total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -520,198 18,225,069 125 200,552,240 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
2 3019.TW @ASIAO7 TW 0.451836 3 -0.032 907 -1.0 1 0.001251 17,000 3.692193 62,767 62,767 -2,013
10 0291.HK @CHINA288 HK 2.122818 4 0.050 5,578 1.0 -1 0.000000 -1,000 3.582133 -3,582 3,582 -180
14 0241.HK @CNCYB2 HK 3.131207 4 0.040 2,809 1.0 -1 -0.000715 -74,000 0.484906 -35,883 35,883 -1,445
19 1301.TW @FORMO9 TW 0.673215 2 0.014 6,316 1.0 -1 -0.001596 -67,000 1.195348 -80,088 80,088 -1,126
22 0270.HK @GUANG77 HK 1.397316 5 0.058 2,190 1.0 -1 -0.001589 -100,000 0.797458 -79,746 79,746 -4,610
35 LLC.AX @LENDL6 AU 0.246627 8 -0.107 2,953 -1.0 0 -0.000000 0 4.279983 0 0 -0
44 MGR.AX @MIRVA2 AU 0.043791 4 -0.049 5,077 -1.0 1 0.004837 188,657 1.286543 242,715 242,715 -11,930
72 8112.TW @SUPRE12 TW 0.322875 8 -0.126 1,002 -1.0 0 -0.000000 0 1.910710 0 0 -0
73 0019.HK @SWIRE4 HK 0.552526 4 0.050 3,266 1.0 -1 -0.005263 -29,500 8.952115 -264,087 264,087 -13,169
77 TLKM.JK @TELEK12 ID -0.035423 5 -0.062 17,553 -1.0 1 0.003759 1,064,600 0.177191 188,638 188,638 -11,681
78 TLMM.KL @TELEK13 MY 0.127425 2 -0.014 5,731 -1.0 1 0.010850 364,600 1.493345 544,474 544,474 -7,526
81 9001.T @TOBUR1 JP 0.249918 2 -0.016 3,328 -1.0 1 0.009954 30,200 16.539306 499,487 499,487 -7,850
90 1171.HK @YANZH2 HK 0.996729 1 0.005 3,876 1.0 -1 -0.015795 -650,000 1.219340 -792,571 792,571 -3,973
103 0267.HK @CITIC10 HK 1.385219 7 0.094 9,183 1.0 -1 -0.007386 -317,000 1.169177 -370,629 370,629 -34,776
107 2222.T @KOTOB1 JP 0.826581 1 -0.009 1,534 -1.0 1 0.004427 16,000 13.882784 222,125 222,125 -2,018
108 2871.T @NICHI31 JP 0.100476 1 -0.003 3,633 -1.0 1 0.012175 21,600 28.283754 610,929 610,929 -1,699
121 6988.T @NITTO9 JP 0.603191 3 -0.028 11,699 -1.0 1 0.002375 7,200 16.552424 119,177 119,177 -3,358
126 4194.T @VISIO77 JP 0.204375 2 -0.019 2,181 -1.0 1 0.000767 700 54.953917 38,468 38,468 -716
132 4202.T @DAICE1 JP 0.755564 3 -0.032 2,505 -1.0 1 0.000793 4,400 9.045291 39,799 39,799 -1,276
148 ANTM.JK @ANEKA4 ID 0.572663 4 -0.043 853 -1.0 1 0.002350 1,161,900 0.101477 117,906 117,906 -5,104
153 1378.HK @CHINA1377 HK 1.564973 8 0.123 4,395 1.0 -1 -0.001340 -43,500 1.546040 -67,253 67,253 -8,258
155 2002.TW @CHINA152 TW 0.671008 1 0.008 7,959 1.0 -1 -0.008950 -712,000 0.630750 -449,094 449,094 -3,408
159 2883.HK @CHINA258 HK 0.897448 5 0.063 1,561 1.0 -1 -0.000962 -56,000 0.861770 -48,259 48,259 -3,019
