total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -426,976 17,337,614 114 206,345,095 -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 -0.060 1,267 -1.0 1 0.001618 16,000 5.154166 82,467 82,467 -4,954
10 0291.HK @CHINA288 HK 2.122818 7.0 0.083 5,151 1.0 -1 0.000000 -1,000 3.307593 -3,308 3,308 -274
11 2380.HK @CHINA318 HK 0.549769 5.0 0.058 1,754 1.0 -1 -0.004643 -601,000 0.393822 -236,687 236,687 -13,772
39 9896.HK @MINIS7 HK 1.729946 3.0 -0.024 7,858 -1.0 1 -0.000000 1,000 6.254827 6,255 6,255 -153
40 MGR.AX @MIRVA2 AU 0.043791 6.0 -0.074 4,882 -1.0 1 0.007244 298,501 1.237229 369,314 369,314 -27,170
65 2382.HK @SUNNY10 HK 2.103061 4.0 0.046 6,308 1.0 -1 -0.000883 -5,000 9.002573 -45,013 45,013 -2,076
66 0019.HK @SWIRE4 HK 0.552526 7.0 0.094 3,286 1.0 -1 -0.002297 -13,000 9.009008 -117,117 117,117 -10,958
70 TLKM.JK @TELEK12 ID -0.035423 5.0 -0.054 16,781 -1.0 1 0.003267 983,200 0.169397 166,551 166,551 -9,019
71 TLMM.KL @TELEK13 MY 0.127425 1.0 -0.002 5,744 -1.0 1 0.010704 364,600 1.496659 545,682 545,682 -980
74 9001.T @TOBUR1 JP 0.249918 3.0 -0.031 3,226 -1.0 1 0.008931 28,400 16.032064 455,311 455,311 -13,901
83 1171.HK @YANZH2 HK 0.996729 2.0 0.016 3,543 1.0 -1 -0.014210 -650,000 1.114543 -724,453 724,453 -11,914
94 0836.HK @CHINA276 HK 0.518969 8.0 0.122 5,289 1.0 -1 0.000000 -4,000 2.432432 -9,730 9,730 -1,189
96 0267.HK @CITIC10 HK 1.385219 4.0 0.046 9,219 1.0 -1 -0.007298 -317,000 1.173745 -372,077 372,077 -16,948
100 2222.T @KOTOB1 JP 0.826581 1.0 -0.004 1,487 -1.0 1 0.004171 15,800 13.458663 212,647 212,647 -878
101 2871.T @NICHI31 JP 0.100476 1.0 -0.000 3,375 -1.0 1 0.010926 21,200 26.274772 557,025 557,025 -180
117 4194.T @VISIO77 JP 0.204375 1.0 -0.009 2,054 -1.0 1 0.000711 700 51.747940 36,224 36,224 -314
120 1114.HK @BRILL9 HK 0.468881 5.0 0.054 1,412 1.0 -1 -0.000587 -62,000 0.482625 -29,923 29,923 -1,625
133 9888.HK @BAIDU10 HK 1.766970 5.0 0.059 25,137 1.0 -1 -0.001265 -5,850 11.023165 -64,486 64,486 -3,806
142 1378.HK @CHINA1377 HK 1.564973 8.0 0.121 4,076 1.0 -1 -0.001223 -43,500 1.433719 -62,367 62,367 -7,563
148 2883.HK @CHINA258 HK 0.897448 4.0 0.037 1,585 1.0 -1 -0.000961 -56,000 0.875161 -49,009 49,009 -1,826
150 5234.TW @DAXIN2 TW 0.814744 1.0 -0.007 322 -1.0 1 0.000581 5,000 5.918879 29,594 29,594 -208
151 6805.TW @FOSIT1 TW 0.428396 2.0 0.016 1,391 1.0 -1 -0.000959 -2,000 24.440229 -48,880 48,880 -786
153 2367.HK @GIANT18 HK 1.749374 6.0 0.080 6,782 1.0 -1 -0.001087 -8,400 6.595881 -55,405 55,405 -4,447
156 0921.HK @GUANG52 HK 1.682585 5.0 0.054 1,077 1.0 -1 -0.000252 -4,000 3.211068 -12,844 12,844 -690
