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  
10/03/11 Sell NZX 50 long a2 Milk 40,000.00 0.120   4/25/11 0.077 -3,084 4,780 1,696 6,956  145,159 -38,203 106,956
    BSE Sensex 50 short Tata Motors 803.19 2.302 2.902 8/08/11 2.585 -2,076 2,331 255 7,211  143,083 -35,872 107,211
  Buy NZX 50 Heartland 6,395.27 0.279   10/17/11 0.296 1,783        144,866 -37,655  
    BSE Sensex 50 long Eicher Motors 73.25 24.342   10/17/11 23.927 1,783        146,649 -39,438  
10/10/11 Sell Nasdaq 100 short Akamai 140.83 17.540 11.942 8/08/11 14.741 -2,076 1,682 -394 6,817  144,573 -37,756 106,817
    Kospi 50 LG Display 151.89 14.049 13.287 8/08/11 13.668 -2,076 2,018 -58 6,759  142,497 -35,738 106,759
  Buy Nasdaq 100 long Regeneron 35.97 49.346   8/24/15 434.608 1,775        144,272 -37,513  
    Kospi 50 SK Holdings 18.51 95.875   12/19/11 80.532 1,775        146,047 -39,288  
10/17/11 Sell NZX 50 short Heartland 6,395.27 0.296 0.262 10/03/11 0.279 -1,783 1,674 -109 6,650  144,264 -37,613 106,650
    BSE Sensex 50 long Eicher Motors 73.25 23.927   10/03/11 24.342 -1,783 1,753 -30 6,620  142,481 -35,861 106,620
  Buy NZX 50 a2 Milk 12,701.15 0.139   10/31/11 0.139 1,768        144,249 -37,629  
    BSE Sensex 50 short Aurobindo Pharma 1,924.88 0.919   10/24/11 0.877 1,768        146,017 -39,397  
10/24/11 Sell DJTA short Delta Air Lines 464.55 6.408 4.429 8/01/11 5.418 -2,517 2,057 -460 6,160  143,500 -37,339 106,160
    BSE Sensex 50 Aurobindo Pharma 1,924.88 0.877 0.962 10/17/11 0.919 -1,768 1,851 83 6,243  141,732 -35,488 106,243
  Buy DJTA long Kansas City Southern 39.95 44.258   11/21/11 48.824 1,768        143,500 -37,256  
    BSE Sensex 50 Eicher Motors 75.71 23.352   12/07/15 224.209 1,768        145,268 -39,024  
10/31/11 Sell NZX 50 long a2 Milk 12,701.15 0.139   10/17/11 0.139 -1,768 1,769 1 6,245  143,500 -37,255 106,245
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Heartland 5,712.39 0.302   3/05/12 0.277 1,724        145,224 -38,979  
11/21/11 Sell DJTA long Kansas City Southern 39.95 48.824   10/24/11 44.258 -1,768 1,951 182 6,427  143,455 -37,029 106,427
  Buy USA short Netflix 220.43 7.867   11/28/11 7.544 1,734        145,189 -38,763  
    DJTA JetBlue Airways 653.23 2.655   12/05/11 3.509 1,734        146,923 -40,497  
11/28/11 Sell USA short Netflix 220.43 7.544 8.203 11/21/11 7.867 -1,734 1,808 74 6,501  145,189 -38,688 106,501
    FTSE Lloyds Bank 55.14 27.613 51.330 8/08/11 37.648 -2,076 2,830 754 7,256  143,114 -35,858 107,256
    OMXC 20 Vestas Wind Systems 160.31 9.897 29.711 7/11/11 17.148 -2,749 4,763 2,014 9,270  140,365 -31,095 109,270
    OMXS 30 Nokia 347.67 4.082 3.825 7/11/11 3.954 -1,375 1,330 -45 9,225  138,990 -29,765 109,225
      SSAB 146.21 6.652 13.285 7/11/11 9.401 -1,374 1,942 568 9,793  137,616 -27,823 109,793
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,261  134,073 -22,811 111,261
  Buy USA long Alexion 43.41 50.936   8/24/15 143.833 2,211        136,284 -25,022  
    FTSE Next 0.71 3,105.900   6/04/12 3,698.710 2,205        138,489 -27,228  
    OMXC 20 Tryg 257.16 8.598   5/14/12 8.768 2,211        140,700 -29,439  
    OMXS 30 Getinge 59.31 18.641   5/14/12 19.967 1,106        141,806 -30,544  
      Lundin 59.17 18.684   5/14/12 15.471 1,106        142,911 -31,650  
    Nordic 30 Equinor 121.12 18.255   5/07/12 19.757 2,211        145,122 -33,861  
12/05/11 Sell FT 30 short Lloyds Bank 49.85 31.447 88.109 6/06/11 52.638 -2,624 4,392 1,768 13,030  142,498 -29,469 113,030
    DJTA JetBlue Airways 653.23 3.509 1.800 11/21/11 2.655 -1,734 1,176 -558 12,472  140,764 -28,293 112,472
  Buy FT 30 long BAT 0.62 3,416.030   12/12/11 3,512.060 2,118        142,882 -30,411  
    DJTA Kirby 43.82 48.011   6/25/12 36.163 2,104        144,986 -32,514  
