Wed, Sep 18th, 2019, 11:12UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan Group 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan Group 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair Holdings 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair Holdings 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.13 26,200.000   4/02/12 5,020.000 3,406        84,226 17,431  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  80,802 20,864 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 5,021.31 0.610   2/06/12 0.190 3,063        83,865 17,801  
    OBX 25 Frontline 39.65 77.243   1/16/12 17.878 3,063        86,927 14,738  
    OMXS 30 AstraZeneca 45.08 33.972   4/18/11 34.188 1,531        88,459 13,207  
      Nokia 256.70 5.966   4/18/11 6.088 1,532        89,990 11,675  
    MerVal Petrobras 228.54 13.403   1/16/12 12.497 3,063        93,053 8,612  
    FT 30 3i Group 10.13 302.376   5/02/11 315.356 3,063        96,116 5,549  
4/18/11 Sell OMXS 30 short AstraZeneca 45.08 34.188 33.756 4/11/11 33.972 -1,531 1,522 -10 1,656  94,585 7,071 101,656
      Nokia 256.70 6.088 5.844 4/11/11 5.966 -1,532 1,500 -31 1,625  93,053 8,571 101,625
  Buy   long Lundin 133.04 10.350   5/30/11 9.405 1,377        94,430 7,194  
      Swedbank 105.43 13.061   5/30/11 12.341 1,377        95,807 5,817  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,654  92,264 9,390 101,654
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,729  90,552 11,177 101,729
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  88,840 12,923 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  85,043 17,063 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  81,500 20,943 102,444
  Buy ISEQ 20 Bank of Ireland 207.26 7.440   1/02/12 2.550 1,542        83,042 19,401  
      Ryanair Holdings 458.11 3.366   1/02/12 3.780 1,542        84,584 17,859  
    OMXC 20 Vestas Wind Systems 128.27 24.043   5/16/11 20.923 3,084        87,668 14,775  
    NZX 50 long a2 Milk 40,000.00 0.077   10/03/11 0.120 3,084        90,752 11,691  
    Nikkei (TYO) Screen 102.01 30.233   5/09/11 32.089 3,084        93,836 8,607  
5/02/11 Sell FT 30 short 3i Group 10.13 315.356 289.395 4/11/11 302.376 -3,063 2,932 -132 2,312  90,773 11,539 102,312
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,307  87,349 14,958 102,307
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,971  83,807 18,165 101,971
  Buy STI Wilmar International 1,063.39 2.824   7/02/12 2.197 3,003        86,810 15,162  
    SMI long Richemont 68.65 43.745   5/09/11 42.905 3,003        89,813 12,159  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/09/11 Sell   long Richemont 68.65 42.905   5/02/11 43.745 -3,003 2,945 -58 1,914  86,810 15,104 101,914
    Nikkei (TYO) Screen 102.01 32.089   4/25/11 30.233 -3,084 3,273 189 2,103  83,726 18,377 102,103
  Buy CAC 40 short Carrefour 98.22 30.665   2/06/12 18.345 3,012        86,738 15,365  
    TSX 60 BlackBerry 99.45 30.287   2/20/12 11.318 3,012        89,750 12,353  
    FT 30 Lloyds Bank 49.18 61.241   5/30/11 59.956 3,012        92,761 9,342  
    SMI Credit Suisse 102.48 29.390   5/21/12 15.602 3,012        95,773 6,330  
    Nikkei (TYO) Tokyo Electric Power 729.07 4.131   2/13/12 1.953 3,012        98,785 3,318  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 128.27 20.923 27.628 4/25/11 24.043 -3,084 3,544 460 2,563  95,701 6,861 102,563
  Buy   long Novozymes 115.53 23.673   5/30/11 23.619 2,735        98,436 4,127  
    CAC Mid 60 short Genfit 695.40 3.933   1/23/12 1.723 2,735        101,171 1,392  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,177  97,861 4,316 102,177
  Buy   short China Life 1,280.42 2.079   5/30/11 2.028 2,662        100,523 1,654  
    SDAX Heidelberger Druck 918.25 2.899   1/30/12 1.657 2,662        103,185 -1,008  
    Indices Athex Large Cap 0.47 5,689.400   1/16/12 2,507.600 2,674        105,859 -3,682  
5/30/11 Sell SSE 50 short China Life 1,280.42 2.028 2.131 5/23/11 2.079 -2,662 2,729 67 2,244  103,197 -953 102,244
    OMXC 20 long Novozymes 115.53 23.619   5/16/11 23.673 -2,735 2,729 -6 2,238  100,462 1,775 102,238
    OMXS 30 Lundin 133.04 9.405   4/18/11 10.350 -1,377 1,251 -126 2,112  99,085 3,027 102,112
      Swedbank 105.43 12.341   4/18/11 13.061 -1,377 1,301 -76 2,036  97,708 4,328 102,036
    FT 30 short Lloyds Bank 49.18 59.956 62.554 5/09/11 61.241 -3,012 3,076 65 2,101  94,696 7,404 102,101
  Buy SSE 50 long China Northern Rare 1,133.15 2.415   6/06/11 2.742 2,737        97,433 4,667  
    BEL 20 short Galapagos 286.60 9.550   7/04/11 8.420 2,737        100,170 1,930  
    OMXC 20 Vestas Wind Systems 135.14 20.253   7/04/11 17.428 2,737        102,907 -807  
    OMXS 30 Nokia 303.31 4.512   7/04/11 4.367 1,369        104,276 -2,175  
      Telia Company 258.20 5.300   7/04/11 4.997 1,369        105,644 -3,544  
6/06/11 Sell SSE 50 long China Northern Rare 1,133.15 2.742   5/30/11 2.415 -2,737 3,108 371 2,471  102,907 -436 102,471
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ÖkoDAX CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,792  98,600 3,192 101,792
  Buy SSE 50 short China Rwy Constr 4,153.87 0.632   1/23/12 0.506 2,624        101,224 568  
    FT 30 Lloyds Bank 49.85 52.638   12/05/11 31.447 2,624        103,848 -2,056  
    BAX long Zooplus 56.23 46.669   6/13/11 48.803 2,624        106,473 -4,680  
6/13/11 Sell   long Zooplus 56.23 48.803   6/06/11 46.669 -2,624 2,744 120 1,912  103,848 -1,936 101,912
6/20/11 Buy CAC Next 20 short EDF 96.24 25.965   6/27/11 25.805 2,499        106,347 -4,435  
6/27/11 Sell   short EDF 96.24 25.805 26.126 6/20/11 25.965 -2,499 2,514 16 1,928  103,848 -1,921 101,928
  Buy France Carrefour 94.52 26.450   1/23/12 17.050 2,500        106,348 -4,421  
    MIB UnipolSai 487.33 5.130   11/05/12 0.935 2,500        108,848 -6,921  
    CAC Next 20 long Arkema 38.40 65.105   7/11/11 66.601 2,500        111,348 -9,421  
7/04/11 Sell BEL 20 short Galapagos 286.60 8.420 10.832 5/30/11 9.550 -2,737 3,104 367 2,295  108,611 -6,316 102,295
    OMXC 20 Vestas Wind Systems 135.14 17.428 23.535 5/30/11 20.253 -2,737 3,181 444 2,739  105,875 -3,136 102,739
    OMXS 30 Nokia 303.31 4.367 4.661 5/30/11 4.512 -1,369 1,414 45 2,784  104,506 -1,722 102,784
      Telia Company 258.20 4.997 5.622 5/30/11 5.300 -1,369 1,452 83 2,867  103,137 -270 102,867
  Buy BEL 20 long Solvay 23.81 107.700   7/11/11 107.450 2,564        105,702 -2,835  
    OMXC 20 Novozymes 110.30 23.246   7/11/11 23.100 2,564        108,266 -5,399  
    OMXS 30 Lundin 128.65 9.965   7/11/11 9.554 1,282        109,548 -6,681  
      Swedish Match 52.63 24.358   7/11/11 24.413 1,282        110,830 -7,963  
7/11/11 Sell BEL 20 long Solvay 23.81 107.450   7/04/11 107.700 -2,564 2,558 -6 2,861  108,266 -5,404 102,861
    OMXC 20 Novozymes 110.30 23.100   7/04/11 23.246 -2,564 2,548 -16 2,845  105,701 -2,857 102,845
    OMXS 30 Lundin 128.65 9.554   7/04/11 9.965 -1,282 1,229 -53 2,792  104,419 -1,627 102,792
      Swedish Match 52.63 24.413   7/04/11 24.358 -1,282 1,285 3 2,795  103,137 -342 102,795
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,363  99,341 4,022 103,363
    CAC Next 20 long Arkema 38.40 66.601   6/27/11 65.105 -2,500 2,557 57 3,420  96,840 6,580 103,420
  Buy RTX short Mobile TeleSystems 211.95 12.970   7/18/11 12.740 2,749        99,589 3,831  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Bekaert 54.50 50.440   3/12/12 24.765 2,749        102,338 1,082  
    OMXC 20 Vestas Wind Systems 160.31 17.148   11/28/11 9.897 2,749        105,087 -1,667  
    OMXS 30 Nokia 347.67 3.954   11/28/11 4.082 1,375        106,462 -3,042  
      SSAB 146.21 9.401   11/28/11 6.652 1,374        107,836 -4,416  
    Topix (FRA) long Daito Trust 42.44 64.780   8/01/11 65.420 2,749        110,586 -7,166  
    CAC Next 20 short Natixis 844.29 3.256   3/12/12 2.721 2,749        113,335 -9,915  
7/18/11 Sell RTX short Mobile TeleSystems 211.95 12.740 13.204 7/11/11 12.970 -2,749 2,799 50 3,470  110,586 -7,116 103,470
  Buy ATX Flughafen Wien 290.12 8.300   3/26/12 7.050 2,408        112,994 -9,524  
7/25/11 Buy ASX 50 short Macquarie Group 112.73 20.828   1/16/12 19.953 2,348        115,342 -11,872  
    DJ Global Titans Bank of America 336.88 6.970   12/26/11 4.202 2,348        117,690 -14,220  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,131  114,380 -8,248 106,131
    Topix (FRA) Daito Trust 42.44 65.420   7/11/11 64.780 -2,749 2,776 27 6,158  111,630 -5,472 106,158
  Buy S&P 100 short AIG 126.74 19.860   1/09/12 18.875 2,517        114,147 -7,989  
    HSI New World Dev 2,677.94 0.940   12/26/11 0.616 2,517        116,664 -10,506  
    HDAX Commerzbank 133.88 18.801   1/23/12 14.511 2,517        119,181 -13,023  
    RTX Mobile TeleSystems 204.30 12.320   6/25/12 13.400 2,517        121,698 -15,540  
    DJTA Delta Air Lines 464.55 5.418   10/24/11 6.408 2,517        124,215 -18,057  
    Topix (FRA) Nintendo 22.76 110.600   1/23/12 105.744 2,517        126,733 -20,574  
    SP Global 100 Carrefour 125.35 20.080   4/30/12 15.175 2,517        129,250 -23,091  
8/08/11 Buy Nasdaq 100 short Akamai 140.83 14.741   10/10/11 17.540 2,076        131,326 -25,167  
    Kospi 50 LG Display 151.89 13.668   10/10/11 14.049 2,076        133,402 -27,243  
    DAX Commerzbank 135.21 15.354   12/19/11 9.482 2,076        135,478 -29,319  
    MDAX Ceconomy 216.00 9.611   5/14/12 7.298 2,076        137,554 -31,395  
    FTSE Lloyds Bank 55.14 37.648   11/28/11 27.613 2,076        139,630 -33,471  
    HSI-C&I Li & Fung 1,789.96 1.160   1/16/12 1.742 2,076        141,706 -35,547  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Lloyds Bank 55.14 37.648   12/19/11 27.968 2,076        143,781 -37,623  
    BSE Sensex 50 Tata Motors 803.19 2.585   10/03/11 2.302 2,076        145,857 -39,699  
    QIX Pro7-Sat1 148.29 14.000   1/23/12 17.200 2,076        147,933 -41,775  
8/22/11 Buy DJIA short Goldman Sachs 21.75 73.991   12/19/11 67.244 1,609        149,543 -43,384  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,260  145,010 -39,750 105,260
  Buy   short Nintendo 14.04 116.602   2/13/12 104.998 1,637        146,647 -41,387  
9/05/11 Buy Euro 50 short Societe Generale 39.41 20.250   1/09/12 15.000 798        147,445 -42,185  
      Unicredit 29.06 27.460   1/09/12 11.455 798        148,243 -42,983  
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 204.3 12.320 10.740 14.132 2,517 2,887 370 370 2,517 2,887 318
  ISEQ 20 Bank of Ireland 4/25/11 207.26 7.440 2.340 23.655 1,542 4,903 3,361 3,731 4,059 7,790 2,291
    Ryanair Holdings   458.11 3.366 2.940 3.854 1,542 1,765 223 3,955 5,601 9,555 45
  CAC 40 Carrefour 5/09/11 98.22 30.665 16.750 56.140 3,012 5,514 2,502 6,457 8,613 15,070 539
  AEX Philips 3/28/11 154.37 22.180 13.295 37.003 3,424 5,712 2,288 8,745 12,037 20,782 219
  IBEX 35 Banco Sabadell 4/04/11 1329.85 2.489 2.130 2.909 3,310 3,868 558 9,303 15,347 24,650 45
  Topix (TYO) Nintendo 8/29/11 14.04 116.602 119.004 114.200 1,637 1,603 -34 9,269 16,984 26,253 -66
  SSE 50 China Rwy Constr 6/06/11 4153.87 0.632 0.501 0.796 2,624 3,308 684 9,953 19,608 29,561 153
  HSI New World Dev 8/01/11 2677.94 0.940 0.849 1.041 2,517 2,788 271 10,223 22,125 32,348 190
  HSI-Fin China Life Ins HK 2/07/11 1572.87 2.738 1.732 4.330 4,307 6,811 2,504 12,727 26,432 39,159 122
  BSE Sensex 30 Bharat Heavy   987.93 4.360 3.546 5.360 4,307 5,295 988 13,715 30,739 44,454 43
  STI Wilmar International 5/02/11 1063.39 2.824 3.024 2.624 3,003 2,790 -213 13,503 33,742 47,245 -19
  OMXH 25 Nokia 2/28/11 623.48 6.090 4.340 8.546 3,797 5,328 1,531 15,034 37,539 52,573 92
  PSI 20 Teixeira Duarte 4/11/11 5021.31 0.610 0.310 1.200 3,063 6,027 2,964 17,998 40,602 58,600 437
  GEX MeVis Medical 3/07/11 290.82 12.200 4.000 37.210 3,548 10,821 7,273 25,271 44,150 69,421 836
  SMI Credit Suisse 5/09/11 102.48 29.390 17.855 48.378 3,012 4,958 1,946 27,217 47,162 74,379 361
  NZX 50 long a2 Milk 4/25/11 40000 0.077 0.119 3,084 4,776 1,692 28,909 50,246 79,155 232
  Topix (FRA) short Nintendo 8/01/11 22.76 110.600 119.000 102.200 2,517 2,326 -191 28,718 52,763 81,481 -56
  TecDAX SMA Solar 3/14/11 48.04 73.750 66.300 82.037 3,543 3,941 398 29,116 56,306 85,422 25
  HSI-Prop China Ov Land & Inv   1348.79 1.313 1.399 1.228 1,772 1,657 -115 29,001 58,077 87,078 -13
    China Res Land   1476.5 1.200 1.059 1.360 1,772 2,008 237 29,238 59,849 89,086 30
  Nordic 30 Nokia   603.58 5.870 4.340 7.939 3,543 4,792 1,249 30,487 63,392 93,879 88
  FT 30 Lloyds Bank 6/06/11 49.85 52.638 34.977 79.216 2,624 3,949 1,325 31,811 66,016 97,827 415
  Nikkei (FRA) Resona 3/14/11 521.03 3.400 3.018 3.830 1,772 1,996 224 32,036 67,787 99,823 28
    Tokyo Electric Power   137.33 12.900 3.420 48.658 1,772 6,682 4,911 36,946 69,559 106,505 1,494
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Nikkei (TYO) Tokyo Electric Power 5/09/11 729.07 4.131 3.420 4.991 3,012 3,639 627 37,573 72,571 110,144 79
  Athex LC Piraeus Bank 4/04/11 0.13 26,200.000 10,800.000 63,559.259 3,406 8,263 4,857 42,430 75,977 118,407 717
  OBX 25 Frontline 4/11/11 39.65 77.243 21.726 274.628 3,063 10,889 7,826 50,256 79,040 129,296 2,233
  OMXS 30 Nokia 7/11/11 347.67 3.954 4.299 3.608 1,375 1,254 -120 50,136 80,414 130,550 -45
    SSAB   146.21 9.401 6.084 14.526 1,374 2,124 749 50,886 81,789 132,674 1,606
  MerVal Petrobras 4/11/11 228.54 13.403 9.921 18.105 3,063 4,138 1,075 51,960 84,852 136,812 111
  OMXC 20 Vestas Wind Systems 7/11/11 160.31 17.148 13.236 22.214 2,749 3,561 812 52,773 87,601 140,373 441
  TSX 60 BlackBerry 5/09/11 99.45 30.287 21.101 43.472 3,012 4,323 1,311 54,084 90,613 144,697 203
  CAC Mid 60 Genfit 5/16/11 695.4 3.933 2.615 5.915 2,735 4,114 1,378 55,462 93,348 148,810 278
  SDAX Heidelberger Druck 5/23/11 918.25 2.899 1.264 6.649 2,662 6,105 3,443 58,906 96,010 154,915 1,691
  Indices Athex Large Cap   0.47 5,689.400 3,586.400 9,025.561 2,674 4,242 1,568 60,474 98,684 159,157 397
  BEL 20 Bekaert 7/11/11 54.5 50.440 34.770 73.172 2,749 3,988 1,239 61,713 101,433 163,145 1,030
  CAC Next 20 Natixis   844.29 3.256 2.559 4.143 2,749 3,498 749 62,461 104,182 166,643 381
  France Carrefour 6/27/11 94.52 26.450 16.750 41.767 2,500 3,948 1,448 63,909 106,682 170,591 983
  MIB UnipolSai   487.33 5.130 3.273 8.041 2,500 3,918 1,418 65,328 109,182 174,509 942
  ATX Flughafen Wien 7/18/11 290.12 8.300 8.298 8.303 2,408 2,409 1 65,328 111,590 176,918 0
  ASX 50 Macquarie Group 7/25/11 112.73 20.828 17.230 25.178 2,348 2,838 490 65,819 113,938 179,756 420
  DJ Global Titans Bank of America   336.88 6.970 4.922 9.870 2,348 3,325 977 66,796 116,286 183,081 1,956
  S&P 100 AIG 8/01/11 126.74 19.860 16.420 24.020 2,517 3,044 527 67,323 118,803 186,126 627
  HDAX Commerzbank   133.88 18.801 13.489 26.205 2,517 3,508 991 68,314 121,320 189,634 3,090
  DJTA Delta Air Lines   464.55 5.418 5.020 5.848 2,517 2,716 199 68,514 123,837 192,350 121
  SP Global 100 Carrefour   125.35 20.080 16.750 24.072 2,517 3,017 500 69,014 126,354 195,368 563
  Nasdaq 100 Akamai 8/08/11 140.83 14.741 14.329 15.165 2,076 2,136 60 69,074 128,430 197,503 45
  Kospi 50 LG Display   151.89 13.668 12.652 14.765 2,076 2,243 167 69,240 130,506 199,746 174
  DAX Commerzbank   135.21 15.354 13.489 17.477 2,076 2,363 287 69,527 132,582 202,109 441
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  MDAX Ceconomy   216 9.611 9.377 9.850 2,076 2,128 52 69,579 134,658 204,237 38
  FTSE Lloyds Bank   55.14 37.648 34.977 40.523 2,076 2,234 159 69,738 136,734 206,471 161
  HSI-C&I Li & Fung   1789.96 1.160 1.344 0.975 2,076 1,746 -330 69,407 138,810 208,217 -90
  Europe 50 Lloyds Bank   55.14 37.648 34.977 40.523 2,076 2,234 159 69,566 140,886 210,451 161
  BSE Sensex 50 Tata Motors   803.19 2.585 2.313 2.889 2,076 2,320 244 69,810 142,962 212,772 326
  QIX Pro7-Sat1   148.29 14.000 12.195 16.072 2,076 2,383 307 70,117 145,038 215,155 505
  DJIA Goldman Sachs 8/22/11 21.75 73.991 73.623 74.360 1,609 1,617 8 70,125 146,647 216,772 14
  Euro 50 Societe Generale 9/05/11 39.41 20.250   798 798     147,445 217,570  
    Unicredit   29.06 27.460   798 798     148,243 218,368  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/03/11 Sell NZX 50 long a2 Milk 40,000.00 0.120   4/25/11 0.077 -3,084 4,780 1,696 6,956  145,159 -38,203 106,956
    BSE Sensex 50 short Tata Motors 803.19 2.302 2.902 8/08/11 2.585 -2,076 2,331 255 7,211  143,083 -35,872 107,211
  Buy NZX 50 Heartland 6,395.27 0.279   10/17/11 0.296 1,783        144,866 -37,655  
    BSE Sensex 50 long Eicher Motors 73.25 24.342   10/17/11 23.927 1,783        146,649 -39,438  
10/10/11 Sell Nasdaq 100 short Akamai 140.83 17.540 11.942 8/08/11 14.741 -2,076 1,682 -394 6,817  144,573 -37,756 106,817
    Kospi 50 LG Display 151.89 14.049 13.287 8/08/11 13.668 -2,076 2,018 -58 6,759  142,497 -35,738 106,759
  Buy Nasdaq 100 long Regeneron 35.97 49.346   8/24/15 434.608 1,775        144,272 -37,513  
    Kospi 50 SK Holdings 18.51 95.875   12/19/11 80.532 1,775        146,047 -39,288  
10/17/11 Sell NZX 50 short Heartland 6,395.27 0.296 0.262 10/03/11 0.279 -1,783 1,674 -109 6,650  144,264 -37,613 106,650
    BSE Sensex 50 long Eicher Motors 73.25 23.927   10/03/11 24.342 -1,783 1,753 -30 6,620  142,481 -35,861 106,620
  Buy NZX 50 a2 Milk 12,701.15 0.139   10/31/11 0.139 1,768        144,249 -37,629  
    BSE Sensex 50 short Aurobindo Pharma 1,924.88 0.919   10/24/11 0.877 1,768        146,017 -39,397  
10/24/11 Sell DJTA short Delta Air Lines 464.55 6.408 4.429 8/01/11 5.418 -2,517 2,057 -460 6,160  143,500 -37,339 106,160
    BSE Sensex 50 Aurobindo Pharma 1,924.88 0.877 0.962 10/17/11 0.919 -1,768 1,851 83 6,243  141,732 -35,488 106,243
  Buy DJTA long Kansas City Southern 39.95 44.258   11/21/11 48.824 1,768        143,500 -37,256  
    BSE Sensex 50 Eicher Motors 75.71 23.352   12/07/15 224.209 1,768        145,268 -39,024  
10/31/11 Sell NZX 50 long a2 Milk 12,701.15 0.139   10/17/11 0.139 -1,768 1,769 1 6,245  143,500 -37,255 106,245
  Buy   short Heartland 5,712.39 0.302   3/05/12 0.277 1,724        145,224 -38,979  
11/21/11 Sell DJTA long Kansas City Southern 39.95 48.824   10/24/11 44.258 -1,768 1,951 182 6,427  143,455 -37,029 106,427
  Buy USA short Netflix 220.43 7.867   11/28/11 7.544 1,734        145,189 -38,763  
    DJTA JetBlue Airways 653.23 2.655   12/05/11 3.509 1,734        146,923 -40,497  
11/28/11 Sell USA short Netflix 220.43 7.544 8.203 11/21/11 7.867 -1,734 1,808 74 6,501  145,189 -38,688 106,501
    FTSE Lloyds Bank 55.14 27.613 51.330 8/08/11 37.648 -2,076 2,830 754 7,256  143,114 -35,858 107,256
    OMXC 20 Vestas Wind Systems 160.31 9.897 29.711 7/11/11 17.148 -2,749 4,763 2,014 9,270  140,365 -31,095 109,270
    OMXS 30 Nokia 347.67 4.082 3.825 7/11/11 3.954 -1,375 1,330 -45 9,225  138,990 -29,765 109,225
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SSAB 146.21 6.652 13.285 7/11/11 9.401 -1,374 1,942 568 9,793  137,616 -27,823 109,793
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,261  134,073 -22,811 111,261
  Buy USA long Alexion 43.41 50.936   8/24/15 143.833 2,211        136,284 -25,022  
    FTSE Next 0.71 3,105.900   6/04/12 3,698.710 2,205        138,489 -27,228  
    OMXC 20 Tryg 257.16 8.598   5/14/12 8.768 2,211        140,700 -29,439  
    OMXS 30 Getinge 59.31 18.641   5/14/12 19.967 1,106        141,806 -30,544  
      Lundin 59.17 18.684   5/14/12 15.471 1,106        142,911 -31,650  
    Nordic 30 Equinor 121.12 18.255   5/07/12 19.757 2,211        145,122 -33,861  
12/05/11 Sell FT 30 short Lloyds Bank 49.85 31.447 88.109 6/06/11 52.638 -2,624 4,392 1,768 13,030  142,498 -29,469 113,030
    DJTA JetBlue Airways 653.23 3.509 1.800 11/21/11 2.655 -1,734 1,176 -558 12,472  140,764 -28,293 112,472
  Buy FT 30 long BAT 0.62 3,416.030   12/12/11 3,512.060 2,118        142,882 -30,411  
    DJTA Kirby 43.82 48.011   6/25/12 36.163 2,104        144,986 -32,514  
12/12/11 Sell FT 30 long BAT 0.62 3,512.060   12/05/11 3,416.030 -2,118 2,177 60 12,531  142,868 -30,337 112,531
  Buy   short Lloyds Bank 71.83 28.594   12/19/11 27.968 2,054        144,922 -32,391  
12/19/11 Sell DJIA short Goldman Sachs 21.75 67.244 81.415 8/22/11 73.991 -1,609 1,771 161 12,693  143,313 -30,620 112,693
