total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -805,708 23,413,610 108 401,658,306 -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 2628.HK @CHINA280 HK 1.9902 7.0000 0.084 17,026 1.0000 0 0.0000 0 2.2881 0 0 0
6 0291.HK @CHINA288 HK 1.6622 10.0000 0.183 4,920 1.0000 -1 0.0000 -1,000 3.1595 -3,159 3,159 -577
18 1519.HK @JTGLO1 HK 1.4741 4.0000 0.040 6,329 1.0000 -1 -0.0008 -90,600 0.8587 -77,795 77,795 -3,097
25 1795.TW @LOTUS3 TW 0.8056 3.0000 0.031 1,233 1.0000 -1 -0.0027 -36,000 7.4804 -269,295 269,295 -8,422
67 0267.HK @CITIC10 HK 1.4336 4.0000 0.037 10,887 1.0000 -1 -0.0024 -175,000 1.3861 -242,568 242,568 -9,041
85 1378.HK @CHINA1377 HK 1.6116 8.0000 0.102 5,175 1.0000 -1 0.0000 -1,500 1.9900 -2,985 2,985 -303
87 2002.TW @CHINA152 TW 0.8860 1.0000 0.008 8,214 1.0000 -1 -0.0051 -776,000 0.6510 -505,161 505,161 -4,234
97 2543.TW @HWANG2 TW 1.2978 1.0000 0.009 722 1.0000 -1 0.0000 -177 2.9386 -520 520 -5
101 1101.TW @TAIWA69 TW 0.4939 4.0000 0.041 6,836 1.0000 -1 -0.0034 -377,000 0.9053 -341,316 341,316 -14,049
103 2400.HK @XDINC1 HK 1.6932 6.0000 0.078 2,740 1.0000 -1 -0.0006 -10,600 5.5737 -59,081 59,081 -4,603
104 0763.HK @ZTECO2 HK 1.9305 8.0000 0.120 2,291 1.0000 -1 0.0000 -1,600 3.0321 -4,851 4,851 -582
106 1963.T @JGCCO1 JP 0.9195 1.0000 0.002 2,227 1.0000 -1 -0.0088 -103,100 8.5783 -884,427 884,427 -2,124
115 6417.T @SANKY14 JP 0.4557 1.0000 0.000 4,286 1.0000 -1 -0.0038 -21,900 17.3504 -379,974 379,974 -71
126 6618.HK @JDHEA1 HK 2.0594 9.0000 0.135 5,590 1.0000 -1 0.0000 -150 5.2934 -794 794 -107
144 1833.HK @PAGOO1 HK 1.9186 7.0000 0.082 1,050 1.0000 -1 0.0000 -977 1.0332 -1,009 1,009 -83
146 6979.HK @ZJLDG1 HK 1.7569 2.0000 0.021 2,715 1.0000 -1 -0.0000 -1,600 0.8013 -1,282 1,282 -27
157 0189.HK @DONGY26 HK 1.5608 2.0000 0.020 2,115 1.0000 -1 -0.0004 -30,000 1.2205 -36,614 36,614 -724
158 0998.HK @CHINA536 HK 0.7600 7.0000 0.082 8,955 1.0000 -1 -0.0006 -61,000 0.9402 -57,353 57,353 -4,706
161 5871.TW @CHAIL1 TW 1.1430 5.0000 0.059 6,907 1.0000 -1 -0.0019 -46,000 4.1167 -189,370 189,370 -11,181
164 2327.TW @YAGEO2 TW 0.8826 7.0000 0.091 7,940 1.0000 -1 -0.0010 -6,000 16.2996 -97,798 97,798 -8,941
165 1803.T @SHIMI2 JP 0.3127 3.0000 0.031 6,545 1.0000 -1 -0.0005 -4,900 11.0031 -53,915 53,915 -1,648
168 3288.T @OPENH1 JP 0.2496 4.0000 0.038 5,272 1.0000 -1 -0.0039 -8,900 43.6804 -388,755 388,755 -14,637
170 0019.HK @SWIRE4 HK 0.5720 4.0000 0.047 2,900 1.0000 -1 -0.0103 -119,000 8.6568 -1,030,155 1,030,155 -48,139
173 6460.T @SEGAS1 JP 0.4545 3.0000 0.032 3,391 1.0000 -1 -0.0046 -22,800 20.1660 -459,786 459,786 -14,602
