total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -1,022,099 28,507,615 124 400,461,965 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
6 0291.HK @CHINA288 HK 1.7017 9.0000 0.151 5,183 1.0000 -1 0.0000 -1,000 3.3284 -3,328 3,328 -502
69 0267.HK @CITIC10 HK 1.4395 9.0000 0.137 10,005 1.0000 -1 0.0000 -1,000 1.2739 -1,274 1,274 -175
85 2474.TW @CATCH1 TW 0.4586 1.0000 0.006 4,662 1.0000 -1 -0.0014 -19,000 7.1815 -136,448 136,448 -791
87 1378.HK @CHINA1377 HK 1.6319 9.0000 0.133 4,865 1.0000 -1 0.0000 -1,500 1.8705 -2,806 2,806 -373
89 2002.TW @CHINA152 TW 0.8762 2.0000 0.021 8,811 1.0000 -1 -0.0054 -776,000 0.6982 -541,838 541,838 -11,191
93 1415.HK @COWEL7 HK 2.3405 6.0000 0.077 752 1.0000 -1 -0.0005 -18,000 2.9067 -52,321 52,321 -4,040
99 2543.TW @HWANG2 TW 1.3015 2.0000 0.015 699 1.0000 -1 0.0000 -177 2.8461 -504 504 -7
103 8069.TWO @PRIME74 TW 0.8918 7.0000 0.092 7,156 1.0000 -1 -0.0029 -41,000 7.0820 -290,361 290,361 -26,724
107 2400.HK @XDINC1 HK 1.7177 9.0000 0.146 2,459 1.0000 -1 -0.0005 -10,600 5.0021 -53,023 53,023 -7,763
108 0763.HK @ZTECO2 HK 1.9526 10.0000 0.177 2,191 1.0000 -1 0.0000 -1,600 2.9003 -4,641 4,641 -823
110 1963.T @JGCCO1 JP 0.9291 3.0000 0.034 2,071 1.0000 -1 -0.0091 -114,100 7.9752 -909,973 909,973 -30,590
120 7211.T @MITSU97 JP 0.8474 1.0000 0.002 2,450 1.0000 -1 -0.0016 -52,800 3.0503 -161,056 161,056 -339
121 6417.T @SANKY14 JP 0.4175 2.0000 0.014 4,185 1.0000 -1 -0.0036 -21,500 16.9435 -364,284 364,284 -5,135
133 6618.HK @JDHEA1 HK 2.0925 10.0000 0.173 5,457 1.0000 -1 0.0000 -150 5.1682 -775 775 -134
138 4452.T @KAOCO2 JP 0.2832 4.0000 0.046 20,347 1.0000 -1 -0.0033 -7,600 43.6717 -331,905 331,905 -15,256
139 4911.T @SHISE2 JP 0.8844 4.0000 0.047 6,304 1.0000 -1 -0.0026 -16,700 15.7602 -263,195 263,195 -12,382
154 1833.HK @PAGOO1 HK 1.9738 8.0000 0.118 916 1.0000 -1 0.0000 -977 0.9020 -881 881 -104
155 2013.HK @WEIMO2 HK 3.0485 1.0000 0.000 864 1.0000 -1 -0.0002 -81,000 0.2389 -19,353 19,353 -7
156 6979.HK @ZJLDG1 HK 1.7796 5.0000 0.062 2,875 1.0000 -1 -0.0007 -79,600 0.8484 -67,531 67,531 -4,191
159 3696.T @CERES18 JP 1.4909 1.0000 0.007 144 1.0000 -1 -0.0008 -5,700 13.2309 -75,416 75,416 -493
163 7014.T @NAMUR1 JP 1.2832 1.0000 0.005 928 1.0000 -1 -0.0028 -19,600 14.3796 -281,841 281,841 -1,420
168 0189.HK @DONGY26 HK 1.5742 8.0000 0.112 1,887 1.0000 -1 -0.0003 -30,000 1.1461 -34,383 34,383 -3,838
