total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -978,631 23,835,248 122 300,205,932 -0.003

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 0.115 5,683 1.0000 -1 0.0000 -1,000 3.6496 -3,650 3,650 -421
16 1519.HK @JTGLO1 HK 1.4946 5.0000 0.051 10,196 1.0000 -1 -0.0057 -306,600 1.3833 -424,130 424,130 -21,429
23 1795.TW @LOTUS3 TW 0.8048 1.0000 0.006 1,074 1.0000 -1 -0.0031 -36,000 6.3854 -229,873 229,873 -1,406
25 9744.T @MEITE3 JP 0.3502 5.0000 0.052 1,755 1.0000 0 -0.0000 0 22.5050 0 0 0
44 TNE.AX @TECHN58 AU 0.4606 4.0000 -0.037 7,941 -1.0000 1 0.0185 53,191 26.0830 1,387,382 1,387,382 -51,200
50 6285.TW @WISTR2 TW 1.0472 5.0000 0.043 1,504 1.0000 -1 -0.0029 -55,000 3.8839 -213,613 213,613 -9,099
53 1171.HK @YANZH2 HK 0.9975 3.0000 0.028 3,747 1.0000 -1 -0.0254 -1,612,000 1.1786 -1,899,880 1,899,880 -53,966
54 2057.HK @ZTOEX4 HK 1.2139 10.0000 0.210 8,488 1.0000 -1 0.0000 -650 18.9137 -12,294 12,294 -2,579
55 6442.TW @EZCON1 TW 1.5345 2.0000 0.017 1,784 1.0000 -1 -0.0044 -13,000 25.5085 -331,611 331,611 -5,604
61 0267.HK @CITIC10 HK 1.4321 9.0000 0.141 11,639 1.0000 -1 -0.0081 -412,000 1.4819 -610,530 610,530 -86,101
62 2871.T @NICHI31 JP 0.0438 2.0000 -0.012 3,045 -1.0000 1 0.0060 38,000 11.8480 450,223 450,223 -5,528
64 2212.T @YAMAZ1 JP 0.3783 1.0000 -0.001 4,425 -1.0000 1 0.0030 9,500 23.3557 221,879 221,879 -244
74 2474.TW @CATCH1 TW 0.4740 6.0000 0.065 4,060 1.0000 -1 -0.0016 -19,000 6.2537 -118,820 118,820 -7,777
76 1378.HK @CHINA1377 HK 1.7014 10.0000 0.177 10,921 1.0000 -1 0.0000 -1,500 3.1531 -4,730 4,730 -835
83 6805.TW @FOSIT1 TW 1.3779 7.0000 0.070 1,948 1.0000 -1 -0.0018 -4,000 34.2308 -136,923 136,923 -9,520
85 2376.TW @GIGAB3 TW 1.0513 6.0000 0.066 5,617 1.0000 -1 -0.0049 -41,000 8.9198 -365,710 365,710 -24,125
88 2543.TW @HWANG2 TW 1.1046 2.0000 0.014 665 1.0000 -1 0.0000 -177 2.7055 -479 479 -7
89 3481.TW @INNOL2 TW 0.9346 3.0000 0.022 3,471 1.0000 -1 -0.0011 -183,000 0.4345 -79,508 79,508 -1,728
91 8069.TWO @PRIME74 TW 0.8099 3.0000 0.025 8,243 1.0000 -1 -0.0079 -73,000 8.1463 -594,678 594,678 -15,033
92 1101.TW @TAIWA69 TW 0.4752 5.0000 0.041 5,741 1.0000 -1 -0.0030 -291,000 0.7603 -221,253 221,253 -9,077
94 2400.HK @XDINC1 HK 1.6464 9.0000 0.119 4,917 1.0000 -1 -0.0014 -10,600 9.9687 -105,668 105,668 -12,537
95 0763.HK @ZTECO2 HK 1.9690 8.0000 0.098 3,486 1.0000 -1 0.0000 -1,600 4.6145 -7,383 7,383 -726
