total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -604,931 20,200,642 144 200,489,376 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
0 6857.T @ADVAN93 JP 0.635568 7 -0.105 47,419 -1.0 0 0.000000 0 61.893764 0 0 -0
3 3264.TWO @ARDEN7 TW 0.257626 4 -0.044 778 -1.0 1 0.001055 31,000 1.706948 52,915 52,915 -2,310
4 3019.TW @ASIAO7 TW 0.443239 5 -0.067 808 -1.0 1 0.001572 24,000 3.287341 78,896 78,896 -5,267
12 0257.HK @CHINA264 HK 0.800968 3 0.037 2,789 1.0 -1 -0.003451 -381,433 0.453967 -173,158 173,158 -6,364
14 0291.HK @CHINA288 HK 2.081712 9 0.150 5,577 1.0 -1 0.000000 -1,076 3.581580 -3,854 3,854 -578
16 2360.TW @CHROM5 TW 0.431283 3 -0.030 5,895 -1.0 1 0.002210 8,000 13.859306 110,874 110,874 -3,283
25 3406.TW @GENIU2 TW 0.576514 3 -0.035 1,526 -1.0 1 0.001349 5,000 13.535202 67,676 67,676 -2,368
26 0270.HK @GUANG77 HK 1.435238 3 0.039 1,723 1.0 -1 -0.001393 -111,370 0.627580 -69,894 69,894 -2,748
38 2449.TW @KINGY1 TW 0.247356 1 -0.003 4,907 -1.0 1 0.004238 53,000 4.012717 212,674 212,674 -744
48 MISC.KL @MALAY68 MY -0.000351 3 -0.027 3,928 -1.0 1 0.000000 60 1.795918 108 108 -3
50 MPL.AX @MEDIB5 AU -0.032104 1 -0.006 6,772 -1.0 1 0.004374 89,247 2.459070 219,465 219,465 -1,330
54 MGR.AX @MIRVA2 AU 0.082583 6 -0.079 5,552 -1.0 1 0.004001 142,702 1.407062 200,791 200,791 -15,818
64 4684.T @OBICC2 JP 0.111035 2 -0.020 14,125 -1.0 1 0.003678 5,400 34.173633 184,538 184,538 -3,744
76 5805.T @SHOWA14 JP 0.794971 2 -0.019 1,384 -1.0 1 0.011808 13,200 44.888267 592,525 592,525 -11,196
77 6257.TW @SIGUR1 TW 0.375386 2 -0.021 1,086 -1.0 1 0.004120 92,000 2.247121 206,735 206,735 -4,309
88 TNE.AX @TECHN58 AU 0.267824 5 -0.057 5,264 -1.0 1 0.002940 8,407 17.548824 147,533 147,533 -8,423
89 3635.T @TECMO3 JP 0.309358 2 -0.020 1,437 -1.0 1 0.006158 28,900 10.691865 308,995 308,995 -6,134
91 TLMM.KL @TELEK13 MY 0.105927 2 -0.024 5,674 -1.0 1 0.010745 364,674 1.478458 539,155 539,155 -12,712
93 TENA.KL @TENAG2 MY 0.024221 3 -0.027 18,586 -1.0 1 0.001673 26,264 3.197279 83,973 83,973 -2,299
96 9001.T @TOBUR1 JP 0.207303 4 -0.045 3,469 -1.0 1 0.011784 34,300 17.239697 591,322 591,322 -26,602
98 4732.T @USSCO1 JP 0.327602 1 -0.013 4,497 -1.0 1 0.010340 59,300 8.749959 518,873 518,873 -6,534
104 3374.TWO @XINTE1 TW 0.346803 3 -0.031 1,063 -1.0 1 0.002777 21,000 6.636416 139,365 139,365 -4,384
113 0688.HK @CHINA173 HK 2.118103 9 0.156 6,853 1.0 -1 -0.001677 -45,702 1.841587 -84,164 84,164 -13,105
120 6532.T @BAYCU1 JP 0.562770 1 -0.006 5,373 -1.0 1 0.003651 5,300 34.570471 183,223 183,223 -1,184
