total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -595,428 24,566,927 112 399,929,908 -0.001

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 7.0000 0.092 5,445 1.0000 -1 0.0000 -1,000 3.4969 -3,497 3,497 -323
16 1519.HK @JTGLO1 HK 1.4218 5.0000 0.052 9,089 1.0000 -1 -0.0039 -312,600 1.2331 -385,481 385,481 -19,861
49 9001.T @TOBUR1 JP 0.2629 4.0000 -0.032 3,476 -1.0000 1 0.0100 57,600 17.2736 994,959 994,959 -32,120
64 0267.HK @CITIC10 HK 1.4192 2.0000 0.013 11,707 1.0000 -1 -0.0050 -338,000 1.4905 -503,780 503,780 -6,367
65 2871.T @NICHI31 JP 0.0503 1.0000 -0.008 3,172 -1.0000 1 0.0075 60,800 12.3466 750,671 750,671 -5,873
67 2212.T @YAMAZ1 JP 0.3373 1.0000 -0.010 4,126 -1.0000 1 0.0051 23,500 21.7812 511,859 511,859 -5,026
77 2474.TW @CATCH1 TW 0.4729 1.0000 0.010 4,726 1.0000 -1 -0.0014 -19,000 7.2804 -138,328 138,328 -1,378
79 1378.HK @CHINA1377 HK 1.6412 9.0000 0.147 8,328 1.0000 -1 0.0000 -1,500 2.6370 -3,955 3,955 -580
85 1415.HK @COWEL7 HK 2.2892 6.0000 0.065 930 1.0000 -1 -0.0006 -18,000 3.5924 -64,664 64,664 -4,203
86 6805.TW @FOSIT1 TW 1.3546 2.0000 0.017 1,612 1.0000 -1 -0.0020 -7,000 28.3391 -198,374 198,374 -3,330
88 2376.TW @GIGAB3 TW 1.0251 1.0000 0.010 6,170 1.0000 -1 -0.0043 -44,000 9.7979 -431,108 431,108 -4,458
91 2543.TW @HWANG2 TW 1.2177 4.0000 0.040 621 1.0000 -1 0.0000 -177 2.5277 -447 447 -18
92 3481.TW @INNOL2 TW 0.9651 1.0000 0.001 3,112 1.0000 -1 -0.0007 -183,000 0.3895 -71,285 71,285 -46
94 8069.TWO @PRIME74 TW 0.8724 3.0000 0.031 7,436 1.0000 -1 -0.0030 -41,000 7.3484 -301,286 301,286 -9,451
97 2400.HK @XDINC1 HK 1.6896 9.0000 0.138 3,280 1.0000 -1 -0.0007 -10,600 6.6498 -70,488 70,488 -9,709
98 0763.HK @ZTECO2 HK 1.9702 9.0000 0.154 2,493 1.0000 -1 0.0000 -1,600 3.2994 -5,279 5,279 -814
99 4088.T @AIRWA2 JP 0.6598 1.0000 -0.005 3,420 -1.0000 1 0.0202 135,600 14.8834 2,018,187 2,018,187 -10,446
100 4203.T @SUMIT28 JP 0.9836 2.0000 -0.011 2,480 -1.0000 1 0.0049 16,500 29.3917 484,963 484,963 -5,461
107 3363.TWO @FOCIF1 TW 1.5305 1.0000 0.003 945 1.0000 -1 -0.0013 -14,000 9.5938 -134,313 134,313 -345
113 1109.HK @CHINA182 HK 1.5604 9.0000 0.125 10,756 1.0000 -1 0.0000 -1,500 3.7708 -5,656 5,656 -707
115 6618.HK @JDHEA1 HK 2.0488 9.0000 0.158 6,558 1.0000 -1 0.0000 -150 6.2103 -932 932 -147
116 2801.T @KIKKO2 JP 0.3918 1.0000 -0.009 8,812 -1.0000 1 0.0104 114,400 9.0903 1,039,929 1,039,929 -9,510
125 1801.HK @INNOV87 HK 1.2399 2.0000 0.018 19,163 1.0000 -1 -0.0153 -136,500 11.2104 -1,530,220 1,530,220 -27,576
129 1952.HK @EVERE39 HK 1.8549 3.0000 0.027 2,952 1.0000 -1 -0.0050 -55,000 9.0065 -495,360 495,360 -13,493
