total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -681,417 24,760,302 103 399,384,811 -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 0.120 4,910 1.0000 -1 0.0000 -1,000 3.1529 -3,153 3,153 -379
6 2360.TW @CHROM5 TW 1.0727 1.0000 -0.010 6,278 -1.0000 1 0.0012 8,000 14.7615 118,092 118,092 -1,128
23 1795.TW @LOTUS3 TW 0.8056 2.0000 0.013 1,246 1.0000 -1 -0.0027 -36,000 7.5612 -272,202 272,202 -3,597
49 9001.T @TOBUR1 JP 0.2687 1.0000 -0.003 3,456 -1.0000 1 0.0128 74,200 17.1742 1,274,323 1,274,323 -3,778
65 0267.HK @CITIC10 HK 1.4336 8.0000 0.099 11,066 1.0000 -1 -0.0112 -793,000 1.4089 -1,117,286 1,117,286 -110,592
83 1378.HK @CHINA1377 HK 1.6116 8.0000 0.103 5,930 1.0000 -1 0.0000 -1,500 2.2803 -3,420 3,420 -352
89 1415.HK @COWEL7 HK 2.3201 3.0000 0.033 857 1.0000 -1 -0.0006 -18,000 3.3121 -59,619 59,619 -1,949
92 2376.TW @GIGAB3 TW 1.0172 3.0000 0.025 6,092 1.0000 -1 -0.0043 -44,000 9.6749 -425,694 425,694 -10,661
95 2543.TW @HWANG2 TW 1.2978 2.0000 0.016 698 1.0000 -1 0.0000 -177 2.8389 -502 502 -8
101 2400.HK @XDINC1 HK 1.6932 7.0000 0.094 3,015 1.0000 -1 -0.0006 -10,600 6.1147 -64,816 64,816 -6,101
102 0763.HK @ZTECO2 HK 1.9305 7.0000 0.096 2,344 1.0000 -1 0.0000 -1,600 3.1020 -4,963 4,963 -477
103 4088.T @AIRWA2 JP 0.6604 1.0000 -0.001 3,407 -1.0000 1 0.0214 144,200 14.8274 2,138,105 2,138,105 -1,299
104 1963.T @JGCCO1 JP 0.9195 1.0000 0.003 2,215 1.0000 -1 -0.0072 -84,200 8.5301 -718,230 718,230 -2,219
105 4203.T @SUMIT28 JP 0.9751 2.0000 -0.011 2,418 -1.0000 1 0.0048 16,800 28.6593 481,477 481,477 -5,382
108 6028.T @TECHN181 JP 0.5187 4.0000 0.042 3,018 1.0000 0 0.0000 0 28.8805 0 0 0
121 1109.HK @CHINA182 HK 1.5900 10.0000 0.211 9,702 1.0000 -1 0.0000 -1,500 3.4013 -5,102 5,102 -1,074
124 6618.HK @JDHEA1 HK 2.0594 9.0000 0.129 5,825 1.0000 -1 0.0000 -150 5.5160 -827 827 -107
130 8299.TWO @PHISO1 TW 0.9386 1.0000 0.003 3,227 1.0000 -1 -0.0030 -17,000 17.3563 -295,058 295,058 -778
132 6508.T @MEIDE2 JP 1.2147 1.0000 -0.006 1,612 -1.0000 1 0.0014 3,600 37.6732 135,624 135,624 -751
141 1833.HK @PAGOO1 HK 1.9186 8.0000 0.101 1,108 1.0000 -1 0.0000 -977 1.0905 -1,065 1,065 -107
143 6979.HK @ZJLDG1 HK 1.7569 5.0000 0.056 2,629 1.0000 -1 0.0000 -1,600 0.7758 -1,241 1,241 -69
154 0189.HK @DONGY26 HK 1.5608 1.0000 0.011 2,247 1.0000 -1 -0.0004 -30,000 1.2968 -38,905 38,905 -413
