total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -785,840 21,732,775 102 401,874,065 -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 1.6485 8.0000 0.103 4,959 1.0000 -1 0.0000 -1,000 3.1847 -3,185 3,185 -328
16 1519.HK @JTGLO1 HK 1.4218 4.0000 0.035 6,366 1.0000 -1 -0.0008 -90,601 0.8637 -78,252 78,252 -2,761
23 1795.TW @LOTUS3 TW 0.8114 2.0000 0.018 1,253 1.0000 -1 -0.0027 -36,000 7.6038 -273,736 273,736 -4,839
65 0267.HK @CITIC10 HK 1.4192 10.0000 0.175 10,786 1.0000 -1 -0.0086 -625,005 1.3733 -858,293 858,293 -149,811
66 9706.T @JAPAN205 JP 0.7932 7.0000 -0.080 2,945 -1.0000 0 0.0000 0 31.6173 0 0 -0
83 1378.HK @CHINA1377 HK 1.6412 9.0000 0.134 5,957 1.0000 -1 0.0000 -1,500 2.2905 -3,436 3,436 -460
89 1415.HK @COWEL7 HK 2.2892 3.0000 0.026 898 1.0000 -1 -0.0006 -18,000 3.4714 -62,484 62,484 -1,599
90 6805.TW @FOSIT1 TW 1.3546 1.0000 0.001 1,575 1.0000 -1 -0.0019 -7,000 27.6750 -193,725 193,725 -183
92 2376.TW @GIGAB3 TW 1.0251 1.0000 0.002 6,179 1.0000 -1 -0.0043 -44,000 9.8130 -431,771 431,771 -931
95 2543.TW @HWANG2 TW 1.2177 4.0000 0.038 680 1.0000 -1 0.0000 -177 2.7675 -490 490 -18
101 2400.HK @XDINC1 HK 1.6896 8.0000 0.115 3,030 1.0000 -1 -0.0007 -10,600 6.1465 -65,153 65,153 -7,464
102 0763.HK @ZTECO2 HK 1.9702 8.0000 0.109 2,339 1.0000 -1 0.0000 -1,600 3.0956 -4,953 4,953 -542
103 4088.T @AIRWA2 JP 0.6598 1.0000 -0.001 3,434 -1.0000 1 0.0214 143,100 14.9443 2,138,527 2,138,527 -1,336
104 1963.T @JGCCO1 JP 0.8954 1.0000 0.010 2,220 1.0000 -1 -0.0067 -77,800 8.5500 -665,190 665,190 -6,799
120 1109.HK @CHINA182 HK 1.5604 10.0000 0.211 9,665 1.0000 -1 0.0000 -1,500 3.3886 -5,083 5,083 -1,074
123 6618.HK @JDHEA1 HK 2.0488 10.0000 0.165 5,785 1.0000 -1 0.0000 -150 5.4777 -822 822 -136
129 8299.TWO @PHISO1 TW 0.9465 1.0000 0.005 3,123 1.0000 -1 -0.0029 -17,000 16.8002 -285,604 285,604 -1,480
140 1833.HK @PAGOO1 HK 1.9252 8.0000 0.117 1,135 1.0000 -1 0.0000 -977 1.1172 -1,092 1,092 -128
142 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.058 2,663 1.0000 -1 0.0000 -1,600 0.7860 -1,258 1,258 -73
153 0189.HK @DONGY26 HK 1.5519 2.0000 0.015 2,313 1.0000 -1 -0.0004 -30,000 1.3350 -40,051 40,051 -618
154 0998.HK @CHINA536 HK 0.7461 9.0000 0.160 9,076 1.0000 -1 0.0000 -1,000 0.9529 -953 953 -152
157 5871.TW @CHAIL1 TW 1.1467 4.0000 0.034 7,270 1.0000 -1 -0.0020 -46,000 4.3328 -199,308 199,308 -6,838
160 2327.TW @YAGEO2 TW 0.9113 3.0000 0.024 8,081 1.0000 -1 -0.0010 -6,000 16.7660 -100,596 100,596 -2,380
164 3288.T @OPENH1 JP 0.2487 3.0000 0.025 5,463 1.0000 -1 -0.0016 -3,600 45.2668 -162,960 162,960 -4,133
165 1303.TW @NANYA7 TW 0.9500 2.0000 0.020 5,548 1.0000 -1 -0.0005 -53,000 0.9453 -50,103 50,103 -983
