Share-o-matic - Portfolio

Thu, Dec 18th, 2025, 4:05UTC

Assessment - Banks - 7/01/24 - RS = mixed

		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
		SOM Banks	274.067	8/12/24	0.22	284.386	-3.63	241.022	43.364	17.99	USD	14.82
		ABN AMRO	15.290	8/12/24	0.92	15.665	-2.39	13.590	2.075	15.27	EUR	8.42
		Agricultural Bank	4.640	8/12/24	0.65	4.440	4.50	3.640	0.800	21.98	CNY	9.57
		American Express	237.050	8/12/24	-0.34	233.810	1.39	187.340	46.470	24.81	USD	24.48
		ANZ Banking AU	28.220	8/12/24	0.93	28.450	-0.81	25.920	2.530	9.76	AUD	10.02
		ANZ Banking NZ	30.050	8/12/24	0.13	30.800	-2.44	27.810	2.990	10.75	NZD	9.73
	L	Aozora Bank	2,365.000	8/09/24	3.28	2,624.000	-9.87	3,063.000	-439.000	-14.33	JPY	-4.74
	L	Axis Bank	1,164.300	8/12/24	1.89	1,261.900	-7.73	1,102.300	159.600	14.48	INR	12.99
		Banca Generali	38.080	8/12/24	0.74	37.800	0.74	33.640	4.160	12.37	EUR	8.56
		Banca Mediolanum	10.230	8/12/24	1.29	10.590	-3.40	8.534	2.056	24.09	EUR	16.83
		Banco Bilbao Viz	8.924	8/12/24	0.27	9.500	-6.06	8.226	1.274	15.49	EUR	9.25
		BBVA Banco Francés	4,025.000	8/12/24	0.75	3,972.600	1.32	1,775.250	2,197.350	123.78	ARS	169.17
		Banco Comercial	0.378	8/12/24	0.16	0.347	9.00	0.274	0.072	26.31	EUR	19.66
		Banco de Valores	341.000	8/12/24	-0.15	350.500	-2.71	225.250	125.250	55.60	ARS	88.21
	S	Banco del Bajio	52.060	8/12/24	0.64	55.850	-6.79	56.800	-0.950	-1.67	MXN	-9.77
		Banco Macro	6,680.000	8/12/24	0.91	7,224.600	-7.54	2,670.000	4,554.600	170.58	ARS	234.40
		Banco BPM	5.782	8/12/24	-0.31	6.216	-6.98	4.781	1.435	30.01	EUR	18.12
		Banco Sabadell	1.788	8/12/24	0.45	1.852	-3.43	1.113	0.739	66.35	EUR	41.15
		Banco Santander	4.089	8/12/24	-0.24	4.448	-8.06	3.780	0.668	17.67	EUR	15.44
	L	Bank of America	38.170	8/12/24	-0.29	40.010	-4.60	33.670	6.340	18.83	USD	24.08
	L	Bank of China (HK)	22.300	8/12/24		24.050	-7.28	21.200	2.850	13.44	HKD	11.95
	L	Bank of China	3.400	8/12/24	1.19	3.850	-11.69	2.980	0.870	29.19	HKD	26.24
		Bank of Ireland	9.412	8/12/24	-0.93	9.816	-4.12	8.218	1.598	19.45	EUR	9.58
	S	Bank Montreal	111.850	8/12/24	-0.10	114.830	-2.60	131.110	-16.280	-12.42	CAD	-4.72
		BNY Mellon	63.270	8/12/24	-0.80	60.110	5.26	52.050	8.060	15.49	USD	17.43
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
		Bank Nova Scotia	61.490	8/12/24	-3.42	62.580	-1.74	64.500	-1.920	-2.98	CAD	0.25
		Bankinter	7.294	8/12/24	0.19	7.694	-5.20	5.796	1.898	32.75	EUR	21.96
		BNP Paribas	59.250	8/12/24		61.670	-3.92	62.590	-0.920	-1.47	EUR	-1.82
		BPER Banca	4.765	8/12/24	-0.27	4.996	-4.62	3.026	1.970	65.10	EUR	31.96
		Cdn Imp Bk Comm	69.690	8/12/24	-0.36	65.050	7.13	63.800	1.250	1.96	CAD	10.31
		Chiba Bank	1,073.000	8/09/24	3.22	1,456.500	-26.33	1,018.500	438.000	43.00	JPY	22.54
	L	China Constr Bk HK	5.550	8/12/24	1.46	5.770	-3.81	4.650	1.120	24.09	HKD	18.55
		China Merchants Bank	32.120	8/12/24	-0.65	34.360	-6.52	27.820	6.540	23.51	CNY	6.17
	L	China Merchants B HK	32.500	8/12/24		35.450	-8.32	26.500	8.950	33.77	HKD	10.17
		Citigroup	57.840	8/12/24		63.430	-8.81	51.440	11.990	23.31	USD	21.33
		Commerzbank	12.420	8/12/24	0.89	14.605	-14.96	10.760	3.845	35.73	EUR	23.82
	L	Commonwealth Bank	130.530	8/12/24	0.76	126.200	3.43	111.800	14.400	12.88	AUD	15.92
		Credit Agricole	13.205	8/12/24	0.57	13.100	0.80	12.852	0.248	1.93	EUR	4.62
		Danske Bank	198.450	8/12/24	0.15	209.100	-5.09	180.400	28.700	15.91	DKK	14.82
		DBS Bank	33.980	8/12/24	1.22	36.120	-5.92	33.410	2.710	8.11	SGD	6.27
		Deutsche Bank	13.308	8/12/24	0.14	15.406	-13.62	12.364	3.042	24.60	EUR	26.34
	S	DNB	214.700	8/12/24	0.14	212.200	1.18	216.000	-3.800	-1.76	NOK	-0.15
		Erste Group Bank	46.100	8/12/24	0.37	45.090	2.24	36.730	8.360	22.76	EUR	17.30
		FinecoBank	14.435	8/12/24	0.94	14.185	1.76	13.585	0.600	4.42	EUR	8.57
		Fukuoka	3,639.000	8/09/24	5.30	4,426.000	-17.78	3,327.000	1,099.000	33.03	JPY	11.64
	L	Hang Seng Bank	91.900	8/12/24	0.38	100.400	-8.47	91.050	9.350	10.27	HKD	12.92
	L	HDFC Bank	1,660.100	8/12/24	0.60	1,705.200	-2.64	1,709.250	-4.050	-0.24	INR	3.28
	S	Heartland	1.060	8/12/24	0.95	0.970	9.28	1.480	-0.510	-34.46	NZD	-31.75