121 0836.HK @CHINA276 HK 0.542211 1 0.001 4,633 1.0 -1 -0.001882 -40,852 2.312272 -94,461 94,461 -128
123 0267.HK @CITIC10 HK 1.386899 7 0.105 9,121 1.0 -1 -0.008650 -373,759 1.161280 -434,039 434,039 -45,618
128 2222.T @KOTOB1 JP 0.763832 4 -0.042 1,543 -1.0 1 0.006336 22,779 13.957649 317,941 317,941 -13,313
132 PMV.AX @PREMI98 AU -0.050431 4 -0.043 2,235 -1.0 1 0.000515 1,163 22.217107 25,838 25,838 -1,107
134 9719.T @SUMIS7 JP 0.480154 1 -0.005 3,063 -1.0 1 0.007127 17,900 19.978532 357,616 357,616 -1,656
149 6988.T @NITTO9 JP 0.550772 1 -0.008 12,007 -1.0 1 0.001761 5,200 16.989233 88,344 88,344 -699
157 4194.T @VISIO77 JP 0.210144 3 -0.030 2,116 -1.0 1 0.000970 913 53.338971 48,698 48,698 -1,481
164 4202.T @DAICE1 JP 0.743203 2 -0.016 2,469 -1.0 1 0.001297 7,300 8.915851 65,086 65,086 -1,071
169 4716.T @ORACL6 JP 0.318416 1 -0.003 3,398 -1.0 1 0.004061 2,000 101.876850 203,754 203,754 -520
170 0467.HK @ORIEN91 HK 1.578362 3 0.033 745 1.0 -1 0.000000 -164,557 0.041153 -6,772 6,772 -222
185 AMMN.JK @AMMAN6 ID -0.514766 6 -0.086 8,370 -1.0 1 0.001126 92,996 0.607462 56,492 56,492 -4,868
187 BRPT.JK @BARIT1 ID 0.106638 2 -0.019 5,419 -1.0 1 0.001228 1,067,869 0.057717 61,634 61,634 -1,163
192 1378.HK @CHINA1377 HK 1.404909 8 0.118 4,760 1.0 -1 -0.001462 -43,816 1.674404 -73,366 73,366 -8,692
193 2610.TW @CHINA145 TW 0.465184 3 -0.036 4,352 -1.0 1 0.004715 329,000 0.719202 236,618 236,618 -8,621
197 0384.HK @CHINA237 HK 1.396948 4 0.050 2,836 1.0 -1 -0.000415 -23,958 0.869353 -20,828 20,828 -1,050
199 2883.HK @CHINA258 HK 0.886528 6 0.080 1,665 1.0 -1 -0.001093 -59,632 0.919508 -54,832 54,832 -4,406
201 5234.TW @DAXIN2 TW 0.719505 3 -0.029 387 -1.0 1 0.000721 5,000 7.238324 36,192 36,192 -1,057
206 2367.HK @GIANT18 HK 1.744482 8 0.124 6,817 1.0 -1 -0.001118 -8,459 6.629458 -56,079 56,079 -6,979
208 3443.TW @GLOBA166 TW 0.802235 1 -0.013 3,348 -1.0 1 0.000766 1,000 38.429479 38,429 38,429 -482
209 0921.HK @GUANG52 HK 1.676235 6 0.078 1,092 1.0 -1 -0.000255 -3,937 3.253643 -12,810 12,810 -998
212 HLBB.KL @HONGL12 MY 0.079510 3 -0.033 3,781 -1.0 1 0.001955 21,375 4.589571 98,102 98,102 -3,266
215 6231.TWO @INSYD1 TW 0.537602 3 -0.030 624 -1.0 1 0.000626 2,000 15.711329 31,423 31,423 -939
217 2059.TW @KINGS47 TW 0.242089 5 -0.063 3,572 -1.0 1 0.001698 2,000 42.596531 85,193 85,193 -5,371
218 MYEG.KL @MYEGS1 MY 0.353747 6 -0.080 1,309 -1.0 1 0.000325 81,771 0.199546 16,317 16,317 -1,302
221 PMET.KL @PRESS18 MY 0.520680 4 -0.043 5,574 -1.0 1 0.003635 177,943 1.024943 182,382 182,382 -7,884
