Sat, Dec 9th, 2023, 11:06UTC
 
Portfolio Development

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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 ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        2,500 97,500 100,000
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        5,000 95,000  
1/17/11 Buy CAC 40 long Valeo 321.75 15.148   3/14/11 13.523 4,874        9,874 90,126  
    AEX Aalberts 323.85 15.050   3/28/11 16.715 4,874        14,748 85,252  
1/24/11 Buy IBEX 35 long Sacyr 847.86 5.462   2/28/11 7.082 4,631        19,379 80,621  
    Topix (TYO) short Resona 1,147.25 4.037   1/31/11 3.670 4,631        24,010 75,990  
1/31/11 Sell   short Resona 1,147.25 3.670 4.440 1/24/11 4.037 -4,631 5,094 463 463  19,379 81,084 100,463
  Buy SSE 50 long China Shipbuilding 4,614.60 0.983   2/21/11 0.981 4,538        23,917 76,546  
    Topix (TYO) Isuzu Motors 632.21 7.178   8/29/11 5.756 4,538        28,455 72,008  
2/07/11 Buy HSI short China Res Land 3,595.50 1.199   4/04/11 1.417 4,311        32,766 67,697  
    HSI-Fin China Life Ins HK 1,574.33 2.738   1/16/12 2.249 4,311        37,077 63,386  
    ÖkoDAX (deprecated) long CropEnergies 730.68 5.900   6/06/11 4.970 4,311        41,388 59,075  
    BSE Sensex 30 short Bharat Heavy 988.85 4.360   1/30/12 2.662 4,311        45,699 54,764  
    STI Wilmar International 1,421.74 3.032   3/28/11 3.080 4,311        50,010 50,453  
Portfolio market l/s instrument bought pieces buy price 2/07/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 long Kingspan 1/03/11 331.13 7.550 6.750 2,500 2,235 -265 -265 2,500 2,235 -69
    Origin Enterprises   787.4 3.175 3.650 2,500 2,874 374 109 5,000 5,109 328
  CAC 40 Valeo 1/17/11 321.75 15.148 13.970 4,874 4,495 -379 -270 9,874 9,604 -76
  AEX Aalberts   323.85 15.050 14.800 4,874 4,793 -81 -351 14,748 14,397 -25
  IBEX 35 Sacyr 1/24/11 847.86 5.462 6.382 4,631 5,411 780 429 19,379 19,808 5,688
  Topix (TYO) Isuzu Motors 1/31/11 632.21 7.178 6.711 4,538 4,243 -295 134 23,917 24,051 -97
  SSE 50 China Shipbuilding   4614.6 0.983 0.989 4,538 4,565 27 161 28,455 28,616 37
  HSI short China Res Land 2/07/11 3595.5 1.199   4,311 4,311     32,766 32,927  
  HSI-Fin China Life Ins HK   1574.33 2.738   4,311 4,311     37,077 37,238  
  ÖkoDAX (deprecated) long CropEnergies   730.68 5.900   4,311 4,311     41,388 41,549  
  BSE Sensex 30 short Bharat Heavy   988.85 4.360   4,311 4,311     45,699 45,860  
  STI Wilmar International   1421.74 3.032   4,311 4,311     50,010 50,171  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/14/11 Buy OMXH 25 short Nokia 562.99 6.700   2/21/11 6.240 3,772        53,782 46,681  
    PSI 20 long Jerónimo Martins 314.99 11.975   2/21/11 11.500 3,772        57,554 42,909  
    GEX InVision 183.91 20.510   3/07/11 22.905 3,772        61,326 39,137  
2/21/11 Sell SSE 50 long China Shipbuilding 4,614.60 0.981   1/31/11 0.983 -4,538 4,525 -13 450  56,788 43,662 100,450
    OMXH 25 short Nokia 562.99 6.240 7.194 2/14/11 6.700 -3,772 4,050 278 728  53,016 47,712 100,728
    PSI 20 long Jerónimo Martins 314.99 11.500   2/14/11 11.975 -3,772 3,622 -150 579  49,244 51,335 100,579
  Buy SSE 50 short Shanghai Pudong 3,415.80 1.112   4/04/11 1.203 3,797        53,041 47,538  
    OMXH 25 long Metso 389.84 9.740   2/28/11 10.430 3,797        56,838 43,741  
    PSI 20 short Impresa 3,835.35 0.990   3/28/11 1.010 3,797        60,635 39,944  
    SMI long Richemont 89.22 42.559   2/28/11 41.624 3,797        64,432 36,147  
2/28/11 Sell IBEX 35 long Sacyr 847.86 7.082   1/24/11 5.462 -4,631 6,005 1,374 1,952  59,801 42,151 101,952
    OMXH 25 Metso 389.84 10.430   2/21/11 9.740 -3,797 4,066 269 2,221  56,004 46,217 102,221
    SMI Richemont 89.22 41.624   2/21/11 42.559 -3,797 3,714 -83 2,138  52,207 49,931 102,138
  Buy IBEX 35 short Banco Sabadell 1,503.56 2.528   3/21/11 2.535 3,801        56,008 46,130  
    OMXH 25 Nokia 624.14 6.090   12/26/11 3.720 3,801        59,809 42,329  
    SMI Roche 34.64 109.719   3/07/11 102.126 3,801        63,610 38,528  
    NZX 50 Heartland 8,918.35 0.426   4/25/11 0.391 3,801        67,411 34,727  
    Topix (FRA) Resona 936.21 4.060   7/11/11 3.532 3,801        71,212 30,926  
3/07/11 Sell SMI short Roche 34.64 102.126 117.876 2/28/11 109.719 -3,801 4,083 283 2,420  67,411 35,009 102,420
    GEX long InVision 183.91 22.905   2/14/11 20.510 -3,772 4,212 440 2,861  63,639 39,222 102,861
  Buy SMI Richemont 83.99 42.288   3/14/11 39.521 3,552        67,191 35,670  
    GEX short MeVis Medical 291.15 12.200   2/13/12 5.650 3,552        70,743 32,118  
3/14/11 Sell CAC 40 long Valeo 321.75 13.523   1/17/11 15.148 -4,874 4,351 -523 2,338  65,869 36,469 102,338
    SMI Richemont 83.99 39.521   3/07/11 42.288 -3,552 3,319 -232 2,105  62,317 39,788 102,105
  Buy CAC 40 short Carrefour 113.11 31.360   4/25/11 31.100 3,547        65,864 36,241  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TecDAX SMA Solar 48.09 73.750   2/06/12 50.420 3,547        69,411 32,695  
    HSI-Prop China Ov Land & Inv 1,350.31 1.313   1/16/12 1.541 1,774        71,184 30,921  
      China Res Land 1,478.16 1.200   1/16/12 1.413 1,774        72,958 29,148  
    Nordic 30 Nokia 604.26 5.870   11/28/11 4.150 3,547        76,505 25,601  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        80,053 22,052  
    SMI Roche 35.06 101.160   5/02/11 110.747 3,547        83,600 18,506  
    Nikkei (FRA) Resona 521.62 3.400   1/09/12 3.458 1,774        85,373 16,732  
      Tokyo Electric Power 137.48 12.900   1/09/12 1.740 1,773        87,147 14,959  
    Nikkei (TYO) Resona 1,043.67 3.399   4/25/11 3.103 3,547        90,694 11,412  
3/21/11 Sell IBEX 35 short Banco Sabadell 1,503.56 2.535 2.521 2/28/11 2.528 -3,801 3,790 -11 2,095  86,893 15,202 102,095
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,691  84,393 17,298 101,691
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,203  81,893 20,310 102,203
  Buy IBEX 35 Sacyr 422.11 7.254   4/04/11 7.471 3,062        84,955 17,248  
    ISEQ 20 short Bank of Ireland 171.83 8.910   3/28/11 7.590 1,531        86,486 15,717  
      Ryanair 470.93 3.251   3/28/11 3.273 1,531        88,017 14,186  
3/28/11 Sell AEX long Aalberts 323.85 16.715   1/17/11 15.050 -4,874 5,413 539 2,742  83,143 19,599 102,742
    ISEQ 20 short Bank of Ireland 171.83 7.590 10.460 3/21/11 8.910 -1,531 1,797 266 3,008  81,612 21,396 103,008
      Ryanair 470.93 3.273 3.229 3/21/11 3.251 -1,531 1,521 -10 2,998  80,081 22,917 102,998
    PSI 20 Impresa 3,835.35 1.010 0.970 2/21/11 0.990 -3,797 3,720 -77 2,921  76,284 26,637 102,921
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,840  72,736 30,104 102,840
    STI Wilmar International 1,421.74 3.080 2.984 2/07/11 3.032 -4,311 4,243 -68 2,771  68,425 34,347 102,771
  Buy AEX Philips 154.51 22.180   1/02/12 16.490 3,427        71,852 30,920  
    ISEQ 20 long Glanbia 393.91 4.350   4/25/11 4.541 1,714        73,565 29,206  
      Origin Enterprises 447.97 3.825   4/25/11 3.900 1,713        75,279 27,493  
    PSI 20 Jerónimo Martins 303.54 11.290   4/11/11 11.320 3,427        78,706 24,066  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    STI Genting 2,954.31 1.160   5/02/11 1.158 3,427        82,133 20,639  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,415.80 1.203 1.020 2/21/11 1.112 -3,797 3,484 -313 2,458  78,336 24,123 102,458
    HSI China Res Land 3,595.50 1.417 0.981 2/07/11 1.199 -4,311 3,527 -784 1,674  74,025 27,650 101,674
    IBEX 35 long Sacyr 422.11 7.471   3/21/11 7.254 -3,062 3,154 92 1,766  70,963 30,803 101,766
  Buy SSE 50 IM BaoTou Steel 10,937.29 0.303   5/23/11 0.268 3,314        74,277 27,489  
    HSI Galaxy Entertainment 3,068.52 1.080   8/01/11 1.948 3,314        77,591 24,175  
    IBEX 35 short Banco Sabadell 1,331.46 2.489   2/06/12 2.331 3,314        80,905 20,861  
    Athex LC Piraeus Financial 0.01 432,300.000   4/02/12 82,830.000 4,323        85,228 16,538  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.54 11.320   3/28/11 11.290 -3,427 3,436 9 1,775  81,801 19,974 101,775
  Buy   short Teixeira Duarte 4,988.52 0.610   2/06/12 0.190 3,043        84,844 16,931  
    OBX 25 Frontline 39.40 77.243   1/16/12 17.878 3,043        87,887 13,888  
    OMXS 30 AstraZeneca 44.79 33.972   4/18/11 34.188 1,522        89,409 12,366  
      Nokia 255.02 5.966   4/18/11 6.088 1,522        90,930 10,845  
    FT 30 3i Group 10.06 302.376   5/02/11 315.356 3,042        93,972 7,803  
4/18/11 Sell OMXS 30 short AstraZeneca 44.79 34.188 33.756 4/11/11 33.972 -1,522 1,512 -10 1,765  92,450 9,315 101,765
      Nokia 255.02 6.088 5.844 4/11/11 5.966 -1,522 1,490 -31 1,734  90,929 10,805 101,734
  Buy   long Swedbank 107.69 13.061   5/30/11 12.341 1,407        92,335 9,399  
4/25/11 Sell CAC 40 short Carrefour 113.11 31.100 31.622 3/14/11 31.360 -3,547 3,577 30 1,764  88,788 12,976 101,764
    ISEQ 20 long Glanbia 393.91 4.541   3/28/11 4.350 -1,714 1,789 75 1,839  87,075 14,764 101,839
      Origin Enterprises 447.97 3.900   3/28/11 3.825 -1,713 1,747 34 1,873  85,361 16,511 101,873
    NZX 50 short Heartland 8,918.35 0.391 0.465 2/28/11 0.426 -3,801 4,144 343 2,216  81,560 20,656 102,216
    Nikkei (TYO) Resona 1,043.67 3.103 3.722 3/14/11 3.399 -3,547 3,885 338 2,554  78,013 24,541 102,554
  Buy ISEQ 20 Bank of Ireland 213.51 7.440   1/02/12 2.550 1,589        79,602 22,952  
      Ryanair 471.93 3.366   1/02/12 3.780 1,589        81,190 21,364  
    OMXC 20 Vestas Wind Systems 660.69 4.809   5/16/11 4.185 3,177        84,367 18,187  
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 a2 Milk 41,206.23 0.077   10/03/11 0.120 3,177        87,544 15,010  
    Nikkei (TYO) Screen 210.17 15.117   5/09/11 16.045 3,177        90,721 11,833  
5/02/11 Sell FT 30 short 3i Group 10.06 315.356 289.395 4/11/11 302.376 -3,042 2,911 -131 2,423  87,679 14,744 102,423
    STI long Genting 2,954.31 1.158   3/28/11 1.160 -3,427 3,422 -5 2,418  84,252 18,166 102,418
    SMI short Roche 35.06 110.747 91.573 3/14/11 101.160 -3,547 3,211 -336 2,082  80,706 21,377 102,082
  Buy STI Wilmar International 1,092.78 2.824   7/02/12 2.197 3,086        83,792 18,291  
    SMI long Richemont 70.55 43.745   5/09/11 42.905 3,086        86,878 15,204  
5/09/11 Sell   long Richemont 70.55 42.905   5/02/11 43.745 -3,086 3,027 -59 2,023  83,792 18,231 102,023
    Nikkei (TYO) Screen 210.17 16.045   4/25/11 15.117 -3,177 3,372 195 2,218  80,615 21,603 102,218
  Buy CAC 40 short Carrefour 100.93 30.665   2/06/12 18.345 3,095        83,710 18,508  
    TSX 60 BlackBerry 102.19 30.287   2/20/12 11.318 3,095        86,805 15,413  
    FT 30 Lloyds Bank 50.54 61.241   5/30/11 59.956 3,095        89,900 12,318  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        92,995 9,223  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 4/25/11 4.809 -3,177 3,651 474 2,692  89,818 12,874 102,692
  Buy   long Novozymes 122.04 23.673   5/30/11 23.619 2,889        92,707 9,985  
    CAC Mid 60 short Genfit 734.55 3.933   1/23/12 1.723 2,889        95,596 7,096  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  92,282 10,024 102,306
  Buy   short China Life 1,350.65 2.079   5/30/11 2.028 2,808        95,090 7,216  
    SDAX Heidelberger Druck 968.61 2.899   1/30/12 1.657 2,808        97,898 4,408  
    Indices Athex Large Cap 0.49 5,689.400   1/16/12 2,507.600 2,788        100,686 1,620  
5/30/11 Sell SSE 50 short China Life 1,350.65 2.028 2.131 5/23/11 2.079 -2,808 2,879 71 2,376  97,878 4,498 102,376
    OMXC 20 long Novozymes 122.04 23.619   5/16/11 23.673 -2,889 2,882 -7 2,370  94,989 7,381 102,370
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,292  93,582 8,710 102,292
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,358  90,487 11,871 102,358
  Buy SSE 50 long China Northern Rare 1,182.00 2.415   6/06/11 2.742 2,855        93,342 9,016  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 short Galapagos 298.95 9.550   7/04/11 8.420 2,855        96,197 6,161  
    OMXC 20 Vestas Wind Systems 704.85 4.051   7/04/11 3.486 2,855        99,052 3,306  
    OMXS 30 Nokia 316.39 4.512   7/04/11 4.367 1,428        100,479 1,879  
      Telia Company 269.33 5.300   7/04/11 4.997 1,428        101,907 451  
6/06/11 Sell SSE 50 long China Northern Rare 1,182.00 2.742   5/30/11 2.415 -2,855 3,242 387 2,745  99,052 3,693 102,745
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,065  94,741 7,324 102,065
  Buy SSE 50 short China Rwy Constr 4,328.00 0.632   1/23/12 0.506 2,734        97,475 4,590  
    FT 30 Lloyds Bank 51.94 52.638   12/05/11 31.447 2,734        100,209 1,856  
6/27/11 Buy France short Carrefour 98.22 26.450   1/23/12 17.050 2,598        102,807 -741  
    MIB UnipolSai 506.43 5.130   11/05/12 0.935 2,598        105,405 -3,339  
    CAC Next 20 long Arkema 39.90 65.105   7/11/11 66.601 2,598        108,003 -5,937  
7/04/11 Sell BEL 20 short Galapagos 298.95 8.420 10.832 5/30/11 9.550 -2,855 3,238 383 2,449  105,148 -2,699 102,449
    OMXC 20 Vestas Wind Systems 704.85 3.486 4.707 5/30/11 4.051 -2,855 3,318 463 2,911  102,293 619 102,911
    OMXS 30 Nokia 316.39 4.367 4.661 5/30/11 4.512 -1,428 1,475 47 2,959  100,865 2,094 102,959
      Telia Company 269.33 4.997 5.622 5/30/11 5.300 -1,428 1,514 87 3,045  99,438 3,608 103,045
  Buy BEL 20 long Solvay 24.75 107.700   7/11/11 107.450 2,666        102,103 942  
    OMXC 20 Novozymes 114.69 23.246   7/11/11 23.100 2,666        104,769 -1,724  
7/11/11 Sell BEL 20 long Solvay 24.75 107.450   7/04/11 107.700 -2,666 2,659 -6 3,039  102,104 935 103,039
    OMXC 20 Novozymes 114.69 23.100   7/04/11 23.246 -2,666 2,649 -17 3,022  99,438 3,585 103,022
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,590  95,637 7,954 103,590
    CAC Next 20 long Arkema 39.90 66.601   6/27/11 65.105 -2,598 2,657 60 3,650  93,039 10,611 103,650
  Buy BEL 20 short Bekaert 56.62 50.440   3/12/12 24.765 2,856        95,895 7,755  
    OMXC 20 Vestas Wind Systems 832.77 3.430   11/28/11 1.979 2,856        98,751 4,899  
    OMXS 30 Nokia 361.20 3.954   11/28/11 4.082 1,428        100,179 3,471  
      SSAB 151.91 9.401   11/28/11 6.652 1,428        101,607 2,043  
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 Daito Trust 44.09 64.780   8/01/11 65.420 2,856        104,463 -813  
7/18/11 Buy ATX short Flughafen Wien 309.64 8.300   3/26/12 7.050 2,570        107,033 -3,383  
7/25/11 Buy ASX 50 short Macquarie Group 120.32 20.828   1/16/12 19.953 2,506        109,539 -5,889  
    DJ Global Titans Bank of America 359.55 6.970   12/26/11 4.202 2,506        112,045 -8,395  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,315  108,731 -2,416 106,315
    Topix (FRA) Daito Trust 44.09 65.420   7/11/11 64.780 -2,856 2,884 28 6,343  105,875 468 106,343
  Buy S&P 100 short AIG 134.44 19.860   1/09/12 18.875 2,670        108,545 -2,202  
    HSI New World Dev 710.18 3.760   12/26/11 2.465 2,670        111,215 -4,872  
    HDAX Commerzbank 142.01 18.801   1/23/12 14.511 2,670        113,885 -7,542  
    DJTA Delta Air Lines 492.78 5.418   10/24/11 6.408 2,670        116,555 -10,212  
    Topix (FRA) Nintendo 241.41 11.060   1/23/12 10.574 2,670        119,225 -12,882  
    SP Global 100 Carrefour 132.97 20.080   4/30/12 15.175 2,670        121,895 -15,552  
8/08/11 Buy Nasdaq 100 short Akamai 153.92 14.741   10/10/11 17.540 2,269        124,164 -17,821  
    Kospi 50 LG Display 166.01 13.668   10/10/11 14.049 2,269        126,433 -20,090  
    DAX Commerzbank 147.78 15.354   12/19/11 9.482 2,269        128,702 -22,359  
    MDAX Ceconomy 236.09 9.611   5/14/12 7.298 2,269        130,971 -24,628  
    FTSE Lloyds Bank 60.27 37.648   11/28/11 27.613 2,269        133,240 -26,897  
    Europe 50 Lloyds Bank 60.27 37.648   12/19/11 27.968 2,269        135,509 -29,166  
    BSE Sensex 50 Tata Motors 877.86 2.585   10/03/11 2.302 2,269        137,778 -31,435  
    QIX Pro7-Sat1 162.07 14.000   1/23/12 17.200 2,269        140,047 -33,704  
8/22/11 Buy DJIA short Goldman Sachs 24.53 73.991   12/19/11 67.244 1,815        141,862 -35,519  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,444  137,324 -31,880 105,444
  Buy   short Nintendo 157.72 11.660   2/13/12 10.500 1,839        139,163 -33,719  
9/05/11 Buy Euro 50 short Societe Generale 44.27 20.250   1/09/12 15.000 896        140,059 -34,615  
      Unicredit 32.65 27.460   1/09/12 11.455 897        140,956 -35,512  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/03/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   4/25/11 0.077 -3,177 4,924 1,747 7,191  137,779 -30,588 107,191
    BSE Sensex 50 short Tata Motors 877.86 2.302 2.902 8/08/11 2.585 -2,269 2,548 279 7,470  135,510 -28,040 107,470
  Buy NZX 50 Heartland 7,119.80 0.279   10/17/11 0.296 1,985        137,495 -30,025  
    BSE Sensex 50 long Eicher Motors 815.46 2.434   10/17/11 2.393 1,985        139,480 -32,010  
10/10/11 Sell Nasdaq 100 short Akamai 153.92 17.540 11.942 8/08/11 14.741 -2,269 1,838 -431 7,039  137,211 -30,172 107,039
    Kospi 50 LG Display 166.01 14.049 13.287 8/08/11 13.668 -2,269 2,206 -63 6,976  134,942 -27,966 106,976
  Buy Nasdaq 100 long Regeneron 40.02 49.346   8/24/15 434.608 1,975        136,917 -29,941  
    Kospi 50 SK Holdings 20.60 95.875   12/19/11 80.532 1,975        138,892 -31,916  
10/17/11 Sell NZX 50 short Heartland 7,119.80 0.296 0.262 10/03/11 0.279 -1,985 1,864 -121 6,855  136,907 -30,052 106,855
    BSE Sensex 50 long Eicher Motors 815.46 2.393   10/03/11 2.434 -1,985 1,951 -34 6,821  134,922 -28,101 106,821
  Buy NZX 50 a2 Milk 14,130.75 0.139   10/31/11 0.139 1,967        136,889 -30,068  
    BSE Sensex 50 short Aurobindo Pharma 2,141.54 0.919   10/24/11 0.877 1,967        138,856 -32,035  
10/24/11 Sell DJTA short Delta Air Lines 492.78 6.408 4.429 8/01/11 5.418 -2,670 2,182 -488 6,333  136,186 -29,853 106,333
    BSE Sensex 50 Aurobindo Pharma 2,141.54 0.877 0.962 10/17/11 0.919 -1,967 2,060 93 6,425  134,219 -27,793 106,425
  Buy   long Eicher Motors 841.47 2.335   12/07/15 22.421 1,965        136,184 -29,758  
10/31/11 Sell NZX 50 long a2 Milk 14,130.75 0.139   10/17/11 0.139 -1,967 1,968 1 6,427  134,217 -27,790 106,427
  Buy   short Heartland 6,510.93 0.302   3/05/12 0.277 1,965        136,182 -29,755  
11/21/11 Buy USA short Netflix 243.56 7.867   11/28/11 7.544 1,916        138,098 -31,671  
    DJTA JetBlue Airways 721.79 2.655   12/05/11 3.509 1,916        140,014 -33,587  
11/28/11 Sell USA short Netflix 243.56 7.544 8.203 11/21/11 7.867 -1,916 1,998 82 6,509  138,098 -31,589 106,509
    FTSE Lloyds Bank 60.27 27.613 51.330 8/08/11 37.648 -2,269 3,094 825 7,333  135,829 -28,495 107,333
    OMXC 20 Vestas Wind Systems 832.77 1.979 5.942 7/11/11 3.430 -2,856 4,948 2,093 9,426  132,973 -23,547 109,426
    OMXS 30 Nokia 361.20 4.082 3.825 7/11/11 3.954 -1,428 1,382 -46 9,380  131,545 -22,165 109,380
      SSAB 151.91 6.652 13.285 7/11/11 9.401 -1,428 2,018 590 9,970  130,117 -20,147 109,970
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,440  126,570 -15,130 111,440
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy FTSE long Next 0.77 3,105.900   6/04/12 3,698.710 2,392        128,961 -17,521  
    OMXC 20 Tryg 279.96 8.598   5/14/12 8.768 2,407        131,368 -19,928  
    OMXS 30 Getinge 64.56 18.641   5/14/12 19.967 1,203        132,572 -21,132  
    Nordic 30 Equinor 131.85 18.255   5/07/12 19.757 2,407        134,979 -23,539  
12/05/11 Sell FT 30 short Lloyds Bank 51.94 31.447 88.109 6/06/11 52.638 -2,734 4,576 1,842 13,282  132,245 -18,962 113,282
    DJTA JetBlue Airways 721.79 3.509 1.800 11/21/11 2.655 -1,916 1,299 -617 12,666  130,329 -17,663 112,666
  Buy FT 30 long BAT 0.70 3,416.030   12/12/11 3,512.060 2,391        132,720 -20,054  
    DJTA Kirby 49.47 48.011   6/25/12 36.163 2,375        135,095 -22,429  
12/12/11 Sell FT 30 long BAT 0.70 3,512.060   12/05/11 3,416.030 -2,391 2,458 67 12,733  132,704 -19,971 112,733
  Buy   short Lloyds Bank 81.10 28.594   12/19/11 27.968 2,319        135,023 -22,290  
12/19/11 Sell DJIA short Goldman Sachs 24.53 67.244 81.415 8/22/11 73.991 -1,815 1,997 182 12,915  133,208 -20,293 112,915
    Kospi 50 long SK Holdings 20.60 80.532   10/10/11 95.875 -1,975 1,659 -316 12,599  131,233 -18,634 112,599
    DAX short Commerzbank 147.78 9.482 24.862 8/08/11 15.354 -2,269 3,674 1,405 14,004  128,964 -14,960 114,004
    Europe 50 Lloyds Bank 60.27 27.968 50.678 8/08/11 37.648 -2,269 3,054 785 14,789  126,695 -11,905 114,789
    FT 30 Lloyds Bank 81.10 27.968 29.234 12/12/11 28.594 -2,319 2,371 52 14,841  124,376 -9,534 114,841
  Buy DJIA long Visa 139.28 18.897   8/24/15 58.880 2,632        127,007 -12,166  
    Kospi 50 short Hyundai Heavy 14.44 182.275   1/23/12 209.385 2,632        129,640 -14,798  
    DAX long Merck (EMD) 71.73 36.695   6/04/12 36.500 2,632        132,272 -17,430  
    Europe 50 Roche 20.29 129.719   10/20/14 222.572 2,632        134,904 -20,062  
    FT 30 Tate & Lyle 3.26 808.105   5/14/12 858.422 2,634        137,538 -22,697  