166 0019.HK @SWIRE4 HK 0.5700 6.0000 0.061 2,870 1.0000 -1 -0.0090 -104,501 8.5669 -895,253 895,253 -54,614
169 6460.T @SEGAS1 JP 0.4126 2.0000 0.016 4,058 1.0000 -1 -0.0049 -20,100 24.1330 -485,074 485,074 -7,902
171 6952.T @CASIO5 JP 0.5353 2.0000 -0.015 1,805 -1.0000 1 0.0061 80,100 7.5919 608,112 608,112 -9,041
173 2158.HK @YIDUT1 HK 2.3865 2.0000 0.017 787 1.0000 -1 0.0000 -1,900 0.7401 -1,406 1,406 -23
178 0836.HK @CHINA276 HK 0.6193 3.0000 0.033 4,747 1.0000 -1 -0.0170 -704,005 2.4128 -1,698,591 1,698,591 -55,207
183 4816.T @TOEIA1 JP 0.0643 1.0000 0.005 2,254 1.0000 -1 -0.0010 -4,400 22.8417 -100,503 100,503 -502
195 4324.T @DENTS4 JP 0.8229 2.0000 0.020 5,011 1.0000 -1 -0.0019 -8,800 21.6683 -190,681 190,681 -3,773
196 7733.T @OLYMP17 JP 0.6230 5.0000 0.046 13,496 1.0000 0 0.0000 0 11.8478 0 0 0
200 6988.T @NITTO9 JP 0.8900 2.0000 -0.016 13,506 -1.0000 0 0.0000 0 19.1099 0 0 -0
211 6055.HK @CHINA2407 HK 1.4044 5.0000 0.054 759 1.0000 -1 -0.0018 -45,000 3.9172 -176,275 176,275 -9,446
220 9688.HK @ZAILA3 HK 1.7800 1.0000 0.006 3,884 1.0000 -1 -0.0044 -126,001 3.4968 -440,605 440,605 -2,715
227 CAST.NS @CASTR8 IN 0.3698 1.0000 -0.007 1,271 -1.0000 1 0.0014 52,562 2.6221 137,820 137,820 -937
231 3046.T @JINCO1 JP 0.3304 1.0000 0.008 1,333 1.0000 -1 -0.0022 -3,800 58.5274 -222,404 222,404 -1,811
239 1821.HK @ESRAA1 HK 0.3002 5.0000 0.050 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -39,736
246 5880.TW @TWCOO1 TW 0.4100 4.0000 0.034 12,932 1.0000 -1 -0.0057 -670,000 0.8494 -569,119 569,119 -19,366
248 2264.T @MORIN6 JP 0.2476 1.0000 -0.002 2,015 -1.0000 1 0.0033 14,700 22.6264 332,609 332,609 -576
274 4912.T @LIONC3 JP 0.1650 2.0000 0.013 2,898 1.0000 -1 -0.0019 -18,700 10.3586 -193,706 193,706 -2,517
325 051900.KS @LGHOU1 KR 0.6030 1.0000 0.008 2,442 1.0000 -1 -0.0001 -47 236.9265 -11,136 11,136 -85
340 5388.TW @SERCO6 TW 1.0341 1.0000 0.007 969 1.0000 -1 -0.0002 -7,000 3.2299 -22,609 22,609 -158
341 3037.TW @UNIMI2 TW 1.2633 1.0000 0.003 5,105 1.0000 -1 -0.0010 -26,000 3.8361 -99,740 99,740 -285
346 6701.T @NECCO8 JP 0.8724 1.0000 0.001 39,535 1.0000 -1 -0.0057 -19,600 28.9791 -567,990 567,990 -442
357 6113.T @AMADA1 JP 0.9221 2.0000 -0.016 3,619 -1.0000 1 0.0004 3,200 11.0286 35,291 35,291 -571
386 6526.T @SOCIO2 JP 1.2346 6.0000 -0.060 3,427 -1.0000 0 0.0000 0 19.0544 0 0 -0
390 8136.T @SANRI4 JP 0.8250 5.0000 0.054 10,951 1.0000 0 0.0000 0 46.6067 0 0 0
399 OCBC.SI @OVERS15 SG 0.4854 5.0000 0.055 52,412 1.0000 0 0.0000 0 12.8982 0 0 0
413 6981.T @MURAT5 JP 1.1061 3.0000 0.027 28,852 1.0000 -1 -0.0006 -3,800 14.6978 -55,852 55,852 -1,506
