total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -790,161 24,597,615 126 399,640,041 -0.002

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 1.1658 3.0000 0.020 1,040 1.0000 -1 -0.0015 -13,000 11.8008 -153,411 153,411 -3,144
5 0291.HK @CHINA288 HK 1.6581 9.0000 0.125 5,011 1.0000 -1 0.0000 -1,000 3.2179 -3,218 3,218 -401
12 IFT.NZ @INFRA14 NZ 0.2921 10.0000 -0.154 6,968 -1.0000 0 -0.0000 0 7.1131 0 0 -0
16 1519.HK @JTGLO1 HK 1.4946 5.0000 0.055 9,624 1.0000 -1 -0.0040 -308,600 1.3057 -402,952 402,952 -22,135
49 9001.T @TOBUR1 JP 0.2740 3.0000 -0.020 3,447 -1.0000 1 0.0027 15,700 17.1330 268,988 268,988 -5,309
52 6285.TW @WISTR2 TW 1.0472 3.0000 0.023 1,584 1.0000 -1 -0.0022 -55,000 4.0894 -224,917 224,917 -5,066
57 2057.HK @ZTOEX4 HK 1.2139 9.0000 0.120 8,953 1.0000 -1 0.0000 -650 19.9492 -12,967 12,967 -1,559
58 6442.TW @EZCON1 TW 1.5345 2.0000 0.019 1,398 1.0000 -1 -0.0026 -13,000 19.9963 -259,952 259,952 -4,852
64 0267.HK @CITIC10 HK 1.4321 10.0000 0.160 11,687 1.0000 -1 -0.0127 -852,000 1.4879 -1,267,697 1,267,697 -202,576
77 2474.TW @CATCH1 TW 0.4740 4.0000 0.032 4,637 1.0000 -1 -0.0014 -19,000 7.1439 -135,735 135,735 -4,366
79 1378.HK @CHINA1377 HK 1.7014 10.0000 0.166 9,388 1.0000 -1 0.0000 -1,500 2.7465 -4,120 4,120 -686
85 1415.HK @COWEL7 HK 2.2704 6.0000 0.060 898 1.0000 -1 -0.0006 -18,000 3.4701 -62,462 62,462 -3,752
86 6805.TW @FOSIT1 TW 1.3779 2.0000 0.018 1,863 1.0000 -1 -0.0023 -7,000 32.7486 -229,240 229,240 -4,047
88 2376.TW @GIGAB3 TW 1.0513 3.0000 0.029 5,844 1.0000 -1 -0.0041 -44,000 9.2804 -408,339 408,339 -11,679
91 2543.TW @HWANG2 TW 1.1046 3.0000 0.024 594 1.0000 -1 0.0000 -177 2.4169 -428 428 -10
95 1101.TW @TAIWA69 TW 0.4752 2.0000 0.014 6,138 1.0000 -1 -0.0031 -377,000 0.8129 -306,453 306,453 -4,253
97 2400.HK @XDINC1 HK 1.6464 8.0000 0.102 4,550 1.0000 -1 -0.0010 -10,600 9.2230 -97,764 97,764 -10,005
98 0763.HK @ZTECO2 HK 1.9690 10.0000 0.185 2,437 1.0000 -1 0.0000 -1,600 3.2255 -5,161 5,161 -953
105 7211.T @MITSU97 JP 0.8453 1.0000 0.007 2,165 1.0000 -1 -0.0010 -38,600 2.6949 -104,025 104,025 -702
107 3363.TWO @FOCIF1 TW 1.4818 2.0000 0.010 973 1.0000 -1 -0.0014 -14,000 9.8813 -138,339 138,339 -1,342
112 3661.TW @ALCHI2 TW 1.0557 6.0000 0.065 10,025 1.0000 -1 -0.0012 -1,000 123.8504 -123,850 123,850 -8,105