103 3363.TWO @FOCIF1 TW 1.4818 4.0000 0.038 1,063 1.0000 -1 -0.0020 -14,000 10.7959 -151,142 151,142 -5,691
108 1109.HK @CHINA182 HK 1.5417 9.0000 0.136 11,483 1.0000 -1 -0.0002 -3,500 4.0259 -14,091 14,091 -1,922
110 6618.HK @JDHEA1 HK 2.0290 9.0000 0.147 8,581 1.0000 -1 0.0000 -150 8.1260 -1,219 1,219 -179
115 8299.TWO @PHISO1 TW 0.9537 6.0000 0.068 2,894 1.0000 -1 -0.0012 -6,000 15.5684 -93,411 93,411 -6,371
124 1952.HK @EVERE39 HK 1.8804 3.0000 0.023 3,128 1.0000 -1 -0.0065 -55,000 8.9130 -490,214 490,214 -11,323
125 1833.HK @PAGOO1 HK 1.8801 8.0000 0.104 2,322 1.0000 -1 0.0000 -977 2.2855 -2,233 2,233 -231
126 2013.HK @WEIMO2 HK 3.0233 4.0000 0.030 1,124 1.0000 -1 -0.0019 -458,000 0.3110 -142,421 142,421 -4,211
127 6979.HK @ZJLDG1 HK 1.7497 1.0000 0.001 4,276 1.0000 -1 0.0000 -1,600 1.2618 -2,019 2,019 -2
130 2359.TW @SOLOM6 TW 0.8457 2.0000 0.014 740 1.0000 -1 -0.0021 -34,000 4.5422 -154,434 154,434 -2,125
133 2252.HK @SHANG384 HK 3.1387 2.0000 0.012 1,018 1.0000 -1 -0.0008 -24,000 2.6131 -62,715 62,715 -733
136 0998.HK @CHINA536 HK 0.6870 10.0000 0.191 8,800 1.0000 -1 0.0000 -1,000 0.9239 -924 924 -176
138 5871.TW @CHAIL1 TW 1.1333 8.0000 0.091 6,478 1.0000 -1 0.0000 -800 3.7851 -3,028 3,028 -276
141 2327.TW @YAGEO2 TW 0.9493 6.0000 0.062 8,781 1.0000 -1 -0.0058 -24,000 18.2188 -437,252 437,252 -27,163
145 1303.TW @NANYA7 TW 1.0428 4.0000 0.037 7,939 1.0000 -1 -0.0019 -105,000 1.3528 -142,041 142,041 -5,269
152 LYC.AX @LYNAS1 AU 0.4103 9.0000 -0.118 8,688 -1.0000 0 0.0000 0 9.2871 0 0 -0
154 0836.HK @CHINA276 HK 0.6182 4.0000 0.037 4,587 1.0000 -1 -0.0197 -632,000 2.3316 -1,473,557 1,473,557 -54,540
158 1605.TW @WALSI4 TW 1.2589 1.0000 0.002 2,739 1.0000 -1 -0.0003 -31,145 0.7537 -23,475 23,475 -39
175 ASX.AX @AUSTS4 AU 0.1675 5.0000 -0.046 8,015 -1.0000 1 0.0019 3,478 41.2500 143,467 143,467 -6,568
187 4979.TWO @LUXNE1 TW 1.2955 2.0000 0.017 730 1.0000 -1 -0.0057 -68,000 6.3195 -429,728 429,728 -7,402
189 1519.TW @FORTU25 TW 1.2611 7.0000 0.086 5,586 1.0000 -1 0.0000 -500 19.6498 -9,825 9,825 -848
195 5880.TW @TWCOO1 TW 0.4049 5.0000 0.047 12,464 1.0000 -1 -0.0075 -702,460 0.7949 -558,370 558,370 -26,318
197 1332.T @NIPPO103 JP 0.4025 3.0000 -0.020 2,177 -1.0000 1 0.0027 29,500 6.9686 205,573 205,573 -4,026
211 2317.TW @HONHA4 TW 1.2504 9.0000 0.130 92,590 1.0000 -1 -0.0191 -215,000 6.6651 -1,433,003 1,433,003 -186,932
