Mon, Jan 27th, 2020, 15:10UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  80,802 20,864 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    MerVal Petrobras 228.54 13.403   1/16/12 12.497 3,063        93,053 8,612  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        96,116 5,549  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  94,585 7,071 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  93,053 8,571 101,625
  Buy   long Lundin 133.04 10.350   5/30/11 9.405 1,377        94,430 7,194  
      Swedbank 105.43 13.061   5/30/11 12.341 1,377        95,807 5,817  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  92,264 9,390 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  90,552 11,177 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  88,840 12,923 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  85,043 17,063 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  81,500 20,943 102,444
  Buy ISEQ 20 Bank of Ireland 207.26 7.440   1/02/12 2.550 1,542        83,042 19,401  
      Ryanair Holdings 458.11 3.366   1/02/12 3.780 1,542        84,584 17,859  
    OMXC 20 Vestas Wind Systems 128.27 24.043   5/16/11 20.923 3,084        87,668 14,775  
    NZX 50 long a2 Milk 40,000.00 0.077   10/03/11 0.120 3,084        90,752 11,691  
    Nikkei (TYO) Screen 102.01 30.233   5/09/11 32.089 3,084        93,836 8,607  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  90,773 11,539 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  87,349 14,958 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  83,807 18,165 101,971
  Buy STI Wilmar International 1,063.39 2.824   7/02/12 2.197 3,003        86,810 15,162  
    SMI long Richemont 68.65 43.745   5/09/11 42.905 3,003        89,813 12,159  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/09/11 Sell   long Richemont 68.65 42.905   5/02/11 43.745 -3,003 2,945 -58 1,914  86,810 15,104 101,914
    Nikkei (TYO) Screen 102.01 32.089   4/25/11 30.233 -3,084 3,273 189 2,103  83,726 18,377 102,103
  Buy CAC 40 short Carrefour 98.22 30.665   2/06/12 18.345 3,012        86,738 15,365  
    TSX 60 BlackBerry 99.45 30.287   2/20/12 11.318 3,012        89,750 12,353  
    FT 30 Lloyds Bank 49.18 61.241   5/30/11 59.956 3,012        92,761 9,342  
    SMI Credit Suisse 102.48 29.390   5/21/12 15.602 3,012        95,773 6,330  
    Nikkei (TYO) Tokyo Electric Power 729.07 4.131   2/13/12 1.953 3,012        98,785 3,318  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 128.27 20.923 27.628 4/25/11 24.043 -3,084 3,544 460 2,563  95,701 6,861 102,563
  Buy   long Novozymes 115.53 23.673   5/30/11 23.619 2,735        98,436 4,127  
    CAC Mid 60 short Genfit 695.40 3.933   1/23/12 1.723 2,735        101,171 1,392  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,177  97,861 4,316 102,177
  Buy   short China Life 1,280.42 2.079   5/30/11 2.028 2,662        100,523 1,654  
    SDAX Heidelberger Druck 918.25 2.899   1/30/12 1.657 2,662        103,185 -1,008  
    Indices Athex Large Cap 0.47 5,689.400   1/16/12 2,507.600 2,674        105,859 -3,682  
5/30/11 Sell SSE 50 short China Life 1,280.42 2.028 2.131 5/23/11 2.079 -2,662 2,729 67 2,244  103,197 -953 102,244
    OMXC 20 long Novozymes 115.53 23.619   5/16/11 23.673 -2,735 2,729 -6 2,238  100,462 1,775 102,238
    OMXS 30 Lundin 133.04 9.405   4/18/11 10.350 -1,377 1,251 -126 2,112  99,085 3,027 102,112
      Swedbank 105.43 12.341   4/18/11 13.061 -1,377 1,301 -76 2,036  97,708 4,328 102,036
    FT 30 short Lloyds Bank 49.18 59.956 62.554 5/09/11 61.241 -3,012 3,076 65 2,101  94,696 7,404 102,101
  Buy SSE 50 long China Northern Rare 1,133.15 2.415   6/06/11 2.742 2,737        97,433 4,667  
    BEL 20 short Galapagos 286.60 9.550   7/04/11 8.420 2,737        100,170 1,930  
    OMXC 20 Vestas Wind Systems 135.14 20.253   7/04/11 17.428 2,737        102,907 -807  
    OMXS 30 Nokia 303.31 4.512   7/04/11 4.367 1,369        104,276 -2,175  
      Telia Company 258.20 5.300   7/04/11 4.997 1,369        105,644 -3,544  
6/06/11 Sell SSE 50 long China Northern Rare 1,133.15 2.742   5/30/11 2.415 -2,737 3,108 371 2,471  102,907 -436 102,471
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,792  98,600 3,192 101,792
  Buy SSE 50 short China Rwy Constr 4,153.87 0.632   1/23/12 0.506 2,624        101,224 568  
    FT 30 Lloyds Bank 49.85 52.638   12/05/11 31.447 2,624        103,848 -2,056  
    BAX long Zooplus 56.23 46.669   6/13/11 48.803 2,624        106,473 -4,680  
6/13/11 Sell   long Zooplus 56.23 48.803   6/06/11 46.669 -2,624 2,744 120 1,912  103,848 -1,936 101,912
6/20/11 Buy CAC Next 20 short EDF 96.24 25.965   6/27/11 25.805 2,499        106,347 -4,435  
6/27/11 Sell   short EDF 96.24 25.805 26.126 6/20/11 25.965 -2,499 2,514 16 1,928  103,848 -1,921 101,928
  Buy France Carrefour 94.52 26.450   1/23/12 17.050 2,500        106,348 -4,421  
    MIB UnipolSai 487.33 5.130   11/05/12 0.935 2,500        108,848 -6,921  
    CAC Next 20 long Arkema 38.40 65.105   7/11/11 66.601 2,500        111,348 -9,421  
7/04/11 Sell BEL 20 short Galapagos 286.60 8.420 10.832 5/30/11 9.550 -2,737 3,104 367 2,295  108,611 -6,316 102,295
    OMXC 20 Vestas Wind Systems 135.14 17.428 23.535 5/30/11 20.253 -2,737 3,181 444 2,739  105,875 -3,136 102,739
    OMXS 30 Nokia 303.31 4.367 4.661 5/30/11 4.512 -1,369 1,414 45 2,784  104,506 -1,722 102,784
      Telia Company 258.20 4.997 5.622 5/30/11 5.300 -1,369 1,452 83 2,867  103,137 -270 102,867
  Buy BEL 20 long Solvay 23.81 107.700   7/11/11 107.450 2,564        105,702 -2,835  
    OMXC 20 Novozymes 110.30 23.246   7/11/11 23.100 2,564        108,266 -5,399  
    OMXS 30 Lundin 128.65 9.965   7/11/11 9.554 1,282        109,548 -6,681  
      Swedish Match 52.63 24.358   7/11/11 24.413 1,282        110,830 -7,963  
7/11/11 Sell BEL 20 long Solvay 23.81 107.450   7/04/11 107.700 -2,564 2,558 -6 2,861  108,266 -5,404 102,861
    OMXC 20 Novozymes 110.30 23.100   7/04/11 23.246 -2,564 2,548 -16 2,845  105,701 -2,857 102,845
    OMXS 30 Lundin 128.65 9.554   7/04/11 9.965 -1,282 1,229 -53 2,792  104,419 -1,627 102,792
      Swedish Match 52.63 24.413   7/04/11 24.358 -1,282 1,285 3 2,795  103,137 -342 102,795
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,363  99,341 4,022 103,363
    CAC Next 20 long Arkema 38.40 66.601   6/27/11 65.105 -2,500 2,557 57 3,420  96,840 6,580 103,420
  Buy RTX short Mobile TeleSystems 211.95 12.970   7/18/11 12.740 2,749        99,589 3,831  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Bekaert 54.50 50.440   3/12/12 24.765 2,749        102,338 1,082  
    OMXC 20 Vestas Wind Systems 160.31 17.148   11/28/11 9.897 2,749        105,087 -1,667  
    OMXS 30 Nokia 347.67 3.954   11/28/11 4.082 1,375        106,462 -3,042  
      SSAB 146.21 9.401   11/28/11 6.652 1,374        107,836 -4,416  
    Topix (FRA) long Daito Trust 42.44 64.780   8/01/11 65.420 2,749        110,586 -7,166  
    CAC Next 20 short Natixis 844.29 3.256   3/12/12 2.721 2,749        113,335 -9,915  
7/18/11 Sell RTX short Mobile TeleSystems 211.95 12.740 13.204 7/11/11 12.970 -2,749 2,799 50 3,470  110,586 -7,116 103,470
  Buy ATX Flughafen Wien 290.12 8.300   3/26/12 7.050 2,408        112,994 -9,524  
7/25/11 Buy ASX 50 short Macquarie Group 112.73 20.828   1/16/12 19.953 2,348        115,342 -11,872  
    DJ Global Titans Bank of America 336.88 6.970   12/26/11 4.202 2,348        117,690 -14,220  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,131  114,380 -8,248 106,131
    Topix (FRA) Daito Trust 42.44 65.420   7/11/11 64.780 -2,749 2,776 27 6,158  111,630 -5,472 106,158
  Buy S&P 100 short AIG 126.74 19.860   1/09/12 18.875 2,517        114,147 -7,989  
    HSI New World Dev 2,677.94 0.940   12/26/11 0.616 2,517        116,664 -10,506  
    HDAX Commerzbank 133.88 18.801   1/23/12 14.511 2,517        119,181 -13,023  
    RTX Mobile TeleSystems 204.30 12.320   6/25/12 13.400 2,517        121,698 -15,540  
    DJTA Delta Air Lines 464.55 5.418   10/24/11 6.408 2,517        124,215 -18,057  
    Topix (FRA) Nintendo 22.76 110.600   1/23/12 105.744 2,517        126,733 -20,574  
    SP Global 100 Carrefour 125.35 20.080   4/30/12 15.175 2,517        129,250 -23,091  
8/08/11 Buy Nasdaq 100 short Akamai 140.83 14.741   10/10/11 17.540 2,076        131,326 -25,167  
    Kospi 50 LG Display 151.89 13.668   10/10/11 14.049 2,076        133,402 -27,243  
    DAX Commerzbank 135.21 15.354   12/19/11 9.482 2,076        135,478 -29,319  
    MDAX Ceconomy 216.00 9.611   5/14/12 7.298 2,076        137,554 -31,395  
    FTSE Lloyds Bank 55.14 37.648   11/28/11 27.613 2,076        139,630 -33,471  
    HSI-C&I Li & Fung 1,789.96 1.160   1/16/12 1.742 2,076        141,706 -35,547  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Lloyds Bank 55.14 37.648   12/19/11 27.968 2,076        143,781 -37,623  
    BSE Sensex 50 Tata Motors 803.19 2.585   10/03/11 2.302 2,076        145,857 -39,699  
    QIX Pro7-Sat1 148.29 14.000   1/23/12 17.200 2,076        147,933 -41,775  
8/22/11 Buy DJIA short Goldman Sachs 21.75 73.991   12/19/11 67.244 1,609        149,543 -43,384  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,260  145,010 -39,750 105,260
  Buy   short Nintendo 14.04 116.602   2/13/12 104.998 1,637        146,647 -41,387  
9/05/11 Buy Euro 50 short Societe Generale 39.41 20.250   1/09/12 15.000 798        147,445 -42,185  
      Unicredit 29.06 27.460   1/09/12 11.455 798        148,243 -42,983  
10/03/11 Sell NZX 50 long a2 Milk 40,000.00 0.120   4/25/11 0.077 -3,084 4,780 1,696 6,956  145,159 -38,203 106,956
    BSE Sensex 50 short Tata Motors 803.19 2.302 2.902 8/08/11 2.585 -2,076 2,331 255 7,211  143,083 -35,872 107,211
  Buy NZX 50 Heartland 6,395.27 0.279   10/17/11 0.296 1,783        144,866 -37,655  
    BSE Sensex 50 long Eicher Motors 73.25 24.342   10/17/11 23.927 1,783        146,649 -39,438  
10/10/11 Sell Nasdaq 100 short Akamai 140.83 17.540 11.942 8/08/11 14.741 -2,076 1,682 -394 6,817  144,573 -37,756 106,817
    Kospi 50 LG Display 151.89 14.049 13.287 8/08/11 13.668 -2,076 2,018 -58 6,759  142,497 -35,738 106,759
  Buy Nasdaq 100 long Regeneron 35.97 49.346   8/24/15 434.608 1,775        144,272 -37,513  
    Kospi 50 SK Holdings 18.51 95.875   12/19/11 80.532 1,775        146,047 -39,288  
10/17/11 Sell NZX 50 short Heartland 6,395.27 0.296 0.262 10/03/11 0.279 -1,783 1,674 -109 6,650  144,264 -37,613 106,650
    BSE Sensex 50 long Eicher Motors 73.25 23.927   10/03/11 24.342 -1,783 1,753 -30 6,620  142,481 -35,861 106,620
  Buy NZX 50 a2 Milk 12,701.15 0.139   10/31/11 0.139 1,768        144,249 -37,629  
    BSE Sensex 50 short Aurobindo Pharma 1,924.88 0.919   10/24/11 0.877 1,768        146,017 -39,397  
10/24/11 Sell DJTA short Delta Air Lines 464.55 6.408 4.429 8/01/11 5.418 -2,517 2,057 -460 6,160  143,500 -37,339 106,160
    BSE Sensex 50 Aurobindo Pharma 1,924.88 0.877 0.962 10/17/11 0.919 -1,768 1,851 83 6,243  141,732 -35,488 106,243
  Buy DJTA long Kansas City Southern 39.95 44.258   11/21/11 48.824 1,768        143,500 -37,256  
    BSE Sensex 50 Eicher Motors 75.71 23.352   12/07/15 224.209 1,768        145,268 -39,024  
10/31/11 Sell NZX 50 long a2 Milk 12,701.15 0.139   10/17/11 0.139 -1,768 1,769 1 6,245  143,500 -37,255 106,245
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Heartland 5,712.39 0.302   3/05/12 0.277 1,724        145,224 -38,979  
11/21/11 Sell DJTA long Kansas City Southern 39.95 48.824   10/24/11 44.258 -1,768 1,951 182 6,427  143,455 -37,029 106,427
  Buy USA short Netflix 220.43 7.867   11/28/11 7.544 1,734        145,189 -38,763  
    DJTA JetBlue Airways 653.23 2.655   12/05/11 3.509 1,734        146,923 -40,497  
11/28/11 Sell USA short Netflix 220.43 7.544 8.203 11/21/11 7.867 -1,734 1,808 74 6,501  145,189 -38,688 106,501
    FTSE Lloyds Bank 55.14 27.613 51.330 8/08/11 37.648 -2,076 2,830 754 7,256  143,114 -35,858 107,256
    OMXC 20 Vestas Wind Systems 160.31 9.897 29.711 7/11/11 17.148 -2,749 4,763 2,014 9,270  140,365 -31,095 109,270
    OMXS 30 Nokia 347.67 4.082 3.825 7/11/11 3.954 -1,375 1,330 -45 9,225  138,990 -29,765 109,225
      SSAB 146.21 6.652 13.285 7/11/11 9.401 -1,374 1,942 568 9,793  137,616 -27,823 109,793
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,261  134,073 -22,811 111,261
  Buy USA long Alexion 43.41 50.936   8/24/15 143.833 2,211        136,284 -25,022  
    FTSE Next 0.71 3,105.900   6/04/12 3,698.710 2,205        138,489 -27,228  
    OMXC 20 Tryg 257.16 8.598   5/14/12 8.768 2,211        140,700 -29,439  
    OMXS 30 Getinge 59.31 18.641   5/14/12 19.967 1,106        141,806 -30,544  
      Lundin 59.17 18.684   5/14/12 15.471 1,106        142,911 -31,650  
    Nordic 30 Equinor 121.12 18.255   5/07/12 19.757 2,211        145,122 -33,861  
12/05/11 Sell FT 30 short Lloyds Bank 49.85 31.447 88.109 6/06/11 52.638 -2,624 4,392 1,768 13,030  142,498 -29,469 113,030
    DJTA JetBlue Airways 653.23 3.509 1.800 11/21/11 2.655 -1,734 1,176 -558 12,472  140,764 -28,293 112,472
  Buy FT 30 long BAT 0.62 3,416.030   12/12/11 3,512.060 2,118        142,882 -30,411  
    DJTA Kirby 43.82 48.011   6/25/12 36.163 2,104        144,986 -32,514  
12/12/11 Sell FT 30 long BAT 0.62 3,512.060   12/05/11 3,416.030 -2,118 2,177 60 12,531  142,868 -30,337 112,531
  Buy   short Lloyds Bank 71.83 28.594   12/19/11 27.968 2,054        144,922 -32,391  
12/19/11 Sell DJIA short Goldman Sachs 21.75 67.244 81.415 8/22/11 73.991 -1,609 1,771 161 12,693  143,313 -30,620 112,693
    Kospi 50 long SK Holdings 18.51 80.532   10/10/11 95.875 -1,775 1,491 -284 12,409  141,538 -29,129 112,409
    DAX short Commerzbank 135.21 9.482 24.862 8/08/11 15.354 -2,076 3,362 1,286 13,694  139,462 -25,768 113,694
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Lloyds Bank 55.14 27.968 50.678 8/08/11 37.648 -2,076 2,794 718 14,413  137,386 -22,973 114,413
    FT 30 Lloyds Bank 71.83 27.968 29.234 12/12/11 28.594 -2,054 2,100 46 14,459  135,332 -20,873 114,459
  Buy DJIA long Visa 123.78 18.897   8/24/15 58.880 2,339        137,671 -23,212  
    Kospi 50 short Hyundai Heavy 12.83 182.275   1/23/12 209.385 2,339        140,010 -25,551  
    DAX long Merck (EMD) 63.74 36.695   6/04/12 36.500 2,339        142,349 -27,890  
    Europe 50 Roche 18.03 129.719   10/20/14 222.572 2,339        144,688 -30,229  
    FT 30 Tate & Lyle 2.89 808.105   5/14/12 858.422 2,335        147,023 -32,564  
12/26/11 Sell HSI short New World Dev 2,677.94 0.616 1.434 8/01/11 0.940 -2,517 3,839 1,322 15,781  144,506 -28,725 115,781
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,200  140,709 -22,509 118,200
    DJ Global Titans Bank of America 336.88 4.202 11.562 7/25/11 6.970 -2,348 3,895 1,547 19,747  138,361 -18,614 119,747
  Buy HSI long Lenovo 4,695.39 0.538   5/21/12 0.656 2,528        140,889 -21,142  
    OMXH 25 Huhtamäki 274.19 9.220   1/02/12 9.150 2,528        143,417 -23,670  
    DJ Global Titans Philip Morris 41.83 60.439   1/23/12 57.914 2,528        145,945 -26,198  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 20,928  142,521 -21,593 120,928
    ISEQ 20 Bank of Ireland 207.26 2.550 21.707 4/25/11 7.440 -1,542 4,499 2,957 23,885  140,979 -17,094 123,885
      Ryanair Holdings 458.11 3.780 2.952 4/25/11 3.366 -1,542 1,352 -190 23,696  139,437 -15,741 123,696
    OMXH 25 long Huhtamäki 274.19 9.150   12/26/11 9.220 -2,528 2,509 -19 23,677  136,909 -13,233 123,677
  Buy Germany Encavis 850.06 3.248   5/14/12 2.970 2,761        139,670 -15,994  
    AEX Vopak 67.19 41.095   4/09/12 44.780 2,761        142,431 -18,755  
    ISEQ 20 Flutter 30.61 45.100   5/21/12 50.010 1,381        143,812 -20,135  
      Ryanair Holdings 365.21 3.780   5/21/12 4.040 1,380        145,192 -21,516  
    OMXH 25 short Outokumpu 237.61 11.620   1/09/12 12.510 2,761        147,953 -24,277  
    BAX long Wirecard 216.04 12.780   1/09/12 13.215 2,761        150,714 -27,038  
1/09/12 Sell S&P 100 short AIG 126.74 18.875 20.895 8/01/11 19.860 -2,517 2,648 131 23,808  148,197 -24,390 123,808
    Euro 50 Societe Generale 39.41 15.000 27.338 9/05/11 20.250 -798 1,077 279 24,087  147,399 -23,312 124,087
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Unicredit 29.06 11.455 65.827 9/05/11 27.460 -798 1,913 1,115 25,202  146,601 -21,399 125,202
    OMXH 25 Outokumpu 237.61 12.510 10.730 1/02/12 11.620 -2,761 2,550 -211 24,991  143,840 -18,850 124,991
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 24,960  142,069 -17,108 124,960
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,323  140,297 -3,974 136,323
    BAX long Wirecard 216.04 13.215   1/02/12 12.780 -2,761 2,855 94 36,417  137,536 -1,119 136,417
  Buy S&P 100 Biogen 37.44 90.342   9/03/12 116.954 3,382        140,919 -4,502  
    Euro 50 ASML 52.19 32.400   8/24/15 74.790 1,691        142,610 -6,193  
      AB InBev 35.60 47.495   8/24/15 91.280 1,691        144,300 -7,884  
    OMXH 25 Wärtsilä 404.39 8.363   1/30/12 8.837 3,382        147,682 -11,266  
    Nikkei (FRA) Aozora Bank 79.13 21.370   5/14/12 18.670 1,691        149,373 -12,957  
      Nitto Boseki 130.33 12.975   5/14/12 12.260 1,691        151,064 -14,648  
1/16/12 Sell ASX 50 short Macquarie Group 112.73 19.953 21.742 7/25/11 20.828 -2,348 2,451 103 36,520  148,717 -12,197 136,520
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,458  144,410 -6,952 137,458
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,151  142,638 -5,487 137,151
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 36,836  140,867 -4,031 136,836
    HSI-C&I Li & Fung 1,789.96 1.742 0.578 8/08/11 1.160 -2,076 1,034 -1,042 35,794  138,791 -2,997 135,794
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 45,963  135,728 10,235 145,963
    MerVal Petrobras 228.54 12.497 14.374 4/11/11 13.403 -3,063 3,285 222 46,185  132,665 13,520 146,185
    Indices Athex Large Cap 0.47 2,507.600 12,908.500 5/23/11 5,689.400 -2,674 6,067 3,393 49,578  129,991 19,587 149,578
  Buy ASX 50 long James Hardie Ind 722.23 5.856   1/23/12 6.001 4,229        134,220 15,358  
    HSI-Fin AIA 1,611.54 2.624   5/14/12 2.577 4,229        138,449 11,129  
    HSI-Prop China Ov Land & Inv 1,372.16 1.541   6/10/13 2.124 2,115        140,563 9,015  
      China Res Land 1,496.36 1.413   6/10/13 2.183 2,115        142,678 6,900  
    HSI-C&I Sands China 1,646.55 2.568   5/21/12 2.614 4,229        146,907 2,671  
    OBX 25 Equinor 219.53 19.264   5/14/12 19.745 4,229        151,136 -1,558  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Wirecard 321.84 13.140   6/18/12 14.995 4,229        155,365 -5,787  
    Indices ISEQ-Overall 1.41 3,005.690   5/21/12 3,087.810 4,238        159,603 -10,025  
1/23/12 Sell France short Carrefour 94.52 17.050 41.032 6/27/11 26.450 -2,500 3,878 1,378 50,957  157,103 -6,146 150,957
    SSE 50 China Rwy Constr 4,153.87 0.506 0.789 6/06/11 0.632 -2,624 3,279 655 51,612  154,479 -2,867 151,612
    Kospi 50 Hyundai Heavy 12.83 209.385 155.165 12/19/11 182.275 -2,339 1,991 -348 51,264  152,140 -877 151,264
    ASX 50 long James Hardie Ind 722.23 6.001   1/16/12 5.856 -4,229 4,334 105 51,369  147,911 3,458 151,369
    HDAX short Commerzbank 133.88 14.511 24.359 8/01/11 18.801 -2,517 3,261 744 52,113  145,394 6,719 152,113
    Topix (FRA) Nintendo 22.76 105.744 115.679 8/01/11 110.600 -2,517 2,633 116 52,229  142,877 9,352 152,229
    CAC Mid 60 Genfit 695.40 1.723 8.978 5/16/11 3.933 -2,735 6,243 3,508 55,737  140,142 15,595 155,737
    QIX Pro7-Sat1 148.29 17.200 10.800 8/08/11 14.000 -2,076 1,602 -475 55,262  138,066 17,196 155,262
    DJ Global Titans long Philip Morris 41.83 57.914   12/26/11 60.439 -2,528 2,423 -106 55,157  135,538 19,619 155,157
  Buy France Hermes International 17.23 253.600   4/23/12 251.250 4,370        139,907 15,249  
    SSE 50 China Minsheng Bk 6,543.36 0.668   3/19/12 0.633 4,369        144,276 10,880  
    Kospi 50 Samsung Electronics 284.70 15.346   5/21/12 16.200 4,369        148,645 6,511  
    ASX 50 short QBE Insurance 455.79 9.586   1/30/12 9.544 4,369        153,014 2,142  
    HDAX long Dürr 478.79 9.125   8/04/14 28.230 4,369        157,383 -2,227  
    Topix (FRA) Fast Retailing 29.90 146.118   2/27/12 148.473 4,369        161,752 -6,596  
