Fri, May 14th, 2021, 10:52UTC
 
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 Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
    CAC Next 20 short Natixis 856.88 3.256   3/12/12 2.721 2,790        112,036 -8,584  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  109,246 -5,743 103,502
  Buy ATX Flughafen Wien 294.34 8.300   3/26/12 7.050 2,443        111,689 -8,186  
7/25/11 Buy ASX 50 short Macquarie Group 114.37 20.828   1/16/12 19.953 2,382        114,071 -10,569  
    DJ Global Titans Bank of America 341.76 6.970   12/26/11 4.202 2,382        116,453 -12,951  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  113,143 -6,979 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  110,353 -4,161 106,192
  Buy S&P 100 short AIG 128.40 19.860   1/09/12 18.875 2,550        112,903 -6,711  
    HSI New World Dev 678.26 3.760   12/26/11 2.465 2,550        115,453 -9,261  
    HDAX Commerzbank 135.63 18.801   1/23/12 14.511 2,550        118,003 -11,811  
    RTX Mobile TeleSystems 206.98 12.320   6/25/12 13.400 2,550        120,553 -14,361  
    DJTA Delta Air Lines 470.64 5.418   10/24/11 6.408 2,550        123,103 -16,911  
    Topix (FRA) Nintendo 23.06 110.600   1/23/12 105.744 2,550        125,653 -19,462  
    SP Global 100 Carrefour 126.99 20.080   4/30/12 15.175 2,550        128,203 -22,012  
8/08/11 Buy Nasdaq 100 short Akamai 142.73 14.741   10/10/11 17.540 2,104        130,307 -24,116  
    Kospi 50 LG Display 153.94 13.668   10/10/11 14.049 2,104        132,411 -26,220  
    DAX Commerzbank 137.03 15.354   12/19/11 9.482 2,104        134,515 -28,324  
    MDAX Ceconomy 218.92 9.611   5/14/12 7.298 2,104        136,619 -30,428  
    FTSE Lloyds Bank 55.89 37.648   11/28/11 27.613 2,104        138,723 -32,532  
    Europe 50 Lloyds Bank 55.89 37.648   12/19/11 27.968 2,104        140,828 -34,636  
    BSE Sensex 50 Tata Motors 814.02 2.585   10/03/11 2.302 2,104        142,932 -36,740  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Pro7-Sat1 150.29 14.000   1/23/12 17.200 2,104        145,036 -38,844  
8/22/11 Buy DJIA short Goldman Sachs 22.75 73.991   12/19/11 67.244 1,683        146,719 -40,527  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  142,186 -36,892 105,293
  Buy   short Nintendo 14.67 116.602   2/13/12 104.998 1,711        143,896 -38,603  
9/05/11 Buy Euro 50 short Societe Generale 41.16 20.250   1/09/12 15.000 833        144,730 -39,437  
      Unicredit 30.35 27.460   1/09/12 11.455 833        145,563 -40,270  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  142,425 -35,406 107,019
    BSE Sensex 50 short Tata Motors 814.02 2.302 2.902 8/08/11 2.585 -2,104 2,362 258 7,277  140,321 -33,044 107,277
  Buy NZX 50 Heartland 6,653.52 0.279   10/17/11 0.296 1,855        142,176 -34,899  
    BSE Sensex 50 long Eicher Motors 762.06 2.434   10/17/11 2.393 1,855        144,031 -36,754  
10/10/11 Sell Nasdaq 100 short Akamai 142.73 17.540 11.942 8/08/11 14.741 -2,104 1,704 -400 6,878  141,927 -35,049 106,878
    Kospi 50 LG Display 153.94 14.049 13.287 8/08/11 13.668 -2,104 2,045 -59 6,819  139,823 -33,004 106,819
  Buy Nasdaq 100 long Regeneron 37.39 49.346   8/24/15 434.608 1,845        141,668 -34,849  
    Kospi 50 SK Holdings 19.24 95.875   12/19/11 80.532 1,845        143,513 -36,694  
10/17/11 Sell NZX 50 short Heartland 6,653.52 0.296 0.262 10/03/11 0.279 -1,855 1,742 -113 6,706  141,658 -34,952 106,706
    BSE Sensex 50 long Eicher Motors 762.06 2.393   10/03/11 2.434 -1,855 1,823 -32 6,674  139,803 -33,129 106,674
  Buy NZX 50 a2 Milk 13,204.02 0.139   10/31/11 0.139 1,838        141,641 -34,967  
    BSE Sensex 50 short Aurobindo Pharma 2,001.09 0.919   10/24/11 0.877 1,838        143,479 -36,805  
10/24/11 Sell DJTA short Delta Air Lines 470.64 6.408 4.429 8/01/11 5.418 -2,550 2,084 -466 6,209  140,929 -34,720 106,209
    BSE Sensex 50 Aurobindo Pharma 2,001.09 0.877 0.962 10/17/11 0.919 -1,838 1,924 86 6,295  139,091 -32,796 106,295
  Buy DJTA long Kansas City Southern 41.51 44.258   11/21/11 48.824 1,837        140,928 -34,633  
    BSE Sensex 50 Eicher Motors 786.66 2.335   12/07/15 22.421 1,837        142,765 -36,470  
10/31/11 Sell NZX 50 long a2 Milk 13,204.02 0.139   10/17/11 0.139 -1,838 1,839 1 6,296  140,927 -34,631 106,296
  Buy   short Heartland 5,934.39 0.302   3/05/12 0.277 1,791        142,718 -36,422  
11/21/11 Sell DJTA long Kansas City Southern 41.51 48.824   10/24/11 44.258 -1,837 2,027 190 6,486  140,881 -34,395 106,486
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA short Netflix 229.07 7.867   11/28/11 7.544 1,802        142,683 -36,197  
    DJTA JetBlue Airways 678.85 2.655   12/05/11 3.509 1,802        144,485 -37,999  
11/28/11 Sell USA short Netflix 229.07 7.544 8.203 11/21/11 7.867 -1,802 1,879 77 6,563  142,683 -36,120 106,563
    FTSE Lloyds Bank 55.89 27.613 51.330 8/08/11 37.648 -2,104 2,869 765 7,328  140,579 -33,251 107,328
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,372  137,789 -28,417 109,372
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,327  136,394 -27,067 109,327
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,903  134,999 -25,096 109,903
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,371  131,456 -20,085 111,371
  Buy USA long Alexion 44.80 50.936   8/24/15 143.833 2,282        133,738 -22,366  
    FTSE Next 0.73 3,105.900   6/04/12 3,698.710 2,267        136,005 -24,634  
    OMXC 20 Tryg 265.42 8.598   5/14/12 8.768 2,282        138,287 -26,916  
    OMXS 30 Getinge 61.21 18.641   5/14/12 19.967 1,141        139,428 -28,057  
      Lundin 61.07 18.684   5/14/12 15.471 1,141        140,569 -29,198  
    Nordic 30 Equinor 125.01 18.255   5/07/12 19.757 2,282        142,851 -31,480  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,167  140,187 -27,021 113,167
    DJTA JetBlue Airways 678.85 3.509 1.800 11/21/11 2.655 -1,802 1,222 -580 12,587  138,385 -25,799 112,587
  Buy FT 30 long BAT 0.63 3,416.030   12/12/11 3,512.060 2,152        140,537 -27,951  
    DJTA Kirby 45.18 48.011   6/25/12 36.163 2,169        142,706 -30,120  
12/12/11 Sell FT 30 long BAT 0.63 3,512.060   12/05/11 3,416.030 -2,152 2,213 61 12,647  140,554 -27,907 112,647
  Buy   short Lloyds Bank 74.07 28.594   12/19/11 27.968 2,118        142,672 -30,025  
12/19/11 Sell DJIA short Goldman Sachs 22.75 67.244 81.415 8/22/11 73.991 -1,683 1,852 169 12,816  140,989 -28,173 112,816
    Kospi 50 long SK Holdings 19.24 80.532   10/10/11 95.875 -1,845 1,549 -295 12,521  139,144 -26,624 112,521
    DAX short Commerzbank 137.03 9.482 24.862 8/08/11 15.354 -2,104 3,407 1,303 13,824  137,040 -23,217 113,824
    Europe 50 Lloyds Bank 55.89 27.968 50.678 8/08/11 37.648 -2,104 2,832 728 14,552  134,936 -20,384 114,552
    FT 30 Lloyds Bank 74.07 27.968 29.234 12/12/11 28.594 -2,118 2,165 47 14,599  132,818 -18,219 114,599
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DJIA long Visa 127.48 18.897   8/24/15 58.880 2,409        135,227 -20,628  
    Kospi 50 short Hyundai Heavy 13.22 182.275   1/23/12 209.385 2,410        137,637 -23,037  
    DAX long Merck (EMD) 65.65 36.695   6/04/12 36.500 2,409        140,046 -25,446  
    Europe 50 Roche 18.57 129.719   10/20/14 222.572 2,409        142,455 -27,855  
    FT 30 Tate & Lyle 2.98 808.105   5/14/12 858.422 2,408        144,863 -30,264  
12/26/11 Sell HSI short New World Dev 678.26 2.465 5.735 8/01/11 3.760 -2,550 3,890 1,340 15,939  142,313 -26,374 115,939
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,358  138,516 -20,158 118,358
    DJ Global Titans Bank of America 341.76 4.202 11.562 7/25/11 6.970 -2,382 3,951 1,569 19,928  136,134 -16,206 119,928
  Buy HSI long Lenovo 4,816.12 0.538   5/21/12 0.656 2,593        138,727 -18,799  
    OMXH 25 Huhtamäki 281.24 9.220   1/02/12 9.150 2,593        141,320 -21,392  
    DJ Global Titans Philip Morris 42.90 60.439   1/23/12 57.914 2,593        143,913 -23,985  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,109  140,489 -19,380 121,109
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,118  138,920 -14,802 124,118
      Ryanair Holdings 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,925  137,351 -13,426 123,925
    OMXH 25 long Huhtamäki 281.24 9.150   12/26/11 9.220 -2,593 2,573 -20 23,905  134,758 -10,853 123,905
  Buy Germany Encavis 870.07 3.248   5/14/12 2.970 2,826        137,584 -13,679  
    AEX Vopak 68.77 41.095   4/09/12 44.780 2,826        140,410 -16,505  
    ISEQ 20 Flutter 31.33 45.100   5/21/12 50.010 1,413        141,823 -17,918  
      Ryanair Holdings 373.81 3.780   5/21/12 4.040 1,413        143,236 -19,331  
    OMXH 25 short Outokumpu 243.20 11.620   1/09/12 12.510 2,826        146,062 -22,157  
    BAX long Wirecard 221.13 12.780   1/09/12 13.215 2,826        148,888 -24,983  
1/09/12 Sell S&P 100 short AIG 128.40 18.875 20.895 8/01/11 19.860 -2,550 2,683 133 24,038  146,338 -22,300 124,038
    Euro 50 Societe Generale 41.16 15.000 27.338 9/05/11 20.250 -833 1,125 292 24,330  145,505 -21,175 124,330
      Unicredit 30.35 11.455 65.827 9/05/11 27.460 -833 1,998 1,164 25,494  144,671 -19,177 125,494
    OMXH 25 Outokumpu 243.20 12.510 10.730 1/02/12 11.620 -2,826 2,610 -216 25,278  141,845 -16,567 125,278
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,248  140,074 -14,826 125,248
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,610  138,302 -1,692 136,610
    BAX long Wirecard 221.13 13.215   1/02/12 12.780 -2,826 2,922 96 36,706  135,476 1,230 136,706
  Buy S&P 100 Biogen 38.17 90.342   9/03/12 116.954 3,448        138,924 -2,218  
    Euro 50 ASML 53.21 32.400   8/24/15 74.790 1,724        140,648 -3,942  
      AB InBev 36.30 47.495   8/24/15 91.280 1,724        142,372 -5,666  
    OMXH 25 Wärtsilä 412.28 8.363   1/30/12 8.837 3,448        145,820 -9,114  
    Nikkei (FRA) Aozora Bank 80.67 21.370   5/14/12 18.670 1,724        147,544 -10,838  
      Nitto Boseki 132.87 12.975   5/14/12 12.260 1,724        149,268 -12,562  
1/16/12 Sell ASX 50 short Macquarie Group 114.37 19.953 21.742 7/25/11 20.828 -2,382 2,487 104 36,811  146,886 -10,075 136,811
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,749  142,579 -4,831 137,749
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,442  140,808 -3,366 137,442
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,127  139,036 -1,909 137,127
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,222  135,996 11,226 147,222
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,687  133,265 17,422 150,687
  Buy ASX 50 long James Hardie Ind 717.62 5.856   1/23/12 6.001 4,202        137,467 13,220  
    HSI-Fin AIA 1,601.25 2.624   5/14/12 2.577 4,202        141,669 9,018  
    HSI-Prop China Ov Land & Inv 1,363.40 1.541   6/10/13 2.124 2,101        143,770 6,917  
      China Res Land 1,486.80 1.413   6/10/13 2.183 2,101        145,871 4,816  
    HSI-C&I Sands China 1,636.04 2.568   5/21/12 2.614 4,202        150,073 614  
    OBX 25 Equinor 218.12 19.264   5/14/12 19.745 4,202        154,275 -3,588  
    BAX Wirecard 319.79 13.140   6/18/12 14.995 4,202        158,477 -7,790  
    Indices ISEQ-Overall 1.40 3,005.690   5/21/12 3,087.810 4,208        162,685 -11,998  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 52,086  160,147 -8,061 152,086
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,752  157,483 -4,732 152,752
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 Hyundai Heavy 13.22 209.385 155.165 12/19/11 182.275 -2,410 2,051 -358 52,393  155,074 -2,680 152,393
    ASX 50 long James Hardie Ind 717.62 6.001   1/16/12 5.856 -4,202 4,307 104 52,498  150,872 1,626 152,498
    HDAX short Commerzbank 135.63 14.511 24.359 8/01/11 18.801 -2,550 3,304 754 53,251  148,322 4,930 153,251
    Topix (FRA) Nintendo 23.06 105.744 115.679 8/01/11 110.600 -2,550 2,668 117 53,369  145,771 7,598 153,369
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,933  142,992 13,941 156,933
    QIX Pro7-Sat1 150.29 17.200 10.800 8/08/11 14.000 -2,104 1,623 -481 56,452  140,888 15,564 156,452
    DJ Global Titans long Philip Morris 42.90 57.914   12/26/11 60.439 -2,593 2,485 -108 56,344  138,295 18,049 156,344
  Buy France Hermes International 17.19 253.600   4/23/12 251.250 4,359        142,655 13,689  
    SSE 50 China Minsheng Bk 6,528.38 0.668   3/19/12 0.633 4,359        147,014 9,330  
    Kospi 50 Samsung Electronics 284.05 15.346   5/21/12 16.200 4,359        151,373 4,971  
    ASX 50 short QBE Insurance 454.74 9.586   1/30/12 9.544 4,359        155,732 612  
    HDAX long Dürr 477.70 9.125   8/04/14 28.230 4,359        160,091 -3,747  
    Topix (FRA) Fast Retailing 29.83 146.118   2/27/12 148.473 4,359        164,449 -8,105  
    CAC Mid 60 Innate Pharma 2,549.12 1.710   5/14/12 1.650 4,359        168,808 -12,464  
    QIX Freenet 414.55 10.515   1/18/16 28.325 4,359        173,167 -16,823  
    DJ Global Titans short Bank of America 777.16 5.609   2/06/12 6.060 4,359        177,526 -21,182  
1/30/12 Sell ASX 50 short QBE Insurance 454.74 9.544 9.628 1/23/12 9.586 -4,359 4,378 19 56,363  173,167 -16,804 156,363
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,390  170,463 -12,074 158,390
    OMXH 25 long Wärtsilä 412.28 8.837   1/09/12 8.363 -3,448 3,643 195 58,585  167,015 -8,430 158,585
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,331  162,708 -1,378 161,331
  Buy ASX 50 long James Hardie Ind 693.70 5.763   8/17/15 12.058 3,998        166,706 -5,376  
    SDAX Encavis 1,323.40 3.021   5/21/12 2.951 3,998        170,704 -9,374  
    OMXH 25 short Nokia 1,030.41 3.880   2/13/12 3.800 3,998        174,702 -13,372  
    BSE Sensex 30 long Hindustan Unilever 659.61 6.061   11/16/15 11.144 3,998        178,700 -17,370  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,386  175,640 -12,254 163,386
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,025  172,097 -7,072 165,025
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,249  168,787 -3,538 165,249
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,969  165,747 6,222 171,969
    DJ Global Titans Bank of America 777.16 6.060 5.157 1/23/12 5.609 -4,359 4,008 -351 71,618  161,388 10,230 171,618
  Buy CAC 40 long Airbus 166.95 27.230   4/09/12 29.725 4,546        165,934 5,684  
    TecDAX Dialog Semiconductor 271.48 16.745   5/21/12 15.475 4,546        170,480 1,138  
    IBEX 35 Bankinter 1,316.92 3.452   2/13/12 3.297 4,546        175,026 -3,408  
    PSI 20 Jerónimo Martins 354.05 12.840   2/20/12 12.970 4,546        179,572 -7,954  
    MerVal short Gr Fin Galicia 7,664.81 0.593   2/27/12 0.596 4,546        184,118 -12,500  
    DJ Global Titans long Apple 360.79 12.600   5/21/12 15.695 4,546        188,664 -17,046  
2/13/12 Sell IBEX 35 long Bankinter 1,316.92 3.297   2/06/12 3.452 -4,546 4,342 -204 71,414  184,118 -12,704 171,414
    OMXH 25 short Nokia 1,030.41 3.800 3.962 1/30/12 3.880 -3,998 4,082 84 71,499  180,120 -8,622 171,499
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,913  177,060 -2,147 174,913
    Topix (TYO) Nintendo 14.67 104.998 129.488 8/29/11 116.602 -1,711 1,900 189 75,102  175,350 -248 175,102
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,215  171,802 7,414 179,215
  Buy IBEX 35 Sacyr 1,407.66 3.314   8/20/12 1.284 4,665        176,467 2,749  
    OMXH 25 long Nokian Tyres 138.43 33.700   4/09/12 36.040 4,665        181,132 -1,917  
    Nikkei (TYO) Tokyo Dome Corp 1,148.65 4.061   5/21/12 4.378 4,665        185,797 -6,582  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        190,461 -11,246  
    GEX 4SC 378.70 12.319   5/07/12 9.617 4,665        195,126 -15,911  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,344  192,066 -7,723 184,344
    PSI 20 long Jerónimo Martins 354.05 12.970   2/06/12 12.840 -4,546 4,592 46 84,390  187,520 -3,131 184,390
  Buy TSX 60 Constellation Soft 64.09 70.699   4/16/12 66.838 4,531        192,052 -7,662  
    PSI 20 short Pharol 1,078.81 4.200   2/27/12 3.989 4,531        196,583 -12,193  
    SLI long Sonova 53.12 85.291   4/23/12 82.016 4,531        201,113 -16,724  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/27/12 Sell PSI 20 short Pharol 1,078.81 3.989 4.422 2/20/12 4.200 -4,531 4,771 240 84,629  196,582 -11,953 184,629
    MerVal Gr Fin Galicia 7,664.81 0.596 0.591 2/06/12 0.593 -4,546 4,527 -19 84,610  192,036 -7,426 184,610
    Topix (FRA) long Fast Retailing 29.83 148.473   1/23/12 146.118 -4,359 4,429 70 84,680  187,678 -2,997 184,680
  Buy PSI 20 Jerónimo Martins 334.71 13.570   3/12/12 14.360 4,542        192,220 -7,539  
    Topix (FRA) short Mazda Motor 710.80 6.390   3/05/12 6.150 4,542        196,762 -12,081  
3/05/12 Sell NZX 50 short Heartland 5,934.39 0.277 0.329 10/31/11 0.302 -1,791 1,955 164 84,844  194,971 -10,126 184,844
    Topix (FRA) Mazda Motor 710.80 6.150 6.639 2/27/12 6.390 -4,542 4,719 177 85,021  190,429 -5,407 185,021
  Buy MerVal Aluar 9,356.12 0.480   3/12/12 0.513 4,490        194,919 -9,897  
    NZX 50 long a2 Milk 19,311.83 0.233   5/21/12 0.267 4,490        199,409 -14,387  
    Topix (FRA) Isuzu Motors 534.40 8.402   3/19/12 8.620 4,490        203,899 -18,877  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 87,914  201,109 -13,195 187,914
    PSI 20 long Jerónimo Martins 334.71 14.360   2/27/12 13.570 -4,542 4,806 264 88,178  196,567 -8,389 188,178
    MerVal short Aluar 9,356.12 0.513 0.447 3/05/12 0.480 -4,490 4,182 -308 87,870  192,077 -4,206 187,870
    CAC Next 20 Natixis 856.88 2.721 3.896 7/11/11 3.256 -2,790 3,339 549 88,419  189,287 -868 188,419
  Buy BEL 20 long Galapagos 373.84 12.540   5/14/12 10.990 4,688        193,975 -5,556  
    PSI 20 short Pharol 1,190.15 3.939   3/26/12 4.022 4,688        198,663 -10,244  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,528.38 0.633   1/23/12 0.668 -4,359 4,133 -226 88,193  194,304 -6,111 188,193
    Topix (FRA) Isuzu Motors 534.40 8.620   3/05/12 8.402 -4,490 4,607 117 88,310  189,814 -1,504 188,310
  Buy SSE 50 short Anhui Conch Cement 2,388.62 1.955   4/09/12 2.031 4,670        194,484 -6,174  
    Topix (FRA) Mazda Motor 722.91 6.460   8/13/12 4.800 4,670        199,154 -10,844  
3/26/12 Sell ATX short Flughafen Wien 294.34 7.050 9.772 7/18/11 8.300 -2,443 2,876 433 88,743  196,711 -7,968 188,743
    PSI 20 Pharol 1,190.15 4.022 3.856 3/12/12 3.939 -4,688 4,589 -99 88,644  192,023 -3,379 188,644
  Buy ATX long Österreichische Post 183.77 25.200   4/09/12 25.800 4,631        196,654 -8,010  
    PSI 20 Jerónimo Martins 310.81 14.900   4/02/12 15.420 4,631        201,285 -12,641  
4/02/12 Sell   long Jerónimo Martins 310.81 15.420   3/26/12 14.900 -4,631 4,793 162 88,806  196,654 -7,848 188,806
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,045  192,331 14,714 207,045
  Buy PSI 20 Banco Comercial 8,416.34 0.659   8/20/12 0.452 5,543        197,874 9,171  
    Athex LC long EYDAP 1,392.71 3.980   4/16/12 4.030 5,543        203,417 3,628  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,388.62 2.031 1.880 3/19/12 1.955 -4,670 4,489 -181 106,864  198,747 8,118 206,864
    ATX long Österreichische Post 183.77 25.800   3/26/12 25.200 -4,631 4,741 110 106,975  194,116 12,859 206,975
    CAC 40 Airbus 166.95 29.725   2/06/12 27.230 -4,546 4,963 417 107,391  189,570 17,822 207,391
