total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -997,736 24,642,796 113 399,772,555 -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 9.0000 0.137 4,751 1.0000 -1 0.0000 -1,000 3.0510 -3,051 3,051 -417
16 1519.HK @JTGLO1 HK 1.4741 4.0000 0.036 6,252 1.0000 -1 -0.0008 -90,600 0.8484 -76,866 76,866 -2,741
23 1795.TW @LOTUS3 TW 0.8056 4.0000 0.037 1,189 1.0000 -1 -0.0026 -36,000 7.2158 -259,767 259,767 -9,534
58 6442.TW @EZCON1 TW 1.3829 1.0000 0.011 1,068 1.0000 -1 -0.0020 -13,000 15.2765 -198,594 198,594 -2,233
65 0267.HK @CITIC10 HK 1.4336 4.0000 0.043 11,306 1.0000 -1 -0.0114 -793,000 1.4395 -1,141,523 1,141,523 -49,372
81 2474.TW @CATCH1 TW 0.4651 1.0000 0.001 4,585 1.0000 -1 -0.0013 -19,000 7.0637 -134,210 134,210 -98
83 1378.HK @CHINA1377 HK 1.6116 8.0000 0.100 5,268 1.0000 -1 0.0000 -1,500 2.0255 -3,038 3,038 -305
89 1415.HK @COWEL7 HK 2.3201 1.0000 0.004 847 1.0000 -1 -0.0006 -18,000 3.2739 -58,930 58,930 -256
92 2376.TW @GIGAB3 TW 1.0172 2.0000 0.023 5,895 1.0000 -1 -0.0041 -44,000 9.3619 -411,924 411,924 -9,489
95 2543.TW @HWANG2 TW 1.2978 5.0000 0.053 668 1.0000 -1 0.0000 -177 2.7173 -481 481 -25
96 3481.TW @INNOL2 TW 0.9794 2.0000 0.013 3,065 1.0000 -1 -0.0007 -183,000 0.3836 -70,199 70,199 -912
99 1101.TW @TAIWA69 TW 0.4939 3.0000 0.030 6,406 1.0000 -1 -0.0032 -377,000 0.8483 -319,816 319,816 -9,597
101 2400.HK @XDINC1 HK 1.6932 8.0000 0.111 2,835 1.0000 -1 -0.0006 -10,600 5.7516 -60,967 60,967 -6,753
102 0763.HK @ZTECO2 HK 1.9305 8.0000 0.105 2,223 1.0000 -1 0.0000 -1,600 2.9427 -4,708 4,708 -496
121 1109.HK @CHINA182 HK 1.5900 9.0000 0.128 9,756 1.0000 -1 -0.0007 -21,500 3.4204 -73,539 73,539 -9,401
124 6618.HK @JDHEA1 HK 2.0594 10.0000 0.173 5,341 1.0000 -1 0.0000 -150 5.0574 -759 759 -131
141 1833.HK @PAGOO1 HK 1.9186 9.0000 0.132 1,002 1.0000 -1 0.0000 -977 0.9860 -963 963 -127
143 6979.HK @ZJLDG1 HK 1.7569 4.0000 0.037 2,620 1.0000 -1 0.0000 -1,600 0.7733 -1,237 1,237 -46
154 0189.HK @DONGY26 HK 1.5608 4.0000 0.040 2,097 1.0000 -1 -0.0004 -30,000 1.2102 -36,306 36,306 -1,446
155 0998.HK @CHINA536 HK 0.7600 7.0000 0.090 9,488 1.0000 -1 -0.0006 -61,000 0.9962 -60,767 60,767 -5,462
158 5871.TW @CHAIL1 TW 1.1430 5.0000 0.050 6,862 1.0000 -1 -0.0019 -46,000 4.0895 -188,117 188,117 -9,459
161 2327.TW @YAGEO2 TW 0.8826 8.0000 0.102 7,403 1.0000 -1 -0.0009 -6,000 15.3610 -92,166 92,166 -9,396
162 1803.T @SHIMI2 JP 0.3127 2.0000 0.015 6,488 1.0000 -1 -0.0004 -3,500 10.9073 -38,175 38,175 -576
165 3288.T @OPENH1 JP 0.2496 4.0000 0.043 5,209 1.0000 -1 -0.0029 -6,800 43.1637 -293,513 293,513 -12,645
166 1303.TW @NANYA7 TW 0.9088 5.0000 0.060 5,375 1.0000 -1 -0.0005 -53,000 0.9159 -48,543 48,543 -2,919
