total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -534,018 20,246,837 113 401,516,775 -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 0.012 1,088 1.0000 -1 -0.0016 -13,000 12.3411 -160,434 160,434 -1,848
5 0291.HK @CHINA288 HK 1.6485 8.0000 0.096 5,406 1.0000 -1 0.0000 -1,000 3.4714 -3,471 3,471 -332
16 1519.HK @JTGLO1 HK 1.4218 1.0000 0.002 10,009 1.0000 -1 -0.0042 -308,600 1.3580 -419,070 419,070 -810
23 1795.TW @LOTUS3 TW 0.8114 2.0000 0.016 1,242 1.0000 -1 -0.0027 -36,000 7.3844 -265,839 265,839 -4,153
49 9001.T @TOBUR1 JP 0.2629 2.0000 -0.019 3,457 -1.0000 1 0.0076 44,200 17.1797 759,343 759,343 -14,687
52 6285.TW @WISTR2 TW 1.0423 1.0000 0.004 1,554 1.0000 -1 -0.0022 -55,000 4.0125 -220,690 220,690 -843
77 2474.TW @CATCH1 TW 0.4729 2.0000 0.016 4,673 1.0000 -1 -0.0014 -19,000 7.1990 -136,781 136,781 -2,190
79 1378.HK @CHINA1377 HK 1.6412 9.0000 0.156 8,549 1.0000 -1 0.0000 -1,500 2.7070 -4,061 4,061 -634
85 1415.HK @COWEL7 HK 2.2892 7.0000 0.081 910 1.0000 -1 -0.0006 -18,000 3.5159 -63,287 63,287 -5,123
86 6805.TW @FOSIT1 TW 1.3546 1.0000 0.009 1,688 1.0000 -1 -0.0021 -7,000 29.6726 -207,708 207,708 -1,799
88 2376.TW @GIGAB3 TW 1.0251 5.0000 0.051 5,701 1.0000 -1 -0.0040 -44,000 9.0535 -398,355 398,355 -20,208
91 2543.TW @HWANG2 TW 1.2177 3.0000 0.023 599 1.0000 -1 0.0000 -177 2.4379 -432 432 -10
94 8069.TWO @PRIME74 TW 0.8724 3.0000 0.021 7,148 1.0000 -1 -0.0029 -41,000 7.0641 -289,628 289,628 -6,127
97 2400.HK @XDINC1 HK 1.6896 9.0000 0.122 3,343 1.0000 -1 -0.0007 -10,600 6.7771 -71,837 71,837 -8,776
98 0763.HK @ZTECO2 HK 1.9702 10.0000 0.188 2,440 1.0000 -1 0.0000 -1,600 3.2293 -5,167 5,167 -971
107 3363.TWO @FOCIF1 TW 1.5305 1.0000 0.003 956 1.0000 -1 -0.0014 -14,000 9.7110 -135,954 135,954 -466
112 3661.TW @ALCHI2 TW 0.9213 4.0000 0.039 10,235 1.0000 -1 -0.0013 -1,000 126.4457 -126,446 126,446 -4,922
113 1109.HK @CHINA182 HK 1.5604 9.0000 0.133 10,883 1.0000 -1 0.0000 -1,500 3.8153 -5,723 5,723 -760
115 6618.HK @JDHEA1 HK 2.0488 9.0000 0.153 6,760 1.0000 -1 0.0000 -150 6.4013 -960 960 -147
120 8299.TWO @PHISO1 TW 0.9465 2.0000 0.010 3,360 1.0000 -1 -0.0031 -17,000 18.0733 -307,246 307,246 -3,211
129 1952.HK @EVERE39 HK 1.8549 5.0000 0.043 2,751 1.0000 -1 -0.0046 -55,000 8.3950 -461,723 461,723 -20,005
130 1833.HK @PAGOO1 HK 1.9252 6.0000 0.073 1,561 1.0000 -1 0.0000 -977 1.5363 -1,501 1,501 -109
132 6979.HK @ZJLDG1 HK 1.7149 2.0000 0.013 3,022 1.0000 -1 0.0000 -1,600 0.8917 -1,427 1,427 -19
141 0189.HK @DONGY26 HK 1.5519 9.0000 0.147 2,296 1.0000 0 0.0000 0 1.3248 0 0 0
142 0998.HK @CHINA536 HK 0.7461 10.0000 0.162 8,906 1.0000 -1 0.0000 -1,000 0.9350 -935 935 -151
