Thu, Jun 8th, 2023, 14:17UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        2,500 97,500 100,000
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        5,000 95,000  
1/17/11 Buy CAC 40 long Valeo 321.75 15.148   3/14/11 13.523 4,874        9,874 90,126  
    AEX Aalberts 323.85 15.050   3/28/11 16.715 4,874        14,748 85,252  
1/24/11 Buy IBEX 35 long Sacyr 847.86 5.462   2/28/11 7.082 4,631        19,379 80,621  
    Topix (TYO) short Resona 1,147.25 4.037   1/31/11 3.670 4,631        24,010 75,990  
1/31/11 Sell   short Resona 1,147.25 3.670 4.440 1/24/11 4.037 -4,631 5,094 463 463  19,379 81,084 100,463
  Buy SSE 50 long China Shipbuilding 4,614.60 0.983   2/21/11 0.981 4,538        23,917 76,546  
    Topix (TYO) Isuzu Motors 632.21 7.178   8/29/11 5.756 4,538        28,455 72,008  
2/07/11 Buy HSI short China Res Land 3,595.50 1.199   4/04/11 1.417 4,311        32,766 67,697  
    HSI-Fin China Life Ins HK 1,574.33 2.738   1/16/12 2.249 4,311        37,077 63,386  
    ÖkoDAX (deprecated) long CropEnergies 730.68 5.900   6/06/11 4.970 4,311        41,388 59,075  
    BSE Sensex 30 short Bharat Heavy 988.85 4.360   1/30/12 2.662 4,311        45,699 54,764  
    STI Wilmar International 1,421.74 3.032   3/28/11 3.080 4,311        50,010 50,453  
2/14/11 Buy OMXH 25 short Nokia 562.99 6.700   2/21/11 6.240 3,772        53,782 46,681  
    PSI 20 long Jerónimo Martins 314.99 11.975   2/21/11 11.500 3,772        57,554 42,909  
    GEX InVision 183.91 20.510   3/07/11 22.905 3,772        61,326 39,137  
2/21/11 Sell SSE 50 long China Shipbuilding 4,614.60 0.981   1/31/11 0.983 -4,538 4,525 -13 450  56,788 43,662 100,450
    OMXH 25 short Nokia 562.99 6.240 7.194 2/14/11 6.700 -3,772 4,050 278 728  53,016 47,712 100,728
    PSI 20 long Jerónimo Martins 314.99 11.500   2/14/11 11.975 -3,772 3,622 -150 579  49,244 51,335 100,579
  Buy SSE 50 short Shanghai Pudong 3,415.80 1.112   4/04/11 1.203 3,797        53,041 47,538  
    OMXH 25 long Metso 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  
    SMI Credit Suisse 105.31 29.390   5/21/12 15.602 3,095        92,995 9,223  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        96,090 6,128  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 4/25/11 4.809 -3,177 3,651 474 2,692  92,913 9,779 102,692
  Buy   long Novozymes 118.74 23.673   5/30/11 23.619 2,811        95,724 6,968  
    CAC Mid 60 short Genfit 714.72 3.933   1/23/12 1.723 2,811        98,535 4,157  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  95,221 7,085 102,306
  Buy   short China Life 1,315.06 2.079   5/30/11 2.028 2,734        97,955 4,351  
    SDAX Heidelberger Druck 943.08 2.899   1/30/12 1.657 2,734        100,689 1,617  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,420 -1,114  
5/30/11 Sell SSE 50 short China Life 1,315.06 2.028 2.131 5/23/11 2.079 -2,734 2,803 69 2,374  100,686 1,689 102,374
    OMXC 20 long Novozymes 118.74 23.619   5/16/11 23.673 -2,811 2,805 -6 2,368  97,875 4,493 102,368
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,290  96,468 5,822 102,290
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,357  93,373 8,984 102,357
  Buy SSE 50 long China Northern Rare 1,152.19 2.415   6/06/11 2.742 2,783        96,156 6,201  
    BEL 20 short Galapagos 291.41 9.550   7/04/11 8.420 2,783        98,939 3,418  
    OMXC 20 Vestas Wind Systems 687.08 4.051   7/04/11 3.486 2,783        101,722 635  
    OMXS 30 Nokia 308.41 4.512   7/04/11 4.367 1,392        103,114 -757  
      Telia Company 262.54 5.300   7/04/11 4.997 1,392        104,505 -2,148  
6/06/11 Sell SSE 50 long China Northern Rare 1,152.19 2.742   5/30/11 2.415 -2,783 3,160 377 2,733  101,722 1,011 102,733
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,054  97,411 4,643 102,054
  Buy SSE 50 short China Rwy Constr 4,221.94 0.632   1/23/12 0.506 2,667        100,078 1,976  
    FT 30 Lloyds Bank 50.67 52.638   12/05/11 31.447 2,667        102,745 -691  
6/20/11 Buy CAC Next 20 short EDF 97.59 25.965   6/27/11 25.805 2,534        105,279 -3,225  
6/27/11 Sell   short EDF 97.59 25.805 26.126 6/20/11 25.965 -2,534 2,550 16 2,070  102,745 -676 102,070
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France Carrefour 95.80 26.450   1/23/12 17.050 2,534        105,279 -3,209  
    MIB UnipolSai 493.96 5.130   11/05/12 0.935 2,534        107,813 -5,744  
    CAC Next 20 long Arkema 38.92 65.105   7/11/11 66.601 2,534        110,347 -8,277  
7/04/11 Sell BEL 20 short Galapagos 291.41 8.420 10.832 5/30/11 9.550 -2,783 3,156 374 2,443  107,564 -5,121 102,443
    OMXC 20 Vestas Wind Systems 687.08 3.486 4.707 5/30/11 4.051 -2,783 3,234 451 2,894  104,781 -1,887 102,894
    OMXS 30 Nokia 308.41 4.367 4.661 5/30/11 4.512 -1,392 1,438 46 2,940  103,390 -449 102,940
      Telia Company 262.54 4.997 5.622 5/30/11 5.300 -1,392 1,476 84 3,025  101,998 1,027 103,025
  Buy BEL 20 long Solvay 24.15 107.700   7/11/11 107.450 2,601        104,599 -1,574  
    OMXC 20 Novozymes 111.89 23.246   7/11/11 23.100 2,601        107,200 -4,175  
7/11/11 Sell BEL 20 long Solvay 24.15 107.450   7/04/11 107.700 -2,601 2,595 -6 3,019  104,599 -1,580 103,019
    OMXC 20 Novozymes 111.89 23.100   7/04/11 23.246 -2,601 2,585 -16 3,002  101,998 1,004 103,002
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,571  98,197 5,374 103,571
    CAC Next 20 long Arkema 38.92 66.601   6/27/11 65.105 -2,534 2,592 58 3,629  95,663 7,966 103,629
  Buy BEL 20 short Bekaert 55.29 50.440   3/12/12 24.765 2,789        98,452 5,177  
    OMXC 20 Vestas Wind Systems 813.24 3.430   11/28/11 1.979 2,789        101,241 2,388  
    OMXS 30 Nokia 352.73 3.954   11/28/11 4.082 1,395        102,635 993  
      SSAB 148.34 9.401   11/28/11 6.652 1,394        104,030 -401  
    Topix (FRA) long Daito Trust 43.05 64.780   8/01/11 65.420 2,789        106,819 -3,190  
7/18/11 Buy ATX short Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,329 -5,700  
7/25/11 Buy ASX 50 short Macquarie Group 117.53 20.828   1/16/12 19.953 2,448        111,777 -8,148  
    DJ Global Titans Bank of America 351.23 6.970   12/26/11 4.202 2,448        114,225 -10,596  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,293  110,911 -4,617 106,293
    Topix (FRA) Daito Trust 43.05 65.420   7/11/11 64.780 -2,789 2,816 28 6,321  108,122 -1,801 106,321
  Buy S&P 100 short AIG 131.57 19.860   1/09/12 18.875 2,613        110,735 -4,414  
    HSI New World Dev 695.02 3.760   12/26/11 2.465 2,613        113,348 -7,027  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Commerzbank 138.98 18.801   1/23/12 14.511 2,613        115,961 -9,640  
    DJTA Delta Air Lines 482.26 5.418   10/24/11 6.408 2,613        118,574 -12,253  
    Topix (FRA) Nintendo 236.26 11.060   1/23/12 10.574 2,613        121,187 -14,866  
    SP Global 100 Carrefour 130.13 20.080   4/30/12 15.175 2,613        123,800 -17,479  
8/08/11 Buy Nasdaq 100 short Akamai 150.67 14.741   10/10/11 17.540 2,221        126,021 -19,700  
    Kospi 50 LG Display 162.50 13.668   10/10/11 14.049 2,221        128,242 -21,921  
    DAX Commerzbank 144.65 15.354   12/19/11 9.482 2,221        130,463 -24,142  
    MDAX Ceconomy 231.09 9.611   5/14/12 7.298 2,221        132,684 -26,363  
    FTSE Lloyds Bank 58.99 37.648   11/28/11 27.613 2,221        134,905 -28,584  
    Europe 50 Lloyds Bank 58.99 37.648   12/19/11 27.968 2,221        137,125 -30,804  
    BSE Sensex 50 Tata Motors 859.29 2.585   10/03/11 2.302 2,221        139,346 -33,025  
    QIX Pro7-Sat1 158.64 14.000   1/23/12 17.200 2,221        141,567 -35,246  
8/22/11 Buy DJIA short Goldman Sachs 24.00 73.991   12/19/11 67.244 1,776        143,343 -37,022  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,422  138,805 -33,383 105,422
  Buy   short Nintendo 154.37 11.660   2/13/12 10.500 1,800        140,605 -35,183  
9/05/11 Buy Euro 50 short Societe Generale 43.33 20.250   1/09/12 15.000 877        141,483 -36,061  
      Unicredit 31.96 27.460   1/09/12 11.455 878        142,360 -36,938  
10/03/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   4/25/11 0.077 -3,177 4,924 1,747 7,169  139,183 -32,014 107,169
    BSE Sensex 50 short Tata Motors 859.29 2.302 2.902 8/08/11 2.585 -2,221 2,494 273 7,442  136,962 -29,520 107,442
  Buy NZX 50 Heartland 6,987.09 0.279   10/17/11 0.296 1,948        138,910 -31,468  
    BSE Sensex 50 long Eicher Motors 800.26 2.434   10/17/11 2.393 1,948        140,858 -33,416  
10/10/11 Sell Nasdaq 100 short Akamai 150.67 17.540 11.942 8/08/11 14.741 -2,221 1,799 -422 7,020  138,637 -31,617 107,020
    Kospi 50 LG Display 162.50 14.049 13.287 8/08/11 13.668 -2,221 2,159 -62 6,958  136,416 -29,458 106,958
  Buy Nasdaq 100 long Regeneron 39.25 49.346   8/24/15 434.608 1,937        138,353 -31,395  
    Kospi 50 SK Holdings 20.20 95.875   12/19/11 80.532 1,937        140,290 -33,332  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/17/11 Sell NZX 50 short Heartland 6,987.09 0.296 0.262 10/03/11 0.279 -1,948 1,829 -119 6,839  138,342 -31,502 106,839
    BSE Sensex 50 long Eicher Motors 800.26 2.393   10/03/11 2.434 -1,948 1,915 -33 6,806  136,394 -29,588 106,806
  Buy NZX 50 a2 Milk 13,864.94 0.139   10/31/11 0.139 1,930        138,324 -31,518  
    BSE Sensex 50 short Aurobindo Pharma 2,101.25 0.919   10/24/11 0.877 1,930        140,254 -33,448  
10/24/11 Sell DJTA short Delta Air Lines 482.26 6.408 4.429 8/01/11 5.418 -2,613 2,136 -477 6,329  137,641 -31,312 106,329
    BSE Sensex 50 Aurobindo Pharma 2,101.25 0.877 0.962 10/17/11 0.919 -1,930 2,021 91 6,420  135,711 -29,291 106,420
  Buy   long Eicher Motors 825.63 2.335   12/07/15 22.421 1,928        137,639 -31,219  
10/31/11 Sell NZX 50 long a2 Milk 13,864.94 0.139   10/17/11 0.139 -1,930 1,931 1 6,421  135,709 -29,288 106,421
  Buy   short Heartland 6,388.34 0.302   3/05/12 0.277 1,928        137,637 -31,216  
11/21/11 Buy USA short Netflix 238.99 7.867   11/28/11 7.544 1,880        139,517 -33,096  
    DJTA JetBlue Airways 708.23 2.655   12/05/11 3.509 1,880        141,397 -34,976  
11/28/11 Sell USA short Netflix 238.99 7.544 8.203 11/21/11 7.867 -1,880 1,960 80 6,501  139,517 -33,015 106,501
    FTSE Lloyds Bank 58.99 27.613 51.330 8/08/11 37.648 -2,221 3,028 807 7,308  137,296 -29,987 107,308
    OMXC 20 Vestas Wind Systems 813.24 1.979 5.942 7/11/11 3.430 -2,789 4,832 2,043 9,352  134,507 -25,155 109,352
    OMXS 30 Nokia 352.73 4.082 3.825 7/11/11 3.954 -1,395 1,349 -45 9,307  133,112 -23,806 109,307
      SSAB 148.34 6.652 13.285 7/11/11 9.401 -1,394 1,971 576 9,883  131,718 -21,835 109,883
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,353  128,171 -16,818 111,353
  Buy FTSE long Next 0.76 3,105.900   6/04/12 3,698.710 2,360        130,531 -19,178  
    OMXC 20 Tryg 274.84 8.598   5/14/12 8.768 2,363        132,894 -21,541  
    OMXS 30 Getinge 63.38 18.641   5/14/12 19.967 1,181        134,076 -22,723  
    Nordic 30 Equinor 129.44 18.255   5/07/12 19.757 2,363        136,439 -25,086  
12/05/11 Sell FT 30 short Lloyds Bank 50.67 31.447 88.109 6/06/11 52.638 -2,667 4,464 1,797 13,150  133,772 -20,621 113,150
    DJTA JetBlue Airways 708.23 3.509 1.800 11/21/11 2.655 -1,880 1,275 -605 12,545  131,892 -19,346 112,545
  Buy FT 30 long BAT 0.68 3,416.030   12/12/11 3,512.060 2,323        134,214 -21,669  
    DJTA Kirby 48.51 48.011   6/25/12 36.163 2,329        136,543 -23,998  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/12/11 Sell FT 30 long BAT 0.68 3,512.060   12/05/11 3,416.030 -2,323 2,388 65 12,610  134,221 -21,610 112,610
  Buy   short Lloyds Bank 79.56 28.594   12/19/11 27.968 2,275        136,495 -23,885  
12/19/11 Sell DJIA short Goldman Sachs 24.00 67.244 81.415 8/22/11 73.991 -1,776 1,954 178 12,789  134,720 -21,931 112,789
    Kospi 50 long SK Holdings 20.20 80.532   10/10/11 95.875 -1,937 1,627 -310 12,479  132,783 -20,304 112,479
    DAX short Commerzbank 144.65 9.482 24.862 8/08/11 15.354 -2,221 3,596 1,375 13,854  130,562 -16,708 113,854
    Europe 50 Lloyds Bank 58.99 27.968 50.678 8/08/11 37.648 -2,221 2,989 769 14,623  128,341 -13,718 114,623
    FT 30 Lloyds Bank 79.56 27.968 29.234 12/12/11 28.594 -2,275 2,326 51 14,674  126,066 -11,393 114,674
  Buy DJIA long Visa 136.64 18.897   8/24/15 58.880 2,582        128,648 -13,975  
    Kospi 50 short Hyundai Heavy 14.17 182.275   1/23/12 209.385 2,583        131,231 -16,557  
    DAX long Merck (EMD) 70.36 36.695   6/04/12 36.500 2,582        133,813 -19,139  
    Europe 50 Roche 19.90 129.719   10/20/14 222.572 2,581        136,394 -21,721  
    FT 30 Tate & Lyle 3.20 808.105   5/14/12 858.422 2,586        138,980 -24,307  
12/26/11 Sell HSI short New World Dev 695.02 2.465 5.735 8/01/11 3.760 -2,613 3,986 1,373 16,046  136,367 -20,321 116,046
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,468  132,566 -14,098 118,468
    DJ Global Titans Bank of America 351.23 4.202 11.562 7/25/11 6.970 -2,448 4,061 1,613 20,081  130,118 -10,037 120,081
  Buy HSI long Lenovo 5,109.58 0.538   5/21/12 0.656 2,751        132,869 -12,788  
    OMXH 25 Huhtamäki 298.37 9.220   1/02/12 9.150 2,751        135,620 -15,539  
    DJ Global Titans Philip Morris 45.52 60.439   1/23/12 57.914 2,751        138,371 -18,290  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,264  134,944 -13,681 121,264
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,310  133,356 -9,046 124,310
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,114  131,767 -7,653 124,114
    OMXH 25 long Huhtamäki 298.37 9.150   12/26/11 9.220 -2,751 2,730 -21 24,094  129,016 -4,923 124,094
  Buy Germany Encavis 917.18 3.248   5/14/12 2.970 2,979        131,995 -7,902  
    AEX Vopak 72.49 41.095   4/09/12 44.780 2,979        134,974 -10,881  
    ISEQ 20 Flutter 33.03 45.100   5/21/12 50.010 1,490        136,464 -12,371  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 394.05 3.780   5/21/12 4.040 1,490        137,954 -13,860  
    OMXH 25 short Outokumpu 256.37 11.620   1/09/12 12.510 2,979        140,933 -16,839  
1/09/12 Sell S&P 100 short AIG 131.57 18.875 20.895 8/01/11 19.860 -2,613 2,749 136 24,230  138,320 -14,090 124,230
    Euro 50 Societe Generale 43.33 15.000 27.338 9/05/11 20.250 -877 1,185 307 24,537  137,442 -12,905 124,537
      Unicredit 31.96 11.455 65.827 9/05/11 27.460 -878 2,104 1,226 25,763  136,565 -10,802 125,763
    OMXH 25 Outokumpu 256.37 12.510 10.730 1/02/12 11.620 -2,979 2,751 -228 25,535  133,586 -8,051 125,535
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,505  131,812 -6,307 125,505
      Tokyo Electric Power 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 36,879  130,039 6,841 136,879
  Buy S&P 100 long Biogen 39.77 90.342   9/03/12 116.954 3,593        133,632 3,248  
    Euro 50 ASML 55.45 32.400   8/24/15 74.790 1,797        135,428 1,451  
      Anheuser-Busch InBev 37.83 47.495   8/24/15 91.280 1,797        137,225 -345  
    OMXH 25 Wärtsilä 429.62 8.363   1/30/12 8.837 3,593        140,818 -3,938  
    Nikkei (FRA) Aozora Bank 84.07 21.370   5/14/12 18.670 1,797        142,614 -5,735  
      Nitto Boseki 138.46 12.975   5/14/12 12.260 1,797        144,411 -7,531  
1/16/12 Sell ASX 50 short Macquarie Group 117.53 19.953 21.742 7/25/11 20.828 -2,448 2,555 107 36,987  141,963 -4,976 136,987
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 37,926  137,652 274 137,926
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,618  135,879 1,740 137,618
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,303  134,105 3,198 137,303
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,409  131,062 16,347 147,409
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,874  128,331 22,543 150,874
  Buy ASX 50 long James Hardie Ind 740.33 5.856   1/23/12 6.001 4,335        132,666 18,208  
    HSI-Fin AIA 1,651.93 2.624   5/14/12 2.577 4,335        137,001 13,873  
    HSI-Prop China Ov Land & Inv 1,406.55 1.541   6/10/13 2.124 2,167        139,168 11,705  
      China Res Land 1,533.86 1.413   6/10/13 2.183 2,168        141,336 9,538  
    HSI-C&I Sands China 1,687.82 2.568   5/21/12 2.614 4,335        145,671 5,203  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Equinor 225.03 19.264   5/14/12 19.745 4,335        150,006 868  
    Indices ISEQ-Overall 1.44 3,005.690   5/21/12 3,087.810 4,328        154,334 -3,460  
1/23/12 Sell France short Carrefour 95.80 17.050 41.032 6/27/11 26.450 -2,534 3,931 1,397 52,271  151,800 471 152,271
    SSE 50 China Rwy Constr 4,221.94 0.506 0.789 6/06/11 0.632 -2,667 3,333 666 52,936  149,133 3,803 152,936
    Kospi 50 Hyundai Heavy 14.17 209.385 155.165 12/19/11 182.275 -2,583 2,199 -384 52,552  146,550 6,002 152,552
    ASX 50 long James Hardie Ind 740.33 6.001   1/16/12 5.856 -4,335 4,443 108 52,660  142,215 10,445 152,660
    HDAX short Commerzbank 138.98 14.511 24.359 8/01/11 18.801 -2,613 3,385 773 53,433  139,602 13,830 153,433
    Topix (FRA) Nintendo 236.26 10.574 11.568 8/01/11 11.060 -2,613 2,733 120 53,553  136,989 16,563 153,553
    CAC Mid 60 Genfit 714.72 1.723 8.978 5/16/11 3.933 -2,811 6,416 3,605 57,158  134,178 22,980 157,158
    QIX Pro7-Sat1 158.64 17.200 10.800 8/08/11 14.000 -2,221 1,713 -508 56,650  131,957 24,693 156,650
    DJ Global Titans long Philip Morris 45.52 57.914   12/26/11 60.439 -2,751 2,636 -115 56,536  129,206 27,329 156,536
  Buy France Hermes International 18.12 253.600   4/23/12 251.250 4,595        133,801 22,734  
    SSE 50 China Minsheng Bk 6,883.33 0.668   3/19/12 0.633 4,596        138,397 18,138  
    Kospi 50 Samsung Electronics 299.50 15.346   5/21/12 16.200 4,596        142,993 13,542  
    ASX 50 short QBE Insurance 479.47 9.586   1/30/12 9.544 4,596        147,589 8,946  
    HDAX long Dürr 503.67 9.125   8/04/14 28.230 4,596        152,185 4,350  
    Topix (FRA) Fast Retailing 94.35 48.710   2/27/12 49.490 4,596        156,781 -246  
    CAC Mid 60 Innate Pharma 2,687.72 1.710   5/14/12 1.650 4,596        161,377 -4,842  
    QIX Freenet 437.09 10.515   1/18/16 28.325 4,596        165,973 -9,438  
    DJ Global Titans short Bank of America 819.41 5.609   2/06/12 6.060 4,596        170,569 -14,034  
1/30/12 Sell ASX 50 short QBE Insurance 479.47 9.544 9.628 1/23/12 9.586 -4,596 4,616 20 56,556  165,973 -9,418 156,556
    SDAX Heidelberger Druck 943.08 1.657 5.072 5/23/11 2.899 -2,734 4,783 2,049 58,605  163,239 -4,634 158,605
    OMXH 25 long Wärtsilä 429.62 8.837   1/09/12 8.363 -3,593 3,796 203 58,808  159,646 -838 158,808
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 61,557  155,335 6,221 161,557
  Buy ASX 50 long James Hardie Ind 727.71 5.763   8/17/15 12.058 4,194        159,529 2,027  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX Encavis 1,388.28 3.021   5/21/12 2.951 4,194        163,723 -2,167  
    OMXH 25 short Nokia 1,080.93 3.880   2/13/12 3.800 4,194        167,917 -6,361  
    BSE Sensex 30 long Hindustan Unilever 691.94 6.061   11/16/15 11.144 4,194        172,111 -10,555  
2/06/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 5/09/11 30.665 -3,095 5,174 2,079 63,635  169,016 -5,381 163,635
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,276  165,470 -193 165,276
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 65,501  162,156 3,345 165,501
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,227  159,113 13,115 172,227
    DJ Global Titans Bank of America 819.41 6.060 5.157 1/23/12 5.609 -4,596 4,226 -370 71,857  154,517 17,341 171,857
  Buy CAC 40 long Airbus 173.67 27.230   4/09/12 29.725 4,729        159,246 12,612  
    IBEX 35 Bankinter 1,369.93 3.452   2/13/12 3.297 4,729        163,975 7,883  
    PSI 20 Jerónimo Martins 368.30 12.840   2/20/12 12.970 4,729        168,704 3,154  
    MerVal short Gr Fin Galicia 7,973.36 0.593   2/27/12 0.596 4,729        173,433 -1,575  
    DJ Global Titans long Apple 375.32 12.600   5/21/12 15.695 4,729        178,162 -6,304  
2/13/12 Sell IBEX 35 long Bankinter 1,369.93 3.297   2/06/12 3.452 -4,729 4,517 -212 71,645  173,433 -1,787 171,645
    OMXH 25 short Nokia 1,080.93 3.800 3.962 1/30/12 3.880 -4,194 4,282 88 71,733  169,239 2,495 171,733
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,187  166,144 9,043 175,187
