total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -707,976 22,940,345 118 401,552,433 -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 6.0000 0.061 5,267 1.0000 -1 0.0000 -1,000 3.3823 -3,382 3,382 -205
8 1301.TW @FORMO9 TW 0.9518 1.0000 0.003 6,279 1.0000 -1 -0.0070 -590,000 1.1884 -701,175 701,175 -2,113
23 1795.TW @LOTUS3 TW 0.8114 6.0000 0.063 1,177 1.0000 -1 -0.0026 -36,000 7.1443 -257,196 257,196 -16,137
58 6442.TW @EZCON1 TW 1.4056 1.0000 0.002 1,075 1.0000 -1 -0.0020 -13,000 15.3706 -199,818 199,818 -494
65 0267.HK @CITIC10 HK 1.4192 8.0000 0.119 10,927 1.0000 -1 -0.0047 -340,000 1.3912 -472,992 472,992 -56,057
80 2474.TW @CATCH1 TW 0.4729 1.0000 0.007 4,582 1.0000 -1 -0.0013 -19,000 7.0585 -134,111 134,111 -964
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.150 7,282 1.0000 -1 0.0000 -1,500 2.3059 -3,459 3,459 -520
84 2002.TW @CHINA152 TW 0.8786 1.0000 0.001 8,148 1.0000 -1 -0.0050 -776,000 0.6457 -501,092 501,092 -427
88 1415.HK @COWEL7 HK 2.2892 2.0000 0.013 923 1.0000 -1 -0.0006 -18,000 3.5671 -64,207 64,207 -860
89 6805.TW @FOSIT1 TW 1.3546 3.0000 0.025 1,548 1.0000 -1 -0.0019 -7,000 27.2034 -190,424 190,424 -4,729
91 2376.TW @GIGAB3 TW 1.0251 4.0000 0.035 5,926 1.0000 -1 -0.0041 -44,000 9.4113 -414,096 414,096 -14,376
94 2543.TW @HWANG2 TW 1.2177 6.0000 0.062 653 1.0000 -1 0.0000 -177 2.6585 -471 471 -29
98 1101.TW @TAIWA69 TW 0.4786 5.0000 0.051 6,316 1.0000 -1 -0.0032 -377,000 0.8364 -315,311 315,311 -16,055
100 2400.HK @XDINC1 HK 1.6896 8.0000 0.104 3,223 1.0000 -1 -0.0007 -10,600 6.5354 -69,275 69,275 -7,236
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.102 2,348 1.0000 -1 0.0000 -1,600 3.1084 -4,974 4,974 -508
103 1963.T @JGCCO1 JP 0.8954 3.0000 0.024 2,216 1.0000 -1 -0.0054 -62,700 8.5350 -535,147 535,147 -12,887
107 AGL.AX @AGLEN2 AU 0.2029 1.0000 0.005 3,824 1.0000 -1 -0.0120 -189,575 6.3157 -1,197,303 1,197,303 -6,505
111 6417.T @SANKY14 JP 0.4253 1.0000 0.002 4,535 1.0000 -1 -0.0038 -20,900 18.3608 -383,740 383,740 -593
118 1109.HK @CHINA182 HK 1.5604 3.0000 0.030 10,265 1.0000 -1 0.0000 -1,500 3.5989 -5,398 5,398 -165
121 6618.HK @JDHEA1 HK 2.0488 9.0000 0.141 5,852 1.0000 -1 0.0000 -150 5.5417 -831 831 -117
126 4911.T @SHISE2 JP 0.9314 4.0000 0.037 6,995 1.0000 0 0.0000 0 17.4878 0 0 0
127 8299.TWO @PHISO1 TW 0.9465 4.0000 0.041 3,011 1.0000 -1 -0.0028 -17,000 16.1950 -275,314 275,314 -11,262
137 1833.HK @PAGOO1 HK 1.9252 7.0000 0.087 1,250 1.0000 -1 0.0000 -977 1.2306 -1,202 1,202 -105
139 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.049 2,737 1.0000 -1 0.0000 -1,600 0.8077 -1,292 1,292 -63
143 4612.T @NIPPO90 JP 1.3324 1.0000 -0.002 8,674 -1.0000 1 0.0005 6,500 8.1311 52,852 52,852 -111
