Sat, Dec 4th, 2021, 17:44UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  106,456 -2,953 103,502
  Buy ATX Flughafen Wien 302.77 8.300   3/26/12 7.050 2,513        108,969 -5,466  
7/25/11 Buy ASX 50 short Macquarie Group 117.63 20.828   1/16/12 19.953 2,450        111,419 -7,916  
    DJ Global Titans Bank of America 351.52 6.970   12/26/11 4.202 2,450        113,869 -10,366  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  110,559 -4,395 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  107,769 -1,577 106,192
  Buy S&P 100 short AIG 131.67 19.860   1/09/12 18.875 2,615        110,384 -4,192  
    HSI New World Dev 695.55 3.760   12/26/11 2.465 2,615        112,999 -6,807  
    HDAX Commerzbank 139.09 18.801   1/23/12 14.511 2,615        115,614 -9,422  
    RTX Mobile TeleSystems 212.26 12.320   6/25/12 13.400 2,615        118,229 -12,037  
    DJTA Delta Air Lines 482.63 5.418   10/24/11 6.408 2,615        120,844 -14,652  
    Topix (FRA) Nintendo 23.64 110.600   1/23/12 105.744 2,615        123,458 -17,267  
    SP Global 100 Carrefour 130.23 20.080   4/30/12 15.175 2,615        126,073 -19,882  
8/08/11 Buy Nasdaq 100 short Akamai 146.33 14.741   10/10/11 17.540 2,157        128,230 -22,039  
    Kospi 50 LG Display 157.82 13.668   10/10/11 14.049 2,157        130,387 -24,196  
    DAX Commerzbank 140.48 15.354   12/19/11 9.482 2,157        132,544 -26,353  
    MDAX Ceconomy 224.43 9.611   5/14/12 7.298 2,157        134,701 -28,510  
    FTSE Lloyds Bank 57.29 37.648   11/28/11 27.613 2,157        136,858 -30,667  
    Europe 50 Lloyds Bank 57.29 37.648   12/19/11 27.968 2,157        139,015 -32,824  
    BSE Sensex 50 Tata Motors 834.53 2.585   10/03/11 2.302 2,157        141,172 -34,981  
    QIX Pro7-Sat1 154.07 14.000   1/23/12 17.200 2,157        143,329 -37,138  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/22/11 Buy DJIA short Goldman Sachs 23.33 73.991   12/19/11 67.244 1,726        145,055 -38,864  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  140,522 -35,229 105,293
  Buy   short Nintendo 15.02 116.602   2/13/12 104.998 1,751        142,274 -36,980  
9/05/11 Buy Euro 50 short Societe Generale 42.15 20.250   1/09/12 15.000 854        143,127 -37,834  
      Unicredit 31.08 27.460   1/09/12 11.455 853        143,981 -38,687  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  140,843 -33,824 107,019
    BSE Sensex 50 short Tata Motors 834.53 2.302 2.902 8/08/11 2.585 -2,157 2,422 265 7,284  138,686 -31,402 107,284
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,583 -33,299  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,480 -35,196  
10/10/11 Sell Nasdaq 100 short Akamai 146.33 17.540 11.942 8/08/11 14.741 -2,157 1,747 -410 6,874  140,323 -33,448 106,874
    Kospi 50 LG Display 157.82 14.049 13.287 8/08/11 13.668 -2,157 2,097 -60 6,814  138,166 -31,351 106,814
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,052 -33,237  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        141,937 -35,123  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,698  140,040 -33,342 106,698
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,666  138,143 -31,477 106,666
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,022 -33,356  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        141,901 -35,235  
10/24/11 Sell DJTA short Delta Air Lines 482.63 6.408 4.429 8/01/11 5.418 -2,615 2,137 -478 6,188  139,286 -33,098 106,188
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,277  137,407 -31,131 106,277
  Buy DJTA long Kansas City Southern 42.43 44.258   11/21/11 48.824 1,878        139,285 -33,008  
    BSE Sensex 50 Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        141,163 -34,886  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,278  139,284 -33,006 106,278
  Buy   short Heartland 6,066.93 0.302   3/05/12 0.277 1,831        141,115 -34,837  
11/21/11 Sell DJTA long Kansas City Southern 42.43 48.824   10/24/11 44.258 -1,878 2,072 194 6,472  139,237 -32,765 106,472
  Buy USA short Netflix 234.16 7.867   11/28/11 7.544 1,842        141,079 -34,607  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA JetBlue Airways 693.92 2.655   12/05/11 3.509 1,842        142,921 -36,449  
11/28/11 Sell USA short Netflix 234.16 7.544 8.203 11/21/11 7.867 -1,842 1,921 79 6,551  141,079 -34,529 106,551
    FTSE Lloyds Bank 57.29 27.613 51.330 8/08/11 37.648 -2,157 2,941 784 7,335  138,923 -31,588 107,335
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,379  136,133 -26,754 109,379
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,333  134,738 -25,404 109,333
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,910  133,343 -23,433 109,910
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,378  129,800 -18,421 111,378
  Buy FTSE long Next 0.75 3,105.900   6/04/12 3,698.710 2,329        132,129 -20,751  
    OMXC 20 Tryg 270.19 8.598   5/14/12 8.768 2,323        134,452 -23,074  
    OMXS 30 Getinge 62.31 18.641   5/14/12 19.967 1,162        135,614 -24,235  
      Lundin 62.17 18.684   5/14/12 15.471 1,162        136,775 -25,397  
    Nordic 30 Equinor 127.25 18.255   5/07/12 19.757 2,323        139,098 -27,720  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,173  136,434 -23,261 113,173
    DJTA JetBlue Airways 693.92 3.509 1.800 11/21/11 2.655 -1,842 1,249 -593 12,581  134,592 -22,011 112,581
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,847 -24,266  
    DJTA Kirby 47.16 48.011   6/25/12 36.163 2,264        139,111 -26,530  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   12/05/11 3,416.030 -2,255 2,318 63 12,644  136,856 -24,212 112,644
  Buy   short Lloyds Bank 77.29 28.594   12/19/11 27.968 2,210        139,066 -26,422  
12/19/11 Sell DJIA short Goldman Sachs 23.33 67.244 81.415 8/22/11 73.991 -1,726 1,899 173 12,817  137,340 -24,523 112,817
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,515  135,454 -22,939 112,515
    DAX short Commerzbank 140.48 9.482 24.862 8/08/11 15.354 -2,157 3,493 1,336 13,851  133,297 -19,446 113,851
    Europe 50 Lloyds Bank 57.29 27.968 50.678 8/08/11 37.648 -2,157 2,903 747 14,598  131,140 -16,543 114,598
    FT 30 Lloyds Bank 77.29 27.968 29.234 12/12/11 28.594 -2,210 2,260 49 14,647  128,930 -14,283 114,647
  Buy DJIA long Visa 132.78 18.897   8/24/15 58.880 2,509        131,439 -16,792  
    Kospi 50 short Hyundai Heavy 13.76 182.275   1/23/12 209.385 2,508        133,948 -19,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX long Merck (EMD) 68.37 36.695   6/04/12 36.500 2,509        136,456 -21,809  
    Europe 50 Roche 19.34 129.719   10/20/14 222.572 2,509        138,965 -24,318  
    FT 30 Tate & Lyle 3.10 808.105   5/14/12 858.422 2,505        141,470 -26,823  
12/26/11 Sell HSI short New World Dev 695.55 2.465 5.735 8/01/11 3.760 -2,615 3,989 1,374 16,021  138,855 -22,834 116,021
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,440  135,058 -16,618 118,440
    DJ Global Titans Bank of America 351.52 4.202 11.562 7/25/11 6.970 -2,450 4,064 1,614 20,054  132,608 -12,554 120,054
  Buy HSI long Lenovo 4,990.71 0.538   5/21/12 0.656 2,687        135,295 -15,241  
    OMXH 25 Huhtamäki 291.43 9.220   1/02/12 9.150 2,687        137,982 -17,928  
    DJ Global Titans Philip Morris 44.46 60.439   1/23/12 57.914 2,687        140,669 -20,615  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,236  137,245 -16,010 121,236
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,245  135,676 -11,432 124,245
      Ryanair Holdings 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 24,052  134,107 -10,056 124,052
    OMXH 25 long Huhtamäki 291.43 9.150   12/26/11 9.220 -2,687 2,667 -20 24,031  131,420 -7,389 124,031
  Buy Germany Encavis 897.78 3.248   5/14/12 2.970 2,916        134,336 -10,305  
    AEX Vopak 70.96 41.095   4/09/12 44.780 2,916        137,253 -13,221  
    ISEQ 20 Flutter 32.33 45.100   5/21/12 50.010 1,458        138,711 -14,679  
      Ryanair Holdings 385.71 3.780   5/21/12 4.040 1,458        140,169 -16,137  
    OMXH 25 short Outokumpu 250.95 11.620   1/09/12 12.510 2,916        143,085 -19,053  
1/09/12 Sell S&P 100 short AIG 131.67 18.875 20.895 8/01/11 19.860 -2,615 2,751 136 24,168  140,470 -16,302 124,168
    Euro 50 Societe Generale 42.15 15.000 27.338 9/05/11 20.250 -854 1,152 299 24,466  139,616 -15,150 124,466
      Unicredit 31.08 11.455 65.827 9/05/11 27.460 -853 2,046 1,192 25,659  138,763 -13,104 125,659
    OMXH 25 Outokumpu 250.95 12.510 10.730 1/02/12 11.620 -2,916 2,693 -223 25,435  135,847 -10,411 125,435
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,405  134,075 -8,670 125,405
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,768  132,304 4,464 136,768
  Buy S&P 100 long Biogen 39.07 90.342   9/03/12 116.954 3,530        135,833 934  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 ASML 54.48 32.400   8/24/15 74.790 1,765        137,598 -831  
      AB InBev 37.16 47.495   8/24/15 91.280 1,765        139,363 -2,596  
    OMXH 25 Wärtsilä 422.08 8.363   1/30/12 8.837 3,530        142,893 -6,126  
    Nikkei (FRA) Aozora Bank 82.59 21.370   5/14/12 18.670 1,765        144,658 -7,891  
      Nitto Boseki 136.03 12.975   5/14/12 12.260 1,765        146,423 -9,656  
1/16/12 Sell ASX 50 short Macquarie Group 117.63 19.953 21.742 7/25/11 20.828 -2,450 2,557 107 36,875  143,973 -7,098 136,875
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,813  139,666 -1,853 137,813
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,506  137,895 -389 137,506
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,191  136,123 1,068 137,191
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,286  133,083 14,203 147,286
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,752  130,352 20,399 150,752
  Buy ASX 50 long James Hardie Ind 730.60 5.856   1/23/12 6.001 4,278        134,630 16,121  
    HSI-Fin AIA 1,630.21 2.624   5/14/12 2.577 4,278        138,908 11,843  
    HSI-Prop China Ov Land & Inv 1,388.06 1.541   6/10/13 2.124 2,139        141,047 9,704  
      China Res Land 1,513.69 1.413   6/10/13 2.183 2,139        143,186 7,565  
    HSI-C&I Sands China 1,665.63 2.568   5/21/12 2.614 4,278        147,464 3,287  
    OBX 25 Equinor 222.07 19.264   5/14/12 19.745 4,278        151,742 -991  
    Indices ISEQ-Overall 1.42 3,005.690   5/21/12 3,087.810 4,268        156,010 -5,259  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 52,151  153,472 -1,322 152,151
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,816  150,808 2,007 152,816
    Kospi 50 Hyundai Heavy 13.76 209.385 155.165 12/19/11 182.275 -2,508 2,135 -373 52,443  148,300 4,142 152,443
    ASX 50 long James Hardie Ind 730.60 6.001   1/16/12 5.856 -4,278 4,384 106 52,549  144,022 8,527 152,549
    HDAX short Commerzbank 139.09 14.511 24.359 8/01/11 18.801 -2,615 3,388 773 53,322  141,407 11,915 153,322
    Topix (FRA) Nintendo 23.64 105.744 115.679 8/01/11 110.600 -2,615 2,735 120 53,442  138,793 14,650 153,442
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 57,007  136,014 20,993 157,007
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Pro7-Sat1 154.07 17.200 10.800 8/08/11 14.000 -2,157 1,664 -493 56,514  133,857 22,657 156,514
    DJ Global Titans long Philip Morris 44.46 57.914   12/26/11 60.439 -2,687 2,575 -112 56,401  131,170 25,232 156,401
  Buy France Hermes International 17.90 253.600   4/23/12 251.250 4,539        135,709 20,693  
    SSE 50 China Minsheng Bk 6,799.46 0.668   3/19/12 0.633 4,540        140,249 16,153  
    Kospi 50 Samsung Electronics 295.85 15.346   5/21/12 16.200 4,540        144,789 11,612  
    ASX 50 short QBE Insurance 473.63 9.586   1/30/12 9.544 4,540        149,329 7,072  
    HDAX long Dürr 497.53 9.125   8/04/14 28.230 4,540        153,869 2,532  
    Topix (FRA) Fast Retailing 31.07 146.118   2/27/12 148.473 4,540        158,409 -2,007  
    CAC Mid 60 Innate Pharma 2,654.97 1.710   5/14/12 1.650 4,540        162,949 -6,547  
    QIX Freenet 431.76 10.515   1/18/16 28.325 4,540        167,489 -11,087  
    DJ Global Titans short Bank of America 809.43 5.609   2/06/12 6.060 4,540        172,029 -15,627  
1/30/12 Sell ASX 50 short QBE Insurance 473.63 9.544 9.628 1/23/12 9.586 -4,540 4,560 20 56,421  167,489 -11,067 156,421
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,448  164,785 -6,337 158,448
    OMXH 25 long Wärtsilä 422.08 8.837   1/09/12 8.363 -3,530 3,730 200 58,648  161,255 -2,607 158,648
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,394  156,948 4,446 161,394
  Buy ASX 50 long James Hardie Ind 719.21 5.763   8/17/15 12.058 4,145        161,093 301  
    SDAX Encavis 1,372.06 3.021   5/21/12 2.951 4,145        165,238 -3,844  
    OMXH 25 short Nokia 1,068.30 3.880   2/13/12 3.800 4,145        169,383 -7,989  
    BSE Sensex 30 long Hindustan Unilever 683.86 6.061   11/16/15 11.144 4,145        173,528 -12,134  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,449  170,468 -7,019 163,449
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,088  166,925 -1,837 165,088
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,313  163,615 1,698 165,313
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 72,032  160,575 11,458 172,032
    DJ Global Titans Bank of America 809.43 6.060 5.157 1/23/12 5.609 -4,540 4,175 -365 71,667  156,035 15,632 171,667
  Buy CAC 40 long Airbus 171.94 27.230   4/09/12 29.725 4,682        160,717 10,950  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 Bankinter 1,356.32 3.452   2/13/12 3.297 4,682        165,399 6,268  
    PSI 20 Jerónimo Martins 364.64 12.840   2/20/12 12.970 4,682        170,081 1,586  
    MerVal short Gr Fin Galicia 7,894.12 0.593   2/27/12 0.596 4,682        174,763 -3,096  
    DJ Global Titans long Apple 371.59 12.600   5/21/12 15.695 4,682        179,445 -7,778  
2/13/12 Sell IBEX 35 long Bankinter 1,356.32 3.297   2/06/12 3.452 -4,682 4,472 -210 71,457  174,763 -3,306 171,457
    OMXH 25 short Nokia 1,068.30 3.800 3.962 1/30/12 3.880 -4,145 4,232 87 71,544  170,618 926 171,544
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,958  167,558 7,401 174,958
    Topix (TYO) Nintendo 15.02 104.998 129.488 8/29/11 116.602 -1,751 1,945 194 75,152  165,806 9,346 175,152
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,265  162,258 17,007 179,265
  Buy IBEX 35 Sacyr 1,480.39 3.314   8/20/12 1.284 4,906        167,164 12,101  
    OMXH 25 long Nokian Tyres 145.58 33.700   4/09/12 36.040 4,906        172,071 7,195  
    Topix (TYO) Fast Retailing 31.68 154.867   5/07/12 167.646 4,906        176,977 2,288  
    GEX 4SC 79.65 61.593   5/07/12 48.084 4,906        181,883 -2,617  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,394  178,823 5,571 184,394
    PSI 20 long Jerónimo Martins 364.64 12.970   2/06/12 12.840 -4,682 4,729 47 84,441  174,141 10,300 184,441
  Buy TSX 60 Constellation Soft 68.86 70.699   4/16/12 66.838 4,868        179,009 5,432  
    PSI 20 short Pharol 1,159.05 4.200   2/27/12 3.989 4,868        183,877 564  
    SLI long Sonova 57.08 85.291   4/23/12 82.016 4,868        188,745 -4,305  
2/27/12 Sell PSI 20 short Pharol 1,159.05 3.989 4.422 2/20/12 4.200 -4,868 5,126 258 84,698  183,877 821 184,698
    MerVal Gr Fin Galicia 7,894.12 0.596 0.591 2/06/12 0.593 -4,682 4,662 -20 84,679  179,195 5,483 184,679
    Topix (FRA) long Fast Retailing 31.07 148.473   1/23/12 146.118 -4,540 4,613 73 84,752  174,656 10,096 184,752
  Buy PSI 20 Jerónimo Martins 358.95 13.570   3/12/12 14.360 4,871        179,527 5,225  
    Topix (FRA) short Mazda Motor 762.28 6.390   3/05/12 6.150 4,871        184,397 354  
3/05/12 Sell NZX 50 short Heartland 6,066.93 0.277 0.329 10/31/11 0.302 -1,831 1,998 167 84,919  182,566 2,353 184,919
    Topix (FRA) Mazda Motor 762.28 6.150 6.639 2/27/12 6.390 -4,871 5,061 190 85,109  177,696 7,414 185,109
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MerVal Aluar 10,029.17 0.480   3/12/12 0.513 4,813        182,509 2,601  
    NZX 50 long a2 Milk 20,701.08 0.233   5/21/12 0.267 4,813        187,322 -2,212  
    Topix (FRA) Isuzu Motors 572.84 8.402   3/19/12 8.620 4,813        192,135 -7,025  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 88,002  189,345 -1,343 188,002
    PSI 20 long Jerónimo Martins 358.95 14.360   2/27/12 13.570 -4,871 5,155 284 88,285  184,474 3,812 188,285
    MerVal short Aluar 10,029.17 0.513 0.447 3/05/12 0.480 -4,813 4,483 -330 87,955  179,661 8,295 187,955
  Buy BEL 20 long Galapagos 391.23 12.540   5/14/12 10.990 4,906        184,567 3,389  
    PSI 20 short Pharol 1,245.49 3.939   3/26/12 4.022 4,906        189,473 -1,517  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,799.46 0.633   1/23/12 0.668 -4,540 4,305 -235 87,720  184,933 2,787 187,720
    Topix (FRA) Isuzu Motors 572.84 8.620   3/05/12 8.402 -4,813 4,938 125 87,845  180,120 7,725 187,845
  Buy SSE 50 short Anhui Conch Cement 2,500.64 1.955   4/09/12 2.031 4,889        185,009 2,836  
    Topix (FRA) Mazda Motor 756.81 6.460   8/13/12 4.800 4,889        189,898 -2,053  
3/26/12 Sell ATX short Flughafen Wien 302.77 7.050 9.772 7/18/11 8.300 -2,513 2,959 446 88,291  187,385 906 188,291
    PSI 20 Pharol 1,245.49 4.022 3.856 3/12/12 3.939 -4,906 4,803 -103 88,187  182,479 5,708 188,187
  Buy ATX long Österreichische Post 192.34 25.200   4/09/12 25.800 4,847        187,326 861  
    PSI 20 Jerónimo Martins 325.30 14.900   4/02/12 15.420 4,847        192,173 -3,985  
4/02/12 Sell   long Jerónimo Martins 325.30 15.420   3/26/12 14.900 -4,847 5,016 169 88,356  187,326 1,031 188,356
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,596  183,003 23,593 206,596
  Buy PSI 20 Banco Comercial 8,736.71 0.659   8/20/12 0.452 5,754        188,757 17,839  
    Athex LC long EYDAP 1,445.73 3.980   4/16/12 4.030 5,754        194,511 12,085  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,500.64 2.031 1.880 3/19/12 1.955 -4,889 4,700 -189 106,407  189,622 16,785 206,407
    ATX long Österreichische Post 192.34 25.800   3/26/12 25.200 -4,847 4,962 115 106,522  184,775 21,747 206,522
    CAC 40 Airbus 171.94 29.725   2/06/12 27.230 -4,682 5,111 429 106,951  180,093 26,858 206,951
    AEX Vopak 70.96 44.780   1/02/12 41.095 -2,916 3,178 261 107,212  177,177 30,036 207,212
    OMXH 25 Nokian Tyres 145.58 36.040   2/13/12 33.700 -4,906 5,247 341 107,553  172,271 35,282 207,553
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 China Northern Rare 2,101.87 2.888   6/04/12 3.823 6,070        178,341 29,212  
    ATX short Zumtobel 619.14 9.804   4/16/12 9.950 6,070        184,411 23,142  
    AEX ArcelorMittal 156.73 38.730   9/03/12 35.565 6,070        190,481 17,072  
    OMXH 25 Outokumpu 522.38 11.620   8/20/12 6.980 6,070        196,551 11,002  
4/16/12 Sell ATX short Zumtobel 619.14 9.950 9.658 4/09/12 9.804 -6,070 5,980 -90 107,463  190,481 16,982 207,463
    TSX 60 long Constellation Soft 68.86 66.838   2/20/12 70.699 -4,868 4,602 -266 107,197  185,613 21,584 207,197
    Athex LC EYDAP 1,445.73 4.030   4/02/12 3.980 -5,754 5,826 72 107,269  179,859 27,411 207,269
  Buy ATX Österreichische Post 219.49 26.725   5/21/12 27.000 5,866        185,724 21,545  
