total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -177,421 4,006,955 126 42,464,069 -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 10.0000 0.174 5,304 1.0000 -1 0.0000 -1,000 3.4059 -3,406 3,406 -591
10 1519.HK @JTGLO1 HK 1.3996 1.0000 0.002 9,812 1.0000 -1 -0.0021 -16,600 1.3299 -22,077 22,077 -45
17 9896.HK @MINIS7 HK 1.8695 5.0000 0.044 7,055 1.0000 -1 -0.0015 -2,800 5.7005 -15,961 15,961 -700
31 6285.TW @WISTR2 TW 0.9808 2.0000 0.016 1,523 1.0000 -1 -0.0105 -28,000 3.9338 -110,146 110,146 -1,737
35 2057.HK @ZTOEX4 HK 1.1569 9.0000 0.143 8,474 1.0000 -1 0.0000 -650 18.8816 -12,273 12,273 -1,755
41 6890.T @FERRO28 JP 1.6129 2.0000 0.011 1,315 1.0000 -1 -0.0080 -3,000 27.9047 -83,714 83,714 -908
42 9888.HK @BAIDU10 HK 1.6024 10.0000 0.216 34,552 1.0000 -1 0.0000 -1,850 15.1516 -28,030 28,030 -6,063
43 9988.HK @ALIBA15 HK 1.7294 8.0000 0.110 395,772 1.0000 -1 0.0000 -1,200 20.7338 -24,881 24,881 -2,736
51 1415.HK @COWEL7 HK 2.3480 9.0000 0.147 1,111 1.0000 -1 -0.0081 -20,000 4.2677 -85,353 85,353 -12,513
52 2367.HK @GIANT18 HK 1.4602 10.0000 0.244 5,760 1.0000 -1 0.0000 -400 5.3790 -2,152 2,152 -526
57 2400.HK @XDINC1 HK 1.6727 10.0000 0.199 4,532 1.0000 -1 0.0000 -600 9.1579 -5,495 5,495 -1,095
58 0763.HK @ZTECO2 HK 2.1640 7.0000 0.084 4,180 1.0000 -1 0.0000 -1,600 5.5333 -8,853 8,853 -744
63 NWL.AX @NETWE1 AU 0.6278 4.0000 -0.032 2,839 -1.0000 1 0.0042 2,073 21.4276 44,419 44,419 -1,410
71 1801.HK @INNOV87 HK 1.0957 2.0000 0.019 19,560 1.0000 -1 -0.0049 -4,500 11.4152 -51,368 51,368 -978
76 2013.HK @WEIMO2 HK 3.0665 4.0000 0.042 1,135 1.0000 -1 -0.0022 -72,000 0.3138 -22,596 22,596 -949
77 6979.HK @ZJLDG1 HK 1.8884 3.0000 0.025 4,032 1.0000 -1 0.0000 -1,600 1.1897 -1,904 1,904 -48
78 2252.HK @SHANG384 HK 2.9121 1.0000 0.004 1,411 1.0000 -1 -0.0076 -22,000 3.6246 -79,740 79,740 -321
80 0998.HK @CHINA536 HK 0.6376 6.0000 0.064 8,931 1.0000 -1 0.0000 -1,000 0.9377 -938 938 -60
82 5871.TW @CHAIL1 TW 1.0783 6.0000 0.063 5,922 1.0000 -1 0.0000 -800 3.4604 -2,768 2,768 -174
86 2158.HK @YIDUT1 HK 2.3441 2.0000 0.014 804 1.0000 -1 0.0000 -7,800 0.7550 -5,889 5,889 -81
88 0836.HK @CHINA276 HK 0.5669 2.0000 0.020 4,663 1.0000 -1 -0.0257 -114,000 2.3705 -270,236 270,236 -5,303
89 1605.TW @WALSI4 TW 1.2054 1.0000 0.004 3,584 1.0000 -1 0.0000 -145 0.9745 -141 141 -1
99 0853.HK @MICRO183 HK 2.5543 6.0000 0.070 1,982 1.0000 -1 -0.0051 -31,800 1.6708 -53,131 53,131 -3,710
