total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -537,213 13,914,661 103 200,624,595 -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 5 0.047 3,067 1.0 -1 -0.003721 -374,000 0.499347 -186,756 186,756 -8,835
14 0291.HK @CHINA288 HK 2.006757 7 0.084 6,193 1.0 -1 0.000000 -1,000 3.976756 -3,977 3,977 -335
28 0270.HK @GUANG77 HK 1.341793 4 0.035 1,831 1.0 -1 -0.001461 -110,000 0.666654 -73,332 73,332 -2,560
33 2548.TW @HUAKU1 TW 0.480791 4 0.036 990 1.0 -1 -0.000442 -6,000 3.694006 -22,164 22,164 -788
36 JBH.AX @JBHIF1 AU 0.475404 1 -0.002 5,747 -1.0 1 0.001421 1,357 52.567286 71,334 71,334 -133
61 MGR.AX @MIRVA2 AU 0.182612 6 -0.066 5,681 -1.0 1 0.004036 140,673 1.439657 202,521 202,521 -13,435
74 7733.T @OLYMP17 JP 0.815894 5 0.052 20,708 1.0 -1 -0.009355 -26,700 17.583139 -469,470 469,470 -24,607
75 3288.T @OPENH1 JP 0.529038 1 0.007 4,410 1.0 -1 -0.000218 -300 36.545090 -10,964 10,964 -73
88 SEAT.SI @SEMBC4 SG 0.758894 6 -0.063 4,906 -1.0 0 0.000000 0 1.437869 0 0 -0
89 5388.TW @SERCO6 TW 0.885335 4 -0.036 1,054 -1.0 0 -0.000000 0 3.522554 0 0 -0
94 SM.PS @SMINV1 PH 0.276126 9 -0.153 20,115 -1.0 0 -0.000000 0 16.460342 0 0 -0
105 TNE.AX @TECHN58 AU 0.344973 2 -0.018 4,864 -1.0 1 0.005370 16,623 16.212650 269,503 269,503 -4,879
111 4543.T @TERUM2 JP 0.735684 2 0.014 28,252 1.0 -1 -0.012387 -32,800 18.952103 -621,629 621,629 -8,916
124 1171.HK @YANZH2 HK 0.941885 3 0.023 4,328 1.0 -1 -0.012698 -468,000 1.361621 -637,239 637,239 -14,637
132 TLS.AX @TELST3 AU 0.056774 3 -0.022 29,530 -1.0 1 0.015246 299,357 2.555721 765,073 765,073 -16,806
134 0688.HK @CHINA173 HK 1.928133 9 0.144 7,280 1.0 -1 -0.001501 -38,500 1.956204 -75,314 75,314 -10,840
135 4751.T @CYBER34 JP 0.322598 3 -0.025 3,379 -1.0 0 0.000000 0 6.674108 0 0 -0
143 5201.T @ASAHI24 JP 0.606960 1 0.008 6,537 1.0 -1 -0.007369 -12,300 30.064673 -369,795 369,795 -2,845
145 0836.HK @CHINA276 HK 0.642883 6 0.061 4,393 1.0 -1 -0.002066 -42,000 2.468420 -103,674 103,674 -6,338
147 0267.HK @CITIC10 HK 1.339541 8 0.111 9,431 1.0 -1 -0.009379 -392,000 1.200749 -470,694 470,694 -52,268
153 9009.T @KEISE2 JP 0.401621 2 -0.019 4,391 -1.0 1 0.000000 300 25.468632 7,641 7,641 -143
154 2222.T @KOTOB1 JP 1.002857 2 -0.013 1,440 -1.0 1 0.007398 28,500 13.026493 371,255 371,255 -4,879
156 NHF.AX @NIBHO1 AU 0.202216 1 -0.010 1,897 -1.0 1 0.000387 4,970 3.902922 19,398 19,398 -188
160 PMV.AX @PREMI98 AU 0.084970 3 -0.021 2,051 -1.0 1 0.003551 8,738 20.392938 178,193 178,193 -3,755
163 8410.T @SEVEN15 JP 0.346724 4 -0.035 1,540 -1.0 1 0.005926 141,200 2.106300 297,410 297,410 -10,454
