total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -389,916 13,773,794 107 196,101,066 -0.002

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 6 -0.062 7,816 -1.0 0 0.000000 0 0.486825 0 0 -0
13 0257.HK @CHINA264 HK 0.940162 3 0.021 3,146 1.0 -1 -0.003910 -374,000 0.512075 -191,516 191,516 -3,991
15 0291.HK @CHINA288 HK 2.006757 4 0.030 6,151 1.0 -1 -0.005725 -71,000 3.949924 -280,445 280,445 -8,351
26 1301.TW @FORMO9 TW 0.663062 3 0.026 7,614 1.0 -1 -0.005090 -173,000 1.441138 -249,317 249,317 -6,580
29 0270.HK @GUANG77 HK 1.341793 2 0.015 1,837 1.0 -1 -0.001502 -110,000 0.669043 -73,595 73,595 -1,068
34 2548.TW @HUAKU1 TW 0.480791 3 0.028 1,011 1.0 -1 -0.000462 -6,000 3.774409 -22,646 22,646 -630
37 JBH.AX @JBHIF1 AU 0.475404 1 -0.001 5,908 -1.0 1 0.001497 1,357 54.032191 73,322 73,322 -99
43 1812.T @KAJIM3 JP 0.613127 3 0.026 9,077 1.0 0 0.000000 0 17.170280 0 0 0
63 MGR.AX @MIRVA2 AU 0.182612 7 -0.091 5,826 -1.0 1 0.004240 140,673 1.476582 207,715 207,715 -18,820
65 6269.T @MODEC1 JP 1.387654 1 0.002 1,242 1.0 -1 -0.002095 -4,800 21.380109 -102,625 102,625 -236
77 6645.T @OMRON4 JP 0.820663 1 -0.007 8,225 -1.0 0 0.000000 0 39.880854 0 0 -0
78 3288.T @OPENH1 JP 0.529038 2 0.015 4,447 1.0 -1 -0.000677 -900 36.855866 -33,170 33,170 -497
97 SM.PS @SMINV1 PH 0.276126 9 -0.127 20,300 -1.0 0 -0.000000 0 16.611872 0 0 -0
108 TNE.AX @TECHN58 AU 0.344973 2 -0.010 4,899 -1.0 1 0.005392 16,174 16.329256 264,109 264,109 -2,735
127 1171.HK @YANZH2 HK 0.941885 1 0.004 4,335 1.0 -1 -0.013030 -468,000 1.363818 -638,267 638,267 -2,333
136 TLS.AX @TELST3 AU 0.056774 2 -0.014 29,799 -1.0 1 0.016865 320,316 2.579006 826,097 826,097 -11,216
138 0688.HK @CHINA173 HK 1.928133 7 0.079 7,278 1.0 -1 -0.002056 -51,500 1.955663 -100,717 100,717 -7,975
139 4751.T @CYBER34 JP 0.322598 1 0.001 3,345 1.0 -1 -0.000931 -6,900 6.606653 -45,586 45,586 -32
142 6728.T @ULVAC1 JP 1.213571 3 0.024 2,273 1.0 -1 -0.001034 -1,100 46.056594 -50,662 50,662 -1,207
147 5201.T @ASAHI24 JP 0.606960 2 0.013 6,608 1.0 -1 -0.008189 -13,200 30.388880 -401,133 401,133 -5,311
149 0836.HK @CHINA276 HK 0.642883 7 0.080 4,438 1.0 -1 -0.002138 -42,000 2.493471 -104,726 104,726 -8,395
151 0267.HK @CITIC10 HK 1.339541 8 0.111 9,449 1.0 -1 -0.009774 -398,000 1.202990 -478,790 478,790 -52,947
158 9009.T @KEISE2 JP 0.401621 1 -0.001 4,405 -1.0 1 0.001721 3,300 25.550223 84,316 84,316 -50
161 4480.T @MEDLE1 JP 1.148070 4 -0.031 821 -1.0 0 0.000000 0 25.086877 0 0 -0
162 NXT.AX @NEXTD1 AU 0.600379 5 -0.049 7,215 -1.0 0 0.000000 0 11.271459 0 0 -0
163 NHF.AX @NIBHO1 AU 0.202216 1 -0.005 1,933 -1.0 1 0.000381 4,689 3.975412 18,641 18,641 -98
166 3110.T @NITTO7 JP 1.046959 3 0.020 1,566 1.0 -1 -0.000811 -900 44.150256 -39,735 39,735 -778
