total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -520,305 17,388,002 104 400,781,180 -0.001

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 0.057 5,207 1.0000 -1 0.0000 -1,000 3.3440 -3,344 3,344 -191
23 1795.TW @LOTUS3 TW 0.8114 2.0000 0.016 1,268 1.0000 -1 -0.0028 -36,000 7.6968 -277,085 277,085 -4,516
65 0267.HK @CITIC10 HK 1.4192 9.0000 0.138 10,786 1.0000 -1 -0.0061 -444,000 1.3733 -609,734 609,734 -84,305
82 1378.HK @CHINA1377 HK 1.6412 8.0000 0.123 6,189 1.0000 -1 0.0000 -1,500 2.3797 -3,569 3,569 -439
84 2002.TW @CHINA152 TW 0.8786 1.0000 0.005 8,449 1.0000 -1 -0.0052 -776,000 0.6696 -519,601 519,601 -2,627
89 6805.TW @FOSIT1 TW 1.3546 1.0000 0.004 1,573 1.0000 -1 -0.0019 -7,000 27.6464 -193,525 193,525 -798
91 2376.TW @GIGAB3 TW 1.0251 3.0000 0.024 6,009 1.0000 -1 -0.0042 -44,000 9.5434 -419,908 419,908 -10,241
94 2543.TW @HWANG2 TW 1.2177 5.0000 0.054 667 1.0000 -1 0.0000 -177 2.7129 -480 480 -26
98 1101.TW @TAIWA69 TW 0.4786 1.0000 0.004 6,607 1.0000 -1 -0.0033 -377,000 0.8750 -329,857 329,857 -1,482
100 2400.HK @XDINC1 HK 1.6896 8.0000 0.123 3,040 1.0000 -1 -0.0007 -10,600 6.1657 -65,357 65,357 -8,031
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.112 2,315 1.0000 -1 0.0000 -1,600 3.0638 -4,902 4,902 -549
103 1963.T @JGCCO1 JP 0.8954 2.0000 0.016 2,255 1.0000 -1 -0.0063 -72,400 8.6857 -628,842 628,842 -10,277
111 6417.T @SANKY14 JP 0.4253 1.0000 0.000 4,574 1.0000 -1 -0.0039 -20,900 18.5162 -386,989 386,989 -83
119 1109.HK @CHINA182 HK 1.5604 9.0000 0.156 9,902 1.0000 -1 0.0000 -1,500 3.4714 -5,207 5,207 -812
122 6618.HK @JDHEA1 HK 2.0488 10.0000 0.184 5,644 1.0000 -1 0.0000 -150 5.3441 -802 802 -147
131 8593.T @DIAMO14 JP 0.4895 1.0000 -0.000 9,050 -1.0000 0 0.0000 0 7.5234 0 0 -0
139 1833.HK @PAGOO1 HK 1.9252 8.0000 0.125 1,147 1.0000 -1 0.0000 -977 1.1287 -1,103 1,103 -137
141 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.047 2,737 1.0000 -1 0.0000 -1,600 0.8077 -1,292 1,292 -61
152 0189.HK @DONGY26 HK 1.5519 4.0000 0.043 2,278 1.0000 -1 -0.0004 -30,000 1.3147 -39,440 39,440 -1,700
153 0998.HK @CHINA536 HK 0.7461 8.0000 0.108 9,355 1.0000 -1 0.0000 -1,000 0.9822 -982 982 -106
159 2327.TW @YAGEO2 TW 0.9113 1.0000 0.004 8,309 1.0000 -1 -0.0010 -6,000 17.2402 -103,441 103,441 -461
160 1803.T @SHIMI2 JP 0.2973 5.0000 0.048 6,545 1.0000 0 0.0000 0 11.0032 0 0 0
163 3288.T @OPENH1 JP 0.2487 3.0000 0.031 5,577 1.0000 -1 -0.0015 -3,300 46.2122 -152,500 152,500 -4,747
