total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -891,825 26,004,172 121 399,152,975 -0.002

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 10.0000 0.168 4,970 1.0000 -1 0.0000 -1,000 3.1918 -3,192 3,192 -537
22 2503.T @KIRIN8 JP 0.2248 1.0000 0.007 13,162 1.0000 -1 -0.0109 -75,800 14.4004 -1,091,554 1,091,554 -7,380
69 0267.HK @CITIC10 HK 1.4395 8.0000 0.121 10,008 1.0000 -1 0.0000 -1,000 1.2742 -1,274 1,274 -154
80 4523.T @EISAI2 JP 0.5201 1.0000 0.010 7,933 1.0000 -1 -0.0060 -22,000 27.2016 -598,436 598,436 -5,728
87 1378.HK @CHINA1377 HK 1.6319 9.0000 0.132 4,841 1.0000 -1 0.0000 -1,500 1.8615 -2,792 2,792 -368
89 2002.TW @CHINA152 TW 0.8762 5.0000 0.050 8,542 1.0000 -1 -0.0053 -776,000 0.6770 -525,330 525,330 -26,042
93 1415.HK @COWEL7 HK 2.3405 6.0000 0.072 725 1.0000 -1 -0.0005 -18,000 2.8024 -50,443 50,443 -3,614
99 2543.TW @HWANG2 TW 1.3015 1.0000 0.003 696 1.0000 -1 0.0000 -177 2.8313 -501 501 -1
103 8069.TWO @PRIME74 TW 0.8918 2.0000 0.012 7,076 1.0000 -1 -0.0029 -41,000 7.0032 -287,129 287,129 -3,383
107 2400.HK @XDINC1 HK 1.7177 9.0000 0.142 2,439 1.0000 -1 -0.0005 -10,600 4.9600 -52,576 52,576 -7,466
108 0763.HK @ZTECO2 HK 1.9526 10.0000 0.175 2,112 1.0000 -1 0.0000 -1,600 2.7960 -4,474 4,474 -784
110 1963.T @JGCCO1 JP 0.9291 2.0000 0.011 2,096 1.0000 -1 -0.0090 -111,700 8.0735 -901,811 901,811 -9,936
111 4114.T @NIPPO49 JP 0.5455 2.0000 -0.013 1,823 -1.0000 1 0.0103 88,100 11.6859 1,029,528 1,029,528 -13,592
112 8227.T @SHIMA7 JP 0.1359 5.0000 0.059 3,602 1.0000 0 0.0000 0 70.7046 0 0 0
120 7211.T @MITSU97 JP 0.8474 1.0000 0.003 2,448 1.0000 -1 -0.0015 -50,400 3.0470 -153,570 153,570 -424
133 6618.HK @JDHEA1 HK 2.0925 9.0000 0.140 5,547 1.0000 -1 0.0000 -150 5.2537 -788 788 -111
138 4452.T @KAOCO2 JP 0.2832 3.0000 0.031 20,722 1.0000 -1 -0.0032 -7,100 44.4780 -315,793 315,793 -9,805
139 4911.T @SHISE2 JP 0.8844 3.0000 0.023 6,403 1.0000 -1 -0.0022 -13,900 16.0067 -222,494 222,494 -5,112
153 1952.HK @EVERE39 HK 1.8034 2.0000 0.015 1,782 1.0000 -1 -0.0011 -21,000 5.4516 -114,483 114,483 -1,734
154 1833.HK @PAGOO1 HK 1.9738 8.0000 0.103 900 1.0000 -1 0.0000 -977 0.8860 -866 866 -90
155 2013.HK @WEIMO2 HK 3.0485 1.0000 0.008 822 1.0000 -1 -0.0002 -81,000 0.2273 -18,408 18,408 -156
156 6979.HK @ZJLDG1 HK 1.7796 5.0000 0.050 2,890 1.0000 -1 -0.0007 -79,600 0.8528 -67,887 67,887 -3,389
