total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -755,173 23,019,964 96 402,048,877 -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 1.6622 9.0000 0.132 4,890 1.0000 -1 0.0000 -1,000 3.1403 -3,140 3,140 -415
8 7148.T @FINAN321 JP 0.8996 3.0000 -0.025 963 -1.0000 0 -0.0000 0 16.1768 0 0 -0
17 1519.HK @JTGLO1 HK 1.4741 4.0000 0.035 6,384 1.0000 -1 -0.0008 -90,600 0.8663 -78,487 78,487 -2,748
24 1795.TW @LOTUS3 TW 0.8056 3.0000 0.028 1,233 1.0000 -1 -0.0027 -36,000 7.4816 -269,339 269,339 -7,568
66 0267.HK @CITIC10 HK 1.4336 3.0000 0.028 11,107 1.0000 -1 -0.0068 -481,000 1.4141 -680,184 680,184 -18,986
82 2474.TW @CATCH1 TW 0.4651 2.0000 0.018 4,560 1.0000 -1 -0.0013 -19,000 7.0246 -133,468 133,468 -2,455
84 1378.HK @CHINA1377 HK 1.6116 8.0000 0.107 5,208 1.0000 -1 0.0000 -1,500 2.0027 -3,004 3,004 -320
96 2543.TW @HWANG2 TW 1.2978 3.0000 0.028 715 1.0000 -1 0.0000 -177 2.9114 -515 515 -14
100 1101.TW @TAIWA69 TW 0.4939 1.0000 0.001 6,851 1.0000 -1 -0.0034 -377,000 0.9073 -342,043 342,043 -224
102 2400.HK @XDINC1 HK 1.6932 6.0000 0.067 2,938 1.0000 -1 -0.0006 -10,600 5.9685 -63,266 63,266 -4,212
103 0763.HK @ZTECO2 HK 1.9305 8.0000 0.116 2,257 1.0000 -1 0.0000 -1,600 2.9875 -4,780 4,780 -554
121 3661.TW @ALCHI2 TW 0.9217 5.0000 0.052 7,213 1.0000 -1 -0.0009 -1,000 89.2041 -89,204 89,204 -4,614
122 1109.HK @CHINA182 HK 1.5900 2.0000 -0.012 10,211 -1.0000 1 0.0000 500 3.5798 1,790 1,790 -22
125 6618.HK @JDHEA1 HK 2.0594 9.0000 0.129 5,698 1.0000 -1 0.0000 -150 5.3952 -809 809 -104
136 SEAT.SI @SEMBC4 SG 1.1199 2.0000 -0.012 5,511 -1.0000 0 0.0000 0 1.6151 0 0 -0
143 1833.HK @PAGOO1 HK 1.9186 8.0000 0.101 1,069 1.0000 -1 0.0000 -977 1.0523 -1,028 1,028 -104
145 6979.HK @ZJLDG1 HK 1.7569 3.0000 0.023 2,638 1.0000 -1 -0.0000 -1,600 0.7784 -1,245 1,245 -29
156 0189.HK @DONGY26 HK 1.5608 1.0000 0.006 2,207 1.0000 -1 -0.0004 -30,000 1.2740 -38,219 38,219 -244
157 0998.HK @CHINA536 HK 0.7600 7.0000 0.078 9,161 1.0000 -1 -0.0006 -61,000 0.9618 -58,673 58,673 -4,554
160 5871.TW @CHAIL1 TW 1.1430 6.0000 0.062 6,958 1.0000 -1 -0.0019 -46,000 4.1471 -190,765 190,765 -11,864
163 2327.TW @YAGEO2 TW 0.8826 2.0000 0.017 7,908 1.0000 -1 -0.0010 -6,000 16.2328 -97,397 97,397 -1,689
164 1803.T @SHIMI2 JP 0.3127 2.0000 0.018 6,609 1.0000 -1 -0.0004 -3,500 11.1107 -38,888 38,888 -709
167 3288.T @OPENH1 JP 0.2496 4.0000 0.039 5,249 1.0000 -1 -0.0037 -8,500 43.4921 -369,683 369,683 -14,294