    AEX Vopak 68.77 44.780   1/02/12 41.095 -2,826 3,080 253 107,644  186,743 20,901 207,644
    OMXH 25 Nokian Tyres 138.43 36.040   2/13/12 33.700 -4,665 4,989 324 107,968  182,078 25,890 207,968
  Buy SSE 50 China Northern Rare 2,024.31 2.888   6/04/12 3.823 5,846        187,924 20,044  
    ATX short Zumtobel 596.29 9.804   4/16/12 9.950 5,846        193,770 14,198  
    AEX ArcelorMittal 150.94 38.730   9/03/12 35.565 5,846        199,616 8,352  
    OMXH 25 Outokumpu 503.10 11.620   8/20/12 6.980 5,846        205,462 2,506  
4/16/12 Sell ATX short Zumtobel 596.29 9.950 9.658 4/09/12 9.804 -5,846 5,759 -87 107,881  199,616 8,265 207,881
    TSX 60 long Constellation Soft 64.09 66.838   2/20/12 70.699 -4,531 4,284 -247 107,634  195,085 12,549 207,634
    Athex LC EYDAP 1,392.71 4.030   4/02/12 3.980 -5,543 5,613 70 107,704  189,542 18,161 207,704
  Buy ATX Österreichische Post 211.26 26.725   5/21/12 27.000 5,646        195,188 12,515  
    TSX 60 short BlackBerry 558.70 10.106   8/20/12 5.638 5,646        200,834 6,869  
    Athex LC Public Power 3,642.58 1.550   9/03/12 1.330 5,646        206,480 1,223  
4/23/12 Sell France long Hermes International 17.19 251.250   1/23/12 253.600 -4,359 4,319 -40 107,663  202,121 5,542 207,663
    SLI Sonova 53.12 82.016   2/20/12 85.291 -4,531 4,357 -174 107,489  197,590 9,899 207,489
  Buy France short Solocal 3.68 1,476.830   8/13/12 1,038.280 5,435        203,025 4,464  
    MerVal YPF 404.52 13.433   8/27/12 14.446 5,434        208,459 -970  
    SLI Lonza 157.49 34.504   11/26/12 36.099 5,434        213,893 -6,404  
    GCX REC Silicon 1,562.08 3.479   2/11/13 1.027 5,434        219,327 -11,838  
4/30/12 Sell SP Global 100 short Carrefour 126.99 15.175 26.570 8/01/11 20.080 -2,550 3,374 824 108,313  216,777 -8,463 208,313
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Apple 317.44 15.738   10/20/14 19.487 4,996        221,773 -13,459  
5/07/12 Sell Nordic 30 long Equinor 125.01 19.757   11/28/11 18.255 -2,282 2,470 188 108,501  219,491 -10,990 208,501
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 108,886  214,826 -5,940 208,886
    GEX 4SC 378.70 9.617   2/13/12 12.319 -4,665 3,642 -1,023 107,863  210,161 -2,298 207,863
  Buy Nordic 30 short Nokia 2,141.25 2.400   8/13/12 2.220 5,139        215,300 -7,437  
    Topix (TYO) Sony 438.50 11.720   6/11/12 10.270 5,139        220,439 -12,576  
5/14/12 Sell Germany long Encavis 870.07 2.970   1/02/12 3.248 -2,826 2,584 -242 107,621  217,613 -9,992 207,621
    MDAX short Ceconomy 218.92 7.298 12.656 8/08/11 9.611 -2,104 2,771 667 108,288  215,509 -7,221 208,288
    HSI-Fin long AIA 1,601.25 2.577   1/16/12 2.624 -4,202 4,127 -75 108,213  211,307 -3,095 208,213
    BEL 20 Galapagos 373.84 10.990   3/12/12 12.540 -4,688 4,109 -579 107,633  206,619 1,014 207,633
    OMXC 20 Tryg 265.42 8.768   11/28/11 8.598 -2,282 2,327 45 107,678  204,337 3,341 207,678
    OBX 25 Equinor 218.12 19.745   1/16/12 19.264 -4,202 4,307 105 107,783  200,135 7,648 207,783
    OMXS 30 Getinge 61.21 19.967   11/28/11 18.641 -1,141 1,222 81 107,864  198,994 8,870 207,864
      Lundin 61.07 15.471   11/28/11 18.684 -1,141 945 -196 107,668  197,853 9,815 207,668
    FT 30 Tate & Lyle 2.98 858.422   12/19/11 808.105 -2,408 2,558 150 107,818  195,445 12,373 207,818
    Nikkei (FRA) Aozora Bank 80.67 18.670   1/09/12 21.370 -1,724 1,506 -218 107,600  193,721 13,879 207,600
      Nitto Boseki 132.87 12.260   1/09/12 12.975 -1,724 1,629 -95 107,505  191,997 15,508 207,505
    CAC Mid 60 Innate Pharma 2,549.12 1.650   1/23/12 1.710 -4,359 4,206 -153 107,352  187,638 19,714 207,352
  Buy Germany short SolarWorld 23.99 236.550   9/10/12 182.550 5,675        193,313 14,039  
    MDAX long Dürr 518.55 10.946   5/21/12 10.445 5,676        198,989 8,363  
    HSI-Fin short HK Exchgs & Clrg 499.83 11.356   9/17/12 11.718 5,676        204,665 2,687  
    BEL 20 Bekaert 248.40 22.850   6/25/12 18.225 5,676        210,341 -2,989  
    OMXC 20 Vestas Wind Systems 5,008.82 1.133   5/28/12 1.008 5,676        216,017 -8,665  
    OBX 25 REC Silicon 1,639.75 3.462   9/03/12 2.359 5,676        221,693 -14,341  
    OMXS 30 ABB 218.87 12.967   7/23/12 14.168 2,838        224,531 -17,179  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nokia 1,213.65 2.338   7/23/12 1.752 2,838        227,369 -20,017  
    FT 30 Man Group 54.97 103.259   8/06/12 106.958 5,676        233,045 -25,693  
    Nikkei (FRA) Nippon Sheet Glass 313.94 9.040   1/07/13 9.100 2,838        235,883 -28,531  
      Sharp 73.47 38.630   1/07/13 23.550 2,838        238,721 -31,369  
    CAC Mid 60 Vallourec 4.11 1,382.400   9/10/12 1,453.800 5,682        244,403 -37,051  
5/21/12 Sell HSI long Lenovo 4,816.12 0.656   12/26/11 0.538 -2,593 3,158 565 107,918  241,810 -33,892 207,918
    Kospi 50 Samsung Electronics 284.05 16.200   1/23/12 15.346 -4,359 4,602 243 108,161  237,451 -29,290 208,161
    ATX Österreichische Post 211.26 27.000   4/16/12 26.725 -5,646 5,704 58 108,219  231,805 -23,586 208,219
    MDAX Dürr 518.55 10.445   5/14/12 10.946 -5,676 5,416 -260 107,959  226,129 -18,170 207,959
    TecDAX Dialog Semiconductor 271.48 15.475   2/06/12 16.745 -4,546 4,201 -345 107,614  221,583 -13,969 207,614
    SDAX Encavis 1,323.40 2.951   1/30/12 3.021 -3,998 3,905 -93 107,521  217,585 -10,064 207,521
    HSI-C&I Sands China 1,636.04 2.614   1/16/12 2.568 -4,202 4,277 75 107,596  213,383 -5,787 207,596
    ISEQ 20 Flutter 31.33 50.010   1/02/12 45.100 -1,413 1,567 154 107,750  211,970 -4,220 207,750
      Ryanair Holdings 373.81 4.040   1/02/12 3.780 -1,413 1,510 97 107,847  210,557 -2,710 207,847
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,551  207,497 3,054 210,551
    NZX 50 long a2 Milk 19,311.83 0.267   3/05/12 0.233 -4,490 5,149 659 111,210  203,007 8,203 211,210
    Indices ISEQ-Overall 1.40 3,087.810   1/16/12 3,005.690 -4,208 4,323 115 111,325  198,799 12,526 211,325
    Nikkei (TYO) Tokyo Dome Corp 1,148.65 4.378   2/13/12 4.061 -4,665 5,029 364 111,689  194,134 17,555 211,689
    DJ Global Titans Apple 360.79 15.695   2/06/12 12.600 -4,546 5,663 1,117 112,806  189,588 23,218 212,806
  Buy HSI short China Unicom 4,963.41 1.189   8/20/12 1.370 5,900        195,488 17,318  
    Kospi 50 SK Holdings 104.84 56.279   7/23/12 68.528 5,900        201,388 11,417  
    ATX Zumtobel 598.50 9.858   6/25/12 8.050 5,900        207,288 5,517  
    MDAX Ströer Media 742.79 7.943   5/28/12 8.000 5,900        213,188 -383  
    TecDAX SMA Solar 224.21 26.315   12/22/14 14.800 5,900        219,088 -6,283  
    SDAX Klöckner 753.13 7.834   10/29/12 7.058 5,900        224,988 -12,183  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Citic Pacific 4,980.58 1.185   9/17/12 0.959 5,900        230,888 -18,083  
    ISEQ 20 Bank of Ireland 1,130.27 2.610   8/27/12 2.490 2,950        233,838 -21,033  
      Smurfit Kappa 531.53 5.550   8/27/12 6.550 2,950        236,788 -23,983  
    SMI long Richemont 122.82 48.039   5/28/12 48.077 5,900        242,689 -29,883  
    NZX 50 short Katmandu 6,186.43 0.954   7/30/12 0.992 5,900        248,589 -35,783  
    Indices Athex Large Cap 2.91 2,028.100   9/10/12 2,671.700 5,902        254,490 -41,685  
    Nikkei (TYO) Nippon Sheet Glass 692.56 8.519   7/02/12 8.411 5,900        260,390 -47,585  
    DJ Global Titans Telefónica 601.06 9.816   5/28/12 9.440 5,900        266,290 -53,485  
5/28/12 Sell MDAX short Ströer Media 742.79 8.000 7.886 5/21/12 7.943 -5,900 5,858 -42 112,763  260,390 -47,627 212,763
    OMXC 20 Vestas Wind Systems 5,008.82 1.008 1.274 5/14/12 1.133 -5,676 6,381 705 113,469  254,714 -41,246 213,469
    SMI long Richemont 122.82 48.077   5/21/12 48.039 -5,900 5,905 5 113,473  248,814 -35,341 213,473
    DJ Global Titans short Telefónica 601.06 9.440 10.207 5/21/12 9.816 -5,900 6,135 235 113,708  242,914 -29,206 213,708
  Buy MDAX long Rhön-Klinikum 209.68 21.995   6/04/12 22.100 4,612        247,526 -33,818  
    OMXC 20 GN Store Nord 67.67 68.150   6/04/12 67.500 4,612        252,138 -38,430  
    SMI short Credit Suisse 293.12 15.734   6/04/12 15.300 4,612        256,750 -43,042  
    CAC Next 20 Natixis 2,405.84 1.917   6/18/12 1.984 4,612        261,362 -47,654  
    DJ Global Titans long Apple 282.82 16.307   10/22/12 17.386 4,612        265,974 -52,266  
6/04/12 Sell SSE 50 long China Northern Rare 2,024.31 3.823   4/09/12 2.888 -5,846 7,739 1,893 115,602  260,128 -44,526 215,602
    DAX Merck (EMD) 65.65 36.500   12/19/11 36.695 -2,409 2,396 -13 115,589  257,719 -42,130 215,589
    MDAX Rhön-Klinikum 209.68 22.100   5/28/12 21.995 -4,612 4,634 22 115,611  253,107 -37,496 215,611
    FTSE Next 0.73 3,698.710   11/28/11 3,105.900 -2,267 2,700 433 116,043  250,840 -34,796 216,043
    OMXC 20 GN Store Nord 67.67 67.500   5/28/12 68.150 -4,612 4,568 -44 116,000  246,228 -30,228 216,000
    SMI short Credit Suisse 293.12 15.300 16.181 5/28/12 15.734 -4,612 4,743 131 116,130  241,616 -25,486 216,130
  Buy SSE 50 China Unicom 9,418.97 0.506   12/10/12 0.413 4,766        246,382 -30,252  
    DAX thyssenkrupp 376.16 12.670   7/16/12 14.565 4,766        251,148 -35,018  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Ströer Media 569.07 8.375   6/18/12 8.546 4,766        255,914 -39,783  
    FTSE Aviva 14.26 334.157   7/30/12 382.206 4,765        260,679 -44,549  
    OMXC 20 Vestas Wind Systems 5,460.59 0.873   6/18/12 0.791 4,766        265,445 -49,315  
    SMI long Swiss Re 108.95 43.744   6/11/12 46.079 4,766        270,211 -54,081  
6/11/12 Sell   long Swiss Re 108.95 46.079   6/04/12 43.744 -4,766 5,020 254 116,385  265,445 -49,060 216,385
    Topix (TYO) short Sony 438.50 10.270 13.374 5/07/12 11.720 -5,139 5,865 726 117,110  260,306 -43,196 217,110
  Buy SMI Credit Suisse 270.41 16.076   6/18/12 14.519 4,347        264,653 -47,543  
    Topix (TYO) long Subaru 718.81 6.048   1/11/16 33.663 4,347        269,000 -51,890  
6/18/12 Sell MDAX short Ströer Media 569.07 8.546 8.204 6/04/12 8.375 -4,766 4,669 -97 117,013  264,234 -47,221 217,013
    OMXC 20 Vestas Wind Systems 5,460.59 0.791 0.963 6/04/12 0.873 -4,766 5,261 495 117,508  259,468 -41,960 217,508
    SMI Credit Suisse 270.41 14.519 17.799 6/11/12 16.076 -4,347 4,813 466 117,974  255,121 -37,147 217,974
    CAC Next 20 Natixis 2,405.84 1.984 1.850 5/28/12 1.917 -4,612 4,451 -161 117,813  250,509 -32,696 217,813
    BAX long Wirecard 319.79 14.995   1/16/12 13.140 -4,202 4,795 593 118,406  246,307 -27,901 218,406
  Buy MDAX Dürr 420.76 11.318   6/25/12 11.594 4,762        251,069 -32,663  
    OMXC 20 GN Store Nord 65.01 73.250   6/25/12 71.650 4,762        255,831 -37,425  
    SMI Swiss Re 102.15 46.620   11/19/12 54.864 4,762        260,593 -42,187  
6/25/12 Sell ATX short Zumtobel 598.50 8.050 12.072 5/21/12 9.858 -5,900 7,225 1,325 119,731  254,693 -34,962 219,731
    MDAX long Dürr 420.76 11.594   6/18/12 11.318 -4,762 4,878 116 119,847  249,931 -30,084 219,847
    RTX short Mobile TeleSystems 206.98 13.400 11.240 8/01/11 12.320 -2,550 2,326 -224 119,624  247,381 -27,758 219,624
    BEL 20 Bekaert 248.40 18.225 28.649 5/14/12 22.850 -5,676 7,116 1,440 121,064  241,705 -20,641 221,064
    OMXC 20 long GN Store Nord 65.01 71.650   6/18/12 73.250 -4,762 4,658 -104 120,960  236,943 -15,983 220,960
    DJTA Kirby 45.18 36.163   12/05/11 48.011 -2,169 1,634 -535 120,425  234,774 -14,349 220,425
  Buy ATX Österreichische Post 198.96 25.890   7/29/13 31.600 5,151        239,925 -19,500  
    MDAX short Ströer Media 640.59 8.041   7/02/12 8.090 5,151        245,076 -24,651  
    RTX long Magnit 242.40 21.250   7/02/12 22.430 5,151        250,227 -29,802  
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 420.49 12.250   10/22/12 16.900 5,151        255,378 -34,953  
    OMXC 20 short Vestas Wind Systems 6,347.50 0.812   7/16/12 0.678 5,151        260,529 -40,104  
    DJTA Ryder System 188.52 27.323   7/02/12 27.880 5,151        265,680 -45,255  
7/02/12 Sell MDAX short Ströer Media 640.59 8.090 7.992 6/25/12 8.041 -5,151 5,120 -31 120,393  260,529 -40,136 220,393
    RTX long Magnit 242.40 22.430   6/25/12 21.250 -5,151 5,437 286 120,679  255,378 -34,699 220,679
    DJTA short Ryder System 188.52 27.880 26.767 6/25/12 27.323 -5,151 5,046 -105 120,574  250,227 -29,653 220,574
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 121,446  247,176 -25,730 221,446
    Nikkei (TYO) Nippon Sheet Glass 692.56 8.411 8.629 5/21/12 8.519 -5,900 5,976 76 121,522  241,276 -19,754 221,522
  Buy MDAX long Dürr 404.65 12.465   7/23/12 13.345 5,044        246,320 -24,798  
    RTX short RusHydro 2,484.73 2.030   7/09/12 2.080 5,044        251,364 -29,842  
    DJTA long Delta Air Lines 574.48 8.780   9/17/12 7.031 5,044        256,408 -34,886  
    STI ThaiBev 23,770.03 0.212   6/10/13 0.382 5,044        261,452 -39,930  
    Nikkei (TYO) OKI Electric 395.15 12.765   7/16/12 12.784 5,044        266,496 -44,974  
7/09/12 Sell RTX short RusHydro 2,484.73 2.080 1.980 7/02/12 2.030 -5,044 4,920 -124 121,398  261,452 -40,055 221,398
  Buy   long Magnit 209.47 21.640   7/16/12 22.510 4,533        265,985 -44,587  
7/16/12 Sell DAX short thyssenkrupp 376.16 14.565 10.775 6/04/12 12.670 -4,766 4,053 -713 120,685  261,219 -40,534 220,685
    RTX long Magnit 209.47 22.510   7/09/12 21.640 -4,533 4,715 182 120,867  256,686 -35,819 220,867
    OMXC 20 short Vestas Wind Systems 6,347.50 0.678 0.971 6/25/12 0.812 -5,151 6,163 1,012 121,879  251,535 -29,656 221,879
    Nikkei (TYO) long OKI Electric 395.15 12.784   7/02/12 12.765 -5,044 5,051 7 121,886  246,491 -24,605 221,886
  Buy DAX Continental 69.04 71.440   8/11/14 159.700 4,932        251,423 -29,537  
    RTX short RusHydro 2,315.49 2.130   9/03/12 2.010 4,932        256,355 -34,469  
    OMXC 20 long Genmab 582.37 8.469   6/24/13 22.604 4,932        261,287 -39,401  
    Nikkei (TYO) short Nippon Sheet Glass 646.49 7.629   11/19/12 7.143 4,932        266,219 -44,333  
7/23/12 Sell Kospi 50 short SK Holdings 104.84 68.528 44.029 5/21/12 56.279 -5,900 4,616 -1,284 120,602  260,319 -39,717 220,602
    MDAX long Dürr 404.65 13.345   7/02/12 12.465 -5,044 5,400 356 120,958  255,275 -34,317 220,958
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short ABB 218.87 14.168 11.765 5/14/12 12.967 -2,838 2,575 -263 120,695  252,437 -31,742 220,695
      Nokia 1,213.65 1.752 3.121 5/14/12 2.338 -2,838 3,788 950 121,645  249,599 -27,954 221,645
  Buy Kospi 50 long Amorepacific Group 185.05 26.166   10/20/14 87.497 4,842        254,441 -32,796  
    MDAX short Ströer Media 610.82 7.927   8/06/12 7.080 4,842        259,283 -37,638  
    OMXS 30 long Electrolux 136.61 17.722   6/24/13 19.030 2,421        261,704 -40,059  
      Swedbank 175.58 13.789   6/24/13 16.871 2,421        264,125 -42,480  
7/30/12 Sell FTSE short Aviva 14.26 382.206 286.108 6/04/12 334.157 -4,765 4,080 -685 120,960  259,360 -38,400 220,960
    NZX 50 Katmandu 6,186.43 0.992 0.916 5/21/12 0.954 -5,900 5,665 -235 120,725  253,460 -32,735 220,725
  Buy FTSE long Ashtead 14.10 333.248   8/24/15 1,199.890 4,699        258,159 -37,434  
8/06/12 Sell MDAX short Ströer Media 610.82 7.080 8.875 7/23/12 7.927 -4,842 5,421 579 121,304  253,317 -32,013 221,304
    FT 30 Man Group 54.97 106.958 99.561 5/14/12 103.259 -5,676 5,473 -203 121,101  247,641 -26,540 221,101
  Buy MDAX long Dürr 351.51 13.838   10/29/12 14.790 4,864        252,505 -31,404  
    FT 30 Ferguson 1.59 3,068.570   6/24/13 3,452.810 4,879        257,384 -36,283  
8/13/12 Sell France short Solocal 3.68 1,038.280 2,100.620 4/23/12 1,476.830 -5,435 7,730 2,296 123,396  251,949 -28,553 223,396
    Nordic 30 Nokia 2,141.25 2.220 2.595 5/07/12 2.400 -5,139 5,556 417 123,813  246,810 -22,997 223,813
    Topix (FRA) Mazda Motor 722.91 4.800 8.694 3/19/12 6.460 -4,670 6,285 1,615 125,428  242,140 -16,712 225,428
  Buy France long Eurofins Scientific 503.81 10.355   4/22/13 15.325 5,217        247,357 -21,929  
    Nordic 30 Pandora 466.13 11.192   6/03/13 26.264 5,217        252,574 -27,146  
    Topix (FRA) Softbank 323.25 16.139   9/03/12 15.996 5,217        257,791 -32,363  
8/20/12 Sell HSI short China Unicom 4,963.41 1.370 1.008 5/21/12 1.189 -5,900 5,003 -897 124,531  251,891 -27,360 224,531
    IBEX 35 Sacyr 1,407.66 1.284 8.553 2/13/12 3.314 -4,665 12,040 7,375 131,906  247,226 -15,320 231,906
    OMXH 25 Outokumpu 503.10 6.980 19.345 4/09/12 11.620 -5,846 9,732 3,886 135,792  241,380 -5,588 235,792
    TSX 60 BlackBerry 558.70 5.638 18.115 4/16/12 10.106 -5,646 10,121 4,475 140,267  235,734 4,533 240,267
    PSI 20 Banco Comercial 8,416.34 0.452 0.960 4/02/12 0.659 -5,543 8,076 2,533 142,800  230,191 12,609 242,800
  Buy HSI long Galaxy Entertainment 2,714.36 2.352   4/22/13 3.135 6,385        236,576 6,224  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 Grifols 568.06 11.240   11/05/12 13.025 6,385        242,961 -161  
    OMXH 25 Huhtamäki 537.01 11.890   10/22/12 12.450 6,385        249,346 -6,546  
    TSX 60 Couche-Tard 955.12 6.685   4/22/13 7.405 6,385        255,731 -12,931  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,130.27 2.490 2.736 5/21/12 2.610 -2,950 3,092 142 142,942  252,781 -9,838 242,942
      Smurfit Kappa 531.53 6.550 4.550 5/21/12 5.550 -2,950 2,418 -532 142,411  249,831 -7,420 242,411
    MerVal YPF 404.52 14.446 12.421 4/23/12 13.433 -5,434 5,024 -410 142,001  244,397 -2,396 242,001
  Buy ISEQ 20 long Kerry Group 79.70 37.580   6/17/13 42.250 2,995        247,392 -5,391  
      Smurfit Kappa 457.25 6.550   6/17/13 12.270 2,995        250,387 -8,386  
9/03/12 Sell S&P 100 long Biogen 38.17 116.954   1/09/12 90.342 -3,448 4,464 1,016 143,017  246,939 -3,922 243,017
    AEX short ArcelorMittal 150.94 35.565 42.177 4/09/12 38.730 -5,846 6,366 520 143,537  241,093 2,445 243,537
    RTX RusHydro 2,315.49 2.010 2.257 7/16/12 2.130 -4,932 5,227 295 143,832  236,161 7,671 243,832
    OBX 25 REC Silicon 1,639.75 2.359 5.080 5/14/12 3.462 -5,676 8,329 2,653 146,485  230,485 16,001 246,485
    Athex LC Public Power 3,642.58 1.330 1.806 4/16/12 1.550 -5,646 6,580 934 147,419  224,839 22,580 247,419
    Topix (FRA) long Softbank 323.25 15.996   8/13/12 16.139 -5,217 5,171 -46 147,373  219,622 27,751 247,373
  Buy S&P 100 short HP 509.07 13.511   9/17/12 13.872 6,878        226,500 20,873  
    RTX long Magnit 283.98 24.220   9/17/12 27.650 6,878        233,378 13,995  
    OBX 25 Grieg Seafood 5,015.31 1.371   1/07/13 1.707 6,878        240,256 7,117  
    Athex LC Alpha Bank 102.66 67.000   3/25/13 37.850 6,878        247,134 239  
    MerVal short Pampa Energía 40,916.12 0.168   9/10/12 0.164 6,878        254,012 -6,639  
    Topix (FRA) Kansai Electric Pwr 1,206.24 5.702   3/11/13 6.145 6,878        260,890 -13,517  
9/10/12 Sell Germany short SolarWorld 23.99 182.550 306.524 5/14/12 236.550 -5,675 7,354 1,679 149,052  255,215 -6,163 249,052
    MerVal Pampa Energía 40,916.12 0.164 0.172 9/03/12 0.168 -6,878 7,050 172 149,224  248,337 886 249,224
    CAC Mid 60 Vallourec 4.11 1,453.800 1,311.000 5/14/12 1,382.400 -5,682 5,388 -293 148,930  242,656 6,275 248,930
    Indices Athex Large Cap 2.91 2,671.700 1,384.500 5/21/12 2,028.100 -5,902 4,029 -1,873 147,057  236,754 10,303 247,057