12/26/11 Sell HSI short New World Dev 710.18 2.465 5.735 8/01/11 3.760 -2,670 4,073 1,403 16,244  134,868 -18,624 116,244
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,666  131,067 -12,402 118,666
    DJ Global Titans Bank of America 359.55 4.202 11.562 7/25/11 6.970 -2,506 4,157 1,651 20,317  128,561 -8,244 120,317
  Buy HSI long Lenovo 5,202.45 0.538   5/21/12 0.656 2,801        131,362 -11,045  
    OMXH 25 Huhtamäki 303.80 9.220   1/02/12 9.150 2,801        134,163 -13,846  
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 Philip Morris 46.34 60.439   1/23/12 57.914 2,801        136,964 -16,647  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,499  133,537 -12,038 121,499
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,545  131,948 -7,403 124,545
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,350  130,360 -6,010 124,350
    OMXH 25 long Huhtamäki 303.80 9.150   12/26/11 9.220 -2,801 2,780 -21 24,329  127,559 -3,230 124,329
  Buy Germany Encavis 931.96 3.248   5/14/12 2.970 3,027        130,586 -6,257  
    AEX Vopak 73.66 41.095   4/09/12 44.780 3,027        133,613 -9,284  
    ISEQ 20 Flutter 33.56 45.100   5/21/12 50.010 1,514        135,126 -10,798  
      Ryanair 400.40 3.780   5/21/12 4.040 1,514        136,640 -12,311  
    OMXH 25 short Outokumpu 260.50 11.620   1/09/12 12.510 3,027        139,667 -15,338  
1/09/12 Sell S&P 100 short AIG 134.44 18.875 20.895 8/01/11 19.860 -2,670 2,809 139 24,468  136,997 -12,529 124,468
    Euro 50 Societe Generale 44.27 15.000 27.338 9/05/11 20.250 -896 1,210 314 24,782  136,100 -11,319 124,782
      Unicredit 32.65 11.455 65.827 9/05/11 27.460 -897 2,149 1,253 26,034  135,204 -9,169 126,034
    OMXH 25 Outokumpu 260.50 12.510 10.730 1/02/12 11.620 -3,027 2,795 -232 25,803  132,177 -6,374 125,803
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,772  130,403 -4,631 125,772
      Tokyo Electric Power 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 37,147  128,630 8,517 137,147
  Buy S&P 100 long Biogen 40.30 90.342   9/03/12 116.954 3,641        132,271 4,877  
    Euro 50 ASML 56.19 32.400   8/24/15 74.790 1,821        134,091 3,056  
      Anheuser-Busch InBev 38.33 47.495   8/24/15 91.280 1,820        135,912 1,235  
    OMXH 25 Wärtsilä 435.35 8.363   1/30/12 8.837 3,641        139,553 -2,405  
    Nikkei (FRA) Aozora Bank 85.19 21.370   5/14/12 18.670 1,821        141,373 -4,226  
      Nitto Boseki 140.31 12.975   5/14/12 12.260 1,821        143,194 -6,047  
1/16/12 Sell ASX 50 short Macquarie Group 120.32 19.953 21.742 7/25/11 20.828 -2,506 2,616 110 37,257  140,688 -3,431 137,257
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 38,196  136,377 1,819 138,196
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,889  134,603 3,285 137,889
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,573  132,830 4,744 137,573
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,679  129,786 17,892 147,679
    Indices Athex Large Cap 0.49 2,507.600 12,908.500 5/23/11 5,689.400 -2,788 6,325 3,537 51,216  126,999 24,218 151,216
  Buy ASX 50 long James Hardie Ind 748.87 5.856   1/23/12 6.001 4,385        131,384 19,833  
    HSI-Fin AIA 1,670.99 2.624   5/14/12 2.577 4,385        135,769 15,448  
    HSI-Prop China Ov Land & Inv 1,422.78 1.541   6/10/13 2.124 2,193        137,961 13,255  
      China Res Land 1,551.55 1.413   6/10/13 2.183 2,193        140,154 11,063  
    HSI-C&I Sands China 1,707.29 2.568   5/21/12 2.614 4,385        144,539 6,678  
    OBX 25 Equinor 227.62 19.264   5/14/12 19.745 4,385        148,923 2,293  
    Indices ISEQ-Overall 1.46 3,005.690   5/21/12 3,087.810 4,388        153,312 -2,096  
1/23/12 Sell France short Carrefour 98.22 17.050 41.032 6/27/11 26.450 -2,598 4,030 1,432 52,648  150,714 1,935 152,648
    SSE 50 China Rwy Constr 4,328.00 0.506 0.789 6/06/11 0.632 -2,734 3,417 683 53,331  147,980 5,351 153,331
    Kospi 50 Hyundai Heavy 14.44 209.385 155.165 12/19/11 182.275 -2,632 2,241 -391 52,939  145,348 7,592 152,939
    ASX 50 long James Hardie Ind 748.87 6.001   1/16/12 5.856 -4,385 4,494 109 53,049  140,963 12,086 153,049
    HDAX short Commerzbank 142.01 14.511 24.359 8/01/11 18.801 -2,670 3,459 789 53,838  138,293 15,545 153,838
    Topix (FRA) Nintendo 241.41 10.574 11.568 8/01/11 11.060 -2,670 2,793 123 53,960  135,623 18,338 153,960
    CAC Mid 60 Genfit 734.55 1.723 8.978 5/16/11 3.933 -2,889 6,595 3,706 57,666  132,734 24,932 157,666
    QIX Pro7-Sat1 162.07 17.200 10.800 8/08/11 14.000 -2,269 1,750 -519 57,147  130,465 26,682 157,147
    DJ Global Titans long Philip Morris 46.34 57.914   12/26/11 60.439 -2,801 2,684 -117 57,030  127,664 29,366 157,030
  Buy France Hermes International 18.37 253.600   4/23/12 251.250 4,659        132,323 24,708  
    SSE 50 China Minsheng Bk 6,977.68 0.668   3/19/12 0.633 4,659        136,982 20,049  
    Kospi 50 Samsung Electronics 303.60 15.346   5/21/12 16.200 4,659        141,641 15,390  
    ASX 50 short QBE Insurance 486.04 9.586   1/30/12 9.544 4,659        146,300 10,731  
    HDAX long Dürr 510.58 9.125   8/04/14 28.230 4,659        150,959 6,072  
    Topix (FRA) Fast Retailing 95.65 48.710   2/27/12 49.490 4,659        155,618 1,412  
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 Innate Pharma 2,724.56 1.710   5/14/12 1.650 4,659        160,277 -3,247  
    QIX Freenet 443.08 10.515   1/18/16 28.325 4,659        164,936 -7,906  
    DJ Global Titans short Bank of America 830.64 5.609   2/06/12 6.060 4,659        169,595 -12,565  
1/30/12 Sell ASX 50 short QBE Insurance 486.04 9.544 9.628 1/23/12 9.586 -4,659 4,679 20 57,051  164,936 -7,885 157,051
    SDAX Heidelberger Druck 968.61 1.657 5.072 5/23/11 2.899 -2,808 4,913 2,105 59,155  162,128 -2,972 159,155
    OMXH 25 long Wärtsilä 435.35 8.837   1/09/12 8.363 -3,641 3,847 206 59,362  158,487 875 159,362
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 62,110  154,176 7,934 162,110
  Buy ASX 50 long James Hardie Ind 737.60 5.763   8/17/15 12.058 4,251        158,427 3,683  
    SDAX Encavis 1,407.15 3.021   5/21/12 2.951 4,251        162,678 -568  
    OMXH 25 short Nokia 1,095.62 3.880   2/13/12 3.800 4,251        166,929 -4,819  
    BSE Sensex 30 long Hindustan Unilever 701.35 6.061   11/16/15 11.144 4,251        171,180 -9,070  
2/06/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 5/09/11 30.665 -3,095 5,174 2,079 64,189  168,085 -3,897 164,189
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,830  164,538 1,291 165,830
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 66,054  161,224 4,830 166,054
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,781  158,181 14,599 172,781
    DJ Global Titans Bank of America 830.64 6.060 5.157 1/23/12 5.609 -4,659 4,284 -375 72,406  153,522 18,883 172,406
  Buy CAC 40 long Airbus 175.62 27.230   4/09/12 29.725 4,782        158,305 14,101  
    IBEX 35 Bankinter 1,385.28 3.452   2/13/12 3.297 4,782        163,087 9,319  
    PSI 20 Jerónimo Martins 372.43 12.840   2/20/12 12.970 4,782        167,869 4,537  
    MerVal short Gr Fin Galicia 8,062.72 0.593   2/27/12 0.596 4,782        172,651 -245  
    DJ Global Titans long Apple 379.52 12.600   5/21/12 15.695 4,782        177,432 -5,027  
2/13/12 Sell IBEX 35 long Bankinter 1,385.28 3.297   2/06/12 3.452 -4,782 4,567 -215 72,191  172,650 -460 172,191
    OMXH 25 short Nokia 1,095.62 3.800 3.962 1/30/12 3.880 -4,251 4,341 90 72,280  168,399 3,881 172,280
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,734  165,304 10,429 175,734
    Topix (TYO) Nintendo 157.72 10.500 12.949 8/29/11 11.660 -1,839 2,042 203 75,937  163,465 12,472 175,937
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 80,055  159,913 20,142 180,055
  Buy IBEX 35 Sacyr 1,509.96 3.314   8/20/12 1.284 5,004        164,917 15,138  
    OMXH 25 long Nokian Tyres 148.49 33.700   4/09/12 36.040 5,004        169,922 10,133  
    Topix (TYO) Fast Retailing 96.93 51.626   5/07/12 55.879 5,004        174,926 5,129  
    GEX 4SC 81.24 61.593   5/07/12 48.084 5,004        179,929 126  
2/20/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 5/09/11 30.287 -3,095 8,282 5,187 85,242  176,834 8,408 185,242
    PSI 20 long Jerónimo Martins 372.43 12.970   2/06/12 12.840 -4,782 4,830 48 85,291  172,052 13,238 185,291
  Buy TSX 60 Constellation Soft 70.20 70.699   4/16/12 66.838 4,963        177,015 8,275  
    PSI 20 short Pharol 1,181.67 4.200   2/27/12 3.989 4,963        181,978 3,312  
    SLI long Sonova 58.19 85.291   4/23/12 82.016 4,963        186,942 -1,651  
2/27/12 Sell PSI 20 short Pharol 1,181.67 3.989 4.422 2/20/12 4.200 -4,963 5,226 263 85,553  181,979 3,575 185,553
    MerVal Gr Fin Galicia 8,062.72 0.596 0.591 2/06/12 0.593 -4,782 4,762 -20 85,533  177,197 8,337 185,533
    Topix (FRA) long Fast Retailing 95.65 49.490   1/23/12 48.710 -4,659 4,734 75 85,608  172,537 13,070 185,608
  Buy PSI 20 Jerónimo Martins 365.95 13.570   3/12/12 14.360 4,966        177,503 8,104  
    Topix (FRA) short Mazda Motor 777.15 6.390   3/05/12 6.150 4,966        182,469 3,138  
3/05/12 Sell NZX 50 short Heartland 6,510.93 0.277 0.329 10/31/11 0.302 -1,965 2,145 180 85,787  180,504 5,283 185,787
    Topix (FRA) Mazda Motor 777.15 6.150 6.639 2/27/12 6.390 -4,966 5,160 194 85,981  175,538 10,443 185,981
  Buy MerVal Aluar 10,231.30 0.480   3/12/12 0.513 4,910        180,448 5,533  
    NZX 50 long a2 Milk 21,118.28 0.233   5/21/12 0.267 4,910        185,358 623  
    Topix (FRA) Isuzu Motors 584.38 8.402   3/19/12 8.620 4,910        190,268 -4,287  
3/12/12 Sell BEL 20 short Bekaert 56.62 24.765 102.733 7/11/11 50.440 -2,856 5,817 2,961 88,942  187,412 1,530 188,942
    PSI 20 long Jerónimo Martins 365.95 14.360   2/27/12 13.570 -4,966 5,255 289 89,231  182,446 6,785 189,231
    MerVal short Aluar 10,231.30 0.513 0.447 3/05/12 0.480 -4,910 4,573 -337 88,894  177,536 11,358 188,894
  Buy BEL 20 long Galapagos 399.20 12.540   5/14/12 10.990 5,006        182,542 6,352  
    PSI 20 short Pharol 1,270.88 3.939   3/26/12 4.022 5,006        187,548 1,346  
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 6,977.68 0.633   1/23/12 0.668 -4,659 4,418 -241 88,653  182,889 5,764 188,653
    Topix (FRA) Isuzu Motors 584.38 8.620   3/05/12 8.402 -4,910 5,037 127 88,780  177,979 10,801 188,780
  Buy SSE 50 short Anhui Conch Cement 2,551.79 1.955   4/09/12 2.031 4,989        182,968 5,812  
    Topix (FRA) Mazda Motor 772.29 6.460   8/13/12 4.800 4,989        187,957 823  
3/26/12 Sell ATX short Flughafen Wien 309.64 7.050 9.772 7/18/11 8.300 -2,570 3,026 456 89,236  185,387 3,849 189,236
    PSI 20 Pharol 1,270.88 4.022 3.856 3/12/12 3.939 -5,006 4,901 -105 89,131  180,381 8,749 189,131
  Buy ATX long Österreichische Post 196.27 25.200   4/09/12 25.800 4,946        185,327 3,803  
    PSI 20 Jerónimo Martins 331.95 14.900   4/02/12 15.420 4,946        190,273 -1,143  
4/02/12 Sell   long Jerónimo Martins 331.95 15.420   3/26/12 14.900 -4,946 5,119 173 89,303  185,327 3,976 189,303
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,543  181,004 26,538 207,543
  Buy PSI 20 Banco Comercial 8,885.51 0.659   8/20/12 0.452 5,852        186,856 20,686  
    Athex LC long EYDAP 1,470.35 3.980   4/16/12 4.030 5,852        192,708 14,834  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,551.79 2.031 1.880 3/19/12 1.955 -4,989 4,796 -193 107,350  187,719 19,630 207,350
    ATX long Österreichische Post 196.27 25.800   3/26/12 25.200 -4,946 5,064 118 107,467  182,773 24,694 207,467
    CAC 40 Airbus 175.62 29.725   2/06/12 27.230 -4,782 5,220 438 107,906  177,991 29,914 207,906
    AEX Vopak 73.66 44.780   1/02/12 41.095 -3,027 3,298 271 108,177  174,964 33,213 208,177
    OMXH 25 Nokian Tyres 148.49 36.040   2/13/12 33.700 -5,004 5,352 347 108,524  169,960 38,564 208,524
  Buy SSE 50 China Northern Rare 2,138.92 2.888   6/04/12 3.823 6,177        176,137 32,387  
    ATX short Zumtobel 630.05 9.804   4/16/12 9.950 6,177        182,314 26,210  
    AEX ArcelorMittal 159.49 38.730   9/03/12 35.565 6,177        188,491 20,033  
    OMXH 25 Outokumpu 531.58 11.620   8/20/12 6.980 6,177        194,668 13,856  
4/16/12 Sell ATX short Zumtobel 630.05 9.950 9.658 4/09/12 9.804 -6,177 6,085 -92 108,432  188,491 19,941 208,432
    TSX 60 long Constellation Soft 70.20 66.838   2/20/12 70.699 -4,963 4,692 -271 108,161  183,528 24,633 208,161
    Athex LC EYDAP 1,470.35 4.030   4/02/12 3.980 -5,852 5,926 74 108,235  177,676 30,559 208,235
  Buy ATX Österreichische Post 223.35 26.725   5/21/12 27.000 5,969        183,645 24,590  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 short BlackBerry 590.66 10.106   8/20/12 5.638 5,969        189,614 18,621  
    Athex LC Public Power 3,850.97 1.550   9/03/12 1.330 5,969        195,583 12,652  
4/23/12 Sell France long Hermes International 18.37 251.250   1/23/12 253.600 -4,659 4,615 -43 108,192  190,924 17,267 208,192
    SLI Sonova 58.19 82.016   2/20/12 85.291 -4,963 4,772 -191 108,001  185,961 22,040 208,001
  Buy France short Solocal 3.89 1,476.830   8/13/12 1,038.280 5,745        191,706 16,295  
    MerVal YPF 428.12 13.433   8/27/12 14.446 5,751        197,457 10,544  
    SLI Lonza 166.68 34.504   11/26/12 36.099 5,751        203,208 4,793  
    GCX REC Silicon 1,653.20 3.479   2/11/13 1.027 5,751        208,959 -958  
4/30/12 Sell SP Global 100 short Carrefour 132.97 15.175 26.570 8/01/11 20.080 -2,670 3,533 863 108,864  206,289 2,575 208,864
  Buy   long Apple 335.81 15.738   10/20/14 19.487 5,285        211,574 -2,710  
5/07/12 Sell Nordic 30 long Equinor 131.85 19.757   11/28/11 18.255 -2,407 2,605 198 109,062  209,167 -105 209,062
    Topix (TYO) Fast Retailing 96.93 55.879   2/13/12 51.626 -5,004 5,416 412 109,475  204,163 5,311 209,475
    GEX 4SC 81.24 48.084   2/13/12 61.593 -5,004 3,906 -1,098 108,377  199,160 9,217 208,377
  Buy Nordic 30 short Nokia 2,266.25 2.400   8/13/12 2.220 5,439        204,599 3,778  
    Topix (TYO) Sony 464.09 11.720   6/11/12 10.270 5,439        210,037 -1,660  
5/14/12 Sell Germany long Encavis 931.96 2.970   1/02/12 3.248 -3,027 2,768 -259 108,118  207,010 1,107 208,118
    MDAX short Ceconomy 236.09 7.298 12.656 8/08/11 9.611 -2,269 2,988 719 108,837  204,741 4,095 208,837
    HSI-Fin long AIA 1,670.99 2.577   1/16/12 2.624 -4,385 4,307 -78 108,759  200,356 8,402 208,759
    BEL 20 Galapagos 399.20 10.990   3/12/12 12.540 -5,006 4,387 -619 108,140  195,350 12,789 208,140
    OMXC 20 Tryg 279.96 8.768   11/28/11 8.598 -2,407 2,455 48 108,188  192,943 15,244 208,188
    OBX 25 Equinor 227.62 19.745   1/16/12 19.264 -4,385 4,494 109 108,297  188,559 19,738 208,297
    OMXS 30 Getinge 64.56 19.967   11/28/11 18.641 -1,203 1,289 86 108,383  187,355 21,028 208,383
    FT 30 Tate & Lyle 3.26 858.422   12/19/11 808.105 -2,634 2,798 164 108,547  184,721 23,826 208,547
    Nikkei (FRA) Aozora Bank 85.19 18.670   1/09/12 21.370 -1,821 1,591 -230 108,317  182,900 25,417 208,317
      Nitto Boseki 140.31 12.260   1/09/12 12.975 -1,821 1,720 -100 108,216  181,080 27,137 208,216
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 Innate Pharma 2,724.56 1.650   1/23/12 1.710 -4,659 4,496 -163 108,053  176,421 31,632 208,053
  Buy Germany short SolarWorld 25.33 236.550   9/10/12 182.550 5,992        182,412 25,640  
    MDAX long Dürr 547.41 10.946   5/21/12 10.445 5,992        188,404 19,648  
    HSI-Fin short HK Exchgs & Clrg 527.66 11.356   9/17/12 11.718 5,992        194,396 13,656  
    BEL 20 Bekaert 262.23 22.850   6/25/12 18.225 5,992        200,388 7,664  
    OMXC 20 Vestas Wind Systems 5,287.68 1.133   5/28/12 1.008 5,992        206,380 1,672  
    OBX 25 REC Silicon 1,731.04 3.462   9/03/12 2.359 5,992        212,372 -4,320  
    OMXS 30 ABB 231.06 12.967   7/23/12 14.168 2,996        215,368 -7,316  
      Nokia 1,281.22 2.338   7/23/12 1.752 2,996        218,364 -10,312  
    FT 30 Man Group 58.03 103.259   8/06/12 106.958 5,992        224,357 -16,304  
    Nikkei (FRA) Nippon Sheet Glass 331.42 9.040   1/07/13 9.100 2,996        227,353 -19,300  
      Sharp 77.56 38.630   1/07/13 23.550 2,996        230,349 -22,296  
    CAC Mid 60 Vallourec 4.33 1,382.400   9/10/12 1,453.800 5,986        236,335 -28,282  
5/21/12 Sell HSI long Lenovo 5,202.45 0.656   12/26/11 0.538 -2,801 3,412 611 108,664  233,534 -24,870 208,664
    Kospi 50 Samsung Electronics 303.60 16.200   1/23/12 15.346 -4,659 4,918 259 108,923  228,875 -19,952 208,923
    ATX Österreichische Post 223.35 27.000   4/16/12 26.725 -5,969 6,030 61 108,984  222,906 -13,921 208,984
    MDAX Dürr 547.41 10.445   5/14/12 10.946 -5,992 5,718 -274 108,710  216,914 -8,203 208,710
    SDAX Encavis 1,407.15 2.951   1/30/12 3.021 -4,251 4,153 -99 108,612  212,663 -4,051 208,612
    HSI-C&I Sands China 1,707.29 2.614   1/16/12 2.568 -4,385 4,463 78 108,690  208,278 412 208,690
    ISEQ 20 Flutter 33.56 50.010   1/02/12 45.100 -1,514 1,678 165 108,855  206,764 2,091 208,855
      Ryanair 400.40 4.040   1/02/12 3.780 -1,514 1,618 104 108,959  205,251 3,708 208,959
    NZX 50 a2 Milk 21,118.28 0.267   3/05/12 0.233 -4,910 5,630 720 109,679  200,341 9,338 209,679
    Indices ISEQ-Overall 1.46 3,087.810   1/16/12 3,005.690 -4,388 4,508 120 109,799  195,952 13,846 209,799
    DJ Global Titans Apple 379.52 15.695   2/06/12 12.600 -4,782 5,957 1,175 110,973  191,170 19,803 210,973
  Buy HSI short China Unicom 4,853.20 1.189   8/20/12 1.370 5,769        196,939 14,034  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 SK Holdings 102.51 56.279   7/23/12 68.528 5,769        202,708 8,265  
    ATX Zumtobel 585.21 9.858   6/25/12 8.050 5,769        208,477 2,496  
    MDAX Ströer Media 726.30 7.943   5/28/12 8.000 5,769        214,246 -3,273  
    TecDAX SMA Solar 219.23 26.315   12/22/14 14.800 5,769        220,015 -9,042  
    SDAX Klöckner 736.41 7.834   10/29/12 7.058 5,769        225,784 -14,811  
    HSI-C&I Citic Pacific 4,870.00 1.185   9/17/12 0.959 5,769        231,553 -20,580  
    ISEQ 20 Bank of Ireland 1,105.17 2.610   8/27/12 2.490 2,884        234,438 -23,465  
      Smurfit Kappa 519.73 5.550   8/27/12 6.550 2,885        237,322 -26,349  
    SMI long Richemont 120.09 48.039   5/28/12 48.077 5,769        243,092 -32,118  
    NZX 50 short KMD Brands 6,049.07 0.954   7/30/12 0.992 5,769        248,861 -37,887  
    Indices Athex Large Cap 2.84 2,028.100   9/10/12 2,671.700 5,760        254,620 -43,647  
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.519   7/02/12 8.411 5,769        260,389 -49,416  
    DJ Global Titans Telefónica 587.71 9.816   5/28/12 9.440 5,769        266,158 -55,185  
5/28/12 Sell MDAX short Ströer Media 726.30 8.000 7.886 5/21/12 7.943 -5,769 5,728 -41 110,932  260,389 -49,457 210,932
    OMXC 20 Vestas Wind Systems 5,287.68 1.008 1.274 5/14/12 1.133 -5,992 6,737 745 111,676  254,397 -42,721 211,676
    SMI long Richemont 120.09 48.077   5/21/12 48.039 -5,769 5,774 5 111,681  248,628 -36,947 211,681
    DJ Global Titans short Telefónica 587.71 9.440 10.207 5/21/12 9.816 -5,769 5,999 230 111,911  242,859 -30,949 211,911
  Buy MDAX long Rhön-Klinikum 205.68 21.995   6/04/12 22.100 4,524        247,383 -35,472  
    OMXC 20 GN Store Nord 66.38 68.150   6/04/12 67.500 4,524        251,907 -39,996  
    DJ Global Titans Apple 277.42 16.307   10/22/12 17.386 4,524        256,431 -44,520  
6/04/12 Sell SSE 50 long China Northern Rare 2,138.92 3.823   4/09/12 2.888 -6,177 8,178 2,001 113,911  250,254 -36,343 213,911
    DAX Merck (EMD) 71.73 36.500   12/19/11 36.695 -2,632 2,618 -14 113,897  247,622 -33,725 213,897
    MDAX Rhön-Klinikum 205.68 22.100   5/28/12 21.995 -4,524 4,546 22 113,919  243,098 -29,179 213,919
    FTSE Next 0.77 3,698.710   11/28/11 3,105.900 -2,392 2,848 456 114,375  240,706 -26,331 214,375
    OMXC 20 GN Store Nord 66.38 67.500   5/28/12 68.150 -4,524 4,481 -43 114,332  236,183 -21,850 214,332
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Unicom 9,509.88 0.506   12/10/12 0.413 4,812        240,995 -26,662  
    DAX thyssenkrupp 379.79 12.670   7/16/12 14.565 4,812        245,806 -31,474  
    MDAX Ströer Media 574.57 8.375   6/18/12 8.546 4,812        250,618 -36,286  
    FTSE Aviva 14.40 334.157   7/30/12 382.206 4,812        255,430 -41,098  
    OMXC 20 Vestas Wind Systems 5,513.29 0.873   6/18/12 0.791 4,812        260,242 -45,910  
    SMI long Swiss Re 110.00 43.744   6/11/12 46.079 4,812        265,054 -50,722  
6/11/12 Sell   long Swiss Re 110.00 46.079   6/04/12 43.744 -4,812 5,069 257 114,589  260,242 -45,653 214,589
    Topix (TYO) short Sony 464.09 10.270 13.374 5/07/12 11.720 -5,439 6,207 768 115,357  254,803 -39,447 215,357
  Buy   long Subaru 727.08 6.048   1/11/16 33.663 4,397        259,200 -43,844  
6/18/12 Sell MDAX short Ströer Media 574.57 8.546 8.204 6/04/12 8.375 -4,812 4,714 -98 115,259  254,388 -39,130 215,259
    OMXC 20 Vestas Wind Systems 5,513.29 0.791 0.963 6/04/12 0.873 -4,812 5,312 500 115,758  249,576 -33,818 215,758
  Buy MDAX long Dürr 401.86 11.318   6/25/12 11.594 4,548        254,124 -38,366  
    OMXC 20 GN Store Nord 62.09 73.250   6/25/12 71.650 4,548        258,673 -42,915  
