total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -939,630 30,121,025 123 402,087,508 -0.002

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
6 0291.HK @CHINA288 HK 1.7017 9.0000 0.145 4,990 1.0000 -1 0.0000 -1,000 3.2046 -3,205 3,205 -463
25 1795.TW @LOTUS3 TW 0.7973 1.0000 0.005 1,245 1.0000 -1 -0.0027 -36,000 7.5534 -271,922 271,922 -1,461
69 0267.HK @CITIC10 HK 1.4395 9.0000 0.127 9,978 1.0000 -1 0.0000 -1,000 1.2703 -1,270 1,270 -162
80 4523.T @EISAI2 JP 0.5201 2.0000 0.013 7,917 1.0000 -1 -0.0051 -18,800 27.1455 -510,336 510,336 -6,735
85 2474.TW @CATCH1 TW 0.4586 2.0000 0.016 4,503 1.0000 -1 -0.0013 -19,000 6.9365 -131,793 131,793 -2,120
87 1378.HK @CHINA1377 HK 1.6319 9.0000 0.149 4,761 1.0000 -1 0.0000 -1,500 1.8308 -2,746 2,746 -410
89 2002.TW @CHINA152 TW 0.8762 5.0000 0.052 8,500 1.0000 -1 -0.0052 -776,000 0.6736 -522,742 522,742 -27,105
93 1415.HK @COWEL7 HK 2.3405 7.0000 0.079 724 1.0000 -1 -0.0005 -18,000 2.7960 -50,328 50,328 -3,986
99 2543.TW @HWANG2 TW 1.3015 2.0000 0.017 687 1.0000 -1 0.0000 -177 2.7946 -495 495 -8
107 2400.HK @XDINC1 HK 1.7177 9.0000 0.144 2,432 1.0000 -1 -0.0005 -10,600 4.9473 -52,441 52,441 -7,537
108 0763.HK @ZTECO2 HK 1.9526 10.0000 0.169 2,141 1.0000 -1 0.0000 -1,600 2.8343 -4,535 4,535 -766
110 1963.T @JGCCO1 JP 0.9291 1.0000 0.001 2,126 1.0000 -1 -0.0090 -110,100 8.1892 -901,636 901,636 -1,008
111 4114.T @NIPPO49 JP 0.5455 3.0000 -0.030 1,830 -1.0000 1 0.0093 79,500 11.7315 932,653 932,653 -27,833
112 4203.T @SUMIT28 JP 0.9422 3.0000 -0.027 2,266 -1.0000 1 0.0061 22,600 26.8579 606,989 606,989 -16,480
124 4403.T @NOFCO2 JP 0.7974 3.0000 -0.031 4,186 -1.0000 1 0.0027 15,200 17.6972 268,997 268,997 -8,305
132 6618.HK @JDHEA1 HK 2.0925 9.0000 0.147 5,514 1.0000 -1 0.0000 -150 5.2218 -783 783 -115
137 4452.T @KAOCO2 JP 0.2832 2.0000 0.015 21,020 1.0000 -1 -0.0032 -7,100 45.1163 -320,325 320,325 -4,760
138 4911.T @SHISE2 JP 0.8844 2.0000 0.014 6,422 1.0000 -1 -0.0022 -13,400 16.0558 -215,148 215,148 -3,048
152 1952.HK @EVERE39 HK 1.8034 2.0000 0.015 1,761 1.0000 -1 -0.0011 -21,000 5.3877 -113,143 113,143 -1,716
153 1833.HK @PAGOO1 HK 1.9738 7.0000 0.097 908 1.0000 -1 0.0000 -977 0.8937 -873 873 -85
154 2013.HK @WEIMO2 HK 3.0485 2.0000 0.015 808 1.0000 -1 -0.0002 -81,000 0.2234 -18,097 18,097 -280
155 6979.HK @ZJLDG1 HK 1.7796 6.0000 0.066 2,786 1.0000 -1 -0.0007 -79,600 0.8222 -65,447 65,447 -4,306