  Buy Germany long ADLER Real Estate 5,452.54 1.180   6/24/13 2.050 6,434        243,188 3,869  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Eurofins Scientific 584.91 11.000   4/22/13 15.325 6,434        249,622 -2,565  
    Indices OMXC 20 96.89 66.404   6/17/13 70.001 6,434        256,056 -8,998  
9/17/12 Sell S&P 100 short HP 509.07 13.872 13.150 9/03/12 13.511 -6,878 6,694 -184 146,873  249,178 -2,304 246,873
    RTX long Magnit 283.98 27.650   9/03/12 24.220 -6,878 7,852 974 147,847  242,300 5,548 247,847
    HSI-Fin short HK Exchgs & Clrg 499.83 11.718 10.994 5/14/12 11.356 -5,676 5,495 -181 147,666  236,624 11,043 247,666
    HSI-C&I Citic Pacific 4,980.58 0.959 1.464 5/21/12 1.185 -5,900 7,290 1,390 149,057  230,724 18,333 249,057
    DJTA long Delta Air Lines 574.48 7.031   7/02/12 8.780 -5,044 4,039 -1,005 148,052  225,680 22,372 248,052
  Buy S&P 100 Gilead Sciences 269.72 25.063   10/13/14 79.611 6,760        232,440 15,612  
    CAC 40 Credit Agricole 1,129.68 5.984   9/24/12 5.714 6,760        239,200 8,852  
    RTX short RusHydro 3,234.45 2.090   2/04/13 1.770 6,760        245,960 2,092  
    HSI-Fin long Bank of China (HK) 2,832.24 2.387   5/13/13 2.748 6,760        252,720 -4,668  
    HSI-C&I Galaxy Entertainment 2,780.75 2.431   4/08/13 3.018 6,760        259,480 -11,428  
    DJTA short Expeditors Wash 230.61 29.314   9/24/12 28.398 6,760        266,240 -18,188  
9/24/12 Sell CAC 40 long Credit Agricole 1,129.68 5.714   9/17/12 5.984 -6,760 6,455 -305 147,747  259,480 -11,733 247,747
    DJTA short Expeditors Wash 230.61 28.398 30.259 9/17/12 29.314 -6,760 6,978 218 147,965  252,720 -4,755 247,965
  Buy   long Avis Budget 489.57 12.419   7/20/15 38.916 6,080        258,800 -10,835  
10/01/12 Buy CAC Next 20 short Hermes International 28.03 211.450   12/10/12 235.500 5,927        264,727 -16,762  
10/15/12 Buy AEX short KPN 1,594.04 3.626   2/02/15 2.756 5,780        270,507 -22,542  
    MerVal Pampa Energía 38,328.91 0.151   10/22/12 0.141 5,780        276,287 -28,322  
10/22/12 Sell BEL 20 long Galapagos 420.49 16.900   6/25/12 12.250 -5,151 7,106 1,955 149,920  271,136 -21,215 249,920
    OMXH 25 Huhtamäki 537.01 12.450   8/20/12 11.890 -6,385 6,686 301 150,221  264,751 -14,530 250,221
    MerVal short Pampa Energía 38,328.91 0.141 0.161 10/15/12 0.151 -5,780 6,186 406 150,627  258,971 -8,343 250,627
    DJ Global Titans long Apple 282.82 17.386   5/28/12 16.307 -4,612 4,917 305 150,932  254,359 -3,426 250,932
  Buy BEL 20 short Bekaert 286.70 21.580   11/12/12 21.290 6,187        260,546 -9,613  
    OMXH 25 Outokumpu 956.26 6.470   11/05/12 6.200 6,187        266,733 -15,800  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Telefónica 589.24 10.500   10/29/12 10.070 6,187        272,920 -21,987  
10/29/12 Sell MDAX long Dürr 351.51 14.790   8/06/12 13.838 -4,864 5,199 335 151,267  268,056 -16,788 251,267
    SDAX short Klöckner 753.13 7.058 8.695 5/21/12 7.834 -5,900 6,549 649 151,916  262,156 -10,240 251,916
    DJ Global Titans Telefónica 589.24 10.070 10.948 10/22/12 10.500 -6,187 6,451 264 152,180  255,968 -3,788 252,180
  Buy MDAX Ströer Media 936.50 6.630   1/14/13 6.901 6,209        262,177 -9,997  
    SDAX long ADLER Real Estate 3,929.75 1.580   11/26/12 1.285 6,209        268,387 -16,206  
    MerVal short Pampa Energía 42,879.83 0.145   12/24/12 0.147 6,209        274,596 -22,415  
    BAX long KUKA 265.63 23.375   6/24/13 31.820 6,209        280,805 -28,625  
    DJ Global Titans Bank of America 861.93 7.204   12/16/13 11.075 6,209        287,014 -34,834  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,567  284,476 -20,908 263,567
    IBEX 35 long Grifols 568.06 13.025   8/20/12 11.240 -6,385 7,399 1,014 164,581  278,091 -13,509 264,581
    OMXH 25 short Outokumpu 956.26 6.200 6.752 10/22/12 6.470 -6,187 6,456 269 164,851  271,904 -7,053 264,851
  Buy MIB long Azimut 692.61 9.304   8/04/14 18.460 6,444        278,348 -13,497  
    OMXH 25 Konecranes 255.21 25.250   11/12/12 24.380 6,444        284,792 -19,941  
11/12/12 Sell BEL 20 short Bekaert 286.70 21.290 21.874 10/22/12 21.580 -6,187 6,271 84 164,935  278,605 -13,670 264,935
    OMXH 25 long Konecranes 255.21 24.380   11/05/12 25.250 -6,444 6,222 -222 164,713  272,161 -7,448 264,713
  Buy BEL 20 Galapagos 380.31 16.910   6/24/13 14.210 6,431        278,592 -13,879  
    OMXH 25 short Outokumpu 1,001.71 6.420   12/31/12 7.400 6,431        285,023 -20,310  
11/19/12 Sell SMI long Swiss Re 102.15 54.864   6/18/12 46.620 -4,762 5,604 842 165,555  280,260 -14,705 265,555
    Nikkei (TYO) short Nippon Sheet Glass 646.49 7.143 8.148 7/16/12 7.629 -4,932 5,268 336 165,891  275,328 -9,438 265,891
  Buy PSI 20 Impresa 22,106.90 0.290   12/17/12 0.300 6,411        281,739 -15,849  
    SMI Julius Bär 245.44 26.121   12/17/12 27.324 6,411        288,150 -22,260  
    Nikkei (TYO) long Subaru 784.15 8.176   10/07/13 20.003 6,411        294,561 -28,671  
11/26/12 Sell SDAX long ADLER Real Estate 3,929.75 1.285   10/29/12 1.580 -6,209 5,050 -1,159 164,731  288,352 -23,621 264,731
    SLI short Lonza 157.49 36.099 32.909 4/23/12 34.504 -5,434 5,183 -251 164,480  282,918 -18,438 264,480
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SDAX Deutz 1,892.62 3.250   12/10/12 3.138 6,151        289,069 -24,589  
    SLI long Swiss Life 59.02 104.219   6/24/13 120.698 6,151        295,220 -30,740  
12/10/12 Sell SSE 50 short China Unicom 9,418.97 0.413 0.620 6/04/12 0.506 -4,766 5,835 1,069 165,549  290,454 -24,905 265,549
    SDAX Deutz 1,892.62 3.138 3.366 11/26/12 3.250 -6,151 6,371 220 165,769  284,303 -18,535 265,769
    CAC Next 20 Hermes International 28.03 235.500 187.400 10/01/12 211.450 -5,927 5,253 -674 165,095  278,376 -13,282 265,095
  Buy SSE 50 long China Rwy Constr 8,791.90 0.716   4/29/13 0.634 6,295        284,671 -19,577  
    CAC 40 Societe Generale 218.46 28.815   1/14/13 34.140 6,295        290,966 -25,872  
    SDAX ADLER Real Estate 4,496.43 1.400   6/10/13 2.099 6,295        297,261 -32,167  
12/17/12 Sell PSI 20 short Impresa 22,106.90 0.300 0.280 11/19/12 0.290 -6,411 6,190 -221 164,874  290,850 -25,977 264,874
    SMI Julius Bär 245.44 27.324 24.917 11/19/12 26.121 -6,411 6,116 -295 164,578  284,439 -19,861 264,578
  Buy   long Richemont 102.07 59.929   10/14/13 74.199 6,117        290,556 -25,978  
12/24/12 Sell MerVal short Pampa Energía 42,879.83 0.147 0.143 10/29/12 0.145 -6,209 6,119 -90 164,488  284,347 -19,859 264,488
  Buy   long Gr Fin Galicia 8,768.28 0.697   5/27/13 0.697 6,115        290,462 -25,974  
12/31/12 Sell OMXH 25 short Outokumpu 1,001.71 7.400 5.440 11/12/12 6.420 -6,431 5,449 -982 163,507  284,031 -20,525 263,507
  Buy   long Orion 273.60 22.200   3/18/13 22.000 6,074        290,105 -26,599  
1/07/13 Sell OBX 25 long Grieg Seafood 5,015.31 1.707   9/03/12 1.371 -6,878 8,560 1,682 165,188  283,227 -18,039 265,188
    Nikkei (FRA) short Nippon Sheet Glass 313.94 9.100 8.980 5/14/12 9.040 -2,838 2,819 -19 165,169  280,389 -15,220 265,169
      Sharp 73.47 23.550 63.366 5/14/12 38.630 -2,838 4,656 1,817 166,987  277,551 -10,564 266,987
  Buy IBEX 35 long Mediaset Esp 1,125.35 5.696   2/04/13 5.150 6,410        283,961 -16,974  
    OBX 25 short REC Silicon 3,556.57 1.802   1/21/13 1.488 6,410        290,371 -23,384  
    Nikkei (FRA) long Subaru 323.74 9.900   1/14/13 9.907 3,205        293,576 -26,589  
      Shinsei Bank 205.45 15.600   1/14/13 13.840 3,205        296,781 -29,794  
1/14/13 Sell CAC 40 long Societe Generale 218.46 34.140   12/10/12 28.815 -6,295 7,458 1,163 168,150  290,486 -22,336 268,150
    MDAX short Ströer Media 936.50 6.901 6.359 10/29/12 6.630 -6,209 5,955 -254 167,896  284,277 -16,381 267,896
    Nikkei (FRA) long Subaru 323.74 9.907   1/07/13 9.900 -3,205 3,207 2 167,898  281,072 -13,174 267,898
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Shinsei Bank 205.45 13.840   1/07/13 15.600 -3,205 2,843 -362 167,537  277,867 -10,330 267,537
  Buy CAC 40 short Engie 416.72 15.430   1/28/13 15.390 6,430        284,297 -16,760  
    MDAX long KUKA 228.14 28.185   6/24/13 31.820 6,430        290,727 -23,190  
    Nikkei (FRA) short Screen 165.00 19.485   2/11/13 16.805 3,215        293,942 -26,405  
1/21/13 Sell OBX 25 short REC Silicon 3,556.57 1.488 2.182 1/07/13 1.802 -6,410 7,762 1,352 168,889  287,532 -18,644 268,889
  Buy   long Grieg Seafood 3,602.86 1.736   1/28/13 1.688 6,256        293,788 -24,900  
1/28/13 Sell CAC 40 short Engie 416.72 15.390 15.470 1/14/13 15.430 -6,430 6,447 17 168,905  287,358 -18,453 268,905
    OBX 25 long Grieg Seafood 3,602.86 1.688   1/21/13 1.736 -6,256 6,082 -174 168,731  281,102 -12,371 268,731
  Buy CAC 40 Credit Agricole 825.69 7.762   2/11/13 7.414 6,409        287,511 -18,780  
    OBX 25 short REC Silicon 4,143.39 1.547   2/25/13 1.312 6,409        293,920 -25,189  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,125.35 5.150   1/07/13 5.696 -6,410 5,796 -614 168,117  287,510 -19,393 268,117
    RTX short RusHydro 3,234.45 1.770 2.468 9/17/12 2.090 -6,760 7,982 1,222 169,339  280,750 -11,411 269,339
  Buy   long Magnit 186.04 34.660   3/11/13 34.010 6,448        287,198 -17,859  
2/11/13 Sell CAC 40 long Credit Agricole 825.69 7.414   1/28/13 7.762 -6,409 6,122 -287 169,052  280,789 -11,738 269,052
    Nikkei (FRA) short Screen 165.00 16.805 22.592 1/14/13 19.485 -3,215 3,728 513 169,565  277,574 -8,010 269,565
    GCX REC Silicon 1,562.08 1.027 11.783 4/23/12 3.479 -5,434 18,406 12,972 182,537  272,140 10,397 282,537
  Buy CAC 40 Orange 928.96 7.883   2/25/13 7.479 7,323        279,463 3,074  
    ÖkoDAX long PNE Wind 2,624.73 2.790   4/29/13 2.700 7,323        286,786 -4,249  
    Nikkei (FRA) Subaru 339.03 10.800   8/26/13 18.441 3,662        290,448 -7,911  
      Mazda Motor 294.21 12.445   8/26/13 15.485 3,661        294,109 -11,572  
    GCX SunPower 1,036.86 7.063   11/25/13 21.795 7,323        301,432 -18,895  
2/18/13 Buy GEX long MBB 356.27 18.500   4/22/13 17.650 6,591        308,023 -25,486  
2/25/13 Sell CAC 40 short Orange 928.96 7.479 8.309 2/11/13 7.883 -7,323 7,719 396 182,932  300,700 -17,768 282,932
    OBX 25 REC Silicon 4,143.39 1.312 1.824 1/28/13 1.547 -6,409 7,559 1,150 184,082  294,291 -10,209 284,082
  Buy CAC 40 long Credit Agricole 915.85 7.475   4/22/13 6.300 6,846        301,137 -17,055  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Norwegian 2.34 2,924.050   4/15/13 2,803.560 6,842        307,980 -23,897  
3/11/13 Sell RTX long Magnit 186.04 34.010   2/04/13 34.660 -6,448 6,327 -121 183,961  301,532 -17,570 283,961
    Topix (FRA) short Kansai Electric Pwr 1,206.24 6.145 5.259 9/03/12 5.702 -6,878 6,344 -534 183,427  294,654 -11,227 283,427
  Buy RTX RusHydro 4,050.60 1.680   9/14/15 0.774 6,805        301,459 -18,032  
    Topix (FRA) long Mazda Motor 550.79 12.355   4/01/13 11.250 6,805        308,264 -24,837  
3/18/13 Sell OMXH 25 long Orion 273.60 22.000   12/31/12 22.200 -6,074 6,019 -55 183,372  302,190 -18,817 283,372
  Buy   short Outokumpu 1,198.01 5.520   9/16/13 4.600 6,613        308,803 -25,430  
3/25/13 Sell Athex LC long Alpha Bank 102.66 37.850   9/03/12 67.000 -6,878 3,886 -2,993 180,380  301,924 -21,545 280,380
  Buy   short Eurobank Ergasias 24.88 260.000   9/30/13 50.000 6,469        308,393 -28,014  
4/01/13 Sell Topix (FRA) long Mazda Motor 550.79 11.250   3/11/13 12.355 -6,805 6,196 -609 179,771  301,588 -21,817 279,771
  Buy   short Nidec 588.72 10.953   4/15/13 10.948 6,448        308,036 -28,265  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,780.75 3.018   9/17/12 2.431 -6,760 8,393 1,633 181,404  301,276 -19,872 281,404
4/15/13 Sell OBX 25 long Norwegian 2.34 2,803.560   2/25/13 2,924.050 -6,842 6,560 -282 181,123  294,434 -13,311 281,123
    Topix (FRA) short Nidec 588.72 10.948 10.957 4/01/13 10.953 -6,448 6,451 3 181,125  287,986 -6,861 281,125
  Buy OBX 25 Frontline 924.87 7.413   10/21/13 8.829 6,856        294,842 -13,717  
    Topix (FRA) long Mazda Motor 585.73 11.705   6/03/13 14.600 6,856        301,698 -20,573  
4/22/13 Sell France long Eurofins Scientific 503.81 15.325   8/13/12 10.355 -5,217 7,721 2,504 183,629  296,481 -12,852 283,629
    HSI Galaxy Entertainment 2,714.36 3.135   8/20/12 2.352 -6,385 8,509 2,124 185,753  290,096 -4,343 285,753
    CAC 40 Credit Agricole 915.85 6.300   2/25/13 7.475 -6,846 5,770 -1,076 184,677  283,250 1,427 284,677
    TSX 60 Couche-Tard 955.12 7.405   8/20/12 6.685 -6,385 7,072 687 185,364  276,865 8,499 285,364
    CAC Mid 60 Eurofins Scientific 584.91 15.325   9/10/12 11.000 -6,434 8,964 2,530 187,894  270,431 17,463 287,894
    GEX MBB 356.27 17.650   2/18/13 18.500 -6,591 6,288 -303 187,591  263,840 23,751 287,591
  Buy France short ArcelorMittal 296.09 26.286   5/06/13 29.061 7,783        271,623 15,968  
    HSI China Shenhua HK 3,059.11 2.544   9/16/13 2.475 7,783        279,406 8,185  
    CAC 40 ArcelorMittal 296.09 26.286   8/05/13 28.620 7,783        287,189 402  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Barrick Gold 538.10 14.464   9/30/13 13.729 7,783        294,972 -7,381  
    CAC Mid 60 CGG 15.63 497.920   4/29/13 532.320 7,782        302,754 -15,163  
    GEX YOC 1,541.49 5.049   9/23/13 2.219 7,783        310,537 -22,946  
4/29/13 Sell SSE 50 long China Rwy Constr 8,791.90 0.634   12/10/12 0.716 -6,295 5,577 -718 186,873  304,242 -17,370 286,873
    ÖkoDAX PNE Wind 2,624.73 2.700   2/11/13 2.790 -7,323 7,087 -236 186,637  296,919 -10,283 286,637
    CAC Mid 60 short CGG 15.63 532.320 463.520 4/22/13 497.920 -7,782 7,245 -538 186,099  289,137 -3,038 286,099
  Buy SSE 50 China Northern Rare 3,117.18 2.270   5/06/13 2.286 7,076        296,213 -10,114  
    ÖkoDAX SolarWorld 66.72 106.050   4/13/15 14.550 7,076        303,289 -17,190  
5/06/13 Sell France short ArcelorMittal 296.09 29.061 23.511 4/22/13 26.286 -7,783 6,961 -822 185,277  295,506 -10,228 285,277
    SSE 50 China Northern Rare 3,117.18 2.286 2.254 4/29/13 2.270 -7,076 7,026 -50 185,227  288,430 -3,203 285,227
  Buy   long China Minsheng Bk 6,704.71 1.052   5/13/13 1.064 7,050        295,480 -10,253  
5/13/13 Sell   long China Minsheng Bk 6,704.71 1.064   5/06/13 1.052 -7,050 7,135 85 185,312  288,430 -3,117 285,312
    HSI-Fin Bank of China (HK) 2,832.24 2.748   9/17/12 2.387 -6,760 7,782 1,022 186,334  281,670 4,665 286,334
  Buy SSE 50 short China Northern Rare 3,071.92 2.368   11/04/13 2.137 7,274        288,944 -2,609  
    HSI-Fin Ping An 2,427.90 2.996   10/14/13 2.804 7,274        296,218 -9,883  
5/27/13 Sell MerVal long Gr Fin Galicia 8,768.28 0.697   12/24/12 0.697 -6,115 6,109 -6 186,328  290,103 -3,775 286,328
  Buy   short Pampa Energía 43,384.52 0.163   6/10/13 0.158 7,063        297,166 -10,838  
6/03/13 Sell Nordic 30 long Pandora 466.13 26.264   8/13/12 11.192 -5,217 12,242 7,025 193,353  291,949 1,405 293,353
    Topix (FRA) Mazda Motor 585.73 14.600   4/15/13 11.705 -6,856 8,552 1,696 195,049  285,093 9,956 295,049
  Buy Nordic 30 short Equinor 439.72 17.340   7/29/13 16.264 7,625        292,718 2,332  
    Topix (FRA) Inpex 958.76 7.953   11/18/13 8.519 7,625        300,343 -5,294  
6/10/13 Sell SDAX long ADLER Real Estate 4,496.43 2.099   12/10/12 1.400 -6,295 9,438 3,143 198,192  294,048 4,144 298,192
    HSI-Prop China Ov Land & Inv 1,363.40 2.124   1/16/12 1.541 -2,101 2,896 795 198,987  291,947 7,040 298,987
      China Res Land 1,486.80 2.183   1/16/12 1.413 -2,101 3,245 1,144 200,131  289,846 10,285 300,131
    MerVal short Pampa Energía 43,384.52 0.158 0.168 5/27/13 0.163 -7,063 7,271 208 200,339  282,783 17,556 300,339
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    STI long ThaiBev 23,770.03 0.382   7/02/12 0.212 -5,044 9,071 4,027 204,366  277,739 26,627 304,366
  Buy France short ArcelorMittal 293.50 28.191   7/08/13 26.415 8,274        286,013 18,353  
    SDAX Hypoport 1,106.15 7.480   9/30/13 8.120 8,274        294,287 10,079  
    HSI-Prop Hang Lung 1,610.86 2.568   11/18/13 2.531 4,137        298,424 5,942  
      Sino Land 3,844.44 1.076   11/18/13 1.043 4,137        302,561 1,805  
    MerVal long Telecom Argentina 2,184.38 3.788   6/17/13 3.268 8,274        310,835 -6,469  
    CAC Mid 60 short CGG 14.75 561.120   8/05/13 575.840 8,277        319,111 -14,746  
6/17/13 Sell ISEQ 20 long Kerry Group 79.70 42.250   8/27/12 37.580 -2,995 3,367 372 204,738  316,116 -11,378 304,738
      Smurfit Kappa 457.25 12.270   8/27/12 6.550 -2,995 5,610 2,615 207,353  313,121 -5,768 307,353
    MerVal Telecom Argentina 2,184.38 3.268   6/10/13 3.788 -8,274 7,139 -1,135 206,218  304,847 1,371 306,218
    Indices OMXC 20 96.89 70.001   9/10/12 66.404 -6,434 6,782 349 206,567  298,413 8,153 306,567
  Buy ISEQ 20 short C&C Group 929.36 4.233   7/29/13 4.100 3,934        302,347 4,219  
      CRH 251.68 15.631   7/29/13 15.994 3,934        306,281 285  
    PSI 20 long Teixeira Duarte 14,570.37 0.540   6/24/13 0.570 7,868        314,149 -7,583  
    MerVal short Comercial del Plata 111,920.34 0.070   8/12/13 0.067 7,868        322,017 -15,451  
    Indices RTX 5.65 1,393.590   8/12/13 1,391.500 7,874        329,891 -23,324  
6/24/13 Sell Germany long ADLER Real Estate 5,452.54 2.050   9/10/12 1.180 -6,434 11,178 4,744 211,310  323,457 -12,147 311,310
    MDAX KUKA 228.14 31.820   1/14/13 28.185 -6,430 7,259 829 212,140  317,027 -4,887 312,140
    BEL 20 Galapagos 380.31 14.210   11/12/12 16.910 -6,431 5,404 -1,027 211,113  310,596 517 311,113
    PSI 20 Teixeira Duarte 14,570.37 0.570   6/17/13 0.540 -7,868 8,305 437 211,550  302,728 8,822 311,550
    OMXC 20 Genmab 582.37 22.604   7/16/12 8.469 -4,932 13,164 8,232 219,782  297,796 21,986 319,782
    OMXS 30 Electrolux 136.61 19.030   7/23/12 17.722 -2,421 2,600 179 219,960  295,375 24,586 319,960
      Swedbank 175.58 16.871   7/23/12 13.789 -2,421 2,962 541 220,502  292,954 27,548 320,502
    FT 30 Ferguson 1.59 3,452.810   8/06/12 3,068.570 -4,879 5,490 611 221,113  288,075 33,038 321,113
    SLI Swiss Life 59.02 120.698   11/26/12 104.219 -6,151 7,124 973 222,085  281,924 40,161 322,085
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX KUKA 265.63 31.820   10/29/12 23.375 -6,209 8,452 2,243 224,328  275,715 48,614 324,328
  Buy Germany short SolarWorld 101.39 91.950   7/29/13 77.250 9,323        285,037 39,291  
    MDAX Salzgitter 366.98 25.405   7/01/13 25.340 9,323        294,361 29,968  
    BEL 20 Aperam 1,120.55 8.320   7/15/13 8.461 9,323        303,684 20,645  
    OMXC 20 FLSmidth 266.13 35.032   7/01/13 34.376 9,323        313,007 11,322  
    OMXS 30 Boliden 488.16 9.549   7/08/13 9.256 4,662        317,668 6,660  
      Tele2 531.04 8.778   7/08/13 9.227 4,662        322,330 1,999  
    FT 30 Man Group 97.88 95.252   7/01/13 100.211 9,323        331,653 -7,325  
    SLI Kühne & Nagel 114.89 81.145   7/08/13 90.725 9,323        340,976 -16,647  
    BAX SFC Energy 1,962.74 4.750   7/01/13 4.650 9,323        350,299 -25,970  
7/01/13 Sell MDAX short Salzgitter 366.98 25.340 25.470 6/24/13 25.405 -9,323 9,347 24 224,352  340,976 -16,623 324,352
    OMXC 20 FLSmidth 266.13 34.376 35.701 6/24/13 35.032 -9,323 9,501 178 224,530  331,653 -7,122 324,530
    FT 30 Man Group 97.88 100.211 90.294 6/24/13 95.252 -9,323 8,838 -485 224,045  322,329 1,716 324,045
