total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -796,596 25,575,588 118 402,776,151 -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 1.6622 9.0000 0.163 5,050 1.0000 -1 0.0000 -1,000 3.2430 -3,243 3,243 -529
18 1519.HK @JTGLO1 HK 1.4741 3.0000 0.033 6,387 1.0000 -1 -0.0008 -90,600 0.8665 -78,505 78,505 -2,560
25 1795.TW @LOTUS3 TW 0.8056 2.0000 0.016 1,283 1.0000 -1 -0.0028 -36,000 7.7838 -280,216 280,216 -4,468
44 SATS.SI @SINGA36 SG 0.6383 3.0000 -0.025 3,650 -1.0000 0 0.0000 0 2.4412 0 0 -0
63 VEA.AX @VIVAE2 AU 0.7261 8.0000 -0.126 1,476 -1.0000 0 -0.0000 0 1.2871 0 0 -0
69 0267.HK @CITIC10 HK 1.4336 2.0000 0.021 10,789 1.0000 -1 -0.0018 -133,000 1.3737 -182,697 182,697 -3,808
87 1378.HK @CHINA1377 HK 1.6116 7.0000 0.092 5,037 1.0000 -1 0.0000 -1,500 1.9369 -2,905 2,905 -267
89 2002.TW @CHINA152 TW 0.8860 2.0000 0.017 8,178 1.0000 -1 -0.0050 -776,000 0.6481 -502,920 502,920 -8,725
103 1101.TW @TAIWA69 TW 0.4939 3.0000 0.022 6,849 1.0000 -1 -0.0034 -377,000 0.9070 -341,937 341,937 -7,606
105 2400.HK @XDINC1 HK 1.6932 7.0000 0.084 2,613 1.0000 -1 -0.0006 -10,600 5.3137 -56,325 56,325 -4,759
106 0763.HK @ZTECO2 HK 1.9305 8.0000 0.110 2,296 1.0000 -1 0.0000 -1,600 3.0391 -4,863 4,863 -534
117 6417.T @SANKY14 JP 0.4557 1.0000 0.002 4,251 1.0000 -1 -0.0039 -22,800 17.2124 -392,443 392,443 -802
124 3661.TW @ALCHI2 TW 0.9217 3.0000 0.030 7,442 1.0000 -1 -0.0018 -2,000 92.0358 -184,072 184,072 -5,582
128 6618.HK @JDHEA1 HK 2.0594 9.0000 0.144 5,544 1.0000 -1 0.0000 -150 5.2500 -787 787 -114
133 4452.T @KAOCO2 JP 0.3062 3.0000 0.024 21,844 1.0000 -1 -0.0011 -2,300 46.8863 -107,839 107,839 -2,603
137 6508.T @MEIDE2 JP 1.2147 2.0000 -0.020 1,463 -1.0000 1 0.0013 3,800 34.1966 129,947 129,947 -2,610
147 1833.HK @PAGOO1 HK 1.9186 8.0000 0.117 935 1.0000 -1 0.0000 -977 0.9200 -899 899 -106
149 6979.HK @ZJLDG1 HK 1.7569 1.0000 0.009 2,798 1.0000 -1 -0.0000 -1,600 0.8257 -1,321 1,321 -12
150 1928.T @SEKIS8 JP 0.5224 1.0000 0.008 14,147 1.0000 -1 -0.0094 -44,100 21.3340 -940,828 940,828 -7,809
153 4612.T @NIPPO90 JP 1.3295 1.0000 -0.001 8,447 -1.0000 1 0.0027 34,700 7.9181 274,759 274,759 -401
160 0189.HK @DONGY26 HK 1.5608 3.0000 0.026 2,051 1.0000 -1 -0.0004 -30,000 1.1838 -35,514 35,514 -934
161 0998.HK @CHINA536 HK 0.7600 7.0000 0.081 8,823 1.0000 -1 -0.0006 -61,000 0.9264 -56,510 56,510 -4,580
