Sat, Sep 30th, 2023, 7:21UTC
 
Portfolio Development

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World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        2,500 97,500 100,000
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        5,000 95,000  
1/17/11 Buy CAC 40 long Valeo 321.75 15.148   3/14/11 13.523 4,874        9,874 90,126  
    AEX Aalberts 323.85 15.050   3/28/11 16.715 4,874        14,748 85,252  
1/24/11 Buy IBEX 35 long Sacyr 847.86 5.462   2/28/11 7.082 4,631        19,379 80,621  
    Topix (TYO) short Resona 1,147.25 4.037   1/31/11 3.670 4,631        24,010 75,990  
1/31/11 Sell   short Resona 1,147.25 3.670 4.440 1/24/11 4.037 -4,631 5,094 463 463  19,379 81,084 100,463
  Buy SSE 50 long China Shipbuilding 4,614.60 0.983   2/21/11 0.981 4,538        23,917 76,546  
    Topix (TYO) Isuzu Motors 632.21 7.178   8/29/11 5.756 4,538        28,455 72,008  
2/07/11 Buy HSI short China Res Land 3,595.50 1.199   4/04/11 1.417 4,311        32,766 67,697  
    HSI-Fin China Life Ins HK 1,574.33 2.738   1/16/12 2.249 4,311        37,077 63,386  
    ÖkoDAX (deprecated) long CropEnergies 730.68 5.900   6/06/11 4.970 4,311        41,388 59,075  
    BSE Sensex 30 short Bharat Heavy 988.85 4.360   1/30/12 2.662 4,311        45,699 54,764  
    STI Wilmar International 1,421.74 3.032   3/28/11 3.080 4,311        50,010 50,453  
2/14/11 Buy OMXH 25 short Nokia 562.99 6.700   2/21/11 6.240 3,772        53,782 46,681  
    PSI 20 long Jerónimo Martins 314.99 11.975   2/21/11 11.500 3,772        57,554 42,909  
    GEX InVision 183.91 20.510   3/07/11 22.905 3,772        61,326 39,137  
2/21/11 Sell SSE 50 long China Shipbuilding 4,614.60 0.981   1/31/11 0.983 -4,538 4,525 -13 450  56,788 43,662 100,450
    OMXH 25 short Nokia 562.99 6.240 7.194 2/14/11 6.700 -3,772 4,050 278 728  53,016 47,712 100,728
    PSI 20 long Jerónimo Martins 314.99 11.500   2/14/11 11.975 -3,772 3,622 -150 579  49,244 51,335 100,579
  Buy SSE 50 short Shanghai Pudong 3,415.80 1.112   4/04/11 1.203 3,797        53,041 47,538  
    OMXH 25 long Metso 389.84 9.740   2/28/11 10.430 3,797        56,838 43,741  
    PSI 20 short Impresa 3,835.35 0.990   3/28/11 1.010 3,797        60,635 39,944  
    SMI long Richemont 89.22 42.559   2/28/11 41.624 3,797        64,432 36,147  
2/28/11 Sell IBEX 35 long Sacyr 847.86 7.082   1/24/11 5.462 -4,631 6,005 1,374 1,952  59,801 42,151 101,952
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 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  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        92,995 9,223  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 4/25/11 4.809 -3,177 3,651 474 2,692  89,818 12,874 102,692
  Buy   long Novozymes 122.04 23.673   5/30/11 23.619 2,889        92,707 9,985  
    CAC Mid 60 short Genfit 734.55 3.933   1/23/12 1.723 2,889        95,596 7,096  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  92,282 10,024 102,306
  Buy   short China Life 1,350.65 2.079   5/30/11 2.028 2,808        95,090 7,216  
    SDAX Heidelberger Druck 968.61 2.899   1/30/12 1.657 2,808        97,898 4,408  
    Indices Athex Large Cap 0.49 5,689.400   1/16/12 2,507.600 2,788        100,686 1,620  
5/30/11 Sell SSE 50 short China Life 1,350.65 2.028 2.131 5/23/11 2.079 -2,808 2,879 71 2,376  97,878 4,498 102,376
    OMXC 20 long Novozymes 122.04 23.619   5/16/11 23.673 -2,889 2,882 -7 2,370  94,989 7,381 102,370
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,292  93,582 8,710 102,292
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,358  90,487 11,871 102,358
  Buy SSE 50 long China Northern Rare 1,182.00 2.415   6/06/11 2.742 2,855        93,342 9,016  
    BEL 20 short Galapagos 298.95 9.550   7/04/11 8.420 2,855        96,197 6,161  
    OMXC 20 Vestas Wind Systems 704.85 4.051   7/04/11 3.486 2,855        99,052 3,306  
    OMXS 30 Nokia 316.39 4.512   7/04/11 4.367 1,428        100,479 1,879  
      Telia Company 269.33 5.300   7/04/11 4.997 1,428        101,907 451  
6/06/11 Sell SSE 50 long China Northern Rare 1,182.00 2.742   5/30/11 2.415 -2,855 3,242 387 2,745  99,052 3,693 102,745
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,065  94,741 7,324 102,065
  Buy SSE 50 short China Rwy Constr 4,328.00 0.632   1/23/12 0.506 2,734        97,475 4,590  
    FT 30 Lloyds Bank 51.94 52.638   12/05/11 31.447 2,734        100,209 1,856  
6/27/11 Buy France short Carrefour 98.22 26.450   1/23/12 17.050 2,598        102,807 -741  
    MIB UnipolSai 506.43 5.130   11/05/12 0.935 2,598        105,405 -3,339  
    CAC Next 20 long Arkema 39.90 65.105   7/11/11 66.601 2,598        108,003 -5,937  
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 298.95 8.420 10.832 5/30/11 9.550 -2,855 3,238 383 2,449  105,148 -2,699 102,449
    OMXC 20 Vestas Wind Systems 704.85 3.486 4.707 5/30/11 4.051 -2,855 3,318 463 2,911  102,293 619 102,911
    OMXS 30 Nokia 316.39 4.367 4.661 5/30/11 4.512 -1,428 1,475 47 2,959  100,865 2,094 102,959
      Telia Company 269.33 4.997 5.622 5/30/11 5.300 -1,428 1,514 87 3,045  99,438 3,608 103,045
  Buy BEL 20 long Solvay 24.75 107.700   7/11/11 107.450 2,666        102,103 942  
    OMXC 20 Novozymes 114.69 23.246   7/11/11 23.100 2,666        104,769 -1,724  
7/11/11 Sell BEL 20 long Solvay 24.75 107.450   7/04/11 107.700 -2,666 2,659 -6 3,039  102,104 935 103,039
    OMXC 20 Novozymes 114.69 23.100   7/04/11 23.246 -2,666 2,649 -17 3,022  99,438 3,585 103,022
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,590  95,637 7,954 103,590
    CAC Next 20 long Arkema 39.90 66.601   6/27/11 65.105 -2,598 2,657 60 3,650  93,039 10,611 103,650
  Buy BEL 20 short Bekaert 56.62 50.440   3/12/12 24.765 2,856        95,895 7,755  
    OMXC 20 Vestas Wind Systems 832.77 3.430   11/28/11 1.979 2,856        98,751 4,899  
    OMXS 30 Nokia 361.20 3.954   11/28/11 4.082 1,428        100,179 3,471  
      SSAB 151.91 9.401   11/28/11 6.652 1,428        101,607 2,043  
    Topix (FRA) long Daito Trust 44.09 64.780   8/01/11 65.420 2,856        104,463 -813  
7/18/11 Buy ATX short Flughafen Wien 309.64 8.300   3/26/12 7.050 2,570        107,033 -3,383  
7/25/11 Buy ASX 50 short Macquarie Group 120.32 20.828   1/16/12 19.953 2,506        109,539 -5,889  
    DJ Global Titans Bank of America 359.55 6.970   12/26/11 4.202 2,506        112,045 -8,395  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,315  108,731 -2,416 106,315
    Topix (FRA) Daito Trust 44.09 65.420   7/11/11 64.780 -2,856 2,884 28 6,343  105,875 468 106,343
  Buy S&P 100 short AIG 134.44 19.860   1/09/12 18.875 2,670        108,545 -2,202  
    HSI New World Dev 710.18 3.760   12/26/11 2.465 2,670        111,215 -4,872  
    HDAX Commerzbank 142.01 18.801   1/23/12 14.511 2,670        113,885 -7,542  
    DJTA Delta Air Lines 492.78 5.418   10/24/11 6.408 2,670        116,555 -10,212  
    Topix (FRA) Nintendo 241.41 11.060   1/23/12 10.574 2,670        119,225 -12,882  
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 132.97 20.080   4/30/12 15.175 2,670        121,895 -15,552  
8/08/11 Buy Nasdaq 100 short Akamai 153.92 14.741   10/10/11 17.540 2,269        124,164 -17,821  
    Kospi 50 LG Display 166.01 13.668   10/10/11 14.049 2,269        126,433 -20,090  
    DAX Commerzbank 147.78 15.354   12/19/11 9.482 2,269        128,702 -22,359  
    MDAX Ceconomy 236.09 9.611   5/14/12 7.298 2,269        130,971 -24,628  
    FTSE Lloyds Bank 60.27 37.648   11/28/11 27.613 2,269        133,240 -26,897  
    Europe 50 Lloyds Bank 60.27 37.648   12/19/11 27.968 2,269        135,509 -29,166  
    BSE Sensex 50 Tata Motors 877.86 2.585   10/03/11 2.302 2,269        137,778 -31,435  
    QIX Pro7-Sat1 162.07 14.000   1/23/12 17.200 2,269        140,047 -33,704  
8/22/11 Buy DJIA short Goldman Sachs 24.53 73.991   12/19/11 67.244 1,815        141,862 -35,519  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,444  137,324 -31,880 105,444
  Buy   short Nintendo 157.72 11.660   2/13/12 10.500 1,839        139,163 -33,719  
9/05/11 Buy Euro 50 short Societe Generale 44.27 20.250   1/09/12 15.000 896        140,059 -34,615  
      Unicredit 32.65 27.460   1/09/12 11.455 897        140,956 -35,512  
10/03/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   4/25/11 0.077 -3,177 4,924 1,747 7,191  137,779 -30,588 107,191
    BSE Sensex 50 short Tata Motors 877.86 2.302 2.902 8/08/11 2.585 -2,269 2,548 279 7,470  135,510 -28,040 107,470
  Buy NZX 50 Heartland 7,119.80 0.279   10/17/11 0.296 1,985        137,495 -30,025  
    BSE Sensex 50 long Eicher Motors 815.46 2.434   10/17/11 2.393 1,985        139,480 -32,010  
10/10/11 Sell Nasdaq 100 short Akamai 153.92 17.540 11.942 8/08/11 14.741 -2,269 1,838 -431 7,039  137,211 -30,172 107,039
    Kospi 50 LG Display 166.01 14.049 13.287 8/08/11 13.668 -2,269 2,206 -63 6,976  134,942 -27,966 106,976
  Buy Nasdaq 100 long Regeneron 40.02 49.346   8/24/15 434.608 1,975        136,917 -29,941  
    Kospi 50 SK Holdings 20.60 95.875   12/19/11 80.532 1,975        138,892 -31,916  
10/17/11 Sell NZX 50 short Heartland 7,119.80 0.296 0.262 10/03/11 0.279 -1,985 1,864 -121 6,855  136,907 -30,052 106,855
    BSE Sensex 50 long Eicher Motors 815.46 2.393   10/03/11 2.434 -1,985 1,951 -34 6,821  134,922 -28,101 106,821
  Buy NZX 50 a2 Milk 14,130.75 0.139   10/31/11 0.139 1,967        136,889 -30,068  
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 2,141.54 0.919   10/24/11 0.877 1,967        138,856 -32,035  
10/24/11 Sell DJTA short Delta Air Lines 492.78 6.408 4.429 8/01/11 5.418 -2,670 2,182 -488 6,333  136,186 -29,853 106,333
    BSE Sensex 50 Aurobindo Pharma 2,141.54 0.877 0.962 10/17/11 0.919 -1,967 2,060 93 6,426  134,219 -27,793 106,426
  Buy   long Eicher Motors 841.47 2.335   12/07/15 22.421 1,965        136,184 -29,758  
Portfolio market l/s instrument bought pieces buy price 10/24/11 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 3.060 18.089 1,589 3,862 2,274 2,274 1,589 3,862 494
    Ryanair   471.93 3.366 3.275 3.460 1,589 1,633 44 2,318 3,177 5,495 6
  CAC 40 Carrefour 5/09/11 100.93 30.665 18.610 50.529 3,095 5,100 2,005 4,323 6,272 10,595 196
  AEX Philips 3/28/11 154.51 22.180 15.495 31.749 3,427 4,906 1,479 5,801 9,699 15,500 87
  IBEX 35 Banco Sabadell 4/04/11 1331.46 2.489 2.117 2.926 3,314 3,896 582 6,384 13,013 19,397 34
  Topix (TYO) Nintendo 8/29/11 157.72 11.660 11.217 12.121 1,839 1,912 73 6,456 14,852 21,308 29
  SSE 50 China Rwy Constr 6/06/11 4328 0.632 0.535 0.746 2,734 3,230 496 6,952 17,586 24,538 54
  HSI New World Dev 8/01/11 710.18 3.760 3.138 4.505 2,670 3,199 529 7,482 20,256 27,738 119
  HSI-Fin China Life Ins HK 2/07/11 1574.33 2.738 1.870 4.010 4,311 6,313 2,002 9,484 24,567 34,051 71
  BSE Sensex 30 Bharat Heavy   988.85 4.360 3.106 6.118 4,311 6,050 1,739 11,223 28,878 40,101 61
  STI Wilmar International 5/02/11 1092.78 2.824 3.054 2.594 3,086 2,834 -252 10,971 31,964 42,935 -16
  OMXH 25 Nokia 2/28/11 624.14 6.090 5.050 7.344 3,801 4,584 783 11,754 35,765 47,519 33
  PSI 20 Teixeira Duarte 4/11/11 4988.52 0.610 0.210 1.772 3,043 8,839 5,796 17,550 38,808 56,358 628
  GEX MeVis Medical 3/07/11 291.15 12.200 3.450 43.142 3,552 12,561 9,009 26,559 42,360 68,919 636
  NZX 50 long a2 Milk 10/17/11 14130.75 0.139 0.139 1,967 1,960 -7 26,552 44,327 70,879 -17
  Topix (FRA) short Nintendo 8/01/11 241.41 11.060 11.217 10.903 2,670 2,632 -38 26,514 46,997 73,511 -6
  TecDAX SMA Solar 3/14/11 48.09 73.750 40.815 133.261 3,547 6,409 2,862 29,376 50,544 79,920 162
  HSI-Prop China Ov Land & Inv   1350.31 1.313 1.455 1.172 1,774 1,583 -191 29,185 52,317 81,502 -17
    China Res Land   1478.16 1.200 1.137 1.266 1,774 1,872 98 29,283 54,091 83,374 9
  Nordic 30 Nokia   604.26 5.870 5.050 6.823 3,547 4,123 576 29,859 57,638 87,497 28
  FT 30 Lloyds Bank 6/06/11 51.94 52.638 39.734 69.732 2,734 3,622 888 30,747 60,372 91,119 108
  Nikkei (FRA) Resona 3/14/11 521.62 3.400 3.139 3.683 1,774 1,921 147 30,894 62,145 93,040 14
    Tokyo Electric Power   137.48 12.900 2.619 63.540 1,773 8,735 6,962 37,856 63,919 101,775 1,244
  Nikkei (TYO) Tokyo Electric Power 5/09/11 749.16 4.131 2.616 6.524 3,095 4,887 1,792 39,649 67,014 106,662 170
  Athex LC Piraeus Financial 4/04/11 0.01 432,300.000 78,870.000 2,369,510.460 4,323 23,695 19,372 59,021 71,337 130,358 2,031
Portfolio market l/s instrument bought pieces buy price 10/24/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 Frontline 4/11/11 39.4 77.243 19.993 298.433 3,043 11,758 8,715 67,736 74,380 142,116 1,139
  OMXS 30 Nokia 7/11/11 361.2 3.954 5.014 2.893 1,428 1,045 -383 67,353 75,808 143,161 -66
    SSAB   151.91 9.401 7.406 11.932 1,428 1,813 385 67,737 77,236 144,973 129
  OMXC 20 Vestas Wind Systems   832.77 3.430 2.606 4.514 2,856 3,759 903 68,640 80,092 148,732 160
  TSX 60 BlackBerry 5/09/11 102.19 30.287 15.134 60.610 3,095 6,194 3,099 71,739 83,187 154,926 351
  CAC Mid 60 Genfit 5/16/11 734.55 3.933 1.872 8.263 2,889 6,070 3,181 74,920 86,076 160,996 438
  SDAX Heidelberger Druck 5/23/11 968.61 2.899 1.587 5.296 2,808 5,129 2,321 77,241 88,884 166,125 317
  Indices Athex Large Cap   0.49 5,689.400 2,906.300 11,137.623 2,788 5,457 2,670 79,911 91,672 171,583 391
  BEL 20 Bekaert 7/11/11 56.62 50.440 34.000 74.829 2,856 4,237 1,381 81,292 94,528 175,820 294
  France Carrefour 6/27/11 98.22 26.450 18.610 37.593 2,598 3,692 1,094 82,386 97,126 179,512 194
  MIB UnipolSai   506.43 5.130 4.123 6.383 2,598 3,232 635 83,021 99,724 182,744 95
  ATX Flughafen Wien 7/18/11 309.64 8.300 8.028 8.582 2,570 2,657 87 83,108 102,294 185,402 13
  ASX 50 Macquarie Group 7/25/11 120.32 20.828 18.777 23.103 2,506 2,780 274 83,382 104,800 188,181 52
  DJ Global Titans Bank of America   359.55 6.970 4.838 10.040 2,506 3,610 1,104 84,485 107,306 191,791 332
  S&P 100 AIG 8/01/11 134.44 19.860 18.101 21.790 2,670 2,929 259 84,745 109,976 194,721 50
  HDAX Commerzbank   142.01 18.801 13.116 26.950 2,670 3,827 1,157 85,902 112,646 198,548 378
  SP Global 100 Carrefour   132.97 20.080 18.610 21.666 2,670 2,881 211 86,113 115,316 201,429 39
  Nasdaq 100 long Regeneron 10/10/11 40.02 49.346 43.725 1,975 1,750 -225 85,888 117,291 203,179 -96
  Kospi 50 SK Holdings   20.6 95.875 102.409 1,975 2,110 135 86,023 119,266 205,288 458
  DAX short Commerzbank 8/08/11 147.78 15.354 13.116 17.974 2,269 2,656 387 86,410 121,535 207,944 111
  MDAX Ceconomy   236.09 9.611 10.762 8.460 2,269 1,997 -272 86,138 123,804 209,942 -45
  FTSE Lloyds Bank   60.27 37.648 39.734 35.562 2,269 2,143 -126 86,013 126,073 212,085 -24
  Europe 50 Lloyds Bank   60.27 37.648 39.734 35.562 2,269 2,143 -126 85,887 128,342 214,229 -24
  BSE Sensex 50 long Eicher Motors 10/24/11 841.47 2.335   1,965 1,965     130,307 216,194  
  QIX short Pro7-Sat1 8/08/11 162.07 14.000 16.030 11.970 2,269 1,940 -329 85,558 132,576 218,133 -52
Portfolio market l/s instrument bought pieces buy price 10/24/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  DJIA Goldman Sachs 8/22/11 24.53 73.991 74.865 73.117 1,815 1,794 -21 85,536 134,391 219,927 -7
  Euro 50 Societe Generale 9/05/11 44.27 20.250 19.750 20.763 896 919 23 85,559 135,287 220,846 20
    Unicredit   32.65 27.460 29.606 25.314 897 827 -70 85,489 136,184 221,673 -45
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/31/11 Sell NZX 50 long a2 Milk 14,130.75 0.139   10/17/11 0.139 -1,967 1,968 1 6,427  134,217 -27,790 106,427
  Buy   short Heartland 6,510.93 0.302   3/05/12 0.277 1,965        136,182 -29,755  
11/21/11 Buy USA short Netflix 243.56 7.867   11/28/11 7.544 1,916        138,098 -31,671  
    DJTA JetBlue Airways 721.79 2.655   12/05/11 3.509 1,916        140,014 -33,587  
11/28/11 Sell USA short Netflix 243.56 7.544 8.203 11/21/11 7.867 -1,916 1,998 82 6,509  138,098 -31,589 106,509
    FTSE Lloyds Bank 60.27 27.613 51.330 8/08/11 37.648 -2,269 3,094 825 7,333  135,829 -28,495 107,333
    OMXC 20 Vestas Wind Systems 832.77 1.979 5.942 7/11/11 3.430 -2,856 4,948 2,093 9,426  132,973 -23,547 109,426
    OMXS 30 Nokia 361.20 4.082 3.825 7/11/11 3.954 -1,428 1,382 -46 9,380  131,545 -22,165 109,380
      SSAB 151.91 6.652 13.285 7/11/11 9.401 -1,428 2,018 590 9,970  130,117 -20,147 109,970
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,440  126,570 -15,130 111,440
  Buy FTSE long Next 0.77 3,105.900   6/04/12 3,698.710 2,392        128,961 -17,521  
    OMXC 20 Tryg 279.96 8.598   5/14/12 8.768 2,407        131,368 -19,928  
    OMXS 30 Getinge 64.56 18.641   5/14/12 19.967 1,203        132,572 -21,132  
    Nordic 30 Equinor 131.85 18.255   5/07/12 19.757 2,407        134,979 -23,539  
12/05/11 Sell FT 30 short Lloyds Bank 51.94 31.447 88.109 6/06/11 52.638 -2,734 4,576 1,842 13,282  132,245 -18,962 113,282
    DJTA JetBlue Airways 721.79 3.509 1.800 11/21/11 2.655 -1,916 1,299 -617 12,666  130,329 -17,663 112,666
  Buy FT 30 long BAT 0.70 3,416.030   12/12/11 3,512.060 2,391        132,720 -20,054  
    DJTA Kirby 49.47 48.011   6/25/12 36.163 2,375        135,095 -22,429  
12/12/11 Sell FT 30 long BAT 0.70 3,512.060   12/05/11 3,416.030 -2,391 2,458 67 12,733  132,704 -19,971 112,733
  Buy   short Lloyds Bank 81.10 28.594   12/19/11 27.968 2,319        135,023 -22,290  
12/19/11 Sell DJIA short Goldman Sachs 24.53 67.244 81.415 8/22/11 73.991 -1,815 1,997 182 12,915  133,208 -20,293 112,915
    Kospi 50 long SK Holdings 20.60 80.532   10/10/11 95.875 -1,975 1,659 -316 12,599  131,233 -18,634 112,599
    DAX short Commerzbank 147.78 9.482 24.862 8/08/11 15.354 -2,269 3,674 1,405 14,004  128,964 -14,960 114,004
    Europe 50 Lloyds Bank 60.27 27.968 50.678 8/08/11 37.648 -2,269 3,054 785 14,789  126,695 -11,905 114,789
    FT 30 Lloyds Bank 81.10 27.968 29.234 12/12/11 28.594 -2,319 2,371 52 14,841  124,376 -9,534 114,841
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DJIA long Visa 139.28 18.897   8/24/15 58.880 2,632        127,007 -12,166  
    Kospi 50 short Hyundai Heavy 14.44 182.275   1/23/12 209.385 2,632        129,640 -14,798  
    DAX long Merck (EMD) 71.73 36.695   6/04/12 36.500 2,632        132,272 -17,430  
    Europe 50 Roche 20.29 129.719   10/20/14 222.572 2,632        134,904 -20,062  
    FT 30 Tate & Lyle 3.26 808.105   5/14/12 858.422 2,634        137,538 -22,697  
12/26/11 Sell HSI short New World Dev 710.18 2.465 5.735 8/01/11 3.760 -2,670 4,073 1,403 16,244  134,868 -18,624 116,244
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,666  131,067 -12,402 118,666
    DJ Global Titans Bank of America 359.55 4.202 11.562 7/25/11 6.970 -2,506 4,157 1,651 20,317  128,561 -8,244 120,317
  Buy HSI long Lenovo 5,202.45 0.538   5/21/12 0.656 2,801        131,362 -11,045  
    OMXH 25 Huhtamäki 303.80 9.220   1/02/12 9.150 2,801        134,163 -13,846  
    DJ Global Titans Philip Morris 46.34 60.439   1/23/12 57.914 2,801        136,964 -16,647  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,499  133,537 -12,038 121,499
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,545  131,948 -7,403 124,545
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,350  130,360 -6,010 124,350
    OMXH 25 long Huhtamäki 303.80 9.150   12/26/11 9.220 -2,801 2,780 -21 24,329  127,559 -3,230 124,329
  Buy Germany Encavis 931.96 3.248   5/14/12 2.970 3,027        130,586 -6,257  
    AEX Vopak 73.66 41.095   4/09/12 44.780 3,027        133,613 -9,284  
    ISEQ 20 Flutter 33.56 45.100   5/21/12 50.010 1,514        135,126 -10,798  
      Ryanair 400.40 3.780   5/21/12 4.040 1,514        136,640 -12,311  
    OMXH 25 short Outokumpu 260.50 11.620   1/09/12 12.510 3,027        139,667 -15,338  
1/09/12 Sell S&P 100 short AIG 134.44 18.875 20.895 8/01/11 19.860 -2,670 2,809 139 24,468  136,997 -12,529 124,468
    Euro 50 Societe Generale 44.27 15.000 27.338 9/05/11 20.250 -896 1,210 314 24,782  136,100 -11,319 124,782
      Unicredit 32.65 11.455 65.827 9/05/11 27.460 -897 2,149 1,253 26,034  135,204 -9,169 126,034
    OMXH 25 Outokumpu 260.50 12.510 10.730 1/02/12 11.620 -3,027 2,795 -232 25,803  132,177 -6,374 125,803
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,772  130,403 -4,631 125,772
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 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 37,147  128,630 8,517 137,147