    Topix (TYO) Nintendo 154.37 10.500 12.949 8/29/11 11.660 -1,800 1,999 199 75,386  164,344 11,042 175,386
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 79,504  160,792 18,712 179,504
  Buy IBEX 35 Sacyr 1,495.17 3.314   8/20/12 1.284 4,955        165,747 13,757  
    OMXH 25 long Nokian Tyres 147.03 33.700   4/09/12 36.040 4,955        170,701 8,802  
    Topix (TYO) Fast Retailing 95.98 51.626   5/07/12 55.879 4,955        175,656 3,847  
    GEX 4SC 80.45 61.593   5/07/12 48.084 4,955        180,612 -1,108  
2/20/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 5/09/11 30.287 -3,095 8,282 5,187 84,691  177,517 7,174 184,691
    PSI 20 long Jerónimo Martins 368.30 12.970   2/06/12 12.840 -4,729 4,777 48 84,739  172,788 11,951 184,739
  Buy TSX 60 Constellation Soft 69.55 70.699   4/16/12 66.838 4,917        177,705 7,034  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 short Pharol 1,170.71 4.200   2/27/12 3.989 4,917        182,622 2,117  
    SLI long Sonova 57.65 85.291   4/23/12 82.016 4,917        187,539 -2,800  
2/27/12 Sell PSI 20 short Pharol 1,170.71 3.989 4.422 2/20/12 4.200 -4,917 5,177 260 84,999  182,622 2,377 184,999
    MerVal Gr Fin Galicia 7,973.36 0.596 0.591 2/06/12 0.593 -4,729 4,709 -20 84,979  177,893 7,086 184,979
    Topix (FRA) long Fast Retailing 94.35 49.490   1/23/12 48.710 -4,596 4,669 74 85,053  173,297 11,756 185,053
  Buy PSI 20 Jerónimo Martins 362.56 13.570   3/12/12 14.360 4,920        178,217 6,836  
    Topix (FRA) short Mazda Motor 769.95 6.390   3/05/12 6.150 4,920        183,137 1,916  
3/05/12 Sell NZX 50 short Heartland 6,388.34 0.277 0.329 10/31/11 0.302 -1,928 2,104 176 85,229  181,209 4,020 185,229
    Topix (FRA) Mazda Motor 769.95 6.150 6.639 2/27/12 6.390 -4,920 5,112 192 85,421  176,289 9,132 185,421
  Buy MerVal Aluar 10,133.36 0.480   3/12/12 0.513 4,863        181,152 4,269  
    NZX 50 long a2 Milk 20,916.13 0.233   5/21/12 0.267 4,863        186,015 -594  
    Topix (FRA) Isuzu Motors 578.79 8.402   3/19/12 8.620 4,863        190,878 -5,457  
3/12/12 Sell BEL 20 short Bekaert 55.29 24.765 102.733 7/11/11 50.440 -2,789 5,680 2,891 88,312  188,089 223 188,312
    PSI 20 long Jerónimo Martins 362.56 14.360   2/27/12 13.570 -4,920 5,206 286 88,599  183,169 5,429 188,599
    MerVal short Aluar 10,133.36 0.513 0.447 3/05/12 0.480 -4,863 4,530 -333 88,265  178,306 9,959 188,265
  Buy BEL 20 long Galapagos 395.14 12.540   5/14/12 10.990 4,955        183,261 5,004  
    PSI 20 short Pharol 1,257.93 3.939   3/26/12 4.022 4,955        188,216 49  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,883.33 0.633   1/23/12 0.668 -4,596 4,358 -238 88,027  183,620 4,407 188,027
    Topix (FRA) Isuzu Motors 578.79 8.620   3/05/12 8.402 -4,863 4,989 126 88,153  178,757 9,396 188,153
  Buy SSE 50 short Anhui Conch Cement 2,525.70 1.955   4/09/12 2.031 4,938        183,695 4,458  
    Topix (FRA) Mazda Motor 764.40 6.460   8/13/12 4.800 4,938        188,633 -480  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,598  186,123 2,475 188,598
    PSI 20 Pharol 1,257.93 4.022 3.856 3/12/12 3.939 -4,955 4,851 -104 88,494  181,168 7,326 188,494
  Buy ATX long Österreichische Post 194.25 25.200   4/09/12 25.800 4,895        186,063 2,430  
    PSI 20 Jerónimo Martins 328.52 14.900   4/02/12 15.420 4,895        190,958 -2,464  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/02/12 Sell   long Jerónimo Martins 328.52 15.420   3/26/12 14.900 -4,895 5,066 171 88,665  186,063 2,601 188,665
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,904  181,740 25,164 206,904
  Buy PSI 20 Banco Comercial 8,808.08 0.659   8/20/12 0.452 5,801        187,541 19,363  
    Athex LC long EYDAP 1,457.54 3.980   4/16/12 4.030 5,801        193,342 13,562  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,525.70 2.031 1.880 3/19/12 1.955 -4,938 4,747 -191 106,713  188,404 18,309 206,713
    ATX long Österreichische Post 194.25 25.800   3/26/12 25.200 -4,895 5,012 117 106,830  183,509 23,320 206,830
    CAC 40 Airbus 173.67 29.725   2/06/12 27.230 -4,729 5,162 433 107,263  178,780 28,483 207,263
    AEX Vopak 72.49 44.780   1/02/12 41.095 -2,979 3,246 267 107,530  175,801 31,729 207,530
    OMXH 25 Nokian Tyres 147.03 36.040   2/13/12 33.700 -4,955 5,299 344 107,874  170,846 37,028 207,874
  Buy SSE 50 China Northern Rare 2,119.88 2.888   6/04/12 3.823 6,122        176,968 30,906  
    ATX short Zumtobel 624.44 9.804   4/16/12 9.950 6,122        183,090 24,784  
    AEX ArcelorMittal 158.07 38.730   9/03/12 35.565 6,122        189,212 18,662  
    OMXH 25 Outokumpu 526.85 11.620   8/20/12 6.980 6,122        195,334 12,540  
4/16/12 Sell ATX short Zumtobel 624.44 9.950 9.658 4/09/12 9.804 -6,122 6,031 -91 107,783  189,212 18,570 207,783
    TSX 60 long Constellation Soft 69.55 66.838   2/20/12 70.699 -4,917 4,649 -269 107,514  184,295 23,219 207,514
    Athex LC EYDAP 1,457.54 4.030   4/02/12 3.980 -5,801 5,874 73 107,587  178,494 29,093 207,587
  Buy ATX Österreichische Post 221.40 26.725   5/21/12 27.000 5,917        184,411 23,176  
    TSX 60 short BlackBerry 585.52 10.106   8/20/12 5.638 5,917        190,328 17,259  
    Athex LC Public Power 3,817.42 1.550   9/03/12 1.330 5,917        196,245 11,342  
4/23/12 Sell France long Hermes International 18.12 251.250   1/23/12 253.600 -4,595 4,553 -43 107,545  191,650 15,895 207,545
    SLI Sonova 57.65 82.016   2/20/12 85.291 -4,917 4,728 -189 107,356  186,733 20,623 207,356
  Buy France short Solocal 3.86 1,476.830   8/13/12 1,038.280 5,701        192,434 14,922  
    MerVal YPF 424.25 13.433   8/27/12 14.446 5,699        198,133 9,223  
    SLI Lonza 165.17 34.504   11/26/12 36.099 5,699        203,832 3,524  
    GCX REC Silicon 1,638.26 3.479   2/11/13 1.027 5,699        209,531 -2,175  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/30/12 Sell SP Global 100 short Carrefour 130.13 15.175 26.570 8/01/11 20.080 -2,613 3,458 845 108,200  206,918 1,283 208,200
  Buy   long Apple 332.76 15.738   10/20/14 19.487 5,237        212,155 -3,954  
5/07/12 Sell Nordic 30 long Equinor 129.44 19.757   11/28/11 18.255 -2,363 2,557 194 108,395  209,792 -1,397 208,395
    Topix (TYO) Fast Retailing 95.98 55.879   2/13/12 51.626 -4,955 5,363 408 108,803  204,837 3,966 208,803
    GEX 4SC 80.45 48.084   2/13/12 61.593 -4,955 3,868 -1,087 107,716  199,881 7,835 207,716
  Buy Nordic 30 short Nokia 2,245.00 2.400   8/13/12 2.220 5,388        205,269 2,447  
    Topix (TYO) Sony 459.74 11.720   6/11/12 10.270 5,388        210,657 -2,941  
5/14/12 Sell Germany long Encavis 917.18 2.970   1/02/12 3.248 -2,979 2,724 -255 107,461  207,678 -217 207,461
    MDAX short Ceconomy 231.09 7.298 12.656 8/08/11 9.611 -2,221 2,925 704 108,165  205,457 2,707 208,165
    HSI-Fin long AIA 1,651.93 2.577   1/16/12 2.624 -4,335 4,258 -77 108,087  201,122 6,965 208,087
    BEL 20 Galapagos 395.14 10.990   3/12/12 12.540 -4,955 4,343 -612 107,475  196,167 11,308 207,475
    OMXC 20 Tryg 274.84 8.768   11/28/11 8.598 -2,363 2,410 47 107,522  193,804 13,717 207,522
    OBX 25 Equinor 225.03 19.745   1/16/12 19.264 -4,335 4,443 108 107,630  189,469 18,161 207,630
    OMXS 30 Getinge 63.38 19.967   11/28/11 18.641 -1,181 1,266 84 107,714  188,288 19,426 207,714
    FT 30 Tate & Lyle 3.20 858.422   12/19/11 808.105 -2,586 2,747 161 107,875  185,702 22,173 207,875
    Nikkei (FRA) Aozora Bank 84.07 18.670   1/09/12 21.370 -1,797 1,570 -227 107,648  183,905 23,743 207,648
      Nitto Boseki 138.46 12.260   1/09/12 12.975 -1,797 1,698 -99 107,549  182,109 25,440 207,549
    CAC Mid 60 Innate Pharma 2,687.72 1.650   1/23/12 1.710 -4,596 4,435 -161 107,388  177,513 29,875 207,388
  Buy Germany short SolarWorld 25.07 236.550   9/10/12 182.550 5,930        183,443 23,945  
    MDAX long Dürr 541.84 10.946   5/21/12 10.445 5,931        189,374 18,014  
    HSI-Fin short HK Exchgs & Clrg 522.28 11.356   9/17/12 11.718 5,931        195,305 12,083  
    BEL 20 Bekaert 259.56 22.850   6/25/12 18.225 5,931        201,236 6,152  
    OMXC 20 Vestas Wind Systems 5,233.85 1.133   5/28/12 1.008 5,931        207,167 221  
    OBX 25 REC Silicon 1,713.42 3.462   9/03/12 2.359 5,931        213,098 -5,710  
    OMXS 30 ABB 228.70 12.967   7/23/12 14.168 2,965        216,064 -8,676  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nokia 1,268.17 2.338   7/23/12 1.752 2,965        219,029 -11,641  
    FT 30 Man Group 57.44 103.259   8/06/12 106.958 5,931        224,960 -17,572  
    Nikkei (FRA) Nippon Sheet Glass 328.04 9.040   1/07/13 9.100 2,965        227,926 -20,538  
      Sharp 76.77 38.630   1/07/13 23.550 2,966        230,891 -23,503  
    CAC Mid 60 Vallourec 4.29 1,382.400   9/10/12 1,453.800 5,931        236,822 -29,434  
5/21/12 Sell HSI long Lenovo 5,109.58 0.656   12/26/11 0.538 -2,751 3,351 600 107,988  234,071 -26,083 207,988
    Kospi 50 Samsung Electronics 299.50 16.200   1/23/12 15.346 -4,596 4,852 256 108,244  229,475 -21,231 208,244
    ATX Österreichische Post 221.40 27.000   4/16/12 26.725 -5,917 5,978 61 108,305  223,558 -15,253 208,305
    MDAX Dürr 541.84 10.445   5/14/12 10.946 -5,931 5,660 -271 108,033  217,627 -9,594 208,033
    SDAX Encavis 1,388.28 2.951   1/30/12 3.021 -4,194 4,097 -97 107,936  213,433 -5,497 207,936
    HSI-C&I Sands China 1,687.82 2.614   1/16/12 2.568 -4,335 4,412 77 108,013  209,098 -1,085 208,013
    ISEQ 20 Flutter 33.03 50.010   1/02/12 45.100 -1,490 1,652 162 108,175  207,608 567 208,175
      Ryanair 394.05 4.040   1/02/12 3.780 -1,490 1,592 102 108,278  206,119 2,159 208,278
    SMI short Credit Suisse 105.31 15.602 55.361 5/09/11 29.390 -3,095 5,830 2,735 111,013  203,024 7,989 211,013
    NZX 50 long a2 Milk 20,916.13 0.267   3/05/12 0.233 -4,863 5,576 713 111,726  198,161 13,565 211,726
    Indices ISEQ-Overall 1.44 3,087.810   1/16/12 3,005.690 -4,328 4,446 118 111,844  193,833 18,012 211,844
    DJ Global Titans Apple 375.32 15.695   2/06/12 12.600 -4,729 5,891 1,162 113,006  189,103 23,902 213,006
  Buy HSI short China Unicom 4,981.91 1.189   8/20/12 1.370 5,922        195,025 17,980  
    Kospi 50 SK Holdings 105.23 56.279   7/23/12 68.528 5,922        200,948 12,058  
    ATX Zumtobel 600.73 9.858   6/25/12 8.050 5,922        206,870 6,136  
    MDAX Ströer Media 745.56 7.943   5/28/12 8.000 5,922        212,792 214  
    TecDAX SMA Solar 225.04 26.315   12/22/14 14.800 5,922        218,714 -5,708  
    SDAX Klöckner 755.94 7.834   10/29/12 7.058 5,922        224,636 -11,630  
    HSI-C&I Citic Pacific 4,999.16 1.185   9/17/12 0.959 5,922        230,558 -17,552  
    ISEQ 20 Bank of Ireland 1,134.48 2.610   8/27/12 2.490 2,961        233,519 -20,513  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 533.51 5.550   8/27/12 6.550 2,961        236,480 -23,474  
    SMI long Richemont 123.27 48.039   5/28/12 48.077 5,922        242,401 -29,396  
    NZX 50 short KMD Brands 6,209.50 0.954   7/30/12 0.992 5,922        248,323 -35,318  
    Indices Athex Large Cap 2.92 2,028.100   9/10/12 2,671.700 5,922        254,245 -41,240  
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.519   7/02/12 8.411 5,922        260,167 -47,162  
    DJ Global Titans Telefónica 603.30 9.816   5/28/12 9.440 5,922        266,089 -53,084  
5/28/12 Sell MDAX short Ströer Media 745.56 8.000 7.886 5/21/12 7.943 -5,922 5,879 -42 112,963  260,167 -47,204 212,963
    OMXC 20 Vestas Wind Systems 5,233.85 1.008 1.274 5/14/12 1.133 -5,931 6,668 737 113,700  254,236 -40,536 213,700
    SMI long Richemont 123.27 48.077   5/21/12 48.039 -5,922 5,926 5 113,705  248,315 -34,610 213,705
    DJ Global Titans short Telefónica 603.30 9.440 10.207 5/21/12 9.816 -5,922 6,158 236 113,941  242,393 -28,452 213,941
  Buy MDAX long Rhön-Klinikum 210.82 21.995   6/04/12 22.100 4,637        247,030 -33,089  
    OMXC 20 GN Store Nord 68.04 68.150   6/04/12 67.500 4,637        251,667 -37,726  
    SMI short Credit Suisse 294.71 15.734   6/04/12 15.300 4,637        256,304 -42,363  
    DJ Global Titans long Apple 284.35 16.307   10/22/12 17.386 4,637        260,941 -47,000  
6/04/12 Sell SSE 50 long China Northern Rare 2,119.88 3.823   4/09/12 2.888 -6,122 8,105 1,983 115,923  254,819 -38,895 215,923
    DAX Merck (EMD) 70.36 36.500   12/19/11 36.695 -2,582 2,568 -14 115,910  252,237 -36,327 215,910
    MDAX Rhön-Klinikum 210.82 22.100   5/28/12 21.995 -4,637 4,659 22 115,932  247,600 -31,668 215,932
    FTSE Next 0.76 3,698.710   11/28/11 3,105.900 -2,360 2,811 451 116,382  245,239 -28,857 216,382
    OMXC 20 GN Store Nord 68.04 67.500   5/28/12 68.150 -4,637 4,593 -44 116,338  240,602 -24,264 216,338
    SMI short Credit Suisse 294.71 15.300 16.181 5/28/12 15.734 -4,637 4,769 132 116,470  235,965 -19,496 216,470
  Buy SSE 50 China Unicom 9,731.23 0.506   12/10/12 0.413 4,924        240,889 -24,420  
    DAX thyssenkrupp 388.63 12.670   7/16/12 14.565 4,924        245,813 -29,343  
    MDAX Ströer Media 587.94 8.375   6/18/12 8.546 4,924        250,737 -34,267  
    FTSE Aviva 14.74 334.157   7/30/12 382.206 4,925        255,663 -39,193  
    OMXC 20 Vestas Wind Systems 5,641.61 0.873   6/18/12 0.791 4,924        260,587 -44,117  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Swiss Re 112.56 43.744   6/11/12 46.079 4,924        265,511 -49,041  
6/11/12 Sell   long Swiss Re 112.56 46.079   6/04/12 43.744 -4,924 5,187 263 116,733  260,587 -43,854 216,733
    Topix (TYO) short Sony 459.74 10.270 13.374 5/07/12 11.720 -5,388 6,149 761 117,493  255,199 -37,706 217,493
  Buy SMI Credit Suisse 279.55 16.076   6/18/12 14.519 4,494        259,693 -42,199  
    Topix (TYO) long Subaru 743.12 6.048   1/11/16 33.663 4,494        264,187 -46,694  
6/18/12 Sell MDAX short Ströer Media 587.94 8.546 8.204 6/04/12 8.375 -4,924 4,823 -101 117,393  259,263 -41,870 217,393
    OMXC 20 Vestas Wind Systems 5,641.61 0.791 0.963 6/04/12 0.873 -4,924 5,435 511 117,904  254,339 -36,435 217,904
    SMI Credit Suisse 279.55 14.519 17.799 6/11/12 16.076 -4,494 4,976 482 118,386  249,845 -31,459 218,386
  Buy MDAX long Dürr 412.90 11.318   6/25/12 11.594 4,673        254,518 -36,132  
    OMXC 20 GN Store Nord 63.80 73.250   6/25/12 71.650 4,673        259,191 -40,805  
    SMI Swiss Re 100.24 46.620   11/19/12 54.864 4,673        263,864 -45,479  
6/25/12 Sell ATX short Zumtobel 600.73 8.050 12.072 5/21/12 9.858 -5,922 7,252 1,330 119,716  257,942 -38,227 219,716
    MDAX long Dürr 412.90 11.594   6/18/12 11.318 -4,673 4,787 114 119,830  253,269 -33,440 219,830
    BEL 20 short Bekaert 259.56 18.225 28.649 5/14/12 22.850 -5,931 7,436 1,505 121,335  247,338 -26,004 221,335
    OMXC 20 long GN Store Nord 63.80 71.650   6/18/12 73.250 -4,673 4,571 -102 121,233  242,665 -21,432 221,233
    DJTA Kirby 48.51 36.163   12/05/11 48.011 -2,329 1,754 -575 120,658  240,336 -19,678 220,658
  Buy ATX Österreichische Post 194.05 25.890   7/29/13 31.600 5,024        245,360 -24,702  
    MDAX short Ströer Media 624.80 8.041   7/02/12 8.090 5,024        250,384 -29,726  
    BEL 20 long Galapagos 410.12 12.250   10/22/12 16.900 5,024        255,408 -34,750  
    OMXC 20 short Vestas Wind Systems 6,191.00 0.812   7/16/12 0.678 5,024        260,432 -39,774  
    DJTA Ryder System 183.87 27.323   7/02/12 27.880 5,024        265,456 -44,798  
7/02/12 Sell MDAX short Ströer Media 624.80 8.090 7.992 6/25/12 8.041 -5,024 4,993 -31 120,627  260,432 -39,805 220,627
    DJTA Ryder System 183.87 27.880 26.767 6/25/12 27.323 -5,024 4,922 -102 120,525  255,408 -34,883 220,525
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 121,406  252,322 -30,915 221,406
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.411 8.629 5/21/12 8.519 -5,922 5,998 76 121,483  246,400 -24,917 221,483
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 394.22 12.465   7/23/12 13.345 4,914        251,314 -29,831  
    DJTA Delta Air Lines 559.67 8.780   9/17/12 7.031 4,914        256,228 -34,745  
    STI ThaiBev 23,157.40 0.212   6/10/13 0.382 4,914        261,142 -39,659  
    Nikkei (TYO) OKI Electric 384.97 12.765   7/16/12 12.784 4,914        266,056 -44,573  
7/16/12 Sell DAX short thyssenkrupp 388.63 14.565 10.775 6/04/12 12.670 -4,924 4,187 -736 120,746  261,132 -40,386 220,746
    OMXC 20 Vestas Wind Systems 6,191.00 0.678 0.971 6/25/12 0.812 -5,024 6,011 987 121,733  256,108 -34,375 221,733
    Nikkei (TYO) long OKI Electric 384.97 12.784   7/02/12 12.765 -4,914 4,921 7 121,740  251,194 -29,454 221,740
  Buy DAX Continental 80.74 59.533   8/11/14 133.083 4,807        256,001 -34,260  
    OMXC 20 Genmab 567.61 8.469   6/24/13 22.604 4,807        260,808 -39,067  
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.629   11/19/12 7.143 4,807        265,615 -43,874  
7/23/12 Sell Kospi 50 short SK Holdings 105.23 68.528 44.029 5/21/12 56.279 -5,922 4,633 -1,289 120,451  259,692 -39,241 220,451
    MDAX long Dürr 394.22 13.345   7/02/12 12.465 -4,914 5,261 347 120,798  254,778 -33,980 220,798
    OMXS 30 short ABB 228.70 14.168 11.765 5/14/12 12.967 -2,965 2,691 -275 120,524  251,813 -31,289 220,524
      Nokia 1,268.17 1.752 3.121 5/14/12 2.338 -2,965 3,958 993 121,516  248,847 -27,331 221,516
  Buy Kospi 50 long Amorepacific Group 185.51 26.166   10/20/14 87.497 4,854        253,702 -32,185  
    MDAX short Ströer Media 612.34 7.927   8/06/12 7.080 4,854        258,556 -37,039  
    OMXS 30 long Electrolux 136.95 17.722   6/24/13 19.030 2,427        260,983 -39,466  
      Swedbank 176.01 13.789   6/24/13 16.871 2,427        263,409 -41,893  
7/30/12 Sell FTSE short Aviva 14.74 382.206 286.108 6/04/12 334.157 -4,925 4,217 -708 120,808  258,484 -37,676 220,808
    NZX 50 KMD Brands 6,209.50 0.992 0.916 5/21/12 0.954 -5,922 5,686 -236 120,572  252,562 -31,990 220,572
  Buy FTSE long Ashtead 14.15 333.248   8/24/15 1,199.890 4,715        257,277 -36,706  
8/06/12 Sell MDAX short Ströer Media 612.34 7.080 8.875 7/23/12 7.927 -4,854 5,435 581 121,153  252,423 -31,271 221,153
    FT 30 Man Group 57.44 106.958 99.561 5/14/12 103.259 -5,931 5,719 -212 120,940  246,492 -25,552 220,940
  Buy MDAX long Dürr 352.95 13.838   10/29/12 14.790 4,884        251,376 -30,436  
    FT 30 Ferguson 1.59 3,068.570   6/24/13 3,452.810 4,879        256,255 -35,315  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/13/12 Sell France short Solocal 3.86 1,038.280 2,100.620 4/23/12 1,476.830 -5,701 8,108 2,408 123,348  250,555 -27,207 223,348
    Nordic 30 Nokia 2,245.00 2.220 2.595 5/07/12 2.400 -5,388 5,825 437 123,785  245,167 -21,382 223,785
    Topix (FRA) Mazda Motor 764.40 4.800 8.694 3/19/12 6.460 -4,938 6,646 1,708 125,493  240,229 -14,736 225,493
  Buy France long Eurofins Scientific 508.74 10.355   4/22/13 15.325 5,268        245,497 -20,004  
    Nordic 30 Pandora 470.68 11.192   6/03/13 26.264 5,268        250,765 -25,272  
    Topix (FRA) Softbank Group 326.41 16.139   9/03/12 15.996 5,268        256,033 -30,540  
8/20/12 Sell HSI short China Unicom 4,981.91 1.370 1.008 5/21/12 1.189 -5,922 5,021 -901 124,592  250,111 -25,519 224,592
    IBEX 35 Sacyr 1,495.17 1.284 8.553 2/13/12 3.314 -4,955 12,789 7,834 132,426  245,156 -12,730 232,426
    OMXH 25 Outokumpu 526.85 6.980 19.345 4/09/12 11.620 -6,122 10,192 4,070 136,495  239,034 -2,538 236,495
    TSX 60 BlackBerry 585.52 5.638 18.115 4/16/12 10.106 -5,917 10,607 4,690 141,185  233,116 8,069 241,185
    PSI 20 Banco Comercial 8,808.08 0.452 0.960 4/02/12 0.659 -5,801 8,452 2,651 143,836  227,315 16,521 243,836
  Buy HSI long Galaxy Entertainment 2,766.65 2.352   4/22/13 3.135 6,508        233,823 10,013  
    IBEX 35 Grifols 579.00 11.240   11/05/12 13.025 6,508        240,331 3,505  
    OMXH 25 Huhtamäki 547.35 11.890   10/22/12 12.450 6,508        246,839 -3,003  
    TSX 60 Couche-Tard 973.52 6.685   4/22/13 7.405 6,508        253,347 -9,511  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,134.48 2.490 2.736 5/21/12 2.610 -2,961 3,104 143 143,979  250,386 -6,407 243,979
      Smurfit Kappa 533.51 6.550 4.550 5/21/12 5.550 -2,961 2,427 -534 143,445  247,425 -3,980 243,445
    MerVal YPF 424.25 14.446 12.421 4/23/12 13.433 -5,699 5,269 -430 143,016  241,726 1,289 243,016
  Buy ISEQ 20 long Kerry 81.25 37.580   6/17/13 42.250 3,053        244,780 -1,764  
      Smurfit Kappa 466.18 6.550   6/17/13 12.270 3,053        247,833 -4,817  
