total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -816,674 22,823,021 94 399,747,771 -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 0.140 4,850 1.0000 -1 0.0000 -1,000 3.1148 -3,115 3,115 -436
8 7148.T @FINAN321 JP 0.8996 4.0000 -0.036 967 -1.0000 0 -0.0000 0 16.2573 0 0 -0
17 1519.HK @JTGLO1 HK 1.4741 3.0000 0.024 6,412 1.0000 -1 -0.0008 -90,600 0.8701 -78,831 78,831 -1,862
24 1795.TW @LOTUS3 TW 0.8056 2.0000 0.023 1,227 1.0000 -1 -0.0027 -36,000 7.4480 -268,128 268,128 -6,059
82 2474.TW @CATCH1 TW 0.4651 1.0000 0.000 4,670 1.0000 -1 -0.0014 -19,000 7.1935 -136,677 136,677 -37
84 1378.HK @CHINA1377 HK 1.6116 8.0000 0.116 5,275 1.0000 -1 0.0000 -1,500 2.0281 -3,042 3,042 -353
96 2543.TW @HWANG2 TW 1.2978 3.0000 0.025 715 1.0000 -1 0.0000 -177 2.9113 -515 515 -13
102 2400.HK @XDINC1 HK 1.6932 7.0000 0.088 2,863 1.0000 -1 -0.0006 -10,600 5.8155 -61,644 61,644 -5,394
103 0763.HK @ZTECO2 HK 1.9305 9.0000 0.130 2,233 1.0000 -1 0.0000 -1,600 2.9555 -4,729 4,729 -614
106 4203.T @SUMIT28 JP 0.9751 1.0000 -0.000 2,287 -1.0000 1 0.0047 17,200 27.0978 466,082 466,082 -107
125 6618.HK @JDHEA1 HK 2.0594 9.0000 0.131 5,664 1.0000 -1 0.0000 -150 5.3633 -804 804 -106
142 1833.HK @PAGOO1 HK 1.9186 8.0000 0.118 1,048 1.0000 -1 0.0000 -977 1.0319 -1,008 1,008 -119
144 6979.HK @ZJLDG1 HK 1.7569 4.0000 0.044 2,569 1.0000 -1 -0.0000 -1,600 0.7580 -1,213 1,213 -53
155 0189.HK @DONGY26 HK 1.5608 2.0000 0.018 2,207 1.0000 -1 -0.0004 -30,000 1.2739 -38,218 38,218 -677
156 0998.HK @CHINA536 HK 0.7600 6.0000 0.069 9,234 1.0000 -1 -0.0006 -61,000 0.9695 -59,137 59,137 -4,101
159 5871.TW @CHAIL1 TW 1.1430 6.0000 0.062 6,917 1.0000 -1 -0.0019 -46,000 4.1227 -189,644 189,644 -11,784
162 2327.TW @YAGEO2 TW 0.8826 3.0000 0.031 7,868 1.0000 -1 -0.0010 -6,000 16.1515 -96,909 96,909 -3,005
163 1803.T @SHIMI2 JP 0.3127 1.0000 0.010 6,551 1.0000 -1 -0.0004 -3,500 11.0132 -38,546 38,546 -369
166 3288.T @OPENH1 JP 0.2496 3.0000 0.029 5,227 1.0000 -1 -0.0037 -8,500 43.3067 -368,107 368,107 -10,790
167 1303.TW @NANYA7 TW 0.9088 1.0000 0.003 5,715 1.0000 -1 -0.0005 -56,000 0.9738 -54,535 54,535 -174
168 0019.HK @SWIRE4 HK 0.5720 4.0000 0.038 2,895 1.0000 -1 -0.0100 -115,500 8.6436 -998,341 998,341 -38,294
173 6952.T @CASIO5 JP 0.5344 2.0000 -0.017 1,775 -1.0000 1 0.0069 92,400 7.4688 690,119 690,119 -11,419