	L	HSBC	643.900	8/12/24	0.22	690.900	-6.80	635.500	55.400	8.72	GBP	9.01
	L	HSBC	64.350	8/12/24	0.63	68.300	-5.78	63.000	5.300	8.41	HKD	9.46
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
		IBK	13,480.000	8/12/24	0.37	13,850.000	-2.67	11,860.000	1,990.000	16.78	KRW	9.98
		ICICI Bank	1,172.800	8/12/24	0.10	1,211.850	-3.22	996.600	215.250	21.60	INR	9.59
		IndusInd Bank	1,350.850	8/12/24	0.08	1,456.900	-7.28	1,598.950	-142.050	-8.88	INR	2.15
		Ind and Comm Bk	5.990	8/12/24	1.18	5.820	2.92	4.780	1.040	21.76	CNY	9.61
	L	ICBC	4.480	8/12/24	2.05	4.640	-3.45	3.820	0.820	21.47	HKD	11.92
	L	Industrial Bank	16.280	8/12/24	-0.55	17.750	-8.28	16.210	1.540	9.50	CNY	9.12
		Intesa Sanpaolo	3.471	8/12/24	0.54	3.582	-3.10	2.644	0.938	35.48	EUR	22.08
		JP Morgan Chase	206.190	8/12/24	0.19	205.450	0.36	170.100	35.350	20.78	USD	18.62
		Jyske Bank	519.000	8/12/24	0.48	552.000	-5.98	484.000	68.000	14.05	DKK	7.80
	S	KakaoBank	21,850.000	8/12/24	1.39	21,000.000	4.05	28,000.000	-7,000.000	-25.00	KRW	-16.23
		KB Financial	82,500.000	8/12/24	0.73	79,600.000	3.64	54,100.000	25,500.000	47.13	KRW	35.15
		KBC	66.580	8/12/24	-0.21	66.160	0.63	58.720	7.440	12.67	EUR	6.24
	L	Kotak Mahindra Bank	1,772.550	8/12/24	0.16	1,808.100	-1.97	1,908.100	-100.000	-5.24	INR	-3.32
	L	Lloyds Bank	56.800	8/12/24	-0.28	55.620	2.12	47.710	7.910	16.58	GBP	19.38
		Mediobanca	14.030	8/12/24	0.94	14.090	-0.43	11.205	2.885	25.75	EUR	12.29
		National Australia B	35.990	8/12/24	1.01	36.070	-0.22	30.700	5.370	17.49	AUD	16.12
		National Bank CA	114.420	8/12/24	0.39	108.510	5.45	101.000	7.510	7.44	CAD	5.61
	L	NatWest	334.600	8/12/24	0.48	315.000	6.22	219.400	95.600	43.57	GBP	30.05
	L	Nordea Bank	10.420	8/12/24	-0.19	11.415	-8.72	11.226	0.189	1.68	EUR	6.97
		Nordea Bank	119.800	8/12/24	-0.13	130.150	-7.95	125.340	4.810	3.84	SEK	4.68
		OCBC	13.830	8/12/24	0.29	14.500	-4.62	13.000	1.500	11.54	SGD	8.37
		Raiffeisen Bank Int	16.610	8/12/24	1.59	16.340	1.65	18.670	-2.330	-12.48	EUR	1.72
	S	Regional	127.000	8/12/24	-0.39	138.350	-8.20	162.270	-23.920	-14.74	MXN	-9.82
		Resona	903.800	8/09/24	3.93	1,087.000	-16.85	716.500	370.500	51.71	JPY	18.52
	L	Royal Bank CA	148.760	8/12/24	-0.72	145.650	2.14	134.000	11.650	8.69	CAD	10.91
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
		S.E.B	150.700	8/12/24	-0.10	157.800	-4.50	139.100	18.700	13.44	SEK	11.92
		Societe Generale	20.520	8/12/24	0.44	22.600	-9.20	24.025	-1.425	-5.93	EUR	-5.83
		Standard Chartered	722.000	8/12/24	0.92	732.200	-1.39	666.600	65.600	9.84	GBP	5.64
	L	State Bank of India	812.600	8/12/24	-1.42	841.950	-3.49	642.050	199.900	31.13	INR	29.64
		Sumitomo Mitsui Trst	3,320.000	8/09/24	2.72	3,721.000	-10.78	2,706.000	1,015.000	37.51	JPY	21.05
		Suncorp-Metway	16.840	8/12/24	1.38	17.130	-1.69	13.850	3.280	23.68	AUD	13.90
	S	Svenska Handelsbank	102.150	8/12/24	0.29	101.800	0.34	109.500	-7.700	-7.03	SEK	-1.38
		Swedbank	207.100	8/12/24	-0.86	222.600	-6.96	203.400	19.200	9.44	SEK	4.69
	S	Toronto-Dominion	78.510	8/12/24	0.19	75.200	4.40	85.620	-10.420	-12.17	CAD	-9.14
		U.S. Bancorp	41.470	8/12/24	-1.43	39.240	5.68	43.280	-4.040	-9.33	USD	2.11
		UBS	24.850	8/12/24	0.44	26.980	-7.89	26.100	0.880	3.37	CHF	17.63
	L	Umweltbank	5.640	8/12/24	-1.40	6.380	-11.60	7.860	-1.480	-18.83	EUR	-15.93
		Unicaja Banco	1.150	8/12/24	-0.86	1.306	-11.94	0.890	0.416	46.74	EUR	21.08
		Unicredit	34.570	8/12/24	0.38	36.205	-4.52	24.565	11.640	47.38	EUR	27.09
	L	Unipol	8.975	8/12/24	0.06	9.435	-4.88	5.162	4.273	82.78	EUR	55.74
	L	United Overseas Bank	29.290	8/12/24	0.58	31.300	-6.42	28.450	2.850	10.02	SGD	7.07
		Wells Fargo	52.060	8/12/24	-1.33	60.590	-14.08	49.220	11.370	23.10	USD	22.22
		Westpac Banking	28.220	8/12/24	0.61	27.210	3.71	22.900	4.310	18.82	AUD	16.63
		Woori Financial	14,750.000	8/12/24	0.55	14,400.000	2.43	13,000.000	1,400.000	10.77	KRW	7.69
Banks - 93 out of 93 instruments rated - 7/01/24 / 1/01/24 - 75 did rise, Market-Ratio(26) = 80.65 %

Drawing of market charts for mixed techniques is really a worry to me.