    Kospi 50 long SK Holdings 18.51 80.532   10/10/11 95.875 -1,775 1,491 -284 12,409  141,538 -29,129 112,409
    DAX short Commerzbank 135.21 9.482 24.862 8/08/11 15.354 -2,076 3,362 1,286 13,694  139,462 -25,768 113,694
    Europe 50 Lloyds Bank 55.14 27.968 50.678 8/08/11 37.648 -2,076 2,794 718 14,413  137,386 -22,973 114,413
    FT 30 Lloyds Bank 71.83 27.968 29.234 12/12/11 28.594 -2,054 2,100 46 14,459  135,332 -20,873 114,459
  Buy DJIA long Visa 123.78 18.897   8/24/15 58.880 2,339        137,671 -23,212  
    Kospi 50 short Hyundai Heavy 12.83 182.275   1/23/12 209.385 2,339        140,010 -25,551  
    DAX long Merck (EMD) 63.74 36.695   6/04/12 36.500 2,339        142,349 -27,890  
    Europe 50 Roche 18.03 129.719   10/20/14 222.572 2,339        144,688 -30,229  
    FT 30 Tate & Lyle 2.89 808.105   5/14/12 858.422 2,335        147,023 -32,564  
12/26/11 Sell HSI short New World Dev 2,677.94 0.616 1.434 8/01/11 0.940 -2,517 3,839 1,322 15,781  144,506 -28,725 115,781
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,200  140,709 -22,509 118,200
    DJ Global Titans Bank of America 336.88 4.202 11.562 7/25/11 6.970 -2,348 3,895 1,547 19,747  138,361 -18,614 119,747
  Buy HSI long Lenovo 4,695.39 0.538   5/21/12 0.656 2,528        140,889 -21,142  
    OMXH 25 Huhtamäki 274.19 9.220   1/02/12 9.150 2,528        143,417 -23,670  
    DJ Global Titans Philip Morris 41.83 60.439   1/23/12 57.914 2,528        145,945 -26,198  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 20,928  142,521 -21,593 120,928
    ISEQ 20 Bank of Ireland 207.26 2.550 21.707 4/25/11 7.440 -1,542 4,499 2,957 23,885  140,979 -17,094 123,885
      Ryanair Holdings 458.11 3.780 2.952 4/25/11 3.366 -1,542 1,352 -190 23,696  139,437 -15,741 123,696
    OMXH 25 long Huhtamäki 274.19 9.150   12/26/11 9.220 -2,528 2,509 -19 23,677  136,909 -13,233 123,677
  Buy Germany Encavis 850.06 3.248   5/14/12 2.970 2,761        139,670 -15,994  
    AEX Vopak 67.19 41.095   4/09/12 44.780 2,761        142,431 -18,755  
    ISEQ 20 Flutter 30.61 45.100   5/21/12 50.010 1,381        143,812 -20,135  
      Ryanair Holdings 365.21 3.780   5/21/12 4.040 1,380        145,192 -21,516  
    OMXH 25 short Outokumpu 237.61 11.620   1/09/12 12.510 2,761        147,953 -24,277  
    BAX long Wirecard 216.04 12.780   1/09/12 13.215 2,761        150,714 -27,038  
1/09/12 Sell S&P 100 short AIG 126.74 18.875 20.895 8/01/11 19.860 -2,517 2,648 131 23,808  148,197 -24,390 123,808
    Euro 50 Societe Generale 39.41 15.000 27.338 9/05/11 20.250 -798 1,077 279 24,087  147,399 -23,312 124,087
      Unicredit 29.06 11.455 65.827 9/05/11 27.460 -798 1,913 1,115 25,202  146,601 -21,399 125,202
    OMXH 25 Outokumpu 237.61 12.510 10.730 1/02/12 11.620 -2,761 2,550 -211 24,991  143,840 -18,850 124,991
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 24,960  142,069 -17,108 124,960
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,323  140,297 -3,974 136,323
    BAX long Wirecard 216.04 13.215   1/02/12 12.780 -2,761 2,855 94 36,417  137,536 -1,119 136,417
  Buy S&P 100 Biogen 37.44 90.342   9/03/12 116.954 3,382        140,919 -4,502  
    Euro 50 ASML 52.19 32.400   8/24/15 74.790 1,691        142,610 -6,193  
      AB InBev 35.60 47.495   8/24/15 91.280 1,691        144,300 -7,884  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Wärtsilä 404.39 8.363   1/30/12 8.837 3,382        147,682 -11,266  
    Nikkei (FRA) Aozora Bank 79.13 21.370   5/14/12 18.670 1,691        149,373 -12,957  
      Nitto Boseki 130.33 12.975   5/14/12 12.260 1,691        151,064 -14,648  
1/16/12 Sell ASX 50 short Macquarie Group 112.73 19.953 21.742 7/25/11 20.828 -2,348 2,451 103 36,520  148,717 -12,197 136,520
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,458  144,410 -6,952 137,458
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,151  142,638 -5,487 137,151
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 36,836  140,867 -4,031 136,836
    HSI-C&I Li & Fung 1,789.96 1.742 0.578 8/08/11 1.160 -2,076 1,034 -1,042 35,794  138,791 -2,997 135,794
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 45,963  135,728 10,235 145,963
    MerVal Petrobras 228.54 12.497 14.374 4/11/11 13.403 -3,063 3,285 222 46,185  132,665 13,520 146,185
    Indices Athex Large Cap 0.47 2,507.600 12,908.500 5/23/11 5,689.400 -2,674 6,067 3,393 49,578  129,991 19,587 149,578
  Buy ASX 50 long James Hardie Ind 722.23 5.856   1/23/12 6.001 4,229        134,220 15,358  
    HSI-Fin AIA 1,611.54 2.624   5/14/12 2.577 4,229        138,449 11,129  
    HSI-Prop China Ov Land & Inv 1,372.16 1.541   6/10/13 2.124 2,115        140,563 9,015  
      China Res Land 1,496.36 1.413   6/10/13 2.183 2,115        142,678 6,900  
    HSI-C&I Sands China 1,646.55 2.568   5/21/12 2.614 4,229        146,907 2,671  
    OBX 25 Equinor 219.53 19.264   5/14/12 19.745 4,229        151,136 -1,558  
    MerVal Tenaris 249.78 16.931   2/06/12 16.231 4,229        155,365 -5,787  
    BAX Wirecard 321.84 13.140   6/18/12 14.995 4,229        159,594 -10,016  
    Indices ISEQ-Overall 1.41 3,005.690   5/21/12 3,087.810 4,238        163,832 -14,254  
1/23/12 Sell France short Carrefour 94.52 17.050 41.032 6/27/11 26.450 -2,500 3,878 1,378 50,957  161,332 -10,375 150,957
    SSE 50 China Rwy Constr 4,153.87 0.506 0.789 6/06/11 0.632 -2,624 3,279 655 51,612  158,708 -7,096 151,612
    Kospi 50 Hyundai Heavy 12.83 209.385 155.165 12/19/11 182.275 -2,339 1,991 -348 51,264  156,369 -5,105 151,264
    ASX 50 long James Hardie Ind 722.23 6.001   1/16/12 5.856 -4,229 4,334 105 51,369  152,140 -771 151,369
    HDAX short Commerzbank 133.88 14.511 24.359 8/01/11 18.801 -2,517 3,261 744 52,113  149,623 2,490 152,113
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Nintendo 22.76 105.744 115.679 8/01/11 110.600 -2,517 2,633 116 52,229  147,106 5,123 152,229
    CAC Mid 60 Genfit 695.40 1.723 8.978 5/16/11 3.933 -2,735 6,243 3,508 55,737  144,371 11,366 155,737
    QIX Pro7-Sat1 148.29 17.200 10.800 8/08/11 14.000 -2,076 1,602 -475 55,262  142,295 12,967 155,262
    DJ Global Titans long Philip Morris 41.83 57.914   12/26/11 60.439 -2,528 2,423 -106 55,157  139,767 15,390 155,157
  Buy France Hermes International 16.81 253.600   4/23/12 251.250 4,263        144,030 11,127  
    SSE 50 China Minsheng Bk 6,384.60 0.668   3/19/12 0.633 4,263        148,293 6,864  
    Kospi 50 Samsung Electronics 277.80 15.346   5/21/12 16.200 4,263        152,556 2,601  
    ASX 50 short QBE Insurance 444.73 9.586   1/30/12 9.544 4,263        156,819 -1,662  
    HDAX long Dürr 467.18 9.125   8/04/14 28.230 4,263        161,082 -5,925  
    Topix (FRA) Fast Retailing 29.18 146.118   2/27/12 148.473 4,264        165,345 -10,189  
    CAC Mid 60 Innate Pharma 2,492.98 1.710   5/14/12 1.650 4,263        169,608 -14,452  
    QIX Freenet 405.42 10.515   1/18/16 28.325 4,263        173,871 -18,715  
    DJ Global Titans short Bank of America 760.04 5.609   2/06/12 6.060 4,263        178,134 -22,978  
1/30/12 Sell ASX 50 short QBE Insurance 444.73 9.544 9.628 1/23/12 9.586 -4,263 4,282 19 55,175  173,871 -18,696 155,175
    SDAX Heidelberger Druck 918.25 1.657 5.072 5/23/11 2.899 -2,662 4,657 1,995 57,170  171,209 -14,039 157,170
    OMXH 25 long Wärtsilä 404.39 8.837   1/09/12 8.363 -3,382 3,573 191 57,362  167,827 -10,466 157,362
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 60,108  163,520 -3,413 160,108
  Buy ASX 50 long James Hardie Ind 679.65 5.763   8/17/15 12.058 3,917        167,437 -7,330  
    SDAX Encavis 1,296.59 3.021   5/21/12 2.951 3,917        171,354 -11,247  
    OMXH 25 short Nokia 1,009.54 3.880   2/13/12 3.800 3,917        175,271 -15,164  
    BSE Sensex 30 long Hindustan Unilever 646.24 6.061   11/16/15 11.144 3,917        179,188 -19,081  
2/06/12 Sell CAC 40 short Carrefour 98.22 18.345 51.259 5/09/11 30.665 -3,012 5,035 2,023 62,130  176,177 -14,046 162,130
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 63,770  172,634 -8,864 163,770
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 63,994  169,324 -5,329 163,994
    PSI 20 Teixeira Duarte 5,021.31 0.190 1.958 4/11/11 0.610 -3,063 9,834 6,771 70,765  166,261 4,504 170,765
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Tenaris 249.78 16.231   1/16/12 16.931 -4,229 4,054 -175 70,590  162,032 8,558 170,590
    DJ Global Titans short Bank of America 760.04 6.060 5.157 1/23/12 5.609 -4,263 3,920 -343 70,247  157,769 12,478 170,247
  Buy CAC 40 long Airbus 167.76 27.230   4/09/12 29.725 4,568        162,337 7,910  
    TecDAX Dialog Semiconductor 272.80 16.745   5/21/12 15.475 4,568        166,905 3,342  
    IBEX 35 Bankinter 1,323.29 3.452   2/13/12 3.297 4,568        171,473 -1,226  
    PSI 20 Jerónimo Martins 355.76 12.840   2/20/12 12.970 4,568        176,041 -5,794  
    MerVal short Gr Fin Galicia 7,701.91 0.593   2/27/12 0.596 4,568        180,609 -10,362  
    DJ Global Titans long Apple 90.63 50.400   5/21/12 62.780 4,568        185,177 -14,930  
2/13/12 Sell IBEX 35 long Bankinter 1,323.29 3.297   2/06/12 3.452 -4,568 4,363 -205 70,042  180,609 -10,567 170,042
    OMXH 25 short Nokia 1,009.54 3.800 3.962 1/30/12 3.880 -3,917 3,999 82 70,124  176,692 -6,567 170,124
    Nikkei (TYO) Tokyo Electric Power 729.07 1.953 8.741 5/09/11 4.131 -3,012 6,373 3,361 73,485  173,680 -194 173,485
    Topix (TYO) Nintendo 14.04 104.998 129.488 8/29/11 116.602 -1,637 1,818 181 73,666  172,042 1,624 173,666
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 77,779  168,494 9,285 177,779
  Buy IBEX 35 Sacyr 1,410.98 3.314   8/20/12 1.284 4,676        173,170 4,609  
    OMXH 25 long Nokian Tyres 138.75 33.700   4/09/12 36.040 4,676        177,846 -67  
    Nikkei (TYO) Tokyo Dome Corp 1,151.36 4.061   5/21/12 4.378 4,676        182,522 -4,743  
    Topix (TYO) Fast Retailing 30.19 154.867   5/07/12 167.646 4,675        187,198 -9,419  
    GEX 4SC 379.59 12.319   5/07/12 9.617 4,676        191,874 -14,095  
2/20/12 Sell TSX 60 short BlackBerry 99.45 11.318 81.048 5/09/11 30.287 -3,012 8,060 5,048 82,827  188,862 -6,034 182,827
    PSI 20 long Jerónimo Martins 355.76 12.970   2/06/12 12.840 -4,568 4,614 46 82,874  184,294 -1,420 182,874
  Buy TSX 60 Constellation Soft 64.16 70.699   4/16/12 66.838 4,536        188,830 -5,956  
    PSI 20 short Pharol 1,080.00 4.200   2/27/12 3.989 4,536        193,366 -10,492  
    SLI long Sonova 53.18 85.291   4/23/12 82.016 4,536        197,902 -15,028  
2/27/12 Sell PSI 20 short Pharol 1,080.00 3.989 4.422 2/20/12 4.200 -4,536 4,776 240 83,114  193,366 -10,252 183,114
    MerVal Gr Fin Galicia 7,701.91 0.596 0.591 2/06/12 0.593 -4,568 4,549 -19 83,094  188,798 -5,703 183,094
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Fast Retailing 29.18 148.473   1/23/12 146.118 -4,264 4,332 69 83,163  184,534 -1,371 183,163
  Buy PSI 20 Jerónimo Martins 334.86 13.570   3/12/12 14.360 4,544        189,078 -5,915  
    MerVal Tenaris 269.07 16.888   3/05/12 17.275 4,544        193,622 -10,459  
    Topix (FRA) short Mazda Motor 711.11 6.390   3/05/12 6.150 4,544        198,166 -15,003  
3/05/12 Sell MerVal long Tenaris 269.07 17.275   2/27/12 16.888 -4,544 4,648 104 83,267  193,622 -10,355 183,267
    NZX 50 short Heartland 5,712.39 0.277 0.329 10/31/11 0.302 -1,724 1,882 158 83,425  191,898 -8,473 183,425
    Topix (FRA) Mazda Motor 711.11 6.150 6.639 2/27/12 6.390 -4,544 4,721 177 83,602  187,354 -3,752 183,602
  Buy MerVal Aluar 9,368.62 0.480   3/12/12 0.513 4,496        191,850 -8,248  
    NZX 50 long a2 Milk 19,337.63 0.233   5/21/12 0.267 4,496        196,346 -12,744  
    Topix (FRA) Isuzu Motors 535.11 8.402   3/19/12 8.620 4,496        200,842 -17,240  
3/12/12 Sell BEL 20 short Bekaert 54.50 24.765 102.733 7/11/11 50.440 -2,749 5,599 2,850 86,452  198,093 -11,641 186,452
    PSI 20 long Jerónimo Martins 334.86 14.360   2/27/12 13.570 -4,544 4,809 265 86,717  193,549 -6,832 186,717
    MerVal short Aluar 9,368.62 0.513 0.447 3/05/12 0.480 -4,496 4,188 -308 86,408  189,053 -2,644 186,408
    CAC Next 20 Natixis 844.29 2.721 3.896 7/11/11 3.256 -2,749 3,290 541 86,949  186,304 645 186,949
  Buy BEL 20 long Galapagos 373.92 12.540   5/14/12 10.990 4,689        190,993 -4,044  
    PSI 20 short Pharol 1,190.40 3.939   3/26/12 4.022 4,689        195,682 -8,733  
    MerVal long Tenaris 255.73 18.336   4/23/12 17.842 4,689        200,371 -13,422  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,384.60 0.633   1/23/12 0.668 -4,263 4,042 -221 86,728  196,108 -9,380 186,728
    Topix (FRA) Isuzu Motors 535.11 8.620   3/05/12 8.402 -4,496 4,613 117 86,845  191,612 -4,767 186,845
  Buy SSE 50 short Anhui Conch Cement 2,327.76 1.955   4/09/12 2.031 4,551        196,163 -9,318  
    Topix (FRA) Mazda Motor 704.49 6.460   8/13/12 4.800 4,551        200,714 -13,869  
3/26/12 Sell ATX short Flughafen Wien 290.12 7.050 9.772 7/18/11 8.300 -2,408 2,835 427 87,272  198,306 -11,034 187,272
    PSI 20 Pharol 1,190.40 4.022 3.856 3/12/12 3.939 -4,689 4,590 -99 87,173  193,617 -6,444 187,173
  Buy ATX long Österreichische Post 179.29 25.200   4/09/12 25.800 4,518        198,135 -10,962  
    PSI 20 Jerónimo Martins 303.22 14.900   4/02/12 15.420 4,518        202,653 -15,480  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/02/12 Sell   long Jerónimo Martins 303.22 15.420   3/26/12 14.900 -4,518 4,676 158 87,330  198,135 -10,804 187,330
    Athex LC short Piraeus Bank 0.13 5,020.000 136,741.000 4/04/11 26,200.000 -3,406 17,776 14,370 101,701  194,729 6,972 201,701
  Buy PSI 20 Banco Comercial 7,919.83 0.659   8/20/12 0.452 5,216        199,945 1,756  
    Athex LC long EYDAP 1,310.55 3.980   4/16/12 4.030 5,216        205,161 -3,460  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,327.76 2.031 1.880 3/19/12 1.955 -4,551 4,375 -176 101,525  200,610 915 201,525
    ATX long Österreichische Post 179.29 25.800   3/26/12 25.200 -4,518 4,626 108 101,632  196,092 5,541 201,632
    CAC 40 Airbus 167.76 29.725   2/06/12 27.230 -4,568 4,987 419 102,051  191,524 10,527 202,051
    AEX Vopak 67.19 44.780   1/02/12 41.095 -2,761 3,009 248 102,299  188,763 13,536 202,299
    OMXH 25 Nokian Tyres 138.75 36.040   2/13/12 33.700 -4,676 5,001 325 102,623  184,087 18,537 202,623
  Buy SSE 50 China Northern Rare 1,914.19 2.888   6/04/12 3.823 5,528        189,615 13,009  
    ATX short Zumtobel 563.85 9.804   4/16/12 9.950 5,528        195,143 7,481  
    CAC 40 Peugeot 650.20 8.502   9/17/12 5.861 5,528        200,671 1,953  
    AEX ArcelorMittal 142.73 38.730   9/03/12 35.565 5,528        206,199 -3,575  
    OMXH 25 Outokumpu 475.73 11.620   8/20/12 6.980 5,528        211,727 -9,103  
4/16/12 Sell ATX short Zumtobel 563.85 9.950 9.658 4/09/12 9.804 -5,528 5,446 -82 102,541  206,199 -3,658 202,541
    TSX 60 long Constellation Soft 64.16 66.838   2/20/12 70.699 -4,536 4,288 -248 102,293  201,663 631 202,293
    Athex LC EYDAP 1,310.55 4.030   4/02/12 3.980 -5,216 5,282 66 102,359  196,447 5,912 202,359
  Buy ATX Österreichische Post 194.80 26.725   5/21/12 27.000 5,206        201,653 706  
    TSX 60 short BlackBerry 515.16 10.106   8/20/12 5.638 5,206        206,859 -4,500  
    Athex LC Public Power 3,358.71 1.550   9/03/12 1.330 5,206        212,065 -9,706  
4/23/12 Sell France long Hermes International 16.81 251.250   1/23/12 253.600 -4,263 4,224 -40 102,319  207,802 -5,482 202,319
    MerVal Tenaris 255.73 17.842   3/12/12 18.336 -4,689 4,563 -126 102,193  203,113 -920 202,193
    SLI Sonova 53.18 82.016   2/20/12 85.291 -4,536 4,362 -174 102,019  198,577 3,442 202,019
  Buy France short Solocal 179.64 28.590   8/13/12 20.100 5,136        203,713 -1,694  
    MerVal YPF 382.34 13.433   8/27/12 14.446 5,136        208,849 -6,830  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Lonza 148.85 34.504   11/26/12 36.099 5,136        213,985 -11,966  
    GCX REC Silicon 1,476.41 3.479   2/11/13 1.027 5,136        219,121 -17,102  
4/30/12 Sell SP Global 100 short Carrefour 125.35 15.175 26.570 8/01/11 20.080 -2,517 3,331 814 102,832  216,604 -13,771 202,832
  Buy   long Apple 75.07 62.953   10/20/14 77.950 4,726        221,329 -18,497  
5/07/12 Sell Nordic 30 long Equinor 121.12 19.757   11/28/11 18.255 -2,211 2,393 182 103,014  219,118 -16,104 203,014
    Topix (TYO) Fast Retailing 30.19 167.646   2/13/12 154.867 -4,675 5,061 386 103,400  214,443 -11,043 203,400
    GEX 4SC 379.59 9.617   2/13/12 12.319 -4,676 3,650 -1,026 102,374  209,767 -7,393 202,374
  Buy Nordic 30 short Nokia 2,030.83 2.400   8/13/12 2.220 4,874        214,641 -12,267  
    Topix (TYO) Sony 415.88 11.720   6/11/12 10.270 4,874        219,515 -17,140  
    GEX ZhongDe Waste Tech 1,740.71 2.800   2/18/13 2.050 4,874        224,389 -22,014  
5/14/12 Sell Germany long Encavis 850.06 2.970   1/02/12 3.248 -2,761 2,525 -236 102,138  221,628 -19,490 202,138
    MDAX short Ceconomy 216.00 7.298 12.656 8/08/11 9.611 -2,076 2,734 658 102,796  219,552 -16,756 202,796
    HSI-Fin long AIA 1,611.54 2.577   1/16/12 2.624 -4,229 4,153 -76 102,720  215,323 -12,603 202,720
    BEL 20 Galapagos 373.92 10.990   3/12/12 12.540 -4,689 4,109 -580 102,141  210,634 -8,493 202,141
    OMXC 20 Tryg 257.16 8.768   11/28/11 8.598 -2,211 2,255 44 102,185  208,423 -6,238 202,185
    OBX 25 Equinor 219.53 19.745   1/16/12 19.264 -4,229 4,335 106 102,290  204,194 -1,904 202,290
    OMXS 30 Getinge 59.31 19.967   11/28/11 18.641 -1,106 1,184 79 102,369  203,088 -719 202,369
      Lundin 59.17 15.471   11/28/11 18.684 -1,106 915 -190 102,179  201,983 196 202,179
    FT 30 Tate & Lyle 2.89 858.422   12/19/11 808.105 -2,335 2,481 145 102,324  199,647 2,677 202,324
    Nikkei (FRA) Aozora Bank 79.13 18.670   1/09/12 21.370 -1,691 1,477 -214 102,111  197,956 4,154 202,111
      Nitto Boseki 130.33 12.260   1/09/12 12.975 -1,691 1,598 -93 102,017  196,265 5,752 202,017
    CAC Mid 60 Innate Pharma 2,492.98 1.650   1/23/12 1.710 -4,263 4,113 -150 101,868  192,002 9,865 201,868
  Buy Germany short SolarWorld 22.38 236.550   9/10/12 182.550 5,294        197,296 4,571  
    MDAX long Dürr 483.56 10.946   5/21/12 10.445 5,293        202,589 -722  
    HSI-Fin short HK Exchgs & Clrg 466.10 11.356   9/17/12 11.718 5,293        207,882 -6,015  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Bekaert 231.64 22.850   6/25/12 18.225 5,293        213,175 -11,308  
    OMXC 20 Vestas Wind Systems 934.17 5.666   5/28/12 5.040 5,293        218,468 -16,601  
    OBX 25 REC Silicon 1,529.11 3.462   9/03/12 2.359 5,293        223,761 -21,894  
    OMXS 30 ABB 204.10 12.967   7/23/12 14.168 2,646        226,408 -24,540  
      Nokia 1,131.76 2.338   7/23/12 1.752 2,647        229,054 -27,187  
    FT 30 Man Group 51.26 103.259   8/06/12 106.958 5,293        234,347 -32,480  
    Nikkei (FRA) Nippon Sheet Glass 292.75 9.040   1/07/13 9.100 2,646        236,994 -35,126  
      Sharp 68.51 38.630   1/07/13 23.550 2,647        239,640 -37,773  
    CAC Mid 60 Vallourec 153.15 34.560   9/10/12 36.345 5,293        244,933 -43,066  
5/21/12 Sell HSI long Lenovo 4,695.39 0.656   12/26/11 0.538 -2,528 3,079 551 102,419  242,405 -39,986 202,419
    Kospi 50 Samsung Electronics 277.80 16.200   1/23/12 15.346 -4,263 4,500 237 102,656  238,142 -35,486 202,656
    ATX Österreichische Post 194.80 27.000   4/16/12 26.725 -5,206 5,260 54 102,710  232,936 -30,226 202,710
    MDAX Dürr 483.56 10.445   5/14/12 10.946 -5,293 5,051 -242 102,468  227,643 -25,175 202,468
    TecDAX Dialog Semiconductor 272.80 15.475   2/06/12 16.745 -4,568 4,222 -346 102,121  223,075 -20,954 202,121
    SDAX Encavis 1,296.59 2.951   1/30/12 3.021 -3,917 3,826 -91 102,030  219,158 -17,128 202,030
    HSI-C&I Sands China 1,646.55 2.614   1/16/12 2.568 -4,229 4,304 75 102,106  214,929 -12,823 202,106
    ISEQ 20 Flutter 30.61 50.010   1/02/12 45.100 -1,381 1,531 150 102,256  213,549 -11,293 202,256
      Ryanair Holdings 365.21 4.040   1/02/12 3.780 -1,380 1,475 95 102,351  212,168 -9,817 202,351
    SMI short Credit Suisse 102.48 15.602 55.361 5/09/11 29.390 -3,012 5,673 2,661 105,012  209,156 -4,144 205,012
    NZX 50 long a2 Milk 19,337.63 0.267   3/05/12 0.233 -4,496 5,155 659 105,672  204,660 1,012 205,672
    Indices ISEQ-Overall 1.41 3,087.810   1/16/12 3,005.690 -4,238 4,354 116 105,788  200,422 5,365 205,788
