total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -469,030 11,002,496 94 200,601,709 -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 0.050 3,004 1.0 -1 -0.003644 -374,000 0.488985 -182,880 182,880 -9,093
14 0291.HK @CHINA288 HK 2.006757 7 0.092 5,891 1.0 -1 0.000000 -1,000 3.783199 -3,783 3,783 -348
15 2380.HK @CHINA318 HK 0.642486 2 0.010 1,903 1.0 -1 -0.005942 -698,000 0.427218 -298,198 298,198 -3,036
28 0270.HK @GUANG77 HK 1.341793 6 0.055 1,767 1.0 -1 -0.001410 -110,000 0.643401 -70,774 70,774 -3,905
33 2548.TW @HUAKU1 TW 0.480791 4 0.031 985 1.0 -1 -0.000440 -6,000 3.677387 -22,064 22,064 -684
59 MTS.AX @METCA2 AU 0.217576 1 -0.008 2,225 -1.0 1 0.009103 225,344 2.027161 456,808 456,808 -3,592
61 MGR.AX @MIRVA2 AU 0.182612 5 -0.052 5,591 -1.0 1 0.003985 141,132 1.417044 199,990 199,990 -10,316
74 7733.T @OLYMP17 JP 0.815894 5 0.042 20,726 1.0 0 0.000000 0 17.599112 0 0 0
75 3288.T @OPENH1 JP 0.529038 1 -0.002 4,418 -1.0 0 0.000000 0 36.613195 0 0 -0
102 TNE.AX @TECHN58 AU 0.344973 1 -0.004 4,804 -1.0 1 0.005307 16,631 16.013914 266,327 266,327 -1,066
121 1171.HK @YANZH2 HK 0.941885 2 0.017 4,140 1.0 -1 -0.012145 -468,000 1.302244 -609,450 609,450 -10,427
124 6178.T @JAPAN372 JP 0.519265 4 0.038 29,834 1.0 0 0.000000 0 9.304903 0 0 0
131 0688.HK @CHINA173 HK 1.928133 9 0.153 7,077 1.0 -1 -0.001383 -36,500 1.901894 -69,419 69,419 -10,647
140 0836.HK @CHINA276 HK 0.642883 8 0.096 4,421 1.0 -1 -0.001902 -40,000 2.385731 -95,429 95,429 -9,169
142 0267.HK @CITIC10 HK 1.339541 9 0.129 9,218 1.0 -1 -0.009167 -392,000 1.173564 -460,037 460,037 -59,559
148 2222.T @KOTOB1 JP 1.002857 3 -0.026 1,510 -1.0 1 0.007324 26,900 13.663927 367,560 367,560 -9,434
150 NHF.AX @NIBHO1 AU 0.202216 1 -0.001 1,856 -1.0 0 -0.000000 0 3.818147 0 0 -0
154 PMV.AX @PREMI98 AU 0.084970 4 -0.032 2,196 -1.0 1 0.003088 7,097 21.832976 154,949 154,949 -4,937
156 8410.T @SEVEN15 JP 0.346724 4 -0.039 1,542 -1.0 1 0.005807 138,200 2.108763 291,431 291,431 -11,353
159 5713.T @SUMIT40 JP 1.501094 3 0.020 8,179 1.0 0 0.000000 0 28.123368 0 0 0
174 IGO.AX @INDEP35 AU 1.320186 5 -0.045 2,382 -1.0 1 0.000000 2,249 3.457326 7,776 7,776 -352
207 PME.AX @PROME8 AU 0.491636 3 -0.026 13,541 -1.0 1 0.002432 942 129.580823 122,065 122,065 -3,197
223 BRPT.JK @BARIT1 ID 0.344419 1 -0.001 5,928 -1.0 1 0.001307 1,038,500 0.063135 65,565 65,565 -61
230 1378.HK @CHINA1377 HK 1.515663 10 0.207 4,514 1.0 -1 -0.001266 -40,000 1.587914 -63,517 63,517 -13,134