168 0189.HK @DONGY26 HK 1.5742 7.0000 0.082 1,885 1.0000 -1 -0.0003 -30,000 1.1452 -34,356 34,356 -2,818
169 0998.HK @CHINA536 HK 0.7435 9.0000 0.132 8,208 1.0000 -1 0.0000 -1,000 0.8618 -862 862 -114
172 2380.HK @CHINA318 HK 0.5926 4.0000 0.042 1,741 1.0000 -1 -0.0014 -356,000 0.4022 -143,171 143,171 -5,990
173 0002.HK @CLPHO3 HK 0.1800 7.0000 0.090 15,502 1.0000 -1 -0.0059 -69,000 8.5221 -588,023 588,023 -52,814
174 5871.TW @CHAIL1 TW 1.1133 1.0000 0.001 7,190 1.0000 -1 -0.0030 -70,000 4.2853 -299,968 299,968 -380
177 2327.TW @YAGEO2 TW 0.8569 3.0000 0.030 7,814 1.0000 -1 -0.0013 -8,000 16.0406 -128,324 128,324 -3,907
178 1803.T @SHIMI2 JP 0.3143 3.0000 0.029 6,615 1.0000 -1 -0.0012 -10,900 11.1212 -121,222 121,222 -3,527
181 3288.T @OPENH1 JP 0.2555 6.0000 0.064 5,167 1.0000 -1 -0.0040 -9,400 42.8156 -402,466 402,466 -25,567
182 1925.T @DAIWA17 JP 0.2848 3.0000 0.026 22,750 1.0000 -1 -0.0002 -500 34.4965 -17,248 17,248 -444
183 1303.TW @NANYA7 TW 0.9001 2.0000 0.013 6,018 1.0000 -1 -0.0022 -217,000 1.0255 -222,525 222,525 -2,932
184 0019.HK @SWIRE4 HK 0.5541 4.0000 0.044 2,892 1.0000 -1 -0.0121 -141,000 8.6051 -1,213,314 1,213,314 -53,677
186 3291.T @IIDAG1 JP 0.4123 2.0000 0.018 3,215 1.0000 -1 -0.0037 -25,900 14.1549 -366,613 366,613 -6,515
187 6460.T @SEGAS1 JP 0.4212 5.0000 0.051 3,248 1.0000 -1 -0.0056 -29,100 19.3175 -562,139 562,139 -28,740
191 8252.T @MARUI3 JP 0.1813 1.0000 0.007 4,426 1.0000 -1 -0.0045 -21,100 21.2114 -447,560 447,560 -2,964
197 SCIL.SI @SEMBC3 SG 0.3517 2.0000 0.013 9,131 1.0000 -1 -0.0035 -68,900 5.1078 -351,930 351,930 -4,746
204 7550.T @ZENSH1 JP 0.4934 1.0000 0.003 5,632 1.0000 -1 -0.0032 -5,700 56.5146 -322,133 322,133 -1,056
207 4816.T @TOEIA1 JP 0.0903 5.0000 0.052 2,160 1.0000 -1 -0.0013 -6,000 21.8848 -131,309 131,309 -6,782
224 4324.T @DENTS4 JP 0.8140 4.0000 0.038 5,045 1.0000 -1 -0.0047 -21,700 21.8146 -473,377 473,377 -17,833
225 2433.T @HAKUH1 JP 0.5007 4.0000 0.035 2,534 1.0000 0 -0.0000 0 7.9332 0 0 0
226 7733.T @OLYMP17 JP 0.6843 5.0000 0.052 14,969 1.0000 -1 -0.0049 -38,800 12.7100 -493,148 493,148 -25,482
227 4536.T @SANTE4 JP 0.1863 1.0000 0.003 3,769 1.0000 -1 -0.0036 -32,600 11.0195 -359,237 359,237 -1,242
230 8111.T @GOLDW3 JP 0.6045 2.0000 0.017 2,781 1.0000 -1 -0.0012 -2,000 58.6119 -117,224 117,224 -2,009
232 CWY.AX @TRANS215 AU 0.0785 1.0000 -0.010 3,914 -1.0000 1 0.0046 264,906 1.7535 464,521 464,521 -4,567
