total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -786,896 21,826,448 121 336,655,179 -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 8.0000 0.108 5,297 1.0000 -1 0.0000 -1,000 3.4015 -3,402 3,402 -368
23 1795.TW @LOTUS3 TW 0.8048 1.0000 0.006 1,087 1.0000 -1 -0.0028 -36,000 6.4596 -232,544 232,544 -1,470
50 6285.TW @WISTR2 TW 1.0472 6.0000 0.059 1,586 1.0000 -1 -0.0027 -55,000 4.0955 -225,252 225,252 -13,315
53 1171.HK @YANZH2 HK 0.9975 1.0000 0.009 3,766 1.0000 -1 -0.0227 -1,612,000 1.1845 -1,909,472 1,909,472 -17,354
54 2057.HK @ZTOEX4 HK 1.2139 7.0000 0.080 9,238 1.0000 -1 0.0000 -650 20.5856 -13,381 13,381 -1,069
61 0267.HK @CITIC10 HK 1.4321 10.0000 0.157 11,702 1.0000 -1 -0.0094 -532,000 1.4899 -792,645 792,645 -124,593
62 2871.T @NICHI31 JP 0.0438 2.0000 -0.017 2,982 -1.0000 1 0.0061 44,300 11.6037 514,042 514,042 -8,777
64 2212.T @YAMAZ1 JP 0.3783 2.0000 -0.010 4,363 -1.0000 1 0.0041 14,900 23.0307 343,157 343,157 -3,499
74 2474.TW @CATCH1 TW 0.4740 6.0000 0.067 4,247 1.0000 -1 -0.0015 -19,000 6.5428 -124,313 124,313 -8,364
76 1378.HK @CHINA1377 HK 1.7014 10.0000 0.165 10,150 1.0000 -1 0.0000 -1,500 2.9696 -4,454 4,454 -737
82 1415.HK @COWEL7 HK 2.2704 4.0000 0.032 1,039 1.0000 -1 -0.0009 -18,000 4.0098 -72,176 72,176 -2,303
83 6805.TW @FOSIT1 TW 1.3779 5.0000 0.041 2,103 1.0000 -1 -0.0026 -6,000 36.9593 -221,756 221,756 -9,064
85 2376.TW @GIGAB3 TW 1.0513 4.0000 0.032 5,913 1.0000 -1 -0.0049 -44,000 9.3897 -413,145 413,145 -13,045
89 3481.TW @INNOL2 TW 0.9346 1.0000 0.007 3,378 1.0000 -1 -0.0009 -183,000 0.4229 -77,385 77,385 -506
92 1101.TW @TAIWA69 TW 0.4752 5.0000 0.052 6,009 1.0000 -1 -0.0030 -314,000 0.7958 -249,878 249,878 -13,084
94 2400.HK @XDINC1 HK 1.6464 9.0000 0.137 4,658 1.0000 -1 -0.0012 -10,600 9.4431 -100,096 100,096 -13,672
95 0763.HK @ZTECO2 HK 1.9690 10.0000 0.152 2,780 1.0000 -1 0.0000 -1,600 3.6801 -5,888 5,888 -896
102 7211.T @MITSU97 JP 0.8453 2.0000 -0.015 2,245 -1.0000 0 0.0000 0 2.7949 0 0 -0
110 1109.HK @CHINA182 HK 1.5417 2.0000 0.015 11,700 1.0000 -1 -0.0002 -3,500 4.1018 -14,356 14,356 -217
112 6618.HK @JDHEA1 HK 2.0290 7.0000 0.077 8,960 1.0000 -1 0.0000 -150 8.4847 -1,273 1,273 -98
113 2801.T @KIKKO2 JP 0.4143 2.0000 -0.014 8,749 -1.0000 1 0.0044 41,000 9.0254 370,043 370,043 -5,220
114 3036.TW @WINTE17 TW 0.6818 1.0000 0.006 2,940 1.0000 -1 -0.0004 -7,000 4.2287 -29,601 29,601 -169