113 1109.HK @CHINA182 HK 1.5417 9.0000 0.150 10,421 1.0000 -1 0.0000 -1,500 3.6535 -5,480 5,480 -821
115 6618.HK @JDHEA1 HK 2.0290 9.0000 0.150 7,036 1.0000 -1 0.0000 -150 6.6625 -999 999 -150
120 8299.TWO @PHISO1 TW 0.9537 3.0000 0.023 3,246 1.0000 -1 -0.0030 -17,000 17.4592 -296,807 296,807 -6,761
126 ICT.PS @INTLC17 PH 0.4530 6.0000 -0.069 14,519 -1.0000 1 0.0002 2,712 8.3623 22,679 22,679 -1,563
130 1833.HK @PAGOO1 HK 1.8801 8.0000 0.107 1,581 1.0000 -1 0.0000 -977 1.5567 -1,521 1,521 -163
131 2013.HK @WEIMO2 HK 3.0233 1.0000 0.007 967 1.0000 -1 -0.0012 -458,000 0.2675 -122,523 122,523 -868
141 0998.HK @CHINA536 HK 0.6870 9.0000 0.146 9,027 1.0000 -1 0.0000 -1,000 0.9478 -948 948 -139
143 5871.TW @CHAIL1 TW 1.1333 8.0000 0.106 6,513 1.0000 -1 -0.0012 -30,800 3.8056 -117,214 117,214 -12,476
146 2327.TW @YAGEO2 TW 0.9493 5.0000 0.044 8,704 1.0000 -1 -0.0011 -6,000 18.0601 -108,361 108,361 -4,732
150 1303.TW @NANYA7 TW 1.0428 2.0000 0.012 7,308 1.0000 -1 -0.0013 -106,000 1.2452 -131,989 131,989 -1,639
162 0836.HK @CHINA276 HK 0.6182 1.0000 0.002 4,837 1.0000 -1 -0.0149 -606,000 2.4586 -1,489,921 1,489,921 -2,341
168 1605.TW @WALSI4 TW 1.2589 3.0000 0.022 2,373 1.0000 -1 -0.0002 -31,145 0.7177 -22,354 22,354 -487
171 6755.T @FUJIT32 JP 0.2771 6.0000 0.069 270 1.0000 -1 -0.0000 -26 18.9621 -493 493 -34
193 ASX.AX @AUSTS4 AU 0.1675 1.0000 -0.006 8,838 -1.0000 1 0.0025 5,521 45.4887 251,143 251,143 -1,599
206 4979.TWO @LUXNE1 TW 1.2955 2.0000 0.018 715 1.0000 -1 -0.0054 -87,000 6.1925 -538,749 538,749 -9,527
209 1519.TW @FORTU25 TW 1.2611 5.0000 0.047 6,188 1.0000 -1 -0.0012 -5,500 21.7656 -119,711 119,711 -5,642
212 2269.T @MEIJI9 JP -0.0820 1.0000 -0.004 5,961 -1.0000 1 0.0072 34,000 21.1232 718,190 718,190 -3,026
219 2264.T @MORIN6 JP 0.2618 4.0000 -0.031 2,015 -1.0000 1 0.0017 7,300 22.6272 165,178 165,178 -5,100
220 1332.T @NIPPO103 JP 0.4025 3.0000 -0.026 2,039 -1.0000 1 0.0056 86,000 6.5260 561,234 561,234 -14,606
231 2897.T @NISSI10 JP 0.2988 2.0000 -0.017 4,542 -1.0000 1 0.0010 5,300 18.8436 99,871 99,871 -1,671
242 4912.T @LIONC3 JP 0.1728 1.0000 0.002 2,845 1.0000 -1 -0.0038 -37,100 10.1687 -377,258 377,258 -614
257 CMDG.SI @COMFO3 SG 0.2936 2.0000 -0.018 2,609 -1.0000 1 0.0147 1,217,300 1.2037 1,465,260 1,465,260 -26,675
267 3350.T @DAIKI6 JP 0.9224 1.0000 0.008 4,064 1.0000 -1 -0.0004 -6,000 6.2394 -37,436 37,436 -317