167 0019.HK @SWIRE4 HK 0.5720 5.0000 0.059 2,855 1.0000 -1 -0.0092 -108,000 8.5223 -920,413 920,413 -54,749
169 3291.T @IIDAG1 JP 0.3903 1.0000 0.002 3,094 1.0000 -1 -0.0056 -40,900 13.6247 -557,250 557,250 -1,042
170 6460.T @SEGAS1 JP 0.4545 1.0000 0.003 4,168 1.0000 -1 -0.0057 -22,800 24.7921 -565,260 565,260 -1,429
172 6952.T @CASIO5 JP 0.5344 1.0000 -0.006 1,754 -1.0000 1 0.0065 87,800 7.3788 647,855 647,855 -4,024
180 0836.HK @CHINA276 HK 0.5962 5.0000 0.051 4,686 1.0000 -1 -0.0178 -746,000 2.3822 -1,777,107 1,777,107 -90,161
185 4816.T @TOEIA1 JP 0.0367 2.0000 0.018 2,209 1.0000 -1 -0.0011 -4,700 22.3827 -105,199 105,199 -1,847
197 4324.T @DENTS4 JP 0.8384 1.0000 0.007 4,981 1.0000 -1 -0.0017 -7,800 21.5408 -168,018 168,018 -1,163
199 4536.T @SANTE4 JP 0.1973 1.0000 0.005 3,967 1.0000 -1 -0.0009 -7,700 11.5986 -89,309 89,309 -435
214 6055.HK @CHINA2407 HK 1.4294 4.0000 0.040 766 1.0000 -1 -0.0032 -80,000 3.9554 -316,435 316,435 -12,765
242 1821.HK @ESRAA1 HK 0.3212 3.0000 0.030 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -23,744
243 6702.T @FUJIT27 JP 0.6447 7.0000 0.085 47,364 1.0000 -1 -0.0045 -19,500 22.8687 -445,939 445,939 -37,980
248 0552.HK @CHINA479 HK 0.8862 9.0000 0.154 1,365 1.0000 0 -0.0000 0 0.5707 0 0 0
251 5880.TW @TWCOO1 TW 0.4077 5.0000 0.056 12,478 1.0000 -1 -0.0055 -670,000 0.8196 -549,125 549,125 -30,989
280 4912.T @LIONC3 JP 0.1713 2.0000 0.023 2,890 1.0000 -1 -0.0019 -18,500 10.3289 -191,085 191,085 -4,410
308 QUB.AX @KFMDI1 AU 0.2927 6.0000 -0.070 4,827 -1.0000 0 0.0000 0 2.7286 0 0 -0
358 6701.T @NECCO8 JP 0.8952 5.0000 0.050 37,296 1.0000 -1 -0.0068 -24,800 27.3384 -677,992 677,992 -34,120
369 6113.T @AMADA1 JP 0.9494 2.0000 -0.017 3,475 -1.0000 1 0.0012 11,400 10.5890 120,715 120,715 -1,993
382 6141.T @MORIS3 JP 1.3067 1.0000 -0.012 3,017 -1.0000 1 0.0003 1,300 21.1985 27,558 27,558 -320
394 4151.T @KYOWA7 JP 0.0097 1.0000 0.005 8,923 1.0000 -1 -0.0009 -5,200 16.9753 -88,271 88,271 -484
396 1878.T @DAITO2 JP 0.2020 2.0000 0.018 7,188 1.0000 -1 -0.0003 -300 109.7916 -32,937 32,937 -591
397 2884.TW @ESUNF1 TW 0.5192 5.0000 0.060 17,084 1.0000 -1 -0.0002 -22,000 1.0680 -23,496 23,496 -1,418
406 5838.T @RAKUT8 JP 1.0835 1.0000 0.008 4,202 1.0000 -1 -0.0010 -2,100 47.2227 -99,168 99,168 -761
407 8136.T @SANRI4 JP 0.8493 1.0000 0.009 11,046 1.0000 -1 -0.0032 -6,900 47.0105 -324,372 324,372 -2,770
412 1024.HK @KUAIS1 HK 2.1958 10.0000 0.171 21,155 1.0000 -1 -0.0007 -10,000 7.3440 -73,440 73,440 -12,542
425 035420.KS @NHNCO1 KR 0.4737 4.0000 -0.045 33,460 -1.0000 1 0.0049 2,305 211.1886 486,790 486,790 -21,862
