total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -567,495 22,687,182 117 400,633,392 -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 2.0000 0.016 1,080 1.0000 -1 -0.0016 -13,000 12.2506 -159,258 159,258 -2,525
5 0291.HK @CHINA288 HK 1.6485 8.0000 0.106 5,287 1.0000 -1 0.0000 -1,000 3.3950 -3,395 3,395 -359
23 1795.TW @LOTUS3 TW 0.8114 2.0000 0.012 1,259 1.0000 -1 -0.0027 -36,000 7.4818 -269,345 269,345 -3,271
49 9001.T @TOBUR1 JP 0.2629 2.0000 -0.012 3,428 -1.0000 1 0.0086 50,400 17.0380 858,717 858,717 -10,652
52 6285.TW @WISTR2 TW 1.0423 2.0000 0.014 1,527 1.0000 -1 -0.0022 -55,000 3.9431 -216,871 216,871 -3,111
77 2474.TW @CATCH1 TW 0.4729 3.0000 0.022 4,649 1.0000 -1 -0.0014 -19,000 7.1616 -136,071 136,071 -2,991
79 1378.HK @CHINA1377 HK 1.6412 9.0000 0.155 8,589 1.0000 -1 0.0000 -1,500 2.7198 -4,080 4,080 -633
85 1415.HK @COWEL7 HK 2.2892 6.0000 0.059 960 1.0000 -1 -0.0007 -18,000 3.7071 -66,727 66,727 -3,937
86 6805.TW @FOSIT1 TW 1.3546 1.0000 0.008 1,705 1.0000 -1 -0.0021 -7,000 29.9609 -209,726 209,726 -1,721
88 2376.TW @GIGAB3 TW 1.0251 4.0000 0.039 5,995 1.0000 -1 -0.0042 -44,000 9.5208 -418,913 418,913 -16,147
91 2543.TW @HWANG2 TW 1.2177 4.0000 0.032 598 1.0000 -1 0.0000 -177 2.4333 -431 431 -14
92 3481.TW @INNOL2 TW 0.9651 1.0000 0.006 3,150 1.0000 -1 -0.0007 -183,000 0.3943 -72,159 72,159 -412
97 2400.HK @XDINC1 HK 1.6896 8.0000 0.118 3,346 1.0000 -1 -0.0007 -10,600 6.7836 -71,906 71,906 -8,480
98 0763.HK @ZTECO2 HK 1.9702 10.0000 0.184 2,483 1.0000 -1 0.0000 -1,600 3.2867 -5,259 5,259 -965
112 3661.TW @ALCHI2 TW 0.9213 1.0000 0.008 10,407 1.0000 -1 -0.0013 -1,000 128.5724 -128,572 128,572 -1,072
113 1109.HK @CHINA182 HK 1.5604 9.0000 0.126 10,956 1.0000 -1 0.0000 -1,500 3.8408 -5,761 5,761 -728
115 6618.HK @JDHEA1 HK 2.0488 10.0000 0.164 6,720 1.0000 -1 0.0000 -150 6.3632 -954 954 -156
120 8299.TWO @PHISO1 TW 0.9465 2.0000 0.016 3,277 1.0000 -1 -0.0030 -17,000 17.6260 -299,643 299,643 -4,868
129 1952.HK @EVERE39 HK 1.8549 4.0000 0.031 2,956 1.0000 -1 -0.0050 -55,000 9.0193 -496,060 496,060 -15,482
130 1833.HK @PAGOO1 HK 1.9252 8.0000 0.094 1,398 1.0000 -1 0.0000 -977 1.3758 -1,344 1,344 -126
131 2013.HK @WEIMO2 HK 3.0065 1.0000 0.008 954 1.0000 -1 -0.0012 -458,000 0.2637 -120,774 120,774 -1,010
132 6979.HK @ZJLDG1 HK 1.7149 2.0000 0.011 3,009 1.0000 -1 0.0000 -1,600 0.8879 -1,421 1,421 -15
141 0189.HK @DONGY26 HK 1.5519 9.0000 0.143 2,331 1.0000 -1 -0.0002 -12,000 1.3452 -16,143 16,143 -2,312
142 0998.HK @CHINA536 HK 0.7461 9.0000 0.147 8,918 1.0000 -1 0.0000 -1,000 0.9363 -936 936 -138
144 5871.TW @CHAIL1 TW 1.1467 6.0000 0.059 7,153 1.0000 -1 -0.0017 -40,800 4.2633 -173,942 173,942 -10,181
