total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -1,044,254 25,130,524 107 399,921,545 -0.003

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 9.0000 0.146 4,721 1.0000 -1 0.0000 -1,000 3.0319 -3,032 3,032 -444
16 1519.HK @JTGLO1 HK 1.4741 4.0000 0.035 6,159 1.0000 -1 -0.0008 -90,600 0.8357 -75,713 75,713 -2,679
23 1795.TW @LOTUS3 TW 0.8056 2.0000 0.020 1,204 1.0000 -1 -0.0026 -36,000 7.3063 -263,027 263,027 -5,194
52 6285.TW @WISTR2 TW 1.0162 1.0000 0.001 1,533 1.0000 -1 -0.0022 -55,000 3.9576 -217,667 217,667 -310
65 0267.HK @CITIC10 HK 1.4336 2.0000 0.023 11,026 1.0000 -1 -0.0111 -793,000 1.4038 -1,113,252 1,113,252 -25,637
81 2474.TW @CATCH1 TW 0.4651 1.0000 0.002 4,556 1.0000 -1 -0.0013 -19,000 7.0188 -133,357 133,357 -329
83 1378.HK @CHINA1377 HK 1.6116 7.0000 0.096 5,182 1.0000 -1 0.0000 -1,500 1.9924 -2,989 2,989 -288
89 1415.HK @COWEL7 HK 2.3201 1.0000 0.001 880 1.0000 -1 -0.0006 -18,000 3.4013 -61,224 61,224 -85
92 2376.TW @GIGAB3 TW 1.0172 1.0000 0.004 5,964 1.0000 -1 -0.0042 -44,000 9.4711 -416,730 416,730 -1,574
95 2543.TW @HWANG2 TW 1.2978 1.0000 0.006 717 1.0000 -1 0.0000 -177 2.9191 -517 517 -3
99 1101.TW @TAIWA69 TW 0.4939 2.0000 0.018 6,654 1.0000 -1 -0.0033 -377,000 0.8812 -332,195 332,195 -6,008
101 2400.HK @XDINC1 HK 1.6932 7.0000 0.085 2,950 1.0000 -1 -0.0006 -10,600 5.9874 -63,466 63,466 -5,407
102 0763.HK @ZTECO2 HK 1.9305 9.0000 0.134 2,165 1.0000 -1 0.0000 -1,600 2.8663 -4,586 4,586 -612
103 4088.T @AIRWA2 JP 0.6604 1.0000 -0.004 3,319 -1.0000 1 0.0210 145,200 14.4437 2,097,228 2,097,228 -7,992
105 4203.T @SUMIT28 JP 0.9751 1.0000 -0.005 2,264 -1.0000 1 0.0046 17,000 26.8270 456,059 456,059 -2,499
121 1109.HK @CHINA182 HK 1.5900 7.0000 0.078 9,702 1.0000 -1 -0.0007 -21,500 3.4013 -73,129 73,129 -5,719
124 6618.HK @JDHEA1 HK 2.0594 10.0000 0.168 5,321 1.0000 -1 0.0000 -150 5.0383 -756 756 -127
132 6508.T @MEIDE2 JP 1.2147 1.0000 -0.001 1,461 -1.0000 1 0.0012 3,600 34.1453 122,923 122,923 -77
141 1833.HK @PAGOO1 HK 1.9186 9.0000 0.153 981 1.0000 -1 0.0000 -977 0.9656 -943 943 -145
143 6979.HK @ZJLDG1 HK 1.7569 4.0000 0.044 2,543 1.0000 -1 -0.0000 -1,600 0.7503 -1,201 1,201 -53
154 0189.HK @DONGY26 HK 1.5608 2.0000 0.014 2,172 1.0000 -1 -0.0004 -30,000 1.2535 -37,606 37,606 -535
155 0998.HK @CHINA536 HK 0.7600 3.0000 0.023 9,403 1.0000 -1 -0.0006 -61,000 0.9873 -60,224 60,224 -1,405
158 5871.TW @CHAIL1 TW 1.1430 6.0000 0.069 6,782 1.0000 -1 -0.0019 -46,000 4.0421 -185,939 185,939 -12,757
161 2327.TW @YAGEO2 TW 0.8826 7.0000 0.082 7,516 1.0000 -1 -0.0009 -6,000 15.5935 -93,561 93,561 -7,686