164 2380.HK @CHINA318 HK 0.6025 7.0000 0.080 1,738 1.0000 0 0.0000 0 0.4014 0 0 0
165 0002.HK @CLPHO3 HK 0.1801 8.0000 0.127 15,356 1.0000 -1 -0.0003 -3,000 8.4420 -25,326 25,326 -3,220
166 5871.TW @CHAIL1 TW 1.1430 6.0000 0.072 6,866 1.0000 -1 -0.0022 -53,000 4.0923 -216,894 216,894 -15,537
169 2327.TW @YAGEO2 TW 0.8826 4.0000 0.042 8,088 1.0000 -1 -0.0013 -8,000 16.6032 -132,826 132,826 -5,611
170 1803.T @SHIMI2 JP 0.3127 1.0000 0.000 6,703 1.0000 -1 -0.0007 -6,300 11.2686 -70,992 70,992 -10
173 3288.T @OPENH1 JP 0.2496 4.0000 0.035 5,185 1.0000 -1 -0.0038 -8,900 42.9653 -382,391 382,391 -13,378
175 0019.HK @SWIRE4 HK 0.5720 4.0000 0.036 2,945 1.0000 -1 -0.0112 -127,000 8.7924 -1,116,640 1,116,640 -40,434
178 6460.T @SEGAS1 JP 0.4545 2.0000 0.013 3,430 1.0000 -1 -0.0050 -24,300 20.4004 -495,730 495,730 -6,315
180 6952.T @CASIO5 JP 0.5344 2.0000 -0.017 1,767 -1.0000 1 0.0072 96,800 7.4340 719,616 719,616 -12,589
187 6724.T @SEIKO5 JP 0.7455 1.0000 -0.010 4,865 -1.0000 1 0.0065 49,700 13.0217 647,177 647,177 -6,644
194 4816.T @TOEIA1 JP 0.0367 2.0000 0.012 2,242 1.0000 -1 -0.0012 -5,200 22.7171 -118,129 118,129 -1,458
207 4324.T @DENTS4 JP 0.8384 4.0000 0.043 4,911 1.0000 -1 -0.0018 -8,600 21.2372 -182,640 182,640 -7,777
209 4536.T @SANTE4 JP 0.1973 1.0000 0.003 3,929 1.0000 -1 -0.0019 -16,200 11.4865 -186,081 186,081 -491
227 6055.HK @CHINA2407 HK 1.4294 3.0000 0.031 838 1.0000 -1 -0.0062 -144,000 4.3261 -622,964 622,964 -19,431
243 CAST.NS @CASTR8 IN 0.3359 1.0000 -0.005 1,262 -1.0000 1 0.0043 164,361 2.6045 428,083 428,083 -2,182
256 1821.HK @ESRAA1 HK 0.3212 3.0000 0.027 5,759 1.0000 -1 -0.0081 -498,400 1.6336 -814,191 814,191 -21,825
261 6753.T @SHARP18 JP 0.8190 2.0000 -0.021 1,134 -1.0000 0 0.0000 0 4.7121 0 0 -0
268 5880.TW @TWCOO1 TW 0.4077 6.0000 0.061 12,359 1.0000 -1 -0.0054 -670,000 0.8118 -543,897 543,897 -33,173
277 7013.T @ISHIK5 JP 1.1334 1.0000 0.007 16,393 1.0000 -1 -0.0032 -3,000 105.9784 -317,935 317,935 -2,299
286 6865.HK @FLATG7 HK 1.8836 2.0000 -0.018 459 -1.0000 1 0.0002 16,000 1.0946 17,514 17,514 -316
299 2317.TW @HONHA4 TW 1.2306 6.0000 0.073 72,164 1.0000 -1 -0.0035 -68,000 5.1948 -353,244 353,244 -25,634
301 4912.T @LIONC3 JP 0.1713 2.0000 0.020 3,002 1.0000 -1 -0.0019 -17,400 10.7292 -186,689 186,689 -3,671
