total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -384,361 17,532,967 120 210,287,610 -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 -0.041 1,363 -1.0 1 0.001692 16,000 5.544722 88,716 88,716 -3,674
10 0291.HK @CHINA288 HK 2.122818 8.0 0.130 5,036 1.0 -1 0.000000 -1,000 3.233725 -3,234 3,234 -420
11 2380.HK @CHINA318 HK 0.549769 5.0 0.052 1,750 1.0 -1 -0.000457 -61,000 0.392943 -23,969 23,969 -1,247
40 MGR.AX @MIRVA2 AU 0.043791 6.0 -0.068 4,846 -1.0 1 0.006990 298,501 1.228043 366,572 366,572 -24,772
65 2382.HK @SUNNY10 HK 2.103061 4.0 0.050 6,378 1.0 -1 -0.000868 -5,000 9.102094 -45,510 45,510 -2,285
66 0019.HK @SWIRE4 HK 0.552526 6.0 0.078 3,316 1.0 0 0.000000 0 9.089212 0 0 0
70 TLKM.JK @TELEK12 ID -0.035423 4.0 -0.038 16,780 -1.0 1 0.003176 983,200 0.169387 166,541 166,541 -6,368
71 TLMM.KL @TELEK13 MY 0.127425 2.0 -0.013 5,793 -1.0 1 0.010495 364,600 1.509560 550,386 550,386 -7,064
74 9001.T @TOBUR1 JP 0.249918 3.0 -0.035 3,269 -1.0 1 0.008798 28,400 16.244812 461,353 461,353 -16,073
94 0267.HK @CITIC10 HK 1.385219 4.0 0.046 9,259 1.0 -1 -0.007126 -317,000 1.178828 -373,688 373,688 -17,083
98 2222.T @KOTOB1 JP 0.826581 3.0 -0.032 1,533 -1.0 1 0.003941 14,900 13.872081 206,694 206,694 -6,644
99 2871.T @NICHI31 JP 0.100476 2.0 -0.017 3,394 -1.0 1 0.010278 20,400 26.419994 538,968 538,968 -9,242
100 4091.T @NIPPO91 JP 0.620750 2.0 -0.018 6,064 -1.0 1 0.010353 19,000 28.574142 542,909 542,909 -9,550
101 9719.T @SUMIS7 JP 0.522704 1.0 -0.002 3,240 -1.0 1 0.004675 11,600 21.135995 245,178 245,178 -488
103 7259.T @AISIN1 JP 0.426264 5.0 -0.058 7,297 -1.0 0 0.000000 0 11.274431 0 0 -0
110 5333.T @NGKIN2 JP 0.568351 1.0 -0.003 3,997 -1.0 1 0.007526 30,800 12.814014 394,672 394,672 -1,174
115 4194.T @VISIO77 JP 0.204375 1.0 -0.010 2,020 -1.0 1 0.000679 700 50.888583 35,622 35,622 -354
116 2212.T @YAMAZ1 JP 0.346054 1.0 -0.008 3,525 -1.0 1 0.002377 6,700 18.604871 124,653 124,653 -1,056
121 4716.T @ORACL6 JP 0.398246 1.0 -0.003 3,214 -1.0 1 0.008083 4,400 96.334774 423,873 423,873 -1,341
129 9888.HK @BAIDU10 HK 1.766970 5.0 0.062 24,972 1.0 -1 -0.001222 -5,850 10.950857 -64,063 64,063 -4,000
133 ANTM.JK @ANEKA4 ID 0.572663 3.0 -0.029 790 -1.0 1 0.002081 1,161,900 0.093933 109,141 109,141 -3,142
138 1378.HK @CHINA1377 HK 1.564973 6.0 0.078 4,212 1.0 -1 -0.001229 -43,500 1.481587 -64,449 64,449 -5,000
