total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -701,404 23,743,405 120 399,608,681 -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 1.6581 8.0000 0.101 5,187 1.0000 -1 0.0000 -1,000 3.3313 -3,331 3,331 -338
16 1519.HK @JTGLO1 HK 1.4946 5.0000 0.049 9,690 1.0000 -1 -0.0041 -308,600 1.3147 -405,709 405,709 -19,929
49 9001.T @TOBUR1 JP 0.2740 4.0000 -0.039 3,462 -1.0000 1 0.0067 38,900 17.2034 669,214 669,214 -26,006
64 0267.HK @CITIC10 HK 1.4321 7.0000 0.085 11,787 1.0000 -1 -0.0132 -880,000 1.5007 -1,320,586 1,320,586 -112,120
65 2871.T @NICHI31 JP 0.0438 1.0000 -0.008 3,141 -1.0000 1 0.0068 55,500 12.2237 678,414 678,414 -5,120
67 2212.T @YAMAZ1 JP 0.3783 1.0000 -0.007 4,117 -1.0000 1 0.0048 22,000 21.7317 478,098 478,098 -3,390
77 2474.TW @CATCH1 TW 0.4740 2.0000 0.018 4,607 1.0000 -1 -0.0013 -19,000 7.0974 -134,851 134,851 -2,469
79 1378.HK @CHINA1377 HK 1.7014 10.0000 0.163 8,368 1.0000 -1 0.0000 -1,500 2.6497 -3,975 3,975 -649
85 1415.HK @COWEL7 HK 2.2704 7.0000 0.089 876 1.0000 -1 -0.0006 -18,000 3.3822 -60,880 60,880 -5,394
88 2376.TW @GIGAB3 TW 1.0513 3.0000 0.027 5,797 1.0000 -1 -0.0041 -44,000 9.2066 -405,089 405,089 -10,834
91 2543.TW @HWANG2 TW 1.1046 1.0000 0.002 609 1.0000 -1 0.0000 -177 2.4774 -439 439 -1
92 3481.TW @INNOL2 TW 0.9346 1.0000 0.010 3,089 1.0000 -1 -0.0007 -183,000 0.3867 -70,762 70,762 -682
94 8069.TWO @PRIME74 TW 0.8099 4.0000 0.036 6,979 1.0000 -1 -0.0028 -41,000 6.8966 -282,759 282,759 -10,239
97 2400.HK @XDINC1 HK 1.6464 8.0000 0.116 3,293 1.0000 -1 -0.0007 -10,600 6.6753 -70,758 70,758 -8,227
98 0763.HK @ZTECO2 HK 1.9690 10.0000 0.185 2,396 1.0000 -1 0.0000 -1,600 3.1720 -5,075 5,075 -938
112 3661.TW @ALCHI2 TW 1.0557 2.0000 0.020 10,528 1.0000 -1 -0.0013 -1,000 130.0636 -130,064 130,064 -2,618
113 1109.HK @CHINA182 HK 1.5417 9.0000 0.156 10,483 1.0000 -1 0.0000 -1,500 3.6752 -5,513 5,513 -858
115 6618.HK @JDHEA1 HK 2.0290 9.0000 0.146 6,767 1.0000 -1 0.0000 -150 6.4078 -961 961 -141
116 2801.T @KIKKO2 JP 0.4143 1.0000 -0.001 8,585 -1.0000 1 0.0091 102,200 8.8559 905,072 905,072 -1,140
120 8299.TWO @PHISO1 TW 0.9537 1.0000 0.009 3,298 1.0000 -1 -0.0030 -17,000 17.7436 -301,640 301,640 -2,586
129 1952.HK @EVERE39 HK 1.8804 3.0000 0.032 2,668 1.0000 -1 -0.0045 -55,000 8.1403 -447,716 447,716 -14,227
130 1833.HK @PAGOO1 HK 1.8801 6.0000 0.065 1,589 1.0000 -1 0.0000 -977 1.5644 -1,528 1,528 -99
132 6979.HK @ZJLDG1 HK 1.7497 2.0000 0.015 2,888 1.0000 -1 -0.0000 -1,600 0.8522 -1,364 1,364 -20
141 0998.HK @CHINA536 HK 0.6870 9.0000 0.126 8,870 1.0000 -1 0.0000 -1,000 0.9312 -931 931 -118
