Sun, Sep 19th, 2021, 22:58UTC
 
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 RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  106,456 -2,953 103,502
  Buy ATX Flughafen Wien 302.77 8.300   3/26/12 7.050 2,513        108,969 -5,466  
7/25/11 Buy ASX 50 short Macquarie Group 117.63 20.828   1/16/12 19.953 2,450        111,419 -7,916  
    DJ Global Titans Bank of America 351.52 6.970   12/26/11 4.202 2,450        113,869 -10,366  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  110,559 -4,395 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  107,769 -1,577 106,192
  Buy S&P 100 short AIG 131.67 19.860   1/09/12 18.875 2,615        110,384 -4,192  
    HSI New World Dev 695.55 3.760   12/26/11 2.465 2,615        112,999 -6,807  
    HDAX Commerzbank 139.09 18.801   1/23/12 14.511 2,615        115,614 -9,422  
    RTX Mobile TeleSystems 212.26 12.320   6/25/12 13.400 2,615        118,229 -12,037  
    DJTA Delta Air Lines 482.63 5.418   10/24/11 6.408 2,615        120,844 -14,652  
    Topix (FRA) Nintendo 23.64 110.600   1/23/12 105.744 2,615        123,458 -17,267  
    SP Global 100 Carrefour 130.23 20.080   4/30/12 15.175 2,615        126,073 -19,882  
8/08/11 Buy Nasdaq 100 short Akamai 146.33 14.741   10/10/11 17.540 2,157        128,230 -22,039  
    Kospi 50 LG Display 157.82 13.668   10/10/11 14.049 2,157        130,387 -24,196  
    DAX Commerzbank 140.48 15.354   12/19/11 9.482 2,157        132,544 -26,353  
    MDAX Ceconomy 224.43 9.611   5/14/12 7.298 2,157        134,701 -28,510  
    FTSE Lloyds Bank 57.29 37.648   11/28/11 27.613 2,157        136,858 -30,667  
    Europe 50 Lloyds Bank 57.29 37.648   12/19/11 27.968 2,157        139,015 -32,824  
    BSE Sensex 50 Tata Motors 834.53 2.585   10/03/11 2.302 2,157        141,172 -34,981  
    QIX Pro7-Sat1 154.07 14.000   1/23/12 17.200 2,157        143,329 -37,138  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/22/11 Buy DJIA short Goldman Sachs 23.33 73.991   12/19/11 67.244 1,726        145,055 -38,864  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  140,522 -35,229 105,293
  Buy   short Nintendo 15.02 116.602   2/13/12 104.998 1,751        142,274 -36,980  
9/05/11 Buy Euro 50 short Societe Generale 42.15 20.250   1/09/12 15.000 854        143,127 -37,834  
      Unicredit 31.08 27.460   1/09/12 11.455 853        143,981 -38,687  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  140,843 -33,824 107,019
    BSE Sensex 50 short Tata Motors 834.53 2.302 2.902 8/08/11 2.585 -2,157 2,422 265 7,284  138,686 -31,402 107,284
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,583 -33,299  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,480 -35,196  
10/10/11 Sell Nasdaq 100 short Akamai 146.33 17.540 11.942 8/08/11 14.741 -2,157 1,747 -410 6,874  140,323 -33,448 106,874
    Kospi 50 LG Display 157.82 14.049 13.287 8/08/11 13.668 -2,157 2,097 -60 6,814  138,166 -31,351 106,814
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,052 -33,237  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        141,937 -35,123  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,698  140,040 -33,342 106,698
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,666  138,143 -31,477 106,666
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,022 -33,356  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        141,901 -35,235  
10/24/11 Sell DJTA short Delta Air Lines 482.63 6.408 4.429 8/01/11 5.418 -2,615 2,137 -478 6,188  139,286 -33,098 106,188
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,277  137,407 -31,131 106,277
  Buy DJTA long Kansas City Southern 42.43 44.258   11/21/11 48.824 1,878        139,285 -33,008  
    BSE Sensex 50 Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        141,163 -34,886  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,278  139,284 -33,006 106,278
  Buy   short Heartland 6,066.93 0.302   3/05/12 0.277 1,831        141,115 -34,837  
11/21/11 Sell DJTA long Kansas City Southern 42.43 48.824   10/24/11 44.258 -1,878 2,072 194 6,472  139,237 -32,765 106,472
  Buy USA short Netflix 234.16 7.867   11/28/11 7.544 1,842        141,079 -34,607  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA JetBlue Airways 693.92 2.655   12/05/11 3.509 1,842        142,921 -36,449  
11/28/11 Sell USA short Netflix 234.16 7.544 8.203 11/21/11 7.867 -1,842 1,921 79 6,551  141,079 -34,529 106,551
    FTSE Lloyds Bank 57.29 27.613 51.330 8/08/11 37.648 -2,157 2,941 784 7,335  138,923 -31,588 107,335
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,379  136,133 -26,754 109,379
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,333  134,738 -25,404 109,333
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,910  133,343 -23,433 109,910
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,378  129,800 -18,421 111,378
  Buy FTSE long Next 0.75 3,105.900   6/04/12 3,698.710 2,329        132,129 -20,751  
    OMXC 20 Tryg 270.19 8.598   5/14/12 8.768 2,323        134,452 -23,074  
    OMXS 30 Getinge 62.31 18.641   5/14/12 19.967 1,162        135,614 -24,235  
      Lundin 62.17 18.684   5/14/12 15.471 1,162        136,775 -25,397  
    Nordic 30 Equinor 127.25 18.255   5/07/12 19.757 2,323        139,098 -27,720  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,173  136,434 -23,261 113,173
    DJTA JetBlue Airways 693.92 3.509 1.800 11/21/11 2.655 -1,842 1,249 -593 12,581  134,592 -22,011 112,581
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,847 -24,266  
    DJTA Kirby 47.16 48.011   6/25/12 36.163 2,264        139,111 -26,530  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   12/05/11 3,416.030 -2,255 2,318 63 12,644  136,856 -24,212 112,644
  Buy   short Lloyds Bank 77.29 28.594   12/19/11 27.968 2,210        139,066 -26,422  
12/19/11 Sell DJIA short Goldman Sachs 23.33 67.244 81.415 8/22/11 73.991 -1,726 1,899 173 12,817  137,340 -24,523 112,817
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,515  135,454 -22,939 112,515
    DAX short Commerzbank 140.48 9.482 24.862 8/08/11 15.354 -2,157 3,493 1,336 13,851  133,297 -19,446 113,851
    Europe 50 Lloyds Bank 57.29 27.968 50.678 8/08/11 37.648 -2,157 2,903 747 14,598  131,140 -16,543 114,598
    FT 30 Lloyds Bank 77.29 27.968 29.234 12/12/11 28.594 -2,210 2,260 49 14,647  128,930 -14,283 114,647
  Buy DJIA long Visa 132.78 18.897   8/24/15 58.880 2,509        131,439 -16,792  
    Kospi 50 short Hyundai Heavy 13.76 182.275   1/23/12 209.385 2,508        133,948 -19,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX long Merck (EMD) 68.37 36.695   6/04/12 36.500 2,509        136,456 -21,809  
    Europe 50 Roche 19.34 129.719   10/20/14 222.572 2,509        138,965 -24,318  
    FT 30 Tate & Lyle 3.10 808.105   5/14/12 858.422 2,505        141,470 -26,823  
12/26/11 Sell HSI short New World Dev 695.55 2.465 5.735 8/01/11 3.760 -2,615 3,989 1,374 16,021  138,855 -22,834 116,021
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,440  135,058 -16,618 118,440
    DJ Global Titans Bank of America 351.52 4.202 11.562 7/25/11 6.970 -2,450 4,064 1,614 20,054  132,608 -12,554 120,054
  Buy HSI long Lenovo 4,990.71 0.538   5/21/12 0.656 2,687        135,295 -15,241  
    OMXH 25 Huhtamäki 291.43 9.220   1/02/12 9.150 2,687        137,982 -17,928  
    DJ Global Titans Philip Morris 44.46 60.439   1/23/12 57.914 2,687        140,669 -20,615  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,236  137,245 -16,010 121,236
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,245  135,676 -11,432 124,245
      Ryanair Holdings 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 24,052  134,107 -10,056 124,052
    OMXH 25 long Huhtamäki 291.43 9.150   12/26/11 9.220 -2,687 2,667 -20 24,031  131,420 -7,389 124,031
  Buy Germany Encavis 897.78 3.248   5/14/12 2.970 2,916        134,336 -10,305  
    AEX Vopak 70.96 41.095   4/09/12 44.780 2,916        137,253 -13,221  
    ISEQ 20 Flutter 32.33 45.100   5/21/12 50.010 1,458        138,711 -14,679  
      Ryanair Holdings 385.71 3.780   5/21/12 4.040 1,458        140,169 -16,137  
    OMXH 25 short Outokumpu 250.95 11.620   1/09/12 12.510 2,916        143,085 -19,053  
    BAX long Wirecard 228.17 12.780   1/09/12 13.215 2,916        146,001 -21,969  
1/09/12 Sell S&P 100 short AIG 131.67 18.875 20.895 8/01/11 19.860 -2,615 2,751 136 24,168  143,386 -19,218 124,168
    Euro 50 Societe Generale 42.15 15.000 27.338 9/05/11 20.250 -854 1,152 299 24,466  142,532 -18,066 124,466
      Unicredit 31.08 11.455 65.827 9/05/11 27.460 -853 2,046 1,192 25,659  141,679 -16,020 125,659
    OMXH 25 Outokumpu 250.95 12.510 10.730 1/02/12 11.620 -2,916 2,693 -223 25,435  138,763 -13,327 125,435
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,405  136,991 -11,586 125,405
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,768  135,220 1,548 136,768
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX long Wirecard 228.17 13.215   1/02/12 12.780 -2,916 3,015 99 36,867  132,304 4,563 136,867
  Buy S&P 100 Biogen 39.13 90.342   9/03/12 116.954 3,535        135,839 1,028  
    Euro 50 ASML 54.55 32.400   8/24/15 74.790 1,767        137,606 -739  
      AB InBev 37.21 47.495   8/24/15 91.280 1,767        139,373 -2,507  
    OMXH 25 Wärtsilä 422.68 8.363   1/30/12 8.837 3,535        142,908 -6,042  
    Nikkei (FRA) Aozora Bank 82.71 21.370   5/14/12 18.670 1,768        144,676 -7,809  
      Nitto Boseki 136.22 12.975   5/14/12 12.260 1,767        146,443 -9,577  
1/16/12 Sell ASX 50 short Macquarie Group 117.63 19.953 21.742 7/25/11 20.828 -2,450 2,557 107 36,974  143,993 -7,019 136,974
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,912  139,686 -1,774 137,912
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,605  137,915 -310 137,605
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,290  136,143 1,147 137,290
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,386  133,103 14,282 147,386
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,851  130,372 20,479 150,851
  Buy ASX 50 long James Hardie Ind 731.45 5.856   1/23/12 6.001 4,283        134,655 16,196  
    HSI-Fin AIA 1,632.12 2.624   5/14/12 2.577 4,283        138,938 11,913  
    HSI-Prop China Ov Land & Inv 1,389.68 1.541   6/10/13 2.124 2,142        141,080 9,771  
      China Res Land 1,515.46 1.413   6/10/13 2.183 2,142        143,221 7,630  
    HSI-C&I Sands China 1,667.58 2.568   5/21/12 2.614 4,283        147,504 3,347  
    OBX 25 Equinor 222.33 19.264   5/14/12 19.745 4,283        151,787 -937  
    BAX Wirecard 325.95 13.140   6/18/12 14.995 4,283        156,070 -5,219  
    Indices ISEQ-Overall 1.42 3,005.690   5/21/12 3,087.810 4,268        160,338 -9,488  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 52,250  157,800 -5,551 152,250
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,915  155,136 -2,221 152,915
    Kospi 50 Hyundai Heavy 13.76 209.385 155.165 12/19/11 182.275 -2,508 2,135 -373 52,542  152,628 -86 152,542
    ASX 50 long James Hardie Ind 731.45 6.001   1/16/12 5.856 -4,283 4,390 106 52,648  148,345 4,303 152,648
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX short Commerzbank 139.09 14.511 24.359 8/01/11 18.801 -2,615 3,388 773 53,422  145,730 7,691 153,422
    Topix (FRA) Nintendo 23.64 105.744 115.679 8/01/11 110.600 -2,615 2,735 120 53,542  143,116 10,426 153,542
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 57,106  140,337 16,769 157,106
    QIX Pro7-Sat1 154.07 17.200 10.800 8/08/11 14.000 -2,157 1,664 -493 56,613  138,180 18,433 156,613
    DJ Global Titans long Philip Morris 44.46 57.914   12/26/11 60.439 -2,687 2,575 -112 56,501  135,493 21,008 156,501
  Buy France Hermes International 17.50 253.600   4/23/12 251.250 4,438        139,931 16,570  
    SSE 50 China Minsheng Bk 6,645.20 0.668   3/19/12 0.633 4,437        144,368 12,133  
    Kospi 50 Samsung Electronics 289.13 15.346   5/21/12 16.200 4,437        148,805 7,696  
    ASX 50 short QBE Insurance 462.88 9.586   1/30/12 9.544 4,437        153,242 3,259  
    HDAX long Dürr 486.25 9.125   8/04/14 28.230 4,437        157,679 -1,178  
    Topix (FRA) Fast Retailing 30.37 146.118   2/27/12 148.473 4,438        162,116 -5,615  
    CAC Mid 60 Innate Pharma 2,594.74 1.710   5/14/12 1.650 4,437        166,553 -10,052  
    QIX Freenet 421.97 10.515   1/18/16 28.325 4,437        170,990 -14,489  
    DJ Global Titans short Bank of America 791.06 5.609   2/06/12 6.060 4,437        175,427 -18,926  
1/30/12 Sell ASX 50 short QBE Insurance 462.88 9.544 9.628 1/23/12 9.586 -4,437 4,456 19 56,520  170,990 -14,470 156,520
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,547  168,286 -9,739 158,547
    OMXH 25 long Wärtsilä 422.68 8.837   1/09/12 8.363 -3,535 3,735 200 58,747  164,751 -6,004 158,747
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,493  160,444 1,049 161,493
  Buy ASX 50 long James Hardie Ind 704.98 5.763   8/17/15 12.058 4,063        164,507 -3,014  
    SDAX Encavis 1,344.92 3.021   5/21/12 2.951 4,063        168,570 -7,077  
    OMXH 25 short Nokia 1,047.16 3.880   2/13/12 3.800 4,063        172,633 -11,140  
    BSE Sensex 30 long Hindustan Unilever 670.33 6.061   11/16/15 11.144 4,063        176,696 -15,203  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,548  173,636 -10,088 163,548
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,187  170,093 -4,906 165,187
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,412  166,783 -1,371 165,412
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 72,132  163,743 8,388 172,132
    DJ Global Titans Bank of America 791.06 6.060 5.157 1/23/12 5.609 -4,437 4,080 -357 71,775  159,306 12,468 171,775
  Buy CAC 40 long Airbus 169.15 27.230   4/09/12 29.725 4,606        163,912 7,862  
    IBEX 35 Bankinter 1,334.30 3.452   2/13/12 3.297 4,606        168,518 3,256  
    PSI 20 Jerónimo Martins 358.72 12.840   2/20/12 12.970 4,606        173,124 -1,350  
    MerVal short Gr Fin Galicia 7,765.98 0.593   2/27/12 0.596 4,606        177,730 -5,956  
    DJ Global Titans long Apple 365.56 12.600   5/21/12 15.695 4,606        182,336 -10,562  
2/13/12 Sell IBEX 35 long Bankinter 1,334.30 3.297   2/06/12 3.452 -4,606 4,399 -207 71,568  177,730 -6,163 171,568
    OMXH 25 short Nokia 1,047.16 3.800 3.962 1/30/12 3.880 -4,063 4,149 86 71,653  173,667 -2,014 171,653
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 75,068  170,607 4,460 175,068
    Topix (TYO) Nintendo 15.02 104.998 129.488 8/29/11 116.602 -1,751 1,945 194 75,261  168,856 6,405 175,261
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,374  165,308 14,067 179,374
  Buy IBEX 35 Sacyr 1,459.26 3.314   8/20/12 1.284 4,836        170,144 9,231  
    OMXH 25 long Nokian Tyres 143.50 33.700   4/09/12 36.040 4,836        174,980 4,395  
    Topix (TYO) Fast Retailing 31.23 154.867   5/07/12 167.646 4,837        179,816 -442  
    GEX 4SC 78.52 61.593   5/07/12 48.084 4,836        184,653 -5,278  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,503  181,593 2,910 184,503
    PSI 20 long Jerónimo Martins 358.72 12.970   2/06/12 12.840 -4,606 4,653 47 84,549  176,987 7,563 184,549
  Buy TSX 60 Constellation Soft 67.92 70.699   4/16/12 66.838 4,802        181,789 2,761  
    PSI 20 short Pharol 1,143.33 4.200   2/27/12 3.989 4,802        186,591 -2,041  
    SLI long Sonova 56.30 85.291   4/23/12 82.016 4,802        191,392 -6,843  
2/27/12 Sell PSI 20 short Pharol 1,143.33 3.989 4.422 2/20/12 4.200 -4,802 5,056 254 84,803  186,590 -1,787 184,803
    MerVal Gr Fin Galicia 7,765.98 0.596 0.591 2/06/12 0.593 -4,606 4,587 -19 84,784  181,984 2,800 184,784
    Topix (FRA) long Fast Retailing 30.37 148.473   1/23/12 146.118 -4,438 4,509 72 84,856  177,547 7,309 184,856
  Buy PSI 20 Jerónimo Martins 354.02 13.570   3/12/12 14.360 4,804        182,351 2,505  
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 Mazda Motor 751.80 6.390   3/05/12 6.150 4,804        187,155 -2,299  
3/05/12 Sell NZX 50 short Heartland 6,066.93 0.277 0.329 10/31/11 0.302 -1,831 1,998 167 85,023  185,324 -301 185,023
    Topix (FRA) Mazda Motor 751.80 6.150 6.639 2/27/12 6.390 -4,804 4,992 188 85,210  180,520 4,691 185,210
  Buy MerVal Aluar 9,891.64 0.480   3/12/12 0.513 4,747        185,267 -56  
    NZX 50 long a2 Milk 20,417.20 0.233   5/21/12 0.267 4,747        190,014 -4,803  
    Topix (FRA) Isuzu Motors 564.98 8.402   3/19/12 8.620 4,747        194,761 -9,550  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 88,103  191,971 -3,868 188,103
    PSI 20 long Jerónimo Martins 354.02 14.360   2/27/12 13.570 -4,804 5,084 280 88,382  187,167 1,215 188,382
    MerVal short Aluar 9,891.64 0.513 0.447 3/05/12 0.480 -4,747 4,422 -325 88,057  182,420 5,637 188,057
  Buy BEL 20 long Galapagos 386.12 12.540   5/14/12 10.990 4,842        187,262 795  
    PSI 20 short Pharol 1,229.25 3.939   3/26/12 4.022 4,842        192,104 -4,047  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,645.20 0.633   1/23/12 0.668 -4,437 4,207 -230 87,827  187,667 160 187,827
    Topix (FRA) Isuzu Motors 564.98 8.620   3/05/12 8.402 -4,747 4,870 123 87,950  182,920 5,030 187,950
  Buy SSE 50 short Anhui Conch Cement 2,467.39 1.955   4/09/12 2.031 4,824        187,744 206  
    Topix (FRA) Mazda Motor 746.75 6.460   8/13/12 4.800 4,824        192,568 -4,618  
3/26/12 Sell ATX short Flughafen Wien 302.77 7.050 9.772 7/18/11 8.300 -2,513 2,959 446 88,396  190,055 -1,659 188,396
    PSI 20 Pharol 1,229.25 4.022 3.856 3/12/12 3.939 -4,842 4,740 -102 88,294  185,213 3,081 188,294
  Buy ATX long Österreichische Post 189.84 25.200   4/09/12 25.800 4,784        189,997 -1,703  
    PSI 20 Jerónimo Martins 321.07 14.900   4/02/12 15.420 4,784        194,781 -6,487  
4/02/12 Sell   long Jerónimo Martins 321.07 15.420   3/26/12 14.900 -4,784 4,951 167 88,461  189,997 -1,536 188,461
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,700  185,674 21,026 206,700
  Buy PSI 20 Banco Comercial 8,644.09 0.659   8/20/12 0.452 5,693        191,367 15,333  
    Athex LC long EYDAP 1,430.40 3.980   4/16/12 4.030 5,693        197,060 9,640  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,467.39 2.031 1.880 3/19/12 1.955 -4,824 4,637 -187 106,514  192,236 14,278 206,514
    ATX long Österreichische Post 189.84 25.800   3/26/12 25.200 -4,784 4,898 114 106,627  187,452 19,175 206,627
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 Airbus 169.15 29.725   2/06/12 27.230 -4,606 5,028 422 107,049  182,846 24,203 207,049
    AEX Vopak 70.96 44.780   1/02/12 41.095 -2,916 3,178 261 107,311  179,930 27,381 207,311
    OMXH 25 Nokian Tyres 143.50 36.040   2/13/12 33.700 -4,836 5,172 336 107,647  175,094 32,553 207,647
  Buy SSE 50 China Northern Rare 2,079.02 2.888   6/04/12 3.823 6,004        181,098 26,549  
    ATX short Zumtobel 612.40 9.804   4/16/12 9.950 6,004        187,102 20,545  
    AEX ArcelorMittal 155.02 38.730   9/03/12 35.565 6,004        193,106 14,541  
    OMXH 25 Outokumpu 516.70 11.620   8/20/12 6.980 6,004        199,110 8,537  
4/16/12 Sell ATX short Zumtobel 612.40 9.950 9.658 4/09/12 9.804 -6,004 5,915 -89 107,557  193,106 14,451 207,557
    TSX 60 long Constellation Soft 67.92 66.838   2/20/12 70.699 -4,802 4,540 -262 107,295  188,304 18,991 207,295