    CAC Mid 60 Innate Pharma 2,554.97 1.710   5/14/12 1.650 4,369        166,121 -10,965  
    QIX Freenet 415.50 10.515   1/18/16 28.325 4,369        170,490 -15,334  
    DJ Global Titans short Bank of America 778.94 5.609   2/06/12 6.060 4,369        174,859 -19,703  
1/30/12 Sell ASX 50 short QBE Insurance 455.79 9.544 9.628 1/23/12 9.586 -4,369 4,388 19 55,176  170,490 -15,314 155,176
    SDAX Heidelberger Druck 918.25 1.657 5.072 5/23/11 2.899 -2,662 4,657 1,995 57,171  167,828 -10,657 157,171
    OMXH 25 long Wärtsilä 404.39 8.837   1/09/12 8.363 -3,382 3,573 191 57,362  164,446 -7,084 157,362
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 60,108  160,139 -31 160,108
  Buy ASX 50 long James Hardie Ind 694.22 5.763   8/17/15 12.058 4,001        164,140 -4,032  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX Encavis 1,324.40 3.021   5/21/12 2.951 4,001        168,141 -8,033  
    OMXH 25 short Nokia 1,031.19 3.880   2/13/12 3.800 4,001        172,142 -12,034  
    BSE Sensex 30 long Hindustan Unilever 660.10 6.061   11/16/15 11.144 4,001        176,143 -16,035  
2/06/12 Sell CAC 40 short Carrefour 98.22 18.345 51.259 5/09/11 30.665 -3,012 5,035 2,023 62,131  173,131 -11,000 162,131
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 63,770  169,588 -5,818 163,770
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 63,995  166,278 -2,284 163,995
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 70,765  163,215 7,550 170,765
    DJ Global Titans Bank of America 778.94 6.060 5.157 1/23/12 5.609 -4,369 4,017 -352 70,414  158,846 11,567 170,414
  Buy CAC 40 long Airbus 167.06 27.230   4/09/12 29.725 4,549        163,395 7,018  
    TecDAX Dialog Semiconductor 271.66 16.745   5/21/12 15.475 4,549        167,944 2,469  
    IBEX 35 Bankinter 1,317.79 3.452   2/13/12 3.297 4,549        172,493 -2,080  
    PSI 20 Jerónimo Martins 354.28 12.840   2/20/12 12.970 4,549        177,042 -6,628  
    MerVal short Gr Fin Galicia 7,669.87 0.593   2/27/12 0.596 4,549        181,591 -11,177  
    DJ Global Titans long Apple 90.26 50.400   5/21/12 62.780 4,549        186,140 -15,727  
2/13/12 Sell IBEX 35 long Bankinter 1,317.79 3.297   2/06/12 3.452 -4,549 4,345 -204 70,209  181,591 -11,382 170,209
    OMXH 25 short Nokia 1,031.19 3.800 3.962 1/30/12 3.880 -4,001 4,085 84 70,294  177,590 -7,297 170,294
    Nikkei (TYO) Tokyo Electric Power 729.07 1.953 8.741 5/09/11 4.131 -3,012 6,373 3,361 73,654  174,578 -924 173,654
    Topix (TYO) Nintendo 14.04 104.998 129.488 8/29/11 116.602 -1,637 1,818 181 73,835  172,941 894 173,835
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 77,949  169,393 8,555 177,949
  Buy IBEX 35 Sacyr 1,406.76 3.314   8/20/12 1.284 4,662        174,055 3,893  
    OMXH 25 long Nokian Tyres 138.34 33.700   4/09/12 36.040 4,662        178,717 -769  
    Nikkei (TYO) Tokyo Dome Corp 1,147.91 4.061   5/21/12 4.378 4,662        183,379 -5,431  
    Topix (TYO) Fast Retailing 30.10 154.867   5/07/12 167.646 4,662        188,041 -10,092  
    GEX 4SC 378.45 12.319   5/07/12 9.617 4,662        192,703 -14,754  
2/20/12 Sell TSX 60 short BlackBerry 99.45 11.318 81.048 5/09/11 30.287 -3,012 8,060 5,048 82,997  189,691 -6,694 182,997
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 long Jerónimo Martins 354.28 12.970   2/06/12 12.840 -4,549 4,595 46 83,043  185,142 -2,099 183,043
  Buy TSX 60 Constellation Soft 63.98 70.699   4/16/12 66.838 4,523        189,665 -6,622  
    PSI 20 short Pharol 1,076.90 4.200   2/27/12 3.989 4,523        194,188 -11,145  
    SLI long Sonova 53.03 85.291   4/23/12 82.016 4,523        198,711 -15,668  
2/27/12 Sell PSI 20 short Pharol 1,076.90 3.989 4.422 2/20/12 4.200 -4,523 4,762 239 83,282  194,188 -10,906 183,282
    MerVal Gr Fin Galicia 7,669.87 0.596 0.591 2/06/12 0.593 -4,549 4,530 -19 83,263  189,639 -6,376 183,263
    Topix (FRA) long Fast Retailing 29.90 148.473   1/23/12 146.118 -4,369 4,439 70 83,333  185,270 -1,937 183,333
  Buy PSI 20 Jerónimo Martins 334.12 13.570   3/12/12 14.360 4,534        189,804 -6,471  
    Topix (FRA) short Mazda Motor 709.55 6.390   3/05/12 6.150 4,534        194,338 -11,005  
3/05/12 Sell NZX 50 short Heartland 5,712.39 0.277 0.329 10/31/11 0.302 -1,724 1,882 158 83,491  192,614 -9,123 183,491
    Topix (FRA) Mazda Motor 709.55 6.150 6.639 2/27/12 6.390 -4,534 4,711 177 83,668  188,080 -4,412 183,668
  Buy MerVal Aluar 9,337.36 0.480   3/12/12 0.513 4,481        192,561 -8,893  
    NZX 50 long a2 Milk 19,273.12 0.233   5/21/12 0.267 4,481        197,042 -13,374  
    Topix (FRA) Isuzu Motors 533.33 8.402   3/19/12 8.620 4,481        201,523 -17,855  
3/12/12 Sell BEL 20 short Bekaert 54.50 24.765 102.733 7/11/11 50.440 -2,749 5,599 2,850 86,518  198,774 -12,256 186,518
    PSI 20 long Jerónimo Martins 334.12 14.360   2/27/12 13.570 -4,534 4,798 264 86,782  194,240 -7,458 186,782
    MerVal short Aluar 9,337.36 0.513 0.447 3/05/12 0.480 -4,481 4,174 -307 86,475  189,759 -3,284 186,475
    CAC Next 20 Natixis 844.29 2.721 3.896 7/11/11 3.256 -2,749 3,290 541 87,015  187,010 5 187,015
  Buy BEL 20 long Galapagos 372.81 12.540   5/14/12 10.990 4,675        191,685 -4,670  
    PSI 20 short Pharol 1,186.85 3.939   3/26/12 4.022 4,675        196,360 -9,345  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,543.36 0.633   1/23/12 0.668 -4,369 4,143 -226 86,789  191,991 -5,202 186,789
    Topix (FRA) Isuzu Motors 533.33 8.620   3/05/12 8.402 -4,481 4,597 116 86,905  187,510 -605 186,905
  Buy SSE 50 short Anhui Conch Cement 2,381.98 1.955   4/09/12 2.031 4,657        192,167 -5,262  
    Topix (FRA) Mazda Motor 720.90 6.460   8/13/12 4.800 4,657        196,824 -9,919  
3/26/12 Sell ATX short Flughafen Wien 290.12 7.050 9.772 7/18/11 8.300 -2,408 2,835 427 87,332  194,416 -7,084 187,332
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Pharol 1,186.85 4.022 3.856 3/12/12 3.939 -4,675 4,576 -99 87,233  189,741 -2,508 187,233
  Buy ATX long Österreichische Post 183.25 25.200   4/09/12 25.800 4,618        194,359 -7,126  
    PSI 20 Jerónimo Martins 309.93 14.900   4/02/12 15.420 4,618        198,977 -11,744  
4/02/12 Sell   long Jerónimo Martins 309.93 15.420   3/26/12 14.900 -4,618 4,779 161 87,395  194,359 -6,964 187,395
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 101,765  190,953 10,812 201,765
  Buy PSI 20 Banco Comercial 8,068.63 0.659   8/20/12 0.452 5,314        196,267 5,498  
    Athex LC long EYDAP 1,335.18 3.980   4/16/12 4.030 5,314        201,581 184  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,381.98 2.031 1.880 3/19/12 1.955 -4,657 4,477 -180 101,585  196,924 4,661 201,585
    ATX long Österreichische Post 183.25 25.800   3/26/12 25.200 -4,618 4,728 110 101,695  192,306 9,389 201,695
    CAC 40 Airbus 167.06 29.725   2/06/12 27.230 -4,549 4,966 417 102,112  187,757 14,355 202,112
    AEX Vopak 67.19 44.780   1/02/12 41.095 -2,761 3,009 248 102,359  184,996 17,363 202,359
    OMXH 25 Nokian Tyres 138.34 36.040   2/13/12 33.700 -4,662 4,986 324 102,683  180,334 22,349 202,683
  Buy SSE 50 China Northern Rare 1,947.78 2.888   6/04/12 3.823 5,625        185,959 16,724  
    ATX short Zumtobel 573.75 9.804   4/16/12 9.950 5,625        191,584 11,099  
    CAC 40 Peugeot 661.61 8.502   9/17/12 5.861 5,625        197,209 5,474  
    AEX ArcelorMittal 145.24 38.730   9/03/12 35.565 5,625        202,834 -151  
    OMXH 25 Outokumpu 484.08 11.620   8/20/12 6.980 5,625        208,459 -5,776  
4/16/12 Sell ATX short Zumtobel 573.75 9.950 9.658 4/09/12 9.804 -5,625 5,541 -84 102,599  202,834 -235 202,599
    TSX 60 long Constellation Soft 63.98 66.838   2/20/12 70.699 -4,523 4,276 -247 102,352  198,311 4,041 202,352
    Athex LC EYDAP 1,335.18 4.030   4/02/12 3.980 -5,314 5,381 67 102,419  192,997 9,422 202,419
  Buy ATX Österreichische Post 198.17 26.725   5/21/12 27.000 5,296        198,293 4,126  
    TSX 60 short BlackBerry 524.07 10.106   8/20/12 5.638 5,296        203,589 -1,170  
    Athex LC Public Power 3,416.77 1.550   9/03/12 1.330 5,296        208,885 -6,466  
4/23/12 Sell France long Hermes International 17.23 251.250   1/23/12 253.600 -4,370 4,329 -40 102,378  204,515 -2,137 202,378
    SLI Sonova 53.03 82.016   2/20/12 85.291 -4,523 4,349 -174 102,205  199,992 2,212 202,205
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France short Solocal 178.73 28.590   8/13/12 20.100 5,110        205,102 -2,897  
    MerVal YPF 380.40 13.433   8/27/12 14.446 5,110        210,212 -8,007  
    SLI Lonza 148.10 34.504   11/26/12 36.099 5,110        215,322 -13,117  
    GCX REC Silicon 1,468.94 3.479   2/11/13 1.027 5,110        220,432 -18,227  
4/30/12 Sell SP Global 100 short Carrefour 125.35 15.175 26.570 8/01/11 20.080 -2,517 3,331 814 103,018  217,915 -14,897 203,018
  Buy   long Apple 74.71 62.953   10/20/14 77.950 4,703        222,618 -19,600  
5/07/12 Sell Nordic 30 long Equinor 121.12 19.757   11/28/11 18.255 -2,211 2,393 182 103,200  220,407 -17,207 203,200
    Topix (TYO) Fast Retailing 30.10 167.646   2/13/12 154.867 -4,662 5,046 385 103,585  215,746 -12,161 203,585
    GEX 4SC 378.45 9.617   2/13/12 12.319 -4,662 3,639 -1,023 102,562  211,084 -8,522 202,562
  Buy Nordic 30 short Nokia 2,021.25 2.400   8/13/12 2.220 4,851        215,935 -13,373  
    Topix (TYO) Sony 413.92 11.720   6/11/12 10.270 4,851        220,786 -18,224  
    GEX ZhongDe Waste Tech 1,732.50 2.800   2/18/13 2.050 4,851        225,637 -23,075  
5/14/12 Sell Germany long Encavis 850.06 2.970   1/02/12 3.248 -2,761 2,525 -236 102,326  222,876 -20,550 202,326
    MDAX short Ceconomy 216.00 7.298 12.656 8/08/11 9.611 -2,076 2,734 658 102,984  220,800 -17,816 202,984
    HSI-Fin long AIA 1,611.54 2.577   1/16/12 2.624 -4,229 4,153 -76 102,908  216,571 -13,663 202,908
    BEL 20 Galapagos 372.81 10.990   3/12/12 12.540 -4,675 4,097 -578 102,330  211,896 -9,565 202,330
    OMXC 20 Tryg 257.16 8.768   11/28/11 8.598 -2,211 2,255 44 102,374  209,685 -7,311 202,374
    OBX 25 Equinor 219.53 19.745   1/16/12 19.264 -4,229 4,335 106 102,480  205,456 -2,976 202,480
    OMXS 30 Getinge 59.31 19.967   11/28/11 18.641 -1,106 1,184 79 102,559  204,350 -1,792 202,559
      Lundin 59.17 15.471   11/28/11 18.684 -1,106 915 -190 102,368  203,245 -876 202,368
    FT 30 Tate & Lyle 2.89 858.422   12/19/11 808.105 -2,335 2,481 145 102,514  200,909 1,605 202,514
    Nikkei (FRA) Aozora Bank 79.13 18.670   1/09/12 21.370 -1,691 1,477 -214 102,300  199,218 3,082 202,300
      Nitto Boseki 130.33 12.260   1/09/12 12.975 -1,691 1,598 -93 102,207  197,527 4,680 202,207
    CAC Mid 60 Innate Pharma 2,554.97 1.650   1/23/12 1.710 -4,369 4,216 -153 102,054  193,158 8,895 202,054
  Buy Germany short SolarWorld 22.29 236.550   9/10/12 182.550 5,273        198,431 3,623  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX long Dürr 481.73 10.946   5/21/12 10.445 5,273        203,704 -1,650  
    HSI-Fin short HK Exchgs & Clrg 464.34 11.356   9/17/12 11.718 5,273        208,977 -6,923  
    BEL 20 Bekaert 230.77 22.850   6/25/12 18.225 5,273        214,250 -12,196  
    OMXC 20 Vestas Wind Systems 930.64 5.666   5/28/12 5.040 5,273        219,523 -17,469  
    OBX 25 REC Silicon 1,523.33 3.462   9/03/12 2.359 5,273        224,796 -22,742  
    OMXS 30 ABB 203.33 12.967   7/23/12 14.168 2,636        227,433 -25,379  
      Nokia 1,127.48 2.338   7/23/12 1.752 2,637        230,069 -28,015  
    FT 30 Man Group 51.07 103.259   8/06/12 106.958 5,273        235,342 -33,289  
    Nikkei (FRA) Nippon Sheet Glass 291.65 9.040   1/07/13 9.100 2,637        237,979 -35,925  
      Sharp 68.25 38.630   1/07/13 23.550 2,637        240,616 -38,562  
    CAC Mid 60 Vallourec 152.58 34.560   9/10/12 36.345 5,273        245,889 -43,835  
5/21/12 Sell HSI long Lenovo 4,695.39 0.656   12/26/11 0.538 -2,528 3,079 551 102,605  243,361 -40,756 202,605
    Kospi 50 Samsung Electronics 284.70 16.200   1/23/12 15.346 -4,369 4,612 243 102,848  238,992 -36,144 202,848
    ATX Österreichische Post 198.17 27.000   4/16/12 26.725 -5,296 5,351 55 102,903  233,696 -30,793 202,903
    MDAX Dürr 481.73 10.445   5/14/12 10.946 -5,273 5,032 -241 102,661  228,423 -25,761 202,661
    TecDAX Dialog Semiconductor 271.66 15.475   2/06/12 16.745 -4,549 4,204 -345 102,316  223,874 -21,557 202,316
    SDAX Encavis 1,324.40 2.951   1/30/12 3.021 -4,001 3,908 -93 102,224  219,873 -17,649 202,224
    HSI-C&I Sands China 1,646.55 2.614   1/16/12 2.568 -4,229 4,304 75 102,299  215,644 -13,345 202,299
    ISEQ 20 Flutter 30.61 50.010   1/02/12 45.100 -1,381 1,531 150 102,449  214,263 -11,814 202,449
      Ryanair Holdings 365.21 4.040   1/02/12 3.780 -1,380 1,475 95 102,544  212,883 -10,339 202,544
    SMI short Credit Suisse 102.48 15.602 55.361 5/09/11 29.390 -3,012 5,673 2,661 105,206  209,871 -4,665 205,206
    NZX 50 long a2 Milk 19,273.12 0.267   3/05/12 0.233 -4,481 5,138 657 105,863  205,390 473 205,863
    Indices ISEQ-Overall 1.41 3,087.810   1/16/12 3,005.690 -4,238 4,354 116 105,979  201,152 4,827 205,979
    Nikkei (TYO) Tokyo Dome Corp 1,147.91 4.378   2/13/12 4.061 -4,662 5,026 364 106,343  196,490 9,853 206,343
    DJ Global Titans Apple 90.26 62.780   2/06/12 50.400 -4,549 5,666 1,117 107,460  191,941 15,519 207,460
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI short China Unicom 4,689.16 1.189   8/20/12 1.370 5,574        197,515 9,945  
    Kospi 50 SK Holdings 99.04 56.279   7/23/12 68.528 5,574        203,089 4,371  
    ATX Zumtobel 565.43 9.858   6/25/12 8.050 5,574        208,663 -1,203  
    MDAX Ströer Media 701.75 7.943   5/28/12 8.000 5,574        214,237 -6,777  
    TecDAX SMA Solar 211.82 26.315   12/22/14 14.800 5,574        219,811 -12,351  
    SDAX Klöckner 711.51 7.834   10/29/12 7.058 5,574        225,385 -17,925  
    HSI-C&I Citic Pacific 4,705.39 1.185   9/17/12 0.959 5,574        230,959 -23,499  
    ISEQ 20 Bank of Ireland 1,067.82 2.610   8/27/12 2.490 2,787        233,746 -26,286  
      Smurfit Kappa 502.16 5.550   8/27/12 6.550 2,787        236,533 -29,073  
    SMI long Richemont 116.03 48.039   5/28/12 48.077 5,574        242,107 -34,647  
    NZX 50 short Katmandu 5,844.61 0.954   7/30/12 0.992 5,574        247,681 -40,221  
    Indices Athex Large Cap 2.75 2,028.100   9/10/12 2,671.700 5,577        253,258 -45,798  
    Nikkei (TYO) Nippon Sheet Glass 654.29 8.519   7/02/12 8.411 5,574        258,832 -51,372  
    DJ Global Titans Telefónica 567.85 9.816   5/28/12 9.440 5,574        264,406 -56,946  
5/28/12 Sell MDAX short Ströer Media 701.75 8.000 7.886 5/21/12 7.943 -5,574 5,534 -40 107,420  258,832 -51,412 207,420
    OMXC 20 Vestas Wind Systems 930.64 5.040 6.370 5/14/12 5.666 -5,273 5,928 655 108,075  253,559 -45,484 208,075
    SMI long Richemont 116.03 48.077   5/21/12 48.039 -5,574 5,578 4 108,079  247,985 -39,905 208,079
    DJ Global Titans short Telefónica 567.85 9.440 10.207 5/21/12 9.816 -5,574 5,796 222 108,301  242,411 -34,109 208,301
  Buy MDAX long Rhön-Klinikum 197.95 21.995   6/04/12 22.100 4,354        246,765 -38,463  
    OMXC 20 GN Store Nord 63.89 68.150   6/04/12 67.500 4,354        251,119 -42,817  
    SMI short Credit Suisse 276.72 15.734   6/04/12 15.300 4,354        255,473 -47,171  
    CAC Next 20 Natixis 2,271.26 1.917   6/18/12 1.984 4,354        259,827 -51,525  
    DJ Global Titans long Apple 66.75 65.229   10/22/12 69.545 4,354        264,181 -55,879  
6/04/12 Sell SSE 50 long China Northern Rare 1,947.78 3.823   4/09/12 2.888 -5,625 7,447 1,822 110,123  258,556 -48,433 210,123
    DAX Merck (EMD) 63.74 36.500   12/19/11 36.695 -2,339 2,327 -12 110,111  256,217 -46,106 210,111
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Rhön-Klinikum 197.95 22.100   5/28/12 21.995 -4,354 4,375 21 110,131  251,863 -41,732 210,131
    FTSE Next 0.71 3,698.710   11/28/11 3,105.900 -2,205 2,626 421 110,552  249,658 -39,105 210,552
    OMXC 20 GN Store Nord 63.89 67.500   5/28/12 68.150 -4,354 4,313 -42 110,511  245,304 -34,793 210,511
    SMI short Credit Suisse 276.72 15.300 16.181 5/28/12 15.734 -4,354 4,478 124 110,634  240,950 -30,315 210,634
  Buy SSE 50 China Unicom 8,907.11 0.506   12/10/12 0.413 4,507        245,457 -34,822  
    DAX thyssenkrupp 355.72 12.670   7/16/12 14.565 4,507        249,964 -39,329  
    MDAX Ströer Media 538.15 8.375   6/18/12 8.546 4,507        254,471 -43,836  
    FTSE Aviva 13.49 334.157   7/30/12 382.206 4,508        258,978 -48,344  
    OMXC 20 Vestas Wind Systems 1,032.77 4.364   6/18/12 3.953 4,507        263,485 -52,851  
    SMI long Swiss Re 103.03 43.744   6/11/12 46.079 4,507        267,992 -57,358  
6/11/12 Sell   long Swiss Re 103.03 46.079   6/04/12 43.744 -4,507 4,748 241 110,875  263,485 -52,611 210,875
    Topix (TYO) short Sony 413.92 10.270 13.374 5/07/12 11.720 -4,851 5,536 685 111,560  258,634 -47,075 211,560
  Buy SMI Credit Suisse 255.79 16.076   6/18/12 14.519 4,112        262,746 -51,187  
    Topix (TYO) long Subaru 679.95 6.048   1/11/16 33.663 4,112        266,858 -55,299  
6/18/12 Sell MDAX short Ströer Media 538.15 8.546 8.204 6/04/12 8.375 -4,507 4,415 -92 111,468  262,351 -50,884 211,468
    OMXC 20 Vestas Wind Systems 1,032.77 3.953 4.817 6/04/12 4.364 -4,507 4,975 468 111,936  257,844 -45,909 211,936
    SMI Credit Suisse 255.79 14.519 17.799 6/11/12 16.076 -4,112 4,553 441 112,377  253,732 -41,356 212,377
    CAC Next 20 Natixis 2,271.26 1.984 1.850 5/28/12 1.917 -4,354 4,202 -152 112,224  249,378 -37,154 212,224
    BAX long Wirecard 321.84 14.995   1/16/12 13.140 -4,229 4,826 597 112,821  245,149 -32,328 212,821
  Buy MDAX Dürr 398.67 11.318   6/25/12 11.594 4,512        249,661 -36,840  
    OMXC 20 GN Store Nord 61.60 73.250   6/25/12 71.650 4,512        254,174 -41,352  
    SMI Swiss Re 96.78 46.620   11/19/12 54.864 4,512        258,686 -45,864  
6/25/12 Sell ATX short Zumtobel 565.43 8.050 12.072 5/21/12 9.858 -5,574 6,826 1,252 114,073  253,112 -39,038 214,073
    MDAX long Dürr 398.67 11.594   6/18/12 11.318 -4,512 4,622 110 114,183  248,600 -34,416 214,183
    RTX short Mobile TeleSystems 204.30 13.400 11.240 8/01/11 12.320 -2,517 2,296 -221 113,963  246,083 -32,120 213,963
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Bekaert 230.77 18.225 28.649 5/14/12 22.850 -5,273 6,611 1,338 115,301  240,809 -25,509 215,301
    OMXC 20 long GN Store Nord 61.60 71.650   6/18/12 73.250 -4,512 4,414 -99 115,202  236,297 -21,095 215,202
    DJTA Kirby 43.82 36.163   12/05/11 48.011 -2,104 1,585 -519 114,683  234,193 -19,510 214,683
  Buy ATX Österreichische Post 188.45 25.890   7/29/13 31.600 4,879        239,072 -24,389  
    MDAX short Ströer Media 606.77 8.041   7/02/12 8.090 4,879        243,951 -29,268  
    RTX long Magnit 229.60 21.250   7/02/12 22.430 4,879        248,830 -34,147  
    BEL 20 Galapagos 398.29 12.250   10/22/12 16.900 4,879        253,710 -39,026  
    OMXC 20 short Vestas Wind Systems 1,202.46 4.058   7/16/12 3.392 4,879        258,589 -43,905  
    DJTA Ryder System 178.56 27.323   7/02/12 27.880 4,879        263,467 -48,784  
7/02/12 Sell MDAX short Ströer Media 606.77 8.090 7.992 6/25/12 8.041 -4,879 4,849 -30 114,654  258,588 -43,935 214,654
    RTX long Magnit 229.60 22.430   6/25/12 21.250 -4,879 5,150 271 114,924  253,709 -38,785 214,924
    DJTA short Ryder System 178.56 27.880 26.767 6/25/12 27.323 -4,879 4,779 -99 114,825  248,830 -34,005 214,825
    STI Wilmar International 1,063.39 2.197 3.631 5/02/11 2.824 -3,003 3,861 858 115,683  245,827 -30,145 215,683
    Nikkei (TYO) Nippon Sheet Glass 654.29 8.411 8.629 5/21/12 8.519 -5,574 5,646 72 115,755  240,253 -24,499 215,755
  Buy MDAX long Dürr 383.55 12.465   7/23/12 13.345 4,781        245,034 -29,280  
    RTX short RusHydro 2,355.17 2.030   7/09/12 2.080 4,781        249,815 -34,061  
    DJTA long Delta Air Lines 544.53 8.780   9/17/12 7.031 4,781        254,596 -38,842  
    STI ThaiBev 22,530.63 0.212   6/10/13 0.382 4,781        259,377 -43,623  
    Nikkei (TYO) OKI Electric 374.55 12.765   7/16/12 12.784 4,781        264,158 -48,404  
7/09/12 Sell RTX short RusHydro 2,355.17 2.080 1.980 7/02/12 2.030 -4,781 4,663 -118 115,637  259,377 -43,741 215,637
  Buy   long Magnit 198.57 21.640   7/16/12 22.510 4,297        263,675 -48,038  
