total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -443,457 15,386,332 119 201,691,216 -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 5 -0.063 1,093 -1.0 1 0.001506 17,000 4.446154 75,585 75,585 -4,753
10 0291.HK @CHINA288 HK 2.122818 7 0.096 5,118 1.0 -1 0.000000 -1,000 3.286533 -3,287 3,287 -314
11 2380.HK @CHINA318 HK 0.549769 1 0.007 1,753 1.0 -1 -0.005648 -720,000 0.393612 -283,401 283,401 -2,122
14 0241.HK @CNCYB2 HK 3.131207 6 0.067 2,563 1.0 0 0.000000 0 0.442492 0 0 0
19 1301.TW @FORMO9 TW 0.673215 2 0.023 5,983 1.0 -1 -0.001512 -67,000 1.132308 -75,865 75,865 -1,775
22 0270.HK @GUANG77 HK 1.397316 7 0.106 2,229 1.0 -1 -0.001553 -96,000 0.811664 -77,920 77,920 -8,229
40 MPL.AX @MEDIB5 AU -0.027263 2 -0.019 6,632 -1.0 1 0.001268 26,420 2.408256 63,626 63,626 -1,211
43 MGR.AX @MIRVA2 AU 0.043791 5 -0.062 4,927 -1.0 1 0.006323 254,074 1.248726 317,269 317,269 -19,608
70 2382.HK @SUNNY10 HK 2.103061 4 0.047 6,034 1.0 -1 -0.000515 -3,000 8.611874 -25,836 25,836 -1,222
71 0019.HK @SWIRE4 HK 0.552526 6 0.081 3,198 1.0 -1 -0.003843 -22,000 8.766231 -192,857 192,857 -15,590
76 TLMM.KL @TELEK13 MY 0.127425 2 -0.014 5,723 -1.0 1 0.010835 364,600 1.491297 543,727 543,727 -7,840
79 9001.T @TOBUR1 JP 0.249918 3 -0.028 3,219 -1.0 1 0.009151 28,700 15.999610 459,189 459,189 -12,718
88 1171.HK @YANZH2 HK 0.996729 4 0.047 3,664 1.0 -1 -0.014929 -650,000 1.152538 -749,149 749,149 -35,217
99 0836.HK @CHINA276 HK 0.518969 1 0.008 5,376 1.0 -1 -0.000985 -20,000 2.472296 -49,446 49,446 -399
101 0267.HK @CITIC10 HK 1.385219 7 0.103 8,820 1.0 -1 -0.007094 -317,000 1.122952 -355,976 355,976 -36,841
105 2222.T @KOTOB1 JP 0.826581 1 -0.003 1,512 -1.0 1 0.004362 16,000 13.680591 218,889 218,889 -582
119 6988.T @NITTO9 JP 0.603191 6 -0.080 11,695 -1.0 0 0.000000 0 16.547742 0 0 -0
124 4194.T @VISIO77 JP 0.204375 3 -0.035 2,158 -1.0 1 0.000759 700 54.391538 38,074 38,074 -1,348
125 2212.T @YAMAZ1 JP 0.346054 1 -0.003 3,694 -1.0 1 0.002798 7,200 19.499220 140,394 140,394 -486
130 4202.T @DAICE1 JP 0.755564 4 -0.050 2,440 -1.0 0 0.000000 0 8.809029 0 0 -0
142 9888.HK @BAIDU10 HK 1.766970 4 0.048 25,300 1.0 -1 -0.001293 -5,850 11.094461 -64,903 64,903 -3,089
146 ANTM.JK @ANEKA4 ID 0.572663 2 -0.022 794 -1.0 1 0.002185 1,161,900 0.094375 109,654 109,654 -2,403
148 2474.TW @CATCH1 TW 0.187570 1 0.005 3,695 1.0 -1 -0.002056 -19,000 5.430769 -103,185 103,185 -506
