total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -222,450 4,233,996 129 39,384,735 -0.006

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
2 9896.HK @MINIS7 HK 1.2089 4 0.045 3,225 1.0000 -1 -0.0008 -2,800 3.0986 -8,676 8,676 -391
5 6446.TW @PHARM121 TW 0.3011 1 0.014 14,582 1.0000 -1 -0.0063 -1,919 34.5201 -66,244 66,244 -933
15 0916.HK @CHINA1173 HK 0.7366 7 0.097 2,416 1.0000 -1 -0.0044 -63,000 0.7281 -45,870 45,870 -4,459
16 1378.HK @CHINA1377 HK 1.6293 7 0.096 10,655 1.0000 -1 -0.0027 -9,500 2.9328 -27,862 27,862 -2,663
17 2002.TW @CHINA152 TW 0.7156 8 0.125 7,423 1.0000 -1 -0.0131 -234,000 0.5882 -137,647 137,647 -17,158
20 2400.HK @XDINC1 HK 1.5932 3 0.032 2,811 1.0000 -1 -0.0003 -600 5.7458 -3,447 3,447 -111
27 5871.TW @CHAIL1 TW 0.5766 7 0.107 6,358 1.0000 -1 0.0000 -336 3.7152 -1,248 1,248 -133
29 5880.TW @TWCOO1 TW 0.2568 8 0.116 12,598 1.0000 -1 -0.0158 -206,460 0.8034 -165,871 165,871 -19,229
44 2801.TW @CHANG17 TW 0.2654 7 0.109 8,227 1.0000 -1 -0.0053 -73,650 0.7601 -55,979 55,979 -6,094
45 2880.TW @HUANA1 TW 0.5087 8 0.119 17,838 1.0000 -1 -0.0002 -1,710 1.2817 -2,192 2,192 -261
51 0285.HK @BYDEL1 HK 1.8720 7 0.113 2,264 1.0000 -1 -0.0051 -18,000 2.9558 -53,204 53,204 -6,001
60 3360.HK @FAREA51 HK 0.5082 3 0.040 3,384 1.0000 -1 -0.0072 -87,000 0.8671 -75,437 75,437 -3,002
61 3105.T @NISSH18 JP 1.0649 1 0.010 2,244 1.0000 -1 -0.0010 -800 13.2519 -10,602 10,602 -101
64 2027.TW @TACHE1 TW 0.4928 7 0.111 3,208 1.0000 -1 -0.0014 -11,000 1.3065 -14,372 14,372 -1,601
65 0220.HK @UNIPR8 HK 0.3065 2 0.017 4,098 1.0000 -1 -0.0005 -6,000 0.9487 -5,692 5,692 -95
71 2039.HK @CHINA1532 HK 1.7264 10 0.178 609 1.0000 -1 -0.0002 -1,900 0.9627 -1,829 1,829 -325
73 2207.TW @HOTAI2 TW 0.5697 2 0.028 5,778 1.0000 -1 -0.0118 -8,000 15.4799 -123,839 123,839 -3,474
74 6807.T @JAPAN182 JP 0.9356 2 0.024 728 1.0000 -1 -0.0035 -2,400 15.2244 -36,539 36,539 -862
94 2211.TW @EVERG40 TW 0.4790 8 0.129 716 1.0000 -1 -0.0003 -1,000 2.7245 -2,724 2,724 -352
95 9921.TW @GIANT6 TW 0.5814 4 0.055 1,032 1.0000 -1 -0.0003 -1,000 2.6316 -2,632 2,632 -146
96 2548.TW @HUAKU1 TW 0.4064 7 0.112 893 1.0000 -1 -0.0052 -17,850 3.0588 -54,600 54,600 -6,106
97 8069.TWO @PRIME74 TW 1.1807 9 0.157 5,441 1.0000 -1 -0.0031 -6,000 5.3560 -32,136 32,136 -5,060
