| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 648 | -44,260,519 |
| 0 | 30 | 0 | |
| 1 | 499 | 43,484,295 |
| target_notional | |
|---|---|
| target_notional | -776,225 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 408,862 | 87,744,814 | 0.005 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -39,148,483 |
| 0 | 0 |
| 1 | 39,557,345 |
| alpha_notional | |
|---|---|
| alpha_notional | 8,484,462 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 4,083,395 |
| 0 | 0 |
| 1 | 4,401,067 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 72 | 1,282,932 |
| CHN | 616 | -2,976,493 |
| HKG | 51 | 1,169,973 |
| IDN | 5 | 404,718 |
| JPN | 321 | -1,004,051 |
| MYS | 6 | 566,972 |
| NZL | 2 | -428,872 |
| PHL | 1 | -174,331 |
| SGP | 8 | -525,652 |
| THA | 29 | 848,333 |
| TWN | 66 | 60,246 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 37 | -3,019,950 |
| 0 | 1 | 0 | |
| 1 | 34 | 4,302,882 | |
| CHN | -1 | 336 | -24,491,579 |
| 0 | 11 | 0 | |
| 1 | 269 | 21,515,086 | |
| HKG | -1 | 20 | -2,094,139 |
| 0 | 1 | 0 | |
| 1 | 30 | 3,264,112 | |
| IDN | 0 | 1 | 0 |
| 1 | 4 | 404,718 | |
| JPN | -1 | 187 | -11,393,479 |
| 0 | 12 | 0 | |
| 1 | 122 | 10,389,428 | |
| MYS | 1 | 6 | 566,972 |
| NZL | -1 | 2 | -428,872 |
| PHL | -1 | 1 | -174,331 |
| SGP | -1 | 8 | -525,652 |
| THA | -1 | 15 | -650,728 |
| 1 | 14 | 1,499,061 | |
| TWN | -1 | 42 | -1,481,789 |
| 0 | 4 | 0 | |
| 1 | 20 | 1,542,036 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 37 | -3,019,950 | -3,019,950 | -1,282,016 | 0.56 | 117,368 |
| 0 | 1 | 0 | 0 | 0 | 0.48 | 0 | |
| 1 | 34 | 4,302,882 | 4,302,882 | 1,724,337 | 0.46 | 512,842 | |
| CHN | -1 | 336 | -24,491,579 | -24,491,579 | -24,118,128 | 1.21 | 3,729,422 |
| 0 | 11 | 0 | 0 | 0 | 1.77 | 0 | |
| 1 | 269 | 21,515,086 | 21,515,086 | 24,484,282 | 1.33 | 1,253,136 | |
| HKG | -1 | 20 | -2,094,139 | -2,094,139 | -2,451,481 | 1.08 | 120,424 |
| 0 | 1 | 0 | 0 | 0 | 1.41 | 0 | |
| 1 | 30 | 3,264,112 | 3,264,112 | 3,367,804 | 1.27 | 673,529 | |
| IDN | 0 | 1 | 0 | 0 | 0 | 0.61 | 0 |
| 1 | 4 | 404,718 | 404,718 | 103,372 | 0.41 | 44,367 | |
| JPN | -1 | 187 | -11,393,479 | -11,393,479 | -9,523,005 | 0.82 | -71,007 |
| 0 | 12 | 0 | 0 | 0 | 0.74 | 0 | |
| 1 | 122 | 10,389,428 | 10,389,428 | 7,885,564 | 0.79 | 1,447,566 | |
| MYS | 1 | 6 | 566,972 | 566,972 | 106,297 | 0.18 | 46,298 |
| NZL | -1 | 2 | -428,872 | -428,872 | -50,042 | 0.05 | 52,668 |
| PHL | -1 | 1 | -174,331 | -174,331 | -65,402 | 0.38 | 20,324 |
| SGP | -1 | 8 | -525,652 | -525,652 | -317,273 | 0.56 | 20,886 |
| THA | -1 | 15 | -650,728 | -650,728 | -295,821 | 0.51 | 13,999 |
| 1 | 14 | 1,499,061 | 1,499,061 | 474,942 | 0.43 | 209,866 | |
| TWN | -1 | 42 | -1,481,789 | -1,481,789 | -1,045,315 | 0.76 | 79,311 |
| 0 | 4 | 0 | 0 | 0 | 0.79 | 0 | |
| 1 | 20 | 1,542,036 | 1,542,036 | 1,410,747 | 0.84 | 213,463 |