Fri, Jan 27th, 2023, 10:12UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        2,500 97,500 100,000
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        5,000 95,000  
1/17/11 Buy CAC 40 long Valeo 321.75 15.148   3/14/11 13.523 4,874        9,874 90,126  
    AEX Aalberts 323.85 15.050   3/28/11 16.715 4,874        14,748 85,252  
1/24/11 Buy IBEX 35 long Sacyr 847.86 5.462   2/28/11 7.082 4,631        19,379 80,621  
    Topix (TYO) short Resona 1,147.25 4.037   1/31/11 3.670 4,631        24,010 75,990  
1/31/11 Sell   short Resona 1,147.25 3.670 4.440 1/24/11 4.037 -4,631 5,094 463 463  19,379 81,084 100,463
  Buy SSE 50 long China Shipbuilding 4,614.60 0.983   2/21/11 0.981 4,538        23,917 76,546  
    Topix (TYO) Isuzu Motors 632.21 7.178   8/29/11 5.756 4,538        28,455 72,008  
2/07/11 Buy HSI short China Res Land 3,595.50 1.199   4/04/11 1.417 4,311        32,766 67,697  
    HSI-Fin China Life Ins HK 1,574.33 2.738   1/16/12 2.249 4,311        37,077 63,386  
    ÖkoDAX (deprecated) long CropEnergies 730.68 5.900   6/06/11 4.970 4,311        41,388 59,075  
    BSE Sensex 30 short Bharat Heavy 988.85 4.360   1/30/12 2.662 4,311        45,699 54,764  
    STI Wilmar International 1,421.74 3.032   3/28/11 3.080 4,311        50,010 50,453  
2/14/11 Buy OMXH 25 short Nokia 562.99 6.700   2/21/11 6.240 3,772        53,782 46,681  
    PSI 20 long Jerónimo Martins 314.99 11.975   2/21/11 11.500 3,772        57,554 42,909  
    GEX InVision 183.91 20.510   3/07/11 22.905 3,772        61,326 39,137  
2/21/11 Sell SSE 50 long China Shipbuilding 4,614.60 0.981   1/31/11 0.983 -4,538 4,525 -13 450  56,788 43,662 100,450
    OMXH 25 short Nokia 562.99 6.240 7.194 2/14/11 6.700 -3,772 4,050 278 728  53,016 47,712 100,728
    PSI 20 long Jerónimo Martins 314.99 11.500   2/14/11 11.975 -3,772 3,622 -150 579  49,244 51,335 100,579
  Buy SSE 50 short Shanghai Pudong 3,415.80 1.112   4/04/11 1.203 3,797        53,041 47,538  
    OMXH 25 long Metso Outotec 389.84 9.740   2/28/11 10.430 3,797        56,838 43,741  
    PSI 20 short Impresa 3,835.35 0.990   3/28/11 1.010 3,797        60,635 39,944  
    SMI long Richemont 89.22 42.559   2/28/11 41.624 3,797        64,432 36,147  
2/28/11 Sell IBEX 35 long Sacyr 847.86 7.082   1/24/11 5.462 -4,631 6,005 1,374 1,952  59,801 42,151 101,952
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Metso Outotec 389.84 10.430   2/21/11 9.740 -3,797 4,066 269 2,221  56,004 46,217 102,221
    SMI Richemont 89.22 41.624   2/21/11 42.559 -3,797 3,714 -83 2,138  52,207 49,931 102,138
  Buy IBEX 35 short Banco Sabadell 1,503.56 2.528   3/21/11 2.535 3,801        56,008 46,130  
    OMXH 25 Nokia 624.14 6.090   12/26/11 3.720 3,801        59,809 42,329  
    SMI Roche 34.64 109.719   3/07/11 102.126 3,801        63,610 38,528  
    NZX 50 Heartland 8,918.35 0.426   4/25/11 0.391 3,801        67,411 34,727  
    Topix (FRA) Resona 936.21 4.060   7/11/11 3.532 3,801        71,212 30,926  
3/07/11 Sell SMI short Roche 34.64 102.126 117.876 2/28/11 109.719 -3,801 4,083 283 2,420  67,411 35,009 102,420
    GEX long InVision 183.91 22.905   2/14/11 20.510 -3,772 4,212 440 2,861  63,639 39,222 102,861
  Buy SMI Richemont 83.99 42.288   3/14/11 39.521 3,552        67,191 35,670  
    GEX short MeVis Medical 291.15 12.200   2/13/12 5.650 3,552        70,743 32,118  
3/14/11 Sell CAC 40 long Valeo 321.75 13.523   1/17/11 15.148 -4,874 4,351 -523 2,338  65,869 36,469 102,338
    SMI Richemont 83.99 39.521   3/07/11 42.288 -3,552 3,319 -232 2,105  62,317 39,788 102,105
  Buy CAC 40 short Carrefour 113.11 31.360   4/25/11 31.100 3,547        65,864 36,241  
    TecDAX SMA Solar 48.09 73.750   2/06/12 50.420 3,547        69,411 32,695  
    HSI-Prop China Ov Land & Inv 1,350.31 1.313   1/16/12 1.541 1,774        71,184 30,921  
      China Res Land 1,478.16 1.200   1/16/12 1.413 1,774        72,958 29,148  
    Nordic 30 Nokia 604.26 5.870   11/28/11 4.150 3,547        76,505 25,601  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        80,053 22,052  
    SMI Roche 35.06 101.160   5/02/11 110.747 3,547        83,600 18,506  
    Nikkei (FRA) Resona 521.62 3.400   1/09/12 3.458 1,774        85,373 16,732  
      Tokyo Electric Power 137.48 12.900   1/09/12 1.740 1,773        87,147 14,959  
    Nikkei (TYO) Resona 1,043.67 3.399   4/25/11 3.103 3,547        90,694 11,412  
3/21/11 Sell IBEX 35 short Banco Sabadell 1,503.56 2.535 2.521 2/28/11 2.528 -3,801 3,790 -11 2,095  86,893 15,202 102,095
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,691  84,393 17,298 101,691
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,203  81,893 20,310 102,203
  Buy IBEX 35 Sacyr 422.11 7.254   4/04/11 7.471 3,062        84,955 17,248  
    ISEQ 20 short Bank of Ireland 171.83 8.910   3/28/11 7.590 1,531        86,486 15,717  
      Ryanair 470.93 3.251   3/28/11 3.273 1,531        88,017 14,186  
3/28/11 Sell AEX long Aalberts 323.85 16.715   1/17/11 15.050 -4,874 5,413 539 2,742  83,143 19,599 102,742
    ISEQ 20 short Bank of Ireland 171.83 7.590 10.460 3/21/11 8.910 -1,531 1,797 266 3,008  81,612 21,396 103,008
      Ryanair 470.93 3.273 3.229 3/21/11 3.251 -1,531 1,521 -10 2,998  80,081 22,917 102,998
    PSI 20 Impresa 3,835.35 1.010 0.970 2/21/11 0.990 -3,797 3,720 -77 2,921  76,284 26,637 102,921
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,840  72,736 30,104 102,840
    STI Wilmar International 1,421.74 3.080 2.984 2/07/11 3.032 -4,311 4,243 -68 2,771  68,425 34,347 102,771
  Buy AEX Philips 154.51 22.180   1/02/12 16.490 3,427        71,852 30,920  
    ISEQ 20 long Glanbia 393.91 4.350   4/25/11 4.541 1,714        73,565 29,206  
      Origin Enterprises 447.97 3.825   4/25/11 3.900 1,713        75,279 27,493  
    PSI 20 Jerónimo Martins 303.54 11.290   4/11/11 11.320 3,427        78,706 24,066  
    STI Genting 2,954.31 1.160   5/02/11 1.158 3,427        82,133 20,639  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,415.80 1.203 1.020 2/21/11 1.112 -3,797 3,484 -313 2,458  78,336 24,123 102,458
    HSI China Res Land 3,595.50 1.417 0.981 2/07/11 1.199 -4,311 3,527 -784 1,674  74,025 27,650 101,674
    IBEX 35 long Sacyr 422.11 7.471   3/21/11 7.254 -3,062 3,154 92 1,766  70,963 30,803 101,766
  Buy SSE 50 IM BaoTou Steel 10,937.29 0.303   5/23/11 0.268 3,314        74,277 27,489  
    HSI Galaxy Entertainment 3,068.52 1.080   8/01/11 1.948 3,314        77,591 24,175  
    IBEX 35 short Banco Sabadell 1,331.46 2.489   2/06/12 2.331 3,314        80,905 20,861  
    Athex LC Piraeus Financial 0.01 432,300.000   4/02/12 82,830.000 4,323        85,228 16,538  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.54 11.320   3/28/11 11.290 -3,427 3,436 9 1,775  81,801 19,974 101,775
  Buy   short Teixeira Duarte 4,988.52 0.610   2/06/12 0.190 3,043        84,844 16,931  
    OBX 25 Frontline 39.40 77.243   1/16/12 17.878 3,043        87,887 13,888  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 AstraZeneca 44.79 33.972   4/18/11 34.188 1,522        89,409 12,366  
      Nokia 255.02 5.966   4/18/11 6.088 1,522        90,930 10,845  
    FT 30 3i Group 10.06 302.376   5/02/11 315.356 3,042        93,972 7,803  
4/18/11 Sell OMXS 30 short AstraZeneca 44.79 34.188 33.756 4/11/11 33.972 -1,522 1,512 -10 1,765  92,450 9,315 101,765
      Nokia 255.02 6.088 5.844 4/11/11 5.966 -1,522 1,490 -31 1,734  90,929 10,805 101,734
  Buy   long Swedbank 107.69 13.061   5/30/11 12.341 1,407        92,335 9,399  
4/25/11 Sell CAC 40 short Carrefour 113.11 31.100 31.622 3/14/11 31.360 -3,547 3,577 30 1,764  88,788 12,976 101,764
    ISEQ 20 long Glanbia 393.91 4.541   3/28/11 4.350 -1,714 1,789 75 1,839  87,075 14,764 101,839
      Origin Enterprises 447.97 3.900   3/28/11 3.825 -1,713 1,747 34 1,873  85,361 16,511 101,873
    NZX 50 short Heartland 8,918.35 0.391 0.465 2/28/11 0.426 -3,801 4,144 343 2,216  81,560 20,656 102,216
    Nikkei (TYO) Resona 1,043.67 3.103 3.722 3/14/11 3.399 -3,547 3,885 338 2,554  78,013 24,541 102,554
  Buy ISEQ 20 Bank of Ireland 213.51 7.440   1/02/12 2.550 1,589        79,602 22,952  
      Ryanair 471.93 3.366   1/02/12 3.780 1,589        81,190 21,364  
    OMXC 20 Vestas Wind Systems 660.69 4.809   5/16/11 4.185 3,177        84,367 18,187  
    NZX 50 long a2 Milk 41,206.23 0.077   10/03/11 0.120 3,177        87,544 15,010  
    Nikkei (TYO) Screen 105.08 30.233   5/09/11 32.089 3,177        90,721 11,833  
5/02/11 Sell FT 30 short 3i Group 10.06 315.356 289.395 4/11/11 302.376 -3,042 2,911 -131 2,423  87,679 14,744 102,423
    STI long Genting 2,954.31 1.158   3/28/11 1.160 -3,427 3,422 -5 2,418  84,252 18,166 102,418
    SMI short Roche 35.06 110.747 91.573 3/14/11 101.160 -3,547 3,211 -336 2,082  80,706 21,377 102,082
  Buy STI Wilmar International 1,092.78 2.824   7/02/12 2.197 3,086        83,792 18,291  
    SMI long Richemont 70.55 43.745   5/09/11 42.905 3,086        86,878 15,205  
5/09/11 Sell   long Richemont 70.55 42.905   5/02/11 43.745 -3,086 3,027 -59 2,023  83,792 18,231 102,023
    Nikkei (TYO) Screen 105.08 32.089   4/25/11 30.233 -3,177 3,372 195 2,218  80,615 21,603 102,218
  Buy CAC 40 short Carrefour 100.93 30.665   2/06/12 18.345 3,095        83,710 18,508  
    TSX 60 BlackBerry 102.19 30.287   2/20/12 11.318 3,095        86,805 15,413  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 50.54 61.241   5/30/11 59.956 3,095        89,900 12,318  
    SMI Credit Suisse 105.31 29.390   5/21/12 15.602 3,095        92,995 9,223  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        96,090 6,128  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 4/25/11 4.809 -3,177 3,651 474 2,692  92,913 9,779 102,692
  Buy   long Novozymes 118.74 23.673   5/30/11 23.619 2,811        95,724 6,968  
    CAC Mid 60 short Genfit 714.72 3.933   1/23/12 1.723 2,811        98,535 4,157  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  95,221 7,085 102,306
  Buy   short China Life 1,315.06 2.079   5/30/11 2.028 2,734        97,955 4,351  
    SDAX Heidelberger Druck 943.08 2.899   1/30/12 1.657 2,734        100,689 1,617  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,420 -1,114  
5/30/11 Sell SSE 50 short China Life 1,315.06 2.028 2.131 5/23/11 2.079 -2,734 2,803 69 2,374  100,686 1,689 102,374
    OMXC 20 long Novozymes 118.74 23.619   5/16/11 23.673 -2,811 2,805 -6 2,368  97,875 4,493 102,368
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,290  96,468 5,822 102,290
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,357  93,373 8,984 102,357
  Buy SSE 50 long China Northern Rare 1,152.19 2.415   6/06/11 2.742 2,783        96,156 6,201  
    BEL 20 short Galapagos 291.41 9.550   7/04/11 8.420 2,783        98,939 3,418  
    OMXC 20 Vestas Wind Systems 687.08 4.051   7/04/11 3.486 2,783        101,722 635  
    OMXS 30 Nokia 308.41 4.512   7/04/11 4.367 1,392        103,114 -757  
      Telia Company 262.54 5.300   7/04/11 4.997 1,392        104,505 -2,148  
6/06/11 Sell SSE 50 long China Northern Rare 1,152.19 2.742   5/30/11 2.415 -2,783 3,160 377 2,733  101,722 1,011 102,733
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,054  97,411 4,643 102,054
  Buy SSE 50 short China Rwy Constr 4,221.94 0.632   1/23/12 0.506 2,667        100,078 1,976  
    FT 30 Lloyds Bank 50.67 52.638   12/05/11 31.447 2,667        102,745 -691  
6/20/11 Buy CAC Next 20 short EDF 97.59 25.965   6/27/11 25.805 2,534        105,279 -3,225  
6/27/11 Sell   short EDF 97.59 25.805 26.126 6/20/11 25.965 -2,534 2,550 16 2,070  102,745 -676 102,070
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France Carrefour 95.80 26.450   1/23/12 17.050 2,534        105,279 -3,209  
    MIB UnipolSai 493.96 5.130   11/05/12 0.935 2,534        107,813 -5,744  
    CAC Next 20 long Arkema 38.92 65.105   7/11/11 66.601 2,534        110,347 -8,277  
7/04/11 Sell BEL 20 short Galapagos 291.41 8.420 10.832 5/30/11 9.550 -2,783 3,156 374 2,443  107,564 -5,121 102,443
    OMXC 20 Vestas Wind Systems 687.08 3.486 4.707 5/30/11 4.051 -2,783 3,234 451 2,894  104,781 -1,887 102,894
    OMXS 30 Nokia 308.41 4.367 4.661 5/30/11 4.512 -1,392 1,438 46 2,940  103,390 -449 102,940
      Telia Company 262.54 4.997 5.622 5/30/11 5.300 -1,392 1,476 84 3,025  101,998 1,027 103,025
  Buy BEL 20 long Solvay 24.15 107.700   7/11/11 107.450 2,601        104,599 -1,574  
    OMXC 20 Novozymes 111.89 23.246   7/11/11 23.100 2,601        107,200 -4,175  
7/11/11 Sell BEL 20 long Solvay 24.15 107.450   7/04/11 107.700 -2,601 2,595 -6 3,019  104,599 -1,580 103,019
    OMXC 20 Novozymes 111.89 23.100   7/04/11 23.246 -2,601 2,585 -16 3,002  101,998 1,004 103,002
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,571  98,197 5,374 103,571
    CAC Next 20 long Arkema 38.92 66.601   6/27/11 65.105 -2,534 2,592 58 3,629  95,663 7,966 103,629
  Buy BEL 20 short Bekaert 55.29 50.440   3/12/12 24.765 2,789        98,452 5,177  
    OMXC 20 Vestas Wind Systems 813.24 3.430   11/28/11 1.979 2,789        101,241 2,388  
    OMXS 30 Nokia 352.73 3.954   11/28/11 4.082 1,395        102,635 993  
      SSAB 148.34 9.401   11/28/11 6.652 1,394        104,030 -401  
    Topix (FRA) long Daito Trust 43.05 64.780   8/01/11 65.420 2,789        106,819 -3,190  
7/18/11 Buy ATX short Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,329 -5,700  
7/25/11 Buy ASX 50 short Macquarie Group 117.53 20.828   1/16/12 19.953 2,448        111,777 -8,148  
    DJ Global Titans Bank of America 351.23 6.970   12/26/11 4.202 2,448        114,225 -10,596  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,293  110,911 -4,617 106,293
    Topix (FRA) Daito Trust 43.05 65.420   7/11/11 64.780 -2,789 2,816 28 6,321  108,122 -1,801 106,321
  Buy S&P 100 short AIG 131.57 19.860   1/09/12 18.875 2,613        110,735 -4,414  
    HSI New World Dev 695.02 3.760   12/26/11 2.465 2,613        113,348 -7,027  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Commerzbank 138.98 18.801   1/23/12 14.511 2,613        115,961 -9,640  
    DJTA Delta Air Lines 482.26 5.418   10/24/11 6.408 2,613        118,574 -12,253  
    Topix (FRA) Nintendo 236.26 11.060   1/23/12 10.574 2,613        121,187 -14,866  
    SP Global 100 Carrefour 130.13 20.080   4/30/12 15.175 2,613        123,800 -17,479  
8/08/11 Buy Nasdaq 100 short Akamai 150.67 14.741   10/10/11 17.540 2,221        126,021 -19,700  
    Kospi 50 LG Display 162.50 13.668   10/10/11 14.049 2,221        128,242 -21,921  
    DAX Commerzbank 144.65 15.354   12/19/11 9.482 2,221        130,463 -24,142  
    MDAX Ceconomy 231.09 9.611   5/14/12 7.298 2,221        132,684 -26,363  
    FTSE Lloyds Bank 58.99 37.648   11/28/11 27.613 2,221        134,905 -28,584  
    Europe 50 Lloyds Bank 58.99 37.648   12/19/11 27.968 2,221        137,125 -30,804  
    BSE Sensex 50 Tata Motors 859.29 2.585   10/03/11 2.302 2,221        139,346 -33,025  
    QIX Pro7-Sat1 158.64 14.000   1/23/12 17.200 2,221        141,567 -35,246  
8/22/11 Buy DJIA short Goldman Sachs 24.00 73.991   12/19/11 67.244 1,776        143,343 -37,022  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,422  138,805 -33,383 105,422
  Buy   short Nintendo 154.37 11.660   2/13/12 10.500 1,800        140,605 -35,183  
9/05/11 Buy Euro 50 short Societe Generale 43.33 20.250   1/09/12 15.000 877        141,483 -36,061  
      Unicredit 31.96 27.460   1/09/12 11.455 878        142,360 -36,938  
10/03/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   4/25/11 0.077 -3,177 4,924 1,747 7,169  139,183 -32,014 107,169
    BSE Sensex 50 short Tata Motors 859.29 2.302 2.902 8/08/11 2.585 -2,221 2,494 273 7,442  136,962 -29,520 107,442
  Buy NZX 50 Heartland 6,987.09 0.279   10/17/11 0.296 1,948        138,910 -31,468  
    BSE Sensex 50 long Eicher Motors 800.26 2.434   10/17/11 2.393 1,948        140,858 -33,416  
10/10/11 Sell Nasdaq 100 short Akamai 150.67 17.540 11.942 8/08/11 14.741 -2,221 1,799 -422 7,020  138,637 -31,617 107,020
    Kospi 50 LG Display 162.50 14.049 13.287 8/08/11 13.668 -2,221 2,159 -62 6,958  136,416 -29,458 106,958
  Buy Nasdaq 100 long Regeneron 39.25 49.346   8/24/15 434.608 1,937        138,353 -31,395  
    Kospi 50 SK Holdings 20.20 95.875   12/19/11 80.532 1,937        140,290 -33,332  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/17/11 Sell NZX 50 short Heartland 6,987.09 0.296 0.262 10/03/11 0.279 -1,948 1,829 -119 6,839  138,342 -31,502 106,839
    BSE Sensex 50 long Eicher Motors 800.26 2.393   10/03/11 2.434 -1,948 1,915 -33 6,806  136,394 -29,588 106,806
  Buy NZX 50 a2 Milk 13,864.94 0.139   10/31/11 0.139 1,930        138,324 -31,518  
    BSE Sensex 50 short Aurobindo Pharma 2,101.25 0.919   10/24/11 0.877 1,930        140,254 -33,448  
10/24/11 Sell DJTA short Delta Air Lines 482.26 6.408 4.429 8/01/11 5.418 -2,613 2,136 -477 6,329  137,641 -31,312 106,329
    BSE Sensex 50 Aurobindo Pharma 2,101.25 0.877 0.962 10/17/11 0.919 -1,930 2,021 91 6,420  135,711 -29,291 106,420
  Buy   long Eicher Motors 825.63 2.335   12/07/15 22.421 1,928        137,639 -31,219  
10/31/11 Sell NZX 50 long a2 Milk 13,864.94 0.139   10/17/11 0.139 -1,930 1,931 1 6,421  135,709 -29,288 106,421
  Buy   short Heartland 6,388.34 0.302   3/05/12 0.277 1,928        137,637 -31,216  
11/21/11 Buy USA short Netflix 238.99 7.867   11/28/11 7.544 1,880        139,517 -33,096  
    DJTA JetBlue Airways 708.23 2.655   12/05/11 3.509 1,880        141,397 -34,976  
11/28/11 Sell USA short Netflix 238.99 7.544 8.203 11/21/11 7.867 -1,880 1,960 80 6,501  139,517 -33,015 106,501
    FTSE Lloyds Bank 58.99 27.613 51.330 8/08/11 37.648 -2,221 3,028 807 7,308  137,296 -29,987 107,308
    OMXC 20 Vestas Wind Systems 813.24 1.979 5.942 7/11/11 3.430 -2,789 4,832 2,043 9,352  134,507 -25,155 109,352
    OMXS 30 Nokia 352.73 4.082 3.825 7/11/11 3.954 -1,395 1,349 -45 9,307  133,112 -23,806 109,307
      SSAB 148.34 6.652 13.285 7/11/11 9.401 -1,394 1,971 576 9,883  131,718 -21,835 109,883
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,353  128,171 -16,818 111,353
  Buy FTSE long Next 0.76 3,105.900   6/04/12 3,698.710 2,360        130,531 -19,178  
    OMXC 20 Tryg 274.84 8.598   5/14/12 8.768 2,363        132,894 -21,541  
    OMXS 30 Getinge 63.38 18.641   5/14/12 19.967 1,181        134,076 -22,723  
    Nordic 30 Equinor 129.44 18.255   5/07/12 19.757 2,363        136,439 -25,086  
12/05/11 Sell FT 30 short Lloyds Bank 50.67 31.447 88.109 6/06/11 52.638 -2,667 4,464 1,797 13,150  133,772 -20,621 113,150
    DJTA JetBlue Airways 708.23 3.509 1.800 11/21/11 2.655 -1,880 1,275 -605 12,545  131,892 -19,346 112,545
  Buy FT 30 long BAT 0.68 3,416.030   12/12/11 3,512.060 2,323        134,214 -21,669  
    DJTA Kirby 48.51 48.011   6/25/12 36.163 2,329        136,543 -23,998  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/12/11 Sell FT 30 long BAT 0.68 3,512.060   12/05/11 3,416.030 -2,323 2,388 65 12,610  134,221 -21,610 112,610
  Buy   short Lloyds Bank 79.56 28.594   12/19/11 27.968 2,275        136,495 -23,885  
12/19/11 Sell DJIA short Goldman Sachs 24.00 67.244 81.415 8/22/11 73.991 -1,776 1,954 178 12,789  134,720 -21,931 112,789
    Kospi 50 long SK Holdings 20.20 80.532   10/10/11 95.875 -1,937 1,627 -310 12,479  132,783 -20,304 112,479
    DAX short Commerzbank 144.65 9.482 24.862 8/08/11 15.354 -2,221 3,596 1,375 13,854  130,562 -16,708 113,854
    Europe 50 Lloyds Bank 58.99 27.968 50.678 8/08/11 37.648 -2,221 2,989 769 14,623  128,341 -13,718 114,623
    FT 30 Lloyds Bank 79.56 27.968 29.234 12/12/11 28.594 -2,275 2,326 51 14,674  126,066 -11,393 114,674
  Buy DJIA long Visa 136.64 18.897   8/24/15 58.880 2,582        128,648 -13,975  
    Kospi 50 short Hyundai Heavy 14.17 182.275   1/23/12 209.385 2,583        131,231 -16,557  
    DAX long Merck (EMD) 70.36 36.695   6/04/12 36.500 2,582        133,813 -19,139  
    Europe 50 Roche 19.90 129.719   10/20/14 222.572 2,581        136,394 -21,721  
    FT 30 Tate & Lyle 3.20 808.105   5/14/12 858.422 2,586        138,980 -24,307  
12/26/11 Sell HSI short New World Dev 695.02 2.465 5.735 8/01/11 3.760 -2,613 3,986 1,373 16,046  136,367 -20,321 116,046
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,468  132,566 -14,098 118,468
    DJ Global Titans Bank of America 351.23 4.202 11.562 7/25/11 6.970 -2,448 4,061 1,613 20,081  130,118 -10,037 120,081
  Buy HSI long Lenovo 5,109.58 0.538   5/21/12 0.656 2,751        132,869 -12,788  
    OMXH 25 Huhtamäki 298.37 9.220   1/02/12 9.150 2,751        135,620 -15,539  
    DJ Global Titans Philip Morris 45.52 60.439   1/23/12 57.914 2,751        138,371 -18,290  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,264  134,944 -13,681 121,264
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,310  133,356 -9,046 124,310
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,114  131,767 -7,653 124,114
    OMXH 25 long Huhtamäki 298.37 9.150   12/26/11 9.220 -2,751 2,730 -21 24,094  129,016 -4,923 124,094
  Buy Germany Encavis 917.18 3.248   5/14/12 2.970 2,979        131,995 -7,902  
    AEX Vopak 72.49 41.095   4/09/12 44.780 2,979        134,974 -10,881  
