total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -520,583 15,571,974 109 200,906,046 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
12 0257.HK @CHINA264 HK 0.940162 3 0.028 3,123 1.0 -1 -0.003789 -374,000 0.508444 -190,158 190,158 -5,369
14 0291.HK @CHINA288 HK 2.006757 8 0.113 5,903 1.0 -1 -0.002795 -37,000 3.790804 -140,260 140,260 -15,918
25 1301.TW @FORMO9 TW 0.663062 5 0.050 7,609 1.0 -1 -0.004964 -173,000 1.440105 -249,138 249,138 -12,532
28 0270.HK @GUANG77 HK 1.341793 3 0.025 1,827 1.0 -1 -0.001459 -110,000 0.665482 -73,203 73,203 -1,858
33 2548.TW @HUAKU1 TW 0.480791 4 0.039 998 1.0 -1 -0.000445 -6,000 3.724947 -22,350 22,350 -863
46 1808.TW @KUOBI1 TW 0.402084 1 0.003 1,478 1.0 -1 0.000000 -800 1.489979 -1,192 1,192 -3
61 MGR.AX @MIRVA2 AU 0.182612 6 -0.067 5,785 -1.0 1 0.004110 140,673 1.466101 206,241 206,241 -13,716
75 3288.T @OPENH1 JP 0.529038 2 0.016 4,383 1.0 -1 -0.000651 -900 36.324954 -32,692 32,692 -513
94 SM.PS @SMINV1 PH 0.276126 8 -0.108 20,091 -1.0 0 -0.000000 0 16.440573 0 0 -0
105 TNE.AX @TECHN58 AU 0.344973 1 -0.002 4,786 -1.0 1 0.005285 16,623 15.954631 265,214 265,214 -424
133 TLS.AX @TELST3 AU 0.056774 4 -0.032 29,817 -1.0 1 0.016353 318,016 2.580603 820,673 820,673 -25,888
135 0688.HK @CHINA173 HK 1.928133 8 0.099 7,099 1.0 -1 -0.001958 -51,500 1.907631 -98,243 98,243 -9,723
139 6728.T @ULVAC1 JP 1.213571 2 0.014 2,260 1.0 -1 -0.001004 -1,100 45.790783 -50,370 50,370 -717
144 5201.T @ASAHI24 JP 0.606960 1 0.008 6,502 1.0 -1 -0.007865 -13,200 29.903116 -394,721 394,721 -3,069
146 0836.HK @CHINA276 HK 0.642883 7 0.082 4,440 1.0 -1 -0.002088 -42,000 2.494594 -104,773 104,773 -8,556
148 0267.HK @CITIC10 HK 1.339541 9 0.126 9,352 1.0 -1 -0.009443 -398,000 1.190660 -473,883 473,883 -59,689
156 2222.T @KOTOB1 JP 1.002857 1 -0.002 1,420 -1.0 1 0.007526 29,400 12.846949 377,700 377,700 -744
158 NHF.AX @NIBHO1 AU 0.202216 1 -0.008 1,916 -1.0 1 0.000375 4,774 3.940561 18,812 18,812 -149
161 3110.T @NITTO7 JP 1.046959 2 0.010 1,544 1.0 -1 -0.000607 -700 43.532338 -30,473 30,473 -304
162 PMV.AX @PREMI98 AU 0.084970 3 -0.019 2,099 -1.0 1 0.003647 8,772 20.863742 183,017 183,017 -3,568
165 8410.T @SEVEN15 JP 0.346724 4 -0.039 1,541 -1.0 1 0.006842 162,900 2.107882 343,374 343,374 -13,310
168 5713.T @SUMIT40 JP 1.501094 3 0.024 8,127 1.0 -1 -0.001893 -3,400 27.945797 -95,016 95,016 -2,322
183 IGO.AX @INDEP35 AU 1.320186 4 -0.034 2,345 -1.0 1 0.000476 7,025 3.403212 23,908 23,908 -813
186 6592.T @MABUC1 JP 0.402231 5 -0.043 1,889 -1.0 0 -0.000000 0 14.346033 0 0 -0
