total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -494,697 13,414,401 107 200,489,329 -0.002

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 5 0.041 3,067 1.0 -1 -0.003724 -374,000 0.499347 -186,756 186,756 -7,719
14 0291.HK @CHINA288 HK 2.006757 8 0.114 6,012 1.0 -1 0.000000 -1,000 3.860929 -3,861 3,861 -442
25 1301.TW @FORMO9 TW 0.663062 1 0.009 7,716 1.0 -1 -0.005038 -173,000 1.460457 -252,659 252,659 -2,341
28 0270.HK @GUANG77 HK 1.341793 3 0.029 1,813 1.0 -1 -0.001448 -110,000 0.660219 -72,624 72,624 -2,139
33 2548.TW @HUAKU1 TW 0.480791 4 0.032 990 1.0 -1 -0.000442 -6,000 3.694006 -22,164 22,164 -701
36 JBH.AX @JBHIF1 AU 0.475404 1 -0.005 5,773 -1.0 1 0.001429 1,357 52.805027 71,656 71,656 -392
56 MPL.AX @MEDIB5 AU -0.020577 1 -0.002 6,711 -1.0 1 0.004928 101,425 2.436850 247,157 247,157 -579
59 MTS.AX @METCA2 AU 0.217576 1 -0.008 2,312 -1.0 1 0.008427 200,596 2.106653 422,586 422,586 -3,229
61 MGR.AX @MIRVA2 AU 0.182612 7 -0.080 5,759 -1.0 1 0.004094 140,673 1.459469 205,308 205,308 -16,434
75 3288.T @OPENH1 JP 0.529038 2 0.011 4,415 1.0 -1 -0.000584 -800 36.591051 -29,273 29,273 -331
94 SM.PS @SMINV1 PH 0.276126 10 -0.163 20,094 -1.0 0 -0.000000 0 16.443267 0 0 -0
105 TNE.AX @TECHN58 AU 0.344973 2 -0.018 4,782 -1.0 1 0.005284 16,623 15.941886 265,002 265,002 -4,827
124 1171.HK @YANZH2 HK 0.941885 2 0.017 4,328 1.0 -1 -0.012707 -468,000 1.361621 -637,239 637,239 -10,816
128 7721.T @TOKIM1 JP 1.280637 2 -0.011 304 -1.0 0 0.000000 0 19.119530 0 0 -0
133 TLS.AX @TELST3 AU 0.056774 3 -0.027 29,530 -1.0 1 0.016184 317,559 2.555721 811,592 811,592 -22,296
135 0688.HK @CHINA173 HK 1.928133 10 0.161 6,992 1.0 -1 -0.001443 -38,500 1.878986 -72,341 72,341 -11,613
139 6728.T @ULVAC1 JP 1.213571 2 0.013 2,253 1.0 -1 -0.001001 -1,100 45.651817 -50,217 50,217 -670
144 5201.T @ASAHI24 JP 0.606960 1 0.008 6,469 1.0 -1 -0.007712 -13,000 29.749516 -386,744 386,744 -3,012
146 0836.HK @CHINA276 HK 0.642883 7 0.071 4,421 1.0 -1 -0.002080 -42,000 2.483865 -104,322 104,322 -7,433
148 0267.HK @CITIC10 HK 1.339541 9 0.142 9,370 1.0 -1 -0.009326 -392,000 1.193027 -467,667 467,667 -66,406
152 8242.T @HANKY4 JP 0.475178 3 0.027 1,379 1.0 0 0.000000 0 13.433571 0 0 0
155 9009.T @KEISE2 JP 0.401621 2 -0.014 4,322 -1.0 1 0.000450 900 25.068120 22,561 22,561 -305
158 NHF.AX @NIBHO1 AU 0.202216 2 -0.017 1,913 -1.0 1 0.000375 4,774 3.935942 18,790 18,790 -313
