total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -562,419 23,040,703 114 401,104,264 -0.001

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
0 6187.TWO @ALLRI1 TW 1.2313 1.0000 0.004 1,126 1.0000 -1 -0.0017 -13,000 12.7701 -166,011 166,011 -729
5 0291.HK @CHINA288 HK 1.6485 8.0000 0.106 5,376 1.0000 -1 0.0000 -1,000 3.4524 -3,452 3,452 -367
16 1519.HK @JTGLO1 HK 1.4218 3.0000 0.023 9,784 1.0000 -1 -0.0041 -308,600 1.3275 -409,656 409,656 -9,463
49 9001.T @TOBUR1 JP 0.2629 3.0000 -0.021 3,455 -1.0000 1 0.0088 51,400 17.1700 882,540 882,540 -18,516
52 6285.TW @WISTR2 TW 1.0423 1.0000 0.006 1,563 1.0000 -1 -0.0022 -55,000 4.0362 -221,992 221,992 -1,378
77 2474.TW @CATCH1 TW 0.4729 2.0000 0.013 4,723 1.0000 -1 -0.0014 -19,000 7.2754 -138,232 138,232 -1,731
79 1378.HK @CHINA1377 HK 1.6412 10.0000 0.163 8,509 1.0000 -1 0.0000 -1,500 2.6944 -4,042 4,042 -659
85 1415.HK @COWEL7 HK 2.2892 7.0000 0.074 933 1.0000 -1 -0.0006 -18,000 3.6053 -64,895 64,895 -4,833
86 6805.TW @FOSIT1 TW 1.3546 1.0000 0.004 1,704 1.0000 -1 -0.0021 -7,000 29.9495 -209,646 209,646 -754
88 2376.TW @GIGAB3 TW 1.0251 2.0000 0.020 6,172 1.0000 -1 -0.0043 -44,000 9.8023 -431,299 431,299 -8,707
91 2543.TW @HWANG2 TW 1.2177 3.0000 0.022 616 1.0000 -1 0.0000 -177 2.5065 -444 444 -10
92 3481.TW @INNOL2 TW 0.9651 1.0000 0.001 3,170 1.0000 -1 -0.0007 -183,000 0.3968 -72,622 72,622 -49
97 2400.HK @XDINC1 HK 1.6896 9.0000 0.148 3,198 1.0000 -1 -0.0007 -10,600 6.4844 -68,735 68,735 -10,157
98 0763.HK @ZTECO2 HK 1.9702 10.0000 0.188 2,512 1.0000 -1 0.0000 -1,600 3.3250 -5,320 5,320 -1,001
113 1109.HK @CHINA182 HK 1.5604 9.0000 0.141 10,974 1.0000 -1 0.0000 -1,500 3.8474 -5,771 5,771 -811
115 6618.HK @JDHEA1 HK 2.0488 10.0000 0.183 6,552 1.0000 -1 0.0000 -150 6.2042 -931 931 -170
120 8299.TWO @PHISO1 TW 0.9465 1.0000 0.008 3,310 1.0000 -1 -0.0030 -17,000 17.8069 -302,717 302,717 -2,501
129 1952.HK @EVERE39 HK 1.8549 4.0000 0.041 2,964 1.0000 -1 -0.0050 -55,000 9.0451 -497,481 497,481 -20,475
130 1833.HK @PAGOO1 HK 1.9252 8.0000 0.109 1,323 1.0000 -1 0.0000 -977 1.3020 -1,272 1,272 -138
131 2013.HK @WEIMO2 HK 3.0065 2.0000 0.016 967 1.0000 -1 -0.0012 -458,000 0.2675 -122,529 122,529 -2,016
132 6979.HK @ZJLDG1 HK 1.7149 3.0000 0.023 2,970 1.0000 -1 0.0000 -1,600 0.8765 -1,402 1,402 -32
141 0189.HK @DONGY26 HK 1.5519 9.0000 0.139 2,353 1.0000 -1 -0.0002 -14,000 1.3580 -19,013 19,013 -2,634
142 0998.HK @CHINA536 HK 0.7461 10.0000 0.169 9,113 1.0000 -1 0.0000 -1,000 0.9567 -957 957 -161
144 5871.TW @CHAIL1 TW 1.1467 4.0000 0.037 7,313 1.0000 -1 -0.0017 -40,000 4.3584 -174,338 174,338 -6,446
