Fri, Jan 27th, 2023, 10:28UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy 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  
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 Outotec 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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Metso Outotec 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  
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      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  
    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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    NZX 50 long a2 Milk 41,206.23 0.077   10/03/11 0.120 3,177        87,544 15,010  
    Nikkei (TYO) Screen 105.08 30.233   5/09/11 32.089 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 15,205  
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 105.08 32.089   4/25/11 30.233 -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  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 50.54 61.241   5/30/11 59.956 3,095        89,900 12,318  
    SMI Credit Suisse 105.31 29.390   5/21/12 15.602 3,095        92,995 9,223  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        96,090 6,128  
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  92,913 9,779 102,692
  Buy   long Novozymes 118.74 23.673   5/30/11 23.619 2,811        95,724 6,968  
    CAC Mid 60 short Genfit 714.72 3.933   1/23/12 1.723 2,811        98,535 4,157  
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  95,221 7,085 102,306
  Buy   short China Life 1,315.06 2.079   5/30/11 2.028 2,734        97,955 4,351  
    SDAX Heidelberger Druck 943.08 2.899   1/30/12 1.657 2,734        100,689 1,617  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,420 -1,114  
5/30/11 Sell SSE 50 short China Life 1,315.06 2.028 2.131 5/23/11 2.079 -2,734 2,803 69 2,374  100,686 1,689 102,374
    OMXC 20 long Novozymes 118.74 23.619   5/16/11 23.673 -2,811 2,805 -6 2,368  97,875 4,493 102,368
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,290  96,468 5,822 102,290
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,357  93,373 8,984 102,357
  Buy SSE 50 long China Northern Rare 1,152.19 2.415   6/06/11 2.742 2,783        96,156 6,201  
    BEL 20 short Galapagos 291.41 9.550   7/04/11 8.420 2,783        98,939 3,418  
    OMXC 20 Vestas Wind Systems 687.08 4.051   7/04/11 3.486 2,783        101,722 635  
    OMXS 30 Nokia 308.41 4.512   7/04/11 4.367 1,392        103,114 -757  
      Telia Company 262.54 5.300   7/04/11 4.997 1,392        104,505 -2,148  
6/06/11 Sell SSE 50 long China Northern Rare 1,152.19 2.742   5/30/11 2.415 -2,783 3,160 377 2,733  101,722 1,011 102,733
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,054  97,411 4,643 102,054
  Buy SSE 50 short China Rwy Constr 4,221.94 0.632   1/23/12 0.506 2,667        100,078 1,976  
    FT 30 Lloyds Bank 50.67 52.638   12/05/11 31.447 2,667        102,745 -691  
6/20/11 Buy CAC Next 20 short EDF 97.59 25.965   6/27/11 25.805 2,534        105,279 -3,225  
6/27/11 Sell   short EDF 97.59 25.805 26.126 6/20/11 25.965 -2,534 2,550 16 2,070  102,745 -676 102,070
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France Carrefour 95.80 26.450   1/23/12 17.050 2,534        105,279 -3,209  
    MIB UnipolSai 493.96 5.130   11/05/12 0.935 2,534        107,813 -5,744  
    CAC Next 20 long Arkema 38.92 65.105   7/11/11 66.601 2,534        110,347 -8,277  
Portfolio market l/s instrument bought pieces buy price 6/27/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 short Bank of Ireland 4/25/11 213.51 7.440 3.540 15.637 1,589 3,339 1,750 1,750 1,589 3,339 7,294
    Ryanair   471.93 3.366 3.633 3.099 1,589 1,463 -126 1,624 3,177 4,801 -38
  CAC 40 Carrefour 5/09/11 100.93 30.665 26.450 35.552 3,095 3,588 493 2,117 6,272 8,389 201
  AEX Philips 3/28/11 154.51 22.180 16.900 29.110 3,427 4,498 1,071 3,188 9,699 12,887 198
  IBEX 35 Banco Sabadell 4/04/11 1331.46 2.489 2.241 2.764 3,314 3,681 367 3,555 13,013 16,568 58
  Topix (TYO) long Isuzu Motors 1/31/11 632.21 7.178 6.361 4,538 4,022 -516 3,038 17,551 20,589 -26
  SSE 50 short China Rwy Constr 6/06/11 4221.94 0.632 0.652 0.611 2,667 2,581 -86 2,952 20,218 23,170 -43
  HSI long Galaxy Entertainment 4/04/11 3068.52 1.080 1.415 3,314 4,342 1,028 3,980 23,532 27,512 223
  HSI-Fin short China Life Ins HK 2/07/11 1574.33 2.738 2.413 3.108 4,311 4,893 582 4,562 27,843 32,405 39
  BSE Sensex 30 Bharat Heavy   988.85 4.360 4.223 4.501 4,311 4,451 140 4,701 32,154 36,855 9
  STI Wilmar International 5/02/11 1092.78 2.824 3.113 2.535 3,086 2,771 -315 4,386 35,240 39,626 -50
  OMXH 25 Nokia 2/28/11 624.14 6.090 4.390 8.448 3,801 5,273 1,472 5,858 39,041 44,899 173
  PSI 20 Teixeira Duarte 4/11/11 4988.52 0.610 0.410 0.908 3,043 4,528 1,485 7,342 42,084 49,427 558
  GEX MeVis Medical 3/07/11 291.15 12.200 8.000 18.605 3,552 5,417 1,865 9,207 45,636 54,843 296
  SMI Credit Suisse 5/09/11 105.31 29.390 26.729 32.316 3,095 3,403 308 9,515 48,731 58,247 103
  NZX 50 long a2 Milk 4/25/11 41206.23 0.077 0.080 3,177 3,301 124 9,639 51,908 61,547 25
  Topix (FRA) short Resona 2/28/11 936.21 4.060 3.189 5.169 3,801 4,839 1,038 10,677 55,709 66,386 110
  TecDAX SMA Solar 3/14/11 48.09 73.750 74.140 73.360 3,547 3,528 -19 10,658 59,256 69,914 -2
  HSI-Prop China Ov Land & Inv   1350.31 1.313 1.515 1.112 1,774 1,502 -272 10,387 61,029 71,416 -44
    China Res Land   1478.16 1.200 1.272 1.128 1,774 1,667 -106 10,280 62,803 73,083 -19
  Nordic 30 Nokia   604.26 5.870 4.390 7.849 3,547 4,743 1,196 11,476 66,350 77,826 175
  FT 30 Lloyds Bank 6/06/11 50.67 52.638 48.808 56.768 2,667 2,876 209 11,686 69,017 80,703 272
  Nikkei (FRA) Resona 3/14/11 521.62 3.400 3.189 3.625 1,774 1,891 117 11,803 70,790 82,593 25
    Tokyo Electric Power   137.48 12.900 2.735 60.845 1,773 8,365 6,591 18,394 72,564 90,958 21,862
  Nikkei (TYO) Tokyo Electric Power 5/09/11 749.16 4.131 2.734 6.243 3,095 4,677 1,582 19,977 75,659 95,636 2,067
Portfolio market l/s instrument bought pieces buy price 6/27/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Athex LC Piraeus Financial 4/04/11 0.01 432,300.000 336,600.000 555,208.824 4,323 5,552 1,229 21,206 79,982 101,188 197
  OBX 25 Frontline 4/11/11 39.4 77.243 51.944 114.864 3,043 4,526 1,482 22,688 83,025 105,713 556
  OMXS 30 Nokia 5/30/11 308.41 4.512 4.385 4.642 1,392 1,432 40 22,728 84,417 107,145 45
    Telia Company   262.54 5.300 5.029 5.587 1,392 1,467 75 22,803 85,808 108,612 99
  OMXC 20 Vestas Wind Systems   687.08 4.051 3.022 5.429 2,783 3,730 947 23,751 88,591 112,342 4,453
  TSX 60 BlackBerry 5/09/11 102.19 30.287 19.879 46.144 3,095 4,715 1,620 25,371 91,686 117,057 2,202
  CAC Mid 60 Genfit 5/16/11 714.72 3.933 3.744 4.132 2,811 2,953 142 25,513 94,497 120,010 53
  SDAX Heidelberger Druck 5/23/11 943.08 2.899 2.414 3.481 2,734 3,283 549 26,062 97,231 123,294 575
  Indices Athex Large Cap   0.48 5,689.400 5,491.700 5,894.217 2,731 2,829 98 26,160 99,962 126,123 45
  BEL 20 Galapagos 5/30/11 291.41 9.550 8.250 11.055 2,783 3,221 439 26,599 102,745 129,344 574
  CAC Next 20 long Arkema 6/27/11 38.92 65.105   2,534 2,534     105,279 131,878  
  France short Carrefour   95.8 26.450   2,534 2,534     107,813 134,412  
  MIB UnipolSai   493.96 5.130   2,534 2,534     110,347 136,946  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/04/11 Sell BEL 20 short Galapagos 291.41 8.420 10.832 5/30/11 9.550 -2,783 3,156 374 2,443  107,564 -5,121 102,443
    OMXC 20 Vestas Wind Systems 687.08 3.486 4.707 5/30/11 4.051 -2,783 3,234 451 2,894  104,781 -1,887 102,894
    OMXS 30 Nokia 308.41 4.367 4.661 5/30/11 4.512 -1,392 1,438 46 2,940  103,390 -449 102,940
      Telia Company 262.54 4.997 5.622 5/30/11 5.300 -1,392 1,476 84 3,025  101,998 1,027 103,025
  Buy BEL 20 long Solvay 24.15 107.700   7/11/11 107.450 2,601        104,599 -1,574  
    OMXC 20 Novozymes 111.89 23.246   7/11/11 23.100 2,601        107,200 -4,175  
7/11/11 Sell BEL 20 long Solvay 24.15 107.450   7/04/11 107.700 -2,601 2,595 -6 3,019  104,599 -1,580 103,019
    OMXC 20 Novozymes 111.89 23.100   7/04/11 23.246 -2,601 2,585 -16 3,002  101,998 1,004 103,002
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,571  98,197 5,374 103,571
    CAC Next 20 long Arkema 38.92 66.601   6/27/11 65.105 -2,534 2,592 58 3,629  95,663 7,966 103,629
  Buy BEL 20 short Bekaert 55.29 50.440   3/12/12 24.765 2,789        98,452 5,177  
    OMXC 20 Vestas Wind Systems 813.24 3.430   11/28/11 1.979 2,789        101,241 2,388  
    OMXS 30 Nokia 352.73 3.954   11/28/11 4.082 1,395        102,635 993  
      SSAB 148.34 9.401   11/28/11 6.652 1,394        104,030 -401  
    Topix (FRA) long Daito Trust 43.05 64.780   8/01/11 65.420 2,789        106,819 -3,190  
7/18/11 Buy ATX short Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,329 -5,700  
7/25/11 Buy ASX 50 short Macquarie Group 117.53 20.828   1/16/12 19.953 2,448        111,777 -8,148  
    DJ Global Titans Bank of America 351.23 6.970   12/26/11 4.202 2,448        114,225 -10,596  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,293  110,911 -4,617 106,293
    Topix (FRA) Daito Trust 43.05 65.420   7/11/11 64.780 -2,789 2,816 28 6,321  108,122 -1,801 106,321
  Buy S&P 100 short AIG 131.57 19.860   1/09/12 18.875 2,613        110,735 -4,414  
    HSI New World Dev 695.02 3.760   12/26/11 2.465 2,613        113,348 -7,027  
    HDAX Commerzbank 138.98 18.801   1/23/12 14.511 2,613        115,961 -9,640  
    DJTA Delta Air Lines 482.26 5.418   10/24/11 6.408 2,613        118,574 -12,253  
    Topix (FRA) Nintendo 236.26 11.060   1/23/12 10.574 2,613        121,187 -14,866  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Carrefour 130.13 20.080   4/30/12 15.175 2,613        123,800 -17,479  
8/08/11 Buy Nasdaq 100 short Akamai 150.67 14.741   10/10/11 17.540 2,221        126,021 -19,700  
    Kospi 50 LG Display 162.50 13.668   10/10/11 14.049 2,221        128,242 -21,921  
    DAX Commerzbank 144.65 15.354   12/19/11 9.482 2,221        130,463 -24,142  
    MDAX Ceconomy 231.09 9.611   5/14/12 7.298 2,221        132,684 -26,363  
    FTSE Lloyds Bank 58.99 37.648   11/28/11 27.613 2,221        134,905 -28,584  
    Europe 50 Lloyds Bank 58.99 37.648   12/19/11 27.968 2,221        137,125 -30,804  
    BSE Sensex 50 Tata Motors 859.29 2.585   10/03/11 2.302 2,221        139,346 -33,025  
    QIX Pro7-Sat1 158.64 14.000   1/23/12 17.200 2,221        141,567 -35,246  
8/22/11 Buy DJIA short Goldman Sachs 24.00 73.991   12/19/11 67.244 1,776        143,343 -37,022  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,422  138,805 -33,383 105,422
  Buy   short Nintendo 154.37 11.660   2/13/12 10.500 1,800        140,605 -35,183  
9/05/11 Buy Euro 50 short Societe Generale 43.33 20.250   1/09/12 15.000 877        141,483 -36,061  
      Unicredit 31.96 27.460   1/09/12 11.455 878        142,360 -36,938  
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 7,169  139,183 -32,014 107,169
    BSE Sensex 50 short Tata Motors 859.29 2.302 2.902 8/08/11 2.585 -2,221 2,494 273 7,442  136,962 -29,520 107,442
  Buy NZX 50 Heartland 6,987.09 0.279   10/17/11 0.296 1,948        138,910 -31,468  
    BSE Sensex 50 long Eicher Motors 800.26 2.434   10/17/11 2.393 1,948        140,858 -33,416  
10/10/11 Sell Nasdaq 100 short Akamai 150.67 17.540 11.942 8/08/11 14.741 -2,221 1,799 -422 7,020  138,637 -31,617 107,020
    Kospi 50 LG Display 162.50 14.049 13.287 8/08/11 13.668 -2,221 2,159 -62 6,958  136,416 -29,458 106,958
  Buy Nasdaq 100 long Regeneron 39.25 49.346   8/24/15 434.608 1,937        138,353 -31,395  
    Kospi 50 SK Holdings 20.20 95.875   12/19/11 80.532 1,937        140,290 -33,332  
10/17/11 Sell NZX 50 short Heartland 6,987.09 0.296 0.262 10/03/11 0.279 -1,948 1,829 -119 6,839  138,342 -31,502 106,839
    BSE Sensex 50 long Eicher Motors 800.26 2.393   10/03/11 2.434 -1,948 1,915 -33 6,806  136,394 -29,588 106,806
  Buy NZX 50 a2 Milk 13,864.94 0.139   10/31/11 0.139 1,930        138,324 -31,518  
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 short Aurobindo Pharma 2,101.25 0.919   10/24/11 0.877 1,930        140,254 -33,448  
10/24/11 Sell DJTA short Delta Air Lines 482.26 6.408 4.429 8/01/11 5.418 -2,613 2,136 -477 6,329  137,641 -31,312 106,329
    BSE Sensex 50 Aurobindo Pharma 2,101.25 0.877 0.962 10/17/11 0.919 -1,930 2,021 91 6,420  135,711 -29,291 106,420
  Buy   long Eicher Motors 825.63 2.335   12/07/15 22.421 1,928        137,639 -31,219  
10/31/11 Sell NZX 50 long a2 Milk 13,864.94 0.139   10/17/11 0.139 -1,930 1,931 1 6,421  135,709 -29,288 106,421
  Buy   short Heartland 6,388.34 0.302   3/05/12 0.277 1,928        137,637 -31,216  
11/21/11 Buy USA short Netflix 238.99 7.867   11/28/11 7.544 1,880        139,517 -33,096  
    DJTA JetBlue Airways 708.23 2.655   12/05/11 3.509 1,880        141,397 -34,976  
11/28/11 Sell USA short Netflix 238.99 7.544 8.203 11/21/11 7.867 -1,880 1,960 80 6,501  139,517 -33,015 106,501
    FTSE Lloyds Bank 58.99 27.613 51.330 8/08/11 37.648 -2,221 3,028 807 7,308  137,296 -29,987 107,308
    OMXC 20 Vestas Wind Systems 813.24 1.979 5.942 7/11/11 3.430 -2,789 4,832 2,043 9,352  134,507 -25,155 109,352
    OMXS 30 Nokia 352.73 4.082 3.825 7/11/11 3.954 -1,395 1,349 -45 9,307  133,112 -23,806 109,307
      SSAB 148.34 6.652 13.285 7/11/11 9.401 -1,394 1,971 576 9,883  131,718 -21,835 109,883
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,353  128,171 -16,818 111,353
  Buy FTSE long Next 0.76 3,105.900   6/04/12 3,698.710 2,360        130,531 -19,178  
    OMXC 20 Tryg 274.84 8.598   5/14/12 8.768 2,363        132,894 -21,541  
    OMXS 30 Getinge 63.38 18.641   5/14/12 19.967 1,181        134,076 -22,723  
    Nordic 30 Equinor 129.44 18.255   5/07/12 19.757 2,363        136,439 -25,086  
12/05/11 Sell FT 30 short Lloyds Bank 50.67 31.447 88.109 6/06/11 52.638 -2,667 4,464 1,797 13,150  133,772 -20,621 113,150
    DJTA JetBlue Airways 708.23 3.509 1.800 11/21/11 2.655 -1,880 1,275 -605 12,545  131,892 -19,346 112,545
  Buy FT 30 long BAT 0.68 3,416.030   12/12/11 3,512.060 2,323        134,214 -21,669  
    DJTA Kirby 48.51 48.011   6/25/12 36.163 2,329        136,543 -23,998  
12/12/11 Sell FT 30 long BAT 0.68 3,512.060   12/05/11 3,416.030 -2,323 2,388 65 12,610  134,221 -21,610 112,610
  Buy   short Lloyds Bank 79.56 28.594   12/19/11 27.968 2,275        136,495 -23,885  
12/19/11 Sell DJIA short Goldman Sachs 24.00 67.244 81.415 8/22/11 73.991 -1,776 1,954 178 12,789  134,720 -21,931 112,789
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 long SK Holdings 20.20 80.532   10/10/11 95.875 -1,937 1,627 -310 12,479  132,783 -20,304 112,479
    DAX short Commerzbank 144.65 9.482 24.862 8/08/11 15.354 -2,221 3,596 1,375 13,854  130,562 -16,708 113,854
    Europe 50 Lloyds Bank 58.99 27.968 50.678 8/08/11 37.648 -2,221 2,989 769 14,623  128,341 -13,718 114,623
    FT 30 Lloyds Bank 79.56 27.968 29.234 12/12/11 28.594 -2,275 2,326 51 14,674  126,066 -11,393 114,674
  Buy DJIA long Visa 136.64 18.897   8/24/15 58.880 2,582        128,648 -13,975  
    Kospi 50 short Hyundai Heavy 14.17 182.275   1/23/12 209.385 2,583        131,231 -16,557  
    DAX long Merck (EMD) 70.36 36.695   6/04/12 36.500 2,582        133,813 -19,139  
    Europe 50 Roche 19.90 129.719   10/20/14 222.572 2,581        136,394 -21,721  
    FT 30 Tate & Lyle 3.20 808.105   5/14/12 858.422 2,586        138,980 -24,307  
12/26/11 Sell HSI short New World Dev 695.02 2.465 5.735 8/01/11 3.760 -2,613 3,986 1,373 16,046  136,367 -20,321 116,046
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,468  132,566 -14,098 118,468
    DJ Global Titans Bank of America 351.23 4.202 11.562 7/25/11 6.970 -2,448 4,061 1,613 20,081  130,118 -10,037 120,081
  Buy HSI long Lenovo 5,109.58 0.538   5/21/12 0.656 2,751        132,869 -12,788  
    OMXH 25 Huhtamäki 298.37 9.220   1/02/12 9.150 2,751        135,620 -15,539  
    DJ Global Titans Philip Morris 45.52 60.439   1/23/12 57.914 2,751        138,371 -18,290  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,264  134,944 -13,681 121,264
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,310  133,356 -9,046 124,310
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,114  131,767 -7,653 124,114
    OMXH 25 long Huhtamäki 298.37 9.150   12/26/11 9.220 -2,751 2,730 -21 24,094  129,016 -4,923 124,094
  Buy Germany Encavis 917.18 3.248   5/14/12 2.970 2,979        131,995 -7,902  
    AEX Vopak 72.49 41.095   4/09/12 44.780 2,979        134,974 -10,881  
    ISEQ 20 Flutter 33.03 45.100   5/21/12 50.010 1,490        136,464 -12,371  
      Ryanair 394.05 3.780   5/21/12 4.040 1,490        137,954 -13,860  
    OMXH 25 short Outokumpu 256.37 11.620   1/09/12 12.510 2,979        140,933 -16,839  
1/09/12 Sell S&P 100 short AIG 131.57 18.875 20.895 8/01/11 19.860 -2,613 2,749 136 24,230  138,320 -14,090 124,230
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 Societe Generale 43.33 15.000 27.338 9/05/11 20.250 -877 1,185 307 24,537  137,442 -12,905 124,537
      Unicredit 31.96 11.455 65.827 9/05/11 27.460 -878 2,104 1,226 25,763  136,565 -10,802 125,763
    OMXH 25 Outokumpu 256.37 12.510 10.730 1/02/12 11.620 -2,979 2,751 -228 25,535  133,586 -8,051 125,535
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,505  131,812 -6,307 125,505
      Tokyo Electric Power 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 36,879  130,039 6,841 136,879
  Buy S&P 100 long Biogen 39.77 90.342   9/03/12 116.954 3,593        133,632 3,248  
    Euro 50 ASML 55.45 32.400   8/24/15 74.790 1,797        135,428 1,451  
      Anheuser-Busch InBev 37.83 47.495   8/24/15 91.280 1,797        137,225 -345  
    OMXH 25 Wärtsilä 429.62 8.363   1/30/12 8.837 3,593        140,818 -3,938  
    Nikkei (FRA) Aozora Bank 84.07 21.370   5/14/12 18.670 1,797        142,614 -5,735  
      Nitto Boseki 138.46 12.975   5/14/12 12.260 1,797        144,411 -7,531  
1/16/12 Sell ASX 50 short Macquarie Group 117.53 19.953 21.742 7/25/11 20.828 -2,448 2,555 107 36,987  141,963 -4,976 136,987
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 37,926  137,652 274 137,926
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,618  135,879 1,740 137,618
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,303  134,105 3,198 137,303
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,409  131,062 16,347 147,409
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,874  128,331 22,543 150,874
  Buy ASX 50 long James Hardie Ind 740.33 5.856   1/23/12 6.001 4,335        132,666 18,208  
    HSI-Fin AIA 1,651.93 2.624   5/14/12 2.577 4,335        137,001 13,873  
    HSI-Prop China Ov Land & Inv 1,406.55 1.541   6/10/13 2.124 2,167        139,168 11,705  
      China Res Land 1,533.86 1.413   6/10/13 2.183 2,168        141,336 9,538  
    HSI-C&I Sands China 1,687.82 2.568   5/21/12 2.614 4,335        145,671 5,203  
    OBX 25 Equinor 225.03 19.264   5/14/12 19.745 4,335        150,006 868  
    Indices ISEQ-Overall 1.44 3,005.690   5/21/12 3,087.810 4,328        154,334 -3,460  
1/23/12 Sell France short Carrefour 95.80 17.050 41.032 6/27/11 26.450 -2,534 3,931 1,397 52,271  151,800 471 152,271
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 China Rwy Constr 4,221.94 0.506 0.789 6/06/11 0.632 -2,667 3,333 666 52,936  149,133 3,803 152,936
    Kospi 50 Hyundai Heavy 14.17 209.385 155.165 12/19/11 182.275 -2,583 2,199 -384 52,552  146,550 6,002 152,552
    ASX 50 long James Hardie Ind 740.33 6.001   1/16/12 5.856 -4,335 4,443 108 52,660  142,215 10,445 152,660
    HDAX short Commerzbank 138.98 14.511 24.359 8/01/11 18.801 -2,613 3,385 773 53,433  139,602 13,830 153,433
    Topix (FRA) Nintendo 236.26 10.574 11.568 8/01/11 11.060 -2,613 2,733 120 53,553  136,989 16,563 153,553
    CAC Mid 60 Genfit 714.72 1.723 8.978 5/16/11 3.933 -2,811 6,416 3,605 57,158  134,178 22,980 157,158
    QIX Pro7-Sat1 158.64 17.200 10.800 8/08/11 14.000 -2,221 1,713 -508 56,650  131,957 24,693 156,650
