total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -190,922 3,561,257 120 42,299,245 -0.005

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 0.153 5,348 1.0000 -1 0.0000 -1,000 3.4346 -3,435 3,435 -525
10 1519.HK @JTGLO1 HK 1.3996 3.0000 0.024 9,678 1.0000 -1 -0.0021 -16,600 1.3118 -21,776 21,776 -522
17 9896.HK @MINIS7 HK 1.8695 7.0000 0.079 6,832 1.0000 -1 -0.0015 -2,800 5.5202 -15,456 15,456 -1,226
31 6285.TW @WISTR2 TW 0.9808 3.0000 0.026 1,473 1.0000 -1 -0.0101 -28,000 3.8026 -106,473 106,473 -2,743
34 1171.HK @YANZH2 HK 0.9787 2.0000 0.012 4,678 1.0000 -1 -0.0258 -184,000 1.4714 -270,745 270,745 -3,255
35 2057.HK @ZTOEX4 HK 1.1569 8.0000 0.109 8,562 1.0000 -1 0.0000 -650 19.0785 -12,401 12,401 -1,353
41 6890.T @FERRO28 JP 1.6129 1.0000 0.001 1,328 1.0000 -1 -0.0072 -2,700 28.1807 -76,088 76,088 -107
42 9888.HK @BAIDU10 HK 1.6024 10.0000 0.215 34,377 1.0000 -1 0.0000 -1,850 15.0749 -27,888 27,888 -5,984
43 9988.HK @ALIBA15 HK 1.7294 8.0000 0.115 397,841 1.0000 -1 0.0000 -1,200 20.8422 -25,011 25,011 -2,868
51 1415.HK @COWEL7 HK 2.3480 9.0000 0.153 1,076 1.0000 -1 -0.0079 -20,000 4.1324 -82,648 82,648 -12,633
52 2367.HK @GIANT18 HK 1.4602 10.0000 0.251 5,633 1.0000 -1 0.0000 -400 5.2601 -2,104 2,104 -527
57 2400.HK @XDINC1 HK 1.6727 10.0000 0.204 4,453 1.0000 -1 0.0000 -600 8.9986 -5,399 5,399 -1,099
58 0763.HK @ZTECO2 HK 2.1640 9.0000 0.127 3,809 1.0000 -1 0.0000 -1,600 5.0413 -8,066 8,066 -1,021
63 NWL.AX @NETWE1 AU 0.6278 2.0000 -0.011 2,784 -1.0000 1 0.0025 1,259 21.0109 26,453 26,453 -282
71 1801.HK @INNOV87 HK 1.0957 6.0000 0.060 18,993 1.0000 -1 -0.0048 -4,500 11.0841 -49,878 49,878 -2,990
76 2013.HK @WEIMO2 HK 3.0665 5.0000 0.048 1,089 1.0000 -1 -0.0021 -72,000 0.3012 -21,689 21,689 -1,049
77 6979.HK @ZJLDG1 HK 1.8884 4.0000 0.033 3,992 1.0000 -1 0.0000 -1,600 1.1779 -1,885 1,885 -62
78 2252.HK @SHANG384 HK 2.9121 4.0000 0.034 1,375 1.0000 -1 -0.0074 -22,000 3.5299 -77,658 77,658 -2,646
80 0998.HK @CHINA536 HK 0.6376 9.0000 0.130 8,791 1.0000 -1 0.0000 -1,000 0.9230 -923 923 -120
82 5871.TW @CHAIL1 TW 1.0783 7.0000 0.083 5,865 1.0000 -1 0.0000 -800 3.4272 -2,742 2,742 -227
86 2158.HK @YIDUT1 HK 2.3441 4.0000 0.034 771 1.0000 -1 0.0000 -7,800 0.7248 -5,653 5,653 -191
88 0836.HK @CHINA276 HK 0.5669 5.0000 0.051 4,564 1.0000 -1 -0.0252 -114,000 2.3198 -264,458 264,458 -13,400