  Buy S&P 100 long Biogen 40.30 90.342   9/03/12 116.954 3,641        132,271 4,877  
    Euro 50 ASML 56.19 32.400   8/24/15 74.790 1,821        134,091 3,056  
      Anheuser-Busch InBev 38.33 47.495   8/24/15 91.280 1,820        135,912 1,235  
    OMXH 25 Wärtsilä 435.35 8.363   1/30/12 8.837 3,641        139,553 -2,405  
    Nikkei (FRA) Aozora Bank 85.19 21.370   5/14/12 18.670 1,821        141,373 -4,226  
      Nitto Boseki 140.31 12.975   5/14/12 12.260 1,821        143,194 -6,047  
1/16/12 Sell ASX 50 short Macquarie Group 120.32 19.953 21.742 7/25/11 20.828 -2,506 2,616 110 37,257  140,688 -3,431 137,257
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 38,196  136,377 1,819 138,196
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,889  134,603 3,285 137,889
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,573  132,830 4,744 137,573
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,679  129,786 17,892 147,679
    Indices Athex Large Cap 0.49 2,507.600 12,908.500 5/23/11 5,689.400 -2,788 6,325 3,537 51,216  126,999 24,218 151,216
  Buy ASX 50 long James Hardie Ind 748.87 5.856   1/23/12 6.001 4,385        131,384 19,833  
    HSI-Fin AIA 1,670.99 2.624   5/14/12 2.577 4,385        135,769 15,448  
    HSI-Prop China Ov Land & Inv 1,422.78 1.541   6/10/13 2.124 2,193        137,961 13,255  
      China Res Land 1,551.55 1.413   6/10/13 2.183 2,193        140,154 11,063  
    HSI-C&I Sands China 1,707.29 2.568   5/21/12 2.614 4,385        144,539 6,678  
    OBX 25 Equinor 227.62 19.264   5/14/12 19.745 4,385        148,923 2,293  
    Indices ISEQ-Overall 1.46 3,005.690   5/21/12 3,087.810 4,388        153,312 -2,096  
1/23/12 Sell France short Carrefour 98.22 17.050 41.032 6/27/11 26.450 -2,598 4,030 1,432 52,648  150,714 1,935 152,648
    SSE 50 China Rwy Constr 4,328.00 0.506 0.789 6/06/11 0.632 -2,734 3,417 683 53,331  147,980 5,351 153,331
    Kospi 50 Hyundai Heavy 14.44 209.385 155.165 12/19/11 182.275 -2,632 2,241 -391 52,939  145,348 7,592 152,939
    ASX 50 long James Hardie Ind 748.87 6.001   1/16/12 5.856 -4,385 4,494 109 53,049  140,963 12,086 153,049
    HDAX short Commerzbank 142.01 14.511 24.359 8/01/11 18.801 -2,670 3,459 789 53,838  138,293 15,545 153,838
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Nintendo 241.41 10.574 11.568 8/01/11 11.060 -2,670 2,793 123 53,960  135,623 18,338 153,960
    CAC Mid 60 Genfit 734.55 1.723 8.978 5/16/11 3.933 -2,889 6,595 3,706 57,666  132,734 24,932 157,666
    QIX Pro7-Sat1 162.07 17.200 10.800 8/08/11 14.000 -2,269 1,750 -519 57,147  130,465 26,682 157,147
    DJ Global Titans long Philip Morris 46.34 57.914   12/26/11 60.439 -2,801 2,684 -117 57,030  127,664 29,366 157,030
  Buy France Hermes International 18.37 253.600   4/23/12 251.250 4,659        132,323 24,708  
    SSE 50 China Minsheng Bk 6,977.68 0.668   3/19/12 0.633 4,659        136,982 20,049  
    Kospi 50 Samsung Electronics 303.60 15.346   5/21/12 16.200 4,659        141,641 15,390  
    ASX 50 short QBE Insurance 486.04 9.586   1/30/12 9.544 4,659        146,300 10,731  
    HDAX long Dürr 510.58 9.125   8/04/14 28.230 4,659        150,959 6,072  
    Topix (FRA) Fast Retailing 95.65 48.710   2/27/12 49.490 4,659        155,618 1,412  
    CAC Mid 60 Innate Pharma 2,724.56 1.710   5/14/12 1.650 4,659        160,277 -3,247  
    QIX Freenet 443.08 10.515   1/18/16 28.325 4,659        164,936 -7,906  
    DJ Global Titans short Bank of America 830.64 5.609   2/06/12 6.060 4,659        169,595 -12,565  
1/30/12 Sell ASX 50 short QBE Insurance 486.04 9.544 9.628 1/23/12 9.586 -4,659 4,679 20 57,051  164,936 -7,885 157,051
    SDAX Heidelberger Druck 968.61 1.657 5.072 5/23/11 2.899 -2,808 4,913 2,105 59,155  162,128 -2,972 159,155
    OMXH 25 long Wärtsilä 435.35 8.837   1/09/12 8.363 -3,641 3,847 206 59,362  158,487 875 159,362
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 62,110  154,176 7,934 162,110
  Buy ASX 50 long James Hardie Ind 737.60 5.763   8/17/15 12.058 4,251        158,427 3,683  
    SDAX Encavis 1,407.15 3.021   5/21/12 2.951 4,251        162,678 -568  
    OMXH 25 short Nokia 1,095.62 3.880   2/13/12 3.800 4,251        166,929 -4,819  
    BSE Sensex 30 long Hindustan Unilever 701.35 6.061   11/16/15 11.144 4,251        171,180 -9,070  
2/06/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 5/09/11 30.665 -3,095 5,174 2,079 64,189  168,085 -3,896 164,189
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,830  164,538 1,291 165,830
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 66,054  161,224 4,830 166,054
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,781  158,181 14,599 172,781
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Bank of America 830.64 6.060 5.157 1/23/12 5.609 -4,659 4,284 -375 72,406  153,522 18,883 172,406
  Buy CAC 40 long Airbus 175.62 27.230   4/09/12 29.725 4,782        158,305 14,101  
    IBEX 35 Bankinter 1,385.28 3.452   2/13/12 3.297 4,782        163,087 9,319  
    PSI 20 Jerónimo Martins 372.43 12.840   2/20/12 12.970 4,782        167,869 4,537  
    MerVal short Gr Fin Galicia 8,062.72 0.593   2/27/12 0.596 4,782        172,651 -245  
    DJ Global Titans long Apple 379.52 12.600   5/21/12 15.695 4,782        177,432 -5,027  
2/13/12 Sell IBEX 35 long Bankinter 1,385.28 3.297   2/06/12 3.452 -4,782 4,567 -215 72,191  172,650 -459 172,191
    OMXH 25 short Nokia 1,095.62 3.800 3.962 1/30/12 3.880 -4,251 4,341 90 72,280  168,399 3,881 172,280
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,734  165,304 10,429 175,734
    Topix (TYO) Nintendo 157.72 10.500 12.949 8/29/11 11.660 -1,839 2,042 203 75,937  163,465 12,472 175,937
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 80,055  159,913 20,142 180,055
  Buy IBEX 35 Sacyr 1,509.96 3.314   8/20/12 1.284 5,004        164,917 15,138  
    OMXH 25 long Nokian Tyres 148.49 33.700   4/09/12 36.040 5,004        169,922 10,133  
    Topix (TYO) Fast Retailing 96.93 51.626   5/07/12 55.879 5,004        174,926 5,129  
    GEX 4SC 81.24 61.593   5/07/12 48.084 5,004        179,929 126  
2/20/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 5/09/11 30.287 -3,095 8,282 5,187 85,242  176,834 8,408 185,242
    PSI 20 long Jerónimo Martins 372.43 12.970   2/06/12 12.840 -4,782 4,830 48 85,291  172,052 13,238 185,291
  Buy TSX 60 Constellation Soft 70.20 70.699   4/16/12 66.838 4,963        177,015 8,275  
    PSI 20 short Pharol 1,181.67 4.200   2/27/12 3.989 4,963        181,978 3,312  
    SLI long Sonova 58.19 85.291   4/23/12 82.016 4,963        186,942 -1,651  
2/27/12 Sell PSI 20 short Pharol 1,181.67 3.989 4.422 2/20/12 4.200 -4,963 5,226 263 85,553  181,979 3,575 185,553
    MerVal Gr Fin Galicia 8,062.72 0.596 0.591 2/06/12 0.593 -4,782 4,762 -20 85,533  177,197 8,337 185,533
    Topix (FRA) long Fast Retailing 95.65 49.490   1/23/12 48.710 -4,659 4,734 75 85,608  172,537 13,070 185,608
  Buy PSI 20 Jerónimo Martins 365.95 13.570   3/12/12 14.360 4,966        177,503 8,104  
    Topix (FRA) short Mazda Motor 777.15 6.390   3/05/12 6.150 4,966        182,469 3,138  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/05/12 Sell NZX 50 short Heartland 6,510.93 0.277 0.329 10/31/11 0.302 -1,965 2,145 180 85,787  180,504 5,283 185,787
    Topix (FRA) Mazda Motor 777.15 6.150 6.639 2/27/12 6.390 -4,966 5,160 194 85,981  175,538 10,443 185,981
  Buy MerVal Aluar 10,231.30 0.480   3/12/12 0.513 4,910        180,448 5,533  
    NZX 50 long a2 Milk 21,118.28 0.233   5/21/12 0.267 4,910        185,358 623  
    Topix (FRA) Isuzu Motors 584.38 8.402   3/19/12 8.620 4,910        190,268 -4,287  
3/12/12 Sell BEL 20 short Bekaert 56.62 24.765 102.733 7/11/11 50.440 -2,856 5,817 2,961 88,942  187,412 1,530 188,942
    PSI 20 long Jerónimo Martins 365.95 14.360   2/27/12 13.570 -4,966 5,255 289 89,231  182,446 6,785 189,231
    MerVal short Aluar 10,231.30 0.513 0.447 3/05/12 0.480 -4,910 4,573 -337 88,894  177,536 11,358 188,894
  Buy BEL 20 long Galapagos 399.20 12.540   5/14/12 10.990 5,006        182,542 6,352  
    PSI 20 short Pharol 1,270.88 3.939   3/26/12 4.022 5,006        187,548 1,346  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,977.68 0.633   1/23/12 0.668 -4,659 4,418 -241 88,653  182,889 5,764 188,653
    Topix (FRA) Isuzu Motors 584.38 8.620   3/05/12 8.402 -4,910 5,037 127 88,780  177,979 10,801 188,780
  Buy SSE 50 short Anhui Conch Cement 2,551.79 1.955   4/09/12 2.031 4,989        182,968 5,812  
    Topix (FRA) Mazda Motor 772.29 6.460   8/13/12 4.800 4,989        187,957 823  
3/26/12 Sell ATX short Flughafen Wien 309.64 7.050 9.772 7/18/11 8.300 -2,570 3,026 456 89,236  185,387 3,849 189,236
    PSI 20 Pharol 1,270.88 4.022 3.856 3/12/12 3.939 -5,006 4,901 -105 89,131  180,381 8,749 189,131
  Buy ATX long Österreichische Post 196.27 25.200   4/09/12 25.800 4,946        185,327 3,803  
    PSI 20 Jerónimo Martins 331.95 14.900   4/02/12 15.420 4,946        190,273 -1,143  
4/02/12 Sell   long Jerónimo Martins 331.95 15.420   3/26/12 14.900 -4,946 5,119 173 89,303  185,327 3,976 189,303
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,543  181,004 26,538 207,543
  Buy PSI 20 Banco Comercial 8,885.51 0.659   8/20/12 0.452 5,852        186,856 20,686  
    Athex LC long EYDAP 1,470.35 3.980   4/16/12 4.030 5,852        192,708 14,834  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,551.79 2.031 1.880 3/19/12 1.955 -4,989 4,796 -193 107,350  187,719 19,630 207,350
    ATX long Österreichische Post 196.27 25.800   3/26/12 25.200 -4,946 5,064 118 107,467  182,773 24,694 207,467
    CAC 40 Airbus 175.62 29.725   2/06/12 27.230 -4,782 5,220 438 107,906  177,991 29,914 207,906
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX Vopak 73.66 44.780   1/02/12 41.095 -3,027 3,298 271 108,177  174,964 33,213 208,177
    OMXH 25 Nokian Tyres 148.49 36.040   2/13/12 33.700 -5,004 5,352 347 108,524  169,960 38,564 208,524
  Buy SSE 50 China Northern Rare 2,138.92 2.888   6/04/12 3.823 6,177        176,137 32,387  
    ATX short Zumtobel 630.05 9.804   4/16/12 9.950 6,177        182,314 26,210  
    AEX ArcelorMittal 159.49 38.730   9/03/12 35.565 6,177        188,491 20,033  
    OMXH 25 Outokumpu 531.58 11.620   8/20/12 6.980 6,177        194,668 13,856  
4/16/12 Sell ATX short Zumtobel 630.05 9.950 9.658 4/09/12 9.804 -6,177 6,085 -92 108,432  188,491 19,941 208,432
    TSX 60 long Constellation Soft 70.20 66.838   2/20/12 70.699 -4,963 4,692 -271 108,161  183,528 24,633 208,161
    Athex LC EYDAP 1,470.35 4.030   4/02/12 3.980 -5,852 5,926 74 108,235  177,676 30,559 208,235
  Buy ATX Österreichische Post 223.35 26.725   5/21/12 27.000 5,969        183,645 24,590  
    TSX 60 short BlackBerry 590.66 10.106   8/20/12 5.638 5,969        189,614 18,621  
    Athex LC Public Power 3,850.97 1.550   9/03/12 1.330 5,969        195,583 12,652  
4/23/12 Sell France long Hermes International 18.37 251.250   1/23/12 253.600 -4,659 4,615 -43 108,192  190,924 17,267 208,192
    SLI Sonova 58.19 82.016   2/20/12 85.291 -4,963 4,772 -191 108,001  185,961 22,040 208,001
  Buy France short Solocal 3.89 1,476.830   8/13/12 1,038.280 5,745        191,706 16,295  
    MerVal YPF 428.12 13.433   8/27/12 14.446 5,751        197,457 10,544  
    SLI Lonza 166.68 34.504   11/26/12 36.099 5,751        203,208 4,793  
    GCX REC Silicon 1,653.20 3.479   2/11/13 1.027 5,751        208,959 -958  
4/30/12 Sell SP Global 100 short Carrefour 132.97 15.175 26.570 8/01/11 20.080 -2,670 3,533 863 108,864  206,289 2,575 208,864
  Buy   long Apple 335.81 15.738   10/20/14 19.487 5,285        211,574 -2,710  
5/07/12 Sell Nordic 30 long Equinor 131.85 19.757   11/28/11 18.255 -2,407 2,605 198 109,062  209,167 -105 209,062
    Topix (TYO) Fast Retailing 96.93 55.879   2/13/12 51.626 -5,004 5,416 412 109,475  204,163 5,311 209,475
    GEX 4SC 81.24 48.084   2/13/12 61.593 -5,004 3,906 -1,098 108,377  199,160 9,217 208,377
  Buy Nordic 30 short Nokia 2,266.25 2.400   8/13/12 2.220 5,439        204,599 3,778  
    Topix (TYO) Sony 464.09 11.720   6/11/12 10.270 5,439        210,037 -1,660  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/14/12 Sell Germany long Encavis 931.96 2.970   1/02/12 3.248 -3,027 2,768 -259 108,118  207,010 1,107 208,118
    MDAX short Ceconomy 236.09 7.298 12.656 8/08/11 9.611 -2,269 2,988 719 108,837  204,741 4,095 208,837
    HSI-Fin long AIA 1,670.99 2.577   1/16/12 2.624 -4,385 4,307 -78 108,759  200,356 8,402 208,759
    BEL 20 Galapagos 399.20 10.990   3/12/12 12.540 -5,006 4,387 -619 108,140  195,350 12,789 208,140
    OMXC 20 Tryg 279.96 8.768   11/28/11 8.598 -2,407 2,455 48 108,188  192,943 15,244 208,188
    OBX 25 Equinor 227.62 19.745   1/16/12 19.264 -4,385 4,494 109 108,297  188,559 19,738 208,297
    OMXS 30 Getinge 64.56 19.967   11/28/11 18.641 -1,203 1,289 86 108,383  187,355 21,028 208,383
    FT 30 Tate & Lyle 3.26 858.422   12/19/11 808.105 -2,634 2,798 164 108,547  184,721 23,826 208,547
    Nikkei (FRA) Aozora Bank 85.19 18.670   1/09/12 21.370 -1,821 1,591 -230 108,317  182,900 25,417 208,317
      Nitto Boseki 140.31 12.260   1/09/12 12.975 -1,821 1,720 -100 108,216  181,080 27,137 208,216
    CAC Mid 60 Innate Pharma 2,724.56 1.650   1/23/12 1.710 -4,659 4,496 -163 108,053  176,421 31,632 208,053
  Buy Germany short SolarWorld 25.33 236.550   9/10/12 182.550 5,992        182,412 25,640  
    MDAX long Dürr 547.41 10.946   5/21/12 10.445 5,992        188,404 19,648  
    HSI-Fin short HK Exchgs & Clrg 527.66 11.356   9/17/12 11.718 5,992        194,396 13,656  
    BEL 20 Bekaert 262.23 22.850   6/25/12 18.225 5,992        200,388 7,664  
    OMXC 20 Vestas Wind Systems 5,287.68 1.133   5/28/12 1.008 5,992        206,380 1,672  
    OBX 25 REC Silicon 1,731.04 3.462   9/03/12 2.359 5,992        212,372 -4,320  
    OMXS 30 ABB 231.06 12.967   7/23/12 14.168 2,996        215,368 -7,316  
      Nokia 1,281.22 2.338   7/23/12 1.752 2,996        218,364 -10,312  
    FT 30 Man Group 58.03 103.259   8/06/12 106.958 5,992        224,357 -16,304  
    Nikkei (FRA) Nippon Sheet Glass 331.42 9.040   1/07/13 9.100 2,996        227,353 -19,300  
      Sharp 77.56 38.630   1/07/13 23.550 2,996        230,349 -22,296  
    CAC Mid 60 Vallourec 4.33 1,382.400   9/10/12 1,453.800 5,986        236,335 -28,282  
5/21/12 Sell HSI long Lenovo 5,202.45 0.656   12/26/11 0.538 -2,801 3,412 611 108,664  233,534 -24,870 208,664
    Kospi 50 Samsung Electronics 303.60 16.200   1/23/12 15.346 -4,659 4,918 259 108,923  228,875 -19,951 208,923
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Österreichische Post 223.35 27.000   4/16/12 26.725 -5,969 6,030 61 108,984  222,906 -13,921 208,984
    MDAX Dürr 547.41 10.445   5/14/12 10.946 -5,992 5,718 -274 108,710  216,914 -8,203 208,710
    SDAX Encavis 1,407.15 2.951   1/30/12 3.021 -4,251 4,153 -99 108,612  212,663 -4,051 208,612
    HSI-C&I Sands China 1,707.29 2.614   1/16/12 2.568 -4,385 4,463 78 108,690  208,278 412 208,690
    ISEQ 20 Flutter 33.56 50.010   1/02/12 45.100 -1,514 1,678 165 108,855  206,764 2,091 208,855
      Ryanair 400.40 4.040   1/02/12 3.780 -1,514 1,618 104 108,959  205,251 3,708 208,959
    NZX 50 a2 Milk 21,118.28 0.267   3/05/12 0.233 -4,910 5,630 720 109,679  200,341 9,338 209,679
    Indices ISEQ-Overall 1.46 3,087.810   1/16/12 3,005.690 -4,388 4,508 120 109,799  195,952 13,846 209,799
    DJ Global Titans Apple 379.52 15.695   2/06/12 12.600 -4,782 5,957 1,175 110,973  191,170 19,803 210,973
  Buy HSI short China Unicom 4,853.20 1.189   8/20/12 1.370 5,769        196,939 14,034  
    Kospi 50 SK Holdings 102.51 56.279   7/23/12 68.528 5,769        202,708 8,265  
    ATX Zumtobel 585.21 9.858   6/25/12 8.050 5,769        208,477 2,496  
    MDAX Ströer Media 726.30 7.943   5/28/12 8.000 5,769        214,246 -3,273  
    TecDAX SMA Solar 219.23 26.315   12/22/14 14.800 5,769        220,015 -9,042  
    SDAX Klöckner 736.41 7.834   10/29/12 7.058 5,769        225,784 -14,811  
    HSI-C&I Citic Pacific 4,870.00 1.185   9/17/12 0.959 5,769        231,553 -20,580  
    ISEQ 20 Bank of Ireland 1,105.17 2.610   8/27/12 2.490 2,884        234,438 -23,465  
      Smurfit Kappa 519.73 5.550   8/27/12 6.550 2,885        237,322 -26,349  
    SMI long Richemont 120.09 48.039   5/28/12 48.077 5,769        243,092 -32,118  
    NZX 50 short KMD Brands 6,049.07 0.954   7/30/12 0.992 5,769        248,861 -37,887  
    Indices Athex Large Cap 2.84 2,028.100   9/10/12 2,671.700 5,760        254,620 -43,647  
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.519   7/02/12 8.411 5,769        260,389 -49,416  
    DJ Global Titans Telefónica 587.71 9.816   5/28/12 9.440 5,769        266,158 -55,185  
5/28/12 Sell MDAX short Ströer Media 726.30 8.000 7.886 5/21/12 7.943 -5,769 5,728 -41 110,932  260,389 -49,457 210,932
    OMXC 20 Vestas Wind Systems 5,287.68 1.008 1.274 5/14/12 1.133 -5,992 6,737 745 111,676  254,397 -42,721 211,676
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 120.09 48.077   5/21/12 48.039 -5,769 5,774 5 111,681  248,628 -36,947 211,681
    DJ Global Titans short Telefónica 587.71 9.440 10.207 5/21/12 9.816 -5,769 5,999 230 111,911  242,859 -30,949 211,911
  Buy MDAX long Rhön-Klinikum 205.68 21.995   6/04/12 22.100 4,524        247,383 -35,472  
    OMXC 20 GN Store Nord 66.38 68.150   6/04/12 67.500 4,524        251,907 -39,996  
    DJ Global Titans Apple 277.42 16.307   10/22/12 17.386 4,524        256,431 -44,520  
6/04/12 Sell SSE 50 long China Northern Rare 2,138.92 3.823   4/09/12 2.888 -6,177 8,178 2,001 113,911  250,254 -36,343 213,911
    DAX Merck (EMD) 71.73 36.500   12/19/11 36.695 -2,632 2,618 -14 113,897  247,622 -33,725 213,897
    MDAX Rhön-Klinikum 205.68 22.100   5/28/12 21.995 -4,524 4,546 22 113,919  243,098 -29,179 213,919
    FTSE Next 0.77 3,698.710   11/28/11 3,105.900 -2,392 2,848 456 114,375  240,706 -26,331 214,375
    OMXC 20 GN Store Nord 66.38 67.500   5/28/12 68.150 -4,524 4,481 -43 114,332  236,183 -21,850 214,332
  Buy SSE 50 short China Unicom 9,509.88 0.506   12/10/12 0.413 4,812        240,995 -26,662  
    DAX thyssenkrupp 379.79 12.670   7/16/12 14.565 4,812        245,806 -31,474  
    MDAX Ströer Media 574.57 8.375   6/18/12 8.546 4,812        250,618 -36,286  
    FTSE Aviva 14.40 334.157   7/30/12 382.206 4,812        255,430 -41,098  
    OMXC 20 Vestas Wind Systems 5,513.29 0.873   6/18/12 0.791 4,812        260,242 -45,910  
    SMI long Swiss Re 110.00 43.744   6/11/12 46.079 4,812        265,054 -50,722  
6/11/12 Sell   long Swiss Re 110.00 46.079   6/04/12 43.744 -4,812 5,069 257 114,589  260,242 -45,653 214,589
    Topix (TYO) short Sony 464.09 10.270 13.374 5/07/12 11.720 -5,439 6,207 768 115,357  254,803 -39,447 215,357
  Buy   long Subaru 727.08 6.048   1/11/16 33.663 4,397        259,200 -43,844  
6/18/12 Sell MDAX short Ströer Media 574.57 8.546 8.204 6/04/12 8.375 -4,812 4,714 -98 115,259  254,388 -39,130 215,259
    OMXC 20 Vestas Wind Systems 5,513.29 0.791 0.963 6/04/12 0.873 -4,812 5,312 500 115,758  249,576 -33,818 215,758
  Buy MDAX long Dürr 401.86 11.318   6/25/12 11.594 4,548        254,124 -38,366  
    OMXC 20 GN Store Nord 62.09 73.250   6/25/12 71.650 4,548        258,673 -42,915  
    SMI Swiss Re 97.55 46.620   11/19/12 54.864 4,548        263,220 -47,462  
6/25/12 Sell ATX short Zumtobel 585.21 8.050 12.072 5/21/12 9.858 -5,769 7,065 1,296 117,054  257,451 -40,398 217,054
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX long Dürr 401.86 11.594   6/18/12 11.318 -4,548 4,659 111 117,165  252,903 -35,739 217,165
    BEL 20 short Bekaert 262.23 18.225 28.649 5/14/12 22.850 -5,992 7,513 1,521 118,685  246,911 -28,226 218,685
    OMXC 20 long GN Store Nord 62.09 71.650   6/18/12 73.250 -4,548 4,449 -99 118,586  242,363 -23,777 218,586
    DJTA Kirby 49.47 36.163   12/05/11 48.011 -2,375 1,789 -586 118,000  239,988 -21,988 218,000
  Buy ATX Österreichische Post 189.26 25.890   7/29/13 31.600 4,900        244,888 -26,888  
    MDAX short Ströer Media 609.38 8.041   7/02/12 8.090 4,900        249,788 -31,788  
    BEL 20 long Galapagos 400.00 12.250   10/22/12 16.900 4,900        254,688 -36,688  
    OMXC 20 short Vestas Wind Systems 6,038.20 0.812   7/16/12 0.678 4,900        259,588 -41,588  
