total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -624,518 24,483,118 123 399,717,725 -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 1.6581 9.0000 0.118 5,067 1.0000 -1 0.0000 -1,000 3.2537 -3,254 3,254 -385
8 1301.TW @FORMO9 TW 1.0113 2.0000 0.017 6,704 1.0000 -1 -0.0087 -688,000 1.2689 -872,974 872,974 -14,896
16 1519.HK @JTGLO1 HK 1.4946 2.0000 0.016 9,897 1.0000 -1 -0.0041 -308,600 1.3428 -414,376 414,376 -6,821
49 9001.T @TOBUR1 JP 0.2740 3.0000 -0.021 3,510 -1.0000 1 0.0043 24,800 17.4453 432,643 432,643 -9,136
57 2057.HK @ZTOEX4 HK 1.2139 3.0000 0.030 9,222 1.0000 -1 0.0000 -650 20.5491 -13,357 13,357 -399
58 6442.TW @EZCON1 TW 1.5345 2.0000 0.012 1,388 1.0000 -1 -0.0026 -13,000 19.8458 -257,995 257,995 -3,179
64 0267.HK @CITIC10 HK 1.4321 8.0000 0.115 11,727 1.0000 -1 -0.0131 -880,000 1.4931 -1,313,918 1,313,918 -151,567
77 2474.TW @CATCH1 TW 0.4740 2.0000 0.014 4,657 1.0000 -1 -0.0014 -19,000 7.1740 -136,306 136,306 -1,960
79 1378.HK @CHINA1377 HK 1.7014 10.0000 0.168 9,118 1.0000 -1 0.0000 -1,500 2.6677 -4,002 4,002 -672
85 1415.HK @COWEL7 HK 2.2704 7.0000 0.079 895 1.0000 -1 -0.0006 -18,000 3.4575 -62,236 62,236 -4,938
86 6805.TW @FOSIT1 TW 1.3779 1.0000 0.005 1,772 1.0000 -1 -0.0022 -7,000 31.1431 -218,002 218,002 -1,070
88 2376.TW @GIGAB3 TW 1.0513 3.0000 0.023 5,773 1.0000 -1 -0.0040 -44,000 9.1686 -403,419 403,419 -9,456
91 2543.TW @HWANG2 TW 1.1046 1.0000 0.005 609 1.0000 -1 0.0000 -177 2.4774 -438 438 -2
92 3481.TW @INNOL2 TW 0.9346 1.0000 0.000 3,067 1.0000 -1 -0.0007 -183,000 0.3838 -70,243 70,243 -31
95 1101.TW @TAIWA69 TW 0.4752 1.0000 0.006 6,113 1.0000 -1 -0.0031 -377,000 0.8096 -305,214 305,214 -1,682
97 2400.HK @XDINC1 HK 1.6464 7.0000 0.090 3,566 1.0000 -1 -0.0008 -10,600 7.2298 -76,635 76,635 -6,908
98 0763.HK @ZTECO2 HK 1.9690 10.0000 0.195 2,385 1.0000 -1 0.0000 -1,600 3.1569 -5,051 5,051 -986
105 7211.T @MITSU97 JP 0.8453 1.0000 0.003 2,164 1.0000 -1 -0.0014 -52,100 2.6938 -140,347 140,347 -459
112 3661.TW @ALCHI2 TW 1.0557 5.0000 0.049 10,189 1.0000 -1 -0.0013 -1,000 125.8800 -125,880 125,880 -6,138
113 1109.HK @CHINA182 HK 1.5417 9.0000 0.138 10,487 1.0000 -1 0.0000 -1,500 3.6767 -5,515 5,515 -764
115 6618.HK @JDHEA1 HK 2.0290 10.0000 0.165 6,716 1.0000 -1 0.0000 -150 6.3596 -954 954 -157
