total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -708,567 15,988,433 90 399,971,474 -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 9.0000 0.131 5,317 1.0000 -1 0.0000 -1,000 3.4141 -3,414 3,414 -448
23 1795.TW @LOTUS3 TW 0.8114 1.0000 0.003 1,252 1.0000 -1 -0.0027 -36,000 7.5987 -273,554 273,554 -743
49 9001.T @TOBUR1 JP 0.2629 2.0000 -0.017 3,400 -1.0000 1 0.0099 58,800 16.8960 993,486 993,486 -17,341
64 0267.HK @CITIC10 HK 1.4192 9.0000 0.137 10,846 1.0000 -1 -0.0041 -296,000 1.3809 -408,760 408,760 -56,005
80 1378.HK @CHINA1377 HK 1.6412 9.0000 0.144 7,491 1.0000 -1 0.0000 -1,500 2.3721 -3,558 3,558 -513
86 1415.HK @COWEL7 HK 2.2892 3.0000 0.025 976 1.0000 -1 -0.0007 -18,000 3.7708 -67,875 67,875 -1,669
92 2543.TW @HWANG2 TW 1.2177 3.0000 0.029 661 1.0000 -1 0.0000 -177 2.6885 -476 476 -14
93 3481.TW @INNOL2 TW 0.9651 2.0000 0.010 3,090 1.0000 -1 -0.0007 -183,000 0.3868 -70,776 70,776 -737
96 1101.TW @TAIWA69 TW 0.4786 2.0000 0.014 6,085 1.0000 -1 -0.0030 -377,000 0.8059 -303,815 303,815 -4,404
98 2400.HK @XDINC1 HK 1.6896 9.0000 0.143 3,201 1.0000 -1 -0.0007 -10,600 6.4907 -68,801 68,801 -9,848
99 0763.HK @ZTECO2 HK 1.9702 9.0000 0.129 2,493 1.0000 -1 0.0000 -1,600 3.2995 -5,279 5,279 -683
101 1963.T @JGCCO1 JP 0.8954 1.0000 0.010 2,264 1.0000 0 0.0000 0 8.7202 0 0 0
116 1109.HK @CHINA182 HK 1.5604 10.0000 0.190 10,265 1.0000 -1 0.0000 -1,500 3.5989 -5,398 5,398 -1,026
118 6618.HK @JDHEA1 HK 2.0488 9.0000 0.133 6,303 1.0000 -1 0.0000 -150 5.9684 -895 895 -119
133 1833.HK @PAGOO1 HK 1.9252 8.0000 0.117 1,264 1.0000 -1 0.0000 -977 1.2446 -1,216 1,216 -143
134 2013.HK @WEIMO2 HK 3.0065 2.0000 0.010 917 1.0000 -1 -0.0012 -458,000 0.2535 -116,109 116,109 -1,182
135 6979.HK @ZJLDG1 HK 1.7149 2.0000 0.018 2,828 1.0000 -1 0.0000 -1,600 0.8344 -1,335 1,335 -23
144 0189.HK @DONGY26 HK 1.5519 7.0000 0.093 2,318 1.0000 -1 -0.0004 -28,000 1.3376 -37,454 37,454 -3,482
145 0998.HK @CHINA536 HK 0.7461 10.0000 0.204 9,112 1.0000 -1 0.0000 -1,000 0.9567 -957 957 -195
148 5871.TW @CHAIL1 TW 1.1467 4.0000 0.037 7,461 1.0000 -1 -0.0018 -40,000 4.4468 -177,872 177,872 -6,546
151 2327.TW @YAGEO2 TW 0.9113 2.0000 0.010 8,376 1.0000 -1 -0.0010 -6,000 17.3783 -104,270 104,270 -1,082
156 0019.HK @SWIRE4 HK 0.5700 6.0000 0.059 3,011 1.0000 -1 -0.0080 -89,000 8.9876 -799,897 799,897 -47,528
161 6952.T @CASIO5 JP 0.5353 3.0000 -0.021 1,874 -1.0000 1 0.0044 55,400 7.8850 436,831 436,831 -9,274
168 0836.HK @CHINA276 HK 0.6193 2.0000 0.016 4,892 1.0000 -1 -0.0151 -606,000 2.4867 -1,506,952 1,506,952 -23,696
173 4816.T @TOEIA1 JP 0.0643 1.0000 0.001 2,259 1.0000 -1 -0.0010 -4,400 22.8910 -100,720 100,720 -116
198 6055.HK @CHINA2407 HK 1.4044 5.0000 0.048 812 1.0000 -1 -0.0012 -28,000 4.1912 -117,355 117,355 -5,634
