Sat, Sep 30th, 2023, 7:24UTC
 
Portfolio Development

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World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        2,500 97,500 100,000
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        5,000 95,000  
1/17/11 Buy CAC 40 long Valeo 321.75 15.148   3/14/11 13.523 4,874        9,874 90,126  
    AEX Aalberts 323.85 15.050   3/28/11 16.715 4,874        14,748 85,252  
1/24/11 Buy IBEX 35 long Sacyr 847.86 5.462   2/28/11 7.082 4,631        19,379 80,621  
    Topix (TYO) short Resona 1,147.25 4.037   1/31/11 3.670 4,631        24,010 75,990  
1/31/11 Sell   short Resona 1,147.25 3.670 4.440 1/24/11 4.037 -4,631 5,094 463 463  19,379 81,084 100,463
  Buy SSE 50 long China Shipbuilding 4,614.60 0.983   2/21/11 0.981 4,538        23,917 76,546  
    Topix (TYO) Isuzu Motors 632.21 7.178   8/29/11 5.756 4,538        28,455 72,008  
2/07/11 Buy HSI short China Res Land 3,595.50 1.199   4/04/11 1.417 4,311        32,766 67,697  
    HSI-Fin China Life Ins HK 1,574.33 2.738   1/16/12 2.249 4,311        37,077 63,386  
    ÖkoDAX (deprecated) long CropEnergies 730.68 5.900   6/06/11 4.970 4,311        41,388 59,075  
    BSE Sensex 30 short Bharat Heavy 988.85 4.360   1/30/12 2.662 4,311        45,699 54,764  
    STI Wilmar International 1,421.74 3.032   3/28/11 3.080 4,311        50,010 50,453  
2/14/11 Buy OMXH 25 short Nokia 562.99 6.700   2/21/11 6.240 3,772        53,782 46,681  
    PSI 20 long Jerónimo Martins 314.99 11.975   2/21/11 11.500 3,772        57,554 42,909  
    GEX InVision 183.91 20.510   3/07/11 22.905 3,772        61,326 39,137  
2/21/11 Sell SSE 50 long China Shipbuilding 4,614.60 0.981   1/31/11 0.983 -4,538 4,525 -13 450  56,788 43,662 100,450
    OMXH 25 short Nokia 562.99 6.240 7.194 2/14/11 6.700 -3,772 4,050 278 728  53,016 47,712 100,728
    PSI 20 long Jerónimo Martins 314.99 11.500   2/14/11 11.975 -3,772 3,622 -150 579  49,244 51,335 100,579
  Buy SSE 50 short Shanghai Pudong 3,415.80 1.112   4/04/11 1.203 3,797        53,041 47,538  
    OMXH 25 long Metso 389.84 9.740   2/28/11 10.430 3,797        56,838 43,741  
    PSI 20 short Impresa 3,835.35 0.990   3/28/11 1.010 3,797        60,635 39,944  
    SMI long Richemont 89.22 42.559   2/28/11 41.624 3,797        64,432 36,147  
2/28/11 Sell IBEX 35 long Sacyr 847.86 7.082   1/24/11 5.462 -4,631 6,005 1,374 1,952  59,801 42,151 101,952
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Metso 389.84 10.430   2/21/11 9.740 -3,797 4,066 269 2,221  56,004 46,217 102,221
    SMI Richemont 89.22 41.624   2/21/11 42.559 -3,797 3,714 -83 2,138  52,207 49,931 102,138
  Buy IBEX 35 short Banco Sabadell 1,503.56 2.528   3/21/11 2.535 3,801        56,008 46,130  
    OMXH 25 Nokia 624.14 6.090   12/26/11 3.720 3,801        59,809 42,329  
    SMI Roche 34.64 109.719   3/07/11 102.126 3,801        63,610 38,528  
    NZX 50 Heartland 8,918.35 0.426   4/25/11 0.391 3,801        67,411 34,727  
    Topix (FRA) Resona 936.21 4.060   7/11/11 3.532 3,801        71,212 30,926  
3/07/11 Sell SMI short Roche 34.64 102.126 117.876 2/28/11 109.719 -3,801 4,083 283 2,420  67,411 35,009 102,420
    GEX long InVision 183.91 22.905   2/14/11 20.510 -3,772 4,212 440 2,861  63,639 39,222 102,861
  Buy SMI Richemont 83.99 42.288   3/14/11 39.521 3,552        67,191 35,670  
    GEX short MeVis Medical 291.15 12.200   2/13/12 5.650 3,552        70,743 32,118  
3/14/11 Sell CAC 40 long Valeo 321.75 13.523   1/17/11 15.148 -4,874 4,351 -523 2,338  65,869 36,469 102,338
    SMI Richemont 83.99 39.521   3/07/11 42.288 -3,552 3,319 -232 2,105  62,317 39,788 102,105
  Buy CAC 40 short Carrefour 113.11 31.360   4/25/11 31.100 3,547        65,864 36,241  
    TecDAX SMA Solar 48.09 73.750   2/06/12 50.420 3,547        69,411 32,695  
    HSI-Prop China Ov Land & Inv 1,350.31 1.313   1/16/12 1.541 1,774        71,184 30,921  
      China Res Land 1,478.16 1.200   1/16/12 1.413 1,774        72,958 29,148  
    Nordic 30 Nokia 604.26 5.870   11/28/11 4.150 3,547        76,505 25,601  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        80,053 22,052  
    SMI Roche 35.06 101.160   5/02/11 110.747 3,547        83,600 18,506  
    Nikkei (FRA) Resona 521.62 3.400   1/09/12 3.458 1,774        85,373 16,732  
      Tokyo Electric Power 137.48 12.900   1/09/12 1.740 1,773        87,147 14,959  
    Nikkei (TYO) Resona 1,043.67 3.399   4/25/11 3.103 3,547        90,694 11,412  
3/21/11 Sell IBEX 35 short Banco Sabadell 1,503.56 2.535 2.521 2/28/11 2.528 -3,801 3,790 -11 2,095  86,893 15,202 102,095
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,691  84,393 17,298 101,691
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,203  81,893 20,310 102,203
  Buy IBEX 35 Sacyr 422.11 7.254   4/04/11 7.471 3,062        84,955 17,248  
    ISEQ 20 short Bank of Ireland 171.83 8.910   3/28/11 7.590 1,531        86,486 15,717  
      Ryanair 470.93 3.251   3/28/11 3.273 1,531        88,017 14,186  
3/28/11 Sell AEX long Aalberts 323.85 16.715   1/17/11 15.050 -4,874 5,413 539 2,742  83,143 19,599 102,742
    ISEQ 20 short Bank of Ireland 171.83 7.590 10.460 3/21/11 8.910 -1,531 1,797 266 3,008  81,612 21,396 103,008
      Ryanair 470.93 3.273 3.229 3/21/11 3.251 -1,531 1,521 -10 2,998  80,081 22,917 102,998
    PSI 20 Impresa 3,835.35 1.010 0.970 2/21/11 0.990 -3,797 3,720 -77 2,921  76,284 26,637 102,921
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,840  72,736 30,104 102,840
    STI Wilmar International 1,421.74 3.080 2.984 2/07/11 3.032 -4,311 4,243 -68 2,771  68,425 34,347 102,771
  Buy AEX Philips 154.51 22.180   1/02/12 16.490 3,427        71,852 30,920  
    ISEQ 20 long Glanbia 393.91 4.350   4/25/11 4.541 1,714        73,565 29,206  
      Origin Enterprises 447.97 3.825   4/25/11 3.900 1,713        75,279 27,493  
    PSI 20 Jerónimo Martins 303.54 11.290   4/11/11 11.320 3,427        78,706 24,066  
    STI Genting 2,954.31 1.160   5/02/11 1.158 3,427        82,133 20,639  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,415.80 1.203 1.020 2/21/11 1.112 -3,797 3,484 -313 2,458  78,336 24,123 102,458
    HSI China Res Land 3,595.50 1.417 0.981 2/07/11 1.199 -4,311 3,527 -784 1,674  74,025 27,650 101,674
    IBEX 35 long Sacyr 422.11 7.471   3/21/11 7.254 -3,062 3,154 92 1,766  70,963 30,803 101,766
  Buy SSE 50 IM BaoTou Steel 10,937.29 0.303   5/23/11 0.268 3,314        74,277 27,489  
    HSI Galaxy Entertainment 3,068.52 1.080   8/01/11 1.948 3,314        77,591 24,175  
    IBEX 35 short Banco Sabadell 1,331.46 2.489   2/06/12 2.331 3,314        80,905 20,861  
    Athex LC Piraeus Financial 0.01 432,300.000   4/02/12 82,830.000 4,323        85,228 16,538  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.54 11.320   3/28/11 11.290 -3,427 3,436 9 1,775  81,801 19,974 101,775
  Buy   short Teixeira Duarte 4,988.52 0.610   2/06/12 0.190 3,043        84,844 16,931  
    OBX 25 Frontline 39.40 77.243   1/16/12 17.878 3,043        87,887 13,888  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 AstraZeneca 44.79 33.972   4/18/11 34.188 1,522        89,409 12,366  
      Nokia 255.02 5.966   4/18/11 6.088 1,522        90,930 10,845  
    FT 30 3i Group 10.06 302.376   5/02/11 315.356 3,042        93,972 7,803  
4/18/11 Sell OMXS 30 short AstraZeneca 44.79 34.188 33.756 4/11/11 33.972 -1,522 1,512 -10 1,765  92,450 9,315 101,765
      Nokia 255.02 6.088 5.844 4/11/11 5.966 -1,522 1,490 -31 1,734  90,929 10,805 101,734
  Buy   long Swedbank 107.69 13.061   5/30/11 12.341 1,407        92,335 9,399  
4/25/11 Sell CAC 40 short Carrefour 113.11 31.100 31.622 3/14/11 31.360 -3,547 3,577 30 1,764  88,788 12,976 101,764
    ISEQ 20 long Glanbia 393.91 4.541   3/28/11 4.350 -1,714 1,789 75 1,839  87,075 14,764 101,839
      Origin Enterprises 447.97 3.900   3/28/11 3.825 -1,713 1,747 34 1,873  85,361 16,511 101,873
    NZX 50 short Heartland 8,918.35 0.391 0.465 2/28/11 0.426 -3,801 4,144 343 2,216  81,560 20,656 102,216
    Nikkei (TYO) Resona 1,043.67 3.103 3.722 3/14/11 3.399 -3,547 3,885 338 2,554  78,013 24,541 102,554
  Buy ISEQ 20 Bank of Ireland 213.51 7.440   1/02/12 2.550 1,589        79,602 22,952  
      Ryanair 471.93 3.366   1/02/12 3.780 1,589        81,190 21,364  
    OMXC 20 Vestas Wind Systems 660.69 4.809   5/16/11 4.185 3,177        84,367 18,187  
    NZX 50 long a2 Milk 41,206.23 0.077   10/03/11 0.120 3,177        87,544 15,010  
    Nikkei (TYO) Screen 105.08 30.233   5/09/11 32.089 3,177        90,721 11,833  
5/02/11 Sell FT 30 short 3i Group 10.06 315.356 289.395 4/11/11 302.376 -3,042 2,911 -131 2,423  87,679 14,744 102,423
    STI long Genting 2,954.31 1.158   3/28/11 1.160 -3,427 3,422 -5 2,418  84,252 18,166 102,418
    SMI short Roche 35.06 110.747 91.573 3/14/11 101.160 -3,547 3,211 -336 2,082  80,706 21,377 102,082
  Buy STI Wilmar International 1,092.78 2.824   7/02/12 2.197 3,086        83,792 18,291  
    SMI long Richemont 70.55 43.745   5/09/11 42.905 3,086        86,878 15,205  
5/09/11 Sell   long Richemont 70.55 42.905   5/02/11 43.745 -3,086 3,027 -59 2,023  83,792 18,231 102,023
    Nikkei (TYO) Screen 105.08 32.089   4/25/11 30.233 -3,177 3,372 195 2,218  80,615 21,603 102,218
  Buy CAC 40 short Carrefour 100.93 30.665   2/06/12 18.345 3,095        83,710 18,508  
    TSX 60 BlackBerry 102.19 30.287   2/20/12 11.318 3,095        86,805 15,413  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 50.54 61.241   5/30/11 59.956 3,095        89,900 12,318  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        92,995 9,223  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 4/25/11 4.809 -3,177 3,651 474 2,692  89,818 12,874 102,692
  Buy   long Novozymes 122.04 23.673   5/30/11 23.619 2,889        92,707 9,985  
    CAC Mid 60 short Genfit 734.55 3.933   1/23/12 1.723 2,889        95,596 7,096  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  92,282 10,024 102,306
  Buy   short China Life 1,350.65 2.079   5/30/11 2.028 2,808        95,090 7,216  
    SDAX Heidelberger Druck 968.61 2.899   1/30/12 1.657 2,808        97,898 4,408  
    Indices Athex Large Cap 0.49 5,689.400   1/16/12 2,507.600 2,788        100,686 1,620  
5/30/11 Sell SSE 50 short China Life 1,350.65 2.028 2.131 5/23/11 2.079 -2,808 2,879 71 2,376  97,878 4,498 102,376
    OMXC 20 long Novozymes 122.04 23.619   5/16/11 23.673 -2,889 2,882 -7 2,370  94,989 7,381 102,370
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,292  93,582 8,710 102,292
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,358  90,487 11,871 102,358
  Buy SSE 50 long China Northern Rare 1,182.00 2.415   6/06/11 2.742 2,855        93,342 9,016  
    BEL 20 short Galapagos 298.95 9.550   7/04/11 8.420 2,855        96,197 6,161  
    OMXC 20 Vestas Wind Systems 704.85 4.051   7/04/11 3.486 2,855        99,052 3,306  
    OMXS 30 Nokia 316.39 4.512   7/04/11 4.367 1,428        100,479 1,879  
      Telia Company 269.33 5.300   7/04/11 4.997 1,428        101,907 451  
6/06/11 Sell SSE 50 long China Northern Rare 1,182.00 2.742   5/30/11 2.415 -2,855 3,242 387 2,745  99,052 3,693 102,745
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,065  94,741 7,324 102,065
  Buy SSE 50 short China Rwy Constr 4,328.00 0.632   1/23/12 0.506 2,734        97,475 4,590  
    FT 30 Lloyds Bank 51.94 52.638   12/05/11 31.447 2,734        100,209 1,856  
6/27/11 Buy France short Carrefour 98.22 26.450   1/23/12 17.050 2,598        102,807 -741  
    MIB UnipolSai 506.43 5.130   11/05/12 0.935 2,598        105,405 -3,339  
    CAC Next 20 long Arkema 39.90 65.105   7/11/11 66.601 2,598        108,003 -5,937  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/04/11 Sell BEL 20 short Galapagos 298.95 8.420 10.832 5/30/11 9.550 -2,855 3,238 383 2,449  105,148 -2,699 102,449
    OMXC 20 Vestas Wind Systems 704.85 3.486 4.707 5/30/11 4.051 -2,855 3,318 463 2,911  102,293 619 102,911
    OMXS 30 Nokia 316.39 4.367 4.661 5/30/11 4.512 -1,428 1,475 47 2,959  100,865 2,094 102,959
      Telia Company 269.33 4.997 5.622 5/30/11 5.300 -1,428 1,514 87 3,045  99,438 3,608 103,045
  Buy BEL 20 long Solvay 24.75 107.700   7/11/11 107.450 2,666        102,103 942  
    OMXC 20 Novozymes 114.69 23.246   7/11/11 23.100 2,666        104,769 -1,724  
7/11/11 Sell BEL 20 long Solvay 24.75 107.450   7/04/11 107.700 -2,666 2,659 -6 3,039  102,104 935 103,039
    OMXC 20 Novozymes 114.69 23.100   7/04/11 23.246 -2,666 2,649 -17 3,022  99,438 3,585 103,022
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,590  95,637 7,954 103,590
    CAC Next 20 long Arkema 39.90 66.601   6/27/11 65.105 -2,598 2,657 60 3,650  93,039 10,611 103,650
  Buy BEL 20 short Bekaert 56.62 50.440   3/12/12 24.765 2,856        95,895 7,755  
    OMXC 20 Vestas Wind Systems 832.77 3.430   11/28/11 1.979 2,856        98,751 4,899  
    OMXS 30 Nokia 361.20 3.954   11/28/11 4.082 1,428        100,179 3,471  
      SSAB 151.91 9.401   11/28/11 6.652 1,428        101,607 2,043  
    Topix (FRA) long Daito Trust 44.09 64.780   8/01/11 65.420 2,856        104,463 -813  
7/18/11 Buy ATX short Flughafen Wien 309.64 8.300   3/26/12 7.050 2,570        107,033 -3,383  
7/25/11 Buy ASX 50 short Macquarie Group 120.32 20.828   1/16/12 19.953 2,506        109,539 -5,889  
    DJ Global Titans Bank of America 359.55 6.970   12/26/11 4.202 2,506        112,045 -8,395  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,315  108,731 -2,416 106,315
    Topix (FRA) Daito Trust 44.09 65.420   7/11/11 64.780 -2,856 2,884 28 6,343  105,875 468 106,343
  Buy S&P 100 short AIG 134.44 19.860   1/09/12 18.875 2,670        108,545 -2,202  
    HSI New World Dev 710.18 3.760   12/26/11 2.465 2,670        111,215 -4,872  
    HDAX Commerzbank 142.01 18.801   1/23/12 14.511 2,670        113,885 -7,542  
    DJTA Delta Air Lines 492.78 5.418   10/24/11 6.408 2,670        116,555 -10,212  
    Topix (FRA) Nintendo 241.41 11.060   1/23/12 10.574 2,670        119,225 -12,882  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Carrefour 132.97 20.080   4/30/12 15.175 2,670        121,895 -15,552  
8/08/11 Buy Nasdaq 100 short Akamai 153.92 14.741   10/10/11 17.540 2,269        124,164 -17,821  
    Kospi 50 LG Display 166.01 13.668   10/10/11 14.049 2,269        126,433 -20,090  
    DAX Commerzbank 147.78 15.354   12/19/11 9.482 2,269        128,702 -22,359  
    MDAX Ceconomy 236.09 9.611   5/14/12 7.298 2,269        130,971 -24,628  
    FTSE Lloyds Bank 60.27 37.648   11/28/11 27.613 2,269        133,240 -26,897  
    Europe 50 Lloyds Bank 60.27 37.648   12/19/11 27.968 2,269        135,509 -29,166  
    BSE Sensex 50 Tata Motors 877.86 2.585   10/03/11 2.302 2,269        137,778 -31,435  
    QIX Pro7-Sat1 162.07 14.000   1/23/12 17.200 2,269        140,047 -33,704  
8/22/11 Buy DJIA short Goldman Sachs 24.53 73.991   12/19/11 67.244 1,815        141,862 -35,519  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,444  137,324 -31,880 105,444
  Buy   short Nintendo 157.72 11.660   2/13/12 10.500 1,839        139,163 -33,719  
9/05/11 Buy Euro 50 short Societe Generale 44.27 20.250   1/09/12 15.000 896        140,059 -34,615  
      Unicredit 32.65 27.460   1/09/12 11.455 897        140,956 -35,512  
10/03/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   4/25/11 0.077 -3,177 4,924 1,747 7,191  137,779 -30,588 107,191
    BSE Sensex 50 short Tata Motors 877.86 2.302 2.902 8/08/11 2.585 -2,269 2,548 279 7,470  135,510 -28,040 107,470
  Buy NZX 50 Heartland 7,119.80 0.279   10/17/11 0.296 1,985        137,495 -30,025  
    BSE Sensex 50 long Eicher Motors 815.46 2.434   10/17/11 2.393 1,985        139,480 -32,010  
10/10/11 Sell Nasdaq 100 short Akamai 153.92 17.540 11.942 8/08/11 14.741 -2,269 1,838 -431 7,039  137,211 -30,172 107,039
    Kospi 50 LG Display 166.01 14.049 13.287 8/08/11 13.668 -2,269 2,206 -63 6,976  134,942 -27,966 106,976
  Buy Nasdaq 100 long Regeneron 40.02 49.346   8/24/15 434.608 1,975        136,917 -29,941  
    Kospi 50 SK Holdings 20.60 95.875   12/19/11 80.532 1,975        138,892 -31,916  
10/17/11 Sell NZX 50 short Heartland 7,119.80 0.296 0.262 10/03/11 0.279 -1,985 1,864 -121 6,855  136,907 -30,052 106,855
    BSE Sensex 50 long Eicher Motors 815.46 2.393   10/03/11 2.434 -1,985 1,951 -34 6,821  134,922 -28,101 106,821
  Buy NZX 50 a2 Milk 14,130.75 0.139   10/31/11 0.139 1,967        136,889 -30,068  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Aurobindo Pharma 2,141.54 0.919   10/24/11 0.877 1,967        138,856 -32,035  
10/24/11 Sell DJTA short Delta Air Lines 492.78 6.408 4.429 8/01/11 5.418 -2,670 2,182 -488 6,333  136,186 -29,853 106,333
    BSE Sensex 50 Aurobindo Pharma 2,141.54 0.877 0.962 10/17/11 0.919 -1,967 2,060 93 6,426  134,219 -27,793 106,426
  Buy   long Eicher Motors 841.47 2.335   12/07/15 22.421 1,965        136,184 -29,758  
10/31/11 Sell NZX 50 long a2 Milk 14,130.75 0.139   10/17/11 0.139 -1,967 1,968 1 6,427  134,217 -27,790 106,427
  Buy   short Heartland 6,510.93 0.302   3/05/12 0.277 1,965        136,182 -29,755  
11/21/11 Buy USA short Netflix 243.56 7.867   11/28/11 7.544 1,916        138,098 -31,671  
    DJTA JetBlue Airways 721.79 2.655   12/05/11 3.509 1,916        140,014 -33,587  
11/28/11 Sell USA short Netflix 243.56 7.544 8.203 11/21/11 7.867 -1,916 1,998 82 6,509  138,098 -31,589 106,509
    FTSE Lloyds Bank 60.27 27.613 51.330 8/08/11 37.648 -2,269 3,094 825 7,333  135,829 -28,495 107,333
    OMXC 20 Vestas Wind Systems 832.77 1.979 5.942 7/11/11 3.430 -2,856 4,948 2,093 9,426  132,973 -23,547 109,426
    OMXS 30 Nokia 361.20 4.082 3.825 7/11/11 3.954 -1,428 1,382 -46 9,380  131,545 -22,165 109,380
      SSAB 151.91 6.652 13.285 7/11/11 9.401 -1,428 2,018 590 9,970  130,117 -20,147 109,970
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,440  126,570 -15,130 111,440
  Buy FTSE long Next 0.77 3,105.900   6/04/12 3,698.710 2,392        128,961 -17,521  
    OMXC 20 Tryg 279.96 8.598   5/14/12 8.768 2,407        131,368 -19,928  
    OMXS 30 Getinge 64.56 18.641   5/14/12 19.967 1,203        132,572 -21,132  
    Nordic 30 Equinor 131.85 18.255   5/07/12 19.757 2,407        134,979 -23,539  
12/05/11 Sell FT 30 short Lloyds Bank 51.94 31.447 88.109 6/06/11 52.638 -2,734 4,576 1,842 13,282  132,245 -18,962 113,282
    DJTA JetBlue Airways 721.79 3.509 1.800 11/21/11 2.655 -1,916 1,299 -617 12,666  130,329 -17,663 112,666
  Buy FT 30 long BAT 0.70 3,416.030   12/12/11 3,512.060 2,391        132,720 -20,054  
    DJTA Kirby 49.47 48.011   6/25/12 36.163 2,375        135,095 -22,429  
12/12/11 Sell FT 30 long BAT 0.70 3,512.060   12/05/11 3,416.030 -2,391 2,458 67 12,733  132,704 -19,971 112,733
  Buy   short Lloyds Bank 81.10 28.594   12/19/11 27.968 2,319        135,023 -22,290  
12/19/11 Sell DJIA short Goldman Sachs 24.53 67.244 81.415 8/22/11 73.991 -1,815 1,997 182 12,915  133,208 -20,293 112,915
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 long SK Holdings 20.60 80.532   10/10/11 95.875 -1,975 1,659 -316 12,599  131,233 -18,634 112,599
    DAX short Commerzbank 147.78 9.482 24.862 8/08/11 15.354 -2,269 3,674 1,405 14,004  128,964 -14,960 114,004
    Europe 50 Lloyds Bank 60.27 27.968 50.678 8/08/11 37.648 -2,269 3,054 785 14,789  126,695 -11,905 114,789
    FT 30 Lloyds Bank 81.10 27.968 29.234 12/12/11 28.594 -2,319 2,371 52 14,841  124,376 -9,534 114,841
  Buy DJIA long Visa 139.28 18.897   8/24/15 58.880 2,632        127,007 -12,166  
    Kospi 50 short Hyundai Heavy 14.44 182.275   1/23/12 209.385 2,632        129,640 -14,798  
    DAX long Merck (EMD) 71.73 36.695   6/04/12 36.500 2,632        132,272 -17,430  
    Europe 50 Roche 20.29 129.719   10/20/14 222.572 2,632        134,904 -20,062  
    FT 30 Tate & Lyle 3.26 808.105   5/14/12 858.422 2,634        137,538 -22,697  
12/26/11 Sell HSI short New World Dev 710.18 2.465 5.735 8/01/11 3.760 -2,670 4,073 1,403 16,244  134,868 -18,624 116,244
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,666  131,067 -12,402 118,666
    DJ Global Titans Bank of America 359.55 4.202 11.562 7/25/11 6.970 -2,506 4,157 1,651 20,317  128,561 -8,244 120,317
  Buy HSI long Lenovo 5,202.45 0.538   5/21/12 0.656 2,801        131,362 -11,045  
    OMXH 25 Huhtamäki 303.80 9.220   1/02/12 9.150 2,801        134,163 -13,846  
    DJ Global Titans Philip Morris 46.34 60.439   1/23/12 57.914 2,801        136,964 -16,647  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,499  133,537 -12,038 121,499
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,545  131,948 -7,403 124,545
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,350  130,360 -6,010 124,350
    OMXH 25 long Huhtamäki 303.80 9.150   12/26/11 9.220 -2,801 2,780 -21 24,329  127,559 -3,230 124,329
  Buy Germany Encavis 931.96 3.248   5/14/12 2.970 3,027        130,586 -6,257  
    AEX Vopak 73.66 41.095   4/09/12 44.780 3,027        133,613 -9,284  
    ISEQ 20 Flutter 33.56 45.100   5/21/12 50.010 1,514        135,126 -10,798  
      Ryanair 400.40 3.780   5/21/12 4.040 1,514        136,640 -12,311  
    OMXH 25 short Outokumpu 260.50 11.620   1/09/12 12.510 3,027        139,667 -15,338  
