total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -832,723 22,251,257 111 399,556,833 -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 7.0000 0.084 5,435 1.0000 -1 0.0000 -1,000 3.4905 -3,491 3,491 -293
23 1795.TW @LOTUS3 TW 0.8114 3.0000 0.028 1,200 1.0000 -1 -0.0026 -36,000 7.2840 -262,226 262,226 -7,412
49 9001.T @TOBUR1 JP 0.2629 1.0000 -0.008 3,425 -1.0000 1 0.0105 61,700 17.0234 1,050,342 1,050,342 -8,911
52 6285.TW @WISTR2 TW 1.0423 1.0000 0.002 1,510 1.0000 -1 -0.0021 -55,000 3.8985 -214,418 214,418 -385
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.001 1,046 1.0000 -1 -0.0019 -13,000 14.9614 -194,498 194,498 -131
62 ANN.AX @ANSEL3 AU 0.5747 8.0000 -0.097 2,884 -1.0000 0 -0.0000 0 19.7598 0 0 -0
65 0267.HK @CITIC10 HK 1.4192 9.0000 0.127 10,986 1.0000 -1 -0.0048 -340,000 1.3988 -475,579 475,579 -60,218
75 4523.T @EISAI2 JP 0.4933 2.0000 0.011 7,831 1.0000 -1 -0.0012 -4,600 26.8494 -123,507 123,507 -1,397
82 1378.HK @CHINA1377 HK 1.6412 10.0000 0.175 7,250 1.0000 -1 0.0000 -1,500 2.2956 -3,443 3,443 -604
84 2002.TW @CHINA152 TW 0.8786 1.0000 0.002 8,134 1.0000 -1 -0.0050 -776,000 0.6446 -500,226 500,226 -767
88 1415.HK @COWEL7 HK 2.2892 4.0000 0.037 912 1.0000 -1 -0.0006 -18,000 3.5224 -63,403 63,403 -2,356
89 6805.TW @FOSIT1 TW 1.3546 2.0000 0.012 1,572 1.0000 -1 -0.0019 -7,000 27.6315 -193,420 193,420 -2,287
91 2376.TW @GIGAB3 TW 1.0251 1.0000 0.010 5,954 1.0000 -1 -0.0042 -44,000 9.4556 -416,045 416,045 -4,041
94 2543.TW @HWANG2 TW 1.2177 3.0000 0.025 679 1.0000 -1 0.0000 -177 2.7631 -489 489 -12
95 3481.TW @INNOL2 TW 0.9651 2.0000 0.014 3,101 1.0000 -1 -0.0007 -183,000 0.3881 -71,030 71,030 -989
97 8069.TWO @PRIME74 TW 0.8724 3.0000 0.023 7,440 1.0000 -1 -0.0032 -43,000 7.3524 -316,155 316,155 -7,268
98 1101.TW @TAIWA69 TW 0.4786 5.0000 0.054 6,043 1.0000 -1 -0.0030 -377,000 0.8002 -301,682 301,682 -16,380
100 2400.HK @XDINC1 HK 1.6896 9.0000 0.149 3,148 1.0000 -1 -0.0007 -10,600 6.3823 -67,653 67,653 -10,075
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.120 2,421 1.0000 -1 0.0000 -1,600 3.2039 -5,126 5,126 -614
103 1963.T @JGCCO1 JP 0.8954 2.0000 0.020 2,218 1.0000 -1 -0.0020 -23,400 8.5439 -199,927 199,927 -4,098
104 4203.T @SUMIT28 JP 0.9836 1.0000 -0.003 2,397 -1.0000 1 0.0047 16,500 28.4028 468,646 468,646 -1,595
117 3661.TW @ALCHI2 TW 0.9213 1.0000 0.003 9,162 1.0000 -1 -0.0011 -1,000 113.1933 -113,193 113,193 -328
118 1109.HK @CHINA182 HK 1.5604 6.0000 0.068 10,719 1.0000 -1 0.0000 -1,500 3.7581 -5,637 5,637 -382
121 6618.HK @JDHEA1 HK 2.0488 10.0000 0.165 5,886 1.0000 -1 0.0000 -150 5.5734 -836 836 -138
