total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -189,156 3,712,350 108 50,624,055 -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 0.127 5,463 1.0000 -1 0.0000 -1,000 3.5080 -3,508 3,508 -447
10 1519.HK @JTGLO1 HK 1.3996 3.0000 0.020 9,461 1.0000 -1 -0.0017 -16,600 1.2824 -21,288 21,288 -427
16 1795.TW @LOTUS3 TW 0.6406 6.0000 0.066 1,283 1.0000 -1 -0.0116 -16,000 9.0653 -145,045 145,045 -9,637
19 6269.T @MODEC1 JP 1.4202 1.0000 0.008 3,143 1.0000 -1 -0.0013 -300 54.0983 -16,229 16,229 -129
34 6285.TW @WISTR2 TW 0.9808 2.0000 0.017 1,534 1.0000 -1 -0.0089 -28,000 3.9599 -110,878 110,878 -1,885
38 2057.HK @ZTOEX4 HK 1.1569 4.0000 0.040 8,737 1.0000 -1 0.0000 -650 19.4675 -12,654 12,654 -503
45 9888.HK @BAIDU10 HK 1.6024 10.0000 0.203 39,119 1.0000 -1 0.0000 -1,850 17.1545 -31,736 31,736 -6,435
46 9988.HK @ALIBA15 HK 1.7294 10.0000 0.245 425,072 1.0000 -1 0.0000 -1,200 22.2688 -26,723 26,723 -6,555
51 2002.TW @CHINA152 TW 0.8745 5.0000 0.049 7,846 1.0000 -1 -0.0217 -437,000 0.6218 -271,731 271,731 -13,284
54 1415.HK @COWEL7 HK 2.3480 9.0000 0.144 1,295 1.0000 -1 -0.0080 -20,000 4.9729 -99,458 99,458 -14,310
55 2367.HK @GIANT18 HK 1.4602 9.0000 0.155 7,390 1.0000 -1 0.0000 -400 6.9004 -2,760 2,760 -429
58 2543.TW @HWANG2 TW 1.0800 3.0000 0.030 519 1.0000 -1 0.0000 -207 2.3792 -493 493 -15
60 2400.HK @XDINC1 HK 1.6727 10.0000 0.223 4,823 1.0000 -1 0.0000 -600 9.7466 -5,848 5,848 -1,304
61 0763.HK @ZTECO2 HK 2.1640 8.0000 0.107 3,926 1.0000 -1 0.0000 -1,600 5.1965 -8,314 8,314 -887
67 NWL.AX @NETWE1 AU 0.6278 1.0000 -0.006 2,694 -1.0000 1 0.0165 10,127 20.3326 205,908 205,908 -1,332
75 1801.HK @INNOV87 HK 1.0957 5.0000 0.044 20,940 1.0000 -1 -0.0064 -6,500 12.2202 -79,431 79,431 -3,456
78 1952.HK @EVERE39 HK 1.8384 1.0000 0.005 2,544 1.0000 -1 -0.0086 -15,000 7.1959 -107,939 107,939 -508
80 2013.HK @WEIMO2 HK 3.0665 7.0000 0.085 1,259 1.0000 -1 -0.0020 -72,000 0.3482 -25,073 25,073 -2,122
81 6979.HK @ZJLDG1 HK 1.8884 5.0000 0.053 3,749 1.0000 -1 0.0000 -1,600 1.1064 -1,770 1,770 -94
84 0998.HK @CHINA536 HK 0.6376 9.0000 0.136 8,200 1.0000 -1 0.0000 -1,000 0.8609 -861 861 -117
86 5871.TW @CHAIL1 TW 1.0783 8.0000 0.102 5,993 1.0000 -1 0.0000 -800 3.5018 -2,801 2,801 -287
87 5344.T @MARUW3 JP 1.4356 5.0000 0.048 2,346 1.0000 0 0.0000 0 267.0203 0 0 0