165 0019.HK @SWIRE4 HK 0.5700 4.0000 0.036 3,010 1.0000 -1 -0.0094 -105,000 8.9874 -943,681 943,681 -33,584
168 6460.T @SEGAS1 JP 0.4126 4.0000 0.045 3,866 1.0000 -1 -0.0041 -18,000 22.9947 -413,905 413,905 -18,559
170 6952.T @CASIO5 JP 0.5353 1.0000 -0.009 1,822 -1.0000 1 0.0059 76,400 7.6661 585,688 585,688 -5,082
172 2158.HK @YIDUT1 HK 2.3865 1.0000 0.008 772 1.0000 -1 0.0000 -1,900 0.7261 -1,380 1,380 -11
177 0836.HK @CHINA276 HK 0.6193 2.0000 0.020 4,817 1.0000 -1 -0.0173 -706,000 2.4485 -1,728,609 1,728,609 -34,507
182 4816.T @TOEIA1 JP 0.0643 2.0000 0.021 2,222 1.0000 -1 -0.0010 -4,400 22.5145 -99,064 99,064 -2,056
190 6755.T @FUJIT32 JP 0.3045 1.0000 0.004 277 1.0000 -1 0.0000 -26 19.4523 -506 506 -2
194 4324.T @DENTS4 JP 0.8229 2.0000 0.018 5,060 1.0000 -1 -0.0019 -8,800 21.8812 -192,555 192,555 -3,370
208 6055.HK @CHINA2407 HK 1.4044 4.0000 0.034 764 1.0000 -1 -0.0015 -37,000 3.9428 -145,882 145,882 -4,990
228 3046.T @JINCO1 JP 0.3304 3.0000 0.024 1,294 1.0000 -1 -0.0022 -3,800 56.7909 -215,805 215,805 -5,202
242 5880.TW @TWCOO1 TW 0.4100 2.0000 0.017 13,137 1.0000 -1 -0.0058 -670,000 0.8629 -578,124 578,124 -10,083
246 2282.T @NIPPO99 JP -0.0314 3.0000 0.022 3,390 1.0000 0 0.0000 0 34.2137 0 0 0
270 4912.T @LIONC3 JP 0.1650 2.0000 0.019 2,881 1.0000 -1 -0.0020 -19,600 10.2968 -201,818 201,818 -3,909
341 6701.T @NECCO8 JP 0.8724 7.0000 0.076 37,979 1.0000 -1 -0.0002 -700 27.8387 -19,487 19,487 -1,482
352 6113.T @AMADA1 JP 0.9221 1.0000 -0.000 3,614 -1.0000 1 0.0003 3,000 11.0137 33,041 33,041 -13
361 000660.KS @HYNIX1 KR 1.1985 6.0000 0.059 119,599 1.0000 0 0.0000 0 205.3554 0 0 0
373 267260.KS @HYUND472 KR 0.7625 3.0000 0.032 7,611 1.0000 -1 -0.0005 -135 335.1312 -45,243 45,243 -1,457
377 2884.TW @ESUNF1 TW 0.5285 3.0000 0.025 18,302 1.0000 -1 -0.0008 -66,000 1.1442 -75,515 75,515 -1,865
406 6856.T @HORIB1 JP 1.1848 1.0000 -0.002 3,249 -1.0000 1 0.0002 300 76.9391 23,082 23,082 -51
408 BHP.AX @BHPBI11 AU 0.7498 5.0000 -0.059 131,232 -1.0000 0 0.0000 0 25.8534 0 0 -0
409 2891.TW @CHINA244 TW 0.6269 4.0000 0.041 30,880 1.0000 -1 -0.0120 -785,000 1.5325 -1,202,982 1,202,982 -49,672
410 058470.KQ @LEENO1 KR 0.8251 1.0000 -0.005 2,894 -1.0000 1 0.0042 11,147 37.9742 423,298 423,298 -1,959
411 APA.AX @AUSTP9 AU 0.0579 2.0000 -0.020 7,205 -1.0000 1 0.0047 85,570 5.5236 472,650 472,650 -9,386
414 5253.T @COVER8 JP 0.4394 2.0000 0.021 897 1.0000 -1 -0.0007 -5,000 14.3787 -71,893 71,893 -1,507
417 7867.T @TOMYC1 JP 0.6424 1.0000 0.004 1,957 1.0000 -1 -0.0005 -2,300 22.4728 -51,687 51,687 -218