1/09/12 Sell S&P 100 short AIG 134.44 18.875 20.895 8/01/11 19.860 -2,670 2,809 139 24,468  136,997 -12,529 124,468
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 Societe Generale 44.27 15.000 27.338 9/05/11 20.250 -896 1,210 314 24,782  136,100 -11,319 124,782
      Unicredit 32.65 11.455 65.827 9/05/11 27.460 -897 2,149 1,253 26,034  135,204 -9,169 126,034
    OMXH 25 Outokumpu 260.50 12.510 10.730 1/02/12 11.620 -3,027 2,795 -232 25,803  132,177 -6,374 125,803
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,772  130,403 -4,631 125,772
      Tokyo Electric Power 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 37,147  128,630 8,517 137,147
  Buy S&P 100 long Biogen 40.30 90.342   9/03/12 116.954 3,641        132,271 4,877  
    Euro 50 ASML 56.19 32.400   8/24/15 74.790 1,821        134,091 3,056  
      Anheuser-Busch InBev 38.33 47.495   8/24/15 91.280 1,820        135,912 1,235  
    OMXH 25 Wärtsilä 435.35 8.363   1/30/12 8.837 3,641        139,553 -2,405  
    Nikkei (FRA) Aozora Bank 85.19 21.370   5/14/12 18.670 1,821        141,373 -4,226  
      Nitto Boseki 140.31 12.975   5/14/12 12.260 1,821        143,194 -6,047  
1/16/12 Sell ASX 50 short Macquarie Group 120.32 19.953 21.742 7/25/11 20.828 -2,506 2,616 110 37,257  140,688 -3,431 137,257
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 38,196  136,377 1,819 138,196
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,889  134,603 3,285 137,889
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,573  132,830 4,744 137,573
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,679  129,786 17,892 147,679
    Indices Athex Large Cap 0.49 2,507.600 12,908.500 5/23/11 5,689.400 -2,788 6,325 3,537 51,216  126,999 24,218 151,216
  Buy ASX 50 long James Hardie Ind 748.87 5.856   1/23/12 6.001 4,385        131,384 19,833  
    HSI-Fin AIA 1,670.99 2.624   5/14/12 2.577 4,385        135,769 15,448  
    HSI-Prop China Ov Land & Inv 1,422.78 1.541   6/10/13 2.124 2,193        137,961 13,255  
      China Res Land 1,551.55 1.413   6/10/13 2.183 2,193        140,154 11,063  
    HSI-C&I Sands China 1,707.29 2.568   5/21/12 2.614 4,385        144,539 6,678  
    OBX 25 Equinor 227.62 19.264   5/14/12 19.745 4,385        148,923 2,293  
    Indices ISEQ-Overall 1.46 3,005.690   5/21/12 3,087.810 4,388        153,312 -2,096  
1/23/12 Sell France short Carrefour 98.22 17.050 41.032 6/27/11 26.450 -2,598 4,030 1,432 52,648  150,714 1,935 152,648
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 China Rwy Constr 4,328.00 0.506 0.789 6/06/11 0.632 -2,734 3,417 683 53,331  147,980 5,351 153,331
    Kospi 50 Hyundai Heavy 14.44 209.385 155.165 12/19/11 182.275 -2,632 2,241 -391 52,939  145,348 7,592 152,939
    ASX 50 long James Hardie Ind 748.87 6.001   1/16/12 5.856 -4,385 4,494 109 53,049  140,963 12,086 153,049
    HDAX short Commerzbank 142.01 14.511 24.359 8/01/11 18.801 -2,670 3,459 789 53,838  138,293 15,545 153,838
    Topix (FRA) Nintendo 241.41 10.574 11.568 8/01/11 11.060 -2,670 2,793 123 53,960  135,623 18,338 153,960
    CAC Mid 60 Genfit 734.55 1.723 8.978 5/16/11 3.933 -2,889 6,595 3,706 57,666  132,734 24,932 157,666
    QIX Pro7-Sat1 162.07 17.200 10.800 8/08/11 14.000 -2,269 1,750 -519 57,147  130,465 26,682 157,147
    DJ Global Titans long Philip Morris 46.34 57.914   12/26/11 60.439 -2,801 2,684 -117 57,030  127,664 29,366 157,030
  Buy France Hermes International 18.37 253.600   4/23/12 251.250 4,659        132,323 24,708  
    SSE 50 China Minsheng Bk 6,977.68 0.668   3/19/12 0.633 4,659        136,982 20,049  
    Kospi 50 Samsung Electronics 303.60 15.346   5/21/12 16.200 4,659        141,641 15,390  
    ASX 50 short QBE Insurance 486.04 9.586   1/30/12 9.544 4,659        146,300 10,731  
    HDAX long Dürr 510.58 9.125   8/04/14 28.230 4,659        150,959 6,072  
    Topix (FRA) Fast Retailing 95.65 48.710   2/27/12 49.490 4,659        155,618 1,412  
    CAC Mid 60 Innate Pharma 2,724.56 1.710   5/14/12 1.650 4,659        160,277 -3,247  
    QIX Freenet 443.08 10.515   1/18/16 28.325 4,659        164,936 -7,906  
    DJ Global Titans short Bank of America 830.64 5.609   2/06/12 6.060 4,659        169,595 -12,565  
1/30/12 Sell ASX 50 short QBE Insurance 486.04 9.544 9.628 1/23/12 9.586 -4,659 4,679 20 57,051  164,936 -7,885 157,051
    SDAX Heidelberger Druck 968.61 1.657 5.072 5/23/11 2.899 -2,808 4,913 2,105 59,155  162,128 -2,972 159,155
    OMXH 25 long Wärtsilä 435.35 8.837   1/09/12 8.363 -3,641 3,847 206 59,362  158,487 875 159,362
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 62,110  154,176 7,934 162,110
  Buy ASX 50 long James Hardie Ind 737.60 5.763   8/17/15 12.058 4,251        158,427 3,683  
    SDAX Encavis 1,407.15 3.021   5/21/12 2.951 4,251        162,678 -568  
    OMXH 25 short Nokia 1,095.62 3.880   2/13/12 3.800 4,251        166,929 -4,819  
    BSE Sensex 30 long Hindustan Unilever 701.35 6.061   11/16/15 11.144 4,251        171,180 -9,070  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/06/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 5/09/11 30.665 -3,095 5,174 2,079 64,189  168,085 -3,896 164,189
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,830  164,538 1,291 165,830
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 66,054  161,224 4,830 166,054
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,781  158,181 14,599 172,781
    DJ Global Titans Bank of America 830.64 6.060 5.157 1/23/12 5.609 -4,659 4,284 -375 72,406  153,522 18,883 172,406
  Buy CAC 40 long Airbus 175.62 27.230   4/09/12 29.725 4,782        158,305 14,101  
    IBEX 35 Bankinter 1,385.28 3.452   2/13/12 3.297 4,782        163,087 9,319  
    PSI 20 Jerónimo Martins 372.43 12.840   2/20/12 12.970 4,782        167,869 4,537  
    MerVal short Gr Fin Galicia 8,062.72 0.593   2/27/12 0.596 4,782        172,651 -245  
    DJ Global Titans long Apple 379.52 12.600   5/21/12 15.695 4,782        177,432 -5,027  
2/13/12 Sell IBEX 35 long Bankinter 1,385.28 3.297   2/06/12 3.452 -4,782 4,567 -215 72,191  172,650 -459 172,191
    OMXH 25 short Nokia 1,095.62 3.800 3.962 1/30/12 3.880 -4,251 4,341 90 72,280  168,399 3,881 172,280
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,734  165,304 10,429 175,734
    Topix (TYO) Nintendo 157.72 10.500 12.949 8/29/11 11.660 -1,839 2,042 203 75,937  163,465 12,472 175,937
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 80,055  159,913 20,142 180,055
  Buy IBEX 35 Sacyr 1,509.96 3.314   8/20/12 1.284 5,004        164,917 15,138  
    OMXH 25 long Nokian Tyres 148.49 33.700   4/09/12 36.040 5,004        169,922 10,133  
    Topix (TYO) Fast Retailing 96.93 51.626   5/07/12 55.879 5,004        174,926 5,129  
    GEX 4SC 81.24 61.593   5/07/12 48.084 5,004        179,929 126  
2/20/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 5/09/11 30.287 -3,095 8,282 5,187 85,242  176,834 8,408 185,242
    PSI 20 long Jerónimo Martins 372.43 12.970   2/06/12 12.840 -4,782 4,830 48 85,291  172,052 13,238 185,291
  Buy TSX 60 Constellation Soft 70.20 70.699   4/16/12 66.838 4,963        177,015 8,275  
    PSI 20 short Pharol 1,181.67 4.200   2/27/12 3.989 4,963        181,978 3,312  
    SLI long Sonova 58.19 85.291   4/23/12 82.016 4,963        186,942 -1,651  
2/27/12 Sell PSI 20 short Pharol 1,181.67 3.989 4.422 2/20/12 4.200 -4,963 5,226 263 85,553  181,979 3,575 185,553
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Gr Fin Galicia 8,062.72 0.596 0.591 2/06/12 0.593 -4,782 4,762 -20 85,533  177,197 8,337 185,533
    Topix (FRA) long Fast Retailing 95.65 49.490   1/23/12 48.710 -4,659 4,734 75 85,608  172,537 13,070 185,608
  Buy PSI 20 Jerónimo Martins 365.95 13.570   3/12/12 14.360 4,966        177,503 8,104  
    Topix (FRA) short Mazda Motor 777.15 6.390   3/05/12 6.150 4,966        182,469 3,138  
3/05/12 Sell NZX 50 short Heartland 6,510.93 0.277 0.329 10/31/11 0.302 -1,965 2,145 180 85,787  180,504 5,283 185,787
    Topix (FRA) Mazda Motor 777.15 6.150 6.639 2/27/12 6.390 -4,966 5,160 194 85,981  175,538 10,443 185,981
  Buy MerVal Aluar 10,231.30 0.480   3/12/12 0.513 4,910        180,448 5,533  
    NZX 50 long a2 Milk 21,118.28 0.233   5/21/12 0.267 4,910        185,358 623  
    Topix (FRA) Isuzu Motors 584.38 8.402   3/19/12 8.620 4,910        190,268 -4,287  
3/12/12 Sell BEL 20 short Bekaert 56.62 24.765 102.733 7/11/11 50.440 -2,856 5,817 2,961 88,942  187,412 1,530 188,942
    PSI 20 long Jerónimo Martins 365.95 14.360   2/27/12 13.570 -4,966 5,255 289 89,231  182,446 6,785 189,231
    MerVal short Aluar 10,231.30 0.513 0.447 3/05/12 0.480 -4,910 4,573 -337 88,894  177,536 11,358 188,894
  Buy BEL 20 long Galapagos 399.20 12.540   5/14/12 10.990 5,006        182,542 6,352  
    PSI 20 short Pharol 1,270.88 3.939   3/26/12 4.022 5,006        187,548 1,346  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,977.68 0.633   1/23/12 0.668 -4,659 4,418 -241 88,653  182,889 5,764 188,653
    Topix (FRA) Isuzu Motors 584.38 8.620   3/05/12 8.402 -4,910 5,037 127 88,780  177,979 10,801 188,780
  Buy SSE 50 short Anhui Conch Cement 2,551.79 1.955   4/09/12 2.031 4,989        182,968 5,812  
    Topix (FRA) Mazda Motor 772.29 6.460   8/13/12 4.800 4,989        187,957 823  
3/26/12 Sell ATX short Flughafen Wien 309.64 7.050 9.772 7/18/11 8.300 -2,570 3,026 456 89,236  185,387 3,849 189,236
    PSI 20 Pharol 1,270.88 4.022 3.856 3/12/12 3.939 -5,006 4,901 -105 89,131  180,381 8,749 189,131
  Buy ATX long Österreichische Post 196.27 25.200   4/09/12 25.800 4,946        185,327 3,803  
    PSI 20 Jerónimo Martins 331.95 14.900   4/02/12 15.420 4,946        190,273 -1,143  
4/02/12 Sell   long Jerónimo Martins 331.95 15.420   3/26/12 14.900 -4,946 5,119 173 89,303  185,327 3,976 189,303
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,543  181,004 26,538 207,543
  Buy PSI 20 Banco Comercial 8,885.51 0.659   8/20/12 0.452 5,852        186,856 20,686  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC long EYDAP 1,470.35 3.980   4/16/12 4.030 5,852        192,708 14,834  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,551.79 2.031 1.880 3/19/12 1.955 -4,989 4,796 -193 107,350  187,719 19,630 207,350
    ATX long Österreichische Post 196.27 25.800   3/26/12 25.200 -4,946 5,064 118 107,467  182,773 24,694 207,467
    CAC 40 Airbus 175.62 29.725   2/06/12 27.230 -4,782 5,220 438 107,906  177,991 29,914 207,906
    AEX Vopak 73.66 44.780   1/02/12 41.095 -3,027 3,298 271 108,177  174,964 33,213 208,177
    OMXH 25 Nokian Tyres 148.49 36.040   2/13/12 33.700 -5,004 5,352 347 108,524  169,960 38,564 208,524
  Buy SSE 50 China Northern Rare 2,138.92 2.888   6/04/12 3.823 6,177        176,137 32,387  
    ATX short Zumtobel 630.05 9.804   4/16/12 9.950 6,177        182,314 26,210  
    AEX ArcelorMittal 159.49 38.730   9/03/12 35.565 6,177        188,491 20,033  
    OMXH 25 Outokumpu 531.58 11.620   8/20/12 6.980 6,177        194,668 13,856  
4/16/12 Sell ATX short Zumtobel 630.05 9.950 9.658 4/09/12 9.804 -6,177 6,085 -92 108,432  188,491 19,941 208,432
    TSX 60 long Constellation Soft 70.20 66.838   2/20/12 70.699 -4,963 4,692 -271 108,161  183,528 24,633 208,161
    Athex LC EYDAP 1,470.35 4.030   4/02/12 3.980 -5,852 5,926 74 108,235  177,676 30,559 208,235
  Buy ATX Österreichische Post 223.35 26.725   5/21/12 27.000 5,969        183,645 24,590  
    TSX 60 short BlackBerry 590.66 10.106   8/20/12 5.638 5,969        189,614 18,621  
    Athex LC Public Power 3,850.97 1.550   9/03/12 1.330 5,969        195,583 12,652  
4/23/12 Sell France long Hermes International 18.37 251.250   1/23/12 253.600 -4,659 4,615 -43 108,192  190,924 17,267 208,192
    SLI Sonova 58.19 82.016   2/20/12 85.291 -4,963 4,772 -191 108,001  185,961 22,040 208,001
  Buy France short Solocal 3.89 1,476.830   8/13/12 1,038.280 5,745        191,706 16,295  
    MerVal YPF 428.12 13.433   8/27/12 14.446 5,751        197,457 10,544  
    SLI Lonza 166.68 34.504   11/26/12 36.099 5,751        203,208 4,793  
    GCX REC Silicon 1,653.20 3.479   2/11/13 1.027 5,751        208,959 -958  
4/30/12 Sell SP Global 100 short Carrefour 132.97 15.175 26.570 8/01/11 20.080 -2,670 3,533 863 108,864  206,289 2,575 208,864
  Buy   long Apple 335.81 15.738   10/20/14 19.487 5,285        211,574 -2,710  
5/07/12 Sell Nordic 30 long Equinor 131.85 19.757   11/28/11 18.255 -2,407 2,605 198 109,062  209,167 -105 209,062
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Fast Retailing 96.93 55.879   2/13/12 51.626 -5,004 5,416 412 109,475  204,163 5,311 209,475
    GEX 4SC 81.24 48.084   2/13/12 61.593 -5,004 3,906 -1,098 108,377  199,160 9,217 208,377
  Buy Nordic 30 short Nokia 2,266.25 2.400   8/13/12 2.220 5,439        204,599 3,778  
    Topix (TYO) Sony 464.09 11.720   6/11/12 10.270 5,439        210,037 -1,660  
5/14/12 Sell Germany long Encavis 931.96 2.970   1/02/12 3.248 -3,027 2,768 -259 108,118  207,010 1,107 208,118
    MDAX short Ceconomy 236.09 7.298 12.656 8/08/11 9.611 -2,269 2,988 719 108,837  204,741 4,095 208,837
    HSI-Fin long AIA 1,670.99 2.577   1/16/12 2.624 -4,385 4,307 -78 108,759  200,356 8,402 208,759
    BEL 20 Galapagos 399.20 10.990   3/12/12 12.540 -5,006 4,387 -619 108,140  195,350 12,789 208,140
    OMXC 20 Tryg 279.96 8.768   11/28/11 8.598 -2,407 2,455 48 108,188  192,943 15,244 208,188
    OBX 25 Equinor 227.62 19.745   1/16/12 19.264 -4,385 4,494 109 108,297  188,559 19,738 208,297
    OMXS 30 Getinge 64.56 19.967   11/28/11 18.641 -1,203 1,289 86 108,383  187,355 21,028 208,383
    FT 30 Tate & Lyle 3.26 858.422   12/19/11 808.105 -2,634 2,798 164 108,547  184,721 23,826 208,547
    Nikkei (FRA) Aozora Bank 85.19 18.670   1/09/12 21.370 -1,821 1,591 -230 108,317  182,900 25,417 208,317
      Nitto Boseki 140.31 12.260   1/09/12 12.975 -1,821 1,720 -100 108,216  181,080 27,137 208,216
    CAC Mid 60 Innate Pharma 2,724.56 1.650   1/23/12 1.710 -4,659 4,496 -163 108,053  176,421 31,632 208,053
  Buy Germany short SolarWorld 25.33 236.550   9/10/12 182.550 5,992        182,412 25,640  
    MDAX long Dürr 547.41 10.946   5/21/12 10.445 5,992        188,404 19,648  
    HSI-Fin short HK Exchgs & Clrg 527.66 11.356   9/17/12 11.718 5,992        194,396 13,656  
    BEL 20 Bekaert 262.23 22.850   6/25/12 18.225 5,992        200,388 7,664  
    OMXC 20 Vestas Wind Systems 5,287.68 1.133   5/28/12 1.008 5,992        206,380 1,672  
    OBX 25 REC Silicon 1,731.04 3.462   9/03/12 2.359 5,992        212,372 -4,320  
    OMXS 30 ABB 231.06 12.967   7/23/12 14.168 2,996        215,368 -7,316  
      Nokia 1,281.22 2.338   7/23/12 1.752 2,996        218,364 -10,312  
    FT 30 Man Group 58.03 103.259   8/06/12 106.958 5,992        224,357 -16,304  
    Nikkei (FRA) Nippon Sheet Glass 331.42 9.040   1/07/13 9.100 2,996        227,353 -19,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 77.56 38.630   1/07/13 23.550 2,996        230,349 -22,296  
    CAC Mid 60 Vallourec 4.33 1,382.400   9/10/12 1,453.800 5,986        236,335 -28,282  
5/21/12 Sell HSI long Lenovo 5,202.45 0.656   12/26/11 0.538 -2,801 3,412 611 108,664  233,534 -24,870 208,664
    Kospi 50 Samsung Electronics 303.60 16.200   1/23/12 15.346 -4,659 4,918 259 108,923  228,875 -19,951 208,923
    ATX Österreichische Post 223.35 27.000   4/16/12 26.725 -5,969 6,030 61 108,984  222,906 -13,921 208,984
    MDAX Dürr 547.41 10.445   5/14/12 10.946 -5,992 5,718 -274 108,710  216,914 -8,203 208,710
    SDAX Encavis 1,407.15 2.951   1/30/12 3.021 -4,251 4,153 -99 108,612  212,663 -4,051 208,612
    HSI-C&I Sands China 1,707.29 2.614   1/16/12 2.568 -4,385 4,463 78 108,690  208,278 412 208,690
    ISEQ 20 Flutter 33.56 50.010   1/02/12 45.100 -1,514 1,678 165 108,855  206,764 2,091 208,855
      Ryanair 400.40 4.040   1/02/12 3.780 -1,514 1,618 104 108,959  205,251 3,708 208,959
    NZX 50 a2 Milk 21,118.28 0.267   3/05/12 0.233 -4,910 5,630 720 109,679  200,341 9,338 209,679
    Indices ISEQ-Overall 1.46 3,087.810   1/16/12 3,005.690 -4,388 4,508 120 109,799  195,952 13,846 209,799
    DJ Global Titans Apple 379.52 15.695   2/06/12 12.600 -4,782 5,957 1,175 110,973  191,170 19,803 210,973
  Buy HSI short China Unicom 4,853.20 1.189   8/20/12 1.370 5,769        196,939 14,034  
    Kospi 50 SK Holdings 102.51 56.279   7/23/12 68.528 5,769        202,708 8,265  
    ATX Zumtobel 585.21 9.858   6/25/12 8.050 5,769        208,477 2,496  
    MDAX Ströer Media 726.30 7.943   5/28/12 8.000 5,769        214,246 -3,273  
    TecDAX SMA Solar 219.23 26.315   12/22/14 14.800 5,769        220,015 -9,042  
    SDAX Klöckner 736.41 7.834   10/29/12 7.058 5,769        225,784 -14,811  
    HSI-C&I Citic Pacific 4,870.00 1.185   9/17/12 0.959 5,769        231,553 -20,580  
    ISEQ 20 Bank of Ireland 1,105.17 2.610   8/27/12 2.490 2,884        234,438 -23,465  
      Smurfit Kappa 519.73 5.550   8/27/12 6.550 2,885        237,322 -26,349  
    SMI long Richemont 120.09 48.039   5/28/12 48.077 5,769        243,092 -32,118  
    NZX 50 short KMD Brands 6,049.07 0.954   7/30/12 0.992 5,769        248,861 -37,887  
    Indices Athex Large Cap 2.84 2,028.100   9/10/12 2,671.700 5,760        254,620 -43,647  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.519   7/02/12 8.411 5,769        260,389 -49,416  
    DJ Global Titans Telefónica 587.71 9.816   5/28/12 9.440 5,769        266,158 -55,185  
5/28/12 Sell MDAX short Ströer Media 726.30 8.000 7.886 5/21/12 7.943 -5,769 5,728 -41 110,932  260,389 -49,457 210,932
    OMXC 20 Vestas Wind Systems 5,287.68 1.008 1.274 5/14/12 1.133 -5,992 6,737 745 111,676  254,397 -42,721 211,676
    SMI long Richemont 120.09 48.077   5/21/12 48.039 -5,769 5,774 5 111,681  248,628 -36,947 211,681
    DJ Global Titans short Telefónica 587.71 9.440 10.207 5/21/12 9.816 -5,769 5,999 230 111,911  242,859 -30,949 211,911
  Buy MDAX long Rhön-Klinikum 205.68 21.995   6/04/12 22.100 4,524        247,383 -35,472  
    OMXC 20 GN Store Nord 66.38 68.150   6/04/12 67.500 4,524        251,907 -39,996  
    DJ Global Titans Apple 277.42 16.307   10/22/12 17.386 4,524        256,431 -44,520  
6/04/12 Sell SSE 50 long China Northern Rare 2,138.92 3.823   4/09/12 2.888 -6,177 8,178 2,001 113,911  250,254 -36,343 213,911
    DAX Merck (EMD) 71.73 36.500   12/19/11 36.695 -2,632 2,618 -14 113,897  247,622 -33,725 213,897
    MDAX Rhön-Klinikum 205.68 22.100   5/28/12 21.995 -4,524 4,546 22 113,919  243,098 -29,179 213,919
    FTSE Next 0.77 3,698.710   11/28/11 3,105.900 -2,392 2,848 456 114,375  240,706 -26,331 214,375
    OMXC 20 GN Store Nord 66.38 67.500   5/28/12 68.150 -4,524 4,481 -43 114,332  236,183 -21,850 214,332
  Buy SSE 50 short China Unicom 9,509.88 0.506   12/10/12 0.413 4,812        240,995 -26,662  
    DAX thyssenkrupp 379.79 12.670   7/16/12 14.565 4,812        245,806 -31,474  
    MDAX Ströer Media 574.57 8.375   6/18/12 8.546 4,812        250,618 -36,286  
    FTSE Aviva 14.40 334.157   7/30/12 382.206 4,812        255,430 -41,098  
    OMXC 20 Vestas Wind Systems 5,513.29 0.873   6/18/12 0.791 4,812        260,242 -45,910  
    SMI long Swiss Re 110.00 43.744   6/11/12 46.079 4,812        265,054 -50,722  
6/11/12 Sell   long Swiss Re 110.00 46.079   6/04/12 43.744 -4,812 5,069 257 114,589  260,242 -45,653 214,589
    Topix (TYO) short Sony 464.09 10.270 13.374 5/07/12 11.720 -5,439 6,207 768 115,357  254,803 -39,447 215,357
  Buy   long Subaru 727.08 6.048   1/11/16 33.663 4,397        259,200 -43,844  
6/18/12 Sell MDAX short Ströer Media 574.57 8.546 8.204 6/04/12 8.375 -4,812 4,714 -98 115,259  254,388 -39,130 215,259
    OMXC 20 Vestas Wind Systems 5,513.29 0.791 0.963 6/04/12 0.873 -4,812 5,312 500 115,758  249,576 -33,818 215,758
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 401.86 11.318   6/25/12 11.594 4,548        254,124 -38,366  
    OMXC 20 GN Store Nord 62.09 73.250   6/25/12 71.650 4,548        258,673 -42,915  
    SMI Swiss Re 97.55 46.620   11/19/12 54.864 4,548        263,220 -47,462  
6/25/12 Sell ATX short Zumtobel 585.21 8.050 12.072 5/21/12 9.858 -5,769 7,065 1,296 117,054  257,451 -40,398 217,054
    MDAX long Dürr 401.86 11.594   6/18/12 11.318 -4,548 4,659 111 117,165  252,903 -35,739 217,165
    BEL 20 short Bekaert 262.23 18.225 28.649 5/14/12 22.850 -5,992 7,513 1,521 118,685  246,911 -28,226 218,685
    OMXC 20 long GN Store Nord 62.09 71.650   6/18/12 73.250 -4,548 4,449 -99 118,586  242,363 -23,777 218,586
    DJTA Kirby 49.47 36.163   12/05/11 48.011 -2,375 1,789 -586 118,000  239,988 -21,988 218,000
  Buy ATX Österreichische Post 189.26 25.890   7/29/13 31.600 4,900        244,888 -26,888  
    MDAX short Ströer Media 609.38 8.041   7/02/12 8.090 4,900        249,788 -31,788  
    BEL 20 long Galapagos 400.00 12.250   10/22/12 16.900 4,900        254,688 -36,688  
    OMXC 20 short Vestas Wind Systems 6,038.20 0.812   7/16/12 0.678 4,900        259,588 -41,588  
    DJTA Ryder System 179.33 27.323   7/02/12 27.880 4,900        264,488 -46,488  
7/02/12 Sell MDAX short Ströer Media 609.38 8.090 7.992 6/25/12 8.041 -4,900 4,870 -30 117,970  259,588 -41,618 217,970