307 SOL.AX @SOULP2 AU 0.2282 1.0000 0.009 7,054 1.0000 -1 -0.0003 -1,211 25.9116 -31,379 31,379 -289
340 2330.TW @TAIWA91 TW 0.7177 2.0000 -0.011 905,311 -1.0000 1 0.0133 38,000 34.9101 1,326,585 1,326,585 -14,024
351 2377.TW @MICRO63 TW 0.7855 2.0000 -0.019 4,064 -1.0000 1 0.0004 9,000 4.8106 43,295 43,295 -834
369 9020.T @EASTJ2 JP 0.1296 3.0000 0.024 23,645 1.0000 0 0.0000 0 20.8430 0 0 0
387 6701.T @NECCO8 JP 0.8952 2.0000 0.011 36,869 1.0000 -1 -0.0067 -24,800 27.0253 -670,229 670,229 -7,099
389 3264.TWO @ARDEN7 TW 0.7976 1.0000 -0.002 1,223 -1.0000 1 0.0039 146,000 2.6826 391,655 391,655 -712
392 MTS.AX @METCA2 AU 0.2672 3.0000 -0.022 2,513 -1.0000 1 0.0021 89,731 2.2875 205,257 205,257 -4,449
405 3323.HK @CHINA412 HK 1.8260 7.0000 0.087 1,695 1.0000 0 0.0000 0 0.4562 0 0 0
420 4204.T @SEKIS5 JP 0.5755 1.0000 0.004 7,567 1.0000 -1 -0.0003 -1,700 17.1778 -29,202 29,202 -123
427 7278.T @EXEDY1 JP 0.5233 3.0000 -0.032 1,281 -1.0000 0 -0.0000 0 28.3531 0 0 -0
435 1878.T @DAITO2 JP 0.2020 3.0000 0.026 7,131 1.0000 -1 -0.0004 -400 108.9174 -43,567 43,567 -1,129
436 2884.TW @ESUNF1 TW 0.5192 4.0000 0.039 16,672 1.0000 -1 -0.0002 -22,000 1.0423 -22,930 22,930 -893
452 1024.HK @KUAIS1 HK 2.1958 2.0000 0.016 22,604 1.0000 -1 -0.0033 -42,000 7.8367 -329,143 329,143 -5,300
468 0220.HK @UNIPR8 HK 0.6252 6.0000 0.060 5,526 1.0000 -1 -0.0001 -8,000 1.2794 -10,235 10,235 -610
470 8253.T @CREDI113 JP 0.9424 1.0000 0.007 5,271 1.0000 -1 -0.0001 -500 28.4223 -14,211 14,211 -94
472 8309.T @MITSU54 JP 0.8607 6.0000 0.073 18,882 1.0000 0 0.0000 0 26.4721 0 0 0
473 035420.KS @NHNCO1 KR 0.4737 2.0000 -0.013 23,397 -1.0000 1 0.0046 3,118 147.6745 460,449 460,449 -5,907
481 9992.HK @POPMA2 HK 1.1874 2.0000 0.015 44,288 1.0000 -1 -0.0046 -14,000 32.9780 -461,692 461,692 -6,888
487 2891.TW @CHINA244 TW 0.6293 6.0000 0.066 27,904 1.0000 -1 -0.0111 -785,000 1.4198 -1,114,535 1,114,535 -73,422
489 058470.KQ @LEENO1 KR 0.7851 5.0000 -0.052 2,704 -1.0000 1 0.0035 9,972 35.4788 353,795 353,795 -18,259
490 CMLT.SI @CAPIT88 SG NaN NaN nan 11,946 NaN -1 -0.0000 -16 1.6327 -26 26 nan
491 APA.AX @AUSTP9 AU 0.0956 1.0000 -0.004 7,056 -1.0000 1 0.0047 85,957 5.4091 464,951 464,951 -1,673
493 9009.T @KEISE2 JP 0.4348 1.0000 -0.009 4,977 -1.0000 1 0.0007 6,900 9.6228 66,397 66,397 -626
498 1299.HK @AIAGR1 HK 1.4156 7.0000 0.080 94,406 1.0000 0 0.0000 0 8.8816 0 0 0