7/16/12 Sell DAX short thyssenkrupp 355.72 14.565 10.775 6/04/12 12.670 -4,507 3,833 -674 114,963  259,168 -44,205 214,963
    RTX long Magnit 198.57 22.510   7/09/12 21.640 -4,297 4,470 173 115,135  254,871 -39,735 215,135
    OMXC 20 short Vestas Wind Systems 1,202.46 3.392 4.854 6/25/12 4.058 -4,879 5,837 958 116,094  249,992 -33,898 216,094
    Nikkei (TYO) long OKI Electric 374.55 12.784   7/02/12 12.765 -4,781 4,788 7 116,101  245,211 -29,110 216,101
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX Continental 65.43 71.440   8/11/14 159.700 4,674        249,885 -33,784  
    RTX short RusHydro 2,194.37 2.130   9/03/12 2.010 4,674        254,559 -38,458  
    OMXC 20 long Genmab 551.91 8.469   6/24/13 22.604 4,674        259,233 -43,132  
    Nikkei (TYO) short Nippon Sheet Glass 612.67 7.629   11/19/12 7.143 4,674        263,907 -47,806  
7/23/12 Sell Kospi 50 short SK Holdings 99.04 68.528 44.029 5/21/12 56.279 -5,574 4,361 -1,213 114,887  258,333 -43,446 214,887
    MDAX long Dürr 383.55 13.345   7/02/12 12.465 -4,781 5,118 338 115,225  253,552 -38,327 215,225
    OMXS 30 short ABB 203.33 14.168 11.765 5/14/12 12.967 -2,636 2,392 -244 114,981  250,916 -35,935 214,981
      Nokia 1,127.48 1.752 3.121 5/14/12 2.338 -2,637 3,519 882 115,863  248,279 -32,416 215,863
  Buy Kospi 50 long Amorepacific Group 175.27 26.166   10/20/14 87.497 4,586        252,865 -37,002  
    MDAX short Ströer Media 578.53 7.927   8/06/12 7.080 4,586        257,451 -41,588  
    OMXS 30 long Electrolux 129.39 17.722   6/24/13 19.030 2,293        259,744 -43,881  
      Swedbank 166.30 13.789   6/24/13 16.871 2,293        262,037 -46,174  
7/30/12 Sell FTSE short Aviva 13.49 382.206 286.108 6/04/12 334.157 -4,508 3,860 -648 115,215  257,529 -42,314 215,215
    NZX 50 Katmandu 5,844.61 0.992 0.916 5/21/12 0.954 -5,574 5,352 -222 114,993  251,955 -36,963 214,993
  Buy FTSE long Ashtead 13.35 333.248   8/24/15 1,199.890 4,449        256,404 -41,411  
8/06/12 Sell MDAX short Ströer Media 578.53 7.080 8.875 7/23/12 7.927 -4,586 5,135 549 115,542  251,818 -36,277 215,542
    FT 30 Man Group 51.07 106.958 99.561 5/14/12 103.259 -5,273 5,085 -189 115,353  246,545 -31,192 215,353
  Buy MDAX long Dürr 332.72 13.838   10/29/12 14.790 4,604        251,149 -35,796  
    FT 30 Ferguson 1.50 3,068.570   6/24/13 3,452.810 4,603        255,752 -40,399  
8/13/12 Sell France short Solocal 178.73 20.100 40.666 4/23/12 28.590 -5,110 7,268 2,158 117,511  250,642 -33,131 217,511
    Nordic 30 Nokia 2,021.25 2.220 2.595 5/07/12 2.400 -4,851 5,244 393 117,904  245,791 -27,886 217,904
    Topix (FRA) Mazda Motor 720.90 4.800 8.694 3/19/12 6.460 -4,657 6,268 1,611 119,515  241,134 -21,619 219,515
  Buy France long Eurofins Scientific 47.77 103.550   4/22/13 153.250 4,947        246,080 -26,565  
    Nordic 30 Pandora 442.00 11.192   6/03/13 26.264 4,947        251,027 -31,512  
    Topix (FRA) Softbank 306.52 16.139   9/03/12 15.996 4,947        255,974 -36,459  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/20/12 Sell HSI short China Unicom 4,689.16 1.370 1.008 5/21/12 1.189 -5,574 4,726 -848 118,667  250,400 -31,733 218,667
    IBEX 35 Sacyr 1,406.76 1.284 8.553 2/13/12 3.314 -4,662 12,033 7,371 126,038  245,738 -19,701 226,038
    OMXH 25 Outokumpu 484.08 6.980 19.345 4/09/12 11.620 -5,625 9,364 3,739 129,777  240,113 -10,336 229,777
    TSX 60 BlackBerry 524.07 5.638 18.115 4/16/12 10.106 -5,296 9,494 4,197 133,975  234,817 -843 233,975
    PSI 20 Banco Comercial 8,068.63 0.452 0.960 4/02/12 0.659 -5,314 7,743 2,429 136,403  229,503 6,900 236,403
  Buy HSI long Galaxy Entertainment 2,585.55 2.352   4/22/13 3.135 6,082        235,585 818  
    IBEX 35 Grifols 541.10 11.240   11/05/12 13.025 6,082        241,667 -5,264  
    OMXH 25 Huhtamäki 511.52 11.890   10/22/12 12.450 6,082        247,749 -11,346  
    TSX 60 Couche-Tard 909.80 6.685   4/22/13 7.405 6,082        253,831 -17,428  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,067.82 2.490 2.736 5/21/12 2.610 -2,787 2,921 134 136,538  251,044 -14,507 236,538
      Smurfit Kappa 502.16 6.550 4.550 5/21/12 5.550 -2,787 2,285 -502 136,035  248,257 -12,222 236,035
    MerVal YPF 380.40 14.446 12.421 4/23/12 13.433 -5,110 4,725 -385 135,650  243,147 -7,497 235,650
  Buy ISEQ 20 long Kerry Group 75.88 37.580   6/17/13 42.250 2,852        245,999 -10,349  
      Smurfit Kappa 435.34 6.550   6/17/13 12.270 2,851        248,850 -13,200  
9/03/12 Sell S&P 100 long Biogen 37.44 116.954   1/09/12 90.342 -3,382 4,379 996 136,647  245,468 -8,821 236,647
    AEX short ArcelorMittal 145.24 35.565 42.177 4/09/12 38.730 -5,625 6,126 501 137,147  239,843 -2,696 237,147
    RTX RusHydro 2,194.37 2.010 2.257 7/16/12 2.130 -4,674 4,953 279 137,426  235,169 2,258 237,426
    OBX 25 REC Silicon 1,523.33 2.359 5.080 5/14/12 3.462 -5,273 7,738 2,465 139,891  229,896 9,996 239,891
    Athex LC Public Power 3,416.77 1.330 1.806 4/16/12 1.550 -5,296 6,172 876 140,767  224,600 16,168 240,767
    Topix (FRA) long Softbank 306.52 15.996   8/13/12 16.139 -4,947 4,903 -44 140,724  219,653 21,071 240,724
  Buy S&P 100 short HP 484.35 13.511   9/17/12 13.872 6,544        226,197 14,527  
    RTX long Magnit 270.19 24.220   9/17/12 27.650 6,544        232,741 7,983  
    OBX 25 Grieg Seafood 4,771.77 1.371   1/07/13 1.707 6,544        239,285 1,439  
    Athex LC Alpha Bank 97.67 67.000   3/25/13 37.850 6,544        245,829 -5,105  
    MerVal short Pampa Energía 38,929.21 0.168   9/10/12 0.164 6,544        252,373 -11,649  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Kansai Electric Pwr 1,147.67 5.702   3/11/13 6.145 6,544        258,917 -18,193  
9/10/12 Sell Germany short SolarWorld 22.29 182.550 306.524 5/14/12 236.550 -5,273 6,832 1,560 142,283  253,644 -11,361 242,283
    MerVal Pampa Energía 38,929.21 0.164 0.172 9/03/12 0.168 -6,544 6,708 164 142,447  247,100 -4,653 242,447
    CAC Mid 60 Vallourec 152.58 36.345 32.775 5/14/12 34.560 -5,273 5,001 -272 142,174  241,827 348 242,174
    Indices Athex Large Cap 2.75 2,671.700 1,384.500 5/21/12 2,028.100 -5,577 3,807 -1,770 140,405  236,250 4,155 240,405
  Buy Germany long ADLER Real Estate 5,180.51 1.180   6/24/13 2.050 6,113        242,363 -1,958  
    CAC Mid 60 Eurofins Scientific 55.57 110.000   4/22/13 153.250 6,113        248,475 -8,071  
    Indices OMXC 20 92.06 66.404   6/17/13 70.001 6,113        254,588 -14,184  
9/17/12 Sell S&P 100 short HP 484.35 13.872 13.150 9/03/12 13.511 -6,544 6,369 -175 140,230  248,044 -7,815 240,230
    CAC 40 Peugeot 661.61 5.861 12.333 4/09/12 8.502 -5,625 8,160 2,535 142,764  242,419 345 242,764
    RTX long Magnit 270.19 27.650   9/03/12 24.220 -6,544 7,471 927 143,691  235,875 7,815 243,691
    HSI-Fin short HK Exchgs & Clrg 464.34 11.718 10.994 5/14/12 11.356 -5,273 5,105 -168 143,523  230,602 12,920 243,523
    HSI-C&I Citic Pacific 4,705.39 0.959 1.464 5/21/12 1.185 -5,574 6,887 1,313 144,836  225,028 19,808 244,836
    DJTA long Delta Air Lines 544.53 7.031   7/02/12 8.780 -4,781 3,829 -952 143,884  220,247 23,636 243,884
  Buy S&P 100 Gilead Sciences 266.85 25.063   10/13/14 79.611 6,688        226,935 16,948  
    CAC 40 Credit Agricole 1,117.65 5.984   9/24/12 5.714 6,688        233,623 10,260  
    RTX short RusHydro 3,200.00 2.090   2/04/13 1.770 6,688        240,311 3,572  
    HSI-Fin long Bank of China (HK) 2,802.08 2.387   5/13/13 2.748 6,688        246,999 -3,116  
    HSI-C&I Galaxy Entertainment 2,751.13 2.431   4/08/13 3.018 6,688        253,687 -9,804  
    DJTA short Expeditors Wash 228.15 29.314   9/24/12 28.398 6,688        260,375 -16,492  
9/24/12 Sell CAC 40 long Credit Agricole 1,117.65 5.714   9/17/12 5.984 -6,688 6,386 -302 143,582  253,687 -10,105 243,582
    DJTA short Expeditors Wash 228.15 28.398 30.259 9/17/12 29.314 -6,688 6,904 216 143,798  246,999 -3,202 243,798
  Buy   long Avis Budget 484.25 12.419   7/20/15 38.916 6,014        253,013 -9,216  
10/01/12 Buy CAC Next 20 short Hermes International 27.73 211.450   12/10/12 235.500 5,864        258,877 -15,079  
10/15/12 Buy AEX short KPN 1,576.67 3.626   2/02/15 2.756 5,717        264,594 -20,796  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Pampa Energía 37,911.14 0.151   10/22/12 0.141 5,717        270,311 -26,513  
10/22/12 Sell BEL 20 long Galapagos 398.29 16.900   6/25/12 12.250 -4,879 6,731 1,852 145,650  265,432 -19,782 245,650
    OMXH 25 Huhtamäki 511.52 12.450   8/20/12 11.890 -6,082 6,368 286 145,936  259,350 -13,414 245,936
    MerVal short Pampa Energía 37,911.14 0.141 0.161 10/15/12 0.151 -5,717 6,119 402 146,338  253,633 -7,295 246,338
    DJ Global Titans long Apple 66.75 69.545   5/28/12 65.229 -4,354 4,642 288 146,626  249,279 -2,653 246,626
  Buy BEL 20 short Bekaert 282.62 21.580   11/12/12 21.290 6,099        255,378 -8,752  
    OMXH 25 Outokumpu 942.66 6.470   11/05/12 6.200 6,099        261,477 -14,851  
    DJ Global Titans Telefónica 580.86 10.500   10/29/12 10.070 6,099        267,576 -20,950  
10/29/12 Sell MDAX long Dürr 332.72 14.790   8/06/12 13.838 -4,604 4,921 317 146,943  262,972 -16,029 246,943
    SDAX short Klöckner 711.51 7.058 8.695 5/21/12 7.834 -5,574 6,187 613 147,556  257,398 -9,842 247,556
    DJ Global Titans Telefónica 580.86 10.070 10.948 10/22/12 10.500 -6,099 6,359 260 147,816  251,299 -3,482 247,816
  Buy MDAX Ströer Media 921.27 6.630   1/14/13 6.901 6,108        257,407 -9,590  
    SDAX long ADLER Real Estate 3,865.82 1.580   11/26/12 1.285 6,108        263,515 -15,698  
    MerVal short Pampa Energía 42,182.32 0.145   12/24/12 0.147 6,108        269,623 -21,806  
    BAX long KUKA 261.30 23.375   6/24/13 31.820 6,108        275,731 -27,914  
    DJ Global Titans Bank of America 847.91 7.204   12/16/13 11.075 6,108        281,839 -34,022  
11/05/12 Sell MIB short UnipolSai 487.33 0.935 28.146 6/27/11 5.130 -2,500 13,717 11,217 159,033  279,339 -20,306 259,033
    IBEX 35 long Grifols 541.10 13.025   8/20/12 11.240 -6,082 7,048 966 159,999  273,257 -13,258 259,999
    OMXH 25 short Outokumpu 942.66 6.200 6.752 10/22/12 6.470 -6,099 6,365 266 160,264  267,158 -6,893 260,264
  Buy MIB long Azimut 680.78 9.304   8/04/14 18.460 6,334        273,492 -13,227  
    OMXH 25 Konecranes 250.85 25.250   11/12/12 24.380 6,334        279,826 -19,561  
11/12/12 Sell BEL 20 short Bekaert 282.62 21.290 21.874 10/22/12 21.580 -6,099 6,182 83 160,348  273,727 -13,379 260,348
    OMXH 25 long Konecranes 250.85 24.380   11/05/12 25.250 -6,334 6,116 -218 160,129  267,393 -7,263 260,129
  Buy BEL 20 Galapagos 373.80 16.910   6/24/13 14.210 6,321        273,714 -13,584  
    OMXH 25 short Outokumpu 984.58 6.420   12/31/12 7.400 6,321        280,035 -19,905  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/19/12 Sell SMI long Swiss Re 96.78 54.864   6/18/12 46.620 -4,512 5,310 798 160,927  275,523 -14,596 260,927
    Nikkei (TYO) short Nippon Sheet Glass 612.67 7.143 8.148 7/16/12 7.629 -4,674 4,992 318 161,245  270,849 -9,604 261,245
  Buy PSI 20 Impresa 21,693.10 0.290   12/17/12 0.300 6,291        277,140 -15,895  
    SMI Julius Bär 240.85 26.121   12/17/12 27.324 6,291        283,431 -22,186  
    Nikkei (TYO) long Subaru 769.48 8.176   10/07/13 20.003 6,291        289,722 -28,477  
11/26/12 Sell SDAX long ADLER Real Estate 3,865.82 1.285   10/29/12 1.580 -6,108 4,968 -1,140 160,105  283,614 -23,509 260,105
    SLI short Lonza 148.10 36.099 32.909 4/23/12 34.504 -5,110 4,874 -236 159,869  278,504 -18,635 259,869
  Buy SDAX Deutz 1,855.38 3.250   12/10/12 3.138 6,030        284,534 -24,665  
    SLI long Swiss Life 57.86 104.219   6/24/13 120.698 6,030        290,564 -30,695  
12/10/12 Sell SSE 50 short China Unicom 8,907.11 0.413 0.620 6/04/12 0.506 -4,507 5,518 1,011 160,880  286,057 -25,177 260,880
    SDAX Deutz 1,855.38 3.138 3.366 11/26/12 3.250 -6,030 6,245 215 161,095  280,027 -18,932 261,095
    CAC Next 20 Hermes International 27.73 235.500 187.400 10/01/12 211.450 -5,864 5,197 -667 160,428  274,164 -13,736 260,428
  Buy SSE 50 long China Rwy Constr 8,613.13 0.716   4/29/13 0.634 6,167        280,331 -19,903  
    CAC 40 Societe Generale 214.02 28.815   1/14/13 34.140 6,167        286,498 -26,070  
    SDAX ADLER Real Estate 4,405.00 1.400   6/10/13 2.099 6,167        292,665 -32,237  
12/17/12 Sell PSI 20 short Impresa 21,693.10 0.300 0.280 11/19/12 0.290 -6,291 6,074 -217 160,211  286,374 -26,163 260,211
    SMI Julius Bär 240.85 27.324 24.917 11/19/12 26.121 -6,291 6,001 -290 159,921  280,082 -20,161 259,921
  Buy   long Richemont 100.00 59.929   10/14/13 74.199 5,993        286,075 -26,154  
12/24/12 Sell MerVal short Pampa Energía 42,182.32 0.147 0.143 10/29/12 0.145 -6,108 6,019 -89 159,833  279,967 -20,135 259,833
  Buy   long Gr Fin Galicia 8,591.91 0.697   5/27/13 0.697 5,992        285,959 -26,127  
12/31/12 Sell OMXH 25 short Outokumpu 984.58 7.400 5.440 11/12/12 6.420 -6,321 5,356 -965 158,868  279,638 -20,771 258,868
  Buy   long Orion 268.11 22.200   3/18/13 22.000 5,952        285,590 -26,723  
1/07/13 Sell OBX 25 long Grieg Seafood 4,771.77 1.707   9/03/12 1.371 -6,544 8,144 1,600 160,468  279,046 -18,579 260,468
    Nikkei (FRA) short Nippon Sheet Glass 291.65 9.100 8.980 5/14/12 9.040 -2,637 2,619 -18 160,450  276,410 -15,960 260,450
      Sharp 68.25 23.550 63.366 5/14/12 38.630 -2,637 4,325 1,688 162,138  273,773 -11,635 262,138
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 long Mediaset Esp 1,099.37 5.696   2/04/13 5.150 6,262        280,035 -17,897  
    OBX 25 short REC Silicon 3,474.45 1.802   1/21/13 1.488 6,262        286,297 -24,159  
    Nikkei (FRA) long Subaru 316.26 9.900   1/14/13 9.907 3,131        289,428 -27,290  
      Shinsei Bank 200.71 15.600   1/14/13 13.840 3,131        292,559 -30,421  
1/14/13 Sell CAC 40 long Societe Generale 214.02 34.140   12/10/12 28.815 -6,167 7,307 1,140 163,278  286,392 -23,114 263,278
    MDAX short Ströer Media 921.27 6.901 6.359 10/29/12 6.630 -6,108 5,858 -250 163,028  280,284 -17,256 263,028
    Nikkei (FRA) long Subaru 316.26 9.907   1/07/13 9.900 -3,131 3,133 2 163,031  277,153 -14,123 263,031
      Shinsei Bank 200.71 13.840   1/07/13 15.600 -3,131 2,778 -353 162,677  274,022 -11,345 262,677
  Buy CAC 40 short Engie 407.19 15.430   1/28/13 15.390 6,283        280,305 -17,628  
    MDAX long KUKA 222.92 28.185   6/24/13 31.820 6,283        286,588 -23,911  
    Nikkei (FRA) short Screen 161.23 19.485   2/11/13 16.805 3,142        289,730 -27,052  
1/21/13 Sell OBX 25 short REC Silicon 3,474.45 1.488 2.182 1/07/13 1.802 -6,262 7,583 1,321 163,998  283,468 -19,470 263,998
  Buy   long Grieg Seafood 3,520.50 1.736   1/28/13 1.688 6,113        289,581 -25,583  
1/28/13 Sell CAC 40 short Engie 407.19 15.390 15.470 1/14/13 15.430 -6,283 6,299 16 164,014  283,298 -19,284 264,014
    OBX 25 long Grieg Seafood 3,520.50 1.688   1/21/13 1.736 -6,113 5,943 -170 163,844  277,185 -13,341 263,844
  Buy CAC 40 Credit Agricole 806.75 7.762   2/11/13 7.414 6,262        283,447 -19,603  
    OBX 25 short REC Silicon 4,048.36 1.547   2/25/13 1.312 6,262        289,709 -25,865  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,099.37 5.150   1/07/13 5.696 -6,262 5,662 -600 163,244  283,447 -20,203 263,244
    RTX short RusHydro 3,200.00 1.770 2.468 9/17/12 2.090 -6,688 7,897 1,209 164,453  276,759 -12,306 264,453
  Buy IBEX 35 Bankia 287.23 21.944   9/09/13 3.016 6,303        283,062 -18,609  
    RTX long Magnit 181.85 34.660   3/11/13 34.010 6,303        289,365 -24,911  
2/11/13 Sell CAC 40 long Credit Agricole 806.75 7.414   1/28/13 7.762 -6,262 5,981 -281 164,173  283,103 -18,930 264,173
    Nikkei (FRA) short Screen 161.23 16.805 22.592 1/14/13 19.485 -3,142 3,643 501 164,674  279,961 -15,288 264,674
    GCX REC Silicon 1,468.94 1.027 11.783 4/23/12 3.479 -5,110 17,309 12,199 176,872  274,851 2,021 276,872
  Buy CAC 40 Orange 884.43 7.883   2/25/13 7.479 6,972        281,823 -4,951  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ÖkoDAX long PNE Wind 2,498.92 2.790   4/29/13 2.700 6,972        288,795 -11,923  
    Nikkei (FRA) Subaru 322.78 10.800   8/26/13 18.441 3,486        292,281 -15,409  
      Mazda Motor 280.11 12.445   8/26/13 15.485 3,486        295,767 -18,895  
    GCX SunPower 987.16 7.063   11/25/13 21.795 6,972        302,739 -25,867  
2/18/13 Sell GEX short ZhongDe Waste Tech 1,732.50 2.050 3.824 5/07/12 2.800 -4,851 6,626 1,775 178,647  297,888 -19,241 278,647
  Buy   long MBB 350.54 18.500   4/22/13 17.650 6,485        304,373 -25,726  
2/25/13 Sell CAC 40 short Orange 884.43 7.479 8.309 2/11/13 7.883 -6,972 7,349 377 179,024  297,401 -18,377 279,024
    OBX 25 REC Silicon 4,048.36 1.312 1.824 1/28/13 1.547 -6,262 7,385 1,123 180,147  291,139 -10,992 280,147
  Buy CAC 40 long Credit Agricole 900.07 7.475   4/22/13 6.300 6,728        297,867 -17,720  
    OBX 25 Norwegian 230.09 29.241   4/15/13 28.036 6,728        304,595 -24,448  
3/11/13 Sell RTX long Magnit 181.85 34.010   2/04/13 34.660 -6,303 6,185 -118 180,029  298,292 -18,263 280,029
    Topix (FRA) short Kansai Electric Pwr 1,147.67 6.145 5.259 9/03/12 5.702 -6,544 6,036 -508 179,521  291,748 -12,228 279,521
  Buy RTX RusHydro 3,977.38 1.680   9/14/15 0.774 6,682        298,430 -18,910  
    Topix (FRA) long Mazda Motor 540.83 12.355   4/01/13 11.250 6,682        305,112 -25,592  
3/18/13 Sell OMXH 25 long Orion 268.11 22.000   12/31/12 22.200 -5,952 5,898 -54 179,467  299,160 -19,693 279,467
  Buy   short Outokumpu 1,176.45 5.520   9/16/13 4.600 6,494        305,654 -26,187  
3/25/13 Sell Athex LC long Alpha Bank 97.67 37.850   9/03/12 67.000 -6,544 3,697 -2,847 176,620  299,110 -22,490 276,620
  Buy   short Eurobank Ergasias 24.43 260.000   9/30/13 50.000 6,352        305,462 -28,842  
4/01/13 Sell Topix (FRA) long Mazda Motor 540.83 11.250   3/11/13 12.355 -6,682 6,084 -598 176,022  298,780 -22,758 276,022
  Buy   short Nidec 289.02 21.905   4/15/13 21.896 6,331        305,111 -29,089  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,751.13 3.018   9/17/12 2.431 -6,688 8,304 1,616 177,638  298,423 -20,785 277,638
  Buy   short Li & Fung 6,157.46 1.043   9/30/13 1.073 6,421        304,844 -27,206  
4/15/13 Sell OBX 25 long Norwegian 230.09 28.036   2/25/13 29.241 -6,728 6,451 -277 177,361  298,116 -20,755 277,361
    Topix (FRA) short Nidec 289.02 21.896 21.914 4/01/13 21.905 -6,331 6,334 3 177,364  291,785 -14,422 277,364
  Buy OBX 25 Frontline 886.70 7.413   10/21/13 8.829 6,573        298,358 -20,995  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Mazda Motor 561.55 11.705   6/03/13 14.600 6,573        304,931 -27,568  
4/22/13 Sell France long Eurofins Scientific 47.77 153.250   8/13/12 103.550 -4,947 7,321 2,374 179,738  299,985 -20,247 279,738
    HSI Galaxy Entertainment 2,585.55 3.135   8/20/12 2.352 -6,082 8,105 2,023 181,761  293,903 -12,142 281,761
    CAC 40 Credit Agricole 900.07 6.300   2/25/13 7.475 -6,728 5,670 -1,058 180,703  287,174 -6,471 280,703
    TSX 60 Couche-Tard 909.80 7.405   8/20/12 6.685 -6,082 6,737 655 181,358  281,092 265 281,358
    CAC Mid 60 Eurofins Scientific 55.57 153.250   9/10/12 110.000 -6,113 8,516 2,403 183,761  274,980 8,782 283,761
    GEX MBB 350.54 17.650   2/18/13 18.500 -6,485 6,187 -298 183,463  268,495 14,969 283,463
  Buy France short ArcelorMittal 283.80 26.286   5/06/13 29.061 7,460        275,955 7,509  
    HSI China Shenhua HK 2,932.16 2.544   9/16/13 2.475 7,460        283,415 49  
    CAC 40 ArcelorMittal 283.80 26.286   8/05/13 28.620 7,460        290,875 -7,411  
    TSX 60 Barrick Gold 515.77 14.464   9/30/13 13.729 7,460        298,335 -14,871  
    CAC Mid 60 CGG 14.98 497.920   4/29/13 532.320 7,459        305,794 -22,330  
    GEX YOC 1,477.52 5.049   9/23/13 2.219 7,460        313,254 -29,790  
4/29/13 Sell SSE 50 long China Rwy Constr 8,613.13 0.634   12/10/12 0.716 -6,167 5,463 -704 182,760  307,087 -24,327 282,760
    ÖkoDAX PNE Wind 2,498.92 2.700   2/11/13 2.790 -6,972 6,747 -225 182,535  300,115 -17,580 282,535
    CAC Mid 60 short CGG 14.98 532.320 463.520 4/22/13 497.920 -7,459 6,944 -515 182,019  292,656 -10,636 282,019
  Buy SSE 50 China Northern Rare 2,988.55 2.270   5/06/13 2.286 6,784        299,440 -17,420  
