total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -893,074 25,605,184 120 401,432,043 -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 4.0000 0.040 5,356 1.0000 -1 0.0000 -1,000 3.4394 -3,439 3,439 -137
16 1519.HK @JTGLO1 HK 1.4946 6.0000 0.058 9,661 1.0000 -1 -0.0040 -308,600 1.3108 -404,514 404,514 -23,365
23 1795.TW @LOTUS3 TW 0.8048 3.0000 0.020 1,171 1.0000 -1 -0.0025 -36,000 6.9586 -250,509 250,509 -5,061
49 9001.T @TOBUR1 JP 0.2740 4.0000 -0.037 3,525 -1.0000 1 0.0008 4,400 17.5166 77,073 77,073 -2,845
52 6285.TW @WISTR2 TW 1.0472 2.0000 0.011 1,558 1.0000 -1 -0.0022 -55,000 4.0216 -221,189 221,189 -2,323
55 2267.T @YAKUL2 JP 0.3593 2.0000 -0.016 5,441 -1.0000 1 0.0030 18,000 16.3893 295,008 295,008 -4,680
57 2057.HK @ZTOEX4 HK 1.2139 9.0000 0.134 8,964 1.0000 -1 0.0000 -650 19.9741 -12,983 12,983 -1,738
64 0267.HK @CITIC10 HK 1.4321 10.0000 0.173 11,736 1.0000 -1 -0.0089 -596,000 1.4942 -890,566 890,566 -153,822
65 2871.T @NICHI31 JP 0.0438 1.0000 -0.005 2,991 -1.0000 1 0.0065 55,600 11.6406 647,219 647,219 -2,962
67 2212.T @YAMAZ1 JP 0.3783 1.0000 -0.007 4,444 -1.0000 1 0.0048 20,300 23.4567 476,172 476,172 -3,217
77 2474.TW @CATCH1 TW 0.4740 4.0000 0.041 4,463 1.0000 -1 -0.0013 -19,000 6.8751 -130,628 130,628 -5,368
79 1378.HK @CHINA1377 HK 1.7014 10.0000 0.170 9,683 1.0000 -1 0.0000 -1,500 2.8331 -4,250 4,250 -723
85 1415.HK @COWEL7 HK 2.2704 3.0000 0.020 1,006 1.0000 -1 -0.0007 -18,000 3.8827 -69,889 69,889 -1,430
86 6805.TW @FOSIT1 TW 1.3779 1.0000 0.007 1,994 1.0000 -1 -0.0025 -7,000 35.0432 -245,303 245,303 -1,617
88 2376.TW @GIGAB3 TW 1.0513 2.0000 0.011 6,000 1.0000 -1 -0.0042 -44,000 9.5284 -419,250 419,250 -4,539
95 1101.TW @TAIWA69 TW 0.4752 3.0000 0.022 6,237 1.0000 -1 -0.0031 -377,000 0.8260 -311,409 311,409 -6,778
97 2400.HK @XDINC1 HK 1.6464 8.0000 0.115 4,571 1.0000 -1 -0.0010 -10,600 9.2673 -98,234 98,234 -11,265
98 0763.HK @ZTECO2 HK 1.9690 10.0000 0.158 2,479 1.0000 -1 0.0000 -1,600 3.2815 -5,250 5,250 -827
113 1109.HK @CHINA182 HK 1.5417 2.0000 0.014 11,286 1.0000 -1 -0.0001 -3,500 3.9566 -13,848 13,848 -199
115 6618.HK @JDHEA1 HK 2.0290 9.0000 0.131 7,251 1.0000 -1 0.0000 -150 6.8661 -1,030 1,030 -135
116 2801.T @KIKKO2 JP 0.4143 2.0000 -0.012 8,759 -1.0000 1 0.0068 75,500 9.0351 682,148 682,148 -8,423
