total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -544,891 19,961,051 128 200,314,893 -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 4 -0.047 967 -1.0 1 0.001335 17,000 3.936765 66,925 66,925 -3,143
10 0291.HK @CHINA288 HK 2.122818 7 0.099 5,277 1.0 -1 0.000000 -1,000 3.388829 -3,389 3,389 -337
14 0241.HK @CNCYB2 HK 3.131207 5 0.057 2,697 1.0 -1 -0.000501 -54,000 0.465562 -25,140 25,140 -1,423
22 0270.HK @GUANG77 HK 1.397316 6 0.067 2,260 1.0 -1 -0.001642 -100,000 0.823093 -82,309 82,309 -5,494
43 MGR.AX @MIRVA2 AU 0.043791 5 -0.050 5,009 -1.0 1 0.005304 209,507 1.269407 265,950 265,950 -13,356
70 2382.HK @SUNNY10 HK 2.103061 3 0.027 6,083 1.0 -1 -0.000519 -3,000 8.681058 -26,043 26,043 -710
71 8112.TW @SUPRE12 TW 0.322875 8 -0.121 997 -1.0 0 -0.000000 0 1.900719 0 0 -0
72 0019.HK @SWIRE4 HK 0.552526 5 0.057 3,268 1.0 -1 -0.004823 -27,000 8.957565 -241,854 241,854 -13,715
76 TLKM.JK @TELEK12 ID -0.035423 4 -0.042 17,280 -1.0 1 0.003704 1,064,600 0.174435 185,703 185,703 -7,709
77 TLMM.KL @TELEK13 MY 0.127425 3 -0.028 5,821 -1.0 1 0.011029 364,600 1.516854 553,045 553,045 -15,589
80 9001.T @TOBUR1 JP 0.249918 2 -0.018 3,291 -1.0 1 0.009687 29,700 16.354821 485,738 485,738 -8,748
89 1171.HK @YANZH2 HK 0.996729 3 0.028 3,729 1.0 -1 -0.015204 -650,000 1.172907 -762,390 762,390 -21,464
100 0836.HK @CHINA276 HK 0.518969 1 0.010 4,839 1.0 -1 -0.000963 -20,000 2.415263 -48,305 48,305 -466
102 0267.HK @CITIC10 HK 1.385219 6 0.076 8,980 1.0 -1 -0.007228 -317,000 1.143328 -362,435 362,435 -27,470
108 4091.T @NIPPO91 JP 0.620750 2 -0.014 6,153 -1.0 1 0.014745 25,500 28.993524 739,335 739,335 -10,481
125 4194.T @VISIO77 JP 0.204375 3 -0.032 2,166 -1.0 1 0.000762 700 54.589828 38,213 38,213 -1,222
131 4202.T @DAICE1 JP 0.755564 4 -0.037 2,448 -1.0 1 0.000758 4,300 8.837981 38,003 38,003 -1,414
143 9888.HK @BAIDU10 HK 1.766970 4 0.041 25,471 1.0 -1 -0.000858 -3,850 11.169629 -43,003 43,003 -1,776
147 ANTM.JK @ANEKA4 ID 0.572663 4 -0.047 833 -1.0 1 0.002296 1,161,900 0.099097 115,140 115,140 -5,434
152 1378.HK @CHINA1377 HK 1.564973 8 0.106 4,234 1.0 -1 -0.001292 -43,500 1.489284 -64,784 64,784 -6,861
158 2883.HK @CHINA258 HK 0.897448 5 0.050 1,556 1.0 -1 -0.000959 -56,000 0.859103 -48,110 48,110 -2,394
163 3800.HK @GCLPO1 HK 2.263781 2 0.013 4,362 1.0 -1 -0.000730 -226,000 0.162046 -36,622 36,622 -468
164 2367.HK @GIANT18 HK 1.749374 7 0.081 6,830 1.0 -1 -0.001113 -8,400 6.642616 -55,798 55,798 -4,539