164 2252.HK @SHANG384 HK 3.1992 1.0000 0.008 755 1.0000 -1 -0.0005 -24,000 1.9381 -46,513 46,513 -352
167 0189.HK @DONGY26 HK 1.5742 7.0000 0.085 1,862 1.0000 -1 -0.0003 -30,000 1.1312 -33,935 33,935 -2,880
168 0998.HK @CHINA536 HK 0.7435 9.0000 0.138 8,087 1.0000 -1 0.0000 -1,000 0.8490 -849 849 -117
171 2380.HK @CHINA318 HK 0.5926 2.0000 0.020 1,763 1.0000 -1 -0.0015 -356,000 0.4073 -144,989 144,989 -2,900
172 0002.HK @CLPHO3 HK 0.1800 6.0000 0.061 15,502 1.0000 -1 -0.0059 -69,000 8.5221 -588,023 588,023 -35,974
173 5871.TW @CHAIL1 TW 1.1133 6.0000 0.070 6,938 1.0000 -1 -0.0029 -70,000 4.1352 -289,464 289,464 -20,272
176 2327.TW @YAGEO2 TW 0.8569 3.0000 0.032 7,806 1.0000 -1 -0.0013 -8,000 16.0239 -128,191 128,191 -4,071
177 1803.T @SHIMI2 JP 0.3143 3.0000 0.026 6,603 1.0000 -1 -0.0011 -9,500 11.1002 -105,452 105,452 -2,726
180 3288.T @OPENH1 JP 0.2555 5.0000 0.048 5,208 1.0000 -1 -0.0040 -9,300 43.1522 -401,316 401,316 -19,110
181 1925.T @DAIWA17 JP 0.2848 2.0000 0.016 22,907 1.0000 -1 -0.0001 -400 34.7350 -13,894 13,894 -223
182 1303.TW @NANYA7 TW 0.9001 5.0000 0.052 5,891 1.0000 -1 -0.0022 -217,000 1.0038 -217,821 217,821 -11,276
183 0019.HK @SWIRE4 HK 0.5541 4.0000 0.038 2,868 1.0000 -1 -0.0120 -141,000 8.5348 -1,203,413 1,203,413 -45,841
185 3291.T @IIDAG1 JP 0.4123 1.0000 0.010 3,215 1.0000 -1 -0.0037 -26,200 14.1585 -370,951 370,951 -3,847
186 6460.T @SEGAS1 JP 0.4212 5.0000 0.046 3,260 1.0000 -1 -0.0054 -27,800 19.3876 -538,977 538,977 -25,017
189 9508.T @KYUSH4 JP 0.5582 2.0000 -0.019 4,134 -1.0000 0 0.0000 0 8.7188 0 0 -0
193 2158.HK @YIDUT1 HK 2.3973 2.0000 0.017 749 1.0000 -1 0.0000 -1,900 0.7047 -1,339 1,339 -22
196 SCIL.SI @SEMBC3 SG 0.3517 2.0000 0.012 9,256 1.0000 -1 -0.0035 -66,700 5.1779 -345,367 345,367 -4,304
206 4816.T @TOEIA1 JP 0.0903 4.0000 0.039 2,177 1.0000 -1 -0.0013 -5,900 22.0601 -130,155 130,155 -5,030
209 ORG.AX @ORIGI6 AU 0.2658 2.0000 0.014 11,759 1.0000 -1 -0.0120 -176,036 6.8258 -1,201,584 1,201,584 -16,354
216 4909.TWO @NEWER2 TW 1.4158 1.0000 0.004 210 1.0000 -1 -0.0002 -10,000 2.2510 -22,510 22,510 -91
223 4324.T @DENTS4 JP 0.8140 4.0000 0.040 5,062 1.0000 -1 -0.0046 -20,800 21.8918 -455,349 455,349 -18,314
224 2433.T @HAKUH1 JP 0.5007 3.0000 0.022 2,558 1.0000 0 -0.0000 0 8.0069 0 0 0
225 7733.T @OLYMP17 JP 0.6843 5.0000 0.052 14,386 1.0000 -1 -0.0038 -29,700 12.6293 -375,091 375,091 -19,682