    Athex LC EYDAP 1,430.40 4.030   4/02/12 3.980 -5,693 5,765 72 107,367  182,611 24,756 207,367
  Buy ATX Österreichische Post 217.14 26.725   5/21/12 27.000 5,803        188,414 18,952  
    TSX 60 short BlackBerry 574.24 10.106   8/20/12 5.638 5,803        194,217 13,149  
    Athex LC Public Power 3,743.87 1.550   9/03/12 1.330 5,803        200,020 7,346  
4/23/12 Sell France long Hermes International 17.50 251.250   1/23/12 253.600 -4,438 4,397 -41 107,325  195,582 11,743 207,325
    SLI Sonova 56.30 82.016   2/20/12 85.291 -4,802 4,617 -184 107,141  190,780 16,361 207,141
  Buy France short Solocal 3.78 1,476.830   8/13/12 1,038.280 5,582        196,363 10,778  
    MerVal YPF 415.91 13.433   8/27/12 14.446 5,587        201,950 5,191  
    SLI Lonza 161.92 34.504   11/26/12 36.099 5,587        207,537 -396  
    GCX REC Silicon 1,606.06 3.479   2/11/13 1.027 5,587        213,124 -5,983  
4/30/12 Sell SP Global 100 short Carrefour 130.23 15.175 26.570 8/01/11 20.080 -2,615 3,460 845 107,986  210,509 -2,522 207,986
  Buy   long Apple 326.34 15.738   10/20/14 19.487 5,136        215,645 -7,658  
5/07/12 Sell Nordic 30 long Equinor 127.25 19.757   11/28/11 18.255 -2,323 2,514 191 108,177  213,322 -5,144 208,177
    Topix (TYO) Fast Retailing 31.23 167.646   2/13/12 154.867 -4,837 5,236 399 108,576  208,485 91 208,576
    GEX 4SC 78.52 48.084   2/13/12 61.593 -4,836 3,776 -1,061 107,516  203,649 3,867 207,516
  Buy Nordic 30 short Nokia 2,201.67 2.400   8/13/12 2.220 5,284        208,933 -1,417  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Sony 450.87 11.720   6/11/12 10.270 5,284        214,217 -6,701  
5/14/12 Sell Germany long Encavis 897.78 2.970   1/02/12 3.248 -2,916 2,666 -250 107,266  211,301 -4,035 207,266
    MDAX short Ceconomy 224.43 7.298 12.656 8/08/11 9.611 -2,157 2,840 683 107,950  209,144 -1,194 207,950
    HSI-Fin long AIA 1,632.12 2.577   1/16/12 2.624 -4,283 4,206 -77 107,873  204,861 3,012 207,873
    BEL 20 Galapagos 386.12 10.990   3/12/12 12.540 -4,842 4,243 -598 107,275  200,019 7,256 207,275
    OMXC 20 Tryg 270.19 8.768   11/28/11 8.598 -2,323 2,369 46 107,321  197,696 9,625 207,321
    OBX 25 Equinor 222.33 19.745   1/16/12 19.264 -4,283 4,390 107 107,428  193,413 14,015 207,428
    OMXS 30 Getinge 62.31 19.967   11/28/11 18.641 -1,162 1,244 83 107,510  192,251 15,259 207,510
      Lundin 62.17 15.471   11/28/11 18.684 -1,162 962 -200 107,311  191,090 16,221 207,311
    FT 30 Tate & Lyle 3.10 858.422   12/19/11 808.105 -2,505 2,661 156 107,466  188,585 18,882 207,466
    Nikkei (FRA) Aozora Bank 82.71 18.670   1/09/12 21.370 -1,768 1,544 -223 107,243  186,817 20,426 207,243
      Nitto Boseki 136.22 12.260   1/09/12 12.975 -1,767 1,670 -97 107,146  185,050 22,096 207,146
    CAC Mid 60 Innate Pharma 2,594.74 1.650   1/23/12 1.710 -4,437 4,281 -156 106,990  180,613 26,377 206,990
  Buy Germany short SolarWorld 24.66 236.550   9/10/12 182.550 5,833        186,446 20,544  
    MDAX long Dürr 532.98 10.946   5/21/12 10.445 5,834        192,280 14,710  
    HSI-Fin short HK Exchgs & Clrg 513.74 11.356   9/17/12 11.718 5,834        198,114 8,876  
    BEL 20 Bekaert 255.32 22.850   6/25/12 18.225 5,834        203,948 3,042  
    OMXC 20 Vestas Wind Systems 5,148.25 1.133   5/28/12 1.008 5,834        209,782 -2,792  
    OBX 25 REC Silicon 1,685.40 3.462   9/03/12 2.359 5,834        215,616 -8,626  
    OMXS 30 ABB 224.96 12.967   7/23/12 14.168 2,917        218,533 -11,543  
      Nokia 1,247.43 2.338   7/23/12 1.752 2,917        221,450 -14,460  
    FT 30 Man Group 56.50 103.259   8/06/12 106.958 5,834        227,284 -20,294  
    Nikkei (FRA) Nippon Sheet Glass 322.68 9.040   1/07/13 9.100 2,917        230,201 -23,211  
      Sharp 75.51 38.630   1/07/13 23.550 2,917        233,118 -26,128  
    CAC Mid 60 Vallourec 4.22 1,382.400   9/10/12 1,453.800 5,834        238,952 -31,962  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/21/12 Sell HSI long Lenovo 4,990.71 0.656   12/26/11 0.538 -2,687 3,273 586 107,576  236,265 -28,689 207,576
    Kospi 50 Samsung Electronics 289.13 16.200   1/23/12 15.346 -4,437 4,684 247 107,823  231,828 -24,005 207,823
    ATX Österreichische Post 217.14 27.000   4/16/12 26.725 -5,803 5,863 60 107,883  226,025 -18,142 207,883
    MDAX Dürr 532.98 10.445   5/14/12 10.946 -5,834 5,567 -267 107,616  220,191 -12,575 207,616
    SDAX Encavis 1,344.92 2.951   1/30/12 3.021 -4,063 3,969 -94 107,522  216,128 -8,606 207,522
    HSI-C&I Sands China 1,667.58 2.614   1/16/12 2.568 -4,283 4,359 76 107,598  211,845 -4,247 207,598
    ISEQ 20 Flutter 32.33 50.010   1/02/12 45.100 -1,458 1,617 159 107,757  210,387 -2,630 207,757
      Ryanair Holdings 385.71 4.040   1/02/12 3.780 -1,458 1,558 100 107,857  208,929 -1,072 207,857
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,561  205,869 4,692 210,561
    NZX 50 long a2 Milk 20,417.20 0.267   3/05/12 0.233 -4,747 5,443 696 111,257  201,122 10,135 211,257
    Indices ISEQ-Overall 1.42 3,087.810   1/16/12 3,005.690 -4,268 4,385 117 111,374  196,854 14,520 211,374
    DJ Global Titans Apple 365.56 15.695   2/06/12 12.600 -4,606 5,737 1,131 112,505  192,248 20,258 212,505
  Buy HSI short China Unicom 4,895.26 1.189   8/20/12 1.370 5,819        198,067 14,439  
    Kospi 50 SK Holdings 103.40 56.279   7/23/12 68.528 5,819        203,886 8,619  
    ATX Zumtobel 590.28 9.858   6/25/12 8.050 5,819        209,705 2,800  
    MDAX Ströer Media 732.59 7.943   5/28/12 8.000 5,819        215,524 -3,019  
    TecDAX SMA Solar 221.13 26.315   12/22/14 14.800 5,819        221,343 -8,838  
    SDAX Klöckner 742.79 7.834   10/29/12 7.058 5,819        227,162 -14,657  
    HSI-C&I Citic Pacific 4,912.21 1.185   9/17/12 0.959 5,819        232,981 -20,476  
    ISEQ 20 Bank of Ireland 1,114.75 2.610   8/27/12 2.490 2,910        235,890 -23,385  
      Smurfit Kappa 524.23 5.550   8/27/12 6.550 2,909        238,800 -26,295  
    SMI long Richemont 121.13 48.039   5/28/12 48.077 5,819        244,619 -32,114  
    NZX 50 short Katmandu 6,101.50 0.954   7/30/12 0.992 5,819        250,438 -37,933  
    Indices Athex Large Cap 2.87 2,028.100   9/10/12 2,671.700 5,821        256,258 -43,753  
    Nikkei (TYO) Nippon Sheet Glass 683.05 8.519   7/02/12 8.411 5,819        262,077 -49,572  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Telefónica 592.81 9.816   5/28/12 9.440 5,819        267,896 -55,391  
5/28/12 Sell MDAX short Ströer Media 732.59 8.000 7.886 5/21/12 7.943 -5,819 5,777 -42 112,463  262,078 -49,614 212,463
    OMXC 20 Vestas Wind Systems 5,148.25 1.008 1.274 5/14/12 1.133 -5,834 6,559 725 113,188  256,244 -43,055 213,188
    SMI long Richemont 121.13 48.077   5/21/12 48.039 -5,819 5,824 5 113,193  250,425 -37,232 213,193
    DJ Global Titans short Telefónica 592.81 9.440 10.207 5/21/12 9.816 -5,819 6,051 232 113,425  244,606 -31,181 213,425
  Buy MDAX long Rhön-Klinikum 207.14 21.995   6/04/12 22.100 4,556        249,162 -35,737  
    OMXC 20 GN Store Nord 66.85 68.150   6/04/12 67.500 4,556        253,717 -40,293  
    SMI short Credit Suisse 289.56 15.734   6/04/12 15.300 4,556        258,273 -44,849  
    DJ Global Titans long Apple 279.38 16.307   10/22/12 17.386 4,556        262,829 -49,405  
6/04/12 Sell SSE 50 long China Northern Rare 2,079.02 3.823   4/09/12 2.888 -6,004 7,949 1,945 115,369  256,825 -41,456 215,369
    DAX Merck (EMD) 68.37 36.500   12/19/11 36.695 -2,509 2,496 -13 115,356  254,316 -38,961 215,356
    MDAX Rhön-Klinikum 207.14 22.100   5/28/12 21.995 -4,556 4,578 22 115,378  249,760 -34,383 215,378
    FTSE Next 0.75 3,698.710   11/28/11 3,105.900 -2,329 2,774 445 115,822  247,431 -31,609 215,822
    OMXC 20 GN Store Nord 66.85 67.500   5/28/12 68.150 -4,556 4,512 -43 115,779  242,875 -27,097 215,779
    SMI short Credit Suisse 289.56 15.300 16.181 5/28/12 15.734 -4,556 4,685 129 115,908  238,319 -22,411 215,908
  Buy SSE 50 China Unicom 9,559.29 0.506   12/10/12 0.413 4,837        243,156 -27,248  
    DAX thyssenkrupp 381.77 12.670   7/16/12 14.565 4,837        247,993 -32,085  
    MDAX Ströer Media 577.55 8.375   6/18/12 8.546 4,837        252,830 -36,922  
    FTSE Aviva 14.48 334.157   7/30/12 382.206 4,839        257,669 -41,761  
    OMXC 20 Vestas Wind Systems 5,541.93 0.873   6/18/12 0.791 4,837        262,506 -46,598  
    SMI long Swiss Re 110.57 43.744   6/11/12 46.079 4,837        267,343 -51,435  
6/11/12 Sell   long Swiss Re 110.57 46.079   6/04/12 43.744 -4,837 5,095 258 116,166  262,506 -46,340 216,166
    Topix (TYO) short Sony 450.87 10.270 13.374 5/07/12 11.720 -5,284 6,030 746 116,912  257,222 -40,310 216,912
  Buy SMI Credit Suisse 274.64 16.076   6/18/12 14.519 4,415        261,637 -44,725  
    Topix (TYO) long Subaru 730.05 6.048   1/11/16 33.663 4,415        266,052 -49,140  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/18/12 Sell MDAX short Ströer Media 577.55 8.546 8.204 6/04/12 8.375 -4,837 4,738 -99 116,813  261,215 -44,401 216,813
    OMXC 20 Vestas Wind Systems 5,541.93 0.791 0.963 6/04/12 0.873 -4,837 5,339 502 117,315  256,378 -39,062 217,315
    SMI Credit Suisse 274.64 14.519 17.799 6/11/12 16.076 -4,415 4,888 473 117,789  251,963 -34,174 217,789
    BAX long Wirecard 325.95 14.995   1/16/12 13.140 -4,283 4,888 605 118,393  247,680 -29,286 218,393
  Buy MDAX Dürr 417.67 11.318   6/25/12 11.594 4,727        252,407 -34,013  
    OMXC 20 GN Store Nord 64.53 73.250   6/25/12 71.650 4,727        257,134 -38,740  
    SMI Swiss Re 101.39 46.620   11/19/12 54.864 4,727        261,860 -43,467  
6/25/12 Sell ATX short Zumtobel 590.28 8.050 12.072 5/21/12 9.858 -5,819 7,126 1,307 119,700  256,041 -36,341 219,700
    MDAX long Dürr 417.67 11.594   6/18/12 11.318 -4,727 4,842 115 119,816  251,314 -31,499 219,816
    RTX short Mobile TeleSystems 212.26 13.400 11.240 8/01/11 12.320 -2,615 2,386 -229 119,586  248,699 -29,113 219,586
    BEL 20 Bekaert 255.32 18.225 28.649 5/14/12 22.850 -5,834 7,315 1,481 121,067  242,865 -21,798 221,067
    OMXC 20 long GN Store Nord 64.53 71.650   6/18/12 73.250 -4,727 4,624 -103 120,964  238,138 -17,175 220,964
    DJTA Kirby 47.16 36.163   12/05/11 48.011 -2,264 1,705 -559 120,405  235,874 -15,469 220,405
  Buy ATX Österreichische Post 197.88 25.890   7/29/13 31.600 5,123        240,997 -20,592  
    MDAX short Ströer Media 637.11 8.041   7/02/12 8.090 5,123        246,120 -25,715  
    RTX long Magnit 241.08 21.250   7/02/12 22.430 5,123        251,243 -30,838  
    BEL 20 Galapagos 418.20 12.250   10/22/12 16.900 5,123        256,366 -35,961  
    OMXC 20 short Vestas Wind Systems 6,313.00 0.812   7/16/12 0.678 5,123        261,489 -41,084  
    DJTA Ryder System 187.49 27.323   7/02/12 27.880 5,123        266,612 -46,207  
7/02/12 Sell MDAX short Ströer Media 637.11 8.090 7.992 6/25/12 8.041 -5,123 5,092 -31 120,374  261,489 -41,115 220,374
    RTX long Magnit 241.08 22.430   6/25/12 21.250 -5,123 5,407 284 120,658  256,366 -35,708 220,658
    DJTA short Ryder System 187.49 27.880 26.767 6/25/12 27.323 -5,123 5,019 -104 120,554  251,243 -30,690 220,554
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 121,425  248,192 -26,767 221,425
    Nikkei (TYO) Nippon Sheet Glass 683.05 8.411 8.629 5/21/12 8.519 -5,819 5,894 75 121,500  242,373 -20,873 221,500
  Buy MDAX long Dürr 402.33 12.465   7/23/12 13.345 5,015        247,388 -25,888  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 2,470.44 2.030   7/09/12 2.080 5,015        252,403 -30,903  
    DJTA long Delta Air Lines 571.18 8.780   9/17/12 7.031 5,015        257,418 -35,918  
    STI ThaiBev 23,633.36 0.212   6/10/13 0.382 5,015        262,433 -40,933  
    Nikkei (TYO) OKI Electric 392.88 12.765   7/16/12 12.784 5,015        267,448 -45,948  
7/09/12 Sell RTX short RusHydro 2,470.44 2.080 1.980 7/02/12 2.030 -5,015 4,891 -124 121,377  262,433 -41,057 221,377
  Buy   long Magnit 208.27 21.640   7/16/12 22.510 4,507        266,940 -45,564  
7/16/12 Sell DAX short thyssenkrupp 381.77 14.565 10.775 6/04/12 12.670 -4,837 4,114 -723 120,653  262,103 -41,450 220,653
    RTX long Magnit 208.27 22.510   7/09/12 21.640 -4,507 4,688 181 120,834  257,596 -36,762 220,834
    OMXC 20 short Vestas Wind Systems 6,313.00 0.678 0.971 6/25/12 0.812 -5,123 6,129 1,006 121,841  252,473 -30,633 221,841
    Nikkei (TYO) long OKI Electric 392.88 12.784   7/02/12 12.765 -5,015 5,022 7 121,848  247,458 -25,610 221,848
  Buy DAX Continental 68.66 71.440   8/11/14 159.700 4,905        252,364 -30,515  
    RTX short RusHydro 2,302.82 2.130   9/03/12 2.010 4,905        257,269 -35,420  
    OMXC 20 long Genmab 579.18 8.469   6/24/13 22.604 4,905        262,173 -40,325  
    Nikkei (TYO) short Nippon Sheet Glass 642.95 7.629   11/19/12 7.143 4,905        267,078 -45,230  
7/23/12 Sell Kospi 50 short SK Holdings 103.40 68.528 44.029 5/21/12 56.279 -5,819 4,553 -1,267 120,582  261,259 -40,678 220,582
    MDAX long Dürr 402.33 13.345   7/02/12 12.465 -5,015 5,369 354 120,936  256,244 -35,309 220,936
    OMXS 30 short ABB 224.96 14.168 11.765 5/14/12 12.967 -2,917 2,647 -270 120,665  253,327 -32,662 220,665
      Nokia 1,247.43 1.752 3.121 5/14/12 2.338 -2,917 3,893 976 121,642  250,410 -28,769 221,642
  Buy Kospi 50 long Amorepacific Group 184.25 26.166   10/20/14 87.497 4,821        255,231 -33,590  
    MDAX short Ströer Media 608.17 7.927   8/06/12 7.080 4,821        260,052 -38,411  
    OMXS 30 long Electrolux 136.02 17.722   6/24/13 19.030 2,410        262,463 -40,821  
      Swedbank 174.82 13.789   6/24/13 16.871 2,411        264,873 -43,232  
7/30/12 Sell FTSE short Aviva 14.48 382.206 286.108 6/04/12 334.157 -4,839 4,143 -696 120,946  260,035 -39,089 220,946
    NZX 50 Katmandu 6,101.50 0.992 0.916 5/21/12 0.954 -5,819 5,587 -232 120,714  254,216 -33,502 220,714
  Buy FTSE long Ashtead 14.04 333.248   8/24/15 1,199.890 4,679        258,895 -38,180  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/06/12 Sell MDAX short Ströer Media 608.17 7.080 8.875 7/23/12 7.927 -4,821 5,398 577 121,291  254,074 -32,783 221,291
    FT 30 Man Group 56.50 106.958 99.561 5/14/12 103.259 -5,834 5,625 -209 121,082  248,239 -27,158 221,082
  Buy MDAX long Dürr 350.35 13.838   10/29/12 14.790 4,848        253,087 -32,006  
    FT 30 Ferguson 1.58 3,068.570   6/24/13 3,452.810 4,848        257,936 -36,854  
8/13/12 Sell France short Solocal 3.78 1,038.280 2,100.620 4/23/12 1,476.830 -5,582 7,940 2,358 123,440  252,353 -28,914 223,440
    Nordic 30 Nokia 2,201.67 2.220 2.595 5/07/12 2.400 -5,284 5,712 428 123,868  247,069 -23,201 223,868
    Topix (FRA) Mazda Motor 746.75 4.800 8.694 3/19/12 6.460 -4,824 6,492 1,668 125,537  242,245 -16,709 225,537
  Buy France long Eurofins Scientific 504.10 10.355   4/22/13 15.325 5,220        247,465 -21,929  
    Nordic 30 Pandora 466.40 11.192   6/03/13 26.264 5,220        252,685 -27,149  
    Topix (FRA) Softbank 323.44 16.139   9/03/12 15.996 5,220        257,905 -32,369  
8/20/12 Sell HSI short China Unicom 4,895.26 1.370 1.008 5/21/12 1.189 -5,819 4,934 -885 124,651  252,086 -27,435 224,651
    IBEX 35 Sacyr 1,459.26 1.284 8.553 2/13/12 3.314 -4,836 12,482 7,646 132,297  247,250 -14,953 232,297
    OMXH 25 Outokumpu 516.70 6.980 19.345 4/09/12 11.620 -6,004 9,995 3,991 136,288  241,246 -4,958 236,288
    TSX 60 BlackBerry 574.24 5.638 18.115 4/16/12 10.106 -5,803 10,402 4,599 140,888  235,443 5,444 240,888
    PSI 20 Banco Comercial 8,644.09 0.452 0.960 4/02/12 0.659 -5,693 8,295 2,602 143,490  229,750 13,739 243,490
  Buy HSI long Galaxy Entertainment 2,733.49 2.352   4/22/13 3.135 6,430        236,180 7,309  
    IBEX 35 Grifols 572.06 11.240   11/05/12 13.025 6,430        242,610 879  
    OMXH 25 Huhtamäki 540.79 11.890   10/22/12 12.450 6,430        249,040 -5,551  
    TSX 60 Couche-Tard 961.85 6.685   4/22/13 7.405 6,430        255,470 -11,981  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,114.75 2.490 2.736 5/21/12 2.610 -2,910 3,050 140 143,630  252,561 -8,931 243,630
      Smurfit Kappa 524.23 6.550 4.550 5/21/12 5.550 -2,909 2,385 -524 143,106  249,651 -6,546 243,106
    MerVal YPF 415.91 14.446 12.421 4/23/12 13.433 -5,587 5,166 -421 142,684  244,064 -1,380 242,684
  Buy ISEQ 20 long Kerry Group 80.26 37.580   6/17/13 42.250 3,016        247,080 -4,396  
      Smurfit Kappa 460.46 6.550   6/17/13 12.270 3,016        250,096 -7,412  
9/03/12 Sell S&P 100 long Biogen 39.13 116.954   1/09/12 90.342 -3,535 4,576 1,041 143,726  246,561 -2,836 243,726
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX short ArcelorMittal 155.02 35.565 42.177 4/09/12 38.730 -6,004 6,538 534 144,260  240,557 3,703 244,260
    RTX RusHydro 2,302.82 2.010 2.257 7/16/12 2.130 -4,905 5,198 293 144,553  235,652 8,901 244,553
    OBX 25 REC Silicon 1,685.40 2.359 5.080 5/14/12 3.462 -5,834 8,561 2,727 147,280  229,818 17,462 247,280
    Athex LC Public Power 3,743.87 1.330 1.806 4/16/12 1.550 -5,803 6,763 960 148,240  224,015 24,225 248,240
    Topix (FRA) long Softbank 323.44 15.996   8/13/12 16.139 -5,220 5,174 -46 148,194  218,795 29,399 248,194
  Buy S&P 100 short HP 513.59 13.511   9/17/12 13.872 6,939        225,734 22,460  
    RTX long Magnit 286.50 24.220   9/17/12 27.650 6,939        232,673 15,521  
    OBX 25 Grieg Seafood 5,059.79 1.371   1/07/13 1.707 6,939        239,612 8,582  
    Athex LC Alpha Bank 103.57 67.000   3/25/13 37.850 6,939        246,552 1,642  
    MerVal short Pampa Energía 41,279.00 0.168   9/10/12 0.164 6,939        253,491 -5,297  
    Topix (FRA) Kansai Electric Pwr 1,216.94 5.702   3/11/13 6.145 6,939        260,430 -12,236  
9/10/12 Sell Germany short SolarWorld 24.66 182.550 306.524 5/14/12 236.550 -5,833 7,559 1,726 149,920  254,596 -4,677 249,920
    MerVal Pampa Energía 41,279.00 0.164 0.172 9/03/12 0.168 -6,939 7,112 173 150,093  247,657 2,436 250,093
    CAC Mid 60 Vallourec 4.22 1,453.800 1,311.000 5/14/12 1,382.400 -5,834 5,532 -301 149,792  241,824 7,968 249,792
    Indices Athex Large Cap 2.87 2,671.700 1,384.500 5/21/12 2,028.100 -5,821 3,974 -1,847 147,945  236,003 11,942 247,945
  Buy Germany long ADLER Real Estate 5,505.93 1.180   6/24/13 2.050 6,497        242,500 5,445  
    CAC Mid 60 Eurofins Scientific 590.64 11.000   4/22/13 15.325 6,497        248,997 -1,052  
    Indices OMXC 20 97.84 66.404   6/17/13 70.001 6,497        255,494 -7,549  
9/17/12 Sell S&P 100 short HP 513.59 13.872 13.150 9/03/12 13.511 -6,939 6,754 -186 147,759  248,555 -796 247,759
    RTX long Magnit 286.50 27.650   9/03/12 24.220 -6,939 7,922 983 148,742  241,616 7,126 248,742
    HSI-Fin short HK Exchgs & Clrg 513.74 11.718 10.994 5/14/12 11.356 -5,834 5,648 -186 148,556  235,782 12,774 248,556
    HSI-C&I Citic Pacific 4,912.21 0.959 1.464 5/21/12 1.185 -5,819 7,190 1,371 149,927  229,963 19,964 249,927
    DJTA long Delta Air Lines 571.18 7.031   7/02/12 8.780 -5,015 4,016 -999 148,928  224,948 23,980 248,928
  Buy S&P 100 Gilead Sciences 272.20 25.063   10/13/14 79.611 6,822        231,770 17,158  
    CAC 40 Credit Agricole 1,140.04 5.984   9/24/12 5.714 6,822        238,592 10,336  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 3,264.11 2.090   2/04/13 1.770 6,822        245,414 3,514  
