Sun, Apr 2nd, 2023, 6:25UTC
 
Portfolio Development

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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 ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        2,500 97,500 100,000
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        5,000 95,000  
1/17/11 Buy CAC 40 long Valeo 321.75 15.148   3/14/11 13.523 4,874        9,874 90,126  
    AEX Aalberts 323.85 15.050   3/28/11 16.715 4,874        14,748 85,252  
1/24/11 Buy IBEX 35 long Sacyr 847.86 5.462   2/28/11 7.082 4,631        19,379 80,621  
    Topix (TYO) short Resona 1,147.25 4.037   1/31/11 3.670 4,631        24,010 75,990  
1/31/11 Sell   short Resona 1,147.25 3.670 4.440 1/24/11 4.037 -4,631 5,094 463 463  19,379 81,084 100,463
  Buy SSE 50 long China Shipbuilding 4,614.60 0.983   2/21/11 0.981 4,538        23,917 76,546  
    Topix (TYO) Isuzu Motors 632.21 7.178   8/29/11 5.756 4,538        28,455 72,008  
2/07/11 Buy HSI short China Res Land 3,595.50 1.199   4/04/11 1.417 4,311        32,766 67,697  
    HSI-Fin China Life Ins HK 1,574.33 2.738   1/16/12 2.249 4,311        37,077 63,386  
    ÖkoDAX (deprecated) long CropEnergies 730.68 5.900   6/06/11 4.970 4,311        41,388 59,075  
    BSE Sensex 30 short Bharat Heavy 988.85 4.360   1/30/12 2.662 4,311        45,699 54,764  
    STI Wilmar International 1,421.74 3.032   3/28/11 3.080 4,311        50,010 50,453  
2/14/11 Buy OMXH 25 short Nokia 562.99 6.700   2/21/11 6.240 3,772        53,782 46,681  
    PSI 20 long Jerónimo Martins 314.99 11.975   2/21/11 11.500 3,772        57,554 42,909  
    GEX InVision 183.91 20.510   3/07/11 22.905 3,772        61,326 39,137  
2/21/11 Sell SSE 50 long China Shipbuilding 4,614.60 0.981   1/31/11 0.983 -4,538 4,525 -13 450  56,788 43,662 100,450
    OMXH 25 short Nokia 562.99 6.240 7.194 2/14/11 6.700 -3,772 4,050 278 728  53,016 47,712 100,728
    PSI 20 long Jerónimo Martins 314.99 11.500   2/14/11 11.975 -3,772 3,622 -150 579  49,244 51,335 100,579
  Buy SSE 50 short Shanghai Pudong 3,415.80 1.112   4/04/11 1.203 3,797        53,041 47,538  
    OMXH 25 long Metso Outotec 389.84 9.740   2/28/11 10.430 3,797        56,838 43,741  
    PSI 20 short Impresa 3,835.35 0.990   3/28/11 1.010 3,797        60,635 39,944  
    SMI long Richemont 89.22 42.559   2/28/11 41.624 3,797        64,432 36,147  
2/28/11 Sell IBEX 35 long Sacyr 847.86 7.082   1/24/11 5.462 -4,631 6,005 1,374 1,952  59,801 42,151 101,952
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Metso Outotec 389.84 10.430   2/21/11 9.740 -3,797 4,066 269 2,221  56,004 46,217 102,221
    SMI Richemont 89.22 41.624   2/21/11 42.559 -3,797 3,714 -83 2,138  52,207 49,931 102,138
  Buy IBEX 35 short Banco Sabadell 1,503.56 2.528   3/21/11 2.535 3,801        56,008 46,130  
    OMXH 25 Nokia 624.14 6.090   12/26/11 3.720 3,801        59,809 42,329  
    SMI Roche 34.64 109.719   3/07/11 102.126 3,801        63,610 38,528  
    NZX 50 Heartland 8,918.35 0.426   4/25/11 0.391 3,801        67,411 34,727  
    Topix (FRA) Resona 936.21 4.060   7/11/11 3.532 3,801        71,212 30,926  
3/07/11 Sell SMI short Roche 34.64 102.126 117.876 2/28/11 109.719 -3,801 4,083 283 2,420  67,411 35,009 102,420
    GEX long InVision 183.91 22.905   2/14/11 20.510 -3,772 4,212 440 2,861  63,639 39,222 102,861
  Buy SMI Richemont 83.99 42.288   3/14/11 39.521 3,552        67,191 35,670  
    GEX short MeVis Medical 291.15 12.200   2/13/12 5.650 3,552        70,743 32,118  
3/14/11 Sell CAC 40 long Valeo 321.75 13.523   1/17/11 15.148 -4,874 4,351 -523 2,338  65,869 36,469 102,338
    SMI Richemont 83.99 39.521   3/07/11 42.288 -3,552 3,319 -232 2,105  62,317 39,788 102,105
  Buy CAC 40 short Carrefour 113.11 31.360   4/25/11 31.100 3,547        65,864 36,241  
    TecDAX SMA Solar 48.09 73.750   2/06/12 50.420 3,547        69,411 32,695  
    HSI-Prop China Ov Land & Inv 1,350.31 1.313   1/16/12 1.541 1,774        71,184 30,921  
      China Res Land 1,478.16 1.200   1/16/12 1.413 1,774        72,958 29,148  
    Nordic 30 Nokia 604.26 5.870   11/28/11 4.150 3,547        76,505 25,601  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        80,053 22,052  
    SMI Roche 35.06 101.160   5/02/11 110.747 3,547        83,600 18,506  
    Nikkei (FRA) Resona 521.62 3.400   1/09/12 3.458 1,774        85,373 16,732  
      Tokyo Electric Power 137.48 12.900   1/09/12 1.740 1,773        87,147 14,959  
    Nikkei (TYO) Resona 1,043.67 3.399   4/25/11 3.103 3,547        90,694 11,412  
3/21/11 Sell IBEX 35 short Banco Sabadell 1,503.56 2.535 2.521 2/28/11 2.528 -3,801 3,790 -11 2,095  86,893 15,202 102,095
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,691  84,393 17,298 101,691
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,203  81,893 20,310 102,203
  Buy IBEX 35 Sacyr 422.11 7.254   4/04/11 7.471 3,062        84,955 17,248  
    ISEQ 20 short Bank of Ireland 171.83 8.910   3/28/11 7.590 1,531        86,486 15,717  
      Ryanair 470.93 3.251   3/28/11 3.273 1,531        88,017 14,186  
3/28/11 Sell AEX long Aalberts 323.85 16.715   1/17/11 15.050 -4,874 5,413 539 2,742  83,143 19,599 102,742
    ISEQ 20 short Bank of Ireland 171.83 7.590 10.460 3/21/11 8.910 -1,531 1,797 266 3,008  81,612 21,396 103,008
      Ryanair 470.93 3.273 3.229 3/21/11 3.251 -1,531 1,521 -10 2,998  80,081 22,917 102,998
    PSI 20 Impresa 3,835.35 1.010 0.970 2/21/11 0.990 -3,797 3,720 -77 2,921  76,284 26,637 102,921
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,840  72,736 30,104 102,840
    STI Wilmar International 1,421.74 3.080 2.984 2/07/11 3.032 -4,311 4,243 -68 2,771  68,425 34,347 102,771
  Buy AEX Philips 154.51 22.180   1/02/12 16.490 3,427        71,852 30,920  
    ISEQ 20 long Glanbia 393.91 4.350   4/25/11 4.541 1,714        73,565 29,206  
      Origin Enterprises 447.97 3.825   4/25/11 3.900 1,713        75,279 27,493  
    PSI 20 Jerónimo Martins 303.54 11.290   4/11/11 11.320 3,427        78,706 24,066  
    STI Genting 2,954.31 1.160   5/02/11 1.158 3,427        82,133 20,639  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,415.80 1.203 1.020 2/21/11 1.112 -3,797 3,484 -313 2,458  78,336 24,123 102,458
    HSI China Res Land 3,595.50 1.417 0.981 2/07/11 1.199 -4,311 3,527 -784 1,674  74,025 27,650 101,674
    IBEX 35 long Sacyr 422.11 7.471   3/21/11 7.254 -3,062 3,154 92 1,766  70,963 30,803 101,766
  Buy SSE 50 IM BaoTou Steel 10,937.29 0.303   5/23/11 0.268 3,314        74,277 27,489  
    HSI Galaxy Entertainment 3,068.52 1.080   8/01/11 1.948 3,314        77,591 24,175  
    IBEX 35 short Banco Sabadell 1,331.46 2.489   2/06/12 2.331 3,314        80,905 20,861  
    Athex LC Piraeus Financial 0.01 432,300.000   4/02/12 82,830.000 4,323        85,228 16,538  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.54 11.320   3/28/11 11.290 -3,427 3,436 9 1,775  81,801 19,974 101,775
  Buy   short Teixeira Duarte 4,988.52 0.610   2/06/12 0.190 3,043        84,844 16,931  
    OBX 25 Frontline 39.40 77.243   1/16/12 17.878 3,043        87,887 13,888  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 AstraZeneca 44.79 33.972   4/18/11 34.188 1,522        89,409 12,366  
      Nokia 255.02 5.966   4/18/11 6.088 1,522        90,930 10,845  
    FT 30 3i Group 10.06 302.376   5/02/11 315.356 3,042        93,972 7,803  
4/18/11 Sell OMXS 30 short AstraZeneca 44.79 34.188 33.756 4/11/11 33.972 -1,522 1,512 -10 1,765  92,450 9,315 101,765
      Nokia 255.02 6.088 5.844 4/11/11 5.966 -1,522 1,490 -31 1,734  90,929 10,805 101,734
  Buy   long Swedbank 107.69 13.061   5/30/11 12.341 1,407        92,335 9,399  
4/25/11 Sell CAC 40 short Carrefour 113.11 31.100 31.622 3/14/11 31.360 -3,547 3,577 30 1,764  88,788 12,976 101,764
    ISEQ 20 long Glanbia 393.91 4.541   3/28/11 4.350 -1,714 1,789 75 1,839  87,075 14,764 101,839
      Origin Enterprises 447.97 3.900   3/28/11 3.825 -1,713 1,747 34 1,873  85,361 16,511 101,873
    NZX 50 short Heartland 8,918.35 0.391 0.465 2/28/11 0.426 -3,801 4,144 343 2,216  81,560 20,656 102,216
    Nikkei (TYO) Resona 1,043.67 3.103 3.722 3/14/11 3.399 -3,547 3,885 338 2,554  78,013 24,541 102,554
  Buy ISEQ 20 Bank of Ireland 213.51 7.440   1/02/12 2.550 1,589        79,602 22,952  
      Ryanair 471.93 3.366   1/02/12 3.780 1,589        81,190 21,364  
    OMXC 20 Vestas Wind Systems 660.69 4.809   5/16/11 4.185 3,177        84,367 18,187  
    NZX 50 long a2 Milk 41,206.23 0.077   10/03/11 0.120 3,177        87,544 15,010  
    Nikkei (TYO) Screen 105.08 30.233   5/09/11 32.089 3,177        90,721 11,833  
5/02/11 Sell FT 30 short 3i Group 10.06 315.356 289.395 4/11/11 302.376 -3,042 2,911 -131 2,423  87,679 14,744 102,423
    STI long Genting 2,954.31 1.158   3/28/11 1.160 -3,427 3,422 -5 2,418  84,252 18,166 102,418
    SMI short Roche 35.06 110.747 91.573 3/14/11 101.160 -3,547 3,211 -336 2,082  80,706 21,377 102,082
  Buy STI Wilmar International 1,092.78 2.824   7/02/12 2.197 3,086        83,792 18,291  
    SMI long Richemont 70.55 43.745   5/09/11 42.905 3,086        86,878 15,205  
5/09/11 Sell   long Richemont 70.55 42.905   5/02/11 43.745 -3,086 3,027 -59 2,023  83,792 18,231 102,023
    Nikkei (TYO) Screen 105.08 32.089   4/25/11 30.233 -3,177 3,372 195 2,218  80,615 21,603 102,218
  Buy CAC 40 short Carrefour 100.93 30.665   2/06/12 18.345 3,095        83,710 18,508  
    TSX 60 BlackBerry 102.19 30.287   2/20/12 11.318 3,095        86,805 15,413  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 50.54 61.241   5/30/11 59.956 3,095        89,900 12,318  
    SMI Credit Suisse 105.31 29.390   5/21/12 15.602 3,095        92,995 9,223  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        96,090 6,128  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 4/25/11 4.809 -3,177 3,651 474 2,692  92,913 9,779 102,692
  Buy   long Novozymes 118.74 23.673   5/30/11 23.619 2,811        95,724 6,968  
    CAC Mid 60 short Genfit 714.72 3.933   1/23/12 1.723 2,811        98,535 4,157  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  95,221 7,085 102,306
  Buy   short China Life 1,315.06 2.079   5/30/11 2.028 2,734        97,955 4,351  
    SDAX Heidelberger Druck 943.08 2.899   1/30/12 1.657 2,734        100,689 1,617  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,420 -1,114  
5/30/11 Sell SSE 50 short China Life 1,315.06 2.028 2.131 5/23/11 2.079 -2,734 2,803 69 2,374  100,686 1,689 102,374
    OMXC 20 long Novozymes 118.74 23.619   5/16/11 23.673 -2,811 2,805 -6 2,368  97,875 4,493 102,368
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,290  96,468 5,822 102,290
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,357  93,373 8,984 102,357
  Buy SSE 50 long China Northern Rare 1,152.19 2.415   6/06/11 2.742 2,783        96,156 6,201  
    BEL 20 short Galapagos 291.41 9.550   7/04/11 8.420 2,783        98,939 3,418  
    OMXC 20 Vestas Wind Systems 687.08 4.051   7/04/11 3.486 2,783        101,722 635  
    OMXS 30 Nokia 308.41 4.512   7/04/11 4.367 1,392        103,114 -757  
      Telia Company 262.54 5.300   7/04/11 4.997 1,392        104,505 -2,148  
6/06/11 Sell SSE 50 long China Northern Rare 1,152.19 2.742   5/30/11 2.415 -2,783 3,160 377 2,733  101,722 1,011 102,733
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,054  97,411 4,643 102,054
  Buy SSE 50 short China Rwy Constr 4,221.94 0.632   1/23/12 0.506 2,667        100,078 1,976  
    FT 30 Lloyds Bank 50.67 52.638   12/05/11 31.447 2,667        102,745 -691  
6/20/11 Buy CAC Next 20 short EDF 97.59 25.965   6/27/11 25.805 2,534        105,279 -3,225  
6/27/11 Sell   short EDF 97.59 25.805 26.126 6/20/11 25.965 -2,534 2,550 16 2,070  102,745 -676 102,070
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France Carrefour 95.80 26.450   1/23/12 17.050 2,534        105,279 -3,209  
    MIB UnipolSai 493.96 5.130   11/05/12 0.935 2,534        107,813 -5,744  
    CAC Next 20 long Arkema 38.92 65.105   7/11/11 66.601 2,534        110,347 -8,277  
7/04/11 Sell BEL 20 short Galapagos 291.41 8.420 10.832 5/30/11 9.550 -2,783 3,156 374 2,443  107,564 -5,121 102,443
    OMXC 20 Vestas Wind Systems 687.08 3.486 4.707 5/30/11 4.051 -2,783 3,234 451 2,894  104,781 -1,887 102,894
    OMXS 30 Nokia 308.41 4.367 4.661 5/30/11 4.512 -1,392 1,438 46 2,940  103,390 -449 102,940
      Telia Company 262.54 4.997 5.622 5/30/11 5.300 -1,392 1,476 84 3,025  101,998 1,027 103,025
  Buy BEL 20 long Solvay 24.15 107.700   7/11/11 107.450 2,601        104,599 -1,574  
    OMXC 20 Novozymes 111.89 23.246   7/11/11 23.100 2,601        107,200 -4,175  
7/11/11 Sell BEL 20 long Solvay 24.15 107.450   7/04/11 107.700 -2,601 2,595 -6 3,019  104,599 -1,580 103,019
    OMXC 20 Novozymes 111.89 23.100   7/04/11 23.246 -2,601 2,585 -16 3,002  101,998 1,004 103,002
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,571  98,197 5,374 103,571
    CAC Next 20 long Arkema 38.92 66.601   6/27/11 65.105 -2,534 2,592 58 3,629  95,663 7,966 103,629
  Buy BEL 20 short Bekaert 55.29 50.440   3/12/12 24.765 2,789        98,452 5,177  
    OMXC 20 Vestas Wind Systems 813.24 3.430   11/28/11 1.979 2,789        101,241 2,388  
    OMXS 30 Nokia 352.73 3.954   11/28/11 4.082 1,395        102,635 993  
      SSAB 148.34 9.401   11/28/11 6.652 1,394        104,030 -401  
    Topix (FRA) long Daito Trust 43.05 64.780   8/01/11 65.420 2,789        106,819 -3,190  
7/18/11 Buy ATX short Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,329 -5,700  
7/25/11 Buy ASX 50 short Macquarie Group 117.53 20.828   1/16/12 19.953 2,448        111,777 -8,148  
    DJ Global Titans Bank of America 351.23 6.970   12/26/11 4.202 2,448        114,225 -10,596  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,293  110,911 -4,617 106,293
    Topix (FRA) Daito Trust 43.05 65.420   7/11/11 64.780 -2,789 2,816 28 6,321  108,122 -1,801 106,321
  Buy S&P 100 short AIG 131.57 19.860   1/09/12 18.875 2,613        110,735 -4,414  
    HSI New World Dev 695.02 3.760   12/26/11 2.465 2,613        113,348 -7,027  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Commerzbank 138.98 18.801   1/23/12 14.511 2,613        115,961 -9,640  
    DJTA Delta Air Lines 482.26 5.418   10/24/11 6.408 2,613        118,574 -12,253  
    Topix (FRA) Nintendo 236.26 11.060   1/23/12 10.574 2,613        121,187 -14,866  
    SP Global 100 Carrefour 130.13 20.080   4/30/12 15.175 2,613        123,800 -17,479  
8/08/11 Buy Nasdaq 100 short Akamai 150.67 14.741   10/10/11 17.540 2,221        126,021 -19,700  
    Kospi 50 LG Display 162.50 13.668   10/10/11 14.049 2,221        128,242 -21,921  
    DAX Commerzbank 144.65 15.354   12/19/11 9.482 2,221        130,463 -24,142  
    MDAX Ceconomy 231.09 9.611   5/14/12 7.298 2,221        132,684 -26,363  
    FTSE Lloyds Bank 58.99 37.648   11/28/11 27.613 2,221        134,905 -28,584  
    Europe 50 Lloyds Bank 58.99 37.648   12/19/11 27.968 2,221        137,125 -30,804  
    BSE Sensex 50 Tata Motors 859.29 2.585   10/03/11 2.302 2,221        139,346 -33,025  
    QIX Pro7-Sat1 158.64 14.000   1/23/12 17.200 2,221        141,567 -35,246  
8/22/11 Buy DJIA short Goldman Sachs 24.00 73.991   12/19/11 67.244 1,776        143,343 -37,022  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,422  138,805 -33,383 105,422
  Buy   short Nintendo 154.37 11.660   2/13/12 10.500 1,800        140,605 -35,183  
9/05/11 Buy Euro 50 short Societe Generale 43.33 20.250   1/09/12 15.000 877        141,483 -36,061  
      Unicredit 31.96 27.460   1/09/12 11.455 878        142,360 -36,938  
10/03/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   4/25/11 0.077 -3,177 4,924 1,747 7,169  139,183 -32,014 107,169
    BSE Sensex 50 short Tata Motors 859.29 2.302 2.902 8/08/11 2.585 -2,221 2,494 273 7,442  136,962 -29,520 107,442
  Buy NZX 50 Heartland 6,987.09 0.279   10/17/11 0.296 1,948        138,910 -31,468  
    BSE Sensex 50 long Eicher Motors 800.26 2.434   10/17/11 2.393 1,948        140,858 -33,416  
10/10/11 Sell Nasdaq 100 short Akamai 150.67 17.540 11.942 8/08/11 14.741 -2,221 1,799 -422 7,020  138,637 -31,617 107,020
    Kospi 50 LG Display 162.50 14.049 13.287 8/08/11 13.668 -2,221 2,159 -62 6,958  136,416 -29,458 106,958
  Buy Nasdaq 100 long Regeneron 39.25 49.346   8/24/15 434.608 1,937        138,353 -31,395  
    Kospi 50 SK Holdings 20.20 95.875   12/19/11 80.532 1,937        140,290 -33,332  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/17/11 Sell NZX 50 short Heartland 6,987.09 0.296 0.262 10/03/11 0.279 -1,948 1,829 -119 6,839  138,342 -31,502 106,839
    BSE Sensex 50 long Eicher Motors 800.26 2.393   10/03/11 2.434 -1,948 1,915 -33 6,806  136,394 -29,588 106,806
  Buy NZX 50 a2 Milk 13,864.94 0.139   10/31/11 0.139 1,930        138,324 -31,518  
    BSE Sensex 50 short Aurobindo Pharma 2,101.25 0.919   10/24/11 0.877 1,930        140,254 -33,448  
10/24/11 Sell DJTA short Delta Air Lines 482.26 6.408 4.429 8/01/11 5.418 -2,613 2,136 -477 6,329  137,641 -31,312 106,329
    BSE Sensex 50 Aurobindo Pharma 2,101.25 0.877 0.962 10/17/11 0.919 -1,930 2,021 91 6,420  135,711 -29,291 106,420
  Buy   long Eicher Motors 825.63 2.335   12/07/15 22.421 1,928        137,639 -31,219  
10/31/11 Sell NZX 50 long a2 Milk 13,864.94 0.139   10/17/11 0.139 -1,930 1,931 1 6,421  135,709 -29,288 106,421
  Buy   short Heartland 6,388.34 0.302   3/05/12 0.277 1,928        137,637 -31,216  
11/21/11 Buy USA short Netflix 238.99 7.867   11/28/11 7.544 1,880        139,517 -33,096  
    DJTA JetBlue Airways 708.23 2.655   12/05/11 3.509 1,880        141,397 -34,976  
11/28/11 Sell USA short Netflix 238.99 7.544 8.203 11/21/11 7.867 -1,880 1,960 80 6,501  139,517 -33,015 106,501
    FTSE Lloyds Bank 58.99 27.613 51.330 8/08/11 37.648 -2,221 3,028 807 7,308  137,296 -29,987 107,308
    OMXC 20 Vestas Wind Systems 813.24 1.979 5.942 7/11/11 3.430 -2,789 4,832 2,043 9,352  134,507 -25,155 109,352
    OMXS 30 Nokia 352.73 4.082 3.825 7/11/11 3.954 -1,395 1,349 -45 9,307  133,112 -23,806 109,307
      SSAB 148.34 6.652 13.285 7/11/11 9.401 -1,394 1,971 576 9,883  131,718 -21,835 109,883
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,353  128,171 -16,818 111,353
  Buy FTSE long Next 0.76 3,105.900   6/04/12 3,698.710 2,360        130,531 -19,178  
    OMXC 20 Tryg 274.84 8.598   5/14/12 8.768 2,363        132,894 -21,541  
    OMXS 30 Getinge 63.38 18.641   5/14/12 19.967 1,181        134,076 -22,723  
    Nordic 30 Equinor 129.44 18.255   5/07/12 19.757 2,363        136,439 -25,086  
12/05/11 Sell FT 30 short Lloyds Bank 50.67 31.447 88.109 6/06/11 52.638 -2,667 4,464 1,797 13,150  133,772 -20,621 113,150
    DJTA JetBlue Airways 708.23 3.509 1.800 11/21/11 2.655 -1,880 1,275 -605 12,545  131,892 -19,346 112,545
  Buy FT 30 long BAT 0.68 3,416.030   12/12/11 3,512.060 2,323        134,214 -21,669  
    DJTA Kirby 48.51 48.011   6/25/12 36.163 2,329        136,543 -23,998  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/12/11 Sell FT 30 long BAT 0.68 3,512.060   12/05/11 3,416.030 -2,323 2,388 65 12,610  134,221 -21,610 112,610
  Buy   short Lloyds Bank 79.56 28.594   12/19/11 27.968 2,275        136,495 -23,885  
12/19/11 Sell DJIA short Goldman Sachs 24.00 67.244 81.415 8/22/11 73.991 -1,776 1,954 178 12,789  134,720 -21,931 112,789
    Kospi 50 long SK Holdings 20.20 80.532   10/10/11 95.875 -1,937 1,627 -310 12,479  132,783 -20,304 112,479
    DAX short Commerzbank 144.65 9.482 24.862 8/08/11 15.354 -2,221 3,596 1,375 13,854  130,562 -16,708 113,854
    Europe 50 Lloyds Bank 58.99 27.968 50.678 8/08/11 37.648 -2,221 2,989 769 14,623  128,341 -13,718 114,623
    FT 30 Lloyds Bank 79.56 27.968 29.234 12/12/11 28.594 -2,275 2,326 51 14,674  126,066 -11,393 114,674
  Buy DJIA long Visa 136.64 18.897   8/24/15 58.880 2,582        128,648 -13,975  
    Kospi 50 short Hyundai Heavy 14.17 182.275   1/23/12 209.385 2,583        131,231 -16,557  
    DAX long Merck (EMD) 70.36 36.695   6/04/12 36.500 2,582        133,813 -19,139  
    Europe 50 Roche 19.90 129.719   10/20/14 222.572 2,581        136,394 -21,721  
    FT 30 Tate & Lyle 3.20 808.105   5/14/12 858.422 2,586        138,980 -24,307  
12/26/11 Sell HSI short New World Dev 695.02 2.465 5.735 8/01/11 3.760 -2,613 3,986 1,373 16,046  136,367 -20,321 116,046
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,468  132,566 -14,098 118,468
    DJ Global Titans Bank of America 351.23 4.202 11.562 7/25/11 6.970 -2,448 4,061 1,613 20,081  130,118 -10,037 120,081
  Buy HSI long Lenovo 5,109.58 0.538   5/21/12 0.656 2,751        132,869 -12,788  
    OMXH 25 Huhtamäki 298.37 9.220   1/02/12 9.150 2,751        135,620 -15,539  
    DJ Global Titans Philip Morris 45.52 60.439   1/23/12 57.914 2,751        138,371 -18,290  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,264  134,944 -13,681 121,264
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,310  133,356 -9,046 124,310
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,114  131,767 -7,653 124,114
    OMXH 25 long Huhtamäki 298.37 9.150   12/26/11 9.220 -2,751 2,730 -21 24,094  129,016 -4,923 124,094
