total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -191,430 3,914,470 125 42,080,237 -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 0.145 5,411 1.0000 -1 0.0000 -1,000 3.4748 -3,475 3,475 -504
10 1519.HK @JTGLO1 HK 1.3996 2.0000 0.018 9,894 1.0000 -1 -0.0031 -24,600 1.3410 -32,989 32,989 -583
16 MISC.KL @MALAY68 MY 0.2581 1.0000 -0.006 4,014 -1.0000 1 -0.0000 60 1.8352 110 110 -1
17 9896.HK @MINIS7 HK 1.8695 7.0000 0.079 6,970 1.0000 -1 -0.0015 -2,800 5.6318 -15,769 15,769 -1,245
31 6285.TW @WISTR2 TW 0.9808 5.0000 0.043 1,548 1.0000 -1 -0.0107 -28,000 3.9980 -111,945 111,945 -4,772
34 1171.HK @YANZH2 HK 0.9787 4.0000 0.039 4,500 1.0000 -1 -0.0243 -180,000 1.4157 -254,821 254,821 -9,871
35 2057.HK @ZTOEX4 HK 1.1569 9.0000 0.152 8,600 1.0000 -1 0.0000 -650 19.1631 -12,456 12,456 -1,892
42 9888.HK @BAIDU10 HK 1.6024 10.0000 0.191 34,572 1.0000 -1 0.0000 -1,850 15.1606 -28,047 28,047 -5,355
43 9988.HK @ALIBA15 HK 1.7294 3.0000 0.029 413,449 1.0000 -1 0.0000 -1,200 21.6598 -25,992 25,992 -748
51 1415.HK @COWEL7 HK 2.3480 9.0000 0.148 1,118 1.0000 -1 -0.0082 -20,000 4.2934 -85,867 85,867 -12,734
52 2367.HK @GIANT18 HK 1.4602 9.0000 0.158 5,744 1.0000 -1 0.0000 -400 5.3641 -2,146 2,146 -339
55 2543.TW @HWANG2 TW 1.0800 1.0000 0.009 658 1.0000 -1 0.0000 -207 2.2883 -474 474 -4
57 2400.HK @XDINC1 HK 1.6727 10.0000 0.208 4,503 1.0000 -1 0.0000 -600 9.0989 -5,459 5,459 -1,133
58 0763.HK @ZTECO2 HK 2.1640 9.0000 0.152 3,926 1.0000 -1 0.0000 -1,600 5.1968 -8,315 8,315 -1,267
62 3363.TWO @FOCIF1 TW 1.4800 3.0000 0.030 1,112 1.0000 -1 -0.0011 -1,000 11.2953 -11,295 11,295 -341
71 1801.HK @INNOV87 HK 1.0957 6.0000 0.064 18,866 1.0000 -1 -0.0047 -4,500 11.0101 -49,545 49,545 -3,195
76 2013.HK @WEIMO2 HK 3.0665 6.0000 0.065 1,126 1.0000 -1 -0.0020 -72,000 0.2973 -21,405 21,405 -1,400
77 6979.HK @ZJLDG1 HK 1.8884 4.0000 0.036 3,838 1.0000 -1 0.0000 -1,600 1.1325 -1,812 1,812 -66
78 2252.HK @SHANG384 HK 2.9121 3.0000 0.022 1,384 1.0000 -1 -0.0068 -20,000 3.5546 -71,093 71,093 -1,574
80 0998.HK @CHINA536 HK 0.6376 7.0000 0.089 9,218 1.0000 -1 0.0000 -1,000 0.9678 -968 968 -86
82 5871.TW @CHAIL1 TW 1.0783 7.0000 0.077 5,813 1.0000 -1 0.0000 -800 3.3967 -2,717 2,717 -209
86 2158.HK @YIDUT1 HK 2.3441 3.0000 0.023 786 1.0000 -1 -0.0020 -27,800 0.7387 -20,537 20,537 -477
88 0836.HK @CHINA276 HK 0.5669 4.0000 0.031 4,661 1.0000 -1 -0.0257 -114,000 2.3693 -270,103 270,103 -8,446