151 1378.HK @CHINA1377 HK 1.564973 8 0.114 4,198 1.0 -1 -0.001280 -43,500 1.476689 -64,236 64,236 -7,355
157 2883.HK @CHINA258 HK 0.897448 6 0.068 1,538 1.0 -1 -0.000947 -56,000 0.848967 -47,542 47,542 -3,233
160 6805.TW @FOSIT1 TW 0.428396 1 0.006 1,544 1.0 -1 -0.001082 -2,000 27.138462 -54,277 54,277 -313
162 3800.HK @GCLPO1 HK 2.263781 2 0.017 4,190 1.0 -1 -0.000664 -214,000 0.155644 -33,308 33,308 -576
163 2367.HK @GIANT18 HK 1.749374 6 0.078 6,878 1.0 -1 -0.001120 -8,400 6.688834 -56,186 56,186 -4,409
165 3443.TW @GLOBA166 TW 0.834244 1 -0.012 3,980 -1.0 1 0.000911 1,000 45.692308 45,692 45,692 -543
166 0921.HK @GUANG52 HK 1.682585 7 0.084 1,025 1.0 -1 -0.000244 -4,000 3.054996 -12,220 12,220 -1,024
168 HLBB.KL @HONGL12 MY 0.069005 1 -0.008 3,722 -1.0 1 0.001918 21,300 4.518808 96,251 96,251 -735
174 PMET.KL @PRESS18 MY 0.492073 4 -0.044 5,936 -1.0 1 0.002915 134,000 1.091521 146,264 146,264 -6,414
181 0780.HK @TONGC1 HK 1.693760 3 0.027 3,300 1.0 -1 -0.000308 -6,000 2.579061 -15,474 15,474 -414
186 4088.T @AIRWA2 JP 0.490636 1 -0.007 2,756 -1.0 1 0.007075 29,600 11.994031 355,023 355,023 -2,437
188 2269.T @MEIJI9 JP -0.029383 1 -0.010 5,830 -1.0 1 0.000906 2,200 20.660352 45,453 45,453 -448
190 4114.T @NIPPO49 JP 0.438930 1 -0.012 1,916 -1.0 1 0.011550 47,200 12.279449 579,590 579,590 -6,906
195 4203.T @SUMIT28 JP 0.821738 1 -0.007 1,928 -1.0 1 0.001784 3,700 24.195639 89,524 89,524 -600
200 6028.T @TECHN181 JP 0.271993 2 -0.012 2,004 -1.0 1 0.004167 11,100 18.837570 209,097 209,097 -2,606
211 PUBM.KL @PUBLI36 MY 0.068930 1 -0.004 15,370 -1.0 1 0.003225 159,400 1.015160 161,817 161,817 -577
217 STO.AX @SANTO10 AU 0.100953 3 -0.028 13,305 -1.0 1 0.014404 176,443 4.096585 722,814 722,814 -19,908
218 4443.T @SANSA1 JP 0.726988 4 -0.037 1,487 -1.0 1 0.001016 3,200 15.925012 50,960 50,960 -1,896
220 4403.T @NOFCO2 JP 0.658263 1 -0.005 3,430 -1.0 1 0.008287 29,400 14.144395 415,845 415,845 -2,181
233 1109.HK @CHINA182 HK 2.142348 8 0.135 8,310 1.0 -1 0.000000 -1,500 2.913501 -4,370 4,370 -590
236 HCLT.NS @HCLTE1 IN 0.136047 4 0.043 24,243 1.0 0 0.000000 0 22.970532 0 0 0
245 6055.HK @CHINA2407 HK 1.182371 3 0.037 620 1.0 -1 -0.002425 -38,000 3.202922 -121,711 121,711 -4,445
247 BSL.AX @BLUES9 AU 0.567143 4 -0.042 5,631 -1.0 0 0.000000 0 12.837660 0 0 -0
251 6618.HK @JDHEA1 HK 2.277731 5 0.061 3,849 1.0 -1 -0.002482 -34,150 3.646702 -124,535 124,535 -7,567
252 2801.T @KIKKO2 JP 0.445511 3 -0.030 10,980 -1.0 1 0.005372 23,800 11.325894 269,556 269,556 -8,062