144 2359.TW @SOLOM6 TW 0.8058 2.0000 0.014 727 1.0000 -1 -0.0015 -34,000 4.4652 -151,817 151,817 -2,148
150 0189.HK @DONGY26 HK 1.5519 3.0000 0.030 2,305 1.0000 -1 -0.0004 -30,000 1.3300 -39,900 39,900 -1,188
151 0998.HK @CHINA536 HK 0.7461 7.0000 0.096 9,440 1.0000 -1 0.0000 -1,000 0.9911 -991 991 -95
154 5871.TW @CHAIL1 TW 1.1467 5.0000 0.054 7,406 1.0000 -1 -0.0020 -46,000 4.4137 -203,029 203,029 -11,052
157 2327.TW @YAGEO2 TW 0.9113 6.0000 0.062 7,971 1.0000 -1 -0.0010 -6,000 16.5384 -99,231 99,231 -6,179
160 3288.T @OPENH1 JP 0.2487 1.0000 0.008 5,549 1.0000 -1 -0.0015 -3,300 45.9790 -151,731 151,731 -1,223
161 1303.TW @NANYA7 TW 0.9500 2.0000 0.014 5,654 1.0000 -1 -0.0005 -53,000 0.9635 -51,063 51,063 -737
162 0019.HK @SWIRE4 HK 0.5700 5.0000 0.052 2,929 1.0000 -1 -0.0092 -105,000 8.7457 -918,295 918,295 -47,650
165 6460.T @SEGAS1 JP 0.4126 4.0000 0.040 3,755 1.0000 -1 -0.0033 -14,700 22.3356 -328,333 328,333 -13,245
167 6952.T @CASIO5 JP 0.5353 2.0000 -0.016 1,792 -1.0000 1 0.0051 67,300 7.5388 507,359 507,359 -8,061
169 2158.HK @YIDUT1 HK 2.3865 1.0000 0.002 754 1.0000 -1 0.0000 -1,900 0.7096 -1,348 1,348 -2
174 0836.HK @CHINA276 HK 0.6193 1.0000 0.007 4,872 1.0000 -1 -0.0175 -706,000 2.4766 -1,748,451 1,748,451 -12,459
179 4816.T @TOEIA1 JP 0.0643 2.0000 0.017 2,200 1.0000 -1 -0.0010 -4,400 22.2877 -98,066 98,066 -1,677
182 1605.TW @WALSI4 TW 1.2529 3.0000 0.032 2,242 1.0000 -1 -0.0002 -31,145 0.6784 -21,128 21,128 -668
187 6755.T @FUJIT32 JP 0.3045 1.0000 0.002 273 1.0000 -1 0.0000 -26 19.1722 -498 498 -1
191 4324.T @DENTS4 JP 0.8229 6.0000 0.068 4,640 1.0000 -1 -0.0010 -4,800 20.0657 -96,316 96,316 -6,597
205 6055.HK @CHINA2407 HK 1.4044 5.0000 0.055 756 1.0000 -1 -0.0013 -34,000 3.9047 -132,758 132,758 -7,245
215 8996.TW @KAORI1 TW 1.1731 1.0000 0.000 778 1.0000 -1 -0.0002 -2,000 8.5011 -17,002 17,002 -8
216 0853.HK @MICRO183 HK 2.7963 1.0000 0.000 1,473 1.0000 -1 -0.0036 -331,800 1.0905 -361,828 361,828 -61
225 3046.T @JINCO1 JP 0.3304 1.0000 0.001 1,349 1.0000 -1 -0.0023 -3,800 59.2283 -225,068 225,068 -324
231 1519.TW @FORTU25 TW 1.1508 4.0000 0.039 4,991 1.0000 -1 -0.0010 -5,000 19.0973 -95,487 95,487 -3,761
263 2317.TW @HONHA4 TW 1.2322 7.0000 0.078 75,867 1.0000 -1 -0.0079 -145,000 5.4613 -791,887 791,887 -61,987
265 4912.T @LIONC3 JP 0.1650 3.0000 0.028 2,795 1.0000 -1 -0.0022 -22,300 9.9901 -222,779 222,779 -6,252
280 SGH.AX @SEVEN19 AU 0.5910 4.0000 -0.034 6,620 -1.0000 0 0.0000 0 33.1949 0 0 -0
373 6586.T @MAKIT6 JP 1.2569 1.0000 0.010 8,436 1.0000 -1 -0.0020 -6,700 30.1277 -201,856 201,856 -1,925
381 4043.T @TOKUY2 JP 0.9448 1.0000 -0.004 1,529 -1.0000 1 0.0007 3,200 21.2126 67,880 67,880 -264