Transactions Banks * Mixed Straddles L17 - 42/41 (3) - S13 - 73/79 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					Swedbank	50	26	SEK	189.000	208.500	169.500	-19.500	-10	9,440	-30
9/04/06		9/11/06	7		- cash -
long	9/11/06	6/18/07	280		Sberbank	33	390	EUR	8.060	13.680		5.620	70	11,632	99
					Bank of East Asia	33	94	HKD	33.290	41.730		8.440	25	12,425	34
					China Minsheng Bk	33	1,015	CNY	3.120	9.190		6.070	195	18,586	309
short	3/05/07	4/20/09	777		Shinsei Bank	50	152	JPY	60.800	13.500	273.825	213.025	350	50,966	103
					Sumitomo Mitsui Trst	50	150	JPY	62.150	15.850	243.699	181.549	292	78,199	90
long	6/25/07	7/30/07	35		China Merchants Bank	33	1,357	CNY	19.200	22.610		3.410	18	82,826	450
					Hua Xia Bank	33	4,046	CNY	6.444	7.000		0.556	9	85,074	137
					Shanghai Pudong	33	1,628	CNY	16.010	17.330		1.320	8	87,223	128
	10/08/07	10/15/07	7		China Merchants Bank	33	923	CNY	31.470	31.630		0.160	1	87,370	30
					Hua Xia Bank	33	2,753	CNY	10.569	12.000		1.431	14	91,309	74,835
					Shanghai Pudong	33	1,248	CNY	23.290	22.810		-0.480	-2	90,710	-66
	10/29/07	11/05/07	7		China Merchants Bank	33	882	CNY	34.250	32.360		-1.890	-6	89,043	-95
					Hua Xia Bank	33	2,802	CNY	10.799	10.097		-0.701	-6	87,078	-97
					Shanghai Pudong	33	1,232	CNY	24.540	23.210		-1.330	-5	85,439	-95
	12/03/07	12/17/07	14		China Merchants Bank	33	931	CNY	30.560	27.930		-2.630	-9	82,991	-90
					Shanghai Pudong	33	1,256	CNY	22.680	19.660		-3.020	-13	79,198	-98
					State Bank of India	33	1,169	INR	24.366	22.652		-1.714	-7	77,194	-85
	5/19/08	5/26/08	7		Hang Seng Bank	33	177	HKD	144.690	146.070		1.380	1	77,438	64
					HDFC	33	480	INR	53.760	51.700		-2.060	-4	76,449	-87
					Axis Bank	33	1,429	INR	18.033	15.259		-2.774	-15	72,485	-100
	3/30/09	1/25/10	301		Bank of Bejing	33	4,204	CNY	5.747	7.975		2.228	39	81,852	49
					Industrial Bank	33	2,853	CNY	8.470	12.820		4.350	51	94,262	65
					Shanghai Pudong	33	1,998	CNY	12.090	15.740		3.650	30	101,555	38
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/02/09	9/06/10	308		Resona	50	4,939	JPY	10.280	8.140	12.983	2.703	26	114,903	32
					Shinsei Bank	50	4,303	JPY	11.800	6.500	21.422	9.622	82	156,305	103
long	3/01/10	5/03/10	63		Aareal Bank	33	3,712	EUR	14.034	14.803		0.769	5	159,159	36
					KBC	33	1,549	EUR	33.620	35.195		1.575	5	161,599	30
					VTB Bank	33	15,154	EUR	3.440	3.640		0.200	6	164,630	39
	5/31/10	6/28/10	28		Banco Macro	33	4,730	ARS	11.600	11.700		0.100	1	165,103	12
					KBC	33	1,721	EUR	31.885	32.760		0.875	3	166,609	42
					VTB Bank	33	14,037	EUR	3.910	4.050		0.140	4	168,574	58
	9/06/10	11/29/10	84		Banco Macro	33	3,601	ARS	15.600	20.700		5.100	33	186,939	242
					BBVA Banco Francés	33	5,040	ARS	11.150	15.700		4.550	41	209,871	342
					State Bank of India	33	1,884	INR	29.825	30.713		0.888	3	211,544	14
short	9/20/10	2/06/12	504		Piraeus Financial	50	0	EUR	642,906.000	194,700.000	2,122,897.405	1,479,991.405	230	211,544	0
					National Bank Greece	50	17	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	610,260	116
long	12/06/10	5/16/11	161		Aareal Bank	33	10,321	EUR	19.708	23.250		3.542	18	646,817	45
					Banco Macro	33	9,289	ARS	21.900	14.700		-7.200	-33	579,936	-59
					BBVA Banco Francés	33	12,834	ARS	15.850	13.650		-2.200	-14	551,701	-29
	12/19/11	12/26/11	7		Banco Sabadell	33	72,918	EUR	2.522	2.490		-0.032	-1	549,368	-49
					Aozora Bank	33	8,970	JPY	20.500	20.800		0.300	1	552,059	113
					China Minsheng Bk	33	30,500	CNY	6.030	5.890		-0.140	-2	547,789	-71
	1/02/12	5/21/12	140		U.S. Bancorp	33	6,620	USD	27.580	30.720		3.140	11	568,576	32
					Bankinter	33	58,698	EUR	3.111	1.935		-1.176	-38	499,547	-71
					Aozora Bank	33	8,376	JPY	21.800	17.400		-4.400	-20	462,692	-44
short	4/09/12	9/03/12	147		Banca Pop Mil	50	792,281	EUR	0.292	0.373	0.211	-0.081	-28	398,518	-55
					Unicredit	50	15,186	EUR	15.234	16.036	14.432	-0.802	-5	386,338	-13
long	8/13/12	6/10/13	301		Regional	33	2,770	MXN	46.490	72.510		26.020	56	458,414	71
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					KBC	33	7,035	EUR	18.305	30.855		12.550	69	546,703	88
					Alpha Services	33	2,044	EUR	63.000	24.500		-38.500	-61	468,009	-68
short	11/12/12	1/07/13	56		Banco Popular	50	45,883	EUR	5.100	3.500	7.431	2.331	46	574,981	1,063