225 SIME.KL @SIMED9 MY 0.411095 1 -0.008 3,493 -1.0 1 0.008075 790,651 0.512472 405,186 405,186 -3,279
230 0780.HK @TONGC1 HK 1.631263 7 0.108 3,004 1.0 -1 0.000000 -4,158 2.348281 -9,764 9,764 -1,050
232 2455.TW @VISUA6 TW 1.157339 5 -0.068 833 -1.0 1 0.000539 6,000 4.506590 27,040 27,040 -1,830
234 2400.HK @XDINC1 HK 2.024437 4 0.055 1,375 1.0 -1 -0.001153 -20,645 2.803535 -57,879 57,879 -3,172
239 0175.HK @GUORU1 HK 1.766790 7 0.106 12,407 1.0 -1 0.000000 -85 1.839016 -156 156 -17
245 4114.T @NIPPO49 JP 0.381826 1 -0.005 1,899 -1.0 1 0.009096 37,500 12.171877 456,445 456,445 -2,320
257 2388.HK @BOCHO1 HK 0.639604 4 0.052 34,264 1.0 -1 -0.017427 -269,833 3.240782 -874,470 874,470 -45,177
261 4613.T @KANSA20 JP 0.198192 2 -0.017 2,689 -1.0 1 0.000573 2,000 14.387015 28,774 28,774 -500
263 7701.T @SHIMA9 JP 0.476833 1 -0.011 8,837 -1.0 1 0.006424 10,800 29.847445 322,352 322,352 -3,401
264 6028.T @TECHN181 JP 0.218500 2 -0.018 1,988 -1.0 1 0.003499 9,400 18.680675 175,598 175,598 -3,078
267 AMP.AX @AMPLI4 AU 0.208569 2 -0.023 2,555 -1.0 1 0.000781 38,824 1.009271 39,184 39,184 -886
279 3402.T @TORAY7 JP 0.669959 1 -0.008 9,828 -1.0 1 0.004046 33,700 6.024136 203,013 203,013 -1,711
284 PUBM.KL @PUBLI36 MY 0.063289 2 -0.026 15,243 -1.0 1 0.005793 288,749 1.006803 290,713 290,713 -7,559
285 0083.HK @SINOL4 HK 0.605846 2 0.019 3,872 1.0 -1 0.000000 -8,082 1.017246 -8,221 8,221 -157
289 8113.T @UNICH10 JP 0.122455 4 0.042 12,156 1.0 -1 -0.000832 -1,600 26.106756 -41,771 41,771 -1,745
292 3097.T @MONOG1 JP 0.272655 1 -0.011 850 -1.0 1 0.000845 1,900 22.314023 42,397 42,397 -468
297 STO.AX @SANTO10 AU 0.114161 3 -0.031 14,371 -1.0 1 0.002403 27,254 4.425012 120,599 120,599 -3,748
302 4443.T @SANSA1 JP 0.693693 1 -0.001 1,309 -1.0 1 0.000811 2,900 14.025957 40,675 40,675 -30
309 PRU.AX @PERSE10 AU 0.326694 2 -0.013 2,271 -1.0 0 0.000000 0 1.650339 0 0 -0
315 0011.HK @HANGS2 HK 0.806465 2 0.025 22,924 1.0 -1 -0.001023 -4,214 12.178654 -51,321 51,321 -1,260
321 EDV.AX @ENDEA53 AU 0.005181 3 -0.034 5,111 -1.0 0 0.000000 0 2.853574 0 0 -0
332 1109.HK @CHINA182 HK 2.134653 9 0.165 9,207 1.0 -1 -0.004982 -77,443 3.227923 -249,980 249,980 -41,246
337 MQG.AX @MACQU4224 AU 0.214307 1 -0.003 55,042 -1.0 1 0.009488 3,132 152.015274 476,112 476,112 -1,593
341 2912.TW @PRESI14 TW -0.004371 1 -0.001 8,664 -1.0 1 0.000997 6,000 8.334104 50,005 50,005 -50
342 WTC.AX @WISET1 AU 0.493125 7 -0.103 19,195 -1.0 0 0.000000 0 86.955104 0 0 -0
375 8001.T @ITOCH7 JP 0.734246 2 -0.021 82,268 -1.0 1 0.001241 1,200 51.907751 62,289 62,289 -1,334
