total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -1,004,115 26,221,841 110 400,415,093 -0.003

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 1.6622 9.0000 0.131 4,940 1.0000 -1 0.0000 -1,000 3.1722 -3,172 3,172 -417
17 1519.HK @JTGLO1 HK 1.4741 5.0000 0.053 6,262 1.0000 -1 -0.0008 -90,600 0.8497 -76,986 76,986 -4,064
24 1795.TW @LOTUS3 TW 0.8056 4.0000 0.037 1,219 1.0000 -1 -0.0027 -36,000 7.3970 -266,292 266,292 -9,777
84 1378.HK @CHINA1377 HK 1.6116 8.0000 0.109 5,215 1.0000 -1 0.0000 -1,500 2.0052 -3,008 3,008 -328
86 2002.TW @CHINA152 TW 0.8860 1.0000 0.009 8,202 1.0000 -1 -0.0050 -776,000 0.6500 -504,391 504,391 -4,336
90 1415.HK @COWEL7 HK 2.3201 1.0000 0.010 795 1.0000 -1 -0.0006 -18,000 3.0703 -55,265 55,265 -577
96 2543.TW @HWANG2 TW 1.2978 2.0000 0.020 713 1.0000 -1 0.0000 -177 2.9012 -514 514 -10
100 1101.TW @TAIWA69 TW 0.4939 4.0000 0.034 6,877 1.0000 -1 -0.0034 -377,000 0.9107 -343,319 343,319 -11,676
102 2400.HK @XDINC1 HK 1.6932 7.0000 0.084 2,672 1.0000 -1 -0.0006 -10,600 5.4335 -57,595 57,595 -4,812
103 0763.HK @ZTECO2 HK 1.9305 8.0000 0.124 2,243 1.0000 -1 0.0000 -1,600 2.9683 -4,749 4,749 -587
121 3661.TW @ALCHI2 TW 0.9217 6.0000 0.069 7,213 1.0000 -1 -0.0009 -1,000 89.2041 -89,204 89,204 -6,146
125 6618.HK @JDHEA1 HK 2.0594 9.0000 0.146 5,476 1.0000 -1 0.0000 -150 5.1850 -778 778 -114
143 1833.HK @PAGOO1 HK 1.9186 8.0000 0.107 1,006 1.0000 -1 0.0000 -977 0.9899 -967 967 -103
145 6979.HK @ZJLDG1 HK 1.7569 3.0000 0.033 2,638 1.0000 -1 -0.0000 -1,600 0.7784 -1,245 1,245 -42
146 1928.T @SEKIS8 JP 0.5224 1.0000 0.002 13,875 1.0000 -1 -0.0086 -40,900 20.9237 -855,779 855,779 -1,288
156 0189.HK @DONGY26 HK 1.5608 2.0000 0.016 2,181 1.0000 -1 -0.0004 -30,000 1.2587 -37,760 37,760 -588
157 0998.HK @CHINA536 HK 0.7600 7.0000 0.087 9,088 1.0000 -1 -0.0006 -61,000 0.9542 -58,206 58,206 -5,060
160 5871.TW @CHAIL1 TW 1.1430 6.0000 0.064 6,930 1.0000 -1 -0.0019 -46,000 4.1301 -189,986 189,986 -12,238
163 2327.TW @YAGEO2 TW 0.8826 4.0000 0.044 7,776 1.0000 -1 -0.0010 -6,000 15.9619 -95,772 95,772 -4,203
164 1803.T @SHIMI2 JP 0.3127 3.0000 0.028 6,543 1.0000 -1 -0.0005 -4,400 10.9997 -48,399 48,399 -1,359
167 3288.T @OPENH1 JP 0.2496 4.0000 0.037 5,272 1.0000 -1 -0.0039 -8,900 43.6865 -388,809 388,809 -14,419
169 0019.HK @SWIRE4 HK 0.5720 4.0000 0.044 2,932 1.0000 -1 -0.0104 -119,000 8.7521 -1,041,506 1,041,506 -45,335
171 3291.T @IIDAG1 JP 0.3903 1.0000 0.002 3,121 1.0000 -1 -0.0052 -38,000 13.7409 -522,155 522,155 -1,272
