total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -563,719 25,104,556 115 399,890,701 -0.001

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 0.102 5,475 1.0000 -1 0.0000 -1,000 3.5160 -3,516 3,516 -358
16 1519.HK @JTGLO1 HK 1.4218 7.0000 0.075 9,239 1.0000 -1 -0.0039 -308,600 1.2535 -386,838 386,838 -28,879
49 9001.T @TOBUR1 JP 0.2629 4.0000 -0.041 3,488 -1.0000 1 0.0096 55,500 17.3367 962,187 962,187 -39,634
52 6285.TW @WISTR2 TW 1.0423 1.0000 0.007 1,549 1.0000 -1 -0.0022 -55,000 4.0001 -220,008 220,008 -1,633
65 2871.T @NICHI31 JP 0.0503 1.0000 -0.010 3,169 -1.0000 1 0.0074 60,000 12.3302 739,813 739,813 -7,164
67 2212.T @YAMAZ1 JP 0.3373 2.0000 -0.013 4,156 -1.0000 1 0.0052 23,500 21.9371 515,521 515,521 -6,919
77 2474.TW @CATCH1 TW 0.4729 1.0000 0.006 4,772 1.0000 -1 -0.0014 -19,000 7.3507 -139,663 139,663 -811
79 1378.HK @CHINA1377 HK 1.6412 9.0000 0.133 8,851 1.0000 -1 0.0000 -1,500 2.8026 -4,204 4,204 -560
85 1415.HK @COWEL7 HK 2.2892 6.0000 0.070 938 1.0000 -1 -0.0007 -18,000 3.6243 -65,237 65,237 -4,555
86 6805.TW @FOSIT1 TW 1.3546 1.0000 0.010 1,706 1.0000 -1 -0.0021 -7,000 29.9839 -209,888 209,888 -2,132
88 2376.TW @GIGAB3 TW 1.0251 1.0000 0.004 6,254 1.0000 -1 -0.0044 -44,000 9.9320 -437,006 437,006 -1,567
91 2543.TW @HWANG2 TW 1.2177 3.0000 0.028 627 1.0000 -1 0.0000 -177 2.5505 -451 451 -13
97 2400.HK @XDINC1 HK 1.6896 9.0000 0.146 3,223 1.0000 -1 -0.0007 -10,600 6.5352 -69,273 69,273 -10,126
98 0763.HK @ZTECO2 HK 1.9702 10.0000 0.168 2,531 1.0000 -1 0.0000 -1,600 3.3504 -5,361 5,361 -900
99 4088.T @AIRWA2 JP 0.6598 2.0000 -0.015 3,497 -1.0000 1 0.0206 135,600 15.2208 2,063,941 2,063,941 -31,015
100 4203.T @SUMIT28 JP 0.9836 2.0000 -0.016 2,537 -1.0000 1 0.0050 16,500 30.0662 496,092 496,092 -8,153
113 1109.HK @CHINA182 HK 1.5604 9.0000 0.152 10,756 1.0000 -1 0.0000 -1,500 3.7708 -5,656 5,656 -861
115 6618.HK @JDHEA1 HK 2.0488 10.0000 0.177 6,511 1.0000 -1 0.0000 -150 6.1657 -925 925 -164
116 2801.T @KIKKO2 JP 0.3918 2.0000 -0.017 8,906 -1.0000 1 0.0104 113,300 9.1871 1,040,897 1,040,897 -17,725
125 1801.HK @INNOV87 HK 1.2399 3.0000 0.024 19,207 1.0000 -1 -0.0142 -126,500 11.2359 -1,421,339 1,421,339 -33,589
129 1952.HK @EVERE39 HK 1.8549 3.0000 0.022 3,238 1.0000 -1 -0.0054 -55,000 9.8792 -543,354 543,354 -11,864
130 1833.HK @PAGOO1 HK 1.9252 9.0000 0.150 1,235 1.0000 -1 0.0000 -977 1.2153 -1,187 1,187 -178
131 2013.HK @WEIMO2 HK 3.0065 3.0000 0.022 954 1.0000 -1 -0.0012 -458,000 0.2637 -120,774 120,774 -2,669
132 6979.HK @ZJLDG1 HK 1.7149 2.0000 0.017 3,035 1.0000 -1 -0.0000 -1,600 0.8956 -1,433 1,433 -24