181 0836.HK @CHINA276 HK 0.5962 1.0000 0.002 5,479 1.0000 -1 -0.0224 -890,000 2.5198 -2,242,659 2,242,659 -5,199
186 4816.T @TOEIA1 JP 0.0367 2.0000 0.015 2,189 1.0000 -1 -0.0011 -4,800 22.1785 -106,457 106,457 -1,608
198 4324.T @DENTS4 JP 0.8384 2.0000 0.020 4,956 1.0000 -1 -0.0014 -6,400 21.4323 -137,167 137,167 -2,800
200 4536.T @SANTE4 JP 0.1973 1.0000 0.001 3,935 1.0000 -1 -0.0013 -11,600 11.5038 -133,444 133,444 -100
217 6055.HK @CHINA2407 HK 1.4294 5.0000 0.048 798 1.0000 -1 -0.0048 -116,000 4.1212 -478,057 478,057 -22,763
246 1821.HK @ESRAA1 HK 0.3212 2.0000 0.022 5,812 1.0000 -1 -0.0080 -482,200 1.6485 -794,893 794,893 -17,539
250 1658.HK @PSBCA1 HK 0.8039 5.0000 0.050 7,349 1.0000 0 0.0000 0 0.6854 0 0 0
259 2264.T @MORIN6 JP 0.2672 1.0000 -0.001 2,009 -1.0000 1 0.0036 15,900 22.5585 358,680 358,680 -350
285 2317.TW @HONHA4 TW 1.2306 6.0000 0.071 73,062 1.0000 -1 -0.0036 -68,000 5.2594 -357,640 357,640 -25,336
287 4912.T @LIONC3 JP 0.1713 1.0000 0.009 2,934 1.0000 -1 -0.0018 -17,500 10.4881 -183,542 183,542 -1,665
288 9962.T @MISUM3 JP 0.9241 1.0000 -0.004 3,799 -1.0000 1 0.0005 4,100 13.3278 54,644 54,644 -236
361 5388.TW @SERCO6 TW 1.0526 2.0000 0.013 982 1.0000 -1 -0.0002 -7,000 3.2744 -22,921 22,921 -294
363 3037.TW @UNIMI2 TW 1.2236 4.0000 0.040 4,583 1.0000 -1 -0.0009 -26,000 3.4441 -89,546 89,546 -3,560
369 PNI.AX @WILSO44 AU 0.8373 1.0000 -0.002 2,943 -1.0000 0 0.0000 0 12.9754 0 0 -0
373 MTS.AX @METCA2 AU 0.2672 1.0000 -0.001 2,580 -1.0000 1 0.0012 49,155 2.3485 115,440 115,440 -82
383 6113.T @AMADA1 JP 0.9494 1.0000 -0.008 3,462 -1.0000 1 0.0026 24,700 10.5503 260,593 260,593 -2,034
397 6141.T @MORIS3 JP 1.3067 2.0000 -0.022 3,057 -1.0000 1 0.0003 1,300 21.4806 27,925 27,925 -609
404 WBC.AX @WESTP10 AU 0.1740 2.0000 0.014 73,691 1.0000 -1 -0.0009 -4,390 21.5343 -94,536 94,536 -1,347
413 1878.T @DAITO2 JP 0.2020 2.0000 0.018 7,179 1.0000 -1 -0.0003 -300 109.6487 -32,895 32,895 -608
414 2884.TW @ESUNF1 TW 0.5192 3.0000 0.030 17,260 1.0000 -1 -0.0002 -22,000 1.0790 -23,739 23,739 -715
430 1024.HK @KUAIS1 HK 2.1958 8.0000 0.115 21,798 1.0000 -1 -0.0029 -38,000 7.5672 -287,552 287,552 -33,193
444 0220.HK @UNIPR8 HK 0.6252 7.0000 0.083 5,315 1.0000 0 0.0000 0 1.2306 0 0 0
445 7735.T @DAINI14 JP 1.1421 2.0000 -0.014 7,616 -1.0000 1 0.0030 4,000 74.9646 299,858 299,858 -4,132
