total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -410,907 17,411,743 119 200,467,887 -0.002

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 -0.048 994 -1.0 1 0.001370 17,000 4.044411 68,755 68,755 -3,276
10 0291.HK @CHINA288 HK 2.122818 7 0.099 5,187 1.0 -1 0.000000 -1,000 3.330953 -3,331 3,331 -330
14 0241.HK @CNCYB2 HK 3.131207 5 0.059 2,623 1.0 -1 -0.000487 -54,000 0.452701 -24,446 24,446 -1,447
22 0270.HK @GUANG77 HK 1.397316 6 0.070 2,274 1.0 -1 -0.001651 -100,000 0.828237 -82,824 82,824 -5,765
43 MGR.AX @MIRVA2 AU 0.043791 4 -0.047 4,871 -1.0 1 0.005461 221,987 1.234411 274,023 274,023 -13,010
70 2382.HK @SUNNY10 HK 2.103061 6 0.070 5,898 1.0 -1 -0.000503 -3,000 8.417411 -25,252 25,252 -1,770
71 0019.HK @SWIRE4 HK 0.552526 6 0.077 3,190 1.0 -1 -0.004705 -27,000 8.745362 -236,125 236,125 -18,065
76 TLMM.KL @TELEK13 MY 0.127425 2 -0.015 5,804 -1.0 1 0.010988 364,600 1.512359 551,406 551,406 -8,508
79 9001.T @TOBUR1 JP 0.249918 2 -0.013 3,208 -1.0 1 0.009310 29,300 15.944811 467,183 467,183 -6,300
88 1171.HK @YANZH2 HK 0.996729 4 0.036 3,700 1.0 -1 -0.015076 -650,000 1.163905 -756,538 756,538 -27,069
101 0267.HK @CITIC10 HK 1.385219 7 0.097 8,920 1.0 -1 -0.007174 -317,000 1.135611 -359,989 359,989 -35,042
107 4091.T @NIPPO91 JP 0.620750 1 -0.008 6,066 -1.0 1 0.014354 25,200 28.583515 720,305 720,305 -5,619
119 6988.T @NITTO9 JP 0.603191 5 -0.053 11,575 -1.0 1 0.000261 800 16.377599 13,102 13,102 -698
124 4194.T @VISIO77 JP 0.204375 3 -0.030 2,144 -1.0 1 0.000754 700 54.043149 37,830 37,830 -1,145
130 4202.T @DAICE1 JP 0.755564 5 -0.049 2,469 -1.0 1 0.000551 3,100 8.916078 27,640 27,640 -1,341
142 9888.HK @BAIDU10 HK 1.766970 2 0.021 25,574 1.0 -1 -0.001307 -5,850 11.214641 -65,606 65,606 -1,346
146 ANTM.JK @ANEKA4 ID 0.572663 3 -0.030 820 -1.0 1 0.002258 1,161,900 0.097534 113,324 113,324 -3,370
148 2474.TW @CATCH1 TW 0.187570 1 0.009 3,714 1.0 -1 -0.002067 -19,000 5.459185 -103,725 103,725 -967
151 1378.HK @CHINA1377 HK 1.564973 8 0.107 4,270 1.0 -1 -0.001302 -43,500 1.502145 -65,343 65,343 -6,985
157 2883.HK @CHINA258 HK 0.897448 6 0.062 1,558 1.0 -1 -0.000960 -56,000 0.860389 -48,182 48,182 -3,010
162 3800.HK @GCLPO1 HK 2.263781 2 0.022 4,293 1.0 -1 -0.000718 -226,000 0.159474 -36,041 36,041 -788
163 2367.HK @GIANT18 HK 1.749374 6 0.075 6,823 1.0 -1 -0.001111 -8,400 6.636187 -55,744 55,744 -4,164
166 0921.HK @GUANG52 HK 1.682585 6 0.072 1,036 1.0 -1 -0.000246 -4,000 3.086598 -12,346 12,346 -886
