total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -762,289 18,493,860 105 399,660,536 -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 0.123 5,308 1.0000 -1 0.0000 -1,000 3.4088 -3,409 3,409 -418
49 9001.T @TOBUR1 JP 0.2629 2.0000 -0.012 3,398 -1.0000 1 0.0099 58,800 16.8884 993,038 993,038 -11,817
64 0267.HK @CITIC10 HK 1.4192 6.0000 0.066 11,190 1.0000 -1 -0.0042 -296,000 1.4247 -421,712 421,712 -27,963
80 1378.HK @CHINA1377 HK 1.6412 8.0000 0.120 8,109 1.0000 -1 0.0000 -1,500 2.5678 -3,852 3,852 -461
86 1415.HK @COWEL7 HK 2.2892 5.0000 0.050 960 1.0000 -1 -0.0007 -18,000 3.7083 -66,750 66,750 -3,340
89 2376.TW @GIGAB3 TW 1.0251 1.0000 0.001 6,220 1.0000 -1 -0.0043 -44,000 9.8776 -434,614 434,614 -374
92 2543.TW @HWANG2 TW 1.2177 4.0000 0.041 642 1.0000 -1 0.0000 -177 2.6148 -463 463 -19
93 3481.TW @INNOL2 TW 0.9651 2.0000 0.020 3,042 1.0000 -1 -0.0007 -183,000 0.3808 -69,691 69,691 -1,361
95 8069.TWO @PRIME74 TW 0.8724 5.0000 0.055 7,432 1.0000 -1 -0.0032 -43,000 7.3444 -315,811 315,811 -17,507
96 1101.TW @TAIWA69 TW 0.4786 4.0000 0.037 6,021 1.0000 -1 -0.0030 -377,000 0.7973 -300,600 300,600 -10,996
98 2400.HK @XDINC1 HK 1.6896 9.0000 0.141 3,262 1.0000 -1 -0.0007 -10,600 6.6138 -70,106 70,106 -9,917
99 0763.HK @ZTECO2 HK 1.9702 9.0000 0.140 2,498 1.0000 -1 0.0000 -1,600 3.3069 -5,291 5,291 -742
115 1109.HK @CHINA182 HK 1.5604 9.0000 0.148 10,487 1.0000 -1 0.0000 -1,500 3.6764 -5,515 5,515 -815
117 6618.HK @JDHEA1 HK 2.0488 9.0000 0.139 6,500 1.0000 -1 0.0000 -150 6.1550 -923 923 -129
132 1833.HK @PAGOO1 HK 1.9252 9.0000 0.123 1,257 1.0000 -1 0.0000 -977 1.2374 -1,209 1,209 -149
133 2013.HK @WEIMO2 HK 3.0065 2.0000 0.010 935 1.0000 -1 -0.0012 -458,000 0.2587 -118,480 118,480 -1,190
134 6979.HK @ZJLDG1 HK 1.7149 1.0000 0.004 2,898 1.0000 -1 0.0000 -1,600 0.8551 -1,368 1,368 -5
143 0189.HK @DONGY26 HK 1.5519 9.0000 0.123 2,283 1.0000 -1 -0.0004 -28,000 1.3177 -36,894 36,894 -4,536
144 0998.HK @CHINA536 HK 0.7461 10.0000 0.171 9,249 1.0000 -1 0.0000 -1,000 0.9710 -971 971 -166
147 5871.TW @CHAIL1 TW 1.1467 4.0000 0.039 7,388 1.0000 -1 -0.0018 -40,000 4.4033 -176,131 176,131 -6,931
150 2327.TW @YAGEO2 TW 0.9113 1.0000 0.005 8,407 1.0000 -1 -0.0010 -6,000 17.4430 -104,658 104,658 -556
155 0019.HK @SWIRE4 HK 0.5700 6.0000 0.060 3,011 1.0000 -1 -0.0071 -78,500 8.9904 -705,747 705,747 -42,230
158 6460.T @SEGAS1 JP 0.4126 2.0000 0.010 3,526 1.0000 -1 -0.0020 -9,500 20.9702 -199,217 199,217 -1,979