144 5871.TW @CHAIL1 TW 1.1467 6.0000 0.067 6,809 1.0000 -1 -0.0016 -40,800 3.9788 -162,336 162,336 -10,895
147 2327.TW @YAGEO2 TW 0.9113 3.0000 0.030 8,499 1.0000 -1 -0.0011 -6,000 17.6350 -105,810 105,810 -3,210
152 0019.HK @SWIRE4 HK 0.5700 7.0000 0.073 3,106 1.0000 -1 -0.0066 -71,500 9.2739 -663,087 663,087 -48,707
155 6460.T @SEGAS1 JP 0.4126 1.0000 0.001 3,489 1.0000 -1 -0.0020 -9,400 20.7531 -195,079 195,079 -235
175 6755.T @FUJIT32 JP 0.3045 4.0000 0.037 268 1.0000 -1 -0.0000 -26 18.8334 -490 490 -18
209 2593.T @ITOEN1 JP 0.2703 7.0000 -0.075 1,387 -1.0000 0 -0.0000 0 21.9925 0 0 -0
210 3046.T @JINCO1 JP 0.3304 1.0000 0.008 1,205 1.0000 -1 -0.0014 -2,700 52.8762 -142,766 142,766 -1,121
211 4979.TWO @LUXNE1 TW 1.2899 1.0000 0.001 728 1.0000 -1 -0.0055 -87,000 6.3054 -548,572 548,572 -409
224 2264.T @MORIN6 JP 0.2476 2.0000 -0.020 1,954 -1.0000 1 0.0022 10,200 21.9386 223,773 223,773 -4,516
225 1332.T @NIPPO103 JP 0.3932 1.0000 -0.005 1,853 -1.0000 1 0.0061 103,200 5.9322 612,207 612,207 -2,809
245 2317.TW @HONHA4 TW 1.2322 3.0000 0.023 80,333 1.0000 -1 -0.0084 -145,000 5.7828 -838,504 838,504 -19,569
247 4912.T @LIONC3 JP 0.1650 1.0000 0.008 2,784 1.0000 -1 -0.0034 -34,200 9.9488 -340,249 340,249 -2,782
269 COL.AX @COLES10 AU -0.1816 5.0000 -0.048 18,030 -1.0000 1 0.0099 73,547 13.4423 988,638 988,638 -47,723
291 086790.KS @HANAF1 KR 0.5522 3.0000 0.021 17,636 1.0000 -1 -0.0027 -4,369 61.9423 -270,626 270,626 -5,746
324 6504.T @FUJIE6 JP 1.1737 4.0000 -0.033 7,671 -1.0000 1 0.0027 5,200 51.3808 267,180 267,180 -8,871
340 2884.TW @ESUNF1 TW 0.5285 6.0000 0.065 17,514 1.0000 -1 -0.0007 -66,660 1.0841 -72,264 72,264 -4,692
362 7564.T @WORKM1 JP 0.1664 1.0000 0.005 2,133 1.0000 0 0.0000 0 42.0315 0 0 0
365 2891.TW @CHINA244 TW 0.6269 5.0000 0.049 27,762 1.0000 -1 -0.0090 -634,000 1.4128 -895,728 895,728 -44,232
367 APA.AX @AUSTP9 AU 0.0579 6.0000 -0.062 7,124 -1.0000 1 0.0036 66,276 5.4615 361,968 361,968 -22,622
374 005930.KS @SAMSU48 KR 0.5642 7.0000 -0.077 294,065 -1.0000 1 0.0032 6,080 52.2908 317,928 317,928 -24,407
376 066570.KS @LGELE11 KR 0.5231 4.0000 -0.034 6,030 -1.0000 1 0.0005 860 56.6844 48,749 48,749 -1,636
379 VNT.AX @VENTI5 AU 0.2548 2.0000 -0.020 2,820 -1.0000 1 0.0010 28,942 3.3720 97,591 97,591 -1,954
381 1071.HK @HUADI2 HK 0.7122 6.0000 0.060 743 1.0000 -1 -0.0005 -88,000 0.5465 -48,092 48,092 -2,869
382 4307.T @NOMUR7 JP 0.3595 3.0000 -0.022 23,377 -1.0000 0 0.0000 0 40.2196 0 0 -0
385 3939.HK @WANGU1 HK 0.6421 6.0000 0.059 3,276 1.0000 -1 -0.0007 -20,000 3.5987 -71,975 71,975 -4,257
395 1385.HK @SHANG12 HK 2.2071 3.0000 0.026 1,168 1.0000 -1 -0.0003 -8,000 4.1083 -32,866 32,866 -869