  Buy Germany Encavis 917.18 3.248   5/14/12 2.970 2,979        131,995 -7,902  
    AEX Vopak 72.49 41.095   4/09/12 44.780 2,979        134,974 -10,881  
    ISEQ 20 Flutter 33.03 45.100   5/21/12 50.010 1,490        136,464 -12,371  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 394.05 3.780   5/21/12 4.040 1,490        137,954 -13,860  
    OMXH 25 short Outokumpu 256.37 11.620   1/09/12 12.510 2,979        140,933 -16,839  
1/09/12 Sell S&P 100 short AIG 131.57 18.875 20.895 8/01/11 19.860 -2,613 2,749 136 24,230  138,320 -14,090 124,230
    Euro 50 Societe Generale 43.33 15.000 27.338 9/05/11 20.250 -877 1,185 307 24,537  137,442 -12,905 124,537
      Unicredit 31.96 11.455 65.827 9/05/11 27.460 -878 2,104 1,226 25,763  136,565 -10,802 125,763
    OMXH 25 Outokumpu 256.37 12.510 10.730 1/02/12 11.620 -2,979 2,751 -228 25,535  133,586 -8,051 125,535
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,505  131,812 -6,307 125,505
      Tokyo Electric Power 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 36,879  130,039 6,841 136,879
  Buy S&P 100 long Biogen 39.77 90.342   9/03/12 116.954 3,593        133,632 3,248  
    Euro 50 ASML 55.45 32.400   8/24/15 74.790 1,797        135,428 1,451  
      Anheuser-Busch InBev 37.83 47.495   8/24/15 91.280 1,797        137,225 -345  
    OMXH 25 Wärtsilä 429.62 8.363   1/30/12 8.837 3,593        140,818 -3,938  
    Nikkei (FRA) Aozora Bank 84.07 21.370   5/14/12 18.670 1,797        142,614 -5,735  
      Nitto Boseki 138.46 12.975   5/14/12 12.260 1,797        144,411 -7,531  
1/16/12 Sell ASX 50 short Macquarie Group 117.53 19.953 21.742 7/25/11 20.828 -2,448 2,555 107 36,987  141,963 -4,976 136,987
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 37,926  137,652 274 137,926
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,618  135,879 1,740 137,618
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,303  134,105 3,198 137,303
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,409  131,062 16,347 147,409
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,874  128,331 22,543 150,874
  Buy ASX 50 long James Hardie Ind 740.33 5.856   1/23/12 6.001 4,335        132,666 18,208  
    HSI-Fin AIA 1,651.93 2.624   5/14/12 2.577 4,335        137,001 13,873  
    HSI-Prop China Ov Land & Inv 1,406.55 1.541   6/10/13 2.124 2,167        139,168 11,705  
      China Res Land 1,533.86 1.413   6/10/13 2.183 2,168        141,336 9,538  
    HSI-C&I Sands China 1,687.82 2.568   5/21/12 2.614 4,335        145,671 5,203  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Equinor 225.03 19.264   5/14/12 19.745 4,335        150,006 868  
    Indices ISEQ-Overall 1.44 3,005.690   5/21/12 3,087.810 4,328        154,334 -3,460  
1/23/12 Sell France short Carrefour 95.80 17.050 41.032 6/27/11 26.450 -2,534 3,931 1,397 52,271  151,800 471 152,271
    SSE 50 China Rwy Constr 4,221.94 0.506 0.789 6/06/11 0.632 -2,667 3,333 666 52,936  149,133 3,803 152,936
    Kospi 50 Hyundai Heavy 14.17 209.385 155.165 12/19/11 182.275 -2,583 2,199 -384 52,552  146,550 6,002 152,552
    ASX 50 long James Hardie Ind 740.33 6.001   1/16/12 5.856 -4,335 4,443 108 52,660  142,215 10,445 152,660
    HDAX short Commerzbank 138.98 14.511 24.359 8/01/11 18.801 -2,613 3,385 773 53,433  139,602 13,830 153,433
    Topix (FRA) Nintendo 236.26 10.574 11.568 8/01/11 11.060 -2,613 2,733 120 53,553  136,989 16,563 153,553
    CAC Mid 60 Genfit 714.72 1.723 8.978 5/16/11 3.933 -2,811 6,416 3,605 57,158  134,178 22,980 157,158
    QIX Pro7-Sat1 158.64 17.200 10.800 8/08/11 14.000 -2,221 1,713 -508 56,650  131,957 24,693 156,650
    DJ Global Titans long Philip Morris 45.52 57.914   12/26/11 60.439 -2,751 2,636 -115 56,536  129,206 27,329 156,536
  Buy France Hermes International 18.12 253.600   4/23/12 251.250 4,595        133,801 22,734  
    SSE 50 China Minsheng Bk 6,883.33 0.668   3/19/12 0.633 4,596        138,397 18,138  
    Kospi 50 Samsung Electronics 299.50 15.346   5/21/12 16.200 4,596        142,993 13,542  
    ASX 50 short QBE Insurance 479.47 9.586   1/30/12 9.544 4,596        147,589 8,946  
    HDAX long Dürr 503.67 9.125   8/04/14 28.230 4,596        152,185 4,350  
    Topix (FRA) Fast Retailing 94.35 48.710   2/27/12 49.490 4,596        156,781 -246  
    CAC Mid 60 Innate Pharma 2,687.72 1.710   5/14/12 1.650 4,596        161,377 -4,842  
    QIX Freenet 437.09 10.515   1/18/16 28.325 4,596        165,973 -9,438  
    DJ Global Titans short Bank of America 819.41 5.609   2/06/12 6.060 4,596        170,569 -14,034  
1/30/12 Sell ASX 50 short QBE Insurance 479.47 9.544 9.628 1/23/12 9.586 -4,596 4,616 20 56,556  165,973 -9,418 156,556
    SDAX Heidelberger Druck 943.08 1.657 5.072 5/23/11 2.899 -2,734 4,783 2,049 58,605  163,239 -4,634 158,605
    OMXH 25 long Wärtsilä 429.62 8.837   1/09/12 8.363 -3,593 3,796 203 58,808  159,646 -838 158,808
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 61,557  155,335 6,221 161,557
  Buy ASX 50 long James Hardie Ind 727.71 5.763   8/17/15 12.058 4,194        159,529 2,027  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX Encavis 1,388.28 3.021   5/21/12 2.951 4,194        163,723 -2,167  
    OMXH 25 short Nokia 1,080.93 3.880   2/13/12 3.800 4,194        167,917 -6,361  
    BSE Sensex 30 long Hindustan Unilever 691.94 6.061   11/16/15 11.144 4,194        172,111 -10,555  
2/06/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 5/09/11 30.665 -3,095 5,174 2,079 63,635  169,016 -5,381 163,635
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,276  165,470 -193 165,276
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 65,501  162,156 3,345 165,501
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,227  159,113 13,115 172,227
    DJ Global Titans Bank of America 819.41 6.060 5.157 1/23/12 5.609 -4,596 4,226 -370 71,857  154,517 17,341 171,857
  Buy CAC 40 long Airbus 173.67 27.230   4/09/12 29.725 4,729        159,246 12,612  
    IBEX 35 Bankinter 1,369.93 3.452   2/13/12 3.297 4,729        163,975 7,883  
    PSI 20 Jerónimo Martins 368.30 12.840   2/20/12 12.970 4,729        168,704 3,154  
    MerVal short Gr Fin Galicia 7,973.36 0.593   2/27/12 0.596 4,729        173,433 -1,575  
    DJ Global Titans long Apple 375.32 12.600   5/21/12 15.695 4,729        178,162 -6,304  
2/13/12 Sell IBEX 35 long Bankinter 1,369.93 3.297   2/06/12 3.452 -4,729 4,517 -212 71,645  173,433 -1,787 171,645
    OMXH 25 short Nokia 1,080.93 3.800 3.962 1/30/12 3.880 -4,194 4,282 88 71,733  169,239 2,495 171,733
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,187  166,144 9,043 175,187
    Topix (TYO) Nintendo 154.37 10.500 12.949 8/29/11 11.660 -1,800 1,999 199 75,386  164,344 11,042 175,386
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 79,504  160,792 18,712 179,504
  Buy IBEX 35 Sacyr 1,495.17 3.314   8/20/12 1.284 4,955        165,747 13,757  
    OMXH 25 long Nokian Tyres 147.03 33.700   4/09/12 36.040 4,955        170,701 8,802  
    Topix (TYO) Fast Retailing 95.98 51.626   5/07/12 55.879 4,955        175,656 3,847  
    GEX 4SC 80.45 61.593   5/07/12 48.084 4,955        180,612 -1,108  
2/20/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 5/09/11 30.287 -3,095 8,282 5,187 84,691  177,517 7,174 184,691
    PSI 20 long Jerónimo Martins 368.30 12.970   2/06/12 12.840 -4,729 4,777 48 84,739  172,788 11,951 184,739
  Buy TSX 60 Constellation Soft 69.55 70.699   4/16/12 66.838 4,917        177,705 7,034  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 short Pharol 1,170.71 4.200   2/27/12 3.989 4,917        182,622 2,117  
    SLI long Sonova 57.65 85.291   4/23/12 82.016 4,917        187,539 -2,800  
2/27/12 Sell PSI 20 short Pharol 1,170.71 3.989 4.422 2/20/12 4.200 -4,917 5,177 260 84,999  182,622 2,377 184,999
    MerVal Gr Fin Galicia 7,973.36 0.596 0.591 2/06/12 0.593 -4,729 4,709 -20 84,979  177,893 7,086 184,979
    Topix (FRA) long Fast Retailing 94.35 49.490   1/23/12 48.710 -4,596 4,669 74 85,053  173,297 11,756 185,053
  Buy PSI 20 Jerónimo Martins 362.56 13.570   3/12/12 14.360 4,920        178,217 6,836  
    Topix (FRA) short Mazda Motor 769.95 6.390   3/05/12 6.150 4,920        183,137 1,916  
3/05/12 Sell NZX 50 short Heartland 6,388.34 0.277 0.329 10/31/11 0.302 -1,928 2,104 176 85,229  181,209 4,020 185,229
    Topix (FRA) Mazda Motor 769.95 6.150 6.639 2/27/12 6.390 -4,920 5,112 192 85,421  176,289 9,132 185,421
  Buy MerVal Aluar 10,133.36 0.480   3/12/12 0.513 4,863        181,152 4,269  
    NZX 50 long a2 Milk 20,916.13 0.233   5/21/12 0.267 4,863        186,015 -594  
    Topix (FRA) Isuzu Motors 578.79 8.402   3/19/12 8.620 4,863        190,878 -5,457  
3/12/12 Sell BEL 20 short Bekaert 55.29 24.765 102.733 7/11/11 50.440 -2,789 5,680 2,891 88,312  188,089 223 188,312
    PSI 20 long Jerónimo Martins 362.56 14.360   2/27/12 13.570 -4,920 5,206 286 88,599  183,169 5,429 188,599
    MerVal short Aluar 10,133.36 0.513 0.447 3/05/12 0.480 -4,863 4,530 -333 88,265  178,306 9,959 188,265
  Buy BEL 20 long Galapagos 395.14 12.540   5/14/12 10.990 4,955        183,261 5,004  
    PSI 20 short Pharol 1,257.93 3.939   3/26/12 4.022 4,955        188,216 49  
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 long Flutter 1/02/12 33.03 45.100 46.400 1,490 1,533 43 43 1,490 1,533 16
    Ryanair   394.05 3.780 4.247 1,490 1,674 184 227 2,979 3,206 84
  CAC 40 Airbus 2/06/12 173.67 27.230 29.700 4,729 5,158 429 656 7,708 8,364 147
  AEX Vopak 1/02/12 72.49 41.095 43.840 2,979 3,178 199 855 10,687 11,542 40
  IBEX 35 short Sacyr 2/13/12 1495.17 3.314 2.323 4.728 4,955 7,069 2,114 2,969 15,642 18,611 10,168
  Topix (TYO) long Fast Retailing   95.98 51.626 53.779 4,955 5,162 207 3,175 20,597 23,773 70
  SSE 50 China Minsheng Bk 1/23/12 6883.33 0.668 0.642 4,596 4,419 -177 2,999 25,193 28,192 -25
  HSI Lenovo 12/26/11 5109.58 0.538 0.655 2,751 3,345 594 3,592 27,944 31,536 153
  HSI-Fin AIA 1/16/12 1651.93 2.624 2.791 4,335 4,611 276 3,868 32,279 36,147 50
  BSE Sensex 30 Hindustan Unilever 1/30/12 691.94 6.061 5.971 4,194 4,131 -63 3,806 36,473 40,279 -12
  STI short Wilmar International 5/02/11 1092.78 2.824 3.001 2.647 3,086 2,893 -193 3,613 39,559 43,172 -7
  OMXH 25 long Nokian Tyres 2/13/12 147.03 33.700 34.880 4,955 5,128 174 3,786 44,514 48,300 57
  PSI 20 short Pharol 3/12/12 1257.93 3.939   4,955 4,955     49,469 53,255  
  GEX long 4SC 2/13/12 80.45 61.593 64.112 4,955 5,158 203 3,989 54,424 58,413 69
  SMI short Credit Suisse 5/09/11 105.31 29.390 19.912 43.379 3,095 4,568 1,473 5,462 57,519 62,981 59
  NZX 50 long a2 Milk 3/05/12 20916.13 0.233 0.244 4,863 5,106 243 5,705 62,382 68,087 1,166
  Topix (FRA) Isuzu Motors   578.79 8.402 8.448 4,863 4,890 27 5,731 67,245 72,976 33
  HSI-Prop China Ov Land & Inv 1/16/12 1406.55 1.541 1.523 2,167 2,143 -25 5,706 69,413 75,119 -7
    China Res Land   1533.86 1.413 1.360 2,168 2,087 -81 5,625 71,580 77,206 -22
  Nordic 30 Equinor 11/28/11 129.44 18.255 21.301 2,363 2,757 394 6,020 73,943 79,963 71
  FT 30 Tate & Lyle 12/19/11 3.2 808.105 849.857 2,586 2,720 134 6,153 76,529 82,682 24
  Nikkei (FRA) Aozora Bank 1/09/12 84.07 21.370 22.290 1,797 1,874 77 6,231 78,326 84,556 28
    Nitto Boseki   138.46 12.975 13.815 1,797 1,913 116 6,347 80,122 86,469 44
  Athex LC short Piraeus Financial 4/04/11 0.01 432,300.000 135,630.000 1,377,890.511 4,323 13,779 9,456 15,803 84,445 100,248 243
  OBX 25 long Equinor 1/16/12 225.03 19.264 21.301 4,335 4,793 458 16,261 88,780 105,041 93
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXS 30 Getinge 11/28/11 63.38 18.641 20.793 1,181 1,318 136 16,398 89,962 106,359 46
  OMXC 20 Tryg   274.84 8.598 8.070 2,363 2,218 -145 16,253 92,325 108,577 -20
  TSX 60 Constellation Soft 2/20/12 69.55 70.699 71.918 4,917 5,002 85 16,337 97,242 113,579 35
  CAC Mid 60 Innate Pharma 1/23/12 2687.72 1.710 1.860 4,596 4,999 403 16,741 101,838 118,578 87
  SDAX Encavis 1/30/12 1388.28 3.021 3.140 4,194 4,359 165 16,906 106,032 122,937 40
  Indices ISEQ-Overall 1/16/12 1.44 3,005.690 3,210.030 4,328 4,622 294 17,200 110,360 127,560 54
  BEL 20 Galapagos 3/12/12 395.14 12.540   4,955 4,955     115,315 132,515  
  France Hermes International 1/23/12 18.12 253.600 268.800 4,595 4,871 275 17,475 119,910 137,386 54
  MIB short UnipolSai 6/27/11 493.96 5.130 2.930 8.982 2,534 4,437 1,903 19,378 122,444 141,822 120
  ATX Flughafen Wien 7/18/11 302.41 8.300 6.625 10.399 2,510 3,145 635 20,013 124,954 144,967 41
  ASX 50 long James Hardie Ind 1/30/12 727.71 5.763 6.068 4,194 4,416 222 20,235 129,148 149,383 57
  DJ Global Titans Apple 2/06/12 375.32 12.600 15.024 4,729 5,639 910 21,144 133,877 155,022 526
  S&P 100 Biogen 1/09/12 39.77 90.342 91.853 3,593 3,653 60 21,204 137,470 158,675 10
  HDAX Dürr 1/23/12 503.67 9.125 11.635 4,596 5,860 1,264 22,469 142,066 164,535 511
  DJTA Kirby 12/05/11 48.51 48.011 52.492 2,329 2,546 217 22,686 144,395 167,081 39
  SP Global 100 short Carrefour 8/01/11 130.13 20.080 18.590 21.689 2,613 2,822 209 22,895 147,008 169,904 13
  Nasdaq 100 long Regeneron 10/10/11 39.25 49.346 83.943 1,937 3,295 1,358 24,253 148,945 173,198 252
  Kospi 50 Samsung Electronics 1/23/12 299.5 15.346 16.511 4,596 4,945 349 24,602 153,541 178,143 72
  DAX Merck (EMD) 12/19/11 70.36 36.695 39.975 2,582 2,813 231 24,833 156,123 180,956 45
  MDAX short Ceconomy 8/08/11 231.09 9.611 8.935 10.338 2,221 2,389 168 25,001 158,344 183,345 13
  FTSE long Next 11/28/11 0.76 3,105.900 3,293.120 2,360 2,503 142 25,143 160,704 185,848 23
  Europe 50 Roche 12/19/11 19.9 129.719 131.199 2,581 2,611 29 25,173 163,286 188,459 5
  BSE Sensex 50 Eicher Motors 10/24/11 825.63 2.335 2.629 1,928 2,171 243 25,415 165,214 190,629 36
  QIX Freenet 1/23/12 437.09 10.515 11.800 4,596 5,158 562 25,977 169,810 195,787 136
  DJIA Visa 12/19/11 136.64 18.897 22.201 2,582 3,034 452 26,429 172,392 198,820 101
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Euro 50 ASML 1/09/12 55.45 32.400 35.460 1,797 1,966 170 26,598 174,188 200,787 69
    Anheuser-Busch InBev   37.83 47.495 53.810 1,797 2,036 239 26,837 175,985 202,822 106
  Germany Encavis 1/02/12 917.18 3.248 3.140 2,979 2,880 -99 26,738 178,964 205,702 -16
  HSI-C&I Sands China 1/16/12 1687.82 2.568 3.086 4,335 5,209 874 27,612 183,299 210,911 231
  SLI Sonova 2/20/12 57.65 85.291 84.259 4,917 4,858 -59 27,552 188,216 215,769 -19
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 6,883.33 0.633   1/23/12 0.668 -4,596 4,358 -238 88,027  183,620 4,407 188,027
    Topix (FRA) Isuzu Motors 578.79 8.620   3/05/12 8.402 -4,863 4,989 126 88,153  178,757 9,396 188,153
  Buy SSE 50 short Anhui Conch Cement 2,525.70 1.955   4/09/12 2.031 4,938        183,695 4,458  
    Topix (FRA) Mazda Motor 764.40 6.460   8/13/12 4.800 4,938        188,633 -480  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,598  186,123 2,475 188,598
    PSI 20 Pharol 1,257.93 4.022 3.856 3/12/12 3.939 -4,955 4,851 -104 88,494  181,168 7,326 188,494
  Buy ATX long Österreichische Post 194.25 25.200   4/09/12 25.800 4,895        186,063 2,430  
    PSI 20 Jerónimo Martins 328.52 14.900   4/02/12 15.420 4,895        190,958 -2,464  
4/02/12 Sell   long Jerónimo Martins 328.52 15.420   3/26/12 14.900 -4,895 5,066 171 88,665  186,063 2,601 188,665
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,904  181,740 25,164 206,904
  Buy PSI 20 Banco Comercial 8,808.08 0.659   8/20/12 0.452 5,801        187,541 19,363  
    Athex LC long EYDAP 1,457.54 3.980   4/16/12 4.030 5,801        193,342 13,562  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,525.70 2.031 1.880 3/19/12 1.955 -4,938 4,747 -191 106,713  188,404 18,309 206,713
    ATX long Österreichische Post 194.25 25.800   3/26/12 25.200 -4,895 5,012 117 106,830  183,509 23,320 206,830
    CAC 40 Airbus 173.67 29.725   2/06/12 27.230 -4,729 5,162 433 107,263  178,780 28,483 207,263
    AEX Vopak 72.49 44.780   1/02/12 41.095 -2,979 3,246 267 107,530  175,801 31,729 207,530
    OMXH 25 Nokian Tyres 147.03 36.040   2/13/12 33.700 -4,955 5,299 344 107,874  170,846 37,028 207,874
  Buy SSE 50 China Northern Rare 2,119.88 2.888   6/04/12 3.823 6,122        176,968 30,906  
    ATX short Zumtobel 624.44 9.804   4/16/12 9.950 6,122        183,090 24,784  
    AEX ArcelorMittal 158.07 38.730   9/03/12 35.565 6,122        189,212 18,662  
    OMXH 25 Outokumpu 526.85 11.620   8/20/12 6.980 6,122        195,334 12,540  
4/16/12 Sell ATX short Zumtobel 624.44 9.950 9.658 4/09/12 9.804 -6,122 6,031 -91 107,783  189,212 18,570 207,783
    TSX 60 long Constellation Soft 69.55 66.838   2/20/12 70.699 -4,917 4,649 -269 107,514  184,295 23,219 207,514
    Athex LC EYDAP 1,457.54 4.030   4/02/12 3.980 -5,801 5,874 73 107,587  178,494 29,093 207,587
  Buy ATX Österreichische Post 221.40 26.725   5/21/12 27.000 5,917        184,411 23,176  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 short BlackBerry 585.52 10.106   8/20/12 5.638 5,917        190,328 17,259  
    Athex LC Public Power 3,817.42 1.550   9/03/12 1.330 5,917        196,245 11,342  
4/23/12 Sell France long Hermes International 18.12 251.250   1/23/12 253.600 -4,595 4,553 -43 107,545  191,650 15,895 207,545
    SLI Sonova 57.65 82.016   2/20/12 85.291 -4,917 4,728 -189 107,356  186,733 20,623 207,356
  Buy France short Solocal 3.86 1,476.830   8/13/12 1,038.280 5,701        192,434 14,922  
    MerVal YPF 424.25 13.433   8/27/12 14.446 5,699        198,133 9,223  
    SLI Lonza 165.17 34.504   11/26/12 36.099 5,699        203,832 3,524  
    GCX REC Silicon 1,638.26 3.479   2/11/13 1.027 5,699        209,531 -2,175  
4/30/12 Sell SP Global 100 short Carrefour 130.13 15.175 26.570 8/01/11 20.080 -2,613 3,458 845 108,200  206,918 1,283 208,200
  Buy   long Apple 332.76 15.738   10/20/14 19.487 5,237        212,155 -3,954  
5/07/12 Sell Nordic 30 long Equinor 129.44 19.757   11/28/11 18.255 -2,363 2,557 194 108,395  209,792 -1,397 208,395
    Topix (TYO) Fast Retailing 95.98 55.879   2/13/12 51.626 -4,955 5,363 408 108,803  204,837 3,966 208,803
    GEX 4SC 80.45 48.084   2/13/12 61.593 -4,955 3,868 -1,087 107,716  199,881 7,835 207,716
  Buy Nordic 30 short Nokia 2,245.00 2.400   8/13/12 2.220 5,388        205,269 2,447  
    Topix (TYO) Sony 459.74 11.720   6/11/12 10.270 5,388        210,657 -2,941  
5/14/12 Sell Germany long Encavis 917.18 2.970   1/02/12 3.248 -2,979 2,724 -255 107,461  207,678 -217 207,461
    MDAX short Ceconomy 231.09 7.298 12.656 8/08/11 9.611 -2,221 2,925 704 108,165  205,457 2,707 208,165
    HSI-Fin long AIA 1,651.93 2.577   1/16/12 2.624 -4,335 4,258 -77 108,087  201,122 6,965 208,087
    BEL 20 Galapagos 395.14 10.990   3/12/12 12.540 -4,955 4,343 -612 107,475  196,167 11,308 207,475
    OMXC 20 Tryg 274.84 8.768   11/28/11 8.598 -2,363 2,410 47 107,522  193,804 13,717 207,522
    OBX 25 Equinor 225.03 19.745   1/16/12 19.264 -4,335 4,443 108 107,630  189,469 18,161 207,630
    OMXS 30 Getinge 63.38 19.967   11/28/11 18.641 -1,181 1,266 84 107,714  188,288 19,426 207,714
    FT 30 Tate & Lyle 3.20 858.422   12/19/11 808.105 -2,586 2,747 161 107,875  185,702 22,173 207,875
    Nikkei (FRA) Aozora Bank 84.07 18.670   1/09/12 21.370 -1,797 1,570 -227 107,648  183,905 23,743 207,648
      Nitto Boseki 138.46 12.260   1/09/12 12.975 -1,797 1,698 -99 107,549  182,109 25,440 207,549
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Innate Pharma 2,687.72 1.650   1/23/12 1.710 -4,596 4,435 -161 107,388  177,513 29,875 207,388
  Buy Germany short SolarWorld 25.07 236.550   9/10/12 182.550 5,930        183,443 23,945  
    MDAX long Dürr 541.84 10.946   5/21/12 10.445 5,931        189,374 18,014  
    HSI-Fin short HK Exchgs & Clrg 522.28 11.356   9/17/12 11.718 5,931        195,305 12,083  
    BEL 20 Bekaert 259.56 22.850   6/25/12 18.225 5,931        201,236 6,152  
    OMXC 20 Vestas Wind Systems 5,233.85 1.133   5/28/12 1.008 5,931        207,167 221  
    OBX 25 REC Silicon 1,713.42 3.462   9/03/12 2.359 5,931        213,098 -5,710  
    OMXS 30 ABB 228.70 12.967   7/23/12 14.168 2,965        216,064 -8,676  
      Nokia 1,268.17 2.338   7/23/12 1.752 2,965        219,029 -11,641  
    FT 30 Man Group 57.44 103.259   8/06/12 106.958 5,931        224,960 -17,572  
    Nikkei (FRA) Nippon Sheet Glass 328.04 9.040   1/07/13 9.100 2,965        227,926 -20,538  
      Sharp 76.77 38.630   1/07/13 23.550 2,966        230,891 -23,503  
    CAC Mid 60 Vallourec 4.29 1,382.400   9/10/12 1,453.800 5,931        236,822 -29,434  
5/21/12 Sell HSI long Lenovo 5,109.58 0.656   12/26/11 0.538 -2,751 3,351 600 107,988  234,071 -26,083 207,988
    Kospi 50 Samsung Electronics 299.50 16.200   1/23/12 15.346 -4,596 4,852 256 108,244  229,475 -21,231 208,244
    ATX Österreichische Post 221.40 27.000   4/16/12 26.725 -5,917 5,978 61 108,305  223,558 -15,253 208,305
    MDAX Dürr 541.84 10.445   5/14/12 10.946 -5,931 5,660 -271 108,033  217,627 -9,594 208,033
    SDAX Encavis 1,388.28 2.951   1/30/12 3.021 -4,194 4,097 -97 107,936  213,433 -5,497 207,936
    HSI-C&I Sands China 1,687.82 2.614   1/16/12 2.568 -4,335 4,412 77 108,013  209,098 -1,085 208,013
