total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -510,320 13,328,075 102 200,556,177 -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 0.043 3,019 1.0 -1 -0.003663 -374,000 0.491527 -183,831 183,831 -7,903
14 0291.HK @CHINA288 HK 2.006757 7 0.072 6,011 1.0 -1 0.000000 -1,000 3.860159 -3,860 3,860 -280
28 0270.HK @GUANG77 HK 1.341793 4 0.038 1,805 1.0 -1 -0.001441 -110,000 0.657514 -72,327 72,327 -2,769
33 2548.TW @HUAKU1 TW 0.480791 4 0.040 980 1.0 -1 -0.000437 -6,000 3.658726 -21,952 21,952 -885
36 JBH.AX @JBHIF1 AU 0.475404 1 -0.005 5,748 -1.0 1 0.001412 1,348 52.569196 70,863 70,863 -335
59 MTS.AX @METCA2 AU 0.217576 2 -0.012 2,240 -1.0 1 0.009192 226,032 2.040883 461,305 461,305 -5,399
61 MGR.AX @MIRVA2 AU 0.182612 6 -0.062 5,611 -1.0 1 0.003999 141,132 1.422034 200,695 200,695 -12,438
74 7733.T @OLYMP17 JP 0.815894 5 0.044 20,590 1.0 -1 -0.002996 -8,600 17.483202 -150,356 150,356 -6,641
102 TNE.AX @TECHN58 AU 0.344973 2 -0.011 4,768 -1.0 1 0.005267 16,631 15.892552 264,309 264,309 -2,878
121 1171.HK @YANZH2 HK 0.941885 3 0.028 4,270 1.0 -1 -0.012528 -468,000 1.343335 -628,681 628,681 -17,511
129 TLS.AX @TELST3 AU 0.056774 3 -0.020 29,439 -1.0 1 0.015198 299,357 2.547812 762,705 762,705 -15,341
131 0688.HK @CHINA173 HK 1.928133 10 0.173 7,048 1.0 -1 -0.001378 -36,500 1.894052 -69,133 69,133 -11,979
135 RHC.AX @RAMSA1 AU 0.491441 4 -0.033 5,104 -1.0 0 0.000000 0 27.031821 0 0 -0
141 0836.HK @CHINA276 HK 0.642883 7 0.093 4,296 1.0 -1 -0.002020 -42,000 2.413886 -101,383 101,383 -9,380
143 0267.HK @CITIC10 HK 1.339541 8 0.122 9,379 1.0 -1 -0.009327 -392,000 1.194076 -468,078 468,078 -57,019
149 9009.T @KEISE2 JP 0.401621 2 -0.016 4,398 -1.0 0 0.000000 0 25.507209 0 0 -0
150 2222.T @KOTOB1 JP 1.002857 3 -0.026 1,478 -1.0 1 0.007302 27,400 13.373345 366,430 366,430 -9,420
152 NHF.AX @NIBHO1 AU 0.202216 1 -0.009 1,882 -1.0 1 0.000383 4,970 3.871094 19,239 19,239 -168
156 PMV.AX @PREMI98 AU 0.084970 5 -0.051 2,248 -1.0 1 0.003731 8,380 22.344377 187,246 187,246 -9,547
158 SEK.AX @SEEKL1 AU 0.627014 4 -0.038 5,816 -1.0 0 0.000000 0 16.300725 0 0 -0
159 8410.T @SEVEN15 JP 0.346724 4 -0.033 1,533 -1.0 1 0.005877 140,700 2.096027 294,911 294,911 -9,646
162 5713.T @SUMIT40 JP 1.501094 4 0.038 8,086 1.0 -1 -0.000388 -700 27.803510 -19,462 19,462 -737
177 IGO.AX @INDEP35 AU 1.320186 5 -0.055 2,450 -1.0 1 0.000406 5,736 3.555086 20,392 20,392 -1,121