167 PMV.AX @PREMI98 AU 0.084970 3 -0.027 2,115 -1.0 1 0.003765 8,772 21.026255 184,442 184,442 -5,054
170 8410.T @SEVEN15 JP 0.346724 2 -0.015 1,499 -1.0 1 0.007851 187,600 2.049975 384,575 384,575 -5,961
173 5713.T @SUMIT40 JP 1.501094 1 0.003 8,383 1.0 -1 -0.002060 -3,500 28.826742 -100,894 100,894 -333
178 4540.T @TSUMU3 JP 0.726319 1 0.007 2,488 1.0 0 0.000000 0 32.407744 0 0 0
189 IGO.AX @INDEP35 AU 1.320186 4 -0.034 2,362 -1.0 1 0.000471 6,726 3.427540 23,054 23,054 -775
201 5947.T @RINNA1 JP 0.687135 2 0.017 2,669 1.0 -1 -0.006251 -13,800 22.187655 -306,190 306,190 -5,101
219 IPL.AX @INCIT3 AU 0.389929 4 -0.039 3,944 -1.0 0 0.000000 0 2.084586 0 0 -0
222 5991.T @NHKSP2 JP 1.034211 1 0.003 2,826 1.0 -1 -0.000697 -2,800 12.189310 -34,130 34,130 -93
245 BRPT.JK @BARIT1 ID 0.344419 3 -0.026 6,276 -1.0 1 0.001417 1,038,500 0.066838 69,411 69,411 -1,820
248 3163.TWO @BROWA1 TW 0.994253 1 -0.004 413 -1.0 1 0.000210 2,000 5.131325 10,263 10,263 -39
252 1378.HK @CHINA1377 HK 1.515663 10 0.176 5,047 1.0 -1 -0.001522 -42,000 1.775536 -74,573 74,573 -13,113
254 2002.TW @CHINA152 TW 0.573031 3 0.028 8,778 1.0 -1 -0.008819 -621,000 0.695614 -431,977 431,977 -11,980
257 0384.HK @CHINA237 HK 1.327507 2 0.019 2,926 1.0 -1 -0.003277 -179,000 0.896775 -160,523 160,523 -3,045
259 2883.HK @CHINA258 HK 0.815905 8 0.115 1,757 1.0 -1 -0.001188 -60,000 0.970112 -58,207 58,207 -6,669
260 1415.HK @COWEL7 HK 1.606566 3 0.024 716 1.0 -1 -0.001409 -24,000 2.875598 -69,014 69,014 -1,690
263 3692.T @FFRII1 JP 0.896458 2 0.018 108 1.0 0 0.000000 0 13.178885 0 0 0
270 2367.HK @GIANT18 HK 1.425256 8 0.104 7,190 1.0 -1 -0.001142 -8,000 6.992783 -55,942 55,942 -5,819
272 3443.TW @GLOBA166 TW 1.349228 1 -0.009 3,573 -1.0 1 0.001675 2,000 41.019404 82,039 82,039 -728
273 6664.TWO @GROUP313 TW 0.596346 2 -0.013 517 -1.0 1 0.000000 1,000 9.482813 9,483 9,483 -123
274 0921.HK @GUANG52 HK 1.355496 10 0.167 1,086 1.0 -1 -0.000264 -4,000 3.235850 -12,943 12,943 -2,164
275 3765.T @GUNGH1 JP 0.274080 2 -0.013 1,541 -1.0 1 0.000267 600 21.797121 13,078 13,078 -171
277 6690.HK @HAIER7 HK 1.204193 10 0.219 9,083 1.0 0 0.000000 0 3.924192 0 0 0
280 HLBB.KL @HONGL12 MY 0.132379 2 -0.011 4,065 -1.0 1 0.002136 21,200 4.935305 104,628 104,628 -1,176
282 6078.HK @HYGEI5 HK 2.436998 8 0.112 1,458 1.0 0 0.000000 0 2.331356 0 0 0
283 5076.T @INFRO7 JP 0.358609 3 -0.027 1,880 -1.0 0 0.000000 0 7.598875 0 0 -0
285 1801.HK @INNOV87 HK 1.249573 6 0.069 9,470 1.0 -1 -0.001418 -12,000 5.789792 -69,478 69,478 -4,826
288 9433.T @KDDIC3 JP 0.036452 2 0.014 51,349 1.0 0 0.000000 0 31.236141 0 0 0
289 2059.TW @KINGS47 TW 0.526540 1 -0.000 3,257 -1.0 1 0.001586 2,000 38.835861 77,672 77,672 -20
291 6753.TW @LUNGT1 TW 0.584418 4 -0.037 284 -1.0 1 0.001070 14,000 3.743216 52,405 52,405 -1,929
