total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -881,941 19,977,606 100 399,408,711 -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 6.0000 0.074 5,326 1.0000 -1 0.0000 -1,000 3.4205 -3,420 3,420 -252
23 1795.TW @LOTUS3 TW 0.8114 2.0000 0.019 1,212 1.0000 -1 -0.0026 -36,000 7.3524 -264,688 264,688 -4,982
49 9001.T @TOBUR1 JP 0.2629 1.0000 -0.008 3,414 -1.0000 1 0.0108 63,800 16.9657 1,082,412 1,082,412 -8,551
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.005 1,059 1.0000 -1 -0.0020 -13,000 15.1494 -196,943 196,943 -1,037
62 ANN.AX @ANSEL3 AU 0.5747 8.0000 -0.103 2,892 -1.0000 0 -0.0000 0 19.8191 0 0 -0
65 0267.HK @CITIC10 HK 1.4192 7.0000 0.094 11,066 1.0000 -1 -0.0048 -340,000 1.4090 -479,044 479,044 -45,094
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.157 7,330 1.0000 -1 0.0000 -1,500 2.3211 -3,482 3,482 -548
84 2002.TW @CHINA152 TW 0.8786 1.0000 0.002 8,113 1.0000 -1 -0.0050 -776,000 0.6429 -498,899 498,899 -1,028
88 1415.HK @COWEL7 HK 2.2892 3.0000 0.023 925 1.0000 -1 -0.0006 -18,000 3.5733 -64,320 64,320 -1,453
94 2543.TW @HWANG2 TW 1.2177 2.0000 0.015 681 1.0000 -1 0.0000 -177 2.7734 -491 491 -8
95 3481.TW @INNOL2 TW 0.9651 1.0000 0.006 3,128 1.0000 -1 -0.0007 -183,000 0.3916 -71,655 71,655 -409
97 8069.TWO @PRIME74 TW 0.8724 5.0000 0.054 7,388 1.0000 -1 -0.0031 -43,000 7.3011 -313,949 313,949 -16,826
98 1101.TW @TAIWA69 TW 0.4786 5.0000 0.056 6,107 1.0000 -1 -0.0031 -377,000 0.8088 -304,905 304,905 -17,186
100 2400.HK @XDINC1 HK 1.6896 9.0000 0.160 3,069 1.0000 -1 -0.0007 -10,600 6.2231 -65,965 65,965 -10,529
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.116 2,406 1.0000 -1 0.0000 -1,600 3.1848 -5,096 5,096 -593
103 1963.T @JGCCO1 JP 0.8954 3.0000 0.026 2,198 1.0000 -1 -0.0030 -35,900 8.4659 -303,926 303,926 -7,869
104 4203.T @SUMIT28 JP 0.9836 1.0000 -0.002 2,404 -1.0000 1 0.0047 16,500 28.4910 470,101 470,101 -1,107
118 1109.HK @CHINA182 HK 1.5604 3.0000 0.028 10,701 1.0000 -1 0.0000 -1,500 3.7517 -5,628 5,628 -160
121 6618.HK @JDHEA1 HK 2.0488 10.0000 0.190 5,731 1.0000 -1 0.0000 -150 5.4269 -814 814 -155
126 8299.TWO @PHISO1 TW 0.9465 1.0000 0.002 3,128 1.0000 -1 -0.0029 -17,000 16.8251 -286,027 286,027 -503
131 1801.HK @INNOV87 HK 1.2399 4.0000 0.040 17,541 1.0000 -1 -0.0155 -150,500 10.2614 -1,544,342 1,544,342 -62,494
136 1833.HK @PAGOO1 HK 1.9252 9.0000 0.140 1,233 1.0000 -1 0.0000 -977 1.2140 -1,186 1,186 -166