102 9914.TW @MERID8 TW 0.4100 2 0.025 715 1.0000 -1 -0.0002 -1,000 2.3901 -2,390 2,390 -59
107 2128.HK @CHINA1258 HK 1.5241 5 0.065 1,574 1.0000 -1 -0.0024 -50,000 0.5075 -25,375 25,375 -1,650
125 2890.TW @SINOP13 TW 0.4579 9 0.142 17,688 1.0000 -1 -0.0069 -60,180 1.1966 -72,011 72,011 -10,219
126 3076.T @AIHOL1 JP 0.4816 1 0.005 935 1.0000 -1 -0.0048 -2,900 17.3985 -50,456 50,456 -254
136 0836.HK @CHINA276 HK 0.5401 1 0.013 4,814 1.0000 -1 -0.0252 -108,000 2.4470 -264,275 264,275 -3,527
139 4373.T @SIMPL48 JP 0.3424 2 -0.025 1,559 -1.0000 1 0.0013 2,000 6.9863 13,973 13,973 -345
151 6526.T @SOCIO2 JP 1.3938 1 0.000 2,362 1.0000 -1 -0.0022 -1,800 13.1237 -23,623 23,623 -1
156 1030.HK @FUTUR69 HK 1.6672 2 0.028 483 1.0000 -1 -0.0029 -168,000 0.1798 -30,205 30,205 -856
159 9409.T @TVASA1 JP 0.3213 1 -0.005 1,334 -1.0000 1 0.0028 1,500 19.5115 29,267 29,267 -152
166 NEC.AX @NINEE1 AU 0.4442 3 -0.034 832 -1.0000 1 0.0034 51,603 0.6816 35,174 35,174 -1,190
168 0902.HK @HUANE3 HK 0.5836 5 0.064 3,113 1.0000 -1 -0.0068 -94,000 0.7613 -71,558 71,558 -4,608
170 2380.HK @CHINA318 HK 0.4789 1 0.009 1,507 1.0000 -1 -0.0144 -435,000 0.3481 -151,429 151,429 -1,308
172 1301.TW @FORMO9 TW 1.1777 9 0.166 9,406 1.0000 -1 -0.0051 -30,000 1.7802 -53,406 53,406 -8,849
180 1585.HK @YADEA1 HK 0.6039 4 0.058 1,557 1.0000 -1 -0.0005 -4,000 1.3516 -5,407 5,407 -312
188 SEAT.SI @SEMBC4 SG 0.9374 1 0.002 6,235 1.0000 -1 -0.0175 -100,400 1.8275 -183,478 183,478 -427
202 4061.T @DENKI3 JP 0.9275 2 0.017 1,840 1.0000 -1 -0.0020 -1,000 20.7756 -20,776 20,776 -359
213 YANZ.SI @YANGZ73 SG 1.1442 1 0.005 348 1.0000 -1 -0.0014 -90,500 0.1587 -14,366 14,366 -71
215 5214.T @NIPPO141 JP 0.9685 1 0.007 2,943 1.0000 -1 -0.0053 -1,700 32.8794 -55,895 55,895 -383
240 6479.T @MINEB3 JP 1.2620 4 0.055 9,567 1.0000 -1 -0.0013 -600 22.4000 -13,440 13,440 -733
243 VENM.SI @VENTU23 SG 0.8293 5 0.066 3,547 1.0000 -1 -0.0060 -5,100 12.2890 -62,674 62,674 -4,145
245 0696.HK @TRAVE10 HK 1.0145 4 0.050 1,011 1.0000 -1 -0.0001 -1,000 1.0839 -1,084 1,084 -54
248 2105.TW @CHENG13 TW 0.2988 8 0.124 2,773 1.0000 -1 -0.0112 -124,000 0.9505 -117,858 117,858 -14,616
251 1314.TW @CHINA198 TW 0.3839 6 0.081 914 1.0000 -1 -0.0023 -102,000 0.2415 -24,632 24,632 -1,989
