total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -213,768 3,775,991 118 51,855,944 -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 1.6822 9.0000 0.145 5,371 1.0000 -1 0.0000 -1,000 3.4495 -3,449 3,449 -502
4 1301.TW @FORMO9 TW 0.9908 5.0000 0.047 6,370 1.0000 0 0.0000 0 1.2056 0 0 0
10 1519.HK @JTGLO1 HK 1.3996 6.0000 0.072 9,102 1.0000 -1 -0.0016 -16,600 1.2338 -20,481 20,481 -1,471
16 1795.TW @LOTUS3 TW 0.6406 5.0000 0.055 1,238 1.0000 -1 -0.0084 -12,000 8.7500 -105,000 105,000 -5,758
34 6285.TW @WISTR2 TW 0.9808 5.0000 0.049 1,471 1.0000 -1 -0.0085 -28,000 3.7993 -106,382 106,382 -5,243
38 2057.HK @ZTOEX4 HK 1.1569 6.0000 0.070 8,536 1.0000 -1 0.0000 -650 19.0208 -12,364 12,364 -868
45 9888.HK @BAIDU10 HK 1.6024 7.0000 0.080 40,796 1.0000 -1 -0.0112 -7,850 17.8898 -140,435 140,435 -11,216
51 2002.TW @CHINA152 TW 0.8745 6.0000 0.073 7,887 1.0000 -1 -0.0131 -262,000 0.6250 -163,750 163,750 -11,875
54 1415.HK @COWEL7 HK 2.3480 8.0000 0.119 1,319 1.0000 -1 -0.0081 -20,000 5.0662 -101,324 101,324 -12,059
55 2367.HK @GIANT18 HK 1.4602 10.0000 0.191 7,522 1.0000 -1 0.0000 -400 7.0236 -2,809 2,809 -537
58 2543.TW @HWANG2 TW 1.0800 2.0000 0.010 524 1.0000 -1 0.0000 -207 2.4013 -497 497 -5
60 2400.HK @XDINC1 HK 1.6727 10.0000 0.194 4,923 1.0000 -1 0.0000 -600 9.9474 -5,968 5,968 -1,158
61 0763.HK @ZTECO2 HK 2.1640 9.0000 0.126 3,550 1.0000 -1 0.0000 -1,600 4.6987 -7,518 7,518 -947
67 NWL.AX @NETWE1 AU 0.6278 3.0000 -0.025 2,646 -1.0000 1 0.0173 10,801 19.9709 215,706 215,706 -5,413
78 1952.HK @EVERE39 HK 1.8384 2.0000 0.013 2,554 1.0000 -1 -0.0087 -15,000 7.2228 -108,342 108,342 -1,408
80 2013.HK @WEIMO2 HK 3.0665 4.0000 0.038 1,352 1.0000 -1 -0.0028 -94,000 0.3740 -35,155 35,155 -1,319
81 6979.HK @ZJLDG1 HK 1.8884 5.0000 0.046 3,859 1.0000 -1 0.0000 -1,600 1.1387 -1,822 1,822 -83
84 0998.HK @CHINA536 HK 0.6376 10.0000 0.177 8,128 1.0000 -1 0.0000 -1,000 0.8534 -853 853 -151
86 5871.TW @CHAIL1 TW 1.0783 9.0000 0.124 6,080 1.0000 -1 0.0000 -800 3.5526 -2,842 2,842 -353
87 5344.T @MARUW3 JP 1.4356 6.0000 0.058 2,320 1.0000 0 0.0000 0 264.1484 0 0 0
92 9348.T @ISPAC2 JP 0.3593 10.0000 -0.254 398 -1.0000 0 -0.0000 0 3.7571 0 0 -0
96 ORG.AX @ORIGI6 AU 0.3492 4.0000 -0.036 14,074 -1.0000 0 0.0000 0 8.1693 0 0 -0
97 1605.TW @WALSI4 TW 1.2054 3.0000 0.021 3,276 1.0000 -1 0.0000 -145 0.8306 -120 120 -2
