemont 102.09 74.199   12/17/12 59.929 -6,118 7,575 1,457 284,108  324,744 59,364 384,108
    Nikkei (TYO) short Nikon 816.02 13.191 12.110 10/07/13 12.650 -10,323 9,882 -441 283,667  314,421 69,246 383,667
  Buy HSI-Fin long AIA 3,087.28 3.667   1/06/14 3.604 11,322        325,743 57,924  
    ISEQ 20 short C&C Group 1,347.86 4.200   10/28/13 4.008 5,661        331,404 52,263  
      Flutter 99.39 56.960   10/28/13 56.500 5,661        337,065 46,602  
    FT 30 long ITV 51.96 217.888   12/02/13 228.772 11,321        348,387 35,280  
    Nikkei (TYO) Tokyo Electric Power 2,900.47 3.904   11/04/13 3.961 11,322        359,709 23,958  
10/21/13 Sell ATX short Raiffeisen Bank Int 378.12 25.350 20.820 7/29/13 23.085 -8,729 7,872 -856 282,811  350,980 31,831 382,811
    OMXH 25 long Nokia 1,895.76 5.265   9/16/13 4.720 -8,948 9,981 1,033 283,844  342,032 41,812 383,844
    OBX 25 short Frontline 926.90 8.829 5.997 4/15/13 7.413 -6,871 5,559 -1,312 282,531  335,161 47,371 382,531
  Buy ATX long Wienerberger 822.58 13.065   8/11/14 11.525 10,747        345,908 36,624  
    SDAX ADLER Real Estate 3,594.31 2.990   3/31/14 5.100 10,747        356,655 25,877  
    OMXH 25 short YIT 1,080.10 9.950   10/28/13 10.035 10,747        367,402 15,130  
    OBX 25 long REC Silicon 3,032.53 3.544   12/16/13 2.538 10,747        378,149 4,383  
10/28/13 Sell ISEQ 20 short C&C Group 1,347.86 4.008 4.401 10/14/13 4.200 -5,661 5,932 271 282,802  372,488 10,315 382,802
      Flutter 99.39 56.500 57.424 10/14/13 56.960 -5,661 5,707 46 282,849  366,826 16,022 382,849
    OMXH 25 YIT 1,080.10 10.035 9.865 10/21/13 9.950 -10,747 10,655 -92 282,757  356,079 26,677 382,757
    CAC Next 20 long EDF 434.47 25.570   10/07/13 23.760 -10,323 11,109 786 283,543  345,756 37,787 383,543
  Buy ISEQ 20 Bank of Ireland 685.74 7.680   11/25/13 8.040 5,266        351,023 32,520  
      Smurfit Kappa 306.01 17.210   11/25/13 17.550 5,266        356,289 27,254  
    OMXH 25 Nokia 2,123.59 4.960   11/11/13 5.770 10,533        366,822 16,721  
    CAC Next 20 short STMicroelectronics 1,883.25 5.593   11/11/13 5.653 10,533        377,355 6,188  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/04/13 Sell SSE 50 short China Northern Rare 3,077.83 2.137 2.623 5/13/13 2.368 -7,288 8,074 786 284,330  370,067 14,262 384,330
    Nikkei (FRA) Nikon 417.58 13.433 12.727 9/30/13 13.080 -5,462 5,315 -147 284,182  364,605 19,577 384,182
    Nikkei (TYO) long Tokyo Electric Power 2,900.47 3.961   10/14/13 3.904 -11,322 11,489 167 284,349  353,283 31,066 384,349
  Buy SSE 50 Shanghai Oriental 2,361.57 4.398   12/23/13 4.388 10,385        363,668 20,681  
    Nikkei (FRA) Softbank 181.87 28.550   12/16/13 30.884 5,192        368,861 15,489  
      Tokyo Electric Power 1,309.91 3.964   12/16/13 3.730 5,192        374,053 10,296  
    Nikkei (TYO) short Nikon 772.89 13.437   11/18/13 13.220 10,385        384,438 -89  
11/11/13 Sell OMXH 25 long Nokia 2,123.59 5.770   10/28/13 4.960 -10,533 12,253 1,720 286,070  373,905 12,164 386,070
    CAC Next 20 short STMicroelectronics 1,883.25 5.653 5.533 10/28/13 5.593 -10,533 10,420 -113 285,957  363,372 22,584 385,957
  Buy OMXH 25 Outokumpu 2,918.00 3.500   12/02/13 3.690 10,213        373,585 12,371  
    CAC Next 20 long EDF 394.63 25.880   12/09/13 26.640 10,213        383,798 2,158  
11/18/13 Sell HSI-Prop short Hang Lung 1,612.80 2.531 2.606 6/10/13 2.568 -4,142 4,203 61 286,018  379,656 6,362 386,018
      Sino Land 3,849.08 1.043 1.110 6/10/13 1.076 -4,142 4,274 132 286,150  375,514 10,636 386,150
    Topix (FRA) Inpex 960.14 8.519 7.387 6/03/13 7.953 -7,636 7,093 -543 285,606  367,878 17,728 385,606
    Nikkei (TYO) Nikon 772.89 13.220 13.657 11/04/13 13.437 -10,385 10,555 170 285,777  357,493 28,283 385,777
  Buy HSI-Prop long CK Hutchison 436.68 11.852   2/10/14 10.645 5,176        362,669 23,108  
      China Ov Land & Inv 2,230.15 2.321   2/10/14 1.876 5,176        367,844 17,932  
    Topix (FRA) Softbank 361.37 28.644   11/25/13 31.950 10,351        378,195 7,581  
    Nikkei (TYO) MinebeaMitsumi 2,061.42 5.021   3/03/14 6.187 10,351        388,546 -2,770  
11/25/13 Sell ISEQ 20 long Bank of Ireland 685.74 8.040   10/28/13 7.680 -5,266 5,513 247 286,024  383,280 2,744 386,024
      Smurfit Kappa 306.01 17.550   10/28/13 17.210 -5,266 5,370 104 286,128  378,014 8,114 386,128
    Topix (FRA) Softbank 361.37 31.950   11/18/13 28.644 -10,351 11,546 1,195 287,322  367,662 19,660 387,322
    GCX SunPower 1,039.40 21.795   2/11/13 7.063 -7,341 22,653 15,312 302,635  360,321 42,313 402,635
  Buy ISEQ 20 short Flutter 99.19 56.070   12/02/13 56.450 5,562        365,883 36,752  
      Ryanair Holdings 953.62 5.832   12/02/13 6.109 5,562        371,445 31,190  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Komatsu 711.05 15.643   6/09/14 16.815 11,123        382,568 20,067  
    GCX Aurubis 262.49 42.375   1/06/14 43.845 11,123        393,691 8,944  
12/02/13 Sell ISEQ 20 short Flutter 99.19 56.450 55.690 11/25/13 56.070 -5,562 5,524 -38 302,597  388,129 14,468 402,597
      Ryanair Holdings 953.62 6.109 5.555 11/25/13 5.832 -5,562 5,297 -264 302,333  382,567 19,765 402,333
    OMXH 25 Outokumpu 2,918.00 3.690 3.310 11/11/13 3.500 -10,213 9,659 -554 301,778  372,354 29,424 401,778
    FT 30 long ITV 51.96 228.772   10/14/13 217.888 -11,321 11,887 566 302,344  361,033 41,311 402,344
  Buy ISEQ 20 Bank of Ireland 664.93 8.340   4/14/14 8.250 5,546        366,579 35,765  
      Smurfit Kappa 321.66 17.240   4/14/14 17.010 5,545        372,124 30,220  
    OMXH 25 Nokia 1,876.97 5.909   12/09/13 5.850 11,091        383,215 19,129  
    FT 30 short RSA Insurance 19.87 558.095   12/23/13 490.074 11,089        394,304 8,040  
12/09/13 Sell OMXH 25 long Nokia 1,876.97 5.850   12/02/13 5.909 -11,091 10,980 -111 302,233  383,213 19,020 402,233
    PSI 20 Teixeira Duarte 13,928.79 0.920   9/23/13 0.660 -9,193 12,814 3,621 305,855  374,020 31,834 405,855
    CAC Next 20 EDF 394.63 26.640   11/11/13 25.880 -10,213 10,513 300 306,155  363,807 42,347 406,155
  Buy OMXH 25 short Metso Outotec 1,674.18 6.697   5/12/14 8.620 11,212        375,019 31,135  
    CAC Next 20 STMicroelectronics 2,057.25 5.450   1/13/14 5.763 11,212        386,231 19,923  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,759.11 7.030   9/09/13 5.380 -9,464 12,367 2,903 309,057  376,767 32,290 409,057
    OBX 25 REC Silicon 3,032.53 2.538   10/21/13 3.544 -10,747 7,695 -3,052 306,005  366,020 39,985 406,005
    Nikkei (FRA) Softbank 181.87 30.884   11/04/13 28.550 -5,192 5,617 424 306,430  360,828 45,602 406,430
      Tokyo Electric Power 1,309.91 3.730   11/04/13 3.964 -5,192 4,886 -307 306,123  355,635 50,488 406,123
    DJ Global Titans Bank of America 862.35 11.075   10/29/12 7.204 -6,212 9,550 3,338 309,462  349,423 60,038 409,462
  Buy IBEX 35 short Acciona 295.20 39.760   1/20/14 48.255 11,737        361,161 48,301  
    OBX 25 TGS-NOPEC 691.54 16.972   12/23/13 17.469 11,737        372,897 36,564  
    Nikkei (FRA) Nitto Denko 202.49 28.981   12/30/13 30.258 5,868        378,766 30,696  
      Pacific Metals 236.06 24.860   12/30/13 26.180 5,868        384,634 24,827  
    CAC Mid 60 Adocia 2,055.52 5.710   12/23/13 5.660 11,737        396,371 13,090  
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 IBM 90.81 129.242   12/23/13 133.044 11,736        408,108 1,354  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,361.57 4.388   11/04/13 4.398 -10,385 10,363 -22 309,440  397,723 11,717 409,440
    HSI Galaxy Entertainment 1,672.02 6.370   9/16/13 5.352 -8,948 10,651 1,703 311,142  388,775 22,368 411,142
    OBX 25 short TGS-NOPEC 691.54 17.469 16.475 12/16/13 16.972 -11,737 11,393 -344 310,799  377,038 33,761 410,799
    FT 30 RSA Insurance 19.87 490.074 635.558 12/02/13 558.095 -11,089 12,629 1,539 312,338  365,948 46,389 412,338
    CAC Mid 60 Adocia 2,055.52 5.660 5.760 12/16/13 5.710 -11,737 11,841 104 312,442  354,211 58,230 412,442
    DJ Global Titans IBM 90.81 133.044 125.440 12/16/13 129.242 -11,736 11,391 -345 312,096  342,475 69,621 412,096
  Buy SSE 50 Poly Developments 18,795.07 0.641   6/02/14 0.591 12,042        354,517 57,579  
    PSI 20 long Impresa 11,047.71 1.090   5/12/14 1.759 12,042        366,559 45,537  
    OBX 25 DNO International 4,143.27 2.906   2/17/14 2.830 12,042        378,601 33,495  
    FT 30 Int Cons Airlines 25.54 471.516   1/27/14 485.635 12,043        390,644 21,453  
    DJ Global Titans Alphabet A 29.49 408.320   10/27/14 433.045 12,041        402,685 9,411  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 202.49 30.258 27.704 12/16/13 28.981 -5,868 5,610 -259 311,838  396,817 15,021 411,838
      Pacific Metals 236.06 26.180 23.540 12/16/13 24.860 -5,868 5,557 -312 311,526  390,948 20,578 411,526
  Buy   long MinebeaMitsumi 1,024.27 5.273   2/10/14 6.030 5,401        396,349 15,177  
      Softbank 170.78 31.625   2/10/14 27.751 5,401        401,750 9,776  
1/06/14 Sell HSI-Fin long AIA 3,087.28 3.604   10/14/13 3.667 -11,322 11,128 -194 311,332  390,428 20,904 411,332
    GCX short Aurubis 262.49 43.845 40.905 11/25/13 42.375 -11,123 10,737 -386 310,946  379,305 31,641 410,946
  Buy HSI-Fin ICBC 23,580.56 0.469   6/02/14 0.478 11,064        390,369 20,577  
    SLI long Vifor Pharma 149.47 74.020   1/27/14 69.103 11,064        401,433 9,513  
    GCX Vestas Wind Systems 2,217.55 4.989   2/03/14 4.789 11,064        412,497 -1,551  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,057.25 5.763 5.137 12/09/13 5.450 -11,212 10,568 -644 310,302  401,285 9,017 410,302
  Buy   long Natixis 2,214.20 4.734   6/23/14 4.867 10,482        411,767 -1,465  
1/20/14 Sell IBEX 35 short Acciona 295.20 48.255 31.265 12/16/13 39.760 -11,737 9,229 -2,508 307,794  400,030 7,765 407,794
  Buy   long Siemens Gamesa 1,228.77 8.454   1/27/14 7.622 10,388        410,418 -2,623  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 short Chorus 11,088.81 0.937   6/02/14 1.063 10,388        420,806 -13,011  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,228.77 7.622   1/20/14 8.454 -10,388 9,366 -1,022 306,772  410,418 -3,646 406,772
    Athex LC Aegean Airlines 2,600.95 7.210   9/30/13 4.200 -10,924 18,753 7,829 314,601  399,494 15,107 414,601
    FT 30 Int Cons Airlines 25.54 485.635   12/23/13 471.516 -12,043 12,403 361 314,961  387,451 27,510 414,961