    Nikkei (TYO) Tokyo Dome Corp 1,151.36 4.378   2/13/12 4.061 -4,676 5,041 365 106,153  195,746 10,407 206,153
    DJ Global Titans Apple 90.63 62.780   2/06/12 50.400 -4,568 5,690 1,122 107,275  191,178 16,096 207,275
  Buy HSI short China Unicom 4,697.57 1.189   8/20/12 1.370 5,584        196,762 10,512  
    Kospi 50 SK Holdings 99.22 56.279   7/23/12 68.528 5,584        202,346 4,928  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Zumtobel 566.44 9.858   6/25/12 8.050 5,584        207,930 -656  
    MDAX Ströer Media 703.01 7.943   5/28/12 8.000 5,584        213,514 -6,240  
    TecDAX SMA Solar 212.20 26.315   12/22/14 14.800 5,584        219,098 -11,824  
    SDAX Klöckner 712.79 7.834   10/29/12 7.058 5,584        224,682 -17,408  
    HSI-C&I Citic Pacific 4,713.83 1.185   9/17/12 0.959 5,584        230,266 -22,992  
    ISEQ 20 Bank of Ireland 1,069.73 2.610   8/27/12 2.490 2,792        233,058 -25,784  
      Smurfit Kappa 503.06 5.550   8/27/12 6.550 2,792        235,850 -28,576  
    SMI long Richemont 116.24 48.039   5/28/12 48.077 5,584        241,435 -34,160  
    NZX 50 short Katmandu 5,855.09 0.954   7/30/12 0.992 5,584        247,019 -39,744  
    Indices Athex Large Cap 2.75 2,028.100   9/10/12 2,671.700 5,577        252,596 -45,321  
    Nikkei (TYO) Nippon Sheet Glass 655.47 8.519   7/02/12 8.411 5,584        258,180 -50,905  
    DJ Global Titans Telefónica 568.87 9.816   5/28/12 9.440 5,584        263,764 -56,489  
5/28/12 Sell MDAX short Ströer Media 703.01 8.000 7.886 5/21/12 7.943 -5,584 5,544 -40 107,235  258,180 -50,945 207,235
    OMXC 20 Vestas Wind Systems 934.17 5.040 6.370 5/14/12 5.666 -5,293 5,950 657 107,892  252,887 -44,995 207,892
    SMI long Richemont 116.24 48.077   5/21/12 48.039 -5,584 5,588 4 107,896  247,303 -39,406 207,896
    DJ Global Titans short Telefónica 568.87 9.440 10.207 5/21/12 9.816 -5,584 5,806 222 108,119  241,719 -33,600 208,119
  Buy MDAX long Rhön-Klinikum 198.32 21.995   6/04/12 22.100 4,362        246,081 -37,962  
    OMXC 20 GN Store Nord 64.01 68.150   6/04/12 67.500 4,362        250,443 -42,324  
    SMI short Credit Suisse 277.23 15.734   6/04/12 15.300 4,362        254,805 -46,686  
    CAC Next 20 Natixis 2,275.43 1.917   6/18/12 1.984 4,362        259,167 -51,048  
    DJ Global Titans long Apple 66.87 65.229   10/22/12 69.545 4,362        263,529 -55,410  
6/04/12 Sell SSE 50 long China Northern Rare 1,914.19 3.823   4/09/12 2.888 -5,528 7,318 1,790 109,909  258,001 -48,092 209,909
    DAX Merck (EMD) 63.74 36.500   12/19/11 36.695 -2,339 2,327 -12 109,897  255,662 -45,765 209,897
    MDAX Rhön-Klinikum 198.32 22.100   5/28/12 21.995 -4,362 4,383 21 109,918  251,300 -41,382 209,918
    FTSE Next 0.71 3,698.710   11/28/11 3,105.900 -2,205 2,626 421 110,339  249,095 -38,756 210,339
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 64.01 67.500   5/28/12 68.150 -4,362 4,321 -42 110,297  244,732 -34,436 210,297
    SMI short Credit Suisse 277.23 15.300 16.181 5/28/12 15.734 -4,362 4,486 124 110,421  240,370 -29,950 210,421
  Buy SSE 50 China Unicom 8,915.02 0.506   12/10/12 0.413 4,511        244,881 -34,461  
    DAX thyssenkrupp 356.04 12.670   7/16/12 14.565 4,511        249,393 -38,972  
    MDAX Ströer Media 538.63 8.375   6/18/12 8.546 4,511        253,904 -43,483  
    FTSE Aviva 13.50 334.157   7/30/12 382.206 4,511        258,415 -47,994  
    OMXC 20 Vestas Wind Systems 1,033.68 4.364   6/18/12 3.953 4,511        262,926 -52,505  
    SMI long Swiss Re 103.12 43.744   6/11/12 46.079 4,511        267,437 -57,016  
6/11/12 Sell   long Swiss Re 103.12 46.079   6/04/12 43.744 -4,511 4,752 241 110,661  262,926 -52,264 210,661
    Topix (TYO) short Sony 415.88 10.270 13.374 5/07/12 11.720 -4,874 5,562 688 111,350  258,052 -46,702 211,350
  Buy SMI Credit Suisse 256.04 16.076   6/18/12 14.519 4,116        262,168 -50,818  
    Topix (TYO) long Subaru 680.61 6.048   1/11/16 33.663 4,116        266,284 -54,934  
6/18/12 Sell MDAX short Ströer Media 538.63 8.546 8.204 6/04/12 8.375 -4,511 4,419 -92 111,257  261,773 -50,515 211,257
    OMXC 20 Vestas Wind Systems 1,033.68 3.953 4.817 6/04/12 4.364 -4,511 4,979 468 111,726  257,262 -45,536 211,726
    SMI Credit Suisse 256.04 14.519 17.799 6/11/12 16.076 -4,116 4,557 441 112,167  253,146 -40,978 212,167
    CAC Next 20 Natixis 2,275.43 1.984 1.850 5/28/12 1.917 -4,362 4,210 -152 112,015  248,784 -36,769 212,015
    BAX long Wirecard 321.84 14.995   1/16/12 13.140 -4,229 4,826 597 112,612  244,555 -31,943 212,612
  Buy MDAX Dürr 399.03 11.318   6/25/12 11.594 4,516        249,071 -36,459  
    OMXC 20 GN Store Nord 61.65 73.250   6/25/12 71.650 4,516        253,587 -40,975  
    SMI Swiss Re 96.87 46.620   11/19/12 54.864 4,516        258,103 -45,491  
6/25/12 Sell ATX short Zumtobel 566.44 8.050 12.072 5/21/12 9.858 -5,584 6,838 1,254 113,866  252,519 -38,653 213,866
    MDAX long Dürr 399.03 11.594   6/18/12 11.318 -4,516 4,626 110 113,976  248,003 -34,027 213,976
    RTX short Mobile TeleSystems 204.30 13.400 11.240 8/01/11 12.320 -2,517 2,296 -221 113,755  245,486 -31,730 213,755
    BEL 20 Bekaert 231.64 18.225 28.649 5/14/12 22.850 -5,293 6,636 1,343 115,099  240,193 -25,094 215,099
    OMXC 20 long GN Store Nord 61.65 71.650   6/18/12 73.250 -4,516 4,417 -99 115,000  235,677 -20,677 215,000
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Kirby 43.82 36.163   12/05/11 48.011 -2,104 1,585 -519 114,481  233,573 -19,092 214,481
  Buy ATX Österreichische Post 188.64 25.890   7/29/13 31.600 4,884        238,457 -23,976  
    MDAX short Ströer Media 607.39 8.041   7/02/12 8.090 4,884        243,341 -28,860  
    RTX long Magnit 229.84 21.250   7/02/12 22.430 4,884        248,225 -33,744  
    BEL 20 Galapagos 398.69 12.250   10/22/12 16.900 4,884        253,109 -38,628  
    OMXC 20 short Vestas Wind Systems 1,203.70 4.058   7/16/12 3.392 4,884        257,993 -43,512  
    DJTA Ryder System 178.75 27.323   7/02/12 27.880 4,884        262,877 -48,396  
7/02/12 Sell MDAX short Ströer Media 607.39 8.090 7.992 6/25/12 8.041 -4,884 4,854 -30 114,451  257,993 -43,542 214,451
    RTX long Magnit 229.84 22.430   6/25/12 21.250 -4,884 5,155 271 114,722  253,109 -38,387 214,722
    DJTA short Ryder System 178.75 27.880 26.767 6/25/12 27.323 -4,884 4,785 -99 114,623  248,225 -33,602 214,623
    STI Wilmar International 1,063.39 2.197 3.631 5/02/11 2.824 -3,003 3,861 858 115,481  245,222 -29,741 215,481
    Nikkei (TYO) Nippon Sheet Glass 655.47 8.411 8.629 5/21/12 8.519 -5,584 5,656 72 115,552  239,638 -24,085 215,552
  Buy MDAX long Dürr 383.96 12.465   7/23/12 13.345 4,786        244,424 -28,871  
    RTX short RusHydro 2,357.64 2.030   7/09/12 2.080 4,786        249,210 -33,657  
    DJTA long Delta Air Lines 545.10 8.780   9/17/12 7.031 4,786        253,996 -38,444  
    STI ThaiBev 22,554.19 0.212   6/10/13 0.382 4,786        258,782 -43,230  
    Nikkei (TYO) OKI Electric 374.94 12.765   7/16/12 12.784 4,786        263,568 -48,016  
7/09/12 Sell RTX short RusHydro 2,357.64 2.080 1.980 7/02/12 2.030 -4,786 4,668 -118 115,435  258,782 -43,347 215,435
  Buy   long Magnit 198.80 21.640   7/16/12 22.510 4,302        263,084 -47,649  
7/16/12 Sell DAX short thyssenkrupp 356.04 14.565 10.775 6/04/12 12.670 -4,511 3,836 -675 114,760  258,573 -43,813 214,760
    RTX long Magnit 198.80 22.510   7/09/12 21.640 -4,302 4,475 173 114,933  254,271 -39,338 214,933
    OMXC 20 short Vestas Wind Systems 1,203.70 3.392 4.854 6/25/12 4.058 -4,884 5,843 959 115,892  249,387 -33,495 215,892
    Nikkei (TYO) long OKI Electric 374.94 12.784   7/02/12 12.765 -4,786 4,793 7 115,899  244,601 -28,702 215,899
  Buy DAX Continental 65.50 71.440   8/11/14 159.700 4,679        249,280 -33,381  
    RTX short RusHydro 2,196.71 2.130   9/03/12 2.010 4,679        253,959 -38,060  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long Genmab 552.50 8.469   6/24/13 22.604 4,679        258,638 -42,739  
    Nikkei (TYO) short Nippon Sheet Glass 613.33 7.629   11/19/12 7.143 4,679        263,317 -47,418  
7/23/12 Sell Kospi 50 short SK Holdings 99.22 68.528 44.029 5/21/12 56.279 -5,584 4,369 -1,215 114,684  257,733 -43,050 214,684
    MDAX long Dürr 383.96 13.345   7/02/12 12.465 -4,786 5,124 338 115,021  252,947 -37,926 215,021
    OMXS 30 short ABB 204.10 14.168 11.765 5/14/12 12.967 -2,646 2,401 -245 114,776  250,301 -35,524 214,776
      Nokia 1,131.76 1.752 3.121 5/14/12 2.338 -2,647 3,532 886 115,662  247,654 -31,992 215,662
  Buy Kospi 50 long Amorepacific Group 175.46 26.166   10/20/14 87.497 4,591        252,245 -36,583  
    MDAX short Ströer Media 579.16 7.927   8/06/12 7.080 4,591        256,836 -41,174  
    OMXS 30 long Electrolux 129.53 17.722   6/24/13 19.030 2,295        259,132 -43,470  
      Swedbank 166.48 13.789   6/24/13 16.871 2,296        261,427 -45,765  
7/30/12 Sell FTSE short Aviva 13.50 382.206 286.108 6/04/12 334.157 -4,511 3,862 -649 115,013  256,916 -41,903 215,013
    NZX 50 Katmandu 5,855.09 0.992 0.916 5/21/12 0.954 -5,584 5,362 -222 114,791  251,332 -36,541 214,791
  Buy FTSE long Ashtead 13.37 333.248   8/24/15 1,199.890 4,456        255,788 -40,997  
8/06/12 Sell MDAX short Ströer Media 579.16 7.080 8.875 7/23/12 7.927 -4,591 5,140 549 115,340  251,197 -35,857 215,340
    FT 30 Man Group 51.26 106.958 99.561 5/14/12 103.259 -5,293 5,104 -190 115,151  245,904 -30,753 215,151
  Buy MDAX long Dürr 333.08 13.838   10/29/12 14.790 4,609        250,513 -35,362  
    FT 30 Ferguson 1.50 3,068.570   6/24/13 3,452.810 4,603        255,116 -39,965  
8/13/12 Sell France short Solocal 179.64 20.100 40.666 4/23/12 28.590 -5,136 7,305 2,169 117,320  249,980 -32,660 217,320
    Nordic 30 Nokia 2,030.83 2.220 2.595 5/07/12 2.400 -4,874 5,269 395 117,715  245,106 -27,390 217,715
    Topix (FRA) Mazda Motor 704.49 4.800 8.694 3/19/12 6.460 -4,551 6,125 1,574 119,289  240,555 -21,266 219,289
  Buy France long Eurofins Scientific 47.80 103.550   4/22/13 153.250 4,950        245,504 -26,215  
    Nordic 30 Pandora 442.27 11.192   6/03/13 26.264 4,950        250,454 -31,165  
    Topix (FRA) Softbank 306.71 16.139   9/03/12 15.996 4,950        255,404 -36,115  
8/20/12 Sell HSI short China Unicom 4,697.57 1.370 1.008 5/21/12 1.189 -5,584 4,735 -849 118,440  249,820 -31,381 218,440
    IBEX 35 Sacyr 1,410.98 1.284 8.553 2/13/12 3.314 -4,676 12,069 7,393 125,832  245,144 -19,312 225,832
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 475.73 6.980 19.345 4/09/12 11.620 -5,528 9,203 3,675 129,507  239,616 -10,109 229,507
    TSX 60 BlackBerry 515.16 5.638 18.115 4/16/12 10.106 -5,206 9,332 4,126 133,633  234,410 -777 233,633
    PSI 20 Banco Comercial 7,919.83 0.452 0.960 4/02/12 0.659 -5,216 7,600 2,384 136,017  229,194 6,823 236,017
  Buy HSI long Galaxy Entertainment 2,580.88 2.352   4/22/13 3.135 6,071        235,265 752  
    IBEX 35 Grifols 540.12 11.240   11/05/12 13.025 6,071        241,336 -5,319  
    OMXH 25 Huhtamäki 510.60 11.890   10/22/12 12.450 6,071        247,407 -11,390  
    TSX 60 Couche-Tard 454.08 13.370   4/22/13 14.810 6,071        253,478 -17,461  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,069.73 2.490 2.736 5/21/12 2.610 -2,792 2,927 135 136,152  250,686 -14,535 236,152
      Smurfit Kappa 503.06 6.550 4.550 5/21/12 5.550 -2,792 2,289 -503 135,649  247,894 -12,246 235,649
    MerVal YPF 382.34 14.446 12.421 4/23/12 13.433 -5,136 4,749 -387 135,262  242,758 -7,497 235,262
  Buy ISEQ 20 long Kerry Group 75.76 37.580   6/17/13 42.250 2,847        245,605 -10,344  
      Smurfit Kappa 434.66 6.550   6/17/13 12.270 2,847        248,452 -13,191  
    MerVal Tenaris 246.91 23.061   9/03/12 23.485 5,694        254,146 -18,885  
9/03/12 Sell S&P 100 long Biogen 37.44 116.954   1/09/12 90.342 -3,382 4,379 996 136,258  250,764 -14,506 236,258
    AEX short ArcelorMittal 142.73 35.565 42.177 4/09/12 38.730 -5,528 6,020 492 136,750  245,236 -8,486 236,750
    RTX RusHydro 2,196.71 2.010 2.257 7/16/12 2.130 -4,679 4,958 279 137,029  240,557 -3,528 237,029
    OBX 25 REC Silicon 1,529.11 2.359 5.080 5/14/12 3.462 -5,293 7,767 2,474 139,504  235,264 4,240 239,504
    Athex LC Public Power 3,358.71 1.330 1.806 4/16/12 1.550 -5,206 6,067 861 140,365  230,058 10,307 240,365
    MerVal long Tenaris 246.91 23.485   8/27/12 23.061 -5,694 5,799 105 140,470  224,364 16,106 240,470
    Topix (FRA) Softbank 306.71 15.996   8/13/12 16.139 -4,950 4,906 -44 140,426  219,414 21,012 240,426
  Buy S&P 100 short HP 483.68 13.511   9/17/12 13.872 6,535        225,949 14,477  
    RTX long Magnit 269.82 24.220   9/17/12 27.650 6,535        232,484 7,942  
    OBX 25 Grieg Seafood 4,765.20 1.371   1/07/13 1.707 6,535        239,019 1,407  
    Athex LC Alpha Bank 97.54 67.000   3/25/13 37.850 6,535        245,554 -5,128  
    MerVal short Pampa Energía 38,875.67 0.168   9/10/12 0.164 6,535        252,089 -11,663  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Kansai Electric Pwr 1,146.09 5.702   3/11/13 6.145 6,535        258,624 -18,198  
9/10/12 Sell Germany short SolarWorld 22.38 182.550 306.524 5/14/12 236.550 -5,294 6,860 1,566 141,992  253,330 -11,338 241,992
    MerVal Pampa Energía 38,875.67 0.164 0.172 9/03/12 0.168 -6,535 6,698 163 142,155  246,795 -4,640 242,155
    CAC Mid 60 Vallourec 153.15 36.345 32.775 5/14/12 34.560 -5,293 5,019 -273 141,882  241,502 379 241,882
    Indices Athex Large Cap 2.75 2,671.700 1,384.500 5/21/12 2,028.100 -5,577 3,807 -1,770 140,112  235,925 4,187 240,112
  Buy Germany long ADLER Real Estate 5,175.42 1.180   6/24/13 2.050 6,107        242,032 -1,920  
    MerVal Tenaris 258.77 23.600   10/15/12 21.509 6,107        248,139 -8,027  
    CAC Mid 60 Eurofins Scientific 55.52 110.000   4/22/13 153.250 6,107        254,246 -14,135  
    Indices OMXC 20 91.97 66.404   6/17/13 70.001 6,107        260,354 -20,242  
9/17/12 Sell S&P 100 short HP 483.68 13.872 13.150 9/03/12 13.511 -6,535 6,360 -175 139,937  253,819 -13,882 239,937
    CAC 40 Peugeot 650.20 5.861 12.333 4/09/12 8.502 -5,528 8,019 2,491 142,428  248,291 -5,863 242,428
    RTX long Magnit 269.82 27.650   9/03/12 24.220 -6,535 7,461 925 143,353  241,756 1,598 243,353
    HSI-Fin short HK Exchgs & Clrg 466.10 11.718 10.994 5/14/12 11.356 -5,293 5,124 -169 143,185  236,463 6,722 243,185
    HSI-C&I Citic Pacific 4,713.83 0.959 1.464 5/21/12 1.185 -5,584 6,900 1,316 144,500  230,879 13,622 244,500
    DJTA long Delta Air Lines 545.10 7.031   7/02/12 8.780 -4,786 3,833 -953 143,547  226,093 17,454 243,547
  Buy S&P 100 Gilead 260.35 25.063   10/13/14 79.611 6,525        232,618 10,929  
    CAC 40 Credit Agricole 1,090.41 5.984   9/24/12 5.714 6,525        239,143 4,404  
    RTX short RusHydro 3,122.01 2.090   2/04/13 1.770 6,525        245,668 -2,121  
    HSI-Fin long Bank of China (HK) 2,733.79 2.387   5/13/13 2.748 6,525        252,193 -8,646  
    HSI-C&I Galaxy Entertainment 2,684.08 2.431   4/08/13 3.018 6,525        258,718 -15,171  
    DJTA short Expeditors Wash 222.59 29.314   9/24/12 28.398 6,525        265,243 -21,696  
9/24/12 Sell CAC 40 long Credit Agricole 1,090.41 5.714   9/17/12 5.984 -6,525 6,231 -294 143,253  258,718 -15,465 243,253
    DJTA short Expeditors Wash 222.59 28.398 30.259 9/17/12 29.314 -6,525 6,735 211 143,463  252,193 -8,730 243,463
  Buy   long Avis Budget 472.50 12.419   7/20/15 38.916 5,868        258,061 -14,598  
10/01/12 Buy CAC Next 20 short Hermes International 27.06 211.450   12/10/12 235.500 5,722        263,783 -20,319  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/15/12 Sell MerVal long Tenaris 258.77 21.509   9/10/12 23.600 -6,107 5,566 -541 142,922  257,676 -14,754 242,922
  Buy AEX short KPN 1,573.08 3.626   2/02/15 2.756 5,704        263,380 -20,458  
    MerVal Pampa Energía 37,824.93 0.151   10/22/12 0.141 5,704        269,084 -26,162  
10/22/12 Sell BEL 20 long Galapagos 398.69 16.900   6/25/12 12.250 -4,884 6,738 1,854 144,776  264,200 -19,424 244,776
    OMXH 25 Huhtamäki 510.60 12.450   8/20/12 11.890 -6,071 6,357 286 145,062  258,129 -13,067 245,062
    MerVal short Pampa Energía 37,824.93 0.141 0.161 10/15/12 0.151 -5,704 6,105 401 145,463  252,425 -6,962 245,463
    DJ Global Titans long Apple 66.87 69.545   5/28/12 65.229 -4,362 4,650 289 145,751  248,063 -2,311 245,751
  Buy BEL 20 short Bekaert 281.97 21.580   11/12/12 21.290 6,085        254,148 -8,396  
    OMXH 25 Outokumpu 940.49 6.470   11/05/12 6.200 6,085        260,233 -14,481  
    MerVal long Tenaris 299.14 20.342   10/29/12 21.154 6,085        266,318 -20,566  
    DJ Global Titans short Telefónica 579.52 10.500   10/29/12 10.070 6,085        272,402 -26,651  
10/29/12 Sell MDAX long Dürr 333.08 14.790   8/06/12 13.838 -4,609 4,926 317 146,069  267,794 -21,725 246,069
    SDAX short Klöckner 712.79 7.058 8.695 5/21/12 7.834 -5,584 6,198 614 146,682  262,210 -15,527 246,682
    MerVal long Tenaris 299.14 21.154   10/22/12 20.342 -6,085 6,328 243 146,926  256,124 -9,199 246,926
    DJ Global Titans short Telefónica 579.52 10.070 10.948 10/22/12 10.500 -6,085 6,345 260 147,185  250,040 -2,854 247,185
  Buy MDAX Ströer Media 921.27 6.630   1/14/13 6.901 6,108        256,148 -8,962  
    SDAX long ADLER Real Estate 3,865.82 1.580   11/26/12 1.285 6,108        262,256 -15,070  
    MerVal short Pampa Energía 42,182.32 0.145   12/24/12 0.147 6,108        268,364 -21,178  
    BAX long KUKA 261.30 23.375   6/24/13 31.820 6,108        274,471 -27,286  
    DJ Global Titans Bank of America 847.91 7.204   12/16/13 11.075 6,108        280,579 -33,394  
11/05/12 Sell MIB short UnipolSai 487.33 0.935 28.146 6/27/11 5.130 -2,500 13,717 11,217 158,402  278,079 -19,677 258,402
    IBEX 35 long Grifols 540.12 13.025   8/20/12 11.240 -6,071 7,035 964 159,366  272,008 -12,642 259,366
    OMXH 25 short Outokumpu 940.49 6.200 6.752 10/22/12 6.470 -6,085 6,350 265 159,631  265,924 -6,292 259,631
  Buy MIB long Azimut 680.67 9.304   8/04/14 18.460 6,333        272,256 -12,625  
    OMXH 25 Konecranes 250.81 25.250   11/12/12 24.380 6,333        278,589 -18,958  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/12/12 Sell BEL 20 short Bekaert 281.97 21.290 21.874 10/22/12 21.580 -6,085 6,168 83 159,714  272,505 -12,790 259,714
    OMXH 25 long Konecranes 250.81 24.380   11/05/12 25.250 -6,333 6,115 -218 159,496  266,172 -6,676 259,496
  Buy BEL 20 Galapagos 373.74 16.910   6/24/13 14.210 6,320        272,491 -12,996  
    OMXH 25 short Outokumpu 984.42 6.420   12/31/12 7.400 6,320        278,811 -19,316  
11/19/12 Sell SMI long Swiss Re 96.87 54.864   6/18/12 46.620 -4,516 5,315 799 160,294  274,295 -14,001 260,294
    Nikkei (TYO) short Nippon Sheet Glass 613.33 7.143 8.148 7/16/12 7.629 -4,679 4,997 318 160,613  269,616 -9,004 260,613
  Buy PSI 20 Impresa 21,689.66 0.290   12/17/12 0.300 6,290        275,906 -15,294  
    SMI Julius Bär 240.81 26.121   12/17/12 27.324 6,290        282,196 -21,584  
    Nikkei (TYO) long Subaru 769.35 8.176   10/07/13 20.003 6,290        288,486 -27,874  
11/26/12 Sell SDAX long ADLER Real Estate 3,865.82 1.285   10/29/12 1.580 -6,108 4,968 -1,140 159,472  282,378 -22,906 259,472
    SLI short Lonza 148.85 36.099 32.909 4/23/12 34.504 -5,136 4,899 -237 159,235  277,242 -18,007 259,235
  Buy SDAX Deutz 1,855.38 3.250   12/10/12 3.138 6,030        283,272 -24,037  
    SLI long Swiss Life 57.86 104.219   6/24/13 120.698 6,030        289,303 -30,068  
12/10/12 Sell SSE 50 short China Unicom 8,915.02 0.413 0.620 6/04/12 0.506 -4,511 5,523 1,012 160,247  284,792 -24,545 260,247
    SDAX Deutz 1,855.38 3.138 3.366 11/26/12 3.250 -6,030 6,245 215 160,462  278,762 -18,300 260,462
    CAC Next 20 Hermes International 27.06 235.500 187.400 10/01/12 211.450 -5,722 5,071 -651 159,811  273,040 -13,228 259,811
  Buy SSE 50 long China Rwy Constr 8,608.94 0.716   4/29/13 0.634 6,164        279,204 -19,392  
    CAC 40 Societe Generale 213.92 28.815   1/14/13 34.140 6,164        285,368 -25,557  
    SDAX ADLER Real Estate 4,402.86 1.400   6/10/13 2.099 6,164        291,532 -31,721  
12/17/12 Sell PSI 20 short Impresa 21,689.66 0.300 0.280 11/19/12 0.290 -6,290 6,073 -217 159,594  285,242 -25,647 259,594
    SMI Julius Bär 240.81 27.324 24.917 11/19/12 26.121 -6,290 6,000 -290 159,305  278,952 -19,647 259,305