419 6857.T @ADVAN93 JP 1.3590 1.0000 0.007 56,147 1.0000 0 0.0000 0 73.2853 0 0 0
422 028050.KS @SAMSU34 KR 0.4204 1.0000 -0.005 2,716 -1.0000 1 0.0011 6,594 17.1068 112,802 112,802 -599
423 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.096 264,558 -1.0000 1 0.0029 6,201 47.0437 291,718 291,718 -28,128
425 066570.KS @LGELE11 KR 0.5231 6.0000 -0.068 6,110 -1.0000 1 0.0005 860 57.4405 49,399 49,399 -3,336
426 7453.T @RYOHI2 JP 0.4456 3.0000 0.032 13,042 1.0000 -1 -0.0063 -13,500 46.4488 -627,059 627,059 -20,359
431 1071.HK @HUADI2 HK 0.7122 5.0000 0.058 743 1.0000 -1 -0.0005 -88,000 0.5465 -48,093 48,093 -2,801
439 3939.HK @WANGU1 HK 0.6421 2.0000 0.018 3,775 1.0000 -1 -0.0008 -20,000 4.1466 -82,932 82,932 -1,462
446 4661.T @ORIEN41 JP 0.2484 1.0000 0.000 30,233 1.0000 -1 -0.0012 -5,200 22.3893 -116,424 116,424 -9
453 1385.HK @SHANG12 HK 2.2071 3.0000 0.028 1,012 1.0000 -1 -0.0003 -8,000 3.5606 -28,485 28,485 -797
454 9868.HK @XPENG2 HK 2.3558 4.0000 0.045 13,795 1.0000 -1 -0.0017 -18,000 9.4206 -169,570 169,570 -7,601
455 PME.AX @PROME8 AU 0.6971 3.0000 -0.032 21,140 -1.0000 0 0.0000 0 202.3699 0 0 -0
457 1288.HK @AGRIC28 HK 0.6463 9.0000 0.156 22,125 1.0000 -1 0.0000 -1,000 0.7198 -720 720 -112
459 0939.HK @CHINA377 HK 0.7917 4.0000 0.033 249,610 1.0000 -1 -0.0207 -1,994,000 1.0382 -2,070,243 2,070,243 -69,018
467 003490.KS @KOREA192 KR 0.3894 3.0000 -0.025 4,822 -1.0000 1 0.0002 1,396 17.6967 24,705 24,705 -617
478 1398.HK @INDUS124 HK 0.7460 9.0000 0.160 67,336 1.0000 -1 0.0000 -1,000 0.7758 -776 776 -124
490 CMLT.SI @CAPIT88 SG NaN NaN nan 12,762 NaN -1 -0.0000 -16 1.7441 -28 28 nan
491 2502.T @ASAHI16 JP 0.3244 1.0000 0.001 20,536 1.0000 -1 -0.0055 -40,500 13.5018 -546,821 546,821 -583
503 7269.T @SUZUK8 JP 0.7971 4.0000 0.042 22,895 1.0000 -1 -0.0031 -26,400 11.6540 -307,665 307,665 -12,923
506 6902.T @DENSO3 JP 0.7964 1.0000 0.006 28,958 1.0000 -1 -0.0023 -16,600 13.6270 -226,209 226,209 -1,400
507 7270.T @FUJIH3 JP 0.8359 1.0000 0.005 10,175 1.0000 -1 -0.0023 -13,000 17.5697 -228,406 228,406 -1,207
522 KPLM.SI @KEPPE20 SG 0.6917 1.0000 0.010 11,028 1.0000 0 0.0000 0 6.0573 0 0 0
524 7911.T @TOPPA4 JP 0.7605 4.0000 0.044 7,882 1.0000 -1 -0.0005 -1,700 26.7460 -45,468 45,468 -1,988
526 1898.HK @CHINA484 HK 0.6600 4.0000 0.045 4,750 1.0000 -1 -0.0013 -114,000 1.1567 -131,865 131,865 -5,898
529 259960.KS @KRAFT40 KR -0.1033 5.0000 -0.046 10,984 -1.0000 1 0.0002 58 269.5060 15,631 15,631 -719
