total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -790,967 24,093,514 109 401,161,773 -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 1.6622 8.0000 0.115 4,930 1.0000 -1 0.0000 -1,000 3.1656 -3,166 3,166 -363
6 2360.TW @CHROM5 TW 1.0727 1.0000 -0.008 6,235 -1.0000 1 0.0012 8,000 14.6588 117,270 117,270 -896
16 1519.HK @JTGLO1 HK 1.4741 3.0000 0.030 6,299 1.0000 -1 -0.0008 -90,600 0.8548 -77,443 77,443 -2,288
23 1795.TW @LOTUS3 TW 0.8056 1.0000 0.010 1,242 1.0000 -1 -0.0027 -36,000 7.5339 -271,221 271,221 -2,702
65 0267.HK @CITIC10 HK 1.4336 8.0000 0.112 11,486 1.0000 -1 -0.0116 -793,000 1.4624 -1,159,707 1,159,707 -129,637
83 1378.HK @CHINA1377 HK 1.6116 6.0000 0.071 5,924 1.0000 -1 0.0000 -1,500 2.2777 -3,417 3,417 -243
89 1415.HK @COWEL7 HK 2.3201 2.0000 0.012 890 1.0000 -1 -0.0006 -18,000 3.4395 -61,911 61,911 -717
92 2376.TW @GIGAB3 TW 1.0172 1.0000 0.009 6,096 1.0000 -1 -0.0043 -44,000 9.6816 -425,990 425,990 -3,629
95 2543.TW @HWANG2 TW 1.2978 3.0000 0.027 699 1.0000 -1 0.0000 -177 2.8431 -503 503 -13
99 1101.TW @TAIWA69 TW 0.4939 3.0000 0.025 6,641 1.0000 -1 -0.0033 -377,000 0.8795 -331,581 331,581 -8,126
101 2400.HK @XDINC1 HK 1.6932 8.0000 0.115 2,898 1.0000 -1 -0.0006 -10,600 5.8790 -62,318 62,318 -7,169
102 0763.HK @ZTECO2 HK 1.9305 8.0000 0.101 2,310 1.0000 -1 0.0000 -1,600 3.0573 -4,892 4,892 -495
104 1963.T @JGCCO1 JP 0.9195 2.0000 0.013 2,206 1.0000 -1 -0.0073 -85,800 8.4986 -729,176 729,176 -9,494
105 4203.T @SUMIT28 JP 0.9751 1.0000 -0.002 2,361 -1.0000 1 0.0047 16,900 27.9774 472,818 472,818 -725
120 3661.TW @ALCHI2 TW 0.9217 1.0000 0.009 7,938 1.0000 -1 -0.0010 -1,000 98.1796 -98,180 98,180 -917
121 1109.HK @CHINA182 HK 1.5900 9.0000 0.141 9,956 1.0000 -1 0.0000 -1,500 3.4905 -5,236 5,236 -741
124 6618.HK @JDHEA1 HK 2.0594 9.0000 0.132 5,704 1.0000 -1 0.0000 -150 5.4013 -810 810 -107
130 8299.TWO @PHISO1 TW 0.9386 1.0000 0.001 3,264 1.0000 -1 -0.0030 -17,000 17.5564 -298,459 298,459 -273
132 6508.T @MEIDE2 JP 1.2147 1.0000 -0.005 1,585 -1.0000 1 0.0013 3,600 37.0370 133,333 133,333 -669
141 1833.HK @PAGOO1 HK 1.9186 9.0000 0.137 1,022 1.0000 -1 0.0000 -977 1.0064 -983 983 -135
143 6979.HK @ZJLDG1 HK 1.7569 4.0000 0.043 2,668 1.0000 -1 0.0000 -1,600 0.7873 -1,260 1,260 -55
154 0189.HK @DONGY26 HK 1.5608 3.0000 0.025 2,198 1.0000 -1 -0.0004 -30,000 1.2688 -38,064 38,064 -967
155 0998.HK @CHINA536 HK 0.7600 8.0000 0.107 9,415 1.0000 -1 -0.0006 -61,000 0.9885 -60,301 60,301 -6,442