195 5947.T @RINNA1 JP 0.687135 2 0.011 2,634 1.0 -1 -0.006023 -13,800 21.903640 -302,270 302,270 -3,447
213 2801.T @KIKKO2 JP 0.631043 3 -0.024 10,833 -1.0 1 0.002561 11,500 11.174391 128,505 128,505 -3,146
215 5991.T @NHKSP2 JP 1.034211 1 0.002 2,792 1.0 -1 -0.000672 -2,800 12.041765 -33,717 33,717 -57
222 VENM.SI @VENTU23 SG 0.436666 3 -0.028 3,014 -1.0 0 -0.000000 0 10.355641 0 0 -0
226 1398.HK @INDUS124 HK 0.723372 7 0.089 53,291 1.0 0 0.000000 0 0.613995 0 0 0
238 BRPT.JK @BARIT1 ID 0.344419 1 -0.008 6,132 -1.0 1 0.001351 1,038,500 0.065301 67,815 67,815 -510
245 1378.HK @CHINA1377 HK 1.515663 10 0.170 5,130 1.0 -1 -0.001510 -42,000 1.804655 -75,795 75,795 -12,900
247 2002.TW @CHINA152 TW 0.573031 2 0.010 8,752 1.0 -1 -0.008582 -621,000 0.693557 -430,699 430,699 -4,403
250 0384.HK @CHINA237 HK 1.327507 4 0.039 2,872 1.0 -1 -0.003140 -179,000 0.880445 -157,600 157,600 -6,219
252 2883.HK @CHINA258 HK 0.815905 9 0.120 1,739 1.0 -1 -0.001148 -60,000 0.960251 -57,615 57,615 -6,929
253 1415.HK @COWEL7 HK 1.606566 5 0.042 679 1.0 -1 -0.001305 -24,000 2.728864 -65,493 65,493 -2,722
257 1519.TW @FORTU25 TW 0.509884 4 0.037 4,708 1.0 -1 -0.000359 -1,000 18.016898 -18,017 18,017 -667
262 2367.HK @GIANT18 HK 1.425256 8 0.105 7,147 1.0 -1 -0.001108 -8,000 6.950881 -55,607 55,607 -5,822
266 0921.HK @GUANG52 HK 1.355496 10 0.171 1,062 1.0 -1 -0.000252 -4,000 3.166513 -12,666 12,666 -2,161
267 3765.T @GUNGH1 JP 0.274080 1 -0.001 1,491 -1.0 1 0.000252 600 21.098455 12,659 12,659 -11
271 HLBB.KL @HONGL12 MY 0.132379 1 -0.005 4,018 -1.0 1 0.002061 21,200 4.878161 103,417 103,417 -552
274 1801.HK @INNOV87 HK 1.249573 8 0.101 9,222 1.0 -1 -0.001348 -12,000 5.637937 -67,655 67,655 -6,807
279 6753.TW @LUNGT1 TW 0.584418 2 -0.018 278 -1.0 1 0.001022 14,000 3.662605 51,276 51,276 -948
281 2201.T @MORIN5 JP -0.031065 2 -0.019 1,570 -1.0 1 0.000513 1,400 18.391595 25,748 25,748 -485
282 MYEG.KL @MYEGS1 MY 0.474446 3 -0.024 1,350 -1.0 1 0.002121 517,400 0.205747 106,454 106,454 -2,525
283 8046.TW @NANYA13 TW 1.146695 2 -0.018 911 -1.0 1 0.000596 7,000 4.270441 29,893 29,893 -544
285 1833.HK @PAGOO1 HK 2.344402 8 0.104 890 1.0 -1 0.000000 -6,000 1.529194 -9,175 9,175 -958
300 0780.HK @TONGC1 HK 1.408924 8 0.117 2,966 1.0 -1 0.000000 -4,000 2.319535 -9,278 9,278 -1,082
305 2400.HK @XDINC1 HK 1.704812 7 0.091 1,355 1.0 -1 -0.001100 -20,000 2.761044 -55,221 55,221 -5,052
317 8306.T @MITSU52 JP 0.740688 3 0.028 126,398 1.0 -1 -0.007512 -36,800 10.244828 -377,010 377,010 -10,388
328 5802.T @SUMIT35 JP 0.806235 2 0.015 11,936 1.0 -1 -0.001917 -6,400 15.033386 -96,214 96,214 -1,487