162 1803.T @SHIMI2 JP 0.3127 1.0000 0.001 6,616 1.0000 -1 -0.0004 -3,500 11.1222 -38,928 38,928 -55
165 3288.T @OPENH1 JP 0.2496 2.0000 0.022 5,324 1.0000 -1 -0.0036 -8,200 44.1098 -361,701 361,701 -7,971
166 1303.TW @NANYA7 TW 0.9088 3.0000 0.028 5,529 1.0000 -1 -0.0005 -56,000 0.9420 -52,754 52,754 -1,472
167 0019.HK @SWIRE4 HK 0.5720 5.0000 0.056 2,825 1.0000 -1 -0.0091 -108,000 8.4333 -910,794 910,794 -51,196
172 6952.T @CASIO5 JP 0.5344 2.0000 -0.022 1,781 -1.0000 1 0.0066 88,300 7.4906 661,421 661,421 -14,841
180 0836.HK @CHINA276 HK 0.5962 4.0000 0.046 4,727 1.0000 -1 -0.0179 -746,000 2.4026 -1,792,335 1,792,335 -82,294
185 4816.T @TOEIA1 JP 0.0367 1.0000 0.011 2,217 1.0000 -1 -0.0011 -4,800 22.4649 -107,832 107,832 -1,211
197 4324.T @DENTS4 JP 0.8384 1.0000 0.008 4,993 1.0000 -1 -0.0014 -6,400 21.5898 -138,175 138,175 -1,079
214 6055.HK @CHINA2407 HK 1.4294 6.0000 0.065 762 1.0000 -1 -0.0032 -82,000 3.9364 -322,783 322,783 -21,071
218 7936.T @ASICS5 JP 0.8096 3.0000 0.031 16,986 1.0000 -1 -0.0111 -48,100 23.1265 -1,112,384 1,112,384 -34,635
243 1821.HK @ESRAA1 HK 0.3212 3.0000 0.025 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -20,107
252 5880.TW @TWCOO1 TW 0.4077 3.0000 0.031 12,617 1.0000 -1 -0.0056 -670,000 0.8287 -555,245 555,245 -17,216
253 2229.T @CALBE1 JP 0.2409 1.0000 -0.000 1,660 -1.0000 1 0.0024 12,800 18.7817 240,405 240,405 -25
255 2264.T @MORIN6 JP 0.2672 1.0000 -0.008 2,035 -1.0000 1 0.0034 15,000 22.8508 342,763 342,763 -2,648
280 2317.TW @HONHA4 TW 1.2306 5.0000 0.056 72,364 1.0000 -1 -0.0035 -68,000 5.2091 -354,220 354,220 -19,859
282 4912.T @LIONC3 JP 0.1713 1.0000 0.005 2,927 1.0000 -1 -0.0019 -18,500 10.4607 -193,522 193,522 -906
313 6845.T @YAMAT10 JP 0.6499 3.0000 -0.023 4,814 -1.0000 0 0.0000 0 8.8929 0 0 -0
344 011790.KS @SKCCO1 KR 1.0708 10.0000 -0.249 1,796 -1.0000 0 0.0000 0 80.3703 0 0 -0
357 3037.TW @UNIMI2 TW 1.2236 3.0000 0.026 4,524 1.0000 -1 -0.0009 -26,000 3.3995 -88,386 88,386 -2,264
366 MTS.AX @METCA2 AU 0.2672 2.0000 -0.018 2,638 -1.0000 1 0.0009 39,004 2.4015 93,667 93,667 -1,671
368 BEN.AX @BENDI2 AU 0.1793 2.0000 -0.015 4,665 -1.0000 0 0.0000 0 8.2132 0 0 -0
376 6113.T @AMADA1 JP 0.9494 2.0000 -0.022 3,424 -1.0000 1 0.0023 22,300 10.4331 232,658 232,658 -5,174
389 6141.T @MORIS3 JP 1.3067 1.0000 -0.003 2,934 -1.0000 1 0.0003 1,300 20.6181 26,804 26,804 -84
403 1878.T @DAITO2 JP 0.2020 2.0000 0.012 7,196 1.0000 -1 -0.0003 -300 109.9128 -32,974 32,974 -380
404 2884.TW @ESUNF1 TW 0.5192 2.0000 0.023 17,314 1.0000 -1 -0.0002 -22,000 1.0824 -23,813 23,813 -536
409 4205.T @ZEONC2 JP 0.7740 7.0000 -0.086 2,126 -1.0000 0 -0.0000 0 9.8784 0 0 -0