120 8299.TWO @PHISO1 TW 0.9537 1.0000 0.002 3,272 1.0000 -1 -0.0030 -17,000 17.5997 -299,195 299,195 -683
129 1952.HK @EVERE39 HK 1.8804 2.0000 0.012 3,009 1.0000 -1 -0.0047 -55,000 8.5738 -471,559 471,559 -5,558
130 1833.HK @PAGOO1 HK 1.8801 7.0000 0.085 1,527 1.0000 -1 0.0000 -977 1.5033 -1,469 1,469 -125
131 2013.HK @WEIMO2 HK 3.0233 1.0000 0.003 940 1.0000 -1 -0.0012 -458,000 0.2599 -119,029 119,029 -357
132 6979.HK @ZJLDG1 HK 1.7497 2.0000 0.016 2,879 1.0000 -1 0.0000 -1,600 0.8497 -1,360 1,360 -22
141 0998.HK @CHINA536 HK 0.6870 9.0000 0.135 8,931 1.0000 -1 0.0000 -1,000 0.9376 -938 938 -127
143 5871.TW @CHAIL1 TW 1.1333 7.0000 0.082 6,655 1.0000 -1 -0.0016 -40,800 3.8887 -158,659 158,659 -12,953
146 2327.TW @YAGEO2 TW 0.9493 2.0000 0.013 8,644 1.0000 -1 -0.0011 -6,000 17.9350 -107,610 107,610 -1,436
151 0019.HK @SWIRE4 HK 0.5788 7.0000 0.080 3,002 1.0000 -1 -0.0031 -34,500 8.9624 -309,201 309,201 -24,590
163 0836.HK @CHINA276 HK 0.6182 1.0000 0.008 4,817 1.0000 -1 -0.0148 -606,000 2.4486 -1,483,830 1,483,830 -12,491
169 1605.TW @WALSI4 TW 1.2589 1.0000 0.003 2,360 1.0000 -1 -0.0002 -31,145 0.7140 -22,239 22,239 -71
173 6755.T @FUJIT32 JP 0.2771 6.0000 0.058 270 1.0000 -1 -0.0000 -26 18.9856 -494 494 -29
190 6055.HK @CHINA2407 HK 1.3740 2.0000 0.019 782 1.0000 -1 -0.0011 -27,000 4.0359 -108,970 108,970 -2,028
194 7936.T @ASICS5 JP 0.8310 3.0000 0.020 17,343 1.0000 -1 -0.0080 -33,800 23.6132 -798,127 798,127 -16,319
207 3046.T @JINCO1 JP 0.2523 1.0000 0.004 1,215 1.0000 -1 -0.0013 -2,500 53.3333 -133,333 133,333 -582
208 4979.TWO @LUXNE1 TW 1.2955 2.0000 0.013 736 1.0000 -1 -0.0055 -87,000 6.3694 -554,140 554,140 -7,024
211 1519.TW @FORTU25 TW 1.2611 4.0000 0.034 6,138 1.0000 -1 -0.0012 -5,500 21.5890 -118,740 118,740 -4,013
221 2264.T @MORIN6 JP 0.2618 3.0000 -0.027 2,005 -1.0000 1 0.0019 8,300 22.5140 186,866 186,866 -5,035
222 1332.T @NIPPO103 JP 0.4025 1.0000 -0.007 1,888 -1.0000 1 0.0055 91,100 6.0431 550,525 550,525 -4,016
244 4912.T @LIONC3 JP 0.1728 1.0000 0.006 2,842 1.0000 -1 -0.0038 -37,100 10.1578 -376,853 376,853 -2,329
266 COL.AX @COLES10 AU -0.2273 7.0000 -0.089 18,149 -1.0000 0 0.0000 0 13.5307 0 0 -0
271 3350.T @DAIKI6 JP 0.9224 2.0000 0.020 4,362 1.0000 -1 -0.0004 -5,400 6.6972 -36,165 36,165 -707
286 086790.KS @HANAF1 KR 0.5390 4.0000 0.036 16,890 1.0000 -1 -0.0006 -1,038 59.3220 -61,576 61,576 -2,207