155 0998.HK @CHINA536 HK 0.7600 8.0000 0.105 9,294 1.0000 -1 -0.0006 -61,000 0.9758 -59,524 59,524 -6,240
158 5871.TW @CHAIL1 TW 1.1430 3.0000 0.024 7,295 1.0000 -1 -0.0020 -46,000 4.3477 -199,993 199,993 -4,744
162 1803.T @SHIMI2 JP 0.3127 2.0000 0.017 6,482 1.0000 -1 -0.0001 -1,100 10.8976 -11,987 11,987 -202
165 3288.T @OPENH1 JP 0.2496 3.0000 0.025 5,409 1.0000 -1 -0.0021 -4,600 44.8208 -206,176 206,176 -5,118
167 0019.HK @SWIRE4 HK 0.5720 5.0000 0.050 2,861 1.0000 -1 -0.0092 -108,000 8.5415 -922,483 922,483 -46,563
170 6460.T @SEGAS1 JP 0.4545 2.0000 0.018 4,031 1.0000 -1 -0.0051 -21,200 23.9726 -508,220 508,220 -9,396
172 6952.T @CASIO5 JP 0.5344 2.0000 -0.016 1,790 -1.0000 1 0.0062 81,800 7.5277 615,769 615,769 -9,655
177 6724.T @SEIKO5 JP 0.7455 1.0000 -0.004 4,906 -1.0000 1 0.0025 18,700 13.1338 245,602 245,602 -1,090
179 0836.HK @CHINA276 HK 0.5962 2.0000 0.021 4,762 1.0000 -1 -0.0181 -746,000 2.4204 -1,805,628 1,805,628 -37,967
184 4816.T @TOEIA1 JP 0.0367 1.0000 0.009 2,193 1.0000 -1 -0.0010 -4,400 22.2238 -97,785 97,785 -909
196 4324.T @DENTS4 JP 0.8384 1.0000 0.002 5,101 1.0000 -1 -0.0018 -8,100 22.0579 -178,669 178,669 -297
197 7733.T @OLYMP17 JP 0.7002 5.0000 0.052 12,788 1.0000 -1 -0.0023 -20,800 11.2259 -233,499 233,499 -12,185
201 6988.T @NITTO9 JP 0.8758 1.0000 -0.009 13,301 -1.0000 1 0.0050 26,800 18.8193 504,358 504,358 -4,501
212 6055.HK @CHINA2407 HK 1.4294 5.0000 0.054 760 1.0000 -1 -0.0021 -53,000 3.9236 -207,952 207,952 -11,210
228 CAST.NS @CASTR8 IN 0.3359 2.0000 -0.016 1,231 -1.0000 1 0.0026 101,784 2.5396 258,489 258,489 -4,189
240 1821.HK @ESRAA1 HK 0.3212 4.0000 0.045 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -35,577
247 5880.TW @TWCOO1 TW 0.4077 1.0000 0.010 13,081 1.0000 -1 -0.0058 -670,000 0.8592 -575,681 575,681 -5,704
249 2264.T @MORIN6 JP 0.2672 1.0000 -0.003 1,991 -1.0000 1 0.0033 14,800 22.3620 330,958 330,958 -1,097
275 4912.T @LIONC3 JP 0.1713 2.0000 0.012 2,903 1.0000 -1 -0.0019 -18,700 10.3757 -194,026 194,026 -2,302
326 051900.KS @LGHOU1 KR 0.6141 1.0000 0.007 2,455 1.0000 -1 -0.0001 -47 238.1685 -11,194 11,194 -76
358 6113.T @AMADA1 JP 0.9494 1.0000 -0.008 3,582 -1.0000 1 0.0005 4,400 10.9149 48,025 48,025 -400
365 6305.T @HITAC41 JP 1.0114 1.0000 -0.003 2,750 -1.0000 1 0.0026 8,600 29.7308 255,685 255,685 -807
371 6141.T @MORIS3 JP 1.3067 4.0000 -0.038 3,250 -1.0000 0 0.0000 0 22.8321 0 0 -0