    HSI-Fin long Bank of China (HK) 2,858.22 2.387   5/13/13 2.748 6,822        252,236 -3,308  
    HSI-C&I Galaxy Entertainment 2,806.25 2.431   4/08/13 3.018 6,822        259,058 -10,130  
    DJTA short Expeditors Wash 232.72 29.314   9/24/12 28.398 6,822        265,880 -16,952  
9/24/12 Sell CAC 40 long Credit Agricole 1,140.04 5.714   9/17/12 5.984 -6,822 6,514 -308 148,620  259,058 -10,438 248,620
    DJTA short Expeditors Wash 232.72 28.398 30.259 9/17/12 29.314 -6,822 7,042 220 148,840  252,236 -3,396 248,840
  Buy   long Avis Budget 494.08 12.419   7/20/15 38.916 6,136        258,372 -9,532  
10/01/12 Buy CAC Next 20 short Hermes International 28.29 211.450   12/10/12 235.500 5,982        264,354 -15,514  
10/15/12 Buy AEX short KPN 1,608.66 3.626   2/02/15 2.756 5,833        270,187 -21,347  
    MerVal Pampa Energía 38,680.37 0.151   10/22/12 0.141 5,833        276,020 -27,180  
10/22/12 Sell BEL 20 long Galapagos 418.20 16.900   6/25/12 12.250 -5,123 7,068 1,945 150,785  270,897 -20,112 250,785
    OMXH 25 Huhtamäki 540.79 12.450   8/20/12 11.890 -6,430 6,733 303 151,087  264,467 -13,379 251,087
    MerVal short Pampa Energía 38,680.37 0.141 0.161 10/15/12 0.151 -5,833 6,243 410 151,497  258,634 -7,136 251,497
    DJ Global Titans long Apple 279.38 17.386   5/28/12 16.307 -4,556 4,857 301 151,799  254,078 -2,279 251,799
  Buy BEL 20 short Bekaert 289.02 21.580   11/12/12 21.290 6,237        260,315 -8,516  
    OMXH 25 Outokumpu 963.99 6.470   11/05/12 6.200 6,237        266,552 -14,753  
    DJ Global Titans Telefónica 594.00 10.500   10/29/12 10.070 6,237        272,789 -20,990  
10/29/12 Sell MDAX long Dürr 350.35 14.790   8/06/12 13.838 -4,848 5,182 334 152,133  267,941 -15,809 252,133
    SDAX short Klöckner 742.79 7.058 8.695 5/21/12 7.834 -5,819 6,459 640 152,772  262,122 -9,350 252,772
    DJ Global Titans Telefónica 594.00 10.070 10.948 10/22/12 10.500 -6,237 6,503 266 153,039  255,885 -2,846 253,039
  Buy MDAX Ströer Media 943.29 6.630   1/14/13 6.901 6,254        262,139 -9,100  
    SDAX long ADLER Real Estate 3,958.23 1.580   11/26/12 1.285 6,254        268,393 -15,354  
    MerVal short Pampa Energía 43,190.61 0.145   12/24/12 0.147 6,254        274,647 -21,608  
    BAX long KUKA 267.55 23.375   6/24/13 31.820 6,254        280,901 -27,862  
    DJ Global Titans Bank of America 868.18 7.204   12/16/13 11.075 6,254        287,155 -34,116  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 164,426  284,617 -20,191 264,426
    IBEX 35 long Grifols 572.06 13.025   8/20/12 11.240 -6,430 7,451 1,021 165,447  278,187 -12,740 265,447
    OMXH 25 short Outokumpu 963.99 6.200 6.752 10/22/12 6.470 -6,237 6,509 272 165,719  271,950 -6,231 265,719
  Buy MIB long Azimut 697.23 9.304   8/04/14 18.460 6,487        278,437 -12,719  
    OMXH 25 Konecranes 256.91 25.250   11/12/12 24.380 6,487        284,924 -19,206  
11/12/12 Sell BEL 20 short Bekaert 289.02 21.290 21.874 10/22/12 21.580 -6,237 6,322 85 165,804  278,687 -12,883 265,804
    OMXH 25 long Konecranes 256.91 24.380   11/05/12 25.250 -6,487 6,263 -224 165,580  272,200 -6,620 265,580
  Buy BEL 20 Galapagos 382.85 16.910   6/24/13 14.210 6,474        278,674 -13,094  
    OMXH 25 short Outokumpu 1,008.41 6.420   12/31/12 7.400 6,474        285,148 -19,568  
11/19/12 Sell SMI long Swiss Re 101.39 54.864   6/18/12 46.620 -4,727 5,563 836 166,416  280,421 -14,005 266,416
    Nikkei (TYO) short Nippon Sheet Glass 642.95 7.143 8.148 7/16/12 7.629 -4,905 5,239 334 166,750  275,516 -8,767 266,750
  Buy PSI 20 Impresa 22,237.93 0.290   12/17/12 0.300 6,449        281,965 -15,216  
    SMI Julius Bär 246.89 26.121   12/17/12 27.324 6,449        288,414 -21,664  
    Nikkei (TYO) long Subaru 788.80 8.176   10/07/13 20.003 6,449        294,863 -28,113  
11/26/12 Sell SDAX long ADLER Real Estate 3,958.23 1.285   10/29/12 1.580 -6,254 5,086 -1,168 165,582  288,609 -23,027 265,582
    SLI short Lonza 161.92 36.099 32.909 4/23/12 34.504 -5,587 5,329 -258 165,324  283,022 -17,698 265,324
  Buy SDAX Deutz 1,904.62 3.250   12/10/12 3.138 6,190        289,212 -23,888  
    SLI long Swiss Life 59.39 104.219   6/24/13 120.698 6,190        295,402 -30,078  
12/10/12 Sell SSE 50 short China Unicom 9,559.29 0.413 0.620 6/04/12 0.506 -4,837 5,922 1,085 166,409  290,565 -24,156 266,409
    SDAX Deutz 1,904.62 3.138 3.366 11/26/12 3.250 -6,190 6,411 221 166,630  284,375 -17,745 266,630
    CAC Next 20 Hermes International 28.29 235.500 187.400 10/01/12 211.450 -5,982 5,302 -680 165,949  278,393 -12,444 265,949
  Buy SSE 50 long China Rwy Constr 8,850.56 0.716   4/29/13 0.634 6,337        284,730 -18,781  
    CAC 40 Societe Generale 219.92 28.815   1/14/13 34.140 6,337        291,067 -25,118  
    SDAX ADLER Real Estate 4,526.43 1.400   6/10/13 2.099 6,337        297,404 -31,455  
12/17/12 Sell PSI 20 short Impresa 22,237.93 0.300 0.280 11/19/12 0.290 -6,449 6,227 -222 165,727  290,955 -25,228 265,727
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Julius Bär 246.89 27.324 24.917 11/19/12 26.121 -6,449 6,152 -297 165,430  284,506 -19,076 265,430
  Buy   long Richemont 102.76 59.929   10/14/13 74.199 6,158        290,664 -25,234  
12/24/12 Sell MerVal short Pampa Energía 43,190.61 0.147 0.143 10/29/12 0.145 -6,254 6,163 -91 165,339  284,410 -19,071 265,339
  Buy   long Gr Fin Galicia 8,827.07 0.697   5/27/13 0.697 6,156        290,566 -25,227  
12/31/12 Sell OMXH 25 short Outokumpu 1,008.41 7.400 5.440 11/12/12 6.420 -6,474 5,486 -988 164,351  284,092 -19,741 264,351
  Buy   long Orion 275.45 22.200   3/18/13 22.000 6,115        290,207 -25,856  
1/07/13 Sell OBX 25 long Grieg Seafood 5,059.79 1.707   9/03/12 1.371 -6,939 8,636 1,697 166,047  283,268 -17,221 266,047
    Nikkei (FRA) short Nippon Sheet Glass 322.68 9.100 8.980 5/14/12 9.040 -2,917 2,898 -19 166,028  280,351 -14,323 266,028
      Sharp 75.51 23.550 63.366 5/14/12 38.630 -2,917 4,785 1,868 167,896  277,434 -9,538 267,896
  Buy IBEX 35 long Mediaset Esp 1,133.78 5.696   2/04/13 5.150 6,458        283,892 -15,996  
    OBX 25 short REC Silicon 3,583.20 1.802   1/21/13 1.488 6,458        290,350 -22,454  
    Nikkei (FRA) long Subaru 326.16 9.900   1/14/13 9.907 3,229        293,579 -25,683  
      Shinsei Bank 206.99 15.600   1/14/13 13.840 3,229        296,808 -28,912  
1/14/13 Sell CAC 40 long Societe Generale 219.92 34.140   12/10/12 28.815 -6,337 7,508 1,171 169,067  290,471 -21,404 269,067
    MDAX short Ströer Media 943.29 6.901 6.359 10/29/12 6.630 -6,254 5,998 -256 168,811  284,217 -15,406 268,811
    Nikkei (FRA) long Subaru 326.16 9.907   1/07/13 9.900 -3,229 3,231 2 168,814  280,988 -12,175 268,814
      Shinsei Bank 206.99 13.840   1/07/13 15.600 -3,229 2,865 -364 168,449  277,759 -9,310 268,449
  Buy CAC 40 short Engie 419.83 15.430   1/28/13 15.390 6,478        284,237 -15,788  
    MDAX long KUKA 229.84 28.185   6/24/13 31.820 6,478        290,715 -22,266  
    Nikkei (FRA) short Screen 166.23 19.485   2/11/13 16.805 3,239        293,954 -25,505  
1/21/13 Sell OBX 25 short REC Silicon 3,583.20 1.488 2.182 1/07/13 1.802 -6,458 7,820 1,362 169,811  287,496 -17,685 269,811
  Buy   long Grieg Seafood 3,629.92 1.736   1/28/13 1.688 6,303        293,799 -23,988  
1/28/13 Sell CAC 40 short Engie 419.83 15.390 15.470 1/14/13 15.430 -6,478 6,495 17 169,828  287,321 -17,493 269,828
    OBX 25 long Grieg Seafood 3,629.92 1.688   1/21/13 1.736 -6,303 6,128 -175 169,653  281,018 -11,365 269,653
  Buy CAC 40 Credit Agricole 831.87 7.762   2/11/13 7.414 6,457        287,475 -17,822  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short REC Silicon 4,174.42 1.547   2/25/13 1.312 6,457        293,932 -24,279  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,133.78 5.150   1/07/13 5.696 -6,458 5,839 -619 169,034  287,474 -18,440 269,034
    RTX short RusHydro 3,264.11 1.770 2.468 9/17/12 2.090 -6,822 8,056 1,234 170,267  280,652 -10,385 270,267
  Buy   long Magnit 187.45 34.660   3/11/13 34.010 6,497        287,149 -16,882  
2/11/13 Sell CAC 40 long Credit Agricole 831.87 7.414   1/28/13 7.762 -6,457 6,167 -289 169,978  280,692 -10,715 269,978
    Nikkei (FRA) short Screen 166.23 16.805 22.592 1/14/13 19.485 -3,239 3,756 517 170,494  277,453 -6,959 270,494
    GCX REC Silicon 1,606.06 1.027 11.783 4/23/12 3.479 -5,587 18,925 13,338 183,832  271,866 11,966 283,832
  Buy CAC 40 Orange 937.97 7.883   2/25/13 7.479 7,394        279,260 4,572  
    ÖkoDAX long PNE Wind 2,650.18 2.790   4/29/13 2.700 7,394        286,654 -2,822  
    Nikkei (FRA) Subaru 342.31 10.800   8/26/13 18.441 3,697        290,351 -6,519  
      Mazda Motor 297.07 12.445   8/26/13 15.485 3,697        294,048 -10,216  
    GCX SunPower 1,046.91 7.063   11/25/13 21.795 7,394        301,442 -17,610  
2/18/13 Buy GEX long MBB 359.73 18.500   4/22/13 17.650 6,655        308,097 -24,265  
2/25/13 Sell CAC 40 short Orange 937.97 7.479 8.309 2/11/13 7.883 -7,394 7,793 399 184,231  300,703 -16,472 284,231
    OBX 25 REC Silicon 4,174.42 1.312 1.824 1/28/13 1.547 -6,457 7,615 1,158 185,390  294,246 -8,857 285,390
  Buy CAC 40 long Credit Agricole 924.82 7.475   4/22/13 6.300 6,913        301,159 -15,770  
    OBX 25 Norwegian 2.36 2,924.050   4/15/13 2,803.560 6,901        308,060 -22,670  
3/11/13 Sell RTX long Magnit 187.45 34.010   2/04/13 34.660 -6,497 6,375 -122 185,268  301,563 -16,295 285,268
    Topix (FRA) short Kansai Electric Pwr 1,216.94 6.145 5.259 9/03/12 5.702 -6,939 6,400 -539 184,729  294,624 -9,895 284,729
  Buy RTX RusHydro 4,089.29 1.680   9/14/15 0.774 6,870        301,494 -16,765  
    Topix (FRA) long Mazda Motor 556.05 12.355   4/01/13 11.250 6,870        308,364 -23,635  
3/18/13 Sell OMXH 25 long Orion 275.45 22.000   12/31/12 22.200 -6,115 6,060 -55 184,674  302,249 -17,576 284,674
  Buy   short Outokumpu 1,209.60 5.520   9/16/13 4.600 6,677        308,926 -24,253  
3/25/13 Sell Athex LC long Alpha Bank 103.57 37.850   9/03/12 67.000 -6,939 3,920 -3,019 181,655  301,987 -20,332 281,655
  Buy   short Eurobank Ergasias 25.13 260.000   9/30/13 50.000 6,534        308,521 -26,866  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/01/13 Sell Topix (FRA) long Mazda Motor 556.05 11.250   3/11/13 12.355 -6,870 6,256 -614 181,040  301,651 -20,611 281,040
  Buy   short Nidec 594.38 10.953   4/15/13 10.948 6,510        308,161 -27,121  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,806.25 3.018   9/17/12 2.431 -6,822 8,470 1,648 182,689  301,339 -18,650 282,689
4/15/13 Sell OBX 25 long Norwegian 2.36 2,803.560   2/25/13 2,924.050 -6,901 6,616 -284 182,404  294,438 -12,034 282,404
    Topix (FRA) short Nidec 594.38 10.948 10.957 4/01/13 10.953 -6,510 6,513 3 182,407  287,928 -5,521 282,407
  Buy OBX 25 Frontline 933.78 7.413   10/21/13 8.829 6,922        294,850 -12,443  
    Topix (FRA) long Mazda Motor 591.37 11.705   6/03/13 14.600 6,922        301,772 -19,365  
4/22/13 Sell France long Eurofins Scientific 504.10 15.325   8/13/12 10.355 -5,220 7,725 2,505 184,912  296,552 -11,640 284,912
    HSI Galaxy Entertainment 2,733.49 3.135   8/20/12 2.352 -6,430 8,569 2,139 187,051  290,122 -3,071 287,051
    CAC 40 Credit Agricole 924.82 6.300   2/25/13 7.475 -6,913 5,826 -1,087 185,964  283,209 2,755 285,964
    TSX 60 Couche-Tard 961.85 7.405   8/20/12 6.685 -6,430 7,122 692 186,657  276,779 9,877 286,657
    CAC Mid 60 Eurofins Scientific 590.64 15.325   9/10/12 11.000 -6,497 9,052 2,555 189,211  270,282 18,929 289,211
    GEX MBB 359.73 17.650   2/18/13 18.500 -6,655 6,349 -306 188,905  263,627 25,278 288,905
  Buy France short ArcelorMittal 298.79 26.286   5/06/13 29.061 7,854        271,481 17,424  
    HSI China Shenhua HK 3,087.02 2.544   9/16/13 2.475 7,854        279,335 9,570  
    CAC 40 ArcelorMittal 298.79 26.286   8/05/13 28.620 7,854        287,189 1,716  
    TSX 60 Barrick Gold 543.01 14.464   9/30/13 13.729 7,854        295,043 -6,138  
    CAC Mid 60 CGG 15.77 497.920   4/29/13 532.320 7,852        302,895 -13,990  
    GEX YOC 1,555.56 5.049   9/23/13 2.219 7,854        310,749 -21,844  
4/29/13 Sell SSE 50 long China Rwy Constr 8,850.56 0.634   12/10/12 0.716 -6,337 5,614 -723 188,182  304,412 -16,230 288,182
    ÖkoDAX PNE Wind 2,650.18 2.700   2/11/13 2.790 -7,394 7,155 -239 187,944  297,018 -9,075 287,944
    CAC Mid 60 short CGG 15.77 532.320 463.520 4/22/13 497.920 -7,852 7,310 -542 187,401  289,166 -1,765 287,401
  Buy SSE 50 China Northern Rare 3,145.37 2.270   5/06/13 2.286 7,140        296,306 -8,905  
    ÖkoDAX SolarWorld 67.33 106.050   4/13/15 14.550 7,140        303,446 -16,045  
5/06/13 Sell France short ArcelorMittal 298.79 29.061 23.511 4/22/13 26.286 -7,854 7,025 -829 186,572  295,592 -9,020 286,572
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 China Northern Rare 3,145.37 2.286 2.254 4/29/13 2.270 -7,140 7,089 -51 186,521  288,452 -1,931 286,521
  Buy   long China Minsheng Bk 6,765.57 1.052   5/13/13 1.064 7,114        295,566 -9,045  
5/13/13 Sell   long China Minsheng Bk 6,765.57 1.064   5/06/13 1.052 -7,114 7,200 86 186,607  288,452 -1,845 286,607
    HSI-Fin Bank of China (HK) 2,858.22 2.748   9/17/12 2.387 -6,822 7,853 1,031 187,639  281,630 6,008 287,639
  Buy SSE 50 short China Northern Rare 3,100.22 2.368   11/04/13 2.137 7,341        288,971 -1,333  
    HSI-Fin Ping An 2,450.27 2.996   10/14/13 2.804 7,341        296,312 -8,674  
5/27/13 Sell MerVal long Gr Fin Galicia 8,827.07 0.697   12/24/12 0.697 -6,156 6,150 -6 187,632  290,156 -2,524 287,632
  Buy   short Pampa Energía 43,777.64 0.163   6/10/13 0.158 7,127        297,283 -9,651  
6/03/13 Sell Nordic 30 long Pandora 466.40 26.264   8/13/12 11.192 -5,220 12,249 7,029 194,662  292,063 2,599 294,662
    Topix (FRA) Mazda Motor 591.37 14.600   4/15/13 11.705 -6,922 8,634 1,712 196,374  285,141 11,233 296,374
  Buy Nordic 30 short Equinor 443.47 17.340   7/29/13 16.264 7,690        292,831 3,543  
    Topix (FRA) Inpex 966.93 7.953   11/18/13 8.519 7,690        300,521 -4,147  
6/10/13 Sell SDAX long ADLER Real Estate 4,526.43 2.099   12/10/12 1.400 -6,337 9,501 3,164 199,538  294,184 5,354 299,538
    HSI-Prop China Ov Land & Inv 1,389.68 2.124   1/16/12 1.541 -2,142 2,952 810 200,348  292,043 8,305 300,348
      China Res Land 1,515.46 2.183   1/16/12 1.413 -2,142 3,307 1,166 201,514  289,901 11,613 301,514
    MerVal short Pampa Energía 43,777.64 0.158 0.168 5/27/13 0.163 -7,127 7,337 210 201,724  282,774 18,950 301,724
    STI long ThaiBev 23,633.36 0.382   7/02/12 0.212 -5,015 9,018 4,003 205,728  277,759 27,968 305,728
  Buy France short ArcelorMittal 295.91 28.191   7/08/13 26.415 8,342        286,101 19,626  
    SDAX Hypoport 1,115.24 7.480   9/30/13 8.120 8,342        294,443 11,284  
    HSI-Prop Hang Lung 1,624.09 2.568   11/18/13 2.531 4,171        298,614 7,113  
      Sino Land 3,876.03 1.076   11/18/13 1.043 4,171        302,785 2,942  
    MerVal long Telecom Argentina 2,202.33 3.788   6/17/13 3.268 8,342        311,127 -5,400  
    CAC Mid 60 short CGG 14.87 561.120   8/05/13 575.840 8,344        319,471 -13,744  
6/17/13 Sell ISEQ 20 long Kerry Group 80.26 42.250   8/27/12 37.580 -3,016 3,391 375 206,102  316,455 -10,353 306,102
      Smurfit Kappa 460.46 12.270   8/27/12 6.550 -3,016 5,650 2,634 208,736  313,439 -4,703 308,736
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Telecom Argentina 2,202.33 3.268   6/10/13 3.788 -8,342 7,197 -1,145 207,592  305,097 2,495 307,592
    Indices OMXC 20 97.84 70.001   9/10/12 66.404 -6,497 6,849 352 207,944  298,600 9,344 307,944
  Buy ISEQ 20 short C&C Group 936.92 4.233   7/29/13 4.100 3,966        302,566 5,378  
      CRH 253.73 15.631   7/29/13 15.994 3,966        306,532 1,412  
    PSI 20 long Teixeira Duarte 14,688.89 0.540   6/24/13 0.570 7,932        314,464 -6,520  
    MerVal short Comercial del Plata 112,830.73 0.070   8/12/13 0.067 7,932        322,396 -14,452  
    Indices RTX 5.69 1,393.590   8/12/13 1,391.500 7,930        330,326 -22,382  
6/24/13 Sell Germany long ADLER Real Estate 5,505.93 2.050   9/10/12 1.180 -6,497 11,287 4,790 212,734  323,829 -11,095 312,734
    MDAX KUKA 229.84 31.820   1/14/13 28.185 -6,478 7,314 835 213,569  317,351 -3,781 313,569
    BEL 20 Galapagos 382.85 14.210   11/12/12 16.910 -6,474 5,440 -1,034 212,535  310,877 1,659 312,535
    PSI 20 Teixeira Duarte 14,688.89 0.570   6/17/13 0.540 -7,932 8,373 441 212,976  302,945 10,032 312,976
    OMXC 20 Genmab 579.18 22.604   7/16/12 8.469 -4,905 13,092 8,187 221,163  298,040 23,123 321,163
    OMXS 30 Electrolux 136.02 19.030   7/23/12 17.722 -2,410 2,588 178 221,341  295,629 25,712 321,341
      Swedbank 174.82 16.871   7/23/12 13.789 -2,411 2,949 539 221,880  293,219 28,661 321,880
    FT 30 Ferguson 1.58 3,452.810   8/06/12 3,068.570 -4,848 5,455 607 222,487  288,370 34,117 322,487
    SLI Swiss Life 59.39 120.698   11/26/12 104.219 -6,190 7,168 979 223,465  282,181 41,285 323,465
    BAX KUKA 267.55 31.820   10/29/12 23.375 -6,254 8,513 2,259 225,725  275,927 49,798 325,725
  Buy Germany short SolarWorld 102.10 91.950   7/29/13 77.250 9,388        285,315 40,410  
    MDAX Salzgitter 369.53 25.405   7/01/13 25.340 9,388        294,703 31,022  
    BEL 20 Aperam 1,128.37 8.320   7/15/13 8.461 9,388        304,091 21,634  
    OMXC 20 FLSmidth 267.98 35.032   7/01/13 34.376 9,388        313,479 12,246  
    OMXS 30 Boliden 491.56 9.549   7/08/13 9.256 4,694        318,173 7,552  
      Tele2 534.74 8.778   7/08/13 9.227 4,694        322,867 2,858  
    FT 30 Man Group 98.56 95.252   7/01/13 100.211 9,388        332,255 -6,530  
    SLI Kühne & Nagel 115.69 81.145   7/08/13 90.725 9,388        341,642 -15,917  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX SFC Energy 1,976.42 4.750   7/01/13 4.650 9,388        351,030 -25,305  
7/01/13 Sell MDAX short Salzgitter 369.53 25.340 25.470 6/24/13 25.405 -9,388 9,412 24 225,749  341,642 -15,893 325,749
    OMXC 20 FLSmidth 267.98 34.376 35.701 6/24/13 35.032 -9,388 9,567 179 225,928  332,255 -6,326 325,928
    FT 30 Man Group 98.56 100.211 90.294 6/24/13 95.252 -9,388 8,899 -489 225,440  322,866 2,573 325,440
    BAX SFC Energy 1,976.42 4.650 4.852 6/24/13 4.750 -9,388 9,590 202 225,642  313,478 12,163 325,642
  Buy MDAX long Dürr 351.91 23.998   7/28/14 30.355 8,445        321,923 3,718  
    OMXC 20 Vestas Wind Systems 3,912.44 2.159   9/01/14 6.373 8,445        330,368 -4,727  
    FT 30 Lloyds Bank 112.79 74.871   9/09/13 90.907 8,445        338,813 -13,172  
    BAX Morphosys 191.30 44.145   4/14/14 58.270 8,445        347,258 -21,617  
7/08/13 Sell France short ArcelorMittal 295.91 26.415 30.086 6/10/13 28.191 -8,342 8,903 561 226,202  338,916 -12,714 326,202
    OMXS 30 Boliden 491.56 9.256 9.852 6/24/13 9.549 -4,694 4,843 149 226,351  334,222 -7,871 326,351
      Tele2 534.74 9.227 8.329 6/24/13 8.778 -4,694 4,454 -240 226,111  329,528 -3,417 326,111
    SLI Kühne & Nagel 115.69 90.725 71.565 6/24/13 81.145 -9,388 8,279 -1,108 225,003  320,140 4,862 325,003
  Buy OMXS 30 long Nokia 1,294.26 3.186   10/13/14 6.407 4,123        324,263 739  
      Kinnevik 188.54 21.868   10/13/14 22.475 4,123        328,386 -3,383  
    SLI Lonza 136.98 60.201   8/12/13 56.494 8,246        336,633 -11,630  