					Bankia	50	4,690	EUR	49.888	25.796	96.481	46.593	93	793,500	7,262
	3/18/13	9/23/13	189		Bankia	50	30,360	EUR	13.068	3.252	52.513	39.445	302	1,991,053	1,367
					Eurobank Ergasias	50	1,469	EUR	270.000	61.000	1,195.082	925.082	343	3,349,999	1,669
long	7/15/13	9/02/13	49		Lloyds Bank	33	1,608,100	GBP	0.694	0.733		0.039	6	3,412,393	50
					Bank of Ireland	33	218,954	EUR	5.100	6.750		1.650	32	3,773,667	707
					FBD	33	72,510	EUR	15.400	14.320		-1.080	-7	3,695,356	-42
	9/09/13	10/06/14	392		Banco Macro	33	66,224	ARS	18.600	47.500		28.900	155	5,609,230	139
					BBVA Banco Francés	33	73,760	ARS	16.700	52.000		35.300	211	8,212,958	188
					Bank of Ireland	33	173,982	EUR	7.080	9.240		2.160	31	8,588,759	28
short	10/07/13	10/28/13	21		Banif	50	429,437,949	EUR	0.010	0.008	0.013	0.003	25	9,662,354	4,735
					Eurobank Ergasias	50	82,584	EUR	52.000	69.000	35.000	-17.000	-33	8,258,426	-100
	11/04/13	11/18/13	14		Banif	50	516,151,616	EUR	0.008	0.008	0.008	0.000	0	8,258,426	0
					Eurobank Ergasias	50	63,526	EUR	65.000	58.000	72.845	7.845	12	8,756,775	1,851
	12/09/13	4/13/15	490		Banif	50	486,487,479	EUR	0.009	0.008	0.011	0.002	20	9,632,452	15
					Eurobank Ergasias	50	79,607	EUR	55.000	11.100	272.523	217.523	395	26,948,766	229
long	10/27/14	1/05/15	70		Banco Macro	33	187,927	ARS	47.800	48.500		0.700	1	27,080,315	8
					BBVA Banco Francés	33	179,658	ARS	50.000	52.100		2.100	4	27,457,596	24
					Axis Bank	33	210,817	INR	42.610	51.760		9.150	21	29,386,572	176
	1/19/15	8/17/15	210		BBVA Banco Francés	33	165,464	ARS	59.200	79.300		20.100	34	32,712,398	66
					Bank of Comm	33	1,509,331	CNY	6.490	6.720		0.230	4	33,059,545	6
					China Everbright Bk	33	2,246,677	CNY	4.360	4.470		0.110	3	33,306,679	4
short	5/18/15	9/26/16	497		Alpha Services	50	1,095,614	EUR	15.200	1.530	151.007	135.807	893	182m	440
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					Piraeus Financial	50	1,176	EUR	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	5,456m	6,780
long	12/21/15	1/11/16	21		Umweltbank	33	112,263,567	EUR	16.200	16.540		0.340	2	5,494m	43
					Sberbank	33	339,684,310	EUR	5.354	4.550		-0.804	-15	5,221m	-94
					Shanghai Pudong	33	95,019,320	CNY	19.140	17.050		-2.090	-11	5,022m	-87
	5/16/16	7/04/16	49		Banco Macro	33	19,133,268	ARS	87.500	110.000		22.500	26	5,453m	450
					Regional	33	16,186,415	MXN	103.430	105.070		1.640	2	5,480m	12
					Sberbank	33	242,772,767	EUR	6.896	7.956		1.060	15	5,737m	190
	7/18/16	3/26/18	616		Banco Macro	33	16,002,414	ARS	119.500	219.000		99.500	83	7,329m	43
					Sberbank	33	230,063,588	EUR	8.312	14.970		6.658	80	8,861m	42
					Axis Bank	33	33,551,864	INR	56.995	50.730		-6.265	-11	8,651m	-7
short	10/17/16	10/31/16	14		Banco Comercial	50	21476,346,564	EUR	0.201	0.209	0.194	-0.007	-4	8,492m	-62
					Banco Popular	50	4158,977,113	EUR	1.040	0.999	1.083	0.043	4	8,669m	185
	11/14/16	11/28/16	14		Banco Comercial	50	20759,903,625	EUR	0.209	0.214	0.204	-0.005	-2	8,572m	-45
					Banco Popular	50	4339,006,884	EUR	0.999	0.851	1.173	0.174	17	9,325m	6,433
	12/05/16	12/12/16	7		Banco Popolare	50	2324,389,257	EUR	2.006	2.234	1.778	-0.228	-11	8,795m	-100
					Banco Popular	50	4892,680,853	EUR	0.953	1.013	0.893	-0.060	-6	8,502m	-97
	3/13/17	7/17/17	126		Gentera	50	156,920,046	MXN	27.090	28.070	26.110	-0.980	-4	8,348m	-10
					Banco Comercial	50	26568,525,343	EUR	0.160	0.244	0.076	-0.084	-53	6,116m	-88
	7/24/17	1/29/18	189		Gentera	50	110,523,858	MXN	27.670	16.600	46.122	18.452	67	8,156m	168
					Bank of Bejing	50	383,713,321	CNY	7.970	7.610	8.347	0.377	5	8,300m	9
	2/05/18	3/11/19	399		Gentera	50	255,398,725	MXN	16.250	15.850	16.660	0.410	3	8,405m	2
					VTB Bank	50	2748,496,225	EUR	1.510	1.040	2.192	0.682	45	10,281m	41
long	7/23/18	8/13/18	21		FinecoBank	33	336,632,650	EUR	10.180	10.045		-0.135	-1	10,235m	-21
					Kotak Mahindra Bank	33	25,630,457	INR	133.705	128.715		-4.990	-4	10,107m	-48
					Yes Bank	33	88,642,537	INR	38.660	37.070		-1.590	-4	9,966m	-52
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	9/24/18	10/08/18	14		American Express	33	30,242,689	USD	109.850	106.990		-2.860	-3	9,880m	-50
					FinecoBank	33	284,431,469	EUR	11.680	10.730		-0.950	-8	9,610m	-89