138 6979.HK @ZJLDG1 HK 1.7149 2.0000 0.015 2,793 1.0000 -1 0.0000 -1,600 0.8242 -1,319 1,319 -19
148 0189.HK @DONGY26 HK 1.5519 8.0000 0.121 2,181 1.0000 -1 -0.0004 -28,000 1.2586 -35,242 35,242 -4,281
149 0998.HK @CHINA536 HK 0.7461 8.0000 0.123 9,501 1.0000 -1 0.0000 -1,000 0.9975 -997 997 -122
152 5871.TW @CHAIL1 TW 1.1467 7.0000 0.094 7,287 1.0000 -1 -0.0017 -40,000 4.3431 -173,723 173,723 -16,295
155 2327.TW @YAGEO2 TW 0.9113 3.0000 0.030 8,027 1.0000 -1 -0.0010 -6,000 16.6541 -99,925 99,925 -2,998
159 1303.TW @NANYA7 TW 0.9500 4.0000 0.034 5,349 1.0000 -1 -0.0005 -53,000 0.9114 -48,302 48,302 -1,653
160 0019.HK @SWIRE4 HK 0.5700 5.0000 0.055 2,944 1.0000 -1 -0.0092 -105,000 8.7900 -922,953 922,953 -50,510
163 6460.T @SEGAS1 JP 0.4126 4.0000 0.034 3,516 1.0000 -1 -0.0024 -11,600 20.9137 -242,599 242,599 -8,187
165 6952.T @CASIO5 JP 0.5353 4.0000 -0.039 1,903 -1.0000 1 0.0048 59,800 8.0046 478,676 478,676 -18,616
172 0836.HK @CHINA276 HK 0.6193 4.0000 0.035 4,842 1.0000 -1 -0.0149 -606,000 2.4612 -1,491,493 1,491,493 -52,854
177 4816.T @TOEIA1 JP 0.0643 2.0000 0.013 2,213 1.0000 -1 -0.0010 -4,400 22.4197 -98,647 98,647 -1,282
189 4324.T @DENTS4 JP 0.8229 4.0000 0.035 4,701 1.0000 -1 -0.0007 -3,500 20.3270 -71,144 71,144 -2,507
203 6055.HK @CHINA2407 HK 1.4044 4.0000 0.044 788 1.0000 -1 -0.0012 -30,000 4.0702 -122,105 122,105 -5,359
212 9688.HK @ZAILA3 HK 1.7800 4.0000 0.036 3,707 1.0000 -1 -0.0042 -126,000 3.3377 -420,546 420,546 -15,218
227 2980.T @SREHL1 JP 0.8124 9.0000 -0.131 268 -1.0000 0 -0.0000 0 21.4361 0 0 -0
239 2264.T @MORIN6 JP 0.2476 1.0000 -0.010 1,985 -1.0000 1 0.0029 13,200 22.2908 294,239 294,239 -2,901
261 2317.TW @HONHA4 TW 1.2322 5.0000 0.050 76,722 1.0000 -1 -0.0080 -145,000 5.5229 -800,817 800,817 -39,791
263 4912.T @LIONC3 JP 0.1650 1.0000 0.004 2,791 1.0000 -1 -0.0023 -22,800 9.9752 -227,435 227,435 -984
307 034020.KS @DOOSA22 KR 0.9176 3.0000 0.022 19,670 1.0000 0 0.0000 0 43.8673 0 0 0
324 2454.TW @MEDIA42 TW 0.8716 4.0000 -0.036 77,777 -1.0000 0 0.0000 0 48.5603 0 0 -0
342 6113.T @AMADA1 JP 0.9221 1.0000 -0.001 3,550 -1.0000 1 0.0003 3,000 10.8164 32,449 32,449 -43
349 6305.T @HITAC41 JP 0.9923 1.0000 -0.005 2,743 -1.0000 1 0.0023 7,700 29.6510 228,313 228,313 -1,130
377 4043.T @TOKUY2 JP 0.9448 1.0000 -0.010 1,550 -1.0000 1 0.0005 2,200 21.5039 47,309 47,309 -490