172 6460.T @SEGAS1 JP 0.4545 1.0000 0.007 3,532 1.0000 -1 -0.0048 -22,800 21.0070 -478,959 478,959 -3,248
174 6952.T @CASIO5 JP 0.5344 1.0000 -0.009 1,770 -1.0000 1 0.0070 94,000 7.4465 699,969 699,969 -6,531
182 0836.HK @CHINA276 HK 0.5962 4.0000 0.046 5,512 1.0000 -1 -0.0237 -932,000 2.5352 -2,362,800 2,362,800 -109,446
187 4816.T @TOEIA1 JP 0.0367 2.0000 0.018 2,264 1.0000 -1 -0.0011 -5,000 22.9363 -114,681 114,681 -2,051
200 4324.T @DENTS4 JP 0.8384 4.0000 0.034 4,924 1.0000 -1 -0.0016 -7,700 21.2915 -163,945 163,945 -5,605
202 4536.T @SANTE4 JP 0.1973 1.0000 0.002 4,011 1.0000 -1 -0.0017 -14,900 11.7249 -174,701 174,701 -354
220 6055.HK @CHINA2407 HK 1.4294 4.0000 0.038 831 1.0000 -1 -0.0055 -128,000 4.2933 -549,538 549,538 -20,771
249 1821.HK @ESRAA1 HK 0.3212 4.0000 0.038 5,803 1.0000 -1 -0.0079 -482,200 1.6460 -793,684 793,684 -29,877
259 5880.TW @TWCOO1 TW 0.4077 3.0000 0.033 12,679 1.0000 -1 -0.0056 -670,000 0.8328 -557,974 557,974 -18,390
268 8830.T @SUMIT43 JP 0.7177 2.0000 0.014 19,193 1.0000 0 0.0000 0 40.3137 0 0 0
271 S32.AX @SOUTH493 AU 1.2288 2.0000 0.020 8,598 1.0000 -1 -0.0084 -442,494 1.9075 -844,049 844,049 -17,227
289 2317.TW @HONHA4 TW 1.2306 3.0000 0.025 73,599 1.0000 -1 -0.0036 -68,000 5.2981 -360,269 360,269 -8,835
291 4912.T @LIONC3 JP 0.1713 3.0000 0.023 2,991 1.0000 -1 -0.0019 -17,400 10.6909 -186,021 186,021 -4,270
316 3017.TW @ASIAV1 TW 1.3599 1.0000 -0.007 8,813 -1.0000 1 0.0013 5,000 25.8303 129,151 129,151 -913
317 COL.AX @COLES10 AU -0.1586 2.0000 -0.018 19,337 -1.0000 1 0.0092 63,490 14.4164 915,297 915,297 -16,025
365 5388.TW @SERCO6 TW 1.0526 1.0000 0.010 974 1.0000 -1 -0.0002 -7,000 3.2466 -22,726 22,726 -235
367 3037.TW @UNIMI2 TW 1.2236 2.0000 0.020 4,618 1.0000 -1 -0.0010 -28,000 3.4700 -97,160 97,160 -1,961
377 MTS.AX @METCA2 AU 0.2672 4.0000 -0.041 2,659 -1.0000 1 0.0014 58,167 2.4200 140,766 140,766 -5,712
401 6141.T @MORIS3 JP 1.3067 1.0000 -0.002 2,999 -1.0000 1 0.0003 1,600 21.0694 33,711 33,711 -80
403 4204.T @SEKIS5 JP 0.5755 2.0000 0.013 7,497 1.0000 -1 -0.0003 -1,500 17.0200 -25,530 25,530 -322
417 1878.T @DAITO2 JP 0.2020 3.0000 0.028 7,152 1.0000 -1 -0.0004 -400 109.2335 -43,693 43,693 -1,217
418 2884.TW @ESUNF1 TW 0.5192 3.0000 0.026 17,085 1.0000 -1 -0.0002 -22,000 1.0681 -23,498 23,498 -616
434 1024.HK @KUAIS1 HK 2.1958 9.0000 0.159 21,285 1.0000 -1 -0.0028 -38,000 7.3890 -280,782 280,782 -44,581
449 0220.HK @UNIPR8 HK 0.6252 5.0000 0.059 5,503 1.0000 -1 -0.0001 -8,000 1.2740 -10,192 10,192 -597
