total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -629,642 16,806,277 99 399,649,532 -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 1.6485 5.0000 0.046 5,168 1.0000 -1 0.0000 -1,000 3.3185 -3,318 3,318 -154
23 1795.TW @LOTUS3 TW 0.8114 1.0000 0.010 1,265 1.0000 -1 -0.0028 -36,000 7.6781 -276,413 276,413 -2,631
65 0267.HK @CITIC10 HK 1.4192 10.0000 0.180 10,786 1.0000 -1 -0.0061 -444,000 1.3732 -609,722 609,722 -110,017
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.135 6,010 1.0000 -1 0.0000 -1,500 2.3108 -3,466 3,466 -469
84 2002.TW @CHINA152 TW 0.8786 4.0000 0.034 8,095 1.0000 -1 -0.0050 -776,000 0.6416 -497,843 497,843 -16,805
89 6805.TW @FOSIT1 TW 1.3546 1.0000 0.002 1,548 1.0000 -1 -0.0019 -7,000 27.1977 -190,384 190,384 -298
91 2376.TW @GIGAB3 TW 1.0251 1.0000 0.011 6,049 1.0000 -1 -0.0042 -44,000 9.6062 -422,673 422,673 -4,665
94 2543.TW @HWANG2 TW 1.2177 4.0000 0.036 679 1.0000 -1 0.0000 -177 2.7641 -489 489 -18
98 1101.TW @TAIWA69 TW 0.4786 1.0000 0.005 6,507 1.0000 -1 -0.0032 -377,000 0.8617 -324,845 324,845 -1,686
100 2400.HK @XDINC1 HK 1.6896 8.0000 0.103 3,078 1.0000 -1 -0.0007 -10,600 6.2420 -66,166 66,166 -6,829
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.107 2,276 1.0000 -1 0.0000 -1,600 3.0127 -4,820 4,820 -517
103 1963.T @JGCCO1 JP 0.8954 2.0000 0.018 2,226 1.0000 -1 -0.0064 -74,500 8.5750 -638,838 638,838 -11,255
119 1109.HK @CHINA182 HK 1.5604 10.0000 0.215 9,738 1.0000 -1 0.0000 -1,500 3.4140 -5,121 5,121 -1,103
122 6618.HK @JDHEA1 HK 2.0488 10.0000 0.177 5,684 1.0000 -1 0.0000 -150 5.3822 -807 807 -143
139 1833.HK @PAGOO1 HK 1.9252 8.0000 0.105 1,152 1.0000 -1 0.0000 -977 1.1338 -1,108 1,108 -117
141 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.045 2,711 1.0000 -1 0.0000 -1,600 0.8000 -1,280 1,280 -58
152 0189.HK @DONGY26 HK 1.5519 1.0000 0.001 2,397 1.0000 -1 -0.0004 -30,000 1.3834 -41,503 41,503 -37
153 0998.HK @CHINA536 HK 0.7461 8.0000 0.123 9,330 1.0000 -1 0.0000 -1,000 0.9796 -980 980 -121
160 1803.T @SHIMI2 JP 0.2973 2.0000 0.014 6,679 1.0000 -1 -0.0001 -1,100 11.2277 -12,350 12,350 -168
163 3288.T @OPENH1 JP 0.2487 3.0000 0.028 5,579 1.0000 -1 -0.0015 -3,300 46.2284 -152,554 152,554 -4,293
165 0019.HK @SWIRE4 HK 0.5700 4.0000 0.035 3,006 1.0000 -1 -0.0094 -105,000 8.9745 -942,325 942,325 -33,176
168 6460.T @SEGAS1 JP 0.4126 3.0000 0.031 3,965 1.0000 -1 -0.0045 -19,200 23.5848 -452,828 452,828 -14,202