166 5713.T @SUMIT40 JP 1.501094 5 0.044 8,128 1.0 -1 -0.000446 -800 27.950494 -22,360 22,360 -990
181 IGO.AX @INDEP35 AU 1.320186 5 -0.053 2,435 -1.0 1 0.000495 7,025 3.533103 24,820 24,820 -1,318
186 2897.T @NISSI10 JP 0.407832 1 -0.000 6,812 -1.0 1 0.001287 2,400 26.919668 64,607 64,607 -16
206 6383.T @DAIFU1 JP 1.235996 3 -0.026 7,159 -1.0 0 0.000000 0 18.847050 0 0 -0
210 2801.T @KIKKO2 JP 0.631043 6 -0.058 11,425 -1.0 0 0.000000 0 11.785562 0 0 -0
233 BRPT.JK @BARIT1 ID 0.344419 1 -0.005 6,004 -1.0 1 0.001323 1,038,500 0.063939 66,400 66,400 -318
240 1378.HK @CHINA1377 HK 1.515663 10 0.202 4,836 1.0 -1 -0.001356 -40,000 1.701383 -68,055 68,055 -13,754
245 0384.HK @CHINA237 HK 1.327507 6 0.068 2,872 1.0 -1 -0.003091 -176,200 0.880292 -155,107 155,107 -10,557
247 2883.HK @CHINA258 HK 0.815905 9 0.128 1,732 1.0 -1 -0.001105 -58,000 0.956224 -55,461 55,461 -7,082
248 1415.HK @COWEL7 HK 1.606566 5 0.052 684 1.0 -1 -0.001314 -24,000 2.747696 -65,945 65,945 -3,448
252 1519.TW @FORTU25 TW 0.509884 4 0.039 4,668 1.0 -1 -0.000356 -1,000 17.862156 -17,862 17,862 -697
257 2367.HK @GIANT18 HK 1.425256 9 0.129 7,080 1.0 -1 -0.001098 -8,000 6.885324 -55,083 55,083 -7,106
261 0921.HK @GUANG52 HK 1.355496 10 0.159 1,095 1.0 -1 -0.000260 -4,000 3.262486 -13,050 13,050 -2,075
262 3765.T @GUNGH1 JP 0.274080 3 -0.022 1,532 -1.0 0 0.000000 0 21.667050 0 0 -0
269 1801.HK @INNOV87 HK 1.249573 9 0.137 8,146 1.0 -1 -0.000794 -8,000 4.980598 -39,845 39,845 -5,471
274 6753.TW @LUNGT1 TW 0.584418 2 -0.013 275 -1.0 1 0.001013 14,000 3.631660 50,843 50,843 -641
276 2201.T @MORIN5 JP -0.031065 4 -0.037 1,574 -1.0 1 0.000514 1,400 18.436690 25,811 25,811 -957
277 MYEG.KL @MYEGS1 MY 0.474446 2 -0.016 1,331 -1.0 1 0.002091 517,400 0.202765 104,911 104,911 -1,725
278 8046.TW @NANYA13 TW 1.146695 2 -0.018 904 -1.0 1 0.000591 7,000 4.239534 29,677 29,677 -531
280 1833.HK @PAGOO1 HK 2.344402 8 0.115 909 1.0 -1 0.000000 -4,000 1.562389 -6,250 6,250 -719
294 0780.HK @TONGC1 HK 1.408924 9 0.136 2,966 1.0 -1 0.000000 -4,000 2.319132 -9,277 9,277 -1,261
299 2400.HK @XDINC1 HK 1.704812 7 0.085 1,411 1.0 -1 -0.001146 -20,000 2.876393 -57,528 57,528 -4,911
313 2282.T @NIPPO99 JP -0.038722 1 -0.007 3,488 -1.0 1 0.000338 500 33.879387 16,940 16,940 -117
321 5802.T @SUMIT35 JP 0.806235 1 0.005 12,047 1.0 -1 -0.001905 -6,300 15.173501 -95,593 95,593 -485
328 2388.HK @BOCHO1 HK 0.737338 7 0.071 34,902 1.0 -1 -0.018583 -282,500 3.301094 -932,559 932,559 -66,640
