Tue, Aug 3rd, 2021, 23:53UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
 ⇓ 
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 75.74 61.593   5/07/12 48.084 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 75.74 48.084   2/13/12 61.593 -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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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  
Portfolio market l/s instrument bought pieces buy price 7/30/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short RusHydro 7/16/12 2299.06 2.130 2.070 2.192 4,897 5,039 142 142 4,897 5,039 111
  ISEQ 20 Bank of Ireland 5/21/12 1117.24 2.610 3.120 2.100 2,916 2,346 -570 -428 7,813 7,385 -68
    Smurfit Kappa   525.41 5.550 5.940 5.160 2,916 2,711 -205 -633 10,729 10,096 -32
  AEX ArcelorMittal 4/09/12 153.47 38.730 39.735 37.725 5,944 5,790 -154 -787 16,673 15,886 -8
  IBEX 35 Sacyr 2/13/12 1407.66 3.314 1.195 9.191 4,665 12,937 8,272 7,485 21,338 28,823 817
  Topix (TYO) long Subaru 6/11/12 713.19 6.048 6.032 4,313 4,302 -11 7,474 25,651 33,125 -2
  SSE 50 short China Unicom 6/04/12 9333.99 0.506 0.469 0.546 4,723 5,096 373 7,847 30,374 38,221 64
  HSI China Unicom 5/21/12 4906.2 1.189 1.201 1.176 5,832 5,770 -62 7,785 36,206 43,991 -5
  HSI-Fin HK Exchgs & Clrg 5/14/12 506.79 11.356 11.041 11.680 5,755 5,919 164 7,949 41,961 49,910 14
  BSE Sensex 30 long Hindustan Unilever 1/30/12 659.61 6.061 6.877 3,998 4,536 538 8,487 45,959 54,446 29
  STI ThaiBev 7/02/12 23605.09 0.212 0.221 5,009 5,221 212 8,700 50,968 59,668 72
  OMXH 25 short Outokumpu 4/09/12 511.53 11.620 6.530 20.678 5,944 10,577 4,633 13,333 56,912 70,245 554
  PSI 20 Banco Comercial 4/02/12 8566.66 0.659 0.439 0.988 5,642 8,465 2,823 16,156 62,554 78,710 247
  SMI long Swiss Re 6/18/12 101.35 46.620 50.953 4,725 5,164 439 16,595 67,279 83,874 116
  Topix (FRA) short Mazda Motor 3/19/12 738.85 6.460 4.970 8.397 4,773 6,204 1,431 18,026 72,052 90,078 105
  TecDAX SMA Solar 5/21/12 221.62 26.315 25.735 26.908 5,832 5,963 131 18,157 77,884 96,041 12
  HSI-Prop long China Ov Land & Inv 1/16/12 1363.4 1.541 1.884 2,101 2,568 467 18,624 79,985 98,609 45
    China Res Land   1486.8 1.413 1.559 2,101 2,318 217 18,842 82,086 100,928 20
  Nordic 30 short Nokia 5/07/12 2174.58 2.400 1.950 2.954 5,219 6,423 1,204 20,046 87,305 107,351 146
  FT 30 Man Group 5/14/12 55.73 103.259 105.075 101.443 5,755 5,653 -101 19,945 93,059 113,004 -8
  Nikkei (FRA) Nippon Sheet Glass   318.31 9.040 7.340 11.134 2,878 3,544 666 20,611 95,937 116,548 168
    Sharp   74.49 38.630 26.900 55.475 2,878 4,132 1,255 21,866 98,815 120,681 456
  Nikkei (TYO) Nippon Sheet Glass 7/16/12 641.9 7.629 7.345 7.923 4,897 5,086 189 22,055 103,712 125,767 168
  Athex LC Public Power 4/16/12 3704.52 1.550 1.150 2.089 5,742 7,739 1,997 24,052 109,454 133,506 182
  OBX 25 REC Silicon 5/14/12 1662.57 3.462 2.645 4.530 5,755 7,531 1,776 25,828 115,209 141,037 258
Portfolio market l/s instrument bought pieces buy price 7/30/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXS 30 long Electrolux 7/23/12 135.74 17.722 18.556 2,406 2,519 113 25,942 117,614 143,556 1,001
    Swedbank   174.45 13.789 14.168 2,405 2,472 66 26,008 120,019 146,027 312
  OMXC 20 Genmab 7/16/12 578.24 8.469 8.536 4,897 4,936 39 26,047 124,916 150,963 23
  TSX 60 short BlackBerry 4/16/12 568.2 10.106 5.648 18.082 5,742 10,274 4,532 30,579 130,658 161,238 656
  CAC Mid 60 Vallourec 5/14/12 4.16 1,382.400 1,353.800 1,411.604 5,751 5,872 121 30,701 136,409 167,110 10
  SDAX Klöckner 5/21/12 744.45 7.834 6.923 8.865 5,832 6,599 767 31,468 142,241 173,709 91
  Indices Athex Large Cap   2.88 2,028.100 2,171.200 1,885.000 5,841 5,429 -412 31,056 148,082 179,138 -32
  BEL 20 long Galapagos 6/25/12 417.55 12.250 14.390 5,115 6,009 894 31,950 153,197 185,147 436
  France short Solocal 4/23/12 3.74 1,476.830 1,024.330 2,129.223 5,523 7,963 2,440 34,389 158,721 193,110 291
  MIB UnipolSai 6/27/11 494.74 5.130 0.948 27.760 2,538 13,734 11,196 45,586 161,259 206,844 369
  ATX long Österreichische Post 6/25/12 197.57 25.890 25.885 5,115 5,114 -1 45,585 166,374 211,958 -0
  ASX 50 James Hardie Ind 1/30/12 693.7 5.763 7.174 3,998 4,977 979 46,563 170,372 216,935 55
  DJ Global Titans Apple 5/28/12 279.81 16.307 17.251 4,563 4,827 264 46,827 174,935 221,762 39
  S&P 100 Biogen 1/09/12 38.17 90.342 119.555 3,448 4,563 1,115 47,942 178,383 226,325 65
  HDAX Dürr 1/23/12 477.7 9.125 13.788 4,359 6,586 2,227 50,169 182,742 232,911 122
  DJTA Delta Air Lines 7/02/12 570.49 8.780 7.687 5,009 4,386 -623 49,546 187,751 237,297 -82
  SP Global 100 Apple 4/30/12 322.65 15.738 17.251 5,078 5,566 488 50,034 192,829 242,863 44
  Nasdaq 100 Regeneron 10/10/11 37.39 49.346 109.968 1,845 4,112 2,267 52,301 194,674 246,975 170
  Kospi 50 Amorepacific Group 7/23/12 183.86 26.166 26.597 4,811 4,890 79 52,380 199,485 251,865 135
  DAX Continental 7/16/12 68.55 71.440 74.470 4,897 5,105 208 52,588 204,382 256,970 195
  MDAX short Ströer Media 7/23/12 606.91 7.927 7.680 8.182 4,811 4,966 155 52,742 209,193 261,935 421
  FTSE long Ashtead 7/30/12 14.01 333.248   4,669 4,669     213,862 266,604  
  Europe 50 Roche 12/19/11 18.57 129.719 141.287 2,409 2,624 215 52,957 216,271 269,228 15
  BSE Sensex 50 Eicher Motors 10/24/11 786.66 2.335 2.885 1,837 2,270 433 53,390 218,108 271,498 32
  QIX Freenet 1/23/12 414.55 10.515 12.000 4,359 4,975 616 54,005 222,467 276,472 29
Portfolio market l/s instrument bought pieces buy price 7/30/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  DJIA Visa 12/19/11 127.48 18.897 26.553 2,409 3,385 976 54,981 224,876 279,857 74
  Euro 50 ASML 1/09/12 53.21 32.400 48.135 1,724 2,561 837 55,819 226,600 282,418 104
    AB InBev   36.3 47.495 66.280 1,724 2,406 682 56,501 228,324 284,824 82
  USA Alexion 11/28/11 44.8 50.936 84.901 2,282 3,804 1,522 58,022 230,606 288,628 114
  Germany short SolarWorld 5/14/12 24.33 236.550 181.800 307.788 5,755 7,488 1,733 59,755 236,361 296,116 248
  HSI-C&I Citic Pacific 5/21/12 4923.18 1.185 1.170 1.199 5,832 5,905 73 59,828 242,193 302,021 7
  MerVal YPF 4/23/12 411.37 13.433 14.358 12.509 5,526 5,146 -380 59,448 247,719 307,167 -23
  SLI Lonza   160.16 34.504 36.883 32.125 5,526 5,145 -381 59,067 253,245 312,312 -23
  GCX REC Silicon   1588.52 3.479 2.645 4.575 5,526 7,267 1,742 60,809 258,771 319,580 177
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/06/12 Sell MDAX short Ströer Media 606.91 7.080 8.875 7/23/12 7.927 -4,811 5,387 576 121,011  253,960 -32,949 221,011
    FT 30 Man Group 55.73 106.958 99.561 5/14/12 103.259 -5,755 5,549 -206 120,805  248,205 -27,400 220,805
  Buy MDAX long Dürr 349.41 13.838   10/29/12 14.790 4,835        253,040 -32,235  
    FT 30 Ferguson 1.58 3,068.570   6/24/13 3,452.810 4,848        257,889 -37,084  
8/13/12 Sell France short Solocal 3.74 1,038.280 2,100.620 4/23/12 1,476.830 -5,523 7,856 2,333 123,138  252,365 -29,227 223,138
    Nordic 30 Nokia 2,174.58 2.220 2.595 5/07/12 2.400 -5,219 5,642 423 123,561  247,146 -23,585 223,561
    Topix (FRA) Mazda Motor 738.85 4.800 8.694 3/19/12 6.460 -4,773 6,424 1,651 125,212  242,373 -17,161 225,212
  Buy France long Eurofins Scientific 502.27 10.355   4/22/13 15.325 5,201        247,574 -22,362  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX short ArcelorMittal 153.47 35.565 42.177 4/09/12 38.730 -5,944 6,473 529 143,524  240,931 2,593 243,524
    RTX RusHydro 2,299.06 2.010 2.257 7/16/12 2.130 -4,897 5,189 292 143,817  236,034 7,783 243,817
    OBX 25 REC Silicon 1,662.57 2.359 5.080 5/14/12 3.462 -5,755 8,445 2,690 146,507  230,279 16,228 246,507
    Athex LC Public Power 3,704.52 1.330 1.806 4/16/12 1.550 -5,742 6,692 950 147,457  224,537 22,920 247,457
    Topix (FRA) long Softbank 322.26 15.996   8/13/12 16.139 -5,201 5,155 -46 147,411  219,336 28,075 247,411
  Buy S&P 100 short HP 509.74 13.511   9/17/12 13.872 6,887        226,223 21,188  
    RTX long Magnit 284.35 24.220   9/17/12 27.650 6,887        233,110 14,301  
    OBX 25 Grieg Seafood 5,021.88 1.371   1/07/13 1.707 6,887        239,997 7,414  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 3,239.71 2.090   2/04/13 1.770 6,771        245,705 2,414  
    HSI-Fin long Bank of China (HK) 2,836.85 2.387   5/13/13 2.748 6,771        252,476 -4,357  
    HSI-C&I Galaxy Entertainment 2,785.27 2.431   4/08/13 3.018 6,771        259,247 -11,128  
    DJTA short Expeditors Wash 230.98 29.314   9/24/12 28.398 6,771        266,018 -17,899  
9/24/12 Sell CAC 40 long Credit Agricole 1,131.52 5.714   9/17/12 5.984 -6,771 6,466 -306 147,813  259,247 -11,433 247,813
    DJTA short Expeditors Wash 230.98 28.398 30.259 9/17/12 29.314 -6,771 6,989 218 148,032  252,476 -4,444 248,032
  Buy   long Avis Budget 490.29 12.419   7/20/15 38.916 6,089        258,565 -10,533  
10/01/12 Buy CAC Next 20 short Hermes International 28.08 211.450   12/10/12 235.500 5,938        264,503 -16,471  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,609  284,470 -20,861 263,609
    IBEX 35 long Grifols 568.06 13.025   8/20/12 11.240 -6,385 7,399 1,014 164,623  278,085 -13,462 264,623
    OMXH 25 short Outokumpu 957.19 6.200 6.752 10/22/12 6.470 -6,193 6,463 270 164,892  271,892 -6,999 264,892
  Buy MIB long Azimut 692.93 9.304   8/04/14 18.460 6,447        278,339 -13,446  
    OMXH 25 Konecranes 255.33 25.250   11/12/12 24.380 6,447        284,786 -19,893  
11/12/12 Sell BEL 20 short Bekaert 286.98 21.290 21.874 10/22/12 21.580 -6,193 6,277 84 164,977  278,593 -13,616 264,977
    OMXH 25 long Konecranes 255.33 24.380   11/05/12 25.250 -6,447 6,225 -222 164,755  272,145 -7,391 264,755
  Buy BEL 20 Galapagos 380.48 16.910   6/24/13 14.210 6,434        278,579 -13,825  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Julius Bär 245.44 27.324 24.917 11/19/12 26.121 -6,411 6,116 -295 164,595  284,445 -19,850 264,595
  Buy   long Richemont 102.09 59.929   10/14/13 74.199 6,118        290,563 -25,968  
12/24/12 Sell MerVal short Pampa Energía 42,900.55 0.147 0.143 10/29/12 0.145 -6,212 6,122 -90 164,505  284,351 -19,846 264,505
  Buy   long Gr Fin Galicia 8,769.72 0.697   5/27/13 0.697 6,116        290,467 -25,962  
12/31/12 Sell OMXH 25 short Outokumpu 1,002.18 7.400 5.440 11/12/12 6.420 -6,434 5,452 -982 163,523  284,033 -20,510 263,523
  Buy   long Orion 273.65 22.200   3/18/13 22.000 6,075        290,108 -26,585  
1/07/13 Sell OBX 25 long Grieg Seafood 5,021.88 1.707   9/03/12 1.371 -6,887 8,571 1,684 165,207  283,221 -18,014 265,207
    Nikkei (FRA) short Nippon Sheet Glass 318.31 9.100 8.980 5/14/12 9.040 -2,878 2,858 -19 165,188  280,344 -15,156 265,188
      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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short REC Silicon 4,145.98 1.547   2/25/13 1.312 6,413        293,849 -25,073  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,126.05 5.150   1/07/13 5.696 -6,414 5,799 -615 168,161  287,435 -19,274 268,161
    RTX short RusHydro 3,239.71 1.770 2.468 9/17/12 2.090 -6,771 7,995 1,224 169,385  280,664 -11,279 269,385
  Buy   long Magnit 186.15 34.660   3/11/13 34.010 6,452        287,116 -17,731  
2/11/13 Sell CAC 40 long Credit Agricole 826.20 7.414   1/28/13 7.762 -6,413 6,125 -288 169,098  280,703 -11,605 269,098
    Nikkei (FRA) short Screen 165.10 16.805 22.592 1/14/13 19.485 -3,217 3,730 513 169,611  277,486 -7,875 269,611
    GCX REC Silicon 1,588.52 1.027 11.783 4/23/12 3.479 -5,526 18,718 13,192 182,803  271,960 10,843 282,803
  Buy CAC 40 Orange 931.24 7.883   2/25/13 7.479 7,341        279,301 3,502  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/01/13 Sell Topix (FRA) long Mazda Motor 552.00 11.250   3/11/13 12.355 -6,820 6,210 -610 180,033  301,543 -21,511 280,033
  Buy   short Nidec 590.09 10.953   4/15/13 10.948 6,463        308,006 -27,974  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,785.27 3.018   9/17/12 2.431 -6,771 8,407 1,636 181,669  301,235 -19,566 281,669
4/15/13 Sell OBX 25 long Norwegian 2.35 2,803.560   2/25/13 2,924.050 -6,872 6,588 -283 181,385  294,364 -12,978 281,385
