total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -230,381 5,864,026 96 62,342,598 -0.004

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
3 0291.HK @CHINA288 HK 1.6779 10.0000 0.188 5,280 1.0000 -1 0.0000 -1,000 3.3909 -3,391 3,391 -637
8 7205.T @HINOM2 JP 0.8527 4.0000 -0.037 742 -1.0000 0 0.0000 0 2.5825 0 0 -0
12 1519.HK @JTGLO1 HK 1.4364 2.0000 0.013 9,379 1.0000 -1 -0.0015 -16,600 1.2713 -21,103 21,103 -265
18 1795.TW @LOTUS3 TW 0.7224 2.0000 0.014 1,185 1.0000 -1 -0.0204 -34,000 8.3719 -284,645 284,645 -3,974
33 3092.T @START24 JP 0.3430 3.0000 0.027 4,087 1.0000 0 0.0000 0 9.3509 0 0 0
35 TNE.AX @TECHN58 AU 0.4119 4.0000 -0.043 7,556 -1.0000 0 0.0000 0 24.8175 0 0 -0
39 6285.TW @WISTR2 TW 1.0114 5.0000 0.053 1,462 1.0000 -1 -0.0084 -31,000 3.7756 -117,043 117,043 -6,233
43 2057.HK @ZTOEX4 HK 1.1394 5.0000 0.045 8,561 1.0000 -1 0.0000 -650 19.0757 -12,399 12,399 -560
44 4506.T @DAINI10 JP 1.3115 3.0000 -0.033 2,035 -1.0000 0 0.0000 0 10.6552 0 0 -0
47 2871.T @NICHI31 JP 0.0080 4.0000 -0.041 3,027 -1.0000 0 0.0000 0 11.7789 0 0 -0
52 9888.HK @BAIDU10 HK 1.6225 4.0000 0.042 37,843 1.0000 -1 -0.0141 -11,850 16.5948 -196,648 196,648 -8,195
61 6186.HK @CHINA2457 HK 0.9411 8.0000 0.124 2,347 1.0000 0 0.0000 0 0.5077 0 0 0
62 1415.HK @COWEL7 HK 2.3256 9.0000 0.130 1,233 1.0000 -1 -0.0068 -20,000 4.7355 -94,710 94,710 -12,328
63 2367.HK @GIANT18 HK 1.4225 10.0000 0.189 7,454 1.0000 -1 0.0000 -400 6.9606 -2,784 2,784 -527
66 2543.TW @HWANG2 TW 1.1021 3.0000 0.025 511 1.0000 -1 0.0000 -207 2.3409 -485 485 -12
68 2400.HK @XDINC1 HK 1.6914 9.0000 0.157 4,997 1.0000 -1 0.0000 -600 10.0970 -6,058 6,058 -951
69 0763.HK @ZTECO2 HK 2.1179 9.0000 0.150 3,257 1.0000 -1 0.0000 -1,600 4.3113 -6,898 6,898 -1,034
73 2767.T @FIELD8 JP 0.4723 7.0000 -0.086 995 -1.0000 0 0.0000 0 15.2035 0 0 -0
75 3363.TWO @FOCIF1 TW 1.5301 2.0000 0.021 1,128 1.0000 -1 -0.0016 -2,000 11.4580 -22,916 22,916 -481
84 9433.T @KDDIC3 JP 0.0706 3.0000 0.033 53,377 1.0000 0 0.0000 0 16.3406 0 0 0
88 1952.HK @EVERE39 HK 1.8765 2.0000 0.018 2,497 1.0000 -1 -0.0096 -19,000 7.0634 -134,204 134,204 -2,352
90 2013.HK @WEIMO2 HK 3.0580 6.0000 0.063 1,218 1.0000 -1 -0.0027 -110,000 0.3368 -37,046 37,046 -2,343
91 6979.HK @ZJLDG1 HK 1.9296 4.0000 0.040 4,007 1.0000 -1 0.0000 -1,600 1.1826 -1,892 1,892 -76