117 8299.TWO @PHISO1 TW 0.9537 7.0000 0.079 2,990 1.0000 -1 -0.0019 -10,000 16.0823 -160,823 160,823 -12,667
126 1952.HK @EVERE39 HK 1.8804 2.0000 0.010 3,137 1.0000 -1 -0.0059 -55,000 8.9383 -491,608 491,608 -5,064
127 1833.HK @PAGOO1 HK 1.8801 4.0000 0.036 2,198 1.0000 -1 0.0000 -977 2.1633 -2,114 2,114 -76
138 0998.HK @CHINA536 HK 0.6870 10.0000 0.175 8,848 1.0000 -1 0.0000 -1,000 0.9290 -929 929 -163
140 5871.TW @CHAIL1 TW 1.1333 7.0000 0.074 6,753 1.0000 -1 0.0000 -800 3.9457 -3,157 3,157 -233
141 3702.TW @WPGHO1 TW 0.6213 1.0000 0.009 3,746 1.0000 -1 -0.0003 -11,000 2.2309 -24,540 24,540 -219
143 2327.TW @YAGEO2 TW 0.9493 5.0000 0.046 8,781 1.0000 -1 -0.0052 -24,000 18.2188 -437,252 437,252 -19,996
152 6952.T @CASIO5 JP 0.5717 4.0000 -0.033 1,928 -1.0000 1 0.0022 22,900 8.1117 185,758 185,758 -6,132
157 6724.T @SEIKO5 JP 0.7611 2.0000 -0.011 4,820 -1.0000 0 0.0000 0 12.9013 0 0 -0
162 6758.T @SONYC16 JP 0.9051 1.0000 -0.005 174,766 -1.0000 0 0.0000 0 28.4181 0 0 -0
184 MIN.AX @MINER60 AU 2.5571 9.0000 -0.115 4,747 -1.0000 0 0.0000 0 24.1541 0 0 -0
198 4979.TWO @LUXNE1 TW 1.2955 2.0000 0.013 800 1.0000 -1 -0.0067 -81,000 6.9257 -560,983 560,983 -7,335
200 1519.TW @FORTU25 TW 1.2611 8.0000 0.100 5,774 1.0000 -1 0.0000 -500 20.3110 -10,155 10,155 -1,014
206 5880.TW @TWCOO1 TW 0.4049 4.0000 0.032 12,844 1.0000 -1 -0.0069 -702,460 0.8191 -575,384 575,384 -18,558
208 2264.T @MORIN6 JP 0.2618 5.0000 -0.042 1,959 -1.0000 0 0.0000 0 21.9980 0 0 -0
209 1332.T @NIPPO103 JP 0.4025 4.0000 -0.038 2,102 -1.0000 1 0.0043 53,500 6.7292 360,011 360,011 -13,831
228 087010.KQ @PEPTR1 KR 0.1838 10.0000 -0.189 5,426 -1.0000 0 0.0000 0 232.9064 0 0 -0
242 CMDG.SI @COMFO3 SG 0.2936 4.0000 -0.039 2,551 -1.0000 1 0.0110 781,700 1.1767 919,862 919,862 -36,024
275 6481.T @THKCO2 JP 0.8424 3.0000 -0.024 3,565 -1.0000 0 0.0000 0 27.4534 0 0 -0
278 5388.TW @SERCO6 TW 1.0277 5.0000 0.049 1,039 1.0000 -1 -0.0003 -7,000 3.4629 -24,240 24,240 -1,197
284 3659.T @NEXON2 JP 0.6567 1.0000 -0.005 9,572 -1.0000 1 0.0031 11,300 22.7929 257,560 257,560 -1,300
296 9989.T @SUNDR1 JP 0.2991 1.0000 -0.003 2,409 -1.0000 1 0.0029 7,500 32.0459 240,344 240,344 -798
299 WLIL.SI @EZYHE2 SG 0.4410 1.0000 -0.005 6,201 -1.0000 1 0.0103 385,500 2.2522 868,216 868,216 -3,925
303 2884.TW @ESUNF1 TW 0.5063 3.0000 0.021 18,478 1.0000 -1 -0.0009 -66,660 1.1437 -76,242 76,242 -1,610