    ISEQ 20 Flutter 33.03 50.010   1/02/12 45.100 -1,490 1,652 162 108,175  207,608 567 208,175
      Ryanair 394.05 4.040   1/02/12 3.780 -1,490 1,592 102 108,278  206,119 2,159 208,278
    SMI short Credit Suisse 105.31 15.602 55.361 5/09/11 29.390 -3,095 5,830 2,735 111,013  203,024 7,989 211,013
    NZX 50 long a2 Milk 20,916.13 0.267   3/05/12 0.233 -4,863 5,576 713 111,726  198,161 13,565 211,726
    Indices ISEQ-Overall 1.44 3,087.810   1/16/12 3,005.690 -4,328 4,446 118 111,844  193,833 18,012 211,844
    DJ Global Titans Apple 375.32 15.695   2/06/12 12.600 -4,729 5,891 1,162 113,006  189,103 23,902 213,006
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI short China Unicom 4,981.91 1.189   8/20/12 1.370 5,922        195,025 17,980  
    Kospi 50 SK Holdings 105.23 56.279   7/23/12 68.528 5,922        200,948 12,058  
    ATX Zumtobel 600.73 9.858   6/25/12 8.050 5,922        206,870 6,136  
    MDAX Ströer Media 745.56 7.943   5/28/12 8.000 5,922        212,792 214  
    TecDAX SMA Solar 225.04 26.315   12/22/14 14.800 5,922        218,714 -5,708  
    SDAX Klöckner 755.94 7.834   10/29/12 7.058 5,922        224,636 -11,630  
    HSI-C&I Citic Pacific 4,999.16 1.185   9/17/12 0.959 5,922        230,558 -17,552  
    ISEQ 20 Bank of Ireland 1,134.48 2.610   8/27/12 2.490 2,961        233,519 -20,513  
      Smurfit Kappa 533.51 5.550   8/27/12 6.550 2,961        236,480 -23,474  
    SMI long Richemont 123.27 48.039   5/28/12 48.077 5,922        242,401 -29,396  
    NZX 50 short KMD Brands 6,209.50 0.954   7/30/12 0.992 5,922        248,323 -35,318  
    Indices Athex Large Cap 2.92 2,028.100   9/10/12 2,671.700 5,922        254,245 -41,240  
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.519   7/02/12 8.411 5,922        260,167 -47,162  
    DJ Global Titans Telefónica 603.30 9.816   5/28/12 9.440 5,922        266,089 -53,084  
5/28/12 Sell MDAX short Ströer Media 745.56 8.000 7.886 5/21/12 7.943 -5,922 5,879 -42 112,963  260,167 -47,204 212,963
    OMXC 20 Vestas Wind Systems 5,233.85 1.008 1.274 5/14/12 1.133 -5,931 6,668 737 113,700  254,236 -40,536 213,700
    SMI long Richemont 123.27 48.077   5/21/12 48.039 -5,922 5,926 5 113,705  248,315 -34,610 213,705
    DJ Global Titans short Telefónica 603.30 9.440 10.207 5/21/12 9.816 -5,922 6,158 236 113,941  242,393 -28,452 213,941
  Buy MDAX long Rhön-Klinikum 210.82 21.995   6/04/12 22.100 4,637        247,030 -33,089  
    OMXC 20 GN Store Nord 68.04 68.150   6/04/12 67.500 4,637        251,667 -37,726  
    SMI short Credit Suisse 294.71 15.734   6/04/12 15.300 4,637        256,304 -42,363  
    DJ Global Titans long Apple 284.35 16.307   10/22/12 17.386 4,637        260,941 -47,000  
6/04/12 Sell SSE 50 long China Northern Rare 2,119.88 3.823   4/09/12 2.888 -6,122 8,105 1,983 115,923  254,819 -38,895 215,923
    DAX Merck (EMD) 70.36 36.500   12/19/11 36.695 -2,582 2,568 -14 115,910  252,237 -36,327 215,910
    MDAX Rhön-Klinikum 210.82 22.100   5/28/12 21.995 -4,637 4,659 22 115,932  247,600 -31,668 215,932
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Next 0.76 3,698.710   11/28/11 3,105.900 -2,360 2,811 451 116,382  245,239 -28,857 216,382
    OMXC 20 GN Store Nord 68.04 67.500   5/28/12 68.150 -4,637 4,593 -44 116,338  240,602 -24,264 216,338
    SMI short Credit Suisse 294.71 15.300 16.181 5/28/12 15.734 -4,637 4,769 132 116,470  235,965 -19,496 216,470
  Buy SSE 50 China Unicom 9,731.23 0.506   12/10/12 0.413 4,924        240,889 -24,420  
    DAX thyssenkrupp 388.63 12.670   7/16/12 14.565 4,924        245,813 -29,343  
    MDAX Ströer Media 587.94 8.375   6/18/12 8.546 4,924        250,737 -34,267  
    FTSE Aviva 14.74 334.157   7/30/12 382.206 4,925        255,663 -39,193  
    OMXC 20 Vestas Wind Systems 5,641.61 0.873   6/18/12 0.791 4,924        260,587 -44,117  
    SMI long Swiss Re 112.56 43.744   6/11/12 46.079 4,924        265,511 -49,041  
6/11/12 Sell   long Swiss Re 112.56 46.079   6/04/12 43.744 -4,924 5,187 263 116,733  260,587 -43,854 216,733
    Topix (TYO) short Sony 459.74 10.270 13.374 5/07/12 11.720 -5,388 6,149 761 117,493  255,199 -37,706 217,493
  Buy SMI Credit Suisse 279.55 16.076   6/18/12 14.519 4,494        259,693 -42,199  
    Topix (TYO) long Subaru 743.12 6.048   1/11/16 33.663 4,494        264,187 -46,694  
6/18/12 Sell MDAX short Ströer Media 587.94 8.546 8.204 6/04/12 8.375 -4,924 4,823 -101 117,393  259,263 -41,870 217,393
    OMXC 20 Vestas Wind Systems 5,641.61 0.791 0.963 6/04/12 0.873 -4,924 5,435 511 117,904  254,339 -36,435 217,904
    SMI Credit Suisse 279.55 14.519 17.799 6/11/12 16.076 -4,494 4,976 482 118,386  249,845 -31,459 218,386
  Buy MDAX long Dürr 412.90 11.318   6/25/12 11.594 4,673        254,518 -36,132  
    OMXC 20 GN Store Nord 63.80 73.250   6/25/12 71.650 4,673        259,191 -40,805  
    SMI Swiss Re 100.24 46.620   11/19/12 54.864 4,673        263,864 -45,479  
6/25/12 Sell ATX short Zumtobel 600.73 8.050 12.072 5/21/12 9.858 -5,922 7,252 1,330 119,716  257,942 -38,227 219,716
    MDAX long Dürr 412.90 11.594   6/18/12 11.318 -4,673 4,787 114 119,830  253,269 -33,440 219,830
    BEL 20 short Bekaert 259.56 18.225 28.649 5/14/12 22.850 -5,931 7,436 1,505 121,335  247,338 -26,004 221,335
    OMXC 20 long GN Store Nord 63.80 71.650   6/18/12 73.250 -4,673 4,571 -102 121,233  242,665 -21,432 221,233
    DJTA Kirby 48.51 36.163   12/05/11 48.011 -2,329 1,754 -575 120,658  240,336 -19,678 220,658
  Buy ATX Österreichische Post 194.05 25.890   7/29/13 31.600 5,024        245,360 -24,702  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX short Ströer Media 624.80 8.041   7/02/12 8.090 5,024        250,384 -29,726  
    BEL 20 long Galapagos 410.12 12.250   10/22/12 16.900 5,024        255,408 -34,750  
    OMXC 20 short Vestas Wind Systems 6,191.00 0.812   7/16/12 0.678 5,024        260,432 -39,774  
    DJTA Ryder System 183.87 27.323   7/02/12 27.880 5,024        265,456 -44,798  
7/02/12 Sell MDAX short Ströer Media 624.80 8.090 7.992 6/25/12 8.041 -5,024 4,993 -31 120,627  260,432 -39,805 220,627
    DJTA Ryder System 183.87 27.880 26.767 6/25/12 27.323 -5,024 4,922 -102 120,525  255,408 -34,883 220,525
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 121,406  252,322 -30,915 221,406
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.411 8.629 5/21/12 8.519 -5,922 5,998 76 121,483  246,400 -24,917 221,483
  Buy MDAX long Dürr 394.22 12.465   7/23/12 13.345 4,914        251,314 -29,831  
    DJTA Delta Air Lines 559.67 8.780   9/17/12 7.031 4,914        256,228 -34,745  
    STI ThaiBev 23,157.40 0.212   6/10/13 0.382 4,914        261,142 -39,659  
    Nikkei (TYO) OKI Electric 384.97 12.765   7/16/12 12.784 4,914        266,056 -44,573  
7/16/12 Sell DAX short thyssenkrupp 388.63 14.565 10.775 6/04/12 12.670 -4,924 4,187 -736 120,746  261,132 -40,386 220,746
    OMXC 20 Vestas Wind Systems 6,191.00 0.678 0.971 6/25/12 0.812 -5,024 6,011 987 121,733  256,108 -34,375 221,733
    Nikkei (TYO) long OKI Electric 384.97 12.784   7/02/12 12.765 -4,914 4,921 7 121,740  251,194 -29,454 221,740
  Buy DAX Continental 80.74 59.533   8/11/14 133.083 4,807        256,001 -34,260  
    OMXC 20 Genmab 567.61 8.469   6/24/13 22.604 4,807        260,808 -39,067  
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.629   11/19/12 7.143 4,807        265,615 -43,874  
7/23/12 Sell Kospi 50 short SK Holdings 105.23 68.528 44.029 5/21/12 56.279 -5,922 4,633 -1,289 120,451  259,692 -39,241 220,451
    MDAX long Dürr 394.22 13.345   7/02/12 12.465 -4,914 5,261 347 120,798  254,778 -33,980 220,798
    OMXS 30 short ABB 228.70 14.168 11.765 5/14/12 12.967 -2,965 2,691 -275 120,524  251,813 -31,289 220,524
      Nokia 1,268.17 1.752 3.121 5/14/12 2.338 -2,965 3,958 993 121,516  248,847 -27,331 221,516
  Buy Kospi 50 long Amorepacific Group 185.51 26.166   10/20/14 87.497 4,854        253,702 -32,185  
    MDAX short Ströer Media 612.34 7.927   8/06/12 7.080 4,854        258,556 -37,039  
    OMXS 30 long Electrolux 136.95 17.722   6/24/13 19.030 2,427        260,983 -39,466  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Swedbank 176.01 13.789   6/24/13 16.871 2,427        263,409 -41,893  
7/30/12 Sell FTSE short Aviva 14.74 382.206 286.108 6/04/12 334.157 -4,925 4,217 -708 120,808  258,484 -37,676 220,808
    NZX 50 KMD Brands 6,209.50 0.992 0.916 5/21/12 0.954 -5,922 5,686 -236 120,572  252,562 -31,990 220,572
  Buy FTSE long Ashtead 14.15 333.248   8/24/15 1,199.890 4,715        257,277 -36,706  
8/06/12 Sell MDAX short Ströer Media 612.34 7.080 8.875 7/23/12 7.927 -4,854 5,435 581 121,153  252,423 -31,271 221,153
    FT 30 Man Group 57.44 106.958 99.561 5/14/12 103.259 -5,931 5,719 -212 120,940  246,492 -25,552 220,940
  Buy MDAX long Dürr 352.95 13.838   10/29/12 14.790 4,884        251,376 -30,436  
    FT 30 Ferguson 1.59 3,068.570   6/24/13 3,452.810 4,879        256,255 -35,315  
8/13/12 Sell France short Solocal 3.86 1,038.280 2,100.620 4/23/12 1,476.830 -5,701 8,108 2,408 123,348  250,555 -27,207 223,348
    Nordic 30 Nokia 2,245.00 2.220 2.595 5/07/12 2.400 -5,388 5,825 437 123,785  245,167 -21,382 223,785
    Topix (FRA) Mazda Motor 764.40 4.800 8.694 3/19/12 6.460 -4,938 6,646 1,708 125,493  240,229 -14,736 225,493
  Buy France long Eurofins Scientific 508.74 10.355   4/22/13 15.325 5,268        245,497 -20,004  
    Nordic 30 Pandora 470.68 11.192   6/03/13 26.264 5,268        250,765 -25,272  
    Topix (FRA) Softbank Group 326.41 16.139   9/03/12 15.996 5,268        256,033 -30,540  
8/20/12 Sell HSI short China Unicom 4,981.91 1.370 1.008 5/21/12 1.189 -5,922 5,021 -901 124,592  250,111 -25,519 224,592
    IBEX 35 Sacyr 1,495.17 1.284 8.553 2/13/12 3.314 -4,955 12,789 7,834 132,426  245,156 -12,730 232,426
    OMXH 25 Outokumpu 526.85 6.980 19.345 4/09/12 11.620 -6,122 10,192 4,070 136,495  239,034 -2,538 236,495
    TSX 60 BlackBerry 585.52 5.638 18.115 4/16/12 10.106 -5,917 10,607 4,690 141,185  233,116 8,069 241,185
    PSI 20 Banco Comercial 8,808.08 0.452 0.960 4/02/12 0.659 -5,801 8,452 2,651 143,836  227,315 16,521 243,836
  Buy HSI long Galaxy Entertainment 2,766.65 2.352   4/22/13 3.135 6,508        233,823 10,013  
    IBEX 35 Grifols 579.00 11.240   11/05/12 13.025 6,508        240,331 3,505  
    OMXH 25 Huhtamäki 547.35 11.890   10/22/12 12.450 6,508        246,839 -3,003  
    TSX 60 Couche-Tard 973.52 6.685   4/22/13 7.405 6,508        253,347 -9,511  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,134.48 2.490 2.736 5/21/12 2.610 -2,961 3,104 143 143,979  250,386 -6,407 243,979
      Smurfit Kappa 533.51 6.550 4.550 5/21/12 5.550 -2,961 2,427 -534 143,445  247,425 -3,980 243,445
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal YPF 424.25 14.446 12.421 4/23/12 13.433 -5,699 5,269 -430 143,016  241,726 1,289 243,016
  Buy ISEQ 20 long Kerry 81.25 37.580   6/17/13 42.250 3,053        244,780 -1,764  
      Smurfit Kappa 466.18 6.550   6/17/13 12.270 3,053        247,833 -4,817  
9/03/12 Sell S&P 100 long Biogen 39.77 116.954   1/09/12 90.342 -3,593 4,651 1,058 144,074  244,240 -166 244,074
    AEX short ArcelorMittal 158.07 35.565 42.177 4/09/12 38.730 -6,122 6,667 545 144,619  238,118 6,501 244,619
    OBX 25 REC Silicon 1,713.42 2.359 5.080 5/14/12 3.462 -5,931 8,704 2,773 147,392  232,187 15,204 247,392
    Athex LC Public Power 3,817.42 1.330 1.806 4/16/12 1.550 -5,917 6,896 979 148,371  226,270 22,100 248,371
    Topix (FRA) long Softbank Group 326.41 15.996   8/13/12 16.139 -5,268 5,221 -47 148,324  221,002 27,321 248,324
  Buy S&P 100 short HP 510.03 13.511   9/17/12 13.872 6,891        227,893 20,430  
    OBX 25 long Grieg Seafood 5,024.79 1.371   1/07/13 1.707 6,891        234,784 13,539  
    Athex LC Alpha Bank 102.85 67.000   3/25/13 37.850 6,891        241,675 6,649  
    MerVal short Pampa Energía 40,993.46 0.168   9/10/12 0.164 6,891        248,566 -242  
    Topix (FRA) Kansai Electric Pwr 1,208.52 5.702   3/11/13 6.145 6,891        255,457 -7,133  
9/10/12 Sell Germany short SolarWorld 25.07 182.550 306.524 5/14/12 236.550 -5,930 7,685 1,754 150,078  249,527 551 250,078
    MerVal Pampa Energía 40,993.46 0.164 0.172 9/03/12 0.168 -6,891 7,063 172 150,250  242,636 7,614 250,250
    CAC Mid 60 Vallourec 4.29 1,453.800 1,311.000 5/14/12 1,382.400 -5,931 5,624 -306 149,944  236,706 13,238 249,944
    Indices Athex Large Cap 2.92 2,671.700 1,384.500 5/21/12 2,028.100 -5,922 4,043 -1,879 148,065  230,783 17,281 248,065
  Buy Germany long ADLER Real Estate 5,621.19 1.180   6/24/13 2.050 6,633        237,416 10,648  
    CAC Mid 60 Eurofins Scientific 603.00 11.000   4/22/13 15.325 6,633        244,049 4,015  
    Indices OMXC 20 99.89 66.404   6/17/13 70.001 6,633        250,683 -2,618  
9/17/12 Sell S&P 100 short HP 510.03 13.872 13.150 9/03/12 13.511 -6,891 6,707 -184 147,880  243,792 4,089 247,880
    HSI-Fin HK Exchgs & Clrg 522.28 11.718 10.994 5/14/12 11.356 -5,931 5,742 -189 147,691  237,861 9,831 247,691
    HSI-C&I Citic Pacific 4,999.16 0.959 1.464 5/21/12 1.185 -5,922 7,317 1,395 149,087  231,939 17,148 249,087
    DJTA long Delta Air Lines 559.67 7.031   7/02/12 8.780 -4,914 3,935 -979 148,108  227,025 21,083 248,108
  Buy S&P 100 Gilead Sciences 268.49 25.063   10/13/14 79.611 6,729        233,754 14,354  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 Credit Agricole 1,124.50 5.984   9/24/12 5.714 6,729        240,483 7,625  
    HSI-Fin Bank of China (HK) 2,819.26 2.387   5/13/13 2.748 6,729        247,212 896  
    HSI-C&I Galaxy Entertainment 2,768.00 2.431   4/08/13 3.018 6,729        253,941 -5,833  
    DJTA short Expeditors Wash 229.55 29.314   9/24/12 28.398 6,729        260,670 -12,562  
9/24/12 Sell CAC 40 long Credit Agricole 1,124.50 5.714   9/17/12 5.984 -6,729 6,425 -304 147,804  253,941 -6,137 247,804
    DJTA short Expeditors Wash 229.55 28.398 30.259 9/17/12 29.314 -6,729 6,946 217 148,021  247,212 809 248,021
  Buy   long Avis Budget 500.84 12.419   7/20/15 38.916 6,220        253,432 -5,411  
10/01/12 Buy CAC Next 20 short Hermes International 28.68 211.450   12/10/12 235.500 6,064        259,496 -11,475  
10/15/12 Buy AEX short KPN 1,630.72 3.626   2/02/15 2.756 5,913        265,409 -17,388  
    MerVal Pampa Energía 39,210.88 0.151   10/22/12 0.141 5,913        271,322 -23,301  
10/22/12 Sell BEL 20 long Galapagos 410.12 16.900   6/25/12 12.250 -5,024 6,931 1,907 149,928  266,298 -16,370 249,928
    OMXH 25 Huhtamäki 547.35 12.450   8/20/12 11.890 -6,508 6,815 307 150,235  259,790 -9,555 250,235
    MerVal short Pampa Energía 39,210.88 0.141 0.161 10/15/12 0.151 -5,913 6,329 416 150,650  253,877 -3,227 250,650
    DJ Global Titans long Apple 284.35 17.386   5/28/12 16.307 -4,637 4,944 307 150,957  249,240 1,717 250,957
  Buy BEL 20 short Bekaert 292.68 21.580   11/12/12 21.290 6,316        255,556 -4,599  
    OMXH 25 Outokumpu 976.20 6.470   11/05/12 6.200 6,316        261,872 -10,915  
    DJ Global Titans Telefónica 601.52 10.500   10/29/12 10.070 6,316        268,188 -17,231  
10/29/12 Sell MDAX long Dürr 352.95 14.790   8/06/12 13.838 -4,884 5,220 336 151,293  263,304 -12,011 251,293
    SDAX short Klöckner 755.94 7.058 8.695 5/21/12 7.834 -5,922 6,573 651 151,944  257,382 -5,438 251,944
    DJ Global Titans Telefónica 601.52 10.070 10.948 10/22/12 10.500 -6,316 6,586 270 152,214  251,066 1,148 252,214
  Buy MDAX Ströer Media 955.35 6.630   1/14/13 6.901 6,334        257,400 -5,186  
    SDAX long ADLER Real Estate 4,008.86 1.580   11/26/12 1.285 6,334        263,734 -11,520  
    MerVal short Pampa Energía 43,743.09 0.145   12/24/12 0.147 6,334        270,068 -17,854  
    DJ Global Titans long Bank of America 879.28 7.204   12/16/13 11.075 6,334        276,402 -24,188  
11/05/12 Sell MIB short UnipolSai 493.96 0.935 28.146 6/27/11 5.130 -2,534 13,903 11,369 163,583  273,868 -10,285 263,583
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 Grifols 579.00 13.025   8/20/12 11.240 -6,508 7,541 1,034 164,617  267,360 -2,743 264,617
    OMXH 25 short Outokumpu 976.20 6.200 6.752 10/22/12 6.470 -6,316 6,591 275 164,892  261,044 3,848 264,892
  Buy MIB long Azimut 722.06 9.304   8/04/14 18.460 6,718        267,762 -2,870  
    OMXH 25 Konecranes 266.06 25.250   11/12/12 24.380 6,718        274,480 -9,588  
11/12/12 Sell BEL 20 short Bekaert 292.68 21.290 21.874 10/22/12 21.580 -6,316 6,402 86 164,978  268,164 -3,186 264,978
    OMXH 25 long Konecranes 266.06 24.380   11/05/12 25.250 -6,718 6,487 -231 164,747  261,446 3,300 264,747
  Buy BEL 20 Galapagos 396.27 16.910   6/24/13 14.210 6,701        268,147 -3,401  
    OMXH 25 short Outokumpu 1,043.77 6.420   12/31/12 7.400 6,701        274,848 -10,102  
11/19/12 Sell SMI long Swiss Re 100.24 54.864   6/18/12 46.620 -4,673 5,500 826 165,573  270,175 -4,602 265,573
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.143 8.148 7/16/12 7.629 -4,807 5,134 327 165,900  265,368 532 265,900
  Buy PSI 20 Impresa 22,965.52 0.290   12/17/12 0.300 6,660        272,028 -6,128  
    SMI Julius Bär 254.97 26.121   12/17/12 27.324 6,660        278,688 -12,788  
    Nikkei (TYO) long Subaru 814.61 8.176   10/07/13 20.003 6,660        285,348 -19,448  
11/26/12 Sell SDAX long ADLER Real Estate 4,008.86 1.285   10/29/12 1.580 -6,334 5,151 -1,183 164,717  279,014 -14,297 264,717
    SLI short Lonza 165.17 36.099 32.909 4/23/12 34.504 -5,699 5,436 -263 164,454  273,315 -8,861 264,454
  Buy SDAX Deutz 1,965.85 3.250   12/10/12 3.138 6,389        279,704 -15,250  
    SLI long Swiss Life 61.30 104.219   6/24/13 120.698 6,389        286,093 -21,639  
12/10/12 Sell SSE 50 short China Unicom 9,731.23 0.413 0.620 6/04/12 0.506 -4,924 6,029 1,105 165,559  281,169 -15,610 265,559
    SDAX Deutz 1,965.85 3.138 3.366 11/26/12 3.250 -6,389 6,617 228 165,787  274,780 -8,993 265,787
    CAC Next 20 Hermes International 28.68 235.500 187.400 10/01/12 211.450 -6,064 5,375 -690 165,097  268,715 -3,618 265,097
  Buy SSE 50 long China Rwy Constr 9,128.49 0.716   4/29/13 0.634 6,536        275,251 -10,154  
    CAC 40 Societe Generale 226.83 28.815   1/14/13 34.140 6,536        281,787 -16,691  
    SDAX ADLER Real Estate 4,668.57 1.400   6/10/13 2.099 6,536        288,323 -23,227  
12/17/12 Sell PSI 20 short Impresa 22,965.52 0.300 0.280 11/19/12 0.290 -6,660 6,430 -230 164,867  281,663 -16,796 264,867
    SMI Julius Bär 254.97 27.324 24.917 11/19/12 26.121 -6,660 6,353 -307 164,560  275,003 -10,443 264,560
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Richemont 105.99 59.929   10/14/13 74.199 6,352        281,355 -16,795  
12/24/12 Sell MerVal short Pampa Energía 43,743.09 0.147 0.143 10/29/12 0.145 -6,334 6,242 -92 164,468  275,021 -10,553 264,468
  Buy   long Gr Fin Galicia 9,100.95 0.697   5/27/13 0.697 6,347        281,368 -16,900  
12/31/12 Sell OMXH 25 short Outokumpu 1,043.77 7.400 5.440 11/12/12 6.420 -6,701 5,678 -1,023 163,446  274,667 -11,222 263,446
  Buy   long Orion 284.01 22.200   3/18/13 22.000 6,305        280,972 -17,527  
1/07/13 Sell OBX 25 long Grieg Seafood 5,024.79 1.707   9/03/12 1.371 -6,891 8,576 1,685 165,130  274,081 -8,951 265,130
    Nikkei (FRA) short Nippon Sheet Glass 328.04 9.100 8.980 5/14/12 9.040 -2,965 2,946 -20 165,111  271,116 -6,005 265,111
      Sharp 76.77 23.550 63.366 5/14/12 38.630 -2,966 4,865 1,899 167,010  268,150 -1,140 267,010
  Buy IBEX 35 long Mediaset Esp 1,166.78 5.696   2/04/13 5.150 6,646        274,796 -7,786  
    OBX 25 short REC Silicon 3,687.51 1.802   1/21/13 1.488 6,646        281,442 -14,432  
    Nikkei (FRA) long Subaru 335.66 9.900   1/14/13 9.907 3,323        284,765 -17,755  
      Shinsei Bank 213.01 15.600   1/14/13 13.840 3,323        288,088 -21,078  
1/14/13 Sell CAC 40 long Societe Generale 226.83 34.140   12/10/12 28.815 -6,536 7,744 1,208 168,218  281,552 -13,334 268,218
    MDAX short Ströer Media 955.35 6.901 6.359 10/29/12 6.630 -6,334 6,075 -259 167,959  275,218 -7,259 267,959
    Nikkei (FRA) long Subaru 335.66 9.907   1/07/13 9.900 -3,323 3,325 2 167,961  271,895 -3,934 267,961
      Shinsei Bank 213.01 13.840   1/07/13 15.600 -3,323 2,948 -375 167,586  268,572 -986 267,586
  Buy CAC 40 short Engie 431.95 15.430   1/28/13 15.390 6,665        275,237 -7,651  
    Nikkei (FRA) Screen 171.03 19.485   2/11/13 16.805 3,333        278,570 -10,983  
1/21/13 Sell OBX 25 short REC Silicon 3,687.51 1.488 2.182 1/07/13 1.802 -6,646 8,048 1,402 168,988  271,924 -2,936 268,988
  Buy   long Grieg Seafood 3,830.34 1.736   1/28/13 1.688 6,651        278,575 -9,587  
1/28/13 Sell CAC 40 short Engie 431.95 15.390 15.470 1/14/13 15.430 -6,665 6,682 17 169,005  271,910 -2,904 269,005
    OBX 25 long Grieg Seafood 3,830.34 1.688   1/21/13 1.736 -6,651 6,466 -185 168,820  265,259 3,562 268,820
  Buy CAC 40 Credit Agricole 877.22 7.762   2/11/13 7.414 6,809        272,068 -3,247  
    OBX 25 short REC Silicon 4,401.99 1.547   2/25/13 1.312 6,809        278,877 -10,056  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,166.78 5.150   1/07/13 5.696 -6,646 6,009 -637 168,183  272,231 -4,048 268,183
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/11/13 Sell CAC 40 long Credit Agricole 877.22 7.414   1/28/13 7.762 -6,809 6,504 -305 167,878  265,422 2,456 267,878