147 2327.TW @YAGEO2 TW 0.9113 2.0000 0.016 8,697 1.0000 -1 -0.0011 -6,000 18.0443 -108,266 108,266 -1,746
152 0019.HK @SWIRE4 HK 0.5700 6.0000 0.065 3,079 1.0000 -1 -0.0067 -73,000 9.1916 -670,987 670,987 -43,843
155 6460.T @SEGAS1 JP 0.4126 1.0000 0.002 3,449 1.0000 -1 -0.0019 -9,400 20.5120 -192,812 192,812 -412
157 6952.T @CASIO5 JP 0.5353 1.0000 -0.002 1,963 -1.0000 1 0.0046 55,300 8.2583 456,683 456,683 -966
164 0836.HK @CHINA276 HK 0.6193 2.0000 0.019 4,967 1.0000 -1 -0.0153 -606,000 2.5250 -1,530,142 1,530,142 -28,727
175 6755.T @FUJIT32 JP 0.3045 3.0000 0.023 270 1.0000 -1 -0.0000 -26 18.9680 -493 493 -12
201 9688.HK @ZAILA3 HK 1.7800 1.0000 0.008 4,309 1.0000 -1 -0.0049 -126,000 3.8792 -488,780 488,780 -4,140
210 3046.T @JINCO1 JP 0.3304 1.0000 0.009 1,179 1.0000 -1 -0.0014 -2,800 51.7370 -144,864 144,864 -1,234
224 2264.T @MORIN6 JP 0.2476 3.0000 -0.026 1,968 -1.0000 1 0.0024 11,000 22.0966 243,062 243,062 -6,432
225 1332.T @NIPPO103 JP 0.3932 1.0000 -0.009 1,848 -1.0000 1 0.0065 109,900 5.9159 650,157 650,157 -5,662
226 2875.T @TOYOS3 JP 0.4322 1.0000 -0.007 7,512 -1.0000 1 0.0004 600 67.7524 40,651 40,651 -276
236 2897.T @NISSI10 JP 0.3040 1.0000 -0.008 4,726 -1.0000 1 0.0017 8,600 19.6079 168,628 168,628 -1,418
247 4912.T @LIONC3 JP 0.1650 1.0000 0.005 2,778 1.0000 -1 -0.0030 -30,500 9.9275 -302,790 302,790 -1,596
263 CMDG.SI @COMFO3 SG 0.2373 2.0000 -0.016 2,757 -1.0000 1 0.0160 1,254,200 1.2721 1,595,463 1,595,463 -25,457
269 COL.AX @COLES10 AU -0.1816 4.0000 -0.035 17,924 -1.0000 1 0.0110 82,018 13.3631 1,096,015 1,096,015 -38,762
274 3349.T @COSMO23 JP -0.0686 1.0000 -0.001 2,697 -1.0000 1 0.0006 1,000 62.4297 62,430 62,430 -48
291 086790.KS @HANAF1 KR 0.5522 6.0000 0.069 17,347 1.0000 -1 -0.0044 -7,271 60.9263 -442,995 442,995 -30,404
306 5388.TW @SERCO6 TW 1.0341 1.0000 0.006 1,005 1.0000 -1 -0.0002 -7,000 3.3511 -23,458 23,458 -149
324 6504.T @FUJIE6 JP 1.1737 4.0000 -0.033 7,634 -1.0000 1 0.0065 12,800 51.1343 654,519 654,519 -21,849
340 2884.TW @ESUNF1 TW 0.5285 6.0000 0.065 17,645 1.0000 -1 -0.0007 -66,660 1.0922 -72,803 72,803 -4,765
365 2891.TW @CHINA244 TW 0.6269 4.0000 0.037 28,060 1.0000 -1 -0.0091 -634,000 1.4279 -905,315 905,315 -33,125
367 APA.AX @AUSTP9 AU 0.0579 6.0000 -0.066 7,136 -1.0000 1 0.0040 72,489 5.4700 396,515 396,515 -26,017
374 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.075 286,133 -1.0000 1 0.0031 6,080 50.8803 309,352 309,352 -23,283
376 066570.KS @LGELE11 KR 0.5231 2.0000 -0.017 5,981 -1.0000 1 0.0005 860 56.2285 48,357 48,357 -831
379 VNT.AX @VENTI5 AU 0.2548 2.0000 -0.015 2,811 -1.0000 1 0.0005 14,112 3.3621 47,446 47,446 -716
