total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -416,608 19,223,278 126 200,616,288 -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 6 -0.069 1,198 -1.0 1 0.001651 17,000 4.873324 82,847 82,847 -5,747
10 0291.HK @CHINA288 HK 2.122818 7 0.087 5,111 1.0 -1 0.000000 -1,000 3.282170 -3,282 3,282 -286
21 0270.HK @GUANG77 HK 1.397316 7 0.085 2,273 1.0 -1 -0.001583 -96,000 0.827622 -79,452 79,452 -6,784
32 1808.TW @KUOBI1 TW 0.295028 1 0.002 684 1.0 -1 -0.000000 -800 1.148383 -919 919 -2
39 MPL.AX @MEDIB5 AU -0.027263 1 -0.010 6,564 -1.0 1 0.001287 27,091 2.383292 64,566 64,566 -666
42 MGR.AX @MIRVA2 AU 0.043791 5 -0.058 4,877 -1.0 1 0.007033 285,542 1.236015 352,934 352,934 -20,386
62 SCIL.SI @SEMBC3 SG 0.178597 1 0.007 7,216 1.0 -1 -0.001062 -13,200 4.036739 -53,285 53,285 -351
69 2382.HK @SUNNY10 HK 2.103061 4 0.046 6,110 1.0 -1 -0.000521 -3,000 8.720275 -26,161 26,161 -1,213
70 0019.HK @SWIRE4 HK 0.552526 5 0.058 3,263 1.0 -1 -0.003298 -18,500 8.945522 -165,492 165,492 -9,647
75 TLMM.KL @TELEK13 MY 0.127425 2 -0.012 5,679 -1.0 1 0.010753 364,600 1.479906 539,574 539,574 -6,496
78 9001.T @TOBUR1 JP 0.249918 3 -0.030 3,217 -1.0 1 0.008793 27,600 15.987491 441,255 441,255 -13,027
87 1171.HK @YANZH2 HK 0.996729 5 0.059 3,670 1.0 -1 -0.014955 -650,000 1.154552 -750,459 750,459 -44,310
100 0267.HK @CITIC10 HK 1.385219 7 0.106 8,907 1.0 -1 -0.007163 -317,000 1.133958 -359,465 359,465 -37,928
104 2222.T @KOTOB1 JP 0.826581 1 -0.001 1,503 -1.0 1 0.004337 16,000 13.603049 217,649 217,649 -265
108 9531.T @TOKYO51 JP 0.043754 5 -0.050 11,031 -1.0 0 0.000000 0 28.365745 0 0 -0
122 4194.T @VISIO77 JP 0.204375 3 -0.036 2,154 -1.0 1 0.000757 700 54.288413 38,002 38,002 -1,382
124 6841.T @YOKOG3 JP 0.737699 1 -0.009 6,034 -1.0 0 0.000000 0 22.463272 0 0 -0
139 9888.HK @BAIDU10 HK 1.766970 5 0.053 25,756 1.0 -1 -0.001317 -5,850 11.294526 -66,073 66,073 -3,477
143 ANTM.JK @ANEKA4 ID 0.572663 3 -0.031 793 -1.0 1 0.002184 1,161,900 0.094304 109,572 109,572 -3,380
148 1378.HK @CHINA1377 HK 1.564973 8 0.112 4,237 1.0 -1 -0.001292 -43,500 1.490491 -64,836 64,836 -7,240
154 2883.HK @CHINA258 HK 0.897448 6 0.066 1,560 1.0 -1 -0.000961 -56,000 0.861087 -48,221 48,221 -3,206
157 6805.TW @FOSIT1 TW 0.428396 1 0.011 1,548 1.0 -1 -0.001085 -2,000 27.210673 -54,421 54,421 -591
159 3800.HK @GCLPO1 HK 2.263781 2 0.015 4,193 1.0 -1 -0.000664 -214,000 0.155742 -33,329 33,329 -513
160 2367.HK @GIANT18 HK 1.749374 6 0.074 6,875 1.0 -1 -0.001119 -8,400 6.686617 -56,168 56,168 -4,131
