total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -728,859 21,204,344 104 401,907,809 -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 0.128 5,308 1.0000 -1 0.0000 -1,000 3.4088 -3,409 3,409 -437
49 9001.T @TOBUR1 JP 0.2629 2.0000 -0.019 3,398 -1.0000 1 0.0099 58,800 16.8884 993,038 993,038 -18,700
64 0267.HK @CITIC10 HK 1.4192 9.0000 0.128 10,950 1.0000 -1 -0.0041 -296,000 1.3941 -412,659 412,659 -53,007
68 2212.T @YAMAZ1 JP 0.3373 1.0000 -0.002 4,118 -1.0000 1 0.0052 23,900 21.7362 519,495 519,495 -938
80 1378.HK @CHINA1377 HK 1.6412 9.0000 0.132 7,751 1.0000 -1 0.0000 -1,500 2.4544 -3,682 3,682 -484
86 1415.HK @COWEL7 HK 2.2892 3.0000 0.029 983 1.0000 -1 -0.0007 -18,000 3.7975 -68,355 68,355 -1,986
92 2543.TW @HWANG2 TW 1.2177 3.0000 0.028 650 1.0000 -1 0.0000 -177 2.6454 -468 468 -13
93 3481.TW @INNOL2 TW 0.9651 1.0000 0.003 3,056 1.0000 -1 -0.0007 -183,000 0.3825 -70,002 70,002 -200
95 8069.TWO @PRIME74 TW 0.8724 2.0000 0.016 7,501 1.0000 -1 -0.0032 -43,000 7.4124 -318,735 318,735 -5,229
96 1101.TW @TAIWA69 TW 0.4786 1.0000 0.004 6,021 1.0000 -1 -0.0030 -377,000 0.7973 -300,600 300,600 -1,175
98 2400.HK @XDINC1 HK 1.6896 9.0000 0.138 3,224 1.0000 -1 -0.0007 -10,600 6.5373 -69,296 69,296 -9,545
99 0763.HK @ZTECO2 HK 1.9702 9.0000 0.131 2,503 1.0000 -1 0.0000 -1,600 3.3133 -5,301 5,301 -696
115 1109.HK @CHINA182 HK 1.5604 10.0000 0.173 10,305 1.0000 -1 0.0000 -1,500 3.6127 -5,419 5,419 -936
117 6618.HK @JDHEA1 HK 2.0488 9.0000 0.133 6,419 1.0000 -1 0.0000 -150 6.0786 -912 912 -121
131 1952.HK @EVERE39 HK 1.8549 1.0000 0.000 3,036 1.0000 -1 -0.0051 -55,000 9.2644 -509,542 509,542 -81
132 1833.HK @PAGOO1 HK 1.9252 9.0000 0.123 1,256 1.0000 -1 0.0000 -977 1.2361 -1,208 1,208 -149
133 2013.HK @WEIMO2 HK 3.0065 1.0000 0.001 945 1.0000 -1 -0.0012 -458,000 0.2612 -119,647 119,647 -133
134 6979.HK @ZJLDG1 HK 1.7149 2.0000 0.011 2,841 1.0000 -1 0.0000 -1,600 0.8385 -1,342 1,342 -14
143 0189.HK @DONGY26 HK 1.5519 8.0000 0.109 2,274 1.0000 -1 -0.0004 -28,000 1.3126 -36,752 36,752 -4,018
144 0998.HK @CHINA536 HK 0.7461 10.0000 0.182 9,200 1.0000 -1 0.0000 -1,000 0.9659 -966 966 -175
147 5871.TW @CHAIL1 TW 1.1467 4.0000 0.041 7,388 1.0000 -1 -0.0018 -40,000 4.4033 -176,131 176,131 -7,212
155 0019.HK @SWIRE4 HK 0.5700 7.0000 0.074 2,982 1.0000 -1 -0.0070 -79,000 8.9012 -703,195 703,195 -51,759