					Fukuoka	33	101,750,673	JPY	32.650	32.300		-0.350	-1	9,574m	-24
	2/11/19	6/17/19	126		Banco Macro	33	14,466,851	ARS	220.600	288.650		68.050	31	10,559m	118
					BBVA Banco Francés	33	19,453,748	ARS	164.050	141.800		-22.250	-14	10,126m	-34
					Axis Bank	33	46,481,028	INR	68.660	77.770		9.110	13	10,549m	43
short	5/06/19	11/11/19	189		Aozora Bank	50	194,707,219	JPY	27.090	28.340	25.840	-1.250	-5	10,306m	-9
					Yes Bank	50	317,270,291	INR	16.625	7.300	37.862	21.237	128	17,044m	390
long	7/08/19	7/29/19	21		Banco Macro	33	18,599,454	ARS	305.450	315.550		10.100	3	17,231m	76
					Banca Generali	33	215,360,253	EUR	26.380	26.660		0.280	1	17,292m	20
					Sberbank	33	408,719,667	EUR	13.900	13.415		-0.485	-3	17,094m	-46
	9/16/19	10/07/19	21		Unipol	33	1192,267,304	EUR	4.779	4.767		-0.012	0	17,079m	-4
					Banca Generali	33	200,911,334	EUR	28.360	28.080		-0.280	-1	17,023m	-16
					Sberbank	33	421,750,220	EUR	13.510	12.800		-0.710	-5	16,724m	-61
	10/14/19	3/02/20	140		Mediobanca	33	551,658,640	EUR	10.105	7.902		-2.203	-22	15,508m	-47
					Unipol	33	1139,282,764	EUR	4.893	4.335		-0.558	-11	14,873m	-27
					Kotak Mahindra Bank	33	35,159,322	INR	158.550	159.900		1.350	1	14,920m	2
short	12/09/19	12/23/19	14		Indiabulls HF	50	288,086,304	INR	25.895	29.590	22.200	-3.695	-14	13,856m	-98
					Yes Bank	50	1326,221,312	INR	5.625	4.965	6.373	0.748	13	14,847m	2,489
	1/20/20	6/22/20	154		Indiabulls HF	50	243,875,271	INR	30.440	24.220	38.257	7.817	26	16,754m	72
					Yes Bank	50	1644,200,057	INR	4.515	2.775	7.346	2.831	63	21,408m	217
6/22/20		7/06/20	14		- cash -
long	7/06/20	9/28/20	84		Deutsche Bank	33	810,184,150	EUR	8.808	7.272		-1.536	-17	20,164m	-57
					BBVA Banco Francés	33	45,685,672	ARS	156.200	124.250		-31.950	-20	18,704m	-63
					FinecoBank	33	551,689,373	EUR	12.935	11.710		-1.225	-9	18,028m	-35
short	7/27/20	8/24/20	28		Multitude	50	3151,819,555	EUR	2.860	5.360	0.360	-2.500	-87	10,149m	-100
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					Yes Bank	50	7328,621,079	INR	1.230	1.480	0.980	-0.250	-20	8,317m	-95
	8/31/20	11/23/20	84		Gentera	50	579,157,639	MXN	7.180	8.020	6.340	-0.840	-12	7,830m	-42
					Yes Bank	50	2897,806,167	INR	1.435	1.455	1.415	-0.020	-1	7,772m	-6
long	10/12/20	10/19/20	7		UBI Banca	33	721,255,325	EUR	3.592	3.592		0.000	0	7,772m	0
		11/02/20	21		FinecoBank	33	210,458,905	EUR	12.310	12.020		-0.290	-2	7,711m	-34
					HDFC Bank	33	21,346,756	INR	121.365	121.525		0.160	0	7,715m	2
	11/09/20	3/07/22	483		BBVA Banco Francés	33	16,763,645	ARS	153.400	197.550		44.150	29	8,455m	21
					HDFC Bank	33	19,182,749	INR	134.055	132.480		-1.575	-1	8,425m	-1
					IndusInd Bank	33	33,161,948	INR	77.545	83.440		5.895	8	8,620m	6
short	6/07/21	10/11/21	126		Credit Suisse	50	434,477,285	CHF	9.920	9.666	10.181	0.261	3	8,733m	8
					China Minsheng Bk	50	920,943,305	CNY	4.680	3.980	5.503	0.823	18	9,491m	60
	11/22/21	12/05/22	378		Bank of East Asia	50	393,504,394	HKD	12.060	9.390	15.489	3.429	28	10,841m	27
					China Minsheng Bk	50	1216,836,668	CNY	3.900	3.550	4.285	0.385	10	11,309m	10
long	3/21/22	5/09/22	49		Banco del Bajio	33	73,351,453	MXN	51.390	49.520		-1.870	-4	11,171m	-24
					Shinsei Bank	33	165,185,419	JPY	22.820	23.010		0.190	1	11,203m	6
					Woori Financial	33	259,074,311	KRW	14.550	15.300		0.750	5	11,397m	45
	9/12/22	9/19/22	7		Banco Macro	33	8,116,737	ARS	468.050	519.100		51.050	11	11,811m	21,994
					BBVA Banco Francés	33	12,024,179	ARS	315.950	339.450		23.500	7	12,094m	4,113
					Yes Bank	33	2164,694,705	INR	1.755	1.635		-0.120	-7	11,834m	-98
	10/24/22	3/27/23	154		Banco Macro	33	8,916,727	ARS	442.400	709.700		267.300	60	14,218m	207
					BBVA Banco Francés	33	12,885,058	ARS	306.150	539.000		232.850	76	17,218m	282
					Bank of Ireland	33	536,702,124	EUR	7.350	9.016		1.666	23	18,112m	62
short	12/12/22	12/26/22	14		Credit Suisse	50	2931,719,909	CHF	3.089	2.846	3.353	0.264	9	18,885m	746
					Cdn Imp Bk Comm	50	157,223,659	CAD	57.600	54.720	60.632	3.032	5	19,362m	281
	3/13/23	6/12/23	91		Credit Suisse	50	4289,299,819	CHF	2.257	0.817	6.235	3.978	176	36,425m	5,790
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
		1/29/24	322		U.S. Bancorp	50	264,941,151	USD	36.540	42.950	30.130	-6.410	-18	34,727m	-20