335 2388.HK @BOCHO1 HK 0.737338 5 0.041 34,908 1.0 -1 -0.018586 -282,500 3.301668 -932,721 932,721 -38,554
341 0012.HK @HENDE56 HK 0.799579 5 0.042 16,016 1.0 -1 -0.003626 -55,000 3.308104 -181,946 181,946 -7,597
343 4613.T @KANSA20 JP 0.288781 1 -0.001 3,029 -1.0 1 0.000646 2,000 16.201885 32,404 32,404 -29
346 8848.T @LEOPA2 JP 0.895259 4 0.039 690 1.0 -1 0.000000 -2,100 3.548049 -7,451 7,451 -287
349 8876.T @RELOH1 JP 0.664147 1 0.009 1,303 1.0 -1 0.000000 -500 12.166143 -6,083 6,083 -52
351 SDF.AX @STEAD10 AU 0.185893 2 -0.010 3,985 -1.0 1 0.000000 1,690 3.602230 6,088 6,088 -63
357 AMP.AX @AMPLI4 AU 0.339934 1 -0.000 2,393 -1.0 1 0.000747 39,654 0.945337 37,486 37,486 -11
361 4568.T @DAIIC31 JP 0.464114 3 0.022 61,256 1.0 -1 -0.001818 -2,900 31.461115 -91,237 91,237 -1,997
365 HUB.AX @FINDL6 AU 0.325943 4 -0.035 3,606 -1.0 1 0.000334 377 44.420874 16,747 16,747 -594
369 GMG.AX @MACQU55 AU 0.506360 4 -0.033 45,590 -1.0 1 0.003340 7,029 23.849016 167,635 167,635 -5,503
372 3659.T @NEXON2 JP 0.685057 5 0.050 7,351 1.0 0 0.000000 0 17.121629 0 0 0
375 4911.T @SHISE2 JP 0.871340 2 0.013 8,617 1.0 -1 -0.002533 -5,900 21.543598 -127,107 127,107 -1,675
390 0083.HK @SINOL4 HK 0.614711 3 0.030 4,066 1.0 -1 0.000000 -8,000 1.068376 -8,547 8,547 -253
393 7912.T @DAINI12 JP 0.513726 2 0.018 9,434 1.0 0 0.000000 0 17.013616 0 0 0
396 0066.HK @MASST2 HK 0.754244 7 0.081 22,836 1.0 0 0.000000 0 3.668520 0 0 0
413 STO.AX @SANTO10 AU 0.061410 4 -0.035 14,996 -1.0 1 0.002530 27,502 4.617223 126,983 126,983 -4,405
418 8411.T @MIZUH6 JP 0.802480 1 0.006 51,530 1.0 -1 -0.011201 -27,700 20.293270 -562,124 562,124 -3,172
428 GOR.AX @ELECK1 AU 0.608468 2 -0.017 1,406 -1.0 1 0.000799 30,911 1.296935 40,090 40,090 -697
431 9101.T @NIPPO158 JP 0.556297 3 0.025 15,509 1.0 0 0.000000 0 33.641005 0 0 0
435 6146.T @DISCO14 JP 1.333756 2 0.013 25,343 1.0 0 0.000000 0 246.137732 0 0 0
436 9107.T @KAWAS14 JP 0.655169 1 -0.003 9,370 -1.0 0 0.000000 0 13.877979 0 0 -0
442 7974.T @NINTE2 JP 0.545664 3 0.028 68,599 1.0 -1 -0.002737 -2,600 52.821419 -137,336 137,336 -3,876
444 9984.T @SOFTB17 JP 1.396610 4 0.031 84,605 1.0 0 0.000000 0 57.554334 0 0 0
446 4502.T @TAKED3 JP 0.255092 3 0.028 43,825 1.0 0 0.000000 0 27.546478 0 0 0
461 SOL.AX @SOULP2 AU 0.312730 4 -0.034 6,188 -1.0 1 0.000307 677 22.747780 15,400 15,400 -520
467 WDS.AX @WOODS5 AU 0.496988 1 -0.004 30,634 -1.0 1 0.001155 3,592 16.133750 57,952 57,952 -253
476 688007.SH @APPOT1 CN 1.783651 2 -0.011 812 -1.0 1 0.000584 13,100 2.238330 29,322 29,322 -317
508 601916.SH @CHINA2460 CN 0.605519 1 0.001 6,204 1.0 -1 -0.004029 -498,500 0.405566 -202,175 202,175 -214