167 0921.HK @GUANG52 HK 1.682585 6 0.065 1,031 1.0 -1 -0.000245 -4,000 3.073737 -12,295 12,295 -795
169 HLBB.KL @HONGL12 MY 0.069005 2 -0.012 3,784 -1.0 1 0.001951 21,300 4.593259 97,836 97,836 -1,214
175 PMET.KL @PRESS18 MY 0.492073 6 -0.073 6,171 -1.0 1 0.003300 145,800 1.134832 165,458 165,458 -12,159
182 0780.HK @TONGC1 HK 1.693760 3 0.034 3,173 1.0 -1 0.000000 -4,000 2.479567 -9,918 9,918 -338
185 2400.HK @XDINC1 HK 1.898854 3 0.031 1,509 1.0 -1 -0.001263 -20,600 3.073737 -63,319 63,319 -1,955
186 1585.HK @YADEA1 HK 1.360984 3 0.033 5,444 1.0 0 0.000000 0 1.749073 0 0 0
188 4088.T @AIRWA2 JP 0.490636 1 -0.000 2,792 -1.0 1 0.007126 29,400 12.153851 357,323 357,323 -174
190 2269.T @MEIJI9 JP -0.029383 2 -0.013 5,928 -1.0 1 0.001341 3,200 21.008103 67,226 67,226 -886
197 4203.T @SUMIT28 JP 0.821738 1 -0.010 1,957 -1.0 1 0.001812 3,700 24.555010 90,854 90,854 -872
202 6028.T @TECHN181 JP 0.271993 1 -0.009 1,992 -1.0 1 0.004145 11,100 18.723764 207,834 207,834 -1,768
210 3402.T @TORAY7 JP 0.757349 4 -0.036 10,502 -1.0 1 0.001027 8,000 6.437149 51,497 51,497 -1,870
214 PUBM.KL @PUBLI36 MY 0.068930 1 -0.002 15,549 -1.0 1 0.003265 159,400 1.026966 163,698 163,698 -353
220 STO.AX @SANTO10 AU 0.100953 4 -0.038 13,412 -1.0 1 0.014110 171,332 4.129549 707,524 707,524 -26,760
221 4443.T @SANSA1 JP 0.726988 3 -0.028 1,452 -1.0 1 0.001023 3,300 15.547818 51,308 51,308 -1,460
223 4403.T @NOFCO2 JP 0.658263 1 -0.001 3,495 -1.0 1 0.008276 28,800 14.408903 414,976 414,976 -314
224 3037.TW @UNIMI2 TW 0.791823 5 0.053 5,774 1.0 -1 -0.001042 -12,000 4.351970 -52,224 52,224 -2,787
237 1109.HK @CHINA182 HK 2.142348 8 0.136 8,602 1.0 -1 0.000000 -1,500 3.015863 -4,524 4,524 -616
255 6618.HK @JDHEA1 HK 2.277731 2 0.020 4,039 1.0 -1 -0.002606 -34,150 3.826096 -130,661 130,661 -2,598
256 2801.T @KIKKO2 JP 0.445511 2 -0.019 10,987 -1.0 1 0.006329 28,000 11.333832 317,347 317,347 -5,883
279 3407.T @ASAHI19 JP 0.443274 1 -0.006 9,770 -1.0 1 0.007940 56,800 7.009209 398,123 398,123 -2,493
284 0570.HK @WINGS2 HK 0.470901 2 0.020 1,044 1.0 -1 -0.000511 -84,000 0.304802 -25,603 25,603 -513
290 3738.HK @VOBIL1 HK 2.711032 3 0.032 881 1.0 -1 -0.000351 -41,000 0.429552 -17,612 17,612 -566
307 1801.HK @INNOV87 HK 1.181908 1 0.002 7,879 1.0 -1 -0.001151 -12,000 4.809948 -57,719 57,719 -89
314 4188.T @MITSU116 JP 0.365420 3 -0.033 7,694 -1.0 1 0.002903 28,500 5.108196 145,584 145,584 -4,802