179 6036.T @KEEPE3 JP 0.554487 2 0.017 611 1.0 0 -0.000000 0 27.333812 0 0 0
182 2897.T @NISSI10 JP 0.407832 1 -0.009 6,839 -1.0 1 0.001293 2,400 27.027203 64,865 64,865 -612
211 PME.AX @PROME8 AU 0.491636 2 -0.014 13,184 -1.0 1 0.003251 1,293 126.159483 163,124 163,124 -2,354
234 1378.HK @CHINA1377 HK 1.515663 10 0.206 4,638 1.0 -1 -0.001300 -40,000 1.631561 -65,262 65,262 -13,430
239 0384.HK @CHINA237 HK 1.327507 7 0.072 2,834 1.0 -1 -0.003043 -175,800 0.868536 -152,689 152,689 -11,031
241 2883.HK @CHINA258 HK 0.815905 9 0.127 1,699 1.0 -1 -0.001084 -58,000 0.938019 -54,405 54,405 -6,898
242 1415.HK @COWEL7 HK 1.606566 1 0.006 742 1.0 -1 -0.001425 -24,000 2.978755 -71,490 71,490 -457
246 1519.TW @FORTU25 TW 0.509884 6 0.061 4,451 1.0 0 0.000000 0 17.032536 0 0 0
251 2367.HK @GIANT18 HK 1.425256 8 0.115 7,177 1.0 -1 -0.001113 -8,000 6.980455 -55,844 55,844 -6,438
255 0921.HK @GUANG52 HK 1.355496 9 0.147 1,101 1.0 -1 -0.000262 -4,000 3.281135 -13,125 13,125 -1,928
262 1801.HK @INNOV87 HK 1.249573 9 0.130 7,819 1.0 -1 -0.000762 -8,000 4.780163 -38,241 38,241 -4,957
269 2201.T @MORIN5 JP -0.031065 5 -0.044 1,575 -1.0 1 0.000515 1,400 18.451954 25,833 25,833 -1,128
270 MYEG.KL @MYEGS1 MY 0.474446 2 -0.014 1,302 -1.0 1 0.002045 517,400 0.198349 102,626 102,626 -1,408
271 8046.TW @NANYA13 TW 1.146695 1 -0.000 863 -1.0 1 0.000565 7,000 4.047952 28,336 28,336 -1
273 1833.HK @PAGOO1 HK 2.344402 8 0.102 897 1.0 -1 0.000000 -4,000 1.541490 -6,166 6,166 -628
279 3376.TW @SHINZ1 TW 0.581978 2 0.011 1,076 1.0 -1 -0.000438 -4,000 5.495873 -21,983 21,983 -241
287 0780.HK @TONGC1 HK 1.408924 8 0.122 2,988 1.0 -1 0.000000 -4,000 2.336684 -9,347 9,347 -1,141
291 1605.TW @WALSI4 TW 0.877771 1 0.002 3,098 1.0 -1 -0.003530 -189,000 0.937257 -177,142 177,142 -319
292 2400.HK @XDINC1 HK 1.704812 7 0.086 1,395 1.0 -1 -0.001133 -20,000 2.843652 -56,873 56,873 -4,865
303 2269.T @MEIJI9 JP -0.091908 1 -0.005 6,798 -1.0 1 0.003831 8,300 23.165242 192,272 192,272 -885
306 2282.T @NIPPO99 JP -0.038722 2 -0.013 3,497 -1.0 1 0.000338 500 33.968295 16,984 16,984 -215
309 3382.T @SEVEN12 JP 0.445109 1 0.001 35,101 1.0 -1 -0.006130 -21,000 14.648705 -307,623 307,623 -229
314 5802.T @SUMIT35 JP 0.806235 1 0.005 12,063 1.0 -1 -0.001877 -6,200 15.193424 -94,199 94,199 -433
321 2388.HK @BOCHO1 HK 0.737338 7 0.075 34,759 1.0 -1 -0.018507 -282,500 3.287570 -928,738 928,738 -69,344