91 2158.HK @YIDUT1 HK 2.3441 2.0000 0.019 894 1.0000 -1 0.0000 -1,900 0.8378 -1,592 1,592 -31
92 9348.T @ISPAC2 JP 0.3593 10.0000 -0.203 374 -1.0000 0 -0.0000 0 3.5301 0 0 -0
96 ORG.AX @ORIGI6 AU 0.3492 3.0000 -0.020 13,911 -1.0000 0 0.0000 0 8.0751 0 0 -0
109 0853.HK @MICRO183 HK 2.5543 2.0000 0.019 2,259 1.0000 -1 -0.0070 -45,800 1.9043 -87,219 87,219 -1,660
113 3260.TWO @ADATA1 TW 1.0282 6.0000 0.065 1,914 1.0000 -1 -0.0061 -13,000 5.8745 -76,368 76,368 -4,963
114 1519.TW @FORTU25 TW 1.1179 8.0000 0.102 5,212 1.0000 -1 0.0000 -500 18.1306 -9,065 9,065 -924
118 5880.TW @TWCOO1 TW 0.3673 6.0000 0.058 12,342 1.0000 -1 -0.0245 -388,460 0.7871 -305,749 305,749 -17,621
131 5482.T @AICHI5 JP 0.8477 6.0000 0.070 692 1.0000 -1 -0.0013 -900 17.5721 -15,815 15,815 -1,111
168 2884.TW @ESUNF1 TW 0.4755 4.0000 0.033 17,468 1.0000 -1 0.0000 -660 1.0800 -713 713 -24
170 5991.T @NHKSP2 JP 0.9265 1.0000 0.007 3,371 1.0000 0 0.0000 0 17.1628 0 0 0
172 271560.KS @ORION55 KR 0.5481 1.0000 -0.006 1,830 -1.0000 1 0.0069 1,177 73.4693 86,473 86,473 -538
179 018260.KS @SAMSU530 KR 0.0983 3.0000 -0.023 5,504 -1.0000 1 0.0031 322 118.5608 38,177 38,177 -874
180 066570.KS @LGELE11 KR 0.5428 2.0000 -0.011 5,753 -1.0000 1 0.0038 870 54.3374 47,274 47,274 -519
181 VNT.AX @VENTI5 AU 0.2590 6.0000 -0.072 2,947 -1.0000 1 0.0022 7,931 3.5304 27,999 27,999 -2,005
183 1071.HK @HUADI2 HK 0.6688 9.0000 0.132 735 1.0000 0 0.0000 0 0.5410 0 0 0
185 3939.HK @WANGU1 HK 0.3735 9.0000 0.155 4,834 1.0000 -1 -0.0033 -8,000 5.2016 -41,613 41,613 -6,445
186 1385.HK @SHANG12 HK 2.1864 9.0000 0.153 1,649 1.0000 -1 -0.0009 -2,000 5.8004 -11,601 11,601 -1,780
187 9868.HK @XPENG2 HK 2.3317 9.0000 0.137 17,131 1.0000 -1 -0.0037 -4,000 11.6741 -46,696 46,696 -6,413
190 138040.KS @MERIT202 KR 0.5745 2.0000 -0.011 14,132 -1.0000 1 0.0040 627 80.6526 50,569 50,569 -550
191 9926.HK @AKESO1 HK 1.0918 3.0000 0.022 15,565 1.0000 -1 -0.0054 -4,000 16.8975 -67,590 67,590 -1,464
196 5110.T @SUMIT46 JP 0.9852 1.0000 0.007 2,241 1.0000 -1 -0.0112 -11,700 11.9986 -140,383 140,383 -984
201 4902.T @KONIC6 JP 1.0668 2.0000 0.016 1,820 1.0000 -1 -0.0042 -14,500 3.6199 -52,488 52,488 -850
202 MTS.AX @METCA2 AU 0.2649 6.0000 -0.072 2,736 -1.0000 1 0.0092 46,267 2.4897 115,191 115,191 -8,284
