total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -767,672 21,295,194 106 403,247,906 -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 1.6485 7.0000 0.083 5,297 1.0000 -1 0.0000 -1,000 3.4013 -3,401 3,401 -282
23 1795.TW @LOTUS3 TW 0.8114 3.0000 0.024 1,207 1.0000 -1 -0.0026 -36,000 7.3238 -263,655 263,655 -6,210
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.002 1,066 1.0000 -1 -0.0020 -13,000 15.2464 -198,203 198,203 -474
62 ANN.AX @ANSEL3 AU 0.5747 8.0000 -0.100 2,875 -1.0000 0 -0.0000 0 19.6974 0 0 -0
65 0267.HK @CITIC10 HK 1.4192 7.0000 0.075 11,086 1.0000 -1 -0.0048 -340,000 1.4115 -479,904 479,904 -35,956
75 4523.T @EISAI2 JP 0.4933 1.0000 0.006 7,905 1.0000 -1 -0.0036 -13,300 27.1059 -360,508 360,508 -2,287
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.147 7,306 1.0000 -1 0.0000 -1,500 2.3134 -3,470 3,470 -511
88 1415.HK @COWEL7 HK 2.2892 1.0000 0.003 945 1.0000 -1 -0.0007 -18,000 3.6497 -65,695 65,695 -208
94 2543.TW @HWANG2 TW 1.2177 4.0000 0.040 657 1.0000 -1 0.0000 -177 2.6728 -473 473 -19
97 8069.TWO @PRIME74 TW 0.8724 7.0000 0.081 7,307 1.0000 -1 -0.0031 -43,000 7.2211 -310,506 310,506 -25,170
98 1101.TW @TAIWA69 TW 0.4786 4.0000 0.044 6,202 1.0000 -1 -0.0031 -377,000 0.8214 -309,651 309,651 -13,761
100 2400.HK @XDINC1 HK 1.6896 9.0000 0.135 3,145 1.0000 -1 -0.0007 -10,600 6.3759 -67,584 67,584 -9,142
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.116 2,358 1.0000 -1 0.0000 -1,600 3.1211 -4,994 4,994 -578
103 1963.T @JGCCO1 JP 0.8954 3.0000 0.029 2,222 1.0000 -1 -0.0040 -47,300 8.5569 -404,740 404,740 -11,874
121 6618.HK @JDHEA1 HK 2.0488 10.0000 0.165 5,744 1.0000 -1 0.0000 -150 5.4396 -816 816 -135
126 8299.TWO @PHISO1 TW 0.9465 1.0000 0.003 3,136 1.0000 -1 -0.0029 -17,000 16.8720 -286,824 286,824 -725
131 1801.HK @INNOV87 HK 1.2399 4.0000 0.035 17,476 1.0000 -1 -0.0164 -160,500 10.2231 -1,640,801 1,640,801 -56,961
132 ICT.PS @INTLC17 PH 0.4306 1.0000 -0.007 13,646 -1.0000 1 0.0003 3,202 7.8591 25,165 25,165 -177
136 1833.HK @PAGOO1 HK 1.9252 9.0000 0.127 1,215 1.0000 -1 0.0000 -977 1.1962 -1,169 1,169 -148
138 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.048 2,784 1.0000 -1 0.0000 -1,600 0.8217 -1,315 1,315 -63
142 4612.T @NIPPO90 JP 1.3324 1.0000 -0.004 8,771 -1.0000 0 0.0000 0 8.2220 0 0 -0
149 0189.HK @DONGY26 HK 1.5519 5.0000 0.058 2,229 1.0000 -1 -0.0004 -30,000 1.2866 -38,599 38,599 -2,237
150 0998.HK @CHINA536 HK 0.7461 7.0000 0.083 9,707 1.0000 -1 0.0000 -1,000 1.0191 -1,019 1,019 -84
