| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 363 | -16,500,167 |
| 0 | 39 | 0 | |
| 1 | 274 | 16,650,367 |
| target_notional | |
|---|---|
| target_notional | 150,200 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 457,822 | 33,150,533 | 0.01 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -15,971,945 |
| 0 | 0 |
| 1 | 16,429,766 |
| alpha_notional | |
|---|---|
| alpha_notional | 3,522,383 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 1,753,802 |
| 0 | 0 |
| 1 | 1,768,581 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 30 | 832,952 |
| CHN | 412 | -1,002,768 |
| HKG | 40 | 437,980 |
| IDN | 5 | 417,007 |
| JPN | 88 | -898,216 |
| MYS | 6 | 574,662 |
| NZL | 1 | -159,117 |
| PHL | 1 | -173,413 |
| SGP | 6 | -451,640 |
| THA | 19 | 269,168 |
| TWN | 68 | 303,584 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 13 | -414,731 |
| 0 | 3 | 0 | |
| 1 | 14 | 1,247,683 | |
| CHN | -1 | 225 | -9,924,690 |
| 0 | 11 | 0 | |
| 1 | 176 | 8,921,922 | |
| HKG | -1 | 15 | -1,134,597 |
| 0 | 3 | 0 | |
| 1 | 22 | 1,572,577 | |
| IDN | 1 | 5 | 417,007 |
| JPN | -1 | 50 | -2,809,235 |
| 0 | 12 | 0 | |
| 1 | 26 | 1,911,020 | |
| MYS | 1 | 6 | 574,662 |
| NZL | -1 | 1 | -159,117 |
| PHL | -1 | 1 | -173,413 |
| SGP | -1 | 6 | -451,640 |
| THA | -1 | 10 | -195,407 |
| 0 | 4 | 0 | |
| 1 | 5 | 464,576 | |
| TWN | -1 | 42 | -1,237,335 |
| 0 | 6 | 0 | |
| 1 | 20 | 1,540,920 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 13 | -414,731 | -414,731 | -179,998 | 0.77 | 46,698 |
| 0 | 3 | 0 | 0 | 0 | 0.34 | 0 | |
| 1 | 14 | 1,247,683 | 1,247,683 | 471,960 | 0.37 | 220,517 | |
| CHN | -1 | 225 | -9,924,690 | -9,924,690 | -10,688,063 | 1.24 | 1,458,725 |
| 0 | 11 | 0 | 0 | 0 | 0.90 | 0 | |
| 1 | 176 | 8,921,922 | 8,921,922 | 10,769,728 | 1.35 | 608,105 | |
| HKG | -1 | 15 | -1,134,597 | -1,134,597 | -1,242,217 | 1.24 | 48,832 |
| 0 | 3 | 0 | 0 | 0 | 0.83 | 0 | |
| 1 | 22 | 1,572,577 | 1,572,577 | 1,997,522 | 1.39 | 298,446 | |
| IDN | 1 | 5 | 417,007 | 417,007 | 107,440 | 0.45 | 39,753 |
| JPN | -1 | 50 | -2,809,235 | -2,809,235 | -2,520,346 | 0.95 | 60,774 |
| 0 | 12 | 0 | 0 | 0 | 0.89 | 0 | |
| 1 | 26 | 1,911,020 | 1,911,020 | 1,434,153 | 0.74 | 289,753 | |
| MYS | 1 | 6 | 574,662 | 574,662 | 107,689 | 0.18 | 57,801 |
| NZL | -1 | 1 | -159,117 | -159,117 | -20,503 | 0.13 | 20,031 |
| PHL | -1 | 1 | -173,413 | -173,413 | -65,058 | 0.38 | 26,909 |
| SGP | -1 | 6 | -451,640 | -451,640 | -281,550 | 0.61 | 23,850 |
| THA | -1 | 10 | -195,407 | -195,407 | -90,102 | 0.56 | 4,871 |
| 0 | 4 | 0 | 0 | 0 | 0.53 | 0 | |
| 1 | 5 | 464,576 | 464,576 | 122,866 | 0.31 | 52,955 | |
| TWN | -1 | 42 | -1,237,335 | -1,237,335 | -884,107 | 0.78 | 63,112 |
| 0 | 6 | 0 | 0 | 0 | 0.55 | 0 | |
| 1 | 20 | 1,540,920 | 1,540,920 | 1,418,409 | 0.84 | 201,251 |