326 0012.HK @HENDE56 HK 0.799579 6 0.070 15,730 1.0 -1 -0.003561 -55,000 3.248967 -178,693 178,693 -12,584
328 4613.T @KANSA20 JP 0.288781 1 -0.009 3,024 -1.0 1 0.000741 2,300 16.175223 37,203 37,203 -317
330 8848.T @LEOPA2 JP 0.895259 2 0.017 705 1.0 -1 -0.000239 -3,300 3.627112 -11,969 11,969 -204
332 4612.T @NIPPO90 JP 1.430762 3 -0.025 8,100 -1.0 1 0.002693 17,800 7.593450 135,163 135,163 -3,442
335 SDF.AX @STEAD10 AU 0.185893 2 -0.019 4,006 -1.0 1 0.000000 1,690 3.620921 6,119 6,119 -115
338 WTC.AX @WISET1 AU 0.693834 5 -0.052 16,865 -1.0 1 0.001286 845 76.401443 64,559 64,559 -3,367
340 AMP.AX @AMPLI4 AU 0.339934 3 -0.024 2,392 -1.0 1 0.000747 39,654 0.944732 37,462 37,462 -881
344 DBSM.SI @DBSGR2 SG 0.369678 1 0.000 84,545 1.0 -1 -0.002841 -4,800 29.706625 -142,592 142,592 -54
347 HUB.AX @FINDL6 AU 0.325943 5 -0.046 3,696 -1.0 1 0.000342 377 45.531440 17,165 17,165 -782
351 GMG.AX @MACQU55 AU 0.506360 6 -0.066 45,608 -1.0 1 0.002562 5,388 23.858583 128,550 128,550 -8,548
364 3363.TWO @FOCIF1 TW 1.385336 3 0.022 670 1.0 -1 -0.000257 -2,000 6.461154 -12,922 12,922 -286
370 0083.HK @SINOL4 HK 0.614711 4 0.035 3,844 1.0 -1 0.000000 -8,000 1.010075 -8,081 8,081 -285
389 STO.AX @SANTO10 AU 0.061410 4 -0.038 14,689 -1.0 1 0.002479 27,502 4.522860 124,388 124,388 -4,784
408 7974.T @NINTE2 JP 0.545664 2 0.012 68,972 1.0 -1 -0.001799 -1,700 53.108487 -90,284 90,284 -1,040
410 2413.T @SONET1 JP 1.046726 3 -0.024 5,308 -1.0 0 0.000000 0 11.843564 0 0 -0
423 SOL.AX @SOULP2 AU 0.312730 5 -0.051 6,039 -1.0 1 0.000381 862 22.199540 19,136 19,136 -967
429 WDS.AX @WOODS5 AU 0.496988 4 -0.037 30,138 -1.0 1 0.000399 1,263 15.872802 20,047 20,047 -751
435 6954.T @FANUC2 JP 1.141576 1 -0.003 26,066 -1.0 0 0.000000 0 26.185661 0 0 -0
436 0011.HK @HANGS2 HK 0.914094 2 0.017 23,602 1.0 -1 -0.000525 -2,100 12.539084 -26,332 26,332 -438
437 HIAE.NS @HINDU61 IN 0.292387 6 0.070 34,004 1.0 0 0.000000 0 50.844529 0 0 0
439 4021.T @NISSA12 JP 0.517590 1 -0.002 4,684 -1.0 1 0.000339 500 33.994390 16,997 16,997 -26
483 000157.ZK @CHANG25 CN 0.924122 1 0.003 4,094 1.0 -1 -0.004718 -250,300 0.945872 -236,752 236,752 -697
492 601916.SH @CHINA2460 CN 0.605519 2 0.018 6,139 1.0 -1 -0.003987 -498,500 0.401364 -200,080 200,080 -3,642
496 600026.SH @CHINA337 CN 0.955701 4 0.040 2,439 1.0 -1 -0.001553 -42,212 1.846836 -77,959 77,959 -3,139