168 HLBB.KL @HONGL12 MY 0.069005 1 -0.011 3,784 -1.0 1 0.001950 21,300 4.593259 97,836 97,836 -1,035
174 PMET.KL @PRESS18 MY 0.492073 6 -0.066 6,147 -1.0 1 0.003025 134,300 1.130337 151,804 151,804 -10,029
181 0780.HK @TONGC1 HK 1.693760 4 0.037 3,179 1.0 -1 -0.000297 -6,000 2.484713 -14,908 14,908 -547
186 4088.T @AIRWA2 JP 0.490636 1 -0.006 2,798 -1.0 1 0.007183 29,600 12.176629 360,428 360,428 -2,019
188 2269.T @MEIJI9 JP -0.029383 1 -0.009 5,894 -1.0 1 0.000999 2,400 20.884449 50,123 50,123 -461
195 4203.T @SUMIT28 JP 0.821738 2 -0.012 1,954 -1.0 1 0.001808 3,700 24.522469 90,733 90,733 -1,109
200 6028.T @TECHN181 JP 0.271993 1 -0.011 2,003 -1.0 1 0.004165 11,100 18.827894 208,990 208,990 -2,235
208 3402.T @TORAY7 JP 0.757349 6 -0.080 10,793 -1.0 0 0.000000 0 6.615470 0 0 -0
218 STO.AX @SANTO10 AU 0.100953 3 -0.027 13,371 -1.0 1 0.014056 171,332 4.116824 705,344 705,344 -19,115
219 4443.T @SANSA1 JP 0.726988 3 -0.026 1,453 -1.0 1 0.001023 3,300 15.554326 51,329 51,329 -1,322
221 4403.T @NOFCO2 JP 0.658263 1 -0.008 3,472 -1.0 1 0.008303 29,100 14.317790 416,648 416,648 -3,191
222 3037.TW @UNIMI2 TW 0.791823 6 0.070 5,611 1.0 0 0.000000 0 4.228946 0 0 0
235 1109.HK @CHINA182 HK 2.142348 9 0.145 8,401 1.0 -1 0.000000 -1,500 2.945129 -4,418 4,418 -640
247 6055.HK @CHINA2407 HK 1.182371 1 0.004 643 1.0 -1 -0.003571 -54,000 3.318094 -179,177 179,177 -654
253 6618.HK @JDHEA1 HK 2.277731 4 0.040 3,977 1.0 -1 -0.002564 -34,150 3.768223 -128,685 128,685 -5,174
254 2801.T @KIKKO2 JP 0.445511 3 -0.025 10,981 -1.0 1 0.005711 25,300 11.327324 286,581 286,581 -7,124
277 3407.T @ASAHI19 JP 0.443274 2 -0.017 9,752 -1.0 1 0.007849 56,300 6.996193 393,886 393,886 -6,521
282 0570.HK @WINGS2 HK 0.470901 4 0.039 1,026 1.0 -1 -0.000502 -84,000 0.299657 -25,171 25,171 -993
288 3738.HK @VOBIL1 HK 2.711032 1 0.009 894 1.0 -1 -0.000356 -41,000 0.435982 -17,875 17,875 -157
305 1801.HK @INNOV87 HK 1.181908 5 0.053 7,636 1.0 -1 -0.001115 -12,000 4.662050 -55,945 55,945 -2,960
312 4188.T @MITSU116 JP 0.365420 3 -0.029 7,635 -1.0 1 0.002273 22,500 5.068498 114,041 114,041 -3,287
313 4021.T @NISSA12 JP 0.320940 4 -0.046 4,524 -1.0 1 0.001439 2,200 32.833295 72,233 72,233 -3,340
316 0027.HK @KWAHC2 HK 1.561410 9 0.149 15,229 1.0 0 0.000000 0 4.462706 0 0 0
319 2282.T @NIPPO99 JP -0.167684 1 -0.010 3,402 -1.0 1 0.000724 1,100 33.041554 36,346 36,346 -371