102 1519.TW @FORTU25 TW 1.1179 2.0000 0.013 5,583 1.0000 -1 0.0000 -500 19.4241 -9,712 9,712 -130
106 5880.TW @TWCOO1 TW 0.3673 6.0000 0.056 12,337 1.0000 -1 -0.0192 -256,460 0.7868 -201,772 201,772 -11,388
118 5482.T @AICHI5 JP 0.8477 6.0000 0.060 682 1.0000 -1 -0.0013 -800 17.3254 -13,860 13,860 -827
140 BDO.PS @BCODE64 PH 0.0660 2.0000 -0.013 6,035 -1.0000 1 0.0092 40,219 2.4077 96,834 96,834 -1,257
152 2884.TW @ESUNF1 TW 0.4755 9.0000 0.136 17,108 1.0000 -1 0.0000 -660 1.0577 -698 698 -95
155 271560.KS @ORION55 KR 0.5481 3.0000 -0.029 1,779 -1.0000 1 0.0080 1,177 71.4140 84,054 84,054 -2,466
158 058470.KQ @LEENO1 KR 0.7559 3.0000 -0.030 3,094 -1.0000 1 0.0193 4,990 40.5969 202,579 202,579 -6,121
160 028050.KS @SAMSU34 KR 0.4681 1.0000 -0.000 3,161 -1.0000 1 0.0079 4,174 19.9115 83,111 83,111 -2
161 005930.KS @SAMSU48 KR 0.6061 6.0000 -0.069 386,572 -1.0000 1 0.0060 912 68.7404 62,691 62,691 -4,347
162 018260.KS @SAMSU530 KR 0.0983 6.0000 -0.058 5,475 -1.0000 1 0.0036 322 117.9210 37,971 37,971 -2,194
163 066570.KS @LGELE11 KR 0.5428 8.0000 -0.107 6,250 -1.0000 1 0.0047 834 59.0309 49,232 49,232 -5,250
166 3939.HK @WANGU1 HK 0.3735 9.0000 0.164 4,327 1.0000 -1 -0.0018 -4,000 4.6561 -18,624 18,624 -3,049
167 1385.HK @SHANG12 HK 2.1864 8.0000 0.122 1,529 1.0000 -1 -0.0010 -2,000 5.3764 -10,753 10,753 -1,311
168 9868.HK @XPENG2 HK 2.3317 10.0000 0.174 15,628 1.0000 -1 -0.0020 -2,000 10.6499 -21,300 21,300 -3,705
171 138040.KS @MERIT202 KR 0.5745 4.0000 -0.034 14,017 -1.0000 1 0.0048 627 79.9977 50,159 50,159 -1,719
176 5110.T @SUMIT46 JP 0.9852 1.0000 0.009 2,195 1.0000 -1 -0.0094 -8,400 11.7544 -98,737 98,737 -882
180 4902.T @KONIC6 JP 1.0668 2.0000 0.019 1,760 1.0000 -1 0.0000 -2,600 3.5022 -9,106 9,106 -176
190 3086.T @JFRON1 JP 0.5936 1.0000 0.002 4,218 1.0000 -1 -0.0040 -2,700 15.5909 -42,095 42,095 -90
191 8233.T @TAKAS8 JP 0.5933 1.0000 0.004 3,419 1.0000 -1 -0.0039 -3,800 10.8342 -41,170 41,170 -146
194 SEAT.SI @SEMBC4 SG 1.0852 2.0000 0.017 5,501 1.0000 -1 -0.0042 -27,200 1.6123 -43,856 43,856 -758
195 2801.TW @CHANG17 TW 0.3166 2.0000 0.014 7,209 1.0000 -1 -0.0044 -69,650 0.6660 -46,385 46,385 -639
197 2858.HK @YIXIN1 HK 2.0217 7.0000 0.091 1,089 1.0000 -1 -0.0015 -48,000 0.3344 -16,052 16,052 -1,467
203 2880.TW @HUANA1 TW 0.3887 5.0000 0.053 13,539 1.0000 -1 0.0000 -710 0.9728 -691 691 -37