109 0853.HK @MICRO183 HK 2.5543 1.0000 0.004 2,320 1.0000 -1 -0.0082 -51,800 1.9663 -101,856 101,856 -369
111 3046.T @JINCO1 JP 0.3470 1.0000 -0.008 1,318 -1.0000 0 0.0000 0 57.8482 0 0 -0
113 3260.TWO @ADATA1 TW 1.0282 6.0000 0.071 1,854 1.0000 -1 -0.0055 -12,000 5.6908 -68,289 68,289 -4,865
114 1519.TW @FORTU25 TW 1.1179 6.0000 0.068 5,409 1.0000 -1 0.0000 -500 18.8158 -9,408 9,408 -643
118 5880.TW @TWCOO1 TW 0.3673 4.0000 0.031 12,560 1.0000 -1 -0.0249 -388,460 0.8010 -311,151 311,151 -9,643
131 5482.T @AICHI5 JP 0.8477 5.0000 0.056 705 1.0000 -1 -0.0011 -800 17.9038 -14,323 14,323 -798
168 2884.TW @ESUNF1 TW 0.4755 6.0000 0.056 17,344 1.0000 -1 0.0000 -660 1.0724 -708 708 -40
170 5991.T @NHKSP2 JP 0.9265 2.0000 0.010 3,244 1.0000 0 0.0000 0 16.5169 0 0 0
178 005930.KS @SAMSU48 KR 0.6061 2.0000 -0.017 355,971 -1.0000 1 0.0046 912 63.2988 57,728 57,728 -985
179 018260.KS @SAMSU530 KR 0.0983 4.0000 -0.033 5,504 -1.0000 1 0.0040 422 118.5608 50,033 50,033 -1,630
180 066570.KS @LGELE11 KR 0.5428 2.0000 -0.017 5,753 -1.0000 1 0.0038 870 54.3374 47,274 47,274 -810
181 VNT.AX @VENTI5 AU 0.2590 7.0000 -0.073 2,839 -1.0000 1 0.0051 18,573 3.4011 63,169 63,169 -4,628
183 1071.HK @HUADI2 HK 0.6688 8.0000 0.121 718 1.0000 -1 -0.0012 -28,000 0.5282 -14,790 14,790 -1,795
185 3939.HK @WANGU1 HK 0.3735 8.0000 0.118 4,847 1.0000 -1 -0.0067 -16,000 5.2153 -83,445 83,445 -9,814
186 1385.HK @SHANG12 HK 2.1864 8.0000 0.100 1,747 1.0000 -1 -0.0010 -2,000 6.1432 -12,286 12,286 -1,234
187 9868.HK @XPENG2 HK 2.3317 8.0000 0.106 17,096 1.0000 -1 -0.0056 -6,000 11.6502 -69,901 69,901 -7,376
190 138040.KS @MERIT202 KR 0.5745 1.0000 -0.006 14,132 -1.0000 1 0.0040 627 80.6526 50,569 50,569 -309
199 1414.T @SHOBO2 JP 0.2932 2.0000 -0.015 1,613 -1.0000 1 0.0076 2,900 32.7354 94,933 94,933 -1,396
202 MTS.AX @METCA2 AU 0.2649 7.0000 -0.086 2,714 -1.0000 1 0.0074 37,193 2.4700 91,865 91,865 -7,901
211 5838.T @RAKUT8 JP 1.0748 1.0000 0.000 4,768 1.0000 -1 -0.0047 -1,100 53.5757 -58,933 58,933 -20
213 6871.T @MICRO72 JP 1.5503 2.0000 -0.012 1,824 -1.0000 0 0.0000 0 45.5732 0 0 -0
218 6988.T @NITTO9 JP 0.8908 1.0000 0.000 18,496 1.0000 0 0.0000 0 26.1707 0 0 0
221 2858.HK @YIXIN1 HK 2.0217 9.0000 0.124 1,139 1.0000 -1 -0.0013 -48,000 0.3496 -16,779 16,779 -2,076
227 2880.TW @HUANA1 TW 0.3887 6.0000 0.067 13,322 1.0000 -1 0.0000 -710 0.9572 -680 680 -46