219 5482.T @AICHI5 JP 0.9120 2.0000 0.010 910 1.0000 -1 -0.0007 -2,800 17.7686 -49,752 49,752 -493
227 CMDG.SI @COMFO3 SG 0.2936 4.0000 -0.031 2,486 -1.0000 1 0.0079 517,100 1.1472 593,208 593,208 -18,616
237 3350.T @DAIKI6 JP 0.9224 2.0000 0.010 3,830 1.0000 -1 -0.0003 -4,000 5.6824 -22,730 22,730 -220
261 5388.TW @SERCO6 TW 1.0277 5.0000 0.044 993 1.0000 -1 -0.0003 -7,000 3.3079 -23,155 23,155 -1,020
281 WLIL.SI @EZYHE2 SG 0.4410 2.0000 -0.010 6,253 -1.0000 1 0.0081 267,000 2.2710 606,345 606,345 -6,012
285 2884.TW @ESUNF1 TW 0.5063 6.0000 0.065 17,894 1.0000 -1 -0.0007 -46,660 1.1076 -51,679 51,679 -3,354
299 1951.T @KYOWA3 JP 0.4382 1.0000 -0.004 3,092 -1.0000 0 0.0000 0 14.8219 0 0 -0
302 2891.TW @CHINA244 TW 0.6019 5.0000 0.045 27,617 1.0000 -1 -0.0131 -698,000 1.4054 -980,995 980,995 -44,328
307 028050.KS @SAMSU34 KR 0.4294 1.0000 -0.009 3,275 -1.0000 1 0.0025 9,058 20.6256 186,827 186,827 -1,692
308 005930.KS @SAMSU48 KR 0.5937 3.0000 -0.022 290,080 -1.0000 1 0.0039 5,709 51.5821 294,482 294,482 -6,416
310 066570.KS @LGELE11 KR 0.5350 2.0000 -0.013 5,760 -1.0000 1 0.0006 870 54.3997 47,328 47,328 -636
311 7453.T @RYOHI2 JP 0.4206 1.0000 0.008 13,295 1.0000 -1 -0.0005 -800 47.3510 -37,881 37,881 -309
313 VNT.AX @VENTI5 AU 0.2307 5.0000 -0.041 3,006 -1.0000 1 0.0016 33,088 3.5954 118,965 118,965 -4,848
315 1071.HK @HUADI2 HK 0.6699 6.0000 0.065 771 1.0000 -1 -0.0007 -88,000 0.5669 -49,887 49,887 -3,238
318 3939.HK @WANGU1 HK 0.5671 8.0000 0.099 3,437 1.0000 -1 -0.0010 -20,000 3.7751 -75,501 75,501 -7,481
320 7272.T @YAMAH4 JP 0.8635 2.0000 -0.010 7,518 -1.0000 0 0.0000 0 7.3837 0 0 -0
324 1385.HK @SHANG12 HK 2.1698 6.0000 0.059 1,156 1.0000 -1 -0.0004 -8,000 4.0643 -32,514 32,514 -1,916
329 9866.HK @NIOIN7 HK 2.1098 1.0000 0.003 8,854 1.0000 -1 -0.0033 -42,000 5.8558 -245,944 245,944 -625
332 003490.KS @KOREA192 KR 0.3731 7.0000 -0.069 4,892 -1.0000 1 0.0003 1,263 17.9526 22,674 22,674 -1,574
343 CMLT.SI @CAPIT88 SG NaN NaN nan 13,347 NaN -1 -0.0000 -16 1.7559 -28 28 nan
356 BXB.AX @BRAMB2 AU -0.0091 3.0000 -0.028 23,040 -1.0000 1 0.0062 27,684 16.8543 466,595 466,595 -13,075
357 SOL.AX @SOULP2 AU 0.1886 1.0000 -0.001 7,448 -1.0000 1 0.0051 14,091 27.3615 385,551 385,551 -203
363 MTS.AX @METCA2 AU 0.2809 7.0000 -0.083 2,973 -1.0000 1 0.0123 340,377 2.7063 921,162 921,162 -76,758
367 9904.TW @POUCH1 TW 0.8431 4.0000 0.030 2,392 1.0000 -1 -0.0014 -112,000 0.9331 -104,509 104,509 -3,097
