total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -519,721 15,767,462 114 196,077,881 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
6 BREN.JK @BARIT511 ID -1.070368 3 -0.025 7,293 -1.0 1 0.000000 12,200 0.454252 5,542 5,542 -141
13 0257.HK @CHINA264 HK 0.940162 4 0.031 3,099 1.0 -1 -0.003852 -374,000 0.504479 -188,675 188,675 -5,775
15 0291.HK @CHINA288 HK 2.006757 6 0.067 6,052 1.0 -1 -0.005633 -71,000 3.886543 -275,945 275,945 -18,488
19 0241.HK @CNCYB2 HK 2.677404 1 0.001 2,937 1.0 -1 -0.001449 -140,000 0.507052 -70,987 70,987 -77
26 1301.TW @FORMO9 TW 0.663062 3 0.026 7,796 1.0 -1 -0.005211 -173,000 1.475497 -255,261 255,261 -6,588
29 0270.HK @GUANG77 HK 1.341793 4 0.031 1,813 1.0 -1 -0.001483 -110,000 0.660198 -72,622 72,622 -2,218
34 2548.TW @HUAKU1 TW 0.480791 3 0.026 1,041 1.0 -1 -0.000476 -6,000 3.883706 -23,302 23,302 -607
43 1812.T @KAJIM3 JP 0.613127 2 0.011 9,386 1.0 -1 -0.001522 -4,200 17.754447 -74,569 74,569 -832
61 MTS.AX @METCA2 AU 0.217576 3 -0.025 2,614 -1.0 1 0.006513 133,992 2.380952 319,029 319,029 -8,014
63 MGR.AX @MIRVA2 AU 0.182612 7 -0.072 5,796 -1.0 1 0.004232 141,141 1.468812 207,310 207,310 -14,944
65 6269.T @MODEC1 JP 1.387654 2 0.016 1,228 1.0 -1 -0.002071 -4,800 21.131470 -101,431 101,431 -1,608
78 3288.T @OPENH1 JP 0.529038 1 0.008 4,662 1.0 -1 -0.000947 -1,200 38.638491 -46,366 46,366 -361
108 TNE.AX @TECHN58 AU 0.344973 2 -0.010 4,960 -1.0 1 0.005459 16,174 16.532522 267,397 267,397 -2,679
113 TENA.KL @TENAG2 MY 0.169738 2 -0.019 19,770 -1.0 1 0.001847 26,600 3.401092 90,469 90,469 -1,696
136 TLS.AX @TELST3 AU 0.056774 1 -0.001 29,913 -1.0 1 0.021581 408,336 2.588866 1,057,127 1,057,127 -1,161
138 0688.HK @CHINA173 HK 1.928133 9 0.138 7,270 1.0 -1 -0.002054 -51,500 1.953567 -100,609 100,609 -13,852
142 6728.T @ULVAC1 JP 1.213571 2 0.019 2,400 1.0 -1 -0.001390 -1,400 48.629129 -68,081 68,081 -1,264
143 MIN.AX @MINER60 AU 1.875686 3 0.020 5,213 1.0 -1 -0.000351 -649 26.525821 -17,215 17,215 -347
148 5201.T @ASAHI24 JP 0.606960 2 0.014 6,776 1.0 -1 -0.009224 -14,500 31.162231 -451,852 451,852 -6,101
150 0836.HK @CHINA276 HK 0.642883 5 0.047 4,615 1.0 -1 -0.002223 -42,000 2.593173 -108,913 108,913 -5,111
152 0267.HK @CITIC10 HK 1.339541 8 0.117 9,370 1.0 -1 -0.009888 -406,000 1.192989 -484,353 484,353 -56,633
160 2222.T @KOTOB1 JP 1.002857 1 -0.008 1,472 -1.0 1 0.008158 30,000 13.320851 399,626 399,626 -3,108