309 2207.TW @HOTAI2 TW 0.6440 7.0000 -0.073 7,180 -1.0000 0 -0.0000 0 18.6794 0 0 -0
319 035420.KS @NHNCO1 KR 0.3136 1.0000 -0.002 25,779 -1.0000 1 0.0063 3,250 162.7105 528,809 528,809 -1,225
320 6770.T @ALPSE2 JP 1.0465 1.0000 0.009 2,270 1.0000 -1 -0.0008 -5,800 11.2538 -65,272 65,272 -594
321 1951.T @KYOWA3 JP 0.4382 1.0000 -0.008 3,069 -1.0000 1 0.0052 29,500 14.7084 433,897 433,897 -3,539
325 2891.TW @CHINA244 TW 0.6019 7.0000 0.079 28,036 1.0000 -1 -0.0119 -698,000 1.4268 -995,881 995,881 -78,934
330 028050.KS @SAMSU34 KR 0.4294 2.0000 -0.016 3,229 -1.0000 1 0.0022 9,058 20.3388 184,229 184,229 -2,893
331 005930.KS @SAMSU48 KR 0.5937 1.0000 -0.008 283,416 -1.0000 1 0.0034 5,709 50.3971 287,717 287,717 -2,427
333 066570.KS @LGELE11 KR 0.5350 4.0000 -0.038 5,854 -1.0000 1 0.0006 870 55.2928 48,105 48,105 -1,832
336 VNT.AX @VENTI5 AU 0.2307 6.0000 -0.066 3,003 -1.0000 1 0.0016 36,425 3.5919 130,834 130,834 -8,642
338 1071.HK @HUADI2 HK 0.6699 6.0000 0.055 756 1.0000 -1 -0.0006 -88,000 0.5559 -48,915 48,915 -2,712
341 3939.HK @WANGU1 HK 0.5671 6.0000 0.053 3,958 1.0000 -1 -0.0010 -20,000 4.3471 -86,943 86,943 -4,648
348 1385.HK @SHANG12 HK 2.1698 7.0000 0.088 1,114 1.0000 -1 -0.0004 -8,000 3.9178 -31,342 31,342 -2,746
349 9868.HK @XPENG2 HK 2.3037 9.0000 0.136 14,688 1.0000 -1 -0.0038 -32,000 10.0309 -320,988 320,988 -43,560
354 9866.HK @NIOIN7 HK 2.1098 6.0000 0.063 7,404 1.0000 -1 -0.0024 -42,000 4.8966 -205,657 205,657 -13,016
358 003490.KS @KOREA192 KR 0.3731 8.0000 -0.106 4,875 -1.0000 1 0.0003 1,263 17.8910 22,596 22,596 -2,399
360 5439.TWO @STHIT1 TW 1.0299 8.0000 -0.099 971 -1.0000 0 0.0000 0 10.4385 0 0 -0
371 CMLT.SI @CAPIT88 SG NaN NaN nan 12,914 NaN -1 -0.0000 -16 1.6989 -27 27 nan
377 7270.T @FUJIH3 JP 0.9198 5.0000 0.049 11,681 1.0000 -1 -0.0001 -600 20.1705 -12,102 12,102 -595
378 7202.T @ISUZU2 JP 0.6135 1.0000 -0.003 7,403 -1.0000 0 0.0000 0 13.3021 0 0 -0
383 259960.KS @KRAFT40 KR -0.1536 6.0000 -0.060 9,185 -1.0000 1 0.0003 108 225.3468 24,337 24,337 -1,471
387 BXB.AX @BRAMB2 AU -0.0091 1.0000 -0.006 20,672 -1.0000 1 0.0065 36,269 15.1223 548,472 548,472 -3,356
388 SOL.AX @SOULP2 AU 0.1886 5.0000 -0.045 7,544 -1.0000 1 0.0055 16,593 27.7134 459,849 459,849 -20,785
395 MTS.AX @METCA2 AU 0.2809 7.0000 -0.077 3,002 -1.0000 1 0.0120 369,104 2.7330 1,008,743 1,008,743 -77,806