    SMI Swiss Re 97.55 46.620   11/19/12 54.864 4,548        263,220 -47,462  
6/25/12 Sell ATX short Zumtobel 585.21 8.050 12.072 5/21/12 9.858 -5,769 7,065 1,296 117,054  257,451 -40,398 217,054
    MDAX long Dürr 401.86 11.594   6/18/12 11.318 -4,548 4,659 111 117,165  252,903 -35,739 217,165
    BEL 20 short Bekaert 262.23 18.225 28.649 5/14/12 22.850 -5,992 7,513 1,521 118,685  246,911 -28,226 218,685
    OMXC 20 long GN Store Nord 62.09 71.650   6/18/12 73.250 -4,548 4,449 -99 118,586  242,363 -23,777 218,586
    DJTA Kirby 49.47 36.163   12/05/11 48.011 -2,375 1,789 -586 118,000  239,988 -21,988 218,000
  Buy ATX Österreichische Post 189.26 25.890   7/29/13 31.600 4,900        244,888 -26,888  
    MDAX short Ströer Media 609.38 8.041   7/02/12 8.090 4,900        249,788 -31,788  
    BEL 20 long Galapagos 400.00 12.250   10/22/12 16.900 4,900        254,688 -36,688  
    OMXC 20 short Vestas Wind Systems 6,038.20 0.812   7/16/12 0.678 4,900        259,588 -41,588  
    DJTA Ryder System 179.33 27.323   7/02/12 27.880 4,900        264,488 -46,488  
7/02/12 Sell MDAX short Ströer Media 609.38 8.090 7.992 6/25/12 8.041 -4,900 4,870 -30 117,970  259,588 -41,618 217,970
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Ryder System 179.33 27.880 26.767 6/25/12 27.323 -4,900 4,800 -100 117,870  254,688 -36,818 217,870
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 118,752  251,602 -32,850 218,752
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.411 8.629 5/21/12 8.519 -5,769 5,843 74 118,826  245,833 -27,007 218,826
  Buy MDAX long Dürr 384.68 12.465   7/23/12 13.345 4,795        250,628 -31,802  
    DJTA Delta Air Lines 546.12 8.780   9/17/12 7.031 4,795        255,423 -36,597  
    STI ThaiBev 22,596.61 0.212   6/10/13 0.382 4,795        260,218 -41,392  
    Nikkei (TYO) OKI Electric 375.65 12.765   7/16/12 12.784 4,795        265,013 -46,187  
7/16/12 Sell DAX short thyssenkrupp 379.79 14.565 10.775 6/04/12 12.670 -4,812 4,092 -720 118,106  260,201 -42,095 218,106
    OMXC 20 Vestas Wind Systems 6,038.20 0.678 0.971 6/25/12 0.812 -4,900 5,862 962 119,069  255,301 -36,233 219,069
    Nikkei (TYO) long OKI Electric 375.65 12.784   7/02/12 12.765 -4,795 4,802 7 119,076  250,506 -31,430 219,076
  Buy DAX Continental 78.80 59.533   8/11/14 133.083 4,691        255,197 -36,122  
    OMXC 20 Genmab 553.92 8.469   6/24/13 22.604 4,691        259,888 -40,813  
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.629   11/19/12 7.143 4,691        264,579 -45,504  
7/23/12 Sell Kospi 50 short SK Holdings 102.51 68.528 44.029 5/21/12 56.279 -5,769 4,513 -1,256 117,820  258,810 -40,990 217,820
    MDAX long Dürr 384.68 13.345   7/02/12 12.465 -4,795 5,134 339 118,159  254,015 -35,857 218,159
    OMXS 30 short ABB 231.06 14.168 11.765 5/14/12 12.967 -2,996 2,718 -278 117,881  251,019 -33,138 217,881
      Nokia 1,281.22 1.752 3.121 5/14/12 2.338 -2,996 3,999 1,003 118,884  248,023 -29,139 218,884
  Buy Kospi 50 long Amorepacific Group 181.27 26.166   10/20/14 87.497 4,743        252,766 -33,883  
    MDAX short Ströer Media 598.33 7.927   8/06/12 7.080 4,743        257,509 -38,626  
    OMXS 30 long Electrolux 133.82 17.722   6/24/13 19.030 2,371        259,881 -40,997  
      Swedbank 171.99 13.789   6/24/13 16.871 2,372        262,252 -43,369  
7/30/12 Sell FTSE short Aviva 14.40 382.206 286.108 6/04/12 334.157 -4,812 4,120 -692 118,192  257,440 -39,249 218,192
    NZX 50 KMD Brands 6,049.07 0.992 0.916 5/21/12 0.954 -5,769 5,539 -230 117,962  251,671 -33,709 217,962
  Buy FTSE long Ashtead 13.82 333.248   8/24/15 1,199.890 4,605        256,277 -38,315  
8/06/12 Sell MDAX short Ströer Media 598.33 7.080 8.875 7/23/12 7.927 -4,743 5,310 567 118,529  251,534 -33,005 218,529
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 58.03 106.958 99.561 5/14/12 103.259 -5,992 5,778 -215 118,315  245,542 -27,227 218,315
  Buy MDAX long Dürr 345.22 13.838   10/29/12 14.790 4,777        250,319 -32,004  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        255,106 -36,791  
8/13/12 Sell France short Solocal 3.89 1,038.280 2,100.620 4/23/12 1,476.830 -5,745 8,171 2,427 120,741  249,361 -28,620 220,741
    Nordic 30 Nokia 2,266.25 2.220 2.595 5/07/12 2.400 -5,439 5,880 441 121,182  243,922 -22,740 221,182
    Topix (FRA) Mazda Motor 772.29 4.800 8.694 3/19/12 6.460 -4,989 6,714 1,725 122,908  238,933 -16,025 222,908
  Buy France long Eurofins Scientific 499.47 10.355   4/22/13 15.325 5,172        244,105 -21,197  
    Nordic 30 Pandora 462.11 11.192   6/03/13 26.264 5,172        249,277 -26,369  
    Topix (FRA) Softbank Group 320.47 16.139   9/03/12 15.996 5,172        254,449 -31,541  
8/20/12 Sell HSI short China Unicom 4,853.20 1.370 1.008 5/21/12 1.189 -5,769 4,892 -877 122,030  248,680 -26,650 222,030
    IBEX 35 Sacyr 1,509.96 1.284 8.553 2/13/12 3.314 -5,004 12,915 7,911 129,942  243,676 -13,735 229,942
    OMXH 25 Outokumpu 531.58 6.980 19.345 4/09/12 11.620 -6,177 10,283 4,106 134,048  237,499 -3,451 234,048
    TSX 60 BlackBerry 590.66 5.638 18.115 4/16/12 10.106 -5,969 10,700 4,731 138,779  231,530 7,248 238,779
    PSI 20 Banco Comercial 8,885.51 0.452 0.960 4/02/12 0.659 -5,852 8,527 2,675 141,453  225,678 15,775 241,453
  Buy HSI long Galaxy Entertainment 2,733.49 2.352   4/22/13 3.135 6,430        232,108 9,345  
    IBEX 35 Grifols 572.06 11.240   11/05/12 13.025 6,430        238,538 2,915  
    OMXH 25 Huhtamäki 540.79 11.890   10/22/12 12.450 6,430        244,968 -3,515  
    TSX 60 Couche-Tard 961.85 6.685   4/22/13 7.405 6,430        251,398 -9,945  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,105.17 2.490 2.736 5/21/12 2.610 -2,884 3,024 139 141,592  248,514 -6,921 241,592
      Smurfit Kappa 519.73 6.550 4.550 5/21/12 5.550 -2,885 2,365 -520 141,072  245,629 -4,557 241,072
    MerVal YPF 428.12 14.446 12.421 4/23/12 13.433 -5,751 5,318 -433 140,639  239,878 761 240,639
  Buy ISEQ 20 long Kerry 80.28 37.580   6/17/13 42.250 3,017        242,895 -2,256  
      Smurfit Kappa 460.61 6.550   6/17/13 12.270 3,017        245,912 -5,273  
9/03/12 Sell S&P 100 long Biogen 40.30 116.954   1/09/12 90.342 -3,641 4,713 1,072 141,711  242,271 -560 241,711
    AEX short ArcelorMittal 159.49 35.565 42.177 4/09/12 38.730 -6,177 6,727 550 142,261  236,094 6,167 242,261
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 REC Silicon 1,731.04 2.359 5.080 5/14/12 3.462 -5,992 8,793 2,801 145,062  230,102 14,960 245,062
    Athex LC Public Power 3,850.97 1.330 1.806 4/16/12 1.550 -5,969 6,956 987 146,050  224,133 21,917 246,050
    Topix (FRA) long Softbank Group 320.47 15.996   8/13/12 16.139 -5,172 5,126 -46 146,004  218,961 27,043 246,004
  Buy S&P 100 short HP 505.22 13.511   9/17/12 13.872 6,826        225,787 20,217  
    OBX 25 long Grieg Seafood 4,977.40 1.371   1/07/13 1.707 6,826        232,613 13,391  
    Athex LC Alpha Bank 101.88 67.000   3/25/13 37.850 6,826        239,439 6,565  
    MerVal short Pampa Energía 40,606.78 0.168   9/10/12 0.164 6,826        246,265 -261  
    Topix (FRA) Kansai Electric Pwr 1,197.12 5.702   3/11/13 6.145 6,826        253,091 -7,087  
9/10/12 Sell Germany short SolarWorld 25.33 182.550 306.524 5/14/12 236.550 -5,992 7,764 1,772 147,776  247,099 677 247,776
    MerVal Pampa Energía 40,606.78 0.164 0.172 9/03/12 0.168 -6,826 6,997 171 147,947  240,273 7,674 247,947
    CAC Mid 60 Vallourec 4.33 1,453.800 1,311.000 5/14/12 1,382.400 -5,986 5,677 -309 147,638  234,287 13,350 247,638
    Indices Athex Large Cap 2.84 2,671.700 1,384.500 5/21/12 2,028.100 -5,760 3,932 -1,828 145,810  228,528 17,282 245,810
  Buy CAC Mid 60 long Eurofins Scientific 597.91 11.000   4/22/13 15.325 6,577        235,105 10,705  
    Indices OMXC 20 99.05 66.404   6/17/13 70.001 6,577        241,682 4,128  
9/17/12 Sell S&P 100 short HP 505.22 13.872 13.150 9/03/12 13.511 -6,826 6,643 -183 145,627  234,856 10,771 245,627
    HSI-Fin HK Exchgs & Clrg 527.66 11.718 10.994 5/14/12 11.356 -5,992 5,801 -191 145,436  228,864 16,572 245,436
    HSI-C&I Citic Pacific 4,870.00 0.959 1.464 5/21/12 1.185 -5,769 7,128 1,359 146,796  223,095 23,701 246,796
    DJTA long Delta Air Lines 546.12 7.031   7/02/12 8.780 -4,795 3,840 -955 145,840  218,300 27,541 245,840
  Buy S&P 100 Gilead Sciences 272.68 25.063   10/13/14 79.611 6,834        225,134 20,706  
    CAC 40 Credit Agricole 1,142.05 5.984   9/24/12 5.714 6,834        231,968 13,872  
    HSI-Fin Bank of China (HK) 2,863.25 2.387   5/13/13 2.748 6,834        238,802 7,038  
    HSI-C&I Galaxy Entertainment 2,811.19 2.431   4/08/13 3.018 6,834        245,636 204  
    DJTA short Expeditors Wash 233.13 29.314   9/24/12 28.398 6,834        252,470 -6,630  
9/24/12 Sell CAC 40 long Credit Agricole 1,142.05 5.714   9/17/12 5.984 -6,834 6,526 -308 145,532  245,636 -104 245,532
    DJTA short Expeditors Wash 233.13 28.398 30.259 9/17/12 29.314 -6,834 7,054 220 145,753  238,802 6,950 245,753
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Avis Budget 508.65 12.419   7/20/15 38.916 6,317        245,119 634  
10/01/12 Buy CAC Next 20 short Hermes International 29.13 211.450   12/10/12 235.500 6,160        251,279 -5,526  
10/15/12 Buy AEX short KPN 1,656.09 3.626   2/02/15 2.756 6,005        257,284 -11,531  
    MerVal Pampa Energía 39,820.95 0.151   10/22/12 0.141 6,005        263,289 -17,536  
10/22/12 Sell BEL 20 long Galapagos 400.00 16.900   6/25/12 12.250 -4,900 6,760 1,860 147,613  258,389 -10,776 247,613
    OMXH 25 Huhtamäki 540.79 12.450   8/20/12 11.890 -6,430 6,733 303 147,915  251,959 -4,043 247,915
    MerVal short Pampa Energía 39,820.95 0.141 0.161 10/15/12 0.151 -6,005 6,427 422 148,338  245,954 2,384 248,338
    DJ Global Titans long Apple 277.42 17.386   5/28/12 16.307 -4,524 4,823 299 148,637  241,430 7,207 248,637
  Buy BEL 20 short Bekaert 296.39 21.580   11/12/12 21.290 6,396        247,826 811  
    OMXH 25 Outokumpu 988.56 6.470   11/05/12 6.200 6,396        254,222 -5,585  
    DJ Global Titans Telefónica 609.14 10.500   10/29/12 10.070 6,396        260,618 -11,981  
10/29/12 Sell MDAX long Dürr 345.22 14.790   8/06/12 13.838 -4,777 5,106 329 148,966  255,841 -6,875 248,966
    SDAX short Klöckner 736.41 7.058 8.695 5/21/12 7.834 -5,769 6,403 634 149,600  250,072 -472 249,600
    DJ Global Titans Telefónica 609.14 10.070 10.948 10/22/12 10.500 -6,396 6,669 273 149,873  243,676 6,197 249,873
  Buy MDAX Ströer Media 965.46 6.630   1/14/13 6.901 6,401        250,077 -204  
    MerVal Pampa Energía 44,205.80 0.145   12/24/12 0.147 6,401        256,478 -6,605  
    DJ Global Titans long Bank of America 888.58 7.204   12/16/13 11.075 6,401        262,879 -13,006  
11/05/12 Sell MIB short UnipolSai 506.43 0.935 28.146 6/27/11 5.130 -2,598 14,254 11,656 161,529  260,281 1,249 261,529
    IBEX 35 long Grifols 572.06 13.025   8/20/12 11.240 -6,430 7,451 1,021 162,550  253,851 8,700 262,550
    OMXH 25 short Outokumpu 988.56 6.200 6.752 10/22/12 6.470 -6,396 6,675 279 162,829  247,455 15,374 262,829
  Buy MIB long Azimut 747.53 9.304   8/04/14 18.460 6,955        254,410 8,419  
    OMXH 25 Konecranes 275.45 25.250   11/12/12 24.380 6,955        261,365 1,464  
11/12/12 Sell BEL 20 short Bekaert 296.39 21.290 21.874 10/22/12 21.580 -6,396 6,483 87 162,916  254,969 7,947 262,916
    OMXH 25 long Konecranes 275.45 24.380   11/05/12 25.250 -6,955 6,715 -240 162,676  248,014 14,663 262,676
  Buy BEL 20 Galapagos 409.99 16.910   6/24/13 14.210 6,933        254,947 7,730  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short Outokumpu 1,079.91 6.420   12/31/12 7.400 6,933        261,880 797  
11/19/12 Sell SMI long Swiss Re 97.55 54.864   6/18/12 46.620 -4,548 5,352 804 163,481  257,332 6,149 263,481
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.143 8.148 7/16/12 7.629 -4,691 5,010 319 163,800  252,641 11,159 263,800
  Buy PSI 20 Impresa 23,700.00 0.290   12/17/12 0.300 6,873        259,514 4,286  
    SMI Julius Bär 263.13 26.121   12/17/12 27.324 6,873        266,387 -2,587  
    Nikkei (TYO) long Subaru 840.66 8.176   10/07/13 20.003 6,873        273,260 -9,460  
11/26/12 Sell SLI short Lonza 166.68 36.099 32.909 4/23/12 34.504 -5,751 5,485 -266 163,534  267,509 -3,975 263,534
  Buy SDAX Deutz 1,996.31 3.250   12/10/12 3.138 6,488        273,997 -10,463  
    SLI long Swiss Life 62.25 104.219   6/24/13 120.698 6,488        280,484 -16,950  
12/10/12 Sell SSE 50 short China Unicom 9,509.88 0.413 0.620 6/04/12 0.506 -4,812 5,891 1,079 164,613  275,672 -11,059 264,613
    SDAX Deutz 1,996.31 3.138 3.366 11/26/12 3.250 -6,488 6,720 232 164,845  269,184 -4,339 264,845
    CAC Next 20 Hermes International 29.13 235.500 187.400 10/01/12 211.450 -6,160 5,459 -701 164,144  263,025 1,120 264,144
  Buy SSE 50 long China Rwy Constr 9,261.17 0.716   4/29/13 0.634 6,631        269,656 -5,511  
    CAC 40 Societe Generale 230.12 28.815   1/14/13 34.140 6,631        276,287 -12,142  
12/17/12 Sell PSI 20 short Impresa 23,700.00 0.300 0.280 11/19/12 0.290 -6,873 6,636 -237 163,907  269,414 -5,506 263,907
    SMI Julius Bär 263.13 27.324 24.917 11/19/12 26.121 -6,873 6,556 -317 163,591  262,541 1,050 263,591
  Buy   long Richemont 110.40 59.929   10/14/13 74.199 6,616        269,157 -5,566  
12/24/12 Sell MerVal short Pampa Energía 44,205.80 0.147 0.143 10/29/12 0.145 -6,401 6,308 -93 163,498  262,756 742 263,498
  Buy   long Gr Fin Galicia 9,470.89 0.697   5/27/13 0.697 6,605        269,361 -5,863  
12/31/12 Sell OMXH 25 short Outokumpu 1,079.91 7.400 5.440 11/12/12 6.420 -6,933 5,875 -1,058 162,440  262,428 12 262,440
  Buy   long Orion 295.54 22.200   3/18/13 22.000 6,561        268,989 -6,549  
1/07/13 Sell OBX 25 long Grieg Seafood 4,977.40 1.707   9/03/12 1.371 -6,826 8,495 1,669 164,108  262,163 1,946 264,108
    Nikkei (FRA) short Nippon Sheet Glass 331.42 9.100 8.980 5/14/12 9.040 -2,996 2,976 -20 164,089  259,167 4,922 264,089
      Sharp 77.56 23.550 63.366 5/14/12 38.630 -2,996 4,915 1,919 166,007  256,171 9,837 266,007
  Buy OBX 25 REC Silicon 3,826.22 1.802   1/21/13 1.488 6,896        263,067 2,941  
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 Subaru 348.28 9.900   1/14/13 9.907 3,448        266,515 -507  
1/14/13 Sell CAC 40 long Societe Generale 230.12 34.140   12/10/12 28.815 -6,631 7,856 1,225 167,233  259,884 7,349 267,233
    MDAX short Ströer Media 965.46 6.901 6.359 10/29/12 6.630 -6,401 6,139 -262 166,971  253,483 13,488 266,971
    Nikkei (FRA) long Subaru 348.28 9.907   1/07/13 9.900 -3,448 3,450 2 166,973  250,035 16,939 266,973
  Buy CAC 40 short Engie 459.95 15.430   1/28/13 15.390 7,097        257,132 9,842  
    Nikkei (FRA) Screen 364.23 9.743   2/11/13 8.403 3,549        260,680 6,293  
1/21/13 Sell OBX 25 short REC Silicon 3,826.22 1.488 2.182 1/07/13 1.802 -6,896 8,350 1,454 168,428  253,784 14,643 268,428
  Buy   long Grieg Seafood 4,075.10 1.736   1/28/13 1.688 7,076        260,860 7,567  
1/28/13 Sell CAC 40 short Engie 459.95 15.390 15.470 1/14/13 15.430 -7,097 7,115 18 168,446  253,763 14,683 268,446
    OBX 25 long Grieg Seafood 4,075.10 1.688   1/21/13 1.736 -7,076 6,879 -197 168,249  246,687 21,562 268,249
  Buy CAC 40 Credit Agricole 933.39 7.762   2/11/13 7.414 7,245        253,932 14,317  
    OBX 25 short REC Silicon 4,683.86 1.547   2/25/13 1.312 7,245        261,177 7,072  
2/11/13 Sell CAC 40 long Credit Agricole 933.39 7.414   1/28/13 7.762 -7,245 6,920 -325 167,924  253,932 13,992 267,924
    Nikkei (FRA) short Screen 364.23 8.403 11.296 1/14/13 9.743 -3,549 4,114 566 168,490  250,384 18,107 268,490
    GCX REC Silicon 1,653.20 1.027 11.783 4/23/12 3.479 -5,751 19,480 13,729 182,219  244,633 37,587 282,219
  Buy CAC 40 Orange 1,014.21 7.883   2/25/13 7.479 7,995        252,628 29,592  
    ÖkoDAX (deprecated) long PNE Wind 2,865.59 2.790   4/29/13 2.700 7,995        260,623 21,597  
    Nikkei (FRA) Subaru 370.14 10.800   8/26/13 18.441 3,998        264,620 17,599  
      Mazda Motor 321.21 12.445   8/26/13 15.485 3,997        268,618 13,602  
    GCX SunPower 1,132.00 7.063   11/25/13 21.795 7,995        276,613 5,607  
2/18/13 Buy GEX long MBB 388.92 18.500   4/22/13 17.650 7,195        283,808 -1,588  
2/25/13 Sell CAC 40 short Orange 1,014.21 7.479 8.309 2/11/13 7.883 -7,995 8,427 432 182,651  275,813 6,839 282,651
    OBX 25 REC Silicon 4,683.86 1.312 1.824 1/28/13 1.547 -7,245 8,545 1,300 183,951  268,568 15,383 283,951
  Buy CAC 40 long Credit Agricole 1,001.07 7.475   4/22/13 6.300 7,483        276,051 7,900  
    OBX 25 Norwegian 2.56 2,924.050   4/15/13 2,803.560 7,486        283,536 415  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,197.12 6.145 5.259 9/03/12 5.702 -6,826 6,296 -530 183,421  276,710 6,710 283,421
  Buy   long Mazda Motor 587.05 12.355   4/01/13 11.250 7,253        283,963 -543  
3/18/13 Sell OMXH 25 long Orion 295.54 22.000   12/31/12 22.200 -6,561 6,502 -59 183,362  277,402 5,959 283,362
  Buy   short Outokumpu 1,310.33 5.520   9/16/13 4.600 7,233        284,635 -1,274  
3/25/13 Sell Athex LC long Alpha Bank 101.88 37.850   9/03/12 67.000 -6,826 3,856 -2,970 180,392  277,809 2,582 280,392
  Buy   short Eurobank Ergasias 27.21 260.000   9/30/13 50.000 7,075        284,884 -4,492  
4/01/13 Sell Topix (FRA) long Mazda Motor 587.05 11.250   3/11/13 12.355 -7,253 6,604 -649 179,743  277,631 2,112 279,743
  Buy   short Nidec 643.32 10.953   4/15/13 10.948 7,046        284,677 -4,934  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,811.19 3.018   9/17/12 2.431 -6,834 8,485 1,651 181,394  277,843 3,552 281,394
4/15/13 Sell OBX 25 long Norwegian 2.56 2,803.560   2/25/13 2,924.050 -7,486 7,177 -308 181,086  270,357 10,729 281,086
    Topix (FRA) short Nidec 643.32 10.948 10.957 4/01/13 10.953 -7,046 7,049 3 181,089  263,311 17,777 281,089
  Buy OBX 25 Frontline 1,007.84 7.413   10/21/13 8.829 7,471        270,782 10,306  
    Topix (FRA) long Mazda Motor 638.27 11.705   6/03/13 14.600 7,471        278,253 2,836  
4/22/13 Sell France long Eurofins Scientific 499.47 15.325   8/13/12 10.355 -5,172 7,654 2,482 183,571  273,081 10,490 283,571
    HSI Galaxy Entertainment 2,733.49 3.135   8/20/12 2.352 -6,430 8,569 2,139 185,710  266,651 19,059 285,710
    CAC 40 Credit Agricole 1,001.07 6.300   2/25/13 7.475 -7,483 6,307 -1,176 184,534  259,168 25,365 284,534
    TSX 60 Couche-Tard 961.85 7.405   8/20/12 6.685 -6,430 7,122 692 185,226  252,738 32,488 285,226
    CAC Mid 60 Eurofins Scientific 597.91 15.325   9/10/12 11.000 -6,577 9,163 2,586 187,812  246,161 41,651 287,812
    GEX MBB 388.92 17.650   2/18/13 18.500 -7,195 6,864 -331 187,481  238,966 48,515 287,481
  Buy France short ArcelorMittal 319.52 26.286   5/06/13 29.061 8,399        247,365 40,116  
    HSI China Shenhua HK 3,301.23 2.544   9/16/13 2.475 8,399        255,764 31,717  
    CAC 40 ArcelorMittal 319.52 26.286   8/05/13 28.620 8,399        264,163 23,318  
    TSX 60 Barrick Gold 580.69 14.464   9/30/13 13.729 8,399        272,562 14,919  
    CAC Mid 60 CGG 16.87 497.920   4/29/13 532.320 8,400        280,962 6,519  
    GEX YOC 1,663.50 5.049   9/23/13 2.219 8,399        289,361 -1,880  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/29/13 Sell SSE 50 long China Rwy Constr 9,261.17 0.634   12/10/12 0.716 -6,631 5,874 -757 186,725  282,730 3,995 286,725
    ÖkoDAX (deprecated) PNE Wind 2,865.59 2.700   2/11/13 2.790 -7,995 7,737 -258 186,467  274,735 11,732 286,467
    CAC Mid 60 short CGG 16.87 532.320 463.520 4/22/13 497.920 -8,400 7,820 -580 185,886  266,335 19,551 285,886
  Buy SSE 50 China Northern Rare 3,363.44 2.270   5/06/13 2.286 7,635        273,970 11,916  
    ÖkoDAX (deprecated) SolarWorld 71.99 106.050   4/13/15 14.550 7,635        281,605 4,282  
5/06/13 Sell France short ArcelorMittal 319.52 29.061 23.511 4/22/13 26.286 -8,399 7,512 -887 185,000  273,206 11,794 285,000
    SSE 50 China Northern Rare 3,363.44 2.286 2.254 4/29/13 2.270 -7,635 7,581 -54 184,946  265,571 19,375 284,946
  Buy   long China Minsheng Bk 7,235.38 1.052   5/13/13 1.064 7,608        273,179 11,767  
5/13/13 Sell   long China Minsheng Bk 7,235.38 1.064   5/06/13 1.052 -7,608 7,700 92 185,038  265,571 19,467 285,038
    HSI-Fin Bank of China (HK) 2,863.25 2.748   9/17/12 2.387 -6,834 7,867 1,033 186,071  258,737 27,334 286,071
  Buy SSE 50 short China Northern Rare 3,308.84 2.368   11/04/13 2.137 7,835        266,572 19,499  
    HSI-Fin Ping An 2,615.15 2.996   10/14/13 2.804 7,835        274,407 11,664  
5/27/13 Sell MerVal long Gr Fin Galicia 9,470.89 0.697   12/24/12 0.697 -6,605 6,598 -7 186,064  267,802 18,262 286,064
  Buy   short Pampa Energía 46,732.19 0.163   6/10/13 0.158 7,608        275,410 10,654  
6/03/13 Sell Nordic 30 long Pandora 462.11 26.264   8/13/12 11.192 -5,172 12,137 6,965 193,029  270,238 22,791 293,029
    Topix (FRA) Mazda Motor 638.27 14.600   4/15/13 11.705 -7,471 9,319 1,848 194,877  262,767 32,110 294,877
  Buy Nordic 30 short Equinor 471.38 17.340   7/29/13 16.264 8,174        270,941 23,936  
    Topix (FRA) Inpex 1,027.79 7.953   11/18/13 8.519 8,174        279,115 15,762  