388 5631.T @JAPAN191 JP 1.4449 1.0000 0.004 3,903 1.0000 -1 -0.0004 -800 52.4573 -41,966 41,966 -182
395 2891.TW @CHINA244 TW 0.6269 9.0000 0.135 29,467 1.0000 -1 -0.0073 -484,000 1.4996 -725,785 725,785 -98,081
397 APA.AX @AUSTP9 AU 0.0579 4.0000 -0.037 7,116 -1.0000 1 0.0044 80,967 5.4548 441,662 441,662 -16,126
406 005930.KS @SAMSU48 KR 0.5642 5.0000 -0.047 255,257 -1.0000 1 0.0028 6,201 45.3899 281,463 281,463 -13,144
407 018260.KS @SAMSU530 KR 0.1756 1.0000 -0.010 6,194 -1.0000 1 0.0017 1,280 133.4145 170,771 170,771 -1,709
408 066570.KS @LGELE11 KR 0.5231 4.0000 -0.041 5,808 -1.0000 1 0.0005 860 54.5985 46,955 46,955 -1,921
413 1071.HK @HUADI2 HK 0.7122 6.0000 0.066 731 1.0000 -1 -0.0005 -88,000 0.5376 -47,308 47,308 -3,100
416 6963.T @ROHMC2 JP 1.5927 4.0000 -0.044 4,713 -1.0000 0 0.0000 0 12.9702 0 0 -0
421 3939.HK @WANGU1 HK 0.6421 5.0000 0.057 3,352 1.0000 -1 -0.0007 -20,000 3.6816 -73,632 73,632 -4,198
434 1385.HK @SHANG12 HK 2.2071 5.0000 0.053 956 1.0000 -1 -0.0003 -8,000 3.3631 -26,905 26,905 -1,434
435 9868.HK @XPENG2 HK 2.3558 8.0000 0.122 12,741 1.0000 -1 -0.0016 -18,000 8.7009 -156,615 156,615 -19,159
439 0939.HK @CHINA377 HK 0.7917 8.0000 0.117 255,737 1.0000 -1 -0.0212 -1,994,000 1.0637 -2,121,060 2,121,060 -247,761
447 003490.KS @KOREA192 KR 0.3894 2.0000 -0.021 4,910 -1.0000 1 0.0003 1,551 18.0182 27,946 27,946 -587
458 1398.HK @INDUS124 HK 0.7460 9.0000 0.136 68,663 1.0000 -1 0.0000 -1,000 0.7911 -791 791 -108
462 0669.HK @TECHT5 HK 1.2506 3.0000 0.025 20,562 1.0000 0 0.0000 0 11.2296 0 0 0
467 CMLT.SI @CAPIT88 SG NaN NaN nan 12,630 NaN -1 -0.0000 -16 1.7261 -28 28 nan
487 9503.T @KANSA18 JP 0.7240 4.0000 0.037 12,047 1.0000 0 0.0000 0 11.4948 0 0 0
497 1898.HK @CHINA484 HK 0.6600 5.0000 0.046 4,965 1.0000 -1 -0.0014 -114,000 1.2089 -137,820 137,820 -6,308
498 CPU.AX @COMPU62 AU 0.3721 1.0000 -0.007 15,539 -1.0000 1 0.0010 3,869 26.8663 103,946 103,946 -719
505 9923.HK @YEAHK1 HK 2.1542 2.0000 0.019 364 1.0000 -1 -0.0001 -8,000 1.7911 -14,329 14,329 -266
506 9901.HK @NEWOR8 HK 1.2482 9.0000 0.149 8,035 1.0000 -1 -0.0007 -14,000 5.2613 -73,658 73,658 -10,992
517 WDS.AX @WOODS5 AU 0.5720 2.0000 -0.011 29,948 -1.0000 1 0.0072 45,509 15.7723 717,783 717,783 -8,151
519 6301.T @KOMAT8 JP 0.9943 1.0000 0.007 31,158 1.0000 0 0.0000 0 32.7646 0 0 0
534 9602.T @TOHOC3 JP 0.1010 2.0000 0.012 7,266 1.0000 -1 -0.0006 -1,000 56.5546 -56,555 56,555 -703