428 1605.T @INPEX3 JP 0.9088 1.0000 -0.005 14,447 -1.0000 1 0.0027 18,200 14.7096 267,715 267,715 -1,428
431 6981.T @MURAT5 JP 1.1034 2.0000 0.017 27,551 1.0000 -1 -0.0060 -42,500 14.0354 -596,504 596,504 -10,210
433 9992.HK @POPMA2 HK 1.1874 10.0000 0.181 41,777 1.0000 -1 -0.0031 -10,000 31.1085 -311,085 311,085 -56,339
434 032830.KS @SAMSU501 KR 0.3572 2.0000 0.023 13,589 1.0000 -1 -0.0004 -442 90.5926 -40,042 40,042 -913
436 6856.T @HORIB1 JP 1.1875 1.0000 -0.003 3,032 -1.0000 1 0.0004 600 71.8026 43,082 43,082 -128
439 2891.TW @CHINA244 TW 0.6293 3.0000 0.028 28,529 1.0000 -1 -0.0114 -785,000 1.4516 -1,139,508 1,139,508 -32,166
441 APA.AX @AUSTP9 AU 0.0956 3.0000 -0.029 7,296 -1.0000 1 0.0045 80,477 5.5926 450,079 450,079 -13,194
455 018260.KS @SAMSU530 KR 0.2233 4.0000 -0.037 6,485 -1.0000 1 0.0016 1,180 139.6758 164,817 164,817 -6,034
457 066570.KS @LGELE11 KR 0.5080 2.0000 -0.023 5,787 -1.0000 1 0.0005 860 54.3993 46,783 46,783 -1,096
460 VNT.AX @VENTI5 AU 0.2472 1.0000 -0.002 2,716 -1.0000 1 0.0004 13,313 3.2382 43,110 43,110 -100
464 1071.HK @HUADI2 HK 0.7286 3.0000 0.031 748 1.0000 -1 -0.0005 -88,000 0.5503 -48,428 48,428 -1,515
466 0177.HK @JIANG6 HK 0.1800 5.0000 0.061 1,734 1.0000 0 0.0000 0 1.4191 0 0 0
476 3939.HK @WANGU1 HK 0.6137 1.0000 0.007 3,537 1.0000 -1 -0.0008 -20,000 3.8854 -77,708 77,708 -527
481 2432.T @DENAC1 JP 0.8269 1.0000 0.002 1,975 1.0000 -1 -0.0006 -3,000 18.3785 -55,135 55,135 -114
486 4661.T @ORIEN41 JP 0.2367 1.0000 0.007 29,365 1.0000 -1 -0.0056 -25,800 21.7461 -561,050 561,050 -3,864
487 QBE.AX @QBEIN2 AU 0.4268 3.0000 0.035 22,861 1.0000 0 0.0000 0 15.1395 0 0 0
491 6201.T @TOYOT13 JP 1.0196 2.0000 0.020 26,336 1.0000 0 0.0000 0 112.2557 0 0 0
499 9868.HK @XPENG2 HK 2.4665 1.0000 0.002 13,843 1.0000 -1 -0.0019 -20,000 9.4714 -189,428 189,428 -314
503 1288.HK @AGRIC28 HK 0.6282 8.0000 0.098 22,163 1.0000 -1 -0.0049 -678,000 0.7210 -488,854 488,854 -47,915
505 0939.HK @CHINA377 HK 0.7628 7.0000 0.092 238,888 1.0000 -1 -0.0198 -1,994,000 0.9936 -1,981,312 1,981,312 -181,746
511 9843.T @NITOR1 JP -0.1468 3.0000 0.032 8,649 1.0000 -1 -0.0014 -1,500 92.1661 -138,249 138,249 -4,479
515 6301.T @KOMAT8 JP 0.9868 2.0000 0.022 28,796 1.0000 -1 -0.0004 -1,200 30.2817 -36,338 36,338 -803
530 2881.TW @FUBON8 TW 0.6529 9.0000 0.135 32,861 1.0000 -1 -0.0003 -12,000 2.8626 -34,352 34,352 -4,637
532 1398.HK @INDUS124 HK 0.7340 6.0000 0.074 69,436 1.0000 -1 -0.0031 -388,000 0.8000 -310,402 310,402 -22,902
538 1088.HK @CHINA352 HK 0.5407 7.0000 0.086 14,930 1.0000 -1 -0.0024 -54,000 4.4204 -238,702 238,702 -20,623