    SLI Vifor Pharma 149.47 69.103   1/06/14 74.020 -11,064 10,329 -735 314,227  376,387 37,839 414,227
  Buy IBEX 35 short Repsol 644.85 17.525   2/17/14 17.625 11,301        387,688 26,538  
    Athex LC Eurobank Ergasias 230.63 49.000   5/09/16 0.875 11,301        398,989 15,237  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,111.29 7.265   9/30/13 5.174 -10,924 15,338 4,414 318,640  388,065 30,575 418,640
    GCX Vestas Wind Systems 2,217.55 4.789   1/06/14 4.989 -11,064 10,620 -444 318,197  377,001 41,195 418,197
  Buy FT 30 Int Cons Airlines 22.98 499.638   2/10/14 509.014 11,482        388,483 29,714  
    GCX short Aurubis 282.86 40.600   3/03/14 38.880 11,484        399,967 18,230  
2/10/14 Sell HSI-Prop long CK Hutchison 436.68 10.645   11/18/13 11.852 -5,176 4,649 -527 317,670  394,791 22,878 417,670
      China Ov Land & Inv 2,230.15 1.876   11/18/13 2.321 -5,176 4,184 -992 316,678  389,616 27,062 416,678
    MerVal Telecom Argentina 2,147.84 2.998   8/12/13 4.215 -9,054 6,440 -2,614 314,064  380,562 33,502 414,064
    FT 30 Int Cons Airlines 22.98 509.014   2/03/14 499.638 -11,482 11,697 215 314,279  369,080 45,199 414,279
    Nikkei (FRA) MinebeaMitsumi 1,024.27 6.030   12/30/13 5.273 -5,401 6,176 775 315,055  363,679 51,375 415,055
      Softbank 170.78 27.751   12/30/13 31.625 -5,401 4,739 -662 314,393  358,278 56,115 414,393
  Buy HSI-Prop short New World Dev 1,666.48 3.529   7/28/14 3.549 5,881        364,159 50,234  
      The Wharf 3,178.40 1.850   7/28/14 2.205 5,881        370,040 44,353  
    Nikkei (FRA) Hitachi Zosen 1,379.54 4.263   6/30/14 3.700 5,881        375,921 38,472  
      Nitto Denko 187.91 31.297   6/30/14 33.890 5,881        381,802 32,591  
2/17/14 Sell IBEX 35 short Repsol 644.85 17.625 17.425 1/27/14 17.525 -11,301 11,237 -64 314,328  370,501 43,827 414,328
    OBX 25 long DNO International 4,143.27 2.830   12/23/13 2.906 -12,042 11,726 -316 314,013  358,459 55,553 414,013
  Buy IBEX 35 Siemens Gamesa 1,405.70 8.351   3/10/14 8.580 11,739        370,198 43,814  
    OBX 25 short Petroleum Geo-Srvcs 1,543.59 7.605   6/02/14 7.980 11,739        381,937 32,075  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/24/14 Buy MerVal long Edenor 35,459.46 0.315   12/15/14 0.569 11,152        393,089 20,923  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,061.42 6.187   11/18/13 5.021 -10,351 12,753 2,402 316,415  382,738 33,676 416,415
    GCX short Aurubis 282.86 38.880 42.396 2/03/14 40.600 -11,484 11,992 508 316,923  371,254 45,668 416,923
  Buy Nikkei (TYO) Hitachi Zosen 2,945.64 3.926   3/31/14 3.419 11,564        382,818 34,104  
    GCX long Vestas Wind Systems 2,311.14 5.004   4/14/14 5.847 11,564        394,382 22,540  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,405.70 8.580   2/17/14 8.351 -11,739 12,061 322 317,245  382,643 34,601 417,245
  Buy   short Inditex 538.67 20.970   6/09/14 21.750 11,296        393,939 23,305  
3/31/14 Sell SDAX long ADLER Real Estate 3,594.31 5.100   10/21/13 2.990 -10,747 18,331 7,584 324,829  383,192 41,636 424,829
    Nikkei (TYO) short Hitachi Zosen 2,945.64 3.419 4.508 3/03/14 3.926 -11,564 13,280 1,716 326,545  371,628 54,917 426,545
  Buy SDAX Koenig & Bauer 978.54 12.300   5/05/14 11.730 12,036        383,664 42,881  
    Nikkei (TYO) long MinebeaMitsumi 1,868.04 6.443   4/07/14 6.630 12,036        395,700 30,845  
4/07/14 Sell   long MinebeaMitsumi 1,868.04 6.630   3/31/14 6.443 -12,036 12,384 348 326,893  383,664 43,229 426,893
  Buy   short Hitachi Zosen 3,404.20 3.453   7/28/14 3.842 11,753        395,417 31,476  
4/14/14 Sell ISEQ 20 long Bank of Ireland 664.93 8.250   12/02/13 8.340 -5,546 5,486 -60 326,833  389,872 36,962 426,833
      Smurfit Kappa 321.66 17.010   12/02/13 17.240 -5,545 5,471 -74 326,759  384,326 42,433 426,759
    BAX Morphosys 190.06 58.270   7/01/13 44.145 -8,390 11,075 2,685 329,444  375,936 53,508 429,444
    GEX Manz 171.61 65.730   9/23/13 53.570 -9,193 11,280 2,087 331,531  366,743 64,788 431,531
    GCX Vestas Wind Systems 2,311.14 5.847   3/03/14 5.004 -11,564 13,512 1,948 333,479  355,179 78,300 433,479
  Buy ISEQ 20 short C&C Group 1,427.90 4.480   1/19/15 3.322 6,397        361,576 71,903  
      Flutter 119.37 53.590   1/19/15 66.350 6,397        367,973 65,506  
    BAX Adva 3,994.38 3.203   4/21/14 3.210 12,794        380,767 52,712  
    GEX 4SC 2,231.89 5.732   1/26/15 3.657 12,794        393,561 39,918  
    GCX EJR 248.49 51.487   4/28/14 51.524 12,794        406,355 27,124  
4/21/14 Sell BAX short Adva 3,994.38 3.210 3.196 4/14/14 3.203 -12,794 12,766 -28 333,451  393,561 39,890 433,451
  Buy   long Sixt 409.02 28.930   5/05/14 28.890 11,833        405,394 28,057  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/28/14 Sell Nordic 30 long Pandora 303.95 46.257   7/29/13 28.719 -8,729 14,060 5,331 338,781  396,665 42,117 438,781
    GCX short EJR 248.49 51.524 51.450 4/14/14 51.487 -12,794 12,785 -9 338,772  383,871 54,902 438,772
  Buy Germany SolarWorld 399.77 30.870   6/09/14 16.900 12,341        396,212 42,561  
    Nordic 30 Carlsberg A 167.19 73.812   5/05/14 74.896 12,341        408,552 30,220  
    GCX long Vestas Wind Systems 2,002.69 6.162   5/19/14 7.076 12,341        420,893 17,879  
5/05/14 Sell SDAX short Koenig & Bauer 978.54 11.730 12.898 3/31/14 12.300 -12,036 12,621 585 339,357  408,857 30,500 439,357
    Nordic 30 Carlsberg A 167.19 74.896 72.728 4/28/14 73.812 -12,341 12,159 -181 339,176  396,517 42,659 439,176
    BAX long Sixt 409.02 28.890   4/21/14 28.930 -11,833 11,817 -16 339,160  384,684 54,476 439,160
  Buy SDAX ADLER Real Estate 2,460.62 5.015   5/19/14 5.000 12,340        397,024 42,136  
    Nordic 30 Pandora 253.24 48.729   9/15/14 59.766 12,340        409,364 29,796  
    BAX short Adva 3,856.25 3.200   6/09/14 3.196 12,340        421,704 17,456  
5/12/14 Sell OMXH 25 short Metso Outotec 1,674.18 8.620 4.774 12/09/13 6.697 -11,212 7,993 -3,219 335,940  410,492 25,448 435,940
    PSI 20 long Impresa 11,047.71 1.759   12/23/13 1.090 -12,042 19,433 7,391 343,331  398,450 44,881 443,331
  Buy OMXH 25 Outokumpu 1,827.10 6.680   5/19/14 6.250 12,205        410,655 32,676  
5/19/14 Sell SDAX long ADLER Real Estate 2,460.62 5.000   5/05/14 5.015 -12,340 12,303 -37 343,294  398,315 44,979 443,294
    OMXH 25 Outokumpu 1,827.10 6.250   5/12/14 6.680 -12,205 11,419 -786 342,509  386,110 56,399 442,509
    GCX Vestas Wind Systems 2,002.69 7.076   4/28/14 6.162 -12,341 14,172 1,831 344,339  373,769 70,570 444,339
  Buy HSI Citic Pacific 9,936.70 1.295   11/10/14 1.393 12,872        386,641 57,698  
    SDAX short WCM 7,930.50 1.623   5/26/14 1.623 12,872        399,513 44,826  
    OMXH 25 YIT 1,739.46 7.400   1/26/15 5.508 12,872        412,385 31,954  
    GCX Energy Recovery 3,819.02 3.371   3/02/15 3.076 12,872        425,257 19,082  
5/26/14 Sell SDAX short WCM 7,930.50 1.623 1.623 5/19/14 1.623 -12,872 12,872 0 344,339  412,385 31,954  
  Buy   long ADLER Real Estate 2,164.91 5.500   6/09/14 6.050 11,907        424,292 20,047  
    HSI-C&I Tencent 1,170.83 10.170   10/06/14 12.196 11,907        436,199 8,140  
6/02/14 Sell SSE 50 short Poly Developments 18,795.07 0.591 0.695 12/23/13 0.641 -12,042 13,057 1,015 345,354  424,157 21,197 445,354
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin ICBC 23,580.56 0.478 0.460 1/06/14 0.469 -11,064 10,856 -208 345,147  413,093 32,054 445,147
    OBX 25 Petroleum Geo-Srvcs 1,543.59 7.980 7.230 2/17/14 7.605 -11,739 11,161 -578 344,568  401,354 43,215 444,568
    NZX 50 Chorus 11,088.81 1.063 0.811 1/20/14 0.937 -10,388 8,989 -1,399 343,169  390,966 52,203 443,169
  Buy SSE 50 long Sinolink Secs 10,768.70 1.150   6/23/14 1.117 12,384        403,350 39,819  
    HSI-Fin HK Exchgs & Clrg 904.91 13.685   9/29/14 17.213 12,384        415,734 27,435  
    OBX 25 Grieg Seafood 3,671.07 3.373   6/30/14 3.430 12,384        428,118 15,051  
    FT 30 National Grid 11.22 1,103.450   6/09/14 1,037.210 12,381        440,499 2,670  
    NZX 50 Tourism 17,785.44 0.696   7/21/14 0.758 12,384        452,883 -9,714  
6/09/14 Sell Germany short SolarWorld 399.77 16.900 56.388 4/28/14 30.870 -12,341 22,542 10,201 353,370  440,542 12,829 453,370
    SDAX long ADLER Real Estate 2,164.91 6.050   5/26/14 5.500 -11,907 13,098 1,191 354,561  428,635 25,926 454,561
    IBEX 35 short Inditex 538.67 21.750 20.190 3/10/14 20.970 -11,296 10,876 -420 354,141  417,339 36,802 454,141
    FT 30 long National Grid 11.22 1,037.210   6/02/14 1,103.450 -12,381 11,638 -743 353,398  404,958 48,440 453,398
    Topix (FRA) short Komatsu 711.05 16.815 14.471 11/25/13 15.643 -11,123 10,290 -833 352,564  393,835 58,729 452,564
    BAX Adva 3,856.25 3.196 3.204 5/05/14 3.200 -12,340 12,355 15 352,580  381,495 71,085 452,580
  Buy Germany long RIB Software 935.07 14.000   7/28/14 10.655 13,091        394,586 57,994  
    SDAX short WCM 8,185.20 1.599   12/29/14 1.381 13,091        407,677 44,903  
    FT 30 Tesco 28.43 460.539   11/17/14 306.530 13,093        420,770 31,810  
    Topix (FRA) long Fujitsu 261.66 50.030   9/15/14 48.100 13,091        433,861 18,719  
    BAX Cancom 663.17 19.740   6/16/14 18.403 13,091        446,952 5,628  
6/16/14 Sell   long Cancom 663.17 18.403   6/09/14 19.740 -13,091 12,204 -887 351,693  433,861 17,832 451,693
  Buy IBEX 35 short ArcelorMittal 357.97 32.790   3/02/15 28.860 11,738        445,599 6,094  
    BAX Adva 3,742.98 3.136   6/23/14 3.096 11,738        457,337 -5,644  
6/23/14 Sell SSE 50 long Sinolink Secs 10,768.70 1.117   6/02/14 1.150 -12,384 12,029 -355 351,337  444,953 6,385 451,337
    CAC Next 20 Natixis 2,214.20 4.867   1/13/14 4.734 -10,482 10,777 294 351,632  434,471 17,161 451,632
    BAX short Adva 3,742.98 3.096 3.177 6/16/14 3.136 -11,738 11,890 152 351,783  422,733 29,051 451,783
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 Kangmei Pharma 13,944.32 0.862   7/07/14 0.868 12,020        434,753 17,031  
    CAC Next 20 Arkema 170.12 70.655   1/26/15 62.720 12,020        446,773 5,011  
    CAC Mid 60 CGG 35.01 343.360   1/19/15 153.600 12,021        458,794 -7,010  
    BAX long Wacker Neuson 725.41 16.570   7/14/14 17.170 12,020        470,814 -19,030  
6/30/14 Sell OBX 25 long Grieg Seafood 3,671.07 3.430   6/02/14 3.373 -12,384 12,591 207 351,991  458,430 -6,439 451,991
