Tue, Aug 3rd, 2021, 23:33UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
 ⇓ 
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
    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  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        185,796 -6,581  
    GEX 4SC 75.74 61.593   5/07/12 48.084 4,665        190,461 -11,246  
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  187,401 -3,058 184,344
    PSI 20 long Jerónimo Martins 354.05 12.970   2/06/12 12.840 -4,546 4,592 46 84,390  182,855 1,534 184,390
  Buy TSX 60 Constellation Soft 65.74 70.699   4/16/12 66.838 4,648        187,503 -3,114  
    PSI 20 short Pharol 1,106.67 4.200   2/27/12 3.989 4,648        192,151 -7,762  
    SLI long Sonova 54.50 85.291   4/23/12 82.016 4,648        196,800 -12,410  
2/27/12 Sell PSI 20 short Pharol 1,106.67 3.989 4.422 2/20/12 4.200 -4,648 4,894 246 84,635  192,152 -7,516 184,635
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Gr Fin Galicia 7,664.81 0.596 0.591 2/06/12 0.593 -4,546 4,527 -19 84,616  187,606 -2,989 184,616
    Topix (FRA) long Fast Retailing 29.83 148.473   1/23/12 146.118 -4,359 4,429 70 84,687  183,247 1,440 184,687
  Buy PSI 20 Jerónimo Martins 342.89 13.570   3/12/12 14.360 4,653        187,900 -3,213  
    Topix (FRA) short Mazda Motor 728.17 6.390   3/05/12 6.150 4,653        192,553 -7,866  
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 84,850  190,762 -5,912 184,850
    Topix (FRA) Mazda Motor 728.17 6.150 6.639 2/27/12 6.390 -4,653 4,835 182 85,032  186,109 -1,077 185,032
  Buy MerVal Aluar 9,581.16 0.480   3/12/12 0.513 4,598        190,707 -5,675  
    NZX 50 long a2 Milk 19,776.34 0.233   5/21/12 0.267 4,598        195,305 -10,273  
    Topix (FRA) Isuzu Motors 547.25 8.402   3/19/12 8.620 4,598        199,903 -14,871  
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 87,924  197,113 -9,189 187,924
    PSI 20 long Jerónimo Martins 342.89 14.360   2/27/12 13.570 -4,653 4,924 271 88,195  192,460 -4,265 188,195
    MerVal short Aluar 9,581.16 0.513 0.447 3/05/12 0.480 -4,598 4,283 -315 87,880  187,862 18 187,880
    CAC Next 20 Natixis 856.88 2.721 3.896 7/11/11 3.256 -2,790 3,339 549 88,428  185,072 3,356 188,428
  Buy BEL 20 long Galapagos 382.30 12.540   5/14/12 10.990 4,794        189,866 -1,438  
    PSI 20 short Pharol 1,217.06 3.939   3/26/12 4.022 4,794        194,660 -6,232  
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 88,203  190,301 -2,098 188,203
    Topix (FRA) Isuzu Motors 547.25 8.620   3/05/12 8.402 -4,598 4,717 119 88,322  185,703 2,619 188,322
  Buy SSE 50 short Anhui Conch Cement 2,441.31 1.955   4/09/12 2.031 4,773        190,476 -2,154  
    Topix (FRA) Mazda Motor 738.85 6.460   8/13/12 4.800 4,773        195,249 -6,927  
3/26/12 Sell ATX short Flughafen Wien 294.34 7.050 9.772 7/18/11 8.300 -2,443 2,876 433 88,755  192,806 -4,051 188,755
    PSI 20 Pharol 1,217.06 4.022 3.856 3/12/12 3.939 -4,794 4,693 -101 88,654  188,012 642 188,654
  Buy ATX long Österreichische Post 187.78 25.200   4/09/12 25.800 4,732        192,744 -4,090  
    PSI 20 Jerónimo Martins 317.58 14.900   4/02/12 15.420 4,732        197,476 -8,822  
4/02/12 Sell   long Jerónimo Martins 317.58 15.420   3/26/12 14.900 -4,732 4,897 165 88,819  192,744 -3,925 188,819
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,058  188,421 18,637 207,058
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Banco Comercial 8,566.66 0.659   8/20/12 0.452 5,642        194,063 12,995  
    Athex LC long EYDAP 1,417.59 3.980   4/16/12 4.030 5,642        199,705 7,353  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,441.31 2.031 1.880 3/19/12 1.955 -4,773 4,588 -185 106,874  194,932 11,942 206,874
    ATX long Österreichische Post 187.78 25.800   3/26/12 25.200 -4,732 4,845 113 106,987  190,200 16,787 206,987
    CAC 40 Airbus 166.95 29.725   2/06/12 27.230 -4,546 4,963 417 107,403  185,654 21,749 207,403
    AEX Vopak 68.77 44.780   1/02/12 41.095 -2,826 3,080 253 107,657  182,828 24,829 207,657
    OMXH 25 Nokian Tyres 138.43 36.040   2/13/12 33.700 -4,665 4,989 324 107,980  178,163 29,818 207,980
  Buy SSE 50 China Northern Rare 2,058.24 2.888   6/04/12 3.823 5,944        184,107 23,874  
    ATX short Zumtobel 606.28 9.804   4/16/12 9.950 5,944        190,051 17,930  
    AEX ArcelorMittal 153.47 38.730   9/03/12 35.565 5,944        195,995 11,986  
    OMXH 25 Outokumpu 511.53 11.620   8/20/12 6.980 5,944        201,939 6,042  
4/16/12 Sell ATX short Zumtobel 606.28 9.950 9.658 4/09/12 9.804 -5,944 5,855 -89 107,892  195,995 11,897 207,892
    TSX 60 long Constellation Soft 65.74 66.838   2/20/12 70.699 -4,648 4,394 -254 107,638  191,347 16,291 207,638
    Athex LC EYDAP 1,417.59 4.030   4/02/12 3.980 -5,642 5,713 71 107,709  185,705 22,004 207,709
  Buy ATX Österreichische Post 214.86 26.725   5/21/12 27.000 5,742        191,447 16,262  
    TSX 60 short BlackBerry 568.20 10.106   8/20/12 5.638 5,742        197,189 10,520  
    Athex LC Public Power 3,704.52 1.550   9/03/12 1.330 5,742        202,931 4,778  
4/23/12 Sell France long Hermes International 17.19 251.250   1/23/12 253.600 -4,359 4,319 -40 107,669  198,572 9,097 207,669
    SLI Sonova 54.50 82.016   2/20/12 85.291 -4,648 4,470 -179 107,490  193,923 13,567 207,490
  Buy France short Solocal 3.74 1,476.830   8/13/12 1,038.280 5,523        199,447 8,043  
    MerVal YPF 411.37 13.433   8/27/12 14.446 5,526        204,973 2,517  
    SLI Lonza 160.16 34.504   11/26/12 36.099 5,526        210,499 -3,009  
    GCX REC Silicon 1,588.52 3.479   2/11/13 1.027 5,526        216,025 -8,535  
4/30/12 Sell SP Global 100 short Carrefour 126.99 15.175 26.570 8/01/11 20.080 -2,550 3,374 824 108,314  213,475 -5,160 208,314
  Buy   long Apple 322.65 15.738   10/20/14 19.487 5,078        218,553 -10,238  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/07/12 Sell Nordic 30 long Equinor 125.01 19.757   11/28/11 18.255 -2,282 2,470 188 108,502  216,271 -7,769 208,502
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 108,887  211,606 -2,719 208,887
    GEX 4SC 75.74 48.084   2/13/12 61.593 -4,665 3,642 -1,023 107,864  206,941 923 207,864
  Buy Nordic 30 short Nokia 2,174.58 2.400   8/13/12 2.220 5,219        212,160 -4,296  
    Topix (TYO) Sony 445.32 11.720   6/11/12 10.270 5,219        217,379 -9,515  
5/14/12 Sell Germany long Encavis 870.07 2.970   1/02/12 3.248 -2,826 2,584 -242 107,622  214,553 -6,931 207,622
    MDAX short Ceconomy 218.92 7.298 12.656 8/08/11 9.611 -2,104 2,771 667 108,289  212,449 -4,160 208,289
    HSI-Fin long AIA 1,601.25 2.577   1/16/12 2.624 -4,202 4,127 -75 108,213  208,247 -33 208,213
    BEL 20 Galapagos 382.30 10.990   3/12/12 12.540 -4,794 4,201 -593 107,621  203,453 4,168 207,621
    OMXC 20 Tryg 265.42 8.768   11/28/11 8.598 -2,282 2,327 45 107,666  201,171 6,495 207,666
    OBX 25 Equinor 218.12 19.745   1/16/12 19.264 -4,202 4,307 105 107,771  196,969 10,802 207,771
    OMXS 30 Getinge 61.21 19.967   11/28/11 18.641 -1,141 1,222 81 107,852  195,828 12,024 207,852
      Lundin 61.07 15.471   11/28/11 18.684 -1,141 945 -196 107,656  194,687 12,969 207,656
    FT 30 Tate & Lyle 2.98 858.422   12/19/11 808.105 -2,408 2,558 150 107,806  192,279 15,527 207,806
    Nikkei (FRA) Aozora Bank 80.67 18.670   1/09/12 21.370 -1,724 1,506 -218 107,588  190,555 17,033 207,588
      Nitto Boseki 132.87 12.260   1/09/12 12.975 -1,724 1,629 -95 107,493  188,831 18,662 207,493
    CAC Mid 60 Innate Pharma 2,549.12 1.650   1/23/12 1.710 -4,359 4,206 -153 107,340  184,472 22,868 207,340
  Buy Germany short SolarWorld 24.33 236.550   9/10/12 182.550 5,755        190,227 17,113  
    MDAX long Dürr 525.76 10.946   5/21/12 10.445 5,755        195,982 11,358  
    HSI-Fin short HK Exchgs & Clrg 506.79 11.356   9/17/12 11.718 5,755        201,737 5,603  
    BEL 20 Bekaert 251.86 22.850   6/25/12 18.225 5,755        207,492 -152  
    OMXC 20 Vestas Wind Systems 5,078.54 1.133   5/28/12 1.008 5,755        213,247 -5,907  
    OBX 25 REC Silicon 1,662.57 3.462   9/03/12 2.359 5,755        219,002 -11,662  
    OMXS 30 ABB 221.92 12.967   7/23/12 14.168 2,878        221,880 -14,539  
      Nokia 1,230.54 2.338   7/23/12 1.752 2,877        224,757 -17,417  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 55.73 103.259   8/06/12 106.958 5,755        230,512 -23,172  
    Nikkei (FRA) Nippon Sheet Glass 318.31 9.040   1/07/13 9.100 2,878        233,389 -26,049  
      Sharp 74.49 38.630   1/07/13 23.550 2,878        236,267 -28,927  
    CAC Mid 60 Vallourec 4.16 1,382.400   9/10/12 1,453.800 5,751        242,018 -34,677  
5/21/12 Sell HSI long Lenovo 4,816.12 0.656   12/26/11 0.538 -2,593 3,158 565 107,906  239,425 -31,519 207,906
    Kospi 50 Samsung Electronics 284.05 16.200   1/23/12 15.346 -4,359 4,602 243 108,148  235,066 -26,917 208,148
    ATX Österreichische Post 214.86 27.000   4/16/12 26.725 -5,742 5,801 59 108,207  229,324 -21,116 208,207
    MDAX Dürr 525.76 10.445   5/14/12 10.946 -5,755 5,492 -263 107,944  223,569 -15,625 207,944
    TecDAX Dialog Semiconductor 271.48 15.475   2/06/12 16.745 -4,546 4,201 -345 107,599  219,023 -11,423 207,599
    SDAX Encavis 1,323.40 2.951   1/30/12 3.021 -3,998 3,905 -93 107,507  215,025 -7,518 207,507
    HSI-C&I Sands China 1,636.04 2.614   1/16/12 2.568 -4,202 4,277 75 107,581  210,823 -3,241 207,581
    ISEQ 20 Flutter 31.33 50.010   1/02/12 45.100 -1,413 1,567 154 107,735  209,410 -1,674 207,735
      Ryanair Holdings 373.81 4.040   1/02/12 3.780 -1,413 1,510 97 107,832  207,997 -164 207,832
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,537  204,937 5,600 210,537
    NZX 50 long a2 Milk 19,776.34 0.267   3/05/12 0.233 -4,598 5,272 674 111,211  200,339 10,872 211,211
    Indices ISEQ-Overall 1.40 3,087.810   1/16/12 3,005.690 -4,208 4,323 115 111,326  196,131 15,195 211,326
    DJ Global Titans Apple 360.79 15.695   2/06/12 12.600 -4,546 5,663 1,117 112,442  191,585 20,858 212,442
  Buy HSI short China Unicom 4,906.20 1.189   8/20/12 1.370 5,832        197,417 15,026  
    Kospi 50 SK Holdings 103.63 56.279   7/23/12 68.528 5,832        203,249 9,194  
    ATX Zumtobel 591.60 9.858   6/25/12 8.050 5,832        209,081 3,362  
    MDAX Ströer Media 734.23 7.943   5/28/12 8.000 5,832        214,913 -2,470  
    TecDAX SMA Solar 221.62 26.315   12/22/14 14.800 5,832        220,745 -8,302  
    SDAX Klöckner 744.45 7.834   10/29/12 7.058 5,832        226,577 -14,134  
    HSI-C&I Citic Pacific 4,923.18 1.185   9/17/12 0.959 5,832        232,409 -19,966  
    ISEQ 20 Bank of Ireland 1,117.24 2.610   8/27/12 2.490 2,916        235,325 -22,882  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 525.41 5.550   8/27/12 6.550 2,916        238,241 -25,798  
    SMI long Richemont 121.40 48.039   5/28/12 48.077 5,832        244,073 -31,630  
    NZX 50 short Katmandu 6,115.13 0.954   7/30/12 0.992 5,832        249,905 -37,462  
    Indices Athex Large Cap 2.88 2,028.100   9/10/12 2,671.700 5,841        255,746 -43,303  
    Nikkei (TYO) Nippon Sheet Glass 684.58 8.519   7/02/12 8.411 5,832        261,578 -49,135  
    DJ Global Titans Telefónica 594.13 9.816   5/28/12 9.440 5,832        267,410 -54,967  
5/28/12 Sell MDAX short Ströer Media 734.23 8.000 7.886 5/21/12 7.943 -5,832 5,790 -42 112,401  261,578 -49,177 212,401
    OMXC 20 Vestas Wind Systems 5,078.54 1.008 1.274 5/14/12 1.133 -5,755 6,470 715 113,116  255,823 -42,707 213,116
    SMI long Richemont 121.40 48.077   5/21/12 48.039 -5,832 5,837 5 113,120  249,991 -36,871 213,120
    DJ Global Titans short Telefónica 594.13 9.440 10.207 5/21/12 9.816 -5,832 6,064 232 113,353  244,159 -30,806 213,353
  Buy MDAX long Rhön-Klinikum 207.46 21.995   6/04/12 22.100 4,563        248,722 -35,369  
    OMXC 20 GN Store Nord 66.96 68.150   6/04/12 67.500 4,563        253,285 -39,933  
    SMI short Credit Suisse 290.00 15.734   6/04/12 15.300 4,563        257,848 -44,496  
    CAC Next 20 Natixis 2,380.28 1.917   6/18/12 1.984 4,563        262,411 -49,059  
    DJ Global Titans long Apple 279.81 16.307   10/22/12 17.386 4,563        266,974 -53,622  
6/04/12 Sell SSE 50 long China Northern Rare 2,058.24 3.823   4/09/12 2.888 -5,944 7,869 1,925 115,278  261,030 -45,753 215,278
    DAX Merck (EMD) 65.65 36.500   12/19/11 36.695 -2,409 2,396 -13 115,265  258,621 -43,356 215,265
    MDAX Rhön-Klinikum 207.46 22.100   5/28/12 21.995 -4,563 4,585 22 115,287  254,058 -38,771 215,287
    FTSE Next 0.73 3,698.710   11/28/11 3,105.900 -2,267 2,700 433 115,719  251,791 -36,071 215,719
    OMXC 20 GN Store Nord 66.96 67.500   5/28/12 68.150 -4,563 4,520 -44 115,676  247,227 -31,552 215,676
    SMI short Credit Suisse 290.00 15.300 16.181 5/28/12 15.734 -4,563 4,692 129 115,805  242,664 -26,859 215,805
  Buy SSE 50 China Unicom 9,333.99 0.506   12/10/12 0.413 4,723        247,387 -31,582  
    DAX thyssenkrupp 372.77 12.670   7/16/12 14.565 4,723        252,110 -36,305  
    MDAX Ströer Media 563.94 8.375   6/18/12 8.546 4,723        256,833 -41,028  
    FTSE Aviva 14.13 334.157   7/30/12 382.206 4,722        261,555 -45,750  
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 5,411.32 0.873   6/18/12 0.791 4,723        266,278 -50,473  
    SMI long Swiss Re 107.97 43.744   6/11/12 46.079 4,723        271,001 -55,196  
6/11/12 Sell   long Swiss Re 107.97 46.079   6/04/12 43.744 -4,723 4,975 252 116,057  266,278 -50,221 216,057
    Topix (TYO) short Sony 445.32 10.270 13.374 5/07/12 11.720 -5,219 5,956 737 116,794  261,059 -44,265 216,794
  Buy SMI Credit Suisse 268.29 16.076   6/18/12 14.519 4,313        265,372 -48,578  
    Topix (TYO) long Subaru 713.19 6.048   1/11/16 33.663 4,313        269,685 -52,891  
6/18/12 Sell MDAX short Ströer Media 563.94 8.546 8.204 6/04/12 8.375 -4,723 4,627 -96 116,698  264,962 -48,264 216,698
    OMXC 20 Vestas Wind Systems 5,411.32 0.791 0.963 6/04/12 0.873 -4,723 5,213 490 117,188  260,239 -43,051 217,188
    SMI Credit Suisse 268.29 14.519 17.799 6/11/12 16.076 -4,313 4,775 462 117,650  255,926 -38,276 217,650
    CAC Next 20 Natixis 2,380.28 1.984 1.850 5/28/12 1.917 -4,563 4,404 -159 117,491  251,363 -33,872 217,491
    BAX long Wirecard 319.79 14.995   1/16/12 13.140 -4,202 4,795 593 118,084  247,161 -29,077 218,084
  Buy MDAX Dürr 417.50 11.318   6/25/12 11.594 4,725        251,886 -33,802  
    OMXC 20 GN Store Nord 64.51 73.250   6/25/12 71.650 4,725        256,612 -38,527  
    SMI Swiss Re 101.35 46.620   11/19/12 54.864 4,725        261,336 -43,252  
6/25/12 Sell ATX short Zumtobel 591.60 8.050 12.072 5/21/12 9.858 -5,832 7,142 1,310 119,394  255,504 -36,110 219,394
    MDAX long Dürr 417.50 11.594   6/18/12 11.318 -4,725 4,840 115 119,509  250,779 -31,270 219,509
    RTX short Mobile TeleSystems 206.98 13.400 11.240 8/01/11 12.320 -2,550 2,326 -224 119,286  248,229 -28,944 219,286
    BEL 20 Bekaert 251.86 18.225 28.649 5/14/12 22.850 -5,755 7,215 1,460 120,746  242,474 -21,728 220,746
    OMXC 20 long GN Store Nord 64.51 71.650   6/18/12 73.250 -4,725 4,622 -103 120,643  237,749 -17,106 220,643
    DJTA Kirby 45.18 36.163   12/05/11 48.011 -2,169 1,634 -535 120,108  235,580 -15,472 220,108
  Buy ATX Österreichische Post 197.57 25.890   7/29/13 31.600 5,115        240,695 -20,587  
    MDAX short Ströer Media 636.11 8.041   7/02/12 8.090 5,115        245,810 -25,702  
    RTX long Magnit 240.71 21.250   7/02/12 22.430 5,115        250,925 -30,817  
    BEL 20 Galapagos 417.55 12.250   10/22/12 16.900 5,115        256,040 -35,932  
    OMXC 20 short Vestas Wind Systems 6,303.14 0.812   7/16/12 0.678 5,115        261,155 -41,047  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Ryder System 187.20 27.323   7/02/12 27.880 5,115        266,270 -46,162  
7/02/12 Sell MDAX short Ströer Media 636.11 8.090 7.992 6/25/12 8.041 -5,115 5,084 -31 120,077  261,155 -41,079 220,077
    RTX long Magnit 240.71 22.430   6/25/12 21.250 -5,115 5,399 284 120,361  256,040 -35,679 220,361
    DJTA short Ryder System 187.20 27.880 26.767 6/25/12 27.323 -5,115 5,011 -104 120,256  250,925 -30,669 220,256
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 121,128  247,874 -26,746 221,128
    Nikkei (TYO) Nippon Sheet Glass 684.58 8.411 8.629 5/21/12 8.519 -5,832 5,907 75 121,203  242,042 -20,839 221,203
  Buy MDAX long Dürr 401.85 12.465   7/23/12 13.345 5,009        247,051 -25,848  
    RTX short RusHydro 2,467.49 2.030   7/09/12 2.080 5,009        252,060 -30,857  
    DJTA long Delta Air Lines 570.49 8.780   9/17/12 7.031 5,009        257,069 -35,866  
    STI ThaiBev 23,605.09 0.212   6/10/13 0.382 5,009        262,078 -40,875  
    Nikkei (TYO) OKI Electric 392.41 12.765   7/16/12 12.784 5,009        267,087 -45,884  
7/09/12 Sell RTX short RusHydro 2,467.49 2.080 1.980 7/02/12 2.030 -5,009 4,886 -123 121,080  262,078 -40,998 221,080
  Buy   long Magnit 208.04 21.640   7/16/12 22.510 4,502        266,580 -45,500  
7/16/12 Sell DAX short thyssenkrupp 372.77 14.565 10.775 6/04/12 12.670 -4,723 4,017 -706 120,373  261,857 -41,484 220,373
    RTX long Magnit 208.04 22.510   7/09/12 21.640 -4,502 4,683 181 120,554  257,355 -36,801 220,554
    OMXC 20 short Vestas Wind Systems 6,303.14 0.678 0.971 6/25/12 0.812 -5,115 6,120 1,005 121,559  252,240 -30,681 221,559
    Nikkei (TYO) long OKI Electric 392.41 12.784   7/02/12 12.765 -5,009 5,016 7 121,566  247,231 -25,665 221,566