143 5871.TW @CHAIL1 TW 1.1333 6.0000 0.073 6,646 1.0000 -1 -0.0016 -40,800 3.8835 -158,447 158,447 -11,520
146 2327.TW @YAGEO2 TW 0.9493 2.0000 0.016 8,552 1.0000 -1 -0.0011 -6,000 17.7436 -106,461 106,461 -1,683
151 0019.HK @SWIRE4 HK 0.5788 6.0000 0.073 3,032 1.0000 -1 -0.0050 -55,500 9.0511 -502,338 502,338 -36,616
156 6952.T @CASIO5 JP 0.5717 1.0000 -0.007 1,906 -1.0000 1 0.0044 55,300 8.0165 443,310 443,310 -3,135
174 6755.T @FUJIT32 JP 0.2771 2.0000 0.018 266 1.0000 -1 -0.0000 -26 18.7084 -486 486 -9
195 7936.T @ASICS5 JP 0.8310 1.0000 0.009 17,529 1.0000 -1 -0.0081 -33,800 23.8654 -806,651 806,651 -7,630
206 4812.T @INFOR28 JP 0.3644 1.0000 -0.006 1,098 -1.0000 1 0.0010 2,200 44.3463 97,562 97,562 -581
215 2269.T @MEIJI9 JP -0.0820 1.0000 -0.004 5,780 -1.0000 1 0.0073 35,700 20.4809 731,169 731,169 -3,069
222 2264.T @MORIN6 JP 0.2618 4.0000 -0.042 1,957 -1.0000 1 0.0021 9,400 21.9792 206,604 206,604 -8,598
223 1332.T @NIPPO103 JP 0.4025 3.0000 -0.024 1,850 -1.0000 1 0.0058 98,700 5.9215 584,456 584,456 -13,815
234 2897.T @NISSI10 JP 0.2988 2.0000 -0.018 4,629 -1.0000 1 0.0012 6,500 19.2034 124,822 124,822 -2,226
267 COL.AX @COLES10 AU -0.2273 6.0000 -0.062 17,896 -1.0000 1 0.0058 43,085 13.3423 574,855 574,855 -35,394
272 3349.T @COSMO23 JP -0.0760 2.0000 -0.011 2,725 -1.0000 1 0.0003 500 63.0748 31,537 31,537 -334
289 086790.KS @HANAF1 KR 0.5390 3.0000 0.021 17,453 1.0000 -1 -0.0020 -3,242 61.2986 -198,730 198,730 -4,234
322 6504.T @FUJIE6 JP 1.2184 1.0000 -0.006 7,566 -1.0000 1 0.0024 4,700 50.6806 238,199 238,199 -1,501
338 2884.TW @ESUNF1 TW 0.5063 5.0000 0.053 17,335 1.0000 -1 -0.0007 -66,660 1.0730 -71,525 71,525 -3,756
349 271560.KS @ORION55 KR 0.5879 1.0000 -0.001 1,990 -1.0000 1 0.0027 3,345 79.8892 267,229 267,229 -379
362 2891.TW @CHINA244 TW 0.6019 7.0000 0.086 27,137 1.0000 -1 -0.0088 -634,000 1.3810 -875,544 875,544 -75,103
364 APA.AX @AUSTP9 AU 0.0374 6.0000 -0.058 7,041 -1.0000 1 0.0036 66,276 5.3974 357,719 357,719 -20,862
368 9449.T @GLOBA80 JP 0.7645 1.0000 -0.003 1,889 -1.0000 1 0.0001 400 26.0459 10,418 10,418 -36
371 005930.KS @SAMSU48 KR 0.5937 7.0000 -0.078 288,210 -1.0000 1 0.0031 6,080 51.2497 311,598 311,598 -24,166
373 066570.KS @LGELE11 KR 0.5350 3.0000 -0.025 5,910 -1.0000 1 0.0005 860 55.5564 47,778 47,778 -1,174
376 VNT.AX @VENTI5 AU 0.2307 2.0000 -0.018 2,803 -1.0000 1 0.0011 32,962 3.3517 110,478 110,478 -1,994
378 1071.HK @HUADI2 HK 0.6699 5.0000 0.055 731 1.0000 -1 -0.0005 -88,000 0.5376 -47,308 47,308 -2,592
381 3939.HK @WANGU1 HK 0.5671 3.0000 0.022 3,526 1.0000 -1 -0.0008 -20,000 3.8727 -77,454 77,454 -1,732