164 NHF.AX @NIBHO1 AU 0.202216 1 -0.006 1,966 -1.0 1 0.000387 4,689 4.044265 18,964 18,964 -106
168 PMV.AX @PREMI98 AU 0.084970 3 -0.028 2,103 -1.0 1 0.003892 9,119 20.905429 190,637 190,637 -5,292
170 QBE.AX @QBEIN2 AU 0.206959 2 -0.017 17,669 -1.0 1 0.001502 6,270 11.737088 73,592 73,592 -1,273
172 8410.T @SEVEN15 JP 0.346724 2 -0.010 1,518 -1.0 1 0.008376 197,600 2.076368 410,290 410,290 -4,134
175 5713.T @SUMIT40 JP 1.501094 1 0.003 8,603 1.0 -1 -0.002114 -3,500 29.584058 -103,544 103,544 -325
178 8804.T @TOKYO50 JP 0.607183 3 0.029 3,345 1.0 0 0.000000 0 15.992377 0 0 0
192 IGO.AX @INDEP35 AU 1.320186 5 -0.042 2,482 -1.0 1 0.000542 7,369 3.601609 26,540 26,540 -1,125
205 5947.T @RINNA1 JP 0.687135 1 0.009 2,751 1.0 -1 -0.006443 -13,800 22.870135 -315,608 315,608 -2,737
206 SGP.AX @STOCK40 AU 0.359673 2 -0.015 8,598 -1.0 0 0.000000 0 3.601609 0 0 -0
221 1925.T @DAIWA17 JP 0.324830 3 0.020 19,933 1.0 0 0.000000 0 30.226026 0 0 0
225 IPL.AX @INCIT3 AU 0.389929 5 -0.045 3,972 -1.0 1 0.000236 5,505 2.099262 11,556 11,556 -520
230 0467.HK @ORIEN91 HK 0.487475 2 0.013 757 1.0 -1 0.000000 -196,000 0.041825 -8,198 8,198 -107
241 3328.HK @BANKO15 HK 0.871954 3 0.025 27,756 1.0 0 0.000000 0 0.792752 0 0 0
251 1288.HK @AGRIC28 HK 0.534795 5 0.044 15,626 1.0 0 0.000000 0 0.508339 0 0 0
255 0522.HK @ASMPA2 HK 1.512916 7 0.081 3,619 1.0 0 0.000000 0 11.640327 0 0 0
256 BRPT.JK @BARIT1 ID 0.344419 2 -0.015 6,163 -1.0 1 0.001391 1,038,500 0.065632 68,159 68,159 -1,053
263 1378.HK @CHINA1377 HK 1.515663 10 0.174 4,983 1.0 -1 -0.001574 -44,000 1.752805 -77,123 77,123 -13,387
268 0384.HK @CHINA237 HK 1.327507 5 0.043 2,838 1.0 -1 -0.003179 -179,000 0.869968 -155,724 155,724 -6,723
270 2883.HK @CHINA258 HK 0.815905 8 0.108 1,757 1.0 -1 -0.001189 -60,000 0.970349 -58,221 58,221 -6,297
271 1415.HK @COWEL7 HK 1.606566 2 0.017 735 1.0 -1 -0.001447 -24,000 2.953515 -70,884 70,884 -1,219
281 2367.HK @GIANT18 HK 1.425256 9 0.122 6,709 1.0 -1 -0.001066 -8,000 6.524760 -52,198 52,198 -6,370
284 6664.TWO @GROUP313 TW 0.596346 1 -0.001 507 -1.0 1 0.000000 1,000 9.295940 9,296 9,296 -5
285 0921.HK @GUANG52 HK 1.355496 10 0.161 1,101 1.0 -1 -0.000268 -4,000 3.281684 -13,127 13,127 -2,110
286 3765.T @GUNGH1 JP 0.274080 3 -0.025 1,598 -1.0 1 0.000462 1,000 22.609335 22,609 22,609 -563
288 6690.HK @HAIER7 HK 1.204193 10 0.181 9,204 1.0 -1 -0.001137 -14,000 3.976628 -55,673 55,673 -10,098
291 HLBB.KL @HONGL12 MY 0.132379 1 -0.005 4,038 -1.0 1 0.002121 21,200 4.901849 103,919 103,919 -560