    Topix (FRA) short Nidec 590.09 10.948 10.957 4/01/13 10.953 -6,463 6,466 3 181,388  287,901 -6,512 281,388
  Buy OBX 25 Frontline 926.90 7.413   10/21/13 8.829 6,871        294,772 -13,383  
    Topix (FRA) long Mazda Motor 587.01 11.705   6/03/13 14.600 6,871        301,643 -20,254  
4/22/13 Sell France long Eurofins Scientific 502.27 15.325   8/13/12 10.355 -5,201 7,697 2,496 183,884  296,442 -12,557 283,884
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 China Northern Rare 3,122.91 2.286 2.254 4/29/13 2.270 -7,089 7,039 -50 185,480  288,400 -2,920 285,480
  Buy   long China Minsheng Bk 6,718.02 1.052   5/13/13 1.064 7,064        295,464 -9,984  
5/13/13 Sell   long China Minsheng Bk 6,718.02 1.064   5/06/13 1.052 -7,064 7,149 85 185,566  288,400 -2,834 285,566
    HSI-Fin Bank of China (HK) 2,836.85 2.748   9/17/12 2.387 -6,771 7,795 1,024 186,589  281,629 4,960 286,589
  Buy SSE 50 short China Northern Rare 3,077.83 2.368   11/04/13 2.137 7,288        288,917 -2,328  
    HSI-Fin Ping An 2,432.58 2.996   10/14/13 2.804 7,288        296,205 -9,616  
5/27/13 Sell MerVal long Gr Fin Galicia 8,769.72 0.697   12/24/12 0.697 -6,116 6,110 -6 186,583  290,089 -3,506 286,583
  Buy   short Pampa Energía 43,464.37 0.163   6/10/13 0.158 7,076        297,165 -10,582  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Telecom Argentina 2,187.02 3.268   6/10/13 3.788 -8,284 7,147 -1,137 206,427  304,926 1,501 306,427
    Indices OMXC 20 97.07 70.001   9/10/12 66.404 -6,446 6,795 349 206,776  298,480 8,296 306,776
  Buy ISEQ 20 short C&C Group 930.31 4.233   7/29/13 4.100 3,938        302,418 4,358  
      CRH 251.94 15.631   7/29/13 15.994 3,938        306,356 420  
    PSI 20 long Teixeira Duarte 14,585.19 0.540   6/24/13 0.570 7,876        314,232 -7,456  
    MerVal short Comercial del Plata 112,034.14 0.070   8/12/13 0.067 7,876        322,108 -15,332  
    Indices RTX 5.65 1,393.590   8/12/13 1,391.500 7,874        329,982 -23,206  
6/24/13 Sell Germany long ADLER Real Estate 5,462.71 2.050   9/10/12 1.180 -6,446 11,199 4,753 211,528  323,536 -12,007 311,528
    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  
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 4.750   7/01/13 4.650 9,327        350,487 -26,005  
7/01/13 Sell MDAX short Salzgitter 367.13 25.340 25.470 6/24/13 25.405 -9,327 9,351 24 224,506  341,160 -16,654 324,506
    OMXC 20 FLSmidth 266.24 34.376 35.701 6/24/13 35.032 -9,327 9,505 178 224,684  331,833 -7,149 324,684
    FT 30 Man Group 97.92 100.211 90.294 6/24/13 95.252 -9,327 8,842 -486 224,198  322,506 1,692 324,198
    BAX SFC Energy 1,963.58 4.650 4.852 6/24/13 4.750 -9,327 9,528 201 224,399  313,179 11,220 324,399
  Buy MDAX long Dürr 349.62 23.998   7/28/14 30.355 8,390        321,569 2,830  
    OMXC 20 Vestas Wind Systems 3,886.96 2.159   9/01/14 6.373 8,390        329,959 -5,560  
    FT 30 Lloyds Bank 112.06 74.871   9/09/13 90.907 8,390        338,349 -13,950  
    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  
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 14.300   8/05/13 15.150 4,365        322,372 4,679  
    Nordic 30 Pandora 303.95 28.719   4/28/14 46.257 8,729        331,101 -4,051  
8/05/13 Sell CAC 40 short ArcelorMittal 296.66 28.620 23.952 4/22/13 26.286 -7,798 7,106 -692 226,358  323,303 3,055 326,358
    ISEQ 20 long FBD Holdings 279.78 16.650   7/29/13 15.600 -4,365 4,658 294 226,652  318,939 7,713 326,652
      Smurfit Kappa 305.21 15.150   7/29/13 14.300 -4,365 4,624 259 226,911  314,574 12,337 326,911
    CAC Mid 60 short CGG 14.76 575.840 546.400 6/10/13 561.120 -8,282 8,065 -217 226,694  306,292 20,402 326,694
  Buy ISEQ 20 C&C Group 1,047.69 4.141   9/09/13 4.285 4,338        310,630 16,064  
      Flutter 71.12 61.000   9/09/13 61.200 4,338        314,969 11,725  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Impresa 13,917.65 0.680   9/16/13 0.670 9,464        313,118 18,531  
    FT 30 short Man Group 89.76 105.435   10/14/13 92.741 9,464        322,581 9,067  
    Nikkei (FRA) long Furukawa Co 282.85 16.730   9/30/13 17.160 4,732        327,314 4,335  
      Tokyo Electric Power 1,210.23 3.910   9/30/13 4.520 4,732        332,046 -397  
9/16/13 Sell HSI short China Shenhua HK 3,065.01 2.475 2.615 4/22/13 2.544 -7,798 8,015 217 231,866  324,248 7,618 331,866
    OMXH 25 Outokumpu 1,200.72 4.600 6.624 3/18/13 5.520 -6,628 7,954 1,326 233,192  317,620 15,572 333,192
    PSI 20 long Impresa 13,917.65 0.670   9/09/13 0.680 -9,464 9,325 -139 233,052  308,156 24,897 333,052
  Buy HSI Galaxy Entertainment 1,672.02 5.352   12/23/13 6.370 8,948        317,104 15,949  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC Next 20 EDF 434.47 23.760   10/28/13 25.570 10,323        357,679 22,463  
    Nikkei (TYO) short Nikon 816.02 12.650   10/14/13 13.191 10,323        368,002 12,140  
10/14/13 Sell SDAX long ADLER Real Estate 3,703.05 3.079   9/30/13 2.950 -10,924 11,402 478 280,620  357,078 23,542 380,620
    HSI-Fin short Ping An 2,432.58 2.804 3.201 5/13/13 2.996 -7,288 7,787 499 281,119  349,790 31,329 381,119
    ISEQ 20 long Bank of Ireland 668.36 6.960   9/09/13 7.080 -4,732 4,652 -80 281,039  345,058 35,981 381,039
      Smurfit Kappa 296.68 17.020   9/09/13 15.950 -4,732 5,049 317 281,356  340,326 41,030 381,356
    FT 30 short Man Group 89.76 92.741 119.865 9/09/13 105.435 -9,464 10,759 1,295 282,651  330,862 51,789 382,651
    SMI long Richemont 102.09 74.199   12/17/12 59.929 -6,118 7,575 1,457 284,108  324,744 59,364 384,108
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 Bank of Ireland 685.74 7.680   11/25/13 8.040 5,266        351,023 32,520  
      Smurfit Kappa 306.01 17.210   11/25/13 17.550 5,266        356,289 27,254  
    OMXH 25 Nokia 2,123.59 4.960   11/11/13 5.770 10,533        366,822 16,721  
    CAC Next 20 short STMicroelectronics 1,883.25 5.593   11/11/13 5.653 10,533        377,355 6,188  
11/04/13 Sell SSE 50 short China Northern Rare 3,077.83 2.137 2.623 5/13/13 2.368 -7,288 8,074 786 284,330  370,067 14,262 384,330
    Nikkei (FRA) Nikon 417.58 13.433 12.727 9/30/13 13.080 -5,462 5,315 -147 284,182  364,605 19,577 384,182
    Nikkei (TYO) long Tokyo Electric Power 2,900.47 3.961   10/14/13 3.904 -11,322 11,489 167 284,349  353,283 31,066 384,349
  Buy SSE 50 Shanghai Oriental 2,361.57 4.398   12/23/13 4.388 10,385        363,668 20,681  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Softbank 361.37 31.950   11/18/13 28.644 -10,351 11,546 1,195 287,322  367,662 19,660 387,322
    GCX SunPower 1,039.40 21.795   2/11/13 7.063 -7,341 22,653 15,312 302,635  360,321 42,313 402,635
  Buy ISEQ 20 short Flutter 99.19 56.070   12/02/13 56.450 5,562        365,883 36,752  
      Ryanair Holdings 953.62 5.832   12/02/13 6.109 5,562        371,445 31,190  
    Topix (FRA) Komatsu 711.05 15.643   6/09/14 16.815 11,123        382,568 20,067  
    GCX Aurubis 262.49 42.375   1/06/14 43.845 11,123        393,691 8,944  
12/02/13 Sell ISEQ 20 short Flutter 99.19 56.450 55.690 11/25/13 56.070 -5,562 5,524 -38 302,597  388,129 14,468 402,597
      Ryanair Holdings 953.62 6.109 5.555 11/25/13 5.832 -5,562 5,297 -264 302,333  382,567 19,765 402,333
    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  
12/09/13 Sell   long Nokia 1,876.97 5.850   12/02/13 5.909 -11,091 10,980 -111 302,233  372,124 30,109 402,233
    PSI 20 Teixeira Duarte 13,928.79 0.920   9/23/13 0.660 -9,193 12,814 3,621 305,855  362,931 42,924 405,855
    CAC Next 20 EDF 394.63 26.640   11/11/13 25.880 -10,213 10,513 300 306,155  352,718 53,437 406,155
  Buy OMXH 25 short Metso Outotec 1,715.54 6.697   5/12/14 8.620 11,489        364,207 41,948  
    CAC Next 20 STMicroelectronics 2,108.07 5.450   1/13/14 5.763 11,489        375,696 30,459  
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  366,232 42,825 409,057
    OBX 25 REC Silicon 3,032.53 2.538   10/21/13 3.544 -10,747 7,695 -3,052 306,005  355,485 50,521 406,005
    Nikkei (FRA) Softbank 181.87 30.884   11/04/13 28.550 -5,192 5,617 424 306,430  350,292 56,137 406,430
      Tokyo Electric Power 1,309.91 3.730   11/04/13 3.964 -5,192 4,886 -307 306,123  345,100 61,023 406,123
    DJ Global Titans Bank of America 862.35 11.075   10/29/12 7.204 -6,212 9,550 3,338 309,462  338,888 70,574 409,462
  Buy IBEX 35 short Acciona 301.81 39.760   1/20/14 48.255 12,000        350,888 58,574  
    OBX 25 TGS-NOPEC 707.04 16.972   12/23/13 17.469 12,000        362,888 46,574  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Nitto Denko 207.03 28.981   12/30/13 30.258 6,000        368,888 40,574  
      Pacific Metals 241.35 24.860   12/30/13 26.180 6,000        374,888 34,574  
    CAC Mid 60 Adocia 2,101.58 5.710   12/23/13 5.660 12,000        386,888 22,574  
    DJ Global Titans IBM 92.85 129.242   12/23/13 133.044 12,000        398,888 10,574  
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  388,503 20,937 409,440
    HSI Galaxy Entertainment 1,672.02 6.370   9/16/13 5.352 -8,948 10,651 1,703 311,142  379,555 31,587 411,142
    OBX 25 short TGS-NOPEC 707.04 17.469 16.475 12/16/13 16.972 -12,000 11,649 -351 310,791  367,555 43,236 410,791
    CAC Mid 60 Adocia 2,101.58 5.660 5.760 12/16/13 5.710 -12,000 12,106 106 310,897  355,555 55,342 410,897
    DJ Global Titans IBM 92.85 133.044 125.440 12/16/13 129.242 -12,000 11,647 -353 310,544  343,555 66,989 410,544
  Buy SSE 50 Poly Developments 18,632.75 0.641   6/02/14 0.591 11,938        355,493 55,051  
    PSI 20 long Impresa 10,952.29 1.090   5/12/14 1.759 11,938        367,431 43,113  
    OBX 25 DNO International 4,107.49 2.906   2/17/14 2.830 11,938        379,369 31,175  
    FT 30 Int Cons Airlines 25.32 471.516   1/27/14 485.635 11,939        391,308 19,236  
    DJ Global Titans Alphabet A 29.24 408.320   10/27/14 433.045 11,939        403,247 7,297  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 207.03 30.258 27.704 12/16/13 28.981 -6,000 5,736 -264 310,280  397,247 13,033 410,280
      Pacific Metals 241.35 26.180 23.540 12/16/13 24.860 -6,000 5,681 -319 309,961  391,247 18,714 409,961
  Buy   long MinebeaMitsumi 1,016.12 5.273   2/10/14 6.030 5,358        396,605 13,356  
      Softbank 169.42 31.625   2/10/14 27.751 5,358        401,963 7,998  
1/06/14 Sell HSI-Fin long AIA 3,087.28 3.604   10/14/13 3.667 -11,322 11,128 -194 309,767  390,641 19,126 409,767
    GCX short Aurubis 262.49 43.845 40.905 11/25/13 42.375 -11,123 10,737 -386 309,381  379,518 29,863 409,381
  Buy HSI-Fin ICBC 23,403.67 0.469   6/02/14 0.478 10,981        390,499 18,882  
    SLI long Vifor Pharma 148.35 74.020   1/27/14 69.103 10,981        401,480 7,901  
    GCX Vestas Wind Systems 2,200.91 4.989   2/03/14 4.789 10,981        412,461 -3,080  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,108.07 5.763 5.137 12/09/13 5.450 -11,489 10,829 -660 308,721  400,972 7,749 408,721
  Buy   long Natixis 2,199.20 4.734   6/23/14 4.867 10,411        411,383 -2,662  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/20/14 Sell IBEX 35 short Acciona 301.81 48.255 31.265 12/16/13 39.760 -12,000 9,436 -2,564 306,157  399,383 6,774 406,157
  Buy   long Siemens Gamesa 1,221.08 8.454   1/27/14 7.622 10,323        409,706 -3,549  
    NZX 50 short Chorus 11,019.43 0.937   6/02/14 1.063 10,323        420,029 -13,872  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,221.08 7.622   1/20/14 8.454 -10,323 9,307 -1,016 305,141  409,706 -4,565 405,141
    Athex LC Aegean Airlines 2,600.95 7.210   9/30/13 4.200 -10,924 18,753 7,829 312,970  398,782 14,188 412,970
    FT 30 Int Cons Airlines 25.32 485.635   12/23/13 471.516 -11,939 12,296 357 313,328  386,843 26,485 413,328
    SLI Vifor Pharma 148.35 69.103   1/06/14 74.020 -10,981 10,251 -729 312,598  375,862 36,736 412,598
  Buy IBEX 35 short Repsol 640.97 17.525   2/17/14 17.625 11,233        387,095 25,503  