175 6952.T @CASIO5 JP 0.5344 1.0000 -0.005 1,761 -1.0000 1 0.0070 94,600 7.4092 700,910 700,910 -3,476
177 TCS.NS @TATAC6 IN 0.3721 6.0000 0.072 40,706 1.0000 0 0.0000 0 40.1814 0 0 0
184 0836.HK @CHINA276 HK 0.5962 4.0000 0.034 5,496 1.0000 -1 -0.0251 -994,000 2.5276 -2,512,432 2,512,432 -86,598
189 4816.T @TOEIA1 JP 0.0367 3.0000 0.029 2,257 1.0000 -1 -0.0011 -5,000 22.8641 -114,320 114,320 -3,322
202 4324.T @DENTS4 JP 0.8384 4.0000 0.038 5,012 1.0000 -1 -0.0017 -7,700 21.6742 -166,891 166,891 -6,285
204 4536.T @SANTE4 JP 0.1973 1.0000 0.002 4,031 1.0000 -1 -0.0018 -15,300 11.7848 -180,308 180,308 -414
222 6055.HK @CHINA2407 HK 1.4294 4.0000 0.042 827 1.0000 -1 -0.0057 -134,000 4.2679 -571,894 571,894 -23,944
251 1821.HK @ESRAA1 HK 0.3212 4.0000 0.040 5,785 1.0000 -1 -0.0079 -482,200 1.6409 -791,242 791,242 -31,798
261 5880.TW @TWCOO1 TW 0.4077 4.0000 0.036 12,458 1.0000 -1 -0.0055 -670,000 0.8183 -548,279 548,279 -19,790
268 388720.KQ @YUILR1 KR 0.1277 10.0000 -0.290 564 -1.0000 0 -0.0000 0 56.4895 0 0 -0
292 2317.TW @HONHA4 TW 1.2306 4.0000 0.042 73,229 1.0000 -1 -0.0036 -68,000 5.2714 -358,458 358,458 -14,982
294 4912.T @LIONC3 JP 0.1713 3.0000 0.025 2,989 1.0000 -1 -0.0019 -17,400 10.6849 -185,917 185,917 -4,681
319 3017.TW @ASIAV1 TW 1.3599 2.0000 -0.017 8,667 -1.0000 1 0.0013 5,000 25.4033 127,017 127,017 -2,096
342 2377.TW @MICRO63 TW 0.7855 2.0000 -0.012 4,143 -1.0000 1 0.0004 9,000 4.9033 44,129 44,129 -512
363 4689.T @YAHOO6 JP 0.4685 4.0000 0.037 10,181 1.0000 0 0.0000 0 3.7447 0 0 0
376 6701.T @NECCO8 JP 0.8952 3.0000 0.023 36,713 1.0000 -1 -0.0053 -19,800 26.9111 -532,840 532,840 -12,160
378 3264.TWO @ARDEN7 TW 0.7976 1.0000 -0.001 1,236 -1.0000 1 0.0040 146,000 2.7110 395,810 395,810 -200
381 MTS.AX @METCA2 AU 0.2672 4.0000 -0.037 2,649 -1.0000 1 0.0017 72,033 2.4117 173,720 173,720 -6,493
396 1980.T @DAIDA1 JP 0.8727 7.0000 0.081 1,340 1.0000 0 -0.0000 0 29.1595 0 0 0
408 4204.T @SEKIS5 JP 0.5755 1.0000 0.002 7,617 1.0000 -1 -0.0003 -1,700 17.2916 -29,396 29,396 -60
422 1878.T @DAITO2 JP 0.2020 3.0000 0.024 7,186 1.0000 -1 -0.0004 -400 109.7544 -43,902 43,902 -1,067
423 2884.TW @ESUNF1 TW 0.5192 4.0000 0.039 16,757 1.0000 -1 -0.0002 -22,000 1.0476 -23,047 23,047 -906
433 5838.T @RAKUT8 JP 1.0835 1.0000 0.002 4,554 1.0000 -1 -0.0027 -5,200 51.1795 -266,133 266,133 -464
434 8136.T @SANRI4 JP 0.8493 1.0000 0.003 10,864 1.0000 -1 -0.0032 -6,900 46.2331 -319,009 319,009 -892
439 1024.HK @KUAIS1 HK 2.1958 8.0000 0.111 21,515 1.0000 -1 -0.0031 -42,000 7.4592 -313,287 313,287 -34,858