153 5871.TW @CHAIL1 TW 1.1467 4.0000 0.043 7,436 1.0000 -1 -0.0020 -46,000 4.4319 -203,867 203,867 -8,818
156 2327.TW @YAGEO2 TW 0.9113 1.0000 0.008 8,115 1.0000 -1 -0.0010 -6,000 16.8378 -101,027 101,027 -808
159 3288.T @OPENH1 JP 0.2487 1.0000 0.005 5,576 1.0000 -1 -0.0015 -3,300 46.2017 -152,466 152,466 -763
160 1303.TW @NANYA7 TW 0.9500 5.0000 0.051 5,483 1.0000 -1 -0.0005 -53,000 0.9343 -49,517 49,517 -2,503
161 0019.HK @SWIRE4 HK 0.5700 6.0000 0.072 2,934 1.0000 -1 -0.0092 -105,000 8.7581 -919,598 919,598 -66,058
164 6460.T @SEGAS1 JP 0.4126 3.0000 0.029 3,565 1.0000 -1 -0.0029 -13,500 21.2008 -286,211 286,211 -8,269
166 6952.T @CASIO5 JP 0.5353 3.0000 -0.022 1,857 -1.0000 1 0.0050 63,900 7.8119 499,181 499,181 -10,973
173 0836.HK @CHINA276 HK 0.6193 4.0000 0.045 4,812 1.0000 -1 -0.0150 -612,000 2.4459 -1,496,885 1,496,885 -67,216
178 4816.T @TOEIA1 JP 0.0643 2.0000 0.016 2,206 1.0000 -1 -0.0010 -4,400 22.3490 -98,336 98,336 -1,588
181 1605.TW @WALSI4 TW 1.2529 1.0000 0.005 2,195 1.0000 -1 -0.0002 -31,145 0.6639 -20,678 20,678 -112
186 6755.T @FUJIT32 JP 0.3045 1.0000 0.005 272 1.0000 -1 0.0000 -26 19.1095 -497 497 -2
190 4324.T @DENTS4 JP 0.8229 5.0000 0.050 4,682 1.0000 -1 -0.0008 -4,100 20.2474 -83,014 83,014 -4,187
204 6055.HK @CHINA2407 HK 1.4044 3.0000 0.022 797 1.0000 -1 -0.0012 -30,000 4.1147 -123,441 123,441 -2,727
213 9688.HK @ZAILA3 HK 1.7800 3.0000 0.024 3,849 1.0000 -1 -0.0044 -126,000 3.4650 -436,591 436,591 -10,284
224 3046.T @JINCO1 JP 0.3304 1.0000 0.001 1,379 1.0000 -1 -0.0023 -3,800 60.5543 -230,106 230,106 -275
238 5880.TW @TWCOO1 TW 0.4100 2.0000 0.013 13,182 1.0000 -1 -0.0058 -670,000 0.8658 -580,116 580,116 -7,325
262 2317.TW @HONHA4 TW 1.2322 4.0000 0.043 76,780 1.0000 -1 -0.0080 -145,000 5.5270 -801,420 801,420 -34,689
264 4912.T @LIONC3 JP 0.1650 2.0000 0.020 2,777 1.0000 -1 -0.0023 -22,700 9.9238 -225,270 225,270 -4,566
325 2454.TW @MEDIA42 TW 0.8716 4.0000 -0.042 76,739 -1.0000 1 0.0019 4,000 47.9124 191,650 191,650 -7,998
367 8031.T @MITSU82 JP 0.9629 2.0000 0.020 59,936 1.0000 0 0.0000 0 20.6267 0 0 0
379 4043.T @TOKUY2 JP 0.9448 1.0000 -0.005 1,547 -1.0000 1 0.0005 2,500 21.4537 53,634 53,634 -258
392 7201.T @NISSA15 JP 0.8287 2.0000 0.015 4,922 1.0000 -1 -0.0021 -101,300 2.0709 -209,780 209,780 -3,108
397 2891.TW @CHINA244 TW 0.6269 8.0000 0.109 29,657 1.0000 -1 -0.0111 -738,000 1.5092 -1,113,819 1,113,819 -121,016
399 APA.AX @AUSTP9 AU 0.0579 2.0000 -0.021 7,110 -1.0000 1 0.0044 80,967 5.4504 441,306 441,306 -9,157