120 8299.TWO @PHISO1 TW 0.9537 1.0000 0.005 3,363 1.0000 -1 -0.0031 -17,000 18.0890 -307,513 307,513 -1,399
125 1801.HK @INNOV87 HK 1.2310 7.0000 0.079 19,047 1.0000 -1 -0.0118 -106,500 11.1208 -1,184,366 1,184,366 -93,128
126 ICT.PS @INTLC17 PH 0.4530 7.0000 -0.081 15,028 -1.0000 1 0.0000 2 8.6553 17 17 -1
129 1952.HK @EVERE39 HK 1.8804 2.0000 0.010 3,035 1.0000 -1 -0.0048 -55,000 8.6495 -475,723 475,723 -4,820
130 1833.HK @PAGOO1 HK 1.8801 7.0000 0.086 1,717 1.0000 -1 0.0000 -977 1.6904 -1,652 1,652 -142
141 0998.HK @CHINA536 HK 0.6870 8.0000 0.108 9,257 1.0000 -1 0.0000 -1,000 0.9720 -972 972 -105
143 5871.TW @CHAIL1 TW 1.1333 8.0000 0.108 6,569 1.0000 -1 0.0000 -800 3.8381 -3,070 3,070 -332
146 2327.TW @YAGEO2 TW 0.9493 6.0000 0.063 8,718 1.0000 -1 -0.0011 -6,000 18.0890 -108,534 108,534 -6,795
155 6952.T @CASIO5 JP 0.5717 3.0000 -0.029 1,913 -1.0000 1 0.0045 55,500 8.0462 446,562 446,562 -12,821
160 6724.T @SEIKO5 JP 0.7611 1.0000 -0.001 4,876 -1.0000 1 0.0024 18,300 13.0514 238,841 238,841 -156
165 6758.T @SONYC16 JP 0.9051 1.0000 -0.002 165,716 -1.0000 1 0.0044 16,200 26.9466 436,534 436,534 -879
170 6755.T @FUJIT32 JP 0.2771 4.0000 0.040 269 1.0000 -1 -0.0000 -26 18.8801 -491 491 -20
202 4812.T @INFOR28 JP 0.3644 1.0000 -0.001 1,142 -1.0000 1 0.0010 2,200 46.1035 101,428 101,428 -132
205 4979.TWO @LUXNE1 TW 1.2955 1.0000 0.004 730 1.0000 -1 -0.0055 -87,000 6.3245 -550,229 550,229 -2,031
207 1519.TW @FORTU25 TW 1.2611 5.0000 0.055 6,291 1.0000 -1 -0.0012 -5,500 22.1273 -121,700 121,700 -6,748
210 2269.T @MEIJI9 JP -0.0820 2.0000 -0.011 5,795 -1.0000 1 0.0062 30,200 20.5339 620,125 620,125 -6,847
211 WHC.AX @WHITE61 AU 0.8505 10.0000 -0.158 3,925 -1.0000 0 0.0000 0 4.7154 0 0 -0
215 5880.TW @TWCOO1 TW 0.4049 5.0000 0.049 13,185 1.0000 -1 -0.0061 -702,460 0.8661 -608,378 608,378 -30,085
217 2264.T @MORIN6 JP 0.2618 4.0000 -0.035 1,955 -1.0000 1 0.0013 5,800 21.9515 127,318 127,318 -4,494
218 1332.T @NIPPO103 JP 0.4025 4.0000 -0.031 2,055 -1.0000 1 0.0051 77,000 6.5767 506,403 506,403 -15,796
219 2875.T @TOYOS3 JP 0.4697 1.0000 -0.001 7,450 -1.0000 1 0.0002 300 67.1909 20,157 20,157 -16
229 2897.T @NISSI10 JP 0.2988 4.0000 -0.034 4,618 -1.0000 0 0.0000 0 19.1569 0 0 -0
238 2317.TW @HONHA4 TW 1.2504 3.0000 0.024 91,335 1.0000 -1 -0.0241 -366,000 6.5748 -2,406,368 2,406,368 -57,012