277 6432.T @TAKEU1 JP 1.0698 1.0000 0.003 1,637 1.0000 -1 -0.0004 -1,000 37.5313 -37,531 37,531 -131
291 6481.T @THKCO2 JP 0.8424 1.0000 0.003 3,785 1.0000 -1 -0.0024 -8,100 29.1444 -236,069 236,069 -649
294 5388.TW @SERCO6 TW 1.0277 1.0000 0.002 1,042 1.0000 -1 -0.0002 -7,000 3.4718 -24,303 24,303 -54
295 3037.TW @UNIMI2 TW 1.3090 5.0000 0.051 5,953 1.0000 -1 -0.0016 -35,000 4.4733 -156,566 156,566 -8,002
327 2884.TW @ESUNF1 TW 0.5063 5.0000 0.051 17,744 1.0000 -1 -0.0007 -66,660 1.0983 -73,212 73,212 -3,699
338 271560.KS @ORION55 KR 0.5879 1.0000 -0.007 1,990 -1.0000 1 0.0027 3,345 79.8967 267,255 267,255 -1,974
345 6770.T @ALPSE2 JP 1.0465 3.0000 0.022 2,226 1.0000 -1 -0.0027 -24,700 11.0358 -272,585 272,585 -5,866
351 2891.TW @CHINA244 TW 0.6019 3.0000 0.021 28,142 1.0000 -1 -0.0100 -698,000 1.4321 -999,622 999,622 -20,770
353 APA.AX @AUSTP9 AU 0.0374 8.0000 -0.092 7,244 -1.0000 1 0.0030 54,730 5.5534 303,937 303,937 -27,977
361 066570.KS @LGELE11 KR 0.5350 3.0000 -0.027 5,898 -1.0000 1 0.0005 870 55.4518 48,243 48,243 -1,299
362 7453.T @RYOHI2 JP 0.4206 2.0000 0.013 13,738 1.0000 -1 -0.0042 -8,500 48.9262 -415,873 415,873 -5,402
364 VNT.AX @VENTI5 AU 0.2307 4.0000 -0.031 2,825 -1.0000 1 0.0013 39,084 3.3786 132,051 132,051 -4,057
366 1071.HK @HUADI2 HK 0.6699 6.0000 0.063 738 1.0000 -1 -0.0005 -88,000 0.5427 -47,756 47,756 -3,020
369 3939.HK @WANGU1 HK 0.5671 4.0000 0.034 3,862 1.0000 -1 -0.0008 -20,000 4.2421 -84,841 84,841 -2,868
372 7272.T @YAMAH4 JP 0.8635 3.0000 0.026 7,287 1.0000 -1 -0.0023 -31,900 7.1574 -228,320 228,320 -5,840
375 4901.T @FUJIP6 JP 0.4678 1.0000 -0.009 27,328 -1.0000 1 0.0096 43,900 21.9701 964,485 964,485 -8,757
378 7220.T @MUSAS1 JP 1.1030 2.0000 0.016 998 1.0000 -1 -0.0013 -6,500 20.2900 -131,885 131,885 -2,104
379 1385.HK @SHANG12 HK 2.1698 5.0000 0.049 1,195 1.0000 -1 -0.0003 -8,000 4.2013 -33,610 33,610 -1,633
380 9868.HK @XPENG2 HK 2.3037 1.0000 0.005 14,420 1.0000 -1 -0.0024 -24,000 9.8472 -236,333 236,333 -1,119
381 QAN.AX @QANTA2 AU 0.3860 5.0000 -0.051 10,813 -1.0000 1 0.0014 18,955 7.1456 135,445 135,445 -6,871
386 9866.HK @NIOIN7 HK 2.1098 7.0000 0.076 7,015 1.0000 -1 -0.0031 -66,000 4.6395 -306,208 306,208 -23,349
390 003490.KS @KOREA192 KR 0.3731 7.0000 -0.074 4,676 -1.0000 1 0.0003 1,551 17.1619 26,618 26,618 -1,963