420 1024.HK @KUAIS1 HK 2.1958 9.0000 0.124 20,660 1.0000 -1 -0.0022 -30,000 7.1721 -215,163 215,163 -26,759
421 8801.T @MITSU92 JP 0.3760 4.0000 0.046 26,669 1.0000 0 0.0000 0 9.5855 0 0 0
434 035420.KS @NHNCO1 KR 0.4737 5.0000 -0.055 29,013 -1.0000 1 0.0043 2,356 183.1222 431,436 431,436 -23,719
440 6981.T @MURAT5 JP 1.1034 2.0000 0.013 28,157 1.0000 -1 -0.0072 -50,500 14.3438 -724,362 724,362 -9,480
442 9992.HK @POPMA2 HK 1.1874 9.0000 0.145 42,530 1.0000 -1 -0.0044 -14,000 31.6694 -443,372 443,372 -64,251
445 6856.T @HORIB1 JP 1.1875 1.0000 -0.009 3,017 -1.0000 1 0.0004 600 71.4261 42,856 42,856 -398
449 058470.KQ @LEENO1 KR 0.7851 1.0000 -0.011 2,802 -1.0000 1 0.0040 10,764 36.7698 395,790 395,790 -4,505
450 APA.AX @AUSTP9 AU 0.0956 2.0000 -0.019 7,250 -1.0000 1 0.0048 87,100 5.5579 484,094 484,094 -9,011
464 005930.KS @SAMSU48 KR 0.5383 1.0000 -0.009 241,925 -1.0000 1 0.0027 6,201 43.0192 266,762 266,762 -2,369
465 018260.KS @SAMSU530 KR 0.2233 2.0000 -0.012 5,681 -1.0000 1 0.0014 1,180 122.3722 144,399 144,399 -1,661
474 1071.HK @HUADI2 HK 0.7286 4.0000 0.036 757 1.0000 -1 -0.0005 -88,000 0.5567 -48,989 48,989 -1,767
476 0177.HK @JIANG6 HK 0.1800 5.0000 0.050 1,750 1.0000 -1 -0.0001 -8,000 1.4319 -11,455 11,455 -576
478 8058.T @MITSU65 JP 0.8145 5.0000 0.047 79,081 1.0000 0 0.0000 0 19.6603 0 0 0
488 3939.HK @WANGU1 HK 0.6137 2.0000 0.013 3,653 1.0000 -1 -0.0008 -20,000 4.0128 -80,256 80,256 -1,005
494 3141.T @GROWE6 JP 0.2517 4.0000 0.040 1,828 1.0000 0 0.0000 0 17.7893 0 0 0
513 9868.HK @XPENG2 HK 2.4665 6.0000 0.071 13,359 1.0000 -1 -0.0004 -4,000 9.1403 -36,561 36,561 -2,582
517 1288.HK @AGRIC28 HK 0.6282 9.0000 0.122 21,459 1.0000 -1 -0.0047 -678,000 0.6981 -473,313 473,313 -57,851
519 0939.HK @CHINA377 HK 0.7628 9.0000 0.146 229,090 1.0000 -1 -0.0190 -1,994,000 0.9529 -1,900,052 1,900,052 -277,017
525 9843.T @NITOR1 JP -0.1468 2.0000 0.018 9,041 1.0000 -1 -0.0021 -2,200 96.3374 -211,942 211,942 -3,725
529 6301.T @KOMAT8 JP 0.9868 1.0000 0.002 29,102 1.0000 -1 -0.0039 -12,600 30.6033 -385,602 385,602 -764
530 003490.KS @KOREA192 KR 0.3235 2.0000 -0.020 4,237 -1.0000 1 0.0002 1,396 15.5509 21,709 21,709 -425
544 2881.TW @FUBON8 TW 0.6529 4.0000 0.040 33,665 1.0000 -1 -0.0004 -12,000 2.9327 -35,192 35,192 -1,416
545 5803.T @FUJIK9 JP 1.7862 2.0000 0.015 14,064 1.0000 0 0.0000 0 47.5347 0 0 0
547 1398.HK @INDUS124 HK 0.7340 9.0000 0.127 66,672 1.0000 -1 -0.0030 -388,000 0.7682 -298,049 298,049 -37,873
551 2531.T @TAKAR10 JP 0.2470 7.0000 -0.076 1,578 -1.0000 0 -0.0000 0 8.0006 0 0 -0
554 1088.HK @CHINA352 HK 0.5407 7.0000 0.087 14,543 1.0000 -1 -0.0023 -54,000 4.3058 -232,514 232,514 -20,200
