total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -615,816 19,361,058 110 402,047,901 -0.002

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
5 0291.HK @CHINA288 HK 1.6485 6.0000 0.067 5,197 1.0000 -1 0.0000 -1,000 3.3376 -3,338 3,338 -222
23 1795.TW @LOTUS3 TW 0.8114 4.0000 0.041 1,220 1.0000 -1 -0.0027 -36,000 7.4007 -266,427 266,427 -10,982
65 0267.HK @CITIC10 HK 1.4192 9.0000 0.131 10,646 1.0000 -1 -0.0046 -340,000 1.3554 -460,850 460,850 -60,567
80 2474.TW @CATCH1 TW 0.4729 1.0000 0.001 4,557 1.0000 -1 -0.0013 -19,000 7.0203 -133,386 133,386 -173
82 1378.HK @CHINA1377 HK 1.6412 9.0000 0.148 7,225 1.0000 -1 0.0000 -1,500 2.2879 -3,432 3,432 -508
89 6805.TW @FOSIT1 TW 1.3546 1.0000 0.007 1,549 1.0000 -1 -0.0019 -7,000 27.2168 -190,517 190,517 -1,252
91 2376.TW @GIGAB3 TW 1.0251 3.0000 0.030 5,934 1.0000 -1 -0.0041 -44,000 9.4238 -414,649 414,649 -12,515
94 2543.TW @HWANG2 TW 1.2177 4.0000 0.044 673 1.0000 -1 0.0000 -177 2.7390 -485 485 -21
98 1101.TW @TAIWA69 TW 0.4786 2.0000 0.015 6,489 1.0000 -1 -0.0032 -377,000 0.8594 -323,989 323,989 -4,967
100 2400.HK @XDINC1 HK 1.6896 8.0000 0.103 3,203 1.0000 -1 -0.0007 -10,600 6.4969 -68,868 68,868 -7,106
101 0763.HK @ZTECO2 HK 1.9702 8.0000 0.115 2,257 1.0000 -1 0.0000 -1,600 2.9873 -4,780 4,780 -552
103 1963.T @JGCCO1 JP 0.8954 3.0000 0.032 2,215 1.0000 -1 -0.0056 -65,700 8.5328 -560,604 560,604 -17,842
107 AGL.AX @AGLEN2 AU 0.2029 1.0000 0.006 3,960 1.0000 -1 -0.0127 -194,112 6.5400 -1,269,487 1,269,487 -7,440
118 1109.HK @CHINA182 HK 1.5604 1.0000 0.002 10,356 1.0000 -1 0.0000 -1,500 3.6306 -5,446 5,446 -12
121 6618.HK @JDHEA1 HK 2.0488 10.0000 0.176 5,630 1.0000 -1 0.0000 -150 5.3313 -800 800 -140
126 4911.T @SHISE2 JP 0.9314 1.0000 0.006 7,179 1.0000 -1 -0.0007 -3,700 17.9476 -66,406 66,406 -425
127 8299.TWO @PHISO1 TW 0.9465 3.0000 0.023 3,044 1.0000 -1 -0.0028 -17,000 16.3750 -278,375 278,375 -6,340
137 1833.HK @PAGOO1 HK 1.9252 8.0000 0.115 1,187 1.0000 -1 0.0000 -977 1.1682 -1,141 1,141 -132
139 6979.HK @ZJLDG1 HK 1.7149 5.0000 0.046 2,741 1.0000 -1 0.0000 -1,600 0.8089 -1,294 1,294 -59
143 4612.T @NIPPO90 JP 1.3324 3.0000 -0.024 8,704 -1.0000 1 0.0009 10,700 8.1592 87,304 87,304 -2,122
150 0189.HK @DONGY26 HK 1.5519 5.0000 0.048 2,251 1.0000 -1 -0.0004 -30,000 1.2994 -38,982 38,982 -1,865
151 0998.HK @CHINA536 HK 0.7461 7.0000 0.081 9,513 1.0000 -1 0.0000 -1,000 0.9987 -999 999 -81
154 5871.TW @CHAIL1 TW 1.1467 4.0000 0.039 7,456 1.0000 -1 -0.0020 -46,000 4.4439 -204,420 204,420 -7,892
157 2327.TW @YAGEO2 TW 0.9113 3.0000 0.032 8,076 1.0000 -1 -0.0010 -6,000 16.7554 -100,533 100,533 -3,170