6/10/13 Sell HSI-Prop long China Ov Land & Inv 1,422.78 2.124   1/16/12 1.541 -2,193 3,022 829 195,706  276,922 18,784 295,706
      China Res Land 1,551.55 2.183   1/16/12 1.413 -2,193 3,386 1,194 196,900  274,730 22,170 296,900
    MerVal short Pampa Energía 46,732.19 0.158 0.168 5/27/13 0.163 -7,608 7,832 224 197,124  267,122 30,002 297,124
    STI long ThaiBev 22,596.61 0.382   7/02/12 0.212 -4,795 8,623 3,828 200,952  262,327 38,625 300,952
  Buy France short ArcelorMittal 301.12 28.191   7/08/13 26.415 8,489        270,816 30,136  
    SDAX Hypoport 1,134.89 7.480   9/30/13 8.120 8,489        279,305 21,647  
    HSI-Prop Hang Lung 1,652.71 2.568   11/18/13 2.531 4,244        283,549 17,403  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sino Land 3,944.34 1.076   11/18/13 1.043 4,245        287,793 13,158  
    MerVal long Telecom Argentina 2,241.14 3.788   6/17/13 3.268 8,489        296,282 4,669  
    CAC Mid 60 short CGG 15.13 561.120   8/05/13 575.840 8,490        304,772 -3,820  
6/17/13 Sell ISEQ 20 long Kerry 80.28 42.250   8/27/12 37.580 -3,017 3,392 375 201,327  301,755 -429 301,327
      Smurfit Kappa 460.61 12.270   8/27/12 6.550 -3,017 5,652 2,635 203,961  298,738 5,223 303,961
    MerVal Telecom Argentina 2,241.14 3.268   6/10/13 3.788 -8,489 7,324 -1,165 202,797  290,249 12,547 302,797
    Indices OMXC 20 99.05 70.001   9/10/12 66.404 -6,577 6,934 356 203,153  283,672 19,481 303,153
  Buy ISEQ 20 short C&C Group 952.63 4.233   7/29/13 4.100 4,032        287,704 15,448  
      CRH 257.98 15.631   7/29/13 15.994 4,032        291,737 11,416  
    PSI 20 long Teixeira Duarte 14,935.19 0.540   6/24/13 0.570 8,065        299,802 3,351  
    MerVal short Comercial del Plata 114,722.62 0.070   8/12/13 0.067 8,065        307,867 -4,714  
6/24/13 Sell BEL 20 long Galapagos 409.99 14.210   11/12/12 16.910 -6,933 5,826 -1,107 202,046  300,934 1,112 302,046
    PSI 20 Teixeira Duarte 14,935.19 0.570   6/17/13 0.540 -8,065 8,513 448 202,494  292,869 9,625 302,494
    OMXC 20 Genmab 553.92 22.604   7/16/12 8.469 -4,691 12,521 7,830 210,324  288,178 22,146 310,324
    OMXS 30 Electrolux 133.82 19.030   7/23/12 17.722 -2,371 2,547 175 210,499  285,807 24,692 310,499
      Swedbank 171.99 16.871   7/23/12 13.789 -2,372 2,902 530 211,029  283,435 27,594 311,029
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 211,628  278,648 32,980 311,628
    SLI Swiss Life 62.25 120.698   11/26/12 104.219 -6,488 7,513 1,026 212,654  272,160 40,494 312,654
  Buy Germany short SolarWorld 96.01 91.950   7/29/13 77.250 8,828        280,989 31,666  
    MDAX Salzgitter 347.49 25.405   7/01/13 25.340 8,828        289,816 22,838  
    BEL 20 Aperam 1,061.06 8.320   7/15/13 8.461 8,828        298,645 14,010  
    OMXC 20 FLSmidth 252.00 35.032   7/01/13 34.376 8,828        307,473 5,182  
    OMXS 30 Boliden 462.24 9.549   7/08/13 9.256 4,414        311,887 768  
      Tele2 502.84 8.778   7/08/13 9.227 4,414        316,301 -3,646  
    FT 30 Man Group 92.68 95.252   7/01/13 100.211 8,828        325,129 -12,474  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Kühne & Nagel 108.79 81.145   7/08/13 90.725 8,828        333,956 -21,302  
    BAX SFC Energy 1,858.53 4.750   7/01/13 4.650 8,828        342,784 -30,130  
7/01/13 Sell MDAX short Salzgitter 347.49 25.340 25.470 6/24/13 25.405 -8,828 8,851 23 212,677  333,956 -21,280 312,677
    OMXC 20 FLSmidth 252.00 34.376 35.701 6/24/13 35.032 -8,828 8,997 169 212,845  325,128 -12,283 312,845
    FT 30 Man Group 92.68 100.211 90.294 6/24/13 95.252 -8,828 8,368 -460 212,386  316,300 -3,914 312,386
    BAX SFC Energy 1,858.53 4.650 4.852 6/24/13 4.750 -8,828 9,018 190 212,576  307,472 5,104 312,576
  Buy MDAX long Dürr 330.91 23.998   7/28/14 30.355 7,941        315,413 -2,837  
    OMXC 20 Vestas Wind Systems 3,678.94 2.159   9/01/14 6.373 7,941        323,354 -10,778  
    FT 30 Lloyds Bank 106.06 74.871   9/09/13 90.907 7,941        331,295 -18,719  
    BAX Morphosys 179.88 44.145   4/14/14 58.270 7,941        339,236 -26,660  
7/08/13 Sell France short ArcelorMittal 301.12 26.415 30.086 6/10/13 28.191 -8,489 9,060 571 213,147  330,747 -17,601 313,147
    OMXS 30 Boliden 462.24 9.256 9.852 6/24/13 9.549 -4,414 4,554 140 213,287  326,333 -13,047 313,287
      Tele2 502.84 9.227 8.329 6/24/13 8.778 -4,414 4,188 -226 213,061  321,919 -8,858 313,061
    SLI Kühne & Nagel 108.79 90.725 71.565 6/24/13 81.145 -8,828 7,786 -1,042 212,019  313,091 -1,073 312,019
  Buy OMXS 30 long Nokia 1,220.02 3.186   10/13/14 6.407 3,887        316,978 -4,959  
      Kinnevik 177.73 21.868   10/13/14 22.475 3,887        320,864 -8,846  
    SLI Lonza 129.12 60.201   8/12/13 56.494 7,773        328,637 -16,619  
7/15/13 Sell BEL 20 short Aperam 1,061.06 8.461 8.179 6/24/13 8.320 -8,828 8,678 -150 211,869  319,809 -7,940 311,869
  Buy   long KBC 242.36 31.350   10/13/14 40.740 7,598        327,407 -15,538  
7/29/13 Sell Germany short SolarWorld 96.01 77.250 109.447 6/24/13 91.950 -8,828 10,508 1,680 213,549  318,579 -5,030 313,549
    ATX long Österreichische Post 189.26 31.600   6/25/12 25.890 -4,900 5,981 1,081 214,630  313,679 950 314,630
    ISEQ 20 short C&C Group 952.63 4.100 4.370 6/17/13 4.233 -4,032 4,163 131 214,760  309,647 5,113 314,760
      CRH 257.98 15.994 15.268 6/17/13 15.631 -4,032 3,939 -94 214,667  305,614 9,052 314,667
    Nordic 30 Equinor 471.38 16.264 18.488 6/03/13 17.340 -8,174 8,715 541 215,208  297,440 17,767 315,208
  Buy ATX Raiffeisen Bank Int 360.58 23.085   10/21/13 25.350 8,324        305,764 9,443  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 long FBD 266.79 15.600   8/05/13 16.650 4,162        309,926 5,281  
      Smurfit Kappa 291.05 14.300   8/05/13 15.150 4,162        314,088 1,119  
    Nordic 30 Pandora 289.84 28.719   4/28/14 46.257 8,324        322,412 -7,205  
8/05/13 Sell CAC 40 short ArcelorMittal 319.52 28.620 23.952 4/22/13 26.286 -8,399 7,653 -746 214,462  314,013 449 314,462
    ISEQ 20 long FBD 266.79 16.650   7/29/13 15.600 -4,162 4,442 280 214,742  309,851 4,891 314,742
      Smurfit Kappa 291.05 15.150   7/29/13 14.300 -4,162 4,409 247 214,990  305,689 9,300 314,990
    CAC Mid 60 short CGG 15.13 575.840 546.400 6/10/13 561.120 -8,490 8,267 -223 214,767  297,200 17,567 314,767
  Buy ISEQ 20 C&C Group 1,003.14 4.141   9/09/13 4.285 4,154        301,354 13,413  
      Flutter 68.10 61.000   9/09/13 61.200 4,154        305,508 9,259  
8/12/13 Sell MerVal short Comercial del Plata 114,722.62 0.067 0.074 6/17/13 0.070 -8,065 8,467 402 215,168  297,443 17,726 315,168
    SLI long Lonza 129.12 56.494   7/08/13 60.201 -7,773 7,295 -479 214,690  289,670 25,020 314,690
  Buy MerVal Telecom Argentina 2,014.52 4.215   2/10/14 2.998 8,492        298,162 16,528  
    Indices Merval 16.94 501.316   8/04/14 750.468 8,492        306,654 8,036  
8/26/13 Sell Nikkei (FRA) long Subaru 370.14 18.441   2/11/13 10.800 -3,998 6,826 2,828 217,518  302,657 14,862 317,518
      Mazda Motor 321.21 15.485   2/11/13 12.445 -3,997 4,974 976 218,494  298,659 19,835 318,494
  Buy PSI 20 Teixeira Duarte 12,623.88 0.670   9/02/13 0.650 8,458        307,117 11,377  
    Nikkei (FRA) short Nikon 321.60 13.150   9/09/13 12.596 4,229        311,346 7,148  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,623.88 0.650   8/26/13 0.670 -8,458 8,206 -252 218,242  302,888 15,354 318,242
9/09/13 Sell ISEQ 20 short C&C Group 1,003.14 4.285 3.997 8/05/13 4.141 -4,154 4,010 -144 218,098  298,734 19,363 318,098
      Flutter 68.10 61.200 60.800 8/05/13 61.000 -4,154 4,140 -14 218,084  294,580 23,504 318,084
    FT 30 long Lloyds Bank 106.06 90.907   7/01/13 74.871 -7,941 9,642 1,701 219,785  286,639 33,146 319,785
    Nikkei (FRA) short Nikon 321.60 12.596 13.728 8/26/13 13.150 -4,229 4,415 186 219,971  282,410 37,561 319,971
  Buy ISEQ 20 long Bank of Ireland 631.21 7.080   10/14/13 6.960 4,469        286,879 33,092  
      Smurfit Kappa 280.19 15.950   10/14/13 17.020 4,469        291,348 28,623  
    PSI 20 Impresa 13,144.12 0.680   9/16/13 0.670 8,938        300,286 19,685  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 short Man Group 84.77 105.435   10/14/13 92.741 8,938        309,224 10,747  
    Nikkei (FRA) long Furukawa Co 267.12 16.730   9/30/13 17.160 4,469        313,693 6,278  
      Tokyo Electric Power 1,142.97 3.910   9/30/13 4.520 4,469        318,162 1,809  
9/16/13 Sell HSI short China Shenhua HK 3,301.23 2.475 2.615 4/22/13 2.544 -8,399 8,633 234 220,205  309,763 10,442 320,205
    OMXH 25 Outokumpu 1,310.33 4.600 6.624 3/18/13 5.520 -7,233 8,680 1,447 221,651  302,530 19,122 321,651
    PSI 20 long Impresa 13,144.12 0.670   9/09/13 0.680 -8,938 8,807 -131 221,520  293,592 27,928 321,520
  Buy HSI Galaxy Entertainment 1,632.41 5.352   12/23/13 6.370 8,736        302,328 19,192  
    OMXH 25 Nokia 1,850.85 4.720   10/21/13 5.265 8,736        311,064 10,456  
9/23/13 Sell GEX short YOC 1,663.50 2.219 11.488 4/22/13 5.049 -8,399 19,111 10,712 232,232  302,665 29,567 332,232
  Buy PSI 20 long Teixeira Duarte 13,703.03 0.660   12/09/13 0.920 9,044        311,709 20,523  
    GEX Manz 168.83 53.570   4/14/14 65.730 9,044        320,753 11,479  
9/30/13 Sell SDAX short Hypoport 1,134.89 8.120 6.840 6/10/13 7.480 -8,489 7,763 -726 231,505  312,264 19,241 331,505
    TSX 60 Barrick Gold 580.69 13.729 15.238 4/22/13 14.464 -8,399 8,848 449 231,954  303,865 28,089 331,954
    Athex LC Eurobank Ergasias 27.21 50.000 1,352.000 3/25/13 260.000 -7,075 36,788 29,713 261,668  296,790 64,877 361,668
    Nikkei (FRA) long Furukawa Co 267.12 17.160   9/09/13 16.730 -4,469 4,584 115 261,783  292,321 69,461 361,783
      Tokyo Electric Power 1,142.97 4.520   9/09/13 3.910 -4,469 5,166 697 262,480  287,852 74,627 362,480
  Buy HSI-C&I Galaxy Entertainment 2,111.86 5.174   2/03/14 7.265 10,927        298,779 63,700  
    TSX 60 Bausch Health 142.13 76.879   9/29/14 102.197 10,927        309,706 52,774  
    Athex LC Aegean Airlines 2,601.67 4.200   1/27/14 7.210 10,927        320,633 41,847  
    Nikkei (FRA) short Nikon 417.70 13.080   11/04/13 13.433 5,464        326,097 36,383  
    CAC Next 20 SES 516.64 21.150   10/07/13 21.020 10,927        337,024 25,456  
10/07/13 Sell   short SES 516.64 21.020 21.281 9/30/13 21.150 -10,927 10,995 68 262,547  326,097 36,451 362,547
    Nikkei (TYO) long Subaru 840.66 20.003   11/19/12 8.176 -6,873 16,816 9,943 272,490  319,224 53,267 372,490
  Buy   short Nikon 841.32 12.650   10/14/13 13.191 10,643        329,867 42,624  
10/14/13 Sell HSI-Fin short Ping An 2,615.15 2.804 3.201 5/13/13 2.996 -7,835 8,371 536 273,027  322,032 50,995 373,027
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 long Bank of Ireland 631.21 6.960   9/09/13 7.080 -4,469 4,393 -76 272,951  317,563 55,388 372,951
      Smurfit Kappa 280.19 17.020   9/09/13 15.950 -4,469 4,769 300 273,251  313,094 60,157 373,251
    FT 30 short Man Group 84.77 92.741 119.865 9/09/13 105.435 -8,938 10,161 1,223 274,474  304,156 70,318 374,474
    SMI long Richemont 110.40 74.199   12/17/12 59.929 -6,616 8,192 1,575 276,049  297,540 78,509 376,049
    Nikkei (TYO) short Nikon 841.32 13.191 12.110 10/07/13 12.650 -10,643 10,188 -455 275,594  286,897 88,698 375,594
  Buy HSI-Fin long AIA 3,165.00 3.667   1/06/14 3.604 11,607        298,504 77,091  
    ISEQ 20 short C&C Group 1,381.79 4.200   10/28/13 4.008 5,804        304,307 71,287  
      Flutter 101.89 56.960   10/28/13 56.500 5,804        310,111 65,483  
    FT 30 long ITV 53.27 217.888   12/02/13 228.772 11,607        321,718 53,876  
    Nikkei (TYO) Tokyo Electric Power 2,973.49 3.904   11/04/13 3.961 11,607        333,325 42,269  
10/21/13 Sell ATX short Raiffeisen Bank Int 360.58 25.350 20.820 7/29/13 23.085 -8,324 7,507 -817 274,778  325,001 49,777 374,778
    OMXH 25 long Nokia 1,850.85 5.265   9/16/13 4.720 -8,736 9,745 1,009 275,786  316,265 59,521 375,786
    OBX 25 short Frontline 1,007.84 8.829 5.997 4/15/13 7.413 -7,471 6,044 -1,427 274,359  308,794 65,565 374,359
  Buy ATX long Wienerberger 841.79 13.065   8/11/14 11.525 10,998        319,792 54,567  
    OMXH 25 short YIT 1,105.33 9.950   10/28/13 10.035 10,998        330,790 43,569  
    OBX 25 long REC Silicon 3,103.36 3.544   12/16/13 2.538 10,998        341,788 32,571  
10/28/13 Sell ISEQ 20 short C&C Group 1,381.79 4.008 4.401 10/14/13 4.200 -5,804 6,082 278 274,637  335,985 38,653 374,637
      Flutter 101.89 56.500 57.424 10/14/13 56.960 -5,804 5,851 47 274,685  330,181 44,504 374,685
    OMXH 25 YIT 1,105.33 10.035 9.865 10/21/13 9.950 -10,998 10,904 -94 274,591  319,183 55,408 374,591
  Buy ISEQ 20 long Bank of Ireland 699.80 7.680   11/25/13 8.040 5,374        324,557 50,034  
      Smurfit Kappa 312.29 17.210   11/25/13 17.550 5,375        329,932 44,659  
    OMXH 25 Nokia 2,167.14 4.960   11/11/13 5.770 10,749        340,681 33,910  
    CAC Next 20 short STMicroelectronics 1,921.87 5.593   11/11/13 5.653 10,749        351,430 23,161  
11/04/13 Sell SSE 50 short China Northern Rare 3,308.84 2.137 2.623 5/13/13 2.368 -7,835 8,680 845 275,436  343,595 31,841 375,436
    Nikkei (FRA) Nikon 417.70 13.433 12.727 9/30/13 13.080 -5,464 5,316 -147 275,289  338,131 37,157 375,289
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) long Tokyo Electric Power 2,973.49 3.961   10/14/13 3.904 -11,607 11,779 172 275,460  326,524 48,936 375,460
  Buy SSE 50 Shanghai Oriental 2,412.51 4.398   12/23/13 4.388 10,609        337,133 38,327  
    Nikkei (FRA) Softbank Group 185.80 28.550   12/16/13 30.884 5,305        342,438 33,022  
      Tokyo Electric Power 1,338.17 3.964   12/16/13 3.730 5,305        347,742 27,718  
    Nikkei (TYO) short Nikon 789.57 13.437   11/18/13 13.220 10,609        358,351 17,109  
11/11/13 Sell OMXH 25 long Nokia 2,167.14 5.770   10/28/13 4.960 -10,749 12,504 1,755 277,216  347,602 29,613 377,216
    CAC Next 20 short STMicroelectronics 1,921.87 5.653 5.533 10/28/13 5.593 -10,749 10,634 -115 277,100  336,853 40,247 377,100
  Buy OMXH 25 Outokumpu 2,980.86 3.500   12/02/13 3.690 10,433        347,286 29,814  
11/18/13 Sell HSI-Prop short Hang Lung 1,652.71 2.531 2.606 6/10/13 2.568 -4,244 4,307 63 277,163  343,042 34,121 377,163
      Sino Land 3,944.34 1.043 1.110 6/10/13 1.076 -4,245 4,380 135 277,299  338,797 38,501 377,299
    Topix (FRA) Inpex 1,027.79 8.519 7.387 6/03/13 7.953 -8,174 7,592 -582 276,717  330,623 46,093 376,717
    Nikkei (TYO) Nikon 789.57 13.220 13.657 11/04/13 13.437 -10,609 10,783 174 276,891  320,014 56,876 376,891
  Buy HSI-Prop long CK Hutchison 457.48 11.852   2/10/14 10.645 5,422        325,436 51,454  
      China Ov Land & Inv 2,336.36 2.321   2/10/14 1.876 5,422        330,858 46,032  
    Topix (FRA) Softbank Group 378.58 28.644   11/25/13 31.950 10,844        341,702 35,188  
    Nikkei (TYO) Minebea Mitsumi 2,159.60 5.021   3/03/14 6.187 10,844        352,546 24,344  
11/25/13 Sell ISEQ 20 long Bank of Ireland 699.80 8.040   10/28/13 7.680 -5,374 5,626 252 277,143  347,172 29,971 377,143
      Smurfit Kappa 312.29 17.550   10/28/13 17.210 -5,375 5,481 106 277,249  341,797 35,451 377,249
    Topix (FRA) Softbank Group 378.58 31.950   11/18/13 28.644 -10,844 12,095 1,251 278,500  330,953 47,547 378,500
    GCX SunPower 1,132.00 21.795   2/11/13 7.063 -7,995 24,672 16,677 295,177  322,958 72,218 395,177
  Buy ISEQ 20 short Flutter 104.19 56.070   12/02/13 56.450 5,842        328,800 66,376  
      Ryanair 1,001.71 5.832   12/02/13 6.109 5,842        334,642 60,534  
    Topix (FRA) Komatsu 746.92 15.643   6/09/14 16.815 11,684        346,326 48,850  
    GCX Aurubis 275.73 42.375   1/06/14 43.845 11,684        358,010 37,166  
12/02/13 Sell ISEQ 20 short Flutter 104.19 56.450 55.690 11/25/13 56.070 -5,842 5,802 -40 295,137  352,169 42,969 395,137
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 1,001.71 6.109 5.555 11/25/13 5.832 -5,842 5,565 -277 294,860  346,327 48,533 394,860
    OMXH 25 Outokumpu 2,980.86 3.690 3.310 11/11/13 3.500 -10,433 9,867 -566 294,293  335,894 58,400 394,293
    FT 30 long ITV 53.27 228.772   10/14/13 217.888 -11,607 12,187 580 294,873  324,287 70,587 394,873
  Buy ISEQ 20 Bank of Ireland 697.60 8.340   4/14/14 8.250 5,818        330,105 64,769  
      Smurfit Kappa 337.47 17.240   4/14/14 17.010 5,818        335,923 58,951  
    OMXH 25 Nokia 1,969.20 5.909   12/09/13 5.850 11,636        347,559 47,315  
12/09/13 Sell   long Nokia 1,969.20 5.850   12/02/13 5.909 -11,636 11,520 -116 294,757  335,923 58,834 394,757
    PSI 20 Teixeira Duarte 13,703.03 0.920   9/23/13 0.660 -9,044 12,607 3,563 298,320  326,879 71,441 398,320
  Buy OMXH 25 short Metso 1,753.62 6.697   5/12/14 8.620 11,744        338,623 59,697  
    CAC Next 20 STMicroelectronics 2,154.86 5.450   1/13/14 5.763 11,744        350,367 47,953  
12/16/13 Sell OBX 25 long REC Silicon 3,103.36 2.538   10/21/13 3.544 -10,998 7,875 -3,123 295,197  339,369 55,828 395,197
    Nikkei (FRA) Softbank Group 185.80 30.884   11/04/13 28.550 -5,305 5,738 434 295,631  334,064 61,567 395,631
      Tokyo Electric Power 1,338.17 3.730   11/04/13 3.964 -5,305 4,991 -313 295,317  328,760 66,558 395,317
    DJ Global Titans Bank of America 888.58 11.075   10/29/12 7.204 -6,401 9,841 3,440 298,757  322,359 76,399 398,757
  Buy IBEX 35 short Acciona 298.74 39.760   1/20/14 48.255 11,878        334,236 64,521  
    OBX 25 TGS-NOPEC 699.85 16.972   12/23/13 17.469 11,878        346,114 52,643  
    Nikkei (FRA) Nitto Denko 204.93 28.981   12/30/13 30.258 5,939        352,054 46,704  
      Pacific Metals 238.90 24.860   12/30/13 26.180 5,939        357,993 40,765  
    CAC Mid 60 Adocia 2,080.21 5.710   12/23/13 5.660 11,878        369,871 28,887  
    DJ Global Titans IBM 91.91 129.242   12/23/13 133.044 11,879        381,749 17,008  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,412.51 4.388   11/04/13 4.398 -10,609 10,586 -23 298,735  371,140 27,594 398,735
    HSI Galaxy Entertainment 1,632.41 6.370   9/16/13 5.352 -8,736 10,399 1,663 300,397  362,404 37,993 400,397
    OBX 25 short TGS-NOPEC 699.85 17.469 16.475 12/16/13 16.972 -11,878 11,530 -348 300,049  350,526 49,523 400,049
    CAC Mid 60 Adocia 2,080.21 5.660 5.760 12/16/13 5.710 -11,878 11,983 105 300,154  338,648 61,506 400,154
    DJ Global Titans IBM 91.91 133.044 125.440 12/16/13 129.242 -11,879 11,529 -349 299,805  326,770 73,035 399,805
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 Poly Developments 18,448.57 0.641   6/02/14 0.591 11,820        338,590 61,215  
    PSI 20 long Impresa 10,844.04 1.090   5/12/14 1.759 11,820        350,410 49,395  
    OBX 25 DNO International 4,066.89 2.906   2/17/14 2.830 11,820        362,230 37,575  
    FT 30 Int Cons Airlines 25.07 471.516   1/27/14 485.635 11,821        374,050 25,754  
    DJ Global Titans Alphabet A 578.96 20.416   10/27/14 21.652 11,820        385,871 13,934  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 204.93 30.258 27.704 12/16/13 28.981 -5,939 5,677 -262 299,543  379,931 19,612 399,543
      Pacific Metals 238.90 26.180 23.540 12/16/13 24.860 -5,939 5,624 -315 299,228  373,992 25,235 399,228
  Buy   long Minebea Mitsumi 1,006.16 5.273   2/10/14 6.030 5,305        379,298 19,930  
      Softbank Group 167.76 31.625   2/10/14 27.751 5,305        384,603 14,624  
1/06/14 Sell HSI-Fin long AIA 3,165.00 3.604   10/14/13 3.667 -11,607 11,408 -199 299,029  372,996 26,032 399,029
    GCX short Aurubis 275.73 43.845 40.905 11/25/13 42.375 -11,684 11,279 -405 298,623  361,312 37,311 398,623
  Buy HSI-Fin ICBC 23,226.77 0.469   6/02/14 0.478 10,898        372,210 26,413  
    GCX long Vestas Wind Systems 2,184.27 4.989   2/03/14 4.789 10,898        383,108 15,515  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,154.86 5.763 5.137 12/09/13 5.450 -11,744 11,070 -674 297,949  371,364 26,585 397,949
1/20/14 Sell IBEX 35 short Acciona 298.74 48.255 31.265 12/16/13 39.760 -11,878 9,340 -2,538 295,411  359,486 35,925 395,411
  Buy NZX 50 Chorus 11,510.46 0.937   6/02/14 1.063 10,783        370,269 25,142  
1/27/14 Sell Athex LC long Aegean Airlines 2,601.67 7.210   9/30/13 4.200 -10,927 18,758 7,831 303,242  359,342 43,900 403,242
    FT 30 Int Cons Airlines 25.07 485.635   12/23/13 471.516 -11,821 12,175 354 303,596  347,521 56,075 403,596
  Buy IBEX 35 short Repsol 655.69 17.525   2/17/14 17.625 11,491        359,012 44,584  
    Athex LC Eurobank Ergasias 234.51 49.000   5/09/16 0.875 11,491        370,503 33,093  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,111.86 7.265   9/30/13 5.174 -10,927 15,342 4,415 308,011  359,576 48,434 408,011
    GCX Vestas Wind Systems 2,184.27 4.789   1/06/14 4.989 -10,898 10,461 -437 307,574  348,678 58,895 407,574
  Buy FT 30 Int Cons Airlines 23.34 499.638   2/10/14 509.014 11,662        360,340 47,234  
    GCX short Aurubis 287.22 40.600   3/03/14 38.880 11,661        372,001 35,573  
2/10/14 Sell HSI-Prop long CK Hutchison 457.48 10.645   11/18/13 11.852 -5,422 4,870 -552 307,022  366,579 40,443 407,022
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      China Ov Land & Inv 2,336.36 1.876   11/18/13 2.321 -5,422 4,383 -1,039 305,983  361,157 44,826 405,983
