Sun, Sep 19th, 2021, 23:01UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
 ⇓ 
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
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  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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
  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
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 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  
    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
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 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  
    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  
Portfolio market l/s instrument bought pieces buy price 7/20/15 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short RusHydro 3/11/13 4089.29 1.680 0.842 3.352 6,870 13,707 6,837 6,837 6,870 13,707 34
  ISEQ 20 FBD Holdings 6/08/15 1187.24 9.274 9.400 9.148 11,010 10,861 -150 6,688 17,880 24,568 -11
  CAC 40 ArcelorMittal 7/06/15 904.64 25.230 24.690 25.782 22,824 23,323 499 7,187 40,705 47,891 76
  IBEX 35 Obrascón Huarte Lain 5/11/15 982.18 19.140 18.650 19.643 18,799 19,293 494 7,681 59,503 67,184 14
  Topix (TYO) long Subaru 6/11/12 730.05 6.048 33.576 4,415 24,512 20,097 27,778 63,918 91,696 74
  SSE 50 AVIC Aviation Engine 7/07/14 3818.68 2.976 8.314 11,364 31,747 20,383 48,161 75,282 123,443 170
  HSI short China Shenhua HK 7/13/15 12234.55 1.857 1.864 1.851 22,722 22,640 -82 48,079 98,004 146,083 -17
  HSI-Fin long China Life Ins HK 1/26/15 4416.31 3.736 3.724 16,498 16,448 -50 48,028 114,502 162,531 -1
  BSE Sensex 30 Hindustan Unilever 1/30/12 670.33 6.061 13.242 4,063 8,876 4,813 52,842 118,565 171,407 25
  OMXH 25 short Outokumpu 5/11/15 3591.02 5.235 3.954 6.931 18,799 24,889 6,090 58,932 137,364 196,296 332
  PSI 20 Pharol 5/25/15 36447.06 0.510 0.376 0.692 18,588 25,214 6,626 65,558 155,952 221,511 630
  NZX 50 long Tourism 7/28/14 16782.69 0.744 1.097 12,488 18,412 5,924 71,482 168,440 239,923 49
  Topix (FRA) short Toshiba 6/01/15 626.86 32.610 28.740 37.001 20,442 23,195 2,753 74,235 188,882 263,117 156
  TecDAX Aixtron   2962.61 6.900 5.491 8.671 20,442 25,688 5,246 79,481 209,324 288,805 448
  HSI-Prop long CK Hutchison 7/28/14 454.77 13.730 13.705 6,244 6,233 -11 79,469 215,568 295,038 -0
    Sino Land   4987.22 1.252 1.475 6,244 7,358 1,114 80,584 221,812 302,396 18
  Nordic 30 short Fortum 6/01/15 1180.25 17.320 15.910 18.855 20,442 22,254 1,812 82,395 242,254 324,649 88
  FT 30 Tate & Lyle 6/08/15 29.22 753.704 761.741 745.667 22,023 21,788 -235 82,160 264,277 346,438 -9
  Nikkei (FRA) long Fujitsu 6/30/14 103.56 54.990 48.480 5,695 5,021 -674 81,486 269,972 351,458 -11
    MinebeaMitsumi   692.49 8.224 14.347 5,695 9,935 4,240 85,726 275,667 361,394 69
  Nikkei (TYO) MinebeaMitsumi 10/27/14 1359.4 10.477 14.347 14,243 19,503 5,260 90,987 289,910 380,897 54
  Athex LC short Eurobank Ergasias 1/27/14 235.98 49.000 14.400 166.736 11,563 39,346 27,783 118,770 301,473 420,243 129
  OBX 25 DNO International 6/08/15 17284.93 1.274 1.018 1.595 22,021 27,566 5,545 124,315 323,494 447,809 604
  OMXS 30 SSAB   2150.49 5.120 4.652 5.635 11,011 12,118 1,108 125,423 334,505 459,928 130
    Telia Company   2093.77 5.259 5.658 4.859 11,011 10,174 -836 124,587 345,515 470,102 -50
Portfolio market l/s instrument bought pieces buy price 7/20/15 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXC 20 long Pandora 11/24/14 205.07 67.207 105.619 13,782 21,659 7,877 132,464 359,297 491,761 100
  TSX 60 short Cenovus Energy 5/11/15 1212.37 15.506 12.540 19.174 18,799 23,245 4,446 136,910 378,096 515,007 203
  Indices long SSE 50 ew 2/23/15 51.21 336.435 436.904 17,229 22,374 5,145 142,055 395,325 537,381 91