    DJTA Ryder System 179.33 27.323   7/02/12 27.880 4,900        264,488 -46,488  
7/02/12 Sell MDAX short Ströer Media 609.38 8.090 7.992 6/25/12 8.041 -4,900 4,870 -30 117,970  259,588 -41,618 217,970
    DJTA Ryder System 179.33 27.880 26.767 6/25/12 27.323 -4,900 4,800 -100 117,870  254,688 -36,818 217,870
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 118,752  251,602 -32,850 218,752
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.411 8.629 5/21/12 8.519 -5,769 5,843 74 118,826  245,833 -27,007 218,826
  Buy MDAX long Dürr 384.68 12.465   7/23/12 13.345 4,795        250,628 -31,802  
    DJTA Delta Air Lines 546.12 8.780   9/17/12 7.031 4,795        255,423 -36,597  
    STI ThaiBev 22,596.61 0.212   6/10/13 0.382 4,795        260,218 -41,392  
    Nikkei (TYO) OKI Electric 375.65 12.765   7/16/12 12.784 4,795        265,013 -46,187  
7/16/12 Sell DAX short thyssenkrupp 379.79 14.565 10.775 6/04/12 12.670 -4,812 4,092 -720 118,106  260,201 -42,095 218,106
    OMXC 20 Vestas Wind Systems 6,038.20 0.678 0.971 6/25/12 0.812 -4,900 5,862 962 119,069  255,301 -36,233 219,069
    Nikkei (TYO) long OKI Electric 375.65 12.784   7/02/12 12.765 -4,795 4,802 7 119,076  250,506 -31,430 219,076
  Buy DAX Continental 78.80 59.533   8/11/14 133.083 4,691        255,197 -36,122  
    OMXC 20 Genmab 553.92 8.469   6/24/13 22.604 4,691        259,888 -40,813  
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.629   11/19/12 7.143 4,691        264,579 -45,504  
7/23/12 Sell Kospi 50 short SK Holdings 102.51 68.528 44.029 5/21/12 56.279 -5,769 4,513 -1,256 117,820  258,810 -40,990 217,820
    MDAX long Dürr 384.68 13.345   7/02/12 12.465 -4,795 5,134 339 118,159  254,015 -35,857 218,159
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short ABB 231.06 14.168 11.765 5/14/12 12.967 -2,996 2,718 -278 117,881  251,019 -33,138 217,881
      Nokia 1,281.22 1.752 3.121 5/14/12 2.338 -2,996 3,999 1,003 118,884  248,023 -29,139 218,884
  Buy Kospi 50 long Amorepacific Group 181.27 26.166   10/20/14 87.497 4,743        252,766 -33,883  
    MDAX short Ströer Media 598.33 7.927   8/06/12 7.080 4,743        257,509 -38,626  
    OMXS 30 long Electrolux 133.82 17.722   6/24/13 19.030 2,371        259,881 -40,997  
      Swedbank 171.99 13.789   6/24/13 16.871 2,372        262,252 -43,369  
7/30/12 Sell FTSE short Aviva 14.40 382.206 286.108 6/04/12 334.157 -4,812 4,120 -692 118,192  257,440 -39,249 218,192
    NZX 50 KMD Brands 6,049.07 0.992 0.916 5/21/12 0.954 -5,769 5,539 -230 117,962  251,671 -33,709 217,962
  Buy FTSE long Ashtead 13.82 333.248   8/24/15 1,199.890 4,605        256,277 -38,315  
8/06/12 Sell MDAX short Ströer Media 598.33 7.080 8.875 7/23/12 7.927 -4,743 5,310 567 118,529  251,534 -33,005 218,529
    FT 30 Man Group 58.03 106.958 99.561 5/14/12 103.259 -5,992 5,778 -215 118,315  245,542 -27,227 218,315
  Buy MDAX long Dürr 345.22 13.838   10/29/12 14.790 4,777        250,319 -32,004  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        255,106 -36,791  
8/13/12 Sell France short Solocal 3.89 1,038.280 2,100.620 4/23/12 1,476.830 -5,745 8,171 2,427 120,741  249,361 -28,620 220,741
    Nordic 30 Nokia 2,266.25 2.220 2.595 5/07/12 2.400 -5,439 5,880 441 121,182  243,922 -22,740 221,182
    Topix (FRA) Mazda Motor 772.29 4.800 8.694 3/19/12 6.460 -4,989 6,714 1,725 122,908  238,933 -16,025 222,908
  Buy France long Eurofins Scientific 499.47 10.355   4/22/13 15.325 5,172        244,105 -21,197  
    Nordic 30 Pandora 462.11 11.192   6/03/13 26.264 5,172        249,277 -26,369  
    Topix (FRA) Softbank Group 320.47 16.139   9/03/12 15.996 5,172        254,449 -31,541  
8/20/12 Sell HSI short China Unicom 4,853.20 1.370 1.008 5/21/12 1.189 -5,769 4,892 -877 122,030  248,680 -26,650 222,030
    IBEX 35 Sacyr 1,509.96 1.284 8.553 2/13/12 3.314 -5,004 12,915 7,911 129,942  243,676 -13,734 229,942
    OMXH 25 Outokumpu 531.58 6.980 19.345 4/09/12 11.620 -6,177 10,283 4,106 134,048  237,499 -3,451 234,048
    TSX 60 BlackBerry 590.66 5.638 18.115 4/16/12 10.106 -5,969 10,700 4,731 138,779  231,530 7,248 238,779
    PSI 20 Banco Comercial 8,885.51 0.452 0.960 4/02/12 0.659 -5,852 8,527 2,675 141,453  225,678 15,775 241,453
  Buy HSI long Galaxy Entertainment 2,733.49 2.352   4/22/13 3.135 6,430        232,108 9,345  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 Grifols 572.06 11.240   11/05/12 13.025 6,430        238,538 2,915  
    OMXH 25 Huhtamäki 540.79 11.890   10/22/12 12.450 6,430        244,968 -3,515  
    TSX 60 Couche-Tard 961.85 6.685   4/22/13 7.405 6,430        251,398 -9,945  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,105.17 2.490 2.736 5/21/12 2.610 -2,884 3,024 139 141,592  248,514 -6,921 241,592
      Smurfit Kappa 519.73 6.550 4.550 5/21/12 5.550 -2,885 2,365 -520 141,072  245,629 -4,557 241,072
    MerVal YPF 428.12 14.446 12.421 4/23/12 13.433 -5,751 5,318 -433 140,639  239,878 761 240,639
  Buy ISEQ 20 long Kerry 80.28 37.580   6/17/13 42.250 3,017        242,895 -2,256  
      Smurfit Kappa 460.61 6.550   6/17/13 12.270 3,017        245,912 -5,273  
9/03/12 Sell S&P 100 long Biogen 40.30 116.954   1/09/12 90.342 -3,641 4,713 1,072 141,711  242,271 -560 241,711
    AEX short ArcelorMittal 159.49 35.565 42.177 4/09/12 38.730 -6,177 6,727 550 142,261  236,094 6,167 242,261
    OBX 25 REC Silicon 1,731.04 2.359 5.080 5/14/12 3.462 -5,992 8,793 2,801 145,062  230,102 14,960 245,062
    Athex LC Public Power 3,850.97 1.330 1.806 4/16/12 1.550 -5,969 6,956 987 146,050  224,133 21,917 246,050
    Topix (FRA) long Softbank Group 320.47 15.996   8/13/12 16.139 -5,172 5,126 -46 146,004  218,961 27,043 246,004
  Buy S&P 100 short HP 505.22 13.511   9/17/12 13.872 6,826        225,787 20,217  
    OBX 25 long Grieg Seafood 4,977.40 1.371   1/07/13 1.707 6,826        232,613 13,391  
    Athex LC Alpha Bank 101.88 67.000   3/25/13 37.850 6,826        239,439 6,565  
    MerVal short Pampa Energía 40,606.78 0.168   9/10/12 0.164 6,826        246,265 -261  
    Topix (FRA) Kansai Electric Pwr 1,197.12 5.702   3/11/13 6.145 6,826        253,091 -7,087  
9/10/12 Sell Germany short SolarWorld 25.33 182.550 306.524 5/14/12 236.550 -5,992 7,764 1,772 147,776  247,099 677 247,776
    MerVal Pampa Energía 40,606.78 0.164 0.172 9/03/12 0.168 -6,826 6,997 171 147,947  240,273 7,674 247,947
    CAC Mid 60 Vallourec 4.33 1,453.800 1,311.000 5/14/12 1,382.400 -5,986 5,677 -309 147,638  234,287 13,350 247,638
    Indices Athex Large Cap 2.84 2,671.700 1,384.500 5/21/12 2,028.100 -5,760 3,932 -1,828 145,810  228,528 17,282 245,810
  Buy Germany long ADLER Real Estate 5,573.73 1.180   6/24/13 2.050 6,577        235,105 10,705  
    CAC Mid 60 Eurofins Scientific 597.91 11.000   4/22/13 15.325 6,577        241,682 4,128  
    Indices OMXC 20 99.05 66.404   6/17/13 70.001 6,577        248,259 -2,449  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/17/12 Sell S&P 100 short HP 505.22 13.872 13.150 9/03/12 13.511 -6,826 6,643 -183 145,627  241,433 4,194 245,627
    HSI-Fin HK Exchgs & Clrg 527.66 11.718 10.994 5/14/12 11.356 -5,992 5,801 -191 145,436  235,441 9,995 245,436
    HSI-C&I Citic Pacific 4,870.00 0.959 1.464 5/21/12 1.185 -5,769 7,128 1,359 146,796  229,672 17,124 246,796
    DJTA long Delta Air Lines 546.12 7.031   7/02/12 8.780 -4,795 3,840 -955 145,840  224,877 20,964 245,840
  Buy S&P 100 Gilead Sciences 266.13 25.063   10/13/14 79.611 6,670        231,547 14,294  
    CAC 40 Credit Agricole 1,114.64 5.984   9/24/12 5.714 6,670        238,217 7,624  
    HSI-Fin Bank of China (HK) 2,794.54 2.387   5/13/13 2.748 6,670        244,887 954  
    HSI-C&I Galaxy Entertainment 2,743.73 2.431   4/08/13 3.018 6,670        251,557 -5,716  
    DJTA short Expeditors Wash 227.54 29.314   9/24/12 28.398 6,670        258,227 -12,387  
9/24/12 Sell CAC 40 long Credit Agricole 1,114.64 5.714   9/17/12 5.984 -6,670 6,369 -301 145,539  251,557 -6,017 245,539
    DJTA short Expeditors Wash 227.54 28.398 30.259 9/17/12 29.314 -6,670 6,885 215 145,755  244,887 868 245,755
  Buy   long Avis Budget 496.41 12.419   7/20/15 38.916 6,165        251,052 -5,297  
10/01/12 Buy CAC Next 20 short Hermes International 28.43 211.450   12/10/12 235.500 6,012        257,063 -11,309  
10/15/12 Buy AEX short KPN 1,616.38 3.626   2/02/15 2.756 5,861        262,924 -17,170  
    MerVal Pampa Energía 38,866.05 0.151   10/22/12 0.141 5,861        268,785 -23,031  
10/22/12 Sell BEL 20 long Galapagos 400.00 16.900   6/25/12 12.250 -4,900 6,760 1,860 147,615  263,885 -16,271 247,615
    OMXH 25 Huhtamäki 540.79 12.450   8/20/12 11.890 -6,430 6,733 303 147,918  257,455 -9,538 247,918
    MerVal short Pampa Energía 38,866.05 0.141 0.161 10/15/12 0.151 -5,861 6,273 412 148,330  251,594 -3,265 248,330
    DJ Global Titans long Apple 277.42 17.386   5/28/12 16.307 -4,524 4,823 299 148,629  247,070 1,558 248,629
  Buy BEL 20 short Bekaert 289.81 21.580   11/12/12 21.290 6,254        253,325 -4,696  
    OMXH 25 Outokumpu 966.62 6.470   11/05/12 6.200 6,254        259,579 -10,950  
    DJ Global Titans Telefónica 595.62 10.500   10/29/12 10.070 6,254        265,833 -17,204  
10/29/12 Sell MDAX long Dürr 345.22 14.790   8/06/12 13.838 -4,777 5,106 329 148,958  261,056 -12,098 248,958
    SDAX short Klöckner 736.41 7.058 8.695 5/21/12 7.834 -5,769 6,403 634 149,592  255,287 -5,695 249,592
    DJ Global Titans Telefónica 595.62 10.070 10.948 10/22/12 10.500 -6,254 6,521 267 149,859  249,033 826 249,859
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 945.25 6.630   1/14/13 6.901 6,267        255,300 -5,441  
    SDAX long ADLER Real Estate 3,966.46 1.580   11/26/12 1.285 6,267        261,567 -11,708  
    MerVal short Pampa Energía 43,280.39 0.145   12/24/12 0.147 6,267        267,834 -17,975  
    DJ Global Titans long Bank of America 869.98 7.204   12/16/13 11.075 6,267        274,101 -24,242  
11/05/12 Sell MIB short UnipolSai 506.43 0.935 28.146 6/27/11 5.130 -2,598 14,254 11,656 161,515  271,503 -9,987 261,515
    IBEX 35 long Grifols 572.06 13.025   8/20/12 11.240 -6,430 7,451 1,021 162,536  265,073 -2,536 262,536
    OMXH 25 short Outokumpu 966.62 6.200 6.752 10/22/12 6.470 -6,254 6,526 272 162,809  258,819 3,990 262,809
  Buy MIB long Azimut 716.79 9.304   8/04/14 18.460 6,669        265,488 -2,679  
    OMXH 25 Konecranes 264.12 25.250   11/12/12 24.380 6,669        272,157 -9,348  
11/12/12 Sell BEL 20 short Bekaert 289.81 21.290 21.874 10/22/12 21.580 -6,254 6,339 85 162,894  265,903 -3,009 262,894
    OMXH 25 long Konecranes 264.12 24.380   11/05/12 25.250 -6,669 6,439 -230 162,664  259,234 3,431 262,664
  Buy BEL 20 Galapagos 393.38 16.910   6/24/13 14.210 6,652        265,886 -3,221  
    OMXH 25 short Outokumpu 1,036.14 6.420   12/31/12 7.400 6,652        272,538 -9,873  
11/19/12 Sell SMI long Swiss Re 97.55 54.864   6/18/12 46.620 -4,548 5,352 804 163,468  267,990 -4,522 263,468
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.143 8.148 7/16/12 7.629 -4,691 5,010 319 163,787  263,299 489 263,787
  Buy PSI 20 Impresa 22,779.31 0.290   12/17/12 0.300 6,606        269,905 -6,117  
    SMI Julius Bär 252.90 26.121   12/17/12 27.324 6,606        276,511 -12,723  
    Nikkei (TYO) long Subaru 808.00 8.176   10/07/13 20.003 6,606        283,117 -19,329  
11/26/12 Sell SDAX long ADLER Real Estate 3,966.46 1.285   10/29/12 1.580 -6,267 5,097 -1,170 162,617  276,850 -14,232 262,617
    SLI short Lonza 166.68 36.099 32.909 4/23/12 34.504 -5,751 5,485 -266 162,352  271,098 -8,747 262,352
  Buy SDAX Deutz 1,950.77 3.250   12/10/12 3.138 6,340        277,438 -15,087  
    SLI long Swiss Life 60.83 104.219   6/24/13 120.698 6,340        283,778 -21,427  
12/10/12 Sell SSE 50 short China Unicom 9,509.88 0.413 0.620 6/04/12 0.506 -4,812 5,891 1,079 163,431  278,966 -15,535 263,431
    SDAX Deutz 1,950.77 3.138 3.366 11/26/12 3.250 -6,340 6,566 226 163,657  272,626 -8,969 263,657
    CAC Next 20 Hermes International 28.43 235.500 187.400 10/01/12 211.450 -6,012 5,328 -684 162,973  266,615 -3,641 262,973
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 long China Rwy Constr 9,054.47 0.716   4/29/13 0.634 6,483        273,098 -10,124  
    CAC 40 Societe Generale 224.99 28.815   1/14/13 34.140 6,483        279,581 -16,607  
    SDAX ADLER Real Estate 4,630.71 1.400   6/10/13 2.099 6,483        286,064 -23,090  
12/17/12 Sell PSI 20 short Impresa 22,779.31 0.300 0.280 11/19/12 0.290 -6,606 6,378 -228 162,746  279,458 -16,712 262,746
    SMI Julius Bär 252.90 27.324 24.917 11/19/12 26.121 -6,606 6,302 -304 162,441  272,852 -10,410 262,441
  Buy   long Richemont 105.12 59.929   10/14/13 74.199 6,300        279,152 -16,710  
12/24/12 Sell MerVal short Pampa Energía 43,280.39 0.147 0.143 10/29/12 0.145 -6,267 6,176 -91 162,350  272,885 -10,534 262,350
  Buy   long Gr Fin Galicia 9,026.38 0.697   5/27/13 0.697 6,295        279,180 -16,829  
12/31/12 Sell OMXH 25 short Outokumpu 1,036.14 7.400 5.440 11/12/12 6.420 -6,652 5,637 -1,015 161,335  272,528 -11,192 261,335
  Buy   long Orion 281.67 22.200   3/18/13 22.000 6,253        278,781 -17,446  
1/07/13 Sell OBX 25 long Grieg Seafood 4,977.40 1.707   9/03/12 1.371 -6,826 8,495 1,669 163,004  271,955 -8,951 263,004
    Nikkei (FRA) short Nippon Sheet Glass 331.42 9.100 8.980 5/14/12 9.040 -2,996 2,976 -20 162,984  268,959 -5,974 262,984
      Sharp 77.56 23.550 63.366 5/14/12 38.630 -2,996 4,915 1,919 164,903  265,962 -1,060 264,903
  Buy OBX 25 REC Silicon 3,659.77 1.802   1/21/13 1.488 6,596        272,558 -7,656  
    Nikkei (FRA) long Subaru 333.13 9.900   1/14/13 9.907 3,298        275,856 -10,954  
      Shinsei Bank 211.41 15.600   1/14/13 13.840 3,298        279,154 -14,252  
1/14/13 Sell CAC 40 long Societe Generale 224.99 34.140   12/10/12 28.815 -6,483 7,681 1,198 166,101  272,671 -6,571 266,101
    MDAX short Ströer Media 945.25 6.901 6.359 10/29/12 6.630 -6,267 6,011 -256 165,845  266,404 -560 265,845
    Nikkei (FRA) long Subaru 333.13 9.907   1/07/13 9.900 -3,298 3,300 2 165,847  263,106 2,741 265,847
      Shinsei Bank 211.41 13.840   1/07/13 15.600 -3,298 2,926 -372 165,475  259,808 5,666 265,475
  Buy CAC 40 short Engie 439.27 15.430   1/28/13 15.390 6,778        266,586 -1,111  
    Nikkei (FRA) Screen 173.93 19.485   2/11/13 16.805 3,389        269,975 -4,501  
1/21/13 Sell OBX 25 short REC Silicon 3,659.77 1.488 2.182 1/07/13 1.802 -6,596 7,987 1,391 166,866  263,379 3,487 266,866
  Buy   long Grieg Seafood 3,891.96 1.736   1/28/13 1.688 6,758        270,137 -3,271  
1/28/13 Sell CAC 40 short Engie 439.27 15.390 15.470 1/14/13 15.430 -6,778 6,796 18 166,883  263,359 3,524 266,883
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long Grieg Seafood 3,891.96 1.688   1/21/13 1.736 -6,758 6,570 -188 166,695  256,601 10,094 266,695
  Buy CAC 40 Credit Agricole 891.39 7.762   2/11/13 7.414 6,919        263,520 3,175  
    OBX 25 short REC Silicon 4,473.11 1.547   2/25/13 1.312 6,919        270,439 -3,744  
2/11/13 Sell CAC 40 long Credit Agricole 891.39 7.414   1/28/13 7.762 -6,919 6,609 -310 166,385  263,520 2,865 266,385
    Nikkei (FRA) short Screen 173.93 16.805 22.592 1/14/13 19.485 -3,389 3,930 540 166,926  260,131 6,794 266,926
    GCX REC Silicon 1,653.20 1.027 11.783 4/23/12 3.479 -5,751 19,480 13,729 180,655  254,380 26,274 280,655
  Buy CAC 40 Orange 973.36 7.883   2/25/13 7.479 7,673        262,053 18,601  
    ÖkoDAX (deprecated) long PNE Wind 2,750.18 2.790   4/29/13 2.700 7,673        269,726 10,928  
    Nikkei (FRA) Subaru 355.23 10.800   8/26/13 18.441 3,836        273,563 7,092  
      Mazda Motor 308.28 12.445   8/26/13 15.485 3,837        277,399 3,255  
    GCX SunPower 1,086.41 7.063   11/25/13 21.795 7,673        285,072 -4,418  
2/18/13 Buy GEX long MBB 373.24 18.500   4/22/13 17.650 6,905        291,977 -11,323  
2/25/13 Sell CAC 40 short Orange 973.36 7.479 8.309 2/11/13 7.883 -7,673 8,087 414 181,069  284,304 -3,235 281,069
    OBX 25 REC Silicon 4,473.11 1.312 1.824 1/28/13 1.547 -6,919 8,160 1,241 182,310  277,385 4,925 282,310
  Buy CAC 40 long Credit Agricole 960.54 7.475   4/22/13 6.300 7,180        284,565 -2,255  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        291,758 -9,448  
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,197.12 6.145 5.259 9/03/12 5.702 -6,826 6,296 -530 181,780  284,932 -3,152 281,780
  Buy   long Mazda Motor 563.74 12.355   4/01/13 11.250 6,965        291,897 -10,117  
3/18/13 Sell OMXH 25 long Orion 281.67 22.000   12/31/12 22.200 -6,253 6,197 -56 181,724  285,644 -3,921 281,724
  Buy   short Outokumpu 1,258.15 5.520   9/16/13 4.600 6,945        292,589 -10,866  
3/25/13 Sell Athex LC long Alpha Bank 101.88 37.850   9/03/12 67.000 -6,826 3,856 -2,970 178,754  285,763 -7,009 278,754
  Buy   short Eurobank Ergasias 26.13 260.000   9/30/13 50.000 6,794        292,557 -13,803  
4/01/13 Sell Topix (FRA) long Mazda Motor 563.74 11.250   3/11/13 12.355 -6,965 6,342 -623 178,131  285,592 -7,461 278,131
  Buy   short Nidec 617.76 10.953   4/15/13 10.948 6,766        292,358 -14,227  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,743.73 3.018   9/17/12 2.431 -6,670 8,282 1,612 179,743  285,688 -5,946 279,743
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 179,446  278,495 951 279,446
    Topix (FRA) short Nidec 617.76 10.948 10.957 4/01/13 10.953 -6,766 6,769 3 179,449  271,729 7,720 279,449
  Buy OBX 25 Frontline 968.45 7.413   10/21/13 8.829 7,179        278,908 541  
    Topix (FRA) long Mazda Motor 613.33 11.705   6/03/13 14.600 7,179        286,087 -6,638  
4/22/13 Sell France long Eurofins Scientific 499.47 15.325   8/13/12 10.355 -5,172 7,654 2,482 181,931  280,915 1,016 281,931
    HSI Galaxy Entertainment 2,733.49 3.135   8/20/12 2.352 -6,430 8,569 2,139 184,070  274,485 9,585 284,070
    CAC 40 Credit Agricole 960.54 6.300   2/25/13 7.475 -7,180 6,051 -1,129 182,942  267,305 15,636 282,942
    TSX 60 Couche-Tard 961.85 7.405   8/20/12 6.685 -6,430 7,122 692 183,634  260,875 22,759 283,634
    CAC Mid 60 Eurofins Scientific 597.91 15.325   9/10/12 11.000 -6,577 9,163 2,586 186,220  254,298 31,922 286,220
    GEX MBB 373.24 17.650   2/18/13 18.500 -6,905 6,588 -317 185,903  247,393 38,509 285,903
  Buy France short ArcelorMittal 308.53 26.286   5/06/13 29.061 8,110        255,503 30,399  
    HSI China Shenhua HK 3,187.64 2.544   9/16/13 2.475 8,110        263,613 22,289  
    CAC 40 ArcelorMittal 308.53 26.286   8/05/13 28.620 8,110        271,723 14,179  
    TSX 60 Barrick Gold 560.71 14.464   9/30/13 13.729 8,110        279,833 6,069  
    CAC Mid 60 CGG 16.29 497.920   4/29/13 532.320 8,111        287,944 -2,042  
    GEX YOC 1,606.26 5.049   9/23/13 2.219 8,110        296,054 -10,152  
4/29/13 Sell SSE 50 long China Rwy Constr 9,054.47 0.634   12/10/12 0.716 -6,483 5,743 -740 185,163  289,571 -4,408 285,163
    ÖkoDAX (deprecated) PNE Wind 2,750.18 2.700   2/11/13 2.790 -7,673 7,425 -248 184,915  281,898 3,017 284,915
    CAC Mid 60 short CGG 16.29 532.320 463.520 4/22/13 497.920 -8,111 7,551 -560 184,355  273,787 10,568 284,355
  Buy SSE 50 China Northern Rare 3,248.02 2.270   5/06/13 2.286 7,373        281,160 3,195  
    ÖkoDAX (deprecated) SolarWorld 69.52 106.050   4/13/15 14.550 7,373        288,533 -4,178  
5/06/13 Sell France short ArcelorMittal 308.53 29.061 23.511 4/22/13 26.286 -8,110 7,254 -856 183,499  280,423 3,076 283,499
    SSE 50 China Northern Rare 3,248.02 2.286 2.254 4/29/13 2.270 -7,373 7,321 -52 183,446  273,050 10,397 283,446
  Buy   long China Minsheng Bk 6,986.21 1.052   5/13/13 1.064 7,346        280,396 3,051  
5/13/13 Sell   long China Minsheng Bk 6,986.21 1.064   5/06/13 1.052 -7,346 7,435 89 183,535  273,050 10,485 283,535
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin Bank of China (HK) 2,794.54 2.748   9/17/12 2.387 -6,670 7,678 1,008 184,543  266,380 18,164 284,543
  Buy SSE 50 short China Northern Rare 3,195.66 2.368   11/04/13 2.137 7,567        273,947 10,597  
    HSI-Fin Ping An 2,525.70 2.996   10/14/13 2.804 7,567        281,514 3,030  
5/27/13 Sell MerVal long Gr Fin Galicia 9,026.38 0.697   12/24/12 0.697 -6,295 6,289 -6 184,537  275,219 9,318 284,537
  Buy   short Pampa Energía 45,122.85 0.163   6/10/13 0.158 7,346        282,565 1,972  