498 601998.SH @CHINA532 CN 0.524965 2 0.015 2,882 1.0 -1 -0.000407 -21,900 0.933242 -20,438 20,438 -302
499 601808.SH @CHINA638 CN 0.786795 5 0.045 6,386 1.0 -1 -0.001517 -35,300 2.156981 -76,141 76,141 -3,417
500 601390.SH @CHINA696 CN 0.845696 6 0.068 8,195 1.0 -1 -0.000954 -52,799 0.906578 -47,866 47,866 -3,237
509 600641.SH @COSCO13 CN 2.039717 3 0.029 1,300 1.0 -1 -0.000777 -18,700 2.085409 -38,997 38,997 -1,124
512 601198.SH @DONGX2 CN 1.303740 1 0.007 4,722 1.0 -1 -0.002830 -97,200 1.460909 -142,000 142,000 -1,004
513 002351.ZK @EDIFI2 CN 1.963890 1 -0.005 1,818 -1.0 1 0.002917 71,600 2.044711 146,401 146,401 -673
549 002601.ZK @HENAN28 CN 1.225678 1 0.006 6,396 1.0 -1 -0.002772 -51,900 2.680439 -139,115 139,115 -892
551 601236.SH @HONGT3 CN 1.223437 1 0.003 1,317 1.0 -1 -0.000199 -8,600 1.163394 -10,005 10,005 -27
558 600975.SH @HUNAN22 CN 1.037220 8 -0.112 718 -1.0 0 0.000000 0 0.889737 0 0 -0
597 601137.SH @NINGB30 CN 1.630231 5 0.050 1,250 1.0 -1 -0.000507 -9,700 2.621496 -25,429 25,429 -1,269
608 600048.SH @POLYR3 CN 1.460739 9 0.136 11,061 1.0 0 0.000000 0 1.490380 0 0 0
617 000563.ZK @SHAAN8 CN 1.199307 1 0.007 1,459 1.0 -1 -0.002992 -294,700 0.509424 -150,127 150,127 -1,008
629 600123.SH @SHANX6 CN 0.879205 4 0.035 981 1.0 -1 -0.000359 -15,000 1.201286 -18,019 18,019 -632
632 688025.SH @SHENZ288 CN 2.317184 2 -0.014 566 -1.0 1 0.001475 10,700 6.920022 74,044 74,044 -1,048
637 000058.ZK @SHNSE4 CN 1.271161 5 -0.054 394 -1.0 1 0.000324 11,800 1.378110 16,262 16,262 -884
652 002384.ZK @SUZHO9 CN 2.052048 3 -0.021 6,725 -1.0 1 0.000911 11,600 3.942068 45,728 45,728 -942
675 000425.ZK @XUZHO2 CN 0.833846 1 0.008 8,502 1.0 -1 -0.003753 -178,000 1.058142 -188,349 188,349 -1,518
684 002648.ZK @ZHEJI138 CN 1.421078 2 0.012 5,777 1.0 -1 -0.001483 -28,200 2.638338 -74,401 74,401 -919
696 688772.SH @ZHUHA19 CN 1.823641 2 -0.013 2,160 -1.0 1 0.000000 68 2.488176 169 169 -2
703 000002.ZK @CHINA284 CN 1.768688 7 0.074 8,348 1.0 -1 -0.001248 -48,900 1.281278 -62,654 62,654 -4,631
706 600690.SH @QINGD7 CN 0.817515 8 0.119 16,882 1.0 -1 -0.001417 -16,600 4.284491 -71,123 71,123 -8,465
732 601727.SH @SHANG84 CN 0.791163 4 -0.036 4,805 -1.0 0 0.000000 0 1.084806 0 0 -0
746 601169.SH @BANKO53 CN 0.537588 5 0.042 13,844 1.0 -1 -0.015089 -948,300 0.798518 -757,235 757,235 -32,172
750 601818.SH @CHINA1271 CN 0.510572 4 0.031 10,660 1.0 -1 -0.003060 -320,900 0.478549 -153,567 153,567 -4,720