293 2201.T @MORIN5 JP -0.031065 2 -0.016 1,595 -1.0 1 0.000534 1,400 18.689393 26,165 26,165 -419
294 MYEG.KL @MYEGS1 MY 0.474446 4 -0.032 1,357 -1.0 1 0.002184 517,400 0.206793 106,995 106,995 -3,457
295 8046.TW @NANYA13 TW 1.146695 4 -0.041 935 -1.0 1 0.000626 7,000 4.382682 30,679 30,679 -1,243
297 1833.HK @PAGOO1 HK 2.344402 8 0.099 919 1.0 -1 0.000000 -6,000 1.579970 -9,480 9,480 -938
312 0780.HK @TONGC1 HK 1.408924 8 0.106 3,087 1.0 -1 0.000000 -4,000 2.413699 -9,655 9,655 -1,020
313 5310.T @TOYOT20 JP 1.276788 6 0.071 683 1.0 0 -0.000000 0 34.618567 0 0 0
318 2400.HK @XDINC1 HK 1.704812 7 0.091 1,389 1.0 -1 -0.001156 -20,000 2.830565 -56,611 56,611 -5,126
325 6501.T @HITAC26 JP 0.978521 7 0.081 119,570 1.0 0 0.000000 0 25.788516 0 0 0
329 MQG.AX @MACQU4224 AU 0.394191 2 0.015 56,164 1.0 0 0.000000 0 155.114561 0 0 0
338 3382.T @SEVEN12 JP 0.445109 1 0.001 34,918 1.0 -1 -0.004700 -15,800 14.572232 -230,241 230,241 -141
343 5802.T @SUMIT35 JP 0.806235 3 0.022 12,085 1.0 -1 -0.001989 -6,400 15.220917 -97,414 97,414 -2,129
350 7272.T @YAMAH4 JP 0.806947 5 0.044 8,774 1.0 0 0.000000 0 8.548734 0 0 0
362 8848.T @LEOPA2 JP 0.895259 4 0.038 708 1.0 -1 0.000000 -2,100 3.640576 -7,645 7,645 -294
365 8876.T @RELOH1 JP 0.664147 2 0.015 1,310 1.0 -1 0.000000 -500 12.232335 -6,116 6,116 -91
367 SDF.AX @STEAD10 AU 0.185893 2 -0.018 4,102 -1.0 1 0.000000 1,690 3.708157 6,267 6,267 -113
373 AMP.AX @AMPLI4 AU 0.339934 2 -0.019 2,427 -1.0 1 0.000665 33,981 0.958776 32,580 32,580 -617
377 4568.T @DAIIC31 JP 0.464114 2 0.014 62,132 1.0 -1 -0.002476 -3,800 31.911302 -121,263 121,263 -1,643
381 HUB.AX @FINDL6 AU 0.325943 5 -0.048 3,649 -1.0 1 0.000289 315 44.958897 14,162 14,162 -684
385 GMG.AX @MACQU55 AU 0.506360 3 -0.025 45,801 -1.0 1 0.003088 6,314 23.959373 151,279 151,279 -3,749
391 4911.T @SHISE2 JP 0.871340 2 0.016 8,896 1.0 -1 -0.002679 -5,900 22.240609 -131,220 131,220 -2,113
399 7550.T @ZENSH1 JP 0.424971 2 -0.014 5,007 -1.0 0 0.000000 0 50.246566 0 0 -0
406 0001.HK @CHEUN4 HK 0.658055 7 0.091 20,648 1.0 0 0.000000 0 5.390939 0 0 0
407 0008.HK @PCCWL4 HK 0.140338 5 -0.048 3,553 -1.0 0 -0.000000 0 0.559680 0 0 -0
408 PUBM.KL @PUBLI36 MY 0.090005 1 -0.001 15,917 -1.0 1 0.007115 331,500 1.051294 348,504 348,504 -270
409 0083.HK @SINOL4 HK 0.614711 4 0.030 4,103 1.0 -1 0.000000 -6,000 1.078188 -6,469 6,469 -193
415 0066.HK @MASST2 HK 0.754244 6 0.069 23,106 1.0 -1 -0.000871 -11,500 3.711901 -42,687 42,687 -2,936
416 8801.T @MITSU92 JP 0.550879 6 0.071 24,837 1.0 0 0.000000 0 8.833361 0 0 0
420 8113.T @UNICH10 JP 0.188633 1 0.004 14,893 1.0 -1 -0.003526 -5,400 31.984114 -172,714 172,714 -654
424 9766.T @KONAM10 JP 0.406003 5 0.045 11,502 1.0 0 0.000000 0 91.080589 0 0 0