    Nikkei (FRA) short Hitachi Zosen 1,379.54 3.700 4.912 2/10/14 4.263 -5,881 6,776 895 352,886  452,549 337 452,886
      Nitto Denko 187.91 33.890 28.704 2/10/14 31.297 -5,881 5,394 -487 352,399  446,668 5,731 452,399
  Buy OBX 25 Norwegian 4.78 2,398.530   7/07/14 2,546.850 11,465        458,133 -5,734  
    Nikkei (FRA) long Fujitsu 104.14 54.990   8/17/15 44.550 5,727        463,859 -11,461  
      MinebeaMitsumi 696.32 8.224   8/17/15 12.573 5,727        469,586 -17,187  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,944.32 0.868 0.856 6/23/14 0.862 -12,020 11,931 -89 352,309  457,566 -5,257 452,309
    OBX 25 Norwegian 4.78 2,546.850 2,250.210 6/30/14 2,398.530 -11,465 10,756 -709 351,600  446,101 5,499 451,600
  Buy SSE 50 long AVIC Aviation Engine 3,839.85 2.976   8/03/15 7.097 11,427        457,528 -5,928  
    OBX 25 SalMar 847.71 13.480   7/28/14 14.639 11,427        468,955 -17,355  
7/14/14 Sell BAX long Wacker Neuson 725.41 17.170   6/23/14 16.570 -12,020 12,455 435 352,036  456,935 -4,899 452,036
7/21/14 Sell NZX 50 long Tourism 17,785.44 0.758   6/02/14 0.696 -12,384 13,480 1,096 353,131  444,551 8,580 453,131
  Buy France short CGG 43.18 267.296   12/29/14 160.352 11,542        456,093 -2,962  
    NZX 50 a2 Milk 29,458.91 0.392   7/28/14 0.401 11,542        467,635 -14,504  
7/28/14 Sell Germany long RIB Software 935.07 10.655   6/09/14 14.000 -13,091 9,963 -3,128 350,003  454,544 -4,540 450,003
    MDAX Dürr 349.62 30.355   7/01/13 23.998 -8,390 10,613 2,223 352,226  446,154 6,072 452,226
    HSI-Prop short New World Dev 1,666.48 3.549 3.509 2/10/14 3.529 -5,881 5,848 -33 352,193  440,273 11,920 452,193
      The Wharf 3,178.40 2.205 1.496 2/10/14 1.850 -5,881 4,755 -1,126 351,067  434,392 16,676 451,067
    OBX 25 long SalMar 847.71 14.639   7/07/14 13.480 -11,427 12,409 983 352,050  422,965 29,085 452,050
    NZX 50 short a2 Milk 29,458.91 0.401 0.383 7/21/14 0.392 -11,542 11,280 -262 351,788  411,423 40,365 451,788
    Nikkei (TYO) Hitachi Zosen 3,404.20 3.842 3.063 4/07/14 3.453 -11,753 10,427 -1,326 350,461  399,670 50,792 450,461
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany SolarWorld 835.40 15.000   1/12/15 12.350 12,531        412,201 38,261  
    MDAX Südzucker 902.48 13.885   2/02/15 11.245 12,531        424,732 25,730  
    HSI-Prop long CK Hutchison 456.34 13.730   8/24/15 10.950 6,266        430,997 19,464  
      Sino Land 5,004.39 1.252   8/24/15 1.200 6,266        437,263 13,199  
    OBX 25 short Petroleum Geo-Srvcs 1,941.89 6.453   8/11/14 6.127 12,531        449,794 668  
    NZX 50 long Tourism 16,840.48 0.744   2/22/16 1.542 12,531        462,325 -11,863  
    BAX Nemetschek 1,972.08 6.354   8/04/14 6.125 12,531        474,856 -24,394  
    Nikkei (TYO) MinebeaMitsumi 1,371.32 9.138   10/20/14 9.651 12,531        487,387 -36,925  
8/04/14 Sell HDAX long Dürr 477.70 28.230   1/23/12 9.125 -4,359 13,485 9,126 359,588  483,028 -23,440 459,588
    MIB Azimut 692.93 18.460   11/05/12 9.304 -6,447 12,791 6,344 365,932  476,581 -10,648 465,932
    BAX Nemetschek 1,972.08 6.125   7/28/14 6.354 -12,531 12,079 -452 365,480  464,050 1,431 465,480
    Indices Merval 18.06 750.468   8/12/13 501.316 -9,054 13,553 4,500 369,980  454,996 14,984 469,980
  Buy HDAX short Südzucker 931.18 13.020   1/12/15 11.160 12,124        467,120 2,860  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        479,238 -9,258  
8/11/14 Sell ATX long Wienerberger 822.58 11.525   10/21/13 13.065 -10,747 9,480 -1,267 368,713  468,491 222 468,713
    DAX Continental 68.55 159.700   7/16/12 71.440 -4,897 10,947 6,050 374,764  463,594 11,169 474,764
    OBX 25 short Petroleum Geo-Srvcs 1,941.89 6.127 6.796 7/28/14 6.453 -12,531 13,197 666 375,430  451,063 24,367 475,430
  Buy ATX Raiffeisen Bank Int 660.71 18.910   2/16/15 13.795 12,494        463,557 11,873  
    DAX Adidas 217.48 57.450   8/18/14 60.070 12,494        476,051 -621  
    OBX 25 long SalMar 948.48 13.173   8/18/14 12.880 12,494        488,545 -13,116  
8/18/14 Sell DAX short Adidas 217.48 60.070 54.830 8/11/14 57.450 -12,494 11,924 -570 374,860  476,051 -1,191 474,860
    OBX 25 long SalMar 948.48 12.880   8/11/14 13.173 -12,494 12,216 -278 374,582  463,557 11,025 474,582
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 375,011  451,439 23,572 475,011
  Buy DAX long Vonovia 545.95 22.830   10/06/14 22.420 12,464        463,903 11,108  
    OBX 25 short Petroleum Geo-Srvcs 2,043.38 6.100   2/16/15 5.700 12,464        476,367 -1,356  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices long Merval 15.90 784.124   10/06/14 1,022.100 12,468        488,834 -13,823  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,886.96 6.373   7/01/13 2.159 -8,390 24,771 16,381 391,392  480,444 10,948 491,392
  Buy   short Demant 1,067.61 11.763   9/08/14 11.966 12,558        493,002 -1,610  
9/08/14 Sell   short Demant 1,067.61 11.966 11.559 9/01/14 11.763 -12,558 12,341 -217 391,174  480,444 10,730 491,174
  Buy   long Pandora 218.38 57.454   9/29/14 61.631 12,547        492,991 -1,817  
9/15/14 Sell Nordic 30 long Pandora 253.24 59.766   5/05/14 48.729 -12,340 15,135 2,795 393,969  480,651 13,318 493,969
    Topix (FRA) Fujitsu 261.66 48.100   6/09/14 50.030 -13,091 12,586 -505 393,464  467,560 25,904 493,464
  Buy Nordic 30 short Volvo 1,476.93 8.791   11/10/14 9.334 12,984        480,544 12,920  
    Topix (FRA) Aeon 1,653.80 7.851   1/05/15 8.291 12,984        493,528 -64  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 904.91 17.213   6/02/14 13.685 -12,384 15,576 3,192 396,656  481,144 15,512 496,656
    TSX 60 Bausch Health 142.09 102.197   9/30/13 76.879 -10,924 14,521 3,597 400,253  470,220 30,033 500,253
    OMXC 20 Pandora 218.38 61.631   9/08/14 57.454 -12,547 13,459 912 401,166  457,673 43,492 501,166
  Buy HSI-Fin short ICBC 27,341.37 0.498   11/03/14 0.526 13,616        471,289 29,876  
    TSX 60 Yamana Gold 2,838.68 4.797   3/23/15 3.713 13,616        484,905 16,260  
10/06/14 Sell DAX long Vonovia 545.95 22.420   8/18/14 22.830 -12,464 12,240 -224 400,942  472,441 28,500 500,942
    HSI-C&I Tencent 1,170.83 12.196   5/26/14 10.170 -11,907 14,280 2,373 403,314  460,534 42,780 503,314
    Indices Merval 15.90 1,022.100   8/18/14 784.124 -12,468 16,251 3,784 407,098  448,067 59,031 507,098
  Buy DAX short Deutsche Lufthansa 1,171.61 12.080   11/17/14 13.145 14,153        462,220 44,878  
    HSI-C&I Galaxy Entertainment 2,872.89 4.926   4/13/15 4.822 14,153        476,373 30,725  
    PSI 20 Pharol 8,682.82 1.630   2/23/15 0.697 14,153        490,526 16,572  
    Indices PSI 20 2.56 5,537.710   2/23/15 5,494.440 14,177        504,702 2,396  
10/13/14 Sell S&P 100 long Gilead Sciences 270.16 79.611   9/17/12 25.063 -6,771 21,508 14,737 421,835  497,931 23,903 521,835
    BEL 20 KBC 255.44 40.740   7/15/13 31.350 -8,008 10,407 2,399 424,233  489,923 34,310 524,233
    OMXS 30 Nokia 1,285.94 6.407   7/08/13 3.186 -4,096 8,238 4,142 428,375  485,827 42,548 528,375
      Kinnevik 187.33 22.475   7/08/13 21.868 -4,096 4,210 114 428,489  481,730 46,759 528,489
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy S&P 100 short General Motors 615.11 23.379   10/27/14 23.689 14,381        496,111 32,378  
    BEL 20 Galapagos 1,293.84 11.115   11/17/14 12.800 14,381        510,492 17,997  
    OMXS 30 Lundin 643.65 11.172   11/03/14 11.400 7,191        517,683 10,806  
      MTG 310.94 23.125   11/03/14 24.302 7,191        524,873 3,616  
10/20/14 Sell Kospi 50 long Amorepacific Group 183.86 87.497   7/23/12 26.166 -4,811 16,087 11,276 439,766  520,063 19,703 539,766
    Europe 50 Roche 18.57 222.572   12/19/11 129.719 -2,409 4,133 1,724 441,490  517,654 23,836 541,490
    Nikkei (TYO) MinebeaMitsumi 1,371.32 9.651   7/28/14 9.138 -12,531 13,234 703 442,193  505,123 37,070 542,193
    SP Global 100 Apple 322.65 19.487   4/30/12 15.738 -5,078 6,288 1,210 443,403  500,045 43,358 543,403
  Buy Kospi 50 short Hyundai Heavy 175.51 83.577   12/08/14 94.176 14,669        514,713 28,689  
    Europe 50 Deutsche Bank 680.85 21.545   11/10/14 21.563 14,669        529,382 14,020  
    Nikkei (TYO) Toyo Seikan 1,786.40 8.212   10/27/14 8.725 14,669        544,051 -649  
    SP Global 100 Deutsche Bank 680.85 21.545   11/03/14 22.134 14,669        558,720 -15,318  
10/27/14 Sell S&P 100 short General Motors 615.11 23.689 23.070 10/13/14 23.379 -14,381 14,191 -190 443,212  544,340 -1,127 543,212
    Nikkei (TYO) Toyo Seikan 1,786.40 8.725 7.698 10/20/14 8.212 -14,669 13,752 -917 442,295  529,671 12,624 542,295
    DJ Global Titans long Alphabet A 29.49 433.045   12/23/13 408.320 -12,041 12,771 729 443,024  517,629 25,395 543,024
  Buy S&P 100 Gilead Sciences 160.26 88.668   6/08/15 100.700 14,210        531,839 11,185  
    Nikkei (TYO) MinebeaMitsumi 1,356.25 10.477   8/24/15 10.589 14,210        546,049 -3,025  
    DJ Global Titans short Samsung Electronics 867.17 16.387   11/10/14 18.745 14,210        560,259 -17,235  
11/03/14 Sell HSI-Fin short ICBC 27,341.37 0.526 0.470 9/29/14 0.498 -13,616 12,861 -755 442,269  546,643 -4,374 542,269
    OMXS 30 Lundin 643.65 11.400 10.943 10/13/14 11.172 -7,191 7,043 -147 442,122  539,452 2,670 542,122
      MTG 310.94 24.302 21.949 10/13/14 23.125 -7,191 6,825 -366 441,756  532,262 9,494 541,756
    SP Global 100 Deutsche Bank 680.85 22.134 20.956 10/20/14 21.545 -14,669 14,268 -401 441,355  517,593 23,762 541,355
  Buy HSI-Fin long HK Exchgs & Clrg 799.54 17.669   11/24/14 17.528 14,127        531,720 9,635  
    OMXC 20 Pandora 211.87 66.679   11/17/14 66.322 14,127        545,847 -4,492  
    OMXS 30 Boliden 538.50 13.117   6/08/15 18.209 7,064        552,911 -11,556  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Electrolux 314.56 22.455   6/08/15 27.196 7,064        559,974 -18,619  
    SP Global 100 Apple 645.14 21.898   8/24/15 22.212 14,127        574,101 -32,746  
11/10/14 Sell HSI long Citic Pacific 9,936.70 1.393   5/19/14 1.295 -12,872 13,842 970 442,325  561,229 -18,904 542,325
    Europe 50 short Deutsche Bank 680.85 21.563 21.527 10/20/14 21.545 -14,669 14,657 -12 442,313  546,560 -4,247 542,313
    Nordic 30 Volvo 1,476.93 9.334 8.249 9/15/14 8.791 -12,984 12,183 -801 441,512  533,576 7,935 541,512