446 035420.KS @NHNCO1 KR 0.4737 1.0000 -0.002 24,067 -1.0000 1 0.0047 3,118 151.9019 473,630 473,630 -1,127
454 9992.HK @POPMA2 HK 1.1874 7.0000 0.095 44,208 1.0000 -1 -0.0046 -14,000 32.9184 -460,858 460,858 -43,629
460 2891.TW @CHINA244 TW 0.6293 6.0000 0.077 28,409 1.0000 -1 -0.0114 -785,000 1.4455 -1,134,709 1,134,709 -86,885
462 058470.KQ @LEENO1 KR 0.7851 2.0000 -0.017 2,713 -1.0000 1 0.0038 10,764 35.6032 383,232 383,232 -6,626
463 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.010 7,140 -1.0000 1 0.0047 86,480 5.4733 473,330 473,330 -4,546
473 3162.TWO @UNITE43 TW 1.0763 9.0000 -0.151 120 -1.0000 0 -0.0000 0 1.5897 0 0 -0
489 1071.HK @HUADI2 HK 0.7286 1.0000 0.011 830 1.0000 -1 -0.0005 -88,000 0.6102 -53,699 53,699 -577
491 0177.HK @JIANG6 HK 0.1800 3.0000 0.030 1,778 1.0000 -1 -0.0001 -8,000 1.4548 -11,639 11,639 -347
504 1093.HK @CHINA170 HK 1.2728 10.0000 0.180 9,975 1.0000 0 0.0000 0 1.0434 0 0 0
506 7309.T @SHIMA11 JP 0.3120 5.0000 0.057 11,239 1.0000 0 0.0000 0 140.8091 0 0 0
510 CSL.AX @CSLNP2 AU 0.0766 1.0000 -0.005 75,587 -1.0000 0 0.0000 0 156.1028 0 0 -0
531 9868.HK @XPENG2 HK 2.4665 8.0000 0.109 13,629 1.0000 -1 -0.0004 -4,000 9.3252 -37,301 37,301 -4,072
533 6723.T @NECEL1 JP 1.6996 1.0000 -0.006 24,556 -1.0000 0 0.0000 0 13.1274 0 0 -0
536 1288.HK @AGRIC28 HK 0.6282 6.0000 0.065 22,007 1.0000 -1 -0.0049 -678,000 0.7160 -485,415 485,415 -31,365
538 0939.HK @CHINA377 HK 0.7628 8.0000 0.100 234,301 1.0000 -1 -0.0211 -2,164,000 0.9746 -2,108,947 2,108,947 -210,086
547 8316.T @SUMIT21 JP 1.0764 4.0000 0.044 97,369 1.0000 0 0.0000 0 25.0665 0 0 0
550 003490.KS @KOREA192 KR 0.3235 1.0000 -0.005 4,309 -1.0000 1 0.0002 1,396 15.8155 22,078 22,078 -107
555 2603.TW @EVERG16 TW 0.8425 7.0000 0.091 17,999 1.0000 0 0.0000 0 8.3133 0 0 0
568 ANZ.AX @AUSTN11 AU 0.2766 1.0000 0.003 57,105 1.0000 0 0.0000 0 19.2185 0 0 0
569 2881.TW @FUBON8 TW 0.6529 9.0000 0.129 33,420 1.0000 -1 -0.0003 -12,000 2.9113 -34,936 34,936 -4,504
572 1398.HK @INDUS124 HK 0.7340 9.0000 0.133 67,337 1.0000 -1 -0.0030 -388,000 0.7758 -301,020 301,020 -40,063
579 1088.HK @CHINA352 HK 0.5407 4.0000 0.038 15,102 1.0000 -1 -0.0024 -54,000 4.4715 -241,462 241,462 -9,099
584 055550.KS @SHINH4 KR 0.4626 3.0000 -0.027 20,894 -1.0000 1 0.0004 856 44.3568 37,969 37,969 -1,033