92 2252.HK @SHANG384 HK 3.0435 1.0000 0.007 1,294 1.0000 -1 -0.0052 -22,000 3.3241 -73,130 73,130 -487
95 0998.HK @CHINA536 HK 0.6376 10.0000 0.190 8,240 1.0000 -1 0.0000 -1,000 0.8651 -865 865 -165
97 5871.TW @CHAIL1 TW 1.1194 6.0000 0.060 6,462 1.0000 -1 0.0000 -800 3.7756 -3,020 3,020 -181
98 2327.TW @YAGEO2 TW 0.9337 7.0000 0.088 10,507 1.0000 -1 -0.0031 -8,000 5.4499 -43,600 43,600 -3,839
102 6460.T @SEGAS1 JP 0.3495 6.0000 -0.064 3,596 -1.0000 0 0.0000 0 21.3906 0 0 -0
104 2158.HK @YIDUT1 HK 2.3209 3.0000 0.024 761 1.0000 -1 0.0000 -1,900 0.7147 -1,358 1,358 -32
107 0836.HK @CHINA276 HK 0.5740 3.0000 0.028 4,433 1.0000 -1 -0.0239 -148,000 2.2533 -333,495 333,495 -9,360
112 7747.T @ASAHI47 JP 0.5798 3.0000 -0.024 4,034 -1.0000 0 0.0000 0 16.1433 0 0 -0
123 0853.HK @MICRO183 HK 2.6775 4.0000 0.036 1,900 1.0000 -1 -0.0083 -71,800 1.6106 -115,643 115,643 -4,181
127 3260.TWO @ADATA1 TW 0.9306 6.0000 0.060 1,530 1.0000 -1 -0.0205 -61,000 4.6948 -286,385 286,385 -17,068
128 1519.TW @FORTU25 TW 1.1539 6.0000 0.076 5,351 1.0000 -1 0.0000 -500 18.6152 -9,308 9,308 -705
133 5880.TW @TWCOO1 TW 0.3800 2.0000 0.015 12,459 1.0000 -1 -0.0348 -612,460 0.7945 -486,606 486,606 -7,203
141 0968.HK @XINYI4 HK 2.2959 7.0000 0.097 2,953 1.0000 0 0.0000 0 0.4280 0 0 0
142 6818.HK @CHINA1650 HK 0.8801 10.0000 0.174 2,878 1.0000 0 0.0000 0 0.4203 0 0 0
149 5482.T @AICHI5 JP 0.9224 2.0000 0.017 749 1.0000 -1 -0.0014 -1,000 19.0295 -19,029 19,029 -316
161 358570.KQ @GIINN1 KR 0.6883 10.0000 -0.180 803 -1.0000 0 0.0000 0 12.6126 0 0 -0
187 014620.KQ @SUNGK2 KR 0.3033 9.0000 -0.127 599 -1.0000 0 0.0000 0 22.5580 0 0 -0
190 2884.TW @ESUNF1 TW 0.5029 4.0000 0.043 17,470 1.0000 -1 0.0000 -660 1.0801 -713 713 -31
191 2127.T @NIHON55 JP 0.6632 3.0000 0.027 1,710 1.0000 0 0.0000 0 5.0741 0 0 0
193 5991.T @NHKSP2 JP 0.9459 1.0000 0.002 2,816 1.0000 -1 -0.0022 -2,100 14.3373 -30,108 30,108 -50
195 271560.KS @ORION55 KR 0.5664 1.0000 -0.007 1,832 -1.0000 1 0.0111 2,109 73.5618 155,142 155,142 -1,096
197 035420.KS @NHNCO1 KR 0.2779 7.0000 -0.096 28,540 -1.0000 0 0.0000 0 181.9536 0 0 -0
199 2891.TW @CHINA244 TW 0.5828 5.0000 0.056 27,482 1.0000 -1 -0.0185 -185,000 1.3986 -258,741 258,741 -14,452
