Thu, Oct 1st, 2020, 13:33UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  80,802 20,864 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        93,053 8,612  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  91,522 10,134 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  89,990 11,634 101,625
  Buy   long Lundin 136.76 10.350   5/30/11 9.405 1,416        91,406 10,219  
      Swedbank 108.37 13.061   5/30/11 12.341 1,415        92,821 8,803  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  89,278 12,376 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  87,566 14,163 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,854 15,909 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,057 20,049 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  78,514 23,929 102,444
  Buy ISEQ 20 Bank of Ireland 212.30 7.440   1/02/12 2.550 1,580        80,094 22,350  
      Ryanair Holdings 469.25 3.366   1/02/12 3.780 1,580        81,673 20,770  
    OMXC 20 Vestas Wind Systems 131.39 24.043   5/16/11 20.923 3,159        84,832 17,611  
    NZX 50 long a2 Milk 40,972.76 0.077   10/03/11 0.120 3,159        87,991 14,452  
    Nikkei (TYO) Screen 104.49 30.233   5/09/11 32.089 3,159        91,150 11,293  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  88,087 14,225 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  84,663 17,644 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  81,121 20,851 101,971
  Buy STI Wilmar International 1,087.11 2.824   7/02/12 2.197 3,070        84,191 17,781  
    SMI long Richemont 70.18 43.745   5/09/11 42.905 3,070        87,261 14,711  
5/09/11 Sell   long Richemont 70.18 42.905   5/02/11 43.745 -3,070 3,011 -59 1,912  84,191 17,722 101,912
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 104.49 32.089   4/25/11 30.233 -3,159 3,353 194 2,106  81,032 21,075 102,106
  Buy CAC 40 short Carrefour 100.41 30.665   2/06/12 18.345 3,079        84,111 17,996  
    TSX 60 BlackBerry 101.66 30.287   2/20/12 11.318 3,079        87,190 14,917  
    FT 30 Lloyds Bank 50.28 61.241   5/30/11 59.956 3,079        90,269 11,837  
    SMI Credit Suisse 104.76 29.390   5/21/12 15.602 3,079        93,348 8,759  
    Nikkei (TYO) Tokyo Electric Power 745.29 4.131   2/13/12 1.953 3,079        96,427 5,680  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 131.39 20.923 27.628 4/25/11 24.043 -3,159 3,630 471 2,577  93,268 9,310 102,577
  Buy   long Novozymes 118.15 23.673   5/30/11 23.619 2,797        96,065 6,513  
    CAC Mid 60 short Genfit 711.16 3.933   1/23/12 1.723 2,797        98,862 3,716  
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 2,192  95,552 6,640 102,192
  Buy   short China Life 1,308.32 2.079   5/30/11 2.028 2,720        98,272 3,920  
    SDAX Heidelberger Druck 938.25 2.899   1/30/12 1.657 2,720        100,992 1,200  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,722 -1,531  
5/30/11 Sell SSE 50 short China Life 1,308.32 2.028 2.131 5/23/11 2.079 -2,720 2,788 68 2,260  101,002 1,257 102,260
    OMXC 20 long Novozymes 118.15 23.619   5/16/11 23.673 -2,797 2,791 -6 2,254  98,206 4,048 102,254
    OMXS 30 Lundin 136.76 9.405   4/18/11 10.350 -1,416 1,286 -129 2,124  96,790 5,334 102,124
      Swedbank 108.37 12.341   4/18/11 13.061 -1,415 1,337 -78 2,046  95,375 6,672 102,046
    FT 30 short Lloyds Bank 50.28 59.956 62.554 5/09/11 61.241 -3,079 3,145 66 2,112  92,295 9,817 102,112
  Buy SSE 50 long China Northern Rare 1,158.40 2.415   6/06/11 2.742 2,798        95,093 7,019  
    BEL 20 short Galapagos 292.98 9.550   7/04/11 8.420 2,798        97,891 4,221  
    OMXC 20 Vestas Wind Systems 138.15 20.253   7/04/11 17.428 2,798        100,689 1,423  
    OMXS 30 Nokia 310.07 4.512   7/04/11 4.367 1,399        102,088 24  
      Telia Company 263.95 5.300   7/04/11 4.997 1,399        103,487 -1,375  
6/06/11 Sell SSE 50 long China Northern Rare 1,158.40 2.742   5/30/11 2.415 -2,798 3,177 379 2,491  100,689 1,802 102,491
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,812  96,382 5,430 101,812
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 4,244.10 0.632   1/23/12 0.506 2,681        99,063 2,749  
    FT 30 Lloyds Bank 50.93 52.638   12/05/11 31.447 2,681        101,744 68  
    BAX long Zooplus 57.45 46.669   6/13/11 48.803 2,681        104,425 -2,613  
6/13/11 Sell   long Zooplus 57.45 48.803   6/06/11 46.669 -2,681 2,804 123 1,935  101,744 191 101,935
6/20/11 Buy CAC Next 20 short EDF 98.32 25.965   6/27/11 25.805 2,553        104,297 -2,362  
6/27/11 Sell   short EDF 98.32 25.805 26.126 6/20/11 25.965 -2,553 2,569 16 1,950  101,744 206 101,950
  Buy France Carrefour 96.52 26.450   1/23/12 17.050 2,553        104,297 -2,347  
    MIB UnipolSai 497.66 5.130   11/05/12 0.935 2,553        106,850 -4,900  
    CAC Next 20 long Arkema 39.21 65.105   7/11/11 66.601 2,553        109,403 -7,452  
7/04/11 Sell BEL 20 short Galapagos 292.98 8.420 10.832 5/30/11 9.550 -2,798 3,173 376 2,326  106,605 -4,279 102,326
    OMXC 20 Vestas Wind Systems 138.15 17.428 23.535 5/30/11 20.253 -2,798 3,251 454 2,780  103,807 -1,027 102,780
    OMXS 30 Nokia 310.07 4.367 4.661 5/30/11 4.512 -1,399 1,445 46 2,826  102,408 418 102,826
      Telia Company 263.95 4.997 5.622 5/30/11 5.300 -1,399 1,484 85 2,911  101,009 1,902 102,911
  Buy BEL 20 long Solvay 24.33 107.700   7/11/11 107.450 2,620        103,629 -719  
    OMXC 20 Novozymes 112.71 23.246   7/11/11 23.100 2,620        106,249 -3,339  
    OMXS 30 Lundin 131.46 9.965   7/11/11 9.554 1,310        107,559 -4,649  
      Swedish Match 53.78 24.358   7/11/11 24.413 1,310        108,869 -5,959  
7/11/11 Sell BEL 20 long Solvay 24.33 107.450   7/04/11 107.700 -2,620 2,614 -6 2,905  106,249 -3,344 102,905
    OMXC 20 Novozymes 112.71 23.100   7/04/11 23.246 -2,620 2,604 -16 2,888  103,629 -741 102,888
    OMXS 30 Lundin 131.46 9.554   7/04/11 9.965 -1,310 1,256 -54 2,834  102,319 515 102,834
      Swedish Match 53.78 24.413   7/04/11 24.358 -1,310 1,313 3 2,837  101,009 1,828 102,837
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,405  97,212 6,193 103,405
    CAC Next 20 long Arkema 39.21 66.601   6/27/11 65.105 -2,553 2,611 59 3,463  94,659 8,804 103,463
  Buy RTX short Mobile TeleSystems 216.35 12.970   7/18/11 12.740 2,806        97,465 5,998  
    BEL 20 Bekaert 55.63 50.440   3/12/12 24.765 2,806        100,271 3,192  
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 163.64 17.148   11/28/11 9.897 2,806        103,077 386  
    OMXS 30 Nokia 354.88 3.954   11/28/11 4.082 1,403        104,480 -1,017  
      SSAB 149.25 9.401   11/28/11 6.652 1,403        105,883 -2,420  
    Topix (FRA) long Daito Trust 43.32 64.780   8/01/11 65.420 2,806        108,690 -5,226  
    CAC Next 20 short Natixis 861.79 3.256   3/12/12 2.721 2,806        111,496 -8,032  
7/18/11 Sell RTX short Mobile TeleSystems 216.35 12.740 13.204 7/11/11 12.970 -2,806 2,857 51 3,514  108,689 -5,175 103,514
  Buy ATX Flughafen Wien 296.14 8.300   3/26/12 7.050 2,458        111,147 -7,633  
7/25/11 Buy ASX 50 short Macquarie Group 115.09 20.828   1/16/12 19.953 2,397        113,545 -10,030  
    DJ Global Titans Bank of America 343.91 6.970   12/26/11 4.202 2,397        115,942 -12,427  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,176  112,632 -6,456 106,176
    Topix (FRA) Daito Trust 43.32 65.420   7/11/11 64.780 -2,806 2,834 28 6,203  109,825 -3,622 106,203
  Buy S&P 100 short AIG 129.11 19.860   1/09/12 18.875 2,564        112,389 -6,186  
    HSI New World Dev 681.99 3.760   12/26/11 2.465 2,564        114,953 -8,750  
    HDAX Commerzbank 136.38 18.801   1/23/12 14.511 2,564        117,517 -11,314  
    RTX Mobile TeleSystems 208.12 12.320   6/25/12 13.400 2,564        120,081 -13,878  
    DJTA Delta Air Lines 473.22 5.418   10/24/11 6.408 2,564        122,645 -16,442  
    Topix (FRA) Nintendo 23.18 110.600   1/23/12 105.744 2,564        125,209 -19,006  
    SP Global 100 Carrefour 127.69 20.080   4/30/12 15.175 2,564        127,773 -21,570  
8/08/11 Buy Nasdaq 100 short Akamai 143.48 14.741   10/10/11 17.540 2,115        129,888 -23,685  
    Kospi 50 LG Display 154.74 13.668   10/10/11 14.049 2,115        132,003 -25,800  
    DAX Commerzbank 137.75 15.354   12/19/11 9.482 2,115        134,118 -27,915  
    MDAX Ceconomy 220.06 9.611   5/14/12 7.298 2,115        136,233 -30,030  
    FTSE Lloyds Bank 56.18 37.648   11/28/11 27.613 2,115        138,348 -32,145  
    HSI-C&I Li & Fung 1,823.59 1.160   1/16/12 1.742 2,115        140,463 -34,260  
    Europe 50 Lloyds Bank 56.18 37.648   12/19/11 27.968 2,115        142,578 -36,375  
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 Tata Motors 818.28 2.585   10/03/11 2.302 2,115        144,693 -38,490  
    QIX Pro7-Sat1 151.07 14.000   1/23/12 17.200 2,115        146,808 -40,605  
8/22/11 Buy DJIA short Goldman Sachs 22.15 73.991   12/19/11 67.244 1,639        148,447 -42,244  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,305  143,914 -38,609 105,305
  Buy   short Nintendo 14.30 116.602   2/13/12 104.998 1,667        145,582 -40,276  
9/05/11 Buy Euro 50 short Societe Generale 40.12 20.250   1/09/12 15.000 812        146,394 -41,089  
      Unicredit 29.59 27.460   1/09/12 11.455 813        147,207 -41,901  
10/03/11 Sell NZX 50 long a2 Milk 40,972.76 0.120   4/25/11 0.077 -3,159 4,896 1,737 7,042  144,048 -37,005 107,042
    BSE Sensex 50 short Tata Motors 818.28 2.302 2.902 8/08/11 2.585 -2,115 2,375 260 7,302  141,933 -34,630 107,302
  Buy NZX 50 Heartland 6,513.63 0.279   10/17/11 0.296 1,816        143,749 -36,446  
    BSE Sensex 50 long Eicher Motors 746.04 2.434   10/17/11 2.393 1,816        145,565 -38,262  
10/10/11 Sell Nasdaq 100 short Akamai 143.48 17.540 11.942 8/08/11 14.741 -2,115 1,713 -402 6,900  143,450 -36,549 106,900
    Kospi 50 LG Display 154.74 14.049 13.287 8/08/11 13.668 -2,115 2,056 -59 6,841  141,335 -34,493 106,841
  Buy Nasdaq 100 long Regeneron 36.64 49.346   8/24/15 434.608 1,808        143,143 -36,301  
    Kospi 50 SK Holdings 18.86 95.875   12/19/11 80.532 1,808        144,951 -38,109  
10/17/11 Sell NZX 50 short Heartland 6,513.63 0.296 0.262 10/03/11 0.279 -1,816 1,705 -111 6,731  143,135 -36,404 106,731
    BSE Sensex 50 long Eicher Motors 746.04 2.393   10/03/11 2.434 -1,816 1,785 -31 6,700  141,319 -34,619 106,700
  Buy NZX 50 a2 Milk 12,945.40 0.139   10/31/11 0.139 1,802        143,121 -36,421  
    BSE Sensex 50 short Aurobindo Pharma 1,961.89 0.919   10/24/11 0.877 1,802        144,923 -38,223  
10/24/11 Sell DJTA short Delta Air Lines 473.22 6.408 4.429 8/01/11 5.418 -2,564 2,096 -468 6,231  142,359 -36,127 106,231
    BSE Sensex 50 Aurobindo Pharma 1,961.89 0.877 0.962 10/17/11 0.919 -1,802 1,887 85 6,316  140,557 -34,241 106,316
  Buy DJTA long Kansas City Southern 40.69 44.258   11/21/11 48.824 1,801        142,358 -36,041  
    BSE Sensex 50 Eicher Motors 771.24 2.335   12/07/15 22.421 1,801        144,159 -37,842  
10/31/11 Sell NZX 50 long a2 Milk 12,945.40 0.139   10/17/11 0.139 -1,802 1,803 1 6,317  142,357 -36,039 106,317
  Buy   short Heartland 5,818.42 0.302   3/05/12 0.277 1,756        144,113 -37,795  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/21/11 Sell DJTA long Kansas City Southern 40.69 48.824   10/24/11 44.258 -1,801 1,987 186 6,503  142,312 -35,809 106,503
  Buy USA short Netflix 224.62 7.867   11/28/11 7.544 1,767        144,079 -37,575  
    DJTA JetBlue Airways 665.66 2.655   12/05/11 3.509 1,767        145,846 -39,342  
11/28/11 Sell USA short Netflix 224.62 7.544 8.203 11/21/11 7.867 -1,767 1,842 76 6,579  144,079 -37,500 106,579
    FTSE Lloyds Bank 56.18 27.613 51.330 8/08/11 37.648 -2,115 2,884 769 7,347  141,964 -34,616 107,347
    OMXC 20 Vestas Wind Systems 163.64 9.897 29.711 7/11/11 17.148 -2,806 4,862 2,056 9,403  139,158 -29,754 109,403
    OMXS 30 Nokia 354.88 4.082 3.825 7/11/11 3.954 -1,403 1,357 -46 9,358  137,755 -28,397 109,358
      SSAB 149.25 6.652 13.285 7/11/11 9.401 -1,403 1,983 580 9,938  136,352 -26,414 109,938
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,406  132,809 -21,403 111,406
  Buy USA long Alexion 44.17 50.936   8/24/15 143.833 2,250        135,058 -23,652  
    FTSE Next 0.72 3,105.900   6/04/12 3,698.710 2,236        137,295 -25,889  
    OMXC 20 Tryg 261.70 8.598   5/14/12 8.768 2,250        139,545 -28,139  
    OMXS 30 Getinge 60.35 18.641   5/14/12 19.967 1,125        140,670 -29,264  
      Lundin 60.21 18.684   5/14/12 15.471 1,125        141,795 -30,389  
    Nordic 30 Equinor 123.25 18.255   5/07/12 19.757 2,250        144,045 -32,639  
12/05/11 Sell FT 30 short Lloyds Bank 50.93 31.447 88.109 6/06/11 52.638 -2,681 4,487 1,807 13,213  141,364 -28,151 113,213
    DJTA JetBlue Airways 665.66 3.509 1.800 11/21/11 2.655 -1,767 1,198 -569 12,644  139,597 -26,953 112,644
  Buy FT 30 long BAT 0.63 3,416.030   12/12/11 3,512.060 2,152        141,749 -29,105  
    DJTA Kirby 44.62 48.011   6/25/12 36.163 2,142        143,891 -31,247  
12/12/11 Sell FT 30 long BAT 0.63 3,512.060   12/05/11 3,416.030 -2,152 2,213 61 12,704  141,739 -29,035 112,704
  Buy   short Lloyds Bank 73.13 28.594   12/19/11 27.968 2,091        143,830 -31,126  
12/19/11 Sell DJIA short Goldman Sachs 22.15 67.244 81.415 8/22/11 73.991 -1,639 1,803 164 12,869  142,191 -29,322 112,869
    Kospi 50 long SK Holdings 18.86 80.532   10/10/11 95.875 -1,808 1,519 -289 12,579  140,383 -27,803 112,579
    DAX short Commerzbank 137.75 9.482 24.862 8/08/11 15.354 -2,115 3,425 1,310 13,889  138,268 -24,379 113,889
    Europe 50 Lloyds Bank 56.18 27.968 50.678 8/08/11 37.648 -2,115 2,847 732 14,621  136,153 -21,532 114,621
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 73.13 27.968 29.234 12/12/11 28.594 -2,091 2,138 47 14,668  134,062 -19,394 114,668
  Buy DJIA long Visa 126.00 18.897   8/24/15 58.880 2,381        136,443 -21,775  
    Kospi 50 short Hyundai Heavy 13.06 182.275   1/23/12 209.385 2,381        138,823 -24,155  
    DAX long Merck (EMD) 64.89 36.695   6/04/12 36.500 2,381        141,204 -26,536  
    Europe 50 Roche 18.36 129.719   10/20/14 222.572 2,382        143,586 -28,918  
    FT 30 Tate & Lyle 2.95 808.105   5/14/12 858.422 2,384        145,970 -31,302  
12/26/11 Sell HSI short New World Dev 681.99 2.465 5.735 8/01/11 3.760 -2,564 3,911 1,347 16,015  143,406 -27,391 116,015
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,434  139,609 -21,175 118,434
    DJ Global Titans Bank of America 343.91 4.202 11.562 7/25/11 6.970 -2,397 3,976 1,579 20,014  137,212 -17,198 120,014
  Buy HSI long Lenovo 4,773.40 0.538   5/21/12 0.656 2,570        139,782 -19,768  
    OMXH 25 Huhtamäki 278.74 9.220   1/02/12 9.150 2,570        142,352 -22,338  
    DJ Global Titans Philip Morris 42.52 60.439   1/23/12 57.914 2,570        144,922 -24,908  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,195  141,498 -20,303 121,195
    ISEQ 20 Bank of Ireland 212.30 2.550 21.707 4/25/11 7.440 -1,580 4,608 3,029 24,224  139,918 -15,694 124,224
      Ryanair Holdings 469.25 3.780 2.952 4/25/11 3.366 -1,580 1,385 -194 24,030  138,339 -14,309 124,030
    OMXH 25 long Huhtamäki 278.74 9.150   12/26/11 9.220 -2,570 2,550 -20 24,010  135,769 -11,759 124,010
  Buy Germany Encavis 863.92 3.248   5/14/12 2.970 2,806        138,575 -14,565  
    AEX Vopak 68.28 41.095   4/09/12 44.780 2,806        141,381 -17,371  
    ISEQ 20 Flutter 31.11 45.100   5/21/12 50.010 1,403        142,784 -18,774  
      Ryanair Holdings 371.16 3.780   5/21/12 4.040 1,403        144,187 -20,177  
    OMXH 25 short Outokumpu 241.48 11.620   1/09/12 12.510 2,806        146,993 -22,983  
    BAX long Wirecard 219.56 12.780   1/09/12 13.215 2,806        149,799 -25,789  
1/09/12 Sell S&P 100 short AIG 129.11 18.875 20.895 8/01/11 19.860 -2,564 2,698 134 24,144  147,235 -23,091 124,144
    Euro 50 Societe Generale 40.12 15.000 27.338 9/05/11 20.250 -812 1,097 284 24,428  146,422 -21,994 124,428
      Unicredit 29.59 11.455 65.827 9/05/11 27.460 -813 1,948 1,135 25,564  145,610 -20,046 125,564
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 241.48 12.510 10.730 1/02/12 11.620 -2,806 2,591 -215 25,349  142,804 -17,455 125,349
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,318  141,032 -15,714 125,318
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,681  139,261 -2,580 136,681
    BAX long Wirecard 219.56 13.215   1/02/12 12.780 -2,806 2,901 96 36,776  136,455 321 136,776
  Buy S&P 100 Biogen 37.93 90.342   9/03/12 116.954 3,427        139,882 -3,105  
    Euro 50 ASML 52.89 32.400   8/24/15 74.790 1,714        141,595 -4,819  
      AB InBev 36.08 47.495   8/24/15 91.280 1,714        143,309 -6,532  
    OMXH 25 Wärtsilä 409.77 8.363   1/30/12 8.837 3,427        146,736 -9,959  
    Nikkei (FRA) Aozora Bank 80.18 21.370   5/14/12 18.670 1,713        148,449 -11,673  
      Nitto Boseki 132.06 12.975   5/14/12 12.260 1,713        150,163 -13,386  
1/16/12 Sell ASX 50 short Macquarie Group 115.09 19.953 21.742 7/25/11 20.828 -2,397 2,502 105 36,881  147,766 -10,884 136,881
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,819  143,459 -5,639 137,819
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,512  141,687 -4,175 137,512
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,197  139,916 -2,718 137,197
    HSI-C&I Li & Fung 1,823.59 1.742 0.578 8/08/11 1.160 -2,115 1,053 -1,062 36,136  137,801 -1,665 136,136
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 46,305  134,738 11,567 146,305
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 49,771  132,007 17,764 149,771
  Buy ASX 50 long James Hardie Ind 715.23 5.856   1/23/12 6.001 4,188        136,195 13,575  
    HSI-Fin AIA 1,595.91 2.624   5/14/12 2.577 4,188        140,383 9,388  
    HSI-Prop China Ov Land & Inv 1,358.86 1.541   6/10/13 2.124 2,094        142,477 7,294  
      China Res Land 1,481.85 1.413   6/10/13 2.183 2,094        144,571 5,200  
    HSI-C&I Sands China 1,630.59 2.568   5/21/12 2.614 4,188        148,759 1,011  
    OBX 25 Equinor 217.40 19.264   5/14/12 19.745 4,188        152,947 -3,177  
    BAX Wirecard 318.72 13.140   6/18/12 14.995 4,188        157,135 -7,365  
    Indices ISEQ-Overall 1.39 3,005.690   5/21/12 3,087.810 4,178        161,313 -11,542  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/23/12 Sell France short Carrefour 96.52 17.050 41.032 6/27/11 26.450 -2,553 3,960 1,408 51,178  158,760 -7,582 151,178
    SSE 50 China Rwy Constr 4,244.10 0.506 0.789 6/06/11 0.632 -2,681 3,350 669 51,847  156,079 -4,232 151,847
    Kospi 50 Hyundai Heavy 13.06 209.385 155.165 12/19/11 182.275 -2,381 2,026 -354 51,493  153,699 -2,205 151,493
    ASX 50 long James Hardie Ind 715.23 6.001   1/16/12 5.856 -4,188 4,292 104 51,597  149,511 2,087 151,597
    HDAX short Commerzbank 136.38 14.511 24.359 8/01/11 18.801 -2,564 3,322 758 52,356  146,946 5,409 152,356
    Topix (FRA) Nintendo 23.18 105.744 115.679 8/01/11 110.600 -2,564 2,681 118 52,473  144,383 8,090 152,473
    CAC Mid 60 Genfit 711.16 1.723 8.978 5/16/11 3.933 -2,797 6,385 3,588 56,061  141,586 14,475 156,061
    QIX Pro7-Sat1 151.07 17.200 10.800 8/08/11 14.000 -2,115 1,632 -483 55,577  139,471 16,107 155,577
    DJ Global Titans long Philip Morris 42.52 57.914   12/26/11 60.439 -2,570 2,463 -107 55,470  136,901 18,569 155,470
  Buy France Hermes International 17.15 253.600   4/23/12 251.250 4,349        141,250 14,220  
    SSE 50 China Minsheng Bk 6,514.90 0.668   3/19/12 0.633 4,350        145,600 9,870  
    Kospi 50 Samsung Electronics 283.47 15.346   5/21/12 16.200 4,350        149,950 5,520  
    ASX 50 short QBE Insurance 453.81 9.586   1/30/12 9.544 4,350        154,300 1,170  
    HDAX long Dürr 476.71 9.125   8/04/14 28.230 4,350        158,650 -3,180  
    Topix (FRA) Fast Retailing 29.77 146.118   2/27/12 148.473 4,350        163,000 -7,530  
    CAC Mid 60 Innate Pharma 2,543.86 1.710   5/14/12 1.650 4,350        167,350 -11,880  
    QIX Freenet 413.69 10.515   1/18/16 28.325 4,350        171,700 -16,230  
    DJ Global Titans short Bank of America 775.55 5.609   2/06/12 6.060 4,350        176,050 -20,580  