    DJTA Ryder System 179.33 27.880 26.767 6/25/12 27.323 -4,900 4,800 -100 117,870  254,688 -36,818 217,870
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 118,752  251,602 -32,850 218,752
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.411 8.629 5/21/12 8.519 -5,769 5,843 74 118,826  245,833 -27,007 218,826
  Buy MDAX long Dürr 384.68 12.465   7/23/12 13.345 4,795        250,628 -31,802  
    DJTA Delta Air Lines 546.12 8.780   9/17/12 7.031 4,795        255,423 -36,597  
    STI ThaiBev 22,596.61 0.212   6/10/13 0.382 4,795        260,218 -41,392  
    Nikkei (TYO) OKI Electric 375.65 12.765   7/16/12 12.784 4,795        265,013 -46,187  
7/16/12 Sell DAX short thyssenkrupp 379.79 14.565 10.775 6/04/12 12.670 -4,812 4,092 -720 118,106  260,201 -42,095 218,106
    OMXC 20 Vestas Wind Systems 6,038.20 0.678 0.971 6/25/12 0.812 -4,900 5,862 962 119,069  255,301 -36,233 219,069
    Nikkei (TYO) long OKI Electric 375.65 12.784   7/02/12 12.765 -4,795 4,802 7 119,076  250,506 -31,430 219,076
  Buy DAX Continental 78.80 59.533   8/11/14 133.083 4,691        255,197 -36,122  
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 553.92 8.469   6/24/13 22.604 4,691        259,888 -40,813  
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.629   11/19/12 7.143 4,691        264,579 -45,504  
7/23/12 Sell Kospi 50 short SK Holdings 102.51 68.528 44.029 5/21/12 56.279 -5,769 4,513 -1,256 117,820  258,810 -40,990 217,820
    MDAX long Dürr 384.68 13.345   7/02/12 12.465 -4,795 5,134 339 118,159  254,015 -35,857 218,159
    OMXS 30 short ABB 231.06 14.168 11.765 5/14/12 12.967 -2,996 2,718 -278 117,881  251,019 -33,138 217,881
      Nokia 1,281.22 1.752 3.121 5/14/12 2.338 -2,996 3,999 1,003 118,884  248,023 -29,139 218,884
  Buy Kospi 50 long Amorepacific Group 181.27 26.166   10/20/14 87.497 4,743        252,766 -33,883  
    MDAX short Ströer Media 598.33 7.927   8/06/12 7.080 4,743        257,509 -38,626  
    OMXS 30 long Electrolux 133.82 17.722   6/24/13 19.030 2,371        259,881 -40,997  
      Swedbank 171.99 13.789   6/24/13 16.871 2,372        262,252 -43,369  
7/30/12 Sell FTSE short Aviva 14.40 382.206 286.108 6/04/12 334.157 -4,812 4,120 -692 118,192  257,440 -39,249 218,192
    NZX 50 KMD Brands 6,049.07 0.992 0.916 5/21/12 0.954 -5,769 5,539 -230 117,962  251,671 -33,709 217,962
  Buy FTSE long Ashtead 13.82 333.248   8/24/15 1,199.890 4,605        256,277 -38,315  
8/06/12 Sell MDAX short Ströer Media 598.33 7.080 8.875 7/23/12 7.927 -4,743 5,310 567 118,529  251,534 -33,005 218,529
    FT 30 Man Group 58.03 106.958 99.561 5/14/12 103.259 -5,992 5,778 -215 118,315  245,542 -27,227 218,315
  Buy MDAX long Dürr 345.22 13.838   10/29/12 14.790 4,777        250,319 -32,004  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        255,106 -36,791  
8/13/12 Sell France short Solocal 3.89 1,038.280 2,100.620 4/23/12 1,476.830 -5,745 8,171 2,427 120,741  249,361 -28,620 220,741
    Nordic 30 Nokia 2,266.25 2.220 2.595 5/07/12 2.400 -5,439 5,880 441 121,182  243,922 -22,740 221,182
    Topix (FRA) Mazda Motor 772.29 4.800 8.694 3/19/12 6.460 -4,989 6,714 1,725 122,908  238,933 -16,025 222,908
  Buy France long Eurofins Scientific 499.47 10.355   4/22/13 15.325 5,172        244,105 -21,197  
    Nordic 30 Pandora 462.11 11.192   6/03/13 26.264 5,172        249,277 -26,369  
    Topix (FRA) Softbank Group 320.47 16.139   9/03/12 15.996 5,172        254,449 -31,541  
8/20/12 Sell HSI short China Unicom 4,853.20 1.370 1.008 5/21/12 1.189 -5,769 4,892 -877 122,030  248,680 -26,650 222,030
    IBEX 35 Sacyr 1,509.96 1.284 8.553 2/13/12 3.314 -5,004 12,915 7,911 129,942  243,676 -13,734 229,942
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 531.58 6.980 19.345 4/09/12 11.620 -6,177 10,283 4,106 134,048  237,499 -3,451 234,048
    TSX 60 BlackBerry 590.66 5.638 18.115 4/16/12 10.106 -5,969 10,700 4,731 138,779  231,530 7,248 238,779
    PSI 20 Banco Comercial 8,885.51 0.452 0.960 4/02/12 0.659 -5,852 8,527 2,675 141,453  225,678 15,775 241,453
  Buy HSI long Galaxy Entertainment 2,733.49 2.352   4/22/13 3.135 6,430        232,108 9,345  
    IBEX 35 Grifols 572.06 11.240   11/05/12 13.025 6,430        238,538 2,915  
    OMXH 25 Huhtamäki 540.79 11.890   10/22/12 12.450 6,430        244,968 -3,515  
    TSX 60 Couche-Tard 961.85 6.685   4/22/13 7.405 6,430        251,398 -9,945  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,105.17 2.490 2.736 5/21/12 2.610 -2,884 3,024 139 141,592  248,514 -6,921 241,592
      Smurfit Kappa 519.73 6.550 4.550 5/21/12 5.550 -2,885 2,365 -520 141,072  245,629 -4,557 241,072
    MerVal YPF 428.12 14.446 12.421 4/23/12 13.433 -5,751 5,318 -433 140,639  239,878 761 240,639
  Buy ISEQ 20 long Kerry 80.28 37.580   6/17/13 42.250 3,017        242,895 -2,256  
      Smurfit Kappa 460.61 6.550   6/17/13 12.270 3,017        245,912 -5,273  
9/03/12 Sell S&P 100 long Biogen 40.30 116.954   1/09/12 90.342 -3,641 4,713 1,072 141,711  242,271 -560 241,711
    AEX short ArcelorMittal 159.49 35.565 42.177 4/09/12 38.730 -6,177 6,727 550 142,261  236,094 6,167 242,261
    OBX 25 REC Silicon 1,731.04 2.359 5.080 5/14/12 3.462 -5,992 8,793 2,801 145,062  230,102 14,960 245,062
    Athex LC Public Power 3,850.97 1.330 1.806 4/16/12 1.550 -5,969 6,956 987 146,050  224,133 21,917 246,050
    Topix (FRA) long Softbank Group 320.47 15.996   8/13/12 16.139 -5,172 5,126 -46 146,004  218,961 27,043 246,004
  Buy S&P 100 short HP 505.22 13.511   9/17/12 13.872 6,826        225,787 20,217  
    OBX 25 long Grieg Seafood 4,977.40 1.371   1/07/13 1.707 6,826        232,613 13,391  
    Athex LC Alpha Bank 101.88 67.000   3/25/13 37.850 6,826        239,439 6,565  
    MerVal short Pampa Energía 40,606.78 0.168   9/10/12 0.164 6,826        246,265 -261  
    Topix (FRA) Kansai Electric Pwr 1,197.12 5.702   3/11/13 6.145 6,826        253,091 -7,087  
9/10/12 Sell Germany short SolarWorld 25.33 182.550 306.524 5/14/12 236.550 -5,992 7,764 1,772 147,776  247,099 677 247,776
    MerVal Pampa Energía 40,606.78 0.164 0.172 9/03/12 0.168 -6,826 6,997 171 147,947  240,273 7,674 247,947
    CAC Mid 60 Vallourec 4.33 1,453.800 1,311.000 5/14/12 1,382.400 -5,986 5,677 -309 147,638  234,287 13,350 247,638
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Athex Large Cap 2.84 2,671.700 1,384.500 5/21/12 2,028.100 -5,760 3,932 -1,828 145,810  228,528 17,282 245,810
  Buy Germany long ADLER Real Estate 5,573.73 1.180   6/24/13 2.050 6,577        235,105 10,705  
    CAC Mid 60 Eurofins Scientific 597.91 11.000   4/22/13 15.325 6,577        241,682 4,128  
    Indices OMXC 20 99.05 66.404   6/17/13 70.001 6,577        248,259 -2,449  
9/17/12 Sell S&P 100 short HP 505.22 13.872 13.150 9/03/12 13.511 -6,826 6,643 -183 145,627  241,433 4,194 245,627
    HSI-Fin HK Exchgs & Clrg 527.66 11.718 10.994 5/14/12 11.356 -5,992 5,801 -191 145,436  235,441 9,995 245,436
    HSI-C&I Citic Pacific 4,870.00 0.959 1.464 5/21/12 1.185 -5,769 7,128 1,359 146,796  229,672 17,124 246,796
    DJTA long Delta Air Lines 546.12 7.031   7/02/12 8.780 -4,795 3,840 -955 145,840  224,877 20,964 245,840
  Buy S&P 100 Gilead Sciences 266.13 25.063   10/13/14 79.611 6,670        231,547 14,294  
    CAC 40 Credit Agricole 1,114.64 5.984   9/24/12 5.714 6,670        238,217 7,624  
    HSI-Fin Bank of China (HK) 2,794.54 2.387   5/13/13 2.748 6,670        244,887 954  
    HSI-C&I Galaxy Entertainment 2,743.73 2.431   4/08/13 3.018 6,670        251,557 -5,716  
    DJTA short Expeditors Wash 227.54 29.314   9/24/12 28.398 6,670        258,227 -12,387  
9/24/12 Sell CAC 40 long Credit Agricole 1,114.64 5.714   9/17/12 5.984 -6,670 6,369 -301 145,539  251,557 -6,017 245,539
    DJTA short Expeditors Wash 227.54 28.398 30.259 9/17/12 29.314 -6,670 6,885 215 145,755  244,887 868 245,755
  Buy   long Avis Budget 496.41 12.419   7/20/15 38.916 6,165        251,052 -5,297  
10/01/12 Buy CAC Next 20 short Hermes International 28.43 211.450   12/10/12 235.500 6,012        257,063 -11,309  
Portfolio market l/s instrument bought pieces buy price 10/01/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 long Kerry 8/27/12 80.28 37.580 40.250 3,017 3,231 214 214 3,017 3,231 105
    Smurfit Kappa   460.61 6.550 7.950 3,017 3,662 645 859 6,034 6,893 654
  IBEX 35 Grifols 8/20/12 572.06 11.240 13.250 6,430 7,580 1,150 2,009 12,464 14,473 318
  Topix (TYO) Subaru 6/11/12 727.08 6.048 6.348 4,397 4,615 218 2,227 16,861 19,088 17
  SSE 50 short China Unicom 6/04/12 9509.88 0.506 0.454 0.564 4,812 5,366 554 2,782 21,673 24,455 40
  HSI long Galaxy Entertainment 8/20/12 2733.49 2.352 2.608 6,430 7,128 698 3,479 28,103 31,582 145
  HSI-Fin Bank of China (HK) 9/17/12 2794.54 2.387 2.492 6,670 6,964 294 3,774 34,773 38,547 208
  BSE Sensex 30 Hindustan Unilever 1/30/12 701.35 6.061 8.339 4,251 5,849 1,598 5,371 39,024 44,395 61
  STI ThaiBev 7/02/12 22596.61 0.212 0.254 4,795 5,728 933 6,305 43,819 50,124 104
  OMXH 25 Huhtamäki 8/20/12 540.79 11.890 12.370 6,430 6,690 260 6,564 50,249 56,813 41
  SMI Swiss Re 6/18/12 97.55 46.620 50.770 4,548 4,953 405 6,969 54,797 61,766 35
  Topix (FRA) short Kansai Electric Pwr 9/03/12 1197.12 5.702 6.338 5.066 6,826 6,065 -761 6,208 61,623 67,830 -79
  TecDAX SMA Solar 5/21/12 219.23 26.315 27.990 24.640 5,769 5,402 -367 5,840 67,392 73,232 -17
  HSI-Prop long China Ov Land & Inv 1/16/12 1422.78 1.541 1.986 2,193 2,825 633 6,473 69,584 76,057 43
    China Res Land   1551.55 1.413 1.719 2,193 2,667 474 6,948 71,777 78,724 32
  Nordic 30 Pandora 8/13/12 462.11 11.192 11.468 5,172 5,300 128 7,075 76,949 84,024 20
  FT 30 Ferguson 8/06/12 1.56 3,068.570 3,372.298 4,787 5,261 474 7,549 81,736 89,285 85
  Nikkei (FRA) short Nippon Sheet Glass 5/14/12 331.42 9.040 5.600 14.593 2,996 4,836 1,840 9,389 84,732 94,121 249
    Sharp   77.56 38.630 19.400 76.922 2,996 5,966 2,970 12,359 87,728 100,087 502
  Nikkei (TYO) Nippon Sheet Glass 7/16/12 614.9 7.629 5.589 10.413 4,691 6,403 1,712 14,071 92,419 106,490 337
  Athex LC long Alpha Bank 9/03/12 101.88 67.000 88.500 6,826 9,016 2,190 16,261 99,245 115,506 3,664
  OBX 25 Grieg Seafood   4977.4 1.371 1.426 6,826 7,097 271 16,533 106,071 122,604 66
  OMXS 30 Electrolux 7/23/12 133.82 17.722 20.127 2,371 2,693 322 16,855 108,442 125,297 94
    Swedbank   171.99 13.789 14.914 2,372 2,565 194 17,048 110,814 127,862 51
  OMXC 20 Genmab 7/16/12 553.92 8.469 10.583 4,691 5,862 1,171 18,219 115,505 133,724 188
Portfolio market l/s instrument bought pieces buy price 10/01/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  TSX 60 Couche-Tard 8/20/12 961.85 6.685 5.996 6,430 5,767 -663 17,557 121,935 139,492 -61
  CAC Mid 60 Eurofins Scientific 9/10/12 597.91 11.000 11.515 6,577 6,885 308 17,865 128,512 146,377 122
  SDAX short Klöckner 5/21/12 736.41 7.834 7.700 7.970 5,769 5,869 100 17,965 134,281 152,246 5
  Indices long OMXC 20 9/10/12 99.05 66.404 67.037 6,577 6,640 63 18,028 140,858 158,886 18
  BEL 20 Galapagos 6/25/12 400 12.250 16.980 4,900 6,792 1,892 19,920 145,758 165,678 237
  France Eurofins Scientific 8/13/12 499.47 10.355 11.515 5,172 5,751 579 20,499 150,930 171,429 121
  MIB short UnipolSai 6/27/11 506.43 5.130 1.028 25.600 2,598 12,965 10,367 30,866 153,528 184,394 256
  CAC Next 20 Hermes International 10/01/12 28.43 211.450   6,012 6,012     159,540 190,406  
  ATX long Österreichische Post 6/25/12 189.26 25.890 28.065 4,900 5,312 412 31,277 164,440 195,717 35
  ASX 50 James Hardie Ind 1/30/12 737.6 5.763 7.030 4,251 5,185 934 32,212 168,691 200,902 34
  DJ Global Titans Apple 5/28/12 277.42 16.307 18.317 4,524 5,081 557 32,769 173,215 205,984 40
  S&P 100 Gilead Sciences 9/17/12 266.13 25.063 26.227 6,670 6,980 310 33,079 179,885 212,964 227
  HDAX Dürr 1/23/12 510.58 9.125 13.343 4,659 6,812 2,153 35,232 184,544 219,776 73
  DJTA Avis Budget 9/24/12 496.41 12.419 12.025 6,165 5,969 -196 35,036 190,709 225,745 -81
  SP Global 100 Apple 4/30/12 335.81 15.738 18.317 5,285 6,151 866 35,902 195,994 231,896 43
  Nasdaq 100 Regeneron 10/10/11 40.02 49.346 120.106 1,975 4,807 2,832 38,734 197,969 236,703 148
  Kospi 50 Amorepacific Group 7/23/12 181.27 26.166 34.271 4,743 6,212 1,469 40,203 202,712 242,915 308
  DAX Continental 7/16/12 78.8 59.533 64.900 4,691 5,114 423 40,626 207,403 248,029 51
  MDAX Dürr 8/06/12 345.22 13.838 13.343 4,777 4,606 -171 40,455 212,180 252,635 -21
  FTSE Ashtead 7/30/12 13.82 333.248 420.437 4,605 5,810 1,205 41,660 216,785 258,446 284
  Europe 50 Roche 12/19/11 20.29 129.719 148.792 2,632 3,019 387 42,047 219,417 261,465 19
  BSE Sensex 50 Eicher Motors 10/24/11 841.47 2.335 3.337 1,965 2,808 843 42,890 221,382 264,272 46
  QIX Freenet 1/23/12 443.08 10.515 12.590 4,659 5,578 919 43,809 226,041 269,851 30
  DJIA Visa 12/19/11 139.28 18.897 26.587 2,632 3,703 1,071 44,881 228,673 273,554 54
  Euro 50 ASML 1/09/12 56.19 32.400 41.850 1,821 2,352 531 45,412 230,494 275,905 42
Portfolio market l/s instrument bought pieces buy price 10/01/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
    Anheuser-Busch InBev   38.33 47.495 66.800 1,820 2,560 740 46,152 232,314 278,466 60
  Germany ADLER Real Estate 9/10/12 5573.73 1.180 1.240 6,577 6,911 334 46,486 238,891 285,377 137
  HSI-C&I Galaxy Entertainment 9/17/12 2743.73 2.431 2.608 6,670 7,154 484 46,970 245,561 292,532 522
  SLI short Lonza 4/23/12 166.68 34.504 41.667 27.341 5,751 4,557 -1,194 45,776 251,312 297,089 -41
  GCX REC Silicon   1653.2 3.479 2.363 5.121 5,751 8,466 2,715 48,492 257,063 305,555 140
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/15/12 Buy AEX short KPN 1,616.38 3.626   2/02/15 2.756 5,861        262,924 -17,170  
    MerVal Pampa Energía 38,866.05 0.151   10/22/12 0.141 5,861        268,785 -23,031  
10/22/12 Sell BEL 20 long Galapagos 400.00 16.900   6/25/12 12.250 -4,900 6,760 1,860 147,615  263,885 -16,271 247,615
    OMXH 25 Huhtamäki 540.79 12.450   8/20/12 11.890 -6,430 6,733 303 147,918  257,455 -9,538 247,918
    MerVal short Pampa Energía 38,866.05 0.141 0.161 10/15/12 0.151 -5,861 6,273 412 148,330  251,594 -3,265 248,330
    DJ Global Titans long Apple 277.42 17.386   5/28/12 16.307 -4,524 4,823 299 148,629  247,070 1,558 248,629
  Buy BEL 20 short Bekaert 289.81 21.580   11/12/12 21.290 6,254        253,325 -4,696  
    OMXH 25 Outokumpu 966.62 6.470   11/05/12 6.200 6,254        259,579 -10,950  
    DJ Global Titans Telefónica 595.62 10.500   10/29/12 10.070 6,254        265,833 -17,204  
10/29/12 Sell MDAX long Dürr 345.22 14.790   8/06/12 13.838 -4,777 5,106 329 148,958  261,056 -12,098 248,958
    SDAX short Klöckner 736.41 7.058 8.695 5/21/12 7.834 -5,769 6,403 634 149,592  255,287 -5,695 249,592
    DJ Global Titans Telefónica 595.62 10.070 10.948 10/22/12 10.500 -6,254 6,521 267 149,859  249,033 826 249,859
  Buy MDAX Ströer Media 945.25 6.630   1/14/13 6.901 6,267        255,300 -5,441  
    SDAX long ADLER Real Estate 3,966.46 1.580   11/26/12 1.285 6,267        261,567 -11,708  
    MerVal short Pampa Energía 43,280.39 0.145   12/24/12 0.147 6,267        267,834 -17,975  
    DJ Global Titans long Bank of America 869.98 7.204   12/16/13 11.075 6,267        274,101 -24,242  
11/05/12 Sell MIB short UnipolSai 506.43 0.935 28.146 6/27/11 5.130 -2,598 14,254 11,656 161,515  271,503 -9,987 261,515
    IBEX 35 long Grifols 572.06 13.025   8/20/12 11.240 -6,430 7,451 1,021 162,536  265,073 -2,536 262,536
    OMXH 25 short Outokumpu 966.62 6.200 6.752 10/22/12 6.470 -6,254 6,526 272 162,809  258,819 3,990 262,809
  Buy MIB long Azimut 716.79 9.304   8/04/14 18.460 6,669        265,488 -2,679  
    OMXH 25 Konecranes 264.12 25.250   11/12/12 24.380 6,669        272,157 -9,348  
11/12/12 Sell BEL 20 short Bekaert 289.81 21.290 21.874 10/22/12 21.580 -6,254 6,339 85 162,894  265,903 -3,009 262,894
    OMXH 25 long Konecranes 264.12 24.380   11/05/12 25.250 -6,669 6,439 -230 162,664  259,234 3,431 262,664
  Buy BEL 20 Galapagos 393.38 16.910   6/24/13 14.210 6,652        265,886 -3,221  
    OMXH 25 short Outokumpu 1,036.14 6.420   12/31/12 7.400 6,652        272,538 -9,873  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/19/12 Sell SMI long Swiss Re 97.55 54.864   6/18/12 46.620 -4,548 5,352 804 163,468  267,990 -4,522 263,468
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.143 8.148 7/16/12 7.629 -4,691 5,010 319 163,787  263,299 489 263,787
  Buy PSI 20 Impresa 22,779.31 0.290   12/17/12 0.300 6,606        269,905 -6,117  
    SMI Julius Bär 252.90 26.121   12/17/12 27.324 6,606        276,511 -12,723  
    Nikkei (TYO) long Subaru 808.00 8.176   10/07/13 20.003 6,606        283,117 -19,329  
11/26/12 Sell SDAX long ADLER Real Estate 3,966.46 1.285   10/29/12 1.580 -6,267 5,097 -1,170 162,617  276,850 -14,232 262,617
    SLI short Lonza 166.68 36.099 32.909 4/23/12 34.504 -5,751 5,485 -266 162,352  271,098 -8,747 262,352
  Buy SDAX Deutz 1,950.77 3.250   12/10/12 3.138 6,340        277,438 -15,087  
    SLI long Swiss Life 60.83 104.219   6/24/13 120.698 6,340        283,778 -21,427  
12/10/12 Sell SSE 50 short China Unicom 9,509.88 0.413 0.620 6/04/12 0.506 -4,812 5,891 1,079 163,431  278,966 -15,535 263,431
    SDAX Deutz 1,950.77 3.138 3.366 11/26/12 3.250 -6,340 6,566 226 163,657  272,626 -8,969 263,657
    CAC Next 20 Hermes International 28.43 235.500 187.400 10/01/12 211.450 -6,012 5,328 -684 162,973  266,615 -3,641 262,973
  Buy SSE 50 long China Rwy Constr 9,054.47 0.716   4/29/13 0.634 6,483        273,098 -10,124  
    CAC 40 Societe Generale 224.99 28.815   1/14/13 34.140 6,483        279,581 -16,607  
    SDAX ADLER Real Estate 4,630.71 1.400   6/10/13 2.099 6,483        286,064 -23,090  
12/17/12 Sell PSI 20 short Impresa 22,779.31 0.300 0.280 11/19/12 0.290 -6,606 6,378 -228 162,746  279,458 -16,712 262,746
    SMI Julius Bär 252.90 27.324 24.917 11/19/12 26.121 -6,606 6,302 -304 162,441  272,852 -10,410 262,441
  Buy   long Richemont 105.12 59.929   10/14/13 74.199 6,300        279,152 -16,710  
12/24/12 Sell MerVal short Pampa Energía 43,280.39 0.147 0.143 10/29/12 0.145 -6,267 6,176 -91 162,350  272,885 -10,534 262,350
  Buy   long Gr Fin Galicia 9,026.38 0.697   5/27/13 0.697 6,295        279,180 -16,829  
12/31/12 Sell OMXH 25 short Outokumpu 1,036.14 7.400 5.440 11/12/12 6.420 -6,652 5,637 -1,015 161,335  272,528 -11,192 261,335
  Buy   long Orion 281.67 22.200   3/18/13 22.000 6,253        278,781 -17,446  
1/07/13 Sell OBX 25 long Grieg Seafood 4,977.40 1.707   9/03/12 1.371 -6,826 8,495 1,669 163,004  271,955 -8,951 263,004
    Nikkei (FRA) short Nippon Sheet Glass 331.42 9.100 8.980 5/14/12 9.040 -2,996 2,976 -20 162,984  268,959 -5,974 262,984
      Sharp 77.56 23.550 63.366 5/14/12 38.630 -2,996 4,915 1,919 164,903  265,962 -1,060 264,903
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OBX 25 REC Silicon 3,659.77 1.802   1/21/13 1.488 6,596        272,558 -7,656  
    Nikkei (FRA) long Subaru 333.13 9.900   1/14/13 9.907 3,298        275,856 -10,954  
      Shinsei Bank 211.41 15.600   1/14/13 13.840 3,298        279,154 -14,252  
1/14/13 Sell CAC 40 long Societe Generale 224.99 34.140   12/10/12 28.815 -6,483 7,681 1,198 166,101  272,671 -6,571 266,101
    MDAX short Ströer Media 945.25 6.901 6.359 10/29/12 6.630 -6,267 6,011 -256 165,845  266,404 -560 265,845
    Nikkei (FRA) long Subaru 333.13 9.907   1/07/13 9.900 -3,298 3,300 2 165,847  263,106 2,741 265,847
      Shinsei Bank 211.41 13.840   1/07/13 15.600 -3,298 2,926 -372 165,475  259,808 5,666 265,475
  Buy CAC 40 short Engie 439.27 15.430   1/28/13 15.390 6,778        266,586 -1,111  
    Nikkei (FRA) Screen 173.93 19.485   2/11/13 16.805 3,389        269,975 -4,501  
1/21/13 Sell OBX 25 short REC Silicon 3,659.77 1.488 2.182 1/07/13 1.802 -6,596 7,987 1,391 166,866  263,379 3,487 266,866
  Buy   long Grieg Seafood 3,891.96 1.736   1/28/13 1.688 6,758        270,137 -3,271  
1/28/13 Sell CAC 40 short Engie 439.27 15.390 15.470 1/14/13 15.430 -6,778 6,796 18 166,883  263,359 3,524 266,883
    OBX 25 long Grieg Seafood 3,891.96 1.688   1/21/13 1.736 -6,758 6,570 -188 166,695  256,601 10,094 266,695
  Buy CAC 40 Credit Agricole 891.39 7.762   2/11/13 7.414 6,919        263,520 3,175  
    OBX 25 short REC Silicon 4,473.11 1.547   2/25/13 1.312 6,919        270,439 -3,744  
2/11/13 Sell CAC 40 long Credit Agricole 891.39 7.414   1/28/13 7.762 -6,919 6,609 -310 166,385  263,520 2,865 266,385
    Nikkei (FRA) short Screen 173.93 16.805 22.592 1/14/13 19.485 -3,389 3,930 540 166,926  260,131 6,794 266,926
    GCX REC Silicon 1,653.20 1.027 11.783 4/23/12 3.479 -5,751 19,480 13,729 180,655  254,380 26,274 280,655
  Buy CAC 40 Orange 973.36 7.883   2/25/13 7.479 7,673        262,053 18,601  
    ÖkoDAX (deprecated) long PNE Wind 2,750.18 2.790   4/29/13 2.700 7,673        269,726 10,928  
    Nikkei (FRA) Subaru 355.23 10.800   8/26/13 18.441 3,836        273,563 7,092  
      Mazda Motor 308.28 12.445   8/26/13 15.485 3,837        277,399 3,255  
    GCX SunPower 1,086.41 7.063   11/25/13 21.795 7,673        285,072 -4,418  
2/18/13 Buy GEX long MBB 373.24 18.500   4/22/13 17.650 6,905        291,977 -11,323  
