Sat, Dec 9th, 2023, 10:57UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
 ⇓ 
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 210.17 15.117   5/09/11 16.045 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 15,204  
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 210.17 16.045   4/25/11 15.117 -3,177 3,372 195 2,218  80,615 21,603 102,218
  Buy CAC 40 short Carrefour 100.93 30.665   2/06/12 18.345 3,095        83,710 18,508  
    TSX 60 BlackBerry 102.19 30.287   2/20/12 11.318 3,095        86,805 15,413  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 50.54 61.241   5/30/11 59.956 3,095        89,900 12,318  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   2/13/12 1.953 3,095        92,995 9,223  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 4/25/11 4.809 -3,177 3,651 474 2,692  89,818 12,874 102,692
  Buy   long Novozymes 122.04 23.673   5/30/11 23.619 2,889        92,707 9,985  
    CAC Mid 60 short Genfit 734.55 3.933   1/23/12 1.723 2,889        95,596 7,096  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  92,282 10,024 102,306
  Buy   short China Life 1,350.65 2.079   5/30/11 2.028 2,808        95,090 7,216  
    SDAX Heidelberger Druck 968.61 2.899   1/30/12 1.657 2,808        97,898 4,408  
    Indices Athex Large Cap 0.49 5,689.400   1/16/12 2,507.600 2,788        100,686 1,620  
5/30/11 Sell SSE 50 short China Life 1,350.65 2.028 2.131 5/23/11 2.079 -2,808 2,879 71 2,376  97,878 4,498 102,376
    OMXC 20 long Novozymes 122.04 23.619   5/16/11 23.673 -2,889 2,882 -7 2,370  94,989 7,381 102,370
    OMXS 30 Swedbank 107.69 12.341   4/18/11 13.061 -1,407 1,329 -78 2,292  93,582 8,710 102,292
    FT 30 short Lloyds Bank 50.54 59.956 62.554 5/09/11 61.241 -3,095 3,161 66 2,358  90,487 11,871 102,358
  Buy SSE 50 long China Northern Rare 1,182.00 2.415   6/06/11 2.742 2,855        93,342 9,016  
    BEL 20 short Galapagos 298.95 9.550   7/04/11 8.420 2,855        96,197 6,161  
    OMXC 20 Vestas Wind Systems 704.85 4.051   7/04/11 3.486 2,855        99,052 3,306  
    OMXS 30 Nokia 316.39 4.512   7/04/11 4.367 1,428        100,479 1,879  
      Telia Company 269.33 5.300   7/04/11 4.997 1,428        101,907 451  
6/06/11 Sell SSE 50 long China Northern Rare 1,182.00 2.742   5/30/11 2.415 -2,855 3,242 387 2,745  99,052 3,693 102,745
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   2/07/11 5.900 -4,311 3,631 -680 2,065  94,741 7,324 102,065
  Buy SSE 50 short China Rwy Constr 4,328.00 0.632   1/23/12 0.506 2,734        97,475 4,590  
    FT 30 Lloyds Bank 51.94 52.638   12/05/11 31.447 2,734        100,209 1,856  
6/27/11 Buy France short Carrefour 98.22 26.450   1/23/12 17.050 2,598        102,807 -741  
    MIB UnipolSai 506.43 5.130   11/05/12 0.935 2,598        105,405 -3,339  
    CAC Next 20 long Arkema 39.90 65.105   7/11/11 66.601 2,598        108,003 -5,937  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/04/11 Sell BEL 20 short Galapagos 298.95 8.420 10.832 5/30/11 9.550 -2,855 3,238 383 2,449  105,148 -2,699 102,449
    OMXC 20 Vestas Wind Systems 704.85 3.486 4.707 5/30/11 4.051 -2,855 3,318 463 2,911  102,293 619 102,911
    OMXS 30 Nokia 316.39 4.367 4.661 5/30/11 4.512 -1,428 1,475 47 2,959  100,865 2,094 102,959
      Telia Company 269.33 4.997 5.622 5/30/11 5.300 -1,428 1,514 87 3,045  99,438 3,608 103,045
  Buy BEL 20 long Solvay 24.75 107.700   7/11/11 107.450 2,666        102,103 942  
    OMXC 20 Novozymes 114.69 23.246   7/11/11 23.100 2,666        104,769 -1,724  
7/11/11 Sell BEL 20 long Solvay 24.75 107.450   7/04/11 107.700 -2,666 2,659 -6 3,039  102,104 935 103,039
    OMXC 20 Novozymes 114.69 23.100   7/04/11 23.246 -2,666 2,649 -17 3,022  99,438 3,585 103,022
    Topix (FRA) short Resona 936.21 3.532 4.667 2/28/11 4.060 -3,801 4,369 568 3,590  95,637 7,954 103,590
    CAC Next 20 long Arkema 39.90 66.601   6/27/11 65.105 -2,598 2,657 60 3,650  93,039 10,611 103,650
  Buy BEL 20 short Bekaert 56.62 50.440   3/12/12 24.765 2,856        95,895 7,755  
    OMXC 20 Vestas Wind Systems 832.77 3.430   11/28/11 1.979 2,856        98,751 4,899  
    OMXS 30 Nokia 361.20 3.954   11/28/11 4.082 1,428        100,179 3,471  
      SSAB 151.91 9.401   11/28/11 6.652 1,428        101,607 2,043  
    Topix (FRA) long Daito Trust 44.09 64.780   8/01/11 65.420 2,856        104,463 -813  
7/18/11 Buy ATX short Flughafen Wien 309.64 8.300   3/26/12 7.050 2,570        107,033 -3,383  
7/25/11 Buy ASX 50 short Macquarie Group 120.32 20.828   1/16/12 19.953 2,506        109,539 -5,889  
    DJ Global Titans Bank of America 359.55 6.970   12/26/11 4.202 2,506        112,045 -8,395  
8/01/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,315  108,731 -2,416 106,315
    Topix (FRA) Daito Trust 44.09 65.420   7/11/11 64.780 -2,856 2,884 28 6,343  105,875 468 106,343
  Buy S&P 100 short AIG 134.44 19.860   1/09/12 18.875 2,670        108,545 -2,202  
    HSI New World Dev 710.18 3.760   12/26/11 2.465 2,670        111,215 -4,872  
    HDAX Commerzbank 142.01 18.801   1/23/12 14.511 2,670        113,885 -7,542  
    DJTA Delta Air Lines 492.78 5.418   10/24/11 6.408 2,670        116,555 -10,212  
    Topix (FRA) Nintendo 241.41 11.060   1/23/12 10.574 2,670        119,225 -12,882  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Carrefour 132.97 20.080   4/30/12 15.175 2,670        121,895 -15,552  
8/08/11 Buy Nasdaq 100 short Akamai 153.92 14.741   10/10/11 17.540 2,269        124,164 -17,821  
    Kospi 50 LG Display 166.01 13.668   10/10/11 14.049 2,269        126,433 -20,090  
    DAX Commerzbank 147.78 15.354   12/19/11 9.482 2,269        128,702 -22,359  
    MDAX Ceconomy 236.09 9.611   5/14/12 7.298 2,269        130,971 -24,628  
    FTSE Lloyds Bank 60.27 37.648   11/28/11 27.613 2,269        133,240 -26,897  
    Europe 50 Lloyds Bank 60.27 37.648   12/19/11 27.968 2,269        135,509 -29,166  
    BSE Sensex 50 Tata Motors 877.86 2.585   10/03/11 2.302 2,269        137,778 -31,435  
    QIX Pro7-Sat1 162.07 14.000   1/23/12 17.200 2,269        140,047 -33,704  
8/22/11 Buy DJIA short Goldman Sachs 24.53 73.991   12/19/11 67.244 1,815        141,862 -35,519  
8/29/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   1/31/11 7.178 -4,538 3,639 -899 5,444  137,324 -31,880 105,444
  Buy   short Nintendo 157.72 11.660   2/13/12 10.500 1,839        139,163 -33,719  
9/05/11 Buy Euro 50 short Societe Generale 44.27 20.250   1/09/12 15.000 896        140,059 -34,615  
      Unicredit 32.65 27.460   1/09/12 11.455 897        140,956 -35,512  
10/03/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   4/25/11 0.077 -3,177 4,924 1,747 7,191  137,779 -30,588 107,191
    BSE Sensex 50 short Tata Motors 877.86 2.302 2.902 8/08/11 2.585 -2,269 2,548 279 7,470  135,510 -28,040 107,470
  Buy NZX 50 Heartland 7,119.80 0.279   10/17/11 0.296 1,985        137,495 -30,025  
    BSE Sensex 50 long Eicher Motors 815.46 2.434   10/17/11 2.393 1,985        139,480 -32,010  
10/10/11 Sell Nasdaq 100 short Akamai 153.92 17.540 11.942 8/08/11 14.741 -2,269 1,838 -431 7,039  137,211 -30,172 107,039
    Kospi 50 LG Display 166.01 14.049 13.287 8/08/11 13.668 -2,269 2,206 -63 6,976  134,942 -27,966 106,976
  Buy Nasdaq 100 long Regeneron 40.02 49.346   8/24/15 434.608 1,975        136,917 -29,941  
    Kospi 50 SK Holdings 20.60 95.875   12/19/11 80.532 1,975        138,892 -31,916  
10/17/11 Sell NZX 50 short Heartland 7,119.80 0.296 0.262 10/03/11 0.279 -1,985 1,864 -121 6,855  136,907 -30,052 106,855
    BSE Sensex 50 long Eicher Motors 815.46 2.393   10/03/11 2.434 -1,985 1,951 -34 6,821  134,922 -28,101 106,821
  Buy NZX 50 a2 Milk 14,130.75 0.139   10/31/11 0.139 1,967        136,889 -30,068  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Aurobindo Pharma 2,141.54 0.919   10/24/11 0.877 1,967        138,856 -32,035  
10/24/11 Sell DJTA short Delta Air Lines 492.78 6.408 4.429 8/01/11 5.418 -2,670 2,182 -488 6,333  136,186 -29,853 106,333
    BSE Sensex 50 Aurobindo Pharma 2,141.54 0.877 0.962 10/17/11 0.919 -1,967 2,060 93 6,425  134,219 -27,793 106,425
  Buy   long Eicher Motors 841.47 2.335   12/07/15 22.421 1,965        136,184 -29,758  
10/31/11 Sell NZX 50 long a2 Milk 14,130.75 0.139   10/17/11 0.139 -1,967 1,968 1 6,427  134,217 -27,790 106,427
  Buy   short Heartland 6,510.93 0.302   3/05/12 0.277 1,965        136,182 -29,755  
11/21/11 Buy USA short Netflix 243.56 7.867   11/28/11 7.544 1,916        138,098 -31,671  
    DJTA JetBlue Airways 721.79 2.655   12/05/11 3.509 1,916        140,014 -33,587  
11/28/11 Sell USA short Netflix 243.56 7.544 8.203 11/21/11 7.867 -1,916 1,998 82 6,509  138,098 -31,589 106,509
    FTSE Lloyds Bank 60.27 27.613 51.330 8/08/11 37.648 -2,269 3,094 825 7,333  135,829 -28,495 107,333
    OMXC 20 Vestas Wind Systems 832.77 1.979 5.942 7/11/11 3.430 -2,856 4,948 2,093 9,426  132,973 -23,547 109,426
    OMXS 30 Nokia 361.20 4.082 3.825 7/11/11 3.954 -1,428 1,382 -46 9,380  131,545 -22,165 109,380
      SSAB 151.91 6.652 13.285 7/11/11 9.401 -1,428 2,018 590 9,970  130,117 -20,147 109,970
    Nordic 30 Nokia 604.26 4.150 8.303 3/14/11 5.870 -3,547 5,017 1,470 11,440  126,570 -15,130 111,440
  Buy FTSE long Next 0.77 3,105.900   6/04/12 3,698.710 2,392        128,961 -17,521  
    OMXC 20 Tryg 279.96 8.598   5/14/12 8.768 2,407        131,368 -19,928  
    OMXS 30 Getinge 64.56 18.641   5/14/12 19.967 1,203        132,572 -21,132  
    Nordic 30 Equinor 131.85 18.255   5/07/12 19.757 2,407        134,979 -23,539  
12/05/11 Sell FT 30 short Lloyds Bank 51.94 31.447 88.109 6/06/11 52.638 -2,734 4,576 1,842 13,282  132,245 -18,962 113,282
    DJTA JetBlue Airways 721.79 3.509 1.800 11/21/11 2.655 -1,916 1,299 -617 12,666  130,329 -17,663 112,666
  Buy FT 30 long BAT 0.70 3,416.030   12/12/11 3,512.060 2,391        132,720 -20,054  
    DJTA Kirby 49.47 48.011   6/25/12 36.163 2,375        135,095 -22,429  
12/12/11 Sell FT 30 long BAT 0.70 3,512.060   12/05/11 3,416.030 -2,391 2,458 67 12,733  132,704 -19,971 112,733
  Buy   short Lloyds Bank 81.10 28.594   12/19/11 27.968 2,319        135,023 -22,290  
12/19/11 Sell DJIA short Goldman Sachs 24.53 67.244 81.415 8/22/11 73.991 -1,815 1,997 182 12,915  133,208 -20,293 112,915
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 long SK Holdings 20.60 80.532   10/10/11 95.875 -1,975 1,659 -316 12,599  131,233 -18,634 112,599
    DAX short Commerzbank 147.78 9.482 24.862 8/08/11 15.354 -2,269 3,674 1,405 14,004  128,964 -14,960 114,004
    Europe 50 Lloyds Bank 60.27 27.968 50.678 8/08/11 37.648 -2,269 3,054 785 14,789  126,695 -11,905 114,789
    FT 30 Lloyds Bank 81.10 27.968 29.234 12/12/11 28.594 -2,319 2,371 52 14,841  124,376 -9,534 114,841
  Buy DJIA long Visa 139.28 18.897   8/24/15 58.880 2,632        127,007 -12,166  
    Kospi 50 short Hyundai Heavy 14.44 182.275   1/23/12 209.385 2,632        129,640 -14,798  
    DAX long Merck (EMD) 71.73 36.695   6/04/12 36.500 2,632        132,272 -17,430  
    Europe 50 Roche 20.29 129.719   10/20/14 222.572 2,632        134,904 -20,062  
    FT 30 Tate & Lyle 3.26 808.105   5/14/12 858.422 2,634        137,538 -22,697  
12/26/11 Sell HSI short New World Dev 710.18 2.465 5.735 8/01/11 3.760 -2,670 4,073 1,403 16,244  134,868 -18,624 116,244
    OMXH 25 Nokia 624.14 3.720 9.970 2/28/11 6.090 -3,801 6,223 2,422 18,666  131,067 -12,402 118,666
    DJ Global Titans Bank of America 359.55 4.202 11.562 7/25/11 6.970 -2,506 4,157 1,651 20,317  128,561 -8,244 120,317
  Buy HSI long Lenovo 5,202.45 0.538   5/21/12 0.656 2,801        131,362 -11,045  
    OMXH 25 Huhtamäki 303.80 9.220   1/02/12 9.150 2,801        134,163 -13,846  
    DJ Global Titans Philip Morris 46.34 60.439   1/23/12 57.914 2,801        136,964 -16,647  
1/02/12 Sell AEX short Philips 154.51 16.490 29.833 3/28/11 22.180 -3,427 4,610 1,183 21,499  133,537 -12,038 121,499
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 4/25/11 7.440 -1,589 4,635 3,046 24,545  131,948 -7,403 124,545
      Ryanair 471.93 3.780 2.952 4/25/11 3.366 -1,589 1,393 -195 24,350  130,360 -6,010 124,350
    OMXH 25 long Huhtamäki 303.80 9.150   12/26/11 9.220 -2,801 2,780 -21 24,329  127,559 -3,230 124,329
  Buy Germany Encavis 931.96 3.248   5/14/12 2.970 3,027        130,586 -6,257  
    AEX Vopak 73.66 41.095   4/09/12 44.780 3,027        133,613 -9,284  
    ISEQ 20 Flutter 33.56 45.100   5/21/12 50.010 1,514        135,126 -10,798  
      Ryanair 400.40 3.780   5/21/12 4.040 1,514        136,640 -12,311  
    OMXH 25 short Outokumpu 260.50 11.620   1/09/12 12.510 3,027        139,667 -15,338  
1/09/12 Sell S&P 100 short AIG 134.44 18.875 20.895 8/01/11 19.860 -2,670 2,809 139 24,468  136,997 -12,529 124,468
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 Societe Generale 44.27 15.000 27.338 9/05/11 20.250 -896 1,210 314 24,782  136,100 -11,319 124,782
      Unicredit 32.65 11.455 65.827 9/05/11 27.460 -897 2,149 1,253 26,034  135,204 -9,169 126,034
    OMXH 25 Outokumpu 260.50 12.510 10.730 1/02/12 11.620 -3,027 2,795 -232 25,803  132,177 -6,374 125,803
    Nikkei (FRA) Resona 521.62 3.458 3.342 3/14/11 3.400 -1,774 1,743 -30 25,772  130,403 -4,631 125,772
      Tokyo Electric Power 137.48 1.740 95.638 3/14/11 12.900 -1,773 13,148 11,375 37,147  128,630 8,517 137,147
  Buy S&P 100 long Biogen 40.30 90.342   9/03/12 116.954 3,641        132,271 4,877  
    Euro 50 ASML 56.19 32.400   8/24/15 74.790 1,821        134,091 3,056  
      Anheuser-Busch InBev 38.33 47.495   8/24/15 91.280 1,820        135,912 1,235  
    OMXH 25 Wärtsilä 435.35 8.363   1/30/12 8.837 3,641        139,553 -2,405  
    Nikkei (FRA) Aozora Bank 85.19 21.370   5/14/12 18.670 1,821        141,373 -4,226  
      Nitto Boseki 140.31 12.975   5/14/12 12.260 1,821        143,194 -6,047  
1/16/12 Sell ASX 50 short Macquarie Group 120.32 19.953 21.742 7/25/11 20.828 -2,506 2,616 110 37,257  140,688 -3,431 137,257
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 2/07/11 2.738 -4,311 5,250 939 38,196  136,377 1,819 138,196
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 3/14/11 1.313 -1,774 1,466 -307 37,889  134,603 3,285 137,889
      China Res Land 1,478.16 1.413 0.987 3/14/11 1.200 -1,774 1,458 -315 37,573  132,830 4,744 137,573
    OBX 25 Frontline 39.40 17.878 333.728 4/11/11 77.243 -3,043 13,149 10,106 47,679  129,786 17,892 147,679
    Indices Athex Large Cap 0.49 2,507.600 12,908.500 5/23/11 5,689.400 -2,788 6,325 3,537 51,216  126,999 24,218 151,216
  Buy ASX 50 long James Hardie Ind 748.87 5.856   1/23/12 6.001 4,385        131,384 19,833  
    HSI-Fin AIA 1,670.99 2.624   5/14/12 2.577 4,385        135,769 15,448  
    HSI-Prop China Ov Land & Inv 1,422.78 1.541   6/10/13 2.124 2,193        137,961 13,255  
      China Res Land 1,551.55 1.413   6/10/13 2.183 2,193        140,154 11,063  
    HSI-C&I Sands China 1,707.29 2.568   5/21/12 2.614 4,385        144,539 6,678  
    OBX 25 Equinor 227.62 19.264   5/14/12 19.745 4,385        148,923 2,293  
    Indices ISEQ-Overall 1.46 3,005.690   5/21/12 3,087.810 4,388        153,312 -2,096  
1/23/12 Sell France short Carrefour 98.22 17.050 41.032 6/27/11 26.450 -2,598 4,030 1,432 52,648  150,714 1,935 152,648
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 China Rwy Constr 4,328.00 0.506 0.789 6/06/11 0.632 -2,734 3,417 683 53,331  147,980 5,351 153,331
    Kospi 50 Hyundai Heavy 14.44 209.385 155.165 12/19/11 182.275 -2,632 2,241 -391 52,939  145,348 7,592 152,939
    ASX 50 long James Hardie Ind 748.87 6.001   1/16/12 5.856 -4,385 4,494 109 53,049  140,963 12,086 153,049
    HDAX short Commerzbank 142.01 14.511 24.359 8/01/11 18.801 -2,670 3,459 789 53,838  138,293 15,545 153,838
    Topix (FRA) Nintendo 241.41 10.574 11.568 8/01/11 11.060 -2,670 2,793 123 53,960  135,623 18,338 153,960
    CAC Mid 60 Genfit 734.55 1.723 8.978 5/16/11 3.933 -2,889 6,595 3,706 57,666  132,734 24,932 157,666
    QIX Pro7-Sat1 162.07 17.200 10.800 8/08/11 14.000 -2,269 1,750 -519 57,147  130,465 26,682 157,147
    DJ Global Titans long Philip Morris 46.34 57.914   12/26/11 60.439 -2,801 2,684 -117 57,030  127,664 29,366 157,030
  Buy France Hermes International 18.37 253.600   4/23/12 251.250 4,659        132,323 24,708  
    SSE 50 China Minsheng Bk 6,977.68 0.668   3/19/12 0.633 4,659        136,982 20,049  
    Kospi 50 Samsung Electronics 303.60 15.346   5/21/12 16.200 4,659        141,641 15,390  
    ASX 50 short QBE Insurance 486.04 9.586   1/30/12 9.544 4,659        146,300 10,731  
    HDAX long Dürr 510.58 9.125   8/04/14 28.230 4,659        150,959 6,072  
    Topix (FRA) Fast Retailing 95.65 48.710   2/27/12 49.490 4,659        155,618 1,412  
    CAC Mid 60 Innate Pharma 2,724.56 1.710   5/14/12 1.650 4,659        160,277 -3,247  
    QIX Freenet 443.08 10.515   1/18/16 28.325 4,659        164,936 -7,906  
    DJ Global Titans short Bank of America 830.64 5.609   2/06/12 6.060 4,659        169,595 -12,565  
1/30/12 Sell ASX 50 short QBE Insurance 486.04 9.544 9.628 1/23/12 9.586 -4,659 4,679 20 57,051  164,936 -7,885 157,051
    SDAX Heidelberger Druck 968.61 1.657 5.072 5/23/11 2.899 -2,808 4,913 2,105 59,155  162,128 -2,972 159,155
    OMXH 25 long Wärtsilä 435.35 8.837   1/09/12 8.363 -3,641 3,847 206 59,362  158,487 875 159,362
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 2/07/11 4.360 -4,311 7,059 2,748 62,110  154,176 7,934 162,110
  Buy ASX 50 long James Hardie Ind 737.60 5.763   8/17/15 12.058 4,251        158,427 3,683  
    SDAX Encavis 1,407.15 3.021   5/21/12 2.951 4,251        162,678 -568  
    OMXH 25 short Nokia 1,095.62 3.880   2/13/12 3.800 4,251        166,929 -4,819  
    BSE Sensex 30 long Hindustan Unilever 701.35 6.061   11/16/15 11.144 4,251        171,180 -9,070  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/06/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 5/09/11 30.665 -3,095 5,174 2,079 64,189  168,085 -3,897 164,189
    TecDAX SMA Solar 48.09 50.420 107.875 3/14/11 73.750 -3,547 5,188 1,641 65,830  164,538 1,291 165,830
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 66,054  161,224 4,830 166,054
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 4/11/11 0.610 -3,043 9,770 6,727 72,781  158,181 14,599 172,781
    DJ Global Titans Bank of America 830.64 6.060 5.157 1/23/12 5.609 -4,659 4,284 -375 72,406  153,522 18,883 172,406
  Buy CAC 40 long Airbus 175.62 27.230   4/09/12 29.725 4,782        158,305 14,101  
    IBEX 35 Bankinter 1,385.28 3.452   2/13/12 3.297 4,782        163,087 9,319  
    PSI 20 Jerónimo Martins 372.43 12.840   2/20/12 12.970 4,782        167,869 4,537  
    MerVal short Gr Fin Galicia 8,062.72 0.593   2/27/12 0.596 4,782        172,651 -245  
    DJ Global Titans long Apple 379.52 12.600   5/21/12 15.695 4,782        177,432 -5,027  
2/13/12 Sell IBEX 35 long Bankinter 1,385.28 3.297   2/06/12 3.452 -4,782 4,567 -215 72,191  172,650 -460 172,191
    OMXH 25 short Nokia 1,095.62 3.800 3.962 1/30/12 3.880 -4,251 4,341 90 72,280  168,399 3,881 172,280
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 5/09/11 4.131 -3,095 6,548 3,453 75,734  165,304 10,429 175,734
    Topix (TYO) Nintendo 157.72 10.500 12.949 8/29/11 11.660 -1,839 2,042 203 75,937  163,465 12,472 175,937
    GEX MeVis Medical 291.15 5.650 26.343 3/07/11 12.200 -3,552 7,670 4,118 80,055  159,913 20,142 180,055
  Buy IBEX 35 Sacyr 1,509.96 3.314   8/20/12 1.284 5,004        164,917 15,138  
    OMXH 25 long Nokian Tyres 148.49 33.700   4/09/12 36.040 5,004        169,922 10,133  
    Topix (TYO) Fast Retailing 96.93 51.626   5/07/12 55.879 5,004        174,926 5,129  
    GEX 4SC 81.24 61.593   5/07/12 48.084 5,004        179,929 126  
2/20/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 5/09/11 30.287 -3,095 8,282 5,187 85,242  176,834 8,408 185,242
    PSI 20 long Jerónimo Martins 372.43 12.970   2/06/12 12.840 -4,782 4,830 48 85,291  172,052 13,238 185,291
  Buy TSX 60 Constellation Soft 70.20 70.699   4/16/12 66.838 4,963        177,015 8,275  
    PSI 20 short Pharol 1,181.67 4.200   2/27/12 3.989 4,963        181,978 3,312  