163 0921.HK @GUANG52 HK 1.682585 6 0.082 1,039 1.0 -1 -0.000247 -4,000 3.095537 -12,382 12,382 -1,016
165 HLBB.KL @HONGL12 MY 0.069005 2 -0.014 3,714 -1.0 1 0.001914 21,300 4.509123 96,044 96,044 -1,385
171 PMET.KL @PRESS18 MY 0.492073 4 -0.039 5,881 -1.0 1 0.002888 134,000 1.081384 144,905 144,905 -5,614
178 0780.HK @TONGC1 HK 1.693760 2 0.024 3,343 1.0 -1 -0.000521 -10,000 2.612865 -26,129 26,129 -619
183 4088.T @AIRWA2 JP 0.490636 1 -0.008 2,761 -1.0 1 0.007088 29,600 12.016678 355,694 355,694 -2,847
185 2269.T @MEIJI9 JP -0.029383 1 -0.003 5,843 -1.0 1 0.000536 1,300 20.704257 26,916 26,916 -88
187 4114.T @NIPPO49 JP 0.438930 1 -0.011 1,904 -1.0 1 0.011481 47,200 12.205609 576,105 576,105 -6,426
192 4203.T @SUMIT28 JP 0.821738 2 -0.016 1,949 -1.0 1 0.001803 3,700 24.456823 90,490 90,490 -1,476
197 6028.T @TECHN181 JP 0.271993 2 -0.018 2,020 -1.0 1 0.004200 11,100 18.987589 210,762 210,762 -3,773
210 8905.T @AEONM1 JP 0.227833 1 -0.008 1,257 -1.0 1 0.002595 9,900 13.153523 130,220 130,220 -1,068
214 STO.AX @SANTO10 AU 0.100953 3 -0.032 13,237 -1.0 1 0.014654 180,427 4.075682 735,363 735,363 -23,599
215 4443.T @SANSA1 JP 0.726988 4 -0.040 1,476 -1.0 1 0.000819 2,600 15.805075 41,093 41,093 -1,646
217 4403.T @NOFCO2 JP 0.658263 2 -0.013 3,448 -1.0 1 0.008331 29,400 14.218704 418,030 418,030 -5,555
230 1109.HK @CHINA182 HK 2.142348 8 0.135 8,297 1.0 -1 0.000000 -1,500 2.908905 -4,363 4,363 -589
241 6055.HK @CHINA2407 HK 1.182371 4 0.040 624 1.0 -1 -0.002442 -38,000 3.224250 -122,521 122,521 -4,855
245 2345.TW @ACCTO2 TW 0.138849 1 0.009 11,666 1.0 -1 -0.000450 -1,000 22.598694 -22,599 22,599 -205
246 6618.HK @JDHEA1 HK 2.277731 4 0.049 3,906 1.0 -1 -0.002518 -34,150 3.700486 -126,372 126,372 -6,154
247 2801.T @KIKKO2 JP 0.445511 1 -0.005 10,819 -1.0 1 0.005071 22,800 11.159973 254,447 254,447 -1,161
263 6508.T @MEIDE2 JP 0.729713 3 -0.031 1,209 -1.0 1 0.002364 4,200 28.241962 118,616 118,616 -3,626
267 3407.T @ASAHI19 JP 0.443274 1 -0.011 9,731 -1.0 1 0.005898 42,400 6.980683 295,981 295,981 -3,303
268 8593.T @DIAMO14 JP 0.399621 1 -0.003 7,887 -1.0 1 0.024998 191,300 6.557217 1,254,396 1,254,396 -3,504
270 8830.T @SUMIT43 JP 0.683250 1 -0.011 14,556 -1.0 0 0.000000 0 30.574286 0 0 -0
272 0570.HK @WINGS2 HK 0.470901 5 0.052 1,027 1.0 -1 -0.000215 -36,000 0.299900 -10,796 10,796 -565
282 2891.TW @CHINA244 TW 0.413924 1 0.003 23,950 1.0 -1 -0.017563 -722,000 1.220637 -881,300 881,300 -2,550
290 ANZ.AX @AUSTN11 AU 0.094999 1 -0.003 55,425 -1.0 1 0.029416 79,318 18.609957 1,476,105 1,476,105 -4,460