1/30/12 Sell ASX 50 short QBE Insurance 453.81 9.544 9.628 1/23/12 9.586 -4,350 4,369 19 55,489  171,700 -16,211 155,489
    SDAX Heidelberger Druck 938.25 1.657 5.072 5/23/11 2.899 -2,720 4,759 2,039 57,528  168,980 -11,452 157,528
    OMXH 25 long Wärtsilä 409.77 8.837   1/09/12 8.363 -3,427 3,621 194 57,722  165,553 -7,831 157,722
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 60,468  161,246 -778 160,468
  Buy ASX 50 long James Hardie Ind 692.66 5.763   8/17/15 12.058 3,992        165,238 -4,771  
    SDAX Encavis 1,321.42 3.021   5/21/12 2.951 3,992        169,230 -8,763  
    OMXH 25 short Nokia 1,028.87 3.880   2/13/12 3.800 3,992        173,222 -12,755  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 30 long Hindustan Unilever 658.62 6.061   11/16/15 11.144 3,992        177,214 -16,747  
2/06/12 Sell CAC 40 short Carrefour 100.41 18.345 51.259 5/09/11 30.665 -3,079 5,147 2,068 62,535  174,135 -11,600 162,535
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 64,175  170,592 -6,417 164,175
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 64,399  167,282 -2,883 164,399
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 71,170  164,219 6,951 171,170
    DJ Global Titans Bank of America 775.55 6.060 5.157 1/23/12 5.609 -4,350 4,000 -350 70,820  159,869 10,951 170,820
  Buy CAC 40 long Airbus 166.87 27.230   4/09/12 29.725 4,544        164,413 6,407  
    TecDAX Dialog Semiconductor 271.36 16.745   5/21/12 15.475 4,544        168,957 1,863  
    IBEX 35 Bankinter 1,316.34 3.452   2/13/12 3.297 4,544        173,501 -2,681  
    PSI 20 Jerónimo Martins 353.89 12.840   2/20/12 12.970 4,544        178,045 -7,225  
    MerVal short Gr Fin Galicia 7,661.44 0.593   2/27/12 0.596 4,544        182,589 -11,769  
    DJ Global Titans long Apple 360.63 12.600   5/21/12 15.695 4,544        187,133 -16,313  
2/13/12 Sell IBEX 35 long Bankinter 1,316.34 3.297   2/06/12 3.452 -4,544 4,340 -204 70,616  182,589 -11,973 170,616
    OMXH 25 short Nokia 1,028.87 3.800 3.962 1/30/12 3.880 -3,992 4,076 84 70,700  178,597 -7,897 170,700
    Nikkei (TYO) Tokyo Electric Power 745.29 1.953 8.741 5/09/11 4.131 -3,079 6,515 3,436 74,135  175,518 -1,383 174,135
    Topix (TYO) Nintendo 14.30 104.998 129.488 8/29/11 116.602 -1,667 1,852 184 74,320  173,850 469 174,320
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 78,433  170,302 8,130 178,433
  Buy IBEX 35 Sacyr 1,407.36 3.314   8/20/12 1.284 4,664        174,966 3,466  
    OMXH 25 long Nokian Tyres 138.40 33.700   4/09/12 36.040 4,664        179,630 -1,198  
    Nikkei (TYO) Tokyo Dome Corp 1,148.40 4.061   5/21/12 4.378 4,664        184,294 -5,862  
    Topix (TYO) Fast Retailing 30.12 154.867   5/07/12 167.646 4,665        188,959 -10,526  
    GEX 4SC 378.61 12.319   5/07/12 9.617 4,664        193,623 -15,190  
2/20/12 Sell TSX 60 short BlackBerry 101.66 11.318 81.048 5/09/11 30.287 -3,079 8,239 5,160 83,593  190,544 -6,951 183,593
    PSI 20 long Jerónimo Martins 353.89 12.970   2/06/12 12.840 -4,544 4,590 46 83,639  186,000 -2,361 183,639
  Buy TSX 60 Constellation Soft 64.09 70.699   4/16/12 66.838 4,531        190,531 -6,892  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 short Pharol 1,078.81 4.200   2/27/12 3.989 4,531        195,062 -11,423  
    SLI long Sonova 53.12 85.291   4/23/12 82.016 4,531        199,593 -15,954  
2/27/12 Sell PSI 20 short Pharol 1,078.81 3.989 4.422 2/20/12 4.200 -4,531 4,771 240 83,879  195,062 -11,183 183,879
    MerVal Gr Fin Galicia 7,661.44 0.596 0.591 2/06/12 0.593 -4,544 4,525 -19 83,860  190,518 -6,658 183,860
    Topix (FRA) long Fast Retailing 29.77 148.473   1/23/12 146.118 -4,350 4,420 70 83,930  186,168 -2,238 183,930
  Buy PSI 20 Jerónimo Martins 334.71 13.570   3/12/12 14.360 4,542        190,710 -6,780  
    Topix (FRA) short Mazda Motor 710.80 6.390   3/05/12 6.150 4,542        195,252 -11,322  
3/05/12 Sell NZX 50 short Heartland 5,818.42 0.277 0.329 10/31/11 0.302 -1,756 1,917 161 84,090  193,496 -9,406 184,090
    Topix (FRA) Mazda Motor 710.80 6.150 6.639 2/27/12 6.390 -4,542 4,719 177 84,268  188,954 -4,686 184,268
  Buy MerVal Aluar 9,354.03 0.480   3/12/12 0.513 4,489        193,443 -9,175  
    NZX 50 long a2 Milk 19,307.53 0.233   5/21/12 0.267 4,489        197,932 -13,664  
    Topix (FRA) Isuzu Motors 534.28 8.402   3/19/12 8.620 4,489        202,421 -18,153  
3/12/12 Sell BEL 20 short Bekaert 55.63 24.765 102.733 7/11/11 50.440 -2,806 5,715 2,909 87,177  199,615 -12,438 187,177
    PSI 20 long Jerónimo Martins 334.71 14.360   2/27/12 13.570 -4,542 4,806 264 87,441  195,073 -7,632 187,441
    MerVal short Aluar 9,354.03 0.513 0.447 3/05/12 0.480 -4,489 4,181 -308 87,133  190,584 -3,451 187,133
    CAC Next 20 Natixis 861.79 2.721 3.896 7/11/11 3.256 -2,806 3,358 552 87,685  187,778 -93 187,685
  Buy BEL 20 long Galapagos 373.92 12.540   5/14/12 10.990 4,689        192,467 -4,782  
    PSI 20 short Pharol 1,190.40 3.939   3/26/12 4.022 4,689        197,156 -9,471  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,514.90 0.633   1/23/12 0.668 -4,350 4,125 -225 87,460  192,806 -5,346 187,460
    Topix (FRA) Isuzu Motors 534.28 8.620   3/05/12 8.402 -4,489 4,605 116 87,576  188,317 -741 187,576
  Buy SSE 50 short Anhui Conch Cement 2,388.62 1.955   4/09/12 2.031 4,670        192,987 -5,411  
    Topix (FRA) Mazda Motor 722.91 6.460   8/13/12 4.800 4,670        197,657 -10,081  
3/26/12 Sell ATX short Flughafen Wien 296.14 7.050 9.772 7/18/11 8.300 -2,458 2,894 436 88,012  195,199 -7,187 188,012
    PSI 20 Pharol 1,190.40 4.022 3.856 3/12/12 3.939 -4,689 4,590 -99 87,913  190,510 -2,597 187,913
  Buy ATX long Österreichische Post 183.81 25.200   4/09/12 25.800 4,632        195,142 -7,229  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Jerónimo Martins 310.87 14.900   4/02/12 15.420 4,632        199,774 -11,861  
4/02/12 Sell   long Jerónimo Martins 310.87 15.420   3/26/12 14.900 -4,632 4,794 162 88,075  195,142 -7,067 188,075
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 102,445  191,736 10,709 202,445
  Buy PSI 20 Banco Comercial 8,089.89 0.659   8/20/12 0.452 5,328        197,064 5,381  
    Athex LC long EYDAP 1,338.69 3.980   4/16/12 4.030 5,328        202,392 53  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,388.62 2.031 1.880 3/19/12 1.955 -4,670 4,489 -181 102,265  197,722 4,543 202,265
    ATX long Österreichische Post 183.81 25.800   3/26/12 25.200 -4,632 4,742 110 102,375  193,090 9,285 202,375
    CAC 40 Airbus 166.87 29.725   2/06/12 27.230 -4,544 4,960 416 102,791  188,546 14,245 202,791
    AEX Vopak 68.28 44.780   1/02/12 41.095 -2,806 3,058 252 103,043  185,740 17,303 203,043
    OMXH 25 Nokian Tyres 138.40 36.040   2/13/12 33.700 -4,664 4,988 324 103,367  181,076 22,291 203,367
  Buy SSE 50 China Northern Rare 1,953.32 2.888   6/04/12 3.823 5,641        186,717 16,650  
    ATX short Zumtobel 575.38 9.804   4/16/12 9.950 5,641        192,358 11,009  
    CAC 40 Peugeot 663.49 8.502   9/17/12 5.861 5,641        197,999 5,368  
    AEX ArcelorMittal 145.65 38.730   9/03/12 35.565 5,641        203,640 -273  
    OMXH 25 Outokumpu 485.46 11.620   8/20/12 6.980 5,641        209,281 -5,914  
4/16/12 Sell ATX short Zumtobel 575.38 9.950 9.658 4/09/12 9.804 -5,641 5,557 -84 103,283  203,640 -357 203,283
    TSX 60 long Constellation Soft 64.09 66.838   2/20/12 70.699 -4,531 4,284 -247 103,035  199,109 3,926 203,035
    Athex LC EYDAP 1,338.69 4.030   4/02/12 3.980 -5,328 5,395 67 103,102  193,781 9,321 203,102
  Buy ATX Österreichische Post 198.69 26.725   5/21/12 27.000 5,310        199,091 4,011  
    TSX 60 short BlackBerry 525.45 10.106   8/20/12 5.638 5,310        204,401 -1,299  
    Athex LC Public Power 3,425.81 1.550   9/03/12 1.330 5,310        209,711 -6,609  
4/23/12 Sell France long Hermes International 17.15 251.250   1/23/12 253.600 -4,349 4,309 -40 103,062  205,362 -2,300 203,062
    SLI Sonova 53.12 82.016   2/20/12 85.291 -4,531 4,357 -174 102,888  200,831 2,057 202,888
  Buy France short Solocal 346.89 14.768   8/13/12 10.383 5,123        205,954 -3,066  
    MerVal YPF 381.37 13.433   8/27/12 14.446 5,123        211,077 -8,189  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Lonza 148.48 34.504   11/26/12 36.099 5,123        216,200 -13,312  
    GCX REC Silicon 1,472.68 3.479   2/11/13 1.027 5,123        221,323 -18,435  
4/30/12 Sell SP Global 100 short Carrefour 127.69 15.175 26.570 8/01/11 20.080 -2,564 3,393 829 103,717  218,759 -15,043 203,717
  Buy   long Apple 299.65 15.738   10/20/14 19.487 4,716        223,475 -19,759  
5/07/12 Sell Nordic 30 long Equinor 123.25 19.757   11/28/11 18.255 -2,250 2,435 185 103,902  221,225 -17,324 203,902
    Topix (TYO) Fast Retailing 30.12 167.646   2/13/12 154.867 -4,665 5,050 385 104,287  216,561 -12,274 204,287
    GEX 4SC 378.61 9.617   2/13/12 12.319 -4,664 3,641 -1,023 103,264  211,897 -8,633 203,264
  Buy Nordic 30 short Nokia 2,027.08 2.400   8/13/12 2.220 4,865        216,762 -13,498  
    Topix (TYO) Sony 415.12 11.720   6/11/12 10.270 4,865        221,627 -18,363  
5/14/12 Sell Germany long Encavis 863.92 2.970   1/02/12 3.248 -2,806 2,566 -240 103,023  218,821 -15,797 203,023
    MDAX short Ceconomy 220.06 7.298 12.656 8/08/11 9.611 -2,115 2,785 670 103,694  216,706 -13,012 203,694
    HSI-Fin long AIA 1,595.91 2.577   1/16/12 2.624 -4,188 4,113 -75 103,619  212,518 -8,899 203,619
    BEL 20 Galapagos 373.92 10.990   3/12/12 12.540 -4,689 4,109 -580 103,039  207,829 -4,790 203,039
    OMXC 20 Tryg 261.70 8.768   11/28/11 8.598 -2,250 2,295 45 103,084  205,579 -2,495 203,084
    OBX 25 Equinor 217.40 19.745   1/16/12 19.264 -4,188 4,293 105 103,188  201,391 1,798 203,188
    OMXS 30 Getinge 60.35 19.967   11/28/11 18.641 -1,125 1,205 80 103,268  200,266 3,003 203,268
      Lundin 60.21 15.471   11/28/11 18.684 -1,125 931 -193 103,075  199,141 3,934 203,075
    FT 30 Tate & Lyle 2.95 858.422   12/19/11 808.105 -2,384 2,532 148 103,223  196,757 6,467 203,223
    Nikkei (FRA) Aozora Bank 80.18 18.670   1/09/12 21.370 -1,713 1,497 -216 103,007  195,043 7,964 203,007
      Nitto Boseki 132.06 12.260   1/09/12 12.975 -1,713 1,619 -94 102,913  193,330 9,583 202,913
    CAC Mid 60 Innate Pharma 2,543.86 1.650   1/23/12 1.710 -4,350 4,197 -153 102,760  188,980 13,780 202,760
  Buy Germany short SolarWorld 22.88 236.550   9/10/12 182.550 5,412        194,392 8,368  
    MDAX long Dürr 494.52 10.946   5/21/12 10.445 5,413        199,805 2,955  
    HSI-Fin short HK Exchgs & Clrg 476.67 11.356   9/17/12 11.718 5,413        205,218 -2,458  
    BEL 20 Bekaert 236.89 22.850   6/25/12 18.225 5,413        210,631 -7,871  
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 955.35 5.666   5/28/12 5.040 5,413        216,044 -13,284  
    OBX 25 REC Silicon 1,563.77 3.462   9/03/12 2.359 5,413        221,457 -18,697  
    OMXS 30 ABB 208.73 12.967   7/23/12 14.168 2,707        224,164 -21,404  
      Nokia 1,157.42 2.338   7/23/12 1.752 2,707        226,870 -24,110  
    FT 30 Man Group 52.42 103.259   8/06/12 106.958 5,413        232,283 -29,523  
    Nikkei (FRA) Nippon Sheet Glass 299.39 9.040   1/07/13 9.100 2,706        234,990 -32,230  
      Sharp 70.06 38.630   1/07/13 23.550 2,706        237,696 -34,936  
    CAC Mid 60 Vallourec 3.92 1,382.400   9/10/12 1,453.800 5,419        243,115 -40,355  
5/21/12 Sell HSI long Lenovo 4,773.40 0.656   12/26/11 0.538 -2,570 3,130 560 103,320  240,545 -37,225 203,320
    Kospi 50 Samsung Electronics 283.47 16.200   1/23/12 15.346 -4,350 4,592 242 103,562  236,195 -32,632 203,562
    ATX Österreichische Post 198.69 27.000   4/16/12 26.725 -5,310 5,365 55 103,617  230,885 -27,268 203,617
    MDAX Dürr 494.52 10.445   5/14/12 10.946 -5,413 5,165 -248 103,369  225,472 -22,103 203,369
    TecDAX Dialog Semiconductor 271.36 15.475   2/06/12 16.745 -4,544 4,199 -345 103,025  220,928 -17,903 203,025
    SDAX Encavis 1,321.42 2.951   1/30/12 3.021 -3,992 3,900 -93 102,932  216,936 -14,004 202,932
    HSI-C&I Sands China 1,630.59 2.614   1/16/12 2.568 -4,188 4,263 75 103,007  212,748 -9,741 203,007
    ISEQ 20 Flutter 31.11 50.010   1/02/12 45.100 -1,403 1,556 153 103,160  211,345 -8,185 203,160
      Ryanair Holdings 371.16 4.040   1/02/12 3.780 -1,403 1,499 97 103,256  209,942 -6,686 203,256
    SMI short Credit Suisse 104.76 15.602 55.361 5/09/11 29.390 -3,079 5,800 2,721 105,977  206,863 -886 205,977
    NZX 50 long a2 Milk 19,307.53 0.267   3/05/12 0.233 -4,489 5,147 658 106,635  202,374 4,261 206,635
    Indices ISEQ-Overall 1.39 3,087.810   1/16/12 3,005.690 -4,178 4,292 114 106,749  198,196 8,553 206,749
    Nikkei (TYO) Tokyo Dome Corp 1,148.40 4.378   2/13/12 4.061 -4,664 5,028 364 107,113  193,532 13,581 207,113
    DJ Global Titans Apple 360.63 15.695   2/06/12 12.600 -4,544 5,660 1,116 108,230  188,988 19,241 208,230
  Buy HSI short China Unicom 4,783.38 1.189   8/20/12 1.370 5,686        194,674 13,555  
    Kospi 50 SK Holdings 101.03 56.279   7/23/12 68.528 5,686        200,360 7,870  
    ATX Zumtobel 576.79 9.858   6/25/12 8.050 5,686        206,046 2,184  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Ströer Media 715.85 7.943   5/28/12 8.000 5,686        211,732 -3,502  
    TecDAX SMA Solar 216.07 26.315   12/22/14 14.800 5,686        217,418 -9,188  
    SDAX Klöckner 725.81 7.834   10/29/12 7.058 5,686        223,104 -14,874  
    HSI-C&I Citic Pacific 4,799.93 1.185   9/17/12 0.959 5,686        228,790 -20,560  
    ISEQ 20 Bank of Ireland 1,089.27 2.610   8/27/12 2.490 2,843        231,633 -23,403  
      Smurfit Kappa 512.25 5.550   8/27/12 6.550 2,843        234,476 -26,246  
    SMI long Richemont 118.36 48.039   5/28/12 48.077 5,686        240,162 -31,932  
    NZX 50 short Katmandu 5,962.04 0.954   7/30/12 0.992 5,686        245,848 -37,618  
    Indices Athex Large Cap 2.80 2,028.100   9/10/12 2,671.700 5,679        251,526 -43,297  
    Nikkei (TYO) Nippon Sheet Glass 667.44 8.519   7/02/12 8.411 5,686        257,212 -48,983  
    DJ Global Titans Telefónica 579.26 9.816   5/28/12 9.440 5,686        262,899 -54,669  
5/28/12 Sell MDAX short Ströer Media 715.85 8.000 7.886 5/21/12 7.943 -5,686 5,645 -41 108,189  257,213 -49,024 208,189
    OMXC 20 Vestas Wind Systems 955.35 5.040 6.370 5/14/12 5.666 -5,413 6,085 672 108,861  251,799 -42,938 208,861
    SMI long Richemont 118.36 48.077   5/21/12 48.039 -5,686 5,690 4 108,866  246,114 -37,248 208,866
    DJ Global Titans short Telefónica 579.26 9.440 10.207 5/21/12 9.816 -5,686 5,913 226 109,092  240,428 -31,335 209,092
  Buy MDAX long Rhön-Klinikum 202.00 21.995   6/04/12 22.100 4,443        244,871 -35,778  
    OMXC 20 GN Store Nord 65.19 68.150   6/04/12 67.500 4,443        249,313 -40,221  
    SMI short Credit Suisse 282.38 15.734   6/04/12 15.300 4,443        253,756 -44,664  
    CAC Next 20 Natixis 2,317.68 1.917   6/18/12 1.984 4,443        258,199 -49,107  
    DJ Global Titans long Apple 272.45 16.307   10/22/12 17.386 4,443        262,642 -53,550  
6/04/12 Sell SSE 50 long China Northern Rare 1,953.32 3.823   4/09/12 2.888 -5,641 7,468 1,827 110,919  257,001 -46,082 210,919
    DAX Merck (EMD) 64.89 36.500   12/19/11 36.695 -2,381 2,368 -13 110,906  254,620 -43,714 210,906
    MDAX Rhön-Klinikum 202.00 22.100   5/28/12 21.995 -4,443 4,464 21 110,928  250,177 -39,250 210,928
    FTSE Next 0.72 3,698.710   11/28/11 3,105.900 -2,236 2,663 427 111,354  247,941 -36,586 211,354
    OMXC 20 GN Store Nord 65.19 67.500   5/28/12 68.150 -4,443 4,400 -42 111,312  243,498 -32,186 211,312
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI short Credit Suisse 282.38 15.300 16.181 5/28/12 15.734 -4,443 4,569 126 111,438  239,055 -27,617 211,438
  Buy SSE 50 China Unicom 9,081.03 0.506   12/10/12 0.413 4,595        243,650 -32,212  
    DAX thyssenkrupp 362.67 12.670   7/16/12 14.565 4,595        248,245 -36,807  
    MDAX Ströer Media 548.66 8.375   6/18/12 8.546 4,595        252,840 -41,402  
    FTSE Aviva 13.75 334.157   7/30/12 382.206 4,595        257,435 -45,997  
    OMXC 20 Vestas Wind Systems 1,052.93 4.364   6/18/12 3.953 4,595        262,030 -50,592  
    SMI long Swiss Re 105.04 43.744   6/11/12 46.079 4,595        266,625 -55,187  
6/11/12 Sell   long Swiss Re 105.04 46.079   6/04/12 43.744 -4,595 4,840 245 111,683  262,030 -50,346 211,683
    Topix (TYO) short Sony 415.12 10.270 13.374 5/07/12 11.720 -4,865 5,552 687 112,370  257,165 -44,795 212,370
  Buy SMI Credit Suisse 260.58 16.076   6/18/12 14.519 4,189        261,354 -48,984  
    Topix (TYO) long Subaru 692.68 6.048   1/11/16 33.663 4,189        265,543 -53,173  
6/18/12 Sell MDAX short Ströer Media 548.66 8.546 8.204 6/04/12 8.375 -4,595 4,501 -94 112,276  260,948 -48,671 212,276
    OMXC 20 Vestas Wind Systems 1,052.93 3.953 4.817 6/04/12 4.364 -4,595 5,072 477 112,753  256,353 -43,599 212,753
    SMI Credit Suisse 260.58 14.519 17.799 6/11/12 16.076 -4,189 4,638 449 113,203  252,164 -38,961 213,203
    CAC Next 20 Natixis 2,317.68 1.984 1.850 5/28/12 1.917 -4,443 4,288 -155 113,047  247,721 -34,673 213,047
    BAX long Wirecard 318.72 14.995   1/16/12 13.140 -4,188 4,779 591 113,639  243,533 -29,894 213,639
  Buy MDAX Dürr 405.83 11.318   6/25/12 11.594 4,593        248,126 -34,487  
    OMXC 20 GN Store Nord 62.70 73.250   6/25/12 71.650 4,593        252,718 -39,080  
    SMI Swiss Re 98.52 46.620   11/19/12 54.864 4,593        257,311 -43,673  
6/25/12 Sell ATX short Zumtobel 576.79 8.050 12.072 5/21/12 9.858 -5,686 6,963 1,277 114,916  251,625 -36,710 214,916
    MDAX long Dürr 405.83 11.594   6/18/12 11.318 -4,593 4,705 112 115,028  247,033 -32,005 215,028
    RTX short Mobile TeleSystems 208.12 13.400 11.240 8/01/11 12.320 -2,564 2,339 -225 114,803  244,468 -29,666 214,803
    BEL 20 Bekaert 236.89 18.225 28.649 5/14/12 22.850 -5,413 6,787 1,374 116,177  239,056 -22,879 216,177
    OMXC 20 long GN Store Nord 62.70 71.650   6/18/12 73.250 -4,593 4,492 -100 116,076  234,463 -18,387 216,076
    DJTA Kirby 44.62 36.163   12/05/11 48.011 -2,142 1,614 -529 115,548  232,321 -16,773 215,548
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX Österreichische Post 191.93 25.890   7/29/13 31.600 4,969        237,290 -21,742  
    MDAX short Ströer Media 617.96 8.041   7/02/12 8.090 4,969        242,259 -26,711  
    RTX long Magnit 233.84 21.250   7/02/12 22.430 4,969        247,228 -31,680  
    BEL 20 Galapagos 405.63 12.250   10/22/12 16.900 4,969        252,197 -36,649  
    OMXC 20 short Vestas Wind Systems 1,224.65 4.058   7/16/12 3.392 4,969        257,166 -41,618  
    DJTA Ryder System 181.86 27.323   7/02/12 27.880 4,969        262,135 -46,587  
7/02/12 Sell MDAX short Ströer Media 617.96 8.090 7.992 6/25/12 8.041 -4,969 4,939 -30 115,517  257,166 -41,648 215,517
    RTX long Magnit 233.84 22.430   6/25/12 21.250 -4,969 5,245 276 115,793  252,197 -36,403 215,793
    DJTA short Ryder System 181.86 27.880 26.767 6/25/12 27.323 -4,969 4,868 -101 115,692  247,228 -31,536 215,692
    STI Wilmar International 1,087.11 2.197 3.631 5/02/11 2.824 -3,070 3,947 877 116,569  244,158 -27,589 216,569
    Nikkei (TYO) Nippon Sheet Glass 667.44 8.411 8.629 5/21/12 8.519 -5,686 5,759 73 116,642  238,472 -21,829 216,642
  Buy MDAX long Dürr 390.69 12.465   7/23/12 13.345 4,870        243,342 -26,699  
    RTX short RusHydro 2,399.01 2.030   7/09/12 2.080 4,870        248,212 -31,569  
    DJTA long Delta Air Lines 554.66 8.780   9/17/12 7.031 4,870        253,082 -36,439  
    STI ThaiBev 22,950.05 0.212   6/10/13 0.382 4,870        257,952 -41,309  
    Nikkei (TYO) OKI Electric 381.52 12.765   7/16/12 12.784 4,870        262,821 -46,179  
7/09/12 Sell RTX short RusHydro 2,399.01 2.080 1.980 7/02/12 2.030 -4,870 4,750 -120 116,522  257,952 -41,429 216,522
  Buy   long Magnit 202.26 21.640   7/16/12 22.510 4,377        262,328 -45,806  
7/16/12 Sell DAX short thyssenkrupp 362.67 14.565 10.775 6/04/12 12.670 -4,595 3,908 -687 115,835  257,733 -41,898 215,835
    RTX long Magnit 202.26 22.510   7/09/12 21.640 -4,377 4,553 176 116,011  253,356 -37,346 216,011
    OMXC 20 short Vestas Wind Systems 1,224.65 3.392 4.854 6/25/12 4.058 -4,969 5,945 976 116,987  248,387 -31,401 216,987