  Buy DAX Continental 68.55 71.440   8/11/14 159.700 4,897        252,128 -30,562  
    RTX short RusHydro 2,299.06 2.130   9/03/12 2.010 4,897        257,025 -35,459  
    OMXC 20 long Genmab 578.24 8.469   6/24/13 22.604 4,897        261,922 -40,356  
    Nikkei (TYO) short Nippon Sheet Glass 641.90 7.629   11/19/12 7.143 4,897        266,819 -45,253  
7/23/12 Sell Kospi 50 short SK Holdings 103.63 68.528 44.029 5/21/12 56.279 -5,832 4,563 -1,269 120,297  260,987 -40,690 220,297
    MDAX long Dürr 401.85 13.345   7/02/12 12.465 -5,009 5,363 354 120,650  255,978 -35,328 220,650
    OMXS 30 short ABB 221.92 14.168 11.765 5/14/12 12.967 -2,878 2,611 -267 120,384  253,100 -32,717 220,384
      Nokia 1,230.54 1.752 3.121 5/14/12 2.338 -2,877 3,841 963 121,347  250,223 -28,876 221,347
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Kospi 50 long Amorepacific Group 183.86 26.166   10/20/14 87.497 4,811        255,034 -33,687  
    MDAX short Ströer Media 606.91 7.927   8/06/12 7.080 4,811        259,845 -38,498  
    OMXS 30 long Electrolux 135.74 17.722   6/24/13 19.030 2,406        262,250 -40,903  
      Swedbank 174.45 13.789   6/24/13 16.871 2,405        264,656 -43,309  
7/30/12 Sell FTSE short Aviva 14.13 382.206 286.108 6/04/12 334.157 -4,722 4,043 -679 120,668  259,934 -39,266 220,668
    NZX 50 Katmandu 6,115.13 0.992 0.916 5/21/12 0.954 -5,832 5,600 -232 120,436  254,102 -33,666 220,436
  Buy FTSE long Ashtead 14.01 333.248   8/24/15 1,199.890 4,669        258,771 -38,335  
8/06/12 Sell MDAX short Ströer Media 606.91 7.080 8.875 7/23/12 7.927 -4,811 5,387 576 121,011  253,960 -32,949 221,011
    FT 30 Man Group 55.73 106.958 99.561 5/14/12 103.259 -5,755 5,549 -206 120,805  248,205 -27,400 220,805
  Buy MDAX long Dürr 349.41 13.838   10/29/12 14.790 4,835        253,040 -32,235  
    FT 30 Ferguson 1.58 3,068.570   6/24/13 3,452.810 4,848        257,889 -37,084  
8/13/12 Sell France short Solocal 3.74 1,038.280 2,100.620 4/23/12 1,476.830 -5,523 7,856 2,333 123,138  252,365 -29,227 223,138
    Nordic 30 Nokia 2,174.58 2.220 2.595 5/07/12 2.400 -5,219 5,642 423 123,561  247,146 -23,585 223,561
    Topix (FRA) Mazda Motor 738.85 4.800 8.694 3/19/12 6.460 -4,773 6,424 1,651 125,212  242,373 -17,161 225,212
  Buy France long Eurofins Scientific 502.27 10.355   4/22/13 15.325 5,201        247,574 -22,362  
    Nordic 30 Pandora 464.70 11.192   6/03/13 26.264 5,201        252,775 -27,563  
    Topix (FRA) Softbank 322.26 16.139   9/03/12 15.996 5,201        257,976 -32,764  
8/20/12 Sell HSI short China Unicom 4,906.20 1.370 1.008 5/21/12 1.189 -5,832 4,945 -887 124,325  252,144 -27,819 224,325
    IBEX 35 Sacyr 1,407.66 1.284 8.553 2/13/12 3.314 -4,665 12,040 7,375 131,700  247,479 -15,779 231,700
    OMXH 25 Outokumpu 511.53 6.980 19.345 4/09/12 11.620 -5,944 9,895 3,951 135,652  241,535 -5,884 235,652
    TSX 60 BlackBerry 568.20 5.638 18.115 4/16/12 10.106 -5,742 10,293 4,551 140,202  235,793 4,409 240,202
    PSI 20 Banco Comercial 8,566.66 0.452 0.960 4/02/12 0.659 -5,642 8,221 2,579 142,781  230,151 12,630 242,781
  Buy HSI long Galaxy Entertainment 2,714.36 2.352   4/22/13 3.135 6,385        236,536 6,245  
    IBEX 35 Grifols 568.06 11.240   11/05/12 13.025 6,385        242,921 -140  
    OMXH 25 Huhtamäki 537.01 11.890   10/22/12 12.450 6,385        249,306 -6,525  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Couche-Tard 955.12 6.685   4/22/13 7.405 6,385        255,691 -12,910  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,117.24 2.490 2.736 5/21/12 2.610 -2,916 3,057 141 142,922  252,775 -9,854 242,922
      Smurfit Kappa 525.41 6.550 4.550 5/21/12 5.550 -2,916 2,391 -525 142,396  249,859 -7,463 242,396
    MerVal YPF 411.37 14.446 12.421 4/23/12 13.433 -5,526 5,109 -417 141,980  244,333 -2,354 241,980
  Buy ISEQ 20 long Kerry Group 79.70 37.580   6/17/13 42.250 2,995        247,329 -5,349  
      Smurfit Kappa 457.25 6.550   6/17/13 12.270 2,995        250,324 -8,344  
9/03/12 Sell S&P 100 long Biogen 38.17 116.954   1/09/12 90.342 -3,448 4,464 1,016 142,995  246,875 -3,880 242,995
    AEX short ArcelorMittal 153.47 35.565 42.177 4/09/12 38.730 -5,944 6,473 529 143,524  240,931 2,593 243,524
    RTX RusHydro 2,299.06 2.010 2.257 7/16/12 2.130 -4,897 5,189 292 143,817  236,034 7,783 243,817
    OBX 25 REC Silicon 1,662.57 2.359 5.080 5/14/12 3.462 -5,755 8,445 2,690 146,507  230,279 16,228 246,507
    Athex LC Public Power 3,704.52 1.330 1.806 4/16/12 1.550 -5,742 6,692 950 147,457  224,537 22,920 247,457
    Topix (FRA) long Softbank 322.26 15.996   8/13/12 16.139 -5,201 5,155 -46 147,411  219,336 28,075 247,411
  Buy S&P 100 short HP 509.74 13.511   9/17/12 13.872 6,887        226,223 21,188  
    RTX long Magnit 284.35 24.220   9/17/12 27.650 6,887        233,110 14,301  
    OBX 25 Grieg Seafood 5,021.88 1.371   1/07/13 1.707 6,887        239,997 7,414  
    Athex LC Alpha Bank 102.79 67.000   3/25/13 37.850 6,887        246,884 527  
    MerVal short Pampa Energía 40,969.66 0.168   9/10/12 0.164 6,887        253,771 -6,360  
    Topix (FRA) Kansai Electric Pwr 1,207.82 5.702   3/11/13 6.145 6,887        260,658 -13,247  
9/10/12 Sell Germany short SolarWorld 24.33 182.550 306.524 5/14/12 236.550 -5,755 7,458 1,702 149,113  254,903 -5,790 249,113
    MerVal Pampa Energía 40,969.66 0.164 0.172 9/03/12 0.168 -6,887 7,059 172 149,286  248,016 1,270 249,286
    CAC Mid 60 Vallourec 4.16 1,453.800 1,311.000 5/14/12 1,382.400 -5,751 5,454 -297 148,988  242,265 6,723 248,988
    Indices Athex Large Cap 2.88 2,671.700 1,384.500 5/21/12 2,028.100 -5,841 3,987 -1,854 147,135  236,424 10,711 247,135
  Buy Germany long ADLER Real Estate 5,462.71 1.180   6/24/13 2.050 6,446        242,870 4,265  
    CAC Mid 60 Eurofins Scientific 586.00 11.000   4/22/13 15.325 6,446        249,316 -2,181  
    Indices OMXC 20 97.07 66.404   6/17/13 70.001 6,446        255,762 -8,627  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/17/12 Sell S&P 100 short HP 509.74 13.872 13.150 9/03/12 13.511 -6,887 6,703 -184 146,951  248,875 -1,924 246,951
    RTX long Magnit 284.35 27.650   9/03/12 24.220 -6,887 7,862 975 147,926  241,988 5,938 247,926
    HSI-Fin short HK Exchgs & Clrg 506.79 11.718 10.994 5/14/12 11.356 -5,755 5,572 -184 147,743  236,233 11,510 247,743
    HSI-C&I Citic Pacific 4,923.18 0.959 1.464 5/21/12 1.185 -5,832 7,206 1,374 149,117  230,401 18,716 249,117
    DJTA long Delta Air Lines 570.49 7.031   7/02/12 8.780 -5,009 4,011 -998 148,119  225,392 22,727 248,119
  Buy S&P 100 Gilead Sciences 270.16 25.063   10/13/14 79.611 6,771        232,163 15,956  
    CAC 40 Credit Agricole 1,131.52 5.984   9/24/12 5.714 6,771        238,934 9,185  
    RTX short RusHydro 3,239.71 2.090   2/04/13 1.770 6,771        245,705 2,414  
    HSI-Fin long Bank of China (HK) 2,836.85 2.387   5/13/13 2.748 6,771        252,476 -4,357  
    HSI-C&I Galaxy Entertainment 2,785.27 2.431   4/08/13 3.018 6,771        259,247 -11,128  
    DJTA short Expeditors Wash 230.98 29.314   9/24/12 28.398 6,771        266,018 -17,899  
9/24/12 Sell CAC 40 long Credit Agricole 1,131.52 5.714   9/17/12 5.984 -6,771 6,466 -306 147,813  259,247 -11,433 247,813
    DJTA short Expeditors Wash 230.98 28.398 30.259 9/17/12 29.314 -6,771 6,989 218 148,032  252,476 -4,444 248,032
  Buy   long Avis Budget 490.29 12.419   7/20/15 38.916 6,089        258,565 -10,533  
10/01/12 Buy CAC Next 20 short Hermes International 28.08 211.450   12/10/12 235.500 5,938        264,503 -16,471  
10/15/12 Buy AEX short KPN 1,596.53 3.626   2/02/15 2.756 5,789        270,292 -22,260  
    MerVal Pampa Energía 38,388.59 0.151   10/22/12 0.141 5,789        276,081 -28,049  
10/22/12 Sell BEL 20 long Galapagos 417.55 16.900   6/25/12 12.250 -5,115 7,057 1,942 149,973  270,966 -20,992 249,973
    OMXH 25 Huhtamäki 537.01 12.450   8/20/12 11.890 -6,385 6,686 301 150,274  264,580 -14,306 250,274
    MerVal short Pampa Energía 38,388.59 0.141 0.161 10/15/12 0.151 -5,789 6,196 407 150,681  258,791 -8,110 250,681
    DJ Global Titans long Apple 279.81 17.386   5/28/12 16.307 -4,563 4,865 302 150,983  254,229 -3,246 250,983
  Buy BEL 20 short Bekaert 286.98 21.580   11/12/12 21.290 6,193        260,422 -9,439  
    OMXH 25 Outokumpu 957.19 6.470   11/05/12 6.200 6,193        266,615 -15,632  
    DJ Global Titans Telefónica 589.81 10.500   10/29/12 10.070 6,193        272,808 -21,825  
10/29/12 Sell MDAX long Dürr 349.41 14.790   8/06/12 13.838 -4,835 5,168 333 151,316  267,973 -16,657 251,316
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX short Klöckner 744.45 7.058 8.695 5/21/12 7.834 -5,832 6,473 641 151,957  262,141 -10,184 251,957
    DJ Global Titans Telefónica 589.81 10.070 10.948 10/22/12 10.500 -6,193 6,457 264 152,221  255,948 -3,726 252,221
  Buy MDAX Ströer Media 936.95 6.630   1/14/13 6.901 6,212        262,160 -9,938  
    SDAX long ADLER Real Estate 3,931.65 1.580   11/26/12 1.285 6,212        268,372 -16,150  
    MerVal short Pampa Energía 42,900.55 0.145   12/24/12 0.147 6,212        274,584 -22,362  
    BAX long KUKA 265.75 23.375   6/24/13 31.820 6,212        280,796 -28,574  
    DJ Global Titans Bank of America 862.35 7.204   12/16/13 11.075 6,212        287,008 -34,786  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,609  284,470 -20,861 263,609
    IBEX 35 long Grifols 568.06 13.025   8/20/12 11.240 -6,385 7,399 1,014 164,623  278,085 -13,462 264,623
    OMXH 25 short Outokumpu 957.19 6.200 6.752 10/22/12 6.470 -6,193 6,463 270 164,892  271,892 -6,999 264,892
  Buy MIB long Azimut 692.93 9.304   8/04/14 18.460 6,447        278,339 -13,446  
    OMXH 25 Konecranes 255.33 25.250   11/12/12 24.380 6,447        284,786 -19,893  
11/12/12 Sell BEL 20 short Bekaert 286.98 21.290 21.874 10/22/12 21.580 -6,193 6,277 84 164,977  278,593 -13,616 264,977
    OMXH 25 long Konecranes 255.33 24.380   11/05/12 25.250 -6,447 6,225 -222 164,755  272,145 -7,391 264,755
  Buy BEL 20 Galapagos 380.48 16.910   6/24/13 14.210 6,434        278,579 -13,825  
    OMXH 25 short Outokumpu 1,002.18 6.420   12/31/12 7.400 6,434        285,013 -20,259  
11/19/12 Sell SMI long Swiss Re 101.35 54.864   6/18/12 46.620 -4,725 5,560 836 165,590  280,288 -14,698 265,590
    Nikkei (TYO) short Nippon Sheet Glass 641.90 7.143 8.148 7/16/12 7.629 -4,897 5,230 333 165,923  275,391 -9,468 265,923
  Buy PSI 20 Impresa 22,106.90 0.290   12/17/12 0.300 6,411        281,802 -15,879  
    SMI Julius Bär 245.44 26.121   12/17/12 27.324 6,411        288,214 -22,290  
    Nikkei (TYO) long Subaru 784.15 8.176   10/07/13 20.003 6,411        294,624 -28,701  
11/26/12 Sell SDAX long ADLER Real Estate 3,931.65 1.285   10/29/12 1.580 -6,212 5,052 -1,160 164,763  288,412 -23,649 264,763
    SLI short Lonza 160.16 36.099 32.909 4/23/12 34.504 -5,526 5,271 -255 164,508  282,886 -18,378 264,508
  Buy SDAX Deutz 1,893.23 3.250   12/10/12 3.138 6,153        289,039 -24,531  
    SLI long Swiss Life 59.04 104.219   6/24/13 120.698 6,153        295,192 -30,684  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/10/12 Sell SSE 50 short China Unicom 9,333.99 0.413 0.620 6/04/12 0.506 -4,723 5,782 1,059 165,567  290,469 -24,902 265,567
    SDAX Deutz 1,893.23 3.138 3.366 11/26/12 3.250 -6,153 6,373 220 165,787  284,316 -18,529 265,787
    CAC Next 20 Hermes International 28.08 235.500 187.400 10/01/12 211.450 -5,938 5,262 -675 165,112  278,379 -13,267 265,112
  Buy SSE 50 long China Rwy Constr 8,793.30 0.716   4/29/13 0.634 6,296        284,675 -19,563  
    CAC 40 Societe Generale 218.50 28.815   1/14/13 34.140 6,296        290,971 -25,859  
    SDAX ADLER Real Estate 4,497.14 1.400   6/10/13 2.099 6,296        297,267 -32,155  
12/17/12 Sell PSI 20 short Impresa 22,106.90 0.300 0.280 11/19/12 0.290 -6,411 6,190 -221 164,891  290,856 -25,965 264,891
    SMI Julius Bär 245.44 27.324 24.917 11/19/12 26.121 -6,411 6,116 -295 164,595  284,445 -19,850 264,595
  Buy   long Richemont 102.09 59.929   10/14/13 74.199 6,118        290,563 -25,968  
12/24/12 Sell MerVal short Pampa Energía 42,900.55 0.147 0.143 10/29/12 0.145 -6,212 6,122 -90 164,505  284,351 -19,846 264,505
  Buy   long Gr Fin Galicia 8,769.72 0.697   5/27/13 0.697 6,116        290,467 -25,962  
12/31/12 Sell OMXH 25 short Outokumpu 1,002.18 7.400 5.440 11/12/12 6.420 -6,434 5,452 -982 163,523  284,033 -20,510 263,523
  Buy   long Orion 273.65 22.200   3/18/13 22.000 6,075        290,108 -26,585  
1/07/13 Sell OBX 25 long Grieg Seafood 5,021.88 1.707   9/03/12 1.371 -6,887 8,571 1,684 165,207  283,221 -18,014 265,207
    Nikkei (FRA) short Nippon Sheet Glass 318.31 9.100 8.980 5/14/12 9.040 -2,878 2,858 -19 165,188  280,344 -15,156 265,188
      Sharp 74.49 23.550 63.366 5/14/12 38.630 -2,878 4,720 1,843 167,030  277,466 -10,436 267,030
  Buy IBEX 35 long Mediaset Esp 1,126.05 5.696   2/04/13 5.150 6,414        283,880 -16,850  
    OBX 25 short REC Silicon 3,558.79 1.802   1/21/13 1.488 6,414        290,294 -23,264  
    Nikkei (FRA) long Subaru 323.94 9.900   1/14/13 9.907 3,207        293,501 -26,471  
      Shinsei Bank 205.58 15.600   1/14/13 13.840 3,207        296,708 -29,678  
1/14/13 Sell CAC 40 long Societe Generale 218.50 34.140   12/10/12 28.815 -6,296 7,460 1,164 168,194  290,412 -22,218 268,194
    MDAX short Ströer Media 936.95 6.901 6.359 10/29/12 6.630 -6,212 5,958 -254 167,940  284,200 -16,260 267,940
    Nikkei (FRA) long Subaru 323.94 9.907   1/07/13 9.900 -3,207 3,209 2 167,942  280,993 -13,051 267,942
      Shinsei Bank 205.58 13.840   1/07/13 15.600 -3,207 2,845 -362 167,580  277,786 -10,206 267,580
  Buy CAC 40 short Engie 416.98 15.430   1/28/13 15.390 6,434        284,220 -16,640  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX long KUKA 228.28 28.185   6/24/13 31.820 6,434        290,654 -23,074  
    Nikkei (FRA) short Screen 165.10 19.485   2/11/13 16.805 3,217        293,871 -26,291  
1/21/13 Sell OBX 25 short REC Silicon 3,558.79 1.488 2.182 1/07/13 1.802 -6,414 7,767 1,353 168,933  287,457 -18,524 268,933
  Buy   long Grieg Seafood 3,605.16 1.736   1/28/13 1.688 6,260        293,717 -24,784  
1/28/13 Sell CAC 40 short Engie 416.98 15.390 15.470 1/14/13 15.430 -6,434 6,451 17 168,950  287,283 -18,333 268,950
    OBX 25 long Grieg Seafood 3,605.16 1.688   1/21/13 1.736 -6,260 6,086 -174 168,776  281,023 -12,247 268,776
  Buy CAC 40 Credit Agricole 826.20 7.762   2/11/13 7.414 6,413        287,436 -18,660  
    OBX 25 short REC Silicon 4,145.98 1.547   2/25/13 1.312 6,413        293,849 -25,073  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,126.05 5.150   1/07/13 5.696 -6,414 5,799 -615 168,161  287,435 -19,274 268,161
    RTX short RusHydro 3,239.71 1.770 2.468 9/17/12 2.090 -6,771 7,995 1,224 169,385  280,664 -11,279 269,385
  Buy   long Magnit 186.15 34.660   3/11/13 34.010 6,452        287,116 -17,731  
2/11/13 Sell CAC 40 long Credit Agricole 826.20 7.414   1/28/13 7.762 -6,413 6,125 -288 169,098  280,703 -11,605 269,098
    Nikkei (FRA) short Screen 165.10 16.805 22.592 1/14/13 19.485 -3,217 3,730 513 169,611  277,486 -7,875 269,611
    GCX REC Silicon 1,588.52 1.027 11.783 4/23/12 3.479 -5,526 18,718 13,192 182,803  271,960 10,843 282,803
  Buy CAC 40 Orange 931.24 7.883   2/25/13 7.479 7,341        279,301 3,502  
    ÖkoDAX long PNE Wind 2,631.18 2.790   4/29/13 2.700 7,341        286,642 -3,839  
    Nikkei (FRA) Subaru 339.86 10.800   8/26/13 18.441 3,670        290,312 -7,510  
      Mazda Motor 294.94 12.445   8/26/13 15.485 3,671        293,983 -11,180  
    GCX SunPower 1,039.40 7.063   11/25/13 21.795 7,341        301,324 -18,521  
2/18/13 Buy GEX long MBB 357.14 18.500   4/22/13 17.650 6,607        307,931 -25,128  
2/25/13 Sell CAC 40 short Orange 931.24 7.479 8.309 2/11/13 7.883 -7,341 7,737 397 183,199  300,590 -17,391 283,199
    OBX 25 REC Silicon 4,145.98 1.312 1.824 1/28/13 1.547 -6,413 7,564 1,151 184,350  294,177 -9,827 284,350
  Buy CAC 40 long Credit Agricole 918.13 7.475   4/22/13 6.300 6,863        301,040 -16,691  
    OBX 25 Norwegian 2.35 2,924.050   4/15/13 2,803.560 6,872        307,912 -23,562  
3/11/13 Sell RTX long Magnit 186.15 34.010   2/04/13 34.660 -6,452 6,331 -121 184,229  301,460 -17,231 284,229
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 Kansai Electric Pwr 1,207.82 6.145 5.259 9/03/12 5.702 -6,887 6,352 -535 183,694  294,573 -10,879 283,694
  Buy RTX RusHydro 4,059.52 1.680   9/14/15 0.774 6,820        301,393 -17,699  
    Topix (FRA) long Mazda Motor 552.00 12.355   4/01/13 11.250 6,820        308,213 -24,519  
3/18/13 Sell OMXH 25 long Orion 273.65 22.000   12/31/12 22.200 -6,075 6,020 -55 183,639  302,138 -18,499 283,639
  Buy   short Outokumpu 1,200.72 5.520   9/16/13 4.600 6,628        308,766 -25,127  
3/25/13 Sell Athex LC long Alpha Bank 102.79 37.850   9/03/12 67.000 -6,887 3,891 -2,996 180,642  301,879 -21,236 280,642
  Buy   short Eurobank Ergasias 24.94 260.000   9/30/13 50.000 6,484        308,363 -27,721  
4/01/13 Sell Topix (FRA) long Mazda Motor 552.00 11.250   3/11/13 12.355 -6,820 6,210 -610 180,033  301,543 -21,511 280,033
  Buy   short Nidec 590.09 10.953   4/15/13 10.948 6,463        308,006 -27,974  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,785.27 3.018   9/17/12 2.431 -6,771 8,407 1,636 181,669  301,235 -19,566 281,669