295 1801.HK @INNOV87 HK 1.181908 5 0.051 7,695 1.0 -1 -0.001123 -12,000 4.698008 -56,376 56,376 -2,860
298 6098.T @RECRU27 JP 0.616373 4 0.040 119,093 1.0 0 0.000000 0 72.184762 0 0 0
302 4021.T @NISSA12 JP 0.320940 2 -0.020 4,338 -1.0 1 0.001506 2,400 31.479853 75,552 75,552 -1,522
307 2282.T @NIPPO99 JP -0.167684 2 -0.016 3,397 -1.0 1 0.000723 1,100 32.991303 36,290 36,290 -569
308 8410.T @SEVEN15 JP 0.323848 1 -0.003 1,504 -1.0 1 0.003865 94,300 2.056744 193,951 193,951 -590
316 1833.HK @PAGOO1 HK 2.283275 3 0.024 485 1.0 -1 -0.000532 -32,000 0.834057 -26,690 26,690 -650
318 6979.HK @ZJLDG1 HK 2.804878 3 0.030 3,097 1.0 -1 -0.001493 -82,000 0.913859 -74,936 74,936 -2,216
321 3896.HK @KINGS113 HK 3.232358 4 0.042 1,085 1.0 -1 -0.000250 -22,000 0.570197 -12,544 12,544 -524
323 9901.HK @NEWOR8 HK 1.228476 9 0.163 9,062 1.0 -1 -0.001182 -10,000 5.933650 -59,336 59,336 -9,655
325 9633.HK @NONGF1 HK 1.475037 9 0.160 17,024 1.0 0 0.000000 0 4.569296 0 0 0
327 6758.T @SONYC16 JP 0.639494 3 -0.024 131,855 -1.0 0 0.000000 0 21.440438 0 0 -0
337 4182.T @MITSU68 JP 0.653422 3 -0.031 3,818 -1.0 0 0.000000 0 17.577120 0 0 -0
343 2875.T @TOYOS3 JP 0.386380 1 -0.002 7,657 -1.0 1 0.000688 500 69.057624 34,529 34,529 -79
345 2020.HK @ANTAS1 HK 1.802712 9 0.205 13,800 1.0 0 0.000000 0 10.161856 0 0 0
349 1071.HK @HUADI2 HK 0.565809 3 0.028 681 1.0 -1 -0.000299 -30,000 0.500692 -15,021 15,021 -427
350 1347.HK @HUAHO1 HK 2.421678 4 0.043 2,050 1.0 -1 0.000000 -2,000 2.651479 -5,303 5,303 -230
355 2269.HK @WUXIB5 HK 2.728915 7 0.102 7,862 1.0 -1 0.000000 -4,000 2.226728 -8,907 8,907 -911
359 6723.T @NECEL1 JP 0.950062 2 -0.018 24,435 -1.0 0 0.000000 0 13.062315 0 0 -0
360 PME.AX @PROME8 AU 0.335872 4 -0.040 17,422 -1.0 1 0.000821 247 166.716321 41,179 41,179 -1,639
361 REA.AX @REALE5 AU 0.465248 3 -0.034 7,955 -1.0 1 0.001252 407 154.381507 62,833 62,833 -2,152
365 4206.T @AICAK1 JP 0.238870 4 -0.046 1,417 -1.0 1 0.000543 1,300 20.958337 27,246 27,246 -1,243
367 6862.HK @HAIDI1 HK 2.159184 3 0.032 8,460 1.0 -1 -0.000890 -20,000 2.231875 -44,638 44,638 -1,413
378 WTC.AX @WISET1 AU 0.482853 5 -0.052 17,058 -1.0 1 0.001018 661 77.273161 51,078 51,078 -2,637
387 8031.T @MITSU82 JP 1.142073 1 -0.008 61,342 -1.0 0 0.000000 0 20.658653 0 0 -0
392 6869.T @SYSME2 JP 0.591491 2 -0.012 10,026 -1.0 1 0.001798 4,700 19.192808 90,206 90,206 -1,074
393 0914.HK @ANHUI11 HK 1.562597 7 0.087 3,023 1.0 -1 0.000000 -2,000 2.556231 -5,112 5,112 -444
395 1988.HK @CHINA1157 HK 0.902704 2 0.015 2,938 1.0 -1 -0.001146 -140,000 0.410593 -57,483 57,483 -841