99 0853.HK @MICRO183 HK 2.5543 7.0000 0.091 1,904 1.0000 -1 -0.0043 -27,800 1.6053 -44,628 44,628 -4,081
101 1519.TW @FORTU25 TW 1.1179 3.0000 0.025 5,526 1.0000 -1 0.0000 -500 19.2251 -9,613 9,613 -244
105 5880.TW @TWCOO1 TW 0.3673 6.0000 0.068 12,284 1.0000 -1 -0.0164 -219,460 0.7834 -171,918 171,918 -11,698
117 5482.T @AICHI5 JP 0.8477 5.0000 0.046 685 1.0000 -1 -0.0013 -800 17.3930 -13,914 13,914 -644
118 2579.T @COCAC27 JP 0.2588 6.0000 -0.059 2,604 -1.0000 0 0.0000 0 16.7159 0 0 -0
139 BDO.PS @BCODE64 PH 0.0660 3.0000 -0.023 5,974 -1.0000 1 0.0091 40,219 2.3833 95,853 95,853 -2,176
151 2884.TW @ESUNF1 TW 0.4755 8.0000 0.097 17,052 1.0000 -1 0.0000 -660 1.0543 -696 696 -68
154 271560.KS @ORION55 KR 0.5481 5.0000 -0.043 1,762 -1.0000 1 0.0079 1,177 70.7584 83,283 83,283 -3,563
157 058470.KQ @LEENO1 KR 0.7559 4.0000 -0.040 3,104 -1.0000 1 0.0192 4,942 40.7247 201,262 201,262 -7,966
160 005930.KS @SAMSU48 KR 0.6061 5.0000 -0.043 388,032 -1.0000 1 0.0060 912 69.0000 62,928 62,928 -2,720
161 018260.KS @SAMSU530 KR 0.0983 7.0000 -0.082 5,506 -1.0000 1 0.0035 313 118.5871 37,118 37,118 -3,026
162 066570.KS @LGELE11 KR 0.5428 9.0000 -0.139 6,777 -1.0000 1 0.0042 685 64.0061 43,844 43,844 -6,075
165 3939.HK @WANGU1 HK 0.3735 10.0000 0.181 4,082 1.0000 -1 0.0000 -2,000 4.3924 -8,785 8,785 -1,591
166 1385.HK @SHANG12 HK 2.1864 8.0000 0.122 1,524 1.0000 -1 -0.0010 -2,000 5.3605 -10,721 10,721 -1,312
167 9868.HK @XPENG2 HK 2.3317 9.0000 0.161 15,367 1.0000 -1 -0.0020 -2,000 10.4726 -20,945 20,945 -3,382
170 138040.KS @MERIT202 KR 0.5745 5.0000 -0.053 14,543 -1.0000 1 0.0050 627 82.9969 52,039 52,039 -2,743
171 9926.HK @AKESO1 HK 1.0918 3.0000 0.023 14,147 1.0000 -1 -0.0059 -4,000 15.3581 -61,432 61,432 -1,431
184 SCOG.KL @AAAAA1 MY 0.3730 8.0000 0.102 738 1.0000 0 -0.0000 0 1.3985 0 0 0
191 SEAT.SI @SEMBC4 SG 1.0852 2.0000 0.014 5,426 1.0000 -1 -0.0041 -27,200 1.5902 -43,255 43,255 -622
192 2801.TW @CHANG17 TW 0.3166 1.0000 0.010 7,119 1.0000 -1 -0.0044 -69,650 0.6577 -45,809 45,809 -441
194 2858.HK @YIXIN1 HK 2.0217 8.0000 0.102 1,061 1.0000 -1 -0.0015 -48,000 0.3257 -15,634 15,634 -1,598
197 SATS.SI @SINGA36 SG 0.6392 8.0000 -0.104 3,889 -1.0000 0 0.0000 0 2.6015 0 0 -0