89 1605.TW @WALSI4 TW 1.2054 3.0000 0.026 3,527 1.0000 -1 0.0000 -145 0.9589 -139 139 -4
99 0853.HK @MICRO183 HK 2.5543 7.0000 0.092 1,867 1.0000 -1 -0.0033 -21,800 1.5740 -34,313 34,313 -3,144
101 1519.TW @FORTU25 TW 1.1179 6.0000 0.064 5,457 1.0000 -1 0.0000 -500 18.9826 -9,491 9,491 -612
105 5880.TW @TWCOO1 TW 0.3673 4.0000 0.039 12,335 1.0000 -1 -0.0165 -219,460 0.7866 -172,629 172,629 -6,784
117 5482.T @AICHI5 JP 0.8477 6.0000 0.061 674 1.0000 -1 0.0000 -500 17.1257 -8,563 8,563 -522
138 BDO.PS @BCODE64 PH 0.0660 1.0000 -0.003 5,795 -1.0000 1 0.0089 40,219 2.3119 92,982 92,982 -244
150 2884.TW @ESUNF1 TW 0.4755 7.0000 0.081 17,165 1.0000 -1 0.0000 -660 1.0613 -700 700 -57
152 271560.KS @ORION55 KR 0.5481 4.0000 -0.042 1,752 -1.0000 1 0.0073 1,091 70.3281 76,728 76,728 -3,204
153 6770.TW @POWER587 TW 1.1765 5.0000 0.045 3,121 1.0000 -1 -0.0018 -20,000 0.9313 -18,625 18,625 -832
155 058470.KQ @LEENO1 KR 0.7559 4.0000 -0.032 3,072 -1.0000 1 0.0182 4,749 40.3066 191,416 191,416 -6,098
157 028050.KS @SAMSU34 KR 0.4681 7.0000 -0.079 3,233 -1.0000 1 0.0073 3,774 20.3618 76,845 76,845 -6,050
158 005930.KS @SAMSU48 KR 0.6061 2.0000 -0.017 386,121 -1.0000 1 0.0060 912 68.6602 62,618 62,618 -1,066
159 018260.KS @SAMSU530 KR 0.0983 6.0000 -0.062 5,420 -1.0000 1 0.0034 307 116.7502 35,842 35,842 -2,229
160 066570.KS @LGELE11 KR 0.5428 8.0000 -0.096 6,475 -1.0000 1 0.0037 633 61.1549 38,711 38,711 -3,699
163 3939.HK @WANGU1 HK 0.3735 10.0000 0.174 3,865 1.0000 -1 0.0000 -2,000 4.1595 -8,319 8,319 -1,444
164 1385.HK @SHANG12 HK 2.1864 9.0000 0.125 1,535 1.0000 -1 -0.0010 -2,000 5.4002 -10,800 10,800 -1,354
165 9868.HK @XPENG2 HK 2.3317 9.0000 0.152 15,703 1.0000 -1 -0.0020 -2,000 10.7012 -21,402 21,402 -3,253
166 1288.HK @AGRIC28 HK 0.5605 4.0000 0.039 23,855 1.0000 -1 -0.0053 -71,000 0.7760 -55,099 55,099 -2,157
169 9926.HK @AKESO1 HK 1.0918 1.0000 0.008 13,657 1.0000 -1 -0.0057 -4,000 14.8260 -59,304 59,304 -462
182 5838.T @RAKUT8 JP 1.0748 2.0000 0.010 4,731 1.0000 -1 -0.0030 -600 53.1563 -31,894 31,894 -313
185 8366.T @SHIGA1 JP 0.8737 2.0000 0.013 2,136 1.0000 -1 -0.0023 -600 40.2303 -24,138 24,138 -309
186 8932.TWO @HORNG1 TW 0.8969 3.0000 0.022 937 1.0000 -1 0.0000 -291 6.1596 -1,792 1,792 -39
188 2801.TW @CHANG17 TW 0.3166 3.0000 0.028 7,072 1.0000 -1 -0.0043 -69,650 0.6533 -45,505 45,505 -1,257