    BAX SFC Energy 1,962.74 4.650 4.852 6/24/13 4.750 -9,323 9,524 201 224,246  313,006 11,239 324,246
  Buy MDAX long Dürr 349.49 23.998   7/28/14 30.355 8,387        321,393 2,852  
    OMXC 20 Vestas Wind Systems 3,885.57 2.159   9/01/14 6.373 8,387        329,780 -5,535  
    FT 30 Lloyds Bank 112.02 74.871   9/09/13 90.907 8,387        338,167 -13,922  
    BAX Morphosys 189.99 44.145   4/14/14 58.270 8,387        346,554 -22,309  
7/08/13 Sell France short ArcelorMittal 293.50 26.415 30.086 6/10/13 28.191 -8,274 8,830 556 224,802  338,280 -13,478 324,802
    OMXS 30 Boliden 488.16 9.256 9.852 6/24/13 9.549 -4,662 4,809 148 224,950  333,619 -8,669 324,950
      Tele2 531.04 9.227 8.329 6/24/13 8.778 -4,662 4,423 -238 224,711  328,957 -4,246 324,711
    SLI Kühne & Nagel 114.89 90.725 71.565 6/24/13 81.145 -9,323 8,222 -1,101 223,611  319,634 3,976 323,611
  Buy OMXS 30 long Nokia 1,285.32 3.186   10/13/14 6.407 4,095        323,729 -118  
      Kinnevik 187.24 21.868   10/13/14 22.475 4,094        327,823 -4,213  
    SLI Lonza 136.03 60.201   8/12/13 56.494 8,189        336,013 -12,402  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/15/13 Sell BEL 20 short Aperam 1,120.55 8.461 8.179 6/24/13 8.320 -9,323 9,165 -158 223,453  326,690 -3,237 323,453
  Buy   long KBC 255.34 31.350   10/13/14 40.740 8,005        334,694 -11,242  
7/29/13 Sell Germany short SolarWorld 101.39 77.250 109.447 6/24/13 91.950 -9,323 11,097 1,774 225,227  325,372 -145 325,227
    ATX long Österreichische Post 198.96 31.600   6/25/12 25.890 -5,151 6,287 1,136 226,363  320,221 6,142 326,363
    ISEQ 20 short C&C Group 929.36 4.100 4.370 6/17/13 4.233 -3,934 4,062 128 226,490  316,287 10,204 326,490
      CRH 251.68 15.994 15.268 6/17/13 15.631 -3,934 3,843 -91 226,399  312,353 14,046 326,399
    Nordic 30 Equinor 439.72 16.264 18.488 6/03/13 17.340 -7,625 8,130 505 226,904  304,728 22,176 326,904
  Buy ATX Raiffeisen Bank Int 377.99 23.085   10/21/13 25.350 8,726        313,454 13,450  
    ISEQ 20 long FBD Holdings 279.68 15.600   8/05/13 16.650 4,363        317,817 9,087  
      Smurfit Kappa 305.10 14.300   8/05/13 15.150 4,363        322,180 4,724  
    Nordic 30 Pandora 303.84 28.719   4/28/14 46.257 8,726        330,906 -4,002  
8/05/13 Sell CAC 40 short ArcelorMittal 296.09 28.620 23.952 4/22/13 26.286 -7,783 7,092 -691 226,213  323,122 3,090 326,213
    ISEQ 20 long FBD Holdings 279.68 16.650   7/29/13 15.600 -4,363 4,657 294 226,506  318,759 7,747 326,506
      Smurfit Kappa 305.10 15.150   7/29/13 14.300 -4,363 4,622 259 226,766  314,397 12,369 326,766
    CAC Mid 60 short CGG 14.75 575.840 546.400 6/10/13 561.120 -8,277 8,059 -217 226,549  306,120 20,429 326,549
  Buy ISEQ 20 C&C Group 1,047.33 4.141   9/09/13 4.285 4,337        310,457 16,092  
      Flutter 71.10 61.000   9/09/13 61.200 4,337        314,794 11,754  
8/12/13 Sell MerVal short Comercial del Plata 111,920.34 0.067 0.074 6/17/13 0.070 -7,868 8,260 392 226,940  306,926 20,014 326,940
    SLI long Lonza 136.03 56.494   7/08/13 60.201 -8,189 7,685 -504 226,436  298,737 27,699 326,436
    Indices short RTX 5.65 1,391.500 1,395.690 6/17/13 1,393.590 -7,874 7,886 12 226,448  290,863 35,585 326,448
  Buy MerVal long Telecom Argentina 2,146.89 4.215   2/10/14 2.998 9,050        299,913 26,535  
    Indices Merval 18.05 501.316   8/04/14 750.468 9,049        308,962 17,486  
8/26/13 Sell Nikkei (FRA) long Subaru 339.03 18.441   2/11/13 10.800 -3,662 6,252 2,591 229,038  305,300 23,738 329,038
      Mazda Motor 294.21 15.485   2/11/13 12.445 -3,661 4,556 894 229,933  301,639 28,294 329,933
  Buy PSI 20 Teixeira Duarte 13,365.67 0.670   9/02/13 0.650 8,955        310,594 19,339  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Nikon 340.49 13.150   9/09/13 12.596 4,477        315,071 14,861  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,365.67 0.650   8/26/13 0.670 -8,955 8,688 -267 229,666  306,116 23,549 329,666
9/09/13 Sell ISEQ 20 short C&C Group 1,047.33 4.285 3.997 8/05/13 4.141 -4,337 4,186 -151 229,515  301,780 27,735 329,515
      Flutter 71.10 61.200 60.800 8/05/13 61.000 -4,337 4,323 -14 229,501  297,442 32,058 329,501
    FT 30 long Lloyds Bank 112.02 90.907   7/01/13 74.871 -8,387 10,183 1,796 231,297  289,055 42,242 331,297
    Nikkei (FRA) short Nikon 340.49 12.596 13.728 8/26/13 13.150 -4,477 4,674 197 231,494  284,578 46,916 331,494
  Buy IBEX 35 long Siemens Gamesa 1,758.36 5.380   12/16/13 7.030 9,460        294,038 37,456  
    ISEQ 20 Bank of Ireland 668.08 7.080   10/14/13 6.960 4,730        298,768 32,726  
      Smurfit Kappa 296.55 15.950   10/14/13 17.020 4,730        303,498 27,996  
    PSI 20 Impresa 13,911.76 0.680   9/16/13 0.670 9,460        312,958 18,536  
    FT 30 short Man Group 89.72 105.435   10/14/13 92.741 9,460        322,417 9,076  
    Nikkei (FRA) long Furukawa Co 282.73 16.730   9/30/13 17.160 4,730        327,148 4,346  
      Tokyo Electric Power 1,209.72 3.910   9/30/13 4.520 4,730        331,878 -384  
9/16/13 Sell HSI short China Shenhua HK 3,059.11 2.475 2.615 4/22/13 2.544 -7,783 8,000 217 231,711  324,095 7,616 331,711
    OMXH 25 Outokumpu 1,198.01 4.600 6.624 3/18/13 5.520 -6,613 7,936 1,323 233,033  317,482 15,552 333,033
    PSI 20 long Impresa 13,911.76 0.670   9/09/13 0.680 -9,460 9,321 -139 232,894  308,022 24,873 332,894
  Buy HSI Galaxy Entertainment 1,671.28 5.352   12/23/13 6.370 8,944        316,966 15,929  
    OMXH 25 Nokia 1,894.92 4.720   10/21/13 5.265 8,944        325,910 6,985  
9/23/13 Sell GEX short YOC 1,541.49 2.219 11.488 4/22/13 5.049 -7,783 17,709 9,926 242,820  318,127 24,694 342,820
  Buy PSI 20 long Teixeira Duarte 13,919.70 0.660   12/09/13 0.920 9,187        327,314 15,507  
    GEX Manz 171.50 53.570   4/14/14 65.730 9,187        336,501 6,319  
9/30/13 Sell SDAX short Hypoport 1,106.15 8.120 6.840 6/10/13 7.480 -8,274 7,566 -708 242,112  328,227 13,885 342,112
    TSX 60 Barrick Gold 538.10 13.729 15.238 4/22/13 14.464 -7,783 8,199 416 242,529  320,444 22,085 342,529
    Athex LC Eurobank Ergasias 24.88 50.000 1,352.000 3/25/13 260.000 -6,469 33,638 27,169 269,697  313,975 55,722 369,697
    Nikkei (FRA) long Furukawa Co 282.73 17.160   9/09/13 16.730 -4,730 4,852 122 269,819  309,245 60,574 369,819
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Tokyo Electric Power 1,209.72 4.520   9/09/13 3.910 -4,730 5,468 738 270,557  304,515 66,042 370,557
  Buy SDAX ADLER Real Estate 3,699.66 2.950   10/14/13 3.079 10,914        315,429 55,128  
    HSI-C&I Galaxy Entertainment 2,109.35 5.174   2/03/14 7.265 10,914        326,343 44,214  
    TSX 60 Bausch Health 141.96 76.879   9/29/14 102.197 10,914        337,257 33,300  
    Athex LC Aegean Airlines 2,598.57 4.200   1/27/14 7.210 10,914        348,171 22,386  
    Nikkei (FRA) short Nikon 417.20 13.080   11/04/13 13.433 5,457        353,628 16,929  
    CAC Next 20 SES 516.03 21.150   10/07/13 21.020 10,914        364,542 6,015  
10/07/13 Sell   short SES 516.03 21.020 21.281 9/30/13 21.150 -10,914 10,982 68 270,624  353,628 16,997 370,624
    Nikkei (TYO) long Subaru 784.15 20.003   11/19/12 8.176 -6,411 15,686 9,275 279,899  347,217 32,682 379,899
  Buy CAC Next 20 EDF 434.09 23.760   10/28/13 25.570 10,314        357,531 22,368  
    Nikkei (TYO) short Nikon 815.31 12.650   10/14/13 13.191 10,314        367,845 12,054  
10/14/13 Sell SDAX long ADLER Real Estate 3,699.66 3.079   9/30/13 2.950 -10,914 11,391 477 280,376  356,931 23,446 380,376
    HSI-Fin short Ping An 2,427.90 2.804 3.201 5/13/13 2.996 -7,274 7,772 498 280,874  349,657 31,218 380,874
    ISEQ 20 long Bank of Ireland 668.08 6.960   9/09/13 7.080 -4,730 4,650 -80 280,794  344,927 35,867 380,794
      Smurfit Kappa 296.55 17.020   9/09/13 15.950 -4,730 5,047 317 281,111  340,197 40,915 381,111
    FT 30 short Man Group 89.72 92.741 119.865 9/09/13 105.435 -9,460 10,754 1,295 282,406  330,737 51,669 382,406
    SMI long Richemont 102.07 74.199   12/17/12 59.929 -6,117 7,573 1,457 283,863  324,620 59,242 383,863
    Nikkei (TYO) short Nikon 815.31 13.191 12.110 10/07/13 12.650 -10,314 9,873 -441 283,422  314,306 69,116 383,422
  Buy HSI-Fin long AIA 3,084.83 3.667   1/06/14 3.604 11,313        325,619 57,803  
    ISEQ 20 short C&C Group 1,346.79 4.200   10/28/13 4.008 5,657        331,276 52,146  
      Flutter 99.31 56.960   10/28/13 56.500 5,657        336,932 46,489  
    FT 30 long ITV 51.92 217.888   12/02/13 228.772 11,313        348,245 35,177  
    Nikkei (TYO) Tokyo Electric Power 2,898.17 3.904   11/04/13 3.961 11,313        359,558 23,864  
10/21/13 Sell ATX short Raiffeisen Bank Int 377.99 25.350 20.820 7/29/13 23.085 -8,726 7,870 -856 282,566  350,832 31,733 382,566
    OMXH 25 long Nokia 1,894.92 5.265   9/16/13 4.720 -8,944 9,977 1,033 283,598  341,888 41,710 383,598
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short Frontline 924.87 8.829 5.997 4/15/13 7.413 -6,856 5,546 -1,310 282,289  335,032 47,257 382,289
  Buy ATX long Wienerberger 821.89 13.065   8/11/14 11.525 10,738        345,770 36,519  
    SDAX ADLER Real Estate 3,591.30 2.990   3/31/14 5.100 10,738        356,508 25,781  
    OMXH 25 short YIT 1,079.20 9.950   10/28/13 10.035 10,738        367,246 15,042  
    OBX 25 long REC Silicon 3,030.00 3.544   12/16/13 2.538 10,738        377,984 4,304  
10/28/13 Sell ISEQ 20 short C&C Group 1,346.79 4.008 4.401 10/14/13 4.200 -5,657 5,927 271 282,560  372,328 10,232 382,560
      Flutter 99.31 56.500 57.424 10/14/13 56.960 -5,657 5,703 46 282,606  366,671 15,935 382,606
    OMXH 25 YIT 1,079.20 10.035 9.865 10/21/13 9.950 -10,738 10,646 -92 282,514  355,933 26,581 382,514
    CAC Next 20 long EDF 434.09 25.570   10/07/13 23.760 -10,314 11,100 786 283,300  345,619 37,681 383,300
  Buy ISEQ 20 Bank of Ireland 685.16 7.680   11/25/13 8.040 5,262        350,881 32,419  
      Smurfit Kappa 305.75 17.210   11/25/13 17.550 5,262        356,143 27,157  
    OMXH 25 Nokia 2,121.77 4.960   11/11/13 5.770 10,524        366,667 16,633  
    CAC Next 20 short STMicroelectronics 1,881.64 5.593   11/11/13 5.653 10,524        377,191 6,109  
11/04/13 Sell SSE 50 short China Northern Rare 3,071.92 2.137 2.623 5/13/13 2.368 -7,274 8,059 785 284,085  369,917 14,168 384,085
    Nikkei (FRA) Nikon 417.20 13.433 12.727 9/30/13 13.080 -5,457 5,310 -147 283,937  364,460 19,477 383,937
    Nikkei (TYO) long Tokyo Electric Power 2,898.17 3.961   10/14/13 3.904 -11,313 11,480 167 284,105  353,147 30,958 384,105
  Buy SSE 50 Shanghai Oriental 2,359.52 4.398   12/23/13 4.388 10,376        363,523 20,582  
    Nikkei (FRA) Softbank 181.72 28.550   12/16/13 30.884 5,188        368,711 15,393  
      Tokyo Electric Power 1,308.78 3.964   12/16/13 3.730 5,188        373,899 10,205  
    Nikkei (TYO) short Nikon 772.22 13.437   11/18/13 13.220 10,376        384,275 -171  
11/11/13 Sell OMXH 25 long Nokia 2,121.77 5.770   10/28/13 4.960 -10,524 12,243 1,719 285,823  373,751 12,072 385,823
    CAC Next 20 short STMicroelectronics 1,881.64 5.653 5.533 10/28/13 5.593 -10,524 10,411 -113 285,710  363,227 22,483 385,710
  Buy OMXH 25 Outokumpu 2,915.43 3.500   12/02/13 3.690 10,204        373,431 12,279  
    CAC Next 20 long EDF 394.28 25.880   12/09/13 26.640 10,204        383,635 2,075  
11/18/13 Sell HSI-Prop short Hang Lung 1,610.86 2.531 2.606 6/10/13 2.568 -4,137 4,198 61 285,772  379,498 6,273 385,772
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sino Land 3,844.44 1.043 1.110 6/10/13 1.076 -4,137 4,269 132 285,903  375,361 10,542 385,903
    Topix (FRA) Inpex 958.76 8.519 7.387 6/03/13 7.953 -7,625 7,082 -543 285,361  367,736 17,625 385,361
    Nikkei (TYO) Nikon 772.22 13.220 13.657 11/04/13 13.437 -10,376 10,546 170 285,531  357,360 28,171 385,531
  Buy HSI-Prop long CK Hutchison 436.30 11.852   2/10/14 10.645 5,171        362,531 23,000  
      China Ov Land & Inv 2,228.21 2.321   2/10/14 1.876 5,171        367,702 17,829  
    Topix (FRA) Softbank 361.05 28.644   11/25/13 31.950 10,342        378,044 7,487  
    Nikkei (TYO) MinebeaMitsumi 2,059.63 5.021   3/03/14 6.187 10,342        388,386 -2,855  
11/25/13 Sell ISEQ 20 long Bank of Ireland 685.16 8.040   10/28/13 7.680 -5,262 5,509 247 285,777  383,124 2,653 385,777
      Smurfit Kappa 305.75 17.550   10/28/13 17.210 -5,262 5,366 104 285,881  377,862 8,019 385,881
    Topix (FRA) Softbank 361.05 31.950   11/18/13 28.644 -10,342 11,535 1,193 287,075  367,520 19,555 387,075
    GCX SunPower 1,036.86 21.795   2/11/13 7.063 -7,323 22,598 15,275 302,350  360,197 42,153 402,350
  Buy ISEQ 20 short Flutter 99.09 56.070   12/02/13 56.450 5,556        365,753 36,597  
      Ryanair Holdings 952.67 5.832   12/02/13 6.109 5,556        371,309 31,041  
    Topix (FRA) Komatsu 710.35 15.643   6/09/14 16.815 11,112        382,421 19,929  
    GCX Aurubis 262.23 42.375   1/06/14 43.845 11,112        393,533 8,817  
12/02/13 Sell ISEQ 20 short Flutter 99.09 56.450 55.690 11/25/13 56.070 -5,556 5,518 -38 302,312  387,977 14,335 402,312
      Ryanair Holdings 952.67 6.109 5.555 11/25/13 5.832 -5,556 5,292 -264 302,048  382,421 19,627 402,048
    OMXH 25 Outokumpu 2,915.43 3.690 3.310 11/11/13 3.500 -10,204 9,650 -554 301,494  372,217 29,277 401,494
    FT 30 long ITV 51.92 228.772   10/14/13 217.888 -11,313 11,878 565 302,060  360,904 41,155 402,060
  Buy ISEQ 20 Bank of Ireland 664.27 8.340   4/14/14 8.250 5,540        366,444 35,615  
      Smurfit Kappa 321.35 17.240   4/14/14 17.010 5,540        371,984 30,075  
    OMXH 25 Nokia 1,875.11 5.909   12/09/13 5.850 11,080        383,065 18,995  
    FT 30 short RSA Insurance 19.85 558.095   12/23/13 490.074 11,078        394,143 7,917  
12/09/13 Sell OMXH 25 long Nokia 1,875.11 5.850   12/02/13 5.909 -11,080 10,969 -111 301,949  383,063 18,886 401,949
    PSI 20 Teixeira Duarte 13,919.70 0.920   9/23/13 0.660 -9,187 12,806 3,619 305,568  373,876 31,692 405,568
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 EDF 394.28 26.640   11/11/13 25.880 -10,204 10,504 300 305,868  363,672 42,196 405,868
  Buy OMXH 25 short Metso Outotec 1,672.54 6.697   5/12/14 8.620 11,201        374,873 30,995  
    CAC Next 20 STMicroelectronics 2,055.23 5.450   1/13/14 5.763 11,201        386,074 19,794  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,758.36 7.030   9/09/13 5.380 -9,460 12,361 2,901 308,769  376,614 32,155 408,769
    OBX 25 REC Silicon 3,030.00 2.538   10/21/13 3.544 -10,738 7,689 -3,049 305,720  365,876 39,844 405,720
    Nikkei (FRA) Softbank 181.72 30.884   11/04/13 28.550 -5,188 5,612 424 306,144  360,688 45,456 406,144
      Tokyo Electric Power 1,308.78 3.730   11/04/13 3.964 -5,188 4,882 -306 305,838  355,500 50,338 405,838
    DJ Global Titans Bank of America 861.93 11.075   10/29/12 7.204 -6,209 9,546 3,337 309,174  349,291 59,884 409,174
  Buy IBEX 35 short Acciona 294.92 39.760   1/20/14 48.255 11,726        361,017 48,158  
    OBX 25 TGS-NOPEC 690.89 16.972   12/23/13 17.469 11,726        372,743 36,432  
    Nikkei (FRA) Nitto Denko 202.30 28.981   12/30/13 30.258 5,863        378,605 30,569  
      Pacific Metals 235.84 24.860   12/30/13 26.180 5,863        384,468 24,706  
    CAC Mid 60 Adocia 2,053.59 5.710   12/23/13 5.660 11,726        396,194 12,980  
    DJ Global Titans IBM 90.73 129.242   12/23/13 133.044 11,726        407,921 1,254  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,359.52 4.388   11/04/13 4.398 -10,376 10,354 -22 309,152  397,545 11,608 409,152
    HSI Galaxy Entertainment 1,671.28 6.370   9/16/13 5.352 -8,944 10,646 1,702 310,854  388,600 22,254 410,854
    OBX 25 short TGS-NOPEC 690.89 17.469 16.475 12/16/13 16.972 -11,726 11,382 -343 310,511  376,875 33,636 410,511
    FT 30 RSA Insurance 19.85 490.074 635.558 12/02/13 558.095 -11,078 12,616 1,538 312,049  365,796 46,252 412,049
    CAC Mid 60 Adocia 2,053.59 5.660 5.760 12/16/13 5.710 -11,726 11,830 104 312,152  354,070 58,082 412,152
    DJ Global Titans IBM 90.73 133.044 125.440 12/16/13 129.242 -11,726 11,381 -345 311,807  342,344 69,463 411,807
  Buy SSE 50 Poly Developments 18,777.90 0.641   6/02/14 0.591 12,031        354,375 57,432  
    PSI 20 long Impresa 11,037.61 1.090   5/12/14 1.759 12,031        366,406 45,401  
    OBX 25 DNO International 4,139.49 2.906   2/17/14 2.830 12,031        378,437 33,370  
    FT 30 Int Cons Airlines 25.52 471.516   1/27/14 485.635 12,033        390,470 21,337  
    DJ Global Titans Alphabet A 29.46 408.320   10/27/14 433.045 12,029        402,499 9,308  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/30/13 Sell Nikkei (FRA) short Nitto Denko 202.30 30.258 27.704 12/16/13 28.981 -5,863 5,605 -258 311,549  396,637 14,912 411,549
      Pacific Metals 235.84 26.180 23.540 12/16/13 24.860 -5,863 5,552 -311 311,238  390,774 20,464 411,238
  Buy   long MinebeaMitsumi 1,023.33 5.273   2/10/14 6.030 5,396        396,170 15,068  
      Softbank 170.62 31.625   2/10/14 27.751 5,396        401,565 9,672  
1/06/14 Sell HSI-Fin long AIA 3,084.83 3.604   10/14/13 3.667 -11,313 11,119 -194 311,044  390,252 20,791 411,044
    GCX short Aurubis 262.23 43.845 40.905 11/25/13 42.375 -11,112 10,727 -385 310,658  379,140 31,518 410,658
  Buy HSI-Fin ICBC 23,559.25 0.469   6/02/14 0.478 11,054        390,194 20,464  
    SLI long Vifor Pharma 149.34 74.020   1/27/14 69.103 11,054        401,249 9,409  
    GCX Vestas Wind Systems 2,215.54 4.989   2/03/14 4.789 11,054        412,303 -1,645  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,055.23 5.763 5.137 12/09/13 5.450 -11,201 10,558 -643 310,015  401,102 8,913 410,015
  Buy   long Natixis 2,212.29 4.734   6/23/14 4.867 10,473        411,575 -1,560  
1/20/14 Sell IBEX 35 short Acciona 294.92 48.255 31.265 12/16/13 39.760 -11,726 9,221 -2,505 307,509  399,849 7,661 407,509
  Buy   long Siemens Gamesa 1,227.70 8.454   1/27/14 7.622 10,379        410,228 -2,718  
    NZX 50 short Chorus 11,079.21 0.937   6/02/14 1.063 10,379        420,607 -13,097  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,227.70 7.622   1/20/14 8.454 -10,379 9,358 -1,021 306,488  410,228 -3,740 406,488
    Athex LC Aegean Airlines 2,598.57 7.210   9/30/13 4.200 -10,914 18,736 7,822 314,310  399,314 14,996 414,310
    FT 30 Int Cons Airlines 25.52 485.635   12/23/13 471.516 -12,033 12,393 360 314,670  387,281 27,389 414,670
    SLI Vifor Pharma 149.34 69.103   1/06/14 74.020 -11,054 10,320 -734 313,936  376,226 37,709 413,936
  Buy IBEX 35 short Repsol 644.28 17.525   2/17/14 17.625 11,291        387,517 26,418  
    Athex LC Eurobank Ergasias 230.43 49.000   5/09/16 0.875 11,291        398,808 15,127  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,109.35 7.265   9/30/13 5.174 -10,914 15,324 4,410 318,345  387,894 30,451 418,345
    GCX Vestas Wind Systems 2,215.54 4.789   1/06/14 4.989 -11,054 10,611 -443 317,902  376,840 41,062 417,902
  Buy FT 30 Int Cons Airlines 22.96 499.638   2/10/14 509.014 11,472        388,312 29,590  
    GCX short Aurubis 282.61 40.600   3/03/14 38.880 11,474        399,786 18,116  
2/10/14 Sell HSI-Prop long CK Hutchison 436.30 10.645   11/18/13 11.852 -5,171 4,645 -526 317,376  394,615 22,760 417,376
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      China Ov Land & Inv 2,228.21 1.876   11/18/13 2.321 -5,171 4,180 -991 316,384  389,444 26,940 416,384