200 2880.TW @HUANA1 TW 0.3887 6.0000 0.060 13,491 1.0000 -1 0.0000 -710 0.9694 -688 688 -41
201 005290.KQ @DONGJ1 KR 1.1860 2.0000 -0.011 1,049 -1.0000 1 0.0019 672 29.9985 20,159 20,159 -228
202 017800.KS @HYUND21 KR 0.3339 1.0000 -0.001 1,708 -1.0000 1 0.0013 227 58.2385 13,220 13,220 -12
203 039490.KS @KIWOO1 KR 0.8380 7.0000 -0.089 5,159 -1.0000 1 0.0000 11 195.5350 2,151 2,151 -191
204 032640.KS @LGTEL1 KR 0.1658 3.0000 -0.027 2,840 -1.0000 1 0.0000 371 10.6560 3,953 3,953 -108
205 251270.KS @NETMA8 KR 0.5393 7.0000 -0.080 1,948 -1.0000 1 0.0080 2,176 38.4036 83,566 83,566 -6,697
211 042670.KS @DAEWO5 KR 0.9038 2.0000 -0.020 1,298 -1.0000 1 0.0000 490 10.5716 5,180 5,180 -103
213 9901.HK @NEWOR8 HK 1.1867 4.0000 0.043 8,706 1.0000 -1 -0.0043 -8,000 5.7004 -45,603 45,603 -1,943
214 2142.HK @HBMHL1 HK 2.0065 7.0000 0.095 1,322 1.0000 -1 -0.0010 -6,000 1.6684 -10,010 10,010 -947
219 2276.HK @SHANG389 HK 0.4139 8.0000 0.110 1,908 1.0000 -1 0.0000 -2,000 4.9692 -9,938 9,938 -1,092
220 UOBH.SI @UTDOS11 SG 0.5067 3.0000 0.023 40,704 1.0000 -1 -0.0146 -5,800 26.4783 -153,574 153,574 -3,593
222 3774.T @INTER396 JP 0.1580 3.0000 -0.029 2,683 -1.0000 1 0.0000 500 17.8378 8,919 8,919 -258
229 032830.KS @SAMSU501 KR 0.4680 1.0000 0.008 16,849 1.0000 -1 -0.0014 -135 112.3271 -15,164 15,164 -116
232 2883.HK @CHINA258 HK 1.1030 8.0000 0.118 1,581 1.0000 -1 -0.0086 -104,000 0.8728 -90,774 90,774 -10,679
233 1138.HK @CHINA282 HK 1.3277 8.0000 0.106 1,683 1.0000 -1 -0.0052 -42,000 1.2989 -54,555 54,555 -5,783
238 2423.HK @KEHOL3 HK 2.0487 8.0000 0.109 13,798 1.0000 -1 -0.0164 -28,000 6.1432 -172,010 172,010 -18,716
241 033500.KQ @FINET1 KR 0.1966 2.0000 -0.013 379 -1.0000 1 0.0016 813 20.3975 16,583 16,583 -211
248 3896.HK @KINGS113 HK 2.8296 7.0000 0.090 2,175 1.0000 -1 -0.0011 -14,000 0.8419 -11,787 11,787 -1,066
249 2881.TW @FUBON8 TW 0.6606 6.0000 0.060 34,219 1.0000 -1 -0.0216 -77,850 2.9082 -226,407 226,407 -13,643
256 1302.HK @LIFET16 HK 1.5401 6.0000 0.064 1,210 1.0000 -1 0.0000 -36,000 0.2613 -9,408 9,408 -603
260 DOW.AX @DOWNE2 AU 0.4353 1.0000 -0.008 3,337 -1.0000 1 0.0000 527 4.9896 2,630 2,630 -21
264 2871.T @NICHI31 JP 0.0093 4.0000 -0.034 3,031 -1.0000 1 0.0000 300 11.7934 3,538 3,538 -119
271 TLS.AX @TELST3 AU -0.0508 3.0000 -0.021 35,986 -1.0000 1 0.0060 19,898 3.1705 63,086 63,086 -1,352