235 0384.HK @CHINA237 HK 1.327507 7 0.080 2,792 1.0 -1 -0.002002 -117,400 0.855724 -100,462 100,462 -8,009
237 2883.HK @CHINA258 HK 0.815905 8 0.120 1,725 1.0 -1 -0.001101 -58,000 0.952234 -55,230 55,230 -6,651
238 1415.HK @COWEL7 HK 1.606566 1 0.009 742 1.0 -1 -0.001425 -24,000 2.978947 -71,495 71,495 -637
246 2367.HK @GIANT18 HK 1.425256 9 0.127 6,986 1.0 -1 -0.001083 -8,000 6.794318 -54,355 54,355 -6,884
250 0921.HK @GUANG52 HK 1.355496 10 0.162 1,047 1.0 -1 -0.000249 -4,000 3.120496 -12,482 12,482 -2,025
254 HLBB.KL @HONGL12 MY 0.132379 1 -0.002 3,861 -1.0 1 0.001980 21,200 4.686786 99,360 99,360 -173
256 3481.TW @INNOL2 TW 0.644166 1 0.009 3,884 1.0 -1 -0.001773 -183,000 0.486163 -88,968 88,968 -804
257 1801.HK @INNOV87 HK 1.249573 9 0.135 7,472 1.0 0 0.000000 0 4.568149 0 0 0
261 2331.HK @LININ1 HK 2.305578 9 0.141 4,706 1.0 0 0.000000 0 2.046016 0 0 0
264 2201.T @MORIN5 JP -0.031065 4 -0.037 1,573 -1.0 1 0.000514 1,400 18.433749 25,807 25,807 -950
266 8046.TW @NANYA13 TW 1.146695 2 -0.015 884 -1.0 1 0.000578 7,000 4.144852 29,014 29,014 -433
268 1833.HK @PAGOO1 HK 2.344402 8 0.113 873 1.0 0 0.000000 0 1.500412 0 0 0
274 3376.TW @SHINZ1 TW 0.581978 1 0.005 1,071 1.0 -1 -0.000436 -4,000 5.469335 -21,877 21,877 -112
282 0780.HK @TONGC1 HK 1.408924 9 0.133 2,922 1.0 -1 0.000000 -4,000 2.285361 -9,141 9,141 -1,216
287 2400.HK @XDINC1 HK 1.704812 8 0.111 1,323 1.0 -1 -0.001074 -20,000 2.695851 -53,917 53,917 -5,986
293 0175.HK @GUORU1 HK 1.802680 6 0.070 12,519 1.0 -1 -0.008468 -229,000 1.855569 -424,925 424,925 -29,699
301 2282.T @NIPPO99 JP -0.038722 2 -0.010 3,529 -1.0 1 0.000341 500 34.272298 17,136 17,136 -168
315 WOW.AX @WOOLW14 AU -0.046732 3 0.030 24,691 1.0 0 0.000000 0 20.212559 0 0 0
316 2388.HK @BOCHO1 HK 0.737338 7 0.074 34,489 1.0 -1 -0.018363 -282,500 3.262045 -921,528 921,528 -67,821
321 0012.HK @HENDE56 HK 0.799579 5 0.053 15,699 1.0 -1 -0.003554 -55,000 3.242742 -178,351 178,351 -9,514
323 4613.T @KANSA20 JP 0.288781 2 -0.011 3,011 -1.0 1 0.000834 2,600 16.105894 41,875 41,875 -442
325 8848.T @LEOPA2 JP 0.895259 2 0.015 698 1.0 -1 -0.000265 -3,700 3.592853 -13,294 13,294 -197
327 4612.T @NIPPO90 JP 1.430762 4 -0.035 8,208 -1.0 0 0.000000 0 7.694314 0 0 -0
330 SDF.AX @STEAD10 AU 0.185893 2 -0.010 3,977 -1.0 0 0.000000 0 3.595093 0 0 -0
333 WTC.AX @WISET1 AU 0.693834 4 -0.032 16,710 -1.0 0 0.000000 0 75.700336 0 0 -0
335 AMP.AX @AMPLI4 AU 0.339934 2 -0.012 2,375 -1.0 1 0.000736 39,365 0.938136 36,930 36,930 -442
339 DBSM.SI @DBSGR2 SG 0.369678 1 0.007 83,092 1.0 -1 -0.002618 -4,500 29.196089 -131,382 131,382 -917