158 6460.T @SEGAS1 JP 0.4126 1.0000 0.005 3,526 1.0000 -1 -0.0020 -9,500 20.9702 -199,217 199,217 -1,019
160 6952.T @CASIO5 JP 0.5353 2.0000 -0.011 1,861 -1.0000 1 0.0043 55,400 7.8277 433,656 433,656 -4,615
167 0836.HK @CHINA276 HK 0.6193 2.0000 0.013 4,904 1.0000 -1 -0.0151 -606,000 2.4926 -1,510,511 1,510,511 -19,898
172 4816.T @TOEIA1 JP 0.0643 2.0000 0.011 2,202 1.0000 -1 -0.0010 -4,400 22.3073 -98,152 98,152 -1,055
180 6755.T @FUJIT32 JP 0.3045 1.0000 0.004 267 1.0000 -1 0.0000 -26 18.7933 -489 489 -2
197 6055.HK @CHINA2407 HK 1.4044 5.0000 0.055 808 1.0000 -1 -0.0011 -26,000 4.1734 -108,509 108,509 -5,916
202 ASX.AX @AUSTS4 AU 0.1923 1.0000 -0.004 9,110 -1.0000 1 0.0025 5,289 46.8850 247,975 247,975 -1,115
206 9688.HK @ZAILA3 HK 1.7800 3.0000 0.021 3,850 1.0000 -1 -0.0044 -126,000 3.4662 -436,739 436,739 -9,188
210 5713.T @SUMIT40 JP 1.7053 1.0000 0.005 6,696 1.0000 -1 -0.0034 -14,800 23.0263 -340,789 340,789 -1,698
213 CAST.NS @CASTR8 IN 0.3698 5.0000 0.043 1,246 1.0000 0 0.0000 0 2.5711 0 0 0
217 3046.T @JINCO1 JP 0.3304 3.0000 0.025 1,206 1.0000 -1 -0.0019 -3,500 52.9463 -185,312 185,312 -4,690
220 REA.AX @REALE5 AU 0.2270 1.0000 -0.005 8,052 -1.0000 1 0.0005 309 156.2788 48,290 48,290 -252
232 2264.T @MORIN6 JP 0.2476 2.0000 -0.020 1,963 -1.0000 1 0.0027 12,100 22.0453 266,748 266,748 -5,435
233 1332.T @NIPPO103 JP 0.3932 1.0000 -0.002 1,843 -1.0000 1 0.0070 117,900 5.8980 695,375 695,375 -1,215
234 2875.T @TOYOS3 JP 0.4322 2.0000 -0.012 7,247 -1.0000 1 0.0010 1,600 65.3564 104,570 104,570 -1,267
240 310210.KQ @VORON20 KR 1.2027 10.0000 -0.186 1,881 -1.0000 0 0.0000 0 102.2858 0 0 -0
254 2317.TW @HONHA4 TW 1.2322 5.0000 0.052 78,173 1.0000 -1 -0.0082 -145,000 5.6273 -815,964 815,964 -42,422
256 4912.T @LIONC3 JP 0.1650 1.0000 0.007 2,730 1.0000 -1 -0.0024 -24,800 9.7561 -241,951 241,951 -1,686
278 COL.AX @COLES10 AU -0.1816 1.0000 -0.007 17,979 -1.0000 1 0.0163 121,519 13.4041 1,628,849 1,628,849 -10,742
320 HMC.AX @HOMEC18 AU 1.1430 7.0000 -0.073 838 -1.0000 0 -0.0000 0 2.5063 0 0 -0
354 2884.TW @ESUNF1 TW 0.5285 2.0000 0.014 19,036 1.0000 -1 -0.0008 -66,000 1.1901 -78,545 78,545 -1,092
382 2891.TW @CHINA244 TW 0.6269 3.0000 0.022 28,530 1.0000 -1 -0.0092 -634,000 1.4519 -920,496 920,496 -19,872
384 APA.AX @AUSTP9 AU 0.0579 5.0000 -0.045 7,032 -1.0000 1 0.0043 79,972 5.3903 431,071 431,071 -19,230