144 2883.HK @CHINA258 HK 0.897448 3.0 0.036 1,591 1.0 -1 -0.000938 -56,000 0.878645 -49,204 49,204 -1,791
147 6805.TW @FOSIT1 TW 0.428396 1.0 0.002 1,397 1.0 -1 -0.000936 -2,000 24.555199 -49,110 49,110 -94
149 2367.HK @GIANT18 HK 1.749374 7.0 0.087 6,657 1.0 -1 -0.001037 -8,400 6.473889 -54,381 54,381 -4,752
152 0921.HK @GUANG52 HK 1.682585 5.0 0.058 1,055 1.0 -1 -0.000240 -4,000 3.143539 -12,574 12,574 -731
154 HLBB.KL @HONGL12 MY 0.069005 1.0 -0.010 3,751 -1.0 0 -0.000000 0 4.553282 0 0 -0
160 PMET.KL @PRESS18 MY 0.492073 5.0 -0.052 5,935 -1.0 1 0.002616 125,700 1.091356 137,183 137,183 -7,086
167 0780.HK @TONGC1 HK 1.693760 2.0 0.018 3,185 1.0 -1 -0.000475 -10,000 2.489066 -24,891 24,891 -453
172 4088.T @AIRWA2 JP 0.490636 3.0 -0.033 2,791 -1.0 1 0.006672 28,800 12.148762 349,884 349,884 -11,418
175 4114.T @NIPPO49 JP 0.438930 2.0 -0.014 1,903 -1.0 1 0.010678 45,900 12.199448 559,955 559,955 -7,969
177 8227.T @SHIMA7 JP 0.181073 1.0 -0.010 2,909 -1.0 1 0.003593 3,300 57.103934 188,443 188,443 -1,923
178 4203.T @SUMIT28 JP 0.821738 3.0 -0.034 1,952 -1.0 1 0.001168 2,500 24.493932 61,235 61,235 -2,091
183 6028.T @TECHN181 JP 0.271993 2.0 -0.020 2,010 -1.0 1 0.003998 11,100 18.889979 209,679 209,679 -4,176
195 8905.T @AEONM1 JP 0.227833 1.0 -0.011 1,230 -1.0 0 0.000000 0 12.867868 0 0 -0
198 STO.AX @SANTO10 AU 0.100953 2.0 -0.012 13,227 -1.0 1 0.011102 142,947 4.072751 582,188 582,188 -7,219
201 4403.T @NOFCO2 JP 0.658263 3.0 -0.030 3,418 -1.0 1 0.008143 30,300 14.093831 427,043 427,043 -12,874
212 1109.HK @CHINA182 HK 2.142348 9.0 0.139 8,415 1.0 -1 0.000000 -1,500 2.950289 -4,425 4,425 -613
222 6055.HK @CHINA2407 HK 1.182371 6.0 0.079 591 1.0 0 0.000000 0 3.053356 0 0 0
225 6618.HK @JDHEA1 HK 2.277731 2.0 0.015 3,903 1.0 -1 -0.002549 -36,150 3.697524 -133,666 133,666 -2,065
226 2801.T @KIKKO2 JP 0.445511 2.0 -0.024 10,902 -1.0 1 0.002552 11,900 11.245921 133,826 133,826 -3,157
227 3663.TWO @THINT1 TW 0.473370 9.0 -0.167 206 -1.0 0 -0.000000 0 2.175237 0 0 -0
242 3407.T @ASAHI19 JP 0.443274 3.0 -0.031 9,653 -1.0 1 0.001030 7,800 6.924953 54,015 54,015 -1,648
243 8593.T @DIAMO14 JP 0.399621 2.0 -0.015 7,945 -1.0 1 0.018641 148,000 6.604998 977,540 977,540 -14,731
254 2891.TW @CHINA244 TW 0.413924 3.0 0.026 23,581 1.0 -1 -0.013018 -568,000 1.201864 -682,659 682,659 -17,985