342 HUB.AX @FINDL6 AU 0.325943 4 -0.034 3,667 -1.0 1 0.000339 377 45.174844 17,031 17,031 -584
346 GMG.AX @MACQU55 AU 0.506360 7 -0.081 46,000 -1.0 0 0.000000 0 24.063505 0 0 -0
359 3363.TWO @FOCIF1 TW 1.385336 1 0.004 675 1.0 -1 -0.000260 -2,000 6.513339 -13,027 13,027 -58
362 BHP.AX @BHPBI11 AU 0.742089 2 0.019 143,499 1.0 0 0.000000 0 28.281841 0 0 0
365 0083.HK @SINOL4 HK 0.614711 5 0.053 3,786 1.0 -1 0.000000 -8,000 0.994698 -7,958 7,958 -421
371 6967.T @SHINK24 JP 0.385000 7 -0.086 2,415 -1.0 0 0.000000 0 35.726393 0 0 -0
381 9697.T @CAPCO4 JP 0.691282 1 0.009 10,043 1.0 -1 -0.002530 -6,200 20.481219 -126,984 126,984 -1,157
384 STO.AX @SANTO10 AU 0.061410 4 -0.031 14,531 -1.0 1 0.001571 17,616 4.474186 78,817 78,817 -2,423
386 5803.T @FUJIK9 JP 1.590066 5 0.045 10,836 1.0 0 0.000000 0 36.626237 0 0 0
387 7741.T @HOYAC2 JP 0.760136 2 0.016 46,618 1.0 0 0.000000 0 133.835411 0 0 0
396 LOV.AX @LOVIS2 AU 1.001882 2 -0.011 2,158 -1.0 1 0.000471 1,212 19.490922 23,623 23,623 -263
403 7974.T @NINTE2 JP 0.545664 3 0.022 68,525 1.0 0 0.000000 0 52.764733 0 0 0
405 6201.T @TOYOT13 JP 1.005650 2 0.015 16,034 1.0 0 0.000000 0 75.704220 0 0 0
406 7203.T @TOYOT17 JP 0.950292 4 -0.034 256,924 -1.0 0 0.000000 0 17.680620 0 0 -0
413 1802.T @OBAYA2 JP 0.504367 1 0.001 8,955 1.0 -1 -0.003710 -15,000 12.411971 -186,180 186,180 -109
417 SOL.AX @SOULP2 AU 0.312730 5 -0.044 6,018 -1.0 1 0.000374 849 22.121635 18,781 18,781 -825
420 6762.T @TDKCO10 JP 0.926108 2 0.011 23,899 1.0 0 0.000000 0 12.294600 0 0 0
423 WDS.AX @WOODS5 AU 0.496988 4 -0.031 29,809 -1.0 0 0.000000 0 15.699008 0 0 -0
425 4519.T @CHUGA4 JP 0.673367 3 0.030 32,145 1.0 -1 -0.000763 -800 47.861238 -38,289 38,289 -1,147
432 4021.T @NISSA12 JP 0.517590 2 -0.013 4,724 -1.0 1 0.000410 600 34.278819 20,567 20,567 -274
436 6367.T @DAIKI4 JP 1.267591 5 0.049 35,760 1.0 0 0.000000 0 122.000514 0 0 0
437 5411.T @JFEHO1 JP 0.908237 1 0.004 7,720 1.0 -1 -0.000746 -3,100 12.072900 -37,426 37,426 -142
466 600057.SH @AMOIS1 CN 1.142110 1 0.009 966 1.0 -1 -0.003263 -192,700 0.849853 -163,767 163,767 -1,469
502 601916.SH @CHINA2460 CN 0.605519 2 0.019 6,092 1.0 -1 -0.003956 -498,500 0.398281 -198,543 198,543 -3,690
506 600026.SH @CHINA337 CN 0.955701 3 0.029 2,442 1.0 -1 -0.001556 -42,212 1.849761 -78,082 78,082 -2,287
508 601998.SH @CHINA532 CN 0.524965 3 0.024 2,841 1.0 -1 -0.000401 -21,900 0.919972 -20,147 20,147 -489