392 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.086 271,239 -1.0000 1 0.0029 6,080 48.2317 293,249 293,249 -25,216
394 066570.KS @LGELE11 KR 0.5231 3.0000 -0.025 5,826 -1.0000 1 0.0005 860 54.7729 47,105 47,105 -1,192
395 7453.T @RYOHI2 JP 0.4456 1.0000 0.006 12,829 1.0000 -1 -0.0054 -11,900 45.6897 -543,708 543,708 -3,502
397 VNT.AX @VENTI5 AU 0.2548 1.0000 -0.009 2,874 -1.0000 1 0.0007 21,251 3.4373 73,046 73,046 -645
399 1071.HK @HUADI2 HK 0.7122 6.0000 0.067 736 1.0000 -1 -0.0005 -88,000 0.5416 -47,660 47,660 -3,183
406 3939.HK @WANGU1 HK 0.6421 6.0000 0.068 3,301 1.0000 -1 -0.0007 -20,000 3.6255 -72,509 72,509 -4,918
418 1385.HK @SHANG12 HK 2.2071 5.0000 0.051 960 1.0000 -1 -0.0003 -8,000 3.3770 -27,016 27,016 -1,368
419 9868.HK @XPENG2 HK 2.3558 6.0000 0.065 13,426 1.0000 -1 -0.0017 -18,000 9.1688 -165,039 165,039 -10,679
420 QAN.AX @QANTA2 AU 0.3991 2.0000 -0.011 10,935 -1.0000 1 0.0029 40,749 7.2261 294,456 294,456 -3,335
423 0939.HK @CHINA377 HK 0.7917 9.0000 0.129 259,497 1.0000 -1 -0.0163 -1,508,000 1.0794 -1,627,673 1,627,673 -209,802
430 003490.KS @KOREA192 KR 0.3894 6.0000 -0.063 5,083 -1.0000 1 0.0003 1,551 18.6530 28,931 28,931 -1,809
445 CMLT.SI @CAPIT88 SG NaN NaN nan 12,524 NaN -1 -0.0000 -16 1.7115 -27 27 nan
456 7269.T @SUZUK8 JP 0.7971 2.0000 0.020 21,417 1.0000 -1 -0.0033 -30,100 10.9017 -328,141 328,141 -6,639
457 6902.T @DENSO3 JP 0.7964 1.0000 0.005 27,935 1.0000 -1 -0.0028 -21,600 13.1459 -283,951 283,951 -1,561
458 7270.T @FUJIH3 JP 0.8359 2.0000 0.015 9,808 1.0000 -1 -0.0031 -18,100 16.9354 -306,531 306,531 -4,608
472 1898.HK @CHINA484 HK 0.6600 7.0000 0.080 4,883 1.0000 -1 -0.0012 -102,000 1.1890 -121,273 121,273 -9,684
474 259960.KS @KRAFT40 KR -0.1033 1.0000 -0.005 10,371 -1.0000 1 0.0002 80 254.4566 20,357 20,357 -111
478 9923.HK @YEAHK1 HK 2.1542 1.0000 0.000 417 1.0000 -1 -0.0002 -8,000 2.0542 -16,434 16,434 -5
484 SOL.AX @SOULP2 AU 0.2191 1.0000 -0.000 7,381 -1.0000 1 0.0058 21,455 27.1141 581,733 581,733 -61
485 WDS.AX @WOODS5 AU 0.5720 3.0000 -0.031 30,160 -1.0000 1 0.0031 19,667 15.8844 312,398 312,398 -9,747
488 7532.T @DONQU3 JP 0.3513 2.0000 0.014 14,628 1.0000 -1 -0.0020 -5,900 33.8574 -199,759 199,759 -2,864
511 009540.KS @HYUND30 KR 0.4146 1.0000 -0.006 10,962 -1.0000 1 0.0046 1,914 238.2835 456,075 456,075 -2,778