300 3037.TW @UNIMI2 TW 1.3090 2.0000 0.015 6,023 1.0000 -1 -0.0016 -35,000 4.5256 -158,398 158,398 -2,406
317 6504.T @FUJIE6 JP 1.2184 2.0000 -0.020 8,719 -1.0000 0 0.0000 0 58.4020 0 0 -0
333 2884.TW @ESUNF1 TW 0.5063 3.0000 0.022 17,656 1.0000 -1 -0.0007 -66,660 1.0929 -72,850 72,850 -1,639
351 6770.T @ALPSE2 JP 1.0465 2.0000 0.012 2,209 1.0000 -1 -0.0030 -27,100 10.9483 -296,698 296,698 -3,621
359 APA.AX @AUSTP9 AU 0.0374 7.0000 -0.072 7,157 -1.0000 1 0.0033 60,024 5.4861 329,298 329,298 -23,704
366 005930.KS @SAMSU48 KR 0.5937 5.0000 -0.043 282,189 -1.0000 1 0.0031 6,080 50.1789 305,088 305,088 -12,996
368 066570.KS @LGELE11 KR 0.5350 2.0000 -0.019 5,805 -1.0000 1 0.0005 860 54.5705 46,931 46,931 -870
371 VNT.AX @VENTI5 AU 0.2307 2.0000 -0.016 2,816 -1.0000 1 0.0013 38,808 3.3681 130,709 130,709 -2,120
373 1071.HK @HUADI2 HK 0.6699 6.0000 0.061 727 1.0000 -1 -0.0005 -88,000 0.5351 -47,086 47,086 -2,854
376 3939.HK @WANGU1 HK 0.5671 4.0000 0.033 3,600 1.0000 -1 -0.0008 -20,000 3.9544 -79,088 79,088 -2,632
379 7272.T @YAMAH4 JP 0.8635 1.0000 0.000 7,513 1.0000 -1 -0.0041 -55,100 7.3791 -406,590 406,590 -44
386 1385.HK @SHANG12 HK 2.1698 3.0000 0.021 1,196 1.0000 -1 -0.0003 -8,000 4.2066 -33,653 33,653 -694
387 9868.HK @XPENG2 HK 2.3037 4.0000 0.035 13,674 1.0000 -1 -0.0017 -18,000 9.3382 -168,087 168,087 -5,813
388 QAN.AX @QANTA2 AU 0.3860 2.0000 -0.019 10,673 -1.0000 1 0.0026 36,256 7.0536 255,734 255,734 -4,981
393 9866.HK @NIOIN7 HK 2.1098 2.0000 0.012 7,358 1.0000 -1 -0.0032 -66,000 4.8666 -321,192 321,192 -3,720
397 003490.KS @KOREA192 KR 0.3731 4.0000 -0.041 4,531 -1.0000 1 0.0003 1,551 16.6303 25,794 25,794 -1,057
412 CMLT.SI @CAPIT88 SG NaN NaN nan 12,719 NaN -1 -0.0000 -16 1.7382 -28 28 nan
417 5334.T @NGKSP2 JP 0.7637 4.0000 0.034 6,613 1.0000 0 0.0000 0 33.1874 0 0 0
420 7270.T @FUJIH3 JP 0.9198 4.0000 0.037 10,836 1.0000 -1 -0.0035 -18,600 18.7108 -348,020 348,020 -12,877
422 7202.T @ISUZU2 JP 0.6135 1.0000 0.007 7,315 1.0000 -1 -0.0086 -65,100 13.1433 -855,632 855,632 -5,968
425 7261.T @MAZDA2 JP 0.9440 2.0000 0.014 3,741 1.0000 0 0.0000 0 6.2324 0 0 0
431 1898.HK @CHINA484 HK 0.7131 6.0000 0.061 5,143 1.0000 -1 -0.0006 -50,000 1.2523 -62,615 62,615 -3,843
434 0136.HK @MASCO2 HK 0.7613 2.0000 0.014 5,243 1.0000 -1 -0.0040 -1,028,000 0.3898 -400,749 400,749 -5,439