  Buy   long Richemont 99.97 59.929   10/14/13 74.199 5,991        284,943 -25,638  
12/24/12 Sell MerVal short Pampa Energía 42,182.32 0.147 0.143 10/29/12 0.145 -6,108 6,019 -89 159,216  278,835 -19,619 259,216
  Buy   long Gr Fin Galicia 8,587.61 0.697   5/27/13 0.697 5,989        284,824 -25,608  
12/31/12 Sell OMXH 25 short Outokumpu 984.42 7.400 5.440 11/12/12 6.420 -6,320 5,355 -965 158,251  278,504 -20,253 258,251
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Orion 267.97 22.200   3/18/13 22.000 5,949        284,453 -26,202  
1/07/13 Sell OBX 25 long Grieg Seafood 4,765.20 1.707   9/03/12 1.371 -6,535 8,133 1,598 159,849  277,918 -18,069 259,849
    Nikkei (FRA) short Nippon Sheet Glass 292.75 9.100 8.980 5/14/12 9.040 -2,646 2,629 -18 159,831  275,271 -15,440 259,831
      Sharp 68.51 23.550 63.366 5/14/12 38.630 -2,647 4,341 1,695 161,526  272,625 -11,099 261,526
  Buy IBEX 35 long Mediaset Esp 1,099.02 5.696   2/04/13 5.150 6,260        278,885 -17,359  
    OBX 25 short REC Silicon 3,473.34 1.802   1/21/13 1.488 6,260        285,145 -23,619  
    Nikkei (FRA) long Subaru 316.16 9.900   1/14/13 9.907 3,130        288,275 -26,749  
      Shinsei Bank 200.64 15.600   1/14/13 13.840 3,130        291,405 -29,879  
1/14/13 Sell CAC 40 long Societe Generale 213.92 34.140   12/10/12 28.815 -6,164 7,303 1,139 162,665  285,241 -22,575 262,665
    MDAX short Ströer Media 921.27 6.901 6.359 10/29/12 6.630 -6,108 5,858 -250 162,416  279,133 -16,717 262,416
    Nikkei (FRA) long Subaru 316.16 9.907   1/07/13 9.900 -3,130 3,132 2 162,418  276,003 -13,585 262,418
      Shinsei Bank 200.64 13.840   1/07/13 15.600 -3,130 2,777 -353 162,065  272,873 -10,808 262,065
  Buy CAC 40 short Engie 407.06 15.430   1/28/13 15.390 6,281        279,154 -17,089  
    MDAX long KUKA 222.85 28.185   6/24/13 31.820 6,281        285,435 -23,370  
    Nikkei (FRA) short Screen 161.18 19.485   2/11/13 16.805 3,141        288,575 -26,511  
1/21/13 Sell OBX 25 short REC Silicon 3,473.34 1.488 2.182 1/07/13 1.802 -6,260 7,580 1,320 163,385  282,315 -18,930 263,385
  Buy   long Grieg Seafood 3,519.35 1.736   1/28/13 1.688 6,111        288,426 -25,041  
1/28/13 Sell CAC 40 short Engie 407.06 15.390 15.470 1/14/13 15.430 -6,281 6,297 16 163,401  282,145 -18,744 263,401
    OBX 25 long Grieg Seafood 3,519.35 1.688   1/21/13 1.736 -6,111 5,941 -170 163,231  276,034 -12,803 263,231
  Buy CAC 40 Credit Agricole 806.49 7.762   2/11/13 7.414 6,260        282,294 -19,063  
    OBX 25 short REC Silicon 4,047.06 1.547   2/25/13 1.312 6,260        288,554 -25,323  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,099.02 5.150   1/07/13 5.696 -6,260 5,660 -600 162,631  282,294 -19,663 262,631
    RTX short RusHydro 3,122.01 1.770 2.468 9/17/12 2.090 -6,525 7,705 1,180 163,811  275,769 -11,958 263,811
  Buy IBEX 35 Bankia 286.91 21.944   9/09/13 3.016 6,296        282,065 -18,254  
    RTX long Magnit 181.65 34.660   3/11/13 34.010 6,296        288,361 -24,550  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/11/13 Sell CAC 40 long Credit Agricole 806.49 7.414   1/28/13 7.762 -6,260 5,979 -281 163,530  282,101 -18,571 263,530
    Nikkei (FRA) short Screen 161.18 16.805 22.592 1/14/13 19.485 -3,141 3,641 501 164,031  278,961 -14,929 264,031
    GCX REC Silicon 1,476.41 1.027 11.783 4/23/12 3.479 -5,136 17,397 12,261 176,292  273,825 2,467 276,292
  Buy CAC 40 Orange 883.93 7.883   2/25/13 7.479 6,968        280,793 -4,501  
    ÖkoDAX long PNE Wind 2,497.49 2.790   4/29/13 2.700 6,968        287,761 -11,469  
    Nikkei (FRA) Subaru 322.59 10.800   8/26/13 18.441 3,484        291,245 -14,953  
      Mazda Motor 279.95 12.445   8/26/13 15.485 3,484        294,729 -18,437  
    GCX SunPower 986.59 7.063   11/25/13 21.795 6,968        301,697 -25,405  
2/18/13 Sell GEX short ZhongDe Waste Tech 1,740.71 2.050 3.824 5/07/12 2.800 -4,874 6,657 1,783 178,075  296,823 -18,747 278,075
  Buy   long MBB 350.43 18.500   4/22/13 17.650 6,483        303,306 -25,230  
2/25/13 Sell CAC 40 short Orange 883.93 7.479 8.309 2/11/13 7.883 -6,968 7,344 376 178,452  296,338 -17,886 278,452
    OBX 25 REC Silicon 4,047.06 1.312 1.824 1/28/13 1.547 -6,260 7,383 1,123 179,575  290,078 -10,503 279,575
  Buy CAC 40 long Credit Agricole 899.80 7.475   4/22/13 6.300 6,726        296,804 -17,229  
    OBX 25 Norwegian 230.02 29.241   4/15/13 28.036 6,726        303,529 -23,955  
3/11/13 Sell RTX long Magnit 181.65 34.010   2/04/13 34.660 -6,296 6,178 -118 179,457  297,234 -17,777 279,457
    Topix (FRA) short Kansai Electric Pwr 1,146.09 6.145 5.259 9/03/12 5.702 -6,535 6,027 -508 178,949  290,698 -11,750 278,949
  Buy RTX RusHydro 3,975.60 1.680   9/14/15 0.774 6,679        297,378 -18,429  
    Topix (FRA) long Mazda Motor 540.59 12.355   4/01/13 11.250 6,679        304,056 -25,108  
3/18/13 Sell OMXH 25 long Orion 267.97 22.000   12/31/12 22.200 -5,949 5,895 -54 178,895  298,108 -19,212 278,895
  Buy   short Outokumpu 1,176.09 5.520   9/16/13 4.600 6,492        304,600 -25,704  
3/25/13 Sell Athex LC long Alpha Bank 97.54 37.850   9/03/12 67.000 -6,535 3,692 -2,843 176,052  298,064 -22,012 276,052
  Buy   short Eurobank Ergasias 24.42 260.000   9/30/13 50.000 6,349        304,414 -28,362  
4/01/13 Sell Topix (FRA) long Mazda Motor 540.59 11.250   3/11/13 12.355 -6,679 6,082 -597 175,455  297,735 -22,280 275,455
  Buy   short Nidec 288.93 21.905   4/15/13 21.896 6,329        304,064 -28,609  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,684.08 3.018   9/17/12 2.431 -6,525 8,102 1,577 177,031  297,539 -20,507 277,031
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Li & Fung 6,149.79 1.043   9/30/13 1.073 6,413        303,952 -26,920  
4/15/13 Sell OBX 25 long Norwegian 230.02 28.036   2/25/13 29.241 -6,726 6,449 -277 176,754  297,226 -20,472 276,754
    Topix (FRA) short Nidec 288.93 21.896 21.914 4/01/13 21.905 -6,329 6,332 3 176,757  290,897 -14,140 276,757
  Buy OBX 25 Frontline 885.62 7.413   10/21/13 8.829 6,565        297,462 -20,705  
    Topix (FRA) long Mazda Motor 560.87 11.705   6/03/13 14.600 6,565        304,027 -27,270  
4/22/13 Sell France long Eurofins Scientific 47.80 153.250   8/13/12 103.550 -4,950 7,325 2,376 179,132  299,077 -19,945 279,132
    HSI Galaxy Entertainment 2,580.88 3.135   8/20/12 2.352 -6,071 8,090 2,019 181,152  293,006 -11,854 281,152
    CAC 40 Credit Agricole 899.80 6.300   2/25/13 7.475 -6,726 5,669 -1,057 180,094  286,280 -6,186 280,094
    TSX 60 Couche-Tard 454.08 14.810   8/20/12 13.370 -6,071 6,725 654 180,748  280,209 539 280,748
    CAC Mid 60 Eurofins Scientific 55.52 153.250   9/10/12 110.000 -6,107 8,508 2,401 183,149  274,102 9,048 283,149
    GEX MBB 350.43 17.650   2/18/13 18.500 -6,483 6,185 -298 182,851  267,619 15,233 282,851
  Buy France short ArcelorMittal 283.50 26.286   5/06/13 29.061 7,452        275,071 7,781  
    HSI China Shenhua HK 2,929.02 2.544   9/16/13 2.475 7,452        282,523 329  
    CAC 40 ArcelorMittal 283.50 26.286   8/05/13 28.620 7,452        289,975 -7,124  
    TSX 60 Barrick Gold 515.22 14.464   9/30/13 13.729 7,452        297,427 -14,576  
    CAC Mid 60 CGG 14.97 497.920   4/29/13 532.320 7,454        304,881 -22,029  
    GEX YOC 1,475.94 5.049   9/23/13 2.219 7,452        312,333 -29,481  
4/29/13 Sell SSE 50 long China Rwy Constr 8,608.94 0.634   12/10/12 0.716 -6,164 5,461 -703 182,148  306,169 -24,021 282,148
    ÖkoDAX PNE Wind 2,497.49 2.700   2/11/13 2.790 -6,968 6,743 -225 181,923  299,201 -17,278 281,923
    CAC Mid 60 short CGG 14.97 532.320 463.520 4/22/13 497.920 -7,454 6,939 -515 181,408  291,747 -10,339 281,408
  Buy SSE 50 China Northern Rare 2,985.02 2.270   5/06/13 2.286 6,776        298,523 -17,115  
    ÖkoDAX SolarWorld 63.89 106.050   4/13/15 14.550 6,776        305,299 -23,890  
5/06/13 Sell France short ArcelorMittal 283.50 29.061 23.511 4/22/13 26.286 -7,452 6,665 -787 180,622  297,846 -17,225 280,622
    SSE 50 China Northern Rare 2,985.02 2.286 2.254 4/29/13 2.270 -6,776 6,728 -48 180,574  291,070 -10,497 280,574
  Buy   long China Minsheng Bk 6,420.35 1.052   5/13/13 1.064 6,751        297,821 -17,248  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/13/13 Sell   long China Minsheng Bk 6,420.35 1.064   5/06/13 1.052 -6,751 6,833 82 180,655  291,070 -10,415 280,655
    HSI-Fin Bank of China (HK) 2,733.79 2.748   9/17/12 2.387 -6,525 7,511 986 181,641  284,545 -2,904 281,641
  Buy SSE 50 short China Northern Rare 2,942.69 2.368   11/04/13 2.137 6,968        291,513 -9,872  
    HSI-Fin Ping An 2,325.77 2.996   10/14/13 2.804 6,968        298,481 -16,840  
5/27/13 Sell MerVal long Gr Fin Galicia 8,587.61 0.697   12/24/12 0.697 -5,989 5,983 -6 181,635  292,492 -10,857 281,635
  Buy   short Pampa Energía 41,578.62 0.163   6/10/13 0.158 6,769        299,261 -17,626  
6/03/13 Sell Nordic 30 long Pandora 442.27 26.264   8/13/12 11.192 -4,950 11,616 6,666 188,301  294,312 -6,010 288,301
    Topix (FRA) Mazda Motor 560.87 14.600   4/15/13 11.705 -6,565 8,189 1,624 189,925  287,747 2,178 289,925
  Buy Nordic 30 short Equinor 421.10 17.340   7/29/13 16.264 7,302        295,049 -5,124  
    Topix (FRA) Inpex 918.14 7.953   11/18/13 8.519 7,302        302,351 -12,426  
6/10/13 Sell SDAX long ADLER Real Estate 4,402.86 2.099   12/10/12 1.400 -6,164 9,242 3,078 193,003  296,187 -3,184 293,003
    HSI-Prop China Ov Land & Inv 1,372.16 2.124   1/16/12 1.541 -2,115 2,914 800 193,802  294,072 -270 293,802
      China Res Land 1,496.36 2.183   1/16/12 1.413 -2,115 3,266 1,151 194,954  291,958 2,996 294,954
    MerVal short Pampa Energía 41,578.62 0.158 0.168 5/27/13 0.163 -6,769 6,969 200 195,153  285,189 9,965 295,153
    STI long ThaiBev 22,554.19 0.382   7/02/12 0.212 -4,786 8,607 3,821 198,974  280,403 18,571 298,974
  Buy France short ArcelorMittal 281.58 28.191   7/08/13 26.415 7,938        288,341 10,633  
    SDAX Hypoport 1,061.23 7.480   9/30/13 8.120 7,938        296,279 2,695  
    HSI-Prop Hang Lung 1,545.44 2.568   11/18/13 2.531 3,969        300,248 -1,274  
      Sino Land 3,688.32 1.076   11/18/13 1.043 3,969        304,217 -5,243  
    MerVal long Telecom Argentina 2,095.68 3.788   6/17/13 3.268 7,938        312,155 -13,181  
    CAC Mid 60 short CGG 14.15 561.120   8/05/13 575.840 7,940        320,094 -21,120  
6/17/13 Sell ISEQ 20 long Kerry Group 75.76 42.250   8/27/12 37.580 -2,847 3,201 354 199,328  317,247 -17,920 299,328
      Smurfit Kappa 434.66 12.270   8/27/12 6.550 -2,847 5,333 2,486 201,814  314,400 -12,586 301,814
    MerVal Telecom Argentina 2,095.68 3.268   6/10/13 3.788 -7,938 6,849 -1,089 200,725  306,462 -5,737 300,725
    Indices OMXC 20 91.97 70.001   9/10/12 66.404 -6,107 6,438 331 201,056  300,355 701 301,056
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 short C&C Group 890.98 4.233   7/29/13 4.100 3,772        304,127 -3,071  
      CRH 241.28 15.631   7/29/13 15.994 3,771        307,898 -6,842  
    PSI 20 long Teixeira Duarte 13,968.52 0.540   6/24/13 0.570 7,543        315,441 -14,385  
    MerVal short Comercial del Plata 107,297.30 0.070   8/12/13 0.067 7,543        322,984 -21,928  
    Indices RTX 5.41 1,393.590   8/12/13 1,391.500 7,539        330,523 -29,468  
6/24/13 Sell Germany long ADLER Real Estate 5,175.42 2.050   9/10/12 1.180 -6,107 10,610 4,503 205,558  324,416 -18,858 305,558
    MDAX KUKA 222.85 31.820   1/14/13 28.185 -6,281 7,091 810 206,368  318,135 -11,767 306,368
    BEL 20 Galapagos 373.74 14.210   11/12/12 16.910 -6,320 5,311 -1,009 205,359  311,815 -6,456 305,359
    PSI 20 Teixeira Duarte 13,968.52 0.570   6/17/13 0.540 -7,543 7,962 419 205,778  304,272 1,506 305,778
    OMXC 20 Genmab 552.50 22.604   7/16/12 8.469 -4,679 12,489 7,810 213,588  299,593 13,995 313,588
    OMXS 30 Electrolux 129.53 19.030   7/23/12 17.722 -2,295 2,465 169 213,757  297,298 16,459 313,757
      Swedbank 166.48 16.871   7/23/12 13.789 -2,296 2,809 513 214,271  295,002 19,268 314,271
    FT 30 Ferguson 1.50 3,452.810   8/06/12 3,068.570 -4,603 5,179 576 214,847  290,400 24,447 314,847
    SLI Swiss Life 57.86 120.698   11/26/12 104.219 -6,030 6,984 953 215,800  284,369 31,431 315,800
    BAX KUKA 261.30 31.820   10/29/12 23.375 -6,108 8,315 2,207 218,007  278,262 39,745 318,007
  Buy Germany short SolarWorld 97.26 91.950   7/29/13 77.250 8,943        287,205 30,802  
    MDAX Salzgitter 352.02 25.405   7/01/13 25.340 8,943        296,148 21,859  
    BEL 20 Aperam 1,074.88 8.320   7/15/13 8.461 8,943        305,091 12,916  
    OMXC 20 FLSmidth 255.28 35.032   7/01/13 34.376 8,943        314,034 3,973  
    OMXS 30 Boliden 468.26 9.549   7/08/13 9.256 4,472        318,505 -498  
      Tele2 509.39 8.778   7/08/13 9.227 4,471        322,977 -4,970  
    FT 30 Man Group 93.89 95.252   7/01/13 100.211 8,943        331,920 -13,913  
    SLI Kühne & Nagel 110.21 81.145   7/08/13 90.725 8,943        340,863 -22,856  
    BAX SFC Energy 1,882.74 4.750   7/01/13 4.650 8,943        349,806 -31,799  
7/01/13 Sell MDAX short Salzgitter 352.02 25.340 25.470 6/24/13 25.405 -8,943 8,966 23 218,030  340,863 -22,833 318,030
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 FLSmidth 255.28 34.376 35.701 6/24/13 35.032 -8,943 9,114 171 218,201  331,920 -13,719 318,201
    FT 30 Man Group 93.89 100.211 90.294 6/24/13 95.252 -8,943 8,478 -466 217,735  322,977 -5,241 317,735
    BAX SFC Energy 1,882.74 4.650 4.852 6/24/13 4.750 -8,943 9,135 192 217,928  314,034 3,894 317,928
  Buy MDAX long Dürr 335.24 23.998   7/28/14 30.355 8,045        322,079 -4,151  
    OMXC 20 Vestas Wind Systems 745.42 10.793   9/01/14 31.864 8,045        330,124 -12,196  
    FT 30 Lloyds Bank 107.45 74.871   9/09/13 90.907 8,045        338,168 -20,241  
    BAX Morphosys 182.24 44.145   4/14/14 58.270 8,045        346,213 -28,286  
7/08/13 Sell France short ArcelorMittal 281.58 26.415 30.086 6/10/13 28.191 -7,938 8,472 534 218,461  338,275 -19,814 318,461
    OMXS 30 Boliden 468.26 9.256 9.852 6/24/13 9.549 -4,472 4,613 142 218,603  333,804 -15,201 318,603
      Tele2 509.39 9.227 8.329 6/24/13 8.778 -4,471 4,243 -229 218,374  329,332 -10,958 318,374
    SLI Kühne & Nagel 110.21 90.725 71.565 6/24/13 81.145 -8,943 7,887 -1,056 217,319  320,389 -3,071 317,319
  Buy OMXS 30 long Nokia 1,233.05 3.186   10/13/14 6.407 3,928        324,317 -6,999  
      Kinnevik 179.63 21.868   10/13/14 22.475 3,928        328,246 -10,927  
    SLI Lonza 130.50 60.201   8/12/13 56.494 7,856        336,102 -18,783  
7/15/13 Sell BEL 20 short Aperam 1,074.88 8.461 8.179 6/24/13 8.320 -8,943 8,791 -152 217,167  327,159 -9,992 317,167
  Buy   long KBC 244.94 31.350   10/13/14 40.740 7,679        334,838 -17,670  
7/29/13 Sell Germany short SolarWorld 97.26 77.250 109.447 6/24/13 91.950 -8,943 10,645 1,702 218,869  325,895 -7,026 318,869
    ATX long Österreichische Post 188.64 31.600   6/25/12 25.890 -4,884 5,961 1,077 219,946  321,011 -1,065 319,946
    ISEQ 20 short C&C Group 890.98 4.100 4.370 6/17/13 4.233 -3,772 3,894 122 220,068  317,239 2,829 320,068
      CRH 241.28 15.994 15.268 6/17/13 15.631 -3,771 3,684 -88 219,981  313,468 6,513 319,981
    Nordic 30 Equinor 421.10 16.264 18.488 6/03/13 17.340 -7,302 7,785 483 220,464  306,166 14,298 320,464
  Buy ATX Raiffeisen Bank Int 362.53 23.085   10/21/13 25.350 8,369        314,535 5,929  
    ISEQ 20 long FBD Holdings 268.24 15.600   8/05/13 16.650 4,185        318,719 1,745  
      Smurfit Kappa 292.62 14.300   8/05/13 15.150 4,184        322,904 -2,440  
    Nordic 30 Pandora 291.41 28.719   4/28/14 46.257 8,369        331,273 -10,809  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/05/13 Sell CAC 40 short ArcelorMittal 283.50 28.620 23.952 4/22/13 26.286 -7,452 6,790 -662 219,802  323,821 -4,018 319,802
    ISEQ 20 long FBD Holdings 268.24 16.650   7/29/13 15.600 -4,185 4,466 282 220,084  319,636 448 320,084
      Smurfit Kappa 292.62 15.150   7/29/13 14.300 -4,184 4,433 249 220,333  315,452 4,881 320,333
    CAC Mid 60 short CGG 14.15 575.840 546.400 6/10/13 561.120 -7,940 7,732 -208 220,124  307,512 12,613 320,124
  Buy ISEQ 20 C&C Group 1,004.35 4.141   9/09/13 4.285 4,159        311,671 8,454  
      Flutter 68.18 61.000   9/09/13 61.200 4,159        315,830 4,295  
8/12/13 Sell MerVal short Comercial del Plata 107,297.30 0.067 0.074 6/17/13 0.070 -7,543 7,919 376 220,500  308,287 12,213 320,500
    SLI long Lonza 130.50 56.494   7/08/13 60.201 -7,856 7,372 -484 220,016  300,431 19,586 320,016
    Indices short RTX 5.41 1,391.500 1,395.690 6/17/13 1,393.590 -7,539 7,551 11 220,028  292,891 27,137 320,028
  Buy MerVal long Telecom Argentina 2,058.88 4.215   2/10/14 2.998 8,679        301,570 18,458  
    Indices Merval 17.31 501.316   8/04/14 750.468 8,678        310,248 9,780  
8/26/13 Sell Nikkei (FRA) long Subaru 322.59 18.441   2/11/13 10.800 -3,484 5,949 2,465 222,493  306,764 15,729 322,493
      Mazda Motor 279.95 15.485   2/11/13 12.445 -3,484 4,335 851 223,344  303,280 20,064 323,344
  Buy PSI 20 Teixeira Duarte 12,813.43 0.670   9/02/13 0.650 8,585        311,865 11,479  
    Nikkei (FRA) short Nikon 326.43 13.150   9/09/13 12.596 4,293        316,158 7,186  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,813.43 0.650   8/26/13 0.670 -8,585 8,329 -256 223,087  307,573 15,515 323,087
9/09/13 Sell IBEX 35 short Bankia 286.91 3.016 159.661 2/04/13 21.944 -6,296 45,808 39,512 262,600  301,277 61,323 362,600
    ISEQ 20 C&C Group 1,004.35 4.285 3.997 8/05/13 4.141 -4,159 4,014 -145 262,455  297,118 65,338 362,455
      Flutter 68.18 61.200 60.800 8/05/13 61.000 -4,159 4,145 -14 262,442  292,959 69,483 362,442
    FT 30 long Lloyds Bank 107.45 90.907   7/01/13 74.871 -8,045 9,768 1,723 264,165  284,914 79,251 364,165
    Nikkei (FRA) short Nikon 326.43 12.596 13.728 8/26/13 13.150 -4,293 4,481 189 264,353  280,621 83,732 364,353
  Buy IBEX 35 long Siemens Gamesa 2,082.16 5.380   12/16/13 7.030 11,202        291,823 72,530  
    ISEQ 20 Bank of Ireland 791.10 7.080   10/14/13 6.960 5,601        297,424 66,929  
      Smurfit Kappa 351.16 15.950   10/14/13 17.020 5,601        303,025 61,328  
    PSI 20 Impresa 16,473.53 0.680   9/16/13 0.670 11,202        314,227 50,126  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 short Man Group 106.25 105.435   10/14/13 92.741 11,202        325,430 38,924  
    Nikkei (FRA) long Furukawa Co 334.79 16.730   9/30/13 17.160 5,601        331,031 33,323  
      Tokyo Electric Power 1,432.48 3.910   9/30/13 4.520 5,601        336,632 27,722  
9/16/13 Sell HSI short China Shenhua HK 2,929.02 2.475 2.615 4/22/13 2.544 -7,452 7,660 208 264,561  329,180 35,381 364,561
    OMXH 25 Outokumpu 1,176.09 4.600 6.624 3/18/13 5.520 -6,492 7,790 1,298 265,859  322,688 43,172 365,859
    PSI 20 long Impresa 16,473.53 0.670   9/09/13 0.680 -11,202 11,037 -165 265,695  311,486 54,209 365,695
  Buy HSI Galaxy Entertainment 1,961.47 5.352   12/23/13 6.370 10,497        321,983 43,712  
    OMXH 25 Nokia 2,223.94 4.720   10/21/13 5.265 10,497        332,480 33,215  
9/23/13 Sell GEX short YOC 1,475.94 2.219 11.488 4/22/13 5.049 -7,452 16,956 9,504 275,199  325,028 50,171 375,199
  Buy PSI 20 long Teixeira Duarte 16,112.12 0.660   12/09/13 0.920 10,634        335,662 39,537  
    GEX Manz 198.51 53.570   4/14/14 65.730 10,634        346,296 28,903  
9/30/13 Sell SDAX short Hypoport 1,061.23 8.120 6.840 6/10/13 7.480 -7,938 7,259 -679 274,519  338,358 36,162 374,519
    HSI-C&I Li & Fung 6,149.79 1.073 1.013 4/08/13 1.043 -6,413 6,228 -185 274,334  331,945 42,389 374,334
    TSX 60 Barrick Gold 515.22 13.729 15.238 4/22/13 14.464 -7,452 7,851 399 274,733  324,493 50,240 374,733
    Athex LC Eurobank Ergasias 24.42 50.000 1,352.000 3/25/13 260.000 -6,349 33,016 26,667 301,400  318,144 83,256 401,400
    Nikkei (FRA) long Furukawa Co 334.79 17.160   9/09/13 16.730 -5,601 5,745 144 301,543  312,543 89,001 401,543
      Tokyo Electric Power 1,432.48 4.520   9/09/13 3.910 -5,601 6,475 874 302,417  306,942 95,476 402,417
  Buy SDAX ADLER Real Estate 4,219.32 2.950   10/14/13 3.079 12,447        319,389 83,029  
    HSI-C&I Galaxy Entertainment 2,405.64 5.174   2/03/14 7.265 12,447        331,836 70,582  
    TSX 60 Bausch Health 161.90 76.879   9/29/14 102.197 12,447        344,282 58,135  
    Athex LC Aegean Airlines 2,963.57 4.200   1/27/14 7.210 12,447        356,729 45,688  