    Nikkei (TYO) long OKI Electric 381.52 12.784   7/02/12 12.765 -4,870 4,877 7 116,994  243,517 -26,524 216,994
  Buy DAX Continental 66.64 71.440   8/11/14 159.700 4,761        248,278 -31,284  
    RTX short RusHydro 2,235.21 2.130   9/03/12 2.010 4,761        253,039 -36,045  
    OMXC 20 long Genmab 562.18 8.469   6/24/13 22.604 4,761        257,800 -40,806  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nippon Sheet Glass 624.07 7.629   11/19/12 7.143 4,761        262,561 -45,567  
7/23/12 Sell Kospi 50 short SK Holdings 101.03 68.528 44.029 5/21/12 56.279 -5,686 4,448 -1,238 115,756  256,875 -41,119 215,756
    MDAX long Dürr 390.69 13.345   7/02/12 12.465 -4,870 5,214 344 116,100  252,005 -35,905 216,100
    OMXS 30 short ABB 208.73 14.168 11.765 5/14/12 12.967 -2,707 2,456 -251 115,849  249,299 -33,450 215,849
      Nokia 1,157.42 1.752 3.121 5/14/12 2.338 -2,707 3,612 906 116,755  246,592 -29,837 216,755
  Buy Kospi 50 long Amorepacific Group 178.55 26.166   10/20/14 87.497 4,672        251,264 -34,509  
    MDAX short Ströer Media 589.38 7.927   8/06/12 7.080 4,672        255,936 -39,181  
    OMXS 30 long Electrolux 131.82 17.722   6/24/13 19.030 2,336        258,272 -41,517  
      Swedbank 169.41 13.789   6/24/13 16.871 2,336        260,608 -43,853  
7/30/12 Sell FTSE short Aviva 13.75 382.206 286.108 6/04/12 334.157 -4,595 3,934 -661 116,095  256,014 -39,919 216,095
    NZX 50 Katmandu 5,962.04 0.992 0.916 5/21/12 0.954 -5,686 5,459 -227 115,868  250,328 -34,460 215,868
  Buy FTSE long Ashtead 13.61 333.248   8/24/15 1,199.890 4,536        254,863 -38,995  
8/06/12 Sell MDAX short Ströer Media 589.38 7.080 8.875 7/23/12 7.927 -4,672 5,231 559 116,427  250,191 -33,764 216,427
    FT 30 Man Group 52.42 106.958 99.561 5/14/12 103.259 -5,413 5,219 -194 116,233  244,778 -28,545 216,233
  Buy MDAX long Dürr 339.08 13.838   10/29/12 14.790 4,692        249,470 -33,237  
    FT 30 Ferguson 1.53 3,068.570   6/24/13 3,452.810 4,695        254,165 -37,932  
8/13/12 Sell France short Solocal 346.89 10.383 21.006 4/23/12 14.768 -5,123 7,287 2,164 118,397  249,042 -30,645 218,397
    Nordic 30 Nokia 2,027.08 2.220 2.595 5/07/12 2.400 -4,865 5,259 394 118,791  244,177 -25,386 218,791
    Topix (FRA) Mazda Motor 722.91 4.800 8.694 3/19/12 6.460 -4,670 6,285 1,615 120,406  239,507 -19,101 220,406
  Buy France long Eurofins Scientific 48.59 103.550   4/22/13 153.250 5,031        244,539 -24,132  
    Nordic 30 Pandora 449.60 11.192   6/03/13 26.264 5,032        249,571 -29,164  
    Topix (FRA) Softbank 311.79 16.139   9/03/12 15.996 5,032        254,603 -34,196  
8/20/12 Sell HSI short China Unicom 4,783.38 1.370 1.008 5/21/12 1.189 -5,686 4,821 -865 119,542  248,917 -29,375 219,542
    IBEX 35 Sacyr 1,407.36 1.284 8.553 2/13/12 3.314 -4,664 12,038 7,374 126,915  244,253 -17,337 226,915
    OMXH 25 Outokumpu 485.46 6.980 19.345 4/09/12 11.620 -5,641 9,391 3,750 130,665  238,612 -7,946 230,665
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 BlackBerry 525.45 5.638 18.115 4/16/12 10.106 -5,310 9,519 4,209 134,874  233,302 1,572 234,874
    PSI 20 Banco Comercial 8,089.89 0.452 0.960 4/02/12 0.659 -5,328 7,763 2,435 137,309  227,974 9,335 237,309
  Buy HSI long Galaxy Entertainment 2,621.26 2.352   4/22/13 3.135 6,166        234,140 3,169  
    IBEX 35 Grifols 548.58 11.240   11/05/12 13.025 6,166        240,306 -2,997  
    OMXH 25 Huhtamäki 518.59 11.890   10/22/12 12.450 6,166        246,472 -9,163  
    TSX 60 Couche-Tard 922.36 6.685   4/22/13 7.405 6,166        252,638 -15,329  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,089.27 2.490 2.736 5/21/12 2.610 -2,843 2,980 137 137,446  249,795 -12,349 237,446
      Smurfit Kappa 512.25 6.550 4.550 5/21/12 5.550 -2,843 2,331 -512 136,934  246,952 -10,018 236,934
    MerVal YPF 381.37 14.446 12.421 4/23/12 13.433 -5,123 4,737 -386 136,548  241,829 -5,281 236,548
  Buy ISEQ 20 long Kerry Group 76.92 37.580   6/17/13 42.250 2,891        244,719 -8,172  
      Smurfit Kappa 441.30 6.550   6/17/13 12.270 2,891        247,610 -11,062  
9/03/12 Sell S&P 100 long Biogen 37.93 116.954   1/09/12 90.342 -3,427 4,436 1,009 137,557  244,183 -6,626 237,557
    AEX short ArcelorMittal 145.65 35.565 42.177 4/09/12 38.730 -5,641 6,143 502 138,059  238,542 -483 238,059
    RTX RusHydro 2,235.21 2.010 2.257 7/16/12 2.130 -4,761 5,045 284 138,343  233,781 4,562 238,343
    OBX 25 REC Silicon 1,563.77 2.359 5.080 5/14/12 3.462 -5,413 7,943 2,530 140,874  228,368 12,505 240,874
    Athex LC Public Power 3,425.81 1.330 1.806 4/16/12 1.550 -5,310 6,188 878 141,752  223,058 18,694 241,752
    Topix (FRA) long Softbank 311.79 15.996   8/13/12 16.139 -5,032 4,987 -45 141,708  218,026 23,681 241,708
  Buy S&P 100 short HP 491.01 13.511   9/17/12 13.872 6,634        224,660 17,047  
    RTX long Magnit 273.91 24.220   9/17/12 27.650 6,634        231,294 10,413  
    OBX 25 Grieg Seafood 4,837.39 1.371   1/07/13 1.707 6,634        237,928 3,779  
    Athex LC Alpha Bank 99.01 67.000   3/25/13 37.850 6,634        244,562 -2,855  
    MerVal short Pampa Energía 39,464.60 0.168   9/10/12 0.164 6,634        251,196 -9,489  
    Topix (FRA) Kansai Electric Pwr 1,163.45 5.702   3/11/13 6.145 6,634        257,830 -16,123  
9/10/12 Sell Germany short SolarWorld 22.88 182.550 306.524 5/14/12 236.550 -5,412 7,013 1,601 143,309  252,418 -9,109 243,309
    MerVal Pampa Energía 39,464.60 0.164 0.172 9/03/12 0.168 -6,634 6,800 166 143,474  245,784 -2,310 243,474
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Vallourec 3.92 1,453.800 1,311.000 5/14/12 1,382.400 -5,419 5,139 -280 143,194  240,365 2,830 243,194
    Indices Athex Large Cap 2.80 2,671.700 1,384.500 5/21/12 2,028.100 -5,679 3,877 -1,802 141,392  234,686 6,706 241,392
  Buy Germany long ADLER Real Estate 5,255.93 1.180   6/24/13 2.050 6,202        240,888 504  
    CAC Mid 60 Eurofins Scientific 56.38 110.000   4/22/13 153.250 6,202        247,090 -5,698  
    Indices OMXC 20 93.40 66.404   6/17/13 70.001 6,202        253,292 -11,900  
9/17/12 Sell S&P 100 short HP 491.01 13.872 13.150 9/03/12 13.511 -6,634 6,457 -177 141,215  246,658 -5,443 241,215
    CAC 40 Peugeot 663.49 5.861 12.333 4/09/12 8.502 -5,641 8,183 2,542 143,757  241,017 2,740 243,757
    RTX long Magnit 273.91 27.650   9/03/12 24.220 -6,634 7,574 940 144,696  234,383 10,313 244,696
    HSI-Fin short HK Exchgs & Clrg 476.67 11.718 10.994 5/14/12 11.356 -5,413 5,240 -173 144,524  228,970 15,554 244,524
    HSI-C&I Citic Pacific 4,799.93 0.959 1.464 5/21/12 1.185 -5,686 7,026 1,340 145,863  223,284 22,579 245,863
    DJTA long Delta Air Lines 554.66 7.031   7/02/12 8.780 -4,870 3,900 -970 144,893  218,414 26,479 244,893
  Buy S&P 100 Gilead Sciences 270.68 25.063   10/13/14 79.611 6,784        225,198 19,695  
    CAC 40 Credit Agricole 1,133.69 5.984   9/24/12 5.714 6,784        231,982 12,911  
    RTX short RusHydro 3,245.93 2.090   2/04/13 1.770 6,784        238,766 6,127  
    HSI-Fin long Bank of China (HK) 2,842.30 2.387   5/13/13 2.748 6,784        245,550 -657  
    HSI-C&I Galaxy Entertainment 2,790.62 2.431   4/08/13 3.018 6,784        252,334 -7,441  
    DJTA short Expeditors Wash 231.43 29.314   9/24/12 28.398 6,784        259,118 -14,225  
9/24/12 Sell CAC 40 long Credit Agricole 1,133.69 5.714   9/17/12 5.984 -6,784 6,478 -306 144,587  252,334 -7,747 244,587
    DJTA short Expeditors Wash 231.43 28.398 30.259 9/17/12 29.314 -6,784 7,003 219 144,806  245,550 -744 244,806
  Buy   long Avis Budget 491.26 12.419   7/20/15 38.916 6,101        251,651 -6,845  
10/01/12 Buy CAC Next 20 short Hermes International 28.13 211.450   12/10/12 235.500 5,948        257,599 -12,793  
10/15/12 Buy AEX short KPN 1,599.56 3.626   2/02/15 2.756 5,800        263,399 -18,593  
    MerVal Pampa Energía 38,461.54 0.151   10/22/12 0.141 5,800        269,199 -24,393  
10/22/12 Sell BEL 20 long Galapagos 405.63 16.900   6/25/12 12.250 -4,969 6,855 1,886 146,692  264,230 -17,538 246,692
    OMXH 25 Huhtamäki 518.59 12.450   8/20/12 11.890 -6,166 6,456 290 146,983  258,064 -11,081 246,983
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short Pampa Energía 38,461.54 0.141 0.161 10/15/12 0.151 -5,800 6,208 408 147,390  252,264 -4,874 247,390
    DJ Global Titans long Apple 272.45 17.386   5/28/12 16.307 -4,443 4,737 294 147,684  247,821 -137 247,684
  Buy BEL 20 short Bekaert 286.75 21.580   11/12/12 21.290 6,188        254,009 -6,325  
    OMXH 25 Outokumpu 956.41 6.470   11/05/12 6.200 6,188        260,197 -12,513  
    DJ Global Titans Telefónica 589.33 10.500   10/29/12 10.070 6,188        266,385 -18,701  
10/29/12 Sell MDAX long Dürr 339.08 14.790   8/06/12 13.838 -4,692 5,015 323 148,007  261,693 -13,686 248,007
    SDAX short Klöckner 725.81 7.058 8.695 5/21/12 7.834 -5,686 6,311 625 148,632  256,007 -7,375 248,632
    DJ Global Titans Telefónica 589.33 10.070 10.948 10/22/12 10.500 -6,188 6,452 264 148,897  249,819 -923 248,897
  Buy MDAX Ströer Media 934.99 6.630   1/14/13 6.901 6,199        256,018 -7,122  
    SDAX long ADLER Real Estate 3,923.42 1.580   11/26/12 1.285 6,199        262,217 -13,321  
    MerVal short Pampa Energía 42,810.77 0.145   12/24/12 0.147 6,199        268,416 -19,520  
    BAX long KUKA 265.20 23.375   6/24/13 31.820 6,199        274,615 -25,719  
    DJ Global Titans Bank of America 860.54 7.204   12/16/13 11.075 6,199        280,814 -31,918  
11/05/12 Sell MIB short UnipolSai 497.66 0.935 28.146 6/27/11 5.130 -2,553 14,007 11,454 160,351  278,261 -17,910 260,351
    IBEX 35 long Grifols 548.58 13.025   8/20/12 11.240 -6,166 7,145 979 161,330  272,095 -10,765 261,330
    OMXH 25 short Outokumpu 956.41 6.200 6.752 10/22/12 6.470 -6,188 6,457 270 161,600  265,907 -4,307 261,600
  Buy MIB long Azimut 691.32 9.304   8/04/14 18.460 6,432        272,339 -10,740  
    OMXH 25 Konecranes 254.73 25.250   11/12/12 24.380 6,432        278,771 -17,171  
11/12/12 Sell BEL 20 short Bekaert 286.75 21.290 21.874 10/22/12 21.580 -6,188 6,272 84 161,684  272,583 -10,899 261,684
    OMXH 25 long Konecranes 254.73 24.380   11/05/12 25.250 -6,432 6,210 -222 161,462  266,151 -4,689 261,462
  Buy BEL 20 Galapagos 379.60 16.910   6/24/13 14.210 6,419        272,570 -11,108  
    OMXH 25 short Outokumpu 999.84 6.420   12/31/12 7.400 6,419        278,989 -17,527  
11/19/12 Sell SMI long Swiss Re 98.52 54.864   6/18/12 46.620 -4,593 5,405 812 162,275  274,396 -12,122 262,275
    Nikkei (TYO) short Nippon Sheet Glass 624.07 7.143 8.148 7/16/12 7.629 -4,761 5,085 324 162,599  269,635 -7,037 262,599
  Buy PSI 20 Impresa 22,031.03 0.290   12/17/12 0.300 6,389        276,024 -13,426  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Julius Bär 244.60 26.121   12/17/12 27.324 6,389        282,413 -19,815  
    Nikkei (TYO) long Subaru 781.46 8.176   10/07/13 20.003 6,389        288,802 -26,204  
11/26/12 Sell SDAX long ADLER Real Estate 3,923.42 1.285   10/29/12 1.580 -6,199 5,042 -1,157 161,441  282,603 -21,162 261,441
    SLI short Lonza 148.48 36.099 32.909 4/23/12 34.504 -5,123 4,886 -237 161,204  277,480 -16,276 261,204
  Buy SDAX Deutz 1,884.00 3.250   12/10/12 3.138 6,123        283,603 -22,399  
    SLI long Swiss Life 58.75 104.219   6/24/13 120.698 6,123        289,726 -28,522  
12/10/12 Sell SSE 50 short China Unicom 9,081.03 0.413 0.620 6/04/12 0.506 -4,595 5,626 1,031 162,235  285,131 -22,896 262,235
    SDAX Deutz 1,884.00 3.138 3.366 11/26/12 3.250 -6,123 6,342 219 162,454  279,008 -16,554 262,454
    CAC Next 20 Hermes International 28.13 235.500 187.400 10/01/12 211.450 -5,948 5,272 -677 161,777  273,060 -11,283 261,777
  Buy SSE 50 long China Rwy Constr 8,745.81 0.716   4/29/13 0.634 6,262        279,322 -17,545  
    CAC 40 Societe Generale 217.32 28.815   1/14/13 34.140 6,262        285,584 -23,807  
    SDAX ADLER Real Estate 4,472.86 1.400   6/10/13 2.099 6,262        291,846 -30,069  
12/17/12 Sell PSI 20 short Impresa 22,031.03 0.300 0.280 11/19/12 0.290 -6,389 6,169 -220 161,557  285,457 -23,900 261,557
    SMI Julius Bär 244.60 27.324 24.917 11/19/12 26.121 -6,389 6,095 -294 161,262  279,068 -17,805 261,262
  Buy   long Richemont 101.55 59.929   10/14/13 74.199 6,086        285,154 -23,891  
12/24/12 Sell MerVal short Pampa Energía 42,810.77 0.147 0.143 10/29/12 0.145 -6,199 6,109 -90 161,172  278,955 -17,782 261,172
  Buy   long Gr Fin Galicia 8,723.83 0.697   5/27/13 0.697 6,084        285,039 -23,866  
12/31/12 Sell OMXH 25 short Outokumpu 999.84 7.400 5.440 11/12/12 6.420 -6,419 5,439 -980 160,193  278,620 -18,427 260,193
  Buy   long Orion 272.25 22.200   3/18/13 22.000 6,044        284,664 -24,471  
1/07/13 Sell OBX 25 long Grieg Seafood 4,837.39 1.707   9/03/12 1.371 -6,634 8,256 1,622 161,815  278,030 -16,215 261,815
    Nikkei (FRA) short Nippon Sheet Glass 299.39 9.100 8.980 5/14/12 9.040 -2,706 2,689 -18 161,797  275,323 -13,526 261,797
      Sharp 70.06 23.550 63.366 5/14/12 38.630 -2,706 4,439 1,733 163,530  272,617 -9,087 263,530
  Buy IBEX 35 long Mediaset Esp 1,116.75 5.696   2/04/13 5.150 6,361        278,978 -15,448  
    OBX 25 short REC Silicon 3,529.38 1.802   1/21/13 1.488 6,361        285,339 -21,809  
    Nikkei (FRA) long Subaru 321.26 9.900   1/14/13 9.907 3,180        288,519 -24,990  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Shinsei Bank 203.88 15.600   1/14/13 13.840 3,181        291,700 -28,170  
1/14/13 Sell CAC 40 long Societe Generale 217.32 34.140   12/10/12 28.815 -6,262 7,419 1,157 164,687  285,438 -20,751 264,687
    MDAX short Ströer Media 934.99 6.901 6.359 10/29/12 6.630 -6,199 5,946 -253 164,434  279,239 -14,805 264,434
    Nikkei (FRA) long Subaru 321.26 9.907   1/07/13 9.900 -3,180 3,183 2 164,436  276,058 -11,622 264,436
      Shinsei Bank 203.88 13.840   1/07/13 15.600 -3,181 2,822 -359 164,077  272,878 -8,801 264,077
  Buy CAC 40 short Engie 413.55 15.430   1/28/13 15.390 6,381        279,259 -15,182  
    MDAX long KUKA 226.40 28.185   6/24/13 31.820 6,381        285,640 -21,563  
    Nikkei (FRA) short Screen 163.74 19.485   2/11/13 16.805 3,190        288,830 -24,753  
1/21/13 Sell OBX 25 short REC Silicon 3,529.38 1.488 2.182 1/07/13 1.802 -6,361 7,703 1,342 165,418  282,469 -17,051 265,418
  Buy   long Grieg Seafood 3,575.79 1.736   1/28/13 1.688 6,209        288,678 -23,260  
1/28/13 Sell CAC 40 short Engie 413.55 15.390 15.470 1/14/13 15.430 -6,381 6,398 17 165,435  282,297 -16,862 265,435
    OBX 25 long Grieg Seafood 3,575.79 1.688   1/21/13 1.736 -6,209 6,036 -173 165,262  276,088 -10,826 265,262
  Buy CAC 40 Credit Agricole 819.38 7.762   2/11/13 7.414 6,360        282,448 -17,186  
    OBX 25 short REC Silicon 4,111.71 1.547   2/25/13 1.312 6,360        288,808 -23,546  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,116.75 5.150   1/07/13 5.696 -6,361 5,751 -610 164,653  282,447 -17,795 264,653
    RTX short RusHydro 3,245.93 1.770 2.468 9/17/12 2.090 -6,784 8,011 1,227 165,879  275,663 -9,784 265,879
  Buy IBEX 35 Bankia 291.74 21.944   9/09/13 3.016 6,402        282,065 -16,186  
    RTX long Magnit 184.71 34.660   3/11/13 34.010 6,402        288,467 -22,588  
2/11/13 Sell CAC 40 long Credit Agricole 819.38 7.414   1/28/13 7.762 -6,360 6,075 -285 165,594  282,107 -16,513 265,594
    Nikkei (FRA) short Screen 163.74 16.805 22.592 1/14/13 19.485 -3,190 3,699 509 166,103  278,917 -12,814 266,103
    GCX REC Silicon 1,472.68 1.027 11.783 4/23/12 3.479 -5,123 17,353 12,230 178,333  273,794 4,539 278,333
  Buy CAC 40 Orange 896.99 7.883   2/25/13 7.479 7,071        280,865 -2,532  
    ÖkoDAX long PNE Wind 2,534.41 2.790   4/29/13 2.700 7,071        287,936 -9,603  
    Nikkei (FRA) Subaru 327.36 10.800   8/26/13 18.441 3,535        291,471 -13,138  
      Mazda Motor 284.09 12.445   8/26/13 15.485 3,536        295,007 -16,674  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX SunPower 1,001.18 7.063   11/25/13 21.795 7,071        302,078 -23,745  
2/18/13 Buy GEX long MBB 344.00 18.500   4/22/13 17.650 6,364        308,442 -30,109  
2/25/13 Sell CAC 40 short Orange 896.99 7.479 8.309 2/11/13 7.883 -7,071 7,453 382 178,715  301,371 -22,656 278,715
    OBX 25 REC Silicon 4,111.71 1.312 1.824 1/28/13 1.547 -6,360 7,501 1,141 179,856  295,011 -15,155 279,856
  Buy CAC 40 long Credit Agricole 885.22 7.475   4/22/13 6.300 6,617        301,628 -21,772  
    OBX 25 Norwegian 226.30 29.241   4/15/13 28.036 6,617        308,245 -28,389  
3/11/13 Sell RTX long Magnit 184.71 34.010   2/04/13 34.660 -6,402 6,282 -120 179,736  301,843 -22,107 279,736
    Topix (FRA) short Kansai Electric Pwr 1,163.45 6.145 5.259 9/03/12 5.702 -6,634 6,119 -515 179,220  295,209 -15,989 279,220
  Buy RTX RusHydro 3,916.67 1.680   9/14/15 0.774 6,580        301,789 -22,569  
    Topix (FRA) long Mazda Motor 532.58 12.355   4/01/13 11.250 6,580        308,369 -29,149  
3/18/13 Sell OMXH 25 long Orion 272.25 22.000   12/31/12 22.200 -6,044 5,990 -54 179,166  302,325 -23,159 279,166
  Buy   short Outokumpu 1,159.42 5.520   9/16/13 4.600 6,400        308,725 -29,559  
3/25/13 Sell Athex LC long Alpha Bank 99.01 37.850   9/03/12 67.000 -6,634 3,748 -2,886 176,280  302,091 -25,812 276,280
  Buy   short Eurobank Ergasias 24.08 260.000   9/30/13 50.000 6,261        308,352 -32,072  
4/01/13 Sell Topix (FRA) long Mazda Motor 532.58 11.250   3/11/13 12.355 -6,580 5,992 -589 175,691  301,772 -26,081 275,691
  Buy   short Nidec 569.73 10.953   4/15/13 10.948 6,240        308,012 -32,321  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,790.62 3.018   9/17/12 2.431 -6,784 8,423 1,639 177,330  301,228 -23,898 277,330
  Buy   short Li & Fung 6,074.99 1.043   9/30/13 1.073 6,335        307,563 -30,233  
4/15/13 Sell OBX 25 long Norwegian 226.30 28.036   2/25/13 29.241 -6,617 6,344 -273 177,058  300,946 -23,888 277,058
    Topix (FRA) short Nidec 569.73 10.948 10.957 4/01/13 10.953 -6,240 6,243 3 177,060  294,706 -17,646 277,060
  Buy OBX 25 Frontline 874.83 7.413   10/21/13 8.829 6,485        301,191 -24,131  
    Topix (FRA) long Mazda Motor 554.04 11.705   6/03/13 14.600 6,485        307,676 -30,616  
4/22/13 Sell France long Eurofins Scientific 48.59 153.250   8/13/12 103.550 -5,031 7,446 2,415 179,475  302,644 -23,169 279,475
    HSI Galaxy Entertainment 2,621.26 3.135   8/20/12 2.352 -6,166 8,217 2,051 181,526  296,478 -14,952 281,526
    CAC 40 Credit Agricole 885.22 6.300   2/25/13 7.475 -6,617 5,577 -1,040 180,486  289,861 -9,376 280,486
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 922.36 7.405   8/20/12 6.685 -6,166 6,830 664 181,150  283,695 -2,546 281,150
    CAC Mid 60 Eurofins Scientific 56.38 153.250   9/10/12 110.000 -6,202 8,640 2,438 183,588  277,494 6,095 283,588
    GEX MBB 344.00 17.650   2/18/13 18.500 -6,364 6,072 -292 183,296  271,130 12,166 283,296
  Buy France short ArcelorMittal 280.99 26.286   5/06/13 29.061 7,386        278,516 4,780  
    HSI China Shenhua HK 2,903.07 2.544   9/16/13 2.475 7,386        285,902 -2,606  
    CAC 40 ArcelorMittal 280.99 26.286   8/05/13 28.620 7,386        293,288 -9,992  
    TSX 60 Barrick Gold 510.65 14.464   9/30/13 13.729 7,386        300,674 -17,378  
    CAC Mid 60 CGG 14.83 497.920   4/29/13 532.320 7,384        308,058 -24,762  
    GEX YOC 1,462.86 5.049   9/23/13 2.219 7,386        315,444 -32,148  
4/29/13 Sell SSE 50 long China Rwy Constr 8,745.81 0.634   12/10/12 0.716 -6,262 5,547 -715 182,581  309,182 -26,601 282,581
    ÖkoDAX PNE Wind 2,534.41 2.700   2/11/13 2.790 -7,071 6,843 -228 182,353  302,111 -19,758 282,353
    CAC Mid 60 short CGG 14.83 532.320 463.520 4/22/13 497.920 -7,384 6,874 -510 181,843  294,727 -12,884 281,843
  Buy SSE 50 China Northern Rare 2,961.67 2.270   5/06/13 2.286 6,723        301,450 -19,607  
    ÖkoDAX SolarWorld 63.39 106.050   4/13/15 14.550 6,723        308,172 -26,329  
5/06/13 Sell France short ArcelorMittal 280.99 29.061 23.511 4/22/13 26.286 -7,386 6,606 -780 181,063  300,786 -19,723 281,063
    SSE 50 China Northern Rare 2,961.67 2.286 2.254 4/29/13 2.270 -6,723 6,675 -48 181,016  294,063 -13,048 281,016
  Buy   long China Minsheng Bk 6,370.90 1.052   5/13/13 1.064 6,699        300,762 -19,747  
5/13/13 Sell   long China Minsheng Bk 6,370.90 1.064   5/06/13 1.052 -6,699 6,780 81 181,097  294,063 -12,967 281,097