590 2882.TW @CATHA19 TW 0.8111 10.0000 0.171 21,910 1.0000 0 0.0000 0 2.2293 0 0 0
596 CMLT.SI @CAPIT88 SG NaN NaN nan 12,402 NaN -1 -0.0000 -16 1.6950 -27 27 nan
600 ASB.AX @AUSTA6 AU 0.1344 8.0000 -0.120 1,550 -1.0000 0 -0.0000 0 4.0903 0 0 -0
606 8411.T @MIZUH6 JP 1.1267 3.0000 0.034 68,934 1.0000 0 0.0000 0 27.4225 0 0 0
610 2858.HK @YIXIN1 HK 2.0121 1.0000 -0.006 931 -1.0000 0 0.0000 0 0.2866 0 0 -0
632 601390.SH @CHINA696 CN 0.7623 3.0000 0.025 6,971 1.0000 -1 0.0000 -99 0.7716 -76 76 -2
641 601333.SH @GUANG102 CN 0.7023 3.0000 -0.029 1,214 -1.0000 1 0.0000 78 0.4053 32 32 -1
666 688025.SH @SHENZ288 CN 2.4085 NaN nan 743 NaN 1 -0.0000 85 9.0922 773 773 nan
682 688772.SH @ZHUHA19 CN 2.0745 3.0000 -0.033 1,709 -1.0000 1 0.0000 68 1.9611 133 133 -4
687 300379.ZK @BEIJI135 CN 1.4755 NaN nan 419 NaN -1 -0.0000 -89 0.7507 -67 67 nan
701 002017.ZK @ZHUHA5 CN 1.5018 4.0000 -0.046 661 -1.0000 1 0.0062 304,200 2.0335 618,590 618,590 -28,174
702 605499.SH @EASTR12 CN 0.4046 4.0000 0.042 21,660 1.0000 -1 -0.0073 -16,530 43.8455 -724,767 724,767 -30,425
706 688169.SH @BEIJI316 CN 1.4858 3.0000 0.032 5,452 1.0000 -1 0.0000 -99 29.4927 -2,920 2,920 -92
727 688041.SH @HYGON1 CN 1.1792 2.0000 0.020 18,451 1.0000 -1 0.0000 -61 18.9004 -1,153 1,153 -23
728 688599.SH @TRINA7 CN 1.7805 4.0000 -0.045 3,032 -1.0000 1 0.0000 89 1.9597 174 174 -8
729 603355.SH @KINGC7 CN 1.5056 4.0000 0.045 656 1.0000 -1 0.0000 -13 3.0934 -40 40 -2
733 600248.SH @YANGL1 CN 0.8459 1.0000 0.002 680 1.0000 -1 0.0000 -64 0.5307 -34 34 -0
737 000538.ZK @YUNNA10 CN 0.6209 4.0000 0.039 5,660 1.0000 -1 0.0000 -80 7.7370 -619 619 -24
756 603233.SH @DASHE1 CN 0.9267 2.0000 0.016 2,530 1.0000 -1 0.0000 -80 2.2215 -178 178 -3
768 688087.SH @SHAND206 CN 1.7123 1.0000 0.000 375 1.0000 -1 0.0000 -42 3.4569 -145 145 -0
772 601319.SH @THEPE2 CN 1.0057 1.0000 0.010 42,619 1.0000 -1 0.0000 -93 1.2006 -112 112 -1
780 000065.ZK @NORIN1 CN 1.3584 4.0000 0.043 731 1.0000 -1 0.0000 -70 1.4221 -100 100 -4
784 002821.ZK @ASYMC1 CN 1.7144 2.0000 0.016 2,605 1.0000 -1 0.0000 -63 12.0338 -758 758 -12
791 601919.SH @CHINA565 CN 0.9213 3.0000 -0.024 11,766 -1.0000 1 0.0000 95 2.2758 216 216 -5
794 002609.ZK @SHENZ94 CN 1.8832 2.0000 -0.015 828 -1.0000 1 0.0006 43,900 1.4750 64,752 64,752 -993
796 601579.SH @KUAIJ1 CN 0.6649 1.0000 -0.011 582 -1.0000 1 0.0000 95 2.9583 281 281 -3
