| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 629 | -45,482,671 |
| 0 | 74 | 0 | |
| 1 | 487 | 45,197,596 |
| target_notional | |
|---|---|
| target_notional | -285,075 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | -458,757 | 90,680,267 | -0.005 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -42,828,545 |
| 0 | 0 |
| 1 | 42,369,787 |
| alpha_notional | |
|---|---|
| alpha_notional | 7,972,900 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 3,775,715 |
| 0 | 0 |
| 1 | 4,197,185 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 76 | -458,276 |
| CHN | 591 | -940,030 |
| HKG | 50 | 1,194,259 |
| IDN | 4 | 396,322 |
| JPN | 343 | 126,402 |
| MYS | 6 | 563,587 |
| NZL | 2 | -430,399 |
| PHL | 1 | -167,330 |
| SGP | 9 | -789,949 |
| THA | 30 | 303,160 |
| TWN | 78 | -82,820 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 40 | -4,050,271 |
| 0 | 5 | 0 | |
| 1 | 31 | 3,591,995 | |
| CHN | -1 | 322 | -24,266,346 |
| 1 | 269 | 23,326,316 | |
| HKG | -1 | 20 | -2,157,175 |
| 1 | 30 | 3,351,434 | |
| IDN | 1 | 4 | 396,322 |
| JPN | -1 | 173 | -10,950,180 |
| 0 | 53 | 0 | |
| 1 | 117 | 11,076,582 | |
| MYS | 1 | 6 | 563,587 |
| NZL | -1 | 2 | -430,399 |
| PHL | -1 | 1 | -167,330 |
| SGP | -1 | 9 | -789,949 |
| THA | -1 | 15 | -922,499 |
| 0 | 6 | 0 | |
| 1 | 9 | 1,225,659 | |
| TWN | -1 | 47 | -1,748,521 |
| 0 | 10 | 0 | |
| 1 | 21 | 1,665,701 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 40 | -4,050,271 | -4,050,271 | -1,554,588 | 0.49 | 251,080 |
| 0 | 5 | 0 | 0 | 0 | 0.20 | 0 | |
| 1 | 31 | 3,591,995 | 3,591,995 | 737,203 | 0.42 | 245,884 | |
| CHN | -1 | 322 | -24,266,346 | -24,266,346 | -29,869,154 | 1.38 | 3,226,296 |
| 1 | 269 | 23,326,316 | 23,326,316 | 28,698,995 | 1.38 | 1,353,375 | |
| HKG | -1 | 20 | -2,157,175 | -2,157,175 | -2,898,318 | 1.21 | 128,143 |
| 1 | 30 | 3,351,434 | 3,351,434 | 3,628,952 | 1.35 | 659,079 | |
| IDN | 1 | 4 | 396,322 | 396,322 | 51,162 | -0.17 | 40,740 |
| JPN | -1 | 173 | -10,950,180 | -10,950,180 | -6,955,817 | 0.64 | -104,931 |
| 0 | 53 | 0 | 0 | 0 | 0.74 | 0 | |
| 1 | 117 | 11,076,582 | 11,076,582 | 7,898,436 | 0.73 | 1,505,365 | |
| MYS | 1 | 6 | 563,587 | 563,587 | 52,694 | 0.10 | 27,153 |
| NZL | -1 | 2 | -430,399 | -430,399 | 1,662 | -0.08 | 64,919 |
| PHL | -1 | 1 | -167,330 | -167,330 | -46,207 | 0.28 | 14,384 |
| SGP | -1 | 9 | -789,949 | -789,949 | -303,306 | 0.40 | 46,165 |
| THA | -1 | 15 | -922,499 | -922,499 | -271,501 | 0.31 | 53,503 |
| 0 | 6 | 0 | 0 | 0 | 0.31 | 0 | |
| 1 | 9 | 1,225,659 | 1,225,659 | 174,715 | 0.25 | 144,136 | |
| TWN | -1 | 47 | -1,748,521 | -1,748,521 | -931,317 | 0.57 | 96,156 |
| 0 | 10 | 0 | 0 | 0 | 0.68 | 0 | |
| 1 | 21 | 1,665,701 | 1,665,701 | 1,127,630 | 0.64 | 221,454 |