396 1088.HK @CHINA352 HK 0.562165 9 0.217 14,498 1.0 0 0.000000 0 4.292565 0 0 0
399 0902.HK @HUANE3 HK 0.642225 2 0.021 2,290 1.0 -1 -0.000536 -48,000 0.559900 -26,875 26,875 -565
403 9101.T @NIPPO158 JP 0.388672 1 0.005 15,107 1.0 0 0.000000 0 32.769797 0 0 0
404 4516.T @NIPPO92 JP 0.777114 1 -0.007 1,917 -1.0 1 0.000218 400 27.290791 10,916 10,916 -75
412 2579.T @COCAC27 JP 0.137329 5 -0.064 2,484 -1.0 0 0.000000 0 15.945145 0 0 -0
417 GMG.AX @MACQU55 AU 0.337262 7 -0.086 44,626 -1.0 1 0.001797 3,862 23.344848 90,158 90,158 -7,795
433 2802.T @AJINO2 JP 0.442048 1 0.010 21,310 1.0 0 0.000000 0 41.923190 0 0 0
441 TLS.AX @TELST3 AU 0.014537 2 -0.017 29,369 -1.0 1 0.000984 19,427 2.541755 49,379 49,379 -837
457 6273.T @SMCCO2 JP 0.966353 5 -0.059 24,351 -1.0 0 0.000000 0 406.137008 0 0 -0
464 688012.SH @ADVAN315 CN 1.781842 7 0.100 11,952 1.0 -1 0.000000 -99 26.672341 -2,641 2,641 -264
466 002432.ZK @ANDON1 CN 1.106145 1 0.004 2,168 1.0 -1 -0.000371 -3,200 5.813555 -18,603 18,603 -79
480 688166.SH @BRIGH82 CN 2.138617 1 0.001 1,745 1.0 -1 0.000000 -27 4.394140 -119 119 -0
488 601916.SH @CHINA2460 CN 0.653001 2 0.020 6,173 1.0 -1 -0.004063 -505,200 0.403586 -203,891 203,891 -3,990
490 600026.SH @CHINA337 CN 1.102658 5 0.056 2,152 1.0 -1 0.000000 -12 1.629442 -20 20 -1
492 601390.SH @CHINA696 CN 0.990593 8 0.125 7,773 1.0 -1 0.000000 -99 0.879926 -87 87 -11
497 300919.ZK @CNGRA1 CN 2.108468 3 0.027 2,345 1.0 -1 -0.001069 -10,500 5.106593 -53,619 53,619 -1,447
498 002511.ZK @CSPAP1 CN 1.565575 4 0.046 642 1.0 -1 -0.001652 -83,500 0.992491 -82,873 82,873 -3,791
514 000690.ZK @GUANG36 CN 0.969246 1 0.004 1,166 1.0 -1 0.000000 -10 0.653424 -7 7 -0
515 002060.ZK @GUANG93 CN 1.408914 1 0.009 597 1.0 -1 -0.001477 -139,900 0.529878 -74,130 74,130 -686
520 600570.SH @HANGZ8 CN 2.108860 2 0.017 6,138 1.0 -1 0.000000 -80 4.101748 -328 328 -5
542 688017.SH @LEADE63 CN 2.978505 6 0.073 2,647 1.0 -1 0.000000 -68 15.686302 -1,067 1,067 -78
544 688062.SH @MABWE1 CN 1.831166 1 0.009 685 1.0 -1 0.000000 -1 2.856672 -3 3 -0
563 688289.SH @SANSU8 CN 1.663618 3 0.032 1,668 1.0 -1 -0.004783 -78,753 3.047483 -239,998 239,998 -7,681
564 600848.SH @SAUTO2 CN 1.422446 1 0.004 1,286 1.0 -1 -0.000623 -22,100 1.413922 -31,248 31,248 -114
581 600820.SH @STUNN1 CN 0.827144 1 0.004 1,892 1.0 -1 -0.021205 -1,096,400 0.970527 -1,064,086 1,064,086 -3,838
598 000425.ZK @XUZHO2 CN 0.900418 6 0.067 8,692 1.0 -1 -0.003805 -176,500 1.081719 -190,923 190,923 -12,739