376 6618.HK @JDHEA1 HK 2.382263 5 0.068 3,669 1.0 -1 -0.000290 -4,178 3.485128 -14,561 14,561 -992
379 6586.T @MAKIT6 JP 0.815609 2 0.023 8,604 1.0 0 0.000000 0 30.725694 0 0 0
384 WBC.AX @WESTP10 AU 0.064308 3 -0.032 72,567 -1.0 1 0.000272 646 21.105932 13,634 13,634 -441
390 9633.HK @NONGF1 HK 1.395173 8 0.114 14,877 1.0 -1 -0.000332 -4,175 3.993107 -16,671 16,671 -1,903
396 2802.T @AJINO2 JP 0.460907 3 -0.039 20,618 -1.0 1 0.001293 1,600 40.562079 64,899 64,899 -2,554
409 8299.TWO @PHISO1 TW 0.546214 8 -0.124 2,384 -1.0 0 0.000000 0 12.933295 0 0 -0
410 4911.T @SHISE2 JP 0.722965 3 0.027 7,420 1.0 -1 -0.000481 -1,300 18.550564 -24,116 24,116 -655
413 002432.ZK @ANDON1 CN 1.076679 2 0.013 2,463 1.0 -1 -0.000433 -3,292 6.604342 -21,741 21,741 -289
437 000157.ZK @CHANG25 CN 1.102898 3 0.037 4,368 1.0 -1 -0.002758 -137,161 1.009016 -138,398 138,398 -5,162
443 000039.ZK @CHINA161 CN 1.230006 5 0.057 2,116 1.0 -1 -0.001609 -67,637 1.193355 -80,715 80,715 -4,595
446 601916.SH @CHINA2460 CN 0.682562 4 0.052 6,064 1.0 -1 -0.003985 -504,503 0.396399 -199,985 199,985 -10,450
449 600026.SH @CHINA337 CN 1.164619 3 0.038 2,385 1.0 -1 -0.001513 -42,033 1.805972 -75,910 75,910 -2,905
451 601998.SH @CHINA532 CN 0.614865 4 0.048 3,162 1.0 -1 -0.000401 -22,178 0.906451 -20,103 20,103 -956
452 601808.SH @CHINA638 CN 0.972495 6 0.071 6,335 1.0 -1 -0.001200 -28,134 2.140001 -60,207 60,207 -4,286
453 601390.SH @CHINA696 CN 1.017532 6 0.084 8,130 1.0 -1 0.000000 -1 0.920311 -1 1 -0
459 300919.ZK @CNGRA1 CN 1.990742 2 0.014 2,857 1.0 -1 -0.002219 -17,898 6.221804 -111,358 111,358 -1,599
463 002511.ZK @CSPAP1 CN 1.556506 2 0.023 689 1.0 -1 -0.000750 -36,272 1.038122 -37,655 37,655 -876
472 603087.SH @GANLE1 CN 1.640835 2 0.022 3,808 1.0 -1 -0.002419 -17,630 6.885702 -121,395 121,395 -2,717
486 000690.ZK @GUANG36 CN 0.993358 1 0.008 1,185 1.0 -1 -0.001811 -136,856 0.663899 -90,859 90,859 -721
504 600011.SH @HUANE4 CN 0.690011 3 0.030 4,439 1.0 -1 -0.005276 -262,396 1.009016 -264,762 264,762 -7,844
527 688017.SH @LEADE63 CN 2.733446 5 0.056 2,936 1.0 -1 0.000000 -73 17.394439 -1,270 1,270 -71
535 600064.SH @NANJI5 CN 1.121574 4 0.052 1,247 1.0 -1 -0.000557 -25,218 1.108809 -27,962 27,962 -1,466
554 688289.SH @SANSU8 CN 1.684315 1 0.013 1,810 1.0 -1 -0.005344 -81,120 3.305637 -268,153 268,153 -3,427
555 600848.SH @SAUTO2 CN 1.391164 1 0.011 1,423 1.0 -1 -0.000535 -17,141 1.564806 -26,822 26,822 -301
557 603858.SH @SHAND125 CN 1.041580 2 0.025 1,284 1.0 -1 -0.000385 -7,981 2.418589 -19,303 19,303 -476