530 2331.HK @LININ1 HK 1.8321 6.0000 0.075 5,664 1.0000 -1 -0.0004 -18,000 2.1911 -39,440 39,440 -2,943
534 6762.T @TDKCO10 JP 1.1831 3.0000 0.031 22,085 1.0000 -1 -0.0012 -10,200 11.3617 -115,889 115,889 -3,633
536 9923.HK @YEAHK1 HK 2.1542 6.0000 0.065 317 1.0000 -1 -0.0001 -8,000 1.5618 -12,495 12,495 -817
537 9901.HK @NEWOR8 HK 1.2482 9.0000 0.145 7,899 1.0000 -1 -0.0010 -20,000 5.1721 -103,441 103,441 -14,992
542 4503.T @YAMAN6 JP 0.3919 3.0000 0.022 17,525 1.0000 -1 -0.0027 -28,000 9.6844 -271,163 271,163 -6,099
554 6301.T @KOMAT8 JP 0.9943 1.0000 0.005 31,291 1.0000 -1 -0.0009 -2,600 32.9053 -85,554 85,554 -417
555 8306.T @MITSU52 JP 0.9976 5.0000 0.049 166,841 1.0000 0 0.0000 0 13.8254 0 0 0
556 6723.T @NECEL1 JP 1.6454 7.0000 -0.088 24,762 -1.0000 0 0.0000 0 13.2373 0 0 -0
557 NST.AX @NTHNS3 AU -0.1361 1.0000 0.010 17,455 1.0000 0 0.0000 0 12.2190 0 0 0
559 8316.T @SUMIT21 JP 1.0373 3.0000 0.028 98,973 1.0000 0 0.0000 0 25.4793 0 0 0
561 4502.T @TAKED3 JP 0.3077 3.0000 0.026 48,974 1.0000 0 0.0000 0 30.7826 0 0 0
564 7532.T @DONQU3 JP 0.3513 3.0000 0.029 14,677 1.0000 -1 -0.0001 -400 33.9771 -13,591 13,591 -396
573 6361.T @EBARA3 JP 1.5611 1.0000 0.003 8,807 1.0000 0 0.0000 0 19.0556 0 0 0
574 6702.T @FUJIT27 JP 0.6359 4.0000 0.042 48,562 1.0000 -1 -0.0014 -5,800 23.4471 -135,993 135,993 -5,654
581 9843.T @NITOR1 JP -0.1333 1.0000 0.002 8,882 1.0000 -1 -0.0008 -800 94.6515 -75,721 75,721 -169
585 4592.T @SANBI3 JP 1.2955 7.0000 -0.093 1,083 -1.0000 0 0.0000 0 15.0398 0 0 -0
586 9602.T @TOHOC3 JP 0.1010 4.0000 0.040 7,229 1.0000 -1 -0.0006 -1,000 56.2620 -56,262 56,262 -2,230
604 7741.T @HOYAC2 JP 0.7151 6.0000 0.067 40,429 1.0000 0 0.0000 0 117.8272 0 0 0
629 601390.SH @CHINA696 CN 0.7582 2.0000 0.012 7,149 1.0000 -1 0.0000 -99 0.7913 -78 78 -1
638 601333.SH @GUANG102 CN 0.6873 1.0000 -0.000 1,221 -1.0000 1 0.0000 78 0.4075 32 32 -0
644 600570.SH @HANGZ8 CN 1.9514 5.0000 0.055 6,668 1.0000 -1 0.0000 -80 4.4615 -357 357 -20
661 688025.SH @SHENZ288 CN 2.4618 NaN nan 862 NaN 1 -0.0000 85 10.5403 896 896 nan
682 300379.ZK @BEIJI135 CN 1.5191 NaN nan 458 NaN -1 -0.0000 -89 0.8206 -73 73 nan
686 300866.ZK @ANKER10 CN 1.7544 2.0000 -0.020 8,723 -1.0000 1 0.0000 9 16.4113 148 148 -3
690 688256.SH @CAMBR63 CN 1.5218 2.0000 0.018 24,603 1.0000 -1 0.0000 -6 76.3767 -458 458 -8
696 605499.SH @EASTR12 CN 0.4139 8.0000 0.107 21,235 1.0000 -1 0.0000 -30 42.9847 -1,290 1,290 -139
700 688169.SH @BEIJI316 CN 1.4621 1.0000 0.004 5,721 1.0000 -1 0.0000 -38 22.1106 -840 840 -3