158 5871.TW @CHAIL1 TW 1.1430 5.0000 0.054 7,150 1.0000 -1 -0.0020 -46,000 4.2613 -196,018 196,018 -10,506
161 2327.TW @YAGEO2 TW 0.8826 1.0000 0.002 7,870 1.0000 -1 -0.0010 -6,000 16.3292 -97,975 97,975 -210
162 1803.T @SHIMI2 JP 0.3127 3.0000 0.027 6,460 1.0000 -1 -0.0002 -1,400 10.8598 -15,204 15,204 -416
165 3288.T @OPENH1 JP 0.2496 4.0000 0.039 5,341 1.0000 -1 -0.0022 -4,900 44.2517 -216,833 216,833 -8,537
167 0019.HK @SWIRE4 HK 0.5720 5.0000 0.049 2,904 1.0000 -1 -0.0094 -108,000 8.6688 -936,235 936,235 -46,001
168 CHC.AX @CHART63 AU 0.4850 1.0000 0.002 6,020 1.0000 -1 -0.0008 -6,408 12.7263 -81,550 81,550 -202
169 3291.T @IIDAG1 JP 0.3903 1.0000 0.003 3,163 1.0000 -1 -0.0057 -40,900 13.9268 -569,604 569,604 -1,501
170 6460.T @SEGAS1 JP 0.4545 2.0000 0.022 4,102 1.0000 -1 -0.0053 -21,700 24.3976 -529,429 529,429 -11,829
172 6952.T @CASIO5 JP 0.5344 2.0000 -0.016 1,789 -1.0000 1 0.0062 82,900 7.5244 623,776 623,776 -9,696
173 8252.T @MARUI3 JP 0.2033 1.0000 0.002 3,828 1.0000 0 0.0000 0 20.8454 0 0 0
175 2158.HK @YIDUT1 HK 2.3660 1.0000 0.004 757 1.0000 -1 0.0000 -1,900 0.7121 -1,353 1,353 -6
178 6724.T @SEIKO5 JP 0.7455 1.0000 -0.001 4,791 -1.0000 1 0.0026 20,200 12.8253 259,071 259,071 -319
180 0836.HK @CHINA276 HK 0.5962 1.0000 0.005 4,847 1.0000 -1 -0.0184 -746,000 2.4637 -1,837,927 1,837,927 -10,039
185 4816.T @TOEIA1 JP 0.0367 2.0000 0.020 2,181 1.0000 -1 -0.0010 -4,400 22.0983 -97,233 97,233 -1,969
197 4324.T @DENTS4 JP 0.8384 2.0000 0.017 5,077 1.0000 -1 -0.0017 -7,800 21.9537 -171,239 171,239 -2,947
198 7733.T @OLYMP17 JP 0.7002 6.0000 0.063 13,025 1.0000 -1 -0.0047 -41,400 11.4347 -473,395 473,395 -29,687
199 4536.T @SANTE4 JP 0.1973 2.0000 0.019 3,909 1.0000 0 0.0000 0 11.4278 0 0 0
214 6055.HK @CHINA2407 HK 1.4294 4.0000 0.043 765 1.0000 -1 -0.0026 -65,000 3.9491 -256,690 256,690 -11,014
230 CAST.NS @CASTR8 IN 0.3359 1.0000 -0.005 1,207 -1.0000 1 0.0035 138,858 2.4894 345,676 345,676 -1,841
234 3046.T @JINCO1 JP 0.3366 1.0000 0.003 1,346 1.0000 -1 -0.0023 -3,900 59.0665 -230,359 230,359 -591
242 1821.HK @ESRAA1 HK 0.3212 5.0000 0.049 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -39,239
249 5880.TW @TWCOO1 TW 0.4077 4.0000 0.035 12,923 1.0000 -1 -0.0057 -670,000 0.8488 -568,726 568,726 -19,843
277 4912.T @LIONC3 JP 0.1713 3.0000 0.024 2,889 1.0000 -1 -0.0019 -18,500 10.3263 -191,037 191,037 -4,618
278 9962.T @MISUM3 JP 0.9241 1.0000 0.001 3,748 1.0000 0 0.0000 0 13.1454 0 0 0