579 600639.SH @SJINQ2 CN 1.055643 1 0.003 475 1.0 -1 -0.000309 -9,723 1.596685 -15,525 15,525 -40
580 600649.SH @SMUNI1 CN 2.043805 5 0.069 912 1.0 -1 -0.000735 -49,117 0.751218 -36,898 36,898 -2,532
581 600820.SH @STUNN1 CN 0.851633 1 0.010 1,862 1.0 -1 -0.020867 -1,096,479 0.954962 -1,047,095 1,047,095 -10,115
591 601233.SH @TONGK14 CN 1.660233 1 0.000 2,722 1.0 -1 -0.008849 -255,690 1.736672 -444,050 444,050 -41
603 002653.ZK @XIZAN2 CN 0.991736 3 0.029 5,433 1.0 -1 -0.001072 -11,086 4.851039 -53,779 53,779 -1,583
605 000425.ZK @XUZHO2 CN 0.869970 2 0.015 8,987 1.0 -1 -0.019267 -864,355 1.118511 -966,790 966,790 -14,070
624 000685.ZK @ZHONG3 CN 1.078707 2 0.020 957 1.0 -1 -0.002262 -89,190 1.272358 -113,482 113,482 -2,274
633 002493.ZK @RONGS1 CN 1.367788 1 0.003 5,193 1.0 -1 -0.004606 -166,766 1.386011 -231,140 231,140 -807
667 601818.SH @CHINA1271 CN 0.556349 6 0.083 10,651 1.0 -1 -0.000478 -50,122 0.478174 -23,967 23,967 -1,986
673 000403.ZK @SANJI2 CN 1.089218 1 0.001 1,616 1.0 -1 -0.001390 -21,515 3.241880 -69,749 69,749 -60
680 600089.SH @XINJI2 CN 1.109438 2 0.015 8,327 1.0 -1 -0.016660 -415,984 2.009716 -836,010 836,010 -12,431
688 688256.SH @CAMBR63 CN 2.078409 2 0.014 18,845 1.0 -1 -0.004592 -3,930 58.626881 -230,404 230,404 -3,260
698 603979.SH @JCHXM1 CN 1.315350 3 0.032 2,167 1.0 -1 -0.000426 -3,751 5.696506 -21,368 21,368 -687
716 300251.ZK @BEIJI110 CN 1.834801 1 0.008 1,891 1.0 -1 -0.003312 -131,474 1.264042 -166,189 166,189 -1,316
720 605499.SH @EASTR12 CN 0.903641 4 0.043 14,927 1.0 -1 0.000000 -30 30.537983 -916 916 -39
725 600901.SH @JIANG285 CN 0.919711 2 0.014 2,389 1.0 -1 -0.000549 -38,092 0.723498 -27,559 27,559 -390
736 002739.ZK @WANDA6 CN 1.845245 1 0.004 2,353 1.0 -1 -0.002092 -62,223 1.686776 -104,956 104,956 -419
738 688278.SH @XIAME61 CN 0.761480 1 0.009 3,755 1.0 -1 0.000000 -894 10.988295 -9,824 9,824 -89
743 688208.SH @AUTEL3 CN 2.000558 1 0.001 2,066 1.0 -1 0.000000 -40 4.571064 -183 183 -0
745 688169.SH @BEIJI316 CN 1.176066 2 0.019 5,711 1.0 -1 -0.002971 -4,821 30.919136 -149,061 149,061 -2,897
762 601127.SH @CHONG70 CN 1.356540 4 0.045 14,643 1.0 -1 -0.001324 -3,563 18.651552 -66,455 66,455 -3,004
763 300677.ZK @SHAND161 CN 1.710236 1 0.003 2,555 1.0 -1 -0.002355 -29,886 3.954289 -118,178 118,178 -334
764 002335.ZK @XIAME21 CN 1.848060 2 0.026 1,346 1.0 -1 -0.000644 -8,871 3.645210 -32,337 32,337 -835
797 000725.ZK @BOETE2 CN 1.233467 6 0.085 20,697 1.0 -1 -0.004384 -349,579 0.629249 -219,972 219,972 -18,682
810 605333.SH @KUNSH5 CN 1.697402 1 0.008 2,167 1.0 -1 0.000000 -1,132 4.961920 -5,617 5,617 -47