403 7867.T @TOMYC1 JP 0.6424 1.0000 0.004 1,919 1.0000 -1 -0.0004 -2,000 22.0415 -44,083 44,083 -179
410 066570.KS @LGELE11 KR 0.5231 4.0000 -0.039 5,837 -1.0000 1 0.0005 860 54.8735 47,191 47,191 -1,823
414 9831.T @YAMAD5 JP 0.1798 2.0000 0.012 2,810 1.0000 0 0.0000 0 3.1254 0 0 0
416 1071.HK @HUADI2 HK 0.7122 6.0000 0.069 739 1.0000 -1 -0.0005 -88,000 0.5440 -47,868 47,868 -3,326
424 3939.HK @WANGU1 HK 0.6421 4.0000 0.040 3,421 1.0000 -1 -0.0008 -20,000 3.7580 -75,160 75,160 -3,023
437 1385.HK @SHANG12 HK 2.2071 3.0000 0.030 963 1.0000 -1 -0.0003 -8,000 3.3886 -27,109 27,109 -806
438 9868.HK @XPENG2 HK 2.3558 9.0000 0.141 12,629 1.0000 -1 -0.0016 -18,000 8.6243 -155,238 155,238 -21,818
442 0939.HK @CHINA377 HK 0.7917 5.0000 0.046 259,715 1.0000 -1 -0.0215 -1,994,000 1.0803 -2,154,055 2,154,055 -98,012
450 003490.KS @KOREA192 KR 0.3894 1.0000 -0.005 4,849 -1.0000 1 0.0003 1,551 17.7939 27,598 27,598 -133
461 1398.HK @INDUS124 HK 0.7460 8.0000 0.111 69,325 1.0000 -1 0.0000 -1,000 0.7987 -799 799 -89
470 BBRI.JK @BKRAK1 ID 0.1005 3.0000 0.029 35,750 1.0000 0 0.0000 0 0.2383 0 0 0
471 CMLT.SI @CAPIT88 SG NaN NaN nan 12,516 NaN -1 -0.0000 -16 1.7105 -27 27 nan
477 2345.TW @ACCTO2 TW 0.9517 1.0000 -0.003 14,363 -1.0000 1 0.0019 7,000 27.8234 194,764 194,764 -632
482 7269.T @SUZUK8 JP 0.7971 1.0000 0.009 22,182 1.0000 -1 -0.0029 -25,700 11.2907 -290,171 290,171 -2,624
491 9503.T @KANSA18 JP 0.7240 2.0000 0.020 12,317 1.0000 -1 -0.0009 -7,400 11.7520 -86,965 86,965 -1,736
501 1898.HK @CHINA484 HK 0.6600 4.0000 0.033 4,980 1.0000 -1 -0.0014 -114,000 1.2128 -138,254 138,254 -4,594
509 9923.HK @YEAHK1 HK 2.1542 3.0000 0.022 356 1.0000 -1 -0.0001 -8,000 1.7503 -14,003 14,003 -315
510 9901.HK @NEWOR8 HK 1.2482 9.0000 0.131 8,094 1.0000 -1 -0.0008 -16,000 5.2994 -84,791 84,791 -11,083
514 4503.T @YAMAN6 JP 0.3919 2.0000 0.017 17,031 1.0000 -1 -0.0008 -9,000 9.4112 -84,701 84,701 -1,402
519 SOL.AX @SOULP2 AU 0.2191 1.0000 -0.001 7,411 -1.0000 1 0.0018 6,513 27.2261 177,323 177,323 -175
521 WDS.AX @WOODS5 AU 0.5720 2.0000 -0.016 29,781 -1.0000 1 0.0071 45,509 15.6847 713,796 713,796 -11,257
524 4063.T @SHINE6 JP 0.9573 4.0000 0.045 63,085 1.0000 0 0.0000 0 31.7807 0 0 0
526 7186.T @CONCO332 JP 1.0628 2.0000 0.020 7,304 1.0000 0 0.0000 0 6.3808 0 0 0
527 7532.T @DONQU3 JP 0.3513 1.0000 0.002 14,744 1.0000 -1 -0.0019 -5,600 34.1318 -191,138 191,138 -408
528 4676.T @FUJIT13 JP 0.0945 1.0000 0.009 5,011 1.0000 -1 -0.0008 -3,400 23.2580 -79,077 79,077 -682
