total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -912,423 28,066,205 119 399,893,091 -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 0.132 4,850 1.0000 -1 0.0000 -1,000 3.1147 -3,115 3,115 -410
16 1519.HK @JTGLO1 HK 1.4741 2.0000 0.020 6,374 1.0000 -1 -0.0008 -90,600 0.8650 -78,367 78,367 -1,605
23 1795.TW @LOTUS3 TW 0.8056 3.0000 0.025 1,224 1.0000 -1 -0.0027 -36,000 7.4262 -267,342 267,342 -6,805
58 6442.TW @EZCON1 TW 1.3829 1.0000 0.003 1,090 1.0000 -1 -0.0020 -13,000 15.5949 -202,734 202,734 -658
65 0267.HK @CITIC10 HK 1.4336 4.0000 0.041 11,627 1.0000 -1 -0.0117 -793,000 1.4803 -1,173,850 1,173,850 -48,019
83 1378.HK @CHINA1377 HK 1.6116 7.0000 0.088 5,606 1.0000 -1 0.0000 -1,500 2.1554 -3,233 3,233 -285
92 2376.TW @GIGAB3 TW 1.0172 2.0000 0.014 6,037 1.0000 -1 -0.0042 -44,000 9.5865 -421,806 421,806 -5,812
95 2543.TW @HWANG2 TW 1.2978 5.0000 0.047 683 1.0000 -1 0.0000 -177 2.7814 -492 492 -23
96 3481.TW @INNOL2 TW 0.9794 2.0000 0.014 3,088 1.0000 -1 -0.0007 -183,000 0.3865 -70,729 70,729 -1,020
99 1101.TW @TAIWA69 TW 0.4939 3.0000 0.028 6,563 1.0000 -1 -0.0033 -377,000 0.8692 -327,688 327,688 -9,068
101 2400.HK @XDINC1 HK 1.6932 8.0000 0.108 2,898 1.0000 -1 -0.0006 -10,600 5.8790 -62,318 62,318 -6,706
102 0763.HK @ZTECO2 HK 1.9305 8.0000 0.104 2,267 1.0000 -1 0.0000 -1,600 3.0000 -4,800 4,800 -498
104 1963.T @JGCCO1 JP 0.9195 2.0000 0.022 2,157 1.0000 -1 -0.0076 -91,700 8.3094 -761,971 761,971 -16,930
120 3661.TW @ALCHI2 TW 0.9217 4.0000 0.038 7,560 1.0000 -1 -0.0009 -1,000 93.5021 -93,502 93,502 -3,557
121 1109.HK @CHINA182 HK 1.5900 10.0000 0.168 9,756 1.0000 -1 0.0000 -1,500 3.4204 -5,131 5,131 -864
124 6618.HK @JDHEA1 HK 2.0594 10.0000 0.163 5,543 1.0000 -1 0.0000 -150 5.2484 -787 787 -128
126 3036.TW @WINTE17 TW 0.6669 1.0000 0.002 2,968 1.0000 -1 -0.0003 -7,000 4.2700 -29,890 29,890 -67
141 1833.HK @PAGOO1 HK 1.9186 8.0000 0.118 1,029 1.0000 -1 0.0000 -977 1.0127 -989 989 -117
143 6979.HK @ZJLDG1 HK 1.7569 4.0000 0.040 2,672 1.0000 -1 0.0000 -1,600 0.7885 -1,262 1,262 -50
154 0189.HK @DONGY26 HK 1.5608 5.0000 0.050 2,121 1.0000 -1 -0.0004 -30,000 1.2242 -36,726 36,726 -1,832
155 0998.HK @CHINA536 HK 0.7600 7.0000 0.091 9,549 1.0000 -1 -0.0006 -61,000 1.0026 -61,156 61,156 -5,568
158 5871.TW @CHAIL1 TW 1.1430 5.0000 0.060 6,966 1.0000 -1 -0.0019 -46,000 4.1519 -190,987 190,987 -11,444