255 CMDG.SI @COMFO3 SG 0.2936 1.0000 -0.006 2,644 -1.0000 1 0.0147 1,207,900 1.2197 1,473,277 1,473,277 -9,426
275 6432.T @TAKEU1 JP 1.0698 1.0000 0.001 1,601 1.0000 0 0.0000 0 36.7208 0 0 0
292 5388.TW @SERCO6 TW 1.0277 1.0000 0.004 1,051 1.0000 -1 -0.0002 -7,000 3.5043 -24,530 24,530 -88
293 3037.TW @UNIMI2 TW 1.3090 3.0000 0.028 6,152 1.0000 -1 -0.0016 -35,000 4.6224 -161,783 161,783 -4,471
325 2884.TW @ESUNF1 TW 0.5063 6.0000 0.065 17,901 1.0000 -1 -0.0007 -66,660 1.1080 -73,861 73,861 -4,784
344 1605.T @INPEX3 JP 0.8636 4.0000 -0.032 15,831 -1.0000 0 0.0000 0 16.1193 0 0 -0
349 2891.TW @CHINA244 TW 0.6019 7.0000 0.079 28,069 1.0000 -1 -0.0100 -698,000 1.4284 -997,043 997,043 -78,947
351 APA.AX @AUSTP9 AU 0.0374 7.0000 -0.081 7,332 -1.0000 1 0.0024 41,808 5.6207 234,990 234,990 -19,088
357 005930.KS @SAMSU48 KR 0.5937 3.0000 -0.028 287,478 -1.0000 1 0.0029 5,709 51.1194 291,841 291,841 -8,127
358 018260.KS @SAMSU530 KR 0.1019 1.0000 -0.006 5,074 -1.0000 1 0.0017 1,560 109.2849 170,484 170,484 -1,040
359 066570.KS @LGELE11 KR 0.5350 4.0000 -0.037 5,805 -1.0000 1 0.0005 870 54.5705 47,476 47,476 -1,743
362 VNT.AX @VENTI5 AU 0.2307 4.0000 -0.041 2,897 -1.0000 1 0.0014 40,532 3.4649 140,439 140,439 -5,724
364 1071.HK @HUADI2 HK 0.6699 6.0000 0.059 755 1.0000 -1 -0.0005 -88,000 0.5554 -48,875 48,875 -2,906
367 3939.HK @WANGU1 HK 0.5671 5.0000 0.045 3,983 1.0000 -1 -0.0009 -20,000 4.3744 -87,489 87,489 -3,908
372 6645.T @OMRON4 JP 0.7657 2.0000 -0.017 5,300 -1.0000 0 0.0000 0 25.6978 0 0 -0
376 1385.HK @SHANG12 HK 2.1698 7.0000 0.079 1,101 1.0000 -1 -0.0003 -8,000 3.8725 -30,980 30,980 -2,450
378 QAN.AX @QANTA2 AU 0.3860 5.0000 -0.044 10,841 -1.0000 0 0.0000 0 7.1643 0 0 -0
383 9866.HK @NIOIN7 HK 2.1098 6.0000 0.061 7,200 1.0000 -1 -0.0031 -66,000 4.7617 -314,272 314,272 -19,152
387 003490.KS @KOREA192 KR 0.3731 6.0000 -0.072 4,672 -1.0000 1 0.0003 1,551 17.1477 26,596 26,596 -1,905
402 CMLT.SI @CAPIT88 SG NaN NaN nan 12,506 NaN -1 -0.0000 -16 1.7091 -27 27 nan
409 7202.T @ISUZU2 JP 0.6135 1.0000 0.001 7,307 1.0000 -1 -0.0041 -31,000 13.1290 -407,000 407,000 -408
417 259960.KS @KRAFT40 KR -0.1536 5.0000 -0.045 9,245 -1.0000 1 0.0002 108 226.8380 24,499 24,499 -1,111
424 SOL.AX @SOULP2 AU 0.1886 3.0000 -0.026 7,530 -1.0000 1 0.0058 20,994 27.6605 580,705 580,705 -14,851
