total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -775,028 16,768,307 100 399,743,866 -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 8.0000 0.110 5,356 1.0000 -1 0.0000 -1,000 3.4394 -3,439 3,439 -379
23 1795.TW @LOTUS3 TW 0.8114 2.0000 0.011 1,216 1.0000 -1 -0.0027 -36,000 7.3797 -265,669 265,669 -2,853
49 9001.T @TOBUR1 JP 0.2629 1.0000 -0.007 3,351 -1.0000 1 0.0098 59,000 16.6516 982,442 982,442 -6,992
64 0267.HK @CITIC10 HK 1.4192 9.0000 0.144 10,806 1.0000 -1 -0.0041 -296,000 1.3758 -407,228 407,228 -58,522
74 4523.T @EISAI2 JP 0.4933 2.0000 0.020 7,685 1.0000 0 0.0000 0 26.3510 0 0 0
79 2474.TW @CATCH1 TW 0.4729 1.0000 0.001 4,658 1.0000 -1 -0.0014 -19,000 7.1757 -136,337 136,337 -117
81 1378.HK @CHINA1377 HK 1.6412 9.0000 0.148 7,370 1.0000 -1 0.0000 -1,500 2.3337 -3,501 3,501 -520
87 1415.HK @COWEL7 HK 2.2892 2.0000 0.016 963 1.0000 -1 -0.0007 -18,000 3.7197 -66,954 66,954 -1,082
93 2543.TW @HWANG2 TW 1.2177 4.0000 0.032 661 1.0000 -1 0.0000 -177 2.6900 -476 476 -15
94 3481.TW @INNOL2 TW 0.9651 2.0000 0.018 3,043 1.0000 -1 -0.0007 -183,000 0.3809 -69,702 69,702 -1,233
97 1101.TW @TAIWA69 TW 0.4786 4.0000 0.039 5,906 1.0000 -1 -0.0029 -377,000 0.7822 -294,882 294,882 -11,600
99 2400.HK @XDINC1 HK 1.6896 9.0000 0.139 3,204 1.0000 -1 -0.0007 -10,600 6.4967 -68,865 68,865 -9,604
100 0763.HK @ZTECO2 HK 1.9702 9.0000 0.133 2,392 1.0000 -1 0.0000 -1,600 3.1655 -5,065 5,065 -673
102 1963.T @JGCCO1 JP 0.8954 3.0000 0.022 2,199 1.0000 -1 -0.0006 -6,600 8.4702 -55,903 55,903 -1,243
117 1109.HK @CHINA182 HK 1.5604 9.0000 0.149 10,337 1.0000 -1 0.0000 -1,500 3.6241 -5,436 5,436 -811
119 6618.HK @JDHEA1 HK 2.0488 9.0000 0.155 6,141 1.0000 -1 0.0000 -150 5.8152 -872 872 -135
134 1833.HK @PAGOO1 HK 1.9252 9.0000 0.125 1,253 1.0000 -1 0.0000 -977 1.2331 -1,205 1,205 -150
136 6979.HK @ZJLDG1 HK 1.7149 2.0000 0.018 2,810 1.0000 -1 0.0000 -1,600 0.8293 -1,327 1,327 -24
145 0189.HK @DONGY26 HK 1.5519 7.0000 0.089 2,313 1.0000 -1 -0.0004 -28,000 1.3350 -37,380 37,380 -3,330
146 0998.HK @CHINA536 HK 0.7461 10.0000 0.199 9,185 1.0000 -1 0.0000 -1,000 0.9643 -964 964 -192
149 5871.TW @CHAIL1 TW 1.1467 3.0000 0.030 7,418 1.0000 -1 -0.0018 -40,000 4.4210 -176,841 176,841 -5,380
152 2327.TW @YAGEO2 TW 0.9113 1.0000 0.007 8,228 1.0000 -1 -0.0010 -6,000 17.0719 -102,432 102,432 -682