169 0019.HK @SWIRE4 HK 0.5720 4.0000 0.041 2,932 1.0000 -1 -0.0101 -115,500 8.7521 -1,010,873 1,010,873 -40,977
174 6952.T @CASIO5 JP 0.5344 1.0000 -0.011 1,774 -1.0000 1 0.0069 92,500 7.4638 690,404 690,404 -7,259
182 0836.HK @CHINA276 HK 0.5962 2.0000 0.012 5,512 1.0000 -1 -0.0230 -908,000 2.5352 -2,301,955 2,301,955 -28,096
187 4816.T @TOEIA1 JP 0.0367 2.0000 0.019 2,240 1.0000 -1 -0.0011 -5,000 22.6934 -113,467 113,467 -2,202
198 1164.HK @VITAL12 HK 0.9060 4.0000 -0.042 987 -1.0000 0 0.0000 0 0.3019 0 0 -0
200 4324.T @DENTS4 JP 0.8384 4.0000 0.039 4,928 1.0000 -1 -0.0014 -6,400 21.3123 -136,399 136,399 -5,379
202 4536.T @SANTE4 JP 0.1973 1.0000 0.004 3,970 1.0000 -1 -0.0015 -12,700 11.6069 -147,408 147,408 -546
206 CWY.AX @TRANS215 AU 0.0778 1.0000 -0.001 3,953 -1.0000 0 0.0000 0 1.7712 0 0 -0
220 6055.HK @CHINA2407 HK 1.4294 4.0000 0.036 822 1.0000 -1 -0.0053 -124,000 4.2423 -526,046 526,046 -18,703
224 7936.T @ASICS5 JP 0.8096 1.0000 0.010 17,331 1.0000 -1 -0.0157 -66,700 23.5955 -1,573,823 1,573,823 -15,681
249 1821.HK @ESRAA1 HK 0.3212 3.0000 0.034 5,812 1.0000 -1 -0.0079 -480,200 1.6485 -791,616 791,616 -26,868
250 6702.T @FUJIT27 JP 0.6447 2.0000 0.012 49,789 1.0000 -1 -0.0167 -69,300 24.0397 -1,665,951 1,665,951 -20,005
259 5880.TW @TWCOO1 TW 0.4077 3.0000 0.030 12,704 1.0000 -1 -0.0056 -670,000 0.8345 -559,108 559,108 -16,862
288 2317.TW @HONHA4 TW 1.2306 5.0000 0.057 72,894 1.0000 -1 -0.0036 -68,000 5.2473 -356,816 356,816 -20,515
290 4912.T @LIONC3 JP 0.1713 2.0000 0.017 2,973 1.0000 -1 -0.0018 -17,400 10.6249 -184,874 184,874 -3,088
364 5388.TW @SERCO6 TW 1.0526 1.0000 0.007 984 1.0000 -1 -0.0002 -7,000 3.2804 -22,963 22,963 -165
365 SGP.AX @STOCK40 AU 0.2032 1.0000 0.004 8,657 1.0000 -1 -0.0011 -29,365 3.6073 -105,930 105,930 -472
366 3037.TW @UNIMI2 TW 1.2236 1.0000 0.005 4,640 1.0000 -1 -0.0010 -28,000 3.4869 -97,634 97,634 -446
376 MTS.AX @METCA2 AU 0.2672 3.0000 -0.025 2,594 -1.0000 1 0.0012 49,155 2.3616 116,087 116,087 -2,909
400 6141.T @MORIS3 JP 1.3067 2.0000 -0.017 3,072 -1.0000 1 0.0003 1,600 21.5830 34,533 34,533 -592
402 4204.T @SEKIS5 JP 0.5755 1.0000 0.002 7,513 1.0000 -1 -0.0002 -1,400 17.0547 -23,877 23,877 -47
416 1878.T @DAITO2 JP 0.2020 3.0000 0.029 7,202 1.0000 -1 -0.0003 -300 109.9969 -32,999 32,999 -970
417 2884.TW @ESUNF1 TW 0.5192 4.0000 0.046 17,193 1.0000 -1 -0.0002 -22,000 1.0749 -23,647 23,647 -1,082
