total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -822,115 24,434,561 110 400,826,732 -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 1.6622 9.0000 0.158 5,060 1.0000 -1 0.0000 -1,000 3.2492 -3,249 3,249 -512
18 1519.HK @JTGLO1 HK 1.4741 4.0000 0.042 6,377 1.0000 -1 -0.0008 -90,600 0.8652 -78,386 78,386 -3,291
25 1795.TW @LOTUS3 TW 0.8056 4.0000 0.039 1,224 1.0000 -1 -0.0027 -36,000 7.4252 -267,309 267,309 -10,488
67 0267.HK @CITIC10 HK 1.4336 3.0000 0.027 10,829 1.0000 -1 -0.0022 -161,000 1.3787 -221,969 221,969 -6,021
85 1378.HK @CHINA1377 HK 1.6116 7.0000 0.085 5,269 1.0000 -1 0.0000 -1,500 2.0260 -3,039 3,039 -257
87 2002.TW @CHINA152 TW 0.8860 2.0000 0.019 8,230 1.0000 -1 -0.0051 -776,000 0.6522 -506,121 506,121 -9,604
97 2543.TW @HWANG2 TW 1.2978 1.0000 0.005 728 1.0000 -1 0.0000 -177 2.9634 -525 525 -3
101 1101.TW @TAIWA69 TW 0.4939 2.0000 0.014 6,895 1.0000 -1 -0.0034 -377,000 0.9131 -344,241 344,241 -4,795
103 2400.HK @XDINC1 HK 1.6932 7.0000 0.077 2,672 1.0000 -1 -0.0006 -10,600 5.4345 -57,605 57,605 -4,441
104 0763.HK @ZTECO2 HK 1.9305 8.0000 0.108 2,330 1.0000 -1 0.0000 -1,600 3.0836 -4,934 4,934 -532
126 6618.HK @JDHEA1 HK 2.0594 9.0000 0.155 5,470 1.0000 -1 0.0000 -150 5.1796 -777 777 -121
131 4452.T @KAOCO2 JP 0.3062 5.0000 0.048 21,710 1.0000 0 0.0000 0 46.5983 0 0 0
135 6508.T @MEIDE2 JP 1.2147 1.0000 -0.007 1,452 -1.0000 1 0.0013 3,700 33.9305 125,543 125,543 -816
145 1833.HK @PAGOO1 HK 1.9186 8.0000 0.117 948 1.0000 -1 0.0000 -977 0.9327 -911 911 -106
147 6979.HK @ZJLDG1 HK 1.7569 2.0000 0.015 2,776 1.0000 -1 -0.0000 -1,600 0.8193 -1,311 1,311 -19
148 1928.T @SEKIS8 JP 0.5224 3.0000 0.022 14,049 1.0000 -1 -0.0088 -41,300 21.1867 -875,011 875,011 -19,590
158 0189.HK @DONGY26 HK 1.5608 2.0000 0.017 2,115 1.0000 -1 -0.0004 -30,000 1.2207 -36,621 36,621 -625
159 0998.HK @CHINA536 HK 0.7600 6.0000 0.065 8,993 1.0000 -1 -0.0006 -61,000 0.9442 -57,595 57,595 -3,736
162 0002.HK @CLPHO3 HK 0.1801 7.0000 0.098 15,344 1.0000 0 0.0000 0 8.4352 0 0 0
163 5871.TW @CHAIL1 TW 1.1430 7.0000 0.091 6,875 1.0000 -1 -0.0019 -46,000 4.0973 -188,474 188,474 -17,101
166 2327.TW @YAGEO2 TW 0.8826 7.0000 0.080 8,057 1.0000 -1 -0.0013 -8,000 16.5396 -132,317 132,317 -10,588
167 1803.T @SHIMI2 JP 0.3127 3.0000 0.026 6,583 1.0000 -1 -0.0007 -6,300 11.0662 -69,717 69,717 -1,845