390 4062.T @IBIDE3 JP 1.3098 1.0000 -0.003 6,766 -1.0000 1 0.0006 1,000 48.0316 48,032 48,032 -135
400 2801.TW @CHANG17 TW 0.3309 3.0000 0.023 6,948 1.0000 -1 -0.0009 -100,650 0.6418 -64,600 64,600 -1,489
403 2858.HK @YIXIN1 HK 2.0617 7.0000 0.070 1,265 1.0000 -1 -0.0004 -70,000 0.3890 -27,232 27,232 -1,904
407 6438.TW @SCHMI6 TW 1.1537 5.0000 0.047 437 1.0000 -1 -0.0002 -3,000 5.6612 -16,984 16,984 -799
409 2886.TW @MEGAF3 TW 0.3479 5.0000 0.043 20,042 1.0000 -1 -0.0008 -43,000 1.3511 -58,099 58,099 -2,508
419 TLS.AX @TELST3 AU -0.0557 4.0000 -0.040 37,313 -1.0000 1 0.0009 19,930 3.2774 65,319 65,319 -2,599
426 5020.T @JXHOL1 JP 1.0198 2.0000 0.014 16,125 1.0000 -1 -0.0008 -10,200 5.9573 -60,765 60,765 -858
430 4004.T @SHOWA13 JP 1.3750 1.0000 -0.004 4,803 -1.0000 1 0.0012 3,600 25.9757 93,513 93,513 -409
431 5301.T @TOKAI17 JP 0.9921 1.0000 -0.004 1,567 -1.0000 0 0.0000 0 6.9652 0 0 -0
454 2880.TW @HUANA1 TW 0.4367 4.0000 0.037 12,826 1.0000 -1 -0.0021 -172,710 0.9216 -159,169 159,169 -5,947
455 4023.T @KUREH1 JP 0.6911 1.0000 -0.007 1,242 -1.0000 1 0.0004 1,200 24.8733 29,848 29,848 -199
460 028260.KS @CHEIL15 KR 0.2577 6.0000 -0.066 18,479 -1.0000 1 0.0002 142 120.7918 17,152 17,152 -1,137
468 251270.KS @NETMA8 KR 0.5432 2.0000 -0.009 2,213 -1.0000 1 0.0012 2,119 43.6353 92,463 92,463 -874
473 OBM.AX @MONAR9 AU 0.2552 10.0000 -0.170 629 -1.0000 0 -0.0000 0 0.4510 0 0 -0
477 4911.T @SHISE2 JP 0.9182 2.0000 0.010 6,726 1.0000 0 0.0000 0 16.8158 0 0 0
483 SUN.AX @PROMI6 AU 0.1974 6.0000 -0.064 15,336 -1.0000 0 0.0000 0 14.1610 0 0 -0
487 064350.KS @HYUND454 KR 0.6844 3.0000 -0.023 9,419 -1.0000 1 0.0008 460 130.7615 60,150 60,150 -1,371
498 0669.HK @TECHT5 HK 1.2639 9.0000 0.118 23,327 1.0000 -1 -0.0004 -2,500 12.7392 -31,848 31,848 -3,765
504 0177.HK @JIANG6 HK 0.1439 2.0000 0.012 1,515 1.0000 -1 -0.0010 -62,000 1.2400 -76,881 76,881 -918
507 033100.KQ @CHERY1 KR 0.8206 1.0000 -0.005 406 -1.0000 0 -0.0000 0 25.2492 0 0 -0
509 9901.HK @NEWOR8 HK 1.1717 7.0000 0.078 7,227 1.0000 -1 -0.0004 -6,000 4.7323 -28,394 28,394 -2,217
515 2020.HK @ANTAS1 HK 1.4857 1.0000 0.008 17,306 1.0000 -1 -0.0046 -26,000 13.1167 -341,035 341,035 -2,700
516 034020.KS @DOOSA22 KR 0.8498 5.0000 -0.049 20,149 -1.0000 1 0.0006 958 44.9357 43,048 43,048 -2,116
521 STO.AX @SANTO10 AU 0.5031 1.0000 -0.003 16,356 -1.0000 1 0.0108 160,472 5.0362 808,166 808,166 -2,264
