total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -508,409 16,148,500 105 196,152,452 -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 7 -0.072 7,900 -1.0 1 0.000000 12,200 0.492094 6,004 6,004 -430
13 0257.HK @CHINA264 HK 0.940162 3 0.024 3,122 1.0 -1 -0.003880 -374,000 0.508156 -190,050 190,050 -4,589
15 0291.HK @CHINA288 HK 2.006757 3 0.027 6,050 1.0 -1 -0.005631 -71,000 3.885143 -275,845 275,845 -7,351
26 1301.TW @FORMO9 TW 0.663062 4 0.037 7,678 1.0 -1 -0.005132 -173,000 1.453244 -251,411 251,411 -9,347
29 0270.HK @GUANG77 HK 1.341793 3 0.023 1,826 1.0 -1 -0.001494 -110,000 0.665106 -73,162 73,162 -1,655
34 2548.TW @HUAKU1 TW 0.480791 3 0.019 1,030 1.0 -1 -0.000471 -6,000 3.843162 -23,059 23,059 -441
43 1812.T @KAJIM3 JP 0.613127 4 0.035 9,070 1.0 -1 -0.000385 -1,100 17.157253 -18,873 18,873 -667
61 MTS.AX @METCA2 AU 0.217576 1 -0.006 2,434 -1.0 1 0.006070 134,090 2.217413 297,333 297,333 -1,784
63 MGR.AX @MIRVA2 AU 0.182612 7 -0.080 5,754 -1.0 1 0.004202 141,141 1.458298 205,826 205,826 -16,443
65 6269.T @MODEC1 JP 1.387654 2 0.015 1,186 1.0 -1 -0.002001 -4,800 20.418987 -98,011 98,011 -1,476
78 3288.T @OPENH1 JP 0.529038 1 0.009 4,504 1.0 -1 -0.000762 -1,000 37.324317 -37,324 37,324 -324
108 TNE.AX @TECHN58 AU 0.344973 2 -0.013 4,878 -1.0 1 0.005369 16,174 16.261028 263,006 263,006 -3,374
111 TLMM.KL @TELEK13 MY 0.151359 1 -0.005 5,868 -1.0 1 0.011312 362,400 1.528988 554,105 554,105 -2,813
136 TLS.AX @TELST3 AU 0.056774 1 -0.002 29,545 -1.0 1 0.021315 408,336 2.557017 1,044,122 1,044,122 -2,359
138 0688.HK @CHINA173 HK 1.928133 6 0.055 7,325 1.0 -1 -0.002069 -51,500 1.968301 -101,368 101,368 -5,588
142 6728.T @ULVAC1 JP 1.213571 3 0.023 2,320 1.0 -1 -0.001151 -1,200 47.003447 -56,404 56,404 -1,275
143 MIN.AX @MINER60 AU 1.875686 3 0.020 4,956 1.0 0 0.000000 0 25.217244 0 0 0
148 5201.T @ASAHI24 JP 0.606960 2 0.013 6,661 1.0 -1 -0.008505 -13,600 30.635110 -416,637 416,637 -5,530
150 0836.HK @CHINA276 HK 0.642883 3 0.021 4,751 1.0 -1 -0.002289 -42,000 2.669428 -112,116 112,116 -2,300
152 0267.HK @CITIC10 HK 1.339541 9 0.143 9,357 1.0 -1 -0.009679 -398,000 1.191273 -474,126 474,126 -67,686
160 2222.T @KOTOB1 JP 1.002857 1 -0.001 1,440 -1.0 1 0.007823 29,400 13.033678 383,190 383,190 -460
164 NHF.AX @NIBHO1 AU 0.202216 1 -0.007 1,926 -1.0 1 0.000379 4,689 3.962044 18,578 18,578 -124
167 3110.T @NITTO7 JP 1.046959 2 0.014 1,584 1.0 -1 -0.001368 -1,500 44.683108 -67,025 67,025 -937
168 PMV.AX @PREMI98 AU 0.084970 4 -0.033 2,109 -1.0 1 0.003840 8,971 20.968874 188,112 188,112 -6,131
170 QBE.AX @QBEIN2 AU 0.206959 3 -0.021 17,202 -1.0 0 0.000000 0 11.426672 0 0 -0