170 3288.T @OPENH1 JP 0.2496 4.0000 0.038 5,241 1.0000 -1 -0.0039 -8,900 43.4296 -386,524 386,524 -14,598
172 0019.HK @SWIRE4 HK 0.5720 4.0000 0.043 2,924 1.0000 -1 -0.0108 -123,500 8.7283 -1,077,943 1,077,943 -46,630
175 6460.T @SEGAS1 JP 0.4545 4.0000 0.034 3,347 1.0000 -1 -0.0047 -23,700 19.9096 -471,857 471,857 -16,022
177 6952.T @CASIO5 JP 0.5344 1.0000 -0.010 1,774 -1.0000 1 0.0071 95,000 7.4626 708,950 708,950 -7,063
184 6724.T @SEIKO5 JP 0.7455 1.0000 -0.000 4,868 -1.0000 1 0.0057 43,600 13.0303 568,120 568,120 -276
191 4816.T @TOEIA1 JP 0.0367 2.0000 0.020 2,231 1.0000 -1 -0.0012 -5,200 22.6088 -117,566 117,566 -2,405
204 4324.T @DENTS4 JP 0.8384 4.0000 0.043 4,947 1.0000 -1 -0.0017 -8,100 21.3938 -173,290 173,290 -7,463
206 4536.T @SANTE4 JP 0.1973 1.0000 0.003 3,949 1.0000 -1 -0.0018 -16,000 11.5460 -184,736 184,736 -529
224 6055.HK @CHINA2407 HK 1.4294 4.0000 0.035 835 1.0000 -1 -0.0060 -140,000 4.3132 -603,844 603,844 -21,112
225 9502.T @CHUBU2 JP 0.2774 1.0000 0.001 8,741 1.0000 -1 -0.0054 -46,700 11.5322 -538,555 538,555 -474
253 1821.HK @ESRAA1 HK 0.3212 3.0000 0.028 5,777 1.0000 -1 -0.0082 -498,400 1.6386 -816,690 816,690 -22,770
258 5831.T @SHIZU6 JP 0.9476 3.0000 0.031 6,820 1.0000 0 0.0000 0 11.7566 0 0 0
264 5880.TW @TWCOO1 TW 0.4077 5.0000 0.053 12,450 1.0000 -1 -0.0055 -670,000 0.8178 -547,913 547,913 -28,916
282 6865.HK @FLATG7 HK 1.8836 2.0000 -0.018 473 -1.0000 1 0.0002 16,000 1.1277 18,043 18,043 -328
295 2317.TW @HONHA4 TW 1.2306 7.0000 0.082 72,483 1.0000 -1 -0.0035 -68,000 5.2177 -354,806 354,806 -29,199
297 4912.T @LIONC3 JP 0.1713 3.0000 0.025 2,987 1.0000 -1 -0.0019 -17,400 10.6762 -185,766 185,766 -4,593
303 SOL.AX @SOULP2 AU 0.2282 1.0000 -0.003 7,052 -1.0000 0 0.0000 0 25.9049 0 0 -0
329 0297.HK @WAHTA2 HK 1.0079 8.0000 0.112 564 1.0000 0 -0.0000 0 0.1707 0 0 0
336 2330.TW @TAIWA91 TW 0.7177 1.0000 -0.011 923,749 -1.0000 1 0.0135 38,000 35.6211 1,353,602 1,353,602 -14,263
347 2377.TW @MICRO63 TW 0.7855 2.0000 -0.011 4,097 -1.0000 1 0.0004 9,000 4.8498 43,648 43,648 -478
352 105560.KS @KBFIN1 KR 0.5264 6.0000 0.073 29,931 1.0000 0 0.0000 0 78.4650 0 0 0
382 6701.T @NECCO8 JP 0.8952 4.0000 0.035 36,561 1.0000 -1 -0.0056 -20,800 26.7992 -557,424 557,424 -19,348