431 5105.T @TOYOT11 JP 0.8707 1.0000 -0.002 3,017 -1.0000 0 0.0000 0 24.4693 0 0 -0
433 MTS.AX @METCA2 AU 0.2809 5.0000 -0.052 2,905 -1.0000 1 0.0114 432,173 2.6443 1,142,779 1,142,779 -59,193
453 1658.HK @PSBCA1 HK 0.7390 8.0000 0.106 7,785 1.0000 -1 -0.0010 -144,000 0.7261 -104,559 104,559 -11,125
457 6871.T @MICRO72 JP 1.5435 2.0000 -0.011 1,462 -1.0000 1 0.0011 3,100 36.5183 113,207 113,207 -1,259
458 7733.T @OLYMP17 JP 0.6077 1.0000 0.005 13,210 1.0000 -1 -0.0052 -45,100 11.5967 -523,013 523,013 -2,356
460 5830.T @IYOBA1 JP 1.2431 2.0000 -0.014 4,072 -1.0000 0 0.0000 0 12.9940 0 0 -0
475 6920.T @LASER19 JP 1.3513 4.0000 -0.041 9,855 -1.0000 0 0.0000 0 104.5260 0 0 -0
479 000660.KS @HYNIX1 KR 1.1186 6.0000 -0.065 112,640 -1.0000 1 0.0024 1,231 193.4055 238,082 238,082 -15,517
481 2801.TW @CHANG17 TW 0.3309 1.0000 0.005 7,081 1.0000 -1 -0.0007 -100,650 0.6541 -65,839 65,839 -349
485 2858.HK @YIXIN1 HK 2.0617 7.0000 0.074 1,027 1.0000 -1 -0.0002 -68,000 0.3159 -21,482 21,482 -1,595
492 2886.TW @MEGAF3 TW 0.3479 3.0000 0.031 20,545 1.0000 -1 -0.0006 -43,000 1.3850 -59,557 59,557 -1,820
505 6963.T @ROHMC2 JP 1.5865 3.0000 -0.021 4,935 -1.0000 1 0.0004 3,300 13.5813 44,818 44,818 -932
513 9501.T @TOKYO49 JP 0.7059 5.0000 -0.052 7,253 -1.0000 0 0.0000 0 4.5131 0 0 -0
514 WDS.AX @WOODS5 AU 0.6069 3.0000 -0.030 33,414 -1.0000 0 0.0000 0 17.5980 0 0 -0
517 6525.T @KOKUS12 JP 2.1337 3.0000 -0.020 3,774 -1.0000 1 0.0003 1,400 21.1347 29,589 29,589 -600
524 SHL.AX @SONIC9 AU 0.2542 6.0000 -0.067 9,007 -1.0000 1 0.0043 23,537 18.2233 428,921 428,921 -28,652
534 7309.T @SHIMA11 JP 0.4022 2.0000 -0.012 9,070 -1.0000 1 0.0016 1,400 113.6387 159,094 159,094 -1,961
558 1477.TW @MAKAL1 TW 0.7638 4.0000 0.043 2,165 1.0000 -1 -0.0003 -3,000 8.7775 -26,332 26,332 -1,122
564 6526.T @SOCIO2 JP 1.2401 3.0000 -0.028 3,674 -1.0000 1 0.0008 3,800 20.4259 77,619 77,619 -2,172
567 9021.T @WESTJ1 JP 0.3367 3.0000 -0.025 10,797 -1.0000 0 0.0000 0 22.9235 0 0 -0
568 WTC.AX @WISET1 AU 0.5739 4.0000 -0.034 25,222 -1.0000 1 0.0014 1,840 75.3745 138,689 138,689 -4,781
571 2880.TW @HUANA1 TW 0.4367 7.0000 0.088 13,497 1.0000 -1 -0.0017 -172,710 0.9795 -169,177 169,177 -14,819
575 4021.T @NISSA12 JP 0.5373 2.0000 -0.013 4,925 -1.0000 1 0.0008 2,100 35.9985 75,597 75,597 -986