    TSX 60 short BlackBerry 580.47 10.106   8/20/12 5.638 5,866        191,590 15,679  
    Athex LC Public Power 3,784.52 1.550   9/03/12 1.330 5,866        197,456 9,813  
4/23/12 Sell France long Hermes International 17.90 251.250   1/23/12 253.600 -4,539 4,497 -42 107,227  192,917 14,310 207,227
    SLI Sonova 57.08 82.016   2/20/12 85.291 -4,868 4,681 -187 107,040  188,049 18,992 207,040
  Buy France short Solocal 3.83 1,476.830   8/13/12 1,038.280 5,656        193,705 13,335  
    MerVal YPF 420.60 13.433   8/27/12 14.446 5,650        199,355 7,685  
    SLI Lonza 163.75 34.504   11/26/12 36.099 5,650        205,005 2,035  
    GCX REC Silicon 1,624.17 3.479   2/11/13 1.027 5,650        210,655 -3,615  
4/30/12 Sell SP Global 100 short Carrefour 130.23 15.175 26.570 8/01/11 20.080 -2,615 3,460 845 107,885  208,040 -154 207,885
  Buy   long Apple 329.96 15.738   10/20/14 19.487 5,193        213,233 -5,347  
5/07/12 Sell Nordic 30 long Equinor 127.25 19.757   11/28/11 18.255 -2,323 2,514 191 108,076  210,910 -2,833 208,076
    Topix (TYO) Fast Retailing 31.68 167.646   2/13/12 154.867 -4,906 5,311 405 108,481  206,004 2,478 208,481
    GEX 4SC 79.65 48.084   2/13/12 61.593 -4,906 3,830 -1,076 107,405  201,098 6,308 207,405
  Buy Nordic 30 short Nokia 2,225.83 2.400   8/13/12 2.220 5,342        206,440 966  
    Topix (TYO) Sony 455.82 11.720   6/11/12 10.270 5,342        211,782 -4,377  
5/14/12 Sell Germany long Encavis 897.78 2.970   1/02/12 3.248 -2,916 2,666 -250 107,156  208,866 -1,710 207,156
    MDAX short Ceconomy 224.43 7.298 12.656 8/08/11 9.611 -2,157 2,840 683 107,839  206,709 1,130 207,839
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin long AIA 1,630.21 2.577   1/16/12 2.624 -4,278 4,202 -76 107,763  202,431 5,332 207,763
    BEL 20 Galapagos 391.23 10.990   3/12/12 12.540 -4,906 4,300 -606 107,156  197,525 9,632 207,156
    OMXC 20 Tryg 270.19 8.768   11/28/11 8.598 -2,323 2,369 46 107,202  195,202 12,001 207,202
    OBX 25 Equinor 222.07 19.745   1/16/12 19.264 -4,278 4,385 107 107,309  190,924 16,385 207,309
    OMXS 30 Getinge 62.31 19.967   11/28/11 18.641 -1,162 1,244 83 107,392  189,762 17,630 207,392
      Lundin 62.17 15.471   11/28/11 18.684 -1,162 962 -200 107,192  188,601 18,591 207,192
    FT 30 Tate & Lyle 3.10 858.422   12/19/11 808.105 -2,505 2,661 156 107,348  186,096 21,252 207,348
    Nikkei (FRA) Aozora Bank 82.59 18.670   1/09/12 21.370 -1,765 1,542 -223 107,125  184,331 22,794 207,125
      Nitto Boseki 136.03 12.260   1/09/12 12.975 -1,765 1,668 -97 107,028  182,566 24,462 207,028
    CAC Mid 60 Innate Pharma 2,654.97 1.650   1/23/12 1.710 -4,540 4,381 -159 106,869  178,026 28,843 206,869
  Buy Germany short SolarWorld 24.91 236.550   9/10/12 182.550 5,892        183,918 22,950  
    MDAX long Dürr 538.28 10.946   5/21/12 10.445 5,892        189,810 17,058  
    HSI-Fin short HK Exchgs & Clrg 518.85 11.356   9/17/12 11.718 5,892        195,702 11,166  
    BEL 20 Bekaert 257.86 22.850   6/25/12 18.225 5,892        201,594 5,274  
    OMXC 20 Vestas Wind Systems 5,199.44 1.133   5/28/12 1.008 5,892        207,486 -618  
    OBX 25 REC Silicon 1,702.15 3.462   9/03/12 2.359 5,892        213,378 -6,510  
    OMXS 30 ABB 227.20 12.967   7/23/12 14.168 2,946        216,324 -9,456  
      Nokia 1,259.84 2.338   7/23/12 1.752 2,946        219,270 -12,402  
    FT 30 Man Group 57.06 103.259   8/06/12 106.958 5,892        225,162 -18,294  
    Nikkei (FRA) Nippon Sheet Glass 325.88 9.040   1/07/13 9.100 2,946        228,108 -21,240  
      Sharp 76.26 38.630   1/07/13 23.550 2,946        231,054 -24,186  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        236,943 -30,075  
5/21/12 Sell HSI long Lenovo 4,990.71 0.656   12/26/11 0.538 -2,687 3,273 586 107,454  234,256 -26,802 207,454
    Kospi 50 Samsung Electronics 295.85 16.200   1/23/12 15.346 -4,540 4,793 253 107,707  229,716 -22,009 207,707
    ATX Österreichische Post 219.49 27.000   4/16/12 26.725 -5,866 5,926 60 107,768  223,850 -16,083 207,768
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Dürr 538.28 10.445   5/14/12 10.946 -5,892 5,622 -270 107,498  217,958 -10,460 207,498
    SDAX Encavis 1,372.06 2.951   1/30/12 3.021 -4,145 4,049 -96 107,402  213,813 -6,411 207,402
    HSI-C&I Sands China 1,665.63 2.614   1/16/12 2.568 -4,278 4,354 76 107,478  209,535 -2,057 207,478
    ISEQ 20 Flutter 32.33 50.010   1/02/12 45.100 -1,458 1,617 159 107,637  208,077 -440 207,637
      Ryanair Holdings 385.71 4.040   1/02/12 3.780 -1,458 1,558 100 107,737  206,619 1,118 207,737
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,441  203,559 6,882 210,441
    NZX 50 long a2 Milk 20,701.08 0.267   3/05/12 0.233 -4,813 5,519 706 111,147  198,746 12,401 211,147
    Indices ISEQ-Overall 1.42 3,087.810   1/16/12 3,005.690 -4,268 4,385 117 111,264  194,478 16,786 211,264
    DJ Global Titans Apple 371.59 15.695   2/06/12 12.600 -4,682 5,832 1,150 112,414  189,796 22,618 212,414
  Buy HSI short China Unicom 4,942.37 1.189   8/20/12 1.370 5,875        195,671 16,743  
    Kospi 50 SK Holdings 104.39 56.279   7/23/12 68.528 5,875        201,546 10,868  
    ATX Zumtobel 595.96 9.858   6/25/12 8.050 5,875        207,421 4,993  
    MDAX Ströer Media 739.64 7.943   5/28/12 8.000 5,875        213,296 -882  
    TecDAX SMA Solar 223.26 26.315   12/22/14 14.800 5,875        219,171 -6,757  
    SDAX Klöckner 749.94 7.834   10/29/12 7.058 5,875        225,046 -12,632  
    HSI-C&I Citic Pacific 4,959.48 1.185   9/17/12 0.959 5,875        230,921 -18,507  
    ISEQ 20 Bank of Ireland 1,125.48 2.610   8/27/12 2.490 2,938        233,858 -21,445  
      Smurfit Kappa 529.28 5.550   8/27/12 6.550 2,938        236,796 -24,382  
    SMI long Richemont 122.30 48.039   5/28/12 48.077 5,875        242,671 -30,257  
    NZX 50 short Katmandu 6,160.22 0.954   7/30/12 0.992 5,875        248,546 -36,132  
    Indices Athex Large Cap 2.90 2,028.100   9/10/12 2,671.700 5,881        254,428 -42,014  
    Nikkei (TYO) Nippon Sheet Glass 689.63 8.519   7/02/12 8.411 5,875        260,303 -47,889  
    DJ Global Titans Telefónica 598.51 9.816   5/28/12 9.440 5,875        266,178 -53,764  
5/28/12 Sell MDAX short Ströer Media 739.64 8.000 7.886 5/21/12 7.943 -5,875 5,833 -42 112,371  260,303 -47,931 212,371
    OMXC 20 Vestas Wind Systems 5,199.44 1.008 1.274 5/14/12 1.133 -5,892 6,624 732 113,104  254,411 -41,307 213,104
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 122.30 48.077   5/21/12 48.039 -5,875 5,880 5 113,108  248,535 -35,427 213,108
    DJ Global Titans short Telefónica 598.51 9.440 10.207 5/21/12 9.816 -5,875 6,109 234 113,342  242,660 -29,318 213,342
  Buy MDAX long Rhön-Klinikum 209.14 21.995   6/04/12 22.100 4,600        247,260 -33,918  
    OMXC 20 GN Store Nord 67.50 68.150   6/04/12 67.500 4,600        251,861 -38,518  
    SMI short Credit Suisse 292.35 15.734   6/04/12 15.300 4,600        256,461 -43,118  
    DJ Global Titans long Apple 282.08 16.307   10/22/12 17.386 4,600        261,061 -47,718  
6/04/12 Sell SSE 50 long China Northern Rare 2,101.87 3.823   4/09/12 2.888 -6,070 8,036 1,966 115,308  254,991 -39,682 215,308
    DAX Merck (EMD) 68.37 36.500   12/19/11 36.695 -2,509 2,496 -13 115,295  252,482 -37,187 215,295
    MDAX Rhön-Klinikum 209.14 22.100   5/28/12 21.995 -4,600 4,622 22 115,317  247,882 -32,565 215,317
    FTSE Next 0.75 3,698.710   11/28/11 3,105.900 -2,329 2,774 445 115,761  245,552 -29,791 215,761
    OMXC 20 GN Store Nord 67.50 67.500   5/28/12 68.150 -4,600 4,556 -44 115,717  240,952 -25,235 215,717
    SMI short Credit Suisse 292.35 15.300 16.181 5/28/12 15.734 -4,600 4,730 131 115,848  236,352 -20,504 215,848
  Buy SSE 50 China Unicom 9,650.20 0.506   12/10/12 0.413 4,883        241,235 -25,387  
    DAX thyssenkrupp 385.40 12.670   7/16/12 14.565 4,883        246,118 -30,270  
    MDAX Ströer Media 583.04 8.375   6/18/12 8.546 4,883        251,001 -35,153  
    FTSE Aviva 14.61 334.157   7/30/12 382.206 4,882        255,883 -40,035  
    OMXC 20 Vestas Wind Systems 5,594.64 0.873   6/18/12 0.791 4,883        260,766 -44,918  
    SMI long Swiss Re 111.63 43.744   6/11/12 46.079 4,883        265,649 -49,801  
6/11/12 Sell   long Swiss Re 111.63 46.079   6/04/12 43.744 -4,883 5,144 261 116,109  260,766 -44,658 216,109
    Topix (TYO) short Sony 455.82 10.270 13.374 5/07/12 11.720 -5,342 6,096 754 116,863  255,424 -38,561 216,863
  Buy SMI Credit Suisse 277.25 16.076   6/18/12 14.519 4,457        259,881 -43,018  
    Topix (TYO) long Subaru 737.00 6.048   1/11/16 33.663 4,457        264,338 -47,475  
6/18/12 Sell MDAX short Ströer Media 583.04 8.546 8.204 6/04/12 8.375 -4,883 4,783 -100 116,763  259,455 -42,692 216,763
    OMXC 20 Vestas Wind Systems 5,594.64 0.791 0.963 6/04/12 0.873 -4,883 5,390 507 117,270  254,572 -37,302 217,270
    SMI Credit Suisse 277.25 14.519 17.799 6/11/12 16.076 -4,457 4,935 478 117,748  250,115 -32,367 217,748
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 409.45 11.318   6/25/12 11.594 4,634        254,749 -37,001  
    OMXC 20 GN Store Nord 63.26 73.250   6/25/12 71.650 4,634        259,383 -41,635  
    SMI Swiss Re 99.40 46.620   11/19/12 54.864 4,634        264,017 -46,269  
6/25/12 Sell ATX short Zumtobel 595.96 8.050 12.072 5/21/12 9.858 -5,875 7,194 1,320 119,067  258,142 -39,075 219,067
    MDAX long Dürr 409.45 11.594   6/18/12 11.318 -4,634 4,747 113 119,180  253,508 -34,328 219,180
    RTX short Mobile TeleSystems 212.26 13.400 11.240 8/01/11 12.320 -2,615 2,386 -229 118,951  250,893 -31,942 218,951
    BEL 20 Bekaert 257.86 18.225 28.649 5/14/12 22.850 -5,892 7,387 1,495 120,446  245,001 -24,555 220,446
    OMXC 20 long GN Store Nord 63.26 71.650   6/18/12 73.250 -4,634 4,533 -101 120,345  240,367 -20,022 220,345
    DJTA Kirby 47.16 36.163   12/05/11 48.011 -2,264 1,705 -559 119,786  238,103 -18,317 219,786
  Buy ATX Österreichische Post 194.52 25.890   7/29/13 31.600 5,036        243,139 -23,353  
    MDAX short Ströer Media 626.29 8.041   7/02/12 8.090 5,036        248,175 -28,389  
    RTX long Magnit 236.99 21.250   7/02/12 22.430 5,036        253,211 -33,425  
    BEL 20 Galapagos 411.10 12.250   10/22/12 16.900 5,036        258,247 -38,461  
    OMXC 20 short Vestas Wind Systems 6,205.79 0.812   7/16/12 0.678 5,036        263,283 -43,497  
    DJTA Ryder System 184.31 27.323   7/02/12 27.880 5,036        268,319 -48,533  
7/02/12 Sell MDAX short Ströer Media 626.29 8.090 7.992 6/25/12 8.041 -5,036 5,005 -31 119,756  263,283 -43,527 219,756
    RTX long Magnit 236.99 22.430   6/25/12 21.250 -5,036 5,316 280 120,035  258,247 -38,212 220,035
    DJTA short Ryder System 184.31 27.880 26.767 6/25/12 27.323 -5,036 4,933 -103 119,933  253,211 -33,278 219,933
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 120,804  250,160 -29,356 220,804
    Nikkei (TYO) Nippon Sheet Glass 689.63 8.411 8.629 5/21/12 8.519 -5,875 5,951 76 120,880  244,285 -23,405 220,880
  Buy MDAX long Dürr 395.99 12.465   7/23/12 13.345 4,936        249,221 -28,341  
    RTX short RusHydro 2,431.53 2.030   7/09/12 2.080 4,936        254,157 -33,277  
    DJTA long Delta Air Lines 562.18 8.780   9/17/12 7.031 4,936        259,093 -38,213  
    STI ThaiBev 23,261.07 0.212   6/10/13 0.382 4,936        264,029 -43,149  
    Nikkei (TYO) OKI Electric 386.69 12.765   7/16/12 12.784 4,936        268,965 -48,085  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/09/12 Sell RTX short RusHydro 2,431.53 2.080 1.980 7/02/12 2.030 -4,936 4,814 -122 120,758  264,029 -43,271 220,758
  Buy   long Magnit 205.04 21.640   7/16/12 22.510 4,437        268,466 -47,708  
7/16/12 Sell DAX short thyssenkrupp 385.40 14.565 10.775 6/04/12 12.670 -4,883 4,153 -730 120,028  263,583 -43,555 220,028
    RTX long Magnit 205.04 22.510   7/09/12 21.640 -4,437 4,615 178 120,206  259,146 -38,940 220,206
    OMXC 20 short Vestas Wind Systems 6,205.79 0.678 0.971 6/25/12 0.812 -5,036 6,025 989 121,196  254,110 -32,914 221,196
    Nikkei (TYO) long OKI Electric 386.69 12.784   7/02/12 12.765 -4,936 4,943 7 121,203  249,174 -27,971 221,203
  Buy DAX Continental 81.13 59.533   8/11/14 133.083 4,830        254,004 -32,801  
    RTX short RusHydro 2,267.61 2.130   9/03/12 2.010 4,830        258,834 -37,631  
    OMXC 20 long Genmab 570.33 8.469   6/24/13 22.604 4,830        263,664 -42,461  
    Nikkei (TYO) short Nippon Sheet Glass 633.12 7.629   11/19/12 7.143 4,830        268,494 -47,291  
7/23/12 Sell Kospi 50 short SK Holdings 104.39 68.528 44.029 5/21/12 56.279 -5,875 4,596 -1,279 119,924  262,619 -42,695 219,924
    MDAX long Dürr 395.99 13.345   7/02/12 12.465 -4,936 5,284 348 120,273  257,683 -37,410 220,273
    OMXS 30 short ABB 227.20 14.168 11.765 5/14/12 12.967 -2,946 2,673 -273 120,000  254,737 -34,737 220,000
      Nokia 1,259.84 1.752 3.121 5/14/12 2.338 -2,946 3,932 986 120,986  251,791 -30,805 220,986
  Buy Kospi 50 long Amorepacific Group 181.69 26.166   10/20/14 87.497 4,754        256,545 -35,559  
    MDAX short Ströer Media 599.72 7.927   8/06/12 7.080 4,754        261,299 -40,313  
    OMXS 30 long Electrolux 134.13 17.722   6/24/13 19.030 2,377        263,676 -42,690  
      Swedbank 172.39 13.789   6/24/13 16.871 2,377        266,053 -45,067  
7/30/12 Sell FTSE short Aviva 14.61 382.206 286.108 6/04/12 334.157 -4,882 4,180 -702 120,284  261,171 -40,887 220,284
    NZX 50 Katmandu 6,160.22 0.992 0.916 5/21/12 0.954 -5,875 5,641 -234 120,050  255,296 -35,246 220,050
  Buy FTSE long Ashtead 13.86 333.248   8/24/15 1,199.890 4,619        259,915 -39,865  
8/06/12 Sell MDAX short Ströer Media 599.72 7.080 8.875 7/23/12 7.927 -4,754 5,323 569 120,618  255,161 -34,543 220,618
    FT 30 Man Group 57.06 106.958 99.561 5/14/12 103.259 -5,892 5,681 -211 120,407  249,269 -28,862 220,407
  Buy MDAX long Dürr 346.02 13.838   10/29/12 14.790 4,788        254,057 -33,650  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        258,844 -38,437  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/13/12 Sell France short Solocal 3.83 1,038.280 2,100.620 4/23/12 1,476.830 -5,656 8,045 2,389 122,796  253,188 -30,391 222,796
    Nordic 30 Nokia 2,225.83 2.220 2.595 5/07/12 2.400 -5,342 5,775 433 123,230  247,846 -24,616 223,230
    Topix (FRA) Mazda Motor 756.81 4.800 8.694 3/19/12 6.460 -4,889 6,580 1,691 124,920  242,957 -18,036 224,920
  Buy France long Eurofins Scientific 499.47 10.355   4/22/13 15.325 5,172        248,129 -23,208  
    Nordic 30 Pandora 462.11 11.192   6/03/13 26.264 5,172        253,301 -28,380  
    Topix (FRA) Softbank 320.47 16.139   9/03/12 15.996 5,172        258,473 -33,553  
Portfolio market l/s instrument bought pieces buy price 8/13/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short RusHydro 7/16/12 2267.61 2.130 2.220 2.040 4,830 4,626 -204 -204 4,830 4,626 -43
  ISEQ 20 Bank of Ireland 5/21/12 1125.48 2.610 2.910 2.310 2,938 2,600 -338 -542 7,768 7,226 -41
    Smurfit Kappa   529.28 5.550 6.450 4.650 2,938 2,461 -476 -1,018 10,705 9,687 -54
  AEX ArcelorMittal 4/09/12 156.73 38.730 38.295 39.170 6,070 6,139 69 -949 16,775 15,826 3
  IBEX 35 Sacyr 2/13/12 1480.39 3.314 1.173 9.363 4,906 13,861 8,955 8,005 21,681 29,687 703
  Topix (TYO) long Subaru 6/11/12 737 6.048 6.445 4,457 4,750 293 8,298 26,138 34,437 45
  SSE 50 short China Unicom 6/04/12 9650.2 0.506 0.476 0.538 4,883 5,194 311 8,609 31,021 39,630 38
  HSI China Unicom 5/21/12 4942.37 1.189 1.246 1.132 5,875 5,594 -281 8,328 36,896 45,225 -19
  HSI-Fin HK Exchgs & Clrg 5/14/12 518.85 11.356 11.457 11.254 5,892 5,839 -53 8,276 42,788 51,064 -4
  BSE Sensex 30 long Hindustan Unilever 1/30/12 683.86 6.061 7.410 4,145 5,067 922 9,198 46,933 56,131 45
  STI ThaiBev 7/02/12 23261.07 0.212 0.222 4,936 5,173 237 9,435 51,869 61,305 50
  OMXH 25 short Outokumpu 4/09/12 522.38 11.620 6.890 19.597 6,070 10,237 4,167 13,603 57,939 71,542 355
  PSI 20 Banco Comercial 4/02/12 8736.71 0.659 0.452 0.960 5,754 8,384 2,630 16,232 63,693 79,926 181
  SMI long Swiss Re 6/18/12 99.4 46.620 50.416 4,634 5,011 377 16,610 68,327 84,937 67
  Topix (FRA) Softbank 8/13/12 320.47 16.139   5,172 5,172     73,499 90,109  
  TecDAX short SMA Solar 5/21/12 223.26 26.315 25.225 27.452 5,875 6,129 254 16,864 79,374 96,238 20
  HSI-Prop long China Ov Land & Inv 1/16/12 1388.06 1.541 1.903 2,139 2,641 502 17,366 81,513 98,879 44
    China Res Land   1513.69 1.413 1.569 2,139 2,375 236 17,602 83,652 101,254 20
  Nordic 30 Pandora 8/13/12 462.11 11.192   5,172 5,172     88,824 106,426  
  FT 30 Ferguson 8/06/12 1.56 3,068.570 3,124.442 4,787 4,874 87 17,689 93,611 111,300 156
  Nikkei (FRA) short Nippon Sheet Glass 5/14/12 325.88 9.040 6.320 12.931 2,946 4,214 1,268 18,957 96,557 115,514 320
    Sharp   76.26 38.630 20.600 72.441 2,946 5,524 2,578 21,535 99,503 121,039 1,145
  Nikkei (TYO) Nippon Sheet Glass 7/16/12 633.12 7.629 6.341 9.178 4,830 5,811 981 22,516 104,333 126,850 1,014
  Athex LC Public Power 4/16/12 3784.52 1.550 1.170 2.053 5,866 7,771 1,905 24,421 110,199 134,621 137
  OBX 25 REC Silicon 5/14/12 1702.15 3.462 2.670 4.488 5,892 7,639 1,747 26,169 116,091 142,260 183
Portfolio market l/s instrument bought pieces buy price 8/13/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXS 30 long Electrolux 7/23/12 134.13 17.722 18.956 2,377 2,543 166 26,334 118,468 144,803 222
    Swedbank   172.39 13.789 14.813 2,377 2,554 177 26,511 120,845 147,356 247
  OMXC 20 Genmab 7/16/12 570.33 8.469 8.747 4,830 4,989 159 26,669 125,675 152,345 52
  TSX 60 short BlackBerry 4/16/12 580.47 10.106 6.067 16.832 5,866 9,770 3,904 30,574 131,541 162,115 378
  CAC Mid 60 Vallourec 5/14/12 4.26 1,382.400 1,456.000 1,308.800 5,889 5,575 -314 30,260 137,430 167,691 -20
  SDAX Klöckner 5/21/12 749.94 7.834 7.322 8.382 5,875 6,286 411 30,671 143,305 173,976 34
  Indices Athex Large Cap   2.9 2,028.100 2,242.300 1,813.900 5,881 5,260 -621 30,050 149,187 179,237 -38
  BEL 20 long Galapagos 6/25/12 411.1 12.250 14.330 5,036 5,891 855 30,905 154,223 185,128 222
  France Eurofins Scientific 8/13/12 499.47 10.355   5,172 5,172     159,395 190,300  
  MIB short UnipolSai 6/27/11 494.74 5.130 0.940 27.997 2,538 13,851 11,313 42,218 161,933 204,151 348
  ATX long Österreichische Post 6/25/12 194.52 25.890 26.315 5,036 5,119 83 42,301 166,969 209,270 13
  ASX 50 James Hardie Ind 1/30/12 719.21 5.763 6.686 4,145 4,809 664 42,964 171,114 214,078 32
  DJ Global Titans Apple 5/28/12 282.08 16.307 18.309 4,600 5,165 565 43,529 175,714 219,243 73
  S&P 100 Biogen 1/09/12 39.07 90.342 117.617 3,530 4,595 1,066 44,595 179,244 223,838 56
  HDAX Dürr 1/23/12 497.53 9.125 13.383 4,540 6,658 2,118 46,713 183,784 230,497 99
  DJTA Delta Air Lines 7/02/12 562.18 8.780 7.535 4,936 4,236 -700 46,013 188,720 234,733 -74
  SP Global 100 Apple 4/30/12 329.96 15.738 18.309 5,193 6,041 848 46,861 193,913 240,774 69
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 110.147 1,886 4,210 2,324 49,185 195,799 244,984 159
  Kospi 50 Amorepacific Group 7/23/12 181.69 26.166 27.712 4,754 5,035 281 49,466 200,553 250,019 171
  DAX Continental 7/16/12 81.13 59.533 67.825 4,830 5,503 673 50,139 205,383 255,521 447
  MDAX Dürr 8/06/12 346.02 13.838 13.383 4,788 4,631 -157 49,981 210,171 260,152 -83