4/15/13 Sell OBX 25 long Norwegian 2.35 2,803.560   2/25/13 2,924.050 -6,872 6,588 -283 181,385  294,364 -12,978 281,385
    Topix (FRA) short Nidec 590.09 10.948 10.957 4/01/13 10.953 -6,463 6,466 3 181,388  287,901 -6,512 281,388
  Buy OBX 25 Frontline 926.90 7.413   10/21/13 8.829 6,871        294,772 -13,383  
    Topix (FRA) long Mazda Motor 587.01 11.705   6/03/13 14.600 6,871        301,643 -20,254  
4/22/13 Sell France long Eurofins Scientific 502.27 15.325   8/13/12 10.355 -5,201 7,697 2,496 183,884  296,442 -12,557 283,884
    HSI Galaxy Entertainment 2,714.36 3.135   8/20/12 2.352 -6,385 8,509 2,124 186,008  290,057 -4,048 286,008
    CAC 40 Credit Agricole 918.13 6.300   2/25/13 7.475 -6,863 5,784 -1,079 184,929  283,194 1,736 284,929
    TSX 60 Couche-Tard 955.12 7.405   8/20/12 6.685 -6,385 7,072 687 185,617  276,809 8,808 285,617
    CAC Mid 60 Eurofins Scientific 586.00 15.325   9/10/12 11.000 -6,446 8,980 2,534 188,151  270,363 17,789 288,151
    GEX MBB 357.14 17.650   2/18/13 18.500 -6,607 6,304 -304 187,848  263,755 24,092 287,848
  Buy France short ArcelorMittal 296.66 26.286   5/06/13 29.061 7,798        271,553 16,294  
    HSI China Shenhua HK 3,065.01 2.544   9/16/13 2.475 7,798        279,351 8,496  
    CAC 40 ArcelorMittal 296.66 26.286   8/05/13 28.620 7,798        287,149 698  
    TSX 60 Barrick Gold 539.14 14.464   9/30/13 13.729 7,798        294,947 -7,100  
    CAC Mid 60 CGG 15.66 497.920   4/29/13 532.320 7,797        302,745 -14,897  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX YOC 1,544.46 5.049   9/23/13 2.219 7,798        310,543 -22,695  
4/29/13 Sell SSE 50 long China Rwy Constr 8,793.30 0.634   12/10/12 0.716 -6,296 5,578 -718 187,129  304,247 -17,118 287,129
    ÖkoDAX PNE Wind 2,631.18 2.700   2/11/13 2.790 -7,341 7,104 -237 186,892  296,906 -10,013 286,892
    CAC Mid 60 short CGG 15.66 532.320 463.520 4/22/13 497.920 -7,797 7,259 -539 186,354  289,108 -2,755 286,354
  Buy SSE 50 China Northern Rare 3,122.91 2.270   5/06/13 2.286 7,089        296,197 -9,844  
    ÖkoDAX SolarWorld 66.85 106.050   4/13/15 14.550 7,089        303,287 -16,933  
5/06/13 Sell France short ArcelorMittal 296.66 29.061 23.511 4/22/13 26.286 -7,798 6,975 -823 185,531  295,489 -9,958 285,531
    SSE 50 China Northern Rare 3,122.91 2.286 2.254 4/29/13 2.270 -7,089 7,039 -50 185,480  288,400 -2,920 285,480
  Buy   long China Minsheng Bk 6,718.02 1.052   5/13/13 1.064 7,064        295,464 -9,984  
5/13/13 Sell   long China Minsheng Bk 6,718.02 1.064   5/06/13 1.052 -7,064 7,149 85 185,566  288,400 -2,834 285,566
    HSI-Fin Bank of China (HK) 2,836.85 2.748   9/17/12 2.387 -6,771 7,795 1,024 186,589  281,629 4,960 286,589
  Buy SSE 50 short China Northern Rare 3,077.83 2.368   11/04/13 2.137 7,288        288,917 -2,328  
    HSI-Fin Ping An 2,432.58 2.996   10/14/13 2.804 7,288        296,205 -9,616  
5/27/13 Sell MerVal long Gr Fin Galicia 8,769.72 0.697   12/24/12 0.697 -6,116 6,110 -6 186,583  290,089 -3,506 286,583
  Buy   short Pampa Energía 43,464.37 0.163   6/10/13 0.158 7,076        297,165 -10,582  
6/03/13 Sell Nordic 30 long Pandora 464.70 26.264   8/13/12 11.192 -5,201 12,205 7,004 193,587  291,964 1,623 293,587
    Topix (FRA) Mazda Motor 587.01 14.600   4/15/13 11.705 -6,871 8,570 1,699 195,286  285,093 10,193 295,286
  Buy Nordic 30 short Equinor 440.36 17.340   7/29/13 16.264 7,636        292,729 2,557  
    Topix (FRA) Inpex 960.14 7.953   11/18/13 8.519 7,636        300,365 -5,079  
6/10/13 Sell SDAX long ADLER Real Estate 4,497.14 2.099   12/10/12 1.400 -6,296 9,440 3,144 198,430  294,069 4,361 298,430
    HSI-Prop China Ov Land & Inv 1,363.40 2.124   1/16/12 1.541 -2,101 2,896 795 199,224  291,968 7,256 299,224
      China Res Land 1,486.80 2.183   1/16/12 1.413 -2,101 3,245 1,144 200,368  289,867 10,501 300,368
    MerVal short Pampa Energía 43,464.37 0.158 0.168 5/27/13 0.163 -7,076 7,285 209 200,577  282,791 17,786 300,577
    STI long ThaiBev 23,605.09 0.382   7/02/12 0.212 -5,009 9,008 3,999 204,576  277,782 26,794 304,576
  Buy France short ArcelorMittal 293.85 28.191   7/08/13 26.415 8,284        286,066 18,510  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX Hypoport 1,107.49 7.480   9/30/13 8.120 8,284        294,350 10,226  
    HSI-Prop Hang Lung 1,612.80 2.568   11/18/13 2.531 4,142        298,492 6,084  
      Sino Land 3,849.08 1.076   11/18/13 1.043 4,142        302,634 1,942  
    MerVal long Telecom Argentina 2,187.02 3.788   6/17/13 3.268 8,284        310,918 -6,342  
    CAC Mid 60 short CGG 14.76 561.120   8/05/13 575.840 8,282        319,200 -14,624  
6/17/13 Sell ISEQ 20 long Kerry Group 79.70 42.250   8/27/12 37.580 -2,995 3,367 372 204,948  316,205 -11,257 304,948
      Smurfit Kappa 457.25 12.270   8/27/12 6.550 -2,995 5,610 2,615 207,563  313,210 -5,647 307,563
    MerVal Telecom Argentina 2,187.02 3.268   6/10/13 3.788 -8,284 7,147 -1,137 206,427  304,926 1,501 306,427
    Indices OMXC 20 97.07 70.001   9/10/12 66.404 -6,446 6,795 349 206,776  298,480 8,296 306,776
  Buy ISEQ 20 short C&C Group 930.31 4.233   7/29/13 4.100 3,938        302,418 4,358  
      CRH 251.94 15.631   7/29/13 15.994 3,938        306,356 420  
    PSI 20 long Teixeira Duarte 14,585.19 0.540   6/24/13 0.570 7,876        314,232 -7,456  
    MerVal short Comercial del Plata 112,034.14 0.070   8/12/13 0.067 7,876        322,108 -15,332  
    Indices RTX 5.65 1,393.590   8/12/13 1,391.500 7,874        329,982 -23,206  
6/24/13 Sell Germany long ADLER Real Estate 5,462.71 2.050   9/10/12 1.180 -6,446 11,199 4,753 211,528  323,536 -12,007 311,528
    MDAX KUKA 228.28 31.820   1/14/13 28.185 -6,434 7,264 830 212,358  317,102 -4,744 312,358
    BEL 20 Galapagos 380.48 14.210   11/12/12 16.910 -6,434 5,407 -1,027 211,331  310,668 663 311,331
    PSI 20 Teixeira Duarte 14,585.19 0.570   6/17/13 0.540 -7,876 8,314 438 211,769  302,792 8,977 311,769
    OMXC 20 Genmab 578.24 22.604   7/16/12 8.469 -4,897 13,070 8,173 219,942  297,895 22,047 319,942
    OMXS 30 Electrolux 135.74 19.030   7/23/12 17.722 -2,406 2,583 178 220,120  295,489 24,630 320,120
      Swedbank 174.45 16.871   7/23/12 13.789 -2,405 2,943 538 220,657  293,084 27,573 320,657
    FT 30 Ferguson 1.58 3,452.810   8/06/12 3,068.570 -4,848 5,455 607 221,264  288,236 33,029 321,264
    SLI Swiss Life 59.04 120.698   11/26/12 104.219 -6,153 7,126 973 222,237  282,083 40,155 322,237
    BAX KUKA 265.75 31.820   10/29/12 23.375 -6,212 8,456 2,244 224,482  275,871 48,611 324,482
  Buy Germany short SolarWorld 101.44 91.950   7/29/13 77.250 9,327        285,198 39,284  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Salzgitter 367.13 25.405   7/01/13 25.340 9,327        294,525 29,957  
    BEL 20 Aperam 1,121.03 8.320   7/15/13 8.461 9,327        303,852 20,630  
    OMXC 20 FLSmidth 266.24 35.032   7/01/13 34.376 9,327        313,179 11,303  
    OMXS 30 Boliden 488.37 9.549   7/08/13 9.256 4,664        317,842 6,639  
      Tele2 531.27 8.778   7/08/13 9.227 4,664        322,506 1,976  
    FT 30 Man Group 97.92 95.252   7/01/13 100.211 9,327        331,833 -7,351  
    SLI Kühne & Nagel 114.94 81.145   7/08/13 90.725 9,327        341,160 -16,678  
    BAX SFC Energy 1,963.58 4.750   7/01/13 4.650 9,327        350,487 -26,005  
7/01/13 Sell MDAX short Salzgitter 367.13 25.340 25.470 6/24/13 25.405 -9,327 9,351 24 224,506  341,160 -16,654 324,506
    OMXC 20 FLSmidth 266.24 34.376 35.701 6/24/13 35.032 -9,327 9,505 178 224,684  331,833 -7,149 324,684
    FT 30 Man Group 97.92 100.211 90.294 6/24/13 95.252 -9,327 8,842 -486 224,198  322,506 1,692 324,198
    BAX SFC Energy 1,963.58 4.650 4.852 6/24/13 4.750 -9,327 9,528 201 224,399  313,179 11,220 324,399
  Buy MDAX long Dürr 349.62 23.998   7/28/14 30.355 8,390        321,569 2,830  
    OMXC 20 Vestas Wind Systems 3,886.96 2.159   9/01/14 6.373 8,390        329,959 -5,560  
    FT 30 Lloyds Bank 112.06 74.871   9/09/13 90.907 8,390        338,349 -13,950  
    BAX Morphosys 190.06 44.145   4/14/14 58.270 8,390        346,739 -22,340  
7/08/13 Sell France short ArcelorMittal 293.85 26.415 30.086 6/10/13 28.191 -8,284 8,841 557 224,956  338,455 -13,500 324,956
    OMXS 30 Boliden 488.37 9.256 9.852 6/24/13 9.549 -4,664 4,811 148 225,104  333,792 -8,688 325,104
      Tele2 531.27 9.227 8.329 6/24/13 8.778 -4,664 4,425 -238 224,865  329,128 -4,263 324,865
    SLI Kühne & Nagel 114.94 90.725 71.565 6/24/13 81.145 -9,327 8,226 -1,101 223,764  319,801 3,963 323,764
  Buy OMXS 30 long Nokia 1,285.94 3.186   10/13/14 6.407 4,096        323,898 -134  
      Kinnevik 187.33 21.868   10/13/14 22.475 4,096        327,994 -4,230  
    SLI Lonza 136.10 60.201   8/12/13 56.494 8,193        336,188 -12,424  
7/15/13 Sell BEL 20 short Aperam 1,121.03 8.461 8.179 6/24/13 8.320 -9,327 9,169 -158 223,606  326,861 -3,255 323,606
  Buy   long KBC 255.44 31.350   10/13/14 40.740 8,008        334,869 -11,263  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/29/13 Sell Germany short SolarWorld 101.44 77.250 109.447 6/24/13 91.950 -9,327 11,102 1,775 225,381  325,541 -160 325,381
    ATX long Österreichische Post 197.57 31.600   6/25/12 25.890 -5,115 6,243 1,128 226,509  320,426 6,083 326,509
    ISEQ 20 short C&C Group 930.31 4.100 4.370 6/17/13 4.233 -3,938 4,066 128 226,637  316,488 10,148 326,637
      CRH 251.94 15.994 15.268 6/17/13 15.631 -3,938 3,847 -91 226,545  312,550 13,995 326,545
    Nordic 30 Equinor 440.36 16.264 18.488 6/03/13 17.340 -7,636 8,142 505 227,051  304,914 22,137 327,051
  Buy ATX Raiffeisen Bank Int 378.12 23.085   10/21/13 25.350 8,729        313,643 13,408  
    ISEQ 20 long FBD Holdings 279.78 15.600   8/05/13 16.650 4,365        318,008 9,043  
      Smurfit Kappa 305.21 14.300   8/05/13 15.150 4,365        322,372 4,679  
    Nordic 30 Pandora 303.95 28.719   4/28/14 46.257 8,729        331,101 -4,051  
8/05/13 Sell CAC 40 short ArcelorMittal 296.66 28.620 23.952 4/22/13 26.286 -7,798 7,106 -692 226,358  323,303 3,055 326,358
    ISEQ 20 long FBD Holdings 279.78 16.650   7/29/13 15.600 -4,365 4,658 294 226,652  318,939 7,713 326,652
      Smurfit Kappa 305.21 15.150   7/29/13 14.300 -4,365 4,624 259 226,911  314,574 12,337 326,911
    CAC Mid 60 short CGG 14.76 575.840 546.400 6/10/13 561.120 -8,282 8,065 -217 226,694  306,292 20,402 326,694
  Buy ISEQ 20 C&C Group 1,047.69 4.141   9/09/13 4.285 4,338        310,630 16,064  
      Flutter 71.12 61.000   9/09/13 61.200 4,338        314,969 11,725  
8/12/13 Sell MerVal short Comercial del Plata 112,034.14 0.067 0.074 6/17/13 0.070 -7,876 8,268 392 227,086  307,093 19,994 327,086
    SLI long Lonza 136.10 56.494   7/08/13 60.201 -8,193 7,689 -504 226,582  298,899 27,682 326,582
    Indices short RTX 5.65 1,391.500 1,395.690 6/17/13 1,393.590 -7,874 7,886 12 226,594  291,026 35,568 326,594
  Buy MerVal long Telecom Argentina 2,147.84 4.215   2/10/14 2.998 9,054        300,080 26,514  
    Indices Merval 18.06 501.316   8/04/14 750.468 9,054        309,133 17,460  
8/26/13 Sell Nikkei (FRA) long Subaru 339.86 18.441   2/11/13 10.800 -3,670 6,267 2,597 229,191  305,463 23,728 329,191
      Mazda Motor 294.94 15.485   2/11/13 12.445 -3,671 4,567 897 230,087  301,792 28,295 330,087
  Buy PSI 20 Teixeira Duarte 13,371.64 0.670   9/02/13 0.650 8,959        310,751 19,336  
    Nikkei (FRA) short Nikon 340.65 13.150   9/09/13 12.596 4,480        315,231 14,856  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,371.64 0.650   8/26/13 0.670 -8,959 8,692 -267 229,820  306,272 23,548 329,820
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/09/13 Sell ISEQ 20 short C&C Group 1,047.69 4.285 3.997 8/05/13 4.141 -4,338 4,188 -151 229,669  301,934 27,735 329,669
      Flutter 71.12 61.200 60.800 8/05/13 61.000 -4,338 4,324 -14 229,655  297,595 32,060 329,655
    FT 30 long Lloyds Bank 112.06 90.907   7/01/13 74.871 -8,390 10,187 1,797 231,452  289,205 42,247 331,452
    Nikkei (FRA) short Nikon 340.65 12.596 13.728 8/26/13 13.150 -4,480 4,677 197 231,649  284,726 46,923 331,649
  Buy IBEX 35 long Siemens Gamesa 1,759.11 5.380   12/16/13 7.030 9,464        294,190 37,459  
    ISEQ 20 Bank of Ireland 668.36 7.080   10/14/13 6.960 4,732        298,922 32,727  
      Smurfit Kappa 296.68 15.950   10/14/13 17.020 4,732        303,654 27,995  
    PSI 20 Impresa 13,917.65 0.680   9/16/13 0.670 9,464        313,118 18,531  
    FT 30 short Man Group 89.76 105.435   10/14/13 92.741 9,464        322,581 9,067  
    Nikkei (FRA) long Furukawa Co 282.85 16.730   9/30/13 17.160 4,732        327,314 4,335  
      Tokyo Electric Power 1,210.23 3.910   9/30/13 4.520 4,732        332,046 -397  
9/16/13 Sell HSI short China Shenhua HK 3,065.01 2.475 2.615 4/22/13 2.544 -7,798 8,015 217 231,866  324,248 7,618 331,866
    OMXH 25 Outokumpu 1,200.72 4.600 6.624 3/18/13 5.520 -6,628 7,954 1,326 233,192  317,620 15,572 333,192
    PSI 20 long Impresa 13,917.65 0.670   9/09/13 0.680 -9,464 9,325 -139 233,052  308,156 24,897 333,052
  Buy HSI Galaxy Entertainment 1,672.02 5.352   12/23/13 6.370 8,948        317,104 15,949  
    OMXH 25 Nokia 1,895.76 4.720   10/21/13 5.265 8,948        326,052 7,001  
9/23/13 Sell GEX short YOC 1,544.46 2.219 11.488 4/22/13 5.049 -7,798 17,743 9,945 242,998  318,254 24,744 342,998
  Buy PSI 20 long Teixeira Duarte 13,928.79 0.660   12/09/13 0.920 9,193        327,447 15,551  
    GEX Manz 171.61 53.570   4/14/14 65.730 9,193        336,640 6,358  
9/30/13 Sell SDAX short Hypoport 1,107.49 8.120 6.840 6/10/13 7.480 -8,284 7,575 -709 242,289  328,356 13,933 342,289
    TSX 60 Barrick Gold 539.14 13.729 15.238 4/22/13 14.464 -7,798 8,215 417 242,706  320,558 22,148 342,706
    Athex LC Eurobank Ergasias 24.94 50.000 1,352.000 3/25/13 260.000 -6,484 33,719 27,234 269,940  314,073 55,867 369,940
    Nikkei (FRA) long Furukawa Co 282.85 17.160   9/09/13 16.730 -4,732 4,854 122 270,062  309,341 60,721 370,062
      Tokyo Electric Power 1,210.23 4.520   9/09/13 3.910 -4,732 5,470 738 270,800  304,609 66,191 370,800
  Buy SDAX ADLER Real Estate 3,703.05 2.950   10/14/13 3.079 10,924        315,533 55,267  
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 Galaxy Entertainment 2,111.29 5.174   2/03/14 7.265 10,924        326,457 44,343  
    TSX 60 Bausch Health 142.09 76.879   9/29/14 102.197 10,924        337,381 33,419  
    Athex LC Aegean Airlines 2,600.95 4.200   1/27/14 7.210 10,924        348,305 22,495  
    Nikkei (FRA) short Nikon 417.58 13.080   11/04/13 13.433 5,462        353,767 17,033  
    CAC Next 20 SES 516.50 21.150   10/07/13 21.020 10,924        364,691 6,109  
10/07/13 Sell   short SES 516.50 21.020 21.281 9/30/13 21.150 -10,924 10,992 68 270,868  353,767 17,101 370,868
    Nikkei (TYO) long Subaru 784.15 20.003   11/19/12 8.176 -6,411 15,686 9,275 280,142  347,356 32,786 380,142
  Buy CAC Next 20 EDF 434.47 23.760   10/28/13 25.570 10,323        357,679 22,463  
    Nikkei (TYO) short Nikon 816.02 12.650   10/14/13 13.191 10,323        368,002 12,140  
10/14/13 Sell SDAX long ADLER Real Estate 3,703.05 3.079   9/30/13 2.950 -10,924 11,402 478 280,620  357,078 23,542 380,620
    HSI-Fin short Ping An 2,432.58 2.804 3.201 5/13/13 2.996 -7,288 7,787 499 281,119  349,790 31,329 381,119
    ISEQ 20 long Bank of Ireland 668.36 6.960   9/09/13 7.080 -4,732 4,652 -80 281,039  345,058 35,981 381,039
      Smurfit Kappa 296.68 17.020   9/09/13 15.950 -4,732 5,049 317 281,356  340,326 41,030 381,356
    FT 30 short Man Group 89.76 92.741 119.865 9/09/13 105.435 -9,464 10,759 1,295 282,651  330,862 51,789 382,651
    SMI long Richemont 102.09 74.199   12/17/12 59.929 -6,118 7,575 1,457 284,108  324,744 59,364 384,108
    Nikkei (TYO) short Nikon 816.02 13.191 12.110 10/07/13 12.650 -10,323 9,882 -441 283,667  314,421 69,246 383,667
  Buy HSI-Fin long AIA 3,087.28 3.667   1/06/14 3.604 11,322        325,743 57,924  
    ISEQ 20 short C&C Group 1,347.86 4.200   10/28/13 4.008 5,661        331,404 52,263  
      Flutter 99.39 56.960   10/28/13 56.500 5,661        337,065 46,602  
    FT 30 long ITV 51.96 217.888   12/02/13 228.772 11,321        348,387 35,280  
    Nikkei (TYO) Tokyo Electric Power 2,900.47 3.904   11/04/13 3.961 11,322        359,709 23,958  
10/21/13 Sell ATX short Raiffeisen Bank Int 378.12 25.350 20.820 7/29/13 23.085 -8,729 7,872 -856 282,811  350,980 31,831 382,811
    OMXH 25 long Nokia 1,895.76 5.265   9/16/13 4.720 -8,948 9,981 1,033 283,844  342,032 41,812 383,844
    OBX 25 short Frontline 926.90 8.829 5.997 4/15/13 7.413 -6,871 5,559 -1,312 282,531  335,161 47,371 382,531
  Buy ATX long Wienerberger 822.58 13.065   8/11/14 11.525 10,747        345,908 36,624  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX ADLER Real Estate 3,594.31 2.990   3/31/14 5.100 10,747        356,655 25,877  
    OMXH 25 short YIT 1,080.10 9.950   10/28/13 10.035 10,747        367,402 15,130  
    OBX 25 long REC Silicon 3,032.53 3.544   12/16/13 2.538 10,747        378,149 4,383  
10/28/13 Sell ISEQ 20 short C&C Group 1,347.86 4.008 4.401 10/14/13 4.200 -5,661 5,932 271 282,802  372,488 10,315 382,802
      Flutter 99.39 56.500 57.424 10/14/13 56.960 -5,661 5,707 46 282,849  366,826 16,022 382,849
    OMXH 25 YIT 1,080.10 10.035 9.865 10/21/13 9.950 -10,747 10,655 -92 282,757  356,079 26,677 382,757
    CAC Next 20 long EDF 434.47 25.570   10/07/13 23.760 -10,323 11,109 786 283,543  345,756 37,787 383,543