256 9022.T @CENTR72 JP 0.209127 1.0 -0.007 19,356 -1.0 1 0.017057 47,600 18.791775 894,488 894,488 -6,133
264 1801.HK @INNOV87 HK 1.181908 2.0 0.012 7,513 1.0 -1 -0.001574 -18,000 4.586477 -82,557 82,557 -1,004
268 4021.T @NISSA12 JP 0.320940 5.0 -0.055 4,327 -1.0 1 0.000838 1,400 31.399878 43,960 43,960 -2,415
272 2282.T @NIPPO99 JP -0.167684 4.0 -0.040 3,309 -1.0 0 0.000000 0 32.134822 0 0 -0
273 8410.T @SEVEN15 JP 0.323848 1.0 -0.008 1,451 -1.0 1 0.009209 243,300 1.984985 482,947 482,947 -3,812
280 1833.HK @PAGOO1 HK 2.283275 1.0 0.007 512 1.0 -1 -0.001383 -84,000 0.863185 -72,508 72,508 -507
282 6979.HK @ZJLDG1 HK 2.804878 1.0 0.002 2,929 1.0 -1 -0.002176 -132,000 0.864474 -114,111 114,111 -266
286 9901.HK @NEWOR8 HK 1.228476 5.0 0.055 9,504 1.0 -1 -0.001187 -10,000 6.222664 -62,227 62,227 -3,398
303 1071.HK @HUADI2 HK 0.565809 1.0 0.005 685 1.0 -1 -0.000346 -36,000 0.503739 -18,135 18,135 -94
304 1347.HK @HUAHO1 HK 2.421678 1.0 0.010 2,222 1.0 -1 -0.000438 -8,000 2.872990 -22,984 22,984 -225
307 2269.HK @WUXIB5 HK 2.728915 6.0 0.065 7,888 1.0 -1 0.000000 -4,000 2.233974 -8,936 8,936 -579
309 1303.TW @NANYA7 TW 0.692936 2.0 -0.022 5,543 -1.0 1 0.000864 48,000 0.944431 45,333 45,333 -1,006
311 REA.AX @REALE5 AU 0.465248 2.0 -0.013 7,596 -1.0 1 0.000990 352 147.427362 51,894 51,894 -651
314 6862.HK @HAIDI1 HK 2.159184 8.0 0.108 8,008 1.0 -1 -0.000806 -20,000 2.112870 -42,257 42,257 -4,560
324 1326.TW @FORMO13 TW 0.685192 3.0 -0.025 3,830 -1.0 1 0.000249 15,000 0.871314 13,070 13,070 -331
327 4612.T @NIPPO90 JP 1.370828 1.0 -0.005 7,073 -1.0 1 0.002402 19,000 6.630341 125,976 125,976 -621
331 7735.T @DAINI14 JP 0.787246 1.0 -0.004 6,203 -1.0 1 0.000815 700 61.063765 42,745 42,745 -171
333 0902.HK @HUANE3 HK 0.642225 2.0 0.013 2,250 1.0 -1 -0.000504 -48,000 0.550120 -26,406 26,406 -340
336 4516.T @NIPPO92 JP 0.777114 1.0 -0.010 1,783 -1.0 1 0.000290 600 25.387270 15,232 15,232 -150
337 4528.T @ONOPH2 JP 0.385988 1.0 -0.002 5,155 -1.0 1 0.002365 12,000 10.336743 124,041 124,041 -239
338 7453.T @RYOHI2 JP 0.395619 6.0 -0.074 6,452 -1.0 0 0.000000 0 22.979693 0 0 -0
345 GMG.AX @MACQU55 AU 0.337262 6.0 -0.067 43,848 -1.0 1 0.001584 3,622 22.937980 83,081 83,081 -5,578
351 4680.T @ROUND3 JP 0.540916 6.0 -0.077 2,143 -1.0 0 0.000000 0 8.445528 0 0 -0
360 2897.T @NISSI10 JP 0.303491 3.0 -0.030 5,929 -1.0 1 0.000415 900 24.189817 21,771 21,771 -645