213 6871.T @MICRO72 JP 1.5503 1.0000 -0.003 1,822 -1.0000 0 0.0000 0 45.5186 0 0 -0
215 8366.T @SHIGA1 JP 0.8737 1.0000 0.001 2,215 1.0000 -1 -0.0020 -600 41.7199 -25,032 25,032 -37
218 6988.T @NITTO9 JP 0.8908 3.0000 -0.027 18,502 -1.0000 0 0.0000 0 26.1781 0 0 -0
221 2858.HK @YIXIN1 HK 2.0217 9.0000 0.146 1,101 1.0000 -1 -0.0013 -48,000 0.3380 -16,222 16,222 -2,372
227 2880.TW @HUANA1 TW 0.3887 5.0000 0.056 13,322 1.0000 -1 0.0000 -710 0.9573 -680 680 -38
230 035250.KS @KANGW6 KR 0.1334 3.0000 0.020 1,613 1.0000 0 -0.0000 0 12.7807 0 0 0
231 039490.KS @KIWOO1 KR 0.8380 4.0000 -0.034 4,744 -1.0000 1 0.0000 18 179.9392 3,239 3,239 -109
241 6504.T @FUJIE6 JP 1.2015 2.0000 0.018 10,463 1.0000 0 0.0000 0 70.0789 0 0 0
245 9901.HK @NEWOR8 HK 1.1867 8.0000 0.106 8,192 1.0000 -1 -0.0043 -10,000 5.3635 -53,635 53,635 -5,668
246 2142.HK @HBMHL1 HK 2.0065 6.0000 0.067 1,544 1.0000 -1 -0.0009 -6,000 1.9455 -11,673 11,673 -786
250 5947.T @RINNA1 JP 0.6593 1.0000 0.004 2,850 1.0000 -1 -0.0151 -8,300 22.7658 -188,956 188,956 -758
251 PLUS.PS @LEISU13 PH 0.7583 9.0000 0.144 835 1.0000 0 -0.0000 0 0.4207 0 0 0
253 7733.T @OLYMP17 JP 0.5380 1.0000 0.004 14,015 1.0000 0 0.0000 0 12.3031 0 0 0
254 2276.HK @SHANG389 HK 0.4139 8.0000 0.108 2,028 1.0000 -1 -0.0017 -4,000 5.2813 -21,125 21,125 -2,288
257 3774.T @INTER396 JP 0.1580 2.0000 -0.013 2,569 -1.0000 1 0.0016 1,200 17.0776 20,493 20,493 -263
265 006360.KS @LGCON1 KR 0.5034 7.0000 -0.091 1,122 -1.0000 0 -0.0000 0 13.1078 0 0 -0
270 2883.HK @CHINA258 HK 1.1030 8.0000 0.101 1,587 1.0000 -1 -0.0073 -104,000 0.8764 -91,141 91,141 -9,192
271 1138.HK @CHINA282 HK 1.3277 8.0000 0.111 1,439 1.0000 -1 -0.0057 -64,000 1.1102 -71,054 71,054 -7,891
279 2423.HK @KEHOL3 HK 2.0487 9.0000 0.150 13,928 1.0000 -1 -0.0139 -28,000 6.2013 -173,637 173,637 -26,011
280 9959.HK @LINKL1 HK 2.9079 2.0000 0.019 619 1.0000 0 -0.0000 0 0.4497 0 0 0
290 PDN.AX @PALAD13 AU 1.3045 10.0000 -0.295 2,447 -1.0000 0 0.0000 0 5.9147 0 0 -0
291 3896.HK @KINGS113 HK 2.8296 9.0000 0.135 2,503 1.0000 -1 -0.0011 -14,000 0.9689 -13,564 13,564 -1,836
294 6787.T @MEIKO2 JP 1.7502 5.0000 0.046 1,740 1.0000 0 0.0000 0 64.9049 0 0 0
301 1302.HK @LIFET16 HK 1.5401 2.0000 0.017 1,274 1.0000 -1 0.0000 -36,000 0.2750 -9,900 9,900 -170