417 6856.T @HORIB1 JP 1.1848 2.0000 -0.017 3,271 -1.0000 1 0.0002 300 77.4464 23,234 23,234 -396
420 2891.TW @CHINA244 TW 0.6269 3.0000 0.034 29,619 1.0000 -1 -0.0118 -785,000 1.5071 -1,183,039 1,183,039 -39,891
422 APA.AX @AUSTP9 AU 0.0579 1.0000 -0.006 7,100 -1.0000 1 0.0050 91,757 5.4424 499,378 499,378 -3,068
436 066570.KS @LGELE11 KR 0.5231 3.0000 -0.025 5,929 -1.0000 1 0.0005 860 55.7387 47,935 47,935 -1,196
440 9831.T @YAMAD5 JP 0.1798 1.0000 0.003 2,828 1.0000 -1 -0.0001 -4,700 3.1451 -14,782 14,782 -37
442 1071.HK @HUADI2 HK 0.7122 6.0000 0.071 720 1.0000 -1 -0.0005 -88,001 0.5299 -46,635 46,635 -3,299
450 3939.HK @WANGU1 HK 0.6421 2.0000 0.019 3,636 1.0000 -1 -0.0008 -20,000 3.9937 -79,873 79,873 -1,520
454 2432.T @DENAC1 JP 0.7797 2.0000 0.020 1,899 1.0000 0 0.0000 0 17.6693 0 0 0
458 4661.T @ORIEN41 JP 0.2484 3.0000 0.029 30,047 1.0000 -1 -0.0015 -6,900 22.2515 -153,536 153,536 -4,474
459 CAPN.SI @CAPIT4970 SG 0.6551 6.0000 0.068 10,844 1.0000 0 0.0000 0 2.0842 0 0 0
464 3778.T @SAKUR19 JP 0.9406 5.0000 -0.046 962 -1.0000 0 0.0000 0 30.6176 0 0 -0
468 9868.HK @XPENG2 HK 2.3558 9.0000 0.131 13,167 1.0000 -1 -0.0016 -18,000 8.9937 -161,886 161,886 -21,166
471 1288.HK @AGRIC28 HK 0.6463 10.0000 0.184 21,928 1.0000 -1 0.0000 -4 0.7134 -3 3 -1
473 0939.HK @CHINA377 HK 0.7917 8.0000 0.112 242,563 1.0000 -1 -0.0201 -1,994,013 1.0089 -2,011,807 2,011,807 -225,092
489 1911.T @SUMIT41 JP 0.9521 3.0000 -0.024 6,173 -1.0000 0 0.0000 0 9.9802 0 0 -0
490 9926.HK @AKESO1 HK 1.1506 2.0000 0.014 10,514 1.0000 -1 -0.0012 -10,000 11.7135 -117,135 117,135 -1,626
494 1398.HK @INDUS124 HK 0.7460 10.0000 0.176 68,772 1.0000 -1 0.0000 -2 0.7924 -2 2 -0
500 105560.KS @KBFIN1 KR 0.5500 1.0000 -0.000 31,245 -1.0000 1 0.0009 1,148 81.9078 94,030 94,030 -5
502 055550.KS @SHINH4 KR 0.4776 6.0000 -0.062 21,659 -1.0000 0 0.0000 0 45.9808 0 0 -0
509 CMLT.SI @CAPIT88 SG NaN NaN nan 12,545 NaN -1 -0.0000 -16 1.7145 -27 27 nan
520 STO.AX @SANTO10 AU 0.5098 4.0000 -0.037 16,351 -1.0000 0 0.0000 0 5.0344 0 0 -0
523 7269.T @SUZUK8 JP 0.7971 3.0000 0.023 22,819 1.0000 -1 -0.0041 -35,500 11.6152 -412,341 412,341 -9,373
527 7270.T @FUJIH3 JP 0.8359 3.0000 0.023 9,917 1.0000 -1 -0.0026 -15,000 17.1243 -256,865 256,865 -5,882
546 1898.HK @CHINA484 HK 0.6600 4.0000 0.045 4,750 1.0000 -1 -0.0013 -114,001 1.1567 -131,864 131,864 -5,884
549 259960.KS @KRAFT40 KR -0.1033 1.0000 -0.007 10,907 -1.0000 1 0.0002 58 267.6050 15,521 15,521 -108
550 6920.T @LASER19 JP 1.4437 5.0000 -0.053 12,287 -1.0000 0 0.0000 0 130.3155 0 0 -0
551 2331.HK @LININ1 HK 1.8321 6.0000 0.070 5,571 1.0000 -1 -0.0004 -18,000 2.1554 -38,798 38,798 -2,731
557 3896.HK @KINGS113 HK 2.8475 5.0000 0.055 1,880 1.0000 -1 -0.0001 -12,000 0.8459 -10,150 10,150 -554