540 9602.T @TOHOC3 JP 0.1010 2.0000 0.020 7,285 1.0000 -1 -0.0006 -1,000 56.6996 -56,700 56,700 -1,117
542 6201.T @TOYOT13 JP 0.9306 2.0000 0.014 26,104 1.0000 0 0.0000 0 111.2668 0 0 0
560 9904.TW @POUCH1 TW 0.8572 3.0000 0.032 2,483 1.0000 -1 -0.0002 -25,000 0.9685 -24,213 24,213 -775
584 NAB.AX @NATLA14 AU 0.2153 2.0000 -0.013 79,551 -1.0000 0 0.0000 0 25.9713 0 0 -0
593 8411.T @MIZUH6 JP 1.0926 3.0000 0.021 68,773 1.0000 0 0.0000 0 27.3588 0 0 0
594 1658.HK @PSBCA1 HK 0.7880 3.0000 0.031 8,004 1.0000 -1 -0.0022 -290,000 0.7465 -216,487 216,487 -6,699
606 6871.T @MICRO72 JP 1.5704 2.0000 -0.014 1,464 -1.0000 1 0.0002 500 36.5649 18,282 18,282 -259
608 7014.T @NAMUR1 JP 1.4288 2.0000 0.015 1,336 1.0000 0 0.0000 0 20.7087 0 0 0
614 8136.T @SANRI4 JP 0.8250 1.0000 0.004 10,834 1.0000 -1 -0.0005 -1,100 46.1060 -50,717 50,717 -221
622 6861.T @KEYEN4 JP 0.7928 6.0000 0.063 78,387 1.0000 0 0.0000 0 379.1819 0 0 0
642 601390.SH @CHINA696 CN 0.7582 3.0000 0.030 7,273 1.0000 -1 0.0000 -99 0.8050 -80 80 -2
651 601333.SH @GUANG102 CN 0.6873 2.0000 -0.015 1,239 -1.0000 1 0.0000 78 0.4136 32 32 -0
657 600570.SH @HANGZ8 CN 1.9514 4.0000 0.043 6,952 1.0000 -1 0.0000 -80 4.6517 -372 372 -16
660 688252.SH @JADAR3 CN 1.8582 1.0000 -0.000 446 -1.0000 1 0.0000 44 3.3008 145 145 -0
673 688025.SH @SHENZ288 CN 2.4618 NaN nan 912 NaN 1 -0.0000 85 11.1599 949 949 nan
694 300379.ZK @BEIJI135 CN 1.5191 NaN nan 440 NaN -1 -0.0000 -89 0.7883 -70 70 nan
702 688256.SH @CAMBR63 CN 1.5218 1.0000 0.009 23,486 1.0000 -1 0.0000 -6 72.9093 -437 437 -4
708 605499.SH @EASTR12 CN 0.4139 8.0000 0.116 20,022 1.0000 -1 0.0000 -30 40.5284 -1,216 1,216 -141
712 688169.SH @BEIJI316 CN 1.4621 4.0000 0.041 5,362 1.0000 -1 0.0000 -38 20.7210 -787 787 -32
716 603799.SH @ZHEJI183 CN 1.7124 1.0000 0.005 7,371 1.0000 -1 0.0000 -61 5.2826 -322 322 -2
727 688222.SH @HITGE1 CN 2.1357 3.0000 -0.030 697 -1.0000 1 0.0000 36 2.3495 85 85 -3
733 688041.SH @HYGON1 CN 1.1841 3.0000 0.023 18,370 1.0000 -1 0.0000 -61 18.8172 -1,148 1,148 -27
734 688599.SH @TRINA7 CN 1.7913 5.0000 -0.046 3,450 -1.0000 1 0.0000 89 2.2298 198 198 -9
735 603355.SH @KINGC7 CN 1.5089 3.0000 0.024 670 1.0000 -1 0.0000 -13 3.1573 -41 41 -1
738 688106.SH @SUZHO69 CN 1.5166 2.0000 -0.013 1,178 -1.0000 1 0.0000 48 2.4442 117 117 -2
739 600248.SH @YANGL1 CN 0.8378 4.0000 0.037 679 1.0000 -1 0.0000 -64 0.5501 -35 35 -1
743 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.031 5,706 1.0000 -1 0.0000 -80 7.7993 -624 624 -19