147 2327.TW @YAGEO2 TW 0.9113 1.0000 0.007 8,690 1.0000 -1 -0.0011 -6,000 18.0305 -108,183 108,183 -719
152 0019.HK @SWIRE4 HK 0.5700 5.0000 0.053 3,134 1.0000 -1 -0.0068 -73,000 9.3569 -683,051 683,051 -36,253
155 6460.T @SEGAS1 JP 0.4126 1.0000 0.005 3,463 1.0000 -1 -0.0019 -9,400 20.5991 -193,632 193,632 -991
164 0836.HK @CHINA276 HK 0.6193 1.0000 0.009 4,932 1.0000 -1 -0.0152 -606,000 2.5071 -1,519,274 1,519,274 -13,453
175 6755.T @FUJIT32 JP 0.3045 4.0000 0.038 268 1.0000 -1 -0.0000 -26 18.8489 -490 490 -18
196 7936.T @ASICS5 JP 0.8303 1.0000 0.003 17,696 1.0000 -1 -0.0060 -24,900 24.0929 -599,913 599,913 -1,800
209 2593.T @ITOEN1 JP 0.2703 7.0000 -0.073 1,371 -1.0000 0 -0.0000 0 21.7368 0 0 -0
210 3046.T @JINCO1 JP 0.3304 2.0000 0.017 1,189 1.0000 -1 -0.0015 -2,800 52.1710 -146,079 146,079 -2,458
224 2264.T @MORIN6 JP 0.2476 2.0000 -0.015 1,931 -1.0000 1 0.0024 11,000 21.6829 238,512 238,512 -3,637
245 2317.TW @HONHA4 TW 1.2322 4.0000 0.041 80,292 1.0000 -1 -0.0084 -145,000 5.7799 -838,080 838,080 -34,535
247 4912.T @LIONC3 JP 0.1650 2.0000 0.009 2,767 1.0000 -1 -0.0033 -32,900 9.8889 -325,346 325,346 -3,081
269 COL.AX @COLES10 AU -0.1816 4.0000 -0.033 17,756 -1.0000 1 0.0109 82,018 13.2377 1,085,729 1,085,729 -36,279
291 086790.KS @HANAF1 KR 0.5522 3.0000 0.029 17,621 1.0000 -1 -0.0044 -7,039 61.8892 -435,638 435,638 -12,712
306 5388.TW @SERCO6 TW 1.0341 1.0000 0.004 1,003 1.0000 -1 -0.0002 -7,000 3.3432 -23,403 23,403 -88
324 6504.T @FUJIE6 JP 1.1737 2.0000 -0.018 7,608 -1.0000 1 0.0054 10,600 50.9593 540,168 540,168 -9,937
340 2884.TW @ESUNF1 TW 0.5285 7.0000 0.089 17,396 1.0000 -1 -0.0007 -66,660 1.0768 -71,778 71,778 -6,382
358 6770.T @ALPSE2 JP 1.0340 1.0000 0.000 2,130 1.0000 -1 -0.0030 -28,500 10.5587 -300,924 300,924 -51
362 7564.T @WORKM1 JP 0.1664 1.0000 0.006 2,132 1.0000 -1 -0.0002 -500 42.0061 -21,003 21,003 -121
365 2891.TW @CHINA244 TW 0.6269 6.0000 0.064 27,616 1.0000 -1 -0.0089 -634,000 1.4054 -891,002 891,002 -56,868
367 APA.AX @AUSTP9 AU 0.0579 6.0000 -0.060 7,052 -1.0000 1 0.0039 72,489 5.4059 391,871 391,871 -23,637
374 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.076 285,719 -1.0000 1 0.0031 6,080 50.8067 308,905 308,905 -23,617
376 066570.KS @LGELE11 KR 0.5231 3.0000 -0.024 5,925 -1.0000 1 0.0005 860 55.7003 47,902 47,902 -1,142
379 VNT.AX @VENTI5 AU 0.2548 1.0000 -0.009 2,781 -1.0000 1 0.0009 28,095 3.3257 93,436 93,436 -814
381 1071.HK @HUADI2 HK 0.7122 6.0000 0.069 722 1.0000 -1 -0.0005 -88,000 0.5312 -46,747 46,747 -3,245
382 4307.T @NOMUR7 JP 0.3595 3.0000 -0.024 23,011 -1.0000 1 0.0019 4,700 39.5894 186,070 186,070 -4,415