275 2802.T @AJINO2 JP 0.5559 1.0000 0.006 28,720 1.0000 0 0.0000 0 28.5591 0 0 0
280 0285.HK @BYDEL1 HK 2.3017 9.0000 0.146 3,823 1.0000 -1 -0.0029 -6,000 4.9898 -29,939 29,939 -4,359
282 3696.T @CERES18 JP 1.3525 6.0000 -0.057 166 -1.0000 0 0.0000 0 15.2222 0 0 -0
284 6098.HK @COUNT118 HK 1.8982 10.0000 0.173 2,159 1.0000 -1 0.0000 -2,000 0.8072 -1,614 1,614 -279
288 3107.T @DAIWA21 JP 0.6709 2.0000 -0.012 1,823 -1.0000 1 0.0000 100 18.9199 1,892 1,892 -23
289 DBSM.SI @DBSGR2 SG 0.6941 4.0000 0.038 113,924 1.0000 -1 -0.0031 -800 40.1421 -32,114 32,114 -1,228
292 6814.T @FURUN1 JP 1.2605 2.0000 -0.014 1,674 -1.0000 0 0.0000 0 60.3445 0 0 -0
293 9449.T @GLOBA80 JP 0.7266 2.0000 0.014 1,654 1.0000 -1 0.0000 -100 22.8035 -2,280 2,280 -31
298 8377.T @HOKUG1 JP 1.2572 1.0000 0.002 2,978 1.0000 -1 0.0000 -100 24.1179 -2,412 2,412 -4
309 2282.T @NIPPO99 JP -0.0118 1.0000 -0.010 3,778 -1.0000 1 0.0000 200 38.1253 7,625 7,625 -74
330 9005.T @TOKYU17 JP 0.1863 4.0000 -0.041 7,123 -1.0000 0 0.0000 0 11.3984 0 0 -0
334 0881.HK @ZHONG36 HK 2.3989 8.0000 0.110 1,239 1.0000 -1 0.0000 -2,000 1.6890 -3,378 3,378 -372
353 7012.T @KAWAS12 JP 1.7409 3.0000 0.030 11,075 1.0000 -1 -0.0063 -1,000 65.9541 -65,954 65,954 -1,958
354 5406.T @KOBES3 JP 0.7936 1.0000 0.008 4,614 1.0000 -1 0.0000 -200 11.6407 -2,328 2,328 -18
360 1164.HK @VITAL12 HK 1.0674 4.0000 0.041 1,401 1.0000 -1 0.0000 -5,000 0.4287 -2,143 2,143 -87
361 CBA.AX @CMNWL6 AU 0.0891 6.0000 -0.072 187,764 -1.0000 0 0.0000 0 112.2012 0 0 -0
364 2603.TW @EVERG16 TW 0.6878 8.0000 0.098 13,038 1.0000 -1 -0.0023 -4,000 6.0221 -24,089 24,089 -2,369
375 055550.KS @SHINH4 KR 0.4986 5.0000 -0.052 24,136 -1.0000 1 0.0000 59 52.3302 3,087 3,087 -160
400 6594.T @NIDEC6 JP 1.2812 6.0000 0.060 20,256 1.0000 0 0.0000 0 16.9848 0 0 0
409 6367.T @DAIKI4 JP 0.7971 2.0000 0.014 35,006 1.0000 -1 -0.0011 -100 119.4278 -11,943 11,943 -167
417 8411.T @MIZUH6 JP 1.1204 5.0000 0.055 80,199 1.0000 0 0.0000 0 32.2103 0 0 0
418 6269.T @MODEC1 JP 1.4202 1.0000 0.004 3,205 1.0000 -1 0.0000 -100 55.1665 -5,517 5,517 -23
422 3941.T @RENGO2 JP 0.5230 5.0000 -0.050 1,660 -1.0000 0 0.0000 0 6.1254 0 0 -0
423 8308.T @RESON3 JP 1.0992 3.0000 0.023 22,798 1.0000 0 0.0000 0 9.8815 0 0 0
428 6821.HK @ASYMC3 HK 2.3619 10.0000 0.210 325 1.0000 0 0.0000 0 11.8114 0 0 0