161 2327.TW @YAGEO2 TW 0.8826 3.0000 0.028 7,703 1.0000 -1 -0.0010 -6,000 15.9831 -95,899 95,899 -2,708
162 1803.T @SHIMI2 JP 0.3127 3.0000 0.032 6,439 1.0000 -1 -0.0003 -3,100 10.8238 -33,554 33,554 -1,068
165 3288.T @OPENH1 JP 0.2496 4.0000 0.036 5,314 1.0000 -1 -0.0027 -6,200 44.0271 -272,968 272,968 -9,707
166 1303.TW @NANYA7 TW 0.9088 5.0000 0.049 5,458 1.0000 -1 -0.0005 -53,000 0.9300 -49,288 49,288 -2,410
167 0019.HK @SWIRE4 HK 0.5720 5.0000 0.053 2,870 1.0000 -1 -0.0093 -108,000 8.5669 -925,229 925,229 -49,114
169 3291.T @IIDAG1 JP 0.3903 1.0000 0.004 3,126 1.0000 -1 -0.0056 -40,900 13.7657 -563,019 563,019 -2,061
170 6460.T @SEGAS1 JP 0.4545 1.0000 0.010 4,096 1.0000 -1 -0.0055 -22,600 24.3637 -550,620 550,620 -5,460
172 6952.T @CASIO5 JP 0.5344 1.0000 -0.002 1,768 -1.0000 1 0.0065 87,400 7.4371 649,999 649,999 -1,479
180 0836.HK @CHINA276 HK 0.5962 3.0000 0.033 4,762 1.0000 -1 -0.0181 -746,000 2.4204 -1,805,617 1,805,617 -60,308
185 4816.T @TOEIA1 JP 0.0367 3.0000 0.024 2,205 1.0000 -1 -0.0010 -4,500 22.3385 -100,523 100,523 -2,422
197 4324.T @DENTS4 JP 0.8384 3.0000 0.026 4,990 1.0000 -1 -0.0017 -7,800 21.5791 -168,317 168,317 -4,424
199 4536.T @SANTE4 JP 0.1973 3.0000 0.026 3,929 1.0000 -1 -0.0004 -3,500 11.4874 -40,206 40,206 -1,028
214 6055.HK @CHINA2407 HK 1.4294 3.0000 0.026 785 1.0000 -1 -0.0032 -80,000 4.0510 -324,079 324,079 -8,389
242 1821.HK @ESRAA1 HK 0.3212 3.0000 0.029 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -23,236
243 6702.T @FUJIT27 JP 0.6447 7.0000 0.078 47,782 1.0000 -1 -0.0009 -4,000 23.0706 -92,282 92,282 -7,212
248 0552.HK @CHINA479 HK 0.8862 9.0000 0.159 1,377 1.0000 0 -0.0000 0 0.5758 0 0 0
251 5880.TW @TWCOO1 TW 0.4077 6.0000 0.071 12,616 1.0000 -1 -0.0056 -670,000 0.8287 -555,224 555,224 -39,430
252 2229.T @CALBE1 JP 0.2409 2.0000 0.017 1,661 1.0000 0 -0.0000 0 18.7876 0 0 0
280 4912.T @LIONC3 JP 0.1713 3.0000 0.027 2,904 1.0000 -1 -0.0019 -18,500 10.3790 -192,012 192,012 -5,232
357 6701.T @NECCO8 JP 0.8952 3.0000 0.022 38,110 1.0000 -1 -0.0065 -23,200 27.9351 -648,095 648,095 -14,467
368 6113.T @AMADA1 JP 0.9494 1.0000 -0.002 3,464 -1.0000 1 0.0010 9,000 10.5569 95,012 95,012 -215
393 4151.T @KYOWA7 JP 0.0097 2.0000 0.013 8,933 1.0000 -1 -0.0003 -1,600 16.9951 -27,192 27,192 -343
395 1878.T @DAITO2 JP 0.2020 4.0000 0.035 6,997 1.0000 0 0.0000 0 106.8692 0 0 0