    DJ Global Titans long Philip Morris 45.52 57.914   12/26/11 60.439 -2,751 2,636 -115 56,536  129,206 27,329 156,536
  Buy France Hermes International 18.12 253.600   4/23/12 251.250 4,595        133,801 22,734  
    SSE 50 China Minsheng Bk 6,883.33 0.668   3/19/12 0.633 4,596        138,397 18,138  
    Kospi 50 Samsung Electronics 299.50 15.346   5/21/12 16.200 4,596        142,993 13,542  
    ASX 50 short QBE Insurance 479.47 9.586   1/30/12 9.544 4,596        147,589 8,946  
    HDAX long Dürr 503.67 9.125   8/04/14 28.230 4,596        152,185 4,350  
    Topix (FRA) Fast Retailing 31.45 146.118   2/27/12 148.473 4,595        156,781 -245  
    CAC Mid 60 Innate Pharma 2,687.72 1.710   5/14/12 1.650 4,596        161,377 -4,841  
    QIX Freenet 437.09 10.515   1/18/16 28.325 4,596        165,973 -9,437  
    DJ Global Titans short Bank of America 819.41 5.609   2/06/12 6.060 4,596        170,569 -14,033  
1/30/12 Sell ASX 50 short QBE Insurance 479.47 9.544 9.628 1/23/12 9.586 -4,596 4,616 20 56,556  165,973 -9,417 156,556
    SDAX Heidelberger Druck 943.08 1.657 5.072 5/23/11 2.899 -2,734 4,783 2,049 58,605  163,239 -4,634 158,605
    OMXH 25 long Wärtsilä 429.62 8.837   1/09/12 8.363 -3,593 3,796 203 58,808  159,646 -838 158,808
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 61,557  155,335 6,222 161,557
  Buy ASX 50 long James Hardie Ind 727.71 5.763   8/17/15 12.058 4,194        159,529 2,028  
    SDAX Encavis 1,388.28 3.021   5/21/12 2.951 4,194        163,723 -2,166  
    OMXH 25 short Nokia 1,080.93 3.880   2/13/12 3.800 4,194        167,917 -6,360  
    BSE Sensex 30 long Hindustan Unilever 691.94 6.061   11/16/15 11.144 4,194        172,111 -10,554  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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 63,635  169,016 -5,381 163,635
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,276  165,469 -193 165,276
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 65,501  162,155 3,346 165,501
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,227  159,112 13,115 172,227
    DJ Global Titans Bank of America 819.41 6.060 5.157 1/23/12 5.609 -4,596 4,226 -370 71,857  154,516 17,341 171,857
  Buy CAC 40 long Airbus 173.67 27.230   4/09/12 29.725 4,729        159,245 12,612  
    IBEX 35 Bankinter 1,369.93 3.452   2/13/12 3.297 4,729        163,974 7,883  
    PSI 20 Jerónimo Martins 368.30 12.840   2/20/12 12.970 4,729        168,703 3,154  
    MerVal short Gr Fin Galicia 7,973.36 0.593   2/27/12 0.596 4,729        173,432 -1,575  
    DJ Global Titans long Apple 375.32 12.600   5/21/12 15.695 4,729        178,161 -6,304  
2/13/12 Sell IBEX 35 long Bankinter 1,369.93 3.297   2/06/12 3.452 -4,729 4,517 -212 71,645  173,432 -1,787 171,645
    OMXH 25 short Nokia 1,080.93 3.800 3.962 1/30/12 3.880 -4,194 4,282 88 71,733  169,238 2,495 171,733
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,187  166,143 9,044 175,187
    Topix (TYO) Nintendo 154.37 10.500 12.949 8/29/11 11.660 -1,800 1,999 199 75,386  164,343 11,043 175,386
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 79,504  160,791 18,712 179,504
  Buy IBEX 35 Sacyr 1,495.17 3.314   8/20/12 1.284 4,955        165,746 13,757  
    OMXH 25 long Nokian Tyres 147.03 33.700   4/09/12 36.040 4,955        170,701 8,803  
    Topix (TYO) Fast Retailing 32.00 154.867   5/07/12 167.646 4,956        175,657 3,847  
    GEX 4SC 80.45 61.593   5/07/12 48.084 4,955        180,612 -1,108  
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 84,691  177,517 7,174 184,691
    PSI 20 long Jerónimo Martins 368.30 12.970   2/06/12 12.840 -4,729 4,777 48 84,739  172,788 11,951 184,739
  Buy TSX 60 Constellation Soft 69.55 70.699   4/16/12 66.838 4,917        177,705 7,034  
    PSI 20 short Pharol 1,170.71 4.200   2/27/12 3.989 4,917        182,622 2,117  
    SLI long Sonova 57.65 85.291   4/23/12 82.016 4,917        187,539 -2,800  
2/27/12 Sell PSI 20 short Pharol 1,170.71 3.989 4.422 2/20/12 4.200 -4,917 5,177 260 84,999  182,622 2,377 184,999
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Gr Fin Galicia 7,973.36 0.596 0.591 2/06/12 0.593 -4,729 4,709 -20 84,979  177,893 7,086 184,979
    Topix (FRA) long Fast Retailing 31.45 148.473   1/23/12 146.118 -4,595 4,669 74 85,053  173,298 11,755 185,053
  Buy PSI 20 Jerónimo Martins 362.56 13.570   3/12/12 14.360 4,920        178,218 6,835  
    Topix (FRA) short Mazda Motor 769.95 6.390   3/05/12 6.150 4,920        183,138 1,915  
3/05/12 Sell NZX 50 short Heartland 6,388.34 0.277 0.329 10/31/11 0.302 -1,928 2,104 176 85,229  181,210 4,020 185,229
    Topix (FRA) Mazda Motor 769.95 6.150 6.639 2/27/12 6.390 -4,920 5,112 192 85,421  176,290 9,132 185,421
  Buy MerVal Aluar 10,133.36 0.480   3/12/12 0.513 4,863        181,153 4,269  
    NZX 50 long a2 Milk 20,916.13 0.233   5/21/12 0.267 4,863        186,016 -594  
    Topix (FRA) Isuzu Motors 578.79 8.402   3/19/12 8.620 4,863        190,879 -5,457  
3/12/12 Sell BEL 20 short Bekaert 55.29 24.765 102.733 7/11/11 50.440 -2,789 5,680 2,891 88,313  188,090 223 188,313
    PSI 20 long Jerónimo Martins 362.56 14.360   2/27/12 13.570 -4,920 5,206 286 88,599  183,170 5,429 188,599
    MerVal short Aluar 10,133.36 0.513 0.447 3/05/12 0.480 -4,863 4,530 -333 88,266  178,307 9,959 188,266
  Buy BEL 20 long Galapagos 395.14 12.540   5/14/12 10.990 4,955        183,262 5,004  
    PSI 20 short Pharol 1,257.93 3.939   3/26/12 4.022 4,955        188,217 49  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,883.33 0.633   1/23/12 0.668 -4,596 4,358 -238 88,027  183,621 4,407 188,027
    Topix (FRA) Isuzu Motors 578.79 8.620   3/05/12 8.402 -4,863 4,989 126 88,154  178,758 9,396 188,154
  Buy SSE 50 short Anhui Conch Cement 2,525.70 1.955   4/09/12 2.031 4,938        183,696 4,458  
    Topix (FRA) Mazda Motor 764.40 6.460   8/13/12 4.800 4,938        188,634 -480  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,599  186,124 2,475 188,599
    PSI 20 Pharol 1,257.93 4.022 3.856 3/12/12 3.939 -4,955 4,851 -104 88,494  181,169 7,325 188,494
  Buy ATX long Österreichische Post 194.25 25.200   4/09/12 25.800 4,895        186,064 2,430  
    PSI 20 Jerónimo Martins 328.52 14.900   4/02/12 15.420 4,895        190,959 -2,465  
4/02/12 Sell   long Jerónimo Martins 328.52 15.420   3/26/12 14.900 -4,895 5,066 171 88,665  186,064 2,601 188,665
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,904  181,741 25,163 206,904
  Buy PSI 20 Banco Comercial 8,808.08 0.659   8/20/12 0.452 5,801        187,542 19,362  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC long EYDAP 1,457.54 3.980   4/16/12 4.030 5,801        193,343 13,561  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,525.70 2.031 1.880 3/19/12 1.955 -4,938 4,747 -191 106,713  188,405 18,308 206,713
    ATX long Österreichische Post 194.25 25.800   3/26/12 25.200 -4,895 5,012 117 106,830  183,510 23,320 206,830
    CAC 40 Airbus 173.67 29.725   2/06/12 27.230 -4,729 5,162 433 107,263  178,781 28,482 207,263
    AEX Vopak 72.49 44.780   1/02/12 41.095 -2,979 3,246 267 107,530  175,802 31,728 207,530
    OMXH 25 Nokian Tyres 147.03 36.040   2/13/12 33.700 -4,955 5,299 344 107,875  170,847 37,027 207,875
  Buy SSE 50 China Northern Rare 2,119.88 2.888   6/04/12 3.823 6,122        176,969 30,905  
    ATX short Zumtobel 624.44 9.804   4/16/12 9.950 6,122        183,091 24,783  
    AEX ArcelorMittal 158.07 38.730   9/03/12 35.565 6,122        189,213 18,661  
    OMXH 25 Outokumpu 526.85 11.620   8/20/12 6.980 6,122        195,335 12,539  
4/16/12 Sell ATX short Zumtobel 624.44 9.950 9.658 4/09/12 9.804 -6,122 6,031 -91 107,783  189,213 18,570 207,783
    TSX 60 long Constellation Soft 69.55 66.838   2/20/12 70.699 -4,917 4,649 -269 107,515  184,296 23,219 207,515
    Athex LC EYDAP 1,457.54 4.030   4/02/12 3.980 -5,801 5,874 73 107,588  178,495 29,093 207,588
  Buy ATX Österreichische Post 221.40 26.725   5/21/12 27.000 5,917        184,412 23,176  
    TSX 60 short BlackBerry 585.52 10.106   8/20/12 5.638 5,917        190,329 17,259  
    Athex LC Public Power 3,817.42 1.550   9/03/12 1.330 5,917        196,246 11,342  
4/23/12 Sell France long Hermes International 18.12 251.250   1/23/12 253.600 -4,595 4,553 -43 107,545  191,651 15,894 207,545
    SLI Sonova 57.65 82.016   2/20/12 85.291 -4,917 4,728 -189 107,356  186,734 20,623 207,356
  Buy France short Solocal 3.86 1,476.830   8/13/12 1,038.280 5,701        192,434 14,922  
    MerVal YPF 424.25 13.433   8/27/12 14.446 5,699        198,133 9,223  
    SLI Lonza 165.17 34.504   11/26/12 36.099 5,699        203,832 3,524  
    GCX REC Silicon 1,638.26 3.479   2/11/13 1.027 5,699        209,531 -2,175  
4/30/12 Sell SP Global 100 short Carrefour 130.13 15.175 26.570 8/01/11 20.080 -2,613 3,458 845 108,201  206,918 1,283 208,201
  Buy   long Apple 332.76 15.738   10/20/14 19.487 5,237        212,155 -3,954  
5/07/12 Sell Nordic 30 long Equinor 129.44 19.757   11/28/11 18.255 -2,363 2,557 194 108,395  209,792 -1,397 208,395
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Fast Retailing 32.00 167.646   2/13/12 154.867 -4,956 5,365 409 108,804  204,837 3,968 208,804
    GEX 4SC 80.45 48.084   2/13/12 61.593 -4,955 3,868 -1,087 107,717  199,881 7,836 207,717
  Buy Nordic 30 short Nokia 2,245.00 2.400   8/13/12 2.220 5,388        205,269 2,448  
    Topix (TYO) Sony 459.74 11.720   6/11/12 10.270 5,388        210,657 -2,940  
5/14/12 Sell Germany long Encavis 917.18 2.970   1/02/12 3.248 -2,979 2,724 -255 107,462  207,678 -216 207,462
    MDAX short Ceconomy 231.09 7.298 12.656 8/08/11 9.611 -2,221 2,925 704 108,166  205,457 2,709 208,166
    HSI-Fin long AIA 1,651.93 2.577   1/16/12 2.624 -4,335 4,258 -77 108,089  201,122 6,966 208,089
    BEL 20 Galapagos 395.14 10.990   3/12/12 12.540 -4,955 4,343 -612 107,476  196,167 11,309 207,476
    OMXC 20 Tryg 274.84 8.768   11/28/11 8.598 -2,363 2,410 47 107,523  193,804 13,719 207,523
    OBX 25 Equinor 225.03 19.745   1/16/12 19.264 -4,335 4,443 108 107,631  189,469 18,162 207,631
    OMXS 30 Getinge 63.38 19.967   11/28/11 18.641 -1,181 1,266 84 107,715  188,288 19,427 207,715
    FT 30 Tate & Lyle 3.20 858.422   12/19/11 808.105 -2,586 2,747 161 107,876  185,702 22,174 207,876
    Nikkei (FRA) Aozora Bank 84.07 18.670   1/09/12 21.370 -1,797 1,570 -227 107,649  183,905 23,744 207,649
      Nitto Boseki 138.46 12.260   1/09/12 12.975 -1,797 1,698 -99 107,550  182,109 25,441 207,550
    CAC Mid 60 Innate Pharma 2,687.72 1.650   1/23/12 1.710 -4,596 4,435 -161 107,389  177,513 29,876 207,389
  Buy Germany short SolarWorld 25.07 236.550   9/10/12 182.550 5,930        183,443 23,946  
    MDAX long Dürr 541.84 10.946   5/21/12 10.445 5,931        189,374 18,015  
    HSI-Fin short HK Exchgs & Clrg 522.28 11.356   9/17/12 11.718 5,931        195,305 12,084  
    BEL 20 Bekaert 259.56 22.850   6/25/12 18.225 5,931        201,236 6,153  
    OMXC 20 Vestas Wind Systems 5,233.85 1.133   5/28/12 1.008 5,931        207,167 222  
    OBX 25 REC Silicon 1,713.42 3.462   9/03/12 2.359 5,931        213,098 -5,709  
    OMXS 30 ABB 228.70 12.967   7/23/12 14.168 2,965        216,064 -8,674  
      Nokia 1,268.17 2.338   7/23/12 1.752 2,965        219,029 -11,640  
    FT 30 Man Group 57.44 103.259   8/06/12 106.958 5,931        224,960 -17,571  
    Nikkei (FRA) Nippon Sheet Glass 328.04 9.040   1/07/13 9.100 2,965        227,926 -20,537  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 76.77 38.630   1/07/13 23.550 2,966        230,891 -23,502  
    CAC Mid 60 Vallourec 4.29 1,382.400   9/10/12 1,453.800 5,931        236,822 -29,433  
5/21/12 Sell HSI long Lenovo 5,109.58 0.656   12/26/11 0.538 -2,751 3,351 600 107,989  234,071 -26,082 207,989
    Kospi 50 Samsung Electronics 299.50 16.200   1/23/12 15.346 -4,596 4,852 256 108,245  229,475 -21,230 208,245
    ATX Österreichische Post 221.40 27.000   4/16/12 26.725 -5,917 5,978 61 108,306  223,558 -15,252 208,306
    MDAX Dürr 541.84 10.445   5/14/12 10.946 -5,931 5,660 -271 108,034  217,627 -9,593 208,034
    SDAX Encavis 1,388.28 2.951   1/30/12 3.021 -4,194 4,097 -97 107,937  213,433 -5,496 207,937
    HSI-C&I Sands China 1,687.82 2.614   1/16/12 2.568 -4,335 4,412 77 108,014  209,098 -1,084 208,014
    ISEQ 20 Flutter 33.03 50.010   1/02/12 45.100 -1,490 1,652 162 108,176  207,608 568 208,176
      Ryanair 394.05 4.040   1/02/12 3.780 -1,490 1,592 102 108,279  206,119 2,160 208,279
    SMI short Credit Suisse 105.31 15.602 55.361 5/09/11 29.390 -3,095 5,830 2,735 111,014  203,024 7,990 211,014
    NZX 50 long a2 Milk 20,916.13 0.267   3/05/12 0.233 -4,863 5,576 713 111,727  198,161 13,566 211,727
    Indices ISEQ-Overall 1.44 3,087.810   1/16/12 3,005.690 -4,328 4,446 118 111,845  193,833 18,013 211,845
    DJ Global Titans Apple 375.32 15.695   2/06/12 12.600 -4,729 5,891 1,162 113,007  189,103 23,903 213,007
  Buy HSI short China Unicom 4,981.91 1.189   8/20/12 1.370 5,922        195,025 17,981  
    Kospi 50 SK Holdings 105.23 56.279   7/23/12 68.528 5,922        200,948 12,059  
    ATX Zumtobel 600.73 9.858   6/25/12 8.050 5,922        206,870 6,137  
    MDAX Ströer Media 745.56 7.943   5/28/12 8.000 5,922        212,792 215  
    TecDAX SMA Solar 225.04 26.315   12/22/14 14.800 5,922        218,714 -5,707  
    SDAX Klöckner 755.94 7.834   10/29/12 7.058 5,922        224,636 -11,629  
    HSI-C&I Citic Pacific 4,999.16 1.185   9/17/12 0.959 5,922        230,558 -17,551  
    ISEQ 20 Bank of Ireland 1,134.48 2.610   8/27/12 2.490 2,961        233,519 -20,512  
      Smurfit Kappa 533.51 5.550   8/27/12 6.550 2,961        236,480 -23,473  
    SMI long Richemont 123.27 48.039   5/28/12 48.077 5,922        242,401 -29,394  
    NZX 50 short KMD Brands 6,209.50 0.954   7/30/12 0.992 5,922        248,323 -35,316  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Athex Large Cap 2.92 2,028.100   9/10/12 2,671.700 5,922        254,245 -41,239  
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.519   7/02/12 8.411 5,922        260,167 -47,161  
    DJ Global Titans Telefónica 603.30 9.816   5/28/12 9.440 5,922        266,089 -53,082  
5/28/12 Sell MDAX short Ströer Media 745.56 8.000 7.886 5/21/12 7.943 -5,922 5,879 -42 112,964  260,167 -47,203 212,964
    OMXC 20 Vestas Wind Systems 5,233.85 1.008 1.274 5/14/12 1.133 -5,931 6,668 737 113,701  254,236 -40,535 213,701
    SMI long Richemont 123.27 48.077   5/21/12 48.039 -5,922 5,926 5 113,706  248,315 -34,609 213,706
    DJ Global Titans short Telefónica 603.30 9.440 10.207 5/21/12 9.816 -5,922 6,158 236 113,942  242,393 -28,451 213,942
  Buy MDAX long Rhön-Klinikum 210.82 21.995   6/04/12 22.100 4,637        247,030 -33,088  
    OMXC 20 GN Store Nord 68.04 68.150   6/04/12 67.500 4,637        251,667 -37,725  
    SMI short Credit Suisse 294.71 15.734   6/04/12 15.300 4,637        256,304 -42,362  
    DJ Global Titans long Apple 284.35 16.307   10/22/12 17.386 4,637        260,941 -46,999  
6/04/12 Sell SSE 50 long China Northern Rare 2,119.88 3.823   4/09/12 2.888 -6,122 8,105 1,983 115,925  254,819 -38,894 215,925
    DAX Merck (EMD) 70.36 36.500   12/19/11 36.695 -2,582 2,568 -14 115,911  252,237 -36,326 215,911
    MDAX Rhön-Klinikum 210.82 22.100   5/28/12 21.995 -4,637 4,659 22 115,933  247,600 -31,667 215,933
    FTSE Next 0.76 3,698.710   11/28/11 3,105.900 -2,360 2,811 451 116,384  245,239 -28,856 216,384
    OMXC 20 GN Store Nord 68.04 67.500   5/28/12 68.150 -4,637 4,593 -44 116,339  240,602 -24,263 216,339
    SMI short Credit Suisse 294.71 15.300 16.181 5/28/12 15.734 -4,637 4,769 132 116,471  235,965 -19,494 216,471
  Buy SSE 50 China Unicom 9,731.23 0.506   12/10/12 0.413 4,924        240,889 -24,418  
    DAX thyssenkrupp 388.63 12.670   7/16/12 14.565 4,924        245,813 -29,342  
    MDAX Ströer Media 587.94 8.375   6/18/12 8.546 4,924        250,737 -34,266  
    FTSE Aviva 14.74 334.157   7/30/12 382.206 4,925        255,663 -39,192  
    OMXC 20 Vestas Wind Systems 5,641.61 0.873   6/18/12 0.791 4,924        260,587 -44,116  
    SMI long Swiss Re 112.56 43.744   6/11/12 46.079 4,924        265,511 -49,040  
6/11/12 Sell   long Swiss Re 112.56 46.079   6/04/12 43.744 -4,924 5,187 263 116,734  260,587 -43,853 216,734
    Topix (TYO) short Sony 459.74 10.270 13.374 5/07/12 11.720 -5,388 6,149 761 117,494  255,199 -37,704 217,494
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SMI Credit Suisse 279.55 16.076   6/18/12 14.519 4,494        259,693 -42,198  
    Topix (TYO) long Subaru 743.12 6.048   1/11/16 33.663 4,494        264,187 -46,692  
6/18/12 Sell MDAX short Ströer Media 587.94 8.546 8.204 6/04/12 8.375 -4,924 4,823 -101 117,394  259,263 -41,869 217,394
    OMXC 20 Vestas Wind Systems 5,641.61 0.791 0.963 6/04/12 0.873 -4,924 5,435 511 117,905  254,339 -36,434 217,905
    SMI Credit Suisse 279.55 14.519 17.799 6/11/12 16.076 -4,494 4,976 482 118,387  249,845 -31,458 218,387
  Buy MDAX long Dürr 412.90 11.318   6/25/12 11.594 4,673        254,518 -36,131  
    OMXC 20 GN Store Nord 63.80 73.250   6/25/12 71.650 4,673        259,191 -40,804  
    SMI Swiss Re 100.24 46.620   11/19/12 54.864 4,673        263,864 -45,478  
6/25/12 Sell ATX short Zumtobel 600.73 8.050 12.072 5/21/12 9.858 -5,922 7,252 1,330 119,717  257,942 -38,225 219,717
    MDAX long Dürr 412.90 11.594   6/18/12 11.318 -4,673 4,787 114 119,831  253,269 -33,438 219,831
    BEL 20 short Bekaert 259.56 18.225 28.649 5/14/12 22.850 -5,931 7,436 1,505 121,336  247,338 -26,002 221,336
    OMXC 20 long GN Store Nord 63.80 71.650   6/18/12 73.250 -4,673 4,571 -102 121,234  242,665 -21,431 221,234
    DJTA Kirby 48.51 36.163   12/05/11 48.011 -2,329 1,754 -575 120,659  240,336 -19,677 220,659
  Buy ATX Österreichische Post 194.05 25.890   7/29/13 31.600 5,024        245,360 -24,701  
    MDAX short Ströer Media 624.80 8.041   7/02/12 8.090 5,024        250,384 -29,725  
    BEL 20 long Galapagos 410.12 12.250   10/22/12 16.900 5,024        255,408 -34,749  
    OMXC 20 short Vestas Wind Systems 6,191.00 0.812   7/16/12 0.678 5,024        260,432 -39,773  
    DJTA Ryder System 183.87 27.323   7/02/12 27.880 5,024        265,456 -44,797  
7/02/12 Sell MDAX short Ströer Media 624.80 8.090 7.992 6/25/12 8.041 -5,024 4,993 -31 120,629  260,432 -39,803 220,629
    DJTA Ryder System 183.87 27.880 26.767 6/25/12 27.323 -5,024 4,922 -102 120,526  255,408 -34,882 220,526
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 121,408  252,322 -30,914 221,408
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.411 8.629 5/21/12 8.519 -5,922 5,998 76 121,484  246,400 -24,916 221,484
  Buy MDAX long Dürr 394.22 12.465   7/23/12 13.345 4,914        251,314 -29,830  
    DJTA Delta Air Lines 559.67 8.780   9/17/12 7.031 4,914        256,228 -34,744  
    STI ThaiBev 23,157.40 0.212   6/10/13 0.382 4,914        261,142 -39,658  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) OKI Electric 384.97 12.765   7/16/12 12.784 4,914        266,056 -44,572  
7/16/12 Sell DAX short thyssenkrupp 388.63 14.565 10.775 6/04/12 12.670 -4,924 4,187 -736 120,747  261,132 -40,385 220,747
    OMXC 20 Vestas Wind Systems 6,191.00 0.678 0.971 6/25/12 0.812 -5,024 6,011 987 121,734  256,108 -34,374 221,734
    Nikkei (TYO) long OKI Electric 384.97 12.784   7/02/12 12.765 -4,914 4,921 7 121,742  251,194 -29,452 221,742
  Buy DAX Continental 80.74 59.533   8/11/14 133.083 4,807        256,001 -34,259  
    OMXC 20 Genmab 567.61 8.469   6/24/13 22.604 4,807        260,808 -39,066  
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.629   11/19/12 7.143 4,807        265,615 -43,873  
7/23/12 Sell Kospi 50 short SK Holdings 105.23 68.528 44.029 5/21/12 56.279 -5,922 4,633 -1,289 120,452  259,692 -39,240 220,452
    MDAX long Dürr 394.22 13.345   7/02/12 12.465 -4,914 5,261 347 120,799  254,778 -33,979 220,799
    OMXS 30 short ABB 228.70 14.168 11.765 5/14/12 12.967 -2,965 2,691 -275 120,525  251,813 -31,288 220,525
      Nokia 1,268.17 1.752 3.121 5/14/12 2.338 -2,965 3,958 993 121,517  248,847 -27,330 221,517