2/25/13 Sell CAC 40 short Orange 973.36 7.479 8.309 2/11/13 7.883 -7,673 8,087 414 181,069  284,304 -3,235 281,069
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 REC Silicon 4,473.11 1.312 1.824 1/28/13 1.547 -6,919 8,160 1,241 182,310  277,385 4,925 282,310
  Buy CAC 40 long Credit Agricole 960.54 7.475   4/22/13 6.300 7,180        284,565 -2,255  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        291,758 -9,448  
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,197.12 6.145 5.259 9/03/12 5.702 -6,826 6,296 -530 181,780  284,932 -3,152 281,780
  Buy   long Mazda Motor 563.74 12.355   4/01/13 11.250 6,965        291,897 -10,117  
3/18/13 Sell OMXH 25 long Orion 281.67 22.000   12/31/12 22.200 -6,253 6,197 -56 181,724  285,644 -3,921 281,724
  Buy   short Outokumpu 1,258.15 5.520   9/16/13 4.600 6,945        292,589 -10,866  
3/25/13 Sell Athex LC long Alpha Bank 101.88 37.850   9/03/12 67.000 -6,826 3,856 -2,970 178,754  285,763 -7,009 278,754
  Buy   short Eurobank Ergasias 26.13 260.000   9/30/13 50.000 6,794        292,557 -13,803  
4/01/13 Sell Topix (FRA) long Mazda Motor 563.74 11.250   3/11/13 12.355 -6,965 6,342 -623 178,131  285,592 -7,461 278,131
  Buy   short Nidec 617.76 10.953   4/15/13 10.948 6,766        292,358 -14,227  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,743.73 3.018   9/17/12 2.431 -6,670 8,282 1,612 179,743  285,688 -5,946 279,743
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 179,446  278,495 951 279,446
    Topix (FRA) short Nidec 617.76 10.948 10.957 4/01/13 10.953 -6,766 6,769 3 179,449  271,729 7,720 279,449
  Buy OBX 25 Frontline 968.45 7.413   10/21/13 8.829 7,179        278,908 541  
    Topix (FRA) long Mazda Motor 613.33 11.705   6/03/13 14.600 7,179        286,087 -6,638  
4/22/13 Sell France long Eurofins Scientific 499.47 15.325   8/13/12 10.355 -5,172 7,654 2,482 181,931  280,915 1,016 281,931
    HSI Galaxy Entertainment 2,733.49 3.135   8/20/12 2.352 -6,430 8,569 2,139 184,070  274,485 9,585 284,070
    CAC 40 Credit Agricole 960.54 6.300   2/25/13 7.475 -7,180 6,051 -1,129 182,942  267,305 15,636 282,942
    TSX 60 Couche-Tard 961.85 7.405   8/20/12 6.685 -6,430 7,122 692 183,634  260,875 22,759 283,634
    CAC Mid 60 Eurofins Scientific 597.91 15.325   9/10/12 11.000 -6,577 9,163 2,586 186,220  254,298 31,922 286,220
    GEX MBB 373.24 17.650   2/18/13 18.500 -6,905 6,588 -317 185,903  247,393 38,509 285,903
  Buy France short ArcelorMittal 308.53 26.286   5/06/13 29.061 8,110        255,503 30,399  
    HSI China Shenhua HK 3,187.64 2.544   9/16/13 2.475 8,110        263,613 22,289  
    CAC 40 ArcelorMittal 308.53 26.286   8/05/13 28.620 8,110        271,723 14,179  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Barrick Gold 560.71 14.464   9/30/13 13.729 8,110        279,833 6,069  
    CAC Mid 60 CGG 16.29 497.920   4/29/13 532.320 8,111        287,944 -2,042  
    GEX YOC 1,606.26 5.049   9/23/13 2.219 8,110        296,054 -10,152  
4/29/13 Sell SSE 50 long China Rwy Constr 9,054.47 0.634   12/10/12 0.716 -6,483 5,743 -740 185,163  289,571 -4,408 285,163
    ÖkoDAX (deprecated) PNE Wind 2,750.18 2.700   2/11/13 2.790 -7,673 7,425 -248 184,915  281,898 3,017 284,915
    CAC Mid 60 short CGG 16.29 532.320 463.520 4/22/13 497.920 -8,111 7,551 -560 184,355  273,787 10,568 284,355
  Buy SSE 50 China Northern Rare 3,248.02 2.270   5/06/13 2.286 7,373        281,160 3,195  
    ÖkoDAX (deprecated) SolarWorld 69.52 106.050   4/13/15 14.550 7,373        288,533 -4,178  
5/06/13 Sell France short ArcelorMittal 308.53 29.061 23.511 4/22/13 26.286 -8,110 7,254 -856 183,499  280,423 3,076 283,499
    SSE 50 China Northern Rare 3,248.02 2.286 2.254 4/29/13 2.270 -7,373 7,321 -52 183,446  273,050 10,397 283,446
  Buy   long China Minsheng Bk 6,986.21 1.052   5/13/13 1.064 7,346        280,396 3,051  
5/13/13 Sell   long China Minsheng Bk 6,986.21 1.064   5/06/13 1.052 -7,346 7,435 89 183,535  273,050 10,485 283,535
    HSI-Fin Bank of China (HK) 2,794.54 2.748   9/17/12 2.387 -6,670 7,678 1,008 184,543  266,380 18,164 284,543
  Buy SSE 50 short China Northern Rare 3,195.66 2.368   11/04/13 2.137 7,567        273,947 10,597  
    HSI-Fin Ping An 2,525.70 2.996   10/14/13 2.804 7,567        281,514 3,030  
5/27/13 Sell MerVal long Gr Fin Galicia 9,026.38 0.697   12/24/12 0.697 -6,295 6,289 -6 184,537  275,219 9,318 284,537
  Buy   short Pampa Energía 45,122.85 0.163   6/10/13 0.158 7,346        282,565 1,972  
6/03/13 Sell Nordic 30 long Pandora 462.11 26.264   8/13/12 11.192 -5,172 12,137 6,965 191,502  277,393 14,109 291,502
    Topix (FRA) Mazda Motor 613.33 14.600   4/15/13 11.705 -7,179 8,955 1,776 193,278  270,214 23,064 293,278
  Buy Nordic 30 short Equinor 456.04 17.340   7/29/13 16.264 7,908        278,122 15,156  
    Topix (FRA) Inpex 994.34 7.953   11/18/13 8.519 7,908        286,030 7,248  
6/10/13 Sell SDAX long ADLER Real Estate 4,630.71 2.099   12/10/12 1.400 -6,483 9,720 3,237 196,514  279,547 16,968 296,514
    HSI-Prop China Ov Land & Inv 1,422.78 2.124   1/16/12 1.541 -2,193 3,022 829 197,344  277,354 19,990 297,344
      China Res Land 1,551.55 2.183   1/16/12 1.413 -2,193 3,386 1,194 198,537  275,162 23,376 298,537
    MerVal short Pampa Energía 45,122.85 0.158 0.168 5/27/13 0.163 -7,346 7,563 217 198,754  267,816 30,938 298,754
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    STI long ThaiBev 22,596.61 0.382   7/02/12 0.212 -4,795 8,623 3,828 202,582  263,021 39,561 302,582
  Buy France short ArcelorMittal 303.39 28.191   7/08/13 26.415 8,553        271,574 31,008  
    SDAX Hypoport 1,143.45 7.480   9/30/13 8.120 8,553        280,127 22,455  
    HSI-Prop Hang Lung 1,665.17 2.568   11/18/13 2.531 4,276        284,403 18,179  
      Sino Land 3,974.07 1.076   11/18/13 1.043 4,277        288,680 13,902  
    MerVal long Telecom Argentina 2,258.04 3.788   6/17/13 3.268 8,553        297,233 5,349  
    CAC Mid 60 short CGG 15.24 561.120   8/05/13 575.840 8,551        305,784 -3,202  
6/17/13 Sell ISEQ 20 long Kerry 80.28 42.250   8/27/12 37.580 -3,017 3,392 375 202,957  302,767 190 302,957
      Smurfit Kappa 460.61 12.270   8/27/12 6.550 -3,017 5,652 2,635 205,592  299,750 5,841 305,592
    MerVal Telecom Argentina 2,258.04 3.268   6/10/13 3.788 -8,553 7,380 -1,174 204,418  291,197 13,221 304,418
    Indices OMXC 20 99.05 70.001   9/10/12 66.404 -6,577 6,934 356 204,774  284,620 20,155 304,774
  Buy ISEQ 20 short C&C Group 959.48 4.233   7/29/13 4.100 4,061        288,681 16,093  
      CRH 259.84 15.631   7/29/13 15.994 4,062        292,743 12,032  
    PSI 20 long Teixeira Duarte 15,042.59 0.540   6/24/13 0.570 8,123        300,866 3,909  
    MerVal short Comercial del Plata 115,547.65 0.070   8/12/13 0.067 8,123        308,989 -4,214  
6/24/13 Sell Germany long ADLER Real Estate 5,573.73 2.050   9/10/12 1.180 -6,577 11,426 4,849 209,623  302,412 7,212 309,623
    BEL 20 Galapagos 393.38 14.210   11/12/12 16.910 -6,652 5,590 -1,062 208,561  295,760 12,802 308,561
    PSI 20 Teixeira Duarte 15,042.59 0.570   6/17/13 0.540 -8,123 8,574 451 209,013  287,637 21,376 309,013
    OMXC 20 Genmab 553.92 22.604   7/16/12 8.469 -4,691 12,521 7,830 216,842  282,946 33,897 316,842
    OMXS 30 Electrolux 133.82 19.030   7/23/12 17.722 -2,371 2,547 175 217,017  280,574 36,443 317,017
      Swedbank 171.99 16.871   7/23/12 13.789 -2,372 2,902 530 217,548  278,203 39,345 317,548
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 218,147  273,416 44,731 318,147
    SLI Swiss Life 60.83 120.698   11/26/12 104.219 -6,340 7,342 1,002 219,149  267,076 52,073 319,149
  Buy Germany short SolarWorld 100.92 91.950   7/29/13 77.250 9,280        276,356 42,794  
    MDAX Salzgitter 365.28 25.405   7/01/13 25.340 9,280        285,636 33,514  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Aperam 1,115.38 8.320   7/15/13 8.461 9,280        294,916 24,234  
    OMXC 20 FLSmidth 264.90 35.032   7/01/13 34.376 9,280        304,196 14,954  
    OMXS 30 Boliden 485.90 9.549   7/08/13 9.256 4,640        308,835 10,314  
      Tele2 528.59 8.778   7/08/13 9.227 4,640        313,475 5,674  
    FT 30 Man Group 97.43 95.252   7/01/13 100.211 9,280        322,756 -3,607  
    SLI Kühne & Nagel 114.36 81.145   7/08/13 90.725 9,280        332,036 -12,886  
    BAX SFC Energy 1,953.68 4.750   7/01/13 4.650 9,280        341,316 -22,166  
7/01/13 Sell MDAX short Salzgitter 365.28 25.340 25.470 6/24/13 25.405 -9,280 9,304 24 219,173  332,036 -12,863 319,173
    OMXC 20 FLSmidth 264.90 34.376 35.701 6/24/13 35.032 -9,280 9,457 177 219,350  322,756 -3,405 319,350
    FT 30 Man Group 97.43 100.211 90.294 6/24/13 95.252 -9,280 8,797 -483 218,867  313,475 5,392 318,867
    BAX SFC Energy 1,953.68 4.650 4.852 6/24/13 4.750 -9,280 9,480 200 219,067  304,195 14,872 319,067
  Buy MDAX long Dürr 347.87 23.998   7/28/14 30.355 8,348        312,543 6,524  
    OMXC 20 Vestas Wind Systems 3,867.50 2.159   9/01/14 6.373 8,348        320,891 -1,824  
    FT 30 Lloyds Bank 111.50 74.871   9/09/13 90.907 8,348        329,239 -10,173  
    BAX Morphosys 189.10 44.145   4/14/14 58.270 8,348        337,587 -18,520  
7/08/13 Sell France short ArcelorMittal 303.39 26.415 30.086 6/10/13 28.191 -8,553 9,128 575 219,642  329,034 -9,392 319,642
    OMXS 30 Boliden 485.90 9.256 9.852 6/24/13 9.549 -4,640 4,787 147 219,789  324,394 -4,605 319,789
      Tele2 528.59 9.227 8.329 6/24/13 8.778 -4,640 4,403 -237 219,552  319,754 -203 319,552
    SLI Kühne & Nagel 114.36 90.725 71.565 6/24/13 81.145 -9,280 8,184 -1,096 218,456  310,475 7,982 318,456
  Buy OMXS 30 long Nokia 1,280.76 3.186   10/13/14 6.407 4,080        314,555 3,902  
      Kinnevik 186.58 21.868   10/13/14 22.475 4,080        318,635 -179  
    SLI Lonza 135.55 60.201   8/12/13 56.494 8,160        326,795 -8,339  
7/15/13 Sell BEL 20 short Aperam 1,115.38 8.461 8.179 6/24/13 8.320 -9,280 9,123 -157 218,299  317,515 784 318,299
  Buy   long KBC 254.45 31.350   10/13/14 40.740 7,977        325,492 -7,193  
7/29/13 Sell Germany short SolarWorld 100.92 77.250 109.447 6/24/13 91.950 -9,280 11,045 1,766 220,065  316,212 3,852 320,065
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX long Österreichische Post 189.26 31.600   6/25/12 25.890 -4,900 5,981 1,081 221,145  311,312 9,833 321,145
    ISEQ 20 short C&C Group 959.48 4.100 4.370 6/17/13 4.233 -4,061 4,193 132 221,277  307,251 14,026 321,277
      CRH 259.84 15.994 15.268 6/17/13 15.631 -4,062 3,967 -94 221,183  303,189 17,993 321,183
    Nordic 30 Equinor 456.04 16.264 18.488 6/03/13 17.340 -7,908 8,431 523 221,706  295,282 26,425 321,706
  Buy ATX Raiffeisen Bank Int 377.00 23.085   10/21/13 25.350 8,703        303,985 17,722  
    ISEQ 20 long FBD 278.94 15.600   8/05/13 16.650 4,351        308,336 13,370  
      Smurfit Kappa 304.30 14.300   8/05/13 15.150 4,351        312,688 9,019  
    Nordic 30 Pandora 303.04 28.719   4/28/14 46.257 8,703        321,391 316  
8/05/13 Sell CAC 40 short ArcelorMittal 308.53 28.620 23.952 4/22/13 26.286 -8,110 7,390 -720 220,986  313,280 7,706 320,986
    ISEQ 20 long FBD 278.94 16.650   7/29/13 15.600 -4,351 4,644 293 221,279  308,929 12,350 321,279
      Smurfit Kappa 304.30 15.150   7/29/13 14.300 -4,351 4,610 259 221,538  304,578 16,960 321,538
    CAC Mid 60 short CGG 15.24 575.840 546.400 6/10/13 561.120 -8,551 8,327 -224 221,313  296,026 25,287 321,313
  Buy ISEQ 20 C&C Group 1,046.24 4.141   9/09/13 4.285 4,332        300,359 20,955  
      Flutter 71.02 61.000   9/09/13 61.200 4,332        304,691 16,623  
8/12/13 Sell MerVal short Comercial del Plata 115,547.65 0.067 0.074 6/17/13 0.070 -8,123 8,527 404 221,718  296,568 25,150 321,718
    SLI long Lonza 135.55 56.494   7/08/13 60.201 -8,160 7,658 -502 221,215  288,408 32,808 321,215
  Buy MerVal Telecom Argentina 2,099.44 4.215   2/10/14 2.998 8,850        297,258 23,958  
    Indices Merval 17.65 501.316   8/04/14 750.468 8,848        306,106 15,110  
8/26/13 Sell Nikkei (FRA) long Subaru 355.23 18.441   2/11/13 10.800 -3,836 6,551 2,714 223,930  302,269 21,660 323,930
      Mazda Motor 308.28 15.485   2/11/13 12.445 -3,837 4,774 937 224,867  298,433 26,434 324,867
  Buy PSI 20 Teixeira Duarte 13,107.46 0.670   9/02/13 0.650 8,782        307,215 17,652  
    Nikkei (FRA) short Nikon 333.92 13.150   9/09/13 12.596 4,391        311,606 13,261  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,107.46 0.650   8/26/13 0.670 -8,782 8,520 -262 224,605  302,824 21,781 324,605
9/09/13 Sell ISEQ 20 short C&C Group 1,046.24 4.285 3.997 8/05/13 4.141 -4,332 4,182 -151 224,454  298,491 25,963 324,454
      Flutter 71.02 61.200 60.800 8/05/13 61.000 -4,332 4,318 -14 224,440  294,159 30,281 324,440
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 long Lloyds Bank 111.50 90.907   7/01/13 74.871 -8,348 10,136 1,788 226,228  285,811 40,417 326,228
    Nikkei (FRA) short Nikon 333.92 12.596 13.728 8/26/13 13.150 -4,391 4,584 193 226,421  281,420 45,001 326,421
  Buy ISEQ 20 long Bank of Ireland 655.72 7.080   10/14/13 6.960 4,643        286,062 40,359  
      Smurfit Kappa 291.07 15.950   10/14/13 17.020 4,643        290,705 35,716  
    PSI 20 Impresa 13,654.41 0.680   9/16/13 0.670 9,285        299,990 26,431  
    FT 30 short Man Group 88.06 105.435   10/14/13 92.741 9,285        309,275 17,146  
    Nikkei (FRA) long Furukawa Co 277.50 16.730   9/30/13 17.160 4,643        313,917 12,504  
      Tokyo Electric Power 1,187.34 3.910   9/30/13 4.520 4,643        318,560 7,861  
9/16/13 Sell HSI short China Shenhua HK 3,187.64 2.475 2.615 4/22/13 2.544 -8,110 8,336 226 226,647  310,450 16,197 326,647
    OMXH 25 Outokumpu 1,258.15 4.600 6.624 3/18/13 5.520 -6,945 8,334 1,389 228,036  303,505 24,531 328,036
    PSI 20 long Impresa 13,654.41 0.670   9/09/13 0.680 -9,285 9,148 -137 227,900  294,220 33,680 327,900
  Buy HSI Galaxy Entertainment 1,689.03 5.352   12/23/13 6.370 9,039        303,259 24,641  
    OMXH 25 Nokia 1,915.04 4.720   10/21/13 5.265 9,039        312,298 15,602  
9/23/13 Sell GEX short YOC 1,606.26 2.219 11.488 4/22/13 5.049 -8,110 18,453 10,343 238,243  304,188 34,055 338,243
  Buy PSI 20 long Teixeira Duarte 14,101.52 0.660   12/09/13 0.920 9,307        313,495 24,748  
    GEX Manz 173.74 53.570   4/14/14 65.730 9,307        322,802 15,441  
9/30/13 Sell SDAX short Hypoport 1,143.45 8.120 6.840 6/10/13 7.480 -8,553 7,821 -732 237,511  314,249 23,262 337,511
    TSX 60 Barrick Gold 560.71 13.729 15.238 4/22/13 14.464 -8,110 8,544 434 237,945  306,139 31,806 337,945
    Athex LC Eurobank Ergasias 26.13 50.000 1,352.000 3/25/13 260.000 -6,794 35,328 28,534 266,479  299,345 67,133 366,479
    Nikkei (FRA) long Furukawa Co 277.50 17.160   9/09/13 16.730 -4,643 4,762 119 266,598  294,703 71,895 366,598
      Tokyo Electric Power 1,187.34 4.520   9/09/13 3.910 -4,643 5,367 724 267,322  290,060 77,262 367,322
  Buy SDAX ADLER Real Estate 3,767.46 2.950   10/14/13 3.079 11,114        301,174 66,148  
    HSI-C&I Galaxy Entertainment 2,148.01 5.174   2/03/14 7.265 11,114        312,288 55,034  
    TSX 60 Bausch Health 144.56 76.879   9/29/14 102.197 11,114        323,402 43,920  
    Athex LC Aegean Airlines 2,646.19 4.200   1/27/14 7.210 11,114        334,516 32,806  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Nikon 424.85 13.080   11/04/13 13.433 5,557        340,073 27,249  
    CAC Next 20 SES 525.48 21.150   10/07/13 21.020 11,114        351,187 16,135  
10/07/13 Sell   short SES 525.48 21.020 21.281 9/30/13 21.150 -11,114 11,183 69 267,391  340,073 27,318 367,391
    Nikkei (TYO) long Subaru 808.00 20.003   11/19/12 8.176 -6,606 16,163 9,557 276,947  333,467 43,481 376,947
  Buy   short Nikon 830.80 12.650   10/14/13 13.191 10,510        343,977 32,971  
10/14/13 Sell SDAX long ADLER Real Estate 3,767.46 3.079   9/30/13 2.950 -11,114 11,600 486 277,433  332,863 44,571 377,433
    HSI-Fin short Ping An 2,525.70 2.804 3.201 5/13/13 2.996 -7,567 8,085 518 277,951  325,296 52,656 377,951
    ISEQ 20 long Bank of Ireland 655.72 6.960   9/09/13 7.080 -4,643 4,564 -79 277,873  320,653 57,220 377,873
      Smurfit Kappa 291.07 17.020   9/09/13 15.950 -4,643 4,954 311 278,184  316,011 62,174 378,184
    FT 30 short Man Group 88.06 92.741 119.865 9/09/13 105.435 -9,285 10,555 1,271 279,455  306,726 72,729 379,455
    SMI long Richemont 105.12 74.199   12/17/12 59.929 -6,300 7,800 1,500 280,955  300,426 80,529 380,955
    Nikkei (TYO) short Nikon 830.80 13.191 12.110 10/07/13 12.650 -10,510 10,061 -449 280,506  289,916 90,589 380,506
  Buy HSI-Fin long AIA 3,211.35 3.667   1/06/14 3.604 11,777        301,693 78,812  
    ISEQ 20 short C&C Group 1,402.02 4.200   10/28/13 4.008 5,888        307,582 72,924  
      Flutter 103.38 56.960   10/28/13 56.500 5,889        313,470 67,035  
    FT 30 long ITV 54.05 217.888   12/02/13 228.772 11,777        325,247 55,259  
    Nikkei (TYO) Tokyo Electric Power 3,017.04 3.904   11/04/13 3.961 11,777        337,024 43,482  
10/21/13 Sell ATX short Raiffeisen Bank Int 377.00 25.350 20.820 7/29/13 23.085 -8,703 7,849 -854 279,652  328,321 51,331 379,652
    OMXH 25 long Nokia 1,915.04 5.265   9/16/13 4.720 -9,039 10,083 1,044 280,696  319,282 61,413 380,696
    OBX 25 short Frontline 968.45 8.829 5.997 4/15/13 7.413 -7,179 5,808 -1,371 279,324  312,103 67,221 379,324
  Buy ATX long Wienerberger 854.42 13.065   8/11/14 11.525 11,163        323,266 56,058  
    SDAX ADLER Real Estate 3,733.44 2.990   3/31/14 5.100 11,163        334,429 44,895  
    OMXH 25 short YIT 1,121.91 9.950   10/28/13 10.035 11,163        345,592 33,732  
    OBX 25 long REC Silicon 3,149.92 3.544   12/16/13 2.538 11,163        356,755 22,569  
10/28/13 Sell ISEQ 20 short C&C Group 1,402.02 4.008 4.401 10/14/13 4.200 -5,888 6,171 282 279,606  350,867 28,740 379,606
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Flutter 103.38 56.500 57.424 10/14/13 56.960 -5,889 5,936 48 279,654  344,978 34,676 379,654
    OMXH 25 YIT 1,121.91 10.035 9.865 10/21/13 9.950 -11,163 11,068 -95 279,559  333,815 45,744 379,559
  Buy ISEQ 20 long Bank of Ireland 692.19 7.680   11/25/13 8.040 5,316        339,131 40,428  
      Smurfit Kappa 308.89 17.210   11/25/13 17.550 5,316        344,447 35,112  
    OMXH 25 Nokia 2,143.55 4.960   11/11/13 5.770 10,632        355,079 24,480  
    CAC Next 20 short STMicroelectronics 1,900.95 5.593   11/11/13 5.653 10,632        365,711 13,848  
11/04/13 Sell SSE 50 short China Northern Rare 3,195.66 2.137 2.623 5/13/13 2.368 -7,567 8,383 816 280,375  358,144 22,231 380,375
    Nikkei (FRA) Nikon 424.85 13.433 12.727 9/30/13 13.080 -5,557 5,407 -150 280,226  352,587 27,638 380,226
    Nikkei (TYO) long Tokyo Electric Power 3,017.04 3.961   10/14/13 3.904 -11,777 11,951 174 280,400  340,810 39,589 380,400
  Buy SSE 50 Shanghai Oriental 2,387.49 4.398   12/23/13 4.388 10,499        351,309 29,090  
    Nikkei (FRA) Softbank Group 183.87 28.550   12/16/13 30.884 5,249        356,559 23,841  
      Tokyo Electric Power 1,324.29 3.964   12/16/13 3.730 5,249        361,808 18,591  
    Nikkei (TYO) short Nikon 781.38 13.437   11/18/13 13.220 10,499        372,307 8,092  
11/11/13 Sell OMXH 25 long Nokia 2,143.55 5.770   10/28/13 4.960 -10,632 12,368 1,736 282,136  361,675 20,461 382,136
    CAC Next 20 short STMicroelectronics 1,900.95 5.653 5.533 10/28/13 5.593 -10,632 10,518 -114 282,022  351,043 30,979 382,022
  Buy OMXH 25 Outokumpu 2,950.00 3.500   12/02/13 3.690 10,325        361,368 20,654  
11/18/13 Sell HSI-Prop short Hang Lung 1,665.17 2.531 2.606 6/10/13 2.568 -4,276 4,340 63 282,085  357,092 24,993 382,085
      Sino Land 3,974.07 1.043 1.110 6/10/13 1.076 -4,277 4,413 136 282,221  352,815 29,406 382,221
    Topix (FRA) Inpex 994.34 8.519 7.387 6/03/13 7.953 -7,908 7,345 -563 281,659  344,907 36,751 381,659
    Nikkei (TYO) Nikon 781.38 13.220 13.657 11/04/13 13.437 -10,499 10,671 172 281,831  334,408 47,423 381,831
  Buy HSI-Prop long CK Hutchison 452.71 11.852   2/10/14 10.645 5,366        339,774 42,057  
      China Ov Land & Inv 2,312.02 2.321   2/10/14 1.876 5,366        345,139 36,692  
    Topix (FRA) Softbank Group 374.63 28.644   11/25/13 31.950 10,731        355,870 25,961  
    Nikkei (TYO) Minebea Mitsumi 2,137.10 5.021   3/03/14 6.187 10,731        366,601 15,230  
11/25/13 Sell ISEQ 20 long Bank of Ireland 692.19 8.040   10/28/13 7.680 -5,316 5,565 249 282,080  361,285 20,795 382,080
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 308.89 17.550   10/28/13 17.210 -5,316 5,421 105 282,185  355,969 26,216 382,185
    Topix (FRA) Softbank Group 374.63 31.950   11/18/13 28.644 -10,731 11,969 1,238 283,423  345,238 38,185 383,423
    GCX SunPower 1,086.41 21.795   2/11/13 7.063 -7,673 23,678 16,005 299,428  337,565 61,863 399,428
  Buy ISEQ 20 short Flutter 102.84 56.070   12/02/13 56.450 5,766        343,331 56,097  
      Ryanair 988.68 5.832   12/02/13 6.109 5,766        349,097 50,331  
    Topix (FRA) Komatsu 737.20 15.643   6/09/14 16.815 11,532        360,629 38,799  
    GCX Aurubis 272.14 42.375   1/06/14 43.845 11,532        372,161 27,267  