141 0189.HK @DONGY26 HK 1.5519 8.0000 0.096 2,481 1.0000 -1 -0.0004 -28,000 1.4319 -40,092 40,092 -3,856
142 0998.HK @CHINA536 HK 0.7461 9.0000 0.154 9,258 1.0000 -1 0.0000 -1,000 0.9720 -972 972 -150
144 BBCA.JK @BKCEN2 ID 0.1197 6.0000 0.065 28,656 1.0000 0 0.0000 0 0.5218 0 0 0
145 5871.TW @CHAIL1 TW 1.1467 3.0000 0.030 7,486 1.0000 -1 -0.0018 -40,000 4.4617 -178,468 178,468 -5,378
153 0019.HK @SWIRE4 HK 0.5700 6.0000 0.066 3,081 1.0000 -1 -0.0067 -73,000 9.1976 -671,427 671,427 -44,528
158 6952.T @CASIO5 JP 0.5353 3.0000 -0.029 1,948 -1.0000 1 0.0045 55,300 8.1940 453,127 453,127 -13,183
163 6724.T @SEIKO5 JP 0.7452 2.0000 -0.013 4,952 -1.0000 1 0.0020 15,300 13.2551 202,803 202,803 -2,722
165 0836.HK @CHINA276 HK 0.6193 2.0000 0.014 5,025 1.0000 -1 -0.0155 -606,000 2.5542 -1,547,839 1,547,839 -21,234
194 6055.HK @CHINA2407 HK 1.4044 5.0000 0.046 806 1.0000 -1 -0.0007 -18,000 4.1593 -74,868 74,868 -3,476
203 9688.HK @ZAILA3 HK 1.7800 1.0000 0.009 4,231 1.0000 -1 -0.0048 -126,000 3.8090 -479,933 479,933 -4,500
207 5713.T @SUMIT40 JP 1.7053 3.0000 -0.022 7,197 -1.0000 0 0.0000 0 24.7492 0 0 -0
213 3046.T @JINCO1 JP 0.3304 1.0000 0.001 1,219 1.0000 -1 -0.0015 -2,800 53.5117 -149,833 149,833 -153
220 2269.T @MEIJI9 JP -0.0841 1.0000 -0.006 5,925 -1.0000 1 0.0077 36,600 20.9952 768,423 768,423 -4,320
227 2264.T @MORIN6 JP 0.2476 4.0000 -0.043 1,987 -1.0000 1 0.0026 11,500 22.3193 256,672 256,672 -11,033
228 1332.T @NIPPO103 JP 0.3932 3.0000 -0.025 1,869 -1.0000 1 0.0068 113,700 5.9818 680,136 680,136 -16,773
229 2875.T @TOYOS3 JP 0.4322 2.0000 -0.020 7,501 -1.0000 1 0.0005 800 67.6473 54,118 54,118 -1,093
239 2897.T @NISSI10 JP 0.3040 2.0000 -0.017 4,779 -1.0000 1 0.0017 8,600 19.8280 170,521 170,521 -2,950
266 CMDG.SI @COMFO3 SG 0.2373 1.0000 -0.001 2,614 -1.0000 1 0.0151 1,254,200 1.2062 1,512,801 1,512,801 -893
272 COL.AX @COLES10 AU -0.1816 1.0000 -0.008 17,940 -1.0000 1 0.0110 82,294 13.3747 1,100,657 1,100,657 -8,480
277 3349.T @COSMO23 JP -0.0686 1.0000 -0.001 2,719 -1.0000 1 0.0009 1,500 62.9445 94,417 94,417 -53
309 5388.TW @SERCO6 TW 1.0341 1.0000 0.008 994 1.0000 -1 -0.0002 -7,000 3.3129 -23,191 23,191 -174
323 6113.T @AMADA1 JP 0.9221 2.0000 -0.013 3,830 -1.0000 1 0.0008 7,000 11.6716 81,701 81,701 -1,039
327 6504.T @FUJIE6 JP 1.1737 3.0000 -0.032 7,492 -1.0000 1 0.0074 14,800 50.1809 742,677 742,677 -23,899
329 6305.T @HITAC41 JP 0.9923 2.0000 -0.020 2,993 -1.0000 1 0.0021 6,500 32.3596 210,337 210,337 -4,129
342 STEG.SI @SINGA31 SG 0.3543 1.0000 -0.004 21,669 -1.0000 1 0.0038 54,800 6.9395 380,284 380,284 -1,515
343 2884.TW @ESUNF1 TW 0.5285 6.0000 0.069 18,145 1.0000 -1 -0.0007 -66,660 1.1231 -74,867 74,867 -5,190