398 009540.KS @HYUND30 KR 0.3687 2.0000 -0.019 12,238 -1.0000 1 0.0057 1,815 266.0245 482,834 482,834 -9,132
413 1658.HK @PSBCA1 HK 0.7390 9.0000 0.146 7,577 1.0000 0 0.0000 0 0.7066 0 0 0
415 6361.T @EBARA3 JP 1.5883 2.0000 -0.010 10,337 -1.0000 1 0.0062 23,200 22.3649 518,865 518,865 -5,243
423 4062.T @IBIDE3 JP 1.3098 1.0000 -0.006 6,668 -1.0000 1 0.0011 1,900 47.3386 89,943 89,943 -506
428 8031.T @MITSU82 JP 0.9715 4.0000 0.034 64,908 1.0000 0 0.0000 0 22.3377 0 0 0
435 2801.TW @CHANG17 TW 0.3309 1.0000 0.009 7,136 1.0000 -1 -0.0008 -100,650 0.6593 -66,356 66,356 -614
438 PME.AX @PROME8 AU 0.6894 2.0000 -0.012 21,597 -1.0000 1 0.0003 106 206.7412 21,915 21,915 -272
439 2858.HK @YIXIN1 HK 2.0617 2.0000 0.015 1,159 1.0000 -1 -0.0003 -68,000 0.3565 -24,243 24,243 -370
451 1177.HK @SINOB5 HK 1.4090 6.0000 0.058 18,962 1.0000 0 0.0000 0 1.0108 0 0 0
452 4186.T @TOKYO42 JP 1.1568 1.0000 -0.005 4,020 -1.0000 1 0.0012 3,200 31.4549 100,656 100,656 -477
468 4004.T @SHOWA13 JP 1.3750 2.0000 -0.017 4,724 -1.0000 1 0.0022 7,200 25.5511 183,968 183,968 -3,132
469 5301.T @TOKAI17 JP 0.9921 5.0000 -0.042 1,589 -1.0000 1 0.0009 10,700 7.0621 75,564 75,564 -3,136
472 0175.HK @GUORU1 HK 1.8303 8.0000 0.097 17,104 1.0000 0 0.0000 0 2.5314 0 0 0
497 4188.T @MITSU116 JP 0.6997 1.0000 -0.007 8,185 -1.0000 1 0.0028 43,900 5.4336 238,535 238,535 -1,599
499 1802.T @OBAYA2 JP 0.4511 1.0000 0.005 11,551 1.0000 0 0.0000 0 16.0094 0 0 0
502 2880.TW @HUANA1 TW 0.4367 5.0000 0.042 13,044 1.0000 -1 -0.0019 -172,710 0.9373 -161,881 161,881 -6,774
503 4023.T @KUREH1 JP 0.6911 1.0000 -0.003 1,203 -1.0000 1 0.0007 2,400 24.0837 57,801 57,801 -158
505 4021.T @NISSA12 JP 0.5373 3.0000 -0.019 5,071 -1.0000 1 0.0008 1,800 37.0665 66,720 66,720 -1,265
508 028260.KS @CHEIL15 KR 0.2577 5.0000 -0.048 17,787 -1.0000 1 0.0002 142 116.2732 16,511 16,511 -795
509 005290.KQ @DONGJ1 KR 1.1039 2.0000 -0.018 784 -1.0000 1 0.0003 940 22.4267 21,081 21,081 -377
513 039490.KS @KIWOO1 KR 0.8319 1.0000 -0.009 3,873 -1.0000 1 0.0001 79 147.9514 11,688 11,688 -108
516 251270.KS @NETMA8 KR 0.5432 1.0000 -0.007 2,150 -1.0000 1 0.0011 2,119 42.4055 89,857 89,857 -585
530 IAG.AX @INSUR1 AU 0.1146 4.0000 -0.039 13,713 -1.0000 1 0.0063 91,455 5.7978 530,234 530,234 -20,718
532 SUN.AX @PROMI6 AU 0.1974 5.0000 -0.048 15,080 -1.0000 1 0.0023 13,795 13.9250 192,096 192,096 -9,236
