Sun, Dec 15th, 2019, 12:51UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long 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 Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  80,802 20,864 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    MerVal Petrobras 228.54 13.403   1/16/12 12.497 3,063        93,053 8,612  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        96,116 5,549  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  94,585 7,071 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  93,053 8,571 101,625
  Buy   long Lundin 133.04 10.350   5/30/11 9.405 1,377        94,430 7,194  
      Swedbank 105.43 13.061   5/30/11 12.341 1,377        95,807 5,817  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  92,264 9,390 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  90,552 11,177 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  88,840 12,923 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  85,043 17,063 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  81,500 20,943 102,444
  Buy ISEQ 20 Bank of Ireland 207.26 7.440   1/02/12 2.550 1,542        83,042 19,401  
      Ryanair Holdings 458.11 3.366   1/02/12 3.780 1,542        84,584 17,859  
    OMXC 20 Vestas Wind Systems 128.27 24.043   5/16/11 20.923 3,084        87,668 14,775  
    NZX 50 long a2 Milk 40,000.00 0.077   10/03/11 0.120 3,084        90,752 11,691  
    Nikkei (TYO) Screen 102.01 30.233   5/09/11 32.089 3,084        93,836 8,607  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  90,773 11,539 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  87,349 14,958 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  83,807 18,165 101,971
  Buy STI Wilmar International 1,063.39 2.824   7/02/12 2.197 3,003        86,810 15,162  
    SMI long Richemont 68.65 43.745   5/09/11 42.905 3,003        89,813 12,159  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/09/11 Sell   long Richemont 68.65 42.905   5/02/11 43.745 -3,003 2,945 -58 1,914  86,810 15,104 101,914
    Nikkei (TYO) Screen 102.01 32.089   4/25/11 30.233 -3,084 3,273 189 2,103  83,726 18,377 102,103
  Buy CAC 40 short Carrefour 98.22 30.665   2/06/12 18.345 3,012        86,738 15,365  
    TSX 60 BlackBerry 99.45 30.287   2/20/12 11.318 3,012        89,750 12,353  
    FT 30 Lloyds Bank 49.18 61.241   5/30/11 59.956 3,012        92,761 9,342  
    SMI Credit Suisse 102.48 29.390   5/21/12 15.602 3,012        95,773 6,330  
    Nikkei (TYO) Tokyo Electric Power 729.07 4.131   2/13/12 1.953 3,012        98,785 3,318  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 128.27 20.923 27.628 4/25/11 24.043 -3,084 3,544 460 2,563  95,701 6,861 102,563
  Buy   long Novozymes 115.53 23.673   5/30/11 23.619 2,735        98,436 4,127  
    CAC Mid 60 short Genfit 695.40 3.933   1/23/12 1.723 2,735        101,171 1,392  
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 2,177  97,861 4,316 102,177
  Buy   short China Life 1,280.42 2.079   5/30/11 2.028 2,662        100,523 1,654  
    SDAX Heidelberger Druck 918.25 2.899   1/30/12 1.657 2,662        103,185 -1,008  
    Indices Athex Large Cap 0.47 5,689.400   1/16/12 2,507.600 2,674        105,859 -3,682  
5/30/11 Sell SSE 50 short China Life 1,280.42 2.028 2.131 5/23/11 2.079 -2,662 2,729 67 2,244  103,197 -953 102,244
    OMXC 20 long Novozymes 115.53 23.619   5/16/11 23.673 -2,735 2,729 -6 2,238  100,462 1,775 102,238
    OMXS 30 Lundin 133.04 9.405   4/18/11 10.350 -1,377 1,251 -126 2,112  99,085 3,027 102,112
      Swedbank 105.43 12.341   4/18/11 13.061 -1,377 1,301 -76 2,036  97,708 4,328 102,036
    FT 30 short Lloyds Bank 49.18 59.956 62.554 5/09/11 61.241 -3,012 3,076 65 2,101  94,696 7,404 102,101
  Buy SSE 50 long China Northern Rare 1,133.15 2.415   6/06/11 2.742 2,737        97,433 4,667  
    BEL 20 short Galapagos 286.60 9.550   7/04/11 8.420 2,737        100,170 1,930  
    OMXC 20 Vestas Wind Systems 135.14 20.253   7/04/11 17.428 2,737        102,907 -807  
    OMXS 30 Nokia 303.31 4.512   7/04/11 4.367 1,369        104,276 -2,175  
      Telia Company 258.20 5.300   7/04/11 4.997 1,369        105,644 -3,544  
6/06/11 Sell SSE 50 long China Northern Rare 1,133.15 2.742   5/30/11 2.415 -2,737 3,108 371 2,471  102,907 -436 102,471
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,792  98,600 3,192 101,792
  Buy SSE 50 short China Rwy Constr 4,153.87 0.632   1/23/12 0.506 2,624        101,224 568  
    FT 30 Lloyds Bank 49.85 52.638   12/05/11 31.447 2,624        103,848 -2,056  
    BAX long Zooplus 56.23 46.669   6/13/11 48.803 2,624        106,473 -4,680  
6/13/11 Sell   long Zooplus 56.23 48.803   6/06/11 46.669 -2,624 2,744 120 1,912  103,848 -1,936 101,912
6/20/11 Buy CAC Next 20 short EDF 96.24 25.965   6/27/11 25.805 2,499        106,347 -4,435  
6/27/11 Sell   short EDF 96.24 25.805 26.126 6/20/11 25.965 -2,499 2,514 16 1,928  103,848 -1,921 101,928
  Buy France Carrefour 94.52 26.450   1/23/12 17.050 2,500        106,348 -4,421  
    MIB UnipolSai 487.33 5.130   11/05/12 0.935 2,500        108,848 -6,921  
    CAC Next 20 long Arkema 38.40 65.105   7/11/11 66.601 2,500        111,348 -9,421  
7/04/11 Sell BEL 20 short Galapagos 286.60 8.420 10.832 5/30/11 9.550 -2,737 3,104 367 2,295  108,611 -6,316 102,295
    OMXC 20 Vestas Wind Systems 135.14 17.428 23.535 5/30/11 20.253 -2,737 3,181 444 2,739  105,875 -3,136 102,739
    OMXS 30 Nokia 303.31 4.367 4.661 5/30/11 4.512 -1,369 1,414 45 2,784  104,506 -1,722 102,784
      Telia Company 258.20 4.997 5.622 5/30/11 5.300 -1,369 1,452 83 2,867  103,137 -270 102,867
  Buy BEL 20 long Solvay 23.81 107.700   7/11/11 107.450 2,564        105,702 -2,835  
    OMXC 20 Novozymes 110.30 23.246   7/11/11 23.100 2,564        108,266 -5,399  
    OMXS 30 Lundin 128.65 9.965   7/11/11 9.554 1,282        109,548 -6,681  
      Swedish Match 52.63 24.358   7/11/11 24.413 1,282        110,830 -7,963  
7/11/11 Sell BEL 20 long Solvay 23.81 107.450   7/04/11 107.700 -2,564 2,558 -6 2,861  108,266 -5,404 102,861
    OMXC 20 Novozymes 110.30 23.100   7/04/11 23.246 -2,564 2,548 -16 2,845  105,701 -2,857 102,845
    OMXS 30 Lundin 128.65 9.554   7/04/11 9.965 -1,282 1,229 -53 2,792  104,419 -1,627 102,792
      Swedish Match 52.63 24.413   7/04/11 24.358 -1,282 1,285 3 2,795  103,137 -342 102,795
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,363  99,341 4,022 103,363
    CAC Next 20 long Arkema 38.40 66.601   6/27/11 65.105 -2,500 2,557 57 3,420  96,840 6,580 103,420
  Buy RTX short Mobile TeleSystems 211.95 12.970   7/18/11 12.740 2,749        99,589 3,831  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Bekaert 54.50 50.440   3/12/12 24.765 2,749        102,338 1,082  
    OMXC 20 Vestas Wind Systems 160.31 17.148   11/28/11 9.897 2,749        105,087 -1,667  
    OMXS 30 Nokia 347.67 3.954   11/28/11 4.082 1,375        106,462 -3,042  
      SSAB 146.21 9.401   11/28/11 6.652 1,374        107,836 -4,416  
    Topix (FRA) long Daito Trust 42.44 64.780   8/01/11 65.420 2,749        110,586 -7,166  
    CAC Next 20 short Natixis 844.29 3.256   3/12/12 2.721 2,749        113,335 -9,915  
7/18/11 Sell RTX short Mobile TeleSystems 211.95 12.740 13.204 7/11/11 12.970 -2,749 2,799 50 3,470  110,586 -7,116 103,470
  Buy ATX Flughafen Wien 290.12 8.300   3/26/12 7.050 2,408        112,994 -9,524  
7/25/11 Buy ASX 50 short Macquarie Group 112.73 20.828   1/16/12 19.953 2,348        115,342 -11,872  
    DJ Global Titans Bank of America 336.88 6.970   12/26/11 4.202 2,348        117,690 -14,220  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,131  114,380 -8,248 106,131
    Topix (FRA) Daito Trust 42.44 65.420   7/11/11 64.780 -2,749 2,776 27 6,158  111,630 -5,472 106,158
  Buy S&P 100 short AIG 126.74 19.860   1/09/12 18.875 2,517        114,147 -7,989  
    HSI New World Dev 2,677.94 0.940   12/26/11 0.616 2,517        116,664 -10,506  
    HDAX Commerzbank 133.88 18.801   1/23/12 14.511 2,517        119,181 -13,023  
    RTX Mobile TeleSystems 204.30 12.320   6/25/12 13.400 2,517        121,698 -15,540  
    DJTA Delta Air Lines 464.55 5.418   10/24/11 6.408 2,517        124,215 -18,057  
    Topix (FRA) Nintendo 22.76 110.600   1/23/12 105.744 2,517        126,733 -20,574  
    SP Global 100 Carrefour 125.35 20.080   4/30/12 15.175 2,517        129,250 -23,091  
8/08/11 Buy Nasdaq 100 short Akamai 140.83 14.741   10/10/11 17.540 2,076        131,326 -25,167  
    Kospi 50 LG Display 151.89 13.668   10/10/11 14.049 2,076        133,402 -27,243  
    DAX Commerzbank 135.21 15.354   12/19/11 9.482 2,076        135,478 -29,319  
    MDAX Ceconomy 216.00 9.611   5/14/12 7.298 2,076        137,554 -31,395  
    FTSE Lloyds Bank 55.14 37.648   11/28/11 27.613 2,076        139,630 -33,471  
    HSI-C&I Li & Fung 1,789.96 1.160   1/16/12 1.742 2,076        141,706 -35,547  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Lloyds Bank 55.14 37.648   12/19/11 27.968 2,076        143,781 -37,623  
    BSE Sensex 50 Tata Motors 803.19 2.585   10/03/11 2.302 2,076        145,857 -39,699  
    QIX Pro7-Sat1 148.29 14.000   1/23/12 17.200 2,076        147,933 -41,775  
8/22/11 Buy DJIA short Goldman Sachs 21.75 73.991   12/19/11 67.244 1,609        149,543 -43,384  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,260  145,010 -39,750 105,260
  Buy   short Nintendo 14.04 116.602   2/13/12 104.998 1,637        146,647 -41,387  
9/05/11 Buy Euro 50 short Societe Generale 39.41 20.250   1/09/12 15.000 798        147,445 -42,185  
      Unicredit 29.06 27.460   1/09/12 11.455 798        148,243 -42,983  
10/03/11 Sell NZX 50 long a2 Milk 40,000.00 0.120   4/25/11 0.077 -3,084 4,780 1,696 6,956  145,159 -38,203 106,956
    BSE Sensex 50 short Tata Motors 803.19 2.302 2.902 8/08/11 2.585 -2,076 2,331 255 7,211  143,083 -35,872 107,211
  Buy NZX 50 Heartland 6,395.27 0.279   10/17/11 0.296 1,783        144,866 -37,655  
    BSE Sensex 50 long Eicher Motors 73.25 24.342   10/17/11 23.927 1,783        146,649 -39,438  
10/10/11 Sell Nasdaq 100 short Akamai 140.83 17.540 11.942 8/08/11 14.741 -2,076 1,682 -394 6,817  144,573 -37,756 106,817
    Kospi 50 LG Display 151.89 14.049 13.287 8/08/11 13.668 -2,076 2,018 -58 6,759  142,497 -35,738 106,759
  Buy Nasdaq 100 long Regeneron 35.97 49.346   8/24/15 434.608 1,775        144,272 -37,513  
    Kospi 50 SK Holdings 18.51 95.875   12/19/11 80.532 1,775        146,047 -39,288  
10/17/11 Sell NZX 50 short Heartland 6,395.27 0.296 0.262 10/03/11 0.279 -1,783 1,674 -109 6,650  144,264 -37,613 106,650
    BSE Sensex 50 long Eicher Motors 73.25 23.927   10/03/11 24.342 -1,783 1,753 -30 6,620  142,481 -35,861 106,620
  Buy NZX 50 a2 Milk 12,701.15 0.139   10/31/11 0.139 1,768        144,249 -37,629  
    BSE Sensex 50 short Aurobindo Pharma 1,924.88 0.919   10/24/11 0.877 1,768        146,017 -39,397  
10/24/11 Sell DJTA short Delta Air Lines 464.55 6.408 4.429 8/01/11 5.418 -2,517 2,057 -460 6,160  143,500 -37,339 106,160
    BSE Sensex 50 Aurobindo Pharma 1,924.88 0.877 0.962 10/17/11 0.919 -1,768 1,851 83 6,243  141,732 -35,488 106,243
  Buy DJTA long Kansas City Southern 39.95 44.258   11/21/11 48.824 1,768        143,500 -37,256  
    BSE Sensex 50 Eicher Motors 75.71 23.352   12/07/15 224.209 1,768        145,268 -39,024  
10/31/11 Sell NZX 50 long a2 Milk 12,701.15 0.139   10/17/11 0.139 -1,768 1,769 1 6,245  143,500 -37,255 106,245
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Heartland 5,712.39 0.302   3/05/12 0.277 1,724        145,224 -38,979  
11/21/11 Sell DJTA long Kansas City Southern 39.95 48.824   10/24/11 44.258 -1,768 1,951 182 6,427  143,455 -37,029 106,427
  Buy USA short Netflix 220.43 7.867   11/28/11 7.544 1,734        145,189 -38,763  
    DJTA JetBlue Airways 653.23 2.655   12/05/11 3.509 1,734        146,923 -40,497  
11/28/11 Sell USA short Netflix 220.43 7.544 8.203 11/21/11 7.867 -1,734 1,808 74 6,501  145,189 -38,688 106,501
    FTSE Lloyds Bank 55.14 27.613 51.330 8/08/11 37.648 -2,076 2,830 754 7,256  143,114 -35,858 107,256
    OMXC 20 Vestas Wind Systems 160.31 9.897 29.711 7/11/11 17.148 -2,749 4,763 2,014 9,270  140,365 -31,095 109,270
    OMXS 30 Nokia 347.67 4.082 3.825 7/11/11 3.954 -1,375 1,330 -45 9,225  138,990 -29,765 109,225
      SSAB 146.21 6.652 13.285 7/11/11 9.401 -1,374 1,942 568 9,793  137,616 -27,823 109,793
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,261  134,073 -22,811 111,261
  Buy USA long Alexion 43.41 50.936   8/24/15 143.833 2,211        136,284 -25,022  
    FTSE Next 0.71 3,105.900   6/04/12 3,698.710 2,205        138,489 -27,228  
    OMXC 20 Tryg 257.16 8.598   5/14/12 8.768 2,211        140,700 -29,439  
    OMXS 30 Getinge 59.31 18.641   5/14/12 19.967 1,106        141,806 -30,544  
      Lundin 59.17 18.684   5/14/12 15.471 1,106        142,911 -31,650  
    Nordic 30 Equinor 121.12 18.255   5/07/12 19.757 2,211        145,122 -33,861  
12/05/11 Sell FT 30 short Lloyds Bank 49.85 31.447 88.109 6/06/11 52.638 -2,624 4,392 1,768 13,030  142,498 -29,469 113,030
    DJTA JetBlue Airways 653.23 3.509 1.800 11/21/11 2.655 -1,734 1,176 -558 12,472  140,764 -28,293 112,472
  Buy FT 30 long BAT 0.62 3,416.030   12/12/11 3,512.060 2,118        142,882 -30,411  
    DJTA Kirby 43.82 48.011   6/25/12 36.163 2,104        144,986 -32,514  
12/12/11 Sell FT 30 long BAT 0.62 3,512.060   12/05/11 3,416.030 -2,118 2,177 60 12,531  142,868 -30,337 112,531
  Buy   short Lloyds Bank 71.83 28.594   12/19/11 27.968 2,054        144,922 -32,391  
12/19/11 Sell DJIA short Goldman Sachs 21.75 67.244 81.415 8/22/11 73.991 -1,609 1,771 161 12,693  143,313 -30,620 112,693
    Kospi 50 long SK Holdings 18.51 80.532   10/10/11 95.875 -1,775 1,491 -284 12,409  141,538 -29,129 112,409
    DAX short Commerzbank 135.21 9.482 24.862 8/08/11 15.354 -2,076 3,362 1,286 13,694  139,462 -25,768 113,694
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Lloyds Bank 55.14 27.968 50.678 8/08/11 37.648 -2,076 2,794 718 14,413  137,386 -22,973 114,413
    FT 30 Lloyds Bank 71.83 27.968 29.234 12/12/11 28.594 -2,054 2,100 46 14,459  135,332 -20,873 114,459
  Buy DJIA long Visa 123.78 18.897   8/24/15 58.880 2,339        137,671 -23,212  
    Kospi 50 short Hyundai Heavy 12.83 182.275   1/23/12 209.385 2,339        140,010 -25,551  
    DAX long Merck (EMD) 63.74 36.695   6/04/12 36.500 2,339        142,349 -27,890  
    Europe 50 Roche 18.03 129.719   10/20/14 222.572 2,339        144,688 -30,229  
    FT 30 Tate & Lyle 2.89 808.105   5/14/12 858.422 2,335        147,023 -32,564  
12/26/11 Sell HSI short New World Dev 2,677.94 0.616 1.434 8/01/11 0.940 -2,517 3,839 1,322 15,781  144,506 -28,725 115,781
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,200  140,709 -22,509 118,200
    DJ Global Titans Bank of America 336.88 4.202 11.562 7/25/11 6.970 -2,348 3,895 1,547 19,747  138,361 -18,614 119,747
  Buy HSI long Lenovo 4,695.39 0.538   5/21/12 0.656 2,528        140,889 -21,142  
    OMXH 25 Huhtamäki 274.19 9.220   1/02/12 9.150 2,528        143,417 -23,670  
    DJ Global Titans Philip Morris 41.83 60.439   1/23/12 57.914 2,528        145,945 -26,198  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 20,928  142,521 -21,593 120,928
    ISEQ 20 Bank of Ireland 207.26 2.550 21.707 4/25/11 7.440 -1,542 4,499 2,957 23,885  140,979 -17,094 123,885
      Ryanair Holdings 458.11 3.780 2.952 4/25/11 3.366 -1,542 1,352 -190 23,696  139,437 -15,741 123,696
    OMXH 25 long Huhtamäki 274.19 9.150   12/26/11 9.220 -2,528 2,509 -19 23,677  136,909 -13,233 123,677
  Buy Germany Encavis 850.06 3.248   5/14/12 2.970 2,761        139,670 -15,994  
    AEX Vopak 67.19 41.095   4/09/12 44.780 2,761        142,431 -18,755  
    ISEQ 20 Flutter 30.61 45.100   5/21/12 50.010 1,381        143,812 -20,135  
      Ryanair Holdings 365.21 3.780   5/21/12 4.040 1,380        145,192 -21,516  
    OMXH 25 short Outokumpu 237.61 11.620   1/09/12 12.510 2,761        147,953 -24,277  
    BAX long Wirecard 216.04 12.780   1/09/12 13.215 2,761        150,714 -27,038  
1/09/12 Sell S&P 100 short AIG 126.74 18.875 20.895 8/01/11 19.860 -2,517 2,648 131 23,808  148,197 -24,390 123,808
    Euro 50 Societe Generale 39.41 15.000 27.338 9/05/11 20.250 -798 1,077 279 24,087  147,399 -23,312 124,087
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Unicredit 29.06 11.455 65.827 9/05/11 27.460 -798 1,913 1,115 25,202  146,601 -21,399 125,202
    OMXH 25 Outokumpu 237.61 12.510 10.730 1/02/12 11.620 -2,761 2,550 -211 24,991  143,840 -18,850 124,991
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 24,960  142,069 -17,108 124,960
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,323  140,297 -3,974 136,323
    BAX long Wirecard 216.04 13.215   1/02/12 12.780 -2,761 2,855 94 36,417  137,536 -1,119 136,417
  Buy S&P 100 Biogen 37.44 90.342   9/03/12 116.954 3,382        140,919 -4,502  
    Euro 50 ASML 52.19 32.400   8/24/15 74.790 1,691        142,610 -6,193  
      AB InBev 35.60 47.495   8/24/15 91.280 1,691        144,300 -7,884  
    OMXH 25 Wärtsilä 404.39 8.363   1/30/12 8.837 3,382        147,682 -11,266  
    Nikkei (FRA) Aozora Bank 79.13 21.370   5/14/12 18.670 1,691        149,373 -12,957  
      Nitto Boseki 130.33 12.975   5/14/12 12.260 1,691        151,064 -14,648  
1/16/12 Sell ASX 50 short Macquarie Group 112.73 19.953 21.742 7/25/11 20.828 -2,348 2,451 103 36,520  148,717 -12,197 136,520
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,458  144,410 -6,952 137,458
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,151  142,638 -5,487 137,151
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 36,836  140,867 -4,031 136,836
    HSI-C&I Li & Fung 1,789.96 1.742 0.578 8/08/11 1.160 -2,076 1,034 -1,042 35,794  138,791 -2,997 135,794
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 45,963  135,728 10,235 145,963
    MerVal Petrobras 228.54 12.497 14.374 4/11/11 13.403 -3,063 3,285 222 46,185  132,665 13,520 146,185
    Indices Athex Large Cap 0.47 2,507.600 12,908.500 5/23/11 5,689.400 -2,674 6,067 3,393 49,578  129,991 19,587 149,578
  Buy ASX 50 long James Hardie Ind 722.23 5.856   1/23/12 6.001 4,229        134,220 15,358  
    HSI-Fin AIA 1,611.54 2.624   5/14/12 2.577 4,229        138,449 11,129  
    HSI-Prop China Ov Land & Inv 1,372.16 1.541   6/10/13 2.124 2,115        140,563 9,015  
      China Res Land 1,496.36 1.413   6/10/13 2.183 2,115        142,678 6,900  
    HSI-C&I Sands China 1,646.55 2.568   5/21/12 2.614 4,229        146,907 2,671  
    OBX 25 Equinor 219.53 19.264   5/14/12 19.745 4,229        151,136 -1,558  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Tenaris 249.78 16.931   2/06/12 16.231 4,229        155,365 -5,787  
    BAX Wirecard 321.84 13.140   6/18/12 14.995 4,229        159,594 -10,016  
    Indices ISEQ-Overall 1.41 3,005.690   5/21/12 3,087.810 4,238        163,832 -14,254  
1/23/12 Sell France short Carrefour 94.52 17.050 41.032 6/27/11 26.450 -2,500 3,878 1,378 50,957  161,332 -10,375 150,957
    SSE 50 China Rwy Constr 4,153.87 0.506 0.789 6/06/11 0.632 -2,624 3,279 655 51,612  158,708 -7,096 151,612
    Kospi 50 Hyundai Heavy 12.83 209.385 155.165 12/19/11 182.275 -2,339 1,991 -348 51,264  156,369 -5,105 151,264
    ASX 50 long James Hardie Ind 722.23 6.001   1/16/12 5.856 -4,229 4,334 105 51,369  152,140 -771 151,369
    HDAX short Commerzbank 133.88 14.511 24.359 8/01/11 18.801 -2,517 3,261 744 52,113  149,623 2,490 152,113
    Topix (FRA) Nintendo 22.76 105.744 115.679 8/01/11 110.600 -2,517 2,633 116 52,229  147,106 5,123 152,229
    CAC Mid 60 Genfit 695.40 1.723 8.978 5/16/11 3.933 -2,735 6,243 3,508 55,737  144,371 11,366 155,737
    QIX Pro7-Sat1 148.29 17.200 10.800 8/08/11 14.000 -2,076 1,602 -475 55,262  142,295 12,967 155,262
    DJ Global Titans long Philip Morris 41.83 57.914   12/26/11 60.439 -2,528 2,423 -106 55,157  139,767 15,390 155,157
  Buy France Hermes International 16.81 253.600   4/23/12 251.250 4,263        144,030 11,127  
    SSE 50 China Minsheng Bk 6,384.60 0.668   3/19/12 0.633 4,263        148,293 6,864  
    Kospi 50 Samsung Electronics 277.80 15.346   5/21/12 16.200 4,263        152,556 2,601  