500 5803.T @FUJIK9 JP 1.7862 5.0000 0.055 14,075 1.0000 0 0.0000 0 47.5710 0 0 0
508 1662.T @JAPAN231 JP 0.9169 2.0000 -0.011 1,107 -1.0000 1 0.0001 1,800 6.9500 12,510 12,510 -137
511 7974.T @NINTE2 JP 0.6017 2.0000 0.011 108,714 1.0000 -1 -0.0014 -1,700 83.7108 -142,308 142,308 -1,498
513 005930.KS @SAMSU48 KR 0.5383 3.0000 -0.025 245,819 -1.0000 1 0.0024 5,424 43.7116 237,092 237,092 -5,903
515 8473.T @SOFTB11 JP 1.0306 3.0000 0.025 9,368 1.0000 -1 -0.0028 -9,200 30.9118 -284,389 284,389 -7,084
516 EVN.AX @WESTO5 AU 0.6121 3.0000 0.032 11,157 1.0000 0 0.0000 0 5.5720 0 0 0
517 0386.HK @CHINA212 HK 0.7367 8.0000 0.121 11,822 1.0000 -1 -0.0002 -30,000 0.5237 -15,712 15,712 -1,898
519 066570.KS @LGELE11 KR 0.5080 3.0000 -0.028 5,789 -1.0000 1 0.0004 691 54.4180 37,603 37,603 -1,065
523 9831.T @YAMAD5 JP 0.1787 1.0000 0.009 2,729 1.0000 -1 -0.0004 -13,800 3.0345 -41,876 41,876 -360
524 ALQ.AX @CAMPB10 AU 0.4807 1.0000 -0.003 5,505 -1.0000 1 0.0009 8,062 10.8834 87,742 87,742 -237
531 0177.HK @JIANG6 HK 0.1800 3.0000 0.029 1,666 1.0000 -1 -0.0001 -8,000 1.3635 -10,908 10,908 -316
532 2702.T @MCDON11 JP 0.1670 4.0000 0.045 3,616 1.0000 0 0.0000 0 41.8381 0 0 0
545 2020.HK @ANTAS1 HK 1.5405 8.0000 0.101 16,485 1.0000 -1 -0.0035 -28,000 12.4942 -349,837 349,837 -35,189
546 3328.HK @BANKO15 HK 0.7408 7.0000 0.097 32,301 1.0000 0 0.0000 0 0.9226 0 0 0
547 1093.HK @CHINA170 HK 1.2728 3.0000 0.032 11,061 1.0000 -1 -0.0007 -60,000 1.1570 -69,422 69,422 -2,191
549 9983.T @FASTR4 JP 0.5103 4.0000 0.045 101,582 1.0000 0 0.0000 0 336.0188 0 0 0
554 5802.T @SUMIT35 JP 1.2175 1.0000 0.004 16,452 1.0000 -1 -0.0002 -1,100 20.7220 -22,794 22,794 -89
566 SUN.AX @PROMI6 AU 0.2246 1.0000 -0.005 15,322 -1.0000 0 0.0000 0 14.1484 0 0 -0
568 BSL.AX @BLUES9 AU 0.6354 1.0000 0.002 6,726 1.0000 0 0.0000 0 15.3345 0 0 0
572 6920.T @LASER19 JP 1.3639 4.0000 -0.044 9,715 -1.0000 0 0.0000 0 103.0393 0 0 -0
574 3690.HK @MEITU5 HK 1.7758 7.0000 0.090 101,761 1.0000 -1 -0.0033 -18,000 18.4004 -331,207 331,207 -29,893
585 9868.HK @XPENG2 HK 2.4665 4.0000 0.043 14,788 1.0000 -1 -0.0004 -4,000 10.1177 -40,471 40,471 -1,758
586 CBA.AX @CMNWL6 AU 0.1636 2.0000 0.016 198,488 1.0000 0 0.0000 0 118.6093 0 0 0
592 STO.AX @SANTO10 AU 0.5649 2.0000 -0.013 14,096 -1.0000 1 0.0021 47,502 4.3403 206,174 206,174 -2,648