433 1024.HK @KUAIS1 HK 2.1958 8.0000 0.123 22,019 1.0000 -1 -0.0029 -38,000 7.6438 -290,464 290,464 -35,858
436 4507.T @SHION2 JP 0.1502 4.0000 0.036 15,487 1.0000 0 0.0000 0 17.4087 0 0 0
448 0220.HK @UNIPR8 HK 0.6252 6.0000 0.061 5,459 1.0000 -1 -0.0001 -8,000 1.2638 -10,110 10,110 -615
450 035420.KS @NHNCO1 KR 0.4737 5.0000 -0.053 24,284 -1.0000 1 0.0048 3,118 153.2721 477,902 477,902 -25,392
458 9992.HK @POPMA2 HK 1.1874 3.0000 0.024 47,049 1.0000 -1 -0.0049 -14,000 35.0341 -490,477 490,477 -11,971
464 2891.TW @CHINA244 TW 0.6293 5.0000 0.055 28,410 1.0000 -1 -0.0114 -785,000 1.4455 -1,134,754 1,134,754 -62,472
466 058470.KQ @LEENO1 KR 0.7851 2.0000 -0.012 2,688 -1.0000 1 0.0037 10,560 35.2636 372,383 372,383 -4,424
467 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.008 7,109 -1.0000 1 0.0047 86,480 5.4499 471,311 471,311 -3,630
483 018260.KS @SAMSU530 KR 0.2233 1.0000 -0.008 5,669 -1.0000 1 0.0014 1,180 122.1056 144,085 144,085 -1,180
484 0386.HK @CHINA212 HK 0.7367 9.0000 0.138 12,020 1.0000 0 0.0000 0 0.5325 0 0 0
490 9831.T @YAMAD5 JP 0.1787 1.0000 0.003 2,734 1.0000 -1 -0.0004 -12,700 3.0404 -38,613 38,613 -134
494 1071.HK @HUADI2 HK 0.7286 1.0000 0.008 816 1.0000 -1 -0.0005 -88,000 0.6000 -52,803 52,803 -432
496 0177.HK @JIANG6 HK 0.1800 3.0000 0.025 1,756 1.0000 -1 -0.0001 -8,000 1.4370 -11,496 11,496 -287
509 1093.HK @CHINA170 HK 1.2728 8.0000 0.106 10,657 1.0000 -1 -0.0006 -52,000 1.1147 -57,965 57,965 -6,120
510 6367.T @DAIKI4 JP 0.8103 2.0000 0.018 33,106 1.0000 0 0.0000 0 112.9463 0 0 0
511 RIO.AX @RIOTI17 AU 0.6236 4.0000 0.041 25,797 1.0000 0 0.0000 0 69.4933 0 0 0
513 7309.T @SHIMA11 JP 0.3120 5.0000 0.049 11,294 1.0000 -1 -0.0003 -200 141.5039 -28,301 28,301 -1,388
538 9868.HK @XPENG2 HK 2.4665 8.0000 0.102 13,741 1.0000 -1 -0.0004 -4,000 9.4019 -37,607 37,607 -3,830
541 3863.T @NIPPO45 JP 0.7316 3.0000 -0.023 824 -1.0000 0 -0.0000 0 7.0856 0 0 -0
544 STO.AX @SANTO10 AU 0.5649 9.0000 -0.128 16,267 -1.0000 0 0.0000 0 5.0088 0 0 -0
545 1288.HK @AGRIC28 HK 0.6282 5.0000 0.051 21,930 1.0000 -1 -0.0048 -678,000 0.7134 -483,700 483,700 -24,880
547 0939.HK @CHINA377 HK 0.7628 2.0000 0.013 238,289 1.0000 -1 -0.0215 -2,164,000 0.9911 -2,144,840 2,144,840 -27,784
575 4578.T @OTSUK7 JP 0.4380 5.0000 0.054 24,462 1.0000 0 0.0000 0 50.0573 0 0 0
579 2881.TW @FUBON8 TW 0.6529 9.0000 0.151 33,421 1.0000 -1 -0.0003 -12,000 2.9114 -34,937 34,937 -5,285