161 3110.T @NITTO7 JP 1.046959 2 0.015 1,546 1.0 -1 -0.000609 -700 43.596730 -30,518 30,518 -455
162 PMV.AX @PREMI98 AU 0.084970 3 -0.028 2,076 -1.0 1 0.003596 8,738 20.637281 180,329 180,329 -5,012
165 8410.T @SEVEN15 JP 0.346724 3 -0.028 1,539 -1.0 1 0.006187 147,400 2.104987 310,275 310,275 -8,767
168 5713.T @SUMIT40 JP 1.501094 4 0.035 8,027 1.0 -1 -0.001321 -2,400 27.602508 -66,246 66,246 -2,332
183 IGO.AX @INDEP35 AU 1.320186 6 -0.064 2,417 -1.0 1 0.000491 7,025 3.506687 24,634 24,634 -1,565
194 5947.T @RINNA1 JP 0.687135 1 0.004 2,644 1.0 -1 -0.006049 -13,800 21.982207 -303,354 303,354 -1,276
204 5844.T @BKOFK2 JP 0.716299 1 0.005 4,412 1.0 -1 -0.001401 -4,800 14.641673 -70,280 70,280 -333
212 2801.T @KIKKO2 JP 0.631043 2 -0.017 10,852 -1.0 1 0.002143 9,600 11.194642 107,469 107,469 -1,865
242 1378.HK @CHINA1377 HK 1.515663 10 0.192 4,895 1.0 -1 -0.001442 -42,000 1.721975 -72,323 72,323 -13,918
247 0384.HK @CHINA237 HK 1.327507 6 0.066 2,876 1.0 -1 -0.003097 -176,200 0.881579 -155,334 155,334 -10,318
249 2883.HK @CHINA258 HK 0.815905 9 0.133 1,739 1.0 -1 -0.001110 -58,000 0.960084 -55,685 55,685 -7,396
250 1415.HK @COWEL7 HK 1.606566 6 0.066 662 1.0 -1 -0.001272 -24,000 2.657606 -63,783 63,783 -4,237
254 1519.TW @FORTU25 TW 0.509884 2 0.020 4,774 1.0 -1 -0.000364 -1,000 18.267405 -18,267 18,267 -356
259 2367.HK @GIANT18 HK 1.425256 9 0.134 7,007 1.0 -1 -0.001087 -8,000 6.814540 -54,516 54,516 -7,313
263 0921.HK @GUANG52 HK 1.355496 10 0.166 1,097 1.0 -1 -0.000261 -4,000 3.268919 -13,076 13,076 -2,176
264 3765.T @GUNGH1 JP 0.274080 1 -0.003 1,495 -1.0 1 0.000000 400 21.154919 8,462 8,462 -25
268 HLBB.KL @HONGL12 MY 0.132379 1 -0.005 4,028 -1.0 1 0.002067 21,200 4.889401 103,655 103,655 -540
271 1801.HK @INNOV87 HK 1.249573 7 0.079 9,315 1.0 -1 -0.001363 -12,000 5.694871 -68,338 68,338 -5,427
276 6753.TW @LUNGT1 TW 0.584418 2 -0.013 276 -1.0 1 0.001018 14,000 3.647246 51,061 51,061 -643
278 2201.T @MORIN5 JP -0.031065 3 -0.025 1,578 -1.0 1 0.000516 1,400 18.492499 25,889 25,889 -649
279 MYEG.KL @MYEGS1 MY 0.474446 3 -0.023 1,338 -1.0 1 0.002104 517,400 0.203917 105,507 105,507 -2,401
280 8046.TW @NANYA13 TW 1.146695 3 -0.022 904 -1.0 1 0.000592 7,000 4.239534 29,677 29,677 -664
282 1833.HK @PAGOO1 HK 2.344402 9 0.118 894 1.0 -1 0.000000 -4,000 1.536650 -6,147 6,147 -728