524 WDS.AX @WOODS5 AU 0.6069 2.0000 -0.016 32,791 -1.0000 1 0.0042 18,435 17.2697 318,367 318,367 -5,089
526 ALL.AX @ARIST4 AU 0.3098 3.0000 -0.021 28,552 -1.0000 1 0.0003 503 45.9811 23,129 23,129 -487
527 2388.HK @BOCHO1 HK 0.6805 5.0000 0.045 49,817 1.0000 -1 -0.0066 -105,000 4.7118 -494,737 494,737 -22,501
534 YAL.AX @YANCO2 AU 0.3992 1.0000 -0.001 1,210 -1.0000 0 0.0000 0 3.5240 0 0 -0
536 6178.T @JAPAN372 JP 0.7585 6.0000 0.068 31,278 1.0000 0 0.0000 0 10.5209 0 0 0
540 5947.T @RINNA1 JP 0.7074 2.0000 0.011 3,241 1.0000 -1 -0.0002 -500 25.8872 -12,944 12,944 -138
548 9992.HK @POPMA2 HK 1.1442 2.0000 0.012 55,062 1.0000 0 0.0000 0 41.0010 0 0 0
551 0551.HK @YUEYU3 HK 1.0160 3.0000 0.021 1,374 1.0000 -1 0.0000 -5,000 1.7480 -8,740 8,740 -181
568 601333.SH @GUANG102 CN 0.6983 6.0000 -0.058 1,242 -1.0000 1 0.0000 78 0.4145 32 32 -2
574 600570.SH @HANGZ8 CN 1.9118 5.0000 0.053 8,021 1.0000 -1 0.0000 -80 5.3672 -429 429 -23
576 688252.SH @JADAR3 CN 1.8193 5.0000 -0.041 627 -1.0000 1 0.0000 44 4.0359 178 178 -7
586 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,458 NaN 1 0.0000 85 17.8350 1,516 1,516 nan
599 688772.SH @ZHUHA19 CN 2.0108 2.0000 -0.017 2,375 -1.0000 1 0.0000 68 2.5580 174 174 -3
604 300379.ZK @BEIJI135 CN 1.5177 NaN nan 469 NaN -1 -0.0000 -89 0.8401 -75 75 nan
628 300896.ZK @IMEIK1 CN 1.9241 3.0000 -0.021 7,644 -1.0000 1 0.0000 20 26.8753 538 538 -11
631 000100.ZK @TCLCO2 CN 1.2775 2.0000 0.017 13,876 1.0000 -1 0.0000 -20 0.6671 -13 13 -0
633 688222.SH @HITGE1 CN 2.2914 3.0000 -0.021 940 -1.0000 1 0.0000 36 3.1707 114 114 -2
639 688599.SH @TRINA7 CN 1.8131 5.0000 -0.049 3,615 -1.0000 1 0.0000 89 2.3361 208 208 -10
640 603355.SH @KINGC7 CN 1.5063 6.0000 0.054 723 1.0000 -1 0.0000 -13 3.4051 -44 44 -2
642 688106.SH @SUZHO69 CN 1.5124 2.0000 -0.015 1,308 -1.0000 1 0.0000 48 2.7129 130 130 -2
643 600248.SH @YANGL1 CN 0.8630 1.0000 0.004 689 1.0000 -1 0.0000 -64 0.5582 -36 36 -0
646 000538.ZK @YUNNA10 CN 0.6099 4.0000 0.030 5,884 1.0000 -1 0.0000 -80 8.0439 -644 644 -19
655 601006.SH @DAQIN5 CN 0.2471 3.0000 0.028 9,263 1.0000 -1 0.0000 -46 0.9015 -41 41 -1
664 601169.SH @BANKO53 CN 0.3866 9.0000 0.130 15,049 1.0000 -1 0.0000 -34 0.8680 -30 30 -4
673 688087.SH @SHAND206 CN 1.7533 3.0000 0.023 454 1.0000 -1 0.0000 -42 3.8908 -163 163 -4
676 600547.SH @SHAND33 CN 0.4455 2.0000 0.014 7,440 1.0000 -1 0.0000 -41 4.2885 -176 176 -2