211 5713.T @SUMIT40 JP 1.7053 1.0000 0.001 6,687 1.0000 -1 -0.0034 -14,800 22.9924 -340,287 340,287 -217
218 3046.T @JINCO1 JP 0.3304 2.0000 0.012 1,229 1.0000 -1 -0.0019 -3,500 53.9645 -188,876 188,876 -2,173
223 1519.TW @FORTU25 TW 1.1508 1.0000 0.008 5,485 1.0000 -1 -0.0010 -5,000 20.9902 -104,951 104,951 -882
233 2264.T @MORIN6 JP 0.2476 2.0000 -0.019 1,977 -1.0000 1 0.0027 12,100 22.2012 268,634 268,634 -5,046
234 1332.T @NIPPO103 JP 0.3932 1.0000 -0.001 1,847 -1.0000 1 0.0070 117,900 5.9124 697,075 697,075 -423
235 2875.T @TOYOS3 JP 0.4322 1.0000 -0.001 7,167 -1.0000 1 0.0010 1,600 64.6357 103,417 103,417 -84
239 S32.AX @SOUTH493 AU 1.2037 1.0000 0.008 8,380 1.0000 -1 -0.0048 -255,498 1.8606 -475,384 475,384 -3,970
255 2317.TW @HONHA4 TW 1.2322 8.0000 0.099 77,631 1.0000 -1 -0.0081 -145,000 5.5883 -810,304 810,304 -80,273
257 4912.T @LIONC3 JP 0.1650 1.0000 0.004 2,765 1.0000 -1 -0.0025 -24,800 9.8833 -245,107 245,107 -1,051
285 3349.T @COSMO23 JP -0.0686 1.0000 -0.003 2,813 -1.0000 1 0.0012 1,800 65.1090 117,196 117,196 -335
313 2914.T @JAPAN208 JP 0.3429 1.0000 -0.007 58,671 -1.0000 1 0.0105 35,800 29.3356 1,050,214 1,050,214 -7,470
317 5388.TW @SERCO6 TW 1.0341 1.0000 0.002 975 1.0000 -1 -0.0002 -7,000 3.2508 -22,755 22,755 -42
358 6586.T @MAKIT6 JP 1.2569 4.0000 0.033 8,436 1.0000 0 0.0000 0 30.1268 0 0 0
386 APA.AX @AUSTP9 AU 0.0579 3.0000 -0.031 7,069 -1.0000 1 0.0042 77,121 5.4186 417,891 417,891 -12,986
394 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.093 270,386 -1.0000 1 0.0029 6,080 48.0800 292,327 292,327 -27,041
396 066570.KS @LGELE11 KR 0.5231 3.0000 -0.026 5,827 -1.0000 1 0.0005 860 54.7839 47,114 47,114 -1,212
397 7453.T @RYOHI2 JP 0.4456 2.0000 0.014 12,587 1.0000 -1 -0.0053 -11,900 44.8284 -533,458 533,458 -7,346
401 1071.HK @HUADI2 HK 0.7122 6.0000 0.068 736 1.0000 -1 -0.0005 -88,000 0.5414 -47,645 47,645 -3,232
408 3939.HK @WANGU1 HK 0.6421 6.0000 0.057 3,363 1.0000 -1 -0.0007 -20,000 3.6944 -73,888 73,888 -4,206
413 6326.T @KUBOT6 JP 0.8740 5.0000 0.051 12,484 1.0000 0 0.0000 0 10.8470 0 0 0
421 1385.HK @SHANG12 HK 2.2071 4.0000 0.035 973 1.0000 -1 -0.0003 -8,000 3.4205 -27,364 27,364 -944
422 9868.HK @XPENG2 HK 2.3558 7.0000 0.081 13,263 1.0000 -1 -0.0016 -18,000 9.0577 -163,038 163,038 -13,262
426 0939.HK @CHINA377 HK 0.7917 9.0000 0.153 254,515 1.0000 -1 -0.0160 -1,508,000 1.0586 -1,596,428 1,596,428 -244,235
433 003490.KS @KOREA192 KR 0.3894 7.0000 -0.080 5,146 -1.0000 1 0.0003 1,551 18.8860 29,292 29,292 -2,331
438 8766.T @MILLE41 JP 1.1167 2.0000 0.012 77,922 1.0000 0 0.0000 0 40.2908 0 0 0
449 CMLT.SI @CAPIT88 SG NaN NaN nan 12,489 NaN -1 -0.0000 -16 1.7069 -27 27 nan
461 CSL.AX @CSLNP2 AU 0.0597 1.0000 -0.010 78,520 -1.0000 0 0.0000 0 162.1609 0 0 -0