200 058470.KQ @LEENO1 KR 0.7247 1.0000 -0.009 2,763 -1.0000 1 0.0193 7,440 36.2488 269,691 269,691 -2,544
202 028050.KS @SAMSU34 KR 0.4610 1.0000 -0.006 3,058 -1.0000 1 0.0065 4,721 19.2594 90,924 90,924 -559
203 005930.KS @SAMSU48 KR 0.5691 5.0000 -0.058 332,305 -1.0000 1 0.0039 923 59.0906 54,541 54,541 -3,164
204 018260.KS @SAMSU530 KR 0.0674 4.0000 -0.033 5,325 -1.0000 1 0.0056 687 114.7053 78,803 78,803 -2,580
205 066570.KS @LGELE11 KR 0.5255 3.0000 -0.023 5,731 -1.0000 1 0.0034 870 54.1250 47,089 47,089 -1,106
206 VNT.AX @VENTI5 AU 0.2461 4.0000 -0.043 2,787 -1.0000 1 0.0061 25,389 3.3387 84,766 84,766 -3,606
208 1071.HK @HUADI2 HK 0.6778 9.0000 0.136 729 1.0000 -1 -0.0011 -28,000 0.5360 -15,009 15,009 -2,045
210 3939.HK @WANGU1 HK 0.4690 7.0000 0.095 4,532 1.0000 -1 -0.0063 -18,000 4.8769 -87,784 87,784 -8,357
211 1385.HK @SHANG12 HK 2.0908 8.0000 0.115 1,526 1.0000 -1 -0.0008 -2,000 5.3653 -10,731 10,731 -1,236
212 9868.HK @XPENG2 HK 2.3306 6.0000 0.059 17,127 1.0000 -1 -0.0050 -6,000 11.6716 -70,030 70,030 -4,165
214 6855.HK @ASCEN102 HK 1.3698 1.0000 0.002 3,239 1.0000 -1 -0.0027 -4,000 9.3450 -37,380 37,380 -83
215 138040.KS @MERIT202 KR 0.5868 1.0000 -0.007 13,971 -1.0000 1 0.0041 710 79.7333 56,611 56,611 -397
224 1414.T @SHOBO2 JP 0.3260 1.0000 -0.010 1,622 -1.0000 1 0.0071 3,000 32.9220 98,766 98,766 -1,003
227 MTS.AX @METCA2 AU 0.3006 5.0000 -0.055 2,763 -1.0000 1 0.0174 96,770 2.5138 243,263 243,263 -13,462
230 6841.T @YOKOG3 JP 0.7616 4.0000 0.034 7,753 1.0000 0 0.0000 0 28.8619 0 0 0
235 100090.KS @SAMKA1 KR 0.6604 7.0000 -0.099 672 -1.0000 0 0.0000 0 17.1668 0 0 -0
240 6361.T @EBARA3 JP 1.6047 5.0000 0.054 9,698 1.0000 0 0.0000 0 20.9826 0 0 0
245 1878.T @DAITO2 JP 0.1446 6.0000 -0.069 7,230 -1.0000 0 0.0000 0 110.4311 0 0 -0
251 2858.HK @YIXIN1 HK 2.0810 9.0000 0.138 1,150 1.0000 -1 -0.0014 -56,000 0.3535 -19,795 19,795 -2,731
252 2886.TW @MEGAF3 TW 0.3330 3.0000 0.027 20,454 1.0000 -1 -0.0044 -45,000 1.3789 -62,051 62,051 -1,687
253 014680.KS @HANSO43 KR 1.3670 1.0000 -0.010 1,549 -1.0000 1 0.0130 1,246 145.4210 181,195 181,195 -1,779
254 2726.T @PALCO1 JP 0.0826 4.0000 -0.035 2,155 -1.0000 0 0.0000 0 17.6449 0 0 -0
260 2880.TW @HUANA1 TW 0.4185 3.0000 0.033 13,365 1.0000 -1 0.0000 -710 0.9603 -682 682 -22
261 005290.KQ @DONGJ1 KR 1.0658 3.0000 -0.031 1,002 -1.0000 1 0.0014 672 28.6586 19,259 19,259 -588