204 005290.KQ @DONGJ1 KR 1.1860 2.0000 -0.010 1,090 -1.0000 1 0.0020 672 31.1689 20,945 20,945 -208
206 039490.KS @KIWOO1 KR 0.8380 6.0000 -0.072 4,734 -1.0000 1 0.0000 11 179.4145 1,974 1,974 -143
207 032640.KS @LGTEL1 KR 0.1658 4.0000 -0.031 2,852 -1.0000 1 0.0000 371 10.7015 3,970 3,970 -125
208 251270.KS @NETMA8 KR 0.5393 6.0000 -0.062 1,973 -1.0000 1 0.0081 2,176 38.9083 84,664 84,664 -5,258
213 2628.HK @CHINA280 HK 1.9607 9.0000 0.132 21,450 1.0000 0 0.0000 0 3.1332 0 0 0
215 042670.KS @DAEWO5 KR 0.9038 2.0000 -0.014 1,289 -1.0000 1 0.0000 490 10.5045 5,147 5,147 -71
218 2142.HK @HBMHL1 HK 2.0065 7.0000 0.076 1,371 1.0000 -1 -0.0010 -6,000 1.7287 -10,372 10,372 -791
221 2702.T @MCDON11 JP 0.1897 1.0000 0.005 3,553 1.0000 0 0.0000 0 41.1122 0 0 0
222 5947.T @RINNA1 JP 0.6593 1.0000 0.008 2,815 1.0000 -1 -0.0197 -9,200 22.4892 -206,901 206,901 -1,569
224 2276.HK @SHANG389 HK 0.4139 8.0000 0.098 1,943 1.0000 -1 -0.0010 -2,000 5.0600 -10,120 10,120 -991
225 UOBH.SI @UTDOS11 SG 0.5067 3.0000 0.023 41,014 1.0000 -1 -0.0178 -7,000 26.6769 -186,739 186,739 -4,297
227 3774.T @INTER396 JP 0.1580 2.0000 -0.016 2,647 -1.0000 1 0.0000 500 17.5968 8,798 8,798 -137
237 2883.HK @CHINA258 HK 1.1030 8.0000 0.107 1,586 1.0000 -1 -0.0087 -104,000 0.8759 -91,095 91,095 -9,785
238 1138.HK @CHINA282 HK 1.3277 7.0000 0.094 1,604 1.0000 -1 -0.0057 -48,000 1.2373 -59,392 59,392 -5,611
243 2423.HK @KEHOL3 HK 2.0487 8.0000 0.097 13,867 1.0000 -1 -0.0165 -28,000 6.1738 -172,867 172,867 -16,821
246 033500.KQ @FINET1 KR 0.1966 3.0000 -0.021 392 -1.0000 1 0.0016 813 21.0724 17,132 17,132 -360
253 3896.HK @KINGS113 HK 2.8296 7.0000 0.085 2,256 1.0000 -1 -0.0012 -14,000 0.8733 -12,227 12,227 -1,034
254 2881.TW @FUBON8 TW 0.6606 7.0000 0.093 34,493 1.0000 -1 -0.0217 -77,850 2.9316 -228,223 228,223 -21,213
261 1302.HK @LIFET16 HK 1.5401 4.0000 0.037 1,251 1.0000 -1 0.0000 -36,000 0.2701 -9,724 9,724 -360
263 3350.T @DAIKI6 JP 0.7021 1.0000 0.009 3,252 1.0000 -1 0.0000 -800 2.8467 -2,277 2,277 -20
265 DOW.AX @DOWNE2 AU 0.4353 1.0000 -0.004 3,293 -1.0000 1 0.0010 2,045 4.9238 10,069 10,069 -44
268 7211.T @MITSU97 JP 0.7803 2.0000 0.010 2,039 1.0000 -1 -0.0013 -5,500 2.5382 -13,960 13,960 -139
269 2871.T @NICHI31 JP 0.0093 3.0000 -0.021 2,973 -1.0000 1 0.0000 300 11.5690 3,471 3,471 -72
276 TLS.AX @TELST3 AU -0.0508 4.0000 -0.033 35,780 -1.0000 1 0.0075 24,981 3.1523 78,747 78,747 -2,559