260 PMV.AX @PREMI98 AU 0.1638 3 -0.031 953 -1.0000 1 0.0024 2,616 9.4799 24,799 24,799 -764
263 5110.T @SUMIT46 JP 1.2536 1 0.001 2,590 1.0000 -1 -0.0011 -800 13.8687 -11,095 11,095 -8
271 0371.HK @SHANG47 HK 0.3632 3 0.033 1,384 1.0000 -1 -0.0048 -166,000 0.3060 -50,801 50,801 -1,698
272 1409.TW @SHINK23 TW 0.7157 7 0.113 961 1.0000 -1 -0.0004 -7,000 0.6594 -4,616 4,616 -521
279 REA.AX @REALE5 AU 0.3350 2 -0.020 5,666 -1.0000 1 0.0002 15 113.9472 1,709 1,709 -34
281 2855.TW @PRESI5 TW 0.7165 6 0.078 2,092 1.0000 -1 -0.0058 -47,000 1.3065 -61,406 61,406 -4,818
288 6005.TW @CAPIT67 TW 0.8259 6 0.078 2,265 1.0000 -1 -0.0011 -11,000 1.0433 -11,477 11,477 -893
292 2889.TW @WATER39 TW 0.4323 6 0.090 1,615 1.0000 -1 -0.0024 -52,000 0.4830 -25,115 25,115 -2,264
299 0817.HK @FRANS12 HK 2.0825 1 0.014 1,421 1.0000 -1 -0.0005 -28,000 0.1696 -4,749 4,749 -66
321 2883.HK @CHINA258 HK 0.7837 4 0.050 1,621 1.0000 -1 -0.0043 -50,000 0.8951 -44,757 44,757 -2,220
325 0631.HK @SANYH2 HK 1.8205 4 0.045 1,118 1.0000 -1 -0.0003 -3,000 0.9436 -2,831 2,831 -127
331 2245.HK @LYGEN1 HK 1.4408 3 0.030 893 1.0000 -1 -0.0006 -4,000 1.6207 -6,483 6,483 -194
339 7261.T @MAZDA2 JP 0.9533 2 0.016 4,334 1.0000 -1 -0.0019 -2,700 7.2214 -19,498 19,498 -320
340 6645.T @OMRON4 JP 1.2707 2 0.027 6,505 1.0000 -1 -0.0006 -200 31.5420 -6,308 6,308 -173
350 7270.T @FUJIH3 JP 0.6406 1 0.008 9,275 1.0000 -1 -0.0016 -1,000 16.3664 -16,366 16,366 -136
360 KPLM.SI @KEPPE20 SG 0.8089 4 0.046 16,438 1.0000 -1 -0.0107 -12,400 9.0290 -111,959 111,959 -5,201
361 3899.HK @ENRIC2 HK 1.2806 6 0.083 675 1.0000 -1 -0.0009 -10,000 0.9691 -9,691 9,691 -803
373 LOV.AX @LOVIS2 AU 1.0228 2 -0.017 1,768 -1.0000 1 0.0011 719 15.9676 11,481 11,481 -200
376 0179.HK @JOHNS42 HK 2.0792 9 0.167 2,004 1.0000 -1 -0.0002 -1,000 2.1448 -2,145 2,145 -357
383 6963.T @ROHMC2 JP 1.3591 2 0.016 9,136 1.0000 -1 -0.0012 -500 25.1420 -12,571 12,571 -205
396 0551.HK @YUEYU3 HK 0.7891 3 0.036 1,396 1.0000 -1 -0.0080 -47,500 1.7750 -84,312 84,312 -3,036
414 1999.HK @MANWA3 HK 1.3908 3 0.037 559 1.0000 -1 -0.0039 -104,800 0.3927 -41,159 41,159 -1,530
429 0384.HK @CHINA237 HK 0.7305 1 0.004 2,737 1.0000 -1 -0.0155 -213,400 0.7613 -162,452 162,452 -691
432 0008.HK @PCCWL4 HK 0.1946 1 0.004 4,682 1.0000 -1 -0.0133 -190,000 0.7370 -140,035 140,035 -512