384 3264.TWO @ARDEN7 TW 0.7976 1.0000 -0.003 1,238 -1.0000 1 0.0040 146,000 2.7159 396,522 396,522 -1,010
387 MTS.AX @METCA2 AU 0.2672 4.0000 -0.037 2,608 -1.0000 1 0.0019 80,002 2.3740 189,922 189,922 -7,118
402 1980.T @DAIDA1 JP 0.8727 7.0000 0.078 1,337 1.0000 0 -0.0000 0 29.0981 0 0 0
414 4204.T @SEKIS5 JP 0.5755 1.0000 0.007 7,601 1.0000 -1 -0.0003 -1,700 17.2552 -29,334 29,334 -195
421 7278.T @EXEDY1 JP 0.5233 3.0000 -0.032 1,292 -1.0000 0 -0.0000 0 28.5803 0 0 -0
429 1878.T @DAITO2 JP 0.2020 3.0000 0.032 7,114 1.0000 -1 -0.0004 -400 108.6604 -43,464 43,464 -1,377
430 2884.TW @ESUNF1 TW 0.5192 4.0000 0.036 16,746 1.0000 -1 -0.0002 -22,000 1.0469 -23,032 23,032 -840
446 1024.HK @KUAIS1 HK 2.1958 3.0000 0.022 22,860 1.0000 -1 -0.0033 -42,000 7.9255 -332,872 332,872 -7,167
449 2768.T @NISSH11 JP 0.9721 2.0000 0.015 5,443 1.0000 0 0.0000 0 24.1897 0 0 0
462 0220.HK @UNIPR8 HK 0.6252 6.0000 0.071 5,476 1.0000 -1 -0.0001 -8,000 1.2678 -10,143 10,143 -724
464 8253.T @CREDI113 JP 0.9424 3.0000 0.027 5,185 1.0000 0 0.0000 0 27.9590 0 0 0
465 7735.T @DAINI14 JP 1.1421 1.0000 -0.006 7,679 -1.0000 1 0.0026 3,500 75.5928 264,575 264,575 -1,554
474 9992.HK @POPMA2 HK 1.1874 2.0000 0.014 46,168 1.0000 -1 -0.0048 -14,000 34.3780 -481,292 481,292 -6,694
480 2891.TW @CHINA244 TW 0.6293 7.0000 0.096 27,707 1.0000 -1 -0.0111 -785,000 1.4098 -1,106,688 1,106,688 -106,377
482 058470.KQ @LEENO1 KR 0.7851 6.0000 -0.060 2,770 -1.0000 1 0.0036 9,972 36.3413 362,395 362,395 -21,886
483 CMLT.SI @CAPIT88 SG NaN NaN nan 11,941 NaN -1 -0.0000 -16 1.6319 -26 26 nan
484 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.000 7,061 -1.0000 1 0.0047 85,957 5.4132 465,299 465,299 -96
486 9009.T @KEISE2 JP 0.4348 2.0000 -0.015 4,979 -1.0000 0 0.0000 0 9.6269 0 0 -0
499 1662.T @JAPAN231 JP 0.9169 2.0000 -0.019 1,121 -1.0000 0 0.0000 0 7.0346 0 0 -0
500 9766.T @KONAM10 JP 0.3342 5.0000 0.056 17,296 1.0000 0 0.0000 0 136.9646 0 0 0
502 7974.T @NINTE2 JP 0.6017 5.0000 0.048 104,582 1.0000 0 0.0000 0 80.5288 0 0 0
503 028050.KS @SAMSU34 KR 0.4186 1.0000 -0.000 2,696 -1.0000 1 0.0007 4,402 16.9812 74,751 74,751 -10
504 005930.KS @SAMSU48 KR 0.5383 4.0000 -0.035 246,562 -1.0000 1 0.0024 5,424 43.8438 237,809 237,809 -8,300