285 8069.TWO @PRIME74 TW 0.684935 2 0.015 9,422 1.0 -1 -0.001305 -7,000 9.351914 -65,463 65,463 -1,013
286 2379.TW @REALT8 TW 0.761922 1 0.003 7,826 1.0 0 0.000000 0 15.259206 0 0 0
289 3376.TW @SHINZ1 TW 0.581978 1 0.003 1,101 1.0 -1 -0.000449 -4,000 5.626735 -22,507 22,507 -67
297 0780.HK @TONGC1 HK 1.408924 9 0.131 2,976 1.0 -1 0.000000 -4,000 2.326854 -9,307 9,307 -1,223
302 2400.HK @XDINC1 HK 1.704812 8 0.099 1,376 1.0 -1 -0.001119 -20,000 2.805609 -56,112 56,112 -5,540
314 8306.T @MITSU52 JP 0.740688 5 0.051 125,439 1.0 0 0.000000 0 10.167099 0 0 0
325 5802.T @SUMIT35 JP 0.806235 1 0.007 11,932 1.0 -1 -0.001918 -6,400 15.029054 -96,186 96,186 -648
332 2388.HK @BOCHO1 HK 0.737338 6 0.062 34,902 1.0 -1 -0.018596 -282,500 3.301094 -932,559 932,559 -57,954
333 5108.T @BRIDG9 JP 0.491168 1 0.008 22,775 1.0 -1 -0.001930 -2,700 35.855684 -96,810 96,810 -765
338 0012.HK @HENDE56 HK 0.799579 5 0.054 15,920 1.0 -1 -0.003606 -55,000 3.288225 -180,852 180,852 -9,687
343 8848.T @LEOPA2 JP 0.895259 4 0.038 689 1.0 -1 0.000000 -2,700 3.545517 -9,573 9,573 -368
346 8876.T @RELOH1 JP 0.664147 1 0.009 1,300 1.0 -1 0.000000 -500 12.136831 -6,068 6,068 -55
348 SDF.AX @STEAD10 AU 0.185893 3 -0.020 3,989 -1.0 1 0.000000 1,690 3.605746 6,094 6,094 -123
352 6506.T @YASKA3 JP 1.487556 6 0.059 7,402 1.0 0 0.000000 0 27.753521 0 0 0
354 AMP.AX @AMPLI4 AU 0.339934 4 -0.030 2,391 -1.0 1 0.000747 39,654 0.944362 37,448 37,448 -1,128
355 BOQ.AX @BKOFQ1 AU 0.080244 6 -0.058 2,896 -1.0 0 0.000000 0 4.378406 0 0 -0
358 4568.T @DAIIC31 JP 0.464114 2 0.014 61,273 1.0 -1 -0.001820 -2,900 31.469748 -91,262 91,262 -1,240
362 HUB.AX @FINDL6 AU 0.325943 6 -0.056 3,632 -1.0 1 0.000336 377 44.741624 16,868 16,868 -951
366 GMG.AX @MACQU55 AU 0.506360 6 -0.066 45,497 -1.0 1 0.003009 6,341 23.800559 150,919 150,919 -9,900
371 4911.T @SHISE2 JP 0.871340 1 0.008 8,738 1.0 -1 -0.002439 -5,600 21.844326 -122,328 122,328 -975
377 3116.T @TOYOD6 JP 0.681175 5 -0.042 1,392 -1.0 0 0.000000 0 12.573455 0 0 -0
380 3363.TWO @FOCIF1 TW 1.385336 1 0.003 754 1.0 -1 -0.000290 -2,000 7.278906 -14,558 14,558 -41
386 0083.HK @SINOL4 HK 0.614711 4 0.039 3,845 1.0 -1 0.000000 -8,000 1.010277 -8,082 8,082 -313
402 9418.T @UNEXT1 JP 0.470077 5 0.047 924 1.0 0 0.000000 0 30.727816 0 0 0
407 STO.AX @SANTO10 AU 0.061410 5 -0.046 14,864 -1.0 1 0.002510 27,502 4.576524 125,864 125,864 -5,746