541 MQG.AX @MACQU4224 AU 0.4734 6.0000 0.074 48,915 1.0000 0 0.0000 0 135.0943 0 0 0
552 CMLT.SI @CAPIT88 SG NaN NaN nan 12,276 NaN -1 -0.0000 -16 1.6777 -27 27 nan
557 7267.T @HONDA9 JP 0.6561 1.0000 0.000 50,814 1.0000 -1 -0.0059 -61,700 9.6239 -593,793 593,793 -173
561 6367.T @DAIKI4 JP 0.8103 3.0000 -0.030 32,763 -1.0000 0 0.0000 0 111.7766 0 0 -0
563 7974.T @NINTE2 JP 0.6017 2.0000 0.013 112,628 1.0000 -1 -0.0021 -2,400 86.7244 -208,139 208,139 -2,629
573 6902.T @DENSO3 JP 0.8196 1.0000 0.000 27,855 1.0000 -1 -0.0022 -16,800 13.1079 -220,213 220,213 -12
574 7270.T @FUJIH3 JP 0.8831 1.0000 0.003 9,850 1.0000 -1 -0.0026 -15,500 17.0095 -263,647 263,647 -684
575 5741.T @FURUK9 JP 0.4266 6.0000 -0.071 1,347 -1.0000 0 -0.0000 0 33.8136 0 0 -0
587 1802.T @OBAYA2 JP 0.5103 2.0000 0.016 10,979 1.0000 -1 -0.0004 -2,900 15.2161 -44,127 44,127 -723
594 INID.NS @INDIA286 IN 0.2613 5.0000 0.049 20,676 1.0000 0 0.0000 0 1.5821 0 0 0
598 7911.T @TOPPA4 JP 0.7817 1.0000 0.005 7,484 1.0000 -1 -0.0007 -2,900 25.3944 -73,644 73,644 -341
600 1898.HK @CHINA484 HK 0.6800 3.0000 0.032 4,693 1.0000 -1 -0.0010 -86,000 1.1427 -98,271 98,271 -3,169
602 6146.T @DISCO14 JP 1.4722 2.0000 -0.017 25,461 -1.0000 0 0.0000 0 247.1679 0 0 -0
606 2331.HK @LININ1 HK 1.8227 4.0000 0.043 4,630 1.0000 -1 -0.0002 -12,000 2.0128 -24,153 24,153 -1,044
615 3896.HK @KINGS113 HK 2.8446 2.0000 0.021 1,792 1.0000 -1 0.0000 -12,000 0.8064 -9,676 9,676 -200
636 601333.SH @GUANG102 CN 0.7023 5.0000 -0.048 1,218 -1.0000 1 0.0000 78 0.4067 32 32 -2
642 600570.SH @HANGZ8 CN 1.9233 1.0000 0.009 6,201 1.0000 -1 0.0000 -80 4.1491 -332 332 -3
645 688252.SH @JADAR3 CN 1.9010 3.0000 -0.029 425 -1.0000 1 0.0000 44 3.2494 143 143 -4
660 688025.SH @SHENZ288 CN 2.4085 NaN nan 759 NaN 1 -0.0000 85 9.2843 789 789 nan
676 688772.SH @ZHUHA19 CN 2.0745 3.0000 -0.029 1,692 -1.0000 1 0.0000 68 1.9415 132 132 -4
681 300379.ZK @BEIJI135 CN 1.4755 NaN nan 401 NaN -1 -0.0000 -89 0.7187 -64 64 nan
695 002017.ZK @ZHUHA5 CN 1.5018 3.0000 -0.029 731 -1.0000 1 0.0038 169,900 2.2493 382,165 382,165 -10,999
696 605499.SH @EASTR12 CN 0.4046 6.0000 0.074 21,736 1.0000 -1 0.0000 -30 43.9995 -1,320 1,320 -98
700 688169.SH @BEIJI316 CN 1.4858 4.0000 0.039 5,175 1.0000 -1 0.0000 -38 27.9950 -1,064 1,064 -41
713 000100.ZK @TCLCO2 CN 1.3174 1.0000 0.004 11,325 1.0000 -1 0.0000 -20 0.6031 -12 12 -0
721 688041.SH @HYGON1 CN 1.1792 1.0000 0.011 18,162 1.0000 -1 0.0000 -61 18.6048 -1,135 1,135 -13
722 688599.SH @TRINA7 CN 1.7805 5.0000 -0.056 2,996 -1.0000 1 0.0000 89 1.9360 172 172 -10
723 603355.SH @KINGC7 CN 1.5056 4.0000 0.043 636 1.0000 -1 0.0000 -13 2.9959 -39 39 -2