9/03/12 Sell S&P 100 long Biogen 39.77 116.954   1/09/12 90.342 -3,593 4,651 1,058 144,074  244,240 -166 244,074
    AEX short ArcelorMittal 158.07 35.565 42.177 4/09/12 38.730 -6,122 6,667 545 144,619  238,118 6,501 244,619
    OBX 25 REC Silicon 1,713.42 2.359 5.080 5/14/12 3.462 -5,931 8,704 2,773 147,392  232,187 15,204 247,392
    Athex LC Public Power 3,817.42 1.330 1.806 4/16/12 1.550 -5,917 6,896 979 148,371  226,270 22,100 248,371
    Topix (FRA) long Softbank Group 326.41 15.996   8/13/12 16.139 -5,268 5,221 -47 148,324  221,002 27,321 248,324
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 HP 510.03 13.511   9/17/12 13.872 6,891        227,893 20,430  
    OBX 25 long Grieg Seafood 5,024.79 1.371   1/07/13 1.707 6,891        234,784 13,539  
    Athex LC Alpha Bank 102.85 67.000   3/25/13 37.850 6,891        241,675 6,649  
    MerVal short Pampa Energía 40,993.46 0.168   9/10/12 0.164 6,891        248,566 -242  
    Topix (FRA) Kansai Electric Pwr 1,208.52 5.702   3/11/13 6.145 6,891        255,457 -7,133  
9/10/12 Sell Germany short SolarWorld 25.07 182.550 306.524 5/14/12 236.550 -5,930 7,685 1,754 150,078  249,527 551 250,078
    MerVal Pampa Energía 40,993.46 0.164 0.172 9/03/12 0.168 -6,891 7,063 172 150,250  242,636 7,614 250,250
    CAC Mid 60 Vallourec 4.29 1,453.800 1,311.000 5/14/12 1,382.400 -5,931 5,624 -306 149,944  236,706 13,238 249,944
    Indices Athex Large Cap 2.92 2,671.700 1,384.500 5/21/12 2,028.100 -5,922 4,043 -1,879 148,065  230,783 17,281 248,065
  Buy Germany long ADLER Real Estate 5,621.19 1.180   6/24/13 2.050 6,633        237,416 10,648  
    CAC Mid 60 Eurofins Scientific 603.00 11.000   4/22/13 15.325 6,633        244,049 4,015  
    Indices OMXC 20 99.89 66.404   6/17/13 70.001 6,633        250,683 -2,618  
9/17/12 Sell S&P 100 short HP 510.03 13.872 13.150 9/03/12 13.511 -6,891 6,707 -184 147,880  243,792 4,089 247,880
    HSI-Fin HK Exchgs & Clrg 522.28 11.718 10.994 5/14/12 11.356 -5,931 5,742 -189 147,691  237,861 9,831 247,691
    HSI-C&I Citic Pacific 4,999.16 0.959 1.464 5/21/12 1.185 -5,922 7,317 1,395 149,087  231,939 17,148 249,087
    DJTA long Delta Air Lines 559.67 7.031   7/02/12 8.780 -4,914 3,935 -979 148,108  227,025 21,083 248,108
  Buy S&P 100 Gilead Sciences 268.49 25.063   10/13/14 79.611 6,729        233,754 14,354  
    CAC 40 Credit Agricole 1,124.50 5.984   9/24/12 5.714 6,729        240,483 7,625  
    HSI-Fin Bank of China (HK) 2,819.26 2.387   5/13/13 2.748 6,729        247,212 896  
    HSI-C&I Galaxy Entertainment 2,768.00 2.431   4/08/13 3.018 6,729        253,941 -5,833  
    DJTA short Expeditors Wash 229.55 29.314   9/24/12 28.398 6,729        260,670 -12,562  
9/24/12 Sell CAC 40 long Credit Agricole 1,124.50 5.714   9/17/12 5.984 -6,729 6,425 -304 147,804  253,941 -6,137 247,804
    DJTA short Expeditors Wash 229.55 28.398 30.259 9/17/12 29.314 -6,729 6,946 217 148,021  247,212 809 248,021
  Buy   long Avis Budget 500.84 12.419   7/20/15 38.916 6,220        253,432 -5,411  
10/01/12 Buy CAC Next 20 short Hermes International 28.68 211.450   12/10/12 235.500 6,064        259,496 -11,475  
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 1,630.72 3.626   2/02/15 2.756 5,913        265,409 -17,388  
    MerVal Pampa Energía 39,210.88 0.151   10/22/12 0.141 5,913        271,322 -23,301  
10/22/12 Sell BEL 20 long Galapagos 410.12 16.900   6/25/12 12.250 -5,024 6,931 1,907 149,928  266,298 -16,370 249,928
    OMXH 25 Huhtamäki 547.35 12.450   8/20/12 11.890 -6,508 6,815 307 150,235  259,790 -9,555 250,235
    MerVal short Pampa Energía 39,210.88 0.141 0.161 10/15/12 0.151 -5,913 6,329 416 150,650  253,877 -3,227 250,650
    DJ Global Titans long Apple 284.35 17.386   5/28/12 16.307 -4,637 4,944 307 150,957  249,240 1,717 250,957
  Buy BEL 20 short Bekaert 292.68 21.580   11/12/12 21.290 6,316        255,556 -4,599  
    OMXH 25 Outokumpu 976.20 6.470   11/05/12 6.200 6,316        261,872 -10,915  
    DJ Global Titans Telefónica 601.52 10.500   10/29/12 10.070 6,316        268,188 -17,231  
10/29/12 Sell MDAX long Dürr 352.95 14.790   8/06/12 13.838 -4,884 5,220 336 151,293  263,304 -12,011 251,293
    SDAX short Klöckner 755.94 7.058 8.695 5/21/12 7.834 -5,922 6,573 651 151,944  257,382 -5,438 251,944
    DJ Global Titans Telefónica 601.52 10.070 10.948 10/22/12 10.500 -6,316 6,586 270 152,214  251,066 1,148 252,214
  Buy MDAX Ströer Media 955.35 6.630   1/14/13 6.901 6,334        257,400 -5,186  
    SDAX long ADLER Real Estate 4,008.86 1.580   11/26/12 1.285 6,334        263,734 -11,520  
    MerVal short Pampa Energía 43,743.09 0.145   12/24/12 0.147 6,334        270,068 -17,854  
    DJ Global Titans long Bank of America 879.28 7.204   12/16/13 11.075 6,334        276,402 -24,188  
11/05/12 Sell MIB short UnipolSai 493.96 0.935 28.146 6/27/11 5.130 -2,534 13,903 11,369 163,583  273,868 -10,285 263,583
    IBEX 35 long Grifols 579.00 13.025   8/20/12 11.240 -6,508 7,541 1,034 164,617  267,360 -2,743 264,617
    OMXH 25 short Outokumpu 976.20 6.200 6.752 10/22/12 6.470 -6,316 6,591 275 164,892  261,044 3,848 264,892
  Buy MIB long Azimut 722.06 9.304   8/04/14 18.460 6,718        267,762 -2,870  
    OMXH 25 Konecranes 266.06 25.250   11/12/12 24.380 6,718        274,480 -9,588  
11/12/12 Sell BEL 20 short Bekaert 292.68 21.290 21.874 10/22/12 21.580 -6,316 6,402 86 164,978  268,164 -3,186 264,978
    OMXH 25 long Konecranes 266.06 24.380   11/05/12 25.250 -6,718 6,487 -231 164,747  261,446 3,300 264,747
  Buy BEL 20 Galapagos 396.27 16.910   6/24/13 14.210 6,701        268,147 -3,401  
    OMXH 25 short Outokumpu 1,043.77 6.420   12/31/12 7.400 6,701        274,848 -10,102  
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 100.24 54.864   6/18/12 46.620 -4,673 5,500 826 165,573  270,175 -4,602 265,573
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.143 8.148 7/16/12 7.629 -4,807 5,134 327 165,900  265,368 532 265,900
  Buy PSI 20 Impresa 22,965.52 0.290   12/17/12 0.300 6,660        272,028 -6,128  
    SMI Julius Bär 254.97 26.121   12/17/12 27.324 6,660        278,688 -12,788  
    Nikkei (TYO) long Subaru 814.61 8.176   10/07/13 20.003 6,660        285,348 -19,448  
11/26/12 Sell SDAX long ADLER Real Estate 4,008.86 1.285   10/29/12 1.580 -6,334 5,151 -1,183 164,717  279,014 -14,297 264,717
    SLI short Lonza 165.17 36.099 32.909 4/23/12 34.504 -5,699 5,436 -263 164,454  273,315 -8,861 264,454
  Buy SDAX Deutz 1,965.85 3.250   12/10/12 3.138 6,389        279,704 -15,250  
    SLI long Swiss Life 61.30 104.219   6/24/13 120.698 6,389        286,093 -21,639  
12/10/12 Sell SSE 50 short China Unicom 9,731.23 0.413 0.620 6/04/12 0.506 -4,924 6,029 1,105 165,559  281,169 -15,610 265,559
    SDAX Deutz 1,965.85 3.138 3.366 11/26/12 3.250 -6,389 6,617 228 165,787  274,780 -8,993 265,787
    CAC Next 20 Hermes International 28.68 235.500 187.400 10/01/12 211.450 -6,064 5,375 -690 165,097  268,715 -3,618 265,097
  Buy SSE 50 long China Rwy Constr 9,128.49 0.716   4/29/13 0.634 6,536        275,251 -10,154  
    CAC 40 Societe Generale 226.83 28.815   1/14/13 34.140 6,536        281,787 -16,691  
    SDAX ADLER Real Estate 4,668.57 1.400   6/10/13 2.099 6,536        288,323 -23,227  
12/17/12 Sell PSI 20 short Impresa 22,965.52 0.300 0.280 11/19/12 0.290 -6,660 6,430 -230 164,867  281,663 -16,796 264,867
    SMI Julius Bär 254.97 27.324 24.917 11/19/12 26.121 -6,660 6,353 -307 164,560  275,003 -10,443 264,560
  Buy   long Richemont 105.99 59.929   10/14/13 74.199 6,352        281,355 -16,795  
12/24/12 Sell MerVal short Pampa Energía 43,743.09 0.147 0.143 10/29/12 0.145 -6,334 6,242 -92 164,468  275,021 -10,553 264,468
  Buy   long Gr Fin Galicia 9,100.95 0.697   5/27/13 0.697 6,347        281,368 -16,900  
12/31/12 Sell OMXH 25 short Outokumpu 1,043.77 7.400 5.440 11/12/12 6.420 -6,701 5,678 -1,023 163,446  274,667 -11,222 263,446
  Buy   long Orion 284.01 22.200   3/18/13 22.000 6,305        280,972 -17,527  
1/07/13 Sell OBX 25 long Grieg Seafood 5,024.79 1.707   9/03/12 1.371 -6,891 8,576 1,685 165,130  274,081 -8,951 265,130
    Nikkei (FRA) short Nippon Sheet Glass 328.04 9.100 8.980 5/14/12 9.040 -2,965 2,946 -20 165,111  271,116 -6,005 265,111
      Sharp 76.77 23.550 63.366 5/14/12 38.630 -2,966 4,865 1,899 167,010  268,150 -1,140 267,010
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 long Mediaset Esp 1,166.78 5.696   2/04/13 5.150 6,646        274,796 -7,786  
    OBX 25 short REC Silicon 3,687.51 1.802   1/21/13 1.488 6,646        281,442 -14,432  
    Nikkei (FRA) long Subaru 335.66 9.900   1/14/13 9.907 3,323        284,765 -17,755  
      Shinsei Bank 213.01 15.600   1/14/13 13.840 3,323        288,088 -21,078  
1/14/13 Sell CAC 40 long Societe Generale 226.83 34.140   12/10/12 28.815 -6,536 7,744 1,208 168,218  281,552 -13,334 268,218
    MDAX short Ströer Media 955.35 6.901 6.359 10/29/12 6.630 -6,334 6,075 -259 167,959  275,218 -7,259 267,959
    Nikkei (FRA) long Subaru 335.66 9.907   1/07/13 9.900 -3,323 3,325 2 167,961  271,895 -3,934 267,961
      Shinsei Bank 213.01 13.840   1/07/13 15.600 -3,323 2,948 -375 167,586  268,572 -986 267,586
  Buy CAC 40 short Engie 431.95 15.430   1/28/13 15.390 6,665        275,237 -7,651  
    Nikkei (FRA) Screen 171.03 19.485   2/11/13 16.805 3,333        278,570 -10,983  
1/21/13 Sell OBX 25 short REC Silicon 3,687.51 1.488 2.182 1/07/13 1.802 -6,646 8,048 1,402 168,988  271,924 -2,936 268,988
  Buy   long Grieg Seafood 3,830.34 1.736   1/28/13 1.688 6,651        278,575 -9,587  
1/28/13 Sell CAC 40 short Engie 431.95 15.390 15.470 1/14/13 15.430 -6,665 6,682 17 169,005  271,910 -2,904 269,005
    OBX 25 long Grieg Seafood 3,830.34 1.688   1/21/13 1.736 -6,651 6,466 -185 168,820  265,259 3,562 268,820
  Buy CAC 40 Credit Agricole 877.22 7.762   2/11/13 7.414 6,809        272,068 -3,247  
    OBX 25 short REC Silicon 4,401.99 1.547   2/25/13 1.312 6,809        278,877 -10,056  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,166.78 5.150   1/07/13 5.696 -6,646 6,009 -637 168,183  272,231 -4,048 268,183
2/11/13 Sell CAC 40 long Credit Agricole 877.22 7.414   1/28/13 7.762 -6,809 6,504 -305 167,878  265,422 2,456 267,878
    Nikkei (FRA) short Screen 171.03 16.805 22.592 1/14/13 19.485 -3,333 3,864 531 168,409  262,089 6,320 268,409
    GCX REC Silicon 1,638.26 1.027 11.783 4/23/12 3.479 -5,699 19,304 13,605 182,014  256,390 25,624 282,014
  Buy CAC 40 Orange 975.52 7.883   2/25/13 7.479 7,690        264,080 17,934  
    ÖkoDAX (deprecated) long PNE Wind 2,756.27 2.790   4/29/13 2.700 7,690        271,770 10,244  
    Nikkei (FRA) Subaru 356.02 10.800   8/26/13 18.441 3,845        275,615 6,399  
      Mazda Motor 308.96 12.445   8/26/13 15.485 3,845        279,460 2,554  
    GCX SunPower 1,088.82 7.063   11/25/13 21.795 7,690        287,150 -5,136  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/18/13 Buy GEX long MBB 374.11 18.500   4/22/13 17.650 6,921        294,071 -12,057  
2/25/13 Sell CAC 40 short Orange 975.52 7.479 8.309 2/11/13 7.883 -7,690 8,105 415 182,430  286,381 -3,952 282,430
    OBX 25 REC Silicon 4,401.99 1.312 1.824 1/28/13 1.547 -6,809 8,031 1,222 183,651  279,572 4,079 283,651
  Buy CAC 40 long Credit Agricole 962.27 7.475   4/22/13 6.300 7,193        286,765 -3,114  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        293,958 -10,307  
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,208.52 6.145 5.259 9/03/12 5.702 -6,891 6,356 -535 183,116  287,067 -3,952 283,116
  Buy   long Mazda Motor 564.87 12.355   4/01/13 11.250 6,979        294,046 -10,931  
3/18/13 Sell OMXH 25 long Orion 284.01 22.000   12/31/12 22.200 -6,305 6,248 -57 183,059  287,741 -4,682 283,059
  Buy   short Outokumpu 1,260.69 5.520   9/16/13 4.600 6,959        294,700 -11,641  
3/25/13 Sell Athex LC long Alpha Bank 102.85 37.850   9/03/12 67.000 -6,891 3,893 -2,998 180,061  287,809 -7,748 280,061
  Buy   short Eurobank Ergasias 26.18 260.000   9/30/13 50.000 6,807        294,616 -14,555  
4/01/13 Sell Topix (FRA) long Mazda Motor 564.87 11.250   3/11/13 12.355 -6,979 6,355 -624 179,437  287,637 -8,200 279,437
  Buy   short Nidec 619.04 10.953   4/15/13 10.948 6,780        294,417 -14,981  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,768.00 3.018   9/17/12 2.431 -6,729 8,355 1,626 181,063  287,688 -6,626 281,063
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 180,766  280,495 271 280,766
    Topix (FRA) short Nidec 619.04 10.948 10.957 4/01/13 10.953 -6,780 6,783 3 180,769  273,715 7,054 280,769
  Buy OBX 25 Frontline 970.61 7.413   10/21/13 8.829 7,195        280,910 -141  
    Topix (FRA) long Mazda Motor 614.69 11.705   6/03/13 14.600 7,195        288,105 -7,336  
4/22/13 Sell France long Eurofins Scientific 508.74 15.325   8/13/12 10.355 -5,268 7,796 2,528 183,297  282,837 460 283,297
    HSI Galaxy Entertainment 2,766.65 3.135   8/20/12 2.352 -6,508 8,673 2,165 185,462  276,329 9,133 285,462
    CAC 40 Credit Agricole 962.27 6.300   2/25/13 7.475 -7,193 6,062 -1,131 184,331  269,136 15,195 284,331
    TSX 60 Couche-Tard 973.52 7.405   8/20/12 6.685 -6,508 7,209 701 185,032  262,628 22,404 285,032
    CAC Mid 60 Eurofins Scientific 603.00 15.325   9/10/12 11.000 -6,633 9,241 2,608 187,640  255,995 31,645 287,640
    GEX MBB 374.11 17.650   2/18/13 18.500 -6,921 6,603 -318 187,322  249,074 38,248 287,322
  Buy France short ArcelorMittal 309.63 26.286   5/06/13 29.061 8,139        257,213 30,109  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI China Shenhua HK 3,199.04 2.544   9/16/13 2.475 8,139        265,352 21,970  
    CAC 40 ArcelorMittal 309.63 26.286   8/05/13 28.620 8,139        273,491 13,831  
    TSX 60 Barrick Gold 562.72 14.464   9/30/13 13.729 8,139        281,630 5,692  
    CAC Mid 60 CGG 16.35 497.920   4/29/13 532.320 8,141        289,771 -2,449  
    GEX YOC 1,612.00 5.049   9/23/13 2.219 8,139        297,910 -10,588  
4/29/13 Sell SSE 50 long China Rwy Constr 9,128.49 0.634   12/10/12 0.716 -6,536 5,790 -746 186,576  291,374 -4,798 286,576
    ÖkoDAX (deprecated) PNE Wind 2,756.27 2.700   2/11/13 2.790 -7,690 7,442 -248 186,328  283,684 2,644 286,328
    CAC Mid 60 short CGG 16.35 532.320 463.520 4/22/13 497.920 -8,141 7,579 -562 185,766  275,543 10,223 285,766
  Buy SSE 50 China Northern Rare 3,259.47 2.270   5/06/13 2.286 7,399        282,942 2,824  
    ÖkoDAX (deprecated) SolarWorld 69.77 106.050   4/13/15 14.550 7,399        290,341 -4,575  
5/06/13 Sell France short ArcelorMittal 309.63 29.061 23.511 4/22/13 26.286 -8,139 7,280 -859 184,907  282,202 2,705 284,907
    SSE 50 China Northern Rare 3,259.47 2.286 2.254 4/29/13 2.270 -7,399 7,347 -52 184,854  274,803 10,051 284,854
  Buy   long China Minsheng Bk 7,010.94 1.052   5/13/13 1.064 7,372        282,175 2,679  
5/13/13 Sell   long China Minsheng Bk 7,010.94 1.064   5/06/13 1.052 -7,372 7,461 89 184,943  274,803 10,140 284,943
    HSI-Fin Bank of China (HK) 2,819.26 2.748   9/17/12 2.387 -6,729 7,746 1,017 185,960  268,074 17,886 285,960
  Buy SSE 50 short China Northern Rare 3,207.91 2.368   11/04/13 2.137 7,596        275,670 10,290  
    HSI-Fin Ping An 2,535.38 2.996   10/14/13 2.804 7,596        283,266 2,694  
5/27/13 Sell MerVal long Gr Fin Galicia 9,100.95 0.697   12/24/12 0.697 -6,347 6,341 -6 185,954  276,919 9,035 285,954
  Buy   short Pampa Energía 45,294.84 0.163   6/10/13 0.158 7,374        284,293 1,661  
6/03/13 Sell Nordic 30 long Pandora 470.68 26.264   8/13/12 11.192 -5,268 12,362 7,094 193,048  279,025 14,023 293,048
    Topix (FRA) Mazda Motor 614.69 14.600   4/15/13 11.705 -7,195 8,974 1,780 194,827  271,830 22,997 294,827
  Buy Nordic 30 short Equinor 458.18 17.340   7/29/13 16.264 7,945        279,775 15,052  
    Topix (FRA) Inpex 998.99 7.953   11/18/13 8.519 7,945        287,720 7,107  
6/10/13 Sell SDAX long ADLER Real Estate 4,668.57 2.099   12/10/12 1.400 -6,536 9,799 3,263 198,091  281,184 16,907 298,091
    HSI-Prop China Ov Land & Inv 1,406.55 2.124   1/16/12 1.541 -2,167 2,987 820 198,911  279,017 19,894 298,911
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      China Res Land 1,533.86 2.183   1/16/12 1.413 -2,168 3,348 1,180 200,091  276,849 23,242 300,091
    MerVal short Pampa Energía 45,294.84 0.158 0.168 5/27/13 0.163 -7,374 7,591 217 200,308  269,475 30,833 300,308
    STI long ThaiBev 23,157.40 0.382   7/02/12 0.212 -4,914 8,837 3,923 204,231  264,561 39,670 304,231
  Buy France short ArcelorMittal 304.96 28.191   7/08/13 26.415 8,597        273,158 31,073  
    SDAX Hypoport 1,149.33 7.480   9/30/13 8.120 8,597        281,755 22,476  
    HSI-Prop Hang Lung 1,673.74 2.568   11/18/13 2.531 4,299        286,054 18,177  
      Sino Land 3,994.52 1.076   11/18/13 1.043 4,299        290,352 13,879  
    MerVal long Telecom Argentina 2,269.66 3.788   6/17/13 3.268 8,597        298,949 5,282  
    CAC Mid 60 short CGG 15.32 561.120   8/05/13 575.840 8,596        307,546 -3,315  
6/17/13 Sell ISEQ 20 long Kerry 81.25 42.250   8/27/12 37.580 -3,053 3,433 379 204,610  304,492 118 304,610
      Smurfit Kappa 466.18 12.270   8/27/12 6.550 -3,053 5,720 2,667 207,277  301,439 5,838 307,277
    MerVal Telecom Argentina 2,269.66 3.268   6/10/13 3.788 -8,597 7,417 -1,180 206,097  292,842 13,256 306,097
    Indices OMXC 20 99.89 70.001   9/10/12 66.404 -6,633 6,992 359 206,457  286,209 20,248 306,457
  Buy ISEQ 20 short C&C Group 964.68 4.233   7/29/13 4.100 4,083        290,292 16,165  
      CRH 261.24 15.631   7/29/13 15.994 4,083        294,376 12,081  
    PSI 20 long Teixeira Duarte 15,124.07 0.540   6/24/13 0.570 8,167        302,543 3,914  
    MerVal short Comercial del Plata 116,173.54 0.070   8/12/13 0.067 8,167        310,710 -4,253  
6/24/13 Sell Germany long ADLER Real Estate 5,621.19 2.050   9/10/12 1.180 -6,633 11,523 4,890 211,347  304,077 7,271 311,347
    BEL 20 Galapagos 396.27 14.210   11/12/12 16.910 -6,701 5,631 -1,070 210,277  297,376 12,902 310,277
    PSI 20 Teixeira Duarte 15,124.07 0.570   6/17/13 0.540 -8,167 8,621 454 210,731  289,209 21,522 310,731
    OMXC 20 Genmab 567.61 22.604   7/16/12 8.469 -4,807 12,830 8,023 218,754  284,402 34,353 318,754
    OMXS 30 Electrolux 136.95 19.030   7/23/12 17.722 -2,427 2,606 179 218,933  281,975 36,959 318,933
      Swedbank 176.01 16.871   7/23/12 13.789 -2,427 2,969 543 219,476  279,548 39,928 319,476
    FT 30 Ferguson 1.59 3,452.810   8/06/12 3,068.570 -4,879 5,490 611 220,087  274,669 45,418 320,087
    SLI Swiss Life 61.30 120.698   11/26/12 104.219 -6,389 7,399 1,010 221,097  268,280 52,817 321,097
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany short SolarWorld 101.65 91.950   7/29/13 77.250 9,347        277,627 43,470  
    MDAX Salzgitter 367.92 25.405   7/01/13 25.340 9,347        286,974 34,123  
    BEL 20 Aperam 1,123.44 8.320   7/15/13 8.461 9,347        296,321 24,776  
    OMXC 20 FLSmidth 266.81 35.032   7/01/13 34.376 9,347        305,668 15,429  
    OMXS 30 Boliden 489.41 9.549   7/08/13 9.256 4,673        310,341 10,756  
      Tele2 532.40 8.778   7/08/13 9.227 4,673        315,015 6,082  
    FT 30 Man Group 98.13 95.252   7/01/13 100.211 9,347        324,362 -3,265  
    SLI Kühne & Nagel 115.19 81.145   7/08/13 90.725 9,347        333,709 -12,612  
    BAX SFC Energy 1,967.79 4.750   7/01/13 4.650 9,347        343,056 -21,959  
7/01/13 Sell MDAX short Salzgitter 367.92 25.340 25.470 6/24/13 25.405 -9,347 9,371 24 221,121  333,709 -12,588 321,121
    OMXC 20 FLSmidth 266.81 34.376 35.701 6/24/13 35.032 -9,347 9,525 178 221,299  324,362 -3,062 321,299
    FT 30 Man Group 98.13 100.211 90.294 6/24/13 95.252 -9,347 8,861 -487 220,813  315,015 5,798 320,813
    BAX SFC Energy 1,967.79 4.650 4.852 6/24/13 4.750 -9,347 9,548 201 221,014  305,668 15,346 321,014
  Buy MDAX long Dürr 350.41 23.998   7/28/14 30.355 8,409        314,077 6,937  
    OMXC 20 Vestas Wind Systems 3,895.76 2.159   9/01/14 6.373 8,409        322,486 -1,472  
    FT 30 Lloyds Bank 112.31 74.871   9/09/13 90.907 8,409        330,895 -9,881  
    BAX Morphosys 190.49 44.145   4/14/14 58.270 8,409        339,304 -18,290  
7/08/13 Sell France short ArcelorMittal 304.96 26.415 30.086 6/10/13 28.191 -8,597 9,175 578 221,592  330,707 -9,115 321,592