552 6988.T @NITTO9 JP 0.8900 4.0000 -0.041 13,657 -1.0000 0 0.0000 0 19.3230 0 0 -0
553 9904.TW @POUCH1 TW 0.8572 2.0000 0.018 2,481 1.0000 -1 -0.0002 -25,000 0.9678 -24,195 24,195 -434
559 WTC.AX @WISET1 AU 0.5620 4.0000 -0.034 24,696 -1.0000 0 0.0000 0 73.8016 0 0 -0
565 9706.T @JAPAN205 JP 0.7932 7.0000 -0.078 2,895 -1.0000 0 0.0000 0 31.0823 0 0 -0
580 6506.T @YASKA3 JP 1.5956 1.0000 -0.001 5,407 -1.0000 1 0.0032 15,900 20.2761 322,390 322,390 -182
585 1658.HK @PSBCA1 HK 0.7880 6.0000 0.069 7,909 1.0000 -1 -0.0021 -290,000 0.7376 -213,904 213,904 -14,808
597 6871.T @MICRO72 JP 1.5704 2.0000 -0.019 1,461 -1.0000 1 0.0002 500 36.4956 18,248 18,248 -347
604 8136.T @SANRI4 JP 0.8250 1.0000 0.010 10,678 1.0000 -1 -0.0005 -1,100 45.4431 -49,987 49,987 -503
607 9020.T @EASTJ2 JP 0.1184 2.0000 -0.020 24,802 -1.0000 0 0.0000 0 21.8634 0 0 -0
611 QUB.AX @KFMDI1 AU 0.2826 8.0000 -0.113 4,982 -1.0000 0 0.0000 0 2.8163 0 0 -0
629 6861.T @KEYEN4 JP 0.7928 6.0000 0.074 77,942 1.0000 0 0.0000 0 377.0308 0 0 0
637 STO.AX @SANTO10 AU 0.5098 2.0000 -0.014 16,370 -1.0000 1 0.0004 7,343 5.0403 37,011 37,011 -509
653 601390.SH @CHINA696 CN 0.7582 4.0000 0.035 7,310 1.0000 -1 0.0000 -99 0.8091 -80 80 -3
662 601333.SH @GUANG102 CN 0.6873 2.0000 -0.020 1,254 -1.0000 1 0.0000 78 0.4185 33 33 -1
668 600570.SH @HANGZ8 CN 1.9514 3.0000 0.028 7,197 1.0000 -1 0.0000 -80 4.8155 -385 385 -11
684 688025.SH @SHENZ288 CN 2.4618 NaN nan 919 NaN 1 -0.0000 85 11.2436 956 956 nan
705 300379.ZK @BEIJI135 CN 1.5191 NaN nan 442 NaN -1 -0.0000 -89 0.7924 -71 71 nan
719 605499.SH @EASTR12 CN 0.4139 8.0000 0.113 19,975 1.0000 -1 0.0000 -30 40.4336 -1,213 1,213 -137
723 688169.SH @BEIJI316 CN 1.4621 4.0000 0.043 5,364 1.0000 -1 0.0000 -38 20.7308 -788 788 -34
727 603799.SH @ZHEJI183 CN 1.7124 1.0000 0.008 7,425 1.0000 -1 0.0000 -61 5.3219 -325 325 -3
738 688222.SH @HITGE1 CN 2.1357 3.0000 -0.031 716 -1.0000 1 0.0000 36 2.4133 87 87 -3
745 688599.SH @TRINA7 CN 1.7913 5.0000 -0.057 3,406 -1.0000 1 0.0000 89 2.2013 196 196 -11
746 603355.SH @KINGC7 CN 1.5089 3.0000 0.024 675 1.0000 -1 0.0000 -13 3.1820 -41 41 -1
749 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.010 1,179 -1.0000 1 0.0000 48 2.4468 117 117 -1
750 600248.SH @YANGL1 CN 0.8378 4.0000 0.039 680 1.0000 -1 0.0000 -64 0.5510 -35 35 -1
754 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.031 5,722 1.0000 -1 0.0000 -80 7.8217 -626 626 -19