263 5020.T @JXHOL1 JP 0.634526 4 -0.040 15,507 -1.0 0 0.000000 0 5.112869 0 0 -0
267 7912.T @DAINI12 JP 0.648771 1 -0.001 8,035 -1.0 0 0.000000 0 14.491437 0 0 -0
271 8801.T @MITSU92 JP 0.475511 2 0.013 22,307 1.0 0 0.000000 0 8.017643 0 0 0
275 3407.T @ASAHI19 JP 0.443274 3 -0.027 9,738 -1.0 1 0.006098 43,800 6.986248 305,998 305,998 -8,191
280 0570.HK @WINGS2 HK 0.470901 5 0.060 1,018 1.0 -1 -0.000225 -38,000 0.297139 -11,291 11,291 -679
303 1801.HK @INNOV87 HK 1.181908 4 0.042 7,627 1.0 -1 -0.001114 -12,000 4.656457 -55,877 55,877 -2,371
310 4188.T @MITSU116 JP 0.365420 4 -0.040 7,636 -1.0 0 0.000000 0 5.069408 0 0 -0
311 4021.T @NISSA12 JP 0.320940 5 -0.051 4,511 -1.0 1 0.001435 2,200 32.732224 72,011 72,011 -3,678
316 2282.T @NIPPO99 JP -0.167684 2 -0.017 3,402 -1.0 1 0.000724 1,100 33.043589 36,348 36,348 -602
317 RIO.AX @RIOTI17 AU 0.581986 3 -0.030 28,028 -1.0 0 0.000000 0 75.503303 0 0 -0
318 8410.T @SEVEN15 JP 0.323848 1 -0.011 1,514 -1.0 1 0.002761 66,900 2.071225 138,565 138,565 -1,562
326 1833.HK @PAGOO1 HK 2.283275 2 0.014 486 1.0 -1 -0.000533 -32,000 0.836104 -26,755 26,755 -380
328 6979.HK @ZJLDG1 HK 2.804878 2 0.013 3,134 1.0 -1 -0.001511 -82,000 0.924860 -75,839 75,839 -1,004
331 3896.HK @KINGS113 HK 3.232358 3 0.034 1,055 1.0 -1 -0.000243 -22,000 0.554402 -12,197 12,197 -419
333 9901.HK @NEWOR8 HK 1.228476 9 0.158 8,939 1.0 -1 -0.001166 -10,000 5.852730 -58,527 58,527 -9,277
335 9633.HK @NONGF1 HK 1.475037 9 0.147 16,989 1.0 -1 -0.000909 -10,000 4.559984 -45,600 45,600 -6,682
340 4062.T @IBIDE3 JP 1.114228 3 -0.025 3,811 -1.0 0 0.000000 0 27.056303 0 0 -0
344 7388.T @FPPAR1 JP 0.659516 1 -0.003 182 -1.0 1 0.000000 600 14.173585 8,504 8,504 -26
348 4182.T @MITSU68 JP 0.653422 3 -0.025 3,767 -1.0 1 0.000380 1,100 17.339127 19,073 19,073 -480
355 WBC.AX @WESTP10 AU 0.015868 4 -0.040 71,483 -1.0 0 0.000000 0 20.795104 0 0 -0
357 2020.HK @ANTAS1 HK 1.802712 8 0.113 14,097 1.0 -1 -0.000414 -2,000 10.380556 -20,761 20,761 -2,339
361 1071.HK @HUADI2 HK 0.565809 3 0.030 656 1.0 -1 -0.000288 -30,000 0.482368 -14,471 14,471 -433
362 1347.HK @HUAHO1 HK 2.421678 4 0.049 1,994 1.0 -1 0.000000 -2,000 2.579061 -5,158 5,158 -251
367 2269.HK @WUXIB5 HK 2.728915 7 0.102 7,648 1.0 -1 0.000000 -4,000 2.166153 -8,665 8,665 -885
371 NAB.AX @NATLA14 AU 0.105381 5 -0.058 74,779 -1.0 0 0.000000 0 24.331039 0 0 -0