353 4043.T @TOKUY2 JP 0.9448 3.0000 -0.025 1,640 -1.0000 1 0.0002 800 22.7493 18,199 18,199 -463
365 032830.KS @SAMSU501 KR 0.4442 5.0000 0.045 13,987 1.0000 0 0.0000 0 93.2445 0 0 0
367 6856.T @HORIB1 JP 1.1848 1.0000 -0.002 3,249 -1.0000 1 0.0003 400 76.9231 30,769 30,769 -65
369 2891.TW @CHINA244 TW 0.6269 1.0000 0.011 28,855 1.0000 -1 -0.0093 -634,000 1.4684 -930,982 930,982 -10,196
371 APA.AX @AUSTP9 AU 0.0579 4.0000 -0.040 7,165 -1.0000 1 0.0042 76,798 5.4925 421,811 421,811 -16,767
375 4042.T @TOSOH2 JP 0.6919 5.0000 -0.052 5,089 -1.0000 0 0.0000 0 15.6542 0 0 -0
379 005930.KS @SAMSU48 KR 0.5642 4.0000 -0.033 269,959 -1.0000 1 0.0029 6,080 48.0042 291,865 291,865 -9,524
381 066570.KS @LGELE11 KR 0.5231 5.0000 -0.051 6,027 -1.0000 1 0.0005 860 56.6595 48,727 48,727 -2,487
386 1071.HK @HUADI2 HK 0.7122 7.0000 0.082 738 1.0000 -1 -0.0005 -88,000 0.5427 -47,756 47,756 -3,938
390 3436.T @SUMCO2 JP 1.7028 7.0000 -0.083 3,031 -1.0000 0 0.0000 0 8.6547 0 0 -0
391 3939.HK @WANGU1 HK 0.6421 6.0000 0.072 3,282 1.0000 -1 -0.0007 -20,000 3.6052 -72,103 72,103 -5,200
397 4901.T @FUJIP6 JP 0.4457 2.0000 -0.019 27,355 -1.0000 1 0.0150 68,200 21.9917 1,499,832 1,499,832 -28,576
402 1385.HK @SHANG12 HK 2.2071 5.0000 0.053 996 1.0000 -1 -0.0003 -8,000 3.5033 -28,026 28,026 -1,496
403 9868.HK @XPENG2 HK 2.3558 6.0000 0.066 14,159 1.0000 -1 -0.0017 -18,000 9.6690 -174,042 174,042 -11,444
413 003490.KS @KOREA192 KR 0.3894 4.0000 -0.035 4,875 -1.0000 1 0.0003 1,551 17.8925 27,751 27,751 -959
428 CMLT.SI @CAPIT88 SG NaN NaN nan 12,608 NaN -1 -0.0000 -16 1.7231 -28 28 nan
438 6273.T @SMCCO2 JP 0.9886 7.0000 -0.078 21,723 -1.0000 0 0.0000 0 382.1582 0 0 -0
454 1898.HK @CHINA484 HK 0.6600 6.0000 0.067 5,420 1.0000 -1 -0.0008 -62,000 1.3198 -81,826 81,826 -5,500
460 9923.HK @YEAHK1 HK 2.1542 7.0000 0.074 384 1.0000 -1 -0.0002 -8,000 1.8905 -15,124 15,124 -1,122
469 7532.T @DONQU3 JP 0.3513 1.0000 0.001 14,921 1.0000 -1 -0.0011 -3,100 34.5369 -107,064 107,064 -72
491 7832.T @NAMCO5 JP 0.4625 1.0000 -0.011 21,504 -1.0000 1 0.0006 1,800 33.0831 59,550 59,550 -640
499 6134.T @FUJIM6 JP 0.9215 1.0000 -0.007 1,883 -1.0000 1 0.0007 3,500 19.2444 67,355 67,355 -461
508 6954.T @FANUC2 JP 1.3303 7.0000 -0.079 29,671 -1.0000 1 0.0034 11,100 30.2027 335,250 335,250 -26,583
515 1658.HK @PSBCA1 HK 0.7880 9.0000 0.151 7,840 1.0000 -1 -0.0020 -276,000 0.7312 -201,818 201,818 -30,555
521 6871.T @MICRO72 JP 1.5704 2.0000 -0.014 1,467 -1.0000 1 0.0004 1,100 36.6528 40,318 40,318 -549
522 5401.T @NIPPO138 JP 0.6840 1.0000 -0.009 21,933 -1.0000 0 0.0000 0 20.4082 0 0 -0