    ISEQ 20 Flutter 33.03 45.100   5/21/12 50.010 1,490        136,464 -12,371  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 394.05 3.780   5/21/12 4.040 1,490        137,954 -13,860  
    OMXH 25 short Outokumpu 256.37 11.620   1/09/12 12.510 2,979        140,933 -16,839  
1/09/12 Sell S&P 100 short AIG 131.57 18.875 20.895 8/01/11 19.860 -2,613 2,749 136 24,230  138,320 -14,090 124,230
    Euro 50 Societe Generale 43.33 15.000 27.338 9/05/11 20.250 -877 1,185 307 24,537  137,442 -12,905 124,537
      Unicredit 31.96 11.455 65.827 9/05/11 27.460 -878 2,104 1,226 25,763  136,565 -10,802 125,763
    OMXH 25 Outokumpu 256.37 12.510 10.730 1/02/12 11.620 -2,979 2,751 -228 25,535  133,586 -8,051 125,535
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,505  131,812 -6,307 125,505
      Tokyo Electric Power 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 36,879  130,039 6,841 136,879
  Buy S&P 100 long Biogen 39.77 90.342   9/03/12 116.954 3,593        133,632 3,248  
    Euro 50 ASML 55.45 32.400   8/24/15 74.790 1,797        135,428 1,451  
      Anheuser-Busch InBev 37.83 47.495   8/24/15 91.280 1,797        137,225 -345  
    OMXH 25 Wärtsilä 429.62 8.363   1/30/12 8.837 3,593        140,818 -3,938  
    Nikkei (FRA) Aozora Bank 84.07 21.370   5/14/12 18.670 1,797        142,614 -5,735  
      Nitto Boseki 138.46 12.975   5/14/12 12.260 1,797        144,411 -7,531  
1/16/12 Sell ASX 50 short Macquarie Group 117.53 19.953 21.742 7/25/11 20.828 -2,448 2,555 107 36,987  141,963 -4,976 136,987
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 37,926  137,652 274 137,926
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,618  135,879 1,740 137,618
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,303  134,105 3,198 137,303
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,409  131,062 16,347 147,409
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,874  128,331 22,543 150,874
  Buy ASX 50 long James Hardie Ind 740.33 5.856   1/23/12 6.001 4,335        132,666 18,208  
    HSI-Fin AIA 1,651.93 2.624   5/14/12 2.577 4,335        137,001 13,873  
    HSI-Prop China Ov Land & Inv 1,406.55 1.541   6/10/13 2.124 2,167        139,168 11,705  
      China Res Land 1,533.86 1.413   6/10/13 2.183 2,168        141,336 9,538  
    HSI-C&I Sands China 1,687.82 2.568   5/21/12 2.614 4,335        145,671 5,203  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Equinor 225.03 19.264   5/14/12 19.745 4,335        150,006 868  
    Indices ISEQ-Overall 1.44 3,005.690   5/21/12 3,087.810 4,328        154,334 -3,460  
1/23/12 Sell France short Carrefour 95.80 17.050 41.032 6/27/11 26.450 -2,534 3,931 1,397 52,271  151,800 471 152,271
    SSE 50 China Rwy Constr 4,221.94 0.506 0.789 6/06/11 0.632 -2,667 3,333 666 52,936  149,133 3,803 152,936
    Kospi 50 Hyundai Heavy 14.17 209.385 155.165 12/19/11 182.275 -2,583 2,199 -384 52,552  146,550 6,002 152,552
    ASX 50 long James Hardie Ind 740.33 6.001   1/16/12 5.856 -4,335 4,443 108 52,660  142,215 10,445 152,660
    HDAX short Commerzbank 138.98 14.511 24.359 8/01/11 18.801 -2,613 3,385 773 53,433  139,602 13,830 153,433
    Topix (FRA) Nintendo 236.26 10.574 11.568 8/01/11 11.060 -2,613 2,733 120 53,553  136,989 16,563 153,553
    CAC Mid 60 Genfit 714.72 1.723 8.978 5/16/11 3.933 -2,811 6,416 3,605 57,158  134,178 22,980 157,158
    QIX Pro7-Sat1 158.64 17.200 10.800 8/08/11 14.000 -2,221 1,713 -508 56,650  131,957 24,693 156,650
    DJ Global Titans long Philip Morris 45.52 57.914   12/26/11 60.439 -2,751 2,636 -115 56,536  129,206 27,329 156,536
  Buy France Hermes International 18.12 253.600   4/23/12 251.250 4,595        133,801 22,734  
    SSE 50 China Minsheng Bk 6,883.33 0.668   3/19/12 0.633 4,596        138,397 18,138  
    Kospi 50 Samsung Electronics 299.50 15.346   5/21/12 16.200 4,596        142,993 13,542  
    ASX 50 short QBE Insurance 479.47 9.586   1/30/12 9.544 4,596        147,589 8,946  
    HDAX long Dürr 503.67 9.125   8/04/14 28.230 4,596        152,185 4,350  
    Topix (FRA) Fast Retailing 31.45 146.118   2/27/12 148.473 4,595        156,781 -245  
    CAC Mid 60 Innate Pharma 2,687.72 1.710   5/14/12 1.650 4,596        161,377 -4,841  
    QIX Freenet 437.09 10.515   1/18/16 28.325 4,596        165,973 -9,437  
    DJ Global Titans short Bank of America 819.41 5.609   2/06/12 6.060 4,596        170,569 -14,033  
1/30/12 Sell ASX 50 short QBE Insurance 479.47 9.544 9.628 1/23/12 9.586 -4,596 4,616 20 56,556  165,973 -9,417 156,556
    SDAX Heidelberger Druck 943.08 1.657 5.072 5/23/11 2.899 -2,734 4,783 2,049 58,605  163,239 -4,634 158,605
    OMXH 25 long Wärtsilä 429.62 8.837   1/09/12 8.363 -3,593 3,796 203 58,808  159,646 -838 158,808
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 61,557  155,335 6,222 161,557
  Buy ASX 50 long James Hardie Ind 727.71 5.763   8/17/15 12.058 4,194        159,529 2,028  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX Encavis 1,388.28 3.021   5/21/12 2.951 4,194        163,723 -2,166  
    OMXH 25 short Nokia 1,080.93 3.880   2/13/12 3.800 4,194        167,917 -6,360  
    BSE Sensex 30 long Hindustan Unilever 691.94 6.061   11/16/15 11.144 4,194        172,111 -10,554  
2/06/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 5/09/11 30.665 -3,095 5,174 2,079 63,635  169,016 -5,381 163,635
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,276  165,469 -193 165,276
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 65,501  162,155 3,346 165,501
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,227  159,112 13,115 172,227
    DJ Global Titans Bank of America 819.41 6.060 5.157 1/23/12 5.609 -4,596 4,226 -370 71,857  154,516 17,341 171,857
  Buy CAC 40 long Airbus 173.67 27.230   4/09/12 29.725 4,729        159,245 12,612  
    IBEX 35 Bankinter 1,369.93 3.452   2/13/12 3.297 4,729        163,974 7,883  
    PSI 20 Jerónimo Martins 368.30 12.840   2/20/12 12.970 4,729        168,703 3,154  
    MerVal short Gr Fin Galicia 7,973.36 0.593   2/27/12 0.596 4,729        173,432 -1,575  
    DJ Global Titans long Apple 375.32 12.600   5/21/12 15.695 4,729        178,161 -6,304  
2/13/12 Sell IBEX 35 long Bankinter 1,369.93 3.297   2/06/12 3.452 -4,729 4,517 -212 71,645  173,432 -1,787 171,645
    OMXH 25 short Nokia 1,080.93 3.800 3.962 1/30/12 3.880 -4,194 4,282 88 71,733  169,238 2,495 171,733
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,187  166,143 9,044 175,187
    Topix (TYO) Nintendo 154.37 10.500 12.949 8/29/11 11.660 -1,800 1,999 199 75,386  164,343 11,043 175,386
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 79,504  160,791 18,712 179,504
  Buy IBEX 35 Sacyr 1,495.17 3.314   8/20/12 1.284 4,955        165,746 13,757  
    OMXH 25 long Nokian Tyres 147.03 33.700   4/09/12 36.040 4,955        170,701 8,803  
    Topix (TYO) Fast Retailing 32.00 154.867   5/07/12 167.646 4,956        175,657 3,847  
    GEX 4SC 80.45 61.593   5/07/12 48.084 4,955        180,612 -1,108  
2/20/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 5/09/11 30.287 -3,095 8,282 5,187 84,691  177,517 7,174 184,691
    PSI 20 long Jerónimo Martins 368.30 12.970   2/06/12 12.840 -4,729 4,777 48 84,739  172,788 11,951 184,739
  Buy TSX 60 Constellation Soft 69.55 70.699   4/16/12 66.838 4,917        177,705 7,034  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 short Pharol 1,170.71 4.200   2/27/12 3.989 4,917        182,622 2,117  
    SLI long Sonova 57.65 85.291   4/23/12 82.016 4,917        187,539 -2,800  
2/27/12 Sell PSI 20 short Pharol 1,170.71 3.989 4.422 2/20/12 4.200 -4,917 5,177 260 84,999  182,622 2,377 184,999
    MerVal Gr Fin Galicia 7,973.36 0.596 0.591 2/06/12 0.593 -4,729 4,709 -20 84,979  177,893 7,086 184,979
    Topix (FRA) long Fast Retailing 31.45 148.473   1/23/12 146.118 -4,595 4,669 74 85,053  173,298 11,755 185,053
  Buy PSI 20 Jerónimo Martins 362.56 13.570   3/12/12 14.360 4,920        178,218 6,835  
    Topix (FRA) short Mazda Motor 769.95 6.390   3/05/12 6.150 4,920        183,138 1,915  
3/05/12 Sell NZX 50 short Heartland 6,388.34 0.277 0.329 10/31/11 0.302 -1,928 2,104 176 85,229  181,210 4,020 185,229
    Topix (FRA) Mazda Motor 769.95 6.150 6.639 2/27/12 6.390 -4,920 5,112 192 85,421  176,290 9,132 185,421
  Buy MerVal Aluar 10,133.36 0.480   3/12/12 0.513 4,863        181,153 4,269  
    NZX 50 long a2 Milk 20,916.13 0.233   5/21/12 0.267 4,863        186,016 -594  
    Topix (FRA) Isuzu Motors 578.79 8.402   3/19/12 8.620 4,863        190,879 -5,457  
3/12/12 Sell BEL 20 short Bekaert 55.29 24.765 102.733 7/11/11 50.440 -2,789 5,680 2,891 88,313  188,090 223 188,313
    PSI 20 long Jerónimo Martins 362.56 14.360   2/27/12 13.570 -4,920 5,206 286 88,599  183,170 5,429 188,599
    MerVal short Aluar 10,133.36 0.513 0.447 3/05/12 0.480 -4,863 4,530 -333 88,266  178,307 9,959 188,266
  Buy BEL 20 long Galapagos 395.14 12.540   5/14/12 10.990 4,955        183,262 5,004  
    PSI 20 short Pharol 1,257.93 3.939   3/26/12 4.022 4,955        188,217 49  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,883.33 0.633   1/23/12 0.668 -4,596 4,358 -238 88,027  183,621 4,407 188,027
    Topix (FRA) Isuzu Motors 578.79 8.620   3/05/12 8.402 -4,863 4,989 126 88,154  178,758 9,396 188,154
  Buy SSE 50 short Anhui Conch Cement 2,525.70 1.955   4/09/12 2.031 4,938        183,696 4,458  
    Topix (FRA) Mazda Motor 764.40 6.460   8/13/12 4.800 4,938        188,634 -480  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,599  186,124 2,475 188,599
    PSI 20 Pharol 1,257.93 4.022 3.856 3/12/12 3.939 -4,955 4,851 -104 88,494  181,169 7,325 188,494
  Buy ATX long Österreichische Post 194.25 25.200   4/09/12 25.800 4,895        186,064 2,430  
    PSI 20 Jerónimo Martins 328.52 14.900   4/02/12 15.420 4,895        190,959 -2,465  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/02/12 Sell   long Jerónimo Martins 328.52 15.420   3/26/12 14.900 -4,895 5,066 171 88,665  186,064 2,601 188,665
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,904  181,741 25,163 206,904
  Buy PSI 20 Banco Comercial 8,808.08 0.659   8/20/12 0.452 5,801        187,542 19,362  
    Athex LC long EYDAP 1,457.54 3.980   4/16/12 4.030 5,801        193,343 13,561  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,525.70 2.031 1.880 3/19/12 1.955 -4,938 4,747 -191 106,713  188,405 18,308 206,713
    ATX long Österreichische Post 194.25 25.800   3/26/12 25.200 -4,895 5,012 117 106,830  183,510 23,320 206,830
    CAC 40 Airbus 173.67 29.725   2/06/12 27.230 -4,729 5,162 433 107,263  178,781 28,482 207,263
    AEX Vopak 72.49 44.780   1/02/12 41.095 -2,979 3,246 267 107,530  175,802 31,728 207,530
    OMXH 25 Nokian Tyres 147.03 36.040   2/13/12 33.700 -4,955 5,299 344 107,875  170,847 37,027 207,875
  Buy SSE 50 China Northern Rare 2,119.88 2.888   6/04/12 3.823 6,122        176,969 30,905  
    ATX short Zumtobel 624.44 9.804   4/16/12 9.950 6,122        183,091 24,783  
    AEX ArcelorMittal 158.07 38.730   9/03/12 35.565 6,122        189,213 18,661  
    OMXH 25 Outokumpu 526.85 11.620   8/20/12 6.980 6,122        195,335 12,539  
4/16/12 Sell ATX short Zumtobel 624.44 9.950 9.658 4/09/12 9.804 -6,122 6,031 -91 107,783  189,213 18,570 207,783
    TSX 60 long Constellation Soft 69.55 66.838   2/20/12 70.699 -4,917 4,649 -269 107,515  184,296 23,219 207,515
    Athex LC EYDAP 1,457.54 4.030   4/02/12 3.980 -5,801 5,874 73 107,588  178,495 29,093 207,588
  Buy ATX Österreichische Post 221.40 26.725   5/21/12 27.000 5,917        184,412 23,176  
    TSX 60 short BlackBerry 585.52 10.106   8/20/12 5.638 5,917        190,329 17,259  
    Athex LC Public Power 3,817.42 1.550   9/03/12 1.330 5,917        196,246 11,342  
4/23/12 Sell France long Hermes International 18.12 251.250   1/23/12 253.600 -4,595 4,553 -43 107,545  191,651 15,894 207,545
    SLI Sonova 57.65 82.016   2/20/12 85.291 -4,917 4,728 -189 107,356  186,734 20,623 207,356
  Buy France short Solocal 3.86 1,476.830   8/13/12 1,038.280 5,701        192,434 14,922  
    MerVal YPF 424.25 13.433   8/27/12 14.446 5,699        198,133 9,223  
    SLI Lonza 165.17 34.504   11/26/12 36.099 5,699        203,832 3,524  
    GCX REC Silicon 1,638.26 3.479   2/11/13 1.027 5,699        209,531 -2,175  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/30/12 Sell SP Global 100 short Carrefour 130.13 15.175 26.570 8/01/11 20.080 -2,613 3,458 845 108,201  206,918 1,283 208,201
  Buy   long Apple 332.76 15.738   10/20/14 19.487 5,237        212,155 -3,954  
5/07/12 Sell Nordic 30 long Equinor 129.44 19.757   11/28/11 18.255 -2,363 2,557 194 108,395  209,792 -1,397 208,395
    Topix (TYO) Fast Retailing 32.00 167.646   2/13/12 154.867 -4,956 5,365 409 108,804  204,837 3,968 208,804
    GEX 4SC 80.45 48.084   2/13/12 61.593 -4,955 3,868 -1,087 107,717  199,881 7,836 207,717
  Buy Nordic 30 short Nokia 2,245.00 2.400   8/13/12 2.220 5,388        205,269 2,448  
    Topix (TYO) Sony 459.74 11.720   6/11/12 10.270 5,388        210,657 -2,940  
5/14/12 Sell Germany long Encavis 917.18 2.970   1/02/12 3.248 -2,979 2,724 -255 107,462  207,678 -216 207,462
    MDAX short Ceconomy 231.09 7.298 12.656 8/08/11 9.611 -2,221 2,925 704 108,166  205,457 2,709 208,166
    HSI-Fin long AIA 1,651.93 2.577   1/16/12 2.624 -4,335 4,258 -77 108,089  201,122 6,966 208,089
    BEL 20 Galapagos 395.14 10.990   3/12/12 12.540 -4,955 4,343 -612 107,476  196,167 11,309 207,476
    OMXC 20 Tryg 274.84 8.768   11/28/11 8.598 -2,363 2,410 47 107,523  193,804 13,719 207,523
    OBX 25 Equinor 225.03 19.745   1/16/12 19.264 -4,335 4,443 108 107,631  189,469 18,162 207,631
    OMXS 30 Getinge 63.38 19.967   11/28/11 18.641 -1,181 1,266 84 107,715  188,288 19,427 207,715
    FT 30 Tate & Lyle 3.20 858.422   12/19/11 808.105 -2,586 2,747 161 107,876  185,702 22,174 207,876
    Nikkei (FRA) Aozora Bank 84.07 18.670   1/09/12 21.370 -1,797 1,570 -227 107,649  183,905 23,744 207,649
      Nitto Boseki 138.46 12.260   1/09/12 12.975 -1,797 1,698 -99 107,550  182,109 25,441 207,550
    CAC Mid 60 Innate Pharma 2,687.72 1.650   1/23/12 1.710 -4,596 4,435 -161 107,389  177,513 29,876 207,389
  Buy Germany short SolarWorld 25.07 236.550   9/10/12 182.550 5,930        183,443 23,946  
    MDAX long Dürr 541.84 10.946   5/21/12 10.445 5,931        189,374 18,015  
    HSI-Fin short HK Exchgs & Clrg 522.28 11.356   9/17/12 11.718 5,931        195,305 12,084  
    BEL 20 Bekaert 259.56 22.850   6/25/12 18.225 5,931        201,236 6,153  
    OMXC 20 Vestas Wind Systems 5,233.85 1.133   5/28/12 1.008 5,931        207,167 222  
    OBX 25 REC Silicon 1,713.42 3.462   9/03/12 2.359 5,931        213,098 -5,709  
    OMXS 30 ABB 228.70 12.967   7/23/12 14.168 2,965        216,064 -8,674  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nokia 1,268.17 2.338   7/23/12 1.752 2,965        219,029 -11,640  
    FT 30 Man Group 57.44 103.259   8/06/12 106.958 5,931        224,960 -17,571  
    Nikkei (FRA) Nippon Sheet Glass 328.04 9.040   1/07/13 9.100 2,965        227,926 -20,537  
      Sharp 76.77 38.630   1/07/13 23.550 2,966        230,891 -23,502  
    CAC Mid 60 Vallourec 4.29 1,382.400   9/10/12 1,453.800 5,931        236,822 -29,433  
5/21/12 Sell HSI long Lenovo 5,109.58 0.656   12/26/11 0.538 -2,751 3,351 600 107,989  234,071 -26,082 207,989
    Kospi 50 Samsung Electronics 299.50 16.200   1/23/12 15.346 -4,596 4,852 256 108,245  229,475 -21,230 208,245
    ATX Österreichische Post 221.40 27.000   4/16/12 26.725 -5,917 5,978 61 108,306  223,558 -15,252 208,306
    MDAX Dürr 541.84 10.445   5/14/12 10.946 -5,931 5,660 -271 108,034  217,627 -9,593 208,034
    SDAX Encavis 1,388.28 2.951   1/30/12 3.021 -4,194 4,097 -97 107,937  213,433 -5,496 207,937
    HSI-C&I Sands China 1,687.82 2.614   1/16/12 2.568 -4,335 4,412 77 108,014  209,098 -1,084 208,014
    ISEQ 20 Flutter 33.03 50.010   1/02/12 45.100 -1,490 1,652 162 108,176  207,608 568 208,176
      Ryanair 394.05 4.040   1/02/12 3.780 -1,490 1,592 102 108,279  206,119 2,160 208,279
    SMI short Credit Suisse 105.31 15.602 55.361 5/09/11 29.390 -3,095 5,830 2,735 111,014  203,024 7,990 211,014
    NZX 50 long a2 Milk 20,916.13 0.267   3/05/12 0.233 -4,863 5,576 713 111,727  198,161 13,566 211,727
    Indices ISEQ-Overall 1.44 3,087.810   1/16/12 3,005.690 -4,328 4,446 118 111,845  193,833 18,013 211,845
    DJ Global Titans Apple 375.32 15.695   2/06/12 12.600 -4,729 5,891 1,162 113,007  189,103 23,903 213,007
  Buy HSI short China Unicom 4,981.91 1.189   8/20/12 1.370 5,922        195,025 17,981  
    Kospi 50 SK Holdings 105.23 56.279   7/23/12 68.528 5,922        200,948 12,059  
    ATX Zumtobel 600.73 9.858   6/25/12 8.050 5,922        206,870 6,137  
    MDAX Ströer Media 745.56 7.943   5/28/12 8.000 5,922        212,792 215  
    TecDAX SMA Solar 225.04 26.315   12/22/14 14.800 5,922        218,714 -5,707  
    SDAX Klöckner 755.94 7.834   10/29/12 7.058 5,922        224,636 -11,629  
    HSI-C&I Citic Pacific 4,999.16 1.185   9/17/12 0.959 5,922        230,558 -17,551  
    ISEQ 20 Bank of Ireland 1,134.48 2.610   8/27/12 2.490 2,961        233,519 -20,512  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 533.51 5.550   8/27/12 6.550 2,961        236,480 -23,473  
    SMI long Richemont 123.27 48.039   5/28/12 48.077 5,922        242,401 -29,394  
    NZX 50 short KMD Brands 6,209.50 0.954   7/30/12 0.992 5,922        248,323 -35,316  
    Indices Athex Large Cap 2.92 2,028.100   9/10/12 2,671.700 5,922        254,245 -41,239  
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.519   7/02/12 8.411 5,922        260,167 -47,161  
    DJ Global Titans Telefónica 603.30 9.816   5/28/12 9.440 5,922        266,089 -53,082  
5/28/12 Sell MDAX short Ströer Media 745.56 8.000 7.886 5/21/12 7.943 -5,922 5,879 -42 112,964  260,167 -47,203 212,964
    OMXC 20 Vestas Wind Systems 5,233.85 1.008 1.274 5/14/12 1.133 -5,931 6,668 737 113,701  254,236 -40,535 213,701
    SMI long Richemont 123.27 48.077   5/21/12 48.039 -5,922 5,926 5 113,706  248,315 -34,609 213,706
    DJ Global Titans short Telefónica 603.30 9.440 10.207 5/21/12 9.816 -5,922 6,158 236 113,942  242,393 -28,451 213,942
  Buy MDAX long Rhön-Klinikum 210.82 21.995   6/04/12 22.100 4,637        247,030 -33,088  
    OMXC 20 GN Store Nord 68.04 68.150   6/04/12 67.500 4,637        251,667 -37,725  
    SMI short Credit Suisse 294.71 15.734   6/04/12 15.300 4,637        256,304 -42,362  
    DJ Global Titans long Apple 284.35 16.307   10/22/12 17.386 4,637        260,941 -46,999  
6/04/12 Sell SSE 50 long China Northern Rare 2,119.88 3.823   4/09/12 2.888 -6,122 8,105 1,983 115,925  254,819 -38,894 215,925
    DAX Merck (EMD) 70.36 36.500   12/19/11 36.695 -2,582 2,568 -14 115,911  252,237 -36,326 215,911
    MDAX Rhön-Klinikum 210.82 22.100   5/28/12 21.995 -4,637 4,659 22 115,933  247,600 -31,667 215,933
    FTSE Next 0.76 3,698.710   11/28/11 3,105.900 -2,360 2,811 451 116,384  245,239 -28,856 216,384
    OMXC 20 GN Store Nord 68.04 67.500   5/28/12 68.150 -4,637 4,593 -44 116,339  240,602 -24,263 216,339
    SMI short Credit Suisse 294.71 15.300 16.181 5/28/12 15.734 -4,637 4,769 132 116,471  235,965 -19,494 216,471
  Buy SSE 50 China Unicom 9,731.23 0.506   12/10/12 0.413 4,924        240,889 -24,418  
    DAX thyssenkrupp 388.63 12.670   7/16/12 14.565 4,924        245,813 -29,342  
    MDAX Ströer Media 587.94 8.375   6/18/12 8.546 4,924        250,737 -34,266  
    FTSE Aviva 14.74 334.157   7/30/12 382.206 4,925        255,663 -39,192  
    OMXC 20 Vestas Wind Systems 5,641.61 0.873   6/18/12 0.791 4,924        260,587 -44,116  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Swiss Re 112.56 43.744   6/11/12 46.079 4,924        265,511 -49,040  
6/11/12 Sell   long Swiss Re 112.56 46.079   6/04/12 43.744 -4,924 5,187 263 116,734  260,587 -43,853 216,734
    Topix (TYO) short Sony 459.74 10.270 13.374 5/07/12 11.720 -5,388 6,149 761 117,494  255,199 -37,704 217,494
  Buy SMI Credit Suisse 279.55 16.076   6/18/12 14.519 4,494        259,693 -42,198  
    Topix (TYO) long Subaru 743.12 6.048   1/11/16 33.663 4,494        264,187 -46,692  
6/18/12 Sell MDAX short Ströer Media 587.94 8.546 8.204 6/04/12 8.375 -4,924 4,823 -101 117,394  259,263 -41,869 217,394
    OMXC 20 Vestas Wind Systems 5,641.61 0.791 0.963 6/04/12 0.873 -4,924 5,435 511 117,905  254,339 -36,434 217,905
    SMI Credit Suisse 279.55 14.519 17.799 6/11/12 16.076 -4,494 4,976 482 118,387  249,845 -31,458 218,387
  Buy MDAX long Dürr 412.90 11.318   6/25/12 11.594 4,673        254,518 -36,131  
    OMXC 20 GN Store Nord 63.80 73.250   6/25/12 71.650 4,673        259,191 -40,804  
    SMI Swiss Re 100.24 46.620   11/19/12 54.864 4,673        263,864 -45,478  
6/25/12 Sell ATX short Zumtobel 600.73 8.050 12.072 5/21/12 9.858 -5,922 7,252 1,330 119,717  257,942 -38,225 219,717
    MDAX long Dürr 412.90 11.594   6/18/12 11.318 -4,673 4,787 114 119,831  253,269 -33,438 219,831
    BEL 20 short Bekaert 259.56 18.225 28.649 5/14/12 22.850 -5,931 7,436 1,505 121,336  247,338 -26,002 221,336