757 002291.ZK @FOSHA5 CN 1.8080 1.0000 0.000 740 1.0000 -1 0.0000 -3 0.9011 -3 3 -0
763 002819.ZK @BEIJI198 CN 1.2986 1.0000 0.003 585 1.0000 -1 0.0000 -91 3.9052 -355 355 -1
776 600547.SH @SHAND33 CN 0.4661 4.0000 0.039 7,519 1.0000 -1 0.0000 -41 4.3342 -178 178 -7
782 000065.ZK @NORIN1 CN 1.4194 5.0000 0.052 802 1.0000 -1 0.0000 -70 1.5599 -109 109 -6
786 002821.ZK @ASYMC1 CN 1.7177 1.0000 0.003 2,672 1.0000 -1 0.0000 -63 12.3451 -778 778 -3
796 002241.ZK @GOERT1 CN 1.8469 6.0000 0.073 9,374 1.0000 -1 0.0000 -80 3.1587 -253 253 -19
797 601579.SH @KUAIJ1 CN 0.5923 1.0000 -0.008 531 -1.0000 1 0.0000 95 2.7019 257 257 -2
804 603698.SH @CHANG97 CN 1.0442 1.0000 0.005 496 1.0000 -1 0.0000 -56 2.3147 -130 130 -1
809 301389.ZK @LONGY5 CN 2.4289 1.0000 -0.002 418 -1.0000 1 0.0014 28,800 4.7548 136,938 136,938 -273
846 600012.SH @ANHUI27 CN 0.0182 6.0000 0.061 565 1.0000 0 0.0000 0 2.4233 0 0 0
880 688506.SH @SICHU130 CN 1.2193 2.0000 0.011 14,803 1.0000 -1 0.0000 -34 39.6928 -1,350 1,350 -14
895 600000.SH @SPUDO1 CN 0.7129 6.0000 0.066 36,514 1.0000 -1 0.0000 -39 1.9777 -77 77 -5
908 601838.SH @BANKO1058 CN 0.4778 1.0000 -0.007 8,999 -1.0000 0 0.0000 0 2.8690 0 0 -0
913 002916.ZK @SHENN1 CN 1.8258 6.0000 -0.073 11,072 -1.0000 1 0.0000 30 16.6069 498 498 -36
934 600926.SH @BANKO586 CN 0.5131 5.0000 0.049 12,093 1.0000 -1 0.0000 -87 2.4178 -210 210 -10
936 600426.SH @SHAND51 CN 1.0019 5.0000 -0.051 4,325 -1.0000 0 0.0000 0 2.9958 0 0 -0
948 603986.SH @GIGAD1 CN 1.6477 2.0000 0.020 10,919 1.0000 -1 0.0000 -77 16.4426 -1,266 1,266 -25
966 601012.SH @XIANL2 CN 1.4778 7.0000 -0.092 17,372 -1.0000 0 0.0000 0 2.2924 0 0 -0
995 600180.SH @SHAND15 CN 0.8214 9.0000 -0.135 284 -1.0000 0 0.0000 0 0.6379 0 0 -0
1011 600391.SH @SICHU26 CN 1.1244 4.0000 -0.042 807 -1.0000 0 0.0000 0 3.8216 0 0 -0
1020 002352.ZK @MAANS6 CN 0.8192 7.0000 0.077 15,200 1.0000 0 0.0000 0 6.7060 0 0 0
1029 601166.SH @INDUS132 CN 0.6463 1.0000 0.008 55,131 1.0000 -1 -0.0117 -335,400 3.4735 -1,165,000 1,165,000 -9,386
1063 PTTGC_n.BK @PTTGL1 TH 0.9011 4.0000 0.041 1,512 1.0000 -1 -0.0022 -356,200 0.6096 -217,135 217,135 -8,920
1065 BBL_n.BK @BANGK27 TH 0.2242 2.0000 0.017 8,391 1.0000 -1 -0.0193 -439,100 4.3958 -1,930,183 1,930,183 -33,355
1066 KTB_n.BK @KRUNG9 TH 0.3728 5.0000 0.053 4,161 1.0000 -1 -0.0005 -70,100 0.6617 -46,383 46,383 -2,457
1071 GULF_n.BK @GULFD3 TH NaN NaN nan 13,825 NaN -1 -0.0000 -13 1.2176 -16 16 nan
1074 DELTA_n.BK @DELTA60 TH 0.6457 9.0000 0.138 14,986 1.0000 0 0.0000 0 3.2471 0 0 0