total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -848,851 28,326,228 107 402,182,904 -0.002

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
5 0291.HK @CHINA288 HK 1.6622 10.0000 0.164 4,781 1.0000 -1 0.0000 -1,000 3.0702 -3,070 3,070 -503
16 1519.HK @JTGLO1 HK 1.4741 2.0000 0.016 6,365 1.0000 -1 -0.0008 -90,600 0.8637 -78,254 78,254 -1,274
23 1795.TW @LOTUS3 TW 0.8056 1.0000 0.012 1,217 1.0000 -1 -0.0027 -36,000 7.3837 -265,813 265,813 -3,068
49 9001.T @TOBUR1 JP 0.2687 1.0000 -0.004 3,407 -1.0000 1 0.0150 88,800 16.9334 1,503,686 1,503,686 -5,447
83 1378.HK @CHINA1377 HK 1.6116 7.0000 0.085 5,453 1.0000 -1 0.0000 -1,500 2.0969 -3,145 3,145 -266
95 2543.TW @HWANG2 TW 1.2978 1.0000 0.002 722 1.0000 -1 0.0000 -177 2.9366 -520 520 -1
99 1101.TW @TAIWA69 TW 0.4939 1.0000 0.002 6,747 1.0000 -1 -0.0034 -377,000 0.8935 -336,834 336,834 -633
101 2400.HK @XDINC1 HK 1.6932 6.0000 0.076 2,993 1.0000 -1 -0.0006 -10,600 6.0767 -64,413 64,413 -4,876
102 0763.HK @ZTECO2 HK 1.9305 9.0000 0.138 2,199 1.0000 -1 0.0000 -1,600 2.9109 -4,658 4,658 -640
103 4088.T @AIRWA2 JP 0.6604 1.0000 -0.001 3,335 -1.0000 1 0.0212 145,900 14.5173 2,118,073 2,118,073 -3,038
105 4203.T @SUMIT28 JP 0.9751 1.0000 -0.010 2,289 -1.0000 1 0.0046 17,000 27.1279 461,174 461,174 -4,661
121 1109.HK @CHINA182 HK 1.5900 3.0000 0.027 9,866 1.0000 -1 -0.0007 -21,500 3.4587 -74,363 74,363 -1,993
124 6618.HK @JDHEA1 HK 2.0594 9.0000 0.139 5,597 1.0000 -1 0.0000 -150 5.2996 -795 795 -111
141 1833.HK @PAGOO1 HK 1.9186 8.0000 0.121 1,025 1.0000 -1 0.0000 -977 1.0090 -986 986 -120
143 6979.HK @ZJLDG1 HK 1.7569 4.0000 0.039 2,612 1.0000 -1 -0.0000 -1,600 0.7707 -1,233 1,233 -49
154 0189.HK @DONGY26 HK 1.5608 2.0000 0.022 2,205 1.0000 -1 -0.0004 -30,000 1.2727 -38,180 38,180 -853
155 0998.HK @CHINA536 HK 0.7600 6.0000 0.064 9,416 1.0000 -1 -0.0006 -61,000 0.9886 -60,303 60,303 -3,879
158 5871.TW @CHAIL1 TW 1.1430 6.0000 0.075 6,845 1.0000 -1 -0.0019 -46,000 4.0796 -187,660 187,660 -14,054
161 2327.TW @YAGEO2 TW 0.8826 6.0000 0.071 7,761 1.0000 -1 -0.0010 -6,000 15.9305 -95,583 95,583 -6,803
162 1803.T @SHIMI2 JP 0.3127 1.0000 0.009 6,539 1.0000 -1 -0.0004 -3,500 10.9929 -38,475 38,475 -333
165 3288.T @OPENH1 JP 0.2496 2.0000 0.019 5,295 1.0000 -1 -0.0037 -8,500 43.8754 -372,941 372,941 -7,169
166 1303.TW @NANYA7 TW 0.9088 2.0000 0.014 5,629 1.0000 -1 -0.0005 -56,000 0.9592 -53,715 53,715 -767
167 0019.HK @SWIRE4 HK 0.5720 5.0000 0.057 2,915 1.0000 -1 -0.0094 -108,000 8.7010 -939,705 939,705 -53,557
172 6952.T @CASIO5 JP 0.5344 2.0000 -0.023 1,782 -1.0000 1 0.0067 89,900 7.4961 673,902 673,902 -15,336