6/03/13 Sell Nordic 30 long Pandora 462.11 26.264   8/13/12 11.192 -5,172 12,137 6,965 191,502  277,393 14,109 291,502
    Topix (FRA) Mazda Motor 613.33 14.600   4/15/13 11.705 -7,179 8,955 1,776 193,278  270,214 23,064 293,278
  Buy Nordic 30 short Equinor 456.04 17.340   7/29/13 16.264 7,908        278,122 15,156  
    Topix (FRA) Inpex 994.34 7.953   11/18/13 8.519 7,908        286,030 7,248  
6/10/13 Sell SDAX long ADLER Real Estate 4,630.71 2.099   12/10/12 1.400 -6,483 9,720 3,237 196,514  279,547 16,968 296,514
    HSI-Prop China Ov Land & Inv 1,422.78 2.124   1/16/12 1.541 -2,193 3,022 829 197,344  277,354 19,990 297,344
      China Res Land 1,551.55 2.183   1/16/12 1.413 -2,193 3,386 1,194 198,537  275,162 23,376 298,537
    MerVal short Pampa Energía 45,122.85 0.158 0.168 5/27/13 0.163 -7,346 7,563 217 198,754  267,816 30,938 298,754
    STI long ThaiBev 22,596.61 0.382   7/02/12 0.212 -4,795 8,623 3,828 202,582  263,021 39,561 302,582
  Buy France short ArcelorMittal 303.39 28.191   7/08/13 26.415 8,553        271,574 31,008  
    SDAX Hypoport 1,143.45 7.480   9/30/13 8.120 8,553        280,127 22,455  
    HSI-Prop Hang Lung 1,665.17 2.568   11/18/13 2.531 4,276        284,403 18,179  
      Sino Land 3,974.07 1.076   11/18/13 1.043 4,277        288,680 13,902  
    MerVal long Telecom Argentina 2,258.04 3.788   6/17/13 3.268 8,553        297,233 5,349  
    CAC Mid 60 short CGG 15.24 561.120   8/05/13 575.840 8,551        305,784 -3,202  
6/17/13 Sell ISEQ 20 long Kerry 80.28 42.250   8/27/12 37.580 -3,017 3,392 375 202,957  302,767 190 302,957
      Smurfit Kappa 460.61 12.270   8/27/12 6.550 -3,017 5,652 2,635 205,592  299,750 5,841 305,592
    MerVal Telecom Argentina 2,258.04 3.268   6/10/13 3.788 -8,553 7,380 -1,174 204,418  291,197 13,221 304,418
    Indices OMXC 20 99.05 70.001   9/10/12 66.404 -6,577 6,934 356 204,774  284,620 20,155 304,774
  Buy ISEQ 20 short C&C Group 959.48 4.233   7/29/13 4.100 4,061        288,681 16,093  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      CRH 259.84 15.631   7/29/13 15.994 4,062        292,743 12,032  
    PSI 20 long Teixeira Duarte 15,042.59 0.540   6/24/13 0.570 8,123        300,866 3,909  
    MerVal short Comercial del Plata 115,547.65 0.070   8/12/13 0.067 8,123        308,989 -4,214  
6/24/13 Sell Germany long ADLER Real Estate 5,573.73 2.050   9/10/12 1.180 -6,577 11,426 4,849 209,623  302,412 7,212 309,623
    BEL 20 Galapagos 393.38 14.210   11/12/12 16.910 -6,652 5,590 -1,062 208,561  295,760 12,802 308,561
    PSI 20 Teixeira Duarte 15,042.59 0.570   6/17/13 0.540 -8,123 8,574 451 209,013  287,637 21,376 309,013
    OMXC 20 Genmab 553.92 22.604   7/16/12 8.469 -4,691 12,521 7,830 216,842  282,946 33,897 316,842
    OMXS 30 Electrolux 133.82 19.030   7/23/12 17.722 -2,371 2,547 175 217,017  280,574 36,443 317,017
      Swedbank 171.99 16.871   7/23/12 13.789 -2,372 2,902 530 217,548  278,203 39,345 317,548
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 218,147  273,416 44,731 318,147
    SLI Swiss Life 60.83 120.698   11/26/12 104.219 -6,340 7,342 1,002 219,149  267,076 52,073 319,149
  Buy Germany short SolarWorld 100.92 91.950   7/29/13 77.250 9,280        276,356 42,794  
    MDAX Salzgitter 365.28 25.405   7/01/13 25.340 9,280        285,636 33,514  
    BEL 20 Aperam 1,115.38 8.320   7/15/13 8.461 9,280        294,916 24,234  
    OMXC 20 FLSmidth 264.90 35.032   7/01/13 34.376 9,280        304,196 14,954  
    OMXS 30 Boliden 485.90 9.549   7/08/13 9.256 4,640        308,835 10,314  
      Tele2 528.59 8.778   7/08/13 9.227 4,640        313,475 5,674  
    FT 30 Man Group 97.43 95.252   7/01/13 100.211 9,280        322,756 -3,607  
    SLI Kühne & Nagel 114.36 81.145   7/08/13 90.725 9,280        332,036 -12,886  
    BAX SFC Energy 1,953.68 4.750   7/01/13 4.650 9,280        341,316 -22,166  
7/01/13 Sell MDAX short Salzgitter 365.28 25.340 25.470 6/24/13 25.405 -9,280 9,304 24 219,173  332,036 -12,863 319,173
    OMXC 20 FLSmidth 264.90 34.376 35.701 6/24/13 35.032 -9,280 9,457 177 219,350  322,756 -3,405 319,350
    FT 30 Man Group 97.43 100.211 90.294 6/24/13 95.252 -9,280 8,797 -483 218,867  313,475 5,392 318,867
    BAX SFC Energy 1,953.68 4.650 4.852 6/24/13 4.750 -9,280 9,480 200 219,067  304,195 14,872 319,067
  Buy MDAX long Dürr 347.87 23.998   7/28/14 30.355 8,348        312,543 6,524  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 3,867.50 2.159   9/01/14 6.373 8,348        320,891 -1,824  
    FT 30 Lloyds Bank 111.50 74.871   9/09/13 90.907 8,348        329,239 -10,173  
    BAX Morphosys 189.10 44.145   4/14/14 58.270 8,348        337,587 -18,520  
7/08/13 Sell France short ArcelorMittal 303.39 26.415 30.086 6/10/13 28.191 -8,553 9,128 575 219,642  329,034 -9,392 319,642
    OMXS 30 Boliden 485.90 9.256 9.852 6/24/13 9.549 -4,640 4,787 147 219,789  324,394 -4,605 319,789
      Tele2 528.59 9.227 8.329 6/24/13 8.778 -4,640 4,403 -237 219,552  319,754 -203 319,552
    SLI Kühne & Nagel 114.36 90.725 71.565 6/24/13 81.145 -9,280 8,184 -1,096 218,456  310,475 7,982 318,456
  Buy OMXS 30 long Nokia 1,280.76 3.186   10/13/14 6.407 4,080        314,555 3,902  
      Kinnevik 186.58 21.868   10/13/14 22.475 4,080        318,635 -179  
    SLI Lonza 135.55 60.201   8/12/13 56.494 8,160        326,795 -8,339  
7/15/13 Sell BEL 20 short Aperam 1,115.38 8.461 8.179 6/24/13 8.320 -9,280 9,123 -157 218,299  317,515 784 318,299
  Buy   long KBC 254.45 31.350   10/13/14 40.740 7,977        325,492 -7,193  
7/29/13 Sell Germany short SolarWorld 100.92 77.250 109.447 6/24/13 91.950 -9,280 11,045 1,766 220,065  316,212 3,852 320,065
    ATX long Österreichische Post 189.26 31.600   6/25/12 25.890 -4,900 5,981 1,081 221,145  311,312 9,833 321,145
    ISEQ 20 short C&C Group 959.48 4.100 4.370 6/17/13 4.233 -4,061 4,193 132 221,277  307,251 14,026 321,277
      CRH 259.84 15.994 15.268 6/17/13 15.631 -4,062 3,967 -94 221,183  303,189 17,993 321,183
    Nordic 30 Equinor 456.04 16.264 18.488 6/03/13 17.340 -7,908 8,431 523 221,706  295,282 26,425 321,706
  Buy ATX Raiffeisen Bank Int 377.00 23.085   10/21/13 25.350 8,703        303,985 17,722  
    ISEQ 20 long FBD 278.94 15.600   8/05/13 16.650 4,351        308,336 13,370  
      Smurfit Kappa 304.30 14.300   8/05/13 15.150 4,351        312,688 9,019  
    Nordic 30 Pandora 303.04 28.719   4/28/14 46.257 8,703        321,391 316  
8/05/13 Sell CAC 40 short ArcelorMittal 308.53 28.620 23.952 4/22/13 26.286 -8,110 7,390 -720 220,986  313,280 7,706 320,986
    ISEQ 20 long FBD 278.94 16.650   7/29/13 15.600 -4,351 4,644 293 221,279  308,929 12,350 321,279
      Smurfit Kappa 304.30 15.150   7/29/13 14.300 -4,351 4,610 259 221,538  304,578 16,960 321,538
    CAC Mid 60 short CGG 15.24 575.840 546.400 6/10/13 561.120 -8,551 8,327 -224 221,313  296,026 25,287 321,313
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 C&C Group 1,046.24 4.141   9/09/13 4.285 4,332        300,359 20,955  
      Flutter 71.02 61.000   9/09/13 61.200 4,332        304,691 16,623  
8/12/13 Sell MerVal short Comercial del Plata 115,547.65 0.067 0.074 6/17/13 0.070 -8,123 8,527 404 221,718  296,568 25,150 321,718
    SLI long Lonza 135.55 56.494   7/08/13 60.201 -8,160 7,658 -502 221,215  288,408 32,808 321,215
  Buy MerVal Telecom Argentina 2,099.44 4.215   2/10/14 2.998 8,850        297,258 23,958  
    Indices Merval 17.65 501.316   8/04/14 750.468 8,848        306,106 15,110  
8/26/13 Sell Nikkei (FRA) long Subaru 355.23 18.441   2/11/13 10.800 -3,836 6,551 2,714 223,930  302,269 21,660 323,930
      Mazda Motor 308.28 15.485   2/11/13 12.445 -3,837 4,774 937 224,867  298,433 26,434 324,867
  Buy PSI 20 Teixeira Duarte 13,107.46 0.670   9/02/13 0.650 8,782        307,215 17,652  
    Nikkei (FRA) short Nikon 333.92 13.150   9/09/13 12.596 4,391        311,606 13,261  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,107.46 0.650   8/26/13 0.670 -8,782 8,520 -262 224,605  302,824 21,781 324,605
9/09/13 Sell ISEQ 20 short C&C Group 1,046.24 4.285 3.997 8/05/13 4.141 -4,332 4,182 -151 224,454  298,491 25,963 324,454
      Flutter 71.02 61.200 60.800 8/05/13 61.000 -4,332 4,318 -14 224,440  294,159 30,281 324,440
    FT 30 long Lloyds Bank 111.50 90.907   7/01/13 74.871 -8,348 10,136 1,788 226,228  285,811 40,417 326,228
    Nikkei (FRA) short Nikon 333.92 12.596 13.728 8/26/13 13.150 -4,391 4,584 193 226,421  281,420 45,001 326,421
  Buy ISEQ 20 long Bank of Ireland 655.72 7.080   10/14/13 6.960 4,643        286,062 40,359  
      Smurfit Kappa 291.07 15.950   10/14/13 17.020 4,643        290,705 35,716  
    PSI 20 Impresa 13,654.41 0.680   9/16/13 0.670 9,285        299,990 26,431  
    FT 30 short Man Group 88.06 105.435   10/14/13 92.741 9,285        309,275 17,146  
    Nikkei (FRA) long Furukawa Co 277.50 16.730   9/30/13 17.160 4,643        313,917 12,504  
      Tokyo Electric Power 1,187.34 3.910   9/30/13 4.520 4,643        318,560 7,861  
9/16/13 Sell HSI short China Shenhua HK 3,187.64 2.475 2.615 4/22/13 2.544 -8,110 8,336 226 226,647  310,450 16,197 326,647
    OMXH 25 Outokumpu 1,258.15 4.600 6.624 3/18/13 5.520 -6,945 8,334 1,389 228,036  303,505 24,531 328,036
    PSI 20 long Impresa 13,654.41 0.670   9/09/13 0.680 -9,285 9,148 -137 227,900  294,220 33,680 327,900
  Buy HSI Galaxy Entertainment 1,689.03 5.352   12/23/13 6.370 9,039        303,259 24,641  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Nokia 1,915.04 4.720   10/21/13 5.265 9,039        312,298 15,602  
9/23/13 Sell GEX short YOC 1,606.26 2.219 11.488 4/22/13 5.049 -8,110 18,453 10,343 238,243  304,188 34,055 338,243
  Buy PSI 20 long Teixeira Duarte 14,101.52 0.660   12/09/13 0.920 9,307        313,495 24,748  
    GEX Manz 173.74 53.570   4/14/14 65.730 9,307        322,802 15,441  
9/30/13 Sell SDAX short Hypoport 1,143.45 8.120 6.840 6/10/13 7.480 -8,553 7,821 -732 237,511  314,249 23,262 337,511
    TSX 60 Barrick Gold 560.71 13.729 15.238 4/22/13 14.464 -8,110 8,544 434 237,945  306,139 31,806 337,945
    Athex LC Eurobank Ergasias 26.13 50.000 1,352.000 3/25/13 260.000 -6,794 35,328 28,534 266,479  299,345 67,133 366,479
    Nikkei (FRA) long Furukawa Co 277.50 17.160   9/09/13 16.730 -4,643 4,762 119 266,598  294,703 71,895 366,598
      Tokyo Electric Power 1,187.34 4.520   9/09/13 3.910 -4,643 5,367 724 267,322  290,060 77,262 367,322
  Buy SDAX ADLER Real Estate 3,767.46 2.950   10/14/13 3.079 11,114        301,174 66,148  
    HSI-C&I Galaxy Entertainment 2,148.01 5.174   2/03/14 7.265 11,114        312,288 55,034  
    TSX 60 Bausch Health 144.56 76.879   9/29/14 102.197 11,114        323,402 43,920  
    Athex LC Aegean Airlines 2,646.19 4.200   1/27/14 7.210 11,114        334,516 32,806  
    Nikkei (FRA) short Nikon 424.85 13.080   11/04/13 13.433 5,557        340,073 27,249  
    CAC Next 20 SES 525.48 21.150   10/07/13 21.020 11,114        351,187 16,135  
10/07/13 Sell   short SES 525.48 21.020 21.281 9/30/13 21.150 -11,114 11,183 69 267,391  340,073 27,318 367,391
    Nikkei (TYO) long Subaru 808.00 20.003   11/19/12 8.176 -6,606 16,163 9,557 276,947  333,467 43,481 376,947
  Buy   short Nikon 830.80 12.650   10/14/13 13.191 10,510        343,977 32,971  
10/14/13 Sell SDAX long ADLER Real Estate 3,767.46 3.079   9/30/13 2.950 -11,114 11,600 486 277,433  332,863 44,571 377,433
    HSI-Fin short Ping An 2,525.70 2.804 3.201 5/13/13 2.996 -7,567 8,085 518 277,951  325,296 52,656 377,951
    ISEQ 20 long Bank of Ireland 655.72 6.960   9/09/13 7.080 -4,643 4,564 -79 277,873  320,653 57,220 377,873
      Smurfit Kappa 291.07 17.020   9/09/13 15.950 -4,643 4,954 311 278,184  316,011 62,174 378,184
    FT 30 short Man Group 88.06 92.741 119.865 9/09/13 105.435 -9,285 10,555 1,271 279,455  306,726 72,729 379,455
    SMI long Richemont 105.12 74.199   12/17/12 59.929 -6,300 7,800 1,500 280,955  300,426 80,529 380,955
    Nikkei (TYO) short Nikon 830.80 13.191 12.110 10/07/13 12.650 -10,510 10,061 -449 280,506  289,916 90,589 380,506
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Fin long AIA 3,211.35 3.667   1/06/14 3.604 11,777        301,693 78,812  
    ISEQ 20 short C&C Group 1,402.02 4.200   10/28/13 4.008 5,888        307,582 72,924  
      Flutter 103.38 56.960   10/28/13 56.500 5,889        313,470 67,035  
    FT 30 long ITV 54.05 217.888   12/02/13 228.772 11,777        325,247 55,259  
    Nikkei (TYO) Tokyo Electric Power 3,017.04 3.904   11/04/13 3.961 11,777        337,024 43,482  
10/21/13 Sell ATX short Raiffeisen Bank Int 377.00 25.350 20.820 7/29/13 23.085 -8,703 7,849 -854 279,652  328,321 51,331 379,652
    OMXH 25 long Nokia 1,915.04 5.265   9/16/13 4.720 -9,039 10,083 1,044 280,696  319,282 61,413 380,696
    OBX 25 short Frontline 968.45 8.829 5.997 4/15/13 7.413 -7,179 5,808 -1,371 279,324  312,103 67,221 379,324
  Buy ATX long Wienerberger 854.42 13.065   8/11/14 11.525 11,163        323,266 56,058  
    SDAX ADLER Real Estate 3,733.44 2.990   3/31/14 5.100 11,163        334,429 44,895  
    OMXH 25 short YIT 1,121.91 9.950   10/28/13 10.035 11,163        345,592 33,732  
    OBX 25 long REC Silicon 3,149.92 3.544   12/16/13 2.538 11,163        356,755 22,569  
10/28/13 Sell ISEQ 20 short C&C Group 1,402.02 4.008 4.401 10/14/13 4.200 -5,888 6,171 282 279,606  350,867 28,740 379,606
      Flutter 103.38 56.500 57.424 10/14/13 56.960 -5,889 5,936 48 279,654  344,978 34,676 379,654
    OMXH 25 YIT 1,121.91 10.035 9.865 10/21/13 9.950 -11,163 11,068 -95 279,559  333,815 45,744 379,559
  Buy ISEQ 20 long Bank of Ireland 692.19 7.680   11/25/13 8.040 5,316        339,131 40,428  
      Smurfit Kappa 308.89 17.210   11/25/13 17.550 5,316        344,447 35,112  
    OMXH 25 Nokia 2,143.55 4.960   11/11/13 5.770 10,632        355,079 24,480  
    CAC Next 20 short STMicroelectronics 1,900.95 5.593   11/11/13 5.653 10,632        365,711 13,848  
11/04/13 Sell SSE 50 short China Northern Rare 3,195.66 2.137 2.623 5/13/13 2.368 -7,567 8,383 816 280,375  358,144 22,231 380,375
    Nikkei (FRA) Nikon 424.85 13.433 12.727 9/30/13 13.080 -5,557 5,407 -150 280,226  352,587 27,638 380,226
    Nikkei (TYO) long Tokyo Electric Power 3,017.04 3.961   10/14/13 3.904 -11,777 11,951 174 280,400  340,810 39,589 380,400
  Buy SSE 50 Shanghai Oriental 2,387.49 4.398   12/23/13 4.388 10,499        351,309 29,090  
    Nikkei (FRA) Softbank Group 183.87 28.550   12/16/13 30.884 5,249        356,559 23,841  
      Tokyo Electric Power 1,324.29 3.964   12/16/13 3.730 5,249        361,808 18,591  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nikon 781.38 13.437   11/18/13 13.220 10,499        372,307 8,092  
11/11/13 Sell OMXH 25 long Nokia 2,143.55 5.770   10/28/13 4.960 -10,632 12,368 1,736 282,136  361,675 20,461 382,136
    CAC Next 20 short STMicroelectronics 1,900.95 5.653 5.533 10/28/13 5.593 -10,632 10,518 -114 282,022  351,043 30,979 382,022
  Buy OMXH 25 Outokumpu 2,950.00 3.500   12/02/13 3.690 10,325        361,368 20,654  
11/18/13 Sell HSI-Prop short Hang Lung 1,665.17 2.531 2.606 6/10/13 2.568 -4,276 4,340 63 282,085  357,092 24,993 382,085
      Sino Land 3,974.07 1.043 1.110 6/10/13 1.076 -4,277 4,413 136 282,221  352,815 29,406 382,221
    Topix (FRA) Inpex 994.34 8.519 7.387 6/03/13 7.953 -7,908 7,345 -563 281,659  344,907 36,751 381,659
    Nikkei (TYO) Nikon 781.38 13.220 13.657 11/04/13 13.437 -10,499 10,671 172 281,831  334,408 47,423 381,831
  Buy HSI-Prop long CK Hutchison 452.71 11.852   2/10/14 10.645 5,366        339,774 42,057  
      China Ov Land & Inv 2,312.02 2.321   2/10/14 1.876 5,366        345,139 36,692  
    Topix (FRA) Softbank Group 374.63 28.644   11/25/13 31.950 10,731        355,870 25,961  
    Nikkei (TYO) Minebea Mitsumi 2,137.10 5.021   3/03/14 6.187 10,731        366,601 15,230  
11/25/13 Sell ISEQ 20 long Bank of Ireland 692.19 8.040   10/28/13 7.680 -5,316 5,565 249 282,080  361,285 20,795 382,080
      Smurfit Kappa 308.89 17.550   10/28/13 17.210 -5,316 5,421 105 282,185  355,969 26,216 382,185
    Topix (FRA) Softbank Group 374.63 31.950   11/18/13 28.644 -10,731 11,969 1,238 283,423  345,238 38,185 383,423
    GCX SunPower 1,086.41 21.795   2/11/13 7.063 -7,673 23,678 16,005 299,428  337,565 61,863 399,428
  Buy ISEQ 20 short Flutter 102.84 56.070   12/02/13 56.450 5,766        343,331 56,097  
      Ryanair 988.68 5.832   12/02/13 6.109 5,766        349,097 50,331  
    Topix (FRA) Komatsu 737.20 15.643   6/09/14 16.815 11,532        360,629 38,799  
    GCX Aurubis 272.14 42.375   1/06/14 43.845 11,532        372,161 27,267  
12/02/13 Sell ISEQ 20 short Flutter 102.84 56.450 55.690 11/25/13 56.070 -5,766 5,727 -39 299,389  366,395 32,994 399,389
      Ryanair 988.68 6.109 5.555 11/25/13 5.832 -5,766 5,492 -274 299,115  360,629 38,486 399,115
    OMXH 25 Outokumpu 2,950.00 3.690 3.310 11/11/13 3.500 -10,325 9,765 -561 298,555  350,304 48,251 398,555
    FT 30 long ITV 54.05 228.772   10/14/13 217.888 -11,777 12,365 588 299,143  338,527 60,616 399,143
  Buy ISEQ 20 Bank of Ireland 689.03 8.340   4/14/14 8.250 5,747        344,274 54,869  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 333.32 17.240   4/14/14 17.010 5,746        350,020 49,123  
    OMXH 25 Nokia 1,945.00 5.909   12/09/13 5.850 11,493        361,513 37,630  
12/09/13 Sell   long Nokia 1,945.00 5.850   12/02/13 5.909 -11,493 11,378 -115 299,028  350,020 49,008 399,028
    PSI 20 Teixeira Duarte 14,101.52 0.920   9/23/13 0.660 -9,307 12,973 3,666 302,695  340,713 61,982 402,695
  Buy OMXH 25 short Metso 1,734.51 6.697   5/12/14 8.620 11,616        352,329 50,366  
    CAC Next 20 STMicroelectronics 2,131.38 5.450   1/13/14 5.763 11,616        363,945 38,750  
12/16/13 Sell OBX 25 long REC Silicon 3,149.92 2.538   10/21/13 3.544 -11,163 7,993 -3,170 299,525  352,782 46,743 399,525
    Nikkei (FRA) Softbank Group 183.87 30.884   11/04/13 28.550 -5,249 5,679 429 299,954  347,533 52,421 399,954
      Tokyo Electric Power 1,324.29 3.730   11/04/13 3.964 -5,249 4,940 -310 299,644  342,283 57,361 399,644
    DJ Global Titans Bank of America 869.98 11.075   10/29/12 7.204 -6,267 9,635 3,368 303,012  336,016 66,996 403,012
  Buy IBEX 35 short Acciona 295.52 39.760   1/20/14 48.255 11,750        347,766 55,246  
    OBX 25 TGS-NOPEC 692.31 16.972   12/23/13 17.469 11,750        359,516 43,496  
    Nikkei (FRA) Nitto Denko 202.72 28.981   12/30/13 30.258 5,875        365,391 37,621  
      Pacific Metals 236.32 24.860   12/30/13 26.180 5,875        371,266 31,746  
    CAC Mid 60 Adocia 2,057.79 5.710   12/23/13 5.660 11,750        383,016 19,996  
    DJ Global Titans IBM 90.91 129.242   12/23/13 133.044 11,749        394,765 8,247  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,387.49 4.388   11/04/13 4.398 -10,499 10,477 -22 302,990  384,266 18,723 402,990
    HSI Galaxy Entertainment 1,689.03 6.370   9/16/13 5.352 -9,039 10,759 1,720 304,710  375,227 29,482 404,710
    OBX 25 short TGS-NOPEC 692.31 17.469 16.475 12/16/13 16.972 -11,750 11,406 -344 304,366  363,477 40,888 404,366
    CAC Mid 60 Adocia 2,057.79 5.660 5.760 12/16/13 5.710 -11,750 11,854 104 304,470  351,727 52,742 404,470
    DJ Global Titans IBM 90.91 133.044 125.440 12/16/13 129.242 -11,749 11,404 -346 304,124  339,978 64,146 404,124
  Buy SSE 50 Poly Developments 18,270.64 0.641   6/02/14 0.591 11,706        351,684 52,440  
    PSI 20 long Impresa 10,739.45 1.090   5/12/14 1.759 11,706        363,390 40,734  
    OBX 25 DNO International 4,027.66 2.906   2/17/14 2.830 11,706        375,096 29,028  
    FT 30 Int Cons Airlines 24.83 471.516   1/27/14 485.635 11,708        386,804 17,320  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Alphabet A 573.37 20.416   10/27/14 21.652 11,706        398,510 5,614  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 202.72 30.258 27.704 12/16/13 28.981 -5,875 5,616 -259 303,865  392,635 11,230 403,865
      Pacific Metals 236.32 26.180 23.540 12/16/13 24.860 -5,875 5,563 -312 303,553  386,760 16,793 403,553
  Buy   long Minebea Mitsumi 996.40 5.273   2/10/14 6.030 5,254        392,014 11,539  
      Softbank Group 166.13 31.625   2/10/14 27.751 5,254        397,268 6,285  