    ASX 50 short QBE Insurance 444.73 9.586   1/30/12 9.544 4,263        156,819 -1,662  
    HDAX long Dürr 467.18 9.125   8/04/14 28.230 4,263        161,082 -5,925  
    Topix (FRA) Fast Retailing 29.18 146.118   2/27/12 148.473 4,264        165,345 -10,189  
    CAC Mid 60 Innate Pharma 2,492.98 1.710   5/14/12 1.650 4,263        169,608 -14,452  
    QIX Freenet 405.42 10.515   1/18/16 28.325 4,263        173,871 -18,715  
    DJ Global Titans short Bank of America 760.04 5.609   2/06/12 6.060 4,263        178,134 -22,978  
1/30/12 Sell ASX 50 short QBE Insurance 444.73 9.544 9.628 1/23/12 9.586 -4,263 4,282 19 55,175  173,871 -18,696 155,175
    SDAX Heidelberger Druck 918.25 1.657 5.072 5/23/11 2.899 -2,662 4,657 1,995 57,170  171,209 -14,039 157,170
    OMXH 25 long Wärtsilä 404.39 8.837   1/09/12 8.363 -3,382 3,573 191 57,362  167,827 -10,466 157,362
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 60,108  163,520 -3,413 160,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ASX 50 long James Hardie Ind 679.65 5.763   8/17/15 12.058 3,917        167,437 -7,330  
    SDAX Encavis 1,296.59 3.021   5/21/12 2.951 3,917        171,354 -11,247  
    OMXH 25 short Nokia 1,009.54 3.880   2/13/12 3.800 3,917        175,271 -15,164  
    BSE Sensex 30 long Hindustan Unilever 646.24 6.061   11/16/15 11.144 3,917        179,188 -19,081  
2/06/12 Sell CAC 40 short Carrefour 98.22 18.345 51.259 5/09/11 30.665 -3,012 5,035 2,023 62,130  176,177 -14,046 162,130
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 63,770  172,634 -8,864 163,770
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 63,994  169,324 -5,329 163,994
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 70,765  166,261 4,504 170,765
    MerVal long Tenaris 249.78 16.231   1/16/12 16.931 -4,229 4,054 -175 70,590  162,032 8,558 170,590
    DJ Global Titans short Bank of America 760.04 6.060 5.157 1/23/12 5.609 -4,263 3,920 -343 70,247  157,769 12,478 170,247
  Buy CAC 40 long Airbus 167.76 27.230   4/09/12 29.725 4,568        162,337 7,910  
    TecDAX Dialog Semiconductor 272.80 16.745   5/21/12 15.475 4,568        166,905 3,342  
    IBEX 35 Bankinter 1,323.29 3.452   2/13/12 3.297 4,568        171,473 -1,226  
    PSI 20 Jerónimo Martins 355.76 12.840   2/20/12 12.970 4,568        176,041 -5,794  
    MerVal short Gr Fin Galicia 7,701.91 0.593   2/27/12 0.596 4,568        180,609 -10,362  
    DJ Global Titans long Apple 90.63 50.400   5/21/12 62.780 4,568        185,177 -14,930  
2/13/12 Sell IBEX 35 long Bankinter 1,323.29 3.297   2/06/12 3.452 -4,568 4,363 -205 70,042  180,609 -10,567 170,042
    OMXH 25 short Nokia 1,009.54 3.800 3.962 1/30/12 3.880 -3,917 3,999 82 70,124  176,692 -6,567 170,124
    Nikkei (TYO) Tokyo Electric Power 729.07 1.953 8.741 5/09/11 4.131 -3,012 6,373 3,361 73,485  173,680 -194 173,485
    Topix (TYO) Nintendo 14.04 104.998 129.488 8/29/11 116.602 -1,637 1,818 181 73,666  172,042 1,624 173,666
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 77,779  168,494 9,285 177,779
  Buy IBEX 35 Sacyr 1,410.98 3.314   8/20/12 1.284 4,676        173,170 4,609  
    OMXH 25 long Nokian Tyres 138.75 33.700   4/09/12 36.040 4,676        177,846 -67  
    Nikkei (TYO) Tokyo Dome Corp 1,151.36 4.061   5/21/12 4.378 4,676        182,522 -4,743  
    Topix (TYO) Fast Retailing 30.19 154.867   5/07/12 167.646 4,675        187,198 -9,419  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX 4SC 379.59 12.319   5/07/12 9.617 4,676        191,874 -14,095  
2/20/12 Sell TSX 60 short BlackBerry 99.45 11.318 81.048 5/09/11 30.287 -3,012 8,060 5,048 82,827  188,862 -6,034 182,827
    PSI 20 long Jerónimo Martins 355.76 12.970   2/06/12 12.840 -4,568 4,614 46 82,874  184,294 -1,420 182,874
  Buy TSX 60 Constellation Soft 64.16 70.699   4/16/12 66.838 4,536        188,830 -5,956  
    PSI 20 short Pharol 1,080.00 4.200   2/27/12 3.989 4,536        193,366 -10,492  
    SLI long Sonova 53.18 85.291   4/23/12 82.016 4,536        197,902 -15,028  
2/27/12 Sell PSI 20 short Pharol 1,080.00 3.989 4.422 2/20/12 4.200 -4,536 4,776 240 83,114  193,366 -10,252 183,114
    MerVal Gr Fin Galicia 7,701.91 0.596 0.591 2/06/12 0.593 -4,568 4,549 -19 83,094  188,798 -5,703 183,094
    Topix (FRA) long Fast Retailing 29.18 148.473   1/23/12 146.118 -4,264 4,332 69 83,163  184,534 -1,371 183,163
  Buy PSI 20 Jerónimo Martins 334.86 13.570   3/12/12 14.360 4,544        189,078 -5,915  
    MerVal Tenaris 269.07 16.888   3/05/12 17.275 4,544        193,622 -10,459  
    Topix (FRA) short Mazda Motor 711.11 6.390   3/05/12 6.150 4,544        198,166 -15,003  
3/05/12 Sell MerVal long Tenaris 269.07 17.275   2/27/12 16.888 -4,544 4,648 104 83,267  193,622 -10,355 183,267
    NZX 50 short Heartland 5,712.39 0.277 0.329 10/31/11 0.302 -1,724 1,882 158 83,425  191,898 -8,473 183,425
    Topix (FRA) Mazda Motor 711.11 6.150 6.639 2/27/12 6.390 -4,544 4,721 177 83,602  187,354 -3,752 183,602
  Buy MerVal Aluar 9,368.62 0.480   3/12/12 0.513 4,496        191,850 -8,248  
    NZX 50 long a2 Milk 19,337.63 0.233   5/21/12 0.267 4,496        196,346 -12,744  
    Topix (FRA) Isuzu Motors 535.11 8.402   3/19/12 8.620 4,496        200,842 -17,240  
3/12/12 Sell BEL 20 short Bekaert 54.50 24.765 102.733 7/11/11 50.440 -2,749 5,599 2,850 86,452  198,093 -11,641 186,452
    PSI 20 long Jerónimo Martins 334.86 14.360   2/27/12 13.570 -4,544 4,809 265 86,717  193,549 -6,832 186,717
    MerVal short Aluar 9,368.62 0.513 0.447 3/05/12 0.480 -4,496 4,188 -308 86,408  189,053 -2,644 186,408
    CAC Next 20 Natixis 844.29 2.721 3.896 7/11/11 3.256 -2,749 3,290 541 86,949  186,304 645 186,949
  Buy BEL 20 long Galapagos 373.92 12.540   5/14/12 10.990 4,689        190,993 -4,044  
    PSI 20 short Pharol 1,190.40 3.939   3/26/12 4.022 4,689        195,682 -8,733  
    MerVal long Tenaris 255.73 18.336   4/23/12 17.842 4,689        200,371 -13,422  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/19/12 Sell SSE 50 long China Minsheng Bk 6,384.60 0.633   1/23/12 0.668 -4,263 4,042 -221 86,728  196,108 -9,380 186,728
    Topix (FRA) Isuzu Motors 535.11 8.620   3/05/12 8.402 -4,496 4,613 117 86,845  191,612 -4,767 186,845
  Buy SSE 50 short Anhui Conch Cement 2,327.76 1.955   4/09/12 2.031 4,551        196,163 -9,318  
    Topix (FRA) Mazda Motor 704.49 6.460   8/13/12 4.800 4,551        200,714 -13,869  
3/26/12 Sell ATX short Flughafen Wien 290.12 7.050 9.772 7/18/11 8.300 -2,408 2,835 427 87,272  198,306 -11,034 187,272
    PSI 20 Pharol 1,190.40 4.022 3.856 3/12/12 3.939 -4,689 4,590 -99 87,173  193,617 -6,444 187,173
  Buy ATX long Österreichische Post 179.29 25.200   4/09/12 25.800 4,518        198,135 -10,962  
    PSI 20 Jerónimo Martins 303.22 14.900   4/02/12 15.420 4,518        202,653 -15,480  
4/02/12 Sell   long Jerónimo Martins 303.22 15.420   3/26/12 14.900 -4,518 4,676 158 87,330  198,135 -10,804 187,330
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 101,701  194,729 6,972 201,701
  Buy PSI 20 Banco Comercial 7,919.83 0.659   8/20/12 0.452 5,216        199,945 1,756  
    Athex LC long EYDAP 1,310.55 3.980   4/16/12 4.030 5,216        205,161 -3,460  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,327.76 2.031 1.880 3/19/12 1.955 -4,551 4,375 -176 101,525  200,610 915 201,525
    ATX long Österreichische Post 179.29 25.800   3/26/12 25.200 -4,518 4,626 108 101,632  196,092 5,541 201,632
    CAC 40 Airbus 167.76 29.725   2/06/12 27.230 -4,568 4,987 419 102,051  191,524 10,527 202,051
    AEX Vopak 67.19 44.780   1/02/12 41.095 -2,761 3,009 248 102,299  188,763 13,536 202,299
    OMXH 25 Nokian Tyres 138.75 36.040   2/13/12 33.700 -4,676 5,001 325 102,623  184,087 18,537 202,623
  Buy SSE 50 China Northern Rare 1,914.19 2.888   6/04/12 3.823 5,528        189,615 13,009  
    ATX short Zumtobel 563.85 9.804   4/16/12 9.950 5,528        195,143 7,481  
    CAC 40 Peugeot 650.20 8.502   9/17/12 5.861 5,528        200,671 1,953  
    AEX ArcelorMittal 142.73 38.730   9/03/12 35.565 5,528        206,199 -3,575  
    OMXH 25 Outokumpu 475.73 11.620   8/20/12 6.980 5,528        211,727 -9,103  
4/16/12 Sell ATX short Zumtobel 563.85 9.950 9.658 4/09/12 9.804 -5,528 5,446 -82 102,541  206,199 -3,658 202,541
    TSX 60 long Constellation Soft 64.16 66.838   2/20/12 70.699 -4,536 4,288 -248 102,293  201,663 631 202,293
    Athex LC EYDAP 1,310.55 4.030   4/02/12 3.980 -5,216 5,282 66 102,359  196,447 5,912 202,359
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX Österreichische Post 194.80 26.725   5/21/12 27.000 5,206        201,653 706  
    TSX 60 short BlackBerry 515.16 10.106   8/20/12 5.638 5,206        206,859 -4,500  
    Athex LC Public Power 3,358.71 1.550   9/03/12 1.330 5,206        212,065 -9,706  
4/23/12 Sell France long Hermes International 16.81 251.250   1/23/12 253.600 -4,263 4,224 -40 102,319  207,802 -5,482 202,319
    MerVal Tenaris 255.73 17.842   3/12/12 18.336 -4,689 4,563 -126 102,193  203,113 -920 202,193
    SLI Sonova 53.18 82.016   2/20/12 85.291 -4,536 4,362 -174 102,019  198,577 3,442 202,019
  Buy France short Solocal 179.64 28.590   8/13/12 20.100 5,136        203,713 -1,694  
    MerVal YPF 382.34 13.433   8/27/12 14.446 5,136        208,849 -6,830  
    SLI Lonza 148.85 34.504   11/26/12 36.099 5,136        213,985 -11,966  
    GCX REC Silicon 1,476.41 3.479   2/11/13 1.027 5,136        219,121 -17,102  
4/30/12 Sell SP Global 100 short Carrefour 125.35 15.175 26.570 8/01/11 20.080 -2,517 3,331 814 102,832  216,604 -13,771 202,832
  Buy   long Apple 75.07 62.953   10/20/14 77.950 4,726        221,329 -18,497  
5/07/12 Sell Nordic 30 long Equinor 121.12 19.757   11/28/11 18.255 -2,211 2,393 182 103,014  219,118 -16,104 203,014
    Topix (TYO) Fast Retailing 30.19 167.646   2/13/12 154.867 -4,675 5,061 386 103,400  214,443 -11,043 203,400
    GEX 4SC 379.59 9.617   2/13/12 12.319 -4,676 3,650 -1,026 102,374  209,767 -7,393 202,374
  Buy Nordic 30 short Nokia 2,030.83 2.400   8/13/12 2.220 4,874        214,641 -12,267  
    Topix (TYO) Sony 415.88 11.720   6/11/12 10.270 4,874        219,515 -17,140  
    GEX ZhongDe Waste Tech 1,740.71 2.800   2/18/13 2.050 4,874        224,389 -22,014  
5/14/12 Sell Germany long Encavis 850.06 2.970   1/02/12 3.248 -2,761 2,525 -236 102,138  221,628 -19,490 202,138
    MDAX short Ceconomy 216.00 7.298 12.656 8/08/11 9.611 -2,076 2,734 658 102,796  219,552 -16,756 202,796
    HSI-Fin long AIA 1,611.54 2.577   1/16/12 2.624 -4,229 4,153 -76 102,720  215,323 -12,603 202,720
    BEL 20 Galapagos 373.92 10.990   3/12/12 12.540 -4,689 4,109 -580 102,141  210,634 -8,493 202,141
    OMXC 20 Tryg 257.16 8.768   11/28/11 8.598 -2,211 2,255 44 102,185  208,423 -6,238 202,185
    OBX 25 Equinor 219.53 19.745   1/16/12 19.264 -4,229 4,335 106 102,290  204,194 -1,904 202,290
    OMXS 30 Getinge 59.31 19.967   11/28/11 18.641 -1,106 1,184 79 102,369  203,088 -719 202,369
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Lundin 59.17 15.471   11/28/11 18.684 -1,106 915 -190 102,179  201,983 196 202,179
    FT 30 Tate & Lyle 2.89 858.422   12/19/11 808.105 -2,335 2,481 145 102,324  199,647 2,677 202,324
    Nikkei (FRA) Aozora Bank 79.13 18.670   1/09/12 21.370 -1,691 1,477 -214 102,111  197,956 4,154 202,111
      Nitto Boseki 130.33 12.260   1/09/12 12.975 -1,691 1,598 -93 102,017  196,265 5,752 202,017
    CAC Mid 60 Innate Pharma 2,492.98 1.650   1/23/12 1.710 -4,263 4,113 -150 101,868  192,002 9,865 201,868
  Buy Germany short SolarWorld 22.38 236.550   9/10/12 182.550 5,294        197,296 4,571  
    MDAX long Dürr 483.56 10.946   5/21/12 10.445 5,293        202,589 -722  
    HSI-Fin short HK Exchgs & Clrg 466.10 11.356   9/17/12 11.718 5,293        207,882 -6,015  
    BEL 20 Bekaert 231.64 22.850   6/25/12 18.225 5,293        213,175 -11,308  
    OMXC 20 Vestas Wind Systems 934.17 5.666   5/28/12 5.040 5,293        218,468 -16,601  
    OBX 25 REC Silicon 1,529.11 3.462   9/03/12 2.359 5,293        223,761 -21,894  
    OMXS 30 ABB 204.10 12.967   7/23/12 14.168 2,646        226,408 -24,540  
      Nokia 1,131.76 2.338   7/23/12 1.752 2,647        229,054 -27,187  
    FT 30 Man Group 51.26 103.259   8/06/12 106.958 5,293        234,347 -32,480  
    Nikkei (FRA) Nippon Sheet Glass 292.75 9.040   1/07/13 9.100 2,646        236,994 -35,126  
      Sharp 68.51 38.630   1/07/13 23.550 2,647        239,640 -37,773  
    CAC Mid 60 Vallourec 153.15 34.560   9/10/12 36.345 5,293        244,933 -43,066  
5/21/12 Sell HSI long Lenovo 4,695.39 0.656   12/26/11 0.538 -2,528 3,079 551 102,419  242,405 -39,986 202,419
    Kospi 50 Samsung Electronics 277.80 16.200   1/23/12 15.346 -4,263 4,500 237 102,656  238,142 -35,486 202,656
    ATX Österreichische Post 194.80 27.000   4/16/12 26.725 -5,206 5,260 54 102,710  232,936 -30,226 202,710
    MDAX Dürr 483.56 10.445   5/14/12 10.946 -5,293 5,051 -242 102,468  227,643 -25,175 202,468
    TecDAX Dialog Semiconductor 272.80 15.475   2/06/12 16.745 -4,568 4,222 -346 102,121  223,075 -20,954 202,121
    SDAX Encavis 1,296.59 2.951   1/30/12 3.021 -3,917 3,826 -91 102,030  219,158 -17,128 202,030
    HSI-C&I Sands China 1,646.55 2.614   1/16/12 2.568 -4,229 4,304 75 102,106  214,929 -12,823 202,106
    ISEQ 20 Flutter 30.61 50.010   1/02/12 45.100 -1,381 1,531 150 102,256  213,549 -11,293 202,256
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair Holdings 365.21 4.040   1/02/12 3.780 -1,380 1,475 95 102,351  212,168 -9,817 202,351
    SMI short Credit Suisse 102.48 15.602 55.361 5/09/11 29.390 -3,012 5,673 2,661 105,012  209,156 -4,144 205,012
    NZX 50 long a2 Milk 19,337.63 0.267   3/05/12 0.233 -4,496 5,155 659 105,672  204,660 1,012 205,672
    Indices ISEQ-Overall 1.41 3,087.810   1/16/12 3,005.690 -4,238 4,354 116 105,788  200,422 5,365 205,788
    Nikkei (TYO) Tokyo Dome Corp 1,151.36 4.378   2/13/12 4.061 -4,676 5,041 365 106,153  195,746 10,407 206,153
    DJ Global Titans Apple 90.63 62.780   2/06/12 50.400 -4,568 5,690 1,122 107,275  191,178 16,096 207,275
  Buy HSI short China Unicom 4,697.57 1.189   8/20/12 1.370 5,584        196,762 10,512  
    Kospi 50 SK Holdings 99.22 56.279   7/23/12 68.528 5,584        202,346 4,928  
    ATX Zumtobel 566.44 9.858   6/25/12 8.050 5,584        207,930 -656  
    MDAX Ströer Media 703.01 7.943   5/28/12 8.000 5,584        213,514 -6,240  
    TecDAX SMA Solar 212.20 26.315   12/22/14 14.800 5,584        219,098 -11,824  
    SDAX Klöckner 712.79 7.834   10/29/12 7.058 5,584        224,682 -17,408  
    HSI-C&I Citic Pacific 4,713.83 1.185   9/17/12 0.959 5,584        230,266 -22,992  
    ISEQ 20 Bank of Ireland 1,069.73 2.610   8/27/12 2.490 2,792        233,058 -25,784  
      Smurfit Kappa 503.06 5.550   8/27/12 6.550 2,792        235,850 -28,576  
    SMI long Richemont 116.24 48.039   5/28/12 48.077 5,584        241,435 -34,160  
    NZX 50 short Katmandu 5,855.09 0.954   7/30/12 0.992 5,584        247,019 -39,744  
    Indices Athex Large Cap 2.75 2,028.100   9/10/12 2,671.700 5,577        252,596 -45,321  
    Nikkei (TYO) Nippon Sheet Glass 655.47 8.519   7/02/12 8.411 5,584        258,180 -50,905  
    DJ Global Titans Telefónica 568.87 9.816   5/28/12 9.440 5,584        263,764 -56,489  
5/28/12 Sell MDAX short Ströer Media 703.01 8.000 7.886 5/21/12 7.943 -5,584 5,544 -40 107,235  258,180 -50,945 207,235
    OMXC 20 Vestas Wind Systems 934.17 5.040 6.370 5/14/12 5.666 -5,293 5,950 657 107,892  252,887 -44,995 207,892
    SMI long Richemont 116.24 48.077   5/21/12 48.039 -5,584 5,588 4 107,896  247,303 -39,406 207,896
    DJ Global Titans short Telefónica 568.87 9.440 10.207 5/21/12 9.816 -5,584 5,806 222 108,119  241,719 -33,600 208,119
  Buy MDAX long Rhön-Klinikum 198.32 21.995   6/04/12 22.100 4,362        246,081 -37,962  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 64.01 68.150   6/04/12 67.500 4,362        250,443 -42,324  
    SMI short Credit Suisse 277.23 15.734   6/04/12 15.300 4,362        254,805 -46,686  
    CAC Next 20 Natixis 2,275.43 1.917   6/18/12 1.984 4,362        259,167 -51,048  
    DJ Global Titans long Apple 66.87 65.229   10/22/12 69.545 4,362        263,529 -55,410  
6/04/12 Sell SSE 50 long China Northern Rare 1,914.19 3.823   4/09/12 2.888 -5,528 7,318 1,790 109,909  258,001 -48,092 209,909
    DAX Merck (EMD) 63.74 36.500   12/19/11 36.695 -2,339 2,327 -12 109,897  255,662 -45,765 209,897
    MDAX Rhön-Klinikum 198.32 22.100   5/28/12 21.995 -4,362 4,383 21 109,918  251,300 -41,382 209,918
    FTSE Next 0.71 3,698.710   11/28/11 3,105.900 -2,205 2,626 421 110,339  249,095 -38,756 210,339
    OMXC 20 GN Store Nord 64.01 67.500   5/28/12 68.150 -4,362 4,321 -42 110,297  244,732 -34,436 210,297
    SMI short Credit Suisse 277.23 15.300 16.181 5/28/12 15.734 -4,362 4,486 124 110,421  240,370 -29,950 210,421
  Buy SSE 50 China Unicom 8,915.02 0.506   12/10/12 0.413 4,511        244,881 -34,461  
    DAX thyssenkrupp 356.04 12.670   7/16/12 14.565 4,511        249,393 -38,972  
    MDAX Ströer Media 538.63 8.375   6/18/12 8.546 4,511        253,904 -43,483  
    FTSE Aviva 13.50 334.157   7/30/12 382.206 4,511        258,415 -47,994  
    OMXC 20 Vestas Wind Systems 1,033.68 4.364   6/18/12 3.953 4,511        262,926 -52,505  
    SMI long Swiss Re 103.12 43.744   6/11/12 46.079 4,511        267,437 -57,016  
6/11/12 Sell   long Swiss Re 103.12 46.079   6/04/12 43.744 -4,511 4,752 241 110,661  262,926 -52,264 210,661
    Topix (TYO) short Sony 415.88 10.270 13.374 5/07/12 11.720 -4,874 5,562 688 111,350  258,052 -46,702 211,350
  Buy SMI Credit Suisse 256.04 16.076   6/18/12 14.519 4,116        262,168 -50,818  
    Topix (TYO) long Subaru 680.61 6.048   1/11/16 33.663 4,116        266,284 -54,934  
6/18/12 Sell MDAX short Ströer Media 538.63 8.546 8.204 6/04/12 8.375 -4,511 4,419 -92 111,257  261,773 -50,515 211,257
    OMXC 20 Vestas Wind Systems 1,033.68 3.953 4.817 6/04/12 4.364 -4,511 4,979 468 111,726  257,262 -45,536 211,726
    SMI Credit Suisse 256.04 14.519 17.799 6/11/12 16.076 -4,116 4,557 441 112,167  253,146 -40,978 212,167
    CAC Next 20 Natixis 2,275.43 1.984 1.850 5/28/12 1.917 -4,362 4,210 -152 112,015  248,784 -36,769 212,015
    BAX long Wirecard 321.84 14.995   1/16/12 13.140 -4,229 4,826 597 112,612  244,555 -31,943 212,612
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX Dürr 399.03 11.318   6/25/12 11.594 4,516        249,071 -36,459  
    OMXC 20 GN Store Nord 61.65 73.250   6/25/12 71.650 4,516        253,587 -40,975  
    SMI Swiss Re 96.87 46.620   11/19/12 54.864 4,516        258,103 -45,491  
6/25/12 Sell ATX short Zumtobel 566.44 8.050 12.072 5/21/12 9.858 -5,584 6,838 1,254 113,866  252,519 -38,653 213,866
    MDAX long Dürr 399.03 11.594   6/18/12 11.318 -4,516 4,626 110 113,976  248,003 -34,027 213,976
    RTX short Mobile TeleSystems 204.30 13.400 11.240 8/01/11 12.320 -2,517 2,296 -221 113,755  245,486 -31,730 213,755
    BEL 20 Bekaert 231.64 18.225 28.649 5/14/12 22.850 -5,293 6,636 1,343 115,099  240,193 -25,094 215,099
    OMXC 20 long GN Store Nord 61.65 71.650   6/18/12 73.250 -4,516 4,417 -99 115,000  235,677 -20,677 215,000
    DJTA Kirby 43.82 36.163   12/05/11 48.011 -2,104 1,585 -519 114,481  233,573 -19,092 214,481
  Buy ATX Österreichische Post 188.64 25.890   7/29/13 31.600 4,884        238,457 -23,976  
    MDAX short Ströer Media 607.39 8.041   7/02/12 8.090 4,884        243,341 -28,860  
    RTX long Magnit 229.84 21.250   7/02/12 22.430 4,884        248,225 -33,744  
    BEL 20 Galapagos 398.69 12.250   10/22/12 16.900 4,884        253,109 -38,628  
    OMXC 20 short Vestas Wind Systems 1,203.70 4.058   7/16/12 3.392 4,884        257,993 -43,512  
    DJTA Ryder System 178.75 27.323   7/02/12 27.880 4,884        262,877 -48,396  
7/02/12 Sell MDAX short Ströer Media 607.39 8.090 7.992 6/25/12 8.041 -4,884 4,854 -30 114,451  257,993 -43,542 214,451
    RTX long Magnit 229.84 22.430   6/25/12 21.250 -4,884 5,155 271 114,722  253,109 -38,387 214,722
    DJTA short Ryder System 178.75 27.880 26.767 6/25/12 27.323 -4,884 4,785 -99 114,623  248,225 -33,602 214,623
    STI Wilmar International 1,063.39 2.197 3.631 5/02/11 2.824 -3,003 3,861 858 115,481  245,222 -29,741 215,481