434 STO.AX @SANTO10 AU 0.061410 4 -0.034 15,059 -1.0 1 0.002594 27,404 4.636867 127,069 127,069 -4,332
444 7182.T @JAPAN374 JP 0.471616 6 0.060 12,193 1.0 0 0.000000 0 8.869767 0 0 0
445 6326.T @KUBOT6 JP 0.764038 5 0.046 15,379 1.0 0 0.000000 0 13.069667 0 0 0
451 GOR.AX @ELECK1 AU 0.608468 3 -0.024 1,430 -1.0 1 0.000389 14,430 1.319570 19,041 19,041 -457
463 4204.T @SEKIS5 JP 0.500121 6 0.061 6,355 1.0 0 0.000000 0 14.297534 0 0 0
465 3661.TW @ALCHI2 TW 0.411005 9 -0.133 5,034 -1.0 0 0.000000 0 63.010795 0 0 -0
482 688007.SH @APPOT1 CN 1.783651 1 -0.000 818 -1.0 1 0.000603 13,100 2.255994 29,554 29,554 -10
507 300342.ZK @CHANG69 CN 1.503352 1 -0.007 827 -1.0 1 0.000716 12,800 2.738918 35,058 35,058 -245
519 600026.SH @CHINA337 CN 0.955701 4 0.029 2,480 1.0 -1 -0.001619 -42,212 1.878356 -79,289 79,289 -2,322
521 601998.SH @CHINA532 CN 0.524965 2 0.016 2,940 1.0 -1 -0.000426 -21,900 0.951813 -20,845 20,845 -335
522 601808.SH @CHINA638 CN 0.786795 3 0.021 6,508 1.0 -1 -0.001584 -35,300 2.198435 -77,605 77,605 -1,607
535 601198.SH @DONGX2 CN 1.303740 2 0.016 4,642 1.0 -1 -0.002850 -97,200 1.436142 -139,593 139,593 -2,271
584 688252.SH @JADAR3 CN 2.166736 2 -0.010 421 -1.0 1 0.001087 15,519 3.429613 53,224 53,224 -545
591 603693.SH @JIANG291 CN 1.180252 1 -0.003 279 -1.0 1 0.000628 21,600 1.423508 30,748 30,748 -83
617 600163.SH @NANZH1 CN 1.004710 1 -0.004 548 -1.0 1 0.001467 89,800 0.800197 71,858 71,858 -306
632 600048.SH @POLYR3 CN 1.460739 3 0.019 11,398 1.0 -1 -0.002816 -89,800 1.535816 -137,916 137,916 -2,651
642 000563.ZK @SHAAN8 CN 1.199307 2 0.010 1,411 1.0 -1 -0.002983 -296,500 0.492753 -146,101 146,101 -1,494
666 000810.ZK @SICHU13 CN 2.020093 1 -0.005 1,057 -1.0 1 0.000613 16,000 1.875548 30,009 30,009 -140
675 600649.SH @SMUNI1 CN 1.786519 2 0.011 746 1.0 -1 -0.000902 -70,400 0.627523 -44,178 44,178 -507
733 000002.ZK @CHINA284 CN 1.768688 7 0.081 8,534 1.0 -1 -0.001936 -72,400 1.309795 -94,829 94,829 -7,692
736 600690.SH @QINGD7 CN 0.817515 7 0.078 17,463 1.0 -1 -0.001963 -21,700 4.431967 -96,174 96,174 -7,497
742 000338.ZK @WEICH5 CN 1.074782 4 0.036 10,269 1.0 -1 0.000000 -3,200 1.916260 -6,132 6,132 -219
746 600276.SH @JIANG24 CN 0.929960 5 0.045 27,690 1.0 0 0.000000 0 7.116134 0 0 0
767 601727.SH @SHANG84 CN 0.791163 2 -0.016 3,743 -1.0 1 0.002157 125,000 0.845120 105,640 105,640 -1,702
782 601169.SH @BANKO53 CN 0.537588 2 0.015 14,092 1.0 -1 -0.015736 -948,300 0.812831 -770,808 770,808 -11,607
786 601818.SH @CHINA1271 CN 0.510572 3 0.021 10,882 1.0 -1 -0.004010 -402,100 0.488541 -196,442 196,442 -4,195
790 603517.SH @JUEWE1 CN 1.745510 2 -0.017 896 -1.0 1 0.001900 38,000 2.449724 93,090 93,090 -1,537
795 300308.ZK @SHAND103 CN 1.915408 7 0.082 21,875 1.0 -1 -0.001477 -3,300 21.922579 -72,345 72,345 -5,944