  Buy Kospi 50 long Amorepacific Group 185.51 26.166   10/20/14 87.497 4,854        253,702 -32,184  
    MDAX short Ströer Media 612.34 7.927   8/06/12 7.080 4,854        258,556 -37,038  
    OMXS 30 long Electrolux 136.95 17.722   6/24/13 19.030 2,427        260,983 -39,465  
      Swedbank 176.01 13.789   6/24/13 16.871 2,427        263,409 -41,892  
7/30/12 Sell FTSE short Aviva 14.74 382.206 286.108 6/04/12 334.157 -4,925 4,217 -708 120,809  258,484 -37,675 220,809
    NZX 50 KMD Brands 6,209.50 0.992 0.916 5/21/12 0.954 -5,922 5,686 -236 120,573  252,562 -31,989 220,573
  Buy FTSE long Ashtead 14.15 333.248   8/24/15 1,199.890 4,715        257,277 -36,704  
8/06/12 Sell MDAX short Ströer Media 612.34 7.080 8.875 7/23/12 7.927 -4,854 5,435 581 121,154  252,423 -31,270 221,154
    FT 30 Man Group 57.44 106.958 99.561 5/14/12 103.259 -5,931 5,719 -212 120,941  246,492 -25,551 220,941
  Buy MDAX long Dürr 352.95 13.838   10/29/12 14.790 4,884        251,376 -30,435  
    FT 30 Ferguson 1.59 3,068.570   6/24/13 3,452.810 4,879        256,255 -35,314  
8/13/12 Sell France short Solocal 3.86 1,038.280 2,100.620 4/23/12 1,476.830 -5,701 8,108 2,408 123,349  250,555 -27,206 223,349
    Nordic 30 Nokia 2,245.00 2.220 2.595 5/07/12 2.400 -5,388 5,825 437 123,786  245,167 -21,381 223,786
    Topix (FRA) Mazda Motor 764.40 4.800 8.694 3/19/12 6.460 -4,938 6,646 1,708 125,494  240,229 -14,735 225,494
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France long Eurofins Scientific 508.74 10.355   4/22/13 15.325 5,268        245,497 -20,003  
    Nordic 30 Pandora 470.68 11.192   6/03/13 26.264 5,268        250,765 -25,271  
    Topix (FRA) Softbank 326.41 16.139   9/03/12 15.996 5,268        256,033 -30,539  
8/20/12 Sell HSI short China Unicom 4,981.91 1.370 1.008 5/21/12 1.189 -5,922 5,021 -901 124,593  250,111 -25,517 224,593
    IBEX 35 Sacyr 1,495.17 1.284 8.553 2/13/12 3.314 -4,955 12,789 7,834 132,427  245,156 -12,729 232,427
    OMXH 25 Outokumpu 526.85 6.980 19.345 4/09/12 11.620 -6,122 10,192 4,070 136,497  239,034 -2,537 236,497
    TSX 60 BlackBerry 585.52 5.638 18.115 4/16/12 10.106 -5,917 10,607 4,690 141,186  233,116 8,070 241,186
    PSI 20 Banco Comercial 8,808.08 0.452 0.960 4/02/12 0.659 -5,801 8,452 2,651 143,837  227,315 16,522 243,837
  Buy HSI long Galaxy Entertainment 2,766.65 2.352   4/22/13 3.135 6,508        233,823 10,014  
    IBEX 35 Grifols 579.00 11.240   11/05/12 13.025 6,508        240,331 3,506  
    OMXH 25 Huhtamäki 547.35 11.890   10/22/12 12.450 6,508        246,839 -3,002  
    TSX 60 Couche-Tard 973.52 6.685   4/22/13 7.405 6,508        253,347 -9,510  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,134.48 2.490 2.736 5/21/12 2.610 -2,961 3,104 143 143,980  250,386 -6,406 243,980
      Smurfit Kappa 533.51 6.550 4.550 5/21/12 5.550 -2,961 2,427 -534 143,447  247,425 -3,979 243,447
    MerVal YPF 424.25 14.446 12.421 4/23/12 13.433 -5,699 5,269 -430 143,017  241,726 1,291 243,017
  Buy ISEQ 20 long Kerry 81.25 37.580   6/17/13 42.250 3,053        244,780 -1,763  
      Smurfit Kappa 466.18 6.550   6/17/13 12.270 3,053        247,833 -4,816  
9/03/12 Sell S&P 100 long Biogen 39.77 116.954   1/09/12 90.342 -3,593 4,651 1,058 144,075  244,240 -165 244,075
    AEX short ArcelorMittal 158.07 35.565 42.177 4/09/12 38.730 -6,122 6,667 545 144,620  238,118 6,502 244,620
    OBX 25 REC Silicon 1,713.42 2.359 5.080 5/14/12 3.462 -5,931 8,704 2,773 147,393  232,187 15,206 247,393
    Athex LC Public Power 3,817.42 1.330 1.806 4/16/12 1.550 -5,917 6,896 979 148,372  226,270 22,101 248,372
    Topix (FRA) long Softbank 326.41 15.996   8/13/12 16.139 -5,268 5,221 -47 148,325  221,002 27,323 248,325
  Buy S&P 100 short HP 510.03 13.511   9/17/12 13.872 6,891        227,893 20,432  
    OBX 25 long Grieg Seafood 5,024.79 1.371   1/07/13 1.707 6,891        234,784 13,541  
    Athex LC Alpha Bank 102.85 67.000   3/25/13 37.850 6,891        241,675 6,650  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short Pampa Energía 40,993.46 0.168   9/10/12 0.164 6,891        248,566 -241  
    Topix (FRA) Kansai Electric Pwr 1,208.52 5.702   3/11/13 6.145 6,891        255,457 -7,132  
9/10/12 Sell Germany short SolarWorld 25.07 182.550 306.524 5/14/12 236.550 -5,930 7,685 1,754 150,079  249,527 552 250,079
    MerVal Pampa Energía 40,993.46 0.164 0.172 9/03/12 0.168 -6,891 7,063 172 150,251  242,636 7,615 250,251
    CAC Mid 60 Vallourec 4.29 1,453.800 1,311.000 5/14/12 1,382.400 -5,931 5,624 -306 149,945  236,706 13,240 249,945
    Indices Athex Large Cap 2.92 2,671.700 1,384.500 5/21/12 2,028.100 -5,922 4,043 -1,879 148,066  230,783 17,282 248,066
  Buy Germany long ADLER Real Estate 5,621.19 1.180   6/24/13 2.050 6,633        237,416 10,649  
    CAC Mid 60 Eurofins Scientific 603.00 11.000   4/22/13 15.325 6,633        244,049 4,016  
    Indices OMXC 20 99.89 66.404   6/17/13 70.001 6,633        250,683 -2,617  
9/17/12 Sell S&P 100 short HP 510.03 13.872 13.150 9/03/12 13.511 -6,891 6,707 -184 147,882  243,792 4,090 247,882
    HSI-Fin HK Exchgs & Clrg 522.28 11.718 10.994 5/14/12 11.356 -5,931 5,742 -189 147,692  237,861 9,832 247,692
    HSI-C&I Citic Pacific 4,999.16 0.959 1.464 5/21/12 1.185 -5,922 7,317 1,395 149,088  231,939 17,149 249,088
    DJTA long Delta Air Lines 559.67 7.031   7/02/12 8.780 -4,914 3,935 -979 148,109  227,025 21,084 248,109
  Buy S&P 100 Gilead Sciences 268.49 25.063   10/13/14 79.611 6,729        233,754 14,355  
    CAC 40 Credit Agricole 1,124.50 5.984   9/24/12 5.714 6,729        240,483 7,626  
    HSI-Fin Bank of China (HK) 2,819.26 2.387   5/13/13 2.748 6,729        247,212 897  
    HSI-C&I Galaxy Entertainment 2,768.00 2.431   4/08/13 3.018 6,729        253,941 -5,832  
    DJTA short Expeditors Wash 229.55 29.314   9/24/12 28.398 6,729        260,670 -12,561  
9/24/12 Sell CAC 40 long Credit Agricole 1,124.50 5.714   9/17/12 5.984 -6,729 6,425 -304 147,805  253,941 -6,135 247,805
    DJTA short Expeditors Wash 229.55 28.398 30.259 9/17/12 29.314 -6,729 6,946 217 148,022  247,212 811 248,022
  Buy   long Avis Budget 500.84 12.419   7/20/15 38.916 6,220        253,432 -5,409  
10/01/12 Buy CAC Next 20 short Hermes International 28.68 211.450   12/10/12 235.500 6,064        259,496 -11,474  
10/15/12 Buy AEX short KPN 1,630.72 3.626   2/02/15 2.756 5,913        265,409 -17,387  
    MerVal Pampa Energía 39,210.88 0.151   10/22/12 0.141 5,913        271,322 -23,300  
10/22/12 Sell BEL 20 long Galapagos 410.12 16.900   6/25/12 12.250 -5,024 6,931 1,907 149,929  266,298 -16,369 249,929
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Huhtamäki 547.35 12.450   8/20/12 11.890 -6,508 6,815 307 150,236  259,790 -9,554 250,236
    MerVal short Pampa Energía 39,210.88 0.141 0.161 10/15/12 0.151 -5,913 6,329 416 150,652  253,877 -3,226 250,652
    DJ Global Titans long Apple 284.35 17.386   5/28/12 16.307 -4,637 4,944 307 150,958  249,240 1,718 250,958
  Buy BEL 20 short Bekaert 292.68 21.580   11/12/12 21.290 6,316        255,556 -4,598  
    OMXH 25 Outokumpu 976.20 6.470   11/05/12 6.200 6,316        261,872 -10,914  
    DJ Global Titans Telefónica 601.52 10.500   10/29/12 10.070 6,316        268,188 -17,230  
10/29/12 Sell MDAX long Dürr 352.95 14.790   8/06/12 13.838 -4,884 5,220 336 151,295  263,304 -12,010 251,295
    SDAX short Klöckner 755.94 7.058 8.695 5/21/12 7.834 -5,922 6,573 651 151,946  257,382 -5,437 251,946
    DJ Global Titans Telefónica 601.52 10.070 10.948 10/22/12 10.500 -6,316 6,586 270 152,215  251,066 1,149 252,215
  Buy MDAX Ströer Media 955.35 6.630   1/14/13 6.901 6,334        257,400 -5,185  
    SDAX long ADLER Real Estate 4,008.86 1.580   11/26/12 1.285 6,334        263,734 -11,519  
    MerVal short Pampa Energía 43,743.09 0.145   12/24/12 0.147 6,334        270,068 -17,853  
    DJ Global Titans long Bank of America 879.28 7.204   12/16/13 11.075 6,334        276,402 -24,187  
11/05/12 Sell MIB short UnipolSai 493.96 0.935 28.146 6/27/11 5.130 -2,534 13,903 11,369 163,585  273,868 -10,284 263,585
    IBEX 35 long Grifols 579.00 13.025   8/20/12 11.240 -6,508 7,541 1,034 164,618  267,360 -2,742 264,618
    OMXH 25 short Outokumpu 976.20 6.200 6.752 10/22/12 6.470 -6,316 6,591 275 164,893  261,044 3,849 264,893
  Buy MIB long Azimut 722.06 9.304   8/04/14 18.460 6,718        267,762 -2,869  
    OMXH 25 Konecranes 266.06 25.250   11/12/12 24.380 6,718        274,480 -9,587  
11/12/12 Sell BEL 20 short Bekaert 292.68 21.290 21.874 10/22/12 21.580 -6,316 6,402 86 164,979  268,164 -3,185 264,979
    OMXH 25 long Konecranes 266.06 24.380   11/05/12 25.250 -6,718 6,487 -231 164,748  261,446 3,301 264,748
  Buy BEL 20 Galapagos 396.27 16.910   6/24/13 14.210 6,701        268,147 -3,399  
    OMXH 25 short Outokumpu 1,043.77 6.420   12/31/12 7.400 6,701        274,848 -10,100  
11/19/12 Sell SMI long Swiss Re 100.24 54.864   6/18/12 46.620 -4,673 5,500 826 165,574  270,175 -4,601 265,574
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.143 8.148 7/16/12 7.629 -4,807 5,134 327 165,901  265,368 533 265,901
  Buy PSI 20 Impresa 22,965.52 0.290   12/17/12 0.300 6,660        272,028 -6,127  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Julius Bär 254.97 26.121   12/17/12 27.324 6,660        278,688 -12,787  
    Nikkei (TYO) long Subaru 814.61 8.176   10/07/13 20.003 6,660        285,348 -19,447  
11/26/12 Sell SDAX long ADLER Real Estate 4,008.86 1.285   10/29/12 1.580 -6,334 5,151 -1,183 164,719  279,014 -14,295 264,719
    SLI short Lonza 165.17 36.099 32.909 4/23/12 34.504 -5,699 5,436 -263 164,455  273,315 -8,860 264,455
  Buy SDAX Deutz 1,965.85 3.250   12/10/12 3.138 6,389        279,704 -15,249  
    SLI long Swiss Life 61.30 104.219   6/24/13 120.698 6,389        286,093 -21,637  
12/10/12 Sell SSE 50 short China Unicom 9,731.23 0.413 0.620 6/04/12 0.506 -4,924 6,029 1,105 165,560  281,169 -15,609 265,560
    SDAX Deutz 1,965.85 3.138 3.366 11/26/12 3.250 -6,389 6,617 228 165,788  274,780 -8,992 265,788
    CAC Next 20 Hermes International 28.68 235.500 187.400 10/01/12 211.450 -6,064 5,375 -690 165,098  268,715 -3,617 265,098
  Buy SSE 50 long China Rwy Constr 9,129.89 0.716   4/29/13 0.634 6,537        275,252 -10,154  
    CAC 40 Societe Generale 226.86 28.815   1/14/13 34.140 6,537        281,789 -16,691  
    SDAX ADLER Real Estate 4,669.29 1.400   6/10/13 2.099 6,537        288,326 -23,228  
12/17/12 Sell PSI 20 short Impresa 22,965.52 0.300 0.280 11/19/12 0.290 -6,660 6,430 -230 164,868  281,666 -16,798 264,868
    SMI Julius Bär 254.97 27.324 24.917 11/19/12 26.121 -6,660 6,353 -307 164,561  275,006 -10,445 264,561
  Buy   long Richemont 105.99 59.929   10/14/13 74.199 6,352        281,358 -16,797  
12/24/12 Sell MerVal short Pampa Energía 43,743.09 0.147 0.143 10/29/12 0.145 -6,334 6,242 -92 164,470  275,024 -10,554 264,470
  Buy   long Gr Fin Galicia 9,100.95 0.697   5/27/13 0.697 6,347        281,371 -16,901  
12/31/12 Sell OMXH 25 short Outokumpu 1,043.77 7.400 5.440 11/12/12 6.420 -6,701 5,678 -1,023 163,447  274,670 -11,223 263,447
  Buy   long Orion 284.01 22.200   3/18/13 22.000 6,305        280,975 -17,528  
1/07/13 Sell OBX 25 long Grieg Seafood 5,024.79 1.707   9/03/12 1.371 -6,891 8,576 1,685 165,132  274,084 -8,953 265,132
    Nikkei (FRA) short Nippon Sheet Glass 328.04 9.100 8.980 5/14/12 9.040 -2,965 2,946 -20 165,112  271,119 -6,007 265,112
      Sharp 76.77 23.550 63.366 5/14/12 38.630 -2,966 4,865 1,899 167,011  268,153 -1,142 267,011
  Buy IBEX 35 long Mediaset Esp 1,166.78 5.696   2/04/13 5.150 6,646        274,799 -7,788  
    OBX 25 short REC Silicon 3,687.51 1.802   1/21/13 1.488 6,646        281,445 -14,434  
    Nikkei (FRA) long Subaru 335.66 9.900   1/14/13 9.907 3,323        284,768 -17,757  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Shinsei Bank 213.01 15.600   1/14/13 13.840 3,323        288,091 -21,080  
1/14/13 Sell CAC 40 long Societe Generale 226.86 34.140   12/10/12 28.815 -6,537 7,745 1,208 168,219  281,554 -13,335 268,219
    MDAX short Ströer Media 955.35 6.901 6.359 10/29/12 6.630 -6,334 6,075 -259 167,960  275,220 -7,260 267,960
    Nikkei (FRA) long Subaru 335.66 9.907   1/07/13 9.900 -3,323 3,325 2 167,962  271,897 -3,935 267,962
      Shinsei Bank 213.01 13.840   1/07/13 15.600 -3,323 2,948 -375 167,587  268,574 -987 267,587
  Buy CAC 40 short Engie 431.95 15.430   1/28/13 15.390 6,665        275,239 -7,652  
    Nikkei (FRA) Screen 171.03 19.485   2/11/13 16.805 3,333        278,572 -10,984  
1/21/13 Sell OBX 25 short REC Silicon 3,687.51 1.488 2.182 1/07/13 1.802 -6,646 8,048 1,402 168,989  271,926 -2,936 268,989
  Buy   long Grieg Seafood 3,830.34 1.736   1/28/13 1.688 6,651        278,577 -9,587  
1/28/13 Sell CAC 40 short Engie 431.95 15.390 15.470 1/14/13 15.430 -6,665 6,682 17 169,006  271,912 -2,905 269,006
    OBX 25 long Grieg Seafood 3,830.34 1.688   1/21/13 1.736 -6,651 6,466 -185 168,821  265,261 3,561 268,821
  Buy CAC 40 Credit Agricole 877.22 7.762   2/11/13 7.414 6,809        272,070 -3,248  
    OBX 25 short REC Silicon 4,401.99 1.547   2/25/13 1.312 6,809        278,879 -10,057  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,166.78 5.150   1/07/13 5.696 -6,646 6,009 -637 168,184  272,233 -4,048 268,184
2/11/13 Sell CAC 40 long Credit Agricole 877.22 7.414   1/28/13 7.762 -6,809 6,504 -305 167,879  265,424 2,455 267,879
    Nikkei (FRA) short Screen 171.03 16.805 22.592 1/14/13 19.485 -3,333 3,864 531 168,411  262,091 6,319 268,411
    GCX REC Silicon 1,638.26 1.027 11.783 4/23/12 3.479 -5,699 19,304 13,605 182,015  256,392 25,623 282,015
  Buy CAC 40 Orange 975.52 7.883   2/25/13 7.479 7,690        264,082 17,933  
    ÖkoDAX (deprecated) long PNE Wind 2,756.27 2.790   4/29/13 2.700 7,690        271,772 10,243  
    Nikkei (FRA) Subaru 356.02 10.800   8/26/13 18.441 3,845        275,617 6,398  
      Mazda Motor 308.96 12.445   8/26/13 15.485 3,845        279,462 2,553  
    GCX SunPower 1,088.82 7.063   11/25/13 21.795 7,690        287,152 -5,137  
2/18/13 Buy GEX long MBB 374.11 18.500   4/22/13 17.650 6,921        294,073 -12,058  
2/25/13 Sell CAC 40 short Orange 975.52 7.479 8.309 2/11/13 7.883 -7,690 8,105 415 182,431  286,383 -3,952 282,431
    OBX 25 REC Silicon 4,401.99 1.312 1.824 1/28/13 1.547 -6,809 8,031 1,222 183,652  279,574 4,078 283,652
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 long Credit Agricole 962.27 7.475   4/22/13 6.300 7,193        286,767 -3,115  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        293,960 -10,308  
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,208.52 6.145 5.259 9/03/12 5.702 -6,891 6,356 -535 183,117  287,069 -3,952 283,117
  Buy   long Mazda Motor 564.87 12.355   4/01/13 11.250 6,979        294,048 -10,931  
3/18/13 Sell OMXH 25 long Orion 284.01 22.000   12/31/12 22.200 -6,305 6,248 -57 183,060  287,743 -4,683 283,060
  Buy   short Outokumpu 1,260.69 5.520   9/16/13 4.600 6,959        294,702 -11,642  
3/25/13 Sell Athex LC long Alpha Bank 102.85 37.850   9/03/12 67.000 -6,891 3,893 -2,998 180,062  287,811 -7,749 280,062
  Buy   short Eurobank Ergasias 26.18 260.000   9/30/13 50.000 6,807        294,618 -14,556  
4/01/13 Sell Topix (FRA) long Mazda Motor 564.87 11.250   3/11/13 12.355 -6,979 6,355 -624 179,438  287,639 -8,201 279,438
  Buy   short Nidec 619.04 10.953   4/15/13 10.948 6,780        294,419 -14,981  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,768.00 3.018   9/17/12 2.431 -6,729 8,355 1,626 181,064  287,690 -6,626 281,064
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 180,767  280,497 271 280,767
    Topix (FRA) short Nidec 619.04 10.948 10.957 4/01/13 10.953 -6,780 6,783 3 180,770  273,717 7,053 280,770
  Buy OBX 25 Frontline 970.61 7.413   10/21/13 8.829 7,195        280,912 -142  
    Topix (FRA) long Mazda Motor 614.69 11.705   6/03/13 14.600 7,195        288,107 -7,337  
4/22/13 Sell France long Eurofins Scientific 508.74 15.325   8/13/12 10.355 -5,268 7,796 2,528 183,299  282,839 460 283,299
    HSI Galaxy Entertainment 2,766.65 3.135   8/20/12 2.352 -6,508 8,673 2,165 185,463  276,331 9,132 285,463
    CAC 40 Credit Agricole 962.27 6.300   2/25/13 7.475 -7,193 6,062 -1,131 184,333  269,138 15,195 284,333
    TSX 60 Couche-Tard 973.52 7.405   8/20/12 6.685 -6,508 7,209 701 185,033  262,630 22,403 285,033
    CAC Mid 60 Eurofins Scientific 603.00 15.325   9/10/12 11.000 -6,633 9,241 2,608 187,641  255,997 31,644 287,641
    GEX MBB 374.11 17.650   2/18/13 18.500 -6,921 6,603 -318 187,323  249,076 38,247 287,323
  Buy France short ArcelorMittal 309.63 26.286   5/06/13 29.061 8,139        257,215 30,109  
    HSI China Shenhua HK 3,199.04 2.544   9/16/13 2.475 8,139        265,354 21,970  
    CAC 40 ArcelorMittal 309.63 26.286   8/05/13 28.620 8,139        273,493 13,831  
    TSX 60 Barrick Gold 562.72 14.464   9/30/13 13.729 8,139        281,632 5,692  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 CGG 16.35 497.920   4/29/13 532.320 8,141        289,773 -2,449  
    GEX YOC 1,612.00 5.049   9/23/13 2.219 8,139        297,912 -10,588  
4/29/13 Sell SSE 50 long China Rwy Constr 9,129.89 0.634   12/10/12 0.716 -6,537 5,791 -746 186,577  291,375 -4,797 286,577
    ÖkoDAX (deprecated) PNE Wind 2,756.27 2.700   2/11/13 2.790 -7,690 7,442 -248 186,329  283,685 2,645 286,329
    CAC Mid 60 short CGG 16.35 532.320 463.520 4/22/13 497.920 -8,141 7,579 -562 185,767  275,544 10,223 285,767
  Buy SSE 50 China Northern Rare 3,259.47 2.270   5/06/13 2.286 7,399        282,943 2,824  
    ÖkoDAX (deprecated) SolarWorld 69.77 106.050   4/13/15 14.550 7,399        290,342 -4,575  
5/06/13 Sell France short ArcelorMittal 309.63 29.061 23.511 4/22/13 26.286 -8,139 7,280 -859 184,908  282,203 2,705 284,908
    SSE 50 China Northern Rare 3,259.47 2.286 2.254 4/29/13 2.270 -7,399 7,347 -52 184,855  274,804 10,051 284,855
  Buy   long China Minsheng Bk 7,010.94 1.052   5/13/13 1.064 7,372        282,176 2,679  
5/13/13 Sell   long China Minsheng Bk 7,010.94 1.064   5/06/13 1.052 -7,372 7,461 89 184,944  274,804 10,140 284,944
    HSI-Fin Bank of China (HK) 2,819.26 2.748   9/17/12 2.387 -6,729 7,746 1,017 185,961  268,075 17,886 285,961
  Buy SSE 50 short China Northern Rare 3,207.91 2.368   11/04/13 2.137 7,596        275,671 10,290  
    HSI-Fin Ping An 2,535.38 2.996   10/14/13 2.804 7,596        283,267 2,694  
5/27/13 Sell MerVal long Gr Fin Galicia 9,100.95 0.697   12/24/12 0.697 -6,347 6,341 -6 185,955  276,920 9,035 285,955
  Buy   short Pampa Energía 45,294.84 0.163   6/10/13 0.158 7,374        284,294 1,661  
6/03/13 Sell Nordic 30 long Pandora 470.68 26.264   8/13/12 11.192 -5,268 12,362 7,094 193,049  279,026 14,023 293,049
    Topix (FRA) Mazda Motor 614.69 14.600   4/15/13 11.705 -7,195 8,974 1,780 194,829  271,831 22,997 294,829
  Buy Nordic 30 short Equinor 458.18 17.340   7/29/13 16.264 7,945        279,776 15,052  
    Topix (FRA) Inpex 998.99 7.953   11/18/13 8.519 7,945        287,721 7,107  
6/10/13 Sell SDAX long ADLER Real Estate 4,669.29 2.099   12/10/12 1.400 -6,537 9,801 3,264 198,092  281,184 16,908 298,092
    HSI-Prop China Ov Land & Inv 1,406.55 2.124   1/16/12 1.541 -2,167 2,987 820 198,912  279,017 19,896 298,912
      China Res Land 1,533.86 2.183   1/16/12 1.413 -2,168 3,348 1,180 200,092  276,849 23,243 300,092
    MerVal short Pampa Energía 45,294.84 0.158 0.168 5/27/13 0.163 -7,374 7,591 217 200,310  269,475 30,835 300,310
    STI long ThaiBev 23,157.40 0.382   7/02/12 0.212 -4,914 8,837 3,923 204,233  264,561 39,672 304,233
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France short ArcelorMittal 304.96 28.191   7/08/13 26.415 8,597        273,158 31,074  
    SDAX Hypoport 1,149.33 7.480   9/30/13 8.120 8,597        281,755 22,477  
    HSI-Prop Hang Lung 1,673.74 2.568   11/18/13 2.531 4,299        286,054 18,179  
      Sino Land 3,994.52 1.076   11/18/13 1.043 4,299        290,352 13,880  
    MerVal long Telecom Argentina 2,269.66 3.788   6/17/13 3.268 8,597        298,949 5,283  
    CAC Mid 60 short CGG 15.32 561.120   8/05/13 575.840 8,596        307,546 -3,313  