264 039490.KS @KIWOO1 KR 0.7887 4.0000 -0.040 4,694 -1.0000 1 0.0000 18 178.0521 3,205 3,205 -127
265 003550.KS @LGCOR1 KR 0.2991 4.0000 -0.034 7,953 -1.0000 1 0.0000 67 51.5713 3,455 3,455 -117
266 032640.KS @LGTEL1 KR 0.1305 2.0000 -0.012 2,832 -1.0000 1 0.0012 1,640 10.6264 17,427 17,427 -202
267 251270.KS @NETMA8 KR 0.5461 3.0000 -0.025 2,238 -1.0000 1 0.0069 2,176 44.1229 96,011 96,011 -2,381
271 008770.KS @HOTEL57 KR 0.4258 9.0000 -0.165 1,407 -1.0000 0 0.0000 0 37.7385 0 0 -0
277 042670.KS @DAEWO5 KR 0.9228 1.0000 -0.001 1,336 -1.0000 1 0.0000 691 10.8817 7,519 7,519 -6
280 9901.HK @NEWOR8 HK 1.1679 8.0000 0.123 7,747 1.0000 -1 -0.0036 -10,000 5.0723 -50,723 50,723 -6,225
281 SCIL.SI @SEMBC3 SG 0.1768 4.0000 -0.038 8,318 -1.0000 0 0.0000 0 4.6531 0 0 -0
282 2142.HK @HBMHL1 HK 2.1593 6.0000 0.072 1,429 1.0000 -1 -0.0008 -6,000 1.8009 -10,805 10,805 -773
283 WDS.AX @WOODS5 AU 0.5882 1.0000 -0.002 28,999 -1.0000 0 0.0000 0 15.2728 0 0 -0
284 ALL.AX @ARIST4 AU 0.3075 5.0000 -0.050 27,862 -1.0000 0 0.0000 0 44.9740 0 0 -0
289 1719.T @HAZAM1 JP 0.3608 4.0000 -0.043 2,087 -1.0000 0 0.0000 0 11.5314 0 0 -0
291 8282.T @KSDEN2 JP 0.2269 5.0000 -0.054 1,781 -1.0000 0 0.0000 0 10.9461 0 0 -0
295 2276.HK @SHANG389 HK 0.4018 7.0000 0.088 2,008 1.0000 -1 -0.0015 -4,000 5.2291 -20,916 20,916 -1,836
298 3774.T @INTER396 JP 0.1276 3.0000 -0.026 2,680 -1.0000 1 0.0011 900 17.8155 16,034 16,034 -417
304 7911.T @TOPPA4 JP 0.6961 4.0000 -0.041 7,700 -1.0000 0 0.0000 0 26.1262 0 0 -0
309 4680.T @ROUND3 JP 1.0072 1.0000 0.001 2,270 1.0000 0 0.0000 0 8.9362 0 0 0
313 2883.HK @CHINA258 HK 1.0957 8.0000 0.112 1,546 1.0000 -1 -0.0064 -104,000 0.8535 -88,766 88,766 -9,916
314 1138.HK @CHINA282 HK 1.2655 8.0000 0.100 1,463 1.0000 -1 -0.0066 -82,000 1.1286 -92,545 92,545 -9,280
315 4324.T @DENTS4 JP 0.7312 5.0000 -0.051 5,103 -1.0000 0 0.0000 0 22.0662 0 0 -0
317 4676.T @FUJIT13 JP 0.0746 5.0000 -0.058 5,123 -1.0000 0 0.0000 0 23.7785 0 0 -0
321 COH.AX @COCHL2 AU 0.2614 7.0000 -0.084 11,988 -1.0000 0 0.0000 0 183.3001 0 0 -0
325 2423.HK @KEHOL3 HK 2.0508 8.0000 0.122 14,231 1.0000 -1 -0.0138 -30,000 6.4335 -193,006 193,006 -23,529
328 STEG.SI @SINGA31 SG 0.2908 3.0000 0.030 20,428 1.0000 0 0.0000 0 6.5423 0 0 0