  Buy ISEQ 20 Bank of Ireland 685.74 7.680   11/25/13 8.040 5,266        351,023 32,520  
      Smurfit Kappa 306.01 17.210   11/25/13 17.550 5,266        356,289 27,254  
    OMXH 25 Nokia 2,123.59 4.960   11/11/13 5.770 10,533        366,822 16,721  
    CAC Next 20 short STMicroelectronics 1,883.25 5.593   11/11/13 5.653 10,533        377,355 6,188  
11/04/13 Sell SSE 50 short China Northern Rare 3,077.83 2.137 2.623 5/13/13 2.368 -7,288 8,074 786 284,330  370,067 14,262 384,330
    Nikkei (FRA) Nikon 417.58 13.433 12.727 9/30/13 13.080 -5,462 5,315 -147 284,182  364,605 19,577 384,182
    Nikkei (TYO) long Tokyo Electric Power 2,900.47 3.961   10/14/13 3.904 -11,322 11,489 167 284,349  353,283 31,066 384,349
  Buy SSE 50 Shanghai Oriental 2,361.57 4.398   12/23/13 4.388 10,385        363,668 20,681  
    Nikkei (FRA) Softbank 181.87 28.550   12/16/13 30.884 5,192        368,861 15,489  
      Tokyo Electric Power 1,309.91 3.964   12/16/13 3.730 5,192        374,053 10,296  
    Nikkei (TYO) short Nikon 772.89 13.437   11/18/13 13.220 10,385        384,438 -89  
11/11/13 Sell OMXH 25 long Nokia 2,123.59 5.770   10/28/13 4.960 -10,533 12,253 1,720 286,070  373,905 12,164 386,070
    CAC Next 20 short STMicroelectronics 1,883.25 5.653 5.533 10/28/13 5.593 -10,533 10,420 -113 285,957  363,372 22,584 385,957
  Buy OMXH 25 Outokumpu 2,918.00 3.500   12/02/13 3.690 10,213        373,585 12,371  
    CAC Next 20 long EDF 394.63 25.880   12/09/13 26.640 10,213        383,798 2,158  
11/18/13 Sell HSI-Prop short Hang Lung 1,612.80 2.531 2.606 6/10/13 2.568 -4,142 4,203 61 286,018  379,656 6,362 386,018
      Sino Land 3,849.08 1.043 1.110 6/10/13 1.076 -4,142 4,274 132 286,150  375,514 10,636 386,150
    Topix (FRA) Inpex 960.14 8.519 7.387 6/03/13 7.953 -7,636 7,093 -543 285,606  367,878 17,728 385,606
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Nikon 772.89 13.220 13.657 11/04/13 13.437 -10,385 10,555 170 285,777  357,493 28,283 385,777
  Buy HSI-Prop long CK Hutchison 436.68 11.852   2/10/14 10.645 5,176        362,669 23,108  
      China Ov Land & Inv 2,230.15 2.321   2/10/14 1.876 5,176        367,844 17,932  
    Topix (FRA) Softbank 361.37 28.644   11/25/13 31.950 10,351        378,195 7,581  
    Nikkei (TYO) MinebeaMitsumi 2,061.42 5.021   3/03/14 6.187 10,351        388,546 -2,770  
11/25/13 Sell ISEQ 20 long Bank of Ireland 685.74 8.040   10/28/13 7.680 -5,266 5,513 247 286,024  383,280 2,744 386,024
      Smurfit Kappa 306.01 17.550   10/28/13 17.210 -5,266 5,370 104 286,128  378,014 8,114 386,128
    Topix (FRA) Softbank 361.37 31.950   11/18/13 28.644 -10,351 11,546 1,195 287,322  367,662 19,660 387,322
    GCX SunPower 1,039.40 21.795   2/11/13 7.063 -7,341 22,653 15,312 302,635  360,321 42,313 402,635
  Buy ISEQ 20 short Flutter 99.19 56.070   12/02/13 56.450 5,562        365,883 36,752  
      Ryanair Holdings 953.62 5.832   12/02/13 6.109 5,562        371,445 31,190  
    Topix (FRA) Komatsu 711.05 15.643   6/09/14 16.815 11,123        382,568 20,067  
    GCX Aurubis 262.49 42.375   1/06/14 43.845 11,123        393,691 8,944  
12/02/13 Sell ISEQ 20 short Flutter 99.19 56.450 55.690 11/25/13 56.070 -5,562 5,524 -38 302,597  388,129 14,468 402,597
      Ryanair Holdings 953.62 6.109 5.555 11/25/13 5.832 -5,562 5,297 -264 302,333  382,567 19,765 402,333
    OMXH 25 Outokumpu 2,918.00 3.690 3.310 11/11/13 3.500 -10,213 9,659 -554 301,778  372,354 29,424 401,778
    FT 30 long ITV 51.96 228.772   10/14/13 217.888 -11,321 11,887 566 302,344  361,033 41,311 402,344
  Buy ISEQ 20 Bank of Ireland 664.93 8.340   4/14/14 8.250 5,546        366,579 35,765  
      Smurfit Kappa 321.66 17.240   4/14/14 17.010 5,545        372,124 30,220  
    OMXH 25 Nokia 1,876.97 5.909   12/09/13 5.850 11,091        383,215 19,129  
12/09/13 Sell   long Nokia 1,876.97 5.850   12/02/13 5.909 -11,091 10,980 -111 302,233  372,124 30,109 402,233
    PSI 20 Teixeira Duarte 13,928.79 0.920   9/23/13 0.660 -9,193 12,814 3,621 305,855  362,931 42,924 405,855
    CAC Next 20 EDF 394.63 26.640   11/11/13 25.880 -10,213 10,513 300 306,155  352,718 53,437 406,155
  Buy OMXH 25 short Metso Outotec 1,715.54 6.697   5/12/14 8.620 11,489        364,207 41,948  
    CAC Next 20 STMicroelectronics 2,108.07 5.450   1/13/14 5.763 11,489        375,696 30,459  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,759.11 7.030   9/09/13 5.380 -9,464 12,367 2,903 309,057  366,232 42,825 409,057
    OBX 25 REC Silicon 3,032.53 2.538   10/21/13 3.544 -10,747 7,695 -3,052 306,005  355,485 50,521 406,005
    Nikkei (FRA) Softbank 181.87 30.884   11/04/13 28.550 -5,192 5,617 424 306,430  350,292 56,137 406,430
      Tokyo Electric Power 1,309.91 3.730   11/04/13 3.964 -5,192 4,886 -307 306,123  345,100 61,023 406,123
    DJ Global Titans Bank of America 862.35 11.075   10/29/12 7.204 -6,212 9,550 3,338 309,462  338,888 70,574 409,462
  Buy IBEX 35 short Acciona 301.81 39.760   1/20/14 48.255 12,000        350,888 58,574  
    OBX 25 TGS-NOPEC 707.04 16.972   12/23/13 17.469 12,000        362,888 46,574  
    Nikkei (FRA) Nitto Denko 207.03 28.981   12/30/13 30.258 6,000        368,888 40,574  
      Pacific Metals 241.35 24.860   12/30/13 26.180 6,000        374,888 34,574  
    CAC Mid 60 Adocia 2,101.58 5.710   12/23/13 5.660 12,000        386,888 22,574  
    DJ Global Titans IBM 92.85 129.242   12/23/13 133.044 12,000        398,888 10,574  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,361.57 4.388   11/04/13 4.398 -10,385 10,363 -22 309,440  388,503 20,937 409,440
    HSI Galaxy Entertainment 1,672.02 6.370   9/16/13 5.352 -8,948 10,651 1,703 311,142  379,555 31,587 411,142
    OBX 25 short TGS-NOPEC 707.04 17.469 16.475 12/16/13 16.972 -12,000 11,649 -351 310,791  367,555 43,236 410,791
    CAC Mid 60 Adocia 2,101.58 5.660 5.760 12/16/13 5.710 -12,000 12,106 106 310,897  355,555 55,342 410,897
    DJ Global Titans IBM 92.85 133.044 125.440 12/16/13 129.242 -12,000 11,647 -353 310,544  343,555 66,989 410,544
  Buy SSE 50 Poly Developments 18,632.75 0.641   6/02/14 0.591 11,938        355,493 55,051  
    PSI 20 long Impresa 10,952.29 1.090   5/12/14 1.759 11,938        367,431 43,113  
    OBX 25 DNO International 4,107.49 2.906   2/17/14 2.830 11,938        379,369 31,175  
    FT 30 Int Cons Airlines 25.32 471.516   1/27/14 485.635 11,939        391,308 19,236  
    DJ Global Titans Alphabet A 29.24 408.320   10/27/14 433.045 11,939        403,247 7,297  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 207.03 30.258 27.704 12/16/13 28.981 -6,000 5,736 -264 310,280  397,247 13,033 410,280
      Pacific Metals 241.35 26.180 23.540 12/16/13 24.860 -6,000 5,681 -319 309,961  391,247 18,714 409,961
  Buy   long MinebeaMitsumi 1,016.12 5.273   2/10/14 6.030 5,358        396,605 13,356  
      Softbank 169.42 31.625   2/10/14 27.751 5,358        401,963 7,998  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/06/14 Sell HSI-Fin long AIA 3,087.28 3.604   10/14/13 3.667 -11,322 11,128 -194 309,767  390,641 19,126 409,767
    GCX short Aurubis 262.49 43.845 40.905 11/25/13 42.375 -11,123 10,737 -386 309,381  379,518 29,863 409,381
  Buy HSI-Fin ICBC 23,403.67 0.469   6/02/14 0.478 10,981        390,499 18,882  
    SLI long Vifor Pharma 148.35 74.020   1/27/14 69.103 10,981        401,480 7,901  
    GCX Vestas Wind Systems 2,200.91 4.989   2/03/14 4.789 10,981        412,461 -3,080  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,108.07 5.763 5.137 12/09/13 5.450 -11,489 10,829 -660 308,721  400,972 7,749 408,721
  Buy   long Natixis 2,199.20 4.734   6/23/14 4.867 10,411        411,383 -2,662  
1/20/14 Sell IBEX 35 short Acciona 301.81 48.255 31.265 12/16/13 39.760 -12,000 9,436 -2,564 306,157  399,383 6,774 406,157
  Buy   long Siemens Gamesa 1,221.08 8.454   1/27/14 7.622 10,323        409,706 -3,549  
    NZX 50 short Chorus 11,019.43 0.937   6/02/14 1.063 10,323        420,029 -13,872  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,221.08 7.622   1/20/14 8.454 -10,323 9,307 -1,016 305,141  409,706 -4,565 405,141
    Athex LC Aegean Airlines 2,600.95 7.210   9/30/13 4.200 -10,924 18,753 7,829 312,970  398,782 14,188 412,970
    FT 30 Int Cons Airlines 25.32 485.635   12/23/13 471.516 -11,939 12,296 357 313,328  386,843 26,485 413,328
    SLI Vifor Pharma 148.35 69.103   1/06/14 74.020 -10,981 10,251 -729 312,598  375,862 36,736 412,598
  Buy IBEX 35 short Repsol 640.97 17.525   2/17/14 17.625 11,233        387,095 25,503  
    Athex LC Eurobank Ergasias 229.24 49.000   5/09/16 0.875 11,233        398,328 14,270  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,111.29 7.265   9/30/13 5.174 -10,924 15,338 4,414 317,012  387,404 29,608 417,012
    GCX Vestas Wind Systems 2,200.91 4.789   1/06/14 4.989 -10,981 10,541 -440 316,571  376,423 40,149 416,571
  Buy FT 30 Int Cons Airlines 22.85 499.638   2/10/14 509.014 11,417        387,840 28,732  
    GCX short Aurubis 281.21 40.600   3/03/14 38.880 11,417        399,257 17,315  
2/10/14 Sell HSI-Prop long CK Hutchison 436.68 10.645   11/18/13 11.852 -5,176 4,649 -527 316,045  394,081 21,963 416,045
      China Ov Land & Inv 2,230.15 1.876   11/18/13 2.321 -5,176 4,184 -992 315,053  388,906 26,147 415,053
    MerVal Telecom Argentina 2,147.84 2.998   8/12/13 4.215 -9,054 6,440 -2,614 312,439  379,852 32,587 412,439
    FT 30 Int Cons Airlines 22.85 509.014   2/03/14 499.638 -11,417 11,631 214 312,653  368,435 44,218 412,653
    Nikkei (FRA) MinebeaMitsumi 1,016.12 6.030   12/30/13 5.273 -5,358 6,127 769 313,422  363,077 50,345 413,422
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Softbank 169.42 27.751   12/30/13 31.625 -5,358 4,701 -656 312,766  357,719 55,047 412,766
  Buy HSI-Prop short New World Dev 1,656.98 3.529   7/28/14 3.549 5,847        363,567 49,199  
      The Wharf 3,160.30 1.850   7/28/14 2.205 5,848        369,414 43,352  
    Nikkei (FRA) Hitachi Zosen 1,371.69 4.263   6/30/14 3.700 5,848        375,262 37,504  
      Nitto Denko 186.84 31.297   6/30/14 33.890 5,848        381,109 31,657  
2/17/14 Sell IBEX 35 short Repsol 640.97 17.625 17.425 1/27/14 17.525 -11,233 11,169 -64 312,702  369,876 42,825 412,702
    OBX 25 long DNO International 4,107.49 2.830   12/23/13 2.906 -11,938 11,625 -313 312,389  357,938 54,450 412,389
  Buy IBEX 35 Siemens Gamesa 1,397.44 8.351   3/10/14 8.580 11,670        369,608 42,780  
    OBX 25 short Petroleum Geo-Srvcs 1,534.52 7.605   6/02/14 7.980 11,670        381,278 31,110  
2/24/14 Buy MerVal long Edenor 35,252.78 0.315   12/15/14 0.569 11,087        392,365 20,023  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,061.42 6.187   11/18/13 5.021 -10,351 12,753 2,402 314,791  382,014 32,776 414,791
    GCX short Aurubis 281.21 38.880 42.396 2/03/14 40.600 -11,417 11,922 505 315,296  370,597 44,699 415,296
  Buy Nikkei (TYO) Hitachi Zosen 2,929.08 3.926   3/31/14 3.419 11,499        382,096 33,200  
    GCX long Vestas Wind Systems 2,298.15 5.004   4/14/14 5.847 11,499        393,595 21,701  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,397.44 8.580   2/17/14 8.351 -11,670 11,990 320 315,616  381,925 33,691 415,616
  Buy   short Inditex 535.62 20.970   6/09/14 21.750 11,232        393,157 22,459  
3/31/14 Sell SDAX long ADLER Real Estate 3,594.31 5.100   10/21/13 2.990 -10,747 18,331 7,584 323,200  382,410 40,790 423,200
    Nikkei (TYO) short Hitachi Zosen 2,929.08 3.419 4.508 3/03/14 3.926 -11,499 13,205 1,706 324,906  370,911 53,995 424,906
  Buy SDAX Koenig & Bauer 973.33 12.300   5/05/14 11.730 11,972        382,883 42,023  
    Nikkei (TYO) long MinebeaMitsumi 1,858.11 6.443   4/07/14 6.630 11,972        394,855 30,051  
4/07/14 Sell   long MinebeaMitsumi 1,858.11 6.630   3/31/14 6.443 -11,972 12,319 347 325,253  382,883 42,370 425,253
  Buy   short Hitachi Zosen 3,385.95 3.453   7/28/14 3.842 11,690        394,573 30,680  
4/14/14 Sell ISEQ 20 long Bank of Ireland 664.93 8.250   12/02/13 8.340 -5,546 5,486 -60 325,193  389,027 36,165 425,193
      Smurfit Kappa 321.66 17.010   12/02/13 17.240 -5,545 5,471 -74 325,119  383,482 41,637 425,119
    BAX Morphosys 190.06 58.270   7/01/13 44.145 -8,390 11,075 2,685 327,803  375,092 52,712 427,803
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 171.61 65.730   9/23/13 53.570 -9,193 11,280 2,087 329,890  365,899 63,992 429,890
    GCX Vestas Wind Systems 2,298.15 5.847   3/03/14 5.004 -11,499 13,436 1,937 331,828  354,400 77,428 431,828
  Buy ISEQ 20 short C&C Group 1,420.87 4.480   1/19/15 3.322 6,366        360,765 71,062  
      Flutter 118.78 53.590   1/19/15 66.350 6,365        367,131 64,697  
    BAX Adva 3,974.71 3.203   4/21/14 3.210 12,731        379,862 51,966  
    GEX 4SC 444.18 28.662   1/26/15 18.284 12,731        392,593 39,235  
    GCX EJR 247.27 51.487   4/28/14 51.524 12,731        405,324 26,504  
4/21/14 Sell BAX short Adva 3,974.71 3.210 3.196 4/14/14 3.203 -12,731 12,703 -28 331,800  392,593 39,207 431,800
  Buy   long Sixt 407.02 28.930   5/05/14 28.890 11,775        404,368 27,432  
4/28/14 Sell Nordic 30 long Pandora 303.95 46.257   7/29/13 28.719 -8,729 14,060 5,331 337,130  395,639 41,492 437,130
    GCX short EJR 247.27 51.524 51.450 4/14/14 51.487 -12,731 12,722 -9 337,121  382,907 54,214 437,121
  Buy Germany SolarWorld 397.89 30.870   6/09/14 16.900 12,283        395,190 41,931  
    Nordic 30 Carlsberg A 166.41 73.812   5/05/14 74.896 12,283        407,473 29,648  
    GCX long Vestas Wind Systems 1,993.28 6.162   5/19/14 7.076 12,283        419,756 17,365  
5/05/14 Sell SDAX short Koenig & Bauer 973.33 11.730 12.898 3/31/14 12.300 -11,972 12,554 582 337,703  407,784 29,918 437,703
    Nordic 30 Carlsberg A 166.41 74.896 72.728 4/28/14 73.812 -12,283 12,103 -180 337,523  395,501 42,021 437,523
    BAX long Sixt 407.02 28.890   4/21/14 28.930 -11,775 11,759 -16 337,506  383,726 53,780 437,506
  Buy SDAX ADLER Real Estate 2,449.05 5.015   5/19/14 5.000 12,282        396,008 41,498  
    Nordic 30 Pandora 252.05 48.729   9/15/14 59.766 12,282        408,290 29,216  
    BAX short Adva 3,838.13 3.200   6/09/14 3.196 12,282        420,572 16,934  
5/12/14 Sell OMXH 25 short Metso Outotec 1,715.54 8.620 4.774 12/09/13 6.697 -11,489 8,190 -3,299 334,207  409,084 25,124 434,207
    PSI 20 long Impresa 10,952.29 1.759   12/23/13 1.090 -11,938 19,265 7,327 341,534  397,146 44,389 441,534
  Buy OMXH 25 Outokumpu 1,818.56 6.680   5/19/14 6.250 12,148        409,293 32,241  
5/19/14 Sell SDAX long ADLER Real Estate 2,449.05 5.000   5/05/14 5.015 -12,282 12,245 -37 341,498  397,012 44,486 441,498
    OMXH 25 Outokumpu 1,818.56 6.250   5/12/14 6.680 -12,148 11,366 -782 340,716  384,864 55,852 440,716
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Vestas Wind Systems 1,993.28 7.076   4/28/14 6.162 -12,283 14,105 1,822 342,538  372,581 69,957 442,538
  Buy HSI Citic Pacific 9,890.38 1.295   11/10/14 1.393 12,812        385,393 57,145  
    SDAX short WCM 7,893.54 1.623   5/26/14 1.623 12,812        398,205 44,333  
    OMXH 25 YIT 1,731.35 7.400   1/26/15 5.508 12,812        411,017 31,521  
    GCX Energy Recovery 3,801.22 3.371   3/02/15 3.076 12,812        423,829 18,709  
5/26/14 Sell SDAX short WCM 7,893.54 1.623 1.623 5/19/14 1.623 -12,812 12,812 0 342,538  411,017 31,521  
  Buy   long ADLER Real Estate 2,154.73 5.500   6/09/14 6.050 11,851        422,868 19,670  
    HSI-C&I Tencent 1,165.32 10.170   10/06/14 12.196 11,851        434,719 7,819  
6/02/14 Sell SSE 50 short Poly Developments 18,632.75 0.591 0.695 12/23/13 0.641 -11,938 12,944 1,006 343,544  422,781 20,763 443,544
    HSI-Fin ICBC 23,403.67 0.478 0.460 1/06/14 0.469 -10,981 10,775 -206 343,338  411,800 31,538 443,338
    OBX 25 Petroleum Geo-Srvcs 1,534.52 7.980 7.230 2/17/14 7.605 -11,670 11,095 -575 342,763  400,129 42,634 442,763
    NZX 50 Chorus 11,019.43 1.063 0.811 1/20/14 0.937 -10,323 8,932 -1,391 341,372  389,806 51,566 441,372
  Buy SSE 50 long Sinolink Secs 10,715.65 1.150   6/23/14 1.117 12,323        402,129 39,243  
    HSI-Fin HK Exchgs & Clrg 900.45 13.685   9/29/14 17.213 12,323        414,453 26,920  
    OBX 25 Grieg Seafood 3,652.99 3.373   6/30/14 3.430 12,323        426,776 14,597  
    FT 30 National Grid 11.17 1,103.450   6/09/14 1,037.210 12,326        439,101 2,271  
    NZX 50 Tourism 17,697.83 0.696   7/21/14 0.758 12,323        451,424 -10,052  
6/09/14 Sell Germany short SolarWorld 397.89 16.900 56.388 4/28/14 30.870 -12,283 22,436 10,153 351,526  439,141 12,385 451,526
    SDAX long ADLER Real Estate 2,154.73 6.050   5/26/14 5.500 -11,851 13,036 1,185 352,711  427,290 25,421 452,711
    IBEX 35 short Inditex 535.62 21.750 20.190 3/10/14 20.970 -11,232 10,814 -418 352,293  416,058 36,235 452,293
    FT 30 long National Grid 11.17 1,037.210   6/02/14 1,103.450 -12,326 11,586 -740 351,553  403,733 47,821 451,553
    Topix (FRA) short Komatsu 711.05 16.815 14.471 11/25/13 15.643 -11,123 10,290 -833 350,720  392,610 58,110 450,720
    BAX Adva 3,838.13 3.196 3.204 5/05/14 3.200 -12,282 12,297 15 350,735  380,328 70,408 450,735
  Buy Germany long RIB Software 930.57 14.000   7/28/14 10.655 13,028        393,356 57,380  
    SDAX short WCM 8,145.81 1.599   12/29/14 1.381 13,028        406,384 44,352  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Tesco 28.29 460.539   11/17/14 306.530 13,029        419,412 31,323  