164 3800.HK @GCLPO1 HK 2.263781 4 0.046 4,363 1.0 -1 -0.000730 -226,000 0.162064 -36,627 36,627 -1,698
165 2367.HK @GIANT18 HK 1.749374 6 0.081 7,056 1.0 -1 -0.001149 -8,400 6.862002 -57,641 57,641 -4,665
168 0921.HK @GUANG52 HK 1.682585 6 0.070 1,057 1.0 -1 -0.000251 -4,000 3.151247 -12,605 12,605 -885
170 HLBB.KL @HONGL12 MY 0.069005 1 -0.008 3,791 -1.0 1 0.001953 21,300 4.601849 98,019 98,019 -786
176 PMET.KL @PRESS18 MY 0.492073 4 -0.038 6,072 -1.0 1 0.003491 156,900 1.116625 175,199 175,199 -6,626
177 8069.TWO @PRIME74 TW 0.448229 3 0.028 7,951 1.0 -1 -0.000786 -5,000 7.892063 -39,460 39,460 -1,116
183 0780.HK @TONGC1 HK 1.693760 4 0.037 3,300 1.0 -1 -0.000206 -4,000 2.578878 -10,316 10,316 -377
186 2400.HK @XDINC1 HK 1.898854 4 0.043 1,537 1.0 -1 -0.001286 -20,600 3.131954 -64,518 64,518 -2,762
191 2269.T @MEIJI9 JP -0.029383 2 -0.021 5,990 -1.0 1 0.001861 4,400 21.225934 93,394 93,394 -1,958
198 4203.T @SUMIT28 JP 0.821738 1 -0.003 1,979 -1.0 1 0.001831 3,700 24.833556 91,884 91,884 -273
211 3402.T @TORAY7 JP 0.757349 4 -0.039 10,723 -1.0 1 0.001532 11,700 6.572431 76,897 76,897 -2,997
215 PUBM.KL @PUBLI36 MY 0.068930 4 -0.042 15,608 -1.0 1 0.003275 159,400 1.030905 164,326 164,326 -6,878
221 STO.AX @SANTO10 AU 0.100953 3 -0.034 13,363 -1.0 1 0.014048 171,332 4.114388 704,926 704,926 -23,727
222 4443.T @SANSA1 JP 0.726988 3 -0.033 1,449 -1.0 1 0.001021 3,300 15.519333 51,214 51,214 -1,685
225 3037.TW @UNIMI2 TW 0.791823 1 0.001 6,001 1.0 -1 -0.002163 -24,000 4.522937 -108,550 108,550 -138
238 1109.HK @CHINA182 HK 2.142348 9 0.162 8,805 1.0 -1 0.000000 -1,500 3.086936 -4,630 4,630 -750
252 3231.TW @WISTR1 TW 0.267944 3 0.029 10,115 1.0 0 0.000000 0 3.492199 0 0 0
257 6618.HK @JDHEA1 HK 2.277731 3 0.027 4,148 1.0 -1 -0.002674 -34,150 3.929412 -134,189 134,189 -3,568
258 2801.T @KIKKO2 JP 0.445511 3 -0.025 11,156 -1.0 1 0.007132 31,100 11.508313 357,909 357,909 -8,942
264 0345.HK @VITAS2 HK 1.293742 7 0.100 1,232 1.0 0 0.000000 0 1.417418 0 0 0
282 3407.T @ASAHI19 JP 0.443274 1 -0.004 9,962 -1.0 1 0.008089 56,800 7.146371 405,914 405,914 -1,683
287 0570.HK @WINGS2 HK 0.470901 1 0.009 1,044 1.0 -1 -0.000510 -84,000 0.304835 -25,606 25,606 -242
292 9433.T @KDDIC3 JP -0.008693 1 -0.001 54,205 -1.0 1 0.012091 18,400 32.973662 606,715 606,715 -725
293 3738.HK @VOBIL1 HK 2.711032 4 0.038 894 1.0 -1 -0.000365 -42,000 0.436030 -18,313 18,313 -692