6/17/13 Sell ISEQ 20 long Kerry 81.25 42.250   8/27/12 37.580 -3,053 3,433 379 204,612  304,492 120 304,612
      Smurfit Kappa 466.18 12.270   8/27/12 6.550 -3,053 5,720 2,667 207,279  301,439 5,840 307,279
    MerVal Telecom Argentina 2,269.66 3.268   6/10/13 3.788 -8,597 7,417 -1,180 206,099  292,842 13,257 306,099
    Indices OMXC 20 99.89 70.001   9/10/12 66.404 -6,633 6,992 359 206,458  286,209 20,250 306,458
  Buy ISEQ 20 short C&C Group 964.68 4.233   7/29/13 4.100 4,083        290,292 16,166  
      CRH 261.24 15.631   7/29/13 15.994 4,083        294,376 12,083  
    PSI 20 long Teixeira Duarte 15,124.07 0.540   6/24/13 0.570 8,167        302,543 3,916  
    MerVal short Comercial del Plata 116,173.54 0.070   8/12/13 0.067 8,167        310,710 -4,251  
6/24/13 Sell Germany long ADLER Real Estate 5,621.19 2.050   9/10/12 1.180 -6,633 11,523 4,890 211,349  304,077 7,272 311,349
    BEL 20 Galapagos 396.27 14.210   11/12/12 16.910 -6,701 5,631 -1,070 210,279  297,376 12,903 310,279
    PSI 20 Teixeira Duarte 15,124.07 0.570   6/17/13 0.540 -8,167 8,621 454 210,733  289,209 21,524 310,733
    OMXC 20 Genmab 567.61 22.604   7/16/12 8.469 -4,807 12,830 8,023 218,756  284,402 34,354 318,756
    OMXS 30 Electrolux 136.95 19.030   7/23/12 17.722 -2,427 2,606 179 218,935  281,975 36,960 318,935
      Swedbank 176.01 16.871   7/23/12 13.789 -2,427 2,969 543 219,478  279,548 39,930 319,478
    FT 30 Ferguson 1.59 3,452.810   8/06/12 3,068.570 -4,879 5,490 611 220,089  274,669 45,420 320,089
    SLI Swiss Life 61.30 120.698   11/26/12 104.219 -6,389 7,399 1,010 221,099  268,280 52,819 321,099
  Buy Germany short SolarWorld 101.65 91.950   7/29/13 77.250 9,347        277,627 43,472  
    MDAX Salzgitter 367.92 25.405   7/01/13 25.340 9,347        286,974 34,125  
    BEL 20 Aperam 1,123.44 8.320   7/15/13 8.461 9,347        296,321 24,778  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 FLSmidth 266.81 35.032   7/01/13 34.376 9,347        305,668 15,431  
    OMXS 30 Boliden 489.41 9.549   7/08/13 9.256 4,673        310,341 10,757  
      Tele2 532.40 8.778   7/08/13 9.227 4,673        315,015 6,084  
    FT 30 Man Group 98.13 95.252   7/01/13 100.211 9,347        324,362 -3,263  
    SLI Kühne & Nagel 115.19 81.145   7/08/13 90.725 9,347        333,709 -12,610  
    BAX SFC Energy 1,967.79 4.750   7/01/13 4.650 9,347        343,056 -21,957  
7/01/13 Sell MDAX short Salzgitter 367.92 25.340 25.470 6/24/13 25.405 -9,347 9,371 24 221,123  333,709 -12,586 321,123
    OMXC 20 FLSmidth 266.81 34.376 35.701 6/24/13 35.032 -9,347 9,525 178 221,301  324,362 -3,061 321,301
    FT 30 Man Group 98.13 100.211 90.294 6/24/13 95.252 -9,347 8,861 -487 220,815  315,015 5,800 320,815
    BAX SFC Energy 1,967.79 4.650 4.852 6/24/13 4.750 -9,347 9,548 201 221,016  305,668 15,348 321,016
  Buy MDAX long Dürr 350.41 23.998   7/28/14 30.355 8,409        314,077 6,939  
    OMXC 20 Vestas Wind Systems 3,895.76 2.159   9/01/14 6.373 8,409        322,486 -1,470  
    FT 30 Lloyds Bank 112.31 74.871   9/09/13 90.907 8,409        330,895 -9,879  
    BAX Morphosys 190.49 44.145   4/14/14 58.270 8,409        339,304 -18,288  
7/08/13 Sell France short ArcelorMittal 304.96 26.415 30.086 6/10/13 28.191 -8,597 9,175 578 221,594  330,707 -9,113 321,594
    OMXS 30 Boliden 489.41 9.256 9.852 6/24/13 9.549 -4,673 4,822 148 221,742  326,033 -4,291 321,742
      Tele2 532.40 9.227 8.329 6/24/13 8.778 -4,673 4,434 -239 221,503  321,360 143 321,503
    SLI Kühne & Nagel 115.19 90.725 71.565 6/24/13 81.145 -9,347 8,244 -1,104 220,399  312,013 8,387 320,399
  Buy OMXS 30 long Nokia 1,290.02 3.186   10/13/14 6.407 4,109        316,122 4,277  
      Kinnevik 187.93 21.868   10/13/14 22.475 4,110        320,232 168  
    SLI Lonza 136.53 60.201   8/12/13 56.494 8,219        328,451 -8,052  
7/15/13 Sell BEL 20 short Aperam 1,123.44 8.461 8.179 6/24/13 8.320 -9,347 9,189 -158 220,241  319,104 1,137 320,241
  Buy   long KBC 256.27 31.350   10/13/14 40.740 8,034        327,138 -6,897  
7/29/13 Sell Germany short SolarWorld 101.65 77.250 109.447 6/24/13 91.950 -9,347 11,125 1,779 222,020  317,791 4,228 322,020
    ATX long Österreichische Post 194.05 31.600   6/25/12 25.890 -5,024 6,132 1,108 223,128  312,767 10,360 323,128
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 short C&C Group 964.68 4.100 4.370 6/17/13 4.233 -4,083 4,216 132 223,260  308,684 14,576 323,260
      CRH 261.24 15.994 15.268 6/17/13 15.631 -4,083 3,989 -95 223,165  304,600 18,565 323,165
    Nordic 30 Equinor 458.18 16.264 18.488 6/03/13 17.340 -7,945 8,471 526 223,691  296,655 27,036 323,691
  Buy ATX Raiffeisen Bank Int 379.81 23.085   10/21/13 25.350 8,768        305,423 18,268  
    ISEQ 20 long FBD 281.03 15.600   8/05/13 16.650 4,384        309,807 13,884  
      Smurfit Kappa 306.57 14.300   8/05/13 15.150 4,384        314,191 9,500  
    Nordic 30 Pandora 305.30 28.719   4/28/14 46.257 8,768        322,959 732  
8/05/13 Sell CAC 40 short ArcelorMittal 309.63 28.620 23.952 4/22/13 26.286 -8,139 7,416 -723 222,969  314,820 8,148 322,969
    ISEQ 20 long FBD 281.03 16.650   7/29/13 15.600 -4,384 4,679 295 223,264  310,436 12,827 323,264
      Smurfit Kappa 306.57 15.150   7/29/13 14.300 -4,384 4,645 261 223,524  306,052 17,472 323,524
    CAC Mid 60 short CGG 15.32 575.840 546.400 6/10/13 561.120 -8,596 8,371 -226 223,299  297,456 25,843 323,299
  Buy ISEQ 20 C&C Group 1,053.85 4.141   9/09/13 4.285 4,364        301,820 21,479  
      Flutter 71.54 61.000   9/09/13 61.200 4,364        306,184 17,115  
8/12/13 Sell MerVal short Comercial del Plata 116,173.54 0.067 0.074 6/17/13 0.070 -8,167 8,574 407 223,705  298,017 25,688 323,705
    SLI long Lonza 136.53 56.494   7/08/13 60.201 -8,219 7,713 -506 223,199  289,798 33,402 323,199
  Buy MerVal Telecom Argentina 2,114.86 4.215   2/10/14 2.998 8,915        298,713 24,487  
    Indices Merval 17.78 501.316   8/04/14 750.468 8,913        307,626 15,573  
8/26/13 Sell Nikkei (FRA) long Subaru 356.02 18.441   2/11/13 10.800 -3,845 6,565 2,720 225,920  303,781 22,139 325,920
      Mazda Motor 308.96 15.485   2/11/13 12.445 -3,845 4,784 939 226,859  299,936 26,923 326,859
  Buy PSI 20 Teixeira Duarte 13,200.00 0.670   9/02/13 0.650 8,844        308,780 18,079  
    Nikkei (FRA) short Nikon 336.27 13.150   9/09/13 12.596 4,422        313,202 13,657  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,200.00 0.650   8/26/13 0.670 -8,844 8,580 -264 226,595  304,358 22,237 326,595
9/09/13 Sell ISEQ 20 short C&C Group 1,053.85 4.285 3.997 8/05/13 4.141 -4,364 4,212 -152 226,443  299,994 26,449 326,443
      Flutter 71.54 61.200 60.800 8/05/13 61.000 -4,364 4,350 -14 226,429  295,630 30,799 326,429
    FT 30 long Lloyds Bank 112.31 90.907   7/01/13 74.871 -8,409 10,210 1,801 228,230  287,221 41,009 328,230
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Nikon 336.27 12.596 13.728 8/26/13 13.150 -4,422 4,616 195 228,424  282,799 45,625 328,424
  Buy IBEX 35 long Siemens Gamesa 1,738.10 5.380   12/16/13 7.030 9,351        292,150 36,274  
    ISEQ 20 Bank of Ireland 660.38 7.080   10/14/13 6.960 4,675        296,826 31,599  
      Smurfit Kappa 293.13 15.950   10/14/13 17.020 4,675        301,501 26,923  
    PSI 20 Impresa 13,751.47 0.680   9/16/13 0.670 9,351        310,852 17,572  
    FT 30 short Man Group 88.69 105.435   10/14/13 92.741 9,351        320,203 8,221  
    Nikkei (FRA) long Furukawa Co 279.47 16.730   9/30/13 17.160 4,676        324,879 3,546  
      Tokyo Electric Power 1,195.78 3.910   9/30/13 4.520 4,676        329,554 -1,130  
9/16/13 Sell HSI short China Shenhua HK 3,199.04 2.475 2.615 4/22/13 2.544 -8,139 8,366 227 228,651  321,415 7,236 328,651
    OMXH 25 Outokumpu 1,260.69 4.600 6.624 3/18/13 5.520 -6,959 8,351 1,392 230,043  314,456 15,587 330,043
    PSI 20 long Impresa 13,751.47 0.670   9/09/13 0.680 -9,351 9,213 -138 229,905  305,105 24,800 329,905
  Buy HSI Galaxy Entertainment 1,656.89 5.352   12/23/13 6.370 8,867        313,972 15,933  
    OMXH 25 Nokia 1,878.60 4.720   10/21/13 5.265 8,867        322,839 7,066  
9/23/13 Sell GEX short YOC 1,612.00 2.219 11.488 4/22/13 5.049 -8,139 18,519 10,380 240,285  314,700 25,585 340,285
  Buy PSI 20 long Teixeira Duarte 13,857.58 0.660   12/09/13 0.920 9,146        323,846 16,439  
    GEX Manz 170.73 53.570   4/14/14 65.730 9,146        332,992 7,293  
9/30/13 Sell SDAX short Hypoport 1,149.33 8.120 6.840 6/10/13 7.480 -8,597 7,861 -736 239,550  324,395 15,155 339,550
    TSX 60 Barrick Gold 562.72 13.729 15.238 4/22/13 14.464 -8,139 8,574 435 239,985  316,256 23,729 339,985
    Athex LC Eurobank Ergasias 26.18 50.000 1,352.000 3/25/13 260.000 -6,807 35,395 28,589 268,574  309,449 59,124 368,574
    Nikkei (FRA) long Furukawa Co 279.47 17.160   9/09/13 16.730 -4,676 4,796 120 268,694  304,774 63,920 368,694
      Tokyo Electric Power 1,195.78 4.520   9/09/13 3.910 -4,676 5,405 729 269,423  300,098 69,325 369,423
  Buy SDAX ADLER Real Estate 3,717.97 2.950   10/14/13 3.079 10,968        311,066 58,357  
    HSI-C&I Galaxy Entertainment 2,119.79 5.174   2/03/14 7.265 10,968        322,034 47,389  
    TSX 60 Bausch Health 142.67 76.879   9/29/14 102.197 10,968        333,003 36,421  
    Athex LC Aegean Airlines 2,611.43 4.200   1/27/14 7.210 10,968        343,971 25,453  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Nikon 419.27 13.080   11/04/13 13.433 5,484        349,455 19,969  
    CAC Next 20 SES 518.58 21.150   10/07/13 21.020 10,968        360,423 9,001  
10/07/13 Sell   short SES 518.58 21.020 21.281 9/30/13 21.150 -10,968 11,036 68 269,491  349,455 20,036 369,491
    Nikkei (TYO) long Subaru 814.61 20.003   11/19/12 8.176 -6,660 16,295 9,635 279,126  342,795 36,331 379,126
  Buy CAC Next 20 EDF 437.12 23.760   10/28/13 25.570 10,386        353,181 25,945  
    Nikkei (TYO) short Nikon 821.00 12.650   10/14/13 13.191 10,386        363,567 15,559  
10/14/13 Sell SDAX long ADLER Real Estate 3,717.97 3.079   9/30/13 2.950 -10,968 11,448 480 279,606  352,599 27,007 379,606
    HSI-Fin short Ping An 2,535.38 2.804 3.201 5/13/13 2.996 -7,596 8,116 520 280,126  345,003 35,123 380,126
    ISEQ 20 long Bank of Ireland 660.38 6.960   9/09/13 7.080 -4,675 4,596 -79 280,046  340,327 39,719 380,046
      Smurfit Kappa 293.13 17.020   9/09/13 15.950 -4,675 4,989 314 280,360  335,652 44,708 380,360
    FT 30 short Man Group 88.69 92.741 119.865 9/09/13 105.435 -9,351 10,631 1,280 281,640  326,301 55,339 381,640
    SMI long Richemont 105.99 74.199   12/17/12 59.929 -6,352 7,864 1,512 283,152  319,949 63,203 383,152
    Nikkei (TYO) short Nikon 821.00 13.191 12.110 10/07/13 12.650 -10,386 9,942 -444 282,708  309,563 73,145 382,708
  Buy HSI-Fin long AIA 3,107.46 3.667   1/06/14 3.604 11,396        320,959 61,749  
    ISEQ 20 short C&C Group 1,356.67 4.200   10/28/13 4.008 5,698        326,657 56,051  
      Flutter 100.04 56.960   10/28/13 56.500 5,698        332,355 50,353  
    FT 30 long ITV 52.30 217.888   12/02/13 228.772 11,396        343,751 38,958  
    Nikkei (TYO) Tokyo Electric Power 2,919.43 3.904   11/04/13 3.961 11,396        355,147 27,562  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.81 25.350 20.820 7/29/13 23.085 -8,768 7,908 -860 281,848  346,379 35,469 381,848
    OMXH 25 long Nokia 1,878.60 5.265   9/16/13 4.720 -8,867 9,891 1,024 282,872  337,512 45,360 382,872
    OBX 25 short Frontline 970.61 8.829 5.997 4/15/13 7.413 -7,195 5,821 -1,374 281,498  330,317 51,181 381,498
  Buy ATX long Wienerberger 827.86 13.065   8/11/14 11.525 10,816        341,133 40,365  
    SDAX ADLER Real Estate 3,617.39 2.990   3/31/14 5.100 10,816        351,949 29,549  
    OMXH 25 short YIT 1,087.04 9.950   10/28/13 10.035 10,816        362,765 18,733  
    OBX 25 long REC Silicon 3,052.00 3.544   12/16/13 2.538 10,816        373,581 7,917  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/28/13 Sell ISEQ 20 short C&C Group 1,356.67 4.008 4.401 10/14/13 4.200 -5,698 5,971 273 281,771  367,883 13,888 381,771
      Flutter 100.04 56.500 57.424 10/14/13 56.960 -5,698 5,745 46 281,817  362,184 19,632 381,817
    OMXH 25 YIT 1,087.04 10.035 9.865 10/21/13 9.950 -10,816 10,724 -92 281,725  351,368 30,356 381,725
    CAC Next 20 long EDF 437.12 25.570   10/07/13 23.760 -10,386 11,177 791 282,516  340,982 41,533 382,516
  Buy ISEQ 20 Bank of Ireland 690.17 7.680   11/25/13 8.040 5,301        346,283 36,233  
      Smurfit Kappa 307.99 17.210   11/25/13 17.550 5,301        351,583 30,932  
    OMXH 25 Nokia 2,137.30 4.960   11/11/13 5.770 10,601        362,185 20,331  
    CAC Next 20 short STMicroelectronics 1,895.40 5.593   11/11/13 5.653 10,601        372,785 9,730  
11/04/13 Sell SSE 50 short China Northern Rare 3,207.91 2.137 2.623 5/13/13 2.368 -7,596 8,416 820 283,335  365,189 18,146 383,335
    Nikkei (FRA) Nikon 419.27 13.433 12.727 9/30/13 13.080 -5,484 5,336 -148 283,187  359,705 23,482 383,187
    Nikkei (TYO) long Tokyo Electric Power 2,919.43 3.961   10/14/13 3.904 -11,396 11,564 168 283,356  348,309 35,046 383,356
  Buy SSE 50 Shanghai Oriental 2,378.62 4.398   12/23/13 4.388 10,460        358,769 24,586  
    Nikkei (FRA) Softbank 183.19 28.550   12/16/13 30.884 5,230        363,999 19,356  
      Tokyo Electric Power 1,319.37 3.964   12/16/13 3.730 5,230        369,229 14,126  
    Nikkei (TYO) short Nikon 778.48 13.437   11/18/13 13.220 10,460        379,689 3,666  
11/11/13 Sell OMXH 25 long Nokia 2,137.30 5.770   10/28/13 4.960 -10,601 12,332 1,731 285,087  369,088 15,998 385,087
    CAC Next 20 short STMicroelectronics 1,895.40 5.653 5.533 10/28/13 5.593 -10,601 10,487 -114 284,973  358,488 26,486 384,973
  Buy OMXH 25 Outokumpu 2,938.86 3.500   12/02/13 3.690 10,286        368,774 16,200  
    CAC Next 20 long EDF 397.45 25.880   12/09/13 26.640 10,286        379,060 5,914  
11/18/13 Sell HSI-Prop short Hang Lung 1,673.74 2.531 2.606 6/10/13 2.568 -4,299 4,362 64 285,037  374,761 10,276 385,037
      Sino Land 3,994.52 1.043 1.110 6/10/13 1.076 -4,299 4,436 137 285,174  370,463 14,711 385,174
    Topix (FRA) Inpex 998.99 8.519 7.387 6/03/13 7.953 -7,945 7,380 -565 284,608  362,518 22,091 384,608
    Nikkei (TYO) Nikon 778.48 13.220 13.657 11/04/13 13.437 -10,460 10,632 172 284,780  352,058 32,722 384,780
  Buy HSI-Prop long CK Hutchison 440.31 11.852   2/10/14 10.645 5,219        357,276 27,504  
      China Ov Land & Inv 2,248.67 2.321   2/10/14 1.876 5,218        362,495 22,285  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Softbank 364.37 28.644   11/25/13 31.950 10,437        372,932 11,848  
    Nikkei (TYO) MinebeaMitsumi 2,078.55 5.021   3/03/14 6.187 10,437        383,369 1,411  
11/25/13 Sell ISEQ 20 long Bank of Ireland 690.17 8.040   10/28/13 7.680 -5,301 5,549 248 285,028  378,068 6,960 385,028
      Smurfit Kappa 307.99 17.550   10/28/13 17.210 -5,301 5,405 105 285,133  372,768 12,366 385,133
    Topix (FRA) Softbank 364.37 31.950   11/18/13 28.644 -10,437 11,641 1,204 286,338  362,331 24,007 386,338
    GCX SunPower 1,088.82 21.795   2/11/13 7.063 -7,690 23,731 16,041 302,378  354,641 47,738 402,378
  Buy ISEQ 20 short Flutter 100.34 56.070   12/02/13 56.450 5,626        360,267 42,111  
      Ryanair 964.68 5.832   12/02/13 6.109 5,626        365,893 36,485  
    Topix (FRA) Komatsu 719.30 15.643   6/09/14 16.815 11,252        377,145 25,233  
    GCX Aurubis 265.53 42.375   1/06/14 43.845 11,252        388,396 13,982  
12/02/13 Sell ISEQ 20 short Flutter 100.34 56.450 55.690 11/25/13 56.070 -5,626 5,588 -38 302,340  382,770 19,570 402,340
      Ryanair 964.68 6.109 5.555 11/25/13 5.832 -5,626 5,359 -267 302,073  377,144 24,928 402,073
    OMXH 25 Outokumpu 2,938.86 3.690 3.310 11/11/13 3.500 -10,286 9,728 -558 301,514  366,858 34,656 401,514
    FT 30 long ITV 52.30 228.772   10/14/13 217.888 -11,396 11,965 569 302,084  355,463 46,621 402,084
  Buy ISEQ 20 Bank of Ireland 672.48 8.340   4/14/14 8.250 5,608        361,071 41,012  
      Smurfit Kappa 325.32 17.240   4/14/14 17.010 5,609        366,680 35,404  
    OMXH 25 Nokia 1,898.29 5.909   12/09/13 5.850 11,217        377,897 24,187  
12/09/13 Sell   long Nokia 1,898.29 5.850   12/02/13 5.909 -11,217 11,105 -112 301,972  366,680 35,292 401,972
    PSI 20 Teixeira Duarte 13,857.58 0.920   9/23/13 0.660 -9,146 12,749 3,603 305,575  357,534 48,041 405,575
    CAC Next 20 EDF 397.45 26.640   11/11/13 25.880 -10,286 10,588 302 305,877  347,248 58,629 405,877
  Buy OMXH 25 short Metso Outotec 1,733.91 6.697   5/12/14 8.620 11,612        358,860 47,017  
    CAC Next 20 STMicroelectronics 2,130.64 5.450   1/13/14 5.763 11,612        370,472 35,405  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,738.10 7.030   9/09/13 5.380 -9,351 12,219 2,868 308,744  361,121 47,624 408,744
    OBX 25 REC Silicon 3,052.00 2.538   10/21/13 3.544 -10,816 7,745 -3,071 305,673  350,305 55,368 405,673
    Nikkei (FRA) Softbank 183.19 30.884   11/04/13 28.550 -5,230 5,658 428 306,101  345,075 61,026 406,101
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Tokyo Electric Power 1,319.37 3.730   11/04/13 3.964 -5,230 4,921 -309 305,792  339,845 65,947 405,792
    DJ Global Titans Bank of America 879.28 11.075   10/29/12 7.204 -6,334 9,738 3,404 309,196  333,511 75,685 409,196
  Buy IBEX 35 short Acciona 304.88 39.760   1/20/14 48.255 12,122        345,633 63,563  
    OBX 25 TGS-NOPEC 714.23 16.972   12/23/13 17.469 12,122        357,755 51,441  
    Nikkei (FRA) Nitto Denko 209.14 28.981   12/30/13 30.258 6,061        363,816 45,380  
      Pacific Metals 243.81 24.860   12/30/13 26.180 6,061        369,877 39,319  
    CAC Mid 60 Adocia 2,122.94 5.710   12/23/13 5.660 12,122        381,999 27,197  
    DJ Global Titans IBM 93.79 129.242   12/23/13 133.044 12,122        394,121 15,075  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,378.62 4.388   11/04/13 4.398 -10,460 10,438 -22 309,174  383,661 25,513 409,174
    HSI Galaxy Entertainment 1,656.89 6.370   9/16/13 5.352 -8,867 10,555 1,688 310,861  374,794 36,067 410,861
    OBX 25 short TGS-NOPEC 714.23 17.469 16.475 12/16/13 16.972 -12,122 11,767 -355 310,506  362,672 47,834 410,506
    CAC Mid 60 Adocia 2,122.94 5.660 5.760 12/16/13 5.710 -12,122 12,229 107 310,613  350,550 60,063 410,613
    DJ Global Titans IBM 93.79 133.044 125.440 12/16/13 129.242 -12,122 11,765 -357 310,256  338,428 71,828 410,256
  Buy SSE 50 Poly Developments 18,810.68 0.641   6/02/14 0.591 12,052        350,480 59,776  
    PSI 20 long Impresa 11,056.88 1.090   5/12/14 1.759 12,052        362,532 47,724  
    OBX 25 DNO International 4,146.71 2.906   2/17/14 2.830 12,052        374,584 35,672  
    FT 30 Int Cons Airlines 25.56 471.516   1/27/14 485.635 12,052        386,636 23,620  
    DJ Global Titans Alphabet A 590.32 20.416   10/27/14 21.652 12,052        398,688 11,568  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 209.14 30.258 27.704 12/16/13 28.981 -6,061 5,794 -267 309,989  392,627 17,363 409,989
      Pacific Metals 243.81 26.180 23.540 12/16/13 24.860 -6,061 5,739 -322 309,668  386,566 23,102 409,668
  Buy   long MinebeaMitsumi 1,025.89 5.273   2/10/14 6.030 5,410        391,975 17,692  
      Softbank 171.05 31.625   2/10/14 27.751 5,409        397,385 12,283  
1/06/14 Sell HSI-Fin long AIA 3,107.46 3.604   10/14/13 3.667 -11,396 11,201 -195 309,472  385,989 23,483 409,472
    GCX short Aurubis 265.53 43.845 40.905 11/25/13 42.375 -11,252 10,862 -390 309,082  374,737 34,345 409,082
  Buy HSI-Fin ICBC 23,625.32 0.469   6/02/14 0.478 11,085        385,822 23,260  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI long Vifor Pharma 149.76 74.020   1/27/14 69.103 11,085        396,907 12,175  
    GCX Vestas Wind Systems 2,221.75 4.989   2/03/14 4.789 11,085        407,992 1,090  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,130.64 5.763 5.137 12/09/13 5.450 -11,612 10,945 -667 308,415  396,380 12,035 408,415
1/20/14 Sell IBEX 35 short Acciona 304.88 48.255 31.265 12/16/13 39.760 -12,122 9,532 -2,590 305,825  384,258 21,567 405,825