long	4/03/23	5/08/23	35		Banco Macro	33	15,472,323	ARS	748.150	824.200		76.050	10	35,904m	174
					BBVA Banco Francés	33	20,894,618	ARS	554.000	646.850		92.850	17	37,844m	403
					Unicredit	33	645,600,594	EUR	17.930	18.980		1.050	6	38,522m	81
	7/10/23	10/30/23	112		Banco Macro	33	9,521,347	ARS	1,348.600	1,491.050		142.450	11	39,878m	39
					BBVA Banco Francés	33	12,685,097	ARS	1,012.250	1,081.450		69.200	7	40,756m	24
					Unicredit	33	602,981,439	EUR	21.295	23.490		2.195	10	42,079m	38
	11/06/23	11/27/23	21		Banco Macro	33	7,933,471	ARS	1,768.000	2,549.400		781.400	44	48,278m	57,816
					BBVA Banco Francés	33	11,450,105	ARS	1,225.000	1,690.900		465.900	38	53,613m	27,003
					Banco de Valores	33	108,521,297	ARS	129.250	171.750		42.500	33	58,225m	13,895
	12/04/23	8/12/24	252		Banco Macro	33	7,833,533	ARS	2,477.600	6,680.000		4,202.400	170	91,145m	321
					BBVA Banco Francés	33	11,789,081	ARS	1,646.300	4,025.000		2,378.700	144	119,187m	265
					Banco de Valores	33	115,183,173	ARS	168.500	341.000		172.500	102	139,057m	178
short	2/12/24	3/04/24	21		Umweltbank	50	9395,714,311	EUR	7.400	6.020	9.096	1.696	23	154,995m	3,513
					Heartland	50	56990,398,288	NZD	1.220	1.190	1.251	0.031	3	156,750m	54
	6/17/24	8/12/24	56		Heartland	50	81640,534,514	NZD	0.960	1.060	0.860	-0.100	-10	148,586m	-51
					KakaoBank	50	3688,231,206	KRW	21.250	21.850	20.650	-0.600	-3	146,373m	-17
accum	5/15/06	8/12/24	7136	days out of 7290 invested (98%)								1463,728,241		146,373m	133

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Financial	short	9/20/10	2/06/12	504	642,906.00	194,700.00	2,122,897.41	1,479,991.41	230.20	50	115.10
	short	5/18/15	9/26/16	497	14,157.00	44.55	4,498,780.00	4,484,623.00	31,677.78		15,838.89	34,184.82
Eurobank Ergasias	short	3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Banco Macro	long	5/31/10	6/28/10	28	11.60	11.70		0.10	0.86	33	0.29
	long	9/06/10	11/29/10	84	15.60	20.70		5.10	32.69		10.90
	long	12/06/10	5/16/11	161	21.90	14.70		-7.20	-32.88		-10.96
	long	9/09/13	10/06/14	392	18.60	47.50		28.90	155.38		51.79
	long	10/27/14	1/05/15	70	47.80	48.50		0.70	1.46		0.49
	long	5/16/16	7/04/16	49	87.50	110.00		22.50	25.71		8.57
	long	7/18/16	3/26/18	616	119.50	219.00		99.50	83.26		27.75
	long	2/11/19	6/17/19	126	220.60	288.65		68.05	30.85		10.28
	long	7/08/19	7/29/19	21	305.45	315.55		10.10	3.31		1.10
	long	9/12/22	9/19/22	7	468.05	519.10		51.05	10.91		3.64
	long	10/24/22	3/27/23	154	442.40	709.70		267.30	60.42		20.14
	long	4/03/23	5/08/23	35	748.15	824.20		76.05	10.17		3.39
	long	7/10/23	10/30/23	112	1,348.60	1,491.05		142.45	10.56		3.52
	long	11/06/23	11/27/23	21	1,768.00	2,549.40		781.40	44.20		14.73
	long	12/04/23	8/12/24	252	2,477.60	6,680.00		4,202.40	169.62		56.54	459.09
BBVA Banco Francés	long	9/06/10	11/29/10	84	11.15	15.70		4.55	40.81		13.60
	long	12/06/10	5/16/11	161	15.85	13.65		-2.20	-13.88		-4.63
	long	9/09/13	10/06/14	392	16.70	52.00		35.30	211.38		70.46
	long	10/27/14	1/05/15	70	50.00	52.10		2.10	4.20		1.40
	long	1/19/15	8/17/15	210	59.20	79.30		20.10	33.95		11.32
	long	2/11/19	6/17/19	126	164.05	141.80		-22.25	-13.56		-4.52
	long	7/06/20	9/28/20	84	156.20	124.25		-31.95	-20.45		-6.82
	long	11/09/20	3/07/22	483	153.40	197.55		44.15	28.78		9.59
	long	9/12/22	9/19/22	7	315.95	339.45		23.50	7.44		2.48
	long	10/24/22	3/27/23	154	306.15	539.00		232.85	76.06		25.35
	long	4/03/23	5/08/23	35	554.00	646.85		92.85	16.76		5.59
	long	7/10/23	10/30/23	112	1,012.25	1,081.45		69.20	6.84		2.28
	long	11/06/23	11/27/23	21	1,225.00	1,690.90		465.90	38.03		12.68
	long	12/04/23	8/12/24	252	1,646.30	4,025.00		2,378.70	144.49		48.16	370.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Alpha Services	long	8/13/12	6/10/13	301	63.00	24.50		-38.50	-61.11		-20.37
	short	5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46	50	446.73	335.36
Shinsei Bank	short	3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	3/21/22	5/09/22	49	22.82	23.01		0.19	0.83	33	0.28	288.45
Bankia	short	11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39	50	46.70
	short	3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	62.15	15.85	243.70	181.55	292.11		146.06	146.06