    OMXS 30 Boliden 489.41 9.256 9.852 6/24/13 9.549 -4,673 4,822 148 221,740  326,033 -4,293 321,740
      Tele2 532.40 9.227 8.329 6/24/13 8.778 -4,673 4,434 -239 221,501  321,360 141 321,501
    SLI Kühne & Nagel 115.19 90.725 71.565 6/24/13 81.145 -9,347 8,244 -1,104 220,398  312,013 8,385 320,398
  Buy OMXS 30 long Nokia 1,290.02 3.186   10/13/14 6.407 4,109        316,122 4,276  
      Kinnevik 187.93 21.868   10/13/14 22.475 4,110        320,232 166  
    SLI Lonza 136.53 60.201   8/12/13 56.494 8,219        328,451 -8,053  
7/15/13 Sell BEL 20 short Aperam 1,123.44 8.461 8.179 6/24/13 8.320 -9,347 9,189 -158 220,239  319,104 1,135 320,239
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long KBC 256.27 31.350   10/13/14 40.740 8,034        327,138 -6,899  
7/29/13 Sell Germany short SolarWorld 101.65 77.250 109.447 6/24/13 91.950 -9,347 11,125 1,779 222,018  317,791 4,227 322,018
    ATX long Österreichische Post 194.05 31.600   6/25/12 25.890 -5,024 6,132 1,108 223,126  312,767 10,359 323,126
    ISEQ 20 short C&C Group 964.68 4.100 4.370 6/17/13 4.233 -4,083 4,216 132 223,258  308,684 14,575 323,258
      CRH 261.24 15.994 15.268 6/17/13 15.631 -4,083 3,989 -95 223,164  304,600 18,563 323,164
    Nordic 30 Equinor 458.18 16.264 18.488 6/03/13 17.340 -7,945 8,471 526 223,689  296,655 27,034 323,689
  Buy ATX Raiffeisen Bank Int 379.81 23.085   10/21/13 25.350 8,768        305,423 18,266  
    ISEQ 20 long FBD 281.03 15.600   8/05/13 16.650 4,384        309,807 13,882  
      Smurfit Kappa 306.57 14.300   8/05/13 15.150 4,384        314,191 9,498  
    Nordic 30 Pandora 305.30 28.719   4/28/14 46.257 8,768        322,959 730  
8/05/13 Sell CAC 40 short ArcelorMittal 309.63 28.620 23.952 4/22/13 26.286 -8,139 7,416 -723 222,967  314,820 8,147 322,967
    ISEQ 20 long FBD 281.03 16.650   7/29/13 15.600 -4,384 4,679 295 223,262  310,436 12,826 323,262
      Smurfit Kappa 306.57 15.150   7/29/13 14.300 -4,384 4,645 261 223,522  306,052 17,470 323,522
    CAC Mid 60 short CGG 15.32 575.840 546.400 6/10/13 561.120 -8,596 8,371 -226 223,297  297,456 25,841 323,297
  Buy ISEQ 20 C&C Group 1,053.85 4.141   9/09/13 4.285 4,364        301,820 21,477  
      Flutter 71.54 61.000   9/09/13 61.200 4,364        306,184 17,113  
8/12/13 Sell MerVal short Comercial del Plata 116,173.54 0.067 0.074 6/17/13 0.070 -8,167 8,574 407 223,704  298,017 25,687 323,704
    SLI long Lonza 136.53 56.494   7/08/13 60.201 -8,219 7,713 -506 223,198  289,798 33,400 323,198
  Buy MerVal Telecom Argentina 2,114.63 4.215   2/10/14 2.998 8,914        298,712 24,486  
    Indices Merval 17.78 501.316   8/04/14 750.468 8,913        307,625 15,573  
8/26/13 Sell Nikkei (FRA) long Subaru 356.02 18.441   2/11/13 10.800 -3,845 6,565 2,720 225,918  303,780 22,138 325,918
      Mazda Motor 308.96 15.485   2/11/13 12.445 -3,845 4,784 939 226,857  299,935 26,922 326,857
  Buy PSI 20 Teixeira Duarte 13,200.00 0.670   9/02/13 0.650 8,844        308,779 18,078  
    Nikkei (FRA) short Nikon 336.27 13.150   9/09/13 12.596 4,422        313,201 13,656  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,200.00 0.650   8/26/13 0.670 -8,844 8,580 -264 226,593  304,357 22,236 326,593
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/09/13 Sell ISEQ 20 short C&C Group 1,053.85 4.285 3.997 8/05/13 4.141 -4,364 4,212 -152 226,441  299,993 26,448 326,441
      Flutter 71.54 61.200 60.800 8/05/13 61.000 -4,364 4,350 -14 226,427  295,629 30,798 326,427
    FT 30 long Lloyds Bank 112.31 90.907   7/01/13 74.871 -8,409 10,210 1,801 228,228  287,220 41,008 328,228
    Nikkei (FRA) short Nikon 336.27 12.596 13.728 8/26/13 13.150 -4,422 4,616 195 228,423  282,798 45,624 328,423
  Buy ISEQ 20 long Bank of Ireland 660.38 7.080   10/14/13 6.960 4,675        287,474 40,949  
      Smurfit Kappa 293.13 15.950   10/14/13 17.020 4,675        292,149 36,273  
    PSI 20 Impresa 13,751.47 0.680   9/16/13 0.670 9,351        301,500 26,922  
    FT 30 short Man Group 88.69 105.435   10/14/13 92.741 9,351        310,851 17,571  
    Nikkei (FRA) long Furukawa Co 279.47 16.730   9/30/13 17.160 4,676        315,527 12,896  
      Tokyo Electric Power 1,195.78 3.910   9/30/13 4.520 4,676        320,202 8,220  
9/16/13 Sell HSI short China Shenhua HK 3,199.04 2.475 2.615 4/22/13 2.544 -8,139 8,366 227 228,649  312,063 16,586 328,649
    OMXH 25 Outokumpu 1,260.69 4.600 6.624 3/18/13 5.520 -6,959 8,351 1,392 230,041  305,104 24,937 330,041
    PSI 20 long Impresa 13,751.47 0.670   9/09/13 0.680 -9,351 9,213 -138 229,904  295,753 34,150 329,904
  Buy HSI Galaxy Entertainment 1,700.61 5.352   12/23/13 6.370 9,101        304,854 25,049  
    OMXH 25 Nokia 1,928.18 4.720   10/21/13 5.265 9,101        313,955 15,948  
9/23/13 Sell GEX short YOC 1,612.00 2.219 11.488 4/22/13 5.049 -8,139 18,519 10,380 240,284  305,816 34,467 340,284
  Buy PSI 20 long Teixeira Duarte 14,193.94 0.660   12/09/13 0.920 9,368        315,184 25,099  
    GEX Manz 174.87 53.570   4/14/14 65.730 9,368        324,552 15,732  
9/30/13 Sell SDAX short Hypoport 1,149.33 8.120 6.840 6/10/13 7.480 -8,597 7,861 -736 239,548  315,955 23,593 339,548
    TSX 60 Barrick Gold 562.72 13.729 15.238 4/22/13 14.464 -8,139 8,574 435 239,983  307,816 32,167 339,983
    Athex LC Eurobank Ergasias 26.18 50.000 1,352.000 3/25/13 260.000 -6,807 35,395 28,589 268,572  301,009 67,563 368,572
    Nikkei (FRA) long Furukawa Co 279.47 17.160   9/09/13 16.730 -4,676 4,796 120 268,692  296,334 72,359 368,692
      Tokyo Electric Power 1,195.78 4.520   9/09/13 3.910 -4,676 5,405 729 269,422  291,658 77,763 369,422
  Buy SDAX ADLER Real Estate 3,789.49 2.950   10/14/13 3.079 11,179        302,837 66,584  
    HSI-C&I Galaxy Entertainment 2,160.57 5.174   2/03/14 7.265 11,179        314,016 55,405  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Bausch Health 145.41 76.879   9/29/14 102.197 11,179        325,195 44,226  
    Athex LC Aegean Airlines 2,661.67 4.200   1/27/14 7.210 11,179        336,374 33,047  
    Nikkei (FRA) short Nikon 427.33 13.080   11/04/13 13.433 5,589        341,964 27,458  
    CAC Next 20 SES 528.56 21.150   10/07/13 21.020 11,179        353,143 16,279  
10/07/13 Sell   short SES 528.56 21.020 21.281 9/30/13 21.150 -11,179 11,248 69 269,491  341,964 27,527 369,491
    Nikkei (TYO) long Subaru 814.61 20.003   11/19/12 8.176 -6,660 16,295 9,635 279,126  335,304 43,822 379,126
  Buy CAC Next 20 EDF 444.99 23.760   10/28/13 25.570 10,573        345,877 33,249  
    Nikkei (TYO) short Nikon 835.78 12.650   10/14/13 13.191 10,573        356,450 22,676  
10/14/13 Sell SDAX long ADLER Real Estate 3,789.49 3.079   9/30/13 2.950 -11,179 11,668 489 279,614  345,271 34,344 379,614
    HSI-Fin short Ping An 2,535.38 2.804 3.201 5/13/13 2.996 -7,596 8,116 520 280,134  337,675 42,460 380,134
    ISEQ 20 long Bank of Ireland 660.38 6.960   9/09/13 7.080 -4,675 4,596 -79 280,055  332,999 47,056 380,055
      Smurfit Kappa 293.13 17.020   9/09/13 15.950 -4,675 4,989 314 280,369  328,324 52,045 380,369
    FT 30 short Man Group 88.69 92.741 119.865 9/09/13 105.435 -9,351 10,631 1,280 281,649  318,973 62,676 381,649
    SMI long Richemont 105.99 74.199   12/17/12 59.929 -6,352 7,864 1,512 283,161  312,621 70,540 383,161
    Nikkei (TYO) short Nikon 835.78 13.191 12.110 10/07/13 12.650 -10,573 10,121 -452 282,709  302,048 80,661 382,709
  Buy HSI-Fin long AIA 3,158.73 3.667   1/06/14 3.604 11,584        313,632 69,077  
    ISEQ 20 short C&C Group 1,379.05 4.200   10/28/13 4.008 5,792        319,424 63,285  
      Flutter 101.69 56.960   10/28/13 56.500 5,792        325,216 57,493  
    FT 30 long ITV 53.16 217.888   12/02/13 228.772 11,583        336,799 45,910  
    Nikkei (TYO) Tokyo Electric Power 2,967.59 3.904   11/04/13 3.961 11,584        348,383 34,326  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.81 25.350 20.820 7/29/13 23.085 -8,768 7,908 -860 281,849  339,615 42,234 381,849
    OMXH 25 long Nokia 1,928.18 5.265   9/16/13 4.720 -9,101 10,152 1,051 282,900  330,514 52,386 382,900
    OBX 25 short Frontline 970.61 8.829 5.997 4/15/13 7.413 -7,195 5,821 -1,374 281,525  323,319 58,206 381,525
  Buy ATX long Wienerberger 841.41 13.065   8/11/14 11.525 10,993        334,312 47,213  
    SDAX ADLER Real Estate 3,676.59 2.990   3/31/14 5.100 10,993        345,305 36,220  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short YIT 1,104.82 9.950   10/28/13 10.035 10,993        356,298 25,227  
    OBX 25 long REC Silicon 3,101.95 3.544   12/16/13 2.538 10,993        367,291 14,234  
10/28/13 Sell ISEQ 20 short C&C Group 1,379.05 4.008 4.401 10/14/13 4.200 -5,792 6,069 277 281,803  361,499 20,304 381,803
      Flutter 101.69 56.500 57.424 10/14/13 56.960 -5,792 5,839 47 281,850  355,707 26,143 381,850
    OMXH 25 YIT 1,104.82 10.035 9.865 10/21/13 9.950 -10,993 10,899 -94 281,756  344,714 37,042 381,756
    CAC Next 20 long EDF 444.99 25.570   10/07/13 23.760 -10,573 11,378 805 282,562  334,141 48,421 382,562
  Buy ISEQ 20 Bank of Ireland 701.43 7.680   11/25/13 8.040 5,387        339,528 43,034  
      Smurfit Kappa 313.02 17.210   11/25/13 17.550 5,387        344,915 37,647  
    OMXH 25 Nokia 2,172.18 4.960   11/11/13 5.770 10,774        355,689 26,873  
    CAC Next 20 short STMicroelectronics 1,926.34 5.593   11/11/13 5.653 10,774        366,463 16,099  
11/04/13 Sell SSE 50 short China Northern Rare 3,207.91 2.137 2.623 5/13/13 2.368 -7,596 8,416 820 283,381  358,867 24,514 383,381
    Nikkei (FRA) Nikon 427.33 13.433 12.727 9/30/13 13.080 -5,589 5,439 -151 283,230  353,277 29,953 383,230
    Nikkei (TYO) long Tokyo Electric Power 2,967.59 3.961   10/14/13 3.904 -11,584 11,755 171 283,402  341,693 41,708 383,402
  Buy SSE 50 Shanghai Oriental 2,416.60 4.398   12/23/13 4.388 10,627        352,320 31,081  
    Nikkei (FRA) Softbank Group 186.11 28.550   12/16/13 30.884 5,313        357,634 25,768  
      Tokyo Electric Power 1,340.44 3.964   12/16/13 3.730 5,314        362,947 20,454  
    Nikkei (TYO) short Nikon 790.91 13.437   11/18/13 13.220 10,627        373,574 9,827  
11/11/13 Sell OMXH 25 long Nokia 2,172.18 5.770   10/28/13 4.960 -10,774 12,533 1,759 285,161  362,800 22,361 385,161
    CAC Next 20 short STMicroelectronics 1,926.34 5.653 5.533 10/28/13 5.593 -10,774 10,658 -116 285,045  352,026 33,019 385,045
  Buy OMXH 25 Outokumpu 2,986.00 3.500   12/02/13 3.690 10,451        362,477 22,568  
    CAC Next 20 long EDF 403.83 25.880   12/09/13 26.640 10,451        372,928 12,117  
11/18/13 Sell HSI-Prop short Hang Lung 1,673.74 2.531 2.606 6/10/13 2.568 -4,299 4,362 64 285,109  368,630 16,479 385,109
      Sino Land 3,994.52 1.043 1.110 6/10/13 1.076 -4,299 4,436 137 285,246  364,331 20,915 385,246
    Topix (FRA) Inpex 998.99 8.519 7.387 6/03/13 7.953 -7,945 7,380 -565 284,681  356,387 28,294 384,681
    Nikkei (TYO) Nikon 790.91 13.220 13.657 11/04/13 13.437 -10,627 10,801 174 284,855  345,759 39,095 384,855
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Prop long CK Hutchison 447.10 11.852   2/10/14 10.645 5,299        351,058 33,796  
      China Ov Land & Inv 2,283.36 2.321   2/10/14 1.876 5,299        356,357 28,497  
    Topix (FRA) Softbank Group 369.99 28.644   11/25/13 31.950 10,598        366,955 17,899  
    Nikkei (TYO) Minebea Mitsumi 2,110.61 5.021   3/03/14 6.187 10,598        377,553 7,301  
11/25/13 Sell ISEQ 20 long Bank of Ireland 701.43 8.040   10/28/13 7.680 -5,387 5,640 253 285,107  372,167 12,941 385,107
      Smurfit Kappa 313.02 17.550   10/28/13 17.210 -5,387 5,494 106 285,214  366,779 18,434 385,214
    Topix (FRA) Softbank Group 369.99 31.950   11/18/13 28.644 -10,598 11,821 1,223 286,437  356,181 30,255 386,437
    GCX SunPower 1,088.82 21.795   2/11/13 7.063 -7,690 23,731 16,041 302,477  348,491 53,986 402,477
  Buy ISEQ 20 short Flutter 101.76 56.070   12/02/13 56.450 5,706        354,197 48,280  
      Ryanair 978.31 5.832   12/02/13 6.109 5,706        359,903 42,575  
    Topix (FRA) Komatsu 729.46 15.643   6/09/14 16.815 11,411        371,314 31,164  
    GCX Aurubis 269.29 42.375   1/06/14 43.845 11,411        382,725 19,753  
12/02/13 Sell ISEQ 20 short Flutter 101.76 56.450 55.690 11/25/13 56.070 -5,706 5,667 -39 302,439  377,019 25,420 402,439
      Ryanair 978.31 6.109 5.555 11/25/13 5.832 -5,706 5,435 -271 302,168  371,314 30,854 402,168
    OMXH 25 Outokumpu 2,986.00 3.690 3.310 11/11/13 3.500 -10,451 9,884 -567 301,600  360,863 40,738 401,600
    FT 30 long ITV 53.16 228.772   10/14/13 217.888 -11,583 12,162 579 302,179  349,280 52,899 402,179
  Buy ISEQ 20 Bank of Ireland 682.01 8.340   4/14/14 8.250 5,688        354,968 47,211  
      Smurfit Kappa 329.93 17.240   4/14/14 17.010 5,688        360,656 41,523  
    OMXH 25 Nokia 1,925.20 5.909   12/09/13 5.850 11,376        372,032 30,147  
12/09/13 Sell   long Nokia 1,925.20 5.850   12/02/13 5.909 -11,376 11,262 -114 302,065  360,656 41,410 402,065
    PSI 20 Teixeira Duarte 14,193.94 0.920   9/23/13 0.660 -9,368 13,058 3,690 305,756  351,288 54,468 405,756
    CAC Next 20 EDF 403.83 26.640   11/11/13 25.880 -10,451 10,758 307 306,063  340,836 65,226 406,063
  Buy OMXH 25 short Metso 1,759.30 6.697   5/12/14 8.620 11,782        352,618 53,444  
    CAC Next 20 STMicroelectronics 2,161.83 5.450   1/13/14 5.763 11,782        364,400 41,662  
12/16/13 Sell OBX 25 long REC Silicon 3,101.95 2.538   10/21/13 3.544 -10,993 7,872 -3,121 302,941  353,407 49,534 402,941
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Softbank Group 186.11 30.884   11/04/13 28.550 -5,313 5,748 434 303,376  348,094 55,282 403,376
      Tokyo Electric Power 1,340.44 3.730   11/04/13 3.964 -5,314 5,000 -314 303,062  342,780 60,281 403,062
    DJ Global Titans Bank of America 879.28 11.075   10/29/12 7.204 -6,334 9,738 3,404 306,466  336,447 70,019 406,466
  Buy IBEX 35 short Acciona 299.60 39.760   1/20/14 48.255 11,912        348,359 58,107  
    OBX 25 TGS-NOPEC 701.85 16.972   12/23/13 17.469 11,912        360,271 46,195  
    Nikkei (FRA) Nitto Denko 205.51 28.981   12/30/13 30.258 5,956        366,226 40,239  
      Pacific Metals 239.58 24.860   12/30/13 26.180 5,956        372,182 34,283  
    CAC Mid 60 Adocia 2,086.16 5.710   12/23/13 5.660 11,912        384,094 22,371  
    DJ Global Titans IBM 92.17 129.242   12/23/13 133.044 11,912        396,007 10,459  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,416.60 4.388   11/04/13 4.398 -10,627 10,604 -23 306,443  385,380 21,063 406,443
    HSI Galaxy Entertainment 1,700.61 6.370   9/16/13 5.352 -9,101 10,833 1,732 308,175  376,279 31,896 408,175
    OBX 25 short TGS-NOPEC 701.85 17.469 16.475 12/16/13 16.972 -11,912 11,563 -349 307,826  364,367 43,460 407,826
    CAC Mid 60 Adocia 2,086.16 5.660 5.760 12/16/13 5.710 -11,912 12,017 105 307,931  352,455 55,477 407,931
    DJ Global Titans IBM 92.17 133.044 125.440 12/16/13 129.242 -11,912 11,562 -350 307,581  340,542 67,038 407,581
  Buy SSE 50 Poly Developments 18,518.81 0.641   6/02/14 0.591 11,865        352,407 55,173  
    PSI 20 long Impresa 10,885.32 1.090   5/12/14 1.759 11,865        364,272 43,308  
    OBX 25 DNO International 4,082.37 2.906   2/17/14 2.830 11,865        376,137 31,443  
    FT 30 Int Cons Airlines 25.16 471.516   1/27/14 485.635 11,863        388,001 19,580  
    DJ Global Titans Alphabet A 581.16 20.416   10/27/14 21.652 11,865        399,866 7,715  
Portfolio market l/s instrument bought pieces buy price 12/23/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 long Bank of Ireland 12/02/13 682.01 8.340 7.800 5,688 5,320 -368 -368 5,688 5,320 -69
    Smurfit Kappa   329.93 17.240 17.300 5,688 5,708 20 -348 11,376 11,027 6
  AEX short KPN 10/15/12 1630.72 3.626 2.309 5.694 5,913 9,286 3,373 3,024 17,289 20,313 46
  IBEX 35 Acciona 12/16/13 299.6 39.760 39.370 40.154 11,912 12,030 118 3,142 29,201 32,343 67
  Topix (TYO) long Subaru 6/11/12 743.12 6.048 20.239 4,494 15,040 10,546 13,688 33,695 47,383 120
  SSE 50 short Poly Developments 12/23/13 18518.81 0.641   11,865 11,865     45,560 59,248  
  HSI-Fin long AIA 10/14/13 3158.73 3.667 3.597 11,584 11,362 -222 13,466 57,144 70,610 -10
  ÖkoDAX (deprecated) short SolarWorld 4/29/13 69.77 106.050 57.750 194.746 7,399 13,587 6,188 19,654 64,543 84,198 154
  BSE Sensex 30 long Hindustan Unilever 1/30/12 691.94 6.061 6.676 4,194 4,620 426 20,080 68,737 88,817 5
  OMXH 25 short Metso 12/09/13 1759.3 6.697 7.170 6.224 11,782 10,950 -832 19,248 80,519 99,767 -85
  PSI 20 long Impresa 12/23/13 10885.32 1.090   11,865 11,865     92,384 111,632  
  GEX Manz 9/23/13 174.87 53.570 61.950 9,368 10,833 1,465 20,713 101,752 122,465 79
  Topix (FRA) short Komatsu 11/25/13 729.46 15.643 14.511 16.863 11,411 12,301 890 21,603 113,163 134,766 166
  TecDAX SMA Solar 5/21/12 225.04 26.315 22.990 30.121 5,922 6,778 856 22,460 119,085 141,545 9
  HSI-Prop long CK Hutchison 11/18/13 447.1 11.852 11.337 5,299 5,069 -230 22,230 124,384 146,613 -37
    China Ov Land & Inv   2283.36 2.321 2.058 5,299 4,698 -601 21,629 129,683 151,311 -72
  Nordic 30 Pandora 7/29/13 305.3 28.719 40.746 8,768 12,440 3,672 25,301 138,451 163,751 138
  FT 30 Int Cons Airlines 12/23/13 25.16 471.516   11,863 11,863     150,314 175,615  
  Nikkei (FRA) short Nitto Denko 12/16/13 205.51 28.981 30.245 27.717 5,956 5,696 -260 25,041 156,270 181,311 -90
    Pacific Metals   239.58 24.860 25.520 24.200 5,956 5,798 -158 24,883 162,226 187,109 -75
  Nikkei (TYO) long Minebea Mitsumi 11/18/13 2110.61 5.021 5.240 10,598 11,060 462 25,345 172,824 198,169 56
  Athex LC Aegean Airlines 9/30/13 2661.67 4.200 5.950 11,179 15,837 4,658 30,003 184,003 214,006 354
  OBX 25 DNO International 12/23/13 4082.37 2.906   11,865 11,865     195,868 225,871  
  OMXS 30 Nokia 7/08/13 1290.02 3.186 5.735 4,109 7,398 3,289 33,291 199,977 233,269 259
    Kinnevik   187.93 21.868 33.742 4,110 6,341 2,232 35,523 204,087 239,610 157
Portfolio market l/s instrument bought pieces buy price 12/23/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXC 20 Vestas Wind Systems 7/01/13 3895.76 2.159 4.209 8,409 16,396 7,987 43,510 212,496 256,006 303
  TSX 60 Bausch Health 9/30/13 145.41 76.879 82.313 11,179 11,969 790 44,300 223,675 267,975 35
  SDAX ADLER Real Estate 10/21/13 3676.59 2.990 3.949 10,993 14,519 3,526 47,826 234,668 282,494 401
  Indices Merval 8/12/13 17.78 501.316 606.557 8,913 10,785 1,871 49,697 243,581 293,279 69
  BEL 20 KBC 7/15/13 256.27 31.350 40.805 8,034 10,457 2,423 52,120 251,616 303,736 82
  CAC Next 20 short STMicroelectronics 12/09/13 2161.83 5.450 5.752 5.148 11,782 11,129 -653 51,467 263,397 314,865 -77
  MIB long Azimut 11/05/12 722.06 9.304 18.782 6,718 13,562 6,844 58,311 270,116 328,427 86
  ATX Wienerberger 10/21/13 841.41 13.065 11.710 10,993 9,853 -1,140 57,171 281,109 338,279 -47
  ASX 50 James Hardie Ind 1/30/12 727.71 5.763 8.189 4,194 5,959 1,765 58,936 285,303 344,238 20
  DJ Global Titans Alphabet A 12/23/13 581.16 20.416   11,865 11,865     297,168 356,103  
  S&P 100 Gilead Sciences 9/17/12 268.49 25.063 54.749 6,729 14,700 7,971 66,906 303,897 370,803 85
  HDAX Dürr 1/23/12 503.67 9.125 31.630 4,596 15,931 11,335 78,241 308,493 386,734 91
  DJTA Avis Budget 9/24/12 500.84 12.419 28.138 6,220 14,092 7,872 86,114 314,713 400,826 93
  SP Global 100 Apple 4/30/12 332.76 15.738 14.865 5,237 4,946 -291 85,823 319,950 405,773 -3
  Nasdaq 100 Regeneron 10/10/11 39.25 49.346 202.972 1,937 7,967 6,030 91,853 321,886 413,740 90
  Kospi 50 Amorepacific Group 7/23/12 185.51 26.166 30.562 4,854 5,670 815 92,669 326,741 419,409 12
  DAX Continental 7/16/12 80.74 59.533 133.958 4,807 10,816 6,009 98,678 331,547 430,225 76
  MDAX Dürr 7/01/13 350.41 23.998 31.630 8,409 11,083 2,675 101,352 339,956 441,308 78
  FTSE Ashtead 7/30/12 14.15 333.248 913.054 4,715 12,920 8,204 109,556 344,672 454,228 105
  Europe 50 Roche 12/19/11 19.9 129.719 199.657 2,581 3,973 1,392 110,948 347,253 458,201 24
  BSE Sensex 50 Eicher Motors 10/24/11 825.63 2.335 5.863 1,928 4,841 2,913 113,861 349,181 463,042 53
  QIX Freenet 1/23/12 437.09 10.515 21.620 4,596 9,450 4,854 118,715 353,777 472,492 46
  DJIA Visa 12/19/11 136.64 18.897 39.795 2,582 5,438 2,856 121,571 356,359 477,930 45