321 8410.T @SEVEN15 JP 0.323848 1 -0.008 1,537 -1.0 1 0.002458 58,700 2.101460 123,356 123,356 -1,010
325 PGRD.NS @POWER201 IN 0.066078 1 0.009 36,738 1.0 0 0.000000 0 3.950029 0 0 0
332 6979.HK @ZJLDG1 HK 2.804878 3 0.028 3,103 1.0 -1 -0.001387 -76,000 0.915691 -69,593 69,593 -1,970
335 3896.HK @KINGS113 HK 3.232358 2 0.018 1,140 1.0 -1 -0.000263 -22,000 0.599315 -13,185 13,185 -237
337 9901.HK @NEWOR8 HK 1.228476 9 0.143 9,045 1.0 -1 -0.001180 -10,000 5.922411 -59,224 59,224 -8,472
339 9633.HK @NONGF1 HK 1.475037 9 0.146 17,058 1.0 -1 -0.000912 -10,000 4.578455 -45,785 45,785 -6,700
344 4062.T @IBIDE3 JP 1.114228 2 -0.015 3,783 -1.0 1 0.000268 500 26.858872 13,429 13,429 -199
347 6146.T @DISCO14 JP 1.141990 3 -0.030 27,601 -1.0 0 0.000000 0 268.068075 0 0 -0
350 6104.TWO @GENES20 TW 1.164220 7 -0.084 438 -1.0 0 0.000000 0 4.828688 0 0 -0
351 7741.T @HOYAC2 JP 0.602667 1 0.005 45,157 1.0 0 0.000000 0 129.641079 0 0 0
353 7182.T @JAPAN374 JP 0.450902 1 0.004 13,532 1.0 0 0.000000 0 9.843481 0 0 0
356 4182.T @MITSU68 JP 0.653422 2 -0.019 3,807 -1.0 1 0.000664 1,900 17.526276 33,300 33,300 -645
363 WBC.AX @WESTP10 AU 0.015868 2 -0.022 70,889 -1.0 1 0.002968 7,221 20.622298 148,914 148,914 -3,270
365 2020.HK @ANTAS1 HK 1.802712 8 0.111 14,208 1.0 -1 -0.000417 -2,000 10.462283 -20,925 20,925 -2,329
369 1071.HK @HUADI2 HK 0.565809 2 0.013 673 1.0 -1 -0.000296 -30,000 0.495142 -14,854 14,854 -191
370 1347.HK @HUAHO1 HK 2.421678 4 0.048 1,999 1.0 -1 0.000000 -2,000 2.585027 -5,170 5,170 -247
372 6586.T @MAKIT6 JP 0.777728 2 -0.022 8,715 -1.0 0 0.000000 0 31.121669 0 0 -0
375 3436.T @SUMCO2 JP 1.111593 5 -0.052 2,589 -1.0 0 0.000000 0 7.393186 0 0 -0
377 2269.HK @WUXIB5 HK 2.728915 7 0.092 7,847 1.0 -1 0.000000 -4,000 2.222351 -8,889 8,889 -822
381 NAB.AX @NATLA14 AU 0.105381 1 -0.002 73,608 -1.0 1 0.007945 16,647 23.950115 398,698 398,698 -733
385 6963.T @ROHMC2 JP 1.188756 5 -0.060 3,271 -1.0 0 0.000000 0 9.000683 0 0 -0
389 4206.T @AICAK1 JP 0.238870 4 -0.041 1,418 -1.0 1 0.000543 1,300 20.975562 27,268 27,268 -1,120
391 6862.HK @HAIDI1 HK 2.159184 5 0.057 8,209 1.0 -1 -0.000518 -12,000 2.165763 -25,989 25,989 -1,473
398 SUN.AX @PROMI6 AU 0.169735 1 0.005 15,608 1.0 0 0.000000 0 12.267752 0 0 0
401 4004.T @SHOWA13 JP 0.952232 3 -0.024 4,992 -1.0 0 0.000000 0 26.995542 0 0 -0
412 6702.T @FUJIT27 JP 0.395745 3 -0.030 37,775 -1.0 0 0.000000 0 18.238912 0 0 -0