293 6078.HK @HYGEI5 HK 2.436998 9 0.126 1,447 1.0 -1 0.000000 -4,000 2.313909 -9,256 9,256 -1,169
296 1801.HK @INNOV87 HK 1.249573 4 0.032 9,588 1.0 -1 -0.001436 -12,000 5.861990 -70,344 70,344 -2,225
302 6753.TW @LUNGT1 TW 0.584418 4 -0.031 284 -1.0 1 0.001070 14,000 3.743331 52,407 52,407 -1,647
304 2201.T @MORIN5 JP -0.031065 3 -0.025 1,639 -1.0 1 0.000549 1,400 19.198877 26,878 26,878 -675
305 MYEG.KL @MYEGS1 MY 0.474446 3 -0.024 1,357 -1.0 1 0.002184 517,400 0.206760 106,978 106,978 -2,573
306 8046.TW @NANYA13 TW 1.146695 2 -0.014 918 -1.0 1 0.000703 8,000 4.304831 34,439 34,439 -486
308 1833.HK @PAGOO1 HK 2.344402 8 0.105 912 1.0 -1 -0.000256 -8,000 1.567487 -12,540 12,540 -1,317
314 2782.T @SERIA1 JP 0.133339 1 -0.002 1,128 -1.0 0 0.000000 0 22.201418 0 0 -0
324 0780.HK @TONGC1 HK 1.408924 9 0.128 2,913 1.0 -1 0.000000 -4,000 2.277875 -9,111 9,111 -1,165
330 2400.HK @XDINC1 HK 1.704812 8 0.114 1,319 1.0 -1 -0.001098 -20,000 2.689693 -53,794 53,794 -6,121
336 9983.T @FASTR4 JP 0.771430 2 0.012 107,387 1.0 0 0.000000 0 355.222683 0 0 0
337 0175.HK @GUORU1 HK 1.802680 6 0.055 11,061 1.0 -1 -0.002812 -84,000 1.639555 -137,723 137,723 -7,631
342 MQG.AX @MACQU4224 AU 0.394191 1 -0.003 58,088 -1.0 1 0.004936 1,507 160.429221 241,767 241,767 -662
359 5802.T @SUMIT35 JP 0.806235 1 0.005 12,320 1.0 -1 -0.002027 -6,400 15.517587 -99,313 99,313 -504
375 9503.T @KANSA18 JP 0.451224 1 -0.005 14,834 -1.0 0 0.000000 0 16.992109 0 0 -0
379 8848.T @LEOPA2 JP 0.895259 4 0.039 728 1.0 -1 0.000000 -2,100 3.744817 -7,864 7,864 -309
382 8876.T @RELOH1 JP 0.664147 2 0.015 1,352 1.0 -1 -0.000206 -800 12.618697 -10,095 10,095 -148
384 SDF.AX @STEAD10 AU 0.185893 1 -0.009 4,036 -1.0 1 0.000000 1,968 3.648557 7,180 7,180 -61
390 AMP.AX @AMPLI4 AU 0.339934 3 -0.024 2,530 -1.0 1 0.000693 33,981 0.999329 33,958 33,958 -818
391 ALL.AX @ARIST4 AU 0.409629 4 -0.030 24,985 -1.0 0 0.000000 0 39.698186 0 0 -0
395 4568.T @DAIIC31 JP 0.464114 1 0.005 64,046 1.0 -1 -0.002753 -4,100 32.894209 -134,866 134,866 -607
398 6954.T @FANUC2 JP 1.141576 5 0.047 26,347 1.0 0 0.000000 0 26.467835 0 0 0
400 HUB.AX @FINDL6 AU 0.325943 5 -0.052 3,709 -1.0 1 0.000294 315 45.694162 14,394 14,394 -754
404 GMG.AX @MACQU55 AU 0.506360 6 -0.062 47,514 -1.0 1 0.003204 6,314 24.855797 156,940 156,940 -9,757
410 4911.T @SHISE2 JP 0.871340 3 0.025 9,116 1.0 -1 -0.003071 -6,600 22.789889 -150,413 150,413 -3,803
