Generated at 15:21 on Sunday 03/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-21,298 |
| True |
-1 |
628 |
-20,234,604 |
| 0 |
62 |
0 |
| 1 |
538 |
21,789,309 |
|
target_notional |
| target_notional |
1,554,705 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-35,519 |
-21,298 |
211 |
21,298 |
12,613 |
-1.668 |
-1.000 |
0.010 |
0.592 |
| True |
2,889,618 |
1,554,705 |
3,578,317 |
42,023,913 |
835,972 |
0.069 |
0.037 |
0.085 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,388,905 |
| 0 |
0 |
| 1 |
20,278,523 |
|
alpha_notional |
| alpha_notional |
3,578,317 |
|
alpha_notional |
| pos_sign |
|
| -1 |
810,316 |
| 0 |
0 |
| 1 |
2,768,001 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
82 |
-302,111 |
2,428,638 |
176,947 |
-0.124 |
0.058 |
| CHN |
477 |
87,321 |
10,151,035 |
394,676 |
0.009 |
0.242 |
| HKG |
177 |
960,476 |
6,718,352 |
402,998 |
0.143 |
0.160 |
| IDN |
7 |
43,659 |
43,659 |
13,438 |
1.000 |
0.001 |
| JPN |
338 |
-1,050,810 |
15,963,323 |
433,043 |
-0.066 |
0.380 |
| KOR |
1 |
14,347 |
14,347 |
7,546 |
1.000 |
0.000 |
| MYS |
10 |
637,653 |
637,653 |
103,676 |
1.000 |
0.015 |
| NZL |
1 |
-160,369 |
160,369 |
40,534 |
-1.000 |
0.004 |
| PHL |
7 |
130,821 |
130,825 |
43,459 |
1.000 |
0.003 |
| SGP |
9 |
-645,063 |
645,063 |
132,062 |
-1.000 |
0.015 |
| THA |
28 |
1,511,565 |
1,587,018 |
278,664 |
0.952 |
0.038 |
| TWN |
91 |
327,216 |
3,543,631 |
244,191 |
0.092 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-1,365,375 |
| 0 |
8 |
0 |
| 1 |
21 |
1,063,264 |
| CHN |
-1 |
261 |
-5,031,857 |
| 0 |
30 |
0 |
| 1 |
186 |
5,119,178 |
| HKG |
-1 |
79 |
-2,878,938 |
| 0 |
4 |
0 |
| 1 |
94 |
3,839,414 |
| IDN |
1 |
7 |
43,659 |
| JPN |
-1 |
176 |
-8,507,066 |
| 0 |
12 |
0 |
| 1 |
150 |
7,456,257 |
| KOR |
1 |
1 |
14,347 |
| MYS |
1 |
10 |
637,653 |
| NZL |
-1 |
1 |
-160,369 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
130,823 |
| SGP |
-1 |
9 |
-645,063 |
| THA |
-1 |
1 |
-37,726 |
| 0 |
1 |
0 |
| 1 |
26 |
1,549,291 |
| TWN |
-1 |
47 |
-1,608,208 |
| 0 |
7 |
0 |
| 1 |
37 |
1,935,423 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-1,365,375 |
-1,365,375 |
-994,753 |
0.75 |
0.000 |
0.010 |
13,246 |
| 0 |
8 |
0 |
0 |
0 |
0.64 |
-0.021 |
-0.016 |
0 |
| 1 |
21 |
1,063,264 |
1,063,264 |
547,045 |
0.52 |
0.081 |
0.063 |
129,676 |
| CHN |
-1 |
261 |
-5,031,857 |
-5,031,857 |
-5,328,256 |
1.45 |
-0.093 |
-0.089 |
564,450 |
| 0 |
30 |
0 |
0 |
0 |
1.22 |
-0.125 |
-0.113 |
0 |
| 1 |
186 |
5,119,178 |
5,119,178 |
5,465,073 |
1.27 |
0.045 |
0.044 |
515,090 |
| HKG |
-1 |
79 |
-2,878,938 |
-2,878,938 |
-3,899,498 |
1.42 |
0.046 |
0.057 |
5,341 |
| 0 |
4 |
0 |
0 |
0 |
1.63 |
0.065 |
0.099 |
0 |
| 1 |
94 |
3,839,414 |
3,839,414 |
6,016,497 |
1.54 |
0.171 |
0.175 |
758,761 |
| IDN |
1 |
7 |
43,659 |
43,659 |
26,106 |
0.56 |
0.226 |
0.238 |
10,037 |
| JPN |
-1 |
176 |
-8,507,066 |
-8,507,066 |
-5,546,882 |
0.72 |
-0.012 |
-0.007 |
217,906 |
| 0 |
12 |
0 |
0 |
0 |
0.87 |
0.064 |
0.062 |
0 |
| 1 |
150 |
7,456,257 |
7,456,257 |
5,407,128 |
0.79 |
0.080 |
0.077 |
699,964 |
| KOR |
1 |
1 |
14,347 |
14,347 |
7,771 |
0.54 |
0.001 |
0.001 |
17 |
| MYS |
1 |
10 |
637,653 |
637,653 |
273,051 |
0.41 |
0.137 |
0.153 |
114,428 |
| NZL |
-1 |
1 |
-160,369 |
-160,369 |
-69,380 |
0.43 |
-0.116 |
-0.116 |
18,663 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.084 |
0.084 |
-0 |
| 1 |
6 |
130,823 |
130,823 |
51,144 |
0.44 |
0.137 |
0.130 |
23,023 |
| SGP |
-1 |
9 |
-645,063 |
-645,063 |
-493,351 |
0.67 |
0.032 |
0.039 |
-13,830 |
| THA |
-1 |
1 |
-37,726 |
-37,726 |
-38,536 |
1.02 |
0.167 |
0.167 |
-6,301 |
| 0 |
1 |
0 |
0 |
0 |
0.63 |
0.123 |
0.123 |
0 |
| 1 |
26 |
1,549,291 |
1,549,291 |
657,182 |
0.45 |
0.175 |
0.170 |
316,505 |
| TWN |
-1 |
47 |
-1,608,208 |
-1,608,208 |
-1,018,248 |
0.74 |
-0.024 |
-0.008 |
10,841 |
| 0 |
7 |
0 |
0 |
0 |
0.98 |
-0.027 |
-0.035 |
0 |
| 1 |
37 |
1,935,423 |
1,935,423 |
1,827,525 |
0.96 |
0.111 |
0.107 |
200,500 |