578 8316.T @SUMIT21 JP 1.0626 3.0000 0.027 104,162 1.0000 0 0.0000 0 26.8116 0 0 0
579 1911.T @SUMIT41 JP 1.0195 3.0000 -0.021 6,411 -1.0000 0 0.0000 0 10.3648 0 0 -0
580 2388.HK @BOCHO1 HK 0.6805 5.0000 0.043 50,479 1.0000 -1 -0.0054 -114,000 4.7744 -544,285 544,285 -23,515
582 005290.KQ @DONGJ1 KR 1.1039 4.0000 -0.039 797 -1.0000 1 0.0002 940 22.7917 21,424 21,424 -826
583 017800.KS @HYUND21 KR 0.3691 3.0000 -0.027 1,681 -1.0000 1 0.0002 297 62.3355 18,514 18,514 -505
584 307950.KS @HYUND483 KR 0.5261 1.0000 -0.001 731 -1.0000 1 0.0002 177 108.7097 19,242 19,242 -27
586 039490.KS @KIWOO1 KR 0.8319 2.0000 -0.012 3,960 -1.0000 1 0.0001 79 151.3452 11,956 11,956 -144
589 8306.T @MITSU52 JP 1.0154 1.0000 -0.000 181,124 -1.0000 0 0.0000 0 15.0089 0 0 -0
597 7832.T @NAMCO5 JP 0.4792 4.0000 -0.036 23,983 -1.0000 1 0.0003 800 36.8963 29,517 29,517 -1,070
609 MPL.AX @MEDIB5 AU 0.0761 2.0000 -0.014 9,094 -1.0000 1 0.0003 9,266 3.3021 30,597 30,597 -425
636 0669.HK @TECHT5 HK 1.2639 2.0000 0.018 23,034 1.0000 -1 -0.0001 -1,000 12.5794 -12,579 12,579 -229
654 601333.SH @GUANG102 CN 0.6983 5.0000 -0.044 1,242 -1.0000 1 0.0000 78 0.4145 32 32 -1
660 600570.SH @HANGZ8 CN 1.9118 5.0000 0.056 7,403 1.0000 -1 0.0000 -80 4.9535 -396 396 -22
662 688252.SH @JADAR3 CN 1.8193 1.0000 -0.005 565 -1.0000 1 0.0000 44 3.6334 160 160 -1
674 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,318 NaN 1 -0.0000 85 16.1223 1,370 1,370 nan
694 300379.ZK @BEIJI135 CN 1.5177 NaN nan 407 NaN -1 -0.0000 -89 0.7289 -65 65 nan
698 300866.ZK @ANKER10 CN 1.7411 3.0000 -0.021 10,292 -1.0000 1 0.0000 9 19.1965 173 173 -4
707 605499.SH @EASTR12 CN 0.3668 2.0000 0.015 20,048 1.0000 -1 -0.0046 -11,330 40.5812 -459,785 459,785 -6,734
715 603799.SH @ZHEJI183 CN 1.7713 2.0000 0.019 8,587 1.0000 -1 0.0000 -61 6.1540 -375 375 -7
720 300017.ZK @SHANG88 CN 1.9094 5.0000 0.046 3,906 1.0000 0 0.0000 0 1.5969 0 0 0
723 000100.ZK @TCLCO2 CN 1.2775 8.0000 0.112 12,290 1.0000 -1 0.0000 -20 0.6218 -12 12 -1
725 688222.SH @HITGE1 CN 2.2914 2.0000 -0.011 919 -1.0000 1 0.0000 36 3.0993 112 112 -1
732 603355.SH @KINGC7 CN 1.5063 5.0000 0.043 698 1.0000 -1 0.0000 -13 3.2884 -43 43 -2
734 688106.SH @SUZHO69 CN 1.5124 1.0000 -0.004 1,222 -1.0000 1 0.0000 48 2.5345 122 122 -0