    SLI long Sonova 58.19 85.291   4/23/12 82.016 4,963        186,942 -1,651  
2/27/12 Sell PSI 20 short Pharol 1,181.67 3.989 4.422 2/20/12 4.200 -4,963 5,226 263 85,553  181,979 3,575 185,553
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Gr Fin Galicia 8,062.72 0.596 0.591 2/06/12 0.593 -4,782 4,762 -20 85,533  177,197 8,337 185,533
    Topix (FRA) long Fast Retailing 95.65 49.490   1/23/12 48.710 -4,659 4,734 75 85,608  172,537 13,070 185,608
  Buy PSI 20 Jerónimo Martins 365.95 13.570   3/12/12 14.360 4,966        177,503 8,104  
    Topix (FRA) short Mazda Motor 777.15 6.390   3/05/12 6.150 4,966        182,469 3,138  
3/05/12 Sell NZX 50 short Heartland 6,510.93 0.277 0.329 10/31/11 0.302 -1,965 2,145 180 85,787  180,504 5,283 185,787
    Topix (FRA) Mazda Motor 777.15 6.150 6.639 2/27/12 6.390 -4,966 5,160 194 85,981  175,538 10,443 185,981
  Buy MerVal Aluar 10,231.30 0.480   3/12/12 0.513 4,910        180,448 5,533  
    NZX 50 long a2 Milk 21,118.28 0.233   5/21/12 0.267 4,910        185,358 623  
    Topix (FRA) Isuzu Motors 584.38 8.402   3/19/12 8.620 4,910        190,268 -4,287  
3/12/12 Sell BEL 20 short Bekaert 56.62 24.765 102.733 7/11/11 50.440 -2,856 5,817 2,961 88,942  187,412 1,530 188,942
    PSI 20 long Jerónimo Martins 365.95 14.360   2/27/12 13.570 -4,966 5,255 289 89,231  182,446 6,785 189,231
    MerVal short Aluar 10,231.30 0.513 0.447 3/05/12 0.480 -4,910 4,573 -337 88,894  177,536 11,358 188,894
  Buy BEL 20 long Galapagos 399.20 12.540   5/14/12 10.990 5,006        182,542 6,352  
    PSI 20 short Pharol 1,270.88 3.939   3/26/12 4.022 5,006        187,548 1,346  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,977.68 0.633   1/23/12 0.668 -4,659 4,418 -241 88,653  182,889 5,764 188,653
    Topix (FRA) Isuzu Motors 584.38 8.620   3/05/12 8.402 -4,910 5,037 127 88,780  177,979 10,801 188,780
  Buy SSE 50 short Anhui Conch Cement 2,551.79 1.955   4/09/12 2.031 4,989        182,968 5,812  
    Topix (FRA) Mazda Motor 772.29 6.460   8/13/12 4.800 4,989        187,957 823  
3/26/12 Sell ATX short Flughafen Wien 309.64 7.050 9.772 7/18/11 8.300 -2,570 3,026 456 89,236  185,387 3,849 189,236
    PSI 20 Pharol 1,270.88 4.022 3.856 3/12/12 3.939 -5,006 4,901 -105 89,131  180,381 8,749 189,131
  Buy ATX long Österreichische Post 196.27 25.200   4/09/12 25.800 4,946        185,327 3,803  
    PSI 20 Jerónimo Martins 331.95 14.900   4/02/12 15.420 4,946        190,273 -1,143  
4/02/12 Sell   long Jerónimo Martins 331.95 15.420   3/26/12 14.900 -4,946 5,119 173 89,303  185,327 3,976 189,303
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,543  181,004 26,538 207,543
  Buy PSI 20 Banco Comercial 8,885.51 0.659   8/20/12 0.452 5,852        186,856 20,686  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC long EYDAP 1,470.35 3.980   4/16/12 4.030 5,852        192,708 14,834  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,551.79 2.031 1.880 3/19/12 1.955 -4,989 4,796 -193 107,350  187,719 19,630 207,350
    ATX long Österreichische Post 196.27 25.800   3/26/12 25.200 -4,946 5,064 118 107,467  182,773 24,694 207,467
    CAC 40 Airbus 175.62 29.725   2/06/12 27.230 -4,782 5,220 438 107,906  177,991 29,914 207,906
    AEX Vopak 73.66 44.780   1/02/12 41.095 -3,027 3,298 271 108,177  174,964 33,213 208,177
    OMXH 25 Nokian Tyres 148.49 36.040   2/13/12 33.700 -5,004 5,352 347 108,524  169,960 38,564 208,524
  Buy SSE 50 China Northern Rare 2,138.92 2.888   6/04/12 3.823 6,177        176,137 32,387  
    ATX short Zumtobel 630.05 9.804   4/16/12 9.950 6,177        182,314 26,210  
    AEX ArcelorMittal 159.49 38.730   9/03/12 35.565 6,177        188,491 20,033  
    OMXH 25 Outokumpu 531.58 11.620   8/20/12 6.980 6,177        194,668 13,856  
4/16/12 Sell ATX short Zumtobel 630.05 9.950 9.658 4/09/12 9.804 -6,177 6,085 -92 108,432  188,491 19,941 208,432
    TSX 60 long Constellation Soft 70.20 66.838   2/20/12 70.699 -4,963 4,692 -271 108,161  183,528 24,633 208,161
    Athex LC EYDAP 1,470.35 4.030   4/02/12 3.980 -5,852 5,926 74 108,235  177,676 30,559 208,235
  Buy ATX Österreichische Post 223.35 26.725   5/21/12 27.000 5,969        183,645 24,590  
    TSX 60 short BlackBerry 590.66 10.106   8/20/12 5.638 5,969        189,614 18,621  
    Athex LC Public Power 3,850.97 1.550   9/03/12 1.330 5,969        195,583 12,652  
4/23/12 Sell France long Hermes International 18.37 251.250   1/23/12 253.600 -4,659 4,615 -43 108,192  190,924 17,267 208,192
    SLI Sonova 58.19 82.016   2/20/12 85.291 -4,963 4,772 -191 108,001  185,961 22,040 208,001
  Buy France short Solocal 3.89 1,476.830   8/13/12 1,038.280 5,745        191,706 16,295  
    MerVal YPF 428.12 13.433   8/27/12 14.446 5,751        197,457 10,544  
    SLI Lonza 166.68 34.504   11/26/12 36.099 5,751        203,208 4,793  
    GCX REC Silicon 1,653.20 3.479   2/11/13 1.027 5,751        208,959 -958  
4/30/12 Sell SP Global 100 short Carrefour 132.97 15.175 26.570 8/01/11 20.080 -2,670 3,533 863 108,864  206,289 2,575 208,864
  Buy   long Apple 335.81 15.738   10/20/14 19.487 5,285        211,574 -2,710  
5/07/12 Sell Nordic 30 long Equinor 131.85 19.757   11/28/11 18.255 -2,407 2,605 198 109,062  209,167 -105 209,062
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Fast Retailing 96.93 55.879   2/13/12 51.626 -5,004 5,416 412 109,475  204,163 5,311 209,475
    GEX 4SC 81.24 48.084   2/13/12 61.593 -5,004 3,906 -1,098 108,377  199,160 9,217 208,377
  Buy Nordic 30 short Nokia 2,266.25 2.400   8/13/12 2.220 5,439        204,599 3,778  
    Topix (TYO) Sony 464.09 11.720   6/11/12 10.270 5,439        210,037 -1,660  
5/14/12 Sell Germany long Encavis 931.96 2.970   1/02/12 3.248 -3,027 2,768 -259 108,118  207,010 1,107 208,118
    MDAX short Ceconomy 236.09 7.298 12.656 8/08/11 9.611 -2,269 2,988 719 108,837  204,741 4,095 208,837
    HSI-Fin long AIA 1,670.99 2.577   1/16/12 2.624 -4,385 4,307 -78 108,759  200,356 8,402 208,759
    BEL 20 Galapagos 399.20 10.990   3/12/12 12.540 -5,006 4,387 -619 108,140  195,350 12,789 208,140
    OMXC 20 Tryg 279.96 8.768   11/28/11 8.598 -2,407 2,455 48 108,188  192,943 15,244 208,188
    OBX 25 Equinor 227.62 19.745   1/16/12 19.264 -4,385 4,494 109 108,297  188,559 19,738 208,297
    OMXS 30 Getinge 64.56 19.967   11/28/11 18.641 -1,203 1,289 86 108,383  187,355 21,028 208,383
    FT 30 Tate & Lyle 3.26 858.422   12/19/11 808.105 -2,634 2,798 164 108,547  184,721 23,826 208,547
    Nikkei (FRA) Aozora Bank 85.19 18.670   1/09/12 21.370 -1,821 1,591 -230 108,317  182,900 25,417 208,317
      Nitto Boseki 140.31 12.260   1/09/12 12.975 -1,821 1,720 -100 108,216  181,080 27,137 208,216
    CAC Mid 60 Innate Pharma 2,724.56 1.650   1/23/12 1.710 -4,659 4,496 -163 108,053  176,421 31,632 208,053
  Buy Germany short SolarWorld 25.33 236.550   9/10/12 182.550 5,992        182,412 25,640  
    MDAX long Dürr 547.41 10.946   5/21/12 10.445 5,992        188,404 19,648  
    HSI-Fin short HK Exchgs & Clrg 527.66 11.356   9/17/12 11.718 5,992        194,396 13,656  
    BEL 20 Bekaert 262.23 22.850   6/25/12 18.225 5,992        200,388 7,664  
    OMXC 20 Vestas Wind Systems 5,287.68 1.133   5/28/12 1.008 5,992        206,380 1,672  
    OBX 25 REC Silicon 1,731.04 3.462   9/03/12 2.359 5,992        212,372 -4,320  
    OMXS 30 ABB 231.06 12.967   7/23/12 14.168 2,996        215,368 -7,316  
      Nokia 1,281.22 2.338   7/23/12 1.752 2,996        218,364 -10,312  
    FT 30 Man Group 58.03 103.259   8/06/12 106.958 5,992        224,357 -16,304  
    Nikkei (FRA) Nippon Sheet Glass 331.42 9.040   1/07/13 9.100 2,996        227,353 -19,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 77.56 38.630   1/07/13 23.550 2,996        230,349 -22,296  
    CAC Mid 60 Vallourec 4.33 1,382.400   9/10/12 1,453.800 5,986        236,335 -28,282  
5/21/12 Sell HSI long Lenovo 5,202.45 0.656   12/26/11 0.538 -2,801 3,412 611 108,664  233,534 -24,870 208,664
    Kospi 50 Samsung Electronics 303.60 16.200   1/23/12 15.346 -4,659 4,918 259 108,923  228,875 -19,952 208,923
    ATX Österreichische Post 223.35 27.000   4/16/12 26.725 -5,969 6,030 61 108,984  222,906 -13,921 208,984
    MDAX Dürr 547.41 10.445   5/14/12 10.946 -5,992 5,718 -274 108,710  216,914 -8,203 208,710
    SDAX Encavis 1,407.15 2.951   1/30/12 3.021 -4,251 4,153 -99 108,612  212,663 -4,051 208,612
    HSI-C&I Sands China 1,707.29 2.614   1/16/12 2.568 -4,385 4,463 78 108,690  208,278 412 208,690
    ISEQ 20 Flutter 33.56 50.010   1/02/12 45.100 -1,514 1,678 165 108,855  206,764 2,091 208,855
      Ryanair 400.40 4.040   1/02/12 3.780 -1,514 1,618 104 108,959  205,251 3,708 208,959
    NZX 50 a2 Milk 21,118.28 0.267   3/05/12 0.233 -4,910 5,630 720 109,679  200,341 9,338 209,679
    Indices ISEQ-Overall 1.46 3,087.810   1/16/12 3,005.690 -4,388 4,508 120 109,799  195,952 13,846 209,799
    DJ Global Titans Apple 379.52 15.695   2/06/12 12.600 -4,782 5,957 1,175 110,973  191,170 19,803 210,973
  Buy HSI short China Unicom 4,853.20 1.189   8/20/12 1.370 5,769        196,939 14,034  
    Kospi 50 SK Holdings 102.51 56.279   7/23/12 68.528 5,769        202,708 8,265  
    ATX Zumtobel 585.21 9.858   6/25/12 8.050 5,769        208,477 2,496  
    MDAX Ströer Media 726.30 7.943   5/28/12 8.000 5,769        214,246 -3,273  
    TecDAX SMA Solar 219.23 26.315   12/22/14 14.800 5,769        220,015 -9,042  
    SDAX Klöckner 736.41 7.834   10/29/12 7.058 5,769        225,784 -14,811  
    HSI-C&I Citic Pacific 4,870.00 1.185   9/17/12 0.959 5,769        231,553 -20,580  
    ISEQ 20 Bank of Ireland 1,105.17 2.610   8/27/12 2.490 2,884        234,438 -23,465  
      Smurfit Kappa 519.73 5.550   8/27/12 6.550 2,885        237,322 -26,349  
    SMI long Richemont 120.09 48.039   5/28/12 48.077 5,769        243,092 -32,118  
    NZX 50 short KMD Brands 6,049.07 0.954   7/30/12 0.992 5,769        248,861 -37,887  
    Indices Athex Large Cap 2.84 2,028.100   9/10/12 2,671.700 5,760        254,620 -43,647  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.519   7/02/12 8.411 5,769        260,389 -49,416  
    DJ Global Titans Telefónica 587.71 9.816   5/28/12 9.440 5,769        266,158 -55,185  
5/28/12 Sell MDAX short Ströer Media 726.30 8.000 7.886 5/21/12 7.943 -5,769 5,728 -41 110,932  260,389 -49,457 210,932
    OMXC 20 Vestas Wind Systems 5,287.68 1.008 1.274 5/14/12 1.133 -5,992 6,737 745 111,676  254,397 -42,721 211,676
    SMI long Richemont 120.09 48.077   5/21/12 48.039 -5,769 5,774 5 111,681  248,628 -36,947 211,681
    DJ Global Titans short Telefónica 587.71 9.440 10.207 5/21/12 9.816 -5,769 5,999 230 111,911  242,859 -30,949 211,911
  Buy MDAX long Rhön-Klinikum 205.68 21.995   6/04/12 22.100 4,524        247,383 -35,472  
    OMXC 20 GN Store Nord 66.38 68.150   6/04/12 67.500 4,524        251,907 -39,996  
    DJ Global Titans Apple 277.42 16.307   10/22/12 17.386 4,524        256,431 -44,520  
6/04/12 Sell SSE 50 long China Northern Rare 2,138.92 3.823   4/09/12 2.888 -6,177 8,178 2,001 113,911  250,254 -36,343 213,911
    DAX Merck (EMD) 71.73 36.500   12/19/11 36.695 -2,632 2,618 -14 113,897  247,622 -33,725 213,897
    MDAX Rhön-Klinikum 205.68 22.100   5/28/12 21.995 -4,524 4,546 22 113,919  243,098 -29,179 213,919
    FTSE Next 0.77 3,698.710   11/28/11 3,105.900 -2,392 2,848 456 114,375  240,706 -26,331 214,375
    OMXC 20 GN Store Nord 66.38 67.500   5/28/12 68.150 -4,524 4,481 -43 114,332  236,183 -21,850 214,332
  Buy SSE 50 short China Unicom 9,509.88 0.506   12/10/12 0.413 4,812        240,995 -26,662  
    DAX thyssenkrupp 379.79 12.670   7/16/12 14.565 4,812        245,806 -31,474  
    MDAX Ströer Media 574.57 8.375   6/18/12 8.546 4,812        250,618 -36,286  
    FTSE Aviva 14.40 334.157   7/30/12 382.206 4,812        255,430 -41,098  
    OMXC 20 Vestas Wind Systems 5,513.29 0.873   6/18/12 0.791 4,812        260,242 -45,910  
    SMI long Swiss Re 110.00 43.744   6/11/12 46.079 4,812        265,054 -50,722  
6/11/12 Sell   long Swiss Re 110.00 46.079   6/04/12 43.744 -4,812 5,069 257 114,589  260,242 -45,653 214,589
    Topix (TYO) short Sony 464.09 10.270 13.374 5/07/12 11.720 -5,439 6,207 768 115,357  254,803 -39,447 215,357
  Buy   long Subaru 727.08 6.048   1/11/16 33.663 4,397        259,200 -43,844  
6/18/12 Sell MDAX short Ströer Media 574.57 8.546 8.204 6/04/12 8.375 -4,812 4,714 -98 115,259  254,388 -39,130 215,259
    OMXC 20 Vestas Wind Systems 5,513.29 0.791 0.963 6/04/12 0.873 -4,812 5,312 500 115,758  249,576 -33,818 215,758
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 401.86 11.318   6/25/12 11.594 4,548        254,124 -38,366  
    OMXC 20 GN Store Nord 62.09 73.250   6/25/12 71.650 4,548        258,673 -42,915  
    SMI Swiss Re 97.55 46.620   11/19/12 54.864 4,548        263,220 -47,462  
6/25/12 Sell ATX short Zumtobel 585.21 8.050 12.072 5/21/12 9.858 -5,769 7,065 1,296 117,054  257,451 -40,398 217,054
    MDAX long Dürr 401.86 11.594   6/18/12 11.318 -4,548 4,659 111 117,165  252,903 -35,739 217,165
    BEL 20 short Bekaert 262.23 18.225 28.649 5/14/12 22.850 -5,992 7,513 1,521 118,685  246,911 -28,226 218,685
    OMXC 20 long GN Store Nord 62.09 71.650   6/18/12 73.250 -4,548 4,449 -99 118,586  242,363 -23,777 218,586
    DJTA Kirby 49.47 36.163   12/05/11 48.011 -2,375 1,789 -586 118,000  239,988 -21,988 218,000
  Buy ATX Österreichische Post 189.26 25.890   7/29/13 31.600 4,900        244,888 -26,888  
    MDAX short Ströer Media 609.38 8.041   7/02/12 8.090 4,900        249,788 -31,788  
    BEL 20 long Galapagos 400.00 12.250   10/22/12 16.900 4,900        254,688 -36,688  
    OMXC 20 short Vestas Wind Systems 6,038.20 0.812   7/16/12 0.678 4,900        259,588 -41,588  
    DJTA Ryder System 179.33 27.323   7/02/12 27.880 4,900        264,488 -46,488  
7/02/12 Sell MDAX short Ströer Media 609.38 8.090 7.992 6/25/12 8.041 -4,900 4,870 -30 117,970  259,588 -41,618 217,970
    DJTA Ryder System 179.33 27.880 26.767 6/25/12 27.323 -4,900 4,800 -100 117,870  254,688 -36,818 217,870
    STI Wilmar International 1,092.78 2.197 3.631 5/02/11 2.824 -3,086 3,967 881 118,752  251,602 -32,850 218,752
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.411 8.629 5/21/12 8.519 -5,769 5,843 74 118,826  245,833 -27,007 218,826
  Buy MDAX long Dürr 384.68 12.465   7/23/12 13.345 4,795        250,628 -31,802  
    DJTA Delta Air Lines 546.12 8.780   9/17/12 7.031 4,795        255,423 -36,597  
    STI ThaiBev 22,596.61 0.212   6/10/13 0.382 4,795        260,218 -41,392  
    Nikkei (TYO) OKI Electric 375.65 12.765   7/16/12 12.784 4,795        265,013 -46,187  
7/16/12 Sell DAX short thyssenkrupp 379.79 14.565 10.775 6/04/12 12.670 -4,812 4,092 -720 118,106  260,201 -42,095 218,106
    OMXC 20 Vestas Wind Systems 6,038.20 0.678 0.971 6/25/12 0.812 -4,900 5,862 962 119,069  255,301 -36,233 219,069
    Nikkei (TYO) long OKI Electric 375.65 12.784   7/02/12 12.765 -4,795 4,802 7 119,076  250,506 -31,430 219,076
  Buy DAX Continental 78.80 59.533   8/11/14 133.083 4,691        255,197 -36,122  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 553.92 8.469   6/24/13 22.604 4,691        259,888 -40,813  
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.629   11/19/12 7.143 4,691        264,579 -45,504  
7/23/12 Sell Kospi 50 short SK Holdings 102.51 68.528 44.029 5/21/12 56.279 -5,769 4,513 -1,256 117,820  258,810 -40,990 217,820
    MDAX long Dürr 384.68 13.345   7/02/12 12.465 -4,795 5,134 339 118,159  254,015 -35,857 218,159
    OMXS 30 short ABB 231.06 14.168 11.765 5/14/12 12.967 -2,996 2,718 -278 117,881  251,019 -33,138 217,881
      Nokia 1,281.22 1.752 3.121 5/14/12 2.338 -2,996 3,999 1,003 118,884  248,023 -29,139 218,884
  Buy Kospi 50 long Amorepacific Group 181.27 26.166   10/20/14 87.497 4,743        252,766 -33,883  
    MDAX short Ströer Media 598.33 7.927   8/06/12 7.080 4,743        257,509 -38,626  
    OMXS 30 long Electrolux 133.82 17.722   6/24/13 19.030 2,371        259,881 -40,997  
      Swedbank 171.99 13.789   6/24/13 16.871 2,372        262,252 -43,369  
7/30/12 Sell FTSE short Aviva 14.40 382.206 286.108 6/04/12 334.157 -4,812 4,120 -692 118,192  257,440 -39,249 218,192
    NZX 50 KMD Brands 6,049.07 0.992 0.916 5/21/12 0.954 -5,769 5,539 -230 117,962  251,671 -33,709 217,962
  Buy FTSE long Ashtead 13.82 333.248   8/24/15 1,199.890 4,605        256,277 -38,315  
8/06/12 Sell MDAX short Ströer Media 598.33 7.080 8.875 7/23/12 7.927 -4,743 5,310 567 118,529  251,534 -33,005 218,529
    FT 30 Man Group 58.03 106.958 99.561 5/14/12 103.259 -5,992 5,778 -215 118,315  245,542 -27,227 218,315
  Buy MDAX long Dürr 345.22 13.838   10/29/12 14.790 4,777        250,319 -32,004  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        255,106 -36,791  
8/13/12 Sell France short Solocal 3.89 1,038.280 2,100.620 4/23/12 1,476.830 -5,745 8,171 2,427 120,741  249,361 -28,620 220,741
    Nordic 30 Nokia 2,266.25 2.220 2.595 5/07/12 2.400 -5,439 5,880 441 121,182  243,922 -22,740 221,182
    Topix (FRA) Mazda Motor 772.29 4.800 8.694 3/19/12 6.460 -4,989 6,714 1,725 122,908  238,933 -16,025 222,908
  Buy France long Eurofins Scientific 499.47 10.355   4/22/13 15.325 5,172        244,105 -21,197  
    Nordic 30 Pandora 462.11 11.192   6/03/13 26.264 5,172        249,277 -26,369  
    Topix (FRA) Softbank Group 320.47 16.139   9/03/12 15.996 5,172        254,449 -31,541  
8/20/12 Sell HSI short China Unicom 4,853.20 1.370 1.008 5/21/12 1.189 -5,769 4,892 -877 122,030  248,680 -26,650 222,030
    IBEX 35 Sacyr 1,509.96 1.284 8.553 2/13/12 3.314 -5,004 12,915 7,911 129,942  243,676 -13,735 229,942
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 531.58 6.980 19.345 4/09/12 11.620 -6,177 10,283 4,106 134,048  237,499 -3,451 234,048
    TSX 60 BlackBerry 590.66 5.638 18.115 4/16/12 10.106 -5,969 10,700 4,731 138,779  231,530 7,248 238,779
    PSI 20 Banco Comercial 8,885.51 0.452 0.960 4/02/12 0.659 -5,852 8,527 2,675 141,453  225,678 15,775 241,453
  Buy HSI long Galaxy Entertainment 2,733.49 2.352   4/22/13 3.135 6,430        232,108 9,345  
    IBEX 35 Grifols 572.06 11.240   11/05/12 13.025 6,430        238,538 2,915  
    OMXH 25 Huhtamäki 540.79 11.890   10/22/12 12.450 6,430        244,968 -3,515  
    TSX 60 Couche-Tard 961.85 6.685   4/22/13 7.405 6,430        251,398 -9,945  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,105.17 2.490 2.736 5/21/12 2.610 -2,884 3,024 139 141,592  248,514 -6,921 241,592
      Smurfit Kappa 519.73 6.550 4.550 5/21/12 5.550 -2,885 2,365 -520 141,072  245,629 -4,557 241,072
    MerVal YPF 428.12 14.446 12.421 4/23/12 13.433 -5,751 5,318 -433 140,639  239,878 761 240,639
  Buy ISEQ 20 long Kerry 80.28 37.580   6/17/13 42.250 3,017        242,895 -2,256  
      Smurfit Kappa 460.61 6.550   6/17/13 12.270 3,017        245,912 -5,273  
9/03/12 Sell S&P 100 long Biogen 40.30 116.954   1/09/12 90.342 -3,641 4,713 1,072 141,711  242,271 -560 241,711
    AEX short ArcelorMittal 159.49 35.565 42.177 4/09/12 38.730 -6,177 6,727 550 142,261  236,094 6,167 242,261
    OBX 25 REC Silicon 1,731.04 2.359 5.080 5/14/12 3.462 -5,992 8,793 2,801 145,062  230,102 14,960 245,062
    Athex LC Public Power 3,850.97 1.330 1.806 4/16/12 1.550 -5,969 6,956 987 146,050  224,133 21,917 246,050
    Topix (FRA) long Softbank Group 320.47 15.996   8/13/12 16.139 -5,172 5,126 -46 146,004  218,961 27,043 246,004
  Buy S&P 100 short HP 505.22 13.511   9/17/12 13.872 6,826        225,787 20,217  
    OBX 25 long Grieg Seafood 4,977.40 1.371   1/07/13 1.707 6,826        232,613 13,391  
    Athex LC Alpha Bank 101.88 67.000   3/25/13 37.850 6,826        239,439 6,565  
    MerVal short Pampa Energía 40,606.78 0.168   9/10/12 0.164 6,826        246,265 -261  
    Topix (FRA) Kansai Electric Pwr 1,197.12 5.702   3/11/13 6.145 6,826        253,091 -7,087  
9/10/12 Sell Germany short SolarWorld 25.33 182.550 306.524 5/14/12 236.550 -5,992 7,764 1,772 147,776  247,099 677 247,776
    MerVal Pampa Energía 40,606.78 0.164 0.172 9/03/12 0.168 -6,826 6,997 171 147,947  240,273 7,674 247,947