593 1288.HK @AGRIC28 HK 0.6282 2.0000 0.019 21,426 1.0000 -1 -0.0047 -678,000 0.6970 -472,582 472,582 -9,038
595 0939.HK @CHINA377 HK 0.7628 6.0000 0.064 229,460 1.0000 -1 -0.0158 -1,650,000 0.9544 -1,574,803 1,574,803 -100,368
601 9843.T @NITOR1 JP -0.1468 1.0000 0.010 9,293 1.0000 -1 -0.0011 -1,100 99.0284 -108,931 108,931 -1,053
609 003490.KS @KOREA192 KR 0.3235 1.0000 -0.005 4,617 -1.0000 1 0.0002 1,396 16.9456 23,656 23,656 -110
611 3382.T @SEVEN12 JP 0.5597 1.0000 0.003 36,778 1.0000 -1 -0.0002 -1,000 15.3487 -15,349 15,349 -50
616 8035.T @TOKYO54 JP 1.2825 2.0000 -0.015 77,429 -1.0000 0 0.0000 0 164.1714 0 0 -0
617 6506.T @YASKA3 JP 1.6374 3.0000 -0.026 6,062 -1.0000 0 0.0000 0 22.7309 0 0 -0
626 2502.T @ASAHI16 JP 0.3455 1.0000 0.001 19,943 1.0000 -1 -0.0001 -800 13.1116 -10,489 10,489 -5
638 688012.SH @ADVAN315 CN 1.3232 6.0000 0.074 10,734 1.0000 -1 0.0000 -99 23.8543 -2,362 2,362 -175
641 300383.ZK @BEIJI136 CN 1.8439 5.0000 0.053 2,591 1.0000 0 0.0000 0 1.8966 0 0 0
648 601390.SH @CHINA696 CN 0.7623 6.0000 0.067 6,958 1.0000 -1 0.0000 -99 0.7701 -76 76 -5
658 601333.SH @GUANG102 CN 0.7023 1.0000 -0.006 1,239 -1.0000 1 0.0000 78 0.4136 32 32 -0
665 600570.SH @HANGZ8 CN 1.9233 4.0000 0.044 5,473 1.0000 -1 0.0000 -80 3.6624 -293 293 -13
684 688025.SH @SHENZ288 CN 2.4085 NaN nan 655 NaN 1 -0.0000 85 8.0071 681 681 nan
701 688772.SH @ZHUHA19 CN 2.0745 2.0000 -0.011 1,642 -1.0000 1 0.0000 68 1.8841 128 128 -1
706 300379.ZK @BEIJI135 CN 1.4755 NaN nan 449 NaN -1 -0.0000 -89 0.8049 -72 72 nan
711 300866.ZK @ANKER10 CN 1.7410 6.0000 -0.073 8,215 -1.0000 1 -0.0000 9 15.4559 139 139 -10
720 002017.ZK @ZHUHA5 CN 1.5018 1.0000 -0.010 529 -1.0000 1 0.0058 355,900 1.6279 579,364 579,364 -5,584
725 688169.SH @BEIJI316 CN 1.4858 5.0000 0.050 5,620 1.0000 -1 0.0000 -99 30.4034 -3,010 3,010 -151
739 000100.ZK @TCLCO2 CN 1.3174 8.0000 0.104 11,140 1.0000 -1 0.0000 -20 0.5932 -12 12 -1
748 688599.SH @TRINA7 CN 1.7805 4.0000 -0.033 3,019 -1.0000 1 0.0000 89 1.9510 174 174 -6
749 603355.SH @KINGC7 CN 1.5056 4.0000 0.039 661 1.0000 -1 0.0000 -13 3.1137 -40 40 -2
752 688106.SH @SUZHO69 CN 1.5346 2.0000 -0.013 1,241 -1.0000 1 0.0000 48 2.5748 124 124 -2
753 600248.SH @YANGL1 CN 0.8459 1.0000 0.010 681 1.0000 -1 0.0000 -64 0.5320 -34 34 -0
758 000538.ZK @YUNNA10 CN 0.6209 5.0000 0.055 5,766 1.0000 -1 0.0000 -80 7.8818 -631 631 -35
