total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -216,689 3,696,066 127 39,383,630 -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 3 0.031 3,387 1.0000 -1 -0.0009 -2,800 3.2547 -9,113 9,113 -281
5 6446.TW @PHARM121 TW 0.3011 2 0.019 14,092 1.0000 -1 -0.0061 -1,919 33.3601 -64,018 64,018 -1,221
14 3908.HK @CHNIN1 HK 2.3357 6 0.083 4,941 1.0000 0 0.0000 0 2.7318 0 0 0
15 0916.HK @CHINA1173 HK 0.7366 6 0.082 2,446 1.0000 -1 -0.0044 -63,000 0.7372 -46,441 46,441 -3,828
16 1378.HK @CHINA1377 HK 1.6293 6 0.083 11,028 1.0000 -1 -0.0027 -9,500 3.0354 -28,836 28,836 -2,403
17 2002.TW @CHINA152 TW 0.7156 8 0.125 7,386 1.0000 -1 -0.0130 -234,000 0.5853 -136,971 136,971 -17,089
20 2400.HK @XDINC1 HK 1.5932 2 0.022 2,902 1.0000 -1 -0.0003 -600 5.9305 -3,558 3,558 -80
27 5871.TW @CHAIL1 TW 0.5766 7 0.105 6,066 1.0000 -1 0.0000 -336 3.4750 -1,168 1,168 -122
29 5880.TW @TWCOO1 TW 0.2568 8 0.117 12,642 1.0000 -1 -0.0159 -206,460 0.8062 -166,449 166,449 -19,433
44 2801.TW @CHANG17 TW 0.2654 7 0.110 8,175 1.0000 -1 -0.0053 -73,650 0.7552 -55,623 55,623 -6,106
45 2880.TW @HUANA1 TW 0.5087 8 0.119 17,969 1.0000 -1 -0.0002 -1,710 1.2912 -2,208 2,208 -263
51 0285.HK @BYDEL1 HK 1.8720 7 0.102 2,404 1.0000 -1 -0.0054 -18,000 3.1374 -56,473 56,473 -5,768
60 3360.HK @FAREA51 HK 0.5082 3 0.029 3,474 1.0000 -1 -0.0074 -87,000 0.8902 -77,448 77,448 -2,264
61 3105.T @NISSH18 JP 1.0649 2 0.015 2,143 1.0000 -1 -0.0010 -800 12.6553 -10,124 10,124 -150
64 2027.TW @TACHE1 TW 0.4928 7 0.112 3,280 1.0000 -1 -0.0014 -11,000 1.3359 -14,695 14,695 -1,646
65 0220.HK @UNIPR8 HK 0.3065 1 0.000 4,236 1.0000 -1 -0.0006 -6,000 0.9808 -5,885 5,885 -1
71 2039.HK @CHINA1532 HK 1.7264 9 0.168 634 1.0000 0 0.0000 0 1.0037 0 0 0
73 2207.TW @HOTAI2 TW 0.5697 3 0.029 5,984 1.0000 -1 -0.0122 -8,000 16.0314 -128,251 128,251 -3,778
74 6807.T @JAPAN182 JP 0.9356 3 0.034 718 1.0000 -1 -0.0033 -2,300 15.0264 -34,561 34,561 -1,165
94 2211.TW @EVERG40 TW 0.4790 8 0.136 714 1.0000 -1 -0.0003 -1,000 2.7182 -2,718 2,718 -370
95 9921.TW @GIANT6 TW 0.5814 4 0.059 1,058 1.0000 -1 -0.0003 -1,000 2.6997 -2,700 2,700 -158
96 2548.TW @HUAKU1 TW 0.4064 8 0.118 884 1.0000 -1 -0.0051 -17,850 3.0271 -54,034 54,034 -6,403
97 8069.TWO @PRIME74 TW 1.1807 9 0.157 5,617 1.0000 -1 -0.0032 -6,000 5.5291 -33,175 33,175 -5,200
102 9914.TW @MERID8 TW 0.4100 2 0.029 731 1.0000 -1 -0.0002 -1,000 2.4464 -2,446 2,446 -71