402 1398.HK @INDUS124 HK 0.573271 5.0 0.052 57,699 1.0 -1 -0.004741 -374,000 0.664781 -248,628 248,628 -12,816
412 6594.T @NIDEC6 JP 0.695674 6.0 -0.078 21,481 -1.0 0 0.000000 0 18.012480 0 0 -0
413 9024.T @SEIBU5 JP -0.036779 2.0 -0.023 5,557 -1.0 1 0.000468 1,200 20.451736 24,542 24,542 -574
414 4689.T @YAHOO6 JP 0.465058 1.0 -0.002 7,356 -1.0 1 0.000279 5,400 2.706624 14,616 14,616 -25
415 6504.T @FUJIE6 JP 0.849843 3.0 -0.027 8,220 -1.0 0 0.000000 0 55.057493 0 0 -0
417 6301.T @KOMAT8 JP 0.792569 2.0 -0.012 26,166 -1.0 0 0.000000 0 27.516075 0 0 -0
427 1044.HK @HENGA2 HK 1.059711 2.0 0.023 3,369 1.0 -1 -0.000663 -12,000 2.898756 -34,785 34,785 -788
431 2233.HK @WESTC16 HK 1.526634 3.0 0.033 819 1.0 -1 -0.000201 -50,000 0.211287 -10,564 10,564 -350
434 9626.HK @BILIB6 HK 2.972708 5.0 0.059 5,504 1.0 0 0.000000 0 19.015842 0 0 0
435 0998.HK @CHINA536 HK 0.636940 2.0 0.017 6,540 1.0 -1 -0.000602 -46,000 0.686683 -31,587 31,587 -547
444 2313.HK @SHENZ21 HK 1.164392 1.0 0.005 7,020 1.0 0 0.000000 0 8.052101 0 0 0
448 688012.SH @ADVAN315 CN 1.781842 5.0 0.052 12,117 1.0 -1 0.000000 -99 27.039987 -2,677 2,677 -138
451 688639.SH @ANHUI137 CN 1.927888 1.0 0.003 1,015 1.0 -1 0.000000 -78 4.468072 -349 349 -1
458 603392.SH @BEIJI318 CN 1.405579 1.0 0.008 5,507 1.0 -1 -0.007168 -38,000 9.892510 -375,915 375,915 -2,829
472 601916.SH @CHINA2460 CN 0.653001 3.0 0.030 6,183 1.0 -1 -0.003894 -505,200 0.404195 -204,200 204,200 -6,045
474 600026.SH @CHINA337 CN 1.102658 3.0 0.027 2,180 1.0 -1 0.000000 -12 1.651036 -20 20 -1
476 601390.SH @CHINA696 CN 0.990593 5.0 0.051 7,864 1.0 -1 0.000000 -99 0.890600 -88 88 -4
481 300919.ZK @CNGRA1 CN 2.108468 2.0 0.018 2,339 1.0 -1 -0.001024 -10,544 5.092862 -53,699 53,699 -990
482 002511.ZK @CSPAP1 CN 1.565575 4.0 0.047 623 1.0 -1 -0.001455 -79,200 0.963218 -76,287 76,287 -3,614
498 000690.ZK @GUANG36 CN 0.969246 2.0 0.023 1,134 1.0 -1 0.000000 -10 0.635751 -6 6 -0
503 600570.SH @HANGZ8 CN 2.108860 1.0 0.010 6,030 1.0 -1 0.000000 -80 4.029623 -322 322 -3
523 688017.SH @LEADE63 CN 2.978505 5.0 0.053 2,636 1.0 -1 0.000000 -68 15.618385 -1,062 1,062 -56
532 603997.SH @NINGB44 CN 1.110076 1.0 0.002 1,447 1.0 -1 0.000000 -4,800 1.705842 -8,188 8,188 -18
540 603659.SH @PUTAI1 CN 2.108161 1.0 0.004 3,856 1.0 -1 -0.002340 -54,400 2.255274 -122,687 122,687 -461