169 0998.HK @CHINA536 HK 0.7435 9.0000 0.156 8,044 1.0000 -1 0.0000 -1,000 0.8446 -845 845 -132
172 2380.HK @CHINA318 HK 0.5926 2.0000 0.021 1,776 1.0000 -1 -0.0015 -356,000 0.4101 -146,009 146,009 -3,127
173 0002.HK @CLPHO3 HK 0.1800 7.0000 0.103 15,502 1.0000 -1 -0.0059 -69,000 8.5222 -588,029 588,029 -60,364
174 5871.TW @CHAIL1 TW 1.1133 2.0000 0.016 7,096 1.0000 -1 -0.0030 -70,000 4.2293 -296,049 296,049 -4,778
178 1803.T @SHIMI2 JP 0.3143 4.0000 0.038 6,479 1.0000 -1 -0.0012 -11,400 10.8920 -124,169 124,169 -4,709
181 3288.T @OPENH1 JP 0.2555 6.0000 0.079 5,053 1.0000 -1 -0.0040 -9,500 41.8656 -397,723 397,723 -31,491
182 1925.T @DAIWA17 JP 0.2848 2.0000 0.018 22,635 1.0000 -1 -0.0007 -1,900 34.3229 -65,213 65,213 -1,192
183 1303.TW @NANYA7 TW 0.9001 1.0000 0.007 6,161 1.0000 -1 -0.0023 -217,000 1.0499 -227,819 227,819 -1,678
184 0019.HK @SWIRE4 HK 0.5541 1.0000 0.008 2,958 1.0000 -1 -0.0124 -141,000 8.8033 -1,241,259 1,241,259 -9,418
186 3291.T @IIDAG1 JP 0.4123 3.0000 0.035 3,226 1.0000 -1 -0.0034 -24,200 14.2032 -343,717 343,717 -11,921
187 6460.T @SEGAS1 JP 0.4212 6.0000 0.072 3,642 1.0000 -1 -0.0058 -29,700 19.3551 -574,845 574,845 -41,228
191 8252.T @MARUI3 JP 0.1813 3.0000 0.026 4,372 1.0000 -1 -0.0047 -22,300 20.9536 -467,265 467,265 -11,930
197 SCIL.SI @SEMBC3 SG 0.3517 1.0000 0.011 9,249 1.0000 -1 -0.0036 -70,200 5.1739 -363,211 363,211 -3,883
200 VENM.SI @VENTU23 SG 0.5948 2.0000 0.013 2,490 1.0000 -1 -0.0002 -2,300 8.6104 -19,804 19,804 -251
204 9684.T @SQUAR6 JP 0.4794 1.0000 0.003 6,984 1.0000 -1 -0.0068 -11,200 60.6394 -679,161 679,161 -1,731
205 7550.T @ZENSH1 JP 0.4934 2.0000 0.019 5,582 1.0000 -1 -0.0029 -5,200 56.0169 -291,288 291,288 -5,457
208 4816.T @TOEIA1 JP 0.0903 6.0000 0.082 2,100 1.0000 -1 -0.0013 -6,100 21.2788 -129,801 129,801 -10,660
217 5201.T @ASAHI24 JP 0.7660 1.0000 0.001 6,375 1.0000 -1 -0.0085 -28,900 29.3198 -847,341 847,341 -702
218 4909.TWO @NEWER2 TW 1.4158 1.0000 0.003 214 1.0000 -1 -0.0002 -10,000 2.2888 -22,888 22,888 -79
221 3088.T @MATSU63 JP 0.2539 3.0000 0.027 8,309 1.0000 0 0.0000 0 19.9882 0 0 0
226 4324.T @DENTS4 JP 0.8140 3.0000 0.034 5,057 1.0000 -1 -0.0048 -21,900 21.8670 -478,887 478,887 -16,280
227 2433.T @HAKUH1 JP 0.5007 5.0000 0.051 2,498 1.0000 -1 -0.0060 -77,200 7.8195 -603,668 603,668 -30,927
228 7733.T @OLYMP17 JP 0.6843 3.0000 0.027 15,142 1.0000 -1 -0.0072 -55,700 12.8572 -716,148 716,148 -19,619