396 2884.TW @ESUNF1 TW 0.5192 6.0000 0.073 17,224 1.0000 -1 -0.0002 -22,000 1.0768 -23,689 23,689 -1,738
401 4519.T @CHUGA4 JP 0.5092 3.0000 0.025 34,624 1.0000 0 0.0000 0 51.5531 0 0 0
405 5838.T @RAKUT8 JP 1.0835 1.0000 0.008 4,171 1.0000 -1 -0.0008 -1,800 46.8733 -84,372 84,372 -690
406 8136.T @SANRI4 JP 0.8493 3.0000 0.029 10,903 1.0000 -1 -0.0024 -5,200 46.4012 -241,286 241,286 -7,030
411 1024.HK @KUAIS1 HK 2.1958 9.0000 0.154 21,816 1.0000 -1 -0.0008 -10,000 7.5733 -75,733 75,733 -11,626
424 035420.KS @NHNCO1 KR 0.4737 6.0000 -0.069 33,566 -1.0000 1 0.0049 2,305 211.8582 488,333 488,333 -33,497
430 6981.T @MURAT5 JP 1.1034 2.0000 0.020 27,882 1.0000 -1 -0.0058 -41,000 14.2036 -582,348 582,348 -11,821
432 9992.HK @POPMA2 HK 1.1874 9.0000 0.152 43,146 1.0000 -1 -0.0032 -10,000 32.1276 -321,276 321,276 -48,822
438 2891.TW @CHINA244 TW 0.6293 2.0000 0.012 29,024 1.0000 -1 -0.0116 -785,000 1.4768 -1,159,283 1,159,283 -13,926
439 058470.KQ @LEENO1 KR 0.7851 2.0000 -0.012 2,835 -1.0000 1 0.0041 11,147 37.1937 414,598 414,598 -5,045
440 APA.AX @AUSTP9 AU 0.0956 2.0000 -0.012 7,179 -1.0000 1 0.0044 80,477 5.5035 442,907 442,907 -5,284
447 7867.T @TOMYC1 JP 0.6787 1.0000 0.000 1,902 1.0000 -1 -0.0010 -4,400 21.8459 -96,122 96,122 -25
453 005930.KS @SAMSU48 KR 0.5383 2.0000 -0.012 248,127 -1.0000 1 0.0027 6,201 44.1219 273,600 273,600 -3,150
454 018260.KS @SAMSU530 KR 0.2233 4.0000 -0.045 6,552 -1.0000 1 0.0017 1,180 141.1173 166,518 166,518 -7,451
455 0175.HK @GUORU1 HK 1.9156 7.0000 0.089 14,632 1.0000 0 0.0000 0 2.1656 0 0 0
456 066570.KS @LGELE11 KR 0.5080 3.0000 -0.030 5,911 -1.0000 1 0.0005 860 55.5718 47,792 47,792 -1,442
459 VNT.AX @VENTI5 AU 0.2472 1.0000 -0.006 2,746 -1.0000 1 0.0004 13,313 3.2750 43,600 43,600 -277
460 9831.T @YAMAD5 JP 0.1787 1.0000 0.006 2,777 1.0000 -1 -0.0004 -14,000 3.0884 -43,238 43,238 -249
463 1071.HK @HUADI2 HK 0.7286 4.0000 0.040 750 1.0000 -1 -0.0005 -88,000 0.5516 -48,540 48,540 -1,948
464 IAG.AX @INSUR1 AU 0.1441 3.0000 0.023 13,888 1.0000 0 0.0000 0 5.8717 0 0 0
468 3941.T @RENGO2 JP 0.5149 3.0000 -0.023 1,425 -1.0000 0 0.0000 0 5.2559 0 0 -0
474 3939.HK @WANGU1 HK 0.6137 1.0000 0.010 3,468 1.0000 -1 -0.0008 -20,000 3.8089 -76,179 76,179 -750
477 WDS.AX @WOODS5 AU 0.6439 2.0000 0.014 29,632 1.0000 0 0.0000 0 15.6062 0 0 0