569 CMLT.SI @CAPIT88 SG NaN NaN nan 12,351 NaN -1 -0.0000 -16 1.6879 -27 27 nan
576 9201.T @JAPAN304 JP 0.5559 3.0000 0.033 8,579 1.0000 0 0.0000 0 19.6258 0 0 0
577 6971.T @KYOCE2 JP 0.6777 1.0000 -0.002 17,742 -1.0000 0 0.0000 0 11.7459 0 0 -0
582 6146.T @DISCO14 JP 1.4722 4.0000 -0.041 25,347 -1.0000 0 0.0000 0 246.0807 0 0 -0
602 9008.T @KEIOE1 JP 0.2872 6.0000 -0.071 2,927 -1.0000 0 0.0000 0 24.4496 0 0 -0
608 6723.T @NECEL1 JP 1.6996 4.0000 -0.041 24,943 -1.0000 0 0.0000 0 13.3343 0 0 -0
632 601390.SH @CHINA696 CN 0.7623 3.0000 0.028 6,811 1.0000 -1 0.0000 -99 0.7539 -75 75 -2
641 601333.SH @GUANG102 CN 0.7023 3.0000 -0.034 1,196 -1.0000 1 0.0000 78 0.3992 31 31 -1
647 600570.SH @HANGZ8 CN 1.9233 1.0000 0.002 5,987 1.0000 -1 0.0000 -80 4.0059 -320 320 -1
650 688252.SH @JADAR3 CN 1.9010 3.0000 -0.030 427 -1.0000 1 0.0000 44 3.2659 144 144 -4
665 688025.SH @SHENZ288 CN 2.4085 NaN nan 759 NaN 1 -0.0000 85 9.2859 789 789 nan
681 688772.SH @ZHUHA19 CN 2.0745 4.0000 -0.046 1,688 -1.0000 1 0.0000 68 1.9362 132 132 -6
686 300379.ZK @BEIJI135 CN 1.4755 NaN nan 409 NaN -1 -0.0000 -89 0.7330 -65 65 nan
688 003021.ZK @SHENZ329 CN 2.1727 2.0000 -0.014 1,929 -1.0000 1 0.0000 40 14.3378 574 574 -8
700 002017.ZK @ZHUHA5 CN 1.5018 5.0000 -0.061 769 -1.0000 1 0.0049 205,300 2.3660 485,736 485,736 -29,511
705 688169.SH @BEIJI316 CN 1.4858 1.0000 0.003 5,361 1.0000 -1 0.0000 -99 29.0010 -2,871 2,871 -9
727 688599.SH @TRINA7 CN 1.7805 5.0000 -0.053 2,949 -1.0000 1 0.0000 89 1.9056 170 170 -9
728 603355.SH @KINGC7 CN 1.5056 4.0000 0.039 644 1.0000 -1 0.0000 -13 3.0350 -39 39 -2
731 688106.SH @SUZHO69 CN 1.5346 2.0000 -0.023 1,154 -1.0000 1 0.0000 48 2.3952 115 115 -3
732 600248.SH @YANGL1 CN 0.8459 1.0000 0.002 666 1.0000 -1 0.0000 -64 0.5202 -33 33 -0
736 000538.ZK @YUNNA10 CN 0.6209 2.0000 0.019 5,600 1.0000 -1 0.0000 -80 7.6543 -612 612 -12
745 601229.SH @BANKO594 CN 0.3237 5.0000 -0.058 15,223 -1.0000 1 0.0000 16 1.5092 24 24 -1
751 002291.ZK @FOSHA5 CN 1.7996 1.0000 0.002 754 1.0000 -1 0.0000 -3 0.9180 -3 3 -0
753 603233.SH @DASHE1 CN 0.9267 1.0000 0.001 2,468 1.0000 -1 0.0000 -80 2.1671 -173 173 -0
759 601669.SH @SINOH12 CN 0.8039 3.0000 0.028 5,315 1.0000 -1 0.0000 -38 0.6565 -25 25 -1
765 688087.SH @SHAND206 CN 1.7123 2.0000 0.018 355 1.0000 -1 0.0000 -42 3.2687 -137 137 -3
769 601319.SH @THEPE2 CN 1.0057 9.0000 0.121 41,376 1.0000 -1 0.0000 -93 1.1656 -108 108 -13
777 000065.ZK @NORIN1 CN 1.3584 5.0000 0.061 693 1.0000 -1 0.0000 -70 1.3478 -94 94 -6
780 688036.SH @SHENZ287 CN 1.0641 1.0000 -0.006 5,587 -1.0000 1 0.0000 29 10.8883 316 316 -2