126 8299.TWO @PHISO1 TW 0.9465 1.0000 0.008 3,137 1.0000 -1 -0.0029 -17,000 16.8764 -286,899 286,899 -2,323
131 1801.HK @INNOV87 HK 1.2399 2.0000 0.014 17,857 1.0000 -1 -0.0157 -150,500 10.4461 -1,572,142 1,572,142 -22,750
136 1833.HK @PAGOO1 HK 1.9252 8.0000 0.120 1,242 1.0000 -1 0.0000 -977 1.2230 -1,195 1,195 -144
138 6979.HK @ZJLDG1 HK 1.7149 3.0000 0.025 2,771 1.0000 -1 0.0000 -1,600 0.8179 -1,309 1,309 -33
148 0189.HK @DONGY26 HK 1.5519 8.0000 0.100 2,296 1.0000 -1 -0.0004 -28,000 1.3249 -37,096 37,096 -3,708
149 0998.HK @CHINA536 HK 0.7461 8.0000 0.103 9,658 1.0000 -1 0.0000 -1,000 1.0140 -1,014 1,014 -105
152 5871.TW @CHAIL1 TW 1.1467 6.0000 0.073 7,344 1.0000 -1 -0.0018 -40,000 4.3773 -175,091 175,091 -12,769
155 2327.TW @YAGEO2 TW 0.9113 3.0000 0.027 8,051 1.0000 -1 -0.0010 -6,000 16.7054 -100,233 100,233 -2,742
160 0019.HK @SWIRE4 HK 0.5700 6.0000 0.061 2,955 1.0000 -1 -0.0093 -105,000 8.8219 -926,297 926,297 -56,537
163 6460.T @SEGAS1 JP 0.4126 3.0000 0.028 3,484 1.0000 -1 -0.0020 -9,600 20.7238 -198,949 198,949 -5,650
165 6952.T @CASIO5 JP 0.5353 3.0000 -0.027 1,871 -1.0000 1 0.0046 58,200 7.8723 458,170 458,170 -12,498
172 0836.HK @CHINA276 HK 0.6193 3.0000 0.025 4,947 1.0000 -1 -0.0152 -606,000 2.5147 -1,523,917 1,523,917 -38,843
177 4816.T @TOEIA1 JP 0.0643 2.0000 0.016 2,186 1.0000 -1 -0.0010 -4,400 22.1484 -97,453 97,453 -1,525
189 4324.T @DENTS4 JP 0.8229 4.0000 0.038 4,611 1.0000 -1 -0.0003 -1,700 19.9403 -33,899 33,899 -1,295
203 6055.HK @CHINA2407 HK 1.4044 2.0000 0.016 822 1.0000 -1 -0.0013 -30,000 4.2421 -127,264 127,264 -2,048
212 9688.HK @ZAILA3 HK 1.7800 3.0000 0.029 3,778 1.0000 -1 -0.0043 -126,000 3.4014 -428,571 428,571 -12,570
216 5713.T @SUMIT40 JP 1.7053 1.0000 0.000 6,867 1.0000 -1 -0.0047 -19,900 23.6136 -469,911 469,911 -143
223 3046.T @JINCO1 JP 0.3304 3.0000 0.029 1,225 1.0000 -1 -0.0020 -3,700 53.7937 -199,037 199,037 -5,857
227 2980.T @SREHL1 JP 0.8124 9.0000 -0.135 270 -1.0000 0 -0.0000 0 21.6057 0 0 -0
239 2264.T @MORIN6 JP 0.2476 2.0000 -0.016 2,007 -1.0000 1 0.0030 13,100 22.5350 295,209 295,209 -4,694
261 2317.TW @HONHA4 TW 1.2322 5.0000 0.055 76,247 1.0000 -1 -0.0080 -145,000 5.4887 -795,859 795,859 -43,984
263 4912.T @LIONC3 JP 0.1650 1.0000 0.002 2,784 1.0000 -1 -0.0023 -22,800 9.9515 -226,894 226,894 -406
324 5388.TW @SERCO6 TW 1.0341 1.0000 0.007 954 1.0000 -1 -0.0002 -7,000 3.1804 -22,262 22,262 -148
340 6113.T @AMADA1 JP 0.9221 1.0000 -0.008 3,585 -1.0000 1 0.0003 3,000 10.9249 32,775 32,775 -269