107 2128.HK @CHINA1258 HK 1.5241 4 0.056 1,606 1.0000 -1 -0.0025 -50,000 0.5178 -25,890 25,890 -1,451
125 2890.TW @SINOP13 TW 0.4579 9 0.143 17,625 1.0000 -1 -0.0068 -60,180 1.1923 -71,754 71,754 -10,261
126 3076.T @AIHOL1 JP 0.4816 2 0.016 946 1.0000 -1 -0.0049 -2,900 17.5959 -51,028 51,028 -806
136 0836.HK @CHINA276 HK 0.5401 1 0.005 4,890 1.0000 -1 -0.0256 -108,000 2.4857 -268,456 268,456 -1,321
139 4373.T @SIMPL48 JP 0.3424 2 -0.021 1,611 -1.0000 1 0.0014 2,000 7.2202 14,440 14,440 -307
151 6526.T @SOCIO2 JP 1.3938 1 0.009 2,222 1.0000 -1 -0.0021 -1,800 12.3470 -22,225 22,225 -205
156 1030.HK @FUTUR69 HK 1.6672 2 0.018 497 1.0000 -1 -0.0030 -168,000 0.1849 -31,068 31,068 -567
159 9409.T @TVASA1 JP 0.3213 1 -0.006 1,362 -1.0000 1 0.0028 1,500 19.9274 29,891 29,891 -171
166 NEC.AX @NINEE1 AU 0.4442 2 -0.027 843 -1.0000 1 0.0034 51,603 0.6905 35,630 35,630 -973
168 0902.HK @HUANE3 HK 0.5836 4 0.045 3,223 1.0000 -1 -0.0071 -94,000 0.7882 -74,089 74,089 -3,347
172 1301.TW @FORMO9 TW 1.1777 9 0.163 9,172 1.0000 -1 -0.0050 -30,000 1.7360 -52,079 52,079 -8,476
180 1585.HK @YADEA1 HK 0.6039 4 0.048 1,625 1.0000 -1 -0.0005 -4,000 1.4106 -5,642 5,642 -272
202 4061.T @DENKI3 JP 0.9275 2 0.022 1,759 1.0000 -1 -0.0019 -1,000 19.8663 -19,866 19,866 -434
213 YANZ.SI @YANGZ73 SG 1.1442 1 0.000 348 1.0000 -1 -0.0014 -90,500 0.1586 -14,355 14,355 -3
215 5214.T @NIPPO141 JP 0.9685 1 0.013 2,819 1.0000 -1 -0.0051 -1,700 31.4871 -53,528 53,528 -680
240 6479.T @MINEB3 JP 1.2620 5 0.061 9,240 1.0000 -1 -0.0012 -600 21.6363 -12,982 12,982 -794
243 VENM.SI @VENTU23 SG 0.8293 5 0.064 3,509 1.0000 -1 -0.0059 -5,100 12.1557 -61,994 61,994 -3,980
244 8299.TWO @PHISO1 TW 1.9981 9 0.173 9,415 1.0000 0 0.0000 0 46.7968 0 0 0
245 0696.HK @TRAVE10 HK 1.0145 3 0.040 1,025 1.0000 -1 -0.0001 -1,000 1.0994 -1,099 1,099 -44
248 2105.TW @CHENG13 TW 0.2988 8 0.127 2,739 1.0000 -1 -0.0111 -124,000 0.9390 -116,439 116,439 -14,814
251 1314.TW @CHINA198 TW 0.3839 6 0.081 878 1.0000 -1 -0.0023 -102,000 0.2320 -23,662 23,662 -1,926
260 PMV.AX @PREMI98 AU 0.1638 2 -0.021 977 -1.0000 1 0.0024 2,566 9.7224 24,948 24,948 -520
263 5110.T @SUMIT46 JP 1.2536 1 0.003 2,647 1.0000 -1 -0.0011 -800 14.1719 -11,338 11,338 -37
271 0371.HK @SHANG47 HK 0.3632 3 0.032 1,372 1.0000 -1 -0.0048 -166,000 0.3035 -50,387 50,387 -1,613
272 1409.TW @SHINK23 TW 0.7157 8 0.116 918 1.0000 -1 -0.0004 -7,000 0.6301 -4,411 4,411 -510