228 005290.KQ @DONGJ1 KR 1.1860 2.0000 -0.018 1,094 -1.0000 1 0.0017 672 31.2938 21,029 21,029 -375
231 039490.KS @KIWOO1 KR 0.8380 4.0000 -0.036 4,744 -1.0000 1 -0.0000 18 179.9392 3,239 3,239 -117
232 032640.KS @LGTEL1 KR 0.1658 1.0000 -0.000 2,881 -1.0000 1 -0.0000 371 10.8106 4,011 4,011 -1
244 103590.KS @ILJIN6 KR 1.3191 3.0000 -0.021 625 -1.0000 1 0.0021 997 26.2085 26,130 26,130 -550
245 9901.HK @NEWOR8 HK 1.1867 8.0000 0.115 8,008 1.0000 -1 -0.0042 -10,000 5.2436 -52,436 52,436 -6,007
246 2142.HK @HBMHL1 HK 2.0065 6.0000 0.062 1,569 1.0000 -1 -0.0009 -6,000 1.9779 -11,867 11,867 -741
249 2702.T @MCDON11 JP 0.1897 1.0000 -0.008 3,646 -1.0000 1 0.0095 2,800 42.1824 118,111 118,111 -977
254 2276.HK @SHANG389 HK 0.4139 6.0000 0.060 2,147 1.0000 -1 -0.0018 -4,000 5.5931 -22,373 22,373 -1,335
257 3774.T @INTER396 JP 0.1580 2.0000 -0.012 2,623 -1.0000 1 0.0017 1,200 17.4358 20,923 20,923 -246
270 2883.HK @CHINA258 HK 1.1030 8.0000 0.094 1,557 1.0000 -1 -0.0072 -104,000 0.8598 -89,418 89,418 -8,410
271 1138.HK @CHINA282 HK 1.3277 8.0000 0.098 1,472 1.0000 -1 -0.0058 -64,000 1.1361 -72,711 72,711 -7,133
278 8020.T @KANEM3 JP 0.7448 3.0000 0.020 1,792 1.0000 0 0.0000 0 21.2065 0 0 0
279 2423.HK @KEHOL3 HK 2.0487 10.0000 0.177 14,081 1.0000 -1 -0.0140 -28,000 6.2692 -175,536 175,536 -31,009
283 033500.KQ @FINET1 KR 0.1966 1.0000 -0.003 397 -1.0000 1 0.0014 813 21.3367 17,347 17,347 -53
291 3896.HK @KINGS113 HK 2.8296 8.0000 0.114 2,659 1.0000 -1 -0.0012 -14,000 1.0294 -14,412 14,412 -1,636
292 2881.TW @FUBON8 TW 0.6606 7.0000 0.085 33,479 1.0000 -1 -0.0205 -89,850 2.8454 -255,659 255,659 -21,708
294 6787.T @MEIKO2 JP 1.7502 6.0000 0.056 1,750 1.0000 0 0.0000 0 65.3081 0 0 0
295 STO.AX @SANTO10 AU 0.4934 1.0000 -0.007 14,285 -1.0000 1 0.0062 17,630 4.3984 77,543 77,543 -538
301 1302.HK @LIFET16 HK 1.5401 2.0000 0.016 1,262 1.0000 -1 0.0000 -36,000 0.2725 -9,809 9,809 -156
303 IFT.NZ @INFRA14 NZ 0.3054 9.0000 -0.161 7,192 -1.0000 0 -0.0000 0 7.3417 0 0 -0
304 2670.T @ABCMA1 JP 0.2266 3.0000 0.025 2,410 1.0000 -1 -0.0034 -2,200 19.4636 -42,820 42,820 -1,057
305 8267.T @AEONC8 JP 0.0703 5.0000 -0.044 34,366 -1.0000 0 0.0000 0 12.3461 0 0 -0
306 8219.T @AOYAM1 JP 0.1387 2.0000 -0.016 744 -1.0000 0 0.0000 0 16.0524 0 0 -0
309 APA.AX @AUSTP9 AU 0.0325 7.0000 -0.090 7,817 -1.0000 1 0.0000 338 5.9437 2,009 2,009 -180