385 3939.HK @WANGU1 HK 0.6421 6.0000 0.059 3,259 1.0000 -1 -0.0007 -20,000 3.5797 -71,594 71,594 -4,216
395 1385.HK @SHANG12 HK 2.2071 4.0000 0.030 1,210 1.0000 -1 -0.0003 -8,000 4.2549 -34,039 34,039 -1,034
396 9868.HK @XPENG2 HK 2.3558 7.0000 0.086 13,963 1.0000 -1 -0.0017 -18,000 9.5352 -171,634 171,634 -14,814
397 QAN.AX @QANTA2 AU 0.3991 2.0000 -0.019 10,795 -1.0000 1 0.0031 43,139 7.1340 307,754 307,754 -5,762
402 9866.HK @NIOIN7 HK 2.0023 3.0000 0.027 7,339 1.0000 -1 -0.0032 -66,000 4.8536 -320,337 320,337 -8,742
406 003490.KS @KOREA192 KR 0.3894 4.0000 -0.032 4,677 -1.0000 1 0.0003 1,551 17.1635 26,621 26,621 -844
421 CMLT.SI @CAPIT88 SG NaN NaN nan 12,566 NaN -1 -0.0000 -16 1.7174 -27 27 nan
427 2345.TW @ACCTO2 TW 0.9517 1.0000 0.007 14,823 1.0000 0 0.0000 0 28.7139 0 0 0
428 5334.T @NGKSP2 JP 0.7368 1.0000 0.006 6,867 1.0000 -1 -0.0009 -2,700 34.4665 -93,060 93,060 -577
430 7269.T @SUZUK8 JP 0.7971 1.0000 0.009 21,901 1.0000 -1 -0.0033 -29,400 11.1478 -327,744 327,744 -2,965
431 6902.T @DENSO3 JP 0.7964 1.0000 0.005 29,576 1.0000 -1 -0.0010 -7,000 13.9179 -97,425 97,425 -521
435 7202.T @ISUZU2 JP 0.5980 1.0000 0.006 7,238 1.0000 -1 -0.0088 -67,800 13.0057 -881,788 881,788 -5,501
445 1898.HK @CHINA484 HK 0.6600 6.0000 0.068 5,221 1.0000 -1 -0.0008 -62,000 1.2714 -78,824 78,824 -5,391
447 259960.KS @KRAFT40 KR -0.1033 3.0000 -0.030 9,914 -1.0000 1 0.0002 80 243.2389 19,459 19,459 -586
451 9923.HK @YEAHK1 HK 2.1542 7.0000 0.073 378 1.0000 -1 -0.0001 -8,000 1.8625 -14,900 14,900 -1,086
458 5802.T @SUMIT35 JP 1.2147 2.0000 0.012 18,754 1.0000 -1 -0.0007 -2,800 23.6217 -66,141 66,141 -793
459 7532.T @DONQU3 JP 0.3513 3.0000 0.020 14,362 1.0000 -1 -0.0010 -2,900 33.2413 -96,400 96,400 -1,915
460 4676.T @FUJIT13 JP 0.0945 1.0000 0.009 5,242 1.0000 -1 -0.0008 -3,400 24.3285 -82,717 82,717 -717
468 9602.T @TOHOC3 JP 0.1010 2.0000 0.018 8,203 1.0000 -1 -0.0018 -2,800 63.8438 -178,763 178,763 -3,167
472 MTS.AX @METCA2 AU 0.3078 2.0000 -0.009 2,794 -1.0000 1 0.0102 401,536 2.5432 1,021,187 1,021,187 -9,601
477 009540.KS @HYUND30 KR 0.4146 1.0000 -0.004 11,454 -1.0000 1 0.0047 1,887 248.9961 469,856 469,856 -1,795
479 7832.T @NAMCO5 JP 0.4625 1.0000 -0.001 21,419 -1.0000 1 0.0006 1,800 32.9519 59,313 59,313 -58
493 6462.TWO @EGIST1 TW 1.0300 10.0000 -0.220 423 -1.0000 0 0.0000 0 4.6340 0 0 -0
499 1658.HK @PSBCA1 HK 0.7880 9.0000 0.119 7,731 1.0000 -1 -0.0020 -276,000 0.7210 -199,005 199,005 -23,739
521 3064.T @MONOT5 JP 0.3701 1.0000 0.006 4,554 1.0000 -1 -0.0002 -1,200 18.1656 -21,799 21,799 -137
523 STO.AX @SANTO10 AU 0.5098 6.0000 -0.056 16,752 -1.0000 1 0.0021 40,865 5.1581 210,787 210,787 -11,757