285 0285.HK @BYDEL1 HK 2.3017 8.0000 0.122 4,048 1.0000 -1 -0.0030 -6,000 5.2838 -31,703 31,703 -3,865
289 6098.HK @COUNT118 HK 1.8982 10.0000 0.167 2,150 1.0000 -1 0.0000 -2,000 0.8039 -1,608 1,608 -269
294 DBSM.SI @DBSGR2 SG 0.6941 3.0000 0.030 114,966 1.0000 -1 -0.0096 -2,500 40.5091 -101,273 101,273 -3,028
295 6361.T @EBARA3 JP 1.5796 5.0000 0.051 11,872 1.0000 0 0.0000 0 25.6869 0 0 0
296 6954.T @FANUC2 JP 1.3670 6.0000 0.073 29,442 1.0000 0 0.0000 0 29.9702 0 0 0
300 9449.T @GLOBA80 JP 0.7266 3.0000 0.026 1,640 1.0000 -1 0.0000 -100 22.6084 -2,261 2,261 -59
305 8377.T @HOKUG1 JP 1.2572 2.0000 0.014 2,948 1.0000 -1 0.0000 -100 23.8795 -2,388 2,388 -34
313 6479.T @MINEB3 JP 1.1777 2.0000 0.011 8,188 1.0000 0 0.0000 0 19.1725 0 0 0
325 5929.T @SANWA12 JP 0.8913 1.0000 0.003 6,038 1.0000 -1 0.0000 -200 27.0771 -5,415 5,415 -18
328 6273.T @SMCCO2 JP 0.9431 2.0000 0.013 19,268 1.0000 -1 -0.0065 -200 338.9606 -67,792 67,792 -900
329 8473.T @SOFTB11 JP 1.0814 5.0000 0.046 13,601 1.0000 0 0.0000 0 44.7666 0 0 0
342 9005.T @TOKYU17 JP 0.1863 3.0000 -0.028 7,111 -1.0000 1 0.0017 1,600 11.3803 18,209 18,209 -509
346 0881.HK @ZHONG36 HK 2.3989 7.0000 0.080 1,264 1.0000 -1 0.0000 -2,000 1.7222 -3,444 3,444 -275
353 6505.TW @FORMO17 TW 0.8461 1.0000 0.003 2,401 1.0000 -1 -0.0017 -13,000 1.4005 -18,206 18,206 -49
366 7012.T @KAWAS12 JP 1.7409 5.0000 0.049 10,971 1.0000 -1 -0.0056 -900 65.3360 -58,802 58,802 -2,871
367 5406.T @KOBES3 JP 0.7936 3.0000 0.026 4,568 1.0000 -1 0.0000 -200 11.5260 -2,305 2,305 -59
373 1164.HK @VITAL12 HK 1.0674 4.0000 0.037 1,618 1.0000 -1 0.0000 -5,000 0.4952 -2,476 2,476 -92
374 CBA.AX @CMNWL6 AU 0.0891 1.0000 -0.001 183,215 -1.0000 1 0.0074 713 109.4828 78,061 78,061 -58
377 2603.TW @EVERG16 TW 0.6878 5.0000 0.056 13,111 1.0000 -1 -0.0023 -4,000 6.0558 -24,223 24,223 -1,349
381 1605.T @INPEX3 JP 0.8895 9.0000 0.133 17,481 1.0000 0 0.0000 0 17.7987 0 0 0
389 055550.KS @SHINH4 KR 0.4986 2.0000 -0.020 23,592 -1.0000 1 0.0000 59 51.1507 3,018 3,018 -60
392 8316.T @SUMIT21 JP 1.0666 6.0000 0.056 103,496 1.0000 0 0.0000 0 26.6402 0 0 0
412 2670.T @ABCMA1 JP 0.2266 1.0000 0.007 2,188 1.0000 0 0.0000 0 17.6696 0 0 0
413 2345.TW @ACCTO2 TW 1.0382 10.0000 0.233 16,853 1.0000 0 0.0000 0 32.6456 0 0 0
415 6367.T @DAIKI4 JP 0.7971 1.0000 0.001 34,570 1.0000 0 0.0000 0 117.9411 0 0 0
416 6865.HK @FLATG7 HK 1.9092 9.0000 0.145 623 1.0000 0 0.0000 0 1.4856 0 0 0