229 4536.T @SANTE4 JP 0.1863 2.0000 0.020 3,606 1.0000 -1 -0.0034 -32,600 10.5425 -343,686 343,686 -7,023
232 8111.T @GOLDW3 JP 0.6045 4.0000 0.043 2,760 1.0000 -1 -0.0012 -2,100 58.1690 -122,155 122,155 -5,300
253 4543.T @TERUM2 JP 0.4543 2.0000 0.021 27,616 1.0000 -1 -0.0012 -6,400 18.6527 -119,377 119,377 -2,524
260 RIO.AX @RIOTI17 AU 0.6244 2.0000 0.012 28,512 1.0000 -1 -0.0003 -433 76.8060 -33,257 33,257 -389
262 7936.T @ASICS5 JP 0.8057 4.0000 0.042 16,473 1.0000 -1 -0.0174 -77,500 22.4275 -1,738,132 1,738,132 -72,134
274 9166.T @GENDA4 JP 1.1196 2.0000 0.022 720 1.0000 -1 -0.0002 -3,200 6.6016 -21,125 21,125 -457
278 1812.T @KAJIM3 JP 0.6937 4.0000 0.048 13,038 1.0000 -1 -0.0055 -22,300 24.6627 -549,977 549,977 -26,496
281 3046.T @JINCO1 JP 0.3771 1.0000 0.001 1,384 1.0000 -1 -0.0019 -3,100 60.7570 -188,347 188,347 -199
289 7202.T @ISUZU2 JP 0.6647 3.0000 0.035 7,414 1.0000 -1 -0.0006 -4,500 13.3209 -59,944 59,944 -2,084
291 9468.T @KADOK3 JP 0.2878 4.0000 0.046 3,176 1.0000 -1 -0.0004 -1,500 25.9982 -38,997 38,997 -1,811
294 6702.T @FUJIT27 JP 0.6336 7.0000 0.085 45,848 1.0000 -1 -0.0057 -25,900 22.1369 -573,345 573,345 -48,613
297 4661.T @ORIEN41 JP 0.1831 2.0000 0.015 29,939 1.0000 -1 -0.0101 -45,500 22.1715 -1,008,802 1,008,802 -15,209
307 5880.TW @TWCOO1 TW 0.3937 4.0000 0.047 12,650 1.0000 -1 -0.0056 -670,000 0.8309 -556,722 556,722 -26,395
314 4565.T @SOSEI1 JP 0.8937 8.0000 -0.110 502 -1.0000 0 -0.0000 0 5.5498 0 0 -0
323 CTDM.SI @CITYD3 SG 0.5922 3.0000 0.030 1,778 1.0000 -1 -0.0005 -13,000 3.6990 -48,087 48,087 -1,446
341 1816.HK @CGNPO1 HK 0.3818 8.0000 0.112 3,618 1.0000 0 0.0000 0 0.3411 0 0 0
348 2317.TW @HONHA4 TW 1.1803 6.0000 0.069 71,424 1.0000 -1 -0.0027 -53,000 5.1415 -272,498 272,498 -18,748
350 4912.T @LIONC3 JP 0.2431 5.0000 0.054 3,069 1.0000 -1 -0.0015 -13,400 10.9681 -146,973 146,973 -7,942
352 2343.HK @PACIF111 HK 1.1501 3.0000 0.033 1,089 1.0000 -1 -0.0020 -812,000 0.2402 -195,046 195,046 -6,342
364 5482.T @AICHI5 JP 0.9378 3.0000 0.028 574 1.0000 -1 -0.0005 -900 53.6295 -48,267 48,267 -1,365
389 6103.T @OKUMA2 JP 1.2779 1.0000 0.011 1,628 1.0000 -1 -0.0003 -1,200 24.1160 -28,939 28,939 -315
392 6594.T @NIDEC6 JP 1.2035 2.0000 0.022 22,550 1.0000 -1 -0.0067 -35,500 18.9087 -671,260 671,260 -14,488
393 9024.T @SEIBU5 JP 0.1808 2.0000 0.017 6,663 1.0000 -1 -0.0010 -4,200 24.5243 -103,002 103,002 -1,763
396 6845.T @YAMAT10 JP 0.6389 3.0000 0.025 4,821 1.0000 -1 -0.0011 -12,600 8.5980 -108,335 108,335 -2,749