    Nikkei (TYO) Nippon Sheet Glass 655.47 8.411 8.629 5/21/12 8.519 -5,584 5,656 72 115,552  239,638 -24,085 215,552
  Buy MDAX long Dürr 383.96 12.465   7/23/12 13.345 4,786        244,424 -28,871  
    RTX short RusHydro 2,357.64 2.030   7/09/12 2.080 4,786        249,210 -33,657  
    DJTA long Delta Air Lines 545.10 8.780   9/17/12 7.031 4,786        253,996 -38,444  
    STI ThaiBev 22,554.19 0.212   6/10/13 0.382 4,786        258,782 -43,230  
    Nikkei (TYO) OKI Electric 374.94 12.765   7/16/12 12.784 4,786        263,568 -48,016  
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 2,357.64 2.080 1.980 7/02/12 2.030 -4,786 4,668 -118 115,435  258,782 -43,347 215,435
  Buy   long Magnit 198.80 21.640   7/16/12 22.510 4,302        263,084 -47,649  
7/16/12 Sell DAX short thyssenkrupp 356.04 14.565 10.775 6/04/12 12.670 -4,511 3,836 -675 114,760  258,573 -43,813 214,760
    RTX long Magnit 198.80 22.510   7/09/12 21.640 -4,302 4,475 173 114,933  254,271 -39,338 214,933
    OMXC 20 short Vestas Wind Systems 1,203.70 3.392 4.854 6/25/12 4.058 -4,884 5,843 959 115,892  249,387 -33,495 215,892
    Nikkei (TYO) long OKI Electric 374.94 12.784   7/02/12 12.765 -4,786 4,793 7 115,899  244,601 -28,702 215,899
  Buy DAX Continental 65.50 71.440   8/11/14 159.700 4,679        249,280 -33,381  
    RTX short RusHydro 2,196.71 2.130   9/03/12 2.010 4,679        253,959 -38,060  
    OMXC 20 long Genmab 552.50 8.469   6/24/13 22.604 4,679        258,638 -42,739  
    Nikkei (TYO) short Nippon Sheet Glass 613.33 7.629   11/19/12 7.143 4,679        263,317 -47,418  
7/23/12 Sell Kospi 50 short SK Holdings 99.22 68.528 44.029 5/21/12 56.279 -5,584 4,369 -1,215 114,684  257,733 -43,050 214,684
    MDAX long Dürr 383.96 13.345   7/02/12 12.465 -4,786 5,124 338 115,021  252,947 -37,926 215,021
    OMXS 30 short ABB 204.10 14.168 11.765 5/14/12 12.967 -2,646 2,401 -245 114,776  250,301 -35,524 214,776
      Nokia 1,131.76 1.752 3.121 5/14/12 2.338 -2,647 3,532 886 115,662  247,654 -31,992 215,662
  Buy Kospi 50 long Amorepacific Group 175.46 26.166   10/20/14 87.497 4,591        252,245 -36,583  
    MDAX short Ströer Media 579.16 7.927   8/06/12 7.080 4,591        256,836 -41,174  
    OMXS 30 long Electrolux 129.53 17.722   6/24/13 19.030 2,295        259,132 -43,470  
      Swedbank 166.48 13.789   6/24/13 16.871 2,296        261,427 -45,765  
7/30/12 Sell FTSE short Aviva 13.50 382.206 286.108 6/04/12 334.157 -4,511 3,862 -649 115,013  256,916 -41,903 215,013
    NZX 50 Katmandu 5,855.09 0.992 0.916 5/21/12 0.954 -5,584 5,362 -222 114,791  251,332 -36,541 214,791
  Buy FTSE long Ashtead 13.37 333.248   8/24/15 1,199.890 4,456        255,788 -40,997  
8/06/12 Sell MDAX short Ströer Media 579.16 7.080 8.875 7/23/12 7.927 -4,591 5,140 549 115,340  251,197 -35,857 215,340
    FT 30 Man Group 51.26 106.958 99.561 5/14/12 103.259 -5,293 5,104 -190 115,151  245,904 -30,753 215,151
  Buy MDAX long Dürr 333.08 13.838   10/29/12 14.790 4,609        250,513 -35,362  
    FT 30 Ferguson 1.50 3,068.570   6/24/13 3,452.810 4,603        255,116 -39,965  
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 179.64 20.100 40.666 4/23/12 28.590 -5,136 7,305 2,169 117,320  249,980 -32,660 217,320
    Nordic 30 Nokia 2,030.83 2.220 2.595 5/07/12 2.400 -4,874 5,269 395 117,715  245,106 -27,390 217,715
    Topix (FRA) Mazda Motor 704.49 4.800 8.694 3/19/12 6.460 -4,551 6,125 1,574 119,289  240,555 -21,266 219,289
  Buy France long Eurofins Scientific 47.80 103.550   4/22/13 153.250 4,950        245,504 -26,215  
    Nordic 30 Pandora 442.27 11.192   6/03/13 26.264 4,950        250,454 -31,165  
    Topix (FRA) Softbank 306.71 16.139   9/03/12 15.996 4,950        255,404 -36,115  
8/20/12 Sell HSI short China Unicom 4,697.57 1.370 1.008 5/21/12 1.189 -5,584 4,735 -849 118,440  249,820 -31,381 218,440
    IBEX 35 Sacyr 1,410.98 1.284 8.553 2/13/12 3.314 -4,676 12,069 7,393 125,832  245,144 -19,312 225,832
    OMXH 25 Outokumpu 475.73 6.980 19.345 4/09/12 11.620 -5,528 9,203 3,675 129,507  239,616 -10,109 229,507
    TSX 60 BlackBerry 515.16 5.638 18.115 4/16/12 10.106 -5,206 9,332 4,126 133,633  234,410 -777 233,633
    PSI 20 Banco Comercial 7,919.83 0.452 0.960 4/02/12 0.659 -5,216 7,600 2,384 136,017  229,194 6,823 236,017
  Buy HSI long Galaxy Entertainment 2,580.88 2.352   4/22/13 3.135 6,071        235,265 752  
    IBEX 35 Grifols 540.12 11.240   11/05/12 13.025 6,071        241,336 -5,319  
    OMXH 25 Huhtamäki 510.60 11.890   10/22/12 12.450 6,071        247,407 -11,390  
    TSX 60 Couche-Tard 908.15 6.685   4/22/13 7.405 6,071        253,478 -17,461  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,069.73 2.490 2.736 5/21/12 2.610 -2,792 2,927 135 136,152  250,686 -14,534 236,152
      Smurfit Kappa 503.06 6.550 4.550 5/21/12 5.550 -2,792 2,289 -503 135,649  247,894 -12,246 235,649
    MerVal YPF 382.34 14.446 12.421 4/23/12 13.433 -5,136 4,749 -387 135,262  242,758 -7,497 235,262
  Buy ISEQ 20 long Kerry Group 75.76 37.580   6/17/13 42.250 2,847        245,605 -10,344  
      Smurfit Kappa 434.66 6.550   6/17/13 12.270 2,847        248,452 -13,191  
    MerVal Tenaris 246.91 23.061   9/03/12 23.485 5,694        254,146 -18,885  
9/03/12 Sell S&P 100 long Biogen 37.44 116.954   1/09/12 90.342 -3,382 4,379 996 136,258  250,764 -14,506 236,258
    AEX short ArcelorMittal 142.73 35.565 42.177 4/09/12 38.730 -5,528 6,020 492 136,750  245,236 -8,486 236,750
    RTX RusHydro 2,196.71 2.010 2.257 7/16/12 2.130 -4,679 4,958 279 137,029  240,557 -3,528 237,029
    OBX 25 REC Silicon 1,529.11 2.359 5.080 5/14/12 3.462 -5,293 7,767 2,474 139,504  235,264 4,240 239,504
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Public Power 3,358.71 1.330 1.806 4/16/12 1.550 -5,206 6,067 861 140,365  230,058 10,307 240,365
    MerVal long Tenaris 246.91 23.485   8/27/12 23.061 -5,694 5,799 105 140,470  224,364 16,106 240,470
    Topix (FRA) Softbank 306.71 15.996   8/13/12 16.139 -4,950 4,906 -44 140,426  219,414 21,012 240,426
  Buy S&P 100 short HP 483.68 13.511   9/17/12 13.872 6,535        225,949 14,477  
    RTX long Magnit 269.82 24.220   9/17/12 27.650 6,535        232,484 7,942  
    OBX 25 Grieg Seafood 4,765.20 1.371   1/07/13 1.707 6,535        239,019 1,407  
    Athex LC Alpha Bank 97.54 67.000   3/25/13 37.850 6,535        245,554 -5,128  
    MerVal short Pampa Energía 38,875.67 0.168   9/10/12 0.164 6,535        252,089 -11,663  
    Topix (FRA) Kansai Electric Pwr 1,146.09 5.702   3/11/13 6.145 6,535        258,624 -18,198  
9/10/12 Sell Germany short SolarWorld 22.38 182.550 306.524 5/14/12 236.550 -5,294 6,860 1,566 141,992  253,330 -11,338 241,992
    MerVal Pampa Energía 38,875.67 0.164 0.172 9/03/12 0.168 -6,535 6,698 163 142,155  246,795 -4,640 242,155
    CAC Mid 60 Vallourec 153.15 36.345 32.775 5/14/12 34.560 -5,293 5,019 -273 141,882  241,502 379 241,882
    Indices Athex Large Cap 2.75 2,671.700 1,384.500 5/21/12 2,028.100 -5,577 3,807 -1,770 140,112  235,925 4,187 240,112
  Buy Germany long ADLER Real Estate 5,175.42 1.180   6/24/13 2.050 6,107        242,032 -1,920  
    MerVal Tenaris 258.77 23.600   10/15/12 21.509 6,107        248,139 -8,027  
    CAC Mid 60 Eurofins Scientific 55.52 110.000   4/22/13 153.250 6,107        254,246 -14,135  
    Indices OMXC 20 91.97 66.404   6/17/13 70.001 6,107        260,354 -20,242  
9/17/12 Sell S&P 100 short HP 483.68 13.872 13.150 9/03/12 13.511 -6,535 6,360 -175 139,937  253,819 -13,881 239,937
    CAC 40 Peugeot 650.20 5.861 12.333 4/09/12 8.502 -5,528 8,019 2,491 142,428  248,291 -5,863 242,428
    RTX long Magnit 269.82 27.650   9/03/12 24.220 -6,535 7,461 925 143,353  241,756 1,598 243,353
    HSI-Fin short HK Exchgs & Clrg 466.10 11.718 10.994 5/14/12 11.356 -5,293 5,124 -169 143,185  236,463 6,722 243,185
    HSI-C&I Citic Pacific 4,713.83 0.959 1.464 5/21/12 1.185 -5,584 6,900 1,316 144,500  230,879 13,622 244,500
    DJTA long Delta Air Lines 545.10 7.031   7/02/12 8.780 -4,786 3,833 -953 143,547  226,093 17,455 243,547
  Buy S&P 100 Gilead 260.35 25.063   10/13/14 79.611 6,525        232,618 10,929  
    CAC 40 Credit Agricole 1,090.41 5.984   9/24/12 5.714 6,525        239,143 4,404  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 3,122.01 2.090   2/04/13 1.770 6,525        245,668 -2,121  
    HSI-Fin long Bank of China (HK) 2,733.79 2.387   5/13/13 2.748 6,525        252,193 -8,646  
    HSI-C&I Galaxy Entertainment 2,684.08 2.431   4/08/13 3.018 6,525        258,718 -15,171  
    DJTA short Expeditors Wash 222.59 29.314   9/24/12 28.398 6,525        265,243 -21,695  
9/24/12 Sell CAC 40 long Credit Agricole 1,090.41 5.714   9/17/12 5.984 -6,525 6,231 -294 143,253  258,718 -15,465 243,253
    DJTA short Expeditors Wash 222.59 28.398 30.259 9/17/12 29.314 -6,525 6,735 211 143,463  252,193 -8,729 243,463
  Buy   long Avis Budget 472.50 12.419   7/20/15 38.916 5,868        258,061 -14,597  
10/01/12 Buy CAC Next 20 short Hermes International 27.06 211.450   12/10/12 235.500 5,722        263,782 -20,319  
10/15/12 Sell MerVal long Tenaris 258.77 21.509   9/10/12 23.600 -6,107 5,566 -541 142,922  257,675 -14,754 242,922
  Buy AEX short KPN 1,573.08 3.626   2/02/15 2.756 5,704        263,379 -20,458  
    MerVal Pampa Energía 37,824.93 0.151   10/22/12 0.141 5,704        269,083 -26,162  
10/22/12 Sell BEL 20 long Galapagos 398.69 16.900   6/25/12 12.250 -4,884 6,738 1,854 144,776  264,199 -19,424 244,776
    OMXH 25 Huhtamäki 510.60 12.450   8/20/12 11.890 -6,071 6,357 286 145,062  258,128 -13,067 245,062
    MerVal short Pampa Energía 37,824.93 0.141 0.161 10/15/12 0.151 -5,704 6,105 401 145,463  252,424 -6,962 245,463
    DJ Global Titans long Apple 66.87 69.545   5/28/12 65.229 -4,362 4,650 289 145,751  248,063 -2,311 245,751
  Buy BEL 20 short Bekaert 281.97 21.580   11/12/12 21.290 6,085        254,147 -8,396  
    OMXH 25 Outokumpu 940.49 6.470   11/05/12 6.200 6,085        260,232 -14,481  
    MerVal long Tenaris 299.14 20.342   10/29/12 21.154 6,085        266,317 -20,566  
    DJ Global Titans short Telefónica 579.52 10.500   10/29/12 10.070 6,085        272,402 -26,651  
10/29/12 Sell MDAX long Dürr 333.08 14.790   8/06/12 13.838 -4,609 4,926 317 146,069  267,793 -21,725 246,069
    SDAX short Klöckner 712.79 7.058 8.695 5/21/12 7.834 -5,584 6,198 614 146,682  262,209 -15,527 246,682
    MerVal long Tenaris 299.14 21.154   10/22/12 20.342 -6,085 6,328 243 146,926  256,124 -9,199 246,926
    DJ Global Titans short Telefónica 579.52 10.070 10.948 10/22/12 10.500 -6,085 6,345 260 147,185  250,039 -2,854 247,185
  Buy MDAX Ströer Media 921.27 6.630   1/14/13 6.901 6,108        256,147 -8,962  
    SDAX long ADLER Real Estate 3,865.82 1.580   11/26/12 1.285 6,108        262,255 -15,070  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short Pampa Energía 42,182.32 0.145   12/24/12 0.147 6,108        268,363 -21,178  
    BAX long KUKA 261.30 23.375   6/24/13 31.820 6,108        274,471 -27,286  
    DJ Global Titans Bank of America 847.91 7.204   12/16/13 11.075 6,108        280,579 -33,394  
11/05/12 Sell MIB short UnipolSai 487.33 0.935 28.146 6/27/11 5.130 -2,500 13,717 11,217 158,402  278,079 -19,677 258,402
    IBEX 35 long Grifols 540.12 13.025   8/20/12 11.240 -6,071 7,035 964 159,366  272,008 -12,642 259,366
    OMXH 25 short Outokumpu 940.49 6.200 6.752 10/22/12 6.470 -6,085 6,350 265 159,631  265,923 -6,292 259,631
  Buy MIB long Azimut 680.67 9.304   8/04/14 18.460 6,333        272,256 -12,625  
    OMXH 25 Konecranes 250.81 25.250   11/12/12 24.380 6,333        278,589 -18,958  
11/12/12 Sell BEL 20 short Bekaert 281.97 21.290 21.874 10/22/12 21.580 -6,085 6,168 83 159,714  272,504 -12,790 259,714
    OMXH 25 long Konecranes 250.81 24.380   11/05/12 25.250 -6,333 6,115 -218 159,496  266,171 -6,676 259,496
  Buy BEL 20 Galapagos 373.74 16.910   6/24/13 14.210 6,320        272,491 -12,996  
    OMXH 25 short Outokumpu 984.42 6.420   12/31/12 7.400 6,320        278,811 -19,316  
11/19/12 Sell SMI long Swiss Re 96.87 54.864   6/18/12 46.620 -4,516 5,315 799 160,294  274,295 -14,001 260,294
    Nikkei (TYO) short Nippon Sheet Glass 613.33 7.143 8.148 7/16/12 7.629 -4,679 4,997 318 160,613  269,616 -9,003 260,613
  Buy PSI 20 Impresa 21,689.66 0.290   12/17/12 0.300 6,290        275,906 -15,293  
    SMI Julius Bär 240.81 26.121   12/17/12 27.324 6,290        282,196 -21,584  
    Nikkei (TYO) long Subaru 769.35 8.176   10/07/13 20.003 6,290        288,486 -27,874  
11/26/12 Sell SDAX long ADLER Real Estate 3,865.82 1.285   10/29/12 1.580 -6,108 4,968 -1,140 159,472  282,378 -22,906 259,472
    SLI short Lonza 148.85 36.099 32.909 4/23/12 34.504 -5,136 4,899 -237 159,235  277,242 -18,007 259,235
  Buy SDAX Deutz 1,855.38 3.250   12/10/12 3.138 6,030        283,272 -24,037  
    SLI long Swiss Life 57.86 104.219   6/24/13 120.698 6,030        289,303 -30,068  
12/10/12 Sell SSE 50 short China Unicom 8,915.02 0.413 0.620 6/04/12 0.506 -4,511 5,523 1,012 160,247  284,792 -24,545 260,247
    SDAX Deutz 1,855.38 3.138 3.366 11/26/12 3.250 -6,030 6,245 215 160,462  278,762 -18,299 260,462
    CAC Next 20 Hermes International 27.06 235.500 187.400 10/01/12 211.450 -5,722 5,071 -651 159,811  273,040 -13,228 259,811
  Buy SSE 50 long China Rwy Constr 8,608.94 0.716   4/29/13 0.634 6,164        279,204 -19,392  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 Societe Generale 213.92 28.815   1/14/13 34.140 6,164        285,368 -25,557  
    SDAX ADLER Real Estate 4,402.86 1.400   6/10/13 2.099 6,164        291,532 -31,721  
12/17/12 Sell PSI 20 short Impresa 21,689.66 0.300 0.280 11/19/12 0.290 -6,290 6,073 -217 159,594  285,242 -25,647 259,594
    SMI Julius Bär 240.81 27.324 24.917 11/19/12 26.121 -6,290 6,000 -290 159,305  278,952 -19,647 259,305
  Buy   long Richemont 99.97 59.929   10/14/13 74.199 5,991        284,943 -25,638  
12/24/12 Sell MerVal short Pampa Energía 42,182.32 0.147 0.143 10/29/12 0.145 -6,108 6,019 -89 159,216  278,835 -19,619 259,216
  Buy   long Gr Fin Galicia 8,587.61 0.697   5/27/13 0.697 5,989        284,824 -25,608  
12/31/12 Sell OMXH 25 short Outokumpu 984.42 7.400 5.440 11/12/12 6.420 -6,320 5,355 -965 158,251  278,504 -20,253 258,251
  Buy   long Orion 267.97 22.200   3/18/13 22.000 5,949        284,453 -26,201  
1/07/13 Sell OBX 25 long Grieg Seafood 4,765.20 1.707   9/03/12 1.371 -6,535 8,133 1,598 159,849  277,918 -18,069 259,849
    Nikkei (FRA) short Nippon Sheet Glass 292.75 9.100 8.980 5/14/12 9.040 -2,646 2,629 -18 159,831  275,271 -15,440 259,831
      Sharp 68.51 23.550 63.366 5/14/12 38.630 -2,647 4,341 1,695 161,526  272,625 -11,099 261,526
  Buy IBEX 35 long Mediaset Esp 1,099.02 5.696   2/04/13 5.150 6,260        278,885 -17,359  
    OBX 25 short REC Silicon 3,473.34 1.802   1/21/13 1.488 6,260        285,145 -23,619  
    Nikkei (FRA) long Subaru 316.16 9.900   1/14/13 9.907 3,130        288,275 -26,749  
      Shinsei Bank 200.64 15.600   1/14/13 13.840 3,130        291,405 -29,879  
1/14/13 Sell CAC 40 long Societe Generale 213.92 34.140   12/10/12 28.815 -6,164 7,303 1,139 162,665  285,241 -22,575 262,665
    MDAX short Ströer Media 921.27 6.901 6.359 10/29/12 6.630 -6,108 5,858 -250 162,416  279,133 -16,717 262,416
    Nikkei (FRA) long Subaru 316.16 9.907   1/07/13 9.900 -3,130 3,132 2 162,418  276,003 -13,585 262,418
      Shinsei Bank 200.64 13.840   1/07/13 15.600 -3,130 2,777 -353 162,065  272,873 -10,808 262,065
  Buy CAC 40 short Engie 407.06 15.430   1/28/13 15.390 6,281        279,154 -17,089  
    MDAX long KUKA 222.85 28.185   6/24/13 31.820 6,281        285,435 -23,370  
    Nikkei (FRA) short Screen 161.18 19.485   2/11/13 16.805 3,141        288,575 -26,510  
1/21/13 Sell OBX 25 short REC Silicon 3,473.34 1.488 2.182 1/07/13 1.802 -6,260 7,580 1,320 163,385  282,315 -18,930 263,385
  Buy   long Grieg Seafood 3,519.35 1.736   1/28/13 1.688 6,111        288,426 -25,041  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/28/13 Sell CAC 40 short Engie 407.06 15.390 15.470 1/14/13 15.430 -6,281 6,297 16 163,401  282,145 -18,744 263,401
    OBX 25 long Grieg Seafood 3,519.35 1.688   1/21/13 1.736 -6,111 5,941 -170 163,231  276,034 -12,803 263,231
  Buy CAC 40 Credit Agricole 806.49 7.762   2/11/13 7.414 6,260        282,294 -19,063  
    OBX 25 short REC Silicon 4,047.06 1.547   2/25/13 1.312 6,260        288,554 -25,323  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,099.02 5.150   1/07/13 5.696 -6,260 5,660 -600 162,631  282,294 -19,663 262,631
    RTX short RusHydro 3,122.01 1.770 2.468 9/17/12 2.090 -6,525 7,705 1,180 163,811  275,769 -11,958 263,811
  Buy IBEX 35 Bankia 286.91 21.944   9/09/13 3.016 6,296        282,065 -18,254  
    RTX long Magnit 181.65 34.660   3/11/13 34.010 6,296        288,361 -24,550  
2/11/13 Sell CAC 40 long Credit Agricole 806.49 7.414   1/28/13 7.762 -6,260 5,979 -281 163,530  282,101 -18,571 263,530
    Nikkei (FRA) short Screen 161.18 16.805 22.592 1/14/13 19.485 -3,141 3,641 501 164,031  278,961 -14,929 264,031
    GCX REC Silicon 1,476.41 1.027 11.783 4/23/12 3.479 -5,136 17,397 12,261 176,292  273,825 2,467 276,292
  Buy CAC 40 Orange 883.93 7.883   2/25/13 7.479 6,968        280,793 -4,501  
    ÖkoDAX long PNE Wind 2,497.49 2.790   4/29/13 2.700 6,968        287,761 -11,469  
    Nikkei (FRA) Subaru 322.59 10.800   8/26/13 18.441 3,484        291,245 -14,953  
      Mazda Motor 279.95 12.445   8/26/13 15.485 3,484        294,729 -18,437  
    GCX SunPower 986.59 7.063   11/25/13 21.795 6,968        301,697 -25,404  
2/18/13 Sell GEX short ZhongDe Waste Tech 1,740.71 2.050 3.824 5/07/12 2.800 -4,874 6,657 1,783 178,075  296,823 -18,747 278,075
  Buy   long MBB 350.43 18.500   4/22/13 17.650 6,483        303,306 -25,230  
2/25/13 Sell CAC 40 short Orange 883.93 7.479 8.309 2/11/13 7.883 -6,968 7,344 376 178,452  296,338 -17,886 278,452
    OBX 25 REC Silicon 4,047.06 1.312 1.824 1/28/13 1.547 -6,260 7,383 1,123 179,575  290,078 -10,503 279,575
  Buy CAC 40 long Credit Agricole 899.80 7.475   4/22/13 6.300 6,726        296,804 -17,229  
    OBX 25 Norwegian 230.02 29.241   4/15/13 28.036 6,726        303,529 -23,955  
3/11/13 Sell RTX long Magnit 181.65 34.010   2/04/13 34.660 -6,296 6,178 -118 179,457  297,233 -17,777 279,457
    Topix (FRA) short Kansai Electric Pwr 1,146.09 6.145 5.259 9/03/12 5.702 -6,535 6,027 -508 178,949  290,698 -11,750 278,949
  Buy RTX RusHydro 3,975.60 1.680   9/14/15 0.774 6,679        297,377 -18,429  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Mazda Motor 540.59 12.355   4/01/13 11.250 6,679        304,056 -25,108  
3/18/13 Sell OMXH 25 long Orion 267.97 22.000   12/31/12 22.200 -5,949 5,895 -54 178,895  298,107 -19,212 278,895
  Buy   short Outokumpu 1,176.09 5.520   9/16/13 4.600 6,492        304,600 -25,704  
3/25/13 Sell Athex LC long Alpha Bank 97.54 37.850   9/03/12 67.000 -6,535 3,692 -2,843 176,052  298,064 -22,012 276,052
  Buy   short Eurobank Ergasias 24.42 260.000   9/30/13 50.000 6,349        304,414 -28,362  
4/01/13 Sell Topix (FRA) long Mazda Motor 540.59 11.250   3/11/13 12.355 -6,679 6,082 -597 175,455  297,735 -22,280 275,455
  Buy   short Nidec 288.93 21.905   4/15/13 21.896 6,329        304,064 -28,609  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,684.08 3.018   9/17/12 2.431 -6,525 8,102 1,577 177,031  297,539 -20,507 277,031
  Buy   short Li & Fung 6,149.79 1.043   9/30/13 1.073 6,413        303,952 -26,920  
4/15/13 Sell OBX 25 long Norwegian 230.02 28.036   2/25/13 29.241 -6,726 6,449 -277 176,754  297,226 -20,472 276,754
    Topix (FRA) short Nidec 288.93 21.896 21.914 4/01/13 21.905 -6,329 6,332 3 176,757  290,897 -14,140 276,757
  Buy OBX 25 Frontline 885.62 7.413   10/21/13 8.829 6,565        297,462 -20,705  
    Topix (FRA) long Mazda Motor 560.87 11.705   6/03/13 14.600 6,565        304,027 -27,270  
4/22/13 Sell France long Eurofins Scientific 47.80 153.250   8/13/12 103.550 -4,950 7,325 2,376 179,132  299,077 -19,945 279,132
    HSI Galaxy Entertainment 2,580.88 3.135   8/20/12 2.352 -6,071 8,090 2,019 181,152  293,006 -11,854 281,152
    CAC 40 Credit Agricole 899.80 6.300   2/25/13 7.475 -6,726 5,669 -1,057 180,094  286,280 -6,186 280,094