130 1833.HK @PAGOO1 HK 1.9252 9.0000 0.153 1,219 1.0000 -1 0.0000 -977 1.2000 -1,172 1,172 -179
131 2013.HK @WEIMO2 HK 3.0065 3.0000 0.022 921 1.0000 -1 -0.0012 -458,000 0.2548 -116,690 116,690 -2,579
141 0189.HK @DONGY26 HK 1.5519 7.0000 0.093 2,419 1.0000 -1 -0.0004 -28,000 1.3962 -39,094 39,094 -3,636
142 0998.HK @CHINA536 HK 0.7461 9.0000 0.132 9,294 1.0000 -1 0.0000 -1,000 0.9758 -976 976 -129
145 5871.TW @CHAIL1 TW 1.1467 2.0000 0.020 7,449 1.0000 -1 -0.0018 -40,000 4.4397 -177,587 177,587 -3,597
153 0019.HK @SWIRE4 HK 0.5700 5.0000 0.050 3,077 1.0000 -1 -0.0071 -77,500 9.1849 -711,829 711,829 -35,359
158 6952.T @CASIO5 JP 0.5353 3.0000 -0.027 1,930 -1.0000 1 0.0045 55,400 8.1185 449,766 449,766 -12,189
160 2158.HK @YIDUT1 HK 2.3865 1.0000 0.001 848 1.0000 -1 0.0000 -1,900 0.7975 -1,515 1,515 -1
163 6724.T @SEIKO5 JP 0.7452 2.0000 -0.019 4,982 -1.0000 1 0.0020 15,300 13.3354 204,031 204,031 -3,907
165 0836.HK @CHINA276 HK 0.6193 1.0000 0.004 5,037 1.0000 -1 -0.0155 -606,000 2.5606 -1,551,699 1,551,699 -6,349
194 6055.HK @CHINA2407 HK 1.4044 6.0000 0.061 789 1.0000 -1 -0.0007 -18,000 4.0765 -73,377 73,377 -4,452
198 7936.T @ASICS5 JP 0.8303 3.0000 0.026 18,122 1.0000 -1 -0.0066 -26,700 24.6727 -658,760 658,760 -17,437
213 3046.T @JINCO1 JP 0.3304 1.0000 0.009 1,212 1.0000 -1 -0.0015 -2,900 53.1915 -154,255 154,255 -1,322
216 REA.AX @REALE5 AU 0.2270 1.0000 0.006 8,029 1.0000 0 0.0000 0 155.8301 0 0 0
228 2264.T @MORIN6 JP 0.2476 4.0000 -0.036 1,981 -1.0000 1 0.0026 11,800 22.2450 262,490 262,490 -9,476
229 1332.T @NIPPO103 JP 0.3932 2.0000 -0.020 1,857 -1.0000 1 0.0069 115,600 5.9424 686,946 686,946 -13,821
230 2875.T @TOYOS3 JP 0.4322 1.0000 -0.010 7,376 -1.0000 1 0.0006 900 66.5235 59,871 59,871 -622
240 2897.T @NISSI10 JP 0.3040 2.0000 -0.016 4,791 -1.0000 1 0.0017 8,600 19.8752 170,927 170,927 -2,740
249 2317.TW @HONHA4 TW 1.2322 7.0000 0.076 78,452 1.0000 -1 -0.0082 -145,000 5.6474 -818,875 818,875 -61,954
273 COL.AX @COLES10 AU -0.1816 1.0000 -0.001 17,873 -1.0000 1 0.0123 92,161 13.3250 1,228,049 1,228,049 -1,692
275 4716.T @ORACL6 JP 0.3703 2.0000 0.020 3,701 1.0000 0 0.0000 0 110.9520 0 0 0
311 5388.TW @SERCO6 TW 1.0341 1.0000 0.010 974 1.0000 -1 -0.0002 -7,000 3.2456 -22,719 22,719 -220
325 6113.T @AMADA1 JP 0.9221 1.0000 -0.009 3,778 -1.0000 1 0.0008 6,700 11.5112 77,125 77,125 -718
329 6504.T @FUJIE6 JP 1.1737 2.0000 -0.013 7,222 -1.0000 1 0.0076 15,700 48.3702 759,411 759,411 -9,525
331 6305.T @HITAC41 JP 0.9923 2.0000 -0.015 2,933 -1.0000 1 0.0021 6,500 31.7035 206,073 206,073 -2,994
345 2884.TW @ESUNF1 TW 0.5285 5.0000 0.051 18,165 1.0000 -1 -0.0007 -66,660 1.1244 -74,951 74,951 -3,847