388 7735.T @DAINI14 JP 1.1751 3.0000 -0.023 8,361 -1.0000 1 0.0004 500 82.3034 41,152 41,152 -933
394 7201.T @NISSA15 JP 0.8287 1.0000 0.010 5,135 1.0000 -1 -0.0029 -135,400 2.1603 -292,504 292,504 -2,919
399 2891.TW @CHINA244 TW 0.6269 4.0000 0.039 29,968 1.0000 -1 -0.0120 -785,000 1.5250 -1,197,156 1,197,156 -46,941
401 APA.AX @AUSTP9 AU 0.0579 2.0000 -0.013 7,062 -1.0000 1 0.0044 80,967 5.4135 438,313 438,313 -5,594
404 5253.T @COVER8 JP 0.4394 2.0000 0.015 866 1.0000 -1 -0.0007 -5,000 13.8930 -69,465 69,465 -1,053
405 8282.T @KSDEN2 JP 0.2563 2.0000 -0.012 1,700 -1.0000 0 -0.0000 0 10.4454 0 0 -0
411 005930.KS @SAMSU48 KR 0.5642 1.0000 -0.003 251,015 -1.0000 1 0.0028 6,201 44.6356 276,785 276,785 -844
417 9831.T @YAMAD5 JP 0.1798 1.0000 0.007 2,854 1.0000 -1 -0.0001 -4,300 3.1744 -13,650 13,650 -95
419 1071.HK @HUADI2 HK 0.7122 5.0000 0.052 752 1.0000 -1 -0.0005 -88,000 0.5529 -48,655 48,655 -2,529
427 3939.HK @WANGU1 HK 0.6421 2.0000 0.018 3,694 1.0000 -1 -0.0008 -20,000 4.0575 -81,151 81,151 -1,460
440 1385.HK @SHANG12 HK 2.2071 2.0000 0.014 1,016 1.0000 -1 -0.0003 -8,000 3.5734 -28,587 28,587 -390
441 9868.HK @XPENG2 HK 2.3558 8.0000 0.100 13,245 1.0000 -1 -0.0016 -18,000 9.0450 -162,811 162,811 -16,331
443 1288.HK @AGRIC28 HK 0.6463 9.0000 0.159 22,164 1.0000 -1 0.0000 -1,000 0.7211 -721 721 -115
445 0939.HK @CHINA377 HK 0.7917 6.0000 0.073 252,374 1.0000 -1 -0.0209 -1,994,000 1.0497 -2,093,172 2,093,172 -151,879
449 9866.HK @NIOIN7 HK 2.0023 1.0000 0.007 5,153 1.0000 -1 -0.0018 -54,000 3.4078 -184,022 184,022 -1,234
453 003490.KS @KOREA192 KR 0.3894 2.0000 -0.016 4,714 -1.0000 1 0.0002 1,396 17.3017 24,153 24,153 -379
464 1398.HK @INDUS124 HK 0.7460 9.0000 0.155 68,001 1.0000 -1 0.0000 -1,000 0.7835 -783 783 -121
471 6869.T @SYSME2 JP 0.5162 1.0000 0.005 8,741 1.0000 -1 -0.0006 -3,800 16.7311 -63,578 63,578 -337
475 CMLT.SI @CAPIT88 SG NaN NaN nan 12,406 NaN -1 -0.0000 -16 1.6955 -27 27 nan
476 2502.T @ASAHI16 JP 0.3244 7.0000 0.079 19,496 1.0000 -1 -0.0011 -8,700 12.8180 -111,516 111,516 -8,791
486 9024.T @SEIBU5 JP 0.1951 1.0000 0.004 9,297 1.0000 -1 -0.0010 -3,000 34.2155 -102,646 102,646 -379
492 7270.T @FUJIH3 JP 0.8359 1.0000 0.003 9,824 1.0000 -1 -0.0022 -13,000 16.9639 -220,531 220,531 -568
507 7911.T @TOPPA4 JP 0.7605 2.0000 0.014 7,874 1.0000 -1 -0.0001 -500 26.7178 -13,359 13,359 -181
508 1898.HK @CHINA484 HK 0.6600 2.0000 0.019 4,881 1.0000 -1 -0.0014 -114,000 1.1886 -135,500 135,500 -2,582
511 259960.KS @KRAFT40 KR -0.1033 2.0000 -0.012 10,770 -1.0000 1 0.0002 58 264.2512 15,327 15,327 -191
512 2331.HK @LININ1 HK 1.8321 8.0000 0.114 5,558 1.0000 0 0.0000 0 2.1504 0 0 0
518 9901.HK @NEWOR8 HK 1.2482 9.0000 0.140 8,026 1.0000 -1 -0.0008 -16,000 5.2550 -84,081 84,081 -11,784