164 PMET.KL @PRESS18 MY 0.492073 1.0 -0.007 5,668 -1.0 1 0.002740 134,000 1.042316 139,670 139,670 -909
171 0780.HK @TONGC1 HK 1.693760 4.0 0.038 3,198 1.0 -1 -0.000490 -10,000 2.499356 -24,994 24,994 -952
174 2400.HK @XDINC1 HK 1.898854 2.0 0.023 1,599 1.0 -1 -0.001316 -20,600 3.256114 -67,076 67,076 -1,510
176 4088.T @AIRWA2 JP 0.490636 2.0 -0.015 2,731 -1.0 1 0.006902 29,600 11.887267 351,863 351,863 -5,357
179 4114.T @NIPPO49 JP 0.438930 1.0 -0.001 1,875 -1.0 1 0.010985 46,600 12.017686 560,024 560,024 -521
181 8227.T @SHIMA7 JP 0.181073 2.0 -0.017 2,899 -1.0 1 0.004688 4,200 56.907466 239,011 239,011 -4,022
182 4203.T @SUMIT28 JP 0.821738 1.0 -0.011 1,905 -1.0 1 0.001594 3,400 23.908134 81,288 81,288 -903
187 6028.T @TECHN181 JP 0.271993 2.0 -0.012 2,001 -1.0 1 0.004095 11,100 18.805866 208,745 208,745 -2,444
202 STO.AX @SANTO10 AU 0.100953 3.0 -0.032 13,252 -1.0 1 0.011441 142,947 4.080356 583,275 583,275 -18,855
205 4403.T @NOFCO2 JP 0.658263 2.0 -0.016 3,396 -1.0 1 0.008350 30,400 14.002608 425,679 425,679 -6,705
217 1109.HK @CHINA182 HK 2.142348 8.0 0.113 8,443 1.0 -1 0.000000 -1,500 2.960103 -4,440 4,440 -501
227 6055.HK @CHINA2407 HK 1.182371 7.0 0.089 587 1.0 -1 -0.001427 -24,000 3.030888 -72,741 72,741 -6,456
232 2801.T @KIKKO2 JP 0.445511 2.0 -0.014 10,728 -1.0 1 0.003582 16,500 11.066578 182,599 182,599 -2,579
233 7974.T @NINTE2 JP 0.433132 1.0 0.007 76,243 1.0 -1 -0.001267 -1,100 58.707892 -64,579 64,579 -479
245 9501.T @TOKYO49 JP 0.478597 1.0 -0.002 4,732 -1.0 1 0.004898 84,800 2.944302 249,677 249,677 -384
250 5726.T @SUMIT20 JP 0.912819 8.0 -0.109 360 -1.0 0 0.000000 0 11.254255 0 0 -0
252 3407.T @ASAHI19 JP 0.443274 2.0 -0.016 9,507 -1.0 1 0.004027 30,100 6.819989 205,282 205,282 -3,255
253 8593.T @DIAMO14 JP 0.399621 1.0 -0.006 7,806 -1.0 1 0.022390 175,900 6.489169 1,141,445 1,141,445 -6,874
264 2891.TW @CHINA244 TW 0.413924 3.0 0.035 23,616 1.0 -1 -0.016811 -712,000 1.203659 -857,005 857,005 -30,103
274 1801.HK @INNOV87 HK 1.181908 2.0 0.021 7,547 1.0 -1 -0.001085 -12,000 4.607465 -55,290 55,290 -1,159
279 4021.T @NISSA12 JP 0.320940 4.0 -0.039 4,283 -1.0 1 0.001402 2,300 31.084391 71,494 71,494 -2,777
284 2282.T @NIPPO99 JP -0.167684 2.0 -0.021 3,278 -1.0 1 0.000312 500 31.835099 15,918 15,918 -337
294 6979.HK @ZJLDG1 HK 2.804878 1.0 0.010 2,987 1.0 -1 -0.001418 -82,000 0.881596 -72,291 72,291 -690
295 9983.T @FASTR4 JP 0.465269 2.0 -0.023 101,684 -1.0 0 0.000000 0 336.355250 0 0 -0
309 6971.T @KYOCE2 JP 0.513394 2.0 -0.019 14,669 -1.0 0 0.000000 0 9.711486 0 0 -0