582 1398.HK @INDUS124 HK 0.7340 7.0000 0.094 68,002 1.0000 -1 -0.0030 -388,000 0.7835 -303,994 303,994 -28,515
590 9983.T @FASTR4 JP 0.5103 6.0000 0.064 98,396 1.0000 0 0.0000 0 325.4797 0 0 0
595 055550.KS @SHINH4 KR 0.4626 4.0000 -0.040 20,884 -1.0000 1 0.0004 856 44.3355 37,951 37,951 -1,502
601 2882.TW @CATHA19 TW 0.8111 7.0000 0.092 22,392 1.0000 -1 -0.0005 -24,000 2.2783 -54,680 54,680 -5,004
607 CMLT.SI @CAPIT88 SG NaN NaN nan 12,161 NaN -1 -0.0000 -16 1.6619 -27 27 nan
630 601390.SH @CHINA696 CN 0.7623 2.0000 0.017 6,932 1.0000 -1 0.0000 -99 0.7672 -76 76 -1
639 601333.SH @GUANG102 CN 0.7023 3.0000 -0.026 1,214 -1.0000 1 0.0000 78 0.4052 32 32 -1
642 002967.ZK @GUANG344 CN 1.1331 5.0000 0.056 731 1.0000 0 0.0000 0 2.2780 0 0 0
665 688025.SH @SHENZ288 CN 2.4085 NaN nan 768 NaN 1 -0.0000 85 9.3948 799 799 nan
682 688772.SH @ZHUHA19 CN 2.0745 3.0000 -0.031 1,713 -1.0000 1 0.0000 68 1.9647 134 134 -4
687 300379.ZK @BEIJI135 CN 1.4755 NaN nan 427 NaN -1 -0.0000 -89 0.7645 -68 68 nan
701 002017.ZK @ZHUHA5 CN 1.5018 3.0000 -0.025 601 -1.0000 1 0.0062 332,800 1.8478 614,940 614,940 -15,068
706 688169.SH @BEIJI316 CN 1.4858 1.0000 0.010 5,486 1.0000 -1 0.0000 -99 29.6758 -2,938 2,938 -31
710 002423.ZK @ZHONG38 CN 1.2305 7.0000 0.080 1,417 1.0000 0 0.0000 0 1.6626 0 0 0
720 000100.ZK @TCLCO2 CN 1.3174 1.0000 0.008 11,244 1.0000 -1 0.0000 -20 0.5988 -12 12 -0
729 688599.SH @TRINA7 CN 1.7805 4.0000 -0.045 3,001 -1.0000 1 0.0000 89 1.9397 173 173 -8
730 603355.SH @KINGC7 CN 1.5056 4.0000 0.045 657 1.0000 -1 0.0000 -13 3.0954 -40 40 -2
734 600248.SH @YANGL1 CN 0.8459 1.0000 0.006 676 1.0000 -1 0.0000 -64 0.5277 -34 34 -0
738 000538.ZK @YUNNA10 CN 0.6209 4.0000 0.037 5,691 1.0000 -1 0.0000 -80 7.7796 -622 622 -23
757 603233.SH @DASHE1 CN 0.9267 1.0000 0.007 2,582 1.0000 -1 0.0000 -80 2.2669 -181 181 -1
781 000065.ZK @NORIN1 CN 1.3584 5.0000 0.047 730 1.0000 -1 0.0000 -70 1.4189 -99 99 -5
784 688036.SH @SHENZ287 CN 1.0641 4.0000 -0.037 5,632 -1.0000 1 0.0000 29 10.9753 318 318 -12
787 688696.SH @CHENG93 CN 1.9301 3.0000 -0.030 1,175 -1.0000 0 0.0000 0 16.7832 0 0 -0
796 002609.ZK @SHENZ94 CN 1.8832 3.0000 -0.029 858 -1.0000 1 0.0007 43,900 1.5275 67,058 67,058 -1,977
805 603659.SH @PUTAI1 CN 1.7599 6.0000 -0.074 3,873 -1.0000 1 0.0002 9,974 2.2655 22,596 22,596 -1,666
823 603063.SH @SHENZ257 CN 1.6703 4.0000 -0.036 1,586 -1.0000 1 0.0002 5,600 4.3166 24,173 24,173 -870