    Athex LC Eurobank Ergasias 229.24 49.000   5/09/16 0.875 11,233        398,328 14,270  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,111.29 7.265   9/30/13 5.174 -10,924 15,338 4,414 317,012  387,404 29,608 417,012
    GCX Vestas Wind Systems 2,200.91 4.789   1/06/14 4.989 -10,981 10,541 -440 316,571  376,423 40,149 416,571
  Buy FT 30 Int Cons Airlines 22.85 499.638   2/10/14 509.014 11,417        387,840 28,732  
    GCX short Aurubis 281.21 40.600   3/03/14 38.880 11,417        399,257 17,315  
2/10/14 Sell HSI-Prop long CK Hutchison 436.68 10.645   11/18/13 11.852 -5,176 4,649 -527 316,045  394,081 21,963 416,045
      China Ov Land & Inv 2,230.15 1.876   11/18/13 2.321 -5,176 4,184 -992 315,053  388,906 26,147 415,053
    MerVal Telecom Argentina 2,147.84 2.998   8/12/13 4.215 -9,054 6,440 -2,614 312,439  379,852 32,587 412,439
    FT 30 Int Cons Airlines 22.85 509.014   2/03/14 499.638 -11,417 11,631 214 312,653  368,435 44,218 412,653
    Nikkei (FRA) MinebeaMitsumi 1,016.12 6.030   12/30/13 5.273 -5,358 6,127 769 313,422  363,077 50,345 413,422
      Softbank 169.42 27.751   12/30/13 31.625 -5,358 4,701 -656 312,766  357,719 55,047 412,766
  Buy HSI-Prop short New World Dev 1,656.98 3.529   7/28/14 3.549 5,847        363,567 49,199  
      The Wharf 3,160.30 1.850   7/28/14 2.205 5,848        369,414 43,352  
    Nikkei (FRA) Hitachi Zosen 1,371.69 4.263   6/30/14 3.700 5,848        375,262 37,504  
      Nitto Denko 186.84 31.297   6/30/14 33.890 5,848        381,109 31,657  
2/17/14 Sell IBEX 35 short Repsol 640.97 17.625 17.425 1/27/14 17.525 -11,233 11,169 -64 312,702  369,876 42,825 412,702
    OBX 25 long DNO International 4,107.49 2.830   12/23/13 2.906 -11,938 11,625 -313 312,389  357,938 54,450 412,389
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 Siemens Gamesa 1,397.44 8.351   3/10/14 8.580 11,670        369,608 42,780  
    OBX 25 short Petroleum Geo-Srvcs 1,534.52 7.605   6/02/14 7.980 11,670        381,278 31,110  
2/24/14 Buy MerVal long Edenor 35,252.78 0.315   12/15/14 0.569 11,087        392,365 20,023  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,061.42 6.187   11/18/13 5.021 -10,351 12,753 2,402 314,791  382,014 32,776 414,791
    GCX short Aurubis 281.21 38.880 42.396 2/03/14 40.600 -11,417 11,922 505 315,296  370,597 44,699 415,296
  Buy Nikkei (TYO) Hitachi Zosen 2,929.08 3.926   3/31/14 3.419 11,499        382,096 33,200  
    GCX long Vestas Wind Systems 2,298.15 5.004   4/14/14 5.847 11,499        393,595 21,701  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,397.44 8.580   2/17/14 8.351 -11,670 11,990 320 315,616  381,925 33,691 415,616
  Buy   short Inditex 535.62 20.970   6/09/14 21.750 11,232        393,157 22,459  
3/31/14 Sell SDAX long ADLER Real Estate 3,594.31 5.100   10/21/13 2.990 -10,747 18,331 7,584 323,200  382,410 40,790 423,200
    Nikkei (TYO) short Hitachi Zosen 2,929.08 3.419 4.508 3/03/14 3.926 -11,499 13,205 1,706 324,906  370,911 53,995 424,906
  Buy SDAX Koenig & Bauer 973.33 12.300   5/05/14 11.730 11,972        382,883 42,023  
    Nikkei (TYO) long MinebeaMitsumi 1,858.11 6.443   4/07/14 6.630 11,972        394,855 30,051  
4/07/14 Sell   long MinebeaMitsumi 1,858.11 6.630   3/31/14 6.443 -11,972 12,319 347 325,253  382,883 42,370 425,253
  Buy   short Hitachi Zosen 3,385.95 3.453   7/28/14 3.842 11,690        394,573 30,680  
4/14/14 Sell ISEQ 20 long Bank of Ireland 664.93 8.250   12/02/13 8.340 -5,546 5,486 -60 325,193  389,027 36,165 425,193
      Smurfit Kappa 321.66 17.010   12/02/13 17.240 -5,545 5,471 -74 325,119  383,482 41,637 425,119
    BAX Morphosys 190.06 58.270   7/01/13 44.145 -8,390 11,075 2,685 327,803  375,092 52,712 427,803
    GEX Manz 171.61 65.730   9/23/13 53.570 -9,193 11,280 2,087 329,890  365,899 63,992 429,890
    GCX Vestas Wind Systems 2,298.15 5.847   3/03/14 5.004 -11,499 13,436 1,937 331,828  354,400 77,428 431,828
  Buy ISEQ 20 short C&C Group 1,420.87 4.480   1/19/15 3.322 6,366        360,765 71,062  
      Flutter 118.78 53.590   1/19/15 66.350 6,365        367,131 64,697  
    BAX Adva 3,974.71 3.203   4/21/14 3.210 12,731        379,862 51,966  
    GEX 4SC 444.18 28.662   1/26/15 18.284 12,731        392,593 39,235  
    GCX EJR 247.27 51.487   4/28/14 51.524 12,731        405,324 26,504  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/21/14 Sell BAX short Adva 3,974.71 3.210 3.196 4/14/14 3.203 -12,731 12,703 -28 331,800  392,593 39,207 431,800
  Buy   long Sixt 407.02 28.930   5/05/14 28.890 11,775        404,368 27,432  
4/28/14 Sell Nordic 30 long Pandora 303.95 46.257   7/29/13 28.719 -8,729 14,060 5,331 337,130  395,639 41,492 437,130
    GCX short EJR 247.27 51.524 51.450 4/14/14 51.487 -12,731 12,722 -9 337,121  382,907 54,214 437,121
  Buy Germany SolarWorld 397.89 30.870   6/09/14 16.900 12,283        395,190 41,931  
    Nordic 30 Carlsberg A 166.41 73.812   5/05/14 74.896 12,283        407,473 29,648  
    GCX long Vestas Wind Systems 1,993.28 6.162   5/19/14 7.076 12,283        419,756 17,365  
5/05/14 Sell SDAX short Koenig & Bauer 973.33 11.730 12.898 3/31/14 12.300 -11,972 12,554 582 337,703  407,784 29,918 437,703
    Nordic 30 Carlsberg A 166.41 74.896 72.728 4/28/14 73.812 -12,283 12,103 -180 337,523  395,501 42,021 437,523
    BAX long Sixt 407.02 28.890   4/21/14 28.930 -11,775 11,759 -16 337,506  383,726 53,780 437,506
  Buy SDAX ADLER Real Estate 2,449.05 5.015   5/19/14 5.000 12,282        396,008 41,498  
    Nordic 30 Pandora 252.05 48.729   9/15/14 59.766 12,282        408,290 29,216  
    BAX short Adva 3,838.13 3.200   6/09/14 3.196 12,282        420,572 16,934  
5/12/14 Sell OMXH 25 short Metso Outotec 1,715.54 8.620 4.774 12/09/13 6.697 -11,489 8,190 -3,299 334,207  409,084 25,124 434,207
    PSI 20 long Impresa 10,952.29 1.759   12/23/13 1.090 -11,938 19,265 7,327 341,534  397,146 44,389 441,534
  Buy OMXH 25 Outokumpu 1,818.56 6.680   5/19/14 6.250 12,148        409,293 32,241  
5/19/14 Sell SDAX long ADLER Real Estate 2,449.05 5.000   5/05/14 5.015 -12,282 12,245 -37 341,498  397,012 44,486 441,498
    OMXH 25 Outokumpu 1,818.56 6.250   5/12/14 6.680 -12,148 11,366 -782 340,716  384,864 55,852 440,716
    GCX Vestas Wind Systems 1,993.28 7.076   4/28/14 6.162 -12,283 14,105 1,822 342,538  372,581 69,957 442,538
  Buy HSI Citic Pacific 9,890.38 1.295   11/10/14 1.393 12,812        385,393 57,145  
    SDAX short WCM 7,893.54 1.623   5/26/14 1.623 12,812        398,205 44,333  
    OMXH 25 YIT 1,731.35 7.400   1/26/15 5.508 12,812        411,017 31,521  
    GCX Energy Recovery 3,801.22 3.371   3/02/15 3.076 12,812        423,829 18,709  
5/26/14 Sell SDAX short WCM 7,893.54 1.623 1.623 5/19/14 1.623 -12,812 12,812 0 342,538  411,017 31,521  
  Buy   long ADLER Real Estate 2,154.73 5.500   6/09/14 6.050 11,851        422,868 19,670  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Tencent 1,165.32 10.170   10/06/14 12.196 11,851        434,719 7,819  
6/02/14 Sell SSE 50 short Poly Developments 18,632.75 0.591 0.695 12/23/13 0.641 -11,938 12,944 1,006 343,544  422,781 20,763 443,544
    HSI-Fin ICBC 23,403.67 0.478 0.460 1/06/14 0.469 -10,981 10,775 -206 343,338  411,800 31,538 443,338
    OBX 25 Petroleum Geo-Srvcs 1,534.52 7.980 7.230 2/17/14 7.605 -11,670 11,095 -575 342,763  400,129 42,634 442,763
    NZX 50 Chorus 11,019.43 1.063 0.811 1/20/14 0.937 -10,323 8,932 -1,391 341,372  389,806 51,566 441,372
  Buy SSE 50 long Sinolink Secs 10,715.65 1.150   6/23/14 1.117 12,323        402,129 39,243  
    HSI-Fin HK Exchgs & Clrg 900.45 13.685   9/29/14 17.213 12,323        414,453 26,920  
    OBX 25 Grieg Seafood 3,652.99 3.373   6/30/14 3.430 12,323        426,776 14,597  
    FT 30 National Grid 11.17 1,103.450   6/09/14 1,037.210 12,326        439,101 2,271  
    NZX 50 Tourism 17,697.83 0.696   7/21/14 0.758 12,323        451,424 -10,052  
6/09/14 Sell Germany short SolarWorld 397.89 16.900 56.388 4/28/14 30.870 -12,283 22,436 10,153 351,526  439,141 12,385 451,526
    SDAX long ADLER Real Estate 2,154.73 6.050   5/26/14 5.500 -11,851 13,036 1,185 352,711  427,290 25,421 452,711
    IBEX 35 short Inditex 535.62 21.750 20.190 3/10/14 20.970 -11,232 10,814 -418 352,293  416,058 36,235 452,293
    FT 30 long National Grid 11.17 1,037.210   6/02/14 1,103.450 -12,326 11,586 -740 351,553  403,733 47,821 451,553
    Topix (FRA) short Komatsu 711.05 16.815 14.471 11/25/13 15.643 -11,123 10,290 -833 350,720  392,610 58,110 450,720
    BAX Adva 3,838.13 3.196 3.204 5/05/14 3.200 -12,282 12,297 15 350,735  380,328 70,408 450,735
  Buy Germany long RIB Software 930.57 14.000   7/28/14 10.655 13,028        393,356 57,380  
    SDAX short WCM 8,145.81 1.599   12/29/14 1.381 13,028        406,384 44,352  
    FT 30 Tesco 28.29 460.539   11/17/14 306.530 13,029        419,412 31,323  
    Topix (FRA) long Fujitsu 260.40 50.030   9/15/14 48.100 13,028        432,440 18,295  
    BAX Cancom 659.98 19.740   6/16/14 18.403 13,028        445,468 5,267  
6/16/14 Sell   long Cancom 659.98 18.403   6/09/14 19.740 -13,028 12,145 -883 349,852  432,440 17,412 449,852
  Buy IBEX 35 short ArcelorMittal 356.24 32.790   3/02/15 28.860 11,681        444,121 5,731  
    BAX Adva 3,724.81 3.136   6/23/14 3.096 11,681        455,802 -5,950  
6/23/14 Sell SSE 50 long Sinolink Secs 10,715.65 1.117   6/02/14 1.150 -12,323 11,969 -354 349,499  443,479 6,020 449,499
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Natixis 2,199.20 4.867   1/13/14 4.734 -10,411 10,704 293 349,791  433,068 16,723 449,791
    BAX short Adva 3,724.81 3.096 3.177 6/16/14 3.136 -11,681 11,832 151 349,942  421,387 28,555 449,942
  Buy SSE 50 Kangmei Pharma 13,877.03 0.862   7/07/14 0.868 11,962        433,349 16,593  
    CAC Next 20 Arkema 169.30 70.655   1/26/15 62.720 11,962        445,311 4,631  
    CAC Mid 60 CGG 34.84 343.360   1/19/15 153.600 11,963        457,274 -7,332  
    BAX long Wacker Neuson 721.91 16.570   7/14/14 17.170 11,962        469,236 -19,294  
6/30/14 Sell OBX 25 long Grieg Seafood 3,652.99 3.430   6/02/14 3.373 -12,323 12,529 206 350,149  456,913 -6,764 450,149
    Nikkei (FRA) short Hitachi Zosen 1,371.69 3.700 4.912 2/10/14 4.263 -5,848 6,737 890 351,038  451,065 -27 451,038
      Nitto Denko 186.84 33.890 28.704 2/10/14 31.297 -5,848 5,363 -484 350,554  445,218 5,336 450,554
  Buy OBX 25 Norwegian 4.75 2,398.530   7/07/14 2,546.850 11,393        456,611 -6,057  
    Nikkei (FRA) long Fujitsu 103.63 54.990   8/17/15 44.550 5,699        462,309 -11,755  
      MinebeaMitsumi 692.91 8.224   8/17/15 12.573 5,698        468,008 -17,454  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,877.03 0.868 0.856 6/23/14 0.862 -11,962 11,873 -89 350,465  456,046 -5,581 450,465
    OBX 25 Norwegian 4.75 2,546.850 2,250.210 6/30/14 2,398.530 -11,393 10,689 -705 349,761  444,653 5,108 449,761
  Buy SSE 50 long AVIC Aviation Engine 3,821.03 2.976   8/03/15 7.097 11,371        456,024 -6,263  
    OBX 25 SalMar 843.56 13.480   7/28/14 14.639 11,371        467,395 -17,634  
7/14/14 Sell BAX long Wacker Neuson 721.91 17.170   6/23/14 16.570 -11,962 12,395 433 350,194  455,433 -5,239 450,194
7/21/14 Sell NZX 50 long Tourism 17,697.83 0.758   6/02/14 0.696 -12,323 13,413 1,090 351,284  443,110 8,174 451,284
  Buy France short CGG 42.97 267.296   12/29/14 160.352 11,486        454,596 -3,312  
    NZX 50 a2 Milk 29,315.98 0.392   7/28/14 0.401 11,486        466,082 -14,798  
7/28/14 Sell Germany long RIB Software 930.57 10.655   6/09/14 14.000 -13,028 9,915 -3,113 348,171  453,054 -4,882 448,171
    MDAX Dürr 349.62 30.355   7/01/13 23.998 -8,390 10,613 2,223 350,394  444,664 5,730 450,394
    HSI-Prop short New World Dev 1,656.98 3.549 3.509 2/10/14 3.529 -5,847 5,815 -33 350,361  438,816 11,545 450,361
      The Wharf 3,160.30 2.205 1.496 2/10/14 1.850 -5,848 4,728 -1,119 349,242  432,969 16,273 449,242
    OBX 25 long SalMar 843.56 14.639   7/07/14 13.480 -11,371 12,349 978 350,220  421,598 28,622 450,220
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 a2 Milk 29,315.98 0.401 0.383 7/21/14 0.392 -11,486 11,225 -261 349,959  410,112 39,847 449,959