300 GMG.AX @MACQU55 AU 0.5801 3.0000 -0.024 45,494 -1.0000 0 0.0000 0 22.3981 0 0 -0
341 8698.T @MONEX7 JP 0.8657 1.0000 -0.008 862 -1.0000 0 0.0000 0 4.8534 0 0 -0
343 RWC.AX @RELIA192 AU 0.6725 3.0000 -0.030 2,121 -1.0000 0 0.0000 0 2.7420 0 0 -0
348 SGP.AX @STOCK40 AU 0.2032 1.0000 0.009 8,690 1.0000 0 0.0000 0 3.6212 0 0 0
365 6113.T @AMADA1 JP 0.9494 2.0000 -0.012 3,538 -1.0000 1 0.0005 4,800 10.7807 51,747 51,747 -623
378 6141.T @MORIS3 JP 1.3067 3.0000 -0.023 3,165 -1.0000 1 0.0001 600 22.2360 13,342 13,342 -311
391 2884.TW @ESUNF1 TW 0.5192 5.0000 0.056 17,668 1.0000 -1 -0.0002 -22,000 1.1045 -24,299 24,299 -1,355
399 5838.T @RAKUT8 JP 1.0835 2.0000 0.019 4,045 1.0000 0 0.0000 0 45.4564 0 0 0
400 8136.T @SANRI4 JP 0.8493 2.0000 0.014 11,281 1.0000 -1 -0.0022 -4,600 48.0105 -220,848 220,848 -3,006
416 7735.T @DAINI14 JP 1.1421 3.0000 -0.032 8,102 -1.0000 1 0.0014 1,700 79.7535 135,581 135,581 -4,297
425 032830.KS @SAMSU501 KR 0.3572 3.0000 0.033 13,849 1.0000 -1 -0.0004 -442 92.3296 -40,810 40,810 -1,350
426 7564.T @WORKM1 JP 0.1389 1.0000 0.001 2,065 1.0000 -1 -0.0010 -2,500 40.6857 -101,714 101,714 -100
427 6856.T @HORIB1 JP 1.1875 2.0000 -0.015 3,214 -1.0000 1 0.0004 500 76.1049 38,052 38,052 -565
430 2891.TW @CHINA244 TW 0.6293 3.0000 0.029 29,680 1.0000 -1 -0.0119 -785,000 1.5102 -1,185,502 1,185,502 -34,662
432 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.006 7,205 -1.0000 1 0.0049 88,675 5.5230 489,751 489,751 -2,863
433 6361.T @EBARA3 JP 1.5113 6.0000 -0.067 8,487 -1.0000 1 0.0003 1,600 18.3636 29,382 29,382 -1,967
445 005930.KS @SAMSU48 KR 0.5383 1.0000 -0.003 249,065 -1.0000 1 0.0027 6,201 44.2888 274,635 274,635 -722
447 066570.KS @LGELE11 KR 0.5080 2.0000 -0.014 5,846 -1.0000 1 0.0005 860 54.9564 47,262 47,262 -661
451 9831.T @YAMAD5 JP 0.1787 1.0000 0.010 2,768 1.0000 -1 -0.0003 -8,200 3.0779 -25,239 25,239 -247
453 1071.HK @HUADI2 HK 0.7286 4.0000 0.039 745 1.0000 -1 -0.0005 -88,000 0.5478 -48,204 48,204 -1,864
462 3939.HK @WANGU1 HK 0.6137 2.0000 0.020 3,358 1.0000 -1 -0.0007 -20,000 3.6879 -73,758 73,758 -1,508
466 2432.T @DENAC1 JP 0.8269 1.0000 0.007 1,996 1.0000 -1 -0.0004 -2,100 18.5667 -38,990 38,990 -276
473 EMR.AX @MATRI10 AU 0.1484 4.0000 -0.046 1,726 -1.0000 0 0.0000 0 2.6247 0 0 -0
481 9868.HK @XPENG2 HK 2.4665 7.0000 0.088 13,829 1.0000 -1 -0.0019 -20,000 9.4459 -188,918 188,918 -16,638
484 1288.HK @AGRIC28 HK 0.6282 8.0000 0.115 22,672 1.0000 -1 -0.0050 -678,000 0.7376 -500,082 500,082 -57,736
