Generated at 15:24 on Monday 02/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-20,698,441 |
| 0 |
70 |
0 |
| 1 |
510 |
21,404,913 |
|
target_notional |
| target_notional |
706,472 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,281,321 |
706,472 |
3,792,237 |
42,103,354 |
871,655 |
0.078 |
0.017 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,058,685 |
| 0 |
0 |
| 1 |
21,340,006 |
|
alpha_notional |
| alpha_notional |
3,792,237 |
|
alpha_notional |
| pos_sign |
|
| -1 |
961,478 |
| 0 |
0 |
| 1 |
2,830,759 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
89 |
-633,501 |
2,644,620 |
173,815 |
-0.240 |
0.063 |
| CHN |
461 |
-946,788 |
9,555,732 |
421,459 |
-0.099 |
0.227 |
| HKG |
169 |
1,397,765 |
7,048,382 |
517,049 |
0.198 |
0.167 |
| IDN |
1 |
1,441 |
1,441 |
847 |
1.000 |
0.000 |
| JPN |
326 |
-998,945 |
16,712,990 |
482,530 |
-0.060 |
0.397 |
| KOR |
1 |
17,026 |
17,026 |
8,721 |
1.000 |
0.000 |
| MYS |
5 |
183,362 |
183,362 |
31,116 |
1.000 |
0.004 |
| NZL |
3 |
-166,299 |
166,299 |
37,319 |
-1.000 |
0.004 |
| PHL |
7 |
128,919 |
128,924 |
30,011 |
1.000 |
0.003 |
| SGP |
9 |
-406,623 |
420,737 |
80,165 |
-0.966 |
0.010 |
| THA |
29 |
1,214,649 |
1,587,800 |
242,351 |
0.765 |
0.038 |
| TWN |
87 |
915,466 |
3,636,039 |
308,975 |
0.252 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-1,639,061 |
| 0 |
5 |
0 |
| 1 |
29 |
1,005,560 |
| CHN |
-1 |
251 |
-5,251,260 |
| 0 |
30 |
0 |
| 1 |
180 |
4,304,472 |
| HKG |
-1 |
82 |
-2,825,309 |
| 0 |
7 |
0 |
| 1 |
80 |
4,223,073 |
| IDN |
1 |
1 |
1,441 |
| JPN |
-1 |
170 |
-8,855,968 |
| 0 |
26 |
0 |
| 1 |
130 |
7,857,023 |
| KOR |
1 |
1 |
17,026 |
| MYS |
1 |
5 |
183,362 |
| NZL |
-1 |
3 |
-166,299 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
128,922 |
| SGP |
-1 |
7 |
-413,680 |
| 1 |
2 |
7,057 |
| THA |
-1 |
3 |
-186,575 |
| 1 |
26 |
1,401,224 |
| TWN |
-1 |
35 |
-1,360,287 |
| 0 |
2 |
0 |
| 1 |
50 |
2,275,753 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-1,639,061 |
-1,639,061 |
-1,030,661 |
0.61 |
-0.023 |
-0.014 |
46,089 |
| 0 |
5 |
0 |
0 |
0 |
0.65 |
0.018 |
0.034 |
0 |
| 1 |
29 |
1,005,560 |
1,005,560 |
551,998 |
0.55 |
0.077 |
0.093 |
100,116 |
| CHN |
-1 |
251 |
-5,251,260 |
-5,251,260 |
-5,498,202 |
1.46 |
-0.094 |
-0.088 |
578,640 |
| 0 |
30 |
0 |
0 |
0 |
1.24 |
-0.092 |
-0.089 |
0 |
| 1 |
180 |
4,304,472 |
4,304,472 |
4,866,996 |
1.34 |
0.022 |
0.015 |
293,100 |
| HKG |
-1 |
82 |
-2,825,309 |
-2,825,309 |
-3,770,010 |
1.40 |
0.016 |
0.037 |
94,755 |
| 0 |
7 |
0 |
0 |
0 |
1.93 |
0.181 |
0.182 |
0 |
| 1 |
80 |
4,223,073 |
4,223,073 |
7,191,010 |
1.63 |
0.171 |
0.171 |
854,598 |
| IDN |
1 |
1 |
1,441 |
1,441 |
2,140 |
1.48 |
0.116 |
0.116 |
168 |
| JPN |
-1 |
170 |
-8,855,968 |
-8,855,968 |
-6,525,463 |
0.82 |
-0.026 |
-0.026 |
319,866 |
| 0 |
26 |
0 |
0 |
0 |
0.91 |
0.016 |
0.008 |
0 |
| 1 |
130 |
7,857,023 |
7,857,023 |
5,773,903 |
0.72 |
0.107 |
0.101 |
922,401 |
| KOR |
1 |
1 |
17,026 |
17,026 |
8,470 |
0.50 |
-0.033 |
-0.033 |
-566 |
| MYS |
1 |
5 |
183,362 |
183,362 |
81,226 |
0.36 |
0.137 |
0.175 |
21,819 |
| NZL |
-1 |
3 |
-166,299 |
-166,299 |
-67,381 |
0.33 |
-0.127 |
-0.116 |
19,553 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.126 |
0.126 |
-0 |
| 1 |
6 |
128,922 |
128,922 |
40,336 |
0.42 |
0.125 |
0.126 |
19,025 |
| SGP |
-1 |
7 |
-413,680 |
-413,680 |
-306,012 |
0.69 |
0.021 |
0.030 |
3,284 |
| 1 |
2 |
7,057 |
7,057 |
3,955 |
0.59 |
0.096 |
0.096 |
620 |
| THA |
-1 |
3 |
-186,575 |
-186,575 |
-29,010 |
0.22 |
0.068 |
0.068 |
-2,912 |
| 1 |
26 |
1,401,224 |
1,401,224 |
654,753 |
0.42 |
0.173 |
0.164 |
306,431 |
| TWN |
-1 |
35 |
-1,360,287 |
-1,360,287 |
-831,945 |
0.70 |
0.058 |
0.064 |
-97,797 |
| 0 |
2 |
0 |
0 |
0 |
2.13 |
0.159 |
0.159 |
0 |
| 1 |
50 |
2,275,753 |
2,275,753 |
2,165,220 |
0.97 |
0.127 |
0.120 |
313,047 |