454 0220.HK @UNIPR8 HK 0.6252 5.0000 0.054 5,602 1.0000 -1 -0.0001 -8,000 1.2969 -10,375 10,375 -558
465 9992.HK @POPMA2 HK 1.1874 3.0000 0.024 45,647 1.0000 -1 -0.0048 -14,000 33.9901 -475,861 475,861 -11,202
471 2891.TW @CHINA244 TW 0.6293 4.0000 0.037 27,956 1.0000 -1 -0.0112 -785,000 1.4225 -1,116,624 1,116,624 -40,851
473 058470.KQ @LEENO1 KR 0.7851 4.0000 -0.040 2,725 -1.0000 1 0.0036 10,095 35.7621 361,019 361,019 -14,473
474 CMLT.SI @CAPIT88 SG NaN NaN nan 12,077 NaN -1 -0.0000 -16 1.6504 -26 26 nan
475 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.004 7,055 -1.0000 1 0.0047 85,957 5.4084 464,889 464,889 -1,866
478 PUBM.KL @PUBLI36 MY 0.2591 3.0000 0.023 15,328 1.0000 0 0.0000 0 1.0124 0 0 0
490 028050.KS @SAMSU34 KR 0.4186 1.0000 -0.002 2,711 -1.0000 1 0.0008 4,402 17.0782 75,178 75,178 -151
491 005930.KS @SAMSU48 KR 0.5383 3.0000 -0.030 244,210 -1.0000 1 0.0024 5,424 43.4254 235,539 235,539 -7,112
493 8473.T @SOFTB11 JP 1.0306 5.0000 0.055 9,300 1.0000 0 0.0000 0 30.6883 0 0 0
494 0386.HK @CHINA212 HK 0.7367 8.0000 0.114 12,049 1.0000 -1 -0.0002 -30,000 0.5338 -16,014 16,014 -1,833
496 066570.KS @LGELE11 KR 0.5080 4.0000 -0.036 5,838 -1.0000 1 0.0004 691 54.8839 37,925 37,925 -1,372
500 9831.T @YAMAD5 JP 0.1787 1.0000 0.009 2,761 1.0000 -1 -0.0004 -13,200 3.0709 -40,536 40,536 -374
501 ALQ.AX @CAMPB10 AU 0.4807 1.0000 -0.006 5,465 -1.0000 1 0.0003 2,751 10.8038 29,721 29,721 -181
505 1071.HK @HUADI2 HK 0.7286 1.0000 0.006 823 1.0000 -1 -0.0005 -88,000 0.6051 -53,253 53,253 -309
507 0177.HK @JIANG6 HK 0.1800 4.0000 0.035 1,706 1.0000 -1 -0.0001 -8,000 1.3963 -11,170 11,170 -391
520 2020.HK @ANTAS1 HK 1.5405 10.0000 0.240 15,960 1.0000 0 0.0000 0 12.0965 0 0 0
521 1093.HK @CHINA170 HK 1.2728 4.0000 0.046 11,022 1.0000 -1 -0.0007 -60,000 1.1530 -69,178 69,178 -3,201
530 2432.T @DENAC1 JP 0.8269 1.0000 0.001 2,016 1.0000 -1 -0.0004 -2,000 18.7513 -37,503 37,503 -34
533 011200.KS @HYUND19 KR 0.3928 6.0000 -0.070 11,012 -1.0000 0 0.0000 0 16.7863 0 0 -0
552 9868.HK @XPENG2 HK 2.4665 8.0000 0.114 14,216 1.0000 -1 -0.0004 -4,000 9.7269 -38,908 38,908 -4,418
559 1288.HK @AGRIC28 HK 0.6282 5.0000 0.054 21,734 1.0000 -1 -0.0048 -678,000 0.7071 -479,390 479,390 -25,774
561 0939.HK @CHINA377 HK 0.7628 4.0000 0.035 234,005 1.0000 -1 -0.0180 -1,846,000 0.9733 -1,796,765 1,796,765 -63,005
573 6301.T @KOMAT8 JP 0.9868 2.0000 0.013 29,137 1.0000 -1 -0.0078 -25,300 30.6399 -775,190 775,190 -9,699
574 003490.KS @KOREA192 KR 0.3235 2.0000 -0.013 4,435 -1.0000 1 0.0002 1,396 16.2754 22,720 22,720 -289