    HSI-Fin Bank of China (HK) 2,842.30 2.748   9/17/12 2.387 -6,784 7,810 1,026 182,122  287,279 -5,157 282,122
  Buy SSE 50 short China Northern Rare 2,924.11 2.368   11/04/13 2.137 6,924        294,203 -12,081  
    HSI-Fin Ping An 2,311.08 2.996   10/14/13 2.804 6,924        301,127 -19,005  
5/27/13 Sell MerVal long Gr Fin Galicia 8,723.83 0.697   12/24/12 0.697 -6,084 6,078 -6 182,116  295,043 -12,927 282,116
  Buy   short Pampa Energía 41,332.92 0.163   6/10/13 0.158 6,729        301,772 -19,656  
6/03/13 Sell Nordic 30 long Pandora 449.60 26.264   8/13/12 11.192 -5,032 11,808 6,776 188,892  296,740 -7,848 288,892
    Topix (FRA) Mazda Motor 554.04 14.600   4/15/13 11.705 -6,485 8,089 1,604 190,496  290,255 241 290,496
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Nordic 30 short Equinor 419.14 17.340   7/29/13 16.264 7,268        297,523 -7,027  
    Topix (FRA) Inpex 913.87 7.953   11/18/13 8.519 7,268        304,791 -14,295  
6/10/13 Sell SDAX long ADLER Real Estate 4,472.86 2.099   12/10/12 1.400 -6,262 9,389 3,127 193,623  298,529 -4,907 293,623
    HSI-Prop China Ov Land & Inv 1,358.86 2.124   1/16/12 1.541 -2,094 2,886 792 194,415  296,435 -2,020 294,415
      China Res Land 1,481.85 2.183   1/16/12 1.413 -2,094 3,234 1,140 195,555  294,341 1,214 295,555
    MerVal short Pampa Energía 41,332.92 0.158 0.168 5/27/13 0.163 -6,729 6,927 198 195,753  287,612 8,141 295,753
    STI long ThaiBev 22,950.05 0.382   7/02/12 0.212 -4,870 8,758 3,888 199,641  282,742 16,899 299,641
  Buy France short ArcelorMittal 280.69 28.191   7/08/13 26.415 7,913        290,655 8,986  
    SDAX Hypoport 1,057.89 7.480   9/30/13 8.120 7,913        298,568 1,073  
    HSI-Prop Hang Lung 1,540.57 2.568   11/18/13 2.531 3,956        302,525 -2,884  
      Sino Land 3,676.70 1.076   11/18/13 1.043 3,957        306,481 -6,840  
    MerVal long Telecom Argentina 2,089.08 3.788   6/17/13 3.268 7,913        314,394 -14,753  
    CAC Mid 60 short CGG 14.10 561.120   8/05/13 575.840 7,912        322,306 -22,665  
6/17/13 Sell ISEQ 20 long Kerry Group 76.92 42.250   8/27/12 37.580 -2,891 3,250 359 200,000  319,415 -19,415 300,000
      Smurfit Kappa 441.30 12.270   8/27/12 6.550 -2,891 5,415 2,524 202,524  316,525 -14,000 302,524
    MerVal Telecom Argentina 2,089.08 3.268   6/10/13 3.788 -7,913 6,827 -1,086 201,439  308,612 -7,173 301,439
    Indices OMXC 20 93.40 70.001   9/10/12 66.404 -6,202 6,538 336 201,775  302,410 -635 301,775
  Buy ISEQ 20 short C&C Group 889.20 4.233   7/29/13 4.100 3,764        306,174 -4,399  
      CRH 240.80 15.631   7/29/13 15.994 3,764        309,938 -8,163  
    PSI 20 long Teixeira Duarte 13,940.74 0.540   6/24/13 0.570 7,528        317,466 -15,691  
    MerVal short Comercial del Plata 107,083.93 0.070   8/12/13 0.067 7,528        324,994 -23,219  
    Indices RTX 5.40 1,393.590   8/12/13 1,391.500 7,525        332,519 -30,744  
6/24/13 Sell Germany long ADLER Real Estate 5,255.93 2.050   9/10/12 1.180 -6,202 10,775 4,573 206,347  326,317 -19,970 306,347
    MDAX KUKA 226.40 31.820   1/14/13 28.185 -6,381 7,204 823 207,170  319,936 -12,766 307,170
    BEL 20 Galapagos 379.60 14.210   11/12/12 16.910 -6,419 5,394 -1,025 206,145  313,517 -7,371 306,145
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Teixeira Duarte 13,940.74 0.570   6/17/13 0.540 -7,528 7,946 418 206,564  305,989 575 306,564
    OMXC 20 Genmab 562.18 22.604   7/16/12 8.469 -4,761 12,707 7,946 214,510  301,228 13,282 314,510
    OMXS 30 Electrolux 131.82 19.030   7/23/12 17.722 -2,336 2,509 172 214,683  298,892 15,791 314,683
      Swedbank 169.41 16.871   7/23/12 13.789 -2,336 2,858 522 215,205  296,556 18,649 315,205
    FT 30 Ferguson 1.53 3,452.810   8/06/12 3,068.570 -4,695 5,283 588 215,793  291,861 23,932 315,793
    SLI Swiss Life 58.75 120.698   11/26/12 104.219 -6,123 7,091 968 216,761  285,738 31,023 316,761
    BAX KUKA 265.20 31.820   10/29/12 23.375 -6,199 8,439 2,240 219,000  279,539 39,461 319,000
  Buy Germany short SolarWorld 97.46 91.950   7/29/13 77.250 8,961        288,500 30,500  
    MDAX Salzgitter 352.73 25.405   7/01/13 25.340 8,961        297,462 21,539  
    BEL 20 Aperam 1,077.04 8.320   7/15/13 8.461 8,961        306,423 12,578  
    OMXC 20 FLSmidth 255.79 35.032   7/01/13 34.376 8,961        315,383 3,617  
    OMXS 30 Boliden 469.20 9.549   7/08/13 9.256 4,480        319,864 -863  
      Tele2 510.42 8.778   7/08/13 9.227 4,481        324,344 -5,344  
    FT 30 Man Group 94.08 95.252   7/01/13 100.211 8,961        333,306 -14,305  
    SLI Kühne & Nagel 110.43 81.145   7/08/13 90.725 8,961        342,267 -23,266  
    BAX SFC Energy 1,886.53 4.750   7/01/13 4.650 8,961        351,228 -32,227  
7/01/13 Sell MDAX short Salzgitter 352.73 25.340 25.470 6/24/13 25.405 -8,961 8,984 23 219,023  342,266 -23,243 319,023
    OMXC 20 FLSmidth 255.79 34.376 35.701 6/24/13 35.032 -8,961 9,132 171 219,195  333,306 -14,111 319,195
    FT 30 Man Group 94.08 100.211 90.294 6/24/13 95.252 -8,961 8,495 -466 218,728  324,344 -5,616 318,728
    BAX SFC Energy 1,886.53 4.650 4.852 6/24/13 4.750 -8,961 9,154 193 218,921  315,383 3,538 318,921
  Buy MDAX long Dürr 335.91 23.998   7/28/14 30.355 8,061        323,444 -4,523  
    OMXC 20 Vestas Wind Systems 746.90 10.793   9/01/14 31.864 8,061        331,505 -12,584  
    FT 30 Lloyds Bank 107.66 74.871   9/09/13 90.907 8,061        339,566 -20,645  
    BAX Morphosys 182.60 44.145   4/14/14 58.270 8,061        347,627 -28,706  
7/08/13 Sell France short ArcelorMittal 280.69 26.415 30.086 6/10/13 28.191 -7,913 8,445 532 219,453  339,714 -20,261 319,453
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 469.20 9.256 9.852 6/24/13 9.549 -4,480 4,623 142 219,595  335,233 -15,638 319,595
      Tele2 510.42 9.227 8.329 6/24/13 8.778 -4,481 4,251 -229 219,366  330,753 -11,387 319,366
    SLI Kühne & Nagel 110.43 90.725 71.565 6/24/13 81.145 -8,961 7,903 -1,058 218,308  321,792 -3,484 318,308
  Buy OMXS 30 long Nokia 1,235.25 3.186   10/13/14 6.407 3,935        325,727 -7,419  
      Kinnevik 179.95 21.868   10/13/14 22.475 3,935        329,662 -11,354  
    SLI Lonza 130.73 60.201   8/12/13 56.494 7,870        337,532 -19,224  
7/15/13 Sell BEL 20 short Aperam 1,077.04 8.461 8.179 6/24/13 8.320 -8,961 8,809 -152 218,156  328,571 -10,415 318,156
  Buy   long KBC 245.39 31.350   10/13/14 40.740 7,693        336,264 -18,108  
7/29/13 Sell Germany short SolarWorld 97.46 77.250 109.447 6/24/13 91.950 -8,961 10,667 1,705 219,861  327,303 -7,441 319,861
    ATX long Österreichische Post 191.93 31.600   6/25/12 25.890 -4,969 6,065 1,096 220,957  322,334 -1,376 320,957
    ISEQ 20 short C&C Group 889.20 4.100 4.370 6/17/13 4.233 -3,764 3,886 122 221,079  318,570 2,510 321,079
      CRH 240.80 15.994 15.268 6/17/13 15.631 -3,764 3,677 -87 220,992  314,806 6,186 320,992
    Nordic 30 Equinor 419.14 16.264 18.488 6/03/13 17.340 -7,268 7,749 481 221,473  307,538 13,935 321,473
  Buy ATX Raiffeisen Bank Int 363.22 23.085   10/21/13 25.350 8,385        315,923 5,550  
    ISEQ 20 long FBD Holdings 268.75 15.600   8/05/13 16.650 4,193        320,115 1,358  
      Smurfit Kappa 293.18 14.300   8/05/13 15.150 4,192        324,308 -2,835  
    Nordic 30 Pandora 291.97 28.719   4/28/14 46.257 8,385        332,693 -11,220  
8/05/13 Sell CAC 40 short ArcelorMittal 280.99 28.620 23.952 4/22/13 26.286 -7,386 6,730 -656 220,817  325,307 -4,489 320,817
    ISEQ 20 long FBD Holdings 268.75 16.650   7/29/13 15.600 -4,193 4,475 282 221,099  321,114 -15 321,099
      Smurfit Kappa 293.18 15.150   7/29/13 14.300 -4,192 4,442 249 221,349  316,922 4,427 321,349
    CAC Mid 60 short CGG 14.10 575.840 546.400 6/10/13 561.120 -7,912 7,704 -208 221,141  309,010 12,131 321,141
  Buy ISEQ 20 C&C Group 1,005.92 4.141   9/09/13 4.285 4,166        313,175 7,966  
      Flutter 68.29 61.000   9/09/13 61.200 4,166        317,341 3,800  
8/12/13 Sell MerVal short Comercial del Plata 107,083.93 0.067 0.074 6/17/13 0.070 -7,528 7,903 375 221,516  309,813 11,703 321,516
    SLI long Lonza 130.73 56.494   7/08/13 60.201 -7,870 7,385 -485 221,031  301,943 19,088 321,031
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices short RTX 5.40 1,391.500 1,395.690 6/17/13 1,393.590 -7,525 7,537 11 221,043  294,418 26,625 321,043
  Buy MerVal long Telecom Argentina 2,061.73 4.215   2/10/14 2.998 8,691        303,109 17,934  
    Indices Merval 17.34 501.316   8/04/14 750.468 8,693        311,801 9,241  
8/26/13 Sell Nikkei (FRA) long Subaru 327.36 18.441   2/11/13 10.800 -3,535 6,037 2,501 223,544  308,266 15,278 323,544
      Mazda Motor 284.09 15.485   2/11/13 12.445 -3,536 4,399 864 224,408  304,730 19,677 324,408
  Buy PSI 20 Teixeira Duarte 12,838.81 0.670   9/02/13 0.650 8,602        313,332 11,075  
    Nikkei (FRA) short Nikon 327.07 13.150   9/09/13 12.596 4,301        317,633 6,774  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,838.81 0.650   8/26/13 0.670 -8,602 8,345 -257 224,151  309,031 15,119 324,151
9/09/13 Sell IBEX 35 short Bankia 291.74 3.016 159.661 2/04/13 21.944 -6,402 46,580 40,178 264,328  302,629 61,699 364,328
    ISEQ 20 C&C Group 1,005.92 4.285 3.997 8/05/13 4.141 -4,166 4,021 -145 264,184  298,464 65,720 364,184
      Flutter 68.29 61.200 60.800 8/05/13 61.000 -4,166 4,152 -14 264,170  294,298 69,872 364,170
    FT 30 long Lloyds Bank 107.66 90.907   7/01/13 74.871 -8,061 9,787 1,726 265,896  286,238 79,659 365,896
    Nikkei (FRA) short Nikon 327.07 12.596 13.728 8/26/13 13.150 -4,301 4,490 189 266,085  281,937 84,149 366,085
  Buy IBEX 35 long Siemens Gamesa 2,092.01 5.380   12/16/13 7.030 11,255        293,192 72,894  
    ISEQ 20 Bank of Ireland 794.84 7.080   10/14/13 6.960 5,627        298,819 67,266  
      Smurfit Kappa 352.82 15.950   10/14/13 17.020 5,627        304,447 61,639  
    PSI 20 Impresa 16,551.47 0.680   9/16/13 0.670 11,255        315,702 50,384  
    FT 30 short Man Group 106.75 105.435   10/14/13 92.741 11,255        326,957 39,129  
    Nikkei (FRA) long Furukawa Co 336.37 16.730   9/30/13 17.160 5,627        332,584 33,501  
      Tokyo Electric Power 1,439.26 3.910   9/30/13 4.520 5,628        338,212 27,874  
9/16/13 Sell HSI short China Shenhua HK 2,903.07 2.475 2.615 4/22/13 2.544 -7,386 7,592 206 266,291  330,826 35,465 366,291
    OMXH 25 Outokumpu 1,159.42 4.600 6.624 3/18/13 5.520 -6,400 7,680 1,280 267,571  324,426 43,145 367,571
    PSI 20 long Impresa 16,551.47 0.670   9/09/13 0.680 -11,255 11,089 -166 267,406  313,171 54,235 367,406
  Buy HSI Galaxy Entertainment 1,969.69 5.352   12/23/13 6.370 10,541        323,712 43,694  
    OMXH 25 Nokia 2,233.26 4.720   10/21/13 5.265 10,541        334,253 33,153  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/23/13 Sell GEX short YOC 1,462.86 2.219 11.488 4/22/13 5.049 -7,386 16,806 9,420 276,825  326,867 49,959 376,825
  Buy PSI 20 long Teixeira Duarte 16,165.15 0.660   12/09/13 0.920 10,669        337,536 39,290  
    GEX Manz 199.16 53.570   4/14/14 65.730 10,669        348,205 28,621  
9/30/13 Sell SDAX short Hypoport 1,057.89 8.120 6.840 6/10/13 7.480 -7,913 7,236 -677 276,148  340,292 35,857 376,148
    HSI-C&I Li & Fung 6,074.99 1.073 1.013 4/08/13 1.043 -6,335 6,152 -183 275,965  333,957 42,009 375,965
    TSX 60 Barrick Gold 510.65 13.729 15.238 4/22/13 14.464 -7,386 7,781 395 276,361  326,571 49,790 376,361
    Athex LC Eurobank Ergasias 24.08 50.000 1,352.000 3/25/13 260.000 -6,261 32,556 26,295 302,656  320,310 82,346 402,656
    Nikkei (FRA) long Furukawa Co 336.37 17.160   9/09/13 16.730 -5,627 5,772 145 302,801  314,683 88,118 402,801
      Tokyo Electric Power 1,439.26 4.520   9/09/13 3.910 -5,628 6,505 878 303,679  309,055 94,623 403,679
  Buy SDAX ADLER Real Estate 4,222.71 2.950   10/14/13 3.079 12,457        321,512 82,166  
    HSI-C&I Galaxy Entertainment 2,407.57 5.174   2/03/14 7.265 12,457        333,969 69,709  
    TSX 60 Bausch Health 162.03 76.879   9/29/14 102.197 12,457        346,426 57,253  
    Athex LC Aegean Airlines 2,965.95 4.200   1/27/14 7.210 12,457        358,883 44,796  
    Nikkei (FRA) short Nikon 476.19 13.080   11/04/13 13.433 6,229        365,111 38,567  
    CAC Next 20 SES 588.98 21.150   10/07/13 21.020 12,457        377,568 26,110  
10/07/13 Sell   short SES 588.98 21.020 21.281 9/30/13 21.150 -12,457 12,534 77 303,756  365,111 38,644 403,756
    Nikkei (TYO) long Subaru 781.46 20.003   11/19/12 8.176 -6,389 15,632 9,243 312,998  358,722 54,276 412,998
  Buy CAC Next 20 EDF 491.62 23.760   10/28/13 25.570 11,681        370,403 42,595  
    Nikkei (TYO) short Nikon 923.37 12.650   10/14/13 13.191 11,681        382,084 30,914  
10/14/13 Sell SDAX long ADLER Real Estate 4,222.71 3.079   9/30/13 2.950 -12,457 13,002 545 313,543  369,627 43,916 413,543
    HSI-Fin short Ping An 2,311.08 2.804 3.201 5/13/13 2.996 -6,924 7,398 474 314,017  362,703 51,314 414,017
    ISEQ 20 long Bank of Ireland 794.84 6.960   9/09/13 7.080 -5,627 5,532 -95 313,922  357,076 56,846 413,922
      Smurfit Kappa 352.82 17.020   9/09/13 15.950 -5,627 6,005 378 314,299  351,448 62,851 414,299
    FT 30 short Man Group 106.75 92.741 119.865 9/09/13 105.435 -11,255 12,796 1,540 315,840  340,193 75,646 415,840
    SMI long Richemont 101.55 74.199   12/17/12 59.929 -6,086 7,535 1,449 317,289  334,107 83,181 417,289
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nikon 923.37 13.191 12.110 10/07/13 12.650 -11,681 11,182 -499 316,789  322,426 94,363 416,789
  Buy HSI-Fin long AIA 3,484.31 3.667   1/06/14 3.604 12,778        335,204 81,585  
    ISEQ 20 short C&C Group 1,521.19 4.200   10/28/13 4.008 6,389        341,593 75,196  
      Flutter 112.17 56.960   10/28/13 56.500 6,389        347,983 68,807  
    FT 30 long ITV 58.64 217.888   12/02/13 228.772 12,777        360,759 56,030  
    Nikkei (TYO) Tokyo Electric Power 3,273.47 3.904   11/04/13 3.961 12,778        373,537 43,252  
10/21/13 Sell ATX short Raiffeisen Bank Int 363.22 25.350 20.820 7/29/13 23.085 -8,385 7,562 -823 315,967  365,153 50,814 415,967
    OMXH 25 long Nokia 2,233.26 5.265   9/16/13 4.720 -10,541 11,758 1,217 317,184  354,612 62,572 417,184
    OBX 25 short Frontline 874.83 8.829 5.997 4/15/13 7.413 -6,485 5,246 -1,239 315,945  348,127 67,819 415,945
  Buy ATX long Wienerberger 925.68 13.065   8/11/14 11.525 12,094        360,221 55,725  
    SDAX ADLER Real Estate 4,044.82 2.990   3/31/14 5.100 12,094        372,315 43,631  
    OMXH 25 short YIT 1,215.48 9.950   10/28/13 10.035 12,094        384,409 31,537  
    OBX 25 long REC Silicon 3,412.62 3.544   12/16/13 2.538 12,094        396,503 19,443  
10/28/13 Sell ISEQ 20 short C&C Group 1,521.19 4.008 4.401 10/14/13 4.200 -6,389 6,695 306 316,251  390,114 26,138 416,251
      Flutter 112.17 56.500 57.424 10/14/13 56.960 -6,389 6,441 52 316,303  383,724 32,579 416,303
    OMXH 25 YIT 1,215.48 10.035 9.865 10/21/13 9.950 -12,094 11,991 -103 316,200  371,630 44,570 416,200
    CAC Next 20 long EDF 491.62 25.570   10/07/13 23.760 -11,681 12,571 890 317,090  359,949 57,140 417,090
  Buy ISEQ 20 Bank of Ireland 771.81 7.680   11/25/13 8.040 5,928        365,877 51,213  
      Smurfit Kappa 344.42 17.210   11/25/13 17.550 5,927        371,804 45,285  
    OMXH 25 Nokia 2,390.12 4.960   11/11/13 5.770 11,855        383,659 33,430  
    CAC Next 20 short STMicroelectronics 2,119.61 5.593   11/11/13 5.653 11,855        395,514 21,575  
11/04/13 Sell SSE 50 short China Northern Rare 2,924.11 2.137 2.623 5/13/13 2.368 -6,924 7,671 747 317,837  388,590 29,246 417,837
    Nikkei (FRA) Nikon 476.19 13.433 12.727 9/30/13 13.080 -6,229 6,060 -168 317,669  382,362 35,307 417,669
    Nikkei (TYO) long Tokyo Electric Power 3,273.47 3.961   10/14/13 3.904 -12,778 12,967 189 317,858  369,584 48,274 417,858
  Buy SSE 50 Shanghai Oriental 2,649.91 4.398   12/23/13 4.388 11,653        381,237 36,621  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Softbank 204.08 28.550   12/16/13 30.884 5,826        387,063 30,794  
      Tokyo Electric Power 1,469.85 3.964   12/16/13 3.730 5,826        392,890 24,968  
    Nikkei (TYO) short Nikon 867.26 13.437   11/18/13 13.220 11,653        404,543 13,315  
11/11/13 Sell OMXH 25 long Nokia 2,390.12 5.770   10/28/13 4.960 -11,855 13,791 1,936 319,794  392,688 27,106 419,794
    CAC Next 20 short STMicroelectronics 2,119.61 5.653 5.533 10/28/13 5.593 -11,855 11,728 -127 319,666  380,833 38,834 419,666
  Buy OMXH 25 Outokumpu 3,274.86 3.500   12/02/13 3.690 11,462        392,295 27,372  
    CAC Next 20 long EDF 442.89 25.880   12/09/13 26.640 11,462        403,757 15,910  
11/18/13 Sell HSI-Prop short Hang Lung 1,540.57 2.531 2.606 6/10/13 2.568 -3,956 4,015 59 319,725  399,800 19,925 419,725
      Sino Land 3,676.70 1.043 1.110 6/10/13 1.076 -3,957 4,083 126 319,851  395,844 24,007 419,851
    Topix (FRA) Inpex 913.87 8.519 7.387 6/03/13 7.953 -7,268 6,751 -517 319,334  388,576 30,758 419,334
    Nikkei (TYO) Nikon 867.26 13.220 13.657 11/04/13 13.437 -11,653 11,844 191 319,525  376,923 42,602 419,525
  Buy HSI-Prop long CK Hutchison 487.39 11.852   2/10/14 10.645 5,777        382,699 36,826  
      China Ov Land & Inv 2,489.12 2.321   2/10/14 1.876 5,777        388,476 31,049  
    Topix (FRA) Softbank 403.33 28.644   11/25/13 31.950 11,553        400,029 19,496  
    Nikkei (TYO) MinebeaMitsumi 2,300.80 5.021   3/03/14 6.187 11,553        411,582 7,943  
11/25/13 Sell ISEQ 20 long Bank of Ireland 771.81 8.040   10/28/13 7.680 -5,928 6,205 278 319,803  405,654 14,148 419,803
      Smurfit Kappa 344.42 17.550   10/28/13 17.210 -5,927 6,045 117 319,920  399,727 20,193 419,920
    Topix (FRA) Softbank 403.33 31.950   11/18/13 28.644 -11,553 12,886 1,333 321,253  388,174 33,079 421,253
    GCX SunPower 1,001.18 21.795   2/11/13 7.063 -7,071 21,820 14,749 336,002  381,103 54,900 436,002
  Buy ISEQ 20 short Flutter 109.43 56.070   12/02/13 56.450 6,136        387,239 48,764  
      Ryanair Holdings 1,052.13 5.832   12/02/13 6.109 6,136        393,375 42,628  
    Topix (FRA) Komatsu 784.50 15.643   6/09/14 16.815 12,272        405,647 30,356  
    GCX Aurubis 289.60 42.375   1/06/14 43.845 12,272        417,918 18,084  
12/02/13 Sell ISEQ 20 short Flutter 109.43 56.450 55.690 11/25/13 56.070 -6,136 6,094 -42 335,961  411,783 24,178 435,961
      Ryanair Holdings 1,052.13 6.109 5.555 11/25/13 5.832 -6,136 5,845 -291 335,669  405,647 30,023 435,669
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 3,274.86 3.690 3.310 11/11/13 3.500 -11,462 10,840 -622 335,047  394,185 40,863 435,047
    FT 30 long ITV 58.64 228.772   10/14/13 217.888 -12,777 13,415 638 335,685  381,408 54,278 435,685
  Buy ISEQ 20 Bank of Ireland 734.35 8.340   4/14/14 8.250 6,124        387,532 48,153  
      Smurfit Kappa 355.25 17.240   4/14/14 17.010 6,125        393,657 42,029  
    OMXH 25 Nokia 2,072.94 5.909   12/09/13 5.850 12,249        405,906 29,780  
    FT 30 short RSA Insurance 21.95 558.095   12/23/13 490.074 12,250        418,156 17,530  
12/09/13 Sell OMXH 25 long Nokia 2,072.94 5.850   12/02/13 5.909 -12,249 12,127 -122 335,563  405,907 29,656 435,563
    PSI 20 Teixeira Duarte 16,165.15 0.920   9/23/13 0.660 -10,669 14,872 4,203 339,766  395,238 44,528 439,766
    CAC Next 20 EDF 442.89 26.640   11/11/13 25.880 -11,462 11,799 337 340,103  383,776 56,327 440,103
  Buy OMXH 25 short Metso Outotec 1,853.07 6.697   5/12/14 8.620 12,410        396,186 43,917  
    CAC Next 20 STMicroelectronics 2,277.06 5.450   1/13/14 5.763 12,410        408,596 31,507  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,092.01 7.030   9/09/13 5.380 -11,255 14,707 3,452 343,554  397,341 46,214 443,554
    OBX 25 REC Silicon 3,412.62 2.538   10/21/13 3.544 -12,094 8,660 -3,434 340,120  385,247 54,874 440,120
    Nikkei (FRA) Softbank 204.08 30.884   11/04/13 28.550 -5,826 6,303 476 340,597  379,420 61,176 440,597
      Tokyo Electric Power 1,469.85 3.730   11/04/13 3.964 -5,826 5,483 -344 340,253  373,594 66,659 440,253
    DJ Global Titans Bank of America 860.54 11.075   10/29/12 7.204 -6,199 9,530 3,331 343,584  367,395 76,189 443,584
  Buy IBEX 35 short Acciona 326.81 39.760   1/20/14 48.255 12,994        380,389 63,195  