506 8473.T @SOFTB11 JP 1.0306 4.0000 0.046 9,314 1.0000 -1 -0.0017 -5,600 30.7342 -172,111 172,111 -7,908
507 0386.HK @CHINA212 HK 0.7367 8.0000 0.106 12,109 1.0000 -1 -0.0002 -30,000 0.5364 -16,093 16,093 -1,701
509 066570.KS @LGELE11 KR 0.5080 4.0000 -0.034 5,808 -1.0000 1 0.0004 691 54.6034 37,731 37,731 -1,275
513 9831.T @YAMAD5 JP 0.1787 1.0000 0.006 2,748 1.0000 -1 -0.0004 -13,800 3.0562 -42,175 42,175 -259
514 ALQ.AX @CAMPB10 AU 0.4807 1.0000 -0.005 5,509 -1.0000 1 0.0005 4,742 10.8915 51,648 51,648 -281
517 6146.T @DISCO14 JP 1.4722 5.0000 -0.056 24,817 -1.0000 0 0.0000 0 240.9306 0 0 -0
521 0177.HK @JIANG6 HK 0.1800 3.0000 0.027 1,697 1.0000 -1 -0.0001 -8,000 1.3889 -11,111 11,111 -296
534 2020.HK @ANTAS1 HK 1.5405 9.0000 0.161 16,349 1.0000 -1 -0.0035 -28,000 12.3916 -346,965 346,965 -55,744
535 1093.HK @CHINA170 HK 1.2728 5.0000 0.051 10,756 1.0000 -1 -0.0007 -60,000 1.1251 -67,507 67,507 -3,435
536 6367.T @DAIKI4 JP 0.8103 1.0000 0.004 33,368 1.0000 -1 -0.0026 -2,300 113.8380 -261,827 261,827 -1,017
541 5802.T @SUMIT35 JP 1.2175 6.0000 0.061 16,002 1.0000 0 0.0000 0 20.1546 0 0 0
548 011200.KS @HYUND19 KR 0.3928 2.0000 -0.011 10,804 -1.0000 1 0.0003 2,094 16.4689 34,486 34,486 -370
558 3690.HK @MEITU5 HK 1.7758 9.0000 0.167 101,333 1.0000 0 0.0000 0 18.3230 0 0 0
559 6098.T @RECRU27 JP 0.7209 3.0000 0.027 92,097 1.0000 0 0.0000 0 58.8865 0 0 0
569 9868.HK @XPENG2 HK 2.4665 3.0000 0.024 15,234 1.0000 -1 -0.0004 -4,000 10.4230 -41,692 41,692 -1,002
575 STO.AX @SANTO10 AU 0.5649 1.0000 -0.007 14,192 -1.0000 1 0.0020 45,510 4.3697 198,863 198,863 -1,366
576 1288.HK @AGRIC28 HK 0.6282 5.0000 0.055 21,738 1.0000 -1 -0.0048 -678,000 0.7072 -479,469 479,469 -26,281
578 0939.HK @CHINA377 HK 0.7628 3.0000 0.029 234,350 1.0000 -1 -0.0175 -1,794,000 0.9748 -1,748,727 1,748,727 -51,316
590 3626.T @ITHOL1 JP 0.5239 4.0000 0.042 7,764 1.0000 0 0.0000 0 32.8674 0 0 0
591 6301.T @KOMAT8 JP 0.9868 2.0000 0.016 29,292 1.0000 -1 -0.0095 -30,700 30.8032 -945,659 945,659 -15,483
592 003490.KS @KOREA192 KR 0.3235 1.0000 -0.008 4,557 -1.0000 1 0.0002 1,396 16.7250 23,348 23,348 -185
594 3382.T @SEVEN12 JP 0.5597 4.0000 0.045 36,392 1.0000 0 0.0000 0 15.1876 0 0 0
595 6273.T @SMCCO2 JP 1.0035 1.0000 -0.009 21,249 -1.0000 0 0.0000 0 373.8221 0 0 -0