160 3288.T @OPENH1 JP 0.2487 3.0000 0.025 5,498 1.0000 -1 -0.0015 -3,300 45.5520 -150,322 150,322 -3,708
162 0019.HK @SWIRE4 HK 0.5700 6.0000 0.059 2,978 1.0000 -1 -0.0093 -105,000 8.8919 -933,648 933,648 -55,460
165 6460.T @SEGAS1 JP 0.4126 4.0000 0.045 3,853 1.0000 -1 -0.0037 -16,100 22.9178 -368,977 368,977 -16,666
167 6952.T @CASIO5 JP 0.5353 1.0000 -0.004 1,792 -1.0000 1 0.0054 72,100 7.5367 543,393 543,393 -2,157
169 2158.HK @YIDUT1 HK 2.3865 2.0000 0.012 745 1.0000 -1 0.0000 -1,900 0.7007 -1,331 1,331 -15
174 0836.HK @CHINA276 HK 0.6193 1.0000 0.003 4,897 1.0000 -1 -0.0176 -706,000 2.4892 -1,757,388 1,757,388 -5,945
179 4816.T @TOEIA1 JP 0.0643 2.0000 0.022 2,243 1.0000 -1 -0.0010 -4,400 22.7241 -99,986 99,986 -2,159
182 1605.TW @WALSI4 TW 1.2529 1.0000 0.002 2,321 1.0000 -1 -0.0002 -31,145 0.7020 -21,865 21,865 -54
187 6755.T @FUJIT32 JP 0.3045 2.0000 0.017 275 1.0000 -1 0.0000 -26 19.3414 -503 503 -8
191 4324.T @DENTS4 JP 0.8229 6.0000 0.059 4,769 1.0000 -1 -0.0016 -7,700 20.6212 -158,783 158,783 -9,327
205 6055.HK @CHINA2407 HK 1.4044 4.0000 0.035 776 1.0000 -1 -0.0015 -37,000 4.0064 -148,238 148,238 -5,167
225 3046.T @JINCO1 JP 0.3304 2.0000 0.016 1,333 1.0000 -1 -0.0022 -3,800 58.5224 -222,385 222,385 -3,620
231 1519.TW @FORTU25 TW 1.1508 5.0000 0.052 4,952 1.0000 -1 -0.0009 -5,000 18.9514 -94,757 94,757 -4,894
239 5880.TW @TWCOO1 TW 0.4100 2.0000 0.020 13,215 1.0000 -1 -0.0058 -670,000 0.8680 -581,581 581,581 -11,364
265 4912.T @LIONC3 JP 0.1650 3.0000 0.028 2,819 1.0000 -1 -0.0022 -22,300 10.0754 -224,681 224,681 -6,227
314 066970.KS @LFCOK1 KR 1.4246 10.0000 -0.292 1,187 -1.0000 0 0.0000 0 38.0178 0 0 -0
372 034730.KS @SKCCC1 KR 0.6467 2.0000 0.015 10,360 1.0000 -1 -0.0004 -300 142.8970 -42,869 42,869 -638
389 7735.T @DAINI14 JP 1.1751 3.0000 -0.024 8,331 -1.0000 1 0.0007 800 82.0075 65,606 65,606 -1,549
400 2891.TW @CHINA244 TW 0.6269 3.0000 0.026 30,547 1.0000 -1 -0.0122 -785,000 1.5545 -1,220,284 1,220,284 -31,770
402 APA.AX @AUSTP9 AU 0.0579 1.0000 -0.004 7,172 -1.0000 1 0.0045 80,967 5.4980 445,159 445,159 -1,804
405 5253.T @COVER8 JP 0.4394 2.0000 0.018 886 1.0000 -1 -0.0007 -5,000 14.2086 -71,043 71,043 -1,279
406 6861.T @KEYEN4 JP 0.7928 2.0000 -0.012 81,226 -1.0000 0 0.0000 0 392.9164 0 0 -0
408 7867.T @TOMYC1 JP 0.6424 1.0000 0.006 1,987 1.0000 -1 -0.0005 -2,200 22.8279 -50,221 50,221 -307
413 005930.KS @SAMSU48 KR 0.5642 4.0000 -0.040 254,660 -1.0000 1 0.0028 6,201 45.2837 280,804 280,804 -11,293
419 9831.T @YAMAD5 JP 0.1798 2.0000 0.015 2,870 1.0000 -1 -0.0001 -4,500 3.1918 -14,363 14,363 -209