373 PME.AX @PROME8 AU 0.335872 2 -0.017 17,126 -1.0 1 0.000813 249 163.888868 40,808 40,808 -691
374 REA.AX @REALE5 AU 0.465248 4 -0.038 7,985 -1.0 1 0.001313 425 154.975770 65,865 65,865 -2,483
378 4206.T @AICAK1 JP 0.238870 4 -0.044 1,408 -1.0 1 0.000540 1,300 20.835494 27,086 27,086 -1,182
380 6862.HK @HAIDI1 HK 2.159184 3 0.035 8,464 1.0 -1 -0.000534 -12,000 2.233042 -26,797 26,797 -931
391 WTC.AX @WISET1 AU 0.482853 4 -0.040 16,961 -1.0 1 0.001859 1,214 76.834859 93,278 93,278 -3,701
392 6857.T @ADVAN93 JP 0.727326 3 -0.027 43,058 -1.0 0 0.000000 0 56.201346 0 0 -0
406 6869.T @SYSME2 JP 0.591491 1 -0.003 10,044 -1.0 1 0.003142 8,200 19.226776 157,660 157,660 -463
407 0914.HK @ANHUI11 HK 1.562597 7 0.085 3,024 1.0 -1 0.000000 -2,000 2.557193 -5,114 5,114 -433
409 1988.HK @CHINA1157 HK 0.902704 3 0.028 2,862 1.0 -1 -0.000877 -110,000 0.400044 -44,005 44,005 -1,232
410 1088.HK @CHINA352 HK 0.562165 8 0.126 14,706 1.0 -1 -0.000694 -8,000 4.354175 -34,833 34,833 -4,373
413 0902.HK @HUANE3 HK 0.642225 2 0.016 2,267 1.0 -1 -0.000530 -48,000 0.554402 -26,611 26,611 -429
416 6326.T @KUBOT6 JP 0.562909 1 0.010 13,983 1.0 0 0.000000 0 11.883756 0 0 0
419 4516.T @NIPPO92 JP 0.777114 1 -0.004 1,910 -1.0 1 0.000217 400 27.186039 10,874 10,874 -44
427 2502.T @ASAHI16 JP 0.382331 2 -0.019 16,255 -1.0 0 0.000000 0 10.686948 0 0 -0
433 GMG.AX @MACQU55 AU 0.337262 6 -0.077 44,757 -1.0 1 0.001731 3,710 23.413606 86,864 86,864 -6,716
438 4307.T @NOMUR7 JP 0.351686 2 -0.013 17,400 -1.0 0 0.000000 0 29.936428 0 0 -0
439 3288.T @OPENH1 JP 0.361032 3 -0.028 4,206 -1.0 0 0.000000 0 34.853397 0 0 -0
450 0220.HK @UNIPR8 HK 0.693909 5 0.057 4,073 1.0 0 0.000000 0 0.942868 0 0 0
460 6273.T @SMCCO2 JP 0.966353 6 -0.067 24,386 -1.0 0 0.000000 0 406.720264 0 0 -0
462 TLS.AX @TELST3 AU 0.014537 1 -0.011 29,446 -1.0 1 0.000937 18,453 2.548420 47,026 47,026 -509
463 688012.SH @ADVAN315 CN 1.781842 8 0.119 11,744 1.0 -1 0.000000 -99 26.208308 -2,595 2,595 -309
465 002432.ZK @ANDON1 CN 1.106145 1 0.004 2,164 1.0 -1 -0.000370 -3,200 5.804543 -18,575 18,575 -72
487 601916.SH @CHINA2460 CN 0.653001 4 0.045 6,111 1.0 -1 -0.004022 -505,200 0.399509 -201,832 201,832 -8,999
489 600026.SH @CHINA337 CN 1.102658 5 0.055 2,146 1.0 -1 0.000000 -12 1.625492 -20 20 -1
491 601390.SH @CHINA696 CN 0.990593 8 0.128 7,701 1.0 -1 0.000000 -99 0.871780 -86 86 -11
496 300919.ZK @CNGRA1 CN 2.108468 2 0.016 2,378 1.0 -1 -0.001156 -11,200 5.178509 -57,999 57,999 -921