517 5411.T @JFEHO1 JP 0.7936 1.0000 0.008 7,340 1.0000 -1 -0.0031 -27,300 11.4795 -313,391 313,391 -2,465
528 6857.T @ADVAN93 JP 1.3590 6.0000 0.070 57,578 1.0000 -1 -0.0011 -1,500 75.1529 -112,729 112,729 -7,843
538 2388.HK @BOCHO1 HK 0.7219 5.0000 0.052 49,986 1.0000 -1 -0.0009 -19,000 4.7278 -89,828 89,828 -4,648
541 1658.HK @PSBCA1 HK 0.7880 7.0000 0.088 8,007 1.0000 -1 -0.0022 -290,000 0.7468 -216,560 216,560 -19,092
545 6361.T @EBARA3 JP 1.5611 1.0000 -0.002 9,209 -1.0000 1 0.0008 4,100 19.9254 81,694 81,694 -124
549 5401.T @NIPPO138 JP 0.6840 3.0000 0.024 19,974 1.0000 -1 -0.0015 -8,000 18.5850 -148,680 148,680 -3,532
551 4755.T @RAKUT2 JP 0.7637 4.0000 0.035 9,343 1.0000 -1 -0.0009 -17,700 5.2006 -92,050 92,050 -3,265
574 3064.T @MONOT5 JP 0.3701 2.0000 0.016 4,559 1.0000 -1 -0.0002 -900 18.1885 -16,370 16,370 -265
577 STO.AX @SANTO10 AU 0.5098 3.0000 -0.029 16,492 -1.0000 1 0.0013 25,249 5.0778 128,209 128,209 -3,664
599 7013.T @ISHIK5 JP 1.1048 2.0000 0.010 16,016 1.0000 -1 -0.0029 -2,800 103.5409 -289,915 289,915 -3,033
606 CAR.AX @CARSA1 AU 0.2213 4.0000 -0.033 9,281 -1.0000 1 0.0009 3,737 24.5622 91,789 91,789 -3,047
621 WOR.AX @WORLE1 AU 0.7134 1.0000 -0.003 4,547 -1.0000 1 0.0001 1,248 8.5932 10,724 10,724 -35
631 601390.SH @CHINA696 CN 0.7582 5.0000 0.049 7,086 1.0000 -1 0.0000 -99 0.7844 -78 78 -4
640 601333.SH @GUANG102 CN 0.6873 3.0000 -0.022 1,244 -1.0000 1 0.0000 78 0.4152 32 32 -1
646 600570.SH @HANGZ8 CN 1.9514 7.0000 0.083 7,012 1.0000 -1 0.0000 -80 4.6922 -375 375 -31
660 688025.SH @SHENZ288 CN 2.4618 NaN nan 945 NaN 1 -0.0000 85 11.5591 983 983 nan
681 300379.ZK @BEIJI135 CN 1.5191 NaN nan 428 NaN -1 -0.0000 -89 0.7662 -68 68 nan
712 000100.ZK @TCLCO2 CN 1.2732 6.0000 0.064 12,419 1.0000 -1 0.0000 -20 0.6283 -13 13 -1
714 688222.SH @HITGE1 CN 2.1357 6.0000 -0.068 919 -1.0000 1 0.0000 36 3.0984 112 112 -8
721 688599.SH @TRINA7 CN 1.7913 4.0000 -0.038 3,290 -1.0000 1 0.0000 89 2.1260 189 189 -7
722 603355.SH @KINGC7 CN 1.5089 4.0000 0.042 681 1.0000 -1 0.0000 -13 3.2099 -42 42 -2
725 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.005 1,194 -1.0000 1 0.0000 48 2.4770 119 119 -1
726 600248.SH @YANGL1 CN 0.8378 5.0000 0.053 659 1.0000 -1 0.0000 -64 0.5336 -34 34 -2