578 8033.TW @THUND6 TW 0.8956 9.0000 -0.145 309 -1.0000 0 -0.0000 0 2.0216 0 0 -0
598 2881.TW @FUBON8 TW 0.6529 7.0000 0.091 33,618 1.0000 -1 -0.0004 -12,000 2.9286 -35,143 35,143 -3,189
601 1398.HK @INDUS124 HK 0.7340 5.0000 0.058 68,003 1.0000 -1 -0.0030 -388,000 0.7835 -304,000 304,000 -17,754
604 7012.T @KAWAS12 JP 1.9860 3.0000 0.027 12,145 1.0000 0 0.0000 0 72.3279 0 0 0
607 8308.T @RESON3 JP 1.1081 4.0000 0.039 20,645 1.0000 0 0.0000 0 8.9485 0 0 0
613 1088.HK @CHINA352 HK 0.5407 4.0000 0.045 14,694 1.0000 -1 -0.0002 -4,000 4.3507 -17,403 17,403 -775
632 601390.SH @CHINA696 CN 0.7623 2.0000 0.016 6,983 1.0000 -1 0.0000 -99 0.7730 -77 77 -1
642 601333.SH @GUANG102 CN 0.7023 3.0000 -0.022 1,229 -1.0000 1 0.0000 78 0.4101 32 32 -1
649 600570.SH @HANGZ8 CN 1.9233 4.0000 0.042 5,551 1.0000 -1 0.0000 -80 3.7146 -297 297 -13
668 688025.SH @SHENZ288 CN 2.4085 NaN nan 722 NaN 1 -0.0000 85 8.8292 750 750 nan
685 688772.SH @ZHUHA19 CN 2.0745 2.0000 -0.015 1,655 -1.0000 1 0.0000 68 1.8990 129 129 -2
690 300379.ZK @BEIJI135 CN 1.4755 NaN nan 436 NaN -1 -0.0000 -89 0.7813 -70 70 nan
695 300866.ZK @ANKER10 CN 1.7410 1.0000 -0.010 8,206 -1.0000 1 -0.0000 9 15.4382 139 139 -1
704 002017.ZK @ZHUHA5 CN 1.5018 4.0000 -0.038 586 -1.0000 1 0.0062 345,500 1.8031 622,968 622,968 -23,600
709 688169.SH @BEIJI316 CN 1.4858 2.0000 0.013 5,553 1.0000 -1 0.0000 -99 30.0395 -2,974 2,974 -38
732 688599.SH @TRINA7 CN 1.7805 3.0000 -0.032 3,016 -1.0000 1 0.0000 89 1.9491 173 173 -6
733 603355.SH @KINGC7 CN 1.5056 4.0000 0.043 661 1.0000 -1 0.0000 -13 3.1168 -41 41 -2
736 688106.SH @SUZHO69 CN 1.5346 1.0000 -0.000 1,199 -1.0000 1 0.0000 48 2.4871 119 119 -0
737 600248.SH @YANGL1 CN 0.8459 1.0000 0.005 680 1.0000 -1 0.0000 -64 0.5311 -34 34 -0
742 000538.ZK @YUNNA10 CN 0.6209 4.0000 0.036 5,798 1.0000 -1 0.0000 -80 7.9255 -634 634 -23
761 603233.SH @DASHE1 CN 0.9267 1.0000 0.010 2,644 1.0000 -1 0.0000 -80 2.3216 -186 186 -2
777 601319.SH @THEPE2 CN 1.0057 5.0000 0.055 41,848 1.0000 -1 0.0000 -93 1.1789 -110 110 -6
785 000065.ZK @NORIN1 CN 1.3584 5.0000 0.051 731 1.0000 -1 0.0000 -70 1.4222 -100 100 -5
788 688036.SH @SHENZ287 CN 1.0641 4.0000 -0.046 5,600 -1.0000 1 0.0000 29 10.9131 316 316 -15
791 688696.SH @CHENG93 CN 1.9301 3.0000 -0.026 1,184 -1.0000 1 0.0003 1,500 16.9118 25,368 25,368 -653
803 601579.SH @KUAIJ1 CN 0.6649 3.0000 -0.033 614 -1.0000 1 0.0000 95 3.1210 296 296 -10
808 688608.SH @BESTE6 CN 1.8066 5.0000 -0.050 5,640 -1.0000 1 0.0026 5,100 51.0705 260,459 260,459 -12,989