170 6952.T @CASIO5 JP 0.5353 1.0000 -0.009 1,823 -1.0000 1 0.0060 78,200 7.6687 599,693 599,693 -5,646
172 2158.HK @YIDUT1 HK 2.3865 1.0000 0.004 792 1.0000 -1 0.0000 -1,900 0.7452 -1,416 1,416 -6
182 4816.T @TOEIA1 JP 0.0643 3.0000 0.024 2,229 1.0000 -1 -0.0010 -4,400 22.5878 -99,386 99,386 -2,361
194 4324.T @DENTS4 JP 0.8229 2.0000 0.022 5,048 1.0000 -1 -0.0019 -8,800 21.8279 -192,086 192,086 -4,158
208 6055.HK @CHINA2407 HK 1.4044 6.0000 0.064 744 1.0000 -1 -0.0014 -37,000 3.8408 -142,108 142,108 -9,143
224 CAST.NS @CASTR8 IN 0.3698 2.0000 -0.018 1,278 -1.0000 1 0.0008 30,096 2.6362 79,340 79,340 -1,458
228 3046.T @JINCO1 JP 0.3304 2.0000 0.017 1,329 1.0000 -1 -0.0022 -3,800 58.3519 -221,737 221,737 -3,747
231 REA.AX @REALE5 AU 0.2270 3.0000 -0.024 8,143 -1.0000 1 0.0017 1,055 158.0343 166,726 166,726 -3,979
236 1821.HK @ESRAA1 HK 0.3002 4.0000 0.045 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -35,488
243 5880.TW @TWCOO1 TW 0.4100 3.0000 0.032 12,936 1.0000 -1 -0.0057 -670,000 0.8497 -569,308 569,308 -18,412
245 2264.T @MORIN6 JP 0.2476 1.0000 -0.003 2,102 -1.0000 1 0.0034 14,300 23.6057 337,561 337,561 -958
271 4912.T @LIONC3 JP 0.1650 3.0000 0.023 2,900 1.0000 -1 -0.0019 -18,700 10.3667 -193,857 193,857 -4,437
287 222800.KQ @SIMMT2 KR 1.0856 10.0000 -0.242 353 -1.0000 0 0.0000 0 16.5498 0 0 -0
343 6701.T @NECCO8 JP 0.8724 4.0000 0.038 38,843 1.0000 -1 -0.0036 -12,800 28.4718 -364,439 364,439 -13,982
354 6113.T @AMADA1 JP 0.9221 1.0000 -0.006 3,615 -1.0000 1 0.0003 3,100 11.0151 34,147 34,147 -195
363 000660.KS @HYNIX1 KR 1.1985 1.0000 0.001 119,785 1.0000 -1 -0.0003 -165 205.6748 -33,936 33,936 -46
379 2884.TW @ESUNF1 TW 0.5285 4.0000 0.034 18,013 1.0000 -1 -0.0007 -66,000 1.1261 -74,324 74,324 -2,525
395 8096.TWO @COASI1 TW 1.1106 9.0000 -0.152 183 -1.0000 0 0.0000 0 1.5288 0 0 -0
397 2408.TW @NANYA4 TW 1.1990 1.0000 0.000 1,987 1.0000 -1 -0.0003 -16,000 1.6875 -27,000 27,000 -11
403 FMG.AX @FORTE6 AU 0.8559 4.0000 -0.043 30,103 -1.0000 0 0.0000 0 10.5128 0 0 -0
407 6981.T @MURAT5 JP 1.1061 2.0000 0.015 28,753 1.0000 0 0.0000 0 14.6472 0 0 0
411 6856.T @HORIB1 JP 1.1848 1.0000 -0.001 3,237 -1.0000 1 0.0002 300 76.6523 22,996 22,996 -12
414 2891.TW @CHINA244 TW 0.6269 7.0000 0.077 29,442 1.0000 -1 -0.0118 -785,000 1.4981 -1,176,000 1,176,000 -91,004
416 APA.AX @AUSTP9 AU 0.0579 2.0000 -0.020 7,222 -1.0000 1 0.0051 91,757 5.5362 507,983 507,983 -10,156