    Nikkei (FRA) short Screen 171.03 16.805 22.592 1/14/13 19.485 -3,333 3,864 531 168,409  262,089 6,320 268,409
    GCX REC Silicon 1,638.26 1.027 11.783 4/23/12 3.479 -5,699 19,304 13,605 182,014  256,390 25,624 282,014
  Buy CAC 40 Orange 975.52 7.883   2/25/13 7.479 7,690        264,080 17,934  
    ÖkoDAX (deprecated) long PNE Wind 2,756.27 2.790   4/29/13 2.700 7,690        271,770 10,244  
    Nikkei (FRA) Subaru 356.02 10.800   8/26/13 18.441 3,845        275,615 6,399  
      Mazda Motor 308.96 12.445   8/26/13 15.485 3,845        279,460 2,554  
    GCX SunPower 1,088.82 7.063   11/25/13 21.795 7,690        287,150 -5,136  
2/18/13 Buy GEX long MBB 374.11 18.500   4/22/13 17.650 6,921        294,071 -12,057  
2/25/13 Sell CAC 40 short Orange 975.52 7.479 8.309 2/11/13 7.883 -7,690 8,105 415 182,430  286,381 -3,952 282,430
    OBX 25 REC Silicon 4,401.99 1.312 1.824 1/28/13 1.547 -6,809 8,031 1,222 183,651  279,572 4,079 283,651
  Buy CAC 40 long Credit Agricole 962.27 7.475   4/22/13 6.300 7,193        286,765 -3,114  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        293,958 -10,307  
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,208.52 6.145 5.259 9/03/12 5.702 -6,891 6,356 -535 183,116  287,067 -3,952 283,116
  Buy   long Mazda Motor 564.87 12.355   4/01/13 11.250 6,979        294,046 -10,931  
3/18/13 Sell OMXH 25 long Orion 284.01 22.000   12/31/12 22.200 -6,305 6,248 -57 183,059  287,741 -4,682 283,059
  Buy   short Outokumpu 1,260.69 5.520   9/16/13 4.600 6,959        294,700 -11,641  
3/25/13 Sell Athex LC long Alpha Bank 102.85 37.850   9/03/12 67.000 -6,891 3,893 -2,998 180,061  287,809 -7,748 280,061
  Buy   short Eurobank Ergasias 26.18 260.000   9/30/13 50.000 6,807        294,616 -14,555  
4/01/13 Sell Topix (FRA) long Mazda Motor 564.87 11.250   3/11/13 12.355 -6,979 6,355 -624 179,437  287,637 -8,200 279,437
  Buy   short Nidec 619.04 10.953   4/15/13 10.948 6,780        294,417 -14,981  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,768.00 3.018   9/17/12 2.431 -6,729 8,355 1,626 181,063  287,688 -6,626 281,063
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 180,766  280,495 271 280,766
    Topix (FRA) short Nidec 619.04 10.948 10.957 4/01/13 10.953 -6,780 6,783 3 180,769  273,715 7,054 280,769
  Buy OBX 25 Frontline 970.61 7.413   10/21/13 8.829 7,195        280,910 -141  
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 614.69 11.705   6/03/13 14.600 7,195        288,105 -7,336  
4/22/13 Sell France long Eurofins Scientific 508.74 15.325   8/13/12 10.355 -5,268 7,796 2,528 183,297  282,837 460 283,297
    HSI Galaxy Entertainment 2,766.65 3.135   8/20/12 2.352 -6,508 8,673 2,165 185,462  276,329 9,133 285,462
    CAC 40 Credit Agricole 962.27 6.300   2/25/13 7.475 -7,193 6,062 -1,131 184,331  269,136 15,195 284,331
    TSX 60 Couche-Tard 973.52 7.405   8/20/12 6.685 -6,508 7,209 701 185,032  262,628 22,404 285,032
    CAC Mid 60 Eurofins Scientific 603.00 15.325   9/10/12 11.000 -6,633 9,241 2,608 187,640  255,995 31,645 287,640
    GEX MBB 374.11 17.650   2/18/13 18.500 -6,921 6,603 -318 187,322  249,074 38,248 287,322
  Buy France short ArcelorMittal 309.63 26.286   5/06/13 29.061 8,139        257,213 30,109  
    HSI China Shenhua HK 3,199.04 2.544   9/16/13 2.475 8,139        265,352 21,970  
    CAC 40 ArcelorMittal 309.63 26.286   8/05/13 28.620 8,139        273,491 13,831  
    TSX 60 Barrick Gold 562.72 14.464   9/30/13 13.729 8,139        281,630 5,692  
    CAC Mid 60 CGG 16.35 497.920   4/29/13 532.320 8,141        289,771 -2,449  
    GEX YOC 1,612.00 5.049   9/23/13 2.219 8,139        297,910 -10,588  
4/29/13 Sell SSE 50 long China Rwy Constr 9,128.49 0.634   12/10/12 0.716 -6,536 5,790 -746 186,576  291,374 -4,798 286,576
    ÖkoDAX (deprecated) PNE Wind 2,756.27 2.700   2/11/13 2.790 -7,690 7,442 -248 186,328  283,684 2,644 286,328
    CAC Mid 60 short CGG 16.35 532.320 463.520 4/22/13 497.920 -8,141 7,579 -562 185,766  275,543 10,223 285,766
  Buy SSE 50 China Northern Rare 3,259.47 2.270   5/06/13 2.286 7,399        282,942 2,824  
    ÖkoDAX (deprecated) SolarWorld 69.77 106.050   4/13/15 14.550 7,399        290,341 -4,575  
5/06/13 Sell France short ArcelorMittal 309.63 29.061 23.511 4/22/13 26.286 -8,139 7,280 -859 184,907  282,202 2,705 284,907
    SSE 50 China Northern Rare 3,259.47 2.286 2.254 4/29/13 2.270 -7,399 7,347 -52 184,854  274,803 10,051 284,854
  Buy   long China Minsheng Bk 7,010.94 1.052   5/13/13 1.064 7,372        282,175 2,679  
5/13/13 Sell   long China Minsheng Bk 7,010.94 1.064   5/06/13 1.052 -7,372 7,461 89 184,943  274,803 10,140 284,943
    HSI-Fin Bank of China (HK) 2,819.26 2.748   9/17/12 2.387 -6,729 7,746 1,017 185,960  268,074 17,886 285,960
  Buy SSE 50 short China Northern Rare 3,207.91 2.368   11/04/13 2.137 7,596        275,670 10,290  
    HSI-Fin Ping An 2,535.38 2.996   10/14/13 2.804 7,596        283,266 2,694  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/27/13 Sell MerVal long Gr Fin Galicia 9,100.95 0.697   12/24/12 0.697 -6,347 6,341 -6 185,954  276,919 9,035 285,954
  Buy   short Pampa Energía 45,294.84 0.163   6/10/13 0.158 7,374        284,293 1,661  
6/03/13 Sell Nordic 30 long Pandora 470.68 26.264   8/13/12 11.192 -5,268 12,362 7,094 193,048  279,025 14,023 293,048
    Topix (FRA) Mazda Motor 614.69 14.600   4/15/13 11.705 -7,195 8,974 1,780 194,827  271,830 22,997 294,827
  Buy Nordic 30 short Equinor 458.18 17.340   7/29/13 16.264 7,945        279,775 15,052  
    Topix (FRA) Inpex 998.99 7.953   11/18/13 8.519 7,945        287,720 7,107  
6/10/13 Sell SDAX long ADLER Real Estate 4,668.57 2.099   12/10/12 1.400 -6,536 9,799 3,263 198,091  281,184 16,907 298,091
    HSI-Prop China Ov Land & Inv 1,406.55 2.124   1/16/12 1.541 -2,167 2,987 820 198,911  279,017 19,894 298,911
      China Res Land 1,533.86 2.183   1/16/12 1.413 -2,168 3,348 1,180 200,091  276,849 23,242 300,091
    MerVal short Pampa Energía 45,294.84 0.158 0.168 5/27/13 0.163 -7,374 7,591 217 200,308  269,475 30,833 300,308
    STI long ThaiBev 23,157.40 0.382   7/02/12 0.212 -4,914 8,837 3,923 204,231  264,561 39,670 304,231
  Buy France short ArcelorMittal 304.96 28.191   7/08/13 26.415 8,597        273,158 31,073  
    SDAX Hypoport 1,149.33 7.480   9/30/13 8.120 8,597        281,755 22,476  
    HSI-Prop Hang Lung 1,673.74 2.568   11/18/13 2.531 4,299        286,054 18,177  
      Sino Land 3,994.52 1.076   11/18/13 1.043 4,299        290,352 13,879  
    MerVal long Telecom Argentina 2,269.66 3.788   6/17/13 3.268 8,597        298,949 5,282  
    CAC Mid 60 short CGG 15.32 561.120   8/05/13 575.840 8,596        307,546 -3,315  
6/17/13 Sell ISEQ 20 long Kerry 81.25 42.250   8/27/12 37.580 -3,053 3,433 379 204,610  304,492 118 304,610
      Smurfit Kappa 466.18 12.270   8/27/12 6.550 -3,053 5,720 2,667 207,277  301,439 5,838 307,277
    MerVal Telecom Argentina 2,269.66 3.268   6/10/13 3.788 -8,597 7,417 -1,180 206,097  292,842 13,256 306,097
    Indices OMXC 20 99.89 70.001   9/10/12 66.404 -6,633 6,992 359 206,457  286,209 20,248 306,457
  Buy ISEQ 20 short C&C Group 964.68 4.233   7/29/13 4.100 4,083        290,292 16,165  
      CRH 261.24 15.631   7/29/13 15.994 4,083        294,376 12,081  
    PSI 20 long Teixeira Duarte 15,124.07 0.540   6/24/13 0.570 8,167        302,543 3,914  
    MerVal short Comercial del Plata 116,173.54 0.070   8/12/13 0.067 8,167        310,710 -4,253  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/24/13 Sell Germany long ADLER Real Estate 5,621.19 2.050   9/10/12 1.180 -6,633 11,523 4,890 211,347  304,077 7,271 311,347
    BEL 20 Galapagos 396.27 14.210   11/12/12 16.910 -6,701 5,631 -1,070 210,277  297,376 12,902 310,277
    PSI 20 Teixeira Duarte 15,124.07 0.570   6/17/13 0.540 -8,167 8,621 454 210,731  289,209 21,522 310,731
    OMXC 20 Genmab 567.61 22.604   7/16/12 8.469 -4,807 12,830 8,023 218,754  284,402 34,353 318,754
    OMXS 30 Electrolux 136.95 19.030   7/23/12 17.722 -2,427 2,606 179 218,933  281,975 36,959 318,933
      Swedbank 176.01 16.871   7/23/12 13.789 -2,427 2,969 543 219,476  279,548 39,928 319,476
    FT 30 Ferguson 1.59 3,452.810   8/06/12 3,068.570 -4,879 5,490 611 220,087  274,669 45,418 320,087
    SLI Swiss Life 61.30 120.698   11/26/12 104.219 -6,389 7,399 1,010 221,097  268,280 52,817 321,097
  Buy Germany short SolarWorld 101.65 91.950   7/29/13 77.250 9,347        277,627 43,470  
    MDAX Salzgitter 367.92 25.405   7/01/13 25.340 9,347        286,974 34,123  
    BEL 20 Aperam 1,123.44 8.320   7/15/13 8.461 9,347        296,321 24,776  
    OMXC 20 FLSmidth 266.81 35.032   7/01/13 34.376 9,347        305,668 15,429  
    OMXS 30 Boliden 489.41 9.549   7/08/13 9.256 4,673        310,341 10,756  
      Tele2 532.40 8.778   7/08/13 9.227 4,673        315,015 6,082  
    FT 30 Man Group 98.13 95.252   7/01/13 100.211 9,347        324,362 -3,265  
    SLI Kühne & Nagel 115.19 81.145   7/08/13 90.725 9,347        333,709 -12,612  
    BAX SFC Energy 1,967.79 4.750   7/01/13 4.650 9,347        343,056 -21,959  
7/01/13 Sell MDAX short Salzgitter 367.92 25.340 25.470 6/24/13 25.405 -9,347 9,371 24 221,121  333,709 -12,588 321,121
    OMXC 20 FLSmidth 266.81 34.376 35.701 6/24/13 35.032 -9,347 9,525 178 221,299  324,362 -3,062 321,299
    FT 30 Man Group 98.13 100.211 90.294 6/24/13 95.252 -9,347 8,861 -487 220,813  315,015 5,798 320,813
    BAX SFC Energy 1,967.79 4.650 4.852 6/24/13 4.750 -9,347 9,548 201 221,014  305,668 15,346 321,014
  Buy MDAX long Dürr 350.41 23.998   7/28/14 30.355 8,409        314,077 6,937  
    OMXC 20 Vestas Wind Systems 3,895.76 2.159   9/01/14 6.373 8,409        322,486 -1,472  
    FT 30 Lloyds Bank 112.31 74.871   9/09/13 90.907 8,409        330,895 -9,881  
    BAX Morphosys 190.49 44.145   4/14/14 58.270 8,409        339,304 -18,290  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/08/13 Sell France short ArcelorMittal 304.96 26.415 30.086 6/10/13 28.191 -8,597 9,175 578 221,592  330,707 -9,115 321,592
    OMXS 30 Boliden 489.41 9.256 9.852 6/24/13 9.549 -4,673 4,822 148 221,740  326,033 -4,293 321,740
      Tele2 532.40 9.227 8.329 6/24/13 8.778 -4,673 4,434 -239 221,501  321,360 141 321,501
    SLI Kühne & Nagel 115.19 90.725 71.565 6/24/13 81.145 -9,347 8,244 -1,104 220,398  312,013 8,385 320,398
  Buy OMXS 30 long Nokia 1,290.02 3.186   10/13/14 6.407 4,109        316,122 4,276  
      Kinnevik 187.93 21.868   10/13/14 22.475 4,110        320,232 166  
    SLI Lonza 136.53 60.201   8/12/13 56.494 8,219        328,451 -8,053  
7/15/13 Sell BEL 20 short Aperam 1,123.44 8.461 8.179 6/24/13 8.320 -9,347 9,189 -158 220,239  319,104 1,135 320,239
  Buy   long KBC 256.27 31.350   10/13/14 40.740 8,034        327,138 -6,899  
7/29/13 Sell Germany short SolarWorld 101.65 77.250 109.447 6/24/13 91.950 -9,347 11,125 1,779 222,018  317,791 4,227 322,018
    ATX long Österreichische Post 194.05 31.600   6/25/12 25.890 -5,024 6,132 1,108 223,126  312,767 10,359 323,126
    ISEQ 20 short C&C Group 964.68 4.100 4.370 6/17/13 4.233 -4,083 4,216 132 223,258  308,684 14,575 323,258
      CRH 261.24 15.994 15.268 6/17/13 15.631 -4,083 3,989 -95 223,164  304,600 18,563 323,164
    Nordic 30 Equinor 458.18 16.264 18.488 6/03/13 17.340 -7,945 8,471 526 223,689  296,655 27,034 323,689
  Buy ATX Raiffeisen Bank Int 379.81 23.085   10/21/13 25.350 8,768        305,423 18,266  
    ISEQ 20 long FBD 281.03 15.600   8/05/13 16.650 4,384        309,807 13,882  
      Smurfit Kappa 306.57 14.300   8/05/13 15.150 4,384        314,191 9,498  
    Nordic 30 Pandora 305.30 28.719   4/28/14 46.257 8,768        322,959 730  
8/05/13 Sell CAC 40 short ArcelorMittal 309.63 28.620 23.952 4/22/13 26.286 -8,139 7,416 -723 222,967  314,820 8,147 322,967
    ISEQ 20 long FBD 281.03 16.650   7/29/13 15.600 -4,384 4,679 295 223,262  310,436 12,826 323,262
      Smurfit Kappa 306.57 15.150   7/29/13 14.300 -4,384 4,645 261 223,522  306,052 17,470 323,522
    CAC Mid 60 short CGG 15.32 575.840 546.400 6/10/13 561.120 -8,596 8,371 -226 223,297  297,456 25,841 323,297
  Buy ISEQ 20 C&C Group 1,053.85 4.141   9/09/13 4.285 4,364        301,820 21,477  
      Flutter 71.54 61.000   9/09/13 61.200 4,364        306,184 17,113  
8/12/13 Sell MerVal short Comercial del Plata 116,173.54 0.067 0.074 6/17/13 0.070 -8,167 8,574 407 223,704  298,017 25,687 323,704
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI long Lonza 136.53 56.494   7/08/13 60.201 -8,219 7,713 -506 223,198  289,798 33,400 323,198
  Buy MerVal Telecom Argentina 2,114.63 4.215   2/10/14 2.998 8,914        298,712 24,486  
    Indices Merval 17.78 501.316   8/04/14 750.468 8,913        307,625 15,573  
8/26/13 Sell Nikkei (FRA) long Subaru 356.02 18.441   2/11/13 10.800 -3,845 6,565 2,720 225,918  303,780 22,138 325,918
      Mazda Motor 308.96 15.485   2/11/13 12.445 -3,845 4,784 939 226,857  299,935 26,922 326,857
  Buy PSI 20 Teixeira Duarte 13,200.00 0.670   9/02/13 0.650 8,844        308,779 18,078  
    Nikkei (FRA) short Nikon 336.27 13.150   9/09/13 12.596 4,422        313,201 13,656  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,200.00 0.650   8/26/13 0.670 -8,844 8,580 -264 226,593  304,357 22,236 326,593
9/09/13 Sell ISEQ 20 short C&C Group 1,053.85 4.285 3.997 8/05/13 4.141 -4,364 4,212 -152 226,441  299,993 26,448 326,441
      Flutter 71.54 61.200 60.800 8/05/13 61.000 -4,364 4,350 -14 226,427  295,629 30,798 326,427
    FT 30 long Lloyds Bank 112.31 90.907   7/01/13 74.871 -8,409 10,210 1,801 228,228  287,220 41,008 328,228
    Nikkei (FRA) short Nikon 336.27 12.596 13.728 8/26/13 13.150 -4,422 4,616 195 228,423  282,798 45,624 328,423
  Buy IBEX 35 long Siemens Gamesa 1,738.10 5.380   12/16/13 7.030 9,351        292,149 36,273  
    ISEQ 20 Bank of Ireland 660.38 7.080   10/14/13 6.960 4,675        296,825 31,598  
      Smurfit Kappa 293.13 15.950   10/14/13 17.020 4,675        301,500 26,922  
    PSI 20 Impresa 13,751.47 0.680   9/16/13 0.670 9,351        310,851 17,571  
    FT 30 short Man Group 88.69 105.435   10/14/13 92.741 9,351        320,202 8,220  
    Nikkei (FRA) long Furukawa Co 279.47 16.730   9/30/13 17.160 4,676        324,878 3,545  
      Tokyo Electric Power 1,195.78 3.910   9/30/13 4.520 4,676        329,553 -1,131  
9/16/13 Sell HSI short China Shenhua HK 3,199.04 2.475 2.615 4/22/13 2.544 -8,139 8,366 227 228,649  321,414 7,235 328,649
    OMXH 25 Outokumpu 1,260.69 4.600 6.624 3/18/13 5.520 -6,959 8,351 1,392 230,041  314,455 15,586 330,041
    PSI 20 long Impresa 13,751.47 0.670   9/09/13 0.680 -9,351 9,213 -138 229,904  305,104 24,799 329,904
  Buy HSI Galaxy Entertainment 1,656.89 5.352   12/23/13 6.370 8,867        313,971 15,932  
    OMXH 25 Nokia 1,878.60 4.720   10/21/13 5.265 8,867        322,838 7,065  
9/23/13 Sell GEX short YOC 1,612.00 2.219 11.488 4/22/13 5.049 -8,139 18,519 10,380 240,284  314,699 25,584 340,284
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 long Teixeira Duarte 13,857.58 0.660   12/09/13 0.920 9,146        323,845 16,438  
    GEX Manz 170.73 53.570   4/14/14 65.730 9,146        332,991 7,292  
9/30/13 Sell SDAX short Hypoport 1,149.33 8.120 6.840 6/10/13 7.480 -8,597 7,861 -736 239,548  324,394 15,154 339,548
    TSX 60 Barrick Gold 562.72 13.729 15.238 4/22/13 14.464 -8,139 8,574 435 239,983  316,255 23,728 339,983
    Athex LC Eurobank Ergasias 26.18 50.000 1,352.000 3/25/13 260.000 -6,807 35,395 28,589 268,572  309,448 59,124 368,572
    Nikkei (FRA) long Furukawa Co 279.47 17.160   9/09/13 16.730 -4,676 4,796 120 268,692  304,773 63,919 368,692
      Tokyo Electric Power 1,195.78 4.520   9/09/13 3.910 -4,676 5,405 729 269,422  300,097 69,324 369,422
  Buy SDAX ADLER Real Estate 3,717.97 2.950   10/14/13 3.079 10,968        311,065 58,356  
    HSI-C&I Galaxy Entertainment 2,119.79 5.174   2/03/14 7.265 10,968        322,033 47,388  
    TSX 60 Bausch Health 142.67 76.879   9/29/14 102.197 10,968        333,002 36,420  
    Athex LC Aegean Airlines 2,611.43 4.200   1/27/14 7.210 10,968        343,970 25,452  
    Nikkei (FRA) short Nikon 419.27 13.080   11/04/13 13.433 5,484        349,454 19,968  
    CAC Next 20 SES 518.58 21.150   10/07/13 21.020 10,968        360,422 9,000  
10/07/13 Sell   short SES 518.58 21.020 21.281 9/30/13 21.150 -10,968 11,036 68 269,489  349,454 20,036 369,489
    Nikkei (TYO) long Subaru 814.61 20.003   11/19/12 8.176 -6,660 16,295 9,635 279,124  342,794 36,330 379,124
  Buy CAC Next 20 EDF 437.12 23.760   10/28/13 25.570 10,386        353,180 25,944  
    Nikkei (TYO) short Nikon 821.00 12.650   10/14/13 13.191 10,386        363,566 15,559  
10/14/13 Sell SDAX long ADLER Real Estate 3,717.97 3.079   9/30/13 2.950 -10,968 11,448 480 279,604  352,598 27,006 379,604
    HSI-Fin short Ping An 2,535.38 2.804 3.201 5/13/13 2.996 -7,596 8,116 520 280,124  345,002 35,122 380,124
    ISEQ 20 long Bank of Ireland 660.38 6.960   9/09/13 7.080 -4,675 4,596 -79 280,045  340,326 39,718 380,045
      Smurfit Kappa 293.13 17.020   9/09/13 15.950 -4,675 4,989 314 280,358  335,651 44,707 380,358
    FT 30 short Man Group 88.69 92.741 119.865 9/09/13 105.435 -9,351 10,631 1,280 281,638  326,300 55,338 381,638
    SMI long Richemont 105.99 74.199   12/17/12 59.929 -6,352 7,864 1,512 283,150  319,948 63,203 383,150
    Nikkei (TYO) short Nikon 821.00 13.191 12.110 10/07/13 12.650 -10,386 9,942 -444 282,707  309,562 73,145 382,707
  Buy HSI-Fin long AIA 3,107.46 3.667   1/06/14 3.604 11,396        320,958 61,749  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 short C&C Group 1,356.67 4.200   10/28/13 4.008 5,698        326,656 56,051  
      Flutter 100.04 56.960   10/28/13 56.500 5,698        332,354 50,352  
    FT 30 long ITV 52.30 217.888   12/02/13 228.772 11,396        343,750 38,957  
    Nikkei (TYO) Tokyo Electric Power 2,919.43 3.904   11/04/13 3.961 11,396        355,146 27,561  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.81 25.350 20.820 7/29/13 23.085 -8,768 7,908 -860 281,846  346,378 35,468 381,846
    OMXH 25 long Nokia 1,878.60 5.265   9/16/13 4.720 -8,867 9,891 1,024 282,870  337,511 45,359 382,870
    OBX 25 short Frontline 970.61 8.829 5.997 4/15/13 7.413 -7,195 5,821 -1,374 281,496  330,316 51,180 381,496
  Buy ATX long Wienerberger 827.86 13.065   8/11/14 11.525 10,816        341,132 40,364  
    SDAX ADLER Real Estate 3,617.39 2.990   3/31/14 5.100 10,816        351,948 29,548  
    OMXH 25 short YIT 1,087.04 9.950   10/28/13 10.035 10,816        362,764 18,732  
    OBX 25 long REC Silicon 3,052.00 3.544   12/16/13 2.538 10,816        373,580 7,916  
10/28/13 Sell ISEQ 20 short C&C Group 1,356.67 4.008 4.401 10/14/13 4.200 -5,698 5,971 273 281,769  367,882 13,887 381,769
      Flutter 100.04 56.500 57.424 10/14/13 56.960 -5,698 5,745 46 281,815  362,184 19,632 381,815
    OMXH 25 YIT 1,087.04 10.035 9.865 10/21/13 9.950 -10,816 10,724 -92 281,723  351,367 30,355 381,723
    CAC Next 20 long EDF 437.12 25.570   10/07/13 23.760 -10,386 11,177 791 282,514  340,982 41,532 382,514
  Buy ISEQ 20 Bank of Ireland 690.17 7.680   11/25/13 8.040 5,301        346,282 36,232  
      Smurfit Kappa 307.99 17.210   11/25/13 17.550 5,301        351,583 30,931  
    OMXH 25 Nokia 2,137.30 4.960   11/11/13 5.770 10,601        362,184 20,330  
    CAC Next 20 short STMicroelectronics 1,895.40 5.593   11/11/13 5.653 10,601        372,785 9,729  
11/04/13 Sell SSE 50 short China Northern Rare 3,207.91 2.137 2.623 5/13/13 2.368 -7,596 8,416 820 283,334  365,188 18,145 383,334
    Nikkei (FRA) Nikon 419.27 13.433 12.727 9/30/13 13.080 -5,484 5,336 -148 283,186  359,704 23,481 383,186
    Nikkei (TYO) long Tokyo Electric Power 2,919.43 3.961   10/14/13 3.904 -11,396 11,564 168 283,354  348,308 35,046 383,354
  Buy SSE 50 Shanghai Oriental 2,378.40 4.398   12/23/13 4.388 10,459        358,767 24,587  
    Nikkei (FRA) Softbank Group 183.17 28.550   12/16/13 30.884 5,230        363,997 19,357  
      Tokyo Electric Power 1,319.25 3.964   12/16/13 3.730 5,230        369,226 14,128  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nikon 778.40 13.437   11/18/13 13.220 10,459        379,685 3,669  
11/11/13 Sell OMXH 25 long Nokia 2,137.30 5.770   10/28/13 4.960 -10,601 12,332 1,731 285,085  369,084 16,001 385,085
    CAC Next 20 short STMicroelectronics 1,895.40 5.653 5.533 10/28/13 5.593 -10,601 10,487 -114 284,972  358,483 26,488 384,972
  Buy OMXH 25 Outokumpu 2,938.86 3.500   12/02/13 3.690 10,286        368,769 16,202  
    CAC Next 20 long EDF 397.45 25.880   12/09/13 26.640 10,286        379,055 5,916  
11/18/13 Sell HSI-Prop short Hang Lung 1,673.74 2.531 2.606 6/10/13 2.568 -4,299 4,362 64 285,035  374,757 10,278 385,035
      Sino Land 3,994.52 1.043 1.110 6/10/13 1.076 -4,299 4,436 137 285,172  370,458 14,714 385,172
    Topix (FRA) Inpex 998.99 8.519 7.387 6/03/13 7.953 -7,945 7,380 -565 284,607  362,514 22,093 384,607
    Nikkei (TYO) Nikon 778.40 13.220 13.657 11/04/13 13.437 -10,459 10,630 171 284,778  352,055 32,724 384,778