558 4543.T @TERUM2 JP 0.4106 6.0000 0.062 26,746 1.0000 0 0.0000 0 18.0651 0 0 0
559 9923.HK @YEAHK1 HK 2.1542 3.0000 0.034 341 1.0000 -1 -0.0001 -8,000 1.6764 -13,412 13,412 -453
561 9901.HK @NEWOR8 HK 1.2482 4.0000 0.042 8,201 1.0000 -1 -0.0013 -24,000 5.3695 -128,867 128,867 -5,418
566 WBC.AX @WESTP10 AU 0.1939 1.0000 0.011 76,276 1.0000 0 0.0000 0 22.2895 0 0 0
567 4503.T @YAMAN6 JP 0.3919 1.0000 0.011 17,477 1.0000 -1 -0.0035 -36,400 9.6574 -351,528 351,528 -3,823
568 8267.T @AEONC8 JP -0.0098 2.0000 0.020 28,556 1.0000 0 0.0000 0 30.7772 0 0 0
578 ALL.AX @ARIST4 AU 0.3240 2.0000 -0.013 26,957 -1.0000 0 0.0000 0 43.2167 0 0 -0
579 8253.T @CREDI113 JP 0.8995 1.0000 0.009 5,110 1.0000 0 0.0000 0 27.5558 0 0 0
590 4502.T @TAKED3 JP 0.3077 2.0000 0.016 48,535 1.0000 -1 -0.0006 -1,900 30.5065 -57,962 57,962 -952
594 7532.T @DONQU3 JP 0.3513 2.0000 0.012 14,636 1.0000 -1 -0.0001 -400 33.8807 -13,552 13,552 -157
595 9983.T @FASTR4 JP 0.5243 6.0000 0.061 99,612 1.0000 0 0.0000 0 329.5032 0 0 0
600 RIO.AX @RIOTI17 AU 0.6215 1.0000 0.005 25,924 1.0000 -1 -0.0014 -1,960 69.8364 -136,879 136,879 -666
642 601390.SH @CHINA696 CN 0.7582 3.0000 0.027 7,037 1.0000 -1 0.0000 -99 0.7789 -77 77 -2
657 600570.SH @HANGZ8 CN 1.9514 5.0000 0.049 6,694 1.0000 -1 0.0000 -80 4.4794 -358 358 -18
660 688252.SH @JADAR3 CN 1.8582 1.0000 -0.006 445 -1.0000 1 0.0000 44 3.3962 149 149 -1
674 688025.SH @SHENZ288 CN 2.4618 NaN nan 817 NaN 1 -0.0000 85 9.9918 849 849 nan
682 002925.ZK @XIAME55 CN 1.6566 1.0000 -0.009 876 -1.0000 1 0.0031 123,600 2.5042 309,524 309,524 -2,770
695 300379.ZK @BEIJI135 CN 1.5191 NaN nan 449 NaN -1 -0.0000 -89 0.8054 -72 72 nan
698 002226.ZK @ANHUI42 CN 1.1827 1.0000 -0.003 971 -1.0000 1 0.0035 417,800 0.8334 348,174 348,174 -932
699 300866.ZK @ANKER10 CN 1.7544 1.0000 -0.003 8,368 -1.0000 1 0.0000 9 15.7429 142 142 -0
703 688256.SH @CAMBR63 CN 1.5218 2.0000 0.015 25,316 1.0000 -1 -0.0007 -906 78.5890 -71,202 71,202 -1,100
726 000100.ZK @TCLCO2 CN 1.2732 6.0000 0.060 11,455 1.0000 -1 0.0000 -20 0.6100 -12 12 -1
728 688222.SH @HITGE1 CN 2.1357 2.0000 -0.020 690 -1.0000 1 0.0003 11,436 2.3284 26,627 26,627 -545
734 688041.SH @HYGON1 CN 1.1841 6.0000 0.060 18,601 1.0000 -1 0.0000 -61 19.0540 -1,162 1,162 -69
735 688599.SH @TRINA7 CN 1.7913 5.0000 -0.047 3,074 -1.0000 1 0.0000 89 1.9864 177 177 -8
736 603355.SH @KINGC7 CN 1.5089 5.0000 0.050 663 1.0000 -1 0.0000 -13 3.1268 -41 41 -2
739 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.010 1,192 -1.0000 1 0.0000 48 2.4735 119 119 -1
740 600248.SH @YANGL1 CN 0.8378 2.0000 0.013 656 1.0000 -1 0.0000 -64 0.5318 -34 34 -0