310 1801.HK @INNOV87 HK 1.181908 3 0.024 8,027 1.0 -1 -0.000977 -10,000 4.900511 -49,005 49,005 -1,177
314 9005.T @TOKYU17 JP 0.289025 2 -0.019 6,968 -1.0 0 0.000000 0 11.150831 0 0 -0
315 3328.HK @BANKO15 HK 0.694194 7 0.089 26,885 1.0 0 0.000000 0 0.767875 0 0 0
319 4188.T @MITSU116 JP 0.365420 4 -0.041 7,853 -1.0 1 0.004021 38,700 5.213342 201,756 201,756 -8,202
320 4021.T @NISSA12 JP 0.320940 4 -0.050 4,688 -1.0 1 0.001492 2,200 34.023152 74,851 74,851 -3,751
325 0027.HK @KWAHC2 HK 1.561410 4 0.037 16,064 1.0 -1 -0.004503 -48,000 4.707578 -225,964 225,964 -8,396
327 6005.T @MIURA2 JP 0.562372 3 -0.028 3,227 -1.0 1 0.000205 400 25.758419 10,303 10,303 -292
329 2282.T @NIPPO99 JP -0.167684 2 -0.022 3,473 -1.0 1 0.000739 1,100 33.727983 37,101 37,101 -799
331 8410.T @SEVEN15 JP 0.323848 2 -0.022 1,572 -1.0 1 0.001478 34,500 2.150143 74,180 74,180 -1,623
335 GMG.AX @MACQU55 AU 0.337262 7 -0.099 45,340 -1.0 0 0.000000 0 23.718240 0 0 -0
340 6504.T @FUJIE6 JP 0.849843 2 0.016 8,603 1.0 0 0.000000 0 57.623557 0 0 0
341 OCBC.SI @OVERS15 SG 0.151235 1 -0.008 50,772 -1.0 1 0.003586 14,400 12.494888 179,926 179,926 -1,438
345 6979.HK @ZJLDG1 HK 2.804878 2 0.016 3,269 1.0 -1 -0.001038 -54,000 0.964667 -52,092 52,092 -820
348 3896.HK @KINGS113 HK 3.232358 1 0.007 1,243 1.0 -1 -0.000260 -20,000 0.653401 -13,068 13,068 -88
350 9901.HK @NEWOR8 HK 1.228476 5 0.054 9,783 1.0 -1 -0.001276 -10,000 6.405392 -64,054 64,054 -3,473
352 9633.HK @NONGF1 HK 1.475037 2 0.015 18,114 1.0 -1 -0.000969 -10,000 4.861924 -48,619 48,619 -727
357 6361.T @EBARA3 JP 1.539113 1 0.002 7,436 1.0 -1 -0.000577 -1,800 16.093272 -28,968 28,968 -60
358 4062.T @IBIDE3 JP 1.114228 2 -0.017 3,921 -1.0 1 0.000943 1,700 27.837721 47,324 47,324 -822
370 8058.T @MITSU65 JP 0.802353 2 -0.015 67,900 -1.0 0 0.000000 0 16.880390 0 0 -0
380 2020.HK @ANTAS1 HK 1.802712 7 0.087 14,760 1.0 -1 -0.000433 -2,000 10.868586 -21,737 21,737 -1,893
384 1071.HK @HUADI2 HK 0.565809 1 0.005 675 1.0 -1 -0.000237 -24,000 0.496482 -11,916 11,916 -61
385 1347.HK @HUAHO1 HK 2.421678 3 0.033 2,104 1.0 -1 0.000000 -2,000 2.720361 -5,441 5,441 -181
387 5631.T @JAPAN191 JP 1.187379 2 -0.013 3,131 -1.0 0 0.000000 0 42.077987 0 0 -0
393 2269.HK @WUXIB5 HK 2.728915 4 0.046 8,247 1.0 -1 0.000000 -4,000 2.335782 -9,343 9,343 -434
394 9020.T @EASTJ2 JP 0.074166 1 -0.011 21,203 -1.0 0 0.000000 0 18.690760 0 0 -0
397 0175.HK @GUORU1 HK 1.748313 1 0.004 13,976 1.0 -1 -0.000289 -7,000 2.070820 -14,496 14,496 -55