12/12/11 Sell FT 30 long BAT 0.62 3,512.060   12/05/11 3,416.030 -2,118 2,177 60 12,531  142,868 -30,337 112,531
  Buy   short Lloyds Bank 71.83 28.594   12/19/11 27.968 2,054        144,922 -32,391  
12/19/11 Sell DJIA short Goldman Sachs 21.75 67.244 81.415 8/22/11 73.991 -1,609 1,771 161 12,693  143,313 -30,620 112,693
    Kospi 50 long SK Holdings 18.51 80.532   10/10/11 95.875 -1,775 1,491 -284 12,409  141,538 -29,129 112,409
    DAX short Commerzbank 135.21 9.482 24.862 8/08/11 15.354 -2,076 3,362 1,286 13,694  139,462 -25,768 113,694
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Lloyds Bank 55.14 27.968 50.678 8/08/11 37.648 -2,076 2,794 718 14,413  137,386 -22,973 114,413
    FT 30 Lloyds Bank 71.83 27.968 29.234 12/12/11 28.594 -2,054 2,100 46 14,459  135,332 -20,873 114,459
  Buy DJIA long Visa 123.78 18.897   8/24/15 58.880 2,339        137,671 -23,212  
    Kospi 50 short Hyundai Heavy 12.83 182.275   1/23/12 209.385 2,339        140,010 -25,551  
    DAX long Merck (EMD) 63.74 36.695   6/04/12 36.500 2,339        142,349 -27,890  
    Europe 50 Roche 18.03 129.719   10/20/14 222.572 2,339        144,688 -30,229  
    FT 30 Tate & Lyle 2.89 808.105   5/14/12 858.422 2,335        147,023 -32,564  
12/26/11 Sell HSI short New World Dev 2,677.94 0.616 1.434 8/01/11 0.940 -2,517 3,839 1,322 15,781  144,506 -28,725 115,781
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,200  140,709 -22,509 118,200
    DJ Global Titans Bank of America 336.88 4.202 11.562 7/25/11 6.970 -2,348 3,895 1,547 19,747  138,361 -18,614 119,747
  Buy HSI long Lenovo 4,695.39 0.538   5/21/12 0.656 2,528        140,889 -21,142  
    OMXH 25 Huhtamäki 274.19 9.220   1/02/12 9.150 2,528        143,417 -23,670  
    DJ Global Titans Philip Morris 41.83 60.439   1/23/12 57.914 2,528        145,945 -26,198  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 20,928  142,521 -21,593 120,928
    ISEQ 20 Bank of Ireland 207.26 2.550 21.707 4/25/11 7.440 -1,542 4,499 2,957 23,885  140,979 -17,094 123,885
      Ryanair Holdings 458.11 3.780 2.952 4/25/11 3.366 -1,542 1,352 -190 23,696  139,437 -15,741 123,696
    OMXH 25 long Huhtamäki 274.19 9.150   12/26/11 9.220 -2,528 2,509 -19 23,677  136,909 -13,233 123,677
  Buy Germany Encavis 850.06 3.248   5/14/12 2.970 2,761        139,670 -15,994  
    AEX Vopak 67.19 41.095   4/09/12 44.780 2,761        142,431 -18,755  
    ISEQ 20 Flutter 30.61 45.100   5/21/12 50.010 1,381        143,812 -20,135  
      Ryanair Holdings 365.21 3.780   5/21/12 4.040 1,380        145,192 -21,516  
    OMXH 25 short Outokumpu 237.61 11.620   1/09/12 12.510 2,761        147,953 -24,277  
    BAX long Wirecard 216.04 12.780   1/09/12 13.215 2,761        150,714 -27,038  
1/09/12 Sell S&P 100 short AIG 126.74 18.875 20.895 8/01/11 19.860 -2,517 2,648 131 23,808  148,197 -24,390 123,808
    Euro 50 Societe Generale 39.41 15.000 27.338 9/05/11 20.250 -798 1,077 279 24,087  147,399 -23,312 124,087
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Unicredit 29.06 11.455 65.827 9/05/11 27.460 -798 1,913 1,115 25,202  146,601 -21,399 125,202
    OMXH 25 Outokumpu 237.61 12.510 10.730 1/02/12 11.620 -2,761 2,550 -211 24,991  143,840 -18,850 124,991
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 24,960  142,069 -17,108 124,960
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,323  140,297 -3,974 136,323
    BAX long Wirecard 216.04 13.215   1/02/12 12.780 -2,761 2,855 94 36,417  137,536 -1,119 136,417
  Buy S&P 100 Biogen 37.44 90.342   9/03/12 116.954 3,382        140,919 -4,502  
    Euro 50 ASML 52.19 32.400   8/24/15 74.790 1,691        142,610 -6,193  
      AB InBev 35.60 47.495   8/24/15 91.280 1,691        144,300 -7,884  
    OMXH 25 Wärtsilä 404.39 8.363   1/30/12 8.837 3,382        147,682 -11,266  
    Nikkei (FRA) Aozora Bank 79.13 21.370   5/14/12 18.670 1,691        149,373 -12,957  