827 600104.SH @SAUTO1 CN 0.8324 2.0000 0.015 7,980 1.0000 -1 0.0000 -99 2.2237 -220 220 -3
835 300772.ZK @WINDE12 CN 1.6436 5.0000 -0.057 892 -1.0000 0 0.0000 0 1.7712 0 0 -0
839 000823.ZK @GUANG9 CN 1.8124 1.0000 -0.007 557 -1.0000 0 0.0000 0 1.4816 0 0 -0
877 601988.SH @BANKO22 CN 0.1873 7.0000 0.098 157,892 1.0000 -1 0.0000 -40 0.7491 -30 30 -3
933 600480.SH @LINGY2 CN 2.0215 4.0000 0.044 1,056 1.0000 0 0.0000 0 2.0051 0 0 0
934 002916.ZK @SHENN1 CN 1.7985 7.0000 -0.080 9,187 -1.0000 1 0.0000 30 13.7783 413 413 -33
964 600926.SH @BANKO586 CN 0.5384 4.0000 0.035 11,178 1.0000 -1 0.0000 -87 2.3101 -201 201 -7
975 603259.SH @WUXIA4 CN 1.7710 4.0000 0.042 22,410 1.0000 0 0.0000 0 9.5327 0 0 0
1009 300498.ZK @GUANG219 CN 0.6020 2.0000 0.016 16,038 1.0000 0 0.0000 0 2.4103 0 0 0
1014 601077.SH @CHONG91 CN 0.3873 8.0000 0.100 5,476 1.0000 -1 -0.0102 -1,000,000 1.0151 -1,015,094 1,015,094 -101,372
1018 300748.ZK @JLMAG1 CN 1.4509 8.0000 -0.125 2,089 -1.0000 0 0.0000 0 3.3809 0 0 -0
1024 601336.SH @XINHU5 CN 1.5644 2.0000 0.017 13,265 1.0000 -1 -0.0002 -2,400 7.7573 -18,618 18,618 -324
1026 300446.ZK @BAODI4 CN 1.6363 8.0000 -0.109 1,364 -1.0000 0 0.0000 0 2.3379 0 0 -0
1028 000561.ZK @CHANG13 CN 1.2339 9.0000 -0.137 593 -1.0000 0 0.0000 0 1.2532 0 0 -0
1036 600054.SH @HUANG5 CN 0.8325 8.0000 -0.110 345 -1.0000 0 0.0000 0 1.5985 0 0 -0
1064 SCGP_n.BK @SCGPA1 TH 0.6930 6.0000 0.062 619 1.0000 -1 -0.0026 -514,000 0.5154 -264,891 264,891 -16,454
1066 VGI_n.BK @VGIGL2 TH 0.4063 4.0000 0.036 543 1.0000 -1 -0.0014 -2,041,300 0.0679 -138,585 138,585 -4,930
1068 TOP_n.BK @THAIO13 TH 0.6923 5.0000 0.047 1,090 1.0000 -1 -0.0002 -19,700 0.8872 -17,478 17,478 -819
1073 PTTGC_n.BK @PTTGL1 TH 0.8977 1.0000 0.006 1,561 1.0000 -1 -0.0030 -474,800 0.6295 -298,902 298,902 -1,820
1075 BBL_n.BK @BANGK27 TH 0.2201 7.0000 0.083 8,129 1.0000 -1 -0.0054 -127,600 4.2586 -543,398 543,398 -45,039
1076 KTB_n.BK @KRUNG9 TH 0.3737 7.0000 0.091 4,250 1.0000 -1 -0.0005 -79,800 0.6758 -53,931 53,931 -4,908
1077 TTB_n.BK @THAIM13 TH 0.1265 7.0000 0.080 4,462 1.0000 0 0.0000 0 0.0602 0 0 0
1082 IVL_n.BK @INDOR13 TH 0.6690 4.0000 0.040 1,219 1.0000 -1 -0.0003 -49,300 0.6203 -30,580 30,580 -1,215
1084 SCB_n.BK @SCBXP1 TH 0.2133 7.0000 0.080 12,209 1.0000 -1 -0.0024 -66,900 3.6260 -242,578 242,578 -19,286
1086 GULF_n.BK @GULFD3 TH NaN NaN nan 15,329 NaN -1 -0.0000 -13 1.3501 -18 18 nan