    TSX 60 Couche-Tard 908.15 7.405   8/20/12 6.685 -6,071 6,725 654 180,748  280,209 539 280,748
    CAC Mid 60 Eurofins Scientific 55.52 153.250   9/10/12 110.000 -6,107 8,508 2,401 183,149  274,102 9,048 283,149
    GEX MBB 350.43 17.650   2/18/13 18.500 -6,483 6,185 -298 182,851  267,619 15,233 282,851
  Buy France short ArcelorMittal 283.50 26.286   5/06/13 29.061 7,452        275,071 7,781  
    HSI China Shenhua HK 2,929.02 2.544   9/16/13 2.475 7,452        282,523 329  
    CAC 40 ArcelorMittal 283.50 26.286   8/05/13 28.620 7,452        289,975 -7,123  
    TSX 60 Barrick Gold 515.22 14.464   9/30/13 13.729 7,452        297,427 -14,576  
    CAC Mid 60 CGG 14.97 497.920   4/29/13 532.320 7,454        304,881 -22,029  
    GEX YOC 1,475.94 5.049   9/23/13 2.219 7,452        312,333 -29,481  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/29/13 Sell SSE 50 long China Rwy Constr 8,608.94 0.634   12/10/12 0.716 -6,164 5,461 -703 182,148  306,169 -24,021 282,148
    ÖkoDAX PNE Wind 2,497.49 2.700   2/11/13 2.790 -6,968 6,743 -225 181,923  299,201 -17,278 281,923
    CAC Mid 60 short CGG 14.97 532.320 463.520 4/22/13 497.920 -7,454 6,939 -515 181,408  291,747 -10,339 281,408
  Buy SSE 50 China Northern Rare 2,985.02 2.270   5/06/13 2.286 6,776        298,523 -17,115  
    ÖkoDAX SolarWorld 63.89 106.050   4/13/15 14.550 6,776        305,299 -23,890  
5/06/13 Sell France short ArcelorMittal 283.50 29.061 23.511 4/22/13 26.286 -7,452 6,665 -787 180,622  297,846 -17,225 280,622
    SSE 50 China Northern Rare 2,985.02 2.286 2.254 4/29/13 2.270 -6,776 6,728 -48 180,574  291,070 -10,497 280,574
  Buy   long China Minsheng Bk 6,420.35 1.052   5/13/13 1.064 6,751        297,821 -17,248  
5/13/13 Sell   long China Minsheng Bk 6,420.35 1.064   5/06/13 1.052 -6,751 6,833 82 180,655  291,070 -10,415 280,655
    HSI-Fin Bank of China (HK) 2,733.79 2.748   9/17/12 2.387 -6,525 7,511 986 181,641  284,545 -2,904 281,641
  Buy SSE 50 short China Northern Rare 2,942.69 2.368   11/04/13 2.137 6,968        291,513 -9,872  
    HSI-Fin Ping An 2,325.77 2.996   10/14/13 2.804 6,968        298,481 -16,840  
5/27/13 Sell MerVal long Gr Fin Galicia 8,587.61 0.697   12/24/12 0.697 -5,989 5,983 -6 181,635  292,492 -10,857 281,635
  Buy   short Pampa Energía 41,578.62 0.163   6/10/13 0.158 6,769        299,261 -17,626  
6/03/13 Sell Nordic 30 long Pandora 442.27 26.264   8/13/12 11.192 -4,950 11,616 6,666 188,301  294,312 -6,010 288,301
    Topix (FRA) Mazda Motor 560.87 14.600   4/15/13 11.705 -6,565 8,189 1,624 189,925  287,747 2,178 289,925
  Buy Nordic 30 short Equinor 421.10 17.340   7/29/13 16.264 7,302        295,049 -5,124  
    Topix (FRA) Inpex 918.14 7.953   11/18/13 8.519 7,302        302,351 -12,426  
6/10/13 Sell SDAX long ADLER Real Estate 4,402.86 2.099   12/10/12 1.400 -6,164 9,242 3,078 193,003  296,187 -3,184 293,003
    HSI-Prop China Ov Land & Inv 1,372.16 2.124   1/16/12 1.541 -2,115 2,914 800 193,802  294,072 -270 293,802
      China Res Land 1,496.36 2.183   1/16/12 1.413 -2,115 3,266 1,151 194,954  291,958 2,996 294,954
    MerVal short Pampa Energía 41,578.62 0.158 0.168 5/27/13 0.163 -6,769 6,969 200 195,153  285,189 9,965 295,153
    STI long ThaiBev 22,554.19 0.382   7/02/12 0.212 -4,786 8,607 3,821 198,974  280,403 18,571 298,974
  Buy France short ArcelorMittal 281.58 28.191   7/08/13 26.415 7,938        288,341 10,633  
    SDAX Hypoport 1,061.23 7.480   9/30/13 8.120 7,938        296,279 2,695  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Prop Hang Lung 1,545.44 2.568   11/18/13 2.531 3,969        300,248 -1,274  
      Sino Land 3,688.32 1.076   11/18/13 1.043 3,969        304,217 -5,243  
    MerVal long Telecom Argentina 2,095.68 3.788   6/17/13 3.268 7,938        312,155 -13,181  
    CAC Mid 60 short CGG 14.15 561.120   8/05/13 575.840 7,940        320,094 -21,120  
6/17/13 Sell ISEQ 20 long Kerry Group 75.76 42.250   8/27/12 37.580 -2,847 3,201 354 199,328  317,247 -17,920 299,328
      Smurfit Kappa 434.66 12.270   8/27/12 6.550 -2,847 5,333 2,486 201,814  314,400 -12,586 301,814
    MerVal Telecom Argentina 2,095.68 3.268   6/10/13 3.788 -7,938 6,849 -1,089 200,725  306,462 -5,737 300,725
    Indices OMXC 20 91.97 70.001   9/10/12 66.404 -6,107 6,438 331 201,056  300,355 701 301,056
  Buy ISEQ 20 short CRH 241.28 15.631   7/29/13 15.994 3,771        304,127 -3,071  
    PSI 20 long Teixeira Duarte 13,968.52 0.540   6/24/13 0.570 7,543        311,670 -10,614  
    MerVal short Comercial del Plata 107,297.30 0.070   8/12/13 0.067 7,543        319,213 -18,157  
    Indices RTX 5.41 1,393.590   8/12/13 1,391.500 7,539        326,752 -25,696  
6/24/13 Sell Germany long ADLER Real Estate 5,175.42 2.050   9/10/12 1.180 -6,107 10,610 4,503 205,558  320,645 -15,087 305,558
    MDAX KUKA 222.85 31.820   1/14/13 28.185 -6,281 7,091 810 206,368  314,364 -7,995 306,368
    BEL 20 Galapagos 373.74 14.210   11/12/12 16.910 -6,320 5,311 -1,009 205,359  308,044 -2,685 305,359
    PSI 20 Teixeira Duarte 13,968.52 0.570   6/17/13 0.540 -7,543 7,962 419 205,778  300,501 5,277 305,778
    OMXC 20 Genmab 552.50 22.604   7/16/12 8.469 -4,679 12,489 7,810 213,588  295,822 17,766 313,588
    OMXS 30 Electrolux 129.53 19.030   7/23/12 17.722 -2,295 2,465 169 213,757  293,526 20,231 313,757
      Swedbank 166.48 16.871   7/23/12 13.789 -2,296 2,809 513 214,271  291,231 23,040 314,271
    FT 30 Ferguson 1.50 3,452.810   8/06/12 3,068.570 -4,603 5,179 576 214,847  286,628 28,219 314,847
    SLI Swiss Life 57.86 120.698   11/26/12 104.219 -6,030 6,984 953 215,800  280,598 35,202 315,800
    BAX KUKA 261.30 31.820   10/29/12 23.375 -6,108 8,315 2,207 218,007  274,490 43,517 318,007
  Buy Germany short SolarWorld 98.29 91.950   7/29/13 77.250 9,038        283,528 34,479  
    MDAX Salzgitter 355.76 25.405   7/01/13 25.340 9,038        292,566 25,441  
    BEL 20 Aperam 1,086.30 8.320   7/15/13 8.461 9,038        301,604 16,403  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 FLSmidth 257.99 35.032   7/01/13 34.376 9,038        310,642 7,365  
    OMXS 30 Boliden 473.23 9.549   7/08/13 9.256 4,519        315,161 2,846  
      Tele2 514.80 8.778   7/08/13 9.227 4,519        319,680 -1,673  
    FT 30 Man Group 94.89 95.252   7/01/13 100.211 9,038        328,718 -10,711  
    SLI Kühne & Nagel 111.38 81.145   7/08/13 90.725 9,038        337,756 -19,749  
    BAX SFC Energy 1,902.74 4.750   7/01/13 4.650 9,038        346,794 -28,787  
7/01/13 Sell MDAX short Salzgitter 355.76 25.340 25.470 6/24/13 25.405 -9,038 9,061 23 218,030  337,756 -19,726 318,030
    OMXC 20 FLSmidth 257.99 34.376 35.701 6/24/13 35.032 -9,038 9,211 173 218,203  328,718 -10,515 318,203
    FT 30 Man Group 94.89 100.211 90.294 6/24/13 95.252 -9,038 8,568 -471 217,732  319,680 -1,947 317,732
    BAX SFC Energy 1,902.74 4.650 4.852 6/24/13 4.750 -9,038 9,232 194 217,927  310,642 7,285 317,927
  Buy MDAX long Dürr 338.79 23.998   7/28/14 30.355 8,130        318,772 -845  
    OMXC 20 Vestas Wind Systems 753.29 10.793   9/01/14 31.864 8,130        326,902 -8,975  
    FT 30 Lloyds Bank 108.59 74.871   9/09/13 90.907 8,130        335,032 -17,105  
    BAX Morphosys 184.17 44.145   4/14/14 58.270 8,130        343,162 -25,235  
7/08/13 Sell France short ArcelorMittal 281.58 26.415 30.086 6/10/13 28.191 -7,938 8,472 534 218,461  335,224 -16,764 318,461
    OMXS 30 Boliden 473.23 9.256 9.852 6/24/13 9.549 -4,519 4,662 143 218,604  330,705 -12,101 318,604
      Tele2 514.80 9.227 8.329 6/24/13 8.778 -4,519 4,288 -231 218,373  326,186 -7,814 318,373
    SLI Kühne & Nagel 111.38 90.725 71.565 6/24/13 81.145 -9,038 7,971 -1,067 217,306  317,148 157 317,306
  Buy OMXS 30 long Nokia 1,245.61 3.186   10/13/14 6.407 3,968        321,116 -3,811  
      Kinnevik 181.46 21.868   10/13/14 22.475 3,968        325,084 -7,779  
    SLI Lonza 131.83 60.201   8/12/13 56.494 7,936        333,021 -15,715  
7/15/13 Sell BEL 20 short Aperam 1,086.30 8.461 8.179 6/24/13 8.320 -9,038 8,885 -153 217,153  323,983 -6,830 317,153
  Buy   long KBC 247.46 31.350   10/13/14 40.740 7,758        331,741 -14,588  
7/29/13 Sell Germany short SolarWorld 98.29 77.250 109.447 6/24/13 91.950 -9,038 10,758 1,720 218,872  322,703 -3,830 318,872
    ATX long Österreichische Post 188.64 31.600   6/25/12 25.890 -4,884 5,961 1,077 219,949  317,819 2,131 319,949
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 CRH 241.28 15.994 15.268 6/17/13 15.631 -3,771 3,684 -88 219,862  314,047 5,814 319,862
    Nordic 30 Equinor 421.10 16.264 18.488 6/03/13 17.340 -7,302 7,785 483 220,345  306,745 13,600 320,345
  Buy ATX Raiffeisen Bank Int 361.62 23.085   10/21/13 25.350 8,348        315,093 5,252  
    ISEQ 20 long FBD Holdings 267.56 15.600   8/05/13 16.650 4,174        319,267 1,078  
      Smurfit Kappa 291.89 14.300   8/05/13 15.150 4,174        323,441 -3,096  
    Nordic 30 Pandora 290.68 28.719   4/28/14 46.257 8,348        331,789 -11,444  
8/05/13 Sell CAC 40 short ArcelorMittal 283.50 28.620 23.952 4/22/13 26.286 -7,452 6,790 -662 219,684  324,337 -4,654 319,684
    ISEQ 20 long FBD Holdings 267.56 16.650   7/29/13 15.600 -4,174 4,455 281 219,964  320,163 -199 319,964
      Smurfit Kappa 291.89 15.150   7/29/13 14.300 -4,174 4,422 248 220,213  315,989 4,223 320,213
    CAC Mid 60 short CGG 14.15 575.840 546.400 6/10/13 561.120 -7,940 7,732 -208 220,004  308,050 11,955 320,004
  Buy ISEQ 20 Flutter 68.02 61.000   9/09/13 61.200 4,149        312,199 7,806  
8/12/13 Sell MerVal short Comercial del Plata 107,297.30 0.067 0.074 6/17/13 0.070 -7,543 7,919 376 220,380  304,656 15,724 320,380
    SLI long Lonza 131.83 56.494   7/08/13 60.201 -7,936 7,448 -489 219,891  296,719 23,172 319,891
    Indices short RTX 5.41 1,391.500 1,395.690 6/17/13 1,393.590 -7,539 7,551 11 219,903  289,180 30,722 319,903
  Buy MerVal long Telecom Argentina 2,079.28 4.215   2/10/14 2.998 8,765        297,945 21,957  
    Indices Merval 17.48 501.316   8/04/14 750.468 8,763        306,708 13,194  
8/26/13 Sell Nikkei (FRA) long Subaru 322.59 18.441   2/11/13 10.800 -3,484 5,949 2,465 222,367  303,224 19,143 322,367
      Mazda Motor 279.95 15.485   2/11/13 12.445 -3,484 4,335 851 223,219  299,740 23,478 323,219
  Buy PSI 20 Teixeira Duarte 12,935.82 0.670   9/02/13 0.650 8,667        308,407 14,811  
    Nikkei (FRA) short Nikon 329.54 13.150   9/09/13 12.596 4,333        312,741 10,478  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,935.82 0.650   8/26/13 0.670 -8,667 8,408 -259 222,960  304,074 18,886 322,960
9/09/13 Sell IBEX 35 short Bankia 286.91 3.016 159.661 2/04/13 21.944 -6,296 45,808 39,512 262,472  297,778 64,694 362,472
    ISEQ 20 Flutter 68.02 61.200 60.800 8/05/13 61.000 -4,149 4,136 -14 262,459  293,629 68,830 362,459
    FT 30 long Lloyds Bank 108.59 90.907   7/01/13 74.871 -8,130 9,872 1,741 264,200  285,498 78,702 364,200
    Nikkei (FRA) short Nikon 329.54 12.596 13.728 8/26/13 13.150 -4,333 4,524 191 264,391  281,165 83,226 364,391
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 long Siemens Gamesa 2,079.93 5.380   12/16/13 7.030 11,190        292,355 72,036  
    ISEQ 20 Bank of Ireland 790.25 7.080   10/14/13 6.960 5,595        297,950 66,441  
      Smurfit Kappa 350.78 15.950   10/14/13 17.020 5,595        303,545 60,846  
    PSI 20 Impresa 16,455.88 0.680   9/16/13 0.670 11,190        314,735 49,656  
    FT 30 short Man Group 106.13 105.435   10/14/13 92.741 11,190        325,925 38,466  
    Nikkei (FRA) long Furukawa Co 334.43 16.730   9/30/13 17.160 5,595        331,520 32,871  
      Tokyo Electric Power 1,430.95 3.910   9/30/13 4.520 5,595        337,115 27,276  
9/16/13 Sell HSI short China Shenhua HK 2,929.02 2.475 2.615 4/22/13 2.544 -7,452 7,660 208 264,598  329,663 34,936 364,598
    OMXH 25 Outokumpu 1,176.09 4.600 6.624 3/18/13 5.520 -6,492 7,790 1,298 265,897  323,171 42,726 365,897
    PSI 20 long Impresa 16,455.88 0.670   9/09/13 0.680 -11,190 11,025 -165 265,732  311,981 53,752 365,732
  Buy HSI Galaxy Entertainment 1,959.60 5.352   12/23/13 6.370 10,487        322,468 43,265  
    OMXH 25 Nokia 2,221.82 4.720   10/21/13 5.265 10,487        332,954 32,778  
9/23/13 Sell GEX short YOC 1,475.94 2.219 11.488 4/22/13 5.049 -7,452 16,956 9,504 275,236  325,502 49,733 375,236
  Buy PSI 20 long Teixeira Duarte 16,096.97 0.660   12/09/13 0.920 10,624        336,126 39,109  
    GEX Manz 198.32 53.570   4/14/14 65.730 10,624        346,750 28,485  
9/30/13 Sell SDAX short Hypoport 1,061.23 8.120 6.840 6/10/13 7.480 -7,938 7,259 -679 274,557  338,812 35,744 374,557
    HSI-C&I Li & Fung 6,149.79 1.073 1.013 4/08/13 1.043 -6,413 6,228 -185 274,372  332,399 41,972 374,372
    TSX 60 Barrick Gold 515.22 13.729 15.238 4/22/13 14.464 -7,452 7,851 399 274,770  324,947 49,823 374,770
    Athex LC Eurobank Ergasias 24.42 50.000 1,352.000 3/25/13 260.000 -6,349 33,016 26,667 301,437  318,598 82,839 401,437
    Nikkei (FRA) long Furukawa Co 334.43 17.160   9/09/13 16.730 -5,595 5,739 144 301,581  313,003 88,577 401,581
      Tokyo Electric Power 1,430.95 4.520   9/09/13 3.910 -5,595 6,468 873 302,454  307,408 95,045 402,454
  Buy SDAX ADLER Real Estate 4,215.93 2.950   10/14/13 3.079 12,437        319,845 82,608  
    HSI-C&I Galaxy Entertainment 2,403.70 5.174   2/03/14 7.265 12,437        332,282 70,171  
    TSX 60 Bausch Health 161.77 76.879   9/29/14 102.197 12,437        344,719 57,735  
    Athex LC Aegean Airlines 2,961.19 4.200   1/27/14 7.210 12,437        357,156 45,298  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Nikon 475.42 13.080   11/04/13 13.433 6,218        363,374 39,079  
    CAC Next 20 SES 588.04 21.150   10/07/13 21.020 12,437        375,811 26,642  
10/07/13 Sell   short SES 588.04 21.020 21.281 9/30/13 21.150 -12,437 12,514 77 302,530  363,374 39,156 402,530
    Nikkei (TYO) long Subaru 769.35 20.003   11/19/12 8.176 -6,290 15,389 9,099 311,630  357,084 54,546 411,630
  Buy CAC Next 20 EDF 490.49 23.760   10/28/13 25.570 11,654        368,738 42,891  
    Nikkei (TYO) short Nikon 921.24 12.650   10/14/13 13.191 11,654        380,393 31,237  
10/14/13 Sell SDAX long ADLER Real Estate 4,215.93 3.079   9/30/13 2.950 -12,437 12,981 544 312,174  367,956 44,218 412,174
    HSI-Fin short Ping An 2,325.77 2.804 3.201 5/13/13 2.996 -6,968 7,445 477 312,651  360,988 51,663 412,651
    ISEQ 20 long Bank of Ireland 790.25 6.960   9/09/13 7.080 -5,595 5,500 -95 312,556  355,393 57,163 412,556
      Smurfit Kappa 350.78 17.020   9/09/13 15.950 -5,595 5,970 375 312,931  349,798 63,134 412,931
    FT 30 short Man Group 106.13 92.741 119.865 9/09/13 105.435 -11,190 12,721 1,531 314,463  338,608 75,855 414,463
    SMI long Richemont 99.97 74.199   12/17/12 59.929 -5,991 7,418 1,427 315,889  332,617 83,273 415,889
    Nikkei (TYO) short Nikon 921.24 13.191 12.110 10/07/13 12.650 -11,654 11,156 -498 315,391  320,963 94,429 415,391
  Buy SDAX Gerry Weber 417.51 30.526   10/21/13 31.502 12,745        333,708 81,684  
    HSI-Fin long AIA 3,475.31 3.667   1/06/14 3.604 12,745        346,453 68,939  
    ISEQ 20 short Flutter 111.88 56.960   10/28/13 56.500 6,373        352,825 62,566  
    FT 30 long ITV 58.49 217.888   12/02/13 228.772 12,744        365,570 49,822  
    Nikkei (TYO) Tokyo Electric Power 3,265.02 3.904   11/04/13 3.961 12,745        378,315 37,077  
10/21/13 Sell ATX short Raiffeisen Bank Int 361.62 25.350 20.820 7/29/13 23.085 -8,348 7,529 -819 314,572  369,967 44,606 414,572
    SDAX Gerry Weber 417.51 31.502 29.550 10/14/13 30.526 -12,745 12,337 -407 314,165  357,222 56,943 414,165
    OMXH 25 long Nokia 2,221.82 5.265   9/16/13 4.720 -10,487 11,698 1,211 315,376  346,735 68,641 415,376
    OBX 25 short Frontline 885.62 8.829 5.997 4/15/13 7.413 -6,565 5,311 -1,254 314,122  340,170 73,952 414,122
  Buy ATX long Wienerberger 933.87 13.065   8/11/14 11.525 12,201        352,371 61,751  
    SDAX ADLER Real Estate 4,080.60 2.990   3/31/14 5.100 12,201        364,572 49,550  
    OMXH 25 short YIT 1,226.23 9.950   10/28/13 10.035 12,201        376,773 37,349  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long REC Silicon 3,442.82 3.544   12/16/13 2.538 12,201        388,974 25,148  
10/28/13 Sell ISEQ 20 short Flutter 111.88 56.500 57.424 10/14/13 56.960 -6,373 6,425 52 314,173  382,601 31,573 414,173
    OMXH 25 YIT 1,226.23 10.035 9.865 10/21/13 9.950 -12,201 12,097 -104 314,069  370,400 43,669 414,069
    CAC Next 20 long EDF 490.49 25.570   10/07/13 23.760 -11,654 12,542 888 314,957  358,746 56,211 414,957
  Buy ISEQ 20 Bank of Ireland 766.86 7.680   11/25/13 8.040 5,889        364,635 50,322  
      Smurfit Kappa 342.21 17.210   11/25/13 17.550 5,889        370,525 44,432  
    OMXH 25 Nokia 2,374.80 4.960   11/11/13 5.770 11,779        382,304 32,653  
    CAC Next 20 short STMicroelectronics 2,106.03 5.593   11/11/13 5.653 11,779        394,083 20,874  
11/04/13 Sell SSE 50 short China Northern Rare 2,942.69 2.137 2.623 5/13/13 2.368 -6,968 7,720 752 315,709  387,115 28,594 415,709
    Nikkei (FRA) Nikon 475.42 13.433 12.727 9/30/13 13.080 -6,218 6,051 -168 315,541  380,896 34,645 415,541
    Nikkei (TYO) long Tokyo Electric Power 3,265.02 3.961   10/14/13 3.904 -12,745 12,933 188 315,729  368,151 47,578 415,729
  Buy SSE 50 Shanghai Oriental 2,633.77 4.398   12/23/13 4.388 11,582        379,733 35,996  
    Nikkei (FRA) Softbank 202.84 28.550   12/16/13 30.884 5,791        385,524 30,205  
      Tokyo Electric Power 1,460.90 3.964   12/16/13 3.730 5,791        391,315 24,414  
    Nikkei (TYO) short Nikon 861.98 13.437   11/18/13 13.220 11,582        402,897 12,832  
11/11/13 Sell OMXH 25 long Nokia 2,374.80 5.770   10/28/13 4.960 -11,779 13,703 1,924 317,653  391,118 26,535 417,653
    CAC Next 20 short STMicroelectronics 2,106.03 5.653 5.533 10/28/13 5.593 -11,779 11,653 -126 317,527  379,339 38,187 417,527
  Buy OMXH 25 Outokumpu 3,254.86 3.500   12/02/13 3.690 11,392        390,731 26,795  
    CAC Next 20 long EDF 440.19 25.880   12/09/13 26.640 11,392        402,124 15,403  
11/18/13 Sell HSI-Prop short Hang Lung 1,545.44 2.531 2.606 6/10/13 2.568 -3,969 4,028 59 317,585  398,155 19,431 417,585
      Sino Land 3,688.32 1.043 1.110 6/10/13 1.076 -3,969 4,096 127 317,712  394,186 23,526 417,712
    Topix (FRA) Inpex 918.14 8.519 7.387 6/03/13 7.953 -7,302 6,782 -520 317,192  386,884 30,309 417,192
    Nikkei (TYO) Nikon 861.98 13.220 13.657 11/04/13 13.437 -11,582 11,772 190 317,382  375,302 42,081 417,382
  Buy HSI-Prop long CK Hutchison 484.56 11.852   2/10/14 10.645 5,743        381,045 36,338  
      China Ov Land & Inv 2,474.68 2.321   2/10/14 1.876 5,743        386,788 30,595  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Softbank 400.99 28.644   11/25/13 31.950 11,486        398,274 19,109  
    Nikkei (TYO) MinebeaMitsumi 2,287.46 5.021   3/03/14 6.187 11,486        409,760 7,623  
11/25/13 Sell ISEQ 20 long Bank of Ireland 766.86 8.040   10/28/13 7.680 -5,889 6,166 276 317,658  403,870 13,788 417,658
      Smurfit Kappa 342.21 17.550   10/28/13 17.210 -5,889 6,006 116 317,775  397,981 19,794 417,775
    Topix (FRA) Softbank 400.99 31.950   11/18/13 28.644 -11,486 12,811 1,325 319,100  386,495 32,605 419,100
    GCX SunPower 986.59 21.795   2/11/13 7.063 -6,968 21,502 14,534 333,634  379,527 54,108 433,634
  Buy ISEQ 20 short Flutter 108.73 56.070   12/02/13 56.450 6,096        385,623 48,011  
      Ryanair Holdings 1,045.35 5.832   12/02/13 6.109 6,096        391,720 41,915  
    Topix (FRA) Komatsu 779.45 15.643   6/09/14 16.815 12,193        403,913 29,722  
    GCX Aurubis 287.74 42.375   1/06/14 43.845 12,193        416,106 17,529  
12/02/13 Sell ISEQ 20 short Flutter 108.73 56.450 55.690 11/25/13 56.070 -6,096 6,055 -41 333,593  410,009 23,584 433,593
      Ryanair Holdings 1,045.35 6.109 5.555 11/25/13 5.832 -6,096 5,807 -290 333,304  403,913 29,391 433,304
    OMXH 25 Outokumpu 3,254.86 3.690 3.310 11/11/13 3.500 -11,392 10,774 -618 332,685  392,521 40,165 432,685
    FT 30 long ITV 58.49 228.772   10/14/13 217.888 -12,744 13,381 637 333,322  379,776 53,545 433,322
  Buy ISEQ 20 Bank of Ireland 729.68 8.340   4/14/14 8.250 6,086        385,862 47,460  
      Smurfit Kappa 352.99 17.240   4/14/14 17.010 6,086        391,947 41,374  