330 033500.KQ @FINET1 KR 0.2393 2.0000 -0.019 394 -1.0000 1 0.0012 813 21.1747 17,215 17,215 -320
332 4911.T @SHISE2 JP 0.9075 5.0000 -0.052 6,762 -1.0000 0 0.0000 0 16.9058 0 0 -0
336 105560.KS @KBFIN1 KR 0.5199 1.0000 0.001 30,496 1.0000 0 0.0000 0 79.9461 0 0 0
340 3896.HK @KINGS113 HK 2.7494 7.0000 0.088 2,394 1.0000 -1 -0.0011 -14,000 1.0772 -15,081 15,081 -1,320
341 2881.TW @FUBON8 TW 0.6622 3.0000 0.025 33,415 1.0000 -1 -0.0642 -315,850 2.8399 -896,977 896,977 -22,644
343 QAN.AX @QANTA2 AU 0.3854 3.0000 -0.032 10,897 -1.0000 0 0.0000 0 7.2011 0 0 -0
347 9143.T @SGHOL2 JP 0.2672 8.0000 -0.105 5,100 -1.0000 0 0.0000 0 10.4779 0 0 -0
350 3350.T @DAIKI6 JP 0.7578 2.0000 -0.015 3,946 -1.0000 0 0.0000 0 3.4581 0 0 -0
352 6078.HK @HYGEI5 HK 2.1860 2.0000 0.015 1,094 1.0000 -1 -0.0020 -16,000 1.7687 -28,300 28,300 -414
353 8306.T @MITSU52 JP 1.0351 2.0000 -0.013 193,279 -1.0000 0 0.0000 0 16.0162 0 0 -0
354 1302.HK @LIFET16 HK 1.5659 4.0000 0.044 1,048 1.0000 -1 0.0000 -36,000 0.2262 -8,144 8,144 -355
356 8308.T @RESON3 JP 1.1201 5.0000 -0.046 24,182 -1.0000 0 0.0000 0 10.4813 0 0 -0
379 600570.SH @HANGZ8 CN 1.8890 1.0000 0.005 7,012 1.0000 -1 0.0000 -80 4.6918 -375 375 -2
387 603881.SH @SHANG248 CN 1.8258 4.0000 -0.040 2,077 -1.0000 1 0.0000 74 5.3548 396 396 -16
389 688025.SH @SHENZ288 CN 2.4564 NaN nan 1,658 NaN 1 0.0000 85 20.0442 1,704 1,704 nan
403 300379.ZK @BEIJI135 CN 1.5838 NaN nan 192 NaN -1 -0.0000 -89 0.3434 -31 31 nan
426 600061.SH @SINOT15 CN 1.4003 7.0000 0.086 2,782 1.0000 0 0.0000 0 1.0878 0 0 0
434 688599.SH @TRINA7 CN 1.8176 5.0000 -0.052 3,607 -1.0000 1 0.0000 89 2.3312 207 207 -11
435 603355.SH @KINGC7 CN 1.4932 1.0000 0.010 671 1.0000 -1 0.0000 -13 3.1610 -41 41 -0
436 300532.ZK @NEWTR5 CN 1.8717 3.0000 -0.029 866 -1.0000 1 0.0000 56 1.9106 107 107 -3
437 688106.SH @SUZHO69 CN 1.5081 3.0000 -0.022 1,320 -1.0000 1 0.0000 48 2.7391 131 131 -3
438 600248.SH @YANGL1 CN 0.8536 3.0000 0.027 664 1.0000 -1 0.0000 -64 0.5383 -34 34 -1
441 000538.ZK @YUNNA10 CN 0.6017 4.0000 0.036 5,856 1.0000 -1 0.0000 -80 8.0056 -640 640 -23
444 600406.SH @NARIT1 CN 0.1888 4.0000 -0.034 11,058 -1.0000 1 0.0000 62 3.2017 199 199 -7
446 000778.ZK @XINXI1 CN 0.9999 4.0000 0.045 1,223 1.0000 -1 0.0000 -9 0.5229 -5 5 -0