347 6305.T @HITAC41 JP 0.9923 1.0000 -0.010 2,779 -1.0000 1 0.0021 7,100 30.0444 213,315 213,315 -2,219
363 2884.TW @ESUNF1 TW 0.5285 3.0000 0.023 19,228 1.0000 -1 -0.0008 -66,000 1.2020 -79,334 79,334 -1,847
375 4043.T @TOKUY2 JP 0.9448 2.0000 -0.013 1,551 -1.0000 1 0.0003 1,300 21.5107 27,964 27,964 -351
393 2891.TW @CHINA244 TW 0.6269 8.0000 0.097 28,156 1.0000 -1 -0.0069 -484,000 1.4329 -693,509 693,509 -67,095
395 APA.AX @AUSTP9 AU 0.0579 3.0000 -0.028 7,133 -1.0000 1 0.0044 80,967 5.4680 442,728 442,728 -12,266
403 028050.KS @SAMSU34 KR 0.4204 1.0000 -0.003 2,918 -1.0000 1 0.0012 6,594 18.3808 121,203 121,203 -401
404 005930.KS @SAMSU48 KR 0.5642 6.0000 -0.063 254,850 -1.0000 1 0.0028 6,201 45.3174 281,013 281,013 -17,835
405 018260.KS @SAMSU530 KR 0.1756 1.0000 -0.008 6,184 -1.0000 1 0.0017 1,280 133.1970 170,492 170,492 -1,420
406 066570.KS @LGELE11 KR 0.5231 7.0000 -0.078 5,954 -1.0000 1 0.0005 860 55.9761 48,139 48,139 -3,765
407 7453.T @RYOHI2 JP 0.4456 1.0000 0.001 13,180 1.0000 -1 -0.0068 -14,400 46.9423 -675,969 675,969 -547
411 1071.HK @HUADI2 HK 0.7122 6.0000 0.074 741 1.0000 -1 -0.0005 -88,000 0.5452 -47,981 47,981 -3,547
418 3939.HK @WANGU1 HK 0.6421 5.0000 0.047 3,549 1.0000 -1 -0.0008 -20,000 3.8982 -77,964 77,964 -3,633
431 1385.HK @SHANG12 HK 2.2071 5.0000 0.059 945 1.0000 -1 -0.0003 -8,000 3.3249 -26,599 26,599 -1,566
432 9868.HK @XPENG2 HK 2.3558 9.0000 0.124 12,844 1.0000 -1 -0.0016 -18,000 8.7709 -157,877 157,877 -19,558
436 0939.HK @CHINA377 HK 0.7917 9.0000 0.126 257,575 1.0000 -1 -0.0209 -1,952,000 1.0714 -2,091,304 2,091,304 -263,874
437 8750.T @DAIIC36 JP 1.2756 5.0000 0.049 27,652 1.0000 0 0.0000 0 7.4721 0 0 0
444 003490.KS @KOREA192 KR 0.3894 5.0000 -0.059 5,186 -1.0000 1 0.0003 1,551 19.0333 29,521 29,521 -1,744
447 8795.T @TDHOL2 JP 0.9928 2.0000 -0.021 12,244 -1.0000 0 0.0000 0 22.5079 0 0 -0
455 1398.HK @INDUS124 HK 0.7460 10.0000 0.171 68,331 1.0000 -1 0.0000 -1,000 0.7873 -787 787 -135
463 CMLT.SI @CAPIT88 SG NaN NaN nan 12,687 NaN -1 -0.0000 -16 1.7339 -28 28 nan
476 CSL.AX @CSLNP2 AU 0.0597 1.0000 0.004 76,977 1.0000 -1 -0.0027 -1,712 158.9736 -272,163 272,163 -1,184
492 1898.HK @CHINA484 HK 0.6600 6.0000 0.069 4,970 1.0000 -1 -0.0012 -102,000 1.2102 -123,443 123,443 -8,477
497 8630.T @NKSJH1 JP 0.6612 4.0000 0.045 27,067 1.0000 0 0.0000 0 28.9726 0 0 0
500 9923.HK @YEAHK1 HK 2.1542 3.0000 0.031 365 1.0000 -1 -0.0001 -8,000 1.7962 -14,370 14,370 -447
501 9901.HK @NEWOR8 HK 1.2482 9.0000 0.160 7,977 1.0000 -1 -0.0002 -4,000 5.2231 -20,892 20,892 -3,347
509 9735.T @SECOM5 JP 0.1065 3.0000 0.022 16,646 1.0000 0 0.0000 0 35.6748 0 0 0