    Nikkei (TYO) Hitachi Zosen 3,385.95 3.842 3.063 4/07/14 3.453 -11,690 10,371 -1,319 348,640  398,422 50,218 448,640
  Buy Germany SolarWorld 831.40 15.000   1/12/15 12.350 12,471        410,893 37,747  
    MDAX Südzucker 898.16 13.885   2/02/15 11.245 12,471        423,364 25,276  
    HSI-Prop long CK Hutchison 454.15 13.730   8/24/15 10.950 6,235        429,599 19,041  
      Sino Land 4,980.43 1.252   8/24/15 1.200 6,236        435,834 12,805  
    OBX 25 short Petroleum Geo-Srvcs 1,932.59 6.453   8/11/14 6.127 12,471        448,305 334  
    NZX 50 long Tourism 16,759.84 0.744   2/22/16 1.542 12,471        460,776 -12,137  
    BAX Nemetschek 1,962.64 6.354   8/04/14 6.125 12,471        473,247 -24,608  
    Nikkei (TYO) MinebeaMitsumi 1,364.76 9.138   10/20/14 9.651 12,471        485,719 -37,079  
8/04/14 Sell HDAX long Dürr 477.70 28.230   1/23/12 9.125 -4,359 13,485 9,126 357,766  481,360 -23,594 457,766
    MIB Azimut 692.93 18.460   11/05/12 9.304 -6,447 12,791 6,344 364,110  474,912 -10,802 464,110
    BAX Nemetschek 1,962.64 6.125   7/28/14 6.354 -12,471 12,021 -450 363,661  462,441 1,219 463,661
    Indices Merval 18.06 750.468   8/12/13 501.316 -9,054 13,553 4,500 368,160  453,388 14,773 468,160
  Buy HDAX short Südzucker 927.27 13.020   1/12/15 11.160 12,073        465,461 2,700  
    Indices PSI 20 2.06 5,854.360   8/18/14 5,654.350 12,060        477,521 -9,360  
8/11/14 Sell ATX long Wienerberger 822.58 11.525   10/21/13 13.065 -10,747 9,480 -1,267 366,894  466,774 120 466,894
    DAX Continental 68.55 159.700   7/16/12 71.440 -4,897 10,947 6,050 372,944  461,877 11,067 472,944
    OBX 25 short Petroleum Geo-Srvcs 1,932.59 6.127 6.796 7/28/14 6.453 -12,471 13,134 663 373,607  449,406 24,201 473,607
  Buy ATX Raiffeisen Bank Int 658.12 18.910   2/16/15 13.795 12,445        461,851 11,756  
    DAX Adidas 216.62 57.450   8/18/14 60.070 12,445        474,295 -688  
    OBX 25 long SalMar 944.76 13.173   8/18/14 12.880 12,445        486,740 -13,133  
8/18/14 Sell DAX short Adidas 216.62 60.070 54.830 8/11/14 57.450 -12,445 11,877 -568 373,039  474,296 -1,256 473,039
    OBX 25 long SalMar 944.76 12.880   8/11/14 13.173 -12,445 12,168 -277 372,763  461,851 10,912 472,763
    Indices short PSI 20 2.06 5,654.350 6,061.440 8/04/14 5,854.360 -12,060 12,487 427 373,189  449,791 23,399 473,189
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX long Vonovia 543.76 22.830   10/06/14 22.420 12,414        462,205 10,985  
    OBX 25 short Petroleum Geo-Srvcs 2,035.18 6.100   2/16/15 5.700 12,414        474,619 -1,429  
    Indices long Merval 15.83 784.124   10/06/14 1,022.100 12,413        487,031 -13,842  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,886.96 6.373   7/01/13 2.159 -8,390 24,771 16,381 389,570  478,641 10,929 489,570
  Buy   short Demant 1,063.70 11.763   9/08/14 11.966 12,512        491,153 -1,583  
9/08/14 Sell   short Demant 1,063.70 11.966 11.559 9/01/14 11.763 -12,512 12,295 -217 389,354  478,641 10,712 489,354
  Buy   long Pandora 217.58 57.454   9/29/14 61.631 12,501        491,142 -1,789  
9/15/14 Sell Nordic 30 long Pandora 252.05 59.766   5/05/14 48.729 -12,282 15,064 2,782 392,135  478,860 13,275 492,135
    Topix (FRA) Fujitsu 260.40 48.100   6/09/14 50.030 -13,028 12,525 -503 391,633  465,832 25,801 491,633
  Buy Nordic 30 short Volvo 1,471.36 8.791   11/10/14 9.334 12,935        478,767 12,866  
    Topix (FRA) Aeon 1,647.56 7.851   1/05/15 8.291 12,935        491,702 -69  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 900.45 17.213   6/02/14 13.685 -12,323 15,499 3,176 394,809  479,379 15,430 494,809
    TSX 60 Bausch Health 142.09 102.197   9/30/13 76.879 -10,924 14,521 3,597 398,406  468,455 29,951 498,406
    OMXC 20 Pandora 217.58 61.631   9/08/14 57.454 -12,501 13,410 909 399,315  455,955 43,360 499,315
  Buy HSI-Fin short ICBC 27,240.96 0.498   11/03/14 0.526 13,566        469,521 29,794  
    TSX 60 Yamana Gold 2,828.25 4.797   3/23/15 3.713 13,566        483,087 16,228  
10/06/14 Sell DAX long Vonovia 543.76 22.420   8/18/14 22.830 -12,414 12,191 -223 399,092  470,673 28,419 499,092
    HSI-C&I Tencent 1,165.32 12.196   5/26/14 10.170 -11,851 14,212 2,362 401,453  458,822 42,632 501,453
    Indices Merval 15.83 1,022.100   8/18/14 784.124 -12,413 16,180 3,767 405,221  446,409 58,812 505,221
  Buy DAX short Deutsche Lufthansa 1,167.22 12.080   11/17/14 13.145 14,100        460,509 44,712  
    HSI-C&I Galaxy Entertainment 2,862.13 4.926   4/13/15 4.822 14,100        474,609 30,612  
    PSI 20 Pharol 8,650.31 1.630   2/23/15 0.697 14,100        488,709 16,512  
    Indices PSI 20 2.55 5,537.710   2/23/15 5,494.440 14,121        502,830 2,391  
10/13/14 Sell S&P 100 long Gilead Sciences 270.16 79.611   9/17/12 25.063 -6,771 21,508 14,737 419,957  496,059 23,898 519,957
    BEL 20 KBC 255.44 40.740   7/15/13 31.350 -8,008 10,407 2,399 422,356  488,051 34,305 522,356
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Nokia 1,285.94 6.407   7/08/13 3.186 -4,096 8,238 4,142 426,498  483,955 42,543 526,498
      Kinnevik 187.33 22.475   7/08/13 21.868 -4,096 4,210 114 426,612  479,858 46,753 526,612
  Buy S&P 100 short General Motors 613.10 23.379   10/27/14 23.689 14,334        494,192 32,420  
    BEL 20 Galapagos 1,289.61 11.115   11/17/14 12.800 14,334        508,526 18,086  
    OMXS 30 Lundin 641.54 11.172   11/03/14 11.400 7,167        515,693 10,919  
      MTG 309.92 23.125   11/03/14 24.302 7,167        522,860 3,752  
10/20/14 Sell Kospi 50 long Amorepacific Group 183.86 87.497   7/23/12 26.166 -4,811 16,087 11,276 437,888  518,049 19,839 537,888
    Europe 50 Roche 18.57 222.572   12/19/11 129.719 -2,409 4,133 1,724 439,612  515,640 23,972 539,612
    Nikkei (TYO) MinebeaMitsumi 1,364.76 9.651   7/28/14 9.138 -12,471 13,171 700 440,312  503,169 37,143 540,312
    SP Global 100 Apple 322.65 19.487   4/30/12 15.738 -5,078 6,288 1,210 441,522  498,091 43,431 541,522
  Buy Kospi 50 short Hyundai Heavy 174.96 83.577   12/08/14 94.176 14,623        512,714 28,808  
    Europe 50 Deutsche Bank 678.72 21.545   11/10/14 21.563 14,623        527,337 14,185  
    Nikkei (TYO) Toyo Seikan 1,780.80 8.212   10/27/14 8.725 14,623        541,960 -438  
    SP Global 100 Deutsche Bank 678.72 21.545   11/03/14 22.134 14,623        556,583 -15,061  
10/27/14 Sell S&P 100 short General Motors 613.10 23.689 23.070 10/13/14 23.379 -14,334 14,144 -190 441,332  542,249 -917 541,332
    Nikkei (TYO) Toyo Seikan 1,780.80 8.725 7.698 10/20/14 8.212 -14,623 13,708 -915 440,417  527,626 12,791 540,417
    DJ Global Titans long Alphabet A 29.24 433.045   12/23/13 408.320 -11,939 12,662 723 441,140  515,687 25,454 541,140
  Buy S&P 100 Gilead Sciences 159.74 88.668   6/08/15 100.700 14,164        529,851 11,290  
    Nikkei (TYO) MinebeaMitsumi 1,351.86 10.477   8/24/15 10.589 14,164        544,015 -2,874  
    DJ Global Titans short Samsung Electronics 864.36 16.387   11/10/14 18.745 14,164        558,179 -17,038  
11/03/14 Sell HSI-Fin short ICBC 27,240.96 0.526 0.470 9/29/14 0.498 -13,566 12,814 -752 440,389  544,613 -4,224 540,389
    OMXS 30 Lundin 641.54 11.400 10.943 10/13/14 11.172 -7,167 7,020 -147 440,242  537,446 2,796 540,242
      MTG 309.92 24.302 21.949 10/13/14 23.125 -7,167 6,802 -365 439,877  530,279 9,598 539,877
    SP Global 100 Deutsche Bank 678.72 22.134 20.956 10/20/14 21.545 -14,623 14,223 -400 439,477  515,656 23,822 539,477
  Buy HSI-Fin long HK Exchgs & Clrg 796.99 17.669   11/24/14 17.528 14,082        529,737 9,740  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Pandora 211.19 66.679   11/17/14 66.322 14,082        543,819 -4,342  
    OMXS 30 Boliden 536.78 13.117   6/08/15 18.209 7,041        550,860 -11,383  
      Electrolux 313.55 22.455   6/08/15 27.196 7,041        557,901 -18,424  
    SP Global 100 Apple 643.09 21.898   8/24/15 22.212 14,082        571,983 -32,506  
11/10/14 Sell HSI long Citic Pacific 9,890.38 1.393   5/19/14 1.295 -12,812 13,777 965 440,443  559,171 -18,729 540,443
    Europe 50 short Deutsche Bank 678.72 21.563 21.527 10/20/14 21.545 -14,623 14,611 -12 440,430  544,548 -4,118 540,430
    Nordic 30 Volvo 1,471.36 9.334 8.249 9/15/14 8.791 -12,935 12,137 -798 439,632  531,613 8,019 539,632
    DJ Global Titans Samsung Electronics 864.36 18.745 14.028 10/27/14 16.387 -14,164 12,126 -2,038 437,594  517,449 20,145 537,594
  Buy HSI Kunlun Energy 13,459.79 1.036   1/12/15 0.825 13,943        531,392 6,202  
    Europe 50 long Novartis 225.19 61.916   8/24/15 69.088 13,943        545,335 -7,741  
    Nordic 30 Pandora 204.58 68.154   6/01/15 91.032 13,943        559,278 -21,684  
    DJ Global Titans Apple 636.69 21.899   12/15/14 21.746 13,943        573,221 -35,627  
11/17/14 Sell DAX short Deutsche Lufthansa 1,167.22 13.145 11.015 10/06/14 12.080 -14,100 12,857 -1,243 436,351  559,121 -22,770 536,351
    BEL 20 Galapagos 1,289.61 12.800 9.430 10/13/14 11.115 -14,334 12,161 -2,173 434,178  544,787 -10,609 534,178
    OMXC 20 long Pandora 211.19 66.322   11/03/14 66.679 -14,082 14,007 -75 434,102  530,705 3,397 534,102
    FT 30 short Tesco 28.29 306.530 691.926 6/09/14 460.539 -13,029 19,575 6,546 440,648  517,676 22,972 540,648
  Buy DAX long Merck (EMD) 183.77 76.670   7/06/15 90.640 14,090        531,766 8,882  
    BEL 20 Proximus 461.97 30.500   11/24/14 30.740 14,090        545,856 -5,208  
    OMXC 20 short FLSmidth 424.64 33.181   11/24/14 35.297 14,090        559,946 -19,298  
    FT 30 long Man Group 83.11 169.534   12/15/14 177.040 14,090        574,036 -33,388  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 796.99 17.528   11/03/14 17.669 -14,082 13,970 -112 440,536  559,954 -19,418 540,536
    BEL 20 Proximus 461.97 30.740   11/17/14 30.500 -14,090 14,201 111 440,647  545,864 -5,217 540,647
    OMXC 20 short FLSmidth 424.64 35.297 31.065 11/17/14 33.181 -14,090 13,191 -899 439,748  531,774 7,974 539,748
  Buy HSI-Fin HSBC 1,713.40 7.992   1/26/15 8.332 13,693        545,467 -5,719  
    BEL 20 Galapagos 1,061.47 12.900   12/01/14 13.020 13,693        559,160 -19,412  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long Pandora 203.74 67.207   8/17/15 107.440 13,693        572,853 -33,105  
12/01/14 Sell BEL 20 short Galapagos 1,061.47 13.020 12.780 11/24/14 12.900 -13,693 13,566 -127 439,621  559,160 -19,539 539,621
  Buy   long Proximus 411.33 31.610   12/15/14 29.550 13,002        572,162 -32,541  
12/08/14 Sell Kospi 50 short Hyundai Heavy 174.96 94.176 72.978 10/20/14 83.577 -14,623 12,768 -1,854 437,766  557,539 -19,773 537,766
  Buy   long Amorepacific Group 156.14 82.934   7/06/15 157.893 12,949        570,489 -32,722  
12/15/14 Sell BEL 20 long Proximus 411.33 29.550   12/01/14 31.610 -13,002 12,155 -847 436,919  557,486 -20,567 536,919
    MerVal Edenor 35,252.78 0.569   2/24/14 0.315 -11,087 20,045 8,958 445,877  546,399 -523 545,877
    FT 30 Man Group 83.11 177.040   11/17/14 169.534 -14,090 14,714 624 446,501  532,309 14,191 546,501
    DJ Global Titans Apple 636.69 21.746   11/10/14 21.899 -13,943 13,845 -98 446,403  518,366 28,037 546,403
  Buy BEL 20 short Umicore 921.40 15.585   1/19/15 16.578 14,360        532,727 13,677  
    FT 30 Tesco 54.71 262.480   12/22/14 292.250 14,360        547,087 -684  
    DJ Global Titans Gazprom 4,303.27 3.337   3/02/15 4.494 14,360        561,447 -15,044  
12/22/14 Sell TecDAX short SMA Solar 221.62 14.800 46.789 5/21/12 26.315 -5,832 10,369 4,537 450,941  555,615 -4,674 550,941
    FT 30 Tesco 54.71 292.250 232.709 12/15/14 262.480 -14,360 12,732 -1,629 449,312  541,255 8,057 549,312
  Buy TecDAX long Dialog Semiconductor 475.81 29.285   6/01/15 51.190 13,934        555,189 -5,877  
    FT 30 Man Group 69.45 200.637   1/05/15 211.401 13,934        569,123 -19,811  
12/29/14 Sell France short CGG 42.97 160.352 445.565 7/21/14 267.296 -11,486 19,146 7,660 456,972  557,637 -665 556,972
    SDAX WCM 8,145.81 1.381 1.852 6/09/14 1.599 -13,028 15,083 2,055 459,027  544,609 14,418 559,027