429 6532.T @BAYCU1 JP 0.5681 9.0000 0.130 7,640 1.0000 0 0.0000 0 49.1586 0 0 0
431 3993.HK @CHINA535 HK 2.0007 10.0000 0.252 7,454 1.0000 0 0.0000 0 1.8950 0 0 0
439 5631.T @JAPAN191 JP 1.3456 4.0000 -0.040 4,985 -1.0000 0 0.0000 0 66.9831 0 0 -0
442 6834.T @SEIKO2 JP 1.1217 6.0000 0.060 437 1.0000 0 0.0000 0 58.4857 0 0 0
445 8035.T @TOKYO54 JP 1.2960 6.0000 -0.060 98,344 -1.0000 0 0.0000 0 208.5173 0 0 -0
451 600176.SH @CHINA130 CN 0.9931 1.0000 0.007 4,662 1.0000 -1 0.0000 -79 2.1566 -170 170 -1
464 603258.SH @HANGZ39 CN 1.7004 3.0000 0.024 661 1.0000 0 0.0000 0 2.7094 0 0 0
465 600570.SH @HANGZ8 CN 1.9115 2.0000 0.015 6,567 1.0000 -1 0.0000 -80 4.3875 -351 351 -5
475 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,584 NaN 1 0.0000 85 19.1510 1,628 1,628 nan
479 601233.SH @TONGK14 CN 1.4756 1.0000 0.005 2,861 1.0000 -1 0.0000 -95 1.8591 -177 177 -1
483 688772.SH @ZHUHA19 CN 2.1002 4.0000 -0.031 3,261 -1.0000 1 0.0000 68 3.5134 239 239 -7
487 300379.ZK @BEIJI135 CN 1.5826 NaN nan 182 NaN -1 -0.0000 -89 0.3269 -29 29 nan
496 688063.SH @PYLON10 CN 2.1404 3.0000 0.021 1,465 1.0000 -1 0.0000 -70 8.9097 -624 624 -13
498 688208.SH @AUTEL3 CN 2.2496 3.0000 0.026 3,411 1.0000 -1 0.0000 -58 5.0891 -295 295 -8
499 688169.SH @BEIJI316 CN 1.4726 4.0000 0.032 6,409 1.0000 -1 0.0000 -38 24.7367 -940 940 -30
502 603799.SH @ZHEJI183 CN 1.7430 8.0000 0.109 13,550 1.0000 -1 0.0000 -61 8.4930 -518 518 -56
504 300347.ZK @HANGZ25 CN 1.6411 2.0000 -0.017 5,599 -1.0000 1 0.0000 35 7.5880 266 266 -5
510 688222.SH @HITGE1 CN 2.0690 5.0000 -0.043 951 -1.0000 1 0.0000 36 3.2075 115 115 -5
515 688599.SH @TRINA7 CN 1.7948 6.0000 -0.070 3,919 -1.0000 1 0.0000 89 2.5326 225 225 -16
516 603355.SH @KINGC7 CN 1.4974 2.0000 0.019 651 1.0000 -1 0.0000 -13 3.0700 -40 40 -1
517 300532.ZK @NEWTR5 CN 1.8685 4.0000 -0.037 807 -1.0000 1 0.0000 56 1.7805 100 100 -4
518 688106.SH @SUZHO69 CN 1.4983 5.0000 -0.048 1,369 -1.0000 1 0.0000 48 2.8413 136 136 -7
519 600248.SH @YANGL1 CN 0.8861 2.0000 0.012 670 1.0000 -1 0.0000 -64 0.5430 -35 35 -0
522 000538.ZK @YUNNA10 CN 0.5527 6.0000 0.059 5,813 1.0000 -1 0.0000 -80 7.9458 -636 636 -38
543 688660.SH @SHANG360 CN 2.4087 1.0000 0.007 1,396 1.0000 -1 0.0000 -91 2.6841 -244 244 -2