530 8473.T @SOFTB11 JP 1.0227 1.0000 -0.001 12,560 -1.0000 0 0.0000 0 41.3555 0 0 -0
542 6098.T @RECRU27 JP 0.7300 2.0000 -0.020 94,355 -1.0000 1 0.0003 500 60.3304 30,165 30,165 -606
545 4063.T @SHINE6 JP 0.9573 1.0000 -0.000 67,783 -1.0000 1 0.0053 15,500 34.1478 529,292 529,292 -245
547 6869.T @SYSME2 JP 0.5162 4.0000 -0.043 9,106 -1.0000 0 0.0000 0 17.4288 0 0 -0
550 6861.T @KEYEN4 JP 0.7928 4.0000 -0.035 84,138 -1.0000 0 0.0000 0 407.0029 0 0 -0
561 6103.T @OKUMA2 JP 1.3035 2.0000 -0.019 1,822 -1.0000 1 0.0005 1,700 26.9947 45,891 45,891 -865
564 6367.T @DAIKI4 JP 0.8065 5.0000 -0.052 39,283 -1.0000 0 0.0000 0 134.0182 0 0 -0
566 6988.T @NITTO9 JP 0.8900 2.0000 -0.016 15,070 -1.0000 1 0.0023 10,900 21.3228 232,418 232,418 -3,816
580 8630.T @NKSJH1 JP 0.6612 3.0000 0.024 28,306 1.0000 -1 -0.0008 -2,800 30.2983 -84,835 84,835 -2,044
581 9633.HK @NONGF1 HK 1.2316 8.0000 0.107 21,310 1.0000 -1 -0.0002 -4,000 5.7199 -22,879 22,879 -2,439
585 2628.HK @CHINA280 HK 1.9724 7.0000 0.090 21,186 1.0000 -1 -0.0001 -4,000 2.8472 -11,389 11,389 -1,027
588 9364.T @KAMIG2 JP 0.2311 3.0000 0.025 2,808 1.0000 0 0.0000 0 28.3325 0 0 0
593 6268.T @NABTE1 JP 1.0044 2.0000 -0.012 2,298 -1.0000 1 0.0002 1,000 18.9851 18,985 18,985 -223
602 5805.T @SHOWA14 JP 0.8453 1.0000 -0.010 1,868 -1.0000 1 0.0001 200 60.6102 12,122 12,122 -118
612 4186.T @TOKYO42 JP 1.1686 1.0000 -0.005 3,533 -1.0000 1 0.0001 400 27.6432 11,057 11,057 -51
630 601333.SH @GUANG102 CN 0.6873 4.0000 -0.036 1,301 -1.0000 1 0.0000 78 0.4343 34 34 -1
636 600570.SH @HANGZ8 CN 1.9514 5.0000 0.053 7,072 1.0000 -1 0.0000 -80 4.7317 -379 379 -20
650 688025.SH @SHENZ288 CN 2.4618 NaN nan 998 NaN 1 -0.0000 85 12.2147 1,038 1,038 nan
670 300379.ZK @BEIJI135 CN 1.5191 NaN nan 429 NaN -1 -0.0000 -89 0.7681 -68 68 nan
683 002017.ZK @ZHUHA5 CN 1.4956 2.0000 -0.019 1,062 -1.0000 1 0.0012 35,400 3.2681 115,689 115,689 -2,185
684 605499.SH @EASTR12 CN 0.4139 4.0000 0.034 20,094 1.0000 -1 0.0000 -30 40.6748 -1,220 1,220 -41
688 688169.SH @BEIJI316 CN 1.4621 2.0000 0.014 5,836 1.0000 -1 0.0000 -38 22.5273 -856 856 -12
701 000100.ZK @TCLCO2 CN 1.2732 6.0000 0.065 12,808 1.0000 -1 0.0000 -20 0.6480 -13 13 -1
703 688222.SH @HITGE1 CN 2.1357 5.0000 -0.053 1,000 -1.0000 1 0.0000 36 3.3714 121 121 -6
709 688599.SH @TRINA7 CN 1.7913 4.0000 -0.033 3,544 -1.0000 1 0.0000 89 2.2904 204 204 -7
710 603355.SH @KINGC7 CN 1.5089 4.0000 0.041 702 1.0000 -1 0.0000 -13 3.3072 -43 43 -2
713 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.001 1,216 -1.0000 1 0.0000 48 2.5223 121 121 -0