512 600026.SH @CHINA337 CN 0.955701 3 0.027 2,439 1.0 -1 -0.001553 -42,212 1.846797 -77,957 77,957 -2,133
514 601998.SH @CHINA532 CN 0.524965 1 0.004 2,939 1.0 -1 -0.000415 -21,900 0.951465 -20,837 20,837 -91
515 601808.SH @CHINA638 CN 0.786795 3 0.030 6,394 1.0 -1 -0.001519 -35,300 2.159743 -76,239 76,239 -2,249
516 601390.SH @CHINA696 CN 0.845696 6 0.070 8,334 1.0 -1 -0.010575 -575,600 0.921995 -530,700 530,700 -37,075
528 601198.SH @DONGX2 CN 1.303740 1 0.003 4,641 1.0 -1 -0.002781 -97,200 1.435618 -139,542 139,542 -395
529 002351.ZK @EDIFI2 CN 1.963890 1 -0.002 1,723 -1.0 1 0.002838 73,500 1.938015 142,444 142,444 -353
577 688252.SH @JADAR3 CN 2.166736 2 -0.010 412 -1.0 1 0.001039 15,519 3.361002 52,159 52,159 -497
581 603078.SH @JIANG258 CN 1.694378 4 -0.033 654 -1.0 1 0.001297 29,200 2.229910 65,113 65,113 -2,169
584 603693.SH @JIANG291 CN 1.180252 1 -0.001 276 -1.0 1 0.000605 21,600 1.406148 30,373 30,373 -20
655 000058.ZK @SHNSE4 CN 1.271161 1 -0.008 296 -1.0 1 0.000244 11,800 1.035666 12,221 12,221 -93
667 600649.SH @SMUNI1 CN 1.786519 2 0.015 732 1.0 -1 -0.000864 -70,400 0.616067 -43,371 43,371 -642
724 000002.ZK @CHINA284 CN 1.768688 4 0.038 8,338 1.0 -1 -0.001846 -72,400 1.279847 -92,661 92,661 -3,505
727 600690.SH @QINGD7 CN 0.817515 7 0.085 17,280 1.0 -1 -0.001896 -21,700 4.385442 -95,164 95,164 -8,059
733 000338.ZK @WEICH5 CN 1.074782 6 0.067 10,025 1.0 0 0.000000 0 1.870654 0 0 0
738 603699.SH @NEWAY13 CN 1.159139 2 -0.013 2,226 -1.0 0 0.000000 0 3.250139 0 0 -0
757 601727.SH @SHANG84 CN 0.791163 2 -0.013 3,611 -1.0 1 0.001829 112,600 0.815341 91,807 91,807 -1,160
772 601169.SH @BANKO53 CN 0.537588 3 0.028 14,063 1.0 -1 -0.015327 -948,300 0.811131 -769,196 769,196 -21,707
776 601818.SH @CHINA1271 CN 0.510572 2 0.014 10,816 1.0 -1 -0.003890 -402,100 0.485556 -195,242 195,242 -2,814
780 603517.SH @JUEWE1 CN 1.745510 3 -0.021 921 -1.0 1 0.001906 38,000 2.517595 95,669 95,669 -1,982
785 300308.ZK @SHAND103 CN 1.915408 5 0.055 21,999 1.0 -1 -0.001450 -3,300 22.046495 -72,753 72,753 -3,966
808 002449.ZK @FOSHA6 CN 1.863469 1 -0.006 554 -1.0 1 0.000000 8,000 1.133900 9,071 9,071 -58
810 603328.SH @GUANG169 CN 1.755765 3 -0.020 581 -1.0 1 0.000218 7,700 1.418778 10,925 10,925 -216
815 603979.SH @JCHXM1 CN 1.323329 2 0.018 2,240 1.0 -1 -0.000481 -4,100 5.887017 -24,137 24,137 -429
819 603920.SH @OLYMP120 CN 1.900978 2 -0.014 1,332 -1.0 1 0.000339 4,500 3.776392 16,994 16,994 -239
827 300724.ZK @SHENZ271 CN 1.915808 3 -0.020 3,516 -1.0 1 0.000362 1,800 10.098446 18,177 18,177 -356