381 1071.HK @HUADI2 HK 0.7122 7.0000 0.083 727 1.0000 -1 -0.0005 -88,000 0.5351 -47,085 47,085 -3,924
385 3939.HK @WANGU1 HK 0.6421 7.0000 0.081 3,155 1.0000 -1 -0.0007 -20,000 3.4652 -69,303 69,303 -5,590
391 4901.T @FUJIP6 JP 0.4457 1.0000 -0.007 26,963 -1.0000 1 0.0127 58,600 21.6767 1,270,255 1,270,255 -8,794
395 6707.T @SANKE4 JP 1.1505 3.0000 -0.030 1,486 -1.0000 0 0.0000 0 59.2131 0 0 -0
396 1385.HK @SHANG12 HK 2.2071 4.0000 0.038 1,101 1.0000 -1 -0.0003 -8,000 3.8728 -30,983 30,983 -1,186
397 9868.HK @XPENG2 HK 2.3558 7.0000 0.088 14,019 1.0000 -1 -0.0017 -18,000 9.5738 -172,328 172,328 -15,171
398 QAN.AX @QANTA2 AU 0.3991 3.0000 -0.027 10,910 -1.0000 1 0.0031 43,139 7.2102 311,039 311,039 -8,249
403 9866.HK @NIOIN7 HK 2.0023 2.0000 0.019 7,445 1.0000 -1 -0.0033 -66,000 4.9238 -324,974 324,974 -6,136
407 003490.KS @KOREA192 KR 0.3894 3.0000 -0.029 4,736 -1.0000 1 0.0003 1,551 17.3817 26,959 26,959 -770
422 CMLT.SI @CAPIT88 SG NaN NaN nan 12,620 NaN -1 -0.0000 -16 1.7247 -28 28 nan
428 2345.TW @ACCTO2 TW 0.9517 1.0000 -0.007 14,900 -1.0000 1 0.0012 4,000 28.8641 115,456 115,456 -865
429 5108.T @BRIDG9 JP 0.5866 1.0000 0.003 26,776 1.0000 0 0.0000 0 42.1548 0 0 0
432 7269.T @SUZUK8 JP 0.7971 1.0000 0.002 22,404 1.0000 -1 -0.0033 -29,200 11.4038 -332,991 332,991 -520
447 1898.HK @CHINA484 HK 0.6600 6.0000 0.057 5,263 1.0000 -1 -0.0008 -62,000 1.2816 -79,459 79,459 -4,510
449 259960.KS @KRAFT40 KR -0.1033 2.0000 -0.014 9,883 -1.0000 1 0.0002 80 242.4764 19,398 19,398 -269
450 0136.HK @MASCO2 HK 0.7248 1.0000 0.002 5,517 1.0000 -1 -0.0042 -1,028,000 0.4102 -421,701 421,701 -713
453 9923.HK @YEAHK1 HK 2.1542 6.0000 0.058 396 1.0000 -1 -0.0002 -8,000 1.9517 -15,614 15,614 -901
456 4503.T @YAMAN6 JP 0.3919 1.0000 0.008 18,260 1.0000 0 0.0000 0 10.0901 0 0 0
459 SOL.AX @SOULP2 AU 0.2191 1.0000 -0.004 7,245 -1.0000 1 0.0058 21,742 26.6146 578,654 578,654 -2,570
461 5802.T @SUMIT35 JP 1.2147 1.0000 0.004 18,834 1.0000 -1 -0.0007 -2,800 23.7218 -66,421 66,421 -268
462 7532.T @DONQU3 JP 0.3513 4.0000 0.039 14,239 1.0000 -1 -0.0010 -2,900 32.9586 -95,580 95,580 -3,771
471 9602.T @TOHOC3 JP 0.1010 1.0000 0.001 8,263 1.0000 -1 -0.0018 -2,800 64.3123 -180,074 180,074 -104
475 2603.TW @EVERG16 TW 0.7600 7.0000 0.078 14,687 1.0000 0 0.0000 0 6.7836 0 0 0
476 MTS.AX @METCA2 AU 0.3078 1.0000 -0.004 2,785 -1.0000 1 0.0094 372,081 2.5347 943,121 943,121 -4,123
481 009540.KS @HYUND30 KR 0.4146 5.0000 -0.056 11,753 -1.0000 1 0.0048 1,887 255.4855 482,101 482,101 -26,987
483 7832.T @NAMCO5 JP 0.4625 1.0000 -0.000 21,265 -1.0000 1 0.0006 1,800 32.7148 58,887 58,887 -13
498 6954.T @FANUC2 JP 1.3303 5.0000 -0.050 29,477 -1.0000 0 0.0000 0 30.0061 0 0 -0
