total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -881,893 22,980,797 118 313,293,952 -0.003

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 1.6581 9.0000 0.122 5,649 1.0000 -1 0.0000 -1,000 3.6275 -3,627 3,627 -442
16 1519.HK @JTGLO1 HK 1.4946 3.0000 0.026 10,302 1.0000 -1 -0.0055 -308,600 1.3977 -431,343 431,343 -11,191
25 9744.T @MEITE3 JP 0.3502 5.0000 0.047 1,774 1.0000 0 -0.0000 0 22.7381 0 0 0
50 6285.TW @WISTR2 TW 1.0472 5.0000 0.048 1,548 1.0000 -1 -0.0028 -55,000 3.9955 -219,753 219,753 -10,645
53 1171.HK @YANZH2 HK 0.9975 3.0000 0.020 3,804 1.0000 -1 -0.0247 -1,612,000 1.1968 -1,929,217 1,929,217 -38,263
54 2057.HK @ZTOEX4 HK 1.2139 10.0000 0.237 8,605 1.0000 -1 0.0000 -650 19.1742 -12,463 12,463 -2,951
61 0267.HK @CITIC10 HK 1.4321 10.0000 0.167 11,602 1.0000 -1 -0.0078 -412,000 1.4771 -608,566 608,566 -101,534
62 2871.T @NICHI31 JP 0.0438 2.0000 -0.009 3,024 -1.0000 1 0.0060 39,500 11.7661 464,761 464,761 -4,327
64 2212.T @YAMAZ1 JP 0.3783 1.0000 -0.005 4,479 -1.0000 1 0.0032 10,700 23.6408 252,957 252,957 -1,265
74 2474.TW @CATCH1 TW 0.4740 6.0000 0.067 4,126 1.0000 -1 -0.0015 -19,000 6.3565 -120,773 120,773 -8,043
76 1378.HK @CHINA1377 HK 1.7014 10.0000 0.165 10,544 1.0000 -1 0.0000 -1,500 3.0848 -4,627 4,627 -764
82 1415.HK @COWEL7 HK 2.2704 4.0000 0.038 1,055 1.0000 -1 -0.0009 -18,000 4.0703 -73,266 73,266 -2,815
83 6805.TW @FOSIT1 TW 1.3779 6.0000 0.056 1,992 1.0000 -1 -0.0018 -4,000 35.0020 -140,008 140,008 -7,812
85 2376.TW @GIGAB3 TW 1.0513 5.0000 0.045 5,666 1.0000 -1 -0.0047 -41,000 8.9982 -368,924 368,924 -16,779
91 8069.TWO @PRIME74 TW 0.8099 3.0000 0.027 8,353 1.0000 -1 -0.0077 -73,000 8.2552 -602,629 602,629 -16,042
92 1101.TW @TAIWA69 TW 0.4752 4.0000 0.036 5,785 1.0000 -1 -0.0029 -291,000 0.7661 -222,930 222,930 -8,133
94 2400.HK @XDINC1 HK 1.6464 9.0000 0.127 4,893 1.0000 -1 -0.0013 -10,600 9.9199 -105,151 105,151 -13,311
95 0763.HK @ZTECO2 HK 1.9690 9.0000 0.120 3,029 1.0000 -1 0.0000 -1,600 4.0089 -6,414 6,414 -772
103 3363.TWO @FOCIF1 TW 1.4818 1.0000 0.007 1,120 1.0000 -1 -0.0020 -14,000 11.3756 -159,259 159,259 -1,125
108 1109.HK @CHINA182 HK 1.5417 9.0000 0.115 11,552 1.0000 -1 -0.0002 -3,500 4.0499 -14,175 14,175 -1,625
110 6618.HK @JDHEA1 HK 2.0290 9.0000 0.119 8,712 1.0000 -1 0.0000 -150 8.2495 -1,237 1,237 -147