    CAC Mid 60 Vallourec 4.33 1,453.800 1,311.000 5/14/12 1,382.400 -5,986 5,677 -309 147,638  234,287 13,350 247,638
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Athex Large Cap 2.84 2,671.700 1,384.500 5/21/12 2,028.100 -5,760 3,932 -1,828 145,810  228,528 17,282 245,810
  Buy CAC Mid 60 long Eurofins Scientific 597.91 11.000   4/22/13 15.325 6,577        235,105 10,705  
    Indices OMXC 20 99.05 66.404   6/17/13 70.001 6,577        241,682 4,128  
9/17/12 Sell S&P 100 short HP 505.22 13.872 13.150 9/03/12 13.511 -6,826 6,643 -183 145,627  234,856 10,771 245,627
    HSI-Fin HK Exchgs & Clrg 527.66 11.718 10.994 5/14/12 11.356 -5,992 5,801 -191 145,436  228,864 16,572 245,436
    HSI-C&I Citic Pacific 4,870.00 0.959 1.464 5/21/12 1.185 -5,769 7,128 1,359 146,796  223,095 23,701 246,796
    DJTA long Delta Air Lines 546.12 7.031   7/02/12 8.780 -4,795 3,840 -955 145,840  218,300 27,541 245,840
  Buy S&P 100 Gilead Sciences 272.68 25.063   10/13/14 79.611 6,834        225,134 20,706  
    CAC 40 Credit Agricole 1,142.05 5.984   9/24/12 5.714 6,834        231,968 13,872  
    HSI-Fin Bank of China (HK) 2,863.25 2.387   5/13/13 2.748 6,834        238,802 7,038  
    HSI-C&I Galaxy Entertainment 2,811.19 2.431   4/08/13 3.018 6,834        245,636 204  
    DJTA short Expeditors Wash 233.13 29.314   9/24/12 28.398 6,834        252,470 -6,630  
9/24/12 Sell CAC 40 long Credit Agricole 1,142.05 5.714   9/17/12 5.984 -6,834 6,526 -308 145,532  245,636 -104 245,532
    DJTA short Expeditors Wash 233.13 28.398 30.259 9/17/12 29.314 -6,834 7,054 220 145,753  238,802 6,950 245,753
  Buy   long Avis Budget 508.65 12.419   7/20/15 38.916 6,317        245,119 634  
10/01/12 Buy CAC Next 20 short Hermes International 29.13 211.450   12/10/12 235.500 6,160        251,279 -5,526  
10/15/12 Buy AEX short KPN 1,656.09 3.626   2/02/15 2.756 6,005        257,284 -11,531  
    MerVal Pampa Energía 39,820.95 0.151   10/22/12 0.141 6,005        263,289 -17,536  
10/22/12 Sell BEL 20 long Galapagos 400.00 16.900   6/25/12 12.250 -4,900 6,760 1,860 147,613  258,389 -10,776 247,613
    OMXH 25 Huhtamäki 540.79 12.450   8/20/12 11.890 -6,430 6,733 303 147,915  251,959 -4,043 247,915
    MerVal short Pampa Energía 39,820.95 0.141 0.161 10/15/12 0.151 -6,005 6,427 422 148,338  245,954 2,384 248,338
    DJ Global Titans long Apple 277.42 17.386   5/28/12 16.307 -4,524 4,823 299 148,637  241,430 7,207 248,637
  Buy BEL 20 short Bekaert 296.39 21.580   11/12/12 21.290 6,396        247,826 811  
    OMXH 25 Outokumpu 988.56 6.470   11/05/12 6.200 6,396        254,222 -5,585  
    DJ Global Titans Telefónica 609.14 10.500   10/29/12 10.070 6,396        260,618 -11,981  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/29/12 Sell MDAX long Dürr 345.22 14.790   8/06/12 13.838 -4,777 5,106 329 148,966  255,841 -6,875 248,966
    SDAX short Klöckner 736.41 7.058 8.695 5/21/12 7.834 -5,769 6,403 634 149,600  250,072 -472 249,600
    DJ Global Titans Telefónica 609.14 10.070 10.948 10/22/12 10.500 -6,396 6,669 273 149,873  243,676 6,197 249,873
  Buy MDAX Ströer Media 965.46 6.630   1/14/13 6.901 6,401        250,077 -204  
    MerVal Pampa Energía 44,205.80 0.145   12/24/12 0.147 6,401        256,478 -6,605  
    DJ Global Titans long Bank of America 888.58 7.204   12/16/13 11.075 6,401        262,879 -13,006  
11/05/12 Sell MIB short UnipolSai 506.43 0.935 28.146 6/27/11 5.130 -2,598 14,254 11,656 161,529  260,281 1,249 261,529
    IBEX 35 long Grifols 572.06 13.025   8/20/12 11.240 -6,430 7,451 1,021 162,550  253,851 8,700 262,550
    OMXH 25 short Outokumpu 988.56 6.200 6.752 10/22/12 6.470 -6,396 6,675 279 162,829  247,455 15,374 262,829
  Buy MIB long Azimut 747.53 9.304   8/04/14 18.460 6,955        254,410 8,419  
    OMXH 25 Konecranes 275.45 25.250   11/12/12 24.380 6,955        261,365 1,464  
11/12/12 Sell BEL 20 short Bekaert 296.39 21.290 21.874 10/22/12 21.580 -6,396 6,483 87 162,916  254,969 7,947 262,916
    OMXH 25 long Konecranes 275.45 24.380   11/05/12 25.250 -6,955 6,715 -240 162,676  248,014 14,663 262,676
  Buy BEL 20 Galapagos 409.99 16.910   6/24/13 14.210 6,933        254,947 7,730  
    OMXH 25 short Outokumpu 1,079.91 6.420   12/31/12 7.400 6,933        261,880 797  
11/19/12 Sell SMI long Swiss Re 97.55 54.864   6/18/12 46.620 -4,548 5,352 804 163,481  257,332 6,149 263,481
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.143 8.148 7/16/12 7.629 -4,691 5,010 319 163,800  252,641 11,159 263,800
  Buy PSI 20 Impresa 23,700.00 0.290   12/17/12 0.300 6,873        259,514 4,286  
    SMI Julius Bär 263.13 26.121   12/17/12 27.324 6,873        266,387 -2,587  
    Nikkei (TYO) long Subaru 840.66 8.176   10/07/13 20.003 6,873        273,260 -9,460  
11/26/12 Sell SLI short Lonza 166.68 36.099 32.909 4/23/12 34.504 -5,751 5,485 -266 163,534  267,509 -3,975 263,534
  Buy SDAX Deutz 1,996.31 3.250   12/10/12 3.138 6,488        273,997 -10,463  
    SLI long Swiss Life 62.25 104.219   6/24/13 120.698 6,488        280,484 -16,950  
12/10/12 Sell SSE 50 short China Unicom 9,509.88 0.413 0.620 6/04/12 0.506 -4,812 5,891 1,079 164,613  275,672 -11,059 264,613
    SDAX Deutz 1,996.31 3.138 3.366 11/26/12 3.250 -6,488 6,720 232 164,845  269,184 -4,339 264,845
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Hermes International 29.13 235.500 187.400 10/01/12 211.450 -6,160 5,459 -701 164,144  263,025 1,120 264,144
  Buy SSE 50 long China Rwy Constr 9,261.17 0.716   4/29/13 0.634 6,631        269,656 -5,511  
    CAC 40 Societe Generale 230.12 28.815   1/14/13 34.140 6,631        276,287 -12,142  
12/17/12 Sell PSI 20 short Impresa 23,700.00 0.300 0.280 11/19/12 0.290 -6,873 6,636 -237 163,907  269,414 -5,506 263,907
    SMI Julius Bär 263.13 27.324 24.917 11/19/12 26.121 -6,873 6,556 -317 163,591  262,541 1,050 263,591
  Buy   long Richemont 110.40 59.929   10/14/13 74.199 6,616        269,157 -5,566  
12/24/12 Sell MerVal short Pampa Energía 44,205.80 0.147 0.143 10/29/12 0.145 -6,401 6,308 -93 163,498  262,756 742 263,498
  Buy   long Gr Fin Galicia 9,470.89 0.697   5/27/13 0.697 6,605        269,361 -5,863  
12/31/12 Sell OMXH 25 short Outokumpu 1,079.91 7.400 5.440 11/12/12 6.420 -6,933 5,875 -1,058 162,440  262,428 12 262,440
  Buy   long Orion 295.54 22.200   3/18/13 22.000 6,561        268,989 -6,549  
1/07/13 Sell OBX 25 long Grieg Seafood 4,977.40 1.707   9/03/12 1.371 -6,826 8,495 1,669 164,108  262,163 1,946 264,108
    Nikkei (FRA) short Nippon Sheet Glass 331.42 9.100 8.980 5/14/12 9.040 -2,996 2,976 -20 164,089  259,167 4,922 264,089
      Sharp 77.56 23.550 63.366 5/14/12 38.630 -2,996 4,915 1,919 166,007  256,171 9,837 266,007
  Buy OBX 25 REC Silicon 3,826.22 1.802   1/21/13 1.488 6,896        263,067 2,941  
    Nikkei (FRA) long Subaru 348.28 9.900   1/14/13 9.907 3,448        266,515 -507  
1/14/13 Sell CAC 40 long Societe Generale 230.12 34.140   12/10/12 28.815 -6,631 7,856 1,225 167,233  259,884 7,349 267,233
    MDAX short Ströer Media 965.46 6.901 6.359 10/29/12 6.630 -6,401 6,139 -262 166,971  253,483 13,488 266,971
    Nikkei (FRA) long Subaru 348.28 9.907   1/07/13 9.900 -3,448 3,450 2 166,973  250,035 16,939 266,973
  Buy CAC 40 short Engie 459.95 15.430   1/28/13 15.390 7,097        257,132 9,842  
    Nikkei (FRA) Screen 364.23 9.743   2/11/13 8.403 3,549        260,680 6,293  
1/21/13 Sell OBX 25 short REC Silicon 3,826.22 1.488 2.182 1/07/13 1.802 -6,896 8,350 1,454 168,428  253,784 14,643 268,428
  Buy   long Grieg Seafood 4,075.10 1.736   1/28/13 1.688 7,076        260,860 7,567  
1/28/13 Sell CAC 40 short Engie 459.95 15.390 15.470 1/14/13 15.430 -7,097 7,115 18 168,446  253,763 14,683 268,446
    OBX 25 long Grieg Seafood 4,075.10 1.688   1/21/13 1.736 -7,076 6,879 -197 168,249  246,687 21,562 268,249
  Buy CAC 40 Credit Agricole 933.39 7.762   2/11/13 7.414 7,245        253,932 14,317  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short REC Silicon 4,683.86 1.547   2/25/13 1.312 7,245        261,177 7,072  
2/11/13 Sell CAC 40 long Credit Agricole 933.39 7.414   1/28/13 7.762 -7,245 6,920 -325 167,924  253,932 13,992 267,924
    Nikkei (FRA) short Screen 364.23 8.403 11.296 1/14/13 9.743 -3,549 4,114 566 168,490  250,384 18,107 268,490
    GCX REC Silicon 1,653.20 1.027 11.783 4/23/12 3.479 -5,751 19,480 13,729 182,219  244,633 37,587 282,219
  Buy CAC 40 Orange 1,014.21 7.883   2/25/13 7.479 7,995        252,628 29,592  
    ÖkoDAX (deprecated) long PNE Wind 2,865.59 2.790   4/29/13 2.700 7,995        260,623 21,597  
    Nikkei (FRA) Subaru 370.14 10.800   8/26/13 18.441 3,998        264,620 17,599  
      Mazda Motor 321.21 12.445   8/26/13 15.485 3,997        268,618 13,602  
    GCX SunPower 1,132.00 7.063   11/25/13 21.795 7,995        276,613 5,607  
2/18/13 Buy GEX long MBB 388.92 18.500   4/22/13 17.650 7,195        283,808 -1,588  
2/25/13 Sell CAC 40 short Orange 1,014.21 7.479 8.309 2/11/13 7.883 -7,995 8,427 432 182,651  275,813 6,839 282,651
    OBX 25 REC Silicon 4,683.86 1.312 1.824 1/28/13 1.547 -7,245 8,545 1,300 183,951  268,568 15,383 283,951
  Buy CAC 40 long Credit Agricole 1,001.07 7.475   4/22/13 6.300 7,483        276,051 7,900  
    OBX 25 Norwegian 2.56 2,924.050   4/15/13 2,803.560 7,486        283,536 415  
3/11/13 Sell Topix (FRA) short Kansai Electric Pwr 1,197.12 6.145 5.259 9/03/12 5.702 -6,826 6,296 -530 183,421  276,710 6,710 283,421
  Buy   long Mazda Motor 587.05 12.355   4/01/13 11.250 7,253        283,963 -543  
3/18/13 Sell OMXH 25 long Orion 295.54 22.000   12/31/12 22.200 -6,561 6,502 -59 183,362  277,402 5,959 283,362
  Buy   short Outokumpu 1,310.33 5.520   9/16/13 4.600 7,233        284,635 -1,274  
3/25/13 Sell Athex LC long Alpha Bank 101.88 37.850   9/03/12 67.000 -6,826 3,856 -2,970 180,392  277,809 2,582 280,392
  Buy   short Eurobank Ergasias 27.21 260.000   9/30/13 50.000 7,075        284,884 -4,492  
4/01/13 Sell Topix (FRA) long Mazda Motor 587.05 11.250   3/11/13 12.355 -7,253 6,604 -649 179,743  277,631 2,112 279,743
  Buy   short Nidec 643.32 10.953   4/15/13 10.948 7,046        284,677 -4,934  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,811.19 3.018   9/17/12 2.431 -6,834 8,485 1,651 181,394  277,843 3,552 281,394
4/15/13 Sell OBX 25 long Norwegian 2.56 2,803.560   2/25/13 2,924.050 -7,486 7,177 -308 181,086  270,357 10,729 281,086
    Topix (FRA) short Nidec 643.32 10.948 10.957 4/01/13 10.953 -7,046 7,049 3 181,089  263,311 17,777 281,089
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OBX 25 Frontline 1,007.84 7.413   10/21/13 8.829 7,471        270,782 10,306  
    Topix (FRA) long Mazda Motor 638.27 11.705   6/03/13 14.600 7,471        278,253 2,836  
4/22/13 Sell France long Eurofins Scientific 499.47 15.325   8/13/12 10.355 -5,172 7,654 2,482 183,571  273,081 10,490 283,571
    HSI Galaxy Entertainment 2,733.49 3.135   8/20/12 2.352 -6,430 8,569 2,139 185,710  266,651 19,059 285,710
    CAC 40 Credit Agricole 1,001.07 6.300   2/25/13 7.475 -7,483 6,307 -1,176 184,534  259,168 25,365 284,534
    TSX 60 Couche-Tard 961.85 7.405   8/20/12 6.685 -6,430 7,122 692 185,226  252,738 32,488 285,226
    CAC Mid 60 Eurofins Scientific 597.91 15.325   9/10/12 11.000 -6,577 9,163 2,586 187,812  246,161 41,651 287,812
    GEX MBB 388.92 17.650   2/18/13 18.500 -7,195 6,864 -331 187,481  238,966 48,515 287,481
  Buy France short ArcelorMittal 319.52 26.286   5/06/13 29.061 8,399        247,365 40,116  
    HSI China Shenhua HK 3,301.23 2.544   9/16/13 2.475 8,399        255,764 31,717  
    CAC 40 ArcelorMittal 319.52 26.286   8/05/13 28.620 8,399        264,163 23,318  
    TSX 60 Barrick Gold 580.69 14.464   9/30/13 13.729 8,399        272,562 14,919  
    CAC Mid 60 CGG 16.87 497.920   4/29/13 532.320 8,400        280,962 6,519  
    GEX YOC 1,663.50 5.049   9/23/13 2.219 8,399        289,361 -1,880  
4/29/13 Sell SSE 50 long China Rwy Constr 9,261.17 0.634   12/10/12 0.716 -6,631 5,874 -757 186,725  282,730 3,995 286,725
    ÖkoDAX (deprecated) PNE Wind 2,865.59 2.700   2/11/13 2.790 -7,995 7,737 -258 186,467  274,735 11,732 286,467
    CAC Mid 60 short CGG 16.87 532.320 463.520 4/22/13 497.920 -8,400 7,820 -580 185,886  266,335 19,551 285,886
  Buy SSE 50 China Northern Rare 3,363.44 2.270   5/06/13 2.286 7,635        273,970 11,916  
    ÖkoDAX (deprecated) SolarWorld 71.99 106.050   4/13/15 14.550 7,635        281,605 4,282  
5/06/13 Sell France short ArcelorMittal 319.52 29.061 23.511 4/22/13 26.286 -8,399 7,512 -887 185,000  273,206 11,794 285,000
    SSE 50 China Northern Rare 3,363.44 2.286 2.254 4/29/13 2.270 -7,635 7,581 -54 184,946  265,571 19,375 284,946
  Buy   long China Minsheng Bk 7,235.38 1.052   5/13/13 1.064 7,608        273,179 11,767  
5/13/13 Sell   long China Minsheng Bk 7,235.38 1.064   5/06/13 1.052 -7,608 7,700 92 185,038  265,571 19,467 285,038
    HSI-Fin Bank of China (HK) 2,863.25 2.748   9/17/12 2.387 -6,834 7,867 1,033 186,071  258,737 27,334 286,071
  Buy SSE 50 short China Northern Rare 3,308.84 2.368   11/04/13 2.137 7,835        266,572 19,499  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin Ping An 2,615.15 2.996   10/14/13 2.804 7,835        274,407 11,664  
5/27/13 Sell MerVal long Gr Fin Galicia 9,470.89 0.697   12/24/12 0.697 -6,605 6,598 -7 186,064  267,802 18,262 286,064
  Buy   short Pampa Energía 46,732.19 0.163   6/10/13 0.158 7,608        275,410 10,654  
6/03/13 Sell Nordic 30 long Pandora 462.11 26.264   8/13/12 11.192 -5,172 12,137 6,965 193,029  270,238 22,791 293,029
    Topix (FRA) Mazda Motor 638.27 14.600   4/15/13 11.705 -7,471 9,319 1,848 194,877  262,767 32,110 294,877
  Buy Nordic 30 short Equinor 471.38 17.340   7/29/13 16.264 8,174        270,941 23,936  
    Topix (FRA) Inpex 1,027.79 7.953   11/18/13 8.519 8,174        279,115 15,762  
6/10/13 Sell HSI-Prop long China Ov Land & Inv 1,422.78 2.124   1/16/12 1.541 -2,193 3,022 829 195,706  276,922 18,784 295,706
      China Res Land 1,551.55 2.183   1/16/12 1.413 -2,193 3,386 1,194 196,900  274,730 22,170 296,900
    MerVal short Pampa Energía 46,732.19 0.158 0.168 5/27/13 0.163 -7,608 7,832 224 197,124  267,122 30,002 297,124
    STI long ThaiBev 22,596.61 0.382   7/02/12 0.212 -4,795 8,623 3,828 200,952  262,327 38,625 300,952
  Buy France short ArcelorMittal 301.12 28.191   7/08/13 26.415 8,489        270,816 30,136  
    SDAX Hypoport 1,134.89 7.480   9/30/13 8.120 8,489        279,305 21,647  
    HSI-Prop Hang Lung 1,652.71 2.568   11/18/13 2.531 4,244        283,549 17,403  
      Sino Land 3,944.34 1.076   11/18/13 1.043 4,245        287,793 13,158  
    MerVal long Telecom Argentina 2,241.14 3.788   6/17/13 3.268 8,489        296,282 4,669  
    CAC Mid 60 short CGG 15.13 561.120   8/05/13 575.840 8,490        304,772 -3,820  
6/17/13 Sell ISEQ 20 long Kerry 80.28 42.250   8/27/12 37.580 -3,017 3,392 375 201,327  301,755 -429 301,327
      Smurfit Kappa 460.61 12.270   8/27/12 6.550 -3,017 5,652 2,635 203,961  298,738 5,223 303,961
    MerVal Telecom Argentina 2,241.14 3.268   6/10/13 3.788 -8,489 7,324 -1,165 202,797  290,249 12,547 302,797
    Indices OMXC 20 99.05 70.001   9/10/12 66.404 -6,577 6,934 356 203,153  283,672 19,481 303,153
  Buy ISEQ 20 short C&C Group 952.63 4.233   7/29/13 4.100 4,032        287,704 15,448  
      CRH 257.98 15.631   7/29/13 15.994 4,032        291,737 11,416  
    PSI 20 long Teixeira Duarte 14,935.19 0.540   6/24/13 0.570 8,065        299,802 3,351  
    MerVal short Comercial del Plata 114,722.62 0.070   8/12/13 0.067 8,065        307,867 -4,714  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/24/13 Sell BEL 20 long Galapagos 409.99 14.210   11/12/12 16.910 -6,933 5,826 -1,107 202,046  300,934 1,112 302,046
    PSI 20 Teixeira Duarte 14,935.19 0.570   6/17/13 0.540 -8,065 8,513 448 202,494  292,869 9,625 302,494
    OMXC 20 Genmab 553.92 22.604   7/16/12 8.469 -4,691 12,521 7,830 210,324  288,178 22,146 310,324
    OMXS 30 Electrolux 133.82 19.030   7/23/12 17.722 -2,371 2,547 175 210,499  285,807 24,692 310,499
      Swedbank 171.99 16.871   7/23/12 13.789 -2,372 2,902 530 211,029  283,435 27,594 311,029
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 211,628  278,648 32,980 311,628
    SLI Swiss Life 62.25 120.698   11/26/12 104.219 -6,488 7,513 1,026 212,654  272,160 40,494 312,654
  Buy Germany short SolarWorld 96.01 91.950   7/29/13 77.250 8,828        280,989 31,666  
    MDAX Salzgitter 347.49 25.405   7/01/13 25.340 8,828        289,816 22,838  
    BEL 20 Aperam 1,061.06 8.320   7/15/13 8.461 8,828        298,645 14,010  
    OMXC 20 FLSmidth 252.00 35.032   7/01/13 34.376 8,828        307,473 5,182  
    OMXS 30 Boliden 462.24 9.549   7/08/13 9.256 4,414        311,887 768  
      Tele2 502.84 8.778   7/08/13 9.227 4,414        316,301 -3,646  
    FT 30 Man Group 92.68 95.252   7/01/13 100.211 8,828        325,129 -12,474  
    SLI Kühne & Nagel 108.79 81.145   7/08/13 90.725 8,828        333,956 -21,302  
    BAX SFC Energy 1,858.53 4.750   7/01/13 4.650 8,828        342,784 -30,130  
7/01/13 Sell MDAX short Salzgitter 347.49 25.340 25.470 6/24/13 25.405 -8,828 8,851 23 212,677  333,956 -21,280 312,677
    OMXC 20 FLSmidth 252.00 34.376 35.701 6/24/13 35.032 -8,828 8,997 169 212,845  325,128 -12,283 312,845
    FT 30 Man Group 92.68 100.211 90.294 6/24/13 95.252 -8,828 8,368 -460 212,386  316,300 -3,914 312,386
    BAX SFC Energy 1,858.53 4.650 4.852 6/24/13 4.750 -8,828 9,018 190 212,576  307,472 5,104 312,576
  Buy MDAX long Dürr 330.91 23.998   7/28/14 30.355 7,941        315,413 -2,837  
    OMXC 20 Vestas Wind Systems 3,678.94 2.159   9/01/14 6.373 7,941        323,354 -10,778  
    FT 30 Lloyds Bank 106.06 74.871   9/09/13 90.907 7,941        331,295 -18,719  
    BAX Morphosys 179.88 44.145   4/14/14 58.270 7,941        339,236 -26,660  
7/08/13 Sell France short ArcelorMittal 301.12 26.415 30.086 6/10/13 28.191 -8,489 9,060 571 213,147  330,747 -17,601 313,147
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 462.24 9.256 9.852 6/24/13 9.549 -4,414 4,554 140 213,287  326,333 -13,047 313,287
      Tele2 502.84 9.227 8.329 6/24/13 8.778 -4,414 4,188 -226 213,061  321,919 -8,858 313,061
    SLI Kühne & Nagel 108.79 90.725 71.565 6/24/13 81.145 -8,828 7,786 -1,042 212,019  313,091 -1,073 312,019
  Buy OMXS 30 long Nokia 1,220.02 3.186   10/13/14 6.407 3,887        316,978 -4,959  
      Kinnevik 177.73 21.868   10/13/14 22.475 3,887        320,864 -8,846  
    SLI Lonza 129.12 60.201   8/12/13 56.494 7,773        328,637 -16,619  
7/15/13 Sell BEL 20 short Aperam 1,061.06 8.461 8.179 6/24/13 8.320 -8,828 8,678 -150 211,869  319,809 -7,940 311,869
  Buy   long KBC 242.36 31.350   10/13/14 40.740 7,598        327,407 -15,538  
7/29/13 Sell Germany short SolarWorld 96.01 77.250 109.447 6/24/13 91.950 -8,828 10,508 1,680 213,549  318,579 -5,030 313,549
    ATX long Österreichische Post 189.26 31.600   6/25/12 25.890 -4,900 5,981 1,081 214,630  313,679 950 314,630
    ISEQ 20 short C&C Group 952.63 4.100 4.370 6/17/13 4.233 -4,032 4,163 131 214,760  309,647 5,113 314,760
      CRH 257.98 15.994 15.268 6/17/13 15.631 -4,032 3,939 -94 214,667  305,614 9,052 314,667
    Nordic 30 Equinor 471.38 16.264 18.488 6/03/13 17.340 -8,174 8,715 541 215,208  297,440 17,767 315,208
  Buy ATX Raiffeisen Bank Int 360.58 23.085   10/21/13 25.350 8,324        305,764 9,443  
    ISEQ 20 long FBD 266.79 15.600   8/05/13 16.650 4,162        309,926 5,281  
      Smurfit Kappa 291.05 14.300   8/05/13 15.150 4,162        314,088 1,119  
    Nordic 30 Pandora 289.84 28.719   4/28/14 46.257 8,324        322,412 -7,205  
8/05/13 Sell CAC 40 short ArcelorMittal 319.52 28.620 23.952 4/22/13 26.286 -8,399 7,653 -746 214,462  314,013 449 314,462
    ISEQ 20 long FBD 266.79 16.650   7/29/13 15.600 -4,162 4,442 280 214,742  309,851 4,891 314,742
      Smurfit Kappa 291.05 15.150   7/29/13 14.300 -4,162 4,409 247 214,990  305,689 9,300 314,990
    CAC Mid 60 short CGG 15.13 575.840 546.400 6/10/13 561.120 -8,490 8,267 -223 214,767  297,200 17,567 314,767