421 9866.HK @NIOIN7 HK 2.1651 10.0000 0.186 9,584 1.0000 0 0.0000 0 6.3385 0 0 0
424 0700.HK @TENCE1 HK 1.2863 10.0000 0.238 562,071 1.0000 0 0.0000 0 79.7453 0 0 0
426 8035.T @TOKYO54 JP 1.2960 5.0000 -0.046 94,451 -1.0000 0 0.0000 0 200.2648 0 0 -0
427 5901.T @TOYOS7 JP 0.4956 1.0000 -0.003 2,952 -1.0000 0 0.0000 0 22.3370 0 0 -0
434 600176.SH @CHINA130 CN 0.9931 3.0000 0.022 4,802 1.0000 -1 0.0000 -79 2.2212 -175 175 -4
448 600570.SH @HANGZ8 CN 1.9115 2.0000 0.016 6,755 1.0000 -1 0.0000 -80 4.5126 -361 361 -6
457 603866.SH @SHENY21 CN 1.2660 1.0000 -0.001 1,226 -1.0000 1 0.0000 76 0.7661 58 58 -0
458 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,583 NaN 1 0.0000 85 19.1464 1,627 1,627 nan
462 601233.SH @TONGK14 CN 1.4756 1.0000 0.008 2,913 1.0000 -1 0.0000 -95 1.8929 -180 180 -1
466 688772.SH @ZHUHA19 CN 2.1002 2.0000 -0.013 3,023 -1.0000 1 0.0000 68 3.2568 221 221 -3
470 300379.ZK @BEIJI135 CN 1.5826 NaN nan 186 NaN -1 -0.0000 -89 0.3326 -30 30 nan
478 605499.SH @EASTR12 CN 0.3341 4.0000 0.042 20,650 1.0000 -1 0.0000 -30 41.8008 -1,254 1,254 -53
481 688208.SH @AUTEL3 CN 2.2496 2.0000 0.013 3,557 1.0000 -1 0.0000 -58 5.3068 -308 308 -4
482 688169.SH @BEIJI316 CN 1.4726 3.0000 0.027 6,508 1.0000 -1 0.0000 -38 25.1170 -954 954 -25
485 603799.SH @ZHEJI183 CN 1.7430 7.0000 0.092 14,479 1.0000 -1 0.0000 -61 9.0758 -554 554 -51
487 300347.ZK @HANGZ25 CN 1.6411 2.0000 -0.016 5,642 -1.0000 1 0.0000 35 7.6459 268 268 -4
493 688222.SH @HITGE1 CN 2.0690 5.0000 -0.043 951 -1.0000 1 0.0000 36 3.2077 115 115 -5
497 688041.SH @HYGON1 CN 1.4294 5.0000 0.047 31,918 1.0000 -1 0.0000 -61 32.6956 -1,994 1,994 -94
498 688599.SH @TRINA7 CN 1.7948 7.0000 -0.082 4,217 -1.0000 1 0.0000 89 2.7250 243 243 -20
499 603355.SH @KINGC7 CN 1.4974 2.0000 0.015 655 1.0000 -1 0.0000 -13 3.0884 -40 40 -1
500 300532.ZK @NEWTR5 CN 1.8685 4.0000 -0.031 812 -1.0000 1 0.0000 56 1.7905 100 100 -3
501 688106.SH @SUZHO69 CN 1.4983 4.0000 -0.041 1,398 -1.0000 1 0.0000 48 2.9004 139 139 -6
502 600248.SH @YANGL1 CN 0.8861 2.0000 0.016 675 1.0000 -1 0.0000 -64 0.5472 -35 35 -1
505 000538.ZK @YUNNA10 CN 0.5527 5.0000 0.043 5,924 1.0000 -1 0.0000 -80 8.0978 -648 648 -28
508 600406.SH @NARIT1 CN 0.2112 1.0000 -0.002 11,583 -1.0000 1 0.0000 62 3.3536 208 208 -0
527 601319.SH @THEPE2 CN 0.9359 6.0000 -0.066 42,587 -1.0000 1 0.0000 7 1.1997 8 8 -1
534 002821.ZK @ASYMC1 CN 1.8133 4.0000 0.040 3,203 1.0000 -1 0.0000 -63 14.7952 -932 932 -37