    OMXC 20 long GN Store Nord 63.80 71.650   6/18/12 73.250 -4,673 4,571 -102 121,234  242,665 -21,431 221,234
    DJTA Kirby 48.51 36.163   12/05/11 48.011 -2,329 1,754 -575 120,659  240,336 -19,677 220,659
  Buy ATX Österreichische Post 194.05 25.890   7/29/13 31.600 5,024        245,360 -24,701  
    MDAX short Ströer Media 624.80 8.041   7/02/12 8.090 5,024        250,384 -29,725  
    BEL 20 long Galapagos 410.12 12.250   10/22/12 16.900 5,024        255,408 -34,749  
    OMXC 20 short Vestas Wind Systems 6,191.00 0.812   7/16/12 0.678 5,024        260,432 -39,773  
    DJTA Ryder System 183.87 27.323   7/02/12 27.880 5,024        265,456 -44,797  
7/02/12 Sell MDAX short Ströer Media 624.80 8.090 7.992 6/25/12 8.041 -5,024 4,993 -31 120,629  260,432 -39,803 220,629
    DJTA Ryder System 183.87 27.880 26.767 6/25/12 27.323 -5,024 4,922 -102 120,526  255,408 -34,882 220,526
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 121,408  252,322 -30,914 221,408
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.411 8.629 5/21/12 8.519 -5,922 5,998 76 121,484  246,400 -24,916 221,484
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 394.22 12.465   7/23/12 13.345 4,914        251,314 -29,830  
    DJTA Delta Air Lines 559.67 8.780   9/17/12 7.031 4,914        256,228 -34,744  
    STI ThaiBev 23,157.40 0.212   6/10/13 0.382 4,914        261,142 -39,658  
    Nikkei (TYO) OKI Electric 384.97 12.765   7/16/12 12.784 4,914        266,056 -44,572  
7/16/12 Sell DAX short thyssenkrupp 388.63 14.565 10.775 6/04/12 12.670 -4,924 4,187 -736 120,747  261,132 -40,385 220,747
    OMXC 20 Vestas Wind Systems 6,191.00 0.678 0.971 6/25/12 0.812 -5,024 6,011 987 121,734  256,108 -34,374 221,734
    Nikkei (TYO) long OKI Electric 384.97 12.784   7/02/12 12.765 -4,914 4,921 7 121,742  251,194 -29,452 221,742
  Buy DAX Continental 80.74 59.533   8/11/14 133.083 4,807        256,001 -34,259  
    OMXC 20 Genmab 567.61 8.469   6/24/13 22.604 4,807        260,808 -39,066  
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.629   11/19/12 7.143 4,807        265,615 -43,873  
7/23/12 Sell Kospi 50 short SK Holdings 105.23 68.528 44.029 5/21/12 56.279 -5,922 4,633 -1,289 120,452  259,692 -39,240 220,452
    MDAX long Dürr 394.22 13.345   7/02/12 12.465 -4,914 5,261 347 120,799  254,778 -33,979 220,799
    OMXS 30 short ABB 228.70 14.168 11.765 5/14/12 12.967 -2,965 2,691 -275 120,525  251,813 -31,288 220,525
      Nokia 1,268.17 1.752 3.121 5/14/12 2.338 -2,965 3,958 993 121,517  248,847 -27,330 221,517
  Buy Kospi 50 long Amorepacific Group 185.51 26.166   10/20/14 87.497 4,854        253,702 -32,184  
    MDAX short Ströer Media 612.34 7.927   8/06/12 7.080 4,854        258,556 -37,038  
    OMXS 30 long Electrolux 136.95 17.722   6/24/13 19.030 2,427        260,983 -39,465  
      Swedbank 176.01 13.789   6/24/13 16.871 2,427        263,409 -41,892  
7/30/12 Sell FTSE short Aviva 14.74 382.206 286.108 6/04/12 334.157 -4,925 4,217 -708 120,809  258,484 -37,675 220,809
    NZX 50 KMD Brands 6,209.50 0.992 0.916 5/21/12 0.954 -5,922 5,686 -236 120,573  252,562 -31,989 220,573
  Buy FTSE long Ashtead 14.15 333.248   8/24/15 1,199.890 4,715        257,277 -36,704  
8/06/12 Sell MDAX short Ströer Media 612.34 7.080 8.875 7/23/12 7.927 -4,854 5,435 581 121,154  252,423 -31,270 221,154
    FT 30 Man Group 57.44 106.958 99.561 5/14/12 103.259 -5,931 5,719 -212 120,941  246,492 -25,551 220,941
  Buy MDAX long Dürr 352.95 13.838   10/29/12 14.790 4,884        251,376 -30,435  
    FT 30 Ferguson 1.59 3,068.570   6/24/13 3,452.810 4,879        256,255 -35,314  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/13/12 Sell France short Solocal 3.86 1,038.280 2,100.620 4/23/12 1,476.830 -5,701 8,108 2,408 123,349  250,555 -27,206 223,349
    Nordic 30 Nokia 2,245.00 2.220 2.595 5/07/12 2.400 -5,388 5,825 437 123,786  245,167 -21,381 223,786
    Topix (FRA) Mazda Motor 764.40 4.800 8.694 3/19/12 6.460 -4,938 6,646 1,708 125,494  240,229 -14,735 225,494
  Buy France long Eurofins Scientific 508.74 10.355   4/22/13 15.325 5,268        245,497 -20,003  
    Nordic 30 Pandora 470.68 11.192   6/03/13 26.264 5,268        250,765 -25,271  
    Topix (FRA) Softbank 326.41 16.139   9/03/12 15.996 5,268        256,033 -30,539  
8/20/12 Sell HSI short China Unicom 4,981.91 1.370 1.008 5/21/12 1.189 -5,922 5,021 -901 124,593  250,111 -25,517 224,593
    IBEX 35 Sacyr 1,495.17 1.284 8.553 2/13/12 3.314 -4,955 12,789 7,834 132,427  245,156 -12,729 232,427
    OMXH 25 Outokumpu 526.85 6.980 19.345 4/09/12 11.620 -6,122 10,192 4,070 136,497  239,034 -2,537 236,497
    TSX 60 BlackBerry 585.52 5.638 18.115 4/16/12 10.106 -5,917 10,607 4,690 141,186  233,116 8,070 241,186
    PSI 20 Banco Comercial 8,808.08 0.452 0.960 4/02/12 0.659 -5,801 8,452 2,651 143,837  227,315 16,522 243,837
  Buy HSI long Galaxy Entertainment 2,766.65 2.352   4/22/13 3.135 6,508        233,823 10,014  
    IBEX 35 Grifols 579.00 11.240   11/05/12 13.025 6,508        240,331 3,506  
    OMXH 25 Huhtamäki 547.35 11.890   10/22/12 12.450 6,508        246,839 -3,002  
    TSX 60 Couche-Tard 973.52 6.685   4/22/13 7.405 6,508        253,347 -9,510  
Portfolio market l/s instrument bought pieces buy price 8/20/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 short Bank of Ireland 5/21/12 1134.48 2.610 2.700 2.520 2,961 2,859 -102 -102 2,961 2,859 -13
    Smurfit Kappa   533.51 5.550 6.770 4.330 2,961 2,310 -651 -753 5,922 5,169 -63
  AEX ArcelorMittal 4/09/12 158.07 38.730 38.115 39.355 6,122 6,221 99 -654 12,044 11,390 4
  IBEX 35 long Grifols 8/20/12 579 11.240   6,508 6,508     18,552 17,898  
  Topix (TYO) Subaru 6/11/12 743.12 6.048 6.695 4,494 4,975 481 -173 23,046 22,873 70
  SSE 50 short China Unicom 6/04/12 9731.23 0.506 0.482 0.531 4,924 5,169 245 72 27,970 28,042 26
  HSI long Galaxy Entertainment 8/20/12 2766.65 2.352   6,508 6,508     34,478 34,550  
  HSI-Fin short HK Exchgs & Clrg 5/14/12 522.28 11.356 11.176 11.539 5,931 6,026 96 167 40,409 40,576 6
  BSE Sensex 30 long Hindustan Unilever 1/30/12 691.94 6.061 7.560 4,194 5,231 1,037 1,204 44,603 45,807 49
  STI ThaiBev 7/02/12 23157.4 0.212 0.220 4,914 5,092 178 1,383 49,517 50,900 30
  OMXH 25 Huhtamäki 8/20/12 547.35 11.890   6,508 6,508     56,025 57,408  
  SMI Swiss Re 6/18/12 100.24 46.620 50.704 4,673 5,083 409 1,792 60,698 62,490 63
  Topix (FRA) Softbank 8/13/12 326.41 16.139 15.918 5,268 5,196 -72 1,720 65,966 67,686 -51
  TecDAX short SMA Solar 5/21/12 225.04 26.315 26.700 25.930 5,922 5,835 -87 1,633 71,888 73,521 -6
  HSI-Prop long China Ov Land & Inv 1/16/12 1406.55 1.541 1.911 2,167 2,688 521 2,154 74,055 76,209 44
    China Res Land   1533.86 1.413 1.595 2,168 2,447 280 2,433 76,223 78,656 23
  Nordic 30 Pandora 8/13/12 470.68 11.192 10.711 5,268 5,041 -227 2,207 81,491 83,698 -90
  FT 30 Ferguson 8/06/12 1.59 3,068.570 3,159.837 4,879 5,024 145 2,352 86,370 88,722 115
  Nikkei (FRA) short Nippon Sheet Glass 5/14/12 328.04 9.040 5.940 13.758 2,965 4,513 1,548 3,899 89,335 93,235 378
    Sharp   76.77 38.630 18.120 82.355 2,966 6,322 3,357 7,256 92,301 99,557 1,577
  Nikkei (TYO) Nippon Sheet Glass 7/16/12 630.1 7.629 5.910 9.848 4,807 6,205 1,398 8,654 97,108 105,762 1,333
  Athex LC Public Power 4/16/12 3817.42 1.550 1.275 1.884 5,917 7,193 1,276 9,931 103,025 112,956 76
  OBX 25 REC Silicon 5/14/12 1713.42 3.462 2.631 4.554 5,931 7,802 1,871 11,802 108,956 120,758 178
  OMXS 30 long Electrolux 7/23/12 136.95 17.722 18.902 2,427 2,589 162 11,964 111,383 123,347 132
    Swedbank   176.01 13.789 12.873 2,427 2,266 -161 11,802 113,810 125,612 -59
Portfolio market l/s instrument bought pieces buy price 8/20/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXC 20 Genmab 7/16/12 567.61 8.469 9.334 4,807 5,298 491 12,293 118,617 130,910 176
  TSX 60 Couche-Tard 8/20/12 973.52 6.685   6,508 6,508     125,125 137,418  
  CAC Mid 60 short Vallourec 5/14/12 4.29 1,382.400 1,538.200 1,226.600 5,931 5,262 -668 11,625 131,055 142,680 -36
  SDAX Klöckner 5/21/12 755.94 7.834 7.601 8.074 5,922 6,104 182 11,807 136,977 148,784 13
  Indices Athex Large Cap   2.92 2,028.100 2,268.200 1,788.000 5,922 5,221 -701 11,106 142,899 154,005 -40
  BEL 20 long Galapagos 6/25/12 410.12 12.250 14.500 5,024 5,947 923 12,028 147,923 159,952 200
  France Eurofins Scientific 8/13/12 508.74 10.355 10.730 5,268 5,459 191 12,219 153,191 165,410 539
  MIB short UnipolSai 6/27/11 493.96 5.130 0.931 28.267 2,534 13,963 11,429 23,648 155,725 179,373 341
  ATX long Österreichische Post 6/25/12 194.05 25.890 26.270 5,024 5,098 74 23,722 160,749 184,471 10
  ASX 50 James Hardie Ind 1/30/12 727.71 5.763 6.818 4,194 4,961 767 24,489 164,943 189,432 35
  DJ Global Titans Apple 5/28/12 284.35 16.307 19.259 4,637 5,476 839 25,328 169,580 194,908 106
  S&P 100 Biogen 1/09/12 39.77 90.342 117.300 3,593 4,665 1,072 26,400 173,173 199,574 53
  HDAX Dürr 1/23/12 503.67 9.125 13.465 4,596 6,782 2,186 28,586 177,769 206,355 97
  DJTA Delta Air Lines 7/02/12 559.67 8.780 7.669 4,914 4,292 -622 27,964 182,683 210,648 -63
  SP Global 100 Apple 4/30/12 332.76 15.738 19.259 5,237 6,408 1,171 29,136 187,920 217,056 93
  Nasdaq 100 Regeneron 10/10/11 39.25 49.346 110.604 1,937 4,341 2,404 31,540 189,857 221,397 155
  Kospi 50 Amorepacific Group 7/23/12 185.51 26.166 29.444 4,854 5,462 608 32,148 194,711 226,859 366
  DAX Continental 7/16/12 80.74 59.533 69.217 4,807 5,589 782 32,930 199,518 232,448 381
  MDAX Dürr 8/06/12 352.95 13.838 13.465 4,884 4,752 -131 32,799 204,402 237,200 -51
  FTSE Ashtead 7/30/12 14.15 333.248 339.908 4,715 4,810 94 32,893 209,117 242,010 41
  Europe 50 Roche 12/19/11 19.9 129.719 145.200 2,581 2,889 308 33,201 211,699 244,900 18
  BSE Sensex 50 Eicher Motors 10/24/11 825.63 2.335 3.242 1,928 2,677 749 33,950 213,627 247,577 49
  QIX Freenet 1/23/12 437.09 10.515 12.210 4,596 5,337 741 34,691 218,223 252,913 30
  DJIA Visa 12/19/11 136.64 18.897 25.975 2,582 3,549 967 35,658 220,805 256,463 61
  Euro 50 ASML 1/09/12 55.45 32.400 46.900 1,797 2,601 804 36,462 222,601 259,063 83
Portfolio market l/s instrument bought pieces buy price 8/20/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
    Anheuser-Busch InBev   37.83 47.495 66.160 1,797 2,503 706 37,168 224,398 261,566 72
  Germany short SolarWorld 5/14/12 25.07 236.550 170.400 328.380 5,930 8,232 2,302 39,470 230,328 269,799 239
  HSI-C&I Citic Pacific 5/21/12 4999.16 1.185 1.165 1.205 5,922 6,023 101 39,572 236,250 275,822 7
  MerVal YPF 4/23/12 424.25 13.433 13.607 13.259 5,699 5,625 -74 39,498 241,949 281,447 -4
  SLI Lonza   165.17 34.504 37.507 31.501 5,699 5,203 -496 39,002 247,648 286,650 -24
  GCX REC Silicon   1638.26 3.479 2.631 4.599 5,699 7,534 1,835 40,837 253,347 294,185 135
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,134.48 2.490 2.736 5/21/12 2.610 -2,961 3,104 143 143,980  250,386 -6,406 243,980
      Smurfit Kappa 533.51 6.550 4.550 5/21/12 5.550 -2,961 2,427 -534 143,447  247,425 -3,979 243,447
    MerVal YPF 424.25 14.446 12.421 4/23/12 13.433 -5,699 5,269 -430 143,017  241,726 1,291 243,017
  Buy ISEQ 20 long Kerry 81.25 37.580   6/17/13 42.250 3,053        244,780 -1,763  
      Smurfit Kappa 466.18 6.550   6/17/13 12.270 3,053        247,833 -4,816  
9/03/12 Sell S&P 100 long Biogen 39.77 116.954   1/09/12 90.342 -3,593 4,651 1,058 144,075  244,240 -165 244,075
    AEX short ArcelorMittal 158.07 35.565 42.177 4/09/12 38.730 -6,122 6,667 545 144,620  238,118 6,502 244,620
    OBX 25 REC Silicon 1,713.42 2.359 5.080 5/14/12 3.462 -5,931 8,704 2,773 147,393  232,187 15,206 247,393
    Athex LC Public Power 3,817.42 1.330 1.806 4/16/12 1.550 -5,917 6,896 979 148,372  226,270 22,101 248,372
    Topix (FRA) long Softbank 326.41 15.996   8/13/12 16.139 -5,268 5,221 -47 148,325  221,002 27,323 248,325
  Buy S&P 100 short HP 510.03 13.511   9/17/12 13.872 6,891        227,893 20,432  
    OBX 25 long Grieg Seafood 5,024.79 1.371   1/07/13 1.707 6,891        234,784 13,541  
    Athex LC Alpha Bank 102.85 67.000   3/25/13 37.850 6,891        241,675 6,650  
    MerVal short Pampa Energía 40,993.46 0.168   9/10/12 0.164 6,891        248,566 -241  
    Topix (FRA) Kansai Electric Pwr 1,208.52 5.702   3/11/13 6.145 6,891        255,457 -7,132  
9/10/12 Sell Germany short SolarWorld 25.07 182.550 306.524 5/14/12 236.550 -5,930 7,685 1,754 150,079  249,527 552 250,079
    MerVal Pampa Energía 40,993.46 0.164 0.172 9/03/12 0.168 -6,891 7,063 172 150,251  242,636 7,615 250,251
    CAC Mid 60 Vallourec 4.29 1,453.800 1,311.000 5/14/12 1,382.400 -5,931 5,624 -306 149,945  236,706 13,240 249,945
    Indices Athex Large Cap 2.92 2,671.700 1,384.500 5/21/12 2,028.100 -5,922 4,043 -1,879 148,066  230,783 17,282 248,066
  Buy Germany long ADLER Real Estate 5,621.19 1.180   6/24/13 2.050 6,633        237,416 10,649  
    CAC Mid 60 Eurofins Scientific 603.00 11.000   4/22/13 15.325 6,633        244,049 4,016  
    Indices OMXC 20 99.89 66.404   6/17/13 70.001 6,633        250,683 -2,617  
9/17/12 Sell S&P 100 short HP 510.03 13.872 13.150 9/03/12 13.511 -6,891 6,707 -184 147,882  243,792 4,090 247,882
    HSI-Fin HK Exchgs & Clrg 522.28 11.718 10.994 5/14/12 11.356 -5,931 5,742 -189 147,692  237,861 9,832 247,692
    HSI-C&I Citic Pacific 4,999.16 0.959 1.464 5/21/12 1.185 -5,922 7,317 1,395 149,088  231,939 17,149 249,088
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA long Delta Air Lines 559.67 7.031   7/02/12 8.780 -4,914 3,935 -979 148,109  227,025 21,084 248,109
  Buy S&P 100 Gilead Sciences 268.49 25.063   10/13/14 79.611 6,729        233,754 14,355  
    CAC 40 Credit Agricole 1,124.50 5.984   9/24/12 5.714 6,729        240,483 7,626  
    HSI-Fin Bank of China (HK) 2,819.26 2.387   5/13/13 2.748 6,729        247,212 897  
    HSI-C&I Galaxy Entertainment 2,768.00 2.431   4/08/13 3.018 6,729        253,941 -5,832  
    DJTA short Expeditors Wash 229.55 29.314   9/24/12 28.398 6,729        260,670 -12,561  
9/24/12 Sell CAC 40 long Credit Agricole 1,124.50 5.714   9/17/12 5.984 -6,729 6,425 -304 147,805  253,941 -6,135 247,805
    DJTA short Expeditors Wash 229.55 28.398 30.259 9/17/12 29.314 -6,729 6,946 217 148,022  247,212 811 248,022
  Buy   long Avis Budget 500.84 12.419   7/20/15 38.916 6,220        253,432 -5,409  
10/01/12 Buy CAC Next 20 short Hermes International 28.68 211.450   12/10/12 235.500 6,064        259,496 -11,474  
10/15/12 Buy AEX short KPN 1,630.72 3.626   2/02/15 2.756 5,913        265,409 -17,387  
    MerVal Pampa Energía 39,210.88 0.151   10/22/12 0.141 5,913        271,322 -23,300  
10/22/12 Sell BEL 20 long Galapagos 410.12 16.900   6/25/12 12.250 -5,024 6,931 1,907 149,929  266,298 -16,369 249,929
    OMXH 25 Huhtamäki 547.35 12.450   8/20/12 11.890 -6,508 6,815 307 150,236  259,790 -9,554 250,236
    MerVal short Pampa Energía 39,210.88 0.141 0.161 10/15/12 0.151 -5,913 6,329 416 150,652  253,877 -3,226 250,652
    DJ Global Titans long Apple 284.35 17.386   5/28/12 16.307 -4,637 4,944 307 150,958  249,240 1,718 250,958
  Buy BEL 20 short Bekaert 292.68 21.580   11/12/12 21.290 6,316        255,556 -4,598  
    OMXH 25 Outokumpu 976.20 6.470   11/05/12 6.200 6,316        261,872 -10,914  
    DJ Global Titans Telefónica 601.52 10.500   10/29/12 10.070 6,316        268,188 -17,230  
10/29/12 Sell MDAX long Dürr 352.95 14.790   8/06/12 13.838 -4,884 5,220 336 151,295  263,304 -12,010 251,295
    SDAX short Klöckner 755.94 7.058 8.695 5/21/12 7.834 -5,922 6,573 651 151,946  257,382 -5,437 251,946
    DJ Global Titans Telefónica 601.52 10.070 10.948 10/22/12 10.500 -6,316 6,586 270 152,215  251,066 1,149 252,215
  Buy MDAX Ströer Media 955.35 6.630   1/14/13 6.901 6,334        257,400 -5,185  
    SDAX long ADLER Real Estate 4,008.86 1.580   11/26/12 1.285 6,334        263,734 -11,519  
    MerVal short Pampa Energía 43,743.09 0.145   12/24/12 0.147 6,334        270,068 -17,853  
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 long Bank of America 879.28 7.204   12/16/13 11.075 6,334        276,402 -24,187  
11/05/12 Sell MIB short UnipolSai 493.96 0.935 28.146 6/27/11 5.130 -2,534 13,903 11,369 163,585  273,868 -10,284 263,585
    IBEX 35 long Grifols 579.00 13.025   8/20/12 11.240 -6,508 7,541 1,034 164,618  267,360 -2,742 264,618
    OMXH 25 short Outokumpu 976.20 6.200 6.752 10/22/12 6.470 -6,316 6,591 275 164,893  261,044 3,849 264,893
  Buy MIB long Azimut 722.06 9.304   8/04/14 18.460 6,718        267,762 -2,869  
    OMXH 25 Konecranes 266.06 25.250   11/12/12 24.380 6,718        274,480 -9,587  
11/12/12 Sell BEL 20 short Bekaert 292.68 21.290 21.874 10/22/12 21.580 -6,316 6,402 86 164,979  268,164 -3,185 264,979
    OMXH 25 long Konecranes 266.06 24.380   11/05/12 25.250 -6,718 6,487 -231 164,748  261,446 3,301 264,748
  Buy BEL 20 Galapagos 396.27 16.910   6/24/13 14.210 6,701        268,147 -3,399  
    OMXH 25 short Outokumpu 1,043.77 6.420   12/31/12 7.400 6,701        274,848 -10,100  
11/19/12 Sell SMI long Swiss Re 100.24 54.864   6/18/12 46.620 -4,673 5,500 826 165,574  270,175 -4,601 265,574
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.143 8.148 7/16/12 7.629 -4,807 5,134 327 165,901  265,368 533 265,901
  Buy PSI 20 Impresa 22,965.52 0.290   12/17/12 0.300 6,660        272,028 -6,127  
    SMI Julius Bär 254.97 26.121   12/17/12 27.324 6,660        278,688 -12,787  
    Nikkei (TYO) long Subaru 814.61 8.176   10/07/13 20.003 6,660        285,348 -19,447  
11/26/12 Sell SDAX long ADLER Real Estate 4,008.86 1.285   10/29/12 1.580 -6,334 5,151 -1,183 164,719  279,014 -14,295 264,719
    SLI short Lonza 165.17 36.099 32.909 4/23/12 34.504 -5,699 5,436 -263 164,455  273,315 -8,860 264,455
  Buy SDAX Deutz 1,965.85 3.250   12/10/12 3.138 6,389        279,704 -15,249  
    SLI long Swiss Life 61.30 104.219   6/24/13 120.698 6,389        286,093 -21,637  
12/10/12 Sell SSE 50 short China Unicom 9,731.23 0.413 0.620 6/04/12 0.506 -4,924 6,029 1,105 165,560  281,169 -15,609 265,560
    SDAX Deutz 1,965.85 3.138 3.366 11/26/12 3.250 -6,389 6,617 228 165,788  274,780 -8,992 265,788
    CAC Next 20 Hermes International 28.68 235.500 187.400 10/01/12 211.450 -6,064 5,375 -690 165,098  268,715 -3,617 265,098
  Buy SSE 50 long China Rwy Constr 9,129.89 0.716   4/29/13 0.634 6,537        275,252 -10,154  
    CAC 40 Societe Generale 226.86 28.815   1/14/13 34.140 6,537        281,789 -16,691  
    SDAX ADLER Real Estate 4,669.29 1.400   6/10/13 2.099 6,537        288,326 -23,228  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/17/12 Sell PSI 20 short Impresa 22,965.52 0.300 0.280 11/19/12 0.290 -6,660 6,430 -230 164,868  281,666 -16,798 264,868
    SMI Julius Bär 254.97 27.324 24.917 11/19/12 26.121 -6,660 6,353 -307 164,561  275,006 -10,445 264,561
  Buy   long Richemont 105.99 59.929   10/14/13 74.199 6,352        281,358 -16,797  
12/24/12 Sell MerVal short Pampa Energía 43,743.09 0.147 0.143 10/29/12 0.145 -6,334 6,242 -92 164,470  275,024 -10,554 264,470
  Buy   long Gr Fin Galicia 9,100.95 0.697   5/27/13 0.697 6,347        281,371 -16,901  
12/31/12 Sell OMXH 25 short Outokumpu 1,043.77 7.400 5.440 11/12/12 6.420 -6,701 5,678 -1,023 163,447  274,670 -11,223 263,447
  Buy   long Orion 284.01 22.200   3/18/13 22.000 6,305        280,975 -17,528  
1/07/13 Sell OBX 25 long Grieg Seafood 5,024.79 1.707   9/03/12 1.371 -6,891 8,576 1,685 165,132  274,084 -8,953 265,132
    Nikkei (FRA) short Nippon Sheet Glass 328.04 9.100 8.980 5/14/12 9.040 -2,965 2,946 -20 165,112  271,119 -6,007 265,112
      Sharp 76.77 23.550 63.366 5/14/12 38.630 -2,966 4,865 1,899 167,011  268,153 -1,142 267,011
  Buy IBEX 35 long Mediaset Esp 1,166.78 5.696   2/04/13 5.150 6,646        274,799 -7,788  
    OBX 25 short REC Silicon 3,687.51 1.802   1/21/13 1.488 6,646        281,445 -14,434  
    Nikkei (FRA) long Subaru 335.66 9.900   1/14/13 9.907 3,323        284,768 -17,757  
      Shinsei Bank 213.01 15.600   1/14/13 13.840 3,323        288,091 -21,080  
1/14/13 Sell CAC 40 long Societe Generale 226.86 34.140   12/10/12 28.815 -6,537 7,745 1,208 168,219  281,554 -13,335 268,219
    MDAX short Ströer Media 955.35 6.901 6.359 10/29/12 6.630 -6,334 6,075 -259 167,960  275,220 -7,260 267,960
    Nikkei (FRA) long Subaru 335.66 9.907   1/07/13 9.900 -3,323 3,325 2 167,962  271,897 -3,935 267,962
      Shinsei Bank 213.01 13.840   1/07/13 15.600 -3,323 2,948 -375 167,587  268,574 -987 267,587
  Buy CAC 40 short Engie 431.95 15.430   1/28/13 15.390 6,665        275,239 -7,652  
    Nikkei (FRA) Screen 171.03 19.485   2/11/13 16.805 3,333        278,572 -10,984  
1/21/13 Sell OBX 25 short REC Silicon 3,687.51 1.488 2.182 1/07/13 1.802 -6,646 8,048 1,402 168,989  271,926 -2,936 268,989
  Buy   long Grieg Seafood 3,830.34 1.736   1/28/13 1.688 6,651        278,577 -9,587  
1/28/13 Sell CAC 40 short Engie 431.95 15.390 15.470 1/14/13 15.430 -6,665 6,682 17 169,006  271,912 -2,905 269,006
    OBX 25 long Grieg Seafood 3,830.34 1.688   1/21/13 1.736 -6,651 6,466 -185 168,821  265,261 3,561 268,821