  Buy HSI-Prop long CK Hutchison 440.31 11.852   2/10/14 10.645 5,219        357,273 27,505  
      China Ov Land & Inv 2,248.67 2.321   2/10/14 1.876 5,218        362,492 22,287  
    Topix (FRA) Softbank Group 364.37 28.644   11/25/13 31.950 10,437        372,929 11,850  
    Nikkei (TYO) Minebea Mitsumi 2,078.55 5.021   3/03/14 6.187 10,437        383,366 1,413  
11/25/13 Sell ISEQ 20 long Bank of Ireland 690.17 8.040   10/28/13 7.680 -5,301 5,549 248 285,027  378,065 6,962 385,027
      Smurfit Kappa 307.99 17.550   10/28/13 17.210 -5,301 5,405 105 285,131  372,765 12,367 385,131
    Topix (FRA) Softbank Group 364.37 31.950   11/18/13 28.644 -10,437 11,641 1,204 286,336  362,328 24,008 386,336
    GCX SunPower 1,088.82 21.795   2/11/13 7.063 -7,690 23,731 16,041 302,376  354,638 47,739 402,376
  Buy ISEQ 20 short Flutter 100.34 56.070   12/02/13 56.450 5,626        360,264 42,113  
      Ryanair 964.68 5.832   12/02/13 6.109 5,626        365,890 36,487  
    Topix (FRA) Komatsu 719.30 15.643   6/09/14 16.815 11,252        377,142 25,235  
    GCX Aurubis 265.53 42.375   1/06/14 43.845 11,252        388,393 13,983  
12/02/13 Sell ISEQ 20 short Flutter 100.34 56.450 55.690 11/25/13 56.070 -5,626 5,588 -38 302,338  382,767 19,571 402,338
      Ryanair 964.68 6.109 5.555 11/25/13 5.832 -5,626 5,359 -267 302,071  377,141 24,930 402,071
    OMXH 25 Outokumpu 2,938.86 3.690 3.310 11/11/13 3.500 -10,286 9,728 -558 301,513  366,855 34,657 401,513
    FT 30 long ITV 52.30 228.772   10/14/13 217.888 -11,396 11,965 569 302,082  355,460 46,622 402,082
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 Bank of Ireland 672.48 8.340   4/14/14 8.250 5,608        361,068 41,014  
      Smurfit Kappa 325.32 17.240   4/14/14 17.010 5,609        366,677 35,405  
    OMXH 25 Nokia 1,898.29 5.909   12/09/13 5.850 11,217        377,894 24,188  
12/09/13 Sell   long Nokia 1,898.29 5.850   12/02/13 5.909 -11,217 11,105 -112 301,970  366,677 35,293 401,970
    PSI 20 Teixeira Duarte 13,857.58 0.920   9/23/13 0.660 -9,146 12,749 3,603 305,573  357,531 48,042 405,573
    CAC Next 20 EDF 397.45 26.640   11/11/13 25.880 -10,286 10,588 302 305,875  347,245 58,630 405,875
  Buy OMXH 25 short Metso Outotec 1,733.91 6.697   5/12/14 8.620 11,612        358,857 47,018  
    CAC Next 20 STMicroelectronics 2,130.64 5.450   1/13/14 5.763 11,612        370,469 35,406  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,738.10 7.030   9/09/13 5.380 -9,351 12,219 2,868 308,743  361,118 47,625 408,743
    OBX 25 REC Silicon 3,052.00 2.538   10/21/13 3.544 -10,816 7,745 -3,071 305,672  350,302 55,370 405,672
    Nikkei (FRA) Softbank Group 183.17 30.884   11/04/13 28.550 -5,230 5,657 428 306,099  345,072 61,027 406,099
      Tokyo Electric Power 1,319.25 3.730   11/04/13 3.964 -5,230 4,921 -309 305,790  339,843 65,947 405,790
    DJ Global Titans Bank of America 879.28 11.075   10/29/12 7.204 -6,334 9,738 3,404 309,194  333,509 75,685 409,194
  Buy IBEX 35 short Acciona 304.85 39.760   1/20/14 48.255 12,121        345,630 63,564  
    OBX 25 TGS-NOPEC 714.17 16.972   12/23/13 17.469 12,121        357,751 51,443  
    Nikkei (FRA) Nitto Denko 209.12 28.981   12/30/13 30.258 6,061        363,811 45,383  
      Pacific Metals 243.79 24.860   12/30/13 26.180 6,061        369,872 39,322  
    CAC Mid 60 Adocia 2,122.77 5.710   12/23/13 5.660 12,121        381,993 27,201  
    DJ Global Titans IBM 93.79 129.242   12/23/13 133.044 12,122        394,115 15,080  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,378.40 4.388   11/04/13 4.398 -10,459 10,437 -22 309,172  383,656 25,516 409,172
    HSI Galaxy Entertainment 1,656.89 6.370   9/16/13 5.352 -8,867 10,555 1,688 310,859  374,789 36,071 410,859
    OBX 25 short TGS-NOPEC 714.17 17.469 16.475 12/16/13 16.972 -12,121 11,766 -355 310,504  362,667 47,837 410,504
    CAC Mid 60 Adocia 2,122.77 5.660 5.760 12/16/13 5.710 -12,121 12,228 107 310,611  350,546 60,065 410,611
    DJ Global Titans IBM 93.79 133.044 125.440 12/16/13 129.242 -12,122 11,765 -357 310,255  338,425 71,830 410,255
  Buy SSE 50 Poly Developments 18,810.68 0.641   6/02/14 0.591 12,052        350,477 59,778  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 long Impresa 11,056.88 1.090   5/12/14 1.759 12,052        362,529 47,726  
    OBX 25 DNO International 4,146.71 2.906   2/17/14 2.830 12,052        374,581 35,674  
    FT 30 Int Cons Airlines 25.56 471.516   1/27/14 485.635 12,052        386,633 23,622  
    DJ Global Titans Alphabet A 590.32 20.416   10/27/14 21.652 12,052        398,685 11,570  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 209.12 30.258 27.704 12/16/13 28.981 -6,061 5,793 -267 309,988  392,624 17,363 409,988
      Pacific Metals 243.79 26.180 23.540 12/16/13 24.860 -6,061 5,739 -322 309,666  386,564 23,102 409,666
  Buy   long Minebea Mitsumi 1,025.89 5.273   2/10/14 6.030 5,410        391,973 17,693  
      Softbank Group 171.05 31.625   2/10/14 27.751 5,409        397,383 12,283  
1/06/14 Sell HSI-Fin long AIA 3,107.46 3.604   10/14/13 3.667 -11,396 11,201 -195 309,470  385,987 23,484 409,470
    GCX short Aurubis 265.53 43.845 40.905 11/25/13 42.375 -11,252 10,862 -390 309,080  374,735 34,345 409,080
  Buy HSI-Fin ICBC 23,625.32 0.469   6/02/14 0.478 11,085        385,820 23,260  
    GCX long Vestas Wind Systems 2,221.75 4.989   2/03/14 4.789 11,085        396,905 12,175  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,130.64 5.763 5.137 12/09/13 5.450 -11,612 10,945 -667 308,413  385,293 23,120 408,413
1/20/14 Sell IBEX 35 short Acciona 304.85 48.255 31.265 12/16/13 39.760 -12,121 9,531 -2,590 305,824  373,172 32,652 405,824
  Buy   long Siemens Gamesa 1,296.55 8.454   1/27/14 7.622 10,961        384,133 21,691  
    NZX 50 short Chorus 11,700.47 0.937   6/02/14 1.063 10,961        395,094 10,730  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,296.55 7.622   1/20/14 8.454 -10,961 9,882 -1,079 304,745  384,133 20,612 404,745
    Athex LC Aegean Airlines 2,611.43 7.210   9/30/13 4.200 -10,968 18,828 7,860 312,605  373,165 39,440 412,605
    FT 30 Int Cons Airlines 25.56 485.635   12/23/13 471.516 -12,052 12,413 361 312,966  361,113 51,853 412,966
  Buy IBEX 35 short Repsol 663.05 17.525   2/17/14 17.625 11,620        372,733 40,233  
    Athex LC Eurobank Ergasias 237.14 49.000   5/09/16 0.875 11,620        384,353 28,613  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,119.79 7.265   9/30/13 5.174 -10,968 15,399 4,431 317,397  373,385 44,013 417,397
    GCX Vestas Wind Systems 2,221.75 4.789   1/06/14 4.989 -11,085 10,640 -445 316,953  362,300 54,653 416,953
  Buy FT 30 Int Cons Airlines 23.60 499.638   2/10/14 509.014 11,791        374,091 42,862  
    GCX short Aurubis 290.39 40.600   3/03/14 38.880 11,790        385,881 31,072  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/10/14 Sell HSI-Prop long CK Hutchison 440.31 10.645   11/18/13 11.852 -5,219 4,687 -531 316,422  380,663 35,759 416,422
      China Ov Land & Inv 2,248.67 1.876   11/18/13 2.321 -5,218 4,218 -1,000 315,421  375,444 39,977 415,421
    MerVal Telecom Argentina 2,114.63 2.998   8/12/13 4.215 -8,914 6,341 -2,574 312,848  366,530 46,318 412,848
    FT 30 Int Cons Airlines 23.60 509.014   2/03/14 499.638 -11,791 12,013 221 313,069  354,739 58,331 413,069
    Nikkei (FRA) Minebea Mitsumi 1,025.89 6.030   12/30/13 5.273 -5,410 6,186 777 313,846  349,329 64,517 413,846
      Softbank Group 171.05 27.751   12/30/13 31.625 -5,409 4,747 -663 313,183  343,920 69,263 413,183
  Buy HSI-Prop short New World Dev 1,708.84 3.529   7/28/14 3.549 6,031        349,950 63,233  
      The Wharf 3,259.20 1.850   7/28/14 2.205 6,031        355,981 57,202  
    Nikkei (FRA) Hitachi Zosen 1,414.61 4.263   6/30/14 3.700 6,030        362,011 51,172  
      Nitto Denko 192.69 31.297   6/30/14 33.890 6,031        368,042 45,141  
2/17/14 Sell IBEX 35 short Repsol 663.05 17.625 17.425 1/27/14 17.525 -11,620 11,554 -66 313,117  356,422 56,695 413,117
    OBX 25 long DNO International 4,146.71 2.830   12/23/13 2.906 -12,052 11,736 -316 312,801  344,370 68,431 412,801
  Buy IBEX 35 Siemens Gamesa 1,440.55 8.351   3/10/14 8.580 12,030        356,400 56,401  
    OBX 25 short Petroleum Geo-Srvcs 1,581.85 7.605   6/02/14 7.980 12,030        368,430 44,371  
2/24/14 Buy MerVal long Edenor 36,340.22 0.315   12/15/14 0.569 11,429        379,859 32,942  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,078.55 6.187   11/18/13 5.021 -10,437 12,859 2,422 315,223  369,422 45,801 415,223
    GCX short Aurubis 290.39 38.880 42.396 2/03/14 40.600 -11,790 12,311 522 315,744  357,632 58,112 415,744
  Buy Nikkei (TYO) Hitachi Zosen 3,017.47 3.926   3/31/14 3.419 11,846        369,478 46,266  
    GCX long Vestas Wind Systems 2,367.50 5.004   4/14/14 5.847 11,846        381,324 34,420  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,440.55 8.580   2/17/14 8.351 -12,030 12,360 330 316,074  369,294 46,780 416,074
  Buy   short Inditex 551.79 20.970   6/09/14 21.750 11,571        380,865 35,209  
3/31/14 Sell SDAX long ADLER Real Estate 3,617.39 5.100   10/21/13 2.990 -10,816 18,449 7,633 323,707  370,049 53,658 423,707
    Nikkei (TYO) short Hitachi Zosen 3,017.47 3.419 4.508 3/03/14 3.926 -11,846 13,604 1,758 325,465  358,203 67,262 425,465
  Buy SDAX Koenig & Bauer 1,001.46 12.300   5/05/14 11.730 12,318        370,521 54,944  
    Nikkei (TYO) long Minebea Mitsumi 1,911.81 6.443   4/07/14 6.630 12,318        382,839 42,626  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/07/14 Sell   long Minebea Mitsumi 1,911.81 6.630   3/31/14 6.443 -12,318 12,675 357 325,821  370,521 55,301 425,821
  Buy   short Hitachi Zosen 3,483.85 3.453   7/28/14 3.842 12,028        382,549 43,273  
4/14/14 Sell ISEQ 20 long Bank of Ireland 672.48 8.250   12/02/13 8.340 -5,608 5,548 -61 325,761  376,940 48,820 425,761
      Smurfit Kappa 325.32 17.010   12/02/13 17.240 -5,609 5,534 -75 325,686  371,332 54,354 425,686
    BAX Morphosys 190.49 58.270   7/01/13 44.145 -8,409 11,100 2,691 328,377  362,923 65,454 428,377
    GEX Manz 170.73 65.730   9/23/13 53.570 -9,146 11,222 2,076 330,453  353,777 76,676 430,453
    GCX Vestas Wind Systems 2,367.50 5.847   3/03/14 5.004 -11,846 13,842 1,996 332,449  341,931 90,518 432,449
  Buy ISEQ 20 short C&C Group 1,459.15 4.480   1/19/15 3.322 6,537        348,468 83,981  
      Flutter 121.98 53.590   1/19/15 66.350 6,537        355,005 77,444  
    BAX Adva 4,081.80 3.203   4/21/14 3.210 13,074        368,079 64,370  
    GEX 4SC 456.15 28.662   1/26/15 18.284 13,074        381,153 51,296  
    GCX EJR 253.93 51.487   4/28/14 51.524 13,074        394,227 38,222  
4/21/14 Sell BAX short Adva 4,081.80 3.210 3.196 4/14/14 3.203 -13,074 13,045 -29 332,420  381,153 51,267 432,420
  Buy   long Sixt 417.97 28.930   5/05/14 28.890 12,092        393,244 39,176  
4/28/14 Sell Nordic 30 long Pandora 305.30 46.257   7/29/13 28.719 -8,768 14,122 5,354 337,774  384,477 53,298 437,774
    GCX short EJR 253.93 51.524 51.450 4/14/14 51.487 -13,074 13,065 -9 337,765  371,403 66,362 437,765
  Buy Germany SolarWorld 408.26 30.870   6/09/14 16.900 12,603        384,006 53,759  
    Nordic 30 Carlsberg A 170.74 73.812   5/05/14 74.896 12,603        396,608 41,157  
    GCX long Vestas Wind Systems 2,045.21 6.162   5/19/14 7.076 12,603        409,211 28,554  
5/05/14 Sell SDAX short Koenig & Bauer 1,001.46 11.730 12.898 3/31/14 12.300 -12,318 12,917 599 338,363  396,893 41,470 438,363
    Nordic 30 Carlsberg A 170.74 74.896 72.728 4/28/14 73.812 -12,603 12,418 -185 338,178  384,291 53,888 438,178
    BAX long Sixt 417.97 28.890   4/21/14 28.930 -12,092 12,075 -17 338,162  372,199 65,963 438,162
  Buy SDAX ADLER Real Estate 2,513.06 5.015   5/19/14 5.000 12,603        384,802 53,360  
    Nordic 30 Pandora 258.63 48.729   9/15/14 59.766 12,603        397,405 40,757  
    BAX short Adva 3,938.44 3.200   6/09/14 3.196 12,603        410,008 28,154  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/12/14 Sell OMXH 25 short Metso Outotec 1,733.91 8.620 4.774 12/09/13 6.697 -11,612 8,278 -3,334 334,827  398,396 36,432 434,827
    PSI 20 long Impresa 11,056.88 1.759   12/23/13 1.090 -12,052 19,449 7,397 342,224  386,344 55,881 442,224
  Buy OMXH 25 Outokumpu 1,864.07 6.680   5/19/14 6.250 12,452        398,796 43,429  
5/19/14 Sell SDAX long ADLER Real Estate 2,513.06 5.000   5/05/14 5.015 -12,603 12,565 -38 342,187  386,193 55,994 442,187
    OMXH 25 Outokumpu 1,864.07 6.250   5/12/14 6.680 -12,452 11,650 -802 341,385  373,741 67,645 441,385
    GCX Vestas Wind Systems 2,045.21 7.076   4/28/14 6.162 -12,603 14,473 1,870 343,255  361,138 82,117 443,255
  Buy HSI Citic Pacific 10,138.95 1.295   11/10/14 1.393 13,134        374,272 68,983  
    SDAX short WCM 8,091.92 1.623   5/26/14 1.623 13,134        387,406 55,849  
    OMXH 25 YIT 1,774.86 7.400   1/26/15 5.508 13,134        400,540 42,715  
    GCX Energy Recovery 3,896.75 3.371   3/02/15 3.076 13,134        413,674 29,581  
5/26/14 Sell SDAX short WCM 8,091.92 1.623 1.623 5/19/14 1.623 -13,134 13,134 0 343,255  400,540 42,715  
  Buy   long ADLER Real Estate 2,208.91 5.500   6/09/14 6.050 12,149        412,689 30,566  
    HSI-C&I Tencent 1,194.63 10.170   10/06/14 12.196 12,149        424,838 18,417  
6/02/14 Sell SSE 50 short Poly Developments 18,810.68 0.591 0.695 12/23/13 0.641 -12,052 13,068 1,016 344,270  412,786 31,485 444,270
    HSI-Fin ICBC 23,625.32 0.478 0.460 1/06/14 0.469 -11,085 10,877 -208 344,063  401,701 42,362 444,063
    OBX 25 Petroleum Geo-Srvcs 1,581.85 7.980 7.230 2/17/14 7.605 -12,030 11,437 -593 343,470  389,671 53,799 443,470
    NZX 50 Chorus 11,700.47 1.063 0.811 1/20/14 0.937 -10,961 9,484 -1,477 341,993  378,710 63,284 441,993
  Buy SSE 50 long Sinolink Secs 10,983.48 1.150   6/23/14 1.117 12,631        391,341 50,653  
    HSI-Fin HK Exchgs & Clrg 922.95 13.685   9/29/14 17.213 12,631        403,972 38,022  
    OBX 25 Grieg Seafood 3,744.29 3.373   6/30/14 3.430 12,631        416,603 25,391  
    FT 30 National Grid 11.45 1,103.450   6/09/14 1,037.210 12,635        429,237 12,756  
    NZX 50 Tourism 18,140.17 0.696   7/21/14 0.758 12,631        441,868 125  
6/09/14 Sell Germany short SolarWorld 408.26 16.900 56.388 4/28/14 30.870 -12,603 23,021 10,418 352,411  429,265 23,146 452,411
    SDAX long ADLER Real Estate 2,208.91 6.050   5/26/14 5.500 -12,149 13,364 1,215 353,626  417,116 36,510 453,626
    IBEX 35 short Inditex 551.79 21.750 20.190 3/10/14 20.970 -11,571 11,141 -430 353,196  405,545 47,651 453,196
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 long National Grid 11.45 1,037.210   6/02/14 1,103.450 -12,635 11,876 -758 352,437  392,910 59,527 452,437
    Topix (FRA) short Komatsu 719.30 16.815 14.471 11/25/13 15.643 -11,252 10,409 -843 351,594  381,658 69,936 451,594
    BAX Adva 3,938.44 3.196 3.204 5/05/14 3.200 -12,603 12,619 16 351,610  369,055 82,555 451,610
  Buy SDAX WCM 8,349.64 1.599   12/29/14 1.381 13,354        382,409 69,201  
    FT 30 Tesco 29.00 460.539   11/17/14 306.530 13,356        395,765 55,845  
    Topix (FRA) long Fujitsu 266.92 50.030   9/15/14 48.100 13,354        409,119 42,491  
    BAX Cancom 676.49 19.740   6/16/14 18.403 13,354        422,473 29,137  
6/16/14 Sell   long Cancom 676.49 18.403   6/09/14 19.740 -13,354 12,449 -905 350,705  409,119 41,586 450,705
  Buy IBEX 35 short ArcelorMittal 375.33 32.790   3/02/15 28.860 12,307        421,426 29,279  
    BAX Adva 3,924.43 3.136   6/23/14 3.096 12,307        433,733 16,972  
6/23/14 Sell SSE 50 long Sinolink Secs 10,983.48 1.117   6/02/14 1.150 -12,631 12,269 -362 350,343  421,102 29,241 450,343
    BAX short Adva 3,924.43 3.096 3.177 6/16/14 3.136 -12,307 12,466 159 350,502  408,795 41,707 450,502
  Buy SSE 50 Kangmei Pharma 14,274.94 0.862   7/07/14 0.868 12,305        421,100 29,402  
    CAC Next 20 Arkema 174.16 70.655   1/26/15 62.720 12,305        433,405 17,096  
    CAC Mid 60 CGG 35.84 343.360   1/19/15 153.600 12,306        445,711 4,790  
    BAX long Wacker Neuson 742.61 16.570   7/14/14 17.170 12,305        458,017 -7,515  
6/30/14 Sell OBX 25 long Grieg Seafood 3,744.29 3.430   6/02/14 3.373 -12,631 12,843 212 350,713  445,386 5,328 450,713
    Nikkei (FRA) short Hitachi Zosen 1,414.61 3.700 4.912 2/10/14 4.263 -6,030 6,948 918 351,631  439,355 12,276 451,631
      Nitto Denko 192.69 33.890 28.704 2/10/14 31.297 -6,031 5,531 -500 351,131  433,324 17,807 451,131
  Buy OBX 25 Norwegian 4.89 2,398.530   7/07/14 2,546.850 11,729        445,053 6,078  
    Nikkei (FRA) long Fujitsu 106.59 54.990   8/17/15 44.550 5,861        450,915 217  
      Minebea Mitsumi 712.73 8.224   8/17/15 12.573 5,861        456,776 -5,645  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,274.94 0.868 0.856 6/23/14 0.862 -12,305 12,214 -91 351,040  444,471 6,569 451,040
    OBX 25 Norwegian 4.89 2,546.850 2,250.210 6/30/14 2,398.530 -11,729 11,004 -725 350,315  432,742 17,572 450,315
  Buy SSE 50 long AECC Aviation Power 3,930.58 2.976   8/03/15 7.097 11,697        444,439 5,875  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 SalMar 867.74 13.480   7/28/14 14.639 11,697        456,136 -5,821  
7/14/14 Sell BAX long Wacker Neuson 742.61 17.170   6/23/14 16.570 -12,305 12,751 446 350,760  443,831 6,929 450,760
7/21/14 Sell NZX 50 long Tourism 18,140.17 0.758   6/02/14 0.696 -12,631 13,748 1,117 351,878  431,200 20,678 451,878
  Buy France short CGG 44.19 267.296   12/29/14 160.352 11,812        443,012 8,866  
    NZX 50 a2 Milk 30,150.59 0.392   7/28/14 0.401 11,813        454,825 -2,947  
7/28/14 Sell MDAX long Dürr 350.41 30.355   7/01/13 23.998 -8,409 10,637 2,228 354,105  446,416 7,689 454,105
    HSI-Prop short New World Dev 1,708.84 3.549 3.509 2/10/14 3.529 -6,031 5,997 -34 354,072  440,386 13,686 454,072
      The Wharf 3,259.20 2.205 1.496 2/10/14 1.850 -6,031 4,876 -1,154 352,917  434,355 18,562 452,917
    OBX 25 long SalMar 867.74 14.639   7/07/14 13.480 -11,697 12,703 1,006 353,923  422,658 31,265 453,923
    NZX 50 short a2 Milk 30,150.59 0.401 0.383 7/21/14 0.392 -11,813 11,545 -268 353,655  410,845 42,810 453,655
    Nikkei (TYO) Hitachi Zosen 3,483.85 3.842 3.063 4/07/14 3.453 -12,028 10,671 -1,357 352,297  398,817 53,480 452,297
  Buy Germany SolarWorld 842.93 15.000   1/12/15 12.350 12,644        411,461 40,836  
    MDAX Südzucker 910.62 13.885   2/02/15 11.245 12,644        424,105 28,192  
    HSI-Prop long CK Hutchison 460.45 13.730   8/24/15 10.950 6,322        430,427 21,871  
      Sino Land 5,049.52 1.252   8/24/15 1.200 6,322        436,749 15,549  
    OBX 25 short Petroleum Geo-Srvcs 1,959.40 6.453   8/11/14 6.127 12,644        449,393 2,905  
    NZX 50 long Tourism 16,992.34 0.744   2/22/16 1.542 12,644        462,037 -9,739  
    BAX Nemetschek 1,989.86 6.354   8/04/14 6.125 12,644        474,681 -22,383  
    Nikkei (TYO) Minebea Mitsumi 1,383.69 9.138   10/20/14 9.651 12,644        487,325 -35,027  
8/04/14 Sell HDAX long Dürr 503.67 28.230   1/23/12 9.125 -4,596 14,219 9,623 361,920  482,729 -20,809 461,920
    MIB Azimut 722.06 18.460   11/05/12 9.304 -6,718 13,329 6,611 368,531  476,011 -7,480 468,531
    BAX Nemetschek 1,989.86 6.125   7/28/14 6.354 -12,644 12,188 -456 368,075  463,367 4,708 468,075
    Indices Merval 17.78 750.468   8/12/13 501.316 -8,913 13,343 4,430 372,505  454,454 18,052 472,505
  Buy HDAX short Südzucker 941.86 13.020   1/12/15 11.160 12,263        466,717 5,789  
    Indices PSI 20 2.09 5,854.360   8/18/14 5,654.350 12,236        478,952 -6,447  
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 827.86 11.525   10/21/13 13.065 -10,816 9,541 -1,275 371,230  468,136 3,094 471,230
    DAX Continental 80.74 133.083   7/16/12 59.533 -4,807 10,745 5,938 377,169  463,329 13,839 477,169
    OBX 25 short Petroleum Geo-Srvcs 1,959.40 6.127 6.796 7/28/14 6.453 -12,644 13,316 672 377,841  450,685 27,156 477,841
  Buy ATX Raiffeisen Bank Int 667.58 18.910   2/16/15 13.795 12,624        463,309 14,532  
    DAX Adidas 219.74 57.450   8/18/14 60.070 12,624        475,933 1,908  
    OBX 25 long SalMar 958.35 13.173   8/18/14 12.880 12,624        488,558 -10,716  
8/18/14 Sell DAX short Adidas 219.74 60.070 54.830 8/11/14 57.450 -12,624 12,048 -576 377,265  475,933 1,332 477,265
    OBX 25 long SalMar 958.35 12.880   8/11/14 13.173 -12,624 12,343 -281 376,985  463,309 13,675 476,985
    Indices short PSI 20 2.09 5,654.350 6,061.440 8/04/14 5,854.360 -12,236 12,668 433 377,418  451,074 26,344 477,418
  Buy DAX long Vonovia 551.64 22.830   10/06/14 22.420 12,594        463,668 13,750  
    OBX 25 short Petroleum Geo-Srvcs 2,064.69 6.100   2/16/15 5.700 12,594        476,262 1,156  
    Indices long Merval 16.06 784.124   10/06/14 1,022.100 12,593        488,855 -11,437  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,895.76 6.373   7/01/13 2.159 -8,409 24,827 16,418 393,835  480,446 13,390 493,835
  Buy   short Demant 1,077.98 11.763   9/08/14 11.966 12,680        493,126 710  
9/08/14 Sell   short Demant 1,077.98 11.966 11.559 9/01/14 11.763 -12,680 12,460 -220 393,616  480,446 13,170 493,616