355 4043.T @TOKUY2 JP 0.9448 2.0000 -0.021 1,607 -1.0000 1 0.0002 800 22.2859 17,829 17,829 -367
367 032830.KS @SAMSU501 KR 0.4442 5.0000 0.049 14,025 1.0000 -1 -0.0001 -133 93.4985 -12,435 12,435 -608
371 2891.TW @CHINA244 TW 0.6269 2.0000 0.012 28,746 1.0000 -1 -0.0093 -634,000 1.4629 -927,468 927,468 -10,680
373 APA.AX @AUSTP9 AU 0.0579 4.0000 -0.038 7,097 -1.0000 1 0.0042 77,805 5.4401 423,269 423,269 -16,061
381 005930.KS @SAMSU48 KR 0.5642 6.0000 -0.063 270,437 -1.0000 1 0.0029 6,080 48.0891 292,382 292,382 -18,339
383 066570.KS @LGELE11 KR 0.5231 7.0000 -0.081 6,094 -1.0000 1 0.0005 860 57.2869 49,267 49,267 -3,976
388 1071.HK @HUADI2 HK 0.7122 6.0000 0.072 745 1.0000 -1 -0.0005 -88,000 0.5478 -48,205 48,205 -3,493
390 7581.T @SAIZE1 JP 0.6711 7.0000 -0.086 1,748 -1.0000 0 0.0000 0 36.3475 0 0 -0
394 3939.HK @WANGU1 HK 0.6421 6.0000 0.065 3,433 1.0000 -1 -0.0008 -20,000 3.7708 -75,415 75,415 -4,929
405 1385.HK @SHANG12 HK 2.2071 5.0000 0.056 967 1.0000 -1 -0.0003 -8,000 3.4013 -27,211 27,211 -1,521
406 9868.HK @XPENG2 HK 2.3558 7.0000 0.082 13,813 1.0000 -1 -0.0017 -18,000 9.4333 -169,799 169,799 -13,907
410 0939.HK @CHINA377 HK 0.7917 10.0000 0.211 256,654 1.0000 0 0.0000 0 1.0675 0 0 0
417 003490.KS @KOREA192 KR 0.3894 5.0000 -0.046 4,983 -1.0000 1 0.0003 1,551 18.2869 28,363 28,363 -1,306
432 CMLT.SI @CAPIT88 SG NaN NaN nan 12,706 NaN -1 -0.0000 -16 1.7365 -28 28 nan
442 6273.T @SMCCO2 JP 0.9886 5.0000 -0.059 21,278 -1.0000 1 0.0019 500 374.3181 187,159 187,159 -10,980
458 1898.HK @CHINA484 HK 0.6600 5.0000 0.055 5,378 1.0000 -1 -0.0009 -70,000 1.3096 -91,671 91,671 -5,032
460 259960.KS @KRAFT40 KR -0.1033 1.0000 -0.006 10,272 -1.0000 1 0.0002 80 252.0333 20,163 20,163 -116
464 9923.HK @YEAHK1 HK 2.1542 6.0000 0.070 383 1.0000 -1 -0.0002 -8,000 1.8879 -15,103 15,103 -1,060
473 7532.T @DONQU3 JP 0.3513 2.0000 0.013 14,770 1.0000 -1 -0.0012 -3,500 34.1858 -119,650 119,650 -1,593
486 6383.T @DAIFU1 JP 0.9481 1.0000 -0.010 10,102 -1.0000 1 0.0011 4,300 26.5957 114,362 114,362 -1,117
489 4578.T @OTSUK7 JP 0.4634 1.0000 0.008 22,815 1.0000 0 0.0000 0 46.6858 0 0 0
496 7832.T @NAMCO5 JP 0.4625 1.0000 -0.009 21,210 -1.0000 1 0.0008 2,300 32.6309 75,051 75,051 -666
499 IAG.AX @INSUR1 AU 0.1403 1.0000 -0.000 13,193 -1.0000 0 0.0000 0 5.5778 0 0 -0
514 6954.T @FANUC2 JP 1.3303 5.0000 -0.058 28,606 -1.0000 1 0.0107 36,600 29.1189 1,065,753 1,065,753 -62,147
518 6506.T @YASKA3 JP 1.5956 7.0000 -0.093 5,891 -1.0000 0 0.0000 0 22.0881 0 0 -0
522 1658.HK @PSBCA1 HK 0.7880 9.0000 0.147 7,881 1.0000 -1 -0.0021 -290,000 0.7350 -213,163 213,163 -31,238