  Buy CAC 40 Credit Agricole 877.22 7.762   2/11/13 7.414 6,809        272,070 -3,248  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short REC Silicon 4,401.99 1.547   2/25/13 1.312 6,809        278,879 -10,057  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,166.78 5.150   1/07/13 5.696 -6,646 6,009 -637 168,184  272,233 -4,048 268,184
2/11/13 Sell CAC 40 long Credit Agricole 877.22 7.414   1/28/13 7.762 -6,809 6,504 -305 167,879  265,424 2,455 267,879
    Nikkei (FRA) short Screen 171.03 16.805 22.592 1/14/13 19.485 -3,333 3,864 531 168,411  262,091 6,319 268,411
    GCX REC Silicon 1,638.26 1.027 11.783 4/23/12 3.479 -5,699 19,304 13,605 182,015  256,392 25,623 282,015
  Buy CAC 40 Orange 975.52 7.883   2/25/13 7.479 7,690        264,082 17,933  
    ÖkoDAX (deprecated) long PNE Wind 2,756.27 2.790   4/29/13 2.700 7,690        271,772 10,243  
    Nikkei (FRA) Subaru 356.02 10.800   8/26/13 18.441 3,845        275,617 6,398  
      Mazda Motor 308.96 12.445   8/26/13 15.485 3,845        279,462 2,553  
    GCX SunPower 1,088.82 7.063   11/25/13 21.795 7,690        287,152 -5,137  
2/18/13 Buy GEX long MBB 374.11 18.500   4/22/13 17.650 6,921        294,073 -12,058  
2/25/13 Sell CAC 40 short Orange 975.52 7.479 8.309 2/11/13 7.883 -7,690 8,105 415 182,431  286,383 -3,952 282,431
    OBX 25 REC Silicon 4,401.99 1.312 1.824 1/28/13 1.547 -6,809 8,031 1,222 183,652  279,574 4,078 283,652
  Buy CAC 40 long Credit Agricole 962.27 7.475   4/22/13 6.300 7,193        286,767 -3,115  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        293,960 -10,308  
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,208.52 6.145 5.259 9/03/12 5.702 -6,891 6,356 -535 183,117  287,069 -3,952 283,117
  Buy   long Mazda Motor 564.87 12.355   4/01/13 11.250 6,979        294,048 -10,931  
3/18/13 Sell OMXH 25 long Orion 284.01 22.000   12/31/12 22.200 -6,305 6,248 -57 183,060  287,743 -4,683 283,060
  Buy   short Outokumpu 1,260.69 5.520   9/16/13 4.600 6,959        294,702 -11,642  
3/25/13 Sell Athex LC long Alpha Bank 102.85 37.850   9/03/12 67.000 -6,891 3,893 -2,998 180,062  287,811 -7,749 280,062
  Buy   short Eurobank Ergasias 26.18 260.000   9/30/13 50.000 6,807        294,618 -14,556  
4/01/13 Sell Topix (FRA) long Mazda Motor 564.87 11.250   3/11/13 12.355 -6,979 6,355 -624 179,438  287,639 -8,201 279,438
  Buy   short Nidec 619.04 10.953   4/15/13 10.948 6,780        294,419 -14,981  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,768.00 3.018   9/17/12 2.431 -6,729 8,355 1,626 181,064  287,690 -6,626 281,064
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 180,767  280,497 271 280,767
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Nidec 619.04 10.948 10.957 4/01/13 10.953 -6,780 6,783 3 180,770  273,717 7,053 280,770
  Buy OBX 25 Frontline 970.61 7.413   10/21/13 8.829 7,195        280,912 -142  
    Topix (FRA) long Mazda Motor 614.69 11.705   6/03/13 14.600 7,195        288,107 -7,337  
4/22/13 Sell France long Eurofins Scientific 508.74 15.325   8/13/12 10.355 -5,268 7,796 2,528 183,299  282,839 460 283,299
    HSI Galaxy Entertainment 2,766.65 3.135   8/20/12 2.352 -6,508 8,673 2,165 185,463  276,331 9,132 285,463
    CAC 40 Credit Agricole 962.27 6.300   2/25/13 7.475 -7,193 6,062 -1,131 184,333  269,138 15,195 284,333
    TSX 60 Couche-Tard 973.52 7.405   8/20/12 6.685 -6,508 7,209 701 185,033  262,630 22,403 285,033
    CAC Mid 60 Eurofins Scientific 603.00 15.325   9/10/12 11.000 -6,633 9,241 2,608 187,641  255,997 31,644 287,641
    GEX MBB 374.11 17.650   2/18/13 18.500 -6,921 6,603 -318 187,323  249,076 38,247 287,323
  Buy France short ArcelorMittal 309.63 26.286   5/06/13 29.061 8,139        257,215 30,109  
    HSI China Shenhua HK 3,199.04 2.544   9/16/13 2.475 8,139        265,354 21,970  
    CAC 40 ArcelorMittal 309.63 26.286   8/05/13 28.620 8,139        273,493 13,831  
    TSX 60 Barrick Gold 562.72 14.464   9/30/13 13.729 8,139        281,632 5,692  
    CAC Mid 60 CGG 16.35 497.920   4/29/13 532.320 8,141        289,773 -2,449  
    GEX YOC 1,612.00 5.049   9/23/13 2.219 8,139        297,912 -10,588  
4/29/13 Sell SSE 50 long China Rwy Constr 9,129.89 0.634   12/10/12 0.716 -6,537 5,791 -746 186,577  291,375 -4,797 286,577
    ÖkoDAX (deprecated) PNE Wind 2,756.27 2.700   2/11/13 2.790 -7,690 7,442 -248 186,329  283,685 2,645 286,329
    CAC Mid 60 short CGG 16.35 532.320 463.520 4/22/13 497.920 -8,141 7,579 -562 185,767  275,544 10,223 285,767
  Buy SSE 50 China Northern Rare 3,259.47 2.270   5/06/13 2.286 7,399        282,943 2,824  
    ÖkoDAX (deprecated) SolarWorld 69.77 106.050   4/13/15 14.550 7,399        290,342 -4,575  
5/06/13 Sell France short ArcelorMittal 309.63 29.061 23.511 4/22/13 26.286 -8,139 7,280 -859 184,908  282,203 2,705 284,908
    SSE 50 China Northern Rare 3,259.47 2.286 2.254 4/29/13 2.270 -7,399 7,347 -52 184,855  274,804 10,051 284,855
  Buy   long China Minsheng Bk 7,010.94 1.052   5/13/13 1.064 7,372        282,176 2,679  
5/13/13 Sell   long China Minsheng Bk 7,010.94 1.064   5/06/13 1.052 -7,372 7,461 89 184,944  274,804 10,140 284,944
    HSI-Fin Bank of China (HK) 2,819.26 2.748   9/17/12 2.387 -6,729 7,746 1,017 185,961  268,075 17,886 285,961
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Northern Rare 3,207.91 2.368   11/04/13 2.137 7,596        275,671 10,290  
    HSI-Fin Ping An 2,535.38 2.996   10/14/13 2.804 7,596        283,267 2,694  
5/27/13 Sell MerVal long Gr Fin Galicia 9,100.95 0.697   12/24/12 0.697 -6,347 6,341 -6 185,955  276,920 9,035 285,955
  Buy   short Pampa Energía 45,294.84 0.163   6/10/13 0.158 7,374        284,294 1,661  
6/03/13 Sell Nordic 30 long Pandora 470.68 26.264   8/13/12 11.192 -5,268 12,362 7,094 193,049  279,026 14,023 293,049
    Topix (FRA) Mazda Motor 614.69 14.600   4/15/13 11.705 -7,195 8,974 1,780 194,829  271,831 22,997 294,829
  Buy Nordic 30 short Equinor 458.18 17.340   7/29/13 16.264 7,945        279,776 15,052  
    Topix (FRA) Inpex 998.99 7.953   11/18/13 8.519 7,945        287,721 7,107  
6/10/13 Sell SDAX long ADLER Real Estate 4,669.29 2.099   12/10/12 1.400 -6,537 9,801 3,264 198,092  281,184 16,908 298,092
    HSI-Prop China Ov Land & Inv 1,406.55 2.124   1/16/12 1.541 -2,167 2,987 820 198,912  279,017 19,896 298,912
      China Res Land 1,533.86 2.183   1/16/12 1.413 -2,168 3,348 1,180 200,092  276,849 23,243 300,092
    MerVal short Pampa Energía 45,294.84 0.158 0.168 5/27/13 0.163 -7,374 7,591 217 200,310  269,475 30,835 300,310
    STI long ThaiBev 23,157.40 0.382   7/02/12 0.212 -4,914 8,837 3,923 204,233  264,561 39,672 304,233
  Buy France short ArcelorMittal 304.96 28.191   7/08/13 26.415 8,597        273,158 31,074  
    SDAX Hypoport 1,149.33 7.480   9/30/13 8.120 8,597        281,755 22,477  
    HSI-Prop Hang Lung 1,673.74 2.568   11/18/13 2.531 4,299        286,054 18,179  
      Sino Land 3,994.52 1.076   11/18/13 1.043 4,299        290,352 13,880  
    MerVal long Telecom Argentina 2,269.66 3.788   6/17/13 3.268 8,597        298,949 5,283  
    CAC Mid 60 short CGG 15.32 561.120   8/05/13 575.840 8,596        307,546 -3,313  
6/17/13 Sell ISEQ 20 long Kerry 81.25 42.250   8/27/12 37.580 -3,053 3,433 379 204,612  304,492 120 304,612
      Smurfit Kappa 466.18 12.270   8/27/12 6.550 -3,053 5,720 2,667 207,279  301,439 5,840 307,279
    MerVal Telecom Argentina 2,269.66 3.268   6/10/13 3.788 -8,597 7,417 -1,180 206,099  292,842 13,257 306,099
    Indices OMXC 20 99.89 70.001   9/10/12 66.404 -6,633 6,992 359 206,458  286,209 20,250 306,458
  Buy ISEQ 20 short C&C Group 964.68 4.233   7/29/13 4.100 4,083        290,292 16,166  
      CRH 261.24 15.631   7/29/13 15.994 4,083        294,376 12,083  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 long Teixeira Duarte 15,124.07 0.540   6/24/13 0.570 8,167        302,543 3,916  
    MerVal short Comercial del Plata 116,173.54 0.070   8/12/13 0.067 8,167        310,710 -4,251  
6/24/13 Sell Germany long ADLER Real Estate 5,621.19 2.050   9/10/12 1.180 -6,633 11,523 4,890 211,349  304,077 7,272 311,349
    BEL 20 Galapagos 396.27 14.210   11/12/12 16.910 -6,701 5,631 -1,070 210,279  297,376 12,903 310,279
    PSI 20 Teixeira Duarte 15,124.07 0.570   6/17/13 0.540 -8,167 8,621 454 210,733  289,209 21,524 310,733
    OMXC 20 Genmab 567.61 22.604   7/16/12 8.469 -4,807 12,830 8,023 218,756  284,402 34,354 318,756
    OMXS 30 Electrolux 136.95 19.030   7/23/12 17.722 -2,427 2,606 179 218,935  281,975 36,960 318,935
      Swedbank 176.01 16.871   7/23/12 13.789 -2,427 2,969 543 219,478  279,548 39,930 319,478
    FT 30 Ferguson 1.59 3,452.810   8/06/12 3,068.570 -4,879 5,490 611 220,089  274,669 45,420 320,089
    SLI Swiss Life 61.30 120.698   11/26/12 104.219 -6,389 7,399 1,010 221,099  268,280 52,819 321,099
  Buy Germany short SolarWorld 101.65 91.950   7/29/13 77.250 9,347        277,627 43,472  
    MDAX Salzgitter 367.92 25.405   7/01/13 25.340 9,347        286,974 34,125  
    BEL 20 Aperam 1,123.44 8.320   7/15/13 8.461 9,347        296,321 24,778  
    OMXC 20 FLSmidth 266.81 35.032   7/01/13 34.376 9,347        305,668 15,431  
    OMXS 30 Boliden 489.41 9.549   7/08/13 9.256 4,673        310,341 10,757  
      Tele2 532.40 8.778   7/08/13 9.227 4,673        315,015 6,084  
    FT 30 Man Group 98.13 95.252   7/01/13 100.211 9,347        324,362 -3,263  
    SLI Kühne & Nagel 115.19 81.145   7/08/13 90.725 9,347        333,709 -12,610  
    BAX SFC Energy 1,967.79 4.750   7/01/13 4.650 9,347        343,056 -21,957  
7/01/13 Sell MDAX short Salzgitter 367.92 25.340 25.470 6/24/13 25.405 -9,347 9,371 24 221,123  333,709 -12,586 321,123
    OMXC 20 FLSmidth 266.81 34.376 35.701 6/24/13 35.032 -9,347 9,525 178 221,301  324,362 -3,061 321,301
    FT 30 Man Group 98.13 100.211 90.294 6/24/13 95.252 -9,347 8,861 -487 220,815  315,015 5,800 320,815
    BAX SFC Energy 1,967.79 4.650 4.852 6/24/13 4.750 -9,347 9,548 201 221,016  305,668 15,348 321,016
  Buy MDAX long Dürr 350.41 23.998   7/28/14 30.355 8,409        314,077 6,939  
    OMXC 20 Vestas Wind Systems 3,895.76 2.159   9/01/14 6.373 8,409        322,486 -1,470  
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 112.31 74.871   9/09/13 90.907 8,409        330,895 -9,879  
    BAX Morphosys 190.49 44.145   4/14/14 58.270 8,409        339,304 -18,288  
7/08/13 Sell France short ArcelorMittal 304.96 26.415 30.086 6/10/13 28.191 -8,597 9,175 578 221,594  330,707 -9,113 321,594
    OMXS 30 Boliden 489.41 9.256 9.852 6/24/13 9.549 -4,673 4,822 148 221,742  326,033 -4,291 321,742
      Tele2 532.40 9.227 8.329 6/24/13 8.778 -4,673 4,434 -239 221,503  321,360 143 321,503
    SLI Kühne & Nagel 115.19 90.725 71.565 6/24/13 81.145 -9,347 8,244 -1,104 220,399  312,013 8,387 320,399
  Buy OMXS 30 long Nokia 1,290.02 3.186   10/13/14 6.407 4,109        316,122 4,277  
      Kinnevik 187.93 21.868   10/13/14 22.475 4,110        320,232 168  
    SLI Lonza 136.53 60.201   8/12/13 56.494 8,219        328,451 -8,052  
7/15/13 Sell BEL 20 short Aperam 1,123.44 8.461 8.179 6/24/13 8.320 -9,347 9,189 -158 220,241  319,104 1,137 320,241
  Buy   long KBC 256.27 31.350   10/13/14 40.740 8,034        327,138 -6,897  
7/29/13 Sell Germany short SolarWorld 101.65 77.250 109.447 6/24/13 91.950 -9,347 11,125 1,779 222,020  317,791 4,228 322,020
    ATX long Österreichische Post 194.05 31.600   6/25/12 25.890 -5,024 6,132 1,108 223,128  312,767 10,360 323,128
    ISEQ 20 short C&C Group 964.68 4.100 4.370 6/17/13 4.233 -4,083 4,216 132 223,260  308,684 14,576 323,260
      CRH 261.24 15.994 15.268 6/17/13 15.631 -4,083 3,989 -95 223,165  304,600 18,565 323,165
    Nordic 30 Equinor 458.18 16.264 18.488 6/03/13 17.340 -7,945 8,471 526 223,691  296,655 27,036 323,691
  Buy ATX Raiffeisen Bank Int 379.81 23.085   10/21/13 25.350 8,768        305,423 18,268  
    ISEQ 20 long FBD 281.03 15.600   8/05/13 16.650 4,384        309,807 13,884  
      Smurfit Kappa 306.57 14.300   8/05/13 15.150 4,384        314,191 9,500  
    Nordic 30 Pandora 305.30 28.719   4/28/14 46.257 8,768        322,959 732  
8/05/13 Sell CAC 40 short ArcelorMittal 309.63 28.620 23.952 4/22/13 26.286 -8,139 7,416 -723 222,969  314,820 8,148 322,969
    ISEQ 20 long FBD 281.03 16.650   7/29/13 15.600 -4,384 4,679 295 223,264  310,436 12,827 323,264
      Smurfit Kappa 306.57 15.150   7/29/13 14.300 -4,384 4,645 261 223,524  306,052 17,472 323,524
    CAC Mid 60 short CGG 15.32 575.840 546.400 6/10/13 561.120 -8,596 8,371 -226 223,299  297,456 25,843 323,299
  Buy ISEQ 20 C&C Group 1,053.85 4.141   9/09/13 4.285 4,364        301,820 21,479  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Flutter 71.54 61.000   9/09/13 61.200 4,364        306,184 17,115  
8/12/13 Sell MerVal short Comercial del Plata 116,173.54 0.067 0.074 6/17/13 0.070 -8,167 8,574 407 223,705  298,017 25,688 323,705
    SLI long Lonza 136.53 56.494   7/08/13 60.201 -8,219 7,713 -506 223,199  289,798 33,402 323,199
  Buy MerVal Telecom Argentina 2,114.86 4.215   2/10/14 2.998 8,915        298,713 24,487  
    Indices Merval 17.78 501.316   8/04/14 750.468 8,913        307,626 15,573  
8/26/13 Sell Nikkei (FRA) long Subaru 356.02 18.441   2/11/13 10.800 -3,845 6,565 2,720 225,920  303,781 22,139 325,920
      Mazda Motor 308.96 15.485   2/11/13 12.445 -3,845 4,784 939 226,859  299,936 26,923 326,859
  Buy PSI 20 Teixeira Duarte 13,200.00 0.670   9/02/13 0.650 8,844        308,780 18,079  
    Nikkei (FRA) short Nikon 336.27 13.150   9/09/13 12.596 4,422        313,202 13,657  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,200.00 0.650   8/26/13 0.670 -8,844 8,580 -264 226,595  304,358 22,237 326,595
9/09/13 Sell ISEQ 20 short C&C Group 1,053.85 4.285 3.997 8/05/13 4.141 -4,364 4,212 -152 226,443  299,994 26,449 326,443
      Flutter 71.54 61.200 60.800 8/05/13 61.000 -4,364 4,350 -14 226,429  295,630 30,799 326,429
    FT 30 long Lloyds Bank 112.31 90.907   7/01/13 74.871 -8,409 10,210 1,801 228,230  287,221 41,009 328,230
    Nikkei (FRA) short Nikon 336.27 12.596 13.728 8/26/13 13.150 -4,422 4,616 195 228,424  282,799 45,625 328,424
  Buy IBEX 35 long Siemens Gamesa 1,738.10 5.380   12/16/13 7.030 9,351        292,150 36,274  
    ISEQ 20 Bank of Ireland 660.38 7.080   10/14/13 6.960 4,675        296,826 31,599  
      Smurfit Kappa 293.13 15.950   10/14/13 17.020 4,675        301,501 26,923  
    PSI 20 Impresa 13,751.47 0.680   9/16/13 0.670 9,351        310,852 17,572  
    FT 30 short Man Group 88.69 105.435   10/14/13 92.741 9,351        320,203 8,221  
    Nikkei (FRA) long Furukawa Co 279.47 16.730   9/30/13 17.160 4,676        324,879 3,546  
      Tokyo Electric Power 1,195.78 3.910   9/30/13 4.520 4,676        329,554 -1,130  
9/16/13 Sell HSI short China Shenhua HK 3,199.04 2.475 2.615 4/22/13 2.544 -8,139 8,366 227 228,651  321,415 7,236 328,651
    OMXH 25 Outokumpu 1,260.69 4.600 6.624 3/18/13 5.520 -6,959 8,351 1,392 230,043  314,456 15,587 330,043
    PSI 20 long Impresa 13,751.47 0.670   9/09/13 0.680 -9,351 9,213 -138 229,905  305,105 24,800 329,905
  Buy HSI Galaxy Entertainment 1,656.89 5.352   12/23/13 6.370 8,867        313,972 15,933  
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 1,878.60 4.720   10/21/13 5.265 8,867        322,839 7,066  
9/23/13 Sell GEX short YOC 1,612.00 2.219 11.488 4/22/13 5.049 -8,139 18,519 10,380 240,285  314,700 25,585 340,285
  Buy PSI 20 long Teixeira Duarte 13,857.58 0.660   12/09/13 0.920 9,146        323,846 16,439  
    GEX Manz 170.73 53.570   4/14/14 65.730 9,146        332,992 7,293  
9/30/13 Sell SDAX short Hypoport 1,149.33 8.120 6.840 6/10/13 7.480 -8,597 7,861 -736 239,550  324,395 15,155 339,550
    TSX 60 Barrick Gold 562.72 13.729 15.238 4/22/13 14.464 -8,139 8,574 435 239,985  316,256 23,729 339,985
    Athex LC Eurobank Ergasias 26.18 50.000 1,352.000 3/25/13 260.000 -6,807 35,395 28,589 268,574  309,449 59,124 368,574
    Nikkei (FRA) long Furukawa Co 279.47 17.160   9/09/13 16.730 -4,676 4,796 120 268,694  304,774 63,920 368,694
      Tokyo Electric Power 1,195.78 4.520   9/09/13 3.910 -4,676 5,405 729 269,423  300,098 69,325 369,423
  Buy SDAX ADLER Real Estate 3,717.97 2.950   10/14/13 3.079 10,968        311,066 58,357  
    HSI-C&I Galaxy Entertainment 2,119.79 5.174   2/03/14 7.265 10,968        322,034 47,389  
    TSX 60 Bausch Health 142.67 76.879   9/29/14 102.197 10,968        333,003 36,421  
    Athex LC Aegean Airlines 2,611.43 4.200   1/27/14 7.210 10,968        343,971 25,453  
    Nikkei (FRA) short Nikon 419.27 13.080   11/04/13 13.433 5,484        349,455 19,969  
    CAC Next 20 SES 518.58 21.150   10/07/13 21.020 10,968        360,423 9,001  
10/07/13 Sell   short SES 518.58 21.020 21.281 9/30/13 21.150 -10,968 11,036 68 269,491  349,455 20,036 369,491
    Nikkei (TYO) long Subaru 814.61 20.003   11/19/12 8.176 -6,660 16,295 9,635 279,126  342,795 36,331 379,126
  Buy CAC Next 20 EDF 437.12 23.760   10/28/13 25.570 10,386        353,181 25,945  
    Nikkei (TYO) short Nikon 821.00 12.650   10/14/13 13.191 10,386        363,567 15,559  
10/14/13 Sell SDAX long ADLER Real Estate 3,717.97 3.079   9/30/13 2.950 -10,968 11,448 480 279,606  352,599 27,007 379,606
    HSI-Fin short Ping An 2,535.38 2.804 3.201 5/13/13 2.996 -7,596 8,116 520 280,126  345,003 35,123 380,126
    ISEQ 20 long Bank of Ireland 660.38 6.960   9/09/13 7.080 -4,675 4,596 -79 280,046  340,327 39,719 380,046
      Smurfit Kappa 293.13 17.020   9/09/13 15.950 -4,675 4,989 314 280,360  335,652 44,708 380,360
    FT 30 short Man Group 88.69 92.741 119.865 9/09/13 105.435 -9,351 10,631 1,280 281,640  326,301 55,339 381,640
    SMI long Richemont 105.99 74.199   12/17/12 59.929 -6,352 7,864 1,512 283,152  319,949 63,203 383,152
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 821.00 13.191 12.110 10/07/13 12.650 -10,386 9,942 -444 282,708  309,563 73,145 382,708
  Buy HSI-Fin long AIA 3,107.46 3.667   1/06/14 3.604 11,396        320,959 61,749  
    ISEQ 20 short C&C Group 1,356.67 4.200   10/28/13 4.008 5,698        326,657 56,051  
      Flutter 100.04 56.960   10/28/13 56.500 5,698        332,355 50,353  
    FT 30 long ITV 52.30 217.888   12/02/13 228.772 11,396        343,751 38,958  
    Nikkei (TYO) Tokyo Electric Power 2,919.43 3.904   11/04/13 3.961 11,396        355,147 27,562  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.81 25.350 20.820 7/29/13 23.085 -8,768 7,908 -860 281,848  346,379 35,469 381,848
    OMXH 25 long Nokia 1,878.60 5.265   9/16/13 4.720 -8,867 9,891 1,024 282,872  337,512 45,360 382,872
    OBX 25 short Frontline 970.61 8.829 5.997 4/15/13 7.413 -7,195 5,821 -1,374 281,498  330,317 51,181 381,498
  Buy ATX long Wienerberger 827.86 13.065   8/11/14 11.525 10,816        341,133 40,365  
    SDAX ADLER Real Estate 3,617.39 2.990   3/31/14 5.100 10,816        351,949 29,549  
    OMXH 25 short YIT 1,087.04 9.950   10/28/13 10.035 10,816        362,765 18,733  
    OBX 25 long REC Silicon 3,052.00 3.544   12/16/13 2.538 10,816        373,581 7,917  
10/28/13 Sell ISEQ 20 short C&C Group 1,356.67 4.008 4.401 10/14/13 4.200 -5,698 5,971 273 281,771  367,883 13,888 381,771
      Flutter 100.04 56.500 57.424 10/14/13 56.960 -5,698 5,745 46 281,817  362,184 19,632 381,817
    OMXH 25 YIT 1,087.04 10.035 9.865 10/21/13 9.950 -10,816 10,724 -92 281,725  351,368 30,356 381,725
    CAC Next 20 long EDF 437.12 25.570   10/07/13 23.760 -10,386 11,177 791 282,516  340,982 41,533 382,516
  Buy ISEQ 20 Bank of Ireland 690.17 7.680   11/25/13 8.040 5,301        346,283 36,233  
      Smurfit Kappa 307.99 17.210   11/25/13 17.550 5,301        351,583 30,932  
    OMXH 25 Nokia 2,137.30 4.960   11/11/13 5.770 10,601        362,185 20,331  
    CAC Next 20 short STMicroelectronics 1,895.40 5.593   11/11/13 5.653 10,601        372,785 9,730  
11/04/13 Sell SSE 50 short China Northern Rare 3,207.91 2.137 2.623 5/13/13 2.368 -7,596 8,416 820 283,335  365,189 18,146 383,335
    Nikkei (FRA) Nikon 419.27 13.433 12.727 9/30/13 13.080 -5,484 5,336 -148 283,187  359,705 23,482 383,187
    Nikkei (TYO) long Tokyo Electric Power 2,919.43 3.961   10/14/13 3.904 -11,396 11,564 168 283,356  348,309 35,046 383,356
  Buy SSE 50 Shanghai Oriental 2,378.62 4.398   12/23/13 4.388 10,460        358,769 24,586  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Softbank 183.19 28.550   12/16/13 30.884 5,230        363,999 19,356  
      Tokyo Electric Power 1,319.37 3.964   12/16/13 3.730 5,230        369,229 14,126  
    Nikkei (TYO) short Nikon 778.48 13.437   11/18/13 13.220 10,460        379,689 3,666  
11/11/13 Sell OMXH 25 long Nokia 2,137.30 5.770   10/28/13 4.960 -10,601 12,332 1,731 285,087  369,088 15,998 385,087
    CAC Next 20 short STMicroelectronics 1,895.40 5.653 5.533 10/28/13 5.593 -10,601 10,487 -114 284,973  358,488 26,486 384,973
  Buy OMXH 25 Outokumpu 2,938.86 3.500   12/02/13 3.690 10,286        368,774 16,200  
    CAC Next 20 long EDF 397.45 25.880   12/09/13 26.640 10,286        379,060 5,914  
11/18/13 Sell HSI-Prop short Hang Lung 1,673.74 2.531 2.606 6/10/13 2.568 -4,299 4,362 64 285,037  374,761 10,276 385,037
      Sino Land 3,994.52 1.043 1.110 6/10/13 1.076 -4,299 4,436 137 285,174  370,463 14,711 385,174