527 4568.T @DAIIC31 JP 0.3804 1.0000 0.002 46,444 1.0000 -1 -0.0011 -4,600 24.5170 -112,778 112,778 -225
529 035720.KS @DAUMC2 KR 0.4690 5.0000 -0.051 14,963 -1.0000 1 0.0008 2,069 40.2999 83,381 83,381 -4,234
534 8795.T @TDHOL2 JP 0.9928 5.0000 0.052 13,191 1.0000 0 0.0000 0 24.2477 0 0 0
537 NAB.AX @NATLA14 AU 0.2153 7.0000 -0.074 76,301 -1.0000 1 0.0016 6,575 24.9103 163,785 163,785 -12,059
550 2858.HK @YIXIN1 HK 2.0650 2.0000 0.016 1,114 1.0000 -1 -0.0002 -68,000 0.3427 -23,302 23,302 -382
556 9633.HK @NONGF1 HK 1.2316 4.0000 0.037 22,022 1.0000 -1 -0.0002 -4,000 5.9109 -23,644 23,644 -881
560 2628.HK @CHINA280 HK 1.9724 8.0000 0.111 21,708 1.0000 -1 -0.0001 -4,000 2.9173 -11,669 11,669 -1,290
564 8306.T @MITSU52 JP 0.9976 4.0000 0.034 168,282 1.0000 -1 -0.0080 -57,400 13.9448 -800,431 800,431 -27,248
565 8309.T @MITSU54 JP 0.8360 1.0000 0.004 19,048 1.0000 -1 -0.0057 -21,500 26.7048 -574,153 574,153 -2,552
567 8308.T @RESON3 JP 1.0767 1.0000 0.006 21,262 1.0000 -1 -0.0047 -50,500 9.2158 -465,395 465,395 -3,019
568 8316.T @SUMIT21 JP 1.0373 2.0000 0.014 99,563 1.0000 -1 -0.0180 -70,100 25.6277 -1,796,504 1,796,504 -25,746
569 5803.T @FUJIK9 JP 1.7932 4.0000 0.036 17,806 1.0000 0 0.0000 0 60.1818 0 0 0
570 014680.KS @HANSO43 KR 1.4375 3.0000 -0.027 1,414 -1.0000 1 0.0005 367 132.7020 48,702 48,702 -1,307
578 2020.HK @ANTAS1 HK 1.5204 9.0000 0.153 15,488 1.0000 0 0.0000 0 11.7391 0 0 0
580 CPU.AX @COMPU62 AU 0.3721 3.0000 -0.022 15,713 -1.0000 1 0.0033 12,273 27.1666 333,416 333,416 -7,304
586 1088.HK @CHINA352 HK 0.5075 7.0000 0.088 14,822 1.0000 -1 -0.0003 -6,000 4.3886 -26,332 26,332 -2,315
595 TLS.AX @TELST3 AU -0.0401 1.0000 -0.002 36,750 -1.0000 1 0.0012 38,627 3.2279 124,684 124,684 -235
620 SHL.AX @SONIC9 AU 0.2422 5.0000 -0.048 9,085 -1.0000 1 0.0003 1,408 18.3828 25,883 25,883 -1,245
634 601390.SH @CHINA696 CN 0.7582 6.0000 0.058 7,275 1.0000 -1 0.0000 -99 0.8053 -80 80 -5
643 601333.SH @GUANG102 CN 0.6873 4.0000 -0.031 1,265 -1.0000 1 0.0000 78 0.4221 33 33 -1
663 688025.SH @SHENZ288 CN 2.4618 NaN nan 1,077 NaN 1 -0.0000 85 13.1794 1,120 1,120 nan
683 300379.ZK @BEIJI135 CN 1.5191 NaN nan 437 NaN -1 -0.0000 -89 0.7830 -70 70 nan
713 000100.ZK @TCLCO2 CN 1.2732 8.0000 0.110 12,529 1.0000 -1 0.0000 -20 0.6339 -13 13 -1
715 688222.SH @HITGE1 CN 2.1357 3.0000 -0.026 980 -1.0000 1 0.0000 36 3.3046 119 119 -3
721 688599.SH @TRINA7 CN 1.7913 5.0000 -0.048 3,576 -1.0000 1 0.0000 89 2.3113 206 206 -10
722 603355.SH @KINGC7 CN 1.5089 5.0000 0.044 695 1.0000 -1 0.0000 -13 3.2740 -43 43 -2
725 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.009 1,221 -1.0000 1 0.0000 48 2.5342 122 122 -1