803 603659.SH @PUTAI1 CN 1.7599 7.0000 -0.093 4,060 -1.0000 1 0.0000 74 2.3747 176 176 -16
821 603063.SH @SHENZ257 CN 1.6703 2.0000 -0.021 1,546 -1.0000 1 0.0002 5,600 4.2077 23,563 23,563 -501
873 601988.SH @BANKO22 CN 0.1873 6.0000 0.066 157,639 1.0000 -1 0.0000 -40 0.7479 -30 30 -2
899 600312.SH @HENAN10 CN 0.3089 3.0000 -0.033 1,667 -1.0000 0 0.0000 0 2.0822 0 0 -0
916 601166.SH @INDUS132 CN 0.6421 3.0000 0.023 52,636 1.0000 -1 -0.0068 -205,300 3.3163 -680,830 680,830 -15,906
929 002916.ZK @SHENN1 CN 1.7985 4.0000 -0.036 8,987 -1.0000 1 0.0000 30 13.4796 404 404 -15
956 600016.SH @CHINA214 CN 0.5635 1.0000 0.002 14,687 1.0000 -1 -0.0320 -4,858,600 0.6574 -3,194,066 3,194,066 -7,683
959 600926.SH @BANKO586 CN 0.5384 5.0000 0.057 11,067 1.0000 -1 0.0000 -87 2.2870 -199 199 -11
967 600809.SH @SHANX16 CN 1.1556 6.0000 0.076 9,799 1.0000 0 0.0000 0 24.3393 0 0 0
1006 601825.SH @SHANG375 CN 0.2835 5.0000 0.053 8,750 1.0000 -1 -0.0022 -156,800 1.3747 -215,553 215,553 -11,480
1007 601077.SH @CHONG91 CN 0.3873 9.0000 0.149 5,372 1.0000 0 0.0000 0 0.9959 0 0 0
1008 300014.ZK @EVEEN1 CN 1.9575 3.0000 0.024 8,211 1.0000 0 0.0000 0 5.9027 0 0 0
1016 601336.SH @XINHU5 CN 1.5644 1.0000 0.000 13,378 1.0000 -1 -0.0002 -2,400 7.8234 -18,776 18,776 -9
1026 300199.ZK @HYBIO1 CN 1.6843 8.0000 -0.120 2,160 -1.0000 0 0.0000 0 2.4458 0 0 -0
1042 600088.SH @CHINA102 CN 0.8045 7.0000 -0.096 403 -1.0000 0 0.0000 0 2.2034 0 0 -0
1062 SCGP_n.BK @SCGPA1 TH 0.6930 6.0000 0.068 604 1.0000 -1 -0.0021 -416,800 0.5026 -209,493 209,493 -14,190
1064 VGI_n.BK @VGIGL2 TH 0.4063 4.0000 0.040 548 1.0000 0 0.0000 0 0.0685 0 0 0
1066 TOP_n.BK @THAIO13 TH 0.6923 4.0000 0.039 1,080 1.0000 0 0.0000 0 0.8788 0 0 0
1071 PTTGC_n.BK @PTTGL1 TH 0.8977 2.0000 0.013 1,537 1.0000 -1 -0.0028 -459,100 0.6198 -284,549 284,549 -3,612
1073 BBL_n.BK @BANGK27 TH 0.2201 4.0000 0.038 8,182 1.0000 -1 -0.0055 -127,600 4.2862 -546,913 546,913 -21,032
1074 KTB_n.BK @KRUNG9 TH 0.3737 6.0000 0.062 4,267 1.0000 -1 -0.0005 -79,800 0.6784 -54,135 54,135 -3,369
1079 IVL_n.BK @INDOR13 TH 0.6690 4.0000 0.038 1,206 1.0000 -1 -0.0001 -21,500 0.6136 -13,193 13,193 -495
1081 SCB_n.BK @SCBXP1 TH 0.2133 5.0000 0.060 12,252 1.0000 -1 -0.0024 -66,900 3.6386 -243,423 243,423 -14,572
1083 GULF_n.BK @GULFD3 TH NaN NaN nan 15,143 NaN -1 -0.0000 -13 1.3336 -17 17 nan