    Topix (FRA) Inpex 998.99 8.519 7.387 6/03/13 7.953 -7,945 7,380 -565 284,608  362,518 22,091 384,608
    Nikkei (TYO) Nikon 778.48 13.220 13.657 11/04/13 13.437 -10,460 10,632 172 284,780  352,058 32,722 384,780
  Buy HSI-Prop long CK Hutchison 440.31 11.852   2/10/14 10.645 5,219        357,276 27,504  
      China Ov Land & Inv 2,248.67 2.321   2/10/14 1.876 5,218        362,495 22,285  
    Topix (FRA) Softbank 364.37 28.644   11/25/13 31.950 10,437        372,932 11,848  
    Nikkei (TYO) MinebeaMitsumi 2,078.55 5.021   3/03/14 6.187 10,437        383,369 1,411  
11/25/13 Sell ISEQ 20 long Bank of Ireland 690.17 8.040   10/28/13 7.680 -5,301 5,549 248 285,028  378,068 6,960 385,028
      Smurfit Kappa 307.99 17.550   10/28/13 17.210 -5,301 5,405 105 285,133  372,768 12,366 385,133
    Topix (FRA) Softbank 364.37 31.950   11/18/13 28.644 -10,437 11,641 1,204 286,338  362,331 24,007 386,338
    GCX SunPower 1,088.82 21.795   2/11/13 7.063 -7,690 23,731 16,041 302,378  354,641 47,738 402,378
  Buy ISEQ 20 short Flutter 100.34 56.070   12/02/13 56.450 5,626        360,267 42,111  
      Ryanair 964.68 5.832   12/02/13 6.109 5,626        365,893 36,485  
    Topix (FRA) Komatsu 719.30 15.643   6/09/14 16.815 11,252        377,145 25,233  
    GCX Aurubis 265.53 42.375   1/06/14 43.845 11,252        388,396 13,982  
12/02/13 Sell ISEQ 20 short Flutter 100.34 56.450 55.690 11/25/13 56.070 -5,626 5,588 -38 302,340  382,770 19,570 402,340
      Ryanair 964.68 6.109 5.555 11/25/13 5.832 -5,626 5,359 -267 302,073  377,144 24,928 402,073
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 2,938.86 3.690 3.310 11/11/13 3.500 -10,286 9,728 -558 301,514  366,858 34,656 401,514
    FT 30 long ITV 52.30 228.772   10/14/13 217.888 -11,396 11,965 569 302,084  355,463 46,621 402,084
  Buy ISEQ 20 Bank of Ireland 672.48 8.340   4/14/14 8.250 5,608        361,071 41,012  
      Smurfit Kappa 325.32 17.240   4/14/14 17.010 5,609        366,680 35,404  
    OMXH 25 Nokia 1,898.29 5.909   12/09/13 5.850 11,217        377,897 24,187  
12/09/13 Sell   long Nokia 1,898.29 5.850   12/02/13 5.909 -11,217 11,105 -112 301,972  366,680 35,292 401,972
    PSI 20 Teixeira Duarte 13,857.58 0.920   9/23/13 0.660 -9,146 12,749 3,603 305,575  357,534 48,041 405,575
    CAC Next 20 EDF 397.45 26.640   11/11/13 25.880 -10,286 10,588 302 305,877  347,248 58,629 405,877
  Buy OMXH 25 short Metso Outotec 1,733.91 6.697   5/12/14 8.620 11,612        358,860 47,017  
    CAC Next 20 STMicroelectronics 2,130.64 5.450   1/13/14 5.763 11,612        370,472 35,405  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,738.10 7.030   9/09/13 5.380 -9,351 12,219 2,868 308,744  361,121 47,624 408,744
    OBX 25 REC Silicon 3,052.00 2.538   10/21/13 3.544 -10,816 7,745 -3,071 305,673  350,305 55,368 405,673
    Nikkei (FRA) Softbank 183.19 30.884   11/04/13 28.550 -5,230 5,658 428 306,101  345,075 61,026 406,101
      Tokyo Electric Power 1,319.37 3.730   11/04/13 3.964 -5,230 4,921 -309 305,792  339,845 65,947 405,792
    DJ Global Titans Bank of America 879.28 11.075   10/29/12 7.204 -6,334 9,738 3,404 309,196  333,511 75,685 409,196
  Buy IBEX 35 short Acciona 304.88 39.760   1/20/14 48.255 12,122        345,633 63,563  
    OBX 25 TGS-NOPEC 714.23 16.972   12/23/13 17.469 12,122        357,755 51,441  
    Nikkei (FRA) Nitto Denko 209.14 28.981   12/30/13 30.258 6,061        363,816 45,380  
      Pacific Metals 243.81 24.860   12/30/13 26.180 6,061        369,877 39,319  
    CAC Mid 60 Adocia 2,122.94 5.710   12/23/13 5.660 12,122        381,999 27,197  
    DJ Global Titans IBM 93.79 129.242   12/23/13 133.044 12,122        394,121 15,075  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,378.62 4.388   11/04/13 4.398 -10,460 10,438 -22 309,174  383,661 25,513 409,174
    HSI Galaxy Entertainment 1,656.89 6.370   9/16/13 5.352 -8,867 10,555 1,688 310,861  374,794 36,067 410,861
    OBX 25 short TGS-NOPEC 714.23 17.469 16.475 12/16/13 16.972 -12,122 11,767 -355 310,506  362,672 47,834 410,506
    CAC Mid 60 Adocia 2,122.94 5.660 5.760 12/16/13 5.710 -12,122 12,229 107 310,613  350,550 60,063 410,613
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 IBM 93.79 133.044 125.440 12/16/13 129.242 -12,122 11,765 -357 310,256  338,428 71,828 410,256
  Buy SSE 50 Poly Developments 18,810.68 0.641   6/02/14 0.591 12,052        350,480 59,776  
    PSI 20 long Impresa 11,056.88 1.090   5/12/14 1.759 12,052        362,532 47,724  
    OBX 25 DNO International 4,146.71 2.906   2/17/14 2.830 12,052        374,584 35,672  
    FT 30 Int Cons Airlines 25.56 471.516   1/27/14 485.635 12,052        386,636 23,620  
    DJ Global Titans Alphabet A 590.32 20.416   10/27/14 21.652 12,052        398,688 11,568  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 209.14 30.258 27.704 12/16/13 28.981 -6,061 5,794 -267 309,989  392,627 17,363 409,989
      Pacific Metals 243.81 26.180 23.540 12/16/13 24.860 -6,061 5,739 -322 309,668  386,566 23,102 409,668
  Buy   long MinebeaMitsumi 1,025.89 5.273   2/10/14 6.030 5,410        391,975 17,692  
      Softbank 171.05 31.625   2/10/14 27.751 5,409        397,385 12,283  
1/06/14 Sell HSI-Fin long AIA 3,107.46 3.604   10/14/13 3.667 -11,396 11,201 -195 309,472  385,989 23,483 409,472
    GCX short Aurubis 265.53 43.845 40.905 11/25/13 42.375 -11,252 10,862 -390 309,082  374,737 34,345 409,082
  Buy HSI-Fin ICBC 23,625.32 0.469   6/02/14 0.478 11,085        385,822 23,260  
    SLI long Vifor Pharma 149.76 74.020   1/27/14 69.103 11,085        396,907 12,175  
    GCX Vestas Wind Systems 2,221.75 4.989   2/03/14 4.789 11,085        407,992 1,090  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,130.64 5.763 5.137 12/09/13 5.450 -11,612 10,945 -667 308,415  396,380 12,035 408,415
1/20/14 Sell IBEX 35 short Acciona 304.88 48.255 31.265 12/16/13 39.760 -12,122 9,532 -2,590 305,825  384,258 21,567 405,825
  Buy   long Siemens Gamesa 1,263.78 8.454   1/27/14 7.622 10,684        394,942 10,883  
    NZX 50 short Chorus 11,404.78 0.937   6/02/14 1.063 10,684        405,626 199  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,263.78 7.622   1/20/14 8.454 -10,684 9,633 -1,051 304,773  394,942 9,831 404,773
    Athex LC Aegean Airlines 2,611.43 7.210   9/30/13 4.200 -10,968 18,828 7,860 312,634  383,974 28,660 412,634
    FT 30 Int Cons Airlines 25.56 485.635   12/23/13 471.516 -12,052 12,413 361 312,995  371,922 41,073 412,995
    SLI Vifor Pharma 149.76 69.103   1/06/14 74.020 -11,085 10,349 -736 312,258  360,837 51,421 412,258
  Buy IBEX 35 short Repsol 661.40 17.525   2/17/14 17.625 11,591        372,428 39,830  
    Athex LC Eurobank Ergasias 236.55 49.000   5/09/16 0.875 11,591        384,019 28,240  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,119.79 7.265   9/30/13 5.174 -10,968 15,399 4,431 316,690  373,051 43,639 416,690
    GCX Vestas Wind Systems 2,221.75 4.789   1/06/14 4.989 -11,085 10,640 -445 316,245  361,966 54,279 416,245
  Buy FT 30 Int Cons Airlines 23.54 499.638   2/10/14 509.014 11,761        373,727 42,518  
    GCX short Aurubis 289.73 40.600   3/03/14 38.880 11,763        385,490 30,755  
2/10/14 Sell HSI-Prop long CK Hutchison 440.31 10.645   11/18/13 11.852 -5,219 4,687 -531 315,714  380,272 35,442 415,714
      China Ov Land & Inv 2,248.67 1.876   11/18/13 2.321 -5,218 4,218 -1,000 314,714  375,053 39,660 414,714
    MerVal Telecom Argentina 2,114.86 2.998   8/12/13 4.215 -8,915 6,341 -2,574 312,140  366,138 46,002 412,140
    FT 30 Int Cons Airlines 23.54 509.014   2/03/14 499.638 -11,761 11,982 221 312,361  354,377 57,984 412,361
    Nikkei (FRA) MinebeaMitsumi 1,025.89 6.030   12/30/13 5.273 -5,410 6,186 777 313,137  348,967 64,170 413,137
      Softbank 171.05 27.751   12/30/13 31.625 -5,409 4,747 -663 312,475  343,558 68,917 412,475
  Buy HSI-Prop short New World Dev 1,705.02 3.529   7/28/14 3.549 6,017        349,575 62,900  
      The Wharf 3,251.91 1.850   7/28/14 2.205 6,017        355,592 56,883  
    Nikkei (FRA) Hitachi Zosen 1,411.45 4.263   6/30/14 3.700 6,017        361,609 50,866  
      Nitto Denko 192.25 31.297   6/30/14 33.890 6,017        367,626 44,849  
2/17/14 Sell IBEX 35 short Repsol 661.40 17.625 17.425 1/27/14 17.525 -11,591 11,525 -66 312,408  356,035 56,374 412,408
    OBX 25 long DNO International 4,146.71 2.830   12/23/13 2.906 -12,052 11,736 -316 312,092  343,983 68,110 412,092
  Buy IBEX 35 Siemens Gamesa 1,437.55 8.351   3/10/14 8.580 12,005        355,988 56,105  
    OBX 25 short Petroleum Geo-Srvcs 1,578.57 7.605   6/02/14 7.980 12,005        367,993 44,100  
2/24/14 Buy MerVal long Edenor 36,260.73 0.315   12/15/14 0.569 11,404        379,397 32,696  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,078.55 6.187   11/18/13 5.021 -10,437 12,859 2,422 314,514  368,960 45,555 414,514
    GCX short Aurubis 289.73 38.880 42.396 2/03/14 40.600 -11,763 12,283 520 315,035  357,197 57,838 415,035
  Buy Nikkei (TYO) Hitachi Zosen 3,011.11 3.926   3/31/14 3.419 11,821        369,018 46,017  
    GCX long Vestas Wind Systems 2,362.50 5.004   4/14/14 5.847 11,821        380,839 34,196  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,437.55 8.580   2/17/14 8.351 -12,005 12,334 329 315,364  368,834 46,530 415,364
  Buy   short Inditex 550.64 20.970   6/09/14 21.750 11,547        380,381 34,983  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/31/14 Sell SDAX long ADLER Real Estate 3,617.39 5.100   10/21/13 2.990 -10,816 18,449 7,633 322,997  369,565 53,432 422,997
    Nikkei (TYO) short Hitachi Zosen 3,011.11 3.419 4.508 3/03/14 3.926 -11,821 13,575 1,754 324,751  357,744 67,007 424,751
  Buy SDAX Koenig & Bauer 999.43 12.300   5/05/14 11.730 12,293        370,037 54,714  
    Nikkei (TYO) long MinebeaMitsumi 1,907.93 6.443   4/07/14 6.630 12,293        382,330 42,421  
4/07/14 Sell   long MinebeaMitsumi 1,907.93 6.630   3/31/14 6.443 -12,293 12,649 356 325,107  370,037 55,070 425,107
  Buy   short Hitachi Zosen 3,476.90 3.453   7/28/14 3.842 12,004        382,041 43,066  
4/14/14 Sell ISEQ 20 long Bank of Ireland 672.48 8.250   12/02/13 8.340 -5,608 5,548 -61 325,046  376,432 48,614 425,046
      Smurfit Kappa 325.32 17.010   12/02/13 17.240 -5,609 5,534 -75 324,971  370,824 54,148 424,971
    BAX Morphosys 190.49 58.270   7/01/13 44.145 -8,409 11,100 2,691 327,662  362,415 65,248 427,662
    GEX Manz 170.73 65.730   9/23/13 53.570 -9,146 11,222 2,076 329,738  353,269 76,470 429,738
    GCX Vestas Wind Systems 2,362.50 5.847   3/03/14 5.004 -11,821 13,813 1,992 331,730  341,448 90,282 431,730
  Buy ISEQ 20 short C&C Group 1,456.47 4.480   1/19/15 3.322 6,525        347,973 83,757  
      Flutter 121.76 53.590   1/19/15 66.350 6,525        354,498 77,232  
    BAX Adva 4,074.31 3.203   4/21/14 3.210 13,050        367,548 64,182  
    GEX 4SC 455.31 28.662   1/26/15 18.284 13,050        380,598 51,132  
    GCX EJR 253.46 51.487   4/28/14 51.524 13,050        393,647 38,082  
4/21/14 Sell BAX short Adva 4,074.31 3.210 3.196 4/14/14 3.203 -13,050 13,021 -29 331,701  380,597 51,104 431,701
  Buy   long Sixt 417.21 28.930   5/05/14 28.890 12,070        392,667 39,034  
4/28/14 Sell Nordic 30 long Pandora 305.30 46.257   7/29/13 28.719 -8,768 14,122 5,354 337,055  383,899 53,156 437,055
    GCX short EJR 253.46 51.524 51.450 4/14/14 51.487 -13,050 13,040 -9 337,046  370,850 66,196 437,046
  Buy Germany SolarWorld 407.55 30.870   6/09/14 16.900 12,581        383,431 53,615  
    Nordic 30 Carlsberg A 170.45 73.812   5/05/14 74.896 12,581        396,012 41,034  
    GCX long Vestas Wind Systems 2,041.64 6.162   5/19/14 7.076 12,581        408,593 28,453  
5/05/14 Sell SDAX short Koenig & Bauer 999.43 11.730 12.898 3/31/14 12.300 -12,293 12,890 597 337,643  396,300 41,344 437,643
    Nordic 30 Carlsberg A 170.45 74.896 72.728 4/28/14 73.812 -12,581 12,397 -185 337,459  383,719 53,740 437,459
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX long Sixt 417.21 28.890   4/21/14 28.930 -12,070 12,053 -17 337,442  371,649 65,793 437,442
  Buy SDAX ADLER Real Estate 2,508.47 5.015   5/19/14 5.000 12,580        384,229 53,213  
    Nordic 30 Pandora 258.16 48.729   9/15/14 59.766 12,580        396,809 40,633  
    BAX short Adva 3,931.25 3.200   6/09/14 3.196 12,580        409,389 28,053  
5/12/14 Sell OMXH 25 short Metso Outotec 1,733.91 8.620 4.774 12/09/13 6.697 -11,612 8,278 -3,334 334,108  397,777 36,331 434,108
    PSI 20 long Impresa 11,056.88 1.759   12/23/13 1.090 -12,052 19,449 7,397 341,505  385,725 55,780 441,505
  Buy OMXH 25 Outokumpu 1,861.08 6.680   5/19/14 6.250 12,432        398,157 43,348  
5/19/14 Sell SDAX long ADLER Real Estate 2,508.47 5.000   5/05/14 5.015 -12,580 12,542 -38 341,467  385,577 55,890 441,467
    OMXH 25 Outokumpu 1,861.08 6.250   5/12/14 6.680 -12,432 11,632 -800 340,667  373,145 67,522 440,667
    GCX Vestas Wind Systems 2,041.64 7.076   4/28/14 6.162 -12,581 14,447 1,866 342,533  360,564 81,969 442,533
  Buy HSI Citic Pacific 10,121.97 1.295   11/10/14 1.393 13,112        373,676 68,857  
    SDAX short WCM 8,078.37 1.623   5/26/14 1.623 13,112        386,788 55,745  
    OMXH 25 YIT 1,771.89 7.400   1/26/15 5.508 13,112        399,900 42,633  
    GCX Energy Recovery 3,890.22 3.371   3/02/15 3.076 13,112        413,012 29,521  
5/26/14 Sell SDAX short WCM 8,078.37 1.623 1.623 5/19/14 1.623 -13,112 13,112 0 342,533  399,900 42,633  
  Buy   long ADLER Real Estate 2,205.27 5.500   6/09/14 6.050 12,129        412,029 30,504  
    HSI-C&I Tencent 1,192.66 10.170   10/06/14 12.196 12,129        424,158 18,375  
6/02/14 Sell SSE 50 short Poly Developments 18,810.68 0.591 0.695 12/23/13 0.641 -12,052 13,068 1,016 343,549  412,106 31,443 443,549
    HSI-Fin ICBC 23,625.32 0.478 0.460 1/06/14 0.469 -11,085 10,877 -208 343,341  401,021 42,320 443,341
    OBX 25 Petroleum Geo-Srvcs 1,578.57 7.980 7.230 2/17/14 7.605 -12,005 11,414 -591 342,750  389,016 53,734 442,750
    NZX 50 Chorus 11,404.78 1.063 0.811 1/20/14 0.937 -10,684 9,245 -1,439 341,310  378,332 62,979 441,310
  Buy SSE 50 long Sinolink Secs 10,962.61 1.150   6/23/14 1.117 12,607        390,939 50,372  
    HSI-Fin HK Exchgs & Clrg 921.20 13.685   9/29/14 17.213 12,607        403,546 37,765  
    OBX 25 Grieg Seafood 3,737.18 3.373   6/30/14 3.430 12,607        416,153 25,158  
    FT 30 National Grid 11.43 1,103.450   6/09/14 1,037.210 12,612        428,765 12,545  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 Tourism 18,105.70 0.696   7/21/14 0.758 12,607        441,372 -62  
6/09/14 Sell Germany short SolarWorld 407.55 16.900 56.388 4/28/14 30.870 -12,581 22,981 10,400 351,710  428,791 22,919 451,710
    SDAX long ADLER Real Estate 2,205.27 6.050   5/26/14 5.500 -12,129 13,342 1,213 352,923  416,662 36,261 452,923
    IBEX 35 short Inditex 550.64 21.750 20.190 3/10/14 20.970 -11,547 11,117 -430 352,494  405,115 47,379 452,494
    FT 30 long National Grid 11.43 1,037.210   6/02/14 1,103.450 -12,612 11,855 -757 351,737  392,503 59,234 451,737
    Topix (FRA) short Komatsu 719.30 16.815 14.471 11/25/13 15.643 -11,252 10,409 -843 350,894  381,251 69,643 450,894
    BAX Adva 3,931.25 3.196 3.204 5/05/14 3.200 -12,580 12,596 16 350,909  368,671 82,239 450,909
  Buy SDAX WCM 8,333.39 1.599   12/29/14 1.381 13,328        381,999 68,911  
    FT 30 Tesco 28.94 460.539   11/17/14 306.530 13,328        395,327 55,583  
    Topix (FRA) long Fujitsu 266.40 50.030   9/15/14 48.100 13,328        408,655 42,255  
    BAX Cancom 675.18 19.740   6/16/14 18.403 13,328        421,983 28,927  
6/16/14 Sell   long Cancom 675.18 18.403   6/09/14 19.740 -13,328 12,425 -903 350,006  408,655 41,352 450,006
  Buy IBEX 35 short ArcelorMittal 374.60 32.790   3/02/15 28.860 12,283        420,938 29,068  
    BAX Adva 3,916.77 3.136   6/23/14 3.096 12,283        433,221 16,785  
6/23/14 Sell SSE 50 long Sinolink Secs 10,962.61 1.117   6/02/14 1.150 -12,607 12,245 -362 349,644  420,614 29,031 449,644
    BAX short Adva 3,916.77 3.096 3.177 6/16/14 3.136 -12,283 12,442 159 349,803  408,331 41,472 449,803
  Buy SSE 50 Kangmei Pharma 14,247.10 0.862   7/07/14 0.868 12,281        420,612 29,191  
    CAC Next 20 Arkema 173.82 70.655   1/26/15 62.720 12,281        432,893 16,910  
    CAC Mid 60 CGG 35.77 343.360   1/19/15 153.600 12,282        445,175 4,628  
    BAX long Wacker Neuson 741.16 16.570   7/14/14 17.170 12,281        457,456 -7,653  
6/30/14 Sell OBX 25 long Grieg Seafood 3,737.18 3.430   6/02/14 3.373 -12,607 12,818 211 350,014  444,849 5,165 450,014
    Nikkei (FRA) short Hitachi Zosen 1,411.45 3.700 4.912 2/10/14 4.263 -6,017 6,933 916 350,930  438,832 12,098 450,930
      Nitto Denko 192.25 33.890 28.704 2/10/14 31.297 -6,017 5,518 -499 350,431  432,815 17,616 450,431
  Buy OBX 25 Norwegian 4.88 2,398.530   7/07/14 2,546.850 11,705        444,520 5,911  
    Nikkei (FRA) long Fujitsu 106.39 54.990   8/17/15 44.550 5,850        450,370 61  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      MinebeaMitsumi 711.39 8.224   8/17/15 12.573 5,850        456,221 -5,790  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,247.10 0.868 0.856 6/23/14 0.862 -12,281 12,190 -91 350,340  443,940 6,400 450,340
    OBX 25 Norwegian 4.88 2,546.850 2,250.210 6/30/14 2,398.530 -11,705 10,981 -724 349,616  432,235 17,381 449,616
  Buy SSE 50 long AECC Aviation Power 3,922.85 2.976   8/03/15 7.097 11,674        443,909 5,707  
    OBX 25 SalMar 866.04 13.480   7/28/14 14.639 11,674        455,583 -5,967  
7/14/14 Sell BAX long Wacker Neuson 741.16 17.170   6/23/14 16.570 -12,281 12,726 445 350,061  443,302 6,759 450,061
7/21/14 Sell NZX 50 long Tourism 18,105.70 0.758   6/02/14 0.696 -12,607 13,722 1,115 351,176  430,695 20,481 451,176
  Buy France short CGG 44.11 267.296   12/29/14 160.352 11,790        442,485 8,691  
    NZX 50 a2 Milk 30,094.44 0.392   7/28/14 0.401 11,791        454,276 -3,100  
7/28/14 Sell MDAX long Dürr 350.41 30.355   7/01/13 23.998 -8,409 10,637 2,228 353,404  445,868 7,537 453,404
    HSI-Prop short New World Dev 1,705.02 3.549 3.509 2/10/14 3.529 -6,017 5,983 -34 353,370  439,851 13,520 453,370
      The Wharf 3,251.91 2.205 1.496 2/10/14 1.850 -6,017 4,865 -1,152 352,219  433,833 18,385 452,219
    OBX 25 long SalMar 866.04 14.639   7/07/14 13.480 -11,674 12,678 1,004 353,222  422,159 31,063 453,222
    NZX 50 short a2 Milk 30,094.44 0.401 0.383 7/21/14 0.392 -11,791 11,523 -268 352,955  410,368 42,586 452,955
    Nikkei (TYO) Hitachi Zosen 3,476.90 3.842 3.063 4/07/14 3.453 -12,004 10,649 -1,355 351,600  398,364 53,236 451,600
  Buy Germany SolarWorld 841.33 15.000   1/12/15 12.350 12,620        410,984 40,616  
    MDAX Südzucker 908.89 13.885   2/02/15 11.245 12,620        423,604 27,996  
    HSI-Prop long CK Hutchison 459.58 13.730   8/24/15 10.950 6,310        429,914 21,686  
      Sino Land 5,039.94 1.252   8/24/15 1.200 6,310        436,224 15,376  
    OBX 25 short Petroleum Geo-Srvcs 1,955.68 6.453   8/11/14 6.127 12,620        448,844 2,756  
    NZX 50 long Tourism 16,960.09 0.744   2/22/16 1.542 12,620        461,464 -9,864  
    BAX Nemetschek 1,986.09 6.354   8/04/14 6.125 12,620        474,084 -22,484  
    Nikkei (TYO) MinebeaMitsumi 1,381.06 9.138   10/20/14 9.651 12,620        486,704 -35,104  
8/04/14 Sell HDAX long Dürr 503.67 28.230   1/23/12 9.125 -4,596 14,219 9,623 361,223  482,108 -20,886 461,223
    MIB Azimut 722.06 18.460   11/05/12 9.304 -6,718 13,329 6,611 367,834  475,390 -7,557 467,834
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Nemetschek 1,986.09 6.125   7/28/14 6.354 -12,620 12,165 -455 367,379  462,770 4,608 467,379
    Indices Merval 17.78 750.468   8/12/13 501.316 -8,913 13,343 4,430 371,808  453,857 17,952 471,808
  Buy HDAX short Südzucker 940.40 13.020   1/12/15 11.160 12,244        466,101 5,708  
    Indices PSI 20 2.09 5,854.360   8/18/14 5,654.350 12,236        478,336 -6,528  
8/11/14 Sell ATX long Wienerberger 827.86 11.525   10/21/13 13.065 -10,816 9,541 -1,275 370,534  467,521 3,013 470,534
    DAX Continental 80.74 133.083   7/16/12 59.533 -4,807 10,745 5,938 376,472  462,714 13,758 476,472
    OBX 25 short Petroleum Geo-Srvcs 1,955.68 6.127 6.796 7/28/14 6.453 -12,620 13,291 671 377,143  450,094 27,049 477,143
  Buy ATX Raiffeisen Bank Int 666.53 18.910   2/16/15 13.795 12,604        462,698 14,445  
    DAX Adidas 219.39 57.450   8/18/14 60.070 12,604        475,302 1,841  
    OBX 25 long SalMar 956.83 13.173   8/18/14 12.880 12,604        487,906 -10,763  
8/18/14 Sell DAX short Adidas 219.39 60.070 54.830 8/11/14 57.450 -12,604 12,029 -575 376,568  475,302 1,266 476,568
    OBX 25 long SalMar 956.83 12.880   8/11/14 13.173 -12,604 12,324 -280 376,288  462,698 13,590 476,288
    Indices short PSI 20 2.09 5,654.350 6,061.440 8/04/14 5,854.360 -12,236 12,668 433 376,721  450,462 26,259 476,721
  Buy DAX long Vonovia 550.77 22.830   10/06/14 22.420 12,574        463,036 13,685  
    OBX 25 short Petroleum Geo-Srvcs 2,061.41 6.100   2/16/15 5.700 12,574        475,610 1,111  
    Indices long Merval 16.04 784.124   10/06/14 1,022.100 12,577        488,188 -11,467  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,895.76 6.373   7/01/13 2.159 -8,409 24,827 16,418 393,139  479,779 13,360 493,139