  Euro 50 ASML 1/09/12 55.45 32.400 67.640 1,797 3,751 1,954 123,525 358,156 481,680 46
    Anheuser-Busch InBev   37.83 47.495 75.930 1,797 2,872 1,076 124,600 359,952 484,553 27
Portfolio market l/s instrument bought pieces buy price 12/23/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  HSI-C&I Galaxy Entertainment 9/30/13 2160.57 5.174 6.370 11,179 13,763 2,584 127,184 371,131 498,316 147
  MerVal Telecom Argentina 8/12/13 2114.63 4.215 3.423 8,914 7,239 -1,675 125,509 380,045 505,554 -44
  GCX short Aurubis 11/25/13 269.29 42.375 43.130 41.620 11,411 11,208 -203 125,306 391,457 516,762 -21
  BAX long Morphosys 7/01/13 190.49 44.145 54.740 8,409 10,427 2,018 127,324 399,866 527,190 57
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/30/13 Sell Nikkei (FRA) short Nitto Denko 205.51 30.258 27.704 12/16/13 28.981 -5,956 5,693 -262 307,318  393,910 13,409 407,318
      Pacific Metals 239.58 26.180 23.540 12/16/13 24.860 -5,956 5,640 -316 307,002  387,954 19,048 407,002
  Buy   long Minebea Mitsumi 1,009.96 5.273   2/10/14 6.030 5,326        393,279 13,723  
      Softbank Group 168.40 31.625   2/10/14 27.751 5,326        398,605 8,397  
1/06/14 Sell HSI-Fin long AIA 3,158.73 3.604   10/14/13 3.667 -11,584 11,385 -199 306,804  387,021 19,782 406,804
    GCX short Aurubis 269.29 43.845 40.905 11/25/13 42.375 -11,411 11,015 -396 306,408  375,610 30,798 406,408
  Buy HSI-Fin ICBC 23,294.97 0.469   6/02/14 0.478 10,930        386,540 19,868  
    GCX long Vestas Wind Systems 2,190.69 4.989   2/03/14 4.789 10,930        397,470 8,938  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,161.83 5.763 5.137 12/09/13 5.450 -11,782 11,105 -677 305,731  385,688 20,043 405,731
1/20/14 Sell IBEX 35 short Acciona 299.60 48.255 31.265 12/16/13 39.760 -11,912 9,367 -2,545 303,186  373,776 29,410 403,186
  Buy NZX 50 Chorus 11,543.55 0.937   6/02/14 1.063 10,814        384,590 18,596  
1/27/14 Sell Athex LC long Aegean Airlines 2,661.67 7.210   9/30/13 4.200 -11,179 19,191 8,012 311,198  373,411 37,787 411,198
    FT 30 Int Cons Airlines 25.16 485.635   12/23/13 471.516 -11,863 12,219 355 311,553  361,548 50,005 411,553
  Buy IBEX 35 short Repsol 658.37 17.525   2/17/14 17.625 11,538        373,085 38,467  
    Athex LC Eurobank Ergasias 235.47 49.000   5/09/16 0.875 11,538        384,623 26,929  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,160.57 7.265   9/30/13 5.174 -11,179 15,696 4,517 316,069  373,444 42,625 416,069
    GCX Vestas Wind Systems 2,190.69 4.789   1/06/14 4.989 -10,930 10,492 -438 315,631  362,514 53,117 415,631
  Buy FT 30 Int Cons Airlines 23.45 499.638   2/10/14 509.014 11,717        374,231 41,400  
    GCX short Aurubis 288.62 40.600   3/03/14 38.880 11,718        385,949 29,682  
2/10/14 Sell HSI-Prop long CK Hutchison 447.10 10.645   11/18/13 11.852 -5,299 4,760 -539 315,092  380,650 34,442 415,092
      China Ov Land & Inv 2,283.36 1.876   11/18/13 2.321 -5,299 4,283 -1,016 314,076  375,351 38,725 414,076
    MerVal Telecom Argentina 2,114.63 2.998   8/12/13 4.215 -8,914 6,341 -2,574 311,503  366,437 45,066 411,503
    FT 30 Int Cons Airlines 23.45 509.014   2/03/14 499.638 -11,717 11,936 220 311,722  354,720 57,002 411,722
    Nikkei (FRA) Minebea Mitsumi 1,009.96 6.030   12/30/13 5.273 -5,326 6,090 765 312,487  349,395 63,092 412,487
      Softbank Group 168.40 27.751   12/30/13 31.625 -5,326 4,673 -652 311,834  344,069 67,765 411,834
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Prop short New World Dev 1,698.64 3.529   7/28/14 3.549 5,995        350,064 61,771  
      The Wharf 3,239.74 1.850   7/28/14 2.205 5,994        356,058 55,776  
    Nikkei (FRA) Hitachi Zosen 1,406.17 4.263   6/30/14 3.700 5,995        362,053 49,782  
      Nitto Denko 191.54 31.297   6/30/14 33.890 5,995        368,047 43,787  
2/17/14 Sell IBEX 35 short Repsol 658.37 17.625 17.425 1/27/14 17.525 -11,538 11,472 -66 311,769  356,509 55,259 411,769
    OBX 25 long DNO International 4,082.37 2.830   12/23/13 2.906 -11,865 11,554 -311 311,458  344,644 66,813 411,458
  Buy   short Petroleum Geo-Srvcs 1,572.12 7.605   6/02/14 7.980 11,956        356,600 54,857  
2/24/14 Buy MerVal long Edenor 37,065.18 0.315   12/15/14 0.569 11,657        368,257 43,200  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,110.61 6.187   11/18/13 5.021 -10,598 13,057 2,459 313,917  357,659 56,257 413,917
    GCX short Aurubis 288.62 38.880 42.396 2/03/14 40.600 -11,718 12,236 518 314,435  345,941 68,494 414,435
  Buy Nikkei (TYO) Hitachi Zosen 3,075.30 3.926   3/31/14 3.419 12,073        358,014 56,421  
    GCX long Vestas Wind Systems 2,412.86 5.004   4/14/14 5.847 12,073        370,087 44,348  
3/10/14 Buy IBEX 35 short Inditex 546.92 20.970   6/09/14 21.750 11,469        381,556 32,879  
3/31/14 Sell SDAX long ADLER Real Estate 3,676.59 5.100   10/21/13 2.990 -10,993 18,751 7,758 322,193  370,563 51,630 422,193
    Nikkei (TYO) short Hitachi Zosen 3,075.30 3.419 4.508 3/03/14 3.926 -12,073 13,865 1,792 323,985  358,490 65,494 423,985
  Buy SDAX Koenig & Bauer 994.80 12.300   5/05/14 11.730 12,236        370,726 53,258  
    Nikkei (TYO) long Minebea Mitsumi 1,899.09 6.443   4/07/14 6.630 12,236        382,962 41,022  
4/07/14 Sell   long Minebea Mitsumi 1,899.09 6.630   3/31/14 6.443 -12,236 12,590 354 324,339  370,726 53,612 424,339
  Buy   short Hitachi Zosen 3,460.68 3.453   7/28/14 3.842 11,948        382,674 41,664  
4/14/14 Sell ISEQ 20 long Bank of Ireland 682.01 8.250   12/02/13 8.340 -5,688 5,627 -61 324,277  376,986 47,291 424,277
      Smurfit Kappa 329.93 17.010   12/02/13 17.240 -5,688 5,612 -76 324,201  371,298 52,903 424,201
    BAX Morphosys 190.49 58.270   7/01/13 44.145 -8,409 11,100 2,691 326,892  362,889 64,003 426,892
    GEX Manz 174.87 65.730   9/23/13 53.570 -9,368 11,494 2,126 329,019  353,521 75,497 429,019
    GCX Vestas Wind Systems 2,412.86 5.847   3/03/14 5.004 -12,073 14,107 2,034 331,053  341,448 89,604 431,053
  Buy ISEQ 20 short C&C Group 1,452.68 4.480   1/19/15 3.322 6,508        347,956 83,096  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Flutter 121.44 53.590   1/19/15 66.350 6,508        354,464 76,588  
    BAX Adva 4,063.69 3.203   4/21/14 3.210 13,016        367,480 63,572  
    GEX 4SC 454.13 28.662   1/26/15 18.284 13,016        380,497 50,556  
    GCX EJR 252.80 51.487   4/28/14 51.524 13,016        393,512 37,540  
4/21/14 Sell BAX short Adva 4,063.69 3.210 3.196 4/14/14 3.203 -13,016 12,988 -28 331,024  380,496 50,528 431,024
  Buy   long Sixt 416.11 28.930   5/05/14 28.890 12,038        392,534 38,490  
4/28/14 Sell Nordic 30 long Pandora 305.30 46.257   7/29/13 28.719 -8,768 14,122 5,354 336,378  383,767 52,612 436,378
    GCX short EJR 252.80 51.524 51.450 4/14/14 51.487 -13,016 13,006 -9 336,369  370,751 65,618 436,369
  Buy Germany SolarWorld 406.51 30.870   6/09/14 16.900 12,549        383,300 53,069  
    Nordic 30 Carlsberg A 170.01 73.812   5/05/14 74.896 12,549        395,848 40,520  
    GCX long Vestas Wind Systems 2,036.45 6.162   5/19/14 7.076 12,549        408,397 27,971  
5/05/14 Sell SDAX short Koenig & Bauer 994.80 11.730 12.898 3/31/14 12.300 -12,236 12,831 595 336,964  396,161 40,802 436,964
    Nordic 30 Carlsberg A 170.01 74.896 72.728 4/28/14 73.812 -12,549 12,365 -184 336,779  383,613 53,167 436,779
    BAX long Sixt 416.11 28.890   4/21/14 28.930 -12,038 12,021 -17 336,763  371,575 65,188 436,763
  Buy SDAX ADLER Real Estate 2,502.09 5.015   5/19/14 5.000 12,548        384,123 52,640  
    Nordic 30 Pandora 257.50 48.729   9/15/14 59.766 12,548        396,670 40,092  
    BAX short Adva 3,921.25 3.200   6/09/14 3.196 12,548        409,218 27,544  
5/12/14 Sell OMXH 25 short Metso 1,759.30 8.620 4.774 12/09/13 6.697 -11,782 8,399 -3,383 333,380  397,436 35,943 433,380
    PSI 20 long Impresa 10,885.32 1.759   12/23/13 1.090 -11,865 19,147 7,282 340,662  385,571 55,091 440,662
  Buy OMXH 25 Outokumpu 1,855.24 6.680   5/19/14 6.250 12,393        397,964 42,698  
5/19/14 Sell SDAX long ADLER Real Estate 2,502.09 5.000   5/05/14 5.015 -12,548 12,510 -38 340,624  385,416 55,208 440,624
    OMXH 25 Outokumpu 1,855.24 6.250   5/12/14 6.680 -12,393 11,595 -798 339,827  373,023 66,803 439,827
    GCX Vestas Wind Systems 2,036.45 7.076   4/28/14 6.162 -12,549 14,411 1,862 341,688  360,474 81,214 441,688
  Buy HSI Citic Pacific 10,091.09 1.295   11/10/14 1.393 13,072        373,546 68,142  
    SDAX short WCM 8,053.72 1.623   5/26/14 1.623 13,072        386,618 55,070  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 YIT 1,766.49 7.400   1/26/15 5.508 13,072        399,690 41,998  
    GCX Energy Recovery 3,878.36 3.371   3/02/15 3.076 13,072        412,762 28,926  
5/26/14 Sell SDAX short WCM 8,053.72 1.623 1.623 5/19/14 1.623 -13,072 13,072 0 341,688  399,690 41,998  
  Buy   long ADLER Real Estate 2,198.55 5.500   6/09/14 6.050 12,092        411,782 29,906  
    HSI-C&I Tencent 1,189.02 10.170   10/06/14 12.196 12,092        423,874 17,814  
6/02/14 Sell SSE 50 short Poly Developments 18,518.81 0.591 0.695 12/23/13 0.641 -11,865 12,865 1,000 342,688  412,009 30,679 442,688
    HSI-Fin ICBC 23,294.97 0.478 0.460 1/06/14 0.469 -10,930 10,725 -205 342,483  401,079 41,404 442,483
    OBX 25 Petroleum Geo-Srvcs 1,572.12 7.980 7.230 2/17/14 7.605 -11,956 11,367 -589 341,894  389,123 52,771 441,894
    NZX 50 Chorus 11,543.55 1.063 0.811 1/20/14 0.937 -10,814 9,357 -1,457 340,437  378,309 62,128 440,437
  Buy SSE 50 long Sinolink Secs 10,925.22 1.150   6/23/14 1.117 12,564        390,873 49,564  
    HSI-Fin HK Exchgs & Clrg 918.06 13.685   9/29/14 17.213 12,564        403,437 37,000  
    OBX 25 Grieg Seafood 3,724.43 3.373   6/30/14 3.430 12,564        416,001 24,436  
    FT 30 National Grid 11.39 1,103.450   6/09/14 1,037.210 12,568        428,570 11,868  
    NZX 50 Tourism 18,043.95 0.696   7/21/14 0.758 12,564        441,134 -696  
6/09/14 Sell Germany short SolarWorld 406.51 16.900 56.388 4/28/14 30.870 -12,549 22,922 10,373 350,811  428,585 22,226 450,811
    SDAX long ADLER Real Estate 2,198.55 6.050   5/26/14 5.500 -12,092 13,301 1,209 352,020  416,493 35,527 452,020
    IBEX 35 short Inditex 546.92 21.750 20.190 3/10/14 20.970 -11,469 11,042 -427 351,593  405,024 46,570 451,593
    FT 30 long National Grid 11.39 1,037.210   6/02/14 1,103.450 -12,568 11,814 -754 350,839  392,456 58,383 450,839
    Topix (FRA) short Komatsu 729.46 16.815 14.471 11/25/13 15.643 -11,411 10,556 -855 349,984  381,045 68,939 449,984
    BAX Adva 3,921.25 3.196 3.204 5/05/14 3.200 -12,548 12,564 16 350,000  368,497 81,503 450,000
  Buy SDAX WCM 8,307.75 1.599   12/29/14 1.381 13,287        381,784 68,216  
    FT 30 Tesco 28.85 460.539   11/17/14 306.530 13,287        395,070 54,929  
    Topix (FRA) long Fujitsu 265.58 50.030   9/15/14 48.100 13,287        408,357 41,643  
    BAX Cancom 673.10 19.740   6/16/14 18.403 13,287        421,644 28,356  
6/16/14 Sell   long Cancom 673.10 18.403   6/09/14 19.740 -13,287 12,387 -900 349,099  408,357 40,742 449,099
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 short ArcelorMittal 373.47 32.790   3/02/15 28.860 12,246        420,603 28,496  
    BAX Adva 3,904.97 3.136   6/23/14 3.096 12,246        432,849 16,250  
6/23/14 Sell SSE 50 long Sinolink Secs 10,925.22 1.117   6/02/14 1.150 -12,564 12,203 -361 348,739  420,285 28,454 448,739
    BAX short Adva 3,904.97 3.096 3.177 6/16/14 3.136 -12,246 12,404 158 348,897  408,039 40,858 448,897
  Buy SSE 50 Kangmei Pharma 14,203.02 0.862   7/07/14 0.868 12,243        420,282 28,615  
    CAC Next 20 Arkema 173.28 70.655   1/26/15 62.720 12,243        432,525 16,372  
    CAC Mid 60 CGG 35.66 343.360   1/19/15 153.600 12,244        444,769 4,127  
    BAX long Wacker Neuson 738.87 16.570   7/14/14 17.170 12,243        457,013 -8,116  
6/30/14 Sell OBX 25 long Grieg Seafood 3,724.43 3.430   6/02/14 3.373 -12,564 12,774 210 349,107  444,449 4,659 449,107
    Nikkei (FRA) short Hitachi Zosen 1,406.17 3.700 4.912 2/10/14 4.263 -5,995 6,907 912 350,020  438,454 11,565 450,020
      Nitto Denko 191.54 33.890 28.704 2/10/14 31.297 -5,995 5,498 -497 349,523  432,459 17,063 449,523
  Buy OBX 25 Norwegian 4.86 2,398.530   7/07/14 2,546.850 11,657        444,116 5,407  
    Nikkei (FRA) long Fujitsu 106.06 54.990   8/17/15 44.550 5,832        449,949 -426  
      Minebea Mitsumi 709.14 8.224   8/17/15 12.573 5,832        455,781 -6,258  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,203.02 0.868 0.856 6/23/14 0.862 -12,243 12,152 -91 349,432  443,538 5,894 449,432
    OBX 25 Norwegian 4.86 2,546.850 2,250.210 6/30/14 2,398.530 -11,657 10,936 -721 348,711  431,881 16,831 448,711
  Buy SSE 50 long AECC Aviation Power 3,910.75 2.976   8/03/15 7.097 11,638        443,519 5,193  
    OBX 25 SalMar 863.37 13.480   7/28/14 14.639 11,638        455,157 -6,446  
7/14/14 Sell BAX long Wacker Neuson 738.87 17.170   6/23/14 16.570 -12,243 12,686 443 349,154  442,914 6,241 449,154
7/21/14 Sell NZX 50 long Tourism 18,043.95 0.758   6/02/14 0.696 -12,564 13,676 1,112 350,266  430,350 19,916 450,266
  Buy France short CGG 43.97 267.296   12/29/14 160.352 11,753        442,103 8,163  
    NZX 50 a2 Milk 30,000.00 0.392   7/28/14 0.401 11,754        453,857 -3,591  
7/28/14 Sell MDAX long Dürr 350.41 30.355   7/01/13 23.998 -8,409 10,637 2,228 352,494  445,448 7,046 452,494
    HSI-Prop short New World Dev 1,698.64 3.549 3.509 2/10/14 3.529 -5,995 5,961 -33 352,460  439,453 13,007 452,460
      The Wharf 3,239.74 2.205 1.496 2/10/14 1.850 -5,994 4,847 -1,148 351,313  433,459 17,854 451,313
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long SalMar 863.37 14.639   7/07/14 13.480 -11,638 12,639 1,001 352,313  421,821 30,493 452,313
    NZX 50 short a2 Milk 30,000.00 0.401 0.383 7/21/14 0.392 -11,754 11,487 -267 352,046  410,067 41,980 452,046
    Nikkei (TYO) Hitachi Zosen 3,460.68 3.842 3.063 4/07/14 3.453 -11,948 10,600 -1,348 350,698  398,119 52,579 450,698
  Buy Germany SolarWorld 838.73 15.000   1/12/15 12.350 12,581        410,700 39,999  
    MDAX Südzucker 906.09 13.885   2/02/15 11.245 12,581        423,281 27,417  
    HSI-Prop long CK Hutchison 458.16 13.730   8/24/15 10.950 6,290        429,571 21,127  
      Sino Land 5,024.36 1.252   8/24/15 1.200 6,291        435,862 14,836  
    OBX 25 short Petroleum Geo-Srvcs 1,949.64 6.453   8/11/14 6.127 12,581        448,443 2,255  
    NZX 50 long Tourism 16,907.67 0.744   2/22/16 1.542 12,581        461,024 -10,326  
    BAX Nemetschek 1,979.95 6.354   8/04/14 6.125 12,581        473,605 -22,907  
    Nikkei (TYO) Minebea Mitsumi 1,376.79 9.138   10/20/14 9.651 12,581        486,186 -35,488  
8/04/14 Sell HDAX long Dürr 503.67 28.230   1/23/12 9.125 -4,596 14,219 9,623 360,321  481,590 -21,269 460,321
    MIB Azimut 722.06 18.460   11/05/12 9.304 -6,718 13,329 6,611 366,932  474,872 -7,940 466,932
    BAX Nemetschek 1,979.95 6.125   7/28/14 6.354 -12,581 12,127 -454 366,478  462,291 4,188 466,478
    Indices Merval 17.78 750.468   8/12/13 501.316 -8,913 13,343 4,430 370,908  453,377 17,531 470,908
  Buy HDAX short Südzucker 937.79 13.020   1/12/15 11.160 12,210        465,587 5,321  
    Indices PSI 20 2.09 5,854.360   8/18/14 5,654.350 12,236        477,823 -6,915  
8/11/14 Sell ATX long Wienerberger 841.41 11.525   10/21/13 13.065 -10,993 9,697 -1,296 369,612  466,830 2,782 469,612
    DAX Continental 80.74 133.083   7/16/12 59.533 -4,807 10,745 5,938 375,551  462,023 13,528 475,551
    OBX 25 short Petroleum Geo-Srvcs 1,949.64 6.127 6.796 7/28/14 6.453 -12,581 13,250 669 376,220  449,442 26,778 476,220
  Buy ATX Raiffeisen Bank Int 664.94 18.910   2/16/15 13.795 12,574        462,016 14,204  
    DAX Adidas 218.87 57.450   8/18/14 60.070 12,574        474,590 1,630  
    OBX 25 long SalMar 954.55 13.173   8/18/14 12.880 12,574        487,164 -10,944  
8/18/14 Sell DAX short Adidas 218.87 60.070 54.830 8/11/14 57.450 -12,574 12,001 -573 375,646  474,590 1,056 475,646
    OBX 25 long SalMar 954.55 12.880   8/11/14 13.173 -12,574 12,295 -279 375,367  462,016 13,351 475,367
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 2.09 5,654.350 6,061.440 8/04/14 5,854.360 -12,236 12,668 433 375,800  449,780 26,019 475,800
  Buy DAX long Vonovia 549.50 22.830   10/06/14 22.420 12,545        462,326 13,474  
    OBX 25 short Petroleum Geo-Srvcs 2,056.66 6.100   2/16/15 5.700 12,545        474,871 929  
    Indices long Merval 16.00 784.124   10/06/14 1,022.100 12,546        487,417 -11,617  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,895.76 6.373   7/01/13 2.159 -8,409 24,827 16,418 392,218  479,008 13,210 492,218
  Buy   short Demant 1,074.16 11.763   9/08/14 11.966 12,635        491,643 575  
9/08/14 Sell   short Demant 1,074.16 11.966 11.559 9/01/14 11.763 -12,635 12,416 -219 391,999  479,008 12,991 491,999
  Buy   long Pandora 219.72 57.454   9/29/14 61.631 12,624        491,631 367  
9/15/14 Sell Nordic 30 long Pandora 257.50 59.766   5/05/14 48.729 -12,548 15,390 2,842 394,841  479,084 15,757 494,841
    Topix (FRA) Fujitsu 265.58 48.100   6/09/14 50.030 -13,287 12,774 -513 394,328  465,797 28,531 494,328
  Buy Nordic 30 short Volvo 1,486.83 8.791   11/10/14 9.334 13,071        478,868 15,460  
    Topix (FRA) Aeon 1,664.88 7.851   1/05/15 8.291 13,071        491,939 2,389  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 918.06 17.213   6/02/14 13.685 -12,564 15,802 3,238 397,566  479,375 18,192 497,566
    TSX 60 Bausch Health 145.41 102.197   9/30/13 76.879 -11,179 14,860 3,681 401,248  468,196 33,052 501,248
    OMXC 20 Pandora 219.72 61.631   9/08/14 57.454 -12,624 13,542 918 402,165  455,572 46,594 502,165
  Buy HSI-Fin short ICBC 27,546.18 0.498   11/03/14 0.526 13,718        469,290 32,876  
10/06/14 Sell DAX long Vonovia 549.50 22.420   8/18/14 22.830 -12,545 12,320 -225 401,940  456,745 45,195 501,940
    HSI-C&I Tencent 1,189.02 12.196   5/26/14 10.170 -12,092 14,502 2,410 404,350  444,653 59,697 504,350
    Indices Merval 16.00 1,022.100   8/18/14 784.124 -12,546 16,354 3,808 408,157  432,107 76,050 508,157
  Buy DAX short Deutsche Lufthansa 1,209.02 12.080   11/17/14 13.145 14,605        446,712 61,445  
    HSI-C&I Galaxy Entertainment 2,964.64 4.926   4/13/15 4.822 14,605        461,317 46,840  
    PSI 20 Pharol 8,960.12 1.630   2/23/15 0.697 14,605        475,922 32,235  
    Indices PSI 20 2.64 5,537.710   2/23/15 5,494.440 14,620        490,541 17,616  
10/13/14 Sell S&P 100 long Gilead Sciences 268.49 79.611   9/17/12 25.063 -6,729 21,375 14,646 422,803  483,812 38,991 522,803
    BEL 20 KBC 256.27 40.740   7/15/13 31.350 -8,034 10,440 2,406 425,209  475,778 49,431 525,209
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Nokia 1,290.02 6.407   7/08/13 3.186 -4,109 8,265 4,155 429,364  471,669 57,696 529,364
      Kinnevik 187.93 22.475   7/08/13 21.868 -4,110 4,224 114 429,478  467,559 61,919 529,478
  Buy S&P 100 short General Motors 632.35 23.379   10/27/14 23.689 14,784        482,343 47,135  
    BEL 20 Galapagos 1,330.09 11.115   11/17/14 12.800 14,784        497,127 32,351  
    OMXS 30 MTG 319.65 23.125   11/03/14 24.302 7,392        504,519 24,959  
10/20/14 Sell Kospi 50 long Amorepacific Group 185.51 87.497   7/23/12 26.166 -4,854 16,232 11,378 440,856  499,665 41,191 540,856
    Europe 50 Roche 19.90 222.572   12/19/11 129.719 -2,581 4,429 1,848 442,704  497,083 45,620 542,704
    Nikkei (TYO) Minebea Mitsumi 1,376.79 9.651   7/28/14 9.138 -12,581 13,287 706 443,410  484,502 58,907 543,410
    SP Global 100 Apple 332.76 19.487   4/30/12 15.738 -5,237 6,485 1,248 444,657  479,265 65,392 544,657
  Buy Kospi 50 short Hyundai Heavy 182.48 83.577   12/08/14 94.176 15,251        494,517 50,141  
    Europe 50 Deutsche Bank 707.86 21.545   11/10/14 21.563 15,251        509,768 34,890  
    Nikkei (TYO) Toyo Seikan 1,857.27 8.212   10/27/14 8.725 15,251        525,018 19,639  
    SP Global 100 Deutsche Bank 707.86 21.545   11/03/14 22.134 15,251        540,269 4,388  
10/27/14 Sell S&P 100 short General Motors 632.35 23.689 23.070 10/13/14 23.379 -14,784 14,588 -196 444,462  525,485 18,976 544,462
    Nikkei (TYO) Toyo Seikan 1,857.27 8.725 7.698 10/20/14 8.212 -15,251 14,297 -954 443,508  510,234 33,273 543,508