310 8331.T @CHIBA1 JP 1.2618 4.0000 0.031 8,268 1.0000 -1 0.0000 -800 10.2641 -8,211 8,211 -251
315 DOW.AX @DOWNE2 AU 0.4353 2.0000 -0.018 3,326 -1.0000 1 0.0008 2,061 4.9531 10,208 10,208 -182
320 6301.T @KOMAT8 JP 1.0375 6.0000 0.068 34,309 1.0000 0 0.0000 0 36.0788 0 0 0
324 2871.T @NICHI31 JP 0.0093 4.0000 -0.037 3,024 -1.0000 1 0.0000 300 11.7663 3,530 3,530 -132
327 4578.T @OTSUK7 JP 0.4641 4.0000 -0.035 27,945 -1.0000 0 0.0000 0 57.1835 0 0 -0
329 7453.T @RYOHI2 JP 0.4252 2.0000 0.011 10,189 1.0000 -1 0.0000 -200 18.1445 -3,629 3,629 -42
333 3092.T @START24 JP 0.3523 3.0000 0.027 4,122 1.0000 0 0.0000 0 9.4300 0 0 0
335 TLS.AX @TELST3 AU -0.0508 3.0000 -0.029 36,542 -1.0000 1 0.0054 21,130 3.2096 67,819 67,819 -1,940
340 2802.T @AJINO2 JP 0.5559 1.0000 -0.005 29,326 -1.0000 1 0.0016 700 29.1614 20,413 20,413 -104
357 GOR.AX @ELECK1 AU 0.0645 3.0000 -0.024 2,472 -1.0000 1 0.0000 3,047 2.2782 6,942 6,942 -169
360 7270.T @FUJIH3 JP 0.8932 7.0000 0.088 12,041 1.0000 -1 -0.0012 -700 20.7928 -14,555 14,555 -1,274
362 2607.T @FUJIO3 JP 0.0621 5.0000 -0.050 1,203 -1.0000 0 0.0000 0 23.6886 0 0 -0
366 9449.T @GLOBA80 JP 0.7266 3.0000 0.027 1,737 1.0000 -1 -0.0011 -600 23.9395 -14,364 14,364 -391
367 3769.T @GMOPA1 JP 0.5827 1.0000 -0.003 2,642 -1.0000 0 0.0000 0 58.4924 0 0 -0
371 7205.T @HINOM2 JP 0.8449 2.0000 -0.015 742 -1.0000 1 0.0000 2,100 2.5825 5,423 5,423 -82
373 8377.T @HOKUG1 JP 1.2572 1.0000 0.007 3,098 1.0000 -1 0.0000 -100 25.0924 -2,509 2,509 -19
374 6856.T @HORIB1 JP 1.1372 1.0000 0.008 3,799 1.0000 0 0.0000 0 89.9596 0 0 0
375 3099.T @ISETA3 JP 0.9451 1.0000 -0.003 7,037 -1.0000 0 0.0000 0 18.5039 0 0 -0
382 7012.T @KAWAS12 JP 1.7409 4.0000 0.041 11,462 1.0000 -1 -0.0027 -500 68.2581 -34,129 34,129 -1,385
388 1959.T @KYUDE1 JP 0.3658 1.0000 -0.009 2,656 -1.0000 0 0.0000 0 48.6725 0 0 -0
392 7261.T @MAZDA2 JP 0.9160 4.0000 0.032 4,416 1.0000 -1 -0.0026 -4,500 7.3582 -33,112 33,112 -1,062
397 5706.T @MITSU84 JP 1.3297 5.0000 0.053 5,146 1.0000 0 0.0000 0 89.6206 0 0 0
399 6981.T @MURAT5 JP 1.1056 1.0000 0.010 38,766 1.0000 -1 0.0000 -300 19.7484 -5,925 5,925 -56
401 6723.T @NECEL1 JP 1.5606 6.0000 0.059 23,025 1.0000 -1 -0.0010 -1,000 12.3088 -12,309 12,309 -731
404 6946.T @NIPPO79 JP 1.3233 6.0000 -0.064 304 -1.0000 0 0.0000 0 33.5357 0 0 -0
406 2282.T @NIPPO99 JP -0.0118 2.0000 -0.018 3,989 -1.0000 1 0.0013 400 40.2563 16,103 16,103 -292