744 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.037 5,695 1.0000 -1 0.0000 -80 7.7849 -623 623 -23
755 601877.SH @ZHEJI93 CN 1.2174 1.0000 0.007 3,408 1.0000 -1 -0.0004 -12,200 3.1715 -38,692 38,692 -269
759 002291.ZK @FOSHA5 CN 1.8080 3.0000 0.025 738 1.0000 -1 0.0000 -3 0.8990 -3 3 -0
799 002609.ZK @SHENZ94 CN 1.9057 1.0000 -0.005 877 -1.0000 1 0.0003 21,900 1.5620 34,208 34,208 -180
800 002241.ZK @GOERT1 CN 1.8469 7.0000 0.078 9,611 1.0000 -1 0.0000 -80 3.2385 -259 259 -20
801 601579.SH @KUAIJ1 CN 0.5923 3.0000 -0.025 560 -1.0000 1 0.0000 95 2.8462 270 270 -7
812 002595.ZK @SHAND94 CN 0.6573 1.0000 0.004 6,614 1.0000 -1 0.0000 -95 8.2679 -785 785 -3
828 600104.SH @SAUTO1 CN 0.8237 4.0000 0.044 7,994 1.0000 -1 0.0000 -99 2.2279 -221 221 -10
872 601988.SH @BANKO22 CN 0.1636 1.0000 0.008 188,172 1.0000 -1 -0.0004 -54,440 0.7887 -42,936 42,936 -351
913 601166.SH @INDUS132 CN 0.6463 6.0000 0.070 52,177 1.0000 0 0.0000 0 3.2873 0 0 0
923 002916.ZK @SHENN1 CN 1.8258 7.0000 -0.082 10,330 -1.0000 1 0.0000 30 15.4931 465 465 -38
964 603986.SH @GIGAD1 CN 1.6477 1.0000 0.009 11,496 1.0000 -1 0.0000 -77 17.3119 -1,333 1,333 -11
1012 601225.SH @SHAAN16 CN 0.4618 1.0000 -0.001 9,118 -1.0000 0 0.0000 0 2.6871 0 0 -0
1019 601138.SH @FOXCO3 CN 1.9799 4.0000 0.036 13,644 1.0000 0 0.0000 0 2.9872 0 0 0
1023 601318.SH @PINGA4 CN 1.0797 5.0000 0.052 76,150 1.0000 0 0.0000 0 7.7751 0 0 0
1037 600415.SH @ZHEJI85 CN 1.1542 5.0000 0.048 6,544 1.0000 0 0.0000 0 2.7122 0 0 0
1042 688008.SH @MONTA67 CN 1.7920 2.0000 0.012 12,448 1.0000 0 0.0000 0 11.4464 0 0 0
1044 600348.SH @SHANX13 CN 0.9133 7.0000 -0.085 1,500 -1.0000 0 0.0000 0 0.9450 0 0 -0
1046 600468.SH @TIANJ11 CN 1.6646 1.0000 -0.003 535 -1.0000 0 0.0000 0 1.0469 0 0 -0
1055 301382.ZK @FENGZ1 CN 2.1213 7.0000 -0.083 920 -1.0000 0 0.0000 0 5.4231 0 0 -0
1058 300409.ZK @GUANG197 CN 2.0497 6.0000 -0.073 1,772 -1.0000 0 0.0000 0 2.2655 0 0 -0
1063 600184.SH @HUBEI23 CN 1.4229 8.0000 -0.120 515 -1.0000 0 0.0000 0 2.4093 0 0 -0
1065 603906.SH @JIANG257 CN 2.0217 9.0000 -0.143 1,234 -1.0000 0 0.0000 0 2.1846 0 0 -0
1074 603259.SH @WUXIA4 CN 1.7585 2.0000 0.018 23,054 1.0000 0 0.0000 0 9.8690 0 0 0
1075 600790.SH @ZHEJI32 CN 1.0050 7.0000 -0.081 468 -1.0000 0 0.0000 0 0.5235 0 0 -0
1098 BBL_n.BK @BANGK27 TH 0.2242 2.0000 0.021 8,299 1.0000 -1 -0.0154 -353,400 4.3478 -1,536,522 1,536,522 -32,235
1099 KTB_n.BK @KRUNG9 TH 0.3728 6.0000 0.064 4,170 1.0000 -1 -0.0005 -75,400 0.6630 -49,988 49,988 -3,194
1105 GULF_n.BK @GULFD3 TH NaN NaN nan 14,092 NaN -1 -0.0000 -13 1.2411 -16 16 nan
1108 KBANK_n.BK @KASIK3 TH 0.1932 7.0000 0.089 9,920 1.0000 0 0.0000 0 4.7641 0 0 0