    MerVal Telecom Argentina 2,014.52 2.998   8/12/13 4.215 -8,492 6,040 -2,452 303,531  352,665 50,866 403,531
    FT 30 Int Cons Airlines 23.34 509.014   2/03/14 499.638 -11,662 11,880 219 303,750  341,004 62,746 403,750
    Nikkei (FRA) Minebea Mitsumi 1,006.16 6.030   12/30/13 5.273 -5,305 6,067 762 304,511  335,698 68,813 404,511
      Softbank Group 167.76 27.751   12/30/13 31.625 -5,305 4,655 -650 303,861  330,393 73,469 403,861
  Buy HSI-Prop short New World Dev 1,690.71 3.529   7/28/14 3.549 5,967        336,359 67,502  
      The Wharf 3,224.61 1.850   7/28/14 2.205 5,967        342,326 61,536  
    Nikkei (FRA) Hitachi Zosen 1,399.60 4.263   6/30/14 3.700 5,966        348,292 55,569  
      Nitto Denko 190.64 31.297   6/30/14 33.890 5,966        354,259 49,603  
2/17/14 Sell IBEX 35 short Repsol 655.69 17.625 17.425 1/27/14 17.525 -11,491 11,425 -66 303,796  342,768 61,028 403,796
    OBX 25 long DNO International 4,066.89 2.830   12/23/13 2.906 -11,820 11,510 -310 303,486  330,948 72,538 403,486
  Buy   short Petroleum Geo-Srvcs 1,564.76 7.605   6/02/14 7.980 11,900        342,848 60,638  
2/24/14 Buy MerVal long Edenor 36,893.48 0.315   12/15/14 0.569 11,603        354,451 49,035  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,159.60 6.187   11/18/13 5.021 -10,844 13,360 2,516 306,002  343,607 62,396 406,002
    GCX short Aurubis 287.22 38.880 42.396 2/03/14 40.600 -11,661 12,177 516 306,518  331,945 74,573 406,518
  Buy Nikkei (TYO) Hitachi Zosen 3,063.58 3.926   3/31/14 3.419 12,027        343,972 62,546  
    GCX long Vestas Wind Systems 2,403.67 5.004   4/14/14 5.847 12,027        355,999 50,519  
3/10/14 Buy IBEX 35 short Inditex 544.83 20.970   6/09/14 21.750 11,425        367,425 39,094  
3/31/14 Sell Nikkei (TYO) short Hitachi Zosen 3,063.58 3.419 4.508 3/03/14 3.926 -12,027 13,812 1,785 308,303  355,398 52,906 408,303
  Buy SDAX Koenig & Bauer 937.40 12.300   5/05/14 11.730 11,530        366,928 41,376  
    Nikkei (TYO) long Minebea Mitsumi 1,789.51 6.443   4/07/14 6.630 11,530        378,458 29,846  
4/07/14 Sell   long Minebea Mitsumi 1,789.51 6.630   3/31/14 6.443 -11,530 11,864 334 308,637  366,928 41,709 408,637
  Buy   short Hitachi Zosen 3,260.83 3.453   7/28/14 3.842 11,258        378,186 30,451  
4/14/14 Sell ISEQ 20 long Bank of Ireland 697.60 8.250   12/02/13 8.340 -5,818 5,755 -63 308,574  372,368 36,206 408,574
      Smurfit Kappa 337.47 17.010   12/02/13 17.240 -5,818 5,740 -78 308,496  366,550 41,947 408,496
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Morphosys 179.88 58.270   7/01/13 44.145 -7,941 10,482 2,541 311,037  358,609 52,428 411,037
    GEX Manz 168.83 65.730   9/23/13 53.570 -9,044 11,097 2,053 313,090  349,565 63,526 413,090
    GCX Vestas Wind Systems 2,403.67 5.847   3/03/14 5.004 -12,027 14,053 2,026 315,117  337,538 77,579 415,117
  Buy ISEQ 20 short C&C Group 1,374.67 4.480   1/19/15 3.322 6,159        343,696 71,420  
      Flutter 114.92 53.590   1/19/15 66.350 6,159        349,855 65,262  
    BAX Adva 3,845.46 3.203   4/21/14 3.210 12,317        362,172 52,945  
    GEX 4SC 429.74 28.662   1/26/15 18.284 12,317        374,489 40,628  
    GCX EJR 239.23 51.487   4/28/14 51.524 12,317        386,806 28,311  
4/21/14 Sell BAX short Adva 3,845.46 3.210 3.196 4/14/14 3.203 -12,317 12,290 -27 315,090  374,489 40,601 415,090
  Buy   long Sixt 393.78 28.930   5/05/14 28.890 11,392        385,881 29,209  
4/28/14 Sell Nordic 30 long Pandora 289.84 46.257   7/29/13 28.719 -8,324 13,407 5,083 320,173  377,557 42,616 420,173
    GCX short EJR 239.23 51.524 51.450 4/14/14 51.487 -12,317 12,308 -9 320,164  365,240 54,924 420,164
  Buy Germany SolarWorld 384.74 30.870   6/09/14 16.900 11,877        377,117 43,047  
    Nordic 30 Carlsberg A 160.91 73.812   5/05/14 74.896 11,877        388,994 31,170  
    GCX long Vestas Wind Systems 1,927.40 6.162   5/19/14 7.076 11,877        400,871 19,293  
5/05/14 Sell SDAX short Koenig & Bauer 937.40 11.730 12.898 3/31/14 12.300 -11,530 12,090 560 320,724  389,341 31,383 420,724
    Nordic 30 Carlsberg A 160.91 74.896 72.728 4/28/14 73.812 -11,877 11,703 -174 320,550  377,464 43,086 420,550
    BAX long Sixt 393.78 28.890   4/21/14 28.930 -11,392 11,376 -16 320,534  366,072 54,462 420,534
  Buy Nordic 30 Pandora 243.67 48.729   9/15/14 59.766 11,874        377,946 42,588  
    BAX short Adva 3,710.63 3.200   6/09/14 3.196 11,874        389,820 30,714  
5/12/14 Sell OMXH 25 short Metso 1,753.62 8.620 4.774 12/09/13 6.697 -11,744 8,372 -3,372 317,162  378,076 39,086 417,162
    PSI 20 long Impresa 10,844.04 1.759   12/23/13 1.090 -11,820 19,075 7,255 324,416  366,256 58,161 424,416
  Buy OMXH 25 Outokumpu 1,805.99 6.680   5/19/14 6.250 12,064        378,320 46,097  
5/19/14 Sell   long Outokumpu 1,805.99 6.250   5/12/14 6.680 -12,064 11,287 -777 323,640  366,256 57,384 423,640
    GCX Vestas Wind Systems 1,927.40 7.076   4/28/14 6.162 -11,877 13,639 1,762 325,402  354,379 71,023 425,402
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI Citic Pacific 9,580.05 1.295   11/10/14 1.393 12,410        366,789 58,613  
    SDAX short WCM 7,645.86 1.623   5/26/14 1.623 12,410        379,199 46,203  
    OMXH 25 YIT 1,677.03 7.400   1/26/15 5.508 12,410        391,609 33,793  
    GCX Energy Recovery 3,681.95 3.371   3/02/15 3.076 12,410        404,019 21,383  
5/26/14 Sell SDAX short WCM 7,645.86 1.623 1.623 5/19/14 1.623 -12,410 12,410 0 325,402  391,609 33,793  
  Buy HSI-C&I long Tencent 1,128.75 10.170   10/06/14 12.196 11,479        403,088 22,314  
6/02/14 Sell SSE 50 short Poly Developments 18,448.57 0.591 0.695 12/23/13 0.641 -11,820 12,816 996 326,398  391,268 35,130 426,398
    HSI-Fin ICBC 23,226.77 0.478 0.460 1/06/14 0.469 -10,898 10,694 -204 326,194  380,370 45,824 426,194
    OBX 25 Petroleum Geo-Srvcs 1,564.76 7.980 7.230 2/17/14 7.605 -11,900 11,314 -586 325,607  368,470 57,138 425,607
    NZX 50 Chorus 11,510.46 1.063 0.811 1/20/14 0.937 -10,783 9,330 -1,453 324,155  357,687 66,468 424,155
  Buy SSE 50 long Sinolink Secs 10,665.22 1.150   6/23/14 1.117 12,265        369,952 54,203  
    HSI-Fin HK Exchgs & Clrg 896.21 13.685   9/29/14 17.213 12,265        382,217 41,938  
    OBX 25 Grieg Seafood 3,635.80 3.373   6/30/14 3.430 12,265        394,482 29,673  
    FT 30 National Grid 11.12 1,103.450   6/09/14 1,037.210 12,270        406,752 17,403  
    NZX 50 Tourism 17,614.53 0.696   7/21/14 0.758 12,265        419,017 5,138  
6/09/14 Sell Germany short SolarWorld 384.74 16.900 56.388 4/28/14 30.870 -11,877 21,695 9,818 333,973  407,140 26,832 433,973
    IBEX 35 Inditex 544.83 21.750 20.190 3/10/14 20.970 -11,425 11,000 -425 333,548  395,715 37,832 433,548
    FT 30 long National Grid 11.12 1,037.210   6/02/14 1,103.450 -12,270 11,534 -737 332,811  383,445 49,366 432,811
    Topix (FRA) short Komatsu 746.92 16.815 14.471 11/25/13 15.643 -11,684 10,809 -875 331,936  371,761 60,175 431,936
    BAX Adva 3,710.63 3.196 3.204 5/05/14 3.200 -11,874 11,889 15 331,950  359,887 72,064 431,950
  Buy SDAX WCM 7,878.20 1.599   12/29/14 1.381 12,600        372,487 59,464  
    FT 30 Tesco 27.36 460.539   11/17/14 306.530 12,600        385,087 46,863  
    Topix (FRA) long Fujitsu 251.85 50.030   9/15/14 48.100 12,600        397,687 34,263  
    BAX Cancom 638.30 19.740   6/16/14 18.403 12,600        410,287 21,663  
6/16/14 Sell   long Cancom 638.30 18.403   6/09/14 19.740 -12,600 11,746 -854 331,097  397,687 33,410 431,097
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 short ArcelorMittal 354.13 32.790   3/02/15 28.860 11,612        409,299 21,798  
    BAX Adva 3,702.81 3.136   6/23/14 3.096 11,612        420,911 10,186  
6/23/14 Sell SSE 50 long Sinolink Secs 10,665.22 1.117   6/02/14 1.150 -12,265 11,913 -352 330,745  408,646 22,099 430,745
    BAX short Adva 3,702.81 3.096 3.177 6/16/14 3.136 -11,612 11,762 150 330,895  397,034 33,861 430,895
  Buy SSE 50 Kangmei Pharma 13,477.96 0.862   7/07/14 0.868 11,618        408,652 22,243  
    CAC Next 20 Arkema 164.43 70.655   1/26/15 62.720 11,618        420,270 10,625  
    CAC Mid 60 CGG 33.84 343.360   1/19/15 153.600 11,619        431,889 -994  
    BAX long Wacker Neuson 701.15 16.570   7/14/14 17.170 11,618        443,507 -12,612  
6/30/14 Sell OBX 25 long Grieg Seafood 3,635.80 3.430   6/02/14 3.373 -12,265 12,470 205 331,100  431,242 -142 431,100
    Nikkei (FRA) short Hitachi Zosen 1,399.60 3.700 4.912 2/10/14 4.263 -5,966 6,874 908 332,008  425,276 6,732 432,008
      Nitto Denko 190.64 33.890 28.704 2/10/14 31.297 -5,966 5,472 -494 331,514  419,309 12,205 431,514
  Buy OBX 25 Norwegian 4.62 2,398.530   7/07/14 2,546.850 11,081        430,390 1,123  
    Nikkei (FRA) long Fujitsu 100.85 54.990   8/17/15 44.550 5,546        435,936 -4,422  
      Minebea Mitsumi 674.37 8.224   8/17/15 12.573 5,546        441,482 -9,968  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,477.96 0.868 0.856 6/23/14 0.862 -11,618 11,532 -86 331,427  429,864 1,563 431,427
    OBX 25 Norwegian 4.62 2,546.850 2,250.210 6/30/14 2,398.530 -11,081 10,396 -685 330,742  418,783 11,959 430,742
  Buy SSE 50 long AECC Aviation Power 3,718.87 2.976   8/03/15 7.097 11,067        429,850 892  
    OBX 25 SalMar 821.01 13.480   7/28/14 14.639 11,067        440,917 -10,175  
7/14/14 Sell BAX long Wacker Neuson 701.15 17.170   6/23/14 16.570 -11,618 12,039 421 331,163  429,299 1,864 431,163
7/21/14 Sell NZX 50 long Tourism 17,614.53 0.758   6/02/14 0.696 -12,265 13,350 1,085 332,248  417,034 15,214 432,248
  Buy France short CGG 41.85 267.296   12/29/14 160.352 11,186        428,220 4,028  
    NZX 50 a2 Milk 28,550.28 0.392   7/28/14 0.401 11,186        439,406 -7,158  
7/28/14 Sell MDAX long Dürr 330.91 30.355   7/01/13 23.998 -7,941 10,045 2,104 334,352  431,465 2,887 434,352
    HSI-Prop short New World Dev 1,690.71 3.549 3.509 2/10/14 3.529 -5,967 5,933 -33 334,318  425,499 8,820 434,318
      The Wharf 3,224.61 2.205 1.496 2/10/14 1.850 -5,967 4,824 -1,142 333,176  419,532 13,644 433,176
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long SalMar 821.01 14.639   7/07/14 13.480 -11,067 12,019 952 334,128  408,465 25,663 434,128
    NZX 50 short a2 Milk 28,550.28 0.401 0.383 7/21/14 0.392 -11,186 10,932 -254 333,874  397,279 36,595 433,874
    Nikkei (TYO) Hitachi Zosen 3,260.83 3.842 3.063 4/07/14 3.453 -11,258 9,988 -1,270 332,603  386,021 46,582 432,603
  Buy Germany SolarWorld 798.60 15.000   1/12/15 12.350 11,979        398,000 34,603  
    MDAX Südzucker 862.73 13.885   2/02/15 11.245 11,979        409,979 22,624  
    HSI-Prop long CK Hutchison 436.24 13.730   8/24/15 10.950 5,990        415,969 16,635  
      Sino Land 4,783.95 1.252   8/24/15 1.200 5,990        421,958 10,645  
    OBX 25 short Petroleum Geo-Srvcs 1,856.35 6.453   8/11/14 6.127 11,979        433,937 -1,334  
    NZX 50 long Tourism 16,098.64 0.744   2/22/16 1.542 11,979        445,916 -13,313  
    BAX Nemetschek 1,885.21 6.354   8/04/14 6.125 11,979        457,895 -25,292  
    Nikkei (TYO) Minebea Mitsumi 1,310.91 9.138   10/20/14 9.651 11,979        469,874 -37,271  
8/04/14 Sell HDAX long Dürr 510.58 28.230   1/23/12 9.125 -4,659 14,414 9,755 342,358  465,215 -22,857 442,358
    MIB Azimut 747.53 18.460   11/05/12 9.304 -6,955 13,799 6,844 349,202  458,260 -9,058 449,202
    BAX Nemetschek 1,885.21 6.125   7/28/14 6.354 -11,979 11,547 -432 348,770  446,281 2,489 448,770
    Indices Merval 16.94 750.468   8/12/13 501.316 -8,492 12,713 4,221 352,991  437,789 15,202 452,991
  Buy HDAX short Südzucker 898.92 13.020   1/12/15 11.160 11,704        449,493 3,498  
    Indices PSI 20 2.00 5,854.360   8/18/14 5,654.350 11,709        461,201 -8,211  
8/11/14 Sell ATX long Wienerberger 841.79 11.525   10/21/13 13.065 -10,998 9,702 -1,296 351,695  450,203 1,491 451,695
    DAX Continental 78.80 133.083   7/16/12 59.533 -4,691 10,487 5,796 357,490  445,512 11,978 457,490
    OBX 25 short Petroleum Geo-Srvcs 1,856.35 6.127 6.796 7/28/14 6.453 -11,979 12,616 637 358,127  433,533 24,594 458,127
  Buy ATX Raiffeisen Bank Int 638.18 18.910   2/16/15 13.795 12,068        445,601 12,526  
    DAX Adidas 210.06 57.450   8/18/14 60.070 12,068        457,669 458  
    OBX 25 long SalMar 916.14 13.173   8/18/14 12.880 12,068        469,737 -11,610  
8/18/14 Sell DAX short Adidas 210.06 60.070 54.830 8/11/14 57.450 -12,068 11,518 -550 357,577  457,669 -92 457,577
    OBX 25 long SalMar 916.14 12.880   8/11/14 13.173 -12,068 11,800 -268 357,309  445,601 11,708 457,309
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices short PSI 20 2.00 5,654.350 6,061.440 8/04/14 5,854.360 -11,709 12,123 414 357,723  433,893 23,830 457,723
  Buy DAX long Vonovia 527.29 22.830   10/06/14 22.420 12,038        445,931 11,792  
    OBX 25 short Petroleum Geo-Srvcs 1,973.54 6.100   2/16/15 5.700 12,038        457,969 -246  
    Indices long Merval 15.35 784.124   10/06/14 1,022.100 12,036        470,005 -12,282  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,678.94 6.373   7/01/13 2.159 -7,941 23,445 15,504 373,227  462,064 11,163 473,227
  Buy   short Demant 1,029.44 11.763   9/08/14 11.966 12,109        474,173 -946  
9/08/14 Sell   short Demant 1,029.44 11.966 11.559 9/01/14 11.763 -12,109 11,899 -210 373,017  462,064 10,954 473,017
  Buy   long Pandora 210.59 57.454   9/29/14 61.631 12,099        474,163 -1,146  
9/15/14 Sell Nordic 30 long Pandora 243.67 59.766   5/05/14 48.729 -11,874 14,563 2,689 375,707  462,289 13,417 475,707
    Topix (FRA) Fujitsu 251.85 48.100   6/09/14 50.030 -12,600 12,114 -486 375,221  449,689 25,531 475,221
  Buy Nordic 30 short Volvo 1,423.92 8.791   11/10/14 9.334 12,518        462,207 13,013  
    Topix (FRA) Aeon 1,594.45 7.851   1/05/15 8.291 12,518        474,725 495  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 896.21 17.213   6/02/14 13.685 -12,265 15,426 3,161 378,382  462,460 15,921 478,382
    TSX 60 Bausch Health 142.13 102.197   9/30/13 76.879 -10,927 14,525 3,598 381,980  451,533 30,447 481,980
    OMXC 20 Pandora 210.59 61.631   9/08/14 57.454 -12,099 12,979 880 382,860  439,434 43,425 482,860
  Buy HSI-Fin short ICBC 26,419.68 0.498   11/03/14 0.526 13,157        452,591 30,268  
10/06/14 Sell DAX long Vonovia 527.29 22.420   8/18/14 22.830 -12,038 11,822 -216 382,643  440,553 42,090 482,643
    HSI-C&I Tencent 1,128.75 12.196   5/26/14 10.170 -11,479 13,766 2,287 384,931  429,074 55,857 484,931
    Indices Merval 15.35 1,022.100   8/18/14 784.124 -12,036 15,689 3,653 388,584  417,038 71,546 488,584
  Buy DAX short Deutsche Lufthansa 1,159.19 12.080   11/17/14 13.145 14,003        431,041 57,543  
    HSI-C&I Galaxy Entertainment 2,842.44 4.926   4/13/15 4.822 14,003        445,044 43,540  
    PSI 20 Pharol 8,590.80 1.630   2/23/15 0.697 14,003        459,047 29,537  
    Indices PSI 20 2.53 5,537.710   2/23/15 5,494.440 14,010        473,057 15,527  
10/13/14 Sell S&P 100 long Gilead Sciences 272.68 79.611   9/17/12 25.063 -6,834 21,708 14,874 403,458  466,223 37,235 503,458
    BEL 20 KBC 242.36 40.740   7/15/13 31.350 -7,598 9,874 2,276 405,734  458,625 47,109 505,734
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Nokia 1,220.02 6.407   7/08/13 3.186 -3,887 7,816 3,930 409,663  454,739 54,925 509,663
      Kinnevik 177.73 22.475   7/08/13 21.868 -3,887 3,995 108 409,771  450,852 58,919 509,771
  Buy S&P 100 short General Motors 608.10 23.379   10/27/14 23.689 14,217        465,069 44,702  
    BEL 20 Galapagos 1,279.08 11.115   11/17/14 12.800 14,217        479,286 30,485  
    OMXS 30 MTG 307.39 23.125   11/03/14 24.302 7,108        486,394 23,377  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.27 87.497   7/23/12 26.166 -4,743 15,861 11,118 420,889  481,651 39,237 520,889
    Europe 50 Roche 20.29 222.572   12/19/11 129.719 -2,632 4,516 1,884 422,773  479,019 43,753 522,773
    Nikkei (TYO) Minebea Mitsumi 1,310.91 9.651   7/28/14 9.138 -11,979 12,651 672 423,445  467,040 56,405 523,445
    SP Global 100 Apple 335.81 19.487   4/30/12 15.738 -5,285 6,544 1,259 424,704  461,755 62,949 524,704
  Buy Kospi 50 short Hyundai Heavy 175.78 83.577   12/08/14 94.176 14,691        476,447 48,257  
    Europe 50 Deutsche Bank 681.87 21.545   11/10/14 21.563 14,691        491,138 33,566  
    Nikkei (TYO) Toyo Seikan 1,789.08 8.212   10/27/14 8.725 14,691        505,829 18,875  
    SP Global 100 Deutsche Bank 681.87 21.545   11/03/14 22.134 14,691        520,520 4,184  
10/27/14 Sell S&P 100 short General Motors 608.10 23.689 23.070 10/13/14 23.379 -14,217 14,029 -188 424,516  506,303 18,213 524,516
    Nikkei (TYO) Toyo Seikan 1,789.08 8.725 7.698 10/20/14 8.212 -14,691 13,772 -919 423,597  491,611 31,985 523,597
    DJ Global Titans long Alphabet A 578.96 21.652   12/23/13 20.416 -11,820 12,536 716 424,313  479,791 44,521 524,313
  Buy S&P 100 Gilead Sciences 160.37 88.668   6/08/15 100.700 14,220        494,011 30,302  
    Nikkei (TYO) Minebea Mitsumi 1,357.21 10.477   8/24/15 10.589 14,220        508,231 16,082  
    DJ Global Titans short Samsung Electronics 867.78 16.387   11/10/14 18.745 14,220        522,451 1,862  
11/03/14 Sell HSI-Fin short ICBC 26,419.68 0.526 0.470 9/29/14 0.498 -13,157 12,428 -729 423,583  509,294 14,289 523,583
    OMXS 30 MTG 307.39 24.302 21.949 10/13/14 23.125 -7,108 6,747 -362 423,222  502,186 21,036 523,222
    SP Global 100 Deutsche Bank 681.87 22.134 20.956 10/20/14 21.545 -14,691 14,289 -402 422,820  487,495 35,325 522,820
  Buy HSI-Fin long HK Exchgs & Clrg 789.69 17.669   11/24/14 17.528 13,953        501,448 21,373  
    OMXC 20 Pandora 209.26 66.679   11/17/14 66.322 13,953        515,401 7,419  
    OMXS 30 Boliden 531.87 13.117   6/08/15 18.209 6,977        522,377 443  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Electrolux 310.68 22.455   6/08/15 27.196 6,976        529,354 -6,534  
    SP Global 100 Apple 637.20 21.898   8/24/15 22.212 13,953        543,307 -20,487  
11/10/14 Sell HSI long Citic Pacific 9,580.05 1.393   5/19/14 1.295 -12,410 13,345 935 423,755  530,897 -7,142 523,755
    Europe 50 short Deutsche Bank 681.87 21.563 21.527 10/20/14 21.545 -14,691 14,679 -12 423,743  516,206 7,537 523,743
    Nordic 30 Volvo 1,423.92 9.334 8.249 9/15/14 8.791 -12,518 11,745 -772 422,970  503,688 19,282 522,970
    DJ Global Titans Samsung Electronics 867.78 18.745 14.028 10/27/14 16.387 -14,220 12,174 -2,046 420,924  489,468 31,456 520,924
  Buy HSI Kunlun Energy 13,330.44 1.036   1/12/15 0.825 13,809        503,277 17,647  
    Europe 50 long Novartis 223.03 61.916   8/24/15 69.088 13,809        517,086 3,838  
    Nordic 30 Pandora 202.61 68.154   6/01/15 91.032 13,809        530,895 -9,971  
    DJ Global Titans Apple 630.57 21.899   12/15/14 21.746 13,809        544,704 -23,780  
11/17/14 Sell DAX short Deutsche Lufthansa 1,159.19 13.145 11.015 10/06/14 12.080 -14,003 12,768 -1,235 419,690  530,701 -11,011 519,690
    BEL 20 Galapagos 1,279.08 12.800 9.430 10/13/14 11.115 -14,217 12,062 -2,155 417,534  516,484 1,050 517,534
    OMXC 20 long Pandora 209.26 66.322   11/03/14 66.679 -13,953 13,879 -75 417,460  502,531 14,929 517,460
    FT 30 short Tesco 27.36 306.530 691.926 6/09/14 460.539 -12,600 18,931 6,331 423,790  489,930 33,860 523,790
  Buy DAX long Merck (EMD) 181.83 76.670   7/06/15 90.640 13,941        503,871 19,919  
    BEL 20 Proximus 457.08 30.500   11/24/14 30.740 13,941        517,812 5,978  
    OMXC 20 short FLSmidth 420.15 33.181   11/24/14 35.297 13,941        531,753 -7,963  
    FT 30 long Man Group 82.23 169.534   12/15/14 177.040 13,941        545,694 -21,904  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 789.69 17.528   11/03/14 17.669 -13,953 13,842 -111 423,679  531,741 -8,062 523,679
    BEL 20 Proximus 457.08 30.740   11/17/14 30.500 -13,941 14,051 110 423,789  517,800 5,989 523,789
    OMXC 20 short FLSmidth 420.15 35.297 31.065 11/17/14 33.181 -13,941 13,052 -889 422,900  503,859 19,041 522,900
  Buy HSI-Fin HSBC 1,695.26 7.992   1/26/15 8.332 13,548        517,407 5,493  
    BEL 20 Galapagos 1,050.23 12.900   12/01/14 13.020 13,548        530,955 -8,055  
    OMXC 20 long Pandora 201.59 67.207   8/17/15 107.440 13,548        544,503 -21,604  
12/01/14 Sell BEL 20 short Galapagos 1,050.23 13.020 12.780 11/24/14 12.900 -13,548 13,422 -126 422,774  530,955 -8,182 522,774
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Proximus 406.96 31.610   12/15/14 29.550 12,864        543,819 -21,046  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.78 94.176 72.978 10/20/14 83.577 -14,691 12,828 -1,863 420,910  529,128 -8,218 520,910
  Buy   long Amorepacific Group 154.55 82.934   7/06/15 157.893 12,817        541,945 -21,035  
12/15/14 Sell BEL 20 long Proximus 406.96 29.550   12/01/14 31.610 -12,864 12,026 -838 420,072  529,081 -9,009 520,072
    MerVal Edenor 36,893.48 0.569   2/24/14 0.315 -11,603 20,978 9,375 429,447  517,478 11,968 529,447
    FT 30 Man Group 82.23 177.040   11/17/14 169.534 -13,941 14,558 617 430,064  503,538 26,526 530,064