237 4613.T @KANSA20 JP 0.4043 1.0000 -0.007 2,605 -1.0000 0 0.0000 0 14.6389 0 0 -0
251 4543.T @TERUM2 JP 0.4543 3.0000 0.025 27,972 1.0000 -1 -0.0014 -7,300 18.8931 -137,920 137,920 -3,395
268 0853.HK @MICRO183 HK 2.7996 1.0000 0.008 1,157 1.0000 -1 -0.0005 -61,900 0.8567 -53,028 53,028 -415
275 1812.T @KAJIM3 JP 0.6937 4.0000 0.046 13,323 1.0000 -1 -0.0037 -14,500 25.2025 -365,437 365,437 -16,760
286 7202.T @ISUZU2 JP 0.6647 3.0000 0.024 7,509 1.0000 -1 -0.0001 -1,100 13.4921 -14,841 14,841 -353
288 9468.T @KADOK3 JP 0.2878 2.0000 0.021 3,289 1.0000 -1 -0.0004 -1,500 26.9211 -40,382 40,382 -829
290 1821.HK @ESRAA1 HK 0.3486 2.0000 0.012 5,778 1.0000 -1 -0.0078 -478,200 1.6393 -783,915 783,915 -9,160
294 4661.T @ORIEN41 JP 0.1831 5.0000 0.061 29,504 1.0000 -1 -0.0035 -16,100 21.8497 -351,780 351,780 -21,494
304 5880.TW @TWCOO1 TW 0.3937 7.0000 0.085 12,566 1.0000 -1 -0.0055 -670,000 0.8254 -552,999 552,999 -47,237
319 CTDM.SI @CITYD3 SG 0.5922 3.0000 0.034 1,785 1.0000 0 0.0000 0 3.7141 0 0 0
340 2899.HK @FUJIA23 HK 1.3677 7.0000 0.090 14,313 1.0000 0 0.0000 0 2.3900 0 0 0
341 3606.HK @FUYAO3 HK 0.8613 7.0000 0.093 4,632 1.0000 0 0.0000 0 7.6348 0 0 0
343 2317.TW @HONHA4 TW 1.1803 2.0000 0.014 71,343 1.0000 -1 -0.0027 -53,000 5.1356 -272,189 272,189 -3,820
345 4912.T @LIONC3 JP 0.2431 3.0000 0.030 3,084 1.0000 -1 -0.0017 -15,200 11.0230 -167,550 167,550 -5,091
347 2343.HK @PACIF111 HK 1.1501 4.0000 0.041 1,088 1.0000 -1 -0.0020 -812,000 0.2400 -194,898 194,898 -8,051
350 2809.T @QPCOR2 JP 0.0814 4.0000 0.044 2,688 1.0000 0 0.0000 0 22.6142 0 0 0
358 1818.HK @ZHAOJ1 HK 0.8521 6.0000 0.067 5,871 1.0000 0 0.0000 0 2.5790 0 0 0
359 5482.T @AICHI5 JP 0.9378 1.0000 0.003 564 1.0000 -1 -0.0005 -900 52.7479 -47,473 47,473 -161
381 9603.T @HISCO10 JP 0.5572 5.0000 -0.050 875 -1.0000 0 -0.0000 0 10.9564 0 0 -0
382 1942.T @KANDE3 JP 0.2475 4.0000 0.044 2,267 1.0000 0 0.0000 0 20.4538 0 0 0
387 6594.T @NIDEC6 JP 1.2035 1.0000 0.001 22,648 1.0000 -1 -0.0018 -9,400 18.9913 -178,519 178,519 -188
391 6845.T @YAMAT10 JP 0.6389 1.0000 0.006 4,894 1.0000 -1 -0.0010 -11,500 8.7294 -100,388 100,388 -581
397 1787.HK @SHAND172 HK 0.8770 6.0000 0.062 2,769 1.0000 0 0.0000 0 3.2237 0 0 0
412 2377.TW @MICRO63 TW 0.7618 1.0000 -0.003 3,775 -1.0000 1 0.0004 9,000 4.4687 40,218 40,218 -124
425 0027.HK @KWAHC2 HK 1.4475 4.0000 0.041 13,680 1.0000 -1 -0.0030 -75,000 4.0089 -300,666 300,666 -12,265