412 8411.T @MIZUH6 JP 0.802480 1 0.007 51,450 1.0 -1 -0.009293 -23,000 20.261974 -466,025 466,025 -3,141
414 8035.T @TOKYO54 JP 1.526051 6 0.057 71,904 1.0 0 0.000000 0 152.457240 0 0 0
422 GOR.AX @ELECK1 AU 0.608468 4 -0.030 1,396 -1.0 1 0.000844 32,854 1.287766 42,308 42,308 -1,263
423 7013.T @ISHIK5 JP 1.116150 4 0.033 7,888 1.0 0 0.000000 0 50.996356 0 0 0
425 6472.T @NTNCO2 JP 1.022455 4 0.034 867 1.0 0 0.000000 0 1.628968 0 0 0
428 9104.T @MITSU91 JP 0.364167 4 0.039 11,588 1.0 0 0.000000 0 31.962181 0 0 0
433 7974.T @NINTE2 JP 0.545664 3 0.020 68,232 1.0 -1 -0.001781 -1,700 52.539313 -89,317 89,317 -1,794
436 6201.T @TOYOT13 JP 1.005650 1 0.004 15,464 1.0 -1 -0.001601 -1,100 73.011392 -80,313 80,313 -301
440 BSL.AX @BLUES9 AU 0.605796 2 0.010 5,998 1.0 0 0.000000 0 13.670133 0 0 0
445 8630.T @NKSJH1 JP 0.611620 8 0.109 20,726 1.0 0 0.000000 0 20.925117 0 0 0
450 SOL.AX @SOULP2 AU 0.312730 6 -0.056 6,074 -1.0 1 0.000301 677 22.327885 15,116 15,116 -844
451 SUL.AX @SUPER78 AU 0.263462 1 -0.002 2,264 -1.0 1 0.000284 1,422 10.024766 14,255 14,255 -23
455 CWY.AX @TRANS215 AU 0.410438 1 -0.008 4,199 -1.0 1 0.000000 3,534 1.882120 6,651 6,651 -54
456 WDS.AX @WOODS5 AU 0.496988 3 -0.024 30,458 -1.0 1 0.001149 3,592 16.040941 57,619 57,619 -1,404
457 VAU.AX @REDNP1 AU 0.692052 9 -0.139 1,752 -1.0 0 0.000000 0 0.257553 0 0 -0
458 5344.T @MARUW3 JP 1.143351 7 0.077 2,215 1.0 0 0.000000 0 252.125669 0 0 0
460 3697.T @SHIFT1 JP 1.486217 5 0.042 1,621 1.0 0 0.000000 0 90.870293 0 0 0
501 601916.SH @CHINA2460 CN 0.605519 3 0.023 6,165 1.0 -1 -0.004007 -498,500 0.403059 -200,925 200,925 -4,591
505 600026.SH @CHINA337 CN 0.955701 3 0.026 2,472 1.0 -1 -0.001576 -42,212 1.872046 -79,023 79,023 -2,091
507 601998.SH @CHINA532 CN 0.524965 3 0.020 2,919 1.0 -1 -0.000413 -21,900 0.945152 -20,699 20,699 -421
508 601808.SH @CHINA638 CN 0.786795 5 0.045 6,411 1.0 -1 -0.001524 -35,300 2.165563 -76,444 76,444 -3,430
509 601390.SH @CHINA696 CN 0.845696 5 0.051 8,327 1.0 -1 -0.005873 -319,700 0.921277 -294,532 294,532 -15,120
574 603078.SH @JIANG258 CN 1.694378 2 -0.013 646 -1.0 1 0.001284 29,200 2.204886 64,383 64,383 -835
607 601137.SH @NINGB30 CN 1.630231 2 0.018 1,301 1.0 -1 -0.000528 -9,700 2.728721 -26,469 26,469 -470
618 600048.SH @POLYR3 CN 1.460739 5 0.043 11,163 1.0 -1 -0.002912 -97,100 1.504097 -146,048 146,048 -6,295