  Buy   long Siemens Gamesa 1,263.78 8.454   1/27/14 7.622 10,684        394,942 10,883  
    NZX 50 short Chorus 11,404.78 0.937   6/02/14 1.063 10,684        405,626 199  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,263.78 7.622   1/20/14 8.454 -10,684 9,633 -1,051 304,773  394,942 9,831 404,773
    Athex LC Aegean Airlines 2,611.43 7.210   9/30/13 4.200 -10,968 18,828 7,860 312,634  383,974 28,660 412,634
    FT 30 Int Cons Airlines 25.56 485.635   12/23/13 471.516 -12,052 12,413 361 312,995  371,922 41,073 412,995
    SLI Vifor Pharma 149.76 69.103   1/06/14 74.020 -11,085 10,349 -736 312,258  360,837 51,421 412,258
  Buy IBEX 35 short Repsol 661.40 17.525   2/17/14 17.625 11,591        372,428 39,830  
    Athex LC Eurobank Ergasias 236.55 49.000   5/09/16 0.875 11,591        384,019 28,240  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,119.79 7.265   9/30/13 5.174 -10,968 15,399 4,431 316,690  373,051 43,639 416,690
    GCX Vestas Wind Systems 2,221.75 4.789   1/06/14 4.989 -11,085 10,640 -445 316,245  361,966 54,279 416,245
  Buy FT 30 Int Cons Airlines 23.54 499.638   2/10/14 509.014 11,761        373,727 42,518  
    GCX short Aurubis 289.73 40.600   3/03/14 38.880 11,763        385,490 30,755  
2/10/14 Sell HSI-Prop long CK Hutchison 440.31 10.645   11/18/13 11.852 -5,219 4,687 -531 315,714  380,272 35,442 415,714
      China Ov Land & Inv 2,248.67 1.876   11/18/13 2.321 -5,218 4,218 -1,000 314,714  375,053 39,660 414,714
    MerVal Telecom Argentina 2,114.86 2.998   8/12/13 4.215 -8,915 6,341 -2,574 312,140  366,138 46,002 412,140
    FT 30 Int Cons Airlines 23.54 509.014   2/03/14 499.638 -11,761 11,982 221 312,361  354,377 57,984 412,361
    Nikkei (FRA) MinebeaMitsumi 1,025.89 6.030   12/30/13 5.273 -5,410 6,186 777 313,137  348,967 64,170 413,137
      Softbank 171.05 27.751   12/30/13 31.625 -5,409 4,747 -663 312,475  343,558 68,917 412,475
  Buy HSI-Prop short New World Dev 1,705.02 3.529   7/28/14 3.549 6,017        349,575 62,900  
      The Wharf 3,251.91 1.850   7/28/14 2.205 6,017        355,592 56,883  
    Nikkei (FRA) Hitachi Zosen 1,411.45 4.263   6/30/14 3.700 6,017        361,609 50,866  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nitto Denko 192.25 31.297   6/30/14 33.890 6,017        367,626 44,849  
2/17/14 Sell IBEX 35 short Repsol 661.40 17.625 17.425 1/27/14 17.525 -11,591 11,525 -66 312,408  356,035 56,374 412,408
    OBX 25 long DNO International 4,146.71 2.830   12/23/13 2.906 -12,052 11,736 -316 312,092  343,983 68,110 412,092
  Buy IBEX 35 Siemens Gamesa 1,437.55 8.351   3/10/14 8.580 12,005        355,988 56,105  
    OBX 25 short Petroleum Geo-Srvcs 1,578.57 7.605   6/02/14 7.980 12,005        367,993 44,100  
2/24/14 Buy MerVal long Edenor 36,260.73 0.315   12/15/14 0.569 11,404        379,397 32,696  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,078.55 6.187   11/18/13 5.021 -10,437 12,859 2,422 314,514  368,960 45,555 414,514
    GCX short Aurubis 289.73 38.880 42.396 2/03/14 40.600 -11,763 12,283 520 315,035  357,197 57,838 415,035
  Buy Nikkei (TYO) Hitachi Zosen 3,011.11 3.926   3/31/14 3.419 11,821        369,018 46,017  
    GCX long Vestas Wind Systems 2,362.50 5.004   4/14/14 5.847 11,821        380,839 34,196  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,437.55 8.580   2/17/14 8.351 -12,005 12,334 329 315,364  368,834 46,530 415,364
  Buy   short Inditex 550.64 20.970   6/09/14 21.750 11,547        380,381 34,983  
3/31/14 Sell SDAX long ADLER Real Estate 3,617.39 5.100   10/21/13 2.990 -10,816 18,449 7,633 322,997  369,565 53,432 422,997
    Nikkei (TYO) short Hitachi Zosen 3,011.11 3.419 4.508 3/03/14 3.926 -11,821 13,575 1,754 324,751  357,744 67,007 424,751
  Buy SDAX Koenig & Bauer 999.43 12.300   5/05/14 11.730 12,293        370,037 54,714  
    Nikkei (TYO) long MinebeaMitsumi 1,907.93 6.443   4/07/14 6.630 12,293        382,330 42,421  
4/07/14 Sell   long MinebeaMitsumi 1,907.93 6.630   3/31/14 6.443 -12,293 12,649 356 325,107  370,037 55,070 425,107
  Buy   short Hitachi Zosen 3,476.90 3.453   7/28/14 3.842 12,004        382,041 43,066  
4/14/14 Sell ISEQ 20 long Bank of Ireland 672.48 8.250   12/02/13 8.340 -5,608 5,548 -61 325,046  376,432 48,614 425,046
      Smurfit Kappa 325.32 17.010   12/02/13 17.240 -5,609 5,534 -75 324,971  370,824 54,148 424,971
    BAX Morphosys 190.49 58.270   7/01/13 44.145 -8,409 11,100 2,691 327,662  362,415 65,248 427,662
    GEX Manz 170.73 65.730   9/23/13 53.570 -9,146 11,222 2,076 329,738  353,269 76,470 429,738
    GCX Vestas Wind Systems 2,362.50 5.847   3/03/14 5.004 -11,821 13,813 1,992 331,730  341,448 90,282 431,730
  Buy ISEQ 20 short C&C Group 1,456.47 4.480   1/19/15 3.322 6,525        347,973 83,757  
      Flutter 121.76 53.590   1/19/15 66.350 6,525        354,498 77,232  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 4,074.31 3.203   4/21/14 3.210 13,050        367,548 64,182  
    GEX 4SC 455.31 28.662   1/26/15 18.284 13,050        380,598 51,132  
    GCX EJR 253.46 51.487   4/28/14 51.524 13,050        393,647 38,082  
4/21/14 Sell BAX short Adva 4,074.31 3.210 3.196 4/14/14 3.203 -13,050 13,021 -29 331,701  380,597 51,104 431,701
  Buy   long Sixt 417.21 28.930   5/05/14 28.890 12,070        392,667 39,034  
4/28/14 Sell Nordic 30 long Pandora 305.30 46.257   7/29/13 28.719 -8,768 14,122 5,354 337,055  383,899 53,156 437,055
    GCX short EJR 253.46 51.524 51.450 4/14/14 51.487 -13,050 13,040 -9 337,046  370,850 66,196 437,046
  Buy Germany SolarWorld 407.55 30.870   6/09/14 16.900 12,581        383,431 53,615  
    Nordic 30 Carlsberg A 170.45 73.812   5/05/14 74.896 12,581        396,012 41,034  
    GCX long Vestas Wind Systems 2,041.64 6.162   5/19/14 7.076 12,581        408,593 28,453  
5/05/14 Sell SDAX short Koenig & Bauer 999.43 11.730 12.898 3/31/14 12.300 -12,293 12,890 597 337,643  396,300 41,344 437,643
    Nordic 30 Carlsberg A 170.45 74.896 72.728 4/28/14 73.812 -12,581 12,397 -185 337,459  383,719 53,740 437,459
    BAX long Sixt 417.21 28.890   4/21/14 28.930 -12,070 12,053 -17 337,442  371,649 65,793 437,442
  Buy SDAX ADLER Real Estate 2,508.47 5.015   5/19/14 5.000 12,580        384,229 53,213  
    Nordic 30 Pandora 258.16 48.729   9/15/14 59.766 12,580        396,809 40,633  
    BAX short Adva 3,931.25 3.200   6/09/14 3.196 12,580        409,389 28,053  
5/12/14 Sell OMXH 25 short Metso Outotec 1,733.91 8.620 4.774 12/09/13 6.697 -11,612 8,278 -3,334 334,108  397,777 36,331 434,108
    PSI 20 long Impresa 11,056.88 1.759   12/23/13 1.090 -12,052 19,449 7,397 341,505  385,725 55,780 441,505
  Buy OMXH 25 Outokumpu 1,861.08 6.680   5/19/14 6.250 12,432        398,157 43,348  
5/19/14 Sell SDAX long ADLER Real Estate 2,508.47 5.000   5/05/14 5.015 -12,580 12,542 -38 341,467  385,577 55,890 441,467
    OMXH 25 Outokumpu 1,861.08 6.250   5/12/14 6.680 -12,432 11,632 -800 340,667  373,145 67,522 440,667
    GCX Vestas Wind Systems 2,041.64 7.076   4/28/14 6.162 -12,581 14,447 1,866 342,533  360,564 81,969 442,533
  Buy HSI Citic Pacific 10,121.97 1.295   11/10/14 1.393 13,112        373,676 68,857  
    SDAX short WCM 8,078.37 1.623   5/26/14 1.623 13,112        386,788 55,745  
    OMXH 25 YIT 1,771.89 7.400   1/26/15 5.508 13,112        399,900 42,633  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Energy Recovery 3,890.22 3.371   3/02/15 3.076 13,112        413,012 29,521  
5/26/14 Sell SDAX short WCM 8,078.37 1.623 1.623 5/19/14 1.623 -13,112 13,112 0 342,533  399,900 42,633  
  Buy   long ADLER Real Estate 2,205.27 5.500   6/09/14 6.050 12,129        412,029 30,504  
    HSI-C&I Tencent 1,192.66 10.170   10/06/14 12.196 12,129        424,158 18,375  
6/02/14 Sell SSE 50 short Poly Developments 18,810.68 0.591 0.695 12/23/13 0.641 -12,052 13,068 1,016 343,549  412,106 31,443 443,549
    HSI-Fin ICBC 23,625.32 0.478 0.460 1/06/14 0.469 -11,085 10,877 -208 343,341  401,021 42,320 443,341
    OBX 25 Petroleum Geo-Srvcs 1,578.57 7.980 7.230 2/17/14 7.605 -12,005 11,414 -591 342,750  389,016 53,734 442,750
    NZX 50 Chorus 11,404.78 1.063 0.811 1/20/14 0.937 -10,684 9,245 -1,439 341,310  378,332 62,979 441,310
  Buy SSE 50 long Sinolink Secs 10,962.61 1.150   6/23/14 1.117 12,607        390,939 50,372  
    HSI-Fin HK Exchgs & Clrg 921.20 13.685   9/29/14 17.213 12,607        403,546 37,765  
    OBX 25 Grieg Seafood 3,737.18 3.373   6/30/14 3.430 12,607        416,153 25,158  
    FT 30 National Grid 11.43 1,103.450   6/09/14 1,037.210 12,612        428,765 12,545  
    NZX 50 Tourism 18,105.70 0.696   7/21/14 0.758 12,607        441,372 -62  
6/09/14 Sell Germany short SolarWorld 407.55 16.900 56.388 4/28/14 30.870 -12,581 22,981 10,400 351,710  428,791 22,919 451,710
    SDAX long ADLER Real Estate 2,205.27 6.050   5/26/14 5.500 -12,129 13,342 1,213 352,923  416,662 36,261 452,923
    IBEX 35 short Inditex 550.64 21.750 20.190 3/10/14 20.970 -11,547 11,117 -430 352,494  405,115 47,379 452,494
    FT 30 long National Grid 11.43 1,037.210   6/02/14 1,103.450 -12,612 11,855 -757 351,737  392,503 59,234 451,737
    Topix (FRA) short Komatsu 719.30 16.815 14.471 11/25/13 15.643 -11,252 10,409 -843 350,894  381,251 69,643 450,894
    BAX Adva 3,931.25 3.196 3.204 5/05/14 3.200 -12,580 12,596 16 350,909  368,671 82,239 450,909
  Buy SDAX WCM 8,333.39 1.599   12/29/14 1.381 13,328        381,999 68,911  
    FT 30 Tesco 28.94 460.539   11/17/14 306.530 13,328        395,327 55,583  
    Topix (FRA) long Fujitsu 266.40 50.030   9/15/14 48.100 13,328        408,655 42,255  
    BAX Cancom 675.18 19.740   6/16/14 18.403 13,328        421,983 28,927  
6/16/14 Sell   long Cancom 675.18 18.403   6/09/14 19.740 -13,328 12,425 -903 350,006  408,655 41,352 450,006
  Buy IBEX 35 short ArcelorMittal 374.60 32.790   3/02/15 28.860 12,283        420,938 29,068  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 3,916.77 3.136   6/23/14 3.096 12,283        433,221 16,785  
6/23/14 Sell SSE 50 long Sinolink Secs 10,962.61 1.117   6/02/14 1.150 -12,607 12,245 -362 349,644  420,614 29,031 449,644
    BAX short Adva 3,916.77 3.096 3.177 6/16/14 3.136 -12,283 12,442 159 349,803  408,331 41,472 449,803
  Buy SSE 50 Kangmei Pharma 14,247.10 0.862   7/07/14 0.868 12,281        420,612 29,191  
    CAC Next 20 Arkema 173.82 70.655   1/26/15 62.720 12,281        432,893 16,910  
    CAC Mid 60 CGG 35.77 343.360   1/19/15 153.600 12,282        445,175 4,628  
    BAX long Wacker Neuson 741.16 16.570   7/14/14 17.170 12,281        457,456 -7,653  
6/30/14 Sell OBX 25 long Grieg Seafood 3,737.18 3.430   6/02/14 3.373 -12,607 12,818 211 350,014  444,849 5,165 450,014
    Nikkei (FRA) short Hitachi Zosen 1,411.45 3.700 4.912 2/10/14 4.263 -6,017 6,933 916 350,930  438,832 12,098 450,930
      Nitto Denko 192.25 33.890 28.704 2/10/14 31.297 -6,017 5,518 -499 350,431  432,815 17,616 450,431
  Buy OBX 25 Norwegian 4.88 2,398.530   7/07/14 2,546.850 11,705        444,520 5,911  
    Nikkei (FRA) long Fujitsu 106.39 54.990   8/17/15 44.550 5,850        450,370 61  
      MinebeaMitsumi 711.39 8.224   8/17/15 12.573 5,850        456,221 -5,790  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,247.10 0.868 0.856 6/23/14 0.862 -12,281 12,190 -91 350,340  443,940 6,400 450,340
    OBX 25 Norwegian 4.88 2,546.850 2,250.210 6/30/14 2,398.530 -11,705 10,981 -724 349,616  432,235 17,381 449,616
  Buy SSE 50 long AECC Aviation Power 3,922.85 2.976   8/03/15 7.097 11,674        443,909 5,707  
    OBX 25 SalMar 866.04 13.480   7/28/14 14.639 11,674        455,583 -5,967  
7/14/14 Sell BAX long Wacker Neuson 741.16 17.170   6/23/14 16.570 -12,281 12,726 445 350,061  443,302 6,759 450,061
7/21/14 Sell NZX 50 long Tourism 18,105.70 0.758   6/02/14 0.696 -12,607 13,722 1,115 351,176  430,695 20,481 451,176
  Buy France short CGG 44.11 267.296   12/29/14 160.352 11,790        442,485 8,691  
    NZX 50 a2 Milk 30,094.44 0.392   7/28/14 0.401 11,791        454,276 -3,100  
7/28/14 Sell MDAX long Dürr 350.41 30.355   7/01/13 23.998 -8,409 10,637 2,228 353,404  445,868 7,537 453,404
    HSI-Prop short New World Dev 1,705.02 3.549 3.509 2/10/14 3.529 -6,017 5,983 -34 353,370  439,851 13,520 453,370
      The Wharf 3,251.91 2.205 1.496 2/10/14 1.850 -6,017 4,865 -1,152 352,219  433,833 18,385 452,219
    OBX 25 long SalMar 866.04 14.639   7/07/14 13.480 -11,674 12,678 1,004 353,222  422,159 31,063 453,222
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 short a2 Milk 30,094.44 0.401 0.383 7/21/14 0.392 -11,791 11,523 -268 352,955  410,368 42,586 452,955
    Nikkei (TYO) Hitachi Zosen 3,476.90 3.842 3.063 4/07/14 3.453 -12,004 10,649 -1,355 351,600  398,364 53,236 451,600
  Buy Germany SolarWorld 841.33 15.000   1/12/15 12.350 12,620        410,984 40,616  
    MDAX Südzucker 908.89 13.885   2/02/15 11.245 12,620        423,604 27,996  
    HSI-Prop long CK Hutchison 459.58 13.730   8/24/15 10.950 6,310        429,914 21,686  
      Sino Land 5,039.94 1.252   8/24/15 1.200 6,310        436,224 15,376  
    OBX 25 short Petroleum Geo-Srvcs 1,955.68 6.453   8/11/14 6.127 12,620        448,844 2,756  
    NZX 50 long Tourism 16,960.09 0.744   2/22/16 1.542 12,620        461,464 -9,864  
    BAX Nemetschek 1,986.09 6.354   8/04/14 6.125 12,620        474,084 -22,484  
    Nikkei (TYO) MinebeaMitsumi 1,381.06 9.138   10/20/14 9.651 12,620        486,704 -35,104  
8/04/14 Sell HDAX long Dürr 503.67 28.230   1/23/12 9.125 -4,596 14,219 9,623 361,223  482,108 -20,886 461,223
    MIB Azimut 722.06 18.460   11/05/12 9.304 -6,718 13,329 6,611 367,834  475,390 -7,557 467,834
    BAX Nemetschek 1,986.09 6.125   7/28/14 6.354 -12,620 12,165 -455 367,379  462,770 4,608 467,379
    Indices Merval 17.78 750.468   8/12/13 501.316 -8,913 13,343 4,430 371,808  453,857 17,952 471,808
  Buy HDAX short Südzucker 940.40 13.020   1/12/15 11.160 12,244        466,101 5,708  
    Indices PSI 20 2.09 5,854.360   8/18/14 5,654.350 12,236        478,336 -6,528  
8/11/14 Sell ATX long Wienerberger 827.86 11.525   10/21/13 13.065 -10,816 9,541 -1,275 370,534  467,521 3,013 470,534
    DAX Continental 80.74 133.083   7/16/12 59.533 -4,807 10,745 5,938 376,472  462,714 13,758 476,472
    OBX 25 short Petroleum Geo-Srvcs 1,955.68 6.127 6.796 7/28/14 6.453 -12,620 13,291 671 377,143  450,094 27,049 477,143
  Buy ATX Raiffeisen Bank Int 666.53 18.910   2/16/15 13.795 12,604        462,698 14,445  
    DAX Adidas 219.39 57.450   8/18/14 60.070 12,604        475,302 1,841  
    OBX 25 long SalMar 956.83 13.173   8/18/14 12.880 12,604        487,906 -10,763  
8/18/14 Sell DAX short Adidas 219.39 60.070 54.830 8/11/14 57.450 -12,604 12,029 -575 376,568  475,302 1,266 476,568
    OBX 25 long SalMar 956.83 12.880   8/11/14 13.173 -12,604 12,324 -280 376,288  462,698 13,590 476,288
    Indices short PSI 20 2.09 5,654.350 6,061.440 8/04/14 5,854.360 -12,236 12,668 433 376,721  450,462 26,259 476,721
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX long Vonovia 550.77 22.830   10/06/14 22.420 12,574        463,036 13,685  
    OBX 25 short Petroleum Geo-Srvcs 2,061.41 6.100   2/16/15 5.700 12,574        475,610 1,111  
    Indices long Merval 16.04 784.124   10/06/14 1,022.100 12,577        488,188 -11,467  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,895.76 6.373   7/01/13 2.159 -8,409 24,827 16,418 393,139  479,779 13,360 493,139
  Buy   short Demant 1,076.45 11.763   9/08/14 11.966 12,662        492,441 698  
9/08/14 Sell   short Demant 1,076.45 11.966 11.559 9/01/14 11.763 -12,662 12,443 -219 392,920  479,779 13,141 492,920
  Buy   long Pandora 220.19 57.454   9/29/14 61.631 12,651        492,429 490  
9/15/14 Sell Nordic 30 long Pandora 258.16 59.766   5/05/14 48.729 -12,580 15,429 2,849 395,769  479,850 15,919 495,769
    Topix (FRA) Fujitsu 266.40 48.100   6/09/14 50.030 -13,328 12,814 -514 395,255  466,522 28,733 495,255
  Buy Nordic 30 short Volvo 1,490.01 8.791   11/10/14 9.334 13,099        479,621 15,634  
    Topix (FRA) Aeon 1,668.45 7.851   1/05/15 8.291 13,099        492,720 2,535  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 921.20 17.213   6/02/14 13.685 -12,607 15,856 3,249 398,504  480,113 18,391 498,504
    TSX 60 Bausch Health 142.67 102.197   9/30/13 76.879 -10,968 14,580 3,612 402,116  469,144 32,972 502,116
    OMXC 20 Pandora 220.19 61.631   9/08/14 57.454 -12,651 13,571 920 403,036  456,493 46,542 503,036
  Buy HSI-Fin short ICBC 27,588.35 0.498   11/03/14 0.526 13,739        470,232 32,803  
    TSX 60 Yamana Gold 2,864.32 4.797   3/23/15 3.713 13,739        483,971 19,064  
10/06/14 Sell DAX long Vonovia 550.77 22.420   8/18/14 22.830 -12,574 12,348 -226 402,810  471,397 31,412 502,810
    HSI-C&I Tencent 1,192.66 12.196   5/26/14 10.170 -12,129 14,546 2,417 405,227  459,268 45,958 505,227
    Indices Merval 16.04 1,022.100   8/18/14 784.124 -12,577 16,394 3,817 409,044  446,691 62,353 509,044
  Buy DAX short Deutsche Lufthansa 1,182.45 12.080   11/17/14 13.145 14,284        460,975 48,069  
    HSI-C&I Galaxy Entertainment 2,899.48 4.926   4/13/15 4.822 14,284        475,259 33,785  
    PSI 20 Pharol 8,763.19 1.630   2/23/15 0.697 14,284        489,543 19,501  
    Indices PSI 20 2.58 5,537.710   2/23/15 5,494.440 14,287        503,830 5,214  
10/13/14 Sell S&P 100 long Gilead Sciences 268.49 79.611   9/17/12 25.063 -6,729 21,375 14,646 423,689  497,101 26,588 523,689
    BEL 20 KBC 256.27 40.740   7/15/13 31.350 -8,034 10,440 2,406 426,096  489,067 37,029 526,096
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 1,290.02 6.407   7/08/13 3.186 -4,109 8,265 4,155 430,251  484,958 45,293 530,251
      Kinnevik 187.93 22.475   7/08/13 21.868 -4,110 4,224 114 430,365  480,848 49,517 530,365
  Buy S&P 100 short General Motors 620.08 23.379   10/27/14 23.689 14,497        495,345 35,020  
    BEL 20 Galapagos 1,304.27 11.115   11/17/14 12.800 14,497        509,842 20,523  
    OMXS 30 MTG 313.45 23.125   11/03/14 24.302 7,249        517,091 13,274  
10/20/14 Sell Kospi 50 long Amorepacific Group 185.51 87.497   7/23/12 26.166 -4,854 16,232 11,378 441,743  512,237 29,506 541,743
    Europe 50 Roche 19.90 222.572   12/19/11 129.719 -2,581 4,429 1,848 443,590  509,655 33,935 543,590
    Nikkei (TYO) MinebeaMitsumi 1,381.06 9.651   7/28/14 9.138 -12,620 13,328 708 444,299  497,035 47,263 544,299
    SP Global 100 Apple 332.76 19.487   4/30/12 15.738 -5,237 6,485 1,248 445,546  491,798 53,748 545,546
  Buy Kospi 50 short Hyundai Heavy 179.26 83.577   12/08/14 94.176 14,982        506,780 38,766  
    Europe 50 Deutsche Bank 695.38 21.545   11/10/14 21.563 14,982        521,762 23,784  
    Nikkei (TYO) Toyo Seikan 1,824.51 8.212   10/27/14 8.725 14,982        536,744 8,802  
    SP Global 100 Deutsche Bank 695.38 21.545   11/03/14 22.134 14,982        551,726 -6,180  
10/27/14 Sell S&P 100 short General Motors 620.08 23.689 23.070 10/13/14 23.379 -14,497 14,305 -192 445,354  537,229 8,125 545,354
    Nikkei (TYO) Toyo Seikan 1,824.51 8.725 7.698 10/20/14 8.212 -14,982 14,045 -937 444,417  522,247 22,170 544,417
    DJ Global Titans long Alphabet A 590.32 21.652   12/23/13 20.416 -12,052 12,782 730 445,147  510,195 34,952 545,147
  Buy S&P 100 Gilead Sciences 163.55 88.668   6/08/15 100.700 14,502        524,697 20,450  
    Nikkei (TYO) MinebeaMitsumi 1,384.12 10.477   8/24/15 10.589 14,502        539,199 5,948  
    DJ Global Titans short Samsung Electronics 884.99 16.387   11/10/14 18.745 14,502        553,701 -8,554  
11/03/14 Sell HSI-Fin short ICBC 27,588.35 0.526 0.470 9/29/14 0.498 -13,739 12,978 -761 444,386  539,962 4,424 544,386
    OMXS 30 MTG 313.45 24.302 21.949 10/13/14 23.125 -7,249 6,880 -369 444,017  532,713 11,304 544,017
    SP Global 100 Deutsche Bank 695.38 22.134 20.956 10/20/14 21.545 -14,982 14,572 -410 443,607  517,731 25,876 543,607
  Buy HSI-Fin long HK Exchgs & Clrg 805.77 17.669   11/24/14 17.528 14,237        531,968 11,639  
    OMXC 20 Pandora 213.51 66.679   11/17/14 66.322 14,237        546,205 -2,598  