1/06/14 Sell HSI-Fin long AIA 3,211.35 3.604   10/14/13 3.667 -11,777 11,575 -202 303,351  385,491 17,860 403,351
    GCX short Aurubis 272.14 43.845 40.905 11/25/13 42.375 -11,532 11,132 -400 302,951  373,959 28,992 402,951
  Buy HSI-Fin ICBC 23,013.64 0.469   6/02/14 0.478 10,798        384,757 18,194  
    GCX long Vestas Wind Systems 2,164.23 4.989   2/03/14 4.789 10,798        395,555 7,396  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,131.38 5.763 5.137 12/09/13 5.450 -11,616 10,949 -667 302,284  383,939 18,345 402,284
1/20/14 Sell IBEX 35 short Acciona 295.52 48.255 31.265 12/16/13 39.760 -11,750 9,239 -2,510 299,773  372,189 27,585 399,773
  Buy NZX 50 Chorus 11,403.71 0.937   6/02/14 1.063 10,683        382,872 16,902  
1/27/14 Sell Athex LC long Aegean Airlines 2,646.19 7.210   9/30/13 4.200 -11,114 19,079 7,965 307,738  371,758 35,981 407,738
    FT 30 Int Cons Airlines 24.83 485.635   12/23/13 471.516 -11,708 12,058 351 308,089  360,050 48,039 408,089
  Buy IBEX 35 short Repsol 650.67 17.525   2/17/14 17.625 11,403        371,453 36,636  
    Athex LC Eurobank Ergasias 232.71 49.000   5/09/16 0.875 11,403        382,856 25,233  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,148.01 7.265   9/30/13 5.174 -11,114 15,604 4,490 312,579  371,742 40,838 412,579
    GCX Vestas Wind Systems 2,164.23 4.789   1/06/14 4.989 -10,798 10,365 -433 312,146  360,944 51,203 412,146
  Buy FT 30 Int Cons Airlines 23.18 499.638   2/10/14 509.014 11,582        372,525 39,621  
    GCX short Aurubis 285.30 40.600   3/03/14 38.880 11,583        384,109 28,038  
2/10/14 Sell HSI-Prop long CK Hutchison 452.71 10.645   11/18/13 11.852 -5,366 4,819 -546 311,600  378,743 32,857 411,600
      China Ov Land & Inv 2,312.02 1.876   11/18/13 2.321 -5,366 4,337 -1,028 310,572  373,378 37,194 410,572
    MerVal Telecom Argentina 2,099.44 2.998   8/12/13 4.215 -8,850 6,295 -2,555 308,017  364,528 43,489 408,017
    FT 30 Int Cons Airlines 23.18 509.014   2/03/14 499.638 -11,582 11,799 217 308,234  352,946 55,288 408,234
    Nikkei (FRA) Minebea Mitsumi 996.40 6.030   12/30/13 5.273 -5,254 6,008 754 308,988  347,692 61,296 408,988
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Softbank Group 166.13 27.751   12/30/13 31.625 -5,254 4,610 -644 308,345  342,438 65,907 408,345
  Buy HSI-Prop short New World Dev 1,679.80 3.529   7/28/14 3.549 5,928        348,366 59,979  
      The Wharf 3,203.80 1.850   7/28/14 2.205 5,928        354,294 54,051  
    Nikkei (FRA) Hitachi Zosen 1,390.57 4.263   6/30/14 3.700 5,928        360,222 48,123  
      Nitto Denko 189.41 31.297   6/30/14 33.890 5,928        366,150 42,195  
2/17/14 Sell IBEX 35 short Repsol 650.67 17.625 17.425 1/27/14 17.525 -11,403 11,338 -65 308,280  354,747 53,532 408,280
    OBX 25 long DNO International 4,027.66 2.830   12/23/13 2.906 -11,706 11,399 -307 307,973  343,041 64,932 407,973
  Buy   short Petroleum Geo-Srvcs 1,554.50 7.605   6/02/14 7.980 11,822        354,863 53,110  
2/24/14 Buy MerVal long Edenor 36,651.83 0.315   12/15/14 0.569 11,527        366,390 41,583  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,137.10 6.187   11/18/13 5.021 -10,731 13,221 2,490 310,463  355,659 54,804 410,463
    GCX short Aurubis 285.30 38.880 42.396 2/03/14 40.600 -11,583 12,096 512 310,975  344,076 66,899 410,975
  Buy Nikkei (TYO) Hitachi Zosen 3,042.95 3.926   3/31/14 3.419 11,946        356,022 54,953  
    GCX long Vestas Wind Systems 2,387.48 5.004   4/14/14 5.847 11,946        367,968 43,007  
3/10/14 Buy IBEX 35 short Inditex 541.20 20.970   6/09/14 21.750 11,349        379,317 31,658  
3/31/14 Sell SDAX long ADLER Real Estate 3,733.44 5.100   10/21/13 2.990 -11,163 19,041 7,878 318,853  368,154 50,699 418,853
    Nikkei (TYO) short Hitachi Zosen 3,042.95 3.419 4.508 3/03/14 3.926 -11,946 13,719 1,773 320,626  356,208 64,418 420,626
  Buy SDAX Koenig & Bauer 985.85 12.300   5/05/14 11.730 12,126        368,334 52,292  
    Nikkei (TYO) long Minebea Mitsumi 1,882.01 6.443   4/07/14 6.630 12,126        380,460 40,166  
4/07/14 Sell   long Minebea Mitsumi 1,882.01 6.630   3/31/14 6.443 -12,126 12,477 351 320,977  368,334 52,643 420,977
  Buy   short Hitachi Zosen 3,429.40 3.453   7/28/14 3.842 11,840        380,174 40,803  
4/14/14 Sell ISEQ 20 long Bank of Ireland 689.03 8.250   12/02/13 8.340 -5,747 5,685 -62 320,915  374,427 46,487 420,915
      Smurfit Kappa 333.32 17.010   12/02/13 17.240 -5,746 5,670 -77 320,838  368,681 52,157 420,838
    BAX Morphosys 189.10 58.270   7/01/13 44.145 -8,348 11,019 2,671 323,509  360,333 63,176 423,509
    GEX Manz 173.74 65.730   9/23/13 53.570 -9,307 11,420 2,113 325,622  351,026 74,596 425,622
    GCX Vestas Wind Systems 2,387.48 5.847   3/03/14 5.004 -11,946 13,959 2,013 327,634  339,080 88,555 427,634
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 short C&C Group 1,440.18 4.480   1/19/15 3.322 6,452        345,532 82,103  
      Flutter 120.40 53.590   1/19/15 66.350 6,452        351,984 75,650  
    BAX Adva 4,028.72 3.203   4/21/14 3.210 12,904        364,888 62,746  
    GEX 4SC 450.22 28.662   1/26/15 18.284 12,904        377,792 49,842  
    GCX EJR 250.63 51.487   4/28/14 51.524 12,904        390,696 36,938  
4/21/14 Sell BAX short Adva 4,028.72 3.210 3.196 4/14/14 3.203 -12,904 12,876 -28 327,606  377,792 49,814 427,606
  Buy   long Sixt 412.55 28.930   5/05/14 28.890 11,935        389,727 37,879  
4/28/14 Sell Nordic 30 long Pandora 303.04 46.257   7/29/13 28.719 -8,703 14,018 5,315 332,921  381,024 51,896 432,921
    GCX short EJR 250.63 51.524 51.450 4/14/14 51.487 -12,904 12,895 -9 332,911  368,120 64,791 432,911
  Buy Germany SolarWorld 403.05 30.870   6/09/14 16.900 12,442        380,562 52,349  
    Nordic 30 Carlsberg A 168.56 73.812   5/05/14 74.896 12,442        393,004 39,907  
    GCX long Vestas Wind Systems 2,019.08 6.162   5/19/14 7.076 12,442        405,446 27,465  
5/05/14 Sell SDAX short Koenig & Bauer 985.85 11.730 12.898 3/31/14 12.300 -12,126 12,715 589 333,501  393,320 40,181 433,501
    Nordic 30 Carlsberg A 168.56 74.896 72.728 4/28/14 73.812 -12,442 12,259 -183 333,318  380,878 52,440 433,318
    BAX long Sixt 412.55 28.890   4/21/14 28.930 -11,935 11,919 -17 333,302  368,943 64,358 433,302
  Buy SDAX ADLER Real Estate 2,480.76 5.015   5/19/14 5.000 12,441        381,384 51,917  
    Nordic 30 Pandora 255.31 48.729   9/15/14 59.766 12,441        393,825 39,476  
    BAX short Adva 3,887.81 3.200   6/09/14 3.196 12,441        406,266 27,035  
5/12/14 Sell OMXH 25 short Metso 1,734.51 8.620 4.774 12/09/13 6.697 -11,616 8,281 -3,335 329,966  394,650 35,316 429,966
    PSI 20 long Impresa 10,739.45 1.759   12/23/13 1.090 -11,706 18,891 7,185 337,151  382,944 54,206 437,151
  Buy OMXH 25 Outokumpu 1,838.77 6.680   5/19/14 6.250 12,283        395,227 41,923  
5/19/14 Sell SDAX long ADLER Real Estate 2,480.76 5.000   5/05/14 5.015 -12,441 12,404 -37 337,114  382,786 54,327 437,114
    OMXH 25 Outokumpu 1,838.77 6.250   5/12/14 6.680 -12,283 11,492 -791 336,323  370,503 65,820 436,323
    GCX Vestas Wind Systems 2,019.08 7.076   4/28/14 6.162 -12,442 14,288 1,846 338,169  358,061 80,107 438,169
  Buy HSI Citic Pacific 10,001.54 1.295   11/10/14 1.393 12,956        371,017 67,151  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX short WCM 7,982.26 1.623   5/26/14 1.623 12,956        383,973 54,195  
    OMXH 25 YIT 1,750.81 7.400   1/26/15 5.508 12,956        396,929 41,239  
    GCX Energy Recovery 3,843.94 3.371   3/02/15 3.076 12,956        409,885 28,283  
5/26/14 Sell SDAX short WCM 7,982.26 1.623 1.623 5/19/14 1.623 -12,956 12,956 0 338,169  396,929 41,239  
  Buy   long ADLER Real Estate 2,179.09 5.500   6/09/14 6.050 11,985        408,914 29,254  
    HSI-C&I Tencent 1,178.50 10.170   10/06/14 12.196 11,985        420,899 17,269  
6/02/14 Sell SSE 50 short Poly Developments 18,270.64 0.591 0.695 12/23/13 0.641 -11,706 12,693 987 339,155  409,193 29,962 439,155
    HSI-Fin ICBC 23,013.64 0.478 0.460 1/06/14 0.469 -10,798 10,595 -203 338,953  398,395 40,557 438,953
    OBX 25 Petroleum Geo-Srvcs 1,554.50 7.980 7.230 2/17/14 7.605 -11,822 11,240 -582 338,370  386,573 51,797 438,370
    NZX 50 Chorus 11,403.71 1.063 0.811 1/20/14 0.937 -10,683 9,244 -1,439 336,931  375,890 61,041 436,931
  Buy SSE 50 long Sinolink Secs 10,825.22 1.150   6/23/14 1.117 12,449        388,339 48,592  
    HSI-Fin HK Exchgs & Clrg 909.66 13.685   9/29/14 17.213 12,449        400,788 36,143  
    OBX 25 Grieg Seafood 3,690.34 3.373   6/30/14 3.430 12,449        413,237 23,694  
    FT 30 National Grid 11.28 1,103.450   6/09/14 1,037.210 12,447        425,684 11,247  
    NZX 50 Tourism 17,878.79 0.696   7/21/14 0.758 12,449        438,133 -1,202  
6/09/14 Sell Germany short SolarWorld 403.05 16.900 56.388 4/28/14 30.870 -12,442 22,727 10,285 347,216  425,691 21,525 447,216
    SDAX long ADLER Real Estate 2,179.09 6.050   5/26/14 5.500 -11,985 13,183 1,198 348,415  413,706 34,708 448,415
    IBEX 35 short Inditex 541.20 21.750 20.190 3/10/14 20.970 -11,349 10,927 -422 347,993  402,357 45,635 447,993
    FT 30 long National Grid 11.28 1,037.210   6/02/14 1,103.450 -12,447 11,700 -747 347,245  389,910 57,335 447,245
    Topix (FRA) short Komatsu 737.20 16.815 14.471 11/25/13 15.643 -11,532 10,668 -864 346,381  378,378 68,003 446,381
    BAX Adva 3,887.81 3.196 3.204 5/05/14 3.200 -12,441 12,457 16 346,397  365,937 80,460 446,397
  Buy SDAX WCM 8,235.22 1.599   12/29/14 1.381 13,171        379,108 67,289  
    FT 30 Tesco 28.60 460.539   11/17/14 306.530 13,171        392,280 54,117  
    Topix (FRA) long Fujitsu 263.26 50.030   9/15/14 48.100 13,171        405,451 40,946  
    BAX Cancom 667.22 19.740   6/16/14 18.403 13,171        418,622 27,775  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/16/14 Sell   long Cancom 667.22 18.403   6/09/14 19.740 -13,171 12,279 -892 345,504  405,451 40,054 445,504
  Buy IBEX 35 short ArcelorMittal 370.17 32.790   3/02/15 28.860 12,138        417,588 27,916  
    BAX Adva 3,870.54 3.136   6/23/14 3.096 12,138        429,726 15,778  
6/23/14 Sell SSE 50 long Sinolink Secs 10,825.22 1.117   6/02/14 1.150 -12,449 12,092 -357 345,147  417,277 27,870 445,147
    BAX short Adva 3,870.54 3.096 3.177 6/16/14 3.136 -12,138 12,295 157 345,304  405,139 40,165 445,304
  Buy SSE 50 Kangmei Pharma 14,078.89 0.862   7/07/14 0.868 12,136        417,275 28,029  
    CAC Next 20 Arkema 171.76 70.655   1/26/15 62.720 12,136        429,411 15,893  
    CAC Mid 60 CGG 35.34 343.360   1/19/15 153.600 12,134        441,546 3,759  
    BAX long Wacker Neuson 732.41 16.570   7/14/14 17.170 12,136        453,682 -8,378  
6/30/14 Sell OBX 25 long Grieg Seafood 3,690.34 3.430   6/02/14 3.373 -12,449 12,658 209 345,513  441,233 4,280 445,513
    Nikkei (FRA) short Hitachi Zosen 1,390.57 3.700 4.912 2/10/14 4.263 -5,928 6,830 902 346,415  435,305 11,110 446,415
      Nitto Denko 189.41 33.890 28.704 2/10/14 31.297 -5,928 5,437 -491 345,923  429,377 16,547 445,923
  Buy OBX 25 Norwegian 4.82 2,398.530   7/07/14 2,546.850 11,561        440,938 4,986  
    Nikkei (FRA) long Fujitsu 105.12 54.990   8/17/15 44.550 5,781        446,718 -795  
      Minebea Mitsumi 702.88 8.224   8/17/15 12.573 5,780        452,499 -6,575  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,078.89 0.868 0.856 6/23/14 0.862 -12,136 12,046 -90 345,833  440,363 5,471 445,833
    OBX 25 Norwegian 4.82 2,546.850 2,250.210 6/30/14 2,398.530 -11,561 10,846 -715 345,118  428,802 16,317 445,118
  Buy SSE 50 long AECC Aviation Power 3,876.14 2.976   8/03/15 7.097 11,535        440,337 4,782  
    OBX 25 SalMar 855.72 13.480   7/28/14 14.639 11,535        451,872 -6,753  
7/14/14 Sell BAX long Wacker Neuson 732.41 17.170   6/23/14 16.570 -12,136 12,575 439 345,558  439,736 5,822 445,558
7/21/14 Sell NZX 50 long Tourism 17,878.79 0.758   6/02/14 0.696 -12,449 13,550 1,101 346,659  427,287 19,373 446,659
  Buy France short CGG 43.58 267.296   12/29/14 160.352 11,649        438,935 7,724  
    NZX 50 a2 Milk 29,734.56 0.392   7/28/14 0.401 11,650        450,585 -3,926  
7/28/14 Sell MDAX long Dürr 347.87 30.355   7/01/13 23.998 -8,348 10,560 2,212 348,871  442,237 6,634 448,871
    HSI-Prop short New World Dev 1,679.80 3.549 3.509 2/10/14 3.529 -5,928 5,895 -33 348,838  436,309 12,528 448,838
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      The Wharf 3,203.80 2.205 1.496 2/10/14 1.850 -5,928 4,793 -1,135 347,703  430,381 17,322 447,703
    OBX 25 long SalMar 855.72 14.639   7/07/14 13.480 -11,535 12,527 992 348,695  418,846 29,848 448,695
    NZX 50 short a2 Milk 29,734.56 0.401 0.383 7/21/14 0.392 -11,650 11,385 -265 348,430  407,196 41,234 448,430
    Nikkei (TYO) Hitachi Zosen 3,429.40 3.842 3.063 4/07/14 3.453 -11,840 10,504 -1,336 347,094  395,356 51,738 447,094
  Buy Germany SolarWorld 831.33 15.000   1/12/15 12.350 12,470        407,826 39,268  
    MDAX Südzucker 898.09 13.885   2/02/15 11.245 12,470        420,296 26,798  
    HSI-Prop long CK Hutchison 454.12 13.730   8/24/15 10.950 6,235        426,531 20,563  
      Sino Land 4,980.03 1.252   8/24/15 1.200 6,235        432,766 14,328  
    OBX 25 short Petroleum Geo-Srvcs 1,932.43 6.453   8/11/14 6.127 12,470        445,236 1,858  
    NZX 50 long Tourism 16,758.50 0.744   2/22/16 1.542 12,470        457,706 -10,612  
    BAX Nemetschek 1,962.48 6.354   8/04/14 6.125 12,470        470,176 -23,082  
    Nikkei (TYO) Minebea Mitsumi 1,364.65 9.138   10/20/14 9.651 12,470        482,646 -35,552  
8/04/14 Sell HDAX long Dürr 510.58 28.230   1/23/12 9.125 -4,659 14,414 9,755 356,849  477,987 -21,139 456,849
    MIB Azimut 716.79 18.460   11/05/12 9.304 -6,669 13,232 6,563 363,412  471,318 -7,907 463,412
    BAX Nemetschek 1,962.48 6.125   7/28/14 6.354 -12,470 12,020 -450 362,962  458,848 4,113 462,962
    Indices Merval 17.65 750.468   8/12/13 501.316 -8,848 13,246 4,398 367,359  450,000 17,359 467,359
  Buy HDAX short Südzucker 930.65 13.020   1/12/15 11.160 12,117        462,117 5,242  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        474,236 -6,876  
8/11/14 Sell ATX long Wienerberger 854.42 11.525   10/21/13 13.065 -11,163 9,847 -1,316 366,043  463,073 2,971 466,043
    DAX Continental 78.80 133.083   7/16/12 59.533 -4,691 10,487 5,796 371,839  458,381 13,458 471,839
    OBX 25 short Petroleum Geo-Srvcs 1,932.43 6.127 6.796 7/28/14 6.453 -12,470 13,133 663 372,502  445,911 26,591 472,502
  Buy ATX Raiffeisen Bank Int 659.81 18.910   2/16/15 13.795 12,477        458,388 14,114  
    DAX Adidas 217.18 57.450   8/18/14 60.070 12,477        470,865 1,637  
    OBX 25 long SalMar 947.19 13.173   8/18/14 12.880 12,477        483,342 -10,840  
8/18/14 Sell DAX short Adidas 217.18 60.070 54.830 8/11/14 57.450 -12,477 11,908 -569 371,933  470,866 1,068 471,933
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long SalMar 947.19 12.880   8/11/14 13.173 -12,477 12,200 -277 371,656  458,388 13,268 471,656
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 372,085  446,270 25,815 472,085
  Buy DAX long Vonovia 545.20 22.830   10/06/14 22.420 12,447        458,717 13,368  
    OBX 25 short Petroleum Geo-Srvcs 2,040.59 6.100   2/16/15 5.700 12,447        471,164 921  
    Indices long Merval 15.87 784.124   10/06/14 1,022.100 12,444        483,608 -11,523  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,867.50 6.373   7/01/13 2.159 -8,348 24,647 16,299 388,383  475,260 13,124 488,383
  Buy   short Demant 1,065.83 11.763   9/08/14 11.966 12,537        487,797 587  
9/08/14 Sell   short Demant 1,065.83 11.966 11.559 9/01/14 11.763 -12,537 12,320 -217 388,166  475,260 12,907 488,166
  Buy   long Pandora 218.02 57.454   9/29/14 61.631 12,526        487,786 380  
9/15/14 Sell Nordic 30 long Pandora 255.31 59.766   5/05/14 48.729 -12,441 15,259 2,818 390,984  475,345 15,639 490,984
    Topix (FRA) Fujitsu 263.26 48.100   6/09/14 50.030 -13,171 12,663 -508 390,476  462,174 28,302 490,476
  Buy Nordic 30 short Volvo 1,475.23 8.791   11/10/14 9.334 12,969        475,143 15,333  
    Topix (FRA) Aeon 1,651.89 7.851   1/05/15 8.291 12,969        488,112 2,364  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 909.66 17.213   6/02/14 13.685 -12,449 15,658 3,208 393,684  475,663 18,021 493,684
    TSX 60 Bausch Health 144.56 102.197   9/30/13 76.879 -11,114 14,774 3,660 397,344  464,549 32,795 497,344
    OMXC 20 Pandora 218.02 61.631   9/08/14 57.454 -12,526 13,437 911 398,255  452,023 46,232 498,255
  Buy HSI-Fin short ICBC 27,333.33 0.498   11/03/14 0.526 13,612        465,635 32,620  
10/06/14 Sell DAX long Vonovia 545.20 22.420   8/18/14 22.830 -12,447 12,223 -224 398,031  453,188 44,843 498,031
    HSI-C&I Tencent 1,178.50 12.196   5/26/14 10.170 -11,985 14,373 2,388 400,420  441,203 59,216 500,420
    Indices Merval 15.87 1,022.100   8/18/14 784.124 -12,444 16,221 3,777 404,196  428,759 75,437 504,196
  Buy DAX short Deutsche Lufthansa 1,199.50 12.080   11/17/14 13.145 14,490        443,249 60,947  
    HSI-C&I Galaxy Entertainment 2,941.30 4.926   4/13/15 4.822 14,490        457,739 46,457  
    PSI 20 Pharol 8,889.57 1.630   2/23/15 0.697 14,490        472,229 31,967  
    Indices PSI 20 2.62 5,537.710   2/23/15 5,494.440 14,509        486,738 17,458  
10/13/14 Sell S&P 100 long Gilead Sciences 266.13 79.611   9/17/12 25.063 -6,670 21,187 14,517 418,713  480,068 38,645 518,713
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 KBC 254.45 40.740   7/15/13 31.350 -7,977 10,366 2,389 421,103  472,091 49,011 521,103
    OMXS 30 Nokia 1,280.76 6.407   7/08/13 3.186 -4,080 8,205 4,125 425,228  468,011 57,217 525,228
      Kinnevik 186.58 22.475   7/08/13 21.868 -4,080 4,193 113 425,341  463,931 61,410 525,341
  Buy S&P 100 short General Motors 627.39 23.379   10/27/14 23.689 14,668        478,599 46,742  
    BEL 20 Galapagos 1,319.66 11.115   11/17/14 12.800 14,668        493,267 32,074  
    OMXS 30 MTG 317.14 23.125   11/03/14 24.302 7,334        500,601 24,740  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.27 87.497   7/23/12 26.166 -4,743 15,861 11,118 436,459  495,858 40,601 536,459
    Europe 50 Roche 20.29 222.572   12/19/11 129.719 -2,632 4,516 1,884 438,343  493,226 45,117 538,343
    Nikkei (TYO) Minebea Mitsumi 1,364.65 9.651   7/28/14 9.138 -12,470 13,170 700 439,042  480,756 58,287 539,042
    SP Global 100 Apple 335.81 19.487   4/30/12 15.738 -5,285 6,544 1,259 440,301  475,471 64,831 540,301
  Buy Kospi 50 short Hyundai Heavy 181.01 83.577   12/08/14 94.176 15,128        490,599 49,702  
    Europe 50 Deutsche Bank 702.16 21.545   11/10/14 21.563 15,128        505,727 34,574  
    Nikkei (TYO) Toyo Seikan 1,842.29 8.212   10/27/14 8.725 15,128        520,855 19,446  
    SP Global 100 Deutsche Bank 702.16 21.545   11/03/14 22.134 15,128        535,983 4,318  
10/27/14 Sell S&P 100 short General Motors 627.39 23.689 23.070 10/13/14 23.379 -14,668 14,474 -194 440,107  521,315 18,792 540,107
    Nikkei (TYO) Toyo Seikan 1,842.29 8.725 7.698 10/20/14 8.212 -15,128 14,182 -946 439,161  506,187 32,974 539,161
    DJ Global Titans long Alphabet A 573.37 21.652   12/23/13 20.416 -11,706 12,415 709 439,870  494,481 45,388 539,870
  Buy S&P 100 Gilead Sciences 165.01 88.668   6/08/15 100.700 14,631        509,112 30,757  
    Nikkei (TYO) Minebea Mitsumi 1,396.43 10.477   8/24/15 10.589 14,631        523,743 16,126  
    DJ Global Titans short Samsung Electronics 892.86 16.387   11/10/14 18.745 14,631        538,374 1,496  
11/03/14 Sell HSI-Fin short ICBC 27,333.33 0.526 0.470 9/29/14 0.498 -13,612 12,858 -754 439,115  524,762 14,353 539,115
    OMXS 30 MTG 317.14 24.302 21.949 10/13/14 23.125 -7,334 6,961 -373 438,742  517,428 21,314 538,742
    SP Global 100 Deutsche Bank 702.16 22.134 20.956 10/20/14 21.545 -15,128 14,714 -414 438,329  502,300 36,028 538,329
  Buy HSI-Fin long HK Exchgs & Clrg 812.61 17.669   11/24/14 17.528 14,358        516,658 21,670  
    OMXC 20 Pandora 215.33 66.679   11/17/14 66.322 14,358        531,016 7,312  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 547.31 13.117   6/08/15 18.209 7,179        538,195 133  
      Electrolux 319.70 22.455   6/08/15 27.196 7,179        545,374 -7,046  
    SP Global 100 Apple 655.69 21.898   8/24/15 22.212 14,358        559,732 -21,404  