178 6724.T @SEIKO5 JP 0.7455 1.0000 -0.002 4,792 -1.0000 1 0.0051 39,500 12.8274 506,682 506,682 -804
180 0836.HK @CHINA276 HK 0.5962 2.0000 0.022 5,418 1.0000 -1 -0.0198 -796,000 2.4918 -1,983,485 1,983,485 -43,210
185 4816.T @TOEIA1 JP 0.0367 1.0000 0.007 2,215 1.0000 -1 -0.0011 -4,800 22.4402 -107,713 107,713 -750
197 4324.T @DENTS4 JP 0.8384 1.0000 0.001 5,011 1.0000 -1 -0.0014 -6,400 21.6692 -138,683 138,683 -196
203 CPU.AX @COMPU62 AU 0.3819 3.0000 0.032 15,531 1.0000 0 0.0000 0 26.7418 0 0 0
205 3289.T @TOKYU20 JP 0.5642 3.0000 0.026 4,437 1.0000 0 0.0000 0 7.3378 0 0 0
216 6055.HK @CHINA2407 HK 1.4294 6.0000 0.073 790 1.0000 -1 -0.0040 -97,000 4.0766 -395,429 395,429 -29,054
245 1821.HK @ESRAA1 HK 0.3212 3.0000 0.031 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -24,805
254 5880.TW @TWCOO1 TW 0.4077 2.0000 0.018 12,730 1.0000 -1 -0.0056 -670,000 0.8361 -560,216 560,216 -10,099
255 2229.T @CALBE1 JP 0.2409 1.0000 -0.002 1,670 -1.0000 1 0.0026 13,600 18.8883 256,881 256,881 -477
257 2264.T @MORIN6 JP 0.2672 1.0000 -0.007 2,015 -1.0000 1 0.0035 15,300 22.6261 346,179 346,179 -2,289
270 6865.HK @FLATG7 HK 1.8836 3.0000 0.025 441 1.0000 0 -0.0000 0 1.0510 0 0 0
283 2317.TW @HONHA4 TW 1.2306 6.0000 0.068 73,065 1.0000 -1 -0.0036 -68,000 5.2596 -357,653 357,653 -24,170
285 4912.T @LIONC3 JP 0.1713 1.0000 0.002 2,937 1.0000 -1 -0.0019 -18,400 10.4973 -193,151 193,151 -460
286 9962.T @MISUM3 JP 0.9241 1.0000 -0.002 3,772 -1.0000 1 0.0004 3,400 13.2301 44,982 44,982 -102
354 8630.T @NKSJH1 JP 0.7005 1.0000 0.011 28,913 1.0000 0 0.0000 0 30.9482 0 0 0
359 5388.TW @SERCO6 TW 1.0526 2.0000 0.014 974 1.0000 -1 -0.0002 -7,000 3.2468 -22,728 22,728 -311
360 SGP.AX @STOCK40 AU 0.2032 1.0000 0.002 8,640 1.0000 -1 -0.0011 -29,224 3.6001 -105,209 105,209 -244
361 3037.TW @UNIMI2 TW 1.2236 2.0000 0.017 4,644 1.0000 -1 -0.0009 -26,000 3.4895 -90,728 90,728 -1,574
370 MTS.AX @METCA2 AU 0.2672 2.0000 -0.019 2,603 -1.0000 1 0.0011 47,788 2.3699 113,250 113,250 -2,097
380 6113.T @AMADA1 JP 0.9494 3.0000 -0.025 3,442 -1.0000 1 0.0025 24,000 10.4870 251,688 251,688 -6,168
385 8601.T @DAIWA22 JP 1.0467 4.0000 0.045 10,959 1.0000 0 0.0000 0 6.9833 0 0 0
388 6305.T @HITAC41 JP 1.0114 1.0000 -0.002 2,782 -1.0000 1 0.0030 9,900 30.0740 297,733 297,733 -453
394 6141.T @MORIS3 JP 1.3067 2.0000 -0.019 3,032 -1.0000 1 0.0003 1,300 21.3044 27,696 27,696 -516
396 4204.T @SEKIS5 JP 0.5755 1.0000 -0.011 7,529 -1.0000 0 0.0000 0 17.0917 0 0 -0
401 WBC.AX @WESTP10 AU 0.1740 3.0000 0.035 73,165 1.0000 0 0.0000 0 21.3805 0 0 0
410 1878.T @DAITO2 JP 0.2020 1.0000 0.004 7,188 1.0000 -1 -0.0003 -300 109.7918 -32,938 32,938 -134