439 7259.T @AISIN1 JP 0.8192 2.0000 0.019 8,129 1.0000 -1 -0.0002 -1,900 12.5592 -23,862 23,862 -452
440 LTEH.NS @LTTEC1 IN 0.3012 2.0000 0.018 1,448 1.0000 0 0.0000 0 52.6118 0 0 0
451 2345.TW @ACCTO2 TW 0.8435 1.0000 0.002 12,498 1.0000 -1 -0.0053 -22,000 24.2109 -532,640 532,640 -1,042
452 4063.T @SHINE6 JP 0.9344 1.0000 0.006 63,212 1.0000 -1 -0.0049 -15,300 31.8451 -487,230 487,230 -3,132
464 MTS.AX @METCA2 AU 0.2612 1.0000 -0.008 2,412 -1.0000 1 0.0017 75,323 2.1952 165,346 165,346 -1,333
487 3141.T @GROWE6 JP 0.2696 3.0000 0.030 1,803 1.0000 0 0.0000 0 17.5429 0 0 0
488 0175.HK @GUORU1 HK 1.8778 6.0000 0.064 17,508 1.0000 -1 -0.0039 -152,000 2.5917 -393,943 393,943 -25,334
490 HZNC.NS @HINDU8 IN 0.5854 1.0000 0.001 8,203 1.0000 0 0.0000 0 5.2471 0 0 0
498 6141.T @MORIS3 JP 1.2357 2.0000 -0.014 2,970 -1.0000 1 0.0003 1,200 20.8677 25,041 25,041 -360
501 5929.T @SANWA12 JP 0.9286 2.0000 0.015 8,251 1.0000 -1 -0.0007 -2,000 36.3483 -72,697 72,697 -1,113
502 4204.T @SEKIS5 JP 0.5813 1.0000 0.002 7,634 1.0000 -1 -0.0003 -1,700 17.3289 -29,459 29,459 -59
508 4503.T @YAMAN6 JP 0.4124 2.0000 0.021 17,682 1.0000 -1 -0.0017 -16,900 9.7710 -165,130 165,130 -3,537
514 9613.T @NTTDA3 JP 0.7736 4.0000 0.038 16,473 1.0000 -1 -0.0020 -7,100 27.9662 -198,560 198,560 -7,504
517 0669.HK @TECHT5 HK 1.1814 8.0000 0.106 21,186 1.0000 -1 -0.0097 -84,000 11.5670 -971,631 971,631 -103,124
519 4151.T @KYOWA7 JP 0.0158 3.0000 0.028 8,121 1.0000 -1 -0.0019 -12,600 15.4491 -194,659 194,659 -5,528
525 1878.T @DAITO2 JP 0.1895 3.0000 0.025 7,516 1.0000 -1 -0.0045 -3,900 114.7897 -447,680 447,680 -11,014
526 2884.TW @ESUNF1 TW 0.4925 6.0000 0.071 16,030 1.0000 -1 -0.0002 -22,000 1.0021 -22,047 22,047 -1,560
527 0012.HK @HENDE56 HK 0.7714 9.0000 0.164 4,206 1.0000 -1 -0.0022 -71,000 3.1024 -220,272 220,272 -36,165
536 6586.T @MAKIT6 JP 1.2614 4.0000 0.042 8,412 1.0000 -1 -0.0009 -3,100 30.0424 -93,132 93,132 -3,900
537 5991.T @NHKSP2 JP 0.9665 1.0000 0.000 2,191 1.0000 -1 -0.0003 -2,300 11.1563 -25,660 25,660 -8
543 WDS.AX @WOODS5 AU 0.6122 6.0000 -0.062 26,611 -1.0000 0 0.0000 0 14.0153 0 0 -0
545 2603.TW @EVERG16 TW 0.7963 5.0000 0.055 18,483 1.0000 -1 -0.0042 -49,000 8.5372 -418,322 418,322 -23,212
552 6971.T @KYOCE2 JP 0.6525 3.0000 0.025 18,165 1.0000 -1 -0.0003 -2,100 12.0261 -25,255 25,255 -642