11/10/14 Sell HSI long Citic Pacific 10,001.54 1.393   5/19/14 1.295 -12,956 13,932 976 439,305  546,776 -7,471 539,305
    Europe 50 short Deutsche Bank 702.16 21.563 21.527 10/20/14 21.545 -15,128 15,116 -13 439,292  531,648 7,644 539,292
    Nordic 30 Volvo 1,475.23 9.334 8.249 9/15/14 8.791 -12,969 12,169 -800 438,492  518,679 19,813 538,492
    DJ Global Titans Samsung Electronics 892.86 18.745 14.028 10/27/14 16.387 -14,631 12,525 -2,106 436,387  504,048 32,338 536,387
  Buy HSI Kunlun Energy 13,725.26 1.036   1/12/15 0.825 14,218        518,266 18,120  
    Europe 50 long Novartis 229.63 61.916   8/24/15 69.088 14,218        532,484 3,903  
    Nordic 30 Pandora 208.61 68.154   6/01/15 91.032 14,218        546,702 -10,315  
    DJ Global Titans Apple 649.25 21.899   12/15/14 21.746 14,218        560,920 -24,533  
11/17/14 Sell DAX short Deutsche Lufthansa 1,199.50 13.145 11.015 10/06/14 12.080 -14,490 13,212 -1,277 435,109  546,430 -11,321 535,109
    BEL 20 Galapagos 1,319.66 12.800 9.430 10/13/14 11.115 -14,668 12,444 -2,224 432,885  531,762 1,124 532,885
    OMXC 20 long Pandora 215.33 66.322   11/03/14 66.679 -14,358 14,281 -77 432,808  517,404 15,405 532,808
    FT 30 short Tesco 28.60 306.530 691.926 6/09/14 460.539 -13,171 19,789 6,618 439,426  504,232 35,194 539,426
  Buy DAX long Merck (EMD) 187.36 76.670   7/06/15 90.640 14,365        518,597 20,829  
    BEL 20 Proximus 470.98 30.500   11/24/14 30.740 14,365        532,962 6,464  
    OMXC 20 short FLSmidth 432.93 33.181   11/24/14 35.297 14,365        547,327 -7,901  
    FT 30 long Man Group 84.73 169.534   12/15/14 177.040 14,365        561,692 -22,266  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 812.61 17.528   11/03/14 17.669 -14,358 14,243 -115 439,312  547,334 -8,022 539,312
    BEL 20 Proximus 470.98 30.740   11/17/14 30.500 -14,365 14,478 113 439,425  532,969 6,456 539,425
    OMXC 20 short FLSmidth 432.93 35.297 31.065 11/17/14 33.181 -14,365 13,449 -916 438,509  518,604 19,905 538,509
  Buy HSI-Fin HSBC 1,746.81 7.992   1/26/15 8.332 13,960        532,564 5,945  
    BEL 20 Galapagos 1,082.17 12.900   12/01/14 13.020 13,960        546,524 -8,015  
    OMXC 20 long Pandora 207.72 67.207   8/17/15 107.440 13,960        560,484 -21,976  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/01/14 Sell BEL 20 short Galapagos 1,082.17 13.020 12.780 11/24/14 12.900 -13,960 13,830 -130 438,379  546,524 -8,145 538,379
  Buy   long Proximus 419.33 31.610   12/15/14 29.550 13,255        559,779 -21,400  
12/08/14 Sell Kospi 50 short Hyundai Heavy 181.01 94.176 72.978 10/20/14 83.577 -15,128 13,210 -1,919 436,460  544,651 -8,191 536,460
  Buy   long Amorepacific Group 159.24 82.934   7/06/15 157.893 13,206        557,857 -21,397  
12/15/14 Sell BEL 20 long Proximus 419.33 29.550   12/01/14 31.610 -13,255 12,391 -864 435,596  544,602 -9,006 535,596
    MerVal Edenor 36,651.83 0.569   2/24/14 0.315 -11,527 20,840 9,313 444,910  533,075 11,835 544,910
    FT 30 Man Group 84.73 177.040   11/17/14 169.534 -14,365 15,001 636 445,546  518,710 26,835 545,546
    DJ Global Titans Apple 649.25 21.746   11/10/14 21.899 -14,218 14,119 -99 445,446  504,492 40,954 545,446
  Buy BEL 20 short Umicore 940.58 15.585   1/19/15 16.578 14,659        519,151 26,295  
    FT 30 Tesco 55.85 262.480   12/22/14 292.250 14,660        533,811 11,635  
12/22/14 Sell TecDAX short SMA Solar 219.23 14.800 46.789 5/21/12 26.315 -5,769 10,258 4,489 449,935  528,042 21,893 549,935
    FT 30 Tesco 55.85 292.250 232.709 12/15/14 262.480 -14,660 12,997 -1,663 448,272  513,382 34,890 548,272
  Buy   long Man Group 72.66 200.637   1/05/15 211.401 14,578        527,961 20,311  
12/29/14 Sell France short CGG 43.58 160.352 445.565 7/21/14 267.296 -11,649 19,418 7,769 456,041  516,312 39,729 556,041
    SDAX WCM 8,235.22 1.381 1.852 6/09/14 1.599 -13,171 15,248 2,077 458,118  503,141 54,977 558,118
  Buy France long Adocia 321.32 47.700   6/08/15 66.230 15,327        518,468 39,650  
    SDAX Patrizia Immobilien 1,246.10 12.300   1/19/15 14.055 15,327        533,795 24,323  
1/05/15 Sell FT 30 long Man Group 72.66 211.401   12/22/14 200.637 -14,578 15,360 782 458,900  519,217 39,684 558,900
    Topix (FRA) short Aeon 1,651.89 8.291 7.411 9/15/14 7.851 -12,969 12,242 -727 458,173  506,248 51,926 558,173
  Buy FT 30 Tesco 51.88 294.006   1/19/15 365.061 15,253        521,501 36,673  
    Topix (FRA) long Oriental Land 1,591.12 9.586   2/02/15 10.843 15,252        536,753 21,421  
1/12/15 Sell Germany short SolarWorld 831.33 12.350 18.219 7/28/14 15.000 -12,470 15,146 2,676 460,849  524,283 36,567 560,849
    HSI Kunlun Energy 13,725.26 0.825 1.300 11/10/14 1.036 -14,218 17,848 3,630 464,480  510,065 54,415 564,480
    HDAX Südzucker 930.65 11.160 15.190 8/04/14 13.020 -12,117 14,137 2,020 466,499  497,948 68,551 566,499
  Buy Germany long Ströer Media 644.97 24.615   6/15/15 40.315 15,876        513,824 52,675  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI China Life Ins HK 4,790.44 3.314   7/13/15 3.728 15,876        529,700 36,799  
    HDAX Ströer Media 644.97 24.615   8/24/15 47.670 15,876        545,575 20,924  
1/19/15 Sell SDAX long Patrizia Immobilien 1,246.10 14.055   12/29/14 12.300 -15,327 17,514 2,187 468,686  530,248 38,437 568,686
    ISEQ 20 short C&C Group 1,440.18 3.322 6.042 4/14/14 4.480 -6,452 8,701 2,249 470,935  523,796 47,139 570,935
      Flutter 120.40 66.350 40.830 4/14/14 53.590 -6,452 4,916 -1,536 469,399  517,344 52,055 569,399
    BEL 20 Umicore 940.58 16.578 14.593 12/15/14 15.585 -14,659 13,725 -934 468,465  502,685 65,780 568,465
    FT 30 Tesco 51.88 365.061 222.950 1/05/15 294.006 -15,253 11,567 -3,686 464,779  487,432 77,347 564,779
    CAC Mid 60 CGG 35.34 153.600 767.553 6/23/14 343.360 -12,134 27,125 14,991 479,770  475,298 104,472 579,770
  Buy SDAX SGL Carbon 1,214.05 14.090   1/26/15 15.480 17,106        492,404 87,366  
    ISEQ 20 long Glanbia 617.55 13.850   6/08/15 17.420 8,553        500,957 78,813  
      Ryanair 879.03 9.730   6/08/15 11.660 8,553        509,510 70,260  
    BEL 20 bpost 748.29 22.860   9/28/15 21.000 17,106        526,616 53,154  
    FT 30 Man Group 81.52 209.841   6/08/15 231.072 17,106        543,722 36,048  
    CAC Mid 60 Adocia 270.66 63.200   6/08/15 66.230 17,106        560,828 18,942  
1/26/15 Sell SDAX short SGL Carbon 1,214.05 15.480 12.700 1/19/15 14.090 -17,106 15,418 -1,688 478,082  543,722 34,361 578,082
    HSI-Fin HSBC 1,746.81 8.332 7.651 11/24/14 7.992 -13,960 13,365 -595 477,488  529,762 47,726 577,488
    OMXH 25 YIT 1,750.81 5.508 9.942 5/19/14 7.400 -12,956 17,406 4,450 481,938  516,806 65,132 581,938
    CAC Next 20 Arkema 171.76 62.720 79.594 6/23/14 70.655 -12,136 13,671 1,535 483,473  504,670 78,803 583,473
    GEX 4SC 450.22 18.284 44.930 4/14/14 28.662 -12,904 20,228 7,324 490,798  491,766 99,032 590,798
  Buy SDAX long Patrizia Immobilien 1,153.51 14.950   6/29/15 22.015 17,245        509,011 81,787  
    HSI-Fin China Life Ins HK 4,616.27 3.736   8/03/15 3.251 17,245        526,256 64,542  
    OMXH 25 Neste Oil 2,134.28 8.080   5/11/15 7.640 17,245        543,501 47,297  
    GEX Ströer Media 644.67 26.750   6/01/15 38.770 17,245        560,746 30,052  
2/02/15 Sell MDAX short Südzucker 898.09 11.245 17.145 7/28/14 13.885 -12,470 15,398 2,928 493,725  548,276 45,449 593,725
    AEX KPN 1,616.38 2.756 4.771 10/15/12 3.626 -5,861 7,711 1,850 495,575  542,415 53,160 595,575
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Oriental Land 1,591.12 10.843   1/05/15 9.586 -15,252 17,253 2,001 497,576  527,163 70,413 597,576
  Buy MDAX Ströer Media 647.50 25.790   11/16/15 61.450 16,699        543,862 53,714  
    Topix (FRA) short Orix 1,676.94 9.958   2/09/15 10.802 16,699        560,561 37,015  
2/09/15 Sell   short Orix 1,676.94 10.802 9.114 2/02/15 9.958 -16,699 15,284 -1,415 496,161  543,862 52,299 596,161
  Buy MerVal long Aluar 17,293.58 0.937   2/16/15 0.944 16,211        560,073 36,088  
    Topix (FRA) Sony 716.44 22.627   5/18/15 28.471 16,211        576,284 19,877  
2/16/15 Sell ATX short Raiffeisen Bank Int 659.81 13.795 25.922 8/11/14 18.910 -12,477 17,103 4,626 500,787  563,807 36,980 600,787
    OBX 25 Petroleum Geo-Srvcs 2,040.59 5.700 6.528 8/18/14 6.100 -12,447 13,321 874 501,661  551,360 50,301 601,661
    MerVal long Aluar 17,293.58 0.944   2/09/15 0.937 -16,211 16,327 116 501,777  535,149 66,628 601,777
  Buy ATX Zumtobel 792.13 21.095   9/07/15 23.775 16,710        551,859 49,918  
    OBX 25 Frontline 1,342.34 12.448   2/23/15 11.234 16,710        568,569 33,208  
2/23/15 Sell PSI 20 short Pharol 8,889.57 0.697 3.812 10/06/14 1.630 -14,490 33,886 19,396 521,173  554,079 67,094 621,173
    OBX 25 long Frontline 1,342.34 11.234   2/16/15 12.448 -16,710 15,080 -1,630 519,543  537,369 82,174 619,543
    Indices short PSI 20 2.62 5,494.440 5,581.320 10/06/14 5,537.710 -14,509 14,623 114 519,657  522,860 96,797 619,657
  Buy PSI 20 long Altri 5,922.95 3.024   5/25/15 4.081 17,911        540,771 78,886  
    MerVal Comercial del Plata 72,426.20 0.247   3/02/15 0.261 17,911        558,682 60,975  
    Indices SSE 50 ew 53.24 336.435   7/27/15 382.611 17,912        576,594 43,063  
3/02/15 Sell IBEX 35 short ArcelorMittal 370.17 28.860 37.255 6/16/14 32.790 -12,138 13,791 1,653 521,310  564,456 56,854 621,310
    MerVal long Comercial del Plata 72,426.20 0.261   2/23/15 0.247 -17,911 18,910 999 522,309  546,545 75,764 622,309
    GCX short Energy Recovery 3,843.94 3.076 3.693 5/19/14 3.371 -12,956 14,197 1,241 523,551  533,589 89,962 623,551
  Buy IBEX 35 long Intl. Cons. Airlines 2,257.85 7.900   3/09/15 7.660 17,837        551,426 72,125  
    DJ Global Titans Apple 618.14 28.856   3/30/15 29.169 17,837        569,263 54,288  
    GCX Shimano 128.18 139.151   6/01/15 129.753 17,836        587,099 36,451  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,257.85 7.660   3/02/15 7.900 -17,837 17,295 -542 523,009  569,262 53,746 623,009
  Buy   short Endesa 959.07 17.640   3/23/15 18.130 16,918        586,180 36,828  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Comercial del Plata 60,943.80 0.278   6/29/15 0.285 16,918        603,098 19,910  
3/23/15 Sell IBEX 35 short Endesa 959.07 18.130 17.150 3/09/15 17.640 -16,918 16,448 -470 522,539  586,180 36,358 622,539
  Buy   long Intl. Cons. Airlines 2,033.58 8.100   5/11/15 7.890 16,472        602,652 19,886  
    TSX 60 Bausch Health 88.66 185.781   5/11/15 200.704 16,471        619,124 3,415  
3/30/15 Sell DJ Global Titans long Apple 618.14 29.169   3/02/15 28.856 -17,837 18,030 193 522,732  601,287 21,445 622,732
  Buy   short ConocoPhilips 272.53 59.090   4/27/15 61.591 16,104        617,390 5,342  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,941.30 4.822 5.033 10/06/14 4.926 -14,490 14,803 313 523,045  602,900 20,144 623,045
    ÖkoDAX (deprecated) SolarWorld 69.52 14.550 772.962 4/29/13 106.050 -7,373 53,736 46,364 569,408  595,528 73,881 669,408
  Buy HSI-C&I long Tencent 892.71 20.815   7/06/15 17.093 18,582        614,110 55,299  
    OBX 25 Frontline 1,357.81 13.685   5/18/15 12.057 18,582        632,692 36,717  
4/27/15 Sell DJ Global Titans short ConocoPhilips 272.53 61.591 56.589 3/30/15 59.090 -16,104 15,422 -682 568,727  616,588 52,139 668,727
  Buy   long Mitsubishi UFJ 2,777.38 6.489   6/08/15 6.373 18,021        634,609 34,118  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,033.58 7.890   3/23/15 8.100 -16,472 16,045 -427 568,300  618,137 50,163 668,300
    OMXH 25 Neste Oil 2,134.28 7.640   1/26/15 8.080 -17,245 16,306 -939 567,361  600,892 66,469 667,361
    TSX 60 Bausch Health 88.66 200.704   3/23/15 185.781 -16,471 17,794 1,323 568,684  584,421 84,263 668,684
  Buy IBEX 35 short Obrascón Huarte Lain 983.44 19.140   4/25/16 5.840 18,823        603,244 65,440  
    OMXH 25 Outokumpu 3,595.61 5.235   1/04/16 2.584 18,823        622,067 46,617  
    TSX 60 Cenovus Energy 1,213.92 15.506   3/21/16 12.064 18,823        640,890 27,794  
5/18/15 Sell OBX 25 long Frontline 1,357.81 12.057   4/13/15 13.685 -18,582 16,371 -2,211 566,473  622,308 44,165 666,473
    Topix (FRA) Sony 716.44 28.471   2/09/15 22.627 -16,211 20,398 4,187 570,659  606,097 64,562 670,659
  Buy OBX 25 short REC Silicon 8,684.15 2.117   6/01/15 1.852 18,380        624,477 46,182  
    Topix (FRA) Toshiba 614.10 29.930   5/25/15 30.510 18,380        642,857 27,802  
5/25/15 Sell PSI 20 long Altri 5,922.95 4.081   2/23/15 3.024 -17,911 24,172 6,261 576,920  624,946 51,974 676,920
    Topix (FRA) short Toshiba 614.10 30.510 29.350 5/18/15 29.930 -18,380 18,024 -356 576,564  606,566 69,998 676,564
  Buy PSI 20 Pharol 36,596.08 0.510   11/23/15 0.369 18,664        625,230 51,334  
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 654.88 28.500   6/01/15 28.394 18,664        643,894 32,670  
6/01/15 Sell OBX 25 short REC Silicon 8,684.15 1.852 2.418 5/18/15 2.117 -18,380 21,001 2,621 579,185  625,514 53,671 679,185
    Nordic 30 long Pandora 208.61 91.032   11/10/14 68.154 -14,218 18,990 4,773 583,957  611,296 72,661 683,957
    Topix (FRA) Sony 654.88 28.394   5/25/15 28.500 -18,664 18,595 -69 583,888  592,632 91,256 683,888
    GEX Ströer Media 644.67 38.770   1/26/15 26.750 -17,245 24,994 7,749 591,637  575,387 116,249 691,637
    GCX Shimano 128.18 129.753   3/02/15 139.151 -17,836 16,632 -1,205 590,432  557,551 132,881 690,432
  Buy TecDAX short Aixtron 2,982.90 6.900   4/25/16 4.108 20,582        578,133 112,299  
    OBX 25 long Frontline 1,649.77 12.476   6/08/15 12.298 20,582        598,715 91,717  
    Nordic 30 short Fortum 1,188.34 17.320   11/30/15 13.820 20,582        619,297 71,135  
    Topix (FRA) Toshiba 631.16 32.610   11/16/15 22.410 20,582        639,879 50,553  
    GCX REC Silicon 11,110.99 1.852   10/05/20 0.464 20,582        660,461 29,971  
6/08/15 Sell S&P 100 long Gilead Sciences 165.01 100.700   10/27/14 88.668 -14,631 16,617 1,985 592,418  645,830 46,587 692,418
    France Adocia 321.32 66.230   12/29/14 47.700 -15,327 21,281 5,954 598,372  630,503 67,868 698,372
    ISEQ 20 Glanbia 617.55 17.420   1/19/15 13.850 -8,553 10,758 2,205 600,576  621,950 78,626 700,576
      Ryanair 879.03 11.660   1/19/15 9.730 -8,553 10,249 1,697 602,273  613,397 88,876 702,273
    OBX 25 Frontline 1,649.77 12.298   6/01/15 12.476 -20,582 20,289 -293 601,980  592,815 109,165 701,980
    OMXS 30 Boliden 547.31 18.209   11/03/14 13.117 -7,179 9,966 2,787 604,767  585,636 119,130 704,767
      Electrolux 319.70 27.196   11/03/14 22.455 -7,179 8,694 1,515 606,282  578,457 127,825 706,282
    FT 30 Man Group 81.52 231.072   1/19/15 209.841 -17,106 18,837 1,731 608,013  561,351 146,662 708,013
    CAC Mid 60 Adocia 270.66 66.230   1/19/15 63.200 -17,106 17,926 820 608,833  544,245 164,588 708,833
    DJ Global Titans Mitsubishi UFJ 2,777.38 6.373   4/27/15 6.489 -18,021 17,700 -321 608,512  526,224 182,288 708,512
  Buy S&P 100 short Norfolk Southern 276.12 80.648   6/15/15 80.979 22,269        548,493 160,019  
    France Solocal 31.79 700.450   11/23/15 390.360 22,267        570,760 137,752  
    ISEQ 20 FBD 1,200.61 9.274   8/10/15 7.120 11,134        581,895 126,617  
    OBX 25 DNO International 17,479.59 1.274   12/21/15 0.607 22,269        604,164 104,348  
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 2,174.71 5.120   10/26/15 3.388 11,135        615,298 93,214  
      Telia Company 2,117.35 5.259   10/26/15 4.765 11,135        626,433 82,079  
    FT 30 Tate & Lyle 29.55 753.704   12/28/15 807.108 22,272        648,705 59,807  
    DJ Global Titans BHP 1,170.84 19.020   7/13/15 17.787 22,269        670,974 37,538  
6/15/15 Sell S&P 100 short Norfolk Southern 276.12 80.979 80.318 6/08/15 80.648 -22,269 22,177 -91 608,421  648,705 59,716 708,421
    Germany long Ströer Media 644.97 40.315   1/12/15 24.615 -15,876 26,002 10,126 618,547  632,829 85,718 718,547
  Buy S&P 100 Starbucks 433.97 46.330   7/06/15 49.123 20,106        652,935 65,612  
6/29/15 Sell SDAX long Patrizia Immobilien 1,153.51 22.015   1/26/15 14.950 -17,245 25,395 8,150 626,696  635,690 91,006 726,696
    MerVal Comercial del Plata 60,943.80 0.285   3/09/15 0.278 -16,918 17,363 445 627,141  618,772 108,369 727,141
7/06/15 Sell S&P 100 long Starbucks 433.97 49.123   6/15/15 46.330 -20,106 21,318 1,212 628,353  598,666 129,687 728,353
    Kospi 50 Amorepacific Group 159.24 157.893   12/08/14 82.934 -13,206 25,143 11,937 640,289  585,460 154,830 740,289
    DAX Merck (EMD) 187.36 90.640   11/17/14 76.670 -14,365 16,982 2,617 642,907  571,095 171,812 742,907
    HSI-C&I Tencent 892.71 17.093   4/13/15 20.815 -18,582 15,259 -3,323 639,584  552,513 187,071 739,584
  Buy S&P 100 short Norfolk Southern 294.57 78.643   7/13/15 78.579 23,166        575,679 163,905  
    CAC 40 ArcelorMittal 918.19 25.230   3/27/17 22.800 23,166        598,845 140,739  
    DAX RWE 1,204.05 19.240   7/13/15 20.205 23,166        622,011 117,573  
    HSI-C&I Sands China 6,846.55 3.384   5/09/16 3.084 23,166        645,177 94,407  
7/13/15 Sell S&P 100 short Norfolk Southern 294.57 78.579 78.708 7/06/15 78.643 -23,166 23,185 19 639,603  622,011 117,592 739,603
    HSI long China Life Ins HK 4,790.44 3.728   1/12/15 3.314 -15,876 17,861 1,985 641,587  606,135 135,453 741,587
    DAX short RWE 1,204.05 20.205 18.275 7/06/15 19.240 -23,166 22,004 -1,162 640,426  582,969 157,457 740,426
    DJ Global Titans BHP 1,170.84 17.787 20.338 6/08/15 19.020 -22,269 23,812 1,543 641,969  560,700 181,269 741,969
  Buy S&P 100 long Amazon.com 1,114.86 20.702   7/27/15 23.987 23,080        583,780 158,189  
    HSI short China Shenhua HK 12,427.31 1.857   4/18/16 1.521 23,080        606,860 135,109  
    DAX long Fresenius 376.75 61.260   7/27/15 61.200 23,080        629,939 112,030  
    DJ Global Titans Mitsubishi UFJ 3,674.34 6.281   7/27/15 6.435 23,080        653,019 88,950  
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 496.41 38.916   9/24/12 12.419 -6,165 19,318 13,153 655,122  646,854 108,268 755,122
  Buy   short Avis Budget 554.64 38.916   8/03/15 39.514 21,584        668,438 86,684  
7/27/15 Sell S&P 100 long Amazon.com 1,114.86 23.987   7/13/15 20.702 -23,080 26,742 3,663 658,785  645,359 113,426 758,785
    DAX Fresenius 376.75 61.200   7/13/15 61.260 -23,080 23,057 -23 658,762  622,279 136,483 758,762
    Indices SSE 50 ew 53.24 382.611   2/23/15 336.435 -17,912 20,370 2,458 661,220  604,367 156,853 761,220
    DJ Global Titans Mitsubishi UFJ 3,674.34 6.435   7/13/15 6.281 -23,080 23,645 565 661,785  581,287 180,498 761,785
  Buy S&P 100 short ConocoPhilips 515.98 45.655   3/07/16 37.595 23,557        604,844 156,941  
    DAX RWE 1,269.92 18.550   10/19/15 12.230 23,557        628,401 133,384  
    BAX Grammer 897.07 26.260   11/09/15 23.675 23,557        651,958 109,827  
    DJ Global Titans ConocoPhilips 515.98 45.655   8/03/15 45.385 23,557        675,516 86,270  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,876.14 7.097   7/07/14 2.976 -11,535 27,509 15,974 677,759  663,981 113,778 777,759
    HSI-Fin China Life Ins HK 4,616.27 3.251   1/26/15 3.736 -17,245 15,005 -2,240 675,519  646,736 128,783 775,519
    DJTA short Avis Budget 554.64 39.514 38.317 7/20/15 38.916 -21,584 21,252 -332 675,187  625,151 150,035 775,187
    DJ Global Titans ConocoPhilips 515.98 45.385 45.927 7/27/15 45.655 -23,557 23,698 140 675,327  601,594 173,733 775,327
  Buy SSE 50 China Northern Rare 11,399.06 2.081   1/04/16 1.789 23,726        625,320 150,007  
    HSI-Fin ICBC 37,937.32 0.625   1/04/16 0.538 23,726        649,046 126,281  
    DJTA long JetBlue Airways 1,101.61 21.538   8/24/15 18.277 23,726        672,772 102,555  
    SMI UBS 1,124.34 21.102   8/17/15 20.081 23,726        696,498 78,829  
    DJ Global Titans Mitsubishi UFJ 3,658.15 6.486   8/24/15 5.389 23,726        720,224 55,103  
8/10/15 Sell ISEQ 20 short FBD 1,200.61 7.120 12.080 6/08/15 9.274 -11,134 14,503 3,368 678,696  709,090 69,606 778,696
  Buy   long Kingspan 466.60 22.725   8/17/15 22.815 10,603        719,693 59,002  
      Ryanair 829.69 12.780   8/17/15 12.705 10,603        730,297 48,399  
8/17/15 Sell ASX 50 long James Hardie Ind 737.60 12.058   1/30/12 5.763 -4,251 8,894 4,643 683,339  726,046 57,293 783,339