396 9868.HK @XPENG2 HK 2.3558 9.0000 0.130 13,170 1.0000 -1 -0.0016 -18,000 8.9937 -161,886 161,886 -21,048
402 9866.HK @NIOIN7 HK 2.0023 6.0000 0.064 6,925 1.0000 -1 -0.0030 -66,000 4.5796 -302,257 302,257 -19,483
406 003490.KS @KOREA192 KR 0.3894 4.0000 -0.031 4,710 -1.0000 1 0.0003 1,551 17.2862 26,811 26,811 -831
421 CMLT.SI @CAPIT88 SG NaN NaN nan 12,727 NaN -1 -0.0000 -16 1.7393 -28 28 nan
423 3163.TWO @BROWA1 TW 1.2579 1.0000 0.007 459 1.0000 -1 -0.0009 -16,000 5.6985 -91,176 91,176 -660
425 7267.T @HONDA9 JP 0.6060 1.0000 0.005 56,531 1.0000 0 0.0000 0 10.7066 0 0 0
427 5334.T @NGKSP2 JP 0.7368 1.0000 0.005 6,909 1.0000 -1 -0.0009 -2,700 34.6760 -93,625 93,625 -423
430 6902.T @DENSO3 JP 0.7964 2.0000 0.013 29,586 1.0000 -1 -0.0004 -2,600 13.9229 -36,200 36,200 -468
431 7270.T @FUJIH3 JP 0.8359 3.0000 0.020 10,948 1.0000 -1 -0.0037 -19,600 18.9041 -370,520 370,520 -7,560
432 086280.KS @GLOVI1 KR 0.2415 5.0000 -0.043 6,359 -1.0000 0 0.0000 0 107.3186 0 0 -0
437 7261.T @MAZDA2 JP 0.8553 2.0000 0.011 3,724 1.0000 -1 -0.0006 -10,400 6.2044 -64,525 64,525 -742
442 1093.HK @CHINA170 HK 1.3635 4.0000 0.035 12,304 1.0000 0 0.0000 0 1.2866 0 0 0
444 1898.HK @CHINA484 HK 0.6600 6.0000 0.057 5,315 1.0000 -1 -0.0008 -62,000 1.2943 -80,245 80,245 -4,599
450 9923.HK @YEAHK1 HK 2.1542 8.0000 0.098 364 1.0000 -1 -0.0001 -8,000 1.7936 -14,349 14,349 -1,405
453 BXB.AX @BRAMB2 AU 0.0126 1.0000 -0.010 21,161 -1.0000 1 0.0072 46,289 15.4798 716,543 716,543 -6,887
455 SOL.AX @SOULP2 AU 0.2191 1.0000 -0.000 7,191 -1.0000 1 0.0058 21,882 26.4158 578,031 578,031 -191
458 7532.T @DONQU3 JP 0.3513 2.0000 0.019 14,516 1.0000 -1 -0.0010 -2,900 33.5983 -97,435 97,435 -1,857
459 4676.T @FUJIT13 JP 0.0945 1.0000 0.009 5,181 1.0000 -1 -0.0007 -3,100 24.0469 -74,545 74,545 -705
467 9602.T @TOHOC3 JP 0.1010 3.0000 0.027 8,129 1.0000 -1 -0.0018 -2,800 63.2696 -177,155 177,155 -4,812
471 MTS.AX @METCA2 AU 0.3078 2.0000 -0.012 2,803 -1.0000 1 0.0106 414,300 2.5518 1,057,191 1,057,191 -13,146
476 009540.KS @HYUND30 KR 0.4146 4.0000 -0.039 11,746 -1.0000 1 0.0048 1,887 255.3317 481,811 481,811 -18,982
478 7832.T @NAMCO5 JP 0.4625 2.0000 -0.016 21,489 -1.0000 0 0.0000 0 33.0594 0 0 -0
497 1658.HK @PSBCA1 HK 0.7880 9.0000 0.141 7,663 1.0000 -1 -0.0020 -276,000 0.7147 -197,245 197,245 -27,734
517 0066.HK @MASST2 HK 0.6948 5.0000 0.043 22,719 1.0000 0 0.0000 0 3.6497 0 0 0
519 3064.T @MONOT5 JP 0.3701 2.0000 0.011 4,532 1.0000 -1 -0.0002 -1,200 18.0789 -21,695 21,695 -232
521 STO.AX @SANTO10 AU 0.5098 3.0000 -0.023 16,617 -1.0000 1 0.0021 40,865 5.1165 209,087 209,087 -4,900
525 4568.T @DAIIC31 JP 0.3804 2.0000 0.014 46,612 1.0000 0 0.0000 0 24.6060 0 0 0