390 6586.T @MAKIT6 JP 1.2852 1.0000 0.002 8,375 1.0000 -1 -0.0007 -2,400 29.9105 -71,785 71,785 -113
408 7735.T @DAINI14 JP 1.1421 4.0000 -0.040 8,350 -1.0000 1 0.0005 600 82.1899 49,314 49,314 -1,964
417 032830.KS @SAMSU501 KR 0.3572 1.0000 0.006 13,883 1.0000 -1 -0.0004 -442 92.5559 -40,910 40,910 -247
419 6856.T @HORIB1 JP 1.1875 3.0000 -0.023 3,248 -1.0000 1 0.0003 400 76.9018 30,761 30,761 -698
422 2891.TW @CHINA244 TW 0.6293 2.0000 0.011 30,058 1.0000 -1 -0.0120 -785,000 1.5294 -1,200,595 1,200,595 -13,388
425 6361.T @EBARA3 JP 1.5113 7.0000 -0.080 8,650 -1.0000 0 0.0000 0 18.7157 0 0 -0
437 005930.KS @SAMSU48 KR 0.5383 3.0000 -0.023 250,567 -1.0000 1 0.0028 6,201 44.5558 276,291 276,291 -6,439
439 066570.KS @LGELE11 KR 0.5080 1.0000 -0.002 5,776 -1.0000 1 0.0005 860 54.3024 46,700 46,700 -75
442 VNT.AX @VENTI5 AU 0.2472 1.0000 -0.003 2,809 -1.0000 1 0.0005 14,768 3.3501 49,474 49,474 -162
445 1071.HK @HUADI2 HK 0.7286 6.0000 0.064 714 1.0000 -1 -0.0005 -88,000 0.5248 -46,187 46,187 -2,955
446 MPL.AX @MEDIB5 AU 0.0888 2.0000 -0.019 8,956 -1.0000 0 0.0000 0 3.2521 0 0 -0
454 3939.HK @WANGU1 HK 0.6137 3.0000 0.027 3,474 1.0000 -1 -0.0008 -20,000 3.8153 -76,307 76,307 -2,054
472 9868.HK @XPENG2 HK 2.4665 9.0000 0.136 13,391 1.0000 -1 -0.0018 -20,000 9.1466 -182,932 182,932 -24,854
475 1288.HK @AGRIC28 HK 0.6282 7.0000 0.091 22,438 1.0000 -1 -0.0050 -678,000 0.7299 -494,903 494,903 -45,205
477 0939.HK @CHINA377 HK 0.7628 6.0000 0.064 245,933 1.0000 -1 -0.0204 -1,994,000 1.0229 -2,039,748 2,039,748 -131,330
485 003490.KS @KOREA192 KR 0.3235 2.0000 -0.022 4,653 -1.0000 1 0.0002 1,396 17.0748 23,836 23,836 -519
498 1398.HK @INDUS124 HK 0.7340 9.0000 0.132 69,878 1.0000 -1 -0.0030 -370,000 0.8051 -297,889 297,889 -39,402
504 105560.KS @KBFIN1 KR 0.5264 5.0000 -0.052 30,918 -1.0000 1 0.0009 1,148 81.0506 93,046 93,046 -4,866
505 373220.KS @LGENE1 KR 0.4660 1.0000 0.008 8,890 1.0000 -1 -0.0004 -179 211.0539 -37,779 37,779 -290
506 6098.T @RECRU27 JP 0.7209 3.0000 -0.024 91,223 -1.0000 0 0.0000 0 58.3279 0 0 -0
507 055550.KS @SHINH4 KR 0.4626 3.0000 -0.023 20,884 -1.0000 1 0.0009 1,949 44.3360 86,411 86,411 -1,977
514 CMLT.SI @CAPIT88 SG NaN NaN nan 12,502 NaN -1 -0.0000 -16 1.7085 -27 27 nan
515 2502.T @ASAHI16 JP 0.3455 3.0000 0.023 19,961 1.0000 -1 -0.0076 -57,700 13.1234 -757,222 757,222 -17,265