    ÖkoDAX SolarWorld 63.97 106.050   4/13/15 14.550 6,784        306,224 -24,204  
5/06/13 Sell France short ArcelorMittal 283.80 29.061 23.511 4/22/13 26.286 -7,460 6,672 -788 181,232  298,764 -17,532 281,232
    SSE 50 China Northern Rare 2,988.55 2.286 2.254 4/29/13 2.270 -6,784 6,736 -48 181,184  291,980 -10,796 281,184
  Buy   long China Minsheng Bk 6,427.96 1.052   5/13/13 1.064 6,759        298,739 -17,555  
5/13/13 Sell   long China Minsheng Bk 6,427.96 1.064   5/06/13 1.052 -6,759 6,841 82 181,265  291,980 -10,714 281,265
    HSI-Fin Bank of China (HK) 2,802.08 2.748   9/17/12 2.387 -6,688 7,699 1,011 182,276  285,292 -3,015 282,276
  Buy SSE 50 short China Northern Rare 2,948.18 2.368   11/04/13 2.137 6,981        292,273 -9,996  
    HSI-Fin Ping An 2,330.11 2.996   10/14/13 2.804 6,981        299,254 -16,977  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/27/13 Sell MerVal long Gr Fin Galicia 8,591.91 0.697   12/24/12 0.697 -5,992 5,986 -6 182,270  293,262 -10,991 282,270
  Buy   short Pampa Energía 41,652.33 0.163   6/10/13 0.158 6,781        300,043 -17,772  
6/03/13 Sell Nordic 30 long Pandora 442.00 26.264   8/13/12 11.192 -4,947 11,609 6,662 188,932  295,096 -6,164 288,932
    Topix (FRA) Mazda Motor 561.55 14.600   4/15/13 11.705 -6,573 8,199 1,626 190,558  288,523 2,035 290,558
  Buy Nordic 30 short Equinor 421.79 17.340   7/29/13 16.264 7,314        295,837 -5,279  
    Topix (FRA) Inpex 919.65 7.953   11/18/13 8.519 7,314        303,151 -12,593  
6/10/13 Sell SDAX long ADLER Real Estate 4,405.00 2.099   12/10/12 1.400 -6,167 9,246 3,079 193,637  296,984 -3,347 293,637
    HSI-Prop China Ov Land & Inv 1,372.16 2.124   1/16/12 1.541 -2,115 2,914 800 194,437  294,869 -433 294,437
      China Res Land 1,496.36 2.183   1/16/12 1.413 -2,115 3,266 1,151 195,588  292,755 2,833 295,588
    MerVal short Pampa Energía 41,652.33 0.158 0.168 5/27/13 0.163 -6,781 6,981 200 195,788  285,974 9,814 295,788
    STI long ThaiBev 22,530.63 0.382   7/02/12 0.212 -4,781 8,598 3,817 199,605  281,193 18,412 299,605
  Buy France short ArcelorMittal 282.00 28.191   7/08/13 26.415 7,950        289,143 10,462  
    SDAX Hypoport 1,062.83 7.480   9/30/13 8.120 7,950        297,093 2,512  
    HSI-Prop Hang Lung 1,547.78 2.568   11/18/13 2.531 3,975        301,068 -1,463  
      Sino Land 3,693.89 1.076   11/18/13 1.043 3,975        305,043 -5,438  
    MerVal long Telecom Argentina 2,098.84 3.788   6/17/13 3.268 7,950        312,993 -13,388  
    CAC Mid 60 short CGG 14.17 561.120   8/05/13 575.840 7,951        320,944 -21,339  
6/17/13 Sell ISEQ 20 long Kerry Group 75.88 42.250   8/27/12 37.580 -2,852 3,206 354 199,959  318,092 -18,133 299,959
      Smurfit Kappa 435.34 12.270   8/27/12 6.550 -2,851 5,342 2,490 202,449  315,241 -12,792 302,449
    MerVal Telecom Argentina 2,098.84 3.268   6/10/13 3.788 -7,950 6,859 -1,091 201,358  307,291 -5,932 301,358
    Indices OMXC 20 92.06 70.001   9/10/12 66.404 -6,113 6,444 331 201,690  301,178 512 301,690
  Buy ISEQ 20 short CRH 241.67 15.631   7/29/13 15.994 3,778        304,955 -3,266  
    PSI 20 long Teixeira Duarte 13,990.74 0.540   6/24/13 0.570 7,555        312,510 -10,821  
    MerVal short Comercial del Plata 107,467.99 0.070   8/12/13 0.067 7,555        320,065 -18,376  
    Indices RTX 5.42 1,393.590   8/12/13 1,391.500 7,553        327,618 -25,929  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/24/13 Sell Germany long ADLER Real Estate 5,180.51 2.050   9/10/12 1.180 -6,113 10,620 4,507 206,197  321,505 -15,309 306,197
    MDAX KUKA 222.92 31.820   1/14/13 28.185 -6,283 7,093 810 207,007  315,222 -8,215 307,007
    BEL 20 Galapagos 373.80 14.210   11/12/12 16.910 -6,321 5,312 -1,009 205,998  308,901 -2,904 305,998
    PSI 20 Teixeira Duarte 13,990.74 0.570   6/17/13 0.540 -7,555 7,975 420 206,417  301,346 5,071 306,417
    OMXC 20 Genmab 551.91 22.604   7/16/12 8.469 -4,674 12,475 7,801 214,219  296,672 17,546 314,219
    OMXS 30 Electrolux 129.39 19.030   7/23/12 17.722 -2,293 2,462 169 214,388  294,379 20,009 314,388
      Swedbank 166.30 16.871   7/23/12 13.789 -2,293 2,806 513 214,901  292,086 22,814 314,901
    FT 30 Ferguson 1.50 3,452.810   8/06/12 3,068.570 -4,603 5,179 576 215,477  287,484 27,993 315,477
    SLI Swiss Life 57.86 120.698   11/26/12 104.219 -6,030 6,984 953 216,430  281,453 34,977 316,430
    BAX KUKA 261.30 31.820   10/29/12 23.375 -6,108 8,315 2,207 218,637  275,346 43,292 318,637
  Buy Germany short SolarWorld 98.40 91.950   7/29/13 77.250 9,048        284,393 34,244  
    MDAX Salzgitter 356.15 25.405   7/01/13 25.340 9,048        293,441 25,196  
    BEL 20 Aperam 1,087.50 8.320   7/15/13 8.461 9,048        302,489 16,148  
    OMXC 20 FLSmidth 258.28 35.032   7/01/13 34.376 9,048        311,537 7,100  
    OMXS 30 Boliden 473.76 9.549   7/08/13 9.256 4,524        316,061 2,576  
      Tele2 515.37 8.778   7/08/13 9.227 4,524        320,585 -1,948  
    FT 30 Man Group 94.99 95.252   7/01/13 100.211 9,048        329,633 -10,996  
    SLI Kühne & Nagel 111.50 81.145   7/08/13 90.725 9,048        338,681 -20,044  
    BAX SFC Energy 1,904.84 4.750   7/01/13 4.650 9,048        347,729 -29,092  
7/01/13 Sell MDAX short Salzgitter 356.15 25.340 25.470 6/24/13 25.405 -9,048 9,071 23 218,660  338,681 -20,021 318,660
    OMXC 20 FLSmidth 258.28 34.376 35.701 6/24/13 35.032 -9,048 9,221 173 218,833  329,633 -10,800 318,833
    FT 30 Man Group 94.99 100.211 90.294 6/24/13 95.252 -9,048 8,577 -471 218,362  320,585 -2,223 318,362
    BAX SFC Energy 1,904.84 4.650 4.852 6/24/13 4.750 -9,048 9,243 195 218,557  311,537 7,020 318,557
  Buy MDAX long Dürr 339.16 23.998   7/28/14 30.355 8,139        319,676 -1,119  
    OMXC 20 Vestas Wind Systems 754.13 10.793   9/01/14 31.864 8,139        327,815 -9,258  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 108.71 74.871   9/09/13 90.907 8,139        335,954 -17,398  
    BAX Morphosys 184.37 44.145   4/14/14 58.270 8,139        344,093 -25,537  
7/08/13 Sell France short ArcelorMittal 282.00 26.415 30.086 6/10/13 28.191 -7,950 8,484 535 219,091  336,143 -17,052 319,091
    OMXS 30 Boliden 473.76 9.256 9.852 6/24/13 9.549 -4,524 4,667 143 219,235  331,619 -12,385 319,235
      Tele2 515.37 9.227 8.329 6/24/13 8.778 -4,524 4,293 -231 219,003  327,095 -8,092 319,003
    SLI Kühne & Nagel 111.50 90.725 71.565 6/24/13 81.145 -9,048 7,979 -1,068 217,935  318,048 -113 317,935
  Buy OMXS 30 long Nokia 1,247.02 3.186   10/13/14 6.407 3,973        322,020 -4,085  
      Kinnevik 181.66 21.868   10/13/14 22.475 3,972        325,993 -8,058  
    SLI Lonza 131.98 60.201   8/12/13 56.494 7,945        333,938 -16,003  
7/15/13 Sell BEL 20 short Aperam 1,087.50 8.461 8.179 6/24/13 8.320 -9,048 8,895 -153 217,782  324,890 -7,108 317,782
  Buy   long KBC 247.72 31.350   10/13/14 40.740 7,766        332,656 -14,874  
7/29/13 Sell Germany short SolarWorld 98.40 77.250 109.447 6/24/13 91.950 -9,048 10,770 1,722 219,503  323,608 -4,105 319,503
    ATX long Österreichische Post 188.45 31.600   6/25/12 25.890 -4,879 5,955 1,076 220,580  318,729 1,850 320,580
    ISEQ 20 short CRH 241.67 15.994 15.268 6/17/13 15.631 -3,778 3,690 -88 220,492  314,952 5,540 320,492
    Nordic 30 Equinor 421.79 16.264 18.488 6/03/13 17.340 -7,314 7,798 484 220,976  307,638 13,338 320,976
  Buy ATX Raiffeisen Bank Int 362.01 23.085   10/21/13 25.350 8,357        315,995 4,981  
    ISEQ 20 long FBD Holdings 267.85 15.600   8/05/13 16.650 4,178        320,173 803  
      Smurfit Kappa 292.20 14.300   8/05/13 15.150 4,178        324,352 -3,376  
    Nordic 30 Pandora 290.99 28.719   4/28/14 46.257 8,357        332,709 -11,733  
8/05/13 Sell CAC 40 short ArcelorMittal 283.80 28.620 23.952 4/22/13 26.286 -7,460 6,798 -662 220,314  325,249 -4,935 320,314
    ISEQ 20 long FBD Holdings 267.85 16.650   7/29/13 15.600 -4,178 4,460 281 220,595  321,070 -475 320,595
      Smurfit Kappa 292.20 15.150   7/29/13 14.300 -4,178 4,427 248 220,843  316,892 3,952 320,843
    CAC Mid 60 short CGG 14.17 575.840 546.400 6/10/13 561.120 -7,951 7,742 -209 220,635  308,941 11,694 320,635
  Buy ISEQ 20 Flutter 68.10 61.000   9/09/13 61.200 4,154        313,095 7,540  
8/12/13 Sell MerVal short Comercial del Plata 107,467.99 0.067 0.074 6/17/13 0.070 -7,555 7,931 376 221,011  305,540 15,471 321,011
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI long Lonza 131.98 56.494   7/08/13 60.201 -7,945 7,456 -489 220,522  297,594 22,927 320,522
    Indices short RTX 5.42 1,391.500 1,395.690 6/17/13 1,393.590 -7,553 7,565 11 220,533  290,041 30,492 320,533
  Buy MerVal long Telecom Argentina 2,081.65 4.215   2/10/14 2.998 8,775        298,816 21,717  
    Indices Merval 17.50 501.316   8/04/14 750.468 8,773        307,589 12,944  
8/26/13 Sell Nikkei (FRA) long Subaru 322.78 18.441   2/11/13 10.800 -3,486 5,952 2,466 222,999  304,103 18,896 322,999
      Mazda Motor 280.11 15.485   2/11/13 12.445 -3,486 4,338 852 223,851  300,617 23,234 323,851
  Buy PSI 20 Teixeira Duarte 12,950.75 0.670   9/02/13 0.650 8,677        309,294 14,557  
    Nikkei (FRA) short Nikon 329.92 13.150   9/09/13 12.596 4,338        313,633 10,218  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,950.75 0.650   8/26/13 0.670 -8,677 8,418 -259 223,592  304,956 18,636 323,592
9/09/13 Sell IBEX 35 short Bankia 287.23 3.016 159.661 2/04/13 21.944 -6,303 45,859 39,556 263,148  298,653 64,496 363,148
    ISEQ 20 Flutter 68.10 61.200 60.800 8/05/13 61.000 -4,154 4,140 -14 263,135  294,499 68,636 363,135
    FT 30 long Lloyds Bank 108.71 90.907   7/01/13 74.871 -8,139 9,882 1,743 264,878  286,359 78,519 364,878
    Nikkei (FRA) short Nikon 329.92 12.596 13.728 8/26/13 13.150 -4,338 4,529 191 265,069  282,021 83,048 365,069
  Buy IBEX 35 long Siemens Gamesa 2,082.16 5.380   12/16/13 7.030 11,202        293,223 71,846  
    ISEQ 20 Bank of Ireland 791.10 7.080   10/14/13 6.960 5,601        298,824 66,245  
      Smurfit Kappa 351.16 15.950   10/14/13 17.020 5,601        304,425 60,644  
    PSI 20 Impresa 16,473.53 0.680   9/16/13 0.670 11,202        315,627 49,442  
    FT 30 short Man Group 106.25 105.435   10/14/13 92.741 11,202        326,829 38,239  
    Nikkei (FRA) long Furukawa Co 334.79 16.730   9/30/13 17.160 5,601        332,430 32,638  
      Tokyo Electric Power 1,432.48 3.910   9/30/13 4.520 5,601        338,031 27,037  
9/16/13 Sell HSI short China Shenhua HK 2,932.16 2.475 2.615 4/22/13 2.544 -7,460 7,668 208 265,277  330,571 34,705 365,277
    OMXH 25 Outokumpu 1,176.45 4.600 6.624 3/18/13 5.520 -6,494 7,793 1,299 266,575  324,077 42,498 366,575
    PSI 20 long Impresa 16,473.53 0.670   9/09/13 0.680 -11,202 11,037 -165 266,411  312,875 53,535 366,411
  Buy HSI Galaxy Entertainment 1,961.66 5.352   12/23/13 6.370 10,498        323,373 43,037  
    OMXH 25 Nokia 2,224.15 4.720   10/21/13 5.265 10,498        333,871 32,539  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/23/13 Sell GEX short YOC 1,477.52 2.219 11.488 4/22/13 5.049 -7,460 16,974 9,514 275,925  326,411 49,513 375,925
  Buy PSI 20 long Teixeira Duarte 16,113.64 0.660   12/09/13 0.920 10,635        337,046 38,878  
    GEX Manz 198.53 53.570   4/14/14 65.730 10,635        347,682 28,243  
9/30/13 Sell SDAX short Hypoport 1,062.83 8.120 6.840 6/10/13 7.480 -7,950 7,270 -680 275,245  339,732 35,513 375,245
    HSI-C&I Li & Fung 6,157.46 1.073 1.013 4/08/13 1.043 -6,421 6,236 -185 275,059  333,311 41,749 375,059
    TSX 60 Barrick Gold 515.77 13.729 15.238 4/22/13 14.464 -7,460 7,859 399 275,458  325,851 49,608 375,458
    Athex LC Eurobank Ergasias 24.43 50.000 1,352.000 3/25/13 260.000 -6,352 33,029 26,678 302,136  319,499 82,637 402,136
    Nikkei (FRA) long Furukawa Co 334.79 17.160   9/09/13 16.730 -5,601 5,745 144 302,280  313,898 88,382 402,280
      Tokyo Electric Power 1,432.48 4.520   9/09/13 3.910 -5,601 6,475 874 303,154  308,297 94,857 403,154
  Buy SDAX ADLER Real Estate 4,220.34 2.950   10/14/13 3.079 12,450        320,747 82,407  
    HSI-C&I Galaxy Entertainment 2,406.22 5.174   2/03/14 7.265 12,450        333,197 69,957  
    TSX 60 Bausch Health 161.94 76.879   9/29/14 102.197 12,450        345,647 57,507  
    Athex LC Aegean Airlines 2,964.29 4.200   1/27/14 7.210 12,450        358,097 45,057  
    Nikkei (FRA) short Nikon 475.92 13.080   11/04/13 13.433 6,225        364,322 38,832  
    CAC Next 20 SES 588.65 21.150   10/07/13 21.020 12,450        376,772 26,382  
10/07/13 Sell   short SES 588.65 21.020 21.281 9/30/13 21.150 -12,450 12,527 77 303,231  364,322 38,909 403,231
    Nikkei (TYO) long Subaru 769.48 20.003   11/19/12 8.176 -6,291 15,392 9,101 312,332  358,031 54,301 412,332
  Buy CAC Next 20 EDF 490.95 23.760   10/28/13 25.570 11,665        369,696 42,636  
    Nikkei (TYO) short Nikon 922.11 12.650   10/14/13 13.191 11,665        381,361 30,971  
10/14/13 Sell SDAX long ADLER Real Estate 4,220.34 3.079   9/30/13 2.950 -12,450 12,994 544 312,876  368,911 43,965 412,876
    HSI-Fin short Ping An 2,330.11 2.804 3.201 5/13/13 2.996 -6,981 7,459 478 313,354  361,930 51,424 413,354
    ISEQ 20 long Bank of Ireland 791.10 6.960   9/09/13 7.080 -5,601 5,506 -95 313,259  356,329 56,930 413,259
      Smurfit Kappa 351.16 17.020   9/09/13 15.950 -5,601 5,977 376 313,635  350,728 62,907 413,635
    FT 30 short Man Group 106.25 92.741 119.865 9/09/13 105.435 -11,202 12,736 1,533 315,168  339,525 75,643 415,168
    SMI long Richemont 100.00 74.199   12/17/12 59.929 -5,993 7,420 1,427 316,595  333,532 83,063 416,595
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nikon 922.11 13.191 12.110 10/07/13 12.650 -11,665 11,166 -499 316,096  321,867 94,229 416,096
  Buy SDAX Gerry Weber 417.94 30.526   10/21/13 31.502 12,758        334,625 81,471  
    HSI-Fin long AIA 3,478.85 3.667   1/06/14 3.604 12,758        347,383 68,713  
    ISEQ 20 short Flutter 111.99 56.960   10/28/13 56.500 6,379        353,762 62,334  
    FT 30 long ITV 58.55 217.888   12/02/13 228.772 12,757        366,520 49,577  
    Nikkei (TYO) Tokyo Electric Power 3,268.35 3.904   11/04/13 3.961 12,758        379,278 36,819  
10/21/13 Sell ATX short Raiffeisen Bank Int 362.01 25.350 20.820 7/29/13 23.085 -8,357 7,537 -820 315,276  370,921 44,356 415,276
    SDAX Gerry Weber 417.94 31.502 29.550 10/14/13 30.526 -12,758 12,350 -408 314,868  358,163 56,706 414,868
    OMXH 25 long Nokia 2,224.15 5.265   9/16/13 4.720 -10,498 11,710 1,212 316,081  347,665 68,416 416,081
    OBX 25 short Frontline 886.70 8.829 5.997 4/15/13 7.413 -6,573 5,318 -1,255 314,825  341,092 73,734 414,825
  Buy ATX long Wienerberger 934.79 13.065   8/11/14 11.525 12,213        353,305 61,521  
    SDAX ADLER Real Estate 4,084.62 2.990   3/31/14 5.100 12,213        365,518 49,308  
    OMXH 25 short YIT 1,227.44 9.950   10/28/13 10.035 12,213        377,731 37,095  
    OBX 25 long REC Silicon 3,446.20 3.544   12/16/13 2.538 12,213        389,944 24,882  
10/28/13 Sell ISEQ 20 short Flutter 111.99 56.500 57.424 10/14/13 56.960 -6,379 6,431 52 314,877  383,565 31,312 414,877
    OMXH 25 YIT 1,227.44 10.035 9.865 10/21/13 9.950 -12,213 12,109 -104 314,773  371,352 43,421 414,773
    CAC Next 20 long EDF 490.95 25.570   10/07/13 23.760 -11,665 12,554 889 315,661  359,687 55,975 415,661
  Buy ISEQ 20 Bank of Ireland 767.58 7.680   11/25/13 8.040 5,895        365,582 50,080  
      Smurfit Kappa 342.53 17.210   11/25/13 17.550 5,895        371,477 44,185  
    OMXH 25 Nokia 2,377.02 4.960   11/11/13 5.770 11,790        383,267 32,395  
    CAC Next 20 short STMicroelectronics 2,107.99 5.593   11/11/13 5.653 11,790        395,057 20,605  
11/04/13 Sell SSE 50 short China Northern Rare 2,948.18 2.137 2.623 5/13/13 2.368 -6,981 7,734 753 316,415  388,076 28,339 416,415
    Nikkei (FRA) Nikon 475.92 13.433 12.727 9/30/13 13.080 -6,225 6,057 -168 316,247  381,851 34,396 416,247
    Nikkei (TYO) long Tokyo Electric Power 3,268.35 3.961   10/14/13 3.904 -12,758 12,947 189 316,435  369,093 47,343 416,435
  Buy SSE 50 Shanghai Oriental 2,636.50 4.398   12/23/13 4.388 11,594        380,687 35,749  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Softbank 203.05 28.550   12/16/13 30.884 5,797        386,484 29,952  
      Tokyo Electric Power 1,462.41 3.964   12/16/13 3.730 5,797        392,281 24,155  
    Nikkei (TYO) short Nikon 862.87 13.437   11/18/13 13.220 11,594        403,875 12,561  
11/11/13 Sell OMXH 25 long Nokia 2,377.02 5.770   10/28/13 4.960 -11,790 13,715 1,925 318,361  392,085 26,276 418,361
    CAC Next 20 short STMicroelectronics 2,107.99 5.653 5.533 10/28/13 5.593 -11,790 11,664 -126 318,234  380,295 37,940 418,234
  Buy OMXH 25 Outokumpu 3,258.29 3.500   12/02/13 3.690 11,404        391,699 26,536  
    CAC Next 20 long EDF 440.65 25.880   12/09/13 26.640 11,404        403,103 15,131  
11/18/13 Sell HSI-Prop short Hang Lung 1,547.78 2.531 2.606 6/10/13 2.568 -3,975 4,034 59 318,293  399,128 19,165 418,293
      Sino Land 3,693.89 1.043 1.110 6/10/13 1.076 -3,975 4,102 127 318,420  395,153 23,267 418,420
    Topix (FRA) Inpex 919.65 8.519 7.387 6/03/13 7.953 -7,314 6,793 -521 317,899  387,839 30,060 417,899
    Nikkei (TYO) Nikon 862.87 13.220 13.657 11/04/13 13.437 -11,594 11,784 190 318,089  376,245 41,845 418,089
  Buy HSI-Prop long CK Hutchison 485.07 11.852   2/10/14 10.645 5,749        381,994 36,095  
      China Ov Land & Inv 2,477.27 2.321   2/10/14 1.876 5,749        387,743 30,346  
    Topix (FRA) Softbank 401.41 28.644   11/25/13 31.950 11,498        399,241 18,848  
    Nikkei (TYO) MinebeaMitsumi 2,289.85 5.021   3/03/14 6.187 11,498        410,739 7,350  
11/25/13 Sell ISEQ 20 long Bank of Ireland 767.58 8.040   10/28/13 7.680 -5,895 6,171 276 318,366  404,844 13,522 418,366
      Smurfit Kappa 342.53 17.550   10/28/13 17.210 -5,895 6,011 116 318,482  398,949 19,533 418,482
    Topix (FRA) Softbank 401.41 31.950   11/18/13 28.644 -11,498 12,825 1,327 319,809  387,451 32,358 419,809
    GCX SunPower 987.16 21.795   2/11/13 7.063 -6,972 21,515 14,543 334,352  380,479 53,873 434,352
  Buy ISEQ 20 short Flutter 108.84 56.070   12/02/13 56.450 6,103        386,581 47,770  
      Ryanair Holdings 1,046.38 5.832   12/02/13 6.109 6,102        392,684 41,668  
    Topix (FRA) Komatsu 780.22 15.643   6/09/14 16.815 12,205        404,889 29,463  
    GCX Aurubis 288.02 42.375   1/06/14 43.845 12,205        417,094 17,258  
12/02/13 Sell ISEQ 20 short Flutter 108.84 56.450 55.690 11/25/13 56.070 -6,103 6,061 -41 334,310  410,991 23,319 434,310
      Ryanair Holdings 1,046.38 6.109 5.555 11/25/13 5.832 -6,102 5,813 -290 334,020  404,889 29,132 434,020
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 3,258.29 3.690 3.310 11/11/13 3.500 -11,404 10,785 -619 333,401  393,485 39,917 433,401
    FT 30 long ITV 58.55 228.772   10/14/13 217.888 -12,757 13,395 637 334,039  380,727 53,311 434,039
  Buy ISEQ 20 Bank of Ireland 730.40 8.340   4/14/14 8.250 6,092        386,819 47,220  
      Smurfit Kappa 353.34 17.240   4/14/14 17.010 6,092        392,910 41,128  
    OMXH 25 Nokia 2,061.77 5.909   12/09/13 5.850 12,183        405,093 28,945  
    FT 30 short RSA Insurance 21.83 558.095   12/23/13 490.074 12,183        417,277 16,762  
12/09/13 Sell OMXH 25 long Nokia 2,061.77 5.850   12/02/13 5.909 -12,183 12,061 -122 333,917  405,094 28,823 433,917
    PSI 20 Teixeira Duarte 16,113.64 0.920   9/23/13 0.660 -10,635 14,825 4,190 338,107  394,459 43,648 438,107
    CAC Next 20 EDF 440.65 26.640   11/11/13 25.880 -11,404 11,739 335 338,441  383,055 55,387 438,441
  Buy OMXH 25 short Outotec 1,843.36 6.697   5/12/14 8.620 12,345        395,400 43,042  
    CAC Next 20 STMicroelectronics 2,265.14 5.450   1/13/14 5.763 12,345        407,745 30,697  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,082.16 7.030   9/09/13 5.380 -11,202 14,638 3,436 341,877  396,543 45,334 441,877
    OBX 25 REC Silicon 3,446.20 2.538   10/21/13 3.544 -12,213 8,745 -3,468 338,409  384,330 54,080 438,409
    Nikkei (FRA) Softbank 203.05 30.884   11/04/13 28.550 -5,797 6,271 474 338,883  378,532 60,351 438,883
      Tokyo Electric Power 1,462.41 3.730   11/04/13 3.964 -5,797 5,455 -342 338,541  372,735 65,805 438,541