463 7270.T @FUJIH3 JP 0.8359 1.0000 0.004 9,920 1.0000 -1 -0.0031 -18,100 17.1293 -310,041 310,041 -1,350
477 1898.HK @CHINA484 HK 0.6600 7.0000 0.087 4,818 1.0000 -1 -0.0012 -102,000 1.1733 -119,676 119,676 -10,461
478 CPU.AX @COMPU62 AU 0.3721 1.0000 0.005 15,557 1.0000 0 0.0000 0 26.8973 0 0 0
484 9923.HK @YEAHK1 HK 2.1542 4.0000 0.034 379 1.0000 -1 -0.0001 -8,000 1.8650 -14,920 14,920 -509
487 8830.T @SUMIT43 JP 0.6588 4.0000 0.037 17,707 1.0000 0 0.0000 0 37.1936 0 0 0
490 024110.KS @INDLB1 KR 0.3338 9.0000 -0.132 11,199 -1.0000 0 0.0000 0 15.1016 0 0 -0
493 WDS.AX @WOODS5 AU 0.5720 2.0000 -0.020 29,936 -1.0000 1 0.0031 19,667 15.7663 310,075 310,075 -6,352
506 8308.T @RESON3 JP 1.0767 2.0000 0.015 20,181 1.0000 0 0.0000 0 8.7473 0 0 0
512 CBA.AX @CMNWL6 AU 0.1721 5.0000 -0.048 197,527 -1.0000 0 0.0000 0 118.0349 0 0 -0
529 4188.T @MITSU116 JP 0.6753 1.0000 -0.009 7,908 -1.0000 0 0.0000 0 5.2497 0 0 -0
549 2388.HK @BOCHO1 HK 0.7219 8.0000 0.100 49,297 1.0000 -1 -0.0009 -19,000 4.6626 -88,589 88,589 -8,876
552 1658.HK @PSBCA1 HK 0.7880 7.0000 0.092 7,936 1.0000 -1 -0.0021 -290,000 0.7402 -214,645 214,645 -19,851
558 9201.T @JAPAN304 JP 0.5741 1.0000 0.006 8,803 1.0000 0 0.0000 0 20.1386 0 0 0
560 9766.T @KONAM10 JP 0.3136 2.0000 0.018 17,438 1.0000 0 0.0000 0 138.0896 0 0 0
561 6871.T @MICRO72 JP 1.5704 2.0000 -0.018 1,481 -1.0000 1 0.0002 500 36.9907 18,495 18,495 -324
562 6981.T @MURAT5 JP 1.1061 2.0000 0.013 28,554 1.0000 0 0.0000 0 14.5461 0 0 0
563 5401.T @NIPPO138 JP 0.6840 1.0000 0.005 20,335 1.0000 -1 -0.0015 -8,000 18.9214 -151,371 151,371 -688
565 4755.T @RAKUT2 JP 0.7637 3.0000 0.021 9,530 1.0000 -1 -0.0009 -17,700 5.3072 -93,937 93,937 -2,010
583 4062.T @IBIDE3 JP 1.3360 1.0000 -0.003 6,094 -1.0000 1 0.0001 300 43.2595 12,978 12,978 -35
588 3064.T @MONOT5 JP 0.3701 1.0000 0.003 4,693 1.0000 -1 -0.0002 -900 18.7219 -16,850 16,850 -46
591 4592.T @SANBI3 JP 1.2955 9.0000 -0.126 1,039 -1.0000 0 0.0000 0 14.4243 0 0 -0
592 STO.AX @SANTO10 AU 0.5098 3.0000 -0.021 16,475 -1.0000 1 0.0004 7,255 5.0726 36,802 36,802 -779
613 2502.T @ASAHI16 JP 0.3244 1.0000 -0.007 19,198 -1.0000 0 0.0000 0 12.6221 0 0 -0
619 6723.T @NECEL1 JP 1.6454 1.0000 0.010 24,105 1.0000 0 0.0000 0 12.8859 0 0 0
620 NST.AX @NTHNS3 AU -0.1361 3.0000 -0.023 15,239 -1.0000 0 0.0000 0 10.6675 0 0 -0
639 601390.SH @CHINA696 CN 0.7582 5.0000 0.050 7,248 1.0000 -1 0.0000 -99 0.8023 -79 79 -4
648 601333.SH @GUANG102 CN 0.6873 2.0000 -0.018 1,239 -1.0000 1 0.0000 78 0.4137 32 32 -1
654 600570.SH @HANGZ8 CN 1.9514 7.0000 0.076 6,957 1.0000 -1 0.0000 -80 4.6549 -372 372 -28
656 688252.SH @JADAR3 CN 1.8582 1.0000 -0.006 456 -1.0000 1 0.0000 44 3.3790 149 149 -1
659 600872.SH @JONJE1 CN 1.2835 2.0000 0.013 1,831 1.0000 0 0.0000 0 2.6408 0 0 0