229 8111.T @GOLDW3 JP 0.6045 2.0000 0.015 2,753 1.0000 -1 -0.0012 -2,000 58.0156 -116,031 116,031 -1,795
231 CWY.AX @TRANS215 AU 0.0785 1.0000 -0.002 3,914 -1.0000 1 0.0046 264,906 1.7535 464,521 464,521 -1,012
236 0857.HK @PETRO74 HK 0.9328 6.0000 0.061 17,509 1.0000 0 0.0000 0 0.8299 0 0 0
241 3765.T @GUNGH1 JP 0.4692 4.0000 0.039 1,164 1.0000 0 -0.0000 0 19.5665 0 0 0
249 4543.T @TERUM2 JP 0.4543 2.0000 0.016 28,175 1.0000 -1 -0.0014 -7,300 19.0299 -138,918 138,918 -2,211
263 9688.HK @ZAILA3 HK 1.7846 2.0000 0.017 3,289 1.0000 -1 -0.0029 -96,000 2.9811 -286,189 286,189 -4,994
266 0853.HK @MICRO183 HK 2.7996 2.0000 0.015 1,146 1.0000 -1 -0.0005 -63,900 0.8490 -54,252 54,252 -821
273 1812.T @KAJIM3 JP 0.6937 3.0000 0.028 13,431 1.0000 -1 -0.0034 -13,400 25.4060 -340,440 340,440 -9,369
284 7202.T @ISUZU2 JP 0.6647 3.0000 0.022 7,419 1.0000 0 0.0000 0 13.3308 0 0 0
286 9468.T @KADOK3 JP 0.2878 2.0000 0.017 3,247 1.0000 -1 -0.0004 -1,400 26.5773 -37,208 37,208 -644
288 1821.HK @ESRAA1 HK 0.3486 1.0000 0.006 5,778 1.0000 -1 -0.0078 -478,200 1.6393 -783,915 783,915 -4,822
302 5880.TW @TWCOO1 TW 0.3937 4.0000 0.040 12,566 1.0000 -1 -0.0055 -670,000 0.8254 -552,999 552,999 -21,919
315 6472.T @NTNCO2 JP 1.0194 1.0000 -0.006 806 -1.0000 1 0.0007 44,300 1.5137 67,057 67,057 -391
338 2317.TW @HONHA4 TW 1.1803 3.0000 0.025 70,880 1.0000 -1 -0.0027 -53,000 5.1023 -270,422 270,422 -6,668
340 4912.T @LIONC3 JP 0.2431 3.0000 0.023 3,098 1.0000 -1 -0.0017 -15,200 11.0721 -168,297 168,297 -3,849
342 2343.HK @PACIF111 HK 1.1501 4.0000 0.036 1,088 1.0000 -1 -0.0019 -785,000 0.2400 -188,418 188,418 -6,752
373 4202.T @DAICE1 JP 0.9768 1.0000 -0.011 2,247 -1.0000 1 0.0008 10,000 8.4172 84,172 84,172 -926
375 6103.T @OKUMA2 JP 1.2779 2.0000 -0.016 1,664 -1.0000 0 0.0000 0 24.6554 0 0 -0
402 2377.TW @MICRO63 TW 0.7618 1.0000 -0.008 3,902 -1.0000 1 0.0004 9,000 4.6187 41,569 41,569 -334
429 7259.T @AISIN1 JP 0.8192 1.0000 0.007 8,067 1.0000 0 0.0000 0 12.4645 0 0 0
438 SGP.AX @STOCK40 AU 0.2033 1.0000 0.000 8,572 1.0000 -1 -0.0043 -121,168 3.5720 -432,813 432,813 -21
440 2345.TW @ACCTO2 TW 0.8435 2.0000 0.014 12,516 1.0000 -1 -0.0053 -22,000 24.2442 -533,373 533,373 -7,308
453 MTS.AX @METCA2 AU 0.2612 1.0000 -0.006 2,412 -1.0000 1 0.0017 75,323 2.1952 165,346 165,346 -967
458 2882.TW @CATHA19 TW 0.8071 3.0000 0.030 20,649 1.0000 -1 -0.0039 -186,000 2.1009 -390,776 390,776 -11,762