    DJ Global Titans Bank of America 847.91 11.075   10/29/12 7.204 -6,108 9,390 3,282 341,823  366,627 75,196 441,823
  Buy IBEX 35 short Acciona 325.08 39.760   1/20/14 48.255 12,925        379,553 62,271  
    OBX 25 TGS-NOPEC 761.54 16.972   12/23/13 17.469 12,925        392,478 49,346  
    Nikkei (FRA) Nitto Denko 222.99 28.981   12/30/13 30.258 6,462        398,940 42,883  
      Pacific Metals 259.96 24.860   12/30/13 26.180 6,463        405,403 36,421  
    CAC Mid 60 Adocia 2,263.57 5.710   12/23/13 5.660 12,925        418,328 23,496  
    DJ Global Titans IBM 100.01 129.242   12/23/13 133.044 12,925        431,253 10,570  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,636.50 4.388   11/04/13 4.398 -11,594 11,569 -25 341,798  419,659 22,139 441,798
    HSI Galaxy Entertainment 1,961.66 6.370   9/16/13 5.352 -10,498 12,496 1,998 343,796  409,161 34,635 443,796
    OBX 25 short TGS-NOPEC 761.54 17.469 16.475 12/16/13 16.972 -12,925 12,546 -379 343,418  396,236 47,182 443,418
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 RSA Insurance 21.83 490.074 635.558 12/02/13 558.095 -12,183 13,874 1,691 345,109  384,053 61,056 445,109
    CAC Mid 60 Adocia 2,263.57 5.660 5.760 12/16/13 5.710 -12,925 13,039 114 345,223  371,128 74,095 445,223
    DJ Global Titans IBM 100.01 133.044 125.440 12/16/13 129.242 -12,925 12,545 -380 344,843  358,203 86,640 444,843
  Buy SSE 50 Poly Real Estate 20,738.26 0.641   6/02/14 0.591 13,287        371,490 73,353  
    PSI 20 long Impresa 12,189.91 1.090   5/12/14 1.759 13,287        384,777 60,066  
    OBX 25 DNO International 4,571.64 2.906   2/17/14 2.830 13,287        398,064 46,779  
    FT 30 Int Cons Airlines 28.18 471.516   1/27/14 485.635 13,287        411,351 33,492  
    DJ Global Titans Alphabet A 32.54 408.320   10/27/14 433.045 13,287        424,638 20,205  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 222.99 30.258 27.704 12/16/13 28.981 -6,462 6,178 -285 344,558  418,175 26,383 444,558
      Pacific Metals 259.96 26.180 23.540 12/16/13 24.860 -6,463 6,119 -343 344,215  411,712 32,502 444,215
  Buy   long MinebeaMitsumi 1,130.00 5.273   2/10/14 6.030 5,958        417,671 26,544  
      Softbank 188.41 31.625   2/10/14 27.751 5,958        423,629 20,585  
1/06/14 Sell HSI-Fin long AIA 3,478.85 3.604   10/14/13 3.667 -12,758 12,539 -219 343,996  410,871 33,125 443,996
    GCX short Aurubis 288.02 43.845 40.905 11/25/13 42.375 -12,205 11,781 -423 343,573  398,667 44,906 443,573
  Buy HSI-Fin ICBC 26,025.15 0.469   6/02/14 0.478 12,211        410,878 32,695  
    SLI long Vifor Pharma 164.97 74.020   1/27/14 69.103 12,211        423,089 20,484  
    GCX Vestas Wind Systems 489.49 24.946   2/03/14 23.946 12,211        435,300 8,273  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,265.14 5.763 5.137 12/09/13 5.450 -12,345 11,636 -709 342,864  422,955 19,909 442,864
  Buy   long Natixis 2,443.81 4.734   6/23/14 4.867 11,569        434,524 8,340  
1/20/14 Sell IBEX 35 short Acciona 325.08 48.255 31.265 12/16/13 39.760 -12,925 10,164 -2,762 340,102  421,599 18,504 440,102
  Buy   long Siemens Gamesa 1,356.16 8.454   1/27/14 7.622 11,465        433,063 7,039  
    NZX 50 short Chorus 12,238.47 0.937   6/02/14 1.063 11,465        444,528 -4,426  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,356.16 7.622   1/20/14 8.454 -11,465 10,337 -1,128 338,974  433,064 5,910 438,974
    Athex LC Aegean Airlines 2,964.29 7.210   9/30/13 4.200 -12,450 21,373 8,923 347,896  420,613 27,283 447,896
    FT 30 Int Cons Airlines 28.18 485.635   12/23/13 471.516 -13,287 13,685 398 348,294  407,326 40,968 448,294
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Vifor Pharma 164.97 69.103   1/06/14 74.020 -12,211 11,400 -811 347,483  395,115 52,368 447,483
  Buy IBEX 35 short Repsol 713.04 17.525   2/17/14 17.625 12,496        407,611 39,872  
    Athex LC Eurobank Ergasias 255.02 49.000   5/09/16 0.875 12,496        420,107 27,376  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,406.22 7.265   9/30/13 5.174 -12,450 17,480 5,030 352,513  407,657 44,856 452,513
    GCX Vestas Wind Systems 489.49 23.946   1/06/14 24.946 -12,211 11,721 -490 352,024  395,446 56,578 452,024
  Buy FT 30 Int Cons Airlines 25.45 499.638   2/10/14 509.014 12,716        408,162 43,862  
    GCX short Aurubis 313.18 40.600   3/03/14 38.880 12,715        420,877 31,147  
2/10/14 Sell HSI-Prop long CK Hutchison 485.07 10.645   11/18/13 11.852 -5,749 5,164 -585 351,438  415,128 36,310 451,438
      China Ov Land & Inv 2,477.27 1.876   11/18/13 2.321 -5,749 4,647 -1,102 350,336  409,379 40,958 450,336
    MerVal Telecom Argentina 2,081.65 2.998   8/12/13 4.215 -8,775 6,242 -2,533 347,803  400,604 47,199 447,803
    FT 30 Int Cons Airlines 25.45 509.014   2/03/14 499.638 -12,716 12,954 239 348,042  387,888 60,154 448,042
    Nikkei (FRA) MinebeaMitsumi 1,130.00 6.030   12/30/13 5.273 -5,958 6,814 855 348,897  381,930 66,967 448,897
      Softbank 188.41 27.751   12/30/13 31.625 -5,958 5,228 -730 348,167  375,971 72,196 448,167
  Buy HSI-Prop short New World Dev 7,373.04 0.882   7/28/14 0.887 6,505        382,476 65,691  
      The Wharf 3,515.38 1.850   7/28/14 2.205 6,505        388,980 59,187  
    MerVal Petrobras 2,317.78 5.613   2/24/14 5.633 13,009        401,989 46,178  
    Nikkei (FRA) Hitachi Zosen 1,525.80 4.263   6/30/14 3.700 6,504        408,494 39,673  
      Nitto Denko 207.83 31.297   6/30/14 33.890 6,504        414,998 33,169  
2/17/14 Sell IBEX 35 short Repsol 713.04 17.625 17.425 1/27/14 17.525 -12,496 12,425 -71 348,096  402,502 45,594 448,096
    OBX 25 long DNO International 4,571.64 2.830   12/23/13 2.906 -13,287 12,939 -348 347,747  389,215 58,532 447,747
  Buy IBEX 35 Siemens Gamesa 1,515.51 8.351   3/10/14 8.580 12,656        401,871 45,876  
    OBX 25 short Petroleum Geo-Srvcs 1,664.17 7.605   6/02/14 7.980 12,656        414,527 33,220  
2/24/14 Sell MerVal short Petrobras 2,317.78 5.633 5.592 2/10/14 5.613 -13,009 12,961 -48 347,700  401,518 46,182 447,700
  Buy   long Edenor 39,259.14 0.315   12/15/14 0.569 12,347        413,865 33,835  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,289.85 6.187   11/18/13 5.021 -11,498 14,166 2,668 350,368  402,367 48,001 450,368
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short Aurubis 313.18 38.880 42.396 2/03/14 40.600 -12,715 13,278 563 350,931  389,652 61,279 450,931
  Buy Nikkei (TYO) Hitachi Zosen 3,261.76 3.926   3/31/14 3.419 12,805        402,457 48,474  
    GCX long Vestas Wind Systems 511.84 25.018   4/14/14 29.233 12,805        415,262 35,668  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,515.51 8.580   2/17/14 8.351 -12,656 13,003 347 351,278  402,606 48,672 451,278
  Buy   short Inditex 595.99 20.970   6/09/14 21.750 12,498        415,104 36,174  
3/31/14 Sell SDAX long ADLER Real Estate 4,084.62 5.100   10/21/13 2.990 -12,213 20,832 8,619 359,896  402,891 57,005 459,896
    Nikkei (TYO) short Hitachi Zosen 3,261.76 3.419 4.508 3/03/14 3.926 -12,805 14,705 1,900 361,796  390,086 71,710 461,796
  Buy SDAX Koenig & Bauer 1,084.31 12.300   5/05/14 11.730 13,337        403,423 58,373  
    Nikkei (TYO) long MinebeaMitsumi 2,069.97 6.443   4/07/14 6.630 13,337        416,760 45,036  
4/07/14 Sell   long MinebeaMitsumi 2,069.97 6.630   3/31/14 6.443 -13,337 13,723 386 362,183  403,423 58,760 462,183
  Buy   short Hitachi Zosen 3,772.05 3.453   7/28/14 3.842 13,023        416,446 45,737  
4/14/14 Sell ISEQ 20 long Bank of Ireland 730.40 8.250   12/02/13 8.340 -6,092 6,026 -66 362,117  410,354 51,762 462,117
      Smurfit Kappa 353.34 17.010   12/02/13 17.240 -6,092 6,010 -81 362,036  404,263 57,773 462,036
    BAX Morphosys 184.37 58.270   7/01/13 44.145 -8,139 10,743 2,604 364,640  396,124 68,516 464,640
    GEX Manz 198.53 65.730   9/23/13 53.570 -10,635 13,049 2,414 367,054  385,489 81,565 467,054
    GCX Vestas Wind Systems 511.84 29.233   3/03/14 25.018 -12,805 14,963 2,158 369,211  372,684 96,528 469,211
  Buy ISEQ 20 short Flutter 131.96 53.590   1/19/15 66.350 7,072        379,755 89,456  
    BAX Adva 4,415.55 3.203   4/21/14 3.210 14,143        393,898 75,313  
    GEX 4SC 2,467.23 5.732   1/26/15 3.657 14,143        408,041 61,170  
    GCX EJR 274.69 51.487   4/28/14 51.524 14,143        422,184 47,027  
4/21/14 Sell BAX short Adva 4,415.55 3.210 3.196 4/14/14 3.203 -14,143 14,112 -31 369,180  408,041 61,139 469,180
  Buy   long Sixt 458.24 28.930   5/05/14 28.890 13,257        421,298 47,882  
4/28/14 Sell Nordic 30 long Pandora 290.99 46.257   7/29/13 28.719 -8,357 13,460 5,103 374,284  412,941 61,343 474,284
    GCX short EJR 274.69 51.524 51.450 4/14/14 51.487 -14,143 14,133 -10 374,274  398,798 75,475 474,274
  Buy Germany SolarWorld 445.19 30.870   6/09/14 16.900 13,743        412,541 61,732  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Carlsberg A 186.19 73.812   5/05/14 74.896 13,743        426,284 47,989  
    GCX long Vestas Wind Systems 446.04 30.811   5/19/14 35.382 13,743        440,027 34,246  
5/05/14 Sell SDAX short Koenig & Bauer 1,084.31 11.730 12.898 3/31/14 12.300 -13,337 13,985 648 374,922  426,690 48,231 474,922
    Nordic 30 Carlsberg A 186.19 74.896 72.728 4/28/14 73.812 -13,743 13,541 -202 374,720  412,947 61,773 474,720
    BAX long Sixt 458.24 28.890   4/21/14 28.930 -13,257 13,239 -18 374,702  399,690 75,011 474,702
  Buy SDAX ADLER Real Estate 2,740.18 5.015   5/19/14 5.000 13,742        413,432 61,269  
    Nordic 30 Pandora 282.01 48.729   9/15/14 59.766 13,742        427,174 47,527  
    BAX short Adva 4,294.38 3.200   6/09/14 3.196 13,742        440,916 33,785  
5/12/14 Sell OMXH 25 short Outotec 1,843.36 8.620 4.774 12/09/13 6.697 -12,345 8,800 -3,545 371,157  428,571 42,585 471,157
    PSI 20 long Impresa 12,189.91 1.759   12/23/13 1.090 -13,287 21,442 8,155 379,312  415,284 64,027 479,312
  Buy OMXH 25 Outokumpu 2,033.38 6.680   5/19/14 6.250 13,583        428,867 50,444  
5/19/14 Sell SDAX long ADLER Real Estate 2,740.18 5.000   5/05/14 5.015 -13,742 13,701 -41 379,271  415,125 64,145 479,271
    OMXH 25 Outokumpu 2,033.38 6.250   5/12/14 6.680 -13,583 12,709 -874 378,396  401,542 76,854 478,396
    GCX Vestas Wind Systems 446.04 35.382   4/28/14 30.811 -13,743 15,782 2,039 380,435  387,800 92,636 480,435
  Buy HSI Citic Pacific 11,059.13 1.295   11/10/14 1.393 14,326        402,126 78,310  
    SDAX short WCM 8,826.32 1.623   5/26/14 1.623 14,326        416,452 63,984  
    OMXH 25 YIT 1,935.95 7.400   1/26/15 5.508 14,326        430,778 49,658  
    GCX Energy Recovery 4,250.41 3.371   3/02/15 3.076 14,326        445,104 35,332  
5/26/14 Sell SDAX short WCM 8,826.32 1.623 1.623 5/19/14 1.623 -14,326 14,326 0 380,435  430,778 49,658  
  Buy   long ADLER Real Estate 2,409.45 5.500   6/09/14 6.050 13,252        444,030 36,406  
    HSI-C&I Tencent 1,303.09 10.170   10/06/14 12.196 13,252        457,282 23,154  
6/02/14 Sell SSE 50 short Poly Real Estate 20,738.26 0.591 0.695 12/23/13 0.641 -13,287 14,407 1,120 381,555  443,995 37,560 481,555
    HSI-Fin ICBC 26,025.15 0.478 0.460 1/06/14 0.469 -12,211 11,982 -229 381,326  431,784 49,542 481,326
    OBX 25 Petroleum Geo-Srvcs 1,664.17 7.980 7.230 2/17/14 7.605 -12,656 12,033 -623 380,703  419,128 61,575 480,703
    NZX 50 Chorus 12,238.47 1.063 0.811 1/20/14 0.937 -11,465 9,921 -1,545 379,158  407,663 71,496 479,158
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 long Sinolink Secs 11,970.43 1.150   6/23/14 1.117 13,766        421,429 57,730  
    HSI-Fin HK Exchgs & Clrg 1,005.89 13.685   9/29/14 17.213 13,766        435,195 43,964  
    OBX 25 Grieg Seafood 4,080.75 3.373   6/30/14 3.430 13,766        448,961 30,198  
    FT 30 National Grid 12.48 1,103.450   6/09/14 1,037.210 13,771        462,732 16,426  
    NZX 50 Tourism 19,770.21 0.696   7/21/14 0.758 13,766        476,498 2,660  
6/09/14 Sell Germany short SolarWorld 445.19 16.900 56.388 4/28/14 30.870 -13,743 25,103 11,360 390,518  462,755 27,764 490,518
    SDAX long ADLER Real Estate 2,409.45 6.050   5/26/14 5.500 -13,252 14,577 1,325 391,844  449,503 42,341 491,844
    IBEX 35 short Inditex 595.99 21.750 20.190 3/10/14 20.970 -12,498 12,033 -465 391,379  437,005 54,374 491,379
    FT 30 long National Grid 12.48 1,037.210   6/02/14 1,103.450 -13,771 12,944 -827 390,552  423,234 67,318 490,552
    Topix (FRA) short Komatsu 780.22 16.815 14.471 11/25/13 15.643 -12,205 11,291 -914 389,638  411,029 78,609 489,638
    BAX Adva 4,294.38 3.196 3.204 5/05/14 3.200 -13,742 13,759 17 389,655  397,287 92,368 489,655
  Buy Germany long RIB Software 1,039.29 14.000   7/28/14 10.655 14,550        411,837 77,818  
    SDAX short WCM 9,097.45 1.599   12/29/14 1.381 14,550        426,387 63,268  
    IBEX 35 long Bankia 2,379.01 6.116   6/16/14 5.880 14,550        440,937 48,718  
    FT 30 short Tesco 40.02 363.580   11/17/14 241.994 14,550        455,487 34,168  
    Topix (FRA) long Fujitsu 290.83 50.030   9/15/14 48.100 14,550        470,037 19,617  
    BAX Cancom 737.08 19.740   6/16/14 18.403 14,550        484,587 5,067  
6/16/14 Sell IBEX 35 long Bankia 2,379.01 5.880   6/09/14 6.116 -14,550 13,989 -561 389,093  470,037 19,056 489,093
    BAX Cancom 737.08 18.403   6/09/14 19.740 -14,550 13,564 -986 388,108  455,487 32,620 488,108
  Buy IBEX 35 short ArcelorMittal 397.01 32.790   3/02/15 28.860 13,018        468,505 19,602  
    BAX Adva 4,151.15 3.136   6/23/14 3.096 13,018        481,523 6,584  
6/23/14 Sell SSE 50 long Sinolink Secs 11,970.43 1.117   6/02/14 1.150 -13,766 13,371 -395 387,713  467,757 19,955 487,713
    CAC Next 20 Natixis 2,443.81 4.867   1/13/14 4.734 -11,569 11,894 325 388,038  456,188 31,849 488,038
    BAX short Adva 4,151.15 3.096 3.177 6/16/14 3.136 -13,018 13,186 168 388,206  443,170 45,035 488,206
  Buy SSE 50 Kangmei Pharma 15,465.20 0.862   7/07/14 0.868 13,331        456,501 31,704  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Arkema 188.68 70.655   1/26/15 62.720 13,331        469,833 18,373  
    CAC Mid 60 CGG 38.83 343.360   1/19/15 153.600 13,333        483,165 5,040  
    BAX long Wacker Neuson 804.53 16.570   7/14/14 17.170 13,331        496,496 -8,291  
6/30/14 Sell OBX 25 long Grieg Seafood 4,080.75 3.430   6/02/14 3.373 -13,766 13,997 231 388,436  482,730 5,706 488,436
    Nikkei (FRA) short Hitachi Zosen 1,525.80 3.700 4.912 2/10/14 4.263 -6,504 7,494 990 389,426  476,226 13,200 489,426
      Nitto Denko 207.83 33.890 28.704 2/10/14 31.297 -6,504 5,966 -539 388,887  469,721 19,166 488,887
  Buy OBX 25 Norwegian 529.53 23.985   7/07/14 25.469 12,701        482,422 6,465  
    Nikkei (FRA) long Fujitsu 115.48 54.990   8/17/15 44.550 6,350        488,773 115  
      MinebeaMitsumi 772.19 8.224   8/17/15 12.573 6,350        495,123 -6,236  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,465.20 0.868 0.856 6/23/14 0.862 -13,331 13,232 -99 388,788  481,792 6,996 488,788
    OBX 25 Norwegian 529.53 25.469 22.502 6/30/14 23.985 -12,701 11,916 -785 388,003  469,091 18,912 488,003
  Buy SSE 50 long AVIC Aviation Engine 4,258.21 2.976   8/03/15 7.097 12,672        481,763 6,240  
    OBX 25 SalMar 940.07 13.480   7/28/14 14.639 12,672        494,435 -6,432  
7/14/14 Sell BAX long Wacker Neuson 804.53 17.170   6/23/14 16.570 -13,331 13,814 483 388,485  481,104 7,381 488,485
7/21/14 Sell NZX 50 long Tourism 19,770.21 0.758   6/02/14 0.696 -13,766 14,984 1,218 389,703  467,338 22,365 489,703
  Buy France short CGG 47.89 267.296   12/29/14 160.352 12,801        480,139 9,564  
    NZX 50 a2 Milk 32,672.28 0.392   7/28/14 0.401 12,801        492,940 -3,237  
7/28/14 Sell Germany long RIB Software 1,039.29 10.655   6/09/14 14.000 -14,550 11,074 -3,476 386,227  478,390 7,837 486,227
    MDAX Dürr 339.16 30.355   7/01/13 23.998 -8,139 10,295 2,156 388,383  470,251 18,132 488,383
    HSI-Prop short New World Dev 7,373.04 0.887 0.877 2/10/14 0.882 -6,505 6,468 -37 388,346  463,746 24,600 488,346
      The Wharf 3,515.38 2.205 1.496 2/10/14 1.850 -6,505 5,259 -1,245 387,101  457,242 29,859 487,101
    OBX 25 long SalMar 940.07 14.639   7/07/14 13.480 -12,672 13,762 1,090 388,191  444,570 43,621 488,191
    NZX 50 short a2 Milk 32,672.28 0.401 0.383 7/21/14 0.392 -12,801 12,510 -291 387,900  431,769 56,131 487,900
    Nikkei (TYO) Hitachi Zosen 3,772.05 3.842 3.063 4/07/14 3.453 -13,023 11,553 -1,470 386,430  418,746 67,684 486,430
  Buy Germany SolarWorld 923.47 15.000   1/12/15 12.350 13,852        432,598 53,832  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Südzucker 997.62 13.885   2/02/15 11.245 13,852        446,450 39,980  
    HSI-Prop long CK Hutchison 504.45 13.730   8/24/15 10.950 6,926        453,376 33,054  
      Sino Land 5,531.95 1.252   8/24/15 1.200 6,926        460,302 26,128  
    OBX 25 short Petroleum Geo-Srvcs 2,146.60 6.453   8/11/14 6.127 13,852        474,154 12,276  
    NZX 50 long Tourism 18,615.78 0.744   2/22/16 1.542 13,852        488,006 -1,576  
    BAX Nemetschek 2,179.98 6.354   8/04/14 6.125 13,852        501,858 -15,428  
    Nikkei (TYO) MinebeaMitsumi 1,515.88 9.138   10/20/14 9.651 13,852        515,710 -29,280  
8/04/14 Sell HDAX long Dürr 478.79 28.230   1/23/12 9.125 -4,369 13,516 9,147 395,577  511,341 -15,763 495,577
    MIB Azimut 680.78 18.460   11/05/12 9.304 -6,334 12,567 6,233 401,811  505,007 -3,196 501,811
    BAX Nemetschek 2,179.98 6.125   7/28/14 6.354 -13,852 13,352 -500 401,311  491,155 10,156 501,311
    Indices Merval 17.50 750.468   8/12/13 501.316 -8,773 13,133 4,360 405,671  482,382 23,289 505,671
  Buy HDAX short Südzucker 1,015.67 13.020   1/12/15 11.160 13,224        495,606 10,065  
    Indices PSI 20 2.26 5,854.360   8/18/14 5,654.350 13,231        508,837 -3,165  
8/11/14 Sell ATX long Wienerberger 934.79 11.525   10/21/13 13.065 -12,213 10,773 -1,440 404,232  496,624 7,608 504,232
    DAX Continental 65.43 159.700   7/16/12 71.440 -4,674 10,449 5,775 410,006  491,949 18,057 510,006
    OBX 25 short Petroleum Geo-Srvcs 2,146.60 6.127 6.796 7/28/14 6.453 -13,852 14,589 737 410,743  478,097 32,646 510,743
  Buy ATX Raiffeisen Bank Int 718.35 18.910   2/16/15 13.795 13,584        491,681 19,062  
    DAX Adidas 236.45 57.450   8/18/14 60.070 13,584        505,265 5,478  
    OBX 25 long SalMar 1,031.22 13.173   8/18/14 12.880 13,584        518,849 -8,106  
8/18/14 Sell DAX short Adidas 236.45 60.070 54.830 8/11/14 57.450 -13,584 12,965 -620 410,124  505,265 4,858 510,124
    OBX 25 long SalMar 1,031.22 12.880   8/11/14 13.173 -13,584 13,282 -302 409,822  491,681 18,140 509,822
    Indices short PSI 20 2.26 5,654.350 6,061.440 8/04/14 5,854.360 -13,231 13,699 468 410,290  478,450 31,839 510,290
  Buy DAX long Vonovia 593.65 22.830   10/06/14 22.420 13,553        492,004 18,286  
    OBX 25 short Petroleum Geo-Srvcs 2,221.91 6.100   2/16/15 5.700 13,553        505,556 4,733  
    Indices long Merval 17.28 784.124   10/06/14 1,022.100 13,550        519,106 -8,816  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/01/14 Sell OMXC 20 long Vestas Wind Systems 754.13 31.864   7/01/13 10.793 -8,139 24,030 15,891 426,180  510,967 15,213 526,180
  Buy   short Demant 1,150.59 11.763   9/08/14 11.966 13,534        524,501 1,679  
9/08/14 Sell   short Demant 1,150.59 11.966 11.559 9/01/14 11.763 -13,534 13,300 -234 425,946  510,967 14,979 525,946
  Buy   long Pandora 235.37 57.454   9/29/14 61.631 13,523        524,490 1,456  
9/15/14 Sell Nordic 30 long Pandora 282.01 59.766   5/05/14 48.729 -13,742 16,854 3,112 429,058  510,748 18,310 529,058
    Topix (FRA) Fujitsu 290.83 48.100   6/09/14 50.030 -14,550 13,989 -561 428,497  496,198 32,299 528,497
  Buy Nordic 30 short Volvo 1,594.66 8.791   11/10/14 9.334 14,019        510,217 18,280  
    Topix (FRA) Aeon 1,785.63 7.851   1/05/15 8.291 14,019        524,236 4,261  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 1,005.89 17.213   6/02/14 13.685 -13,766 17,314 3,548 432,045  510,470 21,575 532,045
    TSX 60 Bausch Health 161.94 102.197   9/30/13 76.879 -12,450 16,550 4,100 436,145  498,020 38,125 536,145
    OMXC 20 Pandora 235.37 61.631   9/08/14 57.454 -13,523 14,506 983 437,128  484,497 52,631 537,128
  Buy HSI-Fin short ICBC 29,604.42 0.498   11/03/14 0.526 14,743        499,240 37,888  