    OMXH 25 Nokia 2,059.74 5.909   12/09/13 5.850 12,171        404,118 29,203  
    FT 30 short RSA Insurance 21.81 558.095   12/23/13 490.074 12,172        416,290 17,031  
12/09/13 Sell OMXH 25 long Nokia 2,059.74 5.850   12/02/13 5.909 -12,171 12,049 -122 333,200  404,119 29,081 433,200
    PSI 20 Teixeira Duarte 16,096.97 0.920   9/23/13 0.660 -10,624 14,809 4,185 337,385  393,495 43,890 437,385
    CAC Next 20 EDF 440.19 26.640   11/11/13 25.880 -11,392 11,727 335 337,720  382,103 55,617 437,720
  Buy OMXH 25 short Outotec 1,841.57 6.697   5/12/14 8.620 12,333        394,436 43,284  
    CAC Next 20 STMicroelectronics 2,262.94 5.450   1/13/14 5.763 12,333        406,769 30,951  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,079.93 7.030   9/09/13 5.380 -11,190 14,622 3,432 341,152  395,579 45,573 441,152
    OBX 25 REC Silicon 3,442.82 2.538   10/21/13 3.544 -12,201 8,737 -3,465 337,687  383,378 54,309 437,687
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Softbank 202.84 30.884   11/04/13 28.550 -5,791 6,265 473 338,161  377,587 60,574 438,161
      Tokyo Electric Power 1,460.90 3.730   11/04/13 3.964 -5,791 5,449 -342 337,819  371,796 66,023 437,819
    DJ Global Titans Bank of America 847.91 11.075   10/29/12 7.204 -6,108 9,390 3,282 341,101  365,688 75,413 441,101
  Buy IBEX 35 short Acciona 324.75 39.760   1/20/14 48.255 12,912        378,600 62,501  
    OBX 25 TGS-NOPEC 760.77 16.972   12/23/13 17.469 12,912        391,512 49,589  
    Nikkei (FRA) Nitto Denko 222.77 28.981   12/30/13 30.258 6,456        397,968 43,133  
      Pacific Metals 259.69 24.860   12/30/13 26.180 6,456        404,424 36,677  
    CAC Mid 60 Adocia 2,261.30 5.710   12/23/13 5.660 12,912        417,336 23,765  
    DJ Global Titans IBM 99.91 129.242   12/23/13 133.044 12,913        430,249 10,853  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,633.77 4.388   11/04/13 4.398 -11,582 11,557 -25 341,077  418,667 22,410 441,077
    HSI Galaxy Entertainment 1,959.60 6.370   9/16/13 5.352 -10,487 12,483 1,996 343,072  408,180 34,893 443,072
    OBX 25 short TGS-NOPEC 760.77 17.469 16.475 12/16/13 16.972 -12,912 12,534 -378 342,694  395,268 47,426 442,694
    FT 30 RSA Insurance 21.81 490.074 635.558 12/02/13 558.095 -12,172 13,862 1,689 344,384  383,096 61,288 444,384
    CAC Mid 60 Adocia 2,261.30 5.660 5.760 12/16/13 5.710 -12,912 13,026 114 344,498  370,184 74,314 444,498
    DJ Global Titans IBM 99.91 133.044 125.440 12/16/13 129.242 -12,913 12,533 -380 344,118  357,271 86,847 444,118
  Buy SSE 50 Poly Real Estate 20,717.96 0.641   6/02/14 0.591 13,274        370,545 73,573  
    PSI 20 long Impresa 12,177.98 1.090   5/12/14 1.759 13,274        383,819 60,299  
    OBX 25 DNO International 4,567.16 2.906   2/17/14 2.830 13,274        397,093 47,025  
    FT 30 Int Cons Airlines 28.15 471.516   1/27/14 485.635 13,273        410,366 33,751  
    DJ Global Titans Alphabet A 32.51 408.320   10/27/14 433.045 13,274        423,641 20,477  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 222.77 30.258 27.704 12/16/13 28.981 -6,456 6,172 -284 343,833  417,185 26,649 443,833
      Pacific Metals 259.69 26.180 23.540 12/16/13 24.860 -6,456 6,113 -343 343,491  410,729 32,762 443,491
  Buy   long MinebeaMitsumi 1,128.96 5.273   2/10/14 6.030 5,953        416,682 26,809  
      Softbank 188.24 31.625   2/10/14 27.751 5,953        422,635 20,856  
1/06/14 Sell HSI-Fin long AIA 3,475.31 3.604   10/14/13 3.667 -12,745 12,526 -219 343,272  409,890 33,382 443,272
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short Aurubis 287.74 43.845 40.905 11/25/13 42.375 -12,193 11,770 -423 342,849  397,697 45,152 442,849
  Buy HSI-Fin ICBC 26,001.71 0.469   6/02/14 0.478 12,200        409,897 32,952  
    SLI long Vifor Pharma 164.82 74.020   1/27/14 69.103 12,200        422,097 20,752  
    GCX Vestas Wind Systems 489.05 24.946   2/03/14 23.946 12,200        434,297 8,552  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,262.94 5.763 5.137 12/09/13 5.450 -12,333 11,625 -708 342,141  421,964 20,177 442,141
  Buy   long Natixis 2,441.28 4.734   6/23/14 4.867 11,557        433,521 8,620  
1/20/14 Sell IBEX 35 short Acciona 324.75 48.255 31.265 12/16/13 39.760 -12,912 10,153 -2,759 339,382  420,609 18,773 439,382
  Buy   long Siemens Gamesa 1,354.74 8.454   1/27/14 7.622 11,453        432,062 7,320  
    NZX 50 short Chorus 12,225.66 0.937   6/02/14 1.063 11,453        443,515 -4,133  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,354.74 7.622   1/20/14 8.454 -11,453 10,326 -1,127 338,255  432,062 6,193 438,255
    Athex LC Aegean Airlines 2,961.19 7.210   9/30/13 4.200 -12,437 21,350 8,913 347,168  419,625 27,543 447,168
    FT 30 Int Cons Airlines 28.15 485.635   12/23/13 471.516 -13,273 13,671 397 347,565  406,352 41,214 447,565
    SLI Vifor Pharma 164.82 69.103   1/06/14 74.020 -12,200 11,390 -810 346,755  394,152 52,603 446,755
  Buy IBEX 35 short Repsol 712.30 17.525   2/17/14 17.625 12,483        406,635 40,120  
    Athex LC Eurobank Ergasias 254.76 49.000   5/09/16 0.875 12,483        419,118 27,637  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,403.70 7.265   9/30/13 5.174 -12,437 17,462 5,025 351,780  406,681 45,099 451,780
    GCX Vestas Wind Systems 489.05 23.946   1/06/14 24.946 -12,200 11,711 -489 351,291  394,481 56,810 451,291
  Buy FT 30 Int Cons Airlines 25.42 499.638   2/10/14 509.014 12,701        407,182 44,109  
    GCX short Aurubis 312.86 40.600   3/03/14 38.880 12,702        419,884 31,407  
2/10/14 Sell HSI-Prop long CK Hutchison 484.56 10.645   11/18/13 11.852 -5,743 5,158 -585 350,706  414,141 36,565 450,706
      China Ov Land & Inv 2,474.68 1.876   11/18/13 2.321 -5,743 4,642 -1,101 349,605  408,398 41,207 449,605
    MerVal Telecom Argentina 2,079.28 2.998   8/12/13 4.215 -8,765 6,235 -2,530 347,075  399,633 47,442 447,075
    FT 30 Int Cons Airlines 25.42 509.014   2/03/14 499.638 -12,701 12,939 238 347,313  386,932 60,381 447,313
    Nikkei (FRA) MinebeaMitsumi 1,128.96 6.030   12/30/13 5.273 -5,953 6,808 855 348,168  380,979 67,189 448,168
      Softbank 188.24 27.751   12/30/13 31.625 -5,953 5,224 -729 347,439  375,026 72,412 447,439
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Prop short New World Dev 7,365.68 0.882   7/28/14 0.887 6,498        381,524 65,914  
      The Wharf 3,511.86 1.850   7/28/14 2.205 6,498        388,022 59,416  
    MerVal Petrobras 2,315.46 5.613   2/24/14 5.633 12,996        401,018 46,421  
    Nikkei (FRA) Hitachi Zosen 1,524.28 4.263   6/30/14 3.700 6,498        407,516 39,922  
      Nitto Denko 207.62 31.297   6/30/14 33.890 6,498        414,014 33,425  
2/17/14 Sell IBEX 35 short Repsol 712.30 17.625 17.425 1/27/14 17.525 -12,483 12,412 -71 347,367  401,531 45,836 447,367
    OBX 25 long DNO International 4,567.16 2.830   12/23/13 2.906 -13,274 12,926 -348 347,019  388,257 58,762 447,019
  Buy IBEX 35 Siemens Gamesa 1,514.07 8.351   3/10/14 8.580 12,644        400,901 46,118  
    OBX 25 short Petroleum Geo-Srvcs 1,662.59 7.605   6/02/14 7.980 12,644        413,545 33,474  
2/24/14 Sell MerVal short Petrobras 2,315.46 5.633 5.592 2/10/14 5.613 -12,996 12,949 -47 346,972  400,549 46,423 446,972
  Buy   long Edenor 39,217.81 0.315   12/15/14 0.569 12,334        412,883 34,089  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,287.46 6.187   11/18/13 5.021 -11,486 14,151 2,665 349,637  401,397 48,240 449,637
    GCX short Aurubis 312.86 38.880 42.396 2/03/14 40.600 -12,702 13,264 562 350,199  388,695 61,504 450,199
  Buy Nikkei (TYO) Hitachi Zosen 3,258.44 3.926   3/31/14 3.419 12,792        401,487 48,712  
    GCX long Vestas Wind Systems 511.32 25.018   4/14/14 29.233 12,792        414,279 35,920  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,514.07 8.580   2/17/14 8.351 -12,644 12,991 347 350,546  401,635 48,911 450,546
  Buy   short Inditex 595.42 20.970   6/09/14 21.750 12,486        414,121 36,425  
3/31/14 Sell SDAX long ADLER Real Estate 4,080.60 5.100   10/21/13 2.990 -12,201 20,811 8,610 359,156  401,920 57,236 459,156
    Nikkei (TYO) short Hitachi Zosen 3,258.44 3.419 4.508 3/03/14 3.926 -12,792 14,690 1,898 361,054  389,128 71,926 461,054
  Buy SDAX Koenig & Bauer 1,083.25 12.300   5/05/14 11.730 13,324        402,452 58,602  
    Nikkei (TYO) long MinebeaMitsumi 2,067.95 6.443   4/07/14 6.630 13,324        415,776 45,278  
4/07/14 Sell   long MinebeaMitsumi 2,067.95 6.630   3/31/14 6.443 -13,324 13,710 386 361,440  402,452 58,988 461,440
  Buy   short Hitachi Zosen 3,768.28 3.453   7/28/14 3.842 13,010        415,462 45,978  
4/14/14 Sell ISEQ 20 long Bank of Ireland 729.68 8.250   12/02/13 8.340 -6,086 6,020 -66 361,374  409,376 51,998 461,374
      Smurfit Kappa 352.99 17.010   12/02/13 17.240 -6,086 6,004 -81 361,293  403,291 58,002 461,293
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Morphosys 184.17 58.270   7/01/13 44.145 -8,130 10,732 2,601 363,895  395,161 68,734 463,895
    GEX Manz 198.32 65.730   9/23/13 53.570 -10,624 13,036 2,412 366,306  384,537 81,770 466,306
    GCX Vestas Wind Systems 511.32 29.233   3/03/14 25.018 -12,792 14,947 2,155 368,461  371,744 96,717 468,461
  Buy ISEQ 20 short Flutter 131.82 53.590   1/19/15 66.350 7,064        378,809 89,653  
    BAX Adva 4,411.18 3.203   4/21/14 3.210 14,129        392,938 75,524  
    GEX 4SC 2,464.78 5.732   1/26/15 3.657 14,129        407,067 61,395  
    GCX EJR 274.42 51.487   4/28/14 51.524 14,129        421,196 47,266  
4/21/14 Sell BAX short Adva 4,411.18 3.210 3.196 4/14/14 3.203 -14,129 14,098 -31 368,431  407,067 61,364 468,431
  Buy   long Sixt 457.79 28.930   5/05/14 28.890 13,244        420,310 48,120  
4/28/14 Sell Nordic 30 long Pandora 290.68 46.257   7/29/13 28.719 -8,348 13,446 5,098 373,528  411,962 61,566 473,528
    GCX short EJR 274.42 51.524 51.450 4/14/14 51.487 -14,129 14,119 -10 373,518  397,834 75,685 473,518
  Buy Germany SolarWorld 444.77 30.870   6/09/14 16.900 13,730        411,564 61,955  
    Nordic 30 Carlsberg A 186.01 73.812   5/05/14 74.896 13,730        425,293 48,225  
    GCX long Vestas Wind Systems 445.62 30.811   5/19/14 35.382 13,730        439,023 34,495  
5/05/14 Sell SDAX short Koenig & Bauer 1,083.25 11.730 12.898 3/31/14 12.300 -13,324 13,971 647 374,166  425,699 48,466 474,166
    Nordic 30 Carlsberg A 186.01 74.896 72.728 4/28/14 73.812 -13,730 13,528 -202 373,964  411,970 61,995 473,964
    BAX long Sixt 457.79 28.890   4/21/14 28.930 -13,244 13,226 -18 373,946  398,726 75,220 473,946
  Buy SDAX ADLER Real Estate 2,737.59 5.015   5/19/14 5.000 13,729        412,455 61,491  
    Nordic 30 Pandora 281.74 48.729   9/15/14 59.766 13,729        426,184 47,762  
    BAX short Adva 4,290.31 3.200   6/09/14 3.196 13,729        439,913 34,033  
5/12/14 Sell OMXH 25 short Outotec 1,841.57 8.620 4.774 12/09/13 6.697 -12,333 8,792 -3,541 370,404  427,580 42,825 470,404
    PSI 20 long Impresa 12,177.98 1.759   12/23/13 1.090 -13,274 21,421 8,147 378,551  414,306 64,246 478,551
  Buy OMXH 25 Outokumpu 2,031.29 6.680   5/19/14 6.250 13,569        427,875 50,677  
5/19/14 Sell SDAX long ADLER Real Estate 2,737.59 5.000   5/05/14 5.015 -13,729 13,688 -41 378,510  414,146 64,365 478,510
    OMXH 25 Outokumpu 2,031.29 6.250   5/12/14 6.680 -13,569 12,696 -873 377,637  400,577 77,060 477,637
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Vestas Wind Systems 445.62 35.382   4/28/14 30.811 -13,730 15,767 2,037 379,674  386,847 92,827 479,674
  Buy HSI Citic Pacific 11,048.32 1.295   11/10/14 1.393 14,312        401,159 78,515  
    SDAX short WCM 8,817.69 1.623   5/26/14 1.623 14,312        415,471 64,203  
    OMXH 25 YIT 1,934.05 7.400   1/26/15 5.508 14,312        429,783 49,891  
    GCX Energy Recovery 4,246.25 3.371   3/02/15 3.076 14,312        444,095 35,579  
5/26/14 Sell SDAX short WCM 8,817.69 1.623 1.623 5/19/14 1.623 -14,312 14,312 0 379,674  429,783 49,891  
  Buy   long ADLER Real Estate 2,407.09 5.500   6/09/14 6.050 13,239        443,022 36,652  
    HSI-C&I Tencent 1,301.81 10.170   10/06/14 12.196 13,239        456,261 23,413  
6/02/14 Sell SSE 50 short Poly Real Estate 20,717.96 0.591 0.695 12/23/13 0.641 -13,274 14,393 1,119 380,793  442,987 37,806 480,793
    HSI-Fin ICBC 26,001.71 0.478 0.460 1/06/14 0.469 -12,200 11,971 -229 380,564  430,787 49,777 480,564
    OBX 25 Petroleum Geo-Srvcs 1,662.59 7.980 7.230 2/17/14 7.605 -12,644 12,021 -623 379,941  418,143 61,798 479,941
    NZX 50 Chorus 12,225.66 1.063 0.811 1/20/14 0.937 -11,453 9,910 -1,543 378,398  406,690 71,708 478,398
  Buy SSE 50 long Sinolink Secs 11,958.26 1.150   6/23/14 1.117 13,752        420,442 57,956  
    HSI-Fin HK Exchgs & Clrg 1,004.87 13.685   9/29/14 17.213 13,752        434,194 44,204  
    OBX 25 Grieg Seafood 4,076.60 3.373   6/30/14 3.430 13,752        447,946 30,452  
    FT 30 National Grid 12.46 1,103.450   6/09/14 1,037.210 13,749        461,695 16,703  
    NZX 50 Tourism 19,750.11 0.696   7/21/14 0.758 13,752        475,447 2,951  
6/09/14 Sell Germany short SolarWorld 444.77 16.900 56.388 4/28/14 30.870 -13,730 25,080 11,350 389,748  461,717 28,031 489,748
    SDAX long ADLER Real Estate 2,407.09 6.050   5/26/14 5.500 -13,239 14,563 1,324 391,072  448,478 42,594 491,072
    IBEX 35 short Inditex 595.42 21.750 20.190 3/10/14 20.970 -12,486 12,022 -464 390,607  435,992 54,616 490,607
    FT 30 long National Grid 12.46 1,037.210   6/02/14 1,103.450 -13,749 12,924 -825 389,782  422,243 67,539 489,782
    Topix (FRA) short Komatsu 779.45 16.815 14.471 11/25/13 15.643 -12,193 11,279 -914 388,868  410,050 78,819 488,868
    BAX Adva 4,290.31 3.196 3.204 5/05/14 3.200 -13,729 13,746 17 388,885  396,321 92,565 488,885
  Buy Germany long RIB Software 1,038.29 14.000   7/28/14 10.655 14,536        410,857 78,029  
    SDAX short WCM 9,088.69 1.599   12/29/14 1.381 14,536        425,393 63,493  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 long Bankia 2,376.72 6.116   6/16/14 5.880 14,536        439,929 48,957  
    FT 30 short Tesco 39.98 363.580   11/17/14 241.994 14,536        454,465 34,421  
    Topix (FRA) long Fujitsu 290.55 50.030   9/15/14 48.100 14,536        469,001 19,884  
    BAX Cancom 736.37 19.740   6/16/14 18.403 14,536        483,537 5,349  
6/16/14 Sell IBEX 35 long Bankia 2,376.72 5.880   6/09/14 6.116 -14,536 13,975 -561 388,325  469,001 19,324 488,325
    BAX Cancom 736.37 18.403   6/09/14 19.740 -14,536 13,551 -985 387,340  454,465 32,875 487,340
  Buy IBEX 35 short ArcelorMittal 396.61 32.790   3/02/15 28.860 13,005        467,470 19,870  
    BAX Adva 4,147.00 3.136   6/23/14 3.096 13,005        480,475 6,865  
6/23/14 Sell SSE 50 long Sinolink Secs 11,958.26 1.117   6/02/14 1.150 -13,752 13,357 -395 386,945  466,723 20,222 486,945
    CAC Next 20 Natixis 2,441.28 4.867   1/13/14 4.734 -11,557 11,882 325 387,270  455,166 32,104 487,270
    BAX short Adva 4,147.00 3.096 3.177 6/16/14 3.136 -13,005 13,173 168 387,438  442,161 45,277 487,438
  Buy SSE 50 Kangmei Pharma 15,448.96 0.862   7/07/14 0.868 13,317        455,478 31,960  
    CAC Next 20 Arkema 188.48 70.655   1/26/15 62.720 13,317        468,795 18,643  
    CAC Mid 60 CGG 38.78 343.360   1/19/15 153.600 13,316        482,110 5,327  
    BAX long Wacker Neuson 803.68 16.570   7/14/14 17.170 13,317        495,427 -7,990  
6/30/14 Sell OBX 25 long Grieg Seafood 4,076.60 3.430   6/02/14 3.373 -13,752 13,982 230 387,668  481,675 5,993 487,668
    Nikkei (FRA) short Hitachi Zosen 1,524.28 3.700 4.912 2/10/14 4.263 -6,498 7,487 989 388,657  475,177 13,480 488,657
      Nitto Denko 207.62 33.890 28.704 2/10/14 31.297 -6,498 5,960 -538 388,118  468,679 19,439 488,118
  Buy OBX 25 Norwegian 528.99 23.985   7/07/14 25.469 12,688        481,367 6,751  
    Nikkei (FRA) long Fujitsu 115.37 54.990   8/17/15 44.550 6,344        487,712 407  
      MinebeaMitsumi 771.40 8.224   8/17/15 12.573 6,344        494,056 -5,937  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,448.96 0.868 0.856 6/23/14 0.862 -13,317 13,218 -99 388,020  480,739 7,281 488,020
    OBX 25 Norwegian 528.99 25.469 22.502 6/30/14 23.985 -12,688 11,903 -785 387,235  468,051 19,184 487,235
  Buy SSE 50 long AVIC Aviation Engine 4,254.18 2.976   8/03/15 7.097 12,660        480,711 6,524  
    OBX 25 SalMar 939.18 13.480   7/28/14 14.639 12,660        493,371 -6,136  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/14/14 Sell BAX long Wacker Neuson 803.68 17.170   6/23/14 16.570 -13,317 13,799 482 387,717  480,054 7,664 487,717
7/21/14 Sell NZX 50 long Tourism 19,750.11 0.758   6/02/14 0.696 -13,752 14,969 1,217 388,934  466,302 22,632 488,934
  Buy France short CGG 47.85 267.296   12/29/14 160.352 12,790        479,092 9,842  
    NZX 50 a2 Milk 32,641.65 0.392   7/28/14 0.401 12,789        491,881 -2,947  
7/28/14 Sell Germany long RIB Software 1,038.29 10.655   6/09/14 14.000 -14,536 11,063 -3,473 385,461  477,345 8,116 485,461
    MDAX Dürr 338.79 30.355   7/01/13 23.998 -8,130 10,284 2,154 387,615  469,215 18,400 487,615
    HSI-Prop short New World Dev 7,365.68 0.887 0.877 2/10/14 0.882 -6,498 6,461 -37 387,578  462,717 24,861 487,578
      The Wharf 3,511.86 2.205 1.496 2/10/14 1.850 -6,498 5,254 -1,244 386,334  456,219 30,115 486,334
    OBX 25 long SalMar 939.18 14.639   7/07/14 13.480 -12,660 13,748 1,089 387,422  443,559 43,864 487,422
    NZX 50 short a2 Milk 32,641.65 0.401 0.383 7/21/14 0.392 -12,789 12,498 -291 387,132  430,770 56,362 487,132
    Nikkei (TYO) Hitachi Zosen 3,768.28 3.842 3.063 4/07/14 3.453 -13,010 11,542 -1,468 385,664  417,760 67,904 485,664
  Buy Germany SolarWorld 922.60 15.000   1/12/15 12.350 13,839        431,599 54,065  
    MDAX Südzucker 996.69 13.885   2/02/15 11.245 13,839        445,438 40,226  
    HSI-Prop long CK Hutchison 503.97 13.730   8/24/15 10.950 6,919        452,357 33,307  
      Sino Land 5,526.76 1.252   8/24/15 1.200 6,920        459,277 26,387  
    OBX 25 short Petroleum Geo-Srvcs 2,144.58 6.453   8/11/14 6.127 13,839        473,116 12,548  
    NZX 50 long Tourism 18,598.31 0.744   2/22/16 1.542 13,839        486,955 -1,291  
    BAX Nemetschek 2,177.93 6.354   8/04/14 6.125 13,839        500,794 -15,130  
    Nikkei (TYO) MinebeaMitsumi 1,514.46 9.138   10/20/14 9.651 13,839        514,633 -28,969  
8/04/14 Sell HDAX long Dürr 467.18 28.230   1/23/12 9.125 -4,263 13,188 8,925 394,589  510,370 -15,780 494,589
    MIB Azimut 680.67 18.460   11/05/12 9.304 -6,333 12,565 6,232 400,821  504,037 -3,215 500,821
    BAX Nemetschek 2,177.93 6.125   7/28/14 6.354 -13,839 13,340 -499 400,322  490,198 10,125 500,322
    Indices Merval 17.48 750.468   8/12/13 501.316 -8,763 13,118 4,355 404,677  481,435 23,243 504,677
  Buy HDAX short Südzucker 1,013.67 13.020   1/12/15 11.160 13,198        494,633 10,045  
    Indices PSI 20 2.25 5,854.360   8/18/14 5,654.350 13,172        507,805 -3,127  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/11/14 Sell ATX long Wienerberger 933.87 11.525   10/21/13 13.065 -12,201 10,763 -1,438 403,239  495,604 7,635 503,239
    DAX Continental 65.50 159.700   7/16/12 71.440 -4,679 10,460 5,781 409,020  490,925 18,096 509,020
    OBX 25 short Petroleum Geo-Srvcs 2,144.58 6.127 6.796 7/28/14 6.453 -13,839 14,575 736 409,756  477,086 32,671 509,756
  Buy ATX Raiffeisen Bank Int 717.08 18.910   2/16/15 13.795 13,560        490,646 19,111  
    DAX Adidas 236.03 57.450   8/18/14 60.070 13,560        504,205 5,551  
    OBX 25 long SalMar 1,029.40 13.173   8/18/14 12.880 13,560        517,765 -8,009  
8/18/14 Sell DAX short Adidas 236.03 60.070 54.830 8/11/14 57.450 -13,560 12,942 -618 409,138  504,206 4,932 509,138
    OBX 25 long SalMar 1,029.40 12.880   8/11/14 13.173 -13,560 13,259 -301 408,837  490,646 18,191 508,837
    Indices short PSI 20 2.25 5,654.350 6,061.440 8/04/14 5,854.360 -13,172 13,638 466 409,302  477,473 31,829 509,302
  Buy DAX long Vonovia 592.55 22.830   10/06/14 22.420 13,528        491,001 18,301  
    OBX 25 short Petroleum Geo-Srvcs 2,217.81 6.100   2/16/15 5.700 13,528        504,529 4,773  