315 4021.T @NISSA12 JP 0.320940 4 -0.046 4,567 -1.0 1 0.001454 2,200 33.145684 72,921 72,921 -3,338
317 8331.T @CHIBA1 JP 0.783261 1 -0.006 6,706 -1.0 0 0.000000 0 8.222967 0 0 -0
318 FMG.AX @FORTE6 AU 0.749608 1 0.010 35,492 1.0 0 0.000000 0 12.395009 0 0 0
320 0027.HK @KWAHC2 HK 1.561410 8 0.106 15,755 1.0 -1 -0.003223 -35,000 4.617036 -161,596 161,596 -17,078
322 6005.T @MIURA2 JP 0.562372 3 -0.025 3,167 -1.0 0 0.000000 0 25.277407 0 0 -0
324 2282.T @NIPPO99 JP -0.167684 1 -0.011 3,433 -1.0 1 0.000731 1,100 33.340926 36,675 36,675 -420
326 8410.T @SEVEN15 JP 0.323848 2 -0.015 1,547 -1.0 1 0.002215 52,500 2.115780 111,078 111,078 -1,666
330 PGRD.NS @POWER201 IN 0.066078 1 -0.011 36,612 -1.0 1 0.000495 6,301 3.936471 24,804 24,804 -280
336 6201.T @TOYOT13 JP 0.775631 1 -0.003 15,598 -1.0 0 0.000000 0 72.532622 0 0 -0
338 6979.HK @ZJLDG1 HK 2.804878 2 0.017 3,147 1.0 -1 -0.001000 -54,000 0.928552 -50,142 50,142 -847
343 9901.HK @NEWOR8 HK 1.228476 7 0.102 9,300 1.0 -1 -0.001214 -10,000 6.089602 -60,896 60,896 -6,201
345 9633.HK @NONGF1 HK 1.475037 6 0.070 17,249 1.0 -1 -0.000923 -10,000 4.629898 -46,299 46,299 -3,257
350 6361.T @EBARA3 JP 1.539113 2 0.015 7,259 1.0 0 0.000000 0 15.710520 0 0 0
351 4062.T @IBIDE3 JP 1.114228 2 -0.017 3,841 -1.0 1 0.000435 800 27.268882 21,815 21,815 -361
363 4182.T @MITSU68 JP 0.653422 1 -0.010 3,774 -1.0 1 0.000658 1,900 17.373336 33,009 33,009 -318
370 WBC.AX @WESTP10 AU 0.015868 2 -0.014 70,364 -1.0 1 0.010541 25,822 20.469584 528,566 528,566 -7,139
372 2020.HK @ANTAS1 HK 1.802712 8 0.118 14,226 1.0 -1 -0.000418 -2,000 10.475143 -20,950 20,950 -2,472
376 1071.HK @HUADI2 HK 0.565809 1 0.007 663 1.0 -1 -0.000214 -22,000 0.487425 -10,723 10,723 -79
377 1347.HK @HUAHO1 HK 2.421678 4 0.038 2,029 1.0 -1 0.000000 -2,000 2.623608 -5,247 5,247 -198
384 2269.HK @WUXIB5 HK 2.728915 5 0.054 8,083 1.0 -1 0.000000 -4,000 2.289228 -9,157 9,157 -491
386 5803.T @FUJIK9 JP 1.125791 5 -0.054 12,079 -1.0 0 0.000000 0 40.825225 0 0 -0
387 0175.HK @GUORU1 HK 1.748313 7 0.103 13,263 1.0 0 0.000000 0 1.965134 0 0 0
392 NST.AX @NTHNS3 AU 0.078305 5 -0.060 12,026 -1.0 0 0.000000 0 10.460679 0 0 -0
399 4206.T @AICAK1 JP 0.238870 4 -0.037 1,416 -1.0 1 0.000543 1,300 20.943022 27,226 27,226 -1,012
400 CPU.AX @COMPU62 AU 0.047669 4 -0.042 12,363 -1.0 0 0.000000 0 21.105879 0 0 -0
402 6862.HK @HAIDI1 HK 2.159184 4 0.042 8,287 1.0 -1 -0.000523 -12,000 2.186341 -26,236 26,236 -1,110