730 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.038 5,731 1.0000 -1 0.0000 -80 7.8338 -627 627 -24
740 601006.SH @DAQIN5 CN 0.2200 1.0000 0.005 9,190 1.0000 -1 0.0000 -46 0.8944 -41 41 -0
744 002291.ZK @FOSHA5 CN 1.8080 3.0000 0.029 734 1.0000 -1 0.0000 -3 0.8930 -3 3 -0
746 603233.SH @DASHE1 CN 0.9080 2.0000 0.019 2,696 1.0000 -1 0.0000 -80 2.3670 -189 189 -4
749 601169.SH @BANKO53 CN 0.4357 6.0000 0.062 16,569 1.0000 -1 0.0000 -34 0.9557 -32 32 -2
762 600547.SH @SHAND33 CN 0.4661 1.0000 0.010 7,481 1.0000 -1 0.0000 -41 4.3118 -177 177 -2
768 000065.ZK @NORIN1 CN 1.4194 7.0000 0.083 787 1.0000 -1 0.0000 -70 1.5297 -107 107 -9
772 002821.ZK @ASYMC1 CN 1.7177 2.0000 0.011 2,965 1.0000 -1 0.0000 -63 13.6962 -863 863 -10
782 002241.ZK @GOERT1 CN 1.8469 7.0000 0.079 9,390 1.0000 -1 0.0000 -80 3.1639 -253 253 -20
783 601579.SH @KUAIJ1 CN 0.5923 4.0000 -0.042 530 -1.0000 1 0.0000 95 2.6972 256 256 -11
806 600104.SH @SAUTO1 CN 0.8237 1.0000 0.003 8,928 1.0000 -1 -0.0001 -4,099 2.4882 -10,199 10,199 -28
835 300310.ZK @GUANG156 CN 2.4991 1.0000 0.001 786 1.0000 -1 0.0000 -34 0.8916 -30 30 -0
847 601988.SH @BANKO22 CN 0.1636 2.0000 0.012 189,133 1.0000 -1 0.0000 -40 0.7927 -32 32 -0
881 300677.ZK @SHAND161 CN 1.4875 9.0000 -0.144 2,663 -1.0000 0 0.0000 0 4.1488 0 0 -0
891 002916.ZK @SHENN1 CN 1.8258 5.0000 -0.054 12,224 -1.0000 1 0.0000 30 18.3341 550 550 -30
915 600519.SH @KWEIC2 CN 0.9770 8.0000 0.102 115,685 1.0000 0 0.0000 0 200.1978 0 0 0
940 002019.ZK @ZHEJI46 CN 1.4000 5.0000 -0.043 2,478 -1.0000 0 0.0000 0 2.0368 0 0 -0
982 301085.ZK @BEIJI363 CN 2.4003 9.0000 -0.135 677 -1.0000 0 0.0000 0 8.6627 0 0 -0
985 300760.ZK @SHENZ272 CN 1.1567 3.0000 0.023 18,649 1.0000 0 0.0000 0 31.3908 0 0 0
1014 002352.ZK @MAANS6 CN 0.8192 5.0000 0.055 15,066 1.0000 0 0.0000 0 6.6468 0 0 0
1015 002028.ZK @SHANG53 CN 0.4410 4.0000 0.039 8,270 1.0000 0 0.0000 0 10.6243 0 0 0
1021 300848.ZK @MIRAC10 CN 1.6479 10.0000 -0.183 927 -1.0000 0 0.0000 0 2.5202 0 0 -0
1036 HMPRO_n.BK @HOMEP3 TH 0.2507 2.0000 -0.012 1,574 -1.0000 1 0.0018 737,700 0.2394 176,592 176,592 -2,190
1037 KTC_n.BK @KRUNG16 TH -0.0980 4.0000 0.035 1,127 1.0000 0 0.0000 0 0.8571 0 0 0
1040 BBL_n.BK @BANGK27 TH 0.2242 9.0000 0.136 8,402 1.0000 -1 -0.0046 -104,500 4.4015 -459,961 459,961 -62,334
1045 GULF_n.BK @GULFD3 TH NaN NaN nan 15,782 NaN -1 -0.0000 -13 1.3900 -18 18 nan