512 WDS.AX @WOODS5 AU 0.5720 1.0000 -0.010 30,073 -1.0000 1 0.0066 41,949 15.8381 664,394 664,394 -6,847
515 7532.T @DONQU3 JP 0.3513 1.0000 0.001 14,672 1.0000 -1 -0.0019 -5,700 33.9653 -193,602 193,602 -220
516 4676.T @FUJIT13 JP 0.0945 1.0000 0.000 5,060 1.0000 -1 -0.0008 -3,400 23.4847 -79,848 79,848 -6
526 1802.T @OBAYA2 JP 0.4686 4.0000 0.041 10,687 1.0000 0 0.0000 0 14.8119 0 0 0
528 9602.T @TOHOC3 JP 0.1010 2.0000 0.019 7,262 1.0000 -1 -0.0006 -1,000 56.5207 -56,521 56,521 -1,087
546 9904.TW @POUCH1 TW 0.8572 3.0000 0.023 2,459 1.0000 -1 -0.0002 -25,000 0.9592 -23,981 23,981 -550
567 5019.T @IDEMI2 JP 0.9027 1.0000 -0.003 5,907 -1.0000 0 0.0000 0 6.2789 0 0 -0
571 6506.T @YASKA3 JP 1.5956 1.0000 -0.005 5,245 -1.0000 1 0.0025 12,900 19.6656 253,686 253,686 -1,331
576 1658.HK @PSBCA1 HK 0.7880 7.0000 0.088 8,018 1.0000 -1 -0.0022 -290,000 0.7478 -216,859 216,859 -19,125
580 8316.T @SUMIT21 JP 1.0373 3.0000 0.023 95,863 1.0000 0 0.0000 0 24.6786 0 0 0
585 5020.T @JXHOL1 JP 1.0048 3.0000 -0.033 13,648 -1.0000 0 0.0000 0 5.0422 0 0 -0
586 9041.T @KINKI3 JP 0.4448 6.0000 -0.060 3,649 -1.0000 0 0.0000 0 19.1365 0 0 -0
588 6871.T @MICRO72 JP 1.5704 2.0000 -0.014 1,431 -1.0000 1 0.0002 500 35.7494 17,875 17,875 -256
595 8136.T @SANRI4 JP 0.8250 5.0000 0.053 10,201 1.0000 0 0.0000 0 43.4148 0 0 0
615 8932.TWO @HORNG1 TW 0.8863 6.0000 -0.067 649 -1.0000 0 0.0000 0 4.5141 0 0 -0
621 3064.T @MONOT5 JP 0.3701 1.0000 0.002 4,819 1.0000 -1 -0.0001 -600 19.2246 -11,535 11,535 -25
633 2020.HK @ANTAS1 HK 1.5204 10.0000 0.242 14,909 1.0000 0 0.0000 0 11.2997 0 0 0
649 601390.SH @CHINA696 CN 0.7582 4.0000 0.037 7,348 1.0000 -1 0.0000 -99 0.8133 -81 81 -3
658 601333.SH @GUANG102 CN 0.6873 2.0000 -0.022 1,249 -1.0000 1 0.0000 78 0.4171 33 33 -1
664 600570.SH @HANGZ8 CN 1.9514 6.0000 0.069 6,934 1.0000 -1 0.0000 -80 4.6397 -371 371 -26
667 688252.SH @JADAR3 CN 1.8582 1.0000 -0.005 451 -1.0000 1 0.0000 44 3.3424 147 147 -1
680 688025.SH @SHENZ288 CN 2.4618 NaN nan 967 NaN 1 -0.0000 85 11.8295 1,006 1,006 nan
701 300379.ZK @BEIJI135 CN 1.5191 NaN nan 401 NaN -1 -0.0000 -89 0.7184 -64 64 nan
715 605499.SH @EASTR12 CN 0.4139 4.0000 0.041 20,636 1.0000 -1 0.0000 -30 41.7713 -1,253 1,253 -51
723 603799.SH @ZHEJI183 CN 1.7124 2.0000 0.019 7,361 1.0000 -1 0.0000 -61 5.2758 -322 322 -6
734 688222.SH @HITGE1 CN 2.1357 5.0000 -0.053 748 -1.0000 1 0.0000 36 2.5221 91 91 -5
741 688599.SH @TRINA7 CN 1.7913 4.0000 -0.042 3,376 -1.0000 1 0.0000 89 2.1818 194 194 -8
742 603355.SH @KINGC7 CN 1.5089 2.0000 0.020 684 1.0000 -1 0.0000 -13 3.2224 -42 42 -1