    TSX 60 Yamana Gold 3,073.64 4.797   3/23/15 3.713 14,743        513,983 23,145  
10/06/14 Sell DAX long Vonovia 593.65 22.420   8/18/14 22.830 -13,553 13,310 -243 436,884  500,430 36,455 536,884
    HSI-C&I Tencent 1,303.09 12.196   5/26/14 10.170 -13,252 15,893 2,641 439,525  487,178 52,347 539,525
    Indices Merval 17.28 1,022.100   8/18/14 784.124 -13,550 17,662 4,112 443,637  473,628 70,009 543,637
  Buy DAX short Deutsche Lufthansa 1,269.95 12.080   11/17/14 13.145 15,341        488,969 54,668  
    HSI-C&I Galaxy Entertainment 3,114.04 4.926   4/13/15 4.822 15,341        504,310 39,327  
    PSI 20 Pharol 9,411.66 1.630   2/23/15 0.697 15,341        519,651 23,986  
    Indices PSI 20 2.77 5,537.710   2/23/15 5,494.440 15,339        534,991 8,647  
10/13/14 Sell S&P 100 long Gilead Sciences 266.85 79.611   9/17/12 25.063 -6,688 21,244 14,556 458,194  528,303 29,891 558,194
    BEL 20 KBC 247.72 40.740   7/15/13 31.350 -7,766 10,092 2,326 460,520  520,537 39,983 560,520
    OMXS 30 Nokia 1,247.02 6.407   7/08/13 3.186 -3,973 7,989 4,017 464,536  516,564 47,972 564,536
      Kinnevik 181.66 22.475   7/08/13 21.868 -3,972 4,083 110 464,647  512,592 52,055 564,647
  Buy S&P 100 short General Motors 659.43 23.379   10/27/14 23.689 15,417        528,009 36,638  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Galapagos 1,387.04 11.115   11/17/14 12.800 15,417        543,426 21,221  
    OMXS 30 Lundin 690.01 11.172   11/03/14 11.400 7,708        551,134 13,512  
      MTG 333.34 23.125   11/03/14 24.302 7,709        558,843 5,804  
10/20/14 Sell Kospi 50 long Amorepacific Group 175.27 87.497   7/23/12 26.166 -4,586 15,336 10,750 475,396  554,257 21,139 575,396
    Europe 50 Roche 18.03 222.572   12/19/11 129.719 -2,339 4,013 1,674 477,070  551,918 25,152 577,070
    Nikkei (TYO) MinebeaMitsumi 1,515.88 9.651   7/28/14 9.138 -13,852 14,629 777 477,848  538,066 39,782 577,848
    SP Global 100 Apple 74.71 77.950   4/30/12 62.953 -4,703 5,824 1,120 478,968  533,363 45,605 578,968
  Buy Kospi 50 short Hyundai Heavy 186.82 83.577   12/08/14 94.176 15,614        548,977 29,991  
    Europe 50 Deutsche Bank 646.81 24.140   11/10/14 24.160 15,614        564,591 14,377  
    Nikkei (TYO) Toyo Seikan 1,901.48 8.212   10/27/14 8.725 15,614        580,205 -1,237  
    SP Global 100 Deutsche Bank 646.81 24.140   11/03/14 24.800 15,614        595,819 -16,851  
10/27/14 Sell S&P 100 short General Motors 659.43 23.689 23.070 10/13/14 23.379 -15,417 15,213 -204 478,764  580,401 -1,638 578,764
    Nikkei (TYO) Toyo Seikan 1,901.48 8.725 7.698 10/20/14 8.212 -15,614 14,637 -977 477,787  564,787 13,000 577,787
    DJ Global Titans long Alphabet A 32.54 433.045   12/23/13 408.320 -13,287 14,091 805 478,592  551,501 27,091 578,592
  Buy S&P 100 Gilead Sciences 170.77 88.668   6/08/15 100.700 15,142        566,642 11,949  
    Nikkei (TYO) MinebeaMitsumi 1,445.21 10.477   8/24/15 10.589 15,142        581,785 -3,193  
    DJ Global Titans short Samsung Electronics 924.05 16.387   11/10/14 18.745 15,142        596,927 -18,335  
11/03/14 Sell HSI-Fin short ICBC 29,604.42 0.526 0.470 9/29/14 0.498 -14,743 13,926 -817 477,775  582,184 -4,409 577,775
    OMXS 30 Lundin 690.01 11.400 10.943 10/13/14 11.172 -7,708 7,551 -158 477,617  574,475 3,142 577,617
      MTG 333.34 24.302 21.949 10/13/14 23.125 -7,709 7,316 -392 477,225  566,767 10,458 577,225
    SP Global 100 Deutsche Bank 646.81 24.800 23.480 10/20/14 24.140 -15,614 15,187 -427 476,798  551,153 25,645 576,798
  Buy HSI-Fin long HK Exchgs & Clrg 852.40 17.669   11/24/14 17.528 15,061        566,214 10,584  
    OMXC 20 Pandora 225.87 66.679   11/17/14 66.322 15,061        581,274 -4,477  
    OMXS 30 Boliden 574.10 13.117   6/08/15 18.209 7,530        588,805 -12,007  
      Electrolux 335.35 22.455   6/08/15 27.196 7,530        596,335 -19,537  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Apple 171.95 87.590   8/24/15 88.846 15,061        611,396 -34,599  
11/10/14 Sell HSI long Citic Pacific 11,059.13 1.393   5/19/14 1.295 -14,326 15,405 1,079 477,877  597,070 -19,193 577,877
    Europe 50 short Deutsche Bank 646.81 24.160 24.120 10/20/14 24.140 -15,614 15,601 -13 477,864  581,456 -3,592 577,864
    Nordic 30 Volvo 1,594.66 9.334 8.249 9/15/14 8.791 -14,019 13,154 -865 476,999  567,437 9,562 576,999
    DJ Global Titans Samsung Electronics 924.05 18.745 14.028 10/27/14 16.387 -15,142 12,963 -2,179 474,820  552,295 22,525 574,820
  Buy HSI Kunlun Energy 14,415.48 1.036   1/12/15 0.825 14,933        567,228 7,592  
    Europe 50 long Novartis 241.18 61.916   8/24/15 69.088 14,933        582,161 -7,341  
    Nordic 30 Pandora 219.11 68.154   6/01/15 91.032 14,933        597,095 -22,274  
    DJ Global Titans Apple 170.47 87.597   12/15/14 86.984 14,933        612,027 -37,207  
11/17/14 Sell DAX short Deutsche Lufthansa 1,269.95 13.145 11.015 10/06/14 12.080 -15,341 13,989 -1,353 473,468  596,686 -23,219 573,468
    BEL 20 Galapagos 1,387.04 12.800 9.430 10/13/14 11.115 -15,417 13,080 -2,337 471,130  581,269 -10,139 571,130
    OMXC 20 long Pandora 225.87 66.322   11/03/14 66.679 -15,061 14,980 -81 471,050  566,208 4,841 571,050
    FT 30 short Tesco 40.02 241.994 546.255 6/09/14 363.580 -14,550 21,861 7,311 478,360  551,658 26,702 578,360
  Buy DAX long Merck (EMD) 197.29 76.670   7/06/15 90.640 15,126        566,784 11,576  
    BEL 20 Proximus 495.93 30.500   11/24/14 30.740 15,126        581,910 -3,550  
    OMXC 20 short FLSmidth 455.86 33.181   11/24/14 35.297 15,126        597,036 -18,676  
    FT 30 long Man Group 89.22 169.534   12/15/14 177.040 15,126        612,162 -33,801  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 852.40 17.528   11/03/14 17.669 -15,061 14,941 -120 478,240  597,101 -18,861 578,240
    BEL 20 Proximus 495.93 30.740   11/17/14 30.500 -15,126 15,245 119 478,359  581,975 -3,616 578,359
    OMXC 20 short FLSmidth 455.86 35.297 31.065 11/17/14 33.181 -15,126 14,161 -965 477,395  566,849 10,546 577,395
  Buy HSI-Fin HSBC 1,839.16 7.992   1/26/15 8.332 14,698        581,547 -4,152  
    BEL 20 Galapagos 1,139.38 12.900   12/01/14 13.020 14,698        596,245 -18,850  
    OMXC 20 long Pandora 218.70 67.207   8/17/15 107.440 14,698        610,943 -33,549  
12/01/14 Sell BEL 20 short Galapagos 1,139.38 13.020 12.780 11/24/14 12.900 -14,698 14,561 -137 477,258  596,245 -18,987 577,258
  Buy   long Proximus 441.51 31.610   12/15/14 29.550 13,956        610,201 -32,943  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/08/14 Sell Kospi 50 short Hyundai Heavy 186.82 94.176 72.978 10/20/14 83.577 -15,614 13,634 -1,980 475,278  594,587 -19,310 575,278
  Buy   long Amorepacific Group 167.59 82.934   7/06/15 157.893 13,899        608,486 -33,208  
12/15/14 Sell BEL 20 long Proximus 441.51 29.550   12/01/14 31.610 -13,956 13,047 -910 474,368  594,530 -20,162 574,368
    MerVal Edenor 39,259.14 0.569   2/24/14 0.315 -12,347 22,323 9,976 484,344  582,183 2,161 584,344
    FT 30 Man Group 89.22 177.040   11/17/14 169.534 -15,126 15,796 670 485,014  567,057 17,956 585,014
    DJ Global Titans Apple 170.47 86.984   11/10/14 87.597 -14,933 14,828 -105 484,909  552,125 32,785 584,909
  Buy BEL 20 short Umicore 990.82 15.585   1/19/15 16.578 15,442        567,567 17,343  
    MerVal Petrobras 4,694.19 3.290   2/09/15 4.188 15,442        583,009 1,901  
    FT 30 Tesco 74.52 207.217   12/22/14 230.720 15,442        598,450 -13,541  
    DJ Global Titans Gazprom 4,627.51 3.337   3/02/15 4.494 15,442        613,892 -28,983  
12/22/14 Sell TecDAX short SMA Solar 211.82 14.800 46.789 5/21/12 26.315 -5,574 9,911 4,337 489,246  608,318 -19,072 589,246
    FT 30 Tesco 74.52 230.720 183.715 12/15/14 207.217 -15,442 13,690 -1,751 487,495  592,877 -5,382 587,495
  Buy TecDAX long Dialog Semiconductor 496.91 29.285   6/01/15 51.190 14,552        607,429 -19,934  
    FT 30 Man Group 72.53 200.637   1/05/15 211.401 14,552        621,981 -34,486  
12/29/14 Sell France short CGG 47.89 160.352 445.565 7/21/14 267.296 -12,801 21,338 8,537 496,032  609,180 -13,148 596,032
    SDAX WCM 9,097.45 1.381 1.852 6/09/14 1.599 -14,550 16,845 2,295 498,327  594,630 3,697 598,327
  Buy France long Adocia 315.51 47.700   6/08/15 66.230 15,050        609,680 -11,353  
    SDAX Patrizia Immobilien 1,223.58 12.300   1/19/15 14.055 15,050        624,730 -26,403  
    BAX KUKA 253.92 59.270   7/27/15 74.330 15,050        639,780 -41,453  
1/05/15 Sell FT 30 long Man Group 72.53 211.401   12/22/14 200.637 -14,552 15,333 781 499,108  625,227 -26,120 599,108
    Topix (FRA) short Aeon 1,785.63 8.291 7.411 9/15/14 7.851 -14,019 13,233 -786 498,322  611,208 -12,887 598,322
  Buy FT 30 Tesco 63.05 232.106   1/19/15 288.206 14,634        625,843 -27,521  
    Topix (FRA) long Oriental Land 305.35 47.929   2/02/15 54.216 14,635        640,478 -42,156  
1/12/15 Sell Germany short SolarWorld 923.47 12.350 18.219 7/28/14 15.000 -13,852 16,824 2,972 501,294  626,626 -25,332 601,294
    HSI Kunlun Energy 14,415.48 0.825 1.300 11/10/14 1.036 -14,933 18,746 3,813 505,107  611,693 -6,586 605,107
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Südzucker 1,015.67 11.160 15.190 8/04/14 13.020 -13,224 15,428 2,204 507,311  598,469 8,842 607,311
  Buy Germany long Ströer Media 625.76 24.615   6/15/15 40.315 15,403        613,872 -6,561  
    HSI China Life Ins HK 4,647.72 3.314   7/13/15 3.728 15,403        629,275 -21,964  
    HDAX Ströer Media 625.76 24.615   8/24/15 47.670 15,403        644,678 -37,367  
1/19/15 Sell SDAX long Patrizia Immobilien 1,223.58 14.055   12/29/14 12.300 -15,050 17,197 2,147 509,458  629,628 -20,169 609,458
    ISEQ 20 short Flutter 131.96 66.350 40.830 4/14/14 53.590 -7,072 5,388 -1,684 507,775  622,556 -14,781 607,775
    BEL 20 Umicore 990.82 16.578 14.593 12/15/14 15.585 -15,442 14,459 -983 506,791  607,114 -323 606,791
    FT 30 Tesco 63.05 288.206 176.006 1/05/15 232.106 -14,634 11,097 -3,537 503,254  592,480 10,774 603,254
    CAC Mid 60 CGG 38.83 153.600 767.553 6/23/14 343.360 -13,333 29,804 16,471 519,726  579,147 40,578 619,726
  Buy SDAX SGL Carbon 1,171.54 14.090   1/26/15 15.480 16,507        595,654 24,071  
    ISEQ 20 long Glanbia 595.92 13.850   6/08/15 17.420 8,253        603,908 15,818  
      Ryanair Holdings 848.25 9.730   6/08/15 11.660 8,253        612,161 7,564  
    BEL 20 bpost 722.09 22.860   9/28/15 21.000 16,507        628,668 -8,943  
    FT 30 Man Group 78.66 209.841   6/08/15 231.072 16,506        645,174 -25,449  
    CAC Mid 60 Adocia 261.19 63.200   6/08/15 66.230 16,507        661,681 -41,956  
1/26/15 Sell SDAX short SGL Carbon 1,171.54 15.480 12.700 1/19/15 14.090 -16,507 14,879 -1,628 518,097  645,174 -27,077 618,097
    HSI-Fin HSBC 1,839.16 8.332 7.651 11/24/14 7.992 -14,698 14,072 -626 517,471  630,476 -13,006 617,471
    OMXH 25 YIT 1,935.95 5.508 9.942 5/19/14 7.400 -14,326 19,247 4,921 522,392  616,150 6,241 622,392
    CAC Next 20 Arkema 188.68 62.720 79.594 6/23/14 70.655 -13,331 15,018 1,687 524,078  602,819 21,259 624,078
    GEX 4SC 2,467.23 3.657 8.986 4/14/14 5.732 -14,143 22,171 8,028 532,106  588,676 43,430 632,106
  Buy SDAX long Patrizia Immobilien 1,129.63 14.950   6/29/15 22.015 16,888        605,564 26,542  
    MIB Fiat Chrysler 2,119.97 7.966   9/21/15 8.487 16,888        622,452 9,654  
    HSI-Fin China Life Ins HK 4,520.71 3.736   8/03/15 3.251 16,888        639,340 -7,234  
    OMXH 25 Neste Oil 2,090.10 8.080   5/11/15 7.640 16,888        656,228 -24,122  
    CAC Next 20 Ingenico 181.87 92.860   8/24/15 111.350 16,888        673,117 -41,010  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Ströer Media 631.33 26.750   6/01/15 38.770 16,888        690,005 -57,899  
2/02/15 Sell MDAX short Südzucker 997.62 11.245 17.145 7/28/14 13.885 -13,852 17,104 3,252 535,358  676,153 -40,795 635,358
    AEX KPN 1,576.67 2.756 4.771 10/15/12 3.626 -5,717 7,522 1,805 537,163  670,436 -33,273 637,163
    Topix (FRA) long Oriental Land 305.35 54.216   1/05/15 47.929 -14,635 16,555 1,920 539,083  655,801 -16,718 639,083
  Buy MDAX Ströer Media 603.30 25.790   11/16/15 61.450 15,559        671,360 -32,277  
    AEX Altice 5,831.71 2.668   6/08/15 4.147 15,559        686,919 -47,836  
    Topix (FRA) short Orix 1,562.46 9.958   2/09/15 10.802 15,559        702,478 -63,395  
2/09/15 Sell MerVal short Petrobras 4,694.19 4.188 2.392 12/15/14 3.290 -15,442 11,227 -4,215 534,867  687,036 -52,169 634,867
    Topix (FRA) Orix 1,562.46 10.802 9.114 2/02/15 9.958 -15,559 14,240 -1,319 533,548  671,477 -37,928 633,548
  Buy MerVal long Aluar 15,884.36 0.937   2/16/15 0.944 14,890        686,367 -52,818  
    Topix (FRA) Sony 658.06 22.627   5/18/15 28.471 14,890        701,257 -67,708  
2/16/15 Sell ATX short Raiffeisen Bank Int 718.35 13.795 25.922 8/11/14 18.910 -13,584 18,621 5,037 538,585  687,673 -49,087 638,585
    OBX 25 Petroleum Geo-Srvcs 2,221.91 5.700 6.528 8/18/14 6.100 -13,553 14,505 952 539,537  674,120 -34,583 639,537
    MerVal long Aluar 15,884.36 0.944   2/09/15 0.937 -14,890 14,996 106 539,643  659,230 -19,586 639,643
  Buy ATX Zumtobel 734.82 21.095   9/07/15 23.775 15,501        674,731 -35,087  
    OBX 25 Frontline 1,245.22 12.448   2/23/15 11.234 15,501        690,232 -50,588  
    MerVal short Petrobras 3,661.60 4.233   2/23/15 3.907 15,501        705,733 -66,089  
2/23/15 Sell PSI 20 short Pharol 9,411.66 0.697 3.812 10/06/14 1.630 -15,341 35,876 20,535 560,179  690,392 -30,213 660,179
    OBX 25 long Frontline 1,245.22 11.234   2/16/15 12.448 -15,501 13,989 -1,512 558,666  674,891 -16,224 658,666
    MerVal short Petrobras 3,661.60 3.907 4.587 2/16/15 4.233 -15,501 16,795 1,294 559,960  659,390 570 659,960
    Indices PSI 20 2.77 5,494.440 5,581.320 10/06/14 5,537.710 -15,339 15,460 121 560,081  644,050 16,031 660,081
  Buy CAC 40 long Peugeot 1,159.66 14.575   7/06/15 18.595 16,902        660,952 -872  
    PSI 20 Altri 5,589.29 3.024   5/25/15 4.081 16,902        677,854 -17,774  
    OBX 25 short Seadrill 6.00 2,815.850   4/13/15 2,712.370 16,895        694,749 -34,669  
    MerVal long Comercial del Plata 68,346.14 0.247   3/02/15 0.261 16,902        711,651 -51,571  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices SSE 50 ew 50.24 336.435   7/27/15 382.611 16,902        728,554 -68,473  
3/02/15 Sell IBEX 35 short ArcelorMittal 397.01 28.860 37.255 6/16/14 32.790 -13,018 14,791 1,773 561,854  715,536 -53,682 661,854
    MerVal long Comercial del Plata 68,346.14 0.261   2/23/15 0.247 -16,902 17,845 943 562,797  698,634 -35,837 662,797
    DJ Global Titans short Gazprom 4,627.51 4.494 2.180 12/15/14 3.337 -15,442 10,088 -5,354 557,443  683,192 -25,749 657,443
    GCX Energy Recovery 4,250.41 3.076 3.693 5/19/14 3.371 -14,326 15,698 1,372 558,815  668,866 -10,051 658,815
  Buy IBEX 35 long Intl. Cons. Airlines 2,053.04 7.900   3/09/15 7.660 16,219        685,085 -26,270  
    MerVal short Petrobras 4,151.48 3.907   3/09/15 3.523 16,219        701,304 -42,489  
    DJ Global Titans long Apple 140.52 115.424   3/30/15 116.674 16,219        717,523 -58,708  
    GCX Shimano 116.56 139.151   6/01/15 129.753 16,219        733,743 -74,928  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,053.04 7.660   3/02/15 7.900 -16,219 15,726 -493 558,322  717,524 -59,201 658,322
    MerVal short Petrobras 4,151.48 3.523 4.333 3/02/15 3.907 -16,219 17,988 1,769 560,091  701,305 -41,214 660,091
  Buy IBEX 35 Endesa 877.04 17.640   3/23/15 18.130 15,471        716,776 -56,685  
    MerVal long Comercial del Plata 55,731.27 0.278   6/29/15 0.285 15,471        732,247 -72,156  
3/23/15 Sell IBEX 35 short Endesa 877.04 18.130 17.150 3/09/15 17.640 -15,471 15,041 -430 559,661  716,776 -57,115 659,661
    TSX 60 Yamana Gold 3,073.64 3.713 6.196 9/29/14 4.797 -14,743 19,044 4,301 563,962  702,033 -38,071 663,962
  Buy IBEX 35 long Intl. Cons. Airlines 1,931.73 8.100   5/11/15 7.890 15,647        717,680 -53,718  
    TSX 60 Bausch Health 84.22 185.781   5/11/15 200.704 15,646        733,326 -69,364  
3/30/15 Sell DJ Global Titans long Apple 140.52 116.674   3/02/15 115.424 -16,219 16,395 176 564,138  717,107 -52,969 664,138
  Buy   short ConocoPhilips 258.57 59.090   4/27/15 61.591 15,279        732,386 -68,248  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,114.04 4.822 5.033 10/06/14 4.926 -15,341 15,672 331 564,469  717,045 -52,576 664,469
    OBX 25 Seadrill 6.00 2,712.370 2,923.280 2/23/15 2,815.850 -16,895 17,540 645 565,113  700,150 -35,036 665,113
    ÖkoDAX SolarWorld 63.97 14.550 772.962 4/29/13 106.050 -6,784 49,446 42,662 607,776  693,366 14,410 707,776
  Buy HSI-C&I long Tencent 867.34 20.815   7/06/15 17.093 18,054        711,420 -3,644  
    OBX 25 Frontline 1,319.23 13.685   5/18/15 12.057 18,054        729,474 -21,698  
4/27/15 Sell DJ Global Titans short ConocoPhilips 258.57 61.591 56.589 3/30/15 59.090 -15,279 14,632 -647 607,129  714,195 -7,066 707,129
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Mitsubishi UFJ 2,697.23 6.489   6/08/15 6.373 17,501        731,696 -24,567  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,931.73 7.890   3/23/15 8.100 -15,647 15,241 -406 606,723  716,049 -9,326 706,723
    OMXH 25 Neste Oil 2,090.10 7.640   1/26/15 8.080 -16,888 15,968 -920 605,804  699,161 6,643 705,804
    TSX 60 Bausch Health 84.22 200.704   3/23/15 185.781 -15,646 16,903 1,257 607,060  683,514 23,546 707,060
  Buy IBEX 35 short Obrascón Huarte Lain 954.28 19.140   4/25/16 5.840 18,265        701,779 5,281  
    OMXH 25 Outokumpu 3,489.02 5.235   1/04/16 2.584 18,265        720,044 -12,984  
    TSX 60 Cenovus Energy 1,177.93 15.506   3/21/16 12.064 18,265        738,309 -31,249  
5/18/15 Sell OBX 25 long Frontline 1,319.23 12.057   4/13/15 13.685 -18,054 15,906 -2,148 604,912  720,255 -15,343 704,912
    Topix (FRA) Sony 658.06 28.471   2/09/15 22.627 -14,890 18,736 3,846 608,758  705,365 3,392 708,758
  Buy OBX 25 short REC Silicon 8,411.53 2.117   6/01/15 1.852 17,803        723,168 -14,411  
    Topix (FRA) Toshiba 594.82 29.930   5/25/15 30.510 17,803        740,971 -32,214  
5/25/15 Sell PSI 20 long Altri 5,589.29 4.081   2/23/15 3.024 -16,902 22,810 5,908 614,666  724,069 -9,404 714,666
    Topix (FRA) short Toshiba 594.82 30.510 29.350 5/18/15 29.930 -17,803 17,458 -345 614,321  706,266 8,054 714,321
  Buy PSI 20 Pharol 35,409.80 0.510   11/23/15 0.369 18,059        724,325 -10,005  
    Topix (FRA) long Sony 633.65 28.500   6/01/15 28.394 18,059        742,384 -28,064  
6/01/15 Sell TecDAX long Dialog Semiconductor 496.91 51.190   12/22/14 29.285 -14,552 25,437 10,885 625,205  727,832 -2,627 725,205
    OBX 25 short REC Silicon 8,411.53 1.852 2.418 5/18/15 2.117 -17,803 20,342 2,539 627,744  710,029 17,715 727,744
    Nordic 30 long Pandora 219.11 91.032   11/10/14 68.154 -14,933 19,946 5,013 632,757  695,096 37,661 732,757
    Topix (FRA) Sony 633.65 28.394   5/25/15 28.500 -18,059 17,992 -67 632,690  677,037 55,653 732,690
    GEX Ströer Media 631.33 38.770   1/26/15 26.750 -16,888 24,477 7,589 640,278  660,149 80,129 740,278
    GCX Shimano 116.56 129.753   3/02/15 139.151 -16,219 15,124 -1,095 639,183  643,929 95,253 739,183
  Buy TecDAX short Aixtron 3,023.19 6.900   4/25/16 4.108 20,860        664,789 74,393  
    OBX 25 long Frontline 1,672.05 12.476   6/08/15 12.298 20,860        685,649 53,533  
    Nordic 30 short Fortum 1,204.39 17.320   11/30/15 13.820 20,860        706,509 32,673  
    Topix (FRA) Toshiba 639.68 32.610   11/16/15 22.410 20,860        727,369 11,813  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX ZhongDe Waste Tech 9,481.82 2.200   11/23/15 1.980 20,860        748,229 -9,047  
    GCX REC Silicon 11,261.07 1.852   1/20/20 0.264 20,860        769,089 -29,907  
6/08/15 Sell S&P 100 long Gilead Sciences 170.77 100.700   10/27/14 88.668 -15,142 17,197 2,055 641,238  753,948 -12,710 741,238
    France Adocia 315.51 66.230   12/29/14 47.700 -15,050 20,896 5,846 647,084  738,898 8,186 747,084
    AEX Altice 5,831.71 4.147   2/02/15 2.668 -15,559 24,184 8,625 655,709  723,339 32,370 755,709
    ISEQ 20 Glanbia 595.92 17.420   1/19/15 13.850 -8,253 10,381 2,127 657,836  715,085 42,751 757,836