302 8411.T @MIZUH6 JP 1.1204 6.0000 0.060 79,416 1.0000 0 0.0000 0 31.8957 0 0 0
303 IFT.NZ @INFRA14 NZ 0.3054 9.0000 -0.139 7,024 -1.0000 0 -0.0000 0 7.1708 0 0 -0
304 2670.T @ABCMA1 JP 0.2266 4.0000 0.039 2,149 1.0000 -1 -0.0011 -800 17.3560 -13,885 13,885 -543
305 8267.T @AEONC8 JP 0.0703 2.0000 -0.017 33,252 -1.0000 1 0.0000 500 11.9462 5,973 5,973 -104
306 8219.T @AOYAM1 JP 0.1387 1.0000 0.003 694 1.0000 0 0.0000 0 14.9786 0 0 0
307 7936.T @ASICS5 JP 0.8933 6.0000 0.063 18,693 1.0000 0 0.0000 0 25.4511 0 0 0
309 APA.AX @AUSTP9 AU 0.0325 5.0000 -0.057 7,805 -1.0000 1 0.0000 338 5.9345 2,006 2,006 -113
310 8331.T @CHIBA1 JP 1.2618 3.0000 0.020 8,027 1.0000 -1 0.0000 -900 9.9650 -8,968 8,968 -183
311 CBA.AX @CMNWL6 AU 0.0891 5.0000 -0.054 184,414 -1.0000 0 0.0000 0 110.1992 0 0 -0
320 6301.T @KOMAT8 JP 1.0375 6.0000 0.061 33,701 1.0000 0 0.0000 0 35.4390 0 0 0
322 7211.T @MITSU97 JP 0.7803 2.0000 0.014 2,113 1.0000 -1 -0.0020 -9,500 2.6309 -24,994 24,994 -359
323 NAB.AX @NATLA14 AU 0.1971 4.0000 -0.034 88,305 -1.0000 0 0.0000 0 28.8292 0 0 -0
324 2871.T @NICHI31 JP 0.0093 3.0000 -0.026 2,946 -1.0000 1 0.0000 300 11.4648 3,439 3,439 -89
327 4578.T @OTSUK7 JP 0.4641 1.0000 0.008 26,921 1.0000 0 0.0000 0 55.0873 0 0 0
329 7453.T @RYOHI2 JP 0.4252 1.0000 0.002 10,030 1.0000 -1 0.0000 -500 17.8603 -8,930 8,930 -14
330 8136.T @SANRI4 JP 0.7175 2.0000 0.011 11,936 1.0000 0 0.0000 0 50.7974 0 0 0
333 3092.T @START24 JP 0.3523 4.0000 0.035 3,908 1.0000 0 0.0000 0 8.9400 0 0 0
335 TLS.AX @TELST3 AU -0.0508 1.0000 -0.005 36,034 -1.0000 1 0.0062 24,317 3.1747 77,199 77,199 -375
346 9626.HK @BILIB6 HK 2.5812 5.0000 0.048 8,785 1.0000 0 0.0000 0 30.3256 0 0 0
348 0285.HK @BYDEL1 HK 2.3017 9.0000 0.131 4,276 1.0000 -1 -0.0027 -6,000 5.5820 -33,492 33,492 -4,391
353 6098.HK @COUNT118 HK 1.8982 9.0000 0.150 2,200 1.0000 -1 0.0000 -2,000 0.8224 -1,645 1,645 -247
358 2616.HK @CSTON1 HK 2.5398 5.0000 -0.045 1,167 -1.0000 0 0.0000 0 0.9882 0 0 -0
359 6622.T @DAIHE1 JP 1.2178 6.0000 -0.058 1,471 -1.0000 0 0.0000 0 62.0886 0 0 -0
367 7270.T @FUJIH3 JP 0.8932 6.0000 0.069 11,841 1.0000 -1 0.0000 -100 20.4473 -2,045 2,045 -141
368 5803.T @FUJIK9 JP 1.7006 3.0000 -0.024 32,525 -1.0000 0 0.0000 0 109.9322 0 0 -0