416 4612.T @NIPPO90 JP 1.370828 1 -0.002 7,352 -1.0 1 0.000906 6,600 6.892063 45,488 45,488 -103
418 5929.T @SANWA12 JP 0.956720 1 -0.001 6,877 -1.0 1 0.000000 200 30.295142 6,059 6,059 -5
419 6273.T @SMCCO2 JP 0.966353 5 -0.062 24,513 -1.0 0 0.000000 0 408.837981 0 0 -0
422 0914.HK @ANHUI11 HK 1.562597 6 0.078 3,110 1.0 -1 0.000000 -2,000 2.630039 -5,260 5,260 -409
424 1988.HK @CHINA1157 HK 0.902704 2 0.017 2,917 1.0 -1 -0.000877 -108,000 0.407688 -44,030 44,030 -766
425 1088.HK @CHINA352 HK 0.562165 8 0.110 14,769 1.0 -1 -0.000697 -8,000 4.372681 -34,981 34,981 -3,848
426 4519.T @CHUGA4 JP 0.472013 2 -0.021 29,587 -1.0 0 0.000000 0 44.053236 0 0 -0
429 6465.T @HOSHI4 JP 0.223545 6 -0.063 4,980 -1.0 0 0.000000 0 41.410953 0 0 -0
430 0902.HK @HUANE3 HK 0.642225 1 0.010 2,277 1.0 -1 -0.000533 -48,000 0.556874 -26,730 26,730 -255
450 GMG.AX @MACQU55 AU 0.337262 4 -0.043 43,934 -1.0 1 0.001013 2,211 22.982945 50,815 50,815 -2,194
458 9992.HK @POPMA2 HK 0.909309 3 0.032 16,451 1.0 0 0.000000 0 12.249937 0 0 0
468 0168.HK @TSING5 HK 1.925024 6 0.070 4,383 1.0 0 0.000000 0 7.118468 0 0 0
469 0220.HK @UNIPR8 HK 0.693909 4 0.045 4,155 1.0 -1 0.000000 -4,000 0.961990 -3,848 3,848 -173
471 688012.SH @ADVAN315 CN 1.781842 8 0.117 11,824 1.0 -1 0.000000 -99 26.387219 -2,612 2,612 -306
474 688639.SH @ANHUI137 CN 1.927888 1 0.003 1,108 1.0 -1 0.000000 -78 4.876138 -380 380 -1
496 601916.SH @CHINA2460 CN 0.653001 3 0.025 6,202 1.0 -1 -0.004144 -512,900 0.405429 -207,944 207,944 -5,239
498 600026.SH @CHINA337 CN 1.102658 5 0.055 2,185 1.0 -1 -0.000317 -9,612 1.654699 -15,905 15,905 -867
500 601390.SH @CHINA696 CN 0.990593 8 0.135 7,746 1.0 -1 0.000000 -99 0.876825 -87 87 -12
506 300919.ZK @CNGRA1 CN 2.108468 3 0.025 2,380 1.0 -1 -0.001157 -11,200 5.183989 -58,061 58,061 -1,465
507 002511.ZK @CSPAP1 CN 1.565575 3 0.035 662 1.0 -1 -0.001704 -83,500 1.023879 -85,494 85,494 -2,973
523 000690.ZK @GUANG36 CN 0.969246 2 0.012 1,145 1.0 -1 0.000000 -10 0.641814 -6 6 -0
529 600570.SH @HANGZ8 CN 2.108860 4 0.039 6,130 1.0 -1 0.000000 -80 4.096890 -328 328 -13
551 688017.SH @LEADE63 CN 2.978505 6 0.076 2,671 1.0 -1 0.000000 -68 15.825460 -1,076 1,076 -82
553 688062.SH @MABWE1 CN 1.831166 1 0.004 698 1.0 -1 0.000000 -1 2.912215 -3 3 -0
572 688289.SH @SANSU8 CN 1.663618 2 0.018 1,708 1.0 -1 -0.005033 -80,953 3.119739 -252,552 252,552 -4,596
573 600848.SH @SAUTO2 CN 1.422446 1 0.003 1,290 1.0 -1 -0.000625 -22,100 1.418313 -31,345 31,345 -90