607 2502.T @ASAHI16 JP 0.3455 1.0000 0.005 20,008 1.0000 0 0.0000 0 13.1545 0 0 0
609 8331.T @CHIBA1 JP 1.2881 6.0000 0.061 7,151 1.0000 0 0.0000 0 8.8778 0 0 0
616 1802.T @OBAYA2 JP 0.5103 4.0000 0.039 10,853 1.0000 0 0.0000 0 15.0426 0 0 0
624 1398.HK @INDUS124 HK 0.7340 4.0000 0.035 68,236 1.0000 -1 -0.0031 -400,000 0.7862 -314,473 314,473 -10,997
635 688012.SH @ADVAN315 CN 1.3232 6.0000 0.066 10,636 1.0000 -1 0.0000 -99 23.6348 -2,340 2,340 -154
644 601390.SH @CHINA696 CN 0.7623 5.0000 0.048 7,002 1.0000 -1 0.0000 -99 0.7749 -77 77 -4
654 601333.SH @GUANG102 CN 0.7023 2.0000 -0.014 1,242 -1.0000 1 0.0000 78 0.4146 32 32 -0
661 600570.SH @HANGZ8 CN 1.9233 5.0000 0.059 5,493 1.0000 -1 0.0000 -80 3.6757 -294 294 -17
680 688025.SH @SHENZ288 CN 2.4085 NaN nan 665 NaN 1 -0.0000 85 8.1389 692 692 nan
697 688772.SH @ZHUHA19 CN 2.0745 2.0000 -0.011 1,652 -1.0000 1 0.0000 68 1.8949 129 129 -1
702 300379.ZK @BEIJI135 CN 1.4755 NaN nan 449 NaN -1 -0.0000 -89 0.8042 -72 72 nan
707 300866.ZK @ANKER10 CN 1.7410 5.0000 -0.055 8,310 -1.0000 1 -0.0000 9 15.6337 141 141 -8
716 002017.ZK @ZHUHA5 CN 1.5018 1.0000 -0.007 540 -1.0000 1 0.0059 355,600 1.6626 591,207 591,207 -3,992
721 688169.SH @BEIJI316 CN 1.4858 5.0000 0.051 5,603 1.0000 -1 0.0000 -99 30.3087 -3,001 3,001 -152
735 000100.ZK @TCLCO2 CN 1.3174 5.0000 0.055 11,261 1.0000 -1 0.0000 -20 0.5996 -12 12 -1
744 688599.SH @TRINA7 CN 1.7805 4.0000 -0.045 3,068 -1.0000 1 0.0000 89 1.9826 176 176 -8
745 603355.SH @KINGC7 CN 1.5056 4.0000 0.046 660 1.0000 -1 0.0000 -13 3.1095 -40 40 -2
749 600248.SH @YANGL1 CN 0.8459 1.0000 0.010 683 1.0000 -1 0.0000 -64 0.5329 -34 34 -0
754 000538.ZK @YUNNA10 CN 0.6209 4.0000 0.046 5,800 1.0000 -1 0.0000 -80 7.9288 -634 634 -29
773 603233.SH @DASHE1 CN 0.9267 2.0000 0.014 2,629 1.0000 -1 0.0000 -80 2.3081 -185 185 -3
776 601169.SH @BANKO53 CN 0.4497 2.0000 0.014 15,606 1.0000 -1 0.0000 -34 0.9001 -31 31 -0
785 688087.SH @SHAND206 CN 1.7123 1.0000 0.003 374 1.0000 -1 0.0000 -42 3.4406 -145 145 -0
789 601319.SH @THEPE2 CN 1.0057 7.0000 0.098 41,485 1.0000 -1 0.0000 -93 1.1687 -109 109 -11
797 000065.ZK @NORIN1 CN 1.3584 6.0000 0.066 735 1.0000 -1 0.0000 -70 1.4288 -100 100 -7
803 688696.SH @CHENG93 CN 1.9301 2.0000 -0.021 1,185 -1.0000 1 0.0003 1,800 16.9261 30,467 30,467 -626