391 1385.HK @SHANG12 HK 2.1698 4.0000 0.036 1,141 1.0000 -1 -0.0003 -8,000 4.0128 -32,103 32,103 -1,147
392 9868.HK @XPENG2 HK 2.3037 7.0000 0.076 13,356 1.0000 -1 -0.0016 -18,000 9.1212 -164,182 164,182 -12,404
393 QAN.AX @QANTA2 AU 0.3860 1.0000 -0.006 10,582 -1.0000 1 0.0030 43,139 6.9928 301,664 301,664 -1,721
398 9866.HK @NIOIN7 HK 2.1098 5.0000 0.057 6,703 1.0000 -1 -0.0029 -66,000 4.4332 -292,592 292,592 -16,765
402 003490.KS @KOREA192 KR 0.3731 5.0000 -0.048 4,635 -1.0000 1 0.0003 1,551 17.0114 26,385 26,385 -1,278
417 CMLT.SI @CAPIT88 SG NaN NaN nan 12,411 NaN -1 -0.0000 -16 1.6961 -27 27 nan
423 9432.T @NIPPO115 JP 0.1514 3.0000 0.029 92,485 1.0000 0 0.0000 0 1.0214 0 0 0
425 6902.T @DENSO3 JP 0.8343 1.0000 0.010 29,223 1.0000 -1 -0.0001 -900 13.7520 -12,377 12,377 -124
426 7270.T @FUJIH3 JP 0.9198 2.0000 0.017 10,767 1.0000 -1 -0.0036 -19,300 18.5914 -358,813 358,813 -6,218
431 7261.T @MAZDA2 JP 0.9440 1.0000 0.002 3,658 1.0000 -1 -0.0004 -5,800 6.0948 -35,350 35,350 -79
437 1898.HK @CHINA484 HK 0.7131 7.0000 0.080 5,054 1.0000 -1 -0.0008 -62,000 1.2306 -76,297 76,297 -6,108
439 259960.KS @KRAFT40 KR -0.1536 2.0000 -0.017 9,610 -1.0000 1 0.0002 80 235.7915 18,863 18,863 -321
441 0857.HK @PETRO74 HK 0.9733 5.0000 0.053 20,615 1.0000 0 0.0000 0 0.9771 0 0 0
443 9923.HK @YEAHK1 HK 2.1524 7.0000 0.078 363 1.0000 -1 -0.0001 -8,000 1.7886 -14,309 14,309 -1,111
446 BXB.AX @BRAMB2 AU -0.0091 1.0000 -0.006 21,027 -1.0000 1 0.0071 46,289 15.3816 712,001 712,001 -4,583
449 7012.T @KAWAS12 JP 1.9383 1.0000 0.010 12,490 1.0000 0 0.0000 0 74.3788 0 0 0
460 9602.T @TOHOC3 JP 0.1666 1.0000 0.006 8,196 1.0000 -1 -0.0018 -2,800 63.7905 -178,613 178,613 -1,126
464 MTS.AX @METCA2 AU 0.2809 2.0000 -0.011 2,756 -1.0000 1 0.0109 435,824 2.5089 1,093,450 1,093,450 -11,768
469 009540.KS @HYUND30 KR 0.3687 6.0000 -0.069 11,854 -1.0000 1 0.0047 1,815 257.6839 467,696 467,696 -32,418
482 1299.HK @AIAGR1 HK 1.4193 8.0000 0.112 98,215 1.0000 0 0.0000 0 9.3505 0 0 0
489 1658.HK @PSBCA1 HK 0.7390 9.0000 0.123 7,581 1.0000 -1 -0.0020 -276,000 0.7070 -195,137 195,137 -23,924
495 6871.T @MICRO72 JP 1.5435 1.0000 -0.008 1,499 -1.0000 1 0.0007 1,900 37.4569 71,168 71,168 -601
512 STO.AX @SANTO10 AU 0.5031 1.0000 -0.006 16,443 -1.0000 1 0.0021 42,301 5.0629 214,165 214,165 -1,275
517 035720.KS @DAUMC2 KR 0.3593 7.0000 -0.092 15,457 -1.0000 1 0.0009 2,069 41.6314 86,135 86,135 -7,890
524 6103.T @OKUMA2 JP 1.3183 1.0000 -0.009 1,863 -1.0000 1 0.0005 1,700 27.5910 46,905 46,905 -440
525 SEAT.SI @SEMBC4 SG 1.1845 2.0000 0.015 5,971 1.0000 -1 -0.0005 -29,500 1.7501 -51,627 51,627 -754