172 8410.T @SEVEN15 JP 0.346724 3 -0.020 1,495 -1.0 1 0.008093 193,900 2.044550 396,438 396,438 -7,826
175 5713.T @SUMIT40 JP 1.501094 2 0.018 8,323 1.0 -1 -0.002045 -3,500 28.619730 -100,169 100,169 -1,797
191 IGO.AX @INDEP35 AU 1.320186 5 -0.044 2,414 -1.0 1 0.000481 6,726 3.502581 23,558 23,558 -1,033
193 9468.T @KADOK3 JP 0.607206 2 -0.011 3,062 -1.0 0 0.000000 0 21.599045 0 0 -0
204 5947.T @RINNA1 JP 0.687135 2 0.012 2,684 1.0 -1 -0.006287 -13,800 22.315036 -307,947 307,947 -3,815
222 IPL.AX @INCIT3 AU 0.389929 5 -0.046 3,918 -1.0 1 0.000000 2,424 2.070917 5,020 5,020 -230
227 0467.HK @ORIEN91 HK 0.487475 1 0.001 768 1.0 -1 0.000000 -196,000 0.042454 -8,321 8,321 -7
236 6504.T @FUJIE6 JP 1.182772 5 0.046 7,893 1.0 0 0.000000 0 52.870591 0 0 0
245 6963.T @ROHMC2 JP 1.178421 2 -0.018 3,970 -1.0 0 0.000000 0 10.925484 0 0 -0
250 BRPT.JK @BARIT1 ID 0.344419 4 -0.040 6,333 -1.0 1 0.001430 1,038,500 0.067441 70,038 70,038 -2,807
257 1378.HK @CHINA1377 HK 1.515663 10 0.178 5,039 1.0 -1 -0.001592 -44,000 1.772758 -78,001 78,001 -13,911
259 2002.TW @CHINA152 TW 0.573031 4 0.032 8,796 1.0 -1 -0.008837 -621,000 0.697059 -432,874 432,874 -13,673
262 0384.HK @CHINA237 HK 1.327507 4 0.031 2,883 1.0 -1 -0.003230 -179,000 0.883806 -158,201 158,201 -4,933
264 2883.HK @CHINA258 HK 0.815905 8 0.114 1,759 1.0 -1 -0.001190 -60,000 0.971286 -58,277 58,277 -6,664
265 1415.HK @COWEL7 HK 1.606566 3 0.024 709 1.0 -1 -0.001396 -24,000 2.849533 -68,389 68,389 -1,637
270 1519.TW @FORTU25 TW 0.509884 3 0.025 4,765 1.0 -1 -0.000372 -1,000 18.235572 -18,236 18,236 -447
275 2367.HK @GIANT18 HK 1.425256 9 0.120 6,925 1.0 -1 -0.001100 -8,000 6.734679 -53,877 53,877 -6,449
278 6664.TWO @GROUP313 TW 0.596346 1 -0.003 501 -1.0 1 0.000000 1,000 9.195583 9,196 9,196 -27
279 0921.HK @GUANG52 HK 1.355496 10 0.164 1,111 1.0 -1 -0.000271 -4,000 3.312664 -13,251 13,251 -2,171
280 3765.T @GUNGH1 JP 0.274080 2 -0.019 1,557 -1.0 1 0.000360 800 22.023336 17,619 17,619 -326
282 6690.HK @HAIER7 HK 1.204193 10 0.189 9,379 1.0 -1 -0.001158 -14,000 4.052385 -56,733 56,733 -10,729
285 HLBB.KL @HONGL12 MY 0.132379 2 -0.011 4,054 -1.0 1 0.002130 21,200 4.921574 104,337 104,337 -1,147
287 6078.HK @HYGEI5 HK 2.436998 8 0.111 1,489 1.0 -1 0.000000 -4,000 2.379972 -9,520 9,520 -1,056
290 1801.HK @INNOV87 HK 1.249573 6 0.057 9,616 1.0 -1 -0.001440 -12,000 5.879174 -70,550 70,550 -3,999
296 6753.TW @LUNGT1 TW 0.584418 5 -0.049 285 -1.0 1 0.001076 14,000 3.765365 52,715 52,715 -2,587
298 2201.T @MORIN5 JP -0.031065 3 -0.023 1,615 -1.0 1 0.000541 1,400 18.920711 26,489 26,489 -602
299 MYEG.KL @MYEGS1 MY 0.474446 3 -0.028 1,349 -1.0 1 0.002172 517,400 0.205647 106,402 106,402 -2,960
