| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 538 | -62,904,595 |
| 0 | 175 | 0 | |
| 1 | 456 | 62,732,225 |
| target_notional | |
|---|---|
| target_notional | -172,369 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 1,868,282 | 125,636,820 | 0.015 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -53,752,957 |
| 0 | 0 |
| 1 | 55,621,238 |
| alpha_notional | |
|---|---|
| alpha_notional | 10,995,038 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 4,332,350 |
| 0 | 0 |
| 1 | 6,662,688 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 63 | -2,582,792 |
| CHN | 591 | -939,032 |
| HKG | 100 | 3,147,278 |
| IDN | 9 | 2,093,500 |
| JPN | 249 | 681,349 |
| MYS | 11 | 2,082,014 |
| NZL | 2 | -573,620 |
| PHL | 1 | -644,608 |
| SGP | 9 | -1,770,804 |
| THA | 28 | -341,905 |
| TWN | 106 | -1,323,749 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 26 | -6,385,559 |
| 0 | 20 | 0 | |
| 1 | 17 | 3,802,768 | |
| CHN | -1 | 322 | -24,240,587 |
| 1 | 269 | 23,301,555 | |
| HKG | -1 | 37 | -5,920,992 |
| 0 | 15 | 0 | |
| 1 | 48 | 9,068,269 | |
| IDN | 0 | 1 | 0 |
| 1 | 8 | 2,093,500 | |
| JPN | -1 | 84 | -14,444,545 |
| 0 | 98 | 0 | |
| 1 | 67 | 15,125,894 | |
| MYS | 0 | 3 | 0 |
| 1 | 8 | 2,082,014 | |
| NZL | -1 | 1 | -573,620 |
| 0 | 1 | 0 | |
| PHL | -1 | 1 | -644,608 |
| SGP | -1 | 7 | -1,770,804 |
| 0 | 2 | 0 | |
| THA | -1 | 7 | -1,602,050 |
| 0 | 15 | 0 | |
| 1 | 6 | 1,260,145 | |
| TWN | -1 | 53 | -7,321,828 |
| 0 | 20 | 0 | |
| 1 | 33 | 5,998,080 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 26 | -6,385,559 | -6,385,559 | -2,432,695 | 0.53 | 670,135 |
| 0 | 20 | 0 | 0 | 0 | 0.47 | 0 | |
| 1 | 17 | 3,802,768 | 3,802,768 | 1,016,962 | 0.31 | 153,985 | |
| CHN | -1 | 322 | -24,240,587 | -24,240,587 | -29,837,326 | 1.38 | 2,009,820 |
| 1 | 269 | 23,301,555 | 23,301,555 | 28,668,251 | 1.38 | 2,171,645 | |
| HKG | -1 | 37 | -5,920,992 | -5,920,992 | -7,990,202 | 1.44 | 162,385 |
| 0 | 15 | 0 | 0 | 0 | 1.23 | 0 | |
| 1 | 48 | 9,068,269 | 9,068,269 | 11,648,356 | 1.50 | 1,639,521 | |
| IDN | 0 | 1 | 0 | 0 | 0 | 0.01 | 0 |
| 1 | 8 | 2,093,500 | 2,093,500 | 371,761 | 0.08 | 180,903 | |
| JPN | -1 | 84 | -14,444,545 | -14,444,545 | -8,386,730 | 0.66 | 371,536 |
| 0 | 98 | 0 | 0 | 0 | 0.69 | 0 | |
| 1 | 67 | 15,125,894 | 15,125,894 | 9,315,995 | 0.63 | 1,683,692 | |
| MYS | 0 | 3 | 0 | 0 | 0 | 0.06 | 0 |
| 1 | 8 | 2,082,014 | 2,082,014 | 555,064 | 0.30 | 97,137 | |
| NZL | -1 | 1 | -573,620 | -573,620 | -7,057 | 0.01 | 113,062 |
| 0 | 1 | 0 | 0 | 0 | -0.18 | 0 | |
| PHL | -1 | 1 | -644,608 | -644,608 | -177,993 | 0.28 | 133,796 |
| SGP | -1 | 7 | -1,770,804 | -1,770,804 | -648,516 | 0.38 | 150,145 |
| 0 | 2 | 0 | 0 | 0 | 0.47 | 0 | |
| THA | -1 | 7 | -1,602,050 | -1,602,050 | -311,550 | 0.25 | 284,052 |
| 0 | 15 | 0 | 0 | 0 | 0.27 | 0 | |
| 1 | 6 | 1,260,145 | 1,260,145 | 237,999 | 0.39 | 46,157 | |
| TWN | -1 | 53 | -7,321,828 | -7,321,828 | -3,960,887 | 0.59 | 437,420 |
| 0 | 20 | 0 | 0 | 0 | 0.65 | 0 | |
| 1 | 33 | 5,998,080 | 5,998,080 | 3,806,852 | 0.71 | 689,647 |