419 5253.T @COVER8 JP 0.4394 1.0000 0.011 947 1.0000 -1 -0.0010 -6,300 15.1840 -95,660 95,660 -1,074
428 005930.KS @SAMSU48 KR 0.5642 2.0000 -0.013 252,057 -1.0000 1 0.0028 6,201 44.8209 277,934 277,934 -3,752
430 066570.KS @LGELE11 KR 0.5231 6.0000 -0.063 5,975 -1.0000 1 0.0005 860 56.1736 48,309 48,309 -3,038
431 7453.T @RYOHI2 JP 0.4456 1.0000 0.009 13,569 1.0000 -1 -0.0069 -14,200 48.3268 -686,241 686,241 -6,132
434 9831.T @YAMAD5 JP 0.1798 1.0000 0.003 2,894 1.0000 -1 -0.0002 -4,700 3.2188 -15,128 15,128 -43
436 1071.HK @HUADI2 HK 0.7122 6.0000 0.059 738 1.0000 -1 -0.0005 -88,000 0.5427 -47,755 47,755 -2,805
444 3939.HK @WANGU1 HK 0.6421 3.0000 0.023 3,653 1.0000 -1 -0.0008 -20,000 4.0127 -80,255 80,255 -1,849
451 4661.T @ORIEN41 JP 0.2484 1.0000 0.009 30,624 1.0000 -1 -0.0012 -5,200 22.6785 -117,928 117,928 -1,096
458 1385.HK @SHANG12 HK 2.2071 1.0000 0.007 1,040 1.0000 -1 -0.0003 -8,000 3.6561 -29,248 29,248 -214
459 9868.HK @XPENG2 HK 2.3558 7.0000 0.080 13,456 1.0000 -1 -0.0017 -18,000 9.1911 -165,439 165,439 -13,288
462 1288.HK @AGRIC28 HK 0.6463 8.0000 0.117 22,555 1.0000 -1 0.0000 -1,000 0.7338 -734 734 -86
464 0939.HK @CHINA377 HK 0.7917 5.0000 0.049 249,605 1.0000 -1 -0.0207 -1,994,000 1.0382 -2,070,204 2,070,204 -100,747
468 9866.HK @NIOIN7 HK 2.0023 1.0000 0.000 5,162 1.0000 -1 -0.0018 -54,000 3.4140 -184,357 184,357 -3
479 NHC.AX @NEWHO5 AU 0.3915 6.0000 -0.072 2,131 -1.0000 0 0.0000 0 2.5212 0 0 -0
480 9926.HK @AKESO1 HK 1.1506 3.0000 0.026 10,611 1.0000 -1 -0.0012 -10,000 11.8217 -118,217 118,217 -3,016
484 1398.HK @INDUS124 HK 0.7460 9.0000 0.136 70,099 1.0000 -1 0.0000 -1,000 0.8076 -808 808 -110
490 105560.KS @KBFIN1 KR 0.5500 8.0000 -0.117 31,917 -1.0000 0 0.0000 0 83.6706 0 0 -0
496 9766.T @KONAM10 JP 0.3136 7.0000 0.084 18,589 1.0000 0 0.0000 0 147.2044 0 0 0
498 CMLT.SI @CAPIT88 SG NaN NaN nan 12,820 NaN -1 -0.0000 -16 1.7521 -28 28 nan
505 2345.TW @ACCTO2 TW 0.9517 2.0000 -0.013 13,529 -1.0000 1 0.0029 11,000 26.2080 288,288 288,288 -3,718
511 7269.T @SUZUK8 JP 0.7971 4.0000 0.044 22,688 1.0000 -1 -0.0033 -28,400 11.5484 -327,974 327,974 -14,588
514 6902.T @DENSO3 JP 0.7964 1.0000 0.005 28,563 1.0000 -1 -0.0022 -16,600 13.4412 -223,123 223,123 -1,215
515 7270.T @FUJIH3 JP 0.8359 3.0000 0.030 9,992 1.0000 -1 -0.0022 -13,000 17.2546 -224,310 224,310 -6,733
532 7911.T @TOPPA4 JP 0.7605 1.0000 0.008 8,083 1.0000 -1 -0.0009 -3,300 27.4261 -90,506 90,506 -730