735 600248.SH @YANGL1 CN 0.8630 1.0000 0.007 685 1.0000 -1 0.0000 -64 0.5550 -36 36 -0
739 000538.ZK @YUNNA10 CN 0.6099 3.0000 0.029 5,694 1.0000 -1 0.0000 -80 7.7829 -623 623 -18
752 002291.ZK @FOSHA5 CN 1.7709 1.0000 0.002 751 1.0000 -1 0.0000 -3 0.9223 -3 3 -0
757 601169.SH @BANKO53 CN 0.3866 9.0000 0.124 15,531 1.0000 -1 0.0000 -34 0.8958 -30 30 -4
760 601669.SH @SINOH12 CN 1.0326 7.0000 0.091 7,073 1.0000 -1 0.0000 -9 0.8736 -8 8 -1
766 688087.SH @SHAND206 CN 1.7533 2.0000 0.017 464 1.0000 -1 0.0000 -42 3.9728 -167 167 -3
779 002821.ZK @ASYMC1 CN 1.8231 5.0000 0.053 3,048 1.0000 -1 0.0000 -63 14.0788 -887 887 -47
780 300725.ZK @PHARM149 CN 2.4145 2.0000 0.015 1,272 1.0000 -1 0.0000 -25 6.3710 -159 159 -2
788 002241.ZK @GOERT1 CN 1.8162 4.0000 0.040 9,854 1.0000 -1 0.0000 -80 3.3204 -266 266 -11
789 601579.SH @KUAIJ1 CN 0.5375 3.0000 -0.031 522 -1.0000 1 0.0000 95 2.6569 252 252 -8
826 600125.SH @DALIA3 CN 0.7534 1.0000 0.004 744 1.0000 -1 0.0000 -68 0.8138 -55 55 -0
848 601988.SH @BANKO22 CN 0.1272 5.0000 0.046 187,851 1.0000 -1 0.0000 -40 0.7873 -31 31 -1
867 301308.ZK @SHENZ378 CN 2.0373 9.0000 -0.127 5,312 -1.0000 0 0.0000 0 12.6739 0 0 -0
871 600000.SH @SPUDO1 CN 0.6554 6.0000 0.063 35,674 1.0000 -1 -0.0004 -18,910 1.9322 -36,537 36,537 -2,291
891 600141.SH @HUBEI6 CN 1.3079 1.0000 0.004 2,437 1.0000 -1 0.0000 -47 3.4512 -162 162 -1
896 600926.SH @BANKO586 CN 0.4749 5.0000 0.049 11,265 1.0000 -1 0.0000 -87 2.2521 -196 196 -10
967 688012.SH @ADVAN315 CN 1.3182 3.0000 0.021 12,082 1.0000 -1 -0.0032 -12,100 26.8000 -324,280 324,280 -6,759
1035 000651.ZK @GREEE1 CN 0.4326 1.0000 0.003 34,696 1.0000 -1 -0.0012 -30,900 6.6604 -205,805 205,805 -590
1048 MTC_n.BK @MUANG4 TH -0.1515 3.0000 0.024 2,443 1.0000 -1 -0.0062 -535,700 1.1524 -617,319 617,319 -14,575
1058 GULF_n.BK @GULFD3 TH NaN NaN nan 16,685 NaN -1 -0.0000 -13 1.4695 -19 19 nan
1062 CRC_n.BK @CENTR403 TH 0.4155 5.0000 0.051 2,607 1.0000 -1 -0.0005 -74,400 0.6651 -49,485 49,485 -2,512
1064 BBL_n.BK @BANGK27 TH 0.2396 2.0000 0.016 9,153 1.0000 -1 -0.0112 -234,100 4.7951 -1,122,521 1,122,521 -18,023
1068 BH_n.BK @BUMRU1 TH 0.0300 6.0000 0.069 4,673 1.0000 0 0.0000 0 5.8778 0 0 0
1071 BDMS_n.BK @BANGK25 TH 0.0441 1.0000 0.008 10,865 1.0000 -1 -0.0001 -21,600 0.6837 -14,768 14,768 -125