474 6504.T @FUJIE6 JP 1.1525 2.0000 -0.019 6,976 -1.0000 1 0.0056 11,900 46.7225 555,998 555,998 -10,829
476 0175.HK @GUORU1 HK 1.8778 10.0000 0.214 15,852 1.0000 0 0.0000 0 2.3466 0 0 0
485 6141.T @MORIS3 JP 1.2357 1.0000 -0.004 2,899 -1.0000 1 0.0003 1,600 20.3661 32,586 32,586 -142
488 5929.T @SANWA12 JP 0.9286 3.0000 0.027 8,103 1.0000 -1 -0.0005 -1,500 35.6960 -53,544 53,544 -1,457
495 4503.T @YAMAN6 JP 0.4124 1.0000 0.005 17,727 1.0000 -1 -0.0017 -17,100 9.7955 -167,504 167,504 -775
501 9613.T @NTTDA3 JP 0.7736 3.0000 0.033 16,486 1.0000 -1 -0.0013 -4,500 27.9872 -125,943 125,943 -4,160
504 0669.HK @TECHT5 HK 1.1814 8.0000 0.119 21,139 1.0000 -1 -0.0079 -68,000 11.5415 -784,822 784,822 -93,312
506 4151.T @KYOWA7 JP 0.0158 2.0000 0.011 8,211 1.0000 -1 -0.0017 -11,000 15.6209 -171,830 171,830 -1,975
512 1878.T @DAITO2 JP 0.1895 3.0000 0.031 7,454 1.0000 -1 -0.0044 -3,900 113.8428 -443,987 443,987 -13,898
513 2884.TW @ESUNF1 TW 0.4925 4.0000 0.038 16,136 1.0000 -1 -0.0002 -22,000 1.0088 -22,193 22,193 -848
514 0012.HK @HENDE56 HK 0.7714 9.0000 0.164 4,206 1.0000 -1 -0.0020 -63,000 3.1024 -195,452 195,452 -32,124
523 6586.T @MAKIT6 JP 1.2614 1.0000 0.004 8,632 1.0000 -1 -0.0009 -3,000 30.8280 -92,484 92,484 -338
525 4578.T @OTSUK7 JP 0.4874 3.0000 0.025 23,494 1.0000 0 0.0000 0 48.0763 0 0 0
531 2603.TW @EVERG16 TW 0.7963 6.0000 0.073 18,267 1.0000 -1 -0.0035 -42,000 8.4371 -354,360 354,360 -25,937
538 6971.T @KYOCE2 JP 0.6525 2.0000 0.020 18,239 1.0000 -1 -0.0002 -1,600 12.0752 -19,320 19,320 -378
539 8306.T @MITSU52 JP 1.0101 4.0000 0.045 165,485 1.0000 -1 -0.0019 -13,800 13.7130 -189,240 189,240 -8,464
550 6383.T @DAIFU1 JP 0.9980 2.0000 -0.021 10,092 -1.0000 1 0.0002 700 26.5703 18,599 18,599 -395
561 0220.HK @UNIPR8 HK 0.6262 6.0000 0.075 5,658 1.0000 -1 -0.0001 -8,000 1.3099 -10,479 10,479 -782
566 8309.T @MITSU54 JP 0.8532 3.0000 0.022 18,597 1.0000 -1 -0.0097 -37,200 26.0723 -969,890 969,890 -21,744
576 6920.T @LASER19 JP 1.2850 7.0000 -0.086 9,831 -1.0000 0 0.0000 0 104.2682 0 0 -0
579 9992.HK @POPMA2 HK 1.2693 5.0000 0.054 37,926 1.0000 -1 -0.0028 -10,000 28.2409 -282,409 282,409 -15,142
587 2891.TW @CHINA244 TW 0.6152 8.0000 0.102 27,101 1.0000 -1 -0.0021 -150,000 1.3790 -206,843 206,843 -21,171
589 6146.T @DISCO14 JP 1.3709 2.0000 -0.019 24,760 -1.0000 0 0.0000 0 240.3816 0 0 -0