407 7201.T @NISSA15 JP 0.8633 2.0000 -0.011 6,009 -1.0000 1 0.0000 1,800 2.5282 4,551 4,551 -51
415 2809.T @QPCOR2 JP 0.0662 3.0000 -0.030 3,353 -1.0000 0 0.0000 0 27.8797 0 0 -0
419 5929.T @SANWA12 JP 0.8913 2.0000 -0.018 6,477 -1.0000 0 0.0000 0 29.0461 0 0 -0
431 6976.T @TAIYO10 JP 1.6221 1.0000 0.005 3,128 1.0000 -1 0.0000 -200 24.0209 -4,804 4,804 -23
435 9533.T @TOHOG1 JP 0.1466 2.0000 -0.015 2,965 -1.0000 1 0.0012 500 30.1855 15,093 15,093 -227
445 6728.T @ULVAC1 JP 1.4504 2.0000 -0.013 2,236 -1.0000 0 0.0000 0 45.3020 0 0 -0
448 9861.T @YOSHI3 JP 0.1733 5.0000 -0.049 1,357 -1.0000 1 0.0000 200 20.8335 4,167 4,167 -206
468 600570.SH @HANGZ8 CN 1.9115 1.0000 0.005 7,246 1.0000 -1 0.0000 -80 4.8486 -388 388 -2
478 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,642 NaN 1 -0.0000 85 19.8566 1,688 1,688 nan
492 300379.ZK @BEIJI135 CN 1.5826 NaN nan 162 NaN -1 0.0000 -89 0.2907 -26 26 nan
497 688256.SH @CAMBR63 CN 1.8928 2.0000 0.010 59,951 1.0000 -1 0.0000 -6 186.1073 -1,117 1,117 -12
504 688208.SH @AUTEL3 CN 2.2496 2.0000 0.019 3,692 1.0000 -1 0.0000 -58 5.5088 -320 320 -6
516 688222.SH @HITGE1 CN 2.0690 2.0000 -0.019 1,027 -1.0000 1 -0.0000 36 3.4651 125 125 -2
520 688041.SH @HYGON1 CN 1.4294 8.0000 0.093 34,636 1.0000 -1 0.0000 -61 35.4798 -2,164 2,164 -202
521 688599.SH @TRINA7 CN 1.7948 5.0000 -0.053 3,775 -1.0000 1 -0.0000 89 2.4398 217 217 -12
523 300532.ZK @NEWTR5 CN 1.8685 3.0000 -0.025 877 -1.0000 1 -0.0000 56 1.9341 108 108 -3
524 688106.SH @SUZHO69 CN 1.4983 3.0000 -0.027 1,338 -1.0000 1 -0.0000 48 2.7755 133 133 -4
525 600248.SH @YANGL1 CN 0.8861 3.0000 0.029 666 1.0000 -1 0.0000 -64 0.5394 -35 35 -1
528 000538.ZK @YUNNA10 CN 0.5527 6.0000 0.063 5,831 1.0000 -1 0.0000 -80 7.9710 -638 638 -40
529 300750.ZK @CONTE31 CN 1.4962 4.0000 0.040 191,550 1.0000 -1 -0.0079 -1,738 56.4642 -98,135 98,135 -3,878
533 000778.ZK @XINXI1 CN 1.0137 6.0000 0.059 1,264 1.0000 -1 0.0000 -9 0.5408 -5 5 -0
541 603233.SH @DASHE1 CN 0.8570 2.0000 0.014 2,638 1.0000 -1 0.0000 -80 2.3162 -185 185 -3
543 601169.SH @BANKO53 CN 0.3224 2.0000 0.017 13,418 1.0000 -1 0.0000 -34 0.7739 -26 26 -0
553 600547.SH @SHAND33 CN 0.3819 3.0000 0.031 9,584 1.0000 -1 0.0000 -41 5.5242 -226 226 -7
556 002390.ZK @GUIZH14 CN 1.3268 1.0000 -0.002 654 -1.0000 1 -0.0000 16 0.5337 9 9 -0