    Topix (FRA) long Fujitsu 260.40 50.030   9/15/14 48.100 13,028        432,440 18,295  
    BAX Cancom 659.98 19.740   6/16/14 18.403 13,028        445,468 5,267  
6/16/14 Sell   long Cancom 659.98 18.403   6/09/14 19.740 -13,028 12,145 -883 349,852  432,440 17,412 449,852
  Buy IBEX 35 short ArcelorMittal 356.24 32.790   3/02/15 28.860 11,681        444,121 5,731  
    BAX Adva 3,724.81 3.136   6/23/14 3.096 11,681        455,802 -5,950  
6/23/14 Sell SSE 50 long Sinolink Secs 10,715.65 1.117   6/02/14 1.150 -12,323 11,969 -354 349,499  443,479 6,020 449,499
    CAC Next 20 Natixis 2,199.20 4.867   1/13/14 4.734 -10,411 10,704 293 349,791  433,068 16,723 449,791
    BAX short Adva 3,724.81 3.096 3.177 6/16/14 3.136 -11,681 11,832 151 349,942  421,387 28,555 449,942
  Buy SSE 50 Kangmei Pharma 13,877.03 0.862   7/07/14 0.868 11,962        433,349 16,593  
    CAC Next 20 Arkema 169.30 70.655   1/26/15 62.720 11,962        445,311 4,631  
    CAC Mid 60 CGG 34.84 343.360   1/19/15 153.600 11,963        457,274 -7,332  
    BAX long Wacker Neuson 721.91 16.570   7/14/14 17.170 11,962        469,236 -19,294  
6/30/14 Sell OBX 25 long Grieg Seafood 3,652.99 3.430   6/02/14 3.373 -12,323 12,529 206 350,149  456,913 -6,764 450,149
    Nikkei (FRA) short Hitachi Zosen 1,371.69 3.700 4.912 2/10/14 4.263 -5,848 6,737 890 351,038  451,065 -27 451,038
      Nitto Denko 186.84 33.890 28.704 2/10/14 31.297 -5,848 5,363 -484 350,554  445,218 5,336 450,554
  Buy OBX 25 Norwegian 4.75 2,398.530   7/07/14 2,546.850 11,393        456,611 -6,057  
    Nikkei (FRA) long Fujitsu 103.63 54.990   8/17/15 44.550 5,699        462,309 -11,755  
      MinebeaMitsumi 692.91 8.224   8/17/15 12.573 5,698        468,008 -17,454  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,877.03 0.868 0.856 6/23/14 0.862 -11,962 11,873 -89 350,465  456,046 -5,581 450,465
    OBX 25 Norwegian 4.75 2,546.850 2,250.210 6/30/14 2,398.530 -11,393 10,689 -705 349,761  444,653 5,108 449,761
  Buy SSE 50 long AVIC Aviation Engine 3,821.03 2.976   8/03/15 7.097 11,371        456,024 -6,263  
    OBX 25 SalMar 843.56 13.480   7/28/14 14.639 11,371        467,395 -17,634  
7/14/14 Sell BAX long Wacker Neuson 721.91 17.170   6/23/14 16.570 -11,962 12,395 433 350,194  455,433 -5,239 450,194
7/21/14 Sell NZX 50 long Tourism 17,697.83 0.758   6/02/14 0.696 -12,323 13,413 1,090 351,284  443,110 8,174 451,284
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France short CGG 42.97 267.296   12/29/14 160.352 11,486        454,596 -3,312  
    NZX 50 a2 Milk 29,315.98 0.392   7/28/14 0.401 11,486        466,082 -14,798  
7/28/14 Sell Germany long RIB Software 930.57 10.655   6/09/14 14.000 -13,028 9,915 -3,113 348,171  453,054 -4,882 448,171
    MDAX Dürr 349.62 30.355   7/01/13 23.998 -8,390 10,613 2,223 350,394  444,664 5,730 450,394
    HSI-Prop short New World Dev 1,656.98 3.549 3.509 2/10/14 3.529 -5,847 5,815 -33 350,361  438,816 11,545 450,361
      The Wharf 3,160.30 2.205 1.496 2/10/14 1.850 -5,848 4,728 -1,119 349,242  432,969 16,273 449,242
    OBX 25 long SalMar 843.56 14.639   7/07/14 13.480 -11,371 12,349 978 350,220  421,598 28,622 450,220
    NZX 50 short a2 Milk 29,315.98 0.401 0.383 7/21/14 0.392 -11,486 11,225 -261 349,959  410,112 39,847 449,959
    Nikkei (TYO) Hitachi Zosen 3,385.95 3.842 3.063 4/07/14 3.453 -11,690 10,371 -1,319 348,640  398,422 50,218 448,640
  Buy Germany SolarWorld 831.40 15.000   1/12/15 12.350 12,471        410,893 37,747  
    MDAX Südzucker 898.16 13.885   2/02/15 11.245 12,471        423,364 25,276  
    HSI-Prop long CK Hutchison 454.15 13.730   8/24/15 10.950 6,235        429,599 19,041  
      Sino Land 4,980.43 1.252   8/24/15 1.200 6,236        435,834 12,805  
    OBX 25 short Petroleum Geo-Srvcs 1,932.59 6.453   8/11/14 6.127 12,471        448,305 334  
    NZX 50 long Tourism 16,759.84 0.744   2/22/16 1.542 12,471        460,776 -12,137  
    BAX Nemetschek 1,962.64 6.354   8/04/14 6.125 12,471        473,247 -24,608  
    Nikkei (TYO) MinebeaMitsumi 1,364.76 9.138   10/20/14 9.651 12,471        485,719 -37,079  
8/04/14 Sell HDAX long Dürr 477.70 28.230   1/23/12 9.125 -4,359 13,485 9,126 357,766  481,360 -23,594 457,766
    MIB Azimut 692.93 18.460   11/05/12 9.304 -6,447 12,791 6,344 364,110  474,912 -10,802 464,110
    BAX Nemetschek 1,962.64 6.125   7/28/14 6.354 -12,471 12,021 -450 363,661  462,441 1,219 463,661
    Indices Merval 18.06 750.468   8/12/13 501.316 -9,054 13,553 4,500 368,160  453,388 14,773 468,160
  Buy HDAX short Südzucker 927.27 13.020   1/12/15 11.160 12,073        465,461 2,700  
    Indices PSI 20 2.06 5,854.360   8/18/14 5,654.350 12,060        477,521 -9,360  
8/11/14 Sell ATX long Wienerberger 822.58 11.525   10/21/13 13.065 -10,747 9,480 -1,267 366,894  466,774 120 466,894
    DAX Continental 68.55 159.700   7/16/12 71.440 -4,897 10,947 6,050 372,944  461,877 11,067 472,944
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short Petroleum Geo-Srvcs 1,932.59 6.127 6.796 7/28/14 6.453 -12,471 13,134 663 373,607  449,406 24,201 473,607
  Buy ATX Raiffeisen Bank Int 658.12 18.910   2/16/15 13.795 12,445        461,851 11,756  
    DAX Adidas 216.62 57.450   8/18/14 60.070 12,445        474,295 -688  
    OBX 25 long SalMar 944.76 13.173   8/18/14 12.880 12,445        486,740 -13,133  
8/18/14 Sell DAX short Adidas 216.62 60.070 54.830 8/11/14 57.450 -12,445 11,877 -568 373,039  474,296 -1,256 473,039
    OBX 25 long SalMar 944.76 12.880   8/11/14 13.173 -12,445 12,168 -277 372,763  461,851 10,912 472,763
    Indices short PSI 20 2.06 5,654.350 6,061.440 8/04/14 5,854.360 -12,060 12,487 427 373,189  449,791 23,399 473,189
  Buy DAX long Vonovia 543.76 22.830   10/06/14 22.420 12,414        462,205 10,985  
    OBX 25 short Petroleum Geo-Srvcs 2,035.18 6.100   2/16/15 5.700 12,414        474,619 -1,429  
    Indices long Merval 15.83 784.124   10/06/14 1,022.100 12,413        487,031 -13,842  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,886.96 6.373   7/01/13 2.159 -8,390 24,771 16,381 389,570  478,641 10,929 489,570
  Buy   short Demant 1,063.70 11.763   9/08/14 11.966 12,512        491,153 -1,583  
9/08/14 Sell   short Demant 1,063.70 11.966 11.559 9/01/14 11.763 -12,512 12,295 -217 389,354  478,641 10,712 489,354
  Buy   long Pandora 217.58 57.454   9/29/14 61.631 12,501        491,142 -1,789  
9/15/14 Sell Nordic 30 long Pandora 252.05 59.766   5/05/14 48.729 -12,282 15,064 2,782 392,135  478,860 13,275 492,135
    Topix (FRA) Fujitsu 260.40 48.100   6/09/14 50.030 -13,028 12,525 -503 391,633  465,832 25,801 491,633
  Buy Nordic 30 short Volvo 1,471.36 8.791   11/10/14 9.334 12,935        478,767 12,866  
    Topix (FRA) Aeon 1,647.56 7.851   1/05/15 8.291 12,935        491,702 -69  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 900.45 17.213   6/02/14 13.685 -12,323 15,499 3,176 394,809  479,379 15,430 494,809
    TSX 60 Bausch Health 142.09 102.197   9/30/13 76.879 -10,924 14,521 3,597 398,406  468,455 29,951 498,406
    OMXC 20 Pandora 217.58 61.631   9/08/14 57.454 -12,501 13,410 909 399,315  455,955 43,360 499,315
  Buy HSI-Fin short ICBC 27,240.96 0.498   11/03/14 0.526 13,566        469,521 29,794  
    TSX 60 Yamana Gold 2,828.25 4.797   3/23/15 3.713 13,566        483,087 16,228  
10/06/14 Sell DAX long Vonovia 543.76 22.420   8/18/14 22.830 -12,414 12,191 -223 399,092  470,673 28,419 499,092
    HSI-C&I Tencent 1,165.32 12.196   5/26/14 10.170 -11,851 14,212 2,362 401,453  458,822 42,632 501,453
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Merval 15.83 1,022.100   8/18/14 784.124 -12,413 16,180 3,767 405,221  446,409 58,812 505,221
  Buy DAX short Deutsche Lufthansa 1,167.22 12.080   11/17/14 13.145 14,100        460,509 44,712  
    HSI-C&I Galaxy Entertainment 2,862.13 4.926   4/13/15 4.822 14,100        474,609 30,612  
    PSI 20 Pharol 8,650.31 1.630   2/23/15 0.697 14,100        488,709 16,512  
    Indices PSI 20 2.55 5,537.710   2/23/15 5,494.440 14,121        502,830 2,391  
10/13/14 Sell S&P 100 long Gilead Sciences 270.16 79.611   9/17/12 25.063 -6,771 21,508 14,737 419,957  496,059 23,898 519,957
    BEL 20 KBC 255.44 40.740   7/15/13 31.350 -8,008 10,407 2,399 422,356  488,051 34,305 522,356
    OMXS 30 Nokia 1,285.94 6.407   7/08/13 3.186 -4,096 8,238 4,142 426,498  483,955 42,543 526,498
      Kinnevik 187.33 22.475   7/08/13 21.868 -4,096 4,210 114 426,612  479,858 46,753 526,612
  Buy S&P 100 short General Motors 613.10 23.379   10/27/14 23.689 14,334        494,192 32,420  
    BEL 20 Galapagos 1,289.61 11.115   11/17/14 12.800 14,334        508,526 18,086  
    OMXS 30 Lundin 641.54 11.172   11/03/14 11.400 7,167        515,693 10,919  
      MTG 309.92 23.125   11/03/14 24.302 7,167        522,860 3,752  
10/20/14 Sell Kospi 50 long Amorepacific Group 183.86 87.497   7/23/12 26.166 -4,811 16,087 11,276 437,888  518,049 19,839 537,888
    Europe 50 Roche 18.57 222.572   12/19/11 129.719 -2,409 4,133 1,724 439,612  515,640 23,972 539,612
    Nikkei (TYO) MinebeaMitsumi 1,364.76 9.651   7/28/14 9.138 -12,471 13,171 700 440,312  503,169 37,143 540,312
    SP Global 100 Apple 322.65 19.487   4/30/12 15.738 -5,078 6,288 1,210 441,522  498,091 43,431 541,522
  Buy Kospi 50 short Hyundai Heavy 174.96 83.577   12/08/14 94.176 14,623        512,714 28,808  
    Europe 50 Deutsche Bank 678.72 21.545   11/10/14 21.563 14,623        527,337 14,185  
    Nikkei (TYO) Toyo Seikan 1,780.80 8.212   10/27/14 8.725 14,623        541,960 -438  
    SP Global 100 Deutsche Bank 678.72 21.545   11/03/14 22.134 14,623        556,583 -15,061  
10/27/14 Sell S&P 100 short General Motors 613.10 23.689 23.070 10/13/14 23.379 -14,334 14,144 -190 441,332  542,249 -917 541,332
    Nikkei (TYO) Toyo Seikan 1,780.80 8.725 7.698 10/20/14 8.212 -14,623 13,708 -915 440,417  527,626 12,791 540,417
    DJ Global Titans long Alphabet A 29.24 433.045   12/23/13 408.320 -11,939 12,662 723 441,140  515,687 25,454 541,140
  Buy S&P 100 Gilead Sciences 159.74 88.668   6/08/15 100.700 14,164        529,851 11,290  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) MinebeaMitsumi 1,351.86 10.477   8/24/15 10.589 14,164        544,015 -2,874  
    DJ Global Titans short Samsung Electronics 864.36 16.387   11/10/14 18.745 14,164        558,179 -17,038  
11/03/14 Sell HSI-Fin short ICBC 27,240.96 0.526 0.470 9/29/14 0.498 -13,566 12,814 -752 440,389  544,613 -4,224 540,389
    OMXS 30 Lundin 641.54 11.400 10.943 10/13/14 11.172 -7,167 7,020 -147 440,242  537,446 2,796 540,242
      MTG 309.92 24.302 21.949 10/13/14 23.125 -7,167 6,802 -365 439,877  530,279 9,598 539,877
    SP Global 100 Deutsche Bank 678.72 22.134 20.956 10/20/14 21.545 -14,623 14,223 -400 439,477  515,656 23,822 539,477
  Buy HSI-Fin long HK Exchgs & Clrg 796.99 17.669   11/24/14 17.528 14,082        529,737 9,740  
    OMXC 20 Pandora 211.19 66.679   11/17/14 66.322 14,082        543,819 -4,342  
    OMXS 30 Boliden 536.78 13.117   6/08/15 18.209 7,041        550,860 -11,383  
      Electrolux 313.55 22.455   6/08/15 27.196 7,041        557,901 -18,424  
    SP Global 100 Apple 643.09 21.898   8/24/15 22.212 14,082        571,983 -32,506  
11/10/14 Sell HSI long Citic Pacific 9,890.38 1.393   5/19/14 1.295 -12,812 13,777 965 440,443  559,171 -18,729 540,443
    Europe 50 short Deutsche Bank 678.72 21.563 21.527 10/20/14 21.545 -14,623 14,611 -12 440,430  544,548 -4,118 540,430
    Nordic 30 Volvo 1,471.36 9.334 8.249 9/15/14 8.791 -12,935 12,137 -798 439,632  531,613 8,019 539,632
    DJ Global Titans Samsung Electronics 864.36 18.745 14.028 10/27/14 16.387 -14,164 12,126 -2,038 437,594  517,449 20,145 537,594
  Buy HSI Kunlun Energy 13,459.79 1.036   1/12/15 0.825 13,943        531,392 6,202  
    Europe 50 long Novartis 225.19 61.916   8/24/15 69.088 13,943        545,335 -7,741  
    Nordic 30 Pandora 204.58 68.154   6/01/15 91.032 13,943        559,278 -21,684  
    DJ Global Titans Apple 636.69 21.899   12/15/14 21.746 13,943        573,221 -35,627  
11/17/14 Sell DAX short Deutsche Lufthansa 1,167.22 13.145 11.015 10/06/14 12.080 -14,100 12,857 -1,243 436,351  559,121 -22,770 536,351
    BEL 20 Galapagos 1,289.61 12.800 9.430 10/13/14 11.115 -14,334 12,161 -2,173 434,178  544,787 -10,609 534,178
    OMXC 20 long Pandora 211.19 66.322   11/03/14 66.679 -14,082 14,007 -75 434,102  530,705 3,397 534,102
    FT 30 short Tesco 28.29 306.530 691.926 6/09/14 460.539 -13,029 19,575 6,546 440,648  517,676 22,972 540,648
  Buy DAX long Merck (EMD) 183.77 76.670   7/06/15 90.640 14,090        531,766 8,882  
    BEL 20 Proximus 461.97 30.500   11/24/14 30.740 14,090        545,856 -5,208  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 short FLSmidth 424.64 33.181   11/24/14 35.297 14,090        559,946 -19,298  
    FT 30 long Man Group 83.11 169.534   12/15/14 177.040 14,090        574,036 -33,388  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 796.99 17.528   11/03/14 17.669 -14,082 13,970 -112 440,536  559,954 -19,418 540,536
    BEL 20 Proximus 461.97 30.740   11/17/14 30.500 -14,090 14,201 111 440,647  545,864 -5,217 540,647
    OMXC 20 short FLSmidth 424.64 35.297 31.065 11/17/14 33.181 -14,090 13,191 -899 439,748  531,774 7,974 539,748
  Buy HSI-Fin HSBC 1,713.40 7.992   1/26/15 8.332 13,693        545,467 -5,719  
    BEL 20 Galapagos 1,061.47 12.900   12/01/14 13.020 13,693        559,160 -19,412  
    OMXC 20 long Pandora 203.74 67.207   8/17/15 107.440 13,693        572,853 -33,105  
12/01/14 Sell BEL 20 short Galapagos 1,061.47 13.020 12.780 11/24/14 12.900 -13,693 13,566 -127 439,621  559,160 -19,539 539,621
  Buy   long Proximus 411.33 31.610   12/15/14 29.550 13,002        572,162 -32,541  
12/08/14 Sell Kospi 50 short Hyundai Heavy 174.96 94.176 72.978 10/20/14 83.577 -14,623 12,768 -1,854 437,766  557,539 -19,773 537,766
  Buy   long Amorepacific Group 156.14 82.934   7/06/15 157.893 12,949        570,489 -32,722  
12/15/14 Sell BEL 20 long Proximus 411.33 29.550   12/01/14 31.610 -13,002 12,155 -847 436,919  557,486 -20,567 536,919
    MerVal Edenor 35,252.78 0.569   2/24/14 0.315 -11,087 20,045 8,958 445,877  546,399 -523 545,877
    FT 30 Man Group 83.11 177.040   11/17/14 169.534 -14,090 14,714 624 446,501  532,309 14,191 546,501
    DJ Global Titans Apple 636.69 21.746   11/10/14 21.899 -13,943 13,845 -98 446,403  518,366 28,037 546,403
  Buy BEL 20 short Umicore 921.40 15.585   1/19/15 16.578 14,360        532,727 13,677  
    FT 30 Tesco 54.71 262.480   12/22/14 292.250 14,360        547,087 -684  
    DJ Global Titans Gazprom 4,303.27 3.337   3/02/15 4.494 14,360        561,447 -15,044  
12/22/14 Sell TecDAX short SMA Solar 221.62 14.800 46.789 5/21/12 26.315 -5,832 10,369 4,537 450,941  555,615 -4,674 550,941
    FT 30 Tesco 54.71 292.250 232.709 12/15/14 262.480 -14,360 12,732 -1,629 449,312  541,255 8,057 549,312
  Buy TecDAX long Dialog Semiconductor 475.81 29.285   6/01/15 51.190 13,934        555,189 -5,877  
    FT 30 Man Group 69.45 200.637   1/05/15 211.401 13,934        569,123 -19,811  
12/29/14 Sell France short CGG 42.97 160.352 445.565 7/21/14 267.296 -11,486 19,146 7,660 456,972  557,637 -665 556,972
    SDAX WCM 8,145.81 1.381 1.852 6/09/14 1.599 -13,028 15,083 2,055 459,027  544,609 14,418 559,027
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France long Adocia 300.55 47.700   6/08/15 66.230 14,336        558,945 81  
    SDAX Patrizia Immobilien 1,165.53 12.300   1/19/15 14.055 14,336        573,281 -14,255  
    BAX KUKA 241.88 59.270   7/27/15 74.330 14,336        587,618 -28,591  
1/05/15 Sell FT 30 long Man Group 69.45 211.401   12/22/14 200.637 -13,934 14,682 748 459,774  573,683 -13,909 559,774
    Topix (FRA) short Aeon 1,647.56 8.291 7.411 9/15/14 7.851 -12,935 12,210 -725 459,050  560,748 -1,699 559,050
  Buy FT 30 Tesco 47.39 294.006   1/19/15 365.061 13,933        574,681 -15,632  
    Topix (FRA) long Oriental Land 290.70 47.929   2/02/15 54.216 13,933        588,614 -29,565  
1/12/15 Sell Germany short SolarWorld 831.40 12.350 18.219 7/28/14 15.000 -12,471 15,147 2,676 461,725  576,143 -14,418 561,725
    HSI Kunlun Energy 13,459.79 0.825 1.300 11/10/14 1.036 -13,943 17,503 3,560 465,286  562,200 3,085 565,286
    HDAX Südzucker 927.27 11.160 15.190 8/04/14 13.020 -12,073 14,085 2,012 467,298  550,127 17,171 567,298
  Buy Germany long Ströer Media 593.58 24.615   6/15/15 40.315 14,611        564,738 2,560  
    HSI China Life Ins HK 4,408.74 3.314   7/13/15 3.728 14,611        579,349 -12,051  
    HDAX Ströer Media 593.58 24.615   8/24/15 47.670 14,611        593,960 -26,662  
1/19/15 Sell SDAX long Patrizia Immobilien 1,165.53 14.055   12/29/14 12.300 -14,336 16,382 2,046 469,343  579,624 -10,281 569,343
    ISEQ 20 short C&C Group 1,420.87 3.322 6.042 4/14/14 4.480 -6,366 8,584 2,219 471,562  573,259 -1,696 571,562
      Flutter 118.78 66.350 40.830 4/14/14 53.590 -6,365 4,850 -1,516 470,047  566,893 3,153 570,047
    BEL 20 Umicore 921.40 16.578 14.593 12/15/14 15.585 -14,360 13,446 -914 469,132  552,533 16,599 569,132
    FT 30 Tesco 47.39 365.061 222.950 1/05/15 294.006 -13,933 10,566 -3,367 465,765  538,600 27,165 565,765
    CAC Mid 60 CGG 34.84 153.600 767.553 6/23/14 343.360 -11,963 26,742 14,779 480,544  526,638 53,906 580,544