    DJ Global Titans long Alphabet A 581.16 21.652   12/23/13 20.416 -11,865 12,583 718 444,226  498,370 45,857 544,226
  Buy S&P 100 Gilead Sciences 166.37 88.668   6/08/15 100.700 14,752        513,121 31,105  
    Nikkei (TYO) Minebea Mitsumi 1,407.98 10.477   8/24/15 10.589 14,752        527,873 16,353  
    DJ Global Titans short Samsung Electronics 900.25 16.387   11/10/14 18.745 14,752        542,625 1,601  
11/03/14 Sell HSI-Fin short ICBC 27,546.18 0.526 0.470 9/29/14 0.498 -13,718 12,958 -760 443,466  528,907 14,559 543,466
    OMXS 30 MTG 319.65 24.302 21.949 10/13/14 23.125 -7,392 7,016 -376 443,090  521,515 21,575 543,090
    SP Global 100 Deutsche Bank 707.86 22.134 20.956 10/20/14 21.545 -15,251 14,834 -417 442,673  506,264 36,409 542,673
  Buy HSI-Fin long HK Exchgs & Clrg 819.35 17.669   11/24/14 17.528 14,477        520,741 21,932  
    OMXC 20 Pandora 217.11 66.679   11/17/14 66.322 14,477        535,218 7,455  
    OMXS 30 Boliden 551.84 13.117   6/08/15 18.209 7,238        542,456 216  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Electrolux 322.35 22.455   6/08/15 27.196 7,239        549,695 -7,022  
    SP Global 100 Apple 661.13 21.898   8/24/15 22.212 14,477        564,172 -21,499  
11/10/14 Sell HSI long Citic Pacific 10,091.09 1.393   5/19/14 1.295 -13,072 14,057 985 443,658  551,100 -7,442 543,658
    Europe 50 short Deutsche Bank 707.86 21.563 21.527 10/20/14 21.545 -15,251 15,238 -13 443,645  535,849 7,796 543,645
    Nordic 30 Volvo 1,486.83 9.334 8.249 9/15/14 8.791 -13,071 12,264 -807 442,838  522,778 20,060 542,838
    DJ Global Titans Samsung Electronics 900.25 18.745 14.028 10/27/14 16.387 -14,752 12,629 -2,123 440,716  508,026 32,689 540,716
  Buy HSI Kunlun Energy 13,838.21 1.036   1/12/15 0.825 14,335        522,361 18,354  
    Europe 50 long Novartis 231.52 61.916   8/24/15 69.088 14,335        536,696 4,020  
    Nordic 30 Pandora 210.33 68.154   6/01/15 91.032 14,335        551,031 -10,315  
    DJ Global Titans Apple 654.59 21.899   12/15/14 21.746 14,335        565,366 -24,650  
11/17/14 Sell DAX short Deutsche Lufthansa 1,209.02 13.145 11.015 10/06/14 12.080 -14,605 13,317 -1,288 439,428  550,761 -11,333 539,428
    BEL 20 Galapagos 1,330.09 12.800 9.430 10/13/14 11.115 -14,784 12,543 -2,241 437,187  535,977 1,210 537,187
    OMXC 20 long Pandora 217.11 66.322   11/03/14 66.679 -14,477 14,399 -78 437,109  521,500 15,609 537,109
    FT 30 short Tesco 28.85 306.530 691.926 6/09/14 460.539 -13,287 19,962 6,676 443,785  508,214 35,571 543,785
  Buy DAX long Merck (EMD) 188.90 76.670   7/06/15 90.640 14,483        522,696 21,088  
    BEL 20 Proximus 474.85 30.500   11/24/14 30.740 14,483        537,179 6,605  
    OMXC 20 short FLSmidth 436.48 33.181   11/24/14 35.297 14,483        551,662 -7,878  
    FT 30 long Man Group 85.43 169.534   12/15/14 177.040 14,483        566,146 -22,361  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 819.35 17.528   11/03/14 17.669 -14,477 14,361 -116 443,669  551,669 -7,999 543,669
    BEL 20 Proximus 474.85 30.740   11/17/14 30.500 -14,483 14,597 114 443,783  537,186 6,597 543,783
    OMXC 20 short FLSmidth 436.48 35.297 31.065 11/17/14 33.181 -14,483 13,559 -924 442,859  522,703 20,157 542,859
  Buy HSI-Fin HSBC 1,761.20 7.992   1/26/15 8.332 14,075        536,778 6,082  
    BEL 20 Galapagos 1,091.09 12.900   12/01/14 13.020 14,075        550,853 -7,993  
    OMXC 20 long Pandora 209.43 67.207   8/17/15 107.440 14,075        564,928 -22,068  
12/01/14 Sell BEL 20 short Galapagos 1,091.09 13.020 12.780 11/24/14 12.900 -14,075 13,944 -131 442,729  550,853 -8,124 542,729
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Proximus 422.81 31.610   12/15/14 29.550 13,365        564,218 -21,489  
12/08/14 Sell Kospi 50 short Hyundai Heavy 182.48 94.176 72.978 10/20/14 83.577 -15,251 13,317 -1,934 440,794  548,967 -8,172 540,794
  Buy   long Amorepacific Group 160.55 82.934   7/06/15 157.893 13,315        562,282 -21,487  
12/15/14 Sell BEL 20 long Proximus 422.81 29.550   12/01/14 31.610 -13,365 12,494 -871 439,923  548,917 -8,993 539,923
    MerVal Edenor 37,065.18 0.569   2/24/14 0.315 -11,657 21,075 9,418 449,342  537,260 12,082 549,342
    FT 30 Man Group 85.43 177.040   11/17/14 169.534 -14,483 15,125 641 449,983  522,776 27,207 549,983
    DJ Global Titans Apple 654.59 21.746   11/10/14 21.899 -14,335 14,235 -100 449,883  508,441 41,441 549,883
  Buy BEL 20 short Umicore 948.54 15.585   1/19/15 16.578 14,783        523,224 26,658  
    FT 30 Tesco 56.32 262.480   12/22/14 292.250 14,783        538,007 11,875  
12/22/14 Sell TecDAX short SMA Solar 225.04 14.800 46.789 5/21/12 26.315 -5,922 10,529 4,607 454,490  532,085 22,405 554,490
    FT 30 Tesco 56.32 292.250 232.709 12/15/14 262.480 -14,783 13,106 -1,677 452,813  517,303 35,511 552,813
  Buy   long Man Group 73.31 200.637   1/05/15 211.401 14,709        532,011 20,802  
12/29/14 Sell France short CGG 43.97 160.352 445.565 7/21/14 267.296 -11,753 19,591 7,838 460,652  520,258 40,394 560,652
    SDAX WCM 8,307.75 1.381 1.852 6/09/14 1.599 -13,287 15,383 2,096 462,748  506,971 55,776 562,748
  Buy France long Adocia 324.17 47.700   6/08/15 66.230 15,463        522,434 40,313  
    SDAX Patrizia Immobilien 1,257.15 12.300   1/19/15 14.055 15,463        537,897 24,851  
1/05/15 Sell FT 30 long Man Group 73.31 211.401   12/22/14 200.637 -14,709 15,498 789 463,537  523,188 40,348 563,537
    Topix (FRA) short Aeon 1,664.88 8.291 7.411 9/15/14 7.851 -13,071 12,338 -733 462,804  510,117 52,687 562,804
  Buy FT 30 Tesco 52.34 294.006   1/19/15 365.061 15,388        525,506 37,299  
    Topix (FRA) long Oriental Land 1,605.20 9.586   2/02/15 10.843 15,387        540,893 21,912  
1/12/15 Sell Germany short SolarWorld 838.73 12.350 18.219 7/28/14 15.000 -12,581 15,280 2,700 465,504  528,312 37,192 565,504
    HSI Kunlun Energy 13,838.21 0.825 1.300 11/10/14 1.036 -14,335 17,995 3,660 469,164  513,977 55,187 569,164
    HDAX Südzucker 937.79 11.160 15.190 8/04/14 13.020 -12,210 14,245 2,035 471,199  501,767 69,432 571,199
  Buy Germany long Ströer Media 650.62 24.615   6/15/15 40.315 16,015        517,782 53,417  
    HSI China Life Ins HK 4,832.38 3.314   7/13/15 3.728 16,015        533,797 37,402  
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 650.62 24.615   8/24/15 47.670 16,015        549,812 21,387  
1/19/15 Sell SDAX long Patrizia Immobilien 1,257.15 14.055   12/29/14 12.300 -15,463 17,669 2,206 473,405  534,349 39,056 573,405
    ISEQ 20 short C&C Group 1,452.68 3.322 6.042 4/14/14 4.480 -6,508 8,777 2,269 475,674  527,841 47,833 575,674
      Flutter 121.44 66.350 40.830 4/14/14 53.590 -6,508 4,958 -1,550 474,124  521,333 52,792 574,124
    BEL 20 Umicore 948.54 16.578 14.593 12/15/14 15.585 -14,783 13,842 -941 473,183  506,550 66,633 573,183
    FT 30 Tesco 52.34 365.061 222.950 1/05/15 294.006 -15,388 11,669 -3,719 469,464  491,161 78,302 569,464
    CAC Mid 60 CGG 35.66 153.600 767.553 6/23/14 343.360 -12,244 27,371 15,127 484,591  478,917 105,673 584,591
  Buy SDAX SGL Carbon 1,224.70 14.090   1/26/15 15.480 17,256        496,173 88,417  
    ISEQ 20 long Glanbia 622.96 13.850   6/08/15 17.420 8,628        504,801 79,789  
      Ryanair 886.74 9.730   6/08/15 11.660 8,628        513,429 71,161  
    BEL 20 bpost 754.86 22.860   9/28/15 21.000 17,256        530,685 53,905  
    FT 30 Man Group 82.23 209.841   6/08/15 231.072 17,255        547,941 36,650  
    CAC Mid 60 Adocia 273.04 63.200   6/08/15 66.230 17,256        565,197 19,394  
1/26/15 Sell SDAX short SGL Carbon 1,224.70 15.480 12.700 1/19/15 14.090 -17,256 15,554 -1,702 482,888  547,941 34,947 582,888
    HSI-Fin HSBC 1,761.20 8.332 7.651 11/24/14 7.992 -14,075 13,475 -600 482,288  533,866 48,423 582,288
    OMXH 25 YIT 1,766.49 5.508 9.942 5/19/14 7.400 -13,072 17,562 4,490 486,779  520,794 65,985 586,779
    CAC Next 20 Arkema 173.28 62.720 79.594 6/23/14 70.655 -12,243 13,792 1,549 488,328  508,551 79,777 588,328
    GEX 4SC 454.13 18.284 44.930 4/14/14 28.662 -13,016 20,404 7,388 495,716  495,534 100,181 595,716
  Buy SDAX long Patrizia Immobilien 1,163.68 14.950   6/29/15 22.015 17,397        512,931 82,784  
    HSI-Fin China Life Ins HK 4,656.96 3.736   8/03/15 3.251 17,397        530,328 65,387  
    OMXH 25 Neste Oil 2,153.09 8.080   5/11/15 7.640 17,397        547,725 47,990  
    GEX Ströer Media 650.36 26.750   6/01/15 38.770 17,397        565,123 30,593  
2/02/15 Sell MDAX short Südzucker 906.09 11.245 17.145 7/28/14 13.885 -12,581 15,535 2,954 498,669  552,542 46,128 598,669
    AEX KPN 1,630.72 2.756 4.771 10/15/12 3.626 -5,913 7,780 1,867 500,536  546,629 53,907 600,536
    Topix (FRA) long Oriental Land 1,605.20 10.843   1/05/15 9.586 -15,387 17,405 2,018 502,554  531,242 71,313 602,554
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX Ströer Media 653.20 25.790   11/16/15 61.450 16,846        548,088 54,467  
    Topix (FRA) short Orix 1,691.71 9.958   2/09/15 10.802 16,846        564,934 37,621  
2/09/15 Sell   short Orix 1,691.71 10.802 9.114 2/02/15 9.958 -16,846 15,418 -1,428 501,126  548,088 53,039 601,126
  Buy MerVal long Aluar 17,446.13 0.937   2/16/15 0.944 16,354        564,442 36,685  
    Topix (FRA) Sony 722.76 22.627   5/18/15 28.471 16,354        580,795 20,331  
2/16/15 Sell ATX short Raiffeisen Bank Int 664.94 13.795 25.922 8/11/14 18.910 -12,574 17,236 4,662 505,789  568,221 37,567 605,789
    OBX 25 Petroleum Geo-Srvcs 2,056.66 5.700 6.528 8/18/14 6.100 -12,545 13,426 881 506,670  555,676 50,993 606,670
    MerVal long Aluar 17,446.13 0.944   2/09/15 0.937 -16,354 16,471 117 506,786  539,322 67,464 606,786
  Buy ATX Zumtobel 799.05 21.095   9/07/15 23.775 16,856        556,178 50,608  
    OBX 25 Frontline 1,354.07 12.448   2/23/15 11.234 16,856        573,034 33,752  
2/23/15 Sell PSI 20 short Pharol 8,960.12 0.697 3.812 10/06/14 1.630 -14,605 34,155 19,550 526,337  558,429 67,907 626,337
    OBX 25 long Frontline 1,354.07 11.234   2/16/15 12.448 -16,856 15,212 -1,644 524,692  541,573 83,119 624,692
    Indices short PSI 20 2.64 5,494.440 5,581.320 10/06/14 5,537.710 -14,620 14,735 115 524,807  526,954 97,853 624,807
  Buy PSI 20 long Altri 5,974.21 3.024   5/25/15 4.081 18,066        545,020 79,787  
    MerVal Comercial del Plata 73,052.97 0.247   3/02/15 0.261 18,066        563,086 61,721  
    Indices SSE 50 ew 53.70 336.435   7/27/15 382.611 18,067        581,152 43,655  
3/02/15 Sell IBEX 35 short ArcelorMittal 373.47 28.860 37.255 6/16/14 32.790 -12,246 13,914 1,668 526,475  568,906 57,569 626,475
    MerVal long Comercial del Plata 73,052.97 0.261   2/23/15 0.247 -18,066 19,074 1,008 527,483  550,840 76,643 627,483
    GCX short Energy Recovery 3,878.36 3.076 3.693 5/19/14 3.371 -13,072 14,324 1,252 528,735  537,768 90,967 628,735
  Buy IBEX 35 long Intl. Cons. Airlines 2,277.47 7.900   3/09/15 7.660 17,992        555,760 72,975  
    DJ Global Titans Apple 623.51 28.856   3/30/15 29.169 17,992        573,752 54,983  
    GCX Shimano 129.30 139.151   6/01/15 129.753 17,992        591,745 36,991  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,277.47 7.660   3/02/15 7.900 -17,992 17,445 -547 528,189  573,753 54,436 628,189
  Buy   short Endesa 967.40 17.640   3/23/15 18.130 17,065        590,817 37,371  
    MerVal long Comercial del Plata 61,473.34 0.278   6/29/15 0.285 17,065        607,882 20,306  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/23/15 Sell IBEX 35 short Endesa 967.40 18.130 17.150 3/09/15 17.640 -17,065 16,591 -474 527,715  590,818 36,897 627,715
  Buy   long Intl. Cons. Airlines 2,051.23 8.100   5/11/15 7.890 16,615        607,433 20,282  
    TSX 60 Bausch Health 89.43 185.781   5/11/15 200.704 16,614        624,047 3,668  
3/30/15 Sell DJ Global Titans long Apple 623.51 29.169   3/02/15 28.856 -17,992 18,187 195 527,910  606,055 21,855 627,910
  Buy   short ConocoPhilips 274.90 59.090   4/27/15 61.591 16,244        622,299 5,611  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,964.64 4.822 5.033 10/06/14 4.926 -14,605 14,920 315 528,225  607,694 20,531 628,225
    ÖkoDAX (deprecated) SolarWorld 69.77 14.550 772.962 4/29/13 106.050 -7,399 53,930 46,530 574,755  600,295 74,461 674,755
  Buy HSI-C&I long Tencent 899.82 20.815   7/06/15 17.093 18,730        619,025 55,731  
    OBX 25 Frontline 1,368.62 13.685   5/18/15 12.057 18,730        637,755 37,001  
4/27/15 Sell DJ Global Titans short ConocoPhilips 274.90 61.591 56.589 3/30/15 59.090 -16,244 15,556 -688 574,068  621,511 52,557 674,068
  Buy   long Mitsubishi UFJ 2,799.57 6.489   6/08/15 6.373 18,165        639,676 34,392  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,051.23 7.890   3/23/15 8.100 -16,615 16,184 -431 573,637  623,061 50,576 673,637
    OMXH 25 Neste Oil 2,153.09 7.640   1/26/15 8.080 -17,397 16,450 -947 572,690  605,664 67,026 672,690
    TSX 60 Bausch Health 89.43 200.704   3/23/15 185.781 -16,614 17,949 1,335 574,024  589,049 84,975 674,024
  Buy IBEX 35 short Obrascón Huarte Lain 991.33 19.140   4/25/16 5.840 18,974        608,024 66,001  
    OMXH 25 Outokumpu 3,624.45 5.235   1/04/16 2.584 18,974        626,998 47,027  
    TSX 60 Cenovus Energy 1,223.66 15.506   3/21/16 12.064 18,974        645,972 28,053  
5/18/15 Sell OBX 25 long Frontline 1,368.62 12.057   4/13/15 13.685 -18,730 16,501 -2,229 571,795  627,242 44,554 671,795
    Topix (FRA) Sony 722.76 28.471   2/09/15 22.627 -16,354 20,578 4,224 576,019  610,888 65,131 676,019
  Buy OBX 25 short REC Silicon 8,754.08 2.117   6/01/15 1.852 18,528        629,416 46,603  
    Topix (FRA) Toshiba 619.04 29.930   5/25/15 30.510 18,528        647,944 28,076  
5/25/15 Sell PSI 20 long Altri 5,974.21 4.081   2/23/15 3.024 -18,066 24,381 6,315 582,334  629,878 52,456 682,334
    Topix (FRA) short Toshiba 619.04 30.510 29.350 5/18/15 29.930 -18,528 18,169 -359 581,975  611,350 70,625 681,975
  Buy PSI 20 Pharol 36,890.20 0.510   11/23/15 0.369 18,814        630,164 51,811  
    Topix (FRA) long Sony 660.14 28.500   6/01/15 28.394 18,814        648,978 32,997  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/01/15 Sell OBX 25 short REC Silicon 8,754.08 1.852 2.418 5/18/15 2.117 -18,528 21,170 2,642 584,617  630,450 54,167 684,617
    Nordic 30 long Pandora 210.33 91.032   11/10/14 68.154 -14,335 19,147 4,812 589,429  616,115 73,314 689,429
    Topix (FRA) Sony 660.14 28.394   5/25/15 28.500 -18,814 18,744 -70 589,359  597,301 92,058 689,359
    GEX Ströer Media 650.36 38.770   1/26/15 26.750 -17,397 25,214 7,817 597,176  579,904 117,272 697,176
    GCX Shimano 129.30 129.753   3/02/15 139.151 -17,992 16,777 -1,215 595,961  561,911 134,049 695,961
  Buy TecDAX short Aixtron 3,007.25 6.900   4/25/16 4.108 20,750        582,662 113,299  
    OBX 25 long Frontline 1,663.23 12.476   6/08/15 12.298 20,750        603,411 92,549  
    Nordic 30 short Fortum 1,198.04 17.320   11/30/15 13.820 20,750        624,162 71,799  
    Topix (FRA) Toshiba 636.31 32.610   11/16/15 22.410 20,750        644,912 51,049  
    GCX REC Silicon 11,201.68 1.852   10/05/20 0.464 20,750        665,662 30,299  
6/08/15 Sell S&P 100 long Gilead Sciences 166.37 100.700   10/27/14 88.668 -14,752 16,753 2,002 597,963  650,910 47,053 697,963
    France Adocia 324.17 66.230   12/29/14 47.700 -15,463 21,470 6,007 603,970  635,447 68,523 703,970
    ISEQ 20 Glanbia 622.96 17.420   1/19/15 13.850 -8,628 10,852 2,224 606,194  626,819 79,375 706,194
      Ryanair 886.74 11.660   1/19/15 9.730 -8,628 10,339 1,711 607,905  618,191 89,714 707,905
    OBX 25 Frontline 1,663.23 12.298   6/01/15 12.476 -20,750 20,455 -295 607,610  597,441 110,168 707,610
    OMXS 30 Boliden 551.84 18.209   11/03/14 13.117 -7,238 10,048 2,810 610,419  590,203 120,217 710,419
      Electrolux 322.35 27.196   11/03/14 22.455 -7,239 8,766 1,528 611,947  582,964 128,983 711,947
    FT 30 Man Group 82.23 231.072   1/19/15 209.841 -17,255 19,001 1,746 613,693  565,709 147,984 713,693
    CAC Mid 60 Adocia 273.04 66.230   1/19/15 63.200 -17,256 18,083 827 614,520  548,453 166,068 714,520
    DJ Global Titans Mitsubishi UFJ 2,799.57 6.373   4/27/15 6.489 -18,165 17,841 -324 614,197  530,288 183,909 714,197
  Buy S&P 100 short Norfolk Southern 278.39 80.648   6/15/15 80.979 22,452        552,739 161,457  
    France Solocal 32.05 700.450   11/23/15 390.360 22,449        575,189 139,008  
    ISEQ 20 FBD 1,210.48 9.274   8/10/15 7.120 11,226        586,415 127,782  
    OBX 25 DNO International 17,623.23 1.274   12/21/15 0.607 22,452        608,867 105,330  
    OMXS 30 SSAB 2,192.58 5.120   10/26/15 3.388 11,226        620,093 94,104  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Telia Company 2,134.75 5.259   10/26/15 4.765 11,226        631,319 82,878  
    FT 30 Tate & Lyle 29.79 753.704   12/28/15 807.108 22,453        653,772 60,425  
    DJ Global Titans BHP 1,180.46 19.020   7/13/15 17.787 22,452        676,224 37,973  
6/15/15 Sell S&P 100 short Norfolk Southern 278.39 80.979 80.318 6/08/15 80.648 -22,452 22,360 -92 614,105  653,772 60,333 714,105
    Germany long Ströer Media 650.62 40.315   1/12/15 24.615 -16,015 26,230 10,215 624,320  637,757 86,563 724,320
  Buy S&P 100 Starbucks 437.55 46.330   7/06/15 49.123 20,272        658,029 66,291  
6/29/15 Sell SDAX long Patrizia Immobilien 1,163.68 22.015   1/26/15 14.950 -17,397 25,618 8,221 632,541  640,632 91,909 732,541
    MerVal Comercial del Plata 61,473.34 0.285   3/09/15 0.278 -17,065 17,514 449 632,990  623,567 109,423 732,990
7/06/15 Sell S&P 100 long Starbucks 437.55 49.123   6/15/15 46.330 -20,272 21,494 1,222 634,212  603,295 130,917 734,212
    Kospi 50 Amorepacific Group 160.55 157.893   12/08/14 82.934 -13,315 25,350 12,035 646,246  589,980 156,266 746,246
    DAX Merck (EMD) 188.90 90.640   11/17/14 76.670 -14,483 17,122 2,639 648,885  575,497 173,388 748,885
    HSI-C&I Tencent 899.82 17.093   4/13/15 20.815 -18,730 15,381 -3,349 645,536  556,767 188,769 745,536
  Buy S&P 100 short Norfolk Southern 297.00 78.643   7/13/15 78.579 23,357        580,124 165,412  
    CAC 40 ArcelorMittal 925.76 25.230   3/27/17 22.800 23,357        603,481 142,055  
    DAX RWE 1,213.98 19.240   7/13/15 20.205 23,357        626,838 118,698  
    HSI-C&I Sands China 6,903.00 3.384   5/09/16 3.084 23,357        650,195 95,341  
7/13/15 Sell S&P 100 short Norfolk Southern 297.00 78.579 78.708 7/06/15 78.643 -23,357 23,376 19 645,555  626,838 118,717 745,555
    HSI long China Life Ins HK 4,832.38 3.728   1/12/15 3.314 -16,015 18,017 2,002 647,557  610,823 136,734 747,557
    DAX short RWE 1,213.98 20.205 18.275 7/06/15 19.240 -23,357 22,185 -1,172 646,385  587,466 158,919 746,385
    DJ Global Titans BHP 1,180.46 17.787 20.338 6/08/15 19.020 -22,452 24,008 1,556 647,942  565,014 182,928 747,942
  Buy S&P 100 long Amazon.com 1,124.09 20.702   7/27/15 23.987 23,271        588,285 159,657  
    HSI short China Shenhua HK 12,530.15 1.857   4/18/16 1.521 23,271        611,556 136,386  
    DAX long Fresenius 379.87 61.260   7/27/15 61.200 23,271        634,827 113,115  
    DJ Global Titans Mitsubishi UFJ 3,704.75 6.281   7/27/15 6.435 23,271        658,098 89,844  
7/20/15 Sell DJTA long Avis Budget 500.84 38.916   9/24/12 12.419 -6,220 19,490 13,271 661,212  651,878 109,334 761,212
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Avis Budget 559.24 38.916   8/03/15 39.514 21,763        673,641 87,571  
7/27/15 Sell S&P 100 long Amazon.com 1,124.09 23.987   7/13/15 20.702 -23,271 26,964 3,693 664,905  650,370 114,535 764,905
    DAX Fresenius 379.87 61.200   7/13/15 61.260 -23,271 23,248 -23 664,882  627,099 137,783 764,882
    Indices SSE 50 ew 53.70 382.611   2/23/15 336.435 -18,067 20,546 2,480 667,362  609,033 158,329 767,362
    DJ Global Titans Mitsubishi UFJ 3,704.75 6.435   7/13/15 6.281 -23,271 23,840 569 667,931  585,762 182,170 767,931
  Buy S&P 100 short ConocoPhilips 520.25 45.655   3/07/16 37.595 23,752        609,514 158,417  
    DAX RWE 1,280.43 18.550   10/19/15 12.230 23,752        633,266 134,665  
    BAX Grammer 904.49 26.260   11/09/15 23.675 23,752        657,018 110,914  