279 REA.AX @REALE5 AU 0.3350 2 -0.017 5,791 -1.0000 1 0.0002 15 116.4528 1,747 1,747 -29
281 2855.TW @PRESI5 TW 0.7165 6 0.084 2,018 1.0000 -1 -0.0056 -47,000 1.2603 -59,233 59,233 -4,965
288 6005.TW @CAPIT67 TW 0.8259 6 0.082 2,203 1.0000 -1 -0.0011 -11,000 1.0147 -11,162 11,162 -915
292 2889.TW @WATER39 TW 0.4323 6 0.093 1,590 1.0000 -1 -0.0024 -52,000 0.4757 -24,736 24,736 -2,289
299 0817.HK @FRANS12 HK 2.0825 1 0.007 1,485 1.0000 -1 -0.0005 -28,000 0.1773 -4,964 4,964 -36
321 2883.HK @CHINA258 HK 0.7837 3 0.043 1,652 1.0000 -1 -0.0043 -50,000 0.9119 -45,595 45,595 -1,942
325 0631.HK @SANYH2 HK 1.8205 3 0.043 1,139 1.0000 -1 -0.0003 -3,000 0.9616 -2,885 2,885 -125
328 4023.T @KUREH1 JP 0.7961 1 0.003 1,048 1.0000 -1 -0.0037 -1,500 26.0307 -39,046 39,046 -120
330 3320.HK @CHINA2037 HK 0.7642 3 0.042 1,139 1.0000 0 0.0000 0 0.6249 0 0 0
331 2245.HK @LYGEN1 HK 1.4408 2 0.020 914 1.0000 -1 -0.0006 -4,000 1.6605 -6,642 6,642 -135
339 7261.T @MAZDA2 JP 0.9533 2 0.020 4,464 1.0000 -1 -0.0019 -2,700 7.4369 -20,080 20,080 -398
340 6645.T @OMRON4 JP 1.2707 2 0.023 6,510 1.0000 -1 -0.0006 -200 31.5664 -6,313 6,313 -144
341 7735.T @DAINI14 JP 1.5564 7 0.095 13,657 1.0000 0 0.0000 0 71.5920 0 0 0
350 7270.T @FUJIH3 JP 0.6406 1 0.009 9,852 1.0000 -1 -0.0017 -1,000 17.3853 -17,385 17,385 -151
360 KPLM.SI @KEPPE20 SG 0.8089 3 0.040 16,904 1.0000 -1 -0.0108 -12,200 9.2850 -113,278 113,278 -4,525
361 3899.HK @ENRIC2 HK 1.2806 6 0.076 697 1.0000 -1 -0.0010 -10,000 0.9999 -9,999 9,999 -763
373 LOV.AX @LOVIS2 AU 1.0228 1 -0.014 1,903 -1.0000 1 0.0012 719 17.1851 12,356 12,356 -177
376 0179.HK @JOHNS42 HK 2.0792 9 0.149 2,083 1.0000 -1 -0.0002 -1,000 2.2293 -2,229 2,229 -333
383 6963.T @ROHMC2 JP 1.3591 2 0.020 8,705 1.0000 -1 -0.0011 -500 23.9556 -11,978 11,978 -244
396 0551.HK @YUEYU3 HK 0.7891 3 0.039 1,398 1.0000 -1 -0.0080 -47,500 1.7779 -84,449 84,449 -3,286
414 1999.HK @MANWA3 HK 1.3908 3 0.036 571 1.0000 -1 -0.0040 -104,800 0.4017 -42,103 42,103 -1,534
432 0008.HK @PCCWL4 HK 0.1946 1 0.005 4,643 1.0000 -1 -0.0129 -185,000 0.7308 -135,196 135,196 -728
434 0363.HK @SHANG43 HK 0.6933 3 0.032 707 1.0000 -1 -0.0003 -2,000 1.7575 -3,515 3,515 -112
439 1818.HK @ZHAOJ1 HK 1.4935 3 0.030 6,145 1.0000 -1 -0.0025 -10,000 2.6655 -26,655 26,655 -788
459 4902.T @KONIC6 JP 0.9997 2 0.019 2,099 1.0000 -1 -0.0032 -8,100 4.1759 -33,825 33,825 -648