  Buy SDAX SGL Carbon 1,125.69 14.090   1/26/15 15.480 15,861        542,499 38,045  
    ISEQ 20 long Glanbia 572.60 13.850   6/08/15 17.420 7,931        550,429 30,115  
      Ryanair Holdings 815.06 9.730   6/08/15 11.660 7,931        558,360 22,184  
    BEL 20 bpost 693.83 22.860   9/28/15 21.000 15,861        574,221 6,323  
    FT 30 Man Group 75.59 209.841   6/08/15 231.072 15,862        590,082 -9,539  
    CAC Mid 60 Adocia 250.97 63.200   6/08/15 66.230 15,861        605,944 -25,400  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/26/15 Sell SDAX short SGL Carbon 1,125.69 15.480 12.700 1/19/15 14.090 -15,861 14,296 -1,565 478,979  590,083 -11,104 578,979
    HSI-Fin HSBC 1,713.40 8.332 7.651 11/24/14 7.992 -13,693 13,110 -583 478,396  576,390 2,006 578,396
    OMXH 25 YIT 1,731.35 5.508 9.942 5/19/14 7.400 -12,812 17,213 4,401 482,796  563,578 19,219 582,796
    CAC Next 20 Arkema 169.30 62.720 79.594 6/23/14 70.655 -11,962 13,475 1,513 484,310  551,616 32,694 584,310
    GEX 4SC 444.18 18.284 44.930 4/14/14 28.662 -12,731 19,957 7,226 491,536  538,885 52,651 591,536
  Buy SDAX long Patrizia Immobilien 1,077.19 14.950   6/29/15 22.015 16,104        554,989 36,547  
    HSI-Fin China Life Ins HK 4,310.84 3.736   8/03/15 3.251 16,104        571,093 20,443  
    OMXH 25 Neste Oil 1,993.07 8.080   5/11/15 7.640 16,104        587,197 4,339  
    GEX Ströer Media 602.02 26.750   6/01/15 38.770 16,104        603,301 -11,765  
2/02/15 Sell MDAX short Südzucker 898.16 11.245 17.145 7/28/14 13.885 -12,471 15,399 2,928 494,464  590,830 3,634 594,464
    AEX KPN 1,596.53 2.756 4.771 10/15/12 3.626 -5,789 7,616 1,827 496,291  585,041 11,250 596,291
    Topix (FRA) long Oriental Land 290.70 54.216   1/05/15 47.929 -13,933 15,760 1,828 498,119  571,108 27,011 598,119
  Buy MDAX Ströer Media 605.97 25.790   11/16/15 61.450 15,628        586,736 11,383  
    Topix (FRA) short Orix 1,569.39 9.958   2/09/15 10.802 15,628        602,364 -4,245  
2/09/15 Sell   short Orix 1,569.39 10.802 9.114 2/02/15 9.958 -15,628 14,303 -1,325 496,794  586,736 10,058 596,794
  Buy MerVal long Aluar 16,184.13 0.937   2/16/15 0.944 15,171        601,907 -5,113  
    Topix (FRA) Sony 670.48 22.627   5/18/15 28.471 15,171        617,078 -20,284  
2/16/15 Sell ATX short Raiffeisen Bank Int 658.12 13.795 25.922 8/11/14 18.910 -12,445 17,060 4,614 501,409  604,633 -3,224 601,409
    OBX 25 Petroleum Geo-Srvcs 2,035.18 5.700 6.528 8/18/14 6.100 -12,414 13,286 872 502,280  592,219 10,061 602,280
    MerVal long Aluar 16,184.13 0.944   2/09/15 0.937 -15,171 15,279 108 502,389  577,048 25,341 602,389
  Buy ATX Zumtobel 743.92 21.095   9/07/15 23.775 15,693        592,741 9,648  
    OBX 25 Frontline 1,260.64 12.448   2/23/15 11.234 15,693        608,434 -6,045  
2/23/15 Sell PSI 20 short Pharol 8,650.31 0.697 3.812 10/06/14 1.630 -14,100 32,974 18,874 521,263  594,334 26,929 621,263
    OBX 25 long Frontline 1,260.64 11.234   2/16/15 12.448 -15,693 14,162 -1,531 519,732  578,641 41,091 619,732
    Indices short PSI 20 2.55 5,494.440 5,581.320 10/06/14 5,537.710 -14,121 14,232 111 519,843  564,520 55,323 619,843
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 long Altri 5,581.68 3.024   5/25/15 4.081 16,879        581,399 38,444  
    OBX 25 short Seadrill 5.99 2,815.850   4/13/15 2,712.370 16,867        598,266 21,577  
    MerVal long Comercial del Plata 68,253.13 0.247   3/02/15 0.261 16,879        615,145 4,698  
    Indices SSE 50 ew 50.17 336.435   7/27/15 382.611 16,879        632,024 -12,181  
3/02/15 Sell IBEX 35 short ArcelorMittal 356.24 28.860 37.255 6/16/14 32.790 -11,681 13,272 1,591 521,434  620,343 1,091 621,434
    MerVal long Comercial del Plata 68,253.13 0.261   2/23/15 0.247 -16,879 17,821 942 522,376  603,464 18,912 622,376
    DJ Global Titans short Gazprom 4,303.27 4.494 2.180 12/15/14 3.337 -14,360 9,381 -4,979 517,397  589,104 28,293 617,397
    GCX Energy Recovery 3,801.22 3.076 3.693 5/19/14 3.371 -12,812 14,039 1,227 518,624  576,292 42,333 618,624
  Buy IBEX 35 long Intl. Cons. Airlines 2,091.52 7.900   3/09/15 7.660 16,523        592,815 25,810  
    DJ Global Titans Apple 572.60 28.856   3/30/15 29.169 16,523        609,338 9,287  
    GCX Shimano 118.74 139.151   6/01/15 129.753 16,523        625,860 -7,236  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,091.52 7.660   3/02/15 7.900 -16,523 16,021 -502 518,122  609,337 8,785 618,122
  Buy   short Endesa 888.44 17.640   3/23/15 18.130 15,672        625,009 -6,887  
    MerVal long Comercial del Plata 56,455.33 0.278   6/29/15 0.285 15,672        640,681 -22,559  
3/23/15 Sell IBEX 35 short Endesa 888.44 18.130 17.150 3/09/15 17.640 -15,672 15,237 -435 517,687  625,009 -7,322 617,687
    TSX 60 Yamana Gold 2,828.25 3.713 6.196 9/29/14 4.797 -13,566 17,523 3,957 521,644  611,443 10,201 621,644
  Buy IBEX 35 long Intl. Cons. Airlines 1,950.12 8.100   5/11/15 7.890 15,796        627,239 -5,595  
    TSX 60 Bausch Health 85.02 185.781   5/11/15 200.704 15,795        643,034 -21,390  
3/30/15 Sell DJ Global Titans long Apple 572.60 29.169   3/02/15 28.856 -16,523 16,702 179 521,823  626,511 -4,688 621,823
  Buy   short ConocoPhilips 261.09 59.090   4/27/15 61.591 15,428        641,939 -20,116  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,862.13 4.822 5.033 10/06/14 4.926 -14,100 14,404 304 522,127  627,839 -5,712 622,127
    OBX 25 Seadrill 5.99 2,712.370 2,923.280 2/23/15 2,815.850 -16,867 17,510 644 522,771  610,972 11,799 622,771
    ÖkoDAX SolarWorld 66.85 14.550 772.962 4/29/13 106.050 -7,089 51,673 44,583 567,354  603,883 63,471 667,354
  Buy HSI-C&I long Tencent 877.72 20.815   7/06/15 17.093 18,270        622,153 45,201  
    OBX 25 Frontline 1,335.01 13.685   5/18/15 12.057 18,270        640,423 26,931  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/27/15 Sell DJ Global Titans short ConocoPhilips 261.09 61.591 56.589 3/30/15 59.090 -15,428 14,775 -653 566,701  624,995 41,706 666,701
  Buy   long Mitsubishi UFJ 2,729.44 6.489   6/08/15 6.373 17,710        642,705 23,996  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,950.12 7.890   3/23/15 8.100 -15,796 15,386 -410 566,292  626,909 39,382 666,292
    OMXH 25 Neste Oil 1,993.07 7.640   1/26/15 8.080 -16,104 15,227 -877 565,415  610,805 54,609 665,415
    TSX 60 Bausch Health 85.02 200.704   3/23/15 185.781 -15,795 17,064 1,269 566,683  595,010 71,673 666,683
  Buy IBEX 35 short Obrascón Huarte Lain 964.37 19.140   4/25/16 5.840 18,458        613,468 53,215  
    OMXH 25 Outokumpu 3,525.88 5.235   1/04/16 2.584 18,458        631,926 34,757  
    TSX 60 Cenovus Energy 1,190.38 15.506   3/21/16 12.064 18,458        650,384 16,299  
5/18/15 Sell OBX 25 long Frontline 1,335.01 12.057   4/13/15 13.685 -18,270 16,096 -2,174 564,509  632,114 32,395 664,509
    Topix (FRA) Sony 670.48 28.471   2/09/15 22.627 -15,171 19,089 3,918 568,428  616,943 51,484 668,428
  Buy OBX 25 short REC Silicon 8,503.19 2.117   6/01/15 1.852 17,997        634,940 33,487  
    Topix (FRA) Toshiba 601.30 29.930   5/25/15 30.510 17,997        652,937 15,491  
5/25/15 Sell PSI 20 long Altri 5,581.68 4.081   2/23/15 3.024 -16,879 22,779 5,900 574,327  636,058 38,269 674,327
    Topix (FRA) short Toshiba 601.30 30.510 29.350 5/18/15 29.930 -17,997 17,648 -349 573,979  618,061 55,918 673,979
  Buy PSI 20 Pharol 35,778.43 0.510   11/23/15 0.369 18,247        636,308 37,671  
    Topix (FRA) long Sony 640.25 28.500   6/01/15 28.394 18,247        654,555 19,423  
6/01/15 Sell TecDAX long Dialog Semiconductor 475.81 51.190   12/22/14 29.285 -13,934 24,357 10,423 584,401  640,621 43,780 684,401
    OBX 25 short REC Silicon 8,503.19 1.852 2.418 5/18/15 2.117 -17,997 20,563 2,566 586,968  622,624 64,343 686,968
    Nordic 30 long Pandora 204.58 91.032   11/10/14 68.154 -13,943 18,623 4,680 591,648  608,681 82,967 691,648
    Topix (FRA) Sony 640.25 28.394   5/25/15 28.500 -18,247 18,179 -68 591,580  590,434 101,146 691,580
    GEX Ströer Media 602.02 38.770   1/26/15 26.750 -16,104 23,340 7,236 598,816  574,330 124,486 698,816
    GCX Shimano 118.74 129.753   3/02/15 139.151 -16,523 15,407 -1,116 597,700  557,807 139,893 697,700
  Buy TecDAX short Aixtron 3,034.64 6.900   4/25/16 4.108 20,939        578,746 118,954  
    OBX 25 long Frontline 1,678.38 12.476   6/08/15 12.298 20,939        599,685 98,015  
    Nordic 30 short Fortum 1,208.95 17.320   11/30/15 13.820 20,939        620,624 77,076  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Toshiba 642.10 32.610   11/16/15 22.410 20,939        641,563 56,137  
    GCX REC Silicon 11,303.71 1.852   10/05/20 0.464 20,939        662,502 35,198  
6/08/15 Sell S&P 100 long Gilead Sciences 159.74 100.700   10/27/14 88.668 -14,164 16,086 1,922 599,622  648,338 51,284 699,622
    France Adocia 300.55 66.230   12/29/14 47.700 -14,336 19,905 5,569 605,192  634,002 71,190 705,192
    ISEQ 20 Glanbia 572.60 17.420   1/19/15 13.850 -7,931 9,975 2,044 607,236  626,072 81,164 707,236
      Ryanair Holdings 815.06 11.660   1/19/15 9.730 -7,931 9,504 1,573 608,809  618,141 90,668 708,809
    OBX 25 Frontline 1,678.38 12.298   6/01/15 12.476 -20,939 20,641 -298 608,511  597,202 111,309 708,511
    OMXS 30 Boliden 536.78 18.209   11/03/14 13.117 -7,041 9,774 2,733 611,244  590,161 121,083 711,244
      Electrolux 313.55 27.196   11/03/14 22.455 -7,041 8,527 1,486 612,730  583,120 129,610 712,730
    FT 30 Man Group 75.59 231.072   1/19/15 209.841 -15,862 17,467 1,605 614,335  567,258 147,077 714,335
    CAC Mid 60 Adocia 250.97 66.230   1/19/15 63.200 -15,861 16,622 760 615,095  551,397 163,698 715,095
    DJ Global Titans Mitsubishi UFJ 2,729.44 6.373   4/27/15 6.489 -17,710 17,394 -316 614,780  533,687 181,093 714,780
  Buy S&P 100 short Norfolk Southern 277.70 80.648   6/15/15 80.979 22,396        556,083 158,697  
    France Solocal 31.97 700.450   11/23/15 390.360 22,393        578,476 136,303  
    ISEQ 20 FBD Holdings 1,207.46 9.274   8/10/15 7.120 11,198        589,674 125,105  
    OBX 25 DNO International 17,579.28 1.274   12/21/15 0.607 22,396        612,070 102,709  
    OMXS 30 SSAB 2,187.11 5.120   10/26/15 3.388 11,198        623,268 91,511  
      Telia Company 2,129.42 5.259   10/26/15 4.765 11,198        634,466 80,313  
    FT 30 Tate & Lyle 29.71 753.704   12/28/15 807.108 22,393        656,859 57,921  
    DJ Global Titans BHP 1,177.52 19.020   7/13/15 17.787 22,396        679,255 35,525  
6/15/15 Sell S&P 100 short Norfolk Southern 277.70 80.979 80.318 6/08/15 80.648 -22,396 22,304 -92 614,688  656,859 57,829 714,688
    Germany long Ströer Media 593.58 40.315   1/12/15 24.615 -14,611 23,930 9,319 624,007  642,248 81,759 724,007
  Buy S&P 100 Starbucks 434.79 46.330   7/06/15 49.123 20,144        662,392 61,615  
6/29/15 Sell SDAX long Patrizia Immobilien 1,077.19 22.015   1/26/15 14.950 -16,104 23,714 7,610 631,618  646,288 85,330 731,618
    MerVal Comercial del Plata 56,455.33 0.285   3/09/15 0.278 -15,672 16,084 412 632,030  630,616 101,414 732,030
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/06/15 Sell S&P 100 long Starbucks 434.79 49.123   6/15/15 46.330 -20,144 21,358 1,214 633,244  610,472 122,772 733,244
    Kospi 50 Amorepacific Group 156.14 157.893   12/08/14 82.934 -12,949 24,653 11,704 644,948  597,523 147,425 744,948
    DAX Merck (EMD) 183.77 90.640   11/17/14 76.670 -14,090 16,657 2,567 647,515  583,433 164,082 747,515
    HSI-C&I Tencent 877.72 17.093   4/13/15 20.815 -18,270 15,003 -3,267 644,248  565,163 179,085 744,248
  Buy S&P 100 short Norfolk Southern 293.52 78.643   7/13/15 78.579 23,083        588,247 156,002  
    CAC 40 ArcelorMittal 914.90 25.230   3/27/17 22.800 23,083        611,329 132,919  
    DAX RWE 1,199.74 19.240   7/13/15 20.205 23,083        634,412 109,836  
    HSI-C&I Sands China 6,822.02 3.384   5/09/16 3.084 23,083        657,495 86,753  
7/13/15 Sell S&P 100 short Norfolk Southern 293.52 78.579 78.708 7/06/15 78.643 -23,083 23,102 19 644,267  634,412 109,855 744,267
    HSI long China Life Ins HK 4,408.74 3.728   1/12/15 3.314 -14,611 16,438 1,827 646,094  619,801 126,293 746,094
    DAX short RWE 1,199.74 20.205 18.275 7/06/15 19.240 -23,083 21,925 -1,158 644,936  596,718 148,218 744,936
    DJ Global Titans BHP 1,177.52 17.787 20.338 6/08/15 19.020 -22,396 23,948 1,552 646,488  574,322 172,166 746,488
  Buy S&P 100 long Amazon.com 55.47 414.042   7/27/15 479.746 22,967        597,289 149,199  
    HSI short China Shenhua HK 12,365.93 1.857   4/18/16 1.521 22,966        620,255 126,233  
    DAX long Fresenius 374.89 61.260   7/27/15 61.200 22,966        643,221 103,267  
    DJ Global Titans Mitsubishi UFJ 3,656.19 6.281   7/27/15 6.435 22,966        666,187 80,301  
7/20/15 Sell DJTA long Avis Budget 490.29 38.916   9/24/12 12.419 -6,089 19,080 12,991 659,479  660,098 99,381 759,479
  Buy   short Avis Budget 551.73 38.916   8/03/15 39.514 21,471        681,569 77,910  
7/27/15 Sell S&P 100 long Amazon.com 55.47 479.746   7/13/15 414.042 -22,967 26,612 3,645 663,124  658,602 104,522 763,124
    DAX Fresenius 374.89 61.200   7/13/15 61.260 -22,966 22,943 -22 663,101  635,636 127,465 763,101
    BAX KUKA 241.88 74.330   12/29/14 59.270 -14,336 17,979 3,643 666,744  621,300 145,444 766,744
    Indices SSE 50 ew 50.17 382.611   2/23/15 336.435 -16,879 19,196 2,317 669,060  604,421 164,640 769,061
    DJ Global Titans Mitsubishi UFJ 3,656.19 6.435   7/13/15 6.281 -22,966 23,528 562 669,622  581,455 188,168 769,622
  Buy S&P 100 short ConocoPhilips 524.45 45.655   3/07/16 37.595 23,944        605,399 164,224  
    DAX RWE 1,290.78 18.550   10/19/15 12.230 23,944        629,343 140,280  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Grammer 911.81 26.260   11/09/15 23.675 23,944        653,287 116,336  
    Indices RTX 22.73 1,053.370   6/06/16 1,104.740 23,943        677,230 92,393  
    DJ Global Titans ConocoPhilips 524.45 45.655   8/03/15 45.385 23,944        701,174 68,449  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,821.03 7.097   7/07/14 2.976 -11,371 27,117 15,746 685,369  689,803 95,566 785,369
    HSI-Fin China Life Ins HK 4,310.84 3.251   1/26/15 3.736 -16,104 14,012 -2,092 683,277  673,699 109,578 783,277
    DJTA short Avis Budget 551.73 39.514 38.317 7/20/15 38.916 -21,471 21,141 -330 682,947  652,228 130,719 782,947
    DJ Global Titans ConocoPhilips 524.45 45.385 45.927 7/27/15 45.655 -23,944 24,087 143 683,090  628,284 154,806 783,090
  Buy SSE 50 China Northern Rare 11,265.01 2.081   1/04/16 1.789 23,447        651,731 131,359  
    HSI-Fin ICBC 37,491.21 0.625   1/04/16 0.538 23,447        675,178 107,912  
    DJTA long JetBlue Airways 1,088.66 21.538   8/24/15 18.277 23,447        698,625 84,465  
    SMI UBS 1,111.12 21.102   8/17/15 20.081 23,447        722,072 61,018  
    SLI Vifor Pharma 220.84 106.171   8/24/15 107.513 23,447        745,519 37,571  
    DJ Global Titans Mitsubishi UFJ 3,615.13 6.486   8/24/15 5.389 23,447        768,966 14,124  
8/10/15 Sell ISEQ 20 short FBD Holdings 1,207.46 7.120 12.080 6/08/15 9.274 -11,198 14,586 3,388 686,477  757,768 28,709 786,477
  Buy   long Kingspan Group 448.38 22.725   8/17/15 22.815 10,189        767,957 18,520  
      Ryanair Holdings 797.30 12.780   8/17/15 12.705 10,189        778,147 8,331  
8/17/15 Sell ASX 50 long James Hardie Ind 693.70 12.058   1/30/12 5.763 -3,998 8,365 4,367 690,844  774,149 16,695 790,844
    ISEQ 20 Kingspan Group 448.38 22.815   8/10/15 22.725 -10,189 10,230 40 690,884  763,959 26,925 790,884
      Ryanair Holdings 797.30 12.705   8/10/15 12.780 -10,189 10,130 -60 690,825  753,770 37,055 790,825
    OMXC 20 Pandora 203.74 107.440   11/24/14 67.207 -13,693 21,890 8,197 699,022  740,077 58,945 799,022
    SMI UBS 1,111.12 20.081   8/03/15 21.102 -23,447 22,313 -1,134 697,887  716,630 81,257 797,887
    Nikkei (FRA) Fujitsu 103.63 44.550   6/30/14 54.990 -5,699 4,617 -1,082 696,805  710,931 85,874 796,805
      MinebeaMitsumi 692.91 12.573   6/30/14 8.224 -5,698 8,712 3,013 699,819  705,233 94,586 799,819
  Buy ASX 50 short Santos 5,615.83 3.982   11/23/15 2.708 22,360        727,593 72,226  
    ISEQ 20 FBD Holdings 1,620.29 6.900   11/30/15 6.852 11,180        738,773 61,046  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 179.60 124.500   10/05/15 126.375 22,360        761,133 38,686  
    Nikkei (FRA) Sharp 871.40 12.830   11/23/15 10.210 11,180        772,313 27,506  
      IHI 370.32 30.190   11/23/15 25.250 11,180        783,493 16,326  
8/24/15 Sell USA long Alexion 44.80 143.833   11/28/11 50.936 -2,282 6,444 4,162 703,981  781,211 22,769 803,981
    DJIA Visa 127.48 58.880   12/19/11 18.897 -2,409 7,506 5,097 709,078  778,802 30,275 809,078
    Nasdaq 100 Regeneron 37.39 434.608   10/10/11 49.346 -1,845 16,250 14,405 723,483  776,957 46,525 823,483
    Euro 50 ASML 53.21 74.790   1/09/12 32.400 -1,724 3,980 2,256 725,738  775,233 50,505 825,738
      AB InBev 36.30 91.280   1/09/12 47.495 -1,724 3,313 1,589 727,328  773,509 53,818 827,328
    HDAX Ströer Media 593.58 47.670   1/12/15 24.615 -14,611 28,296 13,685 741,013  758,898 82,114 841,013
    FTSE Ashtead 14.01 1,199.890   7/30/12 333.248 -4,669 16,810 12,142 753,154  754,229 98,925 853,154
    HSI-Prop CK Hutchison 454.15 10.950   7/28/14 13.730 -6,235 4,973 -1,262 751,892  747,994 103,898 851,892