408 8035.T @TOKYO54 JP 1.167642 3 -0.028 76,180 -1.0 0 0.000000 0 161.523062 0 0 -0
409 6506.T @YASKA3 JP 1.247575 2 -0.015 7,048 -1.0 0 0.000000 0 26.427469 0 0 -0
411 4206.T @AICAK1 JP 0.238870 3 -0.035 1,443 -1.0 1 0.000298 700 21.350561 14,945 14,945 -525
412 CPU.AX @COMPU62 AU 0.047669 2 -0.015 12,140 -1.0 1 0.000000 368 20.724792 7,627 7,627 -113
414 6862.HK @HAIDI1 HK 2.159184 2 0.022 8,590 1.0 -1 -0.000361 -8,000 2.266325 -18,131 18,131 -394
445 688012.SH @ADVAN315 CN 1.781842 8 0.109 12,706 1.0 -1 0.000000 -99 28.354046 -2,807 2,807 -306
447 002432.ZK @ANDON1 CN 1.106145 2 0.016 2,214 1.0 -1 -0.000379 -3,200 5.936585 -18,997 18,997 -313
458 300073.ZK @BEIJI92 CN 2.125193 1 0.004 2,366 1.0 -1 -0.004497 -37,200 6.066031 -225,656 225,656 -910
462 688166.SH @BRIGH82 CN 2.138617 1 0.002 1,848 1.0 -1 0.000000 -27 4.654526 -126 126 -0
470 601916.SH @CHINA2460 CN 0.653001 1 0.010 6,319 1.0 -1 -0.004223 -512,900 0.413124 -211,891 211,891 -2,064
472 600026.SH @CHINA337 CN 1.102658 4 0.047 2,329 1.0 -1 -0.000883 -25,112 1.764038 -44,299 44,299 -2,086
474 601390.SH @CHINA696 CN 0.990593 8 0.117 8,041 1.0 -1 0.000000 -99 0.910249 -90 90 -11
480 300919.ZK @CNGRA1 CN 2.108468 2 0.021 2,543 1.0 -1 -0.001236 -11,200 5.537233 -62,017 62,017 -1,282
481 002511.ZK @CSPAP1 CN 1.565575 4 0.037 684 1.0 -1 -0.001760 -83,500 1.057596 -88,309 88,309 -3,259
487 603087.SH @GANLE1 CN 1.635255 1 0.005 3,505 1.0 -1 -0.003347 -26,500 6.338692 -167,975 167,975 -861
498 000690.ZK @GUANG36 CN 0.969246 1 0.012 1,167 1.0 -1 0.000000 -10 0.654112 -7 7 -0
504 600570.SH @HANGZ8 CN 2.108860 3 0.031 6,551 1.0 -1 0.000000 -80 4.377732 -350 350 -11
526 688017.SH @LEADE63 CN 2.978505 7 0.099 2,855 1.0 -1 0.000000 -68 16.917410 -1,150 1,150 -114
544 603659.SH @PUTAI1 CN 2.108161 4 0.041 4,311 1.0 -1 -0.003402 -67,700 2.521430 -170,701 170,701 -6,934
549 600848.SH @SAUTO2 CN 1.422446 1 0.010 1,333 1.0 -1 -0.000645 -22,100 1.465212 -32,381 32,381 -334
571 002256.ZK @SZRAI1 CN 1.470770 1 -0.005 604 -1.0 1 0.000296 36,100 0.411746 14,864 14,864 -69
580 603225.SH @XINFE1 CN 1.498130 1 0.002 1,762 1.0 -1 -0.007102 -228,200 1.561607 -356,359 356,359 -667
583 002653.ZK @XIZAN2 CN 0.979705 5 0.056 5,426 1.0 0 0.000000 0 4.844561 0 0 0
586 002353.ZK @YANTA14 CN 1.192228 2 0.019 4,953 1.0 -1 -0.004621 -47,935 4.837677 -231,894 231,894 -4,326
599 000685.ZK @ZHONG3 CN 1.103266 4 0.041 969 1.0 -1 -0.002089 -81,400 1.287568 -104,808 104,808 -4,336