591 058470.KQ @LEENO1 KR 0.7467 4.0000 -0.037 2,277 -1.0000 1 0.0010 3,485 29.8745 104,112 104,112 -3,843
593 0551.HK @YUEYU3 HK 0.9190 5.0000 0.048 1,191 1.0000 -1 -0.0002 -12,500 1.5142 -18,927 18,927 -903
594 CMLT.SI @CAPIT88 SG NaN NaN nan 11,737 NaN -1 -0.0000 -16 1.6040 -26 26 nan
595 APA.AX @AUSTP9 AU 0.0885 1.0000 -0.008 6,922 -1.0000 1 0.0022 41,325 5.3061 219,273 219,273 -1,766
607 2609.TW @YANGM3 TW 0.9662 4.0000 0.038 9,666 1.0000 -1 -0.0001 -5,000 2.7679 -13,840 13,840 -519
615 3399.T @MARUC1 JP 0.1148 3.0000 -0.023 319 -1.0000 0 0.0000 0 36.4746 0 0 -0
619 8795.T @TDHOL2 JP 1.0553 2.0000 0.019 12,443 1.0000 -1 -0.0001 -600 22.8738 -13,724 13,724 -259
635 5401.T @NIPPO138 JP 0.7355 1.0000 0.002 22,088 1.0000 -1 -0.0001 -500 20.5520 -10,276 10,276 -18
656 601390.SH @CHINA696 CN 0.7558 3.0000 0.022 7,021 1.0000 -1 0.0000 -99 0.7771 -77 77 -2
666 601333.SH @GUANG102 CN 0.7167 2.0000 -0.011 1,252 -1.0000 1 0.0000 78 0.4178 33 33 -0
673 600570.SH @HANGZ8 CN 1.9295 4.0000 0.045 5,330 1.0000 -1 0.0000 -80 3.5666 -285 285 -13
694 688025.SH @SHENZ288 CN 2.4089 NaN nan 573 NaN 1 -0.0000 85 7.0133 596 596 nan
707 002643.ZK @YANTA18 CN 1.7328 1.0000 -0.006 929 -1.0000 1 0.0009 60,750 1.5375 93,402 93,402 -603
713 603568.SH @ZHEJI195 CN 1.1141 1.0000 -0.004 2,415 -1.0000 1 0.0034 123,000 2.7240 335,053 335,053 -1,491
714 688772.SH @ZHUHA19 CN 2.0603 3.0000 -0.024 1,618 -1.0000 1 0.0000 68 1.8634 127 127 -3
719 300379.ZK @BEIJI135 CN 1.4100 NaN nan 485 NaN -1 -0.0000 -89 0.8690 -77 77 nan
743 603799.SH @ZHEJI183 CN 1.7503 2.0000 0.012 6,612 1.0000 -1 0.0000 -61 4.7392 -289 289 -3
761 688599.SH @TRINA7 CN 1.7572 5.0000 -0.055 2,911 -1.0000 1 0.0000 89 1.8815 167 167 -9
762 603355.SH @KINGC7 CN 1.4933 5.0000 0.055 650 1.0000 -1 0.0000 -13 3.0610 -40 40 -2
765 688106.SH @SUZHO69 CN 1.5179 2.0000 -0.020 1,187 -1.0000 1 0.0000 48 2.4636 118 118 -2
772 000538.ZK @YUNNA10 CN 0.6365 3.0000 0.032 5,695 1.0000 -1 0.0000 -80 7.7849 -623 623 -20
774 300750.ZK @CONTE31 CN 1.4928 7.0000 0.079 120,834 1.0000 -1 0.0000 -78 35.6377 -2,780 2,780 -221
794 601169.SH @BANKO53 CN 0.4486 3.0000 0.022 15,042 1.0000 -1 0.0000 -34 0.8676 -29 29 -1
804 688087.SH @SHAND206 CN 1.7079 3.0000 0.026 356 1.0000 -1 0.0000 -42 3.2797 -138 138 -4
808 601319.SH @THEPE2 CN 0.9732 1.0000 0.007 40,784 1.0000 -1 -0.0040 -350,893 1.1489 -403,151 403,151 -2,624
819 000065.ZK @NORIN1 CN 1.3496 5.0000 0.055 761 1.0000 -1 0.0000 -70 1.4804 -104 104 -6