450 ASB.AX @AUSTA6 AU 0.1344 9.0000 -0.138 1,564 -1.0000 0 -0.0000 0 4.1264 0 0 -0
455 1605.T @INPEX3 JP 0.9088 1.0000 -0.009 14,467 -1.0000 1 0.0029 19,900 14.7299 293,124 293,124 -2,581
460 9992.HK @POPMA2 HK 1.1874 3.0000 0.030 46,638 1.0000 -1 -0.0049 -14,000 34.7283 -486,197 486,197 -14,511
466 2891.TW @CHINA244 TW 0.6293 2.0000 0.012 28,410 1.0000 -1 -0.0114 -785,000 1.4455 -1,134,754 1,134,754 -13,885
468 058470.KQ @LEENO1 KR 0.7851 2.0000 -0.017 2,668 -1.0000 1 0.0035 10,095 35.0075 353,401 353,401 -5,940
469 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.009 7,109 -1.0000 1 0.0047 85,957 5.4499 468,461 468,461 -4,215
486 0386.HK @CHINA212 HK 0.7367 9.0000 0.138 12,221 1.0000 -1 -0.0001 -24,000 0.5414 -12,994 12,994 -1,791
492 9831.T @YAMAD5 JP 0.1787 1.0000 0.009 2,751 1.0000 -1 -0.0004 -12,800 3.0598 -39,165 39,165 -348
493 ALQ.AX @CAMPB10 AU 0.4807 2.0000 -0.021 5,533 -1.0000 0 0.0000 0 10.9388 0 0 -0
497 1071.HK @HUADI2 HK 0.7286 2.0000 0.013 828 1.0000 -1 -0.0005 -88,000 0.6090 -53,588 53,588 -685
499 0177.HK @JIANG6 HK 0.1800 3.0000 0.033 1,719 1.0000 -1 -0.0001 -8,000 1.4065 -11,252 11,252 -372
512 1093.HK @CHINA170 HK 1.2728 8.0000 0.113 10,767 1.0000 -1 -0.0007 -60,000 1.1262 -67,571 67,571 -7,616
516 7309.T @SHIMA11 JP 0.3120 4.0000 0.040 11,297 1.0000 -1 -0.0031 -2,200 141.5386 -311,385 311,385 -12,395
521 2432.T @DENAC1 JP 0.8269 1.0000 0.001 1,983 1.0000 -1 -0.0004 -2,000 18.4496 -36,899 36,899 -36
524 6326.T @KUBOT6 JP 0.8797 2.0000 0.016 12,616 1.0000 -1 -0.0101 -92,100 10.9615 -1,009,556 1,009,556 -16,051
530 6954.T @FANUC2 JP 1.3390 2.0000 -0.014 26,050 -1.0000 0 0.0000 0 26.5172 0 0 -0
542 9868.HK @XPENG2 HK 2.4665 9.0000 0.141 13,481 1.0000 -1 -0.0004 -4,000 9.2235 -36,894 36,894 -5,204
548 STO.AX @SANTO10 AU 0.5649 3.0000 -0.031 14,666 -1.0000 1 0.0016 36,369 4.5157 164,230 164,230 -5,074
549 1288.HK @AGRIC28 HK 0.6282 6.0000 0.063 21,695 1.0000 -1 -0.0048 -678,000 0.7058 -478,517 478,517 -30,061
551 0939.HK @CHINA377 HK 0.7628 6.0000 0.078 233,694 1.0000 -1 -0.0180 -1,846,000 0.9720 -1,794,379 1,794,379 -139,889
562 9697.T @CAPCO4 JP 0.5062 1.0000 -0.000 15,661 -1.0000 0 0.0000 0 31.9373 0 0 -0
563 6301.T @KOMAT8 JP 0.9868 3.0000 0.032 29,044 1.0000 -1 -0.0052 -17,000 30.5423 -519,220 519,220 -16,626
568 8267.T @AEONC8 JP 0.0485 3.0000 -0.024 26,921 -1.0000 0 0.0000 0 30.8755 0 0 -0
580 7011.T @MITSU72 JP 1.1909 1.0000 -0.000 82,225 -1.0000 0 0.0000 0 24.3728 0 0 -0
581 NAB.AX @NATLA14 AU 0.2063 1.0000 0.008 77,234 1.0000 0 0.0000 0 25.2190 0 0 0