190 2858.HK @YIXIN1 HK 2.0217 8.0000 0.105 1,094 1.0000 -1 -0.0015 -48,000 0.3359 -16,123 16,123 -1,699
195 2880.TW @HUANA1 TW 0.3887 5.0000 0.055 13,503 1.0000 -1 0.0000 -710 0.9703 -689 689 -38
196 005290.KQ @DONGJ1 KR 1.1860 3.0000 -0.022 1,042 -1.0000 1 0.0019 672 29.8130 20,034 20,034 -437
197 017800.KS @HYUND21 KR 0.3339 2.0000 -0.010 1,730 -1.0000 1 0.0013 227 59.0005 13,393 13,393 -137
198 039490.KS @KIWOO1 KR 0.8380 6.0000 -0.060 4,988 -1.0000 1 0.0000 11 189.0241 2,079 2,079 -126
199 032640.KS @LGTEL1 KR 0.1658 3.0000 -0.030 2,809 -1.0000 1 0.0000 371 10.5423 3,911 3,911 -117
200 251270.KS @NETMA8 KR 0.5393 5.0000 -0.049 1,924 -1.0000 1 0.0079 2,176 37.9438 82,566 82,566 -4,011
206 042670.KS @DAEWO5 KR 0.9038 6.0000 -0.059 1,444 -1.0000 1 0.0000 350 11.7654 4,118 4,118 -243
208 9901.HK @NEWOR8 HK 1.1867 3.0000 0.025 9,195 1.0000 -1 -0.0046 -8,000 6.0205 -48,164 48,164 -1,191
209 2142.HK @HBMHL1 HK 2.0065 8.0000 0.098 1,268 1.0000 -1 0.0000 -6,000 1.6010 -9,606 9,606 -944
214 2276.HK @SHANG389 HK 0.4139 6.0000 0.062 2,072 1.0000 -1 -0.0010 -2,000 5.3976 -10,795 10,795 -667
215 UOBH.SI @UTDOS11 SG 0.5067 3.0000 0.029 41,011 1.0000 -1 -0.0071 -2,800 26.6816 -74,708 74,708 -2,186
217 3774.T @INTER396 JP 0.1580 3.0000 -0.020 2,682 -1.0000 1 0.0000 500 17.8289 8,914 8,914 -182
222 3186.T @NEXTA6 JP 0.8800 2.0000 0.010 854 1.0000 -1 -0.0026 -1,700 16.2426 -27,612 27,612 -274
226 2883.HK @CHINA258 HK 1.1030 8.0000 0.104 1,674 1.0000 -1 -0.0092 -104,000 0.9240 -96,101 96,101 -10,002
227 1138.HK @CHINA282 HK 1.3277 9.0000 0.128 1,675 1.0000 -1 -0.0044 -36,000 1.2921 -46,516 46,516 -5,946
232 2423.HK @KEHOL3 HK 2.0487 10.0000 0.163 13,690 1.0000 -1 -0.0163 -28,000 6.0951 -170,663 170,663 -27,813
234 2887.TW @TAISH4 TW 0.5281 3.0000 0.022 15,761 1.0000 -1 -0.0043 -71,000 0.6338 -45,002 45,002 -979
235 033500.KQ @FINET1 KR 0.1966 5.0000 -0.056 396 -1.0000 1 0.0017 813 21.3000 17,317 17,317 -970
238 1477.HK @OCUME1 HK 1.6596 9.0000 -0.152 587 -1.0000 0 -0.0000 0 1.0746 0 0 -0
242 3896.HK @KINGS113 HK 2.8296 8.0000 0.097 2,197 1.0000 -1 -0.0011 -14,000 0.8507 -11,910 11,910 -1,160
243 2881.TW @FUBON8 TW 0.6606 5.0000 0.048 35,147 1.0000 -1 -0.0222 -77,850 2.9872 -232,550 232,550 -11,256
248 MP1.AX @MEGAP9 AU 0.8109 9.0000 -0.139 1,614 -1.0000 0 -0.0000 0 9.9720 0 0 -0
249 6078.HK @HYGEI5 HK 2.1590 2.0000 0.016 1,070 1.0000 -1 -0.0053 -32,000 1.7297 -55,350 55,350 -904