777 603233.SH @DASHE1 CN 0.9267 2.0000 0.013 2,664 1.0000 -1 0.0000 -80 2.3395 -187 187 -2
793 601319.SH @THEPE2 CN 1.0057 8.0000 0.104 41,128 1.0000 -1 0.0000 -93 1.1586 -108 108 -11
801 000065.ZK @NORIN1 CN 1.3584 6.0000 0.061 731 1.0000 -1 0.0000 -70 1.4218 -100 100 -6
804 688036.SH @SHENZ287 CN 1.0641 3.0000 -0.025 5,381 -1.0000 1 0.0000 29 10.4859 304 304 -8
807 688696.SH @CHENG93 CN 1.9301 2.0000 -0.021 1,185 -1.0000 1 0.0003 2,000 16.9319 33,864 33,864 -706
824 688608.SH @BESTE6 CN 1.8066 5.0000 -0.055 5,921 -1.0000 1 0.0027 5,100 53.6144 273,433 273,433 -14,962
830 601211.SH @GUOTA24 CN 0.4740 2.0000 -0.011 31,673 -1.0000 1 0.0028 107,762 2.5776 277,767 277,767 -2,953
846 603063.SH @SHENZ257 CN 1.6703 1.0000 -0.008 1,538 -1.0000 1 0.0003 6,700 4.1860 28,046 28,046 -228
850 600104.SH @SAUTO1 CN 0.8324 3.0000 0.032 7,790 1.0000 -1 0.0000 -99 2.1710 -215 215 -7
860 300772.ZK @WINDE12 CN 1.6436 2.0000 -0.014 746 -1.0000 1 0.0001 9,700 1.4803 14,359 14,359 -206
903 601988.SH @BANKO22 CN 0.1873 7.0000 0.079 159,958 1.0000 -1 0.0000 -40 0.7589 -30 30 -2
939 600000.SH @SPUDO1 CN 0.7240 6.0000 0.061 30,312 1.0000 -1 0.0000 -39 1.7212 -67 67 -4
964 002916.ZK @SHENN1 CN 1.7985 7.0000 -0.092 8,765 -1.0000 1 0.0000 30 13.1456 394 394 -36
998 600926.SH @BANKO586 CN 0.5384 1.0000 0.008 9,991 1.0000 -1 -0.0065 -283,987 2.3047 -654,494 654,494 -5,294
1073 SCGP_n.BK @SCGPA1 TH 0.6930 4.0000 0.035 596 1.0000 -1 -0.0031 -615,500 0.4959 -305,207 305,207 -10,748
1075 VGI_n.BK @VGIGL2 TH 0.4063 3.0000 0.026 524 1.0000 -1 -0.0013 -2,041,300 0.0655 -133,712 133,712 -3,431
1077 TOP_n.BK @THAIO13 TH 0.6923 3.0000 0.030 1,044 1.0000 -1 -0.0015 -176,200 0.8494 -149,665 149,665 -4,498
1081 GULF_n.BK @GULFE1 TH 0.1011 NaN nan 14,187 NaN -1 -0.0000 -13 1.4745 -19 19 nan
1085 BBL_n.BK @BANGK27 TH 0.2201 7.0000 0.081 8,209 1.0000 -1 -0.0116 -270,100 4.3006 -1,161,587 1,161,587 -93,582
1086 KTB_n.BK @KRUNG9 TH 0.3737 5.0000 0.049 4,293 1.0000 -1 -0.0058 -843,300 0.6826 -575,623 575,623 -28,160
1087 TTB_n.BK @THAIM13 TH 0.1265 3.0000 0.030 4,426 1.0000 -1 -0.0005 -817,100 0.0597 -48,771 48,771 -1,447
1092 TIDLOR_n.BK @NGERN1 TH -0.2933 4.0000 -0.042 704 -1.0000 0 -0.0000 0 0.2875 0 0 -0
1094 IVL_n.BK @INDOR13 TH 0.6690 1.0000 0.008 1,221 1.0000 -1 -0.0004 -60,500 0.6214 -37,593 37,593 -299