401 6479.T @MINEB3 JP 1.2092 2.0000 0.010 7,061 1.0000 -1 -0.0029 -17,500 16.5334 -289,335 289,335 -2,750
405 CMLT.SI @CAPIT88 SG NaN NaN nan 12,785 NaN -1 -0.0000 -16 1.7473 -28 28 nan
407 3163.TWO @BROWA1 TW 1.2299 2.0000 0.011 458 1.0000 -1 -0.0009 -16,000 5.6918 -91,068 91,068 -1,011
411 7270.T @FUJIH3 JP 0.9198 5.0000 0.047 10,993 1.0000 -1 -0.0031 -16,400 18.9825 -311,312 311,312 -14,785
412 7202.T @ISUZU2 JP 0.6135 1.0000 0.007 7,371 1.0000 -1 -0.0077 -58,400 13.2444 -773,471 773,471 -5,442
420 1898.HK @CHINA484 HK 0.7131 5.0000 0.055 5,451 1.0000 0 0.0000 0 1.3274 0 0 0
422 259960.KS @KRAFT40 KR -0.1536 4.0000 -0.032 9,390 -1.0000 1 0.0002 108 230.3881 24,882 24,882 -791
425 9923.HK @YEAHK1 HK 2.1524 7.0000 0.073 348 1.0000 -1 -0.0001 -8,000 1.7147 -13,717 13,717 -998
428 BXB.AX @BRAMB2 AU -0.0091 3.0000 -0.025 21,332 -1.0000 1 0.0069 44,201 15.6052 689,764 689,764 -17,007
430 SOL.AX @SOULP2 AU 0.1886 5.0000 -0.050 7,492 -1.0000 1 0.0058 20,971 27.5210 577,144 577,144 -28,583
437 6503.T @MITSU71 JP 1.0178 1.0000 -0.006 51,223 -1.0000 1 0.0002 900 24.2395 21,816 21,816 -133
438 9602.T @TOHOC3 JP 0.1666 3.0000 0.023 8,113 1.0000 -1 -0.0006 -1,000 63.1461 -63,146 63,146 -1,450
439 5105.T @TOYOT11 JP 0.8707 1.0000 0.009 2,763 1.0000 -1 -0.0007 -3,000 22.4104 -67,231 67,231 -597
442 MTS.AX @METCA2 AU 0.2809 5.0000 -0.045 2,830 -1.0000 1 0.0113 437,393 2.5761 1,126,747 1,126,747 -50,761
448 7182.T @JAPAN374 JP 0.7807 2.0000 0.016 21,024 1.0000 -1 -0.0083 -71,500 11.6659 -834,110 834,110 -13,524
464 1658.HK @PSBCA1 HK 0.7390 9.0000 0.130 7,594 1.0000 -1 -0.0016 -226,000 0.7083 -160,072 160,072 -20,805
465 5838.T @RAKUT8 JP 1.0145 1.0000 0.002 4,000 1.0000 -1 -0.0018 -4,100 44.9495 -184,293 184,293 -301
473 8524.T @SAPPO2 JP 1.3092 1.0000 0.000 1,550 1.0000 0 0.0000 0 4.3628 0 0 0
483 2587.T @SUNTO1 JP 0.2373 4.0000 -0.033 3,945 -1.0000 0 0.0000 0 31.1361 0 0 -0
485 035720.KS @DAUMC2 KR 0.3593 6.0000 -0.066 15,207 -1.0000 1 0.0009 2,132 40.9579 87,322 87,322 -5,771
501 2858.HK @YIXIN1 HK 2.0617 4.0000 0.034 1,090 1.0000 -1 -0.0002 -68,000 0.3350 -22,782 22,782 -773
502 6215.TW @AUROT1 TW 1.2701 1.0000 0.006 260 1.0000 -1 -0.0002 -4,000 4.0226 -16,091 16,091 -96
507 9633.HK @NONGF1 HK 1.2797 9.0000 0.116 21,547 1.0000 0 0.0000 0 5.7835 0 0 0
509 2628.HK @CHINA280 HK 1.9991 10.0000 0.210 21,499 1.0000 0 0.0000 0 2.8892 0 0 0