    OMXS 30 Boliden 542.69 13.117   6/08/15 18.209 7,118        553,323 -9,716  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Electrolux 317.01 22.455   6/08/15 27.196 7,119        560,442 -16,835  
    SP Global 100 Apple 650.17 21.898   8/24/15 22.212 14,237        574,679 -31,072  
11/10/14 Sell HSI long Citic Pacific 10,121.97 1.393   5/19/14 1.295 -13,112 14,100 988 444,595  561,567 -16,972 544,595
    Europe 50 short Deutsche Bank 695.38 21.563 21.527 10/20/14 21.545 -14,982 14,970 -12 444,583  546,585 -2,002 544,583
    Nordic 30 Volvo 1,490.01 9.334 8.249 9/15/14 8.791 -13,099 12,291 -808 443,774  533,486 10,288 543,774
    DJ Global Titans Samsung Electronics 884.99 18.745 14.028 10/27/14 16.387 -14,502 12,415 -2,087 441,687  518,984 22,703 541,687
  Buy HSI Kunlun Energy 13,620.04 1.036   1/12/15 0.825 14,109        533,093 8,594  
    Europe 50 long Novartis 227.87 61.916   8/24/15 69.088 14,109        547,202 -5,515  
    Nordic 30 Pandora 207.02 68.154   6/01/15 91.032 14,109        561,311 -19,624  
    DJ Global Titans Apple 644.27 21.899   12/15/14 21.746 14,109        575,420 -33,733  
11/17/14 Sell DAX short Deutsche Lufthansa 1,182.45 13.145 11.015 10/06/14 12.080 -14,284 13,025 -1,259 440,428  561,136 -20,708 540,428
    BEL 20 Galapagos 1,304.27 12.800 9.430 10/13/14 11.115 -14,497 12,299 -2,198 438,230  546,639 -8,409 538,230
    OMXC 20 long Pandora 213.51 66.322   11/03/14 66.679 -14,237 14,160 -76 438,154  532,402 5,752 538,154
    FT 30 short Tesco 28.94 306.530 691.926 6/09/14 460.539 -13,328 20,024 6,696 444,850  519,074 25,776 544,850
  Buy DAX long Merck (EMD) 186.06 76.670   7/06/15 90.640 14,265        533,340 11,511  
    BEL 20 Proximus 467.70 30.500   11/24/14 30.740 14,265        547,604 -2,754  
    OMXC 20 short FLSmidth 429.91 33.181   11/24/14 35.297 14,265        561,869 -17,019  
    FT 30 long Man Group 84.14 169.534   12/15/14 177.040 14,265        576,134 -31,284  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 805.77 17.528   11/03/14 17.669 -14,237 14,123 -114 444,737  561,897 -17,160 544,737
    BEL 20 Proximus 467.70 30.740   11/17/14 30.500 -14,265 14,377 112 444,849  547,632 -2,783 544,849
    OMXC 20 short FLSmidth 429.91 35.297 31.065 11/17/14 33.181 -14,265 13,355 -910 443,939  533,367 10,572 543,939
  Buy HSI-Fin HSBC 1,734.55 7.992   1/26/15 8.332 13,862        547,229 -3,290  
    BEL 20 Galapagos 1,074.57 12.900   12/01/14 13.020 13,862        561,091 -17,152  
    OMXC 20 long Pandora 206.26 67.207   8/17/15 107.440 13,862        574,953 -31,014  
12/01/14 Sell BEL 20 short Galapagos 1,074.57 13.020 12.780 11/24/14 12.900 -13,862 13,733 -129 443,810  561,091 -17,281 543,810
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 416.42 31.610   12/15/14 29.550 13,163        574,254 -30,444  
12/08/14 Sell Kospi 50 short Hyundai Heavy 179.26 94.176 72.978 10/20/14 83.577 -14,982 13,082 -1,900 441,910  559,272 -17,362 541,910
  Buy   long Amorepacific Group 158.11 82.934   7/06/15 157.893 13,113        572,385 -30,475  
12/15/14 Sell BEL 20 long Proximus 416.42 29.550   12/01/14 31.610 -13,163 12,305 -858 441,052  559,222 -18,169 541,052
    MerVal Edenor 36,260.73 0.569   2/24/14 0.315 -11,404 20,618 9,214 450,266  547,818 2,449 550,266
    FT 30 Man Group 84.14 177.040   11/17/14 169.534 -14,265 14,896 632 450,898  533,553 17,345 550,898
    DJ Global Titans Apple 644.27 21.746   11/10/14 21.899 -14,109 14,010 -99 450,799  519,444 31,355 550,799
  Buy BEL 20 short Umicore 933.78 15.585   1/19/15 16.578 14,553        533,997 16,802  
    FT 30 Tesco 55.44 262.480   12/22/14 292.250 14,552        548,549 2,250  
12/22/14 Sell TecDAX short SMA Solar 225.04 14.800 46.789 5/21/12 26.315 -5,922 10,529 4,607 455,407  542,627 12,779 555,407
    FT 30 Tesco 55.44 292.250 232.709 12/15/14 262.480 -14,552 12,901 -1,651 453,756  528,075 25,681 553,756
  Buy   long Man Group 72.20 200.637   1/05/15 211.401 14,486        542,561 11,195  
12/29/14 Sell France short CGG 44.11 160.352 445.565 7/21/14 267.296 -11,790 19,654 7,863 461,620  530,771 30,849 561,620
    SDAX WCM 8,333.39 1.381 1.852 6/09/14 1.599 -13,328 15,430 2,102 463,722  517,443 46,279 563,722
  Buy France long Adocia 319.71 47.700   6/08/15 66.230 15,250        532,693 31,029  
    SDAX Patrizia Immobilien 1,239.84 12.300   1/19/15 14.055 15,250        547,943 15,779  
1/05/15 Sell FT 30 long Man Group 72.20 211.401   12/22/14 200.637 -14,486 15,263 777 464,499  533,457 31,042 564,499
    Topix (FRA) short Aeon 1,668.45 8.291 7.411 9/15/14 7.851 -13,099 12,365 -734 463,765  520,358 43,407 563,765
  Buy FT 30 Tesco 51.63 294.006   1/19/15 365.061 15,180        535,538 28,227  
    Topix (FRA) long Oriental Land 316.70 47.929   2/02/15 54.216 15,179        550,717 13,048  
1/12/15 Sell Germany short SolarWorld 841.33 12.350 18.219 7/28/14 15.000 -12,620 15,328 2,708 466,473  538,097 28,376 566,473
    HSI Kunlun Energy 13,620.04 0.825 1.300 11/10/14 1.036 -14,109 17,712 3,603 470,075  523,988 46,088 570,075
    HDAX Südzucker 940.40 11.160 15.190 8/04/14 13.020 -12,244 14,285 2,041 472,116  511,744 60,372 572,116
  Buy Germany long Ströer Media 642.37 24.615   6/15/15 40.315 15,812        527,556 44,560  
    HSI China Life Ins HK 4,771.13 3.314   7/13/15 3.728 15,812        543,368 28,748  
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 642.37 24.615   8/24/15 47.670 15,812        559,180 12,936  
1/19/15 Sell SDAX long Patrizia Immobilien 1,239.84 14.055   12/29/14 12.300 -15,250 17,426 2,176 474,292  543,929 30,362 574,292
    ISEQ 20 short C&C Group 1,456.47 3.322 6.042 4/14/14 4.480 -6,525 8,800 2,275 476,566  537,404 39,162 576,566
      Flutter 121.76 66.350 40.830 4/14/14 53.590 -6,525 4,971 -1,554 475,013  530,879 44,133 575,013
    BEL 20 Umicore 933.78 16.578 14.593 12/15/14 15.585 -14,553 13,626 -927 474,086  516,326 57,759 574,086
    FT 30 Tesco 51.63 365.061 222.950 1/05/15 294.006 -15,180 11,511 -3,669 470,417  501,147 69,270 570,417
    CAC Mid 60 CGG 35.77 153.600 767.553 6/23/14 343.360 -12,282 27,455 15,173 485,591  488,865 96,726 585,591
  Buy SDAX SGL Carbon 1,210.57 14.090   1/26/15 15.480 17,057        505,922 79,669  
    ISEQ 20 long Glanbia 615.78 13.850   6/08/15 17.420 8,529        514,450 71,140  
      Ryanair 876.52 9.730   6/08/15 11.660 8,529        522,979 62,612  
    BEL 20 bpost 746.15 22.860   9/28/15 21.000 17,057        540,036 45,555  
    FT 30 Man Group 81.29 209.841   6/08/15 231.072 17,058        557,094 28,497  
    CAC Mid 60 Adocia 269.89 63.200   6/08/15 66.230 17,057        574,151 11,440  
1/26/15 Sell SDAX short SGL Carbon 1,210.57 15.480 12.700 1/19/15 14.090 -17,057 15,374 -1,683 483,908  557,094 26,814 583,908
    HSI-Fin HSBC 1,734.55 8.332 7.651 11/24/14 7.992 -13,862 13,271 -591 483,317  543,232 40,085 583,317
    OMXH 25 YIT 1,771.89 5.508 9.942 5/19/14 7.400 -13,112 17,616 4,504 487,821  530,120 57,701 587,821
    CAC Next 20 Arkema 173.82 62.720 79.594 6/23/14 70.655 -12,281 13,835 1,554 489,375  517,839 71,536 589,375
    GEX 4SC 455.31 18.284 44.930 4/14/14 28.662 -13,050 20,457 7,407 496,782  504,789 91,993 596,782
  Buy SDAX long Patrizia Immobilien 1,151.77 14.950   6/29/15 22.015 17,219        522,008 74,774  
    HSI-Fin China Life Ins HK 4,609.31 3.736   8/03/15 3.251 17,219        539,227 57,555  
    OMXH 25 Neste Oil 2,131.06 8.080   5/11/15 7.640 17,219        556,446 40,337  
    GEX Ströer Media 643.70 26.750   6/01/15 38.770 17,219        573,665 23,118  
2/02/15 Sell MDAX short Südzucker 908.89 11.245 17.145 7/28/14 13.885 -12,620 15,583 2,963 499,745  561,045 38,700 599,745
    AEX KPN 1,630.72 2.756 4.771 10/15/12 3.626 -5,913 7,780 1,867 501,612  555,132 46,480 601,612
    Topix (FRA) long Oriental Land 316.70 54.216   1/05/15 47.929 -15,179 17,170 1,991 503,603  539,953 63,650 603,603
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 646.80 25.790   11/16/15 61.450 16,681        556,634 46,969  
    Topix (FRA) short Orix 1,675.14 9.958   2/09/15 10.802 16,681        573,315 30,288  
2/09/15 Sell   short Orix 1,675.14 10.802 9.114 2/02/15 9.958 -16,681 15,267 -1,414 502,189  556,634 45,555 602,189
  Buy MerVal long Aluar 17,274.38 0.937   2/16/15 0.944 16,193        572,827 29,362  
    Topix (FRA) Sony 715.65 22.627   5/18/15 28.471 16,193        589,020 13,169  
2/16/15 Sell ATX short Raiffeisen Bank Int 666.53 13.795 25.922 8/11/14 18.910 -12,604 17,278 4,673 506,862  576,416 30,447 606,862
    OBX 25 Petroleum Geo-Srvcs 2,061.41 5.700 6.528 8/18/14 6.100 -12,574 13,457 883 507,745  563,842 43,903 607,745
    MerVal long Aluar 17,274.38 0.944   2/09/15 0.937 -16,193 16,309 116 507,861  547,649 60,212 607,861
  Buy ATX Zumtobel 791.70 21.095   9/07/15 23.775 16,701        564,350 43,511  
    OBX 25 Frontline 1,341.62 12.448   2/23/15 11.234 16,701        581,051 26,810  
2/23/15 Sell PSI 20 short Pharol 8,763.19 0.697 3.812 10/06/14 1.630 -14,284 33,404 19,120 526,981  566,767 60,215 626,981
    OBX 25 long Frontline 1,341.62 11.234   2/16/15 12.448 -16,701 15,072 -1,629 525,352  550,066 75,286 625,352
    Indices short PSI 20 2.58 5,494.440 5,581.320 10/06/14 5,537.710 -14,287 14,400 113 525,465  535,778 89,686 625,465
  Buy PSI 20 long Altri 5,912.04 3.024   5/25/15 4.081 17,878        553,656 71,808  
    MerVal Comercial del Plata 72,292.76 0.247   3/02/15 0.261 17,878        571,534 53,930  
    Indices SSE 50 ew 53.14 336.435   7/27/15 382.611 17,878        589,413 36,052  
3/02/15 Sell IBEX 35 short ArcelorMittal 374.60 28.860 37.255 6/16/14 32.790 -12,283 13,956 1,673 527,137  577,129 50,008 627,137
    MerVal long Comercial del Plata 72,292.76 0.261   2/23/15 0.247 -17,878 18,876 998 528,135  559,251 68,883 628,135
    GCX short Energy Recovery 3,890.22 3.076 3.693 5/19/14 3.371 -13,112 14,368 1,256 529,391  546,139 83,252 629,391
  Buy IBEX 35 long Intl. Cons. Airlines 2,255.19 7.900   3/09/15 7.660 17,816        563,955 65,436  
    DJ Global Titans Apple 617.41 28.856   3/30/15 29.169 17,816        581,771 47,620  
    GCX Shimano 128.03 139.151   6/01/15 129.753 17,816        599,587 29,804  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,255.19 7.660   3/02/15 7.900 -17,816 17,275 -541 528,850  581,771 47,079 628,850
  Buy   short Endesa 957.94 17.640   3/23/15 18.130 16,898        598,669 30,181  
    MerVal long Comercial del Plata 60,871.76 0.278   6/29/15 0.285 16,898        615,567 13,283  
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 957.94 18.130 17.150 3/09/15 17.640 -16,898 16,429 -469 528,380  598,669 29,712 628,380
    TSX 60 Yamana Gold 2,864.32 3.713 6.196 9/29/14 4.797 -13,739 17,747 4,008 532,388  584,930 47,458 632,388
  Buy IBEX 35 long Intl. Cons. Airlines 2,098.27 8.100   5/11/15 7.890 16,996        601,926 30,462  
    TSX 60 Bausch Health 91.48 185.781   5/11/15 200.704 16,995        618,921 13,467  
3/30/15 Sell DJ Global Titans long Apple 617.41 29.169   3/02/15 28.856 -17,816 18,009 193 532,581  601,105 31,476 632,581
  Buy   short ConocoPhilips 280.95 59.090   4/27/15 61.591 16,601        617,706 14,875  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,899.48 4.822 5.033 10/06/14 4.926 -14,284 14,592 308 532,889  603,422 29,467 632,889
    ÖkoDAX (deprecated) SolarWorld 69.77 14.550 772.962 4/29/13 106.050 -7,399 53,930 46,530 579,420  596,023 83,397 679,420
  Buy HSI-C&I long Tencent 916.15 20.815   7/06/15 17.093 19,070        615,093 64,327  
    OBX 25 Frontline 1,393.47 13.685   5/18/15 12.057 19,070        634,163 45,257  
4/27/15 Sell DJ Global Titans short ConocoPhilips 280.95 61.591 56.589 3/30/15 59.090 -16,601 15,899 -703 578,717  617,562 61,155 678,717
  Buy   long Mitsubishi UFJ 2,850.58 6.489   6/08/15 6.373 18,496        636,058 42,659  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,098.27 7.890   3/23/15 8.100 -16,996 16,555 -441 578,277  619,062 59,215 678,277
    OMXH 25 Neste Oil 2,131.06 7.640   1/26/15 8.080 -17,219 16,281 -938 577,339  601,843 75,496 677,339
    TSX 60 Bausch Health 91.48 200.704   3/23/15 185.781 -16,995 18,360 1,365 578,704  584,848 93,856 678,704
  Buy IBEX 35 short Obrascón Huarte Lain 1,009.09 19.140   4/25/16 5.840 19,314        604,162 74,542  
    OMXH 25 Outokumpu 3,689.40 5.235   1/04/16 2.584 19,314        623,476 55,228  
    TSX 60 Cenovus Energy 1,245.58 15.506   3/21/16 12.064 19,314        642,790 35,914  
5/18/15 Sell OBX 25 long Frontline 1,393.47 12.057   4/13/15 13.685 -19,070 16,801 -2,269 576,435  623,720 52,715 676,435
    Topix (FRA) Sony 715.65 28.471   2/09/15 22.627 -16,193 20,375 4,182 580,617  607,527 73,090 680,617
  Buy OBX 25 short REC Silicon 8,902.43 2.117   6/01/15 1.852 18,842        626,369 54,248  
    Topix (FRA) Toshiba 629.54 29.930   5/25/15 30.510 18,842        645,211 35,406  
5/25/15 Sell PSI 20 long Altri 5,912.04 4.081   2/23/15 3.024 -17,878 24,127 6,249 586,866  627,333 59,533 686,866
    Topix (FRA) short Toshiba 629.54 30.510 29.350 5/18/15 29.930 -18,842 18,477 -365 586,501  608,491 78,010 686,501
  Buy PSI 20 Pharol 37,474.51 0.510   11/23/15 0.369 19,112        627,603 58,898  
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 Sony 670.60 28.500   6/01/15 28.394 19,112        646,715 39,786  
6/01/15 Sell OBX 25 short REC Silicon 8,902.43 1.852 2.418 5/18/15 2.117 -18,842 21,529 2,687 589,188  627,873 61,315 689,188
    Nordic 30 long Pandora 207.02 91.032   11/10/14 68.154 -14,109 18,845 4,736 593,924  613,763 80,160 693,924
    Topix (FRA) Sony 670.60 28.394   5/25/15 28.500 -19,112 19,041 -71 593,853  594,651 99,201 693,853
    GEX Ströer Media 643.70 38.770   1/26/15 26.750 -17,219 24,956 7,737 601,590  577,432 124,158 701,590
    GCX Shimano 128.03 129.753   3/02/15 139.151 -17,816 16,612 -1,203 600,387  559,617 140,770 700,387
  Buy TecDAX short Aixtron 3,047.54 6.900   4/25/16 4.108 21,028        580,645 119,742  
    OBX 25 long Frontline 1,685.52 12.476   6/08/15 12.298 21,028        601,673 98,714  
    Nordic 30 short Fortum 1,214.09 17.320   11/30/15 13.820 21,028        622,701 77,686  
    Topix (FRA) Toshiba 644.83 32.610   11/16/15 22.410 21,028        643,729 56,658  
    GCX REC Silicon 11,351.76 1.852   10/05/20 0.464 21,028        664,757 35,630  
6/08/15 Sell S&P 100 long Gilead Sciences 163.55 100.700   10/27/14 88.668 -14,502 16,469 1,968 602,355  650,255 52,099 702,355
    France Adocia 319.71 66.230   12/29/14 47.700 -15,250 21,174 5,924 608,279  635,005 73,274 708,279
    ISEQ 20 Glanbia 615.78 17.420   1/19/15 13.850 -8,529 10,727 2,198 610,477  626,477 84,001 710,477
      Ryanair 876.52 11.660   1/19/15 9.730 -8,529 10,220 1,692 612,169  617,948 94,221 712,169
    OBX 25 Frontline 1,685.52 12.298   6/01/15 12.476 -21,028 20,729 -299 611,870  596,920 114,950 711,870
    OMXS 30 Boliden 542.69 18.209   11/03/14 13.117 -7,118 9,882 2,763 614,633  589,802 124,831 714,633
      Electrolux 317.01 27.196   11/03/14 22.455 -7,119 8,621 1,503 616,135  582,683 133,452 716,135
    FT 30 Man Group 81.29 231.072   1/19/15 209.841 -17,058 18,784 1,726 617,861  565,625 152,236 717,861
    CAC Mid 60 Adocia 269.89 66.230   1/19/15 63.200 -17,057 17,875 818 618,679  548,568 170,111 718,679
    DJ Global Titans Mitsubishi UFJ 2,850.58 6.373   4/27/15 6.489 -18,496 18,166 -330 618,350  530,072 188,278 718,350
  Buy S&P 100 short Norfolk Southern 281.04 80.648   6/15/15 80.979 22,665        552,737 165,612  
    France Solocal 32.36 700.450   11/23/15 390.360 22,667        575,404 142,946  
    ISEQ 20 FBD 1,221.96 9.274   8/10/15 7.120 11,332        586,736 131,613  
    OBX 25 DNO International 17,790.42 1.274   12/21/15 0.607 22,665        609,401 108,948  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 SSAB 2,213.38 5.120   10/26/15 3.388 11,333        620,734 97,616  
      Telia Company 2,155.00 5.259   10/26/15 4.765 11,333        632,066 86,283  
    FT 30 Tate & Lyle 30.07 753.704   12/28/15 807.108 22,664        654,730 63,619  
    DJ Global Titans BHP 1,191.66 19.020   7/13/15 17.787 22,665        677,395 40,954  
6/15/15 Sell S&P 100 short Norfolk Southern 281.04 80.979 80.318 6/08/15 80.648 -22,665 22,573 -93 618,257  654,730 63,527 718,257
    Germany long Ströer Media 642.37 40.315   1/12/15 24.615 -15,812 25,897 10,085 628,342  638,918 89,424 728,342
  Buy S&P 100 Starbucks 441.27 46.330   7/06/15 49.123 20,444        659,362 68,980  
6/29/15 Sell SDAX long Patrizia Immobilien 1,151.77 22.015   1/26/15 14.950 -17,219 25,356 8,137 636,479  642,143 94,336 736,479
    MerVal Comercial del Plata 60,871.76 0.285   3/09/15 0.278 -16,898 17,342 444 636,924  625,245 111,678 736,924
7/06/15 Sell S&P 100 long Starbucks 441.27 49.123   6/15/15 46.330 -20,444 21,676 1,232 638,156  604,801 133,355 738,156
    Kospi 50 Amorepacific Group 158.11 157.893   12/08/14 82.934 -13,113 24,964 11,852 650,008  591,688 158,319 750,008
    DAX Merck (EMD) 186.06 90.640   11/17/14 76.670 -14,265 16,864 2,599 652,607  577,423 175,184 752,607
    HSI-C&I Tencent 916.15 17.093   4/13/15 20.815 -19,070 15,660 -3,410 649,197  558,353 190,843 749,197
  Buy S&P 100 short Norfolk Southern 298.82 78.643   7/13/15 78.579 23,500        581,853 167,343  
    CAC 40 ArcelorMittal 931.43 25.230   3/27/17 22.800 23,500        605,353 143,843  
    DAX RWE 1,221.41 19.240   7/13/15 20.205 23,500        628,853 120,343  
    HSI-C&I Sands China 6,945.27 3.384   5/09/16 3.084 23,500        652,353 96,843  
7/13/15 Sell S&P 100 short Norfolk Southern 298.82 78.579 78.708 7/06/15 78.643 -23,500 23,519 19 649,216  628,853 120,363 749,216
    HSI long China Life Ins HK 4,771.13 3.728   1/12/15 3.314 -15,812 17,789 1,977 651,192  613,041 138,151 751,192
    DAX short RWE 1,221.41 20.205 18.275 7/06/15 19.240 -23,500 22,321 -1,179 650,014  589,541 160,473 750,014
    DJ Global Titans BHP 1,191.66 17.787 20.338 6/08/15 19.020 -22,665 24,236 1,571 651,585  566,876 184,708 751,585
  Buy S&P 100 long Amazon.com 1,130.66 20.702   7/27/15 23.987 23,407        590,283 161,301  
    HSI short China Shenhua HK 12,603.38 1.857   4/18/16 1.521 23,407        613,690 137,894  
    DAX long Fresenius 382.09 61.260   7/27/15 61.200 23,407        637,097 114,488  
    DJ Global Titans Mitsubishi UFJ 3,726.40 6.281   7/27/15 6.435 23,407        660,504 91,081  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/20/15 Sell DJTA long Avis Budget 500.84 38.916   9/24/12 12.419 -6,220 19,490 13,271 664,855  654,284 110,571 764,855
  Buy   short Avis Budget 562.37 38.916   8/03/15 39.514 21,885        676,169 88,686  
7/27/15 Sell S&P 100 long Amazon.com 1,130.66 23.987   7/13/15 20.702 -23,407 27,121 3,714 668,570  652,762 115,808 768,570
    DAX Fresenius 382.09 61.200   7/13/15 61.260 -23,407 23,384 -23 668,547  629,355 139,191 768,547
    Indices SSE 50 ew 53.14 382.611   2/23/15 336.435 -17,878 20,332 2,454 671,000  611,477 159,523 771,000
    DJ Global Titans Mitsubishi UFJ 3,726.40 6.435   7/13/15 6.281 -23,407 23,980 573 671,573  588,070 183,503 771,573
  Buy S&P 100 short ConocoPhilips 522.96 45.655   3/07/16 37.595 23,876        611,946 159,627  
    DAX RWE 1,287.12 18.550   10/19/15 12.230 23,876        635,822 135,751  
    BAX Grammer 909.22 26.260   11/09/15 23.675 23,876        659,698 111,875  
    DJ Global Titans ConocoPhilips 522.96 45.655   8/03/15 45.385 23,876        683,574 87,999  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,922.85 7.097   7/07/14 2.976 -11,674 27,840 16,166 687,739  671,900 115,839 787,739
    HSI-Fin China Life Ins HK 4,609.31 3.251   1/26/15 3.736 -17,219 14,983 -2,236 685,503  654,681 130,822 785,503
    DJTA short Avis Budget 562.37 39.514 38.317 7/20/15 38.916 -21,885 21,548 -337 685,166  632,796 152,370 785,166
    DJ Global Titans ConocoPhilips 522.96 45.385 45.927 7/27/15 45.655 -23,876 24,018 142 685,308  608,920 176,388 785,308
  Buy SSE 50 China Northern Rare 11,550.88 2.081   1/04/16 1.789 24,042        632,962 152,346  
    HSI-Fin ICBC 38,442.60 0.625   1/04/16 0.538 24,042        657,004 128,304  
    DJTA long JetBlue Airways 1,116.29 21.538   8/24/15 18.277 24,042        681,046 104,262  