553 8306.T @MITSU52 JP 1.0101 4.0000 0.043 164,427 1.0000 -1 -0.0038 -28,000 13.6254 -381,510 381,510 -16,520
567 8304.T @AOZOR1 JP 0.9164 1.0000 0.006 2,019 1.0000 -1 -0.0009 -6,400 14.4425 -92,432 92,432 -593
575 0220.HK @UNIPR8 HK 0.6262 7.0000 0.084 5,614 1.0000 -1 -0.0001 -8,000 1.2997 -10,398 10,398 -872
577 8253.T @CREDI113 JP 0.9279 1.0000 0.000 5,017 1.0000 -1 -0.0004 -1,600 27.0543 -43,287 43,287 -17
580 8309.T @MITSU54 JP 0.8532 1.0000 0.003 18,682 1.0000 -1 -0.0101 -38,700 26.1916 -1,013,613 1,013,613 -2,632
590 6920.T @LASER19 JP 1.2850 1.0000 -0.006 9,365 -1.0000 1 0.0022 2,200 99.3231 218,511 218,511 -1,373
593 9992.HK @POPMA2 HK 1.2693 4.0000 0.045 37,686 1.0000 -1 -0.0022 -8,000 28.0622 -224,498 224,498 -10,137
600 NAB.AX @NATLA14 AU 0.2113 3.0000 -0.025 74,984 -1.0000 0 0.0000 0 24.4845 0 0 -0
606 058470.KQ @LEENO1 KR 0.7467 2.0000 -0.017 2,201 -1.0000 1 0.0005 1,833 28.8860 52,948 52,948 -914
608 0551.HK @YUEYU3 HK 0.9190 6.0000 0.062 1,178 1.0000 -1 -0.0002 -12,500 1.4989 -18,736 18,736 -1,163
609 CMLT.SI @CAPIT88 SG NaN NaN nan 11,794 NaN -1 -0.0000 -16 1.6118 -26 26 nan
610 APA.AX @AUSTP9 AU 0.0885 1.0000 -0.008 6,888 -1.0000 1 0.0013 25,011 5.2801 132,060 132,060 -1,009
622 2609.TW @YANGM3 TW 0.9662 2.0000 0.019 9,747 1.0000 -1 -0.0001 -5,000 2.7913 -13,956 13,956 -262
625 6855.HK @ASCEN102 HK 1.5005 3.0000 -0.024 2,091 -1.0000 0 0.0000 0 6.4538 0 0 -0
635 8795.T @TDHOL2 JP 1.0553 1.0000 0.006 12,325 1.0000 -1 -0.0001 -600 22.6563 -13,594 13,594 -85
650 601390.SH @CHINA696 CN 0.7558 3.0000 0.031 7,021 1.0000 -1 0.0000 -99 0.7771 -77 77 -2
660 601333.SH @GUANG102 CN 0.7167 1.0000 -0.006 1,235 -1.0000 1 0.0000 78 0.4122 32 32 -0
667 600570.SH @HANGZ8 CN 1.9295 4.0000 0.040 5,307 1.0000 -1 0.0000 -80 3.5512 -284 284 -11
688 688025.SH @SHENZ288 CN 2.4089 NaN nan 558 NaN 1 -0.0000 85 6.8239 580 580 nan
707 603568.SH @ZHEJI195 CN 1.1141 1.0000 -0.005 2,408 -1.0000 1 0.0033 123,000 2.7170 334,196 334,196 -1,672
708 688772.SH @ZHUHA19 CN 2.0603 3.0000 -0.033 1,627 -1.0000 1 0.0000 68 1.8745 127 127 -4
713 300379.ZK @BEIJI135 CN 1.4100 NaN nan 476 NaN -1 -0.0000 -89 0.8523 -76 76 nan
718 300866.ZK @ANKER10 CN 1.7010 6.0000 -0.078 7,714 -1.0000 1 0.0000 9 14.5169 131 131 -10
756 688599.SH @TRINA7 CN 1.7572 5.0000 -0.059 2,903 -1.0000 1 0.0000 89 1.8759 167 167 -10
757 603355.SH @KINGC7 CN 1.4933 5.0000 0.053 655 1.0000 -1 0.0000 -13 3.0847 -40 40 -2