    ISEQ 20 Kingspan 466.60 22.815   8/10/15 22.725 -10,603 10,645 42 683,381  715,442 67,939 783,381
      Ryanair 829.69 12.705   8/10/15 12.780 -10,603 10,541 -62 683,318  704,839 78,480 783,318
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Pandora 207.72 107.440   11/24/14 67.207 -13,960 22,317 8,357 691,676  690,878 100,797 791,676
    SMI UBS 1,124.34 20.081   8/03/15 21.102 -23,726 22,578 -1,148 690,528  667,152 123,375 790,528
    Nikkei (FRA) Fujitsu 105.12 44.550   6/30/14 54.990 -5,781 4,683 -1,097 689,430  661,372 128,058 789,430
      Minebea Mitsumi 702.88 12.573   6/30/14 8.224 -5,780 8,837 3,057 692,487  655,591 136,896 792,487
  Buy ASX 50 short Santos 5,835.34 3.982   11/23/15 2.708 23,234        678,825 113,662  
    ISEQ 20 FBD 1,683.62 6.900   11/30/15 6.852 11,617        690,442 102,045  
    OMXC 20 GN Store Nord 186.62 124.500   10/05/15 126.375 23,234        713,677 78,811  
    Nikkei (FRA) Sharp 905.46 12.830   11/23/15 10.210 11,617        725,294 67,193  
      IHI 384.80 30.190   11/23/15 25.250 11,617        736,911 55,576  
8/24/15 Sell DJIA long Visa 139.28 58.880   12/19/11 18.897 -2,632 8,201 5,569 698,056  734,279 63,777 798,056
    Nasdaq 100 Regeneron 40.02 434.608   10/10/11 49.346 -1,975 17,393 15,418 713,474  732,304 81,170 813,474
    Euro 50 ASML 56.19 74.790   1/09/12 32.400 -1,821 4,202 2,382 715,856  730,483 85,373 815,856
      Anheuser-Busch InBev 38.33 91.280   1/09/12 47.495 -1,820 3,499 1,678 717,534  728,663 88,871 817,534
    HDAX Ströer Media 644.97 47.670   1/12/15 24.615 -15,876 30,746 14,870 732,404  712,787 119,617 832,404
    FTSE Ashtead 13.82 1,199.890   7/30/12 333.248 -4,605 16,582 11,977 744,381  708,182 136,200 844,381
    HSI-Prop CK Hutchison 454.12 10.950   7/28/14 13.730 -6,235 4,973 -1,262 743,119  701,946 141,172 843,119
      Sino Land 4,980.03 1.200   7/28/14 1.252 -6,235 5,976 -259 742,860  695,711 147,148 842,860
    Europe 50 Novartis 229.63 69.088   11/10/14 61.916 -14,218 15,865 1,647 744,507  681,494 163,013 844,507
    DJTA JetBlue Airways 1,101.61 18.277   8/03/15 21.538 -23,726 20,134 -3,591 740,915  657,768 183,147 840,915
    Nikkei (TYO) Minebea Mitsumi 1,396.43 10.589   10/27/14 10.477 -14,631 14,787 156 741,071  643,137 197,935 841,071
    DJ Global Titans Mitsubishi UFJ 3,658.15 5.389   8/03/15 6.486 -23,726 19,715 -4,012 737,060  619,411 217,649 837,060
    SP Global 100 Apple 655.69 22.212   11/03/14 21.898 -14,358 14,564 206 737,266  605,053 232,213 837,266
  Buy USA short Keurig Dr Pepper 605.08 44.186   9/14/15 52.434 26,736        631,789 205,477  
    DJIA Chevron 430.40 62.119   5/30/16 91.551 26,736        658,525 178,741  
    Nasdaq 100 Micron Technology 2,149.61 12.438   8/31/15 14.635 26,736        685,261 152,005  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 E.on 1,536.55 8.700   10/26/15 8.993 13,368        698,629 138,637  
      Banco Santander 2,565.83 5.210   10/26/15 5.230 13,368        711,997 125,269  
    HDAX RWE 2,022.39 13.220   11/23/15 10.895 26,736        738,733 98,533  
    FTSE Glencore 142.68 187.390   5/09/16 167.806 26,737        765,470 71,796  
    HSI-Prop Hang Lung 6,954.53 1.922   6/06/16 1.737 13,368        778,838 58,428  
      The Wharf 7,640.60 1.750   6/06/16 1.945 13,368        792,206 45,060  
    DJCA Chevron 430.40 62.119   8/31/15 72.229 26,736        818,942 18,324  
    Europe 50 Rio Tinto 9.13 2,927.710   10/26/15 3,453.900 26,730        845,672 -8,406  
    DJTA Norfolk Southern 415.31 64.376   8/31/15 69.482 26,736        872,407 -35,142  
    SLI Aryzta 2,852.54 9.373   1/09/17 8.993 26,736        899,143 -61,878  
    CAC Next 20 Casino Guichard 475.05 56.280   1/30/17 49.780 26,736        925,879 -88,613  
    Nikkei (TYO) IHI 1,032.62 25.892   8/08/16 25.014 26,736        952,615 -115,349  
    DJ Global Titans ConocoPhilips 723.05 36.977   3/21/16 37.886 26,736        979,351 -142,085  
    SP Global 100 RWE 2,022.39 13.220   9/12/16 14.645 26,736        1,006,087 -168,821  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,149.61 14.635 10.240 8/24/15 12.438 -26,736 22,013 -4,723 732,543  979,351 -146,809 832,543
    DJCA Chevron 430.40 72.229 52.009 8/24/15 62.119 -26,736 22,385 -4,351 728,191  952,615 -124,424 828,191
    DJTA Norfolk Southern 415.31 69.482 59.269 8/24/15 64.376 -26,736 24,615 -2,121 726,071  925,880 -99,809 826,071
  Buy Nasdaq 100 long Netflix 177.00 102.576   9/07/15 88.434 18,156        944,035 -117,965  
    DJCA JetBlue Airways 912.11 19.906   3/16/20 9.506 18,156        962,191 -136,121  
    DJUA short CenterPoint Energy 546.68 16.606   12/07/15 15.137 9,078        971,269 -145,199  
      FirstEnergy 318.50 28.503   12/07/15 29.960 9,078        980,348 -154,277  
    DJTA long JetBlue Airways 912.11 19.906   1/04/16 20.201 18,156        998,504 -172,433  
9/07/15 Sell Nasdaq 100 long Netflix 177.00 88.434   8/31/15 102.576 -18,156 15,653 -2,503 723,568  980,348 -156,780 823,568
    ATX Zumtobel 792.13 23.775   2/16/15 21.095 -16,710 18,833 2,123 725,691  963,638 -137,947 825,691
  Buy Nasdaq 100 short Micron Technology 1,141.19 15.066   10/19/15 16.912 17,193        980,831 -155,140  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Vienna Insurance 631.17 27.240   3/28/16 18.660 17,193        998,024 -172,333  
9/14/15 Sell USA short Keurig Dr Pepper 605.08 52.434 35.938 8/24/15 44.186 -26,736 21,745 -4,991 720,700  971,288 -150,588 820,700
  Buy   long JetBlue Airways 720.29 23.257   9/21/15 23.986 16,752        988,040 -167,340  
9/21/15 Sell   long JetBlue Airways 720.29 23.986   9/14/15 23.257 -16,752 17,277 525 721,224  971,288 -150,063 821,224
  Buy   short Wynn Resorts 282.09 59.482   10/05/15 57.973 16,779        988,067 -166,842  
    MIB Saipem 34.65 484.286   12/26/16 244.286 16,781        1,004,847 -183,623  
9/28/15 Sell BEL 20 long bpost 748.29 21.000   1/19/15 22.860 -17,106 15,714 -1,392 719,833  987,741 -167,909 819,833
  Buy   short Solvay 182.08 89.510   3/28/16 85.670 16,298        1,004,039 -184,207  
10/05/15 Sell USA short Wynn Resorts 282.09 57.973 61.030 9/21/15 59.482 -16,779 17,216 437 720,269  987,260 -166,991 820,269
    OMXC 20 GN Store Nord 186.62 126.375 122.625 8/17/15 124.500 -23,234 22,884 -350 719,919  964,026 -144,107 819,919
  Buy USA long Netflix 169.98 99.392   12/14/15 109.790 16,895        980,921 -161,001  
    OMXC 20 Genmab 198.62 85.064   11/02/15 91.174 16,895        997,816 -177,897  
10/12/15 Buy Kospi 50 long Lotte Chemical 76.99 208.474   4/02/18 330.481 16,050        1,013,866 -193,947  
    MerVal Pampa Energía 19,461.62 0.825   10/19/15 0.927 16,050        1,029,916 -209,997  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,141.19 16.912 13.219 9/07/15 15.066 -17,193 15,086 -2,107 717,812  1,012,723 -194,911 817,812
    DAX RWE 1,269.92 12.230 28.136 7/27/15 18.550 -23,557 35,730 12,173 729,986  989,166 -159,181 829,986
    MerVal long Pampa Energía 19,461.62 0.927   10/12/15 0.825 -16,050 18,031 1,981 731,967  973,116 -141,150 831,967
  Buy Nasdaq 100 Amazon.com 682.72 25.296   2/08/16 21.802 17,270        990,386 -158,420  
    DAX Fresenius 286.35 60.310   12/21/15 63.430 17,270        1,007,656 -175,689  
    MerVal short YPF 768.26 22.479   10/26/15 25.738 17,270        1,024,926 -192,959  
10/26/15 Sell Euro 50 short E.on 1,536.55 8.993 8.407 8/24/15 8.700 -13,368 12,918 -450 731,517  1,011,558 -180,041 831,517
      Banco Santander 2,565.83 5.230 5.190 8/24/15 5.210 -13,368 13,317 -51 731,466  998,190 -166,724 831,466
    OMXS 30 SSAB 2,174.71 3.388 7.737 6/08/15 5.120 -11,135 16,827 5,692 737,158  987,056 -149,898 837,158
      Telia Company 2,117.35 4.765 5.804 6/08/15 5.259 -11,135 12,288 1,154 738,311  975,921 -137,610 838,311
    Europe 50 Rio Tinto 9.13 3,453.900 2,401.510 8/24/15 2,927.710 -26,730 21,926 -4,804 733,507  949,191 -115,684 833,507
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal YPF 768.26 25.738 19.221 10/19/15 22.479 -17,270 14,766 -2,503 731,004  931,921 -100,917 831,004
  Buy Euro 50 long Fresenius 142.26 64.150   1/11/16 59.420 9,126        941,047 -110,043  
      Inditex 271.53 33.610   1/11/16 29.430 9,126        950,173 -119,169  
    OMXS 30 Boliden 522.66 17.461   11/02/15 17.505 9,126        959,299 -128,295  
      Svenska Cellulosa B 1,751.06 5.212   11/02/15 5.468 9,126        968,425 -137,421  
    Europe 50 SAP 260.26 70.130   12/14/15 69.400 18,252        986,677 -155,674  
    MerVal Pampa Energía 15,882.35 1.149   3/07/16 0.728 18,252        1,004,929 -173,926  
11/02/15 Sell OMXC 20 long Genmab 198.62 91.174   10/05/15 85.064 -16,895 18,109 1,214 732,217  988,034 -155,817 832,217
    OMXS 30 Boliden 522.66 17.505   10/26/15 17.461 -9,126 9,149 23 732,240  978,908 -146,668 832,240
      Svenska Cellulosa B 1,751.06 5.468   10/26/15 5.212 -9,126 9,574 448 732,688  969,782 -137,094 832,688
  Buy   short SSAB 2,574.24 3.378   12/14/15 2.601 8,695        978,476 -145,788  
      SKF A 541.10 16.068   12/14/15 14.663 8,695        987,171 -154,483  
11/09/15 Sell BAX short Grammer 897.07 23.675 29.127 7/27/15 26.260 -23,557 26,129 2,572 735,260  963,614 -128,354 835,260
  Buy   long Adva 1,740.23 10.155   11/16/15 10.530 17,672        981,286 -146,026  
11/16/15 Sell MDAX long Ströer Media 647.50 61.450   2/02/15 25.790 -16,699 39,789 23,090 758,350  964,587 -106,237 858,350
    BSE Sensex 30 Hindustan Unilever 701.35 11.144   1/30/12 6.061 -4,251 7,816 3,565 761,915  960,336 -98,421 861,915
    Topix (FRA) short Toshiba 631.16 22.410 47.453 6/01/15 32.610 -20,582 29,950 9,368 771,283  939,754 -68,471 871,283
    BAX long Adva 1,740.23 10.530   11/09/15 10.155 -17,672 18,325 653 771,935  922,082 -50,146 871,935
  Buy BSE Sensex 30 short Bharat Heavy 12,160.53 1.689   6/13/16 1.058 20,544        942,626 -70,690  
    SMI Holcim 406.73 50.510   1/09/17 49.995 20,544        963,170 -91,234  
    Topix (FRA) long Ono Pharmaceutical 752.47 27.302   12/14/15 30.520 20,544        983,714 -111,778  
11/23/15 Sell France short Solocal 31.79 390.360 1,256.870 6/08/15 700.450 -22,267 39,956 17,689 789,624  961,446 -71,822 889,624
    ASX 50 Santos 5,835.34 2.708 5.854 8/17/15 3.982 -23,234 34,159 10,925 800,549  938,212 -37,663 900,549
    HDAX RWE 2,022.39 10.895 16.041 8/24/15 13.220 -26,736 32,442 5,706 806,254  911,476 -5,222 906,254
    PSI 20 Pharol 36,596.08 0.369 0.705 5/25/15 0.510 -18,664 25,797 7,133 813,387  892,812 20,575 913,387
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Sharp 905.46 10.210 16.122 8/17/15 12.830 -11,617 14,598 2,981 816,368  881,195 35,173 916,368
      IHI 384.80 25.250 36.097 8/17/15 30.190 -11,617 13,890 2,273 818,641  869,578 49,063 918,641
  Buy France long Ubisoft 902.52 26.805   1/11/16 24.260 24,192        893,770 24,871  
    HDAX SMA Solar 506.37 47.775   1/18/16 41.200 24,192        917,962 679  
    PSI 20 Altri 4,737.03 5.107   12/07/15 5.008 24,192        942,154 -23,513  
    OMXC 20 Genmab 213.34 113.399   2/08/16 88.896 24,193        966,346 -47,706  
    Nikkei (FRA) Yamaha 482.49 25.070   12/07/15 22.360 12,096        978,442 -59,802  
    BAX Adva 2,180.44 11.095   12/14/15 9.859 24,192        1,002,634 -83,994  
    GEX Hypoport 306.23 79.000   12/14/15 70.070 24,192        1,026,827 -108,186  
11/30/15 Sell ISEQ 20 short FBD 1,683.62 6.852 6.948 8/17/15 6.900 -11,617 11,698 81 818,722  1,015,210 -96,487 918,722
    Nordic 30 Fortum 1,188.34 13.820 21.706 6/01/15 17.320 -20,582 25,795 5,213 823,935  994,628 -70,693 923,935
  Buy Germany long SMA Solar 451.69 47.225   1/11/16 49.315 21,331        1,015,959 -92,024  
    ASX 50 short Origin Energy 5,568.58 3.831   1/04/16 3.253 21,331        1,037,290 -113,355  
    ISEQ 20 long Flutter 88.84 120.050   12/07/15 122.000 10,665        1,047,955 -124,020  
      Dalata Hotel 2,070.97 5.150   12/07/15 5.130 10,666        1,058,620 -134,686  
    Nordic 30 Pandora 190.12 112.200   12/14/15 108.345 21,331        1,079,952 -156,017  
12/07/15 Sell ISEQ 20 long Flutter 88.84 122.000   11/30/15 120.050 -10,665 10,838 173 824,108  1,069,287 -145,179 924,108
      Dalata Hotel 2,070.97 5.130   11/30/15 5.150 -10,666 10,624 -41 824,067  1,058,621 -134,555 924,067
    PSI 20 Altri 4,737.03 5.008   11/23/15 5.107 -24,192 23,723 -469 823,598  1,034,429 -110,831 923,598
    DJUA short CenterPoint Energy 546.68 15.137 18.217 8/31/15 16.606 -9,078 9,959 881 824,478  1,025,351 -100,873 924,478
      FirstEnergy 318.50 29.960 27.045 8/31/15 28.503 -9,078 8,614 -464 824,014  1,016,273 -92,259 924,014
    Nikkei (FRA) long Yamaha 482.49 22.360   11/23/15 25.070 -12,096 10,788 -1,308 822,707  1,004,177 -81,470 922,707
    BSE Sensex 50 Eicher Motors 841.47 22.421   10/24/11 2.335 -1,965 18,867 16,902 839,608  1,002,212 -62,604 939,608
  Buy ISEQ 20 short FBD 1,607.40 6.820   1/04/16 6.603 10,962        1,013,174 -73,566  
    PSI 20 Pharol 77,748.23 0.282   4/25/16 0.141 21,925        1,035,099 -95,491  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJUA long NiSource 620.92 17.655   3/16/20 18.760 10,962        1,046,062 -106,454  
      American Water 203.50 53.870   3/16/20 106.441 10,962        1,057,024 -117,416  
    Nikkei (FRA) short OKI Electric 954.92 11.480   3/07/16 12.000 10,962        1,067,987 -128,379  
      Sharp 1,153.95 9.500   3/07/16 13.180 10,963        1,078,949 -139,341  
    BSE Sensex 50 ONGC 10,633.40 2.062   12/21/15 2.125 21,925        1,100,874 -161,266  
12/14/15 Sell USA long Netflix 169.98 109.790   10/05/15 99.392 -16,895 18,662 1,767 841,376  1,083,980 -142,604 941,376
    OMXS 30 short SSAB 2,574.24 2.601 4.386 11/02/15 3.378 -8,695 11,289 2,595 843,970  1,075,285 -131,315 943,970
      SKF A 541.10 14.663 17.608 11/02/15 16.068 -8,695 9,528 833 844,803  1,066,591 -121,787 944,803
    Europe 50 long SAP 260.26 69.400   10/26/15 70.130 -18,252 18,062 -190 844,613  1,048,339 -103,725 944,613
    Nordic 30 Pandora 190.12 108.345   11/30/15 112.200 -21,331 20,599 -733 843,880  1,027,007 -83,127 943,880
    Topix (FRA) Ono Pharmaceutical 752.47 30.520   11/16/15 27.302 -20,544 22,965 2,421 846,302  1,006,463 -60,161 946,302
    BAX Adva 2,180.44 9.859   11/23/15 11.095 -24,192 21,497 -2,695 843,607  982,271 -38,664 943,607
    GEX Hypoport 306.23 70.070   11/23/15 79.000 -24,192 21,458 -2,735 840,872  958,079 -17,207 940,872
  Buy OMXS 30 Securitas 861.75 13.398   12/21/15 13.632 11,545        969,625 -28,752  
    Europe 50 short Rio Tinto 9.07 2,545.100   12/28/15 2,721.790 23,084        992,709 -51,836  
    Nordic 30 Møller-Mærsk B 18.83 1,226.160   4/25/16 1,254.850 23,089        1,015,797 -74,925  
    Topix (FRA) Toshiba 1,063.12 21.720   12/21/15 19.300 23,091        1,038,888 -98,016  
    GEX Manz 567.90 40.660   5/09/16 36.225 23,091        1,061,979 -121,107  
12/21/15 Sell DAX long Fresenius 286.35 63.430   10/19/15 60.310 -17,270 18,163 893 841,766  1,044,709 -102,944 941,766
    OBX 25 short DNO International 17,479.59 0.607 2.673 6/08/15 1.274 -22,269 46,716 24,447 866,213  1,022,440 -56,228 966,213
    OMXS 30 long Securitas 861.75 13.632   12/14/15 13.398 -11,545 11,747 201 866,414  1,010,895 -44,481 966,414
    Topix (FRA) short Toshiba 1,063.12 19.300 24.443 12/14/15 21.720 -23,091 25,986 2,895 869,309  987,804 -18,494 969,309
    BSE Sensex 50 ONGC 10,633.40 2.125 1.999 12/07/15 2.062 -21,925 21,256 -669 868,641  965,879 2,762 968,641
  Buy DAX RWE 2,131.20 11.395   12/28/15 11.660 24,285        990,164 -21,523  
    OBX 25 long Bakkafrost 923.98 26.283   12/28/15 26.311 24,285        1,014,449 -45,808  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 5,594.85 2.170   12/28/15 2.409 12,143        1,026,591 -57,951  
      SKF A 831.60 14.601   12/28/15 15.095 12,142        1,038,734 -70,093  
    Topix (FRA) long Ono Pharmaceutical 759.29 31.984   1/04/16 32.298 24,285        1,063,019 -94,378  
    CAC Mid 60 Sartorius Stedim 421.80 57.575   12/28/15 57.183 24,285        1,087,304 -118,664  
    BSE Sensex 50 Bajaj Finance 2,991.46 8.118   1/04/16 8.393 24,285        1,111,589 -142,948  
12/28/15 Sell DAX short RWE 2,131.20 11.660 11.130 12/21/15 11.395 -24,285 23,720 -565 868,076  1,087,304 -119,228 968,076
    OBX 25 long Bakkafrost 923.98 26.311   12/21/15 26.283 -24,285 24,311 26 868,101  1,063,019 -94,918 968,101
    OMXS 30 short SSAB 5,594.85 2.409 1.932 12/21/15 2.170 -12,143 10,806 -1,336 866,765  1,050,876 -84,111 966,765
      SKF A 831.60 15.095 14.108 12/21/15 14.601 -12,142 11,732 -410 866,355  1,038,734 -72,379 966,355
    Europe 50 Rio Tinto 9.07 2,721.790 2,368.420 12/14/15 2,545.100 -23,084 21,482 -1,602 864,752  1,015,650 -50,897 964,752
    FT 30 Tate & Lyle 29.55 807.108 700.300 6/08/15 753.704 -22,272 20,694 -1,578 863,174  993,378 -30,204 963,174
    CAC Mid 60 long Sartorius Stedim 421.80 57.183   12/21/15 57.575 -24,285 24,120 -165 863,009  969,093 -6,084 963,009
  Buy USA Energy Recovery 3,695.59 6.473   1/11/16 5.700 23,923        993,016 -30,007  
    DAX Adidas 268.53 89.090   3/07/16 96.970 23,923        1,016,939 -53,930  
    OMXS 30 Securitas 862.09 13.875   1/04/16 13.705 11,962        1,028,901 -65,892  
    Europe 50 SAP 328.34 72.860   1/04/16 70.580 23,923        1,052,824 -89,814  
    FT 30 ITV 64.13 373.033   1/11/16 356.368 23,923        1,076,746 -113,737  
1/04/16 Sell SSE 50 short China Northern Rare 11,399.06 1.789 2.422 8/03/15 2.081 -23,726 27,610 3,884 866,893  1,053,020 -86,127 966,893
    ASX 50 Origin Energy 5,568.58 3.253 4.511 11/30/15 3.831 -21,331 25,117 3,786 870,679  1,031,689 -61,010 970,679
    HSI-Fin ICBC 37,937.32 0.538 0.727 8/03/15 0.625 -23,726 27,561 3,835 874,514  1,007,963 -33,449 974,514
    ISEQ 20 FBD 1,607.40 6.603 7.044 12/07/15 6.820 -10,962 11,323 360 874,875  997,001 -22,126 974,875
    OMXH 25 Outokumpu 3,595.61 2.584 10.606 5/11/15 5.235 -18,823 38,134 19,311 894,186  978,178 16,008 994,186
    OMXS 30 long Securitas 862.09 13.705   12/28/15 13.875 -11,962 11,815 -146 894,039  966,216 27,823 994,039
    Europe 50 SAP 328.34 70.580   12/28/15 72.860 -23,923 23,174 -749 893,291  942,293 50,997 993,291
    DJTA JetBlue Airways 912.11 20.201   8/31/15 19.906 -18,156 18,426 270 893,560  924,137 69,423 993,560
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Ono Pharmaceutical 759.29 32.298   12/21/15 31.984 -24,285 24,524 238 893,799  899,852 93,947 993,799
    BSE Sensex 50 Bajaj Finance 2,991.46 8.393   12/21/15 8.118 -24,285 25,108 823 894,622  875,567 119,054 994,622
  Buy SSE 50 Shanghai Pudong 11,070.86 2.515   1/11/16 2.391 27,841        903,408 91,213  
    HSI-Fin Hang Seng Bank 1,634.48 17.034   1/11/16 16.023 27,841        931,249 63,373  
    ISEQ 20 Flutter 112.85 123.350   1/18/16 119.900 13,920        945,169 49,452  
      Dalata Hotel 2,587.45 5.380   1/18/16 4.930 13,920        959,090 35,532  
    OMXH 25 Elisa 824.92 33.750   1/11/16 34.422 27,841        986,931 7,691  
    OMXS 30 short SSAB 5,707.70 2.439   4/04/16 3.262 13,921        1,000,851 -6,230  
      SKF A 957.26 14.542   4/04/16 15.448 13,921        1,014,772 -20,150  
    Europe 50 Rio Tinto 10.77 2,585.270   1/25/16 2,112.660 27,843        1,042,615 -47,993  
    DJTA Ryder System 529.96 52.534   2/22/16 53.012 27,841        1,070,456 -75,835  
    Topix (FRA) Toshiba 1,401.86 19.860   8/15/16 25.260 27,841        1,098,297 -103,676  
    BSE Sensex 50 Larsen & Toubro 2,398.91 11.606   3/07/16 10.779 27,841        1,126,138 -131,517  
1/11/16 Sell USA long Energy Recovery 3,695.59 5.700   12/28/15 6.473 -23,923 21,066 -2,857 891,765  1,102,215 -110,451 991,765
    Euro 50 Fresenius 142.26 59.420   10/26/15 64.150 -9,126 8,453 -673 891,092  1,093,089 -101,998 991,092
      Inditex 271.53 29.430   10/26/15 33.610 -9,126 7,991 -1,135 889,957  1,083,963 -94,006 989,957
    France Ubisoft 902.52 24.260   11/23/15 26.805 -24,192 21,895 -2,297 887,660  1,059,771 -72,111 987,660
    Germany SMA Solar 451.69 49.315   11/30/15 47.225 -21,331 22,275 944 888,604  1,038,440 -49,836 988,604
    SSE 50 Shanghai Pudong 11,070.86 2.391   1/04/16 2.515 -27,841 26,468 -1,373 887,231  1,010,599 -23,368 987,231
    HSI-Fin Hang Seng Bank 1,634.48 16.023   1/04/16 17.034 -27,841 26,190 -1,651 885,580  982,758 2,822 985,580