  Buy   long Pandora 220.51 57.454   9/29/14 61.631 12,669        493,115 501  
9/15/14 Sell Nordic 30 long Pandora 258.63 59.766   5/05/14 48.729 -12,603 15,457 2,854 396,470  480,512 15,958 496,470
    Topix (FRA) Fujitsu 266.92 48.100   6/09/14 50.030 -13,354 12,839 -515 395,955  467,158 28,797 495,955
  Buy Nordic 30 short Volvo 1,492.17 8.791   11/10/14 9.334 13,118        480,276 15,679  
    Topix (FRA) Aeon 1,670.87 7.851   1/05/15 8.291 13,118        493,394 2,561  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 922.95 17.213   6/02/14 13.685 -12,631 15,886 3,255 399,210  480,763 18,447 499,210
    TSX 60 Bausch Health 142.67 102.197   9/30/13 76.879 -10,968 14,580 3,612 402,822  469,795 33,028 502,822
    OMXC 20 Pandora 220.51 61.631   9/08/14 57.454 -12,669 13,590 921 403,743  457,126 46,618 503,743
  Buy HSI-Fin short ICBC 27,628.51 0.498   11/03/14 0.526 13,759        470,885 32,859  
    TSX 60 Yamana Gold 2,868.49 4.797   3/23/15 3.713 13,759        484,644 19,100  
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 551.64 22.420   8/18/14 22.830 -12,594 12,368 -226 403,517  472,050 31,468 503,517
    HSI-C&I Tencent 1,194.63 12.196   5/26/14 10.170 -12,149 14,570 2,421 405,938  459,901 46,038 505,938
    Indices Merval 16.06 1,022.100   8/18/14 784.124 -12,593 16,415 3,822 409,760  447,308 62,453 509,760
  Buy DAX short Deutsche Lufthansa 1,184.19 12.080   11/17/14 13.145 14,305        461,613 48,148  
    HSI-C&I Galaxy Entertainment 2,903.74 4.926   4/13/15 4.822 14,305        475,918 33,843  
    PSI 20 Pharol 8,776.07 1.630   2/23/15 0.697 14,305        490,223 19,538  
    Indices PSI 20 2.58 5,537.710   2/23/15 5,494.440 14,287        504,510 5,250  
10/13/14 Sell S&P 100 long Gilead Sciences 268.49 79.611   9/17/12 25.063 -6,729 21,375 14,646 424,406  497,781 26,625 524,406
    BEL 20 KBC 256.27 40.740   7/15/13 31.350 -8,034 10,440 2,406 426,812  489,747 37,065 526,812
    OMXS 30 Nokia 1,290.02 6.407   7/08/13 3.186 -4,109 8,265 4,155 430,967  485,637 45,330 530,967
      Kinnevik 187.93 22.475   7/08/13 21.868 -4,110 4,224 114 431,081  481,528 49,554 531,081
  Buy S&P 100 short General Motors 620.85 23.379   10/27/14 23.689 14,515        496,043 35,039  
    BEL 20 Galapagos 1,305.89 11.115   11/17/14 12.800 14,515        510,558 20,524  
    OMXS 30 MTG 313.84 23.125   11/03/14 24.302 7,258        517,815 13,266  
10/20/14 Sell Kospi 50 long Amorepacific Group 185.51 87.497   7/23/12 26.166 -4,854 16,232 11,378 442,459  512,961 29,498 542,459
    Europe 50 Roche 19.90 222.572   12/19/11 129.719 -2,581 4,429 1,848 444,307  510,380 33,927 544,307
    Nikkei (TYO) Minebea Mitsumi 1,383.69 9.651   7/28/14 9.138 -12,644 13,354 710 445,016  497,736 47,280 545,016
    SP Global 100 Apple 332.76 19.487   4/30/12 15.738 -5,237 6,485 1,248 446,264  492,499 53,765 546,264
  Buy Kospi 50 short Hyundai Heavy 179.47 83.577   12/08/14 94.176 15,000        507,498 38,765  
    Europe 50 Deutsche Bank 696.21 21.545   11/10/14 21.563 15,000        522,498 23,765  
    Nikkei (TYO) Toyo Seikan 1,826.71 8.212   10/27/14 8.725 15,000        537,498 8,765  
    SP Global 100 Deutsche Bank 696.21 21.545   11/03/14 22.134 15,000        552,498 -6,234  
10/27/14 Sell S&P 100 short General Motors 620.85 23.689 23.070 10/13/14 23.379 -14,515 14,323 -192 446,072  537,983 8,089 546,072
    Nikkei (TYO) Toyo Seikan 1,826.71 8.725 7.698 10/20/14 8.212 -15,000 14,062 -938 445,133  522,983 22,150 545,133
    DJ Global Titans long Alphabet A 590.32 21.652   12/23/13 20.416 -12,052 12,782 730 445,863  510,931 34,932 545,863
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 Gilead Sciences 163.75 88.668   6/08/15 100.700 14,519        525,450 20,413  
    Nikkei (TYO) Minebea Mitsumi 1,385.74 10.477   8/24/15 10.589 14,519        539,969 5,894  
    DJ Global Titans short Samsung Electronics 886.03 16.387   11/10/14 18.745 14,519        554,488 -8,625  
11/03/14 Sell HSI-Fin short ICBC 27,628.51 0.526 0.470 9/29/14 0.498 -13,759 12,996 -763 445,101  540,729 4,371 545,101
    OMXS 30 MTG 313.84 24.302 21.949 10/13/14 23.125 -7,258 6,888 -369 444,732  533,472 11,260 544,732
    SP Global 100 Deutsche Bank 696.21 22.134 20.956 10/20/14 21.545 -15,000 14,590 -410 444,321  518,472 25,849 544,321
  Buy HSI-Fin long HK Exchgs & Clrg 806.73 17.669   11/24/14 17.528 14,254        532,726 11,595  
    OMXC 20 Pandora 213.77 66.679   11/17/14 66.322 14,254        546,980 -2,659  
    OMXS 30 Boliden 543.34 13.117   6/08/15 18.209 7,127        554,107 -9,786  
      Electrolux 317.38 22.455   6/08/15 27.196 7,127        561,234 -16,912  
    SP Global 100 Apple 650.94 21.898   8/24/15 22.212 14,254        575,488 -31,166  
11/10/14 Sell HSI long Citic Pacific 10,138.95 1.393   5/19/14 1.295 -13,134 14,124 990 445,311  562,354 -17,043 545,311
    Europe 50 short Deutsche Bank 696.21 21.563 21.527 10/20/14 21.545 -15,000 14,987 -12 445,298  547,354 -2,055 545,298
    Nordic 30 Volvo 1,492.17 9.334 8.249 9/15/14 8.791 -13,118 12,308 -810 444,489  534,236 10,253 544,489
    DJ Global Titans Samsung Electronics 886.03 18.745 14.028 10/27/14 16.387 -14,519 12,430 -2,089 442,400  519,717 22,683 542,400
  Buy HSI Kunlun Energy 13,637.42 1.036   1/12/15 0.825 14,127        533,844 8,556  
    Europe 50 long Novartis 228.16 61.916   8/24/15 69.088 14,127        547,971 -5,571  
    Nordic 30 Pandora 207.28 68.154   6/01/15 91.032 14,127        562,098 -19,698  
    DJ Global Titans Apple 645.10 21.899   12/15/14 21.746 14,127        576,225 -33,825  
11/17/14 Sell DAX short Deutsche Lufthansa 1,184.19 13.145 11.015 10/06/14 12.080 -14,305 13,044 -1,261 441,138  561,920 -20,781 541,138
    BEL 20 Galapagos 1,305.89 12.800 9.430 10/13/14 11.115 -14,515 12,315 -2,200 438,938  547,405 -8,467 538,938
    OMXC 20 long Pandora 213.77 66.322   11/03/14 66.679 -14,254 14,178 -76 438,862  533,151 5,711 538,862
    FT 30 short Tesco 29.00 306.530 691.926 6/09/14 460.539 -13,356 20,066 6,710 445,572  519,795 25,777 545,572
  Buy DAX long Merck (EMD) 186.29 76.670   7/06/15 90.640 14,283        534,078 11,494  
    BEL 20 Proximus 468.30 30.500   11/24/14 30.740 14,283        548,361 -2,789  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 short FLSmidth 430.46 33.181   11/24/14 35.297 14,283        562,644 -17,072  
    FT 30 long Man Group 84.25 169.534   12/15/14 177.040 14,283        576,928 -31,356  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 806.73 17.528   11/03/14 17.669 -14,254 14,140 -114 445,458  562,673 -17,215 545,458
    BEL 20 Proximus 468.30 30.740   11/17/14 30.500 -14,283 14,396 112 445,570  548,390 -2,820 545,570
    OMXC 20 short FLSmidth 430.46 35.297 31.065 11/17/14 33.181 -14,283 13,372 -911 444,660  534,107 10,552 544,660
  Buy HSI-Fin HSBC 1,736.80 7.992   1/26/15 8.332 13,880        547,987 -3,328  
    BEL 20 Galapagos 1,075.97 12.900   12/01/14 13.020 13,880        561,867 -17,208  
    OMXC 20 long Pandora 206.53 67.207   8/17/15 107.440 13,880        575,747 -31,088  
12/01/14 Sell BEL 20 short Galapagos 1,075.97 13.020 12.780 11/24/14 12.900 -13,880 13,751 -129 444,530  561,867 -17,337 544,530
  Buy   long Proximus 416.93 31.610   12/15/14 29.550 13,179        575,047 -30,516  
12/08/14 Sell Kospi 50 short Hyundai Heavy 179.47 94.176 72.978 10/20/14 83.577 -15,000 13,097 -1,902 442,628  560,047 -17,419 542,628
  Buy   long Amorepacific Group 158.32 82.934   7/06/15 157.893 13,130        573,177 -30,549  
12/15/14 Sell BEL 20 long Proximus 416.93 29.550   12/01/14 31.610 -13,179 12,320 -859 441,769  559,998 -18,228 541,769
    MerVal Edenor 36,340.22 0.569   2/24/14 0.315 -11,429 20,663 9,234 451,003  548,569 2,435 551,003
    FT 30 Man Group 84.25 177.040   11/17/14 169.534 -14,283 14,916 632 451,636  534,286 17,350 551,636
    DJ Global Titans Apple 645.10 21.746   11/10/14 21.899 -14,127 14,028 -99 451,537  520,158 31,378 551,537
  Buy BEL 20 short Umicore 935.00 15.585   1/19/15 16.578 14,572        534,730 16,806  
    FT 30 Tesco 55.52 262.480   12/22/14 292.250 14,573        549,303 2,234  
12/22/14 Sell TecDAX short SMA Solar 225.04 14.800 46.789 5/21/12 26.315 -5,922 10,529 4,607 456,144  543,381 12,763 556,144
    FT 30 Tesco 55.52 292.250 232.709 12/15/14 262.480 -14,573 12,920 -1,653 454,492  528,809 25,683 554,492
  Buy   long Man Group 72.29 200.637   1/05/15 211.401 14,504        543,313 11,179  
12/29/14 Sell France short CGG 44.19 160.352 445.565 7/21/14 267.296 -11,812 19,690 7,878 462,369  531,501 30,868 562,369
    SDAX WCM 8,349.64 1.381 1.852 6/09/14 1.599 -13,354 15,460 2,106 464,475  518,147 46,329 564,475
  Buy France long Adocia 320.13 47.700   6/08/15 66.230 15,270        533,417 31,058  
    SDAX Patrizia Immobilien 1,241.46 12.300   1/19/15 14.055 15,270        548,687 15,789  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/05/15 Sell FT 30 long Man Group 72.29 211.401   12/22/14 200.637 -14,504 15,282 778 465,254  534,183 31,071 565,254
    Topix (FRA) short Aeon 1,670.87 8.291 7.411 9/15/14 7.851 -13,118 12,383 -735 464,518  521,065 43,454 564,518
  Buy FT 30 Tesco 51.70 294.006   1/19/15 365.061 15,200        536,265 28,253  
    Topix (FRA) long Oriental Land 317.12 47.929   2/02/15 54.216 15,199        551,464 13,054  
1/12/15 Sell Germany short SolarWorld 842.93 12.350 18.219 7/28/14 15.000 -12,644 15,357 2,713 467,231  538,820 28,411 567,231
    HSI Kunlun Energy 13,637.42 0.825 1.300 11/10/14 1.036 -14,127 17,734 3,607 470,839  524,693 46,145 570,839
    HDAX Südzucker 941.86 11.160 15.190 8/04/14 13.020 -12,263 14,307 2,044 472,882  512,430 60,452 572,882
  Buy Germany long Ströer Media 643.23 24.615   6/15/15 40.315 15,833        528,263 44,619  
    HSI China Life Ins HK 4,777.47 3.314   7/13/15 3.728 15,833        544,096 28,786  
    HDAX Ströer Media 643.23 24.615   8/24/15 47.670 15,833        559,929 12,953  
1/19/15 Sell SDAX long Patrizia Immobilien 1,241.46 14.055   12/29/14 12.300 -15,270 17,449 2,179 475,061  544,659 30,402 575,061
    ISEQ 20 short C&C Group 1,459.15 3.322 6.042 4/14/14 4.480 -6,537 8,816 2,279 477,340  538,122 39,218 577,340
      Flutter 121.98 66.350 40.830 4/14/14 53.590 -6,537 4,980 -1,556 475,783  531,585 44,198 575,783
    BEL 20 Umicore 935.00 16.578 14.593 12/15/14 15.585 -14,572 13,644 -928 474,855  517,014 57,842 574,855
    FT 30 Tesco 51.70 365.061 222.950 1/05/15 294.006 -15,200 11,527 -3,674 471,182  501,813 69,368 571,182
    CAC Mid 60 CGG 35.84 153.600 767.553 6/23/14 343.360 -12,306 27,509 15,203 486,385  489,507 96,878 586,385
  Buy SDAX SGL Carbon 1,212.28 14.090   1/26/15 15.480 17,081        506,588 79,797  
    ISEQ 20 long Glanbia 616.64 13.850   6/08/15 17.420 8,540        515,129 71,256  
      Ryanair 877.75 9.730   6/08/15 11.660 8,541        523,669 62,716  
    BEL 20 bpost 747.20 22.860   9/28/15 21.000 17,081        540,750 45,635  
    FT 30 Man Group 81.40 209.841   6/08/15 231.072 17,081        557,831 28,554  
    CAC Mid 60 Adocia 270.27 63.200   6/08/15 66.230 17,081        574,912 11,472  
1/26/15 Sell SDAX short SGL Carbon 1,212.28 15.480 12.700 1/19/15 14.090 -17,081 15,396 -1,685 484,700  557,831 26,868 584,700
    HSI-Fin HSBC 1,736.80 8.332 7.651 11/24/14 7.992 -13,880 13,289 -591 484,108  543,951 40,157 584,108
    OMXH 25 YIT 1,774.86 5.508 9.942 5/19/14 7.400 -13,134 17,645 4,512 488,620  530,818 57,802 588,620
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Arkema 174.16 62.720 79.594 6/23/14 70.655 -12,305 13,862 1,557 490,177  518,512 71,665 590,177
    GEX 4SC 456.15 18.284 44.930 4/14/14 28.662 -13,074 20,495 7,421 497,598  505,438 92,159 597,598
  Buy SDAX long Patrizia Immobilien 1,153.38 14.950   6/29/15 22.015 17,243        522,681 74,916  
    HSI-Fin China Life Ins HK 4,615.73 3.736   8/03/15 3.251 17,243        539,924 57,673  
    OMXH 25 Neste Oil 2,134.03 8.080   5/11/15 7.640 17,243        557,167 40,430  
    GEX Ströer Media 644.60 26.750   6/01/15 38.770 17,243        574,410 23,187  
2/02/15 Sell MDAX short Südzucker 910.62 11.245 17.145 7/28/14 13.885 -12,644 15,612 2,968 500,566  561,766 38,800 600,566
    AEX KPN 1,630.72 2.756 4.771 10/15/12 3.626 -5,913 7,780 1,867 502,433  555,853 46,579 602,433
    Topix (FRA) long Oriental Land 317.12 54.216   1/05/15 47.929 -15,199 17,193 1,994 504,426  540,654 63,772 604,426
  Buy MDAX Ströer Media 647.69 25.790   11/16/15 61.450 16,704        557,358 47,068  
    Topix (FRA) short Orix 1,677.45 9.958   2/09/15 10.802 16,704        574,062 30,364  
2/09/15 Sell   short Orix 1,677.45 10.802 9.114 2/02/15 9.958 -16,704 15,288 -1,416 503,011  557,358 45,652 603,011
  Buy MerVal long Aluar 17,298.91 0.937   2/16/15 0.944 16,216        573,574 29,436  
    Topix (FRA) Sony 716.67 22.627   5/18/15 28.471 16,216        589,790 13,220  
2/16/15 Sell ATX short Raiffeisen Bank Int 667.58 13.795 25.922 8/11/14 18.910 -12,624 17,305 4,681 507,691  577,166 30,525 607,691
    OBX 25 Petroleum Geo-Srvcs 2,064.69 5.700 6.528 8/18/14 6.100 -12,594 13,478 884 508,576  564,572 44,003 608,576
    MerVal long Aluar 17,298.91 0.944   2/09/15 0.937 -16,216 16,332 116 508,692  548,356 60,335 608,692
  Buy ATX Zumtobel 792.84 21.095   9/07/15 23.775 16,725        565,081 43,610  
    OBX 25 Frontline 1,343.55 12.448   2/23/15 11.234 16,725        581,806 26,885  
2/23/15 Sell PSI 20 short Pharol 8,776.07 0.697 3.812 10/06/14 1.630 -14,305 33,454 19,149 527,840  567,501 60,339 627,840
    OBX 25 long Frontline 1,343.55 11.234   2/16/15 12.448 -16,725 15,093 -1,632 526,208  550,776 75,432 626,208
    Indices short PSI 20 2.58 5,494.440 5,581.320 10/06/14 5,537.710 -14,287 14,400 113 526,321  536,489 89,832 626,321
  Buy PSI 20 long Altri 5,920.30 3.024   5/25/15 4.081 17,903        554,392 71,929  
    MerVal Comercial del Plata 72,393.85 0.247   3/02/15 0.261 17,903        572,295 54,026  
    Indices SSE 50 ew 53.21 336.435   7/27/15 382.611 17,902        590,197 36,124  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/02/15 Sell IBEX 35 short ArcelorMittal 375.33 28.860 37.255 6/16/14 32.790 -12,307 13,983 1,676 527,997  577,890 50,107 627,997
    MerVal long Comercial del Plata 72,393.85 0.261   2/23/15 0.247 -17,903 18,902 999 528,996  559,987 69,009 628,996
    GCX short Energy Recovery 3,896.75 3.076 3.693 5/19/14 3.371 -13,134 14,392 1,258 530,254  546,853 83,402 630,254
  Buy IBEX 35 long Intl. Cons. Airlines 2,258.35 7.900   3/09/15 7.660 17,841        564,694 65,561  
    DJ Global Titans Apple 618.28 28.856   3/30/15 29.169 17,841        582,535 47,720  
    GCX Shimano 128.21 139.151   6/01/15 129.753 17,841        600,375 29,879  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,258.35 7.660   3/02/15 7.900 -17,841 17,299 -542 529,712  582,534 47,178 629,712
  Buy   short Endesa 959.30 17.640   3/23/15 18.130 16,922        599,456 30,256  
    MerVal long Comercial del Plata 60,958.21 0.278   6/29/15 0.285 16,922        616,378 13,334  
3/23/15 Sell IBEX 35 short Endesa 959.30 18.130 17.150 3/09/15 17.640 -16,922 16,452 -470 529,242  599,456 29,786 629,242
    TSX 60 Yamana Gold 2,868.49 3.713 6.196 9/29/14 4.797 -13,759 17,773 4,014 533,256  585,697 47,559 633,256
  Buy IBEX 35 long Intl. Cons. Airlines 2,101.23 8.100   5/11/15 7.890 17,020        602,717 30,539  
    TSX 60 Bausch Health 91.61 185.781   5/11/15 200.704 17,019        619,737 13,519  
3/30/15 Sell DJ Global Titans long Apple 618.28 29.169   3/02/15 28.856 -17,841 18,034 193 533,449  601,896 31,554 633,449
  Buy   short ConocoPhilips 281.35 59.090   4/27/15 61.591 16,625        618,520 14,929  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,903.74 4.822 5.033 10/06/14 4.926 -14,305 14,614 309 533,758  604,215 29,542 633,758
    ÖkoDAX (deprecated) SolarWorld 69.77 14.550 772.962 4/29/13 106.050 -7,399 53,930 46,530 580,288  596,816 83,472 680,288
  Buy HSI-C&I long Tencent 917.26 20.815   7/06/15 17.093 19,093        615,909 64,379  
    OBX 25 Frontline 1,395.15 13.685   5/18/15 12.057 19,093        635,002 45,286  
4/27/15 Sell DJ Global Titans short ConocoPhilips 281.35 61.591 56.589 3/30/15 59.090 -16,625 15,921 -704 579,584  618,378 61,207 679,584
  Buy   long Mitsubishi UFJ 2,854.13 6.489   6/08/15 6.373 18,519        636,897 42,688  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,101.23 7.890   3/23/15 8.100 -17,020 16,579 -441 579,143  619,877 59,267 679,143
    OMXH 25 Neste Oil 2,134.03 7.640   1/26/15 8.080 -17,243 16,304 -939 578,204  602,634 75,571 678,204
    TSX 60 Bausch Health 91.61 200.704   3/23/15 185.781 -17,019 18,386 1,367 579,571  585,614 93,957 679,571
  Buy IBEX 35 short Obrascón Huarte Lain 1,010.34 19.140   4/25/16 5.840 19,338        604,952 74,619  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 3,693.98 5.235   1/04/16 2.584 19,338        624,290 55,281  
    TSX 60 Cenovus Energy 1,247.13 15.506   3/21/16 12.064 19,338        643,628 35,943  
5/18/15 Sell OBX 25 long Frontline 1,395.15 12.057   4/13/15 13.685 -19,093 16,821 -2,272 577,299  624,535 52,764 677,299
    Topix (FRA) Sony 716.67 28.471   2/09/15 22.627 -16,216 20,404 4,188 581,488  608,319 73,169 681,488
  Buy OBX 25 short REC Silicon 8,913.77 2.117   6/01/15 1.852 18,866        627,185 54,303  
    Topix (FRA) Toshiba 630.34 29.930   5/25/15 30.510 18,866        646,051 35,437  
5/25/15 Sell PSI 20 long Altri 5,920.30 4.081   2/23/15 3.024 -17,903 24,161 6,258 587,745  628,148 59,597 687,745
    Topix (FRA) short Toshiba 630.34 30.510 29.350 5/18/15 29.930 -18,866 18,500 -366 587,380  609,282 78,098 687,380
  Buy PSI 20 Pharol 37,521.57 0.510   11/23/15 0.369 19,136        628,418 58,962  
    Topix (FRA) long Sony 671.44 28.500   6/01/15 28.394 19,136        647,554 39,826  
6/01/15 Sell OBX 25 short REC Silicon 8,913.77 1.852 2.418 5/18/15 2.117 -18,866 21,556 2,690 590,070  628,688 61,382 690,070
    Nordic 30 long Pandora 207.28 91.032   11/10/14 68.154 -14,127 18,869 4,742 594,812  614,561 80,251 694,812
    Topix (FRA) Sony 671.44 28.394   5/25/15 28.500 -19,136 19,065 -71 594,741  595,425 99,316 694,741
    GEX Ströer Media 644.60 38.770   1/26/15 26.750 -17,243 24,991 7,748 602,489  578,182 124,307 702,489
    GCX Shimano 128.21 129.753   3/02/15 139.151 -17,841 16,636 -1,205 601,284  560,341 140,943 701,284
  Buy TecDAX short Aixtron 3,051.45 6.900   4/25/16 4.108 21,055        581,396 119,888  
    OBX 25 long Frontline 1,687.68 12.476   6/08/15 12.298 21,055        602,451 98,833  
    Nordic 30 short Fortum 1,215.65 17.320   11/30/15 13.820 21,055        623,506 77,778  
    Topix (FRA) Toshiba 645.66 32.610   11/16/15 22.410 21,055        644,561 56,723  
    GCX REC Silicon 11,366.34 1.852   10/05/20 0.464 21,055        665,616 35,668  
6/08/15 Sell S&P 100 long Gilead Sciences 163.75 100.700   10/27/14 88.668 -14,519 16,490 1,970 603,254  651,097 52,157 703,254
    France Adocia 320.13 66.230   12/29/14 47.700 -15,270 21,202 5,932 609,186  635,827 73,359 709,186
    ISEQ 20 Glanbia 616.64 17.420   1/19/15 13.850 -8,540 10,742 2,201 611,388  627,286 84,101 711,388
      Ryanair 877.75 11.660   1/19/15 9.730 -8,541 10,235 1,694 613,082  618,746 94,336 713,082
    OBX 25 Frontline 1,687.68 12.298   6/01/15 12.476 -21,055 20,755 -300 612,782  597,691 115,091 712,782
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 543.34 18.209   11/03/14 13.117 -7,127 9,893 2,766 615,549  590,564 124,985 715,549
      Electrolux 317.38 27.196   11/03/14 22.455 -7,127 8,631 1,504 617,053  583,437 133,616 717,053
    FT 30 Man Group 81.40 231.072   1/19/15 209.841 -17,081 18,809 1,728 618,781  566,356 152,425 718,781
    CAC Mid 60 Adocia 270.27 66.230   1/19/15 63.200 -17,081 17,900 819 619,600  549,275 170,325 719,600
    DJ Global Titans Mitsubishi UFJ 2,854.13 6.373   4/27/15 6.489 -18,519 18,189 -330 619,270  530,756 188,514 719,270
  Buy S&P 100 short Norfolk Southern 281.39 80.648   6/15/15 80.979 22,694        553,450 165,821  
    France Solocal 32.40 700.450   11/23/15 390.360 22,695        576,144 143,126  
    ISEQ 20 FBD 1,223.53 9.274   8/10/15 7.120 11,347        587,491 131,779  
    OBX 25 DNO International 17,813.19 1.274   12/21/15 0.607 22,694        610,185 109,085  
    OMXS 30 SSAB 2,216.21 5.120   10/26/15 3.388 11,347        621,532 97,738  
      Telia Company 2,157.76 5.259   10/26/15 4.765 11,347        632,879 86,391  
    FT 30 Tate & Lyle 30.11 753.704   12/28/15 807.108 22,694        655,573 63,697  
    DJ Global Titans BHP 1,193.18 19.020   7/13/15 17.787 22,694        678,267 41,003  
6/15/15 Sell S&P 100 short Norfolk Southern 281.39 80.979 80.318 6/08/15 80.648 -22,694 22,601 -93 619,177  655,573 63,604 719,177
    Germany long Ströer Media 643.23 40.315   1/12/15 24.615 -15,833 25,932 10,099 629,276  639,740 89,536 729,276
  Buy S&P 100 Starbucks 441.83 46.330   7/06/15 49.123 20,470        660,211 69,065  
6/29/15 Sell SDAX long Patrizia Immobilien 1,153.38 22.015   1/26/15 14.950 -17,243 25,392 8,149 637,425  642,968 94,457 737,425
    MerVal Comercial del Plata 60,958.21 0.285   3/09/15 0.278 -16,922 17,367 445 637,870  626,046 111,824 737,870