12/02/13 Sell ISEQ 20 short Flutter 102.84 56.450 55.690 11/25/13 56.070 -5,766 5,727 -39 299,389  366,395 32,994 399,389
      Ryanair 988.68 6.109 5.555 11/25/13 5.832 -5,766 5,492 -274 299,115  360,629 38,486 399,115
    OMXH 25 Outokumpu 2,950.00 3.690 3.310 11/11/13 3.500 -10,325 9,765 -561 298,555  350,304 48,251 398,555
    FT 30 long ITV 54.05 228.772   10/14/13 217.888 -11,777 12,365 588 299,143  338,527 60,616 399,143
  Buy ISEQ 20 Bank of Ireland 689.03 8.340   4/14/14 8.250 5,747        344,274 54,869  
      Smurfit Kappa 333.32 17.240   4/14/14 17.010 5,746        350,020 49,123  
    OMXH 25 Nokia 1,945.00 5.909   12/09/13 5.850 11,493        361,513 37,630  
12/09/13 Sell   long Nokia 1,945.00 5.850   12/02/13 5.909 -11,493 11,378 -115 299,028  350,020 49,008 399,028
    PSI 20 Teixeira Duarte 14,101.52 0.920   9/23/13 0.660 -9,307 12,973 3,666 302,695  340,713 61,982 402,695
  Buy OMXH 25 short Metso 1,734.51 6.697   5/12/14 8.620 11,616        352,329 50,366  
    CAC Next 20 STMicroelectronics 2,131.38 5.450   1/13/14 5.763 11,616        363,945 38,750  
12/16/13 Sell OBX 25 long REC Silicon 3,149.92 2.538   10/21/13 3.544 -11,163 7,993 -3,170 299,525  352,782 46,743 399,525
    Nikkei (FRA) Softbank Group 183.87 30.884   11/04/13 28.550 -5,249 5,679 429 299,954  347,533 52,421 399,954
      Tokyo Electric Power 1,324.29 3.730   11/04/13 3.964 -5,249 4,940 -310 299,644  342,283 57,361 399,644
    DJ Global Titans Bank of America 869.98 11.075   10/29/12 7.204 -6,267 9,635 3,368 303,012  336,016 66,996 403,012
  Buy IBEX 35 short Acciona 295.52 39.760   1/20/14 48.255 11,750        347,766 55,246  
    OBX 25 TGS-NOPEC 692.31 16.972   12/23/13 17.469 11,750        359,516 43,496  
    Nikkei (FRA) Nitto Denko 202.72 28.981   12/30/13 30.258 5,875        365,391 37,621  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Pacific Metals 236.32 24.860   12/30/13 26.180 5,875        371,266 31,746  
    CAC Mid 60 Adocia 2,057.79 5.710   12/23/13 5.660 11,750        383,016 19,996  
    DJ Global Titans IBM 90.91 129.242   12/23/13 133.044 11,749        394,765 8,247  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,387.49 4.388   11/04/13 4.398 -10,499 10,477 -22 302,990  384,266 18,723 402,990
    HSI Galaxy Entertainment 1,689.03 6.370   9/16/13 5.352 -9,039 10,759 1,720 304,710  375,227 29,482 404,710
    OBX 25 short TGS-NOPEC 692.31 17.469 16.475 12/16/13 16.972 -11,750 11,406 -344 304,366  363,477 40,888 404,366
    CAC Mid 60 Adocia 2,057.79 5.660 5.760 12/16/13 5.710 -11,750 11,854 104 304,470  351,727 52,742 404,470
    DJ Global Titans IBM 90.91 133.044 125.440 12/16/13 129.242 -11,749 11,404 -346 304,124  339,978 64,146 404,124
  Buy SSE 50 Poly Developments 18,270.64 0.641   6/02/14 0.591 11,706        351,684 52,440  
    PSI 20 long Impresa 10,739.45 1.090   5/12/14 1.759 11,706        363,390 40,734  
    OBX 25 DNO International 4,027.66 2.906   2/17/14 2.830 11,706        375,096 29,028  
    FT 30 Int Cons Airlines 24.83 471.516   1/27/14 485.635 11,708        386,804 17,320  
    DJ Global Titans Alphabet A 573.37 20.416   10/27/14 21.652 11,706        398,510 5,614  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 202.72 30.258 27.704 12/16/13 28.981 -5,875 5,616 -259 303,865  392,635 11,230 403,865
      Pacific Metals 236.32 26.180 23.540 12/16/13 24.860 -5,875 5,563 -312 303,553  386,760 16,793 403,553
  Buy   long Minebea Mitsumi 996.40 5.273   2/10/14 6.030 5,254        392,014 11,539  
      Softbank Group 166.13 31.625   2/10/14 27.751 5,254        397,268 6,285  
1/06/14 Sell HSI-Fin long AIA 3,211.35 3.604   10/14/13 3.667 -11,777 11,575 -202 303,351  385,491 17,860 403,351
    GCX short Aurubis 272.14 43.845 40.905 11/25/13 42.375 -11,532 11,132 -400 302,951  373,959 28,992 402,951
  Buy HSI-Fin ICBC 23,013.64 0.469   6/02/14 0.478 10,798        384,757 18,194  
    GCX long Vestas Wind Systems 2,164.23 4.989   2/03/14 4.789 10,798        395,555 7,396  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,131.38 5.763 5.137 12/09/13 5.450 -11,616 10,949 -667 302,284  383,939 18,345 402,284
1/20/14 Sell IBEX 35 short Acciona 295.52 48.255 31.265 12/16/13 39.760 -11,750 9,239 -2,510 299,773  372,189 27,585 399,773
  Buy NZX 50 Chorus 11,403.71 0.937   6/02/14 1.063 10,683        382,872 16,902  
1/27/14 Sell Athex LC long Aegean Airlines 2,646.19 7.210   9/30/13 4.200 -11,114 19,079 7,965 307,738  371,758 35,981 407,738
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Int Cons Airlines 24.83 485.635   12/23/13 471.516 -11,708 12,058 351 308,089  360,050 48,039 408,089
  Buy IBEX 35 short Repsol 650.67 17.525   2/17/14 17.625 11,403        371,453 36,636  
    Athex LC Eurobank Ergasias 232.71 49.000   5/09/16 0.875 11,403        382,856 25,233  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,148.01 7.265   9/30/13 5.174 -11,114 15,604 4,490 312,579  371,742 40,838 412,579
    GCX Vestas Wind Systems 2,164.23 4.789   1/06/14 4.989 -10,798 10,365 -433 312,146  360,944 51,203 412,146
  Buy FT 30 Int Cons Airlines 23.18 499.638   2/10/14 509.014 11,582        372,525 39,621  
    GCX short Aurubis 285.30 40.600   3/03/14 38.880 11,583        384,109 28,038  
2/10/14 Sell HSI-Prop long CK Hutchison 452.71 10.645   11/18/13 11.852 -5,366 4,819 -546 311,600  378,743 32,857 411,600
      China Ov Land & Inv 2,312.02 1.876   11/18/13 2.321 -5,366 4,337 -1,028 310,572  373,378 37,194 410,572
    MerVal Telecom Argentina 2,099.44 2.998   8/12/13 4.215 -8,850 6,295 -2,555 308,017  364,528 43,489 408,017
    FT 30 Int Cons Airlines 23.18 509.014   2/03/14 499.638 -11,582 11,799 217 308,234  352,946 55,288 408,234
    Nikkei (FRA) Minebea Mitsumi 996.40 6.030   12/30/13 5.273 -5,254 6,008 754 308,988  347,692 61,296 408,988
      Softbank Group 166.13 27.751   12/30/13 31.625 -5,254 4,610 -644 308,345  342,438 65,907 408,345
  Buy HSI-Prop short New World Dev 1,679.80 3.529   7/28/14 3.549 5,928        348,366 59,979  
      The Wharf 3,203.80 1.850   7/28/14 2.205 5,928        354,294 54,051  
    Nikkei (FRA) Hitachi Zosen 1,390.57 4.263   6/30/14 3.700 5,928        360,222 48,123  
      Nitto Denko 189.41 31.297   6/30/14 33.890 5,928        366,150 42,195  
2/17/14 Sell IBEX 35 short Repsol 650.67 17.625 17.425 1/27/14 17.525 -11,403 11,338 -65 308,280  354,747 53,532 408,280
    OBX 25 long DNO International 4,027.66 2.830   12/23/13 2.906 -11,706 11,399 -307 307,973  343,041 64,932 407,973
  Buy   short Petroleum Geo-Srvcs 1,554.50 7.605   6/02/14 7.980 11,822        354,863 53,110  
2/24/14 Buy MerVal long Edenor 36,651.83 0.315   12/15/14 0.569 11,527        366,390 41,583  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,137.10 6.187   11/18/13 5.021 -10,731 13,221 2,490 310,463  355,659 54,804 410,463
    GCX short Aurubis 285.30 38.880 42.396 2/03/14 40.600 -11,583 12,096 512 310,975  344,076 66,899 410,975
  Buy Nikkei (TYO) Hitachi Zosen 3,042.95 3.926   3/31/14 3.419 11,946        356,022 54,953  
    GCX long Vestas Wind Systems 2,387.48 5.004   4/14/14 5.847 11,946        367,968 43,007  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/10/14 Buy IBEX 35 short Inditex 541.20 20.970   6/09/14 21.750 11,349        379,317 31,658  
3/31/14 Sell SDAX long ADLER Real Estate 3,733.44 5.100   10/21/13 2.990 -11,163 19,041 7,878 318,853  368,154 50,699 418,853
    Nikkei (TYO) short Hitachi Zosen 3,042.95 3.419 4.508 3/03/14 3.926 -11,946 13,719 1,773 320,626  356,208 64,418 420,626
  Buy SDAX Koenig & Bauer 985.85 12.300   5/05/14 11.730 12,126        368,334 52,292  
    Nikkei (TYO) long Minebea Mitsumi 1,882.01 6.443   4/07/14 6.630 12,126        380,460 40,166  
4/07/14 Sell   long Minebea Mitsumi 1,882.01 6.630   3/31/14 6.443 -12,126 12,477 351 320,977  368,334 52,643 420,977
  Buy   short Hitachi Zosen 3,429.40 3.453   7/28/14 3.842 11,840        380,174 40,803  
4/14/14 Sell ISEQ 20 long Bank of Ireland 689.03 8.250   12/02/13 8.340 -5,747 5,685 -62 320,915  374,427 46,487 420,915
      Smurfit Kappa 333.32 17.010   12/02/13 17.240 -5,746 5,670 -77 320,838  368,681 52,157 420,838
    BAX Morphosys 189.10 58.270   7/01/13 44.145 -8,348 11,019 2,671 323,509  360,333 63,176 423,509
    GEX Manz 173.74 65.730   9/23/13 53.570 -9,307 11,420 2,113 325,622  351,026 74,596 425,622
    GCX Vestas Wind Systems 2,387.48 5.847   3/03/14 5.004 -11,946 13,959 2,013 327,634  339,080 88,555 427,634
  Buy ISEQ 20 short C&C Group 1,440.18 4.480   1/19/15 3.322 6,452        345,532 82,103  
      Flutter 120.40 53.590   1/19/15 66.350 6,452        351,984 75,650  
    BAX Adva 4,028.72 3.203   4/21/14 3.210 12,904        364,888 62,746  
    GEX 4SC 450.22 28.662   1/26/15 18.284 12,904        377,792 49,842  
    GCX EJR 250.63 51.487   4/28/14 51.524 12,904        390,696 36,938  
4/21/14 Sell BAX short Adva 4,028.72 3.210 3.196 4/14/14 3.203 -12,904 12,876 -28 327,606  377,792 49,814 427,606
  Buy   long Sixt 412.55 28.930   5/05/14 28.890 11,935        389,727 37,879  
4/28/14 Sell Nordic 30 long Pandora 303.04 46.257   7/29/13 28.719 -8,703 14,018 5,315 332,921  381,024 51,896 432,921
    GCX short EJR 250.63 51.524 51.450 4/14/14 51.487 -12,904 12,895 -9 332,911  368,120 64,791 432,911
  Buy Germany SolarWorld 403.05 30.870   6/09/14 16.900 12,442        380,562 52,349  
    Nordic 30 Carlsberg A 168.56 73.812   5/05/14 74.896 12,442        393,004 39,907  
    GCX long Vestas Wind Systems 2,019.08 6.162   5/19/14 7.076 12,442        405,446 27,465  
5/05/14 Sell SDAX short Koenig & Bauer 985.85 11.730 12.898 3/31/14 12.300 -12,126 12,715 589 333,501  393,320 40,181 433,501
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Carlsberg A 168.56 74.896 72.728 4/28/14 73.812 -12,442 12,259 -183 333,318  380,878 52,440 433,318
    BAX long Sixt 412.55 28.890   4/21/14 28.930 -11,935 11,919 -17 333,302  368,943 64,358 433,302
  Buy SDAX ADLER Real Estate 2,480.76 5.015   5/19/14 5.000 12,441        381,384 51,917  
    Nordic 30 Pandora 255.31 48.729   9/15/14 59.766 12,441        393,825 39,476  
    BAX short Adva 3,887.81 3.200   6/09/14 3.196 12,441        406,266 27,035  
5/12/14 Sell OMXH 25 short Metso 1,734.51 8.620 4.774 12/09/13 6.697 -11,616 8,281 -3,335 329,966  394,650 35,316 429,966
    PSI 20 long Impresa 10,739.45 1.759   12/23/13 1.090 -11,706 18,891 7,185 337,151  382,944 54,206 437,151
  Buy OMXH 25 Outokumpu 1,838.77 6.680   5/19/14 6.250 12,283        395,227 41,923  
5/19/14 Sell SDAX long ADLER Real Estate 2,480.76 5.000   5/05/14 5.015 -12,441 12,404 -37 337,114  382,786 54,327 437,114
    OMXH 25 Outokumpu 1,838.77 6.250   5/12/14 6.680 -12,283 11,492 -791 336,323  370,503 65,820 436,323
    GCX Vestas Wind Systems 2,019.08 7.076   4/28/14 6.162 -12,442 14,288 1,846 338,169  358,061 80,107 438,169
  Buy HSI Citic Pacific 10,001.54 1.295   11/10/14 1.393 12,956        371,017 67,151  
    SDAX short WCM 7,982.26 1.623   5/26/14 1.623 12,956        383,973 54,195  
    OMXH 25 YIT 1,750.81 7.400   1/26/15 5.508 12,956        396,929 41,239  
    GCX Energy Recovery 3,843.94 3.371   3/02/15 3.076 12,956        409,885 28,283  
5/26/14 Sell SDAX short WCM 7,982.26 1.623 1.623 5/19/14 1.623 -12,956 12,956 0 338,169  396,929 41,239  
  Buy   long ADLER Real Estate 2,179.09 5.500   6/09/14 6.050 11,985        408,914 29,254  
    HSI-C&I Tencent 1,178.50 10.170   10/06/14 12.196 11,985        420,899 17,269  
6/02/14 Sell SSE 50 short Poly Developments 18,270.64 0.591 0.695 12/23/13 0.641 -11,706 12,693 987 339,155  409,193 29,962 439,155
    HSI-Fin ICBC 23,013.64 0.478 0.460 1/06/14 0.469 -10,798 10,595 -203 338,953  398,395 40,557 438,953
    OBX 25 Petroleum Geo-Srvcs 1,554.50 7.980 7.230 2/17/14 7.605 -11,822 11,240 -582 338,370  386,573 51,797 438,370
    NZX 50 Chorus 11,403.71 1.063 0.811 1/20/14 0.937 -10,683 9,244 -1,439 336,931  375,890 61,041 436,931
  Buy SSE 50 long Sinolink Secs 10,825.22 1.150   6/23/14 1.117 12,449        388,339 48,592  
    HSI-Fin HK Exchgs & Clrg 909.66 13.685   9/29/14 17.213 12,449        400,788 36,143  
    OBX 25 Grieg Seafood 3,690.34 3.373   6/30/14 3.430 12,449        413,237 23,694  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 National Grid 11.28 1,103.450   6/09/14 1,037.210 12,447        425,684 11,247  
    NZX 50 Tourism 17,878.79 0.696   7/21/14 0.758 12,449        438,133 -1,202  
6/09/14 Sell Germany short SolarWorld 403.05 16.900 56.388 4/28/14 30.870 -12,442 22,727 10,285 347,216  425,691 21,525 447,216
    SDAX long ADLER Real Estate 2,179.09 6.050   5/26/14 5.500 -11,985 13,183 1,198 348,415  413,706 34,708 448,415
    IBEX 35 short Inditex 541.20 21.750 20.190 3/10/14 20.970 -11,349 10,927 -422 347,993  402,357 45,635 447,993
    FT 30 long National Grid 11.28 1,037.210   6/02/14 1,103.450 -12,447 11,700 -747 347,245  389,910 57,335 447,245
    Topix (FRA) short Komatsu 737.20 16.815 14.471 11/25/13 15.643 -11,532 10,668 -864 346,381  378,378 68,003 446,381
    BAX Adva 3,887.81 3.196 3.204 5/05/14 3.200 -12,441 12,457 16 346,397  365,937 80,460 446,397
  Buy SDAX WCM 8,235.22 1.599   12/29/14 1.381 13,171        379,108 67,289  
    FT 30 Tesco 28.60 460.539   11/17/14 306.530 13,171        392,280 54,117  
    Topix (FRA) long Fujitsu 263.26 50.030   9/15/14 48.100 13,171        405,451 40,946  
    BAX Cancom 667.22 19.740   6/16/14 18.403 13,171        418,622 27,775  
6/16/14 Sell   long Cancom 667.22 18.403   6/09/14 19.740 -13,171 12,279 -892 345,504  405,451 40,054 445,504
  Buy IBEX 35 short ArcelorMittal 370.17 32.790   3/02/15 28.860 12,138        417,588 27,916  
    BAX Adva 3,870.54 3.136   6/23/14 3.096 12,138        429,726 15,778  
6/23/14 Sell SSE 50 long Sinolink Secs 10,825.22 1.117   6/02/14 1.150 -12,449 12,092 -357 345,147  417,277 27,870 445,147
    BAX short Adva 3,870.54 3.096 3.177 6/16/14 3.136 -12,138 12,295 157 345,304  405,139 40,165 445,304
  Buy SSE 50 Kangmei Pharma 14,078.89 0.862   7/07/14 0.868 12,136        417,275 28,029  
    CAC Next 20 Arkema 171.76 70.655   1/26/15 62.720 12,136        429,411 15,893  
    CAC Mid 60 CGG 35.34 343.360   1/19/15 153.600 12,134        441,546 3,759  
    BAX long Wacker Neuson 732.41 16.570   7/14/14 17.170 12,136        453,682 -8,378  
6/30/14 Sell OBX 25 long Grieg Seafood 3,690.34 3.430   6/02/14 3.373 -12,449 12,658 209 345,513  441,233 4,280 445,513
    Nikkei (FRA) short Hitachi Zosen 1,390.57 3.700 4.912 2/10/14 4.263 -5,928 6,830 902 346,415  435,305 11,110 446,415
      Nitto Denko 189.41 33.890 28.704 2/10/14 31.297 -5,928 5,437 -491 345,923  429,377 16,547 445,923
  Buy OBX 25 Norwegian 4.82 2,398.530   7/07/14 2,546.850 11,561        440,938 4,986  
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 Fujitsu 105.12 54.990   8/17/15 44.550 5,781        446,718 -795  
      Minebea Mitsumi 702.88 8.224   8/17/15 12.573 5,780        452,499 -6,575  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,078.89 0.868 0.856 6/23/14 0.862 -12,136 12,046 -90 345,833  440,363 5,471 445,833
    OBX 25 Norwegian 4.82 2,546.850 2,250.210 6/30/14 2,398.530 -11,561 10,846 -715 345,118  428,802 16,317 445,118
  Buy SSE 50 long AECC Aviation Power 3,876.14 2.976   8/03/15 7.097 11,535        440,337 4,782  
    OBX 25 SalMar 855.72 13.480   7/28/14 14.639 11,535        451,872 -6,753  
7/14/14 Sell BAX long Wacker Neuson 732.41 17.170   6/23/14 16.570 -12,136 12,575 439 345,558  439,736 5,822 445,558
7/21/14 Sell NZX 50 long Tourism 17,878.79 0.758   6/02/14 0.696 -12,449 13,550 1,101 346,659  427,287 19,373 446,659
  Buy France short CGG 43.58 267.296   12/29/14 160.352 11,649        438,935 7,724  
    NZX 50 a2 Milk 29,734.56 0.392   7/28/14 0.401 11,650        450,585 -3,926  
7/28/14 Sell MDAX long Dürr 347.87 30.355   7/01/13 23.998 -8,348 10,560 2,212 348,871  442,237 6,634 448,871
    HSI-Prop short New World Dev 1,679.80 3.549 3.509 2/10/14 3.529 -5,928 5,895 -33 348,838  436,309 12,528 448,838
      The Wharf 3,203.80 2.205 1.496 2/10/14 1.850 -5,928 4,793 -1,135 347,703  430,381 17,322 447,703
    OBX 25 long SalMar 855.72 14.639   7/07/14 13.480 -11,535 12,527 992 348,695  418,846 29,848 448,695
    NZX 50 short a2 Milk 29,734.56 0.401 0.383 7/21/14 0.392 -11,650 11,385 -265 348,430  407,196 41,234 448,430
    Nikkei (TYO) Hitachi Zosen 3,429.40 3.842 3.063 4/07/14 3.453 -11,840 10,504 -1,336 347,094  395,356 51,738 447,094
  Buy Germany SolarWorld 831.33 15.000   1/12/15 12.350 12,470        407,826 39,268  
    MDAX Südzucker 898.09 13.885   2/02/15 11.245 12,470        420,296 26,798  
    HSI-Prop long CK Hutchison 454.12 13.730   8/24/15 10.950 6,235        426,531 20,563  
      Sino Land 4,980.03 1.252   8/24/15 1.200 6,235        432,766 14,328  
    OBX 25 short Petroleum Geo-Srvcs 1,932.43 6.453   8/11/14 6.127 12,470        445,236 1,858  
    NZX 50 long Tourism 16,758.50 0.744   2/22/16 1.542 12,470        457,706 -10,612  
    BAX Nemetschek 1,962.48 6.354   8/04/14 6.125 12,470        470,176 -23,082  
    Nikkei (TYO) Minebea Mitsumi 1,364.65 9.138   10/20/14 9.651 12,470        482,646 -35,552  
8/04/14 Sell HDAX long Dürr 510.58 28.230   1/23/12 9.125 -4,659 14,414 9,755 356,849  477,987 -21,139 456,849
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MIB Azimut 716.79 18.460   11/05/12 9.304 -6,669 13,232 6,563 363,412  471,318 -7,907 463,412
    BAX Nemetschek 1,962.48 6.125   7/28/14 6.354 -12,470 12,020 -450 362,962  458,848 4,113 462,962
    Indices Merval 17.65 750.468   8/12/13 501.316 -8,848 13,246 4,398 367,359  450,000 17,359 467,359
  Buy HDAX short Südzucker 930.65 13.020   1/12/15 11.160 12,117        462,117 5,242  
    Indices PSI 20 2.07 5,854.360   8/18/14 5,654.350 12,119        474,236 -6,876  
8/11/14 Sell ATX long Wienerberger 854.42 11.525   10/21/13 13.065 -11,163 9,847 -1,316 366,043  463,073 2,971 466,043
    DAX Continental 78.80 133.083   7/16/12 59.533 -4,691 10,487 5,796 371,839  458,381 13,458 471,839
    OBX 25 short Petroleum Geo-Srvcs 1,932.43 6.127 6.796 7/28/14 6.453 -12,470 13,133 663 372,502  445,911 26,591 472,502
  Buy ATX Raiffeisen Bank Int 659.81 18.910   2/16/15 13.795 12,477        458,388 14,114  
    DAX Adidas 217.18 57.450   8/18/14 60.070 12,477        470,865 1,637  
    OBX 25 long SalMar 947.19 13.173   8/18/14 12.880 12,477        483,342 -10,840  
8/18/14 Sell DAX short Adidas 217.18 60.070 54.830 8/11/14 57.450 -12,477 11,908 -569 371,933  470,866 1,068 471,933
    OBX 25 long SalMar 947.19 12.880   8/11/14 13.173 -12,477 12,200 -277 371,656  458,388 13,268 471,656
    Indices short PSI 20 2.07 5,654.350 6,061.440 8/04/14 5,854.360 -12,119 12,547 429 372,085  446,270 25,815 472,085
  Buy DAX long Vonovia 545.20 22.830   10/06/14 22.420 12,447        458,717 13,368  
    OBX 25 short Petroleum Geo-Srvcs 2,040.59 6.100   2/16/15 5.700 12,447        471,164 921  
    Indices long Merval 15.87 784.124   10/06/14 1,022.100 12,444        483,608 -11,523  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,867.50 6.373   7/01/13 2.159 -8,348 24,647 16,299 388,383  475,260 13,124 488,383
  Buy   short Demant 1,065.83 11.763   9/08/14 11.966 12,537        487,797 587  
9/08/14 Sell   short Demant 1,065.83 11.966 11.559 9/01/14 11.763 -12,537 12,320 -217 388,166  475,260 12,907 488,166
  Buy   long Pandora 218.02 57.454   9/29/14 61.631 12,526        487,786 380  
9/15/14 Sell Nordic 30 long Pandora 255.31 59.766   5/05/14 48.729 -12,441 15,259 2,818 390,984  475,345 15,639 490,984
    Topix (FRA) Fujitsu 263.26 48.100   6/09/14 50.030 -13,171 12,663 -508 390,476  462,174 28,302 490,476
  Buy Nordic 30 short Volvo 1,475.23 8.791   11/10/14 9.334 12,969        475,143 15,333  
    Topix (FRA) Aeon 1,651.89 7.851   1/05/15 8.291 12,969        488,112 2,364  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 909.66 17.213   6/02/14 13.685 -12,449 15,658 3,208 393,684  475,663 18,021 493,684
    TSX 60 Bausch Health 144.56 102.197   9/30/13 76.879 -11,114 14,774 3,660 397,344  464,549 32,795 497,344
    OMXC 20 Pandora 218.02 61.631   9/08/14 57.454 -12,526 13,437 911 398,255  452,023 46,232 498,255
  Buy HSI-Fin short ICBC 27,333.33 0.498   11/03/14 0.526 13,612        465,635 32,620  
10/06/14 Sell DAX long Vonovia 545.20 22.420   8/18/14 22.830 -12,447 12,223 -224 398,031  453,188 44,843 498,031
    HSI-C&I Tencent 1,178.50 12.196   5/26/14 10.170 -11,985 14,373 2,388 400,420  441,203 59,216 500,420
    Indices Merval 15.87 1,022.100   8/18/14 784.124 -12,444 16,221 3,777 404,196  428,759 75,437 504,196
  Buy DAX short Deutsche Lufthansa 1,199.50 12.080   11/17/14 13.145 14,490        443,249 60,947  
    HSI-C&I Galaxy Entertainment 2,941.30 4.926   4/13/15 4.822 14,490        457,739 46,457  
    PSI 20 Pharol 8,889.57 1.630   2/23/15 0.697 14,490        472,229 31,967  
    Indices PSI 20 2.62 5,537.710   2/23/15 5,494.440 14,509        486,738 17,458  
10/13/14 Sell S&P 100 long Gilead Sciences 266.13 79.611   9/17/12 25.063 -6,670 21,187 14,517 418,713  480,068 38,645 518,713
    BEL 20 KBC 254.45 40.740   7/15/13 31.350 -7,977 10,366 2,389 421,103  472,091 49,011 521,103
    OMXS 30 Nokia 1,280.76 6.407   7/08/13 3.186 -4,080 8,205 4,125 425,228  468,011 57,217 525,228