    OBX 25 TGS-NOPEC 765.60 16.972   12/23/13 17.469 12,994        393,383 50,201  
    Nikkei (FRA) Nitto Denko 224.18 28.981   12/30/13 30.258 6,497        399,880 43,704  
      Pacific Metals 261.34 24.860   12/30/13 26.180 6,497        406,377 37,207  
    CAC Mid 60 Adocia 2,275.66 5.710   12/23/13 5.660 12,994        419,371 24,213  
    DJ Global Titans IBM 100.54 129.242   12/23/13 133.044 12,994        432,365 11,219  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,649.91 4.388   11/04/13 4.398 -11,653 11,628 -25 343,559  420,712 22,848 443,559
    HSI Galaxy Entertainment 1,969.69 6.370   9/16/13 5.352 -10,541 12,547 2,006 345,565  410,171 35,395 445,565
    OBX 25 short TGS-NOPEC 765.60 17.469 16.475 12/16/13 16.972 -12,994 12,613 -381 345,185  397,177 48,008 445,185
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 RSA Insurance 21.95 490.074 635.558 12/02/13 558.095 -12,250 13,951 1,700 346,885  384,927 61,958 446,885
    CAC Mid 60 Adocia 2,275.66 5.660 5.760 12/16/13 5.710 -12,994 13,109 115 347,000  371,933 75,067 447,000
    DJ Global Titans IBM 100.54 133.044 125.440 12/16/13 129.242 -12,994 12,612 -382 346,617  358,939 87,679 446,617
  Buy SSE 50 Poly Real Estate 20,847.51 0.641   6/02/14 0.591 13,357        372,296 74,322  
    PSI 20 long Impresa 12,254.13 1.090   5/12/14 1.759 13,357        385,653 60,965  
    OBX 25 DNO International 4,595.72 2.906   2/17/14 2.830 13,357        399,010 47,608  
    FT 30 Int Cons Airlines 28.33 471.516   1/27/14 485.635 13,358        412,368 34,250  
    DJ Global Titans Alphabet A 32.71 408.320   10/27/14 433.045 13,356        425,724 20,894  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 224.18 30.258 27.704 12/16/13 28.981 -6,497 6,211 -286 346,331  419,227 27,104 446,331
      Pacific Metals 261.34 26.180 23.540 12/16/13 24.860 -6,497 6,152 -345 345,986  412,730 33,256 445,986
  Buy   long MinebeaMitsumi 1,136.07 5.273   2/10/14 6.030 5,991        418,720 27,266  
      Softbank 189.42 31.625   2/10/14 27.751 5,990        424,711 21,275  
1/06/14 Sell HSI-Fin long AIA 3,484.31 3.604   10/14/13 3.667 -12,778 12,559 -219 345,767  411,933 33,834 445,767
    GCX short Aurubis 289.60 43.845 40.905 11/25/13 42.375 -12,272 11,846 -426 345,341  399,661 45,680 445,341
  Buy HSI-Fin ICBC 26,161.55 0.469   6/02/14 0.478 12,275        411,936 33,405  
    SLI long Vifor Pharma 165.83 74.020   1/27/14 69.103 12,275        424,211 21,131  
    GCX Vestas Wind Systems 492.05 24.946   2/03/14 23.946 12,275        436,486 8,856  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,277.06 5.763 5.137 12/09/13 5.450 -12,410 11,697 -713 344,629  424,076 20,553 444,629
  Buy   long Natixis 2,456.49 4.734   6/23/14 4.867 11,629        435,705 8,924  
1/20/14 Sell IBEX 35 short Acciona 326.81 48.255 31.265 12/16/13 39.760 -12,994 10,218 -2,776 341,852  422,711 19,142 441,852
  Buy   long Siemens Gamesa 1,363.14 8.454   1/27/14 7.622 11,524        434,235 7,618  
    NZX 50 short Chorus 12,301.45 0.937   6/02/14 1.063 11,524        445,759 -3,906  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,363.14 7.622   1/20/14 8.454 -11,524 10,390 -1,134 340,718  434,235 6,484 440,718
    Athex LC Aegean Airlines 2,965.95 7.210   9/30/13 4.200 -12,457 21,385 8,928 349,646  421,778 27,868 449,646
    FT 30 Int Cons Airlines 28.33 485.635   12/23/13 471.516 -13,358 13,758 400 350,046  408,420 41,626 450,046
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Vifor Pharma 165.83 69.103   1/06/14 74.020 -12,275 11,459 -815 349,230  396,145 53,086 449,230
  Buy IBEX 35 short Repsol 716.52 17.525   2/17/14 17.625 12,557        408,702 40,529  
    Athex LC Eurobank Ergasias 256.27 49.000   5/09/16 0.875 12,557        421,259 27,971  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,407.57 7.265   9/30/13 5.174 -12,457 17,490 5,033 354,263  408,802 45,461 454,263
    GCX Vestas Wind Systems 492.05 23.946   1/06/14 24.946 -12,275 11,783 -492 353,771  396,527 57,244 453,771
  Buy FT 30 Int Cons Airlines 25.57 499.638   2/10/14 509.014 12,776        409,303 44,468  
    GCX short Aurubis 314.66 40.600   3/03/14 38.880 12,775        422,078 31,693  
2/10/14 Sell HSI-Prop long CK Hutchison 487.39 10.645   11/18/13 11.852 -5,777 5,188 -588 353,183  416,302 36,882 453,183
      China Ov Land & Inv 2,489.12 1.876   11/18/13 2.321 -5,777 4,669 -1,107 352,076  410,525 41,551 452,076
    MerVal Telecom Argentina 2,061.73 2.998   8/12/13 4.215 -8,691 6,182 -2,509 349,567  401,834 47,733 449,567
    FT 30 Int Cons Airlines 25.57 509.014   2/03/14 499.638 -12,776 13,015 240 349,807  389,058 60,748 449,807
    Nikkei (FRA) MinebeaMitsumi 1,136.07 6.030   12/30/13 5.273 -5,991 6,851 860 350,667  383,068 67,599 450,667
      Softbank 189.42 27.751   12/30/13 31.625 -5,990 5,257 -734 349,933  377,077 72,855 449,933
  Buy HSI-Prop short New World Dev 1,851.66 3.529   7/28/14 3.549 6,535        383,612 66,321  
      The Wharf 3,531.59 1.850   7/28/14 2.205 6,535        390,146 59,786  
    Nikkei (FRA) Hitachi Zosen 1,532.84 4.263   6/30/14 3.700 6,535        396,681 53,252  
      Nitto Denko 208.79 31.297   6/30/14 33.890 6,535        403,215 46,717  
2/17/14 Sell IBEX 35 short Repsol 716.52 17.625 17.425 1/27/14 17.525 -12,557 12,485 -72 349,861  390,658 59,203 449,861
    OBX 25 long DNO International 4,595.72 2.830   12/23/13 2.906 -13,357 13,007 -350 349,511  377,301 72,209 449,511
  Buy IBEX 35 Siemens Gamesa 1,561.85 8.351   3/10/14 8.580 13,043        390,344 59,166  
    OBX 25 short Petroleum Geo-Srvcs 1,715.06 7.605   6/02/14 7.980 13,043        403,387 46,123  
2/24/14 Buy MerVal long Edenor 39,395.87 0.315   12/15/14 0.569 12,390        415,777 33,733  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,300.80 6.187   11/18/13 5.021 -11,553 14,234 2,681 352,192  404,224 47,967 452,192
    GCX short Aurubis 314.66 38.880 42.396 2/03/14 40.600 -12,775 13,340 565 352,757  391,449 61,308 452,757
  Buy Nikkei (TYO) Hitachi Zosen 3,273.47 3.926   3/31/14 3.419 12,851        404,300 48,457  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX long Vestas Wind Systems 513.67 25.018   4/14/14 29.233 12,851        417,151 35,606  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,561.85 8.580   2/17/14 8.351 -13,043 13,401 358 353,115  404,108 49,006 453,115
  Buy   short Inditex 598.62 20.970   6/09/14 21.750 12,553        416,661 36,453  
3/31/14 Sell SDAX long ADLER Real Estate 4,044.82 5.100   10/21/13 2.990 -12,094 20,629 8,535 361,649  404,567 57,082 461,649
    Nikkei (TYO) short Hitachi Zosen 3,273.47 3.419 4.508 3/03/14 3.926 -12,851 14,758 1,907 363,556  391,716 71,840 463,556
  Buy SDAX Koenig & Bauer 1,088.13 12.300   5/05/14 11.730 13,384        405,100 58,456  
    Nikkei (TYO) long MinebeaMitsumi 2,077.26 6.443   4/07/14 6.630 13,384        418,484 45,072  
4/07/14 Sell   long MinebeaMitsumi 2,077.26 6.630   3/31/14 6.443 -13,384 13,771 387 363,944  405,100 58,843 463,944
  Buy   short Hitachi Zosen 3,785.37 3.453   7/28/14 3.842 13,069        418,169 45,774  
4/14/14 Sell ISEQ 20 long Bank of Ireland 734.35 8.250   12/02/13 8.340 -6,124 6,058 -66 363,878  412,045 51,833 463,878
      Smurfit Kappa 355.25 17.010   12/02/13 17.240 -6,125 6,043 -82 363,796  405,920 57,876 463,796
    BAX Morphosys 182.60 58.270   7/01/13 44.145 -8,061 10,640 2,579 366,375  397,859 68,516 466,375
    GEX Manz 199.16 65.730   9/23/13 53.570 -10,669 13,091 2,422 368,797  387,190 81,607 468,797
    GCX Vestas Wind Systems 513.67 29.233   3/03/14 25.018 -12,851 15,016 2,165 370,962  374,339 96,623 470,962
  Buy ISEQ 20 short C&C Group 1,583.59 4.480   1/19/15 3.322 7,094        381,434 89,528  
      Flutter 132.38 53.590   1/19/15 66.350 7,094        388,528 82,434  
    BAX Adva 4,429.91 3.203   4/21/14 3.210 14,189        402,717 68,245  
    GEX 4SC 2,475.25 5.732   1/26/15 3.657 14,189        416,906 54,056  
    GCX EJR 275.59 51.487   4/28/14 51.524 14,189        431,095 39,867  
4/21/14 Sell BAX short Adva 4,429.91 3.210 3.196 4/14/14 3.203 -14,189 14,158 -31 370,931  416,906 54,025 470,931
  Buy   long Sixt 453.61 28.930   5/05/14 28.890 13,123        430,029 40,902  
4/28/14 Sell Nordic 30 long Pandora 291.97 46.257   7/29/13 28.719 -8,385 13,506 5,120 376,051  421,644 54,407 476,051
    GCX short EJR 275.59 51.524 51.450 4/14/14 51.487 -14,189 14,179 -10 376,041  407,455 68,586 476,041
  Buy Germany SolarWorld 441.04 30.870   6/09/14 16.900 13,615        421,070 54,971  
    Nordic 30 Carlsberg A 184.45 73.812   5/05/14 74.896 13,615        434,685 41,357  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX long Vestas Wind Systems 441.89 30.811   5/19/14 35.382 13,615        448,300 27,742  
5/05/14 Sell SDAX short Koenig & Bauer 1,088.13 11.730 12.898 3/31/14 12.300 -13,384 14,034 650 376,692  434,916 41,776 476,692
    Nordic 30 Carlsberg A 184.45 74.896 72.728 4/28/14 73.812 -13,615 13,415 -200 376,492  421,301 55,191 476,492
    BAX long Sixt 453.61 28.890   4/21/14 28.930 -13,123 13,105 -18 376,474  408,178 68,296 476,474
  Buy SDAX ADLER Real Estate 2,715.65 5.015   5/19/14 5.000 13,619        421,797 54,677  
    Nordic 30 Pandora 279.48 48.729   9/15/14 59.766 13,619        435,416 41,058  
    BAX short Adva 4,255.94 3.200   6/09/14 3.196 13,619        449,035 27,439  
5/12/14 Sell OMXH 25 short Metso Outotec 1,853.07 8.620 4.774 12/09/13 6.697 -12,410 8,847 -3,563 372,910  436,625 36,285 472,910
    PSI 20 long Impresa 12,254.13 1.759   12/23/13 1.090 -13,357 21,555 8,198 381,108  423,268 57,840 481,108
  Buy OMXH 25 Outokumpu 2,016.92 6.680   5/19/14 6.250 13,473        436,741 44,367  
5/19/14 Sell SDAX long ADLER Real Estate 2,715.65 5.000   5/05/14 5.015 -13,619 13,578 -41 381,067  423,122 57,946 481,067
    OMXH 25 Outokumpu 2,016.92 6.250   5/12/14 6.680 -13,473 12,606 -867 380,200  409,649 70,551 480,200
    GCX Vestas Wind Systems 441.89 35.382   4/28/14 30.811 -13,615 15,635 2,020 382,220  396,034 86,186 482,220
  Buy HSI Citic Pacific 10,969.58 1.295   11/10/14 1.393 14,210        410,244 71,976  
    SDAX short WCM 8,754.85 1.623   5/26/14 1.623 14,210        424,454 57,766  
    OMXH 25 YIT 1,920.27 7.400   1/26/15 5.508 14,210        438,664 43,556  
    GCX Energy Recovery 4,215.99 3.371   3/02/15 3.076 14,210        452,874 29,346  
5/26/14 Sell SDAX short WCM 8,754.85 1.623 1.623 5/19/14 1.623 -14,210 14,210 0 382,220  438,664 43,556  
  Buy   long ADLER Real Estate 2,389.82 5.500   6/09/14 6.050 13,144        451,808 30,412  
    HSI-C&I Tencent 1,292.47 10.170   10/06/14 12.196 13,144        464,952 17,268  
6/02/14 Sell SSE 50 short Poly Real Estate 20,847.51 0.591 0.695 12/23/13 0.641 -13,357 14,483 1,126 383,346  451,595 31,751 483,346
    HSI-Fin ICBC 26,161.55 0.478 0.460 1/06/14 0.469 -12,275 12,045 -230 383,116  439,320 43,796 483,116
    OBX 25 Petroleum Geo-Srvcs 1,715.06 7.980 7.230 2/17/14 7.605 -13,043 12,401 -642 382,473  426,277 56,196 482,473
    NZX 50 Chorus 12,301.45 1.063 0.811 1/20/14 0.937 -11,524 9,972 -1,552 380,921  414,753 66,168 480,921
  Buy SSE 50 long Sinolink Secs 11,893.04 1.150   6/23/14 1.117 13,677        428,430 52,491  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin HK Exchgs & Clrg 999.39 13.685   9/29/14 17.213 13,677        442,107 38,814  
    OBX 25 Grieg Seafood 4,054.37 3.373   6/30/14 3.430 13,677        455,784 25,137  
    FT 30 National Grid 12.39 1,103.450   6/09/14 1,037.210 13,672        469,456 11,465  
    NZX 50 Tourism 19,642.40 0.696   7/21/14 0.758 13,677        483,133 -2,212  
6/09/14 Sell Germany short SolarWorld 441.04 16.900 56.388 4/28/14 30.870 -13,615 24,869 11,254 392,175  469,518 22,657 492,175
    SDAX long ADLER Real Estate 2,389.82 6.050   5/26/14 5.500 -13,144 14,458 1,314 393,489  456,374 37,116 493,489
    IBEX 35 short Inditex 598.62 21.750 20.190 3/10/14 20.970 -12,553 12,086 -467 393,023  443,821 49,202 493,023
    FT 30 long National Grid 12.39 1,037.210   6/02/14 1,103.450 -13,672 12,851 -821 392,202  430,149 62,053 492,202
    Topix (FRA) short Komatsu 784.50 16.815 14.471 11/25/13 15.643 -12,272 11,353 -919 391,282  417,877 73,405 491,282
    BAX Adva 4,255.94 3.196 3.204 5/05/14 3.200 -13,619 13,636 17 391,299  404,258 87,042 491,299
  Buy Germany long RIB Software 1,032.71 14.000   7/28/14 10.655 14,458        418,716 72,584  
    SDAX short WCM 9,039.92 1.599   12/29/14 1.381 14,458        433,174 58,126  
    IBEX 35 long Bankia 2,363.96 6.116   6/16/14 5.880 14,458        447,632 43,668  
    FT 30 short Tesco 39.77 363.580   11/17/14 241.994 14,460        462,091 29,208  
    Topix (FRA) long Fujitsu 288.99 50.030   9/15/14 48.100 14,458        476,550 14,750  
    BAX Cancom 732.42 19.740   6/16/14 18.403 14,458        491,008 292  
6/16/14 Sell IBEX 35 long Bankia 2,363.96 5.880   6/09/14 6.116 -14,458 13,900 -558 390,742  476,550 14,192 490,742
    BAX Cancom 732.42 18.403   6/09/14 19.740 -14,458 13,478 -980 389,762  462,092 27,670 489,762
  Buy IBEX 35 short ArcelorMittal 394.48 32.790   3/02/15 28.860 12,935        475,027 14,735  
    BAX Adva 4,124.68 3.136   6/23/14 3.096 12,935        487,962 1,800  
6/23/14 Sell SSE 50 long Sinolink Secs 11,893.04 1.117   6/02/14 1.150 -13,677 13,285 -392 389,369  474,285 15,085 489,369
    CAC Next 20 Natixis 2,456.49 4.867   1/13/14 4.734 -11,629 11,956 327 389,696  462,656 27,041 489,696
    BAX short Adva 4,124.68 3.096 3.177 6/16/14 3.136 -12,935 13,102 167 389,863  449,721 40,143 489,863
  Buy SSE 50 Kangmei Pharma 15,371.23 0.862   7/07/14 0.868 13,250        462,971 26,893  
    CAC Next 20 Arkema 187.53 70.655   1/26/15 62.720 13,250        476,221 13,643  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 CGG 38.59 343.360   1/19/15 153.600 13,250        489,471 392  
    BAX long Wacker Neuson 799.64 16.570   7/14/14 17.170 13,250        502,721 -12,858  
6/30/14 Sell OBX 25 long Grieg Seafood 4,054.37 3.430   6/02/14 3.373 -13,677 13,906 229 390,092  489,044 1,048 490,092
    Nikkei (FRA) short Hitachi Zosen 1,532.84 3.700 4.912 2/10/14 4.263 -6,535 7,529 994 391,087  482,509 8,577 491,087
      Nitto Denko 208.79 33.890 28.704 2/10/14 31.297 -6,535 5,993 -541 390,545  475,975 14,570 490,545
  Buy OBX 25 Norwegian 526.45 23.985   7/07/14 25.469 12,627        488,602 1,943  
    Nikkei (FRA) long Fujitsu 114.81 54.990   8/17/15 44.550 6,313        494,915 -4,370  
      MinebeaMitsumi 767.69 8.224   8/17/15 12.573 6,313        501,229 -10,683  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,371.23 0.868 0.856 6/23/14 0.862 -13,250 13,152 -98 390,447  487,979 2,468 490,447
    OBX 25 Norwegian 526.45 25.469 22.502 6/30/14 23.985 -12,627 11,846 -781 389,666  475,352 14,314 489,666
  Buy SSE 50 long AVIC Aviation Engine 4,233.68 2.976   8/03/15 7.097 12,599        487,951 1,715  
    OBX 25 SalMar 934.66 13.480   7/28/14 14.639 12,599        500,550 -10,884  
7/14/14 Sell BAX long Wacker Neuson 799.64 17.170   6/23/14 16.570 -13,250 13,730 480 390,146  487,300 2,846 490,146
7/21/14 Sell NZX 50 long Tourism 19,642.40 0.758   6/02/14 0.696 -13,677 14,887 1,210 391,356  473,623 17,733 491,356
  Buy France short CGG 47.61 267.296   12/29/14 160.352 12,726        486,349 5,007  
    NZX 50 a2 Milk 32,483.41 0.392   7/28/14 0.401 12,727        499,076 -7,720  
7/28/14 Sell Germany long RIB Software 1,032.71 10.655   6/09/14 14.000 -14,458 11,004 -3,454 387,901  484,618 3,284 487,901
    MDAX Dürr 335.91 30.355   7/01/13 23.998 -8,061 10,197 2,136 390,037  476,557 13,480 490,037
    HSI-Prop short New World Dev 1,851.66 3.549 3.509 2/10/14 3.529 -6,535 6,498 -36 390,000  470,022 19,978 490,000
      The Wharf 3,531.59 2.205 1.496 2/10/14 1.850 -6,535 5,284 -1,251 388,750  463,488 25,262 488,750
    OBX 25 long SalMar 934.66 14.639   7/07/14 13.480 -12,599 13,682 1,083 389,833  450,889 38,944 489,833
    NZX 50 short a2 Milk 32,483.41 0.401 0.383 7/21/14 0.392 -12,727 12,438 -289 389,544  438,162 51,382 489,544
    Nikkei (TYO) Hitachi Zosen 3,785.37 3.842 3.063 4/07/14 3.453 -13,069 11,594 -1,475 388,069  425,093 62,976 488,069
  Buy Germany SolarWorld 918.40 15.000   1/12/15 12.350 13,776        438,869 49,200  
    MDAX Südzucker 992.15 13.885   2/02/15 11.245 13,776        452,645 35,424  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Prop long CK Hutchison 501.68 13.730   8/24/15 10.950 6,888        459,533 28,536  
      Sino Land 5,501.60 1.252   8/24/15 1.200 6,888        466,421 21,648  
    OBX 25 short Petroleum Geo-Srvcs 2,134.82 6.453   8/11/14 6.127 13,776        480,197 7,872  
    NZX 50 long Tourism 18,513.64 0.744   2/22/16 1.542 13,776        493,973 -5,904  
    BAX Nemetschek 2,168.01 6.354   8/04/14 6.125 13,776        507,749 -19,680  
    Nikkei (TYO) MinebeaMitsumi 1,507.57 9.138   10/20/14 9.651 13,776        521,525 -33,456  
8/04/14 Sell HDAX long Dürr 476.71 28.230   1/23/12 9.125 -4,350 13,458 9,108 397,177  517,175 -19,998 497,177
    MIB Azimut 691.32 18.460   11/05/12 9.304 -6,432 12,762 6,330 403,506  510,743 -7,236 503,506
    BAX Nemetschek 2,168.01 6.125   7/28/14 6.354 -13,776 13,279 -497 403,009  496,967 6,043 503,009
    Indices Merval 17.34 750.468   8/12/13 501.316 -8,693 13,013 4,320 407,330  488,274 19,056 507,330
  Buy HDAX short Südzucker 1,010.68 13.020   1/12/15 11.160 13,159        501,433 5,897  
    Indices PSI 20 2.25 5,854.360   8/18/14 5,654.350 13,172        514,605 -7,276  
8/11/14 Sell ATX long Wienerberger 925.68 11.525   10/21/13 13.065 -12,094 10,668 -1,426 405,904  502,511 3,393 505,904
    DAX Continental 66.64 159.700   7/16/12 71.440 -4,761 10,642 5,882 411,786  497,750 14,035 511,786
    OBX 25 short Petroleum Geo-Srvcs 2,134.82 6.127 6.796 7/28/14 6.453 -13,776 14,509 733 412,518  483,974 28,544 512,518
  Buy ATX Raiffeisen Bank Int 715.28 18.910   2/16/15 13.795 13,526        497,500 15,018  
    DAX Adidas 235.44 57.450   8/18/14 60.070 13,526        511,026 1,492  
    OBX 25 long SalMar 1,026.82 13.173   8/18/14 12.880 13,526        524,552 -12,034  
8/18/14 Sell DAX short Adidas 235.44 60.070 54.830 8/11/14 57.450 -13,526 12,909 -617 411,902  511,026 875 511,902
    OBX 25 long SalMar 1,026.82 12.880   8/11/14 13.173 -13,526 13,225 -301 411,601  497,500 14,100 511,601
    Indices short PSI 20 2.25 5,654.350 6,061.440 8/04/14 5,854.360 -13,172 13,638 466 412,067  484,328 27,739 512,067
  Buy DAX long Vonovia 591.11 22.830   10/06/14 22.420 13,495        497,823 14,244  
    OBX 25 short Petroleum Geo-Srvcs 2,212.40 6.100   2/16/15 5.700 13,495        511,318 749  
    Indices long Merval 17.21 784.124   10/06/14 1,022.100 13,495        524,813 -12,746  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 746.90 31.864   7/01/13 10.793 -8,061 23,799 15,738 427,805  516,752 11,053 527,805
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Demant 1,145.23 11.763   9/08/14 11.966 13,471        530,223 -2,418  
9/08/14 Sell   short Demant 1,145.23 11.966 11.559 9/01/14 11.763 -13,471 13,238 -233 427,572  516,752 10,820 527,572
  Buy   long Pandora 234.26 57.454   9/29/14 61.631 13,459        530,211 -2,639  
9/15/14 Sell Nordic 30 long Pandora 279.48 59.766   5/05/14 48.729 -13,619 16,703 3,084 430,656  516,592 14,064 530,656
    Topix (FRA) Fujitsu 288.99 48.100   6/09/14 50.030 -14,458 13,900 -558 430,098  502,134 27,964 530,098
  Buy Nordic 30 short Volvo 1,586.93 8.791   11/10/14 9.334 13,951        516,085 14,013  
    Topix (FRA) Aeon 1,776.97 7.851   1/05/15 8.291 13,951        530,036 62  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 999.39 17.213   6/02/14 13.685 -13,677 17,202 3,525 433,623  516,359 17,264 533,623
    TSX 60 Bausch Health 162.03 102.197   9/30/13 76.879 -12,457 16,559 4,102 437,726  503,902 33,823 537,726
    OMXC 20 Pandora 234.26 61.631   9/08/14 57.454 -13,459 14,438 978 438,704  490,443 48,261 538,704
  Buy HSI-Fin short ICBC 29,465.86 0.498   11/03/14 0.526 14,674        505,117 33,587  
    TSX 60 Yamana Gold 3,059.25 4.797   3/23/15 3.713 14,674        519,791 18,913  
10/06/14 Sell DAX long Vonovia 591.11 22.420   8/18/14 22.830 -13,495 13,253 -242 438,462  506,296 32,166 538,462