    MerVal Telecom Argentina 2,146.89 2.998   8/12/13 4.215 -9,050 6,437 -2,613 313,772  380,394 33,378 413,772
    FT 30 Int Cons Airlines 22.96 509.014   2/03/14 499.638 -11,472 11,687 215 313,987  368,922 45,065 413,987
    Nikkei (FRA) MinebeaMitsumi 1,023.33 6.030   12/30/13 5.273 -5,396 6,171 775 314,762  363,526 51,235 414,762
      Softbank 170.62 27.751   12/30/13 31.625 -5,396 4,735 -661 314,101  358,131 55,970 414,101
  Buy HSI-Prop short New World Dev 1,664.92 3.529   7/28/14 3.549 5,876        364,006 50,095  
      The Wharf 3,175.43 1.850   7/28/14 2.205 5,876        369,882 44,219  
    Nikkei (FRA) Hitachi Zosen 1,378.25 4.263   6/30/14 3.700 5,875        375,757 38,344  
      Nitto Denko 187.73 31.297   6/30/14 33.890 5,875        381,632 32,468  
2/17/14 Sell IBEX 35 short Repsol 644.28 17.625 17.425 1/27/14 17.525 -11,291 11,227 -64 314,036  370,341 43,695 414,036
    OBX 25 long DNO International 4,139.49 2.830   12/23/13 2.906 -12,031 11,716 -315 313,721  358,310 55,410 413,721
  Buy IBEX 35 Siemens Gamesa 1,404.38 8.351   3/10/14 8.580 11,728        370,038 43,682  
    OBX 25 short Petroleum Geo-Srvcs 1,542.14 7.605   6/02/14 7.980 11,728        381,766 31,954  
2/24/14 Buy MerVal long Edenor 35,424.48 0.315   12/15/14 0.569 11,141        392,907 20,813  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,059.63 6.187   11/18/13 5.021 -10,342 12,742 2,400 316,121  382,565 33,555 416,121
    GCX short Aurubis 282.61 38.880 42.396 2/03/14 40.600 -11,474 11,982 508 316,628  371,091 45,537 416,628
  Buy Nikkei (TYO) Hitachi Zosen 2,943.09 3.926   3/31/14 3.419 11,554        382,645 33,983  
    GCX long Vestas Wind Systems 2,309.14 5.004   4/14/14 5.847 11,554        394,199 22,429  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,404.38 8.580   2/17/14 8.351 -11,728 12,050 322 316,950  382,471 34,478 416,950
  Buy   short Inditex 538.15 20.970   6/09/14 21.750 11,285        393,756 23,193  
3/31/14 Sell SDAX long ADLER Real Estate 3,591.30 5.100   10/21/13 2.990 -10,738 18,316 7,578 324,527  383,018 41,509 424,527
    Nikkei (TYO) short Hitachi Zosen 2,943.09 3.419 4.508 3/03/14 3.926 -11,554 13,269 1,715 326,242  371,464 54,778 426,242
  Buy SDAX Koenig & Bauer 977.64 12.300   5/05/14 11.730 12,025        383,489 42,753  
    Nikkei (TYO) long MinebeaMitsumi 1,866.34 6.443   4/07/14 6.630 12,025        395,514 30,728  
4/07/14 Sell   long MinebeaMitsumi 1,866.34 6.630   3/31/14 6.443 -12,025 12,373 348 326,590  383,489 43,101 426,590
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Hitachi Zosen 3,401.01 3.453   7/28/14 3.842 11,742        395,231 31,359  
4/14/14 Sell ISEQ 20 long Bank of Ireland 664.27 8.250   12/02/13 8.340 -5,540 5,480 -60 326,530  389,691 36,839 426,530
      Smurfit Kappa 321.35 17.010   12/02/13 17.240 -5,540 5,466 -74 326,456  384,151 42,305 426,456
    BAX Morphosys 189.99 58.270   7/01/13 44.145 -8,387 11,071 2,684 329,140  375,764 53,376 429,140
    GEX Manz 171.50 65.730   9/23/13 53.570 -9,187 11,273 2,085 331,225  366,577 64,649 431,225
    GCX Vestas Wind Systems 2,309.14 5.847   3/03/14 5.004 -11,554 13,501 1,947 333,172  355,023 78,149 433,172
  Buy ISEQ 20 short C&C Group 1,426.67 4.480   1/19/15 3.322 6,391        361,414 71,758  
      Flutter 119.27 53.590   1/19/15 66.350 6,392        367,806 65,366  
    BAX Adva 3,990.95 3.203   4/21/14 3.210 12,783        380,589 52,583  
    GEX 4SC 2,229.98 5.732   1/26/15 3.657 12,783        393,372 39,800  
    GCX EJR 248.28 51.487   4/28/14 51.524 12,783        406,155 27,017  
4/21/14 Sell BAX short Adva 3,990.95 3.210 3.196 4/14/14 3.203 -12,783 12,755 -28 333,144  393,372 39,772 433,144
  Buy   long Sixt 408.64 28.930   5/05/14 28.890 11,822        405,194 27,950  
4/28/14 Sell Nordic 30 long Pandora 303.84 46.257   7/29/13 28.719 -8,726 14,055 5,329 338,473  396,468 42,005 438,473
    GCX short EJR 248.28 51.524 51.450 4/14/14 51.487 -12,783 12,774 -9 338,464  383,685 54,778 438,464
  Buy Germany SolarWorld 399.45 30.870   6/09/14 16.900 12,331        396,016 42,447  
    Nordic 30 Carlsberg A 167.06 73.812   5/05/14 74.896 12,331        408,347 30,116  
    GCX long Vestas Wind Systems 2,001.07 6.162   5/19/14 7.076 12,331        420,678 17,785  
5/05/14 Sell SDAX short Koenig & Bauer 977.64 11.730 12.898 3/31/14 12.300 -12,025 12,609 584 339,048  408,653 30,395 439,048
    Nordic 30 Carlsberg A 167.06 74.896 72.728 4/28/14 73.812 -12,331 12,150 -181 338,867  396,322 42,545 438,867
    BAX long Sixt 408.64 28.890   4/21/14 28.930 -11,822 11,806 -16 338,850  384,500 54,350 438,850
  Buy SDAX ADLER Real Estate 2,458.62 5.015   5/19/14 5.000 12,330        396,830 42,020  
    Nordic 30 Pandora 253.03 48.729   9/15/14 59.766 12,330        409,160 29,690  
    BAX short Adva 3,853.13 3.200   6/09/14 3.196 12,330        421,490 17,360  
5/12/14 Sell OMXH 25 short Metso Outotec 1,672.54 8.620 4.774 12/09/13 6.697 -11,201 7,985 -3,216 335,634  410,289 25,345 435,634
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 long Impresa 11,037.61 1.759   12/23/13 1.090 -12,031 19,415 7,384 343,018  398,258 44,760 443,018
  Buy OMXH 25 Outokumpu 1,825.45 6.680   5/19/14 6.250 12,194        410,452 32,566  
5/19/14 Sell SDAX long ADLER Real Estate 2,458.62 5.000   5/05/14 5.015 -12,330 12,293 -37 342,981  398,122 44,859 442,981
    OMXH 25 Outokumpu 1,825.45 6.250   5/12/14 6.680 -12,194 11,409 -785 342,197  385,928 56,268 442,197
    GCX Vestas Wind Systems 2,001.07 7.076   4/28/14 6.162 -12,331 14,160 1,829 344,026  373,597 70,429 444,026
  Buy HSI Citic Pacific 9,928.21 1.295   11/10/14 1.393 12,861        386,458 57,568  
    SDAX short WCM 7,923.73 1.623   5/26/14 1.623 12,861        399,319 44,707  
    OMXH 25 YIT 1,737.97 7.400   1/26/15 5.508 12,861        412,180 31,846  
    GCX Energy Recovery 3,815.75 3.371   3/02/15 3.076 12,861        425,041 18,985  
5/26/14 Sell SDAX short WCM 7,923.73 1.623 1.623 5/19/14 1.623 -12,861 12,861 0 344,026  412,180 31,846  
  Buy   long ADLER Real Estate 2,162.91 5.500   6/09/14 6.050 11,896        424,076 19,950  
    HSI-C&I Tencent 1,169.75 10.170   10/06/14 12.196 11,896        435,972 8,054  
6/02/14 Sell SSE 50 short Poly Developments 18,777.90 0.591 0.695 12/23/13 0.641 -12,031 13,045 1,014 345,040  423,941 21,099 445,040
    HSI-Fin ICBC 23,559.25 0.478 0.460 1/06/14 0.469 -11,054 10,847 -207 344,832  412,887 31,945 444,832
    OBX 25 Petroleum Geo-Srvcs 1,542.14 7.980 7.230 2/17/14 7.605 -11,728 11,150 -578 344,255  401,159 43,096 444,255
    NZX 50 Chorus 11,079.21 1.063 0.811 1/20/14 0.937 -10,379 8,981 -1,398 342,857  390,780 52,076 442,857
  Buy SSE 50 long Sinolink Secs 10,759.13 1.150   6/23/14 1.117 12,373        403,153 39,703  
    HSI-Fin HK Exchgs & Clrg 904.10 13.685   9/29/14 17.213 12,373        415,526 27,330  
    OBX 25 Grieg Seafood 3,667.81 3.373   6/30/14 3.430 12,373        427,899 14,957  
    FT 30 National Grid 11.21 1,103.450   6/09/14 1,037.210 12,370        440,269 2,588  
    NZX 50 Tourism 17,769.64 0.696   7/21/14 0.758 12,373        452,642 -9,785  
6/09/14 Sell Germany short SolarWorld 399.45 16.900 56.388 4/28/14 30.870 -12,331 22,524 10,193 353,050  440,311 12,739 453,050
    SDAX long ADLER Real Estate 2,162.91 6.050   5/26/14 5.500 -11,896 13,086 1,190 354,239  428,415 25,825 454,239
    IBEX 35 short Inditex 538.15 21.750 20.190 3/10/14 20.970 -11,285 10,865 -420 353,820  417,130 36,690 453,820
    FT 30 long National Grid 11.21 1,037.210   6/02/14 1,103.450 -12,370 11,627 -743 353,077  404,760 48,317 453,077
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 Komatsu 710.35 16.815 14.471 11/25/13 15.643 -11,112 10,279 -833 352,244  393,648 58,596 452,244
    BAX Adva 3,853.13 3.196 3.204 5/05/14 3.200 -12,330 12,345 15 352,260  381,318 70,942 452,260
  Buy Germany long RIB Software 934.29 14.000   7/28/14 10.655 13,080        394,398 57,862  
    SDAX short WCM 8,178.32 1.599   12/29/14 1.381 13,080        407,478 44,782  
    FT 30 Tesco 28.40 460.539   11/17/14 306.530 13,079        420,557 31,702  
    Topix (FRA) long Fujitsu 261.44 50.030   9/15/14 48.100 13,080        433,637 18,623  
    BAX Cancom 662.61 19.740   6/16/14 18.403 13,080        446,717 5,543  
6/16/14 Sell   long Cancom 662.61 18.403   6/09/14 19.740 -13,080 12,194 -886 351,374  433,637 17,736 451,374
  Buy IBEX 35 short ArcelorMittal 357.64 32.790   3/02/15 28.860 11,727        445,364 6,009  
    BAX Adva 3,739.48 3.136   6/23/14 3.096 11,727        457,091 -5,718  
6/23/14 Sell SSE 50 long Sinolink Secs 10,759.13 1.117   6/02/14 1.150 -12,373 12,018 -355 351,019  444,718 6,300 451,019
    CAC Next 20 Natixis 2,212.29 4.867   1/13/14 4.734 -10,473 10,767 294 351,313  434,245 17,068 451,313
    BAX short Adva 3,739.48 3.096 3.177 6/16/14 3.136 -11,727 11,878 151 351,464  422,518 28,946 451,464
  Buy SSE 50 Kangmei Pharma 13,932.71 0.862   7/07/14 0.868 12,010        434,528 16,936  
    CAC Next 20 Arkema 169.98 70.655   1/26/15 62.720 12,010        446,538 4,926  
    CAC Mid 60 CGG 34.98 343.360   1/19/15 153.600 12,011        458,549 -7,085  
    BAX long Wacker Neuson 724.80 16.570   7/14/14 17.170 12,010        470,559 -19,095  
6/30/14 Sell OBX 25 long Grieg Seafood 3,667.81 3.430   6/02/14 3.373 -12,373 12,580 207 351,672  458,186 -6,514 451,672
    Nikkei (FRA) short Hitachi Zosen 1,378.25 3.700 4.912 2/10/14 4.263 -5,875 6,770 894 352,566  452,310 255 452,566
      Nitto Denko 187.73 33.890 28.704 2/10/14 31.297 -5,875 5,389 -487 352,079  446,435 5,644 452,079
  Buy OBX 25 Norwegian 4.77 2,398.530   7/07/14 2,546.850 11,441        457,876 -5,797  
    Nikkei (FRA) long Fujitsu 104.05 54.990   8/17/15 44.550 5,722        463,598 -11,519  
      MinebeaMitsumi 695.71 8.224   8/17/15 12.573 5,722        469,319 -17,240  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,932.71 0.868 0.856 6/23/14 0.862 -12,010 11,921 -89 351,990  457,309 -5,320 451,990
    OBX 25 Norwegian 4.77 2,546.850 2,250.210 6/30/14 2,398.530 -11,441 10,734 -707 351,282  445,868 5,414 451,282
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 AVIC Aviation Engine 3,836.49 2.976   8/03/15 7.097 11,417        457,285 -6,003  
    OBX 25 SalMar 846.97 13.480   7/28/14 14.639 11,417        468,702 -17,420  
7/14/14 Sell BAX long Wacker Neuson 724.80 17.170   6/23/14 16.570 -12,010 12,445 435 351,717  456,692 -4,975 451,717
7/21/14 Sell NZX 50 long Tourism 17,769.64 0.758   6/02/14 0.696 -12,373 13,468 1,095 352,812  444,319 8,492 452,812
  Buy France short CGG 43.14 267.296   12/29/14 160.352 11,531        455,850 -3,039  
    NZX 50 a2 Milk 29,433.38 0.392   7/28/14 0.401 11,532        467,382 -14,571  
7/28/14 Sell Germany long RIB Software 934.29 10.655   6/09/14 14.000 -13,080 9,955 -3,125 349,686  454,302 -4,616 449,686
    MDAX Dürr 349.49 30.355   7/01/13 23.998 -8,387 10,609 2,222 351,908  445,916 5,993 451,908
    HSI-Prop short New World Dev 1,664.92 3.549 3.509 2/10/14 3.529 -5,876 5,843 -33 351,875  440,040 11,835 451,875
      The Wharf 3,175.43 2.205 1.496 2/10/14 1.850 -5,876 4,751 -1,125 350,751  434,165 16,586 450,751
    OBX 25 long SalMar 846.97 14.639   7/07/14 13.480 -11,417 12,399 982 351,732  422,748 28,985 451,732
    NZX 50 short a2 Milk 29,433.38 0.401 0.383 7/21/14 0.392 -11,532 11,270 -262 351,470  411,216 40,255 451,470
    Nikkei (TYO) Hitachi Zosen 3,401.01 3.842 3.063 4/07/14 3.453 -11,742 10,417 -1,325 350,145  399,474 50,672 450,145
  Buy Germany SolarWorld 834.67 15.000   1/12/15 12.350 12,520        411,994 38,152  
    MDAX Südzucker 901.69 13.885   2/02/15 11.245 12,520        424,514 25,632  
    HSI-Prop long CK Hutchison 455.94 13.730   8/24/15 10.950 6,260        430,774 19,372  
      Sino Land 5,000.00 1.252   8/24/15 1.200 6,260        437,034 13,112  
    OBX 25 short Petroleum Geo-Srvcs 1,940.18 6.453   8/11/14 6.127 12,520        449,554 592  
    NZX 50 long Tourism 16,825.70 0.744   2/22/16 1.542 12,520        462,074 -11,928  
    BAX Nemetschek 1,970.35 6.354   8/04/14 6.125 12,520        474,594 -24,448  
    Nikkei (TYO) MinebeaMitsumi 1,370.12 9.138   10/20/14 9.651 12,520        487,114 -36,968  
8/04/14 Sell HDAX long Dürr 477.70 28.230   1/23/12 9.125 -4,359 13,485 9,126 359,272  482,755 -23,483 459,272
    MIB Azimut 692.61 18.460   11/05/12 9.304 -6,444 12,786 6,342 365,613  476,311 -10,697 465,613
    BAX Nemetschek 1,970.35 6.125   7/28/14 6.354 -12,520 12,068 -452 365,162  463,791 1,371 465,162
    Indices Merval 18.05 750.468   8/12/13 501.316 -9,049 13,546 4,497 369,659  454,742 14,917 469,659
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HDAX short Südzucker 930.41 13.020   1/12/15 11.160 12,114        466,856 2,803  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        478,974 -9,315  
8/11/14 Sell ATX long Wienerberger 821.89 11.525   10/21/13 13.065 -10,738 9,472 -1,266 368,393  468,236 157 468,393
    DAX Continental 69.04 159.700   7/16/12 71.440 -4,932 11,026 6,093 374,487  463,304 11,183 474,487
    OBX 25 short Petroleum Geo-Srvcs 1,940.18 6.127 6.796 7/28/14 6.453 -12,520 13,186 666 375,153  450,784 24,369 475,153
  Buy ATX Raiffeisen Bank Int 660.39 18.910   2/16/15 13.795 12,488        463,272 11,881  
    DAX Adidas 217.37 57.450   8/18/14 60.070 12,488        475,760 -607  
    OBX 25 long SalMar 948.02 13.173   8/18/14 12.880 12,488        488,248 -13,095  
8/18/14 Sell DAX short Adidas 217.37 60.070 54.830 8/11/14 57.450 -12,488 11,918 -570 374,583  475,760 -1,177 474,583
    OBX 25 long SalMar 948.02 12.880   8/11/14 13.173 -12,488 12,210 -278 374,306  463,272 11,033 474,306
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 374,734  451,153 23,581 474,734
  Buy DAX long Vonovia 545.64 22.830   10/06/14 22.420 12,457        463,610 11,124  
    OBX 25 short Petroleum Geo-Srvcs 2,042.23 6.100   2/16/15 5.700 12,457        476,067 -1,333  
    Indices long Merval 15.89 784.124   10/06/14 1,022.100 12,460        488,527 -13,793  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,885.57 6.373   7/01/13 2.159 -8,387 24,762 16,375 391,109  480,140 10,969 491,109
  Buy   short Demant 1,067.02 11.763   9/08/14 11.966 12,551        492,691 -1,582  
9/08/14 Sell   short Demant 1,067.02 11.966 11.559 9/01/14 11.763 -12,551 12,334 -217 390,892  480,140 10,752 490,892
  Buy   long Pandora 218.28 57.454   9/29/14 61.631 12,541        492,681 -1,789  
9/15/14 Sell Nordic 30 long Pandora 253.03 59.766   5/05/14 48.729 -12,330 15,122 2,793 393,684  480,351 13,333 493,684
    Topix (FRA) Fujitsu 261.44 48.100   6/09/14 50.030 -13,080 12,575 -505 393,180  467,271 25,908 493,180
  Buy Nordic 30 short Volvo 1,476.14 8.791   11/10/14 9.334 12,977        480,248 12,931  
    Topix (FRA) Aeon 1,652.91 7.851   1/05/15 8.291 12,977        493,225 -46  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 904.10 17.213   6/02/14 13.685 -12,373 15,562 3,189 396,369  480,853 15,516 496,369
    TSX 60 Bausch Health 141.96 102.197   9/30/13 76.879 -10,914 14,508 3,594 399,963  469,939 30,024 499,963
    OMXC 20 Pandora 218.28 61.631   9/08/14 57.454 -12,541 13,453 912 400,874  457,398 43,477 500,874
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Fin short ICBC 27,325.30 0.498   11/03/14 0.526 13,608        471,006 29,869  
    TSX 60 Yamana Gold 2,837.01 4.797   3/23/15 3.713 13,608        484,614 16,261  
10/06/14 Sell DAX long Vonovia 545.64 22.420   8/18/14 22.830 -12,457 12,233 -224 400,651  472,157 28,494 500,651
    HSI-C&I Tencent 1,169.75 12.196   5/26/14 10.170 -11,896 14,267 2,370 403,021  460,261 42,760 503,021
    Indices Merval 15.89 1,022.100   8/18/14 784.124 -12,460 16,241 3,781 406,803  447,801 59,002 506,803
  Buy DAX short Deutsche Lufthansa 1,170.94 12.080   11/17/14 13.145 14,145        461,946 44,857  
    HSI-C&I Galaxy Entertainment 2,871.27 4.926   4/13/15 4.822 14,145        476,091 30,712  
    PSI 20 Pharol 8,677.91 1.630   2/23/15 0.697 14,145        490,236 16,567  
    Indices PSI 20 2.55 5,537.710   2/23/15 5,494.440 14,121        504,357 2,445  
10/13/14 Sell S&P 100 long Gilead Sciences 269.72 79.611   9/17/12 25.063 -6,760 21,473 14,713 421,515  497,597 23,918 521,515
    BEL 20 KBC 255.34 40.740   7/15/13 31.350 -8,005 10,403 2,398 423,913  489,592 34,321 523,913
    OMXS 30 Nokia 1,285.32 6.407   7/08/13 3.186 -4,095 8,234 4,140 428,053  485,498 42,555 528,053
      Kinnevik 187.24 22.475   7/08/13 21.868 -4,094 4,208 114 428,167  481,403 46,763 528,167
  Buy S&P 100 short General Motors 614.77 23.379   10/27/14 23.689 14,373        495,776 32,390  
    BEL 20 Galapagos 1,293.12 11.115   11/17/14 12.800 14,373        510,149 18,017  
    OMXS 30 Lundin 643.29 11.172   11/03/14 11.400 7,187        517,336 10,831  
      MTG 310.77 23.125   11/03/14 24.302 7,187        524,522 3,644  
10/20/14 Sell Kospi 50 long Amorepacific Group 185.05 87.497   7/23/12 26.166 -4,842 16,191 11,349 439,516  519,680 19,836 539,516
    Europe 50 Roche 18.57 222.572   12/19/11 129.719 -2,409 4,133 1,724 441,240  517,271 23,969 541,240
    Nikkei (TYO) MinebeaMitsumi 1,370.12 9.651   7/28/14 9.138 -12,520 13,223 703 441,943  504,751 37,191 541,943
    SP Global 100 Apple 317.44 19.487   4/30/12 15.738 -4,996 6,186 1,190 443,133  499,756 43,377 543,133
  Buy Kospi 50 short Hyundai Heavy 175.43 83.577   12/08/14 94.176 14,662        514,417 28,715  
    Europe 50 Deutsche Bank 607.37 24.140   11/10/14 24.160 14,662        529,079 14,054  
    Nikkei (TYO) Toyo Seikan 1,785.54 8.212   10/27/14 8.725 14,662        543,741 -608  
    SP Global 100 Deutsche Bank 607.37 24.140   11/03/14 24.800 14,662        558,403 -15,270  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/27/14 Sell S&P 100 short General Motors 614.77 23.689 23.070 10/13/14 23.379 -14,373 14,183 -190 442,943  544,030 -1,088 542,943
    Nikkei (TYO) Toyo Seikan 1,785.54 8.725 7.698 10/20/14 8.212 -14,662 13,745 -917 442,026  529,368 12,657 542,026
    DJ Global Titans long Alphabet A 29.46 433.045   12/23/13 408.320 -12,029 12,758 728 442,754  517,339 25,415 542,754
  Buy S&P 100 Gilead Sciences 160.19 88.668   6/08/15 100.700 14,204        531,543 11,211  
    Nikkei (TYO) MinebeaMitsumi 1,355.68 10.477   8/24/15 10.589 14,204        545,747 -2,993  
    DJ Global Titans short Samsung Electronics 866.81 16.387   11/10/14 18.745 14,204        559,951 -17,197  
11/03/14 Sell HSI-Fin short ICBC 27,325.30 0.526 0.470 9/29/14 0.498 -13,608 12,854 -754 442,000  546,343 -4,343 542,000
    OMXS 30 Lundin 643.29 11.400 10.943 10/13/14 11.172 -7,187 7,039 -147 441,853  539,156 2,696 541,853
      MTG 310.77 24.302 21.949 10/13/14 23.125 -7,187 6,821 -366 441,487  531,970 9,517 541,487
    SP Global 100 Deutsche Bank 607.37 24.800 23.480 10/20/14 24.140 -14,662 14,261 -401 441,086  517,308 23,778 541,086
  Buy HSI-Fin long HK Exchgs & Clrg 799.20 17.669   11/24/14 17.528 14,121        531,429 9,657  
    OMXC 20 Pandora 211.78 66.679   11/17/14 66.322 14,121        545,550 -4,464  
    OMXS 30 Boliden 538.27 13.117   6/08/15 18.209 7,060        552,611 -11,525  
      Electrolux 314.42 22.455   6/08/15 27.196 7,060        559,671 -18,585  
    SP Global 100 Apple 644.87 21.898   8/24/15 22.212 14,121        573,792 -32,706  