434 0363.HK @SHANG43 HK 0.6933 3 0.032 697 1.0000 -1 -0.0003 -2,000 1.7316 -3,463 3,463 -109
439 1818.HK @ZHAOJ1 HK 1.4935 3 0.036 6,014 1.0000 -1 -0.0025 -10,000 2.6089 -26,089 26,089 -934
440 3900.HK @GREEN118 HK 1.6415 3 0.041 1,113 1.0000 0 0.0000 0 0.9130 0 0 0
460 1199.HK @COSCO11 HK 1.0526 9 0.162 765 1.0000 0 0.0000 0 0.6567 0 0 0
461 4902.T @KONIC6 JP 0.9997 1 0.013 2,031 1.0000 -1 -0.0033 -8,700 4.0397 -35,145 35,145 -464
467 STO.AX @SANTO10 AU -0.0204 1 -0.001 17,642 -1.0000 1 0.0005 1,006 5.4320 5,465 5,465 -8
491 9904.TW @POUCH1 TW 0.6333 7 0.096 1,799 1.0000 -1 -0.0003 -4,000 0.7446 -2,978 2,978 -285
494 1898.HK @CHINA484 HK 0.3545 1 0.004 5,608 1.0000 -1 -0.0027 -21,000 1.3657 -28,679 28,679 -118
499 6770.T @ALPSE2 JP 0.9333 3 0.034 2,580 1.0000 -1 -0.0023 -1,800 13.4779 -24,260 24,260 -834
513 6269.T @MODEC1 JP 0.9927 2 0.026 3,663 1.0000 -1 -0.0006 -100 63.0534 -6,305 6,305 -167
521 196170.KQ @ALTEO5 KR 0.8662 3 0.033 10,845 1.0000 -1 -0.0030 -155 202.3801 -31,369 31,369 -1,042
522 352820.KS @BIGHI3 KR 0.9309 3 0.039 4,888 1.0000 -1 -0.0008 -62 128.8680 -7,990 7,990 -312
523 042660.KS @DAEWO6 KR 1.4798 5 0.072 10,503 1.0000 -1 -0.0042 -804 55.2876 -44,451 44,451 -3,197
525 005830.KS @DONGB1 KR 0.8169 10 0.179 6,753 1.0000 -1 -0.0004 -39 108.5276 -4,233 4,233 -756
527 086520.KQ @ECOPR3 KR 1.6217 2 0.018 6,738 1.0000 -1 -0.0019 -410 49.6224 -20,345 20,345 -376
529 001450.KS @HYUND54 KR 0.3682 10 0.184 2,237 1.0000 -1 -0.0009 -357 26.2446 -9,369 9,369 -1,724
530 175330.KS @JEONB1 KR 0.6931 6 0.088 2,641 1.0000 -1 -0.0006 -324 18.6340 -6,037 6,037 -534
532 373220.KS @LGENE1 KR 1.1281 5 0.072 10,532 1.0000 -1 -0.0010 -47 214.3250 -10,073 10,073 -720
536 277810.KQ @RAINB29 KR 1.5745 3 0.036 3,447 1.0000 -1 -0.0007 -26 273.3667 -7,108 7,108 -256
537 006400.KS @SAMSU45 KR 1.4182 7 0.108 17,020 1.0000 -1 -0.0035 -139 260.7393 -36,243 36,243 -3,908
538 010140.KS @SAMSU53 KR 1.2819 6 0.083 10,569 1.0000 -1 -0.0079 -5,900 14.1291 -83,361 83,361 -6,925
539 222800.KQ @SIMMT2 KR 1.5807 2 0.018 1,294 1.0000 -1 -0.0010 -202 51.5335 -10,410 10,410 -185
541 402340.KS @SKSQU1 KR 2.3809 7 0.113 56,654 1.0000 -1 -0.0016 -26 631.3713 -16,416 16,416 -1,852
545 079550.KS @LIGNE3 KR 0.8343 5 0.070 6,489 1.0000 -1 -0.0003 -7 475.7468 -3,330 3,330 -235