250 1302.HK @LIFET16 HK 1.5401 5.0000 0.049 1,270 1.0000 -1 -0.0010 -40,000 0.2741 -10,965 10,965 -540
251 ANZ.AX @AUSTN11 AU 0.3044 4.0000 -0.032 71,202 -1.0000 0 0.0000 0 23.8650 0 0 -0
252 7327.T @DAISH7 JP 1.0092 1.0000 0.001 2,631 1.0000 -1 -0.0022 -2,400 9.5441 -22,906 22,906 -23
253 DOW.AX @DOWNE2 AU 0.4353 1.0000 -0.008 3,350 -1.0000 0 0.0000 0 5.0088 0 0 -0
254 5830.T @IYOBA1 JP 1.2515 1.0000 0.006 4,488 1.0000 -1 -0.0019 -1,400 14.3194 -20,047 20,047 -113
257 2871.T @NICHI31 JP 0.0093 3.0000 -0.023 3,007 -1.0000 1 0.0000 300 11.7028 3,511 3,511 -80
264 TLS.AX @TELST3 AU -0.0508 3.0000 -0.027 36,226 -1.0000 1 0.0045 14,730 3.1916 47,012 47,012 -1,292
265 7173.T @TOKYO87 JP 1.0113 1.0000 0.002 1,442 1.0000 -1 0.0000 -200 47.0334 -9,407 9,407 -17
266 3591.T @WACOA2 JP 0.2823 2.0000 0.011 1,952 1.0000 0 0.0000 0 37.1754 0 0 0
271 0285.HK @BYDEL1 HK 2.3017 10.0000 0.181 3,776 1.0000 -1 -0.0028 -6,000 4.9291 -29,575 29,575 -5,365
274 6098.HK @COUNT118 HK 1.8982 10.0000 0.160 2,172 1.0000 -1 0.0000 -2,000 0.8121 -1,624 1,624 -260
276 3107.T @DAIWA21 JP 0.6709 1.0000 -0.005 1,823 -1.0000 1 0.0000 100 18.9180 1,892 1,892 -9
278 8354.T @FUKUO4 JP 0.9381 2.0000 0.014 5,414 1.0000 -1 -0.0011 -400 28.3247 -11,330 11,330 -164
279 0011.HK @HANGS2 HK 0.8723 9.0000 0.158 36,590 1.0000 0 0.0000 0 19.5363 0 0 0
282 7337.T @HIROS2 JP 1.0847 1.0000 0.000 2,783 1.0000 -1 0.0000 -400 9.1156 -3,646 3,646 -2
283 8377.T @HOKUG1 JP 1.2572 3.0000 0.025 2,898 1.0000 -1 0.0000 -100 23.4709 -2,347 2,347 -59
285 DNL.AX @INCIT3 AU 0.5548 1.0000 -0.008 3,847 -1.0000 1 0.0168 82,284 2.1429 176,327 176,327 -1,467
290 0027.HK @KWAHC2 HK 1.4418 5.0000 0.054 17,128 1.0000 0 0.0000 0 5.0192 0 0 0
293 9147.T @NIPPO125 JP 0.4620 4.0000 -0.036 5,684 -1.0000 0 0.0000 0 21.7767 0 0 -0
294 2282.T @NIPPO99 JP -0.0118 1.0000 -0.009 3,747 -1.0000 1 0.0000 200 37.8164 7,563 7,563 -69
316 0881.HK @ZHONG36 HK 2.3989 8.0000 0.112 1,236 1.0000 -1 0.0000 -4,000 1.6847 -6,739 6,739 -754
318 3711.TW @ASEIN1 TW 0.8005 1.0000 0.001 22,257 1.0000 -1 -0.0061 -10,000 6.3709 -63,709 63,709 -61
323 6505.TW @FORMO17 TW 0.8461 4.0000 0.031 2,592 1.0000 -1 -0.0019 -13,000 1.5115 -19,649 19,649 -614
326 034230.KS @PARAD13 KR 0.4210 1.0000 -0.008 751 -1.0000 1 0.0016 1,257 13.1135 16,484 16,484 -132
334 5406.T @KOBES3 JP 0.7936 3.0000 0.023 4,625 1.0000 0 0.0000 0 11.6700 0 0 0
336 6723.T @NECEL1 JP 1.5606 7.0000 0.080 22,558 1.0000 0 0.0000 0 12.0593 0 0 0