539 051910.KS @LGCHE6 KR 1.0285 4.0000 -0.032 9,118 -1.0000 1 0.0002 73 198.7084 14,506 14,506 -458
540 4182.T @MITSU68 JP 0.8052 3.0000 -0.024 3,620 -1.0000 0 0.0000 0 17.0998 0 0 -0
541 6594.T @NIDEC6 JP 1.2012 2.0000 0.014 24,192 1.0000 0 0.0000 0 20.2860 0 0 0
551 4307.T @NOMUR7 JP 0.3439 2.0000 0.012 24,407 1.0000 0 0.0000 0 41.9919 0 0 0
553 0669.HK @TECHT5 HK 1.2639 7.0000 0.078 23,772 1.0000 -1 -0.0004 -2,500 12.9826 -32,457 32,457 -2,541
555 9202.T @ALLNI4 JP 0.2982 5.0000 -0.046 9,870 -1.0000 0 0.0000 0 20.3811 0 0 -0
560 QAN.AX @QANTA2 AU 0.3860 7.0000 -0.083 11,402 -1.0000 0 0.0000 0 7.5351 0 0 -0
596 601333.SH @GUANG102 CN 0.6983 6.0000 -0.062 1,218 -1.0000 1 0.0000 78 0.4066 32 32 -2
602 600570.SH @HANGZ8 CN 1.9118 5.0000 0.053 7,834 1.0000 -1 0.0000 -80 5.2422 -419 419 -22
615 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,519 NaN 1 -0.0000 85 18.5809 1,579 1,579 nan
629 688772.SH @ZHUHA19 CN 2.0108 2.0000 -0.017 2,190 -1.0000 1 0.0000 68 2.3586 160 160 -3
634 300379.ZK @BEIJI135 CN 1.5177 NaN nan 416 NaN -1 -0.0000 -89 0.7463 -66 66 nan
638 300866.ZK @ANKER10 CN 1.7411 3.0000 -0.026 11,063 -1.0000 1 0.0000 9 20.6332 186 186 -5
646 605499.SH @EASTR12 CN 0.3668 1.0000 0.006 19,599 1.0000 -1 0.0000 -30 39.6736 -1,190 1,190 -7
649 688208.SH @AUTEL3 CN 2.2812 1.0000 0.001 3,436 1.0000 -1 0.0000 -58 5.1266 -297 297 -0
654 603799.SH @ZHEJI183 CN 1.7713 2.0000 0.016 8,754 1.0000 -1 0.0000 -61 6.2739 -383 383 -6
661 000100.ZK @TCLCO2 CN 1.2775 7.0000 0.074 12,549 1.0000 -1 0.0000 -20 0.6349 -13 13 -1
663 688222.SH @HITGE1 CN 2.2914 2.0000 -0.012 951 -1.0000 1 0.0000 36 3.2066 115 115 -1
669 688599.SH @TRINA7 CN 1.8131 2.0000 -0.010 3,507 -1.0000 1 0.0000 89 2.2667 202 202 -2
670 603355.SH @KINGC7 CN 1.5063 5.0000 0.040 724 1.0000 -1 0.0000 -13 3.4113 -44 44 -2
672 688106.SH @SUZHO69 CN 1.5124 2.0000 -0.015 1,286 -1.0000 1 0.0000 48 2.6691 128 128 -2
673 600248.SH @YANGL1 CN 0.8630 2.0000 0.016 680 1.0000 -1 0.0000 -64 0.5514 -35 35 -1
676 000538.ZK @YUNNA10 CN 0.6099 4.0000 0.032 5,790 1.0000 -1 0.0000 -80 7.9141 -633 633 -20
689 002291.ZK @FOSHA5 CN 1.7709 2.0000 0.015 759 1.0000 -1 0.0000 -3 0.9329 -3 3 -0
694 601169.SH @BANKO53 CN 0.3866 9.0000 0.134 15,063 1.0000 -1 0.0000 -34 0.8688 -30 30 -4
703 688087.SH @SHAND206 CN 1.7533 2.0000 0.012 468 1.0000 -1 0.0000 -42 4.0058 -168 168 -2
704 688660.SH @SHANG360 CN 2.4369 2.0000 0.013 1,326 1.0000 -1 0.0000 -91 2.5494 -232 232 -3