    DJ Global Titans Apple 630.57 21.746   11/10/14 21.899 -13,809 13,712 -97 429,967  489,729 40,239 529,967
  Buy BEL 20 short Umicore 914.66 15.585   1/19/15 16.578 14,255        503,984 25,984  
    FT 30 Tesco 54.31 262.480   12/22/14 292.250 14,255        518,239 11,728  
12/22/14 Sell TecDAX short SMA Solar 219.23 14.800 46.789 5/21/12 26.315 -5,769 10,258 4,489 434,456  512,470 21,986 534,456
    FT 30 Tesco 54.31 292.250 232.709 12/15/14 262.480 -14,255 12,638 -1,617 432,839  498,215 34,624 532,839
  Buy   long Man Group 70.70 200.637   1/05/15 211.401 14,185        512,400 20,439  
12/29/14 Sell France short CGG 41.85 160.352 445.565 7/21/14 267.296 -11,186 18,647 7,461 440,300  501,213 39,086 540,300
    SDAX WCM 7,878.20 1.381 1.852 6/09/14 1.599 -12,600 14,587 1,987 442,287  488,613 53,674 542,287
  Buy France long Adocia 312.35 47.700   6/08/15 66.230 14,899        503,512 38,774  
    SDAX Patrizia Immobilien 1,211.30 12.300   1/19/15 14.055 14,899        518,411 23,875  
1/05/15 Sell FT 30 long Man Group 70.70 211.401   12/22/14 200.637 -14,185 14,946 761 443,048  504,226 38,822 543,048
    Topix (FRA) short Aeon 1,594.45 8.291 7.411 9/15/14 7.851 -12,518 11,816 -702 442,346  491,708 50,638 542,346
  Buy FT 30 Tesco 50.42 294.006   1/19/15 365.061 14,824        506,532 35,814  
    Topix (FRA) long Oriental Land 1,546.47 9.586   2/02/15 10.843 14,824        521,356 20,990  
1/12/15 Sell Germany short SolarWorld 798.60 12.350 18.219 7/28/14 15.000 -11,979 14,549 2,570 444,917  509,377 35,540 544,917
    HSI Kunlun Energy 13,330.44 0.825 1.300 11/10/14 1.036 -13,809 17,335 3,526 448,443  495,568 52,874 548,443
    HDAX Südzucker 898.92 11.160 15.190 8/04/14 13.020 -11,704 13,655 1,951 450,393  483,864 66,529 550,393
  Buy Germany long Ströer Media 626.57 24.615   6/15/15 40.315 15,423        499,287 51,106  
    HSI China Life Ins HK 4,653.75 3.314   7/13/15 3.728 15,423        514,710 35,683  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Ströer Media 626.57 24.615   8/24/15 47.670 15,423        530,133 20,260  
1/19/15 Sell SDAX long Patrizia Immobilien 1,211.30 14.055   12/29/14 12.300 -14,899 17,025 2,126 452,519  515,234 37,285 552,519
    ISEQ 20 short C&C Group 1,374.67 3.322 6.042 4/14/14 4.480 -6,159 8,305 2,147 454,666  509,076 45,590 554,666
      Flutter 114.92 66.350 40.830 4/14/14 53.590 -6,159 4,692 -1,466 453,200  502,917 50,282 553,200
    BEL 20 Umicore 914.66 16.578 14.593 12/15/14 15.585 -14,255 13,347 -908 452,292  488,662 63,630 552,292
    FT 30 Tesco 50.42 365.061 222.950 1/05/15 294.006 -14,824 11,241 -3,583 448,709  473,838 74,871 548,709
    CAC Mid 60 CGG 33.84 153.600 767.553 6/23/14 343.360 -11,619 25,974 14,355 463,064  462,219 100,845 563,064
  Buy SDAX SGL Carbon 1,177.93 14.090   1/26/15 15.480 16,597        478,816 84,248  
    ISEQ 20 long Glanbia 599.17 13.850   6/08/15 17.420 8,299        487,115 75,949  
      Ryanair 852.88 9.730   6/08/15 11.660 8,299        495,413 67,651  
    BEL 20 bpost 726.03 22.860   9/28/15 21.000 16,597        512,010 51,054  
    FT 30 Man Group 79.09 209.841   6/08/15 231.072 16,596        528,606 34,457  
    CAC Mid 60 Adocia 262.61 63.200   6/08/15 66.230 16,597        545,203 17,860  
1/26/15 Sell SDAX short SGL Carbon 1,177.93 15.480 12.700 1/19/15 14.090 -16,597 14,960 -1,637 461,426  528,606 32,820 561,426
    HSI-Fin HSBC 1,695.26 8.332 7.651 11/24/14 7.992 -13,548 12,971 -577 460,849  515,058 45,791 560,849
    OMXH 25 YIT 1,677.03 5.508 9.942 5/19/14 7.400 -12,410 16,673 4,263 465,112  502,648 62,464 565,112
    CAC Next 20 Arkema 164.43 62.720 79.594 6/23/14 70.655 -11,618 13,088 1,470 466,582  491,031 75,551 566,582
    GEX 4SC 429.74 18.284 44.930 4/14/14 28.662 -12,317 19,308 6,991 473,573  478,713 94,860 573,573
  Buy SDAX long Patrizia Immobilien 1,117.73 14.950   6/29/15 22.015 16,710        495,424 78,149  
    HSI-Fin China Life Ins HK 4,473.06 3.736   8/03/15 3.251 16,710        512,134 61,439  
    OMXH 25 Neste Oil 2,068.07 8.080   5/11/15 7.640 16,710        528,844 44,729  
    GEX Ströer Media 624.67 26.750   6/01/15 38.770 16,710        545,553 28,020  
2/02/15 Sell MDAX short Südzucker 862.73 11.245 17.145 7/28/14 13.885 -11,979 14,791 2,812 476,385  533,574 42,811 576,385
    AEX KPN 1,656.09 2.756 4.771 10/15/12 3.626 -6,005 7,901 1,896 478,281  527,569 50,711 578,281
    Topix (FRA) long Oriental Land 1,546.47 10.843   1/05/15 9.586 -14,824 16,769 1,945 480,225  512,745 67,480 580,225
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX Ströer Media 627.84 25.790   11/16/15 61.450 16,192        528,937 51,288  
    Topix (FRA) short Orix 1,626.03 9.958   2/09/15 10.802 16,192        545,129 35,096  
2/09/15 Sell   short Orix 1,626.03 10.802 9.114 2/02/15 9.958 -16,192 14,820 -1,372 478,853  528,937 49,916 578,853
  Buy MerVal long Aluar 16,768.72 0.937   2/16/15 0.944 15,719        544,656 34,197  
    Topix (FRA) Sony 694.70 22.627   5/18/15 28.471 15,719        560,375 18,478  
2/16/15 Sell ATX short Raiffeisen Bank Int 638.18 13.795 25.922 8/11/14 18.910 -12,068 16,543 4,475 483,328  548,307 35,020 583,328
    OBX 25 Petroleum Geo-Srvcs 1,973.54 5.700 6.528 8/18/14 6.100 -12,038 12,883 845 484,173  536,269 47,904 584,173
    MerVal long Aluar 16,768.72 0.944   2/09/15 0.937 -15,719 15,831 112 484,285  520,550 63,735 584,285
  Buy ATX Zumtobel 767.95 21.095   9/07/15 23.775 16,200        536,750 47,535  
    OBX 25 Frontline 1,301.37 12.448   2/23/15 11.234 16,200        552,950 31,335  
2/23/15 Sell PSI 20 short Pharol 8,590.80 0.697 3.812 10/06/14 1.630 -14,003 32,747 18,744 503,030  538,947 64,082 603,030
    OBX 25 long Frontline 1,301.37 11.234   2/16/15 12.448 -16,200 14,620 -1,580 501,449  522,747 78,702 601,449
    Indices short PSI 20 2.53 5,494.440 5,581.320 10/06/14 5,537.710 -14,010 14,121 110 501,560  508,737 92,823 601,560
  Buy PSI 20 long Altri 5,740.41 3.024   5/25/15 4.081 17,359        526,096 75,464  
    MerVal Comercial del Plata 70,194.10 0.247   3/02/15 0.261 17,359        543,455 58,105  
    Indices SSE 50 ew 51.60 336.435   7/27/15 382.611 17,360        560,815 40,745  
3/02/15 Sell IBEX 35 short ArcelorMittal 354.13 28.860 37.255 6/16/14 32.790 -11,612 13,193 1,581 503,141  549,203 53,938 603,141
    MerVal long Comercial del Plata 70,194.10 0.261   2/23/15 0.247 -17,359 18,328 969 504,110  531,844 72,265 604,110
    GCX short Energy Recovery 3,681.95 3.076 3.693 5/19/14 3.371 -12,410 13,599 1,189 505,298  519,434 85,864 605,298
  Buy IBEX 35 long Intl. Cons. Airlines 2,187.22 7.900   3/09/15 7.660 17,279        536,713 68,585  
    DJ Global Titans Apple 598.80 28.856   3/30/15 29.169 17,279        553,992 51,306  
    GCX Shimano 124.17 139.151   6/01/15 129.753 17,278        571,270 34,028  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,187.22 7.660   3/02/15 7.900 -17,279 16,754 -525 504,773  553,991 50,782 604,773
  Buy   short Endesa 929.02 17.640   3/23/15 18.130 16,388        570,379 34,394  
    MerVal long Comercial del Plata 59,034.58 0.278   6/29/15 0.285 16,388        586,767 18,006  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/23/15 Sell IBEX 35 short Endesa 929.02 18.130 17.150 3/09/15 17.640 -16,388 15,933 -455 504,318  570,379 33,939 604,318
  Buy   long Intl. Cons. Airlines 1,969.88 8.100   5/11/15 7.890 15,956        586,335 17,983  
    TSX 60 Bausch Health 85.89 185.781   5/11/15 200.704 15,957        602,292 2,026  
3/30/15 Sell DJ Global Titans long Apple 598.80 29.169   3/02/15 28.856 -17,279 17,466 187 504,505  585,013 19,492 604,505
  Buy   short ConocoPhilips 263.99 59.090   4/27/15 61.591 15,599        600,612 3,893  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,842.44 4.822 5.033 10/06/14 4.926 -14,003 14,305 302 504,808  586,609 18,198 604,808
    ÖkoDAX (deprecated) SolarWorld 71.99 14.550 772.962 4/29/13 106.050 -7,635 55,646 48,011 552,819  578,975 73,844 652,819
  Buy HSI-C&I long Tencent 872.72 20.815   7/06/15 17.093 18,166        597,141 55,678  
    OBX 25 Frontline 1,327.41 13.685   5/18/15 12.057 18,166        615,307 37,512  
4/27/15 Sell DJ Global Titans short ConocoPhilips 263.99 61.591 56.589 3/30/15 59.090 -15,599 14,939 -660 552,158  599,708 52,451 652,158
  Buy   long Mitsubishi UFJ 2,714.80 6.489   6/08/15 6.373 17,615        617,323 34,836  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,969.88 7.890   3/23/15 8.100 -15,956 15,542 -414 551,745  601,367 50,378 651,745
    OMXH 25 Neste Oil 2,068.07 7.640   1/26/15 8.080 -16,710 15,800 -910 550,835  584,657 66,178 650,835
    TSX 60 Bausch Health 85.89 200.704   3/23/15 185.781 -15,957 17,238 1,282 552,116  568,700 83,417 652,116
  Buy IBEX 35 short Obrascón Huarte Lain 960.71 19.140   4/25/16 5.840 18,388        587,088 65,029  
    OMXH 25 Outokumpu 3,512.51 5.235   1/04/16 2.584 18,388        605,476 46,641  
    TSX 60 Cenovus Energy 1,185.86 15.506   3/21/16 12.064 18,388        623,864 28,253  
5/18/15 Sell OBX 25 long Frontline 1,327.41 12.057   4/13/15 13.685 -18,166 16,004 -2,162 549,955  605,698 44,257 649,955
    Topix (FRA) Sony 694.70 28.471   2/09/15 22.627 -15,719 19,779 4,060 554,015  589,979 64,036 654,015
  Buy OBX 25 short REC Silicon 8,481.46 2.117   6/01/15 1.852 17,951        607,930 46,085  
    Topix (FRA) Toshiba 599.77 29.930   5/25/15 30.510 17,951        625,881 28,134  
5/25/15 Sell PSI 20 long Altri 5,740.41 4.081   2/23/15 3.024 -17,359 23,427 6,068 560,082  608,522 51,560 660,082
    Topix (FRA) short Toshiba 599.77 30.510 29.350 5/18/15 29.930 -17,951 17,603 -348 559,734  590,571 69,164 659,734
  Buy PSI 20 Pharol 35,729.41 0.510   11/23/15 0.369 18,222        608,793 50,942  
    Topix (FRA) long Sony 639.37 28.500   6/01/15 28.394 18,222        627,015 32,719  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/01/15 Sell OBX 25 short REC Silicon 8,481.46 1.852 2.418 5/18/15 2.117 -17,951 20,511 2,560 562,294  609,064 53,230 662,294
    Nordic 30 long Pandora 202.61 91.032   11/10/14 68.154 -13,809 18,444 4,635 566,929  595,255 71,674 666,929
    Topix (FRA) Sony 639.37 28.394   5/25/15 28.500 -18,222 18,154 -68 566,862  577,033 89,829 666,862
    GEX Ströer Media 624.67 38.770   1/26/15 26.750 -16,710 24,218 7,509 574,370  560,323 114,047 674,370
    GCX Shimano 124.17 129.753   3/02/15 139.151 -17,278 16,111 -1,167 573,203  543,045 130,158 673,203
  Buy TecDAX short Aixtron 2,910.72 6.900   4/25/16 4.108 20,084        563,129 110,074  
    OBX 25 long Frontline 1,609.85 12.476   6/08/15 12.298 20,084        583,213 89,990  
    Nordic 30 short Fortum 1,159.58 17.320   11/30/15 13.820 20,084        603,297 69,906  
    Topix (FRA) Toshiba 615.88 32.610   11/16/15 22.410 20,084        623,381 49,823  
    GCX REC Silicon 10,842.15 1.852   10/05/20 0.464 20,084        643,465 29,739  
6/08/15 Sell S&P 100 long Gilead Sciences 160.37 100.700   10/27/14 88.668 -14,220 16,149 1,930 575,133  629,245 45,888 675,133
    France Adocia 312.35 66.230   12/29/14 47.700 -14,899 20,687 5,788 580,921  614,346 66,575 680,921
    ISEQ 20 Glanbia 599.17 17.420   1/19/15 13.850 -8,299 10,438 2,139 583,060  606,047 77,012 683,060
      Ryanair 852.88 11.660   1/19/15 9.730 -8,299 9,945 1,646 584,706  597,749 86,957 684,706
    OBX 25 Frontline 1,609.85 12.298   6/01/15 12.476 -20,084 19,798 -286 584,420  577,665 106,755 684,420
    OMXS 30 Boliden 531.87 18.209   11/03/14 13.117 -6,977 9,685 2,708 587,128  570,688 116,440 687,128
      Electrolux 310.68 27.196   11/03/14 22.455 -6,976 8,449 1,473 588,601  563,712 124,889 688,601
    FT 30 Man Group 79.09 231.072   1/19/15 209.841 -16,596 18,275 1,679 590,280  547,115 143,164 690,280
    CAC Mid 60 Adocia 262.61 66.230   1/19/15 63.200 -16,597 17,393 796 591,075  530,519 160,557 691,075
    DJ Global Titans Mitsubishi UFJ 2,714.80 6.373   4/27/15 6.489 -17,615 17,301 -314 590,762  512,904 177,858 690,762
  Buy S&P 100 short Norfolk Southern 269.26 80.648   6/15/15 80.979 21,715        534,619 156,143  
    France Solocal 31.00 700.450   11/23/15 390.360 21,714        556,333 134,429  
    ISEQ 20 FBD 1,170.75 9.274   8/10/15 7.120 10,858        567,190 123,571  
    OBX 25 DNO International 17,044.74 1.274   12/21/15 0.607 21,715        588,905 101,856  
    OMXS 30 SSAB 2,120.61 5.120   10/26/15 3.388 10,858        599,763 90,999  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Telia Company 2,064.67 5.259   10/26/15 4.765 10,857        610,620 80,141  
    FT 30 Tate & Lyle 28.81 753.704   12/28/15 807.108 21,714        632,335 58,427  
    DJ Global Titans BHP 1,141.71 19.020   7/13/15 17.787 21,715        654,050 36,712  
6/15/15 Sell S&P 100 short Norfolk Southern 269.26 80.979 80.318 6/08/15 80.648 -21,715 21,626 -89 590,673  632,334 58,338 690,673
    Germany long Ströer Media 626.57 40.315   1/12/15 24.615 -15,423 25,260 9,837 600,510  616,911 83,599 700,510
  Buy S&P 100 Starbucks 423.09 46.330   7/06/15 49.123 19,602        636,513 63,997  
6/29/15 Sell SDAX long Patrizia Immobilien 1,117.73 22.015   1/26/15 14.950 -16,710 24,607 7,897 608,407  619,803 88,604 708,407
    MerVal Comercial del Plata 59,034.58 0.285   3/09/15 0.278 -16,388 16,819 431 608,838  603,415 105,422 708,838
7/06/15 Sell S&P 100 long Starbucks 423.09 49.123   6/15/15 46.330 -19,602 20,783 1,181 610,019  583,813 126,206 710,019
    Kospi 50 Amorepacific Group 154.55 157.893   12/08/14 82.934 -12,817 24,402 11,585 621,604  570,996 150,608 721,604
    DAX Merck (EMD) 181.83 90.640   11/17/14 76.670 -13,941 16,481 2,540 624,144  557,055 167,089 724,144
    HSI-C&I Tencent 872.72 17.093   4/13/15 20.815 -18,166 14,917 -3,249 620,895  538,889 182,007 720,895
  Buy S&P 100 short Norfolk Southern 287.02 78.643   7/13/15 78.579 22,572        561,461 159,434  
    CAC 40 ArcelorMittal 894.65 25.230   3/27/17 22.800 22,572        584,033 136,862  
    DAX RWE 1,173.18 19.240   7/13/15 20.205 22,572        606,605 114,290  
    HSI-C&I Sands China 6,671.00 3.384   5/09/16 3.084 22,572        629,177 91,718  
7/13/15 Sell S&P 100 short Norfolk Southern 287.02 78.579 78.708 7/06/15 78.643 -22,572 22,591 19 620,914  606,605 114,309 720,914
    HSI long China Life Ins HK 4,653.75 3.728   1/12/15 3.314 -15,423 17,351 1,928 622,842  591,182 131,660 722,842
    DAX short RWE 1,173.18 20.205 18.275 7/06/15 19.240 -22,572 21,440 -1,132 621,710  568,610 153,100 721,710
    DJ Global Titans BHP 1,141.71 17.787 20.338 6/08/15 19.020 -21,715 23,220 1,505 623,215  546,895 176,320 723,215
  Buy S&P 100 long Amazon.com 1,086.27 20.702   7/27/15 23.987 22,488        569,383 153,832  
    HSI short China Shenhua HK 12,108.55 1.857   4/18/16 1.521 22,488        591,871 131,344  
    DAX long Fresenius 367.09 61.260   7/27/15 61.200 22,488        614,359 108,856  
    DJ Global Titans Mitsubishi UFJ 3,580.09 6.281   7/27/15 6.435 22,488        636,847 86,368  
7/20/15 Sell DJTA long Avis Budget 508.65 38.916   9/24/12 12.419 -6,317 19,794 13,477 636,692  630,530 106,162 736,692
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Avis Budget 541.45 38.916   8/03/15 39.514 21,071        651,601 85,092  
7/27/15 Sell S&P 100 long Amazon.com 1,086.27 23.987   7/13/15 20.702 -22,488 26,057 3,569 640,261  629,113 111,148 740,261
    DAX Fresenius 367.09 61.200   7/13/15 61.260 -22,488 22,466 -22 640,239  606,625 133,614 740,239
    Indices SSE 50 ew 51.60 382.611   2/23/15 336.435 -17,360 19,743 2,383 642,622  589,265 153,357 742,622
    DJ Global Titans Mitsubishi UFJ 3,580.09 6.435   7/13/15 6.281 -22,488 23,038 550 643,172  566,777 176,395 743,172
  Buy S&P 100 short ConocoPhilips 503.53 45.655   3/07/16 37.595 22,989        589,766 153,406  
    DAX RWE 1,239.30 18.550   10/19/15 12.230 22,989        612,755 130,417  
    BAX Grammer 875.44 26.260   11/09/15 23.675 22,989        635,744 107,428  
    DJ Global Titans ConocoPhilips 503.53 45.655   8/03/15 45.385 22,989        658,732 84,439  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,718.87 7.097   7/07/14 2.976 -11,067 26,392 15,325 658,497  647,665 110,832 758,497
    HSI-Fin China Life Ins HK 4,473.06 3.251   1/26/15 3.736 -16,710 14,540 -2,170 656,327  630,955 125,372 756,327
    DJTA short Avis Budget 541.45 39.514 38.317 7/20/15 38.916 -21,071 20,747 -324 656,003  609,885 146,118 756,003
    DJ Global Titans ConocoPhilips 503.53 45.385 45.927 7/27/15 45.655 -22,989 23,126 137 656,140  586,896 169,244 756,140
  Buy SSE 50 China Northern Rare 11,114.63 2.081   1/04/16 1.789 23,134        610,030 146,110  
    HSI-Fin ICBC 36,990.73 0.625   1/04/16 0.538 23,134        633,164 122,976  
    DJTA long JetBlue Airways 1,074.13 21.538   8/24/15 18.277 23,134        656,298 99,842  
    SMI UBS 1,096.28 21.102   8/17/15 20.081 23,134        679,432 76,708  
    DJ Global Titans Mitsubishi UFJ 3,566.87 6.486   8/24/15 5.389 23,134        702,566 53,574  
8/10/15 Sell ISEQ 20 short FBD 1,170.75 7.120 12.080 6/08/15 9.274 -10,858 14,142 3,285 659,424  691,708 67,716 759,424
  Buy   long Kingspan 454.96 22.725   8/17/15 22.815 10,339        702,047 57,377  
      Ryanair 809.00 12.780   8/17/15 12.705 10,339        712,386 47,038  
8/17/15 Sell ASX 50 long James Hardie Ind 737.60 12.058   1/30/12 5.763 -4,251 8,894 4,643 664,068  708,135 55,932 764,068
    ISEQ 20 Kingspan 454.96 22.815   8/10/15 22.725 -10,339 10,380 41 664,108  697,796 66,312 764,108
      Ryanair 809.00 12.705   8/10/15 12.780 -10,339 10,278 -61 664,048  687,457 76,591 764,048
    OMXC 20 Pandora 201.59 107.440   11/24/14 67.207 -13,548 21,659 8,111 672,158  673,909 98,249 772,158
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI UBS 1,096.28 20.081   8/03/15 21.102 -23,134 22,015 -1,119 671,039  650,775 120,264 771,039
    Nikkei (FRA) Fujitsu 100.85 44.550   6/30/14 54.990 -5,546 4,493 -1,053 669,986  645,229 124,757 769,986
      Minebea Mitsumi 674.37 12.573   6/30/14 8.224 -5,546 8,479 2,933 672,919  639,683 133,236 772,919
  Buy ASX 50 short Santos 5,689.42 3.982   11/23/15 2.708 22,653        662,336 110,583  
    ISEQ 20 FBD 1,641.52 6.900   11/30/15 6.852 11,326        673,663 99,256  
    OMXC 20 GN Store Nord 181.95 124.500   10/05/15 126.375 22,653        696,316 76,603  
    Nikkei (FRA) Sharp 882.81 12.830   11/23/15 10.210 11,326        707,642 65,277  
      IHI 375.17 30.190   11/23/15 25.250 11,326        718,968 53,951  
8/24/15 Sell DJIA long Visa 139.28 58.880   12/19/11 18.897 -2,632 8,201 5,569 678,488  716,336 62,151 778,488
    Nasdaq 100 Regeneron 40.02 434.608   10/10/11 49.346 -1,975 17,393 15,418 693,906  714,362 79,544 793,906
    Euro 50 ASML 56.19 74.790   1/09/12 32.400 -1,821 4,202 2,382 696,288  712,541 83,747 796,288
      Anheuser-Busch InBev 38.33 91.280   1/09/12 47.495 -1,820 3,499 1,678 697,966  710,721 87,246 797,966
    HDAX Ströer Media 626.57 47.670   1/12/15 24.615 -15,423 29,869 14,446 712,412  695,298 117,114 812,412
    FTSE Ashtead 13.82 1,199.890   7/30/12 333.248 -4,605 16,582 11,977 724,389  690,692 133,697 824,389
    HSI-Prop CK Hutchison 436.24 10.950   7/28/14 13.730 -5,990 4,777 -1,213 723,176  684,703 138,474 823,176
      Sino Land 4,783.95 1.200   7/28/14 1.252 -5,990 5,741 -249 722,927  678,713 144,214 822,927
    Europe 50 Novartis 223.03 69.088   11/10/14 61.916 -13,809 15,409 1,600 724,527  664,904 159,623 824,527
    DJTA JetBlue Airways 1,074.13 18.277   8/03/15 21.538 -23,134 19,632 -3,502 721,025  641,770 179,255 821,025
    Nikkei (TYO) Minebea Mitsumi 1,357.21 10.589   10/27/14 10.477 -14,220 14,372 152 721,177  627,550 193,627 821,177
    DJ Global Titans Mitsubishi UFJ 3,566.87 5.389   8/03/15 6.486 -23,134 19,223 -3,911 717,266  604,416 212,850 817,266
    SP Global 100 Apple 637.20 22.212   11/03/14 21.898 -13,953 14,153 200 717,466  590,463 227,003 817,466
  Buy USA short Keurig Dr Pepper 590.93 44.186   9/14/15 52.434 26,111        616,574 200,892  
    DJIA Chevron 420.34 62.119   5/30/16 91.551 26,111        642,685 174,781  
    Nasdaq 100 Micron Technology 2,099.36 12.438   8/31/15 14.635 26,111        668,796 148,670  
    Euro 50 E.on 1,500.63 8.700   10/26/15 8.993 13,055        681,851 135,614  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Banco Santander 2,505.85 5.210   10/26/15 5.230 13,055        694,907 122,559  
    HDAX RWE 1,975.11 13.220   11/23/15 10.895 26,111        721,018 96,448  
    FTSE Glencore 139.34 187.390   5/09/16 167.806 26,111        747,129 70,337  
    HSI-Prop Hang Lung 6,791.96 1.922   6/06/16 1.737 13,056        760,184 57,282  
      The Wharf 7,461.99 1.750   6/06/16 1.945 13,056        773,240 44,226  
    DJCA Chevron 420.34 62.119   8/31/15 72.229 26,111        799,351 18,115  
    Europe 50 Rio Tinto 8.92 2,927.710   10/26/15 3,453.900 26,115        825,466 -8,000  
    DJTA Norfolk Southern 405.60 64.376   8/31/15 69.482 26,111        851,576 -34,111  
    SLI Aryzta 2,785.86 9.373   1/09/17 8.993 26,111        877,687 -60,222  
    CAC Next 20 Casino Guichard 463.95 56.280   1/30/17 49.780 26,111        903,799 -86,333  
    Nikkei (TYO) IHI 1,008.48 25.892   8/08/16 25.014 26,111        929,910 -112,444  
    DJ Global Titans ConocoPhilips 706.15 36.977   3/21/16 37.886 26,111        956,021 -138,555  