504 6231.TWO @INSYD1 TW 0.9616 8.0000 0.100 301 1.0000 0 -0.0000 0 7.5806 0 0 0
505 1658.HK @PSBCA1 HK 0.7880 9.0000 0.130 7,786 1.0000 -1 -0.0020 -276,000 0.7262 -200,419 200,419 -25,975
529 STO.AX @SANTO10 AU 0.5098 4.0000 -0.040 16,528 -1.0000 1 0.0022 42,768 5.0891 217,652 217,652 -8,801
535 035720.KS @DAUMC2 KR 0.4690 4.0000 -0.040 15,000 -1.0000 1 0.0008 2,069 40.4007 83,589 83,589 -3,337
540 8795.T @TDHOL2 JP 0.9928 3.0000 0.025 13,373 1.0000 -1 -0.0006 -2,400 24.5818 -58,996 58,996 -1,494
543 NAB.AX @NATLA14 AU 0.2153 2.0000 -0.014 75,950 -1.0000 1 0.0152 61,383 24.7956 1,522,029 1,522,029 -20,709
544 6103.T @OKUMA2 JP 1.3035 1.0000 -0.005 1,856 -1.0000 1 0.0005 1,700 27.4937 46,739 46,739 -247
548 6988.T @NITTO9 JP 0.8900 1.0000 -0.001 15,114 -1.0000 1 0.0024 11,100 21.3855 237,379 237,379 -166
556 2858.HK @YIXIN1 HK 2.0650 2.0000 0.013 1,123 1.0000 -1 -0.0002 -68,000 0.3452 -23,477 23,477 -301
562 9633.HK @NONGF1 HK 1.2316 7.0000 0.088 21,453 1.0000 -1 -0.0002 -4,000 5.7583 -23,033 23,033 -2,022
566 2628.HK @CHINA280 HK 1.9724 8.0000 0.115 21,946 1.0000 -1 -0.0001 -4,000 2.9492 -11,797 11,797 -1,362
567 CBA.AX @CMNWL6 AU 0.1721 6.0000 -0.059 192,198 -1.0000 0 0.0000 0 114.8504 0 0 -0
577 014680.KS @HANSO43 KR 1.4375 3.0000 -0.029 1,415 -1.0000 1 0.0005 367 132.7658 48,725 48,725 -1,395
587 CPU.AX @COMPU62 AU 0.3721 1.0000 -0.008 15,720 -1.0000 1 0.0036 13,092 27.1793 355,831 355,831 -2,939
593 1088.HK @CHINA352 HK 0.5075 6.0000 0.069 14,952 1.0000 -1 -0.0003 -6,000 4.4270 -26,562 26,562 -1,841
595 9962.T @MISUM3 JP 0.9280 1.0000 -0.003 4,297 -1.0000 1 0.0001 800 15.0708 12,057 12,057 -32
602 9984.T @SOFTB17 JP 1.3051 3.0000 0.025 116,718 1.0000 0 0.0000 0 79.4000 0 0 0
603 TLS.AX @TELST3 AU -0.0401 1.0000 -0.006 37,007 -1.0000 1 0.0006 18,170 3.2505 59,061 59,061 -341
624 601390.SH @CHINA696 CN 0.7582 5.0000 0.051 7,298 1.0000 -1 0.0000 -99 0.8077 -80 80 -4
633 601333.SH @GUANG102 CN 0.6873 3.0000 -0.028 1,275 -1.0000 1 0.0000 78 0.4255 33 33 -1
639 600570.SH @HANGZ8 CN 1.9514 3.0000 0.029 7,168 1.0000 -1 0.0000 -80 4.7962 -384 384 -11
653 688025.SH @SHENZ288 CN 2.4618 NaN nan 1,014 NaN 1 -0.0000 85 12.4033 1,054 1,054 nan
673 300379.ZK @BEIJI135 CN 1.5191 NaN nan 448 NaN -1 -0.0000 -89 0.8035 -72 72 nan
686 002017.ZK @ZHUHA5 CN 1.4956 3.0000 -0.028 1,236 -1.0000 0 0.0000 0 3.8029 0 0 -0
704 000100.ZK @TCLCO2 CN 1.2732 8.0000 0.106 12,684 1.0000 -1 0.0000 -20 0.6417 -13 13 -1
706 688222.SH @HITGE1 CN 2.1357 3.0000 -0.021 942 -1.0000 1 0.0000 36 3.1779 114 114 -2
712 688599.SH @TRINA7 CN 1.7913 4.0000 -0.037 3,439 -1.0000 1 0.0000 89 2.2223 198 198 -7