545 600848.SH @SAUTO2 CN 1.422446 1.0 0.002 1,290 1.0 -1 -0.000598 -22,100 1.418109 -31,340 31,340 -67
554 688025.SH @SHENZ288 CN 2.420866 NaN nan 548 NaN 1 -0.000000 85 6.709644 570 570 nan
591 000685.ZK @ZHONG3 CN 1.103266 4.0 0.041 976 1.0 -1 -0.002014 -81,400 1.297536 -105,619 105,619 -4,332
617 000403.ZK @SANJI2 CN 1.123477 1.0 0.002 1,457 1.0 -1 -0.001246 -22,300 2.930759 -65,356 65,356 -130
620 000544.ZK @WHITE34 CN 1.189534 3.0 0.030 366 1.0 -1 -0.001346 -58,200 1.212586 -70,573 70,573 -2,150
643 605499.SH @EASTR12 CN 0.891358 4.0 0.048 16,332 1.0 -1 -0.007665 -12,030 33.412573 -401,953 401,953 -19,231
645 300762.ZK @JUSHR1 CN 2.670265 3.0 0.031 1,541 1.0 -1 -0.000474 -8,300 2.992416 -24,837 24,837 -782
653 688169.SH @BEIJI316 CN 1.063781 1.0 0.011 5,341 1.0 -1 0.000000 -99 28.912988 -2,862 2,862 -31
672 600111.SH @IMONG2 CN 1.646536 1.0 0.002 6,753 1.0 -1 -0.005496 -97,200 2.965013 -288,199 288,199 -561
675 603160.SH @SHENZ144 CN 1.639806 1.0 0.005 5,305 1.0 -1 -0.003333 -15,100 11.576431 -174,804 174,804 -813
694 000100.ZK @TCLCO2 CN 1.420349 2.0 0.018 13,277 1.0 -1 -0.009459 -701,610 0.706999 -496,038 496,038 -9,103
712 600491.SH @LONGY1 CN 1.665599 1.0 0.002 723 1.0 -1 -0.000490 -50,000 0.513808 -25,690 25,690 -63
714 600312.SH @HENAN10 CN 0.681347 5.0 0.051 2,153 1.0 0 0.000000 0 2.689613 0 0 0
717 300274.ZK @SUNGR5 CN 1.516154 7.0 -0.085 21,498 -1.0 1 0.000000 40 10.369323 415 415 -35
723 002489.ZK @YOTRI1 CN 1.440196 1.0 0.002 621 1.0 -1 -0.001428 -162,200 0.461742 -74,895 74,895 -151
748 600248.SH @YANGL1 CN 1.014385 2.0 0.023 790 1.0 -1 0.000000 -64 0.616569 -39 39 -1
760 000538.ZK @YUNNA10 CN 0.992752 2.0 0.015 6,001 1.0 -1 -0.006101 -39,000 8.203111 -319,921 319,921 -4,686
767 688185.SH @CANSI4 CN 2.214981 3.0 -0.035 943 -1.0 0 0.000000 0 8.218182 0 0 -0
770 301267.ZK @HUAXI18 CN 2.245641 2.0 0.020 1,486 1.0 -1 -0.000253 -4,800 2.764969 -13,272 13,272 -264
774 600332.SH @GUANG28 CN 1.015758 1.0 0.008 2,661 1.0 -1 -0.001444 -19,200 3.943303 -75,711 75,711 -632
783 603529.SH @AIMAT1 CN 0.801336 2.0 0.012 4,848 1.0 -1 -0.000805 -7,500 5.625851 -42,194 42,194 -521
792 300618.ZK @NANJI52 CN 2.726190 1.0 0.005 1,484 1.0 -1 -0.000211 -2,300 4.813351 -11,071 11,071 -57
806 002006.ZK @ZHEJI40 CN 1.894942 2.0 0.019 912 1.0 -1 -0.000751 -16,600 2.371736 -39,371 39,371 -750