421 1071.HK @HUADI2 HK 0.7122 5.0000 0.050 764 1.0000 -1 -0.0005 -88,000 0.5618 -49,438 49,438 -2,459
429 3939.HK @WANGU1 HK 0.6421 4.0000 0.042 3,561 1.0000 -1 -0.0008 -20,000 3.9109 -78,218 78,218 -3,282
435 6645.T @OMRON4 JP 0.7463 2.0000 0.021 4,998 1.0000 -1 -0.0015 -6,300 24.2322 -152,663 152,663 -3,237
442 1385.HK @SHANG12 HK 2.2071 2.0000 0.017 1,020 1.0000 -1 -0.0003 -8,000 3.5861 -28,688 28,688 -477
443 9868.HK @XPENG2 HK 2.3558 6.0000 0.061 13,235 1.0000 -1 -0.0016 -18,000 9.0384 -162,691 162,691 -9,866
445 1288.HK @AGRIC28 HK 0.6463 10.0000 0.177 22,203 1.0000 -1 0.0000 -1,000 0.7223 -722 722 -128
447 0939.HK @CHINA377 HK 0.7917 7.0000 0.089 251,141 1.0000 -1 -0.0208 -1,994,000 1.0446 -2,082,944 2,082,944 -185,044
455 003490.KS @KOREA192 KR 0.3894 1.0000 -0.009 4,720 -1.0000 1 0.0002 1,396 17.3208 24,180 24,180 -224
466 1398.HK @INDUS124 HK 0.7460 10.0000 0.163 67,778 1.0000 -1 0.0000 -1,000 0.7809 -781 781 -127
473 6869.T @SYSME2 JP 0.5162 2.0000 0.021 8,757 1.0000 -1 -0.0009 -5,500 16.7612 -92,187 92,187 -1,956
477 388720.KQ @YUILR1 KR 0.1823 10.0000 -0.201 530 -1.0000 0 -0.0000 0 53.0634 0 0 -0
478 CMLT.SI @CAPIT88 SG NaN NaN nan 12,689 NaN -1 -0.0000 -16 1.7341 -28 28 nan
479 2502.T @ASAHI16 JP 0.3244 2.0000 0.020 20,228 1.0000 -1 -0.0047 -35,400 13.2990 -470,784 470,784 -9,430
489 9024.T @SEIBU5 JP 0.1951 1.0000 0.000 9,394 1.0000 -1 -0.0012 -3,400 34.5739 -117,551 117,551 -6
491 7269.T @SUZUK8 JP 0.7971 3.0000 0.032 22,308 1.0000 -1 -0.0028 -25,000 11.3551 -283,879 283,879 -8,945
494 6902.T @DENSO3 JP 0.7964 1.0000 0.008 28,246 1.0000 -1 -0.0022 -16,600 13.2921 -220,648 220,648 -1,669
495 7270.T @FUJIH3 JP 0.8359 2.0000 0.013 9,879 1.0000 -1 -0.0022 -13,000 17.0587 -221,763 221,763 -2,784
502 2585.T @LIFED1 JP -0.3176 6.0000 -0.074 737 -1.0000 0 -0.0000 0 14.0980 0 0 -0
511 7911.T @TOPPA4 JP 0.7605 4.0000 0.034 7,881 1.0000 -1 -0.0001 -500 26.7432 -13,372 13,372 -459
512 1898.HK @CHINA484 HK 0.6600 3.0000 0.026 4,839 1.0000 -1 -0.0013 -114,000 1.1784 -134,334 134,334 -3,531
516 2331.HK @LININ1 HK 1.8321 8.0000 0.118 5,499 1.0000 -1 -0.0004 -18,000 2.1274 -38,294 38,294 -4,509
521 9923.HK @YEAHK1 HK 2.1542 2.0000 0.012 351 1.0000 -1 -0.0001 -8,000 1.7300 -13,840 13,840 -161
522 9901.HK @NEWOR8 HK 1.2482 10.0000 0.167 7,792 1.0000 -1 -0.0008 -16,000 5.1020 -81,632 81,632 -13,668
527 4503.T @YAMAN6 JP 0.3919 2.0000 0.018 17,300 1.0000 -1 -0.0025 -26,100 9.5600 -249,517 249,517 -4,594
528 3407.T @ASAHI19 JP 0.6010 1.0000 0.010 9,613 1.0000 -1 -0.0033 -46,800 7.0386 -329,406 329,406 -3,402
531 9104.T @MITSU91 JP 0.4104 1.0000 -0.001 11,812 -1.0000 0 0.0000 0 32.5540 0 0 -0