713 603355.SH @KINGC7 CN 1.5089 4.0000 0.042 703 1.0000 -1 0.0000 -13 3.3146 -43 43 -2
716 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.006 1,214 -1.0000 1 0.0000 48 2.5194 121 121 -1
717 600248.SH @YANGL1 CN 0.8378 4.0000 0.035 683 1.0000 -1 0.0000 -64 0.5538 -35 35 -1
721 000538.ZK @YUNNA10 CN 0.6182 4.0000 0.041 5,766 1.0000 -1 0.0000 -80 7.8820 -631 631 -26
722 300750.ZK @CONTE31 CN 1.4933 6.0000 0.065 135,421 1.0000 -1 0.0000 -78 39.9400 -3,115 3,115 -203
725 600406.SH @NARIT1 CN 0.1947 7.0000 0.087 10,667 1.0000 -1 0.0000 -38 3.0886 -117 117 -10
740 601169.SH @BANKO53 CN 0.4357 4.0000 0.037 15,939 1.0000 -1 0.0000 -34 0.9193 -31 31 -1
759 000065.ZK @NORIN1 CN 1.4194 5.0000 0.048 813 1.0000 -1 0.0000 -70 1.5806 -111 111 -5
773 002241.ZK @GOERT1 CN 1.8469 6.0000 0.064 9,771 1.0000 -1 0.0000 -80 3.2923 -263 263 -17
774 601579.SH @KUAIJ1 CN 0.5923 4.0000 -0.038 521 -1.0000 1 0.0000 95 2.6506 252 252 -10
782 601211.SH @GUOTA24 CN 0.5162 6.0000 -0.057 33,590 -1.0000 1 0.0000 62 2.9003 180 180 -10
784 002595.ZK @SHAND94 CN 0.6573 2.0000 0.017 6,406 1.0000 -1 0.0000 -95 8.0075 -761 761 -13
792 688776.SH @GUOGU3 CN 2.4997 1.0000 0.008 551 1.0000 -1 0.0000 -38 12.3963 -471 471 -4
797 600104.SH @SAUTO1 CN 0.8237 5.0000 0.044 8,805 1.0000 -1 0.0000 -99 2.4539 -243 243 -11
825 300308.ZK @SHAND103 CN 2.3105 3.0000 0.028 26,469 1.0000 -1 0.0000 -63 26.7666 -1,686 1,686 -48
829 300502.ZK @EOPTO1 CN 2.4237 1.0000 0.005 24,648 1.0000 -1 0.0000 -80 24.8038 -1,984 1,984 -10
838 601988.SH @BANKO22 CN 0.1636 4.0000 0.033 184,062 1.0000 -1 0.0000 -40 0.7715 -31 31 -1
878 002916.ZK @SHENN1 CN 1.8258 3.0000 -0.022 13,504 -1.0000 1 0.0000 30 20.2532 608 608 -14
890 301358.ZK @HUNAN88 CN 1.8898 4.0000 -0.041 1,970 -1.0000 0 0.0000 0 4.5436 0 0 -0
941 600132.SH @CHONG5 CN 1.1056 6.0000 0.057 1,526 1.0000 0 0.0000 0 7.8834 0 0 0
960 603223.SH @HENGT5 CN 0.8674 8.0000 -0.107 588 -1.0000 0 0.0000 0 1.3950 0 0 -0
962 600016.SH @CHINA214 CN 0.5842 9.0000 0.137 15,708 1.0000 -1 0.0000 -20 0.7031 -14 14 -2
973 601899.SH @ZIJIN2 CN 1.0549 6.0000 0.068 39,809 1.0000 0 0.0000 0 2.7622 0 0 0
999 600089.SH @XINJI2 CN 0.8927 2.0000 0.014 8,000 1.0000 0 0.0000 0 1.9307 0 0 0
1004 601888.SH @CHINA1135 CN 1.2576 1.0000 0.002 8,497 1.0000 0 0.0000 0 9.2589 0 0 0
1008 300476.ZK @VICTO101 CN 2.6682 1.0000 0.004 15,177 1.0000 0 0.0000 0 25.4972 0 0 0
1020 600276.SH @JIANG24 CN 0.8294 4.0000 -0.039 33,678 -1.0000 0 0.0000 0 8.6548 0 0 -0
1022 600740.SH @SHANX14 CN 1.0519 10.0000 -0.163 619 -1.0000 0 0.0000 0 0.5622 0 0 -0
1044 GULF_n.BK @GULFD3 TH NaN NaN nan 16,311 NaN -1 -0.0000 -13 1.4365 -19 19 nan