329 5108.T @BRIDG9 JP 0.491168 3 0.024 22,955 1.0 0 0.000000 0 36.138013 0 0 0
334 0012.HK @HENDE56 HK 0.799579 5 0.052 15,982 1.0 -1 -0.003618 -55,000 3.301094 -181,560 181,560 -9,373
336 4613.T @KANSA20 JP 0.288781 1 -0.003 3,000 -1.0 1 0.000703 2,200 16.046748 35,303 35,303 -122
337 6861.T @KEYEN4 JP 0.934789 3 0.022 90,058 1.0 0 0.000000 0 435.639014 0 0 0
339 8848.T @LEOPA2 JP 0.895259 3 0.025 704 1.0 -1 0.000000 -2,700 3.624306 -9,786 9,786 -240
342 8876.T @RELOH1 JP 0.664147 1 0.000 1,299 1.0 -1 0.000000 -500 12.123699 -6,062 6,062 -2
344 SDF.AX @STEAD10 AU 0.185893 3 -0.020 4,026 -1.0 1 0.000000 1,690 3.638766 6,150 6,150 -123
347 WTC.AX @WISET1 AU 0.693834 5 -0.050 15,724 -1.0 1 0.002965 1,994 74.624406 148,801 148,801 -7,481
349 AMP.AX @AMPLI4 AU 0.339934 3 -0.022 2,374 -1.0 1 0.000741 39,654 0.937758 37,186 37,186 -813
356 HUB.AX @FINDL6 AU 0.325943 5 -0.052 3,680 -1.0 1 0.000341 377 45.335974 17,092 17,092 -895
360 GMG.AX @MACQU55 AU 0.506360 5 -0.048 45,219 -1.0 1 0.002897 6,146 23.655282 145,385 145,385 -6,960
365 4911.T @SHISE2 JP 0.871340 2 0.019 8,769 1.0 -1 -0.002053 -4,700 21.923115 -103,039 103,039 -1,934
373 3363.TWO @FOCIF1 TW 1.385336 4 0.037 682 1.0 -1 -0.000262 -2,000 6.577513 -13,155 13,155 -485
378 PUBM.KL @PUBLI36 MY 0.090005 2 -0.014 15,559 -1.0 1 0.006788 331,500 1.027650 340,666 340,666 -4,839
379 0083.HK @SINOL4 HK 0.614711 4 0.034 3,889 1.0 -1 0.000000 -8,000 1.021859 -8,175 8,175 -280
383 7276.T @KOITO2 JP 0.634594 6 -0.068 3,210 -1.0 0 0.000000 0 13.200486 0 0 -0
399 STO.AX @SANTO10 AU 0.061410 4 -0.033 14,778 -1.0 1 0.002494 27,502 4.550108 125,137 125,137 -4,111
400 2802.T @AJINO2 JP 0.528285 1 -0.001 19,324 -1.0 0 0.000000 0 38.015824 0 0 -0
404 8411.T @MIZUH6 JP 0.802480 1 0.001 51,934 1.0 -1 -0.008070 -19,800 20.452382 -404,957 404,957 -349
405 7832.T @NAMCO5 JP 0.358237 4 0.031 13,988 1.0 0 0.000000 0 21.194314 0 0 0
413 GOR.AX @ELECK1 AU 0.608468 1 -0.009 1,364 -1.0 0 -0.000000 0 1.258048 0 0 -0
436 SOL.AX @SOULP2 AU 0.312730 5 -0.047 6,084 -1.0 1 0.000384 862 22.367508 19,281 19,281 -908
442 WDS.AX @WOODS5 AU 0.496988 3 -0.029 30,445 -1.0 1 0.000952 2,979 16.034341 47,766 47,766 -1,396
443 7518.T @NETON3 JP 0.316644 5 -0.046 1,809 -1.0 0 0.000000 0 22.527166 0 0 -0
450 0011.HK @HANGS2 HK 0.914094 2 0.013 23,352 1.0 -1 -0.000420 -1,700 12.406452 -21,091 21,091 -281
452 5344.T @MARUW3 JP 1.143351 6 0.057 2,267 1.0 0 0.000000 0 258.034864 0 0 0
454 4021.T @NISSA12 JP 0.517590 1 -0.003 4,726 -1.0 1 0.000000 200 34.293030 6,859 6,859 -19