599 002353.ZK @YANTA14 CN 1.192228 2 0.014 4,776 1.0 -1 -0.004456 -47,935 4.664570 -223,596 223,596 -3,093
612 000685.ZK @ZHONG3 CN 1.103266 4 0.044 941 1.0 -1 -0.002029 -81,400 1.250566 -101,796 101,796 -4,452
619 002493.ZK @RONGS1 CN 1.319574 2 0.022 4,747 1.0 -1 -0.008181 -324,000 1.267039 -410,521 410,521 -8,837
640 000403.ZK @SANJI2 CN 1.123477 2 0.019 1,427 1.0 -1 -0.001276 -22,300 2.870400 -64,010 64,010 -1,199
641 688271.SH @SHANG411 CN 1.257978 2 0.022 7,623 1.0 -1 -0.009826 -27,189 18.135270 -493,080 493,080 -10,976
643 000544.ZK @WHITE34 CN 1.189534 2 0.020 359 1.0 -1 -0.001379 -58,200 1.188793 -69,188 69,188 -1,388
657 300481.ZK @PUYAN2 CN 1.883036 1 -0.002 476 -1.0 1 0.000518 10,500 2.476422 26,002 26,002 -42
659 300601.ZK @SHENZ232 CN 2.175321 2 0.016 2,783 1.0 -1 -0.000348 -7,000 2.491522 -17,441 17,441 -284
670 688063.SH @PYLON10 CN 2.496935 1 0.002 951 1.0 -1 0.000000 -79 6.053785 -478 478 -1
677 688208.SH @AUTEL3 CN 1.956256 3 0.034 2,144 1.0 -1 0.000000 -39 4.744189 -185 185 -6
723 601811.SH @XINHU7 CN 0.754185 7 0.103 256 1.0 0 0.000000 0 2.159320 0 0 0
733 002340.ZK @SHENZ54 CN 1.850108 1 0.002 4,299 1.0 -1 -0.008147 -448,500 0.911499 -408,808 408,808 -1,007
741 002625.ZK @ZHEJI134 CN 1.838566 3 0.030 7,628 1.0 -1 -0.001654 -15,000 5.532143 -82,982 82,982 -2,507
745 300274.ZK @SUNGR5 CN 1.516154 2 -0.014 21,470 -1.0 1 0.000000 40 10.355951 414 414 -6
754 002508.ZK @HANGZ18 CN 1.162342 2 0.023 1,471 1.0 -1 -0.000596 -9,600 3.116120 -29,915 29,915 -693
755 688041.SH @HYGON1 CN 1.575457 7 0.100 16,242 1.0 -1 0.000000 -95 16.637609 -1,581 1,581 -158
780 603008.SH @XILIN6 CN 1.831631 5 0.058 625 1.0 -1 0.000000 -3,500 2.427003 -8,495 8,495 -494
782 600248.SH @YANGL1 CN 1.014385 3 0.032 791 1.0 -1 0.000000 -12,364 0.617733 -7,638 7,638 -244
788 002130.ZK @SHENZ40 CN 1.689832 4 0.043 3,961 1.0 0 0.000000 0 3.143574 0 0 0
793 000651.ZK @GREEE1 CN 0.715427 2 0.014 31,071 1.0 -1 -0.015856 -133,400 5.964555 -795,672 795,672 -10,804
796 688157.SH @HUNAN75 CN 1.853481 1 -0.009 331 -1.0 0 0.000000 0 5.698243 0 0 -0
810 301267.ZK @HUAXI18 CN 2.245641 2 0.017 1,549 1.0 -1 -0.000356 -6,200 2.881382 -17,865 17,865 -300
814 600332.SH @GUANG28 CN 1.015758 3 0.033 2,668 1.0 -1 -0.001584 -20,100 3.953492 -79,465 79,465 -2,645
815 603439.SH @GUIZH31 CN 1.363370 1 0.001 775 1.0 -1 -0.001395 -37,000 1.891636 -69,991 69,991 -101
818 300308.ZK @SHAND103 CN 2.021253 5 0.062 16,907 1.0 -1 -0.000459 -1,360 16.943730 -23,043 23,043 -1,417
824 603529.SH @AIMAT1 CN 0.801336 2 0.017 4,787 1.0 -1 -0.000830 -7,500 5.555479 -41,666 41,666 -725