  Buy   short Demant 1,076.45 11.763   9/08/14 11.966 12,662        492,441 698  
9/08/14 Sell   short Demant 1,076.45 11.966 11.559 9/01/14 11.763 -12,662 12,443 -219 392,920  479,779 13,141 492,920
  Buy   long Pandora 220.19 57.454   9/29/14 61.631 12,651        492,429 490  
9/15/14 Sell Nordic 30 long Pandora 258.16 59.766   5/05/14 48.729 -12,580 15,429 2,849 395,769  479,850 15,919 495,769
    Topix (FRA) Fujitsu 266.40 48.100   6/09/14 50.030 -13,328 12,814 -514 395,255  466,522 28,733 495,255
  Buy Nordic 30 short Volvo 1,490.01 8.791   11/10/14 9.334 13,099        479,621 15,634  
    Topix (FRA) Aeon 1,668.45 7.851   1/05/15 8.291 13,099        492,720 2,535  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 921.20 17.213   6/02/14 13.685 -12,607 15,856 3,249 398,504  480,113 18,391 498,504
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Bausch Health 142.67 102.197   9/30/13 76.879 -10,968 14,580 3,612 402,116  469,144 32,972 502,116
    OMXC 20 Pandora 220.19 61.631   9/08/14 57.454 -12,651 13,571 920 403,036  456,493 46,542 503,036
  Buy HSI-Fin short ICBC 27,588.35 0.498   11/03/14 0.526 13,739        470,232 32,803  
    TSX 60 Yamana Gold 2,864.32 4.797   3/23/15 3.713 13,739        483,971 19,064  
10/06/14 Sell DAX long Vonovia 550.77 22.420   8/18/14 22.830 -12,574 12,348 -226 402,810  471,397 31,412 502,810
    HSI-C&I Tencent 1,192.66 12.196   5/26/14 10.170 -12,129 14,546 2,417 405,227  459,268 45,958 505,227
    Indices Merval 16.04 1,022.100   8/18/14 784.124 -12,577 16,394 3,817 409,044  446,691 62,353 509,044
  Buy DAX short Deutsche Lufthansa 1,182.45 12.080   11/17/14 13.145 14,284        460,975 48,069  
    HSI-C&I Galaxy Entertainment 2,899.48 4.926   4/13/15 4.822 14,284        475,259 33,785  
    PSI 20 Pharol 8,763.19 1.630   2/23/15 0.697 14,284        489,543 19,501  
    Indices PSI 20 2.58 5,537.710   2/23/15 5,494.440 14,287        503,830 5,214  
10/13/14 Sell S&P 100 long Gilead Sciences 268.49 79.611   9/17/12 25.063 -6,729 21,375 14,646 423,689  497,101 26,588 523,689
    BEL 20 KBC 256.27 40.740   7/15/13 31.350 -8,034 10,440 2,406 426,096  489,067 37,029 526,096
    OMXS 30 Nokia 1,290.02 6.407   7/08/13 3.186 -4,109 8,265 4,155 430,251  484,958 45,293 530,251
      Kinnevik 187.93 22.475   7/08/13 21.868 -4,110 4,224 114 430,365  480,848 49,517 530,365
  Buy S&P 100 short General Motors 620.08 23.379   10/27/14 23.689 14,497        495,345 35,020  
    BEL 20 Galapagos 1,304.27 11.115   11/17/14 12.800 14,497        509,842 20,523  
    OMXS 30 MTG 313.45 23.125   11/03/14 24.302 7,249        517,091 13,274  
10/20/14 Sell Kospi 50 long Amorepacific Group 185.51 87.497   7/23/12 26.166 -4,854 16,232 11,378 441,743  512,237 29,506 541,743
    Europe 50 Roche 19.90 222.572   12/19/11 129.719 -2,581 4,429 1,848 443,590  509,655 33,935 543,590
    Nikkei (TYO) MinebeaMitsumi 1,381.06 9.651   7/28/14 9.138 -12,620 13,328 708 444,299  497,035 47,263 544,299
    SP Global 100 Apple 332.76 19.487   4/30/12 15.738 -5,237 6,485 1,248 445,546  491,798 53,748 545,546
  Buy Kospi 50 short Hyundai Heavy 179.26 83.577   12/08/14 94.176 14,982        506,780 38,766  
    Europe 50 Deutsche Bank 695.38 21.545   11/10/14 21.563 14,982        521,762 23,784  
    Nikkei (TYO) Toyo Seikan 1,824.51 8.212   10/27/14 8.725 14,982        536,744 8,802  
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 Deutsche Bank 695.38 21.545   11/03/14 22.134 14,982        551,726 -6,180  
10/27/14 Sell S&P 100 short General Motors 620.08 23.689 23.070 10/13/14 23.379 -14,497 14,305 -192 445,354  537,229 8,125 545,354
    Nikkei (TYO) Toyo Seikan 1,824.51 8.725 7.698 10/20/14 8.212 -14,982 14,045 -937 444,417  522,247 22,170 544,417
    DJ Global Titans long Alphabet A 590.32 21.652   12/23/13 20.416 -12,052 12,782 730 445,147  510,195 34,952 545,147
  Buy S&P 100 Gilead Sciences 163.55 88.668   6/08/15 100.700 14,502        524,697 20,450  
    Nikkei (TYO) MinebeaMitsumi 1,384.12 10.477   8/24/15 10.589 14,502        539,199 5,948  
    DJ Global Titans short Samsung Electronics 884.99 16.387   11/10/14 18.745 14,502        553,701 -8,554  
11/03/14 Sell HSI-Fin short ICBC 27,588.35 0.526 0.470 9/29/14 0.498 -13,739 12,978 -761 444,386  539,962 4,424 544,386
    OMXS 30 MTG 313.45 24.302 21.949 10/13/14 23.125 -7,249 6,880 -369 444,017  532,713 11,304 544,017
    SP Global 100 Deutsche Bank 695.38 22.134 20.956 10/20/14 21.545 -14,982 14,572 -410 443,607  517,731 25,876 543,607
  Buy HSI-Fin long HK Exchgs & Clrg 805.77 17.669   11/24/14 17.528 14,237        531,968 11,639  
    OMXC 20 Pandora 213.51 66.679   11/17/14 66.322 14,237        546,205 -2,598  
    OMXS 30 Boliden 542.69 13.117   6/08/15 18.209 7,118        553,323 -9,716  
      Electrolux 317.01 22.455   6/08/15 27.196 7,119        560,442 -16,835  
    SP Global 100 Apple 650.17 21.898   8/24/15 22.212 14,237        574,679 -31,072  
11/10/14 Sell HSI long Citic Pacific 10,121.97 1.393   5/19/14 1.295 -13,112 14,100 988 444,595  561,567 -16,972 544,595
    Europe 50 short Deutsche Bank 695.38 21.563 21.527 10/20/14 21.545 -14,982 14,970 -12 444,583  546,585 -2,002 544,583
    Nordic 30 Volvo 1,490.01 9.334 8.249 9/15/14 8.791 -13,099 12,291 -808 443,774  533,486 10,288 543,774
    DJ Global Titans Samsung Electronics 884.99 18.745 14.028 10/27/14 16.387 -14,502 12,415 -2,087 441,687  518,984 22,703 541,687
  Buy HSI Kunlun Energy 13,620.04 1.036   1/12/15 0.825 14,109        533,093 8,594  
    Europe 50 long Novartis 227.87 61.916   8/24/15 69.088 14,109        547,202 -5,515  
    Nordic 30 Pandora 207.02 68.154   6/01/15 91.032 14,109        561,311 -19,624  
    DJ Global Titans Apple 644.27 21.899   12/15/14 21.746 14,109        575,420 -33,733  
11/17/14 Sell DAX short Deutsche Lufthansa 1,182.45 13.145 11.015 10/06/14 12.080 -14,284 13,025 -1,259 440,428  561,136 -20,708 540,428
    BEL 20 Galapagos 1,304.27 12.800 9.430 10/13/14 11.115 -14,497 12,299 -2,198 438,230  546,639 -8,409 538,230
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long Pandora 213.51 66.322   11/03/14 66.679 -14,237 14,160 -76 438,154  532,402 5,752 538,154
    FT 30 short Tesco 28.94 306.530 691.926 6/09/14 460.539 -13,328 20,024 6,696 444,850  519,074 25,776 544,850
  Buy DAX long Merck (EMD) 186.06 76.670   7/06/15 90.640 14,265        533,340 11,511  
    BEL 20 Proximus 467.70 30.500   11/24/14 30.740 14,265        547,604 -2,754  
    OMXC 20 short FLSmidth 429.91 33.181   11/24/14 35.297 14,265        561,869 -17,019  
    FT 30 long Man Group 84.14 169.534   12/15/14 177.040 14,265        576,134 -31,284  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 805.77 17.528   11/03/14 17.669 -14,237 14,123 -114 444,737  561,897 -17,160 544,737
    BEL 20 Proximus 467.70 30.740   11/17/14 30.500 -14,265 14,377 112 444,849  547,632 -2,783 544,849
    OMXC 20 short FLSmidth 429.91 35.297 31.065 11/17/14 33.181 -14,265 13,355 -910 443,939  533,367 10,572 543,939
  Buy HSI-Fin HSBC 1,734.55 7.992   1/26/15 8.332 13,862        547,229 -3,290  
    BEL 20 Galapagos 1,074.57 12.900   12/01/14 13.020 13,862        561,091 -17,152  
    OMXC 20 long Pandora 206.26 67.207   8/17/15 107.440 13,862        574,953 -31,014  
12/01/14 Sell BEL 20 short Galapagos 1,074.57 13.020 12.780 11/24/14 12.900 -13,862 13,733 -129 443,810  561,091 -17,281 543,810
  Buy   long Proximus 416.42 31.610   12/15/14 29.550 13,163        574,254 -30,444  
12/08/14 Sell Kospi 50 short Hyundai Heavy 179.26 94.176 72.978 10/20/14 83.577 -14,982 13,082 -1,900 441,910  559,272 -17,362 541,910
  Buy   long Amorepacific Group 158.11 82.934   7/06/15 157.893 13,113        572,385 -30,475  
12/15/14 Sell BEL 20 long Proximus 416.42 29.550   12/01/14 31.610 -13,163 12,305 -858 441,052  559,222 -18,169 541,052
    MerVal Edenor 36,260.73 0.569   2/24/14 0.315 -11,404 20,618 9,214 450,266  547,818 2,449 550,266
    FT 30 Man Group 84.14 177.040   11/17/14 169.534 -14,265 14,896 632 450,898  533,553 17,345 550,898
    DJ Global Titans Apple 644.27 21.746   11/10/14 21.899 -14,109 14,010 -99 450,799  519,444 31,355 550,799
  Buy BEL 20 short Umicore 933.78 15.585   1/19/15 16.578 14,553        533,997 16,802  
    FT 30 Tesco 55.44 262.480   12/22/14 292.250 14,552        548,549 2,250  
12/22/14 Sell TecDAX short SMA Solar 225.04 14.800 46.789 5/21/12 26.315 -5,922 10,529 4,607 455,407  542,627 12,779 555,407
    FT 30 Tesco 55.44 292.250 232.709 12/15/14 262.480 -14,552 12,901 -1,651 453,756  528,075 25,681 553,756
  Buy   long Man Group 72.20 200.637   1/05/15 211.401 14,486        542,561 11,195  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/29/14 Sell France short CGG 44.11 160.352 445.565 7/21/14 267.296 -11,790 19,654 7,863 461,620  530,771 30,849 561,620
    SDAX WCM 8,333.39 1.381 1.852 6/09/14 1.599 -13,328 15,430 2,102 463,722  517,443 46,279 563,722
  Buy France long Adocia 319.71 47.700   6/08/15 66.230 15,250        532,693 31,029  
    SDAX Patrizia Immobilien 1,239.84 12.300   1/19/15 14.055 15,250        547,943 15,779  
1/05/15 Sell FT 30 long Man Group 72.20 211.401   12/22/14 200.637 -14,486 15,263 777 464,499  533,457 31,042 564,499
    Topix (FRA) short Aeon 1,668.45 8.291 7.411 9/15/14 7.851 -13,099 12,365 -734 463,765  520,358 43,407 563,765
  Buy FT 30 Tesco 51.63 294.006   1/19/15 365.061 15,180        535,538 28,227  
    Topix (FRA) long Oriental Land 316.70 47.929   2/02/15 54.216 15,179        550,717 13,048  
1/12/15 Sell Germany short SolarWorld 841.33 12.350 18.219 7/28/14 15.000 -12,620 15,328 2,708 466,473  538,097 28,376 566,473
    HSI Kunlun Energy 13,620.04 0.825 1.300 11/10/14 1.036 -14,109 17,712 3,603 470,075  523,988 46,088 570,075
    HDAX Südzucker 940.40 11.160 15.190 8/04/14 13.020 -12,244 14,285 2,041 472,116  511,744 60,372 572,116
  Buy Germany long Ströer Media 642.37 24.615   6/15/15 40.315 15,812        527,556 44,560  
    HSI China Life Ins HK 4,771.13 3.314   7/13/15 3.728 15,812        543,368 28,748  
    HDAX Ströer Media 642.37 24.615   8/24/15 47.670 15,812        559,180 12,936  
1/19/15 Sell SDAX long Patrizia Immobilien 1,239.84 14.055   12/29/14 12.300 -15,250 17,426 2,176 474,292  543,929 30,362 574,292
    ISEQ 20 short C&C Group 1,456.47 3.322 6.042 4/14/14 4.480 -6,525 8,800 2,275 476,566  537,404 39,162 576,566
      Flutter 121.76 66.350 40.830 4/14/14 53.590 -6,525 4,971 -1,554 475,013  530,879 44,133 575,013
    BEL 20 Umicore 933.78 16.578 14.593 12/15/14 15.585 -14,553 13,626 -927 474,086  516,326 57,759 574,086
    FT 30 Tesco 51.63 365.061 222.950 1/05/15 294.006 -15,180 11,511 -3,669 470,417  501,147 69,270 570,417
    CAC Mid 60 CGG 35.77 153.600 767.553 6/23/14 343.360 -12,282 27,455 15,173 485,591  488,865 96,726 585,591
  Buy SDAX SGL Carbon 1,210.57 14.090   1/26/15 15.480 17,057        505,922 79,669  
    ISEQ 20 long Glanbia 615.78 13.850   6/08/15 17.420 8,529        514,450 71,140  
      Ryanair 876.52 9.730   6/08/15 11.660 8,529        522,979 62,612  
    BEL 20 bpost 746.15 22.860   9/28/15 21.000 17,057        540,036 45,555  
    FT 30 Man Group 81.29 209.841   6/08/15 231.072 17,058        557,094 28,497  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Adocia 269.89 63.200   6/08/15 66.230 17,057        574,151 11,440  
1/26/15 Sell SDAX short SGL Carbon 1,210.57 15.480 12.700 1/19/15 14.090 -17,057 15,374 -1,683 483,908  557,094 26,814 583,908
    HSI-Fin HSBC 1,734.55 8.332 7.651 11/24/14 7.992 -13,862 13,271 -591 483,317  543,232 40,085 583,317
    OMXH 25 YIT 1,771.89 5.508 9.942 5/19/14 7.400 -13,112 17,616 4,504 487,821  530,120 57,701 587,821
    CAC Next 20 Arkema 173.82 62.720 79.594 6/23/14 70.655 -12,281 13,835 1,554 489,375  517,839 71,536 589,375
    GEX 4SC 455.31 18.284 44.930 4/14/14 28.662 -13,050 20,457 7,407 496,782  504,789 91,993 596,782
  Buy SDAX long Patrizia Immobilien 1,151.77 14.950   6/29/15 22.015 17,219        522,008 74,774  
    HSI-Fin China Life Ins HK 4,609.31 3.736   8/03/15 3.251 17,219        539,227 57,555  
    OMXH 25 Neste Oil 2,131.06 8.080   5/11/15 7.640 17,219        556,446 40,337  
    GEX Ströer Media 643.70 26.750   6/01/15 38.770 17,219        573,665 23,118  
2/02/15 Sell MDAX short Südzucker 908.89 11.245 17.145 7/28/14 13.885 -12,620 15,583 2,963 499,745  561,045 38,700 599,745
    AEX KPN 1,630.72 2.756 4.771 10/15/12 3.626 -5,913 7,780 1,867 501,612  555,132 46,480 601,612
    Topix (FRA) long Oriental Land 316.70 54.216   1/05/15 47.929 -15,179 17,170 1,991 503,603  539,953 63,650 603,603
  Buy MDAX Ströer Media 646.80 25.790   11/16/15 61.450 16,681        556,634 46,969  
    Topix (FRA) short Orix 1,675.14 9.958   2/09/15 10.802 16,681        573,315 30,288  
2/09/15 Sell   short Orix 1,675.14 10.802 9.114 2/02/15 9.958 -16,681 15,267 -1,414 502,189  556,634 45,555 602,189
  Buy MerVal long Aluar 17,274.38 0.937   2/16/15 0.944 16,193        572,827 29,362  
    Topix (FRA) Sony 715.65 22.627   5/18/15 28.471 16,193        589,020 13,169  
2/16/15 Sell ATX short Raiffeisen Bank Int 666.53 13.795 25.922 8/11/14 18.910 -12,604 17,278 4,673 506,862  576,416 30,447 606,862
    OBX 25 Petroleum Geo-Srvcs 2,061.41 5.700 6.528 8/18/14 6.100 -12,574 13,457 883 507,745  563,842 43,903 607,745
    MerVal long Aluar 17,274.38 0.944   2/09/15 0.937 -16,193 16,309 116 507,861  547,649 60,212 607,861
  Buy ATX Zumtobel 791.70 21.095   9/07/15 23.775 16,701        564,350 43,511  
    OBX 25 Frontline 1,341.62 12.448   2/23/15 11.234 16,701        581,051 26,810  
2/23/15 Sell PSI 20 short Pharol 8,763.19 0.697 3.812 10/06/14 1.630 -14,284 33,404 19,120 526,981  566,767 60,215 626,981
    OBX 25 long Frontline 1,341.62 11.234   2/16/15 12.448 -16,701 15,072 -1,629 525,352  550,066 75,286 625,352
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices short PSI 20 2.58 5,494.440 5,581.320 10/06/14 5,537.710 -14,287 14,400 113 525,465  535,778 89,686 625,465
  Buy PSI 20 long Altri 5,912.04 3.024   5/25/15 4.081 17,878        553,656 71,808  
    MerVal Comercial del Plata 72,292.76 0.247   3/02/15 0.261 17,878        571,534 53,930  
    Indices SSE 50 ew 53.14 336.435   7/27/15 382.611 17,878        589,413 36,052  
3/02/15 Sell IBEX 35 short ArcelorMittal 374.60 28.860 37.255 6/16/14 32.790 -12,283 13,956 1,673 527,137  577,129 50,008 627,137
    MerVal long Comercial del Plata 72,292.76 0.261   2/23/15 0.247 -17,878 18,876 998 528,135  559,251 68,883 628,135
    GCX short Energy Recovery 3,890.22 3.076 3.693 5/19/14 3.371 -13,112 14,368 1,256 529,391  546,139 83,252 629,391
  Buy IBEX 35 long Intl. Cons. Airlines 2,255.19 7.900   3/09/15 7.660 17,816        563,955 65,436  
    DJ Global Titans Apple 617.41 28.856   3/30/15 29.169 17,816        581,771 47,620  
    GCX Shimano 128.03 139.151   6/01/15 129.753 17,816        599,587 29,804  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,255.19 7.660   3/02/15 7.900 -17,816 17,275 -541 528,850  581,771 47,079 628,850
  Buy   short Endesa 957.94 17.640   3/23/15 18.130 16,898        598,669 30,181  
    MerVal long Comercial del Plata 60,871.76 0.278   6/29/15 0.285 16,898        615,567 13,283  
3/23/15 Sell IBEX 35 short Endesa 957.94 18.130 17.150 3/09/15 17.640 -16,898 16,429 -469 528,380  598,669 29,712 628,380
    TSX 60 Yamana Gold 2,864.32 3.713 6.196 9/29/14 4.797 -13,739 17,747 4,008 532,388  584,930 47,458 632,388
  Buy IBEX 35 long Intl. Cons. Airlines 2,098.27 8.100   5/11/15 7.890 16,996        601,926 30,462  
    TSX 60 Bausch Health 91.48 185.781   5/11/15 200.704 16,995        618,921 13,467  
3/30/15 Sell DJ Global Titans long Apple 617.41 29.169   3/02/15 28.856 -17,816 18,009 193 532,581  601,105 31,476 632,581
  Buy   short ConocoPhilips 280.95 59.090   4/27/15 61.591 16,601        617,706 14,875  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,899.48 4.822 5.033 10/06/14 4.926 -14,284 14,592 308 532,889  603,422 29,467 632,889
    ÖkoDAX (deprecated) SolarWorld 69.77 14.550 772.962 4/29/13 106.050 -7,399 53,930 46,530 579,420  596,023 83,397 679,420
  Buy HSI-C&I long Tencent 916.15 20.815   7/06/15 17.093 19,070        615,093 64,327  
    OBX 25 Frontline 1,393.47 13.685   5/18/15 12.057 19,070        634,163 45,257  
4/27/15 Sell DJ Global Titans short ConocoPhilips 280.95 61.591 56.589 3/30/15 59.090 -16,601 15,899 -703 578,717  617,562 61,155 678,717
  Buy   long Mitsubishi UFJ 2,850.58 6.489   6/08/15 6.373 18,496        636,058 42,659  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,098.27 7.890   3/23/15 8.100 -16,996 16,555 -441 578,277  619,062 59,215 678,277
    OMXH 25 Neste Oil 2,131.06 7.640   1/26/15 8.080 -17,219 16,281 -938 577,339  601,843 75,496 677,339
    TSX 60 Bausch Health 91.48 200.704   3/23/15 185.781 -16,995 18,360 1,365 578,704  584,848 93,856 678,704
  Buy IBEX 35 short Obrascón Huarte Lain 1,009.09 19.140   4/25/16 5.840 19,314        604,162 74,542  
    OMXH 25 Outokumpu 3,689.40 5.235   1/04/16 2.584 19,314        623,476 55,228  
    TSX 60 Cenovus Energy 1,245.58 15.506   3/21/16 12.064 19,314        642,790 35,914  
5/18/15 Sell OBX 25 long Frontline 1,393.47 12.057   4/13/15 13.685 -19,070 16,801 -2,269 576,435  623,720 52,715 676,435
    Topix (FRA) Sony 715.65 28.471   2/09/15 22.627 -16,193 20,375 4,182 580,617  607,527 73,090 680,617
  Buy OBX 25 short REC Silicon 8,902.43 2.117   6/01/15 1.852 18,842        626,369 54,248  
    Topix (FRA) Toshiba 629.54 29.930   5/25/15 30.510 18,842        645,211 35,406  
5/25/15 Sell PSI 20 long Altri 5,912.04 4.081   2/23/15 3.024 -17,878 24,127 6,249 586,866  627,333 59,533 686,866
    Topix (FRA) short Toshiba 629.54 30.510 29.350 5/18/15 29.930 -18,842 18,477 -365 586,501  608,491 78,010 686,501
  Buy PSI 20 Pharol 37,474.51 0.510   11/23/15 0.369 19,112        627,603 58,898  
    Topix (FRA) long Sony 670.60 28.500   6/01/15 28.394 19,112        646,715 39,786  
6/01/15 Sell OBX 25 short REC Silicon 8,902.43 1.852 2.418 5/18/15 2.117 -18,842 21,529 2,687 589,188  627,873 61,315 689,188
    Nordic 30 long Pandora 207.02 91.032   11/10/14 68.154 -14,109 18,845 4,736 593,924  613,763 80,160 693,924
    Topix (FRA) Sony 670.60 28.394   5/25/15 28.500 -19,112 19,041 -71 593,853  594,651 99,201 693,853
    GEX Ströer Media 643.70 38.770   1/26/15 26.750 -17,219 24,956 7,737 601,590  577,432 124,158 701,590
    GCX Shimano 128.03 129.753   3/02/15 139.151 -17,816 16,612 -1,203 600,387  559,617 140,770 700,387
  Buy TecDAX short Aixtron 3,047.54 6.900   4/25/16 4.108 21,028        580,645 119,742  
    OBX 25 long Frontline 1,685.52 12.476   6/08/15 12.298 21,028        601,673 98,714  
    Nordic 30 short Fortum 1,214.09 17.320   11/30/15 13.820 21,028        622,701 77,686  
    Topix (FRA) Toshiba 644.83 32.610   11/16/15 22.410 21,028        643,729 56,658  
    GCX REC Silicon 11,351.76 1.852   10/05/20 0.464 21,028        664,757 35,630  
6/08/15 Sell S&P 100 long Gilead Sciences 163.55 100.700   10/27/14 88.668 -14,502 16,469 1,968 602,355  650,255 52,099 702,355
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    France Adocia 319.71 66.230   12/29/14 47.700 -15,250 21,174 5,924 608,279  635,005 73,274 708,279
    ISEQ 20 Glanbia 615.78 17.420   1/19/15 13.850 -8,529 10,727 2,198 610,477  626,477 84,001 710,477
      Ryanair 876.52 11.660   1/19/15 9.730 -8,529 10,220 1,692 612,169  617,948 94,221 712,169
    OBX 25 Frontline 1,685.52 12.298   6/01/15 12.476 -21,028 20,729 -299 611,870  596,920 114,950 711,870
    OMXS 30 Boliden 542.69 18.209   11/03/14 13.117 -7,118 9,882 2,763 614,633  589,802 124,831 714,633
      Electrolux 317.01 27.196   11/03/14 22.455 -7,119 8,621 1,503 616,135  582,683 133,452 716,135
    FT 30 Man Group 81.29 231.072   1/19/15 209.841 -17,058 18,784 1,726 617,861  565,625 152,236 717,861
    CAC Mid 60 Adocia 269.89 66.230   1/19/15 63.200 -17,057 17,875 818 618,679  548,568 170,111 718,679
    DJ Global Titans Mitsubishi UFJ 2,850.58 6.373   4/27/15 6.489 -18,496 18,166 -330 618,350  530,072 188,278 718,350
  Buy S&P 100 short Norfolk Southern 281.04 80.648   6/15/15 80.979 22,665        552,737 165,612  
    France Solocal 32.36 700.450   11/23/15 390.360 22,667        575,404 142,946  
    ISEQ 20 FBD 1,221.96 9.274   8/10/15 7.120 11,332        586,736 131,613  
    OBX 25 DNO International 17,790.42 1.274   12/21/15 0.607 22,665        609,401 108,948  
    OMXS 30 SSAB 2,213.38 5.120   10/26/15 3.388 11,333        620,734 97,616  
      Telia Company 2,155.00 5.259   10/26/15 4.765 11,333        632,066 86,283  
    FT 30 Tate & Lyle 30.07 753.704   12/28/15 807.108 22,664        654,730 63,619  
    DJ Global Titans BHP 1,191.66 19.020   7/13/15 17.787 22,665        677,395 40,954  
6/15/15 Sell S&P 100 short Norfolk Southern 281.04 80.979 80.318 6/08/15 80.648 -22,665 22,573 -93 618,257  654,730 63,527 718,257
    Germany long Ströer Media 642.37 40.315   1/12/15 24.615 -15,812 25,897 10,085 628,342  638,918 89,424 728,342
  Buy S&P 100 Starbucks 441.27 46.330   7/06/15 49.123 20,444        659,362 68,980  