552 TAH.AX @TABCO3 AU 0.2410 8 -0.115 1,394 -1.0000 0 0.0000 0 0.6082 0 0 -0
564 2015.HK @LIAUT3 HK 1.5919 1 0.005 9,352 1.0000 -1 -0.0107 -17,700 6.3349 -112,127 112,127 -589
566 3323.HK @CHINA412 HK 2.3383 7 0.111 1,706 1.0000 0 0.0000 0 0.4590 0 0 0
585 7752.T @RICOH7 JP 0.7037 2 0.028 5,544 1.0000 -1 -0.0011 -1,200 9.7313 -11,678 11,678 -322
589 4938.TW @PEGAT1 TW 0.4777 5 0.060 5,734 1.0000 -1 -0.0034 -14,000 2.5759 -36,062 36,062 -2,149
590 8473.T @SOFTB11 JP 1.1682 1 0.014 10,468 1.0000 -1 -0.0034 -2,100 17.2092 -36,139 36,139 -501
592 1772.HK @GANFE1 HK 2.2175 7 0.105 2,245 1.0000 -1 -0.0029 -6,600 4.6466 -30,668 30,668 -3,233
594 3110.T @NITTO7 JP 2.4571 5 0.063 3,125 1.0000 -1 -0.0002 -100 17.6244 -1,762 1,762 -111
605 2016.HK @CHINA1988 HK 0.5011 1 0.011 960 1.0000 -1 -0.0005 -18,000 0.3060 -5,509 5,509 -58
613 9863.HK @ZHEJI434 HK 1.4117 3 0.032 4,111 1.0000 -1 -0.0029 -6,200 4.9118 -30,453 30,453 -976
615 011070.KS @LGINN1 KR 1.2754 10 0.269 4,899 1.0000 -1 -0.0009 -28 350.8377 -9,823 9,823 -2,641
621 003540.KS @DAISH8 KR 1.1175 5 0.062 794 1.0000 -1 -0.0013 -803 16.6546 -13,374 13,374 -824
622 034020.KS @DOOSA22 KR 1.5857 9 0.150 19,802 1.0000 -1 -0.0016 -387 44.1619 -17,091 17,091 -2,561
623 5741.T @FURUK9 JP 1.1275 1 0.003 2,395 1.0000 -1 -0.0003 -200 13.8992 -2,780 2,780 -7
624 0639.HK @FUSHA1 HK 0.6879 7 0.099 1,050 1.0000 -1 -0.0002 -6,000 0.2946 -1,767 1,767 -175
628 005380.KS @HYUND52 KR 1.5348 9 0.176 39,681 1.0000 -1 -0.0027 -114 248.4531 -28,324 28,324 -4,980
629 0358.HK @JIANG2 HK 2.3112 6 0.084 4,422 1.0000 -1 -0.0046 -11,000 4.3661 -48,027 48,027 -4,041
630 5016.T @NIPPO55 JP 2.8559 2 0.026 19,966 1.0000 -1 -0.0002 -100 20.9466 -2,095 2,095 -55
631 001440.KS @TAIHA2 KR 2.1250 8 0.133 1,920 1.0000 -1 -0.0002 -105 17.1665 -1,802 1,802 -239
646 2018.HK @AACAC1 HK 1.6986 7 0.096 5,724 1.0000 -1 -0.0007 -1,500 4.9526 -7,429 7,429 -711
648 9626.HK @BILIB6 HK 2.1178 3 0.038 5,342 1.0000 -1 -0.0001 -80 17.9157 -1,433 1,433 -55
650 2333.HK @GREAT74 HK 1.2924 3 0.038 2,636 1.0000 -1 -0.0011 -10,000 1.1425 -11,425 11,425 -433
651 2611.HK @GUOTA36 HK 0.9249 4 0.058 5,752 1.0000 -1 -0.0005 -2,800 1.8859 -5,281 5,281 -306
665 TNE.AX @TECHN58 AU 0.3165 1 -0.007 6,374 -1.0000 1 0.0011 560 20.7145 11,600 11,600 -78