    DJ Global Titans Samsung Electronics 867.17 18.745 14.028 10/27/14 16.387 -14,210 12,165 -2,045 439,467  519,366 20,100 539,467
  Buy HSI Kunlun Energy 13,504.20 1.036   1/12/15 0.825 13,989        533,355 6,111  
    Europe 50 long Novartis 225.94 61.916   8/24/15 69.088 13,989        547,345 -7,878  
    Nordic 30 Pandora 205.25 68.154   6/01/15 91.032 13,989        561,333 -21,867  
    DJ Global Titans Apple 638.79 21.899   12/15/14 21.746 13,989        575,322 -35,856  
11/17/14 Sell DAX short Deutsche Lufthansa 1,171.61 13.145 11.015 10/06/14 12.080 -14,153 12,905 -1,248 438,219  561,169 -22,950 538,219
    BEL 20 Galapagos 1,293.84 12.800 9.430 10/13/14 11.115 -14,381 12,201 -2,180 436,039  546,788 -10,749 536,039
    OMXC 20 long Pandora 211.87 66.322   11/03/14 66.679 -14,127 14,052 -76 435,963  532,661 3,302 535,963
    FT 30 short Tesco 28.43 306.530 691.926 6/09/14 460.539 -13,093 19,671 6,578 442,541  519,568 22,974 542,541
  Buy DAX long Merck (EMD) 184.39 76.670   7/06/15 90.640 14,137        533,705 8,837  
    BEL 20 Proximus 463.51 30.500   11/24/14 30.740 14,137        547,842 -5,300  
    OMXC 20 short FLSmidth 426.06 33.181   11/24/14 35.297 14,137        561,979 -19,438  
    FT 30 long Man Group 83.39 169.534   12/15/14 177.040 14,137        576,116 -33,575  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.54 17.528   11/03/14 17.669 -14,127 14,014 -113 442,429  561,989 -19,561 542,429
    BEL 20 Proximus 463.51 30.740   11/17/14 30.500 -14,137 14,248 111 442,540  547,852 -5,313 542,540
    OMXC 20 short FLSmidth 426.06 35.297 31.065 11/17/14 33.181 -14,137 13,236 -902 441,638  533,715 7,923 541,638
  Buy HSI-Fin HSBC 1,719.16 7.992   1/26/15 8.332 13,739        547,454 -5,816  
    BEL 20 Galapagos 1,065.04 12.900   12/01/14 13.020 13,739        561,193 -19,555  
    OMXC 20 long Pandora 204.43 67.207   8/17/15 107.440 13,739        574,932 -33,294  
12/01/14 Sell BEL 20 short Galapagos 1,065.04 13.020 12.780 11/24/14 12.900 -13,739 13,611 -128 441,511  561,193 -19,683 541,511
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Proximus 412.69 31.610   12/15/14 29.550 13,045        574,239 -32,728  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.51 94.176 72.978 10/20/14 83.577 -14,669 12,808 -1,860 439,650  559,570 -19,920 539,650
  Buy   long Amorepacific Group 156.67 82.934   7/06/15 157.893 12,993        572,563 -32,913  
12/15/14 Sell BEL 20 long Proximus 412.69 29.550   12/01/14 31.610 -13,045 12,195 -850 438,800  559,518 -20,718 538,800
    MerVal Edenor 35,459.46 0.569   2/24/14 0.315 -11,152 20,162 9,010 447,810  548,366 -556 547,810
    FT 30 Man Group 83.39 177.040   11/17/14 169.534 -14,137 14,763 626 448,436  534,229 14,208 548,436
    DJ Global Titans Apple 638.79 21.746   11/10/14 21.899 -13,989 13,891 -98 448,338  520,240 28,099 548,338
  Buy BEL 20 short Umicore 924.61 15.585   1/19/15 16.578 14,410        534,650 13,689  
    FT 30 Tesco 54.90 262.480   12/22/14 292.250 14,410        549,060 -721  
    DJ Global Titans Gazprom 4,318.25 3.337   3/02/15 4.494 14,410        563,470 -15,131  
12/22/14 Sell TecDAX short SMA Solar 221.62 14.800 46.789 5/21/12 26.315 -5,832 10,369 4,537 452,876  557,638 -4,762 552,876
    FT 30 Tesco 54.90 292.250 232.709 12/15/14 262.480 -14,410 12,776 -1,634 451,242  543,228 8,014 551,242
  Buy TecDAX long Dialog Semiconductor 477.41 29.285   6/01/15 51.190 13,981        557,209 -5,967  
    FT 30 Man Group 69.68 200.637   1/05/15 211.401 13,980        571,189 -19,948  
12/29/14 Sell France short CGG 43.18 160.352 445.565 7/21/14 267.296 -11,542 19,240 7,698 458,939  559,647 -708 558,939
    SDAX WCM 8,185.20 1.381 1.852 6/09/14 1.599 -13,091 15,156 2,065 461,004  546,556 14,448 561,004
  Buy France long Adocia 301.59 47.700   6/08/15 66.230 14,386        560,942 62  
    SDAX Patrizia Immobilien 1,169.59 12.300   1/19/15 14.055 14,386        575,328 -14,324  
    BAX KUKA 242.72 59.270   7/27/15 74.330 14,386        589,714 -28,710  
1/05/15 Sell FT 30 long Man Group 69.68 211.401   12/22/14 200.637 -13,980 14,730 750 461,754  575,734 -13,980 561,754
    Topix (FRA) short Aeon 1,653.80 8.291 7.411 9/15/14 7.851 -12,984 12,256 -728 461,026  562,750 -1,723 561,026
  Buy FT 30 Tesco 47.56 294.006   1/19/15 365.061 13,983        576,733 -15,706  
    Topix (FRA) long Oriental Land 291.73 47.929   2/02/15 54.216 13,982        590,715 -29,688  
1/12/15 Sell Germany short SolarWorld 835.40 12.350 18.219 7/28/14 15.000 -12,531 15,220 2,689 463,715  578,184 -14,469 563,715
    HSI Kunlun Energy 13,504.20 0.825 1.300 11/10/14 1.036 -13,989 17,561 3,572 467,287  564,195 3,092 567,287
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Südzucker 931.18 11.160 15.190 8/04/14 13.020 -12,124 14,145 2,021 469,308  552,071 17,237 569,308
  Buy Germany long Ströer Media 595.69 24.615   6/15/15 40.315 14,663        566,734 2,574  
    HSI China Life Ins HK 4,424.43 3.314   7/13/15 3.728 14,663        581,397 -12,089  
    HDAX Ströer Media 595.69 24.615   8/24/15 47.670 14,663        596,060 -26,752  
1/19/15 Sell SDAX long Patrizia Immobilien 1,169.59 14.055   12/29/14 12.300 -14,386 16,439 2,053 471,360  581,674 -10,313 571,360
    ISEQ 20 short C&C Group 1,427.90 3.322 6.042 4/14/14 4.480 -6,397 8,627 2,230 473,590  575,277 -1,686 573,590
      Flutter 119.37 66.350 40.830 4/14/14 53.590 -6,397 4,874 -1,523 472,067  568,880 3,187 572,067
    BEL 20 Umicore 924.61 16.578 14.593 12/15/14 15.585 -14,410 13,492 -918 471,149  554,470 16,680 571,149
    FT 30 Tesco 47.56 365.061 222.950 1/05/15 294.006 -13,983 10,604 -3,379 467,770  540,487 27,283 567,770
    CAC Mid 60 CGG 35.01 153.600 767.553 6/23/14 343.360 -12,021 26,872 14,851 482,621  528,466 54,155 582,621
  Buy SDAX SGL Carbon 1,129.81 14.090   1/26/15 15.480 15,919        544,385 38,236  
    ISEQ 20 long Glanbia 574.69 13.850   6/08/15 17.420 7,959        552,344 30,277  
      Ryanair Holdings 818.04 9.730   6/08/15 11.660 7,960        560,304 22,317  
    BEL 20 bpost 696.37 22.860   9/28/15 21.000 15,919        576,223 6,398  
    FT 30 Man Group 75.86 209.841   6/08/15 231.072 15,919        592,141 -9,520  
    CAC Mid 60 Adocia 251.88 63.200   6/08/15 66.230 15,919        608,060 -25,439  
1/26/15 Sell SDAX short SGL Carbon 1,129.81 15.480 12.700 1/19/15 14.090 -15,919 14,349 -1,570 481,050  592,141 -11,090 581,050
    HSI-Fin HSBC 1,719.16 8.332 7.651 11/24/14 7.992 -13,739 13,154 -585 480,465  578,402 2,063 580,465
    OMXH 25 YIT 1,739.46 5.508 9.942 5/19/14 7.400 -12,872 17,294 4,422 484,887  565,530 19,357 584,887
    CAC Next 20 Arkema 170.12 62.720 79.594 6/23/14 70.655 -12,020 13,541 1,521 486,407  553,510 32,897 586,407
    GEX 4SC 2,231.89 3.657 8.986 4/14/14 5.732 -12,794 20,056 7,262 493,669  540,716 52,953 593,669
  Buy SDAX long Patrizia Immobilien 1,081.27 14.950   6/29/15 22.015 16,165        556,881 36,788  
    HSI-Fin China Life Ins HK 4,327.17 3.736   8/03/15 3.251 16,165        573,046 20,623  
    OMXH 25 Neste Oil 2,000.62 8.080   5/11/15 7.640 16,165        589,211 4,458  
    GEX Ströer Media 604.30 26.750   6/01/15 38.770 16,165        605,376 -11,707  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/02/15 Sell MDAX short Südzucker 902.48 11.245 17.145 7/28/14 13.885 -12,531 15,473 2,942 496,611  592,845 3,766 596,611
    AEX KPN 1,596.53 2.756 4.771 10/15/12 3.626 -5,789 7,616 1,827 498,439  587,056 11,382 598,439
    Topix (FRA) long Oriental Land 291.73 54.216   1/05/15 47.929 -13,982 15,816 1,834 500,273  573,074 27,199 600,273
  Buy MDAX Ströer Media 608.22 25.790   11/16/15 61.450 15,686        588,760 11,513  
    Topix (FRA) short Orix 1,575.22 9.958   2/09/15 10.802 15,686        604,446 -4,173  
2/09/15 Sell   short Orix 1,575.22 10.802 9.114 2/02/15 9.958 -15,686 14,357 -1,329 498,943  588,760 10,183 598,943
  Buy MerVal long Aluar 16,244.93 0.937   2/16/15 0.944 15,228        603,988 -5,045  
    Topix (FRA) Sony 673.00 22.627   5/18/15 28.471 15,228        619,216 -20,273  
2/16/15 Sell ATX short Raiffeisen Bank Int 660.71 13.795 25.922 8/11/14 18.910 -12,494 17,127 4,633 503,576  606,722 -3,146 603,576
    OBX 25 Petroleum Geo-Srvcs 2,043.38 5.700 6.528 8/18/14 6.100 -12,464 13,339 875 504,451  594,258 10,193 604,451
    MerVal long Aluar 16,244.93 0.944   2/09/15 0.937 -15,228 15,337 109 504,560  579,030 25,530 604,560
  Buy ATX Zumtobel 746.72 21.095   9/07/15 23.775 15,752        594,782 9,778  
    OBX 25 Frontline 1,265.38 12.448   2/23/15 11.234 15,752        610,534 -5,974  
2/23/15 Sell PSI 20 short Pharol 8,682.82 0.697 3.812 10/06/14 1.630 -14,153 33,098 18,945 523,505  596,381 27,124 623,505
    OBX 25 long Frontline 1,265.38 11.234   2/16/15 12.448 -15,752 14,215 -1,537 521,968  580,629 41,339 621,968
    Indices short PSI 20 2.56 5,494.440 5,581.320 10/06/14 5,537.710 -14,177 14,288 112 522,080  566,453 55,627 622,080
  Buy PSI 20 long Altri 5,602.51 3.024   5/25/15 4.081 16,942        583,395 38,685  
    OBX 25 short Seadrill 6.02 2,815.850   4/13/15 2,712.370 16,951        600,346 21,734  
    MerVal long Comercial del Plata 68,507.89 0.247   3/02/15 0.261 16,942        617,288 4,792  
    Indices SSE 50 ew 50.36 336.435   7/27/15 382.611 16,943        634,231 -12,151  
3/02/15 Sell IBEX 35 short ArcelorMittal 357.97 28.860 37.255 6/16/14 32.790 -11,738 13,336 1,598 523,678  622,493 1,185 623,678
    MerVal long Comercial del Plata 68,507.89 0.261   2/23/15 0.247 -16,942 17,887 945 524,624  605,551 19,073 624,624
    DJ Global Titans short Gazprom 4,318.25 4.494 2.180 12/15/14 3.337 -14,410 9,414 -4,996 519,628  591,141 28,487 619,628
    GCX Energy Recovery 3,819.02 3.076 3.693 5/19/14 3.371 -12,872 14,105 1,233 520,861  578,269 42,592 620,861
  Buy IBEX 35 long Intl. Cons. Airlines 2,099.49 7.900   3/09/15 7.660 16,586        594,855 26,006  
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 Apple 574.79 28.856   3/30/15 29.169 16,586        611,441 9,420  
    GCX Shimano 119.19 139.151   6/01/15 129.753 16,585        628,026 -7,166  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,099.49 7.660   3/02/15 7.900 -16,586 16,082 -504 520,357  611,441 8,916 620,357
  Buy   short Endesa 891.78 17.640   3/23/15 18.130 15,731        627,172 -6,815  
    MerVal long Comercial del Plata 56,667.87 0.278   6/29/15 0.285 15,731        642,903 -22,546  