412 4004.T @SHOWA13 JP 0.952232 1 -0.005 4,908 -1.0 1 0.000000 200 26.546484 5,309 5,309 -25
433 0914.HK @ANHUI11 HK 1.562597 6 0.068 3,202 1.0 -1 0.000000 -2,000 2.707205 -5,414 5,414 -369
435 1988.HK @CHINA1157 HK 0.902704 2 0.017 2,871 1.0 -1 -0.000400 -50,000 0.401258 -20,063 20,063 -332
436 1088.HK @CHINA352 HK 0.562165 5 0.053 14,986 1.0 -1 -0.000708 -8,000 4.436985 -35,496 35,496 -1,894
441 0902.HK @HUANE3 HK 0.642225 1 0.011 2,240 1.0 -1 -0.000306 -28,000 0.547871 -15,340 15,340 -164
445 5344.T @MARUW3 JP 0.958149 1 0.002 2,633 1.0 0 0.000000 0 299.697374 0 0 0
455 688012.SH @ADVAN315 CN 1.781842 8 0.120 12,348 1.0 -1 0.000000 -99 27.556778 -2,728 2,728 -329
457 002432.ZK @ANDON1 CN 1.106145 1 0.006 2,204 1.0 -1 -0.000377 -3,200 5.909638 -18,911 18,911 -109
458 688639.SH @ANHUI137 CN 1.927888 1 0.005 1,119 1.0 -1 0.000000 -78 4.922867 -384 384 -2
459 002230.ZK @ANHUI43 CN 1.555010 3 0.035 14,574 1.0 -1 -0.022268 -159,400 7.004982 -1,116,594 1,116,594 -38,882
480 601916.SH @CHINA2460 CN 0.653001 2 0.017 6,202 1.0 -1 -0.004147 -512,900 0.405429 -207,944 207,944 -3,520
482 600026.SH @CHINA337 CN 1.102658 4 0.047 2,208 1.0 -1 -0.000838 -25,112 1.672565 -42,001 42,001 -1,982
484 601390.SH @CHINA696 CN 0.990593 8 0.132 7,794 1.0 -1 0.000000 -99 0.882323 -87 87 -12
490 300919.ZK @CNGRA1 CN 2.108468 2 0.019 2,476 1.0 -1 -0.001205 -11,200 5.392889 -60,400 60,400 -1,147
491 002511.ZK @CSPAP1 CN 1.565575 3 0.035 668 1.0 -1 -0.001721 -83,500 1.033499 -86,297 86,297 -2,999
492 002351.ZK @EDIFI2 CN 1.882978 2 0.014 2,449 1.0 0 0.000000 0 2.754165 0 0 0
508 000690.ZK @GUANG36 CN 0.969246 2 0.015 1,140 1.0 -1 0.000000 -10 0.639065 -6 6 -0
514 600570.SH @HANGZ8 CN 2.108860 5 0.051 6,194 1.0 -1 0.000000 -80 4.139494 -331 331 -17
536 688017.SH @LEADE63 CN 2.978505 8 0.111 2,646 1.0 -1 0.000000 -68 15.679780 -1,066 1,066 -118
554 603659.SH @PUTAI1 CN 2.108161 1 0.007 4,187 1.0 -1 -0.003307 -67,700 2.449065 -165,802 165,802 -1,194
558 688289.SH @SANSU8 CN 1.663618 1 0.006 1,749 1.0 -1 -0.005157 -80,953 3.193954 -258,560 258,560 -1,498
559 600848.SH @SAUTO2 CN 1.422446 2 0.012 1,293 1.0 -1 -0.000626 -22,100 1.421062 -31,405 31,405 -385
575 600639.SH @SJINQ2 CN 1.054104 1 0.001 463 1.0 -1 -0.000301 -9,700 1.557121 -15,104 15,104 -15
581 002256.ZK @SZRAI1 CN 1.470770 3 -0.028 615 -1.0 1 0.000000 18,400 0.419172 7,713 7,713 -213
590 603225.SH @XINFE1 CN 1.498130 1 0.002 1,715 1.0 -1 -0.006918 -228,200 1.520014 -346,867 346,867 -575