715 688222.SH @HITGE1 CN 2.1357 1.0000 -0.005 680 -1.0000 1 0.0000 36 2.2942 83 83 -0
721 688041.SH @HYGON1 CN 1.1841 5.0000 0.059 18,441 1.0000 -1 0.0000 -61 18.8897 -1,152 1,152 -68
722 688599.SH @TRINA7 CN 1.7913 4.0000 -0.038 3,213 -1.0000 1 0.0000 89 2.0765 185 185 -7
723 603355.SH @KINGC7 CN 1.5089 5.0000 0.051 675 1.0000 -1 0.0000 -13 3.1818 -41 41 -2
727 600248.SH @YANGL1 CN 0.8378 2.0000 0.012 665 1.0000 -1 0.0000 -64 0.5387 -34 34 -0
731 000538.ZK @YUNNA10 CN 0.6182 5.0000 0.047 5,699 1.0000 -1 0.0000 -80 7.7898 -623 623 -30
740 601229.SH @BANKO594 CN 0.2811 6.0000 -0.068 15,712 -1.0000 1 0.0000 16 1.5574 25 25 -2
741 601006.SH @DAQIN5 CN 0.2200 2.0000 0.013 9,406 1.0000 -1 0.0000 -46 0.9155 -42 42 -1
745 002291.ZK @FOSHA5 CN 1.8080 2.0000 0.015 734 1.0000 -1 0.0000 -3 0.8931 -3 3 -0
771 000065.ZK @NORIN1 CN 1.4194 4.0000 0.044 798 1.0000 -1 0.0000 -70 1.5518 -109 109 -5
786 002241.ZK @GOERT1 CN 1.8469 3.0000 0.028 9,816 1.0000 -1 0.0000 -80 3.3074 -265 265 -7
787 601579.SH @KUAIJ1 CN 0.5923 1.0000 -0.011 540 -1.0000 1 0.0000 95 2.7492 261 261 -3
798 002595.ZK @SHAND94 CN 0.6573 3.0000 0.024 6,542 1.0000 -1 0.0000 -95 8.1777 -777 777 -19
814 600104.SH @SAUTO1 CN 0.8237 2.0000 0.013 8,152 1.0000 -1 0.0000 -99 2.2719 -225 225 -3
857 601988.SH @BANKO22 CN 0.1636 6.0000 0.061 187,122 1.0000 -1 0.0000 -40 0.7843 -31 31 -2
905 002916.ZK @SHENN1 CN 1.8258 5.0000 -0.059 10,556 -1.0000 1 0.0000 30 15.8321 475 475 -28
928 600926.SH @BANKO586 CN 0.5131 2.0000 0.013 12,049 1.0000 -1 0.0000 -87 2.4115 -210 210 -3
944 688668.SH @DONGG15 CN 2.1803 3.0000 -0.032 702 -1.0000 0 0.0000 0 8.2615 0 0 -0
945 603986.SH @GIGAD1 CN 1.6477 5.0000 0.053 11,095 1.0000 -1 0.0000 -77 16.7071 -1,286 1,286 -68
947 300729.ZK @LOCTE1 CN 1.7700 8.0000 -0.103 424 -1.0000 0 0.0000 0 2.0361 0 0 -0
956 000762.ZK @TIBET2 CN 1.6259 8.0000 -0.098 1,159 -1.0000 0 0.0000 0 2.8162 0 0 -0
1010 601088.SH @CHINA647 CN 0.2070 3.0000 0.027 14,876 1.0000 0 0.0000 0 5.6379 0 0 0
1028 300762.ZK @JUSHR1 CN 2.3622 9.0000 -0.138 1,633 -1.0000 0 0.0000 0 3.1706 0 0 -0
1046 002321.ZK @HENAN22 CN 0.3942 9.0000 -0.160 430 -1.0000 0 0.0000 0 0.3363 0 0 -0
1053 600581.SH @XINJI14 CN 1.2098 8.0000 -0.122 349 -1.0000 0 0.0000 0 0.4535 0 0 -0
1069 KTB_n.BK @KRUNG9 TH 0.3728 4.0000 0.038 4,243 1.0000 -1 -0.0005 -75,400 0.6747 -50,873 50,873 -1,917
1075 GULF_n.BK @GULFD3 TH NaN NaN nan 14,232 NaN -1 -0.0000 -13 1.2535 -16 16 nan
1079 CPN_n.BK @CENTP7 TH 0.3964 2.0000 0.013 5,088 1.0000 -1 -0.0002 -12,200 1.5320 -18,691 18,691 -237