155 3288.T @OPENH1 JP 0.2487 1.0000 0.001 5,328 1.0000 -1 -0.0015 -3,300 44.1444 -145,677 145,677 -87
157 0019.HK @SWIRE4 HK 0.5700 6.0000 0.064 2,953 1.0000 -1 -0.0085 -96,500 8.8151 -850,659 850,659 -54,211
160 6460.T @SEGAS1 JP 0.4126 2.0000 0.016 3,466 1.0000 -1 -0.0020 -9,500 20.6146 -195,839 195,839 -3,159
162 6952.T @CASIO5 JP 0.5353 2.0000 -0.013 1,850 -1.0000 1 0.0044 55,900 7.7817 434,997 434,997 -5,853
169 0836.HK @CHINA276 HK 0.6193 4.0000 0.036 4,932 1.0000 -1 -0.0152 -606,000 2.5070 -1,519,216 1,519,216 -55,218
174 4816.T @TOEIA1 JP 0.0643 1.0000 0.004 2,247 1.0000 -1 -0.0010 -4,400 22.7708 -100,191 100,191 -414
186 4324.T @DENTS4 JP 0.8229 6.0000 0.058 4,441 1.0000 0 0.0000 0 19.2040 0 0 0
200 6055.HK @CHINA2407 HK 1.4044 1.0000 0.010 829 1.0000 -1 -0.0013 -30,000 4.2802 -128,405 128,405 -1,225
213 5713.T @SUMIT40 JP 1.7053 1.0000 0.001 6,712 1.0000 -1 -0.0040 -17,400 23.0798 -401,588 401,588 -330
220 3046.T @JINCO1 JP 0.3304 1.0000 0.009 1,252 1.0000 -1 -0.0020 -3,700 54.9454 -203,298 203,298 -1,880
225 1519.TW @FORTU25 TW 1.1508 1.0000 0.003 5,394 1.0000 -1 -0.0010 -5,000 20.6427 -103,214 103,214 -299
235 2264.T @MORIN6 JP 0.2476 2.0000 -0.016 1,998 -1.0000 1 0.0028 12,300 22.4349 275,950 275,950 -4,488
237 2875.T @TOYOS3 JP 0.4322 1.0000 -0.004 7,134 -1.0000 1 0.0013 2,000 64.3359 128,672 128,672 -528
241 S32.AX @SOUTH493 AU 1.2037 2.0000 0.012 8,450 1.0000 -1 -0.0068 -360,817 1.8762 -676,973 676,973 -8,229
257 2317.TW @HONHA4 TW 1.2322 7.0000 0.086 76,769 1.0000 -1 -0.0080 -145,000 5.5263 -801,309 801,309 -68,711
259 4912.T @LIONC3 JP 0.1650 1.0000 0.007 2,743 1.0000 -1 -0.0024 -24,800 9.8035 -243,127 243,127 -1,681
313 096770.KS @SKENE1 KR 0.6433 9.0000 -0.126 5,373 -1.0000 0 0.0000 0 80.8493 0 0 -0
320 5388.TW @SERCO6 TW 1.0341 1.0000 0.006 953 1.0000 -1 -0.0002 -7,000 3.1763 -22,234 22,234 -125
349 1177.HK @SINOB5 HK 1.3729 7.0000 0.078 15,391 1.0000 0 0.0000 0 0.8204 0 0 0
359 2884.TW @ESUNF1 TW 0.5285 1.0000 0.007 19,175 1.0000 -1 -0.0008 -66,000 1.1988 -79,119 79,119 -563
361 034730.KS @SKCCC1 KR 0.6467 6.0000 -0.067 11,687 -1.0000 0 0.0000 0 161.1938 0 0 -0
363 6586.T @MAKIT6 JP 1.2569 1.0000 0.007 8,475 1.0000 -1 -0.0008 -2,500 30.2670 -75,668 75,668 -501
371 4043.T @TOKUY2 JP 0.9448 1.0000 -0.002 1,514 -1.0000 1 0.0002 800 20.9975 16,798 16,798 -39
390 058470.KQ @LEENO1 KR 0.8251 1.0000 -0.003 2,913 -1.0000 1 0.0044 11,587 38.2249 442,912 442,912 -1,209