583 4578.T @OTSUK7 JP 0.4380 4.0000 0.037 24,591 1.0000 -1 -0.0009 -1,800 50.3210 -90,578 90,578 -3,344
587 2881.TW @FUBON8 TW 0.6529 9.0000 0.133 33,615 1.0000 -1 -0.0004 -12,000 2.9283 -35,140 35,140 -4,657
590 1398.HK @INDUS124 HK 0.7340 8.0000 0.119 67,449 1.0000 -1 -0.0030 -388,000 0.7771 -301,522 301,522 -35,982
591 7182.T @JAPAN374 JP 0.7763 4.0000 0.042 18,917 1.0000 0 0.0000 0 10.4965 0 0 0
598 8035.T @TOKYO54 JP 1.2825 2.0000 -0.011 77,899 -1.0000 0 0.0000 0 165.1688 0 0 -0
599 1088.HK @CHINA352 HK 0.5407 5.0000 0.051 14,888 1.0000 -1 -0.0002 -4,000 4.4079 -17,632 17,632 -891
608 3391.T @TSURU8 JP 0.4070 5.0000 0.053 2,823 1.0000 0 0.0000 0 78.0041 0 0 0
618 688012.SH @ADVAN315 CN 1.3232 5.0000 -0.054 10,764 -1.0000 0 0.0000 0 23.9209 0 0 -0
627 601390.SH @CHINA696 CN 0.7623 1.0000 0.002 6,995 1.0000 -1 0.0000 -99 0.7742 -77 77 -0
636 601333.SH @GUANG102 CN 0.7023 3.0000 -0.032 1,226 -1.0000 1 0.0000 78 0.4094 32 32 -1
646 688252.SH @JADAR3 CN 1.9010 1.0000 -0.000 400 -1.0000 1 0.0000 44 3.0578 135 135 -0
662 688025.SH @SHENZ288 CN 2.4085 NaN nan 732 NaN 1 -0.0000 85 8.9562 761 761 nan
679 688772.SH @ZHUHA19 CN 2.0745 4.0000 -0.035 1,662 -1.0000 1 0.0000 68 1.9063 130 130 -5
684 300379.ZK @BEIJI135 CN 1.4755 NaN nan 419 NaN -1 -0.0000 -89 0.7505 -67 67 nan
689 300866.ZK @ANKER10 CN 1.7410 3.0000 -0.030 8,236 -1.0000 1 -0.0000 9 15.4952 139 139 -4
698 002017.ZK @ZHUHA5 CN 1.5018 2.0000 -0.021 546 -1.0000 1 0.0058 345,500 1.6793 580,195 580,195 -12,223
703 688169.SH @BEIJI316 CN 1.4858 2.0000 0.014 5,479 1.0000 -1 0.0000 -99 29.6382 -2,934 2,934 -42
726 688599.SH @TRINA7 CN 1.7805 4.0000 -0.041 2,932 -1.0000 1 0.0000 89 1.8951 169 169 -7
727 603355.SH @KINGC7 CN 1.5056 3.0000 0.032 661 1.0000 -1 0.0000 -13 3.1135 -40 40 -1
735 000538.ZK @YUNNA10 CN 0.6209 3.0000 0.027 5,755 1.0000 -1 0.0000 -80 7.8673 -629 629 -17
737 300750.ZK @CONTE31 CN 1.5149 1.0000 -0.008 117,181 -1.0000 1 0.0000 22 34.5605 760 760 -6
754 603233.SH @DASHE1 CN 0.9267 2.0000 0.012 2,580 1.0000 -1 0.0000 -80 2.2655 -181 181 -2
757 601169.SH @BANKO53 CN 0.4497 2.0000 0.020 15,619 1.0000 -1 0.0000 -34 0.9009 -31 31 -1
770 601319.SH @THEPE2 CN 1.0057 5.0000 0.049 42,014 1.0000 -1 0.0000 -93 1.1836 -110 110 -5
778 000065.ZK @NORIN1 CN 1.3584 4.0000 0.043 720 1.0000 -1 0.0000 -70 1.4008 -98 98 -4
781 688036.SH @SHENZ287 CN 1.0641 4.0000 -0.045 5,546 -1.0000 1 0.0000 29 10.8068 313 313 -14
784 688696.SH @CHENG93 CN 1.9301 3.0000 -0.029 1,157 -1.0000 1 0.0002 1,400 16.5284 23,140 23,140 -678