167 0836.HK @CHINA276 HK 0.6193 1.0000 0.008 4,994 1.0000 -1 -0.0154 -606,000 2.5385 -1,538,312 1,538,312 -11,927
172 4816.T @TOEIA1 JP 0.0643 2.0000 0.016 2,202 1.0000 -1 -0.0010 -4,400 22.3073 -98,152 98,152 -1,575
177 6178.T @JAPAN372 JP 0.7357 5.0000 0.049 26,967 1.0000 0 0.0000 0 9.0708 0 0 0
180 6755.T @FUJIT32 JP 0.3045 2.0000 0.011 267 1.0000 -1 0.0000 -26 18.7933 -489 489 -5
197 6055.HK @CHINA2407 HK 1.4044 7.0000 0.076 789 1.0000 -1 -0.0007 -18,000 4.0715 -73,287 73,287 -5,544
206 9688.HK @ZAILA3 HK 1.7800 2.0000 0.020 3,871 1.0000 -1 -0.0044 -126,000 3.4853 -439,148 439,148 -8,670
208 0853.HK @MICRO183 HK 2.7963 2.0000 0.018 1,418 1.0000 -1 -0.0044 -417,800 1.0500 -438,711 438,711 -8,085
216 3046.T @JINCO1 JP 0.3304 3.0000 0.026 1,206 1.0000 -1 -0.0017 -3,300 52.9463 -174,723 174,723 -4,545
221 1519.TW @FORTU25 TW 1.1508 1.0000 0.001 5,616 1.0000 -1 -0.0011 -5,000 21.4893 -107,446 107,446 -105
231 2264.T @MORIN6 JP 0.2476 2.0000 -0.017 1,963 -1.0000 1 0.0027 12,100 22.0453 266,748 266,748 -4,644
232 1332.T @NIPPO103 JP 0.3932 1.0000 -0.000 1,843 -1.0000 1 0.0069 117,400 5.8980 692,426 692,426 -176
233 2875.T @TOYOS3 JP 0.4322 1.0000 -0.004 7,247 -1.0000 1 0.0008 1,200 65.3564 78,428 78,428 -333
252 2317.TW @HONHA4 TW 1.2322 7.0000 0.083 77,937 1.0000 -1 -0.0081 -145,000 5.6103 -813,499 813,499 -67,210
254 4912.T @LIONC3 JP 0.1650 2.0000 0.010 2,730 1.0000 -1 -0.0024 -24,800 9.7561 -241,951 241,951 -2,428
344 1969.T @TAKAS10 JP 0.5090 3.0000 0.024 3,533 1.0000 0 0.0000 0 50.3057 0 0 0
351 2884.TW @ESUNF1 TW 0.5285 8.0000 0.108 18,601 1.0000 -1 -0.0008 -66,660 1.1629 -77,517 77,517 -8,338
372 5631.T @JAPAN191 JP 1.4449 3.0000 -0.023 4,251 -1.0000 0 0.0000 0 57.1256 0 0 -0
375 032830.KS @SAMSU501 KR 0.4442 3.0000 0.028 14,297 1.0000 -1 -0.0002 -197 95.3134 -18,777 18,777 -527
376 7564.T @WORKM1 JP 0.1664 1.0000 0.007 2,186 1.0000 -1 -0.0007 -1,700 43.0693 -73,218 73,218 -492
379 2891.TW @CHINA244 TW 0.6269 4.0000 0.036 28,397 1.0000 -1 -0.0092 -634,000 1.4451 -916,185 916,185 -33,131
381 APA.AX @AUSTP9 AU 0.0579 4.0000 -0.032 7,006 -1.0000 1 0.0044 81,517 5.3707 437,807 437,807 -13,948
389 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.081 274,068 -1.0000 1 0.0030 6,080 48.7349 296,308 296,308 -23,948
391 066570.KS @LGELE11 KR 0.5231 4.0000 -0.033 5,857 -1.0000 1 0.0005 860 55.0604 47,352 47,352 -1,584
392 7453.T @RYOHI2 JP 0.4456 3.0000 0.022 12,829 1.0000 -1 -0.0048 -10,400 45.6897 -475,173 475,173 -10,286
396 1071.HK @HUADI2 HK 0.7122 7.0000 0.073 741 1.0000 -1 -0.0005 -88,000 0.5454 -47,996 47,996 -3,524