  Buy ISEQ 20 C&C Group 1,003.14 4.141   9/09/13 4.285 4,154        301,354 13,413  
      Flutter 68.10 61.000   9/09/13 61.200 4,154        305,508 9,259  
8/12/13 Sell MerVal short Comercial del Plata 114,722.62 0.067 0.074 6/17/13 0.070 -8,065 8,467 402 215,168  297,443 17,726 315,168
    SLI long Lonza 129.12 56.494   7/08/13 60.201 -7,773 7,295 -479 214,690  289,670 25,020 314,690
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MerVal Telecom Argentina 2,014.52 4.215   2/10/14 2.998 8,492        298,162 16,528  
    Indices Merval 16.94 501.316   8/04/14 750.468 8,492        306,654 8,036  
8/26/13 Sell Nikkei (FRA) long Subaru 370.14 18.441   2/11/13 10.800 -3,998 6,826 2,828 217,518  302,657 14,862 317,518
      Mazda Motor 321.21 15.485   2/11/13 12.445 -3,997 4,974 976 218,494  298,659 19,835 318,494
  Buy PSI 20 Teixeira Duarte 12,623.88 0.670   9/02/13 0.650 8,458        307,117 11,377  
    Nikkei (FRA) short Nikon 321.60 13.150   9/09/13 12.596 4,229        311,346 7,148  
9/02/13 Sell PSI 20 long Teixeira Duarte 12,623.88 0.650   8/26/13 0.670 -8,458 8,206 -252 218,242  302,888 15,354 318,242
9/09/13 Sell ISEQ 20 short C&C Group 1,003.14 4.285 3.997 8/05/13 4.141 -4,154 4,010 -144 218,098  298,734 19,363 318,098
      Flutter 68.10 61.200 60.800 8/05/13 61.000 -4,154 4,140 -14 218,084  294,580 23,504 318,084
    FT 30 long Lloyds Bank 106.06 90.907   7/01/13 74.871 -7,941 9,642 1,701 219,785  286,639 33,146 319,785
    Nikkei (FRA) short Nikon 321.60 12.596 13.728 8/26/13 13.150 -4,229 4,415 186 219,971  282,410 37,561 319,971
  Buy ISEQ 20 long Bank of Ireland 631.21 7.080   10/14/13 6.960 4,469        286,879 33,092  
      Smurfit Kappa 280.19 15.950   10/14/13 17.020 4,469        291,348 28,623  
    PSI 20 Impresa 13,144.12 0.680   9/16/13 0.670 8,938        300,286 19,685  
    FT 30 short Man Group 84.77 105.435   10/14/13 92.741 8,938        309,224 10,747  
    Nikkei (FRA) long Furukawa Co 267.12 16.730   9/30/13 17.160 4,469        313,693 6,278  
      Tokyo Electric Power 1,142.97 3.910   9/30/13 4.520 4,469        318,162 1,809  
9/16/13 Sell HSI short China Shenhua HK 3,301.23 2.475 2.615 4/22/13 2.544 -8,399 8,633 234 220,205  309,763 10,442 320,205
    OMXH 25 Outokumpu 1,310.33 4.600 6.624 3/18/13 5.520 -7,233 8,680 1,447 221,651  302,530 19,122 321,651
    PSI 20 long Impresa 13,144.12 0.670   9/09/13 0.680 -8,938 8,807 -131 221,520  293,592 27,928 321,520
  Buy HSI Galaxy Entertainment 1,632.41 5.352   12/23/13 6.370 8,736        302,328 19,192  
    OMXH 25 Nokia 1,850.85 4.720   10/21/13 5.265 8,736        311,064 10,456  
9/23/13 Sell GEX short YOC 1,663.50 2.219 11.488 4/22/13 5.049 -8,399 19,111 10,712 232,232  302,665 29,567 332,232
  Buy PSI 20 long Teixeira Duarte 13,703.03 0.660   12/09/13 0.920 9,044        311,709 20,523  
    GEX Manz 168.83 53.570   4/14/14 65.730 9,044        320,753 11,479  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/30/13 Sell SDAX short Hypoport 1,134.89 8.120 6.840 6/10/13 7.480 -8,489 7,763 -726 231,505  312,264 19,241 331,505
    TSX 60 Barrick Gold 580.69 13.729 15.238 4/22/13 14.464 -8,399 8,848 449 231,954  303,865 28,089 331,954
    Athex LC Eurobank Ergasias 27.21 50.000 1,352.000 3/25/13 260.000 -7,075 36,788 29,713 261,668  296,790 64,877 361,668
    Nikkei (FRA) long Furukawa Co 267.12 17.160   9/09/13 16.730 -4,469 4,584 115 261,783  292,321 69,461 361,783
      Tokyo Electric Power 1,142.97 4.520   9/09/13 3.910 -4,469 5,166 697 262,480  287,852 74,627 362,480
  Buy HSI-C&I Galaxy Entertainment 2,111.86 5.174   2/03/14 7.265 10,927        298,779 63,700  
    TSX 60 Bausch Health 142.13 76.879   9/29/14 102.197 10,927        309,706 52,774  
    Athex LC Aegean Airlines 2,601.67 4.200   1/27/14 7.210 10,927        320,633 41,847  
    Nikkei (FRA) short Nikon 417.70 13.080   11/04/13 13.433 5,464        326,097 36,383  
    CAC Next 20 SES 516.64 21.150   10/07/13 21.020 10,927        337,024 25,456  
10/07/13 Sell   short SES 516.64 21.020 21.281 9/30/13 21.150 -10,927 10,995 68 262,547  326,097 36,451 362,547
    Nikkei (TYO) long Subaru 840.66 20.003   11/19/12 8.176 -6,873 16,816 9,943 272,490  319,224 53,267 372,490
  Buy   short Nikon 841.32 12.650   10/14/13 13.191 10,643        329,867 42,624  
10/14/13 Sell HSI-Fin short Ping An 2,615.15 2.804 3.201 5/13/13 2.996 -7,835 8,371 536 273,027  322,032 50,995 373,027
    ISEQ 20 long Bank of Ireland 631.21 6.960   9/09/13 7.080 -4,469 4,393 -76 272,951  317,563 55,388 372,951
      Smurfit Kappa 280.19 17.020   9/09/13 15.950 -4,469 4,769 300 273,251  313,094 60,157 373,251
    FT 30 short Man Group 84.77 92.741 119.865 9/09/13 105.435 -8,938 10,161 1,223 274,474  304,156 70,318 374,474
    SMI long Richemont 110.40 74.199   12/17/12 59.929 -6,616 8,192 1,575 276,049  297,540 78,509 376,049
    Nikkei (TYO) short Nikon 841.32 13.191 12.110 10/07/13 12.650 -10,643 10,188 -455 275,594  286,897 88,698 375,594
  Buy HSI-Fin long AIA 3,165.00 3.667   1/06/14 3.604 11,607        298,504 77,091  
    ISEQ 20 short C&C Group 1,381.79 4.200   10/28/13 4.008 5,804        304,307 71,287  
      Flutter 101.89 56.960   10/28/13 56.500 5,804        310,111 65,483  
    FT 30 long ITV 53.27 217.888   12/02/13 228.772 11,607        321,718 53,876  
    Nikkei (TYO) Tokyo Electric Power 2,973.49 3.904   11/04/13 3.961 11,607        333,325 42,269  
10/21/13 Sell ATX short Raiffeisen Bank Int 360.58 25.350 20.820 7/29/13 23.085 -8,324 7,507 -817 274,778  325,001 49,777 374,778
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 long Nokia 1,850.85 5.265   9/16/13 4.720 -8,736 9,745 1,009 275,786  316,265 59,521 375,786
    OBX 25 short Frontline 1,007.84 8.829 5.997 4/15/13 7.413 -7,471 6,044 -1,427 274,359  308,794 65,565 374,359
  Buy ATX long Wienerberger 841.79 13.065   8/11/14 11.525 10,998        319,792 54,567  
    OMXH 25 short YIT 1,105.33 9.950   10/28/13 10.035 10,998        330,790 43,569  
    OBX 25 long REC Silicon 3,103.36 3.544   12/16/13 2.538 10,998        341,788 32,571  
10/28/13 Sell ISEQ 20 short C&C Group 1,381.79 4.008 4.401 10/14/13 4.200 -5,804 6,082 278 274,637  335,985 38,653 374,637
      Flutter 101.89 56.500 57.424 10/14/13 56.960 -5,804 5,851 47 274,685  330,181 44,504 374,685
    OMXH 25 YIT 1,105.33 10.035 9.865 10/21/13 9.950 -10,998 10,904 -94 274,591  319,183 55,408 374,591
  Buy ISEQ 20 long Bank of Ireland 699.80 7.680   11/25/13 8.040 5,374        324,557 50,034  
      Smurfit Kappa 312.29 17.210   11/25/13 17.550 5,375        329,932 44,659  
    OMXH 25 Nokia 2,167.14 4.960   11/11/13 5.770 10,749        340,681 33,910  
    CAC Next 20 short STMicroelectronics 1,921.87 5.593   11/11/13 5.653 10,749        351,430 23,161  
11/04/13 Sell SSE 50 short China Northern Rare 3,308.84 2.137 2.623 5/13/13 2.368 -7,835 8,680 845 275,436  343,595 31,841 375,436
    Nikkei (FRA) Nikon 417.70 13.433 12.727 9/30/13 13.080 -5,464 5,316 -147 275,289  338,131 37,157 375,289
    Nikkei (TYO) long Tokyo Electric Power 2,973.49 3.961   10/14/13 3.904 -11,607 11,779 172 275,460  326,524 48,936 375,460
  Buy SSE 50 Shanghai Oriental 2,412.51 4.398   12/23/13 4.388 10,609        337,133 38,327  
    Nikkei (FRA) Softbank Group 185.80 28.550   12/16/13 30.884 5,305        342,438 33,022  
      Tokyo Electric Power 1,338.17 3.964   12/16/13 3.730 5,305        347,742 27,718  
    Nikkei (TYO) short Nikon 789.57 13.437   11/18/13 13.220 10,609        358,351 17,109  
11/11/13 Sell OMXH 25 long Nokia 2,167.14 5.770   10/28/13 4.960 -10,749 12,504 1,755 277,216  347,602 29,613 377,216
    CAC Next 20 short STMicroelectronics 1,921.87 5.653 5.533 10/28/13 5.593 -10,749 10,634 -115 277,100  336,853 40,247 377,100
  Buy OMXH 25 Outokumpu 2,980.86 3.500   12/02/13 3.690 10,433        347,286 29,814  
11/18/13 Sell HSI-Prop short Hang Lung 1,652.71 2.531 2.606 6/10/13 2.568 -4,244 4,307 63 277,163  343,042 34,121 377,163
      Sino Land 3,944.34 1.043 1.110 6/10/13 1.076 -4,245 4,380 135 277,299  338,797 38,501 377,299
    Topix (FRA) Inpex 1,027.79 8.519 7.387 6/03/13 7.953 -8,174 7,592 -582 276,717  330,623 46,093 376,717
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Nikon 789.57 13.220 13.657 11/04/13 13.437 -10,609 10,783 174 276,891  320,014 56,876 376,891
  Buy HSI-Prop long CK Hutchison 457.48 11.852   2/10/14 10.645 5,422        325,436 51,454  
      China Ov Land & Inv 2,336.36 2.321   2/10/14 1.876 5,422        330,858 46,032  
    Topix (FRA) Softbank Group 378.58 28.644   11/25/13 31.950 10,844        341,702 35,188  
    Nikkei (TYO) Minebea Mitsumi 2,159.60 5.021   3/03/14 6.187 10,844        352,546 24,344  
11/25/13 Sell ISEQ 20 long Bank of Ireland 699.80 8.040   10/28/13 7.680 -5,374 5,626 252 277,143  347,172 29,971 377,143
      Smurfit Kappa 312.29 17.550   10/28/13 17.210 -5,375 5,481 106 277,249  341,797 35,451 377,249
    Topix (FRA) Softbank Group 378.58 31.950   11/18/13 28.644 -10,844 12,095 1,251 278,500  330,953 47,547 378,500
    GCX SunPower 1,132.00 21.795   2/11/13 7.063 -7,995 24,672 16,677 295,177  322,958 72,218 395,177
  Buy ISEQ 20 short Flutter 104.19 56.070   12/02/13 56.450 5,842        328,800 66,376  
      Ryanair 1,001.71 5.832   12/02/13 6.109 5,842        334,642 60,534  
    Topix (FRA) Komatsu 746.92 15.643   6/09/14 16.815 11,684        346,326 48,850  
    GCX Aurubis 275.73 42.375   1/06/14 43.845 11,684        358,010 37,166  
12/02/13 Sell ISEQ 20 short Flutter 104.19 56.450 55.690 11/25/13 56.070 -5,842 5,802 -40 295,137  352,169 42,969 395,137
      Ryanair 1,001.71 6.109 5.555 11/25/13 5.832 -5,842 5,565 -277 294,860  346,327 48,533 394,860
    OMXH 25 Outokumpu 2,980.86 3.690 3.310 11/11/13 3.500 -10,433 9,867 -566 294,293  335,894 58,400 394,293
    FT 30 long ITV 53.27 228.772   10/14/13 217.888 -11,607 12,187 580 294,873  324,287 70,587 394,873
  Buy ISEQ 20 Bank of Ireland 697.60 8.340   4/14/14 8.250 5,818        330,105 64,769  
      Smurfit Kappa 337.47 17.240   4/14/14 17.010 5,818        335,923 58,951  
    OMXH 25 Nokia 1,969.20 5.909   12/09/13 5.850 11,636        347,559 47,315  
12/09/13 Sell   long Nokia 1,969.20 5.850   12/02/13 5.909 -11,636 11,520 -116 294,757  335,923 58,834 394,757
    PSI 20 Teixeira Duarte 13,703.03 0.920   9/23/13 0.660 -9,044 12,607 3,563 298,320  326,879 71,441 398,320
  Buy OMXH 25 short Metso 1,753.62 6.697   5/12/14 8.620 11,744        338,623 59,697  
    CAC Next 20 STMicroelectronics 2,154.86 5.450   1/13/14 5.763 11,744        350,367 47,953  
12/16/13 Sell OBX 25 long REC Silicon 3,103.36 2.538   10/21/13 3.544 -10,998 7,875 -3,123 295,197  339,369 55,828 395,197
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 185.80 30.884   11/04/13 28.550 -5,305 5,738 434 295,631  334,064 61,567 395,631
      Tokyo Electric Power 1,338.17 3.730   11/04/13 3.964 -5,305 4,991 -313 295,317  328,760 66,558 395,317
    DJ Global Titans Bank of America 888.58 11.075   10/29/12 7.204 -6,401 9,841 3,440 298,757  322,359 76,399 398,757
  Buy IBEX 35 short Acciona 298.74 39.760   1/20/14 48.255 11,878        334,236 64,521  
    OBX 25 TGS-NOPEC 699.85 16.972   12/23/13 17.469 11,878        346,114 52,643  
    Nikkei (FRA) Nitto Denko 204.93 28.981   12/30/13 30.258 5,939        352,054 46,704  
      Pacific Metals 238.90 24.860   12/30/13 26.180 5,939        357,993 40,765  
    CAC Mid 60 Adocia 2,080.21 5.710   12/23/13 5.660 11,878        369,871 28,887  
    DJ Global Titans IBM 91.91 129.242   12/23/13 133.044 11,879        381,749 17,008  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,412.51 4.388   11/04/13 4.398 -10,609 10,586 -23 298,735  371,140 27,594 398,735
    HSI Galaxy Entertainment 1,632.41 6.370   9/16/13 5.352 -8,736 10,399 1,663 300,397  362,404 37,993 400,397
    OBX 25 short TGS-NOPEC 699.85 17.469 16.475 12/16/13 16.972 -11,878 11,530 -348 300,049  350,526 49,523 400,049
    CAC Mid 60 Adocia 2,080.21 5.660 5.760 12/16/13 5.710 -11,878 11,983 105 300,154  338,648 61,506 400,154
    DJ Global Titans IBM 91.91 133.044 125.440 12/16/13 129.242 -11,879 11,529 -349 299,805  326,770 73,035 399,805
  Buy SSE 50 Poly Developments 18,448.57 0.641   6/02/14 0.591 11,820        338,590 61,215  
    PSI 20 long Impresa 10,844.04 1.090   5/12/14 1.759 11,820        350,410 49,395  
    OBX 25 DNO International 4,066.89 2.906   2/17/14 2.830 11,820        362,230 37,575  
    FT 30 Int Cons Airlines 25.07 471.516   1/27/14 485.635 11,821        374,050 25,754  
    DJ Global Titans Alphabet A 578.96 20.416   10/27/14 21.652 11,820        385,871 13,934  
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 12/02/13 697.6 8.340 7.800 5,818 5,441 -377 -377 5,818 5,441 -69
    Smurfit Kappa   337.47 17.240 17.300 5,818 5,838 20 -356 11,636 11,280 6
  AEX short KPN 10/15/12 1656.09 3.626 2.309 5.694 6,005 9,430 3,425 3,069 17,641 20,710 46
  IBEX 35 Acciona 12/16/13 298.74 39.760 39.370 40.154 11,878 11,996 118 3,186 29,519 32,705 67
  Topix (TYO) long Subaru 6/11/12 727.08 6.048 20.239 4,397 14,715 10,318 13,505 33,916 47,420 120
  SSE 50 short Poly Developments 12/23/13 18448.57 0.641   11,820 11,820     45,736 59,240  
  HSI-Fin long AIA 10/14/13 3165 3.667 3.597 11,607 11,385 -222 13,282 57,343 70,625 -10
  ÖkoDAX (deprecated) short SolarWorld 4/29/13 71.99 106.050 57.750 194.746 7,635 14,020 6,385 19,667 64,977 84,645 154
  BSE Sensex 30 long Hindustan Unilever 1/30/12 701.35 6.061 6.676 4,251 4,682 431 20,099 69,228 89,327 5
  OMXH 25 short Metso 12/09/13 1753.62 6.697 7.170 6.224 11,744 10,915 -829 19,269 80,972 100,242 -85
  PSI 20 long Impresa 12/23/13 10844.04 1.090   11,820 11,820     92,792 112,062  
  GEX Manz 9/23/13 168.83 53.570 61.950 9,044 10,459 1,415 20,684 101,837 122,521 79
  Topix (FRA) short Komatsu 11/25/13 746.92 15.643 14.511 16.863 11,684 12,596 911 21,595 113,521 135,116 166
  TecDAX SMA Solar 5/21/12 219.23 26.315 22.990 30.121 5,769 6,603 834 22,430 119,290 141,720 9
  HSI-Prop long CK Hutchison 11/18/13 457.48 11.852 11.337 5,422 5,187 -236 22,194 124,712 146,906 -37
    China Ov Land & Inv   2336.36 2.321 2.058 5,422 4,807 -615 21,579 130,134 151,713 -72
  Nordic 30 Pandora 7/29/13 289.84 28.719 40.746 8,324 11,810 3,486 25,065 138,458 163,523 138
  FT 30 Int Cons Airlines 12/23/13 25.07 471.516   11,821 11,821     150,279 175,344  
  Nikkei (FRA) short Nitto Denko 12/16/13 204.93 28.981 30.245 27.717 5,939 5,680 -259 24,806 156,218 181,024 -90
    Pacific Metals   238.9 24.860 25.520 24.200 5,939 5,781 -158 24,649 162,157 186,805 -75
  Nikkei (TYO) long Minebea Mitsumi 11/18/13 2159.6 5.021 5.240 10,844 11,317 473 25,122 173,001 198,122 56
  Athex LC Aegean Airlines 9/30/13 2601.67 4.200 5.950 10,927 15,480 4,553 29,675 183,928 213,602 354
  OBX 25 DNO International 12/23/13 4066.89 2.906   11,820 11,820     195,748 225,422  
  OMXS 30 Nokia 7/08/13 1220.02 3.186 5.735 3,887 6,997 3,110 32,785 199,634 232,419 259
    Kinnevik   177.73 21.868 33.742 3,887 5,997 2,110 34,895 203,521 238,416 157
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 3678.94 2.159 4.209 7,941 15,484 7,543 42,438 211,462 253,899 303
  TSX 60 Bausch Health 9/30/13 142.13 76.879 82.313 10,927 11,699 772 43,210 222,389 265,599 35
  Indices Merval 8/12/13 16.94 501.316 606.557 8,492 10,275 1,783 44,993 230,881 275,874 69
  BEL 20 KBC 7/15/13 242.36 31.350 40.805 7,598 9,890 2,292 47,284 238,479 285,763 82
  MIB Azimut 11/05/12 747.53 9.304 18.782 6,955 14,040 7,085 54,369 245,434 299,803 86
  CAC Next 20 short STMicroelectronics 12/09/13 2154.86 5.450 5.752 5.148 11,744 11,093 -651 53,719 257,178 310,896 -77
  ATX long Wienerberger 10/21/13 841.79 13.065 11.710 10,998 9,857 -1,141 52,578 268,176 320,754 -47
  ASX 50 James Hardie Ind 1/30/12 737.6 5.763 8.189 4,251 6,040 1,789 54,367 272,427 326,794 20
  DJ Global Titans Alphabet A 12/23/13 578.96 20.416   11,820 11,820     284,247 338,614  
  S&P 100 Gilead Sciences 9/17/12 272.68 25.063 54.749 6,834 14,929 8,095 62,462 291,081 353,543 85
  HDAX Dürr 1/23/12 510.58 9.125 31.630 4,659 16,150 11,491 73,952 295,740 369,693 91
  DJTA Avis Budget 9/24/12 508.65 12.419 28.138 6,317 14,312 7,995 81,948 302,057 384,005 93
  SP Global 100 Apple 4/30/12 335.81 15.738 14.865 5,285 4,992 -293 81,654 307,342 388,996 -3
  Nasdaq 100 Regeneron 10/10/11 40.02 49.346 202.972 1,975 8,123 6,148 87,802 309,317 397,119 90
  Kospi 50 Amorepacific Group 7/23/12 181.27 26.166 30.562 4,743 5,540 797 88,599 314,060 402,659 12
  DAX Continental 7/16/12 78.8 59.533 133.958 4,691 10,556 5,865 94,464 318,751 413,215 76
  MDAX Dürr 7/01/13 330.91 23.998 31.630 7,941 10,467 2,526 96,990 326,692 423,682 78
  FTSE Ashtead 7/30/12 13.82 333.248 913.054 4,605 12,618 8,013 105,002 331,298 436,300 105
  Europe 50 Roche 12/19/11 20.29 129.719 199.657 2,632 4,051 1,419 106,422 333,930 440,351 24
  BSE Sensex 50 Eicher Motors 10/24/11 841.47 2.335 5.863 1,965 4,934 2,969 109,390 335,895 445,285 53
  QIX Freenet 1/23/12 443.08 10.515 21.620 4,659 9,579 4,920 114,311 340,554 454,864 46
  DJIA Visa 12/19/11 139.28 18.897 39.795 2,632 5,543 2,911 117,221 343,186 460,407 45
  Euro 50 ASML 1/09/12 56.19 32.400 67.640 1,821 3,801 1,980 119,202 345,006 464,208 46
    Anheuser-Busch InBev   38.33 47.495 75.930 1,820 2,910 1,090 120,292 346,827 467,118 27
  HSI-C&I Galaxy Entertainment 9/30/13 2111.86 5.174 6.370 10,927 13,453 2,526 122,817 357,754 480,571 147
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
  MerVal Telecom Argentina 8/12/13 2014.52 4.215 3.423 8,492 6,896 -1,596 121,221 366,246 487,467 -44
  GCX short Aurubis 11/25/13 275.73 42.375 43.130 41.620 11,684 11,476 -208 121,013 377,930 498,943 -21
  BAX long Morphosys 7/01/13 179.88 44.145 54.740 7,941 9,847 1,906 122,919 385,871 508,789 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 204.93 30.258 27.704 12/16/13 28.981 -5,939 5,677 -262 299,543  379,931 19,612 399,543
      Pacific Metals 238.90 26.180 23.540 12/16/13 24.860 -5,939 5,624 -315 299,228  373,992 25,235 399,228
  Buy   long Minebea Mitsumi 1,006.16 5.273   2/10/14 6.030 5,305        379,298 19,930  
      Softbank Group 167.76 31.625   2/10/14 27.751 5,305        384,603 14,624  
1/06/14 Sell HSI-Fin long AIA 3,165.00 3.604   10/14/13 3.667 -11,607 11,408 -199 299,029  372,996 26,032 399,029
    GCX short Aurubis 275.73 43.845 40.905 11/25/13 42.375 -11,684 11,279 -405 298,623  361,312 37,311 398,623
  Buy HSI-Fin ICBC 23,226.77 0.469   6/02/14 0.478 10,898        372,210 26,413  
    GCX long Vestas Wind Systems 2,184.27 4.989   2/03/14 4.789 10,898        383,108 15,515  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,154.86 5.763 5.137 12/09/13 5.450 -11,744 11,070 -674 297,949  371,364 26,585 397,949
1/20/14 Sell IBEX 35 short Acciona 298.74 48.255 31.265 12/16/13 39.760 -11,878 9,340 -2,538 295,411  359,486 35,925 395,411
  Buy NZX 50 Chorus 11,510.46 0.937   6/02/14 1.063 10,783        370,269 25,142  
1/27/14 Sell Athex LC long Aegean Airlines 2,601.67 7.210   9/30/13 4.200 -10,927 18,758 7,831 303,242  359,342 43,900 403,242
    FT 30 Int Cons Airlines 25.07 485.635   12/23/13 471.516 -11,821 12,175 354 303,596  347,521 56,075 403,596
  Buy IBEX 35 short Repsol 655.69 17.525   2/17/14 17.625 11,491        359,012 44,584  
    Athex LC Eurobank Ergasias 234.51 49.000   5/09/16 0.875 11,491        370,503 33,093  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,111.86 7.265   9/30/13 5.174 -10,927 15,342 4,415 308,011  359,576 48,434 408,011
    GCX Vestas Wind Systems 2,184.27 4.789   1/06/14 4.989 -10,898 10,461 -437 307,574  348,678 58,895 407,574
  Buy FT 30 Int Cons Airlines 23.34 499.638   2/10/14 509.014 11,662        360,340 47,234  
    GCX short Aurubis 287.22 40.600   3/03/14 38.880 11,661        372,001 35,573  
2/10/14 Sell HSI-Prop long CK Hutchison 457.48 10.645   11/18/13 11.852 -5,422 4,870 -552 307,022  366,579 40,443 407,022
      China Ov Land & Inv 2,336.36 1.876   11/18/13 2.321 -5,422 4,383 -1,039 305,983  361,157 44,826 405,983
    MerVal Telecom Argentina 2,014.52 2.998   8/12/13 4.215 -8,492 6,040 -2,452 303,531  352,665 50,866 403,531