793 002609.ZK @SHENZ94 CN 1.8832 2.0000 -0.014 821 -1.0000 1 0.0008 52,600 1.4621 76,905 76,905 -1,074
795 601579.SH @KUAIJ1 CN 0.6649 3.0000 -0.031 590 -1.0000 1 0.0000 95 3.0035 285 285 -9
802 603659.SH @PUTAI1 CN 1.7599 8.0000 -0.103 3,966 -1.0000 1 0.0002 9,974 2.3198 23,138 23,138 -2,381
821 603063.SH @SHENZ257 CN 1.6703 3.0000 -0.028 1,530 -1.0000 1 0.0003 6,700 4.1662 27,914 27,914 -771
834 300772.ZK @WINDE12 CN 1.6436 3.0000 -0.029 743 -1.0000 1 0.0001 9,700 1.4760 14,317 14,317 -422
838 000823.ZK @GUANG9 CN 1.8124 1.0000 -0.009 546 -1.0000 1 0.0002 10,600 1.4523 15,395 15,395 -137
876 601988.SH @BANKO22 CN 0.1873 8.0000 0.105 156,718 1.0000 -1 0.0000 -40 0.7436 -30 30 -3
910 600000.SH @SPUDO1 CN 0.7240 3.0000 0.027 30,261 1.0000 -1 0.0000 -39 1.7183 -67 67 -2
919 601166.SH @INDUS132 CN 0.6421 2.0000 0.018 50,984 1.0000 -1 -0.0071 -217,900 3.2723 -713,024 713,024 -12,910
933 002916.ZK @SHENN1 CN 1.7985 6.0000 -0.065 8,866 -1.0000 1 0.0000 30 13.2979 399 399 -26
963 600926.SH @BANKO586 CN 0.5384 4.0000 0.040 11,131 1.0000 -1 0.0000 -87 2.3003 -200 200 -8
1017 601825.SH @SHANG375 CN 0.2835 3.0000 0.025 8,686 1.0000 -1 -0.0055 -400,000 1.3646 -545,839 545,839 -13,859
1018 601077.SH @CHONG91 CN 0.3873 7.0000 0.095 5,446 1.0000 -1 -0.0101 -1,000,000 1.0095 -1,009,524 1,009,524 -95,803
1022 600088.SH @CHINA102 CN 0.8045 8.0000 -0.120 409 -1.0000 0 0.0000 0 2.2363 0 0 -0
1029 601336.SH @XINHU5 CN 1.5644 4.0000 0.039 13,044 1.0000 -1 -0.0002 -2,400 7.6278 -18,307 18,307 -714
1062 SCGP_n.BK @SCGPA1 TH 0.6930 4.0000 0.042 623 1.0000 -1 -0.0029 -553,800 0.5184 -287,111 287,111 -11,926
1064 VGI_n.BK @VGIGL2 TH 0.4063 1.0000 0.008 558 1.0000 -1 -0.0014 -2,041,300 0.0697 -142,365 142,365 -1,131
1066 TOP_n.BK @THAIO13 TH 0.6923 2.0000 0.014 1,118 1.0000 -1 -0.0008 -83,500 0.9104 -76,015 76,015 -1,100
1073 BBL_n.BK @BANGK27 TH 0.2201 7.0000 0.085 8,129 1.0000 -1 -0.0065 -152,600 4.2586 -649,863 649,863 -54,981
1074 KTB_n.BK @KRUNG9 TH 0.3737 7.0000 0.085 4,270 1.0000 -1 -0.0026 -384,900 0.6789 -261,312 261,312 -22,200
1075 TTB_n.BK @THAIM13 TH 0.1265 5.0000 0.052 4,508 1.0000 -1 -0.0001 -211,600 0.0608 -12,864 12,864 -672
1080 IVL_n.BK @INDOR13 TH 0.6690 3.0000 0.026 1,231 1.0000 -1 -0.0003 -55,800 0.6264 -34,956 34,956 -917
1082 SCB_n.BK @SCBXP1 TH 0.2133 6.0000 0.061 12,261 1.0000 -1 -0.0033 -90,800 3.6414 -330,640 330,640 -20,287
1083 AOT_n.BK @AIRPO2 TH 0.2416 10.0000 0.169 13,115 1.0000 0 0.0000 0 0.9181 0 0 0
1085 GULF_n.BK @GULFD3 TH NaN NaN nan 14,979 NaN -1 -0.0000 -13 1.3192 -17 17 nan