300 8046.TW @NANYA13 TW 1.146695 5 -0.041 932 -1.0 1 0.000625 7,000 4.372181 30,605 30,605 -1,265
302 1833.HK @PAGOO1 HK 2.344402 8 0.102 919 1.0 -1 -0.000258 -8,000 1.579787 -12,638 12,638 -1,283
317 0780.HK @TONGC1 HK 1.408924 9 0.119 2,965 1.0 -1 0.000000 -4,000 2.318222 -9,273 9,273 -1,101
323 2400.HK @XDINC1 HK 1.704812 8 0.110 1,347 1.0 -1 -0.001121 -20,000 2.746617 -54,932 54,932 -6,066
337 4385.T @MERCA52 JP 0.826089 6 -0.056 2,476 -1.0 0 0.000000 0 15.095465 0 0 -0
342 8630.T @NKSJH1 JP 0.611620 8 0.099 21,354 1.0 0 0.000000 0 21.559268 0 0 0
346 7309.T @SHIMA11 JP 0.639313 6 0.067 12,860 1.0 0 0.000000 0 158.114558 0 0 0
351 5802.T @SUMIT35 JP 0.806235 1 0.004 12,198 1.0 -1 -0.002007 -6,400 15.363962 -98,329 98,329 -403
359 2388.HK @BOCHO1 HK 0.737338 2 0.013 34,956 1.0 -1 -0.019067 -282,500 3.306231 -934,010 934,010 -12,370
367 4613.T @KANSA20 JP 0.288781 1 -0.004 3,082 -1.0 1 0.000673 2,000 16.487669 32,975 32,975 -145
370 8848.T @LEOPA2 JP 0.895259 4 0.039 714 1.0 -1 0.000000 -2,100 3.672766 -7,713 7,713 -303
373 8876.T @RELOH1 JP 0.664147 2 0.015 1,323 1.0 -1 0.000000 -600 12.354150 -7,412 7,412 -114
375 SDF.AX @STEAD10 AU 0.185893 2 -0.011 3,978 -1.0 1 0.000000 1,968 3.595805 7,077 7,077 -79
381 AMP.AX @AMPLI4 AU 0.339934 3 -0.023 2,444 -1.0 1 0.000670 33,981 0.965540 32,810 32,810 -768
389 HUB.AX @FINDL6 AU 0.325943 5 -0.054 3,631 -1.0 1 0.000288 315 44.734472 14,091 14,091 -759
393 GMG.AX @MACQU55 AU 0.506360 5 -0.043 45,914 -1.0 1 0.003096 6,314 24.018650 151,654 151,654 -6,448
399 4911.T @SHISE2 JP 0.871340 2 0.014 8,992 1.0 -1 -0.002937 -6,400 22.480774 -143,877 143,877 -1,973
404 3401.T @TEIJI3 JP 0.458106 1 0.003 1,810 1.0 0 0.000000 0 9.145452 0 0 0
405 TLC.AX @THELO5 AU 0.275242 6 -0.059 7,455 -1.0 0 0.000000 0 3.349426 0 0 -0
409 WDS.AX @WOODS5 AU 0.496988 4 -0.032 31,116 -1.0 0 0.000000 0 16.387549 0 0 -0
410 4689.T @YAHOO6 JP 0.558683 3 0.023 7,613 1.0 0 0.000000 0 2.802307 0 0 0
412 BPT.AX @BEACH1 AU 0.586724 8 -0.092 1,356 -1.0 0 0.000000 0 0.849009 0 0 -0
415 IAG.AX @INSUR1 AU 0.001765 2 0.010 11,837 1.0 0 0.000000 0 4.994173 0 0 0
422 PUBM.KL @PUBLI36 MY 0.090005 1 -0.008 16,008 -1.0 1 0.007155 331,500 1.057279 350,488 350,488 -2,641
423 0083.HK @SINOL4 HK 0.614711 3 0.020 4,137 1.0 -1 0.000000 -6,000 1.087068 -6,522 6,522 -131
429 0066.HK @MASST2 HK 0.754244 7 0.073 23,063 1.0 -1 -0.002042 -27,000 3.705038 -100,036 100,036 -7,267
436 1605.T @INPEX3 JP 0.791653 4 0.032 12,990 1.0 0 0.000000 0 13.225935 0 0 0
439 3038.T @KOBEB1 JP 0.088138 6 -0.063 5,491 -1.0 0 0.000000 0 27.121453 0 0 -0
445 4927.T @POLAO1 JP 0.336689 3 -0.019 1,515 -1.0 0 0.000000 0 10.020552 0 0 -0