    FT 30 Int Cons Airlines 23.34 509.014   2/03/14 499.638 -11,662 11,880 219 303,750  341,004 62,746 403,750
    Nikkei (FRA) Minebea Mitsumi 1,006.16 6.030   12/30/13 5.273 -5,305 6,067 762 304,511  335,698 68,813 404,511
      Softbank Group 167.76 27.751   12/30/13 31.625 -5,305 4,655 -650 303,861  330,393 73,469 403,861
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 1,690.71 3.529   7/28/14 3.549 5,967        336,359 67,502  
      The Wharf 3,224.61 1.850   7/28/14 2.205 5,967        342,326 61,536  
    Nikkei (FRA) Hitachi Zosen 1,399.60 4.263   6/30/14 3.700 5,966        348,292 55,569  
      Nitto Denko 190.64 31.297   6/30/14 33.890 5,966        354,259 49,603  
2/17/14 Sell IBEX 35 short Repsol 655.69 17.625 17.425 1/27/14 17.525 -11,491 11,425 -66 303,796  342,768 61,028 403,796
    OBX 25 long DNO International 4,066.89 2.830   12/23/13 2.906 -11,820 11,510 -310 303,486  330,948 72,538 403,486
  Buy   short Petroleum Geo-Srvcs 1,564.76 7.605   6/02/14 7.980 11,900        342,848 60,638  
2/24/14 Buy MerVal long Edenor 36,893.48 0.315   12/15/14 0.569 11,603        354,451 49,035  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,159.60 6.187   11/18/13 5.021 -10,844 13,360 2,516 306,002  343,607 62,396 406,002
    GCX short Aurubis 287.22 38.880 42.396 2/03/14 40.600 -11,661 12,177 516 306,518  331,945 74,573 406,518
  Buy Nikkei (TYO) Hitachi Zosen 3,063.58 3.926   3/31/14 3.419 12,027        343,972 62,546  
    GCX long Vestas Wind Systems 2,403.67 5.004   4/14/14 5.847 12,027        355,999 50,519  
3/10/14 Buy IBEX 35 short Inditex 544.83 20.970   6/09/14 21.750 11,425        367,425 39,094  
3/31/14 Sell Nikkei (TYO) short Hitachi Zosen 3,063.58 3.419 4.508 3/03/14 3.926 -12,027 13,812 1,785 308,303  355,398 52,906 408,303
  Buy SDAX Koenig & Bauer 937.40 12.300   5/05/14 11.730 11,530        366,928 41,376  
    Nikkei (TYO) long Minebea Mitsumi 1,789.51 6.443   4/07/14 6.630 11,530        378,458 29,846  
4/07/14 Sell   long Minebea Mitsumi 1,789.51 6.630   3/31/14 6.443 -11,530 11,864 334 308,637  366,928 41,709 408,637
  Buy   short Hitachi Zosen 3,260.83 3.453   7/28/14 3.842 11,258        378,186 30,451  
4/14/14 Sell ISEQ 20 long Bank of Ireland 697.60 8.250   12/02/13 8.340 -5,818 5,755 -63 308,574  372,368 36,206 408,574
      Smurfit Kappa 337.47 17.010   12/02/13 17.240 -5,818 5,740 -78 308,496  366,550 41,947 408,496
    BAX Morphosys 179.88 58.270   7/01/13 44.145 -7,941 10,482 2,541 311,037  358,609 52,428 411,037
    GEX Manz 168.83 65.730   9/23/13 53.570 -9,044 11,097 2,053 313,090  349,565 63,526 413,090
    GCX Vestas Wind Systems 2,403.67 5.847   3/03/14 5.004 -12,027 14,053 2,026 315,117  337,538 77,579 415,117
  Buy ISEQ 20 short C&C Group 1,374.67 4.480   1/19/15 3.322 6,159        343,696 71,420  
      Flutter 114.92 53.590   1/19/15 66.350 6,159        349,855 65,262  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 3,845.46 3.203   4/21/14 3.210 12,317        362,172 52,945  
    GEX 4SC 429.74 28.662   1/26/15 18.284 12,317        374,489 40,628  
    GCX EJR 239.23 51.487   4/28/14 51.524 12,317        386,806 28,311  
4/21/14 Sell BAX short Adva 3,845.46 3.210 3.196 4/14/14 3.203 -12,317 12,290 -27 315,090  374,489 40,601 415,090
  Buy   long Sixt 393.78 28.930   5/05/14 28.890 11,392        385,881 29,209  
4/28/14 Sell Nordic 30 long Pandora 289.84 46.257   7/29/13 28.719 -8,324 13,407 5,083 320,173  377,557 42,616 420,173
    GCX short EJR 239.23 51.524 51.450 4/14/14 51.487 -12,317 12,308 -9 320,164  365,240 54,924 420,164
  Buy Germany SolarWorld 384.74 30.870   6/09/14 16.900 11,877        377,117 43,047  
    Nordic 30 Carlsberg A 160.91 73.812   5/05/14 74.896 11,877        388,994 31,170  
    GCX long Vestas Wind Systems 1,927.40 6.162   5/19/14 7.076 11,877        400,871 19,293  
5/05/14 Sell SDAX short Koenig & Bauer 937.40 11.730 12.898 3/31/14 12.300 -11,530 12,090 560 320,724  389,341 31,383 420,724
    Nordic 30 Carlsberg A 160.91 74.896 72.728 4/28/14 73.812 -11,877 11,703 -174 320,550  377,464 43,086 420,550
    BAX long Sixt 393.78 28.890   4/21/14 28.930 -11,392 11,376 -16 320,534  366,072 54,462 420,534
  Buy Nordic 30 Pandora 243.67 48.729   9/15/14 59.766 11,874        377,946 42,588  
    BAX short Adva 3,710.63 3.200   6/09/14 3.196 11,874        389,820 30,714  
5/12/14 Sell OMXH 25 short Metso 1,753.62 8.620 4.774 12/09/13 6.697 -11,744 8,372 -3,372 317,162  378,076 39,086 417,162
    PSI 20 long Impresa 10,844.04 1.759   12/23/13 1.090 -11,820 19,075 7,255 324,416  366,256 58,161 424,416
  Buy OMXH 25 Outokumpu 1,805.99 6.680   5/19/14 6.250 12,064        378,320 46,097  
5/19/14 Sell   long Outokumpu 1,805.99 6.250   5/12/14 6.680 -12,064 11,287 -777 323,640  366,256 57,384 423,640
    GCX Vestas Wind Systems 1,927.40 7.076   4/28/14 6.162 -11,877 13,639 1,762 325,402  354,379 71,023 425,402
  Buy HSI Citic Pacific 9,580.05 1.295   11/10/14 1.393 12,410        366,789 58,613  
    SDAX short WCM 7,645.86 1.623   5/26/14 1.623 12,410        379,199 46,203  
    OMXH 25 YIT 1,677.03 7.400   1/26/15 5.508 12,410        391,609 33,793  
    GCX Energy Recovery 3,681.95 3.371   3/02/15 3.076 12,410        404,019 21,383  
5/26/14 Sell SDAX short WCM 7,645.86 1.623 1.623 5/19/14 1.623 -12,410 12,410 0 325,402  391,609 33,793  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-C&I long Tencent 1,128.75 10.170   10/06/14 12.196 11,479        403,088 22,314  
6/02/14 Sell SSE 50 short Poly Developments 18,448.57 0.591 0.695 12/23/13 0.641 -11,820 12,816 996 326,398  391,268 35,130 426,398
    HSI-Fin ICBC 23,226.77 0.478 0.460 1/06/14 0.469 -10,898 10,694 -204 326,194  380,370 45,824 426,194
    OBX 25 Petroleum Geo-Srvcs 1,564.76 7.980 7.230 2/17/14 7.605 -11,900 11,314 -586 325,607  368,470 57,138 425,607
    NZX 50 Chorus 11,510.46 1.063 0.811 1/20/14 0.937 -10,783 9,330 -1,453 324,155  357,687 66,468 424,155
  Buy SSE 50 long Sinolink Secs 10,665.22 1.150   6/23/14 1.117 12,265        369,952 54,203  
    HSI-Fin HK Exchgs & Clrg 896.21 13.685   9/29/14 17.213 12,265        382,217 41,938  
    OBX 25 Grieg Seafood 3,635.80 3.373   6/30/14 3.430 12,265        394,482 29,673  
    FT 30 National Grid 11.12 1,103.450   6/09/14 1,037.210 12,270        406,752 17,403  
    NZX 50 Tourism 17,614.53 0.696   7/21/14 0.758 12,265        419,017 5,138  
6/09/14 Sell Germany short SolarWorld 384.74 16.900 56.388 4/28/14 30.870 -11,877 21,695 9,818 333,973  407,140 26,832 433,973
    IBEX 35 Inditex 544.83 21.750 20.190 3/10/14 20.970 -11,425 11,000 -425 333,548  395,715 37,832 433,548
    FT 30 long National Grid 11.12 1,037.210   6/02/14 1,103.450 -12,270 11,534 -737 332,811  383,445 49,366 432,811
    Topix (FRA) short Komatsu 746.92 16.815 14.471 11/25/13 15.643 -11,684 10,809 -875 331,936  371,761 60,175 431,936
    BAX Adva 3,710.63 3.196 3.204 5/05/14 3.200 -11,874 11,889 15 331,950  359,887 72,064 431,950
  Buy SDAX WCM 7,878.20 1.599   12/29/14 1.381 12,600        372,487 59,464  
    FT 30 Tesco 27.36 460.539   11/17/14 306.530 12,600        385,087 46,863  
    Topix (FRA) long Fujitsu 251.85 50.030   9/15/14 48.100 12,600        397,687 34,263  
    BAX Cancom 638.30 19.740   6/16/14 18.403 12,600        410,287 21,663  
6/16/14 Sell   long Cancom 638.30 18.403   6/09/14 19.740 -12,600 11,746 -854 331,097  397,687 33,410 431,097
  Buy IBEX 35 short ArcelorMittal 354.13 32.790   3/02/15 28.860 11,612        409,299 21,798  
    BAX Adva 3,702.81 3.136   6/23/14 3.096 11,612        420,911 10,186  
6/23/14 Sell SSE 50 long Sinolink Secs 10,665.22 1.117   6/02/14 1.150 -12,265 11,913 -352 330,745  408,646 22,099 430,745
    BAX short Adva 3,702.81 3.096 3.177 6/16/14 3.136 -11,612 11,762 150 330,895  397,034 33,861 430,895
  Buy SSE 50 Kangmei Pharma 13,477.96 0.862   7/07/14 0.868 11,618        408,652 22,243  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Arkema 164.43 70.655   1/26/15 62.720 11,618        420,270 10,625  
    CAC Mid 60 CGG 33.84 343.360   1/19/15 153.600 11,619        431,889 -994  
    BAX long Wacker Neuson 701.15 16.570   7/14/14 17.170 11,618        443,507 -12,612  
6/30/14 Sell OBX 25 long Grieg Seafood 3,635.80 3.430   6/02/14 3.373 -12,265 12,470 205 331,100  431,242 -142 431,100
    Nikkei (FRA) short Hitachi Zosen 1,399.60 3.700 4.912 2/10/14 4.263 -5,966 6,874 908 332,008  425,276 6,732 432,008
      Nitto Denko 190.64 33.890 28.704 2/10/14 31.297 -5,966 5,472 -494 331,514  419,309 12,205 431,514
  Buy OBX 25 Norwegian 4.62 2,398.530   7/07/14 2,546.850 11,081        430,390 1,123  
    Nikkei (FRA) long Fujitsu 100.85 54.990   8/17/15 44.550 5,546        435,936 -4,422  
      Minebea Mitsumi 674.37 8.224   8/17/15 12.573 5,546        441,482 -9,968  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,477.96 0.868 0.856 6/23/14 0.862 -11,618 11,532 -86 331,427  429,864 1,563 431,427
    OBX 25 Norwegian 4.62 2,546.850 2,250.210 6/30/14 2,398.530 -11,081 10,396 -685 330,742  418,783 11,959 430,742
  Buy SSE 50 long AECC Aviation Power 3,718.87 2.976   8/03/15 7.097 11,067        429,850 892  
    OBX 25 SalMar 821.01 13.480   7/28/14 14.639 11,067        440,917 -10,175  
7/14/14 Sell BAX long Wacker Neuson 701.15 17.170   6/23/14 16.570 -11,618 12,039 421 331,163  429,299 1,864 431,163
7/21/14 Sell NZX 50 long Tourism 17,614.53 0.758   6/02/14 0.696 -12,265 13,350 1,085 332,248  417,034 15,214 432,248
  Buy France short CGG 41.85 267.296   12/29/14 160.352 11,186        428,220 4,028  
    NZX 50 a2 Milk 28,550.28 0.392   7/28/14 0.401 11,186        439,406 -7,158  
7/28/14 Sell MDAX long Dürr 330.91 30.355   7/01/13 23.998 -7,941 10,045 2,104 334,352  431,465 2,887 434,352
    HSI-Prop short New World Dev 1,690.71 3.549 3.509 2/10/14 3.529 -5,967 5,933 -33 334,318  425,499 8,820 434,318
      The Wharf 3,224.61 2.205 1.496 2/10/14 1.850 -5,967 4,824 -1,142 333,176  419,532 13,644 433,176
    OBX 25 long SalMar 821.01 14.639   7/07/14 13.480 -11,067 12,019 952 334,128  408,465 25,663 434,128
    NZX 50 short a2 Milk 28,550.28 0.401 0.383 7/21/14 0.392 -11,186 10,932 -254 333,874  397,279 36,595 433,874
    Nikkei (TYO) Hitachi Zosen 3,260.83 3.842 3.063 4/07/14 3.453 -11,258 9,988 -1,270 332,603  386,021 46,582 432,603
  Buy Germany SolarWorld 798.60 15.000   1/12/15 12.350 11,979        398,000 34,603  
    MDAX Südzucker 862.73 13.885   2/02/15 11.245 11,979        409,979 22,624  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Prop long CK Hutchison 436.24 13.730   8/24/15 10.950 5,990        415,969 16,635  
      Sino Land 4,783.95 1.252   8/24/15 1.200 5,990        421,958 10,645  
    OBX 25 short Petroleum Geo-Srvcs 1,856.35 6.453   8/11/14 6.127 11,979        433,937 -1,334  
    NZX 50 long Tourism 16,098.64 0.744   2/22/16 1.542 11,979        445,916 -13,313  
    BAX Nemetschek 1,885.21 6.354   8/04/14 6.125 11,979        457,895 -25,292  
    Nikkei (TYO) Minebea Mitsumi 1,310.91 9.138   10/20/14 9.651 11,979        469,874 -37,271  
8/04/14 Sell HDAX long Dürr 510.58 28.230   1/23/12 9.125 -4,659 14,414 9,755 342,358  465,215 -22,857 442,358
    MIB Azimut 747.53 18.460   11/05/12 9.304 -6,955 13,799 6,844 349,202  458,260 -9,058 449,202
    BAX Nemetschek 1,885.21 6.125   7/28/14 6.354 -11,979 11,547 -432 348,770  446,281 2,489 448,770
    Indices Merval 16.94 750.468   8/12/13 501.316 -8,492 12,713 4,221 352,991  437,789 15,202 452,991
  Buy HDAX short Südzucker 898.92 13.020   1/12/15 11.160 11,704        449,493 3,498  
    Indices PSI 20 2.00 5,854.360   8/18/14 5,654.350 11,709        461,201 -8,211  
8/11/14 Sell ATX long Wienerberger 841.79 11.525   10/21/13 13.065 -10,998 9,702 -1,296 351,695  450,203 1,491 451,695
    DAX Continental 78.80 133.083   7/16/12 59.533 -4,691 10,487 5,796 357,490  445,512 11,978 457,490
    OBX 25 short Petroleum Geo-Srvcs 1,856.35 6.127 6.796 7/28/14 6.453 -11,979 12,616 637 358,127  433,533 24,594 458,127
  Buy ATX Raiffeisen Bank Int 638.18 18.910   2/16/15 13.795 12,068        445,601 12,526  
    DAX Adidas 210.06 57.450   8/18/14 60.070 12,068        457,669 458  
    OBX 25 long SalMar 916.14 13.173   8/18/14 12.880 12,068        469,737 -11,610  
8/18/14 Sell DAX short Adidas 210.06 60.070 54.830 8/11/14 57.450 -12,068 11,518 -550 357,577  457,669 -92 457,577
    OBX 25 long SalMar 916.14 12.880   8/11/14 13.173 -12,068 11,800 -268 357,309  445,601 11,708 457,309
    Indices short PSI 20 2.00 5,654.350 6,061.440 8/04/14 5,854.360 -11,709 12,123 414 357,723  433,893 23,830 457,723
  Buy DAX long Vonovia 527.29 22.830   10/06/14 22.420 12,038        445,931 11,792  
    OBX 25 short Petroleum Geo-Srvcs 1,973.54 6.100   2/16/15 5.700 12,038        457,969 -246  
    Indices long Merval 15.35 784.124   10/06/14 1,022.100 12,036        470,005 -12,282  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,678.94 6.373   7/01/13 2.159 -7,941 23,445 15,504 373,227  462,064 11,163 473,227
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Demant 1,029.44 11.763   9/08/14 11.966 12,109        474,173 -946  
9/08/14 Sell   short Demant 1,029.44 11.966 11.559 9/01/14 11.763 -12,109 11,899 -210 373,017  462,064 10,954 473,017
  Buy   long Pandora 210.59 57.454   9/29/14 61.631 12,099        474,163 -1,146  
9/15/14 Sell Nordic 30 long Pandora 243.67 59.766   5/05/14 48.729 -11,874 14,563 2,689 375,707  462,289 13,417 475,707
    Topix (FRA) Fujitsu 251.85 48.100   6/09/14 50.030 -12,600 12,114 -486 375,221  449,689 25,531 475,221
  Buy Nordic 30 short Volvo 1,423.92 8.791   11/10/14 9.334 12,518        462,207 13,013  
    Topix (FRA) Aeon 1,594.45 7.851   1/05/15 8.291 12,518        474,725 495  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 896.21 17.213   6/02/14 13.685 -12,265 15,426 3,161 378,382  462,460 15,921 478,382
    TSX 60 Bausch Health 142.13 102.197   9/30/13 76.879 -10,927 14,525 3,598 381,980  451,533 30,447 481,980
    OMXC 20 Pandora 210.59 61.631   9/08/14 57.454 -12,099 12,979 880 382,860  439,434 43,425 482,860
  Buy HSI-Fin short ICBC 26,419.68 0.498   11/03/14 0.526 13,157        452,591 30,268  
10/06/14 Sell DAX long Vonovia 527.29 22.420   8/18/14 22.830 -12,038 11,822 -216 382,643  440,553 42,090 482,643
    HSI-C&I Tencent 1,128.75 12.196   5/26/14 10.170 -11,479 13,766 2,287 384,931  429,074 55,857 484,931
    Indices Merval 15.35 1,022.100   8/18/14 784.124 -12,036 15,689 3,653 388,584  417,038 71,546 488,584
  Buy DAX short Deutsche Lufthansa 1,159.19 12.080   11/17/14 13.145 14,003        431,041 57,543  
    HSI-C&I Galaxy Entertainment 2,842.44 4.926   4/13/15 4.822 14,003        445,044 43,540  
    PSI 20 Pharol 8,590.80 1.630   2/23/15 0.697 14,003        459,047 29,537  
    Indices PSI 20 2.53 5,537.710   2/23/15 5,494.440 14,010        473,057 15,527  
10/13/14 Sell S&P 100 long Gilead Sciences 272.68 79.611   9/17/12 25.063 -6,834 21,708 14,874 403,458  466,223 37,235 503,458
    BEL 20 KBC 242.36 40.740   7/15/13 31.350 -7,598 9,874 2,276 405,734  458,625 47,109 505,734
    OMXS 30 Nokia 1,220.02 6.407   7/08/13 3.186 -3,887 7,816 3,930 409,663  454,739 54,925 509,663
      Kinnevik 177.73 22.475   7/08/13 21.868 -3,887 3,995 108 409,771  450,852 58,919 509,771
  Buy S&P 100 short General Motors 608.10 23.379   10/27/14 23.689 14,217        465,069 44,702  
    BEL 20 Galapagos 1,279.08 11.115   11/17/14 12.800 14,217        479,286 30,485  
    OMXS 30 MTG 307.39 23.125   11/03/14 24.302 7,108        486,394 23,377  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/20/14 Sell Kospi 50 long Amorepacific Group 181.27 87.497   7/23/12 26.166 -4,743 15,861 11,118 420,889  481,651 39,237 520,889
    Europe 50 Roche 20.29 222.572   12/19/11 129.719 -2,632 4,516 1,884 422,773  479,019 43,753 522,773
    Nikkei (TYO) Minebea Mitsumi 1,310.91 9.651   7/28/14 9.138 -11,979 12,651 672 423,445  467,040 56,405 523,445
    SP Global 100 Apple 335.81 19.487   4/30/12 15.738 -5,285 6,544 1,259 424,704  461,755 62,949 524,704
  Buy Kospi 50 short Hyundai Heavy 175.78 83.577   12/08/14 94.176 14,691        476,447 48,257  
    Europe 50 Deutsche Bank 681.87 21.545   11/10/14 21.563 14,691        491,138 33,566  
    Nikkei (TYO) Toyo Seikan 1,789.08 8.212   10/27/14 8.725 14,691        505,829 18,875  
    SP Global 100 Deutsche Bank 681.87 21.545   11/03/14 22.134 14,691        520,520 4,184  
10/27/14 Sell S&P 100 short General Motors 608.10 23.689 23.070 10/13/14 23.379 -14,217 14,029 -188 424,516  506,303 18,213 524,516
    Nikkei (TYO) Toyo Seikan 1,789.08 8.725 7.698 10/20/14 8.212 -14,691 13,772 -919 423,597  491,611 31,985 523,597
    DJ Global Titans long Alphabet A 578.96 21.652   12/23/13 20.416 -11,820 12,536 716 424,313  479,791 44,521 524,313
  Buy S&P 100 Gilead Sciences 160.37 88.668   6/08/15 100.700 14,220        494,011 30,302  
    Nikkei (TYO) Minebea Mitsumi 1,357.21 10.477   8/24/15 10.589 14,220        508,231 16,082  
    DJ Global Titans short Samsung Electronics 867.78 16.387   11/10/14 18.745 14,220        522,451 1,862  
11/03/14 Sell HSI-Fin short ICBC 26,419.68 0.526 0.470 9/29/14 0.498 -13,157 12,428 -729 423,583  509,294 14,289 523,583
    OMXS 30 MTG 307.39 24.302 21.949 10/13/14 23.125 -7,108 6,747 -362 423,222  502,186 21,036 523,222
    SP Global 100 Deutsche Bank 681.87 22.134 20.956 10/20/14 21.545 -14,691 14,289 -402 422,820  487,495 35,325 522,820
  Buy HSI-Fin long HK Exchgs & Clrg 789.69 17.669   11/24/14 17.528 13,953        501,448 21,373  
    OMXC 20 Pandora 209.26 66.679   11/17/14 66.322 13,953        515,401 7,419  
    OMXS 30 Boliden 531.87 13.117   6/08/15 18.209 6,977        522,377 443  
      Electrolux 310.68 22.455   6/08/15 27.196 6,976        529,354 -6,534  
    SP Global 100 Apple 637.20 21.898   8/24/15 22.212 13,953        543,307 -20,487  
11/10/14 Sell HSI long Citic Pacific 9,580.05 1.393   5/19/14 1.295 -12,410 13,345 935 423,755  530,897 -7,142 523,755
    Europe 50 short Deutsche Bank 681.87 21.563 21.527 10/20/14 21.545 -14,691 14,679 -12 423,743  516,206 7,537 523,743
    Nordic 30 Volvo 1,423.92 9.334 8.249 9/15/14 8.791 -12,518 11,745 -772 422,970  503,688 19,282 522,970
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 Samsung Electronics 867.78 18.745 14.028 10/27/14 16.387 -14,220 12,174 -2,046 420,924  489,468 31,456 520,924
  Buy HSI Kunlun Energy 13,330.44 1.036   1/12/15 0.825 13,809        503,277 17,647  
    Europe 50 long Novartis 223.03 61.916   8/24/15 69.088 13,809        517,086 3,838  
    Nordic 30 Pandora 202.61 68.154   6/01/15 91.032 13,809        530,895 -9,971  
    DJ Global Titans Apple 630.57 21.899   12/15/14 21.746 13,809        544,704 -23,780  
11/17/14 Sell DAX short Deutsche Lufthansa 1,159.19 13.145 11.015 10/06/14 12.080 -14,003 12,768 -1,235 419,690  530,701 -11,011 519,690
    BEL 20 Galapagos 1,279.08 12.800 9.430 10/13/14 11.115 -14,217 12,062 -2,155 417,534  516,484 1,050 517,534
    OMXC 20 long Pandora 209.26 66.322   11/03/14 66.679 -13,953 13,879 -75 417,460  502,531 14,929 517,460
    FT 30 short Tesco 27.36 306.530 691.926 6/09/14 460.539 -12,600 18,931 6,331 423,790  489,930 33,860 523,790
  Buy DAX long Merck (EMD) 181.83 76.670   7/06/15 90.640 13,941        503,871 19,919  
    BEL 20 Proximus 457.08 30.500   11/24/14 30.740 13,941        517,812 5,978  
    OMXC 20 short FLSmidth 420.15 33.181   11/24/14 35.297 13,941        531,753 -7,963  
    FT 30 long Man Group 82.23 169.534   12/15/14 177.040 13,941        545,694 -21,904  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 789.69 17.528   11/03/14 17.669 -13,953 13,842 -111 423,679  531,741 -8,062 523,679
    BEL 20 Proximus 457.08 30.740   11/17/14 30.500 -13,941 14,051 110 423,789  517,800 5,989 523,789
    OMXC 20 short FLSmidth 420.15 35.297 31.065 11/17/14 33.181 -13,941 13,052 -889 422,900  503,859 19,041 522,900
  Buy HSI-Fin HSBC 1,695.26 7.992   1/26/15 8.332 13,548        517,407 5,493  
    BEL 20 Galapagos 1,050.23 12.900   12/01/14 13.020 13,548        530,955 -8,055  