479 2432.T @DENAC1 JP 0.8269 1.0000 0.011 1,996 1.0000 -1 -0.0005 -2,900 18.5721 -53,859 53,859 -579
484 4661.T @ORIEN41 JP 0.2367 2.0000 0.017 29,656 1.0000 -1 -0.0049 -22,100 21.9622 -485,365 485,365 -8,353
495 9868.HK @XPENG2 HK 2.4665 2.0000 0.019 14,305 1.0000 -1 -0.0020 -20,000 9.7708 -195,415 195,415 -3,619
499 1288.HK @AGRIC28 HK 0.6282 8.0000 0.109 22,438 1.0000 -1 -0.0050 -678,000 0.7299 -494,900 494,900 -54,066
501 0939.HK @CHINA377 HK 0.7628 4.0000 0.044 245,013 1.0000 -1 -0.0203 -1,994,000 1.0191 -2,032,115 2,032,115 -88,571
511 6301.T @KOMAT8 JP 0.9868 3.0000 0.024 29,102 1.0000 0 0.0000 0 30.6034 0 0 0
512 003490.KS @KOREA192 KR 0.3235 5.0000 -0.047 4,660 -1.0000 1 0.0002 1,396 17.1018 23,874 23,874 -1,124
523 6594.T @NIDEC6 JP 1.2295 2.0000 0.020 23,556 1.0000 -1 -0.0057 -28,800 19.7523 -568,867 568,867 -11,483
526 2881.TW @FUBON8 TW 0.6529 9.0000 0.133 33,362 1.0000 -1 -0.0003 -12,000 2.9063 -34,876 34,876 -4,650
528 1398.HK @INDUS124 HK 0.7340 4.0000 0.042 70,762 1.0000 -1 -0.0032 -388,000 0.8153 -316,333 316,333 -13,346
534 1088.HK @CHINA352 HK 0.5407 8.0000 0.120 14,715 1.0000 -1 -0.0024 -54,000 4.3567 -235,263 235,263 -28,171
535 105560.KS @KBFIN1 KR 0.5264 1.0000 -0.011 31,241 -1.0000 1 0.0010 1,194 81.8991 97,787 97,787 -1,034
542 ALL.AX @ARIST4 AU 0.3593 1.0000 0.002 26,561 1.0000 -1 -0.0014 -3,319 42.5812 -141,327 141,327 -303
547 CMLT.SI @CAPIT88 SG NaN NaN nan 12,192 NaN -1 -0.0000 -16 1.6663 -27 27 nan
552 7267.T @HONDA9 JP 0.6561 2.0000 0.020 50,213 1.0000 -1 -0.0049 -51,000 9.5101 -485,016 485,016 -9,698
555 5108.T @BRIDG9 JP 0.6200 1.0000 0.009 25,841 1.0000 -1 -0.0017 -4,300 40.6814 -174,930 174,930 -1,641
557 7974.T @NINTE2 JP 0.6017 1.0000 0.000 114,488 1.0000 -1 -0.0014 -1,600 88.1568 -141,051 141,051 -69
563 7269.T @SUZUK8 JP 0.8466 1.0000 0.000 22,870 1.0000 -1 -0.0037 -31,400 11.6414 -365,538 365,538 -87
567 6902.T @DENSO3 JP 0.8196 3.0000 0.024 27,624 1.0000 -1 -0.0022 -16,800 12.9995 -218,391 218,391 -5,278
568 7270.T @FUJIH3 JP 0.8831 2.0000 0.018 9,729 1.0000 -1 -0.0026 -15,500 16.8001 -260,401 260,401 -4,763
573 9503.T @KANSA18 JP 0.7486 1.0000 0.005 11,595 1.0000 -1 -0.0006 -5,000 11.0632 -55,316 55,316 -262
576 7261.T @MAZDA2 JP 0.8827 1.0000 0.002 3,413 1.0000 -1 -0.0003 -5,700 5.6862 -32,412 32,412 -56
580 1802.T @OBAYA2 JP 0.5103 4.0000 0.038 10,880 1.0000 0 0.0000 0 15.0794 0 0 0