726 600248.SH @YANGL1 CN 0.8378 4.0000 0.036 679 1.0000 -1 0.0000 -64 0.5503 -35 35 -1
730 000538.ZK @YUNNA10 CN 0.6182 6.0000 0.070 5,689 1.0000 -1 0.0000 -80 7.7767 -622 622 -43
732 603039.SH @SHANG245 CN 1.7586 4.0000 0.040 2,410 1.0000 0 0.0000 0 9.2479 0 0 0
734 600406.SH @NARIT1 CN 0.1947 7.0000 0.072 10,634 1.0000 -1 0.0000 -38 3.0789 -117 117 -8
749 601169.SH @BANKO53 CN 0.4357 7.0000 0.091 15,603 1.0000 -1 0.0000 -34 0.9000 -31 31 -3
758 688087.SH @SHAND206 CN 1.7398 1.0000 0.001 446 1.0000 -1 0.0000 -42 3.8229 -161 161 -0
768 000065.ZK @NORIN1 CN 1.4194 5.0000 0.054 806 1.0000 -1 0.0000 -70 1.5673 -110 110 -6
782 002241.ZK @GOERT1 CN 1.8469 7.0000 0.091 9,745 1.0000 -1 0.0000 -80 3.2837 -263 263 -24
783 601579.SH @KUAIJ1 CN 0.5923 4.0000 -0.034 520 -1.0000 1 0.0000 95 2.6429 251 251 -9
791 601211.SH @GUOTA24 CN 0.5162 6.0000 -0.072 34,045 -1.0000 1 0.0000 62 2.9396 182 182 -13
793 002595.ZK @SHAND94 CN 0.6573 2.0000 0.010 6,341 1.0000 -1 0.0000 -95 7.9258 -753 753 -7
801 688776.SH @GUOGU3 CN 2.4997 1.0000 0.009 550 1.0000 -1 0.0000 -38 12.3714 -470 470 -4
806 600104.SH @SAUTO1 CN 0.8237 5.0000 0.044 8,839 1.0000 -1 0.0000 -99 2.4631 -244 244 -11
807 000425.ZK @XUZHO2 CN 0.7904 1.0000 0.002 10,256 1.0000 -1 0.0000 -97 1.1953 -116 116 -0
847 601988.SH @BANKO22 CN 0.1636 3.0000 0.024 182,486 1.0000 -1 0.0000 -40 0.7649 -31 31 -1
887 002916.ZK @SHENN1 CN 1.8258 1.0000 -0.003 13,422 -1.0000 1 0.0000 30 20.1314 604 604 -2
956 603113.SH @JINNE1 CN 1.5752 5.0000 -0.052 860 -1.0000 0 0.0000 0 1.0142 0 0 -0
968 600016.SH @CHINA214 CN 0.5842 9.0000 0.148 15,376 1.0000 -1 0.0000 -20 0.6882 -14 14 -2
1007 601138.SH @FOXCO3 CN 1.9799 3.0000 0.026 19,848 1.0000 0 0.0000 0 4.3453 0 0 0
1008 300498.ZK @GUANG219 CN 0.6308 1.0000 0.006 16,343 1.0000 0 0.0000 0 2.4562 0 0 0
1014 000001.ZK @SHNDE1 CN 0.8011 6.0000 0.064 16,681 1.0000 0 0.0000 0 1.7192 0 0 0
1015 300394.ZK @SUZHO25 CN 2.2467 5.0000 0.054 6,788 1.0000 0 0.0000 0 14.0822 0 0 0
1023 000886.ZK @HAINA2 CN 1.4662 8.0000 -0.102 703 -1.0000 0 0.0000 0 0.9613 0 0 -0
1024 600259.SH @HAINA7 CN 1.0249 9.0000 -0.129 1,835 -1.0000 0 0.0000 0 8.7993 0 0 -0
1048 GULF_n.BK @GULFD3 TH NaN NaN nan 16,505 NaN -1 -0.0000 -13 1.4536 -19 19 nan
1049 GPSC_n.BK @GLOBA656 TH 0.6372 2.0000 -0.013 737 -1.0000 1 0.0013 121,700 1.0460 127,297 127,297 -1,651
1055 DELTA_n.BK @DELTA60 TH 0.6457 1.0000 0.008 20,304 1.0000 -1 -0.0020 -46,500 4.3993 -204,568 204,568 -1,612
1057 BH_n.BK @BUMRU1 TH -0.0389 2.0000 -0.018 3,705 -1.0000 0 0.0000 0 4.6608 0 0 -0
1058 KCE_n.BK @KCEEL3 TH 0.7375 2.0000 -0.016 876 -1.0000 1 0.0005 65,700 0.7414 48,712 48,712 -756