7/15/13 Sell BEL 20 short Aperam 1,128.37 8.461 8.179 6/24/13 8.320 -9,388 9,229 -159 224,844  327,245 -2,401 324,844
  Buy   long KBC 257.13 31.350   10/13/14 40.740 8,061        335,306 -10,462  
7/29/13 Sell Germany short SolarWorld 102.10 77.250 109.447 6/24/13 91.950 -9,388 11,175 1,786 226,630  325,918 713 326,630
    ATX long Österreichische Post 197.88 31.600   6/25/12 25.890 -5,123 6,253 1,130 227,760  320,794 6,966 327,760
    ISEQ 20 short C&C Group 936.92 4.100 4.370 6/17/13 4.233 -3,966 4,095 129 227,889  316,828 11,060 327,889
      CRH 253.73 15.994 15.268 6/17/13 15.631 -3,966 3,874 -92 227,797  312,862 14,934 327,797
    Nordic 30 Equinor 443.47 16.264 18.488 6/03/13 17.340 -7,690 8,199 509 228,306  305,172 23,133 328,306
  Buy ATX Raiffeisen Bank Int 380.55 23.085   10/21/13 25.350 8,785        313,957 14,348  
    ISEQ 20 long FBD Holdings 281.57 15.600   8/05/13 16.650 4,392        318,350 9,956  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 307.17 14.300   8/05/13 15.150 4,393        322,742 5,563  
    Nordic 30 Pandora 305.90 28.719   4/28/14 46.257 8,785        331,528 -3,222  
8/05/13 Sell CAC 40 short ArcelorMittal 298.79 28.620 23.952 4/22/13 26.286 -7,854 7,157 -697 227,608  323,674 3,935 327,608
    ISEQ 20 long FBD Holdings 281.57 16.650   7/29/13 15.600 -4,392 4,688 296 227,904  319,281 8,623 327,904
      Smurfit Kappa 307.17 15.150   7/29/13 14.300 -4,393 4,654 261 228,165  314,889 13,277 328,165
    CAC Mid 60 short CGG 14.87 575.840 546.400 6/10/13 561.120 -8,344 8,125 -219 227,946  306,545 21,402 327,946
  Buy ISEQ 20 C&C Group 1,054.46 4.141   9/09/13 4.285 4,367        310,911 17,035  
      Flutter 71.58 61.000   9/09/13 61.200 4,366        315,278 12,669  
8/12/13 Sell MerVal short Comercial del Plata 112,830.73 0.067 0.074 6/17/13 0.070 -7,932 8,327 395 228,341  307,346 20,996 328,341
    SLI long Lonza 136.98 56.494   7/08/13 60.201 -8,246 7,739 -508 227,834  299,099 28,734 327,834
    Indices short RTX 5.69 1,391.500 1,395.690 6/17/13 1,393.590 -7,930 7,941 12 227,845  291,170 36,676 327,845
  Buy MerVal long Telecom Argentina 2,161.84 4.215   2/10/14 2.998 9,113        300,283 27,563  
    Indices Merval 18.18 501.316   8/04/14 750.468 9,114        309,397 18,449  
8/26/13 Sell Nikkei (FRA) long Subaru 342.31 18.441   2/11/13 10.800 -3,697 6,313 2,616 230,461  305,700 24,761 330,461
      Mazda Motor 297.07 15.485   2/11/13 12.445 -3,697 4,600 903 231,364  302,003 29,361 331,364
  Buy PSI 20 Teixeira Duarte 13,459.70 0.670   9/02/13 0.650 9,018        311,021 20,343  
    Nikkei (FRA) short Nikon 342.89 13.150   9/09/13 12.596 4,509        315,530 15,834  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,459.70 0.650   8/26/13 0.670 -9,018 8,749 -269 231,095  306,512 24,583 331,095
9/09/13 Sell ISEQ 20 short C&C Group 1,054.46 4.285 3.997 8/05/13 4.141 -4,367 4,215 -152 230,943  302,145 28,798 330,943
      Flutter 71.58 61.200 60.800 8/05/13 61.000 -4,366 4,352 -14 230,929  297,779 33,150 330,929
    FT 30 long Lloyds Bank 112.79 90.907   7/01/13 74.871 -8,445 10,253 1,809 232,737  289,334 43,403 332,737
    Nikkei (FRA) short Nikon 342.89 12.596 13.728 8/26/13 13.150 -4,509 4,707 198 232,936  284,825 48,111 332,936
  Buy IBEX 35 long Siemens Gamesa 1,770.63 5.380   12/16/13 7.030 9,526        294,351 38,585  
    ISEQ 20 Bank of Ireland 672.74 7.080   10/14/13 6.960 4,763        299,114 33,822  
      Smurfit Kappa 298.62 15.950   10/14/13 17.020 4,763        303,877 29,059  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Impresa 14,008.82 0.680   9/16/13 0.670 9,526        313,403 19,533  
    FT 30 short Man Group 90.35 105.435   10/14/13 92.741 9,526        322,929 10,007  
    Nikkei (FRA) long Furukawa Co 284.70 16.730   9/30/13 17.160 4,763        327,692 5,244  
      Tokyo Electric Power 1,218.16 3.910   9/30/13 4.520 4,763        332,455 481  
9/16/13 Sell HSI short China Shenhua HK 3,087.02 2.475 2.615 4/22/13 2.544 -7,854 8,073 219 233,155  324,601 8,553 333,155
    OMXH 25 Outokumpu 1,209.60 4.600 6.624 3/18/13 5.520 -6,677 8,012 1,335 234,490  317,924 16,566 334,490
    PSI 20 long Impresa 14,008.82 0.670   9/09/13 0.680 -9,526 9,386 -140 234,350  308,398 25,952 334,350
  Buy HSI Galaxy Entertainment 1,683.05 5.352   12/23/13 6.370 9,007        317,405 16,945  
    OMXH 25 Nokia 1,908.26 4.720   10/21/13 5.265 9,007        326,412 7,938  
9/23/13 Sell GEX short YOC 1,555.56 2.219 11.488 4/22/13 5.049 -7,854 17,871 10,017 244,366  318,558 25,808 344,366
  Buy PSI 20 long Teixeira Duarte 14,021.21 0.660   12/09/13 0.920 9,254        327,812 16,554  
    GEX Manz 172.75 53.570   4/14/14 65.730 9,254        337,066 7,300  
9/30/13 Sell SDAX short Hypoport 1,115.24 8.120 6.840 6/10/13 7.480 -8,342 7,628 -714 243,653  328,724 14,928 343,653
    TSX 60 Barrick Gold 543.01 13.729 15.238 4/22/13 14.464 -7,854 8,274 420 244,073  320,870 23,202 344,073
    Athex LC Eurobank Ergasias 25.13 50.000 1,352.000 3/25/13 260.000 -6,534 33,976 27,442 271,515  314,337 57,178 371,515
    Nikkei (FRA) long Furukawa Co 284.70 17.160   9/09/13 16.730 -4,763 4,885 122 271,637  309,574 62,064 371,637
      Tokyo Electric Power 1,218.16 4.520   9/09/13 3.910 -4,763 5,506 743 272,380  304,811 67,570 372,380
  Buy SDAX ADLER Real Estate 3,728.14 2.950   10/14/13 3.079 10,998        315,809 56,572  
    HSI-C&I Galaxy Entertainment 2,125.59 5.174   2/03/14 7.265 10,998        326,807 45,574  
    TSX 60 Bausch Health 143.06 76.879   9/29/14 102.197 10,998        337,805 34,575  
    Athex LC Aegean Airlines 2,618.57 4.200   1/27/14 7.210 10,998        348,803 23,577  
    Nikkei (FRA) short Nikon 420.41 13.080   11/04/13 13.433 5,499        354,302 18,078  
    CAC Next 20 SES 520.00 21.150   10/07/13 21.020 10,998        365,300 7,080  
10/07/13 Sell   short SES 520.00 21.020 21.281 9/30/13 21.150 -10,998 11,066 68 272,448  354,302 18,146 372,448
    Nikkei (TYO) long Subaru 788.80 20.003   11/19/12 8.176 -6,449 15,779 9,330 281,778  347,853 33,925 381,778
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC Next 20 EDF 437.37 23.760   10/28/13 25.570 10,392        358,245 23,533  
    Nikkei (TYO) short Nikon 821.48 12.650   10/14/13 13.191 10,392        368,637 13,141  
10/14/13 Sell SDAX long ADLER Real Estate 3,728.14 3.079   9/30/13 2.950 -10,998 11,479 481 282,259  357,639 24,620 382,259
    HSI-Fin short Ping An 2,450.27 2.804 3.201 5/13/13 2.996 -7,341 7,844 503 282,761  350,298 32,464 382,761
    ISEQ 20 long Bank of Ireland 672.74 6.960   9/09/13 7.080 -4,763 4,682 -81 282,681  345,535 37,146 382,681
      Smurfit Kappa 298.62 17.020   9/09/13 15.950 -4,763 5,083 320 283,000  340,772 42,228 383,000
    FT 30 short Man Group 90.35 92.741 119.865 9/09/13 105.435 -9,526 10,830 1,304 284,304  331,246 53,058 384,304
    SMI long Richemont 102.76 74.199   12/17/12 59.929 -6,158 7,625 1,466 285,770  325,088 60,683 385,770
    Nikkei (TYO) short Nikon 821.48 13.191 12.110 10/07/13 12.650 -10,392 9,948 -444 285,326  314,695 70,631 385,326
  Buy HSI-Fin long AIA 3,108.01 3.667   1/06/14 3.604 11,398        326,093 59,233  
    ISEQ 20 short C&C Group 1,356.90 4.200   10/28/13 4.008 5,699        331,792 53,534  
      Flutter 100.05 56.960   10/28/13 56.500 5,699        337,491 47,835  
    FT 30 long ITV 52.31 217.888   12/02/13 228.772 11,398        348,889 36,437  
    Nikkei (TYO) Tokyo Electric Power 2,919.94 3.904   11/04/13 3.961 11,398        360,287 25,039  
10/21/13 Sell ATX short Raiffeisen Bank Int 380.55 25.350 20.820 7/29/13 23.085 -8,785 7,923 -862 284,464  351,502 32,962 384,464
    OMXH 25 long Nokia 1,908.26 5.265   9/16/13 4.720 -9,007 10,047 1,040 285,504  342,495 43,009 385,504
    OBX 25 short Frontline 933.78 8.829 5.997 4/15/13 7.413 -6,922 5,600 -1,322 284,182  335,573 48,609 384,182
  Buy ATX long Wienerberger 828.09 13.065   8/11/14 11.525 10,819        346,392 37,790  
    SDAX ADLER Real Estate 3,618.39 2.990   3/31/14 5.100 10,819        357,211 26,971  
    OMXH 25 short YIT 1,087.34 9.950   10/28/13 10.035 10,819        368,030 16,152  
    OBX 25 long REC Silicon 3,052.85 3.544   12/16/13 2.538 10,819        378,849 5,333  
10/28/13 Sell ISEQ 20 short C&C Group 1,356.90 4.008 4.401 10/14/13 4.200 -5,699 5,972 273 284,455  373,150 11,305 384,455
      Flutter 100.05 56.500 57.424 10/14/13 56.960 -5,699 5,745 46 284,501  367,451 17,050 384,501
    OMXH 25 YIT 1,087.34 10.035 9.865 10/21/13 9.950 -10,819 10,727 -92 284,409  356,632 27,777 384,409
    CAC Next 20 long EDF 437.37 25.570   10/07/13 23.760 -10,392 11,184 792 285,201  346,240 38,960 385,201
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 690.36 7.680   11/25/13 8.040 5,302        351,542 33,658  
      Smurfit Kappa 308.08 17.210   11/25/13 17.550 5,302        356,844 28,356  
    OMXH 25 Nokia 2,137.90 4.960   11/11/13 5.770 10,604        367,448 17,752  
    CAC Next 20 short STMicroelectronics 1,895.94 5.593   11/11/13 5.653 10,604        378,052 7,148  
11/04/13 Sell SSE 50 short China Northern Rare 3,100.22 2.137 2.623 5/13/13 2.368 -7,341 8,133 792 285,993  370,711 15,281 385,993
    Nikkei (FRA) Nikon 420.41 13.433 12.727 9/30/13 13.080 -5,499 5,351 -148 285,844  365,212 20,632 385,844
    Nikkei (TYO) long Tokyo Electric Power 2,919.94 3.961   10/14/13 3.904 -11,398 11,566 168 286,013  353,814 32,199 386,013
  Buy SSE 50 Shanghai Oriental 2,377.49 4.398   12/23/13 4.388 10,455        364,269 21,743  
    Nikkei (FRA) Softbank 183.10 28.550   12/16/13 30.884 5,228        369,497 16,516  
      Tokyo Electric Power 1,318.74 3.964   12/16/13 3.730 5,227        374,724 11,288  
    Nikkei (TYO) short Nikon 778.10 13.437   11/18/13 13.220 10,455        385,179 834  
11/11/13 Sell OMXH 25 long Nokia 2,137.90 5.770   10/28/13 4.960 -10,604 12,336 1,732 287,744  374,575 13,169 387,744
    CAC Next 20 short STMicroelectronics 1,895.94 5.653 5.533 10/28/13 5.593 -10,604 10,490 -114 287,631  363,971 23,659 387,631
  Buy OMXH 25 Outokumpu 2,937.71 3.500   12/02/13 3.690 10,282        374,253 13,377  
    CAC Next 20 long EDF 397.30 25.880   12/09/13 26.640 10,282        384,535 3,095  
11/18/13 Sell HSI-Prop short Hang Lung 1,624.09 2.531 2.606 6/10/13 2.568 -4,171 4,233 62 287,692  380,364 7,328 387,692
      Sino Land 3,876.03 1.043 1.110 6/10/13 1.076 -4,171 4,304 133 287,825  376,193 11,632 387,825
    Topix (FRA) Inpex 966.93 8.519 7.387 6/03/13 7.953 -7,690 7,143 -547 287,278  368,503 18,775 387,278
    Nikkei (TYO) Nikon 778.10 13.220 13.657 11/04/13 13.437 -10,455 10,626 171 287,450  358,048 29,401 387,450
  Buy HSI-Prop long CK Hutchison 439.63 11.852   2/10/14 10.645 5,210        363,259 24,191  
      China Ov Land & Inv 2,245.23 2.321   2/10/14 1.876 5,211        368,469 18,980  
    Topix (FRA) Softbank 363.81 28.644   11/25/13 31.950 10,421        378,890 8,559  
    Nikkei (TYO) MinebeaMitsumi 2,075.36 5.021   3/03/14 6.187 10,421        389,311 -1,862  
11/25/13 Sell ISEQ 20 long Bank of Ireland 690.36 8.040   10/28/13 7.680 -5,302 5,550 249 287,698  384,009 3,689 387,698
      Smurfit Kappa 308.08 17.550   10/28/13 17.210 -5,302 5,407 105 287,803  378,707 9,095 387,803
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Softbank 363.81 31.950   11/18/13 28.644 -10,421 11,624 1,203 289,005  368,286 20,719 389,005
    GCX SunPower 1,046.91 21.795   2/11/13 7.063 -7,394 22,817 15,423 304,428  360,892 43,536 404,428
  Buy ISEQ 20 short Flutter 99.87 56.070   12/02/13 56.450 5,600        366,492 37,936  
      Ryanair Holdings 960.13 5.832   12/02/13 6.109 5,599        372,092 32,337  
    Topix (FRA) Komatsu 715.91 15.643   6/09/14 16.815 11,199        383,291 21,138  
    GCX Aurubis 264.28 42.375   1/06/14 43.845 11,199        394,489 9,939  
12/02/13 Sell ISEQ 20 short Flutter 99.87 56.450 55.690 11/25/13 56.070 -5,600 5,562 -38 304,391  388,890 15,501 404,391
      Ryanair Holdings 960.13 6.109 5.555 11/25/13 5.832 -5,599 5,334 -266 304,125  383,290 20,834 404,125
    OMXH 25 Outokumpu 2,937.71 3.690 3.310 11/11/13 3.500 -10,282 9,724 -558 303,566  373,008 30,558 403,566
    FT 30 long ITV 52.31 228.772   10/14/13 217.888 -11,398 11,967 569 304,136  361,611 42,525 404,136
  Buy ISEQ 20 Bank of Ireland 669.42 8.340   4/14/14 8.250 5,583        367,194 36,942  
      Smurfit Kappa 323.84 17.240   4/14/14 17.010 5,583        372,777 31,359  
    OMXH 25 Nokia 1,889.66 5.909   12/09/13 5.850 11,166        383,943 20,193  
12/09/13 Sell   long Nokia 1,889.66 5.850   12/02/13 5.909 -11,166 11,055 -111 304,024  372,777 31,248 404,024
    PSI 20 Teixeira Duarte 14,021.21 0.920   9/23/13 0.660 -9,254 12,900 3,646 307,670  363,523 44,147 407,670
    CAC Next 20 EDF 397.30 26.640   11/11/13 25.880 -10,282 10,584 302 307,972  353,240 54,731 407,972
  Buy OMXH 25 short Metso Outotec 1,727.19 6.697   5/12/14 8.620 11,567        364,807 43,164  
    CAC Next 20 STMicroelectronics 2,122.39 5.450   1/13/14 5.763 11,567        376,374 31,597  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,770.63 7.030   9/09/13 5.380 -9,526 12,448 2,922 310,893  366,848 44,045 410,893
    OBX 25 REC Silicon 3,052.85 2.538   10/21/13 3.544 -10,819 7,747 -3,072 307,821  356,029 51,792 407,821
    Nikkei (FRA) Softbank 183.10 30.884   11/04/13 28.550 -5,228 5,655 427 308,248  350,802 57,447 408,248
      Tokyo Electric Power 1,318.74 3.730   11/04/13 3.964 -5,227 4,919 -309 307,940  345,574 62,365 407,940
    DJ Global Titans Bank of America 868.18 11.075   10/29/12 7.204 -6,254 9,615 3,361 311,301  339,320 71,980 411,301
  Buy IBEX 35 short Acciona 303.87 39.760   1/20/14 48.255 12,082        351,402 59,899  
    OBX 25 TGS-NOPEC 711.87 16.972   12/23/13 17.469 12,082        363,484 47,817  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Nitto Denko 208.45 28.981   12/30/13 30.258 6,041        369,525 41,775  
      Pacific Metals 243.00 24.860   12/30/13 26.180 6,041        375,566 35,734  
    CAC Mid 60 Adocia 2,115.94 5.710   12/23/13 5.660 12,082        387,648 23,652  
    DJ Global Titans IBM 93.48 129.242   12/23/13 133.044 12,082        399,730 11,571  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,377.49 4.388   11/04/13 4.398 -10,455 10,433 -22 311,278  389,275 22,004 411,278
    HSI Galaxy Entertainment 1,683.05 6.370   9/16/13 5.352 -9,007 10,721 1,714 312,993  380,268 32,725 412,993
    OBX 25 short TGS-NOPEC 711.87 17.469 16.475 12/16/13 16.972 -12,082 11,728 -354 312,639  368,186 44,453 412,639
    CAC Mid 60 Adocia 2,115.94 5.660 5.760 12/16/13 5.710 -12,082 12,189 107 312,745  356,104 56,642 412,745
    DJ Global Titans IBM 93.48 133.044 125.440 12/16/13 129.242 -12,082 11,726 -355 312,390  344,022 68,368 412,390
  Buy SSE 50 Poly Developments 18,757.61 0.641   6/02/14 0.591 12,018        356,040 56,350  
    PSI 20 long Impresa 11,025.69 1.090   5/12/14 1.759 12,018        368,058 44,332  
    OBX 25 DNO International 4,135.01 2.906   2/17/14 2.830 12,018        380,076 32,314  
    FT 30 Int Cons Airlines 25.49 471.516   1/27/14 485.635 12,019        392,095 20,295  
    DJ Global Titans Alphabet A 29.43 408.320   10/27/14 433.045 12,017        404,112 8,278  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.45 30.258 27.704 12/16/13 28.981 -6,041 5,775 -266 312,124  398,071 14,053 412,124
      Pacific Metals 243.00 26.180 23.540 12/16/13 24.860 -6,041 5,720 -321 311,803  392,030 19,773 411,803
  Buy   long MinebeaMitsumi 1,023.04 5.273   2/10/14 6.030 5,394        397,425 14,378  
      Softbank 170.58 31.625   2/10/14 27.751 5,395        402,819 8,984  
1/06/14 Sell HSI-Fin long AIA 3,108.01 3.604   10/14/13 3.667 -11,398 11,203 -196 311,608  391,421 20,186 411,608
    GCX short Aurubis 264.28 43.845 40.905 11/25/13 42.375 -11,199 10,810 -389 311,219  380,222 30,997 411,219
  Buy HSI-Fin ICBC 23,561.38 0.469   6/02/14 0.478 11,055        391,277 19,942  
    SLI long Vifor Pharma 149.35 74.020   1/27/14 69.103 11,055        402,332 8,887  
    GCX Vestas Wind Systems 2,215.74 4.989   2/03/14 4.789 11,055        413,387 -2,168  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,122.39 5.763 5.137 12/09/13 5.450 -11,567 10,903 -664 310,555  401,820 8,735 410,555
1/20/14 Sell IBEX 35 short Acciona 303.87 48.255 31.265 12/16/13 39.760 -12,082 9,501 -2,581 307,973  389,738 18,235 407,973
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Siemens Gamesa 1,260.35 8.454   1/27/14 7.622 10,655        400,393 7,580  
    NZX 50 short Chorus 11,373.83 0.937   6/02/14 1.063 10,655        411,048 -3,075  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,260.35 7.622   1/20/14 8.454 -10,655 9,606 -1,049 306,925  400,393 6,532 406,925
    Athex LC Aegean Airlines 2,618.57 7.210   9/30/13 4.200 -10,998 18,880 7,882 314,807  389,395 25,411 414,807
    FT 30 Int Cons Airlines 25.49 485.635   12/23/13 471.516 -12,019 12,379 360 315,167  377,376 37,790 415,167
    SLI Vifor Pharma 149.35 69.103   1/06/14 74.020 -11,055 10,321 -734 314,432  366,321 48,111 414,432
  Buy IBEX 35 short Repsol 659.80 17.525   2/17/14 17.625 11,563        377,884 36,548  
    Athex LC Eurobank Ergasias 235.98 49.000   5/09/16 0.875 11,563        389,447 24,985  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,125.59 7.265   9/30/13 5.174 -10,998 15,442 4,444 318,876  378,449 40,426 418,876
    GCX Vestas Wind Systems 2,215.74 4.789   1/06/14 4.989 -11,055 10,612 -443 318,432  367,394 51,038 418,432
  Buy FT 30 Int Cons Airlines 23.49 499.638   2/10/14 509.014 11,737        379,131 39,301  
    GCX short Aurubis 289.06 40.600   3/03/14 38.880 11,736        390,867 27,566  
2/10/14 Sell HSI-Prop long CK Hutchison 439.63 10.645   11/18/13 11.852 -5,210 4,680 -530 317,902  385,656 32,246 417,902
      China Ov Land & Inv 2,245.23 1.876   11/18/13 2.321 -5,211 4,212 -999 316,903  380,446 36,458 416,903
    MerVal Telecom Argentina 2,161.84 2.998   8/12/13 4.215 -9,113 6,482 -2,631 314,272  371,333 42,940 414,272
    FT 30 Int Cons Airlines 23.49 509.014   2/03/14 499.638 -11,737 11,957 220 314,493  359,596 54,896 414,493
    Nikkei (FRA) MinebeaMitsumi 1,023.04 6.030   12/30/13 5.273 -5,394 6,169 774 315,267  354,202 61,065 415,267
      Softbank 170.58 27.751   12/30/13 31.625 -5,395 4,734 -661 314,606  348,807 65,799 414,606
  Buy HSI-Prop short New World Dev 1,701.62 3.529   7/28/14 3.549 6,005        354,812 59,794  
      The Wharf 3,245.42 1.850   7/28/14 2.205 6,005        360,817 53,789  
    Nikkei (FRA) Hitachi Zosen 1,408.63 4.263   6/30/14 3.700 6,005        366,822 47,784  
      Nitto Denko 191.87 31.297   6/30/14 33.890 6,005        372,827 41,779  
2/17/14 Sell IBEX 35 short Repsol 659.80 17.625 17.425 1/27/14 17.525 -11,563 11,497 -66 314,540  361,264 53,276 414,540
    OBX 25 long DNO International 4,135.01 2.830   12/23/13 2.906 -12,018 11,703 -315 314,225  349,246 64,979 414,225
  Buy IBEX 35 Siemens Gamesa 1,434.56 8.351   3/10/14 8.580 11,980        361,226 52,999  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short Petroleum Geo-Srvcs 1,575.28 7.605   6/02/14 7.980 11,980        373,206 41,019  
2/24/14 Buy MerVal long Edenor 36,187.60 0.315   12/15/14 0.569 11,381        384,587 29,638  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,075.36 6.187   11/18/13 5.021 -10,421 12,839 2,418 316,643  374,166 42,477 416,643