337 4612.T @NIPPO90 JP 1.1604 4.0000 0.035 7,058 1.0000 -1 0.0000 -1,500 6.6167 -9,925 9,925 -348
357 9022.T @CENTR72 JP 0.2594 2.0000 0.010 28,218 1.0000 0 0.0000 0 27.3958 0 0 0
386 268A.T @RIGAK1 JP 2.4878 1.0000 0.009 863 1.0000 -1 0.0000 -300 6.3714 -1,911 1,911 -18
389 2388.HK @BOCHO1 HK 0.6493 7.0000 0.093 51,679 1.0000 0 0.0000 0 4.8879 0 0 0
392 6954.T @FANUC2 JP 1.3670 4.0000 0.042 31,373 1.0000 -1 -0.0033 -1,100 31.9356 -35,129 35,129 -1,461
422 9861.T @YOSHI3 JP 0.1733 1.0000 -0.004 1,324 -1.0000 1 0.0000 200 20.3245 4,065 4,065 -18
427 7419.T @NOJIM1 JP 0.3665 4.0000 -0.034 2,126 -1.0000 0 -0.0000 0 8.6348 0 0 -0
446 4483.T @JMDCI1 JP 0.5456 6.0000 -0.065 943 -1.0000 0 0.0000 0 31.3469 0 0 -0
447 6861.T @KEYEN4 JP 0.7731 8.0000 0.096 82,477 1.0000 0 0.0000 0 398.9664 0 0 0
449 6301.T @KOMAT8 JP 1.0375 2.0000 0.016 35,072 1.0000 -1 0.0000 -200 36.8810 -7,376 7,376 -119
450 2702.T @MCDON11 JP 0.1897 1.0000 -0.001 3,466 -1.0000 0 0.0000 0 40.0994 0 0 -0
451 7014.T @NAMUR1 JP 1.3465 2.0000 0.012 2,134 1.0000 0 0.0000 0 33.0346 0 0 0
453 7731.T @NIKON3 JP 0.7793 3.0000 -0.021 3,660 -1.0000 1 0.0000 100 12.3275 1,233 1,233 -26
454 9992.HK @POPMA2 HK 1.0910 10.0000 0.297 39,821 1.0000 0 0.0000 0 29.6519 0 0 0
455 2809.T @QPCOR2 JP 0.0662 2.0000 -0.016 3,367 -1.0000 1 0.0000 100 27.9976 2,800 2,800 -45
459 1099.HK @SINOP1279 HK 0.8745 6.0000 0.070 3,380 1.0000 0 0.0000 0 2.5186 0 0 0
464 9880.HK @UBTEC1 HK 2.8562 6.0000 0.071 7,369 1.0000 0 0.0000 0 18.3652 0 0 0
471 600176.SH @CHINA130 CN 0.9931 1.0000 0.005 4,787 1.0000 -1 0.0000 -79 2.2144 -175 175 -1
474 601390.SH @CHINA696 CN 0.7786 1.0000 0.003 7,244 1.0000 -1 0.0000 -99 0.8018 -79 79 -0
484 600570.SH @HANGZ8 CN 1.9115 1.0000 0.000 6,774 1.0000 -1 0.0000 -80 4.5271 -362 362 -0
492 603881.SH @SHANG248 CN 1.7813 3.0000 -0.022 1,825 -1.0000 1 0.0000 74 4.7054 348 348 -8
493 603866.SH @SHENY21 CN 1.2660 1.0000 -0.005 1,226 -1.0000 1 0.0000 76 0.7667 58 58 -0
494 688025.SH @SHENZ288 CN 2.5129 NaN nan 1,671 NaN 1 -0.0000 85 20.2049 1,717 1,717 nan
502 688772.SH @ZHUHA19 CN 2.1002 2.0000 -0.018 3,596 -1.0000 1 0.0000 68 3.8742 263 263 -5
506 300379.ZK @BEIJI135 CN 1.5826 NaN nan 169 NaN -1 -0.0000 -89 0.3033 -27 27 nan
515 688063.SH @PYLON10 CN 2.1404 7.0000 0.075 1,502 1.0000 -1 0.0000 -70 9.1357 -639 639 -48
521 603799.SH @ZHEJI183 CN 1.7430 8.0000 0.095 14,109 1.0000 -1 0.0000 -61 8.8436 -539 539 -51