551 002821.ZK @ASYMC1 CN 1.8133 5.0000 0.047 3,214 1.0000 -1 0.0000 -63 14.8449 -935 935 -44
556 601579.SH @KUAIJ1 CN 0.4901 6.0000 -0.060 632 -1.0000 1 0.0000 95 3.2131 305 305 -18
560 603659.SH @PUTAI1 CN 1.6755 8.0000 0.097 6,283 1.0000 -1 0.0000 -26 3.6761 -96 96 -9
563 002595.ZK @SHAND94 CN 0.6249 1.0000 0.009 6,275 1.0000 -1 0.0000 -95 7.8434 -745 745 -7
569 000425.ZK @XUZHO2 CN 0.7580 5.0000 0.054 13,242 1.0000 -1 0.0000 -97 1.5434 -150 150 -8
570 603357.SH @ANHUI116 CN 0.9922 3.0000 -0.024 351 -1.0000 1 0.0000 80 1.1814 95 95 -2
572 600346.SH @DALIA15 CN 0.9274 7.0000 0.074 6,106 1.0000 -1 0.0000 -86 2.2829 -196 196 -15
579 600125.SH @DALIA3 CN 0.7391 3.0000 0.026 800 1.0000 -1 0.0000 -68 0.8755 -60 60 -2
593 601988.SH @BANKO22 CN 0.1118 1.0000 0.001 179,435 1.0000 -1 0.0000 -40 0.7521 -30 30 -0
599 600673.SH @CHENG11 CN 0.9792 2.0000 0.014 4,774 1.0000 -1 0.0000 -19 2.8329 -54 54 -1
604 688122.SH @WESTE190 CN 1.3924 1.0000 0.004 4,152 1.0000 -1 0.0000 -89 9.5383 -849 849 -3
609 600141.SH @HUBEI6 CN 1.3131 5.0000 0.052 2,666 1.0000 -1 0.0000 -47 3.7758 -177 177 -9
622 002371.ZK @BEIJI84 CN 0.8734 5.0000 0.048 23,173 1.0000 -1 0.0000 -50 56.1466 -2,807 2,807 -135
626 600016.SH @CHINA214 CN 0.5063 2.0000 -0.020 17,979 -1.0000 1 0.0000 80 0.5697 46 46 -1
634 600361.SH @BEIJI41 CN 1.6355 1.0000 0.006 1,287 1.0000 -1 -0.0036 -64,500 0.5809 -37,467 37,467 -220
645 688012.SH @ADVAN315 CN 1.3181 3.0000 0.031 16,856 1.0000 -1 0.0000 -56 36.8778 -2,065 2,065 -64
678 000552.ZK @GANSU6 CN 1.1330 9.0000 -0.163 1,010 -1.0000 0 0.0000 0 0.3774 0 0 -0
680 002384.ZK @SUZHO9 CN 2.1454 6.0000 0.057 16,242 1.0000 0 0.0000 0 8.8676 0 0 0
683 002594.ZK @BYDCO4 CN 1.3351 2.0000 0.012 72,516 1.0000 -1 -0.0018 -1,300 14.6653 -19,065 19,065 -238
699 000338.ZK @WEICH5 CN 1.0107 1.0000 0.001 10,829 1.0000 -1 -0.0014 -7,100 2.0247 -14,375 14,375 -12
703 000063.ZK @ZTECO1 CN 1.5712 6.0000 0.057 20,875 1.0000 0 0.0000 0 6.8191 0 0 0
773 GULF_n.BK @GULFD3 TH NaN NaN nan 13,626 NaN -1 -0.0000 -13 1.3819 -18 18 nan
775 KCE_n.BK @KCEEL3 TH 0.8418 2.0000 -0.014 912 -1.0000 1 0.0023 31,900 0.7711 24,598 24,598 -352
783 BBL_n.BK @BANGK27 TH 0.2356 3.0000 0.022 8,948 1.0000 -1 -0.0025 -5,600 4.6877 -26,251 26,251 -574
784 KBANK_n.BK @KASIK3 TH 0.1743 1.0000 0.002 11,000 1.0000 -1 -0.0069 -13,700 5.2832 -72,381 72,381 -129