531 ANZ.AX @AUSTN11 AU 0.2766 4.0000 -0.043 56,660 -1.0000 0 0.0000 0 19.0688 0 0 -0
553 1898.HK @CHINA484 HK 0.6800 3.0000 0.022 4,803 1.0000 -1 -0.0013 -114,000 1.1694 -133,316 133,316 -2,934
556 259960.KS @KRAFT40 KR -0.1139 2.0000 -0.011 10,677 -1.0000 1 0.0002 58 261.9854 15,195 15,195 -174
558 2331.HK @LININ1 HK 1.8227 5.0000 0.053 5,492 1.0000 -1 -0.0004 -18,000 2.1249 -38,248 38,248 -2,020
565 3896.HK @KINGS113 HK 2.8446 2.0000 0.020 1,923 1.0000 -1 -0.0001 -12,000 0.8650 -10,380 10,380 -204
569 7013.T @ISHIK5 JP 1.1334 1.0000 0.007 17,038 1.0000 0 0.0000 0 110.1510 0 0 0
570 9901.HK @NEWOR8 HK 1.1839 3.0000 0.022 8,162 1.0000 -1 -0.0013 -24,000 5.3440 -128,256 128,256 -2,837
599 SUN.AX @PROMI6 AU 0.2246 3.0000 0.030 15,085 1.0000 0 0.0000 0 13.9293 0 0 0
604 4502.T @TAKED3 JP 0.2887 1.0000 0.002 48,015 1.0000 -1 -0.0010 -3,400 30.1801 -102,612 102,612 -229
635 601333.SH @GUANG102 CN 0.7023 1.0000 -0.000 1,220 -1.0000 1 0.0000 78 0.4071 32 32 -0
644 688252.SH @JADAR3 CN 1.9010 1.0000 -0.007 443 -1.0000 1 0.0000 44 3.3837 149 149 -1
658 688025.SH @SHENZ288 CN 2.4085 NaN nan 805 NaN 1 -0.0000 85 9.8459 837 837 nan
679 300379.ZK @BEIJI135 CN 1.4755 NaN nan 432 NaN -1 -0.0000 -89 0.7738 -69 69 nan
694 605499.SH @EASTR12 CN 0.4046 1.0000 0.008 21,794 1.0000 -1 0.0000 -30 44.1154 -1,323 1,323 -11
711 000100.ZK @TCLCO2 CN 1.3174 7.0000 0.093 11,363 1.0000 -1 0.0000 -20 0.6051 -12 12 -1
713 688222.SH @HITGE1 CN 2.1470 1.0000 -0.009 671 -1.0000 1 0.0009 39,336 2.2642 89,064 89,064 -816
720 688599.SH @TRINA7 CN 1.7805 3.0000 -0.033 3,066 -1.0000 1 0.0000 89 1.9812 176 176 -6
721 603355.SH @KINGC7 CN 1.5056 5.0000 0.058 663 1.0000 -1 0.0000 -13 3.1244 -41 41 -2
724 688106.SH @SUZHO69 CN 1.5346 1.0000 -0.003 1,180 -1.0000 1 0.0000 48 2.4482 118 118 -0
725 600248.SH @YANGL1 CN 0.8459 2.0000 0.014 682 1.0000 -1 0.0000 -64 0.5326 -34 34 -0
729 000538.ZK @YUNNA10 CN 0.6209 2.0000 0.021 5,699 1.0000 -1 0.0000 -80 7.7908 -623 623 -13
740 601877.SH @ZHEJI93 CN 1.2224 1.0000 0.006 3,417 1.0000 -1 -0.0027 -84,800 3.1802 -269,679 269,679 -1,614
744 002291.ZK @FOSHA5 CN 1.7996 2.0000 0.014 737 1.0000 -1 0.0000 -3 0.8979 -3 3 -0
746 603233.SH @DASHE1 CN 0.9267 2.0000 0.016 2,533 1.0000 -1 0.0000 -80 2.2238 -178 178 -3
762 601319.SH @THEPE2 CN 1.0057 9.0000 0.128 43,354 1.0000 -1 0.0000 -93 1.2213 -114 114 -15