528 6871.T @MICRO72 JP 1.5704 3.0000 -0.023 1,485 -1.0000 1 0.0003 900 37.0977 33,388 33,388 -756
529 5401.T @NIPPO138 JP 0.6840 1.0000 0.006 21,584 1.0000 -1 -0.0006 -2,800 20.0832 -56,233 56,233 -343
540 9983.T @FASTR4 JP 0.5243 1.0000 0.010 96,647 1.0000 0 0.0000 0 319.6945 0 0 0
551 STO.AX @SANTO10 AU 0.5098 2.0000 -0.012 16,625 -1.0000 1 0.0013 24,448 5.1190 125,148 125,148 -1,493
552 9024.T @SEIBU5 JP 0.1951 3.0000 -0.021 7,943 -1.0000 0 0.0000 0 29.2349 0 0 -0
558 7203.T @TOYOT17 JP 0.7260 7.0000 -0.083 282,869 -1.0000 0 0.0000 0 19.4660 0 0 -0
561 3110.T @NITTO7 JP 1.3288 5.0000 -0.058 1,560 -1.0000 0 0.0000 0 43.9853 0 0 -0
572 6103.T @OKUMA2 JP 1.3035 2.0000 -0.015 1,798 -1.0000 1 0.0005 1,700 26.6298 45,271 45,271 -695
575 CAR.AX @CARSA1 AU 0.2213 4.0000 -0.037 9,243 -1.0000 0 0.0000 0 24.4609 0 0 -0
576 6367.T @DAIKI4 JP 0.8065 1.0000 -0.006 37,978 -1.0000 1 0.0039 3,000 129.5690 388,707 388,707 -2,399
587 2502.T @ASAHI16 JP 0.3244 3.0000 -0.027 19,894 -1.0000 0 0.0000 0 13.0797 0 0 -0
593 8630.T @NKSJH1 JP 0.6612 2.0000 0.014 28,166 1.0000 -1 -0.0020 -6,500 30.1487 -195,966 195,966 -2,807
594 9633.HK @NONGF1 HK 1.2316 6.0000 0.069 21,358 1.0000 -1 -0.0002 -4,000 5.7326 -22,930 22,930 -1,575
598 8267.T @AEONC8 JP -0.0098 4.0000 -0.032 29,954 -1.0000 0 0.0000 0 32.2831 0 0 -0
599 2628.HK @CHINA280 HK 1.9724 7.0000 0.084 20,523 1.0000 -1 -0.0001 -4,000 2.7580 -11,032 11,032 -930
604 6586.T @MAKIT6 JP 1.2569 2.0000 -0.019 8,981 -1.0000 0 0.0000 0 32.0717 0 0 -0
608 6268.T @NABTE1 JP 1.0044 2.0000 -0.011 2,284 -1.0000 1 0.0002 1,000 18.8693 18,869 18,869 -204
610 7309.T @SHIMA11 JP 0.3593 3.0000 -0.031 11,585 -1.0000 0 0.0000 0 145.1514 0 0 -0
614 5274.TWO @ASPEE1 TW 1.0570 9.0000 0.122 4,991 1.0000 0 0.0000 0 153.4327 0 0 0
639 601333.SH @GUANG102 CN 0.6873 3.0000 -0.031 1,286 -1.0000 1 0.0000 78 0.4293 33 33 -1
645 600570.SH @HANGZ8 CN 1.9514 7.0000 0.077 6,884 1.0000 -1 0.0000 -80 4.6063 -369 369 -28
659 688025.SH @SHENZ288 CN 2.4618 NaN nan 991 NaN 1 -0.0000 85 12.1241 1,031 1,031 nan
679 300379.ZK @BEIJI135 CN 1.5191 NaN nan 432 NaN -1 -0.0000 -89 0.7735 -69 69 nan
692 002017.ZK @ZHUHA5 CN 1.4956 3.0000 -0.022 1,034 -1.0000 1 0.0021 64,800 3.1819 206,187 206,187 -4,468
693 605499.SH @EASTR12 CN 0.4139 4.0000 0.042 20,055 1.0000 -1 0.0000 -30 40.5954 -1,218 1,218 -51
697 688169.SH @BEIJI316 CN 1.4621 1.0000 0.004 5,857 1.0000 -1 0.0000 -38 22.6078 -859 859 -3
701 603799.SH @ZHEJI183 CN 1.7124 2.0000 0.018 7,746 1.0000 -1 0.0000 -61 5.5513 -339 339 -6
710 000100.ZK @TCLCO2 CN 1.2732 2.0000 0.020 12,755 1.0000 -1 0.0000 -20 0.6453 -13 13 -0