  FTSE Ashtead 7/30/12 13.86 333.248 341.161 4,619 4,729 110 50,091 214,790 264,881 84
  Europe 50 Roche 12/19/11 19.34 129.719 145.462 2,509 2,813 304 50,395 217,298 267,694 19
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 3.069 1,878 2,468 590 50,985 219,176 270,162 40
  QIX Freenet 1/23/12 431.76 10.515 12.025 4,540 5,192 652 51,637 223,716 275,354 27
Portfolio market l/s instrument bought pieces buy price 8/13/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  DJIA Visa 12/19/11 132.78 18.897 26.105 2,509 3,466 957 52,594 226,225 278,820 64
  Euro 50 ASML 1/09/12 54.48 32.400 46.095 1,765 2,511 746 53,341 227,990 281,331 81
    AB InBev   37.16 47.495 65.420 1,765 2,431 666 54,007 229,755 283,762 71
  Germany short SolarWorld 5/14/12 24.91 236.550 174.450 320.756 5,892 7,990 2,098 56,104 235,648 291,752 239
  HSI-C&I Citic Pacific 5/21/12 4959.48 1.185 1.174 1.195 5,875 5,928 53 56,157 241,523 297,680 4
  MerVal YPF 4/23/12 420.6 13.433 13.531 13.335 5,650 5,609 -41 56,116 247,173 303,288 -2
  SLI Lonza   163.75 34.504 36.453 32.555 5,650 5,331 -319 55,796 252,823 308,619 -17
  GCX REC Silicon   1624.17 3.479 2.670 4.533 5,650 7,362 1,712 57,509 258,473 315,981 137
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/20/12 Sell HSI short China Unicom 4,942.37 1.370 1.008 5/21/12 1.189 -5,875 4,981 -894 124,027  252,598 -28,571 224,027
    IBEX 35 Sacyr 1,480.39 1.284 8.553 2/13/12 3.314 -4,906 12,662 7,756 131,783  247,692 -15,909 231,783
    OMXH 25 Outokumpu 522.38 6.980 19.345 4/09/12 11.620 -6,070 10,105 4,035 135,818  241,622 -5,804 235,818
    TSX 60 BlackBerry 580.47 5.638 18.115 4/16/12 10.106 -5,866 10,515 4,649 140,467  235,756 4,712 240,467
    PSI 20 Banco Comercial 8,736.71 0.452 0.960 4/02/12 0.659 -5,754 8,384 2,630 143,097  230,002 13,095 243,097
  Buy HSI long Galaxy Entertainment 2,722.44 2.352   4/22/13 3.135 6,404        236,406 6,691  
    IBEX 35 Grifols 569.75 11.240   11/05/12 13.025 6,404        242,810 287  
    OMXH 25 Huhtamäki 538.60 11.890   10/22/12 12.450 6,404        249,214 -6,117  
    TSX 60 Couche-Tard 957.97 6.685   4/22/13 7.405 6,404        255,618 -12,521  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,125.48 2.490 2.736 5/21/12 2.610 -2,938 3,079 142 143,239  252,680 -9,441 243,239
      Smurfit Kappa 529.28 6.550 4.550 5/21/12 5.550 -2,938 2,408 -529 142,710  249,743 -7,033 242,710
    MerVal YPF 420.60 14.446 12.421 4/23/12 13.433 -5,650 5,224 -426 142,284  244,093 -1,809 242,284
  Buy ISEQ 20 long Kerry Group 79.98 37.580   6/17/13 42.250 3,006        247,098 -4,815  
      Smurfit Kappa 458.85 6.550   6/17/13 12.270 3,005        250,104 -7,820  
9/03/12 Sell S&P 100 long Biogen 39.07 116.954   1/09/12 90.342 -3,530 4,569 1,040 143,323  246,574 -3,251 243,323
    AEX short ArcelorMittal 156.73 35.565 42.177 4/09/12 38.730 -6,070 6,610 540 143,864  240,504 3,359 243,864
    RTX RusHydro 2,267.61 2.010 2.257 7/16/12 2.130 -4,830 5,118 288 144,152  235,674 8,478 244,152
    OBX 25 REC Silicon 1,702.15 2.359 5.080 5/14/12 3.462 -5,892 8,646 2,754 146,906  229,782 17,124 246,906
    Athex LC Public Power 3,784.52 1.330 1.806 4/16/12 1.550 -5,866 6,836 970 147,877  223,916 23,961 247,877
    Topix (FRA) long Softbank 320.47 15.996   8/13/12 16.139 -5,172 5,126 -46 147,831  218,744 29,087 247,831
  Buy S&P 100 short HP 512.33 13.511   9/17/12 13.872 6,922        225,666 22,165  
    RTX long Magnit 285.80 24.220   9/17/12 27.650 6,922        232,588 15,243  
    OBX 25 Grieg Seafood 5,047.40 1.371   1/07/13 1.707 6,922        239,510 8,321  
    Athex LC Alpha Bank 103.31 67.000   3/25/13 37.850 6,922        246,432 1,399  
    MerVal short Pampa Energía 41,177.87 0.168   9/10/12 0.164 6,922        253,354 -5,523  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Kansai Electric Pwr 1,213.96 5.702   3/11/13 6.145 6,922        260,276 -12,445  
9/10/12 Sell Germany short SolarWorld 24.91 182.550 306.524 5/14/12 236.550 -5,892 7,636 1,743 149,574  254,383 -4,809 249,574
    MerVal Pampa Energía 41,177.87 0.164 0.172 9/03/12 0.168 -6,922 7,095 173 149,747  247,461 2,286 249,747
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,443  241,572 7,870 249,443
    Indices Athex Large Cap 2.90 2,671.700 1,384.500 5/21/12 2,028.100 -5,881 4,015 -1,866 147,576  235,691 11,885 247,576
  Buy Germany long ADLER Real Estate 5,496.61 1.180   6/24/13 2.050 6,486        242,177 5,399  
    CAC Mid 60 Eurofins Scientific 589.64 11.000   4/22/13 15.325 6,486        248,663 -1,087  
    Indices OMXC 20 97.67 66.404   6/17/13 70.001 6,486        255,149 -7,572  
9/17/12 Sell S&P 100 short HP 512.33 13.872 13.150 9/03/12 13.511 -6,922 6,737 -185 147,391  248,227 -835 247,391
    RTX long Magnit 285.80 27.650   9/03/12 24.220 -6,922 7,902 980 148,372  241,305 7,067 248,372
    HSI-Fin short HK Exchgs & Clrg 518.85 11.718 10.994 5/14/12 11.356 -5,892 5,704 -188 148,184  235,413 12,771 248,184
    HSI-C&I Citic Pacific 4,959.48 0.959 1.464 5/21/12 1.185 -5,875 7,259 1,384 149,568  229,538 20,030 249,568
    DJTA long Delta Air Lines 562.18 7.031   7/02/12 8.780 -4,936 3,953 -983 148,585  224,602 23,983 248,585
  Buy S&P 100 Gilead Sciences 271.88 25.063   10/13/14 79.611 6,814        231,416 17,169  
    CAC 40 Credit Agricole 1,138.70 5.984   9/24/12 5.714 6,814        238,230 10,355  
    RTX short RusHydro 3,260.29 2.090   2/04/13 1.770 6,814        245,044 3,541  
    HSI-Fin long Bank of China (HK) 2,854.87 2.387   5/13/13 2.748 6,814        251,858 -3,273  
    HSI-C&I Galaxy Entertainment 2,802.96 2.431   4/08/13 3.018 6,814        258,672 -10,087  
    DJTA short Expeditors Wash 232.45 29.314   9/24/12 28.398 6,814        265,486 -16,901  
9/24/12 Sell CAC 40 long Credit Agricole 1,138.70 5.714   9/17/12 5.984 -6,814 6,507 -307 148,277  258,672 -10,394 248,277
    DJTA short Expeditors Wash 232.45 28.398 30.259 9/17/12 29.314 -6,814 7,034 220 148,497  251,858 -3,361 248,497
  Buy   long Avis Budget 493.43 12.419   7/20/15 38.916 6,128        257,986 -9,488  
10/01/12 Buy CAC Next 20 short Hermes International 28.26 211.450   12/10/12 235.500 5,976        263,961 -15,464  
10/15/12 Buy AEX short KPN 1,606.45 3.626   2/02/15 2.756 5,825        269,786 -21,289  
    MerVal Pampa Energía 38,627.32 0.151   10/22/12 0.141 5,825        275,611 -27,114  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/22/12 Sell BEL 20 long Galapagos 411.10 16.900   6/25/12 12.250 -5,036 6,948 1,912 150,409  270,575 -20,166 250,409
    OMXH 25 Huhtamäki 538.60 12.450   8/20/12 11.890 -6,404 6,706 302 150,710  264,171 -13,461 250,710
    MerVal short Pampa Energía 38,627.32 0.141 0.161 10/15/12 0.151 -5,825 6,234 409 151,120  258,346 -7,226 251,120
    DJ Global Titans long Apple 282.08 17.386   5/28/12 16.307 -4,600 4,904 304 151,424  253,746 -2,322 251,424
  Buy BEL 20 short Bekaert 288.55 21.580   11/12/12 21.290 6,227        259,973 -8,549  
    OMXH 25 Outokumpu 962.44 6.470   11/05/12 6.200 6,227        266,200 -14,776  
    DJ Global Titans Telefónica 593.05 10.500   10/29/12 10.070 6,227        272,427 -21,003  
10/29/12 Sell MDAX long Dürr 346.02 14.790   8/06/12 13.838 -4,788 5,118 330 151,754  267,639 -15,885 251,754
    SDAX short Klöckner 749.94 7.058 8.695 5/21/12 7.834 -5,875 6,521 646 152,400  261,764 -9,365 252,400
    DJ Global Titans Telefónica 593.05 10.070 10.948 10/22/12 10.500 -6,227 6,493 266 152,665  255,537 -2,872 252,665
  Buy MDAX Ströer Media 941.78 6.630   1/14/13 6.901 6,244        261,781 -9,116  
    SDAX long ADLER Real Estate 3,951.90 1.580   11/26/12 1.285 6,244        268,025 -15,360  
    MerVal short Pampa Energía 43,121.55 0.145   12/24/12 0.147 6,244        274,269 -21,604  
    BAX long KUKA 267.12 23.375   6/24/13 31.820 6,244        280,513 -27,848  
    DJ Global Titans Bank of America 866.79 7.204   12/16/13 11.075 6,244        286,757 -34,092  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 164,053  284,219 -20,166 264,053
    IBEX 35 long Grifols 569.75 13.025   8/20/12 11.240 -6,404 7,421 1,017 165,070  277,815 -12,745 265,070
    OMXH 25 short Outokumpu 962.44 6.200 6.752 10/22/12 6.470 -6,227 6,498 271 165,341  271,588 -6,247 265,341
  Buy MIB long Azimut 696.15 9.304   8/04/14 18.460 6,477        278,065 -12,724  
    OMXH 25 Konecranes 256.51 25.250   11/12/12 24.380 6,477        284,542 -19,201  
11/12/12 Sell BEL 20 short Bekaert 288.55 21.290 21.874 10/22/12 21.580 -6,227 6,312 85 165,426  278,315 -12,889 265,426
    OMXH 25 long Konecranes 256.51 24.380   11/05/12 25.250 -6,477 6,254 -223 165,202  271,838 -6,636 265,202
  Buy BEL 20 Galapagos 382.26 16.910   6/24/13 14.210 6,464        278,302 -13,100  
    OMXH 25 short Outokumpu 1,006.85 6.420   12/31/12 7.400 6,464        284,766 -19,564  
11/19/12 Sell SMI long Swiss Re 99.40 54.864   6/18/12 46.620 -4,634 5,453 819 166,022  280,132 -14,110 266,022
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nippon Sheet Glass 633.12 7.143 8.148 7/16/12 7.629 -4,830 5,159 329 166,351  275,302 -8,951 266,351
  Buy PSI 20 Impresa 22,186.21 0.290   12/17/12 0.300 6,434        281,736 -15,385  
    SMI Julius Bär 246.32 26.121   12/17/12 27.324 6,434        288,170 -21,819  
    Nikkei (TYO) long Subaru 786.97 8.176   10/07/13 20.003 6,434        294,604 -28,253  
11/26/12 Sell SDAX long ADLER Real Estate 3,951.90 1.285   10/29/12 1.580 -6,244 5,078 -1,166 165,185  288,360 -23,175 265,185
    SLI short Lonza 163.75 36.099 32.909 4/23/12 34.504 -5,650 5,389 -261 164,924  282,710 -17,786 264,924
  Buy SDAX Deutz 1,900.92 3.250   12/10/12 3.138 6,178        288,888 -23,964  
    SLI long Swiss Life 59.28 104.219   6/24/13 120.698 6,178        295,066 -30,142  
12/10/12 Sell SSE 50 short China Unicom 9,650.20 0.413 0.620 6/04/12 0.506 -4,883 5,978 1,095 166,019  290,183 -24,164 266,019
    SDAX Deutz 1,900.92 3.138 3.366 11/26/12 3.250 -6,178 6,399 221 166,239  284,005 -17,766 266,239
    CAC Next 20 Hermes International 28.26 235.500 187.400 10/01/12 211.450 -5,976 5,296 -680 165,560  278,030 -12,470 265,560
  Buy SSE 50 long China Rwy Constr 8,836.59 0.716   4/29/13 0.634 6,327        284,357 -18,797  
    CAC 40 Societe Generale 219.57 28.815   1/14/13 34.140 6,327        290,683 -25,124  
    SDAX ADLER Real Estate 4,519.29 1.400   6/10/13 2.099 6,327        297,010 -31,451  
12/17/12 Sell PSI 20 short Impresa 22,186.21 0.300 0.280 11/19/12 0.290 -6,434 6,212 -222 165,338  290,576 -25,239 265,338
    SMI Julius Bär 246.32 27.324 24.917 11/19/12 26.121 -6,434 6,138 -296 165,042  284,142 -19,101 265,042
  Buy   long Richemont 102.59 59.929   10/14/13 74.199 6,148        290,291 -25,249  
12/24/12 Sell MerVal short Pampa Energía 43,121.55 0.147 0.143 10/29/12 0.145 -6,244 6,153 -91 164,951  284,047 -19,096 264,951
  Buy   long Gr Fin Galicia 8,812.73 0.697   5/27/13 0.697 6,146        290,193 -25,242  
12/31/12 Sell OMXH 25 short Outokumpu 1,006.85 7.400 5.440 11/12/12 6.420 -6,464 5,477 -987 163,964  283,729 -19,764 263,964
  Buy   long Orion 274.95 22.200   3/18/13 22.000 6,104        289,832 -25,868  
1/07/13 Sell OBX 25 long Grieg Seafood 5,047.40 1.707   9/03/12 1.371 -6,922 8,614 1,692 165,657  282,910 -17,254 265,657
    Nikkei (FRA) short Nippon Sheet Glass 325.88 9.100 8.980 5/14/12 9.040 -2,946 2,926 -20 165,637  279,965 -14,327 265,637
      Sharp 76.26 23.550 63.366 5/14/12 38.630 -2,946 4,832 1,886 167,523  277,019 -9,495 267,523
  Buy IBEX 35 long Mediaset Esp 1,132.37 5.696   2/04/13 5.150 6,450        283,469 -15,945  
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 3,578.76 1.802   1/21/13 1.488 6,450        289,919 -22,395  
    Nikkei (FRA) long Subaru 325.76 9.900   1/14/13 9.907 3,225        293,144 -25,620  
      Shinsei Bank 206.73 15.600   1/14/13 13.840 3,225        296,369 -28,845  
1/14/13 Sell CAC 40 long Societe Generale 219.57 34.140   12/10/12 28.815 -6,327 7,496 1,169 168,693  290,042 -21,349 268,693
    MDAX short Ströer Media 941.78 6.901 6.359 10/29/12 6.630 -6,244 5,989 -255 168,437  283,798 -15,360 268,437
    Nikkei (FRA) long Subaru 325.76 9.907   1/07/13 9.900 -3,225 3,227 2 168,440  280,573 -12,133 268,440
      Shinsei Bank 206.73 13.840   1/07/13 15.600 -3,225 2,861 -364 168,076  277,348 -9,272 268,076
  Buy CAC 40 short Engie 419.31 15.430   1/28/13 15.390 6,470        283,818 -15,742  
    MDAX long KUKA 229.55 28.185   6/24/13 31.820 6,470        290,288 -22,212  
    Nikkei (FRA) short Screen 166.03 19.485   2/11/13 16.805 3,235        293,523 -25,447  
1/21/13 Sell OBX 25 short REC Silicon 3,578.76 1.488 2.182 1/07/13 1.802 -6,450 7,810 1,360 169,436  287,073 -17,636 269,436
  Buy   long Grieg Seafood 3,624.74 1.736   1/28/13 1.688 6,294        293,367 -23,930  
1/28/13 Sell CAC 40 short Engie 419.31 15.390 15.470 1/14/13 15.430 -6,470 6,487 17 169,453  286,897 -17,444 269,453
    OBX 25 long Grieg Seafood 3,624.74 1.688   1/21/13 1.736 -6,294 6,119 -175 169,278  280,603 -11,325 269,278
  Buy CAC 40 Credit Agricole 830.71 7.762   2/11/13 7.414 6,448        287,051 -17,773  
    OBX 25 short REC Silicon 4,168.61 1.547   2/25/13 1.312 6,448        293,499 -24,221  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,132.37 5.150   1/07/13 5.696 -6,450 5,832 -618 168,660  287,049 -18,389 268,660
    RTX short RusHydro 3,260.29 1.770 2.468 9/17/12 2.090 -6,814 8,046 1,232 169,892  280,235 -10,343 269,892
  Buy   long Magnit 187.19 34.660   3/11/13 34.010 6,488        286,723 -16,831  
2/11/13 Sell CAC 40 long Credit Agricole 830.71 7.414   1/28/13 7.762 -6,448 6,159 -289 169,603  280,275 -10,672 269,603
    Nikkei (FRA) short Screen 166.03 16.805 22.592 1/14/13 19.485 -3,235 3,751 516 170,119  277,040 -6,921 270,119
    GCX REC Silicon 1,624.17 1.027 11.783 4/23/12 3.479 -5,650 19,138 13,488 183,606  271,390 12,217 283,606
  Buy CAC 40 Orange 938.09 7.883   2/25/13 7.479 7,395        278,785 4,822  
    ÖkoDAX (deprecated) long PNE Wind 2,650.54 2.790   4/29/13 2.700 7,395        286,180 -2,573  
    Nikkei (FRA) Subaru 342.36 10.800   8/26/13 18.441 3,697        289,877 -6,271  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Mazda Motor 297.11 12.445   8/26/13 15.485 3,698        293,575 -9,968  
    GCX SunPower 1,047.05 7.063   11/25/13 21.795 7,395        300,970 -17,363  
2/18/13 Buy GEX long MBB 359.78 18.500   4/22/13 17.650 6,656        307,626 -24,019  
2/25/13 Sell CAC 40 short Orange 938.09 7.479 8.309 2/11/13 7.883 -7,395 7,794 399 184,006  300,231 -16,225 284,006
    OBX 25 REC Silicon 4,168.61 1.312 1.824 1/28/13 1.547 -6,448 7,605 1,157 185,163  293,783 -8,620 285,163
  Buy CAC 40 long Credit Agricole 924.82 7.475   4/22/13 6.300 6,913        300,696 -15,533  
    OBX 25 Norwegian 2.36 2,924.050   4/15/13 2,803.560 6,901        307,596 -22,434  
3/11/13 Sell RTX long Magnit 187.19 34.010   2/04/13 34.660 -6,488 6,366 -122 185,041  301,108 -16,067 285,041
    Topix (FRA) short Kansai Electric Pwr 1,213.96 6.145 5.259 9/03/12 5.702 -6,922 6,384 -538 184,503  294,186 -9,683 284,503
  Buy RTX RusHydro 4,089.29 1.680   9/14/15 0.774 6,870        301,056 -16,553  
    Topix (FRA) long Mazda Motor 556.05 12.355   4/01/13 11.250 6,870        307,926 -23,423  
3/18/13 Sell OMXH 25 long Orion 274.95 22.000   12/31/12 22.200 -6,104 6,049 -55 184,448  301,822 -17,374 284,448
  Buy   short Outokumpu 1,209.42 5.520   9/16/13 4.600 6,676        308,498 -24,050  
3/25/13 Sell Athex LC long Alpha Bank 103.31 37.850   9/03/12 67.000 -6,922 3,910 -3,011 181,437  301,577 -20,140 281,437
  Buy   short Eurobank Ergasias 25.12 260.000   9/30/13 50.000 6,531        308,108 -26,671  
4/01/13 Sell Topix (FRA) long Mazda Motor 556.05 11.250   3/11/13 12.355 -6,870 6,256 -614 180,822  301,238 -20,416 280,822
  Buy   short Nidec 594.38 10.953   4/15/13 10.948 6,510        307,748 -26,925  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,802.96 3.018   9/17/12 2.431 -6,814 8,460 1,646 182,469  300,934 -18,465 282,469
4/15/13 Sell OBX 25 long Norwegian 2.36 2,803.560   2/25/13 2,924.050 -6,901 6,616 -284 182,184  294,033 -11,849 282,184
    Topix (FRA) short Nidec 594.38 10.948 10.957 4/01/13 10.953 -6,510 6,513 3 182,187  287,523 -5,336 282,187
  Buy OBX 25 Frontline 933.64 7.413   10/21/13 8.829 6,921        294,444 -12,257  
    Topix (FRA) long Mazda Motor 591.29 11.705   6/03/13 14.600 6,921        301,365 -19,178  
4/22/13 Sell France long Eurofins Scientific 499.47 15.325   8/13/12 10.355 -5,172 7,654 2,482 184,669  296,193 -11,524 284,669
    HSI Galaxy Entertainment 2,722.44 3.135   8/20/12 2.352 -6,404 8,534 2,130 186,799  289,789 -2,990 286,799
    CAC 40 Credit Agricole 924.82 6.300   2/25/13 7.475 -6,913 5,826 -1,087 185,713  282,876 2,837 285,713
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Couche-Tard 957.97 7.405   8/20/12 6.685 -6,404 7,094 690 186,402  276,472 9,930 286,402
    CAC Mid 60 Eurofins Scientific 589.64 15.325   9/10/12 11.000 -6,486 9,036 2,550 188,953  269,986 18,967 288,953
    GEX MBB 359.78 17.650   2/18/13 18.500 -6,656 6,350 -306 188,647  263,330 25,317 288,647
  Buy France short ArcelorMittal 298.60 26.286   5/06/13 29.061 7,849        271,179 17,468  
    HSI China Shenhua HK 3,085.06 2.544   9/16/13 2.475 7,849        279,028 9,619  
    CAC 40 ArcelorMittal 298.60 26.286   8/05/13 28.620 7,849        286,877 1,770  
    TSX 60 Barrick Gold 542.67 14.464   9/30/13 13.729 7,849        294,726 -6,079  
    CAC Mid 60 CGG 15.76 497.920   4/29/13 532.320 7,847        302,573 -13,927  
    GEX YOC 1,554.57 5.049   9/23/13 2.219 7,849        310,422 -21,776  
4/29/13 Sell SSE 50 long China Rwy Constr 8,836.59 0.634   12/10/12 0.716 -6,327 5,605 -722 187,925  304,095 -16,171 287,925
    ÖkoDAX (deprecated) PNE Wind 2,650.54 2.700   2/11/13 2.790 -7,395 7,156 -239 187,686  296,700 -9,014 287,686
    CAC Mid 60 short CGG 15.76 532.320 463.520 4/22/13 497.920 -7,847 7,305 -542 187,144  288,853 -1,709 287,144
  Buy SSE 50 China Northern Rare 3,143.17 2.270   5/06/13 2.286 7,135        295,988 -8,844  
    ÖkoDAX (deprecated) SolarWorld 67.28 106.050   4/13/15 14.550 7,135        303,123 -15,979  
5/06/13 Sell France short ArcelorMittal 298.60 29.061 23.511 4/22/13 26.286 -7,849 7,020 -829 186,315  295,274 -8,959 286,315
    SSE 50 China Northern Rare 3,143.17 2.286 2.254 4/29/13 2.270 -7,135 7,084 -51 186,265  288,139 -1,874 286,265
  Buy   long China Minsheng Bk 6,760.82 1.052   5/13/13 1.064 7,109        295,248 -8,983  
5/13/13 Sell   long China Minsheng Bk 6,760.82 1.064   5/06/13 1.052 -7,109 7,195 86 186,351  288,139 -1,788 286,351
    HSI-Fin Bank of China (HK) 2,854.87 2.748   9/17/12 2.387 -6,814 7,844 1,030 187,381  281,325 6,056 287,381
  Buy SSE 50 short China Northern Rare 3,097.68 2.368   11/04/13 2.137 7,335        288,660 -1,279  
    HSI-Fin Ping An 2,448.26 2.996   10/14/13 2.804 7,335        295,995 -8,614  
5/27/13 Sell MerVal long Gr Fin Galicia 8,812.73 0.697   12/24/12 0.697 -6,146 6,140 -6 187,375  289,849 -2,475 287,375
  Buy   short Pampa Energía 43,746.93 0.163   6/10/13 0.158 7,122        296,971 -9,597  
6/03/13 Sell Nordic 30 long Pandora 462.11 26.264   8/13/12 11.192 -5,172 12,137 6,965 194,339  291,799 2,540 294,339