391 APA.AX @AUSTP9 AU 0.0579 3.0000 -0.024 7,037 -1.0000 1 0.0042 76,997 5.3941 415,332 415,332 -9,983
395 7867.T @TOMYC1 JP 0.6424 1.0000 0.006 1,871 1.0000 0 0.0000 0 21.4945 0 0 0
400 005930.KS @SAMSU48 KR 0.5642 8.0000 -0.102 262,418 -1.0000 1 0.0028 6,080 46.6632 283,713 283,713 -29,044
401 018260.KS @SAMSU530 KR 0.1756 2.0000 -0.010 6,275 -1.0000 1 0.0017 1,280 135.1575 173,002 173,002 -1,793
402 066570.KS @LGELE11 KR 0.5231 4.0000 -0.039 5,785 -1.0000 1 0.0005 860 54.3804 46,767 46,767 -1,808
403 7453.T @RYOHI2 JP 0.4456 2.0000 0.016 12,708 1.0000 -1 -0.0064 -14,200 45.2594 -642,684 642,684 -10,420
407 1071.HK @HUADI2 HK 0.7122 6.0000 0.060 748 1.0000 -1 -0.0005 -88,000 0.5503 -48,427 48,427 -2,919
414 3939.HK @WANGU1 HK 0.6421 4.0000 0.033 3,572 1.0000 -1 -0.0008 -20,000 3.9235 -78,470 78,470 -2,599
419 6326.T @KUBOT6 JP 0.8740 6.0000 0.065 12,323 1.0000 -1 -0.0014 -13,000 10.7070 -139,191 139,191 -9,091
427 1385.HK @SHANG12 HK 2.2071 4.0000 0.034 947 1.0000 -1 -0.0003 -8,000 3.3311 -26,649 26,649 -911
428 9868.HK @XPENG2 HK 2.3558 7.0000 0.091 13,113 1.0000 -1 -0.0016 -18,000 8.9552 -161,194 161,194 -14,597
429 QAN.AX @QANTA2 AU 0.3991 2.0000 -0.019 10,824 -1.0000 1 0.0029 40,288 7.1531 288,184 288,184 -5,599
432 0939.HK @CHINA377 HK 0.7917 8.0000 0.122 256,951 1.0000 -1 -0.0209 -1,952,000 1.0688 -2,086,238 2,086,238 -254,025
439 003490.KS @KOREA192 KR 0.3894 7.0000 -0.084 5,070 -1.0000 1 0.0003 1,551 18.6076 28,860 28,860 -2,420
452 8725.T @MITSU105 JP 0.9201 5.0000 0.052 31,067 1.0000 0 0.0000 0 20.7691 0 0 0
456 CMLT.SI @CAPIT88 SG NaN NaN nan 12,466 NaN -1 -0.0000 -16 1.7037 -27 27 nan
468 3167.TW @TALIA1 TW 1.7125 9.0000 -0.133 427 -1.0000 0 0.0000 0 5.3222 0 0 -0
485 1898.HK @CHINA484 HK 0.6600 7.0000 0.094 4,813 1.0000 -1 -0.0012 -102,000 1.1720 -119,539 119,539 -11,231
492 9923.HK @YEAHK1 HK 2.1542 4.0000 0.033 377 1.0000 -1 -0.0001 -8,000 1.8573 -14,858 14,858 -494
501 TLS.AX @TELST3 AU -0.0401 1.0000 -0.003 36,566 -1.0000 0 0.0000 0 3.2117 0 0 -0
502 WDS.AX @WOODS5 AU 0.5720 2.0000 -0.019 29,898 -1.0000 1 0.0031 19,667 15.7459 309,675 309,675 -5,892
505 7532.T @DONQU3 JP 0.3513 1.0000 0.003 14,621 1.0000 -1 -0.0020 -5,900 33.8472 -199,698 199,698 -523
523 6367.T @DAIKI4 JP 0.8065 4.0000 0.040 35,853 1.0000 0 0.0000 0 122.3174 0 0 0