527 000660.KS @HYNIX1 KR 1.1186 5.0000 -0.052 114,333 -1.0000 1 0.0027 1,400 196.3135 274,839 274,839 -14,327
536 2858.HK @YIXIN1 HK 2.0617 4.0000 0.041 1,044 1.0000 -1 -0.0002 -68,000 0.3210 -21,830 21,830 -886
542 9633.HK @NONGF1 HK 1.2797 4.0000 0.036 21,571 1.0000 -1 -0.0002 -4,000 5.7899 -23,160 23,160 -831
545 2628.HK @CHINA280 HK 1.9991 8.0000 0.105 21,566 1.0000 -1 -0.0001 -4,000 2.8981 -11,593 11,593 -1,218
548 8306.T @MITSU52 JP 1.0154 1.0000 0.003 170,355 1.0000 -1 -0.0055 -39,000 14.1166 -550,547 550,547 -1,705
549 8309.T @MITSU54 JP 0.8450 1.0000 0.006 18,974 1.0000 -1 -0.0054 -20,200 26.6011 -537,343 537,343 -3,232
551 8308.T @RESON3 JP 1.1006 1.0000 0.007 21,435 1.0000 -1 -0.0029 -30,700 9.2907 -285,223 285,223 -1,893
552 8316.T @SUMIT21 JP 1.0626 1.0000 0.005 100,174 1.0000 -1 -0.0131 -50,600 25.7851 -1,304,726 1,304,726 -7,121
553 014680.KS @HANSO43 KR 1.4167 2.0000 -0.020 1,393 -1.0000 1 0.0005 373 130.7082 48,754 48,754 -977
556 5805.T @SHOWA14 JP 0.8603 1.0000 -0.001 1,895 -1.0000 1 0.0001 200 61.4695 12,294 12,294 -9
558 6201.T @TOYOT13 JP 0.9016 2.0000 0.019 25,539 1.0000 0 0.0000 0 108.8592 0 0 0
560 8267.T @AEONC8 JP 0.0292 1.0000 -0.005 29,994 -1.0000 0 0.0000 0 32.3267 0 0 -0
562 CPU.AX @COMPU62 AU 0.3583 3.0000 -0.025 15,683 -1.0000 1 0.0019 7,125 27.1157 193,199 193,199 -4,751
568 1088.HK @CHINA352 HK 0.5525 6.0000 0.073 14,650 1.0000 -1 -0.0003 -6,000 4.3377 -26,026 26,026 -1,897
576 6963.T @ROHMC2 JP 1.5865 1.0000 -0.005 4,638 -1.0000 1 0.0008 6,100 12.7621 77,849 77,849 -415
583 8725.T @MITSU105 JP 0.9157 4.0000 0.042 32,457 1.0000 0 0.0000 0 21.6983 0 0 0
588 0863.HK @BRAND82 HK 0.6216 1.0000 0.006 1,319 1.0000 -1 -0.0002 -8,000 2.1045 -16,836 16,836 -97
590 6525.T @KOKUS12 JP 2.1337 3.0000 -0.023 4,072 -1.0000 1 0.0002 700 22.8019 15,961 15,961 -367
598 SHL.AX @SONIC9 AU 0.2542 1.0000 -0.008 8,779 -1.0000 1 0.0032 18,102 17.7619 321,526 321,526 -2,589
600 5301.T @TOKAI17 JP 0.9921 1.0000 -0.002 1,558 -1.0000 1 0.0004 5,300 6.9262 36,709 36,709 -65
601 6315.T @TOWAC1 JP 1.5367 2.0000 -0.020 833 -1.0000 1 0.0002 1,300 12.7354 16,556 16,556 -335
647 601390.SH @CHINA696 CN 0.7824 3.0000 0.022 7,146 1.0000 -1 0.0000 -99 0.7909 -78 78 -2
656 601333.SH @GUANG102 CN 0.6983 3.0000 -0.032 1,237 -1.0000 1 0.0000 78 0.4128 32 32 -1
662 600570.SH @HANGZ8 CN 1.9118 2.0000 0.012 7,520 1.0000 -1 0.0000 -80 5.0319 -403 403 -5
676 688025.SH @SHENZ288 CN 2.4656 NaN nan 1,089 NaN 1 -0.0000 85 13.3164 1,132 1,132 nan
696 300379.ZK @BEIJI135 CN 1.5177 NaN nan 434 NaN -1 -0.0000 -89 0.7784 -69 69 nan