486 0939.HK @CHINA377 HK 0.7628 5.0000 0.060 248,688 1.0000 -1 -0.0206 -1,994,000 1.0344 -2,062,597 2,062,597 -123,474
491 9843.T @NITOR1 JP -0.1468 4.0000 0.041 8,760 1.0000 0 0.0000 0 93.3499 0 0 0
495 003490.KS @KOREA192 KR 0.3235 4.0000 -0.041 4,811 -1.0000 1 0.0002 1,396 17.6567 24,649 24,649 -1,017
506 6594.T @NIDEC6 JP 1.2295 4.0000 0.038 23,702 1.0000 0 0.0000 0 19.8747 0 0 0
509 1398.HK @INDUS124 HK 0.7340 8.0000 0.108 71,315 1.0000 -1 -0.0032 -388,000 0.8217 -318,805 318,805 -34,438
515 1088.HK @CHINA352 HK 0.5407 10.0000 0.205 13,080 1.0000 0 0.0000 0 3.8726 0 0 0
526 CMLT.SI @CAPIT88 SG NaN NaN nan 12,364 NaN -1 -0.0000 -16 1.6897 -27 27 nan
527 2502.T @ASAHI16 JP 0.3455 2.0000 0.021 20,151 1.0000 -1 -0.0088 -66,300 13.2487 -878,386 878,386 -18,762
531 7267.T @HONDA9 JP 0.6561 3.0000 0.025 50,161 1.0000 -1 -0.0022 -22,700 9.5002 -215,655 215,655 -5,377
534 5108.T @BRIDG9 JP 0.6200 2.0000 0.012 25,821 1.0000 -1 -0.0017 -4,300 40.6512 -174,800 174,800 -2,034
536 7974.T @NINTE2 JP 0.6017 2.0000 -0.014 119,981 -1.0000 0 0.0000 0 92.3861 0 0 -0
544 ANZ.AX @AUSTN11 AU 0.2766 3.0000 -0.028 57,554 -1.0000 1 0.0088 45,269 19.3695 876,840 876,840 -24,675
546 6902.T @DENSO3 JP 0.8196 1.0000 0.010 28,088 1.0000 -1 -0.0022 -16,600 13.2177 -219,413 219,413 -2,166
547 7270.T @FUJIH3 JP 0.8831 2.0000 0.022 9,887 1.0000 -1 -0.0026 -15,500 17.0728 -264,629 264,629 -5,926
564 7911.T @TOPPA4 JP 0.7817 2.0000 0.015 7,783 1.0000 -1 -0.0010 -3,700 26.4078 -97,709 97,709 -1,489
566 1898.HK @CHINA484 HK 0.6800 4.0000 0.034 4,724 1.0000 -1 -0.0013 -114,000 1.1503 -131,137 131,137 -4,491
571 2331.HK @LININ1 HK 1.8227 4.0000 0.035 4,888 1.0000 -1 -0.0004 -18,000 2.1249 -38,247 38,247 -1,344
575 6762.T @TDKCO10 JP 1.1946 1.0000 0.003 21,291 1.0000 -1 -0.0036 -33,000 10.9528 -361,442 361,442 -1,088
578 3896.HK @KINGS113 HK 2.8446 2.0000 0.017 1,900 1.0000 -1 -0.0001 -12,000 0.8548 -10,257 10,257 -179
636 601333.SH @GUANG102 CN 0.7023 3.0000 -0.027 1,215 -1.0000 1 0.0000 78 0.4055 32 32 -1
645 688252.SH @JADAR3 CN 1.9010 2.0000 -0.013 438 -1.0000 1 0.0000 44 3.3497 147 147 -2
659 688025.SH @SHENZ288 CN 2.4085 NaN nan 789 NaN 1 -0.0000 85 9.6464 820 820 nan
675 688772.SH @ZHUHA19 CN 2.0745 1.0000 -0.010 1,857 -1.0000 1 0.0000 68 2.0009 136 136 -1
680 300379.ZK @BEIJI135 CN 1.4755 NaN nan 439 NaN -1 -0.0000 -89 0.7873 -70 70 nan
695 605499.SH @EASTR12 CN 0.4046 4.0000 0.042 21,937 1.0000 -1 0.0000 -30 44.4059 -1,332 1,332 -56