3/23/15 Sell IBEX 35 short Endesa 891.78 18.130 17.150 3/09/15 17.640 -15,731 15,294 -437 519,920  627,172 -7,252 619,920
    TSX 60 Yamana Gold 2,838.68 3.713 6.196 9/29/14 4.797 -13,616 17,588 3,972 523,892  613,555 10,336 623,892
  Buy IBEX 35 long Intl. Cons. Airlines 1,957.41 8.100   5/11/15 7.890 15,855        629,411 -5,519  
    TSX 60 Bausch Health 85.34 185.781   5/11/15 200.704 15,855        645,265 -21,373  
3/30/15 Sell DJ Global Titans long Apple 574.79 29.169   3/02/15 28.856 -16,586 16,766 180 524,071  628,679 -4,608 624,071
  Buy   short ConocoPhilips 262.08 59.090   4/27/15 61.591 15,486        644,165 -20,094  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,872.89 4.822 5.033 10/06/14 4.926 -14,153 14,458 305 524,377  630,012 -5,635 624,377
    OBX 25 Seadrill 6.02 2,712.370 2,923.280 2/23/15 2,815.850 -16,951 17,598 647 525,024  613,061 11,963 625,024
    ÖkoDAX SolarWorld 66.85 14.550 772.962 4/29/13 106.050 -7,089 51,673 44,583 569,607  605,971 63,635 669,607
  Buy HSI-C&I long Tencent 880.65 20.815   7/06/15 17.093 18,331        624,302 45,304  
    OBX 25 Frontline 1,339.47 13.685   5/18/15 12.057 18,331        642,633 26,973  
4/27/15 Sell DJ Global Titans short ConocoPhilips 262.08 61.591 56.589 3/30/15 59.090 -15,486 14,831 -655 568,951  627,147 41,804 668,951
  Buy   long Mitsubishi UFJ 2,738.38 6.489   6/08/15 6.373 17,768        644,915 24,036  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,957.41 7.890   3/23/15 8.100 -15,855 15,444 -411 568,540  629,060 39,480 668,540
    OMXH 25 Neste Oil 2,000.62 7.640   1/26/15 8.080 -16,165 15,285 -880 567,660  612,895 54,765 667,660
    TSX 60 Bausch Health 85.34 200.704   3/23/15 185.781 -15,855 17,128 1,274 568,933  597,040 71,893 668,933
  Buy IBEX 35 short Obrascón Huarte Lain 967.61 19.140   4/25/16 5.840 18,520        615,561 53,373  
    OMXH 25 Outokumpu 3,537.73 5.235   1/04/16 2.584 18,520        634,081 34,853  
    TSX 60 Cenovus Energy 1,194.38 15.506   3/21/16 12.064 18,520        652,601 16,333  
5/18/15 Sell OBX 25 long Frontline 1,339.47 12.057   4/13/15 13.685 -18,331 16,150 -2,181 566,752  634,270 32,482 666,752
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Sony 673.00 28.471   2/09/15 22.627 -15,228 19,161 3,933 570,685  619,042 51,643 670,685
  Buy OBX 25 short REC Silicon 8,532.01 2.117   6/01/15 1.852 18,058        637,100 33,585  
    Topix (FRA) Toshiba 603.34 29.930   5/25/15 30.510 18,058        655,158 15,527  
5/25/15 Sell PSI 20 long Altri 5,602.51 4.081   2/23/15 3.024 -16,942 22,864 5,922 576,607  638,216 38,391 676,607
    Topix (FRA) short Toshiba 603.34 30.510 29.350 5/18/15 29.930 -18,058 17,708 -350 576,257  620,158 56,099 676,257
  Buy PSI 20 Pharol 35,898.04 0.510   11/23/15 0.369 18,308        638,466 37,791  
    Topix (FRA) long Sony 642.39 28.500   6/01/15 28.394 18,308        656,774 19,483  
6/01/15 Sell TecDAX long Dialog Semiconductor 477.41 51.190   12/22/14 29.285 -13,981 24,439 10,458 586,715  642,793 43,922 686,715
    OBX 25 short REC Silicon 8,532.01 1.852 2.418 5/18/15 2.117 -18,058 20,633 2,575 589,290  624,735 64,555 689,290
    Nordic 30 long Pandora 205.25 91.032   11/10/14 68.154 -13,989 18,684 4,696 593,985  610,746 83,239 693,985
    Topix (FRA) Sony 642.39 28.394   5/25/15 28.500 -18,308 18,240 -68 593,917  592,438 101,479 693,917
    GEX Ströer Media 604.30 38.770   1/26/15 26.750 -16,165 23,429 7,264 601,181  576,273 124,908 701,181
    GCX Shimano 119.19 129.753   3/02/15 139.151 -16,585 15,465 -1,120 600,061  559,688 140,373 700,061
  Buy TecDAX short Aixtron 3,044.93 6.900   4/25/16 4.108 21,010        580,698 119,363  
    OBX 25 long Frontline 1,684.07 12.476   6/08/15 12.298 21,010        601,708 98,353  
    Nordic 30 short Fortum 1,213.05 17.320   11/30/15 13.820 21,010        622,718 77,343  
    Topix (FRA) Toshiba 644.28 32.610   11/16/15 22.410 21,010        643,728 56,333  
    GCX REC Silicon 11,342.04 1.852   10/05/20 0.464 21,010        664,738 35,323  
6/08/15 Sell S&P 100 long Gilead Sciences 160.26 100.700   10/27/14 88.668 -14,210 16,138 1,928 601,989  650,528 51,461 701,989
    France Adocia 301.59 66.230   12/29/14 47.700 -14,386 19,974 5,588 607,577  636,142 71,436 707,577
    ISEQ 20 Glanbia 574.69 17.420   1/19/15 13.850 -7,959 10,011 2,052 609,629  628,182 81,447 709,629
      Ryanair Holdings 818.04 11.660   1/19/15 9.730 -7,960 9,538 1,579 611,208  620,223 90,985 711,208
    OBX 25 Frontline 1,684.07 12.298   6/01/15 12.476 -21,010 20,711 -299 610,909  599,213 111,696 710,909
    OMXS 30 Boliden 538.50 18.209   11/03/14 13.117 -7,064 9,805 2,742 613,651  592,149 121,501 713,651
      Electrolux 314.56 27.196   11/03/14 22.455 -7,064 8,555 1,491 615,142  585,086 130,056 715,142
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 75.86 231.072   1/19/15 209.841 -15,919 17,529 1,611 616,752  569,167 147,585 716,752
    CAC Mid 60 Adocia 251.88 66.230   1/19/15 63.200 -15,919 16,682 763 617,515  553,248 164,267 717,515
    DJ Global Titans Mitsubishi UFJ 2,738.38 6.373   4/27/15 6.489 -17,768 17,451 -317 617,199  535,480 181,718 717,199
  Buy S&P 100 short Norfolk Southern 278.64 80.648   6/15/15 80.979 22,472        557,952 159,247  
    France Solocal 32.08 700.450   11/23/15 390.360 22,470        580,423 136,776  
    ISEQ 20 FBD Holdings 1,211.56 9.274   8/10/15 7.120 11,236        591,659 125,540  
    OBX 25 DNO International 17,638.93 1.274   12/21/15 0.607 22,472        614,131 103,068  
    OMXS 30 SSAB 2,194.53 5.120   10/26/15 3.388 11,236        625,367 91,832  
      Telia Company 2,136.65 5.259   10/26/15 4.765 11,236        636,603 80,596  
    FT 30 Tate & Lyle 29.82 753.704   12/28/15 807.108 22,475        659,078 58,121  
    DJ Global Titans BHP 1,181.51 19.020   7/13/15 17.787 22,472        681,550 35,649  
6/15/15 Sell S&P 100 short Norfolk Southern 278.64 80.979 80.318 6/08/15 80.648 -22,472 22,380 -92 617,107  659,078 58,029 717,107
    Germany long Ströer Media 595.69 40.315   1/12/15 24.615 -14,663 24,015 9,352 626,459  644,415 82,044 726,459
  Buy S&P 100 Starbucks 436.26 46.330   7/06/15 49.123 20,212        664,628 61,832  
6/29/15 Sell SDAX long Patrizia Immobilien 1,081.27 22.015   1/26/15 14.950 -16,165 23,804 7,639 634,098  648,463 85,636 734,098
    MerVal Comercial del Plata 56,667.87 0.285   3/09/15 0.278 -15,731 16,145 414 634,512  632,732 101,781 734,512
7/06/15 Sell S&P 100 long Starbucks 436.26 49.123   6/15/15 46.330 -20,212 21,430 1,218 635,730  612,519 123,211 735,730
    Kospi 50 Amorepacific Group 156.67 157.893   12/08/14 82.934 -12,993 24,737 11,744 647,474  599,526 147,948 747,474
    DAX Merck (EMD) 184.39 90.640   11/17/14 76.670 -14,137 16,713 2,576 650,050  585,389 164,661 750,050
    HSI-C&I Tencent 880.65 17.093   4/13/15 20.815 -18,331 15,053 -3,278 646,772  567,058 179,714 746,772
  Buy S&P 100 short Norfolk Southern 294.52 78.643   7/13/15 78.579 23,162        590,220 156,552  
    CAC 40 ArcelorMittal 918.03 25.230   3/27/17 22.800 23,162        613,382 133,390  
    DAX RWE 1,203.85 19.240   7/13/15 20.205 23,162        636,544 110,228  
    HSI-C&I Sands China 6,845.37 3.384   5/09/16 3.084 23,162        659,706 87,066  
7/13/15 Sell S&P 100 short Norfolk Southern 294.52 78.579 78.708 7/06/15 78.643 -23,162 23,181 19 646,791  636,544 110,247 746,791
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI long China Life Ins HK 4,424.43 3.728   1/12/15 3.314 -14,663 16,496 1,833 648,624  621,881 126,743 748,624
    DAX short RWE 1,203.85 20.205 18.275 7/06/15 19.240 -23,162 22,000 -1,162 647,462  598,719 148,743 747,462
    DJ Global Titans BHP 1,181.51 17.787 20.338 6/08/15 19.020 -22,472 24,029 1,557 649,020  576,247 172,773 749,020
  Buy S&P 100 long Amazon.com 55.66 414.042   7/27/15 479.746 23,046        599,293 149,727  
    HSI short China Shenhua HK 12,407.93 1.857   4/18/16 1.521 23,044        622,337 126,683  
    DAX long Fresenius 376.17 61.260   7/27/15 61.200 23,044        645,381 103,639  
    DJ Global Titans Mitsubishi UFJ 3,668.61 6.281   7/27/15 6.435 23,044        668,425 80,595  
7/20/15 Sell DJTA long Avis Budget 490.29 38.916   9/24/12 12.419 -6,089 19,080 12,991 662,011  662,336 99,675 762,011
  Buy   short Avis Budget 553.56 38.916   8/03/15 39.514 21,542        683,878 78,133  
7/27/15 Sell S&P 100 long Amazon.com 55.66 479.746   7/13/15 414.042 -23,046 26,703 3,657 665,668  660,832 104,835 765,668
    DAX Fresenius 376.17 61.200   7/13/15 61.260 -23,044 23,022 -23 665,645  637,788 127,857 765,645
    BAX KUKA 242.72 74.330   12/29/14 59.270 -14,386 18,041 3,655 669,301  623,402 145,898 769,301
    Indices SSE 50 ew 50.36 382.611   2/23/15 336.435 -16,943 19,268 2,325 671,626  606,459 165,167 771,626
    DJ Global Titans Mitsubishi UFJ 3,668.61 6.435   7/13/15 6.281 -23,044 23,608 564 672,190  583,415 188,775 772,190
  Buy S&P 100 short ConocoPhilips 526.20 45.655   3/07/16 37.595 24,024        607,439 164,751  
    DAX RWE 1,295.09 18.550   10/19/15 12.230 24,024        631,463 140,727  
    BAX Grammer 914.85 26.260   11/09/15 23.675 24,024        655,487 116,703  
    Indices RTX 22.81 1,053.370   6/06/16 1,104.740 24,027        679,514 92,676  
    DJ Global Titans ConocoPhilips 526.20 45.655   8/03/15 45.385 24,024        703,538 68,652  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,839.85 7.097   7/07/14 2.976 -11,427 27,251 15,824 688,014  692,111 95,903 788,014
    HSI-Fin China Life Ins HK 4,327.17 3.251   1/26/15 3.736 -16,165 14,065 -2,100 685,914  675,946 109,968 785,914
    DJTA short Avis Budget 553.56 39.514 38.317 7/20/15 38.916 -21,542 21,211 -331 685,583  654,404 131,179 785,583
    DJ Global Titans ConocoPhilips 526.20 45.385 45.927 7/27/15 45.655 -24,024 24,167 143 685,726  630,380 155,346 785,726
  Buy SSE 50 China Northern Rare 11,302.97 2.081   1/04/16 1.789 23,526        653,906 131,820  
    HSI-Fin ICBC 37,617.52 0.625   1/04/16 0.538 23,526        677,432 108,294  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA long JetBlue Airways 1,092.33 21.538   8/24/15 18.277 23,526        700,958 84,768  
    SMI UBS 1,114.86 21.102   8/17/15 20.081 23,526        724,484 61,242  
    SLI Vifor Pharma 221.59 106.171   8/24/15 107.513 23,526        748,011 37,715  