562 002821.ZK @ASYMC1 CN 1.8133 2.0000 0.016 3,457 1.0000 -1 0.0000 -63 15.9701 -1,006 1,006 -16
569 601579.SH @KUAIJ1 CN 0.4901 2.0000 -0.016 567 -1.0000 1 -0.0000 95 2.8822 274 274 -4
573 603659.SH @PUTAI1 CN 1.6755 4.0000 0.033 7,423 1.0000 -1 0.0000 -26 4.3430 -113 113 -4
576 002595.ZK @SHAND94 CN 0.6249 3.0000 0.025 6,658 1.0000 -1 0.0000 -95 8.3222 -791 791 -20
577 002379.ZK @SHAND79 CN 1.3753 1.0000 0.010 2,134 1.0000 -1 -0.0038 -19,300 2.4384 -47,060 47,060 -458
585 603357.SH @ANHUI116 CN 0.9922 1.0000 -0.008 350 -1.0000 1 -0.0000 80 1.1770 94 94 -1
586 601005.SH @CHONG37 CN 1.2491 2.0000 0.016 1,210 1.0000 -1 0.0000 -96 0.2079 -20 20 -0
587 600346.SH @DALIA15 CN 0.9274 3.0000 0.028 6,440 1.0000 -1 0.0000 -86 2.4075 -207 207 -6
594 600125.SH @DALIA3 CN 0.7391 4.0000 0.034 815 1.0000 -1 0.0000 -68 0.8919 -61 61 -2
601 300502.ZK @EOPTO1 CN 2.5814 8.0000 0.102 51,066 1.0000 -1 0.0000 -80 51.3754 -4,110 4,110 -421
608 601988.SH @BANKO22 CN 0.1118 3.0000 0.020 173,592 1.0000 -1 0.0000 -40 0.7276 -29 29 -1
613 000560.ZK @KUNMI5 CN 1.6114 3.0000 -0.028 838 -1.0000 1 -0.0000 14 0.4284 6 6 -0
616 600673.SH @CHENG11 CN 0.9792 1.0000 0.001 5,511 1.0000 -1 0.0000 -19 3.2699 -62 62 -0
628 002539.ZK @SHIND9 CN 1.0965 1.0000 0.001 1,764 1.0000 -1 0.0000 -49 1.4608 -72 72 -0
630 002096.ZK @HUNAN27 CN 0.8915 1.0000 0.008 892 1.0000 -1 0.0000 -16 1.9439 -31 31 -0
631 600141.SH @HUBEI6 CN 1.3131 3.0000 0.030 2,794 1.0000 -1 0.0000 -47 3.9567 -186 186 -5
634 600926.SH @BANKO586 CN 0.4375 1.0000 0.006 10,572 1.0000 -1 0.0000 -87 2.1448 -187 187 -1
659 688800.SH @SUZHO83 CN 2.3626 3.0000 0.023 2,170 1.0000 -1 0.0000 -93 10.5512 -981 981 -22
693 002475.ZK @SHENZ71 CN 1.7279 5.0000 0.043 40,854 1.0000 -1 0.0000 -400 9.0862 -3,634 3,634 -158
731 SAWAD_n.BK @SRISA3 TH 0.4027 3.0000 0.025 1,516 1.0000 -1 -0.0016 -22,550 0.9123 -20,573 20,573 -512
736 TRUE_n.BK @TRUEC13 TH 0.3114 1.0000 0.004 5,554 1.0000 0 0.0000 0 0.3495 0 0 0
737 GULF_n.BK @GULFD3 TH NaN NaN nan 13,036 NaN -1 -0.0000 -13 1.3221 -17 17 nan
744 DELTA_n.BK @DELTA60 TH 0.7624 6.0000 -0.061 25,549 -1.0000 0 0.0000 0 5.5358 0 0 -0
746 KBANK_n.BK @KASIK3 TH 0.1743 6.0000 0.068 11,235 1.0000 0 0.0000 0 5.1028 0 0 0
747 PTT_n.BK @PTTPU1 TH 0.2786 7.0000 0.091 28,267 1.0000 0 0.0000 0 0.9896 0 0 0
749 BBL_n.BK @BANGK27 TH 0.2356 3.0000 0.029 8,737 1.0000 -1 -0.0010 -2,800 4.5771 -12,816 12,816 -372