420 WDS.AX @WOODS5 AU 0.496988 2 -0.018 31,773 -1.0 1 0.001264 3,700 16.733731 61,915 61,915 -1,114
427 CIA.AX @MAMBA1 AU 1.464892 3 -0.028 2,218 -1.0 0 0.000000 0 4.279007 0 0 -0
434 PUBM.KL @PUBLI36 MY 0.090005 3 -0.020 16,074 -1.0 1 0.007185 331,500 1.061680 351,947 351,947 -6,992
435 0083.HK @SINOL4 HK 0.614711 2 0.015 4,163 1.0 -1 0.000000 -6,000 1.093895 -6,563 6,563 -99
441 0066.HK @MASST2 HK 0.754244 5 0.048 23,192 1.0 -1 -0.004678 -61,500 3.725676 -229,129 229,129 -11,036
446 9434.T @SOFTB31 JP 0.133792 3 0.025 36,428 1.0 0 0.000000 0 1.252508 0 0 0
461 7936.T @ASICS5 JP 1.236713 6 0.063 13,850 1.0 0 0.000000 0 18.235923 0 0 0
466 1802.T @OBAYA2 JP 0.504367 3 0.025 8,965 1.0 0 0.000000 0 12.424769 0 0 0
467 STO.AX @SANTO10 AU 0.061410 4 -0.031 15,248 -1.0 1 0.002646 27,611 4.694835 129,629 129,629 -3,968
480 8308.T @RESON3 JP 0.473327 1 0.002 16,058 1.0 -1 -0.000875 -6,200 6.911194 -42,849 42,849 -92
486 GOR.AX @ELECK1 AU 0.608468 3 -0.026 1,414 -1.0 1 0.000000 7,120 1.304493 9,288 9,288 -239
503 688007.SH @APPOT1 CN 1.783651 2 -0.017 848 -1.0 1 0.000625 13,100 2.338696 30,637 30,637 -533
527 000157.ZK @CHANG25 CN 0.924122 3 0.019 4,169 1.0 -1 -0.005949 -302,600 0.963075 -291,427 291,427 -5,557
533 000039.ZK @CHINA161 CN 1.056891 1 0.001 2,065 1.0 -1 -0.001600 -67,300 1.164420 -78,365 78,365 -94
535 601066.SH @CHINA2283 CN 1.236085 7 0.076 14,186 1.0 0 0.000000 0 3.701643 0 0 0
541 600026.SH @CHINA337 CN 0.955701 3 0.026 2,473 1.0 -1 -0.001614 -42,212 1.872646 -79,048 79,048 -2,078
544 601808.SH @CHINA638 CN 0.786795 2 0.012 6,390 1.0 -1 -0.001555 -35,300 2.158471 -76,194 76,194 -943
545 601390.SH @CHINA696 CN 0.845696 1 0.008 8,502 1.0 -1 -0.014399 -749,900 0.940547 -705,316 705,316 -5,511
557 601198.SH @DONGX2 CN 1.303740 2 0.019 4,674 1.0 -1 -0.003280 -111,100 1.446021 -160,653 160,653 -2,991
558 601156.SH @EASTE152 CN 1.117335 8 0.091 1,195 1.0 0 0.000000 0 2.351367 0 0 0
597 601236.SH @HONGT3 CN 1.223437 1 0.002 1,320 1.0 -1 -0.003130 -131,500 1.165828 -153,306 153,306 -375
607 688252.SH @JADAR3 CN 2.166736 2 -0.012 443 -1.0 1 0.001145 15,519 3.612940 56,069 56,069 -658
611 603078.SH @JIANG258 CN 1.694378 3 -0.021 633 -1.0 1 0.001288 29,200 2.161287 63,110 63,110 -1,329
639 600064.SH @NANJI5 CN 0.934980 2 0.012 1,074 1.0 -1 -0.000479 -24,600 0.954627 -23,484 23,484 -273
655 600048.SH @POLYR3 CN 1.460739 6 0.060 11,244 1.0 -1 -0.002777 -89,800 1.515013 -136,048 136,048 -8,114