    DJ Global Titans Mitsubishi UFJ 3,627.31 6.486   8/24/15 5.389 23,526        771,537 14,189  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,211.56 7.120 12.080 6/08/15 9.274 -11,236 14,635 3,399 689,125  760,301 28,825 789,125
  Buy   long Kingspan Group 449.90 22.725   8/17/15 22.815 10,224        770,525 18,601  
      Ryanair Holdings 800.00 12.780   8/17/15 12.705 10,224        780,749 8,377  
8/17/15 Sell ASX 50 long James Hardie Ind 693.70 12.058   1/30/12 5.763 -3,998 8,365 4,367 693,492  776,751 16,741 793,492
    ISEQ 20 Kingspan Group 449.90 22.815   8/10/15 22.725 -10,224 10,264 40 693,532  766,527 27,006 793,532
      Ryanair Holdings 800.00 12.705   8/10/15 12.780 -10,224 10,164 -60 693,472  756,303 37,170 793,472
    OMXC 20 Pandora 204.43 107.440   11/24/14 67.207 -13,739 21,964 8,225 701,697  742,564 59,134 801,697
    SMI UBS 1,114.86 20.081   8/03/15 21.102 -23,526 22,388 -1,138 700,559  719,038 81,521 800,559
    Nikkei (FRA) Fujitsu 104.14 44.550   6/30/14 54.990 -5,727 4,639 -1,087 699,472  713,311 86,161 799,472
      MinebeaMitsumi 696.32 12.573   6/30/14 8.224 -5,727 8,755 3,028 702,500  707,584 94,916 802,500
  Buy ASX 50 short Santos 5,634.67 3.982   11/23/15 2.708 22,435        730,019 72,481  
    ISEQ 20 FBD Holdings 1,625.72 6.900   11/30/15 6.852 11,217        741,237 61,263  
    OMXC 20 GN Store Nord 180.20 124.500   10/05/15 126.375 22,435        763,672 38,828  
    Nikkei (FRA) Sharp 874.32 12.830   11/23/15 10.210 11,218        774,889 27,611  
      IHI 371.56 30.190   11/23/15 25.250 11,217        786,107 16,393  
8/24/15 Sell USA long Alexion 44.80 143.833   11/28/11 50.936 -2,282 6,444 4,162 706,662  783,825 22,837 806,662
    DJIA Visa 127.48 58.880   12/19/11 18.897 -2,409 7,506 5,097 711,759  781,416 30,343 811,759
    Nasdaq 100 Regeneron 37.39 434.608   10/10/11 49.346 -1,845 16,250 14,405 726,164  779,571 46,593 826,164
    Euro 50 ASML 53.21 74.790   1/09/12 32.400 -1,724 3,980 2,256 728,420  777,847 50,573 828,420
      AB InBev 36.30 91.280   1/09/12 47.495 -1,724 3,313 1,589 730,009  776,123 53,886 830,009
    HDAX Ströer Media 595.69 47.670   1/12/15 24.615 -14,663 28,397 13,734 743,743  761,460 82,283 843,743
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Ashtead 14.01 1,199.890   7/30/12 333.248 -4,669 16,810 12,142 755,884  756,791 99,093 855,884
    HSI-Prop CK Hutchison 456.34 10.950   7/28/14 13.730 -6,266 4,997 -1,269 754,616  750,525 104,090 854,616
      Sino Land 5,004.39 1.200   7/28/14 1.252 -6,266 6,005 -260 754,355  744,260 110,095 854,355
    Europe 50 Novartis 225.94 69.088   11/10/14 61.916 -13,989 15,610 1,620 755,976  730,271 125,705 855,976
    DJTA JetBlue Airways 1,092.33 18.277   8/03/15 21.538 -23,526 19,965 -3,561 752,415  706,745 145,670 852,415
    SLI Vifor Pharma 221.59 107.513   8/03/15 106.171 -23,526 23,824 297 752,712  683,218 169,494 852,712
    Nikkei (TYO) MinebeaMitsumi 1,356.25 10.589   10/27/14 10.477 -14,210 14,362 152 752,864  669,008 183,856 852,864
    DJ Global Titans Mitsubishi UFJ 3,627.31 5.389   8/03/15 6.486 -23,526 19,548 -3,978 748,886  645,482 203,404 848,886
    SP Global 100 Apple 645.14 22.212   11/03/14 21.898 -14,127 14,330 203 749,089  631,355 217,733 849,089
  Buy DJIA short Chevron 429.34 62.119   5/30/16 91.551 26,670        658,025 191,063  
    Nasdaq 100 Micron Technology 2,144.30 12.438   8/31/15 14.635 26,670        684,695 164,393  
    Euro 50 E.on 1,532.76 8.700   10/26/15 8.993 13,335        698,030 151,058  
      Banco Santander 2,559.50 5.210   10/26/15 5.230 13,335        711,365 137,723  
    HDAX RWE 2,017.40 13.220   11/23/15 10.895 26,670        738,035 111,053  
    FTSE Glencore 142.32 187.390   5/09/16 167.806 26,669        764,705 84,384  
    HSI-Prop Hang Lung 6,937.36 1.922   6/06/16 1.737 13,335        778,040 71,049  
      The Wharf 7,621.74 1.750   6/06/16 1.945 13,335        791,375 57,714  
    DJCA Chevron 429.34 62.119   8/31/15 72.229 26,670        818,045 31,044  
    Europe 50 Rio Tinto 9.11 2,927.710   10/26/15 3,453.900 26,671        844,716 4,372  
    DJTA Norfolk Southern 414.29 64.376   8/31/15 69.482 26,670        871,386 -22,298  
    SLI Aryzta 2,845.50 9.373   1/09/17 8.993 26,670        898,056 -48,968  
    CAC Next 20 Casino Guichard 473.88 56.280   1/30/17 49.780 26,670        924,726 -75,638  
    Nikkei (TYO) IHI 1,030.07 25.892   8/08/16 25.014 26,670        951,396 -102,308  
    DJ Global Titans ConocoPhilips 721.27 36.977   3/21/16 37.886 26,670        978,067 -128,978  
    SP Global 100 RWE 2,017.40 13.220   9/12/16 14.645 26,670        1,004,737 -155,648  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/31/15 Sell Nasdaq 100 short Micron Technology 2,144.30 14.635 10.240 8/24/15 12.438 -26,670 21,958 -4,711 744,377  978,067 -133,690 844,377
    DJCA Chevron 429.34 72.229 52.009 8/24/15 62.119 -26,670 22,330 -4,341 740,037  951,397 -111,360 840,037
    DJTA Norfolk Southern 414.29 69.482 59.269 8/24/15 64.376 -26,670 24,555 -2,116 737,921  924,726 -86,805 837,921
  Buy Nasdaq 100 long Netflix 183.05 102.576   9/07/15 88.434 18,777        943,503 -105,582  
    DJCA JetBlue Airways 943.31 19.906   3/16/20 9.506 18,777        962,280 -124,359  
    DJUA short CenterPoint Energy 565.38 16.606   12/07/15 15.137 9,389        971,669 -133,748  
      FirstEnergy 329.39 28.503   12/07/15 29.960 9,388        981,057 -143,136  
    DJTA long JetBlue Airways 943.31 19.906   1/04/16 20.201 18,777        999,834 -161,913  
9/07/15 Sell Nasdaq 100 long Netflix 183.05 88.434   8/31/15 102.576 -18,777 16,188 -2,589 735,332  981,058 -145,725 835,332
    ATX Zumtobel 746.72 23.775   2/16/15 21.095 -15,752 17,753 2,001 737,334  965,306 -127,972 837,334
  Buy Nasdaq 100 short Micron Technology 1,177.10 15.066   10/19/15 16.912 17,734        983,039 -145,706  
    ATX Vienna Insurance 651.03 27.240   3/28/16 18.660 17,734        1,000,774 -163,440  
9/14/15 Sell RTX short RusHydro 4,059.52 0.774 3.647 3/11/13 1.680 -6,820 14,803 7,983 745,317  993,954 -148,637 845,317
  Buy USA long JetBlue Airways 748.84 23.257   9/21/15 23.986 17,416        1,011,370 -166,053  
9/21/15 Sell   long JetBlue Airways 748.84 23.986   9/14/15 23.257 -17,416 17,961 545 745,862  993,954 -148,091 845,862
  Buy   short Wynn Resorts 293.27 59.482   10/05/15 57.973 17,444        1,011,398 -165,536  
    MIB Saipem 1,715.24 10.170   12/26/16 5.130 17,444        1,028,842 -182,980  
    RTX Mobile TeleSystems 2,751.42 6.340   9/28/15 6.096 17,444        1,046,286 -200,424  
9/28/15 Sell   short Mobile TeleSystems 2,751.42 6.096 6.594 9/21/15 6.340 -17,444 18,142 698 746,560  1,028,842 -182,281 846,560
    BEL 20 long bpost 696.37 21.000   1/19/15 22.860 -15,919 14,624 -1,295 745,265  1,012,923 -167,658 845,265
  Buy RTX Severstal 1,806.36 9.378   11/02/15 10.465 16,940        1,029,863 -184,598  
    BEL 20 short Solvay 189.25 89.510   3/28/16 85.670 16,940        1,046,803 -201,537  
10/05/15 Sell USA short Wynn Resorts 293.27 57.973 61.030 9/21/15 59.482 -17,444 17,898 454 745,719  1,029,358 -183,639 845,719
    OMXC 20 GN Store Nord 180.20 126.375 122.625 8/17/15 124.500 -22,435 22,097 -338 745,381  1,006,923 -161,542 845,381
  Buy USA long Netflix 172.00 99.392   12/14/15 109.790 17,095        1,024,019 -178,638  
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 200.97 85.064   11/02/15 91.174 17,095        1,041,114 -195,733  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.90 208.474   4/02/18 330.481 16,240        1,057,354 -211,973  
    MerVal Pampa Energía 19,693.22 0.825   10/19/15 0.927 16,241        1,073,595 -228,214  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,177.10 16.912 13.219 9/07/15 15.066 -17,734 15,560 -2,174 743,208  1,055,861 -212,653 843,208
    DAX RWE 1,295.09 12.230 28.136 7/27/15 18.550 -24,024 36,439 12,415 755,622  1,031,837 -176,215 855,622
    MerVal long Pampa Energía 19,693.22 0.927   10/12/15 0.825 -16,241 18,246 2,005 757,627  1,015,596 -157,969 857,627
  Buy Nasdaq 100 Amazon.com 34.57 505.914   2/08/16 436.037 17,489        1,033,086 -175,459  
    DAX Fresenius 290.02 60.310   12/21/15 63.430 17,491        1,050,577 -192,950  
    MerVal short YPF 778.09 22.479   10/26/15 25.738 17,491        1,068,068 -210,441  
10/26/15 Sell Euro 50 short E.on 1,532.76 8.993 8.407 8/24/15 8.700 -13,335 12,886 -449 757,179  1,054,733 -197,554 857,179
      Banco Santander 2,559.50 5.230 5.190 8/24/15 5.210 -13,335 13,284 -51 757,127  1,041,398 -184,271 857,127
    OMXS 30 SSAB 2,194.53 3.388 7.737 6/08/15 5.120 -11,236 16,980 5,744 762,871  1,030,162 -167,291 862,871
      Telia Company 2,136.65 4.765 5.804 6/08/15 5.259 -11,236 12,400 1,164 764,036  1,018,926 -154,890 864,036
    Europe 50 Rio Tinto 9.11 3,453.900 2,401.510 8/24/15 2,927.710 -26,671 21,878 -4,794 759,242  992,254 -133,013 859,242
    MerVal YPF 778.09 25.738 19.221 10/19/15 22.479 -17,491 14,955 -2,535 756,706  974,764 -118,057 856,706
  Buy Euro 50 long Fresenius 143.93 64.150   1/11/16 59.420 9,233        983,997 -127,290  
      Inditex 274.71 33.610   1/11/16 29.430 9,233        993,230 -136,523  
    OMXS 30 Boliden 528.78 17.461   11/02/15 17.505 9,233        1,002,463 -145,756  
      Svenska Cellulosa B 1,771.59 5.212   11/02/15 5.468 9,233        1,011,696 -154,989  
    Europe 50 SAP 263.31 70.130   12/14/15 69.400 18,466        1,030,161 -173,455  
    MerVal Pampa Energía 16,068.57 1.149   3/07/16 0.728 18,466        1,048,627 -191,921  
11/02/15 Sell RTX long Severstal 1,806.36 10.465   9/28/15 9.378 -16,940 18,904 1,964 758,670  1,031,687 -173,018 858,670
    OMXC 20 Genmab 200.97 91.174   10/05/15 85.064 -17,095 18,323 1,228 759,898  1,014,592 -154,694 859,898
    OMXS 30 Boliden 528.78 17.505   10/26/15 17.461 -9,233 9,256 23 759,921  1,005,359 -145,438 859,921
      Svenska Cellulosa B 1,771.59 5.468   10/26/15 5.212 -9,233 9,686 453 760,374  996,126 -135,752 860,374
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy RTX short Mobile TeleSystems 2,911.91 6.221   4/25/16 7.952 18,115        1,014,241 -153,867  
    OMXS 30 SSAB 2,681.72 3.378   12/14/15 2.601 9,058        1,023,299 -162,924  
      SKF A 563.69 16.068   12/14/15 14.663 9,058        1,032,356 -171,982  
11/09/15 Sell BAX short Grammer 914.85 23.675 29.127 7/27/15 26.260 -24,024 26,647 2,623 762,997  1,008,332 -145,335 862,997