745 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.006 1,174 -1.0000 1 0.0000 48 2.4356 117 117 -1
746 600248.SH @YANGL1 CN 0.8378 4.0000 0.039 682 1.0000 -1 0.0000 -64 0.5524 -35 35 -1
750 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.031 5,714 1.0000 -1 0.0000 -80 7.8105 -625 625 -19
751 300750.ZK @CONTE31 CN 1.4933 3.0000 0.023 126,996 1.0000 -1 0.0000 -78 37.4553 -2,922 2,922 -69
760 601006.SH @DAQIN5 CN 0.2200 1.0000 0.010 9,288 1.0000 -1 0.0000 -46 0.9039 -42 42 -0
764 002291.ZK @FOSHA5 CN 1.8080 2.0000 0.014 733 1.0000 -1 0.0000 -3 0.8928 -3 3 -0
766 603233.SH @DASHE1 CN 0.9080 1.0000 0.003 2,758 1.0000 -1 0.0000 -80 2.4217 -194 194 -0
769 601169.SH @BANKO53 CN 0.4357 1.0000 0.001 16,978 1.0000 -1 0.0000 -34 0.9793 -33 33 -0
783 600547.SH @SHAND33 CN 0.4661 1.0000 0.005 7,621 1.0000 -1 0.0000 -41 4.3928 -180 180 -1
789 000065.ZK @NORIN1 CN 1.4194 7.0000 0.085 794 1.0000 -1 0.0000 -70 1.5442 -108 108 -9
794 300725.ZK @PHARM149 CN 2.3922 1.0000 0.001 1,087 1.0000 -1 0.0000 -25 5.4418 -136 136 -0
803 002241.ZK @GOERT1 CN 1.8469 5.0000 0.056 9,290 1.0000 -1 0.0000 -80 3.1303 -250 250 -14
804 601579.SH @KUAIJ1 CN 0.5923 3.0000 -0.033 536 -1.0000 1 0.0000 95 2.7258 259 259 -9
861 300502.ZK @EOPTO1 CN 2.4237 2.0000 0.011 18,146 1.0000 -1 0.0000 -80 18.2603 -1,461 1,461 -16
870 601988.SH @BANKO22 CN 0.1636 2.0000 0.020 191,377 1.0000 -1 0.0000 -40 0.8021 -32 32 -1
884 688506.SH @SICHU130 CN 1.2193 1.0000 0.004 14,768 1.0000 -1 0.0000 -34 39.6007 -1,346 1,346 -5
916 002916.ZK @SHENN1 CN 1.8258 7.0000 -0.084 11,531 -1.0000 1 0.0000 30 17.2950 519 519 -43
920 000755.ZK @SHANX3 CN 0.7833 8.0000 0.110 242 1.0000 0 0.0000 0 0.7156 0 0 0
937 600926.SH @BANKO586 CN 0.5131 3.0000 0.032 11,973 1.0000 -1 0.0000 -87 2.3938 -208 208 -7
950 603986.SH @GIGAD1 CN 1.6477 4.0000 0.040 10,893 1.0000 -1 0.0000 -77 16.4036 -1,263 1,263 -51
977 601766.SH @CHINA1002 CN 0.5989 6.0000 -0.063 10,208 -1.0000 0 0.0000 0 1.0490 0 0 -0
981 601127.SH @CHONG70 CN 1.1171 2.0000 0.016 16,295 1.0000 -1 -0.0004 -2,100 18.1390 -38,092 38,092 -622
1044 002657.ZK @SINOD1 CN 1.8567 8.0000 -0.096 1,443 -1.0000 0 0.0000 0 4.2449 0 0 -0
1049 600226.SH @ZHEJI11 CN 1.0456 8.0000 -0.106 772 -1.0000 0 0.0000 0 0.4185 0 0 -0
1075 BBL_n.BK @BANGK27 TH 0.2242 2.0000 0.012 8,501 1.0000 -1 -0.0196 -439,100 4.4537 -1,955,615 1,955,615 -23,281
1076 KTB_n.BK @KRUNG9 TH 0.3728 4.0000 0.044 4,206 1.0000 -1 -0.0005 -70,100 0.6688 -46,885 46,885 -2,045
1081 GULF_n.BK @GULFD3 TH NaN NaN nan 14,611 NaN -1 -0.0000 -13 1.2868 -17 17 nan