    SMI UBS 1,139.31 21.102   8/17/15 20.081 24,042        705,088 80,220  
    SLI Vifor Pharma 226.45 106.171   8/24/15 107.513 24,042        729,131 56,178  
    DJ Global Titans Mitsubishi UFJ 3,706.87 6.486   8/24/15 5.389 24,042        753,173 32,136  
8/10/15 Sell ISEQ 20 short FBD 1,221.96 7.120 12.080 6/08/15 9.274 -11,332 14,761 3,428 688,737  741,840 46,897 788,737
  Buy   long Kingspan 459.63 22.725   8/17/15 22.815 10,445        752,285 36,452  
      Ryanair 817.29 12.780   8/17/15 12.705 10,445        762,730 26,007  
8/17/15 Sell ASX 50 long James Hardie Ind 727.71 12.058   1/30/12 5.763 -4,194 8,775 4,581 693,318  758,536 34,781 793,318
    ISEQ 20 Kingspan 459.63 22.815   8/10/15 22.725 -10,445 10,486 41 693,359  748,091 45,268 793,359
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 817.29 12.705   8/10/15 12.780 -10,445 10,384 -61 693,298  737,646 55,651 793,298
    OMXC 20 Pandora 206.26 107.440   11/24/14 67.207 -13,862 22,161 8,298 701,596  723,784 77,812 801,596
    SMI UBS 1,139.31 20.081   8/03/15 21.102 -24,042 22,879 -1,163 700,433  699,742 100,691 800,433
    Nikkei (FRA) Fujitsu 106.39 44.550   6/30/14 54.990 -5,850 4,740 -1,111 699,322  693,892 105,430 799,322
      MinebeaMitsumi 711.39 12.573   6/30/14 8.224 -5,850 8,944 3,094 702,416  688,041 114,375 802,416
  Buy ASX 50 short Santos 5,756.23 3.982   11/23/15 2.708 22,919        710,960 91,456  
    ISEQ 20 FBD 1,660.80 6.900   11/30/15 6.852 11,460        722,420 79,996  
    OMXC 20 GN Store Nord 184.09 124.500   10/05/15 126.375 22,919        745,339 57,077  
    Nikkei (FRA) Sharp 893.18 12.830   11/23/15 10.210 11,460        756,798 45,617  
      IHI 379.58 30.190   11/23/15 25.250 11,460        768,258 34,158  
8/24/15 Sell DJIA long Visa 136.64 58.880   12/19/11 18.897 -2,582 8,045 5,463 707,879  765,676 42,203 807,879
    Nasdaq 100 Regeneron 39.25 434.608   10/10/11 49.346 -1,937 17,058 15,122 723,001  763,739 59,262 823,001
    Euro 50 ASML 55.45 74.790   1/09/12 32.400 -1,797 4,147 2,351 725,351  761,943 63,409 825,351
      Anheuser-Busch InBev 37.83 91.280   1/09/12 47.495 -1,797 3,453 1,656 727,008  760,146 66,862 827,008
    HDAX Ströer Media 642.37 47.670   1/12/15 24.615 -15,812 30,622 14,810 741,818  744,334 97,484 841,818
    FTSE Ashtead 14.15 1,199.890   7/30/12 333.248 -4,715 16,978 12,263 754,081  739,618 114,462 854,081
    HSI-Prop CK Hutchison 459.58 10.950   7/28/14 13.730 -6,310 5,032 -1,278 752,803  733,308 119,495 852,803
      Sino Land 5,039.94 1.200   7/28/14 1.252 -6,310 6,048 -262 752,541  726,998 125,543 852,541
    Europe 50 Novartis 227.87 69.088   11/10/14 61.916 -14,109 15,743 1,634 754,175  712,890 141,286 854,175
    DJTA JetBlue Airways 1,116.29 18.277   8/03/15 21.538 -24,042 20,403 -3,639 750,536  688,848 161,688 850,536
    SLI Vifor Pharma 226.45 107.513   8/03/15 106.171 -24,042 24,346 304 750,840  664,805 186,035 850,840
    Nikkei (TYO) MinebeaMitsumi 1,384.12 10.589   10/27/14 10.477 -14,502 14,657 155 750,995  650,303 200,692 850,995
    DJ Global Titans Mitsubishi UFJ 3,706.87 5.389   8/03/15 6.486 -24,042 19,977 -4,065 746,930  626,261 220,669 846,930
    SP Global 100 Apple 650.17 22.212   11/03/14 21.898 -14,237 14,441 204 747,134  612,024 235,110 847,134
  Buy USA short Keurig Dr Pepper 612.32 44.186   9/14/15 52.434 27,056        639,080 208,054  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJIA Chevron 435.55 62.119   5/30/16 91.551 27,056        666,136 180,998  
    Nasdaq 100 Micron Technology 2,175.34 12.438   8/31/15 14.635 27,056        693,192 153,942  
    Euro 50 E.on 1,554.94 8.700   10/26/15 8.993 13,528        706,720 140,414  
      Banco Santander 2,596.55 5.210   10/26/15 5.230 13,528        720,248 126,886  
    HDAX RWE 2,046.60 13.220   11/23/15 10.895 27,056        747,304 99,830  
    FTSE Glencore 144.38 187.390   5/09/16 167.806 27,055        774,359 72,775  
    HSI-Prop Hang Lung 7,037.77 1.922   6/06/16 1.737 13,528        787,887 59,247  
      The Wharf 7,732.05 1.750   6/06/16 1.945 13,528        801,415 45,719  
    DJCA Chevron 435.55 62.119   8/31/15 72.229 27,056        828,471 18,663  
    Europe 50 Rio Tinto 9.24 2,927.710   10/26/15 3,453.900 27,052        855,523 -8,389  
    DJTA Norfolk Southern 420.28 64.376   8/31/15 69.482 27,056        882,579 -35,445  
    SLI Aryzta 2,886.68 9.373   1/09/17 8.993 27,056        909,635 -62,501  
    CAC Next 20 Casino Guichard 480.74 56.280   1/30/17 49.780 27,056        936,691 -89,557  
    Nikkei (TYO) IHI 1,044.98 25.892   8/08/16 25.014 27,056        963,747 -116,613  
    DJ Global Titans ConocoPhilips 731.70 36.977   3/21/16 37.886 27,056        990,803 -143,669  
    SP Global 100 RWE 2,046.60 13.220   9/12/16 14.645 27,056        1,017,859 -170,725  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,175.34 14.635 10.240 8/24/15 12.438 -27,056 22,276 -4,780 742,354  990,803 -148,449 842,354
    DJCA Chevron 435.55 72.229 52.009 8/24/15 62.119 -27,056 22,653 -4,403 737,951  963,747 -125,796 837,951
    DJTA Norfolk Southern 420.28 69.482 59.269 8/24/15 64.376 -27,056 24,910 -2,146 735,805  936,691 -100,887 835,805
  Buy Nasdaq 100 long Netflix 179.11 102.576   9/07/15 88.434 18,372        955,064 -119,259  
    DJCA JetBlue Airways 922.96 19.906   3/16/20 9.506 18,372        973,436 -137,631  
    DJUA short CenterPoint Energy 553.18 16.606   12/07/15 15.137 9,186        982,622 -146,817  
      FirstEnergy 322.29 28.503   12/07/15 29.960 9,186        991,808 -156,003  
    DJTA long JetBlue Airways 922.96 19.906   1/04/16 20.201 18,372        1,010,180 -174,375  
9/07/15 Sell Nasdaq 100 long Netflix 179.11 88.434   8/31/15 102.576 -18,372 15,839 -2,533 733,272  991,807 -158,536 833,272
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Zumtobel 791.70 23.775   2/16/15 21.095 -16,701 18,823 2,122 735,394  975,107 -139,713 835,394
  Buy Nasdaq 100 short Micron Technology 1,154.40 15.066   10/19/15 16.912 17,392        992,498 -157,105  
    ATX Vienna Insurance 638.47 27.240   3/28/16 18.660 17,392        1,009,890 -174,497  
9/14/15 Sell USA short Keurig Dr Pepper 612.32 52.434 35.938 8/24/15 44.186 -27,056 22,006 -5,050 730,343  982,834 -152,491 830,343
  Buy   long JetBlue Airways 728.63 23.257   9/21/15 23.986 16,946        999,780 -169,437  
9/21/15 Sell   long JetBlue Airways 728.63 23.986   9/14/15 23.257 -16,946 17,477 531 730,874  982,834 -151,961 830,874
  Buy   short Wynn Resorts 285.33 59.482   10/05/15 57.973 16,972        999,806 -168,932  
    MIB Saipem 35.05 484.286   12/26/16 244.286 16,974        1,016,781 -185,907  
9/28/15 Sell BEL 20 long bpost 746.15 21.000   1/19/15 22.860 -17,057 15,669 -1,388 729,486  999,724 -170,238 829,486
  Buy   short Solvay 184.12 89.510   3/28/16 85.670 16,481        1,016,204 -186,718  
10/05/15 Sell USA short Wynn Resorts 285.33 57.973 61.030 9/21/15 59.482 -16,972 17,414 442 729,928  999,232 -169,304 829,928
    OMXC 20 GN Store Nord 184.09 126.375 122.625 8/17/15 124.500 -22,919 22,574 -345 729,583  976,313 -146,730 829,583
  Buy USA long Netflix 171.75 99.392   12/14/15 109.790 17,071        993,384 -163,801  
    OMXC 20 Genmab 200.69 85.064   11/02/15 91.174 17,071        1,010,455 -180,872  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.79 208.474   4/02/18 330.481 16,217        1,026,672 -197,090  
    MerVal Pampa Energía 19,664.12 0.825   10/19/15 0.927 16,217        1,042,889 -213,307  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,154.40 16.912 13.219 9/07/15 15.066 -17,392 15,260 -2,132 727,451  1,025,497 -198,046 827,451
    DAX RWE 1,287.12 12.230 28.136 7/27/15 18.550 -23,876 36,214 12,338 739,789  1,001,621 -161,832 839,789
    MerVal long Pampa Energía 19,664.12 0.927   10/12/15 0.825 -16,217 18,219 2,002 741,791  985,404 -143,613 841,791
  Buy Nasdaq 100 Amazon.com 690.00 25.296   2/08/16 21.802 17,454        1,002,858 -161,067  
    DAX Fresenius 289.40 60.310   12/21/15 63.430 17,454        1,020,312 -178,521  
    MerVal short YPF 776.45 22.479   10/26/15 25.738 17,454        1,037,766 -195,975  
10/26/15 Sell Euro 50 short E.on 1,554.94 8.993 8.407 8/24/15 8.700 -13,528 13,073 -455 741,336  1,024,238 -182,902 841,336
      Banco Santander 2,596.55 5.230 5.190 8/24/15 5.210 -13,528 13,476 -52 741,284  1,010,710 -169,426 841,284
    OMXS 30 SSAB 2,213.38 3.388 7.737 6/08/15 5.120 -11,333 17,126 5,793 747,077  999,377 -152,300 847,077
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Telia Company 2,155.00 4.765 5.804 6/08/15 5.259 -11,333 12,507 1,174 748,251  988,045 -139,794 848,251
    Europe 50 Rio Tinto 9.24 3,453.900 2,401.510 8/24/15 2,927.710 -27,052 22,190 -4,862 743,389  960,993 -117,604 843,389
    MerVal YPF 776.45 25.738 19.221 10/19/15 22.479 -17,454 14,924 -2,530 740,859  943,539 -102,680 840,859
  Buy Euro 50 long Fresenius 143.83 64.150   1/11/16 59.420 9,227        952,766 -111,906  
      Inditex 274.53 33.610   1/11/16 29.430 9,227        961,993 -121,133  
    OMXS 30 Boliden 528.44 17.461   11/02/15 17.505 9,227        971,220 -130,360  
      Svenska Cellulosa B 1,770.44 5.212   11/02/15 5.468 9,227        980,447 -139,587  
    Europe 50 SAP 263.14 70.130   12/14/15 69.400 18,454        998,901 -158,041  
    MerVal Pampa Energía 16,058.13 1.149   3/07/16 0.728 18,454        1,017,355 -176,495  
11/02/15 Sell OMXC 20 long Genmab 200.69 91.174   10/05/15 85.064 -17,071 18,298 1,226 742,085  1,000,283 -158,198 842,085
    OMXS 30 Boliden 528.44 17.505   10/26/15 17.461 -9,227 9,250 23 742,109  991,056 -148,947 842,109
      Svenska Cellulosa B 1,770.44 5.468   10/26/15 5.212 -9,227 9,680 453 742,562  981,829 -139,268 842,562
  Buy   short SSAB 2,602.81 3.378   12/14/15 2.601 8,791        990,620 -148,059  
      SKF A 547.10 16.068   12/14/15 14.663 8,791        999,411 -156,849  
11/09/15 Sell BAX short Grammer 909.22 23.675 29.127 7/27/15 26.260 -23,876 26,483 2,607 745,169  975,535 -130,366 845,169
  Buy   long Adva 1,759.72 10.155   11/16/15 10.530 17,870        993,405 -148,236  
11/16/15 Sell MDAX long Ströer Media 646.80 61.450   2/02/15 25.790 -16,681 39,746 23,065 768,233  976,724 -108,491 868,233
    BSE Sensex 30 Hindustan Unilever 691.94 11.144   1/30/12 6.061 -4,194 7,711 3,517 771,750  972,530 -100,780 871,750
    Topix (FRA) short Toshiba 644.83 22.410 47.453 6/01/15 32.610 -21,028 30,599 9,571 781,321  951,502 -70,181 881,321
    BAX long Adva 1,759.72 10.530   11/09/15 10.155 -17,870 18,530 660 781,981  933,632 -51,651 881,981
  Buy MDAX short Leoni 597.70 34.730   5/30/16 29.880 20,758        954,390 -72,409  
    BSE Sensex 30 Bharat Heavy 12,287.20 1.689   6/13/16 1.058 20,758        975,148 -93,167  
    SMI Holcim 410.97 50.510   1/09/17 49.995 20,758        995,906 -113,925  
    Topix (FRA) long Ono Pharmaceutical 760.31 27.302   12/14/15 30.520 20,758        1,016,664 -134,683  
    BAX short Leoni 597.70 34.730   11/23/15 36.045 20,758        1,037,422 -155,441  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/23/15 Sell France short Solocal 32.36 390.360 1,256.870 6/08/15 700.450 -22,667 40,672 18,006 799,987  1,014,756 -114,769 899,987
    ASX 50 Santos 5,756.23 2.708 5.854 8/17/15 3.982 -22,919 33,696 10,777 810,764  991,837 -81,073 910,764
    HDAX RWE 2,046.60 10.895 16.041 8/24/15 13.220 -27,056 32,830 5,774 816,537  964,781 -48,243 916,537
    PSI 20 Pharol 37,474.51 0.369 0.705 5/25/15 0.510 -19,112 26,416 7,304 823,841  945,669 -21,828 923,841
    Nikkei (FRA) Sharp 893.18 10.210 16.122 8/17/15 12.830 -11,460 14,400 2,941 826,782  934,209 -7,427 926,782
      IHI 379.58 25.250 36.097 8/17/15 30.190 -11,460 13,702 2,242 829,024  922,750 6,274 929,024
    BAX Leoni 597.70 36.045 33.415 11/16/15 34.730 -20,758 19,972 -786 828,238  901,992 26,246 928,238
  Buy France long Ubisoft 890.21 26.805   1/11/16 24.260 23,862        925,854 2,384  
    HDAX SMA Solar 499.47 47.775   1/18/16 41.200 23,862        949,716 -21,478  
    PSI 20 Altri 4,672.41 5.107   12/07/15 5.008 23,862        973,578 -45,340  
    OMXC 20 Genmab 210.43 113.399   2/08/16 88.896 23,863        997,440 -69,203  
    Nikkei (FRA) Yamaha 475.91 25.070   12/07/15 22.360 11,931        1,009,371 -81,134  
    BAX Adva 2,150.70 11.095   12/14/15 9.859 23,862        1,033,233 -104,996  
    GEX Hypoport 302.05 79.000   12/14/15 70.070 23,862        1,057,095 -128,858  
11/30/15 Sell ISEQ 20 short FBD 1,660.80 6.852 6.948 8/17/15 6.900 -11,460 11,540 80 828,318  1,045,636 -117,318 928,318
    Nordic 30 Fortum 1,214.09 13.820 21.706 6/01/15 17.320 -21,028 26,354 5,325 833,644  1,024,608 -90,964 933,644
  Buy Germany long SMA Solar 446.08 47.225   1/11/16 49.315 21,066        1,045,674 -112,030  
    ASX 50 short Origin Energy 5,499.40 3.831   1/04/16 3.253 21,066        1,066,740 -133,096  
    ISEQ 20 long Flutter 87.74 120.050   12/07/15 122.000 10,533        1,077,273 -143,630  
      Dalata Hotel 2,045.24 5.150   12/07/15 5.130 10,533        1,087,806 -154,163  
    Nordic 30 Pandora 187.75 112.200   12/14/15 108.345 21,066        1,108,872 -175,228  
12/07/15 Sell ISEQ 20 long Flutter 87.74 122.000   11/30/15 120.050 -10,533 10,704 171 833,815  1,098,338 -164,524 933,815
      Dalata Hotel 2,045.24 5.130   11/30/15 5.150 -10,533 10,492 -41 833,774  1,087,805 -154,032 933,774
    PSI 20 Altri 4,672.41 5.008   11/23/15 5.107 -23,862 23,399 -463 833,311  1,063,943 -130,632 933,311
    DJUA short CenterPoint Energy 553.18 15.137 18.217 8/31/15 16.606 -9,186 10,077 891 834,202  1,054,758 -120,555 934,202
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      FirstEnergy 322.29 29.960 27.045 8/31/15 28.503 -9,186 8,716 -470 833,733  1,045,571 -111,839 933,733
    Nikkei (FRA) long Yamaha 475.91 22.360   11/23/15 25.070 -11,931 10,641 -1,290 832,443  1,033,640 -101,198 932,443
    BSE Sensex 50 Eicher Motors 825.63 22.421   10/24/11 2.335 -1,928 18,511 16,583 849,026  1,031,712 -82,686 949,026
  Buy ISEQ 20 short FBD 1,587.83 6.820   1/04/16 6.603 10,829        1,042,541 -93,515  
    PSI 20 Pharol 76,801.42 0.282   4/25/16 0.141 21,658        1,064,199 -115,173  
    DJUA long NiSource 613.36 17.655   3/16/20 18.760 10,829        1,075,028 -126,002  
      American Water 201.02 53.870   3/16/20 106.441 10,829        1,085,857 -136,831  
    Nikkei (FRA) short OKI Electric 943.29 11.480   3/07/16 12.000 10,829        1,096,686 -147,660  
      Sharp 1,139.89 9.500   3/07/16 13.180 10,829        1,107,515 -158,489  
    BSE Sensex 50 ONGC 10,503.90 2.062   12/21/15 2.125 21,658        1,129,173 -180,147  
12/14/15 Sell USA long Netflix 171.75 109.790   10/05/15 99.392 -17,071 18,856 1,786 850,812  1,112,103 -161,290 950,812
    OMXS 30 short SSAB 2,602.81 2.601 4.386 11/02/15 3.378 -8,791 11,415 2,624 853,436  1,103,312 -149,876 953,436
      SKF A 547.10 14.663 17.608 11/02/15 16.068 -8,791 9,633 842 854,278  1,094,521 -140,243 954,278
    Europe 50 long SAP 263.14 69.400   10/26/15 70.130 -18,454 18,262 -192 854,086  1,076,067 -121,981 954,086
    Nordic 30 Pandora 187.75 108.345   11/30/15 112.200 -21,066 20,342 -724 853,362  1,055,001 -101,639 953,362
    Topix (FRA) Ono Pharmaceutical 760.31 30.520   11/16/15 27.302 -20,758 23,205 2,447 855,809  1,034,243 -78,434 955,809
    BAX Adva 2,150.70 9.859   11/23/15 11.095 -23,862 21,204 -2,658 853,150  1,010,381 -57,231 953,150
    GEX Hypoport 302.05 70.070   11/23/15 79.000 -23,862 21,165 -2,697 850,453  986,519 -36,066 950,453
  Buy OMXS 30 Securitas 853.09 13.398   12/21/15 13.632 11,429        997,949 -47,495  
    Europe 50 short Rio Tinto 8.98 2,545.100   12/28/15 2,721.790 22,855        1,020,804 -70,350  
    Nordic 30 Møller-Mærsk B 18.64 1,226.160   4/25/16 1,254.850 22,856        1,043,659 -93,206  
    Topix (FRA) Toshiba 1,052.44 21.720   12/21/15 19.300 22,859        1,066,518 -116,065  
    BAX Leoni 687.80 33.235   7/04/16 24.990 22,859        1,089,377 -138,924  
    GEX Manz 562.20 40.660   5/09/16 36.225 22,859        1,112,236 -161,783  
12/21/15 Sell DAX long Fresenius 289.40 63.430   10/19/15 60.310 -17,454 18,357 903 851,356  1,094,783 -143,426 951,356
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short DNO International 17,790.42 0.607 2.673 6/08/15 1.274 -22,665 47,547 24,882 876,238  1,072,118 -95,880 976,238
    OMXS 30 long Securitas 853.09 13.632   12/14/15 13.398 -11,429 11,629 199 876,437  1,060,688 -84,251 976,437
    Topix (FRA) short Toshiba 1,052.44 19.300 24.443 12/14/15 21.720 -22,859 25,725 2,866 879,303  1,037,829 -58,526 979,303
    BSE Sensex 50 ONGC 10,503.90 2.125 1.999 12/07/15 2.062 -21,658 20,997 -661 878,643  1,016,171 -37,528 978,643
  Buy DAX RWE 2,064.68 11.395   12/28/15 11.660 23,527        1,039,698 -61,055  
    OBX 25 long Bakkafrost 895.14 26.283   12/28/15 26.311 23,527        1,063,225 -84,582  
    OMXS 30 short SSAB 5,420.22 2.170   12/28/15 2.409 11,764        1,074,989 -96,346  
      SKF A 805.65 14.601   12/28/15 15.095 11,764        1,086,752 -108,109  
    Topix (FRA) long Ono Pharmaceutical 735.59 31.984   1/04/16 32.298 23,527        1,110,279 -131,637  
    CAC Mid 60 Sartorius Stedim 408.63 57.575   12/28/15 57.183 23,527        1,133,806 -155,163  
    BSE Sensex 50 Bajaj Finance 2,898.09 8.118   1/04/16 8.393 23,527        1,157,333 -178,690  
12/28/15 Sell DAX short RWE 2,064.68 11.660 11.130 12/21/15 11.395 -23,527 22,980 -547 878,096  1,133,806 -155,711 978,096
    OBX 25 long Bakkafrost 895.14 26.311   12/21/15 26.283 -23,527 23,552 25 878,120  1,110,279 -132,159 978,120
    OMXS 30 short SSAB 5,420.22 2.409 1.932 12/21/15 2.170 -11,764 10,469 -1,294 876,826  1,098,516 -121,690 976,826
      SKF A 805.65 15.095 14.108 12/21/15 14.601 -11,764 11,366 -398 876,428  1,086,752 -110,324 976,428
    Europe 50 Rio Tinto 8.98 2,721.790 2,368.420 12/14/15 2,545.100 -22,855 21,268 -1,587 874,842  1,063,897 -89,055 974,842
    FT 30 Tate & Lyle 30.07 807.108 700.300 6/08/15 753.704 -22,664 21,058 -1,606 873,236  1,041,233 -67,997 973,236
    CAC Mid 60 long Sartorius Stedim 408.63 57.183   12/21/15 57.575 -23,527 23,367 -160 873,076  1,017,706 -44,630 973,076
  Buy USA Energy Recovery 3,585.60 6.473   1/11/16 5.700 23,211        1,040,917 -67,841  
    DAX Adidas 260.53 89.090   3/07/16 96.970 23,211        1,064,128 -91,052  
    OMXS 30 Securitas 836.43 13.875   1/04/16 13.705 11,605        1,075,733 -102,657  
    Europe 50 SAP 318.57 72.860   1/04/16 70.580 23,211        1,098,944 -125,868  
    FT 30 ITV 62.22 373.033   1/11/16 356.368 23,210        1,122,155 -149,079  
1/04/16 Sell SSE 50 short China Northern Rare 11,550.88 1.789 2.422 8/03/15 2.081 -24,042 27,977 3,935 877,011  1,098,113 -121,101 977,011
    ASX 50 Origin Energy 5,499.40 3.253 4.511 11/30/15 3.831 -21,066 24,805 3,739 880,750  1,077,047 -96,296 980,750
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin ICBC 38,442.60 0.538 0.727 8/03/15 0.625 -24,042 27,929 3,887 884,637  1,053,005 -68,368 984,637
    ISEQ 20 FBD 1,587.83 6.603 7.044 12/07/15 6.820 -10,829 11,185 356 884,993  1,042,176 -57,183 984,993
    OMXH 25 Outokumpu 3,689.40 2.584 10.606 5/11/15 5.235 -19,314 39,129 19,815 904,807  1,022,862 -18,054 1,004,807
    OMXS 30 long Securitas 836.43 13.705   12/28/15 13.875 -11,605 11,463 -142 904,665  1,011,256 -6,591 1,004,665
    Europe 50 SAP 318.57 70.580   12/28/15 72.860 -23,211 22,485 -726 903,939  988,045 15,894 1,003,939
    DJTA JetBlue Airways 922.96 20.201   8/31/15 19.906 -18,372 18,645 273 904,212  969,673 34,539 1,004,212
    Topix (FRA) Ono Pharmaceutical 735.59 32.298   12/21/15 31.984 -23,527 23,758 231 904,443  946,146 58,297 1,004,443
    BSE Sensex 50 Bajaj Finance 2,898.09 8.393   12/21/15 8.118 -23,527 24,324 797 905,240  922,619 82,621 1,005,240
  Buy SSE 50 Shanghai Pudong 10,814.38 2.515   1/11/16 2.391 27,196        949,815 55,425  
    HSI-Fin Hang Seng Bank 1,596.62 17.034   1/11/16 16.023 27,196        977,011 28,229  
    ISEQ 20 Flutter 110.24 123.350   1/18/16 119.900 13,598        990,609 14,631  
      Dalata Hotel 2,527.51 5.380   1/18/16 4.930 13,598        1,004,207 1,033  