  Buy France long Adocia 300.55 47.700   6/08/15 66.230 14,336        558,945 81  
    SDAX Patrizia Immobilien 1,165.53 12.300   1/19/15 14.055 14,336        573,281 -14,255  
    BAX KUKA 241.88 59.270   7/27/15 74.330 14,336        587,618 -28,591  
1/05/15 Sell FT 30 long Man Group 69.45 211.401   12/22/14 200.637 -13,934 14,682 748 459,774  573,683 -13,909 559,774
    Topix (FRA) short Aeon 1,647.56 8.291 7.411 9/15/14 7.851 -12,935 12,210 -725 459,050  560,748 -1,699 559,050
  Buy FT 30 Tesco 47.39 294.006   1/19/15 365.061 13,933        574,681 -15,632  
    Topix (FRA) long Oriental Land 290.70 47.929   2/02/15 54.216 13,933        588,614 -29,565  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/12/15 Sell Germany short SolarWorld 831.40 12.350 18.219 7/28/14 15.000 -12,471 15,147 2,676 461,725  576,143 -14,418 561,725
    HSI Kunlun Energy 13,459.79 0.825 1.300 11/10/14 1.036 -13,943 17,503 3,560 465,286  562,200 3,085 565,286
    HDAX Südzucker 927.27 11.160 15.190 8/04/14 13.020 -12,073 14,085 2,012 467,298  550,127 17,171 567,298
  Buy Germany long Ströer Media 593.58 24.615   6/15/15 40.315 14,611        564,738 2,560  
    HSI China Life Ins HK 4,408.74 3.314   7/13/15 3.728 14,611        579,349 -12,051  
    HDAX Ströer Media 593.58 24.615   8/24/15 47.670 14,611        593,960 -26,662  
1/19/15 Sell SDAX long Patrizia Immobilien 1,165.53 14.055   12/29/14 12.300 -14,336 16,382 2,046 469,343  579,624 -10,281 569,343
    ISEQ 20 short C&C Group 1,420.87 3.322 6.042 4/14/14 4.480 -6,366 8,584 2,219 471,562  573,259 -1,696 571,562
      Flutter 118.78 66.350 40.830 4/14/14 53.590 -6,365 4,850 -1,516 470,047  566,893 3,153 570,047
    BEL 20 Umicore 921.40 16.578 14.593 12/15/14 15.585 -14,360 13,446 -914 469,132  552,533 16,599 569,132
    FT 30 Tesco 47.39 365.061 222.950 1/05/15 294.006 -13,933 10,566 -3,367 465,765  538,600 27,165 565,765
    CAC Mid 60 CGG 34.84 153.600 767.553 6/23/14 343.360 -11,963 26,742 14,779 480,544  526,638 53,906 580,544
  Buy SDAX SGL Carbon 1,125.69 14.090   1/26/15 15.480 15,861        542,499 38,045  
    ISEQ 20 long Glanbia 572.60 13.850   6/08/15 17.420 7,931        550,429 30,115  
      Ryanair Holdings 815.06 9.730   6/08/15 11.660 7,931        558,360 22,184  
    BEL 20 bpost 693.83 22.860   9/28/15 21.000 15,861        574,221 6,323  
    FT 30 Man Group 75.59 209.841   6/08/15 231.072 15,862        590,082 -9,539  
    CAC Mid 60 Adocia 250.97 63.200   6/08/15 66.230 15,861        605,944 -25,400  
1/26/15 Sell SDAX short SGL Carbon 1,125.69 15.480 12.700 1/19/15 14.090 -15,861 14,296 -1,565 478,979  590,083 -11,104 578,979
    HSI-Fin HSBC 1,713.40 8.332 7.651 11/24/14 7.992 -13,693 13,110 -583 478,396  576,390 2,006 578,396
    OMXH 25 YIT 1,731.35 5.508 9.942 5/19/14 7.400 -12,812 17,213 4,401 482,796  563,578 19,219 582,796
    CAC Next 20 Arkema 169.30 62.720 79.594 6/23/14 70.655 -11,962 13,475 1,513 484,310  551,616 32,694 584,310
    GEX 4SC 444.18 18.284 44.930 4/14/14 28.662 -12,731 19,957 7,226 491,536  538,885 52,651 591,536
  Buy SDAX long Patrizia Immobilien 1,077.19 14.950   6/29/15 22.015 16,104        554,989 36,547  
    HSI-Fin China Life Ins HK 4,310.84 3.736   8/03/15 3.251 16,104        571,093 20,443  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Neste Oil 1,993.07 8.080   5/11/15 7.640 16,104        587,197 4,339  
    GEX Ströer Media 602.02 26.750   6/01/15 38.770 16,104        603,301 -11,765  
2/02/15 Sell MDAX short Südzucker 898.16 11.245 17.145 7/28/14 13.885 -12,471 15,399 2,928 494,464  590,830 3,634 594,464
    AEX KPN 1,596.53 2.756 4.771 10/15/12 3.626 -5,789 7,616 1,827 496,291  585,041 11,250 596,291
    Topix (FRA) long Oriental Land 290.70 54.216   1/05/15 47.929 -13,933 15,760 1,828 498,119  571,108 27,011 598,119
  Buy MDAX Ströer Media 605.97 25.790   11/16/15 61.450 15,628        586,736 11,383  
    Topix (FRA) short Orix 1,569.39 9.958   2/09/15 10.802 15,628        602,364 -4,245  
2/09/15 Sell   short Orix 1,569.39 10.802 9.114 2/02/15 9.958 -15,628 14,303 -1,325 496,794  586,736 10,058 596,794
  Buy MerVal long Aluar 16,184.13 0.937   2/16/15 0.944 15,171        601,907 -5,113  
    Topix (FRA) Sony 670.48 22.627   5/18/15 28.471 15,171        617,078 -20,284  
2/16/15 Sell ATX short Raiffeisen Bank Int 658.12 13.795 25.922 8/11/14 18.910 -12,445 17,060 4,614 501,409  604,633 -3,224 601,409
    OBX 25 Petroleum Geo-Srvcs 2,035.18 5.700 6.528 8/18/14 6.100 -12,414 13,286 872 502,280  592,219 10,061 602,280
    MerVal long Aluar 16,184.13 0.944   2/09/15 0.937 -15,171 15,279 108 502,389  577,048 25,341 602,389
  Buy ATX Zumtobel 743.92 21.095   9/07/15 23.775 15,693        592,741 9,648  
    OBX 25 Frontline 1,260.64 12.448   2/23/15 11.234 15,693        608,434 -6,045  
2/23/15 Sell PSI 20 short Pharol 8,650.31 0.697 3.812 10/06/14 1.630 -14,100 32,974 18,874 521,263  594,334 26,929 621,263
    OBX 25 long Frontline 1,260.64 11.234   2/16/15 12.448 -15,693 14,162 -1,531 519,732  578,641 41,091 619,732
    Indices short PSI 20 2.55 5,494.440 5,581.320 10/06/14 5,537.710 -14,121 14,232 111 519,843  564,520 55,323 619,843
  Buy PSI 20 long Altri 5,581.68 3.024   5/25/15 4.081 16,879        581,399 38,444  
    OBX 25 short Seadrill 5.99 2,815.850   4/13/15 2,712.370 16,867        598,266 21,577  
    MerVal long Comercial del Plata 68,253.13 0.247   3/02/15 0.261 16,879        615,145 4,698  
    Indices SSE 50 ew 50.17 336.435   7/27/15 382.611 16,879        632,024 -12,181  
3/02/15 Sell IBEX 35 short ArcelorMittal 356.24 28.860 37.255 6/16/14 32.790 -11,681 13,272 1,591 521,434  620,343 1,091 621,434
    MerVal long Comercial del Plata 68,253.13 0.261   2/23/15 0.247 -16,879 17,821 942 522,376  603,464 18,912 622,376
    DJ Global Titans short Gazprom 4,303.27 4.494 2.180 12/15/14 3.337 -14,360 9,381 -4,979 517,397  589,104 28,293 617,397
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Energy Recovery 3,801.22 3.076 3.693 5/19/14 3.371 -12,812 14,039 1,227 518,624  576,292 42,333 618,624
  Buy IBEX 35 long Intl. Cons. Airlines 2,091.52 7.900   3/09/15 7.660 16,523        592,815 25,810  
    DJ Global Titans Apple 572.60 28.856   3/30/15 29.169 16,523        609,338 9,287  
    GCX Shimano 118.74 139.151   6/01/15 129.753 16,523        625,860 -7,236  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,091.52 7.660   3/02/15 7.900 -16,523 16,021 -502 518,122  609,337 8,785 618,122
  Buy   short Endesa 888.44 17.640   3/23/15 18.130 15,672        625,009 -6,887  
    MerVal long Comercial del Plata 56,455.33 0.278   6/29/15 0.285 15,672        640,681 -22,559  
3/23/15 Sell IBEX 35 short Endesa 888.44 18.130 17.150 3/09/15 17.640 -15,672 15,237 -435 517,687  625,009 -7,322 617,687
    TSX 60 Yamana Gold 2,828.25 3.713 6.196 9/29/14 4.797 -13,566 17,523 3,957 521,644  611,443 10,201 621,644
  Buy IBEX 35 long Intl. Cons. Airlines 1,950.12 8.100   5/11/15 7.890 15,796        627,239 -5,595  
    TSX 60 Bausch Health 85.02 185.781   5/11/15 200.704 15,795        643,034 -21,390  
3/30/15 Sell DJ Global Titans long Apple 572.60 29.169   3/02/15 28.856 -16,523 16,702 179 521,823  626,511 -4,688 621,823
  Buy   short ConocoPhilips 261.09 59.090   4/27/15 61.591 15,428        641,939 -20,116  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,862.13 4.822 5.033 10/06/14 4.926 -14,100 14,404 304 522,127  627,839 -5,712 622,127
    OBX 25 Seadrill 5.99 2,712.370 2,923.280 2/23/15 2,815.850 -16,867 17,510 644 522,771  610,972 11,799 622,771
    ÖkoDAX SolarWorld 66.85 14.550 772.962 4/29/13 106.050 -7,089 51,673 44,583 567,354  603,883 63,471 667,354
  Buy HSI-C&I long Tencent 877.72 20.815   7/06/15 17.093 18,270        622,153 45,201  
    OBX 25 Frontline 1,335.01 13.685   5/18/15 12.057 18,270        640,423 26,931  
4/27/15 Sell DJ Global Titans short ConocoPhilips 261.09 61.591 56.589 3/30/15 59.090 -15,428 14,775 -653 566,701  624,995 41,706 666,701
  Buy   long Mitsubishi UFJ 2,729.44 6.489   6/08/15 6.373 17,710        642,705 23,996  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,950.12 7.890   3/23/15 8.100 -15,796 15,386 -410 566,292  626,909 39,382 666,292
    OMXH 25 Neste Oil 1,993.07 7.640   1/26/15 8.080 -16,104 15,227 -877 565,415  610,805 54,609 665,415
    TSX 60 Bausch Health 85.02 200.704   3/23/15 185.781 -15,795 17,064 1,269 566,683  595,010 71,673 666,683
  Buy IBEX 35 short Obrascón Huarte Lain 964.37 19.140   4/25/16 5.840 18,458        613,468 53,215  
    OMXH 25 Outokumpu 3,525.88 5.235   1/04/16 2.584 18,458        631,926 34,757  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Cenovus Energy 1,190.38 15.506   3/21/16 12.064 18,458        650,384 16,299  
5/18/15 Sell OBX 25 long Frontline 1,335.01 12.057   4/13/15 13.685 -18,270 16,096 -2,174 564,509  632,114 32,395 664,509
    Topix (FRA) Sony 670.48 28.471   2/09/15 22.627 -15,171 19,089 3,918 568,428  616,943 51,484 668,428
  Buy OBX 25 short REC Silicon 8,503.19 2.117   6/01/15 1.852 17,997        634,940 33,487  
    Topix (FRA) Toshiba 601.30 29.930   5/25/15 30.510 17,997        652,937 15,491  
5/25/15 Sell PSI 20 long Altri 5,581.68 4.081   2/23/15 3.024 -16,879 22,779 5,900 574,327  636,058 38,269 674,327
    Topix (FRA) short Toshiba 601.30 30.510 29.350 5/18/15 29.930 -17,997 17,648 -349 573,979  618,061 55,918 673,979
  Buy PSI 20 Pharol 35,778.43 0.510   11/23/15 0.369 18,247        636,308 37,671  
    Topix (FRA) long Sony 640.25 28.500   6/01/15 28.394 18,247        654,555 19,423  
6/01/15 Sell TecDAX long Dialog Semiconductor 475.81 51.190   12/22/14 29.285 -13,934 24,357 10,423 584,401  640,621 43,780 684,401
    OBX 25 short REC Silicon 8,503.19 1.852 2.418 5/18/15 2.117 -17,997 20,563 2,566 586,968  622,624 64,343 686,968
    Nordic 30 long Pandora 204.58 91.032   11/10/14 68.154 -13,943 18,623 4,680 591,648  608,681 82,967 691,648
    Topix (FRA) Sony 640.25 28.394   5/25/15 28.500 -18,247 18,179 -68 591,580  590,434 101,146 691,580
    GEX Ströer Media 602.02 38.770   1/26/15 26.750 -16,104 23,340 7,236 598,816  574,330 124,486 698,816
    GCX Shimano 118.74 129.753   3/02/15 139.151 -16,523 15,407 -1,116 597,700  557,807 139,893 697,700
  Buy TecDAX short Aixtron 3,034.64 6.900   4/25/16 4.108 20,939        578,746 118,954  
    OBX 25 long Frontline 1,678.38 12.476   6/08/15 12.298 20,939        599,685 98,015  
    Nordic 30 short Fortum 1,208.95 17.320   11/30/15 13.820 20,939        620,624 77,076  
    Topix (FRA) Toshiba 642.10 32.610   11/16/15 22.410 20,939        641,563 56,137  
    GCX REC Silicon 11,303.71 1.852   10/05/20 0.464 20,939        662,502 35,198  
6/08/15 Sell S&P 100 long Gilead Sciences 159.74 100.700   10/27/14 88.668 -14,164 16,086 1,922 599,622  648,338 51,284 699,622
    France Adocia 300.55 66.230   12/29/14 47.700 -14,336 19,905 5,569 605,192  634,002 71,190 705,192
    ISEQ 20 Glanbia 572.60 17.420   1/19/15 13.850 -7,931 9,975 2,044 607,236  626,072 81,164 707,236
      Ryanair Holdings 815.06 11.660   1/19/15 9.730 -7,931 9,504 1,573 608,809  618,141 90,668 708,809
    OBX 25 Frontline 1,678.38 12.298   6/01/15 12.476 -20,939 20,641 -298 608,511  597,202 111,309 708,511
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 536.78 18.209   11/03/14 13.117 -7,041 9,774 2,733 611,244  590,161 121,083 711,244
      Electrolux 313.55 27.196   11/03/14 22.455 -7,041 8,527 1,486 612,730  583,120 129,610 712,730
    FT 30 Man Group 75.59 231.072   1/19/15 209.841 -15,862 17,467 1,605 614,335  567,258 147,077 714,335
    CAC Mid 60 Adocia 250.97 66.230   1/19/15 63.200 -15,861 16,622 760 615,095  551,397 163,698 715,095
    DJ Global Titans Mitsubishi UFJ 2,729.44 6.373   4/27/15 6.489 -17,710 17,394 -316 614,780  533,687 181,093 714,780
  Buy S&P 100 short Norfolk Southern 277.70 80.648   6/15/15 80.979 22,396        556,083 158,697  
    France Solocal 31.97 700.450   11/23/15 390.360 22,393        578,476 136,303  
    ISEQ 20 FBD Holdings 1,207.46 9.274   8/10/15 7.120 11,198        589,674 125,105  
    OBX 25 DNO International 17,579.28 1.274   12/21/15 0.607 22,396        612,070 102,709  