582 8316.T @SUMIT21 JP 1.0764 6.0000 0.074 96,261 1.0000 0 0.0000 0 24.7811 0 0 0
584 1801.T @TAISE5 JP 0.7259 1.0000 0.008 10,419 1.0000 -1 -0.0003 -600 56.8829 -34,130 34,130 -273
586 6383.T @DAIFU1 JP 0.9714 2.0000 0.020 9,636 1.0000 0 0.0000 0 25.3695 0 0 0
590 7911.T @TOPPA4 JP 0.7817 2.0000 0.022 7,491 1.0000 -1 -0.0007 -2,900 25.4173 -73,710 73,710 -1,601
592 1898.HK @CHINA484 HK 0.6800 3.0000 0.031 4,734 1.0000 -1 -0.0010 -86,000 1.1529 -99,147 99,147 -3,121
597 2331.HK @LININ1 HK 1.8227 4.0000 0.044 4,765 1.0000 -1 -0.0003 -14,000 2.0714 -28,999 28,999 -1,274
601 6762.T @TDKCO10 JP 1.1946 2.0000 0.019 20,814 1.0000 -1 -0.0036 -33,700 10.7074 -360,841 360,841 -6,888
603 5803.T @FUJIK9 JP 1.7862 3.0000 0.023 14,366 1.0000 0 0.0000 0 48.5564 0 0 0
605 9201.T @JAPAN304 JP 0.5559 4.0000 0.041 8,551 1.0000 0 0.0000 0 19.5608 0 0 0
606 3896.HK @KINGS113 HK 2.8446 2.0000 0.019 1,886 1.0000 -1 -0.0001 -12,000 0.8484 -10,181 10,181 -196
607 6723.T @NECEL1 JP 1.6996 2.0000 0.016 24,759 1.0000 0 0.0000 0 13.2355 0 0 0
637 601333.SH @GUANG102 CN 0.7023 3.0000 -0.034 1,218 -1.0000 1 0.0000 78 0.4067 32 32 -1
643 600570.SH @HANGZ8 CN 1.9233 3.0000 0.023 6,263 1.0000 -1 0.0000 -80 4.1908 -335 335 -8
646 688252.SH @JADAR3 CN 1.9010 3.0000 -0.030 435 -1.0000 1 0.0000 44 3.3217 146 146 -4
659 605098.SH @SHANG357 CN 1.0617 8.0000 0.123 422 1.0000 0 0.0000 0 4.9123 0 0 0
661 688025.SH @SHENZ288 CN 2.4085 NaN nan 768 NaN 1 -0.0000 85 9.3997 799 799 nan
677 688772.SH @ZHUHA19 CN 2.0745 3.0000 -0.023 1,860 -1.0000 1 0.0000 68 2.0042 136 136 -3
682 300379.ZK @BEIJI135 CN 1.4755 NaN nan 416 NaN -1 -0.0000 -89 0.7465 -66 66 nan
684 003021.ZK @SHENZ329 CN 2.1727 1.0000 -0.002 1,972 -1.0000 1 0.0000 40 14.6574 586 586 -1
696 002017.ZK @ZHUHA5 CN 1.5018 4.0000 -0.038 804 -1.0000 1 0.0040 162,700 2.4749 402,671 402,671 -15,243
701 688169.SH @BEIJI316 CN 1.4858 4.0000 0.046 5,181 1.0000 -1 0.0000 -38 20.0209 -761 761 -35
714 000100.ZK @TCLCO2 CN 1.3174 6.0000 0.065 11,299 1.0000 -1 0.0000 -20 0.6017 -12 12 -1
722 688041.SH @HYGON1 CN 1.1792 2.0000 0.013 18,646 1.0000 -1 0.0000 -61 19.1003 -1,165 1,165 -15
723 688599.SH @TRINA7 CN 1.7805 5.0000 -0.050 3,054 -1.0000 1 0.0000 89 1.9735 176 176 -9
724 603355.SH @KINGC7 CN 1.5056 4.0000 0.042 655 1.0000 -1 0.0000 -13 3.0877 -40 40 -2
727 688106.SH @SUZHO69 CN 1.5346 2.0000 -0.015 1,189 -1.0000 1 0.0000 48 2.4666 118 118 -2