770 000065.ZK @NORIN1 CN 1.3584 1.0000 0.002 841 1.0000 -1 0.0000 -70 1.6354 -114 114 -0
774 002821.ZK @ASYMC1 CN 1.7144 3.0000 0.025 2,516 1.0000 -1 0.0000 -63 11.6221 -732 732 -18
784 002609.ZK @SHENZ94 CN 1.8832 2.0000 -0.018 891 -1.0000 1 0.0003 21,900 1.5866 34,747 34,747 -610
785 002241.ZK @GOERT1 CN 1.8734 5.0000 0.056 9,682 1.0000 -1 0.0000 -80 3.2624 -261 261 -15
797 002595.ZK @SHAND94 CN 0.6898 3.0000 0.026 6,632 1.0000 -1 0.0000 -95 8.2899 -788 788 -20
813 600104.SH @SAUTO1 CN 0.8324 3.0000 0.023 8,025 1.0000 -1 0.0000 -99 2.2363 -221 221 -5
857 601988.SH @BANKO22 CN 0.1873 4.0000 0.035 186,280 1.0000 -1 -0.0004 -54,440 0.7808 -42,504 42,504 -1,475
898 601166.SH @INDUS132 CN 0.6421 4.0000 0.037 52,136 1.0000 -1 -0.0021 -62,400 3.2847 -204,968 204,968 -7,570
908 002916.ZK @SHENN1 CN 1.7985 6.0000 -0.061 10,035 -1.0000 1 0.0000 30 15.0504 452 452 -28
931 600926.SH @BANKO586 CN 0.5384 5.0000 0.055 11,435 1.0000 -1 0.0000 -87 2.3632 -206 206 -11
950 603223.SH @HENGT5 CN 0.8131 10.0000 -0.209 612 -1.0000 0 0.0000 0 1.4528 0 0 -0
971 600418.SH @JIANG32 CN 1.3975 5.0000 0.052 8,759 1.0000 0 0.0000 0 5.5698 0 0 0
989 601658.SH @POSTA12 CN 0.3699 4.0000 0.047 23,741 1.0000 0 0.0000 0 0.7640 0 0 0
1009 601398.SH @INDUS125 CN 0.1991 1.0000 0.002 281,921 1.0000 -1 -0.0183 -1,744,700 1.0457 -1,824,351 1,824,351 -3,932
1011 601318.SH @PINGA4 CN 1.0848 5.0000 0.057 77,778 1.0000 -1 -0.0002 -2,600 7.9414 -20,648 20,648 -1,180
1024 600702.SH @SICHU36 CN 1.4203 8.0000 -0.110 1,615 -1.0000 0 0.0000 0 6.9250 0 0 -0
1026 600415.SH @ZHEJI85 CN 1.1218 2.0000 0.021 6,587 1.0000 -1 -0.0008 -27,900 2.7299 -76,163 76,163 -1,636
1029 600589.SH @GUANG33 CN 1.8375 9.0000 -0.146 1,401 -1.0000 0 0.0000 0 1.1237 0 0 -0
1070 SCGP_n.BK @SCGPA1 TH 0.6930 6.0000 0.076 609 1.0000 0 0.0000 0 0.5068 0 0 0
1077 PTTGC_n.BK @PTTGL1 TH 0.8977 1.0000 0.004 1,485 1.0000 -1 -0.0026 -434,300 0.5990 -260,140 260,140 -1,077
1080 KTB_n.BK @KRUNG9 TH 0.3737 5.0000 0.059 4,154 1.0000 -1 -0.0005 -77,700 0.6604 -51,315 51,315 -3,050
1086 GULF_n.BK @GULFD3 TH NaN NaN nan 13,777 NaN -1 -0.0000 -13 1.2133 -16 16 nan
1089 KBANK_n.BK @KASIK3 TH 0.1837 4.0000 0.044 9,849 1.0000 -1 -0.0006 -13,100 4.7305 -61,969 61,969 -2,738
1091 PTT_n.BK @PTTPU1 TH 0.2439 3.0000 0.031 26,321 1.0000 -1 -0.0006 -67,100 0.9215 -61,834 61,834 -1,918