    Indices long Merval 17.25 784.124   10/06/14 1,022.100 13,526        518,055 -8,753  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 753.29 31.864   7/01/13 10.793 -8,130 24,003 15,873 425,175  509,925 15,250 525,175
  Buy   short Demant 1,148.55 11.763   9/08/14 11.966 13,510        523,435 1,740  
9/08/14 Sell   short Demant 1,148.55 11.966 11.559 9/01/14 11.763 -13,510 13,276 -234 424,941  509,925 15,016 524,941
  Buy   long Pandora 234.94 57.454   9/29/14 61.631 13,498        523,424 1,518  
9/15/14 Sell Nordic 30 long Pandora 281.74 59.766   5/05/14 48.729 -13,729 16,838 3,109 428,051  509,695 18,356 528,051
    Topix (FRA) Fujitsu 290.55 48.100   6/09/14 50.030 -14,536 13,975 -561 427,490  495,158 32,331 527,490
  Buy Nordic 30 short Volvo 1,591.93 8.791   11/10/14 9.334 13,995        509,153 18,337  
    Topix (FRA) Aeon 1,782.58 7.851   1/05/15 8.291 13,995        523,148 4,341  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 1,004.87 17.213   6/02/14 13.685 -13,752 17,296 3,544 431,034  509,396 21,638 531,034
    TSX 60 Bausch Health 161.77 102.197   9/30/13 76.879 -12,437 16,532 4,096 435,130  496,960 38,170 535,130
    OMXC 20 Pandora 234.94 61.631   9/08/14 57.454 -13,498 14,480 981 436,111  483,461 52,650 536,111
  Buy HSI-Fin short ICBC 29,556.22 0.498   11/03/14 0.526 14,719        498,180 37,931  
    TSX 60 Yamana Gold 3,068.63 4.797   3/23/15 3.713 14,719        512,899 23,212  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/06/14 Sell DAX long Vonovia 592.55 22.420   8/18/14 22.830 -13,528 13,285 -243 435,868  499,371 36,497 535,868
    HSI-C&I Tencent 1,301.81 12.196   5/26/14 10.170 -13,239 15,877 2,638 438,506  486,132 52,374 538,506
    Indices Merval 17.25 1,022.100   8/18/14 784.124 -13,526 17,631 4,105 442,611  472,606 70,005 542,611
  Buy DAX short Deutsche Lufthansa 1,267.80 12.080   11/17/14 13.145 15,315        487,921 54,690  
    HSI-C&I Galaxy Entertainment 3,108.76 4.926   4/13/15 4.822 15,315        503,236 39,375  
    PSI 20 Pharol 9,395.71 1.630   2/23/15 0.697 15,315        518,551 24,060  
    Indices PSI 20 2.77 5,537.710   2/23/15 5,494.440 15,339        533,891 8,721  
10/13/14 Sell S&P 100 long Gilead 260.35 79.611   9/17/12 25.063 -6,525 20,727 14,202 456,813  527,366 29,447 556,813
    BEL 20 KBC 247.46 40.740   7/15/13 31.350 -7,758 10,082 2,324 459,137  519,608 39,529 559,137
    OMXS 30 Nokia 1,245.61 6.407   7/08/13 3.186 -3,968 7,980 4,012 463,149  515,640 47,509 563,149
      Kinnevik 181.46 22.475   7/08/13 21.868 -3,968 4,078 110 463,259  511,672 51,587 563,259
  Buy S&P 100 short General Motors 657.46 23.379   10/27/14 23.689 15,371        527,043 36,216  
    BEL 20 Galapagos 1,382.91 11.115   11/17/14 12.800 15,371        542,414 20,845  
    OMXS 30 Lundin 687.96 11.172   11/03/14 11.400 7,686        550,099 13,160  
      MTG 332.34 23.125   11/03/14 24.302 7,685        557,785 5,474  
10/20/14 Sell Kospi 50 long Amorepacific Group 175.46 87.497   7/23/12 26.166 -4,591 15,352 10,761 474,020  553,194 20,826 574,020
    Europe 50 Roche 18.03 222.572   12/19/11 129.719 -2,339 4,013 1,674 475,694  550,855 24,839 575,694
    Nikkei (TYO) MinebeaMitsumi 1,514.46 9.651   7/28/14 9.138 -13,839 14,616 777 476,471  537,016 39,455 576,471
    SP Global 100 Apple 75.07 77.950   4/30/12 62.953 -4,726 5,852 1,126 477,597  532,290 45,307 577,597
  Buy Kospi 50 short Hyundai Heavy 186.32 83.577   12/08/14 94.176 15,572        547,862 29,735  
    Europe 50 Deutsche Bank 645.07 24.140   11/10/14 24.160 15,572        563,434 14,163  
    Nikkei (TYO) Toyo Seikan 1,896.36 8.212   10/27/14 8.725 15,572        579,006 -1,409  
    SP Global 100 Deutsche Bank 645.07 24.140   11/03/14 24.800 15,572        594,578 -16,981  
10/27/14 Sell S&P 100 short General Motors 657.46 23.689 23.070 10/13/14 23.379 -15,371 15,168 -203 477,393  579,207 -1,814 577,393
    Nikkei (TYO) Toyo Seikan 1,896.36 8.725 7.698 10/20/14 8.212 -15,572 14,598 -974 476,419  563,635 12,784 576,419
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans long Alphabet A 32.51 433.045   12/23/13 408.320 -13,274 14,078 804 477,223  550,361 26,862 577,223
  Buy S&P 100 Gilead 170.32 88.668   6/08/15 100.700 15,102        565,462 11,761  
    Nikkei (TYO) MinebeaMitsumi 1,441.39 10.477   8/24/15 10.589 15,102        580,564 -3,341  
    DJ Global Titans short Samsung Electronics 921.61 16.387   11/10/14 18.745 15,102        595,666 -18,443  
11/03/14 Sell HSI-Fin short ICBC 29,556.22 0.526 0.470 9/29/14 0.498 -14,719 13,903 -816 476,407  580,947 -4,540 576,407
    OMXS 30 Lundin 687.96 11.400 10.943 10/13/14 11.172 -7,686 7,528 -157 476,250  573,262 2,988 576,250
      MTG 332.34 24.302 21.949 10/13/14 23.125 -7,685 7,294 -391 475,859  565,577 10,282 575,859
    SP Global 100 Deutsche Bank 645.07 24.800 23.480 10/20/14 24.140 -15,572 15,146 -426 475,433  550,005 25,429 575,433
  Buy HSI-Fin long HK Exchgs & Clrg 850.14 17.669   11/24/14 17.528 15,021        565,026 10,407  
    OMXC 20 Pandora 225.27 66.679   11/17/14 66.322 15,021        580,046 -4,613  
    OMXS 30 Boliden 572.58 13.117   6/08/15 18.209 7,511        587,557 -12,124  
      Electrolux 334.46 22.455   6/08/15 27.196 7,510        595,067 -19,634  
    SP Global 100 Apple 171.49 87.590   8/24/15 88.846 15,021        610,088 -34,655  
11/10/14 Sell HSI long Citic Pacific 11,048.32 1.393   5/19/14 1.295 -14,312 15,390 1,078 476,511  595,776 -19,265 576,511
    Europe 50 short Deutsche Bank 645.07 24.160 24.120 10/20/14 24.140 -15,572 15,559 -13 476,498  580,204 -3,706 576,498
    Nordic 30 Volvo 1,591.93 9.334 8.249 9/15/14 8.791 -13,995 13,131 -864 475,635  566,209 9,426 575,635
    DJ Global Titans Samsung Electronics 921.61 18.745 14.028 10/27/14 16.387 -15,102 12,929 -2,173 473,462  551,107 22,354 573,462
  Buy HSI Kunlun Energy 14,378.80 1.036   1/12/15 0.825 14,895        566,002 7,459  
    Europe 50 long Novartis 240.57 61.916   8/24/15 69.088 14,895        580,897 -7,436  
    Nordic 30 Pandora 218.55 68.154   6/01/15 91.032 14,895        595,792 -22,331  
    DJ Global Titans Apple 170.04 87.597   12/15/14 86.984 14,895        610,687 -37,226  
11/17/14 Sell DAX short Deutsche Lufthansa 1,267.80 13.145 11.015 10/06/14 12.080 -15,315 13,965 -1,350 472,111  595,372 -23,261 572,111
    BEL 20 Galapagos 1,382.91 12.800 9.430 10/13/14 11.115 -15,371 13,041 -2,330 469,781  580,001 -10,220 569,781
    OMXC 20 long Pandora 225.27 66.322   11/03/14 66.679 -15,021 14,940 -80 469,701  564,980 4,720 569,701
    FT 30 short Tesco 39.98 241.994 546.255 6/09/14 363.580 -14,536 21,839 7,303 477,004  550,445 26,559 577,004
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX long Merck (EMD) 196.80 76.670   7/06/15 90.640 15,089        565,533 11,471  
    BEL 20 Proximus 494.72 30.500   11/24/14 30.740 15,089        580,622 -3,618  
    OMXC 20 short FLSmidth 454.75 33.181   11/24/14 35.297 15,089        595,711 -18,707  
    FT 30 long Man Group 89.00 169.534   12/15/14 177.040 15,089        610,800 -33,796  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 850.14 17.528   11/03/14 17.669 -15,021 14,901 -120 476,884  595,779 -18,895 576,884
    BEL 20 Proximus 494.72 30.740   11/17/14 30.500 -15,089 15,208 119 477,003  580,690 -3,687 577,003
    OMXC 20 short FLSmidth 454.75 35.297 31.065 11/17/14 33.181 -15,089 14,127 -962 476,041  565,601 10,440 576,041
  Buy HSI-Fin HSBC 1,834.65 7.992   1/26/15 8.332 14,662        580,263 -4,222  
    BEL 20 Galapagos 1,136.59 12.900   12/01/14 13.020 14,662        594,925 -18,884  
    OMXC 20 long Pandora 218.16 67.207   8/17/15 107.440 14,662        609,587 -33,546  
12/01/14 Sell BEL 20 short Galapagos 1,136.59 13.020 12.780 11/24/14 12.900 -14,662 14,526 -136 475,904  594,925 -19,020 575,904
  Buy   long Proximus 440.43 31.610   12/15/14 29.550 13,922        608,847 -32,942  
12/08/14 Sell Kospi 50 short Hyundai Heavy 186.32 94.176 72.978 10/20/14 83.577 -15,572 13,597 -1,975 473,929  593,274 -19,345 573,929
  Buy   long Amorepacific Group 167.17 82.934   7/06/15 157.893 13,864        607,138 -33,209  
12/15/14 Sell BEL 20 long Proximus 440.43 29.550   12/01/14 31.610 -13,922 13,015 -907 473,022  593,216 -20,194 573,022
    MerVal Edenor 39,217.81 0.569   2/24/14 0.315 -12,334 22,299 9,965 482,987  580,882 2,105 582,987
    FT 30 Man Group 89.00 177.040   11/17/14 169.534 -15,089 15,757 668 483,655  565,794 17,862 583,655
    DJ Global Titans Apple 170.04 86.984   11/10/14 87.597 -14,895 14,791 -104 483,551  550,899 32,652 583,551
  Buy BEL 20 short Umicore 988.45 15.585   1/19/15 16.578 15,405        566,304 17,247  
    MerVal Petrobras 4,682.94 3.290   2/09/15 4.188 15,405        581,709 1,842  
    FT 30 Tesco 74.34 207.217   12/22/14 230.720 15,405        597,113 -13,562  
    DJ Global Titans Gazprom 4,616.42 3.337   3/02/15 4.494 15,405        612,518 -28,967  
12/22/14 Sell TecDAX short SMA Solar 212.20 14.800 46.789 5/21/12 26.315 -5,584 9,929 4,345 487,896  606,934 -19,039 587,896
    FT 30 Tesco 74.34 230.720 183.715 12/15/14 207.217 -15,405 13,657 -1,747 486,149  591,530 -5,381 586,149
  Buy TecDAX long Dialog Semiconductor 495.78 29.285   6/01/15 51.190 14,519        606,049 -19,900  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 72.36 200.637   1/05/15 211.401 14,518        620,567 -34,418  
12/29/14 Sell France short CGG 47.85 160.352 445.565 7/21/14 267.296 -12,790 21,320 8,530 494,679  607,777 -13,098 594,679
    SDAX WCM 9,088.69 1.381 1.852 6/09/14 1.599 -14,536 16,829 2,293 496,971  593,241 3,731 596,971
  Buy France long Adocia 314.82 47.700   6/08/15 66.230 15,017        608,258 -11,286  
    SDAX Patrizia Immobilien 1,220.89 12.300   1/19/15 14.055 15,017        623,275 -26,303  
    BAX KUKA 253.37 59.270   7/27/15 74.330 15,017        638,292 -41,320  
1/05/15 Sell FT 30 long Man Group 72.36 211.401   12/22/14 200.637 -14,518 15,297 779 497,750  623,774 -26,023 597,750
    Topix (FRA) short Aeon 1,782.58 8.291 7.411 9/15/14 7.851 -13,995 13,211 -784 496,966  609,779 -12,813 596,966
  Buy FT 30 Tesco 62.92 232.106   1/19/15 288.206 14,604        624,383 -27,417  
    Topix (FRA) long Oriental Land 304.68 47.929   2/02/15 54.216 14,603        638,986 -42,020  
1/12/15 Sell Germany short SolarWorld 922.60 12.350 18.219 7/28/14 15.000 -13,839 16,808 2,969 499,935  625,147 -25,211 599,935
    HSI Kunlun Energy 14,378.80 0.825 1.300 11/10/14 1.036 -14,895 18,698 3,803 503,739  610,252 -6,513 603,739
    HDAX Südzucker 1,013.67 11.160 15.190 8/04/14 13.020 -13,198 15,398 2,200 505,938  597,054 8,885 605,938
  Buy Germany long Ströer Media 624.42 24.615   6/15/15 40.315 15,370        612,424 -6,486  
    HSI China Life Ins HK 4,637.76 3.314   7/13/15 3.728 15,370        627,794 -21,856  
    HDAX Ströer Media 624.42 24.615   8/24/15 47.670 15,370        643,164 -37,226  
1/19/15 Sell SDAX long Patrizia Immobilien 1,220.89 14.055   12/29/14 12.300 -15,017 17,160 2,143 508,081  628,147 -20,066 608,081
    ISEQ 20 short Flutter 131.82 66.350 40.830 4/14/14 53.590 -7,064 5,382 -1,682 506,399  621,083 -14,684 606,399
    BEL 20 Umicore 988.45 16.578 14.593 12/15/14 15.585 -15,405 14,424 -981 505,418  605,678 -260 605,418
    FT 30 Tesco 62.92 288.206 176.006 1/05/15 232.106 -14,604 11,074 -3,530 501,888  591,074 10,814 601,888
    CAC Mid 60 CGG 38.78 153.600 767.553 6/23/14 343.360 -13,316 29,766 16,450 518,338  577,758 40,580 618,338
  Buy SDAX SGL Carbon 1,169.06 14.090   1/26/15 15.480 16,472        594,230 24,108  
    ISEQ 20 long Glanbia 594.66 13.850   6/08/15 17.420 8,236        602,466 15,872  
      Ryanair Holdings 846.45 9.730   6/08/15 11.660 8,236        610,702 7,636  
    BEL 20 bpost 720.56 22.860   9/28/15 21.000 16,472        627,174 -8,836  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 78.50 209.841   6/08/15 231.072 16,473        643,647 -25,308  
    CAC Mid 60 Adocia 260.63 63.200   6/08/15 66.230 16,472        660,119 -41,780  
1/26/15 Sell SDAX short SGL Carbon 1,169.06 15.480 12.700 1/19/15 14.090 -16,472 14,847 -1,625 516,713  643,646 -26,933 616,713
    HSI-Fin HSBC 1,834.65 8.332 7.651 11/24/14 7.992 -14,662 14,037 -625 516,089  628,985 -12,896 616,089
    OMXH 25 YIT 1,934.05 5.508 9.942 5/19/14 7.400 -14,312 19,228 4,916 521,005  614,673 6,332 621,005
    CAC Next 20 Arkema 188.48 62.720 79.594 6/23/14 70.655 -13,317 15,002 1,685 522,690  601,355 21,334 622,690
    GEX 4SC 2,464.78 3.657 8.986 4/14/14 5.732 -14,129 22,149 8,020 530,709  587,227 43,483 630,709
  Buy SDAX long Patrizia Immobilien 1,127.36 14.950   6/29/15 22.015 16,854        604,081 26,629  
    MIB Fiat Chrysler 2,115.70 7.966   9/21/15 8.487 16,854        620,935 9,775  
    HSI-Fin China Life Ins HK 4,511.60 3.736   8/03/15 3.251 16,854        637,789 -7,079  
    OMXH 25 Neste Oil 2,085.89 8.080   5/11/15 7.640 16,854        654,643 -23,933  
    CAC Next 20 Ingenico 181.50 92.860   8/24/15 111.350 16,854        671,497 -40,787  
    GEX Ströer Media 630.06 26.750   6/01/15 38.770 16,854        688,351 -57,641  
2/02/15 Sell MDAX short Südzucker 996.69 11.245 17.145 7/28/14 13.885 -13,839 17,088 3,249 533,958  674,512 -40,553 633,958
    AEX KPN 1,573.08 2.756 4.771 10/15/12 3.626 -5,704 7,505 1,801 535,759  668,808 -33,049 635,759
    Topix (FRA) long Oriental Land 304.68 54.216   1/05/15 47.929 -14,603 16,518 1,916 537,674  654,205 -16,530 637,674
  Buy MDAX Ströer Media 602.09 25.790   11/16/15 61.450 15,528        669,733 -32,058  
    AEX Altice 5,820.09 2.668   6/08/15 4.147 15,528        685,261 -47,586  
    Topix (FRA) short Orix 1,559.35 9.958   2/09/15 10.802 15,528        700,789 -63,114  
2/09/15 Sell MerVal short Petrobras 4,682.94 4.188 2.392 12/15/14 3.290 -15,405 11,200 -4,205 533,469  685,384 -51,915 633,469
    Topix (FRA) Orix 1,559.35 10.802 9.114 2/02/15 9.958 -15,528 14,212 -1,316 532,153  669,856 -37,703 632,153
  Buy MerVal long Aluar 15,853.42 0.937   2/16/15 0.944 14,861        684,717 -52,564  
    Topix (FRA) Sony 656.78 22.627   5/18/15 28.471 14,861        699,578 -67,425  
2/16/15 Sell ATX short Raiffeisen Bank Int 717.08 13.795 25.922 8/11/14 18.910 -13,560 18,588 5,028 537,181  686,018 -48,837 637,181
    OBX 25 Petroleum Geo-Srvcs 2,217.81 5.700 6.528 8/18/14 6.100 -13,528 14,478 950 538,131  672,490 -34,359 638,131
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Aluar 15,853.42 0.944   2/09/15 0.937 -14,861 14,967 106 538,237  657,629 -19,392 638,237
  Buy ATX Zumtobel 733.40 21.095   9/07/15 23.775 15,471        673,100 -34,863  
    OBX 25 Frontline 1,242.81 12.448   2/23/15 11.234 15,471        688,571 -50,334  
    MerVal short Petrobras 3,654.51 4.233   2/23/15 3.907 15,471        704,042 -65,805  
2/23/15 Sell PSI 20 short Pharol 9,395.71 0.697 3.812 10/06/14 1.630 -15,315 35,816 20,501 558,738  688,727 -29,989 658,738
    OBX 25 long Frontline 1,242.81 11.234   2/16/15 12.448 -15,471 13,962 -1,509 557,228  673,256 -16,028 657,228
    MerVal short Petrobras 3,654.51 3.907 4.587 2/16/15 4.233 -15,471 16,762 1,291 558,519  657,785 735 658,519
    Indices PSI 20 2.77 5,494.440 5,581.320 10/06/14 5,537.710 -15,339 15,460 121 558,640  642,445 16,195 658,640
  Buy CAC 40 long Peugeot 1,157.46 14.575   7/06/15 18.595 16,870        659,315 -675  
    PSI 20 Altri 5,578.70 3.024   5/25/15 4.081 16,870        676,185 -17,545  
    OBX 25 short Seadrill 5.99 2,815.850   4/13/15 2,712.370 16,867        693,052 -34,412  
    MerVal long Comercial del Plata 68,216.74 0.247   3/02/15 0.261 16,870        709,922 -51,282  
    Indices SSE 50 ew 50.14 336.435   7/27/15 382.611 16,869        726,791 -68,151  
3/02/15 Sell IBEX 35 short ArcelorMittal 396.61 28.860 37.255 6/16/14 32.790 -13,005 14,776 1,771 560,411  713,786 -53,375 660,411
    MerVal long Comercial del Plata 68,216.74 0.261   2/23/15 0.247 -16,870 17,811 941 561,353  696,916 -35,564 661,353
    DJ Global Titans short Gazprom 4,616.42 4.494 2.180 12/15/14 3.337 -15,405 10,064 -5,341 556,011  681,511 -25,500 656,011
    GCX Energy Recovery 4,246.25 3.076 3.693 5/19/14 3.371 -14,312 15,683 1,371 557,382  667,199 -9,817 657,382
  Buy IBEX 35 long Intl. Cons. Airlines 2,049.24 7.900   3/09/15 7.660 16,189        683,388 -26,006  
    MerVal short Petrobras 4,143.80 3.907   3/09/15 3.523 16,189        699,577 -42,195  
    DJ Global Titans long Apple 140.26 115.424   3/30/15 116.674 16,189        715,767 -58,384  
    GCX Shimano 116.34 139.151   6/01/15 129.753 16,189        731,955 -74,573  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,049.24 7.660   3/02/15 7.900 -16,189 15,697 -492 556,891  715,766 -58,876 656,891
    MerVal short Petrobras 4,143.80 3.523 4.333 3/02/15 3.907 -16,189 17,954 1,765 558,656  699,577 -40,922 658,656
  Buy IBEX 35 Endesa 875.45 17.640   3/23/15 18.130 15,443        715,020 -56,365  
    MerVal long Comercial del Plata 55,630.40 0.278   6/29/15 0.285 15,443        730,463 -71,808  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/23/15 Sell IBEX 35 short Endesa 875.45 18.130 17.150 3/09/15 17.640 -15,443 15,014 -429 558,227  715,020 -56,794 658,227
    TSX 60 Yamana Gold 3,068.63 3.713 6.196 9/29/14 4.797 -14,719 19,013 4,294 562,521  700,301 -37,781 662,521
  Buy IBEX 35 long Intl. Cons. Airlines 1,928.15 8.100   5/11/15 7.890 15,618        715,919 -53,399  
    TSX 60 Bausch Health 84.07 185.781   5/11/15 200.704 15,619        731,538 -69,018  
3/30/15 Sell DJ Global Titans long Apple 140.26 116.674   3/02/15 115.424 -16,189 16,365 175 562,696  715,349 -52,653 662,696
  Buy   short ConocoPhilips 258.10 59.090   4/27/15 61.591 15,251        730,600 -67,904  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,108.76 4.822 5.033 10/06/14 4.926 -15,315 15,645 330 563,026  715,285 -52,258 663,026
    OBX 25 Seadrill 5.99 2,712.370 2,923.280 2/23/15 2,815.850 -16,867 17,510 644 563,670  698,418 -34,748 663,670
    ÖkoDAX SolarWorld 63.89 14.550 772.962 4/29/13 106.050 -6,776 49,385 42,609 606,279  691,642 14,637 706,279
  Buy HSI-C&I long Tencent 865.81 20.815   7/06/15 17.093 18,022        709,664 -3,386  
    OBX 25 Frontline 1,316.89 13.685   5/18/15 12.057 18,022        727,686 -21,408  
4/27/15 Sell DJ Global Titans short ConocoPhilips 258.10 61.591 56.589 3/30/15 59.090 -15,251 14,606 -646 605,633  712,435 -6,802 705,633
  Buy   long Mitsubishi UFJ 2,692.46 6.489   6/08/15 6.373 17,470        729,905 -24,272  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,928.15 7.890   3/23/15 8.100 -15,618 15,213 -405 605,228  714,287 -9,059 705,228
    OMXH 25 Neste Oil 2,085.89 7.640   1/26/15 8.080 -16,854 15,936 -918 604,311  697,433 6,877 704,311
    TSX 60 Bausch Health 84.07 200.704   3/23/15 185.781 -15,619 16,873 1,255 605,565  681,815 23,750 705,565
  Buy IBEX 35 short Obrascón Huarte Lain 952.56 19.140   4/25/16 5.840 18,232        700,047 5,518  
    OMXH 25 Outokumpu 3,482.71 5.235   1/04/16 2.584 18,232        718,279 -12,714  
    TSX 60 Cenovus Energy 1,175.80 15.506   3/21/16 12.064 18,232        736,511 -30,946  
5/18/15 Sell OBX 25 long Frontline 1,316.89 12.057   4/13/15 13.685 -18,022 15,877 -2,145 603,421  718,489 -15,068 703,421
    Topix (FRA) Sony 656.78 28.471   2/09/15 22.627 -14,861 18,699 3,838 607,259  703,628 3,631 707,259
  Buy OBX 25 short REC Silicon 8,396.88 2.117   6/01/15 1.852 17,772        721,400 -14,141  
    Topix (FRA) Toshiba 593.79 29.930   5/25/15 30.510 17,772        739,172 -31,913  
5/25/15 Sell PSI 20 long Altri 5,578.70 4.081   2/23/15 3.024 -16,870 22,767 5,897 613,156  722,302 -9,146 713,156
    Topix (FRA) short Toshiba 593.79 30.510 29.350 5/18/15 29.930 -17,772 17,428 -344 612,811  704,530 8,281 712,811
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 Pharol 35,347.06 0.510   11/23/15 0.369 18,027        722,557 -9,746  
    Topix (FRA) long Sony 632.53 28.500   6/01/15 28.394 18,027        740,584 -27,773  
6/01/15 Sell TecDAX long Dialog Semiconductor 495.78 51.190   12/22/14 29.285 -14,519 25,379 10,860 623,671  726,065 -2,394 723,671
    OBX 25 short REC Silicon 8,396.88 1.852 2.418 5/18/15 2.117 -17,772 20,306 2,534 626,205  708,293 17,912 726,205
    Nordic 30 long Pandora 218.55 91.032   11/10/14 68.154 -14,895 19,895 5,000 631,205  693,398 37,808 731,205
    Topix (FRA) Sony 632.53 28.394   5/25/15 28.500 -18,027 17,960 -67 631,138  675,371 55,768 731,138