    Nikkei (FRA) short Nikon 475.80 13.080   11/04/13 13.433 6,223        362,953 39,465  
    CAC Next 20 SES 588.51 21.150   10/07/13 21.020 12,447        375,400 27,018  
10/07/13 Sell   short SES 588.51 21.020 21.281 9/30/13 21.150 -12,447 12,524 77 302,494  362,953 39,542 402,494
    Nikkei (TYO) long Subaru 769.35 20.003   11/19/12 8.176 -6,290 15,389 9,099 311,594  356,663 54,931 411,594
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC Next 20 EDF 490.87 23.760   10/28/13 25.570 11,663        368,326 43,268  
    Nikkei (TYO) short Nikon 921.95 12.650   10/14/13 13.191 11,663        379,989 31,605  
10/14/13 Sell SDAX long ADLER Real Estate 4,219.32 3.079   9/30/13 2.950 -12,447 12,991 544 312,138  367,542 44,596 412,138
    HSI-Fin short Ping An 2,325.77 2.804 3.201 5/13/13 2.996 -6,968 7,445 477 312,615  360,574 52,041 412,615
    ISEQ 20 long Bank of Ireland 791.10 6.960   9/09/13 7.080 -5,601 5,506 -95 312,520  354,973 57,547 412,520
      Smurfit Kappa 351.16 17.020   9/09/13 15.950 -5,601 5,977 376 312,896  349,372 63,524 412,896
    FT 30 short Man Group 106.25 92.741 119.865 9/09/13 105.435 -11,202 12,736 1,533 314,429  338,169 76,260 414,429
    SMI long Richemont 99.97 74.199   12/17/12 59.929 -5,991 7,418 1,427 315,856  332,178 83,677 415,856
    Nikkei (TYO) short Nikon 921.95 13.191 12.110 10/07/13 12.650 -11,663 11,165 -499 315,357  320,515 94,842 415,357
  Buy SDAX Gerry Weber 417.81 30.526   10/21/13 31.502 12,754        333,269 82,088  
    HSI-Fin long AIA 3,477.76 3.667   1/06/14 3.604 12,754        346,023 69,334  
    ISEQ 20 short C&C Group 1,518.33 4.200   10/28/13 4.008 6,377        352,400 62,957  
      Flutter 111.96 56.960   10/28/13 56.500 6,377        358,778 56,580  
    FT 30 long ITV 58.53 217.888   12/02/13 228.772 12,753        371,531 43,827  
    Nikkei (TYO) Tokyo Electric Power 3,267.32 3.904   11/04/13 3.961 12,754        384,285 31,073  
10/21/13 Sell ATX short Raiffeisen Bank Int 362.53 25.350 20.820 7/29/13 23.085 -8,369 7,548 -821 314,536  375,915 38,620 414,536
    SDAX Gerry Weber 417.81 31.502 29.550 10/14/13 30.526 -12,754 12,346 -408 314,128  363,161 50,967 414,128
    OMXH 25 long Nokia 2,223.94 5.265   9/16/13 4.720 -10,497 11,709 1,212 315,340  352,664 62,676 415,340
    OBX 25 short Frontline 885.62 8.829 5.997 4/15/13 7.413 -6,565 5,311 -1,254 314,086  346,099 67,987 414,086
  Buy ATX long Wienerberger 922.39 13.065   8/11/14 11.525 12,051        358,150 55,936  
    SDAX ADLER Real Estate 4,030.43 2.990   3/31/14 5.100 12,051        370,201 43,885  
    OMXH 25 short YIT 1,211.16 9.950   10/28/13 10.035 12,051        382,252 31,834  
    OBX 25 long REC Silicon 3,400.49 3.544   12/16/13 2.538 12,051        394,303 19,783  
10/28/13 Sell ISEQ 20 short C&C Group 1,518.33 4.008 4.401 10/14/13 4.200 -6,377 6,682 305 314,392  387,926 26,465 414,392
      Flutter 111.96 56.500 57.424 10/14/13 56.960 -6,377 6,429 52 314,444  381,549 32,894 414,444
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 YIT 1,211.16 10.035 9.865 10/21/13 9.950 -12,051 11,948 -103 314,341  369,498 44,843 414,341
    CAC Next 20 long EDF 490.87 25.570   10/07/13 23.760 -11,663 12,552 888 315,229  357,835 57,394 415,229
  Buy ISEQ 20 Bank of Ireland 769.21 7.680   11/25/13 8.040 5,908        363,743 51,487  
      Smurfit Kappa 343.26 17.210   11/25/13 17.550 5,908        369,650 45,579  
    OMXH 25 Nokia 2,382.06 4.960   11/11/13 5.770 11,815        381,465 33,764  
    CAC Next 20 short STMicroelectronics 2,112.46 5.593   11/11/13 5.653 11,815        393,280 21,949  
11/04/13 Sell SSE 50 short China Northern Rare 2,942.69 2.137 2.623 5/13/13 2.368 -6,968 7,720 752 315,981  386,312 29,669 415,981
    Nikkei (FRA) Nikon 475.80 13.433 12.727 9/30/13 13.080 -6,223 6,056 -168 315,813  380,089 35,724 415,813
    Nikkei (TYO) long Tokyo Electric Power 3,267.32 3.961   10/14/13 3.904 -12,754 12,943 189 316,002  367,335 48,667 416,002
  Buy SSE 50 Shanghai Oriental 2,641.50 4.398   12/23/13 4.388 11,616        378,951 37,051  
    Nikkei (FRA) Softbank 203.43 28.550   12/16/13 30.884 5,808        384,759 31,243  
      Tokyo Electric Power 1,465.19 3.964   12/16/13 3.730 5,808        390,567 25,435  
    Nikkei (TYO) short Nikon 864.51 13.437   11/18/13 13.220 11,616        402,183 13,819  
11/11/13 Sell OMXH 25 long Nokia 2,382.06 5.770   10/28/13 4.960 -11,815 13,744 1,929 317,931  390,368 27,563 417,931
    CAC Next 20 short STMicroelectronics 2,112.46 5.653 5.533 10/28/13 5.593 -11,815 11,688 -127 317,804  378,553 39,252 417,804
  Buy OMXH 25 Outokumpu 3,264.57 3.500   12/02/13 3.690 11,426        389,979 27,826  
    CAC Next 20 long EDF 441.50 25.880   12/09/13 26.640 11,426        401,405 16,400  
11/18/13 Sell HSI-Prop short Hang Lung 1,545.44 2.531 2.606 6/10/13 2.568 -3,969 4,028 59 317,863  397,436 20,427 417,863
      Sino Land 3,688.32 1.043 1.110 6/10/13 1.076 -3,969 4,096 127 317,990  393,467 24,523 417,990
    Topix (FRA) Inpex 918.14 8.519 7.387 6/03/13 7.953 -7,302 6,782 -520 317,470  386,165 31,305 417,470
    Nikkei (TYO) Nikon 864.51 13.220 13.657 11/04/13 13.437 -11,616 11,806 190 317,660  374,549 43,112 417,660
  Buy HSI-Prop long CK Hutchison 485.95 11.852   2/10/14 10.645 5,759        380,308 37,352  
      China Ov Land & Inv 2,481.79 2.321   2/10/14 1.876 5,759        386,068 31,593  
    Topix (FRA) Softbank 402.14 28.644   11/25/13 31.950 11,519        397,587 20,074  
    Nikkei (TYO) MinebeaMitsumi 2,294.03 5.021   3/03/14 6.187 11,519        409,106 8,555  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/25/13 Sell ISEQ 20 long Bank of Ireland 769.21 8.040   10/28/13 7.680 -5,908 6,184 277 317,937  403,198 14,739 417,937
      Smurfit Kappa 343.26 17.550   10/28/13 17.210 -5,908 6,024 117 318,054  397,291 20,763 418,054
    Topix (FRA) Softbank 402.14 31.950   11/18/13 28.644 -11,519 12,848 1,329 319,383  385,772 33,612 419,383
    GCX SunPower 986.59 21.795   2/11/13 7.063 -6,968 21,502 14,534 333,918  378,804 55,114 433,918
  Buy ISEQ 20 short Flutter 109.02 56.070   12/02/13 56.450 6,113        384,916 49,001  
      Ryanair Holdings 1,048.10 5.832   12/02/13 6.109 6,113        391,029 42,889  
    Topix (FRA) Komatsu 781.50 15.643   6/09/14 16.815 12,225        403,254 30,664  
    GCX Aurubis 288.50 42.375   1/06/14 43.845 12,225        415,479 18,439  
12/02/13 Sell ISEQ 20 short Flutter 109.02 56.450 55.690 11/25/13 56.070 -6,113 6,071 -41 333,876  409,366 24,510 433,876
      Ryanair Holdings 1,048.10 6.109 5.555 11/25/13 5.832 -6,113 5,822 -290 333,586  403,254 30,332 433,586
    OMXH 25 Outokumpu 3,264.57 3.690 3.310 11/11/13 3.500 -11,426 10,806 -620 332,966  391,828 41,138 432,966
    FT 30 long ITV 58.53 228.772   10/14/13 217.888 -12,753 13,390 637 333,603  379,075 54,528 433,603
  Buy ISEQ 20 Bank of Ireland 731.59 8.340   4/14/14 8.250 6,101        385,176 48,426  
      Smurfit Kappa 353.92 17.240   4/14/14 17.010 6,102        391,278 42,325  
    OMXH 25 Nokia 2,065.15 5.909   12/09/13 5.850 12,203        403,481 30,122  
    FT 30 short RSA Insurance 21.87 558.095   12/23/13 490.074 12,206        415,686 17,916  
12/09/13 Sell OMXH 25 long Nokia 2,065.15 5.850   12/02/13 5.909 -12,203 12,081 -122 333,481  403,483 29,997 433,481
    PSI 20 Teixeira Duarte 16,112.12 0.920   9/23/13 0.660 -10,634 14,823 4,189 337,670  392,849 44,821 437,670
    CAC Next 20 EDF 441.50 26.640   11/11/13 25.880 -11,426 11,762 336 338,006  381,423 56,582 438,006
  Buy OMXH 25 short Outotec 1,846.20 6.697   5/12/14 8.620 12,364        393,787 44,218  
    CAC Next 20 STMicroelectronics 2,268.62 5.450   1/13/14 5.763 12,364        406,151 31,854  
12/16/13 Sell IBEX 35 long Siemens Gamesa 2,082.16 7.030   9/09/13 5.380 -11,202 14,638 3,436 341,441  394,949 46,492 441,441
    OBX 25 REC Silicon 3,400.49 2.538   10/21/13 3.544 -12,051 8,629 -3,422 338,019  382,898 55,121 438,019
    Nikkei (FRA) Softbank 203.43 30.884   11/04/13 28.550 -5,808 6,283 475 338,494  377,090 61,404 438,494
      Tokyo Electric Power 1,465.19 3.730   11/04/13 3.964 -5,808 5,465 -343 338,151  371,282 66,869 438,151
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Bank of America 847.91 11.075   10/29/12 7.204 -6,108 9,390 3,282 341,434  365,174 76,259 441,434
  Buy IBEX 35 short Acciona 325.50 39.760   1/20/14 48.255 12,942        378,116 63,317  
    OBX 25 TGS-NOPEC 762.54 16.972   12/23/13 17.469 12,942        391,058 50,375  
    Nikkei (FRA) Nitto Denko 223.28 28.981   12/30/13 30.258 6,471        397,529 43,904  
      Pacific Metals 260.30 24.860   12/30/13 26.180 6,471        404,000 37,433  
    CAC Mid 60 Adocia 2,266.55 5.710   12/23/13 5.660 12,942        416,942 24,491  
    DJ Global Titans IBM 100.14 129.242   12/23/13 133.044 12,942        429,885 11,549  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,641.50 4.388   11/04/13 4.398 -11,616 11,591 -25 341,409  418,269 23,140 441,409
    HSI Galaxy Entertainment 1,961.47 6.370   9/16/13 5.352 -10,497 12,495 1,998 343,407  407,772 35,635 443,407
    OBX 25 short TGS-NOPEC 762.54 17.469 16.475 12/16/13 16.972 -12,942 12,563 -379 343,027  394,830 48,198 443,027
    FT 30 RSA Insurance 21.87 490.074 635.558 12/02/13 558.095 -12,206 13,900 1,694 344,722  382,624 62,098 444,722
    CAC Mid 60 Adocia 2,266.55 5.660 5.760 12/16/13 5.710 -12,942 13,056 114 344,836  369,682 75,154 444,836
    DJ Global Titans IBM 100.14 133.044 125.440 12/16/13 129.242 -12,942 12,562 -381 344,455  356,740 87,715 444,455
  Buy SSE 50 Poly Real Estate 20,764.79 0.641   6/02/14 0.591 13,304        370,044 74,411  
    PSI 20 long Impresa 12,205.50 1.090   5/12/14 1.759 13,304        383,348 61,107  
    OBX 25 DNO International 4,577.48 2.906   2/17/14 2.830 13,304        396,652 47,803  
    FT 30 Int Cons Airlines 28.22 471.516   1/27/14 485.635 13,306        409,958 34,497  
    DJ Global Titans Alphabet A 32.58 408.320   10/27/14 433.045 13,303        423,261 21,194  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 223.28 30.258 27.704 12/16/13 28.981 -6,471 6,186 -285 344,170  416,790 27,380 444,170
      Pacific Metals 260.30 26.180 23.540 12/16/13 24.860 -6,471 6,127 -344 343,826  410,319 33,507 443,826
  Buy   long MinebeaMitsumi 1,131.52 5.273   2/10/14 6.030 5,967        416,286 27,541  
      Softbank 188.66 31.625   2/10/14 27.751 5,966        422,252 21,574  
1/06/14 Sell HSI-Fin long AIA 3,477.76 3.604   10/14/13 3.667 -12,754 12,535 -219 343,608  409,498 34,110 443,608
    GCX short Aurubis 288.50 43.845 40.905 11/25/13 42.375 -12,225 11,801 -424 343,184  397,273 45,911 443,184
  Buy HSI-Fin ICBC 26,059.25 0.469   6/02/14 0.478 12,227        409,500 33,684  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI long Vifor Pharma 165.19 74.020   1/27/14 69.103 12,227        421,727 21,456  
    GCX Vestas Wind Systems 490.13 24.946   2/03/14 23.946 12,227        433,954 9,229  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,268.62 5.763 5.137 12/09/13 5.450 -12,364 11,654 -710 342,473  421,590 20,883 442,473
  Buy   long Natixis 2,446.77 4.734   6/23/14 4.867 11,583        433,173 9,300  
1/20/14 Sell IBEX 35 short Acciona 325.50 48.255 31.265 12/16/13 39.760 -12,942 10,177 -2,765 339,708  420,231 19,477 439,708
  Buy   long Siemens Gamesa 1,357.82 8.454   1/27/14 7.622 11,479        431,710 7,998  
    NZX 50 short Chorus 12,253.42 0.937   6/02/14 1.063 11,479        443,189 -3,481  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,357.82 7.622   1/20/14 8.454 -11,479 10,349 -1,130 338,579  431,710 6,868 438,579
    Athex LC Aegean Airlines 2,963.57 7.210   9/30/13 4.200 -12,447 21,367 8,920 347,499  419,263 28,236 447,499
    FT 30 Int Cons Airlines 28.22 485.635   12/23/13 471.516 -13,306 13,705 398 347,897  405,957 41,940 447,897
    SLI Vifor Pharma 165.19 69.103   1/06/14 74.020 -12,227 11,415 -812 347,085  393,730 53,356 447,085
  Buy IBEX 35 short Repsol 713.89 17.525   2/17/14 17.625 12,511        406,241 40,845  
    Athex LC Eurobank Ergasias 255.33 49.000   5/09/16 0.875 12,511        418,752 28,333  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,405.64 7.265   9/30/13 5.174 -12,447 17,476 5,029 352,114  406,305 45,809 452,114
    GCX Vestas Wind Systems 490.13 23.946   1/06/14 24.946 -12,227 11,737 -490 351,624  394,078 57,546 451,624
  Buy FT 30 Int Cons Airlines 25.48 499.638   2/10/14 509.014 12,731        406,809 44,815  
    GCX short Aurubis 313.52 40.600   3/03/14 38.880 12,729        419,537 32,086  
2/10/14 Sell HSI-Prop long CK Hutchison 485.95 10.645   11/18/13 11.852 -5,759 5,173 -586 351,038  413,778 37,260 451,038
      China Ov Land & Inv 2,481.79 1.876   11/18/13 2.321 -5,759 4,656 -1,104 349,934  408,019 41,915 449,934
    MerVal Telecom Argentina 2,058.88 2.998   8/12/13 4.215 -8,679 6,173 -2,506 347,428  399,340 48,089 447,428
    FT 30 Int Cons Airlines 25.48 509.014   2/03/14 499.638 -12,731 12,970 239 347,667  386,609 61,058 447,667
    Nikkei (FRA) MinebeaMitsumi 1,131.52 6.030   12/30/13 5.273 -5,967 6,823 857 348,524  380,642 67,881 448,524
      Softbank 188.66 27.751   12/30/13 31.625 -5,966 5,235 -731 347,793  374,676 73,117 447,793
  Buy HSI-Prop short New World Dev 7,380.41 0.882   7/28/14 0.887 6,511        381,187 66,606  
      The Wharf 3,518.89 1.850   7/28/14 2.205 6,511        387,698 60,095  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Petrobras 2,320.10 5.613   2/24/14 5.633 13,022        400,720 47,073  
    Nikkei (FRA) Hitachi Zosen 1,527.33 4.263   6/30/14 3.700 6,511        407,231 40,562  
      Nitto Denko 208.04 31.297   6/30/14 33.890 6,511        413,742 34,051  
2/17/14 Sell IBEX 35 short Repsol 713.89 17.625 17.425 1/27/14 17.525 -12,511 12,440 -71 347,721  401,231 46,490 447,721
    OBX 25 long DNO International 4,577.48 2.830   12/23/13 2.906 -13,304 12,955 -349 347,372  387,927 59,445 447,372
  Buy IBEX 35 Siemens Gamesa 1,517.18 8.351   3/10/14 8.580 12,670        400,597 46,775  
    OBX 25 short Petroleum Geo-Srvcs 1,666.01 7.605   6/02/14 7.980 12,670        413,267 34,105  
2/24/14 Sell MerVal short Petrobras 2,320.10 5.633 5.592 2/10/14 5.613 -13,022 12,974 -48 347,325  400,245 47,080 447,325
  Buy   long Edenor 39,300.48 0.315   12/15/14 0.569 12,360        412,605 34,720  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,294.03 6.187   11/18/13 5.021 -11,519 14,192 2,673 349,998  401,086 48,912 449,998
    GCX short Aurubis 313.52 38.880 42.396 2/03/14 40.600 -12,729 13,292 563 350,561  388,357 62,204 450,561
  Buy Nikkei (TYO) Hitachi Zosen 3,265.32 3.926   3/31/14 3.419 12,819        401,176 49,385  
    GCX long Vestas Wind Systems 512.40 25.018   4/14/14 29.233 12,819        413,995 36,566  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,517.18 8.580   2/17/14 8.351 -12,670 13,017 347 350,908  401,325 49,583 450,908
  Buy   short Inditex 596.66 20.970   6/09/14 21.750 12,512        413,837 37,071  
3/31/14 Sell SDAX long ADLER Real Estate 4,030.43 5.100   10/21/13 2.990 -12,051 20,555 8,504 359,413  401,786 57,626 459,413
    Nikkei (TYO) short Hitachi Zosen 3,265.32 3.419 4.508 3/03/14 3.926 -12,819 14,721 1,902 361,315  388,967 72,348 461,315
  Buy SDAX Koenig & Bauer 1,084.63 12.300   5/05/14 11.730 13,341        402,308 59,007  
    Nikkei (TYO) long MinebeaMitsumi 2,070.59 6.443   4/07/14 6.630 13,341        415,649 45,666  
4/07/14 Sell   long MinebeaMitsumi 2,070.59 6.630   3/31/14 6.443 -13,341 13,727 386 361,701  402,308 59,393 461,701
  Buy   short Hitachi Zosen 3,773.21 3.453   7/28/14 3.842 13,027        415,335 46,366  
4/14/14 Sell ISEQ 20 long Bank of Ireland 731.59 8.250   12/02/13 8.340 -6,101 6,036 -66 361,635  409,234 52,402 461,635
      Smurfit Kappa 353.92 17.010   12/02/13 17.240 -6,102 6,020 -81 361,554  403,132 58,422 461,554
    BAX Morphosys 182.24 58.270   7/01/13 44.145 -8,045 10,619 2,574 364,128  395,087 69,041 464,128
    GEX Manz 198.51 65.730   9/23/13 53.570 -10,634 13,048 2,414 366,542  384,453 82,089 466,542
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Vestas Wind Systems 512.40 29.233   3/03/14 25.018 -12,819 14,979 2,160 368,702  371,634 97,068 468,702
  Buy ISEQ 20 short C&C Group 1,578.57 4.480   1/19/15 3.322 7,072        378,706 89,996  
      Flutter 131.96 53.590   1/19/15 66.350 7,072        385,778 82,924  
    BAX Adva 4,415.86 3.203   4/21/14 3.210 14,144        399,922 68,780  
    GEX 4SC 2,467.40 5.732   1/26/15 3.657 14,144        414,066 54,636  
    GCX EJR 274.71 51.487   4/28/14 51.524 14,144        428,209 40,492  
4/21/14 Sell BAX short Adva 4,415.86 3.210 3.196 4/14/14 3.203 -14,144 14,113 -31 368,671  414,065 54,605 468,671
  Buy   long Sixt 452.16 28.930   5/05/14 28.890 13,081        427,146 41,524  
4/28/14 Sell Nordic 30 long Pandora 291.41 46.257   7/29/13 28.719 -8,369 13,480 5,111 373,781  418,777 55,004 473,781
    GCX short EJR 274.71 51.524 51.450 4/14/14 51.487 -14,144 14,134 -10 373,771  404,634 69,138 473,771
  Buy Germany SolarWorld 439.65 30.870   6/09/14 16.900 13,572        418,206 55,566  
    Nordic 30 Carlsberg A 183.87 73.812   5/05/14 74.896 13,572        431,777 41,994  
    GCX long Vestas Wind Systems 440.49 30.811   5/19/14 35.382 13,572        445,349 28,422  
5/05/14 Sell SDAX short Koenig & Bauer 1,084.63 11.730 12.898 3/31/14 12.300 -13,341 13,989 648 374,420  432,008 42,411 474,420
    Nordic 30 Carlsberg A 183.87 74.896 72.728 4/28/14 73.812 -13,572 13,373 -199 374,220  418,436 55,784 474,220
    BAX long Sixt 452.16 28.890   4/21/14 28.930 -13,081 13,063 -18 374,202  405,355 68,847 474,202
  Buy SDAX ADLER Real Estate 2,707.08 5.015   5/19/14 5.000 13,576        418,931 55,271  
    Nordic 30 Pandora 278.60 48.729   9/15/14 59.766 13,576        432,507 41,695  
    BAX short Adva 4,242.50 3.200   6/09/14 3.196 13,576        446,083 28,119  
5/12/14 Sell OMXH 25 short Outotec 1,846.20 8.620 4.774 12/09/13 6.697 -12,364 8,814 -3,550 370,652  433,719 36,933 470,652
    PSI 20 long Impresa 12,205.50 1.759   12/23/13 1.090 -13,304 21,469 8,165 378,817  420,415 58,402 478,817
  Buy OMXH 25 Outokumpu 2,010.48 6.680   5/19/14 6.250 13,430        433,845 44,972  
5/19/14 Sell SDAX long ADLER Real Estate 2,707.08 5.000   5/05/14 5.015 -13,576 13,535 -41 378,777  420,269 58,507 478,777
    OMXH 25 Outokumpu 2,010.48 6.250   5/12/14 6.680 -13,430 12,566 -865 377,912  406,839 71,073 477,912
    GCX Vestas Wind Systems 440.49 35.382   4/28/14 30.811 -13,572 15,585 2,013 379,926  393,268 86,658 479,926
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI Citic Pacific 10,934.07 1.295   11/10/14 1.393 14,164        407,432 72,494  
    SDAX short WCM 8,726.51 1.623   5/26/14 1.623 14,164        421,596 58,330  
    OMXH 25 YIT 1,914.05 7.400   1/26/15 5.508 14,164        435,760 44,166  
    GCX Energy Recovery 4,202.34 3.371   3/02/15 3.076 14,164        449,923 30,002  
5/26/14 Sell SDAX short WCM 8,726.51 1.623 1.623 5/19/14 1.623 -14,164 14,164 0 379,926  435,759 44,166  
  Buy   long ADLER Real Estate 2,382.18 5.500   6/09/14 6.050 13,102        448,861 31,064  
    HSI-C&I Tencent 1,288.34 10.170   10/06/14 12.196 13,102        461,964 17,962  
6/02/14 Sell SSE 50 short Poly Real Estate 20,764.79 0.591 0.695 12/23/13 0.641 -13,304 14,425 1,121 381,047  448,660 32,388 481,047
    HSI-Fin ICBC 26,059.25 0.478 0.460 1/06/14 0.469 -12,227 11,998 -229 380,818  436,433 44,385 480,818
    OBX 25 Petroleum Geo-Srvcs 1,666.01 7.980 7.230 2/17/14 7.605 -12,670 12,046 -624 380,194  423,763 56,431 480,194
    NZX 50 Chorus 12,253.42 1.063 0.811 1/20/14 0.937 -11,479 9,933 -1,546 378,647  412,284 66,364 478,647
  Buy SSE 50 long Sinolink Secs 11,847.83 1.150   6/23/14 1.117 13,625        425,909 52,739  
    HSI-Fin HK Exchgs & Clrg 995.59 13.685   9/29/14 17.213 13,625        439,534 39,114  
    OBX 25 Grieg Seafood 4,038.95 3.373   6/30/14 3.430 13,625        453,159 25,489  
    FT 30 National Grid 12.35 1,103.450   6/09/14 1,037.210 13,628        466,786 11,861  
    NZX 50 Tourism 19,567.72 0.696   7/21/14 0.758 13,625        480,411 -1,764  
6/09/14 Sell Germany short SolarWorld 439.65 16.900 56.388 4/28/14 30.870 -13,572 24,791 11,219 389,866  466,839 23,027 489,866
    SDAX long ADLER Real Estate 2,382.18 6.050   5/26/14 5.500 -13,102 14,412 1,310 391,176  453,737 37,439 491,176