511 2886.TW @MEGAF3 TW 0.3479 4.0000 0.035 21,293 1.0000 -1 -0.0012 -87,000 1.4355 -124,885 124,885 -4,395
513 7013.T @ISHIK5 JP 1.0703 3.0000 0.029 17,961 1.0000 -1 -0.0027 -2,300 116.1168 -267,069 267,069 -7,836
523 1088.HK @CHINA352 HK 0.5525 3.0000 0.023 15,722 1.0000 -1 -0.0003 -6,000 4.6548 -27,929 27,929 -638
530 6963.T @ROHMC2 JP 1.5865 1.0000 -0.002 4,915 -1.0000 1 0.0005 3,600 13.5255 48,692 48,692 -88
531 TLS.AX @TELST3 AU -0.0557 2.0000 -0.014 36,550 -1.0000 1 0.0015 46,038 3.2104 147,798 147,798 -2,079
549 SHL.AX @SONIC9 AU 0.2542 6.0000 -0.055 8,935 -1.0000 1 0.0042 23,342 18.0777 421,969 421,969 -23,393
555 9202.T @ALLNI4 JP 0.2982 1.0000 0.005 9,308 1.0000 0 0.0000 0 19.2196 0 0 0
562 8136.T @SANRI4 JP 0.7405 1.0000 0.009 9,675 1.0000 -1 -0.0034 -8,300 41.1761 -341,761 341,761 -3,142
570 6954.T @FANUC2 JP 1.4030 8.0000 0.096 29,024 1.0000 0 0.0000 0 29.5441 0 0 0
571 KPLM.SI @KEPPE20 SG 0.6933 1.0000 -0.001 12,074 -1.0000 1 0.0002 3,200 6.6320 21,222 21,222 -11
586 5803.T @FUJIK9 JP 1.8072 1.0000 0.009 21,908 1.0000 -1 -0.0005 -700 74.0465 -51,833 51,833 -446
616 6728.T @ULVAC1 JP 1.4104 1.0000 -0.002 1,839 -1.0000 1 0.0001 300 37.2536 11,176 11,176 -19
617 2388.HK @BOCHO1 HK 0.6805 3.0000 0.023 49,133 1.0000 -1 -0.0053 -114,000 4.6472 -529,777 529,777 -11,949
620 005290.KQ @DONGJ1 KR 1.1039 3.0000 -0.025 741 -1.0000 1 0.0002 940 21.2000 19,928 19,928 -489
647 601390.SH @CHINA696 CN 0.7824 4.0000 0.037 7,143 1.0000 -1 0.0000 -99 0.7906 -78 78 -3
656 601333.SH @GUANG102 CN 0.6983 4.0000 -0.042 1,238 -1.0000 1 0.0000 78 0.4134 32 32 -1
662 600570.SH @HANGZ8 CN 1.9118 5.0000 0.047 7,256 1.0000 -1 0.0000 -80 4.8552 -388 388 -18
676 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,242 NaN 1 -0.0000 85 15.1977 1,292 1,292 nan
696 300379.ZK @BEIJI135 CN 1.5177 NaN nan 441 NaN -1 -0.0000 -89 0.7906 -70 70 nan
717 603799.SH @ZHEJI183 CN 1.7713 3.0000 0.021 8,316 1.0000 -1 0.0000 -61 5.9605 -364 364 -8
725 000100.ZK @TCLCO2 CN 1.2775 8.0000 0.108 12,326 1.0000 -1 0.0000 -20 0.6236 -12 12 -1
727 688222.SH @HITGE1 CN 2.2914 3.0000 -0.023 981 -1.0000 1 0.0000 36 3.3101 119 119 -3
733 688599.SH @TRINA7 CN 1.8131 3.0000 -0.020 3,386 -1.0000 1 0.0000 89 2.1882 195 195 -4
734 603355.SH @KINGC7 CN 1.5063 5.0000 0.050 696 1.0000 -1 0.0000 -13 3.2781 -43 43 -2
736 688106.SH @SUZHO69 CN 1.5124 3.0000 -0.020 1,213 -1.0000 1 0.0000 48 2.5167 121 121 -2