539 601579.SH @KUAIJ1 CN 0.4901 7.0000 -0.091 685 -1.0000 1 0.0000 95 3.4869 331 331 -30
543 603659.SH @PUTAI1 CN 1.6755 8.0000 0.097 6,456 1.0000 -1 0.0000 -26 3.7774 -98 98 -10
546 002595.ZK @SHAND94 CN 0.6249 2.0000 0.015 6,349 1.0000 -1 0.0000 -95 7.9364 -754 754 -11
553 603357.SH @ANHUI116 CN 0.9922 2.0000 -0.010 351 -1.0000 1 0.0000 80 1.1815 95 95 -1
554 601005.SH @CHONG37 CN 1.2491 1.0000 0.007 1,233 1.0000 -1 0.0000 -96 0.2119 -20 20 -0
555 600346.SH @DALIA15 CN 0.9274 6.0000 0.065 6,276 1.0000 -1 0.0000 -86 2.3461 -202 202 -13
562 600125.SH @DALIA3 CN 0.7391 3.0000 0.025 804 1.0000 -1 0.0000 -68 0.8798 -60 60 -1
574 300015.ZK @AIERE1 CN 1.8035 1.0000 -0.002 10,813 -1.0000 1 0.0000 17 1.7568 30 30 -0
587 688122.SH @WESTE190 CN 1.3924 1.0000 0.007 4,355 1.0000 -1 0.0000 -89 10.0047 -890 890 -6
592 600141.SH @HUBEI6 CN 1.3131 6.0000 0.065 2,703 1.0000 -1 0.0000 -47 3.8279 -180 180 -12
605 002371.ZK @BEIJI84 CN 0.8734 5.0000 0.054 23,785 1.0000 -1 0.0000 -50 57.6274 -2,881 2,881 -157
609 300953.ZK @NINGB87 CN 2.2137 3.0000 0.030 4,178 1.0000 0 0.0000 0 24.0842 0 0 0
610 600016.SH @CHINA214 CN 0.5063 3.0000 -0.021 17,980 -1.0000 1 0.0000 80 0.5697 46 46 -1
618 600361.SH @BEIJI41 CN 1.6355 1.0000 0.001 1,306 1.0000 -1 -0.0052 -92,600 0.5893 -54,573 54,573 -50
629 688012.SH @ADVAN315 CN 1.3181 2.0000 0.017 17,358 1.0000 -1 0.0000 -56 38.5034 -2,156 2,156 -36
668 000725.ZK @BOETE2 CN 1.0751 2.0000 0.014 18,710 1.0000 0 0.0000 0 0.5725 0 0 0
684 601727.SH @SHANG84 CN 1.4490 5.0000 0.055 7,509 1.0000 0 0.0000 0 1.3527 0 0 0
690 300274.ZK @SUNGR5 CN 1.6388 3.0000 -0.022 47,418 -1.0000 0 0.0000 0 22.8719 0 0 -0
716 002475.ZK @SHENZ71 CN 1.7279 7.0000 0.076 37,503 1.0000 0 0.0000 0 8.3068 0 0 0
730 601138.SH @FOXCO3 CN 2.0349 8.0000 0.109 40,754 1.0000 0 0.0000 0 8.9228 0 0 0
733 603259.SH @WUXIA4 CN 1.7453 8.0000 0.109 32,968 1.0000 0 0.0000 0 14.1806 0 0 0
751 SAWAD_n.BK @SRISA3 TH 0.4027 4.0000 0.037 1,531 1.0000 -1 0.0000 -50 0.9217 -46 46 -2
756 GULF_n.BK @GULFD3 TH NaN NaN nan 13,707 NaN -1 -0.0000 -13 1.3902 -18 18 nan
758 KCE_n.BK @KCEEL3 TH 0.8418 2.0000 -0.010 944 -1.0000 1 0.0042 55,200 0.7988 44,092 44,092 -436
766 BBL_n.BK @BANGK27 TH 0.2356 2.0000 0.017 8,972 1.0000 -1 -0.0025 -5,600 4.7005 -26,323 26,323 -455
767 KBANK_n.BK @KASIK3 TH 0.1743 1.0000 0.009 11,567 1.0000 -1 -0.0026 -5,100 5.2535 -26,793 26,793 -249