    IBEX 35 short Inditex 596.66 21.750 20.190 3/10/14 20.970 -12,512 12,047 -465 390,711  441,225 49,486 490,711
    FT 30 long National Grid 12.35 1,037.210   6/02/14 1,103.450 -13,628 12,810 -818 389,893  427,598 62,295 489,893
    Topix (FRA) short Komatsu 781.50 16.815 14.471 11/25/13 15.643 -12,225 11,309 -916 388,977  415,373 73,604 488,977
    BAX Adva 4,242.50 3.196 3.204 5/05/14 3.200 -13,576 13,593 17 388,994  401,797 87,197 488,994
  Buy Germany long RIB Software 1,028.86 14.000   7/28/14 10.655 14,404        416,201 72,793  
    SDAX short WCM 9,006.16 1.599   12/29/14 1.381 14,404        430,605 58,389  
    IBEX 35 long Bankia 2,355.13 6.116   6/16/14 5.880 14,404        445,009 43,985  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 short Tesco 39.62 363.580   11/17/14 241.994 14,405        459,414 29,580  
    Topix (FRA) long Fujitsu 287.91 50.030   9/15/14 48.100 14,404        473,818 15,176  
    BAX Cancom 729.69 19.740   6/16/14 18.403 14,404        488,222 772  
6/16/14 Sell IBEX 35 long Bankia 2,355.13 5.880   6/09/14 6.116 -14,404 13,848 -556 388,438  473,818 14,620 488,438
    BAX Cancom 729.69 18.403   6/09/14 19.740 -14,404 13,428 -976 387,462  459,414 28,048 487,462
  Buy IBEX 35 short ArcelorMittal 393.02 32.790   3/02/15 28.860 12,887        472,301 15,161  
    BAX Adva 4,109.38 3.136   6/23/14 3.096 12,887        485,188 2,274  
6/23/14 Sell SSE 50 long Sinolink Secs 11,847.83 1.117   6/02/14 1.150 -13,625 13,234 -391 387,071  471,563 15,508 487,071
    CAC Next 20 Natixis 2,446.77 4.867   1/13/14 4.734 -11,583 11,908 325 387,397  459,980 27,417 487,397
    BAX short Adva 4,109.38 3.096 3.177 6/16/14 3.136 -12,887 13,053 166 387,563  447,093 40,470 487,563
  Buy SSE 50 Kangmei Pharma 15,313.23 0.862   7/07/14 0.868 13,200        460,293 27,270  
    CAC Next 20 Arkema 186.82 70.655   1/26/15 62.720 13,200        473,493 14,070  
    CAC Mid 60 CGG 38.44 343.360   1/19/15 153.600 13,199        486,691 872  
    BAX long Wacker Neuson 796.62 16.570   7/14/14 17.170 13,200        499,891 -12,328  
6/30/14 Sell OBX 25 long Grieg Seafood 4,038.95 3.430   6/02/14 3.373 -13,625 13,853 228 387,791  486,266 1,525 487,791
    Nikkei (FRA) short Hitachi Zosen 1,527.33 3.700 4.912 2/10/14 4.263 -6,511 7,502 991 388,782  479,755 9,027 488,782
      Nitto Denko 208.04 33.890 28.704 2/10/14 31.297 -6,511 5,972 -539 388,243  473,244 14,998 488,243
  Buy OBX 25 Norwegian 524.53 23.985   7/07/14 25.469 12,581        485,825 2,417  
    Nikkei (FRA) long Fujitsu 114.39 54.990   8/17/15 44.550 6,290        492,116 -3,873  
      MinebeaMitsumi 764.90 8.224   8/17/15 12.573 6,291        498,406 -10,164  
7/07/14 Sell SSE 50 short Kangmei Pharma 15,313.23 0.868 0.856 6/23/14 0.862 -13,200 13,102 -98 388,145  485,206 2,938 488,145
    OBX 25 Norwegian 524.53 25.469 22.502 6/30/14 23.985 -12,581 11,803 -778 387,367  472,625 14,741 487,367
  Buy SSE 50 long AVIC Aviation Engine 4,217.88 2.976   8/03/15 7.097 12,552        485,177 2,189  
    OBX 25 SalMar 931.17 13.480   7/28/14 14.639 12,552        497,729 -10,363  
7/14/14 Sell BAX long Wacker Neuson 796.62 17.170   6/23/14 16.570 -13,200 13,678 478 387,845  484,529 3,315 487,845
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/21/14 Sell NZX 50 long Tourism 19,567.72 0.758   6/02/14 0.696 -13,625 14,830 1,205 389,050  470,904 18,146 489,050
  Buy France short CGG 47.43 267.296   12/29/14 160.352 12,678        483,582 5,468  
    NZX 50 a2 Milk 32,360.90 0.392   7/28/14 0.401 12,679        496,261 -7,211  
7/28/14 Sell Germany long RIB Software 1,028.86 10.655   6/09/14 14.000 -14,404 10,963 -3,442 385,608  481,857 3,751 485,608
    MDAX Dürr 335.24 30.355   7/01/13 23.998 -8,045 10,176 2,131 387,740  473,812 13,928 487,740
    HSI-Prop short New World Dev 7,380.41 0.887 0.877 2/10/14 0.882 -6,511 6,474 -37 387,703  467,301 20,402 487,703
      The Wharf 3,518.89 2.205 1.496 2/10/14 1.850 -6,511 5,265 -1,246 386,456  460,790 25,666 486,456
    OBX 25 long SalMar 931.17 14.639   7/07/14 13.480 -12,552 13,631 1,079 387,536  448,238 39,298 487,536
    NZX 50 short a2 Milk 32,360.90 0.401 0.383 7/21/14 0.392 -12,679 12,391 -288 387,248  435,559 51,689 487,248
    Nikkei (TYO) Hitachi Zosen 3,773.21 3.842 3.063 4/07/14 3.453 -13,027 11,557 -1,470 385,778  422,532 63,245 485,778
  Buy Germany SolarWorld 915.00 15.000   1/12/15 12.350 13,725        436,257 49,520  
    MDAX Südzucker 988.48 13.885   2/02/15 11.245 13,725        449,982 35,795  
    HSI-Prop long CK Hutchison 499.82 13.730   8/24/15 10.950 6,862        456,845 28,933  
      Sino Land 5,481.23 1.252   8/24/15 1.200 6,863        463,707 22,070  
    OBX 25 short Petroleum Geo-Srvcs 2,126.92 6.453   8/11/14 6.127 13,725        477,432 8,345  
    NZX 50 long Tourism 18,445.10 0.744   2/22/16 1.542 13,725        491,157 -5,380  
    BAX Nemetschek 2,159.99 6.354   8/04/14 6.125 13,725        504,882 -19,105  
    Nikkei (TYO) MinebeaMitsumi 1,501.99 9.138   10/20/14 9.651 13,725        518,607 -32,830  
8/04/14 Sell HDAX long Dürr 467.18 28.230   1/23/12 9.125 -4,263 13,188 8,925 394,703  514,344 -19,641 494,703
    MIB Azimut 680.67 18.460   11/05/12 9.304 -6,333 12,565 6,232 400,935  508,011 -7,076 500,935
    BAX Nemetschek 2,159.99 6.125   7/28/14 6.354 -13,725 13,230 -495 400,440  494,286 6,154 500,440
    Indices Merval 17.31 750.468   8/12/13 501.316 -8,678 12,991 4,313 404,753  485,608 19,145 504,753
  Buy HDAX short Südzucker 1,005.91 13.020   1/12/15 11.160 13,097        498,705 6,048  
    Indices PSI 20 2.24 5,854.360   8/18/14 5,654.350 13,114        511,819 -7,066  
8/11/14 Sell ATX long Wienerberger 922.39 11.525   10/21/13 13.065 -12,051 10,631 -1,420 403,333  499,768 3,564 503,333
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX Continental 65.50 159.700   7/16/12 71.440 -4,679 10,460 5,781 409,114  495,089 14,025 509,114
    OBX 25 short Petroleum Geo-Srvcs 2,126.92 6.127 6.796 7/28/14 6.453 -13,725 14,455 730 409,844  481,364 28,480 509,844
  Buy ATX Raiffeisen Bank Int 711.69 18.910   2/16/15 13.795 13,458        494,822 15,022  
    DAX Adidas 234.26 57.450   8/18/14 60.070 13,458        508,280 1,563  
    OBX 25 long SalMar 1,021.66 13.173   8/18/14 12.880 13,458        521,738 -11,895  
8/18/14 Sell DAX short Adidas 234.26 60.070 54.830 8/11/14 57.450 -13,458 12,844 -614 409,230  508,280 950 509,230
    OBX 25 long SalMar 1,021.66 12.880   8/11/14 13.173 -13,458 13,159 -299 408,931  494,822 14,109 508,931
    Indices short PSI 20 2.24 5,654.350 6,061.440 8/04/14 5,854.360 -13,114 13,578 464 409,395  481,708 27,686 509,395
  Buy DAX long Vonovia 588.13 22.830   10/06/14 22.420 13,427        495,135 14,259  
    OBX 25 short Petroleum Geo-Srvcs 2,201.26 6.100   2/16/15 5.700 13,427        508,562 832  
    Indices long Merval 17.12 784.124   10/06/14 1,022.100 13,424        521,986 -12,592  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 745.42 31.864   7/01/13 10.793 -8,045 23,752 15,707 425,101  513,941 11,160 525,101
  Buy   short Demant 1,139.70 11.763   9/08/14 11.966 13,406        527,347 -2,246  
9/08/14 Sell   short Demant 1,139.70 11.966 11.559 9/01/14 11.763 -13,406 13,174 -232 424,869  513,941 10,928 524,869
  Buy   long Pandora 233.13 57.454   9/29/14 61.631 13,394        527,336 -2,466  
9/15/14 Sell Nordic 30 long Pandora 278.60 59.766   5/05/14 48.729 -13,576 16,651 3,075 427,944  513,760 14,184 527,944
    Topix (FRA) Fujitsu 287.91 48.100   6/09/14 50.030 -14,404 13,848 -556 427,388  499,356 28,033 527,388
  Buy Nordic 30 short Volvo 1,579.42 8.791   11/10/14 9.334 13,885        513,241 14,148  
    Topix (FRA) Aeon 1,768.56 7.851   1/05/15 8.291 13,885        527,125 263  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 995.59 17.213   6/02/14 13.685 -13,625 17,137 3,512 430,900  513,500 17,399 530,900
    TSX 60 Bausch Health 161.90 102.197   9/30/13 76.879 -12,447 16,546 4,099 434,999  501,054 33,945 534,999
    OMXC 20 Pandora 233.13 61.631   9/08/14 57.454 -13,394 14,368 974 435,973  487,659 48,313 535,973
  Buy HSI-Fin short ICBC 29,331.33 0.498   11/03/14 0.526 14,607        502,266 33,706  
    TSX 60 Yamana Gold 3,045.28 4.797   3/23/15 3.713 14,607        516,873 19,099  
10/06/14 Sell DAX long Vonovia 588.13 22.420   8/18/14 22.830 -13,427 13,186 -241 435,731  503,446 32,285 535,731
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Tencent 1,288.34 12.196   5/26/14 10.170 -13,102 15,713 2,611 438,342  490,344 47,998 538,342
    Indices Merval 17.12 1,022.100   8/18/14 784.124 -13,424 17,498 4,074 442,416  476,920 65,496 542,416
  Buy DAX short Deutsche Lufthansa 1,258.03 12.080   11/17/14 13.145 15,197        492,117 50,299  
    HSI-C&I Galaxy Entertainment 3,084.81 4.926   4/13/15 4.822 15,197        507,314 35,102  
    PSI 20 Pharol 9,323.31 1.630   2/23/15 0.697 15,197        522,511 19,905  
    Indices PSI 20 2.74 5,537.710   2/23/15 5,494.440 15,173        537,685 4,732  
10/13/14 Sell S&P 100 long Gilead 260.35 79.611   9/17/12 25.063 -6,525 20,727 14,202 456,618  531,159 25,459 556,618
    BEL 20 KBC 244.94 40.740   7/15/13 31.350 -7,679 9,979 2,300 458,918  523,481 35,437 558,918
    OMXS 30 Nokia 1,233.05 6.407   7/08/13 3.186 -3,928 7,900 3,972 462,890  519,553 43,337 562,890
      Kinnevik 179.63 22.475   7/08/13 21.868 -3,928 4,037 109 462,999  515,624 47,374 562,999
  Buy S&P 100 short General Motors 652.67 23.379   10/27/14 23.689 15,259        530,884 32,115  
    BEL 20 Galapagos 1,372.83 11.115   11/17/14 12.800 15,259        546,143 16,856  
    OMXS 30 Lundin 682.94 11.172   11/03/14 11.400 7,629        553,772 9,227  
      MTG 329.92 23.125   11/03/14 24.302 7,629        561,401 1,597  
10/20/14 Sell Kospi 50 long Amorepacific Group 175.46 87.497   7/23/12 26.166 -4,591 15,352 10,761 473,760  556,810 16,950 573,760
    Europe 50 Roche 18.03 222.572   12/19/11 129.719 -2,339 4,013 1,674 475,434  554,471 20,963 575,434
    Nikkei (TYO) MinebeaMitsumi 1,501.99 9.651   7/28/14 9.138 -13,725 14,495 770 476,204  540,746 35,458 576,204
    SP Global 100 Apple 75.07 77.950   4/30/12 62.953 -4,726 5,852 1,126 477,330  536,021 41,309 577,330
  Buy Kospi 50 short Hyundai Heavy 185.04 83.577   12/08/14 94.176 15,465        551,486 25,844  
    Europe 50 Deutsche Bank 640.64 24.140   11/10/14 24.160 15,465        566,951 10,379  
    Nikkei (TYO) Toyo Seikan 1,883.33 8.212   10/27/14 8.725 15,465        582,416 -5,086  
    SP Global 100 Deutsche Bank 640.64 24.140   11/03/14 24.800 15,465        597,881 -20,551  
10/27/14 Sell S&P 100 short General Motors 652.67 23.689 23.070 10/13/14 23.379 -15,259 15,057 -202 477,128  582,622 -5,494 577,128
    Nikkei (TYO) Toyo Seikan 1,883.33 8.725 7.698 10/20/14 8.212 -15,465 14,498 -967 476,161  567,157 9,004 576,161
    DJ Global Titans long Alphabet A 32.58 433.045   12/23/13 408.320 -13,303 14,109 806 476,966  553,854 23,113 576,966
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 Gilead 169.18 88.668   6/08/15 100.700 15,001        568,855 8,112  
    Nikkei (TYO) MinebeaMitsumi 1,431.75 10.477   8/24/15 10.589 15,001        583,856 -6,889  
    DJ Global Titans short Samsung Electronics 915.44 16.387   11/10/14 18.745 15,001        598,856 -21,890  
11/03/14 Sell HSI-Fin short ICBC 29,331.33 0.526 0.470 9/29/14 0.498 -14,607 13,797 -810 476,157  584,249 -8,093 576,157
    OMXS 30 Lundin 682.94 11.400 10.943 10/13/14 11.172 -7,629 7,473 -156 476,001  576,620 -620 576,001
      MTG 329.92 24.302 21.949 10/13/14 23.125 -7,629 7,241 -388 475,612  568,991 6,622 575,612
    SP Global 100 Deutsche Bank 640.64 24.800 23.480 10/20/14 24.140 -15,465 15,042 -423 475,190  553,526 21,664 575,190
  Buy HSI-Fin long HK Exchgs & Clrg 844.48 17.669   11/24/14 17.528 14,921        568,447 6,743  
    OMXC 20 Pandora 223.77 66.679   11/17/14 66.322 14,921        583,367 -8,178  
    OMXS 30 Boliden 568.77 13.117   6/08/15 18.209 7,461        590,828 -15,638  
      Electrolux 332.24 22.455   6/08/15 27.196 7,461        598,289 -23,099  
    SP Global 100 Apple 170.35 87.590   8/24/15 88.846 14,921        613,209 -38,020  
11/10/14 Sell HSI long Citic Pacific 10,934.07 1.393   5/19/14 1.295 -14,164 15,231 1,067 476,257  599,045 -22,789 576,257
    Europe 50 short Deutsche Bank 640.64 24.160 24.120 10/20/14 24.140 -15,465 15,452 -13 476,244  583,580 -7,337 576,244
    Nordic 30 Volvo 1,579.42 9.334 8.249 9/15/14 8.791 -13,885 13,028 -857 475,387  569,695 5,692 575,387
    DJ Global Titans Samsung Electronics 915.44 18.745 14.028 10/27/14 16.387 -15,001 12,842 -2,159 473,228  554,694 18,534 573,228
  Buy HSI Kunlun Energy 14,281.30 1.036   1/12/15 0.825 14,794        569,488 3,740  
    Europe 50 long Novartis 238.94 61.916   8/24/15 69.088 14,794        584,283 -11,054  
    Nordic 30 Pandora 217.07 68.154   6/01/15 91.032 14,794        599,077 -25,849  
    DJ Global Titans Apple 168.89 87.597   12/15/14 86.984 14,794        613,871 -40,643  
11/17/14 Sell DAX short Deutsche Lufthansa 1,258.03 13.145 11.015 10/06/14 12.080 -15,197 13,857 -1,340 471,889  598,674 -26,786 571,889
    BEL 20 Galapagos 1,372.83 12.800 9.430 10/13/14 11.115 -15,259 12,946 -2,313 469,575  583,415 -13,840 569,575
    OMXC 20 long Pandora 223.77 66.322   11/03/14 66.679 -14,921 14,841 -80 469,495  568,494 1,001 569,495
    FT 30 short Tesco 39.62 241.994 546.255 6/09/14 363.580 -14,405 21,643 7,238 476,733  554,089 22,644 576,733
  Buy DAX long Merck (EMD) 195.43 76.670   7/06/15 90.640 14,984        569,073 7,660  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Proximus 491.28 30.500   11/24/14 30.740 14,984        584,057 -7,324  
    OMXC 20 short FLSmidth 451.58 33.181   11/24/14 35.297 14,984        599,041 -22,308  
    FT 30 long Man Group 88.38 169.534   12/15/14 177.040 14,983        614,024 -37,291  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 844.48 17.528   11/03/14 17.669 -14,921 14,802 -119 476,614  599,103 -22,489 576,614
    BEL 20 Proximus 491.28 30.740   11/17/14 30.500 -14,984 15,102 118 476,732  584,119 -7,387 576,732
    OMXC 20 short FLSmidth 451.58 35.297 31.065 11/17/14 33.181 -14,984 14,028 -956 475,776  569,135 6,641 575,776
  Buy HSI-Fin HSBC 1,821.89 7.992   1/26/15 8.332 14,560        583,695 -7,919  
    BEL 20 Galapagos 1,128.68 12.900   12/01/14 13.020 14,560        598,255 -22,479  
    OMXC 20 long Pandora 216.64 67.207   8/17/15 107.440 14,560        612,815 -37,039  
12/01/14 Sell BEL 20 short Galapagos 1,128.68 13.020 12.780 11/24/14 12.900 -14,560 14,425 -135 475,641  598,255 -22,614 575,641
  Buy   long Proximus 437.36 31.610   12/15/14 29.550 13,825        612,080 -36,439  
12/08/14 Sell Kospi 50 short Hyundai Heavy 185.04 94.176 72.978 10/20/14 83.577 -15,465 13,504 -1,961 473,680  596,615 -22,935 573,680
  Buy   long Amorepacific Group 166.01 82.934   7/06/15 157.893 13,768        610,383 -36,703  
12/15/14 Sell BEL 20 long Proximus 437.36 29.550   12/01/14 31.610 -13,825 12,924 -901 472,779  596,558 -23,779 572,779
    MerVal Edenor 39,300.48 0.569   2/24/14 0.315 -12,360 22,346 9,986 482,765  584,198 -1,433 582,765
    FT 30 Man Group 88.38 177.040   11/17/14 169.534 -14,983 15,647 663 483,428  569,214 14,214 583,428
    DJ Global Titans Apple 168.89 86.984   11/10/14 87.597 -14,794 14,691 -104 483,325  554,420 28,905 583,325
  Buy BEL 20 short Umicore 982.03 15.585   1/19/15 16.578 15,305        569,725 13,600  
    MerVal Petrobras 4,652.54 3.290   2/09/15 4.188 15,305        585,030 -1,705  
    FT 30 Tesco 73.86 207.217   12/22/14 230.720 15,305        600,335 -17,010  
    DJ Global Titans Gazprom 4,586.45 3.337   3/02/15 4.494 15,305        615,640 -32,315  
12/22/14 Sell TecDAX short SMA Solar 212.20 14.800 46.789 5/21/12 26.315 -5,584 9,929 4,345 487,669  610,056 -22,387 587,669
    FT 30 Tesco 73.86 230.720 183.715 12/15/14 207.217 -15,305 13,569 -1,736 485,933  594,751 -8,817 585,933
  Buy TecDAX long Dialog Semiconductor 492.64 29.285   6/01/15 51.190 14,427        609,178 -23,244  
    FT 30 Man Group 71.91 200.637   1/05/15 211.401 14,428        623,606 -37,672  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/29/14 Sell France short CGG 47.43 160.352 445.565 7/21/14 267.296 -12,678 21,133 8,455 494,389  610,928 -16,539 594,389
    SDAX WCM 9,006.16 1.381 1.852 6/09/14 1.599 -14,404 16,676 2,272 496,661  596,524 137 596,661
  Buy France long Adocia 312.77 47.700   6/08/15 66.230 14,919        611,443 -14,782  
    SDAX Patrizia Immobilien 1,212.93 12.300   1/19/15 14.055 14,919        626,362 -29,701  
    BAX KUKA 251.71 59.270   7/27/15 74.330 14,919        641,281 -44,620  
1/05/15 Sell FT 30 long Man Group 71.91 211.401   12/22/14 200.637 -14,428 15,202 774 497,435  626,853 -29,418 597,435
    Topix (FRA) short Aeon 1,768.56 8.291 7.411 9/15/14 7.851 -13,885 13,107 -778 496,656  612,968 -16,312 596,656
  Buy FT 30 Tesco 62.51 232.106   1/19/15 288.206 14,509        627,477 -30,821  
    Topix (FRA) long Oriental Land 302.70 47.929   2/02/15 54.216 14,508        641,985 -45,329  
1/12/15 Sell Germany short SolarWorld 915.00 12.350 18.219 7/28/14 15.000 -13,725 16,670 2,945 499,601  628,260 -28,659 599,601
    HSI Kunlun Energy 14,281.30 0.825 1.300 11/10/14 1.036 -14,794 18,571 3,777 503,379  613,466 -10,087 603,379
    HDAX Südzucker 1,005.91 11.160 15.190 8/04/14 13.020 -13,097 15,280 2,183 505,562  600,369 5,193 605,562
  Buy Germany long Ströer Media 620.27 24.615   6/15/15 40.315 15,268        615,637 -10,075  
    HSI China Life Ins HK 4,606.98 3.314   7/13/15 3.728 15,268        630,905 -25,343  
    HDAX Ströer Media 620.27 24.615   8/24/15 47.670 15,268        646,173 -40,611  
1/19/15 Sell SDAX long Patrizia Immobilien 1,212.93 14.055   12/29/14 12.300 -14,919 17,048 2,129 507,690  631,254 -23,564 607,690
    ISEQ 20 short C&C Group 1,578.57 3.322 6.042 4/14/14 4.480 -7,072 9,537 2,465 510,156  624,182 -14,026 610,156
      Flutter 131.96 66.350 40.830 4/14/14 53.590 -7,072 5,388 -1,684 508,472  617,110 -8,638 608,472
    BEL 20 Umicore 982.03 16.578 14.593 12/15/14 15.585 -15,305 14,330 -975 507,497  601,805 5,692 607,497
    FT 30 Tesco 62.51 288.206 176.006 1/05/15 232.106 -14,509 11,002 -3,507 503,990  587,296 16,694 603,990
    CAC Mid 60 CGG 38.44 153.600 767.553 6/23/14 343.360 -13,199 29,505 16,306 520,296  574,097 46,199 620,296
  Buy SDAX SGL Carbon 1,182.54 14.090   1/26/15 15.480 16,662        590,759 29,537  
    ISEQ 20 long Glanbia 601.52 13.850   6/08/15 17.420 8,331        599,091 21,206  
      Ryanair Holdings 856.22 9.730   6/08/15 11.660 8,331        607,422 12,875  
    BEL 20 bpost 728.87 22.860   9/28/15 21.000 16,662        624,084 -3,787  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 79.40 209.841   6/08/15 231.072 16,661        640,745 -20,449  
    CAC Mid 60 Adocia 263.64 63.200   6/08/15 66.230 16,662        657,407 -37,111  
1/26/15 Sell SDAX short SGL Carbon 1,182.54 15.480 12.700 1/19/15 14.090 -16,662 15,018 -1,644 518,653  640,745 -22,092 618,653
    HSI-Fin HSBC 1,821.89 8.332 7.651 11/24/14 7.992 -14,560 13,940 -620 518,032  626,185 -8,153 618,032
    OMXH 25 YIT 1,914.05 5.508 9.942 5/19/14 7.400 -14,164 19,029 4,865 522,898  612,021 10,877 622,898
    CAC Next 20 Arkema 186.82 62.720 79.594 6/23/14 70.655 -13,200 14,870 1,670 524,567  598,821 25,746 624,567
    GEX 4SC 2,467.40 3.657 8.986 4/14/14 5.732 -14,144 22,172 8,028 532,596  584,677 47,919 632,596
  Buy SDAX long Patrizia Immobilien 1,137.93 14.950   6/29/15 22.015 17,012        601,689 30,907  
    MIB Fiat Chrysler 2,135.53 7.966   9/21/15 8.487 17,012        618,701 13,895  
    HSI-Fin China Life Ins HK 4,553.90 3.736   8/03/15 3.251 17,012        635,713 -3,117  
    OMXH 25 Neste Oil 2,105.45 8.080   5/11/15 7.640 17,012        652,725 -20,129  
    CAC Next 20 Ingenico 183.20 92.860   8/24/15 111.350 17,012        669,737 -37,141  
    GEX Ströer Media 635.96 26.750   6/01/15 38.770 17,012        686,749 -54,153  
2/02/15 Sell MDAX short Südzucker 988.48 11.245 17.145 7/28/14 13.885 -13,725 16,947 3,222 535,818  673,024 -37,206 635,818
    AEX KPN 1,573.08 2.756 4.771 10/15/12 3.626 -5,704 7,505 1,801 537,619  667,320 -29,702 637,619
    Topix (FRA) long Oriental Land 302.70 54.216   1/05/15 47.929 -14,508 16,411 1,903 539,522  652,812 -13,291 639,522