11/10/14 Sell HSI long Citic Pacific 9,928.21 1.393   5/19/14 1.295 -12,861 13,830 969 442,055  560,931 -18,876 542,055
    Europe 50 short Deutsche Bank 607.37 24.160 24.120 10/20/14 24.140 -14,662 14,650 -12 442,043  546,269 -4,226 542,043
    Nordic 30 Volvo 1,476.14 9.334 8.249 9/15/14 8.791 -12,977 12,176 -801 441,242  533,292 7,950 541,242
    DJ Global Titans Samsung Electronics 866.81 18.745 14.028 10/27/14 16.387 -14,204 12,160 -2,044 439,198  519,088 20,110 539,198
  Buy HSI Kunlun Energy 13,497.44 1.036   1/12/15 0.825 13,982        533,070 6,128  
    Europe 50 long Novartis 225.82 61.916   8/24/15 69.088 13,982        547,052 -7,854  
    Nordic 30 Pandora 205.15 68.154   6/01/15 91.032 13,982        561,034 -21,836  
    DJ Global Titans Apple 638.47 21.899   12/15/14 21.746 13,982        575,016 -35,818  
11/17/14 Sell DAX short Deutsche Lufthansa 1,170.94 13.145 11.015 10/06/14 12.080 -14,145 12,898 -1,247 437,951  560,871 -22,920 537,951
    BEL 20 Galapagos 1,293.12 12.800 9.430 10/13/14 11.115 -14,373 12,194 -2,179 435,772  546,498 -10,726 535,772
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long Pandora 211.78 66.322   11/03/14 66.679 -14,121 14,046 -76 435,697  532,376 3,320 535,697
    FT 30 short Tesco 28.40 306.530 691.926 6/09/14 460.539 -13,079 19,651 6,571 442,268  519,297 22,971 542,268
  Buy DAX long Merck (EMD) 184.30 76.670   7/06/15 90.640 14,130        533,427 8,840  
    BEL 20 Proximus 463.28 30.500   11/24/14 30.740 14,130        547,557 -5,290  
    OMXC 20 short FLSmidth 425.84 33.181   11/24/14 35.297 14,130        561,687 -19,419  
    FT 30 long Man Group 83.35 169.534   12/15/14 177.040 14,131        575,818 -33,550  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.20 17.528   11/03/14 17.669 -14,121 14,008 -113 442,155  561,697 -19,542 542,155
    BEL 20 Proximus 463.28 30.740   11/17/14 30.500 -14,130 14,241 111 442,266  547,567 -5,301 542,266
    OMXC 20 short FLSmidth 425.84 35.297 31.065 11/17/14 33.181 -14,130 13,229 -901 441,365  533,437 7,928 541,365
  Buy HSI-Fin HSBC 1,718.28 7.992   1/26/15 8.332 13,732        547,169 -5,804  
    BEL 20 Galapagos 1,064.50 12.900   12/01/14 13.020 13,732        560,901 -19,536  
    OMXC 20 long Pandora 204.32 67.207   8/17/15 107.440 13,732        574,633 -33,268  
12/01/14 Sell BEL 20 short Galapagos 1,064.50 13.020 12.780 11/24/14 12.900 -13,732 13,604 -128 441,238  560,901 -19,663 541,238
  Buy   long Proximus 412.50 31.610   12/15/14 29.550 13,039        573,940 -32,702  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.43 94.176 72.978 10/20/14 83.577 -14,662 12,803 -1,859 439,378  559,278 -19,900 539,378
  Buy   long Amorepacific Group 156.58 82.934   7/06/15 157.893 12,986        572,264 -32,886  
12/15/14 Sell BEL 20 long Proximus 412.50 29.550   12/01/14 31.610 -13,039 12,189 -850 438,528  559,225 -20,696 538,528
    MerVal Edenor 35,424.48 0.569   2/24/14 0.315 -11,141 20,142 9,001 447,530  548,084 -554 547,530
    FT 30 Man Group 83.35 177.040   11/17/14 169.534 -14,131 14,756 626 448,155  533,953 14,203 548,155
    DJ Global Titans Apple 638.47 21.746   11/10/14 21.899 -13,982 13,884 -98 448,058  519,971 28,087 548,058
  Buy BEL 20 short Umicore 924.16 15.585   1/19/15 16.578 14,403        534,374 13,684  
    FT 30 Tesco 54.87 262.480   12/22/14 292.250 14,402        548,776 -719  
    DJ Global Titans Gazprom 4,316.15 3.337   3/02/15 4.494 14,403        563,179 -15,122  
12/22/14 Sell TecDAX short SMA Solar 224.21 14.800 46.789 5/21/12 26.315 -5,900 10,491 4,590 452,648  557,279 -4,631 552,648
    FT 30 Tesco 54.87 292.250 232.709 12/15/14 262.480 -14,402 12,769 -1,634 451,015  542,877 8,138 551,015
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy TecDAX long Dialog Semiconductor 477.31 29.285   6/01/15 51.190 13,978        556,855 -5,840  
    FT 30 Man Group 69.67 200.637   1/05/15 211.401 13,978        570,833 -19,819  
12/29/14 Sell France short CGG 43.14 160.352 445.565 7/21/14 267.296 -11,531 19,222 7,691 458,705  559,302 -597 558,705
    SDAX WCM 8,178.32 1.381 1.852 6/09/14 1.599 -13,080 15,143 2,063 460,768  546,222 14,546 560,768
  Buy France long Adocia 301.51 47.700   6/08/15 66.230 14,382        560,604 164  
    SDAX Patrizia Immobilien 1,169.27 12.300   1/19/15 14.055 14,382        574,986 -14,218  
    BAX KUKA 242.65 59.270   7/27/15 74.330 14,382        589,368 -28,600  
1/05/15 Sell FT 30 long Man Group 69.67 211.401   12/22/14 200.637 -13,978 14,728 750 461,518  575,390 -13,872 561,518
    Topix (FRA) short Aeon 1,652.91 8.291 7.411 9/15/14 7.851 -12,977 12,250 -727 460,791  562,413 -1,622 560,791
  Buy FT 30 Tesco 47.55 294.006   1/19/15 365.061 13,980        576,393 -15,602  
    Topix (FRA) long Oriental Land 291.66 47.929   2/02/15 54.216 13,979        590,372 -29,581  
1/12/15 Sell Germany short SolarWorld 834.67 12.350 18.219 7/28/14 15.000 -12,520 15,207 2,686 463,477  577,852 -14,374 563,477
    HSI Kunlun Energy 13,497.44 0.825 1.300 11/10/14 1.036 -13,982 17,552 3,570 467,047  563,870 3,178 567,047
    HDAX Südzucker 930.41 11.160 15.190 8/04/14 13.020 -12,114 14,133 2,019 469,066  551,756 17,311 569,066
  Buy Germany long Ströer Media 595.53 24.615   6/15/15 40.315 14,659        566,415 2,652  
    HSI China Life Ins HK 4,423.22 3.314   7/13/15 3.728 14,659        581,074 -12,007  
    HDAX Ströer Media 595.53 24.615   8/24/15 47.670 14,659        595,733 -26,666  
1/19/15 Sell SDAX long Patrizia Immobilien 1,169.27 14.055   12/29/14 12.300 -14,382 16,434 2,052 471,118  581,350 -10,232 571,118
    ISEQ 20 short C&C Group 1,426.67 3.322 6.042 4/14/14 4.480 -6,391 8,620 2,228 473,346  574,959 -1,613 573,346
      Flutter 119.27 66.350 40.830 4/14/14 53.590 -6,392 4,870 -1,522 471,824  568,567 3,257 571,824
    BEL 20 Umicore 924.16 16.578 14.593 12/15/14 15.585 -14,403 13,486 -917 470,907  554,164 16,743 570,907
    FT 30 Tesco 47.55 365.061 222.950 1/05/15 294.006 -13,980 10,601 -3,379 467,529  540,184 27,344 567,529
    CAC Mid 60 CGG 34.98 153.600 767.553 6/23/14 343.360 -12,011 26,849 14,838 482,367  528,174 54,193 582,367
  Buy SDAX SGL Carbon 1,129.45 14.090   1/26/15 15.480 15,914        544,088 38,279  
    ISEQ 20 long Glanbia 574.51 13.850   6/08/15 17.420 7,957        552,044 30,322  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair Holdings 817.78 9.730   6/08/15 11.660 7,957        560,001 22,365  
    BEL 20 bpost 696.15 22.860   9/28/15 21.000 15,914        575,915 6,451  
    FT 30 Man Group 75.84 209.841   6/08/15 231.072 15,914        591,830 -9,463  
    CAC Mid 60 Adocia 251.80 63.200   6/08/15 66.230 15,914        607,744 -25,377  
1/26/15 Sell SDAX short SGL Carbon 1,129.45 15.480 12.700 1/19/15 14.090 -15,914 14,344 -1,570 480,797  591,830 -11,033 580,797
    HSI-Fin HSBC 1,718.28 8.332 7.651 11/24/14 7.992 -13,732 13,147 -585 480,212  578,098 2,114 580,212
    OMXH 25 YIT 1,737.97 5.508 9.942 5/19/14 7.400 -12,861 17,279 4,418 484,630  565,237 19,393 584,630
    CAC Next 20 Arkema 169.98 62.720 79.594 6/23/14 70.655 -12,010 13,529 1,519 486,149  553,227 32,922 586,149
    GEX 4SC 2,229.98 3.657 8.986 4/14/14 5.732 -12,783 20,039 7,256 493,405  540,444 52,961 593,405
  Buy SDAX long Patrizia Immobilien 1,080.87 14.950   6/29/15 22.015 16,159        556,603 36,802  
    HSI-Fin China Life Ins HK 4,325.56 3.736   8/03/15 3.251 16,159        572,762 20,643  
    OMXH 25 Neste Oil 1,999.88 8.080   5/11/15 7.640 16,159        588,921 4,484  
    GEX Ströer Media 604.07 26.750   6/01/15 38.770 16,159        605,080 -11,675  
2/02/15 Sell MDAX short Südzucker 901.69 11.245 17.145 7/28/14 13.885 -12,520 15,459 2,939 496,344  592,560 3,784 596,344
    AEX KPN 1,594.04 2.756 4.771 10/15/12 3.626 -5,780 7,605 1,825 498,169  586,780 11,389 598,169
    Topix (FRA) long Oriental Land 291.66 54.216   1/05/15 47.929 -13,979 15,812 1,834 500,002  572,801 27,201 600,002
  Buy MDAX Ströer Media 607.99 25.790   11/16/15 61.450 15,680        588,481 11,521  
    Topix (FRA) short Orix 1,574.61 9.958   2/09/15 10.802 15,680        604,161 -4,159  
2/09/15 Sell   short Orix 1,574.61 10.802 9.114 2/02/15 9.958 -15,680 14,351 -1,329 498,673  588,481 10,192 598,673
  Buy MerVal long Aluar 16,237.47 0.937   2/16/15 0.944 15,221        603,702 -5,029  
    Topix (FRA) Sony 672.69 22.627   5/18/15 28.471 15,221        618,923 -20,250  
2/16/15 Sell ATX short Raiffeisen Bank Int 660.39 13.795 25.922 8/11/14 18.910 -12,488 17,118 4,630 503,304  606,435 -3,131 603,304
    OBX 25 Petroleum Geo-Srvcs 2,042.23 5.700 6.528 8/18/14 6.100 -12,457 13,332 875 504,178  593,978 10,201 604,178
    MerVal long Aluar 16,237.47 0.944   2/09/15 0.937 -15,221 15,330 109 504,287  578,757 25,530 604,287
  Buy ATX Zumtobel 746.39 21.095   9/07/15 23.775 15,745        594,502 9,785  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 1,264.82 12.448   2/23/15 11.234 15,745        610,247 -5,960  
2/23/15 Sell PSI 20 short Pharol 8,677.91 0.697 3.812 10/06/14 1.630 -14,145 33,079 18,934 523,222  596,102 27,120 623,222
    OBX 25 long Frontline 1,264.82 11.234   2/16/15 12.448 -15,745 14,209 -1,536 521,686  580,357 41,329 621,686
    Indices short PSI 20 2.55 5,494.440 5,581.320 10/06/14 5,537.710 -14,121 14,232 111 521,797  566,236 55,561 621,797
  Buy PSI 20 long Altri 5,599.54 3.024   5/25/15 4.081 16,933        583,169 38,628  
    OBX 25 short Seadrill 6.01 2,815.850   4/13/15 2,712.370 16,923        600,092 21,705  
    MerVal long Comercial del Plata 68,471.49 0.247   3/02/15 0.261 16,933        617,025 4,772  
    Indices SSE 50 ew 50.33 336.435   7/27/15 382.611 16,933        633,958 -12,161  
3/02/15 Sell IBEX 35 short ArcelorMittal 357.64 28.860 37.255 6/16/14 32.790 -11,727 13,324 1,597 523,394  622,231 1,163 623,394
    MerVal long Comercial del Plata 68,471.49 0.261   2/23/15 0.247 -16,933 17,878 945 524,339  605,298 19,041 624,339
    DJ Global Titans short Gazprom 4,316.15 4.494 2.180 12/15/14 3.337 -14,403 9,409 -4,994 519,345  590,895 28,450 619,345
    GCX Energy Recovery 3,815.75 3.076 3.693 5/19/14 3.371 -12,861 14,093 1,232 520,577  578,034 42,543 620,577
  Buy IBEX 35 long Intl. Cons. Airlines 2,098.35 7.900   3/09/15 7.660 16,577        594,611 25,966  
    DJ Global Titans Apple 574.47 28.856   3/30/15 29.169 16,577        611,188 9,389  
    GCX Shimano 119.13 139.151   6/01/15 129.753 16,577        627,765 -7,188  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,098.35 7.660   3/02/15 7.900 -16,577 16,073 -504 520,073  611,188 8,885 620,073
  Buy   short Endesa 891.33 17.640   3/23/15 18.130 15,723        626,911 -6,838  
    MerVal long Comercial del Plata 56,639.05 0.278   6/29/15 0.285 15,723        642,634 -22,561  
3/23/15 Sell IBEX 35 short Endesa 891.33 18.130 17.150 3/09/15 17.640 -15,723 15,286 -437 519,637  626,911 -7,274 619,637
    TSX 60 Yamana Gold 2,837.01 3.713 6.196 9/29/14 4.797 -13,608 17,578 3,970 523,606  613,303 10,303 623,606
  Buy IBEX 35 long Intl. Cons. Airlines 1,956.42 8.100   5/11/15 7.890 15,847        629,150 -5,544  
    TSX 60 Bausch Health 85.30 185.781   5/11/15 200.704 15,847        644,997 -21,391  
3/30/15 Sell DJ Global Titans long Apple 574.47 29.169   3/02/15 28.856 -16,577 16,756 180 523,786  628,420 -4,634 623,786
  Buy   short ConocoPhilips 261.94 59.090   4/27/15 61.591 15,478        643,898 -20,112  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,871.27 4.822 5.033 10/06/14 4.926 -14,145 14,450 305 524,091  629,753 -5,662 624,091
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Seadrill 6.01 2,712.370 2,923.280 2/23/15 2,815.850 -16,923 17,569 646 524,737  612,830 11,907 624,737
    ÖkoDAX SolarWorld 66.72 14.550 772.962 4/29/13 106.050 -7,076 51,572 44,496 569,233  605,754 63,479 669,233
  Buy HSI-C&I long Tencent 879.98 20.815   7/06/15 17.093 18,317        624,071 45,162  
    OBX 25 Frontline 1,338.44 13.685   5/18/15 12.057 18,317        642,388 26,845  
4/27/15 Sell DJ Global Titans short ConocoPhilips 261.94 61.591 56.589 3/30/15 59.090 -15,478 14,823 -655 568,578  626,910 41,668 668,578
  Buy   long Mitsubishi UFJ 2,736.53 6.489   6/08/15 6.373 17,756        644,666 23,912  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,956.42 7.890   3/23/15 8.100 -15,847 15,436 -411 568,167  628,819 39,348 668,167
    OMXH 25 Neste Oil 1,999.88 7.640   1/26/15 8.080 -16,159 15,279 -880 567,287  612,660 54,627 667,287
    TSX 60 Bausch Health 85.30 200.704   3/23/15 185.781 -15,847 17,120 1,273 568,560  596,813 71,747 668,560
  Buy IBEX 35 short Obrascón Huarte Lain 966.93 19.140   4/25/16 5.840 18,507        615,320 53,240  
    OMXH 25 Outokumpu 3,535.24 5.235   1/04/16 2.584 18,507        633,827 34,733  
    TSX 60 Cenovus Energy 1,193.54 15.506   3/21/16 12.064 18,507        652,334 16,226  
5/18/15 Sell OBX 25 long Frontline 1,338.44 12.057   4/13/15 13.685 -18,317 16,137 -2,180 566,380  634,017 32,363 666,380
    Topix (FRA) Sony 672.69 28.471   2/09/15 22.627 -15,221 19,152 3,931 570,311  618,796 51,515 670,311
  Buy OBX 25 short REC Silicon 8,525.87 2.117   6/01/15 1.852 18,045        636,841 33,470  
    Topix (FRA) Toshiba 602.91 29.930   5/25/15 30.510 18,045        654,886 15,425  
5/25/15 Sell PSI 20 long Altri 5,599.54 4.081   2/23/15 3.024 -16,933 22,852 5,919 576,230  637,953 38,277 676,230
    Topix (FRA) short Toshiba 602.91 30.510 29.350 5/18/15 29.930 -18,045 17,695 -350 575,880  619,908 55,972 675,880
  Buy PSI 20 Pharol 35,874.51 0.510   11/23/15 0.369 18,296        638,204 37,676  
    Topix (FRA) long Sony 641.96 28.500   6/01/15 28.394 18,296        656,500 19,381  
6/01/15 Sell TecDAX long Dialog Semiconductor 477.31 51.190   12/22/14 29.285 -13,978 24,434 10,455 586,336  642,522 43,814 686,336
    OBX 25 short REC Silicon 8,525.87 1.852 2.418 5/18/15 2.117 -18,045 20,618 2,573 588,909  624,477 64,432 688,909
    Nordic 30 long Pandora 205.15 91.032   11/10/14 68.154 -13,982 18,675 4,693 593,602  610,495 83,107 693,602
    Topix (FRA) Sony 641.96 28.394   5/25/15 28.500 -18,296 18,228 -68 593,534  592,199 101,335 693,534
    GEX Ströer Media 604.07 38.770   1/26/15 26.750 -16,159 23,420 7,261 600,795  576,040 124,755 700,795
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Shimano 119.13 129.753   3/02/15 139.151 -16,577 15,457 -1,120 599,676  559,463 140,213 699,676
  Buy TecDAX short Aixtron 3,043.04 6.900   4/25/16 4.108 20,997        580,460 119,216  
    OBX 25 long Frontline 1,683.03 12.476   6/08/15 12.298 20,997        601,457 98,219  
    Nordic 30 short Fortum 1,212.30 17.320   11/30/15 13.820 20,997        622,454 77,222  
    Topix (FRA) Toshiba 643.88 32.610   11/16/15 22.410 20,997        643,451 56,225  
    GCX REC Silicon 11,335.02 1.852   10/05/20 0.464 20,997        664,448 35,228  
6/08/15 Sell S&P 100 long Gilead Sciences 160.19 100.700   10/27/14 88.668 -14,204 16,131 1,927 601,603  650,245 51,359 701,603
    France Adocia 301.51 66.230   12/29/14 47.700 -14,382 19,969 5,587 607,190  635,862 71,328 707,190
    ISEQ 20 Glanbia 574.51 17.420   1/19/15 13.850 -7,957 10,008 2,051 609,241  627,906 81,336 709,241
      Ryanair Holdings 817.78 11.660   1/19/15 9.730 -7,957 9,535 1,578 610,820  619,949 90,871 710,820
    OBX 25 Frontline 1,683.03 12.298   6/01/15 12.476 -20,997 20,698 -299 610,521  598,952 111,569 710,521
    OMXS 30 Boliden 538.27 18.209   11/03/14 13.117 -7,060 9,801 2,741 613,261  591,891 121,370 713,261
      Electrolux 314.42 27.196   11/03/14 22.455 -7,060 8,551 1,490 614,752  584,831 129,921 714,752
    FT 30 Man Group 75.84 231.072   1/19/15 209.841 -15,914 17,525 1,610 616,362  568,916 147,446 716,362
    CAC Mid 60 Adocia 251.80 66.230   1/19/15 63.200 -15,914 16,677 763 617,125  553,003 164,122 717,125
    DJ Global Titans Mitsubishi UFJ 2,736.53 6.373   4/27/15 6.489 -17,756 17,440 -316 616,808  535,247 181,562 716,808
  Buy S&P 100 short Norfolk Southern 278.48 80.648   6/15/15 80.979 22,459        557,705 159,103  
    France Solocal 32.06 700.450   11/23/15 390.360 22,456        580,162 136,646  
    ISEQ 20 FBD Holdings 1,210.86 9.274   8/10/15 7.120 11,230        591,391 125,417  
    OBX 25 DNO International 17,628.73 1.274   12/21/15 0.607 22,459        613,850 102,958  
    OMXS 30 SSAB 2,193.26 5.120   10/26/15 3.388 11,229        625,080 91,728  
      Telia Company 2,135.41 5.259   10/26/15 4.765 11,229        636,309 80,499  
    FT 30 Tate & Lyle 29.80 753.704   12/28/15 807.108 22,460        658,770 58,039  
    DJ Global Titans BHP 1,180.83 19.020   7/13/15 17.787 22,459        681,229 35,580  
6/15/15 Sell S&P 100 short Norfolk Southern 278.48 80.979 80.318 6/08/15 80.648 -22,459 22,367 -92 616,716  658,770 57,947 716,716
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Germany long Ströer Media 595.53 40.315   1/12/15 24.615 -14,659 24,009 9,350 626,066  644,111 81,955 726,066
  Buy S&P 100 Starbucks 436.00 46.330   7/06/15 49.123 20,200        664,311 61,755  
6/29/15 Sell SDAX long Patrizia Immobilien 1,080.87 22.015   1/26/15 14.950 -16,159 23,795 7,636 633,703  648,152 85,551 733,703
    MerVal Comercial del Plata 56,639.05 0.285   3/09/15 0.278 -15,723 16,136 413 634,116  632,429 101,687 734,116
7/06/15 Sell S&P 100 long Starbucks 436.00 49.123   6/15/15 46.330 -20,200 21,417 1,217 635,333  612,229 123,105 735,333
    Kospi 50 Amorepacific Group 156.58 157.893   12/08/14 82.934 -12,986 24,723 11,737 647,071  599,243 147,827 747,071
    DAX Merck (EMD) 184.30 90.640   11/17/14 76.670 -14,130 16,705 2,575 649,645  585,113 164,532 749,645
    HSI-C&I Tencent 879.98 17.093   4/13/15 20.815 -18,317 15,041 -3,276 646,370  566,796 179,574 746,370
  Buy S&P 100 short Norfolk Southern 294.34 78.643   7/13/15 78.579 23,148        589,944 156,426  
    CAC 40 ArcelorMittal 917.48 25.230   3/27/17 22.800 23,148        613,092 133,278  
    DAX RWE 1,203.12 19.240   7/13/15 20.205 23,148        636,240 110,130  
    HSI-C&I Sands China 6,841.23 3.384   5/09/16 3.084 23,148        659,388 86,982  
7/13/15 Sell S&P 100 short Norfolk Southern 294.34 78.579 78.708 7/06/15 78.643 -23,148 23,167 19 646,389  636,240 110,149 746,389
    HSI long China Life Ins HK 4,423.22 3.728   1/12/15 3.314 -14,659 16,492 1,833 648,221  621,581 126,640 748,221
    DAX short RWE 1,203.12 20.205 18.275 7/06/15 19.240 -23,148 21,987 -1,161 647,060  598,433 148,627 747,060
    DJ Global Titans BHP 1,180.83 17.787 20.338 6/08/15 19.020 -22,459 24,016 1,557 648,617  575,974 172,643 748,617
  Buy S&P 100 long Amazon.com 55.62 414.042   7/27/15 479.746 23,029        599,003 149,614  
    HSI short China Shenhua HK 12,400.93 1.857   4/18/16 1.521 23,031        622,034 126,583  
    DAX long Fresenius 375.95 61.260   7/27/15 61.200 23,031        645,065 103,552  
    DJ Global Titans Mitsubishi UFJ 3,666.54 6.281   7/27/15 6.435 23,031        668,096 80,521  
7/20/15 Sell DJTA long Avis Budget 489.57 38.916   9/24/12 12.419 -6,080 19,052 12,972 661,589  662,016 99,573 761,589
  Buy   short Avis Budget 553.22 38.916   8/03/15 39.514 21,529        683,544 78,044  
7/27/15 Sell S&P 100 long Amazon.com 55.62 479.746   7/13/15 414.042 -23,029 26,683 3,654 665,243  660,515 104,728 765,243
    DAX Fresenius 375.95 61.200   7/13/15 61.260 -23,031 23,008 -23 665,221  637,485 127,736 765,221