115 8299.TWO @PHISO1 TW 0.9537 6.0000 0.059 2,910 1.0000 -1 -0.0012 -6,000 15.6518 -93,911 93,911 -5,505
125 1833.HK @PAGOO1 HK 1.8801 7.0000 0.077 2,279 1.0000 -1 0.0000 -977 2.2438 -2,192 2,192 -169
126 2013.HK @WEIMO2 HK 3.0233 2.0000 0.017 1,102 1.0000 -1 -0.0018 -458,000 0.3046 -139,523 139,523 -2,318
133 2252.HK @SHANG384 HK 3.1387 2.0000 0.018 1,022 1.0000 -1 -0.0008 -24,000 2.6240 -62,975 62,975 -1,150
136 0998.HK @CHINA536 HK 0.6870 10.0000 0.162 8,924 1.0000 -1 0.0000 -1,000 0.9369 -937 937 -151
138 5871.TW @CHAIL1 TW 1.1333 8.0000 0.090 6,584 1.0000 -1 0.0000 -800 3.8469 -3,078 3,078 -277
139 3702.TW @WPGHO1 TW 0.6213 1.0000 0.003 3,715 1.0000 -1 -0.0003 -11,000 2.2124 -24,336 24,336 -73
141 2327.TW @YAGEO2 TW 0.9493 5.0000 0.049 8,781 1.0000 -1 -0.0056 -24,000 18.2188 -437,252 437,252 -21,317
146 CHC.AX @CHART63 AU 0.4623 8.0000 -0.099 6,959 -1.0000 0 0.0000 0 14.7135 0 0 -0
150 6952.T @CASIO5 JP 0.5717 3.0000 -0.028 1,914 -1.0000 0 0.0000 0 8.0500 0 0 -0
156 0836.HK @CHINA276 HK 0.6182 7.0000 0.071 4,661 1.0000 -1 -0.0192 -632,000 2.3692 -1,497,365 1,497,365 -106,156
177 ASX.AX @AUSTS4 AU 0.1675 4.0000 -0.039 8,113 -1.0000 1 0.0034 6,380 41.7538 266,389 266,389 -10,319
179 4977.TW @PCLTE1 TW 0.8158 1.0000 0.001 260 1.0000 -1 -0.0007 -16,000 3.5662 -57,060 57,060 -49
189 4979.TWO @LUXNE1 TW 1.2955 4.0000 0.034 732 1.0000 -1 -0.0055 -68,000 6.3400 -431,119 431,119 -14,597
191 1519.TW @FORTU25 TW 1.2611 6.0000 0.065 5,726 1.0000 -1 0.0000 -500 20.1427 -10,071 10,071 -655
197 5880.TW @TWCOO1 TW 0.4049 5.0000 0.051 12,660 1.0000 -1 -0.0073 -702,460 0.8074 -567,136 567,136 -28,641
199 1332.T @NIPPO103 JP 0.4025 3.0000 -0.024 2,164 -1.0000 1 0.0031 35,200 6.9266 243,817 243,817 -5,866
208 6969.HK @SMOOR1 HK 2.1217 2.0000 0.009 12,826 1.0000 0 0.0000 0 3.0028 0 0 0
214 6690.HK @HAIER7 HK 1.4483 10.0000 0.164 7,548 1.0000 0 0.0000 0 3.2614 0 0 0
215 2317.TW @HONHA4 TW 1.2504 6.0000 0.067 94,495 1.0000 -1 -0.0279 -320,000 6.8023 -2,176,727 2,176,727 -144,968
223 5482.T @AICHI5 JP 0.9120 1.0000 0.007 920 1.0000 -1 -0.0007 -2,900 17.9733 -52,122 52,122 -372
231 CMDG.SI @COMFO3 SG 0.2936 3.0000 -0.020 2,428 -1.0000 1 0.0089 621,600 1.1202 696,335 696,335 -13,830