519 4091.T @NIPPO91 JP 0.6789 2.0000 -0.011 8,206 -1.0000 1 0.0012 3,000 38.6662 115,998 115,998 -1,239
522 2887.TW @TAISH4 TW 0.5707 1.0000 0.001 7,220 1.0000 0 0.0000 0 0.5564 0 0 0
523 4503.T @YAMAN6 JP 0.3919 3.0000 0.032 16,914 1.0000 -1 -0.0017 -18,000 9.3464 -168,236 168,236 -5,312
524 3407.T @ASAHI19 JP 0.6010 3.0000 0.023 9,501 1.0000 -1 -0.0008 -11,400 6.9568 -79,307 79,307 -1,809
539 4676.T @FUJIT13 JP 0.0945 1.0000 0.009 4,991 1.0000 -1 -0.0008 -3,400 23.1641 -78,758 78,758 -732
545 APE.AX @APEAG3 AU 0.3775 6.0000 -0.073 3,138 -1.0000 0 -0.0000 0 12.1576 0 0 -0
546 ASB.AX @AUSTA6 AU 0.1579 7.0000 -0.088 1,410 -1.0000 0 -0.0000 0 3.7193 0 0 -0
547 6702.T @FUJIT27 JP 0.6359 4.0000 0.033 48,202 1.0000 -1 -0.0028 -12,100 23.2736 -281,611 281,611 -9,413
548 DNL.AX @INCIT3 AU 0.5638 7.0000 -0.076 3,301 -1.0000 0 0.0000 0 1.7915 0 0 -0
552 9843.T @NITOR1 JP -0.1333 2.0000 0.020 8,585 1.0000 -1 -0.0007 -800 91.4787 -73,183 73,183 -1,456
555 9602.T @TOHOC3 JP 0.1010 3.0000 0.023 7,213 1.0000 -1 -0.0006 -1,000 56.1402 -56,140 56,140 -1,304
572 7182.T @JAPAN374 JP 0.7489 1.0000 0.005 19,435 1.0000 -1 -0.0075 -69,300 10.7843 -747,355 747,355 -3,457
575 9904.TW @POUCH1 TW 0.8572 4.0000 0.042 2,558 1.0000 -1 -0.0002 -25,000 0.9978 -24,945 24,945 -1,051
588 5803.T @FUJIK9 JP 1.7932 2.0000 0.018 15,832 1.0000 0 0.0000 0 53.5109 0 0 0
609 1590.TW @AIRTA2 TW 1.4381 9.0000 0.124 4,365 1.0000 0 0.0000 0 28.7147 0 0 0
627 601390.SH @CHINA696 CN 0.7582 2.0000 0.022 7,203 1.0000 -1 0.0000 -99 0.7972 -79 79 -2
636 601333.SH @GUANG102 CN 0.6873 2.0000 -0.014 1,228 -1.0000 1 0.0000 78 0.4098 32 32 -0
642 600570.SH @HANGZ8 CN 1.9514 1.0000 0.007 6,961 1.0000 -1 0.0000 -80 4.6580 -373 373 -3
643 300847.ZK @HGTEC1 CN 1.2406 3.0000 -0.027 344 -1.0000 1 0.0050 163,400 3.0594 499,900 499,900 -13,436
645 688252.SH @JADAR3 CN 1.8582 1.0000 -0.007 451 -1.0000 1 0.0000 44 3.3395 147 147 -1
654 688300.SH @NOVOR19 CN 1.9038 2.0000 -0.017 1,176 -1.0000 1 0.0068 96,181 7.0581 678,858 678,858 -11,704
658 688025.SH @SHENZ288 CN 2.4618 NaN nan 928 NaN 1 -0.0000 85 11.3524 965 965 nan
679 300379.ZK @BEIJI135 CN 1.5191 NaN nan 442 NaN -1 -0.0000 -89 0.7931 -71 71 nan
683 300866.ZK @ANKER10 CN 1.7544 3.0000 -0.032 8,824 -1.0000 1 0.0000 9 16.6000 149 149 -5
687 688256.SH @CAMBR63 CN 1.5218 1.0000 0.003 24,369 1.0000 -1 0.0000 -6 75.6506 -454 454 -1
693 605499.SH @EASTR12 CN 0.4139 8.0000 0.116 20,741 1.0000 -1 0.0000 -30 41.9850 -1,260 1,260 -146
710 000100.ZK @TCLCO2 CN 1.2732 7.0000 0.082 11,490 1.0000 -1 0.0000 -20 0.6119 -12 12 -1
712 688222.SH @HITGE1 CN 2.1357 3.0000 -0.033 691 -1.0000 1 0.0000 36 2.3304 84 84 -3