    SP Global 100 RWE 1,975.11 13.220   9/12/16 14.645 26,111        982,132 -164,666  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,099.36 14.635 10.240 8/24/15 12.438 -26,111 21,498 -4,613 712,853  956,021 -143,168 812,853
    DJCA Chevron 420.34 72.229 52.009 8/24/15 62.119 -26,111 21,862 -4,250 708,603  929,910 -121,306 808,603
    DJTA Norfolk Southern 405.60 69.482 59.269 8/24/15 64.376 -26,111 24,040 -2,071 706,532  903,799 -97,267 806,532
  Buy Nasdaq 100 long Netflix 172.86 102.576   9/07/15 88.434 17,731        921,530 -114,998  
    DJCA JetBlue Airways 890.76 19.906   3/16/20 9.506 17,731        939,261 -132,729  
    DJUA short CenterPoint Energy 533.88 16.606   12/07/15 15.137 8,865        948,127 -141,594  
      FirstEnergy 311.04 28.503   12/07/15 29.960 8,865        956,992 -150,460  
    DJTA long JetBlue Airways 890.76 19.906   1/04/16 20.201 17,731        974,723 -168,191  
9/07/15 Sell Nasdaq 100 long Netflix 172.86 88.434   8/31/15 102.576 -17,731 15,287 -2,445 704,088  956,992 -152,904 804,088
    ATX Zumtobel 767.95 23.775   2/16/15 21.095 -16,200 18,258 2,058 706,146  940,792 -134,646 806,146
  Buy Nasdaq 100 short Micron Technology 1,114.25 15.066   10/19/15 16.912 16,787        957,579 -151,433  
    ATX Vienna Insurance 616.26 27.240   3/28/16 18.660 16,787        974,366 -168,220  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/14/15 Sell USA short Keurig Dr Pepper 590.93 52.434 35.938 8/24/15 44.186 -26,111 21,237 -4,874 701,272  948,255 -146,983 801,272
  Buy   long JetBlue Airways 703.30 23.257   9/21/15 23.986 16,357        964,612 -163,340  
9/21/15 Sell   long JetBlue Airways 703.30 23.986   9/14/15 23.257 -16,357 16,869 512 701,784  948,255 -146,471 801,784
  Buy   short Wynn Resorts 275.41 59.482   10/05/15 57.973 16,382        964,637 -162,853  
    MIB Saipem 33.83 484.286   12/26/16 244.286 16,383        981,020 -179,236  
9/28/15 Sell BEL 20 long bpost 726.03 21.000   1/19/15 22.860 -16,597 15,247 -1,350 700,434  964,423 -163,990 800,434
  Buy   short Solvay 177.76 89.510   3/28/16 85.670 15,911        980,335 -179,901  
10/05/15 Sell USA short Wynn Resorts 275.41 57.973 61.030 9/21/15 59.482 -16,382 16,808 426 700,860  963,953 -163,093 800,860
    OMXC 20 GN Store Nord 181.95 126.375 122.625 8/17/15 124.500 -22,653 22,312 -341 700,519  941,300 -140,781 800,519
  Buy USA long Netflix 165.94 99.392   12/14/15 109.790 16,493        957,793 -157,274  
    OMXC 20 Genmab 193.89 85.064   11/02/15 91.174 16,493        974,286 -173,767  
10/12/15 Buy Kospi 50 long Lotte Chemical 75.16 208.474   4/02/18 330.481 15,669        989,955 -189,436  
    MerVal Pampa Energía 18,998.42 0.825   10/19/15 0.927 15,668        1,005,623 -205,104  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,114.25 16.912 13.219 9/07/15 15.066 -16,787 14,730 -2,057 698,461  988,836 -190,375 798,461
    DAX RWE 1,239.30 12.230 28.136 7/27/15 18.550 -22,989 34,869 11,880 710,341  965,847 -155,506 810,341
    MerVal long Pampa Energía 18,998.42 0.927   10/12/15 0.825 -15,668 17,602 1,934 712,275  950,179 -137,904 812,275
  Buy Nasdaq 100 Amazon.com 666.48 25.296   2/08/16 21.802 16,859        967,038 -154,763  
    DAX Fresenius 279.54 60.310   12/21/15 63.430 16,859        983,897 -171,622  
    MerVal short YPF 749.98 22.479   10/26/15 25.738 16,859        1,000,756 -188,481  
10/26/15 Sell Euro 50 short E.on 1,500.63 8.993 8.407 8/24/15 8.700 -13,055 12,616 -439 711,836  987,701 -175,865 811,836
      Banco Santander 2,505.85 5.230 5.190 8/24/15 5.210 -13,055 13,005 -50 711,786  974,645 -162,859 811,786
    OMXS 30 SSAB 2,120.61 3.388 7.737 6/08/15 5.120 -10,858 16,408 5,550 717,336  963,788 -146,451 817,336
      Telia Company 2,064.67 4.765 5.804 6/08/15 5.259 -10,857 11,983 1,125 718,461  952,930 -134,469 818,461
    Europe 50 Rio Tinto 8.92 3,453.900 2,401.510 8/24/15 2,927.710 -26,115 21,421 -4,694 713,768  926,815 -113,047 813,768
    MerVal YPF 749.98 25.738 19.221 10/19/15 22.479 -16,859 14,415 -2,444 711,324  909,956 -98,632 811,324
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Euro 50 long Fresenius 138.87 64.150   1/11/16 59.420 8,909        918,864 -107,541  
      Inditex 265.06 33.610   1/11/16 29.430 8,909        927,773 -116,449  
    OMXS 30 Boliden 510.20 17.461   11/02/15 17.505 8,909        936,682 -125,358  
      Svenska Cellulosa B 1,709.33 5.212   11/02/15 5.468 8,909        945,590 -134,266  
    Europe 50 SAP 254.06 70.130   12/14/15 69.400 17,817        963,407 -152,084  
    MerVal Pampa Energía 15,503.83 1.149   3/07/16 0.728 17,817        981,224 -169,901  
11/02/15 Sell OMXC 20 long Genmab 193.89 91.174   10/05/15 85.064 -16,493 17,678 1,185 712,508  964,731 -152,223 812,508
    OMXS 30 Boliden 510.20 17.505   10/26/15 17.461 -8,909 8,931 22 712,531  955,823 -143,292 812,531
      Svenska Cellulosa B 1,709.33 5.468   10/26/15 5.212 -8,909 9,346 437 712,968  946,914 -133,946 812,968
  Buy   short SSAB 2,512.95 3.378   12/14/15 2.601 8,487        955,402 -142,434  
      SKF A 528.21 16.068   12/14/15 14.663 8,487        963,889 -150,921  
11/09/15 Sell BAX short Grammer 875.44 23.675 29.127 7/27/15 26.260 -22,989 25,499 2,510 715,478  940,900 -125,422 815,478
  Buy   long Adva 1,698.77 10.155   11/16/15 10.530 17,251        958,151 -142,673  
11/16/15 Sell MDAX long Ströer Media 627.84 61.450   2/02/15 25.790 -16,192 38,581 22,389 737,867  941,959 -104,092 837,867
    BSE Sensex 30 Hindustan Unilever 701.35 11.144   1/30/12 6.061 -4,251 7,816 3,565 741,432  937,708 -96,277 841,432
    Topix (FRA) short Toshiba 615.88 22.410 47.453 6/01/15 32.610 -20,084 29,225 9,141 750,573  917,624 -67,052 850,573
    BAX long Adva 1,698.77 10.530   11/09/15 10.155 -17,251 17,888 637 751,210  900,373 -49,164 851,210
  Buy BSE Sensex 30 short Bharat Heavy 11,868.71 1.689   6/13/16 1.058 20,051        920,424 -69,215  
    SMI Holcim 396.97 50.510   1/09/17 49.995 20,051        940,475 -89,265  
    Topix (FRA) long Ono Pharmaceutical 734.42 27.302   12/14/15 30.520 20,051        960,526 -109,317  
11/23/15 Sell France short Solocal 31.00 390.360 1,256.870 6/08/15 700.450 -21,714 38,963 17,249 768,459  938,812 -70,354 868,459
    ASX 50 Santos 5,689.42 2.708 5.854 8/17/15 3.982 -22,653 33,305 10,652 779,111  916,159 -37,049 879,111
    HDAX RWE 1,975.11 10.895 16.041 8/24/15 13.220 -26,111 31,683 5,572 784,683  890,048 -5,366 884,683
    PSI 20 Pharol 35,729.41 0.369 0.705 5/25/15 0.510 -18,222 25,186 6,964 791,646  871,826 19,820 891,646
    Nikkei (FRA) Sharp 882.81 10.210 16.122 8/17/15 12.830 -11,326 14,233 2,906 794,553  860,500 34,053 894,553
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      IHI 375.17 25.250 36.097 8/17/15 30.190 -11,326 13,542 2,216 796,769  849,174 47,595 896,769
  Buy France long Ubisoft 880.77 26.805   1/11/16 24.260 23,609        872,783 23,986  
    HDAX SMA Solar 494.17 47.775   1/18/16 41.200 23,609        896,392 377  
    PSI 20 Altri 4,622.87 5.107   12/07/15 5.008 23,609        920,001 -23,232  
    OMXC 20 Genmab 208.19 113.399   2/08/16 88.896 23,609        943,609 -46,840  
    Nikkei (FRA) Yamaha 470.86 25.070   12/07/15 22.360 11,804        955,414 -58,645  
    BAX Adva 2,127.90 11.095   12/14/15 9.859 23,609        979,023 -82,254  
    GEX Hypoport 298.85 79.000   12/14/15 70.070 23,609        1,002,632 -105,863  
11/30/15 Sell ISEQ 20 short FBD 1,641.52 6.852 6.948 8/17/15 6.900 -11,326 11,406 79 796,848  991,305 -94,457 896,848
    Nordic 30 Fortum 1,159.58 13.820 21.706 6/01/15 17.320 -20,084 25,170 5,086 801,934  971,221 -69,287 901,934
  Buy Germany long SMA Solar 440.78 47.225   1/11/16 49.315 20,816        992,037 -90,103  
    ASX 50 short Origin Energy 5,434.14 3.831   1/04/16 3.253 20,816        1,012,853 -110,919  
    ISEQ 20 long Flutter 86.70 120.050   12/07/15 122.000 10,408        1,023,262 -121,327  
      Dalata Hotel 2,020.97 5.150   12/07/15 5.130 10,408        1,033,670 -131,735  
    Nordic 30 Pandora 185.53 112.200   12/14/15 108.345 20,816        1,054,486 -152,552  
12/07/15 Sell ISEQ 20 long Flutter 86.70 122.000   11/30/15 120.050 -10,408 10,577 169 802,104  1,044,078 -141,974 902,104
      Dalata Hotel 2,020.97 5.130   11/30/15 5.150 -10,408 10,368 -40 802,063  1,033,670 -131,607 902,063
    PSI 20 Altri 4,622.87 5.008   11/23/15 5.107 -23,609 23,151 -458 801,605  1,010,061 -108,455 901,605
    DJUA short CenterPoint Energy 533.88 15.137 18.217 8/31/15 16.606 -8,865 9,726 860 802,466  1,001,195 -98,730 902,466
      FirstEnergy 311.04 29.960 27.045 8/31/15 28.503 -8,865 8,412 -453 802,012  992,330 -90,318 902,012
    Nikkei (FRA) long Yamaha 470.86 22.360   11/23/15 25.070 -11,804 10,528 -1,276 800,736  980,525 -79,789 900,736
    BSE Sensex 50 Eicher Motors 841.47 22.421   10/24/11 2.335 -1,965 18,867 16,902 817,638  978,560 -60,923 917,638
  Buy ISEQ 20 short FBD 1,570.16 6.820   1/04/16 6.603 10,708        989,269 -71,631  
    PSI 20 Pharol 75,946.81 0.282   4/25/16 0.141 21,417        1,010,686 -93,048  
    DJUA long NiSource 606.54 17.655   3/16/20 18.760 10,709        1,021,394 -103,757  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      American Water 198.79 53.870   3/16/20 106.441 10,709        1,032,103 -114,466  
    Nikkei (FRA) short OKI Electric 932.80 11.480   3/07/16 12.000 10,709        1,042,812 -125,174  
      Sharp 1,127.21 9.500   3/07/16 13.180 10,709        1,053,520 -135,883  
    BSE Sensex 50 ONGC 10,387.02 2.062   12/21/15 2.125 21,417        1,074,937 -157,300  
12/14/15 Sell USA long Netflix 165.94 109.790   10/05/15 99.392 -16,493 18,219 1,725 819,363  1,058,444 -139,081 919,363
    OMXS 30 short SSAB 2,512.95 2.601 4.386 11/02/15 3.378 -8,487 11,021 2,533 821,896  1,049,957 -128,060 921,896
      SKF A 528.21 14.663 17.608 11/02/15 16.068 -8,487 9,301 813 822,709  1,041,469 -118,760 922,709
    Europe 50 long SAP 254.06 69.400   10/26/15 70.130 -17,817 17,632 -185 822,524  1,023,652 -101,128 922,524
    Nordic 30 Pandora 185.53 108.345   11/30/15 112.200 -20,816 20,101 -715 821,809  1,002,836 -81,027 921,809
    Topix (FRA) Ono Pharmaceutical 734.42 30.520   11/16/15 27.302 -20,051 22,415 2,363 824,172  982,784 -58,612 924,172
    BAX Adva 2,127.90 9.859   11/23/15 11.095 -23,609 20,979 -2,630 821,542  959,175 -37,633 921,542
    GEX Hypoport 298.85 70.070   11/23/15 79.000 -23,609 20,940 -2,669 818,873  935,566 -16,693 918,873
  Buy OMXS 30 Securitas 841.71 13.398   12/21/15 13.632 11,277        946,843 -27,970  
    Europe 50 short Rio Tinto 8.86 2,545.100   12/28/15 2,721.790 22,550        969,393 -50,520  
    Nordic 30 Møller-Mærsk B 18.39 1,226.160   4/25/16 1,254.850 22,549        991,942 -73,069  
    Topix (FRA) Toshiba 1,038.40 21.720   12/21/15 19.300 22,554        1,014,496 -95,623  
    GEX Manz 554.70 40.660   5/09/16 36.225 22,554        1,037,050 -118,177  
12/21/15 Sell DAX long Fresenius 279.54 63.430   10/19/15 60.310 -16,859 17,731 872 819,745  1,020,191 -100,446 919,745
    OBX 25 short DNO International 17,044.74 0.607 2.673 6/08/15 1.274 -21,715 45,554 23,839 843,584  998,476 -54,892 943,584
    OMXS 30 long Securitas 841.71 13.632   12/14/15 13.398 -11,277 11,474 197 843,781  987,199 -43,418 943,781
    Topix (FRA) short Toshiba 1,038.40 19.300 24.443 12/14/15 21.720 -22,554 25,382 2,828 846,609  964,645 -18,036 946,609
    BSE Sensex 50 ONGC 10,387.02 2.125 1.999 12/07/15 2.062 -21,417 20,764 -653 845,956  943,228 2,728 945,956
  Buy DAX RWE 2,081.35 11.395   12/28/15 11.660 23,717        966,945 -20,989  
    OBX 25 long Bakkafrost 902.37 26.283   12/28/15 26.311 23,717        990,662 -44,706  
    OMXS 30 short SSAB 5,463.99 2.170   12/28/15 2.409 11,859        1,002,520 -56,565  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SKF A 812.15 14.601   12/28/15 15.095 11,858        1,014,379 -68,423  
    Topix (FRA) long Ono Pharmaceutical 741.53 31.984   1/04/16 32.298 23,717        1,038,096 -92,140  
    CAC Mid 60 Sartorius Stedim 411.93 57.575   12/28/15 57.183 23,717        1,061,813 -115,857  
    BSE Sensex 50 Bajaj Finance 2,921.50 8.118   1/04/16 8.393 23,717        1,085,530 -139,574  
12/28/15 Sell DAX short RWE 2,081.35 11.660 11.130 12/21/15 11.395 -23,717 23,165 -552 845,404  1,061,813 -116,409 945,404
    OBX 25 long Bakkafrost 902.37 26.311   12/21/15 26.283 -23,717 23,742 25 845,429  1,038,096 -92,667 945,429
    OMXS 30 short SSAB 5,463.99 2.409 1.932 12/21/15 2.170 -11,859 10,554 -1,305 844,124  1,026,237 -82,113 944,124
      SKF A 812.15 15.095 14.108 12/21/15 14.601 -11,858 11,458 -401 843,723  1,014,379 -70,655 943,723
    Europe 50 Rio Tinto 8.86 2,721.790 2,368.420 12/14/15 2,545.100 -22,550 20,984 -1,565 842,158  991,829 -49,671 942,158
    FT 30 Tate & Lyle 28.81 807.108 700.300 6/08/15 753.704 -21,714 20,176 -1,539 840,619  970,115 -29,496 940,619
    CAC Mid 60 long Sartorius Stedim 411.93 57.183   12/21/15 57.575 -23,717 23,556 -161 840,458  946,398 -5,940 940,458
  Buy USA Energy Recovery 3,608.92 6.473   1/11/16 5.700 23,362        969,760 -29,302  
    DAX Adidas 262.23 89.090   3/07/16 96.970 23,362        993,122 -52,664  
    OMXS 30 Securitas 841.87 13.875   1/04/16 13.705 11,681        1,004,803 -64,345  
    Europe 50 SAP 320.64 72.860   1/04/16 70.580 23,362        1,028,165 -87,707  
    FT 30 ITV 62.63 373.033   1/11/16 356.368 23,363        1,051,528 -111,070  
1/04/16 Sell SSE 50 short China Northern Rare 11,114.63 1.789 2.422 8/03/15 2.081 -23,134 26,921 3,787 844,245  1,028,394 -84,149 944,245
    ASX 50 Origin Energy 5,434.14 3.253 4.511 11/30/15 3.831 -20,816 24,511 3,695 847,940  1,007,578 -59,639 947,940
    HSI-Fin ICBC 36,990.73 0.538 0.727 8/03/15 0.625 -23,134 26,874 3,740 851,679  984,444 -32,765 951,679
    ISEQ 20 FBD 1,570.16 6.603 7.044 12/07/15 6.820 -10,708 11,060 352 852,031  973,736 -21,704 952,031
    OMXH 25 Outokumpu 3,512.51 2.584 10.606 5/11/15 5.235 -18,388 37,253 18,865 870,896  955,348 15,548 970,896
    OMXS 30 long Securitas 841.87 13.705   12/28/15 13.875 -11,681 11,538 -143 870,753  943,667 27,086 970,753
    Europe 50 SAP 320.64 70.580   12/28/15 72.860 -23,362 22,631 -731 870,022  920,305 49,717 970,022
    DJTA JetBlue Airways 890.76 20.201   8/31/15 19.906 -17,731 17,995 263 870,285  902,574 67,712 970,285
    Topix (FRA) Ono Pharmaceutical 741.53 32.298   12/21/15 31.984 -23,717 23,950 233 870,518  878,857 91,661 970,518
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Bajaj Finance 2,921.50 8.393   12/21/15 8.118 -23,717 24,521 804 871,322  855,140 116,182 971,322
  Buy SSE 50 Shanghai Pudong 10,810.80 2.515   1/11/16 2.391 27,187        882,327 88,995  
    HSI-Fin Hang Seng Bank 1,596.09 17.034   1/11/16 16.023 27,187        909,514 61,808  
    ISEQ 20 Flutter 110.20 123.350   1/18/16 119.900 13,593        923,107 48,215  
      Dalata Hotel 2,526.67 5.380   1/18/16 4.930 13,593        936,700 34,622  
    OMXH 25 Elisa 805.54 33.750   1/11/16 34.422 27,187        963,887 7,435  
    OMXS 30 short SSAB 5,573.62 2.439   4/04/16 3.262 13,594        977,481 -6,159  
      SKF A 934.77 14.542   4/04/16 15.448 13,594        991,074 -19,752  
    Europe 50 Rio Tinto 10.52 2,585.270   1/25/16 2,112.660 27,197        1,018,271 -46,950  
    DJTA Ryder System 517.51 52.534   2/22/16 53.012 27,187        1,045,458 -74,137  
    Topix (FRA) Toshiba 1,368.93 19.860   8/15/16 25.260 27,187        1,072,645 -101,324  
    BSE Sensex 50 Larsen & Toubro 2,342.56 11.606   3/07/16 10.779 27,187        1,099,832 -128,511  
1/11/16 Sell USA long Energy Recovery 3,608.92 5.700   12/28/15 6.473 -23,362 20,572 -2,790 868,532  1,076,470 -107,939 968,532
    Euro 50 Fresenius 138.87 59.420   10/26/15 64.150 -8,909 8,252 -657 867,875  1,067,562 -99,687 967,875
      Inditex 265.06 29.430   10/26/15 33.610 -8,909 7,801 -1,108 866,767  1,058,653 -91,886 966,767
    France Ubisoft 880.77 24.260   11/23/15 26.805 -23,609 21,367 -2,242 864,525  1,035,044 -70,519 964,525
    Germany SMA Solar 440.78 49.315   11/30/15 47.225 -20,816 21,737 921 865,447  1,014,228 -48,782 965,447
    SSE 50 Shanghai Pudong 10,810.80 2.391   1/04/16 2.515 -27,187 25,846 -1,341 864,106  987,041 -22,935 964,106
    HSI-Fin Hang Seng Bank 1,596.09 16.023   1/04/16 17.034 -27,187 25,574 -1,613 862,494  959,854 2,639 962,494
    OMXH 25 Elisa 805.54 34.422   1/04/16 33.750 -27,187 27,728 541 863,035  932,667 30,367 963,035
    FT 30 ITV 62.63 356.368   12/28/15 373.033 -23,363 22,319 -1,044 861,991  909,304 52,687 961,991
    Topix (TYO) Subaru 727.08 33.663   6/11/12 6.048 -4,397 24,476 20,079 882,070  904,907 77,162 982,070
  Buy Euro 50 short Volkswagen 113.11 117.050   1/25/16 110.750 13,240        918,147 63,923  
      Banco Santander 3,245.10 4.080   1/25/16 3.860 13,240        931,387 50,683  
    France Vallourec 100.42 263.680   4/18/16 148.800 26,479        957,866 24,204  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 Haitong Secs 15,059.14 1.758   6/13/16 1.997 26,480        984,346 -2,276  
    ASX 50 Origin Energy 9,672.35 2.738   2/29/16 2.906 26,480        1,010,826 -28,756  
    HSI-Fin China Life Ins HK 10,433.00 2.538   6/06/16 1.986 26,480        1,037,306 -55,236  
    OMXH 25 Outokumpu 10,694.67 2.476   4/25/16 3.996 26,480        1,063,786 -81,716  
    FT 30 Tesco 107.32 246.739   1/25/16 258.955 26,480        1,090,266 -108,196  
    Topix (TYO) Toshiba 1,472.35 17.985   10/31/16 33.076 26,480        1,116,746 -134,676  
1/18/16 Sell HDAX long SMA Solar 494.17 41.200   11/23/15 47.775 -23,609 20,360 -3,249 878,821  1,093,137 -114,316 978,821
    ISEQ 20 Flutter 110.20 119.900   1/04/16 123.350 -13,593 13,213 -380 878,440  1,079,543 -101,103 978,440
      Dalata Hotel 2,526.67 4.930   1/04/16 5.380 -13,593 12,456 -1,137 877,303  1,065,950 -88,647 977,303
    QIX Freenet 443.08 28.325   1/23/12 10.515 -4,659 12,550 7,891 885,195  1,061,291 -76,096 985,195
  Buy HDAX short Aixtron 6,886.97 3.300   3/14/16 3.331 22,727        1,084,018 -98,823  
    ISEQ 20 FBD 1,764.52 6.440   5/30/16 6.529 11,364        1,095,381 -110,187  
    QIX BMW 291.00 78.100   2/08/16 69.300 22,727        1,118,109 -132,914  
1/25/16 Sell Euro 50 short Volkswagen 113.11 110.750 123.708 1/11/16 117.050 -13,240 13,993 753 885,948  1,104,869 -118,921 985,948
      Banco Santander 3,245.10 3.860 4.313 1/11/16 4.080 -13,240 13,994 754 886,702  1,091,629 -104,927 986,702
    Europe 50 Rio Tinto 10.52 2,112.660 3,163.610 1/04/16 2,585.270 -27,197 33,281 6,084 892,786  1,064,432 -71,646 992,786
    FT 30 Tesco 107.32 258.955 234.523 1/11/16 246.739 -26,480 25,169 -1,311 891,475  1,037,952 -46,477 991,475
  Buy Euro 50 long SAP 162.52 72.680   4/04/16 70.040 11,812        1,049,764 -58,289  
      Vinci 191.66 61.630   4/04/16 65.450 11,812        1,061,576 -70,101  
    Europe 50 SAP 325.04 72.680   3/28/16 70.840 23,624        1,085,200 -93,725  
    FT 30 National Grid 19.01 1,242.520   2/01/16 1,311.560 23,620        1,108,820 -117,345  
2/01/16 Sell   long National Grid 19.01 1,311.560   1/25/16 1,242.520 -23,620 24,933 1,312 892,788  1,085,200 -92,412 992,788
  Buy   short NatWest 68.19 330.109   4/18/16 299.798 22,510        1,107,710 -114,922  
2/08/16 Sell Nasdaq 100 long Amazon.com 666.48 21.802   10/19/15 25.296 -16,859 14,531 -2,329 890,459  1,090,851 -100,392 990,459
    OMXC 20 Genmab 208.19 88.896   11/23/15 113.399 -23,609 18,507 -5,101 885,358  1,067,242 -81,884 985,358
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX short BMW 291.00 69.300 88.018 1/18/16 78.100 -22,727 25,613 2,886 888,244  1,044,515 -56,271 988,244
  Buy Nasdaq 100 Micron Technology 2,564.50 9.085   3/21/16 10.259 23,299        1,067,814 -79,570  
    QIX long Rational 57.51 405.150   4/11/16 463.700 23,300        1,091,114 -102,871  
2/22/16 Sell DJTA short Ryder System 517.51 53.012 52.057 1/04/16 52.534 -27,187 26,940 -247 887,997  1,063,927 -75,931 987,997
    NZX 50 long Tourism 16,098.64 1.542   7/28/14 0.744 -11,979 24,819 12,840 900,837  1,051,948 -51,111 1,000,837
  Buy OMXC 20 Vestas Wind Systems 1,965.97 12.077   2/29/16 12.460 23,743        1,075,691 -74,854  
    DJTA Delta Air Lines 536.87 44.225   3/07/16 43.943 23,743        1,099,434 -98,598  
    NZX 50 short ANZ Banking NZ 1,552.25 15.296   2/29/16 14.670 23,743        1,123,178 -122,341  
2/29/16 Sell ASX 50 short Origin Energy 9,672.35 2.906 2.569 1/11/16 2.738 -26,480 24,851 -1,629 899,208  1,096,698 -97,489 999,208
    OMXC 20 long Vestas Wind Systems 1,965.97 12.460   2/22/16 12.077 -23,743 24,496 753 899,961  1,072,954 -72,994 999,961
    NZX 50 short ANZ Banking NZ 1,552.25 14.670 15.949 2/22/16 15.296 -23,743 24,756 1,013 900,974  1,049,211 -48,238 1,000,974
  Buy   long a2 Milk 22,343.34 1.066   5/22/17 2.174 23,818        1,073,029 -72,056  
3/07/16 Sell S&P 100 short ConocoPhilips 503.53 37.595 55.443 7/27/15 45.655 -22,989 27,917 4,928 905,902  1,050,041 -44,138 1,005,902
    DAX long Adidas 262.23 96.970   12/28/15 89.090 -23,362 25,428 2,066 907,969  1,026,679 -18,710 1,007,969
    MerVal Pampa Energía 15,503.83 0.728   10/26/15 1.149 -17,817 11,287 -6,530 901,438  1,008,862 -7,423 1,001,438