372 9449.T @GLOBA80 JP 0.7266 4.0000 0.032 1,660 1.0000 -1 0.0000 -200 22.8772 -4,575 4,575 -144
379 DNL.AX @INCIT3 AU 0.5548 2.0000 -0.013 3,855 -1.0000 1 0.0000 4,131 2.1472 8,870 8,870 -111
382 7012.T @KAWAS12 JP 1.7409 5.0000 0.057 11,119 1.0000 0 0.0000 0 66.2148 0 0 0
398 2327.T @NSSOL1 JP 0.4290 1.0000 0.001 1,601 1.0000 -1 -0.0013 -700 23.6434 -16,550 16,550 -19
403 4661.T @ORIEN41 JP 0.2867 1.0000 -0.003 31,609 -1.0000 1 0.0000 100 23.0998 2,310 2,310 -6
406 1515.HK @PHOEN417 HK 1.4576 2.0000 0.013 366 1.0000 -1 -0.0019 -52,000 0.4485 -23,320 23,320 -293
409 4592.T @SANBI3 JP 1.0541 9.0000 -0.127 1,816 -1.0000 0 0.0000 0 25.2153 0 0 -0
423 6762.T @TDKCO10 JP 1.2017 1.0000 0.010 29,046 1.0000 -1 0.0000 -500 14.9425 -7,471 7,471 -71
425 9533.T @TOHOG1 JP 0.1466 1.0000 -0.001 2,895 -1.0000 1 0.0000 100 29.4790 2,948 2,948 -3
430 9005.T @TOKYU17 JP 0.1863 1.0000 -0.006 7,082 -1.0000 1 0.0047 5,200 11.3338 58,936 58,936 -352
433 5901.T @TOYOS7 JP 0.4956 1.0000 -0.004 2,869 -1.0000 0 0.0000 0 21.7114 0 0 -0
437 0881.HK @ZHONG36 HK 2.3989 9.0000 0.120 1,358 1.0000 -1 0.0000 -2,000 1.8504 -3,701 3,701 -442
442 600176.SH @CHINA130 CN 0.9931 1.0000 0.002 5,165 1.0000 -1 0.0000 -79 2.3892 -189 189 -0
466 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,589 NaN 1 -0.0000 85 19.2147 1,633 1,633 nan
480 300379.ZK @BEIJI135 CN 1.5826 NaN nan 166 NaN -1 -0.0000 -89 0.2978 -27 27 nan
491 688208.SH @AUTEL3 CN 2.2496 2.0000 0.012 3,725 1.0000 -1 0.0000 -58 5.5579 -322 322 -4
492 688169.SH @BEIJI316 CN 1.4726 1.0000 0.005 7,381 1.0000 -1 0.0000 -38 28.4849 -1,082 1,082 -5
501 000100.ZK @TCLCO2 CN 1.2815 5.0000 -0.045 13,177 -1.0000 1 0.0000 80 0.6335 51 51 -2
503 688222.SH @HITGE1 CN 2.0690 4.0000 -0.034 1,020 -1.0000 1 0.0000 36 3.4384 124 124 -4
508 688599.SH @TRINA7 CN 1.7948 7.0000 -0.086 4,006 -1.0000 1 0.0000 89 2.5886 230 230 -20
509 603355.SH @KINGC7 CN 1.4974 1.0000 0.008 674 1.0000 -1 0.0000 -13 3.1744 -41 41 -0
510 300532.ZK @NEWTR5 CN 1.8685 3.0000 -0.031 871 -1.0000 1 0.0000 56 1.9215 108 108 -3
511 688106.SH @SUZHO69 CN 1.4983 7.0000 -0.073 1,447 -1.0000 1 0.0000 48 3.0030 144 144 -11
512 600248.SH @YANGL1 CN 0.8861 3.0000 0.021 671 1.0000 -1 0.0000 -64 0.5436 -35 35 -1
515 000538.ZK @YUNNA10 CN 0.5527 4.0000 0.041 5,892 1.0000 -1 0.0000 -80 8.0539 -644 644 -26