500 600026.SH @CHINA337 CN 0.955701 3 0.028 2,513 1.0 -1 -0.001601 -42,212 1.902943 -80,327 80,327 -2,271
502 601998.SH @CHINA532 CN 0.524965 2 0.012 2,893 1.0 -1 -0.000409 -21,900 0.936725 -20,514 20,514 -243
503 601808.SH @CHINA638 CN 0.786795 4 0.037 6,486 1.0 -1 -0.001541 -35,300 2.190842 -77,337 77,337 -2,898
504 601390.SH @CHINA696 CN 0.845696 7 0.077 8,315 1.0 -1 -0.002222 -121,199 0.919873 -111,488 111,488 -8,538
516 601198.SH @DONGX2 CN 1.303740 1 0.002 4,780 1.0 -1 -0.002864 -97,200 1.478818 -143,741 143,741 -299
517 002351.ZK @EDIFI2 CN 1.963890 2 -0.016 1,868 -1.0 1 0.002998 71,600 2.100961 150,429 150,429 -2,431
551 002362.ZK @HANWA3 CN 2.038967 1 -0.004 643 -1.0 1 0.000292 5,300 2.766640 14,663 14,663 -62
601 601137.SH @NINGB30 CN 1.630231 4 0.035 1,294 1.0 -1 -0.000524 -9,700 2.713275 -26,319 26,319 -924
612 600048.SH @POLYR3 CN 1.460739 6 0.057 11,371 1.0 -1 -0.002965 -97,100 1.532185 -148,775 148,775 -8,538
621 000563.ZK @SHAAN8 CN 1.199307 1 0.006 1,468 1.0 -1 -0.003010 -294,700 0.512601 -151,063 151,063 -857
628 600835.SH @SHANG26 CN 1.214868 1 -0.002 804 -1.0 1 0.005886 115,500 2.557388 295,378 295,378 -446
641 000021.ZK @SHNKA1 CN 1.957438 4 -0.032 2,747 -1.0 0 0.000000 0 2.933762 0 0 -0
642 000058.ZK @SHNSE4 CN 1.271161 4 -0.039 358 -1.0 1 0.000295 11,800 1.254117 14,799 14,799 -574
684 600188.SH @YANZH3 CN 0.840928 2 -0.014 3,495 -1.0 0 0.000000 0 2.254040 0 0 -0
689 002520.ZK @ZHEJI115 CN 1.432224 1 -0.006 438 -1.0 1 0.000574 38,400 0.749942 28,798 28,798 -184
691 002648.ZK @ZHEJI138 CN 1.421078 2 0.016 5,843 1.0 -1 -0.001499 -28,200 2.668333 -75,247 75,247 -1,213
710 000002.ZK @CHINA284 CN 1.768688 4 0.040 8,592 1.0 -1 -0.001285 -48,900 1.318718 -64,485 64,485 -2,551
713 600690.SH @QINGD7 CN 0.817515 8 0.117 16,922 1.0 -1 -0.001421 -16,600 4.294612 -71,291 71,291 -8,334
731 600710.SH @CHANG19 CN 0.597943 8 0.095 761 1.0 0 0.000000 0 1.324336 0 0 0
740 601727.SH @SHANG84 CN 0.791163 5 -0.045 4,373 -1.0 1 0.000000 5,900 0.987283 5,825 5,825 -260
755 601169.SH @BANKO53 CN 0.537588 4 0.039 13,854 1.0 -1 -0.015100 -948,300 0.799095 -757,782 757,782 -29,847
759 601818.SH @CHINA1271 CN 0.510572 5 0.052 10,699 1.0 -1 -0.003071 -320,900 0.480300 -154,128 154,128 -7,990
763 603517.SH @JUEWE1 CN 1.745510 4 -0.041 969 -1.0 1 0.001927 36,500 2.650076 96,728 96,728 -3,950
769 000045.ZK @SHNTE1 CN 1.755121 3 -0.020 366 -1.0 1 0.000309 9,500 1.634705 15,530 15,530 -305
780 603619.SH @ZHONG80 CN 1.281662 1 0.002 1,066 1.0 -1 -0.001631 -29,100 2.812985 -81,858 81,858 -154
789 002449.ZK @FOSHA6 CN 1.863469 1 -0.005 567 -1.0 1 0.000000 8,000 1.161427 9,291 9,291 -51