665 000563.ZK @SHAAN8 CN 1.199307 2 0.014 1,435 1.0 -1 -0.003584 -350,200 0.501250 -175,538 175,538 -2,370
699 600649.SH @SMUNI1 CN 1.786519 5 0.043 730 1.0 -1 -0.000924 -73,700 0.613890 -45,244 45,244 -1,954
712 600773.SH @TIBET7 CN 1.509879 3 0.021 893 1.0 -1 0.000000 -3,800 1.591045 -6,046 6,046 -124
738 002648.ZK @ZHEJI138 CN 1.421078 1 0.009 5,639 1.0 -1 -0.001483 -28,200 2.575239 -72,622 72,622 -618
743 603568.SH @ZHEJI195 CN 0.947207 1 -0.002 2,595 -1.0 1 0.000418 7,000 2.927240 20,491 20,491 -33
750 688772.SH @ZHUHA19 CN 1.823641 1 -0.005 2,106 -1.0 1 0.000000 3,068 2.425991 7,443 7,443 -35
751 300726.ZK @ZHUZH16 CN 1.864410 3 -0.027 2,233 -1.0 1 0.000830 7,500 5.420817 40,656 40,656 -1,110
757 000002.ZK @CHINA284 CN 1.768688 8 0.101 8,430 1.0 -1 -0.007124 -269,700 1.293956 -348,980 348,980 -35,363
760 600690.SH @QINGD7 CN 0.817515 6 0.060 17,288 1.0 -1 -0.001944 -21,700 4.387343 -95,205 95,205 -5,725
766 000338.ZK @WEICH5 CN 1.074782 4 0.039 10,209 1.0 -1 0.000000 -3,200 1.905030 -6,096 6,096 -240
805 601288.SH @AGRIC27 CN 0.191333 9 0.130 217,557 1.0 0 0.000000 0 0.681474 0 0 0
808 601169.SH @BANKO53 CN 0.537588 2 0.010 14,183 1.0 -1 -0.015837 -948,300 0.818051 -775,757 775,757 -7,977
812 000902.ZK @CHINA127 CN 0.779808 2 -0.016 1,190 -1.0 1 0.000308 8,100 1.859974 15,066 15,066 -234
813 601818.SH @CHINA1271 CN 0.510572 6 0.063 10,852 1.0 -1 -0.003999 -402,100 0.487170 -195,891 195,891 -12,335
817 601166.SH @INDUS132 CN 0.734544 8 0.110 42,186 1.0 0 0.000000 0 2.707592 0 0 0
824 300308.ZK @SHAND103 CN 1.915408 2 0.014 23,178 1.0 -1 -0.006449 -13,600 23.227851 -315,899 315,899 -4,326
837 603619.SH @ZHONG80 CN 1.281662 1 0.001 1,047 1.0 -1 -0.001640 -29,100 2.761097 -80,348 80,348 -52
854 603979.SH @JCHXM1 CN 1.323329 2 0.011 2,367 1.0 -1 -0.000521 -4,100 6.220563 -25,504 25,504 -291
855 603688.SH @JIANG155 CN 1.388777 2 0.017 1,741 1.0 0 0.000000 0 4.173325 0 0 0
862 600104.SH @SAUTO1 CN 0.872601 1 0.006 6,538 1.0 -1 -0.000268 -7,200 1.821958 -13,118 13,118 -76
868 300724.ZK @SHENZ271 CN 1.915808 5 -0.043 3,478 -1.0 1 0.000367 1,800 9.989791 17,982 17,982 -777
882 601816.SH @BJSHH1 CN 0.376152 7 0.077 22,149 1.0 0 0.000000 0 0.791299 0 0 0
895 600127.SH @HUNAN3 CN 0.883021 1 -0.003 500 -1.0 1 0.000000 5,800 0.987011 5,725 5,725 -18
901 300307.ZK @NINGB33 CN 2.113115 1 -0.005 569 -1.0 1 0.000000 8,000 1.077123 8,617 8,617 -44
905 603421.SH @QINGD24 CN 1.200819 1 -0.001 593 -1.0 1 0.000332 17,900 0.909571 16,281 16,281 -19