      Ryanair Holdings 848.25 11.660   1/19/15 9.730 -8,253 9,891 1,637 659,474  706,832 52,642 759,474
    OBX 25 Frontline 1,672.05 12.298   6/01/15 12.476 -20,860 20,563 -297 659,177  685,972 73,205 759,177
    OMXS 30 Boliden 574.10 18.209   11/03/14 13.117 -7,530 10,454 2,923 662,100  678,441 83,658 762,100
      Electrolux 335.35 27.196   11/03/14 22.455 -7,530 9,120 1,590 663,689  670,911 92,778 763,689
    FT 30 Man Group 78.66 231.072   1/19/15 209.841 -16,506 18,176 1,670 665,359  654,405 110,954 765,359
    CAC Mid 60 Adocia 261.19 66.230   1/19/15 63.200 -16,507 17,299 791 666,151  637,898 128,253 766,151
    DJ Global Titans Mitsubishi UFJ 2,697.23 6.373   4/27/15 6.489 -17,501 17,189 -312 665,839  620,397 145,442 765,839
  Buy S&P 100 short Norfolk Southern 282.49 80.648   6/15/15 80.979 22,782        643,179 122,660  
    France Solocal 1,680.09 13.560   11/23/15 7.557 22,782        665,961 99,878  
    ISEQ 20 Aryzta 1,016.15 11.210   8/10/15 10.893 11,391        677,352 88,487  
      FBD Holdings 1,228.27 9.274   8/10/15 7.120 11,391        688,743 77,096  
    OBX 25 DNO International 17,882.26 1.274   12/21/15 0.607 22,782        711,525 54,314  
    OMXS 30 SSAB 2,224.80 5.120   10/26/15 3.388 11,391        722,916 42,923  
      Telia Company 2,166.12 5.259   10/26/15 4.765 11,391        734,307 31,532  
    FT 30 Tate & Lyle 30.23 753.704   12/28/15 807.108 22,784        757,091 8,747  
    DJ Global Titans BHP 1,197.81 19.020   7/13/15 17.787 22,782        779,873 -14,035  
6/15/15 Sell S&P 100 short Norfolk Southern 282.49 80.979 80.318 6/08/15 80.648 -22,782 22,689 -93 665,746  757,091 8,655 765,746
    Germany long Ströer Media 625.76 40.315   1/12/15 24.615 -15,403 25,228 9,824 675,570  741,688 33,882 775,570
  Buy S&P 100 Starbucks 436.78 46.330   7/06/15 49.123 20,236        761,924 13,646  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Germany short Gerry Weber 1,034.03 19.570   11/30/15 14.070 20,236        782,160 -6,590  
6/29/15 Sell SDAX long Patrizia Immobilien 1,129.63 22.015   1/26/15 14.950 -16,888 24,869 7,981 683,551  765,272 18,279 783,551
    MerVal Comercial del Plata 55,731.27 0.285   3/09/15 0.278 -15,471 15,878 407 683,958  749,801 34,157 783,958
  Buy SDAX short Gerry Weber 1,002.55 20.400   6/06/16 12.015 20,452        770,253 13,704  
7/06/15 Sell S&P 100 long Starbucks 436.78 49.123   6/15/15 46.330 -20,236 21,456 1,220 685,177  750,017 35,160 785,177
    Kospi 50 Amorepacific Group 167.59 157.893   12/08/14 82.934 -13,899 26,461 12,562 697,740  736,118 61,622 797,740
    CAC 40 Peugeot 1,159.66 18.595   2/23/15 14.575 -16,902 21,564 4,662 702,402  719,216 83,185 802,402
    DAX Merck (EMD) 197.29 90.640   11/17/14 76.670 -15,126 17,882 2,756 705,158  704,090 101,068 805,158
    HSI-C&I Tencent 867.34 17.093   4/13/15 20.815 -18,054 14,825 -3,229 701,929  686,036 115,893 801,929
  Buy S&P 100 short Norfolk Southern 291.76 78.643   7/13/15 78.579 22,945        708,981 92,948  
    CAC 40 ArcelorMittal 909.43 25.230   3/27/17 22.800 22,945        731,926 70,003  
    DAX RWE 1,192.57 19.240   7/13/15 20.205 22,945        754,871 47,058  
    HSI-C&I Sands China 6,781.24 3.384   5/09/16 3.084 22,945        777,816 24,113  
7/13/15 Sell S&P 100 short Norfolk Southern 291.76 78.579 78.708 7/06/15 78.643 -22,945 22,964 19 701,948  754,871 47,077 801,948
    HSI long China Life Ins HK 4,647.72 3.728   1/12/15 3.314 -15,403 17,329 1,926 703,874  739,468 64,406 803,874
    DAX short RWE 1,192.57 20.205 18.275 7/06/15 19.240 -22,945 21,794 -1,151 702,723  716,523 86,200 802,723
    DJ Global Titans BHP 1,197.81 17.787 20.338 6/08/15 19.020 -22,782 24,361 1,579 704,302  693,741 110,561 804,302
  Buy S&P 100 long Amazon.com 55.24 414.042   7/27/15 479.746 22,872        716,613 87,689  
    HSI short China Shenhua HK 12,314.77 1.857   4/18/16 1.521 22,871        739,484 64,818  
    DAX long Fresenius 373.34 61.260   7/27/15 61.200 22,871        762,354 41,947  
    DJ Global Titans Mitsubishi UFJ 3,641.07 6.281   7/27/15 6.435 22,871        785,225 19,076  
7/20/15 Sell DJTA long Avis Budget 484.25 38.916   9/24/12 12.419 -6,014 18,845 12,831 717,133  779,212 37,921 817,133
  Buy   short Avis Budget 549.29 38.916   8/03/15 39.514 21,376        800,587 16,545  
7/27/15 Sell S&P 100 long Amazon.com 55.24 479.746   7/13/15 414.042 -22,872 26,501 3,629 720,762  777,716 43,046 820,762
    DAX Fresenius 373.34 61.200   7/13/15 61.260 -22,871 22,848 -22 720,740  754,845 65,895 820,740
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX KUKA 253.92 74.330   12/29/14 59.270 -15,050 18,874 3,824 724,564  739,795 84,769 824,564
    Indices SSE 50 ew 50.24 382.611   2/23/15 336.435 -16,902 19,222 2,320 726,884  722,893 103,991 826,884
    DJ Global Titans Mitsubishi UFJ 3,641.07 6.435   7/13/15 6.281 -22,871 23,431 560 727,443  700,022 127,422 827,443
  Buy S&P 100 short ConocoPhilips 522.85 45.655   3/07/16 37.595 23,871        723,892 103,551  
    DAX RWE 1,286.85 18.550   10/19/15 12.230 23,871        747,764 79,680  
    BAX Grammer 909.03 26.260   11/09/15 23.675 23,871        771,635 55,809  
    Indices RTX 22.66 1,053.370   6/06/16 1,104.740 23,869        795,504 31,939  
    DJ Global Titans ConocoPhilips 522.85 45.655   8/03/15 45.385 23,871        819,375 8,068  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,258.21 7.097   7/07/14 2.976 -12,672 30,220 17,548 744,991  806,703 38,288 844,991
    HSI-Fin China Life Ins HK 4,520.71 3.251   1/26/15 3.736 -16,888 14,695 -2,193 742,798  789,815 52,983 842,798
    DJTA short Avis Budget 549.29 39.514 38.317 7/20/15 38.916 -21,376 21,047 -329 742,469  768,439 74,030 842,469
    DJ Global Titans ConocoPhilips 522.85 45.385 45.927 7/27/15 45.655 -23,871 24,013 142 742,611  744,568 98,043 842,611
  Buy SSE 50 China Northern Rare 11,298.16 2.081   1/04/16 1.789 23,516        768,084 74,527  
    HSI-Fin ICBC 37,601.54 0.625   1/04/16 0.538 23,516        791,600 51,011  
    DJTA long JetBlue Airways 1,091.86 21.538   8/24/15 18.277 23,516        815,116 27,495  
    SMI UBS 1,114.39 21.102   8/17/15 20.081 23,516        838,632 3,979  
    SLI Vifor Pharma 221.49 106.171   8/24/15 107.513 23,516        862,148 -19,537  
    DJ Global Titans Mitsubishi UFJ 3,625.77 6.486   8/24/15 5.389 23,516        885,664 -43,053  
8/10/15 Sell ISEQ 20 short Aryzta 1,016.15 10.893 11.536 6/08/15 11.210 -11,391 11,723 331 742,943  874,273 -31,330 842,943
      FBD Holdings 1,228.27 7.120 12.080 6/08/15 9.274 -11,391 14,837 3,446 746,389  862,882 -16,493 846,389
  Buy   long Kingspan Group 456.48 22.725   8/17/15 22.815 10,374        873,255 -26,867  
      Ryanair Holdings 811.70 12.780   8/17/15 12.705 10,374        883,629 -37,240  
8/17/15 Sell ASX 50 long James Hardie Ind 694.22 12.058   1/30/12 5.763 -4,001 8,371 4,370 750,759  879,628 -28,869 850,759
    ISEQ 20 Kingspan Group 456.48 22.815   8/10/15 22.725 -10,374 10,415 41 750,800  869,254 -18,455 850,800
      Ryanair Holdings 811.70 12.705   8/10/15 12.780 -10,374 10,313 -61 750,739  858,881 -8,142 850,739
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Pandora 218.70 107.440   11/24/14 67.207 -14,698 23,497 8,799 759,538  844,183 15,355 859,538
    SMI UBS 1,114.39 20.081   8/03/15 21.102 -23,516 22,378 -1,138 758,400  820,667 37,734 858,400
    Nikkei (FRA) Fujitsu 115.48 44.550   6/30/14 54.990 -6,350 5,145 -1,206 757,195  814,316 42,878 857,195
      MinebeaMitsumi 772.19 12.573   6/30/14 8.224 -6,350 9,709 3,358 760,553  807,966 52,587 860,553
  Buy ASX 50 short Santos 5,733.37 3.982   11/23/15 2.708 22,828        830,794 29,759  
    ISEQ 20 Aryzta 1,040.47 10.970   11/30/15 10.387 11,414        842,208 18,345  
      FBD Holdings 1,654.20 6.900   11/30/15 6.852 11,414        853,622 6,931  
    OMXC 20 GN Store Nord 183.36 124.500   10/05/15 126.375 22,828        876,450 -15,897  
    Nikkei (FRA) Sharp 889.63 12.830   11/23/15 10.210 11,414        887,864 -27,311  
      IHI 378.07 30.190   11/23/15 25.250 11,414        899,278 -38,725  
8/24/15 Sell USA long Alexion 43.41 143.833   11/28/11 50.936 -2,211 6,244 4,033 764,585  897,067 -32,481 864,585
    DJIA Visa 123.78 58.880   12/19/11 18.897 -2,339 7,288 4,949 769,535  894,728 -25,193 869,535
    Nasdaq 100 Regeneron 35.97 434.608   10/10/11 49.346 -1,775 15,633 13,858 783,393  892,953 -9,560 883,393
    Euro 50 ASML 52.19 74.790   1/09/12 32.400 -1,691 3,903 2,212 785,605  891,262 -5,657 885,605
      AB InBev 35.60 91.280   1/09/12 47.495 -1,691 3,250 1,559 787,164  889,571 -2,408 887,164
    HDAX Ströer Media 625.76 47.670   1/12/15 24.615 -15,403 29,830 14,427 801,590  874,168 27,422 901,590
    FTSE Ashtead 13.35 1,199.890   7/30/12 333.248 -4,449 16,019 11,570 813,160  869,719 43,441 913,160
    HSI-Prop CK Hutchison 504.45 10.950   7/28/14 13.730 -6,926 5,524 -1,402 811,758  862,793 48,965 911,758
      Sino Land 5,531.95 1.200   7/28/14 1.252 -6,926 6,638 -288 811,470  855,867 55,603 911,470
    Europe 50 Novartis 241.18 69.088   11/10/14 61.916 -14,933 16,663 1,730 813,200  840,934 72,266 913,200
    DJTA JetBlue Airways 1,091.86 18.277   8/03/15 21.538 -23,516 19,956 -3,560 809,640  817,418 92,222 909,640
    SLI Vifor Pharma 221.49 107.513   8/03/15 106.171 -23,516 23,813 297 809,938  793,903 116,035 909,938
    CAC Next 20 Ingenico 181.87 111.350   1/26/15 92.860 -16,888 20,251 3,363 813,300  777,014 136,286 913,300
    Nikkei (TYO) MinebeaMitsumi 1,445.21 10.589   10/27/14 10.477 -15,142 15,304 162 813,462  761,872 151,590 913,462
    DJ Global Titans Mitsubishi UFJ 3,625.77 5.389   8/03/15 6.486 -23,516 19,540 -3,976 809,486  738,356 171,130 909,486
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Apple 171.95 88.846   11/03/14 87.590 -15,061 15,277 216 809,702  723,295 186,407 909,702
  Buy DJIA short Chevron 441.12 62.119   5/30/16 91.551 27,402        750,697 159,005  
    Nasdaq 100 Micron Technology 2,203.16 12.438   8/31/15 14.635 27,402        778,099 131,603  
    Euro 50 E.on 1,574.83 8.700   10/26/15 8.993 13,701        791,800 117,902  
      Banco Santander 2,629.75 5.210   10/26/15 5.230 13,701        805,501 104,201  
    HDAX RWE 2,072.77 13.220   11/23/15 10.895 27,402        832,903 76,799  
    FTSE Glencore 146.23 187.390   5/09/16 167.806 27,402        860,305 49,397  
    HSI-Prop Hang Lung 7,127.77 1.922   6/06/16 1.737 13,701        874,006 35,696  
      The Wharf 7,830.93 1.750   6/06/16 1.945 13,701        887,707 21,995  
    DJCA Chevron 441.12 62.119   8/31/15 72.229 27,402        915,109 -5,407  
    Europe 50 Rio Tinto 9.36 2,927.710   10/26/15 3,453.900 27,403        942,512 -32,810  
    DJTA Norfolk Southern 425.66 64.376   8/31/15 69.482 27,402        969,914 -60,212  
    SLI Aryzta 2,923.60 9.373   1/09/17 8.993 27,402        997,316 -87,614  
    CAC Next 20 Casino Guichard 486.89 56.280   1/30/17 49.780 27,402        1,024,718 -115,017  
    Nikkei (TYO) IHI 1,058.34 25.892   8/08/16 25.014 27,402        1,052,120 -142,419  
    DJ Global Titans ConocoPhilips 741.06 36.977   3/21/16 37.886 27,402        1,079,522 -169,820  
    SP Global 100 RWE 2,072.77 13.220   9/12/16 14.645 27,402        1,106,924 -197,223  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,203.16 14.635 10.240 8/24/15 12.438 -27,402 22,561 -4,841 804,861  1,079,522 -174,661 904,861
    DJCA Chevron 441.12 72.229 52.009 8/24/15 62.119 -27,402 22,942 -4,460 800,401  1,052,120 -151,719 900,401
    DJTA Norfolk Southern 425.66 69.482 59.269 8/24/15 64.376 -27,402 25,228 -2,174 798,228  1,024,718 -126,491 898,228
  Buy Nasdaq 100 long Netflix 188.08 102.576   9/07/15 88.434 19,292        1,044,011 -145,783  
    DJCA JetBlue Airways 969.23 19.906   1/20/20 16.506 19,293        1,063,304 -165,076  
    DJUA short CenterPoint Energy 580.91 16.606   12/07/15 15.137 9,646        1,072,950 -174,722  
      FirstEnergy 338.44 28.503   12/07/15 29.960 9,646        1,082,597 -184,369  
    DJTA long JetBlue Airways 969.23 19.906   1/04/16 20.201 19,293        1,101,890 -203,662  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/07/15 Sell Nasdaq 100 long Netflix 188.08 88.434   8/31/15 102.576 -19,292 16,633 -2,660 795,568  1,082,597 -187,029 895,568
    ATX Zumtobel 734.82 23.775   2/16/15 21.095 -15,501 17,470 1,969 797,537  1,067,096 -169,559 897,537
  Buy Nasdaq 100 short Micron Technology 1,207.97 15.066   10/19/15 16.912 18,199        1,085,295 -187,758  
    ATX Vienna Insurance 668.10 27.240   3/28/16 18.660 18,199        1,103,494 -205,957  
9/14/15 Sell RTX short RusHydro 3,977.38 0.774 3.647 3/11/13 1.680 -6,682 14,504 7,822 805,359  1,096,812 -191,453 905,359
  Buy USA long JetBlue Airways 767.37 23.257   9/21/15 23.986 17,847        1,114,659 -209,300  
9/21/15 Sell   long JetBlue Airways 767.37 23.986   9/14/15 23.257 -17,847 18,406 559 805,918  1,096,812 -190,894 905,918
    MIB Fiat Chrysler 2,119.97 8.487   1/26/15 7.966 -16,888 17,991 1,103 807,021  1,079,924 -172,903 907,021
  Buy USA short Wynn Resorts 308.53 59.482   10/05/15 57.973 18,352        1,098,276 -191,255  
    MIB Saipem 1,804.52 10.170   12/26/16 5.130 18,352        1,116,628 -209,607  
    RTX Mobile TeleSystems 2,894.64 6.340   9/28/15 6.096 18,352        1,134,980 -227,959  
9/28/15 Sell   short Mobile TeleSystems 2,894.64 6.096 6.594 9/21/15 6.340 -18,352 19,087 735 807,756  1,116,628 -208,872 907,756
    BEL 20 long bpost 722.09 21.000   1/19/15 22.860 -16,507 15,164 -1,343 806,413  1,100,121 -193,709 906,413
  Buy RTX Severstal 1,899.87 9.378   11/02/15 10.465 17,817        1,117,938 -211,526  
    BEL 20 short Solvay 199.05 89.510   3/28/16 85.670 17,817        1,135,755 -229,342  
10/05/15 Sell USA short Wynn Resorts 308.53 57.973 61.030 9/21/15 59.482 -18,352 18,830 478 806,890  1,117,403 -210,513 906,890
    OMXC 20 GN Store Nord 183.36 126.375 122.625 8/17/15 124.500 -22,828 22,485 -344 806,547  1,094,575 -188,028 906,547
  Buy USA long Netflix 180.72 99.392   12/14/15 109.790 17,962        1,112,537 -205,991  
    OMXC 20 Genmab 211.16 85.064   11/02/15 91.174 17,962        1,130,499 -223,953  
10/12/15 Buy Kospi 50 long Lotte Chemical 81.85 208.474   4/02/18 330.481 17,064        1,147,563 -241,016  
    MerVal Pampa Energía 20,691.16 0.825   10/19/15 0.927 17,064        1,164,627 -258,080  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,207.97 16.912 13.219 9/07/15 15.066 -18,199 15,969 -2,231 804,316  1,146,428 -242,112 904,316
    DAX RWE 1,286.85 12.230 28.136 7/27/15 18.550 -23,871 36,207 12,336 816,652  1,122,557 -205,905 916,652
    MerVal long Pampa Energía 20,691.16 0.927   10/12/15 0.825 -17,064 19,170 2,106 818,758  1,105,493 -186,735 918,758
  Buy Nasdaq 100 Amazon.com 36.17 505.914   2/08/16 436.037 18,299        1,123,792 -205,034  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX Fresenius 303.43 60.310   12/21/15 63.430 18,300        1,142,091 -223,333  
    MerVal short YPF 814.08 22.479   10/26/15 25.738 18,300        1,160,391 -241,633  
10/26/15 Sell Euro 50 short E.on 1,574.83 8.993 8.407 8/24/15 8.700 -13,701 13,240 -461 818,297  1,146,690 -228,393 918,297
      Banco Santander 2,629.75 5.230 5.190 8/24/15 5.210 -13,701 13,648 -53 818,244  1,132,989 -214,745 918,244
    OMXS 30 SSAB 2,224.80 3.388 7.737 6/08/15 5.120 -11,391 17,214 5,823 824,068  1,121,598 -197,531 924,068
      Telia Company 2,166.12 4.765 5.804 6/08/15 5.259 -11,391 12,571 1,180 825,248  1,110,207 -184,959 925,248
    Europe 50 Rio Tinto 9.36 3,453.900 2,401.510 8/24/15 2,927.710 -27,403 22,478 -4,925 820,323  1,082,804 -162,481 920,323
    MerVal YPF 814.08 25.738 19.221 10/19/15 22.479 -18,300 15,647 -2,653 817,670  1,064,504 -146,834 917,670
  Buy Euro 50 long Fresenius 150.19 64.150   1/11/16 59.420 9,635        1,074,139 -156,469  
      Inditex 286.67 33.610   1/11/16 29.430 9,635        1,083,774 -166,104  
    OMXS 30 Boliden 551.81 17.461   11/02/15 17.505 9,635        1,093,409 -175,739  
      Svenska Cellulosa B 1,848.72 5.212   11/02/15 5.468 9,635        1,103,044 -185,374  
    Europe 50 SAP 274.78 70.130   12/14/15 69.400 19,270        1,122,314 -204,644  
    MerVal Pampa Energía 16,768.19 1.149   3/07/16 0.728 19,270        1,141,584 -223,914  
11/02/15 Sell RTX long Severstal 1,899.87 10.465   9/28/15 9.378 -17,817 19,882 2,065 819,735  1,123,767 -204,032 919,735
    OMXC 20 Genmab 211.16 91.174   10/05/15 85.064 -17,962 19,252 1,290 821,025  1,105,805 -184,780 921,025
    OMXS 30 Boliden 551.81 17.505   10/26/15 17.461 -9,635 9,659 24 821,050  1,096,170 -175,120 921,050
      Svenska Cellulosa B 1,848.72 5.468   10/26/15 5.212 -9,635 10,108 473 821,522  1,086,535 -165,013 921,522
  Buy RTX short Mobile TeleSystems 3,040.03 6.221   4/25/16 7.952 18,912        1,105,447 -183,925  
    OMXS 30 SSAB 2,799.70 3.378   12/14/15 2.601 9,456        1,114,903 -193,381  
      SKF A 588.49 16.068   12/14/15 14.663 9,456        1,124,359 -202,837  
11/09/15 Sell BAX short Grammer 909.03 23.675 29.127 7/27/15 26.260 -23,871 26,478 2,606 824,129  1,100,488 -176,359 924,129
  Buy   long Adva 1,840.87 10.155   11/16/15 10.530 18,694        1,119,182 -195,053  
11/16/15 Sell MDAX long Ströer Media 603.30 61.450   2/02/15 25.790 -15,559 37,073 21,514 845,642  1,103,623 -157,980 945,642
    BSE Sensex 30 Hindustan Unilever 660.10 11.144   1/30/12 6.061 -4,001 7,356 3,355 848,997  1,099,622 -150,624 948,997
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Toshiba 639.68 22.410 47.453 6/01/15 32.610 -20,860 30,354 9,495 858,492  1,078,762 -120,270 958,492
    BAX long Adva 1,840.87 10.530   11/09/15 10.155 -18,694 19,384 690 859,182  1,060,068 -100,886 959,182
  Buy MDAX short Leoni 617.82 34.730   5/30/16 29.880 21,457        1,081,525 -122,343  
    BSE Sensex 30 Bharat Heavy 12,700.96 1.689   6/13/16 1.058 21,457        1,102,982 -143,800  
    SMI LafargeHolcim 424.81 50.510   1/09/17 49.995 21,457        1,124,439 -165,257  
    Topix (FRA) long Ono Pharmaceutical 785.91 27.302   12/14/15 30.520 21,457        1,145,896 -186,713  
    BAX short Leoni 617.82 34.730   11/23/15 36.045 21,457        1,167,353 -208,170  
11/23/15 Sell France short Solocal 1,680.09 7.557 24.332 6/08/15 13.560 -22,782 40,879 18,097 877,279  1,144,571 -167,291 977,279
    ASX 50 Santos 5,733.37 2.708 5.854 8/17/15 3.982 -22,828 33,562 10,734 888,013  1,121,743 -133,729 988,013
    HDAX RWE 2,072.77 10.895 16.041 8/24/15 13.220 -27,402 33,250 5,848 893,861  1,094,341 -100,479 993,861
    PSI 20 Pharol 35,409.80 0.369 0.705 5/25/15 0.510 -18,059 24,960 6,901 900,763  1,076,282 -75,519 1,000,763
    Nikkei (FRA) Sharp 889.63 10.210 16.122 8/17/15 12.830 -11,414 14,343 2,929 903,691  1,064,868 -61,176 1,003,691
      IHI 378.07 25.250 36.097 8/17/15 30.190 -11,414 13,647 2,233 905,925  1,053,454 -47,529 1,005,925
    BAX Leoni 617.82 36.045 33.415 11/16/15 34.730 -21,457 20,644 -812 905,112  1,031,997 -26,885 1,005,112
    GEX ZhongDe Waste Tech 9,481.82 1.980 2.444 6/01/15 2.200 -20,860 23,177 2,317 907,429  1,011,137 -3,707 1,007,429
  Buy France long Ubisoft 936.13 26.805   1/11/16 24.260 25,093        1,036,230 -28,800  
    HDAX SMA Solar 525.23 47.775   1/18/16 41.200 25,093        1,061,323 -53,893  
    PSI 20 Altri 4,913.45 5.107   12/07/15 5.008 25,093        1,086,416 -78,986  
    OMXC 20 Genmab 221.28 113.399   2/08/16 88.896 25,093        1,111,509 -104,079  
    Nikkei (FRA) Yamaha 500.46 25.070   12/07/15 22.360 12,547        1,124,055 -116,626  
    BAX Adva 2,261.65 11.095   12/14/15 9.859 25,093        1,149,148 -141,719  
    GEX Hypoport 317.63 79.000   12/14/15 70.070 25,093        1,174,241 -166,811  
11/30/15 Sell Germany short Gerry Weber 1,034.03 14.070 27.220 6/15/15 19.570 -20,236 28,146 7,910 915,340  1,154,005 -138,665 1,015,340
    ISEQ 20 Aryzta 1,040.47 10.387 11.586 8/17/15 10.970 -11,414 12,055 641 915,980  1,142,591 -126,610 1,015,980
      FBD Holdings 1,654.20 6.852 6.948 8/17/15 6.900 -11,414 11,494 80 916,060  1,131,177 -115,117 1,016,060
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Fortum 1,204.39 13.820 21.706 6/01/15 17.320 -20,860 26,143 5,283 921,343  1,110,317 -88,974 1,021,343
  Buy Germany long SMA Solar 493.57 47.225   1/11/16 49.315 23,309        1,133,626 -112,282  