    Topix (FRA) Mazda Motor 591.29 14.600   4/15/13 11.705 -6,921 8,633 1,712 196,051  284,878 11,173 296,051
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Nordic 30 short Equinor 442.90 17.340   7/29/13 16.264 7,680        292,558 3,493  
    Topix (FRA) Inpex 965.67 7.953   11/18/13 8.519 7,680        300,238 -4,187  
6/10/13 Sell SDAX long ADLER Real Estate 4,519.29 2.099   12/10/12 1.400 -6,327 9,486 3,159 199,210  293,911 5,299 299,210
    HSI-Prop China Ov Land & Inv 1,388.06 2.124   1/16/12 1.541 -2,139 2,948 809 200,019  291,772 8,247 300,019
      China Res Land 1,513.69 2.183   1/16/12 1.413 -2,139 3,304 1,165 201,184  289,633 11,551 301,184
    MerVal short Pampa Energía 43,746.93 0.158 0.168 5/27/13 0.163 -7,122 7,332 210 201,394  282,511 18,883 301,394
    STI long ThaiBev 23,261.07 0.382   7/02/12 0.212 -4,936 8,876 3,940 205,334  277,575 27,759 305,334
  Buy France short ArcelorMittal 295.38 28.191   7/08/13 26.415 8,327        285,902 19,432  
    SDAX Hypoport 1,113.24 7.480   9/30/13 8.120 8,327        294,229 11,105  
    HSI-Prop Hang Lung 1,621.17 2.568   11/18/13 2.531 4,163        298,393 6,942  
      Sino Land 3,869.06 1.076   11/18/13 1.043 4,164        302,556 2,778  
    MerVal long Telecom Argentina 2,198.37 3.788   6/17/13 3.268 8,327        310,883 -5,549  
    CAC Mid 60 short CGG 14.84 561.120   8/05/13 575.840 8,327        319,210 -13,876  
6/17/13 Sell ISEQ 20 long Kerry Group 79.98 42.250   8/27/12 37.580 -3,006 3,379 374 205,708  316,205 -10,497 305,708
      Smurfit Kappa 458.85 12.270   8/27/12 6.550 -3,005 5,630 2,625 208,332  313,199 -4,867 308,332
    MerVal Telecom Argentina 2,198.37 3.268   6/10/13 3.788 -8,327 7,184 -1,143 207,190  304,872 2,318 307,190
    Indices OMXC 20 97.67 70.001   9/10/12 66.404 -6,486 6,837 351 207,541  298,386 9,155 307,541
  Buy ISEQ 20 short C&C Group 935.15 4.233   7/29/13 4.100 3,958        302,345 5,196  
      CRH 253.25 15.631   7/29/13 15.994 3,959        306,303 1,238  
    PSI 20 long Teixeira Duarte 14,661.11 0.540   6/24/13 0.570 7,917        314,220 -6,679  
    MerVal short Comercial del Plata 112,617.35 0.070   8/12/13 0.067 7,917        322,137 -14,596  
    Indices RTX 5.68 1,393.590   8/12/13 1,391.500 7,916        330,053 -22,512  
6/24/13 Sell Germany long ADLER Real Estate 5,496.61 2.050   9/10/12 1.180 -6,486 11,268 4,782 212,323  323,567 -11,244 312,323
    MDAX KUKA 229.55 31.820   1/14/13 28.185 -6,470 7,304 834 213,158  317,097 -3,940 313,158
    BEL 20 Galapagos 382.26 14.210   11/12/12 16.910 -6,464 5,432 -1,032 212,126  310,633 1,492 312,126
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Teixeira Duarte 14,661.11 0.570   6/17/13 0.540 -7,917 8,357 440 212,565  302,716 9,849 312,565
    OMXC 20 Genmab 570.33 22.604   7/16/12 8.469 -4,830 12,892 8,062 220,627  297,886 22,741 320,627
    OMXS 30 Electrolux 134.13 19.030   7/23/12 17.722 -2,377 2,552 175 220,803  295,509 25,293 320,803
      Swedbank 172.39 16.871   7/23/12 13.789 -2,377 2,908 531 221,334  293,132 28,202 321,334
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,933  288,345 33,588 321,933
    SLI Swiss Life 59.28 120.698   11/26/12 104.219 -6,178 7,155 977 222,910  282,167 40,743 322,910
    BAX KUKA 267.12 31.820   10/29/12 23.375 -6,244 8,500 2,256 225,166  275,923 49,243 325,166
  Buy Germany short SolarWorld 101.79 91.950   7/29/13 77.250 9,360        285,283 39,883  
    MDAX Salzgitter 368.43 25.405   7/01/13 25.340 9,360        294,643 30,523  
    BEL 20 Aperam 1,125.00 8.320   7/15/13 8.461 9,360        304,003 21,163  
    OMXC 20 FLSmidth 267.18 35.032   7/01/13 34.376 9,360        313,363 11,803  
    OMXS 30 Boliden 490.09 9.549   7/08/13 9.256 4,680        318,043 7,124  
      Tele2 533.14 8.778   7/08/13 9.227 4,680        322,723 2,444  
    FT 30 Man Group 98.27 95.252   7/01/13 100.211 9,360        332,083 -6,917  
    SLI Kühne & Nagel 115.35 81.145   7/08/13 90.725 9,360        341,443 -16,277  
    BAX SFC Energy 1,970.53 4.750   7/01/13 4.650 9,360        350,803 -25,637  
7/01/13 Sell MDAX short Salzgitter 368.43 25.340 25.470 6/24/13 25.405 -9,360 9,384 24 225,190  341,443 -16,253 325,190
    OMXC 20 FLSmidth 267.18 34.376 35.701 6/24/13 35.032 -9,360 9,539 179 225,369  332,083 -6,714 325,369
    FT 30 Man Group 98.27 100.211 90.294 6/24/13 95.252 -9,360 8,873 -487 224,882  322,723 2,159 324,882
    BAX SFC Energy 1,970.53 4.650 4.852 6/24/13 4.750 -9,360 9,561 201 225,083  313,363 11,720 325,083
  Buy MDAX long Dürr 350.87 23.998   7/28/14 30.355 8,420        321,783 3,300  
    OMXC 20 Vestas Wind Systems 3,900.86 2.159   9/01/14 6.373 8,420        330,203 -5,120  
    FT 30 Lloyds Bank 112.46 74.871   9/09/13 90.907 8,420        338,623 -13,540  
    BAX Morphosys 190.74 44.145   4/14/14 58.270 8,420        347,043 -21,960  
7/08/13 Sell France short ArcelorMittal 295.38 26.415 30.086 6/10/13 28.191 -8,327 8,887 560 225,643  338,716 -13,073 325,643
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 490.09 9.256 9.852 6/24/13 9.549 -4,680 4,828 148 225,791  334,036 -8,245 325,791
      Tele2 533.14 9.227 8.329 6/24/13 8.778 -4,680 4,441 -239 225,552  329,356 -3,804 325,552
    SLI Kühne & Nagel 115.35 90.725 71.565 6/24/13 81.145 -9,360 8,255 -1,105 224,447  319,996 4,451 324,447
  Buy OMXS 30 long Nokia 1,290.49 3.186   10/13/14 6.407 4,111        324,107 340  
      Kinnevik 188.00 21.868   10/13/14 22.475 4,111        328,218 -3,771  
    SLI Lonza 136.58 60.201   8/12/13 56.494 8,222        336,440 -11,993  
7/15/13 Sell BEL 20 short Aperam 1,125.00 8.461 8.179 6/24/13 8.320 -9,360 9,201 -159 224,288  327,080 -2,792 324,288
  Buy   long KBC 256.36 31.350   10/13/14 40.740 8,037        335,117 -10,829  
7/29/13 Sell Germany short SolarWorld 101.79 77.250 109.447 6/24/13 91.950 -9,360 11,141 1,781 226,069  325,758 312 326,069
    ATX long Österreichische Post 194.52 31.600   6/25/12 25.890 -5,036 6,147 1,111 227,180  320,721 6,458 327,180
    ISEQ 20 short C&C Group 935.15 4.100 4.370 6/17/13 4.233 -3,958 4,087 128 227,308  316,763 10,545 327,308
      CRH 253.25 15.994 15.268 6/17/13 15.631 -3,959 3,867 -92 227,216  312,804 14,412 327,216
    Nordic 30 Equinor 442.90 16.264 18.488 6/03/13 17.340 -7,680 8,188 508 227,725  305,124 22,600 327,725
  Buy ATX Raiffeisen Bank Int 379.38 23.085   10/21/13 25.350 8,758        313,882 13,842  
    ISEQ 20 long FBD Holdings 280.71 15.600   8/05/13 16.650 4,379        318,261 9,463  
      Smurfit Kappa 306.22 14.300   8/05/13 15.150 4,379        322,640 5,084  
    Nordic 30 Pandora 304.95 28.719   4/28/14 46.257 8,758        331,398 -3,673  
8/05/13 Sell CAC 40 short ArcelorMittal 298.60 28.620 23.952 4/22/13 26.286 -7,849 7,152 -697 227,028  323,549 3,479 327,028
    ISEQ 20 long FBD Holdings 280.71 16.650   7/29/13 15.600 -4,379 4,674 295 227,323  319,170 8,152 327,323
      Smurfit Kappa 306.22 15.150   7/29/13 14.300 -4,379 4,639 260 227,583  314,791 12,792 327,583
    CAC Mid 60 short CGG 14.84 575.840 546.400 6/10/13 561.120 -8,327 8,109 -218 227,364  306,464 20,900 327,364
  Buy ISEQ 20 C&C Group 1,051.20 4.141   9/09/13 4.285 4,353        310,817 16,547  
      Flutter 71.36 61.000   9/09/13 61.200 4,353        315,170 12,194  
8/12/13 Sell MerVal short Comercial del Plata 112,617.35 0.067 0.074 6/17/13 0.070 -7,917 8,311 394 227,759  307,253 20,505 327,759
    SLI long Lonza 136.58 56.494   7/08/13 60.201 -8,222 7,716 -506 227,252  299,031 28,221 327,252
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices short RTX 5.68 1,391.500 1,395.690 6/17/13 1,393.590 -7,916 7,928 12 227,264  291,115 36,149 327,264
  Buy MerVal long Telecom Argentina 2,155.19 4.215   2/10/14 2.998 9,085        300,200 27,064  
    Indices Merval 18.12 501.316   8/04/14 750.468 9,084        309,284 17,980  
8/26/13 Sell Nikkei (FRA) long Subaru 342.36 18.441   2/11/13 10.800 -3,697 6,313 2,616 229,880  305,587 24,294 329,880
      Mazda Motor 297.11 15.485   2/11/13 12.445 -3,698 4,601 903 230,784  301,889 28,894 330,784
  Buy PSI 20 Teixeira Duarte 13,419.40 0.670   9/02/13 0.650 8,991        310,880 19,903  
    Nikkei (FRA) short Nikon 341.86 13.150   9/09/13 12.596 4,495        315,376 15,408  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,419.40 0.650   8/26/13 0.670 -8,991 8,723 -268 230,515  306,385 24,130 330,515
9/09/13 Sell ISEQ 20 short C&C Group 1,051.20 4.285 3.997 8/05/13 4.141 -4,353 4,202 -151 230,364  302,032 28,332 330,364
      Flutter 71.36 61.200 60.800 8/05/13 61.000 -4,353 4,339 -14 230,349  297,679 32,671 330,349
    FT 30 long Lloyds Bank 112.46 90.907   7/01/13 74.871 -8,420 10,223 1,803 232,153  289,259 42,894 332,153
    Nikkei (FRA) short Nikon 341.86 12.596 13.728 8/26/13 13.150 -4,495 4,693 198 232,351  284,763 47,587 332,351
  Buy IBEX 35 long Siemens Gamesa 1,765.43 5.380   12/16/13 7.030 9,498        294,261 38,089  
    ISEQ 20 Bank of Ireland 670.76 7.080   10/14/13 6.960 4,749        299,010 33,340  
      Smurfit Kappa 297.74 15.950   10/14/13 17.020 4,749        303,759 28,591  
    PSI 20 Impresa 13,967.65 0.680   9/16/13 0.670 9,498        313,257 19,093  
    FT 30 short Man Group 90.08 105.435   10/14/13 92.741 9,498        322,755 9,596  
    Nikkei (FRA) long Furukawa Co 283.86 16.730   9/30/13 17.160 4,749        327,504 4,847  
      Tokyo Electric Power 1,214.58 3.910   9/30/13 4.520 4,749        332,253 98  
9/16/13 Sell HSI short China Shenhua HK 3,085.06 2.475 2.615 4/22/13 2.544 -7,849 8,068 219 232,569  324,404 8,166 332,569
    OMXH 25 Outokumpu 1,209.42 4.600 6.624 3/18/13 5.520 -6,676 8,011 1,335 233,904  317,728 16,177 333,904
    PSI 20 long Impresa 13,967.65 0.670   9/09/13 0.680 -9,498 9,358 -140 233,765  308,230 25,535 333,765
  Buy HSI Galaxy Entertainment 1,678.38 5.352   12/23/13 6.370 8,982        317,212 16,553  
    OMXH 25 Nokia 1,902.97 4.720   10/21/13 5.265 8,982        326,194 7,571  
9/23/13 Sell GEX short YOC 1,554.57 2.219 11.488 4/22/13 5.049 -7,849 17,859 10,010 243,775  318,345 25,430 343,775
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 long Teixeira Duarte 13,984.85 0.660   12/09/13 0.920 9,230        327,575 16,200  
    GEX Manz 172.30 53.570   4/14/14 65.730 9,230        336,805 6,970  
9/30/13 Sell SDAX short Hypoport 1,113.24 8.120 6.840 6/10/13 7.480 -8,327 7,615 -712 243,063  328,478 14,585 343,063
    TSX 60 Barrick Gold 542.67 13.729 15.238 4/22/13 14.464 -7,849 8,269 420 243,482  320,629 22,854 343,482
    Athex LC Eurobank Ergasias 25.12 50.000 1,352.000 3/25/13 260.000 -6,531 33,962 27,431 270,913  314,097 56,816 370,913
    Nikkei (FRA) long Furukawa Co 283.86 17.160   9/09/13 16.730 -4,749 4,871 122 271,035  309,349 61,687 371,035
      Tokyo Electric Power 1,214.58 4.520   9/09/13 3.910 -4,749 5,490 741 271,776  304,599 67,177 371,776
  Buy SDAX ADLER Real Estate 3,719.66 2.950   10/14/13 3.079 10,973        315,572 56,204  
    HSI-C&I Galaxy Entertainment 2,120.76 5.174   2/03/14 7.265 10,973        326,546 45,231  
    TSX 60 Bausch Health 142.73 76.879   9/29/14 102.197 10,973        337,518 34,258  
    Athex LC Aegean Airlines 2,612.62 4.200   1/27/14 7.210 10,973        348,491 23,285  
    Nikkei (FRA) short Nikon 419.46 13.080   11/04/13 13.433 5,487        353,978 17,798  
    CAC Next 20 SES 518.82 21.150   10/07/13 21.020 10,973        364,951 6,825  
10/07/13 Sell   short SES 518.82 21.020 21.281 9/30/13 21.150 -10,973 11,041 68 271,844  353,978 17,866 371,844
    Nikkei (TYO) long Subaru 786.97 20.003   11/19/12 8.176 -6,434 15,742 9,308 281,152  347,544 33,608 381,152
  Buy CAC Next 20 EDF 436.41 23.760   10/28/13 25.570 10,369        357,913 23,239  
    Nikkei (TYO) short Nikon 819.66 12.650   10/14/13 13.191 10,369        368,282 12,870  
10/14/13 Sell SDAX long ADLER Real Estate 3,719.66 3.079   9/30/13 2.950 -10,973 11,453 480 281,632  357,309 24,323 381,632
    HSI-Fin short Ping An 2,448.26 2.804 3.201 5/13/13 2.996 -7,335 7,837 502 282,134  349,974 32,160 382,134
    ISEQ 20 long Bank of Ireland 670.76 6.960   9/09/13 7.080 -4,749 4,668 -80 282,054  345,225 36,828 382,054
      Smurfit Kappa 297.74 17.020   9/09/13 15.950 -4,749 5,068 319 282,372  340,476 41,896 382,372
    FT 30 short Man Group 90.08 92.741 119.865 9/09/13 105.435 -9,498 10,797 1,300 283,672  330,979 52,693 383,672
    SMI long Richemont 102.59 74.199   12/17/12 59.929 -6,148 7,612 1,464 285,136  324,830 60,305 385,136
    Nikkei (TYO) short Nikon 819.66 13.191 12.110 10/07/13 12.650 -10,369 9,926 -443 284,693  314,461 70,231 384,693
  Buy HSI-Fin long AIA 3,101.19 3.667   1/06/14 3.604 11,373        325,834 58,858  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 short C&C Group 1,353.93 4.200   10/28/13 4.008 5,687        331,521 53,172  
      Flutter 99.83 56.960   10/28/13 56.500 5,686        337,207 47,485  
    FT 30 long ITV 52.20 217.888   12/02/13 228.772 11,374        348,581 36,112  
    Nikkei (TYO) Tokyo Electric Power 2,913.54 3.904   11/04/13 3.961 11,373        359,954 24,739  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.38 25.350 20.820 7/29/13 23.085 -8,758 7,899 -859 283,833  351,196 32,637 383,833
    OMXH 25 long Nokia 1,902.97 5.265   9/16/13 4.720 -8,982 10,019 1,037 284,871  342,214 42,657 384,871
    OBX 25 short Frontline 933.64 8.829 5.997 4/15/13 7.413 -6,921 5,599 -1,322 283,549  335,293 48,256 383,549
  Buy ATX long Wienerberger 826.25 13.065   8/11/14 11.525 10,795        346,088 37,461  
    SDAX ADLER Real Estate 3,610.37 2.990   3/31/14 5.100 10,795        356,883 26,666  
    OMXH 25 short YIT 1,084.92 9.950   10/28/13 10.035 10,795        367,678 15,871  
    OBX 25 long REC Silicon 3,046.08 3.544   12/16/13 2.538 10,795        378,473 5,076  
10/28/13 Sell ISEQ 20 short C&C Group 1,353.93 4.008 4.401 10/14/13 4.200 -5,687 5,959 272 283,821  372,786 11,035 383,821
      Flutter 99.83 56.500 57.424 10/14/13 56.960 -5,686 5,733 46 283,867  367,100 16,767 383,867
    OMXH 25 YIT 1,084.92 10.035 9.865 10/21/13 9.950 -10,795 10,703 -92 283,775  356,305 27,470 383,775
    CAC Next 20 long EDF 436.41 25.570   10/07/13 23.760 -10,369 11,159 790 284,565  345,936 38,629 384,565
  Buy ISEQ 20 Bank of Ireland 688.74 7.680   11/25/13 8.040 5,290        351,226 33,339  
      Smurfit Kappa 307.35 17.210   11/25/13 17.550 5,289        356,515 28,050  
    OMXH 25 Nokia 2,132.86 4.960   11/11/13 5.770 10,579        367,094 17,471  
    CAC Next 20 short STMicroelectronics 1,891.47 5.593   11/11/13 5.653 10,579        377,673 6,892  
11/04/13 Sell SSE 50 short China Northern Rare 3,097.68 2.137 2.623 5/13/13 2.368 -7,335 8,126 791 285,356  370,338 15,018 385,356
    Nikkei (FRA) Nikon 419.46 13.433 12.727 9/30/13 13.080 -5,487 5,338 -148 285,208  364,852 20,357 385,208
    Nikkei (TYO) long Tokyo Electric Power 2,913.54 3.961   10/14/13 3.904 -11,373 11,541 168 285,377  353,479 31,898 385,377
  Buy SSE 50 Shanghai Oriental 2,372.03 4.398   12/23/13 4.388 10,431        363,910 21,467  
    Nikkei (FRA) Softbank 182.68 28.550   12/16/13 30.884 5,216        369,125 16,251  
      Tokyo Electric Power 1,315.72 3.964   12/16/13 3.730 5,216        374,341 11,036  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nikon 776.32 13.437   11/18/13 13.220 10,431        384,772 605  
11/11/13 Sell OMXH 25 long Nokia 2,132.86 5.770   10/28/13 4.960 -10,579 12,307 1,728 287,104  374,193 12,912 387,104
    CAC Next 20 short STMicroelectronics 1,891.47 5.653 5.533 10/28/13 5.593 -10,579 10,466 -113 286,991  363,614 23,377 386,991
  Buy OMXH 25 Outokumpu 2,931.14 3.500   12/02/13 3.690 10,259        373,873 13,118  
    CAC Next 20 long EDF 396.41 25.880   12/09/13 26.640 10,259        384,132 2,859  
11/18/13 Sell HSI-Prop short Hang Lung 1,621.17 2.531 2.606 6/10/13 2.568 -4,163 4,225 62 287,052  379,968 7,084 387,052
      Sino Land 3,869.06 1.043 1.110 6/10/13 1.076 -4,164 4,296 133 287,185  375,805 11,380 387,185
    Topix (FRA) Inpex 965.67 8.519 7.387 6/03/13 7.953 -7,680 7,133 -547 286,638  368,125 18,514 386,638
    Nikkei (TYO) Nikon 776.32 13.220 13.657 11/04/13 13.437 -10,431 10,602 171 286,809  357,694 29,116 386,809
  Buy HSI-Prop long CK Hutchison 438.66 11.852   2/10/14 10.645 5,199        362,893 23,917  
      China Ov Land & Inv 2,240.27 2.321   2/10/14 1.876 5,199        368,092 18,718  
    Topix (FRA) Softbank 363.01 28.644   11/25/13 31.950 10,398        378,490 8,320  
    Nikkei (TYO) MinebeaMitsumi 2,070.78 5.021   3/03/14 6.187 10,398        388,888 -2,078  
11/25/13 Sell ISEQ 20 long Bank of Ireland 688.74 8.040   10/28/13 7.680 -5,290 5,537 248 287,057  383,598 3,459 387,057
      Smurfit Kappa 307.35 17.550   10/28/13 17.210 -5,289 5,394 105 287,162  378,309 8,853 387,162
    Topix (FRA) Softbank 363.01 31.950   11/18/13 28.644 -10,398 11,598 1,200 288,362  367,911 20,451 388,362
    GCX SunPower 1,047.05 21.795   2/11/13 7.063 -7,395 22,820 15,425 303,787  360,516 43,271 403,787
  Buy ISEQ 20 short Flutter 99.66 56.070   12/02/13 56.450 5,588        366,104 37,683  
      Ryanair Holdings 958.16 5.832   12/02/13 6.109 5,588        371,692 32,095  
    Topix (FRA) Komatsu 714.44 15.643   6/09/14 16.815 11,176        382,868 20,919  
    GCX Aurubis 263.74 42.375   1/06/14 43.845 11,176        394,044 9,743  
12/02/13 Sell ISEQ 20 short Flutter 99.66 56.450 55.690 11/25/13 56.070 -5,588 5,550 -38 303,749  388,456 15,293 403,749
      Ryanair Holdings 958.16 6.109 5.555 11/25/13 5.832 -5,588 5,323 -265 303,484  382,868 20,616 403,484
    OMXH 25 Outokumpu 2,931.14 3.690 3.310 11/11/13 3.500 -10,259 9,702 -557 302,927  372,609 30,318 402,927
    FT 30 long ITV 52.20 228.772   10/14/13 217.888 -11,374 11,942 568 303,495  361,235 42,260 403,495
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 668.05 8.340   4/14/14 8.250 5,572        366,806 36,688  
      Smurfit Kappa 323.17 17.240   4/14/14 17.010 5,571        372,378 31,117  
    OMXH 25 Nokia 1,885.77 5.909   12/09/13 5.850 11,143        383,521 19,974  
12/09/13 Sell   long Nokia 1,885.77 5.850   12/02/13 5.909 -11,143 11,032 -111 303,384  372,378 31,006 403,384
    PSI 20 Teixeira Duarte 13,984.85 0.920   9/23/13 0.660 -9,230 12,866 3,636 307,020  363,148 43,872 407,020
    CAC Next 20 EDF 396.41 26.640   11/11/13 25.880 -10,259 10,560 301 307,321  352,889 54,432 407,321
  Buy OMXH 25 short Metso Outotec 1,723.61 6.697   5/12/14 8.620 11,543        364,432 42,889  
    CAC Next 20 STMicroelectronics 2,117.98 5.450   1/13/14 5.763 11,543        375,975 31,346  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,765.43 7.030   9/09/13 5.380 -9,498 12,411 2,913 310,234  366,477 43,757 410,234
    OBX 25 REC Silicon 3,046.08 2.538   10/21/13 3.544 -10,795 7,730 -3,065 307,169  355,682 51,487 407,169
    Nikkei (FRA) Softbank 182.68 30.884   11/04/13 28.550 -5,216 5,642 426 307,595  350,466 57,129 407,595
      Tokyo Electric Power 1,315.72 3.730   11/04/13 3.964 -5,216 4,908 -308 307,287  345,251 62,036 407,287
    DJ Global Titans Bank of America 866.79 11.075   10/29/12 7.204 -6,244 9,600 3,356 310,643  339,007 71,636 410,643
  Buy IBEX 35 short Acciona 303.22 39.760   1/20/14 48.255 12,056        351,063 59,580  
    OBX 25 TGS-NOPEC 710.34 16.972   12/23/13 17.469 12,056        363,119 47,524  