317 1071.HK @HUADI2 HK 0.565809 1.0 0.004 696 1.0 -1 -0.000322 -32,000 0.512226 -16,391 16,391 -73
318 1347.HK @HUAHO1 HK 2.421678 3.0 0.024 2,105 1.0 -1 0.000000 -2,000 2.722007 -5,444 5,444 -133
321 1801.T @TAISE5 JP 0.554774 1.0 0.000 7,622 1.0 0 0.000000 0 41.613386 0 0 0
322 2269.HK @WUXIB5 HK 2.728915 5.0 0.059 7,934 1.0 -1 0.000000 -4,000 2.247105 -8,988 8,988 -533
330 4206.T @AICAK1 JP 0.238870 4.0 -0.046 1,399 -1.0 0 0.000000 0 20.701721 0 0 -0
332 6862.HK @HAIDI1 HK 2.159184 6.0 0.075 8,293 1.0 -1 -0.000858 -20,000 2.187902 -43,758 43,758 -3,275
350 1988.HK @CHINA1157 HK 0.902704 1.0 0.007 3,002 1.0 -1 -0.001185 -144,000 0.419562 -60,417 60,417 -397
353 0902.HK @HUANE3 HK 0.642225 1.0 0.009 2,274 1.0 -1 -0.000523 -48,000 0.555984 -26,687 26,687 -232
366 GMG.AX @MACQU55 AU 0.337262 6.0 -0.069 43,635 -1.0 1 0.001622 3,622 22.826250 82,677 82,677 -5,686
380 6361.T @EBARA3 JP 1.539113 1.0 0.006 7,349 1.0 0 0.000000 0 15.904826 0 0 0
383 2897.T @NISSI10 JP 0.303491 1.0 -0.007 5,902 -1.0 1 0.000520 1,100 24.079906 26,488 26,488 -183
413 8331.T @CHIBA1 JP 0.783261 1.0 -0.004 6,330 -1.0 1 0.000213 1,400 7.761555 10,866 10,866 -41
421 6301.T @KOMAT8 JP 0.792569 2.0 -0.014 25,434 -1.0 0 0.000000 0 26.745555 0 0 -0
422 6723.T @NECEL1 JP 0.950062 1.0 -0.002 23,968 -1.0 0 0.000000 0 12.812927 0 0 -0
429 6762.T @TDKCO10 JP 0.817726 4.0 0.042 24,653 1.0 0 0.000000 0 12.682508 0 0 0
437 1060.HK @SALLI3 HK 2.114846 1.0 0.011 853 1.0 -1 0.000000 -100,000 0.062420 -6,242 6,242 -68
451 8035.T @TOKYO54 JP 1.167642 4.0 0.043 70,932 1.0 0 0.000000 0 150.396030 0 0 0
454 688012.SH @ADVAN315 CN 1.781842 2.0 0.015 12,272 1.0 -1 0.000000 -99 27.386826 -2,711 2,711 -42
457 688639.SH @ANHUI137 CN 1.927888 2.0 0.020 1,009 1.0 -1 0.000000 -78 4.439328 -346 346 -7
470 688166.SH @BRIGH82 CN 2.138617 3.0 0.023 1,640 1.0 -1 0.000000 -27 4.129672 -112 112 -3
478 601916.SH @CHINA2460 CN 0.653001 4.0 0.036 6,183 1.0 -1 -0.004005 -505,200 0.404198 -204,201 204,201 -7,385
480 600026.SH @CHINA337 CN 1.102658 2.0 0.016 2,202 1.0 -1 0.000000 -12 1.667489 -20 20 -0
482 601390.SH @CHINA696 CN 0.990593 5.0 0.062 7,867 1.0 -1 0.000000 -99 0.890606 -88 88 -5
487 300919.ZK @CNGRA1 CN 2.108468 1.0 0.001 2,365 1.0 -1 -0.001065 -10,544 5.150444 -54,306 54,306 -33
488 002511.ZK @CSPAP1 CN 1.565575 4.0 0.040 627 1.0 -1 -0.001507 -79,200 0.970076 -76,830 76,830 -3,080
504 000690.ZK @GUANG36 CN 0.969246 2.0 0.019 1,151 1.0 -1 0.000000 -10 0.645347 -6 6 -0
505 002060.ZK @GUANG93 CN 1.408914 3.0 0.025 577 1.0 -1 -0.000891 -88,600 0.512441 -45,402 45,402 -1,119