    BAX KUKA 242.65 74.330   12/29/14 59.270 -14,382 18,036 3,654 668,875  623,103 145,772 768,875
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 50.33 382.611   2/23/15 336.435 -16,933 19,257 2,324 671,199  606,170 165,029 771,199
    DJ Global Titans Mitsubishi UFJ 3,666.54 6.435   7/13/15 6.281 -23,031 23,595 564 671,762  583,139 188,623 771,762
  Buy S&P 100 short ConocoPhilips 525.88 45.655   3/07/16 37.595 24,009        607,148 164,614  
    DAX RWE 1,294.29 18.550   10/19/15 12.230 24,009        631,157 140,605  
    BAX Grammer 914.28 26.260   11/09/15 23.675 24,009        655,166 116,596  
    Indices RTX 22.79 1,053.370   6/06/16 1,104.740 24,006        679,173 92,590  
    DJ Global Titans ConocoPhilips 525.88 45.655   8/03/15 45.385 24,009        703,182 68,581  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,836.49 7.097   7/07/14 2.976 -11,417 27,227 15,810 687,573  691,765 95,808 787,573
    HSI-Fin China Life Ins HK 4,325.56 3.251   1/26/15 3.736 -16,159 14,060 -2,099 685,474  675,606 109,868 785,474
    DJTA short Avis Budget 553.22 39.514 38.317 7/20/15 38.916 -21,529 21,198 -331 685,143  654,077 131,066 785,143
    DJ Global Titans ConocoPhilips 525.88 45.385 45.927 7/27/15 45.655 -24,009 24,152 143 685,286  630,068 155,218 785,286
  Buy SSE 50 China Northern Rare 11,296.24 2.081   1/04/16 1.789 23,512        653,580 131,706  
    HSI-Fin ICBC 37,595.14 0.625   1/04/16 0.538 23,512        677,092 108,194  
    DJTA long JetBlue Airways 1,091.68 21.538   8/24/15 18.277 23,512        700,604 84,682  
    SMI UBS 1,114.20 21.102   8/17/15 20.081 23,512        724,116 61,170  
    SLI Vifor Pharma 221.45 106.171   8/24/15 107.513 23,512        747,627 37,658  
    DJ Global Titans Mitsubishi UFJ 3,625.15 6.486   8/24/15 5.389 23,512        771,139 14,146  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,210.86 7.120 12.080 6/08/15 9.274 -11,230 14,627 3,397 688,683  759,910 28,773 788,683
  Buy   long Kingspan Group 449.64 22.725   8/17/15 22.815 10,218        770,128 18,555  
      Ryanair Holdings 799.53 12.780   8/17/15 12.705 10,218        780,346 8,337  
8/17/15 Sell ASX 50 long James Hardie Ind 693.70 12.058   1/30/12 5.763 -3,998 8,365 4,367 693,050  776,348 16,702 793,050
    ISEQ 20 Kingspan Group 449.64 22.815   8/10/15 22.725 -10,218 10,259 40 693,090  766,130 26,960 793,090
      Ryanair Holdings 799.53 12.705   8/10/15 12.780 -10,218 10,158 -60 693,030  755,912 37,118 793,030
    OMXC 20 Pandora 204.32 107.440   11/24/14 67.207 -13,732 21,952 8,220 701,251  742,180 59,070 801,251
    SMI UBS 1,114.20 20.081   8/03/15 21.102 -23,512 22,374 -1,138 700,113  718,668 81,445 800,113
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Fujitsu 104.05 44.550   6/30/14 54.990 -5,722 4,635 -1,086 699,027  712,946 86,080 799,027
      MinebeaMitsumi 695.71 12.573   6/30/14 8.224 -5,722 8,747 3,026 702,052  707,225 94,827 802,052
  Buy ASX 50 short Santos 5,631.15 3.982   11/23/15 2.708 22,421        729,646 72,406  
    ISEQ 20 FBD Holdings 1,624.71 6.900   11/30/15 6.852 11,211        740,856 61,196  
    OMXC 20 GN Store Nord 180.09 124.500   10/05/15 126.375 22,421        763,278 38,775  
    Nikkei (FRA) Sharp 873.77 12.830   11/23/15 10.210 11,210        774,488 27,564  
      IHI 371.33 30.190   11/23/15 25.250 11,210        785,699 16,354  
8/24/15 Sell USA long Alexion 44.80 143.833   11/28/11 50.936 -2,282 6,444 4,162 706,214  783,417 22,798 806,214
    DJIA Visa 127.48 58.880   12/19/11 18.897 -2,409 7,506 5,097 711,311  781,008 30,304 811,311
    Nasdaq 100 Regeneron 37.39 434.608   10/10/11 49.346 -1,845 16,250 14,405 725,716  779,163 46,554 825,716
    Euro 50 ASML 53.21 74.790   1/09/12 32.400 -1,724 3,980 2,256 727,972  777,439 50,533 827,972
      AB InBev 36.30 91.280   1/09/12 47.495 -1,724 3,313 1,589 729,561  775,715 53,847 829,561
    HDAX Ströer Media 595.53 47.670   1/12/15 24.615 -14,659 28,389 13,730 743,291  761,056 82,236 843,291
    FTSE Ashtead 14.10 1,199.890   7/30/12 333.248 -4,699 16,918 12,220 755,511  756,357 99,154 855,511
    HSI-Prop CK Hutchison 455.94 10.950   7/28/14 13.730 -6,260 4,993 -1,267 754,243  750,097 104,147 854,243
      Sino Land 5,000.00 1.200   7/28/14 1.252 -6,260 6,000 -260 753,983  743,837 110,147 853,983
    Europe 50 Novartis 225.82 69.088   11/10/14 61.916 -13,982 15,601 1,620 755,603  729,855 125,748 855,603
    DJTA JetBlue Airways 1,091.68 18.277   8/03/15 21.538 -23,512 19,953 -3,559 752,044  706,343 145,701 852,044
    SLI Vifor Pharma 221.45 107.513   8/03/15 106.171 -23,512 23,809 297 752,341  682,831 169,510 852,341
    Nikkei (TYO) MinebeaMitsumi 1,355.68 10.589   10/27/14 10.477 -14,204 14,356 152 752,493  668,627 183,865 852,493
    DJ Global Titans Mitsubishi UFJ 3,625.15 5.389   8/03/15 6.486 -23,512 19,537 -3,975 748,517  645,115 203,402 848,517
    SP Global 100 Apple 644.87 22.212   11/03/14 21.898 -14,121 14,324 202 748,720  630,994 217,726 848,720
  Buy DJIA short Chevron 429.19 62.119   5/30/16 91.551 26,661        657,655 191,065  
    Nasdaq 100 Micron Technology 2,143.58 12.438   8/31/15 14.635 26,661        684,316 164,404  
    Euro 50 E.on 1,532.24 8.700   10/26/15 8.993 13,330        697,647 151,073  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Banco Santander 2,558.64 5.210   10/26/15 5.230 13,331        710,977 137,743  
    HDAX RWE 2,016.72 13.220   11/23/15 10.895 26,661        737,638 111,082  
    FTSE Glencore 142.28 187.390   5/09/16 167.806 26,662        764,300 84,420  
    HSI-Prop Hang Lung 6,935.02 1.922   6/06/16 1.737 13,331        777,630 71,089  
      The Wharf 7,619.17 1.750   6/06/16 1.945 13,331        790,961 57,759  
    DJCA Chevron 429.19 62.119   8/31/15 72.229 26,661        817,622 31,098  
    Europe 50 Rio Tinto 9.11 2,927.710   10/26/15 3,453.900 26,671        844,293 4,427  
    DJTA Norfolk Southern 414.15 64.376   8/31/15 69.482 26,661        870,954 -22,235  
    SLI Aryzta 2,844.54 9.373   1/09/17 8.993 26,661        897,615 -48,896  
    CAC Next 20 Casino Guichard 473.72 56.280   1/30/17 49.780 26,661        924,276 -75,556  
    Nikkei (TYO) IHI 1,029.72 25.892   8/08/16 25.014 26,661        950,937 -102,217  
    DJ Global Titans ConocoPhilips 721.02 36.977   3/21/16 37.886 26,661        977,598 -128,878  
    SP Global 100 RWE 2,016.72 13.220   9/12/16 14.645 26,661        1,004,259 -155,539  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,143.58 14.635 10.240 8/24/15 12.438 -26,661 21,951 -4,710 744,010  977,598 -133,588 844,010
    DJCA Chevron 429.19 72.229 52.009 8/24/15 62.119 -26,661 22,322 -4,339 739,671  950,937 -111,267 839,671
    DJTA Norfolk Southern 414.15 69.482 59.269 8/24/15 64.376 -26,661 24,546 -2,115 737,556  924,276 -86,720 837,556
  Buy Nasdaq 100 long Netflix 182.99 102.576   9/07/15 88.434 18,770        943,047 -105,491  
    DJCA JetBlue Airways 942.96 19.906   3/16/20 9.506 18,770        961,817 -124,261  
    DJUA short CenterPoint Energy 565.17 16.606   12/07/15 15.137 9,385        971,202 -133,646  
      FirstEnergy 329.27 28.503   12/07/15 29.960 9,385        980,587 -143,031  
    DJTA long JetBlue Airways 942.96 19.906   1/04/16 20.201 18,770        999,357 -161,801  
9/07/15 Sell Nasdaq 100 long Netflix 182.99 88.434   8/31/15 102.576 -18,770 16,183 -2,588 734,968  980,587 -145,618 834,968
    ATX Zumtobel 746.39 23.775   2/16/15 21.095 -15,745 17,745 2,000 736,969  964,842 -127,873 836,969
  Buy Nasdaq 100 short Micron Technology 1,176.64 15.066   10/19/15 16.912 17,727        982,569 -145,600  
    ATX Vienna Insurance 650.77 27.240   3/28/16 18.660 17,727        1,000,296 -163,327  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/14/15 Sell RTX short RusHydro 4,050.60 0.774 3.647 3/11/13 1.680 -6,805 14,771 7,966 744,934  993,490 -148,556 844,934
  Buy USA long JetBlue Airways 748.54 23.257   9/21/15 23.986 17,409        1,010,900 -165,965  
9/21/15 Sell   long JetBlue Airways 748.54 23.986   9/14/15 23.257 -17,409 17,954 545 745,479  993,490 -148,011 845,479
  Buy   short Wynn Resorts 293.13 59.482   10/05/15 57.973 17,436        1,010,926 -165,447  
    MIB Saipem 1,714.45 10.170   12/26/16 5.130 17,436        1,028,362 -182,883  
    RTX Mobile TeleSystems 2,750.16 6.340   9/28/15 6.096 17,436        1,045,798 -200,319  
9/28/15 Sell   short Mobile TeleSystems 2,750.16 6.096 6.594 9/21/15 6.340 -17,436 18,134 698 746,177  1,028,362 -182,185 846,177
    BEL 20 long bpost 696.15 21.000   1/19/15 22.860 -15,914 14,619 -1,295 744,882  1,012,448 -167,566 844,882
  Buy RTX Severstal 1,805.50 9.378   11/02/15 10.465 16,932        1,029,380 -184,498  
    BEL 20 short Solvay 189.16 89.510   3/28/16 85.670 16,932        1,046,312 -201,430  
10/05/15 Sell USA short Wynn Resorts 293.13 57.973 61.030 9/21/15 59.482 -17,436 17,890 454 745,336  1,028,876 -183,540 845,336
    OMXC 20 GN Store Nord 180.09 126.375 122.625 8/17/15 124.500 -22,421 22,084 -338 744,999  1,006,455 -161,456 844,999
  Buy USA long Netflix 171.92 99.392   12/14/15 109.790 17,088        1,023,542 -178,544  
    OMXC 20 Genmab 200.88 85.064   11/02/15 91.174 17,088        1,040,630 -195,631  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.87 208.474   4/02/18 330.481 16,234        1,056,864 -211,865  
    MerVal Pampa Energía 19,684.73 0.825   10/19/15 0.927 16,234        1,073,098 -228,099  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,176.64 16.912 13.219 9/07/15 15.066 -17,727 15,554 -2,173 742,826  1,055,371 -212,545 842,826
    DAX RWE 1,294.29 12.230 28.136 7/27/15 18.550 -24,009 36,416 12,407 755,233  1,031,362 -176,129 855,233
    MerVal long Pampa Energía 19,684.73 0.927   10/12/15 0.825 -16,234 18,238 2,004 757,237  1,015,128 -157,891 857,237
  Buy Nasdaq 100 Amazon.com 34.56 505.914   2/08/16 436.037 17,484        1,032,612 -175,375  
    DAX Fresenius 289.89 60.310   12/21/15 63.430 17,483        1,050,095 -192,859  
    MerVal short YPF 777.74 22.479   10/26/15 25.738 17,483        1,067,579 -210,342  
10/26/15 Sell Euro 50 short E.on 1,532.24 8.993 8.407 8/24/15 8.700 -13,330 12,882 -449 756,788  1,054,248 -197,460 856,788
      Banco Santander 2,558.64 5.230 5.190 8/24/15 5.210 -13,331 13,279 -51 756,737  1,040,918 -184,180 856,737
    OMXS 30 SSAB 2,193.26 3.388 7.737 6/08/15 5.120 -11,229 16,970 5,741 762,478  1,029,688 -167,210 862,478
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Telia Company 2,135.41 4.765 5.804 6/08/15 5.259 -11,229 12,393 1,164 763,641  1,018,459 -154,817 863,641
    Europe 50 Rio Tinto 9.11 3,453.900 2,401.510 8/24/15 2,927.710 -26,671 21,878 -4,794 758,848  991,787 -132,939 858,848
    MerVal YPF 777.74 25.738 19.221 10/19/15 22.479 -17,483 14,949 -2,534 756,313  974,304 -117,991 856,313
  Buy Euro 50 long Fresenius 143.87 64.150   1/11/16 59.420 9,229        983,533 -127,220  
      Inditex 274.59 33.610   1/11/16 29.430 9,229        992,762 -136,449  
    OMXS 30 Boliden 528.56 17.461   11/02/15 17.505 9,229        1,001,991 -145,678  
      Svenska Cellulosa B 1,770.82 5.212   11/02/15 5.468 9,229        1,011,220 -154,907  
    Europe 50 SAP 263.20 70.130   12/14/15 69.400 18,458        1,029,679 -173,365  
    MerVal Pampa Energía 16,061.61 1.149   3/07/16 0.728 18,458        1,048,137 -191,823  
11/02/15 Sell RTX long Severstal 1,805.50 10.465   9/28/15 9.378 -16,932 18,895 1,963 758,276  1,031,205 -172,929 858,276
    OMXC 20 Genmab 200.88 91.174   10/05/15 85.064 -17,088 18,315 1,227 759,503  1,014,117 -154,614 859,503
    OMXS 30 Boliden 528.56 17.505   10/26/15 17.461 -9,229 9,252 23 759,526  1,004,888 -145,361 859,526
      Svenska Cellulosa B 1,770.82 5.468   10/26/15 5.212 -9,229 9,682 453 759,979  995,659 -135,679 859,979
  Buy RTX short Mobile TeleSystems 2,910.63 6.221   4/25/16 7.952 18,107        1,013,766 -153,787  
    OMXS 30 SSAB 2,680.53 3.378   12/14/15 2.601 9,053        1,022,819 -162,840  
      SKF A 563.44 16.068   12/14/15 14.663 9,054        1,031,873 -171,894  
11/09/15 Sell BAX short Grammer 914.28 23.675 29.127 7/27/15 26.260 -24,009 26,630 2,621 762,601  1,007,864 -145,263 862,601
  Buy   long Adva 1,765.93 10.155   11/16/15 10.530 17,933        1,025,797 -163,196  
11/16/15 Sell MDAX long Ströer Media 607.99 61.450   2/02/15 25.790 -15,680 37,361 21,681 784,282  1,010,117 -125,835 884,282
    BSE Sensex 30 Hindustan Unilever 659.61 11.144   1/30/12 6.061 -3,998 7,350 3,352 787,634  1,006,119 -118,485 887,634
    Topix (FRA) short Toshiba 643.88 22.410 47.453 6/01/15 32.610 -20,997 30,554 9,557 797,191  985,122 -87,931 897,191
    BAX long Adva 1,765.93 10.530   11/09/15 10.155 -17,933 18,595 662 797,853  967,189 -69,336 897,853
  Buy MDAX short Leoni 596.37 34.730   5/30/16 29.880 20,712        987,901 -90,048  
    BSE Sensex 30 Bharat Heavy 12,259.97 1.689   6/13/16 1.058 20,712        1,008,613 -110,760  
    SMI LafargeHolcim 410.06 50.510   1/09/17 49.995 20,712        1,029,325 -131,472  
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 Ono Pharmaceutical 758.63 27.302   12/14/15 30.520 20,712        1,050,037 -152,184  
    BAX short Leoni 596.37 34.730   11/23/15 36.045 20,712        1,070,749 -172,896  
11/23/15 Sell France short Solocal 32.06 390.360 1,256.870 6/08/15 700.450 -22,456 40,295 17,839 815,692  1,048,293 -132,600 915,692
    ASX 50 Santos 5,631.15 2.708 5.854 8/17/15 3.982 -22,421 32,964 10,543 826,235  1,025,872 -99,637 926,235
    HDAX RWE 2,016.72 10.895 16.041 8/24/15 13.220 -26,661 32,351 5,690 831,924  999,210 -67,286 931,924
    PSI 20 Pharol 35,874.51 0.369 0.705 5/25/15 0.510 -18,296 25,288 6,992 838,916  980,914 -41,998 938,916
    Nikkei (FRA) Sharp 873.77 10.210 16.122 8/17/15 12.830 -11,210 14,087 2,877 841,793  969,704 -27,911 941,793
      IHI 371.33 25.250 36.097 8/17/15 30.190 -11,210 13,404 2,193 843,986  958,494 -14,507 943,986
    BAX Leoni 596.37 36.045 33.415 11/16/15 34.730 -20,712 19,928 -784 843,202  937,782 5,420 943,202
  Buy France long Ubisoft 884.72 26.805   1/11/16 24.260 23,715        961,497 -18,295  
    HDAX SMA Solar 496.39 47.775   1/18/16 41.200 23,715        985,212 -42,010  
    PSI 20 Altri 4,643.63 5.107   12/07/15 5.008 23,715        1,008,927 -65,725  
    OMXC 20 Genmab 209.13 113.399   2/08/16 88.896 23,715        1,032,642 -89,440  
    Nikkei (FRA) Yamaha 472.98 25.070   12/07/15 22.360 11,858        1,044,499 -101,297  
    BAX Adva 2,137.45 11.095   12/14/15 9.859 23,715        1,068,214 -125,012  
    GEX Hypoport 300.19 79.000   12/14/15 70.070 23,715        1,091,929 -148,727  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,624.71 6.852 6.948 8/17/15 6.900 -11,211 11,289 78 843,280  1,080,719 -137,438 943,280
    Nordic 30 Fortum 1,212.30 13.820 21.706 6/01/15 17.320 -20,997 26,315 5,318 848,598  1,059,722 -111,124 948,598
  Buy Germany long SMA Solar 443.32 47.225   1/11/16 49.315 20,936        1,080,658 -132,060  
    ASX 50 short Origin Energy 5,465.46 3.831   1/04/16 3.253 20,936        1,101,594 -152,996  
    ISEQ 20 long Flutter 87.20 120.050   12/07/15 122.000 10,468        1,112,062 -163,464  
      Dalata Hotel 2,032.62 5.150   12/07/15 5.130 10,468        1,122,530 -173,932  
    Nordic 30 Pandora 186.60 112.200   12/14/15 108.345 20,937        1,143,466 -194,868  
12/07/15 Sell ISEQ 20 long Flutter 87.20 122.000   11/30/15 120.050 -10,468 10,638 170 848,768  1,132,998 -184,230 948,768
      Dalata Hotel 2,032.62 5.130   11/30/15 5.150 -10,468 10,427 -41 848,727  1,122,530 -173,803 948,727
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Altri 4,643.63 5.008   11/23/15 5.107 -23,715 23,255 -460 848,268  1,098,815 -150,547 948,268
    DJUA short CenterPoint Energy 565.17 15.137 18.217 8/31/15 16.606 -9,385 10,296 911 849,178  1,089,430 -140,252 949,178
      FirstEnergy 329.27 29.960 27.045 8/31/15 28.503 -9,385 8,905 -480 848,698  1,080,045 -131,347 948,698
    Nikkei (FRA) long Yamaha 472.98 22.360   11/23/15 25.070 -11,858 10,576 -1,282 847,417  1,068,187 -120,771 947,417
    BSE Sensex 50 Eicher Motors 786.66 22.421   10/24/11 2.335 -1,837 17,638 15,801 863,217  1,066,350 -103,133 963,217
  Buy ISEQ 20 short FBD Holdings 1,576.39 6.820   1/04/16 6.603 10,751        1,077,101 -113,884  
    PSI 20 Pharol 76,248.23 0.282   4/25/16 0.141 21,502        1,098,603 -135,386  
    DJUA long NiSource 608.94 17.655   3/16/20 18.760 10,751        1,109,354 -146,137  
      American Water 199.57 53.870   3/16/20 106.441 10,751        1,120,105 -156,888  
    Nikkei (FRA) short OKI Electric 936.50 11.480   3/07/16 12.000 10,751        1,130,856 -167,639  
      Sharp 1,131.68 9.500   3/07/16 13.180 10,751        1,141,607 -178,390  
    BSE Sensex 50 ONGC 10,428.25 2.062   12/21/15 2.125 21,502        1,163,109 -199,892  
12/14/15 Sell USA long Netflix 171.92 109.790   10/05/15 99.392 -17,088 18,875 1,788 865,005  1,146,022 -181,017 965,005
    OMXS 30 short SSAB 2,680.53 2.601 4.386 11/02/15 3.378 -9,053 11,755 2,702 867,707  1,136,968 -169,261 967,707
      SKF A 563.44 14.663 17.608 11/02/15 16.068 -9,054 9,921 867 868,574  1,127,915 -159,340 968,574
    Europe 50 long SAP 263.20 69.400   10/26/15 70.130 -18,458 18,266 -192 868,382  1,109,456 -141,074 968,382
    Nordic 30 Pandora 186.60 108.345   11/30/15 112.200 -20,937 20,217 -719 867,663  1,088,520 -120,857 967,663
    Topix (FRA) Ono Pharmaceutical 758.63 30.520   11/16/15 27.302 -20,712 23,153 2,441 870,104  1,067,808 -97,704 970,104
    BAX Adva 2,137.45 9.859   11/23/15 11.095 -23,715 21,073 -2,642 867,462  1,044,093 -76,631 967,462
    GEX Hypoport 300.19 70.070   11/23/15 79.000 -23,715 21,034 -2,681 864,781  1,020,378 -55,596 964,781
  Buy OMXS 30 Securitas 848.24 13.398   12/21/15 13.632 11,364        1,031,742 -66,961  
      Swedish Match 3,665.97 3.100   12/21/15 3.142 11,365        1,043,107 -78,325  
    Europe 50 short Rio Tinto 8.93 2,545.100   12/28/15 2,721.790 22,728        1,065,834 -101,053  
    Nordic 30 Møller-Mærsk B 18.54 1,226.160   4/25/16 1,254.850 22,733        1,088,567 -123,786  
    Topix (FRA) Toshiba 1,046.45 21.720   12/21/15 19.300 22,729        1,111,296 -146,515  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Leoni 683.89 33.235   7/04/16 24.990 22,729        1,134,025 -169,244  
    GEX Manz 559.00 40.660   5/09/16 36.225 22,729        1,156,754 -191,973  
12/21/15 Sell DAX long Fresenius 289.89 63.430   10/19/15 60.310 -17,483 18,388 904 865,686  1,139,271 -173,585 965,686
    OBX 25 short DNO International 17,628.73 0.607 2.673 6/08/15 1.274 -22,459 47,115 24,656 890,341  1,116,812 -126,471 990,341
    OMXS 30 long Securitas 848.24 13.632   12/14/15 13.398 -11,364 11,563 198 890,540  1,105,448 -114,908 990,540
      Swedish Match 3,665.97 3.142   12/14/15 3.100 -11,365 11,519 155 890,694  1,094,083 -103,389 990,694
    Topix (FRA) short Toshiba 1,046.45 19.300 24.443 12/14/15 21.720 -22,729 25,579 2,850 893,544  1,071,354 -77,810 993,544
    BSE Sensex 50 ONGC 10,428.25 2.125 1.999 12/07/15 2.062 -21,502 20,846 -656 892,888  1,049,852 -56,964 992,888
  Buy DAX RWE 2,053.36 11.395   12/28/15 11.660 23,398        1,073,250 -80,362  
    OBX 25 long Bakkafrost 890.23 26.283   12/28/15 26.311 23,398        1,096,648 -103,760  
    OMXS 30 short SSAB 5,390.50 2.170   12/28/15 2.409 11,699        1,108,347 -115,459  