241 3350.T @DAIKI6 JP 0.9224 1.0000 0.003 3,843 1.0000 -1 -0.0004 -5,000 5.7015 -28,507 28,507 -93
245 7649.T @SUGIP2 JP 0.3334 1.0000 -0.004 3,343 -1.0000 1 0.0065 18,300 27.4961 503,179 503,179 -1,996
265 NXT.AX @NEXTD1 AU 0.8860 9.0000 -0.130 5,912 -1.0000 0 0.0000 0 9.2322 0 0 -0
266 5388.TW @SERCO6 TW 1.0277 4.0000 0.039 1,011 1.0000 -1 -0.0003 -7,000 3.3681 -23,577 23,577 -917
286 WLIL.SI @EZYHE2 SG 0.4410 1.0000 -0.008 6,212 -1.0000 1 0.0092 319,300 2.2560 720,347 720,347 -5,816
290 2884.TW @ESUNF1 TW 0.5063 8.0000 0.095 18,005 1.0000 -1 -0.0007 -46,660 1.1144 -52,000 52,000 -4,954
297 271560.KS @ORION55 KR 0.5879 1.0000 -0.003 1,901 -1.0000 1 0.0033 3,345 76.3299 255,323 255,323 -747
304 6770.T @ALPSE2 JP 1.0465 1.0000 0.009 2,285 1.0000 0 0.0000 0 11.3249 0 0 0
308 2891.TW @CHINA244 TW 0.6019 4.0000 0.037 28,031 1.0000 -1 -0.0128 -698,000 1.4265 -995,694 995,694 -36,792
313 028050.KS @SAMSU34 KR 0.4294 1.0000 -0.006 3,237 -1.0000 1 0.0024 9,058 20.3880 184,675 184,675 -1,196
314 005930.KS @SAMSU48 KR 0.5937 5.0000 -0.042 284,023 -1.0000 1 0.0037 5,709 50.5051 288,333 288,333 -12,053
316 066570.KS @LGELE11 KR 0.5350 3.0000 -0.026 5,741 -1.0000 1 0.0006 870 54.2250 47,176 47,176 -1,241
317 7453.T @RYOHI2 JP 0.4206 1.0000 0.004 13,377 1.0000 -1 -0.0006 -1,000 47.6413 -47,641 47,641 -213
319 VNT.AX @VENTI5 AU 0.2307 5.0000 -0.053 3,002 -1.0000 1 0.0015 33,088 3.5899 118,783 118,783 -6,253
321 1071.HK @HUADI2 HK 0.6699 6.0000 0.064 774 1.0000 -1 -0.0006 -88,000 0.5696 -50,124 50,124 -3,188
324 3939.HK @WANGU1 HK 0.5671 7.0000 0.083 3,722 1.0000 -1 -0.0010 -20,000 4.0883 -81,765 81,765 -6,795
326 7272.T @YAMAH4 JP 0.8635 1.0000 0.001 7,429 1.0000 -1 -0.0002 -2,000 7.2965 -14,593 14,593 -20
330 1385.HK @SHANG12 HK 2.1698 7.0000 0.077 1,087 1.0000 -1 -0.0004 -8,000 3.8220 -30,576 30,576 -2,355
331 9868.HK @XPENG2 HK 2.3037 5.0000 0.054 15,163 1.0000 -1 -0.0042 -32,000 10.3551 -331,362 331,362 -17,976
335 9866.HK @NIOIN7 HK 2.1098 1.0000 0.006 7,970 1.0000 -1 -0.0028 -42,000 5.2710 -221,381 221,381 -1,437
338 003490.KS @KOREA192 KR 0.3731 7.0000 -0.083 4,863 -1.0000 1 0.0003 1,263 17.8485 22,543 22,543 -1,868
341 1179.HK @HUAZH5 HK 1.4771 3.0000 0.023 10,422 1.0000 0 0.0000 0 3.6121 0 0 0
344 7259.T @AISIN1 JP 0.8325 2.0000 0.010 9,367 1.0000 -1 -0.0036 -18,100 15.6214 -282,747 282,747 -2,868