590 600820.SH @STUNN1 CN 0.827144 1 0.003 1,891 1.0 -1 -0.021200 -1,096,400 0.970280 -1,063,815 1,063,815 -3,183
595 002256.ZK @SZRAI1 CN 1.470770 4 -0.041 633 -1.0 0 0.000000 0 0.431541 0 0 -0
608 000425.ZK @XUZHO2 CN 0.900418 2 0.016 8,768 1.0 -1 -0.015242 -700,900 1.091221 -764,837 764,837 -12,567
609 002353.ZK @YANTA14 CN 1.192228 2 0.019 4,781 1.0 -1 -0.004461 -47,935 4.669987 -223,856 223,856 -4,255
622 000685.ZK @ZHONG3 CN 1.103266 4 0.047 937 1.0 -1 -0.002020 -81,400 1.245147 -101,355 101,355 -4,795
629 002493.ZK @RONGS1 CN 1.319574 1 0.011 4,788 1.0 -1 -0.008869 -348,200 1.278131 -445,045 445,045 -5,071
630 002916.ZK @SHENN1 CN 1.937214 3 0.029 7,201 1.0 0 0.000000 0 14.040201 0 0 0
651 000403.ZK @SANJI2 CN 1.123477 2 0.019 1,440 1.0 -1 -0.001368 -23,700 2.895724 -68,629 68,629 -1,280
652 688271.SH @SHANG411 CN 1.257978 1 0.002 7,760 1.0 -1 -0.015375 -41,789 18.462807 -771,542 771,542 -1,736
654 000544.ZK @WHITE34 CN 1.189534 2 0.019 366 1.0 -1 -0.001406 -58,200 1.212163 -70,548 70,548 -1,351
670 300601.ZK @SHENZ232 CN 2.175321 2 0.015 2,826 1.0 -1 -0.000429 -8,500 2.530150 -21,506 21,506 -328
680 300014.ZK @EVEEN1 CN 2.313936 3 0.025 8,928 1.0 -1 0.000000 -34 6.418141 -218 218 -5
689 688208.SH @AUTEL3 CN 1.956256 3 0.035 2,169 1.0 -1 0.000000 -39 4.800549 -187 187 -7
702 603799.SH @ZHEJI183 CN 2.080134 2 0.021 6,037 1.0 -1 -0.005821 -69,800 4.184848 -292,102 292,102 -6,048
710 600111.SH @IMONG2 CN 1.646536 1 0.004 6,908 1.0 -1 -0.006069 -100,400 3.033157 -304,529 304,529 -1,176
735 600509.SH @XIANG1 CN 1.171554 7 -0.082 881 -1.0 0 0.000000 0 0.971654 0 0 -0
747 002340.ZK @SHENZ54 CN 1.850108 1 0.005 4,336 1.0 -1 -0.008218 -448,500 0.919430 -412,364 412,364 -1,942
755 002625.ZK @ZHEJI134 CN 1.838566 3 0.024 7,897 1.0 -1 -0.001712 -15,000 5.726851 -85,903 85,903 -2,022
768 002508.ZK @HANGZ18 CN 1.162342 3 0.024 1,476 1.0 -1 -0.000598 -9,600 3.126611 -30,015 30,015 -714
769 688041.SH @HYGON1 CN 1.575457 4 0.037 16,559 1.0 -1 0.000000 -95 16.962034 -1,611 1,611 -59
786 603355.SH @KINGC7 CN 1.263233 1 0.003 667 1.0 -1 -0.000989 -15,783 3.143102 -49,608 49,608 -134
794 603008.SH @XILIN6 CN 1.831631 5 0.057 640 1.0 -1 -0.000203 -4,100 2.482048 -10,176 10,176 -585
796 600248.SH @YANGL1 CN 1.014385 2 0.021 803 1.0 -1 -0.000232 -18,564 0.626697 -11,634 11,634 -250
798 603801.SH @ZBOMC1 CN 1.977079 3 0.032 812 1.0 -1 0.000000 -4,900 1.859474 -9,111 9,111 -293