  BEL 20 bpost 1/19/15 711.64 22.860 26.265 16,268 18,691 2,423 144,478 411,593 556,072 32
  BAX KUKA 12/29/14 249.57 59.270 81.300 14,792 20,290 5,498 149,976 426,385 576,362 77
  France short Solocal 6/08/15 31.44 700.450 723.690 677.210 22,022 21,291 -731 149,246 448,408 597,653 -25
  ATX long Zumtobel 2/16/15 760.65 21.095 29.890 16,046 22,736 6,690 155,936 464,453 620,389 128
  ASX 50 James Hardie Ind 1/30/12 704.98 5.763 12.933 4,063 9,118 5,055 160,990 468,516 629,507 26
  DJ Global Titans Mitsubishi UFJ 7/13/15 3617.35 6.281 6.627 22,722 23,974 1,252 162,242 491,238 653,480 1,538
  S&P 100 Amazon.com   54.88 414.042 450.859 22,723 24,743 2,021 164,262 513,961 678,224 8,394
  HDAX Ströer Media 1/12/15 610.24 24.615 45.360 15,021 27,680 12,659 176,922 528,982 705,904 226
  DJTA short Avis Budget 7/20/15 546.26 38.916   21,258 21,258     550,240 727,162  
  SP Global 100 long Apple 11/03/14 646.65 21.898 30.498 14,160 19,722 5,562 182,484 564,400 746,884 60
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 518.354 1,886 19,811 17,925 200,409 566,286 766,695 86
  DAX Fresenius 7/13/15 370.91 61.260 64.430 22,722 23,898 1,176 201,585 589,008 790,593 1,288
  MDAX Ströer Media 2/02/15 620.32 25.790 45.360 15,998 28,138 12,140 213,724 605,006 818,731 241
  FTSE Ashtead 7/30/12 14.04 333.248 1,535.586 4,679 21,560 16,881 230,605 609,685 840,290 67
  Europe 50 Novartis 11/10/14 226.52 61.916 81.688 14,025 18,504 4,479 235,084 623,710 858,794 49
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 30.824 1,878 24,789 22,911 257,995 625,588 883,584 99
  QIX Freenet 1/23/12 421.97 10.515 31.995 4,437 13,501 9,064 267,059 630,025 897,085 38
  DJIA Visa 12/19/11 132.78 18.897 67.153 2,509 8,917 6,408 273,467 632,534 906,001 42
  Euro 50 ASML 1/09/12 54.55 32.400 93.620 1,767 5,107 3,340 276,806 634,302 911,108 35
    AB InBev   37.21 47.495 118.800 1,767 4,421 2,653 279,460 636,069 915,529 30
  HSI-C&I short Sands China 7/06/15 6745.48 3.384 3.826 2.942 22,824 19,843 -2,982 276,478 658,893 935,371 -97
  GCX REC Silicon 6/01/15 11035.41 1.852 1.884 1.821 20,442 20,094 -348 276,131 679,335 955,466 -12
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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  
      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
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 12.705   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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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
  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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Ryder System 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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long 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
      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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short 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
  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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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 1,047,868
    QIX long Rational 55.60 463.700   2/08/16 405.150 -22,526 25,782 3,255 951,123  1,153,308 -102,185 1,051,123
    DJ Global Titans short Mitsubishi UFJ 5,811.25 3.840 4.501 3/28/16 4.158 -24,162 26,159 1,997 953,120  1,129,146 -76,026 1,053,120
  Buy HDAX Deutsche Bank 1,954.93 12.495   7/25/16 11.745 24,427        1,153,573 -100,453  
    OMXC 20 Nordea Bank (DK) 2,948.91 8.283   4/25/16 8.632 24,427        1,178,000 -124,880  
    OMXS 30 Nordea Bank 1,468.94 8.315   4/18/16 8.483 12,214        1,190,213 -137,093  
      S.E.B 1,441.77 8.471