485 8154.T @KAGAE2 JP 0.8534 1 0.007 1,200 1.0000 -1 -0.0058 -2,300 26.2748 -60,432 60,432 -420
489 9904.TW @POUCH1 TW 0.6333 7 0.097 1,799 1.0000 -1 -0.0003 -4,000 0.7444 -2,978 2,978 -289
496 000660.KS @HYNIX1 KR 2.1125 10 0.347 563,447 1.0000 0 0.0000 0 964.1556 0 0 0
497 6770.T @ALPSE2 JP 0.9333 3 0.039 2,599 1.0000 -1 -0.0023 -1,800 13.5769 -24,438 24,438 -957
511 6269.T @MODEC1 JP 0.9927 3 0.037 3,521 1.0000 -1 -0.0006 -100 60.6061 -6,061 6,061 -225
519 196170.KQ @ALTEO5 KR 0.8662 4 0.046 10,418 1.0000 -1 -0.0029 -155 194.4140 -30,134 30,134 -1,380
520 352820.KS @BIGHI3 KR 0.9309 4 0.048 4,446 1.0000 -1 -0.0007 -62 117.1989 -7,266 7,266 -349
521 042660.KS @DAEWO6 KR 1.4798 6 0.094 9,753 1.0000 -1 -0.0039 -804 51.3390 -41,277 41,277 -3,863
523 005830.KS @DONGB1 KR 0.8169 10 0.183 6,625 1.0000 -1 -0.0004 -39 106.4631 -4,152 4,152 -761
525 086520.KQ @ECOPR3 KR 1.6217 2 0.026 6,298 1.0000 -1 -0.0018 -410 46.3841 -19,017 19,017 -488
526 440110.KQ @FADUI1 KR 1.5841 1 0.009 1,630 1.0000 -1 -0.0001 -40 34.6160 -1,385 1,385 -13
527 001450.KS @HYUND54 KR 0.3682 10 0.198 2,165 1.0000 -1 -0.0009 -357 25.3942 -9,066 9,066 -1,792
528 175330.KS @JEONB1 KR 0.6931 7 0.101 2,561 1.0000 -1 -0.0006 -324 18.0650 -5,853 5,853 -590
530 373220.KS @LGENE1 KR 1.1281 5 0.073 10,162 1.0000 -1 -0.0009 -47 206.8014 -9,720 9,720 -712
534 277810.KQ @RAINB29 KR 1.5745 3 0.042 3,562 1.0000 -1 -0.0007 -26 282.5024 -7,345 7,345 -310
535 006400.KS @SAMSU45 KR 1.4182 7 0.109 16,351 1.0000 -1 -0.0033 -139 250.5015 -34,820 34,820 -3,779
536 010140.KS @SAMSU53 KR 1.2819 6 0.089 9,986 1.0000 -1 -0.0075 -5,900 13.3509 -78,770 78,770 -6,989
537 222800.KQ @SIMMT2 KR 1.5807 3 0.031 1,185 1.0000 -1 -0.0009 -202 47.2099 -9,536 9,536 -298
539 402340.KS @SKSQU1 KR 2.3809 8 0.121 52,490 1.0000 -1 -0.0014 -26 584.9623 -15,209 15,209 -1,841
543 079550.KS @LIGNE3 KR 0.8343 6 0.084 5,820 1.0000 -1 -0.0003 -7 426.6784 -2,987 2,987 -251
558 2392.TW @CHENG6 TW 1.1940 1 0.001 393 1.0000 0 0.0000 0 1.0379 0 0 0
562 6703.T @OKIEL3 JP 1.4631 1 0.010 1,584 1.0000 -1 -0.0010 -600 18.1635 -10,898 10,898 -105
581 7752.T @RICOH7 JP 0.7037 3 0.030 5,715 1.0000 -1 -0.0011 -1,200 10.0308 -12,037 12,037 -361
582 009150.KS @SAMSU46 KR 1.3702 10 0.253 40,200 1.0000 -1 -0.0003 -5 708.1485 -3,541 3,541 -896
585 4938.TW @PEGAT1 TW 0.4777 5 0.066 5,638 1.0000 -1 -0.0034 -14,000 2.5329 -35,461 35,461 -2,332