712 688222.SH @HITGE1 CN 2.1357 6.0000 -0.066 990 -1.0000 1 0.0000 36 3.3394 120 120 -8
717 688041.SH @HYGON1 CN 1.1841 3.0000 0.022 18,391 1.0000 -1 0.0000 -61 18.8392 -1,149 1,149 -26
718 688599.SH @TRINA7 CN 1.7913 4.0000 -0.034 3,418 -1.0000 1 0.0000 89 2.2091 197 197 -7
719 603355.SH @KINGC7 CN 1.5089 4.0000 0.040 695 1.0000 -1 0.0000 -13 3.2767 -43 43 -2
723 600248.SH @YANGL1 CN 0.8378 3.0000 0.027 702 1.0000 -1 0.0000 -64 0.5686 -36 36 -1
727 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.035 5,764 1.0000 -1 0.0000 -80 7.8788 -630 630 -22
731 600406.SH @NARIT1 CN 0.1947 2.0000 0.017 10,903 1.0000 -1 -0.0035 -110,738 3.1568 -349,579 349,579 -5,910
741 002291.ZK @FOSHA5 CN 1.8080 3.0000 0.027 717 1.0000 -1 0.0000 -3 0.8725 -3 3 -0
743 603233.SH @DASHE1 CN 0.9080 2.0000 0.012 2,713 1.0000 -1 0.0000 -80 2.3819 -191 191 -2
746 601169.SH @BANKO53 CN 0.4357 8.0000 0.104 16,190 1.0000 -1 0.0000 -34 0.9338 -32 32 -3
747 002819.ZK @BEIJI198 CN 1.2986 1.0000 0.007 600 1.0000 -1 0.0000 -91 4.0084 -365 365 -2
755 688087.SH @SHAND206 CN 1.7398 1.0000 0.003 433 1.0000 -1 0.0000 -42 3.7073 -156 156 -1
759 600547.SH @SHAND33 CN 0.4661 2.0000 0.012 7,687 1.0000 -1 0.0000 -41 4.4307 -182 182 -2
765 000065.ZK @NORIN1 CN 1.4194 6.0000 0.063 810 1.0000 -1 0.0000 -70 1.5749 -110 110 -7
779 002241.ZK @GOERT1 CN 1.8469 1.0000 0.007 9,737 1.0000 -1 0.0000 -80 3.2809 -262 262 -2
780 601579.SH @KUAIJ1 CN 0.5923 4.0000 -0.034 522 -1.0000 1 0.0000 95 2.6579 252 252 -9
790 002595.ZK @SHAND94 CN 0.6573 5.0000 0.050 6,368 1.0000 -1 0.0000 -95 7.9596 -756 756 -38
798 688776.SH @GUOGU3 CN 2.4997 1.0000 0.008 569 1.0000 -1 0.0000 -38 12.7945 -486 486 -4
803 600104.SH @SAUTO1 CN 0.8237 5.0000 0.054 8,902 1.0000 -1 0.0000 -99 2.4809 -246 246 -13
832 300310.ZK @GUANG156 CN 2.4991 1.0000 0.004 780 1.0000 -1 0.0000 -34 0.8850 -30 30 -0
844 601988.SH @BANKO22 CN 0.1636 6.0000 0.065 187,216 1.0000 -1 0.0000 -40 0.7847 -31 31 -2
850 601399.SH @SINOM16 CN 1.0349 1.0000 -0.002 1,809 -1.0000 1 0.0031 545,000 0.5700 310,671 310,671 -666
904 600926.SH @BANKO586 CN 0.5131 3.0000 0.028 11,572 1.0000 -1 0.0000 -87 2.3136 -201 201 -6
974 600016.SH @CHINA214 CN 0.5842 7.0000 0.083 16,285 1.0000 -1 -0.0017 -228,500 0.7289 -166,559 166,559 -13,816
998 002475.ZK @SHENZ71 CN 1.6443 5.0000 0.054 23,788 1.0000 0 0.0000 0 5.2906 0 0 0
1013 600515.SH @THEST3 CN 0.9635 6.0000 -0.059 3,293 -1.0000 0 0.0000 0 0.5240 0 0 -0
1036 PTTGC_n.BK @PTTGL1 TH 0.9011 3.0000 0.025 1,672 1.0000 0 0.0000 0 0.6743 0 0 0
1041 GULF_n.BK @GULFD3 TH NaN NaN nan 15,966 NaN -1 -0.0000 -13 1.4062 -18 18 nan