534 9904.TW @POUCH1 TW 0.8572 2.0000 0.010 2,476 1.0000 -1 -0.0002 -25,000 0.9658 -24,146 24,146 -248
556 3563.T @SUSHI3 JP 0.8363 1.0000 -0.005 5,673 -1.0000 0 0.0000 0 48.8799 0 0 -0
560 2388.HK @BOCHO1 HK 0.7219 4.0000 0.039 49,698 1.0000 -1 -0.0037 -78,500 4.7005 -368,993 368,993 -14,554
563 1658.HK @PSBCA1 HK 0.7880 7.0000 0.075 7,990 1.0000 -1 -0.0022 -290,000 0.7452 -216,111 216,111 -16,102
572 6871.T @MICRO72 JP 1.5704 2.0000 -0.019 1,446 -1.0000 1 0.0002 500 36.1377 18,069 18,069 -336
573 6981.T @MURAT5 JP 1.1061 1.0000 0.001 28,125 1.0000 -1 -0.0007 -5,200 14.3275 -74,503 74,503 -57
576 4755.T @RAKUT2 JP 0.7637 1.0000 0.008 9,469 1.0000 -1 -0.0034 -64,200 5.2729 -338,519 338,519 -2,714
589 8035.T @TOKYO54 JP 1.3412 3.0000 -0.027 88,355 -1.0000 0 0.0000 0 187.3384 0 0 -0
593 5803.T @FUJIK9 JP 1.7932 2.0000 0.018 15,809 1.0000 0 0.0000 0 53.4341 0 0 0
596 4062.T @IBIDE3 JP 1.3360 1.0000 -0.001 6,026 -1.0000 1 0.0001 300 42.7809 12,834 12,834 -14
601 3064.T @MONOT5 JP 0.3701 2.0000 0.018 4,614 1.0000 -1 -0.0002 -900 18.4047 -16,564 16,564 -297
605 STO.AX @SANTO10 AU 0.5098 2.0000 -0.013 16,355 -1.0000 1 0.0003 6,832 5.0358 34,405 34,405 -452
625 6762.T @TDKCO10 JP 1.1831 2.0000 0.018 21,570 1.0000 0 0.0000 0 11.0966 0 0 0
646 601390.SH @CHINA696 CN 0.7582 5.0000 0.052 7,242 1.0000 -1 0.0000 -99 0.8016 -79 79 -4
655 601333.SH @GUANG102 CN 0.6873 2.0000 -0.017 1,240 -1.0000 1 0.0000 78 0.4141 32 32 -1
661 600570.SH @HANGZ8 CN 1.9514 7.0000 0.084 6,890 1.0000 -1 0.0000 -80 4.6103 -369 369 -31
663 000963.ZK @HUADO1 CN 0.9673 3.0000 0.030 4,362 1.0000 0 0.0000 0 5.9208 0 0 0
664 688252.SH @JADAR3 CN 1.8582 1.0000 -0.004 452 -1.0000 1 0.0000 44 3.3473 147 147 -1
677 688025.SH @SHENZ288 CN 2.4618 NaN nan 943 NaN 1 -0.0000 85 11.5377 981 981 nan
698 300379.ZK @BEIJI135 CN 1.5191 NaN nan 444 NaN -1 -0.0000 -89 0.7960 -71 71 nan
712 605499.SH @EASTR12 CN 0.4139 7.0000 0.075 20,090 1.0000 -1 0.0000 -30 40.6664 -1,220 1,220 -91
720 603799.SH @ZHEJI183 CN 1.7124 4.0000 0.043 7,203 1.0000 -1 0.0000 -61 5.1624 -315 315 -14
729 000100.ZK @TCLCO2 CN 1.2732 6.0000 0.063 12,317 1.0000 -1 0.0000 -20 0.6232 -12 12 -1
731 688222.SH @HITGE1 CN 2.1357 4.0000 -0.035 739 -1.0000 1 0.0000 36 2.4927 90 90 -3
738 688599.SH @TRINA7 CN 1.7913 3.0000 -0.029 3,320 -1.0000 1 0.0000 89 2.1455 191 191 -6
739 603355.SH @KINGC7 CN 1.5089 4.0000 0.039 688 1.0000 -1 0.0000 -13 3.2441 -42 42 -2