764 601006.SH @DAQIN5 CN 0.2200 1.0000 0.000 9,274 1.0000 -1 0.0000 -46 0.9026 -42 42 -0
768 002291.ZK @FOSHA5 CN 1.8080 1.0000 0.003 747 1.0000 -1 0.0000 -3 0.9095 -3 3 -0
770 603233.SH @DASHE1 CN 0.9080 1.0000 0.007 2,698 1.0000 -1 0.0000 -80 2.3687 -189 189 -1
773 601169.SH @BANKO53 CN 0.4357 5.0000 0.051 16,809 1.0000 -1 0.0000 -34 0.9695 -33 33 -2
787 600547.SH @SHAND33 CN 0.4661 3.0000 0.023 7,537 1.0000 -1 0.0000 -41 4.3440 -178 178 -4
793 000065.ZK @NORIN1 CN 1.4194 6.0000 0.070 807 1.0000 -1 0.0000 -70 1.5694 -110 110 -8
807 002241.ZK @GOERT1 CN 1.8469 5.0000 0.054 9,389 1.0000 -1 0.0000 -80 3.1638 -253 253 -14
808 601579.SH @KUAIJ1 CN 0.5923 3.0000 -0.033 534 -1.0000 1 0.0000 95 2.7174 258 258 -8
833 301333.ZK @RGPHA1 CN 1.7182 2.0000 0.011 281 1.0000 0 0.0000 0 7.2804 0 0 0
834 600104.SH @SAUTO1 CN 0.8237 1.0000 0.005 8,525 1.0000 -1 0.0000 -99 2.3757 -235 235 -1
862 300308.ZK @SHAND103 CN 2.3105 2.0000 0.014 20,041 1.0000 -1 0.0000 -63 20.2663 -1,277 1,277 -17
866 300502.ZK @EOPTO1 CN 2.4237 1.0000 0.009 18,182 1.0000 -1 0.0000 -80 18.2966 -1,464 1,464 -13
875 002970.ZK @STREA20 CN 1.8093 1.0000 0.008 998 1.0000 0 0.0000 0 6.5843 0 0 0
876 601988.SH @BANKO22 CN 0.1636 5.0000 0.058 189,380 1.0000 -1 0.0000 -40 0.7937 -32 32 -2
890 688506.SH @SICHU130 CN 1.2193 3.0000 0.024 14,631 1.0000 -1 0.0000 -34 39.2339 -1,334 1,334 -32
943 600926.SH @BANKO586 CN 0.5131 5.0000 0.053 11,952 1.0000 -1 0.0000 -87 2.3896 -208 208 -11
956 603986.SH @GIGAD1 CN 1.6477 5.0000 0.053 10,964 1.0000 -1 0.0000 -77 16.5110 -1,271 1,271 -68
980 000858.ZK @YIBIN1 CN 1.2468 5.0000 0.049 30,288 1.0000 0 0.0000 0 17.3396 0 0 0
988 601127.SH @CHONG70 CN 1.1171 1.0000 0.003 16,541 1.0000 -1 -0.0023 -12,600 18.4124 -231,996 231,996 -755
1002 301091.ZK @SHENZ358 CN 1.9125 3.0000 -0.030 734 -1.0000 0 0.0000 0 3.9799 0 0 -0
1031 601166.SH @INDUS132 CN 0.6463 8.0000 0.108 54,136 1.0000 0 0.0000 0 3.4107 0 0 0
1039 600031.SH @SANYH1 CN 0.7736 2.0000 -0.012 15,806 -1.0000 0 0.0000 0 2.6268 0 0 -0
1051 600900.SH @CHINA277 CN -0.0054 1.0000 0.003 54,995 1.0000 0 0.0000 0 4.2407 0 0 0
1071 BBL_n.BK @BANGK27 TH 0.2242 1.0000 0.011 8,472 1.0000 -1 -0.0195 -439,100 4.4383 -1,948,848 1,948,848 -20,655
1072 KTB_n.BK @KRUNG9 TH 0.3728 5.0000 0.054 4,187 1.0000 -1 -0.0005 -70,100 0.6657 -46,669 46,669 -2,510
1077 GULF_n.BK @GULFD3 TH NaN NaN nan 13,998 NaN -1 -0.0000 -13 1.2329 -16 16 nan