668 071050.KS @DONGW19 KR 1.5420 8 0.128 7,368 1.0000 -1 -0.0002 -14 132.2126 -1,851 1,851 -237
669 051910.KS @LGCHE6 KR 1.7685 10 0.206 7,532 1.0000 -1 -0.0012 -74 164.1565 -12,148 12,148 -2,502
674 1888.HK @KINGB6 HK 2.1192 9 0.152 5,152 1.0000 -1 -0.0002 -500 4.3023 -2,151 2,151 -326
677 0189.HK @DONGY26 HK 1.8202 9 0.144 2,552 1.0000 -1 -0.0006 -4,000 1.4728 -5,891 5,891 -847
679 064350.KS @HYUND454 KR 1.1955 10 0.246 6,028 1.0000 -1 -0.0004 -54 83.6823 -4,519 4,519 -1,112
680 006260.KS @LGCAB1 KR 1.9375 10 0.180 5,707 1.0000 0 0.0000 0 182.9270 0 0 0
682 2395.TW @ADVAN60 TW 1.0297 10 0.181 9,565 1.0000 0 0.0000 0 17.2136 0 0 0
684 6856.T @HORIB1 JP 1.3042 7 0.102 6,370 1.0000 0 0.0000 0 150.8397 0 0 0
687 1833.T @OKUMU3 JP 0.4930 4 -0.058 1,312 -1.0000 0 0.0000 0 35.7252 0 0 -0
689 8050.T @SEIKO3 JP 1.2144 5 0.074 3,353 1.0000 0 0.0000 0 45.4962 0 0 0
692 1801.T @TAISE5 JP 1.1220 2 -0.020 13,404 -1.0000 0 0.0000 0 82.1374 0 0 -0
703 300750.ZK @CONTE31 CN 1.2262 3 0.042 196,088 1.0000 -1 -0.0091 -1,647 57.7674 -95,143 95,143 -4,042
740 300627.ZK @SHANG253 CN 1.3092 1 -0.003 2,876 -1.0000 1 0.0036 9,200 4.0703 37,447 37,447 -118
742 688543.SH @JIANG454 CN 1.1484 3 -0.035 755 -1.0000 1 0.0001 240 5.3783 1,291 1,291 -46
745 600562.SH @JGAOC1 CN 1.4056 1 -0.003 1,670 -1.0000 1 0.0031 9,200 3.5382 32,552 32,552 -111
747 688046.SH @GEMPH1 CN 1.7920 1 -0.008 794 -1.0000 1 0.0008 2,100 3.7969 7,973 7,973 -67
749 000738.ZK @NANFA1 CN 1.2882 1 -0.007 1,758 -1.0000 1 0.0002 700 2.6736 1,872 1,872 -13
753 603699.SH @NEWAY13 CN 1.2894 2 0.019 4,664 1.0000 -1 -0.0002 -400 6.0153 -2,406 2,406 -46
754 600183.SH @GUANG16 CN 1.8320 3 0.029 21,167 1.0000 -1 -0.0046 -2,900 16.7585 -48,600 48,600 -1,422
756 301013.ZK @SHENZ351 CN 1.2315 9 -0.171 1,264 -1.0000 0 0.0000 0 5.4078 0 0 -0
760 601398.SH @INDUS125 CN -0.0814 3 -0.032 317,585 -1.0000 0 0.0000 0 1.1779 0 0 -0
766 688192.SH @DIZAL1 CN 1.1373 10 -0.283 2,358 -1.0000 0 0.0000 0 7.9218 0 0 -0
768 002008.ZK @HANSL1 CN 2.0439 3 0.043 12,180 1.0000 -1 -0.0001 -100 13.9179 -1,392 1,392 -60
776 601601.SH @CHINA735 CN 0.9875 2 0.021 20,525 1.0000 -1 -0.0002 -500 4.6851 -2,343 2,343 -49
777 002484.ZK @NANTO5 CN 1.2248 1 0.004 5,698 1.0000 -1 -0.0007 -800 9.3052 -7,444 7,444 -30