411 2884.TW @ESUNF1 TW 0.5192 3.0000 0.032 17,258 1.0000 -1 -0.0002 -22,000 1.0789 -23,736 23,736 -756
416 4205.T @ZEONC2 JP 0.7740 7.0000 -0.088 2,128 -1.0000 0 -0.0000 0 9.8847 0 0 -0
427 1024.HK @KUAIS1 HK 2.1958 9.0000 0.145 21,358 1.0000 -1 -0.0022 -30,000 7.4143 -222,429 222,429 -32,243
428 9104.T @MITSU91 JP 0.4381 2.0000 0.013 12,081 1.0000 0 0.0000 0 33.2955 0 0 0
441 7735.T @DAINI14 JP 1.1421 2.0000 -0.022 7,748 -1.0000 1 0.0027 3,600 76.2691 274,569 274,569 -5,979
442 035420.KS @NHNCO1 KR 0.4737 5.0000 -0.059 27,922 -1.0000 1 0.0050 2,831 176.2366 498,926 498,926 -29,360
445 1605.T @INPEX3 JP 0.9088 2.0000 -0.018 14,603 -1.0000 1 0.0028 18,800 14.8684 279,525 279,525 -4,951
450 9992.HK @POPMA2 HK 1.1874 8.0000 0.103 44,926 1.0000 -1 -0.0047 -14,000 33.4535 -468,349 468,349 -48,236
453 6856.T @HORIB1 JP 1.1875 2.0000 -0.014 3,029 -1.0000 1 0.0004 600 71.7260 43,036 43,036 -583
456 2891.TW @CHINA244 TW 0.6293 2.0000 0.021 28,559 1.0000 -1 -0.0114 -785,000 1.4531 -1,140,711 1,140,711 -24,214
457 3800.HK @GCLPO1 HK 2.2345 1.0000 -0.011 3,157 -1.0000 0 0.0000 0 0.1108 0 0 -0
458 058470.KQ @LEENO1 KR 0.7851 1.0000 -0.006 2,769 -1.0000 1 0.0039 10,764 36.3330 391,088 391,088 -2,208
459 APA.AX @AUSTP9 AU 0.0956 2.0000 -0.018 7,163 -1.0000 1 0.0048 86,480 5.4908 474,845 474,845 -8,417
473 005930.KS @SAMSU48 KR 0.5383 3.0000 -0.031 243,398 -1.0000 1 0.0027 6,201 43.2811 268,386 268,386 -8,311
476 066570.KS @LGELE11 KR 0.5080 1.0000 -0.008 5,682 -1.0000 1 0.0005 860 53.4138 45,936 45,936 -384
479 VNT.AX @VENTI5 AU 0.2472 1.0000 -0.001 2,715 -1.0000 1 0.0004 12,132 3.2375 39,277 39,277 -57
481 CTD.AX @CORPO51 AU 0.7958 5.0000 -0.057 1,262 -1.0000 0 -0.0000 0 8.6247 0 0 -0
484 1071.HK @HUADI2 HK 0.7286 2.0000 0.016 824 1.0000 -1 -0.0005 -88,000 0.6064 -53,363 53,363 -840
486 0177.HK @JIANG6 HK 0.1800 4.0000 0.036 1,778 1.0000 -1 -0.0001 -8,000 1.4548 -11,639 11,639 -418
498 3939.HK @WANGU1 HK 0.6137 1.0000 0.001 3,723 1.0000 -1 -0.0008 -20,000 4.0893 -81,787 81,787 -44
523 9868.HK @XPENG2 HK 2.4665 7.0000 0.079 13,750 1.0000 -1 -0.0004 -4,000 9.4080 -37,632 37,632 -2,960
527 1288.HK @AGRIC28 HK 0.6282 7.0000 0.083 21,851 1.0000 -1 -0.0048 -678,000 0.7109 -481,960 481,960 -40,157
529 0939.HK @CHINA377 HK 0.7628 7.0000 0.088 234,301 1.0000 -1 -0.0211 -2,164,000 0.9746 -2,108,947 2,108,947 -185,802
535 9843.T @NITOR1 JP -0.1468 1.0000 0.011 9,057 1.0000 -1 -0.0032 -3,300 96.5066 -318,472 318,472 -3,637
539 6301.T @KOMAT8 JP 0.9868 1.0000 0.002 29,339 1.0000 -1 -0.0043 -13,900 30.8518 -428,840 428,840 -1,040
540 003490.KS @KOREA192 KR 0.3235 2.0000 -0.013 4,211 -1.0000 1 0.0002 1,396 15.4524 21,572 21,572 -288