529 688222.SH @HITGE1 CN 2.0690 6.0000 -0.065 972 -1.0000 1 0.0000 36 3.2774 118 118 -8
533 688599.SH @TRINA7 CN 1.7948 6.0000 -0.059 3,813 -1.0000 1 0.0000 89 2.4644 219 219 -13
535 300532.ZK @NEWTR5 CN 1.8685 4.0000 -0.040 830 -1.0000 1 0.0000 56 1.8311 103 103 -4
536 688106.SH @SUZHO69 CN 1.4983 5.0000 -0.044 1,364 -1.0000 1 0.0000 48 2.8308 136 136 -6
540 000538.ZK @YUNNA10 CN 0.5527 4.0000 0.039 5,789 1.0000 -1 0.0000 -80 7.9140 -633 633 -25
566 688100.SH @WILLF1 CN 1.2615 2.0000 -0.018 988 -1.0000 1 0.0000 65 5.0214 326 326 -6
569 002821.ZK @ASYMC1 CN 1.8133 3.0000 0.029 3,215 1.0000 -1 0.0000 -63 14.8507 -936 936 -27
574 601579.SH @KUAIJ1 CN 0.4901 5.0000 -0.051 584 -1.0000 1 0.0000 95 2.9727 282 282 -14
578 603659.SH @PUTAI1 CN 1.6755 4.0000 0.037 6,456 1.0000 -1 0.0000 -26 3.7773 -98 98 -4
587 603357.SH @ANHUI116 CN 0.9922 4.0000 -0.033 362 -1.0000 1 0.0000 80 1.2188 98 98 -3
588 601005.SH @CHONG37 CN 1.2491 1.0000 0.009 1,242 1.0000 -1 0.0000 -96 0.2134 -20 20 -0
589 600346.SH @DALIA15 CN 0.9274 6.0000 0.061 6,336 1.0000 -1 0.0000 -86 2.3689 -204 204 -12
596 600125.SH @DALIA3 CN 0.7391 1.0000 0.001 823 1.0000 -1 0.0000 -68 0.9001 -61 61 -0
626 600141.SH @HUBEI6 CN 1.3131 5.0000 0.045 2,625 1.0000 -1 0.0000 -47 3.7183 -175 175 -8
629 600926.SH @BANKO586 CN 0.4375 1.0000 0.009 11,282 1.0000 -1 0.0000 -87 2.2888 -199 199 -2
643 600016.SH @CHINA214 CN 0.5063 6.0000 -0.072 18,259 -1.0000 1 0.0000 80 0.5785 46 46 -3
707 000338.ZK @WEICH5 CN 1.0107 2.0000 0.016 10,665 1.0000 -1 -0.0013 -7,100 1.9939 -14,157 14,157 -221
725 600490.SH @SHANG23 CN 1.7751 3.0000 0.026 2,066 1.0000 -1 0.0000 -2,000 1.1388 -2,278 2,278 -59
751 601318.SH @PINGA4 CN 1.0206 3.0000 0.023 78,842 1.0000 -1 -0.0203 -26,200 8.1274 -212,939 212,939 -4,904
768 601857.SH @PETRO164 CN 0.5913 1.0000 0.009 14,420 1.0000 0 0.0000 0 1.2722 0 0 0
784 601138.SH @FOXCO3 CN 2.0349 7.0000 0.073 43,131 1.0000 0 0.0000 0 9.4432 0 0 0
816 GULF_n.BK @GULFD3 TH NaN NaN nan 13,793 NaN -1 -0.0000 -13 1.3989 -18 18 nan
818 KCE_n.BK @KCEEL3 TH 0.8418 2.0000 -0.010 931 -1.0000 1 0.0018 24,000 0.7873 18,896 18,896 -189
826 BBL_n.BK @BANGK27 TH 0.2356 1.0000 0.004 9,484 1.0000 -1 -0.0027 -5,600 4.9687 -27,824 27,824 -101
829 AOT_n.BK @AIRPO2 TH 0.4209 6.0000 0.059 17,363 1.0000 0 0.0000 0 1.2154 0 0 0
830 CBG_n.BK @CARAB3 TH 0.2829 5.0000 -0.052 1,038 -1.0000 0 0.0000 0 1.3836 0 0 -0