537 0175.HK @GUORU1 HK 1.8353 8.0000 0.114 20,991 1.0000 0 0.0000 0 2.0816 0 0 0
541 5802.T @SUMIT35 JP 1.2147 1.0000 0.000 16,614 1.0000 -1 -0.0015 -7,000 20.9256 -146,479 146,479 -20
545 4676.T @FUJIT13 JP 0.0945 1.0000 0.008 5,062 1.0000 -1 -0.0008 -3,400 23.4920 -79,873 79,873 -600
557 MQG.AX @MACQU4224 AU 0.5019 1.0000 0.005 54,241 1.0000 0 0.0000 0 149.8034 0 0 0
559 9843.T @NITOR1 JP -0.1333 1.0000 0.002 8,793 1.0000 -1 -0.0007 -800 93.6981 -74,958 74,958 -165
561 RHC.AX @RAMSA1 AU 0.4264 8.0000 -0.111 4,885 -1.0000 0 0.0000 0 25.8060 0 0 -0
563 9602.T @TOHOC3 JP 0.1010 3.0000 0.032 7,316 1.0000 -1 -0.0006 -1,000 56.9452 -56,945 56,945 -1,809
574 8591.T @ORIXC4 JP 0.7693 4.0000 0.036 26,162 1.0000 0 0.0000 0 22.4958 0 0 0
577 2388.HK @BOCHO1 HK 0.7219 8.0000 0.109 46,602 1.0000 0 0.0000 0 4.4077 0 0 0
585 9904.TW @POUCH1 TW 0.8572 2.0000 0.015 2,651 1.0000 -1 -0.0003 -25,000 1.0340 -25,851 25,851 -375
590 0027.HK @KWAHC2 HK 1.5021 2.0000 0.012 16,302 1.0000 -1 -0.0002 -5,000 4.7772 -23,886 23,886 -297
594 6098.T @RECRU27 JP 0.7300 2.0000 0.022 90,803 1.0000 0 0.0000 0 58.0589 0 0 0
595 6507.T @SHINK20 JP 1.3537 4.0000 0.038 1,910 1.0000 0 0.0000 0 64.1256 0 0 0
600 6146.T @DISCO14 JP 1.4886 5.0000 -0.052 29,928 -1.0000 0 0.0000 0 290.5368 0 0 -0
608 3064.T @MONOT5 JP 0.3701 4.0000 0.035 4,808 1.0000 0 0.0000 0 19.1789 0 0 0
609 7733.T @OLYMP17 JP 0.6230 5.0000 0.050 12,888 1.0000 0 0.0000 0 11.3136 0 0 0
611 SCG.AX @SCENT1 AU 0.1168 1.0000 -0.010 12,936 -1.0000 0 0.0000 0 2.4836 0 0 -0
632 601390.SH @CHINA696 CN 0.7582 3.0000 0.026 7,187 1.0000 -1 0.0000 -99 0.7955 -79 79 -2
641 601333.SH @GUANG102 CN 0.6873 1.0000 -0.009 1,221 -1.0000 1 0.0000 78 0.4075 32 32 -0
647 600570.SH @HANGZ8 CN 1.9514 1.0000 0.007 6,870 1.0000 -1 0.0000 -80 4.5972 -368 368 -2
663 688025.SH @SHENZ288 CN 2.4618 NaN nan 908 NaN 1 -0.0000 85 11.1078 944 944 nan
684 300379.ZK @BEIJI135 CN 1.5191 NaN nan 440 NaN -1 -0.0000 -89 0.7885 -70 70 nan
692 688256.SH @CAMBR63 CN 1.5218 1.0000 0.004 24,339 1.0000 -1 0.0000 -6 75.5563 -453 453 -2
698 605499.SH @EASTR12 CN 0.4139 1.0000 0.010 21,426 1.0000 -1 0.0000 -30 43.3704 -1,301 1,301 -14
702 688169.SH @BEIJI316 CN 1.4621 1.0000 0.002 5,547 1.0000 -1 0.0000 -38 21.4368 -815 815 -1
706 603799.SH @ZHEJI183 CN 1.7124 2.0000 0.011 7,269 1.0000 -1 -0.0002 -3,261 5.2099 -16,989 16,989 -194
715 000100.ZK @TCLCO2 CN 1.2732 6.0000 0.066 11,401 1.0000 -1 0.0000 -20 0.6071 -12 12 -1
717 688222.SH @HITGE1 CN 2.1357 3.0000 -0.022 665 -1.0000 1 0.0000 36 2.2442 81 81 -2