  Buy   long Adva 1,766.72 10.155   11/16/15 10.530 17,941        1,026,273 -163,276  
11/16/15 Sell MDAX long Ströer Media 608.22 61.450   2/02/15 25.790 -15,686 37,375 21,689 784,686  1,010,587 -125,901 884,686
    BSE Sensex 30 Hindustan Unilever 659.61 11.144   1/30/12 6.061 -3,998 7,350 3,352 788,039  1,006,589 -118,551 888,039
    Topix (FRA) short Toshiba 644.28 22.410 47.453 6/01/15 32.610 -21,010 30,573 9,563 797,602  985,579 -87,978 897,602
    BAX long Adva 1,766.72 10.530   11/09/15 10.155 -17,941 18,604 663 798,264  967,638 -69,374 898,264
  Buy MDAX short Leoni 596.66 34.730   5/30/16 29.880 20,722        988,360 -90,096  
    BSE Sensex 30 Bharat Heavy 12,265.89 1.689   6/13/16 1.058 20,722        1,009,082 -110,818  
    SMI LafargeHolcim 410.26 50.510   1/09/17 49.995 20,722        1,029,804 -131,540  
    Topix (FRA) long Ono Pharmaceutical 758.99 27.302   12/14/15 30.520 20,722        1,050,526 -152,262  
    BAX short Leoni 596.66 34.730   11/23/15 36.045 20,722        1,071,248 -172,984  
11/23/15 Sell France short Solocal 32.08 390.360 1,256.870 6/08/15 700.450 -22,470 40,320 17,850 816,114  1,048,778 -132,664 916,114
    ASX 50 Santos 5,634.67 2.708 5.854 8/17/15 3.982 -22,435 32,984 10,549 826,663  1,026,343 -99,680 926,663
    HDAX RWE 2,017.40 10.895 16.041 8/24/15 13.220 -26,670 32,362 5,691 832,355  999,673 -67,318 932,355
    PSI 20 Pharol 35,898.04 0.369 0.705 5/25/15 0.510 -18,308 25,305 6,997 839,351  981,365 -42,014 939,351
    Nikkei (FRA) Sharp 874.32 10.210 16.122 8/17/15 12.830 -11,218 14,096 2,879 842,230  970,147 -27,918 942,230
      IHI 371.56 25.250 36.097 8/17/15 30.190 -11,217 13,412 2,195 844,425  958,930 -14,505 944,425
    BAX Leoni 596.66 36.045 33.415 11/16/15 34.730 -20,722 19,937 -785 843,640  938,208 5,432 943,640
  Buy France long Ubisoft 885.13 26.805   1/11/16 24.260 23,726        961,934 -18,294  
    HDAX SMA Solar 496.62 47.775   1/18/16 41.200 23,726        985,660 -42,020  
    PSI 20 Altri 4,645.78 5.107   12/07/15 5.008 23,726        1,009,386 -65,746  
    OMXC 20 Genmab 209.23 113.399   2/08/16 88.896 23,726        1,033,112 -89,472  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Yamaha 473.20 25.070   12/07/15 22.360 11,863        1,044,976 -101,336  
    BAX Adva 2,138.44 11.095   12/14/15 9.859 23,726        1,068,702 -125,062  
    GEX Hypoport 300.33 79.000   12/14/15 70.070 23,726        1,092,428 -148,788  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,625.72 6.852 6.948 8/17/15 6.900 -11,217 11,296 79 843,718  1,081,210 -137,492 943,718
    Nordic 30 Fortum 1,213.05 13.820 21.706 6/01/15 17.320 -21,010 26,331 5,321 849,039  1,060,200 -111,161 949,039
  Buy Germany long SMA Solar 443.54 47.225   1/11/16 49.315 20,946        1,081,146 -132,107  
    ASX 50 short Origin Energy 5,468.07 3.831   1/04/16 3.253 20,946        1,102,092 -153,053  
    ISEQ 20 long Flutter 87.24 120.050   12/07/15 122.000 10,473        1,112,565 -163,526  
      Dalata Hotel 2,033.59 5.150   12/07/15 5.130 10,473        1,123,038 -173,999  
    Nordic 30 Pandora 186.68 112.200   12/14/15 108.345 20,946        1,143,984 -194,945  
12/07/15 Sell ISEQ 20 long Flutter 87.24 122.000   11/30/15 120.050 -10,473 10,643 170 849,209  1,133,511 -184,301 949,209
      Dalata Hotel 2,033.59 5.130   11/30/15 5.150 -10,473 10,432 -41 849,169  1,123,038 -173,869 949,169
    PSI 20 Altri 4,645.78 5.008   11/23/15 5.107 -23,726 23,266 -460 848,709  1,099,312 -150,603 948,709
    DJUA short CenterPoint Energy 565.38 15.137 18.217 8/31/15 16.606 -9,389 10,299 911 849,620  1,089,923 -140,303 949,620
      FirstEnergy 329.39 29.960 27.045 8/31/15 28.503 -9,388 8,908 -480 849,140  1,080,535 -131,395 949,140
    Nikkei (FRA) long Yamaha 473.20 22.360   11/23/15 25.070 -11,863 10,581 -1,282 847,857  1,068,672 -120,814 947,857
    BSE Sensex 50 Eicher Motors 786.66 22.421   10/24/11 2.335 -1,837 17,638 15,801 863,658  1,066,835 -103,177 963,658
  Buy ISEQ 20 short FBD Holdings 1,577.13 6.820   1/04/16 6.603 10,756        1,077,591 -113,933  
    PSI 20 Pharol 76,283.69 0.282   4/25/16 0.141 21,512        1,099,103 -135,445  
    DJUA long NiSource 609.23 17.655   3/16/20 18.760 10,756        1,109,859 -146,201  
      American Water 199.67 53.870   3/16/20 106.441 10,756        1,120,615 -156,957  
    Nikkei (FRA) short OKI Electric 936.93 11.480   3/07/16 12.000 10,756        1,131,371 -167,713  
      Sharp 1,132.21 9.500   3/07/16 13.180 10,756        1,142,127 -178,469  
    BSE Sensex 50 ONGC 10,433.10 2.062   12/21/15 2.125 21,512        1,163,639 -199,981  
12/14/15 Sell USA long Netflix 172.00 109.790   10/05/15 99.392 -17,095 18,884 1,788 865,446  1,146,543 -181,097 965,446
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 2,681.72 2.601 4.386 11/02/15 3.378 -9,058 11,761 2,703 868,150  1,137,486 -169,336 968,150
      SKF A 563.69 14.663 17.608 11/02/15 16.068 -9,058 9,925 868 869,017  1,128,428 -159,411 969,017
    Europe 50 long SAP 263.31 69.400   10/26/15 70.130 -18,466 18,274 -192 868,825  1,109,962 -141,137 968,825
    Nordic 30 Pandora 186.68 108.345   11/30/15 112.200 -20,946 20,226 -720 868,105  1,089,017 -120,911 968,105
    Topix (FRA) Ono Pharmaceutical 758.99 30.520   11/16/15 27.302 -20,722 23,164 2,442 870,548  1,068,295 -97,747 970,548
    BAX Adva 2,138.44 9.859   11/23/15 11.095 -23,726 21,083 -2,643 867,905  1,044,569 -76,664 967,905
    GEX Hypoport 300.33 70.070   11/23/15 79.000 -23,726 21,044 -2,682 865,223  1,020,843 -55,620 965,223
  Buy OMXS 30 Securitas 848.65 13.398   12/21/15 13.632 11,370        1,032,213 -66,990  
      Swedish Match 3,667.74 3.100   12/21/15 3.142 11,370        1,043,583 -78,360  
    Europe 50 short Rio Tinto 8.93 2,545.100   12/28/15 2,721.790 22,728        1,066,311 -101,088  
    Nordic 30 Møller-Mærsk B 18.55 1,226.160   4/25/16 1,254.850 22,745        1,089,056 -123,833  
    Topix (FRA) Toshiba 1,046.96 21.720   12/21/15 19.300 22,740        1,111,796 -146,573  
    BAX Leoni 684.22 33.235   7/04/16 24.990 22,740        1,134,536 -169,313  
    GEX Manz 559.27 40.660   5/09/16 36.225 22,740        1,157,276 -192,053  
12/21/15 Sell DAX long Fresenius 290.02 63.430   10/19/15 60.310 -17,491 18,396 905 866,128  1,139,785 -173,657 966,128
    OBX 25 short DNO International 17,638.93 0.607 2.673 6/08/15 1.274 -22,472 47,142 24,670 890,797  1,117,313 -126,515 990,797
    OMXS 30 long Securitas 848.65 13.632   12/14/15 13.398 -11,370 11,568 198 890,996  1,105,943 -114,947 990,996
      Swedish Match 3,667.74 3.142   12/14/15 3.100 -11,370 11,525 155 891,151  1,094,573 -103,422 991,151
    Topix (FRA) short Toshiba 1,046.96 19.300 24.443 12/14/15 21.720 -22,740 25,591 2,851 894,002  1,071,833 -77,831 994,002
    BSE Sensex 50 ONGC 10,433.10 2.125 1.999 12/07/15 2.062 -21,512 20,856 -656 893,346  1,050,321 -56,975 993,346
  Buy DAX RWE 2,054.32 11.395   12/28/15 11.660 23,409        1,073,730 -80,384  
    OBX 25 long Bakkafrost 890.65 26.283   12/28/15 26.311 23,409        1,097,139 -103,793  
    OMXS 30 short SSAB 5,393.03 2.170   12/28/15 2.409 11,704        1,108,843 -115,498  
      SKF A 801.61 14.601   12/28/15 15.095 11,705        1,120,548 -127,202  
    Topix (FRA) long Ono Pharmaceutical 731.90 31.984   1/04/16 32.298 23,409        1,143,957 -150,611  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Sartorius Stedim 406.58 57.575   12/28/15 57.183 23,409        1,167,366 -174,020  
    BSE Sensex 50 Bajaj Finance 2,883.56 8.118   1/04/16 8.393 23,409        1,190,775 -197,429  
12/28/15 Sell DAX short RWE 2,054.32 11.660 11.130 12/21/15 11.395 -23,409 22,865 -544 892,801  1,167,366 -174,565 992,801
    OBX 25 long Bakkafrost 890.65 26.311   12/21/15 26.283 -23,409 23,434 25 892,826  1,143,957 -151,131 992,826
    OMXS 30 short SSAB 5,393.03 2.409 1.932 12/21/15 2.170 -11,704 10,417 -1,288 891,538  1,132,252 -140,714 991,538
      SKF A 801.61 15.095 14.108 12/21/15 14.601 -11,705 11,309 -396 891,143  1,120,548 -129,405 991,143
    Europe 50 Rio Tinto 8.93 2,721.790 2,368.420 12/14/15 2,545.100 -22,728 21,150 -1,578 889,565  1,097,820 -108,255 989,565
    FT 30 Tate & Lyle 29.82 807.108 700.300 6/08/15 753.704 -22,475 20,883 -1,593 887,972  1,075,345 -87,372 987,972
    CAC Mid 60 long Sartorius Stedim 406.58 57.183   12/21/15 57.575 -23,409 23,250 -159 887,813  1,051,936 -64,123 987,813
  Buy USA Energy Recovery 3,567.21 6.473   1/11/16 5.700 23,092        1,075,028 -87,215  
    DAX Adidas 259.20 89.090   3/07/16 96.970 23,092        1,098,120 -110,307  
    OBX 25 short Seadrill 25.28 913.471   5/09/16 892.833 23,093        1,121,212 -133,399  
    OMXS 30 long Securitas 832.14 13.875   1/04/16 13.705 11,546        1,132,758 -144,945  
      Swedish Match 3,604.75 3.203   1/04/16 3.169 11,546        1,144,304 -156,491  
    Europe 50 SAP 316.94 72.860   1/04/16 70.580 23,092        1,167,397 -179,584  
    FT 30 ITV 61.90 373.033   1/11/16 356.368 23,091        1,190,487 -202,674  
1/04/16 Sell SSE 50 short China Northern Rare 11,302.97 1.789 2.422 8/03/15 2.081 -23,526 27,377 3,851 891,664  1,166,961 -175,297 991,664
    ASX 50 Origin Energy 5,468.07 3.253 4.511 11/30/15 3.831 -20,946 24,664 3,718 895,382  1,146,015 -150,634 995,382
    HSI-Fin ICBC 37,617.52 0.538 0.727 8/03/15 0.625 -23,526 27,329 3,803 899,185  1,122,489 -123,305 999,185
    ISEQ 20 FBD Holdings 1,577.13 6.603 7.044 12/07/15 6.820 -10,756 11,109 353 899,538  1,111,733 -112,195 999,538
    OMXH 25 Outokumpu 3,537.73 2.584 10.606 5/11/15 5.235 -18,520 37,520 19,000 918,538  1,093,213 -74,675 1,018,538
    OMXS 30 long Securitas 832.14 13.705   12/28/15 13.875 -11,546 11,405 -141 918,397  1,081,667 -63,270 1,018,397
      Swedish Match 3,604.75 3.169   12/28/15 3.203 -11,546 11,425 -121 918,276  1,070,121 -51,846 1,018,276
    Europe 50 SAP 316.94 70.580   12/28/15 72.860 -23,092 22,370 -723 917,553  1,047,029 -29,476 1,017,553
    DJTA JetBlue Airways 943.31 20.201   8/31/15 19.906 -18,777 19,056 279 917,832  1,028,252 -10,420 1,017,832
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Ono Pharmaceutical 731.90 32.298   12/21/15 31.984 -23,409 23,639 230 918,062  1,004,843 13,219 1,018,062
    BSE Sensex 50 Bajaj Finance 2,883.56 8.393   12/21/15 8.118 -23,409 24,202 793 918,855  981,434 37,421 1,018,855
  Buy SSE 50 Shanghai Pudong 10,500.24 2.515   1/11/16 2.391 26,406        1,007,840 11,015  