    Nikkei (FRA) Nitto Denko 208.00 28.981   12/30/13 30.258 6,028        369,147 41,496  
      Pacific Metals 242.48 24.860   12/30/13 26.180 6,028        375,175 35,468  
    CAC Mid 60 Adocia 2,111.38 5.710   12/23/13 5.660 12,056        387,231 23,412  
    DJ Global Titans IBM 93.28 129.242   12/23/13 133.044 12,056        399,287 11,356  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,372.03 4.388   11/04/13 4.398 -10,431 10,409 -22 310,620  388,856 21,765 410,620
    HSI Galaxy Entertainment 1,678.38 6.370   9/16/13 5.352 -8,982 10,691 1,709 312,330  379,874 32,456 412,330
    OBX 25 short TGS-NOPEC 710.34 17.469 16.475 12/16/13 16.972 -12,056 11,703 -353 311,977  367,818 44,159 411,977
    CAC Mid 60 Adocia 2,111.38 5.660 5.760 12/16/13 5.710 -12,056 12,162 106 312,083  355,762 56,322 412,083
    DJ Global Titans IBM 93.28 133.044 125.440 12/16/13 129.242 -12,056 11,701 -355 311,728  343,706 68,023 411,728
  Buy SSE 50 Poly Developments 18,718.59 0.641   6/02/14 0.591 11,993        355,699 56,030  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 long Impresa 11,002.75 1.090   5/12/14 1.759 11,993        367,692 44,037  
    OBX 25 DNO International 4,126.41 2.906   2/17/14 2.830 11,993        379,685 32,044  
    FT 30 Int Cons Airlines 25.43 471.516   1/27/14 485.635 11,991        391,676 20,053  
    DJ Global Titans Alphabet A 29.37 408.320   10/27/14 433.045 11,992        403,668 8,061  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.00 30.258 27.704 12/16/13 28.981 -6,028 5,762 -266 311,463  397,640 13,823 411,463
      Pacific Metals 242.48 26.180 23.540 12/16/13 24.860 -6,028 5,708 -320 311,143  391,612 19,531 411,143
  Buy   long MinebeaMitsumi 1,020.86 5.273   2/10/14 6.030 5,383        396,995 14,148  
      Softbank 170.21 31.625   2/10/14 27.751 5,383        402,378 8,765  
1/06/14 Sell HSI-Fin long AIA 3,101.19 3.604   10/14/13 3.667 -11,373 11,178 -195 310,948  391,005 19,943 410,948
    GCX short Aurubis 263.74 43.845 40.905 11/25/13 42.375 -11,176 10,788 -388 310,560  379,829 30,731 410,560
  Buy HSI-Fin ICBC 23,512.36 0.469   6/02/14 0.478 11,032        390,861 19,699  
    SLI long Vifor Pharma 149.04 74.020   1/27/14 69.103 11,032        401,893 8,667  
    GCX Vestas Wind Systems 2,211.13 4.989   2/03/14 4.789 11,032        412,925 -2,365  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,117.98 5.763 5.137 12/09/13 5.450 -11,543 10,880 -663 309,897  401,382 8,515 409,897
1/20/14 Sell IBEX 35 short Acciona 303.22 48.255 31.265 12/16/13 39.760 -12,056 9,480 -2,576 307,321  389,326 17,996 407,321
  Buy   long Siemens Gamesa 1,257.63 8.454   1/27/14 7.622 10,632        399,958 7,364  
    NZX 50 short Chorus 11,349.27 0.937   6/02/14 1.063 10,632        410,590 -3,268  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,257.63 7.622   1/20/14 8.454 -10,632 9,586 -1,046 306,275  399,958 6,317 406,275
    Athex LC Aegean Airlines 2,612.62 7.210   9/30/13 4.200 -10,973 18,837 7,864 314,139  388,985 25,154 414,139
    FT 30 Int Cons Airlines 25.43 485.635   12/23/13 471.516 -11,991 12,350 359 314,498  376,994 37,504 414,498
    SLI Vifor Pharma 149.04 69.103   1/06/14 74.020 -11,032 10,299 -733 313,765  365,962 47,803 413,765
  Buy IBEX 35 short Repsol 658.43 17.525   2/17/14 17.625 11,539        377,501 36,264  
    Athex LC Eurobank Ergasias 235.49 49.000   5/09/16 0.875 11,539        389,040 24,725  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,120.76 7.265   9/30/13 5.174 -10,973 15,406 4,433 318,199  378,067 40,132 418,199
    GCX Vestas Wind Systems 2,211.13 4.789   1/06/14 4.989 -11,032 10,590 -442 317,756  367,035 50,721 417,756
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy FT 30 Int Cons Airlines 23.44 499.638   2/10/14 509.014 11,712        378,747 39,010  
    GCX short Aurubis 288.45 40.600   3/03/14 38.880 11,711        390,458 27,299  
2/10/14 Sell HSI-Prop long CK Hutchison 438.66 10.645   11/18/13 11.852 -5,199 4,670 -529 317,227  385,259 31,968 417,227
      China Ov Land & Inv 2,240.27 1.876   11/18/13 2.321 -5,199 4,203 -996 316,230  380,060 36,171 416,230
    MerVal Telecom Argentina 2,155.19 2.998   8/12/13 4.215 -9,085 6,462 -2,623 313,608  370,975 42,633 413,608
    FT 30 Int Cons Airlines 23.44 509.014   2/03/14 499.638 -11,712 11,931 220 313,827  359,263 54,564 413,827
    Nikkei (FRA) MinebeaMitsumi 1,020.86 6.030   12/30/13 5.273 -5,383 6,156 773 314,600  353,880 60,720 414,600
      Softbank 170.21 27.751   12/30/13 31.625 -5,383 4,723 -659 313,941  348,497 65,443 413,941
  Buy HSI-Prop short New World Dev 1,697.93 3.529   7/28/14 3.549 5,992        354,489 59,451  
      The Wharf 3,238.39 1.850   7/28/14 2.205 5,992        360,481 53,459  
    Nikkei (FRA) Hitachi Zosen 1,405.58 4.263   6/30/14 3.700 5,992        366,473 47,467  
      Nitto Denko 191.46 31.297   6/30/14 33.890 5,992        372,465 41,475  
2/17/14 Sell IBEX 35 short Repsol 658.43 17.625 17.425 1/27/14 17.525 -11,539 11,473 -66 313,875  360,926 52,948 413,875
    OBX 25 long DNO International 4,126.41 2.830   12/23/13 2.906 -11,993 11,679 -314 313,560  348,933 64,627 413,560
  Buy IBEX 35 Siemens Gamesa 1,431.45 8.351   3/10/14 8.580 11,954        360,887 52,673  
    OBX 25 short Petroleum Geo-Srvcs 1,571.86 7.605   6/02/14 7.980 11,954        372,841 40,719  
2/24/14 Buy MerVal long Edenor 36,108.11 0.315   12/15/14 0.569 11,356        384,197 29,363  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,070.78 6.187   11/18/13 5.021 -10,398 12,811 2,413 315,973  373,799 42,174 415,973
    GCX short Aurubis 288.45 38.880 42.396 2/03/14 40.600 -11,711 12,229 518 316,491  362,088 54,403 416,491
  Buy Nikkei (TYO) Hitachi Zosen 2,998.62 3.926   3/31/14 3.419 11,772        373,860 42,631  
    GCX long Vestas Wind Systems 2,352.71 5.004   4/14/14 5.847 11,772        385,632 30,859  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,431.45 8.580   2/17/14 8.351 -11,954 12,282 328 316,819  373,678 43,141 416,819
  Buy   short Inditex 548.31 20.970   6/09/14 21.750 11,498        385,176 31,643  
3/31/14 Sell SDAX long ADLER Real Estate 3,610.37 5.100   10/21/13 2.990 -10,795 18,413 7,618 324,437  374,381 50,056 424,437
    Nikkei (TYO) short Hitachi Zosen 2,998.62 3.419 4.508 3/03/14 3.926 -11,772 13,519 1,747 326,184  362,609 63,575 426,184
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SDAX Koenig & Bauer 995.37 12.300   5/05/14 11.730 12,243        374,852 51,332  
    Nikkei (TYO) long MinebeaMitsumi 1,900.17 6.443   4/07/14 6.630 12,243        387,095 39,089  
4/07/14 Sell   long MinebeaMitsumi 1,900.17 6.630   3/31/14 6.443 -12,243 12,597 354 326,538  374,852 51,686 426,538
  Buy   short Hitachi Zosen 3,462.71 3.453   7/28/14 3.842 11,955        386,807 39,731  
4/14/14 Sell ISEQ 20 long Bank of Ireland 668.05 8.250   12/02/13 8.340 -5,572 5,511 -60 326,478  381,236 45,242 426,478
      Smurfit Kappa 323.17 17.010   12/02/13 17.240 -5,571 5,497 -74 326,404  375,664 50,740 426,404
    BAX Morphosys 190.74 58.270   7/01/13 44.145 -8,420 11,114 2,694 329,098  367,244 61,854 429,098
    GEX Manz 172.30 65.730   9/23/13 53.570 -9,230 11,325 2,095 331,193  358,014 73,179 431,193
    GCX Vestas Wind Systems 2,352.71 5.847   3/03/14 5.004 -11,772 13,755 1,983 333,177  346,242 86,935 433,177
  Buy ISEQ 20 short C&C Group 1,451.12 4.480   1/19/15 3.322 6,501        352,743 80,434  
      Flutter 121.31 53.590   1/19/15 66.350 6,501        359,244 73,933  
    BAX Adva 4,059.32 3.203   4/21/14 3.210 13,002        372,246 60,931  
    GEX 4SC 453.64 28.662   1/26/15 18.284 13,002        385,248 47,928  
    GCX EJR 252.53 51.487   4/28/14 51.524 13,002        398,250 34,927  
4/21/14 Sell BAX short Adva 4,059.32 3.210 3.196 4/14/14 3.203 -13,002 12,974 -28 333,148  385,248 47,900 433,148
  Buy   long Sixt 415.69 28.930   5/05/14 28.890 12,026        397,274 35,874  
4/28/14 Sell Nordic 30 long Pandora 304.95 46.257   7/29/13 28.719 -8,758 14,106 5,348 338,496  388,516 49,980 438,496
    GCX short EJR 252.53 51.524 51.450 4/14/14 51.487 -13,002 12,993 -9 338,487  375,514 62,973 438,487
  Buy Germany SolarWorld 406.09 30.870   6/09/14 16.900 12,536        388,050 50,437  
    Nordic 30 Carlsberg A 169.84 73.812   5/05/14 74.896 12,536        400,586 37,900  
    GCX long Vestas Wind Systems 2,034.34 6.162   5/19/14 7.076 12,536        413,122 25,364  
5/05/14 Sell SDAX short Koenig & Bauer 995.37 11.730 12.898 3/31/14 12.300 -12,243 12,838 595 339,082  400,879 38,202 439,082
    Nordic 30 Carlsberg A 169.84 74.896 72.728 4/28/14 73.812 -12,536 12,352 -184 338,898  388,343 50,555 438,898
    BAX long Sixt 415.69 28.890   4/21/14 28.930 -12,026 12,009 -17 338,881  376,317 62,564 438,881
  Buy SDAX ADLER Real Estate 2,499.70 5.015   5/19/14 5.000 12,536        388,853 50,028  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Pandora 257.26 48.729   9/15/14 59.766 12,536        401,389 37,492  
    BAX short Adva 3,917.50 3.200   6/09/14 3.196 12,536        413,925 24,956  
5/12/14 Sell OMXH 25 short Metso Outotec 1,723.61 8.620 4.774 12/09/13 6.697 -11,543 8,229 -3,315 335,567  402,382 33,184 435,567
    PSI 20 long Impresa 11,002.75 1.759   12/23/13 1.090 -11,993 19,354 7,361 342,927  390,389 52,538 442,927
  Buy OMXH 25 Outokumpu 1,854.19 6.680   5/19/14 6.250 12,386        402,775 40,152  
5/19/14 Sell SDAX long ADLER Real Estate 2,499.70 5.000   5/05/14 5.015 -12,536 12,499 -38 342,890  390,239 52,651 442,890
    OMXH 25 Outokumpu 1,854.19 6.250   5/12/14 6.680 -12,386 11,589 -797 342,093  377,853 64,239 442,093
    GCX Vestas Wind Systems 2,034.34 7.076   4/28/14 6.162 -12,536 14,396 1,860 343,952  365,317 78,635 443,952
  Buy HSI Citic Pacific 10,084.92 1.295   11/10/14 1.393 13,064        378,381 65,571  
    SDAX short WCM 8,048.80 1.623   5/26/14 1.623 13,064        391,445 52,507  
    OMXH 25 YIT 1,765.41 7.400   1/26/15 5.508 13,064        404,509 39,443  
    GCX Energy Recovery 3,875.98 3.371   3/02/15 3.076 13,064        417,573 26,379  
5/26/14 Sell SDAX short WCM 8,048.80 1.623 1.623 5/19/14 1.623 -13,064 13,064 0 343,952  404,509 39,443  
  Buy   long ADLER Real Estate 2,197.09 5.500   6/09/14 6.050 12,084        416,593 27,359  
    HSI-C&I Tencent 1,188.24 10.170   10/06/14 12.196 12,084        428,677 15,275  
6/02/14 Sell SSE 50 short Poly Developments 18,718.59 0.591 0.695 12/23/13 0.641 -11,993 13,004 1,011 344,963  416,684 28,279 444,963
    HSI-Fin ICBC 23,512.36 0.478 0.460 1/06/14 0.469 -11,032 10,825 -207 344,756  405,652 39,104 444,756
    OBX 25 Petroleum Geo-Srvcs 1,571.86 7.980 7.230 2/17/14 7.605 -11,954 11,365 -589 344,167  393,698 50,469 444,167
    NZX 50 Chorus 11,349.27 1.063 0.811 1/20/14 0.937 -10,632 9,200 -1,432 342,735  383,066 59,669 442,735
  Buy SSE 50 long Sinolink Secs 10,921.74 1.150   6/23/14 1.117 12,560        395,626 47,109  
    HSI-Fin HK Exchgs & Clrg 917.77 13.685   9/29/14 17.213 12,560        408,186 34,549  
    OBX 25 Grieg Seafood 3,723.25 3.373   6/30/14 3.430 12,560        420,746 21,989  
    FT 30 National Grid 11.38 1,103.450   6/09/14 1,037.210 12,557        433,304 9,431  
    NZX 50 Tourism 18,038.20 0.696   7/21/14 0.758 12,560        445,864 -3,129  
6/09/14 Sell Germany short SolarWorld 406.09 16.900 56.388 4/28/14 30.870 -12,536 22,899 10,363 353,098  433,328 19,770 453,098
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX long ADLER Real Estate 2,197.09 6.050   5/26/14 5.500 -12,084 13,292 1,208 354,306  421,244 33,062 454,306
    IBEX 35 short Inditex 548.31 21.750 20.190 3/10/14 20.970 -11,498 11,070 -428 353,878  409,746 44,133 453,878
    FT 30 long National Grid 11.38 1,037.210   6/02/14 1,103.450 -12,557 11,803 -754 353,125  397,188 55,936 453,125
    Topix (FRA) short Komatsu 714.44 16.815 14.471 11/25/13 15.643 -11,176 10,339 -837 352,287  386,012 66,275 452,287
    BAX Adva 3,917.50 3.196 3.204 5/05/14 3.200 -12,536 12,552 16 352,303  373,476 78,827 452,303
  Buy Germany long RIB Software 948.43 14.000   7/28/14 10.655 13,278        386,754 65,549  
    SDAX short WCM 8,302.12 1.599   12/29/14 1.381 13,278        400,032 52,271  
    FT 30 Tesco 28.83 460.539   11/17/14 306.530 13,277        413,310 38,993  
    Topix (FRA) long Fujitsu 265.40 50.030   9/15/14 48.100 13,278        426,588 25,715  
    BAX Cancom 672.64 19.740   6/16/14 18.403 13,278        439,866 12,437  
6/16/14 Sell   long Cancom 672.64 18.403   6/09/14 19.740 -13,278 12,378 -900 351,403  426,588 24,816 451,403
  Buy IBEX 35 short ArcelorMittal 363.07 32.790   3/02/15 28.860 11,905        438,493 12,910  
    BAX Adva 3,796.24 3.136   6/23/14 3.096 11,905        450,398 1,005  
6/23/14 Sell SSE 50 long Sinolink Secs 10,921.74 1.117   6/02/14 1.150 -12,560 12,200 -360 351,043  437,838 13,205 451,043
    BAX short Adva 3,796.24 3.096 3.177 6/16/14 3.136 -11,905 12,059 154 351,197  425,933 25,264 451,197
  Buy SSE 50 Kangmei Pharma 13,817.87 0.862   7/07/14 0.868 11,911        437,844 13,353  
    CAC Next 20 Arkema 168.58 70.655   1/26/15 62.720 11,911        449,755 1,442  
    CAC Mid 60 CGG 34.69 343.360   1/19/15 153.600 11,911        461,666 -10,469  
    BAX long Wacker Neuson 718.83 16.570   7/14/14 17.170 11,911        473,577 -22,380  
6/30/14 Sell OBX 25 long Grieg Seafood 3,723.25 3.430   6/02/14 3.373 -12,560 12,770 210 351,407  461,017 -9,610 451,407
    Nikkei (FRA) short Hitachi Zosen 1,405.58 3.700 4.912 2/10/14 4.263 -5,992 6,904 912 352,319  455,025 -2,706 452,319
      Nitto Denko 191.46 33.890 28.704 2/10/14 31.297 -5,992 5,496 -496 351,822  449,033 2,789 451,822
  Buy OBX 25 Norwegian 4.74 2,398.530   7/07/14 2,546.850 11,369        460,402 -8,580  
    Nikkei (FRA) long Fujitsu 103.34 54.990   8/17/15 44.550 5,683        466,085 -14,262  
      MinebeaMitsumi 690.97 8.224   8/17/15 12.573 5,683        471,767 -19,945  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/07/14 Sell SSE 50 short Kangmei Pharma 13,817.87 0.868 0.856 6/23/14 0.862 -11,911 11,823 -88 351,734  459,856 -8,122 451,734
    OBX 25 Norwegian 4.74 2,546.850 2,250.210 6/30/14 2,398.530 -11,369 10,666 -703 351,031  448,487 2,544 451,031
  Buy SSE 50 long AVIC Aviation Engine 3,810.28 2.976   8/03/15 7.097 11,339        459,826 -8,795  
    OBX 25 SalMar 841.18 13.480   7/28/14 14.639 11,339        471,165 -20,134  
7/14/14 Sell BAX long Wacker Neuson 718.83 17.170   6/23/14 16.570 -11,911 12,342 431 351,462  459,254 -7,792 451,462
7/21/14 Sell NZX 50 long Tourism 18,038.20 0.758   6/02/14 0.696 -12,560 13,671 1,111 352,573  446,694 5,879 452,573
  Buy France short CGG 42.88 267.296   12/29/14 160.352 11,462        458,156 -5,582  
    NZX 50 a2 Milk 29,252.17 0.392   7/28/14 0.401 11,461        469,617 -17,043  
7/28/14 Sell Germany long RIB Software 948.43 10.655   6/09/14 14.000 -13,278 10,106 -3,173 349,401  456,339 -6,938 449,401
    MDAX Dürr 350.87 30.355   7/01/13 23.998 -8,420 10,651 2,231 351,631  447,919 3,713 451,631
    HSI-Prop short New World Dev 1,697.93 3.549 3.509 2/10/14 3.529 -5,992 5,959 -33 351,598  441,927 9,671 451,598
      The Wharf 3,238.39 2.205 1.496 2/10/14 1.850 -5,992 4,845 -1,147 350,451  435,935 14,516 450,451
    OBX 25 long SalMar 841.18 14.639   7/07/14 13.480 -11,339 12,314 975 351,426  424,596 26,830 451,426
    NZX 50 short a2 Milk 29,252.17 0.401 0.383 7/21/14 0.392 -11,461 11,201 -260 351,166  413,135 38,031 451,166
    Nikkei (TYO) Hitachi Zosen 3,462.71 3.842 3.063 4/07/14 3.453 -11,955 10,606 -1,349 349,816  401,180 48,637 449,816
  Buy Germany SolarWorld 830.73 15.000   1/12/15 12.350 12,461        413,641 36,176  
    MDAX Südzucker 897.44 13.885   2/02/15 11.245 12,461        426,102 23,715  
    HSI-Prop long CK Hutchison 453.79 13.730   8/24/15 10.950 6,230        432,332 17,484  
      Sino Land 4,976.44 1.252   8/24/15 1.200 6,231        438,563 11,254  
    OBX 25 short Petroleum Geo-Srvcs 1,931.04 6.453   8/11/14 6.127 12,461        451,024 -1,207  
    NZX 50 long Tourism 16,746.41 0.744   2/22/16 1.542 12,461        463,485 -13,668  
    BAX Nemetschek 1,961.07 6.354   8/04/14 6.125 12,461        475,946 -26,129  
    Nikkei (TYO) MinebeaMitsumi 1,363.66 9.138   10/20/14 9.651 12,461        488,407 -38,590  
8/04/14 Sell HDAX long Dürr 497.53 28.230   1/23/12 9.125 -4,540 14,045 9,505 359,322  483,867 -24,545 459,322
    MIB Azimut 696.15 18.460   11/05/12 9.304 -6,477 12,851 6,374 365,696  477,390 -11,694 465,696
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Nemetschek 1,961.07 6.125   7/28/14 6.354 -12,461 12,012 -449 365,246  464,929 318 465,246
    Indices Merval 18.12 750.468   8/12/13 501.316 -9,084 13,598 4,515 369,761  455,845 13,916 469,761
  Buy HDAX short Südzucker 928.65 13.020   1/12/15 11.160 12,091        467,936 1,825  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        480,054 -10,293  
8/11/14 Sell ATX long Wienerberger 826.25 11.525   10/21/13 13.065 -10,795 9,523 -1,272 368,488  469,259 -771 468,488
    DAX Continental 81.13 133.083   7/16/12 59.533 -4,830 10,797 5,967 374,456  464,429 10,026 474,456
    OBX 25 short Petroleum Geo-Srvcs 1,931.04 6.127 6.796 7/28/14 6.453 -12,461 13,124 663 375,118  451,968 23,150 475,118
  Buy ATX Raiffeisen Bank Int 658.70 18.910   2/16/15 13.795 12,456        464,424 10,694  
    DAX Adidas 216.81 57.450   8/18/14 60.070 12,456        476,880 -1,762  
    OBX 25 long SalMar 945.59 13.173   8/18/14 12.880 12,456        489,336 -14,218  
8/18/14 Sell DAX short Adidas 216.81 60.070 54.830 8/11/14 57.450 -12,456 11,888 -568 374,550  476,880 -2,330 474,550
    OBX 25 long SalMar 945.59 12.880   8/11/14 13.173 -12,456 12,179 -277 374,273  464,424 9,849 474,273
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 374,702  452,306 22,396 474,702
  Buy DAX long Vonovia 544.33 22.830   10/06/14 22.420 12,427        464,733 9,969  
    OBX 25 short Petroleum Geo-Srvcs 2,037.31 6.100   2/16/15 5.700 12,427        477,160 -2,458  
    Indices long Merval 15.85 784.124   10/06/14 1,022.100 12,428        489,588 -14,886  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,900.86 6.373   7/01/13 2.159 -8,420 24,859 16,439 391,141  481,168 9,973 491,141
  Buy   short Demant 1,064.98 11.763   9/08/14 11.966 12,527        493,695 -2,554  
9/08/14 Sell   short Demant 1,064.98 11.966 11.559 9/01/14 11.763 -12,527 12,310 -217 390,924  481,168 9,756 490,924
  Buy   long Pandora 217.86 57.454   9/29/14 61.631 12,517        493,685 -2,761  
9/15/14 Sell Nordic 30 long Pandora 257.26 59.766   5/05/14 48.729 -12,536 15,375 2,839 393,764  481,149 12,614 493,764
    Topix (FRA) Fujitsu 265.40 48.100   6/09/14 50.030 -13,278 12,766 -512 393,251  467,871 25,380 493,251
  Buy Nordic 30 short Volvo 1,474.77 8.791   11/10/14 9.334 12,965        480,836 12,415  
    Topix (FRA) Aeon 1,651.38 7.851   1/05/15 8.291 12,965        493,801 -550  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 917.77 17.213   6/02/14 13.685 -12,560 15,797 3,237 396,489  481,241 15,247 496,489
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Bausch Health 142.73 102.197   9/30/13 76.879 -10,973 14,587 3,614 400,102  470,268 29,834 500,102
    OMXC 20 Pandora 217.86 61.631   9/08/14 57.454 -12,517 13,427 910 401,012  457,751 43,261 501,012