    OMXS 30 SSAB 2,187.11 5.120   10/26/15 3.388 11,198        623,268 91,511  
      Telia Company 2,129.42 5.259   10/26/15 4.765 11,198        634,466 80,313  
    FT 30 Tate & Lyle 29.71 753.704   12/28/15 807.108 22,393        656,859 57,921  
    DJ Global Titans BHP 1,177.52 19.020   7/13/15 17.787 22,396        679,255 35,525  
6/15/15 Sell S&P 100 short Norfolk Southern 277.70 80.979 80.318 6/08/15 80.648 -22,396 22,304 -92 614,688  656,859 57,829 714,688
    Germany long Ströer Media 593.58 40.315   1/12/15 24.615 -14,611 23,930 9,319 624,007  642,248 81,759 724,007
  Buy S&P 100 Starbucks 434.79 46.330   7/06/15 49.123 20,144        662,392 61,615  
6/29/15 Sell SDAX long Patrizia Immobilien 1,077.19 22.015   1/26/15 14.950 -16,104 23,714 7,610 631,618  646,288 85,330 731,618
    MerVal Comercial del Plata 56,455.33 0.285   3/09/15 0.278 -15,672 16,084 412 632,030  630,616 101,414 732,030
7/06/15 Sell S&P 100 long Starbucks 434.79 49.123   6/15/15 46.330 -20,144 21,358 1,214 633,244  610,472 122,772 733,244
    Kospi 50 Amorepacific Group 156.14 157.893   12/08/14 82.934 -12,949 24,653 11,704 644,948  597,523 147,425 744,948
    DAX Merck (EMD) 183.77 90.640   11/17/14 76.670 -14,090 16,657 2,567 647,515  583,433 164,082 747,515
    HSI-C&I Tencent 877.72 17.093   4/13/15 20.815 -18,270 15,003 -3,267 644,248  565,163 179,085 744,248
  Buy S&P 100 short Norfolk Southern 293.52 78.643   7/13/15 78.579 23,083        588,247 156,002  
    CAC 40 ArcelorMittal 914.90 25.230   3/27/17 22.800 23,083        611,329 132,919  
    DAX RWE 1,199.74 19.240   7/13/15 20.205 23,083        634,412 109,836  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Sands China 6,822.02 3.384   5/09/16 3.084 23,083        657,495 86,753  
7/13/15 Sell S&P 100 short Norfolk Southern 293.52 78.579 78.708 7/06/15 78.643 -23,083 23,102 19 644,267  634,412 109,855 744,267
    HSI long China Life Ins HK 4,408.74 3.728   1/12/15 3.314 -14,611 16,438 1,827 646,094  619,801 126,293 746,094
    DAX short RWE 1,199.74 20.205 18.275 7/06/15 19.240 -23,083 21,925 -1,158 644,936  596,718 148,218 744,936
    DJ Global Titans BHP 1,177.52 17.787 20.338 6/08/15 19.020 -22,396 23,948 1,552 646,488  574,322 172,166 746,488
  Buy S&P 100 long Amazon.com 55.47 414.042   7/27/15 479.746 22,967        597,289 149,199  
    HSI short China Shenhua HK 12,365.93 1.857   4/18/16 1.521 22,966        620,255 126,233  
    DAX long Fresenius 374.89 61.260   7/27/15 61.200 22,966        643,221 103,267  
    DJ Global Titans Mitsubishi UFJ 3,656.19 6.281   7/27/15 6.435 22,966        666,187 80,301  
7/20/15 Sell DJTA long Avis Budget 490.29 38.916   9/24/12 12.419 -6,089 19,080 12,991 659,479  660,098 99,381 759,479
  Buy   short Avis Budget 551.73 38.916   8/03/15 39.514 21,471        681,569 77,910  
7/27/15 Sell S&P 100 long Amazon.com 55.47 479.746   7/13/15 414.042 -22,967 26,612 3,645 663,124  658,602 104,522 763,124
    DAX Fresenius 374.89 61.200   7/13/15 61.260 -22,966 22,943 -22 663,101  635,636 127,465 763,101
    BAX KUKA 241.88 74.330   12/29/14 59.270 -14,336 17,979 3,643 666,744  621,300 145,444 766,744
    Indices SSE 50 ew 50.17 382.611   2/23/15 336.435 -16,879 19,196 2,317 669,060  604,421 164,640 769,061
    DJ Global Titans Mitsubishi UFJ 3,656.19 6.435   7/13/15 6.281 -22,966 23,528 562 669,622  581,455 188,168 769,622
  Buy S&P 100 short ConocoPhilips 524.45 45.655   3/07/16 37.595 23,944        605,399 164,224  
    DAX RWE 1,290.78 18.550   10/19/15 12.230 23,944        629,343 140,280  
    BAX Grammer 911.81 26.260   11/09/15 23.675 23,944        653,287 116,336  
    Indices RTX 22.73 1,053.370   6/06/16 1,104.740 23,943        677,230 92,393  
    DJ Global Titans ConocoPhilips 524.45 45.655   8/03/15 45.385 23,944        701,174 68,449  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,821.03 7.097   7/07/14 2.976 -11,371 27,117 15,746 685,369  689,803 95,566 785,369
    HSI-Fin China Life Ins HK 4,310.84 3.251   1/26/15 3.736 -16,104 14,012 -2,092 683,277  673,699 109,578 783,277
    DJTA short Avis Budget 551.73 39.514 38.317 7/20/15 38.916 -21,471 21,141 -330 682,947  652,228 130,719 782,947
    DJ Global Titans ConocoPhilips 524.45 45.385 45.927 7/27/15 45.655 -23,944 24,087 143 683,090  628,284 154,806 783,090
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 China Northern Rare 11,265.01 2.081   1/04/16 1.789 23,447        651,731 131,359  
    HSI-Fin ICBC 37,491.21 0.625   1/04/16 0.538 23,447        675,178 107,912  
    DJTA long JetBlue Airways 1,088.66 21.538   8/24/15 18.277 23,447        698,625 84,465  
    SMI UBS 1,111.12 21.102   8/17/15 20.081 23,447        722,072 61,018  
    SLI Vifor Pharma 220.84 106.171   8/24/15 107.513 23,447        745,519 37,571  
    DJ Global Titans Mitsubishi UFJ 3,615.13 6.486   8/24/15 5.389 23,447        768,966 14,124  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,207.46 7.120 12.080 6/08/15 9.274 -11,198 14,586 3,388 686,477  757,768 28,709 786,477
  Buy   long Kingspan Group 448.38 22.725   8/17/15 22.815 10,189        767,957 18,520  
      Ryanair Holdings 797.30 12.780   8/17/15 12.705 10,189        778,147 8,331  
8/17/15 Sell ASX 50 long James Hardie Ind 693.70 12.058   1/30/12 5.763 -3,998 8,365 4,367 690,844  774,149 16,695 790,844
    ISEQ 20 Kingspan Group 448.38 22.815   8/10/15 22.725 -10,189 10,230 40 690,884  763,959 26,925 790,884
      Ryanair Holdings 797.30 12.705   8/10/15 12.780 -10,189 10,130 -60 690,825  753,770 37,055 790,825
    OMXC 20 Pandora 203.74 107.440   11/24/14 67.207 -13,693 21,890 8,197 699,022  740,077 58,945 799,022
    SMI UBS 1,111.12 20.081   8/03/15 21.102 -23,447 22,313 -1,134 697,887  716,630 81,257 797,887
    Nikkei (FRA) Fujitsu 103.63 44.550   6/30/14 54.990 -5,699 4,617 -1,082 696,805  710,931 85,874 796,805
      MinebeaMitsumi 692.91 12.573   6/30/14 8.224 -5,698 8,712 3,013 699,819  705,233 94,586 799,819
  Buy ASX 50 short Santos 5,615.83 3.982   11/23/15 2.708 22,360        727,593 72,226  
    ISEQ 20 FBD Holdings 1,620.29 6.900   11/30/15 6.852 11,180        738,773 61,046  
    OMXC 20 GN Store Nord 179.60 124.500   10/05/15 126.375 22,360        761,133 38,686  
    Nikkei (FRA) Sharp 871.40 12.830   11/23/15 10.210 11,180        772,313 27,506  
      IHI 370.32 30.190   11/23/15 25.250 11,180        783,493 16,326  
8/24/15 Sell USA long Alexion 44.80 143.833   11/28/11 50.936 -2,282 6,444 4,162 703,981  781,211 22,769 803,981
    DJIA Visa 127.48 58.880   12/19/11 18.897 -2,409 7,506 5,097 709,078  778,802 30,275 809,078
    Nasdaq 100 Regeneron 37.39 434.608   10/10/11 49.346 -1,845 16,250 14,405 723,483  776,957 46,525 823,483
    Euro 50 ASML 53.21 74.790   1/09/12 32.400 -1,724 3,980 2,256 725,738  775,233 50,505 825,738
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      AB InBev 36.30 91.280   1/09/12 47.495 -1,724 3,313 1,589 727,328  773,509 53,818 827,328
    HDAX Ströer Media 593.58 47.670   1/12/15 24.615 -14,611 28,296 13,685 741,013  758,898 82,114 841,013
    FTSE Ashtead 14.01 1,199.890   7/30/12 333.248 -4,669 16,810 12,142 753,154  754,229 98,925 853,154
    HSI-Prop CK Hutchison 454.15 10.950   7/28/14 13.730 -6,235 4,973 -1,262 751,892  747,994 103,898 851,892
      Sino Land 4,980.43 1.200   7/28/14 1.252 -6,236 5,977 -259 751,633  741,759 109,874 851,633
    Europe 50 Novartis 225.19 69.088   11/10/14 61.916 -13,943 15,558 1,615 753,248  727,816 125,432 853,248
    DJTA JetBlue Airways 1,088.66 18.277   8/03/15 21.538 -23,447 19,898 -3,549 749,699  704,369 145,330 849,699
    SLI Vifor Pharma 220.84 107.513   8/03/15 106.171 -23,447 23,743 296 749,995  680,922 169,073 849,995
    Nikkei (TYO) MinebeaMitsumi 1,351.86 10.589   10/27/14 10.477 -14,164 14,315 151 750,146  666,758 183,388 850,146
    DJ Global Titans Mitsubishi UFJ 3,615.13 5.389   8/03/15 6.486 -23,447 19,483 -3,964 746,182  643,311 202,871 846,182
    SP Global 100 Apple 643.09 22.212   11/03/14 21.898 -14,082 14,284 202 746,384  629,229 217,155 846,384
  Buy DJIA short Chevron 428.02 62.119   5/30/16 91.551 26,588        655,817 190,567  
    Nasdaq 100 Micron Technology 2,137.71 12.438   8/31/15 14.635 26,588        682,405 163,979  
    Euro 50 E.on 1,528.05 8.700   10/26/15 8.993 13,294        695,699 150,685  
      Banco Santander 2,551.63 5.210   10/26/15 5.230 13,294        708,993 137,391  
    HDAX RWE 2,011.20 13.220   11/23/15 10.895 26,588        735,581 110,803  
    FTSE Glencore 141.89 187.390   5/09/16 167.806 26,589        762,170 84,214  
    HSI-Prop Hang Lung 6,916.03 1.922   6/06/16 1.737 13,294        775,464 70,920  
      The Wharf 7,598.31 1.750   6/06/16 1.945 13,294        788,758 57,626  
    DJCA Chevron 428.02 62.119   8/31/15 72.229 26,588        815,346 31,038  
    Europe 50 Rio Tinto 9.08 2,927.710   10/26/15 3,453.900 26,584        841,930 4,454  
    DJTA Norfolk Southern 413.01 64.376   8/31/15 69.482 26,588        868,517 -22,133  
    SLI Aryzta 2,836.75 9.373   1/09/17 8.993 26,588        895,105 -48,721  
    CAC Next 20 Casino Guichard 472.42 56.280   1/30/17 49.780 26,588        921,693 -75,309  
    Nikkei (TYO) IHI 1,026.90 25.892   8/08/16 25.014 26,588        948,281 -101,897  
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 ConocoPhilips 719.05 36.977   3/21/16 37.886 26,588        974,869 -128,485  
    SP Global 100 RWE 2,011.20 13.220   9/12/16 14.645 26,588        1,001,457 -155,073  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,137.71 14.635 10.240 8/24/15 12.438 -26,588 21,891 -4,697 741,687  974,869 -133,182 841,687
    DJCA Chevron 428.02 72.229 52.009 8/24/15 62.119 -26,588 22,261 -4,327 737,360  948,281 -110,921 837,360
    DJTA Norfolk Southern 413.01 69.482 59.269 8/24/15 64.376 -26,588 24,479 -2,109 735,251  921,693 -86,443 835,251
  Buy Nasdaq 100 long Netflix 182.50 102.576   9/07/15 88.434 18,720        940,413 -105,163  
    DJCA JetBlue Airways 940.44 19.906   3/16/20 9.506 18,720        959,133 -123,883  
    DJUA short CenterPoint Energy 563.66 16.606   12/07/15 15.137 9,360        968,493 -133,243  
      FirstEnergy 328.39 28.503   12/07/15 29.960 9,360        977,853 -142,603  
    DJTA long JetBlue Airways 940.44 19.906   1/04/16 20.201 18,720        996,573 -161,323  
9/07/15 Sell Nasdaq 100 long Netflix 182.50 88.434   8/31/15 102.576 -18,720 16,139 -2,581 732,670  977,853 -145,183 832,670
    ATX Zumtobel 743.92 23.775   2/16/15 21.095 -15,693 17,687 1,994 734,664  962,160 -127,497 834,664
  Buy Nasdaq 100 short Micron Technology 1,173.45 15.066   10/19/15 16.912 17,679        979,839 -145,176  
    ATX Vienna Insurance 649.01 27.240   3/28/16 18.660 17,679        997,518 -162,855  
9/14/15 Sell RTX short RusHydro 4,059.52 0.774 3.647 3/11/13 1.680 -6,820 14,803 7,983 742,647  990,698 -148,052 842,647
  Buy USA long JetBlue Airways 746.60 23.257   9/21/15 23.986 17,364        1,008,062 -165,416  
9/21/15 Sell   long JetBlue Airways 746.60 23.986   9/14/15 23.257 -17,364 17,908 544 743,190  990,698 -147,508 843,190
  Buy   short Wynn Resorts 292.39 59.482   10/05/15 57.973 17,392        1,008,090 -164,900  
    MIB Saipem 1,710.13 10.170   12/26/16 5.130 17,392        1,025,482 -182,292  
    RTX Mobile TeleSystems 2,743.22 6.340   9/28/15 6.096 17,392        1,042,874 -199,684  
9/28/15 Sell   short Mobile TeleSystems 2,743.22 6.096 6.594 9/21/15 6.340 -17,392 18,088 696 743,887  1,025,482 -181,595 843,887
    BEL 20 long bpost 693.83 21.000   1/19/15 22.860 -15,861 14,570 -1,291 742,596  1,009,621 -167,025 842,596
  Buy RTX Severstal 1,800.92 9.378   11/02/15 10.465 16,889        1,026,510 -183,914  
    BEL 20 short Solvay 188.68 89.510   3/28/16 85.670 16,889        1,043,399 -200,803  
10/05/15 Sell USA short Wynn Resorts 292.39 57.973 61.030 9/21/15 59.482 -17,392 17,845 453 743,049  1,026,007 -182,958 843,049
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 179.60 126.375 122.625 8/17/15 124.500 -22,360 22,023 -337 742,712  1,003,647 -160,935 842,712
