| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 551 | -29,554,718 |
| 0 | 34 | 0 | |
| 1 | 415 | 29,794,101 |
| target_notional | |
|---|---|
| target_notional | 239,383 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 774,496 | 59,348,819 | 0.013 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -26,704,542 |
| 0 | 0 |
| 1 | 27,479,038 |
| alpha_notional | |
|---|---|
| alpha_notional | 6,054,922 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 2,896,702 |
| 0 | 0 |
| 1 | 3,158,221 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 62 | 1,641,401 |
| CHN | 519 | -1,515,791 |
| HKG | 43 | 566,924 |
| IDN | 5 | 418,117 |
| JPN | 262 | -1,081,079 |
| MYS | 6 | 574,329 |
| NZL | 2 | -286,034 |
| PHL | 1 | -174,468 |
| SGP | 6 | -472,066 |
| THA | 27 | 371,234 |
| TWN | 67 | 196,817 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 35 | -1,635,661 |
| 1 | 27 | 3,277,062 | |
| CHN | -1 | 286 | -16,197,261 |
| 0 | 8 | 0 | |
| 1 | 225 | 14,681,470 | |
| HKG | -1 | 17 | -1,547,975 |
| 1 | 26 | 2,114,899 | |
| IDN | 1 | 5 | 418,117 |
| JPN | -1 | 147 | -7,373,260 |
| 0 | 21 | 0 | |
| 1 | 94 | 6,292,181 | |
| MYS | 1 | 6 | 574,329 |
| NZL | -1 | 2 | -286,034 |
| PHL | -1 | 1 | -174,468 |
| SGP | -1 | 6 | -472,066 |
| THA | -1 | 14 | -530,598 |
| 0 | 1 | 0 | |
| 1 | 12 | 901,832 | |
| TWN | -1 | 43 | -1,337,395 |
| 0 | 4 | 0 | |
| 1 | 20 | 1,534,212 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 35 | -1,635,661 | -1,635,661 | -771,569 | 0.60 | 70,954 |
| 1 | 27 | 3,277,062 | 3,277,062 | 1,292,229 | 0.44 | 531,044 | |
| CHN | -1 | 286 | -16,197,261 | -16,197,261 | -16,156,939 | 1.23 | 2,469,271 |
| 0 | 8 | 0 | 0 | 0 | 1.44 | 0 | |
| 1 | 225 | 14,681,470 | 14,681,470 | 17,429,251 | 1.36 | 925,368 | |
| HKG | -1 | 17 | -1,547,975 | -1,547,975 | -1,811,679 | 1.19 | 90,713 |
| 1 | 26 | 2,114,899 | 2,114,899 | 2,397,769 | 1.30 | 413,907 | |
| IDN | 1 | 5 | 418,117 | 418,117 | 107,812 | 0.45 | 36,378 |
| JPN | -1 | 147 | -7,373,260 | -7,373,260 | -6,375,758 | 0.87 | 78,005 |
| 0 | 21 | 0 | 0 | 0 | 0.77 | 0 | |
| 1 | 94 | 6,292,181 | 6,292,181 | 4,474,432 | 0.74 | 882,980 | |
| MYS | 1 | 6 | 574,329 | 574,329 | 107,667 | 0.18 | 60,318 |
| NZL | -1 | 2 | -286,034 | -286,034 | -35,660 | 0.05 | 34,907 |
| PHL | -1 | 1 | -174,468 | -174,468 | -65,454 | 0.38 | 31,532 |
| SGP | -1 | 6 | -472,066 | -472,066 | -292,180 | 0.61 | 23,387 |
| THA | -1 | 14 | -530,598 | -530,598 | -239,625 | 0.53 | 19,703 |
| 0 | 1 | 0 | 0 | 0 | 0.42 | 0 | |
| 1 | 12 | 901,832 | 901,832 | 261,850 | 0.36 | 107,554 | |
| TWN | -1 | 43 | -1,337,395 | -1,337,395 | -955,678 | 0.76 | 78,229 |
| 0 | 4 | 0 | 0 | 0 | 0.60 | 0 | |
| 1 | 20 | 1,534,212 | 1,534,212 | 1,408,027 | 0.84 | 200,671 |