808 000651.ZK @GREEE1 CN 0.715427 2 0.014 30,699 1.0 -1 -0.015666 -133,400 5.893146 -786,146 786,146 -11,241
811 688157.SH @HUNAN75 CN 1.853481 1 -0.007 338 -1.0 1 0.000000 900 5.821680 5,240 5,240 -39
827 301267.ZK @HUAXI18 CN 2.245641 1 0.010 1,582 1.0 -1 -0.000364 -6,200 2.942450 -18,243 18,243 -191
831 600332.SH @GUANG28 CN 1.015758 4 0.036 2,666 1.0 -1 -0.001638 -20,800 3.951211 -82,185 82,185 -2,969
835 300308.ZK @SHAND103 CN 2.021253 5 0.057 16,840 1.0 -1 -0.001466 -4,360 16.876827 -73,583 73,583 -4,181
851 300618.ZK @NANJI52 CN 2.726190 1 0.009 1,540 1.0 -1 -0.000238 -2,400 4.973716 -11,937 11,937 -105
854 600547.SH @SHAND33 CN 0.595297 1 0.007 5,651 1.0 -1 -0.004284 -66,000 3.257172 -214,973 214,973 -1,611
866 600016.SH @CHINA214 CN 0.634087 4 0.048 11,505 1.0 -1 -0.003651 -327,500 0.559354 -183,188 183,188 -8,821
870 002761.ZK @DOHIA1 CN 1.356791 5 0.057 852 1.0 -1 -0.000204 -7,400 1.382580 -10,231 10,231 -583
874 300294.ZK @JIANG137 CN 1.142226 3 0.025 1,508 1.0 -1 -0.001251 -14,900 4.212334 -62,764 62,764 -1,599
876 300418.ZK @BEIJI167 CN 2.295657 4 0.038 6,298 1.0 -1 -0.004640 -38,700 6.016836 -232,852 232,852 -8,939
894 601229.SH @BANKO594 CN 0.502997 3 0.033 10,940 1.0 -1 -0.009743 -412,704 1.184676 -488,921 488,921 -16,039
919 601825.SH @SHANG375 CN 0.426332 4 0.038 7,200 1.0 0 0.000000 0 1.131077 0 0 0
938 600461.SH @JIANG69 CN 0.542131 1 0.000 909 1.0 -1 -0.001290 -48,900 1.323484 -64,718 64,718 -15
960 300122.ZK @CHONG44 CN 2.238494 1 0.001 9,268 1.0 -1 -0.003314 -42,950 3.871500 -166,281 166,281 -122
967 600989.SH @NINGX12 CN 1.069025 2 0.022 5,903 1.0 -1 -0.001253 -28,900 2.175571 -62,874 62,874 -1,361
975 002241.ZK @GOERT1 CN 1.613163 4 0.045 10,582 1.0 -1 -0.010014 -140,300 3.581515 -502,487 502,487 -22,641
979 301236.ZK @ISOFT4 CN 2.321174 2 0.021 7,170 1.0 -1 -0.002649 -15,900 8.360076 -132,925 132,925 -2,763
1000 600569.SH @ANYAN1 CN 1.502140 8 -0.134 300 -1.0 0 0.000000 0 0.316097 0 0 -0
1005 600155.SH @HEBEI2 CN 1.851513 4 0.048 2,026 1.0 -1 -0.001603 -74,200 1.084350 -80,459 80,459 -3,889
1007 002919.ZK @MINGC1 CN 1.333132 6 -0.078 703 -1.0 0 0.000000 0 2.638721 0 0 -0
1010 002402.ZK @SHENZ60 CN 1.528359 6 -0.066 2,631 -1.0 0 0.000000 0 2.843498 0 0 -0
1038 OSP_n.BK @OSOTS1 TH -0.049478 9 -0.150 1,840 -1.0 0 -0.000000 0 0.612633 0 0 -0
1040 LH_n.BK @LANDH5 TH 0.162833 7 -0.090 1,696 -1.0 0 -0.000000 0 0.150960 0 0 -0