449 3549.T @KUSUR2 JP 0.401156 6 -0.065 1,793 -1.0 0 0.000000 0 21.599045 0 0 -0
452 STO.AX @SANTO10 AU 0.061410 4 -0.032 14,966 -1.0 1 0.002597 27,611 4.607957 127,230 127,230 -4,108
462 7182.T @JAPAN374 JP 0.471616 2 0.015 12,527 1.0 -1 -0.001674 -9,000 9.112304 -82,011 82,011 -1,199
465 8308.T @RESON3 JP 0.473327 5 0.050 15,472 1.0 0 0.000000 0 6.659374 0 0 0
466 6762.T @TDKCO10 JP 0.926108 6 0.065 23,216 1.0 0 0.000000 0 11.943119 0 0 0
471 GOR.AX @ELECK1 AU 0.608468 4 -0.031 1,415 -1.0 1 0.000220 8,271 1.305144 10,795 10,795 -332
473 6370.T @KURIT2 JP 1.269833 8 0.095 4,415 1.0 0 0.000000 0 37.993901 0 0 0
479 3661.TW @ALCHI2 TW 0.411005 9 -0.148 5,084 -1.0 0 0.000000 0 63.637788 0 0 -0
520 300342.ZK @CHANG69 CN 1.503352 2 -0.010 841 -1.0 1 0.000728 12,800 2.786732 35,670 35,670 -368
530 002979.ZK @CHINA2830 CN 1.942534 1 -0.006 1,089 -1.0 1 0.000865 11,100 3.817710 42,377 42,377 -249
532 600026.SH @CHINA337 CN 0.955701 2 0.017 2,491 1.0 -1 -0.001626 -42,212 1.886382 -79,628 79,628 -1,376
534 601998.SH @CHINA532 CN 0.524965 2 0.014 2,937 1.0 -1 -0.000425 -21,900 0.950916 -20,825 20,825 -282
535 601808.SH @CHINA638 CN 0.786795 3 0.022 6,420 1.0 -1 -0.001563 -35,300 2.168707 -76,555 76,555 -1,704
536 601390.SH @CHINA696 CN 0.845696 3 0.021 8,430 1.0 -1 -0.014278 -749,900 0.932656 -699,399 699,399 -14,979
548 601198.SH @DONGX2 CN 1.303740 2 0.012 4,695 1.0 -1 -0.003276 -110,500 1.452360 -160,486 160,486 -1,959
549 002351.ZK @EDIFI2 CN 1.963890 1 -0.005 1,752 -1.0 1 0.002957 73,500 1.970658 144,843 144,843 -771
587 601236.SH @HONGT3 CN 1.223437 1 0.002 1,320 1.0 -1 -0.002970 -124,800 1.165820 -145,494 145,494 -270
601 603078.SH @JIANG258 CN 1.694378 1 -0.008 625 -1.0 1 0.001272 29,200 2.133592 62,301 62,301 -489
629 600064.SH @NANJI5 CN 0.934980 2 0.012 1,074 1.0 -1 -0.000480 -24,600 0.955130 -23,496 23,496 -279
645 600048.SH @POLYR3 CN 1.460739 2 0.019 11,425 1.0 -1 -0.002822 -89,800 1.539445 -138,242 138,242 -2,610
655 000563.ZK @SHAAN8 CN 1.199307 2 0.013 1,424 1.0 -1 -0.003508 -345,600 0.497229 -171,842 171,842 -2,274
689 600649.SH @SMUNI1 CN 1.786519 3 0.027 743 1.0 -1 -0.000929 -72,800 0.625048 -45,504 45,504 -1,209
747 000002.ZK @CHINA284 CN 1.768688 8 0.104 8,456 1.0 -1 -0.003206 -121,000 1.297853 -157,040 157,040 -16,288
750 600690.SH @QINGD7 CN 0.817515 4 0.036 17,805 1.0 -1 -0.002002 -21,700 4.518608 -98,054 98,054 -3,573
756 000338.ZK @WEICH5 CN 1.074782 3 0.021 10,192 1.0 -1 0.000000 -3,200 1.901832 -6,086 6,086 -129
768 002707.ZK @BEIJI131 CN 1.628561 1 -0.002 1,007 -1.0 0 0.000000 0 1.139133 0 0 -0
782 601727.SH @SHANG84 CN 0.791163 1 -0.009 3,403 -1.0 1 0.002078 132,500 0.768318 101,802 101,802 -868