791 603328.SH @GUANG169 CN 1.755765 1 -0.003 575 -1.0 1 0.000215 7,700 1.404386 10,814 10,814 -36
796 603979.SH @JCHXM1 CN 1.323329 5 0.045 2,185 1.0 -1 -0.000423 -3,700 5.742534 -21,247 21,247 -955
816 002017.ZK @ZHUHA5 CN 1.336137 3 -0.022 507 -1.0 1 0.001113 35,800 1.560273 55,858 55,858 -1,227
825 605499.SH @EASTR12 CN 0.791242 6 0.067 15,136 1.0 -1 0.000000 -30 30.963899 -929 929 -62
831 600127.SH @HUNAN3 CN 0.883021 2 -0.015 508 -1.0 1 0.000000 5,800 1.002732 5,816 5,816 -88
836 600406.SH @NARIT1 CN 0.267756 2 -0.017 13,083 -1.0 0 0.000000 0 3.787629 0 0 -0
864 000651.ZK @GREEE1 CN 0.614568 6 0.056 34,209 1.0 -1 -0.024130 -184,400 6.566908 -1,210,938 1,210,938 -67,349
895 300559.ZK @CHENG52 CN 1.726202 1 -0.006 562 -1.0 1 0.000501 16,800 1.497075 25,151 25,151 -145
897 000099.ZK @CITIC13 CN 1.412230 1 -0.002 1,539 -1.0 1 0.000674 10,400 3.252558 33,827 33,827 -60
903 600894.SH @GUANG63 CN 1.098393 3 0.021 691 1.0 0 0.000000 0 1.797614 0 0 0
905 300347.ZK @HANGZ25 CN 1.595641 3 -0.030 7,472 -1.0 1 0.001204 6,000 10.072256 60,434 60,434 -1,797
924 601399.SH @SINOM16 CN 0.973231 1 -0.007 1,551 -1.0 1 0.000000 11,700 0.488726 5,718 5,718 -42
926 002567.ZK @TANGR3 CN 1.246992 1 -0.004 906 -1.0 1 0.000264 17,200 0.771008 13,261 13,261 -50
928 002555.ZK @WUHUS1 CN 1.356983 2 0.014 5,311 1.0 0 0.000000 0 2.394478 0 0 0
929 300088.ZK @WUHUT1 CN 2.060559 1 0.001 1,896 1.0 -1 -0.000361 -19,000 0.953578 -18,118 18,118 -17
963 301236.ZK @ISOFT4 CN 2.292696 6 0.059 7,825 1.0 -1 -0.001836 -10,100 9.124295 -92,155 92,155 -5,465
964 300339.ZK @JIANG145 CN 2.544119 3 0.021 7,000 1.0 -1 -0.001331 -7,600 8.790051 -66,804 66,804 -1,401
974 601825.SH @SHANG375 CN 0.492755 8 0.098 6,928 1.0 0 0.000000 0 1.088399 0 0 0
1022 002142.ZK @BANKO41 CN 1.278904 8 0.110 17,113 1.0 0 0.000000 0 3.650000 0 0 0
1023 601229.SH @BANKO594 CN 0.440738 4 0.039 10,167 1.0 -1 -0.000921 -42,000 1.101039 -46,244 46,244 -1,802
1024 002271.ZK @BEIJI70 CN 1.910081 2 0.014 4,800 1.0 -1 -0.001013 -25,800 1.970353 -50,835 50,835 -702
1028 300750.ZK @CONTE31 CN 1.261149 2 0.018 110,897 1.0 -1 -0.011115 -15,500 35.985983 -557,783 557,783 -10,288
1043 300122.ZK @CHONG44 CN 1.592169 8 0.099 10,240 1.0 0 0.000000 0 4.277760 0 0 0
1047 600547.SH @SHAND33 CN 0.642097 4 0.031 6,659 1.0 0 0.000000 0 3.838187 0 0 0
1055 002714.ZK @MUYUA1 CN 0.957976 3 0.023 28,400 1.0 -1 -0.003192 -26,200 6.113291 -160,168 160,168 -3,657
1078 600734.SH @FUJIA18 CN 0.803863 8 -0.098 844 -1.0 0 0.000000 0 0.516814 0 0 -0