810 300294.ZK @JIANG137 CN 1.142226 2.0 0.016 1,499 1.0 -1 -0.000753 -9,300 4.247477 -39,502 39,502 -647
811 300888.ZK @WINNE10 CN 1.522501 1.0 0.011 1,022 1.0 -1 0.000000 -1,100 5.847816 -6,433 6,433 -68
812 300418.ZK @BEIJI167 CN 2.295657 3.0 0.033 5,769 1.0 -1 -0.000799 -7,600 5.510759 -41,882 41,882 -1,391
824 688153.SH @VANCH1 CN 2.061295 1.0 0.001 1,188 1.0 -1 0.000000 -52 4.932554 -256 256 -0
838 002291.ZK @FOSHA5 CN 1.937069 1.0 0.002 773 1.0 -1 0.000000 -3 0.954997 -3 3 -0
858 600461.SH @JIANG69 CN 0.542131 2.0 0.016 933 1.0 -1 -0.001996 -77,100 1.357822 -104,688 104,688 -1,697
859 300077.ZK @NATIO186 CN 1.901733 1.0 0.003 2,059 1.0 -1 -0.000269 -4,000 3.530887 -14,124 14,124 -47
864 600477.SH @ZHEJI24 CN 1.720647 2.0 0.014 860 1.0 -1 -0.000934 -134,900 0.363091 -48,981 48,981 -700
871 002819.ZK @BEIJI198 CN 1.348269 3.0 0.026 582 1.0 -1 0.000000 -91 3.965226 -361 361 -9
884 002241.ZK @GOERT1 CN 1.613163 8.0 0.106 10,922 1.0 0 0.000000 0 3.696675 0 0 0
895 600309.SH @YANTA4 CN 1.214640 3.0 0.034 16,642 1.0 -1 -0.013426 -70,400 10.000754 -704,053 704,053 -24,121
899 000681.ZK @FAREA26 CN 1.784076 2.0 0.020 2,147 1.0 -1 -0.001035 -17,700 3.065034 -54,251 54,251 -1,099
900 002400.ZK @GUANG124 CN 1.491531 1.0 0.004 1,660 1.0 -1 -0.000484 -21,600 1.175592 -25,393 25,393 -111
901 600155.SH @HEBEI2 CN 1.851513 6.0 0.065 1,992 1.0 -1 -0.001476 -72,600 1.065980 -77,390 77,390 -5,008
929 601328.SH @BANKO37 CN 0.295031 4.0 0.047 41,464 1.0 -1 -0.003408 -169,200 1.056389 -178,741 178,741 -8,446
933 001328.ZK @DENCA1 CN 1.353926 1.0 0.002 303 1.0 -1 -0.000645 -7,700 4.395454 -33,845 33,845 -60
937 688581.SH @HANGZ129 CN 2.078550 1.0 0.003 344 1.0 -1 0.000000 -1,000 8.330536 -8,331 8,331 -28
950 000001.ZK @SHNDE1 CN 1.073317 3.0 0.035 15,727 1.0 -1 -0.000393 -12,700 1.620892 -20,585 20,585 -715
952 688361.SH @SKYVE1 CN 2.153095 1.0 0.004 3,200 1.0 -1 0.000000 -700 12.194369 -8,536 8,536 -35
968 601288.SH @AGRIC27 CN 0.073510 1.0 0.007 232,267 1.0 -1 -0.012959 -934,100 0.727552 -679,606 679,606 -4,505
969 601988.SH @BANKO22 CN 0.120119 5.0 0.059 158,252 1.0 -1 -0.001798 -125,600 0.750844 -94,306 94,306 -5,573
973 002352.ZK @MAANS6 CN 1.129534 8.0 0.107 12,608 1.0 0 0.000000 0 5.569675 0 0 0
1000 SAWAD_n.BK @SRISA3 TH 0.353319 10.0 -0.203 1,817 -1.0 0 -0.000000 0 1.203052 0 0 -0
1012 PTT_n.BK @PTTPU1 TH 0.191476 6.0 -0.082 26,610 -1.0 0 0.000000 0 0.931631 0 0 -0