  Buy HSI-Fin short ICBC 27,321.29 0.498   11/03/14 0.526 13,606        471,357 29,655  
    TSX 60 Yamana Gold 2,836.59 4.797   3/23/15 3.713 13,606        484,963 16,049  
10/06/14 Sell DAX long Vonovia 544.33 22.420   8/18/14 22.830 -12,427 12,204 -223 400,789  472,536 28,253 500,789
    HSI-C&I Tencent 1,188.24 12.196   5/26/14 10.170 -12,084 14,492 2,408 403,197  460,452 42,745 503,197
    Indices Merval 15.85 1,022.100   8/18/14 784.124 -12,428 16,200 3,772 406,969  448,024 58,945 506,969
  Buy DAX short Deutsche Lufthansa 1,171.11 12.080   11/17/14 13.145 14,147        462,171 44,798  
    HSI-C&I Galaxy Entertainment 2,871.67 4.926   4/13/15 4.822 14,147        476,318 30,651  
    PSI 20 Pharol 8,679.14 1.630   2/23/15 0.697 14,147        490,465 16,504  
    Indices PSI 20 2.55 5,537.710   2/23/15 5,494.440 14,121        504,586 2,383  
10/13/14 Sell S&P 100 long Gilead Sciences 271.88 79.611   9/17/12 25.063 -6,814 21,645 14,830 421,799  497,772 24,027 521,799
    BEL 20 KBC 256.36 40.740   7/15/13 31.350 -8,037 10,444 2,407 424,207  489,735 34,472 524,207
    OMXS 30 Nokia 1,290.49 6.407   7/08/13 3.186 -4,111 8,268 4,157 428,363  485,624 42,739 528,363
      Kinnevik 188.00 22.475   7/08/13 21.868 -4,111 4,225 114 428,477  481,513 46,964 528,477
  Buy S&P 100 short General Motors 615.33 23.379   10/27/14 23.689 14,386        495,899 32,578  
    BEL 20 Galapagos 1,294.29 11.115   11/17/14 12.800 14,386        510,285 18,192  
    OMXS 30 Lundin 643.87 11.172   11/03/14 11.400 7,193        517,478 10,999  
      MTG 311.05 23.125   11/03/14 24.302 7,193        524,671 3,806  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.69 87.497   7/23/12 26.166 -4,754 15,897 11,143 439,621  519,917 19,704 539,621
    Europe 50 Roche 19.34 222.572   12/19/11 129.719 -2,509 4,305 1,796 441,416  517,408 24,008 541,416
    Nikkei (TYO) MinebeaMitsumi 1,363.66 9.651   7/28/14 9.138 -12,461 13,160 699 442,116  504,947 37,168 542,116
    SP Global 100 Apple 329.96 19.487   4/30/12 15.738 -5,193 6,430 1,237 443,353  499,754 43,599 543,353
  Buy Kospi 50 short Hyundai Heavy 175.56 83.577   12/08/14 94.176 14,673        514,427 28,926  
    Europe 50 Deutsche Bank 681.04 21.545   11/10/14 21.563 14,673        529,100 14,253  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Toyo Seikan 1,786.88 8.212   10/27/14 8.725 14,673        543,773 -420  
    SP Global 100 Deutsche Bank 681.04 21.545   11/03/14 22.134 14,673        558,446 -15,093  
10/27/14 Sell S&P 100 short General Motors 615.33 23.689 23.070 10/13/14 23.379 -14,386 14,196 -190 443,162  544,060 -898 543,162
    Nikkei (TYO) Toyo Seikan 1,786.88 8.725 7.698 10/20/14 8.212 -14,673 13,755 -918 442,245  529,387 12,857 542,245
    DJ Global Titans long Alphabet A 29.37 433.045   12/23/13 408.320 -11,992 12,719 726 442,971  517,395 25,576 542,971
  Buy S&P 100 Gilead Sciences 160.30 88.668   6/08/15 100.700 14,213        531,608 11,363  
    Nikkei (TYO) MinebeaMitsumi 1,356.54 10.477   8/24/15 10.589 14,213        545,821 -2,850  
    DJ Global Titans short Samsung Electronics 867.36 16.387   11/10/14 18.745 14,213        560,034 -17,064  
11/03/14 Sell HSI-Fin short ICBC 27,321.29 0.526 0.470 9/29/14 0.498 -13,606 12,852 -754 442,217  546,428 -4,212 542,217
    OMXS 30 Lundin 643.87 11.400 10.943 10/13/14 11.172 -7,193 7,046 -147 442,069  539,235 2,834 542,069
      MTG 311.05 24.302 21.949 10/13/14 23.125 -7,193 6,827 -366 441,703  532,042 9,661 541,703
    SP Global 100 Deutsche Bank 681.04 22.134 20.956 10/20/14 21.545 -14,673 14,272 -401 441,302  517,369 23,933 541,302
  Buy HSI-Fin long HK Exchgs & Clrg 799.71 17.669   11/24/14 17.528 14,130        531,499 9,803  
    OMXC 20 Pandora 211.91 66.679   11/17/14 66.322 14,130        545,629 -4,327  
    OMXS 30 Boliden 538.61 13.117   6/08/15 18.209 7,065        552,694 -11,392  
      Electrolux 314.62 22.455   6/08/15 27.196 7,065        559,759 -18,457  
    SP Global 100 Apple 645.28 21.898   8/24/15 22.212 14,130        573,889 -32,587  
11/10/14 Sell HSI long Citic Pacific 10,084.92 1.393   5/19/14 1.295 -13,064 14,048 984 442,286  560,825 -18,539 542,286
    Europe 50 short Deutsche Bank 681.04 21.563 21.527 10/20/14 21.545 -14,673 14,661 -12 442,274  546,152 -3,878 542,274
    Nordic 30 Volvo 1,474.77 9.334 8.249 9/15/14 8.791 -12,965 12,165 -800 441,474  533,187 8,287 541,474
    DJ Global Titans Samsung Electronics 867.36 18.745 14.028 10/27/14 16.387 -14,213 12,168 -2,045 439,429  518,974 20,455 539,429
  Buy HSI Kunlun Energy 13,511.92 1.036   1/12/15 0.825 13,997        532,971 6,458  
    Europe 50 long Novartis 226.07 61.916   8/24/15 69.088 13,997        546,968 -7,539  
    Nordic 30 Pandora 205.37 68.154   6/01/15 91.032 13,997        560,965 -21,536  
    DJ Global Titans Apple 639.16 21.899   12/15/14 21.746 13,997        574,962 -35,533  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/17/14 Sell DAX short Deutsche Lufthansa 1,171.11 13.145 11.015 10/06/14 12.080 -14,147 12,900 -1,247 438,182  560,815 -22,633 538,182
    BEL 20 Galapagos 1,294.29 12.800 9.430 10/13/14 11.115 -14,386 12,205 -2,181 436,001  546,429 -10,428 536,001
    OMXC 20 long Pandora 211.91 66.322   11/03/14 66.679 -14,130 14,054 -76 435,925  532,299 3,626 535,925
    FT 30 short Tesco 28.83 306.530 691.926 6/09/14 460.539 -13,277 19,948 6,671 442,596  519,022 23,574 542,596
  Buy DAX long Merck (EMD) 184.61 76.670   7/06/15 90.640 14,154        533,176 9,420  
    BEL 20 Proximus 464.07 30.500   11/24/14 30.740 14,154        547,330 -4,734  
    OMXC 20 short FLSmidth 426.57 33.181   11/24/14 35.297 14,154        561,484 -18,888  
    FT 30 long Man Group 83.49 169.534   12/15/14 177.040 14,154        575,638 -33,042  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.71 17.528   11/03/14 17.669 -14,130 14,017 -113 442,483  561,508 -19,025 542,483
    BEL 20 Proximus 464.07 30.740   11/17/14 30.500 -14,154 14,266 111 442,594  547,354 -4,760 542,594
    OMXC 20 short FLSmidth 426.57 35.297 31.065 11/17/14 33.181 -14,154 13,251 -903 441,692  533,200 8,492 541,692
  Buy HSI-Fin HSBC 1,721.04 7.992   1/26/15 8.332 13,754        546,954 -5,262  
    BEL 20 Galapagos 1,066.20 12.900   12/01/14 13.020 13,754        560,708 -19,016  
    OMXC 20 long Pandora 204.65 67.207   8/17/15 107.440 13,754        574,462 -32,770  
12/01/14 Sell BEL 20 short Galapagos 1,066.20 13.020 12.780 11/24/14 12.900 -13,754 13,626 -128 441,564  560,708 -19,144 541,564
  Buy   long Proximus 413.16 31.610   12/15/14 29.550 13,060        573,768 -32,204  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.56 94.176 72.978 10/20/14 83.577 -14,673 12,812 -1,861 439,703  559,095 -19,392 539,703
  Buy   long Amorepacific Group 156.84 82.934   7/06/15 157.893 13,007        572,103 -32,399  
12/15/14 Sell BEL 20 long Proximus 413.16 29.550   12/01/14 31.610 -13,060 12,209 -851 438,852  559,043 -20,190 538,852
    MerVal Edenor 36,108.11 0.569   2/24/14 0.315 -11,356 20,531 9,175 448,027  547,687 341 548,027
    FT 30 Man Group 83.49 177.040   11/17/14 169.534 -14,154 14,781 627 448,654  533,532 15,122 548,654
    DJ Global Titans Apple 639.16 21.746   11/10/14 21.899 -13,997 13,899 -98 448,556  519,535 29,021 548,556
  Buy BEL 20 short Umicore 926.47 15.585   1/19/15 16.578 14,439        533,974 14,582  
    FT 30 Tesco 55.01 262.480   12/22/14 292.250 14,439        548,413 143  
    DJ Global Titans Gazprom 4,326.94 3.337   3/02/15 4.494 14,439        562,852 -14,296  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/22/14 Sell TecDAX short SMA Solar 223.26 14.800 46.789 5/21/12 26.315 -5,875 10,446 4,571 453,127  556,977 -3,850 553,127
    FT 30 Tesco 55.01 292.250 232.709 12/15/14 262.480 -14,439 12,801 -1,638 451,489  542,538 8,951 551,489
  Buy   long Man Group 69.83 200.637   1/05/15 211.401 14,010        556,549 -5,059  
12/29/14 Sell France short CGG 42.88 160.352 445.565 7/21/14 267.296 -11,462 19,106 7,644 459,133  545,087 14,047 559,133
    SDAX WCM 8,302.12 1.381 1.852 6/09/14 1.599 -13,278 15,372 2,094 461,228  531,809 29,419 561,228
  Buy France long Adocia 309.56 47.700   6/08/15 66.230 14,766        546,575 14,653  
    SDAX Patrizia Immobilien 1,200.49 12.300   1/19/15 14.055 14,766        561,341 -113  
    BAX KUKA 249.13 59.270   7/27/15 74.330 14,766        576,107 -14,879  
1/05/15 Sell FT 30 long Man Group 69.83 211.401   12/22/14 200.637 -14,010 14,762 752 461,979  562,096 -117 561,979
    Topix (FRA) short Aeon 1,651.38 8.291 7.411 9/15/14 7.851 -12,965 12,238 -727 461,253  549,131 12,121 561,253
  Buy FT 30 Tesco 48.75 294.006   1/19/15 365.061 14,333        563,464 -2,212  
    Topix (FRA) long Oriental Land 299.07 47.929   2/02/15 54.216 14,334        577,798 -16,546  
1/12/15 Sell Germany short SolarWorld 830.73 12.350 18.219 7/28/14 15.000 -12,461 15,135 2,674 463,926  565,337 -1,411 563,926
    HSI Kunlun Energy 13,511.92 0.825 1.300 11/10/14 1.036 -13,997 17,571 3,574 467,500  551,340 16,160 567,500
    HDAX Südzucker 928.65 11.160 15.190 8/04/14 13.020 -12,091 14,106 2,015 469,516  539,249 30,266 569,516
  Buy Germany long Ströer Media 609.14 24.615   6/15/15 40.315 14,994        554,243 15,272  
    HSI China Life Ins HK 4,524.31 3.314   7/13/15 3.728 14,994        569,237 278  
    HDAX Ströer Media 609.14 24.615   8/24/15 47.670 14,994        584,231 -14,716  
1/19/15 Sell SDAX long Patrizia Immobilien 1,200.49 14.055   12/29/14 12.300 -14,766 16,873 2,107 471,622  569,465 2,157 571,622
    ISEQ 20 short C&C Group 1,451.12 3.322 6.042 4/14/14 4.480 -6,501 8,767 2,266 473,889  562,964 10,924 573,889
      Flutter 121.31 66.350 40.830 4/14/14 53.590 -6,501 4,953 -1,548 472,341  556,463 15,878 572,341
    BEL 20 Umicore 926.47 16.578 14.593 12/15/14 15.585 -14,439 13,520 -920 471,421  542,024 29,397 571,421
    FT 30 Tesco 48.75 365.061 222.950 1/05/15 294.006 -14,333 10,869 -3,464 467,957  527,691 40,266 567,957
    CAC Mid 60 CGG 34.69 153.600 767.553 6/23/14 343.360 -11,911 26,626 14,715 482,672  515,780 66,892 582,672
  Buy SDAX SGL Carbon 1,152.52 14.090   1/26/15 15.480 16,239        532,019 50,653  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 long Glanbia 586.25 13.850   6/08/15 17.420 8,120        540,139 42,534  
      Ryanair Holdings 834.48 9.730   6/08/15 11.660 8,119        548,258 34,414  
    BEL 20 bpost 710.37 22.860   9/28/15 21.000 16,239        564,497 18,175  
    FT 30 Man Group 77.39 209.841   6/08/15 231.072 16,240        580,737 1,936  
    CAC Mid 60 Adocia 256.95 63.200   6/08/15 66.230 16,239        596,976 -14,304  
1/26/15 Sell SDAX short SGL Carbon 1,152.52 15.480 12.700 1/19/15 14.090 -16,239 14,637 -1,602 481,070  580,737 333 581,070
    HSI-Fin HSBC 1,721.04 8.332 7.651 11/24/14 7.992 -13,754 13,168 -586 480,484  566,983 13,501 580,484
    OMXH 25 YIT 1,765.41 5.508 9.942 5/19/14 7.400 -13,064 17,552 4,488 484,972  553,919 31,053 584,972
    CAC Next 20 Arkema 168.58 62.720 79.594 6/23/14 70.655 -11,911 13,418 1,507 486,479  542,008 44,471 586,479
    GEX 4SC 453.64 18.284 44.930 4/14/14 28.662 -13,002 20,382 7,380 493,859  529,006 64,853 593,859
  Buy SDAX long Patrizia Immobilien 1,101.47 14.950   6/29/15 22.015 16,467        545,473 48,386  
    HSI-Fin China Life Ins HK 4,408.01 3.736   8/03/15 3.251 16,467        561,940 31,919  
    OMXH 25 Neste Oil 2,038.00 8.080   5/11/15 7.640 16,467        578,407 15,452  
    GEX Ströer Media 615.59 26.750   6/01/15 38.770 16,467        594,874 -1,015  
2/02/15 Sell MDAX short Südzucker 897.44 11.245 17.145 7/28/14 13.885 -12,461 15,386 2,925 496,784  582,413 14,371 596,784
    AEX KPN 1,606.45 2.756 4.771 10/15/12 3.626 -5,825 7,664 1,839 498,623  576,588 22,035 598,623
    Topix (FRA) long Oriental Land 299.07 54.216   1/05/15 47.929 -14,334 16,214 1,880 500,503  562,254 38,249 600,503
  Buy MDAX Ströer Media 619.15 25.790   11/16/15 61.450 15,968        578,222 22,281  
    Topix (FRA) short Orix 1,603.53 9.958   2/09/15 10.802 15,968        594,190 6,313  
2/09/15 Sell   short Orix 1,603.53 10.802 9.114 2/02/15 9.958 -15,968 14,615 -1,353 499,150  578,222 20,928 599,150
  Buy MerVal long Aluar 16,536.16 0.937   2/16/15 0.944 15,501        593,723 5,427  
    Topix (FRA) Sony 685.07 22.627   5/18/15 28.471 15,501        609,224 -10,074  
2/16/15 Sell ATX short Raiffeisen Bank Int 658.70 13.795 25.922 8/11/14 18.910 -12,456 17,075 4,619 503,768  596,768 7,000 603,768
    OBX 25 Petroleum Geo-Srvcs 2,037.31 5.700 6.528 8/18/14 6.100 -12,427 13,300 873 504,641  584,341 20,300 604,641
    MerVal long Aluar 16,536.16 0.944   2/09/15 0.937 -15,501 15,612 111 504,752  568,840 35,912 604,752
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX Zumtobel 759.23 21.095   9/07/15 23.775 16,016        584,856 19,896  
    OBX 25 Frontline 1,286.59 12.448   2/23/15 11.234 16,016        600,872 3,880  
2/23/15 Sell PSI 20 short Pharol 8,679.14 0.697 3.812 10/06/14 1.630 -14,147 33,084 18,937 523,689  586,725 36,964 623,689
    OBX 25 long Frontline 1,286.59 11.234   2/16/15 12.448 -16,016 14,454 -1,562 522,126  570,709 51,417 622,126
    Indices short PSI 20 2.55 5,494.440 5,581.320 10/06/14 5,537.710 -14,121 14,232 111 522,238  556,588 65,650 622,238
  Buy PSI 20 long Altri 5,686.84 3.024   5/25/15 4.081 17,197        573,785 48,453  
    OBX 25 short Seadrill 6.11 2,815.850   4/13/15 2,712.370 17,205        590,990 31,248  
    MerVal long Comercial del Plata 69,539.02 0.247   3/02/15 0.261 17,197        608,187 14,051  
    Indices SSE 50 ew 51.12 336.435   7/27/15 382.611 17,199        625,385 -3,148  
3/02/15 Sell IBEX 35 short ArcelorMittal 363.07 28.860 37.255 6/16/14 32.790 -11,905 13,526 1,621 523,859  613,480 10,379 623,859
    MerVal long Comercial del Plata 69,539.02 0.261   2/23/15 0.247 -17,197 18,157 960 524,818  596,283 28,535 624,818
    DJ Global Titans short Gazprom 4,326.94 4.494 2.180 12/15/14 3.337 -14,439 9,433 -5,006 519,812  581,844 37,968 619,812
    GCX Energy Recovery 3,875.98 3.076 3.693 5/19/14 3.371 -13,064 14,316 1,252 521,064  568,780 52,284 621,064
  Buy IBEX 35 long Intl. Cons. Airlines 2,130.76 7.900   3/09/15 7.660 16,833        585,613 35,451  
    DJ Global Titans Apple 583.34 28.856   3/30/15 29.169 16,833        602,446 18,618  
    GCX Shimano 120.97 139.151   6/01/15 129.753 16,833        619,279 1,785  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,130.76 7.660   3/02/15 7.900 -16,833 16,322 -511 520,552  602,446 18,106 620,552
  Buy   short Endesa 905.10 17.640   3/23/15 18.130 15,966        618,412 2,140  
    MerVal long Comercial del Plata 57,514.41 0.278   6/29/15 0.285 15,966        634,378 -13,826  
3/23/15 Sell IBEX 35 short Endesa 905.10 18.130 17.150 3/09/15 17.640 -15,966 15,522 -443 520,109  618,412 1,697 620,109
    TSX 60 Yamana Gold 2,836.59 3.713 6.196 9/29/14 4.797 -13,606 17,575 3,969 524,078  604,806 19,272 624,078
  Buy IBEX 35 long Intl. Cons. Airlines 1,985.56 8.100   5/11/15 7.890 16,083        620,889 3,189  
    TSX 60 Bausch Health 86.57 185.781   5/11/15 200.704 16,083        636,972 -12,894  
3/30/15 Sell DJ Global Titans long Apple 583.34 29.169   3/02/15 28.856 -16,833 17,015 182 524,260  620,139 4,121 624,260
  Buy   short ConocoPhilips 265.85 59.090   4/27/15 61.591 15,709        635,848 -11,588  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,871.67 4.822 5.033 10/06/14 4.926 -14,147 14,452 305 524,565  621,701 2,864 624,565
    OBX 25 Seadrill 6.11 2,712.370 2,923.280 2/23/15 2,815.850 -17,205 17,861 656 525,222  604,497 20,725 625,222
    ÖkoDAX (deprecated) SolarWorld 67.28 14.550 772.962 4/29/13 106.050 -7,135 52,005 44,870 570,092  597,361 72,730 670,092
  Buy HSI-C&I long Tencent 892.13 20.815   7/06/15 17.093 18,570        615,931 54,160  
    OBX 25 Frontline 1,356.93 13.685   5/18/15 12.057 18,570        634,501 35,590  
4/27/15 Sell DJ Global Titans short ConocoPhilips 265.85 61.591 56.589 3/30/15 59.090 -15,709 15,044 -665 569,427  618,792 50,634 669,427
  Buy   long Mitsubishi UFJ 2,774.29 6.489   6/08/15 6.373 18,001        636,793 32,633  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,985.56 7.890   3/23/15 8.100 -16,083 15,666 -417 569,010  620,710 48,299 669,010
    OMXH 25 Neste Oil 2,038.00 7.640   1/26/15 8.080 -16,467 15,570 -897 568,113  604,243 63,870 668,113
    TSX 60 Bausch Health 86.57 200.704   3/23/15 185.781 -16,083 17,375 1,292 569,405  588,160 81,245 669,405
  Buy IBEX 35 short Obrascón Huarte Lain 980.46 19.140   4/25/16 5.840 18,766        606,926 62,479  
    OMXH 25 Outokumpu 3,584.72 5.235   1/04/16 2.584 18,766        625,692 43,713  
    TSX 60 Cenovus Energy 1,210.24 15.506   3/21/16 12.064 18,766        644,458 24,947  
5/18/15 Sell OBX 25 long Frontline 1,356.93 12.057   4/13/15 13.685 -18,570 16,360 -2,210 567,195  625,888 41,307 667,195
    Topix (FRA) Sony 685.07 28.471   2/09/15 22.627 -15,501 19,505 4,004 571,199  610,387 60,812 671,199
  Buy OBX 25 short REC Silicon 8,646.35 2.117   6/01/15 1.852 18,300        628,687 42,512  
    Topix (FRA) Toshiba 611.43 29.930   5/25/15 30.510 18,300        646,987 24,211  
5/25/15 Sell PSI 20 long Altri 5,686.84 4.081   2/23/15 3.024 -17,197 23,208 6,011 577,210  629,790 47,419 677,210
    Topix (FRA) short Toshiba 611.43 30.510 29.350 5/18/15 29.930 -18,300 17,945 -355 576,855  611,490 65,365 676,855
  Buy PSI 20 Pharol 36,382.35 0.510   11/23/15 0.369 18,555        630,045 46,810  
    Topix (FRA) long Sony 651.05 28.500   6/01/15 28.394 18,555        648,600 28,255  
6/01/15 Sell OBX 25 short REC Silicon 8,646.35 1.852 2.418 5/18/15 2.117 -18,300 20,909 2,609 579,465  630,300 49,164 679,465
    Nordic 30 long Pandora 205.37 91.032   11/10/14 68.154 -13,997 18,695 4,698 584,163  616,303 67,860 684,163
    Topix (FRA) Sony 651.05 28.394   5/25/15 28.500 -18,555 18,486 -69 584,094  597,748 86,346 684,094
    GEX Ströer Media 615.59 38.770   1/26/15 26.750 -16,467 23,866 7,399 591,493  581,281 110,212 691,493
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Shimano 120.97 129.753   3/02/15 139.151 -16,833 15,696 -1,137 590,356  564,448 125,908 690,356
  Buy TecDAX short Aixtron 2,957.39 6.900   4/25/16 4.108 20,406        584,854 105,502  
    OBX 25 long Frontline 1,635.66 12.476   6/08/15 12.298 20,406        605,260 85,096  
    Nordic 30 short Fortum 1,178.18 17.320   11/30/15 13.820 20,406        625,666 64,690  
    Topix (FRA) Toshiba 625.76 32.610   11/16/15 22.410 20,406        646,072 44,284  
    GCX REC Silicon 11,015.98 1.852   10/05/20 0.464 20,406        666,478 23,878  
6/08/15 Sell S&P 100 long Gilead Sciences 160.30 100.700   10/27/14 88.668 -14,213 16,142 1,929 592,285  652,265 40,020 692,285
    France Adocia 309.56 66.230   12/29/14 47.700 -14,766 20,502 5,736 598,021  637,499 60,523 698,021
    ISEQ 20 Glanbia 586.25 17.420   1/19/15 13.850 -8,120 10,212 2,093 600,114  629,379 70,735 700,114
      Ryanair Holdings 834.48 11.660   1/19/15 9.730 -8,119 9,730 1,611 601,725  621,260 80,465 701,725
    OBX 25 Frontline 1,635.66 12.298   6/01/15 12.476 -20,406 20,116 -290 601,434  600,854 100,581 701,434
    OMXS 30 Boliden 538.61 18.209   11/03/14 13.117 -7,065 9,807 2,742 604,177  593,789 110,388 704,177