836 002017.ZK @ZHUHA5 CN 1.336137 2 -0.011 479 -1.0 1 0.001052 35,800 1.474912 52,802 52,802 -557
845 605499.SH @EASTR12 CN 0.791242 2 0.011 14,953 1.0 -1 0.000000 -30 30.590036 -918 918 -10
852 600127.SH @HUNAN3 CN 0.883021 1 -0.008 497 -1.0 1 0.000000 5,800 0.979532 5,681 5,681 -43
853 002483.ZK @JIANG101 CN 1.344599 1 -0.000 413 -1.0 1 0.000498 36,000 0.694654 25,008 25,008 -10
858 300307.ZK @NINGB33 CN 2.113115 2 -0.011 574 -1.0 1 0.000000 8,000 1.087590 8,701 8,701 -91
872 002194.ZK @WUHAN22 CN 1.849762 1 -0.004 1,046 -1.0 1 0.000308 10,100 1.531045 15,464 15,464 -69
886 000651.ZK @GREEE1 CN 0.614568 4 0.039 34,637 1.0 -1 -0.024432 -184,400 6.649032 -1,226,082 1,226,082 -47,408
889 688041.SH @HYGON1 CN 1.179007 2 0.018 16,960 1.0 -1 -0.003150 -9,100 17.373368 -158,098 158,098 -2,792
918 002832.ZK @BIEML1 CN 1.375583 5 0.051 1,697 1.0 0 0.000000 0 2.973681 0 0 0
936 300347.ZK @HANGZ25 CN 1.595641 3 -0.020 6,947 -1.0 1 0.001138 6,100 9.364497 57,123 57,123 -1,123
956 002327.ZK @SHENZ47 CN 0.595605 3 0.022 1,081 1.0 0 0.000000 0 1.292477 0 0 0
959 002567.ZK @TANGR3 CN 1.246992 1 -0.000 866 -1.0 1 0.000253 17,200 0.736754 12,672 12,672 -5
989 601006.SH @DAQIN5 CN 0.207023 3 0.026 8,311 1.0 -1 -0.001675 -90,500 0.929012 -84,076 84,076 -2,186
997 601211.SH @GUOTA24 CN 0.410179 5 0.042 11,303 1.0 0 0.000000 0 2.639685 0 0 0
1003 301236.ZK @ISOFT4 CN 2.292696 4 0.032 7,752 1.0 -1 -0.003026 -16,800 9.038922 -151,854 151,854 -4,854
1016 600837.SH @SAICM1 CN 0.593082 3 0.020 13,805 1.0 -1 -0.001625 -47,900 1.702253 -81,538 81,538 -1,596
1018 601825.SH @SHANG375 CN 0.492755 4 0.032 7,084 1.0 -1 -0.003526 -159,000 1.112850 -176,943 176,943 -5,726
1064 002475.ZK @SHENZ71 CN 1.383407 4 0.037 27,633 1.0 -1 -0.006231 -50,700 6.167685 -312,702 312,702 -11,565
1071 601229.SH @BANKO594 CN 0.440738 3 0.029 10,276 1.0 -1 -0.000931 -42,000 1.112850 -46,740 46,740 -1,359
1073 002271.ZK @BEIJI70 CN 1.910081 3 0.022 4,554 1.0 -1 -0.000961 -25,800 1.869251 -48,227 48,227 -1,065
1074 601668.SH @CHINA1103 CN 1.003828 8 0.104 15,894 1.0 0 0.000000 0 0.888315 0 0 0
1078 300750.ZK @CONTE31 CN 1.261149 4 0.035 106,455 1.0 -1 -0.010670 -15,500 34.544653 -535,442 535,442 -18,878
1089 002371.ZK @BEIJI84 CN 1.014953 1 0.005 16,477 1.0 -1 -0.002278 -2,100 54.434195 -114,312 114,312 -559
1097 300619.ZK @FOSHA11 CN 1.337261 10 -0.159 527 -1.0 0 0.000000 0 4.325099 0 0 -0
1109 002241.ZK @GOERT1 CN 1.640037 1 0.001 9,664 1.0 -1 -0.008823 -133,700 3.311887 -442,799 442,799 -544
1175 CPALL_n.BK @CPSEV2 TH 0.163234 1 0.004 11,608 1.0 0 0.000000 0 1.900325 0 0 0