497 002511.ZK @CSPAP1 CN 1.565575 4 0.041 646 1.0 -1 -0.001661 -83,500 0.998085 -83,340 83,340 -3,387
513 000690.ZK @GUANG36 CN 0.969246 1 0.010 1,141 1.0 -1 0.000000 -10 0.639763 -6 6 -0
519 600570.SH @HANGZ8 CN 2.108860 2 0.022 6,112 1.0 -1 0.000000 -80 4.084322 -327 327 -7
541 688017.SH @LEADE63 CN 2.978505 6 0.079 2,566 1.0 -1 0.000000 -68 15.204663 -1,034 1,034 -82
562 688289.SH @SANSU8 CN 1.663618 2 0.023 1,682 1.0 -1 -0.004957 -80,953 3.072509 -248,729 248,729 -5,776
563 600848.SH @SAUTO2 CN 1.422446 1 0.001 1,281 1.0 -1 -0.000620 -22,100 1.408577 -31,130 31,130 -46
580 600820.SH @STUNN1 CN 0.827144 1 0.001 1,876 1.0 -1 -0.021027 -1,096,400 0.962390 -1,055,164 1,055,164 -734
598 002353.ZK @YANTA14 CN 1.192228 2 0.014 4,745 1.0 -1 -0.004427 -47,935 4.634847 -222,171 222,171 -3,016
611 000685.ZK @ZHONG3 CN 1.103266 4 0.041 940 1.0 -1 -0.002027 -81,400 1.249322 -101,695 101,695 -4,194
639 000403.ZK @SANJI2 CN 1.123477 2 0.016 1,423 1.0 -1 -0.001352 -23,700 2.862459 -67,840 67,840 -1,102
640 688271.SH @SHANG411 CN 1.257978 3 0.031 7,542 1.0 -1 -0.011689 -32,689 17.943561 -586,557 586,557 -18,050
642 000544.ZK @WHITE34 CN 1.189534 2 0.023 358 1.0 -1 -0.001373 -58,200 1.183424 -68,875 68,875 -1,565
658 300601.ZK @SHENZ232 CN 2.175321 1 0.011 2,792 1.0 -1 -0.000423 -8,500 2.500018 -21,250 21,250 -233
676 688208.SH @AUTEL3 CN 1.956256 3 0.029 2,132 1.0 -1 0.000000 -39 4.718593 -184 184 -5
741 002625.ZK @ZHEJI134 CN 1.838566 3 0.031 7,648 1.0 -1 -0.001658 -15,000 5.546440 -83,197 83,197 -2,598
745 300274.ZK @SUNGR5 CN 1.516154 1 -0.000 21,413 -1.0 1 0.000000 40 10.328187 413 413 -0
754 002508.ZK @HANGZ18 CN 1.162342 2 0.023 1,467 1.0 -1 -0.000595 -9,600 3.108204 -29,839 29,839 -681
755 688041.SH @HYGON1 CN 1.575457 5 0.061 16,325 1.0 -1 0.000000 -95 16.723069 -1,589 1,589 -97
780 603008.SH @XILIN6 CN 1.831631 5 0.061 624 1.0 -1 0.000000 -4,100 2.423135 -9,935 9,935 -605
782 600248.SH @YANGL1 CN 1.014385 2 0.020 791 1.0 -1 -0.000229 -18,564 0.617797 -11,469 11,469 -232
784 603801.SH @ZBOMC1 CN 1.977079 4 0.039 792 1.0 0 0.000000 0 1.814949 0 0 0
794 000651.ZK @GREEE1 CN 0.715427 2 0.023 30,753 1.0 -1 -0.015694 -133,400 5.903390 -787,512 787,512 -18,073
797 688157.SH @HUNAN75 CN 1.853481 1 -0.004 330 -1.0 1 0.000000 900 5.678238 5,110 5,110 -20
811 301267.ZK @HUAXI18 CN 2.245641 2 0.013 1,544 1.0 -1 -0.000355 -6,200 2.872068 -17,807 17,807 -237
814 300401.ZK @ZHEJI153 CN 1.425883 1 0.003 821 1.0 -1 -0.000932 -22,600 2.068932 -46,758 46,758 -123