403 3939.HK @WANGU1 HK 0.6421 7.0000 0.074 3,318 1.0000 -1 -0.0007 -20,000 3.6446 -72,892 72,892 -5,404
415 1385.HK @SHANG12 HK 2.2071 6.0000 0.061 951 1.0000 -1 -0.0003 -8,000 3.3451 -26,761 26,761 -1,620
416 9868.HK @XPENG2 HK 2.3558 7.0000 0.089 13,463 1.0000 -1 -0.0017 -18,000 9.1943 -165,497 165,497 -14,657
420 0939.HK @CHINA377 HK 0.7917 10.0000 0.167 256,433 1.0000 -1 -0.0155 -1,456,000 1.0666 -1,552,992 1,552,992 -259,675
427 003490.KS @KOREA192 KR 0.3894 5.0000 -0.044 4,975 -1.0000 1 0.0003 1,551 18.2576 28,318 28,318 -1,237
442 CMLT.SI @CAPIT88 SG NaN NaN nan 12,694 NaN -1 -0.0000 -16 1.7349 -28 28 nan
449 5108.T @BRIDG9 JP 0.5866 1.0000 0.002 25,573 1.0000 -1 -0.0027 -6,600 40.2607 -265,721 265,721 -425
453 7269.T @SUZUK8 JP 0.7971 3.0000 0.024 21,417 1.0000 -1 -0.0033 -30,100 10.9017 -328,141 328,141 -7,727
454 6902.T @DENSO3 JP 0.7964 2.0000 0.010 27,935 1.0000 -1 -0.0028 -21,600 13.1459 -283,951 283,951 -2,973
455 7270.T @FUJIH3 JP 0.8359 3.0000 0.023 9,808 1.0000 -1 -0.0031 -18,100 16.9354 -306,531 306,531 -6,909
462 3690.HK @MEITU5 HK 1.7506 6.0000 0.062 92,183 1.0000 0 0.0000 0 16.6683 0 0 0
469 1898.HK @CHINA484 HK 0.6600 6.0000 0.063 5,013 1.0000 -1 -0.0010 -82,000 1.2208 -100,106 100,106 -6,286
471 259960.KS @KRAFT40 KR -0.1033 2.0000 -0.015 10,356 -1.0000 1 0.0002 80 254.0972 20,328 20,328 -306
475 9923.HK @YEAHK1 HK 2.1542 5.0000 0.043 393 1.0000 -1 -0.0002 -8,000 1.9370 -15,496 15,496 -667
482 WDS.AX @WOODS5 AU 0.5720 6.0000 -0.065 30,593 -1.0000 0 0.0000 0 16.1122 0 0 -0
485 7532.T @DONQU3 JP 0.3513 3.0000 0.026 14,628 1.0000 -1 -0.0019 -5,700 33.8574 -192,987 192,987 -4,941
488 6594.T @NIDEC6 JP 1.1933 2.0000 0.018 21,976 1.0000 0 0.0000 0 18.4271 0 0 0
498 2628.HK @CHINA280 HK 1.9724 7.0000 0.085 19,060 1.0000 0 0.0000 0 2.5614 0 0 0
508 009540.KS @HYUND30 KR 0.4146 3.0000 -0.027 11,276 -1.0000 1 0.0047 1,914 245.1121 469,145 469,145 -12,834
514 5411.T @JFEHO1 JP 0.7936 4.0000 0.032 7,340 1.0000 -1 -0.0024 -21,300 11.4795 -244,514 244,514 -7,911
525 6857.T @ADVAN93 JP 1.3590 7.0000 0.081 57,578 1.0000 0 0.0000 0 75.1529 0 0 0
535 2388.HK @BOCHO1 HK 0.7219 6.0000 0.063 50,053 1.0000 -1 -0.0009 -19,000 4.7341 -89,949 89,949 -5,627
538 1658.HK @PSBCA1 HK 0.7880 9.0000 0.145 7,898 1.0000 -1 -0.0021 -290,000 0.7366 -213,603 213,603 -30,980
546 5401.T @NIPPO138 JP 0.6840 5.0000 0.048 19,974 1.0000 -1 -0.0015 -8,000 18.5850 -148,680 148,680 -7,112
548 4755.T @RAKUT2 JP 0.7637 3.0000 0.030 9,343 1.0000 0 0.0000 0 5.2006 0 0 0