7/06/15 Sell S&P 100 long Starbucks 441.83 49.123   6/15/15 46.330 -20,470 21,704 1,234 639,103  605,575 133,528 739,103
    Kospi 50 Amorepacific Group 158.32 157.893   12/08/14 82.934 -13,130 24,998 11,868 650,971  592,445 158,526 750,971
    DAX Merck (EMD) 186.29 90.640   11/17/14 76.670 -14,283 16,885 2,602 653,573  578,162 175,411 753,573
    HSI-C&I Tencent 917.26 17.093   4/13/15 20.815 -19,093 15,679 -3,414 650,159  559,069 191,089 750,159
  Buy S&P 100 short Norfolk Southern 299.21 78.643   7/13/15 78.579 23,531        582,600 167,559  
    CAC 40 ArcelorMittal 932.66 25.230   3/27/17 22.800 23,531        606,131 144,028  
    DAX RWE 1,223.02 19.240   7/13/15 20.205 23,531        629,662 120,497  
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 6,954.43 3.384   5/09/16 3.084 23,531        653,193 96,966  
7/13/15 Sell S&P 100 short Norfolk Southern 299.21 78.579 78.708 7/06/15 78.643 -23,531 23,550 19 650,178  629,662 120,516 750,178
    HSI long China Life Ins HK 4,777.47 3.728   1/12/15 3.314 -15,833 17,812 1,979 652,158  613,829 138,328 752,158
    DAX short RWE 1,223.02 20.205 18.275 7/06/15 19.240 -23,531 22,351 -1,180 650,977  590,298 160,679 750,977
    DJ Global Titans BHP 1,193.18 17.787 20.338 6/08/15 19.020 -22,694 24,267 1,573 652,550  567,604 184,946 752,550
  Buy S&P 100 long Amazon.com 1,132.11 20.702   7/27/15 23.987 23,437        591,042 161,509  
    HSI short China Shenhua HK 12,619.53 1.857   4/18/16 1.521 23,437        614,479 138,072  
    DAX long Fresenius 382.58 61.260   7/27/15 61.200 23,437        637,915 114,635  
    DJ Global Titans Mitsubishi UFJ 3,731.17 6.281   7/27/15 6.435 23,437        661,352 91,198  
7/20/15 Sell DJTA long Avis Budget 500.84 38.916   9/24/12 12.419 -6,220 19,490 13,271 665,821  655,132 110,688 765,821
  Buy   short Avis Budget 563.06 38.916   8/03/15 39.514 21,912        677,044 88,776  
7/27/15 Sell S&P 100 long Amazon.com 1,132.11 23.987   7/13/15 20.702 -23,437 27,156 3,719 669,540  653,607 115,933 769,540
    DAX Fresenius 382.58 61.200   7/13/15 61.260 -23,437 23,414 -23 669,517  630,170 139,347 769,517
    Indices SSE 50 ew 53.21 382.611   2/23/15 336.435 -17,902 20,359 2,457 671,974  612,269 159,705 771,974
    DJ Global Titans Mitsubishi UFJ 3,731.17 6.435   7/13/15 6.281 -23,437 24,010 573 672,547  588,832 183,716 772,547
  Buy S&P 100 short ConocoPhilips 523.62 45.655   3/07/16 37.595 23,906        612,738 159,810  
    DAX RWE 1,288.73 18.550   10/19/15 12.230 23,906        636,644 135,904  
    BAX Grammer 910.36 26.260   11/09/15 23.675 23,906        660,550 111,998  
    DJ Global Titans ConocoPhilips 523.62 45.655   8/03/15 45.385 23,906        684,456 88,092  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,930.58 7.097   7/07/14 2.976 -11,697 27,895 16,198 688,745  672,759 115,987 788,745
    HSI-Fin China Life Ins HK 4,615.73 3.251   1/26/15 3.736 -17,243 15,003 -2,240 686,506  655,516 130,990 786,506
    DJTA short Avis Budget 563.06 39.514 38.317 7/20/15 38.916 -21,912 21,575 -337 686,169  633,604 152,565 786,169
    DJ Global Titans ConocoPhilips 523.62 45.385 45.927 7/27/15 45.655 -23,906 24,049 142 686,311  609,698 176,613 786,311
  Buy SSE 50 China Northern Rare 11,565.77 2.081   1/04/16 1.789 24,073        633,771 152,540  
    HSI-Fin ICBC 38,492.17 0.625   1/04/16 0.538 24,073        657,844 128,467  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA long JetBlue Airways 1,117.72 21.538   8/24/15 18.277 24,073        681,917 104,394  
    SMI UBS 1,140.78 21.102   8/17/15 20.081 24,073        705,990 80,322  
    DJ Global Titans Mitsubishi UFJ 3,711.65 6.486   8/24/15 5.389 24,073        730,063 56,248  
8/10/15 Sell ISEQ 20 short FBD 1,223.53 7.120 12.080 6/08/15 9.274 -11,347 14,780 3,433 689,744  718,716 71,028 789,744
  Buy   long Kingspan 473.47 22.725   8/17/15 22.815 10,760        729,475 60,269  
      Ryanair 841.90 12.780   8/17/15 12.705 10,759        740,235 49,509  
8/17/15 Sell ASX 50 long James Hardie Ind 727.71 12.058   1/30/12 5.763 -4,194 8,775 4,581 694,325  736,041 58,284 794,325
    ISEQ 20 Kingspan 473.47 22.815   8/10/15 22.725 -10,760 10,802 43 694,367  725,281 69,086 794,367
      Ryanair 841.90 12.705   8/10/15 12.780 -10,759 10,696 -63 694,304  714,522 79,783 794,304
    OMXC 20 Pandora 206.53 107.440   11/24/14 67.207 -13,880 22,190 8,309 702,613  700,641 101,972 802,613
    SMI UBS 1,140.78 20.081   8/03/15 21.102 -24,073 22,908 -1,165 701,449  676,568 124,880 801,449
    Nikkei (FRA) Fujitsu 106.59 44.550   6/30/14 54.990 -5,861 4,749 -1,113 700,336  670,707 129,629 800,336
      Minebea Mitsumi 712.73 12.573   6/30/14 8.224 -5,861 8,961 3,100 703,436  664,846 138,590 803,436
  Buy ASX 50 short Santos 5,914.71 3.982   11/23/15 2.708 23,550        688,396 115,040  
    ISEQ 20 FBD 1,706.52 6.900   11/30/15 6.852 11,775        700,171 103,265  
    OMXC 20 GN Store Nord 189.16 124.500   10/05/15 126.375 23,550        723,721 79,715  
    Nikkei (FRA) Sharp 917.77 12.830   11/23/15 10.210 11,775        735,496 67,940  
      IHI 390.03 30.190   11/23/15 25.250 11,775        747,271 56,165  
8/24/15 Sell DJIA long Visa 136.64 58.880   12/19/11 18.897 -2,582 8,045 5,463 708,899  744,689 64,210 808,899
    Nasdaq 100 Regeneron 39.25 434.608   10/10/11 49.346 -1,937 17,058 15,122 724,021  742,752 81,268 824,021
    Euro 50 ASML 55.45 74.790   1/09/12 32.400 -1,797 4,147 2,351 726,371  740,956 85,416 826,371
      Anheuser-Busch InBev 37.83 91.280   1/09/12 47.495 -1,797 3,453 1,656 728,027  739,159 88,869 828,027
    HDAX Ströer Media 643.23 47.670   1/12/15 24.615 -15,833 30,663 14,830 742,857  723,326 119,531 842,857
    FTSE Ashtead 14.15 1,199.890   7/30/12 333.248 -4,715 16,978 12,263 755,120  718,610 136,510 855,120
    HSI-Prop CK Hutchison 460.45 10.950   7/28/14 13.730 -6,322 5,042 -1,280 753,840  712,288 141,552 853,840
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sino Land 5,049.52 1.200   7/28/14 1.252 -6,322 6,059 -263 753,578  705,966 147,611 853,578
    Europe 50 Novartis 228.16 69.088   11/10/14 61.916 -14,127 15,763 1,636 755,214  691,840 163,374 855,214
    DJTA JetBlue Airways 1,117.72 18.277   8/03/15 21.538 -24,073 20,429 -3,644 751,570  667,767 183,803 851,570
    Nikkei (TYO) Minebea Mitsumi 1,385.74 10.589   10/27/14 10.477 -14,519 14,674 155 751,725  653,248 198,477 851,725
    DJ Global Titans Mitsubishi UFJ 3,711.65 5.389   8/03/15 6.486 -24,073 20,003 -4,070 747,655  629,175 218,480 847,655
    SP Global 100 Apple 650.94 22.212   11/03/14 21.898 -14,254 14,458 204 747,859  614,921 232,938 847,859
  Buy USA short Keurig Dr Pepper 611.48 44.186   9/14/15 52.434 27,019        641,940 205,920  
    DJIA Chevron 434.96 62.119   5/30/16 91.551 27,019        668,959 178,900  
    Nasdaq 100 Micron Technology 2,172.36 12.438   8/31/15 14.635 27,019        695,978 151,881  
    Euro 50 E.on 1,552.82 8.700   10/26/15 8.993 13,510        709,487 138,372  
      Banco Santander 2,592.99 5.210   10/26/15 5.230 13,509        722,997 124,862  
    HDAX RWE 2,043.80 13.220   11/23/15 10.895 27,019        750,016 97,843  
    FTSE Glencore 144.19 187.390   5/09/16 167.806 27,020        777,036 70,824  
    HSI-Prop Hang Lung 7,028.14 1.922   6/06/16 1.737 13,509        790,545 57,314  
      The Wharf 7,721.48 1.750   6/06/16 1.945 13,510        804,055 43,805  
    DJCA Chevron 434.96 62.119   8/31/15 72.229 27,019        831,074 16,785  
    Europe 50 Rio Tinto 9.23 2,927.710   10/26/15 3,453.900 27,023        858,097 -10,237  
    DJTA Norfolk Southern 419.71 64.376   8/31/15 69.482 27,019        885,116 -37,257  
    SLI Aryzta 2,882.73 9.373   1/09/17 8.993 27,019        912,135 -64,275  
    CAC Next 20 Casino Guichard 480.08 56.280   1/30/17 49.780 27,019        939,154 -91,294  
    Nikkei (TYO) IHI 1,043.55 25.892   8/08/16 25.014 27,019        966,173 -118,313  
    DJ Global Titans ConocoPhilips 730.70 36.977   3/21/16 37.886 27,019        993,191 -145,332  
    SP Global 100 RWE 2,043.80 13.220   9/12/16 14.645 27,019        1,020,210 -172,351  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,172.36 14.635 10.240 8/24/15 12.438 -27,019 22,246 -4,773 743,086  993,192 -150,106 843,086
    DJCA Chevron 434.96 72.229 52.009 8/24/15 62.119 -27,019 22,622 -4,397 738,689  966,172 -127,484 838,689
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Norfolk Southern 419.71 69.482 59.269 8/24/15 64.376 -27,019 24,876 -2,143 736,545  939,153 -102,608 836,545
  Buy Nasdaq 100 long Netflix 178.87 102.576   9/07/15 88.434 18,348        957,501 -120,956  
    DJCA JetBlue Airways 921.76 19.906   3/16/20 9.506 18,348        975,849 -139,304  
    DJUA short CenterPoint Energy 552.46 16.606   12/07/15 15.137 9,174        985,023 -148,478  
      FirstEnergy 321.87 28.503   12/07/15 29.960 9,174        994,197 -157,652  
    DJTA long JetBlue Airways 921.76 19.906   1/04/16 20.201 18,348        1,012,545 -176,000  
9/07/15 Sell Nasdaq 100 long Netflix 178.87 88.434   8/31/15 102.576 -18,348 15,818 -2,530 734,016  994,198 -160,182 834,016
    ATX Zumtobel 792.84 23.775   2/16/15 21.095 -16,725 18,850 2,125 736,141  977,473 -141,332 836,141
  Buy Nasdaq 100 short Micron Technology 1,152.94 15.066   10/19/15 16.912 17,370        994,843 -158,702  
    ATX Vienna Insurance 637.67 27.240   3/28/16 18.660 17,370        1,012,213 -176,072  
9/14/15 Sell USA short Keurig Dr Pepper 611.48 52.434 35.938 8/24/15 44.186 -27,019 21,975 -5,043 731,097  985,194 -154,097 831,097
  Buy   long JetBlue Airways 727.73 23.257   9/21/15 23.986 16,925        1,002,119 -171,022  
9/21/15 Sell   long JetBlue Airways 727.73 23.986   9/14/15 23.257 -16,925 17,455 530 731,627  985,194 -153,567 831,627
  Buy   short Wynn Resorts 284.98 59.482   10/05/15 57.973 16,951        1,002,145 -170,518  
    MIB Saipem 35.00 484.286   12/26/16 244.286 16,950        1,019,095 -187,468  
9/28/15 Sell BEL 20 long bpost 747.20 21.000   1/19/15 22.860 -17,081 15,691 -1,390 730,237  1,002,014 -171,776 830,237
  Buy   short Solvay 183.90 89.510   3/28/16 85.670 16,461        1,018,475 -188,237  
10/05/15 Sell USA short Wynn Resorts 284.98 57.973 61.030 9/21/15 59.482 -16,951 17,392 441 730,679  1,001,524 -170,845 830,679
    OMXC 20 GN Store Nord 189.16 126.375 122.625 8/17/15 124.500 -23,550 23,196 -355 730,324  977,973 -147,649 830,324
  Buy USA long Netflix 171.70 99.392   12/14/15 109.790 17,066        995,039 -164,715  
    OMXC 20 Genmab 200.63 85.064   11/02/15 91.174 17,066        1,012,105 -181,781  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.77 208.474   4/02/18 330.481 16,213        1,028,318 -197,994  
    MerVal Pampa Energía 19,659.27 0.825   10/19/15 0.927 16,213        1,044,531 -214,207  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,152.94 16.912 13.219 9/07/15 15.066 -17,370 15,241 -2,129 728,195  1,027,161 -198,966 828,195
    DAX RWE 1,288.73 12.230 28.136 7/27/15 18.550 -23,906 36,260 12,354 740,549  1,003,255 -162,707 840,549
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Pampa Energía 19,659.27 0.927   10/12/15 0.825 -16,213 18,214 2,001 742,550  987,042 -144,492 842,550
  Buy Nasdaq 100 Amazon.com 689.88 25.296   2/08/16 21.802 17,451        1,004,493 -161,943  
    DAX Fresenius 289.35 60.310   12/21/15 63.430 17,451        1,021,944 -179,394  
    MerVal short YPF 776.31 22.479   10/26/15 25.738 17,451        1,039,395 -196,845  
10/26/15 Sell Euro 50 short E.on 1,552.82 8.993 8.407 8/24/15 8.700 -13,510 13,055 -455 742,096  1,025,885 -183,790 842,096
      Banco Santander 2,592.99 5.230 5.190 8/24/15 5.210 -13,509 13,458 -52 742,044  1,012,376 -170,332 842,044
    OMXS 30 SSAB 2,216.21 3.388 7.737 6/08/15 5.120 -11,347 17,148 5,801 747,844  1,001,029 -153,185 847,844
      Telia Company 2,157.76 4.765 5.804 6/08/15 5.259 -11,347 12,523 1,176 749,020  989,682 -140,662 849,020
    Europe 50 Rio Tinto 9.23 3,453.900 2,401.510 8/24/15 2,927.710 -27,023 22,166 -4,857 744,163  962,659 -118,496 844,163
    MerVal YPF 776.31 25.738 19.221 10/19/15 22.479 -17,451 14,921 -2,530 741,634  945,208 -103,575 841,634
  Buy Euro 50 long Fresenius 143.81 64.150   1/11/16 59.420 9,225        954,434 -112,800  
      Inditex 274.49 33.610   1/11/16 29.430 9,226        963,659 -122,026  
    OMXS 30 Boliden 528.35 17.461   11/02/15 17.505 9,225        972,885 -131,251  
      Svenska Cellulosa B 1,770.15 5.212   11/02/15 5.468 9,225        982,110 -140,477  
    Europe 50 SAP 263.10 70.130   12/14/15 69.400 18,451        1,000,561 -158,928  
    MerVal Pampa Energía 16,055.52 1.149   3/07/16 0.728 18,451        1,019,012 -177,379  
11/02/15 Sell OMXC 20 long Genmab 200.63 91.174   10/05/15 85.064 -17,066 18,292 1,226 742,859  1,001,946 -159,087 842,859
    OMXS 30 Boliden 528.35 17.505   10/26/15 17.461 -9,225 9,249 23 742,883  992,721 -149,838 842,883
      Svenska Cellulosa B 1,770.15 5.468   10/26/15 5.212 -9,225 9,678 453 743,336  983,495 -140,160 843,336
  Buy   short SSAB 2,602.37 3.378   12/14/15 2.601 8,790        992,285 -148,949  
      SKF A 547.01 16.068   12/14/15 14.663 8,790        1,001,074 -157,739  
11/09/15 Sell BAX short Grammer 910.36 23.675 29.127 7/27/15 26.260 -23,906 26,516 2,610 745,946  977,168 -131,223 845,946
  Buy   long Adva 1,759.53 10.155   11/16/15 10.530 17,868        995,036 -149,091  
11/16/15 Sell MDAX long Ströer Media 647.69 61.450   2/02/15 25.790 -16,704 39,801 23,097 769,042  978,332 -109,290 869,042
    BSE Sensex 30 Hindustan Unilever 691.94 11.144   1/30/12 6.061 -4,194 7,711 3,517 772,559  974,138 -101,579 872,559
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Toshiba 645.66 22.410 47.453 6/01/15 32.610 -21,055 30,638 9,583 782,142  953,083 -70,941 882,142
    BAX long Adva 1,759.53 10.530   11/09/15 10.155 -17,868 18,528 660 782,802  935,215 -52,413 882,802
  Buy MDAX short Leoni 597.73 34.730   5/30/16 29.880 20,759        955,974 -73,172  
    BSE Sensex 30 Bharat Heavy 12,287.79 1.689   6/13/16 1.058 20,759        976,733 -93,931  
    SMI Holcim 410.99 50.510   1/09/17 49.995 20,759        997,492 -114,690  
    Topix (FRA) long Ono Pharmaceutical 760.35 27.302   12/14/15 30.520 20,759        1,018,252 -135,449  
    BAX short Leoni 597.73 34.730   11/23/15 36.045 20,759        1,039,011 -156,209  
11/23/15 Sell France short Solocal 32.40 390.360 1,256.870 6/08/15 700.450 -22,695 40,723 18,028 800,830  1,016,316 -115,486 900,830
    ASX 50 Santos 5,914.71 2.708 5.854 8/17/15 3.982 -23,550 34,624 11,074 811,904  992,766 -80,862 911,904
    HDAX RWE 2,043.80 10.895 16.041 8/24/15 13.220 -27,019 32,785 5,766 817,670  965,747 -48,077 917,670
    PSI 20 Pharol 37,521.57 0.369 0.705 5/25/15 0.510 -19,136 26,449 7,313 824,983  946,611 -21,628 924,983
    Nikkei (FRA) Sharp 917.77 10.210 16.122 8/17/15 12.830 -11,775 14,797 3,022 828,004  934,836 -6,832 928,004
      IHI 390.03 25.250 36.097 8/17/15 30.190 -11,775 14,079 2,304 830,308  923,061 7,247 930,308
    BAX Leoni 597.73 36.045 33.415 11/16/15 34.730 -20,759 19,973 -786 829,522  902,302 27,220 929,522
  Buy France long Ubisoft 892.30 26.805   1/11/16 24.260 23,918        926,220 3,302  
    HDAX SMA Solar 500.64 47.775   1/18/16 41.200 23,918        950,138 -20,616  
    PSI 20 Altri 4,683.38 5.107   12/07/15 5.008 23,918        974,056 -44,534  
    OMXC 20 Genmab 210.92 113.399   2/08/16 88.896 23,918        997,974 -68,452  
    Nikkei (FRA) Yamaha 477.02 25.070   12/07/15 22.360 11,959        1,009,933 -80,411  
    BAX Adva 2,155.75 11.095   12/14/15 9.859 23,918        1,033,851 -104,329  
    GEX Hypoport 302.76 79.000   12/14/15 70.070 23,918        1,057,769 -128,247  
11/30/15 Sell ISEQ 20 short FBD 1,706.52 6.852 6.948 8/17/15 6.900 -11,775 11,857 82 829,604  1,045,994 -116,390 929,604
    Nordic 30 Fortum 1,215.65 13.820 21.706 6/01/15 17.320 -21,055 26,387 5,332 834,937  1,024,939 -90,003 934,937
  Buy Germany long SMA Solar 447.28 47.225   1/11/16 49.315 21,123        1,046,062 -111,125  
    ASX 50 short Origin Energy 5,514.28 3.831   1/04/16 3.253 21,123        1,067,185 -132,248  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 long Flutter 87.98 120.050   12/07/15 122.000 10,562        1,077,747 -142,810  
      Dalata Hotel 2,050.78 5.150   12/07/15 5.130 10,562        1,088,308 -153,372  
    Nordic 30 Pandora 188.26 112.200   12/14/15 108.345 21,123        1,109,431 -174,495  
12/07/15 Sell ISEQ 20 long Flutter 87.98 122.000   11/30/15 120.050 -10,562 10,734 172 835,108  1,098,869 -163,761 935,108
      Dalata Hotel 2,050.78 5.130   11/30/15 5.150 -10,562 10,521 -41 835,067  1,088,308 -153,241 935,067
    PSI 20 Altri 4,683.38 5.008   11/23/15 5.107 -23,918 23,454 -464 834,603  1,064,390 -129,786 934,603
    DJUA short CenterPoint Energy 552.46 15.137 18.217 8/31/15 16.606 -9,174 10,064 890 835,494  1,055,216 -119,722 935,494
      FirstEnergy 321.87 29.960 27.045 8/31/15 28.503 -9,174 8,705 -469 835,024  1,046,042 -111,017 935,024
    Nikkei (FRA) long Yamaha 477.02 22.360   11/23/15 25.070 -11,959 10,666 -1,293 833,732  1,034,083 -100,351 933,732
    BSE Sensex 50 Eicher Motors 825.63 22.421   10/24/11 2.335 -1,928 18,511 16,583 850,315  1,032,155 -81,840 950,315
  Buy ISEQ 20 short FBD 1,591.72 6.820   1/04/16 6.603 10,856        1,043,010 -92,695  
    PSI 20 Pharol 76,989.36 0.282   4/25/16 0.141 21,711        1,064,721 -114,406  
    DJUA long NiSource 614.86 17.655   3/16/20 18.760 10,855        1,075,577 -125,262  
      American Water 201.51 53.870   3/16/20 106.441 10,855        1,086,432 -136,117  
    Nikkei (FRA) short OKI Electric 945.60 11.480   3/07/16 12.000 10,855        1,097,287 -146,972  
      Sharp 1,142.68 9.500   3/07/16 13.180 10,855        1,108,143 -157,828  
    BSE Sensex 50 ONGC 10,529.61 2.062   12/21/15 2.125 21,711        1,129,854 -179,539  
12/14/15 Sell USA long Netflix 171.70 109.790   10/05/15 99.392 -17,066 18,851 1,785 852,100  1,112,788 -160,688 952,100
    OMXS 30 short SSAB 2,602.37 2.601 4.386 11/02/15 3.378 -8,790 11,413 2,623 854,724  1,103,999 -149,275 954,724
      SKF A 547.01 14.663 17.608 11/02/15 16.068 -8,790 9,632 842 855,566  1,095,209 -139,644 955,566
    Europe 50 long SAP 263.10 69.400   10/26/15 70.130 -18,451 18,259 -192 855,374  1,076,758 -121,384 955,374
    Nordic 30 Pandora 188.26 108.345   11/30/15 112.200 -21,123 20,397 -726 854,648  1,055,635 -100,987 954,648
    Topix (FRA) Ono Pharmaceutical 760.35 30.520   11/16/15 27.302 -20,759 23,206 2,447 857,095  1,034,876 -77,782 957,095
    BAX Adva 2,155.75 9.859   11/23/15 11.095 -23,918 21,254 -2,665 854,430  1,010,958 -56,528 954,430
    GEX Hypoport 302.76 70.070   11/23/15 79.000 -23,918 21,214 -2,704 851,727  987,040 -35,314 951,727
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OMXS 30 Securitas 855.00 13.398   12/21/15 13.632 11,455        998,495 -46,769  
    Europe 50 short Rio Tinto 9.00 2,545.100   12/28/15 2,721.790 22,906        1,021,401 -69,675  
    Nordic 30 Møller-Mærsk B 18.68 1,226.160   4/25/16 1,254.850 22,905        1,044,306 -92,579  
    Topix (FRA) Toshiba 1,054.79 21.720   12/21/15 19.300 22,910        1,067,216 -115,489  
    BAX Leoni 689.33 33.235   7/04/16 24.990 22,910        1,090,126 -138,399  
    GEX Manz 563.45 40.660   5/09/16 36.225 22,910        1,113,035 -161,309  
12/21/15 Sell DAX long Fresenius 289.35 63.430   10/19/15 60.310 -17,451 18,353 903 852,629  1,095,585 -142,956 952,629
    OBX 25 short DNO International 17,813.19 0.607 2.673 6/08/15 1.274 -22,694 47,608 24,914 877,543  1,072,891 -95,348 977,543
    OMXS 30 long Securitas 855.00 13.632   12/14/15 13.398 -11,455 11,655 200 877,743  1,061,436 -83,693 977,743
    Topix (FRA) short Toshiba 1,054.79 19.300 24.443 12/14/15 21.720 -22,910 25,783 2,873 880,615  1,038,526 -57,910 980,615
    BSE Sensex 50 ONGC 10,529.61 2.125 1.999 12/07/15 2.062 -21,711 21,049 -662 879,953  1,016,815 -36,862 979,953
  Buy DAX RWE 2,069.07 11.395   12/28/15 11.660 23,577        1,040,392 -60,439  
    OBX 25 long Bakkafrost 897.04 26.283   12/28/15 26.311 23,577        1,063,969 -84,016  
    OMXS 30 short SSAB 5,431.74 2.170   12/28/15 2.409 11,789        1,075,757 -95,804  
      SKF A 807.36 14.601   12/28/15 15.095 11,789        1,087,546 -107,593  
    Topix (FRA) long Ono Pharmaceutical 737.15 31.984   1/04/16 32.298 23,577        1,111,123 -131,170  
    CAC Mid 60 Sartorius Stedim 409.50 57.575   12/28/15 57.183 23,577        1,134,700 -154,747  
    BSE Sensex 50 Bajaj Finance 2,904.25 8.118   1/04/16 8.393 23,577        1,158,277 -178,324  
12/28/15 Sell DAX short RWE 2,069.07 11.660 11.130 12/21/15 11.395 -23,577 23,029 -548 879,405  1,134,700 -155,295 979,405
    OBX 25 long Bakkafrost 897.04 26.311   12/21/15 26.283 -23,577 23,602 25 879,430  1,111,123 -131,693 979,430
    OMXS 30 short SSAB 5,431.74 2.409 1.932 12/21/15 2.170 -11,789 10,491 -1,297 878,132  1,099,334 -121,202 978,132
      SKF A 807.36 15.095 14.108 12/21/15 14.601 -11,789 11,390 -398 877,734  1,087,546 -109,812 977,734
    Europe 50 Rio Tinto 9.00 2,721.790 2,368.420 12/14/15 2,545.100 -22,906 21,316 -1,590 876,144  1,064,640 -88,496 976,144