      Sino Land 4,980.43 1.200   7/28/14 1.252 -6,236 5,977 -259 751,633  741,759 109,874 851,633
    Europe 50 Novartis 225.19 69.088   11/10/14 61.916 -13,943 15,558 1,615 753,248  727,816 125,432 853,248
    DJTA JetBlue Airways 1,088.66 18.277   8/03/15 21.538 -23,447 19,898 -3,549 749,699  704,369 145,330 849,699
    SLI Vifor Pharma 220.84 107.513   8/03/15 106.171 -23,447 23,743 296 749,995  680,922 169,073 849,995
    Nikkei (TYO) MinebeaMitsumi 1,351.86 10.589   10/27/14 10.477 -14,164 14,315 151 750,146  666,758 183,388 850,146
    DJ Global Titans Mitsubishi UFJ 3,615.13 5.389   8/03/15 6.486 -23,447 19,483 -3,964 746,182  643,311 202,871 846,182
    SP Global 100 Apple 643.09 22.212   11/03/14 21.898 -14,082 14,284 202 746,384  629,229 217,155 846,384
  Buy DJIA short Chevron 428.02 62.119   5/30/16 91.551 26,588        655,817 190,567  
    Nasdaq 100 Micron Technology 2,137.71 12.438   8/31/15 14.635 26,588        682,405 163,979  
    Euro 50 E.on 1,528.05 8.700   10/26/15 8.993 13,294        695,699 150,685  
      Banco Santander 2,551.63 5.210   10/26/15 5.230 13,294        708,993 137,391  
    HDAX RWE 2,011.20 13.220   11/23/15 10.895 26,588        735,581 110,803  
    FTSE Glencore 141.89 187.390   5/09/16 167.806 26,589        762,170 84,214  
    HSI-Prop Hang Lung 6,916.03 1.922   6/06/16 1.737 13,294        775,464 70,920  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      The Wharf 7,598.31 1.750   6/06/16 1.945 13,294        788,758 57,626  
    DJCA Chevron 428.02 62.119   8/31/15 72.229 26,588        815,346 31,038  
    Europe 50 Rio Tinto 9.08 2,927.710   10/26/15 3,453.900 26,584        841,930 4,454  
    DJTA Norfolk Southern 413.01 64.376   8/31/15 69.482 26,588        868,517 -22,133  
    SLI Aryzta 2,836.75 9.373   1/09/17 8.993 26,588        895,105 -48,721  
    CAC Next 20 Casino Guichard 472.42 56.280   1/30/17 49.780 26,588        921,693 -75,309  
    Nikkei (TYO) IHI 1,026.90 25.892   8/08/16 25.014 26,588        948,281 -101,897  
    DJ Global Titans ConocoPhilips 719.05 36.977   3/21/16 37.886 26,588        974,869 -128,485  
    SP Global 100 RWE 2,011.20 13.220   9/12/16 14.645 26,588        1,001,457 -155,073  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,137.71 14.635 10.240 8/24/15 12.438 -26,588 21,891 -4,697 741,687  974,869 -133,182 841,687
    DJCA Chevron 428.02 72.229 52.009 8/24/15 62.119 -26,588 22,261 -4,327 737,360  948,281 -110,921 837,360
    DJTA Norfolk Southern 413.01 69.482 59.269 8/24/15 64.376 -26,588 24,479 -2,109 735,251  921,693 -86,443 835,251
  Buy Nasdaq 100 long Netflix 182.50 102.576   9/07/15 88.434 18,720        940,413 -105,163  
    DJCA JetBlue Airways 940.44 19.906   3/16/20 9.506 18,720        959,133 -123,883  
    DJUA short CenterPoint Energy 563.66 16.606   12/07/15 15.137 9,360        968,493 -133,243  
      FirstEnergy 328.39 28.503   12/07/15 29.960 9,360        977,853 -142,603  
    DJTA long JetBlue Airways 940.44 19.906   1/04/16 20.201 18,720        996,573 -161,323  
9/07/15 Sell Nasdaq 100 long Netflix 182.50 88.434   8/31/15 102.576 -18,720 16,139 -2,581 732,670  977,853 -145,183 832,670
    ATX Zumtobel 743.92 23.775   2/16/15 21.095 -15,693 17,687 1,994 734,664  962,160 -127,497 834,664
  Buy Nasdaq 100 short Micron Technology 1,173.45 15.066   10/19/15 16.912 17,679        979,839 -145,176  
    ATX Vienna Insurance 649.01 27.240   3/28/16 18.660 17,679        997,518 -162,855  
9/14/15 Sell RTX short RusHydro 4,059.52 0.774 3.647 3/11/13 1.680 -6,820 14,803 7,983 742,647  990,698 -148,052 842,647
  Buy USA long JetBlue Airways 746.60 23.257   9/21/15 23.986 17,364        1,008,062 -165,416  
9/21/15 Sell   long JetBlue Airways 746.60 23.986   9/14/15 23.257 -17,364 17,908 544 743,190  990,698 -147,508 843,190
  Buy   short Wynn Resorts 292.39 59.482   10/05/15 57.973 17,392        1,008,090 -164,900  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MIB Saipem 1,710.13 10.170   12/26/16 5.130 17,392        1,025,482 -182,292  
    RTX Mobile TeleSystems 2,743.22 6.340   9/28/15 6.096 17,392        1,042,874 -199,684  
9/28/15 Sell   short Mobile TeleSystems 2,743.22 6.096 6.594 9/21/15 6.340 -17,392 18,088 696 743,887  1,025,482 -181,595 843,887
    BEL 20 long bpost 693.83 21.000   1/19/15 22.860 -15,861 14,570 -1,291 742,596  1,009,621 -167,025 842,596
  Buy RTX Severstal 1,800.92 9.378   11/02/15 10.465 16,889        1,026,510 -183,914  
    BEL 20 short Solvay 188.68 89.510   3/28/16 85.670 16,889        1,043,399 -200,803  
10/05/15 Sell USA short Wynn Resorts 292.39 57.973 61.030 9/21/15 59.482 -17,392 17,845 453 743,049  1,026,007 -182,958 843,049
    OMXC 20 GN Store Nord 179.60 126.375 122.625 8/17/15 124.500 -22,360 22,023 -337 742,712  1,003,647 -160,935 842,712
  Buy USA long Netflix 171.48 99.392   12/14/15 109.790 17,044        1,020,691 -177,979  
    OMXC 20 Genmab 200.37 85.064   11/02/15 91.174 17,044        1,037,735 -195,023  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.67 208.474   4/02/18 330.481 16,192        1,053,927 -211,215  
    MerVal Pampa Energía 19,633.81 0.825   10/19/15 0.927 16,192        1,070,119 -227,407  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,173.45 16.912 13.219 9/07/15 15.066 -17,679 15,512 -2,167 740,545  1,052,440 -211,895 840,545
    DAX RWE 1,290.78 12.230 28.136 7/27/15 18.550 -23,944 36,317 12,373 752,919  1,028,496 -175,578 852,919
    MerVal long Pampa Energía 19,633.81 0.927   10/12/15 0.825 -16,192 18,191 1,999 754,917  1,012,304 -157,387 854,917
  Buy Nasdaq 100 Amazon.com 34.47 505.914   2/08/16 436.037 17,439        1,029,743 -174,826  
    DAX Fresenius 289.14 60.310   12/21/15 63.430 17,438        1,047,181 -192,264  
    MerVal short YPF 775.74 22.479   10/26/15 25.738 17,438        1,064,619 -209,702  
10/26/15 Sell Euro 50 short E.on 1,528.05 8.993 8.407 8/24/15 8.700 -13,294 12,847 -447 754,470  1,051,325 -196,855 854,470
      Banco Santander 2,551.63 5.230 5.190 8/24/15 5.210 -13,294 13,243 -51 754,419  1,038,031 -183,612 854,419
    OMXS 30 SSAB 2,187.11 3.388 7.737 6/08/15 5.120 -11,198 16,923 5,725 760,143  1,026,833 -166,690 860,143
      Telia Company 2,129.42 4.765 5.804 6/08/15 5.259 -11,198 12,358 1,160 761,304  1,015,635 -154,331 861,304
    Europe 50 Rio Tinto 9.08 3,453.900 2,401.510 8/24/15 2,927.710 -26,584 21,806 -4,778 756,526  989,051 -132,526 856,526
    MerVal YPF 775.74 25.738 19.221 10/19/15 22.479 -17,438 14,910 -2,528 753,998  971,613 -117,615 853,998
  Buy Euro 50 long Fresenius 143.48 64.150   1/11/16 59.420 9,204        980,818 -126,820  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Inditex 273.86 33.610   1/11/16 29.430 9,204        990,022 -136,024  
    OMXS 30 Boliden 527.15 17.461   11/02/15 17.505 9,204        999,226 -145,228  
      Svenska Cellulosa B 1,766.12 5.212   11/02/15 5.468 9,204        1,008,431 -154,433  
    Europe 50 SAP 262.50 70.130   12/14/15 69.400 18,409        1,026,840 -172,842  
    MerVal Pampa Energía 16,018.97 1.149   3/07/16 0.728 18,409        1,045,249 -191,251  
11/02/15 Sell RTX long Severstal 1,800.92 10.465   9/28/15 9.378 -16,889 18,847 1,958 755,956  1,028,360 -172,404 855,956
    OMXC 20 Genmab 200.37 91.174   10/05/15 85.064 -17,044 18,268 1,224 757,180  1,011,316 -154,136 857,180
    OMXS 30 Boliden 527.15 17.505   10/26/15 17.461 -9,204 9,228 23 757,203  1,002,111 -144,908 857,203
      Svenska Cellulosa B 1,766.12 5.468   10/26/15 5.212 -9,204 9,656 452 757,655  992,907 -135,252 857,655
  Buy RTX short Mobile TeleSystems 2,903.07 6.221   4/25/16 7.952 18,060        1,010,967 -153,312  
    OMXS 30 SSAB 2,673.58 3.378   12/14/15 2.601 9,030        1,019,997 -162,342  
      SKF A 561.98 16.068   12/14/15 14.663 9,030        1,029,027 -171,372  
11/09/15 Sell BAX short Grammer 911.81 23.675 29.127 7/27/15 26.260 -23,944 26,558 2,614 760,269  1,005,083 -144,814 860,269
  Buy   long Adva 1,761.30 10.155   11/16/15 10.530 17,886        1,022,969 -162,700  
11/16/15 Sell MDAX long Ströer Media 605.97 61.450   2/02/15 25.790 -15,628 37,237 21,609 781,878  1,007,341 -125,463 881,878
    BSE Sensex 30 Hindustan Unilever 659.61 11.144   1/30/12 6.061 -3,998 7,350 3,352 785,230  1,003,343 -118,112 885,231
    Topix (FRA) short Toshiba 642.10 22.410 47.453 6/01/15 32.610 -20,939 30,469 9,530 794,761  982,404 -87,643 894,761
    BAX long Adva 1,761.30 10.530   11/09/15 10.155 -17,886 18,546 660 795,421  964,518 -69,097 895,421
  Buy MDAX short Leoni 594.82 34.730   5/30/16 29.880 20,658        985,176 -89,755  
    BSE Sensex 30 Bharat Heavy 12,228.01 1.689   6/13/16 1.058 20,658        1,005,834 -110,413  
    SMI Holcim 408.99 50.510   1/09/17 49.995 20,658        1,026,492 -131,071  
    Topix (FRA) long Ono Pharmaceutical 756.65 27.302   12/14/15 30.520 20,658        1,047,150 -151,729  
    BAX short Leoni 594.82 34.730   11/23/15 36.045 20,658        1,067,808 -172,387  
11/23/15 Sell France short Solocal 31.97 390.360 1,256.870 6/08/15 700.450 -22,393 40,182 17,789 813,210  1,045,415 -132,205 913,210
    ASX 50 Santos 5,615.83 2.708 5.854 8/17/15 3.982 -22,360 32,874 10,514 823,724  1,023,055 -99,331 923,724
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX RWE 2,011.20 10.895 16.041 8/24/15 13.220 -26,588 32,262 5,674 829,398  996,467 -67,069 929,398
    PSI 20 Pharol 35,778.43 0.369 0.705 5/25/15 0.510 -18,247 25,220 6,973 836,371  978,220 -41,848 936,371
    Nikkei (FRA) Sharp 871.40 10.210 16.122 8/17/15 12.830 -11,180 14,049 2,869 839,240  967,040 -27,799 939,240
      IHI 370.32 25.250 36.097 8/17/15 30.190 -11,180 13,367 2,187 841,428  955,860 -14,432 941,428
    BAX Leoni 594.82 36.045 33.415 11/16/15 34.730 -20,658 19,876 -782 840,645  935,202 5,444 940,645
  Buy France long Ubisoft 882.37 26.805   1/11/16 24.260 23,652        958,854 -18,208  
    HDAX SMA Solar 495.07 47.775   1/18/16 41.200 23,652        982,506 -41,860  
    PSI 20 Altri 4,631.29 5.107   12/07/15 5.008 23,652        1,006,158 -65,512  
    OMXC 20 Genmab 208.57 113.399   2/08/16 88.896 23,652        1,029,809 -89,164  
    Nikkei (FRA) Yamaha 471.72 25.070   12/07/15 22.360 11,826        1,041,635 -100,990  
    BAX Adva 2,131.77 11.095   12/14/15 9.859 23,652        1,065,287 -124,642  
    GEX Hypoport 299.39 79.000   12/14/15 70.070 23,652        1,088,939 -148,294  
11/30/15 Sell ISEQ 20 short FBD Holdings 1,620.29 6.852 6.948 8/17/15 6.900 -11,180 11,258 78 840,724  1,077,759 -137,035 940,724
    Nordic 30 Fortum 1,208.95 13.820 21.706 6/01/15 17.320 -20,939 26,242 5,303 846,027  1,056,820 -110,793 946,027
  Buy Germany long SMA Solar 442.14 47.225   1/11/16 49.315 20,880        1,077,700 -131,673  
    ASX 50 short Origin Energy 5,450.84 3.831   1/04/16 3.253 20,880        1,098,580 -152,553  
    ISEQ 20 long Flutter 86.96 120.050   12/07/15 122.000 10,440        1,109,020 -162,993  
      Dalata Hotel 2,027.18 5.150   12/07/15 5.130 10,440        1,119,460 -173,433  
    Nordic 30 Pandora 186.10 112.200   12/14/15 108.345 20,880        1,140,340 -194,313  
12/07/15 Sell ISEQ 20 long Flutter 86.96 122.000   11/30/15 120.050 -10,440 10,609 170 846,196  1,129,900 -183,704 946,196
      Dalata Hotel 2,027.18 5.130   11/30/15 5.150 -10,440 10,399 -41 846,156  1,119,460 -173,305 946,156
    PSI 20 Altri 4,631.29 5.008   11/23/15 5.107 -23,652 23,194 -459 845,697  1,095,808 -150,111 945,697
    DJUA short CenterPoint Energy 563.66 15.137 18.217 8/31/15 16.606 -9,360 10,268 908 846,605  1,086,448 -139,843 946,605
      FirstEnergy 328.39 29.960 27.045 8/31/15 28.503 -9,360 8,881 -479 846,127  1,077,088 -130,962 946,127
    Nikkei (FRA) long Yamaha 471.72 22.360   11/23/15 25.070 -11,826 10,548 -1,278 844,848  1,065,262 -120,414 944,848
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 Eicher Motors 786.66 22.421   10/24/11 2.335 -1,837 17,638 15,801 860,649  1,063,425 -102,777 960,649
  Buy ISEQ 20 short FBD Holdings 1,572.29 6.820   1/04/16 6.603 10,723        1,074,148 -113,500  
    PSI 20 Pharol 76,049.65 0.282   4/25/16 0.141 21,446        1,095,594 -134,946  
    DJUA long NiSource 607.36 17.655   3/16/20 18.760 10,723        1,106,318 -145,669  
      American Water 199.05 53.870   3/16/20 106.441 10,723        1,117,040 -156,391  
    Nikkei (FRA) short OKI Electric 934.06 11.480   3/07/16 12.000 10,723        1,127,763 -167,114  
      Sharp 1,128.74 9.500   3/07/16 13.180 10,723        1,138,486 -177,838  
    BSE Sensex 50 ONGC 10,401.09 2.062   12/21/15 2.125 21,446        1,159,932 -199,284  
12/14/15 Sell USA long Netflix 171.48 109.790   10/05/15 99.392 -17,044 18,827 1,783 862,432  1,142,889 -180,457 962,432
    OMXS 30 short SSAB 2,673.58 2.601 4.386 11/02/15 3.378 -9,030 11,725 2,695 865,127  1,133,859 -168,732 965,127
      SKF A 561.98 14.663 17.608 11/02/15 16.068 -9,030 9,895 865 865,992  1,124,828 -158,837 965,992
    Europe 50 long SAP 262.50 69.400   10/26/15 70.130 -18,409 18,218 -192 865,800  1,106,419 -140,619 965,800
    Nordic 30 Pandora 186.10 108.345   11/30/15 112.200 -20,880 20,163 -717 865,083  1,085,539 -120,456 965,083
    Topix (FRA) Ono Pharmaceutical 756.65 30.520   11/16/15 27.302 -20,658 23,093 2,435 867,518  1,064,881 -97,363 967,518
    BAX Adva 2,131.77 9.859   11/23/15 11.095 -23,652 21,017 -2,635 864,883  1,041,229 -76,346 964,883
    GEX Hypoport 299.39 70.070   11/23/15 79.000 -23,652 20,978 -2,674 862,209  1,017,577 -55,368 962,209
  Buy OMXS 30 Securitas 846.08 13.398   12/21/15 13.632 11,336        1,028,913 -66,703  
      Swedish Match 3,656.61 3.100   12/21/15 3.142 11,335        1,040,248 -78,039  
    Europe 50 short Rio Tinto 8.91 2,545.100   12/28/15 2,721.790 22,677        1,062,925 -100,716  
    Nordic 30 Møller-Mærsk B 18.49 1,226.160   4/25/16 1,254.850 22,672        1,085,597 -123,387  
    Topix (FRA) Toshiba 1,043.78 21.720   12/21/15 19.300 22,671        1,108,268 -146,058  
    BAX Leoni 682.14 33.235   7/04/16 24.990 22,671        1,130,938 -168,729  
    GEX Manz 557.58 40.660   5/09/16 36.225 22,671        1,153,610 -191,400  
12/21/15 Sell DAX long Fresenius 289.14 63.430   10/19/15 60.310 -17,438 18,340 902 863,112  1,136,172 -173,060 963,112
    OBX 25 short DNO International 17,579.28 0.607 2.673 6/08/15 1.274 -22,396 46,982 24,586 887,698  1,113,776 -126,078 987,698
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 846.08 13.632   12/14/15 13.398 -11,336 11,533 198 887,896  1,102,440 -114,544 987,896
      Swedish Match 3,656.61 3.142   12/14/15 3.100 -11,335 11,490 154 888,050  1,091,105 -103,055 988,050
    Topix (FRA) short Toshiba 1,043.78 19.300 24.443 12/14/15 21.720 -22,671 25,514 2,843 890,893  1,068,434 -77,541 990,893
    BSE Sensex 50 ONGC 10,401.09 2.125 1.999 12/07/15 2.062 -21,446 20,792 -654 890,238  1,046,988 -56,749 990,238
  Buy DAX RWE 2,048.00 11.395   12/28/15 11.660 23,337        1,070,325 -80,086  
    OBX 25 long Bakkafrost 887.91 26.283   12/28/15 26.311 23,337        1,093,662 -103,423  
    OMXS 30 short SSAB 5,376.45 2.170   12/28/15 2.409 11,669        1,105,330 -115,092  
      SKF A 799.14 14.601   12/28/15 15.095 11,668        1,116,999 -126,760  
    Topix (FRA) long Ono Pharmaceutical 729.65 31.984   1/04/16 32.298 23,337        1,140,336 -150,097  
    CAC Mid 60 Sartorius Stedim 405.33 57.575   12/28/15 57.183 23,337        1,163,673 -173,434  
    BSE Sensex 50 Bajaj Finance 2,874.69 8.118   1/04/16 8.393 23,337        1,187,010 -196,771  
12/28/15 Sell DAX short RWE 2,048.00 11.660 11.130 12/21/15 11.395 -23,337 22,794 -543 889,696  1,163,673 -173,977 989,696
    OBX 25 long Bakkafrost 887.91 26.311   12/21/15 26.283 -23,337 23,362 25 889,720  1,140,336 -150,615 989,720
    OMXS 30 short SSAB 5,376.45 2.409 1.932 12/21/15 2.170 -11,669 10,385 -1,284 888,436  1,128,667 -140,231 988,436
      SKF A 799.14 15.095 14.108 12/21/15 14.601 -11,668 11,274 -394 888,042  1,116,999 -128,957 988,042
    Europe 50 Rio Tinto 8.91 2,721.790 2,368.420 12/14/15 2,545.100 -22,677 21,103 -1,574 886,468  1,094,322 -107,854 986,468
    FT 30 Tate & Lyle 29.71 807.108 700.300 6/08/15 753.704 -22,393 20,806 -1,587 884,881  1,071,929 -87,048 984,881
    CAC Mid 60 long Sartorius Stedim 405.33 57.183   12/21/15 57.575 -23,337 23,178 -159 884,722  1,048,592 -63,870 984,722
  Buy USA Energy Recovery 3,556.25 6.473   1/11/16 5.700 23,021        1,071,613 -86,891  
    DAX Adidas 258.40 89.090   3/07/16 96.970 23,021        1,094,634 -109,912  
    OBX 25 short Seadrill 25.20 913.471   5/09/16 892.833 23,019        1,117,654 -132,931  
    OMXS 30 long Securitas 829.59 13.875   1/04/16 13.705 11,511        1,129,164 -144,442  
      Swedish Match 3,593.66 3.203   1/04/16 3.169 11,510        1,140,675 -155,952  
    Europe 50 SAP 315.96 72.860   1/04/16 70.580 23,021        1,163,696 -178,973  
    FT 30 ITV 61.71 373.033   1/11/16 356.368 23,020        1,186,716 -201,993  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/04/16 Sell SSE 50 short China Northern Rare 11,265.01 1.789 2.422 8/03/15 2.081 -23,447 27,285 3,838 888,560  1,163,269 -174,708 988,560
    ASX 50 Origin Energy 5,450.84 3.253 4.511 11/30/15 3.831 -20,880 24,586 3,706 892,266  1,142,389 -150,122 992,266
    HSI-Fin ICBC 37,491.21 0.538 0.727 8/03/15 0.625 -23,447 27,237 3,790 896,057  1,118,942 -122,885 996,057
    ISEQ 20 FBD Holdings 1,572.29 6.603 7.044 12/07/15 6.820 -10,723 11,075 352 896,409  1,108,219 -111,809 996,409