350 CMLT.SI @CAPIT88 SG NaN NaN nan 13,305 NaN -1 -0.0000 -16 1.7504 -28 28 nan
356 6632.T @JVCKE1 JP 0.8525 1.0000 0.001 1,366 1.0000 -1 -0.0010 -9,800 8.3316 -81,650 81,650 -74
363 BXB.AX @BRAMB2 AU -0.0091 4.0000 -0.037 23,130 -1.0000 1 0.0060 27,702 16.9203 468,725 468,725 -17,419
364 SOL.AX @SOULP2 AU 0.1886 2.0000 -0.010 7,371 -1.0000 1 0.0052 15,082 27.0788 408,403 408,403 -4,143
370 MTS.AX @METCA2 AU 0.2809 6.0000 -0.059 2,961 -1.0000 1 0.0121 351,414 2.6957 947,293 947,293 -55,493
374 9904.TW @POUCH1 TW 0.8431 3.0000 0.026 2,387 1.0000 -1 -0.0013 -112,000 0.9312 -104,293 104,293 -2,754
407 2801.TW @CHANG17 TW 0.3309 3.0000 0.028 6,970 1.0000 -1 -0.0008 -100,650 0.6439 -64,809 64,809 -1,838
412 7751.T @CANON9 JP 0.5563 2.0000 -0.016 39,670 -1.0000 0 0.0000 0 29.7428 0 0 -0
415 6438.TW @SCHMI6 TW 1.1537 3.0000 0.020 454 1.0000 -1 -0.0002 -3,000 5.8777 -17,633 17,633 -347
417 2886.TW @MEGAF3 TW 0.3479 6.0000 0.064 20,352 1.0000 -1 -0.0008 -43,000 1.3720 -58,997 58,997 -3,767
427 TLS.AX @TELST3 AU -0.0557 2.0000 -0.016 36,770 -1.0000 1 0.0010 24,518 3.2296 79,184 79,184 -1,257
434 5020.T @JXHOL1 JP 1.0198 1.0000 0.005 16,024 1.0000 -1 -0.0034 -44,600 5.9200 -264,034 264,034 -1,407
438 4004.T @SHOWA13 JP 1.3750 2.0000 -0.013 4,795 -1.0000 1 0.0015 4,400 25.9350 114,114 114,114 -1,449
439 5301.T @TOKAI17 JP 0.9921 2.0000 -0.011 1,585 -1.0000 1 0.0002 1,800 7.0454 12,682 12,682 -141
451 1801.T @TAISE5 JP 0.6587 1.0000 0.009 12,059 1.0000 0 0.0000 0 65.8386 0 0 0
463 2880.TW @HUANA1 TW 0.4367 5.0000 0.051 12,936 1.0000 -1 -0.0021 -172,710 0.9295 -160,540 160,540 -8,223
464 4023.T @KUREH1 JP 0.6911 1.0000 -0.004 1,234 -1.0000 1 0.0007 2,300 24.7064 56,825 56,825 -212
469 028260.KS @CHEIL15 KR 0.2577 3.0000 -0.026 17,740 -1.0000 1 0.0002 142 115.9613 16,467 16,467 -429
470 005290.KQ @DONGJ1 KR 1.1039 1.0000 -0.004 747 -1.0000 1 0.0003 940 21.3538 20,073 20,073 -71
477 251270.KS @NETMA8 KR 0.5432 2.0000 -0.009 2,238 -1.0000 1 0.0012 2,119 44.1383 93,529 93,529 -885
492 SUN.AX @PROMI6 AU 0.1974 2.0000 -0.016 15,008 -1.0000 1 0.0003 1,633 13.8579 22,630 22,630 -369
498 051910.KS @LGCHE6 KR 1.0285 10.0000 -0.155 9,618 -1.0000 0 0.0000 0 209.6031 0 0 -0
502 CAR.AX @CARSA1 AU 0.2424 7.0000 -0.086 9,948 -1.0000 0 0.0000 0 26.3068 0 0 -0