    GEX Ströer Media 630.06 38.770   1/26/15 26.750 -16,854 24,427 7,573 638,712  658,517 80,195 738,712
    GCX Shimano 116.34 129.753   3/02/15 139.151 -16,189 15,095 -1,093 637,618  642,328 95,291 737,618
  Buy TecDAX short Aixtron 3,017.68 6.900   4/25/16 4.108 20,822        663,150 74,469  
    OBX 25 long Frontline 1,669.00 12.476   6/08/15 12.298 20,822        683,972 53,647  
    Nordic 30 short Fortum 1,202.19 17.320   11/30/15 13.820 20,822        704,794 32,825  
    Topix (FRA) Toshiba 638.52 32.610   11/16/15 22.410 20,822        725,616 12,003  
    GEX ZhongDe Waste Tech 9,464.55 2.200   11/23/15 1.980 20,822        746,438 -8,819  
    GCX REC Silicon 11,240.55 1.852   12/09/19 0.210 20,822        767,260 -29,641  
6/08/15 Sell S&P 100 long Gilead 170.32 100.700   10/27/14 88.668 -15,102 17,151 2,049 639,668  752,158 -12,490 739,668
    France Adocia 314.82 66.230   12/29/14 47.700 -15,017 20,851 5,834 645,501  737,141 8,360 745,501
    AEX Altice 5,820.09 4.147   2/02/15 2.668 -15,528 24,136 8,608 654,109  721,613 32,496 754,109
    ISEQ 20 Glanbia 594.66 17.420   1/19/15 13.850 -8,236 10,359 2,123 656,232  713,377 42,855 756,232
      Ryanair Holdings 846.45 11.660   1/19/15 9.730 -8,236 9,870 1,634 657,866  705,141 52,725 757,866
    OBX 25 Frontline 1,669.00 12.298   6/01/15 12.476 -20,822 20,526 -296 657,569  684,319 73,250 757,569
    OMXS 30 Boliden 572.58 18.209   11/03/14 13.117 -7,511 10,426 2,915 660,485  676,809 83,676 760,485
      Electrolux 334.46 27.196   11/03/14 22.455 -7,510 9,096 1,585 662,070  669,298 92,772 762,070
    FT 30 Man Group 78.50 231.072   1/19/15 209.841 -16,473 18,139 1,667 663,737  652,826 110,911 763,737
    CAC Mid 60 Adocia 260.63 66.230   1/19/15 63.200 -16,472 17,262 790 664,526  636,354 128,173 764,526
    DJ Global Titans Mitsubishi UFJ 2,692.46 6.373   4/27/15 6.489 -17,470 17,159 -311 664,215  618,884 145,331 764,215
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy S&P 100 short Norfolk Southern 281.94 80.648   6/15/15 80.979 22,738        641,622 122,593  
    France Solocal 1,676.84 13.560   11/23/15 7.557 22,738        664,360 99,856  
    ISEQ 20 Aryzta 1,014.18 11.210   8/10/15 10.893 11,369        675,729 88,487  
      FBD Holdings 1,225.90 9.274   8/10/15 7.120 11,369        687,098 77,118  
    OBX 25 DNO International 17,847.72 1.274   12/21/15 0.607 22,738        709,836 54,380  
    OMXS 30 SSAB 2,220.51 5.120   10/26/15 3.388 11,369        721,205 43,011  
      Telia Company 2,161.94 5.259   10/26/15 4.765 11,369        732,574 31,642  
    FT 30 Tate & Lyle 30.17 753.704   12/28/15 807.108 22,739        755,313 8,902  
    DJ Global Titans BHP 1,195.50 19.020   7/13/15 17.787 22,738        778,051 -13,836  
6/15/15 Sell S&P 100 short Norfolk Southern 281.94 80.979 80.318 6/08/15 80.648 -22,738 22,645 -93 664,122  755,313 8,809 764,122
    Germany long Ströer Media 624.42 40.315   1/12/15 24.615 -15,370 25,173 9,803 673,925  739,943 33,983 773,925
  Buy S&P 100 Starbucks 435.93 46.330   7/06/15 49.123 20,197        760,140 13,786  
    Germany short Gerry Weber 1,032.04 19.570   11/30/15 14.070 20,197        780,337 -6,411  
6/29/15 Sell SDAX long Patrizia Immobilien 1,127.36 22.015   1/26/15 14.950 -16,854 24,819 7,965 681,890  763,483 18,408 781,890
    MerVal Comercial del Plata 55,630.40 0.285   3/09/15 0.278 -15,443 15,849 406 682,296  748,040 34,257 782,296
  Buy SDAX short Gerry Weber 1,000.64 20.400   6/06/16 12.015 20,413        768,453 13,844  
    MerVal Tenaris 1,207.91 16.900   10/12/15 18.087 20,413        788,866 -6,569  
7/06/15 Sell S&P 100 long Starbucks 435.93 49.123   6/15/15 46.330 -20,197 21,414 1,217 683,514  768,669 14,845 783,514
    Kospi 50 Amorepacific Group 167.17 157.893   12/08/14 82.934 -13,864 26,395 12,531 696,045  754,805 41,240 796,045
    CAC 40 Peugeot 1,157.46 18.595   2/23/15 14.575 -16,870 21,523 4,653 700,698  737,935 62,763 800,698
    DAX Merck (EMD) 196.80 90.640   11/17/14 76.670 -15,089 17,838 2,749 703,447  722,846 80,601 803,447
    HSI-C&I Tencent 865.81 17.093   4/13/15 20.815 -18,022 14,799 -3,223 700,224  704,824 95,400 800,224
  Buy S&P 100 short Norfolk Southern 284.70 78.643   7/13/15 78.579 22,390        727,214 73,010  
    CAC 40 ArcelorMittal 887.44 25.230   3/27/17 22.800 22,390        749,604 50,620  
    DAX RWE 1,163.72 19.240   7/13/15 20.205 22,390        771,994 28,230  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Sands China 6,617.21 3.384   5/09/16 3.084 22,390        794,384 5,840  
7/13/15 Sell S&P 100 short Norfolk Southern 284.70 78.579 78.708 7/06/15 78.643 -22,390 22,408 18 700,242  771,994 28,248 800,242
    HSI long China Life Ins HK 4,637.76 3.728   1/12/15 3.314 -15,370 17,291 1,921 702,164  756,624 45,539 802,164
    DAX short RWE 1,163.72 20.205 18.275 7/06/15 19.240 -22,390 21,267 -1,123 701,041  734,234 66,806 801,041
    DJ Global Titans BHP 1,195.50 17.787 20.338 6/08/15 19.020 -22,738 24,314 1,576 702,617  711,496 91,120 802,617
  Buy S&P 100 long Amazon.com 53.96 414.042   7/27/15 479.746 22,342        733,838 68,779  
    HSI short China Shenhua HK 12,030.48 1.857   4/18/16 1.521 22,343        756,181 46,436  
    DAX long Fresenius 364.72 61.260   7/27/15 61.200 22,343        778,524 24,093  
    DJ Global Titans Mitsubishi UFJ 3,557.01 6.281   7/27/15 6.435 22,343        800,867 1,750  
7/20/15 Sell DJTA long Avis Budget 472.50 38.916   9/24/12 12.419 -5,868 18,388 12,520 715,136  794,999 20,138 815,136
  Buy   short Avis Budget 536.57 38.916   8/03/15 39.514 20,881        815,880 -743  
7/27/15 Sell S&P 100 long Amazon.com 53.96 479.746   7/13/15 414.042 -22,342 25,887 3,545 718,682  793,538 25,144 818,682
    DAX Fresenius 364.72 61.200   7/13/15 61.260 -22,343 22,321 -22 718,660  771,195 47,465 818,660
    BAX KUKA 253.37 74.330   12/29/14 59.270 -15,017 18,833 3,816 722,476  756,178 66,298 822,476
    Indices SSE 50 ew 50.14 382.611   2/23/15 336.435 -16,869 19,184 2,315 724,791  739,309 85,482 824,791
    DJ Global Titans Mitsubishi UFJ 3,557.01 6.435   7/13/15 6.281 -22,343 22,890 547 725,338  716,966 108,371 825,338
  Buy S&P 100 short ConocoPhilips 511.27 45.655   3/07/16 37.595 23,342        740,308 85,029 825,337
    DAX RWE 1,258.33 18.550   10/19/15 12.230 23,342        763,650 61,687  
    BAX Grammer 888.88 26.260   11/09/15 23.675 23,342        786,992 38,345  
    Indices RTX 22.16 1,053.370   6/06/16 1,104.740 23,343        810,335 15,002 825,338
    DJ Global Titans ConocoPhilips 511.27 45.655   8/03/15 45.385 23,342        833,677 -8,340 825,337
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,254.18 7.097   7/07/14 2.976 -12,660 30,191 17,531 742,869  821,017 21,852 842,869
    HSI-Fin China Life Ins HK 4,511.60 3.251   1/26/15 3.736 -16,854 14,665 -2,189 740,680  804,163 36,517 840,680
    DJTA short Avis Budget 536.57 39.514 38.317 7/20/15 38.916 -20,881 20,560 -321 740,359  783,282 57,076 840,359
    DJ Global Titans ConocoPhilips 511.27 45.385 45.927 7/27/15 45.655 -23,342 23,481 139 740,498  759,940 80,558 840,498
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 China Northern Rare 11,062.75 2.081   1/04/16 1.789 23,026        782,966 57,532  
    HSI-Fin ICBC 36,818.04 0.625   1/04/16 0.538 23,026        805,992 34,506  
    DJTA long JetBlue Airways 1,069.11 21.538   8/24/15 18.277 23,026        829,018 11,480  
    SMI UBS 1,091.17 21.102   8/17/15 20.081 23,026        852,044 -11,546  
    SLI Vifor Pharma 216.88 106.171   8/24/15 107.513 23,026        875,071 -34,573  
    DJ Global Titans Mitsubishi UFJ 3,550.22 6.486   8/24/15 5.389 23,026        898,097 -57,599  
8/10/15 Sell ISEQ 20 short Aryzta 1,014.18 10.893 11.536 6/08/15 11.210 -11,369 11,700 331 740,829  886,728 -45,899 840,829
      FBD Holdings 1,225.90 7.120 12.080 6/08/15 9.274 -11,369 14,808 3,439 744,268  875,359 -31,091 844,268
  Buy   long Kingspan Group 447.28 22.725   8/17/15 22.815 10,164        885,523 -41,255  
      Ryanair Holdings 795.34 12.780   8/17/15 12.705 10,164        895,687 -51,419  
8/17/15 Sell ASX 50 long James Hardie Ind 679.65 12.058   1/30/12 5.763 -3,917 8,195 4,278 748,546  891,770 -43,224 848,546
    ISEQ 20 Kingspan Group 447.28 22.815   8/10/15 22.725 -10,164 10,205 40 748,587  881,606 -33,019 848,587
      Ryanair Holdings 795.34 12.705   8/10/15 12.780 -10,164 10,105 -60 748,527  871,442 -22,915 848,527
    OMXC 20 Pandora 218.16 107.440   11/24/14 67.207 -14,662 23,439 8,777 757,304  856,780 524 857,304
    SMI UBS 1,091.17 20.081   8/03/15 21.102 -23,026 21,912 -1,114 756,190  833,754 22,436 856,190
    Nikkei (FRA) Fujitsu 115.37 44.550   6/30/14 54.990 -6,344 5,140 -1,204 754,986  827,409 27,576 854,986
      MinebeaMitsumi 771.40 12.573   6/30/14 8.224 -6,344 9,699 3,355 758,340  821,065 37,275 858,340
  Buy ASX 50 short Santos 5,623.37 3.982   11/23/15 2.708 22,390        843,455 14,885  
    ISEQ 20 Aryzta 1,020.51 10.970   11/30/15 10.387 11,195        854,650 3,690  
      FBD Holdings 1,622.46 6.900   11/30/15 6.852 11,195        865,845 -7,505  
    OMXC 20 GN Store Nord 179.84 124.500   10/05/15 126.375 22,390        888,235 -29,895  
    Nikkei (FRA) Sharp 872.56 12.830   11/23/15 10.210 11,195        899,430 -41,090  
      IHI 370.82 30.190   11/23/15 25.250 11,195        910,625 -52,285  
8/24/15 Sell USA long Alexion 43.41 143.833   11/28/11 50.936 -2,211 6,244 4,033 762,373  908,414 -46,041 862,373
    DJIA Visa 123.78 58.880   12/19/11 18.897 -2,339 7,288 4,949 767,322  906,075 -38,753 867,322
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nasdaq 100 Regeneron 35.97 434.608   10/10/11 49.346 -1,775 15,633 13,858 781,180  904,300 -23,120 881,180
    Euro 50 ASML 52.19 74.790   1/09/12 32.400 -1,691 3,903 2,212 783,392  902,609 -19,217 883,392
      AB InBev 35.60 91.280   1/09/12 47.495 -1,691 3,250 1,559 784,951  900,919 -15,967 884,951
    HDAX Ströer Media 624.42 47.670   1/12/15 24.615 -15,370 29,766 14,396 799,347  885,548 13,799 899,347
    FTSE Ashtead 13.37 1,199.890   7/30/12 333.248 -4,456 16,043 11,587 810,934  881,093 29,841 910,934
    HSI-Prop CK Hutchison 503.97 10.950   7/28/14 13.730 -6,919 5,519 -1,401 809,533  874,173 35,360 909,533
      Sino Land 5,526.76 1.200   7/28/14 1.252 -6,920 6,632 -287 809,246  867,254 41,992 909,246
    Europe 50 Novartis 240.57 69.088   11/10/14 61.916 -14,895 16,620 1,725 810,971  852,359 58,612 910,971
    DJTA JetBlue Airways 1,069.11 18.277   8/03/15 21.538 -23,026 19,540 -3,486 807,486  829,333 78,153 907,486
    SLI Vifor Pharma 216.88 107.513   8/03/15 106.171 -23,026 23,317 291 807,777  806,307 101,470 907,777
    CAC Next 20 Ingenico 181.50 111.350   1/26/15 92.860 -16,854 20,210 3,356 811,133  789,452 121,680 911,133
    Nikkei (TYO) MinebeaMitsumi 1,441.39 10.589   10/27/14 10.477 -15,102 15,263 161 811,294  774,350 136,944 911,294
    DJ Global Titans Mitsubishi UFJ 3,550.22 5.389   8/03/15 6.486 -23,026 19,133 -3,893 807,401  751,324 156,076 907,401
    SP Global 100 Apple 171.49 88.846   11/03/14 87.590 -15,021 15,236 215 807,616  736,304 171,313 907,616
  Buy DJIA short Chevron 434.22 62.119   5/30/16 91.551 26,973        763,277 144,339  
    Nasdaq 100 Micron Technology 2,168.67 12.438   8/31/15 14.635 26,973        790,250 117,366  
    Euro 50 E.on 1,550.17 8.700   10/26/15 8.993 13,486        803,736 103,880  
      Banco Santander 2,588.58 5.210   10/26/15 5.230 13,487        817,223 90,393  
    HDAX RWE 2,040.32 13.220   11/23/15 10.895 26,973        844,196 63,420  
    FTSE Glencore 143.94 187.390   5/09/16 167.806 26,973        871,169 36,447  
    HSI-Prop Hang Lung 7,016.18 1.922   6/06/16 1.737 13,487        884,655 22,961  
      The Wharf 7,708.33 1.750   6/06/16 1.945 13,486        898,142 9,474  
    DJCA Chevron 434.22 62.119   8/31/15 72.229 26,973        925,115 -17,499  
    Europe 50 Rio Tinto 9.21 2,927.710   10/26/15 3,453.900 26,964        952,079 -44,463  
    DJTA Norfolk Southern 418.99 64.376   8/31/15 69.482 26,973        979,052 -71,436  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Aryzta 2,877.83 9.373   1/09/17 8.993 26,973        1,006,025 -98,409  
    CAC Next 20 Casino Guichard 479.26 56.280   1/30/17 49.780 26,973        1,032,998 -125,382  
    Nikkei (TYO) IHI 1,041.77 25.892   8/08/16 25.014 26,973        1,059,971 -152,355  
    DJ Global Titans ConocoPhilips 729.46 36.977   3/21/16 37.886 26,973        1,086,944 -179,328  
    SP Global 100 RWE 2,040.32 13.220   9/12/16 14.645 26,973        1,113,917 -206,301  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,168.67 14.635 10.240 8/24/15 12.438 -26,973 22,208 -4,765 802,851  1,086,944 -184,093 902,851
    DJCA Chevron 434.22 72.229 52.009 8/24/15 62.119 -26,973 22,583 -4,390 798,461  1,059,970 -161,509 898,461
    DJTA Norfolk Southern 418.99 69.482 59.269 8/24/15 64.376 -26,973 24,833 -2,140 796,322  1,032,998 -136,676 896,322
  Buy Nasdaq 100 long Netflix 185.14 102.576   9/07/15 88.434 18,991        1,051,989 -155,667  
    DJCA JetBlue Airways 954.06 19.906   12/09/19 17.109 18,991        1,070,980 -174,658  
    DJUA short CenterPoint Energy 571.82 16.606   12/07/15 15.137 9,495        1,080,475 -184,154  
      FirstEnergy 333.15 28.503   12/07/15 29.960 9,496        1,089,971 -193,649  
    DJTA long JetBlue Airways 954.06 19.906   1/04/16 20.201 18,991        1,108,962 -212,640  
9/07/15 Sell Nasdaq 100 long Netflix 185.14 88.434   8/31/15 102.576 -18,991 16,373 -2,618 793,704  1,089,971 -196,267 893,704
    ATX Zumtobel 733.40 23.775   2/16/15 21.095 -15,471 17,437 1,966 795,669  1,074,500 -178,831 895,669
  Buy Nasdaq 100 short Micron Technology 1,189.45 15.066   10/19/15 16.912 17,920        1,092,420 -196,751  
    ATX Vienna Insurance 657.86 27.240   3/28/16 18.660 17,920        1,110,340 -214,671  
9/14/15 Sell RTX short RusHydro 3,975.60 0.774 3.647 3/11/13 1.680 -6,679 14,497 7,818 803,487  1,103,661 -200,174 903,487
  Buy USA long JetBlue Airways 755.97 23.257   9/21/15 23.986 17,582        1,121,243 -217,756  
9/21/15 Sell   long JetBlue Airways 755.97 23.986   9/14/15 23.257 -17,582 18,132 551 804,038  1,103,661 -199,623 904,038
    MIB Fiat Chrysler 2,115.70 8.487   1/26/15 7.966 -16,854 17,955 1,101 805,139  1,086,807 -181,668 905,139
  Buy USA short Wynn Resorts 304.06 59.482   10/05/15 57.973 18,086        1,104,893 -199,754  
    MIB Saipem 1,778.37 10.170   12/26/16 5.130 18,086        1,122,979 -217,840  
    RTX Mobile TeleSystems 2,852.68 6.340   9/28/15 6.096 18,086        1,141,065 -235,926  
9/28/15 Sell   short Mobile TeleSystems 2,852.68 6.096 6.594 9/21/15 6.340 -18,086 18,810 724 805,863  1,122,979 -217,116 905,863
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 long bpost 720.56 21.000   1/19/15 22.860 -16,472 15,132 -1,340 804,522  1,106,507 -201,985 904,522
  Buy RTX Severstal 1,872.79 9.378   11/02/15 10.465 17,563        1,124,070 -219,548  
    BEL 20 short Solvay 196.21 89.510   3/28/16 85.670 17,563        1,141,633 -237,110  
10/05/15 Sell USA short Wynn Resorts 304.06 57.973 61.030 9/21/15 59.482 -18,086 18,557 471 804,993  1,123,547 -218,554 904,993
    OMXC 20 GN Store Nord 179.84 126.375 122.625 8/17/15 124.500 -22,390 22,053 -337 804,656  1,101,157 -196,501 904,656
  Buy USA long Netflix 178.11 99.392   12/14/15 109.790 17,703        1,118,859 -214,204  
    OMXC 20 Genmab 208.11 85.064   11/02/15 91.174 17,703        1,136,562 -231,906  
10/12/15 Sell MerVal short Tenaris 1,207.91 18.087 15.712 6/29/15 16.900 -20,413 18,978 -1,435 803,221  1,116,149 -212,928 903,221
  Buy Kospi 50 long Lotte Chemical 82.78 208.474   4/02/18 330.481 17,257        1,133,406 -230,185  
    MerVal Pampa Energía 20,925.18 0.825   10/19/15 0.927 17,257        1,150,663 -247,442  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,189.45 16.912 13.219 9/07/15 15.066 -17,920 15,724 -2,196 801,025  1,132,743 -231,719 901,025
    DAX RWE 1,258.33 12.230 28.136 7/27/15 18.550 -23,342 35,404 12,062 813,087  1,109,401 -196,314 913,087
    MerVal long Pampa Energía 20,925.18 0.927   10/12/15 0.825 -17,257 19,387 2,130 815,217  1,092,144 -176,927 915,217
  Buy Nasdaq 100 Amazon.com 36.48 505.914   2/08/16 436.037 18,456        1,110,600 -195,383  
    DAX Fresenius 306.04 60.310   12/21/15 63.430 18,457        1,129,057 -213,840  
    MerVal short YPF 821.07 22.479   10/26/15 25.738 18,457        1,147,515 -232,297  
10/26/15 Sell Euro 50 short E.on 1,550.17 8.993 8.407 8/24/15 8.700 -13,486 13,033 -454 814,763  1,134,028 -219,265 914,763
      Banco Santander 2,588.58 5.230 5.190 8/24/15 5.210 -13,487 13,435 -52 814,712  1,120,542 -205,830 914,712
    OMXS 30 SSAB 2,220.51 3.388 7.737 6/08/15 5.120 -11,369 17,181 5,812 820,524  1,109,173 -188,649 920,524
      Telia Company 2,161.94 4.765 5.804 6/08/15 5.259 -11,369 12,547 1,178 821,702  1,097,804 -176,102 921,702
    Europe 50 Rio Tinto 9.21 3,453.900 2,401.510 8/24/15 2,927.710 -26,964 22,118 -4,846 816,855  1,070,839 -153,984 916,855
    MerVal YPF 821.07 25.738 19.221 10/19/15 22.479 -18,457 15,782 -2,676 814,180  1,052,382 -138,202 914,180
  Buy Euro 50 long Fresenius 151.20 64.150   1/11/16 59.420 9,699        1,062,082 -147,902  
      Inditex 288.59 33.610   1/11/16 29.430 9,700        1,071,781 -157,601  
    OMXS 30 Boliden 555.50 17.461   11/02/15 17.505 9,699        1,081,481 -167,301  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Svenska Cellulosa B 1,861.10 5.212   11/02/15 5.468 9,699        1,091,180 -177,000  
    Europe 50 SAP 276.61 70.130   12/14/15 69.400 19,399        1,110,579 -196,399  
    MerVal Pampa Energía 16,880.44 1.149   3/07/16 0.728 19,399        1,129,978 -215,798  
11/02/15 Sell RTX long Severstal 1,872.79 10.465   9/28/15 9.378 -17,563 19,599 2,036 816,216  1,112,415 -196,199 916,216
    OMXC 20 Genmab 208.11 91.174   10/05/15 85.064 -17,703 18,974 1,272 817,487  1,094,712 -177,225 917,487
    OMXS 30 Boliden 555.50 17.505   10/26/15 17.461 -9,699 9,724 24 817,512  1,085,013 -167,501 917,512
      Svenska Cellulosa B 1,861.10 5.468   10/26/15 5.212 -9,699 10,176 476 817,988  1,075,313 -157,326 917,988
  Buy RTX short Mobile TeleSystems 3,056.74 6.221   4/25/16 7.952 19,016        1,094,329 -176,342  
    OMXS 30 SSAB 2,815.10 3.378   12/14/15 2.601 9,508        1,103,837 -185,850  
      SKF A 591.72 16.068   12/14/15 14.663 9,508        1,113,345 -195,358  
11/09/15 Sell BAX short Grammer 888.88 23.675 29.127 7/27/15 26.260 -23,342 25,891 2,549 820,536  1,090,003 -169,467 920,536
  Buy   long Adva 1,848.94 10.155   11/16/15 10.530 18,776        1,108,779 -188,243  
11/16/15 Sell MDAX long Ströer Media 602.09 61.450   2/02/15 25.790 -15,528 36,998 21,471 842,007  1,093,251 -151,245 942,007
    BSE Sensex 30 Hindustan Unilever 646.24 11.144   1/30/12 6.061 -3,917 7,201 3,284 845,291  1,089,334 -144,043 945,291
    Topix (FRA) short Toshiba 638.52 22.410 47.453 6/01/15 32.610 -20,822 30,299 9,477 854,769  1,068,512 -113,744 954,769
    BAX long Adva 1,848.94 10.530   11/09/15 10.155 -18,776 19,469 693 855,462  1,049,736 -94,274 955,462
  Buy MDAX short Leoni 619.90 34.730   5/30/16 29.880 21,529        1,071,265 -115,803  
    BSE Sensex 30 Bharat Heavy 12,743.58 1.689   6/13/16 1.058 21,529        1,092,794 -137,332  
    SMI LafargeHolcim 426.23 50.510   1/09/17 49.995 21,529        1,114,323 -158,861  
    Topix (FRA) long Ono Pharmaceutical 788.55 27.302   12/14/15 30.520 21,529        1,135,852 -180,390  
    BAX short Leoni 619.90 34.730   11/23/15 36.045 21,529        1,157,381 -201,919  
11/23/15 Sell France short Solocal 1,676.84 7.557 24.332 6/08/15 13.560 -22,738 40,800 18,062 873,524  1,134,643 -161,119 973,524
    ASX 50 Santos 5,623.37 2.708 5.854 8/17/15 3.982 -22,390 32,918 10,528 884,052  1,112,253 -128,201 984,052
    HDAX RWE 2,040.32 10.895 16.041 8/24/15 13.220 -26,973 32,729 5,756 889,808  1,085,280 -95,472 989,808
    PSI 20 Pharol 35,347.06 0.369 0.705 5/25/15 0.510 -18,027 24,916 6,889 896,698  1,067,253 -70,556 996,698
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Sharp 872.56 10.210 16.122 8/17/15 12.830 -11,195 14,068 2,873 899,570  1,056,058 -56,488 999,570
      IHI 370.82 25.250 36.097 8/17/15 30.190 -11,195 13,385 2,190 901,760  1,044,863 -43,103 1,001,760