  Buy MDAX Ströer Media 607.02 25.790   11/16/15 61.450 15,655        668,467 -28,946  
    AEX Altice 5,867.69 2.668   6/08/15 4.147 15,655        684,122 -44,601  
    Topix (FRA) short Orix 1,572.10 9.958   2/09/15 10.802 15,655        699,777 -60,256  
2/09/15 Sell MerVal short Petrobras 4,652.54 4.188 2.392 12/15/14 3.290 -15,305 11,127 -4,178 535,344  684,472 -49,129 635,344
    Topix (FRA) Orix 1,572.10 10.802 9.114 2/02/15 9.958 -15,655 14,328 -1,327 534,017  668,817 -34,800 634,017
  Buy MerVal long Aluar 15,980.37 0.937   2/16/15 0.944 14,980        683,797 -49,780  
    Topix (FRA) Sony 662.04 22.627   5/18/15 28.471 14,980        698,777 -64,760  
2/16/15 Sell ATX short Raiffeisen Bank Int 711.69 13.795 25.922 8/11/14 18.910 -13,458 18,448 4,990 539,007  685,319 -46,312 639,007
    OBX 25 Petroleum Geo-Srvcs 2,201.26 5.700 6.528 8/18/14 6.100 -13,427 14,370 943 539,950  671,892 -31,942 639,950
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Aluar 15,980.37 0.944   2/09/15 0.937 -14,980 15,087 107 540,057  656,912 -16,855 640,057
  Buy ATX Zumtobel 738.56 21.095   9/07/15 23.775 15,580        672,492 -32,435  
    OBX 25 Frontline 1,251.57 12.448   2/23/15 11.234 15,580        688,072 -48,015  
    MerVal short Petrobras 3,680.26 4.233   2/23/15 3.907 15,580        703,652 -63,595  
2/23/15 Sell PSI 20 short Pharol 9,323.31 0.697 3.812 10/06/14 1.630 -15,197 35,540 20,343 560,399  688,455 -28,056 660,399
    OBX 25 long Frontline 1,251.57 11.234   2/16/15 12.448 -15,580 14,060 -1,520 558,879  672,875 -13,996 658,879
    MerVal short Petrobras 3,680.26 3.907 4.587 2/16/15 4.233 -15,580 16,880 1,300 560,180  657,295 2,885 660,180
    Indices PSI 20 2.74 5,494.440 5,581.320 10/06/14 5,537.710 -15,173 15,293 119 560,299  642,122 18,177 660,299
  Buy CAC 40 long Peugeot 1,163.70 14.575   7/06/15 18.595 16,961        659,083 1,216  
    PSI 20 Altri 5,608.80 3.024   5/25/15 4.081 16,961        676,044 -15,745  
    OBX 25 short Seadrill 6.02 2,815.850   4/13/15 2,712.370 16,951        692,995 -32,696  
    MerVal long Comercial del Plata 68,584.71 0.247   3/02/15 0.261 16,961        709,956 -49,657  
    Indices SSE 50 ew 50.41 336.435   7/27/15 382.611 16,960        726,916 -66,617  
3/02/15 Sell IBEX 35 short ArcelorMittal 393.02 28.860 37.255 6/16/14 32.790 -12,887 14,642 1,755 562,054  714,029 -51,975 662,054
    MerVal long Comercial del Plata 68,584.71 0.261   2/23/15 0.247 -16,961 17,907 946 563,001  697,068 -34,067 663,001
    DJ Global Titans short Gazprom 4,586.45 4.494 2.180 12/15/14 3.337 -15,305 9,998 -5,307 557,694  681,763 -24,069 657,694
    GCX Energy Recovery 4,202.34 3.076 3.693 5/19/14 3.371 -14,164 15,521 1,357 559,051  667,599 -8,548 659,051
  Buy IBEX 35 long Intl. Cons. Airlines 2,058.48 7.900   3/09/15 7.660 16,262        683,861 -24,810  
    MerVal short Petrobras 4,162.49 3.907   3/09/15 3.523 16,262        700,123 -41,072  
    DJ Global Titans long Apple 140.89 115.424   3/30/15 116.674 16,262        716,385 -57,334  
    GCX Shimano 116.87 139.151   6/01/15 129.753 16,263        732,647 -73,596  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,058.48 7.660   3/02/15 7.900 -16,262 15,768 -494 558,557  716,385 -57,828 658,557
    MerVal short Petrobras 4,162.49 3.523 4.333 3/02/15 3.907 -16,262 18,035 1,773 560,330  700,123 -39,793 660,330
  Buy IBEX 35 Endesa 879.42 17.640   3/23/15 18.130 15,513        715,636 -55,306  
    MerVal long Comercial del Plata 55,882.56 0.278   6/29/15 0.285 15,513        731,149 -70,819  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/23/15 Sell IBEX 35 short Endesa 879.42 18.130 17.150 3/09/15 17.640 -15,513 15,082 -431 559,899  715,636 -55,737 659,899
    TSX 60 Yamana Gold 3,045.28 3.713 6.196 9/29/14 4.797 -14,607 18,868 4,261 564,160  701,029 -36,869 664,160
  Buy IBEX 35 long Intl. Cons. Airlines 1,936.05 8.100   5/11/15 7.890 15,682        716,711 -52,551  
    TSX 60 Bausch Health 84.41 185.781   5/11/15 200.704 15,682        732,393 -68,233  
3/30/15 Sell DJ Global Titans long Apple 140.89 116.674   3/02/15 115.424 -16,262 16,438 176 564,336  716,131 -51,795 664,336
  Buy   short ConocoPhilips 259.15 59.090   4/27/15 61.591 15,313        731,444 -67,108  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 3,084.81 4.822 5.033 10/06/14 4.926 -15,197 15,525 328 564,664  716,247 -51,583 664,664
    OBX 25 Seadrill 6.02 2,712.370 2,923.280 2/23/15 2,815.850 -16,951 17,598 647 565,311  699,296 -33,985 665,311
    ÖkoDAX SolarWorld 63.89 14.550 772.962 4/29/13 106.050 -6,776 49,385 42,609 607,920  692,520 15,400 707,920
  Buy HSI-C&I long Tencent 868.69 20.815   7/06/15 17.093 18,082        710,602 -2,682  
    OBX 25 Frontline 1,321.27 13.685   5/18/15 12.057 18,082        728,684 -20,764  
4/27/15 Sell DJ Global Titans short ConocoPhilips 259.15 61.591 56.589 3/30/15 59.090 -15,313 14,665 -648 607,272  713,371 -6,099 707,272
  Buy   long Mitsubishi UFJ 2,701.55 6.489   6/08/15 6.373 17,529        730,900 -23,628  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,936.05 7.890   3/23/15 8.100 -15,682 15,275 -407 606,865  715,218 -8,353 706,865
    OMXH 25 Neste Oil 2,105.45 7.640   1/26/15 8.080 -17,012 16,086 -926 605,939  698,206 7,733 705,939
    TSX 60 Bausch Health 84.41 200.704   3/23/15 185.781 -15,682 16,941 1,260 607,198  682,524 24,674 707,198
  Buy IBEX 35 short Obrascón Huarte Lain 955.90 19.140   4/25/16 5.840 18,296        700,820 6,378  
    OMXH 25 Outokumpu 3,494.94 5.235   1/04/16 2.584 18,296        719,116 -11,918  
    TSX 60 Cenovus Energy 1,179.93 15.506   3/21/16 12.064 18,296        737,412 -30,214  
5/18/15 Sell OBX 25 long Frontline 1,321.27 12.057   4/13/15 13.685 -18,082 15,930 -2,152 605,047  719,330 -14,283 705,047
    Topix (FRA) Sony 662.04 28.471   2/09/15 22.627 -14,980 18,849 3,869 608,916  704,350 4,565 708,916
  Buy OBX 25 short REC Silicon 8,427.59 2.117   6/01/15 1.852 17,837        722,187 -13,272  
    Topix (FRA) Toshiba 595.96 29.930   5/25/15 30.510 17,837        740,024 -31,109  
5/25/15 Sell PSI 20 long Altri 5,608.80 4.081   2/23/15 3.024 -16,961 22,890 5,929 614,844  723,063 -8,219 714,844
    Topix (FRA) short Toshiba 595.96 30.510 29.350 5/18/15 29.930 -17,837 17,491 -346 614,499  705,226 9,272 714,499
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Pharol 35,478.43 0.510   11/23/15 0.369 18,094        723,320 -8,822  
    Topix (FRA) long Sony 634.88 28.500   6/01/15 28.394 18,094        741,414 -26,916  
6/01/15 Sell TecDAX long Dialog Semiconductor 492.64 51.190   12/22/14 29.285 -14,427 25,218 10,791 625,290  726,987 -1,698 725,290
    OBX 25 short REC Silicon 8,427.59 1.852 2.418 5/18/15 2.117 -17,837 20,380 2,543 627,833  709,150 18,683 727,833
    Nordic 30 long Pandora 217.07 91.032   11/10/14 68.154 -14,794 19,760 4,966 632,799  694,356 38,443 732,799
    Topix (FRA) Sony 634.88 28.394   5/25/15 28.500 -18,094 18,027 -67 632,732  676,262 56,470 732,732
    GEX Ströer Media 635.96 38.770   1/26/15 26.750 -17,012 24,656 7,644 640,376  659,250 81,126 740,376
    GCX Shimano 116.87 129.753   3/02/15 139.151 -16,263 15,164 -1,098 639,278  642,988 96,290 739,278
  Buy TecDAX short Aixtron 3,027.39 6.900   4/25/16 4.108 20,889        663,877 75,401  
    OBX 25 long Frontline 1,674.37 12.476   6/08/15 12.298 20,889        684,765 54,513  
    Nordic 30 short Fortum 1,206.06 17.320   11/30/15 13.820 20,889        705,654 33,624  
    Topix (FRA) Toshiba 640.57 32.610   11/16/15 22.410 20,889        726,543 12,735  
    GEX ZhongDe Waste Tech 9,495.00 2.200   11/23/15 1.980 20,889        747,432 -8,154  
    GCX REC Silicon 11,276.72 1.852   9/16/19 0.468 20,889        768,321 -29,043  
6/08/15 Sell S&P 100 long Gilead 169.18 100.700   10/27/14 88.668 -15,001 17,036 2,036 641,314  753,321 -12,007 741,314
    France Adocia 312.77 66.230   12/29/14 47.700 -14,919 20,715 5,796 647,109  738,401 8,708 747,109
    AEX Altice 5,867.69 4.147   2/02/15 2.668 -15,655 24,333 8,678 655,788  722,746 33,041 755,788
    ISEQ 20 Glanbia 601.52 17.420   1/19/15 13.850 -8,331 10,478 2,147 657,935  714,415 43,520 757,935
      Ryanair Holdings 856.22 11.660   1/19/15 9.730 -8,331 9,984 1,653 659,588  706,084 53,503 759,588
    OBX 25 Frontline 1,674.37 12.298   6/01/15 12.476 -20,889 20,592 -297 659,290  685,195 74,095 759,290
    OMXS 30 Boliden 568.77 18.209   11/03/14 13.117 -7,461 10,357 2,896 662,186  677,735 84,451 762,186
      Electrolux 332.24 27.196   11/03/14 22.455 -7,461 9,035 1,575 663,761  670,274 93,487 763,761
    FT 30 Man Group 79.40 231.072   1/19/15 209.841 -16,661 18,347 1,686 665,447  653,613 111,834 765,447
    CAC Mid 60 Adocia 263.64 66.230   1/19/15 63.200 -16,662 17,461 799 666,246  636,951 129,295 766,246
    DJ Global Titans Mitsubishi UFJ 2,701.55 6.373   4/27/15 6.489 -17,529 17,217 -312 665,933  619,422 146,511 765,933
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 282.85 80.648   6/15/15 80.979 22,811        642,233 123,700  
    France Solocal 1,682.23 13.560   11/23/15 7.557 22,811        665,044 100,889  
    ISEQ 20 Aryzta 1,017.44 11.210   8/10/15 10.893 11,406        676,450 89,483  
      FBD Holdings 1,229.84 9.274   8/10/15 7.120 11,406        687,855 78,078  
    OBX 25 DNO International 17,905.02 1.274   12/21/15 0.607 22,811        710,666 55,267  
    OMXS 30 SSAB 2,227.64 5.120   10/26/15 3.388 11,406        722,072 43,861  
      Telia Company 2,168.88 5.259   10/26/15 4.765 11,405        733,477 32,456  
    FT 30 Tate & Lyle 30.27 753.704   12/28/15 807.108 22,815        756,292 9,641  
    DJ Global Titans BHP 1,199.34 19.020   7/13/15 17.787 22,811        779,103 -13,170  
6/15/15 Sell S&P 100 short Norfolk Southern 282.85 80.979 80.318 6/08/15 80.648 -22,811 22,718 -93 665,840  756,292 9,548 765,840
    Germany long Ströer Media 620.27 40.315   1/12/15 24.615 -15,268 25,006 9,738 675,578  741,024 34,554 775,578
  Buy S&P 100 Starbucks 437.14 46.330   7/06/15 49.123 20,253        761,277 14,301  
    Germany short Gerry Weber 1,034.90 19.570   11/30/15 14.070 20,253        781,530 -5,952  
6/29/15 Sell SDAX long Patrizia Immobilien 1,137.93 22.015   1/26/15 14.950 -17,012 25,052 8,039 683,618  764,518 19,100 783,618
    MerVal Comercial del Plata 55,882.56 0.285   3/09/15 0.278 -15,513 15,921 408 684,025  749,005 35,021 784,025
  Buy SDAX short Gerry Weber 1,003.73 20.400   6/06/16 12.015 20,476        769,481 14,545  
    MerVal Tenaris 1,211.63 16.900   10/12/15 18.087 20,476        789,957 -5,931  
7/06/15 Sell S&P 100 long Starbucks 437.14 49.123   6/15/15 46.330 -20,253 21,473 1,221 685,246  769,704 15,542 785,246
    Kospi 50 Amorepacific Group 166.01 157.893   12/08/14 82.934 -13,768 26,212 12,444 697,690  755,936 41,754 797,690
    CAC 40 Peugeot 1,163.70 18.595   2/23/15 14.575 -16,961 21,639 4,678 702,368  738,975 63,393 802,368
    DAX Merck (EMD) 195.43 90.640   11/17/14 76.670 -14,984 17,714 2,730 705,098  723,991 81,107 805,098
    HSI-C&I Tencent 868.69 17.093   4/13/15 20.815 -18,082 14,848 -3,234 701,865  705,909 95,955 801,865
  Buy S&P 100 short Norfolk Southern 285.40 78.643   7/13/15 78.579 22,445        728,354 73,511  
    CAC 40 ArcelorMittal 889.62 25.230   3/27/17 22.800 22,445        750,799 51,066  
    DAX RWE 1,166.58 19.240   7/13/15 20.205 22,445        773,244 28,621  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Sands China 6,633.47 3.384   5/09/16 3.084 22,445        795,689 6,176  
7/13/15 Sell S&P 100 short Norfolk Southern 285.40 78.579 78.708 7/06/15 78.643 -22,445 22,463 18 701,883  773,244 28,639 801,883
    HSI long China Life Ins HK 4,606.98 3.728   1/12/15 3.314 -15,268 17,177 1,909 703,792  757,976 45,815 803,792
    DAX short RWE 1,166.58 20.205 18.275 7/06/15 19.240 -22,445 21,319 -1,126 702,666  735,531 67,135 802,666
    DJ Global Titans BHP 1,199.34 17.787 20.338 6/08/15 19.020 -22,811 24,392 1,581 704,247  712,720 91,527 804,247
  Buy S&P 100 long Amazon.com 54.09 414.042   7/27/15 479.746 22,396        735,116 69,131  
    HSI short China Shenhua HK 12,057.94 1.857   4/18/16 1.521 22,394        757,510 46,737  
    DAX long Fresenius 365.56 61.260   7/27/15 61.200 22,394        779,904 24,343  
    DJ Global Titans Mitsubishi UFJ 3,565.13 6.281   7/27/15 6.435 22,394        802,298 1,949  
7/20/15 Sell DJTA long Avis Budget 472.50 38.916   9/24/12 12.419 -5,868 18,388 12,520 716,767  796,430 20,337 816,767
  Buy   short Avis Budget 537.75 38.916   8/03/15 39.514 20,927        817,357 -590  
7/27/15 Sell S&P 100 long Amazon.com 54.09 479.746   7/13/15 414.042 -22,396 25,949 3,554 720,321  794,961 25,359 820,321
    DAX Fresenius 365.56 61.200   7/13/15 61.260 -22,394 22,372 -22 720,299  772,567 47,731 820,299
    BAX KUKA 251.71 74.330   12/29/14 59.270 -14,919 18,710 3,791 724,089  757,648 66,441 824,089
    Indices SSE 50 ew 50.41 382.611   2/23/15 336.435 -16,960 19,287 2,328 726,417  740,689 85,728 826,417
    DJ Global Titans Mitsubishi UFJ 3,565.13 6.435   7/13/15 6.281 -22,394 22,942 548 726,965  718,295 108,670 826,965
  Buy S&P 100 short ConocoPhilips 512.32 45.655   3/07/16 37.595 23,390        741,685 85,280  
    DAX RWE 1,260.92 18.550   10/19/15 12.230 23,390        765,075 61,890  
    BAX Grammer 890.71 26.260   11/09/15 23.675 23,390        788,465 38,500  
    Indices RTX 22.20 1,053.370   6/06/16 1,104.740 23,385        811,850 15,115  
    DJ Global Titans ConocoPhilips 512.32 45.655   8/03/15 45.385 23,390        835,240 -8,275  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 4,217.88 7.097   7/07/14 2.976 -12,552 29,934 17,382 744,347  822,688 21,659 844,347
    HSI-Fin China Life Ins HK 4,553.90 3.251   1/26/15 3.736 -17,012 14,802 -2,210 742,137  805,676 36,462 842,137
    DJTA short Avis Budget 537.75 39.514 38.317 7/20/15 38.916 -20,927 20,605 -322 741,815  784,749 57,066 841,815
    DJ Global Titans ConocoPhilips 512.32 45.385 45.927 7/27/15 45.655 -23,390 23,530 139 741,955  761,359 80,596 841,955
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 China Northern Rare 11,080.52 2.081   1/04/16 1.789 23,063        784,422 57,533  
    HSI-Fin ICBC 36,877.20 0.625   1/04/16 0.538 23,063        807,485 34,470  
    DJTA long JetBlue Airways 1,070.83 21.538   8/24/15 18.277 23,063        830,548 11,407  
    SMI UBS 1,092.92 21.102   8/17/15 20.081 23,063        853,611 -11,656  
    SLI Vifor Pharma 217.23 106.171   8/24/15 107.513 23,064        876,674 -34,720  
    DJ Global Titans Mitsubishi UFJ 3,555.92 6.486   8/24/15 5.389 23,063        899,737 -57,783  
8/10/15 Sell ISEQ 20 short Aryzta 1,017.44 10.893 11.536 6/08/15 11.210 -11,406 11,737 332 742,287  888,332 -46,045 842,287
      FBD Holdings 1,229.84 7.120 12.080 6/08/15 9.274 -11,406 14,856 3,450 745,737  876,926 -31,189 845,737
  Buy   long Kingspan Group 448.03 22.725   8/17/15 22.815 10,181        887,108 -41,371  
      Ryanair Holdings 796.67 12.780   8/17/15 12.705 10,181        897,289 -51,552  
8/17/15 Sell ASX 50 long James Hardie Ind 679.65 12.058   1/30/12 5.763 -3,917 8,195 4,278 750,015  893,372 -43,357 850,015
    ISEQ 20 Kingspan Group 448.03 22.815   8/10/15 22.725 -10,181 10,222 40 750,056  883,191 -33,135 850,056
      Ryanair Holdings 796.67 12.705   8/10/15 12.780 -10,181 10,122 -60 749,996  873,009 -23,013 849,996
    OMXC 20 Pandora 216.64 107.440   11/24/14 67.207 -14,560 23,276 8,716 758,712  858,450 262 858,712
    SMI UBS 1,092.92 20.081   8/03/15 21.102 -23,063 21,947 -1,116 757,596  835,387 22,210 857,596
    Nikkei (FRA) Fujitsu 114.39 44.550   6/30/14 54.990 -6,290 5,096 -1,194 756,402  829,096 27,306 856,402
      MinebeaMitsumi 764.90 12.573   6/30/14 8.224 -6,291 9,617 3,327 759,729  822,806 36,923 859,729
  Buy ASX 50 short Santos 5,629.90 3.982   11/23/15 2.708 22,416        845,222 14,507  
    ISEQ 20 Aryzta 1,021.70 10.970   11/30/15 10.387 11,208        856,430 3,299  
      FBD Holdings 1,624.35 6.900   11/30/15 6.852 11,208        867,638 -7,909  
    OMXC 20 GN Store Nord 180.05 124.500   10/05/15 126.375 22,416        890,054 -30,326  
    Nikkei (FRA) Sharp 873.58 12.830   11/23/15 10.210 11,208        901,262 -41,534  
      IHI 371.25 30.190   11/23/15 25.250 11,208        912,470 -52,742  
8/24/15 Sell USA long Alexion 43.41 143.833   11/28/11 50.936 -2,211 6,244 4,033 763,761  910,259 -46,498 863,761
    DJIA Visa 123.78 58.880   12/19/11 18.897 -2,339 7,288 4,949 768,710  907,920 -39,210 868,710
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nasdaq 100 Regeneron 35.97 434.608   10/10/11 49.346 -1,775 15,633 13,858 782,568  906,145 -23,577 882,568
    Euro 50 ASML 52.19 74.790   1/09/12 32.400 -1,691 3,903 2,212 784,781  904,454 -19,673 884,781
      AB InBev 35.60 91.280   1/09/12 47.495 -1,691 3,250 1,559 786,339  902,763 -16,424 886,339
    HDAX Ströer Media 620.27 47.670   1/12/15 24.615 -15,268 29,568 14,300 800,640  887,495 13,144 900,640
    FTSE Ashtead 13.37 1,199.890   7/30/12 333.248 -4,456 16,043 11,587 812,227  883,040 29,187 912,227
    HSI-Prop CK Hutchison 499.82 10.950   7/28/14 13.730 -6,862 5,473 -1,389 810,837  876,177 34,660 910,837
      Sino Land 5,481.23 1.200   7/28/14 1.252 -6,863 6,577 -285 810,552  869,315 41,237 910,552
    Europe 50 Novartis 238.94 69.088   11/10/14 61.916 -14,794 16,508 1,714 812,266  854,521 57,745 912,266
    DJTA JetBlue Airways 1,070.83 18.277   8/03/15 21.538 -23,063 19,572 -3,491 808,775  831,458 77,317 908,775
    SLI Vifor Pharma 217.23 107.513   8/03/15 106.171 -23,064 23,355 292 809,066  808,394 100,672 909,066
    CAC Next 20 Ingenico 183.20 111.350   1/26/15 92.860 -17,012 20,399 3,387 812,454  791,382 121,072 912,454
    Nikkei (TYO) MinebeaMitsumi 1,431.75 10.589   10/27/14 10.477 -15,001 15,161 160 812,614  776,381 136,233 912,614
    DJ Global Titans Mitsubishi UFJ 3,555.92 5.389   8/03/15 6.486 -23,063 19,164 -3,899 808,714  753,318 155,396 908,714
    SP Global 100 Apple 170.35 88.846   11/03/14 87.590 -14,921 15,135 214 808,928  738,397 170,531 908,928
  Buy DJIA short Chevron 434.42 62.119   5/30/16 91.551 26,986        765,383 143,546  
    Nasdaq 100 Micron Technology 2,169.71 12.438   8/31/15 14.635 26,986        792,369 116,560  
    Euro 50 E.on 1,550.92 8.700   10/26/15 8.993 13,493        805,862 103,067  
      Banco Santander 2,589.83 5.210   10/26/15 5.230 13,493        819,355 89,574  
    HDAX RWE 2,041.30 13.220   11/23/15 10.895 26,986        846,341 62,588  
    FTSE Glencore 144.01 187.390   5/09/16 167.806 26,986        873,327 35,602  
    HSI-Prop Hang Lung 7,019.56 1.922   6/06/16 1.737 13,493        886,820 22,109  
      The Wharf 7,712.05 1.750   6/06/16 1.945 13,493        900,313 8,616  
    DJCA Chevron 434.42 62.119   8/31/15 72.229 26,986        927,299 -18,370  
    Europe 50 Rio Tinto 9.22 2,927.710   10/26/15 3,453.900 26,993        954,292 -45,364  
    DJTA Norfolk Southern 419.20 64.376   8/31/15 69.482 26,986        981,278 -72,350  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Aryzta 2,879.21 9.373   1/09/17 8.993 26,986        1,008,264 -99,336  
    CAC Next 20 Casino Guichard 479.50 56.280   1/30/17 49.780 26,986        1,035,250 -126,322  
    Nikkei (TYO) IHI 1,042.27 25.892   8/08/16 25.014 26,986        1,062,236 -153,308  
    DJ Global Titans ConocoPhilips 729.81 36.977   3/21/16 37.886 26,986        1,089,222 -180,294  
    SP Global 100 RWE 2,041.30 13.220   9/12/16 14.645 26,986        1,116,208 -207,280  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,169.71 14.635 10.240 8/24/15 12.438 -26,986 22,219 -4,767 804,161  1,089,222 -185,061 904,161
    DJCA Chevron 434.42 72.229 52.009 8/24/15 62.119 -26,986 22,594 -4,392 799,769  1,062,237 -162,468 899,769
    DJTA Norfolk Southern 419.20 69.482 59.269 8/24/15 64.376 -26,986 24,846 -2,141 797,629  1,035,250 -137,622 897,629
  Buy Nasdaq 100 long Netflix 185.23 102.576   9/07/15 88.434 19,000        1,054,251 -156,622  
    DJCA JetBlue Airways 954.51 19.906   9/16/19 15.322 19,000        1,073,251 -175,622  
    DJUA short CenterPoint Energy 572.09 16.606   12/07/15 15.137 9,500        1,082,751 -185,122  
      FirstEnergy 333.30 28.503   12/07/15 29.960 9,500        1,092,250 -194,622  
    DJTA long JetBlue Airways 954.51 19.906   1/04/16 20.201 19,000        1,111,250 -213,622  