    OMXC 20 long Pandora 201.59 67.207   8/17/15 107.440 13,548        544,503 -21,604  
12/01/14 Sell BEL 20 short Galapagos 1,050.23 13.020 12.780 11/24/14 12.900 -13,548 13,422 -126 422,774  530,955 -8,182 522,774
  Buy   long Proximus 406.96 31.610   12/15/14 29.550 12,864        543,819 -21,046  
12/08/14 Sell Kospi 50 short Hyundai Heavy 175.78 94.176 72.978 10/20/14 83.577 -14,691 12,828 -1,863 420,910  529,128 -8,218 520,910
  Buy   long Amorepacific Group 154.55 82.934   7/06/15 157.893 12,817        541,945 -21,035  
12/15/14 Sell BEL 20 long Proximus 406.96 29.550   12/01/14 31.610 -12,864 12,026 -838 420,072  529,081 -9,009 520,072
    MerVal Edenor 36,893.48 0.569   2/24/14 0.315 -11,603 20,978 9,375 429,447  517,478 11,968 529,447
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 82.23 177.040   11/17/14 169.534 -13,941 14,558 617 430,064  503,538 26,526 530,064
    DJ Global Titans Apple 630.57 21.746   11/10/14 21.899 -13,809 13,712 -97 429,967  489,729 40,239 529,967
  Buy BEL 20 short Umicore 914.66 15.585   1/19/15 16.578 14,255        503,984 25,984  
    FT 30 Tesco 54.31 262.480   12/22/14 292.250 14,255        518,239 11,728  
12/22/14 Sell TecDAX short SMA Solar 219.23 14.800 46.789 5/21/12 26.315 -5,769 10,258 4,489 434,456  512,470 21,986 534,456
    FT 30 Tesco 54.31 292.250 232.709 12/15/14 262.480 -14,255 12,638 -1,617 432,839  498,215 34,624 532,839
  Buy   long Man Group 70.70 200.637   1/05/15 211.401 14,185        512,400 20,439  
12/29/14 Sell France short CGG 41.85 160.352 445.565 7/21/14 267.296 -11,186 18,647 7,461 440,300  501,213 39,086 540,300
    SDAX WCM 7,878.20 1.381 1.852 6/09/14 1.599 -12,600 14,587 1,987 442,287  488,613 53,674 542,287
  Buy France long Adocia 312.35 47.700   6/08/15 66.230 14,899        503,512 38,774  
    SDAX Patrizia Immobilien 1,211.30 12.300   1/19/15 14.055 14,899        518,411 23,875  
1/05/15 Sell FT 30 long Man Group 70.70 211.401   12/22/14 200.637 -14,185 14,946 761 443,048  504,226 38,822 543,048
    Topix (FRA) short Aeon 1,594.45 8.291 7.411 9/15/14 7.851 -12,518 11,816 -702 442,346  491,708 50,638 542,346
  Buy FT 30 Tesco 50.42 294.006   1/19/15 365.061 14,824        506,532 35,814  
    Topix (FRA) long Oriental Land 1,546.47 9.586   2/02/15 10.843 14,824        521,356 20,990  
1/12/15 Sell Germany short SolarWorld 798.60 12.350 18.219 7/28/14 15.000 -11,979 14,549 2,570 444,917  509,377 35,540 544,917
    HSI Kunlun Energy 13,330.44 0.825 1.300 11/10/14 1.036 -13,809 17,335 3,526 448,443  495,568 52,874 548,443
    HDAX Südzucker 898.92 11.160 15.190 8/04/14 13.020 -11,704 13,655 1,951 450,393  483,864 66,529 550,393
  Buy Germany long Ströer Media 626.57 24.615   6/15/15 40.315 15,423        499,287 51,106  
    HSI China Life Ins HK 4,653.75 3.314   7/13/15 3.728 15,423        514,710 35,683  
    HDAX Ströer Media 626.57 24.615   8/24/15 47.670 15,423        530,133 20,260  
1/19/15 Sell SDAX long Patrizia Immobilien 1,211.30 14.055   12/29/14 12.300 -14,899 17,025 2,126 452,519  515,234 37,285 552,519
    ISEQ 20 short C&C Group 1,374.67 3.322 6.042 4/14/14 4.480 -6,159 8,305 2,147 454,666  509,076 45,590 554,666
      Flutter 114.92 66.350 40.830 4/14/14 53.590 -6,159 4,692 -1,466 453,200  502,917 50,282 553,200
    BEL 20 Umicore 914.66 16.578 14.593 12/15/14 15.585 -14,255 13,347 -908 452,292  488,662 63,630 552,292
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Tesco 50.42 365.061 222.950 1/05/15 294.006 -14,824 11,241 -3,583 448,709  473,838 74,871 548,709
    CAC Mid 60 CGG 33.84 153.600 767.553 6/23/14 343.360 -11,619 25,974 14,355 463,064  462,219 100,845 563,064
  Buy SDAX SGL Carbon 1,177.93 14.090   1/26/15 15.480 16,597        478,816 84,248  
    ISEQ 20 long Glanbia 599.17 13.850   6/08/15 17.420 8,299        487,115 75,949  
      Ryanair 852.88 9.730   6/08/15 11.660 8,299        495,413 67,651  
    BEL 20 bpost 726.03 22.860   9/28/15 21.000 16,597        512,010 51,054  
    FT 30 Man Group 79.09 209.841   6/08/15 231.072 16,596        528,606 34,457  
    CAC Mid 60 Adocia 262.61 63.200   6/08/15 66.230 16,597        545,203 17,860  
1/26/15 Sell SDAX short SGL Carbon 1,177.93 15.480 12.700 1/19/15 14.090 -16,597 14,960 -1,637 461,426  528,606 32,820 561,426
    HSI-Fin HSBC 1,695.26 8.332 7.651 11/24/14 7.992 -13,548 12,971 -577 460,849  515,058 45,791 560,849
    OMXH 25 YIT 1,677.03 5.508 9.942 5/19/14 7.400 -12,410 16,673 4,263 465,112  502,648 62,464 565,112
    CAC Next 20 Arkema 164.43 62.720 79.594 6/23/14 70.655 -11,618 13,088 1,470 466,582  491,031 75,551 566,582
    GEX 4SC 429.74 18.284 44.930 4/14/14 28.662 -12,317 19,308 6,991 473,573  478,713 94,860 573,573
  Buy SDAX long Patrizia Immobilien 1,117.73 14.950   6/29/15 22.015 16,710        495,424 78,149  
    HSI-Fin China Life Ins HK 4,473.06 3.736   8/03/15 3.251 16,710        512,134 61,439  
    OMXH 25 Neste Oil 2,068.07 8.080   5/11/15 7.640 16,710        528,844 44,729  
    GEX Ströer Media 624.67 26.750   6/01/15 38.770 16,710        545,553 28,020  
2/02/15 Sell MDAX short Südzucker 862.73 11.245 17.145 7/28/14 13.885 -11,979 14,791 2,812 476,385  533,574 42,811 576,385
    AEX KPN 1,656.09 2.756 4.771 10/15/12 3.626 -6,005 7,901 1,896 478,281  527,569 50,711 578,281
    Topix (FRA) long Oriental Land 1,546.47 10.843   1/05/15 9.586 -14,824 16,769 1,945 480,225  512,745 67,480 580,225
  Buy MDAX Ströer Media 627.84 25.790   11/16/15 61.450 16,192        528,937 51,288  
    Topix (FRA) short Orix 1,626.03 9.958   2/09/15 10.802 16,192        545,129 35,096  
2/09/15 Sell   short Orix 1,626.03 10.802 9.114 2/02/15 9.958 -16,192 14,820 -1,372 478,853  528,937 49,916 578,853
  Buy MerVal long Aluar 16,768.72 0.937   2/16/15 0.944 15,719        544,656 34,197  
    Topix (FRA) Sony 694.70 22.627   5/18/15 28.471 15,719        560,375 18,478  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/16/15 Sell ATX short Raiffeisen Bank Int 638.18 13.795 25.922 8/11/14 18.910 -12,068 16,543 4,475 483,328  548,307 35,020 583,328
    OBX 25 Petroleum Geo-Srvcs 1,973.54 5.700 6.528 8/18/14 6.100 -12,038 12,883 845 484,173  536,269 47,904 584,173
    MerVal long Aluar 16,768.72 0.944   2/09/15 0.937 -15,719 15,831 112 484,285  520,550 63,735 584,285
  Buy ATX Zumtobel 767.95 21.095   9/07/15 23.775 16,200        536,750 47,535  
    OBX 25 Frontline 1,301.37 12.448   2/23/15 11.234 16,200        552,950 31,335  
2/23/15 Sell PSI 20 short Pharol 8,590.80 0.697 3.812 10/06/14 1.630 -14,003 32,747 18,744 503,030  538,947 64,082 603,030
    OBX 25 long Frontline 1,301.37 11.234   2/16/15 12.448 -16,200 14,620 -1,580 501,449  522,747 78,702 601,449
    Indices short PSI 20 2.53 5,494.440 5,581.320 10/06/14 5,537.710 -14,010 14,121 110 501,560  508,737 92,823 601,560
  Buy PSI 20 long Altri 5,740.41 3.024   5/25/15 4.081 17,359        526,096 75,464  
    MerVal Comercial del Plata 70,194.10 0.247   3/02/15 0.261 17,359        543,455 58,105  
    Indices SSE 50 ew 51.60 336.435   7/27/15 382.611 17,360        560,815 40,745  
3/02/15 Sell IBEX 35 short ArcelorMittal 354.13 28.860 37.255 6/16/14 32.790 -11,612 13,193 1,581 503,141  549,203 53,938 603,141
    MerVal long Comercial del Plata 70,194.10 0.261   2/23/15 0.247 -17,359 18,328 969 504,110  531,844 72,265 604,110
    GCX short Energy Recovery 3,681.95 3.076 3.693 5/19/14 3.371 -12,410 13,599 1,189 505,298  519,434 85,864 605,298
  Buy IBEX 35 long Intl. Cons. Airlines 2,187.22 7.900   3/09/15 7.660 17,279        536,713 68,585  
    DJ Global Titans Apple 598.80 28.856   3/30/15 29.169 17,279        553,992 51,306  
    GCX Shimano 124.17 139.151   6/01/15 129.753 17,278        571,270 34,028  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,187.22 7.660   3/02/15 7.900 -17,279 16,754 -525 504,773  553,991 50,782 604,773
  Buy   short Endesa 929.02 17.640   3/23/15 18.130 16,388        570,379 34,394  
    MerVal long Comercial del Plata 59,034.58 0.278   6/29/15 0.285 16,388        586,767 18,006  
3/23/15 Sell IBEX 35 short Endesa 929.02 18.130 17.150 3/09/15 17.640 -16,388 15,933 -455 504,318  570,379 33,939 604,318
  Buy   long Intl. Cons. Airlines 1,969.88 8.100   5/11/15 7.890 15,956        586,335 17,983  
    TSX 60 Bausch Health 85.89 185.781   5/11/15 200.704 15,957        602,292 2,026  
3/30/15 Sell DJ Global Titans long Apple 598.80 29.169   3/02/15 28.856 -17,279 17,466 187 504,505  585,013 19,492 604,505
  Buy   short ConocoPhilips 263.99 59.090   4/27/15 61.591 15,599        600,612 3,893  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,842.44 4.822 5.033 10/06/14 4.926 -14,003 14,305 302 504,808  586,609 18,198 604,808
    ÖkoDAX (deprecated) SolarWorld 71.99 14.550 772.962 4/29/13 106.050 -7,635 55,646 48,011 552,819  578,975 73,844 652,819
  Buy HSI-C&I long Tencent 872.72 20.815   7/06/15 17.093 18,166        597,141 55,678  
    OBX 25 Frontline 1,327.41 13.685   5/18/15 12.057 18,166        615,307 37,512  
4/27/15 Sell DJ Global Titans short ConocoPhilips 263.99 61.591 56.589 3/30/15 59.090 -15,599 14,939 -660 552,158  599,708 52,451 652,158
  Buy   long Mitsubishi UFJ 2,714.80 6.489   6/08/15 6.373 17,615        617,323 34,836  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,969.88 7.890   3/23/15 8.100 -15,956 15,542 -414 551,745  601,367 50,378 651,745
    OMXH 25 Neste Oil 2,068.07 7.640   1/26/15 8.080 -16,710 15,800 -910 550,835  584,657 66,178 650,835
    TSX 60 Bausch Health 85.89 200.704   3/23/15 185.781 -15,957 17,238 1,282 552,116  568,700 83,417 652,116
  Buy IBEX 35 short Obrascón Huarte Lain 960.71 19.140   4/25/16 5.840 18,388        587,088 65,029  
    OMXH 25 Outokumpu 3,512.51 5.235   1/04/16 2.584 18,388        605,476 46,641  
    TSX 60 Cenovus Energy 1,185.86 15.506   3/21/16 12.064 18,388        623,864 28,253  
5/18/15 Sell OBX 25 long Frontline 1,327.41 12.057   4/13/15 13.685 -18,166 16,004 -2,162 549,955  605,698 44,257 649,955
    Topix (FRA) Sony 694.70 28.471   2/09/15 22.627 -15,719 19,779 4,060 554,015  589,979 64,036 654,015
  Buy OBX 25 short REC Silicon 8,481.46 2.117   6/01/15 1.852 17,951        607,930 46,085  
    Topix (FRA) Toshiba 599.77 29.930   5/25/15 30.510 17,951        625,881 28,134  
5/25/15 Sell PSI 20 long Altri 5,740.41 4.081   2/23/15 3.024 -17,359 23,427 6,068 560,082  608,522 51,560 660,082
    Topix (FRA) short Toshiba 599.77 30.510 29.350 5/18/15 29.930 -17,951 17,603 -348 559,734  590,571 69,164 659,734
  Buy PSI 20 Pharol 35,729.41 0.510   11/23/15 0.369 18,222        608,793 50,942  
    Topix (FRA) long Sony 639.37 28.500   6/01/15 28.394 18,222        627,015 32,719  
6/01/15 Sell OBX 25 short REC Silicon 8,481.46 1.852 2.418 5/18/15 2.117 -17,951 20,511 2,560 562,294  609,064 53,230 662,294
    Nordic 30 long Pandora 202.61 91.032   11/10/14 68.154 -13,809 18,444 4,635 566,929  595,255 71,674 666,929
    Topix (FRA) Sony 639.37 28.394   5/25/15 28.500 -18,222 18,154 -68 566,862  577,033 89,829 666,862
    GEX Ströer Media 624.67 38.770   1/26/15 26.750 -16,710 24,218 7,509 574,370  560,323 114,047 674,370
    GCX Shimano 124.17 129.753   3/02/15 139.151 -17,278 16,111 -1,167 573,203  543,045 130,158 673,203
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy TecDAX short Aixtron 2,910.72 6.900   4/25/16 4.108 20,084        563,129 110,074  
    OBX 25 long Frontline 1,609.85 12.476   6/08/15 12.298 20,084        583,213 89,990  
    Nordic 30 short Fortum 1,159.58 17.320   11/30/15 13.820 20,084        603,297 69,906  
    Topix (FRA) Toshiba 615.88 32.610   11/16/15 22.410 20,084        623,381 49,823  
    GCX REC Silicon 10,842.15 1.852   10/05/20 0.464 20,084        643,465 29,739  
6/08/15 Sell S&P 100 long Gilead Sciences 160.37 100.700   10/27/14 88.668 -14,220 16,149 1,930 575,133  629,245 45,888 675,133
    France Adocia 312.35 66.230   12/29/14 47.700 -14,899 20,687 5,788 580,921  614,346 66,575 680,921
    ISEQ 20 Glanbia 599.17 17.420   1/19/15 13.850 -8,299 10,438 2,139 583,060  606,047 77,012 683,060
      Ryanair 852.88 11.660   1/19/15 9.730 -8,299 9,945 1,646 584,706  597,749 86,957 684,706
    OBX 25 Frontline 1,609.85 12.298   6/01/15 12.476 -20,084 19,798 -286 584,420  577,665 106,755 684,420
    OMXS 30 Boliden 531.87 18.209   11/03/14 13.117 -6,977 9,685 2,708 587,128  570,688 116,440 687,128
      Electrolux 310.68 27.196   11/03/14 22.455 -6,976 8,449 1,473 588,601  563,712 124,889 688,601
    FT 30 Man Group 79.09 231.072   1/19/15 209.841 -16,596 18,275 1,679 590,280  547,115 143,164 690,280
    CAC Mid 60 Adocia 262.61 66.230   1/19/15 63.200 -16,597 17,393 796 591,075  530,519 160,557 691,075
    DJ Global Titans Mitsubishi UFJ 2,714.80 6.373   4/27/15 6.489 -17,615 17,301 -314 590,762  512,904 177,858 690,762
  Buy S&P 100 short Norfolk Southern 269.26 80.648   6/15/15 80.979 21,715        534,619 156,143  
    France Solocal 31.00 700.450   11/23/15 390.360 21,714        556,333 134,429  
    ISEQ 20 FBD 1,170.75 9.274   8/10/15 7.120 10,858        567,190 123,571  
    OBX 25 DNO International 17,044.74 1.274   12/21/15 0.607 21,715        588,905 101,856  
    OMXS 30 SSAB 2,120.61 5.120   10/26/15 3.388 10,858        599,763 90,999  
      Telia Company 2,064.67 5.259   10/26/15 4.765 10,857        610,620 80,141  
    FT 30 Tate & Lyle 28.81 753.704   12/28/15 807.108 21,714        632,335 58,427  
    DJ Global Titans BHP 1,141.71 19.020   7/13/15 17.787 21,715        654,050 36,712  
6/15/15 Sell S&P 100 short Norfolk Southern 269.26 80.979 80.318 6/08/15 80.648 -21,715 21,626 -89 590,673  632,334 58,338 690,673
    Germany long Ströer Media 626.57 40.315   1/12/15 24.615 -15,423 25,260 9,837 600,510  616,911 83,599 700,510
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 Starbucks 423.09 46.330   7/06/15 49.123 19,602        636,513 63,997  
6/29/15 Sell SDAX long Patrizia Immobilien 1,117.73 22.015   1/26/15 14.950 -16,710 24,607 7,897 608,407  619,803 88,604 708,407
    MerVal Comercial del Plata 59,034.58 0.285   3/09/15 0.278 -16,388 16,819 431 608,838  603,415 105,422 708,838
7/06/15 Sell S&P 100 long Starbucks 423.09 49.123   6/15/15 46.330 -19,602 20,783 1,181 610,019  583,813 126,206 710,019
    Kospi 50 Amorepacific Group 154.55 157.893   12/08/14 82.934 -12,817 24,402 11,585 621,604  570,996 150,608 721,604
    DAX Merck (EMD) 181.83 90.640   11/17/14 76.670 -13,941 16,481 2,540 624,144  557,055 167,089 724,144
    HSI-C&I Tencent 872.72 17.093   4/13/15 20.815 -18,166 14,917 -3,249 620,895  538,889 182,007 720,895
  Buy S&P 100 short Norfolk Southern 287.02 78.643   7/13/15 78.579 22,572        561,461 159,434  
    CAC 40 ArcelorMittal 894.65 25.230   3/27/17 22.800 22,572        584,033 136,862  
    DAX RWE 1,173.18 19.240   7/13/15 20.205 22,572        606,605 114,290  
    HSI-C&I Sands China 6,671.00 3.384   5/09/16 3.084 22,572        629,177 91,718  
7/13/15 Sell S&P 100 short Norfolk Southern 287.02 78.579 78.708 7/06/15 78.643 -22,572 22,591 19 620,914  606,605 114,309 720,914
    HSI long China Life Ins HK 4,653.75 3.728   1/12/15 3.314 -15,423 17,351 1,928 622,842  591,182 131,660 722,842
    DAX short RWE 1,173.18 20.205 18.275 7/06/15 19.240 -22,572 21,440 -1,132 621,710  568,610 153,100 721,710
    DJ Global Titans BHP 1,141.71 17.787 20.338 6/08/15 19.020 -21,715 23,220 1,505 623,215  546,895 176,320 723,215
  Buy S&P 100 long Amazon.com 1,086.27 20.702   7/27/15 23.987 22,488        569,383 153,832  
    HSI short China Shenhua HK 12,108.55 1.857   4/18/16 1.521 22,488        591,871 131,344  
    DAX long Fresenius 367.09 61.260   7/27/15 61.200 22,488        614,359 108,856  
    DJ Global Titans Mitsubishi UFJ 3,580.09 6.281   7/27/15 6.435 22,488        636,847 86,368  
7/20/15 Sell DJTA long Avis Budget 508.65 38.916   9/24/12 12.419 -6,317 19,794 13,477 636,692  630,530 106,162 736,692
  Buy   short Avis Budget 541.45 38.916   8/03/15 39.514 21,071        651,601 85,092  
7/27/15 Sell S&P 100 long Amazon.com 1,086.27 23.987   7/13/15 20.702 -22,488 26,057 3,569 640,261  629,113 111,148 740,261
    DAX Fresenius 367.09 61.200   7/13/15 61.260 -22,488 22,466 -22 640,239  606,625 133,614 740,239
    Indices SSE 50 ew 51.60 382.611   2/23/15 336.435 -17,360 19,743 2,383 642,622  589,265 153,357 742,622
    DJ Global Titans Mitsubishi UFJ 3,580.09 6.435   7/13/15 6.281 -22,488 23,038 550 643,172  566,777 176,395 743,172
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 ConocoPhilips 503.53 45.655   3/07/16 37.595 22,989        589,766 153,406  
    DAX RWE 1,239.30 18.550   10/19/15 12.230 22,989        612,755 130,417  
    BAX Grammer 875.44 26.260   11/09/15 23.675 22,989        635,744 107,428  
    DJ Global Titans ConocoPhilips 503.53 45.655   8/03/15 45.385 22,989        658,732 84,439  
8/03/15 Sell SSE 50 long AECC Aviation Power 3,718.87 7.097   7/07/14 2.976 -11,067 26,392 15,325 658,497  647,665 110,832 758,497
    HSI-Fin China Life Ins HK 4,473.06 3.251   1/26/15 3.736 -16,710 14,540 -2,170 656,327  630,955 125,372 756,327
    DJTA short Avis Budget 541.45 39.514 38.317 7/20/15 38.916 -21,071 20,747 -324 656,003  609,885 146,118 756,003
    DJ Global Titans ConocoPhilips 503.53 45.385 45.927 7/27/15 45.655 -22,989 23,126 137 656,140  586,896 169,244 756,140
  Buy SSE 50 China Northern Rare 11,114.63 2.081   1/04/16 1.789 23,134        610,030 146,110  
    HSI-Fin ICBC 36,990.73 0.625   1/04/16 0.538 23,134        633,164 122,976  
    DJTA long JetBlue Airways 1,074.13 21.538   8/24/15 18.277 23,134        656,298 99,842  
    SMI UBS 1,096.28 21.102   8/17/15 20.081 23,134        679,432 76,708  
    DJ Global Titans Mitsubishi UFJ 3,566.87 6.486   8/24/15 5.389 23,134        702,566 53,574  
8/10/15 Sell ISEQ 20 short FBD 1,170.75 7.120 12.080 6/08/15 9.274 -10,858 14,142 3,285 659,424  691,708 67,716 759,424
  Buy   long Kingspan 454.96 22.725   8/17/15 22.815 10,339        702,047 57,377  
      Ryanair 809.00 12.780   8/17/15 12.705 10,339        712,386 47,038  
8/17/15 Sell ASX 50 long James Hardie Ind 737.60 12.058   1/30/12 5.763 -4,251 8,894 4,643 664,068  708,135 55,932 764,068
    ISEQ 20 Kingspan 454.96 22.815   8/10/15 22.725 -10,339 10,380 41 664,108  697,796 66,312 764,108
      Ryanair 809.00 12.705   8/10/15 12.780 -10,339 10,278 -61 664,048  687,457 76,591 764,048
    OMXC 20 Pandora 201.59 107.440   11/24/14 67.207 -13,548 21,659 8,111 672,158  673,909 98,249 772,158
    SMI UBS 1,096.28 20.081   8/03/15 21.102 -23,134 22,015 -1,119 671,039  650,775 120,264 771,039
    Nikkei (FRA) Fujitsu 100.85 44.550   6/30/14 54.990 -5,546 4,493 -1,053 669,986  645,229 124,757 769,986
      Minebea Mitsumi 674.37 12.573   6/30/14 8.224 -5,546 8,479 2,933 672,919  639,683 133,236 772,919
  Buy ASX 50 short Santos 5,689.42 3.982   11/23/15 2.708 22,653        662,336 110,583  
    ISEQ 20 FBD 1,641.52 6.900   11/30/15 6.852 11,326        673,663 99,256  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 181.95 124.500   10/05/15 126.375 22,653        696,316 76,603  
    Nikkei (FRA) Sharp 882.81 12.830   11/23/15 10.210 11,326        707,642 65,277  
      IHI 375.17 30.190   11/23/15 25.250 11,326        718,968 53,951  
8/24/15 Sell DJIA long Visa 139.28 58.880   12/19/11 18.897 -2,632 8,201 5,569 678,488  716,336 62,151 778,488
    Nasdaq 100 Regeneron 40.02 434.608   10/10/11 49.346 -1,975 17,393 15,418 693,906  714,362 79,544 793,906
    Euro 50 ASML 56.19 74.790   1/09/12 32.400 -1,821 4,202 2,382 696,288  712,541 83,747 796,288
      Anheuser-Busch InBev 38.33 91.280   1/09/12 47.495 -1,820 3,499 1,678 697,966  710,721 87,246 797,966
    HDAX Ströer Media 626.57 47.670   1/12/15 24.615 -15,423 29,869 14,446 712,412  695,298 117,114 812,412
    FTSE Ashtead 13.82 1,199.890   7/30/12 333.248 -4,605 16,582 11,977 724,389  690,692 133,697 824,389
    HSI-Prop CK Hutchison 436.24 10.950   7/28/14 13.730 -5,990 4,777 -1,213 723,176  684,703 138,474 823,176
      Sino Land 4,783.95 1.200   7/28/14 1.252 -5,990 5,741 -249 722,927  678,713 144,214 822,927