781 002821.ZK @ASYMC1 CN 1.7144 1.0000 0.006 2,489 1.0000 -1 0.0000 -63 11.4961 -724 724 -4
788 601919.SH @CHINA565 CN 0.9213 2.0000 -0.020 11,592 -1.0000 1 0.0000 95 2.2422 213 213 -4
791 002609.ZK @SHENZ94 CN 1.8832 3.0000 -0.023 827 -1.0000 1 0.0005 34,100 1.4730 50,229 50,229 -1,176
799 603659.SH @PUTAI1 CN 1.7599 8.0000 -0.114 4,064 -1.0000 1 0.0000 74 2.3771 176 176 -20
806 301389.ZK @LONGY5 CN 2.4941 1.0000 -0.002 285 -1.0000 1 0.0017 51,200 3.2381 165,791 165,791 -309
820 600104.SH @SAUTO1 CN 0.8324 4.0000 0.041 7,781 1.0000 -1 0.0000 -99 2.1685 -215 215 -9
909 601166.SH @INDUS132 CN 0.6421 2.0000 0.016 52,544 1.0000 -1 -0.0037 -112,600 3.3104 -372,754 372,754 -6,089
915 000800.ZK @FAWCA1 CN 1.0071 9.0000 -0.125 1,029 -1.0000 0 0.0000 0 0.9500 0 0 -0
922 002916.ZK @SHENN1 CN 1.7985 7.0000 -0.096 9,512 -1.0000 1 0.0000 30 14.2668 428 428 -41
949 600016.SH @CHINA214 CN 0.5635 4.0000 0.039 14,543 1.0000 -1 -0.0133 -2,038,500 0.6510 -1,326,979 1,326,979 -51,586
950 300660.ZK @JIANG266 CN 2.3460 3.0000 -0.026 1,375 -1.0000 1 0.0000 80 5.5916 447 447 -11
956 000555.ZK @SHNTA2 CN 1.9981 5.0000 -0.056 939 -1.0000 0 0.0000 0 1.7498 0 0 -0
967 300827.ZK @SINEN1 CN 1.5729 10.0000 -0.193 1,347 -1.0000 0 0.0000 0 4.0713 0 0 -0
990 002050.ZK @ZHEJI51 CN 1.8857 2.0000 -0.021 7,458 -1.0000 0 0.0000 0 3.6331 0 0 -0
999 300872.ZK @TANSU1 CN 2.2106 8.0000 -0.109 1,288 -1.0000 0 0.0000 0 3.0768 0 0 -0
1011 002352.ZK @MAANS6 CN 0.8628 2.0000 0.012 15,499 1.0000 0 0.0000 0 6.8378 0 0 0
1033 300446.ZK @BAODI4 CN 1.6363 8.0000 -0.109 1,306 -1.0000 0 0.0000 0 2.2380 0 0 -0
1035 600054.SH @HUANG5 CN 0.8325 8.0000 -0.108 341 -1.0000 0 0.0000 0 1.5815 0 0 -0
1037 300814.ZK @SHENZ355 CN 2.3742 9.0000 -0.144 303 -1.0000 0 0.0000 0 4.5275 0 0 -0
1040 605198.SH @YANTA35 CN 1.4966 8.0000 -0.105 271 -1.0000 0 0.0000 0 5.8990 0 0 -0
1054 SCGP_n.BK @SCGPA1 TH 0.6930 7.0000 0.080 592 1.0000 -1 -0.0014 -292,300 0.4928 -144,048 144,048 -11,490
1061 PTTGC_n.BK @PTTGL1 TH 0.8977 3.0000 0.028 1,427 1.0000 -1 -0.0025 -433,200 0.5755 -249,286 249,286 -6,981
1063 BBL_n.BK @BANGK27 TH 0.2201 1.0000 0.006 7,975 1.0000 -1 -0.0084 -201,500 4.1781 -841,896 841,896 -5,156
1064 KTB_n.BK @KRUNG9 TH 0.3737 6.0000 0.064 4,081 1.0000 -1 -0.0005 -77,300 0.6489 -50,161 50,161 -3,214
1070 SCB_n.BK @SCBXP1 TH 0.2133 3.0000 0.027 11,904 1.0000 -1 -0.0025 -72,100 3.5354 -254,899 254,899 -6,959
1072 GULF_n.BK @GULFD3 TH NaN NaN nan 13,467 NaN -1 -0.0000 -13 1.1861 -15 15 nan
1074 AOT_n.BK @AIRPO2 TH 0.2416 1.0000 0.003 12,134 1.0000 0 0.0000 0 0.8494 0 0 0
1075 PTT_n.BK @PTTPU1 TH 0.2439 2.0000 0.022 26,229 1.0000 0 0.0000 0 0.9183 0 0 0