    OMXH 25 Elisa 824.92 34.422   1/04/16 33.750 -27,841 28,395 554 886,134  954,917 31,217 986,134
    FT 30 ITV 64.13 356.368   12/28/15 373.033 -23,923 22,854 -1,069 885,065  930,994 54,071 985,065
    Topix (TYO) Subaru 727.08 33.663   6/11/12 6.048 -4,397 24,476 20,079 905,144  926,597 78,546 1,005,144
  Buy Euro 50 short Volkswagen 115.73 117.050   1/25/16 110.750 13,546        940,144 65,000  
      Banco Santander 3,320.10 4.080   1/25/16 3.860 13,546        953,690 51,454  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    France Vallourec 102.75 263.680   4/18/16 148.800 27,093        980,783 24,361  
    SSE 50 Haitong Secs 15,407.19 1.758   6/13/16 1.997 27,092        1,007,875 -2,731  
    ASX 50 Origin Energy 9,895.90 2.738   2/29/16 2.906 27,092        1,034,967 -29,823  
    HSI-Fin China Life Ins HK 10,674.13 2.538   6/06/16 1.986 27,092        1,062,059 -56,915  
    OMXH 25 Outokumpu 10,941.84 2.476   4/25/16 3.996 27,092        1,089,151 -84,007  
    FT 30 Tesco 109.80 246.739   1/25/16 258.955 27,092        1,116,243 -111,099  
    Topix (TYO) Toshiba 1,506.38 17.985   10/31/16 33.076 27,092        1,143,335 -138,191  
1/18/16 Sell HDAX long SMA Solar 506.37 41.200   11/23/15 47.775 -24,192 20,862 -3,329 901,815  1,119,143 -117,328 1,001,815
    ISEQ 20 Flutter 112.85 119.900   1/04/16 123.350 -13,920 13,531 -389 901,425  1,105,223 -103,798 1,001,425
      Dalata Hotel 2,587.45 4.930   1/04/16 5.380 -13,920 12,756 -1,164 900,261  1,091,302 -91,041 1,000,261
    QIX Freenet 443.08 28.325   1/23/12 10.515 -4,659 12,550 7,891 908,152  1,086,643 -78,491 1,008,152
  Buy HDAX short Aixtron 7,042.73 3.300   3/14/16 3.331 23,241        1,109,884 -101,732  
    ISEQ 20 FBD 1,804.43 6.440   5/30/16 6.529 11,621        1,121,505 -113,353  
    QIX BMW 297.58 78.100   2/08/16 69.300 23,241        1,144,746 -136,594  
1/25/16 Sell Euro 50 short Volkswagen 115.73 110.750 123.708 1/11/16 117.050 -13,546 14,317 771 908,923  1,131,200 -122,277 1,008,923
      Banco Santander 3,320.10 3.860 4.313 1/11/16 4.080 -13,546 14,318 772 909,695  1,117,654 -107,959 1,009,695
    Europe 50 Rio Tinto 10.77 2,112.660 3,163.610 1/04/16 2,585.270 -27,843 34,072 6,229 915,923  1,089,810 -73,887 1,015,923
    FT 30 Tesco 109.80 258.955 234.523 1/11/16 246.739 -27,092 25,751 -1,341 914,582  1,062,718 -48,136 1,014,582
  Buy Euro 50 long SAP 166.21 72.680   4/04/16 70.040 12,080        1,074,799 -60,217  
      Vinci 196.02 61.630   4/04/16 65.450 12,081        1,086,879 -72,297  
    Europe 50 SAP 332.43 72.680   3/28/16 70.840 24,161        1,111,040 -96,458  
    FT 30 National Grid 19.45 1,242.520   2/01/16 1,311.560 24,167        1,135,207 -120,625  
2/01/16 Sell   long National Grid 19.45 1,311.560   1/25/16 1,242.520 -24,167 25,510 1,343 915,925  1,111,040 -95,115 1,015,925
  Buy   short NatWest 69.73 330.109   4/18/16 299.798 23,019        1,134,059 -118,134  
2/08/16 Sell Nasdaq 100 long Amazon.com 682.72 21.802   10/19/15 25.296 -17,270 14,885 -2,385 913,540  1,116,789 -103,249 1,013,540
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 213.34 88.896   11/23/15 113.399 -24,193 18,965 -5,228 908,312  1,092,596 -84,284 1,008,312
    QIX short BMW 297.58 69.300 88.018 1/18/16 78.100 -23,241 26,192 2,951 911,263  1,069,355 -58,092 1,011,263
  Buy Nasdaq 100 Micron Technology 2,622.84 9.085   3/21/16 10.259 23,829        1,093,184 -81,921  
    QIX long Rational 58.82 405.150   4/11/16 463.700 23,831        1,117,015 -105,752  
2/22/16 Sell DJTA short Ryder System 529.96 53.012 52.057 1/04/16 52.534 -27,841 27,588 -253 911,010  1,089,174 -78,164 1,011,010
    NZX 50 long Tourism 16,758.50 1.542   7/28/14 0.744 -12,470 25,837 13,367 924,377  1,076,704 -52,327 1,024,377
  Buy OMXC 20 Vestas Wind Systems 2,012.17 12.077   2/29/16 12.460 24,301        1,101,005 -76,628  
    DJTA Delta Air Lines 549.49 44.225   3/07/16 43.943 24,301        1,125,306 -100,930  
    NZX 50 short ANZ Banking NZ 1,588.73 15.296   2/29/16 14.670 24,301        1,149,607 -125,231  
2/29/16 Sell ASX 50 short Origin Energy 9,895.90 2.906 2.569 1/11/16 2.738 -27,092 25,426 -1,666 922,710  1,122,515 -99,805 1,022,710
    OMXC 20 long Vestas Wind Systems 2,012.17 12.460   2/22/16 12.077 -24,301 25,071 770 923,480  1,098,214 -74,734 1,023,480
    NZX 50 short ANZ Banking NZ 1,588.73 14.670 15.949 2/22/16 15.296 -24,301 25,338 1,037 924,517  1,073,913 -49,396 1,024,517
  Buy ASX 50 long Newcrest Mining 2,123.54 11.480   11/05/18 13.103 24,378        1,098,291 -73,774  
    NZX 50 a2 Milk 22,868.67 1.066   5/22/17 2.174 24,378        1,122,669 -98,152  
3/07/16 Sell S&P 100 short ConocoPhilips 515.98 37.595 55.443 7/27/15 45.655 -23,557 28,608 5,050 929,568  1,099,112 -69,544 1,029,568
    DAX long Adidas 268.53 96.970   12/28/15 89.090 -23,923 26,039 2,116 931,684  1,075,189 -43,505 1,031,684
    MerVal Pampa Energía 15,882.35 0.728   10/26/15 1.149 -18,252 11,562 -6,690 924,994  1,056,937 -31,943 1,024,994
    DJTA Delta Air Lines 549.49 43.943   2/22/16 44.225 -24,301 24,146 -155 924,839  1,032,636 -7,796 1,024,839
    Nikkei (FRA) short OKI Electric 954.92 12.000 10.960 12/07/15 11.480 -10,962 10,466 -497 924,343  1,021,673 2,669 1,024,343
      Sharp 1,153.95 13.180 5.820 12/07/15 9.500 -10,963 6,716 -4,247 920,096  1,010,711 9,385 1,020,096
    BSE Sensex 50 Larsen & Toubro 2,398.91 10.779 12.496 1/04/16 11.606 -27,841 29,978 2,137 922,233  982,870 39,363 1,022,233
  Buy USA long Energy Recovery 3,410.13 7.782   10/29/18 6.189 26,539        1,009,409 12,824  
    S&P 100 Meta 276.41 96.013   3/28/16 101.554 26,539        1,035,948 -13,715  
    DAX short Deutsche Bank 1,676.17 15.833   4/25/16 14.347 26,539        1,062,487 -40,254  
    MerVal YPF 1,605.05 16.535   4/11/16 14.912 26,539        1,089,026 -66,793  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Avis Budget 1,038.18 25.563   3/14/16 24.329 26,539        1,115,565 -93,332  
    Nikkei (FRA) long Nissui 3,128.86 4.241   3/14/16 4.289 13,270        1,128,834 -106,601  
      Yamaha 508.39 26.101   3/14/16 27.038 13,269        1,142,104 -119,871  
    BSE Sensex 50 Bajaj Finance 3,093.38 8.579   12/10/18 29.076 26,539        1,168,643 -146,410  
3/14/16 Sell HDAX short Aixtron 7,042.73 3.331 3.269 1/18/16 3.300 -23,241 23,023 -218 922,014  1,145,402 -123,387 1,022,014
    DJTA Avis Budget 1,038.18 24.329 26.860 3/07/16 25.563 -26,539 27,885 1,346 923,361  1,118,863 -95,502 1,023,361
    Nikkei (FRA) long Nissui 3,128.86 4.289   3/07/16 4.241 -13,270 13,420 150 923,511  1,105,593 -82,082 1,023,511
      Yamaha 508.39 27.038   3/07/16 26.101 -13,269 13,746 476 923,987  1,092,324 -68,336 1,023,987
  Buy HDAX SMA Solar 549.22 43.500   4/11/16 45.160 23,891        1,116,215 -92,228  
    DJTA Alaska Air Group 332.42 71.870   10/29/18 53.552 23,891        1,140,106 -116,119  
    Nikkei (FRA) short Toshiba 720.04 16.590   7/18/16 25.800 11,945        1,152,051 -128,064  
      IHI 657.07 18.180   7/18/16 25.860 11,946        1,163,997 -140,010  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,622.84 10.259 7.912 2/08/16 9.085 -23,829 20,751 -3,078 920,909  1,140,168 -119,259 1,020,909
    TSX 60 Cenovus Energy 1,213.92 12.064 19.931 5/11/15 15.506 -18,823 24,194 5,371 926,280  1,121,345 -95,065 1,026,280
    DJ Global Titans ConocoPhilips 723.05 37.886 36.068 8/24/15 36.977 -26,736 26,079 -657 925,623  1,094,609 -68,986 1,025,623
  Buy Nasdaq 100 long NVidia 3,170.53 7.543   10/29/18 40.739 23,915        1,118,524 -92,901  
    TSX 60 Barrick Gold 1,832.78 13.049   6/27/16 19.168 23,915        1,142,439 -116,816  
    DJ Global Titans McDonald´s 217.09 110.161   3/28/16 110.022 23,915        1,166,353 -140,731  
3/28/16 Sell S&P 100 long Meta 276.41 101.554   3/07/16 96.013 -26,539 28,071 1,531 927,154  1,139,814 -112,660 1,027,154
    ATX short Vienna Insurance 631.17 18.660 39.765 9/07/15 27.240 -17,193 25,099 7,905 935,060  1,122,621 -87,562 1,035,060
    BEL 20 Solvay 182.08 85.670 93.522 9/28/15 89.510 -16,298 17,029 731 935,790  1,106,323 -70,533 1,035,790
    Europe 50 long SAP 332.43 70.840   1/25/16 72.680 -24,161 23,549 -612 935,178  1,082,162 -46,984 1,035,178
    DJ Global Titans McDonald´s 217.09 110.022   3/21/16 110.161 -23,915 23,885 -30 935,148  1,058,248 -23,099 1,035,148
  Buy S&P 100 short Devon Energy 1,096.15 23.082   4/25/16 30.124 25,301        1,083,549 -48,400  
    ATX long Flughafen Wien 1,039.16 24.348   5/16/16 25.113 25,301        1,108,849 -73,701  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Bekaert 722.89 35.000   4/25/16 37.780 25,301        1,134,151 -99,002  
    DJ Global Titans short Mitsubishi UFJ 6,085.19 4.158   4/11/16 3.840 25,301        1,159,452 -124,303  
4/04/16 Sell Euro 50 long SAP 166.21 70.040   1/25/16 72.680 -12,080 11,641 -439 934,709  1,147,371 -112,662 1,034,709
      Vinci 196.02 65.450   1/25/16 61.630 -12,081 12,830 749 935,458  1,135,291 -99,833 1,035,458
    OMXS 30 short SSAB 5,707.70 3.262 1.615 1/04/16 2.439 -13,921 9,220 -4,700 930,758  1,121,370 -90,612 1,030,758
      SKF A 957.26 15.448 13.637 1/04/16 14.542 -13,921 13,054 -867 929,891  1,107,450 -77,559 1,029,891
  Buy Euro 50 Deutsche Bank 901.20 13.209   5/16/16 12.861 11,904        1,119,354 -89,463  
      Unicredit 787.67 15.113   5/16/16 14.382 11,904        1,131,258 -101,367  
    OMXC 20 long Genmab 191.51 124.315   4/11/16 126.502 23,808        1,155,065 -125,174  
    OMXS 30 Securitas 821.14 14.497   4/11/16 14.803 11,904        1,166,969 -137,078  
      Fingerprint Cards 1,134.88 10.489   4/11/16 10.913 11,904        1,178,873 -148,982  
4/11/16 Sell HDAX long SMA Solar 549.22 45.160   3/14/16 43.500 -23,891 24,803 912 930,803  1,154,982 -124,180 1,030,803
    OMXC 20 Genmab 191.51 126.502   4/04/16 124.315 -23,808 24,226 419 931,222  1,131,175 -99,953 1,031,222
    OMXS 30 Securitas 821.14 14.803   4/04/16 14.497 -11,904 12,155 251 931,473  1,119,271 -87,798 1,031,473
      Fingerprint Cards 1,134.88 10.913   4/04/16 10.489 -11,904 12,385 481 931,954  1,107,367 -75,413 1,031,954
    MerVal short YPF 1,605.05 14.912 18.335 3/07/16 16.535 -26,539 29,428 2,889 934,843  1,080,828 -45,985 1,034,843
    QIX long Rational 58.82 463.700   2/08/16 405.150 -23,831 27,275 3,444 938,287  1,056,997 -18,710 1,038,287
    DJ Global Titans short Mitsubishi UFJ 6,085.19 3.840 4.501 3/28/16 4.158 -25,301 27,392 2,091 940,378  1,031,696 8,682 1,040,378
  Buy HDAX Deutsche Bank 2,098.90 12.495   7/25/16 11.745 26,226        1,057,922 -17,544  
    OMXC 20 Nordea Bank (DK) 3,166.09 8.283   4/25/16 8.632 26,226        1,084,148 -43,770  
    OMXS 30 Nordea Bank 1,577.12 8.315   4/18/16 8.483 13,113        1,097,261 -56,883  
      S.E.B 1,547.95 8.471   4/18/16 8.777 13,113        1,110,374 -69,996  
    MerVal long Gr Fin Galicia 11,510.20 2.279   6/20/16 2.681 26,226        1,136,600 -96,222  
    QIX short Mercedes-Benz 433.49 60.500   7/04/16 54.240 26,226        1,162,826 -122,448  
    DJ Global Titans long McDonald´s 234.53 111.826   5/09/16 114.955 26,227        1,189,052 -148,675  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/18/16 Sell France short Vallourec 102.75 148.800 467.252 1/11/16 263.680 -27,093 48,010 20,917 961,295  1,161,959 -100,665 1,061,295
    HSI China Shenhua HK 12,427.31 1.521 2.268 7/13/15 1.857 -23,080 28,188 5,108 966,402  1,138,879 -72,477 1,066,402
    OMXS 30 Nordea Bank 1,577.12 8.483 8.147 4/11/16 8.315 -13,113 12,848 -265 966,137  1,125,766 -59,629 1,066,137
      S.E.B 1,547.95 8.777 8.166 4/11/16 8.471 -13,113 12,640 -473 965,665  1,112,653 -46,989 1,065,665
    FT 30 NatWest 69.73 299.798 363.484 2/01/16 330.109 -23,019 25,346 2,327 967,992  1,089,635 -21,643 1,067,992
  Buy France long Ubisoft 965.95 27.080   6/13/16 32.460 26,158        1,115,793 -47,801  
    HSI AAC Technologies 3,966.64 6.595   11/21/16 8.782 26,158        1,141,951 -73,959  
    OMXS 30 Securitas 907.19 14.417   6/13/16 13.140 13,079        1,155,030 -87,038  
      Fingerprint Cards 1,057.32 12.370   6/13/16 9.568 13,079        1,168,109 -100,117  
    Europe 50 BAT 4.84 5,403.310   4/25/16 5,349.570 26,152        1,194,261 -126,269  
    FT 30 BAT 4.84 5,403.310   4/25/16 5,349.570 26,152        1,220,413 -152,421  
4/25/16 Sell S&P 100 short Devon Energy 1,096.15 30.124 16.039 3/28/16 23.082 -25,301 17,581 -7,720 960,272  1,195,112 -134,839 1,060,272
    DAX Deutsche Bank 1,676.17 14.347 17.473 3/07/16 15.833 -26,539 29,288 2,749 963,021  1,168,573 -105,552 1,063,021
    TecDAX Aixtron 2,982.90 4.108 11.590 6/01/15 6.900 -20,582 34,571 13,989 977,010  1,147,991 -70,981 1,077,010
    IBEX 35 Obrascón Huarte Lain 983.44 5.840 62.729 5/11/15 19.140 -18,823 61,691 42,868 1,019,877  1,129,168 -9,290 1,119,877
    BEL 20 long Bekaert 722.89 37.780   3/28/16 35.000 -25,301 27,311 2,010 1,021,887  1,103,867 18,020 1,121,887
    OMXH 25 short Outokumpu 10,941.84 3.996 0.956 1/11/16 2.476 -27,092 10,460 -16,632 1,005,255  1,076,775 28,481 1,105,255
    PSI 20 Pharol 77,748.23 0.141 0.564 12/07/15 0.282 -21,925 43,850 21,925 1,027,180  1,054,850 72,331 1,127,180
    OMXC 20 Nordea Bank (DK) 3,166.09 8.632 7.935 4/11/16 8.283 -26,226 25,122 -1,104 1,026,076  1,028,624 97,453 1,126,076
    Europe 50 long BAT 4.84 5,349.570   4/18/16 5,403.310 -26,152 25,892 -260 1,025,816  1,002,472 123,344 1,125,816
    Nordic 30 short Møller-Mærsk B 18.83 1,254.850 1,197.470 12/14/15 1,226.160 -23,089 22,548 -540 1,025,276  979,383 145,893 1,125,276
    FT 30 long BAT 4.84 5,349.570   4/18/16 5,403.310 -26,152 25,892 -260 1,025,016  953,231 171,785 1,125,016
  Buy S&P 100 McDonald´s 286.57 113.132   5/09/16 114.955 32,420        985,651 139,364  
    Germany Verbio 3,869.66 8.378   6/27/16 5.220 32,420        1,018,071 106,944  
    DAX Adidas 300.60 107.850   5/09/16 114.300 32,420        1,050,491 74,525  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TecDAX SMA Solar 693.25 46.765   5/09/16 46.500 32,420        1,082,911 42,105  
    IBEX 35 aena 268.60 120.700   5/09/16 123.100 32,420        1,115,331 9,685  
    BEL 20 short Ackermans van Haaren 293.53 110.450   8/22/16 112.650 32,420        1,147,751 -22,736  
    OMXH 25 long Outokumpu 8,113.11 3.996   5/02/16 3.550 32,420        1,180,171 -55,155  
    OMXC 20 Genmab 248.77 130.322   6/13/16 152.120 32,420        1,212,591 -87,576  
    Nordic 30 Volvo 3,016.15 10.749   5/09/16 9.844 32,420        1,245,011 -119,996  
    FT 30 short NatWest 101.59 319.111   5/16/16 270.322 32,418        1,277,430 -152,414  
5/02/16 Sell OMXH 25 long Outokumpu 8,113.11 3.550   4/25/16 3.996 -32,420 28,802 -3,618 1,021,397  1,245,010 -123,613 1,121,397
  Buy   short Konecranes 1,248.07 19.986   5/23/16 22.476 24,944        1,269,954 -148,557  
5/09/16 Sell S&P 100 long McDonald´s 286.57 114.955   4/25/16 113.132 -32,420 32,943 522 1,021,920  1,237,533 -115,614 1,121,920
    DAX Adidas 300.60 114.300   4/25/16 107.850 -32,420 34,359 1,939 1,023,858  1,205,114 -81,255 1,123,858
    TecDAX SMA Solar 693.25 46.500   4/25/16 46.765 -32,420 32,236 -184 1,023,675  1,172,694 -49,019 1,123,675
    IBEX 35 aena 268.60 123.100   4/25/16 120.700 -32,420 33,065 645 1,024,319  1,140,274 -15,955 1,124,319
    FTSE short Glencore 142.68 167.806 209.259 8/24/15 187.390 -26,737 29,857 3,120 1,027,440  1,113,537 13,903 1,127,440
    HSI-C&I Sands China 6,846.55 3.084 3.713 7/06/15 3.384 -23,166 25,418 2,252 1,029,691  1,090,371 39,320 1,129,691
    Athex LC Eurobank Ergasias 232.71 0.875 2,744.000 1/27/14 49.000 -11,403 638,556 627,153 1,656,845  1,078,968 677,877 1,756,845
    Nordic 30 long Volvo 3,016.15 9.844   4/25/16 10.749 -32,420 29,692 -2,728 1,654,117  1,046,548 707,568 1,754,117
    GEX short Manz 567.90 36.225 45.638 12/14/15 40.660 -23,091 25,918 2,827 1,656,944  1,023,458 733,486 1,756,944
    DJ Global Titans long McDonald´s 234.53 114.955   4/11/16 111.826 -26,227 26,960 734 1,657,678  997,231 760,447 1,757,678
  Buy DAX short Deutsche Bank 4,814.69 13.075   5/16/16 12.861 62,953        1,060,184 697,494  
    FTSE long Fresnillo 47.86 1,315.360   10/08/18 886.711 62,953        1,123,137 634,541  
    HSI-C&I MTR 14,449.03 4.357   12/26/16 4.598 62,953        1,186,090 571,588  
    OBX 25 SalMar 2,805.97 22.435   6/27/16 25.094 62,953        1,249,043 508,635  
    Athex LC Jumbo 5,600.80 11.240   6/20/16 10.590 62,953        1,311,996 445,682  
    Nordic 30 short Ericsson 9,229.16 6.821   5/16/16 6.762 62,953        1,374,949 382,728  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX long Hypoport 805.23 78.180   5/23/16 84.790 62,953        1,437,902 319,776  
    DJ Global Titans short Mitsubishi UFJ 15,654.89 4.021   7/04/16 3.981 62,953        1,500,855 256,823  
5/16/16 Sell Euro 50 short Deutsche Bank 901.20 12.861 13.567 4/04/16 13.209 -11,904 12,226 322 1,658,000  1,488,951 269,049 1,758,000
      Unicredit 787.67 14.382 15.881 4/04/16 15.113 -11,904 12,509 605 1,658,605  1,477,047 281,558 1,758,605
    ATX long Flughafen Wien 1,039.16 25.113   3/28/16 24.348 -25,301 26,096 795 1,659,400  1,451,746 307,654 1,759,400
    DAX short Deutsche Bank 4,814.69 12.861 13.293 5/09/16 13.075 -62,953 64,002 1,049 1,660,449  1,388,793 371,656 1,760,449
    Nordic 30 Ericsson 9,229.16 6.762 6.881 5/09/16 6.821 -62,953 63,503 550 1,660,999  1,325,840 435,159 1,760,999
    FT 30 NatWest 101.59 270.322 376.705 4/25/16 319.111 -32,418 38,269 5,851 1,666,850  1,293,421 473,428 1,766,850
  Buy Euro 50 long DHL 1,042.94 26.850   3/16/20 20.560 28,003        1,321,424 445,425  
      Vinci 427.40 65.520   3/16/20 59.040 28,003        1,349,428 417,422  
    ATX short Zumtobel 4,786.84 11.700   8/15/16 13.740 56,006        1,405,434 361,416  
    DAX long Adidas 509.61 109.900   3/05/18 174.750 56,006        1,461,440 305,410  
    PSI 20 short Pharol 424,287.88 0.132   8/15/16 0.180 56,006        1,517,446 249,404  
    Europe 50 long BAT 10.46 5,355.180   3/05/18 4,737.420 56,015        1,573,461 193,389  
    Nordic 30 Pandora 428.79 130.613   6/13/16 124.682 56,006        1,629,467 137,383  
    FT 30 Compass Group 34.40 1,628.290   5/30/16 1,692.840 56,013        1,685,480 81,370  
    CAC Mid 60 Ubisoft 1,862.52 30.070   6/27/16 30.880 56,006        1,741,486 25,364  
5/23/16 Sell OMXH 25 short Konecranes 1,248.07 22.476 17.496 5/02/16 19.986 -24,944 21,836 -3,108 1,663,742  1,716,542 47,200 1,763,742
    GEX long Hypoport 805.23 84.790   5/09/16 78.180 -62,953 68,275 5,323 1,669,064  1,653,589 115,476 1,769,064
  Buy S&P 100 Amazon.com 1,517.22 31.052   8/21/17 40.356 47,113        1,700,702 68,362  
    OMXH 25 Huhtamäki 1,300.39 36.230   6/13/16 36.730 47,113        1,747,815 21,249  
5/30/16 Sell DJIA short Chevron 430.40 91.551 32.686 8/24/15 62.119 -26,736 14,068 -12,668 1,656,397  1,721,079 35,318 1,756,397
    ISEQ 20 FBD 1,804.43 6.529 6.351 1/18/16 6.440 -11,621 11,460 -161 1,656,236  1,709,459 46,778 1,756,236
    FT 30 long Compass Group 34.40 1,692.840   5/16/16 1,628.290 -56,013 58,234 2,221 1,658,457  1,653,445 105,011 1,758,457
  Buy DJIA Chevron 508.85 91.551   12/24/18 88.457 46,586        1,700,031 58,425  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX Wolters Kluwer 1,291.72 36.065   6/13/16 33.620 46,586        1,746,617 11,839  
    ISEQ 20 Flutter 197.82 117.750   6/06/16 120.700 23,293        1,769,911 -11,454  
    FT 30 short Marks & Spencer 91.69 508.070   6/06/16 462.909 46,585        1,816,495 -58,039  
6/06/16 Sell HSI-Fin short China Life Ins HK 10,674.13 1.986 3.243 1/11/16 2.538 -27,092 34,620 7,528 1,665,985  1,789,403 -23,418 1,765,985
    HSI-Prop Hang Lung 6,954.53 1.737 2.127 8/24/15 1.922 -13,368 14,795 1,427 1,667,412  1,776,035 -8,623 1,767,412
      The Wharf 7,640.60 1.945 1.554 8/24/15 1.750 -13,368 11,873 -1,495 1,665,917  1,762,667 3,249 1,765,917
    ISEQ 20 long Flutter 197.82 120.700   5/30/16 117.750 -23,293 23,877 584 1,666,500  1,739,374 27,126 1,766,500
    FT 30 short Marks & Spencer 91.69 462.909 557.638 5/30/16 508.070 -46,585 51,130 4,545 1,671,045  1,692,789 78,256 1,771,045
  Buy MDAX Hugo Boss 827.05 55.900   10/17/16 53.240 46,232        1,739,021 32,024  
    SDAX long Hypoport 520.51 88.820   6/27/16 81.550 46,232        1,785,253 -14,208  
    HSI-Fin Bank of East Asi