    GCX short Aurubis 289.06 38.880 42.396 2/03/14 40.600 -11,736 12,255 519 317,162  362,430 54,732 417,162
  Buy Nikkei (TYO) Hitachi Zosen 3,004.99 3.926   3/31/14 3.419 11,797        374,227 42,935  
    GCX long Vestas Wind Systems 2,357.70 5.004   4/14/14 5.847 11,797        386,024 31,138  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,434.56 8.580   2/17/14 8.351 -11,980 12,309 329 317,491  374,044 43,447 417,491
  Buy   short Inditex 549.50 20.970   6/09/14 21.750 11,523        385,567 31,924  
3/31/14 Sell SDAX long ADLER Real Estate 3,618.39 5.100   10/21/13 2.990 -10,819 18,454 7,635 325,126  374,748 50,377 425,126
    Nikkei (TYO) short Hitachi Zosen 3,004.99 3.419 4.508 3/03/14 3.926 -11,797 13,548 1,751 326,876  362,951 63,925 426,876
  Buy SDAX Koenig & Bauer 997.56 12.300   5/05/14 11.730 12,270        375,221 51,655  
    Nikkei (TYO) long MinebeaMitsumi 1,904.36 6.443   4/07/14 6.630 12,270        387,491 39,385  
4/07/14 Sell   long MinebeaMitsumi 1,904.36 6.630   3/31/14 6.443 -12,270 12,625 355 327,232  375,221 52,010 427,232
  Buy   short Hitachi Zosen 3,470.24 3.453   7/28/14 3.842 11,981        387,202 40,029  
4/14/14 Sell ISEQ 20 long Bank of Ireland 669.42 8.250   12/02/13 8.340 -5,583 5,523 -60 327,171  381,619 45,552 427,171
      Smurfit Kappa 323.84 17.010   12/02/13 17.240 -5,583 5,509 -74 327,097  376,036 51,061 427,097
    BAX Morphosys 191.30 58.270   7/01/13 44.145 -8,445 11,147 2,702 329,799  367,591 62,208 429,799
    GEX Manz 172.75 65.730   9/23/13 53.570 -9,254 11,355 2,101 331,900  358,337 73,562 431,900
    GCX Vestas Wind Systems 2,357.70 5.847   3/03/14 5.004 -11,797 13,785 1,988 333,887  346,540 87,347 433,887
  Buy ISEQ 20 short C&C Group 1,454.24 4.480   1/19/15 3.322 6,515        353,055 80,832  
      Flutter 121.57 53.590   1/19/15 66.350 6,515        359,570 74,317  
    BAX Adva 4,068.06 3.203   4/21/14 3.210 13,030        372,600 61,287  
    GEX 4SC 454.61 28.662   1/26/15 18.284 13,030        385,630 48,257  
    GCX EJR 253.08 51.487   4/28/14 51.524 13,030        398,660 35,227  
4/21/14 Sell BAX short Adva 4,068.06 3.210 3.196 4/14/14 3.203 -13,030 13,002 -28 333,859  385,630 48,228 433,859
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Sixt 416.59 28.930   5/05/14 28.890 12,052        397,682 36,176  
4/28/14 Sell Nordic 30 long Pandora 305.90 46.257   7/29/13 28.719 -8,785 14,150 5,365 339,223  388,897 50,326 439,223
    GCX short EJR 253.08 51.524 51.450 4/14/14 51.487 -13,030 13,021 -9 339,214  375,867 63,347 439,214
  Buy Germany SolarWorld 407.00 30.870   6/09/14 16.900 12,564        388,431 50,783  
    Nordic 30 Carlsberg A 170.22 73.812   5/05/14 74.896 12,564        400,995 38,219  
    GCX long Vestas Wind Systems 2,038.88 6.162   5/19/14 7.076 12,564        413,559 25,655  
5/05/14 Sell SDAX short Koenig & Bauer 997.56 11.730 12.898 3/31/14 12.300 -12,270 12,866 596 339,810  401,289 38,521 439,810
    Nordic 30 Carlsberg A 170.22 74.896 72.728 4/28/14 73.812 -12,564 12,380 -184 339,626  388,725 50,901 439,626
    BAX long Sixt 416.59 28.890   4/21/14 28.930 -12,052 12,035 -17 339,609  376,673 62,936 439,609
  Buy SDAX ADLER Real Estate 2,505.08 5.015   5/19/14 5.000 12,563        389,236 50,373  
    Nordic 30 Pandora 257.81 48.729   9/15/14 59.766 12,563        401,799 37,810  
    BAX short Adva 3,925.94 3.200   6/09/14 3.196 12,563        414,362 25,247  
5/12/14 Sell OMXH 25 short Metso Outotec 1,727.19 8.620 4.774 12/09/13 6.697 -11,567 8,246 -3,321 336,288  402,795 33,493 436,288
    PSI 20 long Impresa 11,025.69 1.759   12/23/13 1.090 -12,018 19,394 7,376 343,664  390,777 52,887 443,664
  Buy OMXH 25 Outokumpu 1,858.23 6.680   5/19/14 6.250 12,413        403,190 40,474  
5/19/14 Sell SDAX long ADLER Real Estate 2,505.08 5.000   5/05/14 5.015 -12,563 12,525 -38 343,626  390,627 53,000 443,626
    OMXH 25 Outokumpu 1,858.23 6.250   5/12/14 6.680 -12,413 11,614 -799 342,827  378,214 64,613 442,827
    GCX Vestas Wind Systems 2,038.88 7.076   4/28/14 6.162 -12,564 14,428 1,864 344,691  365,650 79,041 444,691
  Buy HSI Citic Pacific 10,107.30 1.295   11/10/14 1.393 13,093        378,743 65,948  
    SDAX short WCM 8,066.66 1.623   5/26/14 1.623 13,093        391,836 52,855  
    OMXH 25 YIT 1,769.32 7.400   1/26/15 5.508 13,093        404,929 39,762  
    GCX Energy Recovery 3,884.59 3.371   3/02/15 3.076 13,093        418,022 26,669  
5/26/14 Sell SDAX short WCM 8,066.66 1.623 1.623 5/19/14 1.623 -13,093 13,093 0 344,691  404,929 39,762  
  Buy   long ADLER Real Estate 2,202.00 5.500   6/09/14 6.050 12,111        417,040 27,651  
    HSI-C&I Tencent 1,190.89 10.170   10/06/14 12.196 12,111        429,151 15,540  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/02/14 Sell SSE 50 short Poly Developments 18,757.61 0.591 0.695 12/23/13 0.641 -12,018 13,031 1,013 345,704  417,133 28,571 445,704
    HSI-Fin ICBC 23,561.38 0.478 0.460 1/06/14 0.469 -11,055 10,848 -207 345,497  406,078 39,419 445,497
    OBX 25 Petroleum Geo-Srvcs 1,575.28 7.980 7.230 2/17/14 7.605 -11,980 11,390 -590 344,907  394,098 50,809 444,907
    NZX 50 Chorus 11,373.83 1.063 0.811 1/20/14 0.937 -10,655 9,220 -1,435 343,471  383,443 60,028 443,471
  Buy SSE 50 long Sinolink Secs 10,945.22 1.150   6/23/14 1.117 12,587        396,030 47,441  
    HSI-Fin HK Exchgs & Clrg 919.74 13.685   9/29/14 17.213 12,587        408,617 34,854  
    OBX 25 Grieg Seafood 3,731.25 3.373   6/30/14 3.430 12,587        421,204 22,267  
    FT 30 National Grid 11.41 1,103.450   6/09/14 1,037.210 12,590        433,794 9,677  
    NZX 50 Tourism 18,076.98 0.696   7/21/14 0.758 12,587        446,381 -2,910  
6/09/14 Sell Germany short SolarWorld 407.00 16.900 56.388 4/28/14 30.870 -12,564 22,950 10,386 353,857  433,817 20,040 453,857
    SDAX long ADLER Real Estate 2,202.00 6.050   5/26/14 5.500 -12,111 13,322 1,211 355,068  421,706 33,362 455,068
    IBEX 35 short Inditex 549.50 21.750 20.190 3/10/14 20.970 -11,523 11,094 -429 354,640  410,183 44,456 454,640
    FT 30 long National Grid 11.41 1,037.210   6/02/14 1,103.450 -12,590 11,835 -756 353,884  397,593 56,291 453,884
    Topix (FRA) short Komatsu 715.91 16.815 14.471 11/25/13 15.643 -11,199 10,360 -839 353,045  386,394 66,651 453,045
    BAX Adva 3,925.94 3.196 3.204 5/05/14 3.200 -12,563 12,579 16 353,060  373,831 79,230 453,060
  Buy Germany long RIB Software 950.50 14.000   7/28/14 10.655 13,307        387,138 65,923  
    SDAX short WCM 8,320.26 1.599   12/29/14 1.381 13,307        400,445 52,616  
    FT 30 Tesco 28.89 460.539   11/17/14 306.530 13,305        413,750 39,311  
    Topix (FRA) long Fujitsu 265.98 50.030   9/15/14 48.100 13,307        427,057 26,004  
    BAX Cancom 674.11 19.740   6/16/14 18.403 13,307        440,364 12,697  
6/16/14 Sell   long Cancom 674.11 18.403   6/09/14 19.740 -13,307 12,405 -902 352,159  427,057 25,102 452,159
  Buy IBEX 35 short ArcelorMittal 363.86 32.790   3/02/15 28.860 11,931        438,988 13,171  
    BAX Adva 3,804.53 3.136   6/23/14 3.096 11,931        450,919 1,240  
6/23/14 Sell SSE 50 long Sinolink Secs 10,945.22 1.117   6/02/14 1.150 -12,587 12,226 -361 351,798  438,332 13,466 451,798
    BAX short Adva 3,804.53 3.096 3.177 6/16/14 3.136 -11,931 12,085 154 351,952  426,401 25,551 451,952
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 Kangmei Pharma 13,848.03 0.862   7/07/14 0.868 11,937        438,338 13,614  
    CAC Next 20 Arkema 168.95 70.655   1/26/15 62.720 11,937        450,275 1,677  
    CAC Mid 60 CGG 34.77 343.360   1/19/15 153.600 11,939        462,214 -10,262  
    BAX long Wacker Neuson 720.40 16.570   7/14/14 17.170 11,937        474,151 -22,199  
6/30/14 Sell OBX 25 long Grieg Seafood 3,731.25 3.430   6/02/14 3.373 -12,587 12,798 211 352,162  461,564 -9,401 452,162
    Nikkei (FRA) short Hitachi Zosen 1,408.63 3.700 4.912 2/10/14 4.263 -6,005 6,919 914 353,076  455,559 -2,482 453,076
      Nitto Denko 191.87 33.890 28.704 2/10/14 31.297 -6,005 5,507 -498 352,579  449,554 3,025 452,579
  Buy OBX 25 Norwegian 4.75 2,398.530   7/07/14 2,546.850 11,393        460,947 -8,368  
    Nikkei (FRA) long Fujitsu 103.56 54.990   8/17/15 44.550 5,695        466,641 -14,063  
      MinebeaMitsumi 692.49 8.224   8/17/15 12.573 5,695        472,336 -19,758  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,848.03 0.868 0.856 6/23/14 0.862 -11,937 11,848 -89 352,490  460,399 -7,909 452,490
    OBX 25 Norwegian 4.75 2,546.850 2,250.210 6/30/14 2,398.530 -11,393 10,689 -705 351,786  449,006 2,779 451,786
  Buy SSE 50 long AVIC Aviation Engine 3,818.68 2.976   8/03/15 7.097 11,364        460,370 -8,585  
    OBX 25 SalMar 843.04 13.480   7/28/14 14.639 11,364        471,734 -19,949  
7/14/14 Sell BAX long Wacker Neuson 720.40 17.170   6/23/14 16.570 -11,937 12,369 432 352,218  459,797 -7,580 452,218
7/21/14 Sell NZX 50 long Tourism 18,076.98 0.758   6/02/14 0.696 -12,587 13,701 1,114 353,331  447,210 6,121 453,331
  Buy France short CGG 42.97 267.296   12/29/14 160.352 11,486        458,696 -5,365  
    NZX 50 a2 Milk 29,315.98 0.392   7/28/14 0.401 11,486        470,182 -16,851  
7/28/14 Sell Germany long RIB Software 950.50 10.655   6/09/14 14.000 -13,307 10,128 -3,179 350,152  456,875 -6,723 450,152
    MDAX Dürr 351.91 30.355   7/01/13 23.998 -8,445 10,682 2,237 352,389  448,430 3,959 452,389
    HSI-Prop short New World Dev 1,701.62 3.549 3.509 2/10/14 3.529 -6,005 5,972 -34 352,356  442,425 9,931 452,356
      The Wharf 3,245.42 2.205 1.496 2/10/14 1.850 -6,005 4,855 -1,150 351,206  436,420 14,786 451,206
    OBX 25 long SalMar 843.04 14.639   7/07/14 13.480 -11,364 12,341 977 352,183  425,056 27,127 452,183
    NZX 50 short a2 Milk 29,315.98 0.401 0.383 7/21/14 0.392 -11,486 11,225 -261 351,922  413,570 38,352 451,922
    Nikkei (TYO) Hitachi Zosen 3,470.24 3.842 3.063 4/07/14 3.453 -11,981 10,629 -1,352 350,570  401,589 48,981 450,570
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany SolarWorld 832.53 15.000   1/12/15 12.350 12,488        414,077 36,493  
    MDAX Südzucker 899.39 13.885   2/02/15 11.245 12,488        426,565 24,005  
    HSI-Prop long CK Hutchison 454.77 13.730   8/24/15 10.950 6,244        432,809 17,761  
      Sino Land 4,987.22 1.252   8/24/15 1.200 6,244        439,053 11,517  
    OBX 25 short Petroleum Geo-Srvcs 1,935.22 6.453   8/11/14 6.127 12,488        451,541 -971  
    NZX 50 long Tourism 16,782.69 0.744   2/22/16 1.542 12,488        464,029 -13,459  
    BAX Nemetschek 1,965.31 6.354   8/04/14 6.125 12,488        476,517 -25,947  
    Nikkei (TYO) MinebeaMitsumi 1,366.62 9.138   10/20/14 9.651 12,488        489,005 -38,435  
8/04/14 Sell HDAX long Dürr 486.25 28.230   1/23/12 9.125 -4,437 13,727 9,290 359,860  484,568 -24,708 459,860
    MIB Azimut 697.23 18.460   11/05/12 9.304 -6,487 12,871 6,384 366,244  478,081 -11,837 466,244
    BAX Nemetschek 1,965.31 6.125   7/28/14 6.354 -12,488 12,038 -450 365,794  465,593 201 465,794
    Indices Merval 18.18 750.468   8/12/13 501.316 -9,114 13,644 4,530 370,323  456,479 13,844 470,323
  Buy HDAX short Südzucker 929.65 13.020   1/12/15 11.160 12,104        468,583 1,740  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        480,702 -10,379  
8/11/14 Sell ATX long Wienerberger 828.09 11.525   10/21/13 13.065 -10,819 9,544 -1,275 369,048  469,883 -835 469,048
    DAX Continental 68.66 159.700   7/16/12 71.440 -4,905 10,965 6,060 375,108  464,978 10,130 475,108
    OBX 25 short Petroleum Geo-Srvcs 1,935.22 6.127 6.796 7/28/14 6.453 -12,488 13,152 664 375,772  452,490 23,282 475,772
  Buy ATX Raiffeisen Bank Int 659.76 18.910   2/16/15 13.795 12,476        464,966 10,806  
    DAX Adidas 217.16 57.450   8/18/14 60.070 12,476        477,441 -1,670  
    OBX 25 long SalMar 947.11 13.173   8/18/14 12.880 12,476        489,917 -14,146  
8/18/14 Sell DAX short Adidas 217.16 60.070 54.830 8/11/14 57.450 -12,476 11,907 -569 375,203  477,442 -2,239 475,203
    OBX 25 long SalMar 947.11 12.880   8/11/14 13.173 -12,476 12,199 -277 374,926  464,966 9,960 474,926
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 375,354  452,847 22,507 475,354
  Buy DAX long Vonovia 545.16 22.830   10/06/14 22.420 12,446        465,293 10,061  
    OBX 25 short Petroleum Geo-Srvcs 2,040.43 6.100   2/16/15 5.700 12,446        477,739 -2,385  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices long Merval 15.87 784.124   10/06/14 1,022.100 12,444        490,183 -14,829  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,912.44 6.373   7/01/13 2.159 -8,445 24,933 16,488 391,843  481,738 10,104 491,843
  Buy   short Demant 1,066.76 11.763   9/08/14 11.966 12,548        494,286 -2,444  
9/08/14 Sell   short Demant 1,066.76 11.966 11.559 9/01/14 11.763 -12,548 12,331 -217 391,625  481,738 9,887 491,625
  Buy   long Pandora 218.21 57.454   9/29/14 61.631 12,537        494,275 -2,650  
9/15/14 Sell Nordic 30 long Pandora 257.81 59.766   5/05/14 48.729 -12,563 15,408 2,845 394,470  481,712 12,758 494,470
    Topix (FRA) Fujitsu 265.98 48.100   6/09/14 50.030 -13,307 12,794 -513 393,957  468,405 25,552 493,957
  Buy Nordic 30 short Volvo 1,477.27 8.791   11/10/14 9.334 12,987        481,392 12,565  
    Topix (FRA) Aeon 1,654.18 7.851   1/05/15 8.291 12,987        494,379 -422  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 919.74 17.213   6/02/14 13.685 -12,587 15,831 3,244 397,201  481,792 15,409 497,201
    TSX 60 Bausch Health 143.06 102.197   9/30/13 76.879 -10,998 14,620 3,622 400,823  470,794 30,029 500,823
    OMXC 20 Pandora 218.21 61.631   9/08/14 57.454 -12,537 13,448 911 401,735  458,257 43,478 501,735
  Buy HSI-Fin short ICBC 27,369.48 0.498   11/03/14 0.526 13,630        471,887 29,848  
    TSX 60 Yamana Gold 2,841.60 4.797   3/23/15 3.713 13,630        485,517 16,218  
10/06/14 Sell DAX long Vonovia 545.16 22.420   8/18/14 22.830 -12,446 12,222 -224 401,511  473,071 28,440 501,511
    HSI-C&I Tencent 1,190.89 12.196   5/26/14 10.170 -12,111 14,524 2,413 403,924  460,960 42,964 503,924
    Indices Merval 15.87 1,022.100   8/18/14 784.124 -12,444 16,221 3,777 407,701  448,516 59,185 507,701
  Buy DAX short Deutsche Lufthansa 1,173.18 12.080   11/17/14 13.145 14,172        462,688 45,013  
    HSI-C&I Galaxy Entertainment 2,876.75 4.926   4/13/15 4.822 14,172        476,860 30,841  
    PSI 20 Pharol 8,694.48 1.630   2/23/15 0.697 14,172        491,032 16,669  
    Indices PSI 20 2.56 5,537.710   2/23/15 5,494.440 14,177        505,208 2,493  
10/13/14 Sell S&P 100 long Gilead Sciences 272.20 79.611   9/17/12 25.063 -6,822 21,670 14,848 422,549  498,386 24,163 522,549
    BEL 20 KBC 257.13 40.740   7/15/13 31.350 -8,061 10,475 2,414 424,963  490,325 34,638 524,963
    OMXS 30 Nokia 1,294.26 6.407   7/08/13 3.186 -4,123 8,292 4,169 429,132  486,202 42,930 529,132
      Kinnevik 188.54 22.475   7/08/13 21.868 -4,123 4,237 115 429,247  482,079 47,167 529,247
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy S&P 100 short General Motors 616.35 23.379   10/27/14 23.689 14,410        496,489 32,757  
    BEL 20 Galapagos 1,296.45 11.115   11/17/14 12.800 14,410        510,899 18,347  
    OMXS 30 Lundin 644.94 11.172   11/03/14 11.400 7,205        518,104 11,142  
      MTG 311.57 23.125   11/03/14 24.302 7,205        525,309 3,937  
10/20/14 Sell Kospi 50 long Amorepacific Group 184.25 87.497   7/23/12 26.166 -4,821 16,121 11,300 440,547  520,488 20,059 540,547
    Europe 50 Roche 19.34 222.572   12/19/11 129.719 -2,509 4,305 1,796 442,343  517,980 24,363 542,343
    Nikkei (TYO) MinebeaMitsumi 1,366.62 9.651   7/28/14 9.138 -12,488 13,189 701 443,044  505,492 37,552 543,044
    SP Global 100 Apple 326.34 19.487   4/30/12 15.738 -5,136 6,360 1,224 444,267  500,356 43,912 544,267
  Buy Kospi 50 short Hyundai Heavy 175.93 83.577   12/08/14 94.176 14,704        515,059 29,208  
    Europe 50 Deutsche Bank 682.48 21.545   11/10/14 21.563 14,704        529,763 14,504  
    Nikkei (TYO) Toyo Seikan 1,790.66 8.212   10/27/14 8.725 14,704        544,467 -200  
    SP Global 100 Deutsche Bank 682.48 21.545   11/03/14 22.134 14,704        559,172 -14,904  
10/27/14 Sell S&P 100 short General Motors 616.35 23.689 23.070 10/13/14 23.379 -14,410 14,219 -191 444,076  544,762 -685 544,076
    Nikkei (TYO) Toyo Seikan 1,790.66 8.725 7.698 10/20/14 8.212 -14,704 13,784 -920 443,157  530,058 13,099 543,157
    DJ Global Titans long Alphabet A 29.43 433.045   12/23/13 408.320 -12,017 12,745 728 443,884  518,041 25,844 543,884
  Buy S&P 100 Gilead Sciences 160.63 88.668   6/08/15 100.700 14,243        532,283 11,601  
    Nikkei (TYO) MinebeaMitsumi 1,359.40 10.477   8/24/15 10.589 14,243        546,526 -2,642  
    DJ Global Titans short Samsung Electronics 869.19 16.387   11/10/14 18.745 14,243        560,769 -16,885  
11/03/14 Sell HSI-Fin short ICBC 27,369.48 0.526 0.470 9/29/14 0.498 -13,630 12,875 -755 443,129  547,139 -4,011 543,129
    OMXS 30 Lundin 644.94 11.400 10.943 10/13/14 11.172 -7,205 7,057 -148 442,981  539,935 3,047 542,981
      MTG 311.57 24.302 21.949 10/13/14 23.125 -7,205 6,839 -367 442,615  532,729 9,885 542,615
    SP Global 100 Deutsche Bank 682.48 22.134 20.956 10/20/14 21.545 -14,704 14,302 -402 442,213  518,025 24,187 542,213
  Buy HSI-Fin long HK Exchgs & Clrg 801.41 17.669   11/24/14 17.528 14,160        532,185 10,027  
    OMXC 20 Pandora 212.36 66.679   11/17/14 66.322 14,160        546,345 -4,133  
    OMXS 30 Boliden 539.76 13.117   6/08/15 18.209 7,080        553,425 -11,213  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Electrolux 315.29 22.455   6/08/15 27.196 7,080        560,505 -18,293  
    SP Global 100 Apple 646.65 21.898   8/24/15 22.212 14,160        574,665 -32,453  
11/10/14 Sell HSI long Citic Pacific 10,107.30 1.393   5/19/14 1.295 -13,093 14,079 986 443,199  561,572 -18,373 543,199
    Europe 50 short Deutsche Bank 682.48 21.563 21.527 10/20/14 21.545 -14,704 14,692 -12 443,187  546,868 -3,681 543,187
    Nordic 30 Volvo 1,477.27 9.334 8.249 9/15/14 8.791 -12,987 12,186 -801 442,386  533,881 8,504 542,386
    DJ Global Titans Samsung Electronics 869.19 18.745 14.028 10/27/14 16.387 -14,243 12,193 -2,050 440,336  519,638 20,698 540,336
  Buy HSI Kunlun Energy 13,538.95 1.036   1/12/15 0.825 14,025        533,663 6,673  
    Europe 50 long Novartis 226.52 61.916   8/24/15 69.088 14,025        547,688 -7,353  
    Nordic 30 Pandora 205.78 68.154   6/01/15 91.032 14,025        561,713 -21,377  
    DJ Global Titans Apple 640.44 21.899   12/15/14 21.746 14,025        575,738 -35,402  
11/17/14 Sell DAX short Deutsche Lufthansa 1,173.18 13.145 11.015 10/06/14 12.080 -14,172 12,923 -1,249 439,086  561,566 -22,480 539,086
    BEL 20 Galapagos 1,296.45 12.800 9.430 10/13/14 11.115 -14,410 12,226 -2,185 436,902  547,156 -10,254 536,902
    OMXC 20 long Pandora 212.36 66.322   11/03/14 66.679 -14,160 14,084 -76 436,826  532,996 3,830 536,826
    FT 30 short Tesco 28.89 306.530 691.926 6/09/14 460.539 -13,305 19,990 6,685 443,511  519,691 23,820 543,511
  Buy DAX long Merck (EMD) 184.99 76.670   7/06/15 90.640 14,183        533,874 9,636  
    BEL 20 Proximus 465.02 30.500   11/24/14 30.740 14,183        548,058 -4,547  