      Kinnevik 186.58 22.475   7/08/13 21.868 -4,080 4,193 113 425,341  463,931 61,410 525,341
  Buy S&P 100 short General Motors 627.39 23.379   10/27/14 23.689 14,668        478,599 46,742  
    BEL 20 Galapagos 1,319.66 11.115   11/17/14 12.800 14,668        493,267 32,074  
    OMXS 30 MTG 317.14 23.125   11/03/14 24.302 7,334        500,601 24,740  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.27 87.497   7/23/12 26.166 -4,743 15,861 11,118 436,459  495,858 40,601 536,459
    Europe 50 Roche 20.29 222.572   12/19/11 129.719 -2,632 4,516 1,884 438,343  493,226 45,117 538,343
    Nikkei (TYO) Minebea Mitsumi 1,364.65 9.651   7/28/14 9.138 -12,470 13,170 700 439,042  480,756 58,287 539,042
    SP Global 100 Apple 335.81 19.487   4/30/12 15.738 -5,285 6,544 1,259 440,301  475,471 64,831 540,301
  Buy Kospi 50 short Hyundai Heavy 181.01 83.577   12/08/14 94.176 15,128        490,599 49,702  
    Europe 50 Deutsche Bank 702.16 21.545   11/10/14 21.563 15,128        505,727 34,574  
    Nikkei (TYO) Toyo Seikan 1,842.29 8.212   10/27/14 8.725 15,128        520,855 19,446  
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 702.16 21.545   11/03/14 22.134 15,128        535,983 4,318  
10/27/14 Sell S&P 100 short General Motors 627.39 23.689 23.070 10/13/14 23.379 -14,668 14,474 -194 440,107  521,315 18,792 540,107
    Nikkei (TYO) Toyo Seikan 1,842.29 8.725 7.698 10/20/14 8.212 -15,128 14,182 -946 439,161  506,187 32,974 539,161
    DJ Global Titans long Alphabet A 573.37 21.652   12/23/13 20.416 -11,706 12,415 709 439,870  494,481 45,388 539,870
  Buy S&P 100 Gilead Sciences 165.01 88.668   6/08/15 100.700 14,631        509,112 30,757  
    Nikkei (TYO) Minebea Mitsumi 1,396.43 10.477   8/24/15 10.589 14,631        523,743 16,126  
    DJ Global Titans short Samsung Electronics 892.86 16.387   11/10/14 18.745 14,631        538,374 1,496  
11/03/14 Sell HSI-Fin short ICBC 27,333.33 0.526 0.470 9/29/14 0.498 -13,612 12,858 -754 439,115  524,762 14,353 539,115
    OMXS 30 MTG 317.14 24.302 21.949 10/13/14 23.125 -7,334 6,961 -373 438,742  517,428 21,314 538,742
    SP Global 100 Deutsche Bank 702.16 22.134 20.956 10/20/14 21.545 -15,128 14,714 -414 438,329  502,300 36,028 538,329
  Buy HSI-Fin long HK Exchgs & Clrg 812.61 17.669   11/24/14 17.528 14,358        516,658 21,670  
    OMXC 20 Pandora 215.33 66.679   11/17/14 66.322 14,358        531,016 7,312  
    OMXS 30 Boliden 547.31 13.117   6/08/15 18.209 7,179        538,195 133  
      Electrolux 319.70 22.455   6/08/15 27.196 7,179        545,374 -7,046  
    SP Global 100 Apple 655.69 21.898   8/24/15 22.212 14,358        559,732 -21,404  
11/10/14 Sell HSI long Citic Pacific 10,001.54 1.393   5/19/14 1.295 -12,956 13,932 976 439,305  546,776 -7,471 539,305
    Europe 50 short Deutsche Bank 702.16 21.563 21.527 10/20/14 21.545 -15,128 15,116 -13 439,292  531,648 7,644 539,292
    Nordic 30 Volvo 1,475.23 9.334 8.249 9/15/14 8.791 -12,969 12,169 -800 438,492  518,679 19,813 538,492
    DJ Global Titans Samsung Electronics 892.86 18.745 14.028 10/27/14 16.387 -14,631 12,525 -2,106 436,387  504,048 32,338 536,387
  Buy HSI Kunlun Energy 13,725.26 1.036   1/12/15 0.825 14,218        518,266 18,120  
    Europe 50 long Novartis 229.63 61.916   8/24/15 69.088 14,218        532,484 3,903  
    Nordic 30 Pandora 208.61 68.154   6/01/15 91.032 14,218        546,702 -10,315  
    DJ Global Titans Apple 649.25 21.899   12/15/14 21.746 14,218        560,920 -24,533  
11/17/14 Sell DAX short Deutsche Lufthansa 1,199.50 13.145 11.015 10/06/14 12.080 -14,490 13,212 -1,277 435,109  546,430 -11,321 535,109
    BEL 20 Galapagos 1,319.66 12.800 9.430 10/13/14 11.115 -14,668 12,444 -2,224 432,885  531,762 1,124 532,885
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 215.33 66.322   11/03/14 66.679 -14,358 14,281 -77 432,808  517,404 15,405 532,808
    FT 30 short Tesco 28.60 306.530 691.926 6/09/14 460.539 -13,171 19,789 6,618 439,426  504,232 35,194 539,426
  Buy DAX long Merck (EMD) 187.36 76.670   7/06/15 90.640 14,365        518,597 20,829  
    BEL 20 Proximus 470.98 30.500   11/24/14 30.740 14,365        532,962 6,464  
    OMXC 20 short FLSmidth 432.93 33.181   11/24/14 35.297 14,365        547,327 -7,901  
    FT 30 long Man Group 84.73 169.534   12/15/14 177.040 14,365        561,692 -22,266  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 812.61 17.528   11/03/14 17.669 -14,358 14,243 -115 439,312  547,334 -8,022 539,312
    BEL 20 Proximus 470.98 30.740   11/17/14 30.500 -14,365 14,478 113 439,425  532,969 6,456 539,425
    OMXC 20 short FLSmidth 432.93 35.297 31.065 11/17/14 33.181 -14,365 13,449 -916 438,509  518,604 19,905 538,509
  Buy HSI-Fin HSBC 1,746.81 7.992   1/26/15 8.332 13,960        532,564 5,945  
    BEL 20 Galapagos 1,082.17 12.900   12/01/14 13.020 13,960        546,524 -8,015  
    OMXC 20 long Pandora 207.72 67.207   8/17/15 107.440 13,960        560,484 -21,976  
12/01/14 Sell BEL 20 short Galapagos 1,082.17 13.020 12.780 11/24/14 12.900 -13,960 13,830 -130 438,379  546,524 -8,145 538,379
  Buy   long Proximus 419.33 31.610   12/15/14 29.550 13,255        559,779 -21,400  
12/08/14 Sell Kospi 50 short Hyundai Heavy 181.01 94.176 72.978 10/20/14 83.577 -15,128 13,210 -1,919 436,460  544,651 -8,191 536,460
  Buy   long Amorepacific Group 159.24 82.934   7/06/15 157.893 13,206        557,857 -21,397  
12/15/14 Sell BEL 20 long Proximus 419.33 29.550   12/01/14 31.610 -13,255 12,391 -864 435,596  544,602 -9,006 535,596
    MerVal Edenor 36,651.83 0.569   2/24/14 0.315 -11,527 20,840 9,313 444,910  533,075 11,835 544,910
    FT 30 Man Group 84.73 177.040   11/17/14 169.534 -14,365 15,001 636 445,546  518,710 26,835 545,546
    DJ Global Titans Apple 649.25 21.746   11/10/14 21.899 -14,218 14,119 -99 445,446  504,492 40,954 545,446
  Buy BEL 20 short Umicore 940.58 15.585   1/19/15 16.578 14,659        519,151 26,295  
    FT 30 Tesco 55.85 262.480   12/22/14 292.250 14,660        533,811 11,635  
12/22/14 Sell TecDAX short SMA Solar 219.23 14.800 46.789 5/21/12 26.315 -5,769 10,258 4,489 449,935  528,042 21,893 549,935
    FT 30 Tesco 55.85 292.250 232.709 12/15/14 262.480 -14,660 12,997 -1,663 448,272  513,382 34,890 548,272
  Buy   long Man Group 72.66 200.637   1/05/15 211.401 14,578        527,961 20,311  
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 43.58 160.352 445.565 7/21/14 267.296 -11,649 19,418 7,769 456,041  516,312 39,729 556,041
    SDAX WCM 8,235.22 1.381 1.852 6/09/14 1.599 -13,171 15,248 2,077 458,118  503,141 54,977 558,118
  Buy France long Adocia 321.32 47.700   6/08/15 66.230 15,327        518,468 39,650  
    SDAX Patrizia Immobilien 1,246.10 12.300   1/19/15 14.055 15,327        533,795 24,323  
1/05/15 Sell FT 30 long Man Group 72.66 211.401   12/22/14 200.637 -14,578 15,360 782 458,900  519,217 39,684 558,900
    Topix (FRA) short Aeon 1,651.89 8.291 7.411 9/15/14 7.851 -12,969 12,242 -727 458,173  506,248 51,926 558,173
  Buy FT 30 Tesco 51.88 294.006   1/19/15 365.061 15,253        521,501 36,673  
    Topix (FRA) long Oriental Land 1,591.12 9.586   2/02/15 10.843 15,252        536,753 21,421  
1/12/15 Sell Germany short SolarWorld 831.33 12.350 18.219 7/28/14 15.000 -12,470 15,146 2,676 460,849  524,283 36,567 560,849
    HSI Kunlun Energy 13,725.26 0.825 1.300 11/10/14 1.036 -14,218 17,848 3,630 464,480  510,065 54,415 564,480
    HDAX Südzucker 930.65 11.160 15.190 8/04/14 13.020 -12,117 14,137 2,020 466,499  497,948 68,551 566,499
  Buy Germany long Ströer Media 644.97 24.615   6/15/15 40.315 15,876        513,824 52,675  
    HSI China Life Ins HK 4,790.44 3.314   7/13/15 3.728 15,876        529,700 36,799  
    HDAX Ströer Media 644.97 24.615   8/24/15 47.670 15,876        545,575 20,924  
1/19/15 Sell SDAX long Patrizia Immobilien 1,246.10 14.055   12/29/14 12.300 -15,327 17,514 2,187 468,686  530,248 38,437 568,686
    ISEQ 20 short C&C Group 1,440.18 3.322 6.042 4/14/14 4.480 -6,452 8,701 2,249 470,935  523,796 47,139 570,935
      Flutter 120.40 66.350 40.830 4/14/14 53.590 -6,452 4,916 -1,536 469,399  517,344 52,055 569,399
    BEL 20 Umicore 940.58 16.578 14.593 12/15/14 15.585 -14,659 13,725 -934 468,465  502,685 65,780 568,465
    FT 30 Tesco 51.88 365.061 222.950 1/05/15 294.006 -15,253 11,567 -3,686 464,779  487,432 77,347 564,779
    CAC Mid 60 CGG 35.34 153.600 767.553 6/23/14 343.360 -12,134 27,125 14,991 479,770  475,298 104,472 579,770
  Buy SDAX SGL Carbon 1,214.05 14.090   1/26/15 15.480 17,106        492,404 87,366  
    ISEQ 20 long Glanbia 617.55 13.850   6/08/15 17.420 8,553        500,957 78,813  
      Ryanair 879.03 9.730   6/08/15 11.660 8,553        509,510 70,260  
    BEL 20 bpost 748.29 22.860   9/28/15 21.000 17,106        526,616 53,154  
    FT 30 Man Group 81.52 209.841   6/08/15 231.072 17,106        543,722 36,048  
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 270.66 63.200   6/08/15 66.230 17,106        560,828 18,942  
1/26/15 Sell SDAX short SGL Carbon 1,214.05 15.480 12.700 1/19/15 14.090 -17,106 15,418 -1,688 478,082  543,722 34,361 578,082
    HSI-Fin HSBC 1,746.81 8.332 7.651 11/24/14 7.992 -13,960 13,365 -595 477,488  529,762 47,726 577,488
    OMXH 25 YIT 1,750.81 5.508 9.942 5/19/14 7.400 -12,956 17,406 4,450 481,938  516,806 65,132 581,938
    CAC Next 20 Arkema 171.76 62.720 79.594 6/23/14 70.655 -12,136 13,671 1,535 483,473  504,670 78,803 583,473
    GEX 4SC 450.22 18.284 44.930 4/14/14 28.662 -12,904 20,228 7,324 490,798  491,766 99,032 590,798
  Buy SDAX long Patrizia Immobilien 1,153.51 14.950   6/29/15 22.015 17,245        509,011 81,787  
    HSI-Fin China Life Ins HK 4,616.27 3.736   8/03/15 3.251 17,245        526,256 64,542  
    OMXH 25 Neste Oil 2,134.28 8.080   5/11/15 7.640 17,245        543,501 47,297  
    GEX Ströer Media 644.67 26.750   6/01/15 38.770 17,245        560,746 30,052  
2/02/15 Sell MDAX short Südzucker 898.09 11.245 17.145 7/28/14 13.885 -12,470 15,398 2,928 493,725  548,276 45,449 593,725
    AEX KPN 1,616.38 2.756 4.771 10/15/12 3.626 -5,861 7,711 1,850 495,575  542,415 53,160 595,575
    Topix (FRA) long Oriental Land 1,591.12 10.843   1/05/15 9.586 -15,252 17,253 2,001 497,576  527,163 70,413 597,576
  Buy MDAX Ströer Media 647.50 25.790   11/16/15 61.450 16,699        543,862 53,714  
    Topix (FRA) short Orix 1,676.94 9.958   2/09/15 10.802 16,699        560,561 37,015  
2/09/15 Sell   short Orix 1,676.94 10.802 9.114 2/02/15 9.958 -16,699 15,284 -1,415 496,161  543,862 52,299 596,161
  Buy MerVal long Aluar 17,293.58 0.937   2/16/15 0.944 16,211        560,073 36,088  
    Topix (FRA) Sony 716.44 22.627   5/18/15 28.471 16,211        576,284 19,877  
2/16/15 Sell ATX short Raiffeisen Bank Int 659.81 13.795 25.922 8/11/14 18.910 -12,477 17,103 4,626 500,787  563,807 36,980 600,787
    OBX 25 Petroleum Geo-Srvcs 2,040.59 5.700 6.528 8/18/14 6.100 -12,447 13,321 874 501,661  551,360 50,301 601,661
    MerVal long Aluar 17,293.58 0.944   2/09/15 0.937 -16,211 16,327 116 501,777  535,149 66,628 601,777
  Buy ATX Zumtobel 792.13 21.095   9/07/15 23.775 16,710        551,859 49,918  
    OBX 25 Frontline 1,342.34 12.448   2/23/15 11.234 16,710        568,569 33,208  
2/23/15 Sell PSI 20 short Pharol 8,889.57 0.697 3.812 10/06/14 1.630 -14,490 33,886 19,396 521,173  554,079 67,094 621,173
    OBX 25 long Frontline 1,342.34 11.234   2/16/15 12.448 -16,710 15,080 -1,630 519,543  537,369 82,174 619,543
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 2.62 5,494.440 5,581.320 10/06/14 5,537.710 -14,509 14,623 114 519,657  522,860 96,797 619,657
  Buy PSI 20 long Altri 5,922.95 3.024   5/25/15 4.081 17,911        540,771 78,886  
    MerVal Comercial del Plata 72,426.20 0.247   3/02/15 0.261 17,911        558,682 60,975  
    Indices SSE 50 ew 53.24 336.435   7/27/15 382.611 17,912        576,594 43,063  
3/02/15 Sell IBEX 35 short ArcelorMittal 370.17 28.860 37.255 6/16/14 32.790 -12,138 13,791 1,653 521,310  564,456 56,854 621,310
    MerVal long Comercial del Plata 72,426.20 0.261   2/23/15 0.247 -17,911 18,910 999 522,309  546,545 75,764 622,309
    GCX short Energy Recovery 3,843.94 3.076 3.693 5/19/14 3.371 -12,956 14,197 1,241 523,551  533,589 89,962 623,551
  Buy IBEX 35 long Intl. Cons. Airlines 2,257.85 7.900   3/09/15 7.660 17,837        551,426 72,125  
    DJ Global Titans Apple 618.14 28.856   3/30/15 29.169 17,837        569,263 54,288  
    GCX Shimano 128.18 139.151   6/01/15 129.753 17,836        587,099 36,451  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,257.85 7.660   3/02/15 7.900 -17,837 17,295 -542 523,009  569,262 53,746 623,009
  Buy   short Endesa 959.07 17.640   3/23/15 18.130 16,918        586,180 36,828  
    MerVal long Comercial del Plata 60,943.80 0.278   6/29/15 0.285 16,918        603,098 19,910  
3/23/15 Sell IBEX 35 short Endesa 959.07 18.130 17.150 3/09/15 17.640 -16,918 16,448 -470 522,539  586,180 36,358 622,539
  Buy   long Intl. Cons. Airlines 2,033.58 8.100   5/11/15 7.890 16,472        602,652 19,886  
    TSX 60 Bausch Health 88.66 185.781   5/11/15 200.704 16,471        619,124 3,415  
3/30/15 Sell DJ Global Titans long Apple 618.14 29.169   3/02/15 28.856 -17,837 18,030 193 522,732  601,287 21,445 622,732
  Buy   short ConocoPhilips 272.53 59.090   4/27/15 61.591 16,104        617,390 5,342  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,941.30 4.822 5.033 10/06/14 4.926 -14,490 14,803 313 523,045  602,900 20,144 623,045
    ÖkoDAX (deprecated) SolarWorld 69.52 14.550 772.962 4/29/13 106.050 -7,373 53,736 46,364 569,408  595,528 73,881 669,408
  Buy HSI-C&I long Tencent 892.71 20.815   7/06/15 17.093 18,582        614,110 55,299  
    OBX 25 Frontline 1,357.81 13.685   5/18/15 12.057 18,582        632,692 36,717  
4/27/15 Sell DJ Global Titans short ConocoPhilips 272.53 61.591 56.589 3/30/15 59.090 -16,104 15,422 -682 568,727  616,588 52,139 668,727
  Buy   long Mitsubishi UFJ 2,777.38 6.489   6/08/15 6.373 18,021        634,609 34,118  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,033.58 7.890   3/23/15 8.100 -16,472 16,045 -427 568,300  618,137 50,163 668,300
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Neste Oil 2,134.28 7.640   1/26/15 8.080 -17,245 16,306 -939 567,361  600,892 66,469 667,361
    TSX 60 Bausch Health 88.66 200.704   3/23/15 185.781 -16,471 17,794 1,323 568,684  584,421 84,263 668,684
  Buy IBEX 35 short Obrascón Huarte Lain 983.44 19.140   4/25/16 5.840 18,823        603,244 65,440  
    OMXH 25 Outokumpu 3,595.61 5.235   1/04/16 2.584 18,823        622,067 46,617  
    TSX 60 Cenovus Energy 1,213.92 15.506   3/21/16 12.064 18,823        640,890 27,794  
5/18/15 Sell OBX 25 long Frontline 1,357.81 12.057   4/13/15 13.685 -18,582 16,371 -2,211 566,473  622,308 44,165 666,473
    Topix (FRA) Sony 716.44 28.471   2/09/15 22.627 -16,211 20,398 4,187 570,659  606,097 64,562 670,659
  Buy OBX 25 short REC Silicon 8,684.15 2.117   6/01/15 1.852 18,380        624,477 46,182  
    Topix (FRA) Toshiba 614.10 29.930   5/25/15 30.510 18,380        642,857 27,802  
5/25/15 Sell PSI 20 long Altri 5,922.95 4.081   2/23/15 3.024 -17,911 24,172 6,261 576,920  624,946 51,974 676,920
    Topix (FRA) short Toshiba 614.10 30.510 29.350 5/18/15 29.930 -18,380 18,024 -356 576,564  606,566 69,998 676,564
  Buy PSI 20 Pharol 36,596.08 0.510   11/23/15 0.369 18,664        625,230 51,334  
    Topix (FRA) long Sony 654.88 28.500   6/01/15 28.394 18,664        643,894 32,670  
6/01/15 Sell OBX 25 short REC Silicon 8,684.15 1.852 2.418 5/18/15 2.117 -18,380 21,001 2,621 579,185  625,514 53,671 679,185
    Nordic 30 long Pandora 208.61 91.032   11/10/14 68.154 -14,218 18,990 4,773 583,957  611,296 72,661 683,957
    Topix (FRA) Sony 654.88 28.394   5/25/15 28.500 -18,664 18,595 -69 583,888  592,632 91,256 683,888
    GEX Ströer Media 644.67 38.770   1/26/15 26.750 -17,245 24,994 7,749 591,637  575,387 116,249 691,637
    GCX Shimano 128.18 129.753   3/02/15 139.151 -17,836 16,632 -1,205 590,432  557,551 132,881 690,432
  Buy TecDAX short Aixtron 2,982.90 6.900   4/25/16 4.108 20,582        578,133 112,299  
    OBX 25 long Frontline 1,649.77 12.476   6/08/15 12.298 20,582        598,715 91,717  
    Nordic 30 short Fortum 1,188.34 17.320   11/30/15 13.820 20,582        619,297 71,135  
    Topix (FRA) Toshiba 631.16 32.610   11/16/15 22.410 20,582        639,879 50,553  
    GCX REC Silicon 11,110.99 1.852   10/05/20 0.464 20,582        660,461 29,971  
6/08/15 Sell S&P 100 long Gilead Sciences 165.01 100.700   10/27/14 88.668 -14,631 16,617 1,985 592,418  645,830 46,587 692,418
    France Adocia 321.32 66.230   12/29/14 47.700 -15,327 21,281 5,954 598,372  630,503 67,868 698,372
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 Glanbia 617.55 17.420   1/19/15 13.850 -8,553 10,758 2,205 600,576  621,950 78,626 700,576
      Ryanair 879.03 11.660   1/19/15 9.730 -8,553 10,249 1,697 602,273  613,397 88,876 702,273
    OBX 25 Frontline 1,649.77 12.298   6/01/15 12.476 -20,582 20,289 -293 601,980  592,815 109,165 701,980
    OMXS 30 Boliden 547.31 18.209   11/03/14 13.117 -7,179 9,966 2,787 604,767  585,636 119,130 704,767
      Electrolux 319.70 27.196   11/03/14 22.455 -7,179 8,694 1,515 606,282  578,457 127,825 706,282
    FT 30 Man Group 81.52 231.072   1/19/15 209.841 -17,106 18,837 1,731 608,013  561,351 146,662 708,013
    CAC Mid 60 Adocia 270.66 66.230   1/19/15 63.200 -17,106 17,926 820 608,833  544,245 164,588 708,833
    DJ Global Titans Mitsubishi UFJ 2,777.38 6.373   4/27/15 6.489 -18,021 17,700 -321 608,512  526,224 182,288 708,512
  Buy S&P 100 short Norfolk Southern 276.12 80.648   6/15/15 80.979 22,269        548,493 160,019  
    France Solocal 31.79 700.450   11/23/15 390.360 22,267        570,760 137,752  
    ISEQ 20 FBD 1,200.61 9.274   8/10/15 7.120 11,134        581,895 126,617  
    OBX 25 DNO International 17,479.59 1.274   12/21/15 0.607 22,269        604,164 104,348  
    OMXS 30 SSAB 2,174.71 5.120   10/26/15 3.388 11,135        615,298 93,214  
      Telia Company 2,117.35 5.259   10/26/15 4.765 11,135        626,433 82,079  
    FT 30 Tate & Lyle 29.55 753.704   12/28/15 807.108 22,272        648,705 59,807  
    DJ Global Titans BHP 1,170.84 19.020   7/13/15 17.787 22,269        670,974 37,538  
6/15/15 Sell S&P 100 short Norfolk Southern 276.12 80.979 80.318 6/08/15 80.648 -22,269 22,177 -91 608,421  648,705 59,716 708,421
    Germany long Ströer Media 644.97 40.315   1/12/15 24.615 -15,876 26,002 10,126 618,547  632,829 85,718 718,547
  Buy S&P 100 Starbucks 433.97 46.330   7/06/15 49.123 20,106        652,935 65,612  
6/29/15 Sell SDAX long Patrizia Immobilien 1,153.51 22.015   1/26/15 14.950 -17,245 25,395 8,150 626,696  635,690 91,006 726,696
    MerVal Comercial del Plata 60,943.80 0.285   3/09/15 0.278 -16,918 17,363 445 627,141  618,772 108,369 727,141
7/06/15 Sell S&P 100 long Starbucks 433.97 49.123   6/15/15 46.330 -20,106 21,318 1,212 628,353  598,666 129,687 728,353
    Kospi 50 Amorepacific Group 159.24 157.893   12/08/14 82.934 -13,206 25,143 11,937 640,289  585,460 154,830 740,289
    DAX Merck (EMD) 187.36 90.640   11/17/14 76.670 -14,365 16,982 2,617 642,907  571,095 171,812 742,907
    HSI-C&I Tencent 892.71 17.093   4/13/15 20.815 -18,582 15,259 -3,323 639,584  552,513 187,071 739,584
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy S&P 100 short Norfolk Southern 294.57 78.643   7/13/15 78.579 23,166        575,679 163,905  
    CAC 40 ArcelorMittal 918.19 25.230   3/27/17 22.800 23,166        598,845 140,739  
    DAX RWE 1,204.05 19.240   7/13/15 20.205 23,166        622,011 117,573  
    HSI-C&I Sands China 6,846.55 3.384   5/09/16 3.084 23,166        645,177 94,407  
7/13/15 Sell S&P 100 short Norfolk Southern 294.57 78.579 78.708 7/06/15 78.643 -23,166 23,185 19 639,603  622,011 117,592 739,603
    HSI long China Life Ins HK 4,790.44 3.728   1/12/15 3.314 -15,876 17,861 1,985 641,587  606,135 135,453 741,587
    DAX short RWE 1,204.05 20.205 18.275 7/06/15 19.240 -23,166 22,004 -1,162 640,426  582,969 157,457 740,426
    DJ Global Titans BHP 1,170.84 17.787 20.338 6/08/15 19.020 -22,269 23,812 1,543 641,969  560,700 181,269 741,969
  Buy S&P 100 long Amazon.com 1,114.86 20.702   7/27/15 23.987 23,080        583,780 158,189  
    HSI short China Shenhua HK 12,427.31 1.857   4/18/16 1.521 23,080        606,860 135,109  
    DAX long Fresenius 376.75 61.260   7/27/15 61.200 23,080        629,939 112,030  
    DJ Global Titans Mitsubishi UFJ 3,674.34 6.281   7/27/15 6.435 23,080        653,019 88,950  
7/20/15 Sell DJTA long Avis Budget 496.41 38.916   9/24/12 12.419 -6,165 19,318 13,153 655,122  646,854 108,268 755,122
  Buy   short Avis Budget 554.64 38.916   8/03/15 39.514 21,584        668,438 86,684  
7/27/15 Sell S&P 100 long Amazon.com 1,114.86 23.987   7/13/15 20.702 -23,080 26,742 3,663 658,785  645,359 113,426 758,785
    DAX Fresenius 376.75 61.200   7/13/15 61.260 -23,080 23,057 -23 658,762  622,279 136,483 758,762
    Indices SSE 50 ew 53.24 382.611   2/23/15 336.435 -17,912 20,370 2,458 661,220  604,367 156,853 761,220