732 000538.ZK @YUNNA10 CN 0.6209 4.0000 0.035 5,645 1.0000 -1 0.0000 -80 7.7159 -617 617 -21
747 002291.ZK @FOSHA5 CN 1.7996 3.0000 0.027 731 1.0000 -1 0.0000 -3 0.8900 -3 3 -0
752 601169.SH @BANKO53 CN 0.4497 1.0000 0.003 16,709 1.0000 -1 -0.0171 -1,777,534 0.9638 -1,713,166 1,713,166 -5,567
777 002821.ZK @ASYMC1 CN 1.7144 2.0000 0.012 2,571 1.0000 -1 0.0000 -63 11.8760 -748 748 -9
787 002609.ZK @SHENZ94 CN 1.8832 2.0000 -0.017 839 -1.0000 1 0.0005 30,900 1.4944 46,178 46,178 -807
795 603659.SH @PUTAI1 CN 1.7599 8.0000 -0.103 4,334 -1.0000 1 0.0000 74 2.5348 188 188 -19
800 002595.ZK @SHAND94 CN 0.6898 2.0000 0.020 6,804 1.0000 -1 0.0000 -95 8.5056 -808 808 -16
849 601880.SH @DALIA26 CN 0.8355 8.0000 0.122 1,167 1.0000 0 0.0000 0 0.2075 0 0 0
850 601298.SH @QINGD40 CN 0.3592 9.0000 0.124 1,071 1.0000 0 0.0000 0 1.2409 0 0 0
852 300502.ZK @EOPTO1 CN 2.4003 7.0000 0.087 14,748 1.0000 -1 0.0000 -80 14.8621 -1,189 1,189 -103
879 688506.SH @SICHU130 CN 1.1834 2.0000 0.020 15,234 1.0000 -1 0.0000 -34 40.8482 -1,389 1,389 -28
940 600016.SH @CHINA214 CN 0.5635 5.0000 0.059 14,904 1.0000 0 0.0000 0 0.6671 0 0 0
941 300660.ZK @JIANG266 CN 2.3460 1.0000 -0.010 1,559 -1.0000 1 0.0000 80 6.3398 507 507 -5
943 600926.SH @BANKO586 CN 0.5384 1.0000 0.003 11,565 1.0000 -1 0.0000 -87 2.3900 -208 208 -1
949 300033.ZK @HEXIN5 CN 2.6513 9.0000 0.158 17,245 1.0000 0 0.0000 0 35.2493 0 0 0
981 600246.SH @BEIJI34 CN 1.3380 1.0000 -0.004 871 -1.0000 0 0.0000 0 0.8412 0 0 -0
1005 002475.ZK @SHENZ71 CN 1.6721 2.0000 0.015 20,796 1.0000 -1 -0.0065 -140,900 4.6281 -652,104 652,104 -9,862
1040 SCGP_n.BK @SCGPA1 TH 0.6930 5.0000 0.051 602 1.0000 -1 -0.0005 -102,900 0.5009 -51,544 51,544 -2,604
1049 BBL_n.BK @BANGK27 TH 0.2201 5.0000 0.054 8,104 1.0000 -1 -0.0104 -245,600 4.2456 -1,042,712 1,042,712 -56,294
1050 KTB_n.BK @KRUNG9 TH 0.3737 4.0000 0.040 4,188 1.0000 -1 -0.0005 -77,800 0.6659 -51,803 51,803 -2,058
1055 SCB_n.BK @SCBXP1 TH 0.2133 7.0000 0.092 12,187 1.0000 -1 -0.0027 -75,300 3.6194 -272,543 272,543 -24,943
1057 GULF_n.BK @GULFD3 TH NaN NaN nan 14,479 NaN -1 -0.0000 -13 1.2752 -17 17 nan
1059 SCC_n.BK @SIAMC15 TH 0.7022 2.0000 0.022 6,084 1.0000 0 0.0000 0 5.0702 0 0 0
1061 KBANK_n.BK @KASIK3 TH 0.1837 6.0000 0.070 9,857 1.0000 -1 -0.0039 -82,600 4.7343 -391,051 391,051 -27,305