    OMXC 20 short FLSmidth 427.44 33.181   11/24/14 35.297 14,183        562,240 -18,730  
    FT 30 long Man Group 83.66 169.534   12/15/14 177.040 14,183        576,424 -32,913  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 801.41 17.528   11/03/14 17.669 -14,160 14,047 -113 443,398  562,264 -18,866 543,398
    BEL 20 Proximus 465.02 30.740   11/17/14 30.500 -14,183 14,295 112 443,509  548,081 -4,571 543,509
    OMXC 20 short FLSmidth 427.44 35.297 31.065 11/17/14 33.181 -14,183 13,278 -904 442,605  533,898 8,707 542,605
  Buy HSI-Fin HSBC 1,724.54 7.992   1/26/15 8.332 13,782        547,680 -5,075  
    BEL 20 Galapagos 1,068.37 12.900   12/01/14 13.020 13,782        561,462 -18,857  
    OMXC 20 long Pandora 205.07 67.207   8/17/15 107.440 13,782        575,244 -32,639  
12/01/14 Sell BEL 20 short Galapagos 1,068.37 13.020 12.780 11/24/14 12.900 -13,782 13,654 -128 442,477  561,462 -18,985 542,477
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Proximus 414.01 31.610   12/15/14 29.550 13,087        574,549 -32,072  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.93 94.176 72.978 10/20/14 83.577 -14,704 12,839 -1,865 440,612  559,845 -19,233 540,612
  Buy   long Amorepacific Group 157.16 82.934   7/06/15 157.893 13,034        572,879 -32,267  
12/15/14 Sell BEL 20 long Proximus 414.01 29.550   12/01/14 31.610 -13,087 12,234 -853 439,759  559,792 -20,033 539,759
    MerVal Edenor 36,187.60 0.569   2/24/14 0.315 -11,381 20,576 9,195 448,954  548,411 544 548,954
    FT 30 Man Group 83.66 177.040   11/17/14 169.534 -14,183 14,811 628 449,582  534,228 15,355 549,582
    DJ Global Titans Apple 640.44 21.746   11/10/14 21.899 -14,025 13,927 -98 449,484  520,203 29,282 549,484
  Buy BEL 20 short Umicore 928.39 15.585   1/19/15 16.578 14,469        534,671 14,813  
    FT 30 Tesco 55.12 262.480   12/22/14 292.250 14,468        549,139 345  
    DJ Global Titans Gazprom 4,335.93 3.337   3/02/15 4.494 14,469        563,608 -14,124  
12/22/14 Sell TecDAX short SMA Solar 221.13 14.800 46.789 5/21/12 26.315 -5,819 10,346 4,527 454,012  557,789 -3,778 554,012
    FT 30 Tesco 55.12 292.250 232.709 12/15/14 262.480 -14,468 12,827 -1,641 452,371  543,321 9,049 552,371
  Buy   long Man Group 69.95 200.637   1/05/15 211.401 14,035        557,356 -4,985  
12/29/14 Sell France short CGG 42.97 160.352 445.565 7/21/14 267.296 -11,486 19,146 7,660 460,031  545,870 14,161 560,031
    SDAX WCM 8,320.26 1.381 1.852 6/09/14 1.599 -13,307 15,406 2,099 462,130  532,563 29,566 562,130
  Buy France long Adocia 310.10 47.700   6/08/15 66.230 14,792        547,355 14,775  
    SDAX Patrizia Immobilien 1,202.60 12.300   1/19/15 14.055 14,792        562,147 -17  
    BAX KUKA 249.57 59.270   7/27/15 74.330 14,792        576,939 -14,809  
1/05/15 Sell FT 30 long Man Group 69.95 211.401   12/22/14 200.637 -14,035 14,788 753 462,883  562,904 -22 562,883
    Topix (FRA) short Aeon 1,654.18 8.291 7.411 9/15/14 7.851 -12,987 12,259 -728 462,155  549,918 12,237 562,155
  Buy FT 30 Tesco 48.84 294.006   1/19/15 365.061 14,359        564,277 -2,122  
    Topix (FRA) long Oriental Land 299.59 47.929   2/02/15 54.216 14,359        578,636 -16,481  
1/12/15 Sell Germany short SolarWorld 832.53 12.350 18.219 7/28/14 15.000 -12,488 15,168 2,680 464,834  566,148 -1,313 564,834
    HSI Kunlun Energy 13,538.95 0.825 1.300 11/10/14 1.036 -14,025 17,606 3,581 468,415  552,123 16,293 568,415
    HDAX Südzucker 929.65 11.160 15.190 8/04/14 13.020 -12,104 14,121 2,017 470,433  540,019 30,414 570,433
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany long Ströer Media 610.24 24.615   6/15/15 40.315 15,021        555,040 15,393  
    HSI China Life Ins HK 4,532.45 3.314   7/13/15 3.728 15,021        570,061 372  
    HDAX Ströer Media 610.24 24.615   8/24/15 47.670 15,021        585,082 -14,649  
1/19/15 Sell SDAX long Patrizia Immobilien 1,202.60 14.055   12/29/14 12.300 -14,792 16,903 2,111 472,543  570,290 2,254 572,543
    ISEQ 20 short C&C Group 1,454.24 3.322 6.042 4/14/14 4.480 -6,515 8,786 2,271 474,814  563,775 11,040 574,814
      Flutter 121.57 66.350 40.830 4/14/14 53.590 -6,515 4,964 -1,551 473,263  557,260 16,003 573,263
    BEL 20 Umicore 928.39 16.578 14.593 12/15/14 15.585 -14,469 13,548 -921 472,342  542,791 29,551 572,342
    FT 30 Tesco 48.84 365.061 222.950 1/05/15 294.006 -14,359 10,889 -3,470 468,871  528,432 40,440 568,871
    CAC Mid 60 CGG 34.77 153.600 767.553 6/23/14 343.360 -11,939 26,688 14,749 483,621  516,493 67,128 583,621
  Buy SDAX SGL Carbon 1,154.58 14.090   1/26/15 15.480 16,268        532,761 50,860  
    ISEQ 20 long Glanbia 587.29 13.850   6/08/15 17.420 8,134        540,895 42,726  
      Ryanair Holdings 835.97 9.730   6/08/15 11.660 8,134        549,029 34,592  
    BEL 20 bpost 711.64 22.860   9/28/15 21.000 16,268        565,297 18,324  
    FT 30 Man Group 77.53 209.841   6/08/15 231.072 16,269        581,566 2,055  
    CAC Mid 60 Adocia 257.41 63.200   6/08/15 66.230 16,268        597,834 -14,214  
1/26/15 Sell SDAX short SGL Carbon 1,154.58 15.480 12.700 1/19/15 14.090 -16,268 14,663 -1,605 482,016  581,566 449 582,016
    HSI-Fin HSBC 1,724.54 8.332 7.651 11/24/14 7.992 -13,782 13,195 -587 481,429  567,784 13,644 581,429
    OMXH 25 YIT 1,769.32 5.508 9.942 5/19/14 7.400 -13,093 17,590 4,497 485,926  554,691 31,235 585,926
    CAC Next 20 Arkema 168.95 62.720 79.594 6/23/14 70.655 -11,937 13,447 1,510 487,436  542,754 44,682 587,436
    GEX 4SC 454.61 18.284 44.930 4/14/14 28.662 -13,030 20,426 7,396 494,832  529,724 65,108 594,832
  Buy SDAX long Patrizia Immobilien 1,103.55 14.950   6/29/15 22.015 16,498        546,222 48,610  
    HSI-Fin China Life Ins HK 4,416.31 3.736   8/03/15 3.251 16,498        562,720 32,112  
    OMXH 25 Neste Oil 2,041.83 8.080   5/11/15 7.640 16,498        579,218 15,614  
    GEX Ströer Media 616.75 26.750   6/01/15 38.770 16,498        595,716 -884  
2/02/15 Sell MDAX short Südzucker 899.39 11.245 17.145 7/28/14 13.885 -12,488 15,420 2,932 497,764  583,228 14,535 597,764
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX KPN 1,608.66 2.756 4.771 10/15/12 3.626 -5,833 7,674 1,841 499,605  577,395 22,210 599,605
    Topix (FRA) long Oriental Land 299.59 54.216   1/05/15 47.929 -14,359 16,242 1,884 501,489  563,037 38,452 601,489
  Buy MDAX Ströer Media 620.32 25.790   11/16/15 61.450 15,998        579,035 22,454  
    Topix (FRA) short Orix 1,606.55 9.958   2/09/15 10.802 15,998        595,033 6,456  
Portfolio market l/s instrument bought pieces buy price 2/02/15 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short RusHydro 3/11/13 4089.29 1.680 0.716 3.942 6,870 16,120 9,250 9,250 6,870 16,120 57
  ISEQ 20 long Glanbia 1/19/15 587.29 13.850 14.395 8,134 8,454 320 9,570 15,004 24,574 174
    Ryanair Holdings   835.97 9.730 9.762 8,134 8,161 27 9,596 23,138 32,734 9
  IBEX 35 short ArcelorMittal 6/16/14 363.86 32.790 25.620 41.967 11,931 15,270 3,339 12,935 35,069 48,004 48
  Topix (TYO) long Subaru 6/11/12 730.05 6.048 31.849 4,415 23,251 18,836 31,772 39,484 71,256 87
  SSE 50 AVIC Aviation Engine 7/07/14 3818.68 2.976 4.413 11,364 16,850 5,486 37,258 50,848 88,106 98
  HSI China Life Ins HK 1/12/15 4532.45 3.314 3.403 15,021 15,422 401 37,659 65,869 103,528 58
  HSI-Fin China Life Ins HK 1/26/15 4416.31 3.736 3.403 16,498 15,027 -1,471 36,188 82,367 118,555 -99
  ÖkoDAX short SolarWorld 4/29/13 67.33 106.050 11.700 961.248 7,140 64,721 57,580 93,769 89,507 183,276 249
  BSE Sensex 30 long Hindustan Unilever 1/30/12 670.33 6.061 12.975 4,063 8,698 4,635 98,403 93,570 191,973 29
  OMXH 25 Neste Oil 1/26/15 2041.83 8.080 8.000 16,498 16,335 -163 98,240 110,068 208,308 -40
  PSI 20 short Pharol 10/06/14 8694.48 1.630 0.655 4.056 14,172 35,267 21,095 119,335 124,240 243,575 1,538
  GEX long Ströer Media 1/26/15 616.75 26.750 25.790 16,498 15,906 -592 118,743 140,738 259,481 -85
  NZX 50 Tourism 7/28/14 16782.69 0.744 1.146 12,488 19,231 6,743 125,486 153,226 278,713 130
  Topix (FRA) short Orix 2/02/15 1606.55 9.958   15,998 15,998     169,224 294,711  
  HSI-Prop long CK Hutchison 7/28/14 454.77 13.730 17.025 6,244 7,742 1,498 126,985 175,468 302,453 51
    Sino Land   4987.22 1.252 1.495 6,244 7,457 1,213 128,198 181,712 309,910 41
  Nordic 30 Pandora 11/10/14 205.78 68.154 61.782 14,025 12,714 -1,311 126,887 195,737 322,624 -35
  FT 30 Man Group 1/19/15 77.53 209.841 235.286 16,269 18,242 1,973 128,860 212,006 340,866 1,877
  Nikkei (FRA) Fujitsu 6/30/14 103.56 54.990 50.450 5,695 5,225 -470 128,389 217,701 346,090 -13
    MinebeaMitsumi   692.49 8.224 13.702 5,695 9,489 3,793 132,183 223,396 355,579 136
  Nikkei (TYO) MinebeaMitsumi 10/27/14 1359.4 10.477 13.705 14,243 18,631 4,388 136,571 237,639 374,210 172
  Athex LC short Eurobank Ergasias 1/27/14 235.98 49.000 12.600 190.556 11,563 44,967 33,404 169,975 249,202 419,177 280
  OBX 25 Petroleum Geo-Srvcs 8/18/14 2040.43 6.100 5.193 7.165 12,446 14,619 2,173 172,148 261,648 433,796 42
  OMXS 30 long Boliden 11/03/14 539.76 13.117 13.888 7,080 7,496 416 172,564 268,728 441,292 26
Portfolio market l/s instrument bought pieces buy price 2/02/15 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
    Electrolux   315.29 22.455 26.917 7,080 8,487 1,407 173,971 275,808 449,779 107
  OMXC 20 Pandora 11/24/14 205.07 67.207 61.782 13,782 12,670 -1,112 172,859 289,590 462,449 -36
  TSX 60 short Yamana Gold 9/29/14 2841.6 4.797 3.775 6.095 13,630 17,319 3,689 176,547 303,220 479,768 100
  CAC Mid 60 long Adocia 1/19/15 257.41 63.200 68.140 16,268 17,540 1,272 177,819 319,488 497,307 611
  SDAX Patrizia Immobilien 1/26/15 1103.55 14.950 15.780 16,498 17,414 916 178,735 335,986 514,721 1,573
  Indices short PSI 20 10/06/14 2.56 5,537.710 5,213.340 5,882.262 14,177 15,059 882 179,617 350,163 529,780 20
  BEL 20 long bpost 1/19/15 711.64 22.860 23.095 16,268 16,435 167 179,784 366,431 546,215 31
  BAX KUKA 12/29/14 249.57 59.270 61.100 14,792 15,249 457 180,241 381,223 561,464 37
  France Adocia   310.1 47.700 68.140 14,792 21,130 6,338 186,579 396,015 582,594 4,023
  ATX short Raiffeisen Bank Int 8/11/14 659.76 18.910 10.360 34.516 12,476 22,772 10,296 196,876 408,491 605,367 251
  ASX 50 long James Hardie Ind 1/30/12 704.98 5.763 8.973 4,063 6,326 2,263 199,139 412,554 611,693 16
  DJ Global Titans short Gazprom 12/15/14 4335.93 3.337 3.567 3.107 14,469 13,472 -997 198,142 427,023 625,165 -41
  S&P 100 long Gilead Sciences 10/27/14 160.63 88.668 93.675 14,243 15,047 804 198,946 441,266 640,212 23
  HDAX Ströer Media 1/12/15 610.24 24.615 25.790 15,021 15,738 717 199,663 456,287 655,950 125
  DJTA Avis Budget 9/24/12 494.08 12.419 51.486 6,136 25,438 19,302 218,965 462,423 681,388 83
  SP Global 100 Apple 11/03/14 646.65 21.898 26.162 14,160 16,918 2,758 221,723 476,583 698,306 104
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 364.405 1,886 13,928 12,042 233,765 478,469 712,233 83
  Kospi 50 Amorepacific Group 12/08/14 157.16 82.934 99.942 13,034 15,707 2,673 236,438 491,502 727,940 237
  DAX Merck (EMD) 11/17/14 184.99 76.670 88.150 14,183 16,307 2,124 238,562 505,686 744,247 94
  MDAX Ströer Media 2/02/15 620.32 25.790   15,998 15,998     521,684 760,245  
  FTSE Ashtead 7/30/12 14.04 333.248 1,409.067 4,679 19,783 15,105 253,666 526,363 780,029 78
  Europe 50 Novartis 11/10/14 226.52 61.916 71.293 14,025 16,149 2,124 255,790 540,388 796,178 85
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 23.660 1,878 19,028 17,150 272,940 542,266 815,205 103
  QIX Freenet 1/23/12 421.97 10.515 26.035 4,437 10,986 6,549 279,489 546,703 826,191 35
  DJIA Visa 12/19/11 132.78 18.897 56.312 2,509 7,477 4,968 284,457 549,212 833,668 42
Portfolio market l/s instrument bought pieces buy price 2/02/15 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Euro 50 ASML 1/09/12 54.55 32.400 90.850 1,767 4,956 3,188 287,645 550,979 838,624 40
    AB InBev   37.21 47.495 108.100 1,767 4,022 2,255 289,900 552,746 842,647 31
  Germany Ströer Media 1/12/15 610.24 24.615 25.790 15,021 15,738 717 290,617 567,768 858,385 125
  HSI-C&I short Galaxy Entertainment 10/06/14 2876.75 4.926 4.677 5.189 14,172 14,927 755 291,372 581,940 873,312 17
  GCX Energy Recovery 5/19/14 3884.59 3.371 2.893 3.926 13,093 15,252 2,159 293,531 595,033 888,564 24
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/09/15 Sell   short Orix 1,606.55 10.802 9.114 2/02/15 9.958 -15,998 14,642 -1,356 500,133  579,035 21,098 600,133
  Buy MerVal long Aluar 16,567.10 0.937   2/16/15 0.944 15,530        594,565 5,568  
    Topix (FRA) Sony 686.35 22.627   5/18/15 28.471 15,530        610,095 -9,962  
2/16/15 Sell ATX short Raiffeisen Bank Int 659.76 13.795 25.922 8/11/14 18.910 -12,476 17,102 4,626 504,759  597,619 7,140 604,759
    OBX 25 Petroleum Geo-Srvcs 2,040.43 5.700 6.528 8/18/14 6.100 -12,446 13,320 874 505,633  585,173 20,460 605,633
    MerVal long Aluar 16,567.10 0.944   2/09/15 0.937 -15,530 15,641 111 505,744  569,643 36,101 605,744
  Buy ATX Zumtobel 760.65 21.095   9/07/15 23.775 16,046        585,688 20,055  
    OBX 25 Frontline 1,289.00 12.448   2/23/15 11.234 16,046        601,734 4,009  
2/23/15 Sell PSI 20 short Pharol 8,694.48 0.697 3.812 10/06/14 1.630 -14,172 33,142 18,970 524,714  587,562 37,152 624,714
    OBX 25 long Frontline 1,289.00 11.234   2/16/15 12.448 -16,046 14,481 -1,565 523,149  571,516 51,632 623,149
    Indices short PSI 20 2.56 5,494.440 5,581.320 10/06/14 5,537.710 -14,177 14,288 112 523,260  557,340 65,920 623,260
  Buy PSI 20 long Altri 5,697.42 3.024   5/25/15 4.081 17,229        574,569 48,691  
    OBX 25 short Seadrill 6.12 2,815.850   4/13/15 2,712.370 17,233        591,802 31,458  
    MerVal long Comercial del Plata 69,668.42 0.247   3/02/15 0.261 17,229        609,031 14,229  
    Indices SSE 50 ew 51.21 336.435   7/27/15 382.611 17,229        626,260 -2,999  
3/02/15 Sell IBEX 35 short ArcelorMittal 363.86 28.860 37.255 6/16/14 32.790 -11,931 13,556 1,625 524,885  614,329 10,556 624,885
    MerVal long Comercial del Plata 69,668.42 0.261   2/23/15 0.247 -17,229 18,190 961 525,846  597,100 28,747 625,846
    DJ Global Titans short Gazprom 4,335.93 4.494 2.180 12/15/14 3.337 -14,469 9,452 -5,017 520,830  582,631 38,199 620,830
    GCX Energy Recovery 3,884.59 3.076 3.693 5/19/14 3.371 -13,093 14,347 1,254 522,084  569,538 52,546 622,084
  Buy IBEX 35 long Intl. Cons. Airlines 2,134.81 7.900   3/09/15 7.660 16,865        586,403 35,681  
    DJ Global Titans Apple 584.45 28.856   3/30/15 29.169 16,865        603,268 18,816  
    GCX Shimano 121.20 139.151   6/01/15 129.753 16,865        620,133 1,951  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,134.81 7.660   3/02/15 7.900 -16,865 16,353 -512 521,572  603,268 18,304 621,572
  Buy   short Endesa 906.80 17.640   3/23/15 18.130 15,996        619,264 2,308  
    MerVal long Comercial del Plata 57,622.48 0.278   6/29/15 0.285 15,996        635,260 -13,688  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/23/15 Sell IBEX 35 short Endesa 906.80 18.130 17.150 3/09/15 17.640 -15,996 15,552 -444 521,127  619,264 1,864 621,127
    TSX 60 Yamana Gold 2,841.60 3.713 6.196 9/29/14 4.797 -13,630 17,606 3,976 525,103  605,634 19,470 625,103
  Buy IBEX 35 long Intl. Cons. Airlines 1,989.38 8.100   5/11/15 7.890 16,114        621,748 3,356  
    TSX 60 Bausch Health 86.74 185.781   5/11/15 200.704 16,115        637,862 -12,759  
3/30/15 Sell DJ Global Titans long Apple 584.45 29.169   3/02/15 28.856 -16,865 17,048 183 525,286  620,997 4,289 625,286
  Buy   short ConocoPhilips 266.36 59.090   4/27/15 61.591 15,739        636,737 -11,450  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,876.75 4.822 5.033 10/06/14 4.926 -14,172 14,478 306 525,592  622,565 3,027 625,592
    OBX 25 Seadrill 6.12 2,712.370 2,923.280 2/23/15 2,815.850 -17,233 17,890 657 526,249  605,332 20,918 626,249
    ÖkoDAX SolarWorld 67.33 14.550 772.962 4/29/13 106.050 -7,140 52,044 44,903 571,153  598,191 72,961 671,153
  Buy HSI-C&I long Tencent 893.67 20.815   7/06/15 17.093 18,602        616,793 54,359  
    OBX 25 Frontline 1,359.27 13.685   5/18/15 12.057 18,602        635,395 35,757  
4/27/15 Sell DJ Global Titans short ConocoPhilips 266.36 61.591 56.589 3/30/15 59.090 -15,739 15,073 -666 570,486  619,656 50,830 670,486
  Buy   long Mitsubishi UFJ 2,779.07 6.489   6/08/15 6.373 18,032        637,688 32,798  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,989.38 7.890   3/23/15 8.100 -16,114 15,696 -418 570,069  621,574 48,494 670,069
    OMXH 25 Neste Oil 2,041.83 7.640   1/26/15 8.080 -16,498 15,600 -898 569,170  605,076 64,094 669,170
    TSX 60 Bausch Health 86.74 200.704   3/23/15 185.781 -16,115 17,409 1,294 570,465  588,962 81,503 670,465
  Buy IBEX 35 short Obrascón Huarte Lain 982.18 19.140   4/25/16 5.840 18,799        607,760 62,704  
    OMXH 25 Outokumpu 3,591.02 5.235   1/04/16 2.584 18,799        626,559 43,905  
    TSX 60 Cenovus Energy 1,212.37 15.506   3/21/16 12.064 18,799        645,358 25,106  
5/18/15 Sell OBX 25 long Frontline 1,359.27 12.057   4/13/15 13.685 -18,602 16,388 -2,214 568,251  626,756 41,495 668,251
    Topix (FRA) Sony 686.35 28.471   2/09/15 22.627 -15,530 19,541 4,011 572,262  611,226 61,036 672,262
  Buy OBX 25 short REC Silicon 8,661.47 2.117   6/01/15 1.852 18,332        629,558 42,704  
    Topix (FRA) Toshiba 612.50 29.930   5/25/15 30.510 18,332        647,891 24,372  
5/25/15 Sell PSI 20 long Altri 5,697.42 4.081   2/23/15 3.024 -17,229 23,251 6,022 578,284  630,662 47,623 678,284
    Topix (FRA) short Toshiba 612.50 30.510 29.350 5/18/15 29.930 -18,332 17,977 -355 577,929  612,329 65,600 677,929
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Pharol 36,447.06 0.510   11/23/15 0.369 18,588        630,917 47,012  
    Topix (FRA) long Sony 652.21 28.500   6/01/15 28.394 18,588        649,505 28,424  
6/01/15 Sell OBX 25 short REC Silicon 8,661.47 1.852 2.418 5/18/15 2.117 -18,332 20,946 2,614 580,543  631,173 49,370 680,543
    Nordic 30 long Pandora 205.78 91.032   11/10/14 68.154 -14,025 18,733 4,708 585,251  617,149 68,102 685,251
    Topix (FRA) Sony 652.21 28.394   5/25/15 28.500 -18,588 18,519 -69 585,182  598,561 86,621 685,182
    GEX Ströer Media 616.75 38.770   1/26/15 26.750 -16,498 23,911 7,413 592,595  582,063 110,533 692,595
    GCX Shimano 121.20 129.753   3/02/15 139.151 -16,865 15,726 -1,139 591,456  565,197 126,259 691,456
  Buy TecDAX short Aixtron 2,962.61 6.900   4/25/16 4.108 20,442        585,639 105,817  
    OBX 25 long Frontline 1,638.55 12.476   6/08/15 12.298 20,442        606,082 85,375  
    Nordic 30 short Fortum 1,180.25 17.320   11/30/15 13.820 20,442        626,523 64,933  
    Topix (FRA) Toshiba 626.86 32.610   11/16/15 22.410 20,442        646,965 44,491  
    GCX REC Silicon 11,035.41 1.852   10/05/20 0.464 20,442        667,407 24,049  
6/08/15 Sell S&P 100 long Gilead Sciences 160.63 100.700   10/27/14 88.668 -14,243 16,175 1,933 593,389  653,165 40,224 693,389
    France Adocia 310.10 66.230   12/29/14 47.700 -14,792 20,538 5,746 599,135  638,373 60,762 699,135
    ISEQ 20 Glanbia 587.29 17.420   1/19/15 13.850 -8,134 10,231 2,097 601,232  630,239 70,993 701,232