719 688599.SH @TRINA7 CN 1.7913 4.0000 -0.045 3,397 -1.0000 1 0.0000 89 2.1952 195 195 -9
720 603355.SH @KINGC7 CN 1.5089 4.0000 0.034 674 1.0000 -1 0.0000 -13 3.1750 -41 41 -1
723 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.010 1,171 -1.0000 1 0.0000 48 2.4294 117 117 -1
724 600248.SH @YANGL1 CN 0.8378 4.0000 0.038 667 1.0000 -1 0.0000 -64 0.5408 -35 35 -1
728 000538.ZK @YUNNA10 CN 0.6182 2.0000 0.017 5,706 1.0000 -1 0.0000 -80 7.7996 -624 624 -11
737 601229.SH @BANKO594 CN 0.2811 2.0000 -0.017 15,776 -1.0000 1 0.0000 16 1.5638 25 25 -0
761 600547.SH @SHAND33 CN 0.4661 1.0000 0.007 7,791 1.0000 -1 0.0000 -41 4.4908 -184 184 -1
768 000065.ZK @NORIN1 CN 1.4194 7.0000 0.076 796 1.0000 -1 0.0000 -70 1.5485 -108 108 -8
772 002821.ZK @ASYMC1 CN 1.7177 1.0000 0.007 2,648 1.0000 -1 0.0000 -63 12.2333 -771 771 -6
782 002609.ZK @SHENZ94 CN 1.9057 3.0000 -0.026 901 -1.0000 0 0.0000 0 1.6042 0 0 -0
783 002241.ZK @GOERT1 CN 1.8469 8.0000 0.116 9,365 1.0000 -1 0.0000 -80 3.1555 -252 252 -29
784 601579.SH @KUAIJ1 CN 0.5923 2.0000 -0.013 540 -1.0000 1 0.0000 95 2.7472 261 261 -3
794 002595.ZK @SHAND94 CN 0.6573 2.0000 0.013 6,501 1.0000 -1 0.0000 -95 8.1258 -772 772 -10
796 301389.ZK @LONGY5 CN 2.4289 3.0000 -0.024 412 -1.0000 1 0.0014 29,500 4.6915 138,399 138,399 -3,274
809 301333.ZK @RGPHA1 CN 1.7182 1.0000 -0.008 274 -1.0000 1 0.0004 5,200 7.1041 36,941 36,941 -306
853 601988.SH @BANKO22 CN 0.1636 3.0000 0.029 189,882 1.0000 -1 0.0000 -40 0.7959 -32 32 -1
882 600000.SH @SPUDO1 CN 0.7129 2.0000 0.021 36,615 1.0000 -1 -0.0158 -794,139 1.9834 -1,575,062 1,575,062 -32,828
900 002916.ZK @SHENN1 CN 1.8258 9.0000 -0.132 11,057 -1.0000 1 0.0000 30 16.5833 497 497 -66
921 600926.SH @BANKO586 CN 0.5131 7.0000 0.082 11,928 1.0000 -1 0.0000 -87 2.3848 -207 207 -17
937 688518.SH @SHENZ316 CN 1.9631 5.0000 -0.048 971 -1.0000 0 0.0000 0 2.8461 0 0 -0
958 605117.SH @NINGB89 CN 1.1059 1.0000 -0.008 4,502 -1.0000 0 0.0000 0 7.6575 0 0 -0
969 603567.SH @HEILO13 CN 1.2429 8.0000 -0.113 434 -1.0000 0 0.0000 0 1.6461 0 0 -0
985 301236.ZK @ISOFT4 CN 2.1503 1.0000 -0.005 6,474 -1.0000 0 0.0000 0 7.3843 0 0 -0
1010 002475.ZK @SHENZ71 CN 1.6443 2.0000 -0.017 22,159 -1.0000 0 0.0000 0 4.9284 0 0 -0
1050 PTTGC_n.BK @PTTGL1 TH 0.9011 4.0000 0.033 1,543 1.0000 -1 -0.0025 -398,900 0.6221 -248,166 248,166 -8,274
1053 KTB_n.BK @KRUNG9 TH 0.3728 6.0000 0.063 4,163 1.0000 -1 -0.0005 -70,100 0.6620 -46,404 46,404 -2,930
1058 GULF_n.BK @GULFD3 TH NaN NaN nan 13,832 NaN -1 -0.0000 -13 1.2182 -16 16 nan
1061 DELTA_n.BK @DELTA60 TH 0.6457 6.0000 0.065 15,347 1.0000 -1 -0.0006 -19,400 3.3252 -64,508 64,508 -4,165
1062 CPN_n.BK @CENTP7 TH 0.3964 7.0000 0.092 4,860 1.0000 0 0.0000 0 1.4634 0 0 0