534 1898.HK @CHINA484 HK 0.6600 3.0000 0.031 4,891 1.0000 -1 -0.0014 -114,000 1.1911 -135,783 135,783 -4,182
538 2331.HK @LININ1 HK 1.8321 5.0000 0.057 5,598 1.0000 -1 -0.0004 -18,000 2.1656 -38,981 38,981 -2,234
542 6762.T @TDKCO10 JP 1.1831 4.0000 0.040 21,757 1.0000 -1 -0.0025 -21,900 11.1928 -245,123 245,123 -9,824
544 3896.HK @KINGS113 HK 2.8475 6.0000 0.059 1,787 1.0000 0 0.0000 0 0.8038 0 0 0
545 9923.HK @YEAHK1 HK 2.1542 5.0000 0.046 321 1.0000 -1 -0.0001 -8,000 1.5822 -12,657 12,657 -577
546 6146.T @DISCO14 JP 1.4886 3.0000 -0.023 29,393 -1.0000 0 0.0000 0 285.3458 0 0 -0
547 9901.HK @NEWOR8 HK 1.2482 8.0000 0.121 8,142 1.0000 -1 -0.0012 -22,000 5.3312 -117,287 117,287 -14,147
552 4503.T @YAMAN6 JP 0.3919 2.0000 0.020 17,555 1.0000 -1 -0.0030 -30,900 9.7009 -299,758 299,758 -6,095
566 8411.T @MIZUH6 JP 1.0926 4.0000 0.039 69,819 1.0000 0 0.0000 0 27.7747 0 0 0
573 8035.T @TOKYO54 JP 1.3412 2.0000 -0.022 87,412 -1.0000 0 0.0000 0 185.3388 0 0 -0
576 7532.T @DONQU3 JP 0.3513 3.0000 0.032 14,835 1.0000 -1 -0.0001 -400 34.3419 -13,737 13,737 -438
581 RIO.AX @RIOTI17 AU 0.6215 1.0000 -0.005 26,465 -1.0000 0 0.0000 0 71.2922 0 0 -0
587 6702.T @FUJIT27 JP 0.6359 3.0000 0.031 49,049 1.0000 -1 -0.0017 -7,200 23.6824 -170,513 170,513 -5,208
596 AZJ.AX @QRINT1 AU 0.1850 8.0000 -0.097 3,584 -1.0000 0 0.0000 0 2.0473 0 0 -0
600 9602.T @TOHOC3 JP 0.1010 2.0000 0.014 7,476 1.0000 -1 -0.0006 -1,000 58.1846 -58,185 58,185 -822
610 5803.T @FUJIK9 JP 1.7932 2.0000 0.017 15,604 1.0000 0 0.0000 0 52.7398 0 0 0
634 601390.SH @CHINA696 CN 0.7582 2.0000 0.012 7,175 1.0000 -1 0.0000 -99 0.7941 -79 79 -1
643 601333.SH @GUANG102 CN 0.6873 1.0000 -0.004 1,225 -1.0000 1 0.0000 78 0.4089 32 32 -0
649 600570.SH @HANGZ8 CN 1.9514 5.0000 0.057 6,593 1.0000 -1 0.0000 -80 4.4115 -353 353 -20
666 688025.SH @SHENZ288 CN 2.4618 NaN nan 813 NaN 1 -0.0000 85 9.9423 845 845 nan
674 002925.ZK @XIAME55 CN 1.6566 1.0000 -0.009 860 -1.0000 1 0.0027 111,500 2.4577 274,029 274,029 -2,541
687 300379.ZK @BEIJI135 CN 1.5191 NaN nan 445 NaN -1 -0.0000 -89 0.7969 -71 71 nan
691 300866.ZK @ANKER10 CN 1.7544 5.0000 -0.058 8,693 -1.0000 1 0.0000 9 16.3537 147 147 -8
695 688256.SH @CAMBR63 CN 1.5218 2.0000 0.016 24,506 1.0000 -1 0.0000 -6 76.0745 -456 456 -7
701 605499.SH @EASTR12 CN 0.4139 9.0000 0.126 21,378 1.0000 -1 0.0000 -30 43.2749 -1,298 1,298 -163