448 601229.SH @BANKO594 CN 0.1861 1.0000 -0.004 12,784 -1.0000 1 0.0000 16 1.2672 20 20 -0
456 601169.SH @BANKO53 CN 0.3500 5.0000 0.055 13,610 1.0000 -1 0.0000 -34 0.7850 -27 27 -1
466 600547.SH @SHAND33 CN 0.4451 3.0000 0.030 9,295 1.0000 -1 0.0000 -41 5.3576 -220 220 -7
474 688036.SH @SHENZ287 CN 1.0215 4.0000 -0.036 7,325 -1.0000 1 0.0000 29 13.6674 396 396 -14
475 002821.ZK @ASYMC1 CN 1.7755 3.0000 0.023 3,270 1.0000 -1 0.0000 -63 15.1057 -952 952 -22
481 002241.ZK @GOERT1 CN 1.9471 4.0000 -0.033 14,373 -1.0000 1 0.0000 20 4.9006 98 98 -3
486 603659.SH @PUTAI1 CN 1.7631 1.0000 0.006 6,711 1.0000 -1 0.0000 -26 3.9264 -102 102 -1
489 002595.ZK @SHAND94 CN 0.6236 1.0000 0.001 6,770 1.0000 -1 0.0000 -95 8.4626 -804 804 -1
490 603929.SH @LANDK3 CN 1.3581 3.0000 0.022 536 1.0000 0 0.0000 0 6.2772 0 0 0
497 600104.SH @SAUTO1 CN 0.8491 10.0000 0.226 8,237 1.0000 -1 0.0000 -99 2.3886 -236 236 -54
508 600125.SH @DALIA3 CN 0.7590 2.0000 0.021 820 1.0000 -1 0.0000 -68 0.8971 -61 61 -1
511 002056.ZK @HENGD2 CN 1.5888 6.0000 0.067 2,159 1.0000 0 0.0000 0 2.7083 0 0 0
523 601988.SH @BANKO22 CN 0.1261 6.0000 0.065 175,253 1.0000 -1 0.0000 -40 0.7345 -29 29 -2
528 000560.ZK @KUNMI5 CN 1.5487 2.0000 -0.019 825 -1.0000 1 0.0000 14 0.4219 6 6 -0
543 002539.ZK @SHIND9 CN 1.1074 4.0000 0.037 1,708 1.0000 -1 0.0000 -49 1.4144 -69 69 -3
546 600141.SH @HUBEI6 CN 1.3132 4.0000 0.034 2,705 1.0000 -1 0.0000 -47 3.8311 -180 180 -6
551 603986.SH @GIGAD1 CN 1.6716 3.0000 0.030 17,766 1.0000 -1 0.0000 -77 26.6634 -2,053 2,053 -61
575 688800.SH @SUZHO83 CN 2.3440 3.0000 0.026 2,162 1.0000 -1 0.0000 -93 10.5134 -978 978 -26
592 688685.SH @JIANG356 CN 2.0784 1.0000 0.001 1,219 1.0000 -1 0.0000 -5 8.3827 -42 42 -0
593 600795.SH @SPPOW1 CN 0.4575 6.0000 -0.065 6,125 -1.0000 0 0.0000 0 0.7009 0 0 -0
605 002255.ZK @SUZHO5 CN 1.1343 8.0000 0.105 907 1.0000 0 0.0000 0 1.1495 0 0 0
613 603369.SH @JIANG152 CN 0.9991 5.0000 -0.055 3,690 -1.0000 0 0.0000 0 5.4810 0 0 -0
614 601658.SH @POSTA12 CN 0.3279 4.0000 0.043 25,831 1.0000 0 0.0000 0 0.8313 0 0 0
629 000988.ZK @HUAGO1 CN 1.8040 4.0000 -0.039 12,996 -1.0000 0 0.0000 0 12.9245 0 0 -0
641 002532.ZK @ZHEJI118 CN 1.5596 8.0000 0.115 4,989 1.0000 0 0.0000 0 1.5770 0 0 0
660 GULF_n.BK @GULFD3 TH NaN NaN nan 13,310 NaN -1 -0.0000 -13 1.3499 -18 18 nan