436 9923.HK @YEAHK1 HK 2.1524 8.0000 0.094 341 1.0000 -1 -0.0001 -8,000 1.6765 -13,412 13,412 -1,262
439 BXB.AX @BRAMB2 AU -0.0091 2.0000 -0.013 21,020 -1.0000 1 0.0068 44,201 15.3767 679,663 679,663 -9,010
441 SOL.AX @SOULP2 AU 0.1886 2.0000 -0.012 7,107 -1.0000 1 0.0058 22,187 26.1092 579,285 579,285 -6,923
443 7532.T @DONQU3 JP 0.3373 1.0000 0.004 15,171 1.0000 -1 -0.0011 -3,100 35.1145 -108,855 108,855 -483
448 6503.T @MITSU71 JP 1.0178 1.0000 -0.003 49,398 -1.0000 1 0.0010 4,100 23.3757 95,841 95,841 -330
449 9843.T @NITOR1 JP -0.1432 2.0000 0.020 8,014 1.0000 0 0.0000 0 85.3944 0 0 0
450 9602.T @TOHOC3 JP 0.1666 4.0000 0.033 8,177 1.0000 -1 -0.0013 -2,100 63.6472 -133,659 133,659 -4,418
451 5105.T @TOYOT11 JP 0.8707 1.0000 0.005 2,734 1.0000 -1 -0.0008 -3,800 22.1747 -84,264 84,264 -454
454 MTS.AX @METCA2 AU 0.2809 2.0000 -0.018 2,789 -1.0000 1 0.0111 436,939 2.5390 1,109,399 1,109,399 -19,562
460 7182.T @JAPAN374 JP 0.7807 1.0000 0.006 20,672 1.0000 -1 -0.0146 -127,500 11.4707 -1,462,519 1,462,519 -8,902
472 BSL.AX @BLUES9 AU 0.6293 4.0000 -0.036 6,563 -1.0000 0 0.0000 0 14.9621 0 0 -0
478 1658.HK @PSBCA1 HK 0.7390 9.0000 0.123 7,554 1.0000 -1 -0.0019 -276,000 0.7045 -194,443 194,443 -23,987
497 8411.T @MIZUH6 JP 1.1222 7.0000 0.075 73,310 1.0000 0 0.0000 0 29.1637 0 0 0
498 3064.T @MONOT5 JP 0.3263 3.0000 0.022 4,397 1.0000 0 0.0000 0 17.5403 0 0 0
499 STO.AX @SANTO10 AU 0.5031 6.0000 -0.068 16,450 -1.0000 0 0.0000 0 5.0651 0 0 -0
503 035720.KS @DAUMC2 KR 0.3593 2.0000 -0.014 14,809 -1.0000 1 0.0008 2,005 39.8839 79,967 79,967 -1,137
513 000660.KS @HYNIX1 KR 1.1186 1.0000 -0.003 108,176 -1.0000 1 0.0023 1,233 185.7411 229,019 229,019 -735
521 2858.HK @YIXIN1 HK 2.0617 5.0000 0.045 1,048 1.0000 -1 -0.0002 -68,000 0.3223 -21,917 21,917 -994
527 9633.HK @NONGF1 HK 1.2797 8.0000 0.092 21,454 1.0000 -1 -0.0002 -4,000 5.7583 -23,033 23,033 -2,130
529 2628.HK @CHINA280 HK 1.9991 10.0000 0.174 21,102 1.0000 -1 -0.0001 -4,000 2.8358 -11,343 11,343 -1,978
531 2886.TW @MEGAF3 TW 0.3479 1.0000 0.001 21,357 1.0000 -1 -0.0013 -87,000 1.4398 -125,265 125,265 -164
532 8306.T @MITSU52 JP 1.0154 7.0000 0.090 167,617 1.0000 0 0.0000 0 13.8897 0 0 0
533 8309.T @MITSU54 JP 0.8450 7.0000 0.072 18,827 1.0000 0 0.0000 0 26.3953 0 0 0
535 8308.T @RESON3 JP 1.1006 6.0000 0.070 20,884 1.0000 0 0.0000 0 9.0517 0 0 0