    DJ Global Titans ConocoPhilips 520.25 45.655   8/03/15 45.385 23,752        680,770 87,161  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,910.75 7.097   7/07/14 2.976 -11,638 27,754 16,116 684,047  669,132 114,916 784,047
    HSI-Fin China Life Ins HK 4,656.96 3.251   1/26/15 3.736 -17,397 15,137 -2,260 681,788  651,735 130,053 781,788
    DJTA short Avis Budget 559.24 39.514 38.317 7/20/15 38.916 -21,763 21,428 -335 681,453  629,972 151,481 781,453
    DJ Global Titans ConocoPhilips 520.25 45.385 45.927 7/27/15 45.655 -23,752 23,894 142 681,595  606,219 175,375 781,595
  Buy SSE 50 China Northern Rare 11,494.19 2.081   1/04/16 1.789 23,924        630,143 151,451  
    HSI-Fin ICBC 38,253.92 0.625   1/04/16 0.538 23,924        654,067 127,527  
    DJTA long JetBlue Airways 1,110.81 21.538   8/24/15 18.277 23,924        677,992 103,603  
    SMI UBS 1,133.72 21.102   8/17/15 20.081 23,924        701,916 79,679  
    DJ Global Titans Mitsubishi UFJ 3,688.67 6.486   8/24/15 5.389 23,924        725,840 55,755  
8/10/15 Sell ISEQ 20 short FBD 1,210.48 7.120 12.080 6/08/15 9.274 -11,226 14,622 3,396 684,991  714,614 70,377 784,991
  Buy   long Kingspan 470.50 22.725   8/17/15 22.815 10,692        725,306 59,685  
      Ryanair 836.62 12.780   8/17/15 12.705 10,692        735,998 48,993  
8/17/15 Sell ASX 50 long James Hardie Ind 727.71 12.058   1/30/12 5.763 -4,194 8,775 4,581 689,571  731,804 57,768 789,571
    ISEQ 20 Kingspan 470.50 22.815   8/10/15 22.725 -10,692 10,734 42 689,614  721,112 68,502 789,614
      Ryanair 836.62 12.705   8/10/15 12.780 -10,692 10,629 -63 689,551  710,420 79,132 789,551
    OMXC 20 Pandora 209.43 107.440   11/24/14 67.207 -14,075 22,501 8,426 697,977  696,344 101,633 797,977
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI UBS 1,133.72 20.081   8/03/15 21.102 -23,924 22,766 -1,158 696,820  672,420 124,399 796,820
    Nikkei (FRA) Fujitsu 106.06 44.550   6/30/14 54.990 -5,832 4,725 -1,107 695,712  666,588 129,124 795,712
      Minebea Mitsumi 709.14 12.573   6/30/14 8.224 -5,832 8,916 3,084 698,796  660,756 138,040 798,796
  Buy ASX 50 short Santos 5,882.06 3.982   11/23/15 2.708 23,420        684,176 114,620  
    ISEQ 20 FBD 1,697.10 6.900   11/30/15 6.852 11,710        695,886 102,910  
    OMXC 20 GN Store Nord 188.11 124.500   10/05/15 126.375 23,420        719,306 79,490  
    Nikkei (FRA) Sharp 912.70 12.830   11/23/15 10.210 11,710        731,016 67,781  
      IHI 387.88 30.190   11/23/15 25.250 11,710        742,726 56,070  
8/24/15 Sell DJIA long Visa 136.64 58.880   12/19/11 18.897 -2,582 8,045 5,463 704,260  740,144 64,116 804,260
    Nasdaq 100 Regeneron 39.25 434.608   10/10/11 49.346 -1,937 17,058 15,122 719,381  738,207 81,174 819,381
    Euro 50 ASML 55.45 74.790   1/09/12 32.400 -1,797 4,147 2,351 721,732  736,410 85,321 821,732
      Anheuser-Busch InBev 37.83 91.280   1/09/12 47.495 -1,797 3,453 1,656 723,388  734,614 88,774 823,388
    HDAX Ströer Media 650.62 47.670   1/12/15 24.615 -16,015 31,015 15,000 738,388  718,599 119,789 838,388
    FTSE Ashtead 14.15 1,199.890   7/30/12 333.248 -4,715 16,978 12,263 750,651  713,883 136,768 850,651
    HSI-Prop CK Hutchison 458.16 10.950   7/28/14 13.730 -6,290 5,017 -1,274 749,378  707,593 141,785 849,378
      Sino Land 5,024.36 1.200   7/28/14 1.252 -6,291 6,029 -261 749,116  701,302 147,814 849,116
    Europe 50 Novartis 231.52 69.088   11/10/14 61.916 -14,335 15,995 1,660 750,777  686,968 163,809 850,777
    DJTA JetBlue Airways 1,110.81 18.277   8/03/15 21.538 -23,924 20,303 -3,621 747,155  663,043 184,112 847,155
    Nikkei (TYO) Minebea Mitsumi 1,407.98 10.589   10/27/14 10.477 -14,752 14,910 158 747,313  648,291 199,021 847,313
    DJ Global Titans Mitsubishi UFJ 3,688.67 5.389   8/03/15 6.486 -23,924 19,879 -4,045 743,268  624,367 218,900 843,268
    SP Global 100 Apple 661.13 22.212   11/03/14 21.898 -14,477 14,685 208 743,475  609,890 233,585 843,475
  Buy USA short Keurig Dr Pepper 609.38 44.186   9/14/15 52.434 26,926        636,816 206,659  
    DJIA Chevron 433.46 62.119   5/30/16 91.551 26,926        663,743 179,733  
    Nasdaq 100 Micron Technology 2,164.89 12.438   8/31/15 14.635 26,926        690,669 152,807  
    Euro 50 E.on 1,547.47 8.700   10/26/15 8.993 13,463        704,132 139,344  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Banco Santander 2,584.07 5.210   10/26/15 5.230 13,463        717,595 125,881  
    HDAX RWE 2,036.76 13.220   11/23/15 10.895 26,926        744,521 98,955  
    FTSE Glencore 143.69 187.390   5/09/16 167.806 26,926        771,447 72,029  
    HSI-Prop Hang Lung 7,003.95 1.922   6/06/16 1.737 13,463        784,910 58,566  
      The Wharf 7,694.90 1.750   6/06/16 1.945 13,463        798,373 45,103  
    DJCA Chevron 433.46 62.119   8/31/15 72.229 26,926        825,299 18,177  
    Europe 50 Rio Tinto 9.20 2,927.710   10/26/15 3,453.900 26,935        852,234 -8,758  
    DJTA Norfolk Southern 418.26 64.376   8/31/15 69.482 26,926        879,159 -35,684  
    SLI Aryzta 2,872.81 9.373   1/09/17 8.993 26,926        906,085 -62,610  
    CAC Next 20 Casino Guichard 478.43 56.280   1/30/17 49.780 26,926        933,011 -89,536  
    Nikkei (TYO) IHI 1,039.96 25.892   8/08/16 25.014 26,926        959,937 -116,462  
    DJ Global Titans ConocoPhilips 728.19 36.977   3/21/16 37.886 26,926        986,863 -143,388  
    SP Global 100 RWE 2,036.76 13.220   9/12/16 14.645 26,926        1,013,789 -170,314  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,164.89 14.635 10.240 8/24/15 12.438 -26,926 22,169 -4,757 738,719  986,863 -148,145 838,719
    DJCA Chevron 433.46 72.229 52.009 8/24/15 62.119 -26,926 22,544 -4,382 734,337  959,937 -125,601 834,337
    DJTA Norfolk Southern 418.26 69.482 59.269 8/24/15 64.376 -26,926 24,790 -2,136 732,201  933,012 -100,811 832,201
  Buy Nasdaq 100 long Netflix 178.25 102.576   9/07/15 88.434 18,284        951,296 -119,095  
    DJCA JetBlue Airways 918.54 19.906   3/16/20 9.506 18,284        969,580 -137,379  
    DJUA short CenterPoint Energy 550.53 16.606   12/07/15 15.137 9,142        978,722 -146,521  
      FirstEnergy 320.74 28.503   12/07/15 29.960 9,142        987,864 -155,663  
    DJTA long JetBlue Airways 918.54 19.906   1/04/16 20.201 18,284        1,006,148 -173,947  
9/07/15 Sell Nasdaq 100 long Netflix 178.25 88.434   8/31/15 102.576 -18,284 15,763 -2,521 729,680  987,864 -158,184 829,680
    ATX Zumtobel 799.05 23.775   2/16/15 21.095 -16,856 18,997 2,141 731,821  971,008 -139,186 831,821
  Buy Nasdaq 100 short Micron Technology 1,149.29 15.066   10/19/15 16.912 17,315        988,323 -156,501  
    ATX Vienna Insurance 635.65 27.240   3/28/16 18.660 17,315        1,005,638 -173,816  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/14/15 Sell USA short Keurig Dr Pepper 609.38 52.434 35.938 8/24/15 44.186 -26,926 21,900 -5,026 726,795  978,712 -151,916 826,795
  Buy   long JetBlue Airways 725.40 23.257   9/21/15 23.986 16,871        995,582 -168,787  
9/21/15 Sell   long JetBlue Airways 725.40 23.986   9/14/15 23.257 -16,871 17,399 528 727,324  978,712 -151,388 827,324
  Buy   short Wynn Resorts 284.09 59.482   10/05/15 57.973 16,898        995,610 -168,286  
    MIB Saipem 34.89 484.286   12/26/16 244.286 16,897        1,012,506 -185,183  
9/28/15 Sell BEL 20 long bpost 754.86 21.000   1/19/15 22.860 -17,256 15,852 -1,404 725,920  995,250 -169,331 825,920
  Buy   short Solvay 183.38 89.510   3/28/16 85.670 16,414        1,011,665 -185,745  
10/05/15 Sell USA short Wynn Resorts 284.09 57.973 61.030 9/21/15 59.482 -16,898 17,338 440 726,359  994,767 -168,407 826,359
    OMXC 20 GN Store Nord 188.11 126.375 122.625 8/17/15 124.500 -23,420 23,067 -353 726,007  971,347 -145,340 826,007
  Buy USA long Netflix 171.20 99.392   12/14/15 109.790 17,016        988,363 -162,356  
    OMXC 20 Genmab 200.04 85.064   11/02/15 91.174 17,016        1,005,379 -179,372  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.54 208.474   4/02/18 330.481 16,165        1,021,544 -195,537  
    MerVal Pampa Energía 19,601.07 0.825   10/19/15 0.927 16,165        1,037,709 -211,702  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,149.29 16.912 13.219 9/07/15 15.066 -17,315 15,193 -2,122 723,884  1,020,394 -196,510 823,884
    DAX RWE 1,280.43 12.230 28.136 7/27/15 18.550 -23,752 36,026 12,274 736,159  996,642 -160,483 836,159
    MerVal long Pampa Energía 19,601.07 0.927   10/12/15 0.825 -16,165 18,160 1,995 738,154  980,477 -142,323 838,154
  Buy Nasdaq 100 Amazon.com 687.67 25.296   2/08/16 21.802 17,395        997,872 -159,718  
    DAX Fresenius 288.43 60.310   12/21/15 63.430 17,395        1,015,267 -177,113  
    MerVal short YPF 773.82 22.479   10/26/15 25.738 17,395        1,032,662 -194,508  
10/26/15 Sell Euro 50 short E.on 1,547.47 8.993 8.407 8/24/15 8.700 -13,463 13,010 -453 737,701  1,019,199 -181,498 837,701
      Banco Santander 2,584.07 5.230 5.190 8/24/15 5.210 -13,463 13,411 -52 737,649  1,005,736 -168,087 837,649
    OMXS 30 SSAB 2,192.58 3.388 7.737 6/08/15 5.120 -11,226 16,965 5,739 743,388  994,510 -151,122 843,388
      Telia Company 2,134.75 4.765 5.804 6/08/15 5.259 -11,226 12,389 1,163 744,551  983,284 -138,733 844,551
    Europe 50 Rio Tinto 9.20 3,453.900 2,401.510 8/24/15 2,927.710 -26,935 22,094 -4,841 739,710  956,349 -116,639 839,710
    MerVal YPF 773.82 25.738 19.221 10/19/15 22.479 -17,395 14,873 -2,522 737,189  938,954 -101,766 837,189
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Euro 50 long Fresenius 143.30 64.150   1/11/16 59.420 9,193        948,147 -110,958  
      Inditex 273.50 33.610   1/11/16 29.430 9,192        957,339 -120,151  
    OMXS 30 Boliden 526.46 17.461   11/02/15 17.505 9,192        966,532 -129,343  
      Svenska Cellulosa B 1,763.82 5.212   11/02/15 5.468 9,193        975,724 -138,536  
    Europe 50 SAP 262.16 70.130   12/14/15 69.400 18,385        994,110 -156,921  
    MerVal Pampa Energía 15,998.09 1.149   3/07/16 0.728 18,385        1,012,495 -175,306  
11/02/15 Sell OMXC 20 long Genmab 200.04 91.174   10/05/15 85.064 -17,016 18,238 1,222 738,411  995,479 -157,068 838,411
    OMXS 30 Boliden 526.46 17.505   10/26/15 17.461 -9,192 9,216 23 738,434  986,286 -147,852 838,434
      Svenska Cellulosa B 1,763.82 5.468   10/26/15 5.212 -9,193 9,644 451 738,885  977,094 -138,208 838,885
  Buy   short SSAB 2,593.04 3.378   12/14/15 2.601 8,758        985,852 -146,966  
      SKF A 545.05 16.068   12/14/15 14.663 8,758        994,610 -155,724  
11/09/15 Sell BAX short Grammer 904.49 23.675 29.127 7/27/15 26.260 -23,752 26,345 2,593 741,479  970,858 -129,379 841,479
  Buy   long Adva 1,753.03 10.155   11/16/15 10.530 17,802        988,660 -147,181  
11/16/15 Sell MDAX long Ströer Media 653.20 61.450   2/02/15 25.790 -16,846 40,139 23,293 764,772  971,814 -107,042 864,772
    BSE Sensex 30 Hindustan Unilever 691.94 11.144   1/30/12 6.061 -4,194 7,711 3,517 768,289  967,620 -99,331 868,289
    Topix (FRA) short Toshiba 636.31 22.410 47.453 6/01/15 32.610 -20,750 30,195 9,444 777,733  946,870 -69,137 877,733
    BAX long Adva 1,753.03 10.530   11/09/15 10.155 -17,802 18,459 657 778,390  929,068 -50,677 878,390
  Buy MDAX short Leoni 595.80 34.730   5/30/16 29.880 20,692        949,760 -71,369  
    BSE Sensex 30 Bharat Heavy 12,248.14 1.689   6/13/16 1.058 20,692        970,452 -92,061  
    SMI Holcim 409.66 50.510   1/09/17 49.995 20,692        991,144 -112,753  
    Topix (FRA) long Ono Pharmaceutical 757.89 27.302   12/14/15 30.520 20,692        1,011,835 -133,445  
    BAX short Leoni 595.80 34.730   11/23/15 36.045 20,692        1,032,528 -154,137  
11/23/15 Sell France short Solocal 32.05 390.360 1,256.870 6/08/15 700.450 -22,449 40,283 17,833 796,224  1,010,078 -113,855 896,224
    ASX 50 Santos 5,882.06 2.708 5.854 8/17/15 3.982 -23,420 34,432 11,012 807,236  986,658 -79,422 907,236
    HDAX RWE 2,036.76 10.895 16.041 8/24/15 13.220 -26,926 32,672 5,746 812,982  959,732 -46,750 912,982
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Pharol 36,890.20 0.369 0.705 5/25/15 0.510 -18,814 26,004 7,190 820,172  940,918 -20,746 920,172
    Nikkei (FRA) Sharp 912.70 10.210 16.122 8/17/15 12.830 -11,710 14,715 3,005 823,177  929,208 -6,031 923,177
      IHI 387.88 25.250 36.097 8/17/15 30.190 -11,710 14,001 2,291 825,468  917,498 7,970 925,468
    BAX Leoni 595.80 36.045 33.415 11/16/15 34.730 -20,692 19,909 -783 824,684  896,806 27,878 924,684
  Buy France long Ubisoft 888.42 26.805   1/11/16 24.260 23,814        920,620 4,064  
    HDAX SMA Solar 498.46 47.775   1/18/16 41.200 23,814        944,434 -19,750  
    PSI 20 Altri 4,663.01 5.107   12/07/15 5.008 23,814        968,248 -43,564  
    OMXC 20 Genmab 210.00 113.399   2/08/16 88.896 23,814        992,062 -67,377  
    Nikkei (FRA) Yamaha 474.95 25.070   12/07/15 22.360 11,907        1,003,969 -79,284  
    BAX Adva 2,146.37 11.095   12/14/15 9.859 23,814        1,027,783 -103,098  
    GEX Hypoport 301.44 79.000   12/14/15 70.070 23,814        1,051,597 -126,912  
11/30/15 Sell ISEQ 20 short FBD 1,697.10 6.852 6.948 8/17/15 6.900 -11,710 11,792 82 824,766  1,039,887 -115,120 924,766
    Nordic 30 Fortum 1,198.04 13.820 21.706 6/01/15 17.320 -20,750 26,005 5,255 830,022  1,019,137 -89,115 930,022
  Buy Germany long SMA Solar 445.15 47.225   1/11/16 49.315 21,022        1,040,159 -110,137  
    ASX 50 short Origin Energy 5,487.91 3.831   1/04/16 3.253 21,022        1,061,181 -131,159  
    ISEQ 20 long Flutter 87.56 120.050   12/07/15 122.000 10,512        1,071,692 -141,671  
      Dalata Hotel 2,040.97 5.150   12/07/15 5.130 10,511        1,082,203 -152,182  
    Nordic 30 Pandora 187.36 112.200   12/14/15 108.345 21,022        1,103,225 -173,204  
12/07/15 Sell ISEQ 20 long Flutter 87.56 122.000   11/30/15 120.050 -10,512 10,682 171 830,192  1,092,714 -162,521 930,192
      Dalata Hotel 2,040.97 5.130   11/30/15 5.150 -10,511 10,470 -41 830,151  1,082,203 -152,051 930,151
    PSI 20 Altri 4,663.01 5.008   11/23/15 5.107 -23,814 23,352 -462 829,690  1,058,389 -128,699 929,690
    DJUA short CenterPoint Energy 550.53 15.137 18.217 8/31/15 16.606 -9,142 10,029 887 830,577  1,049,247 -118,670 930,577
      FirstEnergy 320.74 29.960 27.045 8/31/15 28.503 -9,142 8,674 -468 830,109  1,040,105 -109,995 930,109
    Nikkei (FRA) long Yamaha 474.95 22.360   11/23/15 25.070 -11,907 10,620 -1,287 828,822  1,028,198 -99,376 928,822
    BSE Sensex 50 Eicher Motors 825.63 22.421   10/24/11 2.335 -1,928 18,511 16,583 845,406  1,026,270 -80,864 945,406
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 short FBD 1,584.53 6.820   1/04/16 6.603 10,806        1,037,076 -91,671  
    PSI 20 Pharol 76,641.84 0.282   4/25/16 0.141 21,613        1,058,689 -113,284  
    DJUA long NiSource 612.09 17.655   3/16/20 18.760 10,807        1,069,496 -124,090  
      American Water 200.60 53.870   3/16/20 106.441 10,806        1,080,302 -134,896  
    Nikkei (FRA) short OKI Electric 941.33 11.480   3/07/16 12.000 10,806        1,091,108 -145,703  
      Sharp 1,137.53 9.500   3/07/16 13.180 10,807        1,101,915 -156,509  
    BSE Sensex 50 ONGC 10,482.08 2.062   12/21/15 2.125 21,613        1,123,528 -178,122  
12/14/15 Sell USA long Netflix 171.20 109.790   10/05/15 99.392 -17,016 18,796 1,780 847,186  1,106,512 -159,326 947,186
    OMXS 30 short SSAB 2,593.04 2.601 4.386 11/02/15 3.378 -8,758 11,372 2,614 849,799  1,097,754 -147,955 949,799
      SKF A 545.05 14.663 17.608 11/02/15 16.068 -8,758 9,597 839 850,639  1,088,996 -138,358 950,639
    Europe 50 long SAP 262.16 69.400   10/26/15 70.130 -18,385 18,194 -191 850,447  1,070,611 -120,164 950,447
    Nordic 30 Pandora 187.36 108.345   11/30/15 112.200 -21,022 20,300 -722 849,725  1,049,589 -99,864 949,725
    Topix (FRA) Ono Pharmaceutical 757.89 30.520   11/16/15 27.302 -20,692 23,131 2,439 852,164  1,028,897 -76,733 952,164
    BAX Adva 2,146.37 9.859   11/23/15 11.095 -23,814 21,161 -2,653 849,511  1,005,083 -55,572 949,511
    GEX Hypoport 301.44 70.070   11/23/15 79.000 -23,814 21,122 -2,692 846,819  981,269 -34,450 946,819
  Buy OMXS 30 Securitas 851.23 13.398   12/21/15 13.632 11,405        992,674 -45,855  
    Europe 50 short Rio Tinto 8.96 2,545.100   12/28/15 2,721.790 22,804        1,015,478 -68,659  
    Nordic 30 Møller-Mærsk B 18.60 1,226.160   4/25/16 1,254.850 22,807        1,038,285 -91,466  
    Topix (FRA) Toshiba 1,050.14 21.720   12/21/15 19.300 22,809        1,061,094 -114,275  
    BAX Leoni 686.29 33.235   7/04/16 24.990 22,809        1,083,902 -137,083  
    GEX Manz 560.97 40.660   5/09/16 36.225 22,809        1,106,711 -159,892  
12/21/15 Sell DAX long Fresenius 288.43 63.430   10/19/15 60.310 -17,395 18,295 900 847,719  1,089,316 -141,597 947,719
    OBX 25 short DNO International 17,623.23 0.607 2.673 6/08/15 1.274 -22,452 47,100 24,648 872,367  1,066,864 -94,497 972,367
    OMXS 30 long Securitas 851.23 13.632   12/14/15 13.398 -11,405 11,604 199 872,566  1,055,460 -82,894 972,566
    Topix (FRA) short Toshiba 1,050.14 19.300 24.443 12/14/15 21.720 -22,809 25,669 2,860 875,426  1,032,651 -57,225 975,426
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 ONGC 10,482.08 2.125 1.999 12/07/15 2.062 -21,613 20,954 -659 874,766  1,011,038 -36,271 974,766
  Buy DAX RWE 2,058.97 11.395   12/28/15 11.660 23,462        1,034,500 -59,733  
    OBX 25 long Bakkafrost 892.66 26.283   12/28/15 26.311 23,462        1,057,961 -83,195  
    OMXS 30 short SSAB 5,405.24 2.170   12/28/15 2.409 11,731        1,069,692 -94,926  
      SKF A 803.42 14.601   12/28/15 15.095 11,731        1,081,423 -106,657  
    Topix (FRA) long Ono Pharmaceutical 733.55 31.984   1/04/16 32.298 23,462        1,104,885 -130,119  
    CAC Mid 60 Sartorius Stedim 407.50 57.575   12/28/15 57.183 23,462        1,128,347 -153,581  
    BSE Sensex 50 Bajaj Finance 2,890.09 8.118   1/04/16 8.393 23,462        1,151,809 -177,043  
12/28/15 Sell DAX short RWE 2,058.97 11.660 11.130 12/21/15 11.395 -23,462 22,916 -546 874,221  1,128,347 -154,126 974,221
    OBX 25 long Bakkafrost 892.66 26.311   12/21/15 26.283 -23,462 23,487 25 874,245  1,104,885 -130,640 974,245
    OMXS 30 short SSAB 5,405.24 2.409 1.932 12/21/15 2.170 -11,731 10,440 -1,291 872,955  1,093,154 -120,200 972,955
      SKF A 803.42 15.095 14.108 12/21/15 14.601 -11,731 11,334 -396 872,558  1,081,423 -108,865 972,558
    Europe 50 Rio Tinto 8.96 2,721.790 2,368.420 12/14/15 2,545.100 -22,804 21,221 -1,583 870,975  1,058,619 -87,644 970,975
    FT 30 Tate & Lyle 29.79 807.108 700.300 6/08/15 753.704 -22,453 20,862 -1,591 869,384  1,036,166 -66,782 969,384
    CAC Mid 60 long Sartorius Stedim 407.50 57.183   12/21/15 57.575 -23,462 23,302 -160 869,225  1,012,705 -43,480 969,225
  Buy USA Energy Recovery 3,575.09 6.473   1/11/16 5.700 23,143        1,035,848 -66,623  
    DAX Adidas 259.77 89.090   3/07/16 96.970 23,143        1,058,991 -89,766  
    OMXS 30 Securitas 833.98 13.875   1/04/16 13.705 11,571        1,070,562 -101,337  
    Europe 50 SAP 317.64 72.860   1/04/16 70.580 23,143        1,093,705 -124,481  
    FT 30 ITV 62.04 373.033   1/11/16 356.368 23,143        1,116,848 -147,624  
1/04/16 Sell SSE 50 short China Northern Rare 11,494.19 1.789 2.422 8/03/15 2.081 -23,924 27,840 3,916 873,141  1,092,924 -119,783 973,141
    ASX 50 Origin Energy 5,487.91 3.253 4.511 11/30/15 3.831 -21,022 24,753 3,731 876,872  1,071,902 -95,030 976,872
    HSI-Fin ICBC 38,253.92 0.538 0.727 8/03/15 0.625 -23,924 27,791 3,867 880,739  1,047,978 -67,239 980,739
    ISEQ 20 FBD 1,584.53 6.603 7.044 12/07/15 6.820 -10,806 11,162 355 881,095  1,037,172 -56,077 981,095
    OMXH 25 Outokumpu 3,624.45 2.584 10.606 5/11/15 5.235 -18,974 38,440 19,466 900,560  1,018,198 -17,637 1,000,560
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 long Securitas 833.98 13.705   12/28/15 13.875 -11,571 11,430 -142 900,419  1,006,626 -6,208 1,000,419
    Europe 50 SAP 317.64 70.580   12/28/15 72.860 -23,143 22,419 -724 899,695  983,483 16,212 999,695
    DJTA JetBlue Airways 918.54 20.201   8/31/15 19.906 -18,284 18,556 272 899,966  965,199 34,767 999,966
    Topix (FRA) Ono Pharmaceutical 733.55 32.298   12/21/15 31.984 -23,462 23,692 230 900,197  941,737 58,459 1,000,197
    BSE Sensex 50 Bajaj Finance 2,890.09 8.393   12/21/15 8.118 -23,462 24,257 795 900,992  918,275 82,717 1,000,992