712 000100.ZK @TCLCO2 CN 1.3174 7.0000 0.087 11,225 1.0000 -1 0.0000 -20 0.5978 -12 12 -1
721 688599.SH @TRINA7 CN 1.7805 3.0000 -0.031 3,016 -1.0000 1 0.0000 89 1.9494 173 173 -5
722 603355.SH @KINGC7 CN 1.5056 4.0000 0.044 661 1.0000 -1 0.0000 -13 3.1142 -40 40 -2
725 688106.SH @SUZHO69 CN 1.5346 1.0000 -0.005 1,181 -1.0000 1 0.0000 48 2.4496 118 118 -1
730 000538.ZK @YUNNA10 CN 0.6209 2.0000 0.013 5,742 1.0000 -1 0.0000 -80 7.8490 -628 628 -8
745 002291.ZK @FOSHA5 CN 1.7996 2.0000 0.018 737 1.0000 -1 0.0000 -3 0.8973 -3 3 -0
747 603233.SH @DASHE1 CN 0.9267 1.0000 0.005 2,522 1.0000 -1 0.0000 -80 2.2141 -177 177 -1
763 601319.SH @THEPE2 CN 1.0057 3.0000 0.029 44,516 1.0000 -1 0.0000 -93 1.2540 -117 117 -3
771 000065.ZK @NORIN1 CN 1.3584 2.0000 0.020 764 1.0000 -1 0.0000 -70 1.4854 -104 104 -2
775 002821.ZK @ASYMC1 CN 1.7144 2.0000 0.017 2,493 1.0000 -1 0.0000 -63 11.5164 -726 726 -13
785 002609.ZK @SHENZ94 CN 1.8832 5.0000 -0.051 937 -1.0000 1 0.0004 22,100 1.6693 36,891 36,891 -1,882
786 002241.ZK @GOERT1 CN 1.8734 3.0000 0.032 9,677 1.0000 -1 -0.0038 -115,880 3.2605 -377,830 377,830 -12,080
798 002595.ZK @SHAND94 CN 0.6898 3.0000 0.024 6,713 1.0000 -1 0.0000 -95 8.3910 -797 797 -19
814 600104.SH @SAUTO1 CN 0.8324 2.0000 0.017 8,025 1.0000 -1 0.0000 -99 2.2364 -221 221 -4
903 600309.SH @YANTA4 CN 1.0283 2.0000 0.021 12,328 1.0000 0 0.0000 0 7.4086 0 0 0
910 002916.ZK @SHENN1 CN 1.7985 1.0000 -0.003 9,728 -1.0000 1 0.0000 30 14.5902 438 438 -1
934 300660.ZK @JIANG266 CN 2.3460 2.0000 -0.012 1,565 -1.0000 1 0.0000 80 6.3622 509 509 -6
978 600418.SH @JIANG32 CN 1.3975 2.0000 0.013 8,977 1.0000 -1 -0.0020 -34,500 5.7087 -196,951 196,951 -2,543
1009 601225.SH @SHAAN16 CN 0.4942 2.0000 0.020 9,017 1.0000 -1 -0.0007 -25,200 2.6572 -66,961 66,961 -1,366
1020 601318.SH @PINGA4 CN 1.0848 3.0000 0.024 78,579 1.0000 -1 -0.0002 -2,600 8.0231 -20,860 20,860 -499
1050 SCGP_n.BK @SCGPA1 TH 0.6930 3.0000 0.027 636 1.0000 -1 -0.0004 -83,100 0.5291 -43,966 43,966 -1,165
1059 BBL_n.BK @BANGK27 TH 0.2201 2.0000 0.016 8,367 1.0000 -1 -0.0116 -265,300 4.3833 -1,162,881 1,162,881 -18,047
1060 KTB_n.BK @KRUNG9 TH 0.3737 5.0000 0.051 4,179 1.0000 -1 -0.0005 -77,700 0.6644 -51,625 51,625 -2,648
1066 GULF_n.BK @GULFD3 TH NaN NaN nan 14,494 NaN -1 -0.0000 -13 1.2765 -17 17 nan
1069 KBANK_n.BK @KASIK3 TH 0.1837 7.0000 0.085 9,959 1.0000 -1 -0.0006 -13,100 4.7831 -62,659 62,659 -5,304
1072 CRC_n.BK @CENTR403 TH 0.2469 3.0000 0.025 2,183 1.0000 -1 -0.0001 -20,300 0.5568 -11,302 11,302 -279