    DJ Global Titans Mitsubishi UFJ 3,674.34 6.435   7/13/15 6.281 -23,080 23,645 565 661,785  581,287 180,498 761,785
  Buy S&P 100 short ConocoPhilips 515.98 45.655   3/07/16 37.595 23,557        604,844 156,941  
    DAX RWE 1,269.92 18.550   10/19/15 12.230 23,557        628,401 133,384  
    BAX Grammer 897.07 26.260   11/09/15 23.675 23,557        651,958 109,827  
    DJ Global Titans ConocoPhilips 515.98 45.655   8/03/15 45.385 23,557        675,516 86,270  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,876.14 7.097   7/07/14 2.976 -11,535 27,509 15,974 677,759  663,981 113,778 777,759
    HSI-Fin China Life Ins HK 4,616.27 3.251   1/26/15 3.736 -17,245 15,005 -2,240 675,519  646,736 128,783 775,519
    DJTA short Avis Budget 554.64 39.514 38.317 7/20/15 38.916 -21,584 21,252 -332 675,187  625,151 150,035 775,187
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 ConocoPhilips 515.98 45.385 45.927 7/27/15 45.655 -23,557 23,698 140 675,327  601,594 173,733 775,327
  Buy SSE 50 China Northern Rare 11,399.06 2.081   1/04/16 1.789 23,726        625,320 150,007  
    HSI-Fin ICBC 37,937.32 0.625   1/04/16 0.538 23,726        649,046 126,281  
    DJTA long JetBlue Airways 1,101.61 21.538   8/24/15 18.277 23,726        672,772 102,555  
    SMI UBS 1,124.34 21.102   8/17/15 20.081 23,726        696,498 78,829  
    DJ Global Titans Mitsubishi UFJ 3,658.15 6.486   8/24/15 5.389 23,726        720,224 55,103  
8/10/15 Sell ISEQ 20 short FBD 1,200.61 7.120 12.080 6/08/15 9.274 -11,134 14,503 3,368 678,696  709,090 69,606 778,696
  Buy   long Kingspan 466.60 22.725   8/17/15 22.815 10,603        719,693 59,002  
      Ryanair 829.69 12.780   8/17/15 12.705 10,603        730,297 48,399  
8/17/15 Sell ASX 50 long James Hardie Ind 737.60 12.058   1/30/12 5.763 -4,251 8,894 4,643 683,339  726,046 57,293 783,339
    ISEQ 20 Kingspan 466.60 22.815   8/10/15 22.725 -10,603 10,645 42 683,381  715,442 67,939 783,381
      Ryanair 829.69 12.705   8/10/15 12.780 -10,603 10,541 -62 683,318  704,839 78,480 783,318
    OMXC 20 Pandora 207.72 107.440   11/24/14 67.207 -13,960 22,317 8,357 691,676  690,878 100,797 791,676
    SMI UBS 1,124.34 20.081   8/03/15 21.102 -23,726 22,578 -1,148 690,528  667,152 123,375 790,528
    Nikkei (FRA) Fujitsu 105.12 44.550   6/30/14 54.990 -5,781 4,683 -1,097 689,430  661,372 128,058 789,430
      Minebea Mitsumi 702.88 12.573   6/30/14 8.224 -5,780 8,837 3,057 692,487  655,591 136,896 792,487
  Buy ASX 50 short Santos 5,835.34 3.982   11/23/15 2.708 23,234        678,825 113,662  
    ISEQ 20 FBD 1,683.62 6.900   11/30/15 6.852 11,617        690,442 102,045  
    OMXC 20 GN Store Nord 186.62 124.500   10/05/15 126.375 23,234        713,677 78,811  
    Nikkei (FRA) Sharp 905.46 12.830   11/23/15 10.210 11,617        725,294 67,193  
      IHI 384.80 30.190   11/23/15 25.250 11,617        736,911 55,576  
8/24/15 Sell DJIA long Visa 139.28 58.880   12/19/11 18.897 -2,632 8,201 5,569 698,056  734,279 63,777 798,056
    Nasdaq 100 Regeneron 40.02 434.608   10/10/11 49.346 -1,975 17,393 15,418 713,474  732,304 81,170 813,474
    Euro 50 ASML 56.19 74.790   1/09/12 32.400 -1,821 4,202 2,382 715,856  730,483 85,373 815,856
      Anheuser-Busch InBev 38.33 91.280   1/09/12 47.495 -1,820 3,499 1,678 717,534  728,663 88,871 817,534
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Ströer Media 644.97 47.670   1/12/15 24.615 -15,876 30,746 14,870 732,404  712,787 119,617 832,404
    FTSE Ashtead 13.82 1,199.890   7/30/12 333.248 -4,605 16,582 11,977 744,381  708,182 136,200 844,381
    HSI-Prop CK Hutchison 454.12 10.950   7/28/14 13.730 -6,235 4,973 -1,262 743,119  701,946 141,172 843,119
      Sino Land 4,980.03 1.200   7/28/14 1.252 -6,235 5,976 -259 742,860  695,711 147,148 842,860
    Europe 50 Novartis 229.63 69.088   11/10/14 61.916 -14,218 15,865 1,647 744,507  681,494 163,013 844,507
    DJTA JetBlue Airways 1,101.61 18.277   8/03/15 21.538 -23,726 20,134 -3,591 740,915  657,768 183,147 840,915
    Nikkei (TYO) Minebea Mitsumi 1,396.43 10.589   10/27/14 10.477 -14,631 14,787 156 741,071  643,137 197,935 841,071
    DJ Global Titans Mitsubishi UFJ 3,658.15 5.389   8/03/15 6.486 -23,726 19,715 -4,012 737,060  619,411 217,649 837,060
    SP Global 100 Apple 655.69 22.212   11/03/14 21.898 -14,358 14,564 206 737,266  605,053 232,213 837,266
  Buy USA short Keurig Dr Pepper 605.08 44.186   9/14/15 52.434 26,736        631,789 205,477  
    DJIA Chevron 430.40 62.119   5/30/16 91.551 26,736        658,525 178,741  
    Nasdaq 100 Micron Technology 2,149.61 12.438   8/31/15 14.635 26,736        685,261 152,005  
    Euro 50 E.on 1,536.55 8.700   10/26/15 8.993 13,368        698,629 138,637  
      Banco Santander 2,565.83 5.210   10/26/15 5.230 13,368        711,997 125,269  
    HDAX RWE 2,022.39 13.220   11/23/15 10.895 26,736        738,733 98,533  
    FTSE Glencore 142.68 187.390   5/09/16 167.806 26,737        765,470 71,796  
    HSI-Prop Hang Lung 6,954.53 1.922   6/06/16 1.737 13,368        778,838 58,428  
      The Wharf 7,640.60 1.750   6/06/16 1.945 13,368        792,206 45,060  
    DJCA Chevron 430.40 62.119   8/31/15 72.229 26,736        818,942 18,324  
    Europe 50 Rio Tinto 9.13 2,927.710   10/26/15 3,453.900 26,730        845,672 -8,406  
    DJTA Norfolk Southern 415.31 64.376   8/31/15 69.482 26,736        872,407 -35,142  
    SLI Aryzta 2,852.54 9.373   1/09/17 8.993 26,736        899,143 -61,878  
    CAC Next 20 Casino Guichard 475.05 56.280   1/30/17 49.780 26,736        925,879 -88,613  
    Nikkei (TYO) IHI 1,032.62 25.892   8/08/16 25.014 26,736        952,615 -115,349  
    DJ Global Titans ConocoPhilips 723.05 36.977   3/21/16 37.886 26,736        979,351 -142,085  
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 RWE 2,022.39 13.220   9/12/16 14.645 26,736        1,006,087 -168,821  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,149.61 14.635 10.240 8/24/15 12.438 -26,736 22,013 -4,723 732,543  979,351 -146,809 832,543
    DJCA Chevron 430.40 72.229 52.009 8/24/15 62.119 -26,736 22,385 -4,351 728,191  952,615 -124,424 828,191
    DJTA Norfolk Southern 415.31 69.482 59.269 8/24/15 64.376 -26,736 24,615 -2,121 726,071  925,880 -99,809 826,071
  Buy Nasdaq 100 long Netflix 177.00 102.576   9/07/15 88.434 18,156        944,035 -117,965  
    DJCA JetBlue Airways 912.11 19.906   3/16/20 9.506 18,156        962,191 -136,121  
    DJUA short CenterPoint Energy 546.68 16.606   12/07/15 15.137 9,078        971,269 -145,199  
      FirstEnergy 318.50 28.503   12/07/15 29.960 9,078        980,348 -154,277  
    DJTA long JetBlue Airways 912.11 19.906   1/04/16 20.201 18,156        998,504 -172,433  
9/07/15 Sell Nasdaq 100 long Netflix 177.00 88.434   8/31/15 102.576 -18,156 15,653 -2,503 723,568  980,348 -156,780 823,568
    ATX Zumtobel 792.13 23.775   2/16/15 21.095 -16,710 18,833 2,123 725,691  963,638 -137,947 825,691
  Buy Nasdaq 100 short Micron Technology 1,141.19 15.066   10/19/15 16.912 17,193        980,831 -155,140  
    ATX Vienna Insurance 631.17 27.240   3/28/16 18.660 17,193        998,024 -172,333  
9/14/15 Sell USA short Keurig Dr Pepper 605.08 52.434 35.938 8/24/15 44.186 -26,736 21,745 -4,991 720,700  971,288 -150,588 820,700
  Buy   long JetBlue Airways 720.29 23.257   9/21/15 23.986 16,752        988,040 -167,340  
9/21/15 Sell   long JetBlue Airways 720.29 23.986   9/14/15 23.257 -16,752 17,277 525 721,224  971,288 -150,063 821,224
  Buy   short Wynn Resorts 282.09 59.482   10/05/15 57.973 16,779        988,067 -166,842  
    MIB Saipem 34.65 484.286   12/26/16 244.286 16,781        1,004,847 -183,623  
9/28/15 Sell BEL 20 long bpost 748.29 21.000   1/19/15 22.860 -17,106 15,714 -1,392 719,833  987,741 -167,909 819,833
  Buy   short Solvay 182.08 89.510   3/28/16 85.670 16,298        1,004,039 -184,207  
10/05/15 Sell USA short Wynn Resorts 282.09 57.973 61.030 9/21/15 59.482 -16,779 17,216 437 720,269  987,260 -166,991 820,269
    OMXC 20 GN Store Nord 186.62 126.375 122.625 8/17/15 124.500 -23,234 22,884 -350 719,919  964,026 -144,107 819,919
  Buy USA long Netflix 169.98 99.392   12/14/15 109.790 16,895        980,921 -161,001  
    OMXC 20 Genmab 198.62 85.064   11/02/15 91.174 16,895        997,816 -177,897  
10/12/15 Buy Kospi 50 long Lotte Chemical 76.99 208.474   4/02/18 330.481 16,050        1,013,866 -193,947  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Pampa Energía 19,461.62 0.825   10/19/15 0.927 16,050        1,029,916 -209,997  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,141.19 16.912 13.219 9/07/15 15.066 -17,193 15,086 -2,107 717,812  1,012,723 -194,911 817,812
    DAX RWE 1,269.92 12.230 28.136 7/27/15 18.550 -23,557 35,730 12,173 729,986  989,166 -159,181 829,986
    MerVal long Pampa Energía 19,461.62 0.927   10/12/15 0.825 -16,050 18,031 1,981 731,967  973,116 -141,150 831,967
  Buy Nasdaq 100 Amazon.com 682.72 25.296   2/08/16 21.802 17,270        990,386 -158,420  
    DAX Fresenius 286.35 60.310   12/21/15 63.430 17,270        1,007,656 -175,689  
    MerVal short YPF 768.26 22.479   10/26/15 25.738 17,270        1,024,926 -192,959  
10/26/15 Sell Euro 50 short E.on 1,536.55 8.993 8.407 8/24/15 8.700 -13,368 12,918 -450 731,517  1,011,558 -180,041 831,517
      Banco Santander 2,565.83 5.230 5.190 8/24/15 5.210 -13,368 13,317 -51 731,466  998,190 -166,724 831,466
    OMXS 30 SSAB 2,174.71 3.388 7.737 6/08/15 5.120 -11,135 16,827 5,692 737,158  987,056 -149,898 837,158
      Telia Company 2,117.35 4.765 5.804 6/08/15 5.259 -11,135 12,288 1,154 738,311  975,921 -137,610 838,311
    Europe 50 Rio Tinto 9.13 3,453.900 2,401.510 8/24/15 2,927.710 -26,730 21,926 -4,804 733,507  949,191 -115,684 833,507
    MerVal YPF 768.26 25.738 19.221 10/19/15 22.479 -17,270 14,766 -2,503 731,004  931,921 -100,917 831,004
  Buy Euro 50 long Fresenius 142.26 64.150   1/11/16 59.420 9,126        941,047 -110,043  
      Inditex 271.53 33.610   1/11/16 29.430 9,126        950,173 -119,169  
    OMXS 30 Boliden 522.66 17.461   11/02/15 17.505 9,126        959,299 -128,295  
      Svenska Cellulosa B 1,751.06 5.212   11/02/15 5.468 9,126        968,425 -137,421  
    Europe 50 SAP 260.26 70.130   12/14/15 69.400 18,252        986,677 -155,674  
    MerVal Pampa Energía 15,882.35 1.149   3/07/16 0.728 18,252        1,004,929 -173,926  
11/02/15 Sell OMXC 20 long Genmab 198.62 91.174   10/05/15 85.064 -16,895 18,109 1,214 732,217  988,034 -155,817 832,217
    OMXS 30 Boliden 522.66 17.505   10/26/15 17.461 -9,126 9,149 23 732,240  978,908 -146,668 832,240
      Svenska Cellulosa B 1,751.06 5.468   10/26/15 5.212 -9,126 9,574 448 732,688  969,782 -137,094 832,688
  Buy   short SSAB 2,574.24 3.378   12/14/15 2.601 8,695        978,476 -145,788  
      SKF A 541.10 16.068   12/14/15 14.663 8,695        987,171 -154,483  
11/09/15 Sell BAX short Grammer 897.07 23.675 29.127 7/27/15 26.260 -23,557 26,129 2,572 735,260  963,614 -128,354 835,260
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Adva 1,740.23 10.155   11/16/15 10.530 17,672        981,286 -146,026  
11/16/15 Sell MDAX long Ströer Media 647.50 61.450   2/02/15 25.790 -16,699 39,789 23,090 758,350  964,587 -106,237 858,350
    BSE Sensex 30 Hindustan Unilever 701.35 11.144   1/30/12 6.061 -4,251 7,816 3,565 761,915  960,336 -98,421 861,915
    Topix (FRA) short Toshiba 631.16 22.410 47.453 6/01/15 32.610 -20,582 29,950 9,368 771,283  939,754 -68,471 871,283
    BAX long Adva 1,740.23 10.530   11/09/15 10.155 -17,672 18,325 653 771,935  922,082 -50,146 871,935
  Buy BSE Sensex 30 short Bharat Heavy 12,160.53 1.689   6/13/16 1.058 20,544        942,626 -70,690  
    SMI Holcim 406.73 50.510   1/09/17 49.995 20,544        963,170 -91,234  
    Topix (FRA) long Ono Pharmaceutical 752.47 27.302   12/14/15 30.520 20,544        983,714 -111,778  
11/23/15 Sell France short Solocal 31.79 390.360 1,256.870 6/08/15 700.450 -22,267 39,956 17,689 789,624  961,446 -71,822 889,624
    ASX 50 Santos 5,835.34 2.708 5.854 8/17/15 3.982 -23,234 34,159 10,925 800,549  938,212 -37,663 900,549
    HDAX RWE 2,022.39 10.895 16.041 8/24/15 13.220 -26,736 32,442 5,706 806,254  911,476 -5,222 906,254
    PSI 20 Pharol 36,596.08 0.369 0.705 5/25/15 0.510 -18,664 25,797 7,133 813,387  892,812 20,575 913,387
    Nikkei (FRA) Sharp 905.46 10.210 16.122 8/17/15 12.830 -11,617 14,598 2,981 816,368  881,195 35,173 916,368
      IHI 384.80 25.250 36.097 8/17/15 30.190 -11,617 13,890 2,273 818,641  869,578 49,063 918,641
  Buy France long Ubisoft 902.52 26.805   1/11/16 24.260 24,192        893,770 24,871  
    HDAX SMA Solar 506.37 47.775   1/18/16 41.200 24,192        917,962 679  
    PSI 20 Altri 4,737.03 5.107   12/07/15 5.008 24,192        942,154 -23,513  
    OMXC 20 Genmab 213.34 113.399   2/08/16 88.896 24,193        966,346 -47,706  
    Nikkei (FRA) Yamaha 482.49 25.070   12/07/15 22.360 12,096        978,442 -59,802  
    BAX Adva 2,180.44 11.095   12/14/15 9.859 24,192        1,002,634 -83,994  
    GEX Hypoport 306.23 79.000   12/14/15 70.070 24,192        1,026,827 -108,186  
11/30/15 Sell ISEQ 20 short FBD 1,683.62 6.852 6.948 8/17/15 6.900 -11,617 11,698 81 818,722  1,015,210 -96,487 918,722
    Nordic 30 Fortum 1,188.34 13.820 21.706 6/01/15 17.320 -20,582 25,795 5,213 823,935  994,628 -70,693 923,935
  Buy Germany long SMA Solar 451.69 47.225   1/11/16 49.315 21,331        1,015,959 -92,024  
    ASX 50 short Origin Energy 5,568.58 3.831   1/04/16 3.253 21,331        1,037,290 -113,355  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 long Flutter 88.84 120.050   12/07/15 122.000 10,665        1,047,955 -124,020  
      Dalata Hotel 2,070.97 5.150   12/07/15 5.130 10,666        1,058,620 -134,686  
    Nordic 30 Pandora 190.12 112.200   12/14/15 108.345 21,331        1,079,952 -156,017  
12/07/15 Sell ISEQ 20 long Flutter 88.84 122.000   11/30/15 120.050 -10,665 10,838 173 824,108  1,069,287 -145,179 924,108
      Dalata Hotel 2,070.97 5.130   11/30/15 5.150 -10,666 10,624 -41 824,067  1,058,621 -134,555 924,067
    PSI 20 Altri 4,737.03 5.008   11/23/15 5.107 -24,192 23,723 -469 823,598  1,034,429 -110,831 923,598
    DJUA short CenterPoint Energy 546.68 15.137 18.217 8/31/15 16.606 -9,078 9,959 881 824,478  1,025,351 -100,873 924,478
      FirstEnergy 318.50 29.960 27.045 8/31/15 28.503 -9,078 8,614 -464 824,014  1,016,273 -92,259 924,014
    Nikkei (FRA) long Yamaha 482.49 22.360   11/23/15 25.070 -12,096 10,788 -1,308 822,707  1,004,177 -81,470 922,707
    BSE Sensex 50 Eicher Motors 841.47 22.421   10/24/11 2.335 -1,965 18,867 16,902 839,608  1,002,212 -62,604 939,608
  Buy ISEQ 20 short FBD 1,607.40 6.820   1/04/16 6.603 10,962        1,013,174 -73,566  
    PSI 20 Pharol 77,748.23 0.282   4/25/16 0.141 21,925        1,035,099 -95,491  
    DJUA long NiSource 620.92 17.655   3/16/20 18.760 10,962        1,046,062 -106,454  
      American Water 203.50 53.870   3/16/20 106.441 10,962        1,057,024 -117,416  
    Nikkei (FRA) short OKI Electric 954.92 11.480   3/07/16 12.000 10,962        1,067,987 -128,379  
      Sharp 1,153.95 9.500   3/07/16 13.180 10,963        1,078,949 -139,341  
    BSE Sensex 50 ONGC 10,633.40 2.062   12/21/15 2.125 21,925        1,100,874 -161,266  
12/14/15 Sell USA long Netflix 169.98 109.790   10/05/15 99.392 -16,895 18,662 1,767 841,376  1,083,980 -142,604 941,376
    OMXS 30 short SSAB 2,574.24 2.601 4.386 11/02/15 3.378 -8,695 11,289 2,595 843,970  1,075,285 -131,315 943,970
      SKF A 541.10 14.663 17.608 11/02/15 16.068 -8,695 9,528 833 844,803  1,066,591 -121,787 944,803
    Europe 50 long SAP 260.26 69.400   10/26/15 70.130 -18,252 18,062 -190 844,613  1,048,339 -103,725 944,613
    Nordic 30 Pandora 190.12 108.345   11/30/15 112.200 -21,331 20,599 -733 843,880  1,027,007 -83,127 943,880
    Topix (FRA) Ono Pharmaceutical 752.47 30.520   11/16/15 27.302 -20,544 22,965 2,421 846,302  1,006,463 -60,161 946,302
    BAX Adva 2,180.44 9.859   11/23/15 11.095 -24,192 21,497 -2,695 843,607  982,271 -38,664 943,607
    GEX Hypoport 306.23 70.070   11/23/15 79.000 -24,192 21,458 -2,735 840,872  958,079 -17,207 940,872
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OMXS 30 Securitas 861.75 13.398   12/21/15 13.632 11,545        969,625 -28,752  
    Europe 50 short Rio Tinto 9.07 2,545.100   12/28/15 2,721.790 23,084        992,709 -51,836  
    Nordic 30 Møller-Mærsk B 18.83 1,226.160   4/25/16 1,254.850 23,089        1,015,797 -74,925  
    Topix (FRA) Toshiba 1,063.12 21.720   12/21/15 19.300 23,091        1,038,888 -98,016  
    GEX Manz 567.90 40.660   5/09/16 36.225 23,091        1,061,979 -121,107  
12/21/15 Sell DAX long Fresenius 286.35 63.430   10/19/15 60.310 -17,270 18,163 893 841,766  1,044,709 -102,944 941,766
    OBX 25 short DNO International 17,479.59 0.607 2.673 6/08/15 1.274 -22,269 46,716 24,447 866,213  1,022,440 -56,228 966,213
    OMXS 30 long Securitas 861.75 13.632   12/14/15 13.398 -11,545 11,747 201 866,414  1,010,895 -44,481 966,414
    Topix (FRA) short Toshiba 1,063.12 19.300 24.443 12/14/15 21.720 -23,091 25,986 2,895 869,309  987,804 -18,494 969,309
    BSE Sensex 50 ONGC 10,633.40 2.125 1.999 12/07/15 2.062 -21,925 21,256 -669 868,641  965,879 2,762 968,641
  Buy DAX RWE 2,131.20 11.395   12/28/15 11.660 24,285        990,164 -21,523  
    OBX 25 long Bakkafrost 923.98 26.283   12/28/15 26.311 24,285        1,014,449 -45,808  
    OMXS 30 short SSAB 5,594.85 2.170   12/28/15 2.409 12,143        1,026,591 -57,951  
      SKF A 831.60 14.601   12/28/15 15.095 12,142        1,038,734 -70,093  
    Topix (FRA) long Ono Pharmaceutical 759.29 31.984   1/04/16 32.298 24,285        1,063,019 -94,378  
    CAC Mid 60 Sartorius Stedim 421.80 57.575   12/28/15 57.183 24,285        1,087,304 -118,664  
    BSE Sensex 50 Bajaj Finance 2,991.46 8.118   1/04/16 8.393 24,285        1,111,589 -142,948  
12/28/15 Sell DAX short RWE 2,131.20 11.660 11.130 12/21/15 11.395 -24,285 23,720 -565 868,076  1,087,304 -119,228 968,076
    OBX 25 long Bakkafrost 923.98 26.311   12/21/15 26.283 -24,285 24,311 26 868,101  1,063,019 -94,918 968,101
    OMXS 30 short SSAB 5,594.85 2.409 1.932 12/21/15 2.170 -12,143 10,806 -1,336 866,765  1,050,876 -84,111 966,765
      SKF A 831.60 15.095 14.108 12/21/15 14.601 -12,142 11,732 -410 866,355  1,038,734 -72,379 966,355
    Europe 50 Rio Tinto 9.07 2,721.790 2,368.420 12/14/15 2,545.100 -23,084 21,482 -1,602 864,752  1,015,650 -50,897 964,752
    FT 30 Tate & Lyle 29.55 807.108 700.300 6/08/15 753.704 -22,272 20,694 -1,578 863,174  993,378 -30,204 963,174
    CAC Mid 60 long Sartorius Stedim 421.80 57.183   12/21/15 57.575 -24,285 24,120 -165 863,009  969,093 -6,084 963,009
  Buy USA Energy Recovery 3,695.59 6.473   1/11/16 5.700 23,923        993,016 -30,007  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX Adidas 268.53 89.090   3/07/16 96.970 23,923        1,016,939 -53,930  
    OMXS 30 Securitas 862.09 13.875   1/04/16 13.705 11,962        1,028,901 -65,892  
    Europe 50 SAP 328.34 72.860   1/04/16 70.580 23,923        1,052,824 -89,814  
    FT 30 ITV 64.13 373.033   1/11/16 356.368 23,923        1,076,746 -113,737  
1/04/16 Sell SSE 50 short China Northern Rare 11,399.06 1.789 2.422 8/03/15 2.081 -23,726 27,610 3,884 866,893  1,053,020 -86,127 966,893
    ASX 50 Origin Energy 5,568.58 3.253 4.511 11/30/15 3.831 -21,331 25,117 3,786 870,679  1,031,689 -61,010 970,679
    HSI-Fin ICBC 37,937.32 0.538 0.727 8/03/15 0.625 -23,726 27,561 3,835 874,514  1,007,963 -33,449 974,514
    ISEQ 20 FBD 1,607.40 6.603 7.044 12/07/15 6.820 -10,962 11,323 360 874,875  997,001 -22,126 974,875
    OMXH 25 Outokumpu 3,595.61 2.584 10.606 5/11/15 5.235 -18,823 38,134 19,311 894,186  978,178 16,008 994,186
    OMXS 30 long Securitas 862.09 13.705   12/28/15 13.875 -11,962 11,815 -146 894,039  966,216 27,823 994,039
    Europe 50 SAP 328.34 70.580   12/28/15 72.860 -23,923 23,174 -749 893,291  942,293 50,997 993,291
    DJTA JetBlue Airways 912.11 20.201   8/31/15 19.906 -18,156 18,426 270 893,560  924,137 69,423 993,560
    Topix (FRA) Ono Pharmaceutical 759.29 32.298   12/21/15 31.984 -24,285 24,524 238 893,799  899,852 93,947 993,799
    BSE Sensex 50 Bajaj Finance 2,991.46 8.393   12/21/15 8.118 -24,285 25,108 823 894,622  875,567 119,054 994,622
  Buy SSE 50 Shanghai Pudong 11,070.86 2.515   1/11/16 2.391 27,841        903,408 91,213  
    HSI-Fin Hang Seng Bank 1,634.48 17.034   1/11/16 16.023 27,841        931,249 63,373  
    ISEQ 20 Flutter 112.85 123.350   1/18/16 119.900 13,920        945,169 49,452  
      Dalata Hotel 2,587.45 5.380   1/18/16 4.930 13,920        959,090 35,532  
    OMXH 25 Elisa 824.92 33.750   1/11/16 34.422 27,841        986,931 7,691  
    OMXS 30 short SSAB 5,707.70 2.439   4/04/16 3.262 13,921        1,000,851 -6,230  
      SKF A 957.26 14.542   4/04/16 15.448 13,921        1,014,772 -20,150  
    Europe 50 Rio Tinto 10.77 2,585.270   1/25/16 2,112.660 27,843        1,042,615 -47,993  
    DJTA Ryder System 529.96 52.534   2/22/16 53.012 27,841        1,070,456 -75,835  