509 0669.HK @TECHT5 HK 1.2639 6.0000 0.066 23,508 1.0000 -1 -0.0004 -2,500 12.8382 -32,096 32,096 -2,113
515 0177.HK @JIANG6 HK 0.1439 1.0000 0.009 1,530 1.0000 -1 -0.0010 -62,000 1.2518 -77,613 77,613 -690
520 9901.HK @NEWOR8 HK 1.1717 8.0000 0.090 7,167 1.0000 -1 -0.0004 -6,000 4.6924 -28,155 28,155 -2,535
526 2020.HK @ANTAS1 HK 1.4857 1.0000 0.007 16,787 1.0000 -1 -0.0042 -26,000 12.7230 -330,799 330,799 -2,152
527 034020.KS @DOOSA22 KR 0.8498 4.0000 -0.031 19,727 -1.0000 1 0.0005 958 43.9952 42,147 42,147 -1,308
532 4578.T @OTSUK7 JP 0.4727 1.0000 0.003 26,549 1.0000 0 0.0000 0 54.3270 0 0 0
538 ALL.AX @ARIST4 AU 0.3098 2.0000 -0.016 28,791 -1.0000 1 0.0003 498 46.3667 23,091 23,091 -362
539 2388.HK @BOCHO1 HK 0.6805 1.0000 0.005 50,126 1.0000 -1 -0.0063 -103,000 4.7411 -488,329 488,329 -2,338
542 FMG.AX @FORTE6 AU 0.9300 3.0000 0.022 36,310 1.0000 0 0.0000 0 12.6805 0 0 0
553 9992.HK @POPMA2 HK 1.1442 2.0000 0.015 54,972 1.0000 0 0.0000 0 40.9339 0 0 0
573 601333.SH @GUANG102 CN 0.6983 6.0000 -0.058 1,231 -1.0000 1 0.0000 78 0.4111 32 32 -2
579 600570.SH @HANGZ8 CN 1.9118 4.0000 0.039 7,799 1.0000 -1 0.0000 -80 5.2186 -417 417 -16
581 688252.SH @JADAR3 CN 1.8193 3.0000 -0.022 590 -1.0000 1 0.0000 44 3.7973 167 167 -4
591 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,424 NaN 1 -0.0000 85 17.4187 1,481 1,481 nan
604 688772.SH @ZHUHA19 CN 2.0108 4.0000 -0.032 2,297 -1.0000 1 0.0000 68 2.4748 168 168 -5
609 300379.ZK @BEIJI135 CN 1.5177 NaN nan 486 NaN -1 -0.0000 -89 0.8709 -78 78 nan
629 603799.SH @ZHEJI183 CN 1.7713 5.0000 0.041 8,769 1.0000 -1 0.0000 -61 6.2847 -383 383 -16
636 000100.ZK @TCLCO2 CN 1.2775 6.0000 0.067 12,697 1.0000 -1 0.0000 -20 0.6424 -13 13 -1
638 688222.SH @HITGE1 CN 2.2914 2.0000 -0.013 921 -1.0000 1 0.0000 36 3.1075 112 112 -1
644 688599.SH @TRINA7 CN 1.8131 3.0000 -0.024 3,508 -1.0000 1 0.0000 89 2.2672 202 202 -5
645 603355.SH @KINGC7 CN 1.5063 4.0000 0.033 731 1.0000 -1 0.0000 -13 3.4461 -45 45 -1
647 688106.SH @SUZHO69 CN 1.5124 2.0000 -0.013 1,282 -1.0000 1 0.0000 48 2.6602 128 128 -2
648 600248.SH @YANGL1 CN 0.8630 1.0000 0.002 686 1.0000 -1 0.0000 -64 0.5560 -36 36 -0
651 000538.ZK @YUNNA10 CN 0.6099 1.0000 0.008 5,862 1.0000 -1 0.0000 -80 8.0126 -641 641 -5