815 600332.SH @GUANG28 CN 1.015758 3 0.032 2,656 1.0 -1 -0.001631 -20,800 3.936051 -81,870 81,870 -2,632
825 603529.SH @AIMAT1 CN 0.801336 2 0.020 4,814 1.0 -1 -0.000891 -8,000 5.586255 -44,690 44,690 -879
827 300444.ZK @BEIJI177 CN 1.843732 1 0.002 791 1.0 -1 0.000000 -5,500 0.989848 -5,444 5,444 -8
850 600016.SH @CHINA214 CN 0.634087 6 0.081 11,351 1.0 0 0.000000 0 0.551898 0 0 0
853 002006.ZK @ZHEJI40 CN 1.894942 1 0.008 825 1.0 -1 -0.001383 -26,800 2.589255 -69,392 69,392 -582
854 002761.ZK @DOHIA1 CN 1.356791 5 0.064 819 1.0 0 0.000000 0 1.328949 0 0 0
858 300294.ZK @JIANG137 CN 1.142226 2 0.020 1,509 1.0 -1 -0.001251 -14,900 4.214746 -62,800 62,800 -1,285
859 300888.ZK @WINNE10 CN 1.522501 2 0.022 970 1.0 -1 -0.000221 -2,000 5.553305 -11,107 11,107 -239
860 300418.ZK @BEIJI167 CN 2.295657 2 0.020 6,136 1.0 -1 -0.004171 -35,700 5.862204 -209,281 209,281 -4,284
878 601229.SH @BANKO594 CN 0.502997 4 0.040 10,903 1.0 -1 -0.009710 -412,704 1.180678 -487,271 487,271 -19,360
899 300024.ZK @SIASU1 CN 2.423898 1 0.012 3,229 1.0 0 0.000000 0 2.749881 0 0 0
920 600745.SH @HUANG7 CN 2.023693 5 0.051 4,855 1.0 0 0.000000 0 4.817441 0 0 0
921 600461.SH @JIANG69 CN 0.542131 1 0.002 901 1.0 -1 -0.001500 -57,400 1.311102 -75,257 75,257 -151
927 600477.SH @ZHEJI24 CN 1.720647 1 0.001 914 1.0 -1 -0.001389 -180,700 0.385780 -69,710 69,710 -84
938 601169.SH @BANKO53 CN 0.514601 3 0.030 13,948 1.0 -1 -0.012117 -755,800 0.804509 -608,048 608,048 -18,206
950 600989.SH @NINGX12 CN 1.069025 1 0.005 5,834 1.0 -1 -0.001238 -28,900 2.149932 -62,133 62,133 -304
958 002241.ZK @GOERT1 CN 1.613163 4 0.043 10,506 1.0 -1 -0.006484 -91,500 3.555762 -325,352 325,352 -14,082
962 301236.ZK @ISOFT4 CN 2.321174 4 0.049 6,870 1.0 -1 -0.001022 -6,400 8.010764 -51,269 51,269 -2,523
965 002747.ZK @NANJI38 CN 2.049812 1 0.000 1,582 1.0 0 0.000000 0 2.563170 0 0 0
979 600519.SH @KWEIC2 CN 1.437687 5 0.057 123,599 1.0 0 0.000000 0 213.894936 0 0 0
986 600155.SH @HEBEI2 CN 1.851513 5 0.052 2,009 1.0 -1 -0.001590 -74,200 1.074966 -79,762 79,762 -4,113
997 300548.ZK @BROAD65 CN 2.298353 5 -0.058 904 -1.0 0 0.000000 0 3.875644 0 0 -0
999 600126.SH @HANGZ1 CN 1.621079 5 -0.057 927 -1.0 0 0.000000 0 0.638390 0 0 -0
1023 OSP_n.BK @OSOTS1 TH -0.049478 9 -0.145 1,789 -1.0 0 -0.000000 0 0.595745 0 0 -0
1024 KTC_n.BK @KRUNG16 TH 0.174608 2 -0.013 1,881 -1.0 1 0.002540 89,100 1.430668 127,472 127,472 -1,609