    DJTA Delta Air Lines 536.87 43.943   2/22/16 44.225 -23,743 23,592 -151 901,287  985,118 16,169 1,001,287
    Nikkei (FRA) short OKI Electric 932.80 12.000 10.960 12/07/15 11.480 -10,709 10,223 -485 900,802  974,410 26,392 1,000,802
      Sharp 1,127.21 13.180 5.820 12/07/15 9.500 -10,709 6,560 -4,148 896,654  963,701 32,952 996,654
    BSE Sensex 50 Larsen & Toubro 2,342.56 10.779 12.496 1/04/16 11.606 -27,187 29,274 2,087 898,740  936,514 62,226 998,740
  Buy USA long Energy Recovery 3,408.20 7.782   10/29/18 6.189 26,524        963,038 35,702  
    S&P 100 Meta 276.25 96.013   3/28/16 101.554 26,524        989,562 9,178  
    DAX short Deutsche Bank 1,675.22 15.833   4/25/16 14.347 26,524        1,016,086 -17,346  
    MerVal YPF 1,604.14 16.535   4/11/16 14.912 26,524        1,042,610 -43,870  
    DJTA Avis Budget 1,037.59 25.563   3/14/16 24.329 26,524        1,069,134 -70,394  
    Nikkei (FRA) long Nissui 3,127.09 4.241   3/14/16 4.289 13,262        1,082,396 -83,656  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Yamaha 508.10 26.101   3/14/16 27.038 13,262        1,095,658 -96,917  
    BSE Sensex 50 Bajaj Finance 3,091.63 8.579   12/10/18 29.076 26,524        1,122,182 -123,441  
3/14/16 Sell HDAX short Aixtron 6,886.97 3.331 3.269 1/18/16 3.300 -22,727 22,514 -214 898,527  1,099,455 -100,928 998,527
    DJTA Avis Budget 1,037.59 24.329 26.860 3/07/16 25.563 -26,524 27,869 1,345 899,872  1,072,931 -73,059 999,872
    Nikkei (FRA) long Nissui 3,127.09 4.289   3/07/16 4.241 -13,262 13,412 150 900,022  1,059,669 -59,647 1,000,022
      Yamaha 508.10 27.038   3/07/16 26.101 -13,262 13,738 476 900,498  1,046,407 -45,909 1,000,498
  Buy HDAX SMA Solar 548.60 43.500   4/11/16 45.160 23,864        1,070,271 -69,773  
    DJTA Alaska Air Group 332.04 71.870   10/29/18 53.552 23,864        1,094,135 -93,636  
    Nikkei (FRA) short Toshiba 719.23 16.590   7/18/16 25.800 11,932        1,106,067 -105,568  
      IHI 656.33 18.180   7/18/16 25.860 11,932        1,117,999 -117,500  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,564.50 10.259 7.912 2/08/16 9.085 -23,299 20,289 -3,010 897,489  1,094,700 -97,211 997,489
    TSX 60 Cenovus Energy 1,185.86 12.064 19.931 5/11/15 15.506 -18,388 23,635 5,247 902,736  1,076,312 -73,576 1,002,736
    DJ Global Titans ConocoPhilips 706.15 37.886 36.068 8/24/15 36.977 -26,111 25,469 -642 902,094  1,050,201 -48,107 1,002,094
  Buy Nasdaq 100 long NVidia 3,161.78 7.543   10/29/18 40.739 23,849        1,074,050 -71,956  
    TSX 60 Barrick Gold 1,827.72 13.049   6/27/16 19.168 23,849        1,097,899 -95,805  
    DJ Global Titans McDonald´s 216.49 110.161   3/28/16 110.022 23,849        1,121,748 -119,654  
3/28/16 Sell S&P 100 long Meta 276.25 101.554   3/07/16 96.013 -26,524 28,054 1,531 903,624  1,095,224 -91,600 1,003,624
    ATX short Vienna Insurance 616.26 18.660 39.765 9/07/15 27.240 -16,787 24,506 7,719 911,343  1,078,437 -67,094 1,011,343
    BEL 20 Solvay 177.76 85.670 93.522 9/28/15 89.510 -15,911 16,624 713 912,056  1,062,526 -50,470 1,012,056
    Europe 50 long SAP 325.04 70.840   1/25/16 72.680 -23,624 23,026 -598 911,458  1,038,902 -27,444 1,011,458
    DJ Global Titans McDonald´s 216.49 110.022   3/21/16 110.161 -23,849 23,819 -30 911,428  1,015,053 -3,625 1,011,428
  Buy S&P 100 short Devon Energy 1,091.56 23.082   4/25/16 30.124 25,195        1,040,248 -28,820  
    ATX long Flughafen Wien 1,034.81 24.348   5/16/16 25.113 25,195        1,065,443 -54,015  
    BEL 20 Bekaert 719.86 35.000   4/25/16 37.780 25,195        1,090,638 -79,210  
    DJ Global Titans short Mitsubishi UFJ 6,059.70 4.158   4/11/16 3.840 25,195        1,115,833 -104,405  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/04/16 Sell Euro 50 long SAP 162.52 70.040   1/25/16 72.680 -11,812 11,383 -429 910,999  1,104,021 -93,022 1,010,999
      Vinci 191.66 65.450   1/25/16 61.630 -11,812 12,544 732 911,731  1,092,209 -80,478 1,011,731
    OMXS 30 short SSAB 5,573.62 3.262 1.615 1/04/16 2.439 -13,594 9,004 -4,590 907,141  1,078,616 -71,475 1,007,141
      SKF A 934.77 15.448 13.637 1/04/16 14.542 -13,594 12,747 -846 906,295  1,065,022 -58,728 1,006,295
  Buy Euro 50 Deutsche Bank 896.69 13.209   5/16/16 12.861 11,844        1,076,867 -70,572  
      Unicredit 783.73 15.113   5/16/16 14.382 11,845        1,088,711 -82,417  
    OMXC 20 long Genmab 190.56 124.315   4/11/16 126.502 23,689        1,112,401 -106,106  
    OMXS 30 Securitas 817.03 14.497   4/11/16 14.803 11,844        1,124,245 -117,950  
      Fingerprint Cards 1,129.21 10.489   4/11/16 10.913 11,845        1,136,090 -129,795  
4/11/16 Sell HDAX long SMA Solar 548.60 45.160   3/14/16 43.500 -23,864 24,775 911 907,205  1,112,226 -105,020 1,007,205
    OMXC 20 Genmab 190.56 126.502   4/04/16 124.315 -23,689 24,106 417 907,622  1,088,536 -80,914 1,007,622
    OMXS 30 Securitas 817.03 14.803   4/04/16 14.497 -11,844 12,095 250 907,872  1,076,692 -68,820 1,007,872
      Fingerprint Cards 1,129.21 10.913   4/04/16 10.489 -11,845 12,323 479 908,351  1,064,847 -56,496 1,008,351
    MerVal short YPF 1,604.14 14.912 18.335 3/07/16 16.535 -26,524 29,411 2,887 911,238  1,038,323 -27,085 1,011,238
    QIX long Rational 57.51 463.700   2/08/16 405.150 -23,300 26,667 3,367 914,605  1,015,023 -418 1,014,605
    DJ Global Titans short Mitsubishi UFJ 6,059.70 3.840 4.501 3/28/16 4.158 -25,195 27,277 2,082 916,687  989,828 26,859 1,016,687
  Buy HDAX Deutsche Bank 2,087.86 12.495   7/25/16 11.745 26,088        1,015,916 771  
    OMXC 20 Nordea Bank (DK) 3,149.43 8.283   4/25/16 8.632 26,088        1,042,004 -25,317  
    OMXS 30 Nordea Bank 1,568.83 8.315   4/18/16 8.483 13,044        1,055,048 -38,361  
      S.E.B 1,539.81 8.471   4/18/16 8.777 13,044        1,068,092 -51,405  
    MerVal long Gr Fin Galicia 11,449.64 2.279   6/20/16 2.681 26,088        1,094,180 -77,493  
    QIX short Mercedes-Benz 431.21 60.500   7/04/16 54.240 26,088        1,120,268 -103,581  
    DJ Global Titans long McDonald´s 233.29 111.826   5/09/16 114.955 26,088        1,146,356 -129,669  
4/18/16 Sell France short Vallourec 100.42 148.800 467.252 1/11/16 263.680 -26,479 46,921 20,443 937,130  1,119,877 -82,747 1,037,130
    HSI China Shenhua HK 12,108.55 1.521 2.268 7/13/15 1.857 -22,488 27,465 4,977 942,107  1,097,389 -55,283 1,042,107
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Nordea Bank 1,568.83 8.483 8.147 4/11/16 8.315 -13,044 12,780 -264 941,843  1,084,345 -42,502 1,041,843
      S.E.B 1,539.81 8.777 8.166 4/11/16 8.471 -13,044 12,574 -470 941,373  1,071,301 -29,928 1,041,373
    FT 30 NatWest 68.19 299.798 363.484 2/01/16 330.109 -22,510 24,786 2,276 943,649  1,048,791 -5,142 1,043,649
  Buy France long Ubisoft 958.71 27.080   6/13/16 32.460 25,962        1,074,753 -31,104  
    HSI AAC Technologies 3,936.92 6.595   11/21/16 8.782 25,962        1,100,715 -57,066  
    OMXS 30 Securitas 900.40 14.417   6/13/16 13.140 12,981        1,113,696 -70,047  
      Fingerprint Cards 1,049.40 12.370   6/13/16 9.568 12,981        1,126,677 -83,028  
    Europe 50 BAT 4.80 5,403.310   4/25/16 5,349.570 25,936        1,152,613 -108,964  
    FT 30 BAT 4.80 5,403.310   4/25/16 5,349.570 25,936        1,178,549 -134,900  
4/25/16 Sell S&P 100 short Devon Energy 1,091.56 30.124 16.039 3/28/16 23.082 -25,195 17,508 -7,687 935,962  1,153,354 -117,392 1,035,962
    DAX Deutsche Bank 1,675.22 14.347 17.473 3/07/16 15.833 -26,524 29,271 2,747 938,709  1,126,830 -88,121 1,038,709
    TecDAX Aixtron 2,910.72 4.108 11.590 6/01/15 6.900 -20,084 33,734 13,650 952,359  1,106,746 -54,387 1,052,359
    IBEX 35 Obrascón Huarte Lain 960.71 5.840 62.729 5/11/15 19.140 -18,388 60,265 41,877 994,236  1,088,358 5,878 1,094,236
    BEL 20 long Bekaert 719.86 37.780   3/28/16 35.000 -25,195 27,196 2,001 996,237  1,063,163 33,074 1,096,237
    OMXH 25 short Outokumpu 10,694.67 3.996 0.956 1/11/16 2.476 -26,480 10,224 -16,256 979,981  1,036,683 43,298 1,079,981
    PSI 20 Pharol 75,946.81 0.141 0.564 12/07/15 0.282 -21,417 42,834 21,417 1,001,398  1,015,266 86,132 1,101,398
    OMXC 20 Nordea Bank (DK) 3,149.43 8.632 7.935 4/11/16 8.283 -26,088 24,989 -1,099 1,000,299  989,178 111,122 1,100,299
    Europe 50 long BAT 4.80 5,349.570   4/18/16 5,403.310 -25,936 25,678 -258 1,000,041  963,242 136,800 1,100,041
    Nordic 30 short Møller-Mærsk B 18.39 1,254.850 1,197.470 12/14/15 1,226.160 -22,549 22,021 -528 999,514  940,693 158,821 1,099,514
    FT 30 long BAT 4.80 5,349.570   4/18/16 5,403.310 -25,936 25,678 -258 999,256  914,757 184,499 1,099,256
  Buy S&P 100 McDonald´s 283.68 113.132   5/09/16 114.955 32,093        946,850 152,406  
    Germany Verbio 3,830.63 8.378   6/27/16 5.220 32,093        978,943 120,313  
    DAX Adidas 297.57 107.850   5/09/16 114.300 32,093        1,011,036 88,220  
    TecDAX SMA Solar 686.26 46.765   5/09/16 46.500 32,093        1,043,129 56,127  
    IBEX 35 aena 265.89 120.700   5/09/16 123.100 32,093        1,075,222 24,034  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 short Ackermans van Haaren 290.57 110.450   8/22/16 112.650 32,093        1,107,316 -8,060  
    OMXH 25 long Outokumpu 8,031.28 3.996   5/02/16 3.550 32,093        1,139,409 -40,153  
    OMXC 20 Genmab 246.26 130.322   6/13/16 152.120 32,093        1,171,502 -72,246  
    Nordic 30 Volvo 2,985.73 10.749   5/09/16 9.844 32,093        1,203,595 -104,339  
    FT 30 short NatWest 100.57 319.111   5/16/16 270.322 32,093        1,235,688 -136,432  
5/02/16 Sell OMXH 25 long Outokumpu 8,031.28 3.550   4/25/16 3.996 -32,093 28,511 -3,582 995,674  1,203,595 -107,921 1,095,674
  Buy   short Konecranes 1,235.51 19.986   5/23/16 22.476 24,693        1,228,288 -132,614  
5/09/16 Sell S&P 100 long McDonald´s 283.68 114.955   4/25/16 113.132 -32,093 32,610 517 996,191  1,196,194 -100,003 1,096,191
    DAX Adidas 297.57 114.300   4/25/16 107.850 -32,093 34,012 1,919 998,110  1,164,101 -65,991 1,098,110
    TecDAX SMA Solar 686.26 46.500   4/25/16 46.765 -32,093 31,911 -182 997,929  1,132,008 -34,080 1,097,929
    IBEX 35 aena 265.89 123.100   4/25/16 120.700 -32,093 32,731 638 998,567  1,099,915 -1,349 1,098,567
    FTSE short Glencore 139.34 167.806 209.259 8/24/15 187.390 -26,111 29,158 3,047 1,001,614  1,073,805 27,809 1,101,614
    HSI-C&I Sands China 6,671.00 3.084 3.713 7/06/15 3.384 -22,572 24,766 2,194 1,003,808  1,051,233 52,576 1,103,808
    Athex LC Eurobank Ergasias 234.51 0.875 2,744.000 1/27/14 49.000 -11,491 643,495 632,004 1,635,812  1,039,742 696,071 1,735,812
    Nordic 30 long Volvo 2,985.73 9.844   4/25/16 10.749 -32,093 29,392 -2,701 1,633,112  1,007,649 725,463 1,733,112
    GEX short Manz 554.70 36.225 45.638 12/14/15 40.660 -22,554 25,315 2,761 1,635,873  985,094 750,779 1,735,873
    DJ Global Titans long McDonald´s 233.29 114.955   4/11/16 111.826 -26,088 26,818 730 1,636,603  959,007 777,597 1,736,603
  Buy DAX short Deutsche Bank 4,807.12 13.075   5/16/16 12.861 62,854        1,021,861 714,743  
    FTSE long Fresnillo 47.78 1,315.360   10/08/18 886.711 62,848        1,084,709 651,895  
    HSI-C&I MTR 14,426.31 4.357   12/26/16 4.598 62,854        1,147,562 589,041  
    OBX 25 SalMar 2,801.55 22.435   6/27/16 25.094 62,854        1,210,416 526,187  
    Athex LC Jumbo 5,591.99 11.240   6/20/16 10.590 62,854        1,273,270 463,333  
    Nordic 30 short Ericsson 9,214.64 6.821   5/16/16 6.762 62,854        1,336,124 400,479  
    GEX long Hypoport 803.97 78.180   5/23/16 84.790 62,854        1,398,979 337,624  
    DJ Global Titans short Mitsubishi UFJ 15,630.27 4.021   7/04/16 3.981 62,854        1,461,833 274,770  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/16/16 Sell Euro 50 short Deutsche Bank 896.69 12.861 13.567 4/04/16 13.209 -11,844 12,165 321 1,636,924  1,449,988 286,935 1,736,924
      Unicredit 783.73 14.382 15.881 4/04/16 15.113 -11,845 12,447 602 1,637,526  1,438,144 299,382 1,737,526
    ATX long Flughafen Wien 1,034.81 25.113   3/28/16 24.348 -25,195 25,987 792 1,638,317  1,412,949 325,369 1,738,317
    DAX short Deutsche Bank 4,807.12 12.861 13.293 5/09/16 13.075 -62,854 63,901 1,047 1,639,364  1,350,095 389,270 1,739,364
    Nordic 30 Ericsson 9,214.64 6.762 6.881 5/09/16 6.821 -62,854 63,403 549 1,639,914  1,287,241 452,673 1,739,914
    FT 30 NatWest 100.57 270.322 376.705 4/25/16 319.111 -32,093 37,885 5,792 1,645,706  1,255,148 490,558 1,745,706
  Buy Euro 50 long DHL 1,041.08 26.850   3/16/20 20.560 27,953        1,283,101 462,605  
      Vinci 426.63 65.520   3/16/20 59.040 27,953        1,311,053 434,652  
    ATX short Zumtobel 4,778.29 11.700   8/15/16 13.740 55,906        1,366,959 378,746  
    DAX long Adidas 508.70 109.900   3/05/18 174.750 55,906        1,422,866 322,840  
    PSI 20 short Pharol 423,530.30 0.132   8/15/16 0.180 55,906        1,478,772 266,934  
    Europe 50 long BAT 10.44 5,355.180   3/05/18 4,737.420 55,908        1,534,680 211,026  
    Nordic 30 Pandora 428.03 130.613   6/13/16 124.682 55,906        1,590,586 155,120  
    FT 30 Compass Group 34.33 1,628.290   5/30/16 1,692.840 55,899        1,646,485 99,221  
    CAC Mid 60 Ubisoft 1,859.20 30.070   6/27/16 30.880 55,906        1,702,391 43,315  
5/23/16 Sell OMXH 25 short Konecranes 1,235.51 22.476 17.496 5/02/16 19.986 -24,693 21,616 -3,076 1,642,629  1,677,698 64,931 1,742,629
    GEX long Hypoport 803.97 84.790   5/09/16 78.180 -62,854 68,169 5,314 1,647,944  1,614,844 133,100 1,747,944
  Buy S&P 100 Amazon.com 1,514.42 31.052   8/21/17 40.356 47,026        1,661,870 86,074  
    OMXH 25 Huhtamäki 1,297.99 36.230   6/13/16 36.730 47,026        1,708,896 39,047  
5/30/16 Sell DJIA short Chevron 420.34 91.551 32.686 8/24/15 62.119 -26,111 13,739 -12,372 1,635,572  1,682,785 52,787 1,735,572
    ISEQ 20 FBD 1,764.52 6.529 6.351 1/18/16 6.440 -11,364 11,206 -157 1,635,415  1,671,422 63,993 1,735,415
    FT 30 long Compass Group 34.33 1,692.840   5/16/16 1,628.290 -55,899 58,115 2,216 1,637,631  1,615,522 122,108 1,737,631
  Buy DJIA Chevron 507.83 91.551   12/24/18 88.457 46,493        1,662,015 75,616  
    AEX Wolters Kluwer 1,289.14 36.065   6/13/16 33.620 46,493        1,708,508 29,123  
    ISEQ 20 Flutter 197.42 117.750   6/06/16 120.700 23,246        1,731,754 5,877  
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 Marks & Spencer 91.51 508.070   6/06/16 462.909 46,493        1,778,248 -40,617  
6/06/16 Sell HSI-Fin short China Life Ins HK 10,433.00 1.986 3.243 1/11/16 2.538 -26,480 33,838 7,358 1,644,989  1,751,768 -6,778 1,744,989
    HSI-Prop Hang Lung 6,791.96 1.737 2.127 8/24/15 1.922 -13,056 14,449 1,394 1,646,383  1,738,712 7,671 1,746,383
      The Wharf 7,461.99 1.945 1.554 8/24/15 1.750 -13,056 11,595 -1,460 1,644,923  1,725,657 19,266 1,744,923
    ISEQ 20 long Flutter 197.42 120.700   5/30/16 117.750 -23,246 23,829 582 1,645,505  1,702,410 43,095 1,745,505
    FT 30 short Marks & Spencer 91.51 462.909 557.638 5/30/16 508.070 -46,493 51,029 4,536 1,650,041  1,655,917 94,124 1,750,041
  Buy MDAX Hugo Boss 824.76 55.900   10/17/16 53.240 46,104        1,702,021 48,020  
    SDAX long Hypoport 519.07 88.820   6/27/16 81.550 46,104        1,748,125 1,916  
    HSI-Fin Bank of East Asia 13,879.64 3.322   12/19/16 3.743 46,104        1,794,229 -44,188  
    HSI-Prop Sino Land 16,639.24 1.385   12/19/16 1.418 23,052        1,817,281 -67,240  
      Link REIT 4,192.49 5.498   12/19/16 6.206 23,052        1,840,333 -90,292  
    ISEQ 20 short Bank of Ireland 2,955.38 7.800   10/03/16 5.475 23,052        1,863,385 -113,344  
      permanent tsb 11,201.17 2.058   10/03/16 2.166 23,052        1,886,437 -136,396  
    Indices long NZX 50 10.77 4,282.640   6/27/16 4,277.800 46,124        1,932,561 -182,520  
6/13/16 Sell France long Ubisoft 958.71 32.460   4/18/16 27.080 -25,962 31,120 5,158 1,655,199  1,906,599 -151,400 1,755,199
    SSE 50 short Haitong Secs 15,059.14 1.997 1.520 1/11/16 1.758 -26,480 22,894 -3,586 1,651,613  1,880,119 -128,506 1,751,613
    AEX long Wolters Kluwer 1,289.14 33.620   5/30/16 36.065 -46,493 43,341 -3,152 1,648,461  1,833,626 -85,165 1,748,461
    OMXH 25 Huhtamäki 1,297.99 36.730   5/23/16 36.230 -47,026 47,675 649 1,649,110  1,786,600 -37,489 1,749,110
    OMXC 20 Genmab 246.26 152.120   4/25/16 130.322 -32,093 37,461 5,368 1,654,478  1,754,507 -28 1,754,478
    OMXS 30 Securitas 900.40 13.140   4/18/16 14.417 -12,981 11,831 -1,150 1,653,329  1,741,526 11,803 1,753,329
      Fingerprint Cards 1,049.40 9.568   4/18/16 12.370 -12,981 10,040 -2,941 1,650,388  1,728,545 21,844 1,750,388
    Nordic 30 Pandora 428.03 124.682   5/16/16 130.613 -55,906 53,368 -2,539 1,647,850  1,672,638 75,211 1,747,850
    BSE Sensex 30 short Bharat Heavy 11,868.71 1.058 2.697 11/16/15 1.689 -20,051 32,015 11,964 1,659,813  1,652,587 107,226 1,759,813
  Buy France Vallourec 347.39 134.360   8/15/16 166.280 46,675        1,699,263 60,550  
    SSE 50 long Kweichow Moutai 1,299.29 35.924   8/01/16 41.398 46,675        1,745,938 13,875  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short Nordea Bank 5,762.35 8.100   7/18/16 7.790 46,675        1,792,613 -32,800  
    OMXC 20 Jyske Bank 1,387.54 33.639   7/11/16 34.519 46,675        1,839,288 -79,475  
    OMXS 30 Ericsson 3,555.00 6.565   6/20/16 6.978 23,338        1,862,626 -102,812  
      SSAB 10,642.30 2.193   6/20/16 2.173 23,338        1,885,963 -126,150  
    Nordic 30 Ericsson 7,110.00 6.565   8/15/16 6.565 46,675        1,932,638 -172,825  
    BSE Sensex 30 long Tata Steel 109,771.87 0.425   12/26/16 0.536 46,675        1,979,313 -219,500  
6/20/16 Sell Athex LC long Jumbo 5,591.99 10.590   5/09/16 11.240 -62,854 59,219 -3,635 1,656,178  1,916,459 -160,281 1,756,178
    OMXS 30 short Ericsson 3,555.00 6.978 6.152 6/13/16 6.565 -23,338 21,869 -1,468 1,654,710  1,893,122 -138,411 1,754,710
      SSAB 10,642.30 2.173 2.213 6/13/16 2.193 -23,338 23,556 218 1,654,928  1,869,784 -114,856 1,754,928
    MerVal long Gr Fin Galicia 11,449.64 2.681   4/11/16 2.279 -26,088 30,699 4,611 1,659,539  1,843,696 -84,157 1,759,539
  Buy Athex LC short National Bank Greece 17,672.57 2.370   10/10/16 1.990 41,884        1,885,580 -126,041  
    OMXS 30 long Fingerprint Cards 2,323.22 9.014   6/27/16 7.925 20,942        1,906,522 -146,983  
    MerVal short Comercial del Plata 237,707.15 0.176   7/04/16 0.185 41,884        1,948,406 -188,867  
6/27/16 Sell Germany long Verbio 3,830.63 5.220   4/25/16 8.378 -32,093 19,996 -12,097 1,647,442  1,916,313 -168,871 1,747,442
    SDAX Hypoport 519.07 81.550   6/06/16 88.820 -46,104 42,330 -3,774 1,643,668  1,870,209 -126,541 1,743,668
    TSX 60 Barrick Gold 1,827.72 19.168   3/21/16 13.049 -23,849 35,034 11,185 1,654,853  1,846,360 -91,507 1,754,853
    OBX 25 SalMar 2,801.55 25.094   5/09/16 22.435 -62,854 70,303 7,449 1,662,302  1,783,506 -21,204 1,762,302
    OMXS 30 Fingerprint Cards 2,323.22 7.925   6/20/16 9.014 -20,942 18,411 -2,531 1,659,771  1,762,564 -2,793 1,759,771
    CAC Mid 60 Ubisoft 1,859.20 30.880   5/16/16 30.070 -55,906 57,412 1,506 1,661,277  1,706,658 54,619 1,761,277
    Indices NZX 50 10.77 4,277.800   6/06/16 4,282.640 -46,124 46,072 -52 1,661,225  1,660,534 100,691 1,761,225
  Buy TSX 60 short Bausch Health 2,735.63 17.015   7/18/16 21.195 46,547        1,707,081 54,144  
    OBX 25 BW LPG 15,146.10 3.073   8/01/16 3.143 46,547        1,753,628 7,597  
    OMXS 30 Nordea Bank 3,235.71 7.193   7/11/16 7.499 23,273        1,776,902 -15,677  
      SSAB 11,638.50 2.000   7/11/16 2.427 23,274        1,800,175 -38,950  
    FT 30 ITV 251.11 185.363   7/25/16 224.848 46,547        1,846,722 -85,497  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Vallourec 405.46 114.800   9/05/16 167.760 46,547        1,893,268 -132,044  
    Indices Athex Large Cap 33.59 1,385.560   7/04/16 1,434.290 46,541        1,939,809 -178,585  
7/04/16 Sell MerVal short Comercial del Plata 237,707.15 0.185 0.167 6/20/16 0.176 -41,884 39,792 -2,092 1,659,133  1,897,925 -138,792 1,759,133
    Indices Athex Large Cap 33.59 1,434.290 1,336.830 6/27/16 1,385.560 -46,541 44,904 -1,637 1,657,496  1,851,384 -93,888 1,757,496
    QIX Mercedes-Benz 431.21 54.240 67.483 4/11/16 60.500 -26,088 29,099 3,011 1,660,507  1,825,296 -64,789 1,760,507
    DJ Global Titans Mitsubishi UFJ 15,630.27 3.981 4.062 5/09/16 4.021 -62,854 63,485 631 1,661,139  1,762,442 -1,304 1,761,139
  Buy SDAX long Hypoport 520.90 84.460   8/08/16 89.550 43,995        1,806,437 -45,299  
    BAX Koenig & Bauer 1,017.46 43.240   7/18/16 44.510 43,995        1,850,432 -89,294  
    Indices Merval 48.42 908.669   2/12/18 1,230.340 43,998        1,894,430 -133,292  
    QIX Bechtle 2,796.88 15.730   11/19/18 23.500 43,995        1,938,425 -177,287  
    DJ Global Titans BP 82.77 531.514   3/05/18 527.670 43,993        1,982,419 -221,280  
7/11/16 Sell OMXC 20 short Jyske Bank 1,387.54 34.519 32.759 6/13/16 33.639 -46,675 45,454 -1,221 1,659,918  1,935,743 -175,826 1,759,918
    OMXS 30 Nordea Bank 3,235.71 7.499 6.887 6/27/16 7.193 -23,273 22,283 -990 1,658,928  1,912,470