    BAX Leoni 619.90 36.045 33.415 11/16/15 34.730 -21,529 20,714 -815 900,945  1,023,334 -22,389 1,000,945
    GEX ZhongDe Waste Tech 9,464.55 1.980 2.444 6/01/15 2.200 -20,822 23,135 2,313 903,258  1,002,512 746 1,003,258
  Buy France long Ubisoft 936.39 26.805   1/11/16 24.260 25,100        1,027,612 -24,354  
    HDAX SMA Solar 525.38 47.775   1/18/16 41.200 25,100        1,052,712 -49,454  
    PSI 20 Altri 4,914.82 5.107   12/07/15 5.008 25,100        1,077,812 -74,554  
    OMXC 20 Genmab 221.34 113.399   2/08/16 88.896 25,100        1,102,912 -99,653  
    Nikkei (FRA) Yamaha 500.60 25.070   12/07/15 22.360 12,550        1,115,462 -112,203  
    BAX Adva 2,262.28 11.095   12/14/15 9.859 25,100        1,140,562 -137,303  
    GEX Hypoport 317.72 79.000   12/14/15 70.070 25,100        1,165,662 -162,403  
11/30/15 Sell Germany short Gerry Weber 1,032.04 14.070 27.220 6/15/15 19.570 -20,197 28,092 7,895 911,154  1,145,465 -134,311 1,011,154
    ISEQ 20 Aryzta 1,020.51 10.387 11.586 8/17/15 10.970 -11,195 11,823 628 911,782  1,134,270 -122,488 1,011,782
      FBD Holdings 1,622.46 6.852 6.948 8/17/15 6.900 -11,195 11,273 78 911,860  1,123,075 -111,214 1,011,860
    Nordic 30 Fortum 1,202.19 13.820 21.706 6/01/15 17.320 -20,822 26,095 5,273 917,134  1,102,253 -85,119 1,017,134
  Buy Germany long SMA Solar 493.38 47.225   1/11/16 49.315 23,300        1,125,553 -108,419  
    ASX 50 short Origin Energy 6,082.60 3.831   1/04/16 3.253 23,300        1,148,853 -131,719  
    ISEQ 20 long Flutter 97.04 120.050   12/07/15 122.000 11,650        1,160,502 -143,369  
      Dalata Hotel 2,262.14 5.150   12/07/15 5.130 11,650        1,172,152 -155,019  
    Nordic 30 Pandora 207.66 112.200   12/14/15 108.345 23,299        1,195,452 -178,318  
12/07/15 Sell ISEQ 20 long Flutter 97.04 122.000   11/30/15 120.050 -11,650 11,839 189 917,323  1,183,802 -166,479 1,017,323
      Dalata Hotel 2,262.14 5.130   11/30/15 5.150 -11,650 11,605 -45 917,278  1,172,152 -154,875 1,017,278
    PSI 20 Altri 4,914.82 5.008   11/23/15 5.107 -25,100 24,613 -487 916,791  1,147,052 -130,261 1,016,791
    DJUA short CenterPoint Energy 571.82 15.137 18.217 8/31/15 16.606 -9,495 10,417 921 917,712  1,137,557 -119,844 1,017,712
      FirstEnergy 333.15 29.960 27.045 8/31/15 28.503 -9,496 9,010 -486 917,227  1,128,061 -110,834 1,017,227
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Yamaha 500.60 22.360   11/23/15 25.070 -12,550 11,193 -1,357 915,870  1,115,511 -99,641 1,015,870
    BSE Sensex 50 Eicher Motors 75.71 224.209   10/24/11 23.352 -1,768 16,975 15,207 931,077  1,113,743 -82,666 1,031,077
  Buy ISEQ 20 short Aryzta 1,118.61 10.598   1/04/16 10.648 11,855        1,125,598 -94,521  
      FBD Holdings 1,738.27 6.820   1/04/16 6.603 11,855        1,137,453 -106,376  
    PSI 20 Pharol 84,078.01 0.282   4/25/16 0.141 23,710        1,161,163 -130,086  
    DJUA long NiSource 671.47 17.655   12/09/19 24.150 11,855        1,173,018 -141,941  
      American Water 220.07 53.870   12/09/19 110.697 11,855        1,184,873 -153,796  
    Nikkei (FRA) short OKI Electric 1,032.67 11.480   3/07/16 12.000 11,855        1,196,728 -165,651  
      Sharp 1,247.89 9.500   3/07/16 13.180 11,855        1,208,583 -177,506  
    BSE Sensex 50 ONGC 11,499.10 2.062   12/21/15 2.125 23,710        1,232,293 -201,216  
12/14/15 Sell USA long Netflix 178.11 109.790   10/05/15 99.392 -17,703 19,555 1,852 932,929  1,214,590 -181,661 1,032,929
    OMXS 30 short SSAB 2,815.10 2.601 4.386 11/02/15 3.378 -9,508 12,346 2,838 935,767  1,205,082 -169,316 1,035,767
      SKF A 591.72 14.663 17.608 11/02/15 16.068 -9,508 10,419 911 936,677  1,195,574 -158,897 1,036,677
    Europe 50 long SAP 276.61 69.400   10/26/15 70.130 -19,399 19,197 -202 936,476  1,176,176 -139,700 1,036,476
    Nordic 30 Pandora 207.66 108.345   11/30/15 112.200 -23,299 22,499 -801 935,675  1,152,876 -117,201 1,035,675
    Topix (FRA) Ono Pharmaceutical 788.55 30.520   11/16/15 27.302 -21,529 24,067 2,538 938,213  1,131,347 -93,135 1,038,213
    BAX Adva 2,262.28 9.859   11/23/15 11.095 -25,100 22,304 -2,796 935,416  1,106,247 -70,831 1,035,416
    GEX Hypoport 317.72 70.070   11/23/15 79.000 -25,100 22,263 -2,837 932,579  1,081,147 -48,568 1,032,579
  Buy OMXS 30 Securitas 918.07 13.398   12/21/15 13.632 12,300        1,093,447 -60,868  
      Swedish Match 396.77 31.000   12/21/15 31.422 12,300        1,105,747 -73,168  
    Europe 50 short Rio Tinto 9.67 2,545.100   12/28/15 2,721.790 24,611        1,130,359 -97,779  
    Nordic 30 Møller-Mærsk B 20.06 1,226.160   4/25/16 1,254.850 24,597        1,154,955 -122,376  
    Topix (FRA) Toshiba 1,132.60 21.720   12/21/15 19.300 24,600        1,179,555 -146,976  
    BAX Leoni 740.18 33.235   7/04/16 24.990 24,600        1,204,155 -171,576  
    GEX Manz 605.02 40.660   5/09/16 36.225 24,600        1,228,755 -196,176  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/21/15 Sell DAX long Fresenius 306.04 63.430   10/19/15 60.310 -18,457 19,412 955 933,534  1,210,298 -176,764 1,033,534
    OBX 25 short DNO International 17,847.72 0.607 2.673 6/08/15 1.274 -22,738 47,700 24,962 958,496  1,187,560 -129,064 1,058,496
    OMXS 30 long Securitas 918.07 13.632   12/14/15 13.398 -12,300 12,515 215 958,710  1,175,260 -116,550 1,058,710
      Swedish Match 396.77 31.422   12/14/15 31.000 -12,300 12,467 167 958,878  1,162,960 -104,082 1,058,878
    Topix (FRA) short Toshiba 1,132.60 19.300 24.443 12/14/15 21.720 -24,600 27,685 3,085 961,962  1,138,360 -76,398 1,061,962
    BSE Sensex 50 ONGC 11,499.10 2.125 1.999 12/07/15 2.062 -23,710 22,987 -723 961,239  1,114,650 -53,411 1,061,239
  Buy DAX RWE 2,211.06 11.395   12/28/15 11.660 25,195        1,139,845 -78,606  
    OBX 25 long Bakkafrost 958.60 26.283   12/28/15 26.311 25,195        1,165,040 -103,801  
    OMXS 30 short SSAB 5,804.50 2.170   12/28/15 2.409 12,598        1,177,638 -116,398  
      SKF A 862.77 14.601   12/28/15 15.095 12,598        1,190,235 -128,996  
    Topix (FRA) long Ono Pharmaceutical 787.74 31.984   1/04/16 32.298 25,195        1,215,430 -154,191  
    CAC Mid 60 Sartorius Stedim 437.60 57.575   12/28/15 57.183 25,195        1,240,625 -179,386  
    BSE Sensex 50 Bajaj Finance 3,103.56 8.118   1/04/16 8.393 25,195        1,265,820 -204,581  
12/28/15 Sell DAX short RWE 2,211.06 11.660 11.130 12/21/15 11.395 -25,195 24,609 -586 960,653  1,240,625 -179,972 1,060,653
    OBX 25 long Bakkafrost 958.60 26.311   12/21/15 26.283 -25,195 25,222 27 960,680  1,215,430 -154,750 1,060,680
    OMXS 30 short SSAB 5,804.50 2.409 1.932 12/21/15 2.170 -12,598 11,211 -1,386 959,294  1,202,832 -143,539 1,059,294
      SKF A 862.77 15.095 14.108 12/21/15 14.601 -12,598 12,172 -426 958,868  1,190,235 -131,367 1,058,868
    Europe 50 Rio Tinto 9.67 2,721.790 2,368.420 12/14/15 2,545.100 -24,611 22,903 -1,709 957,159  1,165,624 -108,464 1,057,159
    FT 30 Tate & Lyle 30.17 807.108 700.300 6/08/15 753.704 -22,739 21,128 -1,611 955,548  1,142,885 -87,336 1,055,548
    CAC Mid 60 long Sartorius Stedim 437.60 57.183   12/21/15 57.575 -25,195 25,023 -171 955,377  1,117,690 -62,313 1,055,377
  Buy USA Energy Recovery 3,835.08 6.473   1/11/16 5.700 24,826        1,142,516 -87,139  
    DAX Adidas 278.66 89.090   3/07/16 96.970 24,826        1,167,342 -111,965  
    OBX 25 short Seadrill 27.18 913.471   5/09/16 892.833 24,828        1,192,170 -136,793  
    OMXS 30 long Securitas 894.63 13.875   1/04/16 13.705 12,413        1,204,583 -149,206  
      Swedish Match 387.54 32.030   1/04/16 31.693 12,413        1,216,996 -161,619  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 SAP 340.74 72.860   1/04/16 70.580 24,826        1,241,822 -186,445  
    FT 30 ITV 66.55 373.033   1/11/16 356.368 24,825        1,266,647 -211,270  
1/04/16 Sell SSE 50 short China Northern Rare 11,062.75 1.789 2.422 8/03/15 2.081 -23,026 26,795 3,769 959,146  1,243,621 -184,475 1,059,146
    ASX 50 Origin Energy 6,082.60 3.253 4.511 11/30/15 3.831 -23,300 27,436 4,136 963,281  1,220,321 -157,040 1,063,281
    HSI-Fin ICBC 36,818.04 0.538 0.727 8/03/15 0.625 -23,026 26,748 3,722 967,004  1,197,295 -130,292 1,067,004
    ISEQ 20 Aryzta 1,118.61 10.648 10.548 12/07/15 10.598 -11,855 11,799 -56 966,948  1,185,440 -118,492 1,066,948
      FBD Holdings 1,738.27 6.603 7.044 12/07/15 6.820 -11,855 12,245 390 967,337  1,173,585 -106,248 1,067,337
    OMXH 25 Outokumpu 3,482.71 2.584 10.606 5/11/15 5.235 -18,232 36,937 18,705 986,042  1,155,353 -69,311 1,086,042
    OMXS 30 long Securitas 894.63 13.705   12/28/15 13.875 -12,413 12,261 -152 985,890  1,142,940 -57,050 1,085,890
      Swedish Match 387.54 31.693   12/28/15 32.030 -12,413 12,282 -131 985,759  1,130,527 -44,768 1,085,759
    Europe 50 SAP 340.74 70.580   12/28/15 72.860 -24,826 24,049 -777 984,982  1,105,701 -20,719 1,084,982
    DJTA JetBlue Airways 954.06 20.201   8/31/15 19.906 -18,991 19,273 282 985,265  1,086,710 -1,445 1,085,265
    Topix (FRA) Ono Pharmaceutical 787.74 32.298   12/21/15 31.984 -25,195 25,442 247 985,512  1,061,515 23,997 1,085,512
    BSE Sensex 50 Bajaj Finance 3,103.56 8.393   12/21/15 8.118 -25,195 26,049 854 986,366  1,036,320 50,046 1,086,366
  Buy SSE 50 Shanghai Pudong 11,297.12 2.515   1/11/16 2.391 28,410        1,064,730 21,636  
    HSI-Fin Hang Seng Bank 1,667.89 17.034   1/11/16 16.023 28,410        1,093,140 -6,774  
    ISEQ 20 Flutter 115.16 123.350   1/18/16 119.900 14,205        1,107,345 -20,979  
      Dalata Hotel 2,640.33 5.380   1/18/16 4.930 14,205        1,121,550 -35,184  
    OMXH 25 Elisa 841.78 33.750   1/11/16 34.422 28,410        1,149,960 -63,594  
    OMXS 30 short SSAB 5,824.35 2.439   4/04/16 3.262 14,205        1,164,165 -77,799  
      SKF A 976.82 14.542   4/04/16 15.448 14,205        1,178,370 -92,004  
    Europe 50 Rio Tinto 10.99 2,585.270   1/25/16 2,112.660 28,412        1,206,782 -120,416  
    DJTA Ryder System 540.79 52.534   2/22/16 53.012 28,410        1,235,192 -148,826  
    Topix (FRA) Toshiba 1,430.51 19.860   8/15/16 25.260 28,410        1,263,602 -177,236  
    BSE Sensex 50 Larsen & Toubro 2,447.94 11.606   3/07/16 10.779 28,410        1,292,012 -205,646  
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 3,835.08 5.700   12/28/15 6.473 -24,826 21,861 -2,965 983,401  1,267,186 -183,785 1,083,401
    Euro 50 Fresenius 151.20 59.420   10/26/15 64.150 -9,699 8,984 -715 982,686  1,257,487 -174,801 1,082,686
      Inditex 288.59 29.430   10/26/15 33.610 -9,700 8,493 -1,206 981,479  1,247,787 -166,308 1,081,479
    France Ubisoft 936.39 24.260   11/23/15 26.805 -25,100 22,717 -2,383 979,096  1,222,687 -143,591 1,079,096
    Germany SMA Solar 493.38 49.315   11/30/15 47.225 -23,300 24,331 1,031 980,127  1,199,387 -119,260 1,080,127
    SSE 50 Shanghai Pudong 11,297.12 2.391   1/04/16 2.515 -28,410 27,009 -1,401 978,727  1,170,977 -92,251 1,078,727
    HSI-Fin Hang Seng Bank 1,667.89 16.023   1/04/16 17.034 -28,410 26,725 -1,685 977,041  1,142,567 -65,526 1,077,041
    OMXH 25 Elisa 841.78 34.422   1/04/16 33.750 -28,410 28,976 566 977,607  1,114,157 -36,550 1,077,607
    FT 30 ITV 66.55 356.368   12/28/15 373.033 -24,825 23,716 -1,109 976,498  1,089,332 -12,834 1,076,498
    Topix (TYO) Subaru 680.61 33.663   6/11/12 6.048 -4,116 22,911 18,795 995,293  1,085,216 10,077 1,095,293
  Buy Euro 50 short Volkswagen 118.04 117.050   1/25/16 110.750 13,817        1,099,032 -3,739  
      Banco Santander 3,386.52 4.080   1/25/16 3.860 13,817        1,112,849 -17,556  
    France Vallourec 4,192.05 6.592   4/18/16 3.720 27,634        1,140,483 -45,190  
    SSE 50 Haitong Secs 15,715.42 1.758   6/13/16 1.997 27,634        1,168,117 -72,824  
    ASX 50 Origin Energy 10,093.87 2.738   2/29/16 2.906 27,634        1,195,751 -100,458  
    HSI-Fin China Life Ins HK 10,887.67 2.538   6/06/16 1.986 27,634        1,223,385 -128,092  
    OMXH 25 Outokumpu 11,160.74 2.476   4/25/16 3.996 27,634        1,251,019 -155,726  
    FT 30 Tesco 141.87 194.790   1/25/16 204.438 27,635        1,278,654 -183,361  
    Topix (TYO) Toshiba 1,536.52 17.985   10/31/16 33.076 27,634        1,306,288 -210,995  
1/18/16 Sell HDAX long SMA Solar 525.38 41.200   11/23/15 47.775 -25,100 21,646 -3,454 991,839  1,281,188 -189,349 1,091,839
    ISEQ 20 Flutter 115.16 119.900   1/04/16 123.350 -14,205 13,808 -397 991,442  1,266,983 -175,542 1,091,442
      Dalata Hotel 2,640.33 4.930   1/04/16 5.380 -14,205 13,017 -1,188 990,253  1,252,778 -162,525 1,090,254
    QIX Freenet 405.42 28.325   1/23/12 10.515 -4,263 11,484 7,221 997,474  1,248,515 -151,041 1,097,474
  Buy HDAX short Aixtron 7,169.70 3.300   3/14/16 3.331 23,660        1,272,175 -174,701  
    ISEQ 20 Aryzta 1,267.00 9.337   5/30/16 8.843 11,830        1,284,005 -186,531  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      FBD Holdings 1,836.96 6.440   5/30/16 6.529 11,830        1,295,835 -198,361  
    QIX BMW 302.94 78.100   2/08/16 69.300 23,660        1,319,495 -222,021  
1/25/16 Sell Euro 50 short Volkswagen 118.04 110.750 123.708 1/11/16 117.050 -13,817 14,602 786 998,260  1,305,678 -207,418 1,098,260
      Banco Santander 3,386.52 3.860 4.313 1/11/16 4.080 -13,817 14,604 787 999,047  1,291,861 -192,814 1,099,047
    Europe 50 Rio Tinto 10.99 2,112.660 3,163.610 1/04/16 2,585.270 -28,412 34,768 6,356 1,005,403  1,263,449 -158,046 1,105,403
    FT 30 Tesco 141.87 204.438 185.143 1/11/16 194.790 -27,635 26,266 -1,369 1,004,035  1,235,814 -131,780 1,104,035
  Buy Euro 50 long SAP 167.21 72.680   4/04/16 70.040 12,153        1,247,967 -143,933  
      Vinci 197.19 61.630   4/04/16 65.450 12,153        1,260,120 -156,085  
    Europe 50 SAP 334.42 72.680   3/28/16 70.840 24,306        1,284,426 -180,391  
    FT 30 National Grid 19.56 1,242.520   2/01/16 1,311.560 24,304        1,308,729 -204,695  
2/01/16 Sell   long National Grid 19.56 1,311.560   1/25/16 1,242.520 -24,304 25,654 1,350 1,005,385  1,284,426 -179,041 1,105,385
  Buy   short RBS 70.15 330.109   4/18/16 299.798 23,157        1,307,583 -202,198  
2/08/16 Sell Nasdaq 100 long Amazon.com 36.48 436.037   10/19/15 505.914 -18,456 15,907 -2,549 1,002,836  1,289,127 -186,291 1,102,836
    OMXC 20 Genmab 221.34 88.896   11/23/15 113.399 -25,100 19,676 -5,424 997,412  1,264,027 -166,615 1,097,412
    QIX short BMW 302.94 69.300 88.018 1/18/16 78.100 -23,660 26,664 3,004 1,000,417  1,240,368 -139,951 1,100,417
  Buy Nasdaq 100 Micron Technology 2,642.87 9.085   3/21/16 10.259 24,011        1,264,379 -163,962  
    QIX long Rational 59.26 405.150   4/11/16 463.700 24,009        1,288,388 -187,971  
2/22/16 Sell DJTA short Ryder System 540.79 53.012 52.057 1/04/16 52.534 -28,410 28,152 -258 1,000,158  1,259,978 -159,819 1,100,158
    NZX 50 long Tourism 18,598.31 1.542   7/28/14 0.744 -13,839 28,673 14,834 1,014,992  1,246,139 -131,146 1,114,992
  Buy OMXC 20 Vestas Wind Systems 407.32 60.385   2/29/16 62.299 24,596        1,270,735 -155,742  
    DJTA Delta Air Lines 556.16 44.225   3/07/16 43.943 24,596        1,295,331 -180,339  
    NZX 50 short ANZ Banking NZ 1,608.01 15.296   2/29/16 14.670 24,596        1,319,927 -204,935  
2/29/16 Sell ASX 50 short Origin Energy 10,093.87 2.906 2.569 1/11/16 2.738 -27,634 25,934 -1,700 1,013,293  1,292,293 -179,000 1,113,293
    OMXC 20 long Vestas Wind Systems 407.32 62.299   2/22/16 60.385 -24,596 25,376 780 1,014,072  1,267,697 -153,625 1,114,072
    NZX 50 short ANZ Banking NZ 1,608.01 14.670 15.949 2/22/16 15.296 -24,596 25,646 1,050 1,015,122  1,243,101 -127,979 1,115,122
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ASX 50 long Newcrest Mining 2,149.67 11.480   11/05/18 13.103 24,678        1,267,779 -152,657  
    NZX 50 a2 Milk 23,150.09 1.066   5/22/17 2.174 24,678        1,292,457 -177,335  
3/07/16 Sell S&P 100 short ConocoPhilips 511.27 37.595 55.443 7/27/15 45.655 -23,342 28,346 5,004 1,020,126  1,269,115 -148,989 1,120,126
    DAX long Adidas 278.66 96.970   12/28/15 89.090 -24,826 27,022 2,196 1,022,322  1,244,289 -121,967 1,122,322
    MerVal Pampa Energía 16,880.44 0.728   10/26/15 1.149 -19,399 12,289 -7,110 1,015,212  1,224,890 -109,678 1,115,212
    DJTA Delta Air Lines 556.16 43.943   2/22/16 44.225 -24,596 24,439 -157 1,015,055  1,200,294 -85,239 1,115,055
    Nikkei (FRA) short OKI Electric 1,032.67 12.000 10.960 12/07/15 11.480 -11,855 11,318 -537 1,014,518  1,188,439 -73,921 1,114,518
      Sharp 1,247.89 13.180 5.820 12/07/15 9.500 -11,855 7,263 -4,592 1,009,926  1,176,584 -66,658 1,109,926
    BSE Sensex 50 Larsen & Toubro 2,447.94 10.779 12.496 1/04/16 11.606 -28,410 30,590 2,180 1,012,106  1,148,174 -36,068 1,112,106
  Buy USA long Energy Recovery 3,456.52 7.782   10/29/18 6.189 26,900        1,175,074 -62,968  
    S&P 100 Facebook 280.17 96.013   3/28/16 101.554 26,900        1,201,974 -89,868  
    DAX short Deutsche Bank 1,516.35 17.740   4/25/16 16.080 26,900        1,228,874 -116,768  
    MerVal YPF 1,626.88 16.535   4/11/16 14.912 26,900        1,255,774 -143,668  
    DJTA Avis Budget 1,052.30 25.563   3/14/16 24.329 26,900        1,282,674 -170,568  
    Nikkei (FRA) long Nippon Suisan 3,171.42 4.241   3/14/16 4.289 13,450        1,296,124 -184,018  
      Yamaha 515.31 26.101   3/14/16 27.038 13,450        1,309,574 -197,468  
    BSE Sensex 50 Bajaj Finance 3,135.45 8.579   12/10/18 29.076 26,900        1,336,474 -224,368  
3/14/16 Sell HDAX short Aixtron 7,169.70 3.331 3.269 1/18/16 3.300 -23,660 23,438 -222 1,011,884  1,312,814 -200,930 1,111,884
    DJTA Avis Budget 1,052.30 24.329 26.860 3/07/16 25.563 -26,900 28,264 1,365 1,013,248  1,285,914 -172,666 1,113,248
    Nikkei (FRA) long Nippon Suisan 3,171.42 4.289   3/07/16 4.241 -13,450 13,602 152 1,013,401  1,272,464 -159,063 1,113,401
      Yamaha 515.31 27.038   3/07/16 26.101 -13,450 13,933 483 1,013,883  1,259,014 -145,130 1,113,883
  Buy HDAX SMA Solar 556.74 43.500   4/11/16 45.160 24,218        1,283,232 -169,349  
    DJTA Alaska Air Group 336.97 71.870   10/29/18 53.552 24,218        1,307,450 -193,567  
    Nikkei (FRA) short Toshiba 729.90 16.590   7/18/16 25.800 12,109        1,319,559 -205,676  
      IHI 666.06 18.180   7/18/16 25.860 12,109        1,331,668 -217,785  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/16 Sell Nasdaq 100 short Micron Technology 2,642.87 10.259 7.912 2/08/16 9.085 -24,011 20,909 -3,102 1,010,781  1,307,657 -196,876 1,110,781
    TSX 60 Cenovus Energy 1,175.80 12.064 19.931 5/11/15 15.506 -18,232 23,435 5,203 1,015,984  1,289,425 -173,441 1,115,984
    DJ Global Titans ConocoPhilips 729.46 37.886 36.068 8/24/15 36.977 -26,973 26,310 -663 1,015,321  1,262,452 -147,131 1,115,321
  Buy Nasdaq 100 long NVidia 802.21 30.172   10/29/18 162.956 24,204        1,286,656 -171,335  
    TSX 60 Barrick Gold 1,854.93 13.049   6/27/16 19.168 24,204        1,310,860 -195,539  
    DJ Global Titans McDonald´s 219.71 110.161   3/28/16 110.022 24,203        1,335,064 -219,743  
3/28/16 Sell S&P 100 long Facebook 280.17 101.554   3/07/16 96.013 -26,900 28,452 1,552 1,016,873  1,308,164 -191,290 1,116,873
    ATX short Vienna Insurance 657.86 18.660 39.765 9/07/15 27.240 -17,920 26,160 8,240 1,025,113  1,290,243 -165,131 1,125,113
    BEL 20 Solvay 196.21 85.670 93.522 9/28/15 89.510 -17,563 18,350 787 1,025,900  1,272,681 -146,781 1,125,900
    Europe 50 long SAP 334.42 70.840   1/25/16 72.680 -24,306 23,690 -615 1,025,285  1,248,375 -123,090 1,125,285
    DJ Global Titans McDonald´s 219.71 110.022   3/21/16 110.161 -24,203 24,173 -31 1,025,254  1,224,172 -98,917 1,125,254
  Buy S&P 100 short Devon Energy 1,111.62 23.082   4/25/16 30.124 25,658        1,249,830 -124,575  
    ATX long Flughafen Wien 1,053.82 24.348   5/16/16 25.113 25,658        1,275,488 -150,233  
    BEL 20 Bekaert 733.09 35.000   4/25/16 37.780 25,658        1,301,146 -175,891  
    Europe 50 short Credit Suisse 2,005.00 12.797   4/18/16 13.328 25,658        1,326,804 -201,549  
    DJ Global Titans Mitsubishi UFJ 6,171.05 4.158   4/11/16 3.840 25,658        1,352,462 -227,207  
4/04/16 Sell Euro 50 long SAP 167.21 70.040   1/25/16 72.680 -12,153 11,711 -441 1,024,813  1,340,309 -215,496 1,124,813
      Vinci 197.19 65.450