9/07/15 Sell Nasdaq 100 long Netflix 185.23 88.434   8/31/15 102.576 -19,000 16,381 -2,619 795,009  1,092,250 -197,241 895,009
    ATX Zumtobel 738.56 23.775   2/16/15 21.095 -15,580 17,559 1,979 796,988  1,076,670 -179,682 896,988
  Buy Nasdaq 100 short Micron Technology 1,190.25 15.066   10/19/15 16.912 17,932        1,094,602 -197,614  
    ATX Vienna Insurance 658.30 27.240   3/28/16 18.660 17,932        1,112,535 -215,546  
9/14/15 Sell RTX short RusHydro 3,975.60 0.774 3.647 3/11/13 1.680 -6,679 14,497 7,818 804,806  1,105,856 -201,049 904,806
  Buy USA long JetBlue Airways 756.45 23.257   9/21/15 23.986 17,593        1,123,449 -218,642  
9/21/15 Sell   long JetBlue Airways 756.45 23.986   9/14/15 23.257 -17,593 18,144 551 805,357  1,105,856 -200,498 905,357
    MIB Fiat Chrysler 2,135.53 8.487   1/26/15 7.966 -17,012 18,123 1,111 806,469  1,088,844 -182,375 906,469
  Buy USA short Wynn Resorts 304.33 59.482   10/05/15 57.973 18,102        1,106,946 -200,477  
    MIB Saipem 1,779.94 10.170   12/26/16 5.130 18,102        1,125,048 -218,579  
    RTX Mobile TeleSystems 2,855.21 6.340   9/28/15 6.096 18,102        1,143,150 -236,681  
9/28/15 Sell   short Mobile TeleSystems 2,855.21 6.096 6.594 9/21/15 6.340 -18,102 18,827 725 807,193  1,125,048 -217,854 907,193
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 long bpost 728.87 21.000   1/19/15 22.860 -16,662 15,306 -1,356 805,838  1,108,386 -202,548 905,838
  Buy RTX Severstal 1,874.81 9.378   11/02/15 10.465 17,582        1,125,968 -220,130  
    BEL 20 short Solvay 196.42 89.510   3/28/16 85.670 17,582        1,143,549 -237,712  
10/05/15 Sell USA short Wynn Resorts 304.33 57.973 61.030 9/21/15 59.482 -18,102 18,573 471 806,309  1,125,447 -219,138 906,309
    OMXC 20 GN Store Nord 180.05 126.375 122.625 8/17/15 124.500 -22,416 22,079 -338 805,971  1,103,031 -197,060 905,971
  Buy USA long Netflix 178.30 99.392   12/14/15 109.790 17,722        1,120,753 -214,781  
    OMXC 20 Genmab 208.34 85.064   11/02/15 91.174 17,722        1,138,475 -232,503  
10/12/15 Sell MerVal short Tenaris 1,211.63 18.087 15.712 6/29/15 16.900 -20,476 19,037 -1,439 804,532  1,117,999 -213,467 904,532
  Buy Kospi 50 long Lotte Chemical 82.87 208.474   4/02/18 330.481 17,276        1,135,275 -230,743  
    MerVal Pampa Energía 20,948.22 0.825   10/19/15 0.927 17,276        1,152,551 -248,019  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,190.25 16.912 13.219 9/07/15 15.066 -17,932 15,734 -2,198 802,334  1,134,619 -232,285 902,334
    DAX RWE 1,260.92 12.230 28.136 7/27/15 18.550 -23,390 35,477 12,087 814,421  1,111,229 -196,808 914,421
    MerVal long Pampa Energía 20,948.22 0.927   10/12/15 0.825 -17,276 19,409 2,133 816,554  1,093,953 -177,399 916,554
  Buy Nasdaq 100 Amazon.com 36.52 505.914   2/08/16 436.037 18,476        1,112,429 -195,875  
    DAX Fresenius 306.38 60.310   12/21/15 63.430 18,478        1,130,907 -214,353  
    MerVal short YPF 822.00 22.479   10/26/15 25.738 18,478        1,149,385 -232,831  
10/26/15 Sell Euro 50 short E.on 1,550.92 8.993 8.407 8/24/15 8.700 -13,493 13,039 -454 816,100  1,135,892 -219,792 916,100
      Banco Santander 2,589.83 5.230 5.190 8/24/15 5.210 -13,493 13,441 -52 816,048  1,122,399 -206,351 916,048
    OMXS 30 SSAB 2,227.64 3.388 7.737 6/08/15 5.120 -11,406 17,236 5,831 821,879  1,110,993 -189,114 921,879
      Telia Company 2,168.88 4.765 5.804 6/08/15 5.259 -11,405 12,587 1,182 823,060  1,099,588 -176,527 923,060
    Europe 50 Rio Tinto 9.22 3,453.900 2,401.510 8/24/15 2,927.710 -26,993 22,142 -4,852 818,209  1,072,594 -154,385 918,209
    MerVal YPF 822.00 25.738 19.221 10/19/15 22.479 -18,478 15,799 -2,679 815,530  1,054,116 -138,586 915,530
  Buy Euro 50 long Fresenius 151.39 64.150   1/11/16 59.420 9,712        1,063,828 -148,297  
      Inditex 288.95 33.610   1/11/16 29.430 9,712        1,073,539 -158,009  
    OMXS 30 Boliden 556.19 17.461   11/02/15 17.505 9,712        1,083,251 -167,721  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Svenska Cellulosa B 1,863.40 5.212   11/02/15 5.468 9,711        1,092,962 -177,432  
    Europe 50 SAP 276.96 70.130   12/14/15 69.400 19,423        1,112,386 -196,855  
    MerVal Pampa Energía 16,901.32 1.149   3/07/16 0.728 19,423        1,131,809 -216,278  
11/02/15 Sell RTX long Severstal 1,874.81 10.465   9/28/15 9.378 -17,582 19,620 2,038 817,568  1,114,227 -196,658 917,568
    OMXC 20 Genmab 208.34 91.174   10/05/15 85.064 -17,722 18,995 1,273 818,841  1,096,504 -177,663 918,841
    OMXS 30 Boliden 556.19 17.505   10/26/15 17.461 -9,712 9,736 24 818,866  1,086,793 -167,927 918,866
      Svenska Cellulosa B 1,863.40 5.468   10/26/15 5.212 -9,711 10,188 477 819,342  1,077,081 -157,739 919,342
  Buy RTX short Mobile TeleSystems 3,060.60 6.221   4/25/16 7.952 19,040        1,096,121 -176,779  
    OMXS 30 SSAB 2,818.65 3.378   12/14/15 2.601 9,520        1,105,641 -186,299  
      SKF A 592.47 16.068   12/14/15 14.663 9,520        1,115,161 -195,819  
11/09/15 Sell BAX short Grammer 890.71 23.675 29.127 7/27/15 26.260 -23,390 25,944 2,554 821,896  1,091,771 -169,875 921,896
  Buy   long Adva 1,851.30 10.155   11/16/15 10.530 18,800        1,110,571 -188,675  
11/16/15 Sell MDAX long Ströer Media 607.02 61.450   2/02/15 25.790 -15,655 37,301 21,646 843,543  1,094,916 -151,374 943,543
    BSE Sensex 30 Hindustan Unilever 646.24 11.144   1/30/12 6.061 -3,917 7,201 3,284 846,827  1,090,999 -144,172 946,827
    Topix (FRA) short Toshiba 640.57 22.410 47.453 6/01/15 32.610 -20,889 30,397 9,508 856,335  1,070,110 -113,776 956,335
    BAX long Adva 1,851.30 10.530   11/09/15 10.155 -18,800 19,494 694 857,029  1,051,310 -94,281 957,029
  Buy MDAX short Leoni 621.02 34.730   5/30/16 29.880 21,568        1,072,878 -115,849  
    BSE Sensex 30 Bharat Heavy 12,766.66 1.689   6/13/16 1.058 21,568        1,094,446 -137,417  
    SMI LafargeHolcim 427.01 50.510   1/09/17 49.995 21,568        1,116,015 -158,986  
    Topix (FRA) long Ono Pharmaceutical 789.98 27.302   12/14/15 30.520 21,568        1,137,583 -180,554  
    BAX short Leoni 621.02 34.730   11/23/15 36.045 21,568        1,159,151 -202,122  
11/23/15 Sell France short Solocal 1,682.23 7.557 24.332 6/08/15 13.560 -22,811 40,931 18,120 875,149  1,136,340 -161,190 975,149
    ASX 50 Santos 5,629.90 2.708 5.854 8/17/15 3.982 -22,416 32,956 10,540 885,690  1,113,924 -128,234 985,690
    HDAX RWE 2,041.30 10.895 16.041 8/24/15 13.220 -26,986 32,745 5,759 891,448  1,086,938 -95,489 991,448
    PSI 20 Pharol 35,478.43 0.369 0.705 5/25/15 0.510 -18,094 25,009 6,915 898,363  1,068,844 -70,480 998,363
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Sharp 873.58 10.210 16.122 8/17/15 12.830 -11,208 14,084 2,876 901,239  1,057,635 -56,396 1,001,239
      IHI 371.25 25.250 36.097 8/17/15 30.190 -11,208 13,401 2,193 903,432  1,046,427 -42,995 1,003,432
    BAX Leoni 621.02 36.045 33.415 11/16/15 34.730 -21,568 20,751 -817 902,615  1,024,859 -22,244 1,002,615
    GEX ZhongDe Waste Tech 9,495.00 1.980 2.444 6/01/15 2.200 -20,889 23,210 2,321 904,936  1,003,970 966 1,004,936
  Buy France long Ubisoft 938.15 26.805   1/11/16 24.260 25,147        1,029,118 -24,182  
    HDAX SMA Solar 526.36 47.775   1/18/16 41.200 25,147        1,054,264 -49,328  
    PSI 20 Altri 4,924.03 5.107   12/07/15 5.008 25,147        1,079,411 -74,475  
    OMXC 20 Genmab 221.76 113.399   2/08/16 88.896 25,147        1,104,559 -99,623  
    Nikkei (FRA) Yamaha 501.54 25.070   12/07/15 22.360 12,574        1,117,132 -112,196  
    BAX Adva 2,266.52 11.095   12/14/15 9.859 25,147        1,142,279 -137,343  
    GEX Hypoport 318.32 79.000   12/14/15 70.070 25,147        1,167,427 -162,491  
11/30/15 Sell Germany short Gerry Weber 1,034.90 14.070 27.220 6/15/15 19.570 -20,253 28,170 7,917 912,853  1,147,174 -134,321 1,012,853
    ISEQ 20 Aryzta 1,021.70 10.387 11.586 8/17/15 10.970 -11,208 11,837 629 913,482  1,135,966 -122,484 1,013,482
      FBD Holdings 1,624.35 6.852 6.948 8/17/15 6.900 -11,208 11,286 78 913,561  1,124,758 -111,197 1,013,561
    Nordic 30 Fortum 1,206.06 13.820 21.706 6/01/15 17.320 -20,889 26,179 5,290 918,851  1,103,869 -85,018 1,018,851
  Buy Germany long SMA Solar 494.34 47.225   1/11/16 49.315 23,345        1,127,214 -108,363  
    ASX 50 short Origin Energy 6,094.35 3.831   1/04/16 3.253 23,345        1,150,559 -131,708  
    ISEQ 20 long Flutter 97.23 120.050   12/07/15 122.000 11,672        1,162,231 -143,381  
      Dalata Hotel 2,266.50 5.150   12/07/15 5.130 11,672        1,173,904 -155,053  
    Nordic 30 Pandora 208.07 112.200   12/14/15 108.345 23,345        1,197,249 -178,399  
12/07/15 Sell ISEQ 20 long Flutter 97.23 122.000   11/30/15 120.050 -11,672 11,862 190 919,040  1,185,577 -166,536 1,019,040
      Dalata Hotel 2,266.50 5.130   11/30/15 5.150 -11,672 11,627 -45 918,995  1,173,904 -154,909 1,018,995
    PSI 20 Altri 4,924.03 5.008   11/23/15 5.107 -25,147 24,660 -487 918,508  1,148,757 -130,250 1,018,508
    DJUA short CenterPoint Energy 572.09 15.137 18.217 8/31/15 16.606 -9,500 10,422 922 919,429  1,139,257 -119,828 1,019,429
      FirstEnergy 333.30 29.960 27.045 8/31/15 28.503 -9,500 9,014 -486 918,943  1,129,757 -110,814 1,018,943
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 501.54 22.360   11/23/15 25.070 -12,574 11,214 -1,359 917,584  1,117,184 -99,600 1,017,584
    BSE Sensex 50 Eicher Motors 75.71 224.209   10/24/11 23.352 -1,768 16,975 15,207 932,791  1,115,416 -82,625 1,032,791
  Buy ISEQ 20 short Aryzta 1,120.68 10.598   1/04/16 10.648 11,877        1,127,293 -94,502  
      FBD Holdings 1,741.50 6.820   1/04/16 6.603 11,877        1,139,170 -106,379  
    PSI 20 Pharol 84,234.04 0.282   4/25/16 0.141 23,754        1,162,924 -130,133  
    DJUA long NiSource 672.72 17.655   9/16/19 26.392 11,877        1,174,801 -142,010  
      American Water 220.48 53.870   9/16/19 109.947 11,877        1,186,678 -153,887  
    Nikkei (FRA) short OKI Electric 1,034.58 11.480   3/07/16 12.000 11,877        1,198,555 -165,764  
      Sharp 1,250.21 9.500   3/07/16 13.180 11,877        1,210,432 -177,641  
    BSE Sensex 50 ONGC 11,520.44 2.062   12/21/15 2.125 23,754        1,234,186 -201,395  
12/14/15 Sell USA long Netflix 178.30 109.790   10/05/15 99.392 -17,722 19,576 1,854 934,645  1,216,464 -181,819 1,034,645
    OMXS 30 short SSAB 2,818.65 2.601 4.386 11/02/15 3.378 -9,520 12,361 2,841 937,486  1,206,944 -169,458 1,037,486
      SKF A 592.47 14.663 17.608 11/02/15 16.068 -9,520 10,432 912 938,398  1,197,424 -159,026 1,038,398
    Europe 50 long SAP 276.96 69.400   10/26/15 70.130 -19,423 19,221 -202 938,196  1,178,001 -139,805 1,038,196
    Nordic 30 Pandora 208.07 108.345   11/30/15 112.200 -23,345 22,543 -802 937,394  1,154,656 -117,262 1,037,394
    Topix (FRA) Ono Pharmaceutical 789.98 30.520   11/16/15 27.302 -21,568 24,110 2,542 939,936  1,133,088 -93,151 1,039,936
    BAX Adva 2,266.52 9.859   11/23/15 11.095 -25,147 22,346 -2,801 937,135  1,107,941 -70,806 1,037,135
    GEX Hypoport 318.32 70.070   11/23/15 79.000 -25,147 22,305 -2,843 934,292  1,082,793 -48,501 1,034,292
  Buy OMXS 30 Securitas 919.71 13.398   12/21/15 13.632 12,322        1,095,115 -60,823  
      Swedish Match 397.48 31.000   12/21/15 31.422 12,322        1,107,437 -73,145  
    Europe 50 short Rio Tinto 9.68 2,545.100   12/28/15 2,721.790 24,637        1,132,074 -97,782  
    Nordic 30 Møller-Mærsk B 20.10 1,226.160   4/25/16 1,254.850 24,646        1,156,720 -122,428  
    Topix (FRA) Toshiba 1,134.62 21.720   12/21/15 19.300 24,644        1,181,364 -147,072  
    BAX Leoni 741.51 33.235   7/04/16 24.990 24,644        1,206,008 -171,716  
    GEX Manz 606.10 40.660   5/09/16 36.225 24,644        1,230,652 -196,360  
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 306.38 63.430   10/19/15 60.310 -18,478 19,434 956 935,248  1,212,174 -176,926 1,035,248
    OBX 25 short DNO International 17,905.02 0.607 2.673 6/08/15 1.274 -22,811 47,853 25,042 960,290  1,189,363 -129,073 1,060,290
    OMXS 30 long Securitas 919.71 13.632   12/14/15 13.398 -12,322 12,537 215 960,505  1,177,041 -116,536 1,060,505
      Swedish Match 397.48 31.422   12/14/15 31.000 -12,322 12,490 168 960,673  1,164,719 -104,046 1,060,673
    Topix (FRA) short Toshiba 1,134.62 19.300 24.443 12/14/15 21.720 -24,644 27,734 3,090 963,763  1,140,075 -76,312 1,063,763
    BSE Sensex 50 ONGC 11,520.44 2.125 1.999 12/07/15 2.062 -23,754 23,029 -725 963,038  1,116,321 -53,283 1,063,038
  Buy DAX RWE 2,215.27 11.395   12/28/15 11.660 25,243        1,141,564 -78,526  
    OBX 25 long Bakkafrost 960.43 26.283   12/28/15 26.311 25,243        1,166,807 -103,769  
    OMXS 30 short SSAB 5,815.56 2.170   12/28/15 2.409 12,622        1,179,429 -116,390  
      SKF A 864.41 14.601   12/28/15 15.095 12,622        1,192,050 -129,012  
    Topix (FRA) long Ono Pharmaceutical 789.24 31.984   1/04/16 32.298 25,243        1,217,293 -154,255  
    CAC Mid 60 Sartorius Stedim 438.44 57.575   12/28/15 57.183 25,243        1,242,537 -179,498  
    BSE Sensex 50 Bajaj Finance 3,109.47 8.118   1/04/16 8.393 25,243        1,267,779 -204,741  
12/28/15 Sell DAX short RWE 2,215.27 11.660 11.130 12/21/15 11.395 -25,243 24,656 -587 962,451  1,242,536 -180,085 1,062,451
    OBX 25 long Bakkafrost 960.43 26.311   12/21/15 26.283 -25,243 25,270 27 962,478  1,217,293 -154,816 1,062,478
    OMXS 30 short SSAB 5,815.56 2.409 1.932 12/21/15 2.170 -12,622 11,233 -1,389 961,089  1,204,672 -143,583 1,061,089
      SKF A 864.41 15.095 14.108 12/21/15 14.601 -12,622 12,195 -427 960,663  1,192,050 -131,388 1,060,663
    Europe 50 Rio Tinto 9.68 2,721.790 2,368.420 12/14/15 2,545.100 -24,637 22,926 -1,710 958,952  1,167,414 -108,462 1,058,952
    FT 30 Tate & Lyle 30.27 807.108 700.300 6/08/15 753.704 -22,815 21,198 -1,617 957,336  1,144,599 -87,263 1,057,336
    CAC Mid 60 long Sartorius Stedim 438.44 57.183   12/21/15 57.575 -25,243 25,071 -172 957,164  1,119,356 -62,192 1,057,164
  Buy USA Energy Recovery 3,842.49 6.473   1/11/16 5.700 24,874        1,144,230 -87,066  
    DAX Adidas 279.20 89.090   3/07/16 96.970 24,874        1,169,104 -111,940  
    OBX 25 short Seadrill 27.23 913.471   5/09/16 892.833 24,874        1,193,978 -136,814  
    OMXS 30 long Securitas 896.36 13.875   1/04/16 13.705 12,437        1,206,415 -149,251  
      Swedish Match 388.29 32.030   1/04/16 31.693 12,437        1,218,852 -161,688  
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 341.39 72.860   1/04/16 70.580 24,874        1,243,725 -186,561  
    FT 30 ITV 66.68 373.033   1/11/16 356.368 24,874        1,268,599 -211,435  
1/04/16 Sell SSE 50 short China Northern Rare 11,080.52 1.789 2.422 8/03/15 2.081 -23,063 26,838 3,775 960,939  1,245,536 -184,597 1,060,939
    ASX 50 Origin Energy 6,094.35 3.253 4.511 11/30/15 3.831 -23,345 27,489 4,144 965,083  1,222,191 -157,109 1,065,083
    HSI-Fin ICBC 36,877.20 0.538 0.727 8/03/15 0.625 -23,063 26,791 3,728 968,811  1,199,128 -130,317 1,068,811
    ISEQ 20 Aryzta 1,120.68 10.648 10.548 12/07/15 10.598 -11,877 11,821 -56 968,755  1,187,251 -118,496 1,068,755
      FBD Holdings 1,741.50 6.603 7.044 12/07/15 6.820 -11,877 12,267 390 969,145  1,175,374 -106,229 1,069,145
    OMXH 25 Outokumpu 3,494.94 2.584 10.606 5/11/15 5.235 -18,296 37,066 18,770 987,916  1,157,078 -69,163 1,087,916
    OMXS 30 long Securitas 896.36 13.705   12/28/15 13.875 -12,437 12,285 -152 987,763  1,144,641 -56,878 1,087,763
      Swedish Match 388.29 31.693   12/28/15 32.030 -12,437 12,306 -131 987,632  1,132,204 -44,572 1,087,632
    Europe 50 SAP 341.39 70.580   12/28/15 72.860 -24,874 24,095 -778 986,854  1,107,331 -20,477 1,086,854
    DJTA JetBlue Airways 954.51 20.201   8/31/15 19.906 -19,000 19,282 282 987,136  1,088,331 -1,194 1,087,136
    Topix (FRA) Ono Pharmaceutical 789.24 32.298   12/21/15 31.984 -25,243 25,491 248 987,384  1,063,088 24,297 1,087,384
    BSE Sensex 50 Bajaj Finance 3,109.47 8.393   12/21/15 8.118 -25,243 26,098 855 988,239  1,037,845 50,395 1,088,239
  Buy SSE 50 Shanghai Pudong 11,318.99 2.515   1/11/16 2.391 28,465        1,066,310 21,930  
    HSI-Fin Hang Seng Bank 1,671.12 17.034   1/11/16 16.023 28,465        1,094,775 -6,535  
    ISEQ 20 Flutter 115.38 123.350   1/18/16 119.900 14,232        1,109,007 -20,767  
      Dalata Hotel 2,645.45 5.380   1/18/16 4.930 14,233        1,123,239 -35,000  
    OMXH 25 Elisa 843.41 33.750   1/11/16 34.422 28,465        1,151,704 -63,465  
    OMXS 30 short SSAB 5,835.62 2.439   4/04/16 3.262 14,232        1,165,937 -77,697  
      SKF A 978.71 14.542   4/04/16 15.448 14,233        1,180,169 -91,930  
    Europe 50 Rio Tinto 11.01 2,585.270   1/25/16 2,112.660 28,464        1,208,633 -120,394  
    DJTA Ryder System 541.84 52.534   2/22/16 53.012 28,465        1,237,098 -148,859  
    Topix (FRA) Toshiba 1,433.28 19.860   8/15/16 25.260 28,465        1,265,563 -177,324  
    BSE Sensex 50 Larsen & Toubro 2,452.67 11.606   3/07/16 10.779 28,465        1,294,028 -205,789  
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 3,842.49 5.700   12/28/15 6.473 -24,874 21,903 -2,971 985,269  1,269,154 -183,885 1,085,269
    Euro 50 Fresenius 151.39 59.420   10/26/15 64.150 -9,712 8,996 -716 984,553  1,259,443 -174,890 1,084,553
      Inditex 288.95 29.430   10/26/15 33.610 -9,712 8,504 -1,208 983,345  1,249,731 -166,386 1,083,345
    France Ubisoft 938.15 24.260   11/23/15 26.805 -25,147 22,760 -2,388 980,957  1,224,584 -143,627 1,080,957
    Germany SMA Solar 494.34 49.315   11/30/15 47.225 -23,345 24,378 1,033 981,991  1,201,239 -119,248 1,081,991
    SSE 50 Shanghai Pudong 11,318.99 2.391   1/04/16 2.515 -28,465 27,061 -1,404 980,587  1,172,774 -92,187 1,080,587
    HSI-Fin Hang Seng Bank 1,671.12 16.023   1/04/16 17.034 -28,465 26,777 -1,688 978,899  1,144,309 -65,410 1,078,899
    OMXH 25 Elisa 843.41 34.422   1/04/16 33.750 -28,465 29,032 567 979,465  1,115,844 -36,378 1,079,465
    FT 30 ITV 66.68 356.368   12/28/15 373.033 -24,874 23,763 -1,111 978,354  1,090,970 -12,616 1,078,354
    Topix (TYO) Subaru 680.61 33.663   6/11/12 6.048 -4,116 22,911 18,795 997,149  1,086,854 10,296 1,097,149
  Buy Euro 50 short Volkswagen 118.27 117.050   1/25/16 110.750 13,844        1,100,697 -3,548  
      Banco Santander 3,392.89 4.080   1/25/16 3.860 13,843        1,114,540 -17,391  
    France Vallourec 4,199.94 6.592   4/18/16 3.720 27,686        1,142,226 -45,077  
    SSE 50 Haitong Secs 15,745.00 1.758   6/13/16 1.997 27,686        1,169,912 -72,763  
    ASX 50 Origin Energy 10,112.87 2.738   2/29/16 2.906 27,686        1,197,598 -100,449  
    HSI-Fin China Life Ins HK 10,908.16 2.538   6/06/16 1.986 27,686        1,225,284 -128,135  
    OMXH 25 Outokumpu 11,181.74 2.476   4/25/16 3.996 27,686        1,252,970 -155,821  
    FT 30 Tesco 142.13 194.790   1/25/16 204.438 27,686        1,280,656 -183,506  
    Topix (TYO) Toshiba 1,539.41 17.985   10/31/16 33.076 27,686        1,308,342 -211,192  
1/18/16 Sell HDAX long SMA Solar 526.36 41.200   11/23/15 47.775 -25,147 21,686 -3,461 993,689  1,283,195 -189,506 1,093,689
    ISEQ 20 Flutter 115.38 119.900   1/04/16 123.350 -14,232 13,834 -398 993,291  1,268,963 -175,672 1,093,291
      Dalata Hotel 2,645.45 4.930   1/04/16 5.380 -14,233 13,042 -1,190 992,100  1,254,730 -162,630 1,092,100
    QIX Freenet 405.42 28.325   1/23/12 10.515 -4,263 11,484 7,221 999,321  1,250,467 -151,147 1,099,321
  Buy HDAX short Aixtron 7,183.03 3.300   3/14/16 3.331 23,704        1,274,171 -174,851  
    ISEQ 20 Aryzta 1,269.36 9.337   5/30/16 8.843 11,852        1,286,023 -186,703  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      FBD Holdings 1,840.37 6.440   5/30/16 6.529 11,852        1,297,875 -198,555  
    QIX BMW 303.51 78.100   2/08/16 69.300 23,704        1,321,579 -222,259  
1/25/16 Sell Euro 50 short Volkswagen 118.27 110.750 123.708 1/11/16 117.050 -13,844 14,631 787 1,000,108  1,307,736 -207,628 1,100,108
      Banco Santander 3,392.89 3.860 4.313 1/11/16 4.080 -13,843 14,632 789 1,000,897  1,293,893 -192,996 1,100,897
    Europe 50 Rio Tinto 11.01 2,112.660 3,163.610 1/04/16 2,585.270 -28,464 34,831 6,368 1,007,264  1,265,429 -158,165 1,107,264
    FT 30 Tesco 142.13 204.438 185.143 1/11/16 194.790 -27,686 26,314 -1,371 1,005,893  1,237,744 -131,850 1,105,893
  Buy