724 688599.SH @TRINA7 CN 1.7913 4.0000 -0.035 3,146 -1.0000 1 0.0000 89 2.0334 181 181 -6
725 603355.SH @KINGC7 CN 1.5089 4.0000 0.036 672 1.0000 -1 0.0000 -13 3.1653 -41 41 -1
728 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.008 1,164 -1.0000 1 0.0000 48 2.4144 116 116 -1
729 600248.SH @YANGL1 CN 0.8378 4.0000 0.039 667 1.0000 -1 0.0000 -64 0.5401 -35 35 -1
733 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.031 5,679 1.0000 -1 0.0000 -80 7.7625 -621 621 -19
742 601229.SH @BANKO594 CN 0.2811 6.0000 -0.073 16,023 -1.0000 1 0.0000 16 1.5882 25 25 -2
766 600547.SH @SHAND33 CN 0.4661 1.0000 0.003 7,831 1.0000 -1 0.0000 -41 4.5134 -185 185 -1
773 000065.ZK @NORIN1 CN 1.4194 6.0000 0.069 799 1.0000 -1 0.0000 -70 1.5533 -109 109 -7
777 002821.ZK @ASYMC1 CN 1.7177 2.0000 0.013 2,611 1.0000 -1 0.0000 -63 12.0610 -760 760 -10
787 002609.ZK @SHENZ94 CN 1.9057 3.0000 -0.031 896 -1.0000 1 0.0001 8,000 1.5952 12,762 12,762 -398
788 002241.ZK @GOERT1 CN 1.8469 8.0000 0.120 9,191 1.0000 -1 0.0000 -80 3.0969 -248 248 -30
789 601579.SH @KUAIJ1 CN 0.5923 3.0000 -0.030 548 -1.0000 1 0.0000 95 2.7885 265 265 -8
799 002595.ZK @SHAND94 CN 0.6573 1.0000 0.001 6,507 1.0000 -1 0.0000 -95 8.1337 -773 773 -0
801 301389.ZK @LONGY5 CN 2.4289 1.0000 -0.009 398 -1.0000 1 0.0014 31,600 4.5232 142,934 142,934 -1,295
844 300308.ZK @SHAND103 CN 2.3105 5.0000 0.049 18,652 1.0000 -1 0.0000 -63 18.8619 -1,188 1,188 -58
858 601988.SH @BANKO22 CN 0.1636 2.0000 0.013 190,799 1.0000 -1 0.0000 -40 0.7997 -32 32 -0
864 688578.SH @SHANG331 CN 1.3728 4.0000 0.039 3,534 1.0000 0 0.0000 0 12.8732 0 0 0
875 300351.ZK @ZHEJI146 CN 2.0338 2.0000 -0.015 836 -1.0000 1 0.0002 10,600 2.3167 24,557 24,557 -364
906 002916.ZK @SHENN1 CN 1.8258 8.0000 -0.115 10,646 -1.0000 1 0.0000 30 15.9673 479 479 -55
907 002356.ZK @SHENZ56 CN 1.3802 8.0000 -0.120 401 -1.0000 0 -0.0000 0 0.4187 0 0 -0
929 600926.SH @BANKO586 CN 0.5131 1.0000 0.002 12,092 1.0000 -1 0.0000 -87 2.4200 -211 211 -1
990 601398.SH @INDUS125 CN 0.1955 2.0000 0.016 290,862 1.0000 0 0.0000 0 1.0788 0 0 0
1021 601939.SH @CHINA639 CN 0.1156 1.0000 0.005 28,825 1.0000 0 0.0000 0 1.3607 0 0 0
1062 BBL_n.BK @BANGK27 TH 0.2242 2.0000 0.013 8,494 1.0000 -1 -0.0185 -415,300 4.4499 -1,848,059 1,848,059 -24,030
1063 KTB_n.BK @KRUNG9 TH 0.3728 5.0000 0.057 4,295 1.0000 -1 -0.0005 -70,100 0.6829 -47,874 47,874 -2,750
1067 CPALL_n.BK @CPSEV2 TH 0.2199 3.0000 0.030 8,715 1.0000 0 0.0000 0 1.4061 0 0 0
1069 GULF_n.BK @GULFD3 TH NaN NaN nan 14,210 NaN -1 -0.0000 -13 1.2515 -16 16 nan
1073 CPN_n.BK @CENTP7 TH 0.3964 6.0000 0.073 4,952 1.0000 -1 -0.0002 -12,200 1.4910 -18,191 18,191 -1,334