409 2892.TW @FIRST60 TW 0.3162 1.0000 -0.000 12,774 -1.0000 0 0.0000 0 0.9105 0 0 -0
431 0027.HK @KWAHC2 HK 1.4475 7.0000 0.085 13,756 1.0000 -1 -0.0030 -75,000 4.0311 -302,332 302,332 -25,778
446 7259.T @AISIN1 JP 0.8192 1.0000 0.007 8,232 1.0000 -1 -0.0010 -7,900 12.7188 -100,479 100,479 -703
452 IFL.AX @IOOFH1 AU 0.6634 4.0000 -0.047 1,435 -1.0000 0 -0.0000 0 2.1392 0 0 -0
456 REH.AX @REECE4 AU 0.3122 4.0000 -0.048 3,898 -1.0000 0 0.0000 0 10.2271 0 0 -0
461 4063.T @SHINE6 JP 0.9344 1.0000 0.009 62,733 1.0000 -1 -0.0042 -13,400 31.6033 -423,485 423,485 -3,636
462 4393.T @BANKO1212 JP 1.2979 1.0000 0.009 233 1.0000 -1 -0.0003 -500 58.2659 -29,133 29,133 -274
467 6701.T @NECCO8 JP 0.8702 5.0000 0.060 34,326 1.0000 -1 -0.0008 -3,000 25.1609 -75,483 75,483 -4,545
469 6857.T @ADVAN93 JP 1.2236 3.0000 0.032 37,165 1.0000 -1 -0.0002 -400 48.5088 -19,404 19,404 -627
474 MTS.AX @METCA2 AU 0.2612 1.0000 -0.006 2,407 -1.0000 1 0.0020 92,793 2.1906 203,272 203,272 -1,149
500 0175.HK @GUORU1 HK 1.8778 2.0000 0.021 17,560 1.0000 -1 -0.0040 -152,000 2.6001 -395,214 395,214 -8,267
513 5929.T @SANWA12 JP 0.9286 3.0000 0.028 8,124 1.0000 -1 -0.0008 -2,100 35.7899 -75,159 75,159 -2,100
514 4204.T @SEKIS5 JP 0.5813 2.0000 0.015 7,559 1.0000 -1 -0.0003 -1,700 17.0057 -28,910 28,910 -444
521 4503.T @YAMAN6 JP 0.4124 4.0000 0.050 17,281 1.0000 -1 -0.0016 -16,900 9.5495 -161,387 161,387 -7,996
523 1299.HK @AIAGR1 HK 1.3677 10.0000 0.196 90,120 1.0000 -1 -0.0011 -13,000 8.4263 -109,542 109,542 -21,515
531 0669.HK @TECHT5 HK 1.1814 7.0000 0.096 21,448 1.0000 -1 -0.0163 -139,000 11.7100 -1,627,689 1,627,689 -156,500
539 1878.T @DAITO2 JP 0.1895 5.0000 0.052 7,285 1.0000 -1 -0.0042 -3,800 111.2726 -422,836 422,836 -22,058
540 2884.TW @ESUNF1 TW 0.4925 4.0000 0.047 15,997 1.0000 -1 -0.0002 -22,000 1.0001 -22,002 22,002 -1,024
541 0012.HK @HENDE56 HK 0.7714 6.0000 0.070 4,287 1.0000 -1 -0.0026 -81,000 3.1623 -256,144 256,144 -17,955
548 CSL.AX @CSLNP2 AU 0.0907 1.0000 -0.005 76,275 -1.0000 0 0.0000 0 157.5242 0 0 -0
551 4521.T @KAKEN1 JP 0.0575 3.0000 0.036 1,183 1.0000 0 0.0000 0 25.7422 0 0 0
552 6586.T @MAKIT6 JP 1.2614 1.0000 0.009 8,600 1.0000 -1 -0.0030 -9,700 30.7107 -297,894 297,894 -2,645
553 2886.TW @MEGAF3 TW 0.3236 3.0000 0.028 20,247 1.0000 -1 -0.0002 -11,000 1.3650 -15,015 15,015 -417
554 5991.T @NHKSP2 JP 0.9665 2.0000 0.018 2,143 1.0000 -1 -0.0003 -2,300 10.9093 -25,091 25,091 -451