628 000403.ZK @SANJI2 CN 1.123477 2 0.015 1,490 1.0 -1 -0.001415 -23,700 2.996522 -71,018 71,018 -1,039
631 000544.ZK @WHITE34 CN 1.189534 2 0.015 377 1.0 -1 -0.001445 -58,200 1.246256 -72,532 72,532 -1,063
647 300601.ZK @SHENZ232 CN 2.175321 2 0.016 2,944 1.0 -1 -0.000446 -8,500 2.635728 -22,404 22,404 -364
657 300014.ZK @EVEEN1 CN 2.313936 6 0.080 9,281 1.0 -1 0.000000 -34 6.671945 -227 227 -18
666 000811.ZK @YANTA2 CN 1.621606 3 0.033 771 1.0 0 0.000000 0 1.578132 0 0 0
667 688208.SH @AUTEL3 CN 1.956256 4 0.049 2,243 1.0 -1 0.000000 -39 4.962990 -194 194 -9
668 688169.SH @BEIJI316 CN 1.063781 2 0.014 5,676 1.0 -1 0.000000 -99 30.725375 -3,042 3,042 -44
680 603799.SH @ZHEJI183 CN 2.080134 2 0.014 6,457 1.0 -1 -0.006225 -69,800 4.475505 -312,390 312,390 -4,411
688 600111.SH @IMONG2 CN 1.646536 3 0.031 7,201 1.0 -1 -0.006326 -100,400 3.161773 -317,442 317,442 -9,977
689 002706.ZK @SHANG138 CN 1.703528 3 0.034 1,135 1.0 0 0.000000 0 1.010776 0 0 0
728 002340.ZK @SHENZ54 CN 1.850108 2 0.015 4,507 1.0 -1 -0.008532 -448,000 0.955692 -428,150 428,150 -6,259
736 002625.ZK @ZHEJI134 CN 1.838566 4 0.039 8,114 1.0 -1 -0.001759 -15,000 5.884256 -88,264 88,264 -3,415
740 300274.ZK @SUNGR5 CN 1.516154 1 -0.005 22,583 -1.0 1 0.000000 40 10.892692 436 436 -2
749 002508.ZK @HANGZ18 CN 1.162342 3 0.026 1,537 1.0 -1 -0.000623 -9,600 3.255414 -31,252 31,252 -801
750 688041.SH @HYGON1 CN 1.575457 6 0.076 17,046 1.0 -1 0.000000 -95 17.461356 -1,659 1,659 -126
768 603355.SH @KINGC7 CN 1.263233 1 0.012 687 1.0 -1 -0.001018 -15,783 3.236134 -51,076 51,076 -623
776 603008.SH @XILIN6 CN 1.831631 4 0.040 694 1.0 -1 -0.000220 -4,100 2.692189 -11,038 11,038 -441
778 600248.SH @YANGL1 CN 1.014385 1 0.011 829 1.0 -1 -0.003022 -234,300 0.647227 -151,645 151,645 -1,703
788 300450.ZK @WUXIL3 CN 2.177530 1 0.005 3,288 1.0 -1 -0.005291 -86,000 3.087410 -265,517 265,517 -1,231
790 000651.ZK @GREEE1 CN 0.715427 5 0.055 31,177 1.0 -1 -0.015910 -133,400 5.984784 -798,370 798,370 -44,176
795 000538.ZK @YUNNA10 CN 0.992752 1 0.011 5,948 1.0 -1 -0.006319 -39,000 8.130270 -317,081 317,081 -3,384
813 600332.SH @GUANG28 CN 1.015758 3 0.026 2,748 1.0 -1 -0.001688 -20,800 4.072022 -84,698 84,698 -2,177
817 300308.ZK @SHAND103 CN 2.021253 3 0.024 17,887 1.0 -1 0.000000 -60 17.925430 -1,076 1,076 -26
820 300390.ZK @SUZHO21 CN 2.483216 1 0.009 2,992 1.0 -1 -0.000460 -6,410 3.601059 -23,083 23,083 -209