    HSI-Fin Hang Seng Bank 1,550.24 17.034   1/11/16 16.023 26,406        1,034,246 -15,391  
    ISEQ 20 Flutter 107.04 123.350   1/18/16 119.900 13,203        1,047,449 -28,594  
      Dalata Hotel 2,454.09 5.380   1/18/16 4.930 13,203        1,060,652 -41,797  
    OMXH 25 Elisa 782.40 33.750   1/11/16 34.422 26,406        1,087,058 -68,203  
    OMXS 30 short SSAB 5,413.51 2.439   4/04/16 3.262 13,203        1,100,261 -81,406  
      SKF A 907.92 14.542   4/04/16 15.448 13,203        1,113,464 -94,609  
    Europe 50 Rio Tinto 10.21 2,585.270   1/25/16 2,112.660 26,396        1,139,860 -121,005  
    DJTA Ryder System 502.64 52.534   2/22/16 53.012 26,406        1,166,266 -147,411  
    Topix (FRA) Toshiba 1,329.61 19.860   8/15/16 25.260 26,406        1,192,672 -173,817  
    BSE Sensex 50 Larsen & Toubro 2,275.26 11.606   3/07/16 10.779 26,406        1,219,078 -200,223  
1/11/16 Sell USA long Energy Recovery 3,567.21 5.700   12/28/15 6.473 -23,092 20,334 -2,758 916,097  1,195,986 -179,889 1,016,097
    Euro 50 Fresenius 143.93 59.420   10/26/15 64.150 -9,233 8,552 -681 915,416  1,186,753 -171,336 1,015,416
      Inditex 274.71 29.430   10/26/15 33.610 -9,233 8,085 -1,148 914,268  1,177,520 -163,252 1,014,268
    France Ubisoft 885.13 24.260   11/23/15 26.805 -23,726 21,473 -2,253 912,016  1,153,794 -141,778 1,012,016
    Germany SMA Solar 443.54 49.315   11/30/15 47.225 -20,946 21,873 927 912,943  1,132,848 -119,905 1,012,943
    SSE 50 Shanghai Pudong 10,500.24 2.391   1/04/16 2.515 -26,406 25,104 -1,302 911,640  1,106,442 -94,801 1,011,640
    HSI-Fin Hang Seng Bank 1,550.24 16.023   1/04/16 17.034 -26,406 24,840 -1,566 910,074  1,080,036 -69,961 1,010,074
    OMXH 25 Elisa 782.40 34.422   1/04/16 33.750 -26,406 26,932 526 910,600  1,053,630 -43,030 1,010,600
    FT 30 ITV 61.90 356.368   12/28/15 373.033 -23,091 22,059 -1,032 909,568  1,030,539 -20,970 1,009,568
    Topix (TYO) Subaru 713.19 33.663   6/11/12 6.048 -4,313 24,008 19,695 929,263  1,026,226 3,038 1,029,263
  Buy Euro 50 short Volkswagen 110.24 117.050   1/25/16 110.750 12,904        1,039,130 -9,866  
      Banco Santander 3,162.62 4.080   1/25/16 3.860 12,903        1,052,033 -22,770  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    France Vallourec 97.87 263.680   4/18/16 148.800 25,806        1,077,839 -48,576  
    SSE 50 Haitong Secs 14,676.41 1.758   6/13/16 1.997 25,807        1,103,646 -74,383  
    ASX 50 Origin Energy 9,426.53 2.738   2/29/16 2.906 25,807        1,129,453 -100,190  
    HSI-Fin China Life Ins HK 10,167.84 2.538   6/06/16 1.986 25,807        1,155,260 -125,997  
    OMXH 25 Outokumpu 10,422.86 2.476   4/25/16 3.996 25,807        1,181,067 -151,804  
    FT 30 Tesco 104.59 246.739   1/25/16 258.955 25,806        1,206,874 -177,610  
    Topix (TYO) Toshiba 1,434.93 17.985   10/31/16 33.076 25,807        1,232,681 -203,417  
1/18/16 Sell HDAX long SMA Solar 496.62 41.200   11/23/15 47.775 -23,726 20,461 -3,265 925,998  1,208,955 -182,957 1,025,998
    ISEQ 20 Flutter 107.04 119.900   1/04/16 123.350 -13,203 12,834 -369 925,629  1,195,751 -170,122 1,025,629
      Dalata Hotel 2,454.09 4.930   1/04/16 5.380 -13,203 12,099 -1,104 924,525  1,182,548 -158,024 1,024,525
    QIX Freenet 414.55 28.325   1/23/12 10.515 -4,359 11,742 7,383 931,908  1,178,189 -146,282 1,031,908
  Buy HDAX short Aixtron 6,709.09 3.300   3/14/16 3.331 22,140        1,200,329 -168,422  
    ISEQ 20 FBD Holdings 1,718.94 6.440   5/30/16 6.529 11,070        1,211,399 -179,492  
    QIX BMW 283.48 78.100   2/08/16 69.300 22,140        1,233,539 -201,631  
1/25/16 Sell Euro 50 short Volkswagen 110.24 110.750 123.708 1/11/16 117.050 -12,904 13,638 734 932,642  1,220,635 -187,994 1,032,642
      Banco Santander 3,162.62 3.860 4.313 1/11/16 4.080 -12,903 13,639 735 933,377  1,207,732 -174,355 1,033,377
    Europe 50 Rio Tinto 10.21 2,112.660 3,163.610 1/04/16 2,585.270 -26,396 32,300 5,905 939,282  1,181,336 -142,055 1,039,282
    FT 30 Tesco 104.59 258.955 234.523 1/11/16 246.739 -25,806 24,529 -1,278 938,004  1,155,530 -117,526 1,038,004
  Buy Euro 50 long SAP 158.30 72.680   4/04/16 70.040 11,505        1,167,035 -129,031  
      Vinci 186.69 61.630   4/04/16 65.450 11,506        1,178,541 -140,537  
    Europe 50 SAP 316.61 72.680   3/28/16 70.840 23,011        1,201,552 -163,548  
    FT 30 National Grid 18.52 1,242.520   2/01/16 1,311.560 23,011        1,224,564 -186,559  
2/01/16 Sell   long National Grid 18.52 1,311.560   1/25/16 1,242.520 -23,011 24,290 1,279 939,283  1,201,552 -162,269 1,039,283
  Buy   short NatWest 66.42 330.109   4/18/16 299.798 21,926        1,223,478 -184,195  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.57 436.037   10/19/15 505.914 -17,489 15,074 -2,416 936,867  1,205,989 -169,121 1,036,867
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 209.23 88.896   11/23/15 113.399 -23,726 18,600 -5,127 931,740  1,182,262 -150,522 1,031,740
    QIX short BMW 283.48 69.300 88.018 1/18/16 78.100 -22,140 24,951 2,811 934,552  1,160,122 -125,571 1,034,552
  Buy Nasdaq 100 Micron Technology 2,501.21 9.085   3/21/16 10.259 22,724        1,182,846 -148,295  
    QIX long Rational 56.09 405.150   4/11/16 463.700 22,725        1,205,571 -171,019  
2/22/16 Sell DJTA short Ryder System 502.64 53.012 52.057 1/04/16 52.534 -26,406 26,166 -240 934,312  1,179,165 -144,854 1,034,312
    NZX 50 long Tourism 16,840.48 1.542   7/28/14 0.744 -12,531 25,963 13,432 947,744  1,166,634 -118,891 1,047,744
  Buy OMXC 20 Vestas Wind Systems 1,922.75 12.077   2/29/16 12.460 23,221        1,189,855 -142,112  
    DJTA Delta Air Lines 525.07 44.225   3/07/16 43.943 23,221        1,213,076 -165,333  
    NZX 50 short ANZ Banking NZ 1,518.12 15.296   2/29/16 14.670 23,221        1,236,297 -188,554  
2/29/16 Sell ASX 50 short Origin Energy 9,426.53 2.906 2.569 1/11/16 2.738 -25,807 24,220 -1,587 946,156  1,210,490 -164,334 1,046,156
    OMXC 20 long Vestas Wind Systems 1,922.75 12.460   2/22/16 12.077 -23,221 23,957 736 946,892  1,187,269 -140,377 1,046,892
    NZX 50 short ANZ Banking NZ 1,518.12 14.670 15.949 2/22/16 15.296 -23,221 24,212 991 947,883  1,164,048 -116,165 1,047,883
  Buy ASX 50 long Newcrest Mining 2,028.94 11.480   11/05/18 13.103 23,292        1,187,340 -139,457  
    NZX 50 a2 Milk 21,849.91 1.066   5/22/17 2.174 23,292        1,210,632 -162,749  
3/07/16 Sell S&P 100 short ConocoPhilips 526.20 37.595 55.443 7/27/15 45.655 -24,024 29,174 5,150 953,033  1,186,609 -133,575 1,053,033
    DAX long Adidas 259.20 96.970   12/28/15 89.090 -23,092 25,135 2,042 955,076  1,163,516 -108,441 1,055,076
    MerVal Pampa Energía 16,068.57 0.728   10/26/15 1.149 -18,466 11,698 -6,768 948,308  1,145,050 -96,743 1,048,308
    DJTA Delta Air Lines 525.07 43.943   2/22/16 44.225 -23,221 23,073 -148 948,160  1,121,829 -73,670 1,048,160
    Nikkei (FRA) short OKI Electric 936.93 12.000 10.960 12/07/15 11.480 -10,756 10,269 -487 947,673  1,111,073 -63,401 1,047,673
      Sharp 1,132.21 13.180 5.820 12/07/15 9.500 -10,756 6,589 -4,167 943,506  1,100,317 -56,811 1,043,506
    BSE Sensex 50 Larsen & Toubro 2,275.26 10.779 12.496 1/04/16 11.606 -26,406 28,433 2,027 945,533  1,073,911 -28,379 1,045,533
  Buy USA long Energy Recovery 3,267.37 7.782   10/29/18 6.189 25,428        1,099,339 -53,807  
    S&P 100 Facebook 264.84 96.013   3/28/16 101.554 25,428        1,124,768 -79,235  
    DAX short Deutsche Bank 1,606.00 15.833   4/25/16 14.347 25,428        1,150,195 -104,663  
    MerVal YPF 1,537.86 16.535   4/11/16 14.912 25,428        1,175,624 -130,091  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Avis Budget 994.72 25.563   3/14/16 24.329 25,428        1,201,052 -155,519  
    Nikkei (FRA) long Nippon Suisan 2,997.88 4.241   3/14/16 4.289 12,714        1,213,766 -168,233  
      Yamaha 487.11 26.101   3/14/16 27.038 12,714        1,226,480 -180,947  
    BSE Sensex 50 Bajaj Finance 2,963.88 8.579   12/10/18 29.076 25,428        1,251,908 -206,375  
3/14/16 Sell HDAX short Aixtron 6,709.09 3.331 3.269 1/18/16 3.300 -22,140 21,932 -208 945,325  1,229,768 -184,443 1,045,325
    DJTA Avis Budget 994.72 24.329 26.860 3/07/16 25.563 -25,428 26,718 1,290 946,614  1,204,340 -157,725 1,046,614
    Nikkei (FRA) long Nippon Suisan 2,997.88 4.289   3/07/16 4.241 -12,714 12,858 144 946,758  1,191,626 -144,867 1,046,758
      Yamaha 487.11 27.038   3/07/16 26.101 -12,714 13,170 456 947,215  1,178,912 -131,697 1,047,215
  Buy HDAX SMA Solar 526.14 43.500   4/11/16 45.160 22,887        1,201,799 -154,584  
    DJTA Alaska Air Group 318.45 71.870   10/29/18 53.552 22,887        1,224,686 -177,471  
    Nikkei (FRA) short Toshiba 689.78 16.590   7/18/16 25.800 11,443        1,236,129 -188,914  
      IHI 629.46 18.180   7/18/16 25.860 11,444        1,247,573 -200,358  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,501.21 10.259 7.912 2/08/16 9.085 -22,724 19,788 -2,936 944,279  1,224,849 -180,570 1,044,279
    TSX 60 Cenovus Energy 1,194.38 12.064 19.931 5/11/15 15.506 -18,520 23,805 5,285 949,564  1,206,329 -156,765 1,049,564
    DJ Global Titans ConocoPhilips 721.27 37.886 36.068 8/24/15 36.977 -26,670 26,014 -656 948,908  1,179,658 -130,750 1,048,908
  Buy Nasdaq 100 long NVidia 760.75 30.172   10/29/18 162.956 22,953        1,202,612 -153,703  
    TSX 60 Barrick Gold 1,759.05 13.049   6/27/16 19.168 22,953        1,225,564 -176,656  
    DJ Global Titans McDonald´s 208.36 110.161   3/28/16 110.022 22,953        1,248,518 -199,610  
3/28/16 Sell S&P 100 long Facebook 264.84 101.554   3/07/16 96.013 -25,428 26,896 1,467 950,375  1,223,089 -172,714 1,050,375
    ATX short Vienna Insurance 651.03 18.660 39.765 9/07/15 27.240 -17,734 25,888 8,154 958,530  1,205,355 -146,826 1,058,530
    BEL 20 Solvay 189.25 85.670 93.522 9/28/15 89.510 -16,940 17,699 759 959,289  1,188,416 -129,127 1,059,289
    Europe 50 long SAP 316.61 70.840   1/25/16 72.680 -23,011 22,429 -583 958,706  1,165,404 -106,698 1,058,706
    DJ Global Titans McDonald´s 208.36 110.022   3/21/16 110.161 -22,953 22,924 -29 958,677  1,142,451 -83,774 1,058,677
  Buy S&P 100 short Devon Energy 1,055.90 23.082   4/25/16 30.124 24,372        1,166,823 -108,146  
    ATX long Flughafen Wien 1,001.01 24.348   5/16/16 25.113 24,372        1,191,195 -132,518  
date