      Electrolux 314.62 27.196   11/03/14 22.455 -7,065 8,556 1,491 605,668  586,724 118,944 705,668
    FT 30 Man Group 77.39 231.072   1/19/15 209.841 -16,240 17,883 1,643 607,311  570,484 136,827 707,311
    CAC Mid 60 Adocia 256.95 66.230   1/19/15 63.200 -16,239 17,018 779 608,090  554,245 153,845 708,090
    DJ Global Titans Mitsubishi UFJ 2,774.29 6.373   4/27/15 6.489 -18,001 17,680 -321 607,769  536,244 171,525 707,769
  Buy S&P 100 short Norfolk Southern 272.57 80.648   6/15/15 80.979 21,982        558,226 149,543  
    France Solocal 31.38 700.450   11/23/15 390.360 21,980        580,207 127,562  
    ISEQ 20 FBD Holdings 1,185.14 9.274   8/10/15 7.120 10,991        591,198 116,571  
    OBX 25 DNO International 17,254.32 1.274   12/21/15 0.607 21,982        613,180 94,589  
    OMXS 30 SSAB 2,146.68 5.120   10/26/15 3.388 10,991        624,171 83,598  
      Telia Company 2,090.06 5.259   10/26/15 4.765 10,991        635,162 72,607  
    FT 30 Tate & Lyle 29.17 753.704   12/28/15 807.108 21,986        657,147 50,622  
    DJ Global Titans BHP 1,155.75 19.020   7/13/15 17.787 21,982        679,129 28,640  
6/15/15 Sell S&P 100 short Norfolk Southern 272.57 80.979 80.318 6/08/15 80.648 -21,982 21,892 -90 607,679  657,147 50,532 707,679
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Germany long Ströer Media 609.14 40.315   1/12/15 24.615 -14,994 24,557 9,564 617,243  642,153 75,090 717,243
  Buy S&P 100 Starbucks 427.54 46.330   7/06/15 49.123 19,808        661,961 55,282  
6/29/15 Sell SDAX long Patrizia Immobilien 1,101.47 22.015   1/26/15 14.950 -16,467 24,249 7,782 625,024  645,494 79,530 725,024
    MerVal Comercial del Plata 57,514.41 0.285   3/09/15 0.278 -15,966 16,386 420 625,444  629,528 95,916 725,444
7/06/15 Sell S&P 100 long Starbucks 427.54 49.123   6/15/15 46.330 -19,808 21,002 1,194 626,638  609,720 116,918 726,638
    Kospi 50 Amorepacific Group 156.84 157.893   12/08/14 82.934 -13,007 24,764 11,757 638,395  596,713 141,682 738,395
    DAX Merck (EMD) 184.61 90.640   11/17/14 76.670 -14,154 16,733 2,579 640,974  582,559 158,415 740,974
    HSI-C&I Tencent 892.13 17.093   4/13/15 20.815 -18,570 15,249 -3,321 637,653  563,989 173,664 737,653
  Buy S&P 100 short Norfolk Southern 289.69 78.643   7/13/15 78.579 22,782        586,771 150,882  
    CAC 40 ArcelorMittal 902.97 25.230   3/27/17 22.800 22,782        609,553 128,100  
    DAX RWE 1,184.10 19.240   7/13/15 20.205 22,782        632,335 105,318  
    HSI-C&I Sands China 6,733.07 3.384   5/09/16 3.084 22,782        655,117 82,536  
7/13/15 Sell S&P 100 short Norfolk Southern 289.69 78.579 78.708 7/06/15 78.643 -22,782 22,801 19 637,672  632,335 105,337 737,672
    HSI long China Life Ins HK 4,524.31 3.728   1/12/15 3.314 -14,994 16,868 1,874 639,546  617,341 122,205 739,546
    DAX short RWE 1,184.10 20.205 18.275 7/06/15 19.240 -22,782 21,639 -1,143 638,403  594,558 143,845 738,403
    DJ Global Titans BHP 1,155.75 17.787 20.338 6/08/15 19.020 -21,982 23,506 1,524 639,927  572,576 167,350 739,927
  Buy S&P 100 long Amazon.com 54.78 414.042   7/27/15 479.746 22,681        595,258 144,669  
    HSI short China Shenhua HK 12,212.47 1.857   4/18/16 1.521 22,681        617,939 121,988  
    DAX long Fresenius 370.24 61.260   7/27/15 61.200 22,681        640,620 99,307  
    DJ Global Titans Mitsubishi UFJ 3,610.82 6.281   7/27/15 6.435 22,681        663,301 76,626  
7/20/15 Sell DJTA long Avis Budget 493.43 38.916   9/24/12 12.419 -6,128 19,202 13,074 653,001  657,173 95,828 753,001
  Buy   short Avis Budget 545.28 38.916   8/03/15 39.514 21,220        678,393 74,608  
7/27/15 Sell S&P 100 long Amazon.com 54.78 479.746   7/13/15 414.042 -22,681 26,280 3,599 656,600  655,711 100,889 756,600
    DAX Fresenius 370.24 61.200   7/13/15 61.260 -22,681 22,659 -22 656,578  633,030 123,548 756,578
    BAX KUKA 249.13 74.330   12/29/14 59.270 -14,766 18,518 3,752 660,330  618,264 142,065 760,330
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices SSE 50 ew 51.12 382.611   2/23/15 336.435 -17,199 19,559 2,361 662,690  601,066 161,625 762,690
    DJ Global Titans Mitsubishi UFJ 3,610.82 6.435   7/13/15 6.281 -22,681 23,236 555 663,245  578,385 184,861 763,245
  Buy S&P 100 short ConocoPhilips 519.15 45.655   3/07/16 37.595 23,702        602,087 161,159  
    DAX RWE 1,277.74 18.550   10/19/15 12.230 23,702        625,789 137,456  
    BAX Grammer 902.59 26.260   11/09/15 23.675 23,702        649,491 113,754  
    Indices RTX 22.50 1,053.370   6/06/16 1,104.740 23,701        673,192 90,054  
    DJ Global Titans ConocoPhilips 519.15 45.655   8/03/15 45.385 23,702        696,894 66,352  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,810.28 7.097   7/07/14 2.976 -11,339 27,041 15,702 678,948  685,555 93,393 778,948
    HSI-Fin China Life Ins HK 4,408.01 3.251   1/26/15 3.736 -16,467 14,328 -2,139 676,809  669,088 107,721 776,809
    DJTA short Avis Budget 545.28 39.514 38.317 7/20/15 38.916 -21,220 20,893 -326 676,482  647,868 128,615 776,482
    DJ Global Titans ConocoPhilips 519.15 45.385 45.927 7/27/15 45.655 -23,702 23,843 141 676,624  624,166 152,458 776,624
  Buy SSE 50 China Northern Rare 11,159.32 2.081   1/04/16 1.789 23,227        647,393 129,231  
    HSI-Fin ICBC 37,139.43 0.625   1/04/16 0.538 23,227        670,620 106,004  
    DJTA long JetBlue Airways 1,078.44 21.538   8/24/15 18.277 23,227        693,847 82,777  
    SMI UBS 1,100.69 21.102   8/17/15 20.081 23,227        717,074 59,550  
    SLI Vifor Pharma 218.77 106.171   8/24/15 107.513 23,227        740,301 36,323  
    DJ Global Titans Mitsubishi UFJ 3,581.21 6.486   8/24/15 5.389 23,227        763,528 13,096  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,185.14 7.120 12.080 6/08/15 9.274 -10,991 14,316 3,325 679,949  752,537 27,412 779,949
  Buy   long Kingspan Group 444.09 22.725   8/17/15 22.815 10,092        762,629 17,320  
      Ryanair Holdings 789.67 12.780   8/17/15 12.705 10,092        772,721 7,228  
8/17/15 Sell ASX 50 long James Hardie Ind 719.21 12.058   1/30/12 5.763 -4,145 8,672 4,527 684,476  768,576 15,900 784,476
    ISEQ 20 Kingspan Group 444.09 22.815   8/10/15 22.725 -10,092 10,132 40 684,516  758,484 26,032 784,516
      Ryanair Holdings 789.67 12.705   8/10/15 12.780 -10,092 10,033 -59 684,457  748,392 36,065 784,457
    OMXC 20 Pandora 204.65 107.440   11/24/14 67.207 -13,754 21,988 8,234 692,690  734,638 58,053 792,690
    SMI UBS 1,100.69 20.081   8/03/15 21.102 -23,227 22,103 -1,124 691,567  711,411 80,156 791,567
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Fujitsu 103.34 44.550   6/30/14 54.990 -5,683 4,604 -1,079 690,488  705,728 84,759 790,488
      MinebeaMitsumi 690.97 12.573   6/30/14 8.224 -5,683 8,688 3,005 693,493  700,046 93,447 793,493
  Buy ASX 50 short Santos 5,568.87 3.982   11/23/15 2.708 22,173        722,219 71,274  
    ISEQ 20 FBD Holdings 1,606.74 6.900   11/30/15 6.852 11,087        733,305 60,188  
    OMXC 20 GN Store Nord 178.10 124.500   10/05/15 126.375 22,173        755,479 38,014  
    Nikkei (FRA) Sharp 864.11 12.830   11/23/15 10.210 11,087        766,565 26,928  
      IHI 367.22 30.190   11/23/15 25.250 11,086        777,652 15,841  
8/24/15 Sell DJIA long Visa 132.78 58.880   12/19/11 18.897 -2,509 7,818 5,309 698,802  775,142 23,659 798,802
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 713,527  773,256 40,270 813,527
    Euro 50 ASML 54.48 74.790   1/09/12 32.400 -1,765 4,075 2,309 715,836  771,491 44,345 815,836
      AB InBev 37.16 91.280   1/09/12 47.495 -1,765 3,392 1,627 717,463  769,726 47,737 817,463
    HDAX Ströer Media 609.14 47.670   1/12/15 24.615 -14,994 29,038 14,044 731,507  754,732 76,774 831,507
    FTSE Ashtead 13.86 1,199.890   7/30/12 333.248 -4,619 16,630 12,012 743,518  750,114 93,405 843,518
    HSI-Prop CK Hutchison 453.79 10.950   7/28/14 13.730 -6,230 4,969 -1,261 742,257  743,883 98,374 842,257
      Sino Land 4,976.44 1.200   7/28/14 1.252 -6,231 5,972 -259 741,998  737,653 104,346 841,998
    Europe 50 Novartis 226.07 69.088   11/10/14 61.916 -13,997 15,619 1,621 743,619  723,655 119,964 843,619
    DJTA JetBlue Airways 1,078.44 18.277   8/03/15 21.538 -23,227 19,711 -3,516 740,104  700,428 139,675 840,104
    SLI Vifor Pharma 218.77 107.513   8/03/15 106.171 -23,227 23,521 294 740,397  677,201 163,196 840,397
    Nikkei (TYO) MinebeaMitsumi 1,356.54 10.589   10/27/14 10.477 -14,213 14,365 152 740,549  662,988 177,561 840,549
    DJ Global Titans Mitsubishi UFJ 3,581.21 5.389   8/03/15 6.486 -23,227 19,300 -3,927 736,622  639,761 196,860 836,622
    SP Global 100 Apple 645.28 22.212   11/03/14 21.898 -14,130 14,333 203 736,824  625,631 211,193 836,824
  Buy DJIA short Chevron 421.77 62.119   5/30/16 91.551 26,200        651,831 184,993  
    Nasdaq 100 Micron Technology 2,106.52 12.438   8/31/15 14.635 26,200        678,031 158,793  
    Euro 50 E.on 1,505.75 8.700   10/26/15 8.993 13,100        691,131 145,693  
      Banco Santander 2,514.40 5.210   10/26/15 5.230 13,100        704,231 132,593  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX RWE 1,981.85 13.220   11/23/15 10.895 26,200        730,431 106,393  
    FTSE Glencore 139.82 187.390   5/09/16 167.806 26,201        756,632 80,192  
    HSI-Prop Hang Lung 6,815.11 1.922   6/06/16 1.737 13,100        769,732 67,092  
      The Wharf 7,487.43 1.750   6/06/16 1.945 13,100        782,832 53,992  
    DJCA Chevron 421.77 62.119   8/31/15 72.229 26,200        809,032 27,792  
    Europe 50 Rio Tinto 8.95 2,927.710   10/26/15 3,453.900 26,203        835,235 1,589  
    DJTA Norfolk Southern 406.99 64.376   8/31/15 69.482 26,200        861,435 -24,611  
    SLI Aryzta 2,795.35 9.373   1/09/17 8.993 26,200        887,635 -50,811  
    CAC Next 20 Casino Guichard 465.53 56.280   1/30/17 49.780 26,200        913,835 -77,011  
    Nikkei (TYO) IHI 1,011.92 25.892   8/08/16 25.014 26,200        940,035 -103,211  
    DJ Global Titans ConocoPhilips 708.55 36.977   3/21/16 37.886 26,200        966,235 -129,411  
    SP Global 100 RWE 1,981.85 13.220   9/12/16 14.645 26,200        992,435 -155,611  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,106.52 14.635 10.240 8/24/15 12.438 -26,200 21,572 -4,628 732,196  966,235 -134,039 832,196
    DJCA Chevron 421.77 72.229 52.009 8/24/15 62.119 -26,200 21,936 -4,264 727,932  940,035 -112,103 827,932
    DJTA Norfolk Southern 406.99 69.482 59.269 8/24/15 64.376 -26,200 24,122 -2,078 725,854  913,835 -87,982 825,854
  Buy Nasdaq 100 long Netflix 179.83 102.576   9/07/15 88.434 18,446        932,282 -106,428  
    DJCA JetBlue Airways 926.68 19.906   3/16/20 9.506 18,446        950,728 -124,874  
    DJUA short CenterPoint Energy 555.41 16.606   12/07/15 15.137 9,223        959,951 -134,097  
      FirstEnergy 323.58 28.503   12/07/15 29.960 9,223        969,173 -143,320  
    DJTA long JetBlue Airways 926.68 19.906   1/04/16 20.201 18,446        987,619 -161,766  
9/07/15 Sell Nasdaq 100 long Netflix 179.83 88.434   8/31/15 102.576 -18,446 15,903 -2,543 723,311  969,173 -145,863 823,311
    ATX Zumtobel 759.23 23.775   2/16/15 21.095 -16,016 18,051 2,035 725,345  953,157 -127,812 825,345
  Buy Nasdaq 100 short Micron Technology 1,157.46 15.066   10/19/15 16.912 17,438        970,595 -145,250  
    ATX Vienna Insurance 640.16 27.240   3/28/16 18.660 17,438        988,033 -162,688  
9/14/15 Sell RTX short RusHydro 4,089.29 0.774 3.647 3/11/13 1.680 -6,870 14,912 8,042 733,387  981,163 -147,776 833,387
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA long JetBlue Airways 736.97 23.257   9/21/15 23.986 17,140        998,303 -164,916  
9/21/15 Sell   long JetBlue Airways 736.97 23.986   9/14/15 23.257 -17,140 17,677 537 733,924  981,163 -147,240 833,924
  Buy   short Wynn Resorts 288.61 59.482   10/05/15 57.973 17,167        998,330 -164,407  
    MIB Saipem 1,688.00 10.170   12/26/16 5.130 17,167        1,015,497 -181,574  
    RTX Mobile TeleSystems 2,707.73 6.340   9/28/15 6.096 17,167        1,032,664 -198,741  
9/28/15 Sell   short Mobile TeleSystems 2,707.73 6.096 6.594 9/21/15 6.340 -17,167 17,854 687 734,611  1,015,497 -180,886 834,611
    BEL 20 long bpost 710.37 21.000   1/19/15 22.860 -16,239 14,918 -1,321 733,290  999,258 -165,969 833,290
  Buy RTX Severstal 1,778.95 9.378   11/02/15 10.465 16,683        1,015,941 -182,652  
    BEL 20 short Solvay 186.38 89.510   3/28/16 85.670 16,683        1,032,624 -199,334  
10/05/15 Sell USA short Wynn Resorts 288.61 57.973 61.030 9/21/15 59.482 -17,167 17,614 447 733,736  1,015,457 -181,721 833,736
    OMXC 20 GN Store Nord 178.10 126.375 122.625 8/17/15 124.500 -22,173 21,840 -334 733,402  993,284 -159,881 833,402
  Buy USA long Netflix 169.41 99.392   12/14/15 109.790 16,838        1,010,122 -176,719  
    OMXC 20 Genmab 197.95 85.064   11/02/15 91.174 16,838        1,026,960 -193,557  
10/12/15 Buy Kospi 50 long Lotte Chemical 76.73 208.474   4/02/18 330.481 15,996        1,042,956 -209,554  
    MerVal Pampa Energía 19,396.14 0.825   10/19/15 0.927 15,996        1,058,952 -225,550  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,157.46 16.912 13.219 9/07/15 15.066 -17,438 15,301 -2,137 731,265  1,041,514 -210,249 831,265
    DAX RWE 1,277.74 12.230 28.136 7/27/15 18.550 -23,702 35,950 12,248 743,514  1,017,812 -174,298 843,514
    MerVal long Pampa Energía 19,396.14 0.927   10/12/15 0.825 -15,996 17,971 1,975 745,488  1,001,816 -156,328 845,488
  Buy Nasdaq 100 Amazon.com 34.06 505.914   2/08/16 436.037 17,231        1,019,047 -173,559  
    DAX Fresenius 285.67 60.310   12/21/15 63.430 17,229        1,036,276 -190,788  
    MerVal short YPF 766.44 22.479   10/26/15 25.738 17,229        1,053,505 -208,017  
10/26/15 Sell Euro 50 short E.on 1,505.75 8.993 8.407 8/24/15 8.700 -13,100 12,659 -441 745,047  1,040,405 -195,358 845,047
      Banco Santander 2,514.40 5.230 5.190 8/24/15 5.210 -13,100 13,050 -50 744,997  1,027,305 -182,308 844,997
    OMXS 30 SSAB 2,146.68 3.388 7.737 6/08/15 5.120 -10,991 16,610 5,619 750,616  1,016,314 -165,698 850,616
      Telia Company 2,090.06 4.765 5.804 6/08/15 5.259 -10,991 12,130 1,139 751,755  1,005,323 -153,569 851,755
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Rio Tinto 8.95 3,453.900 2,401.510 8/24/15 2,927.710 -26,203 21,494 -4,709 747,045  979,120 -132,075 847,045
    MerVal YPF 766.44 25.738 19.221 10/19/15 22.479 -17,229 14,732 -2,498 744,548  961,891 -117,344 844,548
  Buy Euro 50 long Fresenius 141.70 64.150   1/11/16 59.420 9,090        970,981 -126,434  
      Inditex 270.46 33.610   1/11/16 29.430 9,090        980,071 -135,524  
    OMXS 30 Boliden 520.59 17.461   11/02/15 17.505 9,090        989,161 -144,614  
      Svenska Cellulosa B 1,744.15 5.212   11/02/15 5.468 9,090        998,251 -153,704  
    Europe 50 SAP 259.23 70.130   12/14/15 69.400 18,180        1,016,431 -171,883  
    MerVal Pampa Energía 15,819.70 1.149   3/07/16 0.728 18,180        1,034,611 -190,063  
11/02/15 Sell RTX long Severstal 1,778.95 10.465   9/28/15 9.378 -16,683 18,617 1,934 746,481  1,017,928 -171,447 846,481
    OMXC 20 Genmab 197.95 91.174   10/05/15 85.064 -16,838 18,048 1,209 747,691  1,001,090 -153,399 847,691
    OMXS 30 Boliden 520.59 17.505   10/26/15 17.461 -9,090 9,113 23 747,714  992,000 -144,286 847,714
      Svenska Cellulosa B 1,744.15 5.468   10/26/15 5.212 -9,090 9,536 446 748,160  982,910 -134,750 848,160
  Buy RTX short Mobile TeleSystems 2,866.90 6.221   4/25/16 7.952 17,835        1,000,745 -152,585  
    OMXS 30 SSAB 2,640.27 3.378   12/14/15 2.601 8,918        1,009,662 -161,502  
      SKF A 554.97 16.068   12/14/15 14.663 8,917        1,018,580 -170,420  
11/09/15 Sell BAX short Grammer 902.59 23.675 29.127 7/27/15 26.260 -23,702 26,290 2,588 750,748  994,878 -144,130 850,748
  Buy   long Adva 1,739.54 10.155   11/16/15 10.530 17,665        1,012,543 -161,795  
11/16/15 Sell MDAX long Ströer Media 619.15 61.450   2/02/15 25.790 -15,968 38,047 22,079 772,827  996,575 -123,748 872,827
    BSE Sensex 30 Hindustan Unilever 683.86 11.144   1/30/12 6.061 -4,145 7,621 3,476 776,302  992,430 -116,128 876,302
    Topix (FRA) short Toshiba 625.76 22.410 47.453 6/01/15 32.610 -20,406 29,694 9,288 785,590  972,024 -86,434 885,590
    BAX long Adva 1,739.54 10.530   11/09/15 10.155 -17,665 18,317 652 786,242  954,359 -68,116 886,242
  Buy MDAX short Leoni 588.91 34.730   5/30/16 29.880 20,453        974,812 -88,569  
    BSE Sensex 30 Bharat Heavy 12,106.67 1.689   6/13/16 1.058 20,453        995,265 -109,022  
    SMI Holcim 404.93 50.510   1/09/17 49.995 20,453        1,015,718 -129,475  
    Topix (FRA) long Ono Pharmaceutical 749.14 27.302   12/14/15 30.520 20,453        1,036,171 -149,928  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX short Leoni 588.91 34.730   11/23/15 36.045 20,453        1,056,623 -170,381  
11/23/15 Sell France short Solocal 31.38 390.360 1,256.870 6/08/15 700.450 -21,980 39,441 17,460 803,703  1,034,643 -130,940 903,703
    ASX 50 Santos 5,568.87 2.708 5.854 8/17/15 3.982 -22,173 32,599 10,426 814,129  1,012,470 -98,341 914,129
    HDAX RWE 1,981.85 10.895 16.041 8/24/15 13.220 -26,200 31,791 5,591 819,720  986,270 -66,550 919,720
    PSI 20 Pharol 36,382.35 0.369 0.705 5/25/15 0.510 -18,555 25,646 7,091 826,811  967,715 -40,904 926,811
    Nikkei (FRA) Sharp 864.11 10.210 16.122 8/17/15 12.830 -11,087 13,931 2,845 829,656  956,629 -26,973 929,656
      IHI 367.22 25.250 36.097 8/17/15 30.190 -11,086 13,255 2,169 831,825  945,542 -13,717 931,825
    BAX Leoni 588.91 36.045 33.415 11/16/15 34.730 -20,453 19,678 -774 831,051  925,089 5,961 931,051
  Buy France long Ubisoft 873.90 26.805   1/11/16 24.260 23,425        948,514 -17,464  
    HDAX SMA Solar 490.32 47.775   1/18/16 41.200 23,425        971,939 -40,889  
    PSI 20 Altri 4,586.84 5.107   12/07/15 5.008 23,425        995,364 -64,314  
    OMXC 20 Genmab 206.57 113.399   2/08/16 88.896 23,425        1,018,789 -87,739  
    Nikkei (FRA) Yamaha 467.19 25.070   12/07/15 22.360 11,712        1,030,502 -99,451  
    BAX Adva 2,111.31 11.095   12/14/15 9.859 23,425        1,053,927 -122,876  
    GEX Hypoport 296.52 79.000   12/14/15 70.070 23,425        1,077,352 -146,301  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,606.74 6.852 6.948 8/17/15 6.900 -11,087 11,164 78 831,128  1,066,265 -135,137 931,128
    Nordic 30 Fortum 1,178.18 13.820 21.706 6/01/15 17.320 -20,406 25,574 5,168 836,296  1,045,859 -109,563 936,296
  Buy Germany long SMA Solar 437.65 47.225   1/11/16 49.315 20,668        1,066,527 -130,231  
    ASX 50 short Origin Energy 5,395.50 3.831   1/04/16 3.253 20,668        1,087,195 -150,899  
    ISEQ 20 long Flutter 86.08 120.050   12/07/15 122.000 10,334        1,097,529 -161,233  
      Dalata Hotel 2,006.60 5.150   12/07/15 5.130 10,334        1,107,863 -171,567  
    Nordic 30 Pandora 184.21 112.200   12/14/15 108.345 20,668        1,128,531 -192,235  
12/07/15 Sell ISEQ 20 long Flutter 86.08 122.000   11/30/15 120.050 -10,334 10,502 168 836,464  1,118,197 -181,733 936,464
      Dalata Hotel 2,006.60 5.130   11/30/15 5.150 -10,334 10,294 -40 836,424  1,107,864 -171,440 936,424
    PSI 20 Altri 4,586.84 5.008   11/23/15 5.107 -23,425 22,971 -454 835,970  1,084,439 -148,469 935,970