825 300444.ZK @BEIJI177 CN 1.843732 1 0.005 853 1.0 -1 0.000000 -5,500 1.068613 -5,877 5,877 -32
833 300618.ZK @NANJI52 CN 2.726190 2 0.024 1,623 1.0 -1 -0.000251 -2,400 5.242539 -12,582 12,582 -298
848 600016.SH @CHINA214 CN 0.634087 3 0.028 11,726 1.0 -1 -0.003721 -327,500 0.570111 -186,711 186,711 -5,216
852 002761.ZK @DOHIA1 CN 1.356791 4 0.040 899 1.0 -1 -0.000259 -8,900 1.458326 -12,979 12,979 -522
856 300294.ZK @JIANG137 CN 1.142226 2 0.021 1,555 1.0 -1 -0.001290 -14,900 4.343305 -64,715 64,715 -1,352
857 300888.ZK @WINNE10 CN 1.522501 1 0.001 998 1.0 -1 -0.000228 -2,000 5.714876 -11,430 11,430 -15
858 300418.ZK @BEIJI167 CN 2.295657 4 0.042 6,782 1.0 -1 -0.005578 -43,200 6.479155 -279,899 279,899 -11,647
871 002121.ZK @SHENZ29 CN 1.891090 2 0.013 722 1.0 -1 0.000000 -8,700 0.678900 -5,906 5,906 -76
876 601229.SH @BANKO594 CN 0.502997 5 0.059 10,987 1.0 -1 -0.027315 -1,152,000 1.189796 -1,370,645 1,370,645 -80,989
877 601006.SH @DAQIN5 CN 0.332874 3 0.030 8,513 1.0 -1 -0.008896 -469,100 0.951561 -446,377 446,377 -13,219
898 300124.ZK @SHENZ72 CN 1.723590 9 0.150 18,848 1.0 0 0.000000 0 8.434606 0 0 0
899 300024.ZK @SIASU1 CN 2.423898 2 0.015 3,556 1.0 -1 -0.000241 -4,000 3.028196 -12,113 12,113 -185
900 601816.SH @BJSHH1 CN 0.492697 5 0.062 24,553 1.0 -1 -0.000984 -56,300 0.877199 -49,386 49,386 -3,040
911 688472.SH @CSISO1 CN 1.526953 4 0.049 2,698 1.0 0 0.000000 0 1.925156 0 0 0
914 603985.SH @JIANG262 CN 1.967385 8 -0.109 634 -1.0 0 0.000000 0 2.027060 0 0 -0
920 002327.ZK @SHENZ47 CN 0.818760 7 0.094 1,128 1.0 0 0.000000 0 1.345406 0 0 0
927 600461.SH @JIANG69 CN 0.542131 1 0.005 907 1.0 -1 -0.001911 -72,600 1.320618 -95,877 95,877 -444
929 601857.SH @PETRO164 CN 0.707864 3 0.031 13,189 1.0 -1 -0.009841 -424,400 1.163631 -493,845 493,845 -15,113
944 601169.SH @BANKO53 CN 0.514601 5 0.054 14,062 1.0 -1 -0.012217 -755,800 0.811099 -613,029 613,029 -32,979
947 601985.SH @CHINA1906 CN 0.357308 4 0.039 10,448 1.0 -1 -0.000288 -10,700 1.349537 -14,440 14,440 -560
952 000886.ZK @HAINA2 CN 1.424010 7 -0.097 726 -1.0 0 0.000000 0 0.979103 0 0 -0
957 600989.SH @NINGX12 CN 1.069025 3 0.027 6,079 1.0 -1 -0.001290 -28,900 2.240507 -64,751 64,751 -1,765
972 301236.ZK @ISOFT4 CN 2.321174 2 0.021 7,671 1.0 -1 -0.002834 -15,900 8.944124 -142,212 142,212 -3,031
984 002150.ZK @JIANG70 CN 1.423788 7 -0.098 387 -1.0 0 0.000000 0 1.835646 0 0 -0
1005 KTC_n.BK @KRUNG16 TH 0.174608 2 -0.021 1,884 -1.0 1 0.002544 89,100 1.432580 127,643 127,643 -2,699