720 688222.SH @HITGE1 CN 2.1357 1.0000 -0.008 677 -1.0000 1 0.0000 36 2.2818 82 82 -1
726 688041.SH @HYGON1 CN 1.1841 1.0000 0.005 18,469 1.0000 -1 0.0000 -61 18.9188 -1,154 1,154 -6
727 688599.SH @TRINA7 CN 1.7913 4.0000 -0.041 3,218 -1.0000 1 0.0000 89 2.0795 185 185 -8
728 603355.SH @KINGC7 CN 1.5089 5.0000 0.049 670 1.0000 -1 0.0000 -13 3.1555 -41 41 -2
731 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.003 1,174 -1.0000 1 0.0000 48 2.4353 117 117 -0
732 600248.SH @YANGL1 CN 0.8378 1.0000 0.011 663 1.0000 -1 0.0000 -64 0.5373 -34 34 -0
736 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.031 5,674 1.0000 -1 0.0000 -80 7.7568 -621 621 -20
745 601229.SH @BANKO594 CN 0.2811 4.0000 -0.038 15,530 -1.0000 1 0.0000 16 1.5394 25 25 -1
747 601877.SH @ZHEJI93 CN 1.2174 1.0000 -0.001 3,428 -1.0000 0 0.0000 0 3.1904 0 0 -0
751 002291.ZK @FOSHA5 CN 1.8080 2.0000 0.021 728 1.0000 -1 0.0000 -3 0.8862 -3 3 -0
774 688100.SH @WILLF1 CN 1.2400 1.0000 -0.000 993 -1.0000 1 0.0000 65 5.0479 328 328 -0
777 000065.ZK @NORIN1 CN 1.4194 1.0000 0.011 838 1.0000 -1 0.0000 -70 1.6287 -114 114 -1
792 002241.ZK @GOERT1 CN 1.8469 9.0000 0.129 9,385 1.0000 -1 0.0000 -80 3.1624 -253 253 -33
804 002595.ZK @SHAND94 CN 0.6573 1.0000 0.009 6,550 1.0000 -1 0.0000 -95 8.1880 -778 778 -7
820 600104.SH @SAUTO1 CN 0.8237 2.0000 0.017 8,063 1.0000 -1 0.0000 -99 2.2469 -222 222 -4
848 002299.ZK @FUJIA36 CN 0.7298 2.0000 0.017 1,268 1.0000 0 0.0000 0 2.0390 0 0 0
864 601988.SH @BANKO22 CN 0.1636 6.0000 0.064 188,132 1.0000 -1 0.0000 -40 0.7885 -32 32 -2
954 603986.SH @GIGAD1 CN 1.6477 3.0000 0.033 11,212 1.0000 -1 0.0000 -77 16.8840 -1,300 1,300 -43
968 300688.ZK @DARKH3 CN 1.9740 9.0000 -0.153 691 -1.0000 0 0.0000 0 4.3920 0 0 -0
1029 301085.ZK @BEIJI363 CN 2.4003 9.0000 -0.136 628 -1.0000 0 0.0000 0 8.1364 0 0 -0
1038 600207.SH @HENAN5 CN 1.5990 10.0000 -0.219 342 -1.0000 0 0.0000 0 0.6825 0 0 -0
1047 300128.ZK @SUZHO12 CN 1.9528 10.0000 -0.169 959 -1.0000 0 0.0000 0 0.8025 0 0 -0
1049 600550.SH @BAODI2 CN 0.7370 10.0000 -0.175 1,027 -1.0000 0 0.0000 0 1.2128 0 0 -0
1051 603223.SH @HENGT5 CN 0.8674 10.0000 -0.186 628 -1.0000 0 0.0000 0 1.4905 0 0 -0
1055 002366.ZK @SICHU51 CN 1.3695 10.0000 -0.212 1,551 -1.0000 0 0.0000 0 1.2421 0 0 -0
1083 KTB_n.BK @KRUNG9 TH 0.3728 5.0000 0.050 4,206 1.0000 -1 -0.0005 -75,400 0.6687 -50,422 50,422 -2,524
1089 GULF_n.BK @GULFD3 TH NaN NaN nan 14,084 NaN -1 -0.0000 -13 1.2404 -16 16 nan