      Nitto Boseki 130.33 12.975   5/14/12 12.260 1,691        151,064 -14,648  
1/16/12 Sell ASX 50 short Macquarie Group 112.73 19.953 21.742 7/25/11 20.828 -2,348 2,451 103 36,520  148,717 -12,197 136,520
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,458  144,410 -6,952 137,458
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,151  142,638 -5,487 137,151
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 36,836  140,867 -4,031 136,836
    HSI-C&I Li & Fung 1,789.96 1.742 0.578 8/08/11 1.160 -2,076 1,034 -1,042 35,794  138,791 -2,997 135,794
    OBX 25 Frontline 39.65 17.878 333.728 4/11/11 77.243 -3,063 13,232 10,170 45,963  135,728 10,235 145,963
    MerVal Petrobras 228.54 12.497 14.374 4/11/11 13.403 -3,063 3,285 222 46,185  132,665 13,520 146,185
    Indices Athex Large Cap 0.47 2,507.600 12,908.500 5/23/11 5,689.400 -2,674 6,067 3,393 49,578  129,991 19,587 149,578
  Buy ASX 50 long James Hardie Ind 722.23 5.856   1/23/12 6.001 4,229        134,220 15,358  
    HSI-Fin AIA 1,611.54 2.624   5/14/12 2.577 4,229        138,449 11,129  
    HSI-Prop China Ov Land & Inv 1,372.16 1.541   6/10/13 2.124 2,115        140,563 9,015  
      China Res Land 1,496.36 1.413   6/10/13 2.183 2,115        142,678 6,900  
    HSI-C&I Sands China 1,646.55 2.568   5/21/12 2.614 4,229        146,907 2,671  
    OBX 25 Equinor 219.53 19.264   5/14/12 19.745 4,229        151,136 -1,558  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ASX 50 long 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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX Österreichische Post 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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      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  
    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  
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 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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short Pampa Energía 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  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
  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  
Portfolio market l/s instrument bought pieces buy price 1/14/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short RusHydro 9/17/12 3122.01 2.090 1.920 2.275 6,525 7,103 578 578 6,525 7,103 30
  ISEQ 20 long Kerry Group 8/27/12 75.76 37.580 38.000 2,847 2,879 32 610 9,372 9,982 3
    Smurfit Kappa   434.66 6.550 9.890 2,847 4,299 1,452 2,061 12,219 14,281 193
  CAC 40 short Engie 1/14/13 407.06 15.430   6,281 6,281     18,500 20,561  
  AEX KPN 10/15/12 1573.08 3.626 2.573 5.110 5,704 8,038 2,334 4,396 24,204 28,600 296
  IBEX 35 long Mediaset Esp 1/07/13 1099.02 5.696 5.528 6,260 6,075 -185 4,211 30,464 34,675 -79
  Topix (TYO) Subaru 6/11/12 680.61 6.048 9.907 4,116 6,743 2,627 6,838 34,580 41,418 129
  SSE 50 China Rwy Constr 12/10/12 8608.94 0.716 0.734 6,164 6,318 154 6,992 40,744 47,736 29
  HSI Galaxy Entertainment 8/20/12 2580.88 2.352 3.098 6,071 7,996 1,925 8,917 46,815 55,732 98
  HSI-Fin Bank of China (HK) 9/17/12 2733.79 2.387 2.509 6,525 6,858 333 9,250 53,340 62,590 16
  BSE Sensex 30 Hindustan Unilever 1/30/12 646.24 6.061 6.699 3,917 4,329 412 9,662 57,257 66,919 11
  STI ThaiBev 7/02/12 22554.19 0.212 0.269 4,786 6,072 1,286 10,948 62,043 72,991 56
  OMXH 25 Orion 12/31/12 267.97 22.200 21.880 5,949 5,863 -86 10,862 67,992 78,854 -32
  GEX short ZhongDe Waste Tech 5/07/12 1740.71 2.800 1.840 4.261 4,874 7,417 2,543 13,405 72,866 86,271 84
  SMI long Richemont 12/17/12 99.97 59.929 63.336 5,991 6,332 341 13,745 78,857 92,602 106
  Topix (FRA) short Kansai Electric Pwr 9/03/12 1146.09 5.702 7.584 3.820 6,535 4,378 -2,157 11,588 85,392 96,981 -67