    Europe 50 Novartis 223.03 69.088   11/10/14 61.916 -13,809 15,409 1,600 724,527  664,904 159,623 824,527
    DJTA JetBlue Airways 1,074.13 18.277   8/03/15 21.538 -23,134 19,632 -3,502 721,025  641,770 179,255 821,025
    Nikkei (TYO) Minebea Mitsumi 1,357.21 10.589   10/27/14 10.477 -14,220 14,372 152 721,177  627,550 193,627 821,177
    DJ Global Titans Mitsubishi UFJ 3,566.87 5.389   8/03/15 6.486 -23,134 19,223 -3,911 717,266  604,416 212,850 817,266
    SP Global 100 Apple 637.20 22.212   11/03/14 21.898 -13,953 14,153 200 717,466  590,463 227,003 817,466
  Buy USA short Keurig Dr Pepper 590.93 44.186   9/14/15 52.434 26,111        616,574 200,892  
    DJIA Chevron 420.34 62.119   5/30/16 91.551 26,111        642,685 174,781  
    Nasdaq 100 Micron Technology 2,099.36 12.438   8/31/15 14.635 26,111        668,796 148,670  
    Euro 50 E.on 1,500.63 8.700   10/26/15 8.993 13,055        681,851 135,614  
      Banco Santander 2,505.85 5.210   10/26/15 5.230 13,055        694,907 122,559  
    HDAX RWE 1,975.11 13.220   11/23/15 10.895 26,111        721,018 96,448  
    FTSE Glencore 139.34 187.390   5/09/16 167.806 26,111        747,129 70,337  
    HSI-Prop Hang Lung 6,791.96 1.922   6/06/16 1.737 13,056        760,184 57,282  
      The Wharf 7,461.99 1.750   6/06/16 1.945 13,056        773,240 44,226  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJCA Chevron 420.34 62.119   8/31/15 72.229 26,111        799,351 18,115  
    Europe 50 Rio Tinto 8.92 2,927.710   10/26/15 3,453.900 26,115        825,466 -8,000  
    DJTA Norfolk Southern 405.60 64.376   8/31/15 69.482 26,111        851,576 -34,111  
    SLI Aryzta 2,785.86 9.373   1/09/17 8.993 26,111        877,687 -60,222  
    CAC Next 20 Casino Guichard 463.95 56.280   1/30/17 49.780 26,111        903,799 -86,333  
    Nikkei (TYO) IHI 1,008.48 25.892   8/08/16 25.014 26,111        929,910 -112,444  
    DJ Global Titans ConocoPhilips 706.15 36.977   3/21/16 37.886 26,111        956,021 -138,555  
    SP Global 100 RWE 1,975.11 13.220   9/12/16 14.645 26,111        982,132 -164,666  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,099.36 14.635 10.240 8/24/15 12.438 -26,111 21,498 -4,613 712,853  956,021 -143,168 812,853
    DJCA Chevron 420.34 72.229 52.009 8/24/15 62.119 -26,111 21,862 -4,250 708,603  929,910 -121,306 808,603
    DJTA Norfolk Southern 405.60 69.482 59.269 8/24/15 64.376 -26,111 24,040 -2,071 706,532  903,799 -97,267 806,532
  Buy Nasdaq 100 long Netflix 172.86 102.576   9/07/15 88.434 17,731        921,530 -114,998  
    DJCA JetBlue Airways 890.76 19.906   3/16/20 9.506 17,731        939,261 -132,729  
    DJUA short CenterPoint Energy 533.88 16.606   12/07/15 15.137 8,865        948,127 -141,594  
      FirstEnergy 311.04 28.503   12/07/15 29.960 8,865        956,992 -150,460  
    DJTA long JetBlue Airways 890.76 19.906   1/04/16 20.201 17,731        974,723 -168,191  
9/07/15 Sell Nasdaq 100 long Netflix 172.86 88.434   8/31/15 102.576 -17,731 15,287 -2,445 704,088  956,992 -152,904 804,088
    ATX Zumtobel 767.95 23.775   2/16/15 21.095 -16,200 18,258 2,058 706,146  940,792 -134,646 806,146
  Buy Nasdaq 100 short Micron Technology 1,114.25 15.066   10/19/15 16.912 16,787        957,579 -151,433  
    ATX Vienna Insurance 616.26 27.240   3/28/16 18.660 16,787        974,366 -168,220  
9/14/15 Sell USA short Keurig Dr Pepper 590.93 52.434 35.938 8/24/15 44.186 -26,111 21,237 -4,874 701,272  948,255 -146,983 801,272
  Buy   long JetBlue Airways 703.30 23.257   9/21/15 23.986 16,357        964,612 -163,340  
9/21/15 Sell   long JetBlue Airways 703.30 23.986   9/14/15 23.257 -16,357 16,869 512 701,784  948,255 -146,471 801,784
  Buy   short Wynn Resorts 275.41 59.482   10/05/15 57.973 16,382        964,637 -162,853  
    MIB Saipem 33.83 484.286   12/26/16 244.286 16,383        981,020 -179,236  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/28/15 Sell BEL 20 long bpost 726.03 21.000   1/19/15 22.860 -16,597 15,247 -1,350 700,434  964,423 -163,990 800,434
  Buy   short Solvay 177.76 89.510   3/28/16 85.670 15,911        980,335 -179,901  
10/05/15 Sell USA short Wynn Resorts 275.41 57.973 61.030 9/21/15 59.482 -16,382 16,808 426 700,860  963,953 -163,093 800,860
    OMXC 20 GN Store Nord 181.95 126.375 122.625 8/17/15 124.500 -22,653 22,312 -341 700,519  941,300 -140,781 800,519
  Buy USA long Netflix 165.94 99.392   12/14/15 109.790 16,493        957,793 -157,274  
    OMXC 20 Genmab 193.89 85.064   11/02/15 91.174 16,493        974,286 -173,767  
10/12/15 Buy Kospi 50 long Lotte Chemical 75.16 208.474   4/02/18 330.481 15,669        989,955 -189,436  
    MerVal Pampa Energía 18,998.42 0.825   10/19/15 0.927 15,668        1,005,623 -205,104  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,114.25 16.912 13.219 9/07/15 15.066 -16,787 14,730 -2,057 698,461  988,836 -190,375 798,461
    DAX RWE 1,239.30 12.230 28.136 7/27/15 18.550 -22,989 34,869 11,880 710,341  965,847 -155,506 810,341
    MerVal long Pampa Energía 18,998.42 0.927   10/12/15 0.825 -15,668 17,602 1,934 712,275  950,179 -137,904 812,275
  Buy Nasdaq 100 Amazon.com 666.48 25.296   2/08/16 21.802 16,859        967,038 -154,763  
    DAX Fresenius 279.54 60.310   12/21/15 63.430 16,859        983,897 -171,622  
    MerVal short YPF 749.98 22.479   10/26/15 25.738 16,859        1,000,756 -188,481  
10/26/15 Sell Euro 50 short E.on 1,500.63 8.993 8.407 8/24/15 8.700 -13,055 12,616 -439 711,836  987,701 -175,865 811,836
      Banco Santander 2,505.85 5.230 5.190 8/24/15 5.210 -13,055 13,005 -50 711,786  974,645 -162,859 811,786
    OMXS 30 SSAB 2,120.61 3.388 7.737 6/08/15 5.120 -10,858 16,408 5,550 717,336  963,788 -146,451 817,336
      Telia Company 2,064.67 4.765 5.804 6/08/15 5.259 -10,857 11,983 1,125 718,461  952,930 -134,469 818,461
    Europe 50 Rio Tinto 8.92 3,453.900 2,401.510 8/24/15 2,927.710 -26,115 21,421 -4,694 713,768  926,815 -113,047 813,768
    MerVal YPF 749.98 25.738 19.221 10/19/15 22.479 -16,859 14,415 -2,444 711,324  909,956 -98,632 811,324
  Buy Euro 50 long Fresenius 138.87 64.150   1/11/16 59.420 8,909        918,864 -107,541  
      Inditex 265.06 33.610   1/11/16 29.430 8,909        927,773 -116,449  
    OMXS 30 Boliden 510.20 17.461   11/02/15 17.505 8,909        936,682 -125,358  
      Svenska Cellulosa B 1,709.33 5.212   11/02/15 5.468 8,909        945,590 -134,266  
    Europe 50 SAP 254.06 70.130   12/14/15 69.400 17,817        963,407 -152,084  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Pampa Energía 15,503.83 1.149   3/07/16 0.728 17,817        981,224 -169,901  
11/02/15 Sell OMXC 20 long Genmab 193.89 91.174   10/05/15 85.064 -16,493 17,678 1,185 712,508  964,731 -152,223 812,508
    OMXS 30 Boliden 510.20 17.505   10/26/15 17.461 -8,909 8,931 22 712,531  955,823 -143,292 812,531
      Svenska Cellulosa B 1,709.33 5.468   10/26/15 5.212 -8,909 9,346 437 712,968  946,914 -133,946 812,968
  Buy   short SSAB 2,512.95 3.378   12/14/15 2.601 8,487        955,402 -142,434  
      SKF A 528.21 16.068   12/14/15 14.663 8,487        963,889 -150,921  
11/09/15 Sell BAX short Grammer 875.44 23.675 29.127 7/27/15 26.260 -22,989 25,499 2,510 715,478  940,900 -125,422 815,478
  Buy   long Adva 1,698.77 10.155   11/16/15 10.530 17,251        958,151 -142,673  
11/16/15 Sell MDAX long Ströer Media 627.84 61.450   2/02/15 25.790 -16,192 38,581 22,389 737,867  941,959 -104,092 837,867
    BSE Sensex 30 Hindustan Unilever 701.35 11.144   1/30/12 6.061 -4,251 7,816 3,565 741,432  937,708 -96,277 841,432
    Topix (FRA) short Toshiba 615.88 22.410 47.453 6/01/15 32.610 -20,084 29,225 9,141 750,573  917,624 -67,052 850,573
    BAX long Adva 1,698.77 10.530   11/09/15 10.155 -17,251 17,888 637 751,210  900,373 -49,164 851,210
  Buy BSE Sensex 30 short Bharat Heavy 11,868.71 1.689   6/13/16 1.058 20,051        920,424 -69,215  
    SMI Holcim 396.97 50.510   1/09/17 49.995 20,051        940,475 -89,265  
    Topix (FRA) long Ono Pharmaceutical 734.42 27.302   12/14/15 30.520 20,051        960,526 -109,317  
11/23/15 Sell France short Solocal 31.00 390.360 1,256.870 6/08/15 700.450 -21,714 38,963 17,249 768,459  938,812 -70,354 868,459
    ASX 50 Santos 5,689.42 2.708 5.854 8/17/15 3.982 -22,653 33,305 10,652 779,111  916,159 -37,049 879,111
    HDAX RWE 1,975.11 10.895 16.041 8/24/15 13.220 -26,111 31,683 5,572 784,683  890,048 -5,366 884,683
    PSI 20 Pharol 35,729.41 0.369 0.705 5/25/15 0.510 -18,222 25,186 6,964 791,646  871,826 19,820 891,646
    Nikkei (FRA) Sharp 882.81 10.210 16.122 8/17/15 12.830 -11,326 14,233 2,906 794,553  860,500 34,053 894,553
      IHI 375.17 25.250 36.097 8/17/15 30.190 -11,326 13,542 2,216 796,769  849,174 47,595 896,769
  Buy France long Ubisoft 880.77 26.805   1/11/16 24.260 23,609        872,783 23,986  
    HDAX SMA Solar 494.17 47.775   1/18/16 41.200 23,609        896,392 377  
    PSI 20 Altri 4,622.87 5.107   12/07/15 5.008 23,609        920,001 -23,232  
    OMXC 20 Genmab 208.19 113.399   2/08/16 88.896 23,609        943,609 -46,840  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Yamaha 470.86 25.070   12/07/15 22.360 11,804        955,414 -58,645  
    BAX Adva 2,127.90 11.095   12/14/15 9.859 23,609        979,023 -82,254  
    GEX Hypoport 298.85 79.000   12/14/15 70.070 23,609        1,002,632 -105,863  
11/30/15 Sell ISEQ 20 short FBD 1,641.52 6.852 6.948 8/17/15 6.900 -11,326 11,406 79 796,848  991,305 -94,457 896,848
    Nordic 30 Fortum 1,159.58 13.820 21.706 6/01/15 17.320 -20,084 25,170 5,086 801,934  971,221 -69,287 901,934
  Buy Germany long SMA Solar 440.78 47.225   1/11/16 49.315 20,816        992,037 -90,103  
    ASX 50 short Origin Energy 5,434.14 3.831   1/04/16 3.253 20,816        1,012,853 -110,919  
    ISEQ 20 long Flutter 86.70 120.050   12/07/15 122.000 10,408        1,023,262 -121,327  
      Dalata Hotel 2,020.97 5.150   12/07/15 5.130 10,408        1,033,670 -131,735  
    Nordic 30 Pandora 185.53 112.200   12/14/15 108.345 20,816        1,054,486 -152,552  
12/07/15 Sell ISEQ 20 long Flutter 86.70 122.000   11/30/15 120.050 -10,408 10,577 169 802,104  1,044,078 -141,974 902,104
      Dalata Hotel 2,020.97 5.130   11/30/15 5.150 -10,408 10,368 -40 802,063  1,033,670 -131,607 902,063
    PSI 20 Altri 4,622.87 5.008   11/23/15 5.107 -23,609 23,151 -458 801,605  1,010,061 -108,455 901,605
    DJUA short CenterPoint Energy 533.88 15.137 18.217 8/31/15 16.606 -8,865 9,726 860 802,466  1,001,195 -98,730 902,466
      FirstEnergy 311.04 29.960 27.045 8/31/15 28.503 -8,865 8,412 -453 802,012  992,330 -90,318 902,012
    Nikkei (FRA) long Yamaha 470.86 22.360   11/23/15 25.070 -11,804 10,528 -1,276 800,736  980,525 -79,789 900,736
    BSE Sensex 50 Eicher Motors 841.47 22.421   10/24/11 2.335 -1,965 18,867 16,902 817,638  978,560 -60,923 917,638
  Buy ISEQ 20 short FBD 1,570.16 6.820   1/04/16 6.603 10,708        989,269 -71,631  
    PSI 20 Pharol 75,946.81 0.282   4/25/16 0.141 21,417        1,010,686 -93,048  
    DJUA long NiSource 606.54 17.655   3/16/20 18.760 10,709        1,021,394 -103,757  
      American Water 198.79 53.870   3/16/20 106.441 10,709        1,032,103 -114,466  
    Nikkei (FRA) short OKI Electric 932.80 11.480   3/07/16 12.000 10,709        1,042,812 -125,174  
      Sharp 1,127.21 9.500   3/07/16 13.180 10,709        1,053,520 -135,883  
    BSE Sensex 50 ONGC 10,387.02 2.062   12/21/15 2.125 21,417        1,074,937 -157,300  
12/14/15 Sell USA long Netflix 165.94 109.790   10/05/15 99.392 -16,493 18,219 1,725 819,363  1,058,444 -139,081 919,363
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 2,512.95 2.601 4.386 11/02/15 3.378 -8,487 11,021 2,533 821,896  1,049,957 -128,060 921,896
      SKF A 528.21 14.663 17.608 11/02/15 16.068 -8,487 9,301 813 822,709  1,041,469 -118,760 922,709
    Europe 50 long SAP 254.06 69.400   10/26/15 70.130 -17,817 17,632 -185 822,524  1,023,652 -101,128 922,524
    Nordic 30 Pandora 185.53 108.345   11/30/15 112.200 -20,816 20,101 -715 821,809  1,002,836 -81,027 921,809
    Topix (FRA) Ono Pharmaceutical 734.42 30.520   11/16/15 27.302 -20,051 22,415 2,363 824,172  982,784 -58,612 924,172
    BAX Adva 2,127.90 9.859   11/23/15 11.095 -23,609 20,979 -2,630 821,542  959,175 -37,633 921,542
    GEX Hypoport 298.85 70.070   11/23/15 79.000 -23,609 20,940 -2,669 818,873  935,566 -16,693 918,873
  Buy OMXS 30 Securitas 841.71 13.398   12/21/15 13.632 11,277        946,843 -27,970  
    Europe 50 short Rio Tinto 8.86 2,545.100   12/28/15 2,721.790 22,550        969,393 -50,520  
    Nordic 30 Møller-Mærsk B 18.39 1,226.160   4/25/16 1,254.850 22,549        991,942 -73,069  
    Topix (FRA) Toshiba 1,038.40 21.720   12/21/15 19.300 22,554        1,014,496 -95,623  
    GEX Manz 554.70 40.660   5/09/16 36.225 22,554        1,037,050 -118,177  
12/21/15 Sell DAX long Fresenius 279.54 63.430   10/19/15 60.310 -16,859 17,731 872 819,745  1,020,191 -100,446 919,745
    OBX 25 short DNO International 17,044.74 0.607 2.673 6/08/15 1.274 -21,715 45,554 23,839 843,584  998,476 -54,892 943,584
    OMXS 30 long Securitas 841.71 13.632   12/14/15 13.398 -11,277 11,474 197 843,781  987,199 -43,418 943,781
    Topix (FRA) short Toshiba 1,038.40 19.300 24.443 12/14/15 21.720 -22,554 25,382 2,828 846,609  964,645 -18,036 946,609
    BSE Sensex 50 ONGC 10,387.02 2.125 1.999 12/07/15 2.062 -21,417 20,764 -653 845,956  943,228 2,728 945,956
  Buy DAX RWE 2,081.35 11.395   12/28/15 11.660 23,717        966,945 -20,989  
    OBX 25 long Bakkafrost 902.37 26.283   12/28/15 26.311 23,717        990,662 -44,706  
    OMXS 30 short SSAB 5,463.99 2.170   12/28/15 2.409 11,859        1,002,520 -56,565  
      SKF A 812.15 14.601   12/28/15 15.095 11,858        1,014,379 -68,423  
    Topix (FRA) long Ono Pharmaceutical 741.53 31.984   1/04/16 32.298 23,717        1,038,096 -92,140  
    CAC Mid 60 Sartorius Stedim 411.93 57.575   12/28/15 57.183 23,717        1,061,813 -115,857  
    BSE Sensex 50 Bajaj Finance 2,921.50 8.118   1/04/16 8.393 23,717        1,085,530 -139,574  
12/28/15 Sell DAX short RWE 2,081.35 11.660 11.130 12/21/15 11.395 -23,717 23,165 -552 845,404  1,061,813 -116,409 945,404
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long Bakkafrost 902.37 26.311   12/21/15 26.283 -23,717 23,742 25 845,429  1,038,096 -92,667 945,429
    OMXS 30 short SSAB 5,463.99 2.409 1.932 12/21/15 2.170 -11,859 10,554 -1,305 844,124  1,026,237 -82,113 944,124
      SKF A 812.15 15.095 14.108 12/21/15 14.601 -11,858 11,458 -401 843,723  1,014,379 -70,655 943,723
    Europe 50 Rio Tinto 8.86 2,721.790 2,368.420 12/14/15 2,545.100 -22,550 20,984 -1,565 842,158  991,829 -49,671 942,158
    FT 30 Tate & Lyle 28.81 807.108 700.300 6/08/15 753.704 -21,714 20,176 -1,539 840,619  970,115 -29,496 940,619
    CAC Mid 60 long Sartorius Stedim 411.93 57.183   12/21/15 57.575 -23,717 23,556 -161 840,458  946,398 -5,940 940,458
  Buy USA Energy Recovery 3,608.92 6.473   1/11/16 5.700 23,362        969,760 -29,302  
    DAX Adidas 262.23 89.090   3/07/16 96.970 23,362        993,122 -52,664  
    OMXS 30 Securitas 841.87 13.875   1/04/16 13.705 11,681        1,004,803 -64,345  
    Europe 50 SAP 320.64 72.860   1/04/16 70.580 23,362        1,028,165 -87,707  
    FT 30 ITV 62.63 373.033   1/11/16 356.368 23,363        1,051,528 -111,070  
1/04/16 Sell SSE 50 short China Northern Rare 11,114.63 1.789 2.422 8/03/15 2.081 -23,134 26,921 3,787 844,245  1,028,394 -84,149 944,245
    ASX 50 Origin Energy 5,434.14 3.253 4.511 11/30/15 3.831 -20,816 24,511 3,695 847,940  1,007,578 -59,639 947,940
    HSI-Fin ICBC 36,990.73 0.538 0.727 8/03/15 0.625 -23,134 26,874 3,740 851,679  984,444 -32,765 951,679
    ISEQ 20 FBD 1,570.16 6.603 7.044 12/07/15 6.820 -10,708 11,060 352 852,031  973,736 -21,704 952,031
    OMXH 25 Outokumpu 3,512.51 2.584 10.606 5/11/15 5.235 -18,388 37,253 18,865 870,896  955,348 15,548 970,896
    OMXS 30 long Securitas 841.87 13.705   12/28/15 13.875 -11,681 11,538 -143 870,753  943,667 27,086 970,753
    Europe 50 SAP 320.64 70.580   12/28/15 72.860 -23,362 22,631 -731 870,022  920,305 49,717 970,022
    DJTA JetBlue Airways 890.76 20.201   8/31/15 19.906 -17,731 17,995 263 870,285  902,574 67,712 970,285
    Topix (FRA) Ono Pharmaceutical 741.53 32.298   12/21/15 31.984 -23,717 23,950 233 870,518  878,857 91,661 970,518
    BSE Sensex 50 Bajaj Finance 2,921.50 8.393   12/21/15 8.118 -23,717 24,521 804 871,322  855,140 116,182 971,322
  Buy SSE 50 Shanghai Pudong 10,810.80 2.515   1/11/16 2.391 27,187        882,327 88,995  
    HSI-Fin Hang Seng Bank 1,596.09 17.034   1/11/16 16.023 27,187        909,514 61,808  
    ISEQ 20 Flutter 110.20 123.350   1/18/16 119.900 13,593        923,107 48,215  
      Dalata Hotel 2,526.67 5.380   1/18/16 4.930 13,593        936,700 34,622  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Elisa 805.54 33.750   1/11/16 34.422 27,187        963,887 7,435  
    OMXS 30 short SSAB 5,573.62 2.439   4/04/16 3.262 13,594        977,481 -6,159  
      SKF A 934.77 14.542   4/04/16 15.448 13,594        991,074 -19,752  
    Europe 50 Rio Tinto 10.52 2,585.270   1/25/16 2,112.660 27,197        1,018,271 -46,950  
    DJTA Ryder System 517.51 52.534   2/22/16 53.012 27,187        1,045,458 -74,137  
    Topix (FRA) Toshiba 1,368.93 19.860   8/15/16 25.260 27,187        1,072,645 -101,324  
    BSE Sensex 50 Larsen & Toubro 2,342.56 11.606   3/07/16 10.779 27,187        1,099,832 -128,511  
1/11/16 Sell USA long Energy Recovery 3,608.92 5.700   12/28/15 6.473 -23,362 20,572 -2,790 868,532  1,076,470 -107,939 968,532
    Euro 50 Fresenius 138.87 59.420   10/26/15 64.150 -8,909 8,252 -657 867,875  1,067,562 -99,687 967,875
      Inditex 265.06 29.430   10/26/15 33.610 -8,909 7,801 -1,108 866,767  1,058,653 -91,886 966,767
    France Ubisoft 880.77 24.260   11/23/15 26.805 -23,609 21,367 -2,242 864,525  1,035,044 -70,519 964,525
    Germany SMA Solar 440.78 49.315   11/30/15 47.225 -20,816 21,737 921 865,447  1,014,228 -48,782 965,447
    SSE 50 Shanghai Pudong 10,810.80 2.391   1/04/16 2.515 -27,187 25,846 -1,341 864,106  987,041 -22,935 964,106
    HSI-Fin Hang Seng Bank 1,596.09 16.023   1/04/16 17.034 -27,187 25,574 -1,613 862,494  959,854 2,639 962,494
    OMXH 25 Elisa 805.54 34.422   1/04/16 33.750 -27,187 27,728 541 863,035  932,667 30,367 963,035
    FT 30 ITV 62.63 356.368   12/28/15 373.033 -23,363 22,319 -1,044 861,991  909,304 52,687 961,991
    Topix (TYO) Subaru 727.08 33.663   6/11/12 6.048 -4,397 24,476 20,079 882,070  904,907 77,162 982,070
  Buy Euro 50 short Volkswagen 113.11 117.050   1/25/16 110.750 13,240        918,147 63,923  
      Banco Santander 3,245.10 4.080   1/25/16 3.860 13,240        931,387 50,683  
    France Vallourec 100.42 263.680   4/18/16 148.800 26,479        957,866 24,204  
    SSE 50 Haitong Secs 15,059.14 1.758   6/13/16 1.997 26,480        984,346 -2,276  
    ASX 50 Origin Energy 9,672.35 2.738   2/29/16 2.906 26,480        1,010,826 -28,756  
    HSI-Fin China Life Ins HK 10,433.00 2.538   6/06/16 1.986 26,480        1,037,306 -55,236  
    OMXH 25 Outokumpu 10,694.67 2.476   4/25/16 3.996 26,480        1,063,786 -81,716  
    FT 30 Tesco 107.32 246.739   1/25/16 258.955 26,480        1,090,266 -108,196  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Toshiba 1,472.35 17.985   10/31/16 33.076 26,480        1,116,746 -134,676  
1/18/16 Sell HDAX long SMA Solar 494.17 41.200   11/23/15 47.775 -23,609 20,360 -3,249 878,821  1,093,137 -114,316 978,821
    ISEQ 20 Flutter 110.20 119.900   1/04/16 123.350 -13,593 13,213 -380 878,440  1,079,543 -101,103 978,440
      Dalata Hotel 2,526.67 4.930   1/04/16 5.380 -13,593 12,456 -1,137 877,303  1,065,950 -88,647 977,303
    QIX Freenet 443.08 28.325   1/23/12 10.515 -4,659 12,550 7,891 885,195  1,061,291 -76,096 985,195
  Buy HDAX short Aixtron 6,886.97 3.300   3/14/16 3.331 22,727        1,084,018 -98,823  
    ISEQ 20 FBD 1,764.52 6.440   5/30/16 6.529 11,364        1,095,381 -110,187  
    QIX BMW 291.00 78.100   2/08/16 69.300 22,727        1,118,109 -132,914  