754 603517.SH @JUEWE1 CN 1.745510 4 -0.042 960 -1.0 1 0.001815 34,700 2.624303 91,063 91,063 -3,834
759 000045.ZK @SHNTE1 CN 1.755121 4 -0.034 402 -1.0 1 0.000340 9,500 1.796315 17,065 17,065 -582
778 002449.ZK @FOSHA6 CN 1.863469 1 -0.001 553 -1.0 1 0.000000 8,000 1.131117 9,049 9,049 -13
780 603328.SH @GUANG169 CN 1.755765 3 -0.025 586 -1.0 1 0.000220 7,700 1.431438 11,022 11,022 -274
785 603979.SH @JCHXM1 CN 1.323329 3 0.026 2,217 1.0 -1 -0.000429 -3,700 5.825392 -21,554 21,554 -568
801 603259.SH @WUXIA4 CN 1.380997 4 -0.037 17,647 -1.0 1 0.000793 5,300 7.506632 39,785 39,785 -1,471
805 002017.ZK @ZHUHA5 CN 1.336137 3 -0.029 507 -1.0 1 0.001112 35,800 1.559145 55,817 55,817 -1,620
820 600127.SH @HUNAN3 CN 0.883021 2 -0.017 504 -1.0 1 0.000000 5,800 0.993587 5,763 5,763 -100
841 600339.SH @XINJI12 CN 1.158623 7 0.076 770 1.0 0 0.000000 0 0.492583 0 0 0
852 000651.ZK @GREEE1 CN 0.614568 5 0.043 34,060 1.0 -1 -0.024025 -184,400 6.538305 -1,205,663 1,205,663 -52,095
869 300527.ZK @CHINA2021 CN 1.201119 5 -0.055 560 -1.0 0 0.000000 0 1.352850 0 0 -0
890 300347.ZK @HANGZ25 CN 1.595641 2 -0.010 7,175 -1.0 1 0.001156 6,000 9.672032 58,032 58,032 -588
914 002607.ZK @WUHUY1 CN 1.290819 1 -0.003 2,718 -1.0 0 0.000000 0 0.440659 0 0 -0
919 002236.ZK @ZHEJI79 CN 1.462986 2 0.019 6,908 1.0 0 0.000000 0 2.305737 0 0 0
945 601377.SH @INDUS169 CN 1.140759 2 -0.013 7,349 -1.0 0 0.000000 0 0.914998 0 0 -0
946 301236.ZK @ISOFT4 CN 2.292696 2 0.018 7,804 1.0 -1 -0.001831 -10,100 9.099456 -91,905 91,905 -1,646
967 000100.ZK @TCLCO2 CN 1.207140 2 0.011 11,543 1.0 -1 -0.000259 -21,110 0.614676 -12,976 12,976 -144
977 600415.SH @ZHEJI85 CN 0.836638 2 0.015 3,692 1.0 -1 0.000000 -5,500 1.495993 -8,228 8,228 -127
1002 601229.SH @BANKO594 CN 0.440738 2 0.018 10,186 1.0 -1 -0.000923 -42,000 1.103049 -46,328 46,328 -855
1003 002271.ZK @BEIJI70 CN 1.910081 4 0.032 4,752 1.0 -1 -0.001003 -25,800 1.950686 -50,328 50,328 -1,610
1006 300750.ZK @CONTE31 CN 1.261149 3 0.029 108,888 1.0 -1 -0.010913 -15,500 35.334072 -547,678 547,678 -16,143
1031 002714.ZK @MUYUA1 CN 0.957976 2 0.011 28,079 1.0 -1 -0.003156 -26,200 6.044320 -158,361 158,361 -1,784
1040 600522.SH @JIANG68 CN 0.986986 4 0.040 5,713 1.0 -1 -0.000650 -15,000 2.173822 -32,607 32,607 -1,291
1135 DELTA_n.BK @DELTA60 TH 0.545572 4 0.039 17,210 1.0 0 0.000000 0 3.728915 0 0 0