510 600570.SH @HANGZ8 CN 2.108860 2.0 0.021 6,079 1.0 -1 0.000000 -80 4.062533 -325 325 -7
518 688252.SH @JADAR3 CN 2.127856 1.0 -0.006 452 -1.0 1 0.000765 10,944 3.562425 38,987 38,987 -251
530 688017.SH @LEADE63 CN 2.978505 3.0 0.032 2,701 1.0 -1 0.000000 -68 16.003509 -1,088 1,088 -35
552 600848.SH @SAUTO2 CN 1.422446 1.0 0.003 1,284 1.0 -1 -0.000612 -22,100 1.411268 -31,189 31,189 -90
561 688025.SH @SHENZ288 CN 2.420866 NaN nan 553 NaN 1 -0.000000 85 6.763126 575 575 nan
569 600820.SH @STUNN1 CN 0.827144 2.0 0.016 1,880 1.0 -1 -0.020391 -1,077,700 0.964595 -1,039,544 1,039,544 -17,049
598 000685.ZK @ZHONG3 CN 1.103266 5.0 0.052 960 1.0 -1 -0.002037 -81,400 1.275622 -103,836 103,836 -5,449
625 688271.SH @SHANG411 CN 1.257978 1.0 0.003 7,317 1.0 -1 -0.002352 -6,889 17.407926 -119,923 119,923 -353
627 000544.ZK @WHITE34 CN 1.189534 3.0 0.030 361 1.0 -1 -0.001364 -58,200 1.194782 -69,536 69,536 -2,104
650 605499.SH @EASTR12 CN 0.891358 5.0 0.051 16,216 1.0 -1 -0.009911 -15,230 33.174394 -505,246 505,246 -25,531
651 300014.ZK @EVEEN1 CN 2.313936 4.0 0.038 8,768 1.0 -1 -0.005283 -42,734 6.302751 -269,342 269,342 -10,290
653 688063.SH @PYLON10 CN 2.496935 1.0 0.002 928 1.0 -1 0.000000 -79 5.912254 -467 467 -1
659 688208.SH @AUTEL3 CN 1.956256 1.0 0.004 2,247 1.0 -1 0.000000 -39 4.972322 -194 194 -1
660 688169.SH @BEIJI316 CN 1.063781 4.0 0.039 5,466 1.0 -1 0.000000 -99 29.590049 -2,929 2,929 -114
719 600491.SH @LONGY1 CN 1.665599 1.0 0.008 740 1.0 -1 -0.000516 -50,000 0.526143 -26,307 26,307 -215
724 300274.ZK @SUNGR5 CN 1.516154 8.0 -0.120 22,308 -1.0 1 -0.000000 40 10.759892 430 430 -52
728 600010.SH @IMONG9 CN 1.403021 1.0 0.011 5,375 1.0 -1 -0.005874 -1,138,400 0.263071 -299,480 299,480 -3,368
730 002489.ZK @YOTRI1 CN 1.440196 1.0 0.004 623 1.0 -1 -0.001473 -162,200 0.463115 -75,117 75,117 -287
748 603355.SH @KINGC7 CN 1.263233 1.0 0.005 667 1.0 -1 -0.000973 -15,783 3.141784 -49,587 49,587 -244
756 688303.SH @XINJI67 CN 1.436198 1.0 -0.004 2,163 -1.0 1 0.000607 8,900 3.477475 30,950 30,950 -119
757 600248.SH @YANGL1 CN 1.014385 3.0 0.028 786 1.0 -1 0.000000 -64 0.613833 -39 39 -1
778 300750.ZK @CONTE31 CN 1.556407 7.0 0.093 124,613 1.0 -1 0.000000 -78 36.751889 -2,867 2,867 -267
779 301267.ZK @HUAXI18 CN 2.245641 2.0 0.021 1,506 1.0 -1 -0.000264 -4,800 2.800614 -13,443 13,443 -280
783 600332.SH @GUANG28 CN 1.015758 1.0 0.000 2,672 1.0 -1 -0.001491 -19,200 3.959771 -76,028 76,028 -21
790 000697.ZK @XIANY1 CN 1.559408 1.0 0.007 621 1.0 -1 -0.000908 -41,000 1.129015 -46,290 46,290 -327