595 002353.ZK @YANTA14 CN 1.192228 1 0.008 4,895 1.0 -1 -0.004571 -47,935 4.781308 -229,192 229,192 -1,835
608 000685.ZK @ZHONG3 CN 1.103266 4 0.047 937 1.0 -1 -0.002021 -81,400 1.245147 -101,355 101,355 -4,786
637 000403.ZK @SANJI2 CN 1.123477 2 0.012 1,481 1.0 -1 -0.001408 -23,700 2.978182 -70,583 70,583 -840
638 688271.SH @SHANG411 CN 1.257978 1 0.009 7,712 1.0 -1 -0.015474 -42,289 18.347363 -775,892 775,892 -7,061
640 000544.ZK @WHITE34 CN 1.189534 2 0.020 365 1.0 -1 -0.001404 -58,200 1.209414 -70,388 70,388 -1,375
656 300601.ZK @SHENZ232 CN 2.175321 2 0.019 2,870 1.0 -1 -0.000436 -8,500 2.570005 -21,845 21,845 -418
666 300014.ZK @EVEEN1 CN 2.313936 6 0.076 8,966 1.0 -1 0.000000 -34 6.445627 -219 219 -17
668 688063.SH @PYLON10 CN 2.496935 1 0.002 981 1.0 -1 0.000000 -79 6.246349 -493 493 -1
675 688208.SH @AUTEL3 CN 1.956256 4 0.042 2,223 1.0 -1 0.000000 -39 4.918742 -192 192 -8
688 603799.SH @ZHEJI183 CN 2.080134 2 0.012 6,239 1.0 -1 -0.006021 -69,800 4.325030 -301,887 301,887 -3,527
696 600111.SH @IMONG2 CN 1.646536 2 0.017 7,005 1.0 -1 -0.006159 -100,400 3.075761 -308,806 308,806 -5,356
719 601319.SH @THEPE2 CN 0.976141 8 0.116 36,443 1.0 0 0.000000 0 1.026628 0 0 0
734 002340.ZK @SHENZ54 CN 1.850108 1 0.000 4,408 1.0 -1 -0.008355 -448,300 0.934547 -418,958 418,958 -69
742 002625.ZK @ZHEJI134 CN 1.838566 4 0.037 7,808 1.0 -1 -0.001694 -15,000 5.662257 -84,934 84,934 -3,173
755 002508.ZK @HANGZ18 CN 1.162342 3 0.026 1,489 1.0 -1 -0.000604 -9,600 3.154097 -30,279 30,279 -784
756 688041.SH @HYGON1 CN 1.575457 6 0.070 16,611 1.0 -1 0.000000 -95 17.015633 -1,616 1,616 -114
773 603355.SH @KINGC7 CN 1.263233 1 0.008 664 1.0 -1 -0.000985 -15,783 3.127984 -49,369 49,369 -387
781 603008.SH @XILIN6 CN 1.831631 5 0.054 657 1.0 -1 -0.000208 -4,100 2.549391 -10,453 10,453 -561
783 600248.SH @YANGL1 CN 1.014385 3 0.026 803 1.0 -1 -0.002928 -234,300 0.626697 -146,835 146,835 -3,835
785 603801.SH @ZBOMC1 CN 1.977079 2 0.015 844 1.0 -1 0.000000 -4,900 1.933688 -9,475 9,475 -141
795 000651.ZK @GREEE1 CN 0.715427 3 0.025 30,785 1.0 -1 -0.015722 -133,400 5.909638 -788,346 788,346 -19,851
800 000538.ZK @YUNNA10 CN 0.992752 1 0.003 5,852 1.0 -1 -0.006222 -39,000 8.000001 -312,000 312,000 -1,073
813 300750.ZK @CONTE31 CN 1.556407 3 0.035 124,434 1.0 -1 -0.014036 -19,178 36.698854 -703,811 703,811 -24,834
818 600332.SH @GUANG28 CN 1.015758 3 0.029 2,691 1.0 -1 -0.001654 -20,800 3.988319 -82,957 82,957 -2,409