Credit Suisse	short	6/07/21	10/11/21	126	9.92	9.67	10.18	0.26	2.63		1.31
	short	12/12/22	12/26/22	14	3.09	2.85	3.35	0.26	8.54		4.27
	short	3/13/23	6/12/23	91	2.26	0.82	6.24	3.98	176.26		88.13	98.74
Yes Bank	long	7/23/18	8/13/18	21	38.66	37.07		-1.59	-4.11	33	-1.37
	short	5/06/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74	50	63.87
	short	12/09/19	12/23/19	14	5.63	4.97	6.37	0.75	13.29		6.65
	short	1/20/20	6/22/20	154	4.52	2.78	7.35	2.83	62.70		31.35
	short	7/27/20	8/24/20	28	1.23	1.48	0.98	-0.25	-20.33		-10.16
	short	8/31/20	11/23/20	84	1.44	1.46	1.42	-0.02	-1.39		-0.70
	long	9/12/22	9/19/22	7	1.76	1.64		-0.12	-6.84	33	-2.28	97.37
National Bank Greece	short	9/20/10	2/06/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91	50	94.95	94.95
China Minsheng Bk	long	9/11/06	6/18/07	280	3.12	9.19		6.07	194.55	33	64.85
	long	12/19/11	12/26/11	7	6.03	5.89		-0.14	-2.32		-0.77
	short	6/07/21	10/11/21	126	4.68	3.98	5.50	0.82	17.59	50	8.79
	short	11/22/21	12/05/22	378	3.90	3.55	4.28	0.38	9.86		4.93	86.73
Sberbank	long	9/11/06	6/18/07	280	8.06	13.68		5.62	69.73	33	23.24
	long	12/21/15	1/11/16	21	5.35	4.55		-0.80	-15.02		-5.01
	long	5/16/16	7/04/16	49	6.90	7.96		1.06	15.37		5.12
	long	7/18/16	3/26/18	616	8.31	14.97		6.66	80.10		26.70
	long	7/08/19	7/29/19	21	13.90	13.42		-0.49	-3.49		-1.16
	long	9/16/19	10/07/19	21	13.51	12.80		-0.71	-5.26		-1.75	51.42
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco de Valores	long	11/06/23	11/27/23	21	129.25	171.75		42.50	32.88		10.96
	long	12/04/23	8/12/24	252	168.50	341.00		172.50	102.37		34.12	48.83
Banco Popular	short	11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71	50	22.86
	short	10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	31.99
Bank of Ireland	long	7/15/13	9/02/13	49	5.10	6.75		1.65	32.35	33	10.78
	long	9/09/13	10/06/14	392	7.08	9.24		2.16	30.51		10.17
	long	10/24/22	3/27/23	154	7.35	9.02		1.67	22.67		7.56	31.27
VTB Bank	long	3/01/10	5/03/10	63	3.44	3.64		0.20	5.81		1.94
	long	5/31/10	6/28/10	28	3.91	4.05		0.14	3.58		1.19
	short	2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19	50	22.60	26.46
KBC	long	3/01/10	5/03/10	63	33.62	35.20		1.58	4.68	33	1.56
	long	5/31/10	6/28/10	28	31.89	32.76		0.87	2.74		0.91
	long	8/13/12	6/10/13	301	18.31	30.86		12.55	68.56		22.85	25.91
Gentera	short	3/13/17	7/17/17	126	27.09	28.07	26.11	-0.98	-3.62	50	-1.81
	short	7/24/17	1/29/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	2/05/18	3/11/19	399	16.25	15.85	16.66	0.41	2.52		1.26
	short	8/31/20	11/23/20	84	7.18	8.02	6.34	-0.84	-11.70		-5.85	24.83
Bank of East Asia	long	9/11/06	6/18/07	280	33.29	41.73		8.44	25.35	33	8.45
	short	11/22/21	12/05/22	378	12.06	9.39	15.49	3.43	28.43	50	14.22	23.87
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
Regional	long	8/13/12	6/10/13	301	46.49	72.51		26.02	55.97	33	18.66
	long	5/16/16	7/04/16	49	103.43	105.07		1.64	1.59		0.53	19.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Industrial Bank	long	3/30/09	1/25/10	301	8.47	12.82		4.35	51.36		17.12	17.12
Bank of Bejing	long	3/30/09	1/25/10	301	5.75	7.97		2.23	38.77		12.92
	short	7/24/17	1/29/18	189	7.97	7.61	8.35	0.38	4.73	50	2.37	15.59
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Umweltbank	long	12/21/15	1/11/16	21	16.20	16.54		0.34	2.10	33	0.70
	short	2/12/24	3/04/24	21	7.40	6.02	9.10	1.70	22.92	50	11.46	12.24
Aareal Bank	long	3/01/10	5/03/10	63	14.03	14.80		0.77	5.48	33	1.83
	long	12/06/10	5/16/11	161	19.71	23.25		3.54	17.97		5.99	7.93
Hua Xia Bank	long	6/25/07	7/30/07	35	6.44	7.00		0.56	8.62		2.87
	long	10/08/07	10/15/07	7	10.57	12.00		1.43	13.54		4.51
	long	10/29/07	11/05/07	7	10.80	10.10		-0.70	-6.49		-2.16	5.19
Indiabulls HF	short	12/09/19	12/23/19	14	25.90	29.59	22.20	-3.70	-14.27	50	-7.13
	short	1/20/20	6/22/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Unicredit	short	4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63
	long	4/03/23	5/08/23	35	17.93	18.98		1.05	5.86	33	1.95
	long	7/10/23	10/30/23	112	21.30	23.49		2.20	10.31		3.44	2.68
Cdn Imp Bk Comm	short	12/12/22	12/26/22	14	57.60	54.72	60.63	3.03	5.26	50	2.63	2.63
IndusInd Bank	long	11/09/20	3/07/22	483	77.55	83.44		5.89	7.60	33	2.53	2.53