6/29/15 Sell SDAX long Patrizia Immobilien 1,151.77 22.015   1/26/15 14.950 -17,219 25,356 8,137 636,479  642,143 94,336 736,479
    MerVal Comercial del Plata 60,871.76 0.285   3/09/15 0.278 -16,898 17,342 444 636,924  625,245 111,678 736,924
7/06/15 Sell S&P 100 long Starbucks 441.27 49.123   6/15/15 46.330 -20,444 21,676 1,232 638,156  604,801 133,355 738,156
    Kospi 50 Amorepacific Group 158.11 157.893   12/08/14 82.934 -13,113 24,964 11,852 650,008  591,688 158,319 750,008
    DAX Merck (EMD) 186.06 90.640   11/17/14 76.670 -14,265 16,864 2,599 652,607  577,423 175,184 752,607
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Tencent 916.15 17.093   4/13/15 20.815 -19,070 15,660 -3,410 649,197  558,353 190,843 749,197
  Buy S&P 100 short Norfolk Southern 298.82 78.643   7/13/15 78.579 23,500        581,853 167,343  
    CAC 40 ArcelorMittal 931.43 25.230   3/27/17 22.800 23,500        605,353 143,843  
    DAX RWE 1,221.41 19.240   7/13/15 20.205 23,500        628,853 120,343  
    HSI-C&I Sands China 6,945.27 3.384   5/09/16 3.084 23,500        652,353 96,843  
7/13/15 Sell S&P 100 short Norfolk Southern 298.82 78.579 78.708 7/06/15 78.643 -23,500 23,519 19 649,216  628,853 120,363 749,216
    HSI long China Life Ins HK 4,771.13 3.728   1/12/15 3.314 -15,812 17,789 1,977 651,192  613,041 138,151 751,192
    DAX short RWE 1,221.41 20.205 18.275 7/06/15 19.240 -23,500 22,321 -1,179 650,014  589,541 160,473 750,014
    DJ Global Titans BHP 1,191.66 17.787 20.338 6/08/15 19.020 -22,665 24,236 1,571 651,585  566,876 184,708 751,585
  Buy S&P 100 long Amazon.com 1,130.66 20.702   7/27/15 23.987 23,407        590,283 161,301  
    HSI short China Shenhua HK 12,603.38 1.857   4/18/16 1.521 23,407        613,690 137,894  
    DAX long Fresenius 382.09 61.260   7/27/15 61.200 23,407        637,097 114,488  
    DJ Global Titans Mitsubishi UFJ 3,726.40 6.281   7/27/15 6.435 23,407        660,504 91,081  
7/20/15 Sell DJTA long Avis Budget 500.84 38.916   9/24/12 12.419 -6,220 19,490 13,271 664,855  654,284 110,571 764,855
  Buy   short Avis Budget 562.37 38.916   8/03/15 39.514 21,885        676,169 88,686  
7/27/15 Sell S&P 100 long Amazon.com 1,130.66 23.987   7/13/15 20.702 -23,407 27,121 3,714 668,570  652,762 115,808 768,570
    DAX Fresenius 382.09 61.200   7/13/15 61.260 -23,407 23,384 -23 668,547  629,355 139,191 768,547
    Indices SSE 50 ew 53.14 382.611   2/23/15 336.435 -17,878 20,332 2,454 671,000  611,477 159,523 771,000
    DJ Global Titans Mitsubishi UFJ 3,726.40 6.435   7/13/15 6.281 -23,407 23,980 573 671,573  588,070 183,503 771,573
  Buy S&P 100 short ConocoPhilips 522.96 45.655   3/07/16 37.595 23,876        611,946 159,627  
    DAX RWE 1,287.12 18.550   10/19/15 12.230 23,876        635,822 135,751  
    BAX Grammer 909.22 26.260   11/09/15 23.675 23,876        659,698 111,875  
    DJ Global Titans ConocoPhilips 522.96 45.655   8/03/15 45.385 23,876        683,574 87,999  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,922.85 7.097   7/07/14 2.976 -11,674 27,840 16,166 687,739  671,900 115,839 787,739
    HSI-Fin China Life Ins HK 4,609.31 3.251   1/26/15 3.736 -17,219 14,983 -2,236 685,503  654,681 130,822 785,503
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA short Avis Budget 562.37 39.514 38.317 7/20/15 38.916 -21,885 21,548 -337 685,166  632,796 152,370 785,166
    DJ Global Titans ConocoPhilips 522.96 45.385 45.927 7/27/15 45.655 -23,876 24,018 142 685,308  608,920 176,388 785,308
  Buy SSE 50 China Northern Rare 11,550.88 2.081   1/04/16 1.789 24,042        632,962 152,346  
    HSI-Fin ICBC 38,442.60 0.625   1/04/16 0.538 24,042        657,004 128,304  
    DJTA long JetBlue Airways 1,116.29 21.538   8/24/15 18.277 24,042        681,046 104,262  
    SMI UBS 1,139.31 21.102   8/17/15 20.081 24,042        705,088 80,220  
    SLI Vifor Pharma 226.45 106.171   8/24/15 107.513 24,042        729,131 56,178  
    DJ Global Titans Mitsubishi UFJ 3,706.87 6.486   8/24/15 5.389 24,042        753,173 32,136  
8/10/15 Sell ISEQ 20 short FBD 1,221.96 7.120 12.080 6/08/15 9.274 -11,332 14,761 3,428 688,737  741,840 46,897 788,737
  Buy   long Kingspan 459.63 22.725   8/17/15 22.815 10,445        752,285 36,452  
      Ryanair 817.29 12.780   8/17/15 12.705 10,445        762,730 26,007  
8/17/15 Sell ASX 50 long James Hardie Ind 727.71 12.058   1/30/12 5.763 -4,194 8,775 4,581 693,318  758,536 34,781 793,318
    ISEQ 20 Kingspan 459.63 22.815   8/10/15 22.725 -10,445 10,486 41 693,359  748,091 45,268 793,359
      Ryanair 817.29 12.705   8/10/15 12.780 -10,445 10,384 -61 693,298  737,646 55,651 793,298
    OMXC 20 Pandora 206.26 107.440   11/24/14 67.207 -13,862 22,161 8,298 701,596  723,784 77,812 801,596
    SMI UBS 1,139.31 20.081   8/03/15 21.102 -24,042 22,879 -1,163 700,433  699,742 100,691 800,433
    Nikkei (FRA) Fujitsu 106.39 44.550   6/30/14 54.990 -5,850 4,740 -1,111 699,322  693,892 105,430 799,322
      MinebeaMitsumi 711.39 12.573   6/30/14 8.224 -5,850 8,944 3,094 702,416  688,041 114,375 802,416
  Buy ASX 50 short Santos 5,756.23 3.982   11/23/15 2.708 22,919        710,960 91,456  
    ISEQ 20 FBD 1,660.80 6.900   11/30/15 6.852 11,460        722,420 79,996  
    OMXC 20 GN Store Nord 184.09 124.500   10/05/15 126.375 22,919        745,339 57,077  
    Nikkei (FRA) Sharp 893.18 12.830   11/23/15 10.210 11,460        756,798 45,617  
      IHI 379.58 30.190   11/23/15 25.250 11,460        768,258 34,158  
8/24/15 Sell DJIA long Visa 136.64 58.880   12/19/11 18.897 -2,582 8,045 5,463 707,879  765,676 42,203 807,879
    Nasdaq 100 Regeneron 39.25 434.608   10/10/11 49.346 -1,937 17,058 15,122 723,001  763,739 59,262 823,001
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 ASML 55.45 74.790   1/09/12 32.400 -1,797 4,147 2,351 725,351  761,943 63,409 825,351
      Anheuser-Busch InBev 37.83 91.280   1/09/12 47.495 -1,797 3,453 1,656 727,008  760,146 66,862 827,008
    HDAX Ströer Media 642.37 47.670   1/12/15 24.615 -15,812 30,622 14,810 741,818  744,334 97,484 841,818
    FTSE Ashtead 14.15 1,199.890   7/30/12 333.248 -4,715 16,978 12,263 754,081  739,618 114,462 854,081
    HSI-Prop CK Hutchison 459.58 10.950   7/28/14 13.730 -6,310 5,032 -1,278 752,803  733,308 119,495 852,803
      Sino Land 5,039.94 1.200   7/28/14 1.252 -6,310 6,048 -262 752,541  726,998 125,543 852,541
    Europe 50 Novartis 227.87 69.088   11/10/14 61.916 -14,109 15,743 1,634 754,175  712,890 141,286 854,175
    DJTA JetBlue Airways 1,116.29 18.277   8/03/15 21.538 -24,042 20,403 -3,639 750,536  688,848 161,688 850,536
    SLI Vifor Pharma 226.45 107.513   8/03/15 106.171 -24,042 24,346 304 750,840  664,805 186,035 850,840
    Nikkei (TYO) MinebeaMitsumi 1,384.12 10.589   10/27/14 10.477 -14,502 14,657 155 750,995  650,303 200,692 850,995
    DJ Global Titans Mitsubishi UFJ 3,706.87 5.389   8/03/15 6.486 -24,042 19,977 -4,065 746,930  626,261 220,669 846,930
    SP Global 100 Apple 650.17 22.212   11/03/14 21.898 -14,237 14,441 204 747,134  612,024 235,110 847,134
  Buy USA short Keurig Dr Pepper 612.32 44.186   9/14/15 52.434 27,056        639,080 208,054  
    DJIA Chevron 435.55 62.119   5/30/16 91.551 27,056        666,136 180,998  
    Nasdaq 100 Micron Technology 2,175.34 12.438   8/31/15 14.635 27,056        693,192 153,942  
    Euro 50 E.on 1,554.94 8.700   10/26/15 8.993 13,528        706,720 140,414  
      Banco Santander 2,596.55 5.210   10/26/15 5.230 13,528        720,248 126,886  
    HDAX RWE 2,046.60 13.220   11/23/15 10.895 27,056        747,304 99,830  
    FTSE Glencore 144.38 187.390   5/09/16 167.806 27,055        774,359 72,775  
    HSI-Prop Hang Lung 7,037.77 1.922   6/06/16 1.737 13,528        787,887 59,247  
      The Wharf 7,732.05 1.750   6/06/16 1.945 13,528        801,415 45,719  
    DJCA Chevron 435.55 62.119   8/31/15 72.229 27,056        828,471 18,663  
    Europe 50 Rio Tinto 9.24 2,927.710   10/26/15 3,453.900 27,052        855,523 -8,389  
    DJTA Norfolk Southern 420.28 64.376   8/31/15 69.482 27,056        882,579 -35,445  
    SLI Aryzta 2,886.68 9.373   1/09/17 8.993 27,056        909,635 -62,501  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Casino Guichard 480.74 56.280   1/30/17 49.780 27,056        936,691 -89,557  
    Nikkei (TYO) IHI 1,044.98 25.892   8/08/16 25.014 27,056        963,747 -116,613  
    DJ Global Titans ConocoPhilips 731.70 36.977   3/21/16 37.886 27,056        990,803 -143,669  
    SP Global 100 RWE 2,046.60 13.220   9/12/16 14.645 27,056        1,017,859 -170,725  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,175.34 14.635 10.240 8/24/15 12.438 -27,056 22,276 -4,780 742,354  990,803 -148,449 842,354
    DJCA Chevron 435.55 72.229 52.009 8/24/15 62.119 -27,056 22,653 -4,403 737,951  963,747 -125,796 837,951
    DJTA Norfolk Southern 420.28 69.482 59.269 8/24/15 64.376 -27,056 24,910 -2,146 735,805  936,691 -100,887 835,805
  Buy Nasdaq 100 long Netflix 179.11 102.576   9/07/15 88.434 18,372        955,064 -119,259  
    DJCA JetBlue Airways 922.96 19.906   3/16/20 9.506 18,372        973,436 -137,631  
    DJUA short CenterPoint Energy 553.18 16.606   12/07/15 15.137 9,186        982,622 -146,817  
      FirstEnergy 322.29 28.503   12/07/15 29.960 9,186        991,808 -156,003  
    DJTA long JetBlue Airways 922.96 19.906   1/04/16 20.201 18,372        1,010,180 -174,375  
9/07/15 Sell Nasdaq 100 long Netflix 179.11 88.434   8/31/15 102.576 -18,372 15,839 -2,533 733,272  991,807 -158,536 833,272
    ATX Zumtobel 791.70 23.775   2/16/15 21.095 -16,701 18,823 2,122 735,394  975,107 -139,713 835,394
  Buy Nasdaq 100 short Micron Technology 1,154.40 15.066   10/19/15 16.912 17,392        992,498 -157,105  
    ATX Vienna Insurance 638.47 27.240   3/28/16 18.660 17,392        1,009,890 -174,497  
9/14/15 Sell USA short Keurig Dr Pepper 612.32 52.434 35.938 8/24/15 44.186 -27,056 22,006 -5,050 730,343  982,834 -152,491 830,343
  Buy   long JetBlue Airways 728.63 23.257   9/21/15 23.986 16,946        999,780 -169,437  
9/21/15 Sell   long JetBlue Airways 728.63 23.986   9/14/15 23.257 -16,946 17,477 531 730,874  982,834 -151,961 830,874
  Buy   short Wynn Resorts 285.33 59.482   10/05/15 57.973 16,972        999,806 -168,932  
    MIB Saipem 35.05 484.286   12/26/16 244.286 16,974        1,016,781 -185,907  
9/28/15 Sell BEL 20 long bpost 746.15 21.000   1/19/15 22.860 -17,057 15,669 -1,388 729,486  999,724 -170,238 829,486
  Buy   short Solvay 184.12 89.510   3/28/16 85.670 16,481        1,016,204 -186,718  
10/05/15 Sell USA short Wynn Resorts 285.33 57.973 61.030 9/21/15 59.482 -16,972 17,414 442 729,928  999,232 -169,304 829,928
    OMXC 20 GN Store Nord 184.09 126.375 122.625 8/17/15 124.500 -22,919 22,574 -345 729,583  976,313 -146,730 829,583
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA long Netflix 171.75 99.392   12/14/15 109.790 17,071        993,384 -163,801  
    OMXC 20 Genmab 200.69 85.064   11/02/15 91.174 17,071        1,010,455 -180,872  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.79 208.474   4/02/18 330.481 16,217        1,026,672 -197,090  
    MerVal Pampa Energía 19,664.12 0.825   10/19/15 0.927 16,217        1,042,889 -213,307  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,154.40 16.912 13.219 9/07/15 15.066 -17,392 15,260 -2,132 727,451  1,025,497 -198,046 827,451
    DAX RWE 1,287.12 12.230 28.136 7/27/15 18.550 -23,876 36,214 12,338 739,789  1,001,621 -161,832 839,789
    MerVal long Pampa Energía 19,664.12 0.927   10/12/15 0.825 -16,217 18,219 2,002 741,791  985,404 -143,613 841,791
  Buy Nasdaq 100 Amazon.com 690.00 25.296   2/08/16 21.802 17,454        1,002,858 -161,067  
    DAX Fresenius 289.40 60.310   12/21/15 63.430 17,454        1,020,312 -178,521  
    MerVal short YPF 776.45 22.479   10/26/15 25.738 17,454        1,037,766 -195,975  
10/26/15 Sell Euro 50 short E.on 1,554.94 8.993 8.407 8/24/15 8.700 -13,528 13,073 -455 741,336  1,024,238 -182,902 841,336
      Banco Santander 2,596.55 5.230 5.190 8/24/15 5.210 -13,528 13,476 -52 741,284  1,010,710 -169,426 841,284
    OMXS 30 SSAB 2,213.38 3.388 7.737 6/08/15 5.120 -11,333 17,126 5,793 747,077  999,377 -152,300 847,077
      Telia Company 2,155.00 4.765 5.804 6/08/15 5.259 -11,333 12,507 1,174 748,251  988,045 -139,794 848,251
    Europe 50 Rio Tinto 9.24 3,453.900 2,401.510 8/24/15 2,927.710 -27,052 22,190 -4,862 743,389  960,993 -117,604 843,389
    MerVal YPF 776.45 25.738 19.221 10/19/15 22.479 -17,454 14,924 -2,530 740,859  943,539 -102,680 840,859
  Buy Euro 50 long Fresenius 143.83 64.150   1/11/16 59.420 9,227        952,766 -111,906  
      Inditex 274.53 33.610   1/11/16 29.430 9,227        961,993 -121,133  
    OMXS 30 Boliden 528.44 17.461   11/02/15 17.505 9,227        971,220 -130,360  
      Svenska Cellulosa B 1,770.44 5.212   11/02/15 5.468 9,227        980,447 -139,587  
    Europe 50 SAP 263.14 70.130   12/14/15 69.400 18,454        998,901 -158,041  
    MerVal Pampa Energía 16,058.13 1.149   3/07/16 0.728 18,454        1,017,355 -176,495  
11/02/15 Sell OMXC 20 long Genmab 200.69 91.174   10/05/15 85.064 -17,071 18,298 1,226 742,085  1,000,283 -158,198 842,085
    OMXS 30 Boliden 528.44 17.505   10/26/15 17.461 -9,227 9,250 23 742,109  991,056 -148,947 842,109
      Svenska Cellulosa B 1,770.44 5.468   10/26/15 5.212 -9,227 9,680 453 742,562  981,829 -139,268 842,562
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short SSAB 2,602.81 3.378   12/14/15 2.601 8,791        990,620 -148,059  
      SKF A 547.10 16.068   12/14/15 14.663 8,791        999,411 -156,849  
11/09/15 Sell BAX short Grammer 909.22 23.675 29.127 7/27/15 26.260 -23,876 26,483 2,607 745,169  975,535 -130,366 845,169
  Buy   long Adva 1,759.72 10.155   11/16/15 10.530 17,870        993,405 -148,236  
11/16/15 Sell MDAX long Ströer Media 646.80 61.450   2/02/15 25.790 -16,681 39,746 23,065 768,233  976,724 -108,491 868,233
    BSE Sensex 30 Hindustan Unilever 691.94 11.144   1/30/12 6.061 -4,194 7,711 3,517 771,750  972,530 -100,780 871,750
    Topix (FRA) short Toshiba 644.83 22.410 47.453 6/01/15 32.610 -21,028 30,599 9,571 781,321  951,502 -70,181 881,321
    BAX long Adva 1,759.72 10.530   11/09/15 10.155 -17,870 18,530 660 781,981  933,632 -51,651 881,981
  Buy MDAX short Leoni 597.70 34.730   5/30/16 29.880 20,758        954,390 -72,409  
    BSE Sensex 30 Bharat Heavy 12,287.20 1.689   6/13/16 1.058 20,758        975,148 -93,167  
    SMI Holcim 410.97 50.510   1/09/17 49.995 20,758        995,906 -113,925  
    Topix (FRA) long Ono Pharmaceutical 760.31 27.302   12/14/15 30.520 20,758        1,016,664 -134,683  
    BAX short Leoni 597.70 34.730   11/23/15 36.045 20,758        1,037,422 -155,441  
11/23/15 Sell France short Solocal 32.36 390.360 1,256.870 6/08/15 700.450 -22,667 40,672 18,006 799,987  1,014,756 -114,769 899,987
    ASX 50 Santos 5,756.23 2.708 5.854 8/17/15 3.982 -22,919 33,696 10,777 810,764  991,837 -81,073 910,764
    HDAX RWE 2,046.60 10.895 16.041 8/24/15 13.220 -27,056 32,830 5,774 816,537  964,781 -48,243 916,537
    PSI 20 Pharol 37,474.51 0.369 0.705 5/25/15 0.510 -19,112 26,416 7,304 823,841  945,669 -21,828 923,841
    Nikkei (FRA) Sharp 893.18 10.210 16.122 8/17/15 12.830 -11,460 14,400 2,941 826,782  934,209 -7,427 926,782
      IHI 379.58 25.250 36.097 8/17/15 30.190 -11,460 13,702 2,242 829,024  922,750 6,274 929,024
    BAX Leoni 597.70 36.045 33.415 11/16/15 34.730 -20,758 19,972 -786 828,238  901,992 26,246 928,238
  Buy France long Ubisoft 890.21 26.805   1/11/16 24.260 23,862        925,854 2,384  
    HDAX SMA Solar 499.47 47.775   1/18/16 41.200 23,862        949,716 -21,478  
    PSI 20 Altri 4,672.41 5.107   12/07/15 5.008 23,862        973,578 -45,340  
    OMXC 20 Genmab 210.43 113.399   2/08/16 88.896 23,863        997,440 -69,203  
    Nikkei (FRA) Yamaha 475.91 25.070   12/07/15 22.360 11,931        1,009,371 -81,134  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 2,150.70 11.095   12/14/15 9.859 23,862        1,033,233 -104,996  
    GEX Hypoport 302.05 79.000   12/14/15 70.070 23,862        1,057,095 -128,858  
11/30/15 Sell ISEQ 20 short FBD 1,660.80 6.852 6.948 8/17/15 6.900 -11,460 11,540 80 828,318  1,045,636 -117,318 928,318
    Nordic 30 Fortum 1,214.09 13.820 21.706 6/01/15 17.320 -21,028 26,354 5,325 833,644  1,024,608 -90,964 933,644
  Buy Germany long SMA Solar 446.08 47.225   1/11/16 49.315 21,066        1,045,674 -112,030  
    ASX 50 short Origin Energy 5,499.40 3.831   1/04/16 3.253 21,066        1,066,740 -133,096  
    ISEQ 20 long Flutter 87.74 120.050   12/07/15 122.000 10,533        1,077,273 -143,630  
      Dalata Hotel 2,045.24 5.150   12/07/15 5.130 10,533        1,087,806 -154,163  
    Nordic 30 Pandora 187.75 112.200   12/14/15 108.345 21,066        1,108,872 -175,228  
12/07/15 Sell ISEQ 20 long Flutter 87.74 122.000   11/30/15 120.050 -10,533 10,704 171 833,815  1,098,338 -164,524 933,815
      Dalata Hotel 2,045.24 5.130   11/30/15 5.150 -10,533 10,492 -41 833,774  1,087,805 -154,032 933,774
    PSI 20 Altri 4,672.41 5.008   11/23/15 5.107 -23,862 23,399 -463 833,311  1,063,943 -130,632 933,311
    DJUA short CenterPoint Energy 553.18 15.137 18.217 8/31/15 16.606 -9,186 10,077 891 834,202  1,054,758 -120,555 934,202
      FirstEnergy 322.29 29.960 27.045 8/31/15 28.503 -9,186 8,716 -470 833,733  1,045,571 -111,839 933,733
    Nikkei (FRA) long Yamaha 475.91 22.360   11/23/15 25.070 -11,931 10,641 -1,290 832,443  1,033,640 -101,198 932,443
    BSE Sensex 50 Eicher Motors 825.63 22.421   10/24/11 2.335 -1,928 18,511 16,583 849,026  1,031,712 -82,686 949,026
  Buy ISEQ 20 short FBD 1,587.83 6.820   1/04/16 6.603 10,829        1,042,541 -93,515  
    PSI 20 Pharol 76,801.42 0.282   4/25/16 0.141 21,658        1,064,199 -115,173  
    DJUA long NiSource 613.36 17.655   3/16/20 18.760 10,829        1,075,028 -126,002  
      American Water 201.02 53.870   3/16/20 106.441 10,829        1,085,857 -136,831  
    Nikkei (FRA) short OKI Electric 943.29 11.480   3/07/16 12.000 10,829        1,096,686 -147,660  
      Sharp 1,139.89 9.500   3/07/16 13.180 10,829        1,107,515 -158,489  
    BSE Sensex 50 ONGC 10,503.90 2.062   12/21/15 2.125 21,658        1,129,173 -180,147  
12/14/15 Sell USA long Netflix 171.75 109.790   10/05/15 99.392 -17,071 18,856 1,786 850,812  1,112,103 -161,290 950,812
    OMXS 30 short SSAB 2,602.81 2.601 4.386 11/02/15 3.378 -8,791 11,415 2,624 853,436  1,103,312 -149,876 953,436
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SKF A 547.10 14.663 17.608 11/02/15 16.068 -8,791 9,633 842 854,278  1,094,521 -140,243 954,278
    Europe 50 long SAP 263.14 69.400   10/26/15 70.130 -18,454 18,262 -192 854,086  1,076,067 -121,981 954,086
    Nordic 30 Pandora 187.75 108.345   11/30/15 112.200 -21,066 20,342 -724 853,362  1,055,001 -101,639 953,362
    Topix (FRA) Ono Pharmaceutical 760.31 30.520   11/16/15 27.302 -20,758 23,205 2,447 855,809  1,034,243 -78,434 955,809
    BAX Adva 2,150.70 9.859   11/23/15 11.095 -23,862 21,204 -2,658 853,150  1,010,381 -57,231 953,150
    GEX Hypoport 302.05 70.070   11/23/15 79.000 -23,862 21,165 -2,697 850,453  986,519 -36,066 950,453
  Buy OMXS 30 Securitas 853.09 13.398   12/21/15 13.632 11,429        997,949 -47,495  
    Europe 50 short Rio Tinto 8.98 2,545.100   12/28/15 2,721.790 22,855        1,020,804 -70,350  
    Nordic 30 Møller-Mærsk B 18.64 1,226.160   4/25/16 1,254.850 22,856        1,043,659 -93,206  
    Topix (FRA) Toshiba 1,052.44 21.720   12/21/15 19.300 22,859        1,066,518 -116,065  
    BAX Leoni 687.80 33.235   7/04/16 24.990 22,859        1,089,377 -138,924  
    GEX Manz 562.20 40.660   5/09/16 36.225 22,859        1,112,236 -161,783  
12/21/15 Sell DAX long Fresenius 289.40 63.430   10/19/15 60.310 -17,454 18,357 903 851,356  1,094,783 -143,426 951,356
    OBX 25 short DNO International 17,790.42 0.607 2.673 6/08/15 1.274 -22,665 47,547 24,882 876,238  1,072,118 -95,880 976,238
    OMXS 30 long Securitas 853.09 13.632   12/14/15 13.398 -11,429 11,629 199 876,437  1,060,688 -84,251 976,437
    Topix (FRA) short Toshiba 1,052.44 19.300 24.443 12/14/15 21.720 -22,859 25,725 2,866 879,303  1,037,829 -58,526 979,303
    BSE Sensex 50 ONGC 10,503.90 2.125 1.999 12/07/15 2.062 -21,658 20,997 -661 878,643  1,016,171 -37,528 978,643
  Buy DAX RWE 2,064.68 11.395   12/28/15 11.660 23,527        1,039,698 -61,055  
    OBX 25 long Bakkafrost 895.14 26.283   12/28/15 26.311 23,527        1,063,225 -84,582  
    OMXS 30 short SSAB 5,420.22 2.170   12/28/15 2.409 11,764        1,074,989 -96,346  
      SKF A 805.65 14.601   12/28/15 15.095 11,764        1,086,752 -108,109  
    Topix (FRA) long Ono Pharmaceutical 735.59 31.984   1/04/16 32.298 23,527        1,110,279 -131,637  
    CAC Mid 60 Sartorius Stedim 408.63 57.575   12/28/15 57.183 23,527        1,133,806 -155,163  
    BSE Sensex 50 Bajaj Finance 2,898.09 8.118   1/04/16 8.393 23,527        1,157,333 -178,690  
12/28/15 Sell DAX short RWE 2,064.68 11.660 11.130 12/21/15 11.395 -23,527 22,980 -547 878,096  1,133,806 -155,711 978,096