830 603063.SH @SHENZ257 CN 1.6703 1.0000 -0.007 1,551 -1.0000 1 0.0003 6,700 4.2220 28,288 28,288 -209
840 003013.ZK @GUANG370 CN 0.9839 6.0000 0.062 201 1.0000 0 -0.0000 0 2.0547 0 0 0
844 300772.ZK @WINDE12 CN 1.6436 2.0000 -0.019 755 -1.0000 1 0.0001 9,700 1.4986 14,537 14,537 -281
848 000823.ZK @GUANG9 CN 1.8124 1.0000 -0.000 557 -1.0000 1 0.0002 10,600 1.4806 15,694 15,694 -1
886 601988.SH @BANKO22 CN 0.1873 5.0000 0.050 159,103 1.0000 -1 0.0000 -40 0.7549 -30 30 -2
912 600307.SH @GANSU4 CN 1.0969 7.0000 -0.081 500 -1.0000 0 -0.0000 0 0.1946 0 0 -0
922 600000.SH @SPUDO1 CN 0.7240 2.0000 0.014 30,506 1.0000 -1 0.0000 -39 1.7322 -68 68 -1
946 002916.ZK @SHENN1 CN 1.7985 6.0000 -0.064 8,894 -1.0000 1 0.0000 30 13.3390 400 400 -26
950 002855.ZK @DONGG8 CN 1.8882 10.0000 -0.177 262 -1.0000 0 -0.0000 0 2.3647 0 0 -0
979 600926.SH @BANKO586 CN 0.5384 1.0000 0.004 11,248 1.0000 -1 0.0000 -87 2.3244 -202 202 -1
981 300573.ZK @SHENY25 CN 1.9598 7.0000 0.086 1,811 1.0000 -1 -0.0015 -20,000 7.3806 -147,612 147,612 -12,650
1039 002475.ZK @SHENZ71 CN 1.6721 2.0000 0.017 19,890 1.0000 0 0.0000 0 4.4264 0 0 0
1042 601825.SH @SHANG375 CN 0.2835 3.0000 -0.033 8,902 -1.0000 1 0.0011 80,000 1.3985 111,883 111,883 -3,668
1044 300679.ZK @ELECT323 CN 1.5200 3.0000 -0.027 2,655 -1.0000 1 0.0013 20,000 6.2642 125,285 125,285 -3,351
1049 300327.ZK @SINOW1 CN 2.0627 10.0000 -0.203 918 -1.0000 0 0.0000 0 3.2809 0 0 -0
1061 SCGP_n.BK @SCGPA1 TH 0.6930 3.0000 0.024 623 1.0000 -1 -0.0031 -590,600 0.5182 -306,076 306,076 -7,374
1063 VGI_n.BK @VGIGL2 TH 0.4063 2.0000 0.021 550 1.0000 -1 -0.0014 -2,041,300 0.0687 -140,218 140,218 -2,910
1065 TOP_n.BK @THAIO13 TH 0.6923 2.0000 0.018 1,083 1.0000 -1 -0.0009 -106,200 0.8816 -93,629 93,629 -1,646
1069 GULF_n.BK @GULFE1 TH 0.1011 NaN nan 14,187 NaN -1 -0.0000 -13 1.4745 -19 19 nan
1073 BBL_n.BK @BANGK27 TH 0.2201 7.0000 0.094 8,107 1.0000 -1 -0.0076 -178,300 4.2472 -757,269 757,269 -70,899
1074 KTB_n.BK @KRUNG9 TH 0.3737 7.0000 0.084 4,185 1.0000 -1 -0.0038 -573,400 0.6654 -381,563 381,563 -31,880
1075 TTB_n.BK @THAIM13 TH 0.1265 5.0000 0.060 4,412 1.0000 -1 -0.0002 -277,900 0.0595 -16,533 16,533 -989
1077 AWC_n.BK @ASSET67 TH 0.4002 8.0000 0.119 464 1.0000 0 -0.0000 0 0.0580 0 0 0
1081 IVL_n.BK @INDOR13 TH 0.6690 2.0000 0.013 1,241 1.0000 -1 -0.0004 -59,900 0.6317 -37,839 37,839 -507
1083 SCC_n.BK @SIAMC15 TH 0.7022 4.0000 -0.042 6,421 -1.0000 0 0.0000 0 5.3511 0 0 -0
1084 SCB_n.BK @SCBXP1 TH 0.2133 5.0000 0.049 12,236 1.0000 -1 -0.0033 -90,800 3.6339 -329,954 329,954 -16,233