527 035720.KS @DAUMC2 KR 0.4690 5.0000 -0.054 15,056 -1.0000 1 0.0008 2,069 40.5506 83,899 83,899 -4,512
534 NAB.AX @NATLA14 AU 0.2153 8.0000 -0.096 76,705 -1.0000 0 0.0000 0 25.0423 0 0 -0
547 2858.HK @YIXIN1 HK 2.0650 3.0000 0.027 1,085 1.0000 -1 -0.0002 -68,000 0.3338 -22,696 22,696 -606
553 9633.HK @NONGF1 HK 1.2316 5.0000 0.052 22,117 1.0000 -1 -0.0002 -4,000 5.9363 -23,745 23,745 -1,245
554 4661.T @ORIEN41 JP 0.2484 1.0000 0.005 27,960 1.0000 -1 -0.0004 -1,900 20.7059 -39,341 39,341 -206
556 3402.T @TORAY7 JP 0.7955 1.0000 -0.004 11,434 -1.0000 0 0.0000 0 7.0086 0 0 -0
557 2628.HK @CHINA280 HK 1.9724 8.0000 0.098 22,039 1.0000 -1 -0.0001 -4,000 2.9618 -11,847 11,847 -1,161
558 9201.T @JAPAN304 JP 0.5741 3.0000 0.027 8,622 1.0000 0 0.0000 0 19.7225 0 0 0
561 8306.T @MITSU52 JP 0.9976 1.0000 0.005 169,806 1.0000 -1 -0.0069 -48,700 14.0711 -685,264 685,264 -3,278
564 8308.T @RESON3 JP 1.0767 1.0000 0.005 21,290 1.0000 -1 -0.0040 -42,900 9.2281 -395,884 395,884 -1,794
566 014680.KS @HANSO43 KR 1.4375 2.0000 -0.018 1,407 -1.0000 1 0.0005 373 132.0955 49,272 49,272 -890
575 CPU.AX @COMPU62 AU 0.3721 2.0000 -0.018 15,768 -1.0000 1 0.0027 9,834 27.2621 268,095 268,095 -4,821
581 1088.HK @CHINA352 HK 0.5075 7.0000 0.075 14,951 1.0000 -1 -0.0003 -6,000 4.4268 -26,561 26,561 -1,999
597 1802.T @OBAYA2 JP 0.4686 2.0000 0.013 10,636 1.0000 0 0.0000 0 14.7413 0 0 0
602 0863.HK @BRAND82 HK 0.6460 3.0000 0.025 1,323 1.0000 -1 -0.0002 -8,000 2.1096 -16,877 16,877 -429
603 6954.T @FANUC2 JP 1.3303 2.0000 0.018 28,355 1.0000 0 0.0000 0 28.8630 0 0 0
605 6525.T @KOKUS12 JP 2.2201 1.0000 -0.003 3,980 -1.0000 1 0.0002 700 22.2888 15,602 15,602 -48
608 7974.T @NINTE2 JP 0.5843 3.0000 0.021 111,228 1.0000 0 0.0000 0 85.6460 0 0 0
614 6526.T @SOCIO2 JP 1.2346 1.0000 -0.008 3,453 -1.0000 0 0.0000 0 19.1971 0 0 -0
615 SHL.AX @SONIC9 AU 0.2422 1.0000 -0.005 8,912 -1.0000 1 0.0020 11,140 18.0315 200,871 200,871 -906
629 8136.T @SANRI4 JP 0.8250 2.0000 0.019 9,474 1.0000 -1 -0.0001 -300 40.3206 -12,096 12,096 -233
644 601390.SH @CHINA696 CN 0.7582 3.0000 0.028 7,251 1.0000 -1 0.0000 -99 0.8025 -79 79 -2
653 601333.SH @GUANG102 CN 0.6873 4.0000 -0.039 1,269 -1.0000 1 0.0000 78 0.4236 33 33 -1
669 688300.SH @NOVOR19 CN 1.9038 1.0000 -0.003 1,204 -1.0000 1 0.0065 76,681 8.4518 648,090 648,090 -1,991
673 688025.SH @SHENZ288 CN 2.4618 NaN nan 1,079 NaN 1 -0.0000 85 13.2029 1,122 1,122 nan
693 300379.ZK @BEIJI135 CN 1.5191 NaN nan 428 NaN -1 -0.0000 -89 0.7677 -68 68 nan
722 000100.ZK @TCLCO2 CN 1.2732 7.0000 0.084 12,420 1.0000 -1 0.0000 -20 0.6284 -13 13 -1
724 688222.SH @HITGE1 CN 2.1357 5.0000 -0.042 977 -1.0000 1 0.0000 36 3.2952 119 119 -5