      SKF A 801.23 14.601   12/28/15 15.095 11,699        1,120,046 -127,158  
    Topix (FRA) long Ono Pharmaceutical 731.55 31.984   1/04/16 32.298 23,398        1,143,444 -150,556  
    CAC Mid 60 Sartorius Stedim 406.39 57.575   12/28/15 57.183 23,398        1,166,842 -173,954  
    BSE Sensex 50 Bajaj Finance 2,882.20 8.118   1/04/16 8.393 23,398        1,190,240 -197,352  
12/28/15 Sell DAX short RWE 2,053.36 11.660 11.130 12/21/15 11.395 -23,398 22,854 -544 892,344  1,166,842 -174,498 992,344
    OBX 25 long Bakkafrost 890.23 26.311   12/21/15 26.283 -23,398 23,423 25 892,369  1,143,444 -151,075 992,369
    OMXS 30 short SSAB 5,390.50 2.409 1.932 12/21/15 2.170 -11,699 10,412 -1,287 891,082  1,131,745 -140,663 991,082
      SKF A 801.23 15.095 14.108 12/21/15 14.601 -11,699 11,304 -395 890,686  1,120,046 -129,360 990,686
    Europe 50 Rio Tinto 8.93 2,721.790 2,368.420 12/14/15 2,545.100 -22,728 21,150 -1,578 889,109  1,097,318 -108,210 989,108
    FT 30 Tate & Lyle 29.80 807.108 700.300 6/08/15 753.704 -22,460 20,869 -1,591 887,517  1,074,858 -87,341 987,517
    CAC Mid 60 long Sartorius Stedim 406.39 57.183   12/21/15 57.575 -23,398 23,239 -159 887,358  1,051,460 -64,102 987,358
  Buy USA Energy Recovery 3,565.51 6.473   1/11/16 5.700 23,081        1,074,541 -87,183  
    DAX Adidas 259.08 89.090   3/07/16 96.970 23,081        1,097,622 -110,264  
    OBX 25 short Seadrill 25.27 913.471   5/09/16 892.833 23,083        1,120,706 -133,348  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 long Securitas 831.75 13.875   1/04/16 13.705 11,541        1,132,246 -144,888  
      Swedish Match 3,603.03 3.203   1/04/16 3.169 11,541        1,143,787 -156,429  
    Europe 50 SAP 316.79 72.860   1/04/16 70.580 23,081        1,166,868 -179,510  
    FT 30 ITV 61.87 373.033   1/11/16 356.368 23,080        1,189,948 -202,590  
1/04/16 Sell SSE 50 short China Northern Rare 11,296.24 1.789 2.422 8/03/15 2.081 -23,512 27,361 3,849 891,207  1,166,436 -175,229 991,207
    ASX 50 Origin Energy 5,465.46 3.253 4.511 11/30/15 3.831 -20,936 24,652 3,716 894,922  1,145,500 -150,577 994,922
    HSI-Fin ICBC 37,595.14 0.538 0.727 8/03/15 0.625 -23,512 27,313 3,801 898,723  1,121,988 -123,264 998,723
    ISEQ 20 FBD Holdings 1,576.39 6.603 7.044 12/07/15 6.820 -10,751 11,104 353 899,077  1,111,237 -112,160 999,077
    OMXH 25 Outokumpu 3,535.24 2.584 10.606 5/11/15 5.235 -18,507 37,494 18,987 918,063  1,092,730 -74,666 1,018,063
    OMXS 30 long Securitas 831.75 13.705   12/28/15 13.875 -11,541 11,399 -141 917,922  1,081,189 -63,267 1,017,922
      Swedish Match 3,603.03 3.169   12/28/15 3.203 -11,541 11,419 -121 917,801  1,069,649 -51,848 1,017,801
    Europe 50 SAP 316.79 70.580   12/28/15 72.860 -23,081 22,359 -722 917,078  1,046,567 -29,489 1,017,078
    DJTA JetBlue Airways 942.96 20.201   8/31/15 19.906 -18,770 19,049 279 917,357  1,027,797 -10,440 1,017,357
    Topix (FRA) Ono Pharmaceutical 731.55 32.298   12/21/15 31.984 -23,398 23,628 230 917,587  1,004,399 13,188 1,017,587
    BSE Sensex 50 Bajaj Finance 2,882.20 8.393   12/21/15 8.118 -23,398 24,191 793 918,380  981,001 37,379 1,018,380
  Buy SSE 50 Shanghai Pudong 10,495.07 2.515   1/11/16 2.391 26,393        1,007,394 10,986  
    HSI-Fin Hang Seng Bank 1,549.48 17.034   1/11/16 16.023 26,393        1,033,787 -15,408  
    ISEQ 20 Flutter 106.98 123.350   1/18/16 119.900 13,196        1,046,983 -28,604  
      Dalata Hotel 2,452.88 5.380   1/18/16 4.930 13,196        1,060,180 -41,800  
    OMXH 25 Elisa 782.01 33.750   1/11/16 34.422 26,393        1,086,573 -68,193  
    OMXS 30 short SSAB 5,410.84 2.439   4/04/16 3.262 13,197        1,099,769 -81,389  
      SKF A 907.47 14.542   4/04/16 15.448 13,197        1,112,966 -94,586  
    Europe 50 Rio Tinto 10.21 2,585.270   1/25/16 2,112.660 26,396        1,139,361 -120,982  
    DJTA Ryder System 502.39 52.534   2/22/16 53.012 26,393        1,165,754 -147,374  
    Topix (FRA) Toshiba 1,328.95 19.860   8/15/16 25.260 26,393        1,192,147 -173,767  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Larsen & Toubro 2,274.14 11.606   3/07/16 10.779 26,393        1,218,540 -200,160  
1/11/16 Sell USA long Energy Recovery 3,565.51 5.700   12/28/15 6.473 -23,081 20,324 -2,756 915,623  1,195,459 -179,836 1,015,623
    Euro 50 Fresenius 143.87 59.420   10/26/15 64.150 -9,229 8,549 -681 914,943  1,186,230 -171,287 1,014,943
      Inditex 274.59 29.430   10/26/15 33.610 -9,229 8,081 -1,148 913,795  1,177,001 -163,206 1,013,795
    France Ubisoft 884.72 24.260   11/23/15 26.805 -23,715 21,463 -2,252 911,544  1,153,286 -141,742 1,011,544
    Germany SMA Solar 443.32 49.315   11/30/15 47.225 -20,936 21,862 927 912,470  1,132,350 -119,880 1,012,470
    SSE 50 Shanghai Pudong 10,495.07 2.391   1/04/16 2.515 -26,393 25,092 -1,301 911,169  1,105,957 -94,789 1,011,169
    HSI-Fin Hang Seng Bank 1,549.48 16.023   1/04/16 17.034 -26,393 24,828 -1,565 909,603  1,079,564 -69,961 1,009,603
    OMXH 25 Elisa 782.01 34.422   1/04/16 33.750 -26,393 26,918 526 910,129  1,053,171 -43,043 1,010,129
    FT 30 ITV 61.87 356.368   12/28/15 373.033 -23,080 22,048 -1,031 909,098  1,030,092 -20,994 1,009,098
    Topix (TYO) Subaru 718.81 33.663   6/11/12 6.048 -4,347 24,197 19,850 928,948  1,025,745 3,203 1,028,948
  Buy Euro 50 short Volkswagen 110.22 117.050   1/25/16 110.750 12,901        1,038,646 -9,698  
      Banco Santander 3,162.13 4.080   1/25/16 3.860 12,901        1,051,547 -22,600  
    France Vallourec 97.86 263.680   4/18/16 148.800 25,804        1,077,351 -48,403  
    SSE 50 Haitong Secs 14,674.14 1.758   6/13/16 1.997 25,803        1,103,154 -74,206  
    ASX 50 Origin Energy 9,425.06 2.738   2/29/16 2.906 25,803        1,128,957 -100,009  
    HSI-Fin China Life Ins HK 10,166.27 2.538   6/06/16 1.986 25,803        1,154,760 -125,812  
    OMXH 25 Outokumpu 10,421.24 2.476   4/25/16 3.996 25,803        1,180,563 -151,615  
    FT 30 Tesco 104.58 246.739   1/25/16 258.955 25,804        1,206,367 -177,419  
    Topix (TYO) Toshiba 1,434.71 17.985   10/31/16 33.076 25,803        1,232,170 -203,222  
1/18/16 Sell HDAX long SMA Solar 496.39 41.200   11/23/15 47.775 -23,715 20,451 -3,264 925,684  1,208,455 -182,771 1,025,684
    ISEQ 20 Flutter 106.98 119.900   1/04/16 123.350 -13,196 12,827 -369 925,315  1,195,259 -169,944 1,025,315
      Dalata Hotel 2,452.88 4.930   1/04/16 5.380 -13,196 12,093 -1,104 924,211  1,182,063 -157,851 1,024,211
    QIX Freenet 414.55 28.325   1/23/12 10.515 -4,359 11,742 7,383 931,594  1,177,704 -146,109 1,031,594
  Buy HDAX short Aixtron 6,708.18 3.300   3/14/16 3.331 22,137        1,199,841 -168,246  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 FBD Holdings 1,718.71 6.440   5/30/16 6.529 11,068        1,210,909 -179,315  
    QIX BMW 283.44 78.100   2/08/16 69.300 22,137        1,233,046 -201,451  
1/25/16 Sell Euro 50 short Volkswagen 110.22 110.750 123.708 1/11/16 117.050 -12,901 13,635 734 932,328  1,220,145 -187,816 1,032,328
      Banco Santander 3,162.13 3.860 4.313 1/11/16 4.080 -12,901 13,637 735 933,063  1,207,243 -174,180 1,033,063
    Europe 50 Rio Tinto 10.21 2,112.660 3,163.610 1/04/16 2,585.270 -26,396 32,300 5,905 938,968  1,180,847 -141,879 1,038,968
    FT 30 Tesco 104.58 258.955 234.523 1/11/16 246.739 -25,804 24,526 -1,278 937,691  1,155,043 -117,353 1,037,691
  Buy Euro 50 long SAP 158.28 72.680   4/04/16 70.040 11,504        1,166,547 -128,857  
      Vinci 186.66 61.630   4/04/16 65.450 11,504        1,178,051 -140,360  
    Europe 50 SAP 316.57 72.680   3/28/16 70.840 23,008        1,201,059 -163,369  
    FT 30 National Grid 18.52 1,242.520   2/01/16 1,311.560 23,011        1,224,071 -186,380  
2/01/16 Sell   long National Grid 18.52 1,311.560   1/25/16 1,242.520 -23,011 24,290 1,279 938,969  1,201,059 -162,090 1,038,969
  Buy   short NatWest 66.41 330.109   4/18/16 299.798 21,923        1,222,982 -184,013  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.56 436.037   10/19/15 505.914 -17,484 15,069 -2,415 936,554  1,205,498 -168,943 1,036,554
    OMXC 20 Genmab 209.13 88.896   11/23/15 113.399 -23,715 18,591 -5,124 931,430  1,181,782 -150,352 1,031,430
    QIX short BMW 283.44 69.300 88.018 1/18/16 78.100 -22,137 24,948 2,811 934,241  1,159,646 -125,405 1,034,241
  Buy Nasdaq 100 Micron Technology 2,500.77 9.085   3/21/16 10.259 22,720        1,182,366 -148,125  
    QIX long Rational 56.08 405.150   4/11/16 463.700 22,721        1,205,087 -170,846  
2/22/16 Sell DJTA short Ryder System 502.39 53.012 52.057 1/04/16 52.534 -26,393 26,153 -240 934,001  1,178,694 -144,693 1,034,001
    NZX 50 long Tourism 16,825.70 1.542   7/28/14 0.744 -12,520 25,940 13,420 947,421  1,166,174 -118,753 1,047,421
  Buy OMXC 20 Vestas Wind Systems 1,922.33 12.077   2/29/16 12.460 23,216        1,189,390 -141,969  
    DJTA Delta Air Lines 524.95 44.225   3/07/16 43.943 23,216        1,212,606 -165,185  
    NZX 50 short ANZ Banking NZ 1,517.79 15.296   2/29/16 14.670 23,216        1,235,822 -188,400  
2/29/16 Sell ASX 50 short Origin Energy 9,425.06 2.906 2.569 1/11/16 2.738 -25,803 24,216 -1,587 945,834  1,210,019 -164,185 1,045,834
    OMXC 20 long Vestas Wind Systems 1,922.33 12.460   2/22/16 12.077 -23,216 23,952 736 946,570  1,186,803 -140,233 1,046,570
    NZX 50 short ANZ Banking NZ 1,517.79 14.670 15.949 2/22/16 15.296 -23,216 24,207 991 947,561  1,163,587 -116,026 1,047,561
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ASX 50 long Newcrest Mining 2,028.59 11.480   11/05/18 13.103 23,288        1,186,875 -139,314  
    NZX 50 a2 Milk 21,846.15 1.066   5/22/17 2.174 23,288        1,210,163 -162,602  
3/07/16 Sell S&P 100 short ConocoPhilips 525.88 37.595 55.443 7/27/15 45.655 -24,009 29,156 5,147 952,708  1,186,154 -133,446 1,052,708
    DAX long Adidas 259.08 96.970   12/28/15 89.090 -23,081 25,123 2,042 954,749  1,163,072 -108,323 1,054,749
    MerVal Pampa Energía 16,061.61 0.728   10/26/15 1.149 -18,458 11,693 -6,765 947,984  1,144,614 -96,630 1,047,984
    DJTA Delta Air Lines 524.95 43.943   2/22/16 44.225 -23,216 23,068 -148 947,836  1,121,398 -73,562 1,047,836
    Nikkei (FRA) short OKI Electric 936.50 12.000 10.960 12/07/15 11.480 -10,751 10,264 -487 947,349  1,110,647 -63,298 1,047,349
      Sharp 1,131.68 13.180 5.820 12/07/15 9.500 -10,751 6,586 -4,165 943,185  1,099,896 -56,712 1,043,185
    BSE Sensex 50 Larsen & Toubro 2,274.14 10.779 12.496 1/04/16 11.606 -26,393 28,419 2,026 945,210  1,073,503 -28,293 1,045,210
  Buy USA long Energy Recovery 3,266.60 7.782   10/29/18 6.189 25,422        1,098,925 -53,715  
    S&P 100 Facebook 264.78 96.013   3/28/16 101.554 25,422        1,124,348 -79,137  
    DAX short Deutsche Bank 1,433.03 17.740   4/25/16 16.080 25,422        1,149,770 -104,559  
    MerVal YPF 1,537.49 16.535   4/11/16 14.912 25,422        1,175,192 -129,981  
    DJTA Avis Budget 994.48 25.563   3/14/16 24.329 25,422        1,200,613 -155,403  
    Nikkei (FRA) long Nippon Suisan 2,997.17 4.241   3/14/16 4.289 12,711        1,213,324 -168,114  
      Yamaha 486.99 26.101   3/14/16 27.038 12,711        1,226,035 -180,825  
    BSE Sensex 50 Bajaj Finance 2,963.18 8.579   12/10/18 29.076 25,422        1,251,457 -206,247  
3/14/16 Sell HDAX short Aixtron 6,708.18 3.331 3.269 1/18/16 3.300 -22,137 21,929 -208 945,002  1,229,320 -184,318 1,045,002
    DJTA Avis Budget 994.48 24.329 26.860 3/07/16 25.563 -25,422 26,711 1,290 946,292  1,203,899 -157,607 1,046,292
    Nikkei (FRA) long Nippon Suisan 2,997.17 4.289   3/07/16 4.241 -12,711 12,855 144 946,436  1,191,188 -144,752 1,046,436
      Yamaha 486.99 27.038   3/07/16 26.101 -12,711 13,167 456 946,892  1,178,477 -131,585 1,046,892
  Buy HDAX SMA Solar 526.02 43.500   4/11/16 45.160 22,882        1,201,358 -154,467  
    DJTA Alaska Air Group 318.38 71.870   10/29/18 53.552 22,882        1,224,240 -177,348  
    Nikkei (FRA) short Toshiba 689.63 16.590   7/18/16 25.800 11,441        1,235,681 -188,789  
      IHI 629.32 18.180   7/18/16 25.860 11,441        1,247,122 -200,230  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/16 Sell Nasdaq 100 short Micron Technology 2,500.77 10.259 7.912 2/08/16 9.085 -22,720 19,785 -2,935 943,957  1,224,402 -180,446 1,043,957
    TSX 60 Cenovus Energy 1,193.54 12.064 19.931 5/11/15 15.506 -18,507 23,788 5,281 949,238  1,205,895 -156,658 1,049,238
    DJ Global Titans ConocoPhilips 721.02 37.886 36.068 8/24/15 36.977 -26,661 26,005 -656 948,582  1,179,234 -130,652 1,048,582
  Buy Nasdaq 100 long NVidia 760.58 30.172   10/29/18 162.956 22,948        1,202,182 -153,600  
    TSX 60 Barrick Gold 1,758.67 13.049   6/27/16 19.168 22,948        1,225,130 -176,548  
    DJ Global Titans McDonald´s 208.31 110.161   3/28/16 110.022 22,948        1,248,078 -199,496  
3/28/16 Sell S&P 100 long Facebook 264.78 101.554   3/07/16 96.013 -25,422 26,889 1,467 950,049  1,222,656 -172,606 1,050,049
    ATX short Vienna Insurance 650.77 18.660 39.765 9/07/15 27.240 -17,727 25,878 8,151 958,200  1,204,929 -146,728 1,058,200
    BEL 20 Solvay 189.16 85.670 93.522 9/28/15 89.510 -16,932 17,691 759 958,959  1,187,997 -129,038 1,058,959
    Europe 50 long SAP 316.57 70.840   1/25/16 72.680 -23,008 22,426 -582 958,377  1,164,989 -106,612 1,058,377
    DJ Global Titans McDonald´s 208.31 110.022   3/21/16 110.161 -22,948 22,919 -29 958,348  1,142,041 -83,693 1,058,348
  Buy S&P 100 short Devon Energy 1,055.64 23.082   4/25/16 30.124 24,366        1,166,407 -108,059  
    ATX long Flughafen Wien 1,000.76 24.348   5/16/16 25.113 24,366        1,190,773 -132,425  
    BEL 20 Bekaert 696.17 35.000   4/25/16 37.780 24,366        1,215,139 -156,791  
    Europe 50 short Credit Suisse 1,904.04 12.797   4/18/16 13.328 24,366        1,239,505 -181,157  
    DJ Global Titans Mitsubishi UFJ 5,860.31 4.158   4/11/16 3.840 24,366        1,263,871 -205,523  
4/04/16 Sell Euro 50 long SAP 158.28 70.040   1/25/16 72.680 -11,504 11,086 -418 957,930  1,252,367 -194,437 1,057,930
      Vinci 186.66 65.450   1/25/16 61.630 -11,504 12,217 713 958,643  1,240,863 -182,220 1,058,643
    OMXS 30 short SSAB 5,410.84 3.262 1.615 1/04/16 2.439 -13,197 8,741 -4,456 954,187  1,227,667 -173,480 1,054,187
      SKF A 907.47 15.448 13.637 1/04/16 14.542 -13,197 12,375 -822 953,365  1,214,470 -161,105 1,053,365
  Buy Euro 50 Deutsche Bank 753.58 14.800   5/16/16 14.680 11,153        1,225,623 -172,258  
      Unicredit 737.97 15.113   5/16/16 14.382 11,153        1,236,776 -183,411  
    OMXC 20 long Genmab 179.43 124.315   4/11/16 126.502 22,306        1,259,082 -205,717  
    OMXS 30 Securitas 769.33 14.497   4/11/16 14.803 11,153        1,270,235 -216,870  
      Fingerprint Cards 1,063.28 10.489   4/11/16 10.913 11,153        1,281,388 -228,023  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/11/16 Sell HDAX long SMA Solar 526.02 45.160   3/14/16 43.500 -22,882 23,755 873 954,239  1,258,506 -204,267 1,054,239
    OMXC 20 Genmab 179.43 126.502   4/04/16 124.315 -22,306 22,698 392 954,631  1,236,200 -181,569 1,054,631
    OMXS 30 Securitas 769.33 14.803   4/04/16 14.497 -11,153 11,388 235 954,866  1,225,047 -170,181 1,054,866
      Fingerprint Cards 1,063.28 10.913   4/04/16 10.489 -11,153 11,604 451 955,317  1,213,894 -158,577 1,055,317
    MerVal short YPF 1,537.49 14.912 18.335 3/07/16 16.535 -25,422 28,189 2,767 958,084  1,188,472 -130,388 1,058,084
    QIX long Rational 56.08 463.700   2/08/16 405.150 -22,721 26,004 3,283 961,368  1,165,752 -104,384 1,061,368
    DJ Global Titans short Mitsubishi UFJ 5,860.31 3.840 4.501 3/28/16 4.158 -24,366 26,380 2,014 963,382  1,141,386 -78,004 1,063,382
  Buy HDAX Deutsche Bank 1,759.57 14.000   7/25/16 13.160 24,634        1,166,020 -102,638  
    OMXC 20 Nordea Bank (DK) 2,973.90 8.283   4/25/16 8.632 24,634        1,190,654 -127,272  
    OMXS 30 Nordea Bank 1,481.39 8.315   4/18/16 8.483 12,317        1,202,971 -139,589  
      S.E.B 1,453.99 8.471   4/18/16 8.777 12,317        1,215,288 -151,906  
    MerVal long Gr Fin Galicia 10,811.50 2.279   6/20/16 2.681 24,634        1,239,922 -176,540  
    QIX short Daimler 407.17 60.500   7/04/16 54.240 24,634        1,264,555 -201,174  
    DJ Global Titans long McDonald´s 220.29 111.826   5/09/16 114.955 24,634        1,289,190 -225,808  
4/18/16 Sell France short Vallourec 97.86 148.800 467.252 1/11/16 263.680 -25,804 45,725 19,922 983,303  1,263,386 -180,083 1,083,303
    HSI China Shenhua HK 12,400.93 1.521 2.268 7/13/15 1.857 -23,031 28,128 5,097 988,400  1,240,355 -151,955 1,088,400
    OMXS 30 Nordea Bank 1,481.39 8.483 8.147 4/11/16 8.315 -12,317 12,068 -249 988,151  1,228,038 -139,887 1,088,151
      S.E.B 1,453.99 8.777 8.166 4/11/16 8.471 -12,317 11,873 -444 987,707  1,215,721 -128,014 1,087,707
    Europe 50 Credit Suisse 1,904.04 13.328 12.266 3/28/16 12.797 -24,366 23,354 -1,012 986,695  1,191,355 -104,659 1,086,695
    FT 30 NatWest 66.41 299.798 363.484 2/01/16 330.109 -21,923 24,139 2,216 988,912  1,169,432 -80,520 1,088,912
  Buy France long Ubisoft 930.91 27.080   6/13/16 32.460 25,209        1,194,641 -105,730  
    HSI AAC Technologies 3,822.73 6.595   11/21/16 8.782 25,209        1,219,850 -130,939  
    OMXS 30 Securitas 874.28 14.417   6/13/16 13.140 12,604        1,232,455 -143,543  
      Fingerprint Cards 1,018.97 12.370   6/13/16 9.568 12,605        1,245,059 -156,148  
    Europe 50 BAT 4.67 5,403.310   4/25/16 5,349.570 25,233        1,270,293 -181,381  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 BAT 4.67 5,403.310   4/25/16 5,349.570 25,233        1,295,526 -206,614  
4/25/16 Sell S&P 100 short Devon Energy 1,055.64 30.124 16.039 3/28/16 23.082 -24,366 16,932 -7,434 981,477  1,271,160 -189,683 1,081,477
    DAX Deutsche Bank 1,433.03 16.080 19.571 3/07/16 17.740 -25,422 28,046 2,624 984,102  1,245,738 -161,636 1,084,102
    TecDAX Aixtron 3,043.04 4.108 11.590 6/01/15 6.900 -20,997 35,268 14,271 998,372  1,224,741 -126,369 1,098,372
    IBEX 35 Obrascón Huarte Lain 966.93 5.840 62.729 5/11/15 19.140 -18,507 60,655 42,148 1,040,520  1,206,234 -65,714 1,140,520
    RTX Mobile TeleSystems 2,910.63 7.952 4.490 11/02/15 6.221 -18,107 13,069 -5,038 1,035,482  1,188,127 -52,645 1,135,482
    BEL 20 long Bekaert 696.17 37.780   3/28/16 35.000 -24,366 26,301 1,935 1,037,417  1,163,761 -26,344 1,137,417
    OMXH 25 short Outokumpu 10,421.24 3.996 0.956 1/11/16 2.476 -25,803 9,963 -15,840 1,021,577  1,137,958 -16,381 1,121,577
    PSI 20 Pharol 76,248.23 0.141 0.564 12/07/15 0.282 -21,502 43,004 21,502 1,043,079  1,116,456 26,623 1,143,079
    OMXC 20 Nordea Bank (DK) 2,973.90 8.632 7.935 4/11/16 8.283 -24,634 23,597 -1,037 1,042,042  1,091,822 50,220 1,142,042
    Europe 50 long BAT 4.67 5,349.570   4/18/16 5,403.310 -25,233 24,982 -251 1,041,791  1,066,589 75,202 1,141,791
    Nordic 30 short Møller-Mærsk B 18.54 1,254.850 1,197.470 12/14/15 1,226.160 -22,733 22,201 -532 1,041,259  1,043,856 97,403 1,141,259
    FT 30 long BAT 4.67 5,349.570   4/18/16 5,403.310 -25,233 24,982 -251 1,041,008  1,018,622 122,386 1,141,008
  Buy S&P 100 McDonald´s 279.18 113.132   5/09/16 114.955 31,584        1,050,207 90,801  
    Germany Verbio 3,769.87 8.378   6/27/16 5.220 31,584        1,081,791 59,217  
    DAX Adidas 292.85 107.850   5/09/16 114.300 31,584        1,113,374 27,634