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 Bakkafrost 895.14 26.311   12/21/15 26.283 -23,527 23,552 25 878,120  1,110,279 -132,159 978,120
    OMXS 30 short SSAB 5,420.22 2.409 1.932 12/21/15 2.170 -11,764 10,469 -1,294 876,826  1,098,516 -121,690 976,826
      SKF A 805.65 15.095 14.108 12/21/15 14.601 -11,764 11,366 -398 876,428  1,086,752 -110,324 976,428
    Europe 50 Rio Tinto 8.98 2,721.790 2,368.420 12/14/15 2,545.100 -22,855 21,268 -1,587 874,842  1,063,897 -89,055 974,842
    FT 30 Tate & Lyle 30.07 807.108 700.300 6/08/15 753.704 -22,664 21,058 -1,606 873,236  1,041,233 -67,997 973,236
    CAC Mid 60 long Sartorius Stedim 408.63 57.183   12/21/15 57.575 -23,527 23,367 -160 873,076  1,017,706 -44,630 973,076
  Buy USA Energy Recovery 3,585.60 6.473   1/11/16 5.700 23,211        1,040,917 -67,841  
    DAX Adidas 260.53 89.090   3/07/16 96.970 23,211        1,064,128 -91,052  
    OMXS 30 Securitas 836.43 13.875   1/04/16 13.705 11,605        1,075,733 -102,657  
    Europe 50 SAP 318.57 72.860   1/04/16 70.580 23,211        1,098,944 -125,868  
    FT 30 ITV 62.22 373.033   1/11/16 356.368 23,210        1,122,155 -149,079  
1/04/16 Sell SSE 50 short China Northern Rare 11,550.88 1.789 2.422 8/03/15 2.081 -24,042 27,977 3,935 877,011  1,098,113 -121,101 977,011
    ASX 50 Origin Energy 5,499.40 3.253 4.511 11/30/15 3.831 -21,066 24,805 3,739 880,750  1,077,047 -96,296 980,750
    HSI-Fin ICBC 38,442.60 0.538 0.727 8/03/15 0.625 -24,042 27,929 3,887 884,637  1,053,005 -68,368 984,637
    ISEQ 20 FBD 1,587.83 6.603 7.044 12/07/15 6.820 -10,829 11,185 356 884,993  1,042,176 -57,183 984,993
    OMXH 25 Outokumpu 3,689.40 2.584 10.606 5/11/15 5.235 -19,314 39,129 19,815 904,807  1,022,862 -18,054 1,004,807
    OMXS 30 long Securitas 836.43 13.705   12/28/15 13.875 -11,605 11,463 -142 904,665  1,011,256 -6,591 1,004,665
    Europe 50 SAP 318.57 70.580   12/28/15 72.860 -23,211 22,485 -726 903,939  988,045 15,894 1,003,939
    DJTA JetBlue Airways 922.96 20.201   8/31/15 19.906 -18,372 18,645 273 904,212  969,673 34,539 1,004,212
    Topix (FRA) Ono Pharmaceutical 735.59 32.298   12/21/15 31.984 -23,527 23,758 231 904,443  946,146 58,297 1,004,443
    BSE Sensex 50 Bajaj Finance 2,898.09 8.393   12/21/15 8.118 -23,527 24,324 797 905,240  922,619 82,621 1,005,240
  Buy SSE 50 Shanghai Pudong 10,814.38 2.515   1/11/16 2.391 27,196        949,815 55,425  
    HSI-Fin Hang Seng Bank 1,596.62 17.034   1/11/16 16.023 27,196        977,011 28,229  
    ISEQ 20 Flutter 110.24 123.350   1/18/16 119.900 13,598        990,609 14,631  
      Dalata Hotel 2,527.51 5.380   1/18/16 4.930 13,598        1,004,207 1,033  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Elisa 805.81 33.750   1/11/16 34.422 27,196        1,031,403 -26,163  
    OMXS 30 short SSAB 5,575.46 2.439   4/04/16 3.262 13,598        1,045,001 -39,761  
      SKF A 935.08 14.542   4/04/16 15.448 13,598        1,058,599 -53,359  
    Europe 50 Rio Tinto 10.52 2,585.270   1/25/16 2,112.660 27,197        1,085,796 -80,556  
    DJTA Ryder System 517.68 52.534   2/22/16 53.012 27,196        1,112,992 -107,752  
    Topix (FRA) Toshiba 1,369.39 19.860   8/15/16 25.260 27,196        1,140,188 -134,948  
    BSE Sensex 50 Larsen & Toubro 2,343.33 11.606   3/07/16 10.779 27,196        1,167,384 -162,144  
1/11/16 Sell USA long Energy Recovery 3,585.60 5.700   12/28/15 6.473 -23,211 20,439 -2,772 902,468  1,144,173 -141,705 1,002,468
    Euro 50 Fresenius 143.83 59.420   10/26/15 64.150 -9,227 8,546 -680 901,788  1,134,947 -133,159 1,001,788
      Inditex 274.53 29.430   10/26/15 33.610 -9,227 8,079 -1,148 900,640  1,125,720 -125,079 1,000,640
    France Ubisoft 890.21 24.260   11/23/15 26.805 -23,862 21,596 -2,266 898,375  1,101,858 -103,483 998,375
    Germany SMA Solar 446.08 49.315   11/30/15 47.225 -21,066 21,998 932 899,307  1,080,791 -81,484 999,307
    SSE 50 Shanghai Pudong 10,814.38 2.391   1/04/16 2.515 -27,196 25,855 -1,341 897,966  1,053,595 -55,629 997,966
    HSI-Fin Hang Seng Bank 1,596.62 16.023   1/04/16 17.034 -27,196 25,583 -1,613 896,353  1,026,399 -30,046 996,353
    OMXH 25 Elisa 805.81 34.422   1/04/16 33.750 -27,196 27,738 542 896,895  999,203 -2,309 996,895
    FT 30 ITV 62.22 356.368   12/28/15 373.033 -23,210 22,173 -1,037 895,858  975,993 19,865 995,858
    Topix (TYO) Subaru 743.12 33.663   6/11/12 6.048 -4,494 25,016 20,521 916,379  971,499 44,880 1,016,379
  Buy Euro 50 short Volkswagen 113.33 117.050   1/25/16 110.750 13,265        984,764 31,615  
      Banco Santander 3,251.35 4.080   1/25/16 3.860 13,266        998,030 18,349  
    France Vallourec 100.62 263.680   4/18/16 148.800 26,531        1,024,561 -8,182  
    SSE 50 Haitong Secs 15,088.15 1.758   6/13/16 1.997 26,531        1,051,092 -34,713  
    ASX 50 Origin Energy 9,690.98 2.738   2/29/16 2.906 26,531        1,077,623 -61,244  
    HSI-Fin China Life Ins HK 10,453.09 2.538   6/06/16 1.986 26,531        1,104,154 -87,775  
    OMXH 25 Outokumpu 10,715.27 2.476   4/25/16 3.996 26,531        1,130,685 -114,306  
    FT 30 Tesco 107.53 246.739   1/25/16 258.955 26,532        1,157,217 -140,838  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Toshiba 1,475.19 17.985   10/31/16 33.076 26,531        1,183,748 -167,369  
1/18/16 Sell HDAX long SMA Solar 499.47 41.200   11/23/15 47.775 -23,862 20,578 -3,284 913,095  1,159,886 -146,791 1,013,095
    ISEQ 20 Flutter 110.24 119.900   1/04/16 123.350 -13,598 13,218 -380 912,715  1,146,288 -133,573 1,012,715
      Dalata Hotel 2,527.51 4.930   1/04/16 5.380 -13,598 12,461 -1,137 911,578  1,132,690 -121,113 1,011,578
    QIX Freenet 437.09 28.325   1/23/12 10.515 -4,596 12,381 7,785 919,362  1,128,094 -108,732 1,019,362
  Buy HDAX short Aixtron 6,898.48 3.300   3/14/16 3.331 22,765        1,150,859 -131,497  
    ISEQ 20 FBD 1,767.47 6.440   5/30/16 6.529 11,383        1,162,242 -142,879  
    QIX BMW 291.49 78.100   2/08/16 69.300 22,765        1,185,007 -165,645  
1/25/16 Sell Euro 50 short Volkswagen 113.33 110.750 123.708 1/11/16 117.050 -13,265 14,020 755 920,117  1,171,742 -151,625 1,020,117
      Banco Santander 3,251.35 3.860 4.313 1/11/16 4.080 -13,266 14,021 756 920,873  1,158,476 -137,604 1,020,873
    Europe 50 Rio Tinto 10.52 2,112.660 3,163.610 1/04/16 2,585.270 -27,197 33,281 6,084 926,957  1,131,279 -104,322 1,026,957
    FT 30 Tesco 107.53 258.955 234.523 1/11/16 246.739 -26,532 25,218 -1,314 925,643  1,104,747 -79,104 1,025,643
  Buy Euro 50 long SAP 162.79 72.680   4/04/16 70.040 11,832        1,116,579 -90,936  
      Vinci 191.98 61.630   4/04/16 65.450 11,832        1,128,411 -102,767  
    Europe 50 SAP 325.58 72.680   3/28/16 70.840 23,663        1,152,074 -126,431  
    FT 30 National Grid 19.04 1,242.520   2/01/16 1,311.560 23,658        1,175,731 -150,088  
2/01/16 Sell   long National Grid 19.04 1,311.560   1/25/16 1,242.520 -23,658 24,972 1,315 926,958  1,152,074 -125,116 1,026,958
  Buy   short NatWest 68.30 330.109   4/18/16 299.798 22,546        1,174,620 -147,662  
2/08/16 Sell Nasdaq 100 long Amazon.com 690.00 21.802   10/19/15 25.296 -17,454 15,043 -2,411 924,547  1,157,166 -132,619 1,024,547
    OMXC 20 Genmab 210.43 88.896   11/23/15 113.399 -23,863 18,706 -5,156 919,391  1,133,304 -113,913 1,019,391
    QIX short BMW 291.49 69.300 88.018 1/18/16 78.100 -22,765 25,656 2,891 922,282  1,110,538 -88,257 1,022,282
  Buy Nasdaq 100 Micron Technology 2,570.11 9.085   3/21/16 10.259 23,350        1,133,888 -111,607  
    QIX long Rational 57.63 405.150   4/11/16 463.700 23,349        1,157,237 -134,955  
2/22/16 Sell DJTA short Ryder System 517.68 53.012 52.057 1/04/16 52.534 -27,196 26,949 -247 922,034  1,130,041 -108,007 1,022,034
    NZX 50 long Tourism 16,960.09 1.542   7/28/14 0.744 -12,620 26,147 13,527 935,562  1,117,421 -81,859 1,035,562
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OMXC 20 Vestas Wind Systems 1,974.17 12.077   2/29/16 12.460 23,842        1,141,263 -105,701  
    DJTA Delta Air Lines 539.11 44.225   3/07/16 43.943 23,842        1,165,105 -129,543  
    NZX 50 short ANZ Banking NZ 1,558.72 15.296   2/29/16 14.670 23,842        1,188,947 -153,386  
2/29/16 Sell ASX 50 short Origin Energy 9,690.98 2.906 2.569 1/11/16 2.738 -26,531 24,899 -1,632 933,930  1,162,416 -128,486 1,033,930
    OMXC 20 long Vestas Wind Systems 1,974.17 12.460   2/22/16 12.077 -23,842 24,598 756 934,685  1,138,574 -103,889 1,034,685
    NZX 50 short ANZ Banking NZ 1,558.72 14.670 15.949 2/22/16 15.296 -23,842 24,859 1,017 935,703  1,114,732 -79,029 1,035,703
  Buy ASX 50 long Newcrest Mining 2,083.29 11.480   11/05/18 13.103 23,916        1,138,648 -102,945  
    NZX 50 a2 Milk 22,435.27 1.066   5/22/17 2.174 23,916        1,162,564 -126,861  
3/07/16 Sell S&P 100 short ConocoPhilips 522.96 37.595 55.443 7/27/15 45.655 -23,876 28,995 5,119 940,821  1,138,688 -97,867 1,040,821
    DAX long Adidas 260.53 96.970   12/28/15 89.090 -23,211 25,264 2,053 942,874  1,115,477 -72,603 1,042,874
    MerVal Pampa Energía 16,058.13 0.728   10/26/15 1.149 -18,454 11,690 -6,764 936,111  1,097,023 -60,913 1,036,111
    DJTA Delta Air Lines 539.11 43.943   2/22/16 44.225 -23,842 23,690 -152 935,959  1,073,181 -37,223 1,035,959
    Nikkei (FRA) short OKI Electric 943.29 12.000 10.960 12/07/15 11.480 -10,829 10,338 -491 935,468  1,062,352 -26,884 1,035,468
      Sharp 1,139.89 13.180 5.820 12/07/15 9.500 -10,829 6,634 -4,195 931,273  1,051,523 -20,250 1,031,273
    BSE Sensex 50 Larsen & Toubro 2,343.33 10.779 12.496 1/04/16 11.606 -27,196 29,283 2,087 933,361  1,024,327 9,033 1,033,361
  Buy USA long Energy Recovery 3,348.45 7.782   10/29/18 6.189 26,059        1,050,386 -17,026  
    S&P 100 Meta 271.41 96.013   3/28/16 101.554 26,059        1,076,445 -43,085  
    DAX short Deutsche Bank 1,645.86 15.833   4/25/16 14.347 26,059        1,102,504 -69,144  
    MerVal YPF 1,576.02 16.535   4/11/16 14.912 26,059        1,128,564 -95,203  
    DJTA Avis Budget 1,019.40 25.563   3/14/16 24.329 26,059        1,154,622 -121,262  
    Nikkei (FRA) long Nippon Suisan 3,072.27 4.241   3/14/16 4.289 13,030        1,167,652 -134,291  
      Yamaha 499.20 26.101   3/14/16 27.038 13,030        1,180,682 -147,321  
    BSE Sensex 50 Bajaj Finance 3,037.43 8.579   12/10/18 29.076 26,059        1,206,741 -173,380  
3/14/16 Sell HDAX short Aixtron 6,898.48 3.331 3.269 1/18/16 3.300 -22,765 22,551 -214 933,147  1,183,976 -150,829 1,033,147
    DJTA Avis Budget 1,019.40 24.329 26.860 3/07/16 25.563 -26,059 27,381 1,322 934,469  1,157,917 -123,448 1,034,469
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Nippon Suisan 3,072.27 4.289   3/07/16 4.241 -13,030 13,177 147 934,616  1,144,887 -110,271 1,034,616
      Yamaha 499.20 27.038   3/07/16 26.101 -13,030 13,497 468 935,084  1,131,858 -96,774 1,035,084
  Buy HDAX SMA Solar 539.24 43.500   4/11/16 45.160 23,457        1,155,314 -120,231  
    DJTA Alaska Air Group 326.38 71.870   10/29/18 53.552 23,457        1,178,771 -143,688  
    Nikkei (FRA) short Toshiba 706.96 16.590   7/18/16 25.800 11,728        1,190,500 -155,416  
      IHI 645.13 18.180   7/18/16 25.860 11,728        1,202,228 -167,145  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,570.11 10.259 7.912 2/08/16 9.085 -23,350 20,333 -3,017 932,067  1,178,878 -146,811 1,032,067
    TSX 60 Cenovus Energy 1,245.58 12.064 19.931 5/11/15 15.506 -19,314 24,825 5,511 937,579  1,159,564 -121,986 1,037,579
    DJ Global Titans ConocoPhilips 731.70 37.886 36.068 8/24/15 36.977 -27,056 26,391 -665 936,913  1,132,509 -95,595 1,036,913
  Buy Nasdaq 100 long NVidia 3,119.76 7.543   10/29/18 40.739 23,532        1,156,041 -119,127  
    TSX 60 Barrick Gold 1,803.43 13.049   6/27/16 19.168 23,532        1,179,573 -142,659  
    DJ Global Titans McDonald´s 213.61 110.161   3/28/16 110.022 23,531        1,203,104 -166,191  
3/28/16 Sell S&P 100 long Meta 271.41 101.554   3/07/16 96.013 -26,059 27,563 1,504 938,417  1,177,045 -138,628 1,038,417
    ATX short Vienna Insurance 638.47 18.660 39.765 9/07/15 27.240 -17,392 25,389 7,997 946,414  1,159,653 -113,239 1,046,414
    BEL 20 Solvay 184.12 85.670 93.522 9/28/15 89.510 -16,481 17,219 739 947,153  1,143,173 -96,020 1,047,153
    Europe 50 long SAP 325.58 70.840   1/25/16 72.680 -23,663 23,064 -599 946,554  1,119,509 -72,956 1,046,554
    DJ Global Titans McDonald´s 213.61 110.022   3/21/16 110.161 -23,531 23,502 -30 946,524  1,095,978 -49,454 1,046,524
  Buy S&P 100 short Devon Energy 1,079.90 23.082   4/25/16 30.124 24,926        1,120,904 -74,380  
    ATX long Flughafen Wien 1,023.76 24.348   5/16/16 25.113 24,926        1,145,830 -99,306  
    BEL 20 Bekaert 712.17 35.000   4/25/16 37.780 24,926        1,170,756 -124,232  
    Europe 50 short Credit Suisse 1,947.80 12.797   4/18/16 13.328 24,926        1,195,682 -149,158  
    DJ Global Titans Mitsubishi UFJ 5,995.00 4.158   4/11/16 3.840 24,926        1,220,608 -174,084  
4/04/16 Sell Euro 50 long SAP 162.79 70.040   1/25/16 72.680 -11,832 11,402 -430 946,094  1,208,776 -162,682 1,046,094
      Vinci 191.98 65.450   1/25/16 61.630 -11,832 12,565 733 946,828  1,196,945 -150,117 1,046,828
    OMXS 30 short SSAB 5,575.46 3.262 1.615 1/04/16 2.439 -13,598 9,007 -4,591 942,236  1,183,347 -141,110 1,042,236
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SKF A 935.08 15.448 13.637 1/04/16 14.542 -13,598 12,751 -847 941,389  1,169,749 -128,359 1,041,389
  Buy Euro 50 Deutsche Bank 863.99 13.209   5/16/16 12.861 11,413        1,181,161 -139,772  
      Unicredit 755.14 15.113   5/16/16 14.382 11,412        1,192,574 -151,184  
    OMXC 20 long Genmab 183.61 124.315   4/11/16 126.502 22,825        1,215,399 -174,010  
    OMXS 30 Securitas 787.23 14.497   4/11/16 14.803 11,412        1,226,811 -185,422  
      Fingerprint Cards 1,088.02 10.489   4/11/16 10.913 11,412        1,238,224 -196,835  
4/11/16 Sell HDAX long SMA Solar 539.24 45.160   3/14/16 43.500 -23,457 24,352 895 942,285  1,214,767 -172,482 1,042,285
    OMXC 20 Genmab 183.61 126.502   4/04/16 124.315 -22,825 23,227 402 942,686  1,191,942 -149,255 1,042,686
    OMXS 30 Securitas 787.23 14.803   4/04/16 14.497 -11,412 11,653 241 942,927  1,180,529 -137,602 1,042,927
      Fingerprint Cards 1,088.02 10.913   4/04/16 10.489 -11,412 11,874 461 943,388  1,169,117 -125,728 1,043,388
    MerVal short YPF 1,576.02 14.912 18.335 3/07/16 16.535 -26,059 28,896 2,837 946,225  1,143,058 -96,833 1,046,225
    QIX long Rational 57.63 463.700   2/08/16 405.150 -23,349 26,723 3,374 949,599  1,119,709 -70,110 1,049,599
    DJ Global Titans short Mitsubishi UFJ 5,995.00 3.840 4.501 3/28/16 4.158 -24,926 26,986 2,060 951,659  1,094,783 -43,124 1,051,659
  Buy HDAX Deutsche Bank 2,017.83 12.495   7/25/16 11.745 25,213        1,119,996 -68,337  
    OMXC 20 Nordea Bank (DK) 3,043.80 8.283   4/25/16 8.632 25,213        1,145,209 -93,550  
    OMXS 30 Nordea Bank 1,516.21 8.315   4/18/16 8.483 12,607        1,157,815 -106,156  
      S.E.B 1,488.16 8.471   4/18/16 8.777 12,607        1,170,422 -118,763  
    MerVal long Gr Fin Galicia 11,065.61 2.279   6/20/16 2.681 25,213        1,195,635 -143,976  
    QIX short Mercedes-Benz 416.74 60.500   7/04/16 54.240 25,213        1,220,848 -169,189  
    DJ Global Titans long McDonald´s 225.47 111.826   5/09/16 114.955 25,213        1,246,061 -194,402  
4/18/16 Sell France short Vallourec 100.62 148.800 467.252 1/11/16 263.680 -26,531 47,015 20,483 972,142  1,219,529 -147,387 1,072,142
    HSI China Shenhua HK 12,603.38 1.521 2.268 7/13/15 1.857 -23,407 28,587 5,180 977,322  1,196,122 -118,800 1,077,322
    OMXS 30 Nordea Bank 1,516.21 8.483 8.147 4/11/16 8.315 -12,607 12,352 -255 977,068  1,183,516 -106,448 1,077,068
      S.E.B 1,488.16 8.777 8.166 4/11/16 8.471 -12,607 12,152 -454 976,613  1,170,909 -94,296 1,076,613
    Europe 50 Credit Suisse 1,947.80 13.328 12.266 3/28/16 12.797 -24,926 23,891 -1,035 975,578  1,145,983 -70,405 1,075,578
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 NatWest 68.30 299.798 363.484 2/01/16 330.109 -22,546 24,826 2,280 977,858  1,123,437 -45,579 1,077,858
  Buy France long Ubisoft 952.95 27.080   6/13/16 32.460 25,806        1,149,243 -71,385  
    HSI AAC Technologies 3,913.26 6.595   11/21/16 8.782 25,806        1,175,049 -97,191  
    OMXS 30 Securitas 894.99 14.417   6/13/16 13.140 12,903        1,187,952 -110,094  
      Fingerprint Cards 1,043.10 12.370   6/13/16 9.568 12,903        1,200,855 -122,997  
    Europe 50 BAT 4.78 5,403.310   4/25/16 5,349.570 25,828        1,226,683 -148,825  
    FT 30 BAT 4.78 5,403.310   4/25/16 5,349.570 25,828        1,252,511 -174,653  
4/25/16 Sell S&P 100 short Devon Energy 1,079.90 30.124 16.039 3/28/16 23.082 -24,926 17,321 -7,605 970,253  1,227,585 -157,332 1,070,253
    DAX Deutsche Bank 1,645.86 14.347 17.473 3/07/16 15.833 -26,059 28,758 2,699 972,952  1,201,526 -128,574 1,072,952
    TecDAX Aixtron 3,047.54 4.108 11.590 6/01/15 6.900 -21,028 35,320 14,292 987,243  1,180,498 -93,254 1,087,243
    IBEX 35 Obrascón Huarte Lain 1,009.09 5.840 62.729 5/11/15 19.140 -19,314 63,300 43,986 1,031,229  1,161,184 -29,955 1,131,229
    BEL 20 long Bekaert 712.17 37.780   3/28/16 35.000 -24,926 26,906 1,980 1,033,209  1,136,258 -3,049 1,133,209
    OMXH 25 short Outokumpu 10,715.27 3.996 0.956 1/11/16 2.476 -26,531 10,244 -16,287 1,016,922  1,109,727 7,195 1,116,922
    PSI 20 Pharol 76,801.42 0.141 0.564 12/07/15 0.282 -21,658 43,316 21,658 1,038,580  1,088,069 50,511 1,138,580
    OMXC 20 Nordea Bank (DK) 3,043.80 8.632 7.935 4/11/16 8.283 -25,213 24,151 -1,062 1,037,518  1,062,856 74,662 1,137,518
    Europe 50 long BAT 4.78 5,349.570   4/18/16 5,403.310 -25,828 25,571 -257 1,037,261  1,037,028 100,233 1,137,261
    Nordic 30 short Møller-Mærsk B 18.64 1,254.850 1,197.470 12/14/15 1,226.160 -22,856 22,321 -535 1,036,726  1,014,172 122,554 1,136,726
    FT 30 long BAT 4.78 5,349.570   4/18/16 5,403.310 -25,828 25,571 -257 1,036,469  988,344 148,125 1,136,469
  Buy S&P 100 McDonald´s 283.86 113.132   5/09/16 114.955 32,114        1,020,458 116,011  
    Germany Verbio 3,833.13 8.378   6/27/16 5.220 32,114        1,052,572 83,897  
    DAX Adidas 297.77 107.850   5/09/16 114.300 32,114        1,084,687 51,783  
    TecDAX SMA Solar 686.71 46.765   5/09/16 46.500 32,114        1,116,800 19,669  
    IBEX 35 aena 266.06 120.700   5/09/16 123.100 32,113        1,148,914 -12,445  
    BEL 20 short Ackermans van Haaren 290.76 110.450   8/22/16 112.650 32,114        1,181,028 -44,559  
    OMXH 25 long Outokumpu 8,036.54 3.996   5/02/16 3.550 32,114        1,213,142 -76,673  
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 246.42 130.322   6/13/16 152.120 32,114        1,245,256 -108,787  
    Europe 50 short Credit Suisse 2,393.51 13.417   5/16/16 12.098 32,114        1,277,370 -140,901  
    Nordic 30 long Volvo 2,987.68 10.749   5/09/16 9.844 32,114        1,309,484 -173,015  
    FT 30 short NatWest 100.64 319.111   5/16/16 270.322 32,115        1,341,600 -205,130  
5/02/16 Sell OMXH 25 long Outokumpu 8,036.54 3.550   4/25/16 3.996 -32,114 28,530 -3,584 1,032,885  1,309,486 -176,600 1,132,885
  Buy   short Konecranes 1,196.19 19.986   5/23/16 22.476 23,907        1,333,393 -200,508  
5/09/16 Sell S&P 100 long McDonald´s 283.86 114.955   4/25/16 113.132 -32,114 32,631 517 1,033,403  1,301,279 -167,876 1,133,403
    DAX Adidas 297.77 114.300   4/25/16 107.850 -32,114 34,035 1,921 1,035,323  1,269,164 -133,841 1,135,323
    TecDAX SMA Solar 686.71 46.500   4/25/16 46.765 -32,114 31,932 -182 1,035,141  1,237,051 -101,909 1,135,141
    IBEX 35 aena 266.06 123.100   4/25/16 120.700 -32,113 32,752 639 1,035,780  1,204,937 -69,157 1,135,780
    FTSE short Glencore 144.38 167.806 209.259 8/24/15 187.390 -27,055 30,213 3,157 1,038,937  1,177,882 -38,944 1,138,937
    HSI-C&I Sands China 6,945.27 3.084 3.713 7/06/15 3.384 -23,500 25,784 2,284 1,041,222  1,154,382 -13,160 1,141,222
    Athex LC Eurobank Ergasias 236.55 0.875 2,744.000 1/27/14 49.000 -11,591 649,093 637,502 1,678,724  1,142,791 635,933 1,778,724
    Nordic 30 long Volvo 2,987.68 9.844   4/25/16 10.749 -32,114 29,412 -2,702 1,676,021  1,110,677 665,345 1,776,021
    GEX short Manz 562.20 36.225 45.638 12/14/15 40.660 -22,859 25,658 2,799 1,678,820  1,087,818 691,002 1,778,820
    DJ Global Titans long McDonald´s 225.47 114.955   4/11/16 111.826 -25,213 25,919 705 1,679,526  1,062,604 716,921 1,779,526
  Buy DAX short Deutsche Bank 4,773.23 13.075   5/16/16 12.861 62,411        1,125,015 654,510  
    FTSE long Fresnillo 47.45 1,315.360   10/08/18 886.711 62,414        1,187,429 592,097  
    HSI-C&I MTR 14,324.63 4.357   12/26/16 4.598 62,411        1,249,840 529,686  
    OBX 25 SalMar 2,781.81 22.435   6/27/16 25.094 62,411        1,312,251 467,275  
    Athex LC Jumbo 5,552.58 11.240   6/20/16 10.590 62,411        1,374,662 404,864  
    Nordic 30 short Ericsson 9,149.70 6.821   5/16/16 6.762 62,411        1,437,073 342,452  
    GEX long Hypoport 798.30 78.180   5/23/16 84.790 62,411        1,499,484 280,041  
    DJ Global Titans short Mitsubishi UFJ