549 1088.HK @CHINA352 HK 0.5525 1.0000 0.008 15,043 1.0000 -1 -0.0003 -6,000 4.4538 -26,723 26,723 -219
557 6963.T @ROHMC2 JP 1.5865 1.0000 -0.001 4,759 -1.0000 1 0.0008 6,100 13.0958 79,885 79,885 -67
558 TLS.AX @TELST3 AU -0.0557 2.0000 -0.015 36,576 -1.0000 1 0.0012 38,627 3.2126 124,095 124,095 -1,847
567 0863.HK @BRAND82 HK 0.6216 4.0000 0.037 1,192 1.0000 -1 -0.0002 -8,000 1.9008 -15,206 15,206 -561
577 SHL.AX @SONIC9 AU 0.2542 3.0000 -0.030 8,752 -1.0000 1 0.0037 20,837 17.7084 368,990 368,990 -11,125
578 4502.T @TAKED3 JP 0.2977 5.0000 0.044 45,546 1.0000 0 0.0000 0 28.6277 0 0 0
615 000990.KS @DONGB21 KR 1.0322 6.0000 0.063 1,178 1.0000 0 -0.0000 0 32.7567 0 0 0
617 5803.T @FUJIK9 JP 1.8072 2.0000 0.013 20,618 1.0000 -1 -0.0003 -500 69.6862 -34,843 34,843 -449
626 6981.T @MURAT5 JP 1.1242 1.0000 0.007 30,249 1.0000 0 0.0000 0 15.4097 0 0 0
630 6526.T @SOCIO2 JP 1.2401 1.0000 -0.004 3,563 -1.0000 1 0.0003 1,700 19.8100 33,677 33,677 -151
650 6728.T @ULVAC1 JP 1.4104 1.0000 -0.001 1,824 -1.0000 1 0.0001 300 36.9466 11,084 11,084 -6
659 601390.SH @CHINA696 CN 0.7824 3.0000 0.024 7,103 1.0000 -1 0.0000 -99 0.7862 -78 78 -2
668 601333.SH @GUANG102 CN 0.6983 4.0000 -0.036 1,234 -1.0000 1 0.0000 78 0.4118 32 32 -1
674 600570.SH @HANGZ8 CN 1.9118 2.0000 0.019 7,222 1.0000 -1 0.0000 -80 4.8324 -387 387 -7
676 688252.SH @JADAR3 CN 1.8193 1.0000 -0.009 540 -1.0000 1 0.0000 44 3.4735 153 153 -1
688 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,286 NaN 1 -0.0000 85 15.7354 1,338 1,338 nan
708 300379.ZK @BEIJI135 CN 1.5177 NaN nan 438 NaN -1 -0.0000 -89 0.7848 -70 70 nan
729 603799.SH @ZHEJI183 CN 1.7713 3.0000 0.026 8,275 1.0000 -1 -0.0010 -16,161 5.9306 -95,844 95,844 -2,502
737 000100.ZK @TCLCO2 CN 1.2775 8.0000 0.115 12,141 1.0000 -1 0.0000 -20 0.6143 -12 12 -1
739 688222.SH @HITGE1 CN 2.2914 6.0000 -0.058 1,017 -1.0000 1 0.0000 36 3.4305 123 123 -7
745 688599.SH @TRINA7 CN 1.8131 2.0000 -0.012 3,317 -1.0000 1 0.0000 89 2.1437 191 191 -2
746 603355.SH @KINGC7 CN 1.5063 5.0000 0.049 686 1.0000 -1 0.0000 -13 3.2308 -42 42 -2
749 688106.SH @SUZHO69 CN 1.5124 3.0000 -0.021 1,189 -1.0000 1 0.0000 48 2.4668 118 118 -2
750 600248.SH @YANGL1 CN 0.8630 2.0000 0.019 667 1.0000 -1 0.0000 -64 0.5408 -35 35 -1
754 000538.ZK @YUNNA10 CN 0.6099 2.0000 0.014 5,692 1.0000 -1 0.0000 -80 7.7804 -622 622 -9