516 300750.ZK @CONTE31 CN 1.4962 6.0000 0.058 195,310 1.0000 -1 0.0000 -38 57.5724 -2,188 2,188 -128
518 600406.SH @NARIT1 CN 0.2112 2.0000 -0.011 11,342 -1.0000 1 0.0000 62 3.2839 204 204 -2
521 601229.SH @BANKO594 CN 0.1710 2.0000 -0.020 12,696 -1.0000 1 0.0000 16 1.2585 20 20 -0
526 603233.SH @DASHE1 CN 0.8570 1.0000 0.002 2,657 1.0000 -1 0.0000 -80 2.3330 -187 187 -0
528 601169.SH @BANKO53 CN 0.3224 3.0000 0.028 13,296 1.0000 -1 0.0000 -34 0.7669 -26 26 -1
536 688660.SH @SHANG360 CN 2.4087 4.0000 0.039 1,575 1.0000 -1 0.0000 -91 3.0297 -276 276 -11
544 002821.ZK @ASYMC1 CN 1.8133 3.0000 0.023 3,450 1.0000 -1 0.0000 -63 15.9392 -1,004 1,004 -23
549 601579.SH @KUAIJ1 CN 0.4901 2.0000 -0.018 557 -1.0000 1 0.0000 95 2.8316 269 269 -5
553 603659.SH @PUTAI1 CN 1.6755 4.0000 0.038 7,391 1.0000 -1 0.0000 -26 4.3247 -112 112 -4
556 002595.ZK @SHAND94 CN 0.6249 5.0000 0.054 6,594 1.0000 -1 0.0000 -95 8.2421 -783 783 -42
557 002379.ZK @SHAND79 CN 1.3753 1.0000 0.001 2,151 1.0000 -1 -0.0026 -13,400 2.4580 -32,937 32,937 -23
562 002053.ZK @YUNNA17 CN 0.9474 2.0000 -0.012 442 -1.0000 1 0.0011 7,900 1.7796 14,059 14,059 -164
567 600346.SH @DALIA15 CN 0.9274 2.0000 0.010 6,552 1.0000 -1 0.0000 -86 2.4496 -211 211 -2
574 600125.SH @DALIA3 CN 0.7391 5.0000 0.043 806 1.0000 -1 0.0000 -68 0.8821 -60 60 -3
586 300015.ZK @AIERE1 CN 1.8035 6.0000 -0.061 11,040 -1.0000 1 0.0000 17 1.7937 30 30 -2
587 000792.ZK @QINGH1 CN 1.0824 1.0000 -0.008 11,493 -1.0000 1 0.0059 23,374 3.1477 73,574 73,574 -572
606 600141.SH @HUBEI6 CN 1.3131 1.0000 0.006 2,955 1.0000 -1 0.0000 -47 4.1857 -197 197 -1
696 601127.SH @CHONG70 CN 0.9645 8.0000 0.111 20,189 1.0000 0 0.0000 0 22.4733 0 0 0
697 603083.SH @CIGSH1 CN 2.3189 2.0000 0.010 3,810 1.0000 0 0.0000 0 16.1555 0 0 0
738 SAWAD_n.BK @SRISA3 TH 0.4027 4.0000 0.038 1,534 1.0000 -1 -0.0012 -16,550 0.9231 -15,277 15,277 -573
744 GULF_n.BK @GULFD3 TH NaN NaN nan 13,729 NaN -1 -0.0000 -13 1.3923 -18 18 nan
746 KCE_n.BK @KCEEL3 TH 0.8418 1.0000 -0.002 946 -1.0000 1 0.0108 168,400 0.8000 134,720 134,720 -202
753 KBANK_n.BK @KASIK3 TH 0.1743 6.0000 0.058 11,280 1.0000 0 0.0000 0 5.1231 0 0 0
754 PTT_n.BK @PTTPU1 TH 0.2786 4.0000 0.041 28,124 1.0000 -1 -0.0014 -17,200 0.9846 -16,935 16,935 -700