797 601169.SH @BANKO53 CN 0.537588 1 0.006 14,124 1.0 -1 -0.015771 -948,300 0.814670 -772,551 772,551 -4,894
801 000902.ZK @CHINA127 CN 0.779808 4 -0.034 1,218 -1.0 0 0.000000 0 1.903237 0 0 -0
802 601818.SH @CHINA1271 CN 0.510572 4 0.037 10,826 1.0 -1 -0.003989 -402,100 0.485993 -195,418 195,418 -7,277
806 603517.SH @JUEWE1 CN 1.745510 3 -0.025 913 -1.0 1 0.001936 38,000 2.495980 94,847 94,847 -2,369
834 002449.ZK @FOSHA6 CN 1.863469 1 -0.000 558 -1.0 1 0.000000 8,000 1.141942 9,136 9,136 -1
841 603979.SH @JCHXM1 CN 1.323329 1 0.000 2,363 1.0 -1 -0.000520 -4,100 6.209751 -25,460 25,460 -10
854 300724.ZK @SHENZ271 CN 1.915808 5 -0.045 3,680 -1.0 1 0.000388 1,800 10.569637 19,025 19,025 -856
880 600127.SH @HUNAN3 CN 0.883021 1 -0.004 509 -1.0 1 0.000000 5,800 1.004291 5,825 5,825 -22
896 000001.ZK @SHNDE1 CN 1.077927 8 0.114 16,068 1.0 0 0.000000 0 1.656027 0 0 0
915 603993.SH @CHINA1517 CN 1.443339 3 0.020 14,469 1.0 0 0.000000 0 1.170034 0 0 0
918 000651.ZK @GREEE1 CN 0.614568 7 0.077 34,961 1.0 -1 -0.025264 -184,400 6.711193 -1,237,544 1,237,544 -95,844
937 300274.ZK @SUNGR5 CN 1.006227 3 0.027 27,373 1.0 0 0.000000 0 13.203268 0 0 0
942 601127.SH @CHONG70 CN 1.321978 1 0.009 10,081 1.0 -1 0.000000 -500 12.840880 -6,420 6,420 -60
943 300502.ZK @EOPTO1 CN 2.129633 6 0.059 14,113 1.0 -1 -0.000732 -1,800 19.910247 -35,838 35,838 -2,104
972 300347.ZK @HANGZ25 CN 1.595641 4 -0.031 7,076 -1.0 1 0.001188 6,100 9.538659 58,186 58,186 -1,812
1027 601006.SH @DAQIN5 CN 0.207023 1 0.003 8,507 1.0 -1 -0.002790 -143,700 0.950916 -136,647 136,647 -410
1056 601825.SH @SHANG375 CN 0.492755 3 0.023 7,108 1.0 -1 -0.003812 -167,200 1.116659 -186,705 186,705 -4,213
1099 000519.ZK @CHENG15 CN 1.347469 2 0.012 2,091 1.0 -1 0.000000 -2,800 2.144829 -6,006 6,006 -71
1113 002142.ZK @BANKO41 CN 1.278904 2 0.010 17,215 1.0 -1 -0.008942 -119,300 3.671632 -438,026 438,026 -4,592
1114 601229.SH @BANKO594 CN 0.440738 3 0.026 10,299 1.0 -1 -0.000956 -42,000 1.115255 -46,841 46,841 -1,218
1116 002271.ZK @BEIJI70 CN 1.910081 4 0.039 4,637 1.0 -1 -0.001508 -38,800 1.903237 -73,846 73,846 -2,889
1117 601668.SH @CHINA1103 CN 1.003828 4 0.040 16,135 1.0 -1 -0.006224 -338,100 0.901755 -304,883 304,883 -12,121
1121 300750.ZK @CONTE31 CN 1.261149 6 0.056 108,451 1.0 -1 -0.012932 -18,000 35.192328 -633,462 633,462 -35,176
1140 300122.ZK @CHONG44 CN 1.592169 1 0.003 10,867 1.0 -1 -0.000732 -7,900 4.539678 -35,863 35,863 -118
1149 600702.SH @SICHU36 CN 2.031083 9 -0.122 2,228 -1.0 0 0.000000 0 9.551300 0 0 -0
1153 002514.ZK @SUZHO14 CN 1.829359 10 -0.163 357 -1.0 0 0.000000 0 0.811860 0 0 -0