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJUA short CenterPoint Energy 555.41 15.137 18.217 8/31/15 16.606 -9,223 10,118 895 836,865  1,075,216 -138,351 936,865
      FirstEnergy 323.58 29.960 27.045 8/31/15 28.503 -9,223 8,751 -472 836,393  1,065,993 -129,600 936,393
    Nikkei (FRA) long Yamaha 467.19 22.360   11/23/15 25.070 -11,712 10,446 -1,266 835,127  1,054,280 -119,153 935,127
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 851,280  1,052,402 -101,122 951,280
  Buy ISEQ 20 short FBD Holdings 1,558.14 6.820   1/04/16 6.603 10,627        1,063,029 -111,749  
    PSI 20 Pharol 75,365.25 0.282   4/25/16 0.141 21,253        1,084,282 -133,002  
    DJUA long NiSource 601.89 17.655   3/16/20 18.760 10,626        1,094,908 -143,628  
      American Water 197.26 53.870   3/16/20 106.441 10,626        1,105,535 -154,255  
    Nikkei (FRA) short OKI Electric 925.65 11.480   3/07/16 12.000 10,626        1,116,161 -164,881  
      Sharp 1,118.58 9.500   3/07/16 13.180 10,627        1,126,788 -175,507  
    BSE Sensex 50 ONGC 10,307.48 2.062   12/21/15 2.125 21,253        1,148,041 -196,760  
12/14/15 Sell USA long Netflix 169.41 109.790   10/05/15 99.392 -16,838 18,600 1,761 853,042  1,131,202 -178,161 953,042
    OMXS 30 short SSAB 2,640.27 2.601 4.386 11/02/15 3.378 -8,918 11,579 2,661 855,703  1,122,285 -166,582 955,703
      SKF A 554.97 14.663 17.608 11/02/15 16.068 -8,917 9,772 854 856,557  1,113,368 -156,810 956,557
    Europe 50 long SAP 259.23 69.400   10/26/15 70.130 -18,180 17,991 -189 856,368  1,095,188 -138,820 956,368
    Nordic 30 Pandora 184.21 108.345   11/30/15 112.200 -20,668 19,958 -710 855,658  1,074,519 -118,861 955,658
    Topix (FRA) Ono Pharmaceutical 749.14 30.520   11/16/15 27.302 -20,453 22,864 2,411 858,069  1,054,066 -95,998 958,069
    BAX Adva 2,111.31 9.859   11/23/15 11.095 -23,425 20,815 -2,610 855,459  1,030,641 -75,182 955,459
    GEX Hypoport 296.52 70.070   11/23/15 79.000 -23,425 20,777 -2,648 852,811  1,007,216 -54,405 952,811
  Buy OMXS 30 Securitas 838.20 13.398   12/21/15 13.632 11,230        1,018,446 -65,635  
      Swedish Match 3,622.58 3.100   12/21/15 3.142 11,230        1,029,676 -76,865  
    Europe 50 short Rio Tinto 8.82 2,545.100   12/28/15 2,721.790 22,448        1,052,124 -99,313  
    Nordic 30 Møller-Mærsk B 18.32 1,226.160   4/25/16 1,254.850 22,463        1,074,587 -121,776  
    Topix (FRA) Toshiba 1,034.07 21.720   12/21/15 19.300 22,460        1,097,047 -144,236  
    BAX Leoni 675.79 33.235   7/04/16 24.990 22,460        1,119,507 -166,696  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 552.39 40.660   5/09/16 36.225 22,460        1,141,967 -189,156  
12/21/15 Sell DAX long Fresenius 285.67 63.430   10/19/15 60.310 -17,229 18,120 891 853,702  1,124,739 -171,036 953,702
    OBX 25 short DNO International 17,254.32 0.607 2.673 6/08/15 1.274 -21,982 46,114 24,132 877,834  1,102,757 -124,922 977,834
    OMXS 30 long Securitas 838.20 13.632   12/14/15 13.398 -11,230 11,426 196 878,030  1,091,527 -113,496 978,030
      Swedish Match 3,622.58 3.142   12/14/15 3.100 -11,230 11,383 153 878,183  1,080,297 -102,113 978,183
    Topix (FRA) short Toshiba 1,034.07 19.300 24.443 12/14/15 21.720 -22,460 25,276 2,816 880,999  1,057,837 -76,837 980,999
    BSE Sensex 50 ONGC 10,307.48 2.125 1.999 12/07/15 2.062 -21,253 20,605 -648 880,351  1,036,584 -56,233 980,351
  Buy DAX RWE 2,027.38 11.395   12/28/15 11.660 23,102        1,059,686 -79,335  
    OBX 25 long Bakkafrost 878.97 26.283   12/28/15 26.311 23,102        1,082,788 -102,437  
    OMXS 30 short SSAB 5,322.31 2.170   12/28/15 2.409 11,551        1,094,339 -113,988  
      SKF A 791.09 14.601   12/28/15 15.095 11,551        1,105,890 -125,539  
    Topix (FRA) long Ono Pharmaceutical 722.30 31.984   1/04/16 32.298 23,102        1,128,992 -148,641  
    CAC Mid 60 Sartorius Stedim 401.25 57.575   12/28/15 57.183 23,102        1,152,094 -171,743  
    BSE Sensex 50 Bajaj Finance 2,845.74 8.118   1/04/16 8.393 23,102        1,175,196 -194,845  
12/28/15 Sell DAX short RWE 2,027.38 11.660 11.130 12/21/15 11.395 -23,102 22,565 -537 879,814  1,152,094 -172,280 979,814
    OBX 25 long Bakkafrost 878.97 26.311   12/21/15 26.283 -23,102 23,126 24 879,838  1,128,992 -149,153 979,838
    OMXS 30 short SSAB 5,322.31 2.409 1.932 12/21/15 2.170 -11,551 10,280 -1,271 878,567  1,117,441 -138,873 978,567
      SKF A 791.09 15.095 14.108 12/21/15 14.601 -11,551 11,161 -390 878,177  1,105,890 -127,713 978,177
    Europe 50 Rio Tinto 8.82 2,721.790 2,368.420 12/14/15 2,545.100 -22,448 20,889 -1,558 876,618  1,083,442 -106,823 976,618
    FT 30 Tate & Lyle 29.17 807.108 700.300 6/08/15 753.704 -21,986 20,428 -1,558 875,061  1,061,456 -86,396 975,061
    CAC Mid 60 long Sartorius Stedim 401.25 57.183   12/21/15 57.575 -23,102 22,945 -157 874,903  1,038,354 -63,451 974,903
  Buy USA Energy Recovery 3,519.94 6.473   1/11/16 5.700 22,786        1,061,140 -86,237  
    DAX Adidas 255.76 89.090   3/07/16 96.970 22,786        1,083,926 -109,023  
    OBX 25 short Seadrill 24.94 913.471   5/09/16 892.833 22,782        1,106,708 -131,805  
    OMXS 30 long Securitas 821.12 13.875   1/04/16 13.705 11,393        1,118,101 -143,198  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Swedish Match 3,556.98 3.203   1/04/16 3.169 11,393        1,129,494 -154,591  
    Europe 50 SAP 312.74 72.860   1/04/16 70.580 22,786        1,152,280 -177,377  
    FT 30 ITV 61.08 373.033   1/11/16 356.368 22,785        1,175,065 -200,162  
1/04/16 Sell SSE 50 short China Northern Rare 11,159.32 1.789 2.422 8/03/15 2.081 -23,227 27,029 3,802 878,705  1,151,838 -173,133 978,705
    ASX 50 Origin Energy 5,395.50 3.253 4.511 11/30/15 3.831 -20,668 24,336 3,668 882,374  1,131,170 -148,796 982,374
    HSI-Fin ICBC 37,139.43 0.538 0.727 8/03/15 0.625 -23,227 26,982 3,755 886,129  1,107,943 -121,814 986,129
    ISEQ 20 FBD Holdings 1,558.14 6.603 7.044 12/07/15 6.820 -10,627 10,976 349 886,478  1,097,317 -110,839 986,478
    OMXH 25 Outokumpu 3,584.72 2.584 10.606 5/11/15 5.235 -18,766 38,018 19,252 905,730  1,078,551 -72,820 1,005,730
    OMXS 30 long Securitas 821.12 13.705   12/28/15 13.875 -11,393 11,254 -139 905,591  1,067,158 -61,567 1,005,591
      Swedish Match 3,556.98 3.169   12/28/15 3.203 -11,393 11,273 -120 905,471  1,055,765 -50,294 1,005,471
    Europe 50 SAP 312.74 70.580   12/28/15 72.860 -22,786 22,073 -713 904,758  1,032,978 -28,220 1,004,758
    DJTA JetBlue Airways 926.68 20.201   8/31/15 19.906 -18,446 18,720 274 905,032  1,014,532 -9,500 1,005,032
    Topix (FRA) Ono Pharmaceutical 722.30 32.298   12/21/15 31.984 -23,102 23,329 227 905,259  991,430 13,829 1,005,259
    BSE Sensex 50 Bajaj Finance 2,845.74 8.393   12/21/15 8.118 -23,102 23,885 783 906,042  968,328 37,713 1,006,042
  Buy SSE 50 Shanghai Pudong 10,375.78 2.515   1/11/16 2.391 26,093        994,421 11,620  
    HSI-Fin Hang Seng Bank 1,531.86 17.034   1/11/16 16.023 26,093        1,020,514 -14,472  
    ISEQ 20 Flutter 105.77 123.350   1/18/16 119.900 13,047        1,033,561 -27,519  
      Dalata Hotel 2,425.00 5.380   1/18/16 4.930 13,047        1,046,607 -40,566  
    OMXH 25 Elisa 773.13 33.750   1/11/16 34.422 26,093        1,072,701 -66,659  
    OMXS 30 short SSAB 5,349.34 2.439   4/04/16 3.262 13,047        1,085,747 -79,705  
      SKF A 897.15 14.542   4/04/16 15.448 13,046        1,098,794 -92,752  
    Europe 50 Rio Tinto 10.09 2,585.270   1/25/16 2,112.660 26,085        1,124,879 -118,837  
    DJTA Ryder System 496.68 52.534   2/22/16 53.012 26,093        1,150,972 -144,930  
    Topix (FRA) Toshiba 1,313.85 19.860   8/15/16 25.260 26,093        1,177,065 -171,023  
    BSE Sensex 50 Larsen & Toubro 2,248.29 11.606   3/07/16 10.779 26,093        1,203,158 -197,116  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/11/16 Sell USA long Energy Recovery 3,519.94 5.700   12/28/15 6.473 -22,786 20,065 -2,721 903,320  1,180,372 -177,051 1,003,320
    Euro 50 Fresenius 141.70 59.420   10/26/15 64.150 -9,090 8,420 -670 902,650  1,171,282 -168,631 1,002,650
      Inditex 270.46 29.430   10/26/15 33.610 -9,090 7,960 -1,131 901,520  1,162,192 -160,672 1,001,520
    France Ubisoft 873.90 24.260   11/23/15 26.805 -23,425 21,201 -2,224 899,296  1,138,767 -139,471 999,296
    Germany SMA Solar 437.65 49.315   11/30/15 47.225 -20,668 21,583 915 900,210  1,118,099 -117,888 1,000,210
    SSE 50 Shanghai Pudong 10,375.78 2.391   1/04/16 2.515 -26,093 24,806 -1,287 898,924  1,092,006 -93,082 998,924
    HSI-Fin Hang Seng Bank 1,531.86 16.023   1/04/16 17.034 -26,093 24,545 -1,548 897,376  1,065,913 -68,537 997,376
    OMXH 25 Elisa 773.13 34.422   1/04/16 33.750 -26,093 26,613 520 897,896  1,039,820 -41,924 997,896
    FT 30 ITV 61.08 356.368   12/28/15 373.033 -22,785 21,767 -1,018 896,878  1,017,035 -20,157 996,878
    Topix (TYO) Subaru 737.00 33.663   6/11/12 6.048 -4,457 24,809 20,352 917,230  1,012,578 4,653 1,017,230
  Buy Euro 50 short Volkswagen 109.13 117.050   1/25/16 110.750 12,774        1,025,351 -8,121  
      Banco Santander 3,130.76 4.080   1/25/16 3.860 12,774        1,038,125 -20,895  
    France Vallourec 96.89 263.680   4/18/16 148.800 25,548        1,063,673 -46,443  
    SSE 50 Haitong Secs 14,528.55 1.758   6/13/16 1.997 25,547        1,089,220 -71,990  
    ASX 50 Origin Energy 9,331.56 2.738   2/29/16 2.906 25,547        1,114,767 -97,537  
    HSI-Fin China Life Ins HK 10,065.40 2.538   6/06/16 1.986 25,547        1,140,314 -123,084  
    OMXH 25 Outokumpu 10,317.85 2.476   4/25/16 3.996 25,547        1,165,861 -148,631  
    FT 30 Tesco 103.54 246.739   1/25/16 258.955 25,547        1,191,408 -174,178  
    Topix (TYO) Toshiba 1,420.48 17.985   10/31/16 33.076 25,547        1,216,955 -199,725  
1/18/16 Sell HDAX long SMA Solar 490.32 41.200   11/23/15 47.775 -23,425 20,201 -3,224 914,006  1,193,530 -179,524 1,014,006
    ISEQ 20 Flutter 105.77 119.900   1/04/16 123.350 -13,047 12,682 -365 913,641  1,180,483 -166,842 1,013,641
      Dalata Hotel 2,425.00 4.930   1/04/16 5.380 -13,047 11,955 -1,091 912,550  1,167,437 -154,887 1,012,550
    QIX Freenet 431.76 28.325   1/23/12 10.515 -4,540 12,230 7,690 920,240  1,162,897 -142,657 1,020,240
  Buy HDAX short Aixtron 6,648.18 3.300   3/14/16 3.331 21,939        1,184,836 -164,596  
    ISEQ 20 FBD Holdings 1,703.34 6.440   5/30/16 6.529 10,970        1,195,805 -175,566  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX BMW 280.91 78.100   2/08/16 69.300 21,939        1,217,745 -197,505  
1/25/16 Sell Euro 50 short Volkswagen 109.13 110.750 123.708 1/11/16 117.050 -12,774 13,500 727 920,966  1,204,971 -184,005 1,020,966
      Banco Santander 3,130.76 3.860 4.313 1/11/16 4.080 -12,774 13,501 728 921,694  1,192,197 -170,503 1,021,694
    Europe 50 Rio Tinto 10.09 2,112.660 3,163.610 1/04/16 2,585.270 -26,085 31,921 5,835 927,530  1,166,112 -138,582 1,027,530
    FT 30 Tesco 103.54 258.955 234.523 1/11/16 246.739 -25,547 24,283 -1,265 926,265  1,140,565 -114,300 1,026,265
  Buy Euro 50 long SAP 156.85 72.680   4/04/16 70.040 11,400        1,151,964 -125,700  
      Vinci 184.97 61.630   4/04/16 65.450 11,400        1,163,364 -137,099  
    Europe 50 SAP 313.69 72.680   3/28/16 70.840 22,799        1,186,163 -159,898  
    FT 30 National Grid 18.35 1,242.520   2/01/16 1,311.560 22,800        1,208,963 -182,699  
2/01/16 Sell   long National Grid 18.35 1,311.560   1/25/16 1,242.520 -22,800 24,067 1,267 927,532  1,186,163 -158,631 1,027,532
  Buy   short NatWest 65.80 330.109   4/18/16 299.798 21,721        1,207,884 -180,353  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.06 436.037   10/19/15 505.914 -17,231 14,851 -2,380 925,152  1,190,653 -165,501 1,025,152
    OMXC 20 Genmab 206.57 88.896   11/23/15 113.399 -23,425 18,363 -5,062 920,090  1,167,228 -147,138 1,020,090
    QIX short BMW 280.91 69.300 88.018 1/18/16 78.100 -21,939 24,725 2,786 922,876  1,145,289 -122,413 1,022,876
  Buy Nasdaq 100 Micron Technology 2,477.77 9.085   3/21/16 10.259 22,511        1,167,800 -144,924  
    QIX long Rational 55.56 405.150   4/11/16 463.700 22,510        1,190,310 -167,434  
2/22/16 Sell DJTA short Ryder System 496.68 53.012 52.057 1/04/16 52.534 -26,093 25,856 -237 922,639  1,164,217 -141,579 1,022,639
    NZX 50 long Tourism 16,746.41 1.542   7/28/14 0.744 -12,461 25,818 13,357 935,996  1,151,756 -115,761 1,035,996
  Buy OMXC 20 Vestas Wind Systems 1,904.86 12.077   2/29/16 12.460 23,005        1,174,761 -138,766  
    DJTA Delta Air Lines 520.18 44.225   3/07/16 43.943 23,005        1,197,766 -161,771  
    NZX 50 short ANZ Banking NZ 1,504.00 15.296   2/29/16 14.670 23,005        1,220,771 -184,776  
2/29/16 Sell ASX 50 short Origin Energy 9,331.56 2.906 2.569 1/11/16 2.738 -25,547 23,976 -1,571 934,424  1,195,224 -160,800 1,034,424
    OMXC 20 long Vestas Wind Systems 1,904.86 12.460   2/22/16 12.077 -23,005 23,734 729 935,153  1,172,219 -137,066 1,035,153
    NZX 50 short ANZ Banking NZ 1,504.00 14.670 15.949 2/22/16 15.296 -23,005 23,987 982 936,135  1,149,214 -113,079 1,036,135
  Buy ASX 50 long Newcrest Mining 2,010.12 11.480   11/05/18 13.103 23,076        1,172,290 -136,155  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 a2 Milk 21,647.28 1.066   5/22/17 2.174 23,076        1,195,366 -159,231  
3/07/16 Sell S&P 100 short ConocoPhilips 519.15 37.595 55.443 7/27/15 45.655 -23,702 28,783 5,081 941,216  1,171,664 -130,448 1,041,216
    DAX long Adidas 255.76 96.970   12/28/15 89.090 -22,786 24,801 2,015 943,232  1,148,879 -105,647 1,043,232
    MerVal Pampa Energía 15,819.70 0.728   10/26/15 1.149 -18,180 11,517 -6,663 936,569  1,130,699 -94,130 1,036,569
    DJTA Delta Air Lines 520.18 43.943   2/22/16 44.225 -23,005 22,858 -147 936,422  1,107,694 -71,272 1,036,422
    Nikkei (FRA) short OKI Electric 925.65 12.000 10.960 12/07/15 11.480 -10,626 10,145 -481 935,941  1,097,067 -61,127 1,035,941
      Sharp 1,118.58 13.180 5.820 12/07/15 9.500 -10,627 6,510 -4,116 931,824  1,086,441 -54,617 1,031,824
    BSE Sensex 50 Larsen & Toubro 2,248.29 10.779 12.496 1/04/16 11.606 -26,093 28,096 2,003 933,827  1,060,348 -26,521 1,033,827
  Buy USA long Energy Recovery 3,235.76 7.782   10/29/18 6.189 25,182        1,085,530 -51,703  
    S&P 100 Meta 262.28 96.013   3/28/16 101.554 25,182        1,110,712 -76,885  
    DAX short Deutsche Bank 1,590.47 15.833   4/25/16 14.347 25,182        1,135,894 -102,068  
    MerVal YPF 1,522.98 16.535   4/11/16 14.912 25,182        1,161,076 -127,250  
    DJTA Avis Budget 985.10 25.563   3/14/16 24.329 25,182        1,186,258 -152,432  
    Nikkei (FRA) long Nippon Suisan 2,968.88 4.241   3/14/16 4.289 12,591        1,198,849 -165,023  
      Yamaha 482.40 26.101   3/14/16 27.038 12,591        1,211,441 -177,614  
    BSE Sensex 50 Bajaj Finance 2,935.20 8.579   12/10/18 29.076 25,182        1,236,622 -202,796  
3/14/16 Sell HDAX short Aixtron 6,648.18 3.331 3.269 1/18/16 3.300 -21,939 21,733 -206 933,621  1,214,683 -181,063 1,033,621
    DJTA Avis Budget 985.10 24.329 26.860 3/07/16 25.563 -25,182 26,459 1,277 934,898  1,189,501 -154,603 1,034,898
    Nikkei (FRA) long Nippon Suisan 2,968.88 4.289   3/07/16 4.241 -12,591 12,734 143 935,041  1,176,910 -141,870 1,035,041
      Yamaha 482.40 27.038   3/07/16 26.101 -12,591 13,043 452 935,493  1,164,319 -128,827 1,035,493
  Buy HDAX SMA Solar 521.06 43.500   4/11/16 45.160 22,666        1,186,985 -151,493  
    DJTA Alaska Air Group 315.38 71.870   10/29/18 53.552 22,666        1,209,652 -174,159  
    Nikkei (FRA) short Toshiba 683.12 16.590   7/18/16 25.800 11,333        1,220,985 -185,492  
      IHI 623.38 18.180   7/18/16 25.860 11,333        1,232,318 -196,825  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,477.77 10.259 7.912 2/08/16 9.085 -22,511 19,603 -2,908 932,584  1,209,807 -177,222 1,032,584
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 1,210.24 12.064 19.931 5/11/15 15.506 -18,766 24,121 5,355 937,939  1,191,041 -153,101 1,037,939
    DJ Global Titans ConocoPhilips 708.55 37.886 36.068 8/24/15 36.977 -26,200 25,556 -644 937,295  1,164,841 -127,546 1,037,295
  Buy Nasdaq 100 long NVidia 3,015.15 7.543   10/29/18 40.739 22,743        1,187,584 -150,289  
    TSX 60 Barrick Gold 1,742.96 13.049   6/27/16 19.168 22,743        1,210,327 -173,032  
    DJ Global Titans McDonald´s 206.45 110.161   3/28/16 110.022 22,743        1,233,070 -195,774  
3/28/16 Sell S&P 100 long Meta 262.28 101.554   3/07/16 96.013 -25,182 26,636 1,453 938,748  1,207,887 -169,139 1,038,748
    ATX short Vienna Insurance 640.16 18.660 39.765 9/07/15 27.240 -17,438 25,456 8,018 946,766  1,190,449 -143,683 1,046,766
    BEL 20 Solvay 186.38 85.670 93.522 9/28/15 89.510 -16,683 17,431 748 947,514  1,173,766 -126,252 1,047,514
    Europe 50 long SAP 313.69 70.840   1/25/16 72.680 -22,799 22,222 -577 946,937  1,150,967 -104,030 1,046,937
    DJ Global Titans McDonald´s 206.45 110.022   3/21/16 110.161 -22,743 22,714 -29 946,908  1,128,225 -81,316 1,046,908
  Buy S&P 100 short Devon Energy 1,045.81 23.082   4/25/16 30.124 24,139        1,152,364 -105,455  
    ATX long Flughafen Wien 991.44 24.348   5/16/16 25.113 24,139        1,176,503 -129,595  
    BEL 20 Bekaert 689.69 35.000   4/25/16 37.780 24,139        1,200,642 -153,734  
    Europe 50 short Credit Suisse 1,886.30 12.797   4/18/16 13.328 24,139        1,224,781 -177,873  
    DJ Global Titans Mitsubishi UFJ 5,805.71 4.158   4/11/16 3.840 24,139        1,248,920 -202,012  
4/04/16 Sell Euro 50 long SAP 156.85 70.040   1/25/16 72.680 -11,400 10,986 -414 946,494  1,237,520 -191,026 1,046,494
      Vinci 184.97 65.450   1/25/16 61.630 -11,400 12,106 707 947,201  1,226,120 -178,920 1,047,201
    OMXS 30 short SSAB 5,349.34 3.262 1.615 1/04/16 2.439 -13,047 8,641 -4,405 942,796  1,213,074 -170,278 1,042,796
      SKF A 897.15 15.448 13.637 1/04/16 14.542 -13,046 12,234 -812 941,983  1,200,027 -158,044 1,041,983
  Buy Euro 50 Deutsche Bank 836.47 13.209   5/16/16 12.861 11,049        1,211,076 -169,093  
      Unicredit 731.09 15.113   5/16/16 14.382 11,049        1,222,125 -180,142  
    OMXC 20 long Genmab 177.76 124.315   4/11/16 126.502 22,098        1,244,224 -202,240  
    OMXS 30 Securitas 762.16 14.497   4/11/16 14.803 11,049        1,255,273 -213,289  
      Fingerprint Cards 1,053.37 10.489   4/11/16 10.913 11,049        1,266,322 -224,338  
4/11/16 Sell HDAX long SMA Solar 521.06 45.160   3/14/16 43.500 -22,666 23,531 865 942,848  1,243,655 -200,807 1,042,848
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 177.76 126.502   4/04/16 124.315 -22,098 22,487 389 943,237  1,221,557 -178,320 1,043,237
    OMXS 30 Securitas 762.16 14.803   4/04/16 14.497 -11,049 11,282 233 943,470  1,210,508 -167,038 1,043,470
      Fingerprint Cards 1,053.37 10.913   4/04/16 10.489 -11,049 11,496 447 943,917  1,199,459 -155,543 1,043,917
    MerVal short YPF 1,522.98 14.912 18.335 3/07/16 16.535 -25,182 27,923 2,741 946,658  1,174,277 -127,619 1,046,658
    QIX long Rational 55.56 463.700   2/08/16 405.150 -22,510 25,763 3,253 949,911  1,151,767 -101,856 1,049,911
    DJ Global Titans short Mitsubishi UFJ 5,805