792 603529.SH @AIMAT1 CN 0.801336 2.0 0.015 4,795 1.0 -1 -0.000819 -7,500 5.564233 -41,732 41,732 -610
801 300618.ZK @NANJI52 CN 2.726190 1.0 0.003 1,505 1.0 -1 -0.000220 -2,300 4.880521 -11,225 11,225 -32
804 600547.SH @SHAND33 CN 0.595297 4.0 0.043 5,532 1.0 -1 -0.002370 -37,900 3.188371 -120,839 120,839 -5,149
816 002006.ZK @ZHEJI40 CN 1.894942 1.0 0.007 778 1.0 -1 -0.000815 -17,000 2.443001 -41,531 41,531 -295
820 300294.ZK @JIANG137 CN 1.142226 2.0 0.012 1,498 1.0 -1 -0.000774 -9,300 4.244765 -39,476 39,476 -493
821 300888.ZK @WINNE10 CN 1.522501 1.0 0.005 1,002 1.0 -1 0.000000 -1,100 5.736873 -6,311 6,311 -30
822 300418.ZK @BEIJI167 CN 2.295657 4.0 0.036 5,911 1.0 -1 -0.000842 -7,600 5.646444 -42,913 42,913 -1,549
838 601229.SH @BANKO594 CN 0.502997 4.0 0.044 11,273 1.0 -1 -0.009883 -412,704 1.220816 -503,835 503,835 -22,365
843 300229.ZK @BEIJI107 CN 2.444392 1.0 0.005 1,652 1.0 -1 -0.000228 -4,300 2.700593 -11,613 11,613 -61
848 002291.ZK @FOSHA5 CN 1.937069 2.0 0.014 814 1.0 -1 0.000000 -3 1.005700 -3 3 -0
869 600461.SH @JIANG69 CN 0.542131 1.0 0.010 941 1.0 -1 -0.002070 -77,100 1.368793 -105,534 105,534 -1,095
875 600477.SH @ZHEJI24 CN 1.720647 3.0 0.026 863 1.0 -1 -0.000964 -134,900 0.364463 -49,166 49,166 -1,279
882 601169.SH @BANKO53 CN 0.514601 2.0 0.015 14,372 1.0 -1 -0.011395 -700,800 0.828949 -580,927 580,927 -8,867
883 002819.ZK @BEIJI198 CN 1.348269 3.0 0.035 587 1.0 -1 0.000000 -91 4.002248 -364 364 -13
896 002241.ZK @GOERT1 CN 1.613163 4.0 0.048 10,874 1.0 -1 -0.014359 -198,900 3.680259 -732,003 732,003 -35,456
912 000681.ZK @FAREA26 CN 1.784076 1.0 0.011 2,409 1.0 -1 -0.001606 -23,800 3.439111 -81,851 81,851 -867
914 600155.SH @HEBEI2 CN 1.851513 5.0 0.058 1,976 1.0 -1 -0.001506 -72,600 1.057766 -76,794 76,794 -4,490
927 600438.SH @TONGW1 CN 1.333030 2.0 -0.014 8,095 -1.0 1 0.001770 27,600 3.269210 90,230 90,230 -1,256
932 601398.SH @INDUS125 CN 0.174285 1.0 0.003 250,462 1.0 -1 -0.006196 -340,000 0.928971 -315,850 315,850 -867
943 601328.SH @BANKO37 CN 0.295031 2.0 0.014 41,572 1.0 -1 -0.007772 -374,100 1.059136 -396,223 396,223 -5,627
954 601166.SH @INDUS132 CN 0.701444 2.0 0.023 40,519 1.0 -1 -0.011427 -224,000 2.600569 -582,528 582,528 -13,379
966 000001.ZK @SHNDE1 CN 1.073317 2.0 0.014 15,767 1.0 -1 -0.000405 -12,700 1.625014 -20,638 20,638 -284
973 600089.SH @XINJI2 CN 1.090366 2.0 0.017 7,164 1.0 -1 -0.000855 -25,200 1.729146 -43,574 43,574 -762
996 KBANK_n.BK @KASIK3 TH -0.053058 5.0 -0.050 9,803 -1.0 0 0.000000 0 4.501093 0 0 -0
1001 BBL_n.BK @BANGK27 TH -0.035863 6.0 -0.066 8,369 -1.0 0 0.000000 0 4.384560 0 0 -0