509 601808.SH @CHINA638 CN 0.786795 5 0.046 6,282 1.0 -1 -0.001493 -35,300 2.121826 -74,900 74,900 -3,412
510 601390.SH @CHINA696 CN 0.845696 8 0.098 8,100 1.0 -1 0.000000 -99 0.896132 -89 89 -9
519 600641.SH @COSCO13 CN 2.039717 4 0.034 1,292 1.0 -1 -0.000759 -18,400 2.071340 -38,113 38,113 -1,310
523 002351.ZK @EDIFI2 CN 1.963890 1 -0.005 1,827 -1.0 1 0.002931 71,600 2.054511 147,103 147,103 -669
557 002362.ZK @HANWA3 CN 2.038967 1 -0.004 639 -1.0 1 0.000291 5,300 2.752906 14,590 14,590 -60
573 603078.SH @JIANG258 CN 1.694378 1 -0.001 624 -1.0 1 0.001240 29,200 2.130241 62,203 62,203 -55
606 601137.SH @NINGB30 CN 1.630231 3 0.029 1,279 1.0 -1 -0.000518 -9,700 2.681382 -26,009 26,009 -763
625 000563.ZK @SHAAN8 CN 1.199307 1 0.003 1,466 1.0 -1 -0.003006 -294,700 0.511875 -150,849 150,849 -472
637 600123.SH @SHANX6 CN 0.879205 1 0.008 966 1.0 -1 -0.000353 -15,000 1.182221 -17,733 17,733 -147
640 688025.SH @SHENZ288 CN 2.317184 2 -0.013 594 -1.0 1 0.001548 10,700 7.261610 77,699 77,699 -1,032
645 000058.ZK @SHNSE4 CN 1.271161 3 -0.030 433 -1.0 1 0.000356 11,800 1.514589 17,872 17,872 -532
660 002384.ZK @SUZHO9 CN 2.052048 4 -0.033 6,866 -1.0 0 0.000000 0 4.024878 0 0 -0
690 002520.ZK @ZHEJI115 CN 1.432224 1 -0.006 443 -1.0 1 0.000568 37,600 0.758697 28,527 28,527 -181
704 688772.SH @ZHUHA19 CN 1.823641 2 -0.011 2,168 -1.0 1 0.000000 68 2.497668 170 170 -2
711 000002.ZK @CHINA284 CN 1.768688 7 0.092 8,424 1.0 -1 -0.000902 -35,000 1.293010 -45,255 45,255 -4,159
714 600690.SH @QINGD7 CN 0.817515 8 0.111 16,522 1.0 -1 -0.001387 -16,600 4.193166 -69,607 69,607 -7,699
730 688200.SH @BEIJI315 CN 2.040435 2 -0.011 1,267 -1.0 1 0.000000 400 16.130369 6,452 6,452 -74
748 002352.ZK @MAANS6 CN 1.041598 3 0.029 14,034 1.0 0 0.000000 0 6.199997 0 0 0
753 601169.SH @BANKO53 CN 0.537588 6 0.061 13,664 1.0 -1 -0.014275 -908,900 0.788147 -716,347 716,347 -43,795
757 601818.SH @CHINA1271 CN 0.510572 5 0.054 10,496 1.0 -1 -0.002934 -312,500 0.471205 -147,252 147,252 -7,923
761 603517.SH @JUEWE1 CN 1.745510 3 -0.021 922 -1.0 1 0.001744 34,700 2.521509 87,496 87,496 -1,848
766 000045.ZK @SHNTE1 CN 1.755121 3 -0.025 412 -1.0 1 0.000349 9,500 1.841347 17,493 17,493 -439
785 002449.ZK @FOSHA6 CN 1.863469 1 -0.007 556 -1.0 1 0.000000 8,000 1.138746 9,110 9,110 -68
787 603328.SH @GUANG169 CN 1.755765 1 -0.003 557 -1.0 1 0.000209 7,700 1.361727 10,485 10,485 -37
792 603979.SH @JCHXM1 CN 1.323329 2 0.017 2,180 1.0 -1 -0.000422 -3,700 5.728792 -21,197 21,197 -368
796 603920.SH @OLYMP120 CN 1.900978 1 -0.008 1,385 -1.0 1 0.000352 4,500 3.926711 17,670 17,670 -135