709 605499.SH @EASTR12 CN 0.3668 1.0000 0.005 19,316 1.0000 -1 0.0000 -30 39.1012 -1,173 1,173 -5
725 000100.ZK @TCLCO2 CN 1.2775 9.0000 0.154 12,089 1.0000 -1 0.0000 -20 0.6116 -12 12 -2
727 688222.SH @HITGE1 CN 2.2914 4.0000 -0.037 966 -1.0000 1 0.0000 36 3.2582 117 117 -4
733 688599.SH @TRINA7 CN 1.8131 3.0000 -0.023 3,338 -1.0000 1 0.0000 89 2.1573 192 192 -4
734 603355.SH @KINGC7 CN 1.5063 5.0000 0.055 679 1.0000 -1 0.0000 -13 3.1998 -42 42 -2
737 688106.SH @SUZHO69 CN 1.5124 1.0000 -0.006 1,180 -1.0000 1 0.0000 48 2.4492 118 118 -1
738 600248.SH @YANGL1 CN 0.8630 3.0000 0.027 667 1.0000 -1 0.0000 -64 0.5407 -35 35 -1
742 000538.ZK @YUNNA10 CN 0.6099 4.0000 0.037 5,703 1.0000 -1 0.0000 -80 7.7952 -624 624 -23
745 600406.SH @NARIT1 CN 0.1920 6.0000 0.065 10,504 1.0000 -1 0.0000 -38 3.0414 -116 116 -8
760 601169.SH @BANKO53 CN 0.3866 5.0000 0.052 15,544 1.0000 -1 0.0000 -34 0.8966 -30 30 -2
761 002819.ZK @BEIJI198 CN 1.2772 1.0000 0.002 595 1.0000 -1 0.0000 -91 3.9741 -362 362 -1
769 688087.SH @SHAND206 CN 1.7533 2.0000 0.016 434 1.0000 -1 0.0000 -42 3.7141 -156 156 -2
779 000065.ZK @NORIN1 CN 1.4268 5.0000 0.047 786 1.0000 -1 0.0000 -70 1.5276 -107 107 -5
793 002241.ZK @GOERT1 CN 1.8162 8.0000 0.104 9,496 1.0000 -1 0.0000 -80 3.1998 -256 256 -27
794 601579.SH @KUAIJ1 CN 0.5375 3.0000 -0.024 508 -1.0000 1 0.0000 95 2.5827 245 245 -6
799 603659.SH @PUTAI1 CN 1.7573 2.0000 0.017 4,171 1.0000 -1 0.0000 -26 2.4395 -63 63 -1
802 601211.SH @GUOTA24 CN 0.5296 2.0000 -0.018 32,680 -1.0000 1 0.0000 62 2.8217 175 175 -3
804 002595.ZK @SHAND94 CN 0.6098 2.0000 0.012 6,230 1.0000 -1 0.0000 -95 7.7869 -740 740 -9
812 688776.SH @GUOGU3 CN 2.3398 1.0000 0.010 531 1.0000 -1 0.0000 -38 11.9542 -454 454 -5
817 600104.SH @SAUTO1 CN 0.8011 5.0000 0.044 8,569 1.0000 -1 0.0000 -99 2.3881 -236 236 -11
895 002916.ZK @SHENN1 CN 1.8505 2.0000 -0.013 13,170 -1.0000 1 0.0000 30 19.7522 593 593 -8
911 600926.SH @BANKO586 CN 0.4749 2.0000 0.015 11,159 1.0000 -1 0.0000 -87 2.2310 -194 194 -3
995 300396.ZK @DIRUI1 CN 1.7280 9.0000 -0.150 487 -1.0000 0 0.0000 0 2.0294 0 0 -0
999 601166.SH @INDUS132 CN 0.5847 7.0000 0.082 49,950 1.0000 0 0.0000 0 3.1470 0 0 0
1011 002142.ZK @BANKO41 CN 1.0961 1.0000 0.002 18,163 1.0000 -1 -0.0090 -232,700 3.8740 -901,475 901,475 -1,818
1046 GULF_n.BK @GULFD3 TH NaN NaN nan 16,391 NaN -1 -0.0000 -13 1.4436 -19 19 nan
1053 DELTA_n.BK @DELTA60 TH 0.7673 1.0000 0.009 20,588 1.0000 -1 -0.0018 -40,700 4.4607 -181,552 181,552 -1,670
1054 BBL_n.BK @BANGK27 TH 0.2396 3.0000 0.031 8,631 1.0000 -1 -0.0106 -234,500 4.5218 -1,060,373 1,060,373 -32,726