757 600406.SH @NARIT1 CN 0.1920 8.0000 0.103 10,483 1.0000 -1 0.0000 -38 3.0353 -115 115 -12
772 601169.SH @BANKO53 CN 0.3866 5.0000 0.043 15,554 1.0000 -1 0.0000 -34 0.8971 -31 31 -1
775 601669.SH @SINOH12 CN 1.0326 4.0000 0.041 7,252 1.0000 -1 0.0000 -9 0.8958 -8 8 -0
791 000065.ZK @NORIN1 CN 1.4268 4.0000 0.037 787 1.0000 -1 0.0000 -70 1.5308 -107 107 -4
794 688036.SH @SHENZ287 CN 1.0547 7.0000 -0.086 6,041 -1.0000 1 0.0000 29 11.7725 341 341 -29
795 002821.ZK @ASYMC1 CN 1.8231 3.0000 0.021 3,304 1.0000 -1 0.0000 -63 15.2640 -962 962 -20
805 002241.ZK @GOERT1 CN 1.8162 7.0000 0.082 9,395 1.0000 -1 0.0000 -80 3.1657 -253 253 -21
806 601579.SH @KUAIJ1 CN 0.5375 4.0000 -0.039 506 -1.0000 1 0.0000 95 2.5764 245 245 -10
811 603659.SH @PUTAI1 CN 1.7573 1.0000 0.004 4,196 1.0000 -1 0.0000 -26 2.4543 -64 64 -0
816 002595.ZK @SHAND94 CN 0.6098 3.0000 0.021 6,233 1.0000 -1 0.0000 -95 7.7915 -740 740 -15
817 301389.ZK @LONGY5 CN 2.4187 2.0000 -0.011 630 -1.0000 1 0.0009 13,000 7.1716 93,231 93,231 -1,014
828 600104.SH @SAUTO1 CN 0.8011 3.0000 0.027 8,643 1.0000 -1 0.0000 -99 2.4086 -238 238 -7
829 000425.ZK @XUZHO2 CN 0.8106 3.0000 0.025 9,911 1.0000 -1 0.0000 -97 1.1551 -112 112 -3
845 300999.ZK @YIHAI5 CN 1.1923 3.0000 0.025 2,276 1.0000 0 0.0000 0 4.1987 0 0 0
902 688621.SH @BEIJI357 CN 2.0110 3.0000 -0.022 1,033 -1.0000 1 0.0019 21,100 9.2266 194,681 194,681 -4,223
939 688005.SH @NINGB74 CN 2.1837 1.0000 0.007 1,512 1.0000 -1 0.0000 -41 2.8980 -119 119 -1
979 300128.ZK @SUZHO12 CN 1.9113 7.0000 -0.081 865 -1.0000 0 0.0000 0 0.7238 0 0 -0
1016 002142.ZK @BANKO41 CN 1.0961 3.0000 0.030 18,347 1.0000 -1 -0.0043 -109,900 3.9131 -430,045 430,045 -13,036
1062 GULF_n.BK @GULFD3 TH NaN NaN nan 16,170 NaN -1 -0.0000 -13 1.4242 -19 19 nan
1064 AOT_n.BK @AIRPO2 TH 0.4419 3.0000 0.026 17,486 1.0000 -1 -0.0172 -1,404,800 1.2240 -1,719,501 1,719,501 -44,027
1066 CRC_n.BK @CENTR403 TH 0.4155 7.0000 0.077 2,487 1.0000 -1 -0.0005 -79,400 0.6343 -50,366 50,366 -3,887
1069 DELTA_n.BK @DELTA60 TH 0.7673 3.0000 0.021 20,963 1.0000 -1 -0.0002 -3,600 4.5420 -16,351 16,351 -350
1070 BBL_n.BK @BANGK27 TH 0.2396 4.0000 0.032 8,699 1.0000 -1 -0.0107 -235,300 4.5574 -1,072,345 1,072,345 -34,206
1074 TTB_n.BK @THAIM13 TH 0.1513 5.0000 0.053 4,361 1.0000 -1 -0.0005 -849,000 0.0588 -49,933 49,933 -2,635