  Buy USA long Netflix 171.48 99.392   12/14/15 109.790 17,044        1,020,691 -177,979  
    OMXC 20 Genmab 200.37 85.064   11/02/15 91.174 17,044        1,037,735 -195,023  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.67 208.474   4/02/18 330.481 16,192        1,053,927 -211,215  
    MerVal Pampa Energía 19,633.81 0.825   10/19/15 0.927 16,192        1,070,119 -227,407  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,173.45 16.912 13.219 9/07/15 15.066 -17,679 15,512 -2,167 740,545  1,052,440 -211,895 840,545
    DAX RWE 1,290.78 12.230 28.136 7/27/15 18.550 -23,944 36,317 12,373 752,919  1,028,496 -175,578 852,919
    MerVal long Pampa Energía 19,633.81 0.927   10/12/15 0.825 -16,192 18,191 1,999 754,917  1,012,304 -157,387 854,917
  Buy Nasdaq 100 Amazon.com 34.47 505.914   2/08/16 436.037 17,439        1,029,743 -174,826  
    DAX Fresenius 289.14 60.310   12/21/15 63.430 17,438        1,047,181 -192,264  
    MerVal short YPF 775.74 22.479   10/26/15 25.738 17,438        1,064,619 -209,702  
10/26/15 Sell Euro 50 short E.on 1,528.05 8.993 8.407 8/24/15 8.700 -13,294 12,847 -447 754,470  1,051,325 -196,855 854,470
      Banco Santander 2,551.63 5.230 5.190 8/24/15 5.210 -13,294 13,243 -51 754,419  1,038,031 -183,612 854,419
    OMXS 30 SSAB 2,187.11 3.388 7.737 6/08/15 5.120 -11,198 16,923 5,725 760,143  1,026,833 -166,690 860,143
      Telia Company 2,129.42 4.765 5.804 6/08/15 5.259 -11,198 12,358 1,160 761,304  1,015,635 -154,331 861,304
    Europe 50 Rio Tinto 9.08 3,453.900 2,401.510 8/24/15 2,927.710 -26,584 21,806 -4,778 756,526  989,051 -132,526 856,526
    MerVal YPF 775.74 25.738 19.221 10/19/15 22.479 -17,438 14,910 -2,528 753,998  971,613 -117,615 853,998
  Buy Euro 50 long Fresenius 143.48 64.150   1/11/16 59.420 9,204        980,818 -126,820  
      Inditex 273.86 33.610   1/11/16 29.430 9,204        990,022 -136,024  
    OMXS 30 Boliden 527.15 17.461   11/02/15 17.505 9,204        999,226 -145,228  
      Svenska Cellulosa B 1,766.12 5.212   11/02/15 5.468 9,204        1,008,431 -154,433  
    Europe 50 SAP 262.50 70.130   12/14/15 69.400 18,409        1,026,840 -172,842  
    MerVal Pampa Energía 16,018.97 1.149   3/07/16 0.728 18,409        1,045,249 -191,251  
11/02/15 Sell RTX long Severstal 1,800.92 10.465   9/28/15 9.378 -16,889 18,847 1,958 755,956  1,028,360 -172,404 855,956
    OMXC 20 Genmab 200.37 91.174   10/05/15 85.064 -17,044 18,268 1,224 757,180  1,011,316 -154,136 857,180
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 527.15 17.505   10/26/15 17.461 -9,204 9,228 23 757,203  1,002,111 -144,908 857,203
      Svenska Cellulosa B 1,766.12 5.468   10/26/15 5.212 -9,204 9,656 452 757,655  992,907 -135,252 857,655
  Buy RTX short Mobile TeleSystems 2,903.07 6.221   4/25/16 7.952 18,060        1,010,967 -153,312  
    OMXS 30 SSAB 2,673.58 3.378   12/14/15 2.601 9,030        1,019,997 -162,342  
      SKF A 561.98 16.068   12/14/15 14.663 9,030        1,029,027 -171,372  
11/09/15 Sell BAX short Grammer 911.81 23.675 29.127 7/27/15 26.260 -23,944 26,558 2,614 760,269  1,005,083 -144,814 860,269
  Buy   long Adva 1,761.30 10.155   11/16/15 10.530 17,886        1,022,969 -162,700  
11/16/15 Sell MDAX long Ströer Media 605.97 61.450   2/02/15 25.790 -15,628 37,237 21,609 781,878  1,007,341 -125,463 881,878
    BSE Sensex 30 Hindustan Unilever 659.61 11.144   1/30/12 6.061 -3,998 7,350 3,352 785,230  1,003,343 -118,112 885,231
    Topix (FRA) short Toshiba 642.10 22.410 47.453 6/01/15 32.610 -20,939 30,469 9,530 794,761  982,404 -87,643 894,761
    BAX long Adva 1,761.30 10.530   11/09/15 10.155 -17,886 18,546 660 795,421  964,518 -69,097 895,421
  Buy MDAX short Leoni 594.82 34.730   5/30/16 29.880 20,658        985,176 -89,755  
    BSE Sensex 30 Bharat Heavy 12,228.01 1.689   6/13/16 1.058 20,658        1,005,834 -110,413  
    SMI Holcim 408.99 50.510   1/09/17 49.995 20,658        1,026,492 -131,071  
    Topix (FRA) long Ono Pharmaceutical 756.65 27.302   12/14/15 30.520 20,658        1,047,150 -151,729  
    BAX short Leoni 594.82 34.730   11/23/15 36.045 20,658        1,067,808 -172,387  
11/23/15 Sell France short Solocal 31.97 390.360 1,256.870 6/08/15 700.450 -22,393 40,182 17,789 813,210  1,045,415 -132,205 913,210
    ASX 50 Santos 5,615.83 2.708 5.854 8/17/15 3.982 -22,360 32,874 10,514 823,724  1,023,055 -99,331 923,724
    HDAX RWE 2,011.20 10.895 16.041 8/24/15 13.220 -26,588 32,262 5,674 829,398  996,467 -67,069 929,398
    PSI 20 Pharol 35,778.43 0.369 0.705 5/25/15 0.510 -18,247 25,220 6,973 836,371  978,220 -41,848 936,371
    Nikkei (FRA) Sharp 871.40 10.210 16.122 8/17/15 12.830 -11,180 14,049 2,869 839,240  967,040 -27,799 939,240
      IHI 370.32 25.250 36.097 8/17/15 30.190 -11,180 13,367 2,187 841,428  955,860 -14,432 941,428
    BAX Leoni 594.82 36.045 33.415 11/16/15 34.730 -20,658 19,876 -782 840,645  935,202 5,444 940,645
  Buy France long Ubisoft 882.37 26.805   1/11/16 24.260 23,652        958,854 -18,208  
    HDAX SMA Solar 495.07 47.775   1/18/16 41.200 23,652        982,506 -41,860  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Altri 4,631.29 5.107   12/07/15 5.008 23,652        1,006,158 -65,512  
    OMXC 20 Genmab 208.57 113.399   2/08/16 88.896 23,652        1,029,809 -89,164  
    Nikkei (FRA) Yamaha 471.72 25.070   12/07/15 22.360 11,826        1,041,635 -100,990  
    BAX Adva 2,131.77 11.095   12/14/15 9.859 23,652        1,065,287 -124,642  
    GEX Hypoport 299.39 79.000   12/14/15 70.070 23,652        1,088,939 -148,294  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,620.29 6.852 6.948 8/17/15 6.900 -11,180 11,258 78 840,724  1,077,759 -137,035 940,724
    Nordic 30 Fortum 1,208.95 13.820 21.706 6/01/15 17.320 -20,939 26,242 5,303 846,027  1,056,820 -110,793 946,027
  Buy Germany long SMA Solar 442.14 47.225   1/11/16 49.315 20,880        1,077,700 -131,673  
    ASX 50 short Origin Energy 5,450.84 3.831   1/04/16 3.253 20,880        1,098,580 -152,553  
    ISEQ 20 long Flutter 86.96 120.050   12/07/15 122.000 10,440        1,109,020 -162,993  
      Dalata Hotel 2,027.18 5.150   12/07/15 5.130 10,440        1,119,460 -173,433  
    Nordic 30 Pandora 186.10 112.200   12/14/15 108.345 20,880        1,140,340 -194,313  
12/07/15 Sell ISEQ 20 long Flutter 86.96 122.000   11/30/15 120.050 -10,440 10,609 170 846,196  1,129,900 -183,704 946,196
      Dalata Hotel 2,027.18 5.130   11/30/15 5.150 -10,440 10,399 -41 846,156  1,119,460 -173,305 946,156
    PSI 20 Altri 4,631.29 5.008   11/23/15 5.107 -23,652 23,194 -459 845,697  1,095,808 -150,111 945,697
    DJUA short CenterPoint Energy 563.66 15.137 18.217 8/31/15 16.606 -9,360 10,268 908 846,605  1,086,448 -139,843 946,605
      FirstEnergy 328.39 29.960 27.045 8/31/15 28.503 -9,360 8,881 -479 846,127  1,077,088 -130,962 946,127
    Nikkei (FRA) long Yamaha 471.72 22.360   11/23/15 25.070 -11,826 10,548 -1,278 844,848  1,065,262 -120,414 944,848
    BSE Sensex 50 Eicher Motors 786.66 22.421   10/24/11 2.335 -1,837 17,638 15,801 860,649  1,063,425 -102,777 960,649
  Buy ISEQ 20 short FBD Holdings 1,572.29 6.820   1/04/16 6.603 10,723        1,074,148 -113,500  
    PSI 20 Pharol 76,049.65 0.282   4/25/16 0.141 21,446        1,095,594 -134,946  
    DJUA long NiSource 607.36 17.655   3/16/20 18.760 10,723        1,106,318 -145,669  
      American Water 199.05 53.870   3/16/20 106.441 10,723        1,117,040 -156,391  
    Nikkei (FRA) short OKI Electric 934.06 11.480   3/07/16 12.000 10,723        1,127,763 -167,114  
      Sharp 1,128.74 9.500   3/07/16 13.180 10,723        1,138,486 -177,838  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 ONGC 10,401.09 2.062   12/21/15 2.125 21,446        1,159,932 -199,284  
12/14/15 Sell USA long Netflix 171.48 109.790   10/05/15 99.392 -17,044 18,827 1,783 862,432  1,142,889 -180,457 962,432
    OMXS 30 short SSAB 2,673.58 2.601 4.386 11/02/15 3.378 -9,030 11,725 2,695 865,127  1,133,859 -168,732 965,127
      SKF A 561.98 14.663 17.608 11/02/15 16.068 -9,030 9,895 865 865,992  1,124,828 -158,837 965,992
    Europe 50 long SAP 262.50 69.400   10/26/15 70.130 -18,409 18,218 -192 865,800  1,106,419 -140,619 965,800
    Nordic 30 Pandora 186.10 108.345   11/30/15 112.200 -20,880 20,163 -717 865,083  1,085,539 -120,456 965,083
    Topix (FRA) Ono Pharmaceutical 756.65 30.520   11/16/15 27.302 -20,658 23,093 2,435 867,518  1,064,881 -97,363 967,518
    BAX Adva 2,131.77 9.859   11/23/15 11.095 -23,652 21,017 -2,635 864,883  1,041,229 -76,346 964,883
    GEX Hypoport 299.39 70.070   11/23/15 79.000 -23,652 20,978 -2,674 862,209  1,017,577 -55,368 962,209
  Buy OMXS 30 Securitas 846.08 13.398   12/21/15 13.632 11,336        1,028,913 -66,703  
      Swedish Match 3,656.61 3.100   12/21/15 3.142 11,335        1,040,248 -78,039  
    Europe 50 short Rio Tinto 8.91 2,545.100   12/28/15 2,721.790 22,677        1,062,925 -100,716  
    Nordic 30 Møller-Mærsk B 18.49 1,226.160   4/25/16 1,254.850 22,672        1,085,597 -123,387  
    Topix (FRA) Toshiba 1,043.78 21.720   12/21/15 19.300 22,671        1,108,268 -146,058  
    BAX Leoni 682.14 33.235   7/04/16 24.990 22,671        1,130,938 -168,729  
    GEX Manz 557.58 40.660   5/09/16 36.225 22,671        1,153,610 -191,400  
12/21/15 Sell DAX long Fresenius 289.14 63.430   10/19/15 60.310 -17,438 18,340 902 863,112  1,136,172 -173,060 963,112
    OBX 25 short DNO International 17,579.28 0.607 2.673 6/08/15 1.274 -22,396 46,982 24,586 887,698  1,113,776 -126,078 987,698
    OMXS 30 long Securitas 846.08 13.632   12/14/15 13.398 -11,336 11,533 198 887,896  1,102,440 -114,544 987,896
      Swedish Match 3,656.61 3.142   12/14/15 3.100 -11,335 11,490 154 888,050  1,091,105 -103,055 988,050
    Topix (FRA) short Toshiba 1,043.78 19.300 24.443 12/14/15 21.720 -22,671 25,514 2,843 890,893  1,068,434 -77,541 990,893
    BSE Sensex 50 ONGC 10,401.09 2.125 1.999 12/07/15 2.062 -21,446 20,792 -654 890,238  1,046,988 -56,749 990,238
  Buy DAX RWE 2,048.00 11.395   12/28/15 11.660 23,337        1,070,325 -80,086  
    OBX 25 long Bakkafrost 887.91 26.283   12/28/15 26.311 23,337        1,093,662 -103,423  
    OMXS 30 short SSAB 5,376.45 2.170   12/28/15 2.409 11,669        1,105,330 -115,092  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SKF A 799.14 14.601   12/28/15 15.095 11,668        1,116,999 -126,760  
    Topix (FRA) long Ono Pharmaceutical 729.65 31.984   1/04/16 32.298 23,337        1,140,336 -150,097  
    CAC Mid 60 Sartorius Stedim 405.33 57.575   12/28/15 57.183 23,337        1,163,673 -173,434  
    BSE Sensex 50 Bajaj Finance 2,874.69 8.118   1/04/16 8.393 23,337        1,187,010 -196,771  
12/28/15 Sell DAX short RWE 2,048.00 11.660 11.130 12/21/15 11.395 -23,337 22,794 -543 889,696  1,163,673 -173,977 989,696
    OBX 25 long Bakkafrost 887.91 26.311   12/21/15 26.283 -23,337 23,362 25 889,720  1,140,336 -150,615 989,720
    OMXS 30 short SSAB 5,376.45 2.409 1.932 12/21/15 2.170 -11,669 10,385 -1,284 888,436  1,128,667 -140,231 988,436
      SKF A 799.14 15.095 14.108 12/21/15 14.601 -11,668 11,274 -394 888,042  1,116,999 -128,957 988,042
    Europe 50 Rio Tinto 8.91 2,721.790 2,368.420 12/14/15 2,545.100 -22,677 21,103 -1,574 886,468  1,094,322 -107,854 986,468
    FT 30 Tate & Lyle 29.71 807.108 700.300 6/08/15 753.704 -22,393 20,806 -1,587 884,881  1,071,929 -87,048 984,881
    CAC Mid 60 long Sartorius Stedim 405.33 57.183   12/21/15 57.575 -23,337 23,178 -159 884,722  1,048,592 -63,870 984,722
  Buy USA Energy Recovery 3,556.25 6.473   1/11/16 5.700 23,021        1,071,613 -86,891  
    DAX Adidas 258.40 89.090   3/07/16 96.970 23,021        1,094,634 -109,912  
    OBX 25 short Seadrill 25.20 913.471   5/09/16 892.833 23,019        1,117,654 -132,931  
    OMXS 30 long Securitas 829.59 13.875   1/04/16 13.705 11,511        1,129,164 -144,442  
      Swedish Match 3,593.66 3.203   1/04/16 3.169 11,510        1,140,675 -155,952  
    Europe 50 SAP 315.96 72.860   1/04/16 70.580 23,021        1,163,696 -178,973  