    ASX 50 short Origin Energy 6,084.95 3.831   1/04/16 3.253 23,309        1,156,935 -135,591  
    ISEQ 20 long Flutter 97.08 120.050   12/07/15 122.000 11,654        1,168,589 -147,246  
      Dalata Hotel 2,263.01 5.150   12/07/15 5.130 11,655        1,180,244 -158,900  
    Nordic 30 Pandora 207.75 112.200   12/14/15 108.345 23,310        1,203,553 -182,210  
12/07/15 Sell ISEQ 20 long Flutter 97.08 122.000   11/30/15 120.050 -11,654 11,844 189 921,533  1,191,899 -170,366 1,021,533
      Dalata Hotel 2,263.01 5.130   11/30/15 5.150 -11,655 11,609 -45 921,487  1,180,244 -158,757 1,021,487
    PSI 20 Altri 4,913.45 5.008   11/23/15 5.107 -25,093 24,607 -486 921,001  1,155,151 -134,150 1,021,001
    DJUA short CenterPoint Energy 580.91 15.137 18.217 8/31/15 16.606 -9,646 10,582 936 921,937  1,145,505 -123,568 1,021,937
      FirstEnergy 338.44 29.960 27.045 8/31/15 28.503 -9,646 9,153 -493 921,443  1,135,858 -114,415 1,021,443
    Nikkei (FRA) long Yamaha 500.46 22.360   11/23/15 25.070 -12,547 11,190 -1,356 920,087  1,123,312 -103,225 1,020,087
    BSE Sensex 50 Eicher Motors 75.71 224.209   10/24/11 23.352 -1,768 16,975 15,207 935,294  1,121,544 -86,250 1,035,294
  Buy ISEQ 20 short Aryzta 1,119.36 10.598   1/04/16 10.648 11,863        1,133,407 -98,113  
      FBD Holdings 1,739.44 6.820   1/04/16 6.603 11,863        1,145,270 -109,976  
    PSI 20 Pharol 84,134.75 0.282   4/25/16 0.141 23,726        1,168,996 -133,702  
    DJUA long NiSource 671.93 17.655   1/20/20 24.465 11,863        1,180,859 -145,565  
      American Water 220.22 53.870   1/20/20 107.854 11,863        1,192,722 -157,428  
    Nikkei (FRA) short OKI Electric 1,033.36 11.480   3/07/16 12.000 11,863        1,204,585 -169,291  
      Sharp 1,248.74 9.500   3/07/16 13.180 11,863        1,216,448 -181,154  
    BSE Sensex 50 ONGC 11,506.86 2.062   12/21/15 2.125 23,726        1,240,174 -204,880  
12/14/15 Sell USA long Netflix 180.72 109.790   10/05/15 99.392 -17,962 19,841 1,879 937,173  1,222,212 -185,039 1,037,173
    OMXS 30 short SSAB 2,799.70 2.601 4.386 11/02/15 3.378 -9,456 12,278 2,822 939,995  1,212,756 -172,761 1,039,995
      SKF A 588.49 14.663 17.608 11/02/15 16.068 -9,456 10,362 906 940,901  1,203,300 -162,399 1,040,901
    Europe 50 long SAP 274.78 69.400   10/26/15 70.130 -19,270 19,070 -201 940,701  1,184,030 -143,329 1,040,701
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Pandora 207.75 108.345   11/30/15 112.200 -23,310 22,509 -801 939,900  1,160,720 -120,820 1,039,900
    Topix (FRA) Ono Pharmaceutical 785.91 30.520   11/16/15 27.302 -21,457 23,986 2,529 942,429  1,139,263 -96,834 1,042,429
    BAX Adva 2,261.65 9.859   11/23/15 11.095 -25,093 22,298 -2,795 939,634  1,114,170 -74,537 1,039,634
    GEX Hypoport 317.63 70.070   11/23/15 79.000 -25,093 22,256 -2,836 936,797  1,089,077 -52,280 1,036,797
  Buy OMXS 30 Securitas 918.52 13.398   12/21/15 13.632 12,306        1,101,383 -64,586  
      Swedish Match 396.96 31.000   12/21/15 31.422 12,306        1,113,689 -76,892  
    Europe 50 short Rio Tinto 9.67 2,545.100   12/28/15 2,721.790 24,611        1,138,300 -101,503  
    Nordic 30 Møller-Mærsk B 20.07 1,226.160   4/25/16 1,254.850 24,609        1,162,909 -126,112  
    Topix (FRA) Toshiba 1,133.15 21.720   12/21/15 19.300 24,612        1,187,522 -150,724  
    BAX Leoni 740.54 33.235   7/04/16 24.990 24,612        1,212,133 -175,336  
    GEX Manz 605.31 40.660   5/09/16 36.225 24,612        1,236,745 -199,948  
12/21/15 Sell DAX long Fresenius 303.43 63.430   10/19/15 60.310 -18,300 19,247 947 937,744  1,218,445 -180,702 1,037,744
    OBX 25 short DNO International 17,882.26 0.607 2.673 6/08/15 1.274 -22,782 47,792 25,010 962,754  1,195,663 -132,910 1,062,754
    OMXS 30 long Securitas 918.52 13.632   12/14/15 13.398 -12,306 12,521 215 962,969  1,183,357 -120,389 1,062,969
      Swedish Match 396.96 31.422   12/14/15 31.000 -12,306 12,473 168 963,136  1,171,051 -107,915 1,063,136
    Topix (FRA) short Toshiba 1,133.15 19.300 24.443 12/14/15 21.720 -24,612 27,698 3,086 966,222  1,146,439 -80,217 1,066,222
    BSE Sensex 50 ONGC 11,506.86 2.125 1.999 12/07/15 2.062 -23,726 23,002 -724 965,498  1,122,713 -57,215 1,065,498
  Buy DAX RWE 2,212.11 11.395   12/28/15 11.660 25,207        1,147,920 -82,422  
    OBX 25 long Bakkafrost 959.06 26.283   12/28/15 26.311 25,207        1,173,128 -107,629  
    OMXS 30 short SSAB 5,807.26 2.170   12/28/15 2.409 12,604        1,185,731 -120,233  
      SKF A 863.18 14.601   12/28/15 15.095 12,604        1,198,335 -132,836  
    Topix (FRA) long Ono Pharmaceutical 788.11 31.984   1/04/16 32.298 25,207        1,223,541 -158,043  
    CAC Mid 60 Sartorius Stedim 437.81 57.575   12/28/15 57.183 25,207        1,248,748 -183,250  
    BSE Sensex 50 Bajaj Finance 3,105.04 8.118   1/04/16 8.393 25,207        1,273,955 -208,457  
12/28/15 Sell DAX short RWE 2,212.11 11.660 11.130 12/21/15 11.395 -25,207 24,621 -586 964,912  1,248,748 -183,836 1,064,912
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long Bakkafrost 959.06 26.311   12/21/15 26.283 -25,207 25,234 27 964,939  1,223,541 -158,603 1,064,939
    OMXS 30 short SSAB 5,807.26 2.409 1.932 12/21/15 2.170 -12,604 11,217 -1,387 963,552  1,210,938 -147,386 1,063,552
      SKF A 863.18 15.095 14.108 12/21/15 14.601 -12,604 12,178 -426 963,126  1,198,334 -135,208 1,063,126
    Europe 50 Rio Tinto 9.67 2,721.790 2,368.420 12/14/15 2,545.100 -24,611 22,903 -1,709 961,418  1,173,723 -112,306 1,061,418
    FT 30 Tate & Lyle 30.23 807.108 700.300 6/08/15 753.704 -22,784 21,170 -1,614 959,803  1,150,939 -91,136 1,059,803
    CAC Mid 60 long Sartorius Stedim 437.81 57.183   12/21/15 57.575 -25,207 25,035 -171 959,632  1,125,732 -66,100 1,059,632
  Buy USA Energy Recovery 3,836.93 6.473   1/11/16 5.700 24,838        1,150,570 -90,938  
    DAX Adidas 278.80 89.090   3/07/16 96.970 24,838        1,175,408 -115,776  
    OBX 25 short Seadrill 27.19 913.471   5/09/16 892.833 24,837        1,200,245 -140,614  
    OMXS 30 long Securitas 895.06 13.875   1/04/16 13.705 12,419        1,212,664 -153,033  
      Swedish Match 387.73 32.030   1/04/16 31.693 12,419        1,225,083 -165,452  
    Europe 50 SAP 340.90 72.860   1/04/16 70.580 24,838        1,249,921 -190,290  
    FT 30 ITV 66.58 373.033   1/11/16 356.368 24,837        1,274,758 -215,126  
1/04/16 Sell SSE 50 short China Northern Rare 11,298.16 1.789 2.422 8/03/15 2.081 -23,516 27,365 3,849 963,481  1,251,242 -187,761 1,063,481
    ASX 50 Origin Energy 6,084.95 3.253 4.511 11/30/15 3.831 -23,309 27,446 4,137 967,618  1,227,933 -160,315 1,067,618
    HSI-Fin ICBC 37,601.54 0.538 0.727 8/03/15 0.625 -23,516 27,318 3,802 971,420  1,204,417 -132,997 1,071,420
    ISEQ 20 Aryzta 1,119.36 10.648 10.548 12/07/15 10.598 -11,863 11,807 -56 971,364  1,192,554 -121,190 1,071,364
      FBD Holdings 1,739.44 6.603 7.044 12/07/15 6.820 -11,863 12,253 390 971,753  1,180,691 -108,937 1,071,753
    OMXH 25 Outokumpu 3,489.02 2.584 10.606 5/11/15 5.235 -18,265 37,004 18,738 990,492  1,162,426 -71,934 1,090,492
    OMXS 30 long Securitas 895.06 13.705   12/28/15 13.875 -12,419 12,267 -152 990,340  1,150,007 -59,667 1,090,340
      Swedish Match 387.73 31.693   12/28/15 32.030 -12,419 12,288 -131 990,209  1,137,588 -47,379 1,090,209
    Europe 50 SAP 340.90 70.580   12/28/15 72.860 -24,838 24,061 -777 989,432  1,112,750 -23,318 1,089,432
    DJTA JetBlue Airways 969.23 20.201   8/31/15 19.906 -19,293 19,580 287 989,719  1,093,457 -3,738 1,089,719
    Topix (FRA) Ono Pharmaceutical 788.11 32.298   12/21/15 31.984 -25,207 25,454 247 989,966  1,068,250 21,716 1,089,966
    BSE Sensex 50 Bajaj Finance 3,105.04 8.393   12/21/15 8.118 -25,207 26,061 854 990,820  1,043,043 47,777 1,090,820
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 Shanghai Pudong 11,318.59 2.515   1/11/16 2.391 28,464        1,071,507 19,313  
    HSI-Fin Hang Seng Bank 1,671.06 17.034   1/11/16 16.023 28,464        1,099,971 -9,151  
    ISEQ 20 Flutter 115.38 123.350   1/18/16 119.900 14,232        1,114,203 -23,383  
      Dalata Hotel 2,645.35 5.380   1/18/16 4.930 14,232        1,128,435 -37,615  
    OMXH 25 Elisa 843.38 33.750   1/11/16 34.422 28,464        1,156,899 -66,079  
    OMXS 30 short SSAB 5,835.42 2.439   4/04/16 3.262 14,232        1,171,131 -80,311  
      SKF A 978.68 14.542   4/04/16 15.448 14,232        1,185,363 -94,543  
    Europe 50 Rio Tinto 11.01 2,585.270   1/25/16 2,112.660 28,464        1,213,827 -123,007  
    DJTA Ryder System 541.82 52.534   2/22/16 53.012 28,464        1,242,291 -151,471  
    Topix (FRA) Toshiba 1,433.23 19.860   8/15/16 25.260 28,464        1,270,755 -179,935  
    BSE Sensex 50 Larsen & Toubro 2,452.59 11.606   3/07/16 10.779 28,464        1,299,219 -208,399  
1/11/16 Sell USA long Energy Recovery 3,836.93 5.700   12/28/15 6.473 -24,838 21,872 -2,966 987,854  1,274,381 -186,527 1,087,854
    Euro 50 Fresenius 150.19 59.420   10/26/15 64.150 -9,635 8,924 -710 987,143  1,264,747 -177,603 1,087,143
      Inditex 286.67 29.430   10/26/15 33.610 -9,635 8,437 -1,198 985,945  1,255,112 -169,166 1,085,945
    France Ubisoft 936.13 24.260   11/23/15 26.805 -25,093 22,711 -2,382 983,563  1,230,019 -146,456 1,083,563
    Germany SMA Solar 493.57 49.315   11/30/15 47.225 -23,309 24,340 1,032 984,594  1,206,710 -122,115 1,084,594
    SSE 50 Shanghai Pudong 11,318.59 2.391   1/04/16 2.515 -28,464 27,060 -1,404 983,191  1,178,246 -95,055 1,083,191
    HSI-Fin Hang Seng Bank 1,671.06 16.023   1/04/16 17.034 -28,464 26,776 -1,688 981,503  1,149,782 -68,279 1,081,503
    OMXH 25 Elisa 843.38 34.422   1/04/16 33.750 -28,464 29,031 567 982,069  1,121,318 -39,248 1,082,069
    FT 30 ITV 66.58 356.368   12/28/15 373.033 -24,837 23,727 -1,110 980,960  1,096,481 -15,521 1,080,960
    Topix (TYO) Subaru 679.95 33.663   6/11/12 6.048 -4,112 22,889 18,777 999,737  1,092,369 7,368 1,099,737
  Buy Euro 50 short Volkswagen 118.23 117.050   1/25/16 110.750 13,839        1,106,208 -6,471  
      Banco Santander 3,391.79 4.080   1/25/16 3.860 13,839        1,120,046 -20,310  
    France Vallourec 4,198.57 6.592   4/18/16 3.720 27,677        1,147,723 -47,987  
    SSE 50 Haitong Secs 15,739.88 1.758   6/13/16 1.997 27,677        1,175,400 -75,664  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ASX 50 Origin Energy 10,109.58 2.738   2/29/16 2.906 27,677        1,203,077 -103,341  
    HSI-Fin China Life Ins HK 10,904.61 2.538   6/06/16 1.986 27,677        1,230,754 -131,018  
    OMXH 25 Outokumpu 11,178.11 2.476   4/25/16 3.996 27,677        1,258,431 -158,695  
    FT 30 Tesco 142.09 194.790   1/25/16 204.438 27,678        1,286,109 -186,372  
    Topix (TYO) Toshiba 1,538.91 17.985   10/31/16 33.076 27,677        1,313,786 -214,049  
1/18/16 Sell HDAX long SMA Solar 525.23 41.200   11/23/15 47.775 -25,093 21,639 -3,453 996,283  1,288,693 -192,410 1,096,283
    ISEQ 20 Flutter 115.38 119.900   1/04/16 123.350 -14,232 13,834 -398 995,885  1,274,461 -178,576 1,095,885
      Dalata Hotel 2,645.35 4.930   1/04/16 5.380 -14,232 13,042 -1,190 994,695  1,260,229 -165,534 1,094,695
    QIX Freenet 415.50 28.325   1/23/12 10.515 -4,369 11,769 7,400 1,002,095  1,255,860 -153,765 1,102,095
  Buy HDAX short Aixtron 7,184.24 3.300   3/14/16 3.331 23,708        1,279,568 -177,473  
    ISEQ 20 Aryzta 1,269.57 9.337   5/30/16 8.843 11,854        1,291,422 -189,327  
      FBD Holdings 1,840.68 6.440   5/30/16 6.529 11,854        1,303,276 -201,181  
    QIX BMW 303.56 78.100   2/08/16 69.300 23,708        1,326,984 -224,889  
1/25/16 Sell Euro 50 short Volkswagen 118.23 110.750 123.708 1/11/16 117.050 -13,839 14,626 787 1,002,882  1,313,145 -210,263 1,102,882
      Banco Santander 3,391.79 3.860 4.313 1/11/16 4.080 -13,839 14,627 789 1,003,671  1,299,307 -195,636 1,103,671
    Europe 50 Rio Tinto 11.01 2,112.660 3,163.610 1/04/16 2,585.270 -28,464 34,831 6,368 1,010,038  1,270,843 -160,805 1,110,038
    FT 30 Tesco 142.09 204.438 185.143 1/11/16 194.790 -27,678 26,307 -1,371 1,008,668  1,243,165 -134,498 1,108,668
  Buy Euro 50 long SAP 167.54 72.680   4/04/16 70.040 12,177        1,255,342 -146,675  
      Vinci 197.58 61.630   4/04/16 65.450 12,177        1,267,519 -158,851  
    Europe 50 SAP 335.09 72.680   3/28/16 70.840 24,354        1,291,873 -183,206  
    FT 30 National Grid 19.60 1,242.520   2/01/16 1,311.560 24,353        1,316,227 -207,559  
2/01/16 Sell   long National Grid 19.60 1,311.560   1/25/16 1,242.520 -24,353 25,707 1,353 1,010,021  1,291,873 -181,853 1,110,021
  Buy   short RBS 70.29 330.109   4/18/16 299.798 23,203        1,315,077 -205,056  
2/08/16 Sell Nasdaq 100 long Amazon.com 36.17 436.037   10/19/15 505.914 -18,299 15,771 -2,527 1,007,493  1,296,778 -189,285 1,107,493
    OMXC 20 Genmab 221.28 88.896   11/23/15 113.399 -25,093 19,671 -5,422 1,002,071  1,271,685 -169,614 1,102,071
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX short BMW 303.56 69.300 88.018 1/18/16 78.100 -23,708 26,719 3,011 1,005,082  1,247,977 -142,895 1,105,082
  Buy Nasdaq 100 Micron Technology 2,647.60 9.085   3/21/16 10.259 24,054        1,272,031 -166,949  
    QIX long Rational 59.37 405.150   4/11/16 463.700 24,054        1,296,085 -191,003  
2/22/16 Sell DJTA short Ryder System 541.82 53.012 52.057 1/04/16 52.534 -28,464 28,205 -259 1,004,823  1,267,620 -162,797 1,104,823
    NZX 50 long Tourism 18,615.78 1.542   7/28/14 0.744 -13,852 28,700 14,848 1,019,671  1,253,768 -134,098 1,119,671
  Buy OMXC 20 Vestas Wind Systems 408.03 60.385   2/29/16 62.299 24,639        1,278,407 -158,736  
    DJTA Delta Air Lines 557.13 44.225   3/07/16 43.943 24,639        1,303,046 -183,376  
    NZX 50 short ANZ Banking NZ 1,610.82 15.296   2/29/16 14.670 24,639        1,327,685 -208,014  
2/29/16 Sell ASX 50 short Origin Energy 10,109.58 2.906 2.569 1/11/16 2.738 -27,677 25,975 -1,702 1,017,968  1,300,008 -182,040 1,117,968
    OMXC 20 long Vestas Wind Systems 408.03 62.299   2/22/16 60.385 -24,639 25,420 781 1,018,749  1,275,369 -156,620 1,118,749
    NZX 50 short ANZ Banking NZ 1,610.82 14.670 15.949 2/22/16 15.296 -24,639 25,690 1,051 1,019,801  1,250,730 -130,930 1,119,801
  Buy ASX 50 long Newcrest Mining 2,153.42 11.480   11/05/18 13.103 24,721        1,275,451 -155,651  
    NZX 50 a2 Milk 23,190.43 1.066   5/22/17 2.174 24,721        1,300,172 -180,372  
3/07/16 Sell S&P 100 short ConocoPhilips 522.85 37.595 55.443 7/27/15 45.655 -23,871 28,988 5,118 1,024,918  1,276,302 -151,383 1,124,918
    DAX long Adidas 278.80 96.970   12/28/15 89.090 -24,838 27,035 2,197 1,027,115  1,251,463 -124,348 1,127,115
    MerVal Pampa Energía 16,768.19 0.728   10/26/15 1.149 -19,270 12,207 -7,063 1,020,052  1,232,193 -112,141 1,120,052
    DJTA Delta Air Lines 557.13 43.943   2/22/16 44.225 -24,639 24,482 -157 1,019,895  1,207,554 -87,659 1,119,895
    Nikkei (FRA) short OKI Electric 1,033.36 12.000 10.960 12/07/15 11.480 -11,863 11,326 -537 1,019,358  1,195,691 -76,333 1,119,358
      Sharp 1,248.74 13.180 5.820 12/07/15 9.500 -11,863 7,268 -4,595 1,014,763  1,183,828 -69,066 1,114,763
    BSE Sensex 50 Larsen & Toubro 2,452.59 10.779 12.496 1/04/16 11.606 -28,464 30,649 2,185 1,016,947  1,155,364 -38,417 1,116,947
  Buy USA long Energy Recovery 3,464.61 7.782   10/29/18 6.189 26,963        1,182,327 -65,380  
    S&P 100 Facebook 280.83 96.013   3/28/16 101.554 26,963        1,209,291 -92,344  
    DAX short Deutsche Bank 1,519.90 17.740   4/25/16 16.080 26,963        1,236,254 -119,307  
    MerVal YPF 1,630.69 16.535   4/11/16 14.912 26,963        1,263,217 -146,270  
    DJTA Avis Budget 1,054.77 25.563   3/14/16 24.329 26,963        1,290,180 -173,233  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Nippon Suisan 3,178.85 4.241   3/14/16 4.289 13,482        1,303,661 -186,714  
      Yamaha 516.51 26.101   3/14/16 27.038 13,481        1,317,143 -200,196  
    BSE Sensex 50 Bajaj Finance 3,142.80 8.579   12/10/18 29.076 26,963        1,344,106 -227,159  
3/14/16 Sell HDAX short Aixtron 7,184.24 3.331 3.269 1/18/16 3.300 -23,708 23,485 -223 1,016,724  1,320,398 -203,673 1,116,724
    DJTA Avis Budget 1,054.77 24.329 26.860 3/07/16 25.563 -26,963 28,331 1,368 1,018,092  1,293,435 -175,342 1,118,092
    Nikkei (FRA) long Nippon Suisan 3,178.85 4.289   3/07/16 4.241 -13,482 13,634 153 1,018,245  1,279,953 -161,708 1,118,245
      Yamaha 516.51 27.038   3/07/16 26.101 -13,481 13,965 484 1,018,729  1,266,472 -147,743 1,118,729
  Buy HDAX SMA Solar 558.02 43.500   4/11/16 45.160 24,274        1,290,746 -172,017  
    DJTA Alaska Air Group 337.75 71.870   10/29/18 53.552 24,274        1,315,020 -196,291  
    Nikkei (FRA) short Toshiba 731.59 16.590   7/18/16 25.800 12,137        1,327,157 -208,428  
      IHI 667.60 18.180   7/18/16 25.860 12,137        1,339,294 -220,565  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,647.60 10.259 7.912 2/08/16 9.085 -24,054 20,946 -3,107 1,015,621  1,315,240 -199,618 1,115,621
    TSX 60 Cenovus Energy 1,177.93 12.064 19.931 5/11/15 15.506 -18,265 23,477 5,212 1,020,833  1,296,975 -176,142 1,120,833
    DJ Global Titans ConocoPhilips 741.06 37.886 36.068 8/24/15 36.977 -27,402 26,728 -674 1,020,159  1,269,573 -149,413 1,120,159
  Buy Nasdaq 100 long NVidia 804.33 30.172   10/29/18 162.956 24,268        1,293,841 -173,681  
    TSX 60 Barrick Gold 1,859.83 13.049   6/27/16 19.168 24,268        1,318,109 -197,949  
    DJ Global Titans McDonald´s 220.30 110.161   3/28/16 110.022 24,268        1,342,377 -222,218  
3/28/16 Sell S&P 100 long Facebook 280.83 101.554   3/07/16 96.013 -26,963 28,519 1,556 1,021,715  1,315,414 -193,698 1,121,715
    ATX short Vienna Insurance 668.10 18.660 39.765 9/07/15 27.240 -18,199 26,567 8,368 1,030,083  1,297,215 -167,131 1,130,083
    BEL 20 Solvay 199.05 85.670 93.522 9/28/15 89.510 -17,817 18,616 799 1,030,882  1,279,398 -148,516 1,130,882
    Europe 50 long SAP 335.09 70.840   1/25/16 72.680 -24,354 23,738 -617 1,030,265  1,255,043 -124,778 1,130,265
    DJ Global Titans McDonald´s 220.30 110.022   3/21/16 110.161 -24,268 24,238 -31 1,030,235  1,230,775 -100,540 1,130,235
  Buy S&P 100 short Devon Energy 1,115.26 23.082   4/25/16 30.124 25,742        1,256,517 -126,282  
    ATX long Flughafen Wien 1,057.27 24.348   5/16/16 25.113 25,742        1,282,259 -152,024  
    BEL 20 Bekaert 735.49 35.000   4/25/16 37.780 25,742        1,308,001 -177,766  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 short Credit Suisse 2,011.57 12.797   4/18/16 13.328 25,742        1,333,743 -203,508  
    DJ Global Titans Mitsubishi UFJ 6,191.25 4.158   4/11/16 3.840 25,742        1,359,485 -229,250  
4/04/16 Sell Euro 50 long SAP 167.54 70.040   1/25/16 72.680 -12,177 11,735 -442 1,029,793  1,347,308 -217,516 1,129,793
      Vinci 197.58 65.450   1/25/16 61.630 -12,177 12,932 755 1,030,547  1,335,131 -204,584 1,130,547
    OMXS 30 short SSAB 5,835.42 3.262 1.615 1/04/16 2.439 -14,232 9,427 -4,805 1,025,742  1,320,899 -195,158 1,125,742
      SKF A 978.68 15.448 13.637 1/04/16 14.542 -14,232 13,346 -886 1,024,856  1,306,667 -181,812 1,124,856
  Buy Euro 50 Deutsche Bank 796.49 14.800   5/16/16 14.680 11,788        1,318,455 -193,600  
      Unicredit 779.99 15.113   5/16/16 14.382 11,788        1,330,243 -205,388  
    OMXC 20 long Genmab 189.65 124.315   4/11/16 126.502 23,576        1,353,820 -228,964  
    OMXS 30 Securitas 813.13 14.497   4/11/16 14.803 11,788        1,365,608 -240,752  
      Fingerprint Cards 1,123.82 10.489   4/11/16 10.913 11,788        1,377,396 -252,540  
4/11/16 Sell HDAX long SMA Solar 558.02 45.160   3/14/16 43.500 -24,274 25,200 926 1,025,782  1,353,122 -227,340 1,125,782
    OMXC 20 Genmab 189.65 126.502   4/04/16 124.315 -23,576 23,991 415 1,026,197  1,329,545 -203,349 1,126,197
    OMXS 30 Securitas 813.13 14.803   4/04/16 14.497 -11,788 12,037 249 1,026,445  1,317,757 -191,312 1,126,445
      Fingerprint Cards 1,123.82 10.913   4/04/16 10.489 -11,788 12,264 476 1,026,922  1,305,970 -179,048 1,126,922
    MerVal short YPF 1,630.69 14.912 18.335 3/07/16 16.535 -26,963 29,898 2,935 1,029,857  1,279,007 -149,150 1,129,857
    QIX long Rational 59.37 463.700   2/08/16 405.150 -24,054 27,530 3,476