    OMXH 25 Elisa 805.81 33.750   1/11/16 34.422 27,196        1,031,403 -26,163  
    OMXS 30 short SSAB 5,575.46 2.439   4/04/16 3.262 13,598        1,045,001 -39,761  
      SKF A 935.08 14.542   4/04/16 15.448 13,598        1,058,599 -53,359  
    Europe 50 Rio Tinto 10.52 2,585.270   1/25/16 2,112.660 27,197        1,085,796 -80,556  
    DJTA Ryder System 517.68 52.534   2/22/16 53.012 27,196        1,112,992 -107,752  
    Topix (FRA) Toshiba 1,369.39 19.860   8/15/16 25.260 27,196        1,140,188 -134,948  
    BSE Sensex 50 Larsen & Toubro 2,343.33 11.606   3/07/16 10.779 27,196        1,167,384 -162,144  
1/11/16 Sell USA long Energy Recovery 3,585.60 5.700   12/28/15 6.473 -23,211 20,439 -2,772 902,468  1,144,173 -141,705 1,002,468
    Euro 50 Fresenius 143.83 59.420   10/26/15 64.150 -9,227 8,546 -680 901,788  1,134,947 -133,159 1,001,788
      Inditex 274.53 29.430   10/26/15 33.610 -9,227 8,079 -1,148 900,640  1,125,720 -125,079 1,000,640
    France Ubisoft 890.21 24.260   11/23/15 26.805 -23,862 21,596 -2,266 898,375  1,101,858 -103,483 998,375
    Germany SMA Solar 446.08 49.315   11/30/15 47.225 -21,066 21,998 932 899,307  1,080,791 -81,484 999,307
    SSE 50 Shanghai Pudong 10,814.38 2.391   1/04/16 2.515 -27,196 25,855 -1,341 897,966  1,053,595 -55,629 997,966
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin Hang Seng Bank 1,596.62 16.023   1/04/16 17.034 -27,196 25,583 -1,613 896,353  1,026,399 -30,046 996,353
    OMXH 25 Elisa 805.81 34.422   1/04/16 33.750 -27,196 27,738 542 896,895  999,203 -2,309 996,895
    FT 30 ITV 62.22 356.368   12/28/15 373.033 -23,210 22,173 -1,037 895,858  975,993 19,865 995,858
    Topix (TYO) Subaru 743.12 33.663   6/11/12 6.048 -4,494 25,016 20,521 916,379  971,499 44,880 1,016,379
  Buy Euro 50 short Volkswagen 113.33 117.050   1/25/16 110.750 13,265        984,764 31,615  
      Banco Santander 3,251.35 4.080   1/25/16 3.860 13,266        998,030 18,349  
    France Vallourec 100.62 263.680   4/18/16 148.800 26,531        1,024,561 -8,182  
    SSE 50 Haitong Secs 15,088.15 1.758   6/13/16 1.997 26,531        1,051,092 -34,713  
    ASX 50 Origin Energy 9,690.98 2.738   2/29/16 2.906 26,531        1,077,623 -61,244  
    HSI-Fin China Life Ins HK 10,453.09 2.538   6/06/16 1.986 26,531        1,104,154 -87,775  
    OMXH 25 Outokumpu 10,715.27 2.476   4/25/16 3.996 26,531        1,130,685 -114,306  
    FT 30 Tesco 107.53 246.739   1/25/16 258.955 26,532        1,157,217 -140,838  
    Topix (TYO) Toshiba 1,475.19 17.985   10/31/16 33.076 26,531        1,183,748 -167,369  
1/18/16 Sell HDAX long SMA Solar 499.47 41.200   11/23/15 47.775 -23,862 20,578 -3,284 913,095  1,159,886 -146,791 1,013,095
    ISEQ 20 Flutter 110.24 119.900   1/04/16 123.350 -13,598 13,218 -380 912,715  1,146,288 -133,573 1,012,715
      Dalata Hotel 2,527.51 4.930   1/04/16 5.380 -13,598 12,461 -1,137 911,578  1,132,690 -121,113 1,011,578
    QIX Freenet 437.09 28.325   1/23/12 10.515 -4,596 12,381 7,785 919,362  1,128,094 -108,732 1,019,362
  Buy HDAX short Aixtron 6,898.48 3.300   3/14/16 3.331 22,765        1,150,859 -131,497  
    ISEQ 20 FBD 1,767.47 6.440   5/30/16 6.529 11,383        1,162,242 -142,879  
    QIX BMW 291.49 78.100   2/08/16 69.300 22,765        1,185,007 -165,645  
1/25/16 Sell Euro 50 short Volkswagen 113.33 110.750 123.708 1/11/16 117.050 -13,265 14,020 755 920,117  1,171,742 -151,625 1,020,117
      Banco Santander 3,251.35 3.860 4.313 1/11/16 4.080 -13,266 14,021 756 920,873  1,158,476 -137,604 1,020,873
    Europe 50 Rio Tinto 10.52 2,112.660 3,163.610 1/04/16 2,585.270 -27,197 33,281 6,084 926,957  1,131,279 -104,322 1,026,957
    FT 30 Tesco 107.53 258.955 234.523 1/11/16 246.739 -26,532 25,218 -1,314 925,643  1,104,747 -79,104 1,025,643
  Buy Euro 50 long SAP 162.79 72.680   4/04/16 70.040 11,832        1,116,579 -90,936  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Vinci 191.98 61.630   4/04/16 65.450 11,832        1,128,411 -102,767  
    Europe 50 SAP 325.58 72.680   3/28/16 70.840 23,663        1,152,074 -126,431  
    FT 30 National Grid 19.04 1,242.520   2/01/16 1,311.560 23,658        1,175,731 -150,088  
2/01/16 Sell   long National Grid 19.04 1,311.560   1/25/16 1,242.520 -23,658 24,972 1,315 926,958  1,152,074 -125,116 1,026,958
  Buy   short NatWest 68.30 330.109   4/18/16 299.798 22,546        1,174,620 -147,662  
2/08/16 Sell Nasdaq 100 long Amazon.com 690.00 21.802   10/19/15 25.296 -17,454 15,043 -2,411 924,547  1,157,166 -132,619 1,024,547
    OMXC 20 Genmab 210.43 88.896   11/23/15 113.399 -23,863 18,706 -5,156 919,391  1,133,304 -113,913 1,019,391
    QIX short BMW 291.49 69.300 88.018 1/18/16 78.100 -22,765 25,656 2,891 922,282  1,110,538 -88,257 1,022,282
  Buy Nasdaq 100 Micron Technology 2,570.11 9.085   3/21/16 10.259 23,350        1,133,888 -111,607  
    QIX long Rational 57.63 405.150   4/11/16 463.700 23,349        1,157,237 -134,955  
2/22/16 Sell DJTA short Ryder System 517.68 53.012 52.057 1/04/16 52.534 -27,196 26,949 -247 922,034  1,130,041 -108,007 1,022,034
    NZX 50 long Tourism 16,960.09 1.542   7/28/14 0.744 -12,620 26,147 13,527 935,562  1,117,421 -81,859 1,035,562
  Buy OMXC 20 Vestas Wind Systems 1,974.17 12.077   2/29/16 12.460 23,842        1,141,263 -105,701  
    DJTA Delta Air Lines 539.11 44.225   3/07/16 43.943 23,842        1,165,105 -129,543  
    NZX 50 short ANZ Banking NZ 1,558.72 15.296   2/29/16 14.670 23,842        1,188,947 -153,386  
2/29/16 Sell ASX 50 short Origin Energy 9,690.98 2.906 2.569 1/11/16 2.738 -26,531 24,899 -1,632 933,930  1,162,416 -128,486 1,033,930
    OMXC 20 long Vestas Wind Systems 1,974.17 12.460   2/22/16 12.077 -23,842 24,598 756 934,685  1,138,574 -103,889 1,034,685
    NZX 50 short ANZ Banking NZ 1,558.72 14.670 15.949 2/22/16 15.296 -23,842 24,859 1,017 935,703  1,114,732 -79,029 1,035,703
  Buy ASX 50 long Newcrest Mining 2,083.29 11.480   11/05/18 13.103 23,916        1,138,648 -102,945  
    NZX 50 a2 Milk 22,435.27 1.066   5/22/17 2.174 23,916        1,162,564 -126,861  
3/07/16 Sell S&P 100 short ConocoPhilips 522.96 37.595 55.443 7/27/15 45.655 -23,876 28,995 5,119 940,821  1,138,688 -97,867 1,040,821
    DAX long Adidas 260.53 96.970   12/28/15 89.090 -23,211 25,264 2,053 942,874  1,115,477 -72,603 1,042,874
    MerVal Pampa Energía 16,058.13 0.728   10/26/15 1.149 -18,454 11,690 -6,764 936,111  1,097,023 -60,913 1,036,111
    DJTA Delta Air Lines 539.11 43.943   2/22/16 44.225 -23,842 23,690 -152 935,959  1,073,181 -37,223 1,035,959
    Nikkei (FRA) short OKI Electric 943.29 12.000 10.960 12/07/15 11.480 -10,829 10,338 -491 935,468  1,062,352 -26,884 1,035,468
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 1,139.89 13.180 5.820 12/07/15 9.500 -10,829 6,634 -4,195 931,273  1,051,523 -20,250 1,031,273
    BSE Sensex 50 Larsen & Toubro 2,343.33 10.779 12.496 1/04/16 11.606 -27,196 29,283 2,087 933,361  1,024,327 9,033 1,033,361
  Buy USA long Energy Recovery 3,348.45 7.782   10/29/18 6.189 26,059        1,050,386 -17,026  
    S&P 100 Meta 271.41 96.013   3/28/16 101.554 26,059        1,076,445 -43,085  
    DAX short Deutsche Bank 1,645.86 15.833   4/25/16 14.347 26,059        1,102,504 -69,144  
    MerVal YPF 1,576.02 16.535   4/11/16 14.912 26,059        1,128,564 -95,203  
    DJTA Avis Budget 1,019.40 25.563   3/14/16 24.329 26,059        1,154,622 -121,262  
    Nikkei (FRA) long Nippon Suisan 3,072.27 4.241   3/14/16 4.289 13,030        1,167,652 -134,291  
      Yamaha 499.20 26.101   3/14/16 27.038 13,030        1,180,682 -147,321  
    BSE Sensex 50 Bajaj Finance 3,037.43 8.579   12/10/18 29.076 26,059        1,206,741 -173,380  
3/14/16 Sell HDAX short Aixtron 6,898.48 3.331 3.269 1/18/16 3.300 -22,765 22,551 -214 933,147  1,183,976 -150,829 1,033,147
    DJTA Avis Budget 1,019.40 24.329 26.860 3/07/16 25.563 -26,059 27,381 1,322 934,469  1,157,917 -123,448 1,034,469
    Nikkei (FRA) long Nippon Suisan 3,072.27 4.289   3/07/16 4.241 -13,030 13,177 147 934,616  1,144,887 -110,271 1,034,616
      Yamaha 499.20 27.038   3/07/16 26.101 -13,030 13,497 468 935,084  1,131,858 -96,774 1,035,084
  Buy HDAX SMA Solar 539.24 43.500   4/11/16 45.160 23,457        1,155,314 -120,231  
    DJTA Alaska Air Group 326.38 71.870   10/29/18 53.552 23,457        1,178,771 -143,688  
    Nikkei (FRA) short Toshiba 706.96 16.590   7/18/16 25.800 11,728        1,190,500 -155,416  
      IHI 645.13 18.180   7/18/16 25.860 11,728        1,202,228 -167,145  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,570.11 10.259 7.912 2/08/16 9.085 -23,350 20,333 -3,017 932,067  1,178,878 -146,811 1,032,067
    TSX 60 Cenovus Energy 1,245.58 12.064 19.931 5/11/15 15.506 -19,314 24,825 5,511 937,579  1,159,564 -121,986 1,037,579
    DJ Global Titans ConocoPhilips 731.70 37.886 36.068 8/24/15 36.977 -27,056 26,391 -665 936,913  1,132,509 -95,595 1,036,913
  Buy Nasdaq 100 long NVidia 3,119.76 7.543   10/29/18 40.739 23,532        1,156,041 -119,127  
    TSX 60 Barrick Gold 1,803.43 13.049   6/27/16 19.168 23,532        1,179,573 -142,659  
    DJ Global Titans McDonald´s 213.61 110.161   3/28/16 110.022 23,531        1,203,104 -166,191  
3/28/16 Sell S&P 100 long Meta 271.41 101.554   3/07/16 96.013 -26,059 27,563 1,504 938,417  1,177,045 -138,628 1,038,417
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX short Vienna Insurance 638.47 18.660 39.765 9/07/15 27.240 -17,392 25,389 7,997 946,414  1,159,653 -113,239 1,046,414
    BEL 20 Solvay 184.12 85.670 93.522 9/28/15 89.510 -16,481 17,219 739 947,153  1,143,173 -96,020 1,047,153
    Europe 50 long SAP 325.58 70.840   1/25/16 72.680 -23,663 23,064 -599 946,554  1,119,509 -72,956 1,046,554
    DJ Global Titans McDonald´s 213.61 110.022   3/21/16 110.161 -23,531 23,502 -30 946,524  1,095,978 -49,454 1,046,524
  Buy S&P 100 short Devon Energy 1,079.90 23.082   4/25/16 30.124 24,926        1,120,904 -74,380  
    ATX long Flughafen Wien 1,023.76 24.348   5/16/16 25.113 24,926        1,145,830 -99,306  
    BEL 20 Bekaert 712.17 35.000   4/25/16 37.780 24,926        1,170,756 -124,232  
    Europe 50 short Credit Suisse 1,947.80 12.797   4/18/16 13.328 24,926        1,195,682 -149,158  
    DJ Global Titans Mitsubishi UFJ 5,995.00 4.158   4/11/16 3.840 24,926        1,220,608 -174,084  
4/04/16 Sell Euro 50 long SAP 162.79 70.040   1/25/16 72.680 -11,832 11,402 -430 946,094  1,208,776 -162,682 1,046,094
      Vinci 191.98 65.450   1/25/16 61.630 -11,832 12,565 733 946,828  1,196,945 -150,117 1,046,828
    OMXS 30 short SSAB 5,575.46 3.262 1.615 1/04/16 2.439 -13,598 9,007 -4,591 942,236  1,183,347 -141,110 1,042,236
      SKF A 935.08 15.448 13.637 1/04/16 14.542 -13,598 12,751 -847 941,389  1,169,749 -128,359 1,041,389
  Buy Euro 50 Deutsche Bank 863.99 13.209   5/16/16 12.861 11,413        1,181,161 -139,772  
      Unicredit 755.14 15.113   5/16/16 14.382 11,412        1,192,574 -151,184  
    OMXC 20 long Genmab 183.61 124.315   4/11/16 126.502 22,825        1,215,399 -174,010  
    OMXS 30 Securitas 787.23 14.497   4/11/16 14.803 11,412        1,226,811 -185,422  
      Fingerprint Cards 1,088.02 10.489   4/11/16 10.913 11,412        1,238,224 -196,835  
4/11/16 Sell HDAX long SMA Solar 539.24 45.160   3/14/16 43.500 -23,457 24,352 895 942,285  1,214,767 -172,482 1,042,285
    OMXC 20 Genmab 183.61 126.502   4/04/16 124.315 -22,825 23,227 402 942,686  1,191,942 -149,255 1,042,686
    OMXS 30 Securitas 787.23 14.803   4/04/16 14.497 -11,412 11,653 241 942,927  1,180,529 -137,602 1,042,927
      Fingerprint Cards 1,088.02 10.913   4/04/16 10.489 -11,412 11,874 461 943,388  1,169,117 -125,728 1,043,388
    MerVal short YPF 1,576.02 14.912 18.335 3/07/16 16.535 -26,059 28,896 2,837 946,225  1,143,058 -96,833 1,046,225
    QIX long Rational 57.63 463.700   2/08/16 405.150 -23,349 26,723 3,374 949,599  1,119,709 -70,110 1,049,599
    DJ Global Titans short Mitsubishi UFJ 5,995.00 3.840 4.501 3/28/16 4.158 -24,926 26,986 2,060 951,659  1,094,783 -43,124 1,051,659
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HDAX Deutsche Bank 2,017.83 12.495   7/25/16 11.745 25,213        1,119,996 -68,337  
    OMXC 20 Nordea Bank (DK) 3,043.80 8.283   4/25/16 8.632 25,213        1,145,209 -93,550  
    OMXS 30 Nordea Bank 1,516.21 8.315   4/18/16 8.483 12,607        1,157,815 -106,156  
      S.E.B 1,488.16 8.471   4/18/16 8.777 12,607        1,170,422 -118,763  
    MerVal long Gr Fin Galicia 11,065.61 2.279   6/20/16 2.681 25,213        1,195,635 -143,976  
    QIX short Mercedes-Benz 416.74 60.500   7/04/16 54.240 25,213        1,220,848 -169,189  
    DJ Global Titans long McDonald´s 225.47 111.826   5/09/16 114.955 25,213        1,246,061 -194,402  
4/18/16 Sell France short Vallourec 100.62 148.800 467.252 1/11/16 263.680 -26,531 47,015 20,483 972,142  1,219,529 -147,387 1,072,142
    HSI China Shenhua HK 12,603.38 1.521 2.268 7/13/15 1.857 -23,407 28,587 5,180 977,322  1,196,122 -118,800 1,077,322
    OMXS 30 Nordea Bank 1,516.21 8.483 8.147 4/11/16 8.315 -12,607 12,352 -255 977,068  1,183,516 -106,448 1,077,068
      S.E.B 1,488.16 8.777 8.166 4/11/16 8.471 -12,607 12,152 -454 976,613  1,170,909 -94,296 1,076,613
    Europe 50 Credit Suisse 1,947.80 13.328 12.266 3/28/16 12.797 -24,926 23,891 -1,035 975,578  1,145,983 -70,405 1,075,578
    FT 30 NatWest 68.30 299.798 363.484 2/01/16 330.109 -22,546 24,826 2,280 977,858  1,123,437 -45,579 1,077,858
  Buy France long Ubisoft 952.95 27.080   6/13/16 32.460 25,806        1,149,243 -71,385  
    HSI AAC Technologies 3,913.26 6.595   11/21/16 8.782 25,806        1,175,049 -97,191  
    OMXS 30 Securitas 894.99 14.417   6/13/16 13.140 12,903        1,187,952 -110,094  
      Fingerprint Cards 1,043.10 12.370   6/13/16 9.568 12,903        1,200,855 -122,997  
    Europe 50 BAT 4.78 5,403.310   4/25/16 5,349.570 25,828        1,226,683 -148,825  
    FT 30 BAT 4.78 5,403.310   4/25/16 5,349.570 25,828        1,252,511 -174,653  
4/25/16 Sell S&P 100 short Devon Energy 1,079.90 30.124 16.039 3/28/16 23.082 -24,926 17,321 -7,605 970,253  1,227,585 -157,332 1,070,253
    DAX Deutsche Bank 1,645.86 14.347 17.473 3/07/16 15.833 -26,059 28,758 2,699 972,952  1,201,526 -128,574 1,072,952
    TecDAX Aixtron 3,047.54 4.108 11.590 6/01/15 6.900 -21,028 35,320 14,292 987,243  1,180,498 -93,254 1,087,243
    IBEX 35 Obrascón Huarte Lain 1,009.09 5.840 62.729 5/11/15 19.140 -19,314 63,300 43,986 1,031,229  1,161,184 -29,955 1,131,229
    BEL 20 long Bekaert 712.17 37.780   3/28/16 35.000 -24,926 26,906 1,980 1,033,209  1,136,258 -3,049 1,133,209
    OMXH 25 short Outokumpu 10,715.27 3.996 0.956 1/11/16 2.476 -26,531 10,244 -16,287 1,016,922  1,109,727 7,195 1,116,922
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Pharol 76,801.42 0.141 0.564 12/07/15 0.282 -21,658 43,316 21,658 1,038,580  1,088,069 50,511 1,138,580
    OMXC 20 Nordea Bank (DK) 3,043.80 8.632 7.935 4/11/16 8.283 -25,213 24,151 -1,062 1,037,518  1,062,856 74,662 1,137,518
    Europe 50 long BAT 4.78 5,349.570   4/18/16 5,403.310 -25,828 25,571 -257 1,037,261  1,037,028 100,233 1,137,261
    Nordic 30 short Møller-Mærsk B 18.64 1,254.850 1,197.470 12/14/15 1,226.160 -22,856 22,321 -535 1,036,726  1,014,172 122,554 1,136,726
    FT 30 long BAT 4.78 5,349.570   4/18/16 5,403.310 -25,828 25,571 -257 1,036,469  988,344 148,125 1,136,469
  Buy S&P 100 McDonald´s 283.86 113.132   5/09/16 114.955 32,114        1,020,458 116,011  
    Germany Verbio 3,833.13 8.378   6/27/16 5.220 32,114        1,052,572 83,897  
    DAX Adidas 297.77 107.850   5/09/16 114.300 32,114        1,084,687 51,783  
    TecDAX SMA Solar 686.71 46.765   5/09/16 46.500 32,114        1,116,800 19,669  
    IBEX 35 aena 266.06 120.700   5/09/16 123.100 32,113        1,148,914 -12,445  
    BEL 20 short Ackermans van Haaren 290.76 110.450   8/22/16 112.650 32,114        1,181,028 -44,559  
    OMXH 25 long Outokumpu 8,036.54 3.996   5/02/16 3.550 32,114        1,213,142 -76,673  
    OMXC 20 Genmab 246.42 130.322   6/13/16 152.120 32,114        1,245,256 -108,787  
    Europe 50 short Credit Suisse 2,393.51 13.417   5/16/16 12.098 32,114        1,277,370 -140,901  
    Nordic 30 long Volvo 2,987.68 10.749   5/09/16 9.844 32,114        1,309,484 -173,015  
    FT 30 short NatWest 100.64 319.111   5/16/16 270.322 32,115        1,341,600 -205,130  
5/02/16 Sell OMXH 25 long Outokumpu 8,036.54 3.550   4/25/16 3.996 -32,114 28,530 -3,584 1,032,885  1,309,486 -176,600 1,132,885
  Buy   short Konecranes 1,196.19 19.986   5/23/16 22.476 23,907        1,333,393 -200,508  
5/09/16 Sell S&P 100 long McDonald´s 283.86 114.955   4/25/16 113.132 -32,114 32,631 517 1,033,403  1,301,279 -167,876 1,133,403
    DAX Adidas 297.77 114.300   4/25/16 107.850 -32,114 34,035 1,921 1,035,323  1,269,164 -133,841 1,135,323
    TecDAX SMA Solar 686.71 46.500   4/25/16 46.765 -32,114 31,932 -182 1,035,141  1,237,051 -101,909 1,135,141
    IBEX 35 aena 266.06 123.100   4/25/16 120.700 -32,113 32,752 639 1,035,780  1,204,937 -69,157 1,135,780
    FTSE short Glencore 144.38 167.806 209.259 8/24/15 187.390 -27,055 30,213 3,157 1,038,937  1,177,882 -38,944 1,138,937
    HSI-C&I Sands China 6,945.27 3.084 3.713 7/06/15 3.384 -23,500 25,784 2,284 1,041,222  1,154,382 -13,160 1,141,222
    Athex LC Eurobank Ergasias 236.55 0.875 2,744.000 1/27/14 49.000 -11,591 649,093 637,502 1,678,724  1,142,791 635,933 1,778,724
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 long Volvo 2,987.68 9.844   4/25/16 10.749 -32,114 29,412 -2,702 1,676,021  1,110,677 665,345 1,776,021
    GEX short Manz 562.20 36.225 45.638 12/14/15 40.660 -22,859 25,658 2,799 1,678,820  1,087,818 691,002 1,778,820
    DJ Global Titans long McDonald´s 225.47 114.955   4/11/16 111.826 -25,213 25,919 705 1,679,526  1,062,604 716,921 1,779,526
  Buy DAX short Deutsche Bank 4,773.23 13.075   5/16/16 12.861 62,411        1,125,015 654,510  
    FTSE long Fresnillo 47.45 1,315.360   10/08/18 886.711 62,414        1,187,429 592,097  
    HSI-C&I MTR 14,324.63 4.357   12/26/16 4.598 62,411        1,249,840 529,686  
    OBX 25 SalMar 2,781.81 22.435   6/27/16 25.094 62,411        1,312,251 467,275  
    Athex LC Jumbo 5,552.58 11.240   6/20/16 10.590 62,411        1,374,662 404,864  
    Nordic 30 short Ericsson 9,149.70 6.821   5/16/16 6.762 62,411        1,437,073 342,452  
    GEX long Hypoport 798.30 78.180   5/23/16 84.790 62,411        1,499,484 280,041  
    DJ Global Titans short Mitsubishi UFJ 15,520.11 4.021   7/04/16 3.981 62,411        1,561,895 217,630  
5/16/16 Sell Euro 50 short Deutsche Bank 863.99 12.861 13.567 4/04/16 13.209 -11,413 11,721 309 1,679,834  1,550,483 229,352 1,779,834
      Unicredit 755.14 14.382 15.881 4/04/16 15.113 -11,412 11,993 580 1,680,415  1,539,070 241,344 1,780,415
    ATX long Flughafen Wien 1,023.76 25.113   3/28/16 24.348 -24,926 25,709 783 1,681,198  1,514,144 267,053 1,781,198
    DAX short Deutsche Bank 4,773.23 12.861 13.293 5/09/16 13.075 -62,411 63,451 1,040 1,682,237  1,451,733 330,504 1,782,237
    Europe 50 Credit Suisse 2,393.51 12.098 14.880 4/25/16 13.417 -32,114 35,616 3,502 1,685,739  1,419,619 366,120 1,785,739
    Nordic 30 Ericsson 9,149.70 6.762 6.881 5/09/16 6.821 -62,411 62,956 545 1,686,285  1,357,208 429,076 1,786,285
    FT 30 NatWest 100.64 270.322 376.705 4/25/16 319.111 -32,115 37,912 5,796 1,692,081  1,325,093 466,988 1,792,081
  Buy Euro 50 long Deutsche Post 1,051.69 26.850   3/16/20 20.560 28,238        1,353,331 438,750  
      Vinci 430.98 65.520   3/16/20 59.040 28,238        1,381,569 410,512  
    ATX short Zumtobel 4,827.01 11.700   8/15/16 13.740 56,476        1,438,045 354,036  
    DAX long Adidas 513.89 109.900   3/05/18 174.750 56,477        1,494,521 297,560  
    PSI 20 short Pharol 427,848.48 0.132   8/15/16 0.180 56,476        1,550,997 241,084  
    Europe 50 long BAT 10.55 5,355.180   3/05/18 4,737.420 56,497        1,607,494 184,587  
    Nordic 30 Pandora 432.39 130.613   6/13/16 124.682 56,476        1,663,970 128,111  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Compass Group 34.68 1,628.290