    FT 30 ITV 61.71 373.033   1/11/16 356.368 23,020        1,186,716 -201,993  
1/04/16 Sell SSE 50 short China Northern Rare 11,265.01 1.789 2.422 8/03/15 2.081 -23,447 27,285 3,838 888,560  1,163,269 -174,708 988,560
    ASX 50 Origin Energy 5,450.84 3.253 4.511 11/30/15 3.831 -20,880 24,586 3,706 892,266  1,142,389 -150,122 992,266
    HSI-Fin ICBC 37,491.21 0.538 0.727 8/03/15 0.625 -23,447 27,237 3,790 896,057  1,118,942 -122,885 996,057
    ISEQ 20 FBD Holdings 1,572.29 6.603 7.044 12/07/15 6.820 -10,723 11,075 352 896,409  1,108,219 -111,809 996,409
    OMXH 25 Outokumpu 3,525.88 2.584 10.606 5/11/15 5.235 -18,458 37,394 18,936 915,346  1,089,761 -74,415 1,015,346
    OMXS 30 long Securitas 829.59 13.705   12/28/15 13.875 -11,511 11,370 -141 915,205  1,078,250 -63,045 1,015,205
      Swedish Match 3,593.66 3.169   12/28/15 3.203 -11,510 11,389 -121 915,084  1,066,740 -51,656 1,015,084
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 SAP 315.96 70.580   12/28/15 72.860 -23,021 22,300 -720 914,363  1,043,719 -29,355 1,014,363
    DJTA JetBlue Airways 940.44 20.201   8/31/15 19.906 -18,720 18,998 278 914,641  1,024,999 -10,357 1,014,641
    Topix (FRA) Ono Pharmaceutical 729.65 32.298   12/21/15 31.984 -23,337 23,566 229 914,871  1,001,662 13,209 1,014,871
    BSE Sensex 50 Bajaj Finance 2,874.69 8.393   12/21/15 8.118 -23,337 24,128 791 915,661  978,325 37,337 1,015,661
  Buy SSE 50 Shanghai Pudong 10,467.63 2.515   1/11/16 2.391 26,324        1,004,649 11,013  
    HSI-Fin Hang Seng Bank 1,545.43 17.034   1/11/16 16.023 26,324        1,030,973 -15,311  
    ISEQ 20 Flutter 106.70 123.350   1/18/16 119.900 13,161        1,044,134 -28,473  
      Dalata Hotel 2,446.47 5.380   1/18/16 4.930 13,162        1,057,296 -41,635  
    OMXH 25 Elisa 779.97 33.750   1/11/16 34.422 26,324        1,083,620 -67,959  
    OMXS 30 short SSAB 5,396.70 2.439   4/04/16 3.262 13,162        1,096,782 -81,121  
      SKF A 905.10 14.542   4/04/16 15.448 13,162        1,109,944 -94,283  
    Europe 50 Rio Tinto 10.18 2,585.270   1/25/16 2,112.660 26,318        1,136,262 -120,601  
    DJTA Ryder System 501.08 52.534   2/22/16 53.012 26,324        1,162,586 -146,925  
    Topix (FRA) Toshiba 1,325.48 19.860   8/15/16 25.260 26,324        1,188,910 -173,249  
    BSE Sensex 50 Larsen & Toubro 2,268.20 11.606   3/07/16 10.779 26,324        1,215,234 -199,573  
1/11/16 Sell USA long Energy Recovery 3,556.25 5.700   12/28/15 6.473 -23,021 20,272 -2,749 912,912  1,192,213 -179,301 1,012,912
    Euro 50 Fresenius 143.48 59.420   10/26/15 64.150 -9,204 8,526 -679 912,233  1,183,009 -170,776 1,012,233
      Inditex 273.86 29.430   10/26/15 33.610 -9,204 8,060 -1,145 911,089  1,173,805 -162,716 1,011,089
    France Ubisoft 882.37 24.260   11/23/15 26.805 -23,652 21,406 -2,246 908,843  1,150,153 -141,310 1,008,843
    Germany SMA Solar 442.14 49.315   11/30/15 47.225 -20,880 21,804 924 909,767  1,129,273 -119,506 1,009,767
    SSE 50 Shanghai Pudong 10,467.63 2.391   1/04/16 2.515 -26,324 25,026 -1,298 908,469  1,102,949 -94,480 1,008,469
    HSI-Fin Hang Seng Bank 1,545.43 16.023   1/04/16 17.034 -26,324 24,763 -1,561 906,908  1,076,625 -69,717 1,006,908
    OMXH 25 Elisa 779.97 34.422   1/04/16 33.750 -26,324 26,848 524 907,432  1,050,301 -42,869 1,007,432
    FT 30 ITV 61.71 356.368   12/28/15 373.033 -23,020 21,991 -1,028 906,403  1,027,281 -20,877 1,006,403
    Topix (TYO) Subaru 713.19 33.663   6/11/12 6.048 -4,313 24,008 19,695 926,098  1,022,968 3,131 1,026,098
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Euro 50 short Volkswagen 109.91 117.050   1/25/16 110.750 12,865        1,035,833 -9,734  
      Banco Santander 3,153.19 4.080   1/25/16 3.860 12,865        1,048,698 -22,599  
    France Vallourec 97.58 263.680   4/18/16 148.800 25,730        1,074,428 -48,329  
    SSE 50 Haitong Secs 14,632.62 1.758   6/13/16 1.997 25,730        1,100,158 -74,059  
    ASX 50 Origin Energy 9,398.40 2.738   2/29/16 2.906 25,730        1,125,888 -99,789  
    HSI-Fin China Life Ins HK 10,137.50 2.538   6/06/16 1.986 25,730        1,151,618 -125,519  
    OMXH 25 Outokumpu 10,391.76 2.476   4/25/16 3.996 25,730        1,177,348 -151,249  
    FT 30 Tesco 104.28 246.739   1/25/16 258.955 25,730        1,203,077 -176,979  
    Topix (TYO) Toshiba 1,430.65 17.985   10/31/16 33.076 25,730        1,228,807 -202,709  
1/18/16 Sell HDAX long SMA Solar 495.07 41.200   11/23/15 47.775 -23,652 20,397 -3,255 922,843  1,205,155 -182,312 1,022,843
    ISEQ 20 Flutter 106.70 119.900   1/04/16 123.350 -13,161 12,793 -368 922,475  1,191,994 -169,519 1,022,475
      Dalata Hotel 2,446.47 4.930   1/04/16 5.380 -13,162 12,061 -1,101 921,374  1,178,832 -157,458 1,021,374
    QIX Freenet 414.55 28.325   1/23/12 10.515 -4,359 11,742 7,383 928,757  1,174,473 -145,716 1,028,757
  Buy HDAX short Aixtron 6,689.70 3.300   3/14/16 3.331 22,076        1,196,549 -167,792  
    ISEQ 20 FBD Holdings 1,713.98 6.440   5/30/16 6.529 11,038        1,207,587 -178,830  
    QIX BMW 282.66 78.100   2/08/16 69.300 22,076        1,229,663 -200,905  
1/25/16 Sell Euro 50 short Volkswagen 109.91 110.750 123.708 1/11/16 117.050 -12,865 13,597 732 929,489  1,216,798 -187,309 1,029,489
      Banco Santander 3,153.19 3.860 4.313 1/11/16 4.080 -12,865 13,598 733 930,222  1,203,933 -173,710 1,030,222
    Europe 50 Rio Tinto 10.18 2,112.660 3,163.610 1/04/16 2,585.270 -26,318 32,206 5,888 936,110  1,177,615 -141,505 1,036,110
    FT 30 Tesco 104.28 258.955 234.523 1/11/16 246.739 -25,730 24,456 -1,274 934,836  1,151,885 -117,049 1,034,836
  Buy Euro 50 long SAP 157.84 72.680   4/04/16 70.040 11,472        1,163,357 -128,521  
      Vinci 186.14 61.630   4/04/16 65.450 11,472        1,174,828 -139,992  
    Europe 50 SAP 315.69 72.680   3/28/16 70.840 22,944        1,197,773 -162,937  
    FT 30 National Grid 18.47 1,242.520   2/01/16 1,311.560 22,949        1,220,722 -185,886  
2/01/16 Sell   long National Grid 18.47 1,311.560   1/25/16 1,242.520 -22,949 24,225 1,275 936,111  1,197,773 -161,662 1,036,111
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short NatWest 66.22 330.109   4/18/16 299.798 21,860        1,219,633 -183,521  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.47 436.037   10/19/15 505.914 -17,439 15,030 -2,409 933,702  1,202,194 -168,491 1,033,702
    OMXC 20 Genmab 208.57 88.896   11/23/15 113.399 -23,652 18,541 -5,111 928,592  1,178,542 -149,950 1,028,592
    QIX short BMW 282.66 69.300 88.018 1/18/16 78.100 -22,076 24,879 2,803 931,395  1,156,466 -125,071 1,031,395
  Buy Nasdaq 100 Micron Technology 2,493.95 9.085   3/21/16 10.259 22,658        1,179,124 -147,729  
    QIX long Rational 55.92 405.150   4/11/16 463.700 22,656        1,201,780 -170,385  
2/22/16 Sell DJTA short Ryder System 501.08 53.012 52.057 1/04/16 52.534 -26,324 26,085 -239 931,156  1,175,456 -144,301 1,031,156
    NZX 50 long Tourism 16,759.84 1.542   7/28/14 0.744 -12,471 25,839 13,368 944,523  1,162,985 -118,462 1,044,523
  Buy OMXC 20 Vestas Wind Systems 1,916.95 12.077   2/29/16 12.460 23,151        1,186,136 -141,613  
    DJTA Delta Air Lines 523.48 44.225   3/07/16 43.943 23,151        1,209,287 -164,764  
    NZX 50 short ANZ Banking NZ 1,513.54 15.296   2/29/16 14.670 23,151        1,232,438 -187,915  
2/29/16 Sell ASX 50 short Origin Energy 9,398.40 2.906 2.569 1/11/16 2.738 -25,730 24,147 -1,583 942,941  1,206,708 -163,768 1,042,941
    OMXC 20 long Vestas Wind Systems 1,916.95 12.460   2/22/16 12.077 -23,151 23,885 734 943,674  1,183,557 -139,883 1,043,674
    NZX 50 short ANZ Banking NZ 1,513.54 14.670 15.949 2/22/16 15.296 -23,151 24,139 988 944,662  1,160,406 -115,744 1,044,662
  Buy ASX 50 long Newcrest Mining 2,022.84 11.480   11/05/18 13.103 23,222        1,183,628 -138,966  
    NZX 50 a2 Milk 21,784.24 1.066   5/22/17 2.174 23,222        1,206,850 -162,188  
3/07/16 Sell S&P 100 short ConocoPhilips 524.45 37.595 55.443 7/27/15 45.655 -23,944 29,077 5,133 949,796  1,182,906 -133,111 1,049,796
    DAX long Adidas 258.40 96.970   12/28/15 89.090 -23,021 25,057 2,036 951,832  1,159,886 -108,054 1,051,832
    MerVal Pampa Energía 16,018.97 0.728   10/26/15 1.149 -18,409 11,662 -6,747 945,085  1,141,477 -96,392 1,045,085
    DJTA Delta Air Lines 523.48 43.943   2/22/16 44.225 -23,151 23,003 -148 944,937  1,118,326 -73,389 1,044,937
    Nikkei (FRA) short OKI Electric 934.06 12.000 10.960 12/07/15 11.480 -10,723 10,237 -486 944,451  1,107,603 -63,151 1,044,451
      Sharp 1,128.74 13.180 5.820 12/07/15 9.500 -10,723 6,569 -4,154 940,297  1,096,880 -56,582 1,040,297
    BSE Sensex 50 Larsen & Toubro 2,268.20 10.779 12.496 1/04/16 11.606 -26,324 28,344 2,020 942,318  1,070,556 -28,238 1,042,318
  Buy USA long Energy Recovery 3,257.48 7.782   10/29/18 6.189 25,351        1,095,907 -53,589  
    S&P 100 Facebook 264.04 96.013   3/28/16 101.554 25,351        1,121,258 -78,940  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX short Deutsche Bank 1,601.14 15.833   4/25/16 14.347 25,351        1,146,609 -104,291  
    MerVal YPF 1,533.20 16.535   4/11/16 14.912 25,351        1,171,960 -129,642  
    DJTA Avis Budget 991.71 25.563   3/14/16 24.329 25,351        1,197,311 -154,993  
    Nikkei (FRA) long Nippon Suisan 2,988.80 4.241   3/14/16 4.289 12,676        1,209,987 -167,669  
      Yamaha 485.63 26.101   3/14/16 27.038 12,675        1,222,662 -180,344  
    BSE Sensex 50 Bajaj Finance 2,954.90 8.579   12/10/18 29.076 25,351        1,248,013 -205,695  
3/14/16 Sell HDAX short Aixtron 6,689.70 3.331 3.269 1/18/16 3.300 -22,076 21,869 -207 942,110  1,225,937 -183,827 1,042,110
    DJTA Avis Budget 991.71 24.329 26.860 3/07/16 25.563 -25,351 26,637 1,286 943,396  1,200,586 -157,190 1,043,396
    Nikkei (FRA) long Nippon Suisan 2,988.80 4.289   3/07/16 4.241 -12,676 12,819 143 943,540  1,187,910 -144,371 1,043,540
      Yamaha 485.63 27.038   3/07/16 26.101 -12,675 13,130 455 943,995  1,175,235 -131,240 1,043,995
  Buy HDAX SMA Solar 524.55 43.500   4/11/16 45.160 22,818        1,198,053 -154,058  
    DJTA Alaska Air Group 317.49 71.870   10/29/18 53.552 22,818        1,220,871 -176,876  
    Nikkei (FRA) short Toshiba 687.70 16.590   7/18/16 25.800 11,409        1,232,280 -188,285  
      IHI 627.56 18.180   7/18/16 25.860 11,409        1,243,689 -199,694  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,493.95 10.259 7.912 2/08/16 9.085 -22,658 19,731 -2,927 941,068  1,221,031 -179,963 1,041,068
    TSX 60 Cenovus Energy 1,190.38 12.064 19.931 5/11/15 15.506 -18,458 23,725 5,267 946,335  1,202,573 -156,238 1,046,335
    DJ Global Titans ConocoPhilips 719.05 37.886 36.068 8/24/15 36.977 -26,588 25,934 -654 945,681  1,175,985 -130,304 1,045,681
  Buy Nasdaq 100 long NVidia 3,033.85 7.543   10/29/18 40.739 22,884        1,198,869 -153,188  
    TSX 60 Barrick Gold 1,753.76 13.049   6/27/16 19.168 22,884        1,221,753 -176,072  
    DJ Global Titans McDonald´s 207.73 110.161   3/28/16 110.022 22,884        1,244,636 -198,955  
3/28/16 Sell S&P 100 long Facebook 264.04 101.554   3/07/16 96.013 -25,351 26,814 1,463 947,144  1,219,285 -172,141 1,047,144
    ATX short Vienna Insurance 649.01 18.660 39.765 9/07/15 27.240 -17,679 25,808 8,129 955,273  1,201,606 -146,333 1,055,273
    BEL 20 Solvay 188.68 85.670 93.522 9/28/15 89.510 -16,889 17,646 757 956,030  1,184,717 -128,687 1,056,030
    Europe 50 long SAP 315.69 70.840   1/25/16 72.680 -22,944 22,363 -581 955,449  1,161,773 -106,324 1,055,449
    DJ Global Titans McDonald´s 207.73 110.022   3/21/16 110.161 -22,884 22,855 -29 955,420  1,138,889 -83,469 1,055,420
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 Devon Energy 1,052.70 23.082   4/25/16 30.124 24,298        1,163,187 -107,767  
    ATX long Flughafen Wien 997.97 24.348   5/16/16 25.113 24,298        1,187,485 -132,065  
    BEL 20 Bekaert 694.23 35.000   4/25/16 37.780 24,298        1,211,783 -156,363  
    Europe 50 short Credit Suisse 1,898.73 12.797   4/18/16 13.328 24,298        1,236,081 -180,661  
    DJ Global