646 001301.ZK @SHIJI14 CN 1.999109 1 -0.009 2,196 -1.0 1 0.000369 2,200 8.415080 18,513 18,513 -172
647 000021.ZK @SHNKA1 CN 1.957438 2 -0.013 2,497 -1.0 1 0.001133 21,300 2.666930 56,806 56,806 -761
648 000058.ZK @SHNSE4 CN 1.271161 3 -0.029 326 -1.0 1 0.000268 11,800 1.140361 13,456 13,456 -391
679 002925.ZK @XIAME55 CN 1.516928 1 -0.001 670 -1.0 1 0.000875 22,900 1.915582 43,867 43,867 -58
696 002520.ZK @ZHEJI115 CN 1.432224 1 -0.003 424 -1.0 1 0.000595 41,100 0.726068 29,841 29,841 -87
717 000002.ZK @CHINA284 CN 1.768688 7 0.073 8,363 1.0 -1 -0.001252 -48,900 1.283609 -62,768 62,768 -4,569
720 600690.SH @QINGD7 CN 0.817515 8 0.107 17,055 1.0 -1 -0.001493 -17,300 4.328318 -74,880 74,880 -8,044
744 002245.ZK @JIANG79 CN 1.856393 2 0.011 1,214 1.0 0 0.000000 0 1.300461 0 0 0
748 601727.SH @SHANG84 CN 0.791163 2 -0.014 3,975 -1.0 1 0.001537 85,900 0.897403 77,087 77,087 -1,043
763 601169.SH @BANKO53 CN 0.537588 3 0.028 13,976 1.0 -1 -0.015243 -948,300 0.806117 -764,441 764,441 -21,034
767 601818.SH @CHINA1271 CN 0.510572 5 0.045 10,699 1.0 -1 -0.003286 -343,100 0.480300 -164,791 164,791 -7,416
771 603517.SH @JUEWE1 CN 1.745510 4 -0.040 927 -1.0 1 0.001920 38,000 2.533511 96,273 96,273 -3,839
776 300308.ZK @SHAND103 CN 1.915408 8 0.108 21,912 1.0 0 0.000000 0 21.958979 0 0 0
778 000045.ZK @SHNTE1 CN 1.755121 1 -0.003 333 -1.0 1 0.000281 9,500 1.485840 14,115 14,115 -41
789 603619.SH @ZHONG80 CN 1.281662 1 0.004 1,049 1.0 -1 -0.001606 -29,100 2.768046 -80,550 80,550 -348
797 300354.ZK @DONGH10 CN 1.523075 5 -0.045 653 -1.0 0 0.000000 0 4.720141 0 0 -0
799 002449.ZK @FOSHA6 CN 1.863469 1 -0.004 550 -1.0 1 0.000000 8,000 1.124913 8,999 8,999 -37
801 603328.SH @GUANG169 CN 1.755765 2 -0.013 572 -1.0 1 0.000215 7,700 1.397364 10,760 10,760 -145
806 603979.SH @JCHXM1 CN 1.323329 4 0.036 2,173 1.0 -1 -0.000467 -4,100 5.710233 -23,412 23,412 -834
810 603920.SH @OLYMP120 CN 1.900978 1 -0.004 1,328 -1.0 1 0.000338 4,500 3.763755 16,937 16,937 -73
818 300724.ZK @SHENZ271 CN 1.915808 2 -0.014 3,836 -1.0 1 0.000901 4,100 11.018812 45,177 45,177 -628
826 002017.ZK @ZHUHA5 CN 1.336137 2 -0.014 488 -1.0 1 0.001072 35,800 1.501288 53,746 53,746 -739
842 600127.SH @HUNAN3 CN 0.883021 2 -0.016 496 -1.0 1 0.000000 5,800 0.978857 5,677 5,677 -92
848 300307.ZK @NINGB33 CN 2.113115 4 -0.037 634 -1.0 0 0.000000 0 1.200750 0 0 -0