714 600248.SH @YANGL1 CN 0.8378 3.0000 0.028 707 1.0000 -1 0.0000 -64 0.5726 -37 37 -1
718 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.033 5,828 1.0000 -1 0.0000 -80 7.9663 -637 637 -21
719 300750.ZK @CONTE31 CN 1.4933 7.0000 0.083 135,053 1.0000 -1 0.0000 -78 39.8313 -3,107 3,107 -257
722 600406.SH @NARIT1 CN 0.1947 4.0000 0.043 10,824 1.0000 -1 0.0000 -38 3.1340 -119 119 -5
732 002291.ZK @FOSHA5 CN 1.8080 2.0000 0.020 736 1.0000 -1 0.0000 -3 0.8966 -3 3 -0
734 603233.SH @DASHE1 CN 0.9080 1.0000 0.001 2,768 1.0000 -1 0.0000 -80 2.4301 -194 194 -0
737 601169.SH @BANKO53 CN 0.4357 9.0000 0.139 15,981 1.0000 -1 0.0000 -34 0.9218 -31 31 -4
738 002819.ZK @BEIJI198 CN 1.2986 2.0000 0.016 605 1.0000 -1 0.0000 -91 4.0404 -368 368 -6
746 688087.SH @SHAND206 CN 1.7398 1.0000 0.005 440 1.0000 -1 0.0000 -42 3.7667 -158 158 -1
750 600547.SH @SHAND33 CN 0.4661 3.0000 0.026 7,473 1.0000 -1 0.0000 -41 4.3071 -177 177 -5
756 000065.ZK @NORIN1 CN 1.4194 6.0000 0.064 815 1.0000 -1 0.0000 -70 1.5852 -111 111 -7
770 002241.ZK @GOERT1 CN 1.8469 4.0000 0.036 9,877 1.0000 -1 0.0000 -80 3.3281 -266 266 -10
771 601579.SH @KUAIJ1 CN 0.5923 3.0000 -0.024 520 -1.0000 1 0.0000 95 2.6452 251 251 -6
781 002595.ZK @SHAND94 CN 0.6573 4.0000 0.041 6,388 1.0000 -1 0.0000 -95 7.9844 -759 759 -31
789 688776.SH @GUOGU3 CN 2.4997 2.0000 0.019 566 1.0000 -1 0.0000 -38 12.7399 -484 484 -9
794 600104.SH @SAUTO1 CN 0.8237 6.0000 0.074 8,820 1.0000 -1 0.0000 -99 2.4580 -243 243 -18
822 300308.ZK @SHAND103 CN 2.3105 3.0000 0.031 25,578 1.0000 -1 0.0000 -63 25.8652 -1,630 1,630 -50
823 300310.ZK @GUANG156 CN 2.4991 1.0000 0.003 793 1.0000 -1 0.0000 -34 0.8994 -31 31 -0
826 300502.ZK @EOPTO1 CN 2.4237 8.0000 0.097 23,982 1.0000 -1 0.0000 -80 24.1334 -1,931 1,931 -187
835 601988.SH @BANKO22 CN 0.1636 8.0000 0.104 185,269 1.0000 -1 0.0000 -40 0.7765 -31 31 -3
877 601921.SH @ZHEJI408 CN 0.9248 8.0000 0.095 587 1.0000 0 0.0000 0 1.1480 0 0 0
887 002446.ZK @GDSHE1 CN 1.7044 3.0000 -0.024 915 -1.0000 0 0.0000 0 1.0000 0 0 -0
895 600926.SH @BANKO586 CN 0.5131 5.0000 0.049 11,449 1.0000 -1 0.0000 -87 2.2890 -199 199 -10
897 600258.SH @BEIJI33 CN 0.8107 6.0000 0.060 1,205 1.0000 0 0.0000 0 2.0363 0 0 0
964 600016.SH @CHINA214 CN 0.5842 10.0000 0.173 15,913 1.0000 -1 0.0000 -20 0.7123 -14 14 -2
994 301236.ZK @ISOFT4 CN 2.1503 1.0000 0.008 6,820 1.0000 -1 -0.0007 -9,000 7.7791 -70,012 70,012 -567
1002 600515.SH @THEST3 CN 0.9635 7.0000 -0.085 3,633 -1.0000 0 0.0000 0 0.5782 0 0 -0
1014 000338.ZK @WEICH5 CN 1.0326 2.0000 0.013 12,016 1.0000 0 0.0000 0 2.2457 0 0 0
1033 GULF_n.BK @GULFD3 TH NaN NaN nan 16,324 NaN -1 -0.0000 -13 1.4377 -19 19 nan