669 688025.SH @SHENZ288 CN 2.4618 NaN nan 944 NaN 1 -0.0000 85 11.5481 982 982 nan
690 300379.ZK @BEIJI135 CN 1.5191 NaN nan 438 NaN -1 -0.0000 -89 0.7842 -70 70 nan
712 603799.SH @ZHEJI183 CN 1.7124 2.0000 0.016 7,272 1.0000 -1 0.0000 -61 5.2120 -318 318 -5
721 000100.ZK @TCLCO2 CN 1.2732 3.0000 0.027 12,691 1.0000 -1 0.0000 -20 0.6421 -13 13 -0
723 688222.SH @HITGE1 CN 2.1357 5.0000 -0.056 886 -1.0000 1 0.0000 36 2.9890 108 108 -6
730 688599.SH @TRINA7 CN 1.7913 4.0000 -0.037 3,366 -1.0000 1 0.0000 89 2.1756 194 194 -7
731 603355.SH @KINGC7 CN 1.5089 4.0000 0.042 684 1.0000 -1 0.0000 -13 3.2230 -42 42 -2
734 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.006 1,181 -1.0000 1 0.0000 48 2.4500 118 118 -1
735 600248.SH @YANGL1 CN 0.8378 5.0000 0.050 658 1.0000 -1 0.0000 -64 0.5335 -34 34 -2
739 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.038 5,728 1.0000 -1 0.0000 -80 7.8306 -626 626 -24
753 002291.ZK @FOSHA5 CN 1.8080 3.0000 0.022 738 1.0000 -1 0.0000 -3 0.8984 -3 3 -0
755 603233.SH @DASHE1 CN 0.9080 2.0000 0.015 2,728 1.0000 -1 0.0000 -80 2.3957 -192 192 -3
758 601169.SH @BANKO53 CN 0.4357 6.0000 0.058 16,517 1.0000 -1 0.0000 -34 0.9527 -32 32 -2
771 600547.SH @SHAND33 CN 0.4661 1.0000 0.008 7,397 1.0000 -1 0.0000 -41 4.2635 -175 175 -1
777 000065.ZK @NORIN1 CN 1.4194 7.0000 0.081 785 1.0000 -1 0.0000 -70 1.5266 -107 107 -9
781 002821.ZK @ASYMC1 CN 1.7177 1.0000 0.005 2,937 1.0000 -1 0.0000 -63 13.5663 -855 855 -4
791 002241.ZK @GOERT1 CN 1.8469 3.0000 0.028 9,627 1.0000 -1 0.0000 -80 3.2439 -260 260 -7
792 601579.SH @KUAIJ1 CN 0.5923 4.0000 -0.036 534 -1.0000 1 0.0000 95 2.7147 258 258 -9
799 603698.SH @CHANG97 CN 1.0442 1.0000 0.002 495 1.0000 -1 0.0000 -56 2.3093 -129 129 -0
856 601988.SH @BANKO22 CN 0.1636 1.0000 0.005 188,425 1.0000 -1 0.0000 -40 0.7897 -32 32 -0
900 002916.ZK @SHENN1 CN 1.8258 6.0000 -0.070 12,156 -1.0000 1 0.0000 30 18.2323 547 547 -38
920 600926.SH @BANKO586 CN 0.5131 5.0000 0.045 11,739 1.0000 -1 0.0000 -87 2.3469 -204 204 -9
929 002445.ZK @JYZHO1 CN 1.3661 4.0000 -0.036 576 -1.0000 0 0.0000 0 0.3412 0 0 -0
961 002371.ZK @BEIJI84 CN 0.8539 3.0000 0.021 18,252 1.0000 -1 0.0000 -55 44.3761 -2,441 2,441 -52
1017 601328.SH @BANKO37 CN 0.3235 5.0000 0.044 59,374 1.0000 0 0.0000 0 1.1129 0 0 0
1019 603993.SH @CHINA1517 CN 1.4332 7.0000 0.075 13,576 1.0000 0 0.0000 0 1.1268 0 0 0
1026 002625.ZK @ZHEJI134 CN 1.5464 3.0000 0.025 7,646 1.0000 0 0.0000 0 5.5449 0 0 0
1048 HMPRO_n.BK @HOMEP3 TH 0.2507 1.0000 -0.001 1,499 -1.0000 1 0.0027 1,165,800 0.2280 265,771 265,771 -188
1052 BBL_n.BK @BANGK27 TH 0.2242 4.0000 0.043 8,497 1.0000 -1 -0.0107 -239,500 4.4516 -1,066,166 1,066,166 -45,670
1057 GULF_n.BK @GULFD3 TH NaN NaN nan 15,741 NaN -1 -0.0000 -13 1.3863 -18 18 nan