551 BOQ.AX @BKOFQ1 AU 0.2033 6.0000 -0.063 3,290 -1.0000 0 0.0000 0 4.9736 0 0 -0
554 ORI.AX @ORICA3 AU 0.5385 6.0000 -0.070 6,480 -1.0000 0 0.0000 0 13.5278 0 0 -0
571 3064.T @MONOT5 JP 0.3701 3.0000 0.022 4,559 1.0000 -1 -0.0001 -800 18.1885 -14,551 14,551 -326
574 STO.AX @SANTO10 AU 0.5098 2.0000 -0.012 16,534 -1.0000 1 0.0014 27,896 5.0908 142,013 142,013 -1,721
593 8795.T @TDHOL2 JP 0.9928 1.0000 0.008 12,446 1.0000 -1 -0.0009 -3,900 22.8785 -89,226 89,226 -708
594 4205.T @ZEONC2 JP 0.7446 5.0000 -0.052 2,249 -1.0000 0 -0.0000 0 10.4482 0 0 -0
596 7013.T @ISHIK5 JP 1.1048 6.0000 0.072 16,016 1.0000 0 0.0000 0 103.5409 0 0 0
598 MP1.AX @MEGAP9 AU 0.7489 8.0000 -0.120 1,492 -1.0000 0 -0.0000 0 9.2702 0 0 -0
603 CAR.AX @CARSA1 AU 0.2213 1.0000 -0.005 9,114 -1.0000 1 0.0009 3,852 24.1195 92,908 92,908 -463
606 9104.T @MITSU91 JP 0.4104 3.0000 -0.026 11,617 -1.0000 0 0.0000 0 32.0164 0 0 -0
607 6701.T @NECCO8 JP 0.8724 2.0000 0.013 36,950 1.0000 -1 -0.0002 -800 27.0846 -21,668 21,668 -276
618 WOR.AX @WORLE1 AU 0.7134 2.0000 0.018 4,485 1.0000 0 0.0000 0 8.4760 0 0 0
628 8630.T @NKSJH1 JP 0.6612 2.0000 0.018 27,149 1.0000 -1 -0.0002 -600 29.0600 -17,436 17,436 -316
629 9633.HK @NONGF1 HK 1.2316 3.0000 0.028 21,009 1.0000 -1 -0.0002 -4,000 5.6389 -22,556 22,556 -637
650 601333.SH @GUANG102 CN 0.6873 3.0000 -0.031 1,265 -1.0000 1 0.0000 78 0.4221 33 33 -1
656 600570.SH @HANGZ8 CN 1.9514 7.0000 0.087 6,892 1.0000 -1 0.0000 -80 4.6114 -369 369 -32
670 688025.SH @SHENZ288 CN 2.4618 NaN nan 933 NaN 1 -0.0000 85 11.4184 971 971 nan
690 300379.ZK @BEIJI135 CN 1.5191 NaN nan 426 NaN -1 -0.0000 -89 0.7635 -68 68 nan
703 002017.ZK @ZHUHA5 CN 1.4956 1.0000 -0.009 921 -1.0000 1 0.0031 109,200 2.8323 309,288 309,288 -2,746
704 605499.SH @EASTR12 CN 0.4139 4.0000 0.038 20,471 1.0000 -1 0.0000 -30 41.4383 -1,243 1,243 -47
708 688169.SH @BEIJI316 CN 1.4621 2.0000 0.016 5,785 1.0000 -1 0.0000 -38 22.3269 -848 848 -13
723 688222.SH @HITGE1 CN 2.1357 7.0000 -0.090 977 -1.0000 1 0.0000 36 3.2962 119 119 -11
729 688599.SH @TRINA7 CN 1.7913 5.0000 -0.045 3,344 -1.0000 1 0.0000 89 2.1608 192 192 -9
730 603355.SH @KINGC7 CN 1.5089 4.0000 0.035 687 1.0000 -1 0.0000 -13 3.2391 -42 42 -1
733 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.001 1,189 -1.0000 1 0.0000 48 2.4673 118 118 -0
734 600248.SH @YANGL1 CN 0.8378 4.0000 0.035 683 1.0000 -1 0.0000 -64 0.5531 -35 35 -1
738 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.027 5,725 1.0000 -1 0.0000 -80 7.8254 -626 626 -17