Axis Bank	long	5/19/08	5/26/08	7	18.03	15.26		-2.77	-15.38		-5.13
	long	10/27/14	1/05/15	70	42.61	51.76		9.15	21.47		7.16
	long	7/18/16	3/26/18	616	57.00	50.73		-6.27	-10.99		-3.66
	long	2/11/19	6/17/19	126	68.66	77.77		9.11	13.27		4.42	2.27
Lloyds Bank	long	7/15/13	9/02/13	49	0.69	0.73		0.04	5.59		1.86	1.86
Woori Financial	long	3/21/22	5/09/22	49	14.55	15.30		0.75	5.15		1.72	1.72
Shanghai Pudong	long	6/25/07	7/30/07	35	16.01	17.33		1.32	8.24		2.75
	long	10/08/07	10/15/07	7	23.29	22.81		-0.48	-2.06		-0.69
	long	10/29/07	11/05/07	7	24.54	23.21		-1.33	-5.42		-1.81
	long	12/03/07	12/17/07	14	22.68	19.66		-3.02	-13.32		-4.44
	long	3/30/09	1/25/10	301	12.09	15.74		3.65	30.19		10.06
	long	12/21/15	1/11/16	21	19.14	17.05		-2.09	-10.92		-3.64	1.55
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bank of Comm	long	1/19/15	8/17/15	210	6.49	6.72		0.23	3.54		1.18	1.18
China Merchants Bank	long	6/25/07	7/30/07	35	19.20	22.61		3.41	17.76		5.92
	long	10/08/07	10/15/07	7	31.47	31.63		0.16	0.51		0.17
	long	10/29/07	11/05/07	7	34.25	32.36		-1.89	-5.52		-1.84
	long	12/03/07	12/17/07	14	30.56	27.93		-2.63	-8.61		-2.87	1.16
China Everbright Bk	long	1/19/15	8/17/15	210	4.36	4.47		0.11	2.52		0.84	0.84
Hang Seng Bank	long	5/19/08	5/26/08	7	144.69	146.07		1.38	0.95		0.32	0.32
Banca Generali	long	7/08/19	7/29/19	21	26.38	26.66		0.28	1.06		0.35
	long	9/16/19	10/07/19	21	28.36	28.08		-0.28	-0.99		-0.33	0.02
UBI Banca	long	10/12/20	10/19/20	7	3.59	3.59		0.00	0.00		0.00	0.00
HDFC Bank	long	10/12/20	11/02/20	21	121.37	121.53		0.16	0.13		0.04
	long	11/09/20	3/07/22	483	134.06	132.48		-1.58	-1.17		-0.39	-0.35
Fukuoka	long	9/24/18	10/08/18	14	32.65	32.30		-0.35	-1.07		-0.36	-0.36
Banco Sabadell	long	12/19/11	12/26/11	7	2.52	2.49		-0.03	-1.27		-0.42	-0.42
Triodos Groenfonds	short	5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07	50	-0.53	-0.53
American Express	long	9/24/18	10/08/18	14	109.85	106.99		-2.86	-2.60	33	-0.87	-0.87
Kotak Mahindra Bank	long	7/23/18	8/13/18	21	133.71	128.72		-4.99	-3.73		-1.24
	long	10/14/19	3/02/20	140	158.55	159.90		1.35	0.85		0.28	-0.96
Banco del Bajio	long	3/21/22	5/09/22	49	51.39	49.52		-1.87	-3.64		-1.21	-1.21
HDFC	long	5/19/08	5/26/08	7	53.76	51.70		-2.06	-3.83		-1.28	-1.28
State Bank of India	long	12/03/07	12/17/07	14	24.37	22.65		-1.71	-7.03		-2.34
	long	9/06/10	11/29/10	84	29.83	30.71		0.89	2.98		0.99	-1.38
KakaoBank	short	6/17/24	8/12/24	56	21.25	21.85	20.65	-0.60	-2.82	50	-1.41	-1.41
FBD	long	7/15/13	9/02/13	49	15.40	14.32		-1.08	-7.01	33	-2.34	-2.34
Unipol	long	9/16/19	10/07/19	21	4.78	4.77		-0.01	-0.25		-0.08
	long	10/14/19	3/02/20	140	4.89	4.34		-0.56	-11.40		-3.80	-3.88
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Heartland	short	2/12/24	3/04/24	21	1.22	1.19	1.25	0.03	2.52	50	1.26
	short	6/17/24	8/12/24	56	0.96	1.06	0.86	-0.10	-10.42		-5.21	-4.01
Swedbank	short	5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
U.S. Bancorp	long	1/02/12	5/21/12	140	27.58	30.72		3.14	11.39	33	3.80
	short	3/13/23	1/29/24	322	36.54	42.95	30.13	-6.41	-17.54	50	-8.77	-5.31
Banco Popolare	short	12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Deutsche Bank	long	7/06/20	9/28/20	84	8.81	7.27		-1.54	-17.44	33	-5.81	-5.81
FinecoBank	long	7/23/18	8/13/18	21	10.18	10.05		-0.14	-1.33		-0.44
	long	9/24/18	10/08/18	14	11.68	10.73		-0.95	-8.13		-2.71
	long	7/06/20	9/28/20	84	12.94	11.71		-1.23	-9.47		-3.16
	long	10/12/20	11/02/20	21	12.31	12.02		-0.29	-2.36		-0.79	-6.94
Mediobanca	long	10/14/19	3/02/20	140	10.11	7.90		-2.20	-21.80		-7.27	-7.27
Aozora Bank	long	12/19/11	12/26/11	7	20.50	20.80		0.30	1.46		0.49
	long	1/02/12	5/21/12	140	21.80	17.40		-4.40	-20.18		-6.73
	short	5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61	50	-2.31	-8.44
Bankinter	long	1/02/12	5/21/12	140	3.11	1.94		-1.18	-37.80	33	-12.60	-12.60
Banca Pop Mil	short	4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74	50	-13.87	-13.87
Banco Comercial	short	10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25	-28.42
Multitude	short	7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing, but there is a well performing [Alternating] technique.


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