550 3407.T @ASAHI19 JP 0.6019 1.0000 -0.003 9,151 -1.0000 0 0.0000 0 6.7004 0 0 -0
552 5020.T @JXHOL1 JP 1.0364 2.0000 -0.014 13,726 -1.0000 0 0.0000 0 5.0711 0 0 -0
553 0027.HK @KWAHC2 HK 1.4954 9.0000 0.154 14,346 1.0000 0 0.0000 0 4.2040 0 0 0
557 2881.TW @FUBON8 TW 0.6529 7.0000 0.080 33,826 1.0000 -1 -0.0004 -12,000 2.9467 -35,361 35,361 -2,843
560 1398.HK @INDUS124 HK 0.7340 9.0000 0.137 67,116 1.0000 -1 -0.0030 -388,000 0.7733 -300,032 300,032 -41,036
567 1088.HK @CHINA352 HK 0.5407 4.0000 0.045 15,016 1.0000 -1 -0.0024 -54,000 4.4460 -240,086 240,086 -10,838
579 4091.T @NIPPO91 JP 0.7211 1.0000 -0.003 8,123 -1.0000 1 0.0004 1,000 38.2791 38,279 38,279 -97
581 4689.T @YAHOO6 JP 0.4685 2.0000 0.017 10,250 1.0000 0 0.0000 0 3.7701 0 0 0
583 CMLT.SI @CAPIT88 SG NaN NaN nan 12,345 NaN -1 -0.0000 -16 1.6871 -27 27 nan
592 3186.T @NEXTA6 JP 0.9162 7.0000 -0.097 617 -1.0000 0 -0.0000 0 11.7295 0 0 -0
593 8308.T @RESON3 JP 1.1081 1.0000 0.005 20,939 1.0000 0 0.0000 0 9.0759 0 0 0
639 601390.SH @CHINA696 CN 0.7623 3.0000 0.024 6,903 1.0000 -1 0.0000 -99 0.7641 -76 76 -2
648 601333.SH @GUANG102 CN 0.7023 3.0000 -0.032 1,209 -1.0000 1 0.0000 78 0.4036 31 31 -1
657 688252.SH @JADAR3 CN 1.9010 3.0000 -0.033 435 -1.0000 1 0.0000 44 3.3263 146 146 -5
662 300773.ZK @LAKAL1 CN 1.9528 4.0000 0.037 2,384 1.0000 0 0.0000 0 4.1432 0 0 0
673 688025.SH @SHENZ288 CN 2.4085 NaN nan 768 NaN 1 -0.0000 85 9.3929 798 798 nan
689 688772.SH @ZHUHA19 CN 2.0745 4.0000 -0.037 1,718 -1.0000 1 0.0000 68 1.9707 134 134 -5
694 300379.ZK @BEIJI135 CN 1.4755 NaN nan 414 NaN -1 -0.0000 -89 0.7418 -66 66 nan
708 002017.ZK @ZHUHA5 CN 1.5018 5.0000 -0.058 727 -1.0000 1 0.0055 244,800 2.2351 547,165 547,165 -31,868
713 688169.SH @BEIJI316 CN 1.4858 3.0000 0.030 5,376 1.0000 -1 0.0000 -99 29.0806 -2,879 2,879 -88
734 688041.SH @HYGON1 CN 1.1792 1.0000 0.012 18,298 1.0000 -1 0.0000 -61 18.7441 -1,143 1,143 -13
735 688599.SH @TRINA7 CN 1.7805 5.0000 -0.050 3,047 -1.0000 1 0.0000 89 1.9693 175 175 -9
736 603355.SH @KINGC7 CN 1.5056 4.0000 0.041 654 1.0000 -1 0.0000 -13 3.0813 -40 40 -2
739 688106.SH @SUZHO69 CN 1.5346 1.0000 -0.005 1,147 -1.0000 1 0.0000 48 2.3799 114 114 -1
740 600248.SH @YANGL1 CN 0.8459 1.0000 0.005 674 1.0000 -1 0.0000 -64 0.5261 -34 34 -0
744 000538.ZK @YUNNA10 CN 0.6209 3.0000 0.034 5,628 1.0000 -1 0.0000 -80 7.6936 -615 615 -21
745 600780.SH @SHANX15 CN 1.2126 4.0000 0.045 412 1.0000 0 0.0000 0 0.8350 0 0 0
754 601229.SH @BANKO594 CN 0.3237 1.0000 -0.010 15,049 -1.0000 1 0.0000 16 1.4920 24 24 -0
761 002405.ZK @NAVIN2 CN 1.8644 8.0000 -0.102 2,504 -1.0000 0 0.0000 0 1.1231 0 0 -0
763 603233.SH @DASHE1 CN 0.9267 1.0000 0.007 2,509 1.0000 -1 0.0000 -80 2.2031 -176 176 -1