1/25/16 Sell Euro 50 short Volkswagen 113.11 110.750 123.708 1/11/16 117.050 -13,240 13,993 753 885,948  1,104,869 -118,921 985,948
      Banco Santander 3,245.10 3.860 4.313 1/11/16 4.080 -13,240 13,994 754 886,702  1,091,629 -104,927 986,702
    Europe 50 Rio Tinto 10.52 2,112.660 3,163.610 1/04/16 2,585.270 -27,197 33,281 6,084 892,786  1,064,432 -71,646 992,786
    FT 30 Tesco 107.32 258.955 234.523 1/11/16 246.739 -26,480 25,169 -1,311 891,475  1,037,952 -46,477 991,475
  Buy Euro 50 long SAP 162.52 72.680   4/04/16 70.040 11,812        1,049,764 -58,289  
      Vinci 191.66 61.630   4/04/16 65.450 11,812        1,061,576 -70,101  
    Europe 50 SAP 325.04 72.680   3/28/16 70.840 23,624        1,085,200 -93,725  
    FT 30 National Grid 19.01 1,242.520   2/01/16 1,311.560 23,620        1,108,820 -117,345  
2/01/16 Sell   long National Grid 19.01 1,311.560   1/25/16 1,242.520 -23,620 24,933 1,312 892,788  1,085,200 -92,412 992,788
  Buy   short NatWest 68.19 330.109   4/18/16 299.798 22,510        1,107,710 -114,922  
2/08/16 Sell Nasdaq 100 long Amazon.com 666.48 21.802   10/19/15 25.296 -16,859 14,531 -2,329 890,459  1,090,851 -100,392 990,459
    OMXC 20 Genmab 208.19 88.896   11/23/15 113.399 -23,609 18,507 -5,101 885,358  1,067,242 -81,884 985,358
    QIX short BMW 291.00 69.300 88.018 1/18/16 78.100 -22,727 25,613 2,886 888,244  1,044,515 -56,271 988,244
  Buy Nasdaq 100 Micron Technology 2,564.50 9.085   3/21/16 10.259 23,299        1,067,814 -79,570  
    QIX long Rational 57.51 405.150   4/11/16 463.700 23,300        1,091,114 -102,871  
2/22/16 Sell DJTA short Ryder System 517.51 53.012 52.057 1/04/16 52.534 -27,187 26,940 -247 887,997  1,063,927 -75,931 987,997
    NZX 50 long Tourism 16,098.64 1.542   7/28/14 0.744 -11,979 24,819 12,840 900,837  1,051,948 -51,111 1,000,837
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OMXC 20 Vestas Wind Systems 1,965.97 12.077   2/29/16 12.460 23,743        1,075,691 -74,854  
    DJTA Delta Air Lines 536.87 44.225   3/07/16 43.943 23,743        1,099,434 -98,598  
    NZX 50 short ANZ Banking NZ 1,552.25 15.296   2/29/16 14.670 23,743        1,123,178 -122,341  
2/29/16 Sell ASX 50 short Origin Energy 9,672.35 2.906 2.569 1/11/16 2.738 -26,480 24,851 -1,629 899,208  1,096,698 -97,489 999,208
    OMXC 20 long Vestas Wind Systems 1,965.97 12.460   2/22/16 12.077 -23,743 24,496 753 899,961  1,072,954 -72,994 999,961
    NZX 50 short ANZ Banking NZ 1,552.25 14.670 15.949 2/22/16 15.296 -23,743 24,756 1,013 900,974  1,049,211 -48,238 1,000,974
  Buy   long a2 Milk 22,343.34 1.066   5/22/17 2.174 23,818        1,073,029 -72,056  
3/07/16 Sell S&P 100 short ConocoPhilips 503.53 37.595 55.443 7/27/15 45.655 -22,989 27,917 4,928 905,902  1,050,041 -44,138 1,005,902
    DAX long Adidas 262.23 96.970   12/28/15 89.090 -23,362 25,428 2,066 907,969  1,026,679 -18,710 1,007,969
    MerVal Pampa Energía 15,503.83 0.728   10/26/15 1.149 -17,817 11,287 -6,530 901,438  1,008,862 -7,423 1,001,438
    DJTA Delta Air Lines 536.87 43.943   2/22/16 44.225 -23,743 23,592 -151 901,287  985,118 16,169 1,001,287
    Nikkei (FRA) short OKI Electric 932.80 12.000 10.960 12/07/15 11.480 -10,709 10,223 -485 900,802  974,410 26,392 1,000,802
      Sharp 1,127.21 13.180 5.820 12/07/15 9.500 -10,709 6,560 -4,148 896,654  963,701 32,952 996,654
    BSE Sensex 50 Larsen & Toubro 2,342.56 10.779 12.496 1/04/16 11.606 -27,187 29,274 2,087 898,740  936,514 62,226 998,740
  Buy USA long Energy Recovery 3,408.20 7.782   10/29/18 6.189 26,524        963,038 35,702  
    S&P 100 Meta 276.25 96.013   3/28/16 101.554 26,524        989,562 9,178  
    DAX short Deutsche Bank 1,675.22 15.833   4/25/16 14.347 26,524        1,016,086 -17,346  
    MerVal YPF 1,604.14 16.535   4/11/16 14.912 26,524        1,042,610 -43,870  
    DJTA Avis Budget 1,037.59 25.563   3/14/16 24.329 26,524        1,069,134 -70,394  
    Nikkei (FRA) long Nissui 3,127.09 4.241   3/14/16 4.289 13,262        1,082,396 -83,656  
      Yamaha 508.10 26.101   3/14/16 27.038 13,262        1,095,658 -96,917  
    BSE Sensex 50 Bajaj Finance 3,091.63 8.579   12/10/18 29.076 26,524        1,122,182 -123,441  
3/14/16 Sell HDAX short Aixtron 6,886.97 3.331 3.269 1/18/16 3.300 -22,727 22,514 -214 898,527  1,099,455 -100,928 998,527
    DJTA Avis Budget 1,037.59 24.329 26.860 3/07/16 25.563 -26,524 27,869 1,345 899,872  1,072,931 -73,059 999,872
    Nikkei (FRA) long Nissui 3,127.09 4.289   3/07/16 4.241 -13,262 13,412 150 900,022  1,059,669 -59,647 1,000,022
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Yamaha 508.10 27.038   3/07/16 26.101 -13,262 13,738 476 900,498  1,046,407 -45,909 1,000,498
  Buy HDAX SMA Solar 548.60 43.500   4/11/16 45.160 23,864        1,070,271 -69,773  
    DJTA Alaska Air Group 332.04 71.870   10/29/18 53.552 23,864        1,094,135 -93,636  
    Nikkei (FRA) short Toshiba 719.23 16.590   7/18/16 25.800 11,932        1,106,067 -105,568  
      IHI 656.33 18.180   7/18/16 25.860 11,932        1,117,999 -117,500  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,564.50 10.259 7.912 2/08/16 9.085 -23,299 20,289 -3,010 897,489  1,094,700 -97,211 997,489
    TSX 60 Cenovus Energy 1,185.86 12.064 19.931 5/11/15 15.506 -18,388 23,635 5,247 902,736  1,076,312 -73,576 1,002,736
    DJ Global Titans ConocoPhilips 706.15 37.886 36.068 8/24/15 36.977 -26,111 25,469 -642 902,094  1,050,201 -48,107 1,002,094
  Buy Nasdaq 100 long NVidia 3,161.78 7.543   10/29/18 40.739 23,849        1,074,050 -71,956  
    TSX 60 Barrick Gold 1,827.72 13.049   6/27/16 19.168 23,849        1,097,899 -95,805  
    DJ Global Titans McDonald´s 216.49 110.161   3/28/16 110.022 23,849        1,121,748 -119,654  
3/28/16 Sell S&P 100 long Meta 276.25 101.554   3/07/16 96.013 -26,524 28,054 1,531 903,624  1,095,224 -91,600 1,003,624
    ATX short Vienna Insurance 616.26 18.660 39.765 9/07/15 27.240 -16,787 24,506 7,719 911,343  1,078,437 -67,094 1,011,343
    BEL 20 Solvay 177.76 85.670 93.522 9/28/15 89.510 -15,911 16,624 713 912,056  1,062,526 -50,470 1,012,056
    Europe 50 long SAP 325.04 70.840   1/25/16 72.680 -23,624 23,026 -598 911,458  1,038,902 -27,444 1,011,458
    DJ Global Titans McDonald´s 216.49 110.022   3/21/16 110.161 -23,849 23,819 -30 911,428  1,015,053 -3,625 1,011,428
  Buy S&P 100 short Devon Energy 1,091.56 23.082   4/25/16 30.124 25,195        1,040,248 -28,820  
    ATX long Flughafen Wien 1,034.81 24.348   5/16/16 25.113 25,195        1,065,443 -54,015  
    BEL 20 Bekaert 719.86 35.000   4/25/16 37.780 25,195        1,090,638 -79,210  
    DJ Global Titans short Mitsubishi UFJ 6,059.70 4.158   4/11/16 3.840 25,195        1,115,833 -104,405  
4/04/16 Sell Euro 50 long SAP 162.52 70.040   1/25/16 72.680 -11,812 11,383 -429 910,999  1,104,021 -93,022 1,010,999
      Vinci 191.66 65.450   1/25/16 61.630 -11,812 12,544 732 911,731  1,092,209 -80,478 1,011,731
    OMXS 30 short SSAB 5,573.62 3.262 1.615 1/04/16 2.439 -13,594 9,004 -4,590 907,141  1,078,616 -71,475 1,007,141
      SKF A 934.77 15.448 13.637 1/04/16 14.542 -13,594 12,747 -846 906,295  1,065,022 -58,728 1,006,295
  Buy Euro 50 Deutsche Bank 896.69 13.209   5/16/16 12.861 11,844        1,076,867 -70,572  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Unicredit 783.73 15.113   5/16/16 14.382 11,845        1,088,711 -82,417  
    OMXC 20 long Genmab 190.56 124.315   4/11/16 126.502 23,689        1,112,401 -106,106  
    OMXS 30 Securitas 817.03 14.497   4/11/16 14.803 11,844        1,124,245 -117,950  
      Fingerprint Cards 1,129.21 10.489   4/11/16 10.913 11,845        1,136,090 -129,795  
4/11/16 Sell HDAX long SMA Solar 548.60 45.160   3/14/16 43.500 -23,864 24,775 911 907,205  1,112,226 -105,020 1,007,205
    OMXC 20 Genmab 190.56 126.502   4/04/16 124.315 -23,689 24,106 417 907,622  1,088,536 -80,914 1,007,622
    OMXS 30 Securitas 817.03 14.803   4/04/16 14.497 -11,844 12,095 250 907,872  1,076,692 -68,820 1,007,872
      Fingerprint Cards 1,129.21 10.913   4/04/16 10.489 -11,845 12,323 479 908,351  1,064,847 -56,496 1,008,351
    MerVal short YPF 1,604.14 14.912 18.335 3/07/16 16.535 -26,524 29,411 2,887 911,238  1,038,323 -27,085 1,011,238
    QIX long Rational 57.51 463.700   2/08/16 405.150 -23,300 26,667 3,367 914,605  1,015,023 -418 1,014,605
    DJ Global Titans short Mitsubishi UFJ 6,059.70 3.840 4.501 3/28/16 4.158 -25,195 27,277 2,082 916,687  989,828 26,859 1,016,687
  Buy HDAX Deutsche Bank 2,087.86 12.495   7/25/16 11.745 26,088        1,015,916 771  
    OMXC 20 Nordea Bank (DK) 3,149.43 8.283   4/25/16 8.632 26,088        1,042,004 -25,317  
    OMXS 30 Nordea Bank 1,568.83 8.315   4/18/16 8.483 13,044        1,055,048 -38,361  
      S.E.B 1,539.81 8.471   4/18/16 8.777 13,044        1,068,092 -51,405  
    MerVal long Gr Fin Galicia 11,449.64 2.279   6/20/16 2.681 26,088        1,094,180 -77,493  
    QIX short Mercedes-Benz 431.21 60.500   7/04/16 54.240 26,088        1,120,268 -103,581  
    DJ Global Titans long McDonald´s 233.29 111.826   5/09/16 114.955 26,088        1,146,356 -129,669  
4/18/16 Sell France short Vallourec 100.42 148.800 467.252 1/11/16 263.680 -26,479 46,921 20,443 937,130  1,119,877 -82,747 1,037,130
    HSI China Shenhua HK 12,108.55 1.521 2.268 7/13/15 1.857 -22,488 27,465 4,977 942,107  1,097,389 -55,283 1,042,107
    OMXS 30 Nordea Bank 1,568.83 8.483 8.147 4/11/16 8.315 -13,044 12,780 -264 941,843  1,084,345 -42,502 1,041,843
      S.E.B 1,539.81 8.777 8.166 4/11/16 8.471 -13,044 12,574 -470 941,373  1,071,301 -29,928 1,041,373
    FT 30 NatWest 68.19 299.798 363.484 2/01/16 330.109 -22,510 24,786 2,276 943,649  1,048,791 -5,142 1,043,649
  Buy France long Ubisoft 958.71 27.080   6/13/16 32.460 25,962        1,074,753 -31,104  
    HSI AAC Technologies 3,936.92 6.595   11/21/16 8.782 25,962        1,100,715 -57,066  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Securitas 900.40 14.417   6/13/16 13.140 12,981        1,113,696 -70,047  
      Fingerprint Cards 1,049.40 12.370   6/13/16 9.568 12,981        1,126,677 -83,028  
    Europe 50 BAT 4.80 5,403.310   4/25/16 5,349.570 25,936        1,152,613 -108,964  
    FT 30 BAT 4.80 5,403.310   4/25/16 5,349.570 25,936        1,178,549 -134,900  
4/25/16 Sell S&P 100 short Devon Energy 1,091.56 30.124 16.039 3/28/16 23.082 -25,195 17,508 -7,687 935,962  1,153,354 -117,392 1,035,962
    DAX Deutsche Bank 1,675.22 14.347 17.473 3/07/16 15.833 -26,524 29,271 2,747 938,709  1,126,830 -88,121 1,038,709
    TecDAX Aixtron 2,910.72 4.108 11.590 6/01/15 6.900 -20,084 33,734 13,650 952,359  1,106,746 -54,387 1,052,359
    IBEX 35 Obrascón Huarte Lain 960.71 5.840 62.729 5/11/15 19.140 -18,388 60,265 41,877 994,236  1,088,358 5,878 1,094,236
    BEL 20 long Bekaert 719.86 37.780   3/28/16 35.000 -25,195 27,196 2,001 996,237  1,063,163 33,074 1,096,237
    OMXH 25 short Outokumpu 10,694.67 3.996 0.956 1/11/16 2.476 -26,480 10,224 -16,256 979,981  1,036,683 43,298 1,079,981
    PSI 20 Pharol 75,946.81 0.141 0.564 12/07/15 0.282 -21,417 42,834 21,417 1,001,398  1,015,266 86,132 1,101,398
    OMXC 20 Nordea Bank (DK) 3,149.43 8.632 7.935 4/11/16 8.283 -26,088 24,989 -1,099 1,000,299  989,178 111,122 1,100,299
    Europe 50 long BAT 4.80 5,349.570   4/18/16 5,403.310 -25,936 25,678 -258 1,000,041  963,242 136,800 1,100,041
    Nordic 30 short Møller-Mærsk B 18.39 1,254.850 1,197.470 12/14/15 1,226.160 -22,549 22,021 -528 999,514  940,693 158,821 1,099,514
    FT 30 long BAT 4.80 5,349.570   4/18/16 5,403.310 -25,936 25,678 -258 999,256  914,757 184,499 1,099,256
  Buy S&P 100 McDonald´s 283.68 113.132   5/09/16 114.955 32,093        946,850 152,406  
    Germany Verbio 3,830.63 8.378   6/27/16 5.220 32,093        978,943 120,313  
    DAX Adidas 297.57 107.850   5/09/16 114.300 32,093        1,011,036 88,220  
    TecDAX SMA Solar 686.26 46.765   5/09/16 46.500 32,093        1,043,129 56,127  
    IBEX 35 aena 265.89 120.700   5/09/16 123.100 32,093        1,075,222 24,034  
    BEL 20 short Ackermans van Haaren 290.57 110.450   8/22/16 112.650 32,093        1,107,316 -8,060  
    OMXH 25 long Outokumpu 8,031.28 3.996   5/02/16 3.550 32,093        1,139,409 -40,153  
    OMXC 20 Genmab 246.26 130.322   6/13/16 152.120 32,093        1,171,502 -72,246  
    Nordic 30 Volvo 2,985.73 10.749   5/09/16 9.844 32,093        1,203,595 -104,339  
    FT 30 short NatWest 100.57 319.111   5/16/16 270.322 32,093        1,235,688 -136,432  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/02/16 Sell OMXH 25 long Outokumpu 8,031.28 3.550   4/25/16 3.996 -32,093 28,511 -3,582 995,674  1,203,595 -107,921 1,095,674
  Buy   short Konecranes 1,235.51 19.986   5/23/16 22.476 24,693        1,228,288 -132,614  
5/09/16 Sell S&P 100 long McDonald´s 283.68 114.955   4/25/16 113.132 -32,093 32,610 517 996,191  1,196,194 -100,003 1,096,191
    DAX Adidas 297.57 114.300   4/25/16 107.850 -32,093 34,012 1,919 998,110  1,164,101 -65,991 1,098,110
    TecDAX SMA Solar 686.26 46.500   4/25/16 46.765 -32,093 31,911 -182 997,929  1,132,008 -34,080 1,097,929
    IBEX 35 aena 265.89 123.100   4/25/16 120.700 -32,093 32,731 638 998,567  1,099,915 -1,349 1,098,567
    FTSE short Glencore 139.34 167.806 209.259 8/24/15 187.390 -26,111 29,158 3,047 1,001,614  1,073,805 27,809 1,101,614
    HSI-C&I Sands China 6,671.00 3.084 3.713 7/06/15 3.384 -22,572 24,766 2,194 1,003,808  1,051,233 52,576 1,103,808
    Athex LC Eurobank Ergasias 234.51 0.875 2,744.000 1/27/14 49.000 -11,491 643,495 632,004 1,635,812  1,039,742 696,071 1,735,812
    Nordic 30 long Volvo 2,985.73 9.844   4/25/16 10.749 -32,093 29,392 -2,701 1,633,112  1,007,649 725,463 1,733,112
    GEX short Manz 554.70 36.225 45.638 12/14/15 40.660 -22,554 25,315 2,761 1,635,873  985,094 750,779 1,735,873
    DJ Global Titans long McDonald´s 233.29 114.955   4/11/16 111.826 -26,088 26,818 730 1,636,603  959,007 777,597 1,736,603
  Buy DAX short Deutsche Bank 4,807.12 13.075   5/16/16 12.861 62,854        1,021,861 714,743  
    FTSE long Fresnillo 47.78 1,315.360   10/08/18 886.711 62,848        1,084,709 651,895  
    HSI-C&I MTR 14,426.31 4.357   12/26/16 4.598 62,854        1,147,562 589,041  
    OBX 25 SalMar 2,801.55 22.435   6/27/16 25.094 62,854        1,210,416 526,187  
    Athex LC Jumbo 5,591.99 11.240   6/20/16 10.590 62,854        1,273,270 463,333  
    Nordic 30 short Ericsson 9,214.64 6.821   5/16/16 6.762 62,854        1,336,124 400,479  
    GEX long Hypoport 803.97 78.180   5/23/16 84.790 62,854        1,398,979 337,624  
    DJ Global Titans short Mitsubishi UFJ 15,630.27 4.021   7/04/16 3.981 62,854        1,461,833 274,770  
5/16/16 Sell Euro 50 short Deutsche Bank 896.69 12.861 13.567 4/04/16 13.209 -11,844 12,165 321 1,636,924  1,449,988 286,935 1,736,924
      Unicredit 783.73 14.382 15.881 4/04/16 15.113 -11,845 12,447 602 1,637,526  1,438,144 299,382 1,737,526
    ATX long Flughafen Wien 1,034.81 25.113   3/28/16 24.348 -25,195 25,987 792 1,638,317  1,412,949 325,369 1,738,317
    DAX short Deutsche Bank 4,807.12 12.861 13.293 5/09/16 13.075 -62,854 63,901 1,047 1,639,364  1,350,095 389,270 1,739,364
    Nordic 30 Ericsson 9,214.64 6.762 6.881 5/09/16 6.821 -62,854 63,403 549 1,639,914  1,287,241 452,673 1,739,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 NatWest 100.57 270.322 376.705 4/25/16 319.111 -32,093 37,885 5,792 1,645,706  1,255,148 490,558 1,745,706
  Buy Euro 50 long DHL 1,041.08 26.850   3/16/20 20.560 27,953        1,283,101 462,605  
      Vinci 426.63 65.520   3/16/20 59.040 27,953        1,311,053 434,652  
    ATX short Zumtobel 4,778.29 11.700   8/15/16 13.740 55,906        1,366,959 378,746  
    DAX long Adidas 508.70 109.900   3/05/18 174.750 55,906        1,422,866 322,840  
    PSI 20 short Pharol 423,530.30 0.132   8/15/16 0.180 55,906        1,478,772 266,934  
    Europe 50 long BAT 10.44 5,355.180   3/05/18 4,737.420 55,908        1,534,680 211,026  
    Nordic 30 Pandora 428.03 130.613   6/13/16 124.682 55,906        1,590,586 155,120  
    FT 30 Compass Group 34.33 1,628.290   5/30/16 1,692.840 55,899        1,646,485 99,221  
    CAC Mid 60 Ubisoft 1,859.20 30.070   6/27/16 30.880 55,906        1,702,391 43,315  
5/23/16 Sell OMXH 25 short Konecranes 1,235.51 22.476 17.496 5/02/16 19.986 -24,693 21,616 -3,076 1,642,629  1,677,698 64,931 1,742,629
    GEX long Hypoport 803.97 84.790   5/09/16 78.180 -62,854 68,169 5,314 1,647,944  1,614,844 133,100 1,747,944
  Buy S&P 100 Amazon.com 1,514.42 31.052   8/21/17 40.356 47,026        1,661,870 86,074  
    OMXH 25 Huhtamäki 1,297.99 36.230   6/13/16 36.730 47,026        1,708,896 39,047  
5/30/16 Sell DJIA short Chevron 420.34 91.551 32.686 8/24/15 62.119 -26,111 13,739 -12,372 1,635,572  1,682,785 52,787 1,735,572
    ISEQ 20 FBD 1,764.52 6.529 6.351 1/18/16 6.440 -11,364 11,206 -157 1,635,415  1,671,422 63,993 1,735,415
    FT 30 long Compass Group 34.33 1,692.840   5/16/16 1,628.290 -55,899 58,115 2,216 1,637,631  1,615,522 122,108 1,737,631
  Buy DJIA Chevron 507.83 91.551   12/24/18 88.457 46,493        1,662,015 75,616  
    AEX Wolters Kluwer 1,289.14 36.065   6/13/16 33.620 46,493        1,708,508 29,123  
    ISEQ 20 Flutter 197.42 117.750   6/06/16 120.700 23,246        1,731,754 5,877  
    FT 30 short Marks & Spencer 91.51 508.070   6/06/16 462.909 46,493        1,778,248 -40,617  
6/06/16 Sell HSI-Fin short China Life Ins HK 10,433.00 1.986 3.243 1/11/16 2.538 -26,480 33,838 7,358 1,644,989  1,751,768 -6,778 1,744,989
    HSI-Prop Hang Lung 6,791.96 1.737 2.127 8/24/15 1.922 -13,056 14,449 1,394 1,646,383  1,738,712 7,671 1,746,383
      The Wharf 7,461.99 1.945 1.554 8/24/15 1.750 -13,056 11,595 -1,460 1,644,923  1,725,657 19,266 1,744,923
    ISEQ 20 long Flutter 197.42 120.700   5/30/16 117.750 -23,246 23,829 582 1,645,505  1,702,410 43,095 1,745,505
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 short Marks & Spencer 91.51 462.909 557.638 5/30/16 508.070 -46,493 51,029 4,536 1,650,041  1,655,917 94,124 1,750,041
  Buy MDAX Hugo Boss 824.76 55.900   10/17/16 53.240 46,104        1,702,021 48,020  
    SDAX long Hypoport 519.07 88.820   6/27/16 81.550 46,104        1,748,125 1,916  
    HSI-Fin Bank of East Asia 13,879.64 3.322   12/19/16 3.743 46,104        1,794,229 -44,188  
    HSI-Prop Sino Land 16,639.24 1.385   12/19/16 1.418 23,052        1,817,281 -67,240  
      Link REIT 4,192.49 5.498   12/19/16 6.206 23,052        1,840,333 -90,292  
    ISEQ 20 short Bank of Ireland 2,955.38 7.800   10/03/16 5.475 23,052        1,863,385 -113,344  
      permanent tsb 11,201.17 2.058   10/03/16 2.166 23,052        1,886,437 -136,396  
    Indices long NZX 50 10.77 4,282.640   6/27/16 4,277.800 46,124        1,932,561 -182,520  
6/13/16 Sell France long Ubisoft 958.71 32.460   4/18/16 27.080 -25,962 31,120 5,158 1,655,199  1,906,599 -151,400 1,755,199
    SSE 50 short Haitong Secs 15,059.14 1.997 1.520 1/11/16 1.758 -26,480 22,894 -3,586 1,651,613  1,880,119 -128,506 1,751,613
    AEX long Wolters Kluwer 1,289.14 33.620   5/30/16 36.065 -46,493 43,341 -3,152 1,648,461  1,833,626 -85,165 1,748,461
    OMXH 25 Huhtamäki 1,297.99 36.730   5/23/16 36.230 -47,026 47,675 649 1,649,110  1,786,600 -37,489 1,749,110
    OMXC 20 Genmab 246.26 152.120   4/25/16 130.322 -32,093 37,461 5,368 1,654,478  1,754,507 -28 1,754,478
    OMXS 30 Securitas 900.40 13.140   4/18/16 14.417 -12,981 11,831 -1,150 1,653,329  1,741,526 11,803 1,753,329
      Fingerprint Cards 1,049.40 9.568   4/18/16 12.370 -12,981 10,040 -2,941 1,650,388  1,728,545 21,844 1,750,388
    Nordic 30 Pandora 428.03 124.682   5/16/16 130.613 -55,906 53,368 -2,539 1,647,850  1,672,638 75,211 1,747,850
    BSE Sensex 30 short Bharat Heavy 11,868.71 1.058 2.697 11/16/15 1.689 -20,051 32,015 11,964 1,659,813  1,652,587 107,226 1,759,813
  Buy France Vallourec 347.39 134.360   8/15/16 166.280 46,675        1,699,263 60,550  
    SSE 50 long Kweichow Moutai 1,299.29 35.924   8/01/16 41.398 46,675        1,745,938 13,875  
    OMXH 25 short Nordea Bank 5,762.35 8.100   7/18/16 7.790 46,675        1,792,613 -32,800