825 300390.ZK @SUZHO21 CN 2.483216 1 0.004 2,893 1.0 -1 -0.000445 -6,410 3.482563 -22,323 22,323 -87
830 300444.ZK @BEIJI177 CN 1.843732 1 0.004 826 1.0 -1 0.000000 -5,500 1.034874 -5,692 5,692 -21
838 300618.ZK @NANJI52 CN 2.726190 3 0.024 1,556 1.0 -1 -0.000240 -2,400 5.024566 -12,059 12,059 -293
853 600016.SH @CHINA214 CN 0.634087 4 0.043 11,477 1.0 -1 -0.003644 -327,500 0.557980 -182,738 182,738 -7,850
857 002761.ZK @DOHIA1 CN 1.356791 5 0.057 861 1.0 -1 -0.000206 -7,400 1.397698 -10,343 10,343 -587
861 300294.ZK @JIANG137 CN 1.142226 3 0.025 1,519 1.0 -1 -0.001261 -14,900 4.243945 -63,235 63,235 -1,563
863 300418.ZK @BEIJI167 CN 2.295657 4 0.041 6,536 1.0 -1 -0.005379 -43,200 6.243600 -269,724 269,724 -11,166
881 601229.SH @BANKO594 CN 0.502997 8 0.111 10,673 1.0 -1 -0.009513 -412,700 1.155815 -477,005 477,005 -53,156
882 601006.SH @DAQIN5 CN 0.332874 3 0.027 8,459 1.0 -1 -0.008846 -469,100 0.945542 -443,554 443,554 -11,784
887 300229.ZK @BEIJI107 CN 2.444392 2 0.015 1,818 1.0 -1 -0.001304 -22,000 2.972686 -65,399 65,399 -969
894 300997.ZK @HUANL1 CN 1.745719 4 -0.048 467 -1.0 0 0.000000 0 2.424326 0 0 -0
904 601816.SH @BJSHH1 CN 0.492697 8 0.133 23,697 1.0 0 0.000000 0 0.846590 0 0 0
911 600436.SH @ZHANG1 CN 1.543787 6 0.073 9,081 1.0 0 0.000000 0 30.716372 0 0 0
928 600461.SH @JIANG69 CN 0.542131 1 0.009 890 1.0 -1 -0.000968 -37,500 1.294623 -48,548 48,548 -443
930 601857.SH @PETRO164 CN 0.707864 4 0.042 12,898 1.0 -1 -0.007040 -310,200 1.137949 -352,992 352,992 -14,664
945 601169.SH @BANKO53 CN 0.514601 2 0.022 13,987 1.0 -1 -0.012160 -755,800 0.806734 -609,730 609,730 -13,570
948 601985.SH @CHINA1906 CN 0.357308 3 0.030 10,300 1.0 -1 -0.000284 -10,700 1.330356 -14,235 14,235 -432
950 300122.ZK @CHONG44 CN 2.238494 1 0.005 9,475 1.0 -1 -0.003390 -42,950 3.958083 -170,000 170,000 -853
957 600989.SH @NINGX12 CN 1.069025 3 0.030 5,892 1.0 -1 -0.001252 -28,900 2.171448 -62,755 62,755 -1,880
965 002241.ZK @GOERT1 CN 1.613163 2 0.012 10,838 1.0 -1 -0.014579 -199,300 3.668099 -731,052 731,052 -8,612
969 301236.ZK @ISOFT4 CN 2.321174 3 0.028 7,331 1.0 -1 -0.002711 -15,900 8.548359 -135,919 135,919 -3,785
984 003038.ZK @ANHUI135 CN 1.721871 7 -0.085 637 -1.0 0 0.000000 0 2.613985 0 0 -0
997 600155.SH @HEBEI2 CN 1.851513 4 0.039 2,057 1.0 -1 -0.000931 -42,400 1.100842 -46,676 46,676 -1,804
1017 KTC_n.BK @KRUNG16 TH 0.174608 1 -0.011 1,879 -1.0 1 0.002539 89,100 1.428990 127,323 127,323 -1,396