742 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.002 1,168 -1.0000 1 0.0000 48 2.4230 116 116 -0
743 600248.SH @YANGL1 CN 0.8378 5.0000 0.049 673 1.0000 -1 0.0000 -64 0.5451 -35 35 -2
747 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.043 5,702 1.0000 -1 0.0000 -80 7.7945 -624 624 -27
748 300750.ZK @CONTE31 CN 1.4933 8.0000 0.105 124,980 1.0000 -1 0.0000 -78 36.8604 -2,875 2,875 -302
757 601006.SH @DAQIN5 CN 0.2200 1.0000 0.009 9,196 1.0000 -1 0.0000 -46 0.8950 -41 41 -0
761 002291.ZK @FOSHA5 CN 1.8080 3.0000 0.025 732 1.0000 -1 0.0000 -3 0.8908 -3 3 -0
763 603233.SH @DASHE1 CN 0.9080 2.0000 0.010 2,748 1.0000 -1 0.0000 -80 2.4132 -193 193 -2
766 601169.SH @BANKO53 CN 0.4357 5.0000 0.048 16,629 1.0000 -1 0.0000 -34 0.9592 -33 33 -2
767 002819.ZK @BEIJI198 CN 1.2986 1.0000 0.001 595 1.0000 -1 0.0000 -91 3.9704 -361 361 -1
785 000065.ZK @NORIN1 CN 1.4194 7.0000 0.093 780 1.0000 -1 0.0000 -70 1.5168 -106 106 -10
789 002821.ZK @ASYMC1 CN 1.7177 1.0000 0.008 2,897 1.0000 -1 0.0000 -63 13.3821 -843 843 -6
799 002241.ZK @GOERT1 CN 1.8469 6.0000 0.067 9,210 1.0000 -1 0.0000 -80 3.1033 -248 248 -17
800 601579.SH @KUAIJ1 CN 0.5923 2.0000 -0.019 532 -1.0000 1 0.0000 95 2.7060 257 257 -5
807 603698.SH @CHANG97 CN 1.0442 1.0000 0.005 493 1.0000 -1 0.0000 -56 2.2975 -129 129 -1
819 601107.SH @SICHU48 CN 0.3431 9.0000 -0.143 382 -1.0000 0 0.0000 0 0.8420 0 0 -0
907 600089.SH @XINJI2 CN 0.8927 2.0000 -0.012 7,018 -1.0000 0 0.0000 0 1.6939 0 0 -0
910 002916.ZK @SHENN1 CN 1.8258 5.0000 -0.056 11,482 -1.0000 1 0.0000 30 17.2215 517 517 -29
930 600926.SH @BANKO586 CN 0.5131 3.0000 0.029 11,812 1.0000 -1 0.0000 -87 2.3616 -205 205 -6
942 603986.SH @GIGAD1 CN 1.6477 8.0000 0.096 10,576 1.0000 -1 0.0000 -77 15.9264 -1,226 1,226 -118
971 002371.ZK @BEIJI84 CN 0.8539 2.0000 0.016 18,399 1.0000 -1 0.0000 -55 44.7316 -2,460 2,460 -40
991 002594.ZK @BYDCO4 CN 1.3490 6.0000 0.064 74,386 1.0000 0 0.0000 0 45.1303 0 0 0
1022 600276.SH @JIANG24 CN 0.8294 3.0000 0.029 31,041 1.0000 0 0.0000 0 7.9771 0 0 0
1062 BDMS_n.BK @BANGK25 TH 0.0279 2.0000 -0.015 10,294 -1.0000 0 0.0000 0 0.6477 0 0 -0
1063 BBL_n.BK @BANGK27 TH 0.2242 6.0000 0.059 8,409 1.0000 -1 -0.0106 -239,500 4.4052 -1,055,050 1,055,050 -61,901
1068 GULF_n.BK @GULFD3 TH NaN NaN nan 14,901 NaN -1 -0.0000 -13 1.3124 -17 17 nan