818 002449.ZK @FOSHA6 CN 1.863469 1 -0.006 552 -1.0 1 0.000000 8,000 1.130102 9,041 9,041 -54
820 603328.SH @GUANG169 CN 1.755765 1 -0.007 558 -1.0 1 0.000214 7,700 1.363142 10,496 10,496 -74
829 603920.SH @OLYMP120 CN 1.900978 1 -0.009 1,330 -1.0 1 0.000354 4,600 3.769348 17,339 17,339 -163
830 300481.ZK @PUYAN2 CN 1.709991 1 -0.007 454 -1.0 1 0.000275 5,700 2.364089 13,475 13,475 -101
837 300724.ZK @SHENZ271 CN 1.915808 3 -0.026 3,747 -1.0 1 0.000395 1,800 10.761942 19,371 19,371 -496
842 600667.SH @WUXIT1 CN 1.578564 4 0.035 1,457 1.0 0 0.000000 0 0.988313 0 0 0
847 002017.ZK @ZHUHA5 CN 1.336137 2 -0.013 486 -1.0 1 0.001093 35,800 1.495104 53,525 53,525 -684
856 605499.SH @EASTR12 CN 0.791242 3 0.025 15,097 1.0 -1 0.000000 -30 30.884778 -927 927 -23
863 600127.SH @HUNAN3 CN 0.883021 1 -0.010 504 -1.0 1 0.000000 5,800 0.993928 5,765 5,765 -55
883 002194.ZK @WUHAN22 CN 1.849762 2 -0.016 1,076 -1.0 1 0.000325 10,100 1.575124 15,909 15,909 -248
888 000858.ZK @YIBIN1 CN 1.646498 9 0.120 36,422 1.0 0 0.000000 0 20.851437 0 0 0
898 000651.ZK @GREEE1 CN 0.614568 4 0.032 35,052 1.0 -1 -0.025330 -184,400 6.728669 -1,240,767 1,240,767 -39,204
902 688041.SH @HYGON1 CN 1.179007 1 0.007 17,134 1.0 -1 -0.004479 -12,500 17.550979 -219,387 219,387 -1,473
922 300502.ZK @EOPTO1 CN 2.129633 8 0.109 13,465 1.0 0 0.000000 0 18.996948 0 0 0
951 300347.ZK @HANGZ25 CN 1.595641 3 -0.020 7,002 -1.0 1 0.001176 6,100 9.439512 57,581 57,581 -1,174
974 002567.ZK @TANGR3 CN 1.246992 1 -0.001 873 -1.0 1 0.000261 17,200 0.742639 12,773 12,773 -8
1005 600125.SH @DALIA3 CN 0.948091 2 -0.016 767 -1.0 0 0.000000 0 0.839504 0 0 -0
1006 601006.SH @DAQIN5 CN 0.207023 2 0.014 8,541 1.0 -1 -0.001764 -90,500 0.954620 -86,393 86,393 -1,214
1020 301236.ZK @ISOFT4 CN 2.292696 6 0.062 7,726 1.0 -1 -0.003237 -17,600 9.008528 -158,550 158,550 -9,902
1035 601825.SH @SHANG375 CN 0.492755 3 0.028 7,140 1.0 -1 -0.003682 -160,800 1.121679 -180,366 180,366 -5,059
1049 688609.SH @UNION1314 CN 2.825313 2 0.014 900 1.0 0 0.000000 0 1.799740 0 0 0
1076 300364.ZK @BEIJI168 CN 2.646891 6 -0.072 3,236 -1.0 0 0.000000 0 4.433370 0 0 -0
1091 601229.SH @BANKO594 CN 0.440738 3 0.025 10,280 1.0 -1 -0.000955 -42,000 1.113256 -46,757 46,757 -1,170
1093 002271.ZK @BEIJI70 CN 1.910081 4 0.036 4,652 1.0 -1 -0.001006 -25,800 1.909241 -49,258 49,258 -1,776
1094 601668.SH @CHINA1103 CN 1.003828 5 0.056 16,277 1.0 -1 -0.004832 -260,200 0.909697 -236,703 236,703 -13,219
1098 300750.ZK @CONTE31 CN 1.261149 4 0.041 107,852 1.0 -1 -0.011146 -15,600 34.998071 -545,970 545,970 -22,240
1116 300122.ZK @CHONG44 CN 1.592169 1 0.002 10,818 1.0 -1 -0.000729 -7,900 4.519005 -35,700 35,700 -71
1118 603322.SH @GUANG230 CN 1.800549 9 -0.146 750 -1.0 0 0.000000 0 4.759063 0 0 -0