| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 367 | -16,810,048 |
| 0 | 35 | 0 | |
| 1 | 255 | 16,952,148 |
| target_notional | |
|---|---|
| target_notional | 142,100 |
| rawBeta_notional | target_notional | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 840,630 | 142,100 | 5.92 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -16,125,656 |
| 0 | 0 |
| 1 | 16,966,285 |
| alpha_notional | |
|---|---|
| alpha_notional | 3,544,559 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 1,685,307 |
| 0 | 0 |
| 1 | 1,859,252 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 26 | 512,408 |
| CHN | 400 | -1,012,876 |
| HKG | 36 | 424,188 |
| IDN | 5 | 416,908 |
| JPN | 75 | -490,699 |
| MYS | 8 | 568,016 |
| NZL | 2 | -157,221 |
| PHL | 2 | -174,447 |
| SGP | 6 | -484,770 |
| THA | 17 | 218,932 |
| TWN | 80 | 321,659 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 14 | -396,699 |
| 0 | 3 | 0 | |
| 1 | 9 | 909,107 | |
| CHN | -1 | 231 | -9,927,860 |
| 0 | 12 | 0 | |
| 1 | 157 | 8,914,984 | |
| HKG | -1 | 15 | -1,144,408 |
| 1 | 21 | 1,568,596 | |
| IDN | 1 | 5 | 416,908 |
| JPN | -1 | 46 | -3,025,859 |
| 1 | 29 | 2,535,160 | |
| MYS | 0 | 2 | 0 |
| 1 | 6 | 568,016 | |
| NZL | -1 | 1 | -157,221 |
| 0 | 1 | 0 | |
| PHL | -1 | 1 | -174,447 |
| 0 | 1 | 0 | |
| SGP | -1 | 6 | -484,770 |
| THA | -1 | 10 | -206,108 |
| 0 | 1 | 0 | |
| 1 | 6 | 425,039 | |
| TWN | -1 | 43 | -1,292,677 |
| 0 | 15 | 0 | |
| 1 | 22 | 1,614,336 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 14 | -396,699 | -396,699 | -171,630 | 0.65 | 37,526 |
| 0 | 3 | 0 | 0 | 0 | 0.48 | 0 | |
| 1 | 9 | 909,107 | 909,107 | 326,322 | 0.37 | 134,350 | |
| CHN | -1 | 231 | -9,927,860 | -9,927,860 | -10,877,217 | 1.24 | 1,323,165 |
| 0 | 12 | 0 | 0 | 0 | 1.29 | 0 | |
| 1 | 157 | 8,914,984 | 8,914,984 | 10,849,683 | 1.34 | 653,713 | |
| HKG | -1 | 15 | -1,144,408 | -1,144,408 | -1,127,364 | 1.12 | 53,925 |
| 1 | 21 | 1,568,596 | 1,568,596 | 1,959,596 | 1.45 | 335,253 | |
| IDN | 1 | 5 | 416,908 | 416,908 | 108,167 | 0.45 | 33,490 |
| JPN | -1 | 46 | -3,025,859 | -3,025,859 | -2,508,675 | 0.87 | 88,734 |
| 1 | 29 | 2,535,160 | 2,535,160 | 2,043,921 | 0.76 | 354,821 | |
| MYS | 0 | 2 | 0 | 0 | 0 | 0.55 | 0 |
| 1 | 6 | 568,016 | 568,016 | 106,561 | 0.18 | 64,737 | |
| NZL | -1 | 1 | -157,221 | -157,221 | -20,259 | 0.13 | 22,321 |
| 0 | 1 | 0 | 0 | 0 | -0.02 | 0 | |
| PHL | -1 | 1 | -174,447 | -174,447 | -65,446 | 0.38 | 24,716 |
| 0 | 1 | 0 | 0 | 0 | 0.53 | 0 | |
| SGP | -1 | 6 | -484,770 | -484,770 | -301,810 | 0.61 | 37,985 |
| THA | -1 | 10 | -206,108 | -206,108 | -118,252 | 0.56 | 10,050 |
| 0 | 1 | 0 | 0 | 0 | 0.27 | 0 | |
| 1 | 6 | 425,039 | 425,039 | 116,992 | 0.43 | 55,742 | |
| TWN | -1 | 43 | -1,292,677 | -1,292,677 | -935,002 | 0.79 | 86,886 |
| 0 | 15 | 0 | 0 | 0 | 0.82 | 0 | |
| 1 | 22 | 1,614,336 | 1,614,336 | 1,455,044 | 0.82 | 227,147 |