    Topix (FRA) Toshiba 1,401.86 19.860   8/15/16 25.260 27,841        1,098,297 -103,676  
    BSE Sensex 50 Larsen & Toubro 2,398.91 11.606   3/07/16 10.779 27,841        1,126,138 -131,517  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/11/16 Sell USA long Energy Recovery 3,695.59 5.700   12/28/15 6.473 -23,923 21,066 -2,857 891,765  1,102,215 -110,451 991,765
    Euro 50 Fresenius 142.26 59.420   10/26/15 64.150 -9,126 8,453 -673 891,092  1,093,089 -101,998 991,092
      Inditex 271.53 29.430   10/26/15 33.610 -9,126 7,991 -1,135 889,957  1,083,963 -94,006 989,957
    France Ubisoft 902.52 24.260   11/23/15 26.805 -24,192 21,895 -2,297 887,660  1,059,771 -72,111 987,660
    Germany SMA Solar 451.69 49.315   11/30/15 47.225 -21,331 22,275 944 888,604  1,038,440 -49,836 988,604
    SSE 50 Shanghai Pudong 11,070.86 2.391   1/04/16 2.515 -27,841 26,468 -1,373 887,231  1,010,599 -23,368 987,231
    HSI-Fin Hang Seng Bank 1,634.48 16.023   1/04/16 17.034 -27,841 26,190 -1,651 885,580  982,758 2,822 985,580
    OMXH 25 Elisa 824.92 34.422   1/04/16 33.750 -27,841 28,395 554 886,134  954,917 31,217 986,134
    FT 30 ITV 64.13 356.368   12/28/15 373.033 -23,923 22,854 -1,069 885,065  930,994 54,071 985,065
    Topix (TYO) Subaru 727.08 33.663   6/11/12 6.048 -4,397 24,476 20,079 905,144  926,597 78,546 1,005,144
  Buy Euro 50 short Volkswagen 115.73 117.050   1/25/16 110.750 13,546        940,144 65,000  
      Banco Santander 3,320.10 4.080   1/25/16 3.860 13,546        953,690 51,454  
    France Vallourec 102.75 263.680   4/18/16 148.800 27,093        980,783 24,361  
    SSE 50 Haitong Secs 15,407.19 1.758   6/13/16 1.997 27,092        1,007,875 -2,731  
    ASX 50 Origin Energy 9,895.90 2.738   2/29/16 2.906 27,092        1,034,967 -29,823  
    HSI-Fin China Life Ins HK 10,674.13 2.538   6/06/16 1.986 27,092        1,062,059 -56,915  
    OMXH 25 Outokumpu 10,941.84 2.476   4/25/16 3.996 27,092        1,089,151 -84,007  
    FT 30 Tesco 109.80 246.739   1/25/16 258.955 27,092        1,116,243 -111,099  
    Topix (TYO) Toshiba 1,506.38 17.985   10/31/16 33.076 27,092        1,143,335 -138,191  
1/18/16 Sell HDAX long SMA Solar 506.37 41.200   11/23/15 47.775 -24,192 20,862 -3,329 901,815  1,119,143 -117,328 1,001,815
    ISEQ 20 Flutter 112.85 119.900   1/04/16 123.350 -13,920 13,531 -389 901,425  1,105,223 -103,798 1,001,425
      Dalata Hotel 2,587.45 4.930   1/04/16 5.380 -13,920 12,756 -1,164 900,261  1,091,302 -91,041 1,000,261
    QIX Freenet 443.08 28.325   1/23/12 10.515 -4,659 12,550 7,891 908,152  1,086,643 -78,491 1,008,152
  Buy HDAX short Aixtron 7,042.73 3.300   3/14/16 3.331 23,241        1,109,884 -101,732  
    ISEQ 20 FBD 1,804.43 6.440   5/30/16 6.529 11,621        1,121,505 -113,353  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX BMW 297.58 78.100   2/08/16 69.300 23,241        1,144,746 -136,594  
1/25/16 Sell Euro 50 short Volkswagen 115.73 110.750 123.708 1/11/16 117.050 -13,546 14,317 771 908,923  1,131,200 -122,277 1,008,923
      Banco Santander 3,320.10 3.860 4.313 1/11/16 4.080 -13,546 14,318 772 909,695  1,117,654 -107,959 1,009,695
    Europe 50 Rio Tinto 10.77 2,112.660 3,163.610 1/04/16 2,585.270 -27,843 34,072 6,229 915,923  1,089,810 -73,887 1,015,923
    FT 30 Tesco 109.80 258.955 234.523 1/11/16 246.739 -27,092 25,751 -1,341 914,582  1,062,718 -48,136 1,014,582
  Buy Euro 50 long SAP 166.21 72.680   4/04/16 70.040 12,080        1,074,799 -60,217  
      Vinci 196.02 61.630   4/04/16 65.450 12,081        1,086,879 -72,297  
    Europe 50 SAP 332.43 72.680   3/28/16 70.840 24,161        1,111,040 -96,458  
    FT 30 National Grid 19.45 1,242.520   2/01/16 1,311.560 24,167        1,135,207 -120,625  
2/01/16 Sell   long National Grid 19.45 1,311.560   1/25/16 1,242.520 -24,167 25,510 1,343 915,925  1,111,040 -95,115 1,015,925
  Buy   short NatWest 69.73 330.109   4/18/16 299.798 23,019        1,134,059 -118,134  
2/08/16 Sell Nasdaq 100 long Amazon.com 682.72 21.802   10/19/15 25.296 -17,270 14,885 -2,385 913,540  1,116,789 -103,249 1,013,540
    OMXC 20 Genmab 213.34 88.896   11/23/15 113.399 -24,193 18,965 -5,228 908,312  1,092,596 -84,284 1,008,312
    QIX short BMW 297.58 69.300 88.018 1/18/16 78.100 -23,241 26,192 2,951 911,263  1,069,355 -58,092 1,011,263
  Buy Nasdaq 100 Micron Technology 2,622.84 9.085   3/21/16 10.259 23,829        1,093,184 -81,921  
    QIX long Rational 58.82 405.150   4/11/16 463.700 23,831        1,117,015 -105,752  
2/22/16 Sell DJTA short Ryder System 529.96 53.012 52.057 1/04/16 52.534 -27,841 27,588 -253 911,010  1,089,174 -78,164 1,011,010
    NZX 50 long Tourism 16,758.50 1.542   7/28/14 0.744 -12,470 25,837 13,367 924,377  1,076,704 -52,327 1,024,377
  Buy OMXC 20 Vestas Wind Systems 2,012.17 12.077   2/29/16 12.460 24,301        1,101,005 -76,628  
    DJTA Delta Air Lines 549.49 44.225   3/07/16 43.943 24,301        1,125,306 -100,930  
    NZX 50 short ANZ Banking NZ 1,588.73 15.296   2/29/16 14.670 24,301        1,149,607 -125,231  
2/29/16 Sell ASX 50 short Origin Energy 9,895.90 2.906 2.569 1/11/16 2.738 -27,092 25,426 -1,666 922,710  1,122,515 -99,805 1,022,710
    OMXC 20 long Vestas Wind Systems 2,012.17 12.460   2/22/16 12.077 -24,301 25,071 770 923,480  1,098,214 -74,734 1,023,480
    NZX 50 short ANZ Banking NZ 1,588.73 14.670 15.949 2/22/16 15.296 -24,301 25,338 1,037 924,517  1,073,913 -49,396 1,024,517
  Buy ASX 50 long Newcrest Mining 2,123.54 11.480   11/05/18 13.103 24,378        1,098,291 -73,774  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 a2 Milk 22,868.67 1.066   5/22/17 2.174 24,378        1,122,669 -98,152  
3/07/16 Sell S&P 100 short ConocoPhilips 515.98 37.595 55.443 7/27/15 45.655 -23,557 28,608 5,050 929,568  1,099,112 -69,544 1,029,568
    DAX long Adidas 268.53 96.970   12/28/15 89.090 -23,923 26,039 2,116 931,684  1,075,189 -43,505 1,031,684
    MerVal Pampa Energía 15,882.35 0.728   10/26/15 1.149 -18,252 11,562 -6,690 924,994  1,056,937 -31,943 1,024,994
    DJTA Delta Air Lines 549.49 43.943   2/22/16 44.225 -24,301 24,146 -155 924,839  1,032,636 -7,796 1,024,839
    Nikkei (FRA) short OKI Electric 954.92 12.000 10.960 12/07/15 11.480 -10,962 10,466 -497 924,343  1,021,673 2,669 1,024,343
      Sharp 1,153.95 13.180 5.820 12/07/15 9.500 -10,963 6,716 -4,247 920,096  1,010,711 9,385 1,020,096
    BSE Sensex 50 Larsen & Toubro 2,398.91 10.779 12.496 1/04/16 11.606 -27,841 29,978 2,137 922,233  982,870 39,363 1,022,233
  Buy USA long Energy Recovery 3,410.13 7.782   10/29/18 6.189 26,539        1,009,409 12,824  
    S&P 100 Meta 276.41 96.013   3/28/16 101.554 26,539        1,035,948 -13,715  
    DAX short Deutsche Bank 1,676.17 15.833   4/25/16 14.347 26,539        1,062,487 -40,254  
    MerVal YPF 1,605.05 16.535   4/11/16 14.912 26,539        1,089,026 -66,793  
    DJTA Avis Budget 1,038.18 25.563   3/14/16 24.329 26,539        1,115,565 -93,332  
    Nikkei (FRA) long Nissui 3,128.86 4.241   3/14/16 4.289 13,270        1,128,834 -106,601  
      Yamaha 508.39 26.101   3/14/16 27.038 13,269        1,142,104 -119,871  
    BSE Sensex 50 Bajaj Finance 3,093.38 8.579   12/10/18 29.076 26,539        1,168,643 -146,410  
3/14/16 Sell HDAX short Aixtron 7,042.73 3.331 3.269 1/18/16 3.300 -23,241 23,023 -218 922,014  1,145,402 -123,387 1,022,014
    DJTA Avis Budget 1,038.18 24.329 26.860 3/07/16 25.563 -26,539 27,885 1,346 923,361  1,118,863 -95,502 1,023,361
    Nikkei (FRA) long Nissui 3,128.86 4.289   3/07/16 4.241 -13,270 13,420 150 923,511  1,105,593 -82,082 1,023,511
      Yamaha 508.39 27.038   3/07/16 26.101 -13,269 13,746 476 923,987  1,092,324 -68,336 1,023,987
  Buy HDAX SMA Solar 549.22 43.500   4/11/16 45.160 23,891        1,116,215 -92,228  
    DJTA Alaska Air Group 332.42 71.870   10/29/18 53.552 23,891        1,140,106 -116,119  
    Nikkei (FRA) short Toshiba 720.04 16.590   7/18/16 25.800 11,945        1,152,051 -128,064  
      IHI 657.07 18.180   7/18/16 25.860 11,946        1,163,997 -140,010  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,622.84 10.259 7.912 2/08/16 9.085 -23,829 20,751 -3,078 920,909  1,140,168 -119,259 1,020,909
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Cenovus Energy 1,213.92 12.064 19.931 5/11/15 15.506 -18,823 24,194 5,371 926,280  1,121,345 -95,065 1,026,280
    DJ Global Titans ConocoPhilips 723.05 37.886 36.068 8/24/15 36.977 -26,736 26,079 -657 925,623  1,094,609 -68,986 1,025,623
  Buy Nasdaq 100 long NVidia 3,170.53 7.543   10/29/18 40.739 23,915        1,118,524 -92,901  
    TSX 60 Barrick Gold 1,832.78 13.049   6/27/16 19.168 23,915        1,142,439 -116,816  
    DJ Global Titans McDonald´s 217.09 110.161   3/28/16 110.022 23,915        1,166,353 -140,731  
3/28/16 Sell S&P 100 long Meta 276.41 101.554   3/07/16 96.013 -26,539 28,071 1,531 927,154  1,139,814 -112,660 1,027,154
    ATX short Vienna Insurance 631.17 18.660 39.765 9/07/15 27.240 -17,193 25,099 7,905 935,060  1,122,621 -87,562 1,035,060
    BEL 20 Solvay 182.08 85.670 93.522 9/28/15 89.510 -16,298 17,029 731 935,790  1,106,323 -70,533 1,035,790
    Europe 50 long SAP 332.43 70.840   1/25/16 72.680 -24,161 23,549 -612 935,178  1,082,162 -46,984 1,035,178
    DJ Global Titans McDonald´s 217.09 110.022   3/21/16 110.161 -23,915 23,885 -30 935,148  1,058,248 -23,099 1,035,148
  Buy S&P 100 short Devon Energy 1,096.15 23.082   4/25/16 30.124 25,301        1,083,549 -48,400  
    ATX long Flughafen Wien 1,039.16 24.348   5/16/16 25.113 25,301        1,108,849 -73,701  
    BEL 20 Bekaert 722.89 35.000   4/25/16 37.780 25,301        1,134,151 -99,002  
    DJ Global Titans short Mitsubishi UFJ 6,085.19 4.158   4/11/16 3.840 25,301        1,159,452 -124,303  
4/04/16 Sell Euro 50 long SAP 166.21 70.040   1/25/16 72.680 -12,080 11,641 -439 934,709  1,147,371 -112,662 1,034,709
      Vinci 196.02 65.450   1/25/16 61.630 -12,081 12,830 749 935,458  1,135,291 -99,833 1,035,458
    OMXS 30 short SSAB 5,707.70 3.262 1.615 1/04/16 2.439 -13,921 9,220 -4,700 930,758  1,121,370 -90,612 1,030,758
      SKF A 957.26 15.448 13.637 1/04/16 14.542 -13,921 13,054 -867 929,891  1,107,450 -77,559 1,029,891
  Buy Euro 50 Deutsche Bank 901.20 13.209   5/16/16 12.861 11,904        1,119,354 -89,463  
      Unicredit 787.67 15.113   5/16/16 14.382 11,904        1,131,258 -101,367  
    OMXC 20 long Genmab 191.51 124.315   4/11/16 126.502 23,808        1,155,065 -125,174  
    OMXS 30 Securitas 821.14 14.497   4/11/16 14.803 11,904        1,166,969 -137,078  
      Fingerprint Cards 1,134.88 10.489   4/11/16 10.913 11,904        1,178,873 -148,982  
4/11/16 Sell HDAX long SMA Solar 549.22 45.160   3/14/16 43.500 -23,891 24,803 912 930,803  1,154,982 -124,180 1,030,803
    OMXC 20 Genmab 191.51 126.502   4/04/16 124.315 -23,808 24,226 419 931,222  1,131,175 -99,953 1,031,222
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Securitas 821.14 14.803   4/04/16 14.497 -11,904 12,155 251 931,473  1,119,271 -87,798 1,031,473
      Fingerprint Cards 1,134.88 10.913   4/04/16 10.489 -11,904 12,385 481 931,954  1,107,367 -75,413 1,031,954
    MerVal short YPF 1,605.05 14.912 18.335 3/07/16 16.535 -26,539 29,428 2,889 934,843  1,080,828 -45,985 1,034,843
    QIX long Rational 58.82 463.700   2/08/16 405.150 -23,831 27,275 3,444 938,287  1,056,997 -18,710 1,038,287
    DJ Global Titans short Mitsubishi UFJ 6,085.19 3.840 4.501 3/28/16 4.158 -25,301 27,392 2,091 940,378  1,031,696 8,682 1,040,378
  Buy HDAX Deutsche Bank 2,098.90 12.495   7/25/16 11.745 26,226        1,057,922 -17,544  
    OMXC 20 Nordea Bank (DK) 3,166.09 8.283   4/25/16 8.632 26,226        1,084,148 -43,770  
    OMXS 30 Nordea Bank 1,577.12 8.315   4/18/16 8.483 13,113        1,097,261 -56,883  
      S.E.B 1,547.95 8.471   4/18/16 8.777 13,113        1,110,374 -69,996  
    MerVal long Gr Fin Galicia 11,510.20 2.279   6/20/16 2.681 26,226        1,136,600 -96,222  
    QIX short Mercedes-Benz 433.49 60.500   7/04/16 54.240 26,226        1,162,826 -122,448  
    DJ Global Titans long McDonald´s 234.53 111.826   5/09/16 114.955 26,227        1,189,052 -148,675  
4/18/16 Sell France short Vallourec 102.75 148.800 467.252 1/11/16 263.680 -27,093 48,010 20,917 961,295  1,161,959 -100,665 1,061,295
    HSI China Shenhua HK 12,427.31 1.521 2.268 7/13/15 1.857 -23,080 28,188 5,108 966,402  1,138,879 -72,477 1,066,402
    OMXS 30 Nordea Bank 1,577.12 8.483 8.147 4/11/16 8.315 -13,113 12,848 -265 966,137  1,125,766 -59,629 1,066,137
      S.E.B 1,547.95 8.777 8.166 4/11/16 8.471 -13,113 12,640 -473 965,665  1,112,653 -46,989 1,065,665
    FT 30 NatWest 69.73 299.798 363.484 2/01/16 330.109 -23,019 25,346 2,327 967,992  1,089,635 -21,643 1,067,992
  Buy France long Ubisoft 965.95 27.080   6/13/16 32.460 26,158        1,115,793 -47,801  
    HSI AAC Technologies 3,966.64 6.595   11/21/16 8.782 26,158        1,141,951 -73,959  
    OMXS 30 Securitas 907.19 14.417   6/13/16 13.140 13,079        1,155,030 -87,038  
      Fingerprint Cards 1,057.32 12.370   6/13/16 9.568 13,079        1,168,109 -100,117  
    Europe 50 BAT 4.84 5,403.310   4/25/16 5,349.570 26,152        1,194,261 -126,269  
    FT 30 BAT 4.84 5,403.310   4/25/16 5,349.570 26,152        1,220,413 -152,421  
4/25/16 Sell S&P 100 short Devon Energy 1,096.15 30.124 16.039 3/28/16 23.082 -25,301 17,581 -7,720 960,272  1,195,112 -134,839 1,060,272
    DAX Deutsche Bank 1,676.17 14.347 17.473 3/07/16 15.833 -26,539 29,288 2,749 963,021  1,168,573 -105,552 1,063,021
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TecDAX Aixtron 2,982.90 4.108 11.590 6/01/15 6.900 -20,582 34,571 13,989 977,010  1,147,991 -70,981 1,077,010
    IBEX 35 Obrascón Huarte Lain 983.44 5.840 62.729 5/11/15 19.140 -18,823 61,691 42,868 1,019,877  1,129,168 -9,290 1,119,877
    BEL 20 long Bekaert 722.89 37.780   3/28/16 35.000 -25,301 27,311 2,010 1,021,887  1,103,867 18,020 1,121,887
    OMXH 25 short Outokumpu 10,941.84 3.996 0.956 1/11/16 2.476 -27,092 10,460 -16,632 1,005,255  1,076,775 28,481 1,105,255
    PSI 20 Pharol 77,748.23 0.141 0.564 12/07/15 0.282 -21,925 43,850 21,925 1,027,180  1,054,850 72,331 1,127,180
    OMXC 20 Nordea Bank (DK) 3,166.09 8.632 7.935 4/11/16 8.283 -26,226 25,122 -1,104 1,026,076  1,028,624 97,453 1,126,076
    Europe 50 long BAT 4.84 5,349.570   4/18/16 5,403.310 -26,152 25,892 -260 1,025,816  1,002,472 123,344 1,125,816
    Nordic 30 short Møller-Mærsk B 18.83 1,254.850 1,197.470 12/14/15 1,226.160 -23,089 22,548 -540 1,025,276  979,383 145,893 1,125,276
    FT 30 long BAT 4.84 5,349.570   4/18/16 5,403.310 -26,152 25,892 -260 1,025,016  953,231 171,785 1,125,016
  Buy S&P 100 McDonald´s 286.57 113.132   5/09/16 114.955 32,420        985,651 139,364  
    Germany Verbio 3,869.66 8.378   6/27/16 5.220 32,420        1,018,071 106,944  
    DAX Adidas 300.60 107.850   5/09/16 114.300 32,420        1,050,491 74,525  
    TecDAX SMA Solar 693.25 46.765   5/09/16 46.500 32,420        1,082,911 42,105  
    IBEX 35 aena 268.60 120.700   5/09/16 123.100 32,420        1,115,331 9,685  
    BEL 20 short Ackermans van Haaren 293.53 110.450   8/22/16 112.650 32,420        1,147,751 -22,736  
    OMXH 25 long Outokumpu 8,113.11 3.996   5/02/16 3.550 32,420        1,180,171 -55,155  
    OMXC 20 Genmab 248.77 130.322   6/13/16 152.120 32,420        1,212,591 -87,576  
    Nordic 30 Volvo 3,016.15 10.749   5/09/16 9.844 32,420        1,245,011 -119,996  
    FT 30 short NatWest 101.59 319.111   5/16/16 270.322 32,418        1,277,430 -152,414  
5/02/16 Sell OMXH 25 long Outokumpu 8,113.11 3.550   4/25/16 3.996 -32,420 28,802 -3,618 1,021,397  1,245,010 -123,613 1,121,397
  Buy   short Konecranes 1,248.07 19.986   5/23/16 22.476 24,944        1,269,954 -148,557  
5/09/16 Sell S&P 100 long McDonald´s 286.57 114.955   4/25/16 113.132 -32,420 32,943 522 1,021,920  1,237,533 -115,614 1,121,920
    DAX Adidas 300.60 114.300   4/25/16 107.850 -32,420 34,359 1,939 1,023,858  1,205,114 -81,255 1,123,858
    TecDAX SMA Solar 693.25 46.500   4/25/16 46.765 -32,420 32,236 -184 1,023,675  1,172,694 -49,019 1,123,675
    IBEX 35 aena 268.60 123.100   4/25/16 120.700 -32,420 33,065 645 1,024,319  1,140,274 -15,955 1,124,319
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE short Glencore 142.68 167.806 209.259 8/24/15 187.390 -26,737 29,857 3,120 1,027,440  1,113,537 13,903 1,127,440
    HSI-C&I Sands China 6,846.55 3.084 3.713 7/06/15 3.384 -23,166 25,418 2,252 1,029,691  1,090,371 39,320 1,129,691
    Athex LC Eurobank Ergasias 232.71 0.875 2,744.000 1/27/14 49.000 -11,403 638,556 627,153 1,656,845  1,078,968 677,877 1,756,845
    Nordic 30 long Volvo 3,016.15 9.844   4/25/16 10.749 -32,420 29,692 -2,728 1,654,117  1,046,548 707,568 1,754,117
    GEX short Manz 567.90 36.225 45.638 12/14/15 40.660 -23,091 25,918 2,827 1,656,944  1,023,458 733,486 1,756,944
    DJ Global Titans long McDonald´s 234.53 114.955   4/11/16 111.826 -26,227 26,960 734 1,657,678  997,231 760,447 1,757,678
  Buy DAX short Deutsche Bank 4,814.69 13.075   5/16/16 12.861 62,953        1,060,184 697,494  
    FTSE long Fresnillo 47.86 1,315.360   10/08/18 886.711 62,953        1,123,137 634,541  
    HSI-C&I MTR 14,449.03 4.357   12/26/16 4.598 62,953        1,186,090 571,588  
    OBX 25 SalMar 2,805.97 22.435   6/27/16 25.094 62,953        1,249,043 508,635  
    Athex LC Jumbo 5,600.80 11.240   6/20/16 10.590 62,953        1,311,996 445,682  
    Nordic 30 short Ericsson 9,229.16 6.821   5/16/16 6.762 62,953        1,374,949 382,728  
    GEX long Hypoport 805.23 78.180   5/23/16 84.790 62,953        1,437,902 319,776  
    DJ Global Titans short Mitsubishi UFJ 15,654.89 4.021   7/04/16 3.981 62,953        1,500,855 256,823  
5/16/16 Sell Euro 50 short Deutsche Bank 901.20 12.861 13.567 4/04/16 13.209 -11,904 12,226 322 1,658,000  1,488,951 269,049 1,758,000
      Unicredit 787.67 14.382 15.881 4/04/16 15.113 -11,904 12,509 605 1,658,605  1,477,047 281,558 1,758,605
    ATX long Flughafen Wien 1,039.16 25.113   3/28/16 24.348 -25,301 26,096 795 1,659,400  1,451,746 307,654 1,759,400
    DAX short Deutsche Bank 4,814.69 12.861 13.293 5/09/16 13.075 -62,953 64,002 1,049 1,660,449  1,388,793 371,656 1,760,449
    Nordic 30 Ericsson 9,229.16 6.762 6.881 5/09/16 6.821 -62,953 63,503 550 1,660,999  1,325,840 435,159 1,760,999
    FT 30 NatWest 101.59 270.322 376.705 4/25/16 319.111 -32,418 38,269 5,851 1,666,850  1,293,421 473,428 1,766,850
  Buy Euro 50 long DHL 1,042.94 26.850   3/16/20 20.560 28,003        1,321,424 445,425  
      Vinci 427.40 65.520   3/16/20 59.040 28,003        1,349,428 417,422  
    ATX short Zumtobel 4,786.84 11.700   8/15/16 13.740 56,006        1,405,434 361,416  
    DAX long Adidas 509.61 109.900   3/05/18 174.750 56,006        1,461,440 305,410  
    PSI 20 short Pharol 424,287.88 0.132   8/15/16 0.180 56,006        1,517,446 249,404  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 long BAT 10.46 5,355.180   3/05/18 4,737.420 56,015        1,573,461 193,389  
    Nordic 30 Pandora 428.79 130.613   6/13/16 124.682 56,006        1,629,467 137,383  
    FT 30 Compass Group 34.40 1,628.290   5/30/16 1,692.840 56,013        1,685,480 81,370  
    CAC Mid 60 Ubisoft 1,862.52 30.070   6/27/16 30.880 56,006        1,741,486 25,364  
5/23/16 Sell OMXH 25 short Konecranes 1,248.07 22.476 17.496 5/02/16 19.986 -24,944 21,836 -3,108 1,663,742  1,716,542 47,200 1,763,742
    GEX long Hypoport 805.23 84.790   5/09/16 78.180 -62,953 68,275 5,323 1,669,064  1,653,589 115,476 1,769,064
  Buy S&P 100 Amazon.com 1,517.22 31.052   8/21/17 40.356 47,113        1,700,702 68,362  
    OMXH 25 Huhtamäki 1,300.39 36.230   6/13/16 36.730 47,113        1,747,815 21,249  
5/30/16 Sell DJIA short Chevron 430.40 91.551 32.686 8/24/15 62.119 -26,736 14,068 -12,668 1,656,397  1,721,079 35,318 1,756,397
    ISEQ 20 FBD 1,804.43 6.529 6.351 1/18/16 6.440 -11,621 11,460 -161 1,656,236  1,709,459 46,778 1,756,236
    FT 30 long Compass Group 34.40 1,692.840   5/16/16 1,628.290 -56,013 58,234 2,221 1,658,457  1,653,445 105,011 1,758,457
  Buy DJIA Chevron 508.85 91.551   12/24/18 88.457 46,586        1,700,031 58,425  
    AEX Wolters Kluwer 1,291.72 36.065   6/13/16 33.620 46,586        1,746,617 11,839  
    ISEQ 20 Flutter 197.82 117.750   6/06/16 120.700 23,293        1,769,911 -11,454  
    FT 30 short Marks & Spencer 91.69 508.070   6/06/16 462.909 46,585        1,816,495 -58,039  
6/06/16 Sell HSI-Fin short China Life Ins HK 10,674.13 1.986 3.243 1/11/16 2.538 -27,092 34,620 7,528 1,665,985  1,789,403 -23,418 1,765,985
    HSI-Prop Hang Lung 6,954.53 1.737 2.127 8/24/15 1.922 -13,368 14,795 1,427 1,667,412  1,776,035 -8,623 1,767,412
      The Wharf 7,640.60 1.945 1.554 8/24/15 1.750 -13,368 11,873 -1,495 1,665,917  1,762,667 3,249 1,765,917
    ISEQ 20 long Flutter 197.82 120.700   5/30/16 117.750 -23,293 23,877 584 1,666,500  1,739,374 27,126 1,766,500
    FT 30 short Marks & Spencer 91.69 462.909 557.638 5/30/16 508.070 -46,585 51,130 4,545 1,671,045  1,692,789 78,256 1,771,045
  Buy MDAX Hugo Boss 827.05 55.900   10/17/16 53.240 46,232        1,739,021 32,024  
    SDAX long Hypoport 520.51 88.820   6/27/16 81.550 46,232