828 000877.ZK @XINJI6 CN 1.199247 1 0.001 1,198 1.0 -1 -0.000766 -43,317 0.887047 -38,424 38,424 -36
842 000519.ZK @CHENG15 CN 1.417381 3 0.027 2,250 1.0 -1 -0.000376 -8,176 2.307708 -18,868 18,868 -501
847 601229.SH @BANKO594 CN 0.515807 8 0.113 10,098 1.0 -1 0.000000 -22 1.093563 -24 24 -3
848 002271.ZK @BEIJI70 CN 2.039396 5 0.056 5,065 1.0 -1 -0.000811 -19,575 2.079017 -40,697 40,697 -2,272
864 600522.SH @JIANG68 CN 1.255750 3 0.034 6,210 1.0 -1 -0.000590 -12,521 2.363149 -29,589 29,589 -1,005
876 000048.ZK @SHENZ5 CN 1.208333 1 0.003 551 1.0 -1 0.000000 -3,001 2.417204 -7,254 7,254 -24
880 002625.ZK @ZHEJI134 CN 1.591957 3 0.027 9,268 1.0 -1 -0.000563 -4,202 6.720768 -28,241 28,241 -776
901 300075.ZK @BEIJI93 CN 2.196172 1 0.002 1,755 1.0 -1 -0.000200 -3,553 2.826077 -10,041 10,041 -25
903 002572.ZK @GUANG142 CN 1.657319 1 0.001 2,448 1.0 -1 -0.001165 -22,989 2.541944 -58,437 58,437 -50
904 002508.ZK @HANGZ18 CN 1.193308 2 0.025 1,553 1.0 -1 0.000000 -2,605 3.290391 -8,571 8,571 -215
905 600801.SH @HUAXI1 CN 1.359245 6 0.072 1,053 1.0 -1 0.000000 -3,452 1.911309 -6,598 6,598 -473
906 688041.SH @HYGON1 CN 1.491289 5 0.055 17,510 1.0 -1 -0.002143 -5,995 17.936370 -107,529 107,529 -5,942
911 000029.ZK @SHNSE2 CN 1.675202 2 0.014 636 1.0 -1 0.000000 -2,967 2.460170 -7,299 7,299 -103
914 600585.SH @ANHUI24 CN 1.120467 7 0.106 7,599 1.0 -1 -0.003310 -45,468 3.653525 -166,118 166,118 -17,603
934 600221.SH @HAINA6 CN 1.190380 1 0.005 6,716 1.0 -1 -0.006170 -1,145,484 0.270272 -309,592 309,592 -1,646
944 600827.SH @SFRIE2 CN 1.408365 3 0.034 1,085 1.0 -1 0.000000 -6,013 1.438680 -8,651 8,651 -291
945 600809.SH @SHANX16 CN 1.781204 7 0.095 12,012 1.0 -1 -0.002258 -3,683 30.769445 -113,324 113,324 -10,745
946 002912.ZK @SHENZ263 CN 1.680914 1 0.001 666 1.0 -1 -0.000423 -5,432 3.903008 -21,201 21,201 -31
951 603008.SH @XILIN6 CN 1.839046 4 0.047 703 1.0 -1 -0.000221 -4,072 2.729056 -11,113 11,113 -520
978 002241.ZK @GOERT1 CN 1.753442 3 -0.030 10,535 -1.0 1 0.000000 47 3.610559 170 170 -5
989 000651.ZK @GREEE1 CN 0.734468 4 0.047 31,552 1.0 -1 -0.016308 -135,107 6.056868 -818,325 818,325 -38,449
996 000538.ZK @YUNNA10 CN 0.996495 3 0.038 6,109 1.0 -1 0.000000 -1,103 8.350717 -9,211 9,211 -354
1001 000921.ZK @GUANG19 CN 1.259327 4 0.045 1,767 1.0 -1 -0.000298 -3,452 4.335442 -14,966 14,966 -674
1035 601006.SH @DAQIN5 CN 0.352224 2 0.019 8,246 1.0 -1 -0.000294 -16,000 0.921697 -14,747 14,747 -280
1058 BJC_n.BK @BERLI44 TH 0.236976 1 -0.002 656 -1.0 1 0.003025 231,895 0.654504 151,776 151,776 -342