563 3692.T @FFRII1 JP 0.8081 3.0000 0.033 266 1.0000 0 0.0000 0 32.5237 0 0 0
564 6406.T @FUJIT25 JP 0.5361 1.0000 0.009 2,934 1.0000 -1 -0.0001 -300 39.5613 -11,868 11,868 -104
570 6971.T @KYOCE2 JP 0.6525 2.0000 0.023 18,239 1.0000 -1 -0.0006 -5,300 12.0753 -63,999 63,999 -1,482
581 6201.T @TOYOT13 JP 1.0196 4.0000 -0.038 29,084 -1.0000 0 0.0000 0 123.9707 0 0 -0
594 0220.HK @UNIPR8 HK 0.6262 6.0000 0.074 5,574 1.0000 -1 -0.0001 -8,000 1.2905 -10,324 10,324 -768
599 6326.T @KUBOT6 JP 0.9034 4.0000 0.037 13,009 1.0000 0 0.0000 0 11.3037 0 0 0
611 2585.T @LIFED1 JP -0.2578 7.0000 -0.096 647 -1.0000 0 -0.0000 0 12.3867 0 0 -0
614 9992.HK @POPMA2 HK 1.2693 4.0000 0.045 37,063 1.0000 -1 -0.0017 -6,000 27.5980 -165,588 165,588 -7,490
617 WOW.AX @WOOLW14 AU -0.1590 3.0000 0.025 25,144 1.0000 0 0.0000 0 20.5827 0 0 0
619 2730.T @EDION1 JP 0.1415 2.0000 0.017 1,196 1.0000 -1 -0.0002 -1,400 12.7119 -17,797 17,797 -295
624 6855.HK @ASCEN102 HK 1.5005 1.0000 -0.009 2,037 -1.0000 0 0.0000 0 6.2862 0 0 -0
630 058470.KQ @LEENO1 KR 0.7467 3.0000 -0.031 2,182 -1.0000 1 0.0002 527 28.6284 15,087 15,087 -464
631 8316.T @SUMIT21 JP 1.0669 1.0000 0.005 95,908 1.0000 -1 -0.0012 -4,900 24.6903 -120,983 120,983 -610
632 0551.HK @YUEYU3 HK 0.9190 4.0000 0.043 1,201 1.0000 -1 -0.0001 -8,500 1.5281 -12,989 12,989 -557
644 601390.SH @CHINA696 CN 0.7558 2.0000 0.020 7,083 1.0000 -1 0.0000 -99 0.7840 -78 78 -2
654 601333.SH @GUANG102 CN 0.7167 2.0000 -0.022 1,241 -1.0000 1 0.0000 78 0.4142 32 32 -1
661 600570.SH @HANGZ8 CN 1.9295 3.0000 0.024 5,484 1.0000 -1 0.0000 -80 3.6692 -294 294 -7
673 002250.ZK @LIANH4 CN 1.8115 3.0000 -0.030 812 -1.0000 1 0.0003 29,100 0.8906 25,918 25,918 -784
684 688025.SH @SHENZ288 CN 2.4089 NaN nan 568 NaN 1 -0.0000 85 6.9465 590 590 nan
703 603568.SH @ZHEJI195 CN 1.1141 2.0000 -0.012 2,420 -1.0000 1 0.0034 123,000 2.7301 335,803 335,803 -4,153
704 688772.SH @ZHUHA19 CN 2.0603 4.0000 -0.040 1,648 -1.0000 1 0.0000 68 1.8976 129 129 -5
709 300379.ZK @BEIJI135 CN 1.4100 NaN nan 485 NaN -1 -0.0000 -89 0.8685 -77 77 nan
714 300866.ZK @ANKER10 CN 1.7010 6.0000 -0.077 7,595 -1.0000 1 0.0000 9 14.2918 129 129 -10
743 000100.ZK @TCLCO2 CN 1.3134 3.0000 -0.034 11,367 -1.0000 1 0.0000 80 0.6053 48 48 -2
751 688041.SH @HYGON1 CN 1.2435 3.0000 0.024 18,775 1.0000 -1 0.0000 -61 19.2326 -1,173 1,173 -28
752 688599.SH @TRINA7 CN 1.7572 5.0000 -0.053 2,943 -1.0000 1 0.0000 89 1.9018 169 169 -9