  Buy SSE 50 Shanghai Pudong 10,773.02 2.515   1/11/16 2.391 27,092        945,367 55,625  
    HSI-Fin Hang Seng Bank 1,590.51 17.034   1/11/16 16.023 27,092        972,459 28,533  
    ISEQ 20 Flutter 109.82 123.350   1/18/16 119.900 13,546        986,005 14,986  
      Dalata Hotel 2,517.84 5.380   1/18/16 4.930 13,546        999,551 1,440  
    OMXH 25 Elisa 802.73 33.750   1/11/16 34.422 27,092        1,026,643 -25,652  
    OMXS 30 short SSAB 5,554.14 2.439   4/04/16 3.262 13,546        1,040,189 -39,198  
      SKF A 931.50 14.542   4/04/16 15.448 13,546        1,053,735 -52,744  
    Europe 50 Rio Tinto 10.48 2,585.270   1/25/16 2,112.660 27,094        1,080,829 -79,837  
    DJTA Ryder System 515.70 52.534   2/22/16 53.012 27,092        1,107,921 -106,929  
    Topix (FRA) Toshiba 1,364.15 19.860   8/15/16 25.260 27,092        1,135,013 -134,021  
    BSE Sensex 50 Larsen & Toubro 2,334.37 11.606   3/07/16 10.779 27,092        1,162,105 -161,113  
1/11/16 Sell USA long Energy Recovery 3,575.09 5.700   12/28/15 6.473 -23,143 20,379 -2,764 898,228  1,138,962 -140,734 998,228
    Euro 50 Fresenius 143.30 59.420   10/26/15 64.150 -9,193 8,515 -678 897,550  1,129,769 -132,219 997,550
      Inditex 273.50 29.430   10/26/15 33.610 -9,192 8,049 -1,143 896,407  1,120,577 -124,170 996,407
    France Ubisoft 888.42 24.260   11/23/15 26.805 -23,814 21,553 -2,261 894,146  1,096,763 -102,617 994,146
    Germany SMA Solar 445.15 49.315   11/30/15 47.225 -21,022 21,953 930 895,076  1,075,741 -80,665 995,076
    SSE 50 Shanghai Pudong 10,773.02 2.391   1/04/16 2.515 -27,092 25,756 -1,336 893,740  1,048,649 -54,909 993,740
    HSI-Fin Hang Seng Bank 1,590.51 16.023   1/04/16 17.034 -27,092 25,485 -1,607 892,133  1,021,557 -29,424 992,133
    OMXH 25 Elisa 802.73 34.422   1/04/16 33.750 -27,092 27,632 539 892,673  994,465 -1,792 992,673
    FT 30 ITV 62.04 356.368   12/28/15 373.033 -23,143 22,109 -1,034 891,639  971,322 20,317 991,639
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Subaru 743.12 33.663   6/11/12 6.048 -4,494 25,016 20,521 912,160  966,828 45,333 1,012,160
  Buy Euro 50 short Volkswagen 112.93 117.050   1/25/16 110.750 13,218        980,046 32,114  
      Banco Santander 3,239.83 4.080   1/25/16 3.860 13,219        993,265 18,896  
    France Vallourec 100.26 263.680   4/18/16 148.800 26,437        1,019,701 -7,541  
    SSE 50 Haitong Secs 15,034.69 1.758   6/13/16 1.997 26,437        1,046,138 -33,978  
    ASX 50 Origin Energy 9,656.65 2.738   2/29/16 2.906 26,437        1,072,575 -60,415  
    HSI-Fin China Life Ins HK 10,416.06 2.538   6/06/16 1.986 26,437        1,099,012 -86,852  
    OMXH 25 Outokumpu 10,677.30 2.476   4/25/16 3.996 26,437        1,125,449 -113,289  
    FT 30 Tesco 107.15 246.739   1/25/16 258.955 26,438        1,151,887 -139,727  
    Topix (TYO) Toshiba 1,469.96 17.985   10/31/16 33.076 26,437        1,178,324 -166,164  
1/18/16 Sell HDAX long SMA Solar 498.46 41.200   11/23/15 47.775 -23,814 20,537 -3,277 908,883  1,154,510 -145,627 1,008,883
    ISEQ 20 Flutter 109.82 119.900   1/04/16 123.350 -13,546 13,167 -379 908,504  1,140,964 -132,460 1,008,504
      Dalata Hotel 2,517.84 4.930   1/04/16 5.380 -13,546 12,413 -1,133 907,371  1,127,418 -120,047 1,007,371
    QIX Freenet 437.09 28.325   1/23/12 10.515 -4,596 12,381 7,785 915,156  1,122,822 -107,666 1,015,156
  Buy HDAX short Aixtron 6,874.85 3.300   3/14/16 3.331 22,687        1,145,509 -130,353  
    ISEQ 20 FBD 1,761.41 6.440   5/30/16 6.529 11,343        1,156,852 -141,697  
    QIX BMW 290.49 78.100   2/08/16 69.300 22,687        1,179,540 -164,384  
1/25/16 Sell Euro 50 short Volkswagen 112.93 110.750 123.708 1/11/16 117.050 -13,218 13,970 752 915,907  1,166,321 -150,414 1,015,907
      Banco Santander 3,239.83 3.860 4.313 1/11/16 4.080 -13,219 13,972 753 916,661  1,153,103 -136,442 1,016,661
    Europe 50 Rio Tinto 10.48 2,112.660 3,163.610 1/04/16 2,585.270 -27,094 33,155 6,061 922,722  1,126,009 -103,287 1,022,722
    FT 30 Tesco 107.15 258.955 234.523 1/11/16 246.739 -26,438 25,129 -1,309 921,413  1,099,571 -78,158 1,021,413
  Buy Euro 50 long SAP 162.22 72.680   4/04/16 70.040 11,790        1,111,361 -89,948  
      Vinci 191.31 61.630   4/04/16 65.450 11,790        1,123,152 -101,739  
    Europe 50 SAP 324.45 72.680   3/28/16 70.840 23,581        1,146,733 -125,320  
    FT 30 National Grid 18.98 1,242.520   2/01/16 1,311.560 23,583        1,170,316 -148,903  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/01/16 Sell   long National Grid 18.98 1,311.560   1/25/16 1,242.520 -23,583 24,893 1,310 922,723  1,146,733 -124,010 1,022,723
  Buy   short NatWest 68.06 330.109   4/18/16 299.798 22,467        1,169,200 -146,477  
2/08/16 Sell Nasdaq 100 long Amazon.com 687.67 21.802   10/19/15 25.296 -17,395 14,993 -2,403 920,321  1,151,805 -131,484 1,020,321
    OMXC 20 Genmab 210.00 88.896   11/23/15 113.399 -23,814 18,668 -5,146 915,175  1,127,991 -112,816 1,015,175
    QIX short BMW 290.49 69.300 88.018 1/18/16 78.100 -22,687 25,568 2,881 918,056  1,105,304 -87,248 1,018,056
  Buy Nasdaq 100 Micron Technology 2,561.31 9.085   3/21/16 10.259 23,270        1,128,574 -110,518  
    QIX long Rational 57.44 405.150   4/11/16 463.700 23,272        1,151,846 -133,790  
2/22/16 Sell DJTA short Ryder System 515.70 53.012 52.057 1/04/16 52.534 -27,092 26,846 -246 917,809  1,124,754 -106,944 1,017,809
    NZX 50 long Tourism 16,907.67 1.542   7/28/14 0.744 -12,581 26,067 13,486 931,295  1,112,173 -80,878 1,031,295
  Buy OMXC 20 Vestas Wind Systems 1,967.38 12.077   2/29/16 12.460 23,760        1,135,933 -104,638  
    DJTA Delta Air Lines 537.25 44.225   3/07/16 43.943 23,760        1,159,693 -128,398  
    NZX 50 short ANZ Banking NZ 1,553.36 15.296   2/29/16 14.670 23,760        1,183,453 -152,158  
2/29/16 Sell ASX 50 short Origin Energy 9,656.65 2.906 2.569 1/11/16 2.738 -26,437 24,811 -1,626 929,669  1,157,016 -127,347 1,029,669
    OMXC 20 long Vestas Wind Systems 1,967.38 12.460   2/22/16 12.077 -23,760 24,513 753 930,422  1,133,256 -102,834 1,030,422
    NZX 50 short ANZ Banking NZ 1,553.36 14.670 15.949 2/22/16 15.296 -23,760 24,774 1,014 931,436  1,109,495 -78,060 1,031,436
  Buy ASX 50 long Newcrest Mining 2,076.15 11.480   11/05/18 13.103 23,834        1,133,329 -101,894  
    NZX 50 a2 Milk 22,358.35 1.066   5/22/17 2.174 23,834        1,157,163 -125,728  
3/07/16 Sell S&P 100 short ConocoPhilips 520.25 37.595 55.443 7/27/15 45.655 -23,752 28,844 5,092 936,528  1,133,411 -96,883 1,036,528
    DAX long Adidas 259.77 96.970   12/28/15 89.090 -23,143 25,190 2,047 938,575  1,110,268 -71,693 1,038,575
    MerVal Pampa Energía 15,998.09 0.728   10/26/15 1.149 -18,385 11,647 -6,738 931,836  1,091,883 -60,047 1,031,836
    DJTA Delta Air Lines 537.25 43.943   2/22/16 44.225 -23,760 23,608 -152 931,685  1,068,123 -36,438 1,031,685
    Nikkei (FRA) short OKI Electric 941.33 12.000 10.960 12/07/15 11.480 -10,806 10,317 -489 931,196  1,057,317 -26,122 1,031,196
      Sharp 1,137.53 13.180 5.820 12/07/15 9.500 -10,807 6,620 -4,186 927,009  1,046,510 -19,501 1,027,009
    BSE Sensex 50 Larsen & Toubro 2,334.37 10.779 12.496 1/04/16 11.606 -27,092 29,171 2,079 929,089  1,019,418 9,670 1,029,089
  Buy USA long Energy Recovery 3,336.76 7.782   10/29/18 6.189 25,968        1,045,386 -16,298  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    S&P 100 Meta 270.46 96.013   3/28/16 101.554 25,968        1,071,354 -42,266  
    DAX short Deutsche Bank 1,640.11 15.833   4/25/16 14.347 25,968        1,097,322 -68,234  
    MerVal YPF 1,570.52 16.535   4/11/16 14.912 25,968        1,123,290 -94,202  
    DJTA Avis Budget 1,015.84 25.563   3/14/16 24.329 25,968        1,149,258 -120,170  
    Nikkei (FRA) long Nissui 3,061.54 4.241   3/14/16 4.289 12,984        1,162,242 -133,154  
      Yamaha 497.45 26.101   3/14/16 27.038 12,984        1,175,226 -146,138  
    BSE Sensex 50 Bajaj Finance 3,026.82 8.579   12/10/18 29.076 25,968        1,201,194 -172,106  
3/14/16 Sell HDAX short Aixtron 6,874.85 3.331 3.269 1/18/16 3.300 -22,687 22,474 -213 928,875  1,178,507 -149,632 1,028,875
    DJTA Avis Budget 1,015.84 24.329 26.860 3/07/16 25.563 -25,968 27,285 1,317 930,193  1,152,539 -122,347 1,030,193
    Nikkei (FRA) long Nissui 3,061.54 4.289   3/07/16 4.241 -12,984 13,131 147 930,340  1,139,555 -109,216 1,030,340
      Yamaha 497.45 27.038   3/07/16 26.101 -12,984 13,450 466 930,806  1,126,571 -95,766 1,030,806
  Buy HDAX SMA Solar 537.38 43.500   4/11/16 45.160 23,376        1,149,947 -119,142  
    DJTA Alaska Air Group 325.25 71.870   10/29/18 53.552 23,376        1,173,323 -142,517  
    Nikkei (FRA) short Toshiba 704.52 16.590   7/18/16 25.800 11,688        1,185,011 -154,205  
      IHI 642.90 18.180   7/18/16 25.860 11,688        1,196,699 -165,893  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,561.31 10.259 7.912 2/08/16 9.085 -23,270 20,264 -3,006 927,800  1,173,429 -145,629 1,027,800
    TSX 60 Cenovus Energy 1,223.66 12.064 19.931 5/11/15 15.506 -18,974 24,388 5,414 933,214  1,154,455 -121,241 1,033,214
    DJ Global Titans ConocoPhilips 728.19 37.886 36.068 8/24/15 36.977 -26,926 26,264 -662 932,552  1,127,529 -94,977 1,032,552
  Buy Nasdaq 100 long NVidia 3,107.43 7.543   10/29/18 40.739 23,439        1,150,968 -118,416  
    TSX 60 Barrick Gold 1,796.30 13.049   6/27/16 19.168 23,439        1,174,407 -141,855  
    DJ Global Titans McDonald´s 212.77 110.161   3/28/16 110.022 23,439        1,197,846 -165,294  
3/28/16 Sell S&P 100 long Meta 270.46 101.554   3/07/16 96.013 -25,968 27,466 1,499 934,050  1,171,878 -137,828 1,034,050
    ATX short Vienna Insurance 635.65 18.660 39.765 9/07/15 27.240 -17,315 25,277 7,962 942,012  1,154,563 -112,551 1,042,012
    BEL 20 Solvay 183.38 85.670 93.522 9/28/15 89.510 -16,414 17,150 736 942,748  1,138,149 -95,401 1,042,748
    Europe 50 long SAP 324.45 70.840   1/25/16 72.680 -23,581 22,984 -597 942,151  1,114,568 -72,417 1,042,151
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 McDonald´s 212.77 110.022   3/21/16 110.161 -23,439 23,409 -30 942,121  1,091,129 -49,008 1,042,121
  Buy S&P 100 short Devon Energy 1,075.61 23.082   4/25/16 30.124 24,827        1,115,956 -73,834  
    ATX long Flughafen Wien 1,019.69 24.348   5/16/16 25.113 24,827        1,140,782 -98,661  
    BEL 20 Bekaert 709.34 35.000   4/25/16 37.780 24,827        1,165,609 -123,488  
    Europe 50 short Credit Suisse 1,940.06 12.797   4/18/16 13.328 24,827        1,190,436 -148,315  
    DJ Global Titans Mitsubishi UFJ 5,971.19 4.158   4/11/16 3.840 24,827        1,215,263 -173,142  
4/04/16 Sell Euro 50 long SAP 162.22 70.040   1/25/16 72.680 -11,790 11,362 -428 941,693  1,203,473 -161,780 1,041,693
      Vinci 191.31 65.450   1/25/16 61.630 -11,790 12,521 731 942,424  1,191,683 -149,259 1,042,424
    OMXS 30 short SSAB 5,554.14 3.262 1.615 1/04/16 2.439 -13,546 8,972 -4,574 937,850  1,178,137 -140,287 1,037,850
      SKF A 931.50 15.448 13.637 1/04/16 14.542 -13,546 12,702 -843 937,006  1,164,591 -127,584 1,037,006
  Buy Euro 50 Deutsche Bank 860.58 13.209   5/16/16 12.861 11,367        1,175,958 -138,952  
      Unicredit 752.17 15.113   5/16/16 14.382 11,368        1,187,326 -150,319  
    OMXC 20 long Genmab 182.88 124.315   4/11/16 126.502 22,735        1,210,061 -173,054  
    OMXS 30 Securitas 784.13 14.497   4/11/16 14.803 11,368        1,221,428 -184,422  
      Fingerprint Cards 1,083.73 10.489   4/11/16 10.913 11,367        1,232,796 -195,789  
4/11/16 Sell HDAX long SMA Solar 537.38 45.160   3/14/16 43.500 -23,376 24,268 892 937,898  1,209,419 -171,521 1,037,898
    OMXC 20 Genmab 182.88 126.502   4/04/16 124.315 -22,735 23,135 400 938,298  1,186,685 -148,386 1,038,298
    OMXS 30 Securitas 784.13 14.803   4/04/16 14.497 -11,368 11,607 240 938,538  1,175,317 -136,779 1,038,538
      Fingerprint Cards 1,083.73 10.913   4/04/16 10.489 -11,367 11,827 459 938,998  1,163,950 -124,952 1,038,998
    MerVal short YPF 1,570.52 14.912 18.335 3/07/16 16.535 -25,968 28,795 2,827 941,824  1,137,982 -96,157 1,041,824
    QIX long Rational 57.44 463.700   2/08/16 405.150 -23,272 26,635 3,363 945,188  1,114,710 -69,522 1,045,188
    DJ Global Titans short Mitsubishi UFJ 5,971.19 3.840 4.501 3/28/16 4.158 -24,827 26,879 2,052 947,239  1,089,883 -42,644 1,047,239
  Buy HDAX Deutsche Bank 2,009.91 12.495   7/25/16 11.745 25,114        1,114,997 -67,758  
    OMXC 20 Nordea Bank (DK) 3,031.85 8.283   4/25/16 8.632 25,114        1,140,111 -92,872  
    OMXS 30 Nordea Bank 1,510.25 8.315   4/18/16 8.483 12,557        1,152,668 -105,429  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      S.E.B 1,482.32 8.471   4/18/16 8.777 12,557        1,165,225 -117,986  
    MerVal long Gr Fin Galicia 11,022.16 2.279   6/20/16 2.681 25,114        1,190,339 -143,100  
    QIX short Mercedes-Benz 415.11 60.500   7/04/16 54.240 25,114        1,215,453 -168,214  
    DJ Global Titans long McDonald´s 224.58 111.826   5/09/16 114.955 25,114        1,240,567 -193,328  
4/18/16 Sell France short Vallourec 100.26 148.800 467.252 1/11/16 263.680 -26,437 46,847 20,410 967,649  1,214,130 -146,481 1,067,649
    HSI China Shenhua HK 12,530.15 1.521 2.268 7/13/15 1.857 -23,271 28,421 5,150 972,799  1,190,859 -118,060 1,072,799
    OMXS 30 Nordea Bank 1,510.25 8.483 8.147 4/11/16 8.315 -12,557 12,303 -254 972,546  1,178,302 -105,757 1,072,546
      S.E.B 1,482.32 8.777 8.166 4/11/16 8.471 -12,557 12,104 -453 972,093  1,165,745 -93,652 1,072,093
    Europe 50 Credit Suisse 1,940.06 13.328 12.266 3/28/16 12.797 -24,827 23,796 -1,031 971,062  1,140,918 -69,856 1,071,062
    FT 30 NatWest 68.06 299.798 363.484 2/01/16 330.109 -22,467 24,739 2,272 973,334  1,118,451 -45,118 1,073,334
  Buy France long Ubisoft 949.22 27.080   6/13/16 32.460 25,705        1,144,156 -70,823  
    HSI AAC Technologies 3,897.95 6.595   11/21/16 8.782 25,705        1,169,861 -96,528  
    OMXS 30 Securitas 891.48 14.417   6/13/16 13.140 12,852        1,182,714 -109,380  
      Fingerprint Cards 1,039.01 12.370   6/13/16 9.568 12,852        1,195,566 -122,232  
    Europe 50 BAT 4.76 5,403.310   4/25/16 5,349.570 25,720        1,221,286 -147,952  
    FT 30 BAT 4.76 5,403.310   4/25/16 5,349.570 25,720        1,247,006 -173,672  
4/25/16 Sell S&P 100 short Devon Energy 1,075.61 30.124 16.039 3/28/16 23.082 -24,827 17,252 -7,575 965,759  1,222,179 -156,420 1,065,759
    DAX Deutsche Bank 1,640.11 14.347 17.473 3/07/16 15.833 -25,968 28,658 2,690 968,448  1,196,211 -127,762 1,068,448
    TecDAX Aixtron 3,007.25 4.108 11.590 6/01/15 6.900 -20,750 34,853 14,103 982,551  1,175,461 -92,910 1,082,551
    IBEX 35 Obrascón Huarte Lain 991.33 5.840 62.729 5/11/15 19.140 -18,974 62,186 43,211 1,025,762  1,156,487 -30,724 1,125,762
    BEL 20 long Bekaert 709.34 37.780   3/28/16 35.000 -24,827 26,799 1,972 1,027,734  1,131,660 -3,925 1,127,734
    OMXH 25 short Outokumpu 10,677.30 3.996 0.956 1/11/16 2.476 -26,437 10,208 -16,229 1,011,505  1,105,223 6,282 1,111,505
    PSI 20 Pharol 76,641.84 0.141 0.564 12/07/15 0.282 -21,613 43,226 21,613 1,033,118  1,083,610 49,508 1,133,118
    OMXC 20 Nordea Bank (DK) 3,031.85 8.632 7.935 4/11/16 8.283 -25,114 24,057 -1,058 1,032,060  1,058,496 73,565 1,132,060
    Europe 50 long BAT 4.76 5,349.570   4/18/16 5,403.310 -25,720 25,464 -256 1,031,805  1,032,776 99,029 1,131,805
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 short Møller-Mærsk B 18.60 1,254.850 1,197.470 12/14/15 1,226.160 -22,807 22,273 -534 1,031,271  1,009,969 121,302 1,131,271
    FT 30 long BAT 4.76 5,349.570   4/18/16 5,403.310 -25,720 25,464 -256 1,031,015  984,250 146,766 1,131,015
  Buy S&P 100 McDonald´s 282.36 113.132   5/09/16 114.955 31,944        1,016,193 114,822  
    Germany Verbio 3,812.84 8.378   6/27/16 5.220 31,944        1,048,137 82,878  
    DAX Adidas 296.19 107.850   5/09/16 114.300 31,944        1,080,082 50,934  
    TecDAX SMA Solar 683.07 46.765   5/09/16 46.500 31,944        1,112,025 18,990  
    IBEX 35 aena 264.66 120.700   5/09/16 123.100 31,944        1,143,970 -12,955  
    BEL 20 short Ackermans van Haaren 289.22 110.450   8/22/16 112.650 31,944        1,175,914 -44,899  
    OMXH 25 long Outokumpu 7,993.99 3.996   5/02/16 3.550 31,944        1,207,858 -76,843  
    OMXC 20 Genmab 245.12 130.322   6/13/16 152.120 31,945        1,239,803 -108,787  
    Europe 50 short Credit Suisse 2,380.84 13.417   5/16/16 12.098 31,944        1,271,747 -140,731  
    Nordic 30 long Volvo 2,971.87 10.749   5/09/16 9.844 31,944        1,303,691 -172,675  
    FT 30 short NatWest 100.10 319.111   5/16/16 270.322 31,943        1,335,634 -204,618  
5/02/16 Sell OMXH 25 long Outokumpu 7,993.99 3.550   4/25/16 3.996 -31,944 28,379 -3,565 1,027,450  1,303,690 -176,240 1,127,450
  Buy   short Konecranes 1,189.83 19.986   5/23/16 22.476 23,780        1,327,470 -200,020  
5/09/16 Sell S&P 100 long McDonald´s 282.36 114.955   4/25/16 113.132 -31,944 32,459 515 1,027,965  1,295,526 -167,561 1,127,965
    DAX Adidas 296.19 114.300   4/25/16 107.850 -31,944 33,855 1,910 1,029,875  1,263,582 -133,707 1,129,875
    TecDAX SMA Solar 683.07 46.500   4/25/16 46.765 -31,944 31,763 -181 1,029,694  1,231,638 -101,944 1,129,694
    IBEX 35 aena 264.66 123.100   4/25/16 120.700 -31,944 32,580 635 1,030,329  1,199,693 -69,364 1,130,329
    FTSE short Glencore 143.69 167.806 209.259 8/24/15 187.390 -26,926 30,068 3,142 1,033,472  1,172,767 -39,296 1,133,472
    HSI-C&I Sands China 6,903.00 3.084 3.713 7/06/15 3.384 -23,357 25,627 2,270 1,035,742  1,149,410 -13,668 1,135,742
    Athex LC Eurobank Ergasias 235.47 0.875 2,744.000 1/27/14 49.000 -11,538 646,130 634,592 1,670,334  1,137,872 632,461 1,770,334
    Nordic 30 long Volvo 2,971.87 9.844   4/25/16 10.749 -31,944 29,256 -2,688 1,667,646  1,105,928 661,717 1,767,646
    GEX short Manz 560.97 36.225 45.638 12/14/15 40.660 -22,809 25,602 2,793 1,670,438  1,083,119 687,319 1,770,438
    DJ Global Titans long McDonald´s 224.58 114.955   4/11/16 111.826 -25,114 25,817 703 1,671,141  1,058,005 713,135 1,771,141
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX short Deutsche Bank 4,749.91 13.075   5/16/16 12.861 62,106        1,120,111 651,029  
    FTSE long Fresnillo 47.22 1,315.360   10/08/18 886.711 62,111        1,182,223 588,918  
    HSI-C&I MTR 14,254.63 4.357   12/26/16 4.598 62,106        1,244,329 526,812  
    OBX 25 SalMar 2,768.21 22.435   6/27/16 25.094 62,106        1,306,435 464,706  
    Athex LC Jumbo 5,525.44 11.240   6/20/16 10.590 62,106        1,368,540 402,600  
    Nordic 30 short Ericsson 9,104.98 6.821   5/16/16 6.762 62,106        1,430,646 340,494  
    GEX long Hypoport 794.40 78.180   5/23/16 84.790 62,106        1,492,753 278,388  
    DJ Global Titans short Mitsubishi UFJ 15,444.26 4.021   7/04/16 3.981 62,106        1,554,859 216,282  
5/16/16 Sell Euro 50 short Deutsche Bank 860.58 12.861 13.567 4/04/16 13.209 -11,367 11,675 308 1,671,448  1,543,491 227,957 1,771,448
      Unicredit 752.17 14.382 15.881 4/04/16 15.113 -11,368 11,945 578 1,672,026  1,532,124 239,903 1,772,026
    ATX long Flughafen Wien 1,019.69 25.113   3/28/16 24.348 -24,827 25,607 780 1,672,806  1,507,297 265,510 1,772,806
    DAX short Deutsche Bank 4,749.91 12.861 13.293 5/09/16 13.075 -62,106 63,141 1,035 1,673,841  1,445,191 328,650 1,773,841
    Europe 50 Credit Suisse 2,380.84 12.098 14.880 4/25/16 13.417 -31,944 35,427 3,483 1,677,324  1,413,247 364,078 1,777,324
    Nordic 30 Ericsson 9,104.98 6.762 6.881 5/09/16 6.821 -62,106 62,649 543 1,677,867  1,351,141 426,726 1,777,867
    FT 30 NatWest 100.10 270.322 376.705 4/25/16 319.111 -31,943 37,708 5,765 1,683,632  1,319,198 464,434 1,783,632
  Buy Euro 50 long Deutsche Post 1,046.57 26.850   3/16/20 20.560 28,100        1,347,298 436,334  
      Vinci 428.88 65.520   3/16/20 59.040 28,100        1,375,398 408,234  
    ATX short Zumtobel 4,803.50 11.700   8/15/16 13.740 56,201        1,431,599 352,033  
    DAX long Adidas 511.38 109.900   3/05/18 174.750 56,201        1,487,800 295,832  
    PSI 20 short Pharol 425,765.15 0.132   8/15/16 0.180 56,201        1,544,001 239,631  
    Europe 50 long BAT 10.49 5,355.180   3/05/18