820 688608.SH @BESTE6 CN 1.8066 5.0000 -0.056 5,920 -1.0000 1 0.0027 5,100 53.6055 273,388 273,388 -15,284
842 603063.SH @SHENZ257 CN 1.6703 1.0000 -0.002 1,531 -1.0000 1 0.0003 6,700 4.1668 27,918 27,918 -67
856 300772.ZK @WINDE12 CN 1.6436 2.0000 -0.012 753 -1.0000 1 0.0001 9,700 1.4942 14,494 14,494 -170
879 300953.ZK @NINGB87 CN 2.3123 8.0000 -0.103 2,290 -1.0000 0 0.0000 0 13.2003 0 0 -0
899 601988.SH @BANKO22 CN 0.1873 7.0000 0.078 159,224 1.0000 -1 0.0000 -40 0.7555 -30 30 -2
935 600000.SH @SPUDO1 CN 0.7240 4.0000 0.045 30,260 1.0000 -1 0.0000 -39 1.7182 -67 67 -3
959 002916.ZK @SHENN1 CN 1.7985 4.0000 -0.039 8,716 -1.0000 1 0.0000 30 13.0723 392 392 -15
992 600926.SH @BANKO586 CN 0.5384 6.0000 0.075 11,061 1.0000 -1 0.0000 -87 2.2858 -199 199 -15
994 300573.ZK @SHENY25 CN 1.9598 7.0000 0.089 1,832 1.0000 -1 -0.0015 -20,000 7.4669 -149,338 149,338 -13,358
1041 603800.SH @SUZHO27 CN 1.6962 4.0000 -0.045 349 -1.0000 0 0.0000 0 3.1623 0 0 -0
1045 002594.ZK @BYDCO4 CN 1.3983 5.0000 0.057 83,010 1.0000 0 0.0000 0 50.3624 0 0 0
1060 300224.ZK @YANTA17 CN 1.4637 9.0000 -0.143 1,007 -1.0000 0 0.0000 0 2.0368 0 0 -0
1062 601825.SH @SHANG375 CN 0.2835 2.0000 -0.018 8,953 -1.0000 1 0.0011 80,000 1.4066 112,526 112,526 -2,034
1064 300679.ZK @ELECT323 CN 1.5200 4.0000 -0.042 2,692 -1.0000 1 0.0013 20,000 6.3525 127,050 127,050 -5,374
1072 SCGP_n.BK @SCGPA1 TH 0.6930 1.0000 0.004 630 1.0000 -1 -0.0032 -606,600 0.5237 -317,699 317,699 -1,210
1076 TOP_n.BK @THAIO13 TH 0.6923 2.0000 0.013 1,063 1.0000 -1 -0.0012 -140,100 0.8652 -121,220 121,220 -1,571
1080 GULF_n.BK @GULFE1 TH 0.1011 NaN nan 14,187 NaN -1 -0.0000 -13 1.4745 -19 19 nan
1084 BBL_n.BK @BANGK27 TH 0.2201 6.0000 0.067 8,243 1.0000 -1 -0.0112 -259,600 4.3185 -1,121,091 1,121,091 -74,812
1085 KTB_n.BK @KRUNG9 TH 0.3737 4.0000 0.046 4,315 1.0000 -1 -0.0058 -843,300 0.6861 -578,558 578,558 -26,596
1086 TTB_n.BK @THAIM13 TH 0.1265 4.0000 0.034 4,429 1.0000 -1 -0.0005 -817,100 0.0597 -48,801 48,801 -1,683
1092 IVL_n.BK @INDOR13 TH 0.6690 1.0000 0.008 1,240 1.0000 -1 -0.0004 -60,100 0.6309 -37,919 37,919 -286
1094 SCC_n.BK @SIAMC15 TH 0.7022 2.0000 -0.015 6,211 -1.0000 1 0.0002 3,600 5.1761 18,634 18,634 -271
1095 SCB_n.BK @SCBXP1 TH 0.2133 1.0000 0.003 12,427 1.0000 -1 -0.0036 -97,100 3.6907 -358,363 358,363 -1,126