    FT 30 Tate & Lyle 30.11 807.108 700.300 6/08/15 753.704 -22,694 21,086 -1,608 874,536  1,041,946 -67,410 974,536
    CAC Mid 60 long Sartorius Stedim 409.50 57.183   12/21/15 57.575 -23,577 23,417 -160 874,375  1,018,369 -43,993 974,375
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA Energy Recovery 3,593.01 6.473   1/11/16 5.700 23,259        1,041,628 -67,252  
    DAX Adidas 261.07 89.090   3/07/16 96.970 23,259        1,064,887 -90,511  
    OMXS 30 Securitas 838.16 13.875   1/04/16 13.705 11,629        1,076,516 -102,140  
    Europe 50 SAP 319.23 72.860   1/04/16 70.580 23,259        1,099,775 -125,400  
    FT 30 ITV 62.35 373.033   1/11/16 356.368 23,259        1,123,034 -148,658  
1/04/16 Sell SSE 50 short China Northern Rare 11,565.77 1.789 2.422 8/03/15 2.081 -24,073 28,013 3,940 878,316  1,098,961 -120,645 978,316
    ASX 50 Origin Energy 5,514.28 3.253 4.511 11/30/15 3.831 -21,123 24,872 3,749 882,065  1,077,838 -95,773 982,065
    HSI-Fin ICBC 38,492.17 0.538 0.727 8/03/15 0.625 -24,073 27,965 3,892 885,957  1,053,765 -67,808 985,957
    ISEQ 20 FBD 1,591.72 6.603 7.044 12/07/15 6.820 -10,856 11,212 357 886,313  1,042,909 -56,596 986,313
    OMXH 25 Outokumpu 3,693.98 2.584 10.606 5/11/15 5.235 -19,338 39,177 19,839 906,153  1,023,571 -17,419 1,006,153
    OMXS 30 long Securitas 838.16 13.705   12/28/15 13.875 -11,629 11,487 -142 906,010  1,011,942 -5,931 1,006,010
    Europe 50 SAP 319.23 70.580   12/28/15 72.860 -23,259 22,531 -728 905,282  988,683 16,600 1,005,282
    DJTA JetBlue Airways 921.76 20.201   8/31/15 19.906 -18,348 18,621 273 905,555  970,335 35,221 1,005,555
    Topix (FRA) Ono Pharmaceutical 737.15 32.298   12/21/15 31.984 -23,577 23,808 231 905,787  946,758 59,029 1,005,787
    BSE Sensex 50 Bajaj Finance 2,904.25 8.393   12/21/15 8.118 -23,577 24,376 799 906,586  923,181 83,405 1,006,586
  Buy SSE 50 Shanghai Pudong 10,835.45 2.515   1/11/16 2.391 27,249        950,430 56,156  
    HSI-Fin Hang Seng Bank 1,599.73 17.034   1/11/16 16.023 27,249        977,679 28,907  
    ISEQ 20 Flutter 110.45 123.350   1/18/16 119.900 13,624        991,303 15,283  
      Dalata Hotel 2,532.43 5.380   1/18/16 4.930 13,624        1,004,927 1,659  
    OMXH 25 Elisa 807.38 33.750   1/11/16 34.422 27,249        1,032,176 -25,591  
    OMXS 30 short SSAB 5,586.33 2.439   4/04/16 3.262 13,625        1,045,801 -39,215  
      SKF A 936.90 14.542   4/04/16 15.448 13,624        1,059,425 -52,840  
    Europe 50 Rio Tinto 10.54 2,585.270   1/25/16 2,112.660 27,249        1,086,674 -80,088  
    DJTA Ryder System 518.69 52.534   2/22/16 53.012 27,249        1,113,923 -107,337  
    Topix (FRA) Toshiba 1,372.05 19.860   8/15/16 25.260 27,249        1,141,172 -134,586  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Larsen & Toubro 2,347.90 11.606   3/07/16 10.779 27,249        1,168,421 -161,835  
1/11/16 Sell USA long Energy Recovery 3,593.01 5.700   12/28/15 6.473 -23,259 20,481 -2,778 903,808  1,145,162 -141,354 1,003,808
    Euro 50 Fresenius 143.81 59.420   10/26/15 64.150 -9,225 8,545 -680 903,128  1,135,936 -132,809 1,003,128
      Inditex 274.49 29.430   10/26/15 33.610 -9,226 8,078 -1,147 901,980  1,126,711 -124,731 1,001,980
    France Ubisoft 892.30 24.260   11/23/15 26.805 -23,918 21,647 -2,271 899,709  1,102,793 -103,083 999,709
    Germany SMA Solar 447.28 49.315   11/30/15 47.225 -21,123 22,058 935 900,644  1,081,670 -81,026 1,000,644
    SSE 50 Shanghai Pudong 10,835.45 2.391   1/04/16 2.515 -27,249 25,905 -1,344 899,300  1,054,421 -55,120 999,300
    HSI-Fin Hang Seng Bank 1,599.73 16.023   1/04/16 17.034 -27,249 25,633 -1,616 897,684  1,027,172 -29,488 997,684
    OMXH 25 Elisa 807.38 34.422   1/04/16 33.750 -27,249 27,792 543 898,227  999,923 -1,696 998,227
    FT 30 ITV 62.35 356.368   12/28/15 373.033 -23,259 22,220 -1,039 897,188  976,664 20,524 997,188
    Topix (TYO) Subaru 743.12 33.663   6/11/12 6.048 -4,494 25,016 20,521 917,709  972,170 45,539 1,017,709
  Buy Euro 50 short Volkswagen 113.55 117.050   1/25/16 110.750 13,291        985,461 32,248  
      Banco Santander 3,257.48 4.080   1/25/16 3.860 13,291        998,752 18,957  
    France Vallourec 100.81 263.680   4/18/16 148.800 26,582        1,025,333 -7,624  
    SSE 50 Haitong Secs 15,116.58 1.758   6/13/16 1.997 26,581        1,051,914 -34,205  
    ASX 50 Origin Energy 9,709.24 2.738   2/29/16 2.906 26,581        1,078,495 -60,786  
    HSI-Fin China Life Ins HK 10,472.79 2.538   6/06/16 1.986 26,581        1,105,076 -87,367  
    OMXH 25 Outokumpu 10,735.46 2.476   4/25/16 3.996 26,581        1,131,657 -113,948  
    FT 30 Tesco 107.73 246.739   1/25/16 258.955 26,581        1,158,238 -140,529  
    Topix (TYO) Toshiba 1,477.97 17.985   10/31/16 33.076 26,581        1,184,819 -167,110  
1/18/16 Sell HDAX long SMA Solar 500.64 41.200   11/23/15 47.775 -23,918 20,626 -3,292 914,418  1,160,901 -146,484 1,014,418
    ISEQ 20 Flutter 110.45 119.900   1/04/16 123.350 -13,624 13,243 -381 914,036  1,147,277 -133,241 1,014,036
      Dalata Hotel 2,532.43 4.930   1/04/16 5.380 -13,624 12,485 -1,140 912,897  1,133,653 -120,756 1,012,897
    QIX Freenet 437.09 28.325   1/23/12 10.515 -4,596 12,381 7,785 920,681  1,129,057 -108,375 1,020,681
  Buy HDAX short Aixtron 6,911.21 3.300   3/14/16 3.331 22,807        1,151,864 -131,182  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 FBD 1,770.73 6.440   5/30/16 6.529 11,404        1,163,267 -142,586  
    QIX BMW 292.02 78.100   2/08/16 69.300 22,807        1,186,074 -165,393  
1/25/16 Sell Euro 50 short Volkswagen 113.55 110.750 123.708 1/11/16 117.050 -13,291 14,047 756 921,437  1,172,783 -151,346 1,021,437
      Banco Santander 3,257.48 3.860 4.313 1/11/16 4.080 -13,291 14,048 757 922,195  1,159,493 -137,298 1,022,195
    Europe 50 Rio Tinto 10.54 2,112.660 3,163.610 1/04/16 2,585.270 -27,249 33,344 6,096 928,291  1,132,244 -103,953 1,028,291
    FT 30 Tesco 107.73 258.955 234.523 1/11/16 246.739 -26,581 25,265 -1,316 926,975  1,105,663 -78,688 1,026,975
  Buy Euro 50 long SAP 163.09 72.680   4/04/16 70.040 11,853        1,117,516 -90,542  
      Vinci 192.33 61.630   4/04/16 65.450 11,853        1,129,369 -102,395  
    Europe 50 SAP 326.18 72.680   3/28/16 70.840 23,707        1,153,076 -126,102  
    FT 30 National Grid 19.08 1,242.520   2/01/16 1,311.560 23,707        1,176,783 -149,809  
2/01/16 Sell   long National Grid 19.08 1,311.560   1/25/16 1,242.520 -23,707 25,025 1,317 928,292  1,153,076 -124,784 1,028,292
  Buy   short NatWest 68.42 330.109   4/18/16 299.798 22,586        1,175,662 -147,370  
2/08/16 Sell Nasdaq 100 long Amazon.com 689.88 21.802   10/19/15 25.296 -17,451 15,041 -2,410 925,881  1,158,211 -132,330 1,025,881
    OMXC 20 Genmab 210.92 88.896   11/23/15 113.399 -23,918 18,750 -5,168 920,713  1,134,293 -113,580 1,020,713
    QIX short BMW 292.02 69.300 88.018 1/18/16 78.100 -22,807 25,703 2,896 923,609  1,111,486 -87,877 1,023,609
  Buy Nasdaq 100 Micron Technology 2,574.85 9.085   3/21/16 10.259 23,393        1,134,879 -111,270  
    QIX long Rational 57.74 405.150   4/11/16 463.700 23,393        1,158,273 -134,663  
2/22/16 Sell DJTA short Ryder System 518.69 53.012 52.057 1/04/16 52.534 -27,249 27,001 -248 923,362  1,131,024 -107,662 1,023,362
    NZX 50 long Tourism 16,992.34 1.542   7/28/14 0.744 -12,644 26,197 13,553 936,915  1,118,380 -81,465 1,036,915
  Buy OMXC 20 Vestas Wind Systems 1,977.81 12.077   2/29/16 12.460 23,886        1,142,266 -105,351  
    DJTA Delta Air Lines 540.10 44.225   3/07/16 43.943 23,886        1,166,152 -129,237  
    NZX 50 short ANZ Banking NZ 1,561.59 15.296   2/29/16 14.670 23,886        1,190,037 -153,123  
2/29/16 Sell ASX 50 short Origin Energy 9,709.24 2.906 2.569 1/11/16 2.738 -26,581 24,946 -1,635 935,280  1,163,456 -128,177 1,035,280
    OMXC 20 long Vestas Wind Systems 1,977.81 12.460   2/22/16 12.077 -23,886 24,643 757 936,037  1,139,570 -103,534 1,036,037
    NZX 50 short ANZ Banking NZ 1,561.59 14.670 15.949 2/22/16 15.296 -23,886 24,905 1,019 937,056  1,115,685 -78,629 1,037,056
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 2,087.13 11.480   11/05/18 13.103 23,960        1,139,645 -102,589  
    NZX 50 a2 Milk 22,476.55 1.066   5/22/17 2.174 23,960        1,163,605 -126,549  
3/07/16 Sell S&P 100 short ConocoPhilips 523.62 37.595 55.443 7/27/15 45.655 -23,906 29,031 5,125 942,181  1,139,699 -97,517 1,042,181
    DAX long Adidas 261.07 96.970   12/28/15 89.090 -23,259 25,316 2,057 944,238  1,116,440 -72,202 1,044,238
    MerVal Pampa Energía 16,055.52 0.728   10/26/15 1.149 -18,451 11,688 -6,763 937,476  1,097,989 -60,513 1,037,476
    DJTA Delta Air Lines 540.10 43.943   2/22/16 44.225 -23,886 23,734 -152 937,323  1,074,103 -36,780 1,037,323
    Nikkei (FRA) short OKI Electric 945.60 12.000 10.960 12/07/15 11.480 -10,855 10,364 -492 936,832  1,063,247 -26,416 1,036,832
      Sharp 1,142.68 13.180 5.820 12/07/15 9.500 -10,855 6,650 -4,205 932,627  1,052,392 -19,765 1,032,627
    BSE Sensex 50 Larsen & Toubro 2,347.90 10.779 12.496 1/04/16 11.606 -27,249 29,340 2,091 934,718  1,025,143 9,575 1,034,718
  Buy USA long Energy Recovery 3,354.62 7.782   10/29/18 6.189 26,107        1,051,250 -16,532  
    S&P 100 Meta 271.91 96.013   3/28/16 101.554 26,107        1,077,357 -42,639  
    DAX short Deutsche Bank 1,648.89 15.833   4/25/16 14.347 26,107        1,103,464 -68,746  
    MerVal YPF 1,578.92 16.535   4/11/16 14.912 26,107        1,129,571 -94,853  
    DJTA Avis Budget 1,021.28 25.563   3/14/16 24.329 26,107        1,155,678 -120,960  
    Nikkei (FRA) long Nissui 3,077.93 4.241   3/14/16 4.289 13,054        1,168,731 -134,014  
      Yamaha 500.11 26.101   3/14/16 27.038 13,053        1,181,785 -147,067  
    BSE Sensex 50 Bajaj Finance 3,043.02 8.579   12/10/18 29.076 26,107        1,207,892 -173,174  
3/14/16 Sell HDAX short Aixtron 6,911.21 3.331 3.269 1/18/16 3.300 -22,807 22,593 -214 934,504  1,185,085 -150,581 1,034,504
    DJTA Avis Budget 1,021.28 24.329 26.860 3/07/16 25.563 -26,107 27,431 1,324 935,828  1,158,978 -123,150 1,035,828
    Nikkei (FRA) long Nissui 3,077.93 4.289   3/07/16 4.241 -13,054 13,201 148 935,976  1,145,924 -109,949 1,035,976
      Yamaha 500.11 27.038   3/07/16 26.101 -13,053 13,522 469 936,444  1,132,871 -96,427 1,036,444
  Buy HDAX SMA Solar 540.23 43.500   4/11/16 45.160 23,500        1,156,371 -119,927  
    DJTA Alaska Air Group 326.98 71.870   10/29/18 53.552 23,500        1,179,871 -143,427  
    Nikkei (FRA) short Toshiba 708.26 16.590   7/18/16 25.800 11,750        1,191,621 -155,177  
      IHI 646.31 18.180   7/18/16 25.860 11,750        1,203,371 -166,927  
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 2,574.85 10.259 7.912 2/08/16 9.085 -23,393 20,371 -3,022 933,422  1,179,978 -146,556 1,033,422
    TSX 60 Cenovus Energy 1,247.13 12.064 19.931 5/11/15 15.506 -19,338 24,856 5,518 938,940  1,160,640 -121,700 1,038,940
    DJ Global Titans ConocoPhilips 730.70 37.886 36.068 8/24/15 36.977 -27,019 26,355 -664 938,276  1,133,621 -95,345 1,038,276
  Buy Nasdaq 100 long NVidia 3,125.19 7.543   10/29/18 40.739 23,573        1,157,194 -118,918  
    TSX 60 Barrick Gold 1,806.57 13.049   6/27/16 19.168 23,573        1,180,767 -142,491  
    DJ Global Titans McDonald´s 213.99 110.161   3/28/16 110.022 23,573        1,204,340 -166,064  
3/28/16 Sell S&P 100 long Meta 271.91 101.554   3/07/16 96.013 -26,107 27,614 1,507 939,783  1,178,233 -138,451 1,039,783
    ATX short Vienna Insurance 637.67 18.660 39.765 9/07/15 27.240 -17,370 25,357 7,987 947,769  1,160,863 -113,094 1,047,769
    BEL 20 Solvay 183.90 85.670 93.522 9/28/15 89.510 -16,461 17,199 738 948,507  1,144,402 -95,895 1,048,507
    Europe 50 long SAP 326.18 70.840   1/25/16 72.680 -23,707 23,107 -600 947,907  1,120,696 -72,789 1,047,907
    DJ Global Titans McDonald´s 213.99 110.022   3/21/16 110.161 -23,573 23,544 -30 947,877  1,097,122 -49,245 1,047,877
  Buy S&P 100 short Devon Energy 1,081.59 23.082   4/25/16 30.124 24,965        1,122,087 -74,210  
    ATX long Flughafen Wien 1,025.36 24.348   5/16/16 25.113 24,965        1,147,052 -99,175  
    BEL 20 Bekaert 713.29 35.000   4/25/16 37.780 24,965        1,172,017 -124,140  
    Europe 50 short Credit Suisse 1,950.85 12.797   4/18/16 13.328 24,965        1,196,982 -149,105  
    DJ Global Titans Mitsubishi UFJ 6,004.38 4.158   4/11/16 3.840 24,965        1,221,947 -174,070  
4/04/16 Sell Euro 50 long SAP 163.09 70.040   1/25/16 72.680 -11,853 11,423 -431 947,447  1,210,094 -162,647 1,047,447
      Vinci 192.33 65.450   1/25/16 61.630 -11,853 12,588 735 948,182  1,198,241 -150,059 1,048,182
    OMXS 30 short SSAB 5,586.33 3.262 1.615 1/04/16 2.439 -13,625 9,024 -4,600 943,581  1,184,616 -141,035 1,043,581
      SKF A 936.90 15.448 13.637 1/04/16 14.542 -13,624 12,776 -848 942,733  1,170,992 -128,259 1,042,733
  Buy Euro 50 Deutsche Bank 865.35 13.209   5/16/16 12.861 11,430        1,182,422 -139,689  
      Unicredit 756.34 15.113   5/16/16 14.382 11,431        1,193,853 -151,120  
    OMXC 20 long Genmab 183.90 124.315   4/11/16 126.502 22,862        1,216,714 -173,981  
    OMXS 30 Securitas 788.47 14.497   4/11/16 14.803 11,430        1,228,145 -185,412  
      Fingerprint Cards 1,089.74 10.489   4/11/16 10.913 11,431        1,239,575 -196,842  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/11/16 Sell HDAX long SMA Solar 540.23 45.160   3/14/16 43.500 -23,500 24,397 897 943,630  1,216,075 -172,446 1,043,630
    OMXC 20 Genmab 183.90 126.502   4/04/16 124.315 -22,862 23,264 402 944,032  1,193,214 -149,182 1,044,032
    OMXS 30 Securitas 788.47 14.803   4/04/16 14.497 -11,430 11,672 241 944,273  1,181,783 -137,510 1,044,273
      Fingerprint Cards 1,089.74 10.913   4/04/16 10.489 -11,431 11,892 462 944,735  1,170,353 -125,618 1,044,735
    MerVal short YPF 1,578.92 14.912 18.335 3/07/16 16.535 -26,107 28,949 2,842 947,577  1,144,246 -96,669 1,047,577
    QIX long Rational 57.74 463.700   2/08/16 405.150 -23,393 26,774 3,381 950,958  1,120,852 -69,895 1,050,958
    DJ Global Titans short Mitsubishi UFJ 6,004.38 3.840 4.501 3/28/16 4.158 -24,965 27,028 2,063 953,021  1,095,887 -42,867 1,053,021
  Buy HDAX Deutsche Bank 2,021.03 12.495   7/25/16 11.745 25,253        1,121,140 -68,120  
    OMXC 20 Nordea Bank (DK) 3,048.63 8.283   4/25/16 8.632 25,253        1,146,393 -93,373  
    OMXS 30 Nordea Bank 1,518.61 8.315   4/18/16 8.483 12,626        1,159,020 -105,999  
      S.E.B 1,490.52 8.471   4/18/16 8.777 12,626        1,171,646 -118,626  
    MerVal long Gr Fin Galicia 11,083.17 2.279   6/20/16 2.681 25,253        1,196,899 -143,879  
    QIX short Mercedes-Benz 417.40 60.500   7/04/16 54.240 25,253        1,222,152 -169,131  
    DJ Global Titans long McDonald´s 225.82 111.826   5/09/16 114.955 25,253        1,247,405 -194,384  
4/18/16 Sell France short Vallourec 100.81 148.800 467.252 1/11/16 263.680 -26,582 47,104 20,522 973,543  1,220,823 -147,280 1,073,543
    HSI China Shenhua HK 12,619.53 1.521 2.268 7/13/15 1.857 -23,437 28,624 5,187 978,729  1,197,386 -118,657 1,078,729
    OMXS 30 Nordea Bank 1,518.61 8.483 8.147 4/11/16 8.315 -12,626 12,371 -255 978,474  1,184,760 -106,285 1,078,474
      S.E.B 1,490.52 8.777 8.166 4/11/16 8.471 -12,626 12,171 -455 978,019  1,172,133 -94,114 1,078,019
    Europe 50 Credit Suisse 1,950.85 13.328 12.266 3/28/16 12.797 -24,965 23,928 -1,037 976,983  1,147,168 -70,185 1,076,983
    FT 30 NatWest 68.42 299.798 363.484 2/01/16 330.109 -22,586 24,870 2,284 979,266  1,124,582 -45,316 1,079,266
  Buy France long Ubisoft 954.51 27.080   6/13/16 32.460 25,848        1,150,430 -71,164  
    HSI AAC Technologies 3,919.63 6.595   11/21/16 8.782 25,848        1,176,278 -97,012  
    OMXS 30 Securitas 896.44 14.417   6/13/16 13.140 12,924        1,189,202 -109,936  
      Fingerprint Cards 1,044.79 12.370   6/13/16 9.568 12,924        1,202,126 -122,860  
    Europe 50 BAT 4.78 5,403.310   4/25/16 5,349.570 25,828        1,227,954 -148,688  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 BAT 4.78 5,403.310   4/25/16 5,349.570 25,828        1,253,782 -174,516  
4/25/16 Sell S&P 100 short Devon Energy 1,081.59 30.124 16.039 3/28/16 23.082 -24,965 17,348 -7,617 971,649  1,228,817 -157,168 1,071,649
    DAX Deutsche Bank 1,648.89 14.347 17.473 3/07/16 15.833 -26,107 28,811 2,704 974,353  1,202,710 -128,357 1,074,353
    TecDAX Aixtron 3,051.45 4.108 11.590 6/01/15 6.900 -21,055 35,365 14,310 988,663  1,181,655 -92,992 1,088,663
    IBEX 35 Obrascón Huarte Lain 1,010.34 5.840 62.729 5/11/15 19.140 -19,338 63,378 44,040 1,032,703  1,162,317 -29,614 1,132,703
    BEL 20 long Bekaert 713.29 37.780   3/28/16 35.000 -24,965 26,948 1,983 1,034,686  1,137,352 -2,666 1,134,686
    OMXH 25 short Outokumpu 10,735.46 3.996 0.956 1/11/16 2.476 -26,581 10,263 -16,318 1,018,368  1,110,771 7,598 1,118,368
    PSI 20 Pharol 76,989.36 0.141 0.564 12/07/15 0.282 -21,711 43,422 21,711 1,040,079  1,089,060 51,020 1,140,079
    OMXC 20 Nordea Bank (DK) 3,048.63 8.632 7.935 4/11/16 8.283 -25,253 24,190 -1,063 1,039,016  1,063,807 75,209 1,139,016
    Europe 50 long BAT 4.78 5,349.570   4/18/16 5,403.310 -25,828 25,571 -257 1,038,759  1,037,979 100,780 1,138,759
    Nordic 30 short Møller-Mærsk B 18.68 1,254.850 1,197.470 12/14/15 1,226.160 -22,905 22,369 -536 1,038,223  1,015,074 123,149 1,138,223
    FT 30 long BAT 4.78 5,349.570   4/18/16 5,403.310 -25,828 25,571 -257 1,037,966  989,246 148,720 1,137,966
  Buy S&P 100 McDonald´s 284.33 113.132   5/09/16 114.955 32,167        1,021,413 116,553  
    Germany Verbio 3,839.46 8.378   6/27/16 5.220 32,167        1,053,580 84,386  
    DAX Adidas 298.26 107.850   5/09/16 114.300 32,167        1,085,747 52,219  
    TecDAX SMA Solar 687.84 46.765   5/09/16 46.500 32,167        1,117,914 20,052  
    IBEX 35 aena 266.50 120.700   5/09/16 123.100 32,167        1,150,081 -12,115  
    BEL 20 short Ackermans van Haaren 291.24 110.450   8/22/16 112.650 32,167        1,182,248 -44,282  
    OMXH 25 long Outokumpu 8,049.80 3.996   5/02/16 3.550 32,167        1,214,415 -76,449  
    OMXC 20 Genmab 246.83 130.322   6/13/16 152.120 32,167        1,246,583 -108,617  
    Europe 50 short Credit Suisse 2,397.46 13.417   5/16/16 12.098 32,167        1,278,750 -140,783  
    Nordic 30 long Volvo 2,992.61 10.749   5/09/16 9.844 32,167        1,310,917 -172,950  
    FT 30 short NatWest 100.80 319.111   5/16/16 270.322 32,166        1,343,083 -205,117  
5/02/16 Sell OMXH 25 long Outokumpu 8,049.80 3.550   4/25/16 3.996 -32,167 28,577 -3,590 1,034,376  1,310,916 -176,540 1,134,376
  Buy   short Konecranes 1,198.09 19.986   5/23/16 22.476 23,945        1,334,861 -200,485  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/09/16 Sell S&P 100 long McDonald´s 284.33 114.955   4/25/16 113.132 -32,167 32,685 518 1,034,894  1,302,694 -167,800 1,134,894
    DAX Adidas 298.26 114.300   4/25/16 107.850 -32,167 34,091 1,924 1,036,818  1,270,527 -133,709 1,136,818
    TecDAX SMA Solar 687.84 46.500   4/25/16 46.765 -32,167 31,985 -182 1,036,636  1,238,360 -101,724 1,136,636
    IBEX 35 aena 266.50 123.100   4/25/16 120.700 -32,167 32,806 640 1,037,275  1,206,193 -68,918 1,137,275
    FTSE short Glencore 144.19 167.806 209.259 8/24/15 187.390 -27,020 30,173 3,153 1,040,429  1,179,174 -38,745 1,140,429
    HSI-C&I Sands China 6,954.43 3.084 3.713 7/06/15 3.384 -23,531 25,818 2,287 1,042,716  1,155,643 -12,927 1,142,716
    Athex LC Eurobank Ergasias 237.14 0.875 2,744.000 1/27/14 49.000 -11,620 650,712 639,092 1,681,808  1,144,023 637,785 1,781,808
    Nordic 30 long Volvo 2,992.61 9.844   4/25/16 10.749 -32,167 29,460 -2,707 1,679,101  1,111,856 667,246 1,779,101
    GEX short Manz 563.45 36.225 45.638 12/14/15 40.660 -22,910 25,715 2,805 1,681,906  1,088,946 692,960 1,781,906
    DJ Global Titans long McDonald´s 225.82 114.955   4/11/16 111.826 -25,253 25,959 707 1,682,613  1,063,693 718,919 1,782,613
  Buy DAX short Deutsche Bank 4,782.95 13.075   5/16/16 12.861 62,538        1,126,231 656,381  
    FTSE long Fresnillo 47.54 1,315.360   10/08/18 886.711 62,532        1,188,764 593,849  
    HSI-C&I MTR 14,353.78 4.357   12/26/16 4.598 62,538        1,251,302 531,311  
    OBX 25 SalMar 2,787.47 22.435   6/27/16 25.094 62,538        1,313,840 468,773  
    Athex LC Jumbo 5,563.88 11.240   6/20/16 10.590 62,538        1,376,378 406,235  
    Nordic 30 short Ericsson 9,168.32 6.821   5/16/16 6.762 62,538        1,438,916 343,697  
    GEX long Hypoport 799.92 78.180   5/23/16 84.790 62,538        1,501,453 281,159  
    DJ Global Titans short Mitsubishi UFJ 15,551.69 4.021   7/04/16 3.981 62,538        1,563,991 218,621  
5/16/16 Sell Euro 50 short Deutsche Bank 865.35 12.861 13.567 4/04/16 13.209 -11,430 11,740 309 1,682,922  1,552,561 230,361 1,782,922
      Unicredit 756.34 14.382 15.881 4/04/16 15.113 -11,431 12,012 581 1,683,503  1,541,130 242,373 1,783,503
    ATX long Flughafen Wien 1,025.36 25.113   3/28/16 24.348 -24,965 25,749 784 1,684,288  1,516,165 268,122 1,784,288
    DAX short Deutsche Bank 4,782.95 12.861 13.293 5/09/16 13.075 -62,538 63,580 1,042 1,685,329  1,453,627 331,702 1,7