908 300398.ZK @SHANG143 CN 2.195662 1 -0.006 918 -1.0 1 0.000218 4,800 2.226055 10,685 10,685 -69
911 000001.ZK @SHNDE1 CN 1.077927 7 0.086 16,135 1.0 -1 -0.017435 -513,600 1.662853 -854,042 854,042 -73,099
924 300351.ZK @ZHEJI146 CN 1.926862 1 -0.007 981 -1.0 1 0.000228 4,100 2.725897 11,176 11,176 -79
933 000651.ZK @GREEE1 CN 0.614568 4 0.031 34,473 1.0 -1 -0.025168 -186,300 6.617621 -1,232,863 1,232,863 -38,187
958 300502.ZK @EOPTO1 CN 2.129633 4 0.038 14,117 1.0 -1 -0.002602 -6,400 19.916223 -127,464 127,464 -4,826
961 601398.SH @INDUS125 CN 0.243037 9 0.141 233,843 1.0 0 0.000000 0 0.867331 0 0 0
963 601225.SH @SHAAN16 CN 0.647109 9 0.148 11,944 1.0 0 0.000000 0 3.520011 0 0 0
969 601328.SH @BANKO37 CN 0.401045 8 0.110 40,510 1.0 0 0.000000 0 1.032067 0 0 0
980 600028.SH @CHINA222 CN 0.329618 3 0.019 13,469 1.0 0 0.000000 0 0.922243 0 0 0
981 601868.SH @CHINA3111 CN 0.597749 5 0.053 4,721 1.0 0 0.000000 0 0.330881 0 0 0
993 300347.ZK @HANGZ25 CN 1.595641 2 -0.016 6,884 -1.0 1 0.001156 6,100 9.280158 56,609 56,609 -913
1050 601006.SH @DAQIN5 CN 0.207023 3 0.021 8,465 1.0 -1 -0.003096 -160,300 0.946179 -151,673 151,673 -3,249
1052 600660.SH @FUYAO1 CN 0.494799 1 0.001 11,917 1.0 -1 0.000000 -900 8.263579 -7,437 7,437 -5
1058 300498.ZK @GUANG219 CN 0.710950 5 -0.046 17,676 -1.0 0 0.000000 0 2.656904 0 0 -0
1077 600583.SH @OFFSH6 CN 1.148524 2 0.010 3,355 1.0 -1 0.000000 -11,500 0.758914 -8,728 8,728 -91
1106 600436.SH @ZHANG1 CN 1.292122 1 0.007 10,073 1.0 0 0.000000 0 34.073709 0 0 0
1125 300769.ZK @SHENZ280 CN 2.745056 9 -0.124 1,605 -1.0 0 0.000000 0 5.727761 0 0 -0
1137 300008.ZK @SHANG87 CN 1.232401 9 -0.143 1,111 -1.0 0 0.000000 0 0.730754 0 0 -0
1147 601229.SH @BANKO594 CN 0.440738 3 0.019 10,324 1.0 -1 -0.000959 -42,000 1.117956 -46,954 46,954 -900
1149 002271.ZK @BEIJI70 CN 1.910081 5 0.041 4,583 1.0 -1 -0.001513 -39,400 1.881094 -74,115 74,115 -3,026
1150 601668.SH @CHINA1103 CN 1.003828 4 0.037 16,375 1.0 -1 -0.006317 -338,100 0.915203 -309,430 309,430 -11,518
1168 300093.ZK @GDGOL1 CN 1.963671 10 -0.275 500 -1.0 0 0.000000 0 2.965257 0 0 -0
1169 300900.ZK @GUANG371 CN 1.659042 7 -0.079 1,021 -1.0 0 0.000000 0 3.442571 0 0 -0
1191 KCE_n.BK @KCEEL3 TH 0.633202 1 -0.003 1,338 -1.0 0 0.000000 0 1.131904 0 0 -0
1203 MINT_n.BK @ROYAL74 TH 0.367543 5 -0.040 4,133 -1.0 0 0.000000 0 0.867793 0 0 -0
1207 RCL_n.BK @REGIO13 TH 0.696403 1 -0.000 339 -1.0 0 0.000000 0 0.730456 0 0 -0