812 002017.ZK @ZHUHA5 CN 1.336137 1 -0.007 496 -1.0 1 0.001089 35,800 1.527210 54,674 54,674 -410
821 605499.SH @EASTR12 CN 0.791242 1 0.005 14,658 1.0 -1 0.000000 -30 29.987452 -900 900 -5
823 000997.ZK @FUJIA8 CN 1.609975 6 0.061 1,871 1.0 0 0.000000 0 2.590227 0 0 0
826 600127.SH @HUNAN3 CN 0.883021 1 -0.000 496 -1.0 1 0.000000 5,800 0.977471 5,669 5,669 -2
857 000651.ZK @GREEE1 CN 0.614568 4 0.039 33,445 1.0 -1 -0.023591 -184,400 6.420172 -1,183,880 1,183,880 -46,083
884 300559.ZK @CHENG52 CN 1.726202 1 -0.002 572 -1.0 1 0.000510 16,800 1.523003 25,586 25,586 -43
886 000099.ZK @CITIC13 CN 1.412230 2 -0.011 1,598 -1.0 1 0.000303 4,500 3.376972 15,196 15,196 -166
931 601799.SH @CHANG61 CN 0.809977 2 -0.017 5,054 -1.0 0 0.000000 0 18.821569 0 0 -0
953 600583.SH @OFFSH6 CN 1.148524 1 0.005 3,373 1.0 -1 -0.000240 -15,800 0.762904 -12,054 12,054 -59
966 688052.SH @SUZHO89 CN 1.651451 5 -0.044 2,439 -1.0 0 0.000000 0 17.109241 0 0 -0
970 300450.ZK @WUXIL3 CN 1.708369 1 -0.001 2,663 -1.0 0 0.000000 0 2.576202 0 0 -0
977 600415.SH @ZHEJI85 CN 0.836638 1 0.001 3,672 1.0 -1 0.000000 -5,500 1.487943 -8,184 8,184 -12
993 300068.ZK @ZHEJI100 CN 1.793351 1 -0.008 2,264 -1.0 0 0.000000 0 2.851073 0 0 -0
1002 601229.SH @BANKO594 CN 0.440738 6 0.067 9,985 1.0 -1 -0.000465 -21,600 1.081248 -23,355 23,355 -1,566
1003 002271.ZK @BEIJI70 CN 1.910081 4 0.042 4,770 1.0 -1 -0.001007 -25,800 1.957746 -50,510 50,510 -2,103
1006 300750.ZK @CONTE31 CN 1.261149 5 0.048 107,191 1.0 -1 -0.007139 -10,300 34.783647 -358,272 358,272 -17,091
1009 688036.SH @SHENZ287 CN 0.949658 3 -0.029 6,765 -1.0 0 0.000000 0 13.183931 0 0 -0
1010 002970.ZK @STREA20 CN 1.342302 3 0.030 922 1.0 -1 -0.000461 -3,600 6.421574 -23,118 23,118 -700
1019 000006.ZK @SHNZH2 CN 1.194618 7 -0.076 1,066 -1.0 0 0.000000 0 1.253743 0 0 -0
1047 002466.ZK @SICHU53 CN 1.600259 4 0.038 5,201 1.0 -1 0.000000 -2,000 4.890157 -9,780 9,780 -376
1057 600642.SH @SHENE1 CN 0.320762 1 0.002 2,123 1.0 -1 -0.000638 -27,300 1.172404 -32,007 32,007 -69
1079 300688.ZK @DARKH3 CN 1.941668 8 -0.114 760 -1.0 0 0.000000 0 4.832660 0 0 -0
1086 300722.ZK @JIANG280 CN 1.307391 3 -0.023 461 -1.0 1 0.000579 6,100 4.762540 29,051 29,051 -661
1098 300659.ZK @ZHONG79 CN 1.873997 8 -0.098 635 -1.0 0 0.000000 0 2.438768 0 0 -0
1108 300520.ZK @GUOCH1 CN 2.393136 8 -0.104 843 -1.0 0 0.000000 0 3.574710 0 0 -0
1122 600585.SH @ANHUI24 CN 0.948212 2 0.013 7,814 1.0 -1 -0.002815 -37,600 3.757020 -141,264 141,264 -1,770