737 600248.SH @YANGL1 CN 0.8630 3.0000 0.022 672 1.0000 -1 0.0000 -64 0.5443 -35 35 -1
741 000538.ZK @YUNNA10 CN 0.6099 3.0000 0.023 5,698 1.0000 -1 0.0000 -80 7.7895 -623 623 -15
759 601169.SH @BANKO53 CN 0.3866 6.0000 0.060 15,735 1.0000 -1 0.0000 -34 0.9076 -31 31 -2
762 601669.SH @SINOH12 CN 1.0326 7.0000 0.088 7,134 1.0000 -1 0.0000 -9 0.8811 -8 8 -1
777 000065.ZK @NORIN1 CN 1.4268 4.0000 0.032 800 1.0000 -1 0.0000 -70 1.5548 -109 109 -4
780 688036.SH @SHENZ287 CN 1.0547 3.0000 -0.027 6,115 -1.0000 1 0.0000 29 11.9168 346 346 -9
781 002821.ZK @ASYMC1 CN 1.8231 1.0000 0.008 3,308 1.0000 -1 0.0000 -63 15.2812 -963 963 -7
791 002241.ZK @GOERT1 CN 1.8162 8.0000 0.096 9,514 1.0000 -1 0.0000 -80 3.2057 -256 256 -25
792 601579.SH @KUAIJ1 CN 0.5375 4.0000 -0.039 512 -1.0000 1 0.0000 95 2.6058 248 248 -10
814 600104.SH @SAUTO1 CN 0.8011 4.0000 0.039 8,756 1.0000 -1 0.0000 -99 2.4401 -242 242 -9
815 000425.ZK @XUZHO2 CN 0.8106 1.0000 0.004 10,080 1.0000 -1 0.0000 -97 1.1748 -114 114 -0
818 600346.SH @DALIA15 CN 0.9322 1.0000 0.004 5,678 1.0000 -1 0.0000 -86 2.1228 -183 183 -1
841 300308.ZK @SHAND103 CN 2.4097 8.0000 0.101 28,979 1.0000 -1 0.0000 -63 29.3040 -1,846 1,846 -186
845 300502.ZK @EOPTO1 CN 2.5053 4.0000 0.036 25,783 1.0000 -1 0.0000 -80 25.9465 -2,076 2,076 -76
904 600926.SH @BANKO586 CN 0.4749 3.0000 0.020 11,391 1.0000 -1 0.0000 -87 2.2773 -198 198 -4
915 300010.ZK @BEIJI74 CN 1.9727 7.0000 -0.076 2,546 -1.0000 0 0.0000 0 1.2319 0 0 -0
954 300773.ZK @LAKAL1 CN 1.8417 5.0000 0.055 2,124 1.0000 0 0.0000 0 3.6428 0 0 0
998 002050.ZK @ZHEJI51 CN 1.8642 6.0000 0.066 8,045 1.0000 0 0.0000 0 3.8488 0 0 0
1011 600276.SH @JIANG24 CN 0.8360 2.0000 0.013 33,355 1.0000 0 0.0000 0 8.5718 0 0 0
1029 002042.ZK @ANHUI36 CN 1.6581 8.0000 -0.106 780 -1.0000 0 0.0000 0 0.7280 0 0 -0
1054 GULF_n.BK @GULFD3 TH NaN NaN nan 16,491 NaN -1 -0.0000 -13 1.4524 -19 19 nan
1058 CRC_n.BK @CENTR403 TH 0.4155 3.0000 0.022 2,714 1.0000 -1 -0.0005 -79,400 0.6922 -54,962 54,962 -1,231
1060 DELTA_n.BK @DELTA60 TH 0.7673 9.0000 0.136 21,037 1.0000 0 0.0000 0 4.5581 0 0 0
1061 BBL_n.BK @BANGK27 TH 0.2396 4.0000 0.031 8,966 1.0000 -1 -0.0110 -234,100 4.6972 -1,099,604 1,099,604 -33,649
1065 TTB_n.BK @THAIM13 TH 0.1513 4.0000 0.042 4,400 1.0000 -1 -0.0004 -616,600 0.0593 -36,584 36,584 -1,532