    OMXH 25 Outokumpu 3,525.88 2.584 10.606 5/11/15 5.235 -18,458 37,394 18,936 915,346  1,089,761 -74,415 1,015,346
    OMXS 30 long Securitas 829.59 13.705   12/28/15 13.875 -11,511 11,370 -141 915,205  1,078,250 -63,045 1,015,205
      Swedish Match 3,593.66 3.169   12/28/15 3.203 -11,510 11,389 -121 915,084  1,066,740 -51,656 1,015,084
    Europe 50 SAP 315.96 70.580   12/28/15 72.860 -23,021 22,300 -720 914,363  1,043,719 -29,355 1,014,363
    DJTA JetBlue Airways 940.44 20.201   8/31/15 19.906 -18,720 18,998 278 914,641  1,024,999 -10,357 1,014,641
    Topix (FRA) Ono Pharmaceutical 729.65 32.298   12/21/15 31.984 -23,337 23,566 229 914,871  1,001,662 13,209 1,014,871
    BSE Sensex 50 Bajaj Finance 2,874.69 8.393   12/21/15 8.118 -23,337 24,128 791 915,661  978,325 37,337 1,015,661
  Buy SSE 50 Shanghai Pudong 10,467.63 2.515   1/11/16 2.391 26,324        1,004,649 11,013  
    HSI-Fin Hang Seng Bank 1,545.43 17.034   1/11/16 16.023 26,324        1,030,973 -15,311  
    ISEQ 20 Flutter 106.70 123.350   1/18/16 119.900 13,161        1,044,134 -28,473  
      Dalata Hotel 2,446.47 5.380   1/18/16 4.930 13,162        1,057,296 -41,635  
    OMXH 25 Elisa 779.97 33.750   1/11/16 34.422 26,324        1,083,620 -67,959  
    OMXS 30 short SSAB 5,396.70 2.439   4/04/16 3.262 13,162        1,096,782 -81,121  
      SKF A 905.10 14.542   4/04/16 15.448 13,162        1,109,944 -94,283  
    Europe 50 Rio Tinto 10.18 2,585.270   1/25/16 2,112.660 26,318        1,136,262 -120,601  
    DJTA Ryder System 501.08 52.534   2/22/16 53.012 26,324        1,162,586 -146,925  
    Topix (FRA) Toshiba 1,325.48 19.860   8/15/16 25.260 26,324        1,188,910 -173,249  
    BSE Sensex 50 Larsen & Toubro 2,268.20 11.606   3/07/16 10.779 26,324        1,215,234 -199,573  
1/11/16 Sell USA long Energy Recovery 3,556.25 5.700   12/28/15 6.473 -23,021 20,272 -2,749 912,912  1,192,213 -179,301 1,012,912
    Euro 50 Fresenius 143.48 59.420   10/26/15 64.150 -9,204 8,526 -679 912,233  1,183,009 -170,776 1,012,233
      Inditex 273.86 29.430   10/26/15 33.610 -9,204 8,060 -1,145 911,089  1,173,805 -162,716 1,011,089
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    France Ubisoft 882.37 24.260   11/23/15 26.805 -23,652 21,406 -2,246 908,843  1,150,153 -141,310 1,008,843
    Germany SMA Solar 442.14 49.315   11/30/15 47.225 -20,880 21,804 924 909,767  1,129,273 -119,506 1,009,767
    SSE 50 Shanghai Pudong 10,467.63 2.391   1/04/16 2.515 -26,324 25,026 -1,298 908,469  1,102,949 -94,480 1,008,469
    HSI-Fin Hang Seng Bank 1,545.43 16.023   1/04/16 17.034 -26,324 24,763 -1,561 906,908  1,076,625 -69,717 1,006,908
    OMXH 25 Elisa 779.97 34.422   1/04/16 33.750 -26,324 26,848 524 907,432  1,050,301 -42,869 1,007,432
    FT 30 ITV 61.71 356.368   12/28/15 373.033 -23,020 21,991 -1,028 906,403  1,027,281 -20,877 1,006,403
    Topix (TYO) Subaru 713.19 33.663   6/11/12 6.048 -4,313 24,008 19,695 926,098  1,022,968 3,131 1,026,098
  Buy Euro 50 short Volkswagen 109.91 117.050   1/25/16 110.750 12,865        1,035,833 -9,734  
      Banco Santander 3,153.19 4.080   1/25/16 3.860 12,865        1,048,698 -22,599  
    France Vallourec 97.58 263.680   4/18/16 148.800 25,730        1,074,428 -48,329  
    SSE 50 Haitong Secs 14,632.62 1.758   6/13/16 1.997 25,730        1,100,158 -74,059  
    ASX 50 Origin Energy 9,398.40 2.738   2/29/16 2.906 25,730        1,125,888 -99,789  
    HSI-Fin China Life Ins HK 10,137.50 2.538   6/06/16 1.986 25,730        1,151,618 -125,519  
    OMXH 25 Outokumpu 10,391.76 2.476   4/25/16 3.996 25,730        1,177,348 -151,249  
    FT 30 Tesco 104.28 246.739   1/25/16 258.955 25,730        1,203,077 -176,979  
    Topix (TYO) Toshiba 1,430.65 17.985   10/31/16 33.076 25,730        1,228,807 -202,709  
1/18/16 Sell HDAX long SMA Solar 495.07 41.200   11/23/15 47.775 -23,652 20,397 -3,255 922,843  1,205,155 -182,312 1,022,843
    ISEQ 20 Flutter 106.70 119.900   1/04/16 123.350 -13,161 12,793 -368 922,475  1,191,994 -169,519 1,022,475
      Dalata Hotel 2,446.47 4.930   1/04/16 5.380 -13,162 12,061 -1,101 921,374  1,178,832 -157,458 1,021,374
    QIX Freenet 414.55 28.325   1/23/12 10.515 -4,359 11,742 7,383 928,757  1,174,473 -145,716 1,028,757
  Buy HDAX short Aixtron 6,689.70 3.300   3/14/16 3.331 22,076        1,196,549 -167,792  
    ISEQ 20 FBD Holdings 1,713.98 6.440   5/30/16 6.529 11,038        1,207,587 -178,830  
    QIX BMW 282.66 78.100   2/08/16 69.300 22,076        1,229,663 -200,905  
1/25/16 Sell Euro 50 short Volkswagen 109.91 110.750 123.708 1/11/16 117.050 -12,865 13,597 732 929,489  1,216,798 -187,309 1,029,489
      Banco Santander 3,153.19 3.860 4.313 1/11/16 4.080 -12,865 13,598 733 930,222  1,203,933 -173,710 1,030,222
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Rio Tinto 10.18 2,112.660 3,163.610 1/04/16 2,585.270 -26,318 32,206 5,888 936,110  1,177,615 -141,505 1,036,110
    FT 30 Tesco 104.28 258.955 234.523 1/11/16 246.739 -25,730 24,456 -1,274 934,836  1,151,885 -117,049 1,034,836
  Buy Euro 50 long SAP 157.84 72.680   4/04/16 70.040 11,472        1,163,357 -128,521  
      Vinci 186.14 61.630   4/04/16 65.450 11,472        1,174,828 -139,992  
    Europe 50 SAP 315.69 72.680   3/28/16 70.840 22,944        1,197,773 -162,937  
    FT 30 National Grid 18.47 1,242.520   2/01/16 1,311.560 22,949        1,220,722 -185,886  
2/01/16 Sell   long National Grid 18.47 1,311.560   1/25/16 1,242.520 -22,949 24,225 1,275 936,111  1,197,773 -161,662 1,036,111
  Buy   short NatWest 66.22 330.109   4/18/16 299.798 21,860        1,219,633 -183,521  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.47 436.037   10/19/15 505.914 -17,439 15,030 -2,409 933,702  1,202,194 -168,491 1,033,702
    OMXC 20 Genmab 208.57 88.896   11/23/15 113.399 -23,652 18,541 -5,111 928,592  1,178,542 -149,950 1,028,592
    QIX short BMW 282.66 69.300 88.018 1/18/16 78.100 -22,076 24,879 2,803 931,395  1,156,466 -125,071 1,031,395
  Buy Nasdaq 100 Micron Technology 2,493.95 9.085   3/21/16 10.259 22,658        1,179,124 -147,729  
    QIX long Rational 55.92 405.150   4/11/16 463.700 22,656        1,201,780 -170,385  
2/22/16 Sell DJTA short Ryder System 501.08 53.012 52.057 1/04/16 52.534 -26,324 26,085 -239 931,156  1,175,456 -144,301 1,031,156
    NZX 50 long Tourism 16,759.84 1.542   7/28/14 0.744 -12,471 25,839 13,368 944,523  1,162,985 -118,462 1,044,523
  Buy OMXC 20 Vestas Wind Systems 1,916.95 12.077   2/29/16 12.460 23,151        1,186,136 -141,613  
    DJTA Delta Air Lines 523.48 44.225   3/07/16 43.943 23,151        1,209,287 -164,764  
    NZX 50 short ANZ Banking NZ 1,513.54 15.296   2/29/16 14.670 23,151        1,232,438 -187,915  
2/29/16 Sell ASX 50 short Origin Energy 9,398.40 2.906 2.569 1/11/16 2.738 -25,730 24,147 -1,583 942,941  1,206,708 -163,768 1,042,941
    OMXC 20 long Vestas Wind Systems 1,916.95 12.460   2/22/16 12.077 -23,151 23,885 734 943,674  1,183,557 -139,883 1,043,674
    NZX 50 short ANZ Banking NZ 1,513.54 14.670 15.949 2/22/16 15.296 -23,151 24,139 988 944,662  1,160,406 -115,744 1,044,662
  Buy ASX 50 long Newcrest Mining 2,022.84 11.480   11/05/18 13.103 23,222        1,183,628 -138,966  
    NZX 50 a2 Milk 21,784.24 1.066   5/22/17 2.174 23,222        1,206,850 -162,188  
3/07/16 Sell S&P 100 short ConocoPhilips 524.45 37.595 55.443 7/27/15 45.655 -23,944 29,077 5,133 949,796  1,182,906 -133,111 1,049,796
    DAX long Adidas 258.40 96.970   12/28/15 89.090 -23,021 25,057 2,036 951,832  1,159,886 -108,054 1,051,832
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Pampa Energía 16,018.97 0.728   10/26/15 1.149 -18,409 11,662 -6,747 945,085  1,141,477 -96,392 1,045,085
    DJTA Delta Air Lines 523.48 43.943   2/22/16 44.225 -23,151 23,003 -148 944,937  1,118,326 -73,389 1,044,937
    Nikkei (FRA) short OKI Electric 934.06 12.000 10.960 12/07/15 11.480 -10,723 10,237 -486 944,451  1,107,603 -63,151 1,044,451
      Sharp 1,128.74 13.180 5.820 12/07/15 9.500 -10,723 6,569 -4,154 940,297  1,096,880 -56,582 1,040,297
    BSE Sensex 50 Larsen & Toubro 2,268.20 10.779 12.496 1/04/16 11.606 -26,324 28,344 2,020 942,318  1,070,556 -28,238 1,042,318
  Buy USA long Energy Recovery 3,257.48 7.782   10/29/18 6.189 25,351        1,095,907 -53,589  
    S&P 100 Facebook 264.04 96.013   3/28/16 101.554 25,351        1,121,258 -78,940  
    DAX short Deutsche Bank 1,601.14 15.833   4/25/16 14.347 25,351        1,146,609 -104,291  
    MerVal YPF 1,533.20 16.535   4/11/16 14.912 25,351        1,171,960 -129,642  
    DJTA Avis Budget 991.71 25.563   3/14/16 24.329 25,351        1,197,311 -154,993  
    Nikkei (FRA) long Nippon Suisan 2,988.80 4.241   3/14/16 4.289 12,676        1,209,987 -167,669  
      Yamaha 485.63 26.101   3/14/16 27.038 12,675        1,222,662 -180,344  
    BSE Sensex 50 Bajaj Finance 2,954.90 8.579   12/10/18 29.076 25,351        1,248,013 -205,695  
3/14/16 Sell HDAX short Aixtron 6,689.70 3.331 3.269 1/18/16 3.300 -22,076 21,869 -207 942,110  1,225,937 -183,827 1,042,110
    DJTA Avis Budget 991.71 24.329 26.860 3/07/16 25.563 -25,351 26,637 1,286 943,396  1,200,586 -157,190 1,043,396
    Nikkei (FRA) long Nippon Suisan 2,988.80 4.289   3/07/16 4.241 -12,676 12,819 143 943,540  1,187,910 -144,371 1,043,540
      Yamaha 485.63 27.038   3/07/16 26.101 -12,675 13,130 455 943,995  1,175,235 -131,240 1,043,995
  Buy HDAX SMA Solar 524.55 43.500   4/11/16 45.160 22,818        1,198,053 -154,058  
    DJTA Alaska Air Group 317.49 71.870   10/29/18 53.552 22,818        1,220,871 -176,876  
    Nikkei (FRA) short Toshiba 687.70 16.590   7/18/16 25.800 11,409        1,232,280 -188,285  
      IHI 627.56 18.180   7/18/16 25.860 11,409        1,243,689 -199,694  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,493.95 10.259 7.912 2/08/16 9.085 -22,658 19,731 -2,927 941,068  1,221,031 -179,963 1,041,068
    TSX 60 Cenovus Energy 1,190.38 12.064 19.931 5/11/15 15.506 -18,458 23,725 5,267 946,335  1,202,573 -156,238 1,046,335
    DJ Global Titans ConocoPhilips 719.05 37.886 36.068 8/24/15 36.977 -26,588 25,934 -654 945,681  1,175,985 -130,304 1,045,681
  Buy Nasdaq 100 long NVidia 3,033.85 7.543   10/29/18 40.739 22,884        1,198,869 -153,188  
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 1,753.76 13.049   6/27/16 19.168 22,884        1,221,753 -176,072  
    DJ Global Titans McDonald´s 207.73 110.161   3/28/16 110.022 22,884        1,244,636 -198,955  
3/28/16 Sell S&P 100 long Facebook 264.04 101.554   3/07/16 96.013 -25,351 26,814 1,463 947,144  1,219,285 -172,141 1,047,144
    ATX short Vienna Insurance 649.01 18.660 39.765 9/07/15 27.240 -17,679 25,808 8,129 955,273  1,201,606 -146,333 1,055,273
    BEL 20 Solvay 188.68 85.670 93.522 9/28/15 89.510 -16,889 17,646 757 956,030  1,184,717 -128,687 1,056,030
    Europe 50 long SAP 315.69 70.840   1/25/16 72.680 -22,944 22,363 -581 955,449  1,161,773 -106,324 1,055,449
    DJ Global Titans McDonald´s 207.73 110.022   3/21/16 110.161 -22,884 22,855 -29 955,420  1,138,889 -83,469 1,055,420
  Buy S&P 100 short Devon Energy 1,052.70 23.082   4/25/16 30.124 24,298        1,163,187 -107,767  
    ATX long Flughafen Wien 997.97 24.348   5/16/16 25.113 24,298        1,187,485 -132,065  
    BEL 20 Bekaert 694.23 35.000   4/25/16 37.780 24,298        1,211,783 -156,363  
    Europe 50 short Credit Suisse 1,898.73 12.797   4/18/16 13.328 24,298        1,236,081 -180,661  
    DJ Global Titans Mitsubishi UFJ 5,843.96 4.158   4/11/16 3.840 24,298        1,260,379 -204,959  
4/04/16 Sell Euro 50 long SAP 157.84 70.040   1/25/16 72.680 -11,472 11,055 -417 955,003  1,248,908 -193,904 1,055,003
      Vinci 186.14 65.450   1/25/16 61.630 -11,472 12,183 711 955,714  1,237,436 -181,721 1,055,714
    OMXS 30 short SSAB 5,396.70 3.262 1.615 1/04/16 2.439 -13,162 8,718 -4,444 951,270  1,224,274 -173,003 1,051,270
      SKF A 905.10 15.448 13.637 1/04/16 14.542 -13,162 12,342 -820 950,451  1,211,112 -160,661 1,050,451
  Buy Euro 50 Deutsche Bank 842.00 13.209   5/16/16 12.861 11,122        1,222,234 -171,783  
      Unicredit 735.92 15.113   5/16/16 14.382 11,122        1,233,356 -182,905  
    OMXC 20 long Genmab 178.93 124.315   4/11/16 126.502 22,244        1,255,599 -205,149  
    OMXS 30 Securitas 767.19 14.497   4/11/16 14.803 11,122        1,266,721 -216,271  
      Fingerprint Cards 1,060.33 10.489   4/11/16 10.913 11,122        1,277,843 -227,393  
4/11/16 Sell HDAX long SMA Solar 524.55 45.160   3/14/16 43.500 -22,818 23,689 871 951,321  1,255,025 -203,704 1,051,321
    OMXC 20 Genmab 178.93 126.502   4/04/16 124.315 -22,244 22,635 391 951,713  1,232,782 -181,069 1,051,713
    OMXS 30 Securitas 767.19 14.803   4/04/16 14.497 -11,122 11,357 235 951,948  1,221,660 -169,712 1,051,948
      Fingerprint Cards 1,060.33 10.913   4/04/16 10.489 -11,122 11,571 449 952,397  1,210,538 -158,141 1,052,397
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short YPF 1,533.20 14.912 18.335 3/07/16 16.535 -25,351 28,111 2,760 955,157  1,185,187 -130,030 1,055,157
    QIX long Rational 55.92 463.700   2/08/16 405.150 -22,656 25,930 3,274 958,431  1,162,531 -104,100 1,058,431
    DJ Global Titans short Mitsubishi UFJ 5,843.96 3.840 4.501 3/28/16 4.158 -24,298 26,306 2,008 960,439  1,138,233 -77,794 1,060,439
  Buy HDAX Deutsche Bank 1,966.05 12.495   7/25/16 11.745 24,566        1,162,799 -102,360  
    OMXC 20 Nordea Bank (DK) 2,965.69 8.283   4/25/16 8.632 24,566        1,187,365 -126,926  
    OMXS 30 Nordea Bank 1,477.30 8.315   4/18/16 8.483 12,283        1,199,648 -139,209  
      S.E.B 1,449.97 8.471   4/18/16 8.777 12,283        1,211,931 -151,492  
    MerVal long Gr Fin Galicia 10,781.65 2.279   6/20/16 2.681 24,566        1,236,497 -176,058  
    QIX short Daimler 406.05 60.500   7/04/16 54.240 24,566        1,261,063 -200,624  
    DJ Global Titans long McDonald´s 219.68 111.826   5/09/16 114.955 24,566        1,285,629 -225,190  
4/18/16 Sell France short Vallourec 97.58 148.800 467.252 1/11/16 263.680 -25,730 45,594 19,865 980,303  1,259,899 -179,596 1,080,303
    HSI China Shenhua HK 12,365.93 1.521 2.268 7/13/15 1.857 -22,966 28,048 5,082 985,386  1,236,933 -151,547 1,085,386
    OMXS 30 Nordea Bank 1,477.30 8.483 8.147 4/11/16 8.315 -12,283 12,035 -248 985,137  1,224,650 -139,512 1,085,137
      S.E.B 1,449.97 8.777 8.166 4/11/16 8.471 -12,283 11,840 -443 984,695  1,212,367 -127,672 1,084,695
    Europe 50 Credit Suisse 1,898.73 13.328 12.266 3/28/16 12.797 -24,298 23,289 -1,009 983,686  1,188,069 -104,383 1,083,686
    FT 30 NatWest 66.22 299.798 363.484 2/01/16 330.109 -21,860 24,070 2,210 985,896  1,166,209 -80,313 1,085,896
  Buy France long Ubisoft 928.32 27.080   6/13/16 32.460 25,139        1,191,348 -105,452  
    HSI AAC Technologies 3,812.12 6.595   11/21/16 8.782 25,139        1,216,487 -130,591  
    OMXS 30 Securitas 871.85 14.417   6/13/16 13.140 12,569        1,229,056 -143,160  
      Fingerprint Cards 1,016.14 12.370   6/13/16 9.568 12,570        1,241,626 -155,730  
    Europe 50 BAT 4.65 5,403.310   4/25/16 5,349.570 25,125        1,266,751 -180,855  
    FT 30 BAT 4.65 5,403.310   4/25/16 5,349.570 25,125        1,291,877 -205,981  
4/25/16 Sell S&P 100 short Devon Energy 1,052.70 30.124 16.039 3/28/16 23.082 -24,298 16,884 -7,414 978,482  1,267,579 -189,096 1,078,482
    DAX Deutsche Bank 1,601.14 14.347 17.473 3/07/16 15.833 -25,351 27,977 2,626 981,108  1,242,228 -161,120 1,081,108
    TecDAX Aixtron 3,034.64 4.108 11.590 6/01/15 6.900 -20,939 35,170 14,231 995,339  1,221,289 -125,949 1,095,339
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 Obrascón Huarte Lain 964.37 5.840 62.729 5/11/15 19.140 -18,458 60,494 42,036 1,037,376  1,202,831 -65,455 1,137,376
    RTX Mobile TeleSystems 2,903.07 7.952 4.490 11/02/15 6.221 -18,060 13,035 -5,025 1,032,350  1,184,771 -52,420 1,132,350
    BEL 20 long Bekaert 694.23 37.780   3/28/16 35.000 -24,298 26,228 1,930 1,034,280  1,160,472 -26,192 1,134,280
    OMXH 25 short Outokumpu 10,391.76 3.996 0.956 1/11/16 2.476 -25,730 9,935 -15,795 1,018,485  1,134,742 -16,258 1,118,485
    PSI 20 Pharol 76,049.65 0.141 0.564 12/07/15 0.282 -21,446 42,892 21,446 1,039,931  1,113,296 26,634 1,139,931
    OMXC 20 Nordea Bank (DK) 2,965.69 8.632 7.935 4/11/16 8.283 -24,566 23,532 -1,034 1,038,896  1,088,730 50,166 1,138,896
    Europe 50 long BAT 4.65 5,349.570   4/18/16 5,403.310 -25,125 24,876 -250 1,038,646  1,063,605 75,041 1,138,646
    Nordic 30 short Møller-Mærsk B 18.49 1,254.850 1,197.470 12/14/15 1,226.160 -22,672 22,141 -530 1,038,116  1,040,933 97,183 1,138,116
    FT 30 long BAT 4.65 5,349.570   4/18/16 5,403.310 -25,125 24,876 -250 1,037,866  1,015,808 122,058 1,137,866
  Buy S&P 100 McDonald´s 278.42 113.132   5/09/16 114.955 31,498        1,047,306 90,560  
    Germany Verbio 3,759.61 8.378   6/27/16 5.220 31,498        1,078,804 59,062  
    DAX Adidas 292.05 107.850   5/09/16 114.300 31,498        1,110,302 27,564  
    TecDAX SMA Solar 673.54 46.765   5/09/16 46.500 31,498        1,141,800 -3,934  
    IBEX 35 aena 260.96 120.700   5/09/16 123.100 31,498        1,173,298 -35,432  
    RTX Sberbank 4,625.94 6.809   5/02/16 6.933 31,498        1,204,796 -66,930  
    BEL 20 short Ackermans van Haaren 285.18 110.450   8/22/16 112.650 31,498        1,236,294 -98,428  
    OMXH 25 long