876 000651.ZK @GREEE1 CN 0.614568 4 0.041 34,377 1.0 -1 -0.024266 -184,400 6.599210 -1,216,894 1,216,894 -50,130
879 688041.SH @HYGON1 CN 1.179007 5 0.054 16,726 1.0 0 0.000000 0 17.133507 0 0 0
908 600398.SH @CANAL6 CN 1.038532 8 0.112 1,689 1.0 0 0.000000 0 0.879146 0 0 0
911 601106.SH @CHINA1211 CN 0.982829 5 -0.043 1,068 -1.0 0 0.000000 0 0.432551 0 0 -0
913 000099.ZK @CITIC13 CN 1.412230 1 -0.003 1,465 -1.0 1 0.000951 15,400 3.095266 47,667 47,667 -128
921 300347.ZK @HANGZ25 CN 1.595641 4 -0.035 7,403 -1.0 1 0.001214 6,100 9.979566 60,875 60,875 -2,159
943 002567.ZK @TANGR3 CN 1.246992 1 -0.001 876 -1.0 1 0.000256 17,200 0.745729 12,827 12,827 -8
971 688472.SH @CSISO1 CN 1.337115 4 -0.035 3,067 -1.0 0 0.000000 0 2.188033 0 0 -0
973 601006.SH @DAQIN5 CN 0.207023 3 0.020 8,267 1.0 0 0.000000 0 0.924086 0 0 0
975 600660.SH @FUYAO1 CN 0.494799 3 0.027 12,231 1.0 0 0.000000 0 8.481086 0 0 0
979 000828.ZK @GUANG14 CN 1.278719 3 0.020 503 1.0 0 0.000000 0 1.467583 0 0 0
986 301236.ZK @ISOFT4 CN 2.292696 4 0.032 7,675 1.0 -1 -0.002677 -15,000 8.948747 -134,231 134,231 -4,350
989 688223.SH @JINKO10 CN 1.243407 5 -0.045 5,634 -1.0 0 0.000000 0 1.373489 0 0 -0
994 601567.SH @NINGB31 CN 0.369870 3 0.027 4,365 1.0 0 0.000000 0 4.548806 0 0 0
999 600837.SH @SAICM1 CN 0.593082 7 0.073 13,531 1.0 0 0.000000 0 1.668411 0 0 0
1001 601825.SH @SHANG375 CN 0.492755 4 0.037 7,062 1.0 -1 -0.002734 -123,600 1.109465 -137,130 137,130 -5,098
1004 002851.ZK @SHENZ234 CN 1.543489 9 -0.126 3,219 -1.0 0 0.000000 0 6.385743 0 0 -0
1047 002475.ZK @SHENZ71 CN 1.383407 9 0.136 27,276 1.0 0 0.000000 0 6.088014 0 0 0
1054 601229.SH @BANKO594 CN 0.440738 4 0.038 10,193 1.0 -1 -0.000924 -42,000 1.103847 -46,362 46,362 -1,743
1070 002371.ZK @BEIJI84 CN 1.014953 2 0.019 16,512 1.0 0 0.000000 0 54.549146 0 0 0
1077 300122.ZK @CHONG44 CN 1.592169 1 0.000 10,849 1.0 -1 -0.000714 -7,900 4.531954 -35,802 35,802 -11
1081 600547.SH @SHAND33 CN 0.642097 1 0.009 6,676 1.0 -1 -0.001120 -14,600 3.848016 -56,181 56,181 -512
1088 002241.ZK @GOERT1 CN 1.640037 7 0.082 9,552 1.0 0 0.000000 0 3.273623 0 0 0
1092 300779.ZK @QINGD45 CN 1.137386 9 -0.139 2,208 -1.0 0 0.000000 0 12.308038 0 0 -0
1094 002028.ZK @SHANG53 CN 0.289210 3 0.021 8,063 1.0 0 0.000000 0 10.414926 0 0 0
1123 300520.ZK @GUOCH1 CN 2.393136 7 -0.072 674 -1.0 0 0.000000 0 2.859330 0 0 -0