825 688696.SH @CHENG93 CN 2.0203 1.0000 -0.011 1,139 -1.0000 1 0.0015 9,100 16.2661 148,021 148,021 -1,640
836 002241.ZK @GOERT1 CN 1.8634 2.0000 0.021 8,770 1.0000 -1 0.0000 -80 2.9594 -237 237 -5
837 601579.SH @KUAIJ1 CN 0.7099 7.0000 -0.098 584 -1.0000 1 0.0000 95 2.9705 282 282 -28
868 603063.SH @SHENZ257 CN 1.6868 3.0000 -0.029 1,568 -1.0000 1 0.0009 20,500 4.2698 87,532 87,532 -2,554
869 002053.ZK @YUNNA17 CN 0.9898 1.0000 -0.003 394 -1.0000 1 0.0066 417,600 1.5834 661,242 661,242 -2,162
872 600104.SH @SAUTO1 CN 0.8283 2.0000 0.019 8,221 1.0000 -1 0.0000 -99 2.2909 -227 227 -4
883 300772.ZK @WINDE12 CN 1.6560 3.0000 -0.024 738 -1.0000 1 0.0017 118,700 1.4651 173,902 173,902 -4,092
908 000932.ZK @HUNAN8 CN 1.1078 5.0000 -0.051 2,759 -1.0000 0 0.0000 0 0.6768 0 0 -0
912 300308.ZK @SHAND103 CN 2.2599 3.0000 0.033 12,653 1.0000 -1 0.0000 -44 12.8624 -566 566 -19
928 600276.SH @JIANG24 CN 0.8407 4.0000 0.042 28,911 1.0000 0 0.0000 0 7.4297 0 0 0
933 601988.SH @BANKO22 CN 0.1911 8.0000 0.104 161,730 1.0000 -1 0.0000 -40 0.7673 -31 31 -3
946 600576.SH @WUXIQ1 CN 1.0319 9.0000 -0.129 633 -1.0000 0 0.0000 0 1.4289 0 0 -0
978 600000.SH @SPUDO1 CN 0.6816 4.0000 0.038 29,554 1.0000 -1 -0.0254 -1,511,908 1.6781 -2,537,182 2,537,182 -95,340
992 601166.SH @INDUS132 CN 0.6114 3.0000 0.027 49,082 1.0000 -1 -0.0187 -594,900 3.1502 -1,874,027 1,874,027 -50,840
1046 002240.ZK @GUANG112 CN 1.6290 10.0000 -0.167 1,200 -1.0000 0 0.0000 0 1.5793 0 0 -0
1050 600841.SH @SHANG39 CN 1.9282 9.0000 -0.135 265 -1.0000 0 0.0000 0 0.8203 0 0 -0
1079 VGI_n.BK @VGIGL2 TH 0.4375 2.0000 0.021 546 1.0000 -1 -0.0015 -2,200,500 0.0683 -150,288 150,288 -3,107
1084 KBANK_n.BK @KASIK3 TH 0.1632 5.0000 0.054 10,473 1.0000 -1 -0.0106 -210,400 5.0300 -1,058,311 1,058,311 -56,865
1086 GULF_n.BK @GULFE1 TH 0.1009 NaN nan 14,187 NaN -1 -0.0000 -13 1.4745 -19 19 nan
1089 BTS_n.BK @TANAY2 TH 0.3809 4.0000 -0.035 2,268 -1.0000 0 0.0000 0 0.1409 0 0 -0
1093 KTB_n.BK @KRUNG9 TH 0.3609 2.0000 0.015 4,411 1.0000 -1 -0.0073 -1,035,500 0.7014 -726,331 726,331 -11,158
1094 TTB_n.BK @THAIM13 TH 0.1021 4.0000 0.035 4,449 1.0000 -1 -0.0005 -817,100 0.0600 -49,018 49,018 -1,733
1100 HANA_n.BK @HANAM2 TH 0.7442 2.0000 -0.021 402 -1.0000 1 0.0001 20,100 0.5599 11,254 11,254 -239
1102 TIDLOR_n.BK @NGERN1 TH -0.1427 4.0000 -0.043 704 -1.0000 0 -0.0000 0 0.2875 0 0 -0