753 603355.SH @KINGC7 CN 1.4933 4.0000 0.044 669 1.0000 -1 0.0000 -13 3.1512 -41 41 -2
756 688106.SH @SUZHO69 CN 1.5179 5.0000 -0.054 1,248 -1.0000 1 0.0000 48 2.5902 124 124 -7
763 000538.ZK @YUNNA10 CN 0.6365 1.0000 0.010 5,796 1.0000 -1 0.0000 -80 7.9230 -634 634 -7
785 601169.SH @BANKO53 CN 0.4486 1.0000 0.012 15,033 1.0000 -1 0.0000 -34 0.8671 -29 29 -0
787 002501.ZK @JILIN24 CN 2.0460 9.0000 -0.151 875 -1.0000 0 0.0000 0 0.3200 0 0 -0
796 688087.SH @SHAND206 CN 1.7079 4.0000 0.046 354 1.0000 -1 0.0000 -42 3.2565 -137 137 -6
811 000065.ZK @NORIN1 CN 1.3496 3.0000 0.027 791 1.0000 -1 0.0000 -70 1.5375 -108 108 -3
817 688696.SH @CHENG93 CN 2.0203 1.0000 -0.010 1,151 -1.0000 1 0.0015 9,100 16.4416 149,618 149,618 -1,520
829 601579.SH @KUAIJ1 CN 0.7099 8.0000 -0.107 510 -1.0000 1 0.0000 95 2.5930 246 246 -26
861 603063.SH @SHENZ257 CN 1.6868 5.0000 -0.053 1,638 -1.0000 1 0.0010 21,700 4.4601 96,785 96,785 -5,160
865 600104.SH @SAUTO1 CN 0.8283 1.0000 0.004 8,380 1.0000 -1 0.0000 -99 2.3353 -231 231 -1
876 300772.ZK @WINDE12 CN 1.6560 4.0000 -0.042 765 -1.0000 1 0.0018 120,000 1.5181 182,173 182,173 -7,671
925 600763.SH @BEIJI20 CN 1.5817 3.0000 0.027 1,699 1.0000 0 0.0000 0 5.7566 0 0 0
931 601988.SH @BANKO22 CN 0.1911 6.0000 0.080 164,070 1.0000 -1 0.0000 -40 0.7784 -31 31 -3
960 300351.ZK @ZHEJI146 CN 2.0743 1.0000 -0.004 795 -1.0000 1 0.0003 14,800 2.2038 32,616 32,616 -122
1032 300592.ZK @HUNAN61 CN 1.7309 9.0000 -0.144 496 -1.0000 0 0.0000 0 1.5901 0 0 -0
1034 600481.SH @JIANG48 CN 1.6396 10.0000 -0.235 669 -1.0000 0 0.0000 0 0.6372 0 0 -0
1057 VGI_n.BK @VGIGL2 TH 0.4375 3.0000 0.030 535 1.0000 -1 -0.0015 -2,225,500 0.0668 -148,772 148,772 -4,519
1062 KBANK_n.BK @KASIK3 TH 0.1632 1.0000 0.008 10,408 1.0000 -1 -0.0251 -502,800 4.9985 -2,513,236 2,513,236 -20,950
1065 GULF_n.BK @GULFE1 TH 0.1009 NaN nan 14,187 NaN -1 -0.0000 -13 1.4745 -19 19 nan
1070 DELTA_n.BK @DELTA60 TH 0.6014 8.0000 0.112 14,936 1.0000 0 0.0000 0 3.2361 0 0 0
1073 KTB_n.BK @KRUNG9 TH 0.3609 3.0000 0.031 4,281 1.0000 -1 -0.0071 -1,038,000 0.6806 -706,508 706,508 -22,248
1074 TTB_n.BK @THAIM13 TH 0.1021 3.0000 0.033 4,371 1.0000 -1 -0.0009 -1,580,700 0.0589 -93,180 93,180 -3,047
1082 TIDLOR_n.BK @NGERN1 TH -0.1427 4.0000 -0.041 704 -1.0000 0 -0.0000 0 0.2875 0 0 -0
1084 SCB_n.BK @SCBXP1 TH 0.2142 3.0000 0.029 12,380 1.0000 -1 -0.0001 -3,000 3.6767 -11,030 11,030 -323