680 688100.SH @WILLF1 CN 1.2310 3.0000 -0.026 1,005 -1.0000 1 0.0000 65 5.1119 332 332 -9
682 000065.ZK @NORIN1 CN 1.4268 6.0000 0.067 875 1.0000 -1 0.0000 -70 1.7012 -119 119 -8
685 002821.ZK @ASYMC1 CN 1.8231 3.0000 0.020 3,217 1.0000 -1 0.0000 -63 14.8625 -936 936 -19
686 300725.ZK @PHARM149 CN 2.4145 1.0000 0.006 1,333 1.0000 -1 0.0000 -25 6.4488 -161 161 -1
695 601579.SH @KUAIJ1 CN 0.5375 4.0000 -0.032 579 -1.0000 1 0.0000 95 2.9432 280 280 -9
709 688776.SH @GUOGU3 CN 2.3398 2.0000 0.010 520 1.0000 -1 0.0000 -38 11.7030 -445 445 -5
727 600125.SH @DALIA3 CN 0.7534 1.0000 0.008 759 1.0000 -1 0.0000 -68 0.8303 -56 56 -0
738 300143.ZK @STARW6 CN 1.7070 6.0000 -0.056 552 -1.0000 0 0.0000 0 1.4723 0 0 -0
746 601988.SH @BANKO22 CN 0.1272 1.0000 0.002 189,788 1.0000 -1 0.0000 -40 0.7955 -32 32 -0
754 000560.ZK @KUNMI5 CN 1.5784 1.0000 -0.003 821 -1.0000 1 0.0000 14 0.4201 6 6 -0
758 601985.SH @CHINA1906 CN 0.3341 5.0000 -0.045 11,556 -1.0000 0 0.0000 0 1.2769 0 0 -0
766 600000.SH @SPUDO1 CN 0.6554 8.0000 0.109 35,918 1.0000 -1 0.0000 -10 1.9454 -19 19 -2
773 601058.SH @SAILU1 CN 0.8797 4.0000 -0.039 5,150 -1.0000 0 0.0000 0 1.8644 0 0 -0
787 600926.SH @BANKO586 CN 0.4749 6.0000 0.059 11,231 1.0000 -1 0.0000 -87 2.2454 -195 195 -11
840 000544.ZK @WHITE34 CN 1.0674 5.0000 -0.048 359 -1.0000 0 0.0000 0 1.1876 0 0 -0
849 002353.ZK @YANTA14 CN 1.2172 1.0000 0.000 6,653 1.0000 -1 -0.0036 -41,800 6.4976 -271,601 271,601 -107
862 002385.ZK @BEIJI88 CN 0.5929 8.0000 -0.092 2,532 -1.0000 0 0.0000 0 0.5889 0 0 -0
889 600196.SH @SFORT1 CN 1.0303 3.0000 -0.026 4,812 -1.0000 0 0.0000 0 3.9159 0 0 -0
896 002317.ZK @GUANG119 CN 1.3837 5.0000 -0.042 2,663 -1.0000 0 0.0000 0 3.1330 0 0 -0
897 002049.ZK @TANGS5 CN 1.3700 4.0000 -0.038 7,254 -1.0000 0 0.0000 0 11.5383 0 0 -0
898 300133.ZK @ZHEJI114 CN 2.0478 2.0000 -0.015 1,910 -1.0000 0 0.0000 0 1.2113 0 0 -0
907 301085.ZK @BEIJI363 CN 2.4399 10.0000 -0.165 741 -1.0000 0 0.0000 0 9.4841 0 0 -0
916 SAWAD_n.BK @SRISA3 TH 0.3040 3.0000 0.023 1,251 1.0000 -1 -0.0123 -1,222,650 0.7530 -920,619 920,619 -20,847
922 GULF_n.BK @GULFD3 TH NaN NaN nan 16,643 NaN -1 -0.0000 -13 1.4658 -19 19 nan
925 BBL_n.BK @BANGK27 TH 0.2396 4.0000 0.029 9,219 1.0000 -1 -0.0126 -195,300 4.8295 -943,202 943,202 -27,718
934 IVL_n.BK @INDOR13 TH 0.6605 3.0000 0.026 1,383 1.0000 0 0.0000 0 0.7036 0 0 0