      Ryanair Holdings 835.97 11.660   1/19/15 9.730 -8,134 9,747 1,613 602,845  622,105 80,740 702,845
    OBX 25 Frontline 1,638.55 12.298   6/01/15 12.476 -20,442 20,151 -291 602,554  601,663 100,891 702,554
    OMXS 30 Boliden 539.76 18.209   11/03/14 13.117 -7,080 9,828 2,748 605,302  594,583 110,719 705,302
      Electrolux 315.29 27.196   11/03/14 22.455 -7,080 8,574 1,495 606,797  587,503 119,294 706,797
    FT 30 Man Group 77.53 231.072   1/19/15 209.841 -16,269 17,915 1,646 608,443  571,234 137,209 708,443
    CAC Mid 60 Adocia 257.41 66.230   1/19/15 63.200 -16,268 17,048 780 609,223  554,966 154,257 709,223
    DJ Global Titans Mitsubishi UFJ 2,779.07 6.373   4/27/15 6.489 -18,032 17,711 -321 608,901  536,934 171,968 708,901
  Buy S&P 100 short Norfolk Southern 273.05 80.648   6/15/15 80.979 22,021        558,955 149,947  
    France Solocal 31.44 700.450   11/23/15 390.360 22,022        580,977 127,925  
    ISEQ 20 FBD Holdings 1,187.24 9.274   8/10/15 7.120 11,010        591,987 116,914  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 DNO International 17,284.93 1.274   12/21/15 0.607 22,021        614,008 94,893  
    OMXS 30 SSAB 2,150.49 5.120   10/26/15 3.388 11,011        625,019 83,883  
      Telia Company 2,093.77 5.259   10/26/15 4.765 11,011        636,029 72,872  
    FT 30 Tate & Lyle 29.22 753.704   12/28/15 807.108 22,023        658,052 50,849  
    DJ Global Titans BHP 1,157.80 19.020   7/13/15 17.787 22,021        680,073 28,828  
6/15/15 Sell S&P 100 short Norfolk Southern 273.05 80.979 80.318 6/08/15 80.648 -22,021 21,931 -90 608,811  658,052 50,759 708,811
    Germany long Ströer Media 610.24 40.315   1/12/15 24.615 -15,021 24,602 9,581 618,392  643,031 75,361 718,392
  Buy S&P 100 Starbucks 428.29 46.330   7/06/15 49.123 19,843        662,874 55,518  
6/29/15 Sell SDAX long Patrizia Immobilien 1,103.55 22.015   1/26/15 14.950 -16,498 24,295 7,797 626,189  646,376 79,812 726,189
    MerVal Comercial del Plata 57,622.48 0.285   3/09/15 0.278 -15,996 16,417 421 626,609  630,380 96,229 726,609
7/06/15 Sell S&P 100 long Starbucks 428.29 49.123   6/15/15 46.330 -19,843 21,039 1,196 627,805  610,537 117,268 727,805
    Kospi 50 Amorepacific Group 157.16 157.893   12/08/14 82.934 -13,034 24,814 11,781 639,586  597,504 142,082 739,586
    DAX Merck (EMD) 184.99 90.640   11/17/14 76.670 -14,183 16,767 2,584 642,170  583,320 158,850 742,170
    HSI-C&I Tencent 893.67 17.093   4/13/15 20.815 -18,602 15,275 -3,327 638,843  564,718 174,125 738,843
  Buy S&P 100 short Norfolk Southern 290.22 78.643   7/13/15 78.579 22,824        587,542 151,301  
    CAC 40 ArcelorMittal 904.64 25.230   3/27/17 22.800 22,824        610,366 128,477  
    DAX RWE 1,186.28 19.240   7/13/15 20.205 22,824        633,190 105,653  
    HSI-C&I Sands China 6,745.48 3.384   5/09/16 3.084 22,824        656,014 82,829  
7/13/15 Sell S&P 100 short Norfolk Southern 290.22 78.579 78.708 7/06/15 78.643 -22,824 22,843 19 638,862  633,190 105,672 738,862
    HSI long China Life Ins HK 4,532.45 3.728   1/12/15 3.314 -15,021 16,899 1,878 640,740  618,169 122,571 740,740
    DAX short RWE 1,186.28 20.205 18.275 7/06/15 19.240 -22,824 21,679 -1,145 639,595  595,345 144,250 739,595
    DJ Global Titans BHP 1,157.80 17.787 20.338 6/08/15 19.020 -22,021 23,547 1,526 641,121  573,324 167,797 741,121
  Buy S&P 100 long Amazon.com 54.88 414.042   7/27/15 479.746 22,723        596,047 145,074  
    HSI short China Shenhua HK 12,234.55 1.857   4/18/16 1.521 22,722        618,769 122,352  
    DAX long Fresenius 370.91 61.260   7/27/15 61.200 22,722        641,491 99,631  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Mitsubishi UFJ 3,617.35 6.281   7/27/15 6.435 22,722        664,213 76,909  
7/20/15 Sell DJTA long Avis Budget 494.08 38.916   9/24/12 12.419 -6,136 19,227 13,091 654,213  658,077 96,136 754,213
  Buy   short Avis Budget 546.26 38.916   8/03/15 39.514 21,258        679,335 74,878  
7/27/15 Sell S&P 100 long Amazon.com 54.88 479.746   7/13/15 414.042 -22,723 26,328 3,606 657,819  656,612 101,206 757,819
    DAX Fresenius 370.91 61.200   7/13/15 61.260 -22,722 22,700 -22 657,796  633,890 123,906 757,796
    BAX KUKA 249.57 74.330   12/29/14 59.270 -14,792 18,551 3,759 661,555  619,098 142,457 761,555
    Indices SSE 50 ew 51.21 382.611   2/23/15 336.435 -17,229 19,594 2,365 663,920  601,870 162,050 763,920
    DJ Global Titans Mitsubishi UFJ 3,617.35 6.435   7/13/15 6.281 -22,722 23,278 556 664,476  579,148 185,328 764,476
  Buy S&P 100 short ConocoPhilips 520.09 45.655   3/07/16 37.595 23,745        602,892 161,583  
    DAX RWE 1,280.05 18.550   10/19/15 12.230 23,745        626,637 137,838  
    BAX Grammer 904.23 26.260   11/09/15 23.675 23,745        650,382 114,093  
    Indices RTX 22.54 1,053.370   6/06/16 1,104.740 23,743        674,125 90,350  
    DJ Global Titans ConocoPhilips 520.09 45.655   8/03/15 45.385 23,745        697,870 66,605  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,818.68 7.097   7/07/14 2.976 -11,364 27,101 15,737 680,212  686,506 93,706 780,212
    HSI-Fin China Life Ins HK 4,416.31 3.251   1/26/15 3.736 -16,498 14,355 -2,143 678,070  670,008 108,061 778,070
    DJTA short Avis Budget 546.26 39.514 38.317 7/20/15 38.916 -21,258 20,931 -327 677,743  648,750 128,992 777,743
    DJ Global Titans ConocoPhilips 520.09 45.385 45.927 7/27/15 45.655 -23,745 23,886 142 677,884  625,005 152,879 777,884
  Buy SSE 50 China Northern Rare 11,179.49 2.081   1/04/16 1.789 23,269        648,274 129,610  
    HSI-Fin ICBC 37,206.59 0.625   1/04/16 0.538 23,269        671,543 106,341  
    DJTA long JetBlue Airways 1,080.39 21.538   8/24/15 18.277 23,269        694,812 83,072  
    SMI UBS 1,102.68 21.102   8/17/15 20.081 23,269        718,081 59,803  
    SLI Vifor Pharma 219.17 106.171   8/24/15 107.513 23,270        741,351 36,533  
    DJ Global Titans Mitsubishi UFJ 3,587.68 6.486   8/24/15 5.389 23,269        764,620 13,264  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,187.24 7.120 12.080 6/08/15 9.274 -11,010 14,341 3,331 681,215  753,609 27,606 781,215
  Buy   long Kingspan Group 444.88 22.725   8/17/15 22.815 10,110        763,719 17,496  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair Holdings 791.08 12.780   8/17/15 12.705 10,110        773,829 7,386  
8/17/15 Sell ASX 50 long James Hardie Ind 704.98 12.058   1/30/12 5.763 -4,063 8,501 4,438 685,653  769,766 15,887 785,653
    ISEQ 20 Kingspan Group 444.88 22.815   8/10/15 22.725 -10,110 10,150 40 685,693  759,656 26,037 785,693
      Ryanair Holdings 791.08 12.705   8/10/15 12.780 -10,110 10,051 -59 685,633  749,546 36,087 785,633
    OMXC 20 Pandora 205.07 107.440   11/24/14 67.207 -13,782 22,033 8,251 693,884  735,764 58,120 793,884
    SMI UBS 1,102.68 20.081   8/03/15 21.102 -23,269 22,143 -1,126 692,758  712,495 80,263 792,758
    Nikkei (FRA) Fujitsu 103.56 44.550   6/30/14 54.990 -5,695 4,614 -1,081 691,677  706,800 84,877 791,677
      MinebeaMitsumi 692.49 12.573   6/30/14 8.224 -5,695 8,707 3,012 694,689  701,105 93,583 794,689
  Buy ASX 50 short Santos 5,577.15 3.982   11/23/15 2.708 22,206        723,311 71,377  
    ISEQ 20 FBD Holdings 1,609.13 6.900   11/30/15 6.852 11,103        734,414 60,274  
    OMXC 20 GN Store Nord 178.36 124.500   10/05/15 126.375 22,206        756,620 38,069  
    Nikkei (FRA) Sharp 865.39 12.830   11/23/15 10.210 11,103        767,723 26,966  
      IHI 367.77 30.190   11/23/15 25.250 11,103        778,826 15,863  
8/24/15 Sell DJIA long Visa 132.78 58.880   12/19/11 18.897 -2,509 7,818 5,309 699,998  776,317 23,681 799,998
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 714,722  774,431 40,292 814,722
    Euro 50 ASML 54.55 74.790   1/09/12 32.400 -1,767 4,080 2,312 717,035  772,664 44,371 817,035
      AB InBev 37.21 91.280   1/09/12 47.495 -1,767 3,397 1,629 718,664  770,896 47,768 818,664
    HDAX Ströer Media 610.24 47.670   1/12/15 24.615 -15,021 29,090 14,069 732,733  755,875 76,858 832,733
    FTSE Ashtead 14.04 1,199.890   7/30/12 333.248 -4,679 16,846 12,168 744,901  751,196 93,704 844,901
    HSI-Prop CK Hutchison 454.77 10.950   7/28/14 13.730 -6,244 4,980 -1,264 743,637  744,952 98,684 843,637
      Sino Land 4,987.22 1.200   7/28/14 1.252 -6,244 5,985 -259 743,377  738,708 104,669 843,377
    Europe 50 Novartis 226.52 69.088   11/10/14 61.916 -14,025 15,650 1,625 745,002  724,683 120,319 845,002
    DJTA JetBlue Airways 1,080.39 18.277   8/03/15 21.538 -23,269 19,747 -3,522 741,480  701,414 140,065 841,480
    SLI Vifor Pharma 219.17 107.513   8/03/15 106.171 -23,270 23,564 294 741,774  678,145 163,629 841,774
    Nikkei (TYO) MinebeaMitsumi 1,359.40 10.589   10/27/14 10.477 -14,243 14,395 152 741,926  663,902 178,024 841,926
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Mitsubishi UFJ 3,587.68 5.389   8/03/15 6.486 -23,269 19,335 -3,934 737,992  640,633 197,359 837,992
    SP Global 100 Apple 646.65 22.212   11/03/14 21.898 -14,160 14,363 203 738,195  626,473 211,722 838,195
  Buy DJIA short Chevron 422.53 62.119   5/30/16 91.551 26,247        652,720 185,475  
    Nasdaq 100 Micron Technology 2,110.29 12.438   8/31/15 14.635 26,247        678,967 159,228  
    Euro 50 E.on 1,508.45 8.700   10/26/15 8.993 13,124        692,090 146,104  
      Banco Santander 2,518.91 5.210   10/26/15 5.230 13,124        705,214 132,981  
    HDAX RWE 1,985.40 13.220   11/23/15 10.895 26,247        731,461 106,734  
    FTSE Glencore 140.07 187.390   5/09/16 167.806 26,248        757,709 80,486  
    HSI-Prop Hang Lung 6,827.33 1.922   6/06/16 1.737 13,123        770,832 67,362  
      The Wharf 7,500.86 1.750   6/06/16 1.945 13,124        783,956 54,239  
    DJCA Chevron 422.53 62.119   8/31/15 72.229 26,247        810,203 27,992  
    Europe 50 Rio Tinto 8.97 2,927.710   10/26/15 3,453.900 26,262        836,464 1,730  
    DJTA Norfolk Southern 407.72 64.376   8/31/15 69.482 26,247        862,711 -24,517  
    SLI Aryzta 2,800.37 9.373   1/09/17 8.993 26,247        888,959 -50,764  
    CAC Next 20 Casino Guichard 466.36 56.280   1/30/17 49.780 26,247        915,205 -77,011  
    Nikkei (TYO) IHI 1,013.73 25.892   8/08/16 25.014 26,247        941,452 -103,258  
    DJ Global Titans ConocoPhilips 709.83 36.977   3/21/16 37.886 26,247        967,699 -129,505  
    SP Global 100 RWE 1,985.40 13.220   9/12/16 14.645 26,247        993,946 -155,752  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,110.29 14.635 10.240 8/24/15 12.438 -26,247 21,610 -4,637 733,558  967,699 -134,142 833,558
    DJCA Chevron 422.53 72.229 52.009 8/24/15 62.119 -26,247 21,975 -4,272 729,286  941,452 -112,166 829,286
    DJTA Norfolk Southern 407.72 69.482 59.269 8/24/15 64.376 -26,247 24,165 -2,082 727,204  915,205 -88,001 827,204
  Buy Nasdaq 100 long Netflix 180.16 102.576   9/07/15 88.434 18,480        933,685 -106,481  
    DJCA JetBlue Airways 928.39 19.906   3/16/20 9.506 18,480        952,165 -124,961  
    DJUA short CenterPoint Energy 556.44 16.606   12/07/15 15.137 9,240        961,405 -134,201  
      FirstEnergy 324.18 28.503   12/07/15 29.960 9,240        970,645 -143,441  
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 928.39 19.906   1/04/16 20.201 18,480        989,125 -161,921  
9/07/15 Sell Nasdaq 100 long Netflix 180.16 88.434   8/31/15 102.576 -18,480 15,932 -2,548 724,656  970,645 -145,989 824,656
    ATX Zumtobel 760.65 23.775   2/16/15 21.095 -16,046 18,084 2,039 726,695  954,599 -127,904 826,695
  Buy Nasdaq 100 short Micron Technology 1,159.51 15.066   10/19/15 16.912 17,469        972,068 -145,373  
    ATX Vienna Insurance 641.30 27.240   3/28/16 18.660 17,469        989,537 -162,842  
9/14/15 Sell RTX short RusHydro 4,089.29 0.774 3.647 3/11/13 1.680 -6,870 14,912 8,042 734,737  982,667 -147,931 834,737
  Buy USA long JetBlue Airways 738.26 23.257   9/21/15 23.986 17,170        999,837 -165,101  
9/21/15 Sell   long JetBlue Airways 738.26 23.986   9/14/15 23.257 -17,170 17,708 538 735,274  982,667 -147,393 835,274
  Buy   short Wynn Resorts 289.11 59.482   10/05/15 57.973 17,197        999,864 -164,590  
    MIB Saipem 1,690.95 10.170   12/26/16 5.130 17,197        1,017,061 -181,787  
    RTX Mobile TeleSystems 2,712.46 6.340   9/28/15 6.096 17,197        1,034,258 -198,984  
9/28/15 Sell   short Mobile TeleSystems 2,712.46 6.096 6.594 9/21/15 6.340 -17,197 17,885 688 735,963  1,017,061 -181,098 835,963
    BEL 20 long bpost 711.64 21.000   1/19/15 22.860 -16,268 14,944 -1,324 734,639  1,000,793 -166,154 834,639
  Buy RTX Severstal 1,782.04 9.378   11/02/15 10.465 16,712        1,017,505 -182,866  
    BEL 20 short Solvay 186.71 89.510   3/28/16 85.670 16,712        1,034,217 -199,578  
10/05/15 Sell USA short Wynn Resorts 289.11 57.973 61.030 9/21/15 59.482 -17,197 17,644 448 735,087  1,017,021 -181,934 835,087
    OMXC 20 GN Store Nord 178.36 126.375 122.625 8/17/15 124.500 -22,206 21,871 -334 734,752  994,815 -160,063 834,752
  Buy USA long Netflix 169.70 99.392   12/14/15 109.790 16,867        1,011,682 -176,930  
    OMXC 20 Genmab 198.29 85.064   11/02/15 91.174 16,867        1,028,549 -193,797  
10/12/15 Buy Kospi 50 long Lotte Chemical 76.86 208.474   4/02/18 330.481 16,023        1,044,572 -209,820  
    MerVal Pampa Energía 19,428.88 0.825   10/19/15 0.927 16,023        1,060,595 -225,843  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,159.51 16.912 13.219 9/07/15 15.066 -17,469 15,328 -2,141 732,611  1,043,126 -210,515 832,611
    DAX RWE 1,280.05 12.230 28.136 7/27/15 18.550 -23,745 36,015 12,270 744,882  1,019,381 -174,500 844,882
    MerVal long Pampa Energía 19,428.88 0.927   10/12/15 0.825 -16,023 18,001 1,978 746,859  1,003,358 -156,499 846,859
  Buy Nasdaq 100 Amazon.com 34.11 505.914   2/08/16 436.037 17,257        1,020,615 -173,756  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX Fresenius 286.17 60.310   12/21/15 63.430 17,259        1,037,874 -191,015  
    MerVal short YPF 767.77 22.479   10/26/15 25.738 17,259        1,055,133 -208,274  
10/26/15 Sell Euro 50 short E.on 1,508.45 8.993 8.407 8/24/15 8.700 -13,124 12,682 -442 746,418  1,042,009 -195,592 846,418
      Banco Santander 2,518.91 5.230 5.190 8/24/15 5.210 -13,124 13,073 -50 746,367  1,028,886 -182,518 846,367
    OMXS 30 SSAB 2,150.49 3.388 7.737 6/08/15 5.120 -11,011 16,639 5,629 751,996  1,017,875 -165,879 851,996
      Telia Company 2,093.77 4.765 5.804 6/08/15 5.259 -11,011 12,151 1,141 753,137  1,006,865 -153,728 853,137
    Europe 50 Rio Tinto 8.97 3,453.900 2,401.510 8/24/15 2,927.710 -26,262 21,542 -4,720 748,417  980,603 -132,186 848,417
    MerVal YPF 767.77 25.738 19.221 10/19/15 22.479 -17,259 14,757 -2,502 745,915  963,344 -117,429 845,915
  Buy Euro 50 long Fresenius 141.95 64.150   1/11/16 59.420 9,106        972,451 -126,535  
      Inditex 270.93 33.610   1/11/16 29.430 9,106        981,556 -135,641  
    OMXS 30 Boliden 521.51 17.461   11/02/15 17.505 9,106        990,662 -144,747  
      Svenska Cellulosa B 1,747.22 5.212   11/02/15 5.468 9,106        999,768 -153,853  
    Europe 50 SAP 259.69 70.130   12/14/15 69.400 18,212        1,017,980 -172,065  
    MerVal Pampa Energía 15,847.55 1.149   3/07/16 0.728 18,212        1,036,192 -190,277  
11/02/15 Sell RTX long Severstal 1,782.04 10.465   9/28/15 9.378 -16,712 18,649 1,937 747,852  1,019,481 -171,628 847,852
    OMXC 20 Genmab 198.29 91.174   10/05/15 85.064 -16,867 18,079 1,212 749,064  1,002,613 -153,549 849,064
    OMXS 30 Boliden 521.51 17.505   10/26/15 17.461 -9,106 9,129 23 749,087  993,507 -144,421 849,087
      Svenska Cellulosa B 1,747.22 5.468   10/26/15 5.212 -9,106 9,553 447 749,534  984,401 -134,868 849,534
  Buy RTX short Mobile TeleSystems 2,871.89 6.221   4/25/16 7.952 17,866        1,002,267 -152,734  
    OMXS 30 SSAB 2,644.86 3.378   12/14/15 2.601 8,933        1,011,200 -161,667  
      SKF A 555.94 16.068   12/14/15 14.663 8,933        1,020,133 -170,600  
11/09/15 Sell BAX short Grammer 904.23 23.675 29.127 7/27/15 26.260 -23,745 26,338 2,593 752,126  996,388 -144,262 852,126
  Buy   long Adva 1,742.59 10.155   11/16/15 10.530 17,696        1,014,084 -161,958  
11/16/15 Sell MDAX long Ströer Media 620.32 61.450   2/02/15 25.790 -15,998 38,119 22,121 774,247  998,086 -123,839 874,247
    BSE Sensex 30 Hindustan Unilever 670.33 11.144   1/30/12 6.061 -4,063 7,470 3,407 777,654  994,023 -116,369 877,654
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 626.86 22.410 47.453 6/01/15 32.610 -20,442 29,746 9,304 786,958  973,581 -86,623 886,958
    BAX long Adva 1,742.59 10.530   11/09/15 10.155 -17,696 18,349 653 787,612  955,885 -68,274 887,612
  Buy MDAX short Leoni 589.78 34.730   5/30/16 29.880 20,483        976,368 -88,757  
    BSE Sensex 30 Bharat Heavy 12,124.42 1.689   6/13/16 1.058 20,483        996,851 -109,240  
    SMI Holcim 405.53 50.510   1/09/17 49.995 20,483        1,017,335 -129,723  
    Topix (FRA) long Ono Pharmaceutical 750.24 27.302   12/14/15 30.520 20,483        1,037,818 -150,206  
    BAX short Leoni 589.78 34.730   11/23/15 36.045 20,483        1,058,301 -170,689  
11/23/15 Sell France short Solocal 31.44 390.360 1,256.870 6/08/15 700.450 -22,022 39,516 17,494 805,105  1,036,279 -131,173 905,105
    ASX 50 Santos 5,577.15 2.708 5.854 8/17/15 3.982 -22,206 32,648 10,442 815,547  1,014,073 -98,526 915,547
    HDAX RWE 1,985.40 10.895 16.041 8/24/15 13.220 -26,247 31,848 5,601 821,148  987,826 -66,677 921,148
    PSI 20 Pharol 36,447.06 0.369 0.705 5/25/15 0.510 -18,588 25,692 7,104 828,252  969,238 -40,986 928,252
    Nikkei (FRA) Sharp 865.39 10.210 16.122 8/17/15 12.830 -11,103 13,952 2,849 831,101  958,135 -27,034 931,101
      IHI 367.77 25.250 36.097 8/17/15 30.190 -11,103 13,275 2,172 833,273  947,032 -13,759 933,273
    BAX Leoni 589.78 36.045 33.415 11/16/15 34.730 -20,483 19,708 -776 832,497  926,549 5,949 932,497
  Buy France long Ubisoft 875.25 26.805   1/11/16 24.260 23,461        950,010 -17,512  
    HDAX SMA Solar 491.07 47.775   1/18/16 41.200 23,461        973,471 -40,973  
    PSI 20 Altri 4,593.89 5.107   12/07/15 5.008 23,461        996,932 -64,434  
    OMXC 20 Genmab 206.89 113.399   2/08/16 88.896 23,461        1,020,393 -87,895  
    Nikkei (FRA) Yamaha 467.91 25.070   12/07/15 22.360 11,731        1,032,123 -99,626  
    BAX Adva 2,114.56 11.095   12/14/15 9.859 23,461        1,055,584 -123,087  
    GEX Hypoport 296.97 79.000   12/14/15 70.070 23,461        1,079,045 -146,547  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,609.13 6.852 6.948 8/17/15 6.900 -11,103 11,181 78 832,575  1,067,942 -135,367 932,575
    Nordic 30 Fortum 1,180.25 13.820 21.706 6/01/15 17.320 -20,442 25,619 5,177 837,752  1,047,500 -109,748 937,752
  Buy Germany long SMA Solar 438.33 47.225   1/11/16 49.315 20,700        1,068,200 -130,448  
    ASX 50 short Origin Energy 5,403.85 3.831   1/04/16 3.253 20,700        1,088,900 -151,148  
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 86.21 120.050   12/07/15 122.000 10,350        1,099,250 -161,497  
      Dalata Hotel 2,009.71 5.150   12/07/15 5.130 10,350        1,109,600 -171,847  
    Nordic 30 Pandora 184.49 112.200   12/14/15 108.345 20,700        1,130,299 -192,547  