726 688106.SH @SUZHO69 CN 1.5346 2.0000 -0.022 1,165 -1.0000 1 0.0000 48 2.4165 116 116 -2
731 000538.ZK @YUNNA10 CN 0.6209 3.0000 0.025 5,606 1.0000 -1 0.0000 -80 7.6631 -613 613 -15
740 601229.SH @BANKO594 CN 0.3237 4.0000 -0.040 15,468 -1.0000 1 0.0000 16 1.5335 25 25 -1
746 002291.ZK @FOSHA5 CN 1.7996 2.0000 0.018 717 1.0000 -1 0.0000 -3 0.8733 -3 3 -0
754 601669.SH @SINOH12 CN 0.8039 1.0000 0.006 5,356 1.0000 -1 0.0000 -38 0.6616 -25 25 -0
764 601319.SH @THEPE2 CN 1.0057 2.0000 0.017 42,717 1.0000 -1 0.0000 -93 1.2034 -112 112 -2
772 000065.ZK @NORIN1 CN 1.3584 3.0000 0.031 700 1.0000 -1 0.0000 -70 1.3608 -95 95 -3
786 002609.ZK @SHENZ94 CN 1.8832 2.0000 -0.013 809 -1.0000 1 0.0005 32,800 1.4401 47,237 47,237 -637
794 603659.SH @PUTAI1 CN 1.7599 8.0000 -0.114 4,139 -1.0000 1 0.0000 74 2.4207 179 179 -20
799 002595.ZK @SHAND94 CN 0.6898 2.0000 0.012 6,768 1.0000 -1 0.0000 -95 8.4598 -804 804 -10
801 301389.ZK @LONGY5 CN 2.4941 3.0000 -0.025 309 -1.0000 1 0.0010 29,600 3.5210 104,221 104,221 -2,557
815 600104.SH @SAUTO1 CN 0.8324 3.0000 0.035 7,787 1.0000 -1 0.0000 -99 2.1700 -215 215 -8
850 601326.SH @QINHU6 CN 0.6252 7.0000 0.079 501 1.0000 0 0.0000 0 0.4582 0 0 0
863 600499.SH @GUANG70 CN 1.2810 5.0000 -0.056 2,389 -1.0000 0 0.0000 0 1.3538 0 0 -0
951 600717.SH @TIANJ18 CN 0.7666 7.0000 0.086 797 1.0000 0 0.0000 0 0.6407 0 0 0
964 002463.ZK @WUSPR2 CN 1.6305 5.0000 -0.052 7,847 -1.0000 0 0.0000 0 5.9124 0 0 -0
978 300274.ZK @SUNGR5 CN 1.5948 6.0000 -0.065 18,466 -1.0000 0 0.0000 0 8.9069 0 0 -0
1016 300256.ZK @ZHEJI130 CN 2.4792 9.0000 -0.136 737 -1.0000 0 0.0000 0 0.5905 0 0 -0
1020 001201.ZK @DONGR4 CN 1.0229 NaN nan 462 NaN 0 -0.0000 0 2.1324 0 0 nan
1033 SCGP_n.BK @SCGPA1 TH 0.6930 7.0000 0.091 564 1.0000 -1 -0.0006 -133,400 0.4693 -62,604 62,604 -5,717
1035 SAWAD_n.BK @SRISA3 TH 0.1938 1.0000 0.003 754 1.0000 -1 -0.0054 -1,185,050 0.4541 -538,085 538,085 -1,449
1040 PTTGC_n.BK @PTTGL1 TH 0.8977 2.0000 0.017 1,398 1.0000 -1 -0.0024 -433,200 0.5638 -244,224 244,224 -4,108
1042 BBL_n.BK @BANGK27 TH 0.2201 3.0000 0.032 7,969 1.0000 -1 -0.0104 -250,100 4.1749 -1,044,147 1,044,147 -33,651
1043 KTB_n.BK @KRUNG9 TH 0.3737 6.0000 0.070 4,063 1.0000 -1 -0.0005 -77,300 0.6460 -49,939 49,939 -3,520
1048 DELTA_n.BK @DELTA60 TH 0.6781 8.0000 0.123 13,537 1.0000 0 0.0000 0 2.9331 0 0 0
1049 SCB_n.BK @SCBXP1 TH 0.2133 5.0000 0.055 11,903 1.0000 -1 -0.0032 -90,800 3.5350 -320,975 320,975 -17,529
1051 GULF_n.BK @GULFD3 TH NaN NaN nan 13,494 NaN -1 -0.0000 -13 1.1885 -15 15 nan
1055 KBANK_n.BK @KASIK3 TH 0.1837 3.0000 0.031 9,645 1.0000 -1 -0.0038 -82,600 4.6320 -382,605 382,605 -11,876