739 300750.ZK @CONTE31 CN 1.4933 2.0000 -0.018 132,103 -1.0000 1 0.0000 22 38.9612 857 857 -16
742 600406.SH @NARIT1 CN 0.1947 4.0000 -0.038 11,033 -1.0000 1 0.0000 62 3.1945 198 198 -8
748 601006.SH @DAQIN5 CN 0.2200 1.0000 0.002 9,190 1.0000 -1 0.0000 -46 0.8944 -41 41 -0
752 002291.ZK @FOSHA5 CN 1.8080 2.0000 0.020 735 1.0000 -1 0.0000 -3 0.8944 -3 3 -0
754 603233.SH @DASHE1 CN 0.9080 2.0000 0.016 2,673 1.0000 -1 0.0000 -80 2.3475 -188 188 -3
757 601169.SH @BANKO53 CN 0.4357 8.0000 0.099 16,400 1.0000 -1 0.0000 -34 0.9460 -32 32 -3
770 600547.SH @SHAND33 CN 0.4661 2.0000 0.016 7,515 1.0000 -1 0.0000 -41 4.3313 -178 178 -3
776 000065.ZK @NORIN1 CN 1.4194 6.0000 0.065 805 1.0000 -1 0.0000 -70 1.5659 -110 110 -7
780 002821.ZK @ASYMC1 CN 1.7177 2.0000 0.010 2,913 1.0000 -1 0.0000 -63 13.4580 -848 848 -8
790 002241.ZK @GOERT1 CN 1.8469 4.0000 0.034 9,522 1.0000 -1 0.0000 -80 3.2085 -257 257 -9
791 601579.SH @KUAIJ1 CN 0.5923 5.0000 -0.051 530 -1.0000 1 0.0000 95 2.6972 256 256 -13
814 600104.SH @SAUTO1 CN 0.8237 5.0000 0.046 8,839 1.0000 -1 0.0000 -99 2.4631 -244 244 -11
820 002320.ZK @HAINA25 CN 1.0821 2.0000 -0.012 634 -1.0000 1 0.0022 212,000 1.0532 223,285 223,285 -2,736
855 601988.SH @BANKO22 CN 0.1636 4.0000 0.039 187,803 1.0000 -1 0.0000 -40 0.7871 -31 31 -1
894 600820.SH @STUNN1 CN 0.7410 6.0000 0.056 1,833 1.0000 0 0.0000 0 0.9404 0 0 0
898 002916.ZK @SHENN1 CN 1.8258 8.0000 -0.101 13,120 -1.0000 1 0.0000 30 19.6785 590 590 -59
927 603986.SH @GIGAD1 CN 1.6477 3.0000 0.027 10,834 1.0000 -1 0.0000 -77 16.3154 -1,256 1,256 -34
955 002371.ZK @BEIJI84 CN 0.8539 2.0000 0.014 18,340 1.0000 -1 0.0000 -55 44.5883 -2,452 2,452 -34
990 002240.ZK @GUANG112 CN 1.6436 10.0000 -0.188 1,510 -1.0000 0 0.0000 0 1.9880 0 0 -0
1004 601398.SH @INDUS125 CN 0.1955 2.0000 0.011 289,223 1.0000 -1 -0.0136 -1,263,300 1.0727 -1,355,189 1,355,189 -15,220
1007 601628.SH @CHINA491 CN 1.1939 8.0000 0.097 116,681 1.0000 0 0.0000 0 5.6033 0 0 0
1027 002901.ZK @DOUBL24 CN 1.1948 9.0000 -0.143 1,435 -1.0000 0 0.0000 0 6.0826 0 0 -0
1048 PTTGC_n.BK @PTTGL1 TH 0.9011 2.0000 0.011 1,693 1.0000 -1 -0.0023 -337,800 0.6826 -230,591 230,591 -2,556
1049 BBL_n.BK @BANGK27 TH 0.2242 8.0000 0.113 8,402 1.0000 0 0.0000 0 4.4015 0 0 0
1054 GULF_n.BK @GULFD3 TH NaN NaN nan 15,519 NaN -1 -0.0000 -13 1.3668 -18 18 nan
1059 KBANK_n.BK @KASIK3 TH 0.1932 4.0000 0.037 10,322 1.0000 0 0.0000 0 4.9575 0 0 0
1062 BDMS_n.BK @BANGK25 TH 0.0279 5.0000 0.049 10,357 1.0000 -1 -0.0005 -72,400 0.6517 -47,186 47,186 -2,328