    HSI-C&I Tencent 1,292.47 12.196   5/26/14 10.170 -13,144 15,763 2,619 441,081  493,152 47,929 541,081
    Indices Merval 17.21 1,022.100   8/18/14 784.124 -13,495 17,590 4,096 445,176  479,657 65,519 545,176
  Buy DAX short Deutsche Lufthansa 1,263.82 12.080   11/17/14 13.145 15,267        494,924 50,252  
    HSI-C&I Galaxy Entertainment 3,099.02 4.926   4/13/15 4.822 15,267        510,191 34,985  
    PSI 20 Pharol 9,366.26 1.630   2/23/15 0.697 15,267        525,458 19,718  
    Indices PSI 20 2.76 5,537.710   2/23/15 5,494.440 15,284        540,742 4,434  
10/13/14 Sell S&P 100 long Gilead Sciences 270.68 79.611   9/17/12 25.063 -6,784 21,549 14,765 459,941  533,958 25,983 559,941
    BEL 20 KBC 245.39 40.740   7/15/13 31.350 -7,693 9,997 2,304 462,246  526,265 35,980 562,246
    OMXS 30 Nokia 1,235.25 6.407   7/08/13 3.186 -3,935 7,914 3,979 466,224  522,330 43,894 566,224
      Kinnevik 179.95 22.475   7/08/13 21.868 -3,935 4,044 109 466,334  518,395 47,938 566,334
  Buy S&P 100 short General Motors 656.82 23.379   10/27/14 23.689 15,356        533,751 32,582  
    BEL 20 Galapagos 1,381.56 11.115   11/17/14 12.800 15,356        549,107 17,226  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Lundin 687.28 11.172   11/03/14 11.400 7,678        556,785 9,548  
      MTG 332.02 23.125   11/03/14 24.302 7,678        564,463 1,870  
10/20/14 Sell Kospi 50 long Amorepacific Group 178.55 87.497   7/23/12 26.166 -4,672 15,623 10,951 477,284  559,791 17,493 577,284
    Europe 50 Roche 18.36 222.572   12/19/11 129.719 -2,382 4,086 1,705 478,989  557,410 21,579 578,989
    Nikkei (TYO) MinebeaMitsumi 1,507.57 9.651   7/28/14 9.138 -13,776 14,549 773 479,762  543,634 36,128 579,762
    SP Global 100 Apple 299.65 19.487   4/30/12 15.738 -4,716 5,839 1,123 480,886  538,918 41,968 580,886
  Buy Kospi 50 short Hyundai Heavy 186.31 83.577   12/08/14 94.176 15,571        554,489 26,397  
    Europe 50 Deutsche Bank 645.03 24.140   11/10/14 24.160 15,571        570,060 10,826  
    Nikkei (TYO) Toyo Seikan 1,896.24 8.212   10/27/14 8.725 15,571        585,631 -4,745  
    SP Global 100 Deutsche Bank 645.03 24.140   11/03/14 24.800 15,571        601,202 -20,316  
10/27/14 Sell S&P 100 short General Motors 656.82 23.689 23.070 10/13/14 23.379 -15,356 15,153 -203 480,682  585,846 -5,164 580,682
    Nikkei (TYO) Toyo Seikan 1,896.24 8.725 7.698 10/20/14 8.212 -15,571 14,597 -974 479,709  570,275 9,433 579,709
    DJ Global Titans long Alphabet A 32.71 433.045   12/23/13 408.320 -13,356 14,165 809 480,517  556,919 23,598 580,517
  Buy S&P 100 Gilead Sciences 170.32 88.668   6/08/15 100.700 15,102        572,021 8,497  
    Nikkei (TYO) MinebeaMitsumi 1,441.39 10.477   8/24/15 10.589 15,102        587,123 -6,606  
    DJ Global Titans short Samsung Electronics 921.61 16.387   11/10/14 18.745 15,102        602,225 -21,708  
11/03/14 Sell HSI-Fin short ICBC 29,465.86 0.526 0.470 9/29/14 0.498 -14,674 13,861 -813 479,704  587,551 -7,847 579,704
    OMXS 30 Lundin 687.28 11.400 10.943 10/13/14 11.172 -7,678 7,521 -157 479,547  579,873 -326 579,547
      MTG 332.02 24.302 21.949 10/13/14 23.125 -7,678 7,287 -391 479,156  572,195 6,961 579,156
    SP Global 100 Deutsche Bank 645.03 24.800 23.480 10/20/14 24.140 -15,571 15,145 -426 478,730  556,624 22,107 578,730
  Buy HSI-Fin long HK Exchgs & Clrg 850.08 17.669   11/24/14 17.528 15,020        571,644 7,087  
    OMXC 20 Pandora 225.26 66.679   11/17/14 66.322 15,020        586,664 -7,934  
    OMXS 30 Boliden 572.54 13.117   6/08/15 18.209 7,510        594,174 -15,444  
      Electrolux 334.44 22.455   6/08/15 27.196 7,510        601,684 -22,954  
    SP Global 100 Apple 685.92 21.898   8/24/15 22.212 15,020        616,704 -37,974  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/10/14 Sell HSI long Citic Pacific 10,969.58 1.393   5/19/14 1.295 -14,210 15,281 1,071 479,801  602,494 -22,693 579,801
    Europe 50 short Deutsche Bank 645.03 24.160 24.120 10/20/14 24.140 -15,571 15,558 -13 479,788  586,923 -7,135 579,788
    Nordic 30 Volvo 1,586.93 9.334 8.249 9/15/14 8.791 -13,951 13,090 -861 478,927  572,972 5,955 578,927
    DJ Global Titans Samsung Electronics 921.61 18.745 14.028 10/27/14 16.387 -15,102 12,929 -2,173 476,754  557,870 18,884 576,754
  Buy HSI Kunlun Energy 14,373.97 1.036   1/12/15 0.825 14,890        572,760 3,994  
    Europe 50 long Novartis 240.49 61.916   8/24/15 69.088 14,890        587,650 -10,896  
    Nordic 30 Pandora 218.47 68.154   6/01/15 91.032 14,890        602,540 -25,786  
    DJ Global Titans Apple 679.94 21.899   12/15/14 21.746 14,890        617,430 -40,676  
11/17/14 Sell DAX short Deutsche Lufthansa 1,263.82 13.145 11.015 10/06/14 12.080 -15,267 13,921 -1,346 475,408  602,163 -26,755 575,408
    BEL 20 Galapagos 1,381.56 12.800 9.430 10/13/14 11.115 -15,356 13,028 -2,328 473,080  586,807 -13,727 573,080
    OMXC 20 long Pandora 225.26 66.322   11/03/14 66.679 -15,020 14,940 -80 472,999  571,787 1,213 572,999
    FT 30 short Tesco 39.77 241.994 546.255 6/09/14 363.580 -14,460 21,725 7,265 480,264  557,327 22,937 580,264
  Buy DAX long Merck (EMD) 196.69 76.670   7/06/15 90.640 15,080        572,407 7,857  
    BEL 20 Proximus 494.43 30.500   11/24/14 30.740 15,080        587,487 -7,223  
    OMXC 20 short FLSmidth 454.48 33.181   11/24/14 35.297 15,080        602,567 -22,303  
    FT 30 long Man Group 88.95 169.534   12/15/14 177.040 15,080        617,648 -37,383  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 850.08 17.528   11/03/14 17.669 -15,020 14,900 -120 480,145  602,628 -22,483 580,145
    BEL 20 Proximus 494.43 30.740   11/17/14 30.500 -15,080 15,199 119 480,263  587,547 -7,284 580,263
    OMXC 20 short FLSmidth 454.48 35.297 31.065 11/17/14 33.181 -15,080 14,118 -962 479,302  572,467 6,834 579,302
  Buy HSI-Fin HSBC 1,833.53 7.992   1/26/15 8.332 14,653        587,120 -7,819  
    BEL 20 Galapagos 1,135.89 12.900   12/01/14 13.020 14,653        601,773 -22,472  
    OMXC 20 long Pandora 218.03 67.207   8/17/15 107.440 14,653        616,426 -37,125  
12/01/14 Sell BEL 20 short Galapagos 1,135.89 13.020 12.780 11/24/14 12.900 -14,653 14,517 -136 479,165  601,773 -22,608 579,165
  Buy   long Proximus 440.15 31.610   12/15/14 29.550 13,913        615,687 -36,521  
12/08/14 Sell Kospi 50 short Hyundai Heavy 186.31 94.176 72.978 10/20/14 83.577 -15,571 13,597 -1,975 477,191  600,115 -22,925 577,191
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Amorepacific Group 167.07 82.934   7/06/15 157.893 13,856        613,971 -36,780  
12/15/14 Sell BEL 20 long Proximus 440.15 29.550   12/01/14 31.610 -13,913 13,006 -907 476,284  600,058 -23,774 576,284
    MerVal Edenor 39,395.87 0.569   2/24/14 0.315 -12,390 22,400 10,010 486,294  587,668 -1,373 586,294
    FT 30 Man Group 88.95 177.040   11/17/14 169.534 -15,080 15,748 668 486,962  572,588 14,374 586,962
    DJ Global Titans Apple 679.94 21.746   11/10/14 21.899 -14,890 14,786 -104 486,858  557,698 29,160 586,858
  Buy BEL 20 short Umicore 988.13 15.585   1/19/15 16.578 15,400        573,098 13,760  
    FT 30 Tesco 74.32 207.217   12/22/14 230.720 15,400        588,498 -1,640  
    DJ Global Titans Gazprom 4,614.92 3.337   3/02/15 4.494 15,400        603,898 -17,040  
12/22/14 Sell TecDAX short SMA Solar 216.07 14.800 46.789 5/21/12 26.315 -5,686 10,110 4,424 491,282  598,212 -6,931 591,282
    FT 30 Tesco 74.32 230.720 183.715 12/15/14 207.217 -15,400 13,654 -1,747 489,535  582,812 6,723 589,535
  Buy TecDAX long Dialog Semiconductor 509.00 29.285   6/01/15 51.190 14,906        597,718 -8,183  
    FT 30 Man Group 74.29 200.637   1/05/15 211.401 14,905        612,623 -23,088  
12/29/14 Sell France short CGG 47.61 160.352 445.565 7/21/14 267.296 -12,726 21,213 8,487 498,022  599,897 -1,875 598,022
    SDAX WCM 9,039.92 1.381 1.852 6/09/14 1.599 -14,458 16,738 2,280 500,303  585,439 14,863 600,303
  Buy France long Adocia 322.41 47.700   6/08/15 66.230 15,379        600,818 -516  
    SDAX Patrizia Immobilien 1,250.33 12.300   1/19/15 14.055 15,379        616,197 -15,895  
    BAX KUKA 259.47 59.270   7/27/15 74.330 15,379        631,576 -31,273  
1/05/15 Sell FT 30 long Man Group 74.29 211.401   12/22/14 200.637 -14,905 15,705 800 501,102  616,671 -15,568 601,102
    Topix (FRA) short Aeon 1,776.97 8.291 7.411 9/15/14 7.851 -13,951 13,169 -782 500,321  602,720 -2,399 600,321
  Buy FT 30 Tesco 64.40 232.106   1/19/15 288.206 14,948        617,667 -17,347  
    Topix (FRA) long Oriental Land 311.88 47.929   2/02/15 54.216 14,948        632,615 -32,295  
1/12/15 Sell Germany short SolarWorld 918.40 12.350 18.219 7/28/14 15.000 -13,776 16,732 2,956 503,276  618,839 -15,563 603,276
    HSI Kunlun Energy 14,373.97 0.825 1.300 11/10/14 1.036 -14,890 18,692 3,802 507,078  603,949 3,129 607,078
    HDAX Südzucker 1,010.68 11.160 15.190 8/04/14 13.020 -13,159 15,352 2,193 509,272  590,790 18,481 609,272
  Buy Germany long Ströer Media 637.54 24.615   6/15/15 40.315 15,693        606,483 2,788  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI China Life Ins HK 4,735.22 3.314   7/13/15 3.728 15,693        622,176 -12,905  
    HDAX Ströer Media 637.54 24.615   8/24/15 47.670 15,693        637,869 -28,598  
1/19/15 Sell SDAX long Patrizia Immobilien 1,250.33 14.055   12/29/14 12.300 -15,379 17,573 2,194 511,466  622,490 -11,024 611,466
    ISEQ 20 short C&C Group 1,583.59 3.322 6.042 4/14/14 4.480 -7,094 9,568 2,473 513,939  615,396 -1,457 613,939
      Flutter 132.38 66.350 40.830 4/14/14 53.590 -7,094 5,405 -1,689 512,250  608,302 3,948 612,250
    BEL 20 Umicore 988.13 16.578 14.593 12/15/14 15.585 -15,400 14,419 -981 511,269  592,902 18,368 611,269
    FT 30 Tesco 64.40 288.206 176.006 1/05/15 232.106 -14,948 11,335 -3,613 507,656  577,954 29,702 607,656
    CAC Mid 60 CGG 38.59 153.600 767.553 6/23/14 343.360 -13,250 29,620 16,370 524,026  564,704 59,322 624,026
  Buy SDAX SGL Carbon 1,212.42 14.090   1/26/15 15.480 17,083        581,787 42,239  
    ISEQ 20 long Glanbia 616.71 13.850   6/08/15 17.420 8,541        590,328 33,698  
      Ryanair Holdings 877.85 9.730   6/08/15 11.660 8,541        598,870 25,156  
    BEL 20 bpost 747.29 22.860   9/28/15 21.000 17,083        615,953 8,073  
    FT 30 Man Group 81.41 209.841   6/08/15 231.072 17,083        633,036 -9,010  
    CAC Mid 60 Adocia 270.30 63.200   6/08/15 66.230 17,083        650,119 -26,093  
1/26/15 Sell SDAX short SGL Carbon 1,212.42 15.480 12.700 1/19/15 14.090 -17,083 15,398 -1,685 522,341  633,036 -10,695 622,341
    HSI-Fin HSBC 1,833.53 8.332 7.651 11/24/14 7.992 -14,653 14,029 -624 521,716  618,383 3,334 621,716
    OMXH 25 YIT 1,920.27 5.508 9.942 5/19/14 7.400 -14,210 19,091 4,881 526,597  604,173 22,425 626,597
    CAC Next 20 Arkema 187.53 62.720 79.594 6/23/14 70.655 -13,250 14,926 1,676 528,274  590,923 37,351 628,274
    GEX 4SC 2,475.25 3.657 8.986 4/14/14 5.732 -14,189 22,243 8,054 536,328  576,734 59,594 636,328
  Buy SDAX long Patrizia Immobilien 1,163.75 14.950   6/29/15 22.015 17,398        594,132 42,196  
    MIB Fiat Chrysler 2,183.99 7.966   9/21/15 8.487 17,398        611,530 24,798  
    HSI-Fin China Life Ins HK 4,657.23 3.736   8/03/15 3.251 17,398        628,928 7,400  
    OMXH 25 Neste Oil 2,153.22 8.080   5/11/15 7.640 17,398        646,326 -9,998  
    CAC Next 20 Ingenico 187.36 92.860   8/24/15 111.350 17,398        663,724 -27,397  
    GEX Ströer Media 650.39 26.750   6/01/15 38.770 17,398        681,122 -44,795  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/02/15 Sell MDAX short Südzucker 992.15 11.245 17.145 7/28/14 13.885 -13,776 17,010 3,234 539,562  667,346 -27,784 639,562
    AEX KPN 1,599.56 2.756 4.771 10/15/12 3.626 -5,800 7,631 1,831 541,393  661,546 -20,153 641,393
    Topix (FRA) long Oriental Land 311.88 54.216   1/05/15 47.929 -14,948 16,909 1,961 543,353  646,598 -3,245 643,353
  Buy MDAX Ströer Media 620.47 25.790   11/16/15 61.450 16,002        662,600 -19,247  
    AEX Altice 5,997.75 2.668   6/08/15 4.147 16,002        678,602 -35,249  
    Topix (FRA) short Orix 1,606.95 9.958   2/09/15 10.802 16,002        694,604 -51,251  
2/09/15 Sell   short Orix 1,606.95 10.802 9.114 2/02/15 9.958 -16,002 14,646 -1,356 541,997  678,602 -36,605 641,997
  Buy MerVal long Aluar 16,144.66 0.937   2/16/15 0.944 15,134        693,736 -51,739  
    Topix (FRA) Sony 668.85 22.627   5/18/15 28.471 15,134        708,870 -66,873  
2/16/15 Sell ATX short Raiffeisen Bank Int 715.28 13.795 25.922 8/11/14 18.910 -13,526 18,541 5,015 547,012  695,344 -48,332 647,012
    OBX 25 Petroleum Geo-Srvcs 2,212.40 5.700 6.528 8/18/14 6.100 -13,495 14,443 948 547,960  681,849 -33,889 647,960
    MerVal long Aluar 16,144.66 0.944   2/09/15 0.937 -15,134 15,242 108 548,068  666,715 -18,647 648,068
  Buy ATX Zumtobel 745.91 21.095   9/07/15 23.775 15,735        682,450 -34,382  
    OBX 25 Frontline 1,264.02 12.448   2/23/15 11.234 15,735        698,185 -50,117  
2/23/15 Sell PSI 20 short Pharol 9,366.26 0.697 3.812 10/06/14 1.630 -15,267 35,703 20,436 568,504  682,918 -14,414 668,504
    OBX 25 long Frontline 1,264.02 11.234   2/16/15 12.448 -15,735 14,200 -1,535 566,969  667,183 -214 666,969
    Indices short PSI 20 2.76 5,494.440 5,581.320 10/06/14 5,537.710 -15,284 15,404 120 567,090  651,899 15,191 667,090
  Buy CAC 40 long Peugeot 1,170.29 14.575   7/06/15 18.595 17,057        668,956 -1,866  
    PSI 20 Altri 5,640.54 3.024   5/25/15 4.081 17,057        686,013 -18,923  
    OBX 25 short Seadrill 6.06 2,815.850   4/13/15 2,712.370 17,064        703,077 -35,987  
    MerVal long Comercial del Plata 68,972.91 0.247   3/02/15 0.261 17,057        720,134 -53,044  
    Indices SSE 50 ew 50.70 336.435   7/27/15 382.611 17,057        737,191 -70,102  
3/02/15 Sell IBEX 35 short ArcelorMittal 394.48 28.860 37.255 6/16/14 32.790 -12,935 14,696 1,761 568,851  724,256 -55,405 668,851
    MerVal long Comercial del Plata 68,972.91 0.261   2/23/15 0.247 -17,057 18,009 952 569,803  707,199 -37,396 669,803
    DJ Global Titans short Gazprom 4,614.92 4.494 2.180 12/15/14 3.337 -15,400 10,061 -5,339 564,464  691,799 -27,336 664,464
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Energy Recovery 4,215.99 3.076 3.693 5/19/14 3.371 -14,210 15,571 1,361 565,825  677,589 -11,765 665,825
  Buy IBEX 35 long Intl. Cons. Airlines 2,069.75 7.900   3/09/15 7.660 16,351        693,940 -28,116  
    DJ Global Titans Apple 566.64 28.856   3/30/15 29.169 16,351        710,291 -44,467  
    GCX Shimano 117.51 139.151   6/01/15 129.753 16,352        726,643 -60,818  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,069.75 7.660   3/02/15 7.900 -16,351 15,854 -497 565,328  710,292 -44,964 665,328
  Buy   short Endesa 879.20 17.640   3/23/15 18.130 15,509        725,801 -60,473  
    MerVal long Comercial del Plata 55,868.16 0.278   6/29/15 0.285 15,509        741,310 -75,982  
3/23/15 Sell IBEX 35 short Endesa 879.20 18.130 17.150 3/09/15 17.640 -15,509 15,078 -431 564,897  725,801 -60,904 664,897
    TSX 60 Yamana Gold 3,059.25 3.713 6.196 9/29/14 4.797 -14,674 18,955 4,281 569,178  711,127 -41,949 669,178
  Buy IBEX 35 long Intl. Cons. Airlines 1,935.80 8.100   5/11/15 7.890 15,680        726,807 -57,629  
    TSX 60 Bausch Health 84.40 185.781   5/11/15 200.704 15,680        742,487 -73,309  
3/30/15 Sell DJ Global Titans long Apple 566.64 29.169   3/02/15 28.856 -16,351 16,528 177 569,355  726,136 -56,781 669,355
  Buy   short ConocoPhilips 259.17 59.090   4/27/15 61.591 15,314        741,450 -72,095  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,099.02 4.822 5.033 10/06/14 4.926 -15,267 15,596 329 569,684  726,183 -56,499 669,684
    OBX 25 Seadrill 6.06 2,712.370 2,923.280 2/23/15 2,815.850 -17,064 17,715 651 570,335  709,119 -38,784 670,335
    ÖkoDAX SolarWorld 63.39 14.550 772.962 4/29/13 106.050 -6,723 48,998 42,276 612,611  702,397 10,214 712,611
  Buy HSI-C&I long Tencent 868.11 20.815   7/06/15 17.093 18,070        720,467 -7,856  
    OBX 25 Frontline 1,320.39 13.685   5/18/15 12.057 18,070        738,537 -25,926  
4/27/15 Sell DJ Global Titans short ConocoPhilips 259.17 61.591 56.589 3/30/15 59.090 -15,314 14,666 -648 611,963  723,222 -11,259 711,963
  Buy   long Mitsubishi UFJ 2,699.70 6.489   6/08/15 6.373 17,517        740,739 -28,776  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,935.80 7.890   3/23/15 8.100 -15,680 15,273 -407 611,556  725,059 -13,503 711,556
    OMXH 25 Neste Oil 2,153.22 7.640   1/26/15 8.080 -17,398 16,451 -947 610,609  707,661 2,948 710,609
    TSX 60 Bausch Health 84.40 200.704   3/23/15 185.781 -15,680 16,939 1,260 611,868  691,981 19,887 711,868
  Buy IBEX 35 short Obrascón Huarte Lain 955.75 19.140   4/25/16 5.840 18,293        710,274 1,594  
    OMXH 25 Outokumpu 3,494.36 5.235   1/04/16 2.584 18,293        728,567 -16,699  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Cenovus Energy 1,179.74 15.506   3/21/16 12.064 18,293        746,860 -34,992  
5/18/15 Sell OBX 25 long Frontline 1,320.39 12.057   4/13/15 13.685 -18,070 15,920 -2,150 609,718  728,791 -19,072 709,718
    Topix (FRA) Sony 668.85 28.471   2/09/15 22.627 -15,134 19,043 3,909 613,627  713,656 -30 713,627
  Buy OBX 25 short REC Silicon 8,428.54 2.117   6/01/15 1.852 17,839        731,495 -17,869  
    Topix (FRA) Toshiba 596.02 29.930   5/25/15 30.510 17,839        749,334 -35,707  
5/25/15 Sell PSI 20 long Altri 5,640.54 4.081   2/23/15 3.024 -17,057 23,019 5,962 619,589  732,277 -12,688 719,589
    Topix (FRA) short Toshiba 596.02 30.510 29.350 5/18/15 29.930 -17,839 17,493 -346 619,243  714,438 4,805 719,243
  Buy PSI 20 Pharol 35,492.16 0.510   11/23/15 0.369 18,101        732,539 -13,296  
    Topix (FRA) long Sony 635.12 28.500   6/01/15 28.394 18,101        750,640 -31,397  
6/01/15 Sell TecDAX long Dialog Semiconductor 509.00 51.190   12/22/14 29.285 -14,906 26,056 11,150 630,393  735,734 -5,341 730,393
    OBX 25 short REC Silicon 8,428.54 1.852 2.418 5/18/15 2.117 -17,839 20,383 2,544 632,937  717,895 15,041 732,937
    Nordic 30 long Pandora 218.47 91.032   11/10/14 68.154 -14,890 19,888 4,998 637,935  703,006 34,929 737,935
    Topix (FRA) Sony 635.12 28.394   5/25/15 28.500 -18,101 18,034 -67 637,867  684,905 52,963 737,867
    GEX Ströer Media 650.39 38.770   1/26/15 26.750 -17,398 25,216 7,818 645,685  667,507 78,178 745,685
    GCX Shimano 117.51 129.753   3/02/15 139.151 -16,352 15,247 -1,104 644,581  651,155 93,426 744,581
  Buy TecDAX short Aixtron 3,036.23 6.900   4/25/16 4.108 20,950        672,105 72,476  
    OBX 25 long Frontline 1,679.26 12.476   6/08/15 12.298 20,950        693,055 51,526  
    Nordic 30 short Fortum 1,209.58 17.320   11/30/15 13.820 20,950        714,005 30,576  
    Topix (FRA) Toshiba 642.44 32.610   11/16/15 22.410 20,950        734,955 9,626  
    GCX REC Silicon 11,309.65 1.852   9/28/20 0.344 20,950        755,905 -11,324  
6/08/15 Sell S&P 100 long Gilead Sciences 170.32 100.700   10/27/14 88.668 -15,102 17,151 2,049 646,630  740,803 5,827 746,630
    France Adocia 322.41 66.230   12/29/14 47.700 -15,379 21,353 5,974 652,604  725,424 27,180 752,604
    AEX Altice 5,997.75 4.147   2/02/15 2.668 -16,002 24,873 8,871 661,475  709,422 52,053 761,475
    ISEQ 20 Glanbia 616.71 17.420   1/19/15 13.850 -8,541 10,743 2,202 663,677  700,881 62,796 763,677
      Ryanair Holdings 877.85 11.660   1/19/15 9.730 -8,541 10,236 1,694 665,371  692,339 73,032 765,371
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 1,679.26 12.298   6/01/15 12.476 -20,950 20,652 -298 665,073  671,389 93,683 765,073
    OMXS 30 Boliden 572.54 18.209   11/03/14 13.117 -7,510 10,425 2,915 667,988  663,879 104,109 767,988
      Electrolux 334.44 27.196   11/03/14 22.455 -7,510 9,095 1,585 669,573  656,369 113,204 769,573
    FT 30 Man Group 81.41 231.072   1/19/15 209.841 -17,083 18,812 1,728 671,302  639,286 132,015 771,302
    CAC Mid 60 Adocia 270.30 66.230   1/19/15 63.200 -17,083 17,902 819 672,121  622,203 149,917 772,121
    DJ Global Titans Mitsubishi UFJ 2,699.70 6.373   4/27/15 6.489 -17,517 17,205 -312 671,809  604,686 167,122 771,809
  Buy S&P 100 short Norfolk Southern 291.05 80.648   6/15/15 80.979 23,473        628,159 143,650  