652 300750.ZK @CONTE31 CN 1.5176 4.0000 0.039 131,822 1.0000 -1 0.0000 -78 38.8785 -3,033 3,033 -118
660 601006.SH @DAQIN5 CN 0.2471 2.0000 0.018 9,235 1.0000 -1 0.0000 -46 0.8988 -41 41 -1
669 601169.SH @BANKO53 CN 0.3866 8.0000 0.098 15,196 1.0000 -1 0.0000 -34 0.8765 -30 30 -3
678 688087.SH @SHAND206 CN 1.7533 1.0000 0.008 462 1.0000 -1 0.0000 -42 3.9561 -166 166 -1
681 600547.SH @SHAND33 CN 0.4455 4.0000 0.039 7,383 1.0000 -1 0.0000 -41 4.2557 -174 174 -7
685 688100.SH @WILLF1 CN 1.2310 3.0000 -0.022 989 -1.0000 1 0.0000 65 5.0291 327 327 -7
687 000065.ZK @NORIN1 CN 1.4268 3.0000 0.022 878 1.0000 -1 0.0000 -70 1.7070 -119 119 -3
690 002821.ZK @ASYMC1 CN 1.8231 2.0000 0.019 3,201 1.0000 -1 0.0000 -63 14.7864 -932 932 -17
691 300725.ZK @PHARM149 CN 2.4145 1.0000 0.001 1,324 1.0000 -1 0.0000 -25 6.4045 -160 160 -0
700 601579.SH @KUAIJ1 CN 0.5375 7.0000 -0.083 614 -1.0000 1 0.0000 95 3.1256 297 297 -25
715 688776.SH @GUOGU3 CN 2.3398 1.0000 0.008 513 1.0000 -1 0.0000 -38 11.5367 -438 438 -3
718 002053.ZK @YUNNA17 CN 0.9305 2.0000 -0.016 409 -1.0000 1 0.0048 228,300 1.6471 376,036 376,036 -6,065
733 600125.SH @DALIA3 CN 0.7534 1.0000 0.008 754 1.0000 -1 0.0000 -68 0.8249 -56 56 -0
752 601988.SH @BANKO22 CN 0.1272 1.0000 0.008 189,843 1.0000 -1 0.0000 -40 0.7957 -32 32 -0
760 000560.ZK @KUNMI5 CN 1.5784 1.0000 -0.007 831 -1.0000 1 0.0000 14 0.4250 6 6 -0
772 600000.SH @SPUDO1 CN 0.6554 9.0000 0.137 35,454 1.0000 -1 0.0000 -10 1.9202 -19 19 -3
795 002466.ZK @SICHU53 CN 1.6328 2.0000 0.014 6,319 1.0000 0 0.0000 0 5.9419 0 0 0
845 600468.SH @TIANJ11 CN 1.5986 3.0000 0.023 481 1.0000 0 0.0000 0 0.9406 0 0 0
857 002353.ZK @YANTA14 CN 1.2172 1.0000 0.002 6,589 1.0000 -1 -0.0043 -51,500 6.4352 -331,411 331,411 -691
893 000651.ZK @GREEE1 CN 0.4326 7.0000 0.086 33,857 1.0000 0 0.0000 0 6.4993 0 0 0
901 300274.ZK @SUNGR5 CN 1.5998 5.0000 -0.045 26,720 -1.0000 0 0.0000 0 12.8884 0 0 -0
921 MTC_n.BK @MUANG4 TH -0.1515 1.0000 0.003 2,409 1.0000 -1 -0.0066 -453,000 1.1365 -514,852 514,852 -1,394
930 GULF_n.BK @GULFD3 TH NaN NaN nan 16,392 NaN -1 -0.0000 -13 1.4437 -19 19 nan
932 AOT_n.BK @AIRPO2 TH 0.4419 5.0000 0.052 16,565 1.0000 0 0.0000 0 1.1596 0 0 0
934 BBL_n.BK @BANGK27 TH 0.2396 5.0000 0.052 9,088 1.0000 -1 -0.0119 -195,300 4.7612 -929,857 929,857 -48,543