12/07/15 Sell ISEQ 20 long Flutter 86.21 122.000   11/30/15 120.050 -10,350 10,518 168 837,920  1,119,950 -182,029 937,920
      Dalata Hotel 2,009.71 5.130   11/30/15 5.150 -10,350 10,310 -40 837,880  1,109,600 -171,720 937,880
    PSI 20 Altri 4,593.89 5.008   11/23/15 5.107 -23,461 23,006 -455 837,425  1,086,139 -148,713 937,425
    DJUA short CenterPoint Energy 556.44 15.137 18.217 8/31/15 16.606 -9,240 10,137 897 838,322  1,076,899 -138,577 938,322
      FirstEnergy 324.18 29.960 27.045 8/31/15 28.503 -9,240 8,767 -473 837,849  1,067,659 -129,809 937,849
    Nikkei (FRA) long Yamaha 467.91 22.360   11/23/15 25.070 -11,731 10,462 -1,268 836,581  1,055,928 -119,347 936,581
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 852,734  1,054,050 -101,316 952,734
  Buy ISEQ 20 short FBD Holdings 1,560.48 6.820   1/04/16 6.603 10,642        1,064,693 -111,958  
    PSI 20 Pharol 75,478.72 0.282   4/25/16 0.141 21,285        1,085,978 -133,243  
    DJUA long NiSource 602.80 17.655   3/16/20 18.760 10,643        1,096,620 -143,886  
      American Water 197.56 53.870   3/16/20 106.441 10,642        1,107,263 -154,528  
    Nikkei (FRA) short OKI Electric 927.05 11.480   3/07/16 12.000 10,643        1,117,905 -165,171  
      Sharp 1,120.26 9.500   3/07/16 13.180 10,642        1,128,548 -175,813  
    BSE Sensex 50 ONGC 10,323.00 2.062   12/21/15 2.125 21,285        1,149,833 -197,098  
12/14/15 Sell USA long Netflix 169.70 109.790   10/05/15 99.392 -16,867 18,631 1,765 854,499  1,132,966 -178,467 954,499
    OMXS 30 short SSAB 2,644.86 2.601 4.386 11/02/15 3.378 -8,933 11,599 2,666 857,165  1,124,033 -166,868 957,165
      SKF A 555.94 14.663 17.608 11/02/15 16.068 -8,933 9,789 856 858,021  1,115,100 -157,079 958,021
    Europe 50 long SAP 259.69 69.400   10/26/15 70.130 -18,212 18,022 -190 857,831  1,096,888 -139,057 957,831
    Nordic 30 Pandora 184.49 108.345   11/30/15 112.200 -20,700 19,989 -711 857,120  1,076,188 -119,068 957,120
    Topix (FRA) Ono Pharmaceutical 750.24 30.520   11/16/15 27.302 -20,483 22,897 2,414 859,534  1,055,705 -96,171 959,534
    BAX Adva 2,114.56 9.859   11/23/15 11.095 -23,461 20,847 -2,614 856,921  1,032,244 -75,323 956,921
    GEX Hypoport 296.97 70.070   11/23/15 79.000 -23,461 20,809 -2,652 854,269  1,008,783 -54,515 954,269
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 839.44 13.398   12/21/15 13.632 11,247        1,020,030 -65,761  
      Swedish Match 3,627.90 3.100   12/21/15 3.142 11,246        1,031,276 -77,008  
    Europe 50 short Rio Tinto 8.84 2,545.100   12/28/15 2,721.790 22,499        1,053,775 -99,506  
    Nordic 30 Møller-Mærsk B 18.34 1,226.160   4/25/16 1,254.850 22,488        1,076,263 -121,994  
    Topix (FRA) Toshiba 1,035.59 21.720   12/21/15 19.300 22,493        1,098,756 -144,487  
    BAX Leoni 676.79 33.235   7/04/16 24.990 22,493        1,121,249 -166,980  
    GEX Manz 553.20 40.660   5/09/16 36.225 22,493        1,143,742 -189,473  
12/21/15 Sell DAX long Fresenius 286.17 63.430   10/19/15 60.310 -17,259 18,152 893 855,162  1,126,483 -171,322 955,162
    OBX 25 short DNO International 17,284.93 0.607 2.673 6/08/15 1.274 -22,021 46,196 24,175 879,336  1,104,462 -125,126 979,336
    OMXS 30 long Securitas 839.44 13.632   12/14/15 13.398 -11,247 11,443 196 879,533  1,093,216 -113,683 979,533
      Swedish Match 3,627.90 3.142   12/14/15 3.100 -11,246 11,400 153 879,686  1,081,969 -102,283 979,686
    Topix (FRA) short Toshiba 1,035.59 19.300 24.443 12/14/15 21.720 -22,493 25,313 2,820 882,506  1,059,476 -76,970 982,506
    BSE Sensex 50 ONGC 10,323.00 2.125 1.999 12/07/15 2.062 -21,285 20,636 -649 881,857  1,038,191 -56,334 981,857
  Buy DAX RWE 2,030.54 11.395   12/28/15 11.660 23,138        1,061,329 -79,472  
    OBX 25 long Bakkafrost 880.34 26.283   12/28/15 26.311 23,138        1,084,467 -102,610  
    OMXS 30 short SSAB 5,330.60 2.170   12/28/15 2.409 11,569        1,096,036 -114,179  
      SKF A 792.33 14.601   12/28/15 15.095 11,569        1,107,605 -125,748  
    Topix (FRA) long Ono Pharmaceutical 723.42 31.984   1/04/16 32.298 23,138        1,130,743 -148,886  
    CAC Mid 60 Sartorius Stedim 401.88 57.575   12/28/15 57.183 23,138        1,153,881 -172,025  
    BSE Sensex 50 Bajaj Finance 2,850.17 8.118   1/04/16 8.393 23,138        1,177,019 -195,163  
12/28/15 Sell DAX short RWE 2,030.54 11.660 11.130 12/21/15 11.395 -23,138 22,600 -538 881,319  1,153,881 -172,563 981,319
    OBX 25 long Bakkafrost 880.34 26.311   12/21/15 26.283 -23,138 23,162 24 881,343  1,130,743 -149,400 981,343
    OMXS 30 short SSAB 5,330.60 2.409 1.932 12/21/15 2.170 -11,569 10,296 -1,273 880,070  1,119,174 -139,104 980,070
      SKF A 792.33 15.095 14.108 12/21/15 14.601 -11,569 11,178 -391 879,679  1,107,605 -127,926 979,679
    Europe 50 Rio Tinto 8.84 2,721.790 2,368.420 12/14/15 2,545.100 -22,499 20,937 -1,562 878,117  1,085,106 -106,989 978,117
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Tate & Lyle 29.22 807.108 700.300 6/08/15 753.704 -22,023 20,463 -1,560 876,557  1,063,083 -86,527 976,557
    CAC Mid 60 long Sartorius Stedim 401.88 57.183   12/21/15 57.575 -23,138 22,981 -157 876,399  1,039,945 -63,546 976,399
  Buy USA Energy Recovery 3,525.35 6.473   1/11/16 5.700 22,821        1,062,766 -86,367  
    DAX Adidas 256.16 89.090   3/07/16 96.970 22,821        1,085,587 -109,188  
    OBX 25 short Seadrill 24.98 913.471   5/09/16 892.833 22,819        1,108,406 -132,007  
    OMXS 30 long Securitas 822.38 13.875   1/04/16 13.705 11,411        1,119,816 -143,417  
      Swedish Match 3,562.44 3.203   1/04/16 3.169 11,411        1,131,227 -154,828  
    Europe 50 SAP 313.22 72.860   1/04/16 70.580 22,821        1,154,048 -177,649  
    FT 30 ITV 61.18 373.033   1/11/16 356.368 22,822        1,176,870 -200,471  
1/04/16 Sell SSE 50 short China Northern Rare 11,179.49 1.789 2.422 8/03/15 2.081 -23,269 27,078 3,809 880,208  1,153,601 -173,393 980,208
    ASX 50 Origin Energy 5,403.85 3.253 4.511 11/30/15 3.831 -20,700 24,374 3,674 883,882  1,132,901 -149,019 983,882
    HSI-Fin ICBC 37,206.59 0.538 0.727 8/03/15 0.625 -23,269 27,031 3,762 887,644  1,109,632 -121,988 987,644
    ISEQ 20 FBD Holdings 1,560.48 6.603 7.044 12/07/15 6.820 -10,642 10,992 350 887,994  1,098,990 -110,996 987,994
    OMXH 25 Outokumpu 3,591.02 2.584 10.606 5/11/15 5.235 -18,799 38,085 19,286 907,280  1,080,191 -72,911 1,007,280
    OMXS 30 long Securitas 822.38 13.705   12/28/15 13.875 -11,411 11,271 -140 907,140  1,068,780 -61,640 1,007,140
      Swedish Match 3,562.44 3.169   12/28/15 3.203 -11,411 11,290 -120 907,020  1,057,370 -50,350 1,007,020
    Europe 50 SAP 313.22 70.580   12/28/15 72.860 -22,821 22,107 -714 906,306  1,034,549 -28,243 1,006,306
    DJTA JetBlue Airways 928.39 20.201   8/31/15 19.906 -18,480 18,755 275 906,581  1,016,068 -9,488 1,006,581
    Topix (FRA) Ono Pharmaceutical 723.42 32.298   12/21/15 31.984 -23,138 23,365 227 906,808  992,931 13,877 1,006,808
    BSE Sensex 50 Bajaj Finance 2,850.17 8.393   12/21/15 8.118 -23,138 23,922 784 907,592  969,793 37,799 1,007,592
  Buy SSE 50 Shanghai Pudong 10,392.08 2.515   1/11/16 2.391 26,134        995,927 11,665  
    HSI-Fin Hang Seng Bank 1,534.27 17.034   1/11/16 16.023 26,134        1,022,061 -14,469  
    ISEQ 20 Flutter 105.93 123.350   1/18/16 119.900 13,066        1,035,127 -27,535  
      Dalata Hotel 2,428.81 5.380   1/18/16 4.930 13,067        1,048,194 -40,602  
    OMXH 25 Elisa 774.34 33.750   1/11/16 34.422 26,134        1,074,328 -66,736  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 5,357.74 2.439   4/04/16 3.262 13,067        1,087,395 -79,803  
      SKF A 898.56 14.542   4/04/16 15.448 13,067        1,100,462 -92,870  
    Europe 50 Rio Tinto 10.11 2,585.270   1/25/16 2,112.660 26,137        1,126,599 -119,007  
    DJTA Ryder System 497.46 52.534   2/22/16 53.012 26,134        1,152,733 -145,141  
    Topix (FRA) Toshiba 1,315.91 19.860   8/15/16 25.260 26,134        1,178,867 -171,275  
    BSE Sensex 50 Larsen & Toubro 2,251.82 11.606   3/07/16 10.779 26,134        1,205,001 -197,409  
1/11/16 Sell USA long Energy Recovery 3,525.35 5.700   12/28/15 6.473 -22,821 20,096 -2,725 904,866  1,182,180 -177,313 1,004,866
    Euro 50 Fresenius 141.95 59.420   10/26/15 64.150 -9,106 8,435 -671 904,195  1,173,074 -168,879 1,004,195
      Inditex 270.93 29.430   10/26/15 33.610 -9,106 7,973 -1,132 903,062  1,163,968 -160,905 1,003,062
    France Ubisoft 875.25 24.260   11/23/15 26.805 -23,461 21,234 -2,228 900,835  1,140,507 -139,672 1,000,835
    Germany SMA Solar 438.33 49.315   11/30/15 47.225 -20,700 21,616 916 901,751  1,119,806 -118,055 1,001,751
    SSE 50 Shanghai Pudong 10,392.08 2.391   1/04/16 2.515 -26,134 24,845 -1,289 900,462  1,093,672 -93,210 1,000,462
    HSI-Fin Hang Seng Bank 1,534.27 16.023   1/04/16 17.034 -26,134 24,584 -1,550 898,912  1,067,539 -68,626 998,912
    OMXH 25 Elisa 774.34 34.422   1/04/16 33.750 -26,134 26,654 520 899,433  1,041,405 -41,972 999,433
    FT 30 ITV 61.18 356.368   12/28/15 373.033 -22,822 21,803 -1,020 898,413  1,018,582 -20,169 998,413
    Topix (TYO) Subaru 730.05 33.663   6/11/12 6.048 -4,415 24,576 20,161 918,574  1,014,167 4,406 1,018,574
  Buy Euro 50 short Volkswagen 109.24 117.050   1/25/16 110.750 12,787        1,026,954 -8,380  
      Banco Santander 3,134.07 4.080   1/25/16 3.860 12,787        1,039,741 -21,167  
    France Vallourec 96.99 263.680   4/18/16 148.800 25,574        1,065,315 -46,742  
    SSE 50 Haitong Secs 14,543.90 1.758   6/13/16 1.997 25,574        1,090,889 -72,316  
    ASX 50 Origin Energy 9,341.42 2.738   2/29/16 2.906 25,574        1,116,463 -97,890  
    HSI-Fin China Life Ins HK 10,076.04 2.538   6/06/16 1.986 25,574        1,142,037 -123,464  
    OMXH 25 Outokumpu 10,328.76 2.476   4/25/16 3.996 25,574        1,167,611 -149,038  
    FT 30 Tesco 103.65 246.739   1/25/16 258.955 25,575        1,193,186 -174,612  
    Topix (TYO) Toshiba 1,421.98 17.985   10/31/16 33.076 25,574        1,218,760 -200,186  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/18/16 Sell HDAX long SMA Solar 491.07 41.200   11/23/15 47.775 -23,461 20,232 -3,229 915,345  1,195,299 -179,954 1,015,345
    ISEQ 20 Flutter 105.93 119.900   1/04/16 123.350 -13,066 12,701 -365 914,979  1,182,232 -167,253 1,014,979
      Dalata Hotel 2,428.81 4.930   1/04/16 5.380 -13,067 11,974 -1,093 913,886  1,169,165 -155,279 1,013,886
    QIX Freenet 421.97 28.325   1/23/12 10.515 -4,437 11,952 7,515 921,402  1,164,728 -143,327 1,021,402
  Buy HDAX short Aixtron 6,651.82 3.300   3/14/16 3.331 21,951        1,186,679 -165,278  
    ISEQ 20 FBD Holdings 1,704.27 6.440   5/30/16 6.529 10,976        1,197,655 -176,253  
    QIX BMW 281.06 78.100   2/08/16 69.300 21,951        1,219,606 -198,204  
1/25/16 Sell Euro 50 short Volkswagen 109.24 110.750 123.708 1/11/16 117.050 -12,787 13,514 727 922,129  1,206,819 -184,690 1,022,129
      Banco Santander 3,134.07 3.860 4.313 1/11/16 4.080 -12,787 13,516 729 922,858  1,194,032 -171,174 1,022,858
    Europe 50 Rio Tinto 10.11 2,112.660 3,163.610 1/04/16 2,585.270 -26,137 31,984 5,847 928,705  1,167,895 -139,190 1,028,705
    FT 30 Tesco 103.65 258.955 234.523 1/11/16 246.739 -25,575 24,308 -1,266 927,439  1,142,321 -114,882 1,027,439
  Buy Euro 50 long SAP 156.94 72.680   4/04/16 70.040 11,406        1,153,727 -126,288  
      Vinci 185.08 61.630   4/04/16 65.450 11,406        1,165,133 -137,695  
    Europe 50 SAP 313.88 72.680   3/28/16 70.840 22,813        1,187,946 -160,508  
    FT 30 National Grid 18.36 1,242.520   2/01/16 1,311.560 22,813        1,210,759 -183,320  
2/01/16 Sell   long National Grid 18.36 1,311.560   1/25/16 1,242.520 -22,813 24,080 1,268 928,706  1,187,946 -159,240 1,028,706
  Buy   short NatWest 65.84 330.109   4/18/16 299.798 21,734        1,209,681 -180,975  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.11 436.037   10/19/15 505.914 -17,257 14,873 -2,384 926,323  1,192,424 -166,101 1,026,323
    OMXC 20 Genmab 206.89 88.896   11/23/15 113.399 -23,461 18,392 -5,069 921,253  1,168,963 -147,710 1,021,253
    QIX short BMW 281.06 69.300 88.018 1/18/16 78.100 -21,951 24,738 2,787 924,041  1,147,012 -122,971 1,024,041
  Buy Nasdaq 100 Micron Technology 2,479.42 9.085   3/21/16 10.259 22,526        1,169,538 -145,498  
    QIX long Rational 55.60 405.150   4/11/16 463.700 22,526        1,192,064 -168,024  
2/22/16 Sell DJTA short Ryder System 497.46 53.012 52.057 1/04/16 52.534 -26,134 25,896 -238 923,803  1,165,931 -142,128 1,023,803
    NZX 50 long Tourism 16,782.69 1.542   7/28/14 0.744 -12,488 25,874 13,386 937,189  1,153,443 -116,254 1,037,189
  Buy OMXC 20 Vestas Wind Systems 1,906.35 12.077   2/29/16 12.460 23,023        1,176,466 -139,277  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Delta Air Lines 520.59 44.225   3/07/16 43.943 23,023        1,199,489 -162,300  
    NZX 50 short ANZ Banking NZ 1,505.17 15.296   2/29/16 14.670 23,023        1,222,512 -185,323  
2/29/16 Sell ASX 50 short Origin Energy 9,341.42 2.906 2.569 1/11/16 2.738 -25,574 24,001 -1,573 935,616  1,196,938 -161,322 1,035,616
    OMXC 20 long Vestas Wind Systems 1,906.35 12.460   2/22/16 12.077 -23,023 23,753 730 936,345  1,173,915 -137,569 1,036,345
    NZX 50 short ANZ Banking NZ 1,505.17 14.670 15.949 2/22/16 15.296 -23,023 24,005 982 937,328  1,150,892 -113,564 1,037,328
  Buy ASX 50 long Newcrest Mining 2,011.69 11.480   11/05/18 13.103 23,094        1,173,986 -136,658  
    NZX 50 a2 Milk 21,664.17 1.066   5/22/17 2.174 23,094        1,197,080 -159,752  
3/07/16 Sell S&P 100 short ConocoPhilips 520.09 37.595 55.443 7/27/15 45.655 -23,745 28,835 5,091 942,418  1,173,335 -130,916 1,042,418
    DAX long Adidas 256.16 96.970   12/28/15 89.090 -22,821 24,840 2,019 944,437  1,150,514 -106,077 1,044,437
    MerVal Pampa Energía 15,847.55 0.728   10/26/15 1.149 -18,212 11,537 -6,675 937,762  1,132,302 -94,540 1,037,762
    DJTA Delta Air Lines 520.59 43.943   2/22/16 44.225 -23,023 22,876 -147 937,615  1,109,278 -71,663 1,037,615
    Nikkei (FRA) short OKI Electric 927.05 12.000 10.960 12/07/15 11.480 -10,643 10,160 -482 937,133  1,098,636 -61,503 1,037,133
      Sharp 1,120.26 13.180 5.820 12/07/15 9.500 -10,642 6,520 -4,123 933,011  1,087,993 -54,983 1,033,011
    BSE Sensex 50 Larsen & Toubro 2,251.82 10.779 12.496 1/04/16 11.606 -26,134 28,140 2,006 935,016  1,061,860 -26,843 1,035,016
  Buy USA long Energy Recovery 3,238.59 7.782   10/29/18 6.189 25,204        1,087,064 -52,047  
    S&P 100 Facebook 262.51 96.013   3/28/16 101.554 25,204        1,112,268 -77,252  
    DAX short Deutsche Bank 1,591.86 15.833   4/25/16 14.347 25,204        1,137,472 -102,456  
    MerVal YPF 1,524.31 16.535   4/11/16 14.912 25,204        1,162,676 -127,660  
    DJTA Avis Budget 985.96 25.563   3/14/16 24.329 25,204        1,187,880 -152,864  
    Nikkei (FRA) long Nippon Suisan 2,971.47 4.241   3/14/16 4.289 12,602        1,200,482 -165,466  
      Yamaha 482.82 26.101   3/14/16 27.038 12,602        1,213,084 -178,068  
    BSE Sensex 50 Bajaj Finance 2,937.77 8.579   12/10/18 29.076 25,204        1,238,288 -203,272  
3/14/16 Sell HDAX short Aixtron 6,651.82 3.331 3.269 1/18/16 3.300 -21,951 21,745 -206 934,810  1,216,337 -181,527 1,034,810
    DJTA Avis Budget 985.96 24.329 26.860 3/07/16 25.563 -25,204 26,483 1,278 936,089  1,191,133 -155,045 1,036,089
    Nikkei (FRA) long Nippon Suisan 2,971.47 4.289   3/07/16 4.241 -12,602 12,745 143 936,231  1,178,531 -142,300 1,036,231
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Yamaha 482.82 27.038   3/07/16 26.101 -12,602 13,054 452 936,684  1,165,929 -129,246 1,036,684
  Buy HDAX SMA Solar 521.49 43.500   4/11/16 45.160 22,685        1,188,614 -151,930  
    DJTA Alaska Air Group 315.64 71.870   10/29/18 53.552 22,685        1,211,299 -174,615  
    Nikkei (FRA) short Toshiba 683.69 16.590   7/18/16 25.800 11,342        1,222,641 -185,958  
      IHI 623.90 18.180   7/18/16 25.860 11,343        1,233,984 -197,300  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,479.42 10.259 7.912 2/08/16 9.085 -22,526 19,616 -2,910 933,773  1,211,458 -177,684 1,033,773
    TSX 60 Cenovus Energy 1,212.37 12.064 19.931 5/11/15 15.506 -18,799 24,163 5,364 939,138  1,192,659 -153,521 1,039,138
    DJ Global Titans ConocoPhilips 709.83 37.886 36.068 8/24/15 36.977 -26,247 25,602 -645 938,492  1,166,412 -127,919 1,038,492
  Buy Nasdaq 100 long NVidia 3,017.94 7.543   10/29/18 40.739 22,764        1,189,176 -150,683  
    TSX 60 Barrick Gold 1,744.57 13.049   6/27/16 19.168 22,764        1,211,940 -173,447  
    DJ Global Titans McDonald´s 206.64 110.161   3/28/16 110.022 22,764        1,234,703 -196,211  
3/28/16 Sell S&P 100 long Facebook 262.51 101.554   3/07/16 96.013 -25,204 26,659 1,454 939,947  1,209,499 -169,552 1,039,947
    ATX short Vienna Insurance 641.30 18.660 39.765 9/07/15 27.240 -17,469 25,501 8,032 947,979  1,192,030 -144,051 1,047,979
    BEL 20 Solvay 186.71 85.670 93.522 9/28/15 89.510 -16,712 17,462 749 948,728  1,175,317 -126,589 1,048,728
    Europe 50 long SAP 313.88 70.840   1/25/16 72.680 -22,813 22,235 -578 948,151  1,152,505 -104,354 1,048,151
    DJ Global Titans McDonald´s 206.64 110.022   3/21/16 110.161 -22,764 22,735 -29 948,122  1,129,741 -81,619 1,048,122
  Buy S&P 100 short Devon Energy 1,046.80 23.082   4/25/16 30.124 24,162        1,153,903 -105,781  
    ATX long Flughafen Wien 992.38 24.348   5/16/16 25.113 24,162        1,178,065 -129,943  
    BEL 20 Bekaert 690.34 35.000   4/25/16 37.780 24,162        1,202,227 -154,105  
    Europe 50 short Credit Suisse 1,888.10 12.797   4/18/16 13.328 24,162        1,226,389 -178,267  
    DJ Global Titans Mitsubishi UFJ 5,811.25 4.158   4/11/16 3.840 24,162        1,250,551 -202,429  
4/04/16 Sell Euro 50 long SAP 156.94 70.040   1/25/16 72.680 -11,406 10,992 -414 947,708  1,239,144 -191,437 1,047,708
      Vinci 185.08 65.450   1/25/16 61.630 -11,406 12,113 707 948,415  1,227,738 -179,323 1,048,415
    OMXS 30 short SSAB 5,357.74 3.262 1.615 1/04/16 2.439 -13,067 8,655 -4,412 944,003  1,214,671 -170,668 1,044,003
      SKF A 898.56 15.448 13.637 1/04/16 14.542 -13,067 12,253 -814 943,189  1,201,604 -158,415 1,043,189
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Euro 50 Deutsche Bank 837.26 13.209   5/16/16 12.861 11,059        1,212,663 -169,474  
      Unicredit 731.79 15.113   5/16/16 14.382 11,060        1,223,723 -180,534  
    OMXC 20 long Genmab 177.93 124.315   4/11/16 126.502 22,119        1,245,842 -202,653  
    OMXS 30 Securitas 762.88 14.497   4/11/16 14.803 11,059        1,256,902 -213,713  
      Fingerprint Cards 1,054.37 10.489   4/11/16 10.913 11,060        1,267,961 -224,772  
4/11/16 Sell HDAX long SMA Solar 521.49 45.160   3/14/16 43.500 -22,685 23,550 866 944,055  1,245,277 -201,222 1,044,055
    OMXC 20 Genmab 177.93 126.502   4/04/16 124.315 -22,119 22,509 389 944,444  1,223,157 -178,713 1,044,444
    OMXS 30 Securitas 762.88 14.803   4/04/16 14.497 -11,059 11,293 233 944,677  1,212,098 -167,420 1,044,677
      Fingerprint Cards 1,054.37 10.913   4/04/16 10.489 -11,060 11,506 447 945,124  1,201,038 -155,914 1,045,124
    MerVal short YPF 1,524.31 14.912 18.335 3/07/16 16.535 -25,204 27,948 2,744 947,868  1,175,834 -127,966