    France Solocal 3,351.13 7.005   11/23/15 3.904 23,473        651,632 120,177  
    ISEQ 20 Aryzta 1,046.97 11.210   8/10/15 10.893 11,737        663,368 108,440  
      FBD Holdings 1,265.53 9.274   8/10/15 7.120 11,737        675,105 96,704  
    OBX 25 DNO International 18,424.65 1.274   12/21/15 0.607 23,473        698,578 73,231  
    OMXS 30 SSAB 2,292.29 5.120   10/26/15 3.388 11,737        710,314 61,494  
      Telia Company 2,231.83 5.259   10/26/15 4.765 11,737        722,051 49,758  
    FT 30 Tate & Lyle 31.14 753.704   12/28/15 807.108 23,470        745,521 26,287  
    DJ Global Titans BHP 1,234.14 19.020   7/13/15 17.787 23,473        768,994 2,814  
6/15/15 Sell S&P 100 short Norfolk Southern 291.05 80.979 80.318 6/08/15 80.648 -23,473 23,377 -96 671,712  745,522 26,191 771,712
    Germany long Ströer Media 637.54 40.315   1/12/15 24.615 -15,693 25,702 10,009 681,722  729,829 51,893 781,722
  Buy S&P 100 Starbucks 449.81 46.330   7/06/15 49.123 20,840        750,668 31,053  
6/29/15 Sell SDAX long Patrizia Immobilien 1,163.75 22.015   1/26/15 14.950 -17,398 25,620 8,222 689,944  733,270 56,673 789,944
    MerVal Comercial del Plata 55,868.16 0.285   3/09/15 0.278 -15,509 15,917 408 690,352  717,761 72,590 790,352
7/06/15 Sell S&P 100 long Starbucks 449.81 49.123   6/15/15 46.330 -20,840 22,096 1,256 691,607  696,922 94,686 791,607
    Kospi 50 Amorepacific Group 167.07 157.893   12/08/14 82.934 -13,856 26,379 12,523 704,131  683,066 121,065 804,131
    CAC 40 Peugeot 1,170.29 18.595   2/23/15 14.575 -17,057 21,762 4,705 708,836  666,009 142,827 808,836
    DAX Merck (EMD) 196.69 90.640   11/17/14 76.670 -15,080 17,828 2,748 711,583  650,929 160,655 811,583
    HSI-C&I Tencent 868.11 17.093   4/13/15 20.815 -18,070 14,839 -3,231 708,352  632,859 175,493 808,352
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy S&P 100 short Norfolk Southern 312.75 78.643   7/13/15 78.579 24,596        657,454 150,898  
    CAC 40 ArcelorMittal 974.87 25.230   3/27/17 22.800 24,596        682,050 126,302  
    DAX RWE 1,278.38 19.240   7/13/15 20.205 24,596        706,646 101,706  
    HSI-C&I Sands China 7,269.18 3.384   5/09/16 3.084 24,596        731,242 77,110  
7/13/15 Sell S&P 100 short Norfolk Southern 312.75 78.579 78.708 7/06/15 78.643 -24,596 24,616 20 708,372  706,647 101,725 808,372
    HSI long China Life Ins HK 4,735.22 3.728   1/12/15 3.314 -15,693 17,655 1,962 710,334  690,954 119,380 810,334
    DAX short RWE 1,278.38 20.205 18.275 7/06/15 19.240 -24,596 23,362 -1,234 709,100  666,358 142,743 809,100
    DJ Global Titans BHP 1,234.14 17.787 20.338 6/08/15 19.020 -23,473 25,100 1,627 710,727  642,885 167,842 810,727
  Buy S&P 100 long Amazon.com 59.09 414.042   7/27/15 479.746 24,466        667,350 143,377  
    HSI short China Shenhua HK 13,172.52 1.857   4/18/16 1.521 24,464        691,814 118,913  
    DAX long Fresenius 399.35 61.260   7/27/15 61.200 24,464        716,279 94,448  
    DJ Global Titans Mitsubishi UFJ 3,894.67 6.281   7/27/15 6.435 24,464        740,743 69,984  
7/20/15 Sell DJTA long Avis Budget 491.26 38.916   9/24/12 12.419 -6,101 19,118 13,017 723,744  734,642 89,102 823,744
  Buy   short Avis Budget 586.42 38.916   8/03/15 39.514 22,821        757,462 66,281  
7/27/15 Sell S&P 100 long Amazon.com 59.09 479.746   7/13/15 414.042 -24,466 28,348 3,882 727,626  732,997 94,629 827,626
    DAX Fresenius 399.35 61.200   7/13/15 61.260 -24,464 24,440 -24 727,602  708,533 119,070 827,602
    BAX KUKA 259.47 74.330   12/29/14 59.270 -15,379 19,286 3,908 731,510  693,154 138,356 831,510
    Indices SSE 50 ew 50.70 382.611   2/23/15 336.435 -17,057 19,398 2,341 733,851  676,096 157,754 833,851
    DJ Global Titans Mitsubishi UFJ 3,894.67 6.435   7/13/15 6.281 -24,464 25,063 599 734,450  651,632 182,817 834,450
  Buy S&P 100 short ConocoPhilips 557.02 45.655   3/07/16 37.595 25,431        677,063 157,386  
    DAX RWE 1,370.94 18.550   10/19/15 12.230 25,431        702,494 131,955  
    BAX Grammer 968.43 26.260   11/09/15 23.675 25,431        727,925 106,524  
    Indices RTX 24.14 1,053.370   6/06/16 1,104.740 25,428        753,354 81,096  
    DJ Global Titans ConocoPhilips 557.02 45.655   8/03/15 45.385 25,431        778,785 55,665  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,233.68 7.097   7/07/14 2.976 -12,599 30,046 17,447 751,897  766,186 85,711 851,897
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin China Life Ins HK 4,657.23 3.251   1/26/15 3.736 -17,398 15,138 -2,260 749,637  748,788 100,849 849,637
    DJTA short Avis Budget 586.42 39.514 38.317 7/20/15 38.916 -22,821 22,470 -351 749,286  725,967 123,319 849,286
    DJ Global Titans ConocoPhilips 557.02 45.385 45.927 7/27/15 45.655 -25,431 25,582 152 749,437  700,536 148,902 849,437
  Buy SSE 50 China Northern Rare 11,990.97 2.081   1/04/16 1.789 24,958        725,494 123,944  
    HSI-Fin ICBC 39,907.26 0.625   1/04/16 0.538 24,958        750,452 98,986  
    DJTA long JetBlue Airways 1,158.82 21.538   8/24/15 18.277 24,958        775,410 74,027  
    SMI UBS 1,182.72 21.102   8/17/15 20.081 24,958        800,368 49,069  
    SLI Vifor Pharma 235.07 106.171   8/24/15 107.513 24,958        825,325 24,112  
    DJ Global Titans Mitsubishi UFJ 3,848.10 6.486   8/24/15 5.389 24,958        850,283 -846  
8/10/15 Sell ISEQ 20 short Aryzta 1,046.97 10.893 11.536 6/08/15 11.210 -11,737 12,078 342 749,779  838,547 11,232 849,779
      FBD Holdings 1,265.53 7.120 12.080 6/08/15 9.274 -11,737 15,287 3,551 753,329  826,810 26,519 853,329
  Buy   long Kingspan Group 483.96 22.725   8/17/15 22.815 10,998        837,808 15,521  
      Ryanair Holdings 860.56 12.780   8/17/15 12.705 10,998        848,806 4,523  
8/17/15 Sell ASX 50 long James Hardie Ind 692.66 12.058   1/30/12 5.763 -3,992 8,352 4,360 757,690  844,814 12,875 857,690
    ISEQ 20 Kingspan Group 483.96 22.815   8/10/15 22.725 -10,998 11,042 44 757,733  833,816 23,917 857,733
      Ryanair Holdings 860.56 12.705   8/10/15 12.780 -10,998 10,933 -65 757,669  822,818 34,850 857,669
    OMXC 20 Pandora 218.03 107.440   11/24/14 67.207 -14,653 23,425 8,772 766,441  808,165 58,275 866,441
    SMI UBS 1,182.72 20.081   8/03/15 21.102 -24,958 23,750 -1,208 765,233  783,207 82,026 865,233
    Nikkei (FRA) Fujitsu 114.81 44.550   6/30/14 54.990 -6,313 5,115 -1,199 764,034  776,894 87,141 864,034
      MinebeaMitsumi 767.69 12.573   6/30/14 8.224 -6,313 9,652 3,339 767,373  770,580 96,793 867,373
  Buy ASX 50 short Santos 6,053.85 3.982   11/23/15 2.708 24,104        794,684 72,689  
    ISEQ 20 Aryzta 1,098.63 10.970   11/30/15 10.387 12,052        806,736 60,637  
      FBD Holdings 1,746.67 6.900   11/30/15 6.852 12,052        818,788 48,585  
    OMXC 20 GN Store Nord 193.61 124.500   10/05/15 126.375 24,104        842,893 24,480  
    Nikkei (FRA) Sharp 939.36 12.830   11/23/15 10.210 12,052        854,945 12,428  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      IHI 399.21 30.190   11/23/15 25.250 12,052        866,997 376  
8/24/15 Sell USA long Alexion 44.17 143.833   11/28/11 50.936 -2,250 6,353 4,103 771,476  864,747 6,729 871,476
    DJIA Visa 126.00 58.880   12/19/11 18.897 -2,381 7,419 5,038 776,514  862,366 14,148 876,514
    Nasdaq 100 Regeneron 36.64 434.608   10/10/11 49.346 -1,808 15,924 14,116 790,630  860,558 30,072 890,630
    Euro 50 ASML 52.89 74.790   1/09/12 32.400 -1,714 3,956 2,242 792,872  858,844 34,028 892,872
      AB InBev 36.08 91.280   1/09/12 47.495 -1,714 3,293 1,580 794,452  857,131 37,321 894,452
    HDAX Ströer Media 637.54 47.670   1/12/15 24.615 -15,693 30,392 14,698 809,151  841,438 67,713 909,151
    FTSE Ashtead 13.61 1,199.890   7/30/12 333.248 -4,536 16,331 11,795 820,946  836,902 84,043 920,946
    HSI-Prop CK Hutchison 501.68 10.950   7/28/14 13.730 -6,888 5,493 -1,395 819,551  830,014 89,537 919,551
      Sino Land 5,501.60 1.200   7/28/14 1.252 -6,888 6,602 -286 819,265  823,126 96,139 919,265
    Europe 50 Novartis 240.49 69.088   11/10/14 61.916 -14,890 16,615 1,725 820,990  808,236 112,754 920,990
    DJTA JetBlue Airways 1,158.82 18.277   8/03/15 21.538 -24,958 21,180 -3,778 817,212  783,278 133,934 917,212
    SLI Vifor Pharma 235.07 107.513   8/03/15 106.171 -24,958 25,273 315 817,527  758,320 159,207 917,527
    CAC Next 20 Ingenico 187.36 111.350   1/26/15 92.860 -17,398 20,863 3,464 820,991  740,922 180,069 920,991
    Nikkei (TYO) MinebeaMitsumi 1,441.39 10.589   10/27/14 10.477 -15,102 15,263 161 821,153  725,820 195,333 921,153
    DJ Global Titans Mitsubishi UFJ 3,848.10 5.389   8/03/15 6.486 -24,958 20,738 -4,220 816,933  700,862 216,071 916,933
    SP Global 100 Apple 685.92 22.212   11/03/14 21.898 -15,020 15,235 215 817,148  685,842 231,306 917,148
  Buy DJIA short Chevron 462.19 62.119   5/30/16 91.551 28,711        714,553 202,595  
    Nasdaq 100 Micron Technology 2,308.40 12.438   8/31/15 14.635 28,711        743,264 173,884  
    Euro 50 E.on 1,650.06 8.700   10/26/15 8.993 14,356        757,619 159,529  
      Banco Santander 2,755.37 5.210   10/26/15 5.230 14,355        771,975 145,173  
    HDAX RWE 2,171.79 13.220   11/23/15 10.895 28,711        800,686 116,462  
    FTSE Glencore 153.22 187.390   5/09/16 167.806 28,712        829,398 87,750  
    HSI-Prop Hang Lung 7,468.27 1.922   6/06/16 1.737 14,356        843,753 73,395  
      The Wharf 8,205.02 1.750   6/06/16 1.945 14,356        858,109 59,039  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJCA Chevron 462.19 62.119   8/31/15 72.229 28,711        886,820 30,329  
    Europe 50 Rio Tinto 9.81 2,927.710   10/26/15 3,453.900 28,721        915,540 1,608  
    DJTA Norfolk Southern 445.99 64.376   8/31/15 69.482 28,711        944,251 -27,103  
    SLI Aryzta 3,063.26 9.373   1/09/17 8.993 28,711        972,962 -55,814  
    CAC Next 20 Casino Guichard 510.15 56.280   1/30/17 49.780 28,711        1,001,674 -84,525  
    Nikkei (TYO) IHI 1,108.90 25.892   8/08/16 25.014 28,711        1,030,385 -113,236  
    DJ Global Titans ConocoPhilips 776.46 36.977   3/21/16 37.886 28,711        1,059,096 -141,947  
    SP Global 100 RWE 2,171.79 13.220   9/12/16 14.645 28,711        1,087,807 -170,658  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,308.40 14.635 10.240 8/24/15 12.438 -28,711 23,639 -5,072 812,076  1,059,096 -147,019 912,076
    DJCA Chevron 462.19 72.229 52.009 8/24/15 62.119 -28,711 24,038 -4,673 807,404  1,030,385 -122,981 907,404
    DJTA Norfolk Southern 445.99 69.482 59.269 8/24/15 64.376 -28,711 26,433 -2,277 805,126  1,001,674 -96,548 905,126
  Buy Nasdaq 100 long Netflix 197.06 102.576   9/07/15 88.434 20,214        1,021,888 -116,762  
    DJCA JetBlue Airways 1,015.50 19.906   3/16/20 9.506 20,214        1,042,102 -136,976  
    DJUA short CenterPoint Energy 608.65 16.606   12/07/15 15.137 10,107        1,052,209 -147,083  
      FirstEnergy 354.60 28.503   12/07/15 29.960 10,107        1,062,316 -157,190  
    DJTA long JetBlue Airways 1,015.50 19.906   1/04/16 20.201 20,214        1,082,530 -177,404  
9/07/15 Sell Nasdaq 100 long Netflix 197.06 88.434   8/31/15 102.576 -20,214 17,427 -2,787 802,339  1,062,316 -159,977 902,339
    ATX Zumtobel 745.91 23.775   2/16/15 21.095 -15,735 17,734 1,999 804,338  1,046,581 -142,243 904,338
  Buy Nasdaq 100 short Micron Technology 1,264.59 15.066   10/19/15 16.912 19,052        1,065,633 -161,295  
    ATX Vienna Insurance 699.41 27.240   3/28/16 18.660 19,052        1,084,685 -180,347  
9/14/15 Sell RTX short RusHydro 3,916.67 0.774 3.647 3/11/13 1.680 -6,580 14,282 7,702 812,041  1,078,105 -166,065 912,041
  Buy USA long JetBlue Airways 801.85 23.257   9/21/15 23.986 18,649        1,096,754 -184,714  
9/21/15 Sell   long JetBlue Airways 801.85 23.986   9/14/15 23.257 -18,649 19,233 584 812,625  1,078,105 -165,481 912,625
    MIB Fiat Chrysler 2,183.99 8.487   1/26/15 7.966 -17,398 18,535 1,137 813,761  1,060,707 -146,946 913,761
  Buy USA short Wynn Resorts 322.28 59.482   10/05/15 57.973 19,170        1,079,877 -166,116  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MIB Saipem 1,884.96 10.170   12/26/16 5.130 19,170        1,099,047 -185,286  
    RTX Mobile TeleSystems 3,023.66 6.340   9/28/15 6.096 19,170        1,118,217 -204,456  
9/28/15 Sell   short Mobile TeleSystems 3,023.66 6.096 6.594 9/21/15 6.340 -19,170 19,937 767 814,529  1,099,047 -184,519 914,529
    BEL 20 long bpost 747.29 21.000   1/19/15 22.860 -17,083 15,693 -1,390 813,139  1,081,964 -168,825 913,139
  Buy RTX Severstal 1,984.11 9.378   11/02/15 10.465 18,607        1,100,571 -187,432  
    BEL 20 short Solvay 207.88 89.510   3/28/16 85.670 18,607        1,119,178 -206,040  
10/05/15 Sell USA short Wynn Resorts 322.28 57.973 61.030 9/21/15 59.482 -19,170 19,669 499 813,638  1,100,009 -186,371 913,638
    OMXC 20 GN Store Nord 193.61 126.375 122.625 8/17/15 124.500 -24,104 23,741 -363 813,275  1,075,904 -162,630 913,275
  Buy USA long Netflix 188.81 99.392   12/14/15 109.790 18,766        1,094,670 -181,396  
    OMXC 20 Genmab 220.61 85.064   11/02/15 91.174 18,766        1,113,436 -200,162  
10/12/15 Buy Kospi 50 long Lotte Chemical 85.51 208.474   4/02/18 330.481 17,827        1,131,263 -217,988  
    MerVal Pampa Energía 21,616.35 0.825   10/19/15 0.927 17,827        1,149,090 -235,815  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,264.59 16.912 13.219 9/07/15 15.066 -19,052 16,717 -2,335 810,939  1,130,038 -219,098 910,939
    DAX RWE 1,370.94 12.230 28.136 7/27/15 18.550 -25,431 38,573 13,142 824,081  1,104,607 -180,526 924,081
    MerVal long Pampa Energía 21,616.35 0.927   10/12/15 0.825 -17,827 20,028 2,201 826,282  1,086,780 -160,498 926,282
  Buy Nasdaq 100 Amazon.com 37.84 505.914   2/08/16 436.037 19,144        1,105,924 -179,642  
    DAX Fresenius 317.43 60.310   12/21/15 63.430 19,144        1,125,068 -198,786  
    MerVal short YPF 851.63 22.479   10/26/15 25.738 19,144        1,144,212 -217,930  
10/26/15 Sell Euro 50 short E.on 1,650.06 8.993 8.407 8/24/15 8.700 -14,356 13,873 -483 825,799  1,129,856 -204,058 925,799
      Banco Santander 2,755.37 5.230 5.190 8/24/15 5.210 -14,355 14,300 -55 825,744  1,115,501 -189,757 925,744
    OMXS 30 SSAB 2,292.29 3.388 7.737 6/08/15 5.120 -11,737 17,736 6,000 831,743  1,103,764 -172,021 931,743
      Telia Company 2,231.83 4.765 5.804 6/08/15 5.259 -11,737 12,953 1,216 832,960  1,092,028 -159,068 932,960
    Europe 50 Rio Tinto 9.81 3,453.900 2,401.510 8/24/15 2,927.710 -28,721 23,559 -5,162 827,798  1,063,307 -135,510 927,798
    MerVal YPF 851.63 25.738 19.221 10/19/15 22.479 -19,144 16,369 -2,775 825,022  1,044,163 -119,141 925,022
  Buy Euro 50 long Fresenius 157.03 64.150   1/11/16 59.420 10,073        1,054,236 -129,214  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Inditex 299.72 33.610   1/11/16 29.430 10,074        1,064,310 -139,288  
    OMXS 30 Boliden 576.92 17.461   11/02/15 17.505 10,073        1,074,384 -149,361  
      Svenska Cellulosa B 1,932.86 5.212   11/02/15 5.468 10,073        1,084,457 -159,435  
    Europe 50 SAP 287.28 70.130   12/14/15 69.400 20,147        1,104,604 -179,582  
    MerVal Pampa Energía 17,531.33 1.149   3/07/16 0.728 20,147        1,124,751 -199,729  
11/02/15 Sell RTX long Severstal 1,984.11 10.465   9/28/15 9.378 -18,607 20,764 2,157 827,179  1,106,144 -178,965 927,179
    OMXC 20 Genmab 220.61 91.174   10/05/15 85.064 -18,766 20,114 1,348 828,527  1,087,378 -158,851 928,527
    OMXS 30 Boliden 576.92 17.505   10/26/15 17.461 -10,073 10,099 25 828,552  1,077,305 -148,752 928,552
      Svenska Cellulosa B 1,932.86 5.468   10/26/15 5.212 -10,073 10,568 494 829,047  1,067,231 -138,184 929,047
  Buy RTX short Mobile TeleSystems 3,178.11 6.221   4/25/16 7.952 19,771        1,087,002 -157,955  
    OMXS 30 SSAB 2,926.87 3.378   12/14/15 2.601 9,886        1,096,888 -167,841  
      SKF A 615.22 16.068   12/14/15 14.663 9,886        1,106,773 -177,726  
11/09/15 Sell BAX short Grammer 968.43 23.675 29.127 7/27/15 26.260 -25,431 28,208 2,777 831,824  1,081,342 -149,519 931,824
  Buy   long Adva 1,925.85 10.155   11/16/15 10.530 19,557        1,100,899 -169,076  
11/16/15 Sell MDAX long Ströer Media 620.47 61.450   2/02/15 25.790 -16,002 38,128 22,126 853,949  1,084,897 -130,948 953,949
    BSE Sensex 30 Hindustan Unilever 658.62 11.144   1/30/12 6.061 -3,992 7,339 3,347 857,297  1,080,905 -123,608 957,297
    Topix (FRA) short Toshiba 642.44 22.410 47.453 6/01/15 32.610 -20,950 30,485 9,535 866,832  1,059,955 -93,123 966,832
    BAX long Adva 1,925.85 10.530   11/09/15 10.155 -19,557 20,279 722 867,555  1,040,398 -72,844 967,555
  Buy MDAX short Leoni 644.03 34.730   5/30/16 29.880 22,367        1,062,765 -95,211  
    BSE Sensex 30 Bharat Heavy 13,239.61 1.689   6/13/16 1.058 22,367        1,085,132 -117,578  
    SMI LafargeHolcim 442.83 50.510   1/09/17 49.995 22,367        1,107,500 -139,945  
    Topix (FRA) long Ono Pharmaceutical 819.24 27.302   12/14/15 30.520 22,367        1,129,867 -162,312  
    BAX short Leoni 644.03 34.730   11/23/15 36.045 22,367        1,152,234 -184,679  
11/23/15 Sell France short Solocal 3,351.13 3.904 12.569 6/08/15 7.005 -23,473 42,119 18,646 886,201  1,128,761 -142,560 986,201
    ASX 50 Santos 6,053.85 2.708 5.854 8/17/15 3.982 -24,104 35,438 11,334 897,535  1,104,657 -107,122 997,535
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX RWE 2,171.79 10.895 16.041 8/24/15 13.220 -28,711 34,838 6,127 903,662  1,075,946 -72,284 1,003,662
    PSI 20 Pharol 35,492.16 0.369 0.705 5/25/15 0.510 -18,101 25,018 6,917 910,579  1,057,845 -47,265 1,010,579
    Nikkei (FRA) Sharp 939.36 10.210 16.122 8/17/15 12.830 -12,052 15,145 3,093 913,672  1,045,793 -32,121 1,013,672
      IHI 399.21 25.250 36.097 8/17/15 30.190 -12,052 14,410 2,358 916,030  1,033,741 -17,711 1,016,030
    BAX Leoni 644.03 36.045 33.415 11/16/15 34.730 -22,367 21,520 -847 915,183  1,011,373 3,810 1,015,183
  Buy France long Ubisoft 950.35 26.805   1/11/16 24.260 25,474        1,036,847 -21,664  
    HDAX SMA Solar 533.21 47.775   1/18/16 41.200 25,474        1,062,322 -47,139  
    PSI 20 Altri 4,988.06 5.107   12/07/15 5.008 25,474        1,087,796 -72,613  
    OMXC 20 Genmab 224.64 113.399   2/08/16 88.896 25,474        1,113,270 -98,086  
    Nikkei (FRA) Yamaha 508.06 25.070   12/07/15 22.360 12,737        1,126,007 -110,824  
    BAX Adva 2,295.99 11.095   12/14/15 9.859 25,474        1,151,481 -136,298  
    GEX Hypoport 322.46 79.000   12/14/15 70.070 25,474        1,176,955 -161,772  
11/30/15 Sell ISEQ 20 short Aryzta 1,098.63 10.387 11.586 8/17/15 10.970 -12,052 12,728 676 915,860  1,164,903 -149,043 1,015,860
      FBD Holdings 1,746.67 6.852 6.948 8/17/15 6.900 -12,052 12,136 84 915,944  1,152,851 -136,907 1,015,944
    Nordic 30 Fortum 1,209.58 13.820 21.706 6/01/15 17.320 -20,950 26,256 5,306 921,250  1,131,901 -110,651 1,021,250
  Buy Germany long SMA Solar 482.03 47.225   1/11/16 49.315 22,764        1,154,665 -133,415  
    ASX 50 short Origin Energy 5,942.67 3.831   1/04/16 3.253 22,764        1,177,429 -156,179  
    ISEQ 20 long Flutter 94.81 120.050   12/07/15 122.000 11,382        1,188,811 -167,561  
      Dalata Hotel 2,210.10 5.150   12/07/15 5.130 11,382        1,200,193 -178,943  
    Nordic 30 Pandora 202.89 112.200   12/14/15 108.345 22,764        1,222,957 -201,708  
12/07/15 Sell ISEQ 20 long Flutter 94.81 122.000   11/30/15 120.050 -11,382 11,567 185 921,434  1,211,575 -190,141 1,021,434
      Dalata Hotel 2,210.10 5.130   11/30/15 5.150 -11,382 11,338 -44 921,390  1,200,193 -178,803 1,021,390
    PSI 20 Altri 4,988.06 5.008   11/23/15 5.107 -25,474 24,980 -494 920,896  1,174,719 -153,823 1,020,896
    DJUA short CenterPoint Energy 608.65 15.137 18.217 8/31/15 16.606 -10,107 11,088 981 921,877  1,164,612 -142,735 1,021,877
      FirstEnergy 354.60 29.960 27.045 8/31/15 28.503 -10,107 9,590 -517 921,360  1,154,505 -133,145 1,021,360
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Yamaha 508.06 22.360   11/23/15 25.070 -12,737 11,360 -1,377 919,983  1,141,768 -121,785 1,019,983
    BSE Sensex 50 Eicher Motors 771.24 22.421   10/24/11 2.335 -1,801 17,292 15,491 935,474  1,139,967 -104,493 1,035,474