712 000065.ZK @NORIN1 CN 1.4268 2.0000 0.012 898 1.0000 -1 0.0000 -70 1.7460 -122 122 -1
715 002821.ZK @ASYMC1 CN 1.8231 3.0000 0.028 3,250 1.0000 -1 0.0000 -63 15.0109 -946 946 -26
725 601579.SH @KUAIJ1 CN 0.5375 4.0000 -0.032 530 -1.0000 1 0.0000 95 2.6956 256 256 -8
727 300917.ZK @SHENZ332 CN 2.3536 6.0000 0.057 419 1.0000 0 0.0000 0 6.5218 0 0 0
741 688776.SH @GUOGU3 CN 2.3398 2.0000 0.017 543 1.0000 -1 0.0000 -38 12.2193 -464 464 -8
744 002053.ZK @YUNNA17 CN 0.9305 3.0000 -0.027 408 -1.0000 1 0.0057 289,500 1.6416 475,238 475,238 -13,050
746 600104.SH @SAUTO1 CN 0.8011 3.0000 0.022 9,118 1.0000 -1 0.0000 -99 2.5410 -252 252 -5
747 000425.ZK @XUZHO2 CN 0.8106 1.0000 0.002 10,357 1.0000 -1 0.0000 -97 1.2072 -117 117 -0
750 600346.SH @DALIA15 CN 0.9322 1.0000 0.002 5,631 1.0000 -1 0.0000 -86 2.1052 -181 181 -0
760 600125.SH @DALIA3 CN 0.7534 1.0000 0.004 747 1.0000 -1 0.0000 -68 0.8173 -56 56 -0
770 300308.ZK @SHAND103 CN 2.4097 2.0000 0.013 35,799 1.0000 -1 0.0000 -63 36.2011 -2,281 2,281 -30
775 300183.ZK @QINGD16 CN 2.1006 3.0000 0.022 978 1.0000 -1 0.0000 -98 2.4881 -244 244 -5
781 601988.SH @BANKO22 CN 0.1272 9.0000 0.138 181,050 1.0000 -1 0.0000 -40 0.7588 -30 30 -4
783 601339.SH @BROSE1 CN 0.9376 1.0000 -0.007 694 -1.0000 0 0.0000 0 0.7978 0 0 -0
790 000560.ZK @KUNMI5 CN 1.5784 1.0000 -0.001 817 -1.0000 1 0.0000 14 0.4177 6 6 -0
802 600000.SH @SPUDO1 CN 0.6554 9.0000 0.130 35,065 1.0000 -1 0.0000 -10 1.8992 -19 19 -2
811 688621.SH @BEIJI357 CN 2.0110 1.0000 -0.005 1,273 -1.0000 1 0.0008 6,100 11.3685 69,348 69,348 -375
825 600926.SH @BANKO586 CN 0.4749 5.0000 0.043 11,087 1.0000 -1 0.0000 -87 2.2166 -193 193 -8
907 000063.ZK @ZTECO1 CN 1.4510 1.0000 0.006 16,329 1.0000 0 0.0000 0 5.3341 0 0 0
932 601628.SH @CHINA491 CN 1.1780 7.0000 0.070 124,441 1.0000 0 0.0000 0 5.9760 0 0 0
936 000651.ZK @GREEE1 CN 0.4326 3.0000 0.022 34,561 1.0000 -1 -0.0024 -30,900 6.6345 -205,008 205,008 -4,467
956 MTC_n.BK @MUANG4 TH -0.1515 2.0000 0.012 2,352 1.0000 -1 -0.0064 -486,500 1.1094 -539,723 539,723 -6,424
966 GULF_n.BK @GULFD3 TH NaN NaN nan 16,270 NaN -1 -0.0000 -13 1.4330 -19 19 nan
968 AOT_n.BK @AIRPO2 TH 0.4419 5.0000 0.042 16,619 1.0000 -1 -0.0030 -215,500 1.1633 -250,697 250,697 -10,448
970 BBL_n.BK @BANGK27 TH 0.2396 5.0000 0.047 8,971 1.0000 -1 -0.0109 -194,800 4.6995 -915,470 915,470 -43,310