  TecDAX SMA Solar 5/21/12 212.2 26.315 21.970 31.519 5,584 6,688 1,104 12,693 90,976 103,669 32
  HSI-Prop long China Ov Land & Inv 1/16/12 1372.16 1.541 2.417 2,115 3,316 1,202 13,894 93,091 106,985 57
    China Res Land   1496.36 1.413 2.238 2,115 3,349 1,234 15,129 95,205 110,334 59
  Nordic 30 Pandora 8/13/12 442.27 11.192 18.131 4,950 8,019 3,069 18,198 100,155 118,353 214
  FT 30 Ferguson 8/06/12 1.5 3,068.570 3,666.143 4,603 5,499 896 19,094 104,758 123,852 50
  Nikkei (FRA) short Screen 1/14/13 161.18 19.485   3,141 3,141     107,899 126,992  
  Nikkei (TYO) long Subaru 11/19/12 769.35 8.176 9.907 6,290 7,622 1,332 20,426 114,188 134,614 250
  Athex LC Alpha Bank 9/03/12 97.54 67.000 68.000 6,535 6,633 98 20,523 120,724 141,247 4
  OBX 25 short REC Silicon 1/07/13 3473.34 1.802 1.613 2.014 6,260 6,996 736 21,259 126,984 148,243 32,802
Portfolio market l/s instrument bought pieces buy price 1/14/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXS 30 long Electrolux 7/23/12 129.53 17.722 19.311 2,295 2,501 206 21,465 129,279 150,744 20
    Swedbank   166.48 13.789 15.857 2,296 2,640 344 21,810 131,575 153,384 34
  MerVal Gr Fin Galicia 12/24/12 8587.61 0.697 0.728 5,989 6,254 265 22,074 137,564 159,638 112
  OMXC 20 Genmab 7/16/12 552.5 8.469 12.054 4,679 6,660 1,981 24,055 142,243 166,298 103
  TSX 60 Couche-Tard 8/20/12 454.08 13.370 12.430 6,071 5,644 -427 23,628 148,314 171,942 -17
  CAC Mid 60 Eurofins Scientific 9/10/12 55.52 110.000 136.250 6,107 7,565 1,457 25,085 154,421 179,506 86
  SDAX ADLER Real Estate 12/10/12 4402.86 1.400 1.287 6,164 5,666 -498 24,588 160,585 185,173 -58
  Indices OMXC 20 9/10/12 91.97 66.404 69.966 6,107 6,435 328 24,915 166,692 191,607 16
  BEL 20 Galapagos 11/12/12 373.74 16.910 18.620 6,320 6,959 639 25,554 173,012 198,566 75
  BAX KUKA 10/29/12 261.3 23.375 28.185 6,108 7,365 1,257 26,811 179,120 205,931 143
  France Eurofins Scientific 8/13/12 47.8 103.550 136.250 4,950 6,513 1,563 28,374 184,070 212,444 92
  MIB Azimut 11/05/12 680.67 9.304 11.624 6,333 7,912 1,579 29,954 190,403 220,356 219
  ATX Österreichische Post 6/25/12 188.64 25.890 30.830 4,884 5,816 932 30,885 195,286 226,172 37
  ASX 50 James Hardie Ind 1/30/12 679.65 5.763 7.257 3,917 4,932 1,015 31,900 199,204 231,104 27
  DJ Global Titans Bank of America 10/29/12 847.91 7.204 8.596 6,108 7,288 1,180 33,081 205,312 238,392 131
  S&P 100 Gilead 9/17/12 260.35 25.063 29.140 6,525 7,587 1,062 34,142 211,837 245,979 59
  HDAX Dürr 1/23/12 467.18 9.125 17.873 4,263 8,350 4,087 38,229 216,100 254,329 99
  DJTA Avis Budget 9/24/12 472.5 12.419 15.917 5,868 7,521 1,653 39,882 221,968 261,850 125
  SP Global 100 Apple 4/30/12 75.07 62.953 53.716 4,726 4,032 -693 39,188 226,694 265,882 -20
  Nasdaq 100 Regeneron 10/10/11 35.97 49.346 134.442 1,775 4,836 3,061 42,249 228,468 270,718 121
  Kospi 50 Amorepacific Group 7/23/12 175.46 26.166 32.792 4,591 5,754 1,163 43,412 233,060 276,472 60
  DAX Continental 7/16/12 65.5 71.440 83.750 4,679 5,486 806 44,218 237,739 281,957 38
  MDAX KUKA 1/14/13 222.85 28.185   6,281 6,281     244,020 288,238  
  FTSE Ashtead 7/30/12 13.37 333.248 540.191 4,456 7,222 2,767 46,985 248,475 295,461 186
  HSI-C&I Galaxy Entertainment 9/17/12 2684.08 2.431 3.098 6,525 8,316 1,791 48,776 255,000 303,777 110
Portfolio market l/s instrument bought pieces buy price 1/14/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Europe 50 Roche 12/19/11 18.03 129.719 159.652 2,339 2,879 540 49,316 257,339 306,655 21
  BSE Sensex 50 Eicher Motors 10/24/11 75.71 23.352 37.788 1,768 2,861 1,093 50,409 259,107 309,516 48
  QIX Freenet 1/23/12 405.42 10.515 15.080 4,263 6,114 1,851 52,260 263,370 315,630 45
  DJIA Visa 12/19/11 123.78 18.897 30.098 2,339 3,726 1,386 53,646 265,709 319,355 54
  Euro 50 ASML 1/09/12 52.19 32.400 48.425 1,691 2,527 836 54,482 267,400 321,883 48
    AB InBev   35.6 47.495 65.240 1,691 2,323 632 55,114 269,091 324,205 37
  USA Alexion 11/28/11 43.41 50.936 74.453 2,211 3,232 1,021 56,135 271,302 327,437 40
  Germany ADLER Real Estate 9/10/12 5175.42 1.180 1.287 6,107 6,661 554 56,689 277,409 334,098 29
  SLI Swiss Life 11/26/12 57.86 104.219 111.166 6,030 6,432 402 57,091 283,439 340,530 62
  GCX short REC Silicon 4/23/12 1476.41 3.479 1.613 7.504 5,136 11,079 5,943 63,033 288,575 351,609 187
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Kansai Electric Pwr 1,146.09 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
  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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 CGG 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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France short 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
  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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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  
    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
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 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
  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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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  
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  
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 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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
  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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short 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
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
  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
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 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  
    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
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 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  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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  
    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
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 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
    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
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 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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
  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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
  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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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  
    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
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 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
  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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Fujitsu 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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short YPF 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  
      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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short 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  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin China Life Ins HK 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  
      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 Euro 50 long SAP 167.52 72.680   4/04/16