  Buy ISEQ 20 short Aryzta 1,098.04 10.598   1/04/16 10.648 11,637        1,151,604 -116,130  
      FBD Holdings 1,706.30 6.820   1/04/16 6.603 11,637        1,163,241 -127,767  
    PSI 20 Pharol 82,531.91 0.282   4/25/16 0.141 23,274        1,186,515 -151,041  
    DJUA long NiSource 659.13 17.655   3/16/20 18.760 11,637        1,198,152 -162,678  
      American Water 216.02 53.870   3/16/20 106.441 11,637        1,209,789 -174,315  
    Nikkei (FRA) short OKI Electric 1,013.68 11.480   3/07/16 12.000 11,637        1,221,426 -185,952  
      Sharp 1,224.95 9.500   3/07/16 13.180 11,637        1,233,063 -197,589  
    BSE Sensex 50 ONGC 11,287.65 2.062   12/21/15 2.125 23,274        1,256,337 -220,863  
12/14/15 Sell USA long Netflix 188.81 109.790   10/05/15 99.392 -18,766 20,729 1,963 937,437  1,237,571 -200,133 1,037,437
    OMXS 30 short SSAB 2,926.87 2.601 4.386 11/02/15 3.378 -9,886 12,836 2,950 940,388  1,227,685 -187,298 1,040,388
      SKF A 615.22 14.663 17.608 11/02/15 16.068 -9,886 10,833 947 941,335  1,217,800 -176,465 1,041,335
    Europe 50 long SAP 287.28 69.400   10/26/15 70.130 -20,147 19,937 -210 941,125  1,197,653 -156,528 1,041,125
    Nordic 30 Pandora 202.89 108.345   11/30/15 112.200 -22,764 21,982 -782 940,343  1,174,889 -134,546 1,040,343
    Topix (FRA) Ono Pharmaceutical 819.24 30.520   11/16/15 27.302 -22,367 25,003 2,636 942,979  1,152,522 -109,542 1,042,979
    BAX Adva 2,295.99 9.859   11/23/15 11.095 -25,474 22,636 -2,838 940,141  1,127,048 -86,906 1,040,141
    GEX Hypoport 322.46 70.070   11/23/15 79.000 -25,474 22,595 -2,880 937,262  1,101,573 -64,311 1,037,262
  Buy OMXS 30 Securitas 907.73 13.398   12/21/15 13.632 12,161        1,113,735 -76,473  
      Swedish Match 392.30 31.000   12/21/15 31.422 12,161        1,125,896 -88,634  
    Europe 50 short Rio Tinto 9.56 2,545.100   12/28/15 2,721.790 24,331        1,150,227 -112,966  
    Nordic 30 Møller-Mærsk B 19.84 1,226.160   4/25/16 1,254.850 24,327        1,174,554 -137,293  
    Topix (FRA) Toshiba 1,119.84 21.720   12/21/15 19.300 24,323        1,198,877 -161,615  
    BAX Leoni 731.85 33.235   7/04/16 24.990 24,323        1,223,200 -185,938  
    GEX Manz 598.20 40.660   5/09/16 36.225 24,323        1,247,523 -210,261  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/21/15 Sell DAX long Fresenius 317.43 63.430   10/19/15 60.310 -19,144 20,135 990 938,252  1,228,379 -190,127 1,038,252
    OBX 25 short DNO International 18,424.65 0.607 2.673 6/08/15 1.274 -23,473 49,242 25,769 964,021  1,204,906 -140,885 1,064,021
    OMXS 30 long Securitas 907.73 13.632   12/14/15 13.398 -12,161 12,374 212 964,233  1,192,744 -128,511 1,064,233
      Swedish Match 392.30 31.422   12/14/15 31.000 -12,161 12,327 166 964,399  1,180,583 -116,184 1,064,399
    Topix (FRA) short Toshiba 1,119.84 19.300 24.443 12/14/15 21.720 -24,323 27,373 3,050 967,449  1,156,260 -88,812 1,067,449
    BSE Sensex 50 ONGC 11,287.65 2.125 1.999 12/07/15 2.062 -23,274 22,564 -710 966,739  1,132,986 -66,248 1,066,739
  Buy DAX RWE 2,195.00 11.395   12/28/15 11.660 25,012        1,157,998 -91,260  
    OBX 25 long Bakkafrost 951.64 26.283   12/28/15 26.311 25,012        1,183,010 -116,272  
    OMXS 30 short SSAB 5,762.34 2.170   12/28/15 2.409 12,506        1,195,516 -128,778  
      SKF A 856.50 14.601   12/28/15 15.095 12,506        1,208,022 -141,284  
    Topix (FRA) long Ono Pharmaceutical 782.02 31.984   1/04/16 32.298 25,012        1,233,034 -166,296  
    CAC Mid 60 Sartorius Stedim 434.42 57.575   12/28/15 57.183 25,012        1,258,046 -191,308  
    BSE Sensex 50 Bajaj Finance 3,081.02 8.118   1/04/16 8.393 25,012        1,283,058 -216,320  
12/28/15 Sell DAX short RWE 2,195.00 11.660 11.130 12/21/15 11.395 -25,012 24,430 -582 966,157  1,258,046 -191,889 1,066,157
    OBX 25 long Bakkafrost 951.64 26.311   12/21/15 26.283 -25,012 25,038 26 966,183  1,233,034 -166,851 1,066,183
    OMXS 30 short SSAB 5,762.34 2.409 1.932 12/21/15 2.170 -12,506 11,130 -1,376 964,807  1,220,528 -155,721 1,064,807
      SKF A 856.50 15.095 14.108 12/21/15 14.601 -12,506 12,083 -423 964,385  1,208,022 -143,637 1,064,385
    Europe 50 Rio Tinto 9.56 2,721.790 2,368.420 12/14/15 2,545.100 -24,331 22,642 -1,689 962,695  1,183,691 -120,995 1,062,695
    FT 30 Tate & Lyle 31.14 807.108 700.300 6/08/15 753.704 -23,470 21,807 -1,663 961,032  1,160,221 -99,188 1,061,032
    CAC Mid 60 long Sartorius Stedim 434.42 57.183   12/21/15 57.575 -25,012 24,842 -170 960,862  1,135,209 -74,346 1,060,862
  Buy USA Energy Recovery 3,809.74 6.473   1/11/16 5.700 24,662        1,159,871 -99,008  
    DAX Adidas 276.82 89.090   3/07/16 96.970 24,662        1,184,533 -123,670  
    OBX 25 short Seadrill 27.00 913.471   5/09/16 892.833 24,664        1,209,196 -148,334  
    OMXS 30 long Securitas 888.72 13.875   1/04/16 13.705 12,331        1,221,527 -160,665  
      Swedish Match 384.98 32.030   1/04/16 31.693 12,331        1,233,858 -172,996  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 SAP 338.48 72.860   1/04/16 70.580 24,662        1,258,520 -197,658  
    FT 30 ITV 66.11 373.033   1/11/16 356.368 24,661        1,283,181 -222,319  
1/04/16 Sell SSE 50 short China Northern Rare 11,990.97 1.789 2.422 8/03/15 2.081 -24,958 29,043 4,085 964,948  1,258,223 -193,276 1,064,948
    ASX 50 Origin Energy 5,942.67 3.253 4.511 11/30/15 3.831 -22,764 26,804 4,040 968,988  1,235,459 -166,471 1,068,988
    HSI-Fin ICBC 39,907.26 0.538 0.727 8/03/15 0.625 -24,958 28,993 4,035 973,023  1,210,501 -137,478 1,073,023
    ISEQ 20 Aryzta 1,098.04 10.648 10.548 12/07/15 10.598 -11,637 11,582 -55 972,968  1,198,864 -125,896 1,072,968
      FBD Holdings 1,706.30 6.603 7.044 12/07/15 6.820 -11,637 12,019 382 973,350  1,187,227 -113,877 1,073,350
    OMXH 25 Outokumpu 3,494.36 2.584 10.606 5/11/15 5.235 -18,293 37,060 18,767 992,117  1,168,934 -76,817 1,092,117
    OMXS 30 long Securitas 888.72 13.705   12/28/15 13.875 -12,331 12,180 -151 991,966  1,156,603 -64,637 1,091,966
      Swedish Match 384.98 31.693   12/28/15 32.030 -12,331 12,201 -130 991,837  1,144,272 -52,436 1,091,837
    Europe 50 SAP 338.48 70.580   12/28/15 72.860 -24,662 23,890 -772 991,065  1,119,611 -28,546 1,091,065
    DJTA JetBlue Airways 1,015.50 20.201   8/31/15 19.906 -20,214 20,514 300 991,365  1,099,397 -8,031 1,091,365
    Topix (FRA) Ono Pharmaceutical 782.02 32.298   12/21/15 31.984 -25,012 25,258 246 991,611  1,074,384 17,226 1,091,611
    BSE Sensex 50 Bajaj Finance 3,081.02 8.393   12/21/15 8.118 -25,012 25,860 848 992,458  1,049,372 43,086 1,092,458
  Buy SSE 50 Shanghai Pudong 11,288.37 2.515   1/11/16 2.391 28,388        1,077,760 14,698  
    HSI-Fin Hang Seng Bank 1,666.60 17.034   1/11/16 16.023 28,388        1,106,148 -13,690  
    ISEQ 20 Flutter 115.07 123.350   1/18/16 119.900 14,194        1,120,342 -27,884  
      Dalata Hotel 2,638.29 5.380   1/18/16 4.930 14,194        1,134,536 -42,078  
    OMXH 25 Elisa 841.13 33.750   1/11/16 34.422 28,388        1,162,924 -70,466  
    OMXS 30 short SSAB 5,819.84 2.439   4/04/16 3.262 14,194        1,177,118 -84,660  
      SKF A 976.06 14.542   4/04/16 15.448 14,194        1,191,312 -98,854  
    Europe 50 Rio Tinto 10.98 2,585.270   1/25/16 2,112.660 28,386        1,219,699 -127,240  
    DJTA Ryder System 540.37 52.534   2/22/16 53.012 28,388        1,248,087 -155,628  
    Topix (FRA) Toshiba 1,429.41 19.860   8/15/16 25.260 28,388        1,276,475 -184,016  
    BSE Sensex 50 Larsen & Toubro 2,446.04 11.606   3/07/16 10.779 28,388        1,304,863 -212,405  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/11/16 Sell USA long Energy Recovery 3,809.74 5.700   12/28/15 6.473 -24,662 21,717 -2,945 989,513  1,280,201 -190,688 1,089,513
    Euro 50 Fresenius 157.03 59.420   10/26/15 64.150 -10,073 9,331 -743 988,770  1,270,127 -181,357 1,088,770
      Inditex 299.72 29.430   10/26/15 33.610 -10,074 8,821 -1,253 987,517  1,260,054 -172,536 1,087,517
    France Ubisoft 950.35 24.260   11/23/15 26.805 -25,474 23,055 -2,419 985,099  1,234,580 -149,481 1,085,099
    Germany SMA Solar 482.03 49.315   11/30/15 47.225 -22,764 23,771 1,007 986,106  1,211,816 -125,710 1,086,106
    SSE 50 Shanghai Pudong 11,288.37 2.391   1/04/16 2.515 -28,388 26,988 -1,400 984,706  1,183,428 -98,721 1,084,706
    HSI-Fin Hang Seng Bank 1,666.60 16.023   1/04/16 17.034 -28,388 26,704 -1,684 983,023  1,155,040 -72,017 1,083,023
    OMXH 25 Elisa 841.13 34.422   1/04/16 33.750 -28,388 28,953 565 983,588  1,126,652 -43,064 1,083,588
    FT 30 ITV 66.11 356.368   12/28/15 373.033 -24,661 23,559 -1,102 982,486  1,101,990 -19,504 1,082,486
    Topix (TYO) Subaru 692.68 33.663   6/11/12 6.048 -4,189 23,318 19,129 1,001,615  1,097,801 3,813 1,101,615
  Buy Euro 50 short Volkswagen 118.05 117.050   1/25/16 110.750 13,818        1,111,619 -10,004  
      Banco Santander 3,386.64 4.080   1/25/16 3.860 13,817        1,125,437 -23,822  
    France Vallourec 104.81 263.680   4/18/16 148.800 27,636        1,153,073 -51,458  
    SSE 50 Haitong Secs 15,715.99 1.758   6/13/16 1.997 27,635        1,180,708 -79,093  
    ASX 50 Origin Energy 10,094.24 2.738   2/29/16 2.906 27,635        1,208,343 -106,728  
    HSI-Fin China Life Ins HK 10,888.07 2.538   6/06/16 1.986 27,635        1,235,978 -134,363  
    OMXH 25 Outokumpu 11,161.15 2.476   4/25/16 3.996 27,635        1,263,613 -161,998  
    FT 30 Tesco 141.87 194.790   1/25/16 204.438 27,635        1,291,248 -189,633  
    Topix (TYO) Toshiba 1,536.58 17.985   10/31/16 33.076 27,635        1,318,883 -217,268  
1/18/16 Sell HDAX long SMA Solar 533.21 41.200   11/23/15 47.775 -25,474 21,968 -3,506 998,109  1,293,409 -195,300 1,098,109
    ISEQ 20 Flutter 115.07 119.900   1/04/16 123.350 -14,194 13,797 -397 997,712  1,279,215 -181,503 1,097,712
      Dalata Hotel 2,638.29 4.930   1/04/16 5.380 -14,194 13,007 -1,187 996,525  1,265,021 -168,496 1,096,525
    QIX Freenet 413.69 28.325   1/23/12 10.515 -4,350 11,718 7,368 1,003,893  1,260,671 -156,778 1,103,893
  Buy HDAX short Aixtron 7,174.85 3.300   3/14/16 3.331 23,677        1,284,348 -180,455  
    ISEQ 20 Aryzta 1,267.91 9.337   5/30/16 8.843 11,838        1,296,186 -192,294  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      FBD Holdings 1,838.28 6.440   5/30/16 6.529 11,839        1,308,025 -204,132  
    QIX BMW 303.16 78.100   2/08/16 69.300 23,677        1,331,702 -227,809  
1/25/16 Sell Euro 50 short Volkswagen 118.05 110.750 123.708 1/11/16 117.050 -13,818 14,604 786 1,004,679  1,317,884 -213,206 1,104,679
      Banco Santander 3,386.64 3.860 4.313 1/11/16 4.080 -13,817 14,605 787 1,005,466  1,304,067 -198,601 1,105,466
    Europe 50 Rio Tinto 10.98 2,112.660 3,163.610 1/04/16 2,585.270 -28,386 34,736 6,350 1,011,816  1,275,680 -163,864 1,111,816
    FT 30 Tesco 141.87 204.438 185.143 1/11/16 194.790 -27,635 26,266 -1,369 1,010,447  1,248,045 -137,598 1,110,447
  Buy Euro 50 long SAP 167.32 72.680   4/04/16 70.040 12,161        1,260,206 -149,759  
      Vinci 197.31 61.630   4/04/16 65.450 12,160        1,272,366 -161,919  
    Europe 50 SAP 334.63 72.680   3/28/16 70.840 24,321        1,296,687 -186,240  
    FT 30 National Grid 19.57 1,242.520   2/01/16 1,311.560 24,316        1,321,004 -210,556  
2/01/16 Sell   long National Grid 19.57 1,311.560   1/25/16 1,242.520 -24,316 25,667 1,351 1,011,799  1,296,687 -184,889 1,111,799
  Buy   short NatWest 70.19 330.109   4/18/16 299.798 23,170        1,319,858 -208,059  
2/08/16 Sell Nasdaq 100 long Amazon.com 37.84 436.037   10/19/15 505.914 -19,144 16,500 -2,644 1,009,154  1,300,714 -191,560 1,109,154
    OMXC 20 Genmab 224.64 88.896   11/23/15 113.399 -25,474 19,970 -5,504 1,003,650  1,275,240 -171,590 1,103,650
    QIX short BMW 303.16 69.300 88.018 1/18/16 78.100 -23,677 26,683 3,007 1,006,657  1,251,563 -144,907 1,106,657
  Buy Nasdaq 100 Micron Technology 2,646.39 9.085   3/21/16 10.259 24,043        1,275,606 -168,950  
    QIX long Rational 59.34 405.150   4/11/16 463.700 24,042        1,299,648 -192,991  
2/22/16 Sell DJTA short Ryder System 540.37 53.012 52.057 1/04/16 52.534 -28,388 28,130 -258 1,006,398  1,271,260 -164,861 1,106,398
    NZX 50 long Tourism 18,513.64 1.542   7/28/14 0.744 -13,776 28,542 14,766 1,021,165  1,257,484 -136,319 1,121,165
  Buy OMXC 20 Vestas Wind Systems 407.73 60.385   2/29/16 62.299 24,621        1,282,105 -160,940  
    DJTA Delta Air Lines 556.72 44.225   3/07/16 43.943 24,621        1,306,726 -185,561  
    NZX 50 short ANZ Banking NZ 1,609.65 15.296   2/29/16 14.670 24,621        1,331,347 -210,182  
2/29/16 Sell ASX 50 short Origin Energy 10,094.24 2.906 2.569 1/11/16 2.738 -27,635 25,935 -1,700 1,019,465  1,303,712 -184,247 1,119,465
    OMXC 20 long Vestas Wind Systems 407.73 62.299   2/22/16 60.385 -24,621 25,401 780 1,020,245  1,279,091 -158,845 1,120,245
    NZX 50 short ANZ Banking NZ 1,609.65 14.670 15.949 2/22/16 15.296 -24,621 25,672 1,051 1,021,296  1,254,470 -133,174 1,121,296
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ASX 50 long Newcrest Mining 2,151.85 11.480   11/05/18 13.103 24,703        1,279,173 -157,877  
    NZX 50 a2 Milk 23,173.55 1.066   5/22/17 2.174 24,703        1,303,876 -182,580  
3/07/16 Sell S&P 100 short ConocoPhilips 557.02 37.595 55.443 7/27/15 45.655 -25,431 30,883 5,452 1,026,748  1,278,445 -151,697 1,126,748
    DAX long Adidas 276.82 96.970   12/28/15 89.090 -24,662 26,843 2,181 1,028,929  1,253,783 -124,854 1,128,929
    MerVal Pampa Energía 17,531.33 0.728   10/26/15 1.149 -20,147 12,763 -7,384 1,021,545  1,233,636 -112,091 1,121,545
    DJTA Delta Air Lines 556.72 43.943   2/22/16 44.225 -24,621 24,464 -157 1,021,388  1,209,015 -87,627 1,121,388
    Nikkei (FRA) short OKI Electric 1,013.68 12.000 10.960 12/07/15 11.480 -11,637 11,110 -527 1,020,861  1,197,378 -76,517 1,120,861
      Sharp 1,224.95 13.180 5.820 12/07/15 9.500 -11,637 7,129 -4,508 1,016,353  1,185,741 -69,388 1,116,353
    BSE Sensex 50 Larsen & Toubro 2,446.04 10.779 12.496 1/04/16 11.606 -28,388 30,567 2,179 1,018,532  1,157,353 -38,821 1,118,532
  Buy USA long Energy Recovery 3,468.34 7.782   10/29/18 6.189 26,992        1,184,345 -65,813  
    S&P 100 Facebook 281.13 96.013   3/28/16 101.554 26,992        1,211,337 -92,805  
    DAX short Deutsche Bank 1,521.53 17.740   4/25/16 16.080 26,992        1,238,329 -119,797  
    MerVal YPF 1,632.45 16.535   4/11/16 14.912 26,992        1,265,321 -146,789  
    DJTA Avis Budget 1,055.90 25.563   3/14/16 24.329 26,992        1,292,313 -173,781  
    Nikkei (FRA) long Nippon Suisan 3,182.27 4.241   3/14/16 4.289 13,496        1,305,809 -187,277  
      Yamaha 517.07 26.101   3/14/16 27.038 13,496        1,319,305 -200,773  
    BSE Sensex 50 Bajaj Finance 3,146.18 8.579   12/10/18 29.076 26,992        1,346,297 -227,765  
3/14/16 Sell HDAX short Aixtron 7,174.85 3.331 3.269 1/18/16 3.300 -23,677 23,455 -222 1,018,309  1,322,620 -204,311 1,118,309
    DJTA Avis Budget 1,055.90 24.329 26.860 3/07/16 25.563 -26,992 28,361 1,369 1,019,679  1,295,628 -175,950 1,119,679
    Nikkei (FRA) long Nippon Suisan 3,182.27 4.289   3/07/16 4.241 -13,496 13,649 153 1,019,831  1,282,132 -162,301 1,119,831
      Yamaha 517.07 27.038   3/07/16 26.101 -13,496 13,981 485 1,020,316  1,268,636 -148,320 1,120,316
  Buy HDAX SMA Solar 558.60 43.500   4/11/16 45.160 24,299        1,292,935 -172,619  
    DJTA Alaska Air Group 338.10 71.870   10/29/18 53.552 24,299        1,317,234 -196,919  
    Nikkei (FRA) short Toshiba 732.34 16.590   7/18/16 25.800 12,150        1,329,384 -209,068  
      IHI 668.29 18.180   7/18/16 25.860 12,150        1,341,534 -221,218  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/16 Sell Nasdaq 100 short Micron Technology 2,646.39 10.259 7.912 2/08/16 9.085 -24,043 20,937 -3,106 1,017,210  1,317,491 -200,281 1,117,210
    TSX 60 Cenovus Energy 1,179.74 12.064 19.931 5/11/15 15.506 -18,293 23,513 5,220 1,022,430  1,299,197 -176,768 1,122,430
    DJ Global Titans ConocoPhilips 776.46 37.886 36.068 8/24/15 36.977 -28,711 28,005 -706 1,021,724  1,270,487 -148,763 1,121,724
  Buy Nasdaq 100 long NVidia 806.19 30.172   10/29/18 162.956 24,324        1,294,811 -173,087  
    TSX 60 Barrick Gold 1,864.12 13.049   6/27/16 19.168 24,324        1,319,135 -197,411  
    DJ Global Titans McDonald´s 220.80 110.161   3/28/16 110.022 24,324        1,343,458 -221,734  
3/28/16 Sell S&P 100 long Facebook 281.13 101.554   3/07/16 96.013 -26,992 28,550 1,558 1,023,282  1,316,466 -193,184 1,123,282
    ATX short Vienna Insurance 699.41 18.660 39.765 9/07/15 27.240 -19,052 27,812 8,760 1,032,042  1,297,414 -165,372 1,132,042
    BEL 20 Solvay 207.88 85.670 93.522 9/28/15 89.510 -18,607 19,441 834 1,032,876  1,278,807 -145,931 1,132,876
    Europe 50 long SAP 334.63 70.840   1/25/16 72.680 -24,321 23,705 -616 1,032,260  1,254,486 -122,226 1,132,260
    DJ Global Titans McDonald´s 220.80 110.022   3/21/16 110.161 -24,324 24,293 -31 1,032,229  1,230,162 -97,933 1,132,229
  Buy S&P 100 short Devon Energy 1,120.24 23.082   4/25/16 30.124 25,857        1,256,019 -123,790  
    ATX long Flughafen Wien 1,062.00 24.348   5/16/16 25.113 25,857        1,281,876 -149,647  
    BEL 20 Bekaert 738.77 35.000   4/25/16 37.780 25,857        1,307,733 -175,504  
    Europe 50 short Credit Suisse 2,020.55 12.797   4/18/16 13.328 25,857        1,333,590 -201,361  
    DJ Global Titans Mitsubishi UFJ 6,218.91 4.158   4/11/16 3.840 25,857        1,359,447 -227,218  
4/04/16 Sell Euro 50 long SAP 167.32 70.040   1/25/16 72.680 -12,161 11,719 -442 1,031,788  1,347,286 -215,499 1,131,788
      Vinci 197.31 65.450   1/25/16 61.630 -12,160 12,914 754 1,032,541  1,335,126 -202,585 1,132,541
    OMXS 30 short SSAB 5,819.84 3.262 1.615 1/04/16 2.439 -14,194 9,401 -4,793 1,027,749  1,320,932 -193,184 1,127,749
      SKF A 976.06 15.448 13.637 1/04/16 14.542 -14,194 13,310 -884 1,026,865  1,306,738 -179,873 1,126,865
  Buy Euro 50 Deutsche Bank 799.80 14.800   5/16/16 14.680 11,837        1,318,575 -191,710  
      Unicredit 783.23 15.113   5/16/16 14.382 11,837        1,330,412 -203,547  
    OMXC 20 long Genmab 190.44 124.315   4/11/16 126.502 23,675        1,354,087 -227,222  
    OMXS 30 Securitas 816.51 14.497   4/11/16 14.803 11,837        1,365,924 -239,059  
      Fingerprint Cards 1,128.49 10.489   4/11/16 10.913 11,837        1,377,761 -250,896  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/11/16 Sell HDAX long SMA Solar 558.60 45.160   3/14/16 43.500 -24,299 25,226 927 1,027,792  1,353,462 -225,669 1,127,792
    OMXC 20 Genmab 190.44 126.502   4/04/16 124.315 -23,675 24,091 416 1,028,209  1,329,787 -201,578 1,128,209
    OMXS 30 Securitas 816.51 14.803   4/04/16 14.497 -11,837 12,087 250 1,028,458  1,317,950 -189,492 1,128,458
      Fingerprint Cards 1,128.49 10.913   4/04/16 10.489 -11,837 12,315 478 1,028,937  1,306,113 -177,176 1,128,937
    MerVal short YPF 1,632.45 14.912 18.335 3/07/16 16.535 -26,992 29,930 2,938 1,031,875  1,279,121 -147,246 1,131,875
    QIX long Rational 59.34 463.700   2/08/16 405.150 -24,042 27,516 3,474 1,035,349  1,255,079 -119,730 1,135,349
    DJ Global Titans short Mitsubishi UFJ 6,218.91 3.840 4.501 3/28/16 4.158 -25,857 27,994 2,137 1,037,486  1,229,222 -91,736 1,137,486
  Buy HDAX Deutsche Bank 1,867.36 14.000   7/25/16 13.160 26,143        1,255,365 -117,879  
    OMXC 20 Nordea Bank (DK) 3,156.07 8.283   4/25/16 8.632 26,143        1,281,508 -144,022  
    OMXS 30 Nordea Bank 1,572.13 8.315   4/18/16 8.483 13,071        1,294,580 -157,094  
      S.E.B 1,543.05 8.471   4/18/16 8.777 13,071        1,307,651 -170,165  
    MerVal long Gr Fin Galicia 11,473.78 2.279   6/20/16 2.681 26,143        1,333,794 -196,308  
    QIX short Daimler 432.12 60.500   7/04/16 54.240 26,143        1,359,938 -222,451  
    DJ Global Titans long McDonald´s 233.78 111.826   5/09/16 114.955 26,143        1,386,080 -248,594  
4/18/16 Sell France short Vallourec 104.81 148.800 467.252 1/11/16 263.680 -27,636 48,973 21,336 1,058,823  1,358,444 -199,621 1,158,823
    HSI China Shenhua HK 13,172.52 1.521 2.268 7/13/15 1.857 -24,464 29,878 5,414 1,064,237  1,333,980 -169,744 1,164,237
    OMXS 30 Nordea Bank