730 688599.SH @TRINA7 CN 1.7913 5.0000 -0.048 3,538 -1.0000 1 0.0000 89 2.2864 203 203 -10
731 603355.SH @KINGC7 CN 1.5089 5.0000 0.047 694 1.0000 -1 0.0000 -13 3.2687 -42 42 -2
734 688106.SH @SUZHO69 CN 1.5166 2.0000 -0.013 1,208 -1.0000 1 0.0000 48 2.5065 120 120 -2
735 600248.SH @YANGL1 CN 0.8378 3.0000 0.024 677 1.0000 -1 0.0000 -64 0.5490 -35 35 -1
739 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.023 5,853 1.0000 -1 0.0000 -80 8.0003 -640 640 -15
740 300750.ZK @CONTE31 CN 1.4933 9.0000 0.127 130,901 1.0000 -1 0.0000 -78 38.6070 -3,011 3,011 -384
742 600406.SH @NARIT1 CN 0.1947 5.0000 0.056 10,587 1.0000 -1 0.0000 -38 3.0653 -116 116 -6
757 601169.SH @BANKO53 CN 0.4357 5.0000 0.051 15,726 1.0000 -1 0.0000 -34 0.9070 -31 31 -2
766 688087.SH @SHAND206 CN 1.7398 1.0000 0.008 444 1.0000 -1 0.0000 -42 3.8037 -160 160 -1
776 000065.ZK @NORIN1 CN 1.4194 5.0000 0.042 798 1.0000 -1 0.0000 -70 1.5521 -109 109 -5
790 002241.ZK @GOERT1 CN 1.8469 6.0000 0.057 9,651 1.0000 -1 0.0000 -80 3.2520 -260 260 -15
791 601579.SH @KUAIJ1 CN 0.5923 4.0000 -0.035 521 -1.0000 1 0.0000 95 2.6487 252 252 -9
799 601211.SH @GUOTA24 CN 0.5162 5.0000 -0.048 33,661 -1.0000 1 0.0000 62 2.9064 180 180 -9
801 002595.ZK @SHAND94 CN 0.6573 1.0000 0.001 6,370 1.0000 -1 0.0000 -95 7.9627 -756 756 -0
809 688776.SH @GUOGU3 CN 2.4997 2.0000 0.017 526 1.0000 -1 0.0000 -38 11.8291 -450 450 -8
814 600104.SH @SAUTO1 CN 0.8237 5.0000 0.047 8,774 1.0000 -1 0.0000 -99 2.4452 -242 242 -11
820 002320.ZK @HAINA25 CN 1.0821 3.0000 -0.025 726 -1.0000 1 0.0007 61,300 1.2066 73,964 73,964 -1,851
855 601988.SH @BANKO22 CN 0.1636 3.0000 0.029 183,833 1.0000 -1 0.0000 -40 0.7705 -31 31 -1
885 600704.SH @ZHEJI34 CN 1.0332 4.0000 -0.040 2,279 -1.0000 0 0.0000 0 0.7733 0 0 -0
925 600997.SH @KAILU1 CN 0.8805 7.0000 -0.085 717 -1.0000 0 0.0000 0 0.8680 0 0 -0
990 002001.ZK @ZHEJI41 CN 0.8814 5.0000 0.049 4,882 1.0000 0 0.0000 0 3.1767 0 0 0
1029 301085.ZK @BEIJI363 CN 2.4003 9.0000 -0.124 648 -1.0000 0 0.0000 0 8.2971 0 0 -0
1052 GULF_n.BK @GULFD3 TH NaN NaN nan 16,659 NaN -1 -0.0000 -13 1.4672 -19 19 nan
1053 GPSC_n.BK @GLOBA656 TH 0.6372 2.0000 -0.010 735 -1.0000 1 0.0011 106,400 1.0425 110,919 110,919 -1,101
1059 DELTA_n.BK @DELTA60 TH 0.6457 2.0000 0.010 20,528 1.0000 -1 -0.0019 -43,700 4.4479 -194,372 194,372 -1,992
1060 BBL_n.BK @BANGK27 TH 0.2242 1.0000 0.003 8,785 1.0000 -1 -0.0108 -234,500 4.6023 -1,079,243 1,079,243 -2,902
1061 KCE_n.BK @KCEEL3 TH 0.7375 4.0000 -0.041 940 -1.0000 1 0.0005 57,900 0.7954 46,052 46,052 -1,909
1062 HANA_n.BK @HANAM2 TH 0.8029 2.0000 -0.020 527 -1.0000 1 0.0003 37,000 0.7351 27,200 27,200 -536