826 300444.ZK @BEIJI177 CN 1.843732 1 0.004 796 1.0 0 0.000000 0 0.996609 0 0 0
827 600085.SH @BEIJI5 CN 1.492526 1 0.004 3,615 1.0 -1 -0.000985 -9,000 5.490960 -49,419 49,419 -197
834 300618.ZK @NANJI52 CN 2.726190 1 0.006 1,509 1.0 -1 -0.000233 -2,400 4.874599 -11,699 11,699 -67
837 600547.SH @SHAND33 CN 0.595297 1 0.009 5,621 1.0 -1 -0.004261 -66,000 3.239667 -213,818 213,818 -1,827
840 300702.ZK @ZHEJI302 CN 1.539515 1 0.003 777 1.0 -1 -0.001184 -25,000 2.376213 -59,405 59,405 -153
844 600710.SH @CHANG19 CN 0.719065 6 0.073 756 1.0 0 0.000000 0 1.315085 0 0 0
851 002006.ZK @ZHEJI40 CN 1.894942 2 0.022 803 1.0 -1 -0.000854 -17,000 2.521723 -42,869 42,869 -927
855 300294.ZK @JIANG137 CN 1.142226 3 0.026 1,500 1.0 -1 -0.000919 -11,000 4.190975 -46,101 46,101 -1,208
856 300888.ZK @WINNE10 CN 1.522501 2 0.021 981 1.0 -1 -0.000213 -1,900 5.617252 -10,673 10,673 -225
857 300418.ZK @BEIJI167 CN 2.295657 2 0.015 6,180 1.0 -1 -0.003247 -27,600 5.904154 -162,955 162,955 -2,394
868 688700.SH @KUNSH6 CN 2.647142 1 -0.001 1,130 -1.0 0 0.000000 0 3.787389 0 0 -0
876 601006.SH @DAQIN5 CN 0.332874 2 0.018 8,425 1.0 -1 -0.008803 -469,100 0.941700 -441,751 441,751 -8,046
922 600477.SH @ZHEJI24 CN 1.720647 2 0.021 904 1.0 -1 -0.001374 -180,700 0.381622 -68,959 68,959 -1,473
935 601985.SH @CHINA1906 CN 0.357308 1 0.011 10,649 1.0 -1 -0.000293 -10,700 1.375486 -14,718 14,718 -165
944 600989.SH @NINGX12 CN 1.069025 3 0.028 5,773 1.0 0 0.000000 0 2.127747 0 0 0
952 002241.ZK @GOERT1 CN 1.613163 2 0.018 10,756 1.0 -1 -0.006638 -91,500 3.640507 -333,106 333,106 -6,144
956 301236.ZK @ISOFT4 CN 2.321174 5 0.051 6,909 1.0 0 0.000000 0 8.055238 0 0 0
963 601328.SH @BANKO37 CN 0.295031 2 0.016 40,519 1.0 0 0.000000 0 1.032301 0 0 0
973 300740.ZK @YUJIA1 CN 1.739550 1 0.007 440 1.0 -1 -0.000998 -28,300 1.769462 -50,076 50,076 -369
978 600155.SH @HEBEI2 CN 1.851513 5 0.051 1,998 1.0 -1 -0.001581 -74,200 1.069364 -79,347 79,347 -4,060
982 601669.SH @SINOH12 CN 1.040932 1 0.009 6,024 1.0 -1 -0.008253 -556,600 0.744025 -414,124 414,124 -3,582
996 000858.ZK @YIBIN1 CN 1.888447 9 0.203 34,816 1.0 0 0.000000 0 19.932186 0 0 0
1001 002717.ZK @LINGN1 CN 2.153259 6 -0.066 1,028 -1.0 0 0.000000 0 0.642442 0 0 -0
1020 KTC_n.BK @KRUNG16 TH 0.174608 2 -0.018 1,866 -1.0 1 0.001807 63,900 1.418751 90,658 90,658 -1,612
1023 GULF_n.BK @GULFE1 TH 0.023986 4 -0.039 16,957 -1.0 0 0.000000 0 1.762469 0 0 -0
1026 CBG_n.BK @CARAB3 TH 0.336240 7 -0.095 1,728 -1.0 0 0.000000 0 2.303642 0 0 -0