769 601669.SH @SINOH12 CN 0.8039 1.0000 0.003 5,431 1.0000 -1 -0.0044 -651,538 0.6708 -437,067 437,067 -1,172
779 601319.SH @THEPE2 CN 1.0057 7.0000 0.094 41,895 1.0000 -1 0.0000 -93 1.1802 -110 110 -10
787 000065.ZK @NORIN1 CN 1.3584 5.0000 0.056 711 1.0000 -1 0.0000 -70 1.3820 -97 97 -5
790 688036.SH @SHENZ287 CN 1.0641 4.0000 -0.044 5,753 -1.0000 1 0.0000 29 11.2119 325 325 -14
791 002821.ZK @ASYMC1 CN 1.7144 2.0000 0.015 2,565 1.0000 -1 0.0000 -63 11.8480 -746 746 -11
798 601919.SH @CHINA565 CN 0.9213 4.0000 -0.037 11,757 -1.0000 1 0.0000 95 2.2741 216 216 -8
801 002609.ZK @SHENZ94 CN 1.8832 3.0000 -0.023 836 -1.0000 1 0.0005 34,900 1.4892 51,972 51,972 -1,213
809 603659.SH @PUTAI1 CN 1.7599 8.0000 -0.102 4,088 -1.0000 1 0.0000 74 2.3910 177 177 -18
827 603063.SH @SHENZ257 CN 1.6703 4.0000 -0.039 1,609 -1.0000 0 0.0000 0 4.3812 0 0 -0
828 002053.ZK @YUNNA17 CN 0.9786 1.0000 -0.001 392 -1.0000 1 0.0062 394,700 1.5782 622,933 622,933 -454
831 600104.SH @SAUTO1 CN 0.8324 3.0000 0.031 7,876 1.0000 -1 0.0000 -99 2.1948 -217 217 -7
920 601166.SH @INDUS132 CN 0.6421 2.0000 0.018 52,817 1.0000 -1 -0.0038 -114,400 3.3277 -380,686 380,686 -6,797
933 002916.ZK @SHENN1 CN 1.7985 8.0000 -0.101 9,613 -1.0000 1 0.0000 30 14.4185 433 433 -44
960 600016.SH @CHINA214 CN 0.5635 1.0000 0.002 14,738 1.0000 -1 -0.0267 -4,043,900 0.6597 -2,667,718 2,667,718 -5,943
963 600926.SH @BANKO586 CN 0.5384 4.0000 0.045 11,159 1.0000 -1 0.0000 -87 2.3061 -201 201 -9
1007 601825.SH @SHANG375 CN 0.2835 6.0000 0.074 8,788 1.0000 0 0.0000 0 1.3806 0 0 0
1015 601336.SH @XINHU5 CN 1.5644 4.0000 0.039 13,321 1.0000 0 0.0000 0 7.7896 0 0 0
1039 601899.SH @ZIJIN2 CN 1.0436 1.0000 -0.000 37,669 -1.0000 0 0.0000 0 2.6137 0 0 -0
1051 600053.SH @JIANG5 CN 1.7126 7.0000 -0.084 252 -1.0000 0 0.0000 0 2.0779 0 0 -0
1054 002366.ZK @SICHU51 CN 1.4637 10.0000 -0.213 1,425 -1.0000 0 0.0000 0 1.1412 0 0 -0
1068 SCGP_n.BK @SCGPA1 TH 0.6930 7.0000 0.080 605 1.0000 -1 -0.0017 -346,700 0.5032 -174,467 174,467 -13,919
1075 PTTGC_n.BK @PTTGL1 TH 0.8977 2.0000 0.016 1,499 1.0000 -1 -0.0027 -451,600 0.6045 -272,983 272,983 -4,452
1077 BBL_n.BK @BANGK27 TH 0.2201 5.0000 0.062 8,024 1.0000 -1 -0.0054 -127,600 4.2037 -536,398 536,398 -33,000
1078 KTB_n.BK @KRUNG9 TH 0.3737 6.0000 0.070 4,188 1.0000 -1 -0.0005 -77,300 0.6658 -51,470 51,470 -3,589
1083 IVL_n.BK @INDOR13 TH 0.6690 4.0000 0.044 1,194 1.0000 0 0.0000 0 0.6075 0 0 0
1085 SCB_n.BK @SCBXP1 TH 0.2133 5.0000 0.055 12,088 1.0000 -1 -0.0024 -66,900 3.5901 -240,175 240,175 -13,131
1087 GULF_n.BK @GULFD3 TH NaN NaN nan 14,110 NaN -1 -0.0000 -13 1.2427 -16 16 nan