760 688106.SH @SUZHO69 CN 1.5179 2.0000 -0.016 1,187 -1.0000 1 0.0000 48 2.4636 118 118 -2
763 603013.SH @YAPPA1 CN 1.4805 2.0000 -0.011 303 -1.0000 1 0.0009 31,900 2.8117 89,695 89,695 -967
767 000538.ZK @YUNNA10 CN 0.6365 3.0000 0.024 5,764 1.0000 -1 0.0000 -80 7.8796 -630 630 -15
789 601169.SH @BANKO53 CN 0.4486 1.0000 0.003 15,163 1.0000 -1 0.0000 -34 0.8746 -30 30 -0
799 688087.SH @SHAND206 CN 1.7079 4.0000 0.038 349 1.0000 -1 0.0000 -42 3.2184 -135 135 -5
814 000065.ZK @NORIN1 CN 1.3496 5.0000 0.056 760 1.0000 -1 0.0000 -70 1.4776 -103 103 -6
820 688696.SH @CHENG93 CN 2.0203 2.0000 -0.013 1,138 -1.0000 1 0.0015 9,100 16.2591 147,958 147,958 -1,939
831 002241.ZK @GOERT1 CN 1.8634 2.0000 0.013 8,745 1.0000 -1 0.0000 -80 2.9510 -236 236 -3
832 601579.SH @KUAIJ1 CN 0.7099 6.0000 -0.077 531 -1.0000 1 0.0000 95 2.7003 257 257 -20
863 603063.SH @SHENZ257 CN 1.6868 3.0000 -0.025 1,553 -1.0000 1 0.0009 20,500 4.2281 86,675 86,675 -2,182
867 600104.SH @SAUTO1 CN 0.8283 1.0000 0.001 8,430 1.0000 -1 0.0000 -99 2.3494 -233 233 -0
878 300772.ZK @WINDE12 CN 1.6560 3.0000 -0.027 737 -1.0000 1 0.0017 118,700 1.4637 173,737 173,737 -4,712
891 002050.ZK @ZHEJI51 CN 1.9111 2.0000 -0.015 7,745 -1.0000 0 0.0000 0 3.7727 0 0 -0
901 600997.SH @KAILU1 CN 0.8950 8.0000 -0.115 676 -1.0000 0 0.0000 0 0.8189 0 0 -0
909 300308.ZK @SHAND103 CN 2.2599 5.0000 0.056 12,585 1.0000 -1 0.0000 -44 12.7942 -563 563 -32
925 600276.SH @JIANG24 CN 0.8407 2.0000 0.015 29,534 1.0000 -1 -0.0009 -11,200 7.5899 -85,007 85,007 -1,307
930 601988.SH @BANKO22 CN 0.1911 7.0000 0.101 163,491 1.0000 -1 0.0000 -40 0.7757 -31 31 -3
1001 000011.ZK @SHNPR1 CN 1.1103 8.0000 -0.110 213 -1.0000 0 -0.0000 0 1.1531 0 0 -0
1059 VGI_n.BK @VGIGL2 TH 0.4375 3.0000 0.029 546 1.0000 -1 -0.0015 -2,225,500 0.0683 -151,995 151,995 -4,448
1064 KBANK_n.BK @KASIK3 TH 0.1632 7.0000 0.091 10,505 1.0000 -1 -0.0112 -221,600 5.0454 -1,118,056 1,118,056 -101,571
1065 BCP_n.BK @BANGC1 TH 0.2729 2.0000 -0.016 1,254 -1.0000 0 -0.0000 0 1.1383 0 0 -0
1067 GULF_n.BK @GULFE1 TH 0.1009 NaN nan 14,187 NaN -1 -0.0000 -13 1.4745 -19 19 nan
1074 KTB_n.BK @KRUNG9 TH 0.3609 3.0000 0.030 4,392 1.0000 -1 -0.0072 -1,035,500 0.6984 -723,145 723,145 -21,761
1075 TTB_n.BK @THAIM13 TH 0.1021 5.0000 0.049 4,426 1.0000 -1 -0.0006 -930,000 0.0597 -55,505 55,505 -2,704
1083 TIDLOR_n.BK @NGERN1 TH -0.1427 4.0000 -0.036 704 -1.0000 0 -0.0000 0 0.2875 0 0 -0