586 8473.T @SOFTB11 JP 1.1682 2 0.015 10,588 1.0000 -1 -0.0035 -2,100 17.4067 -36,554 36,554 -541
588 1772.HK @GANFE1 HK 2.2175 6 0.086 2,376 1.0000 -1 -0.0031 -6,600 4.9178 -32,458 32,458 -2,779
590 3110.T @NITTO7 JP 2.4571 5 0.070 3,018 1.0000 -1 -0.0002 -100 16.0029 -1,600 1,600 -112
601 2016.HK @CHINA1988 HK 0.5011 1 0.005 964 1.0000 -1 -0.0005 -18,000 0.3074 -5,533 5,533 -28
609 9863.HK @ZHEJI434 HK 1.4117 2 0.023 4,503 1.0000 -1 -0.0032 -6,200 5.3795 -33,353 33,353 -773
611 011070.KS @LGINN1 KR 1.2754 10 0.286 4,401 1.0000 -1 -0.0008 -28 315.1915 -8,825 8,825 -2,522
617 003540.KS @DAISH8 KR 1.1175 5 0.069 773 1.0000 -1 -0.0012 -803 16.2069 -13,014 13,014 -904
618 034020.KS @DOOSA22 KR 1.5857 9 0.158 18,762 1.0000 -1 -0.0015 -387 41.8420 -16,193 16,193 -2,561
619 5741.T @FURUK9 JP 1.1275 1 0.007 2,289 1.0000 -1 -0.0003 -200 13.2808 -2,656 2,656 -20
620 0639.HK @FUSHA1 HK 0.6879 7 0.111 1,073 1.0000 -1 -0.0002 -6,000 0.3010 -1,806 1,806 -200
624 005380.KS @HYUND52 KR 1.5348 10 0.180 38,854 1.0000 -1 -0.0026 -114 243.2755 -27,733 27,733 -5,003
625 0358.HK @JIANG2 HK 2.3112 5 0.072 4,454 1.0000 -1 -0.0046 -11,000 4.3975 -48,372 48,372 -3,503
626 5016.T @NIPPO55 JP 2.8559 3 0.032 19,378 1.0000 -1 -0.0002 -100 20.3302 -2,033 2,033 -65
627 001440.KS @TAIHA2 KR 2.1250 8 0.140 1,709 1.0000 -1 -0.0002 -105 15.2778 -1,604 1,604 -225
642 2018.HK @AACAC1 HK 1.6986 6 0.089 5,784 1.0000 -1 -0.0007 -1,500 5.0046 -7,507 7,507 -666
644 9626.HK @BILIB6 HK 2.1178 2 0.025 5,578 1.0000 -1 -0.0001 -80 18.7097 -1,497 1,497 -38
646 2333.HK @GREAT74 HK 1.2924 2 0.028 2,719 1.0000 -1 -0.0011 -10,000 1.1784 -11,784 11,784 -335
647 2611.HK @GUOTA36 HK 0.9249 4 0.044 5,874 1.0000 -1 -0.0005 -2,800 1.9258 -5,392 5,392 -240
661 TNE.AX @TECHN58 AU 0.3165 1 -0.005 6,578 -1.0000 1 0.0011 560 21.3768 11,971 11,971 -64
664 071050.KS @DONGW19 KR 1.5420 8 0.130 7,037 1.0000 -1 -0.0002 -14 126.2830 -1,768 1,768 -230
665 051910.KS @LGCHE6 KR 1.7685 10 0.207 7,342 1.0000 -1 -0.0011 -74 160.0044 -11,840 11,840 -2,456
670 1888.HK @KINGB6 HK 2.1192 9 0.154 4,817 1.0000 -1 -0.0002 -500 4.0225 -2,011 2,011 -309
673 0189.HK @DONGY26 HK 1.8202 8 0.129 2,621 1.0000 -1 -0.0006 -4,000 1.5126 -6,050 6,050 -781
675 064350.KS @HYUND454 KR 1.1955 10 0.243 5,954 1.0000 -1 -0.0004 -54 82.6517 -4,463 4,463 -1,086
684 6861.T @KEYEN4 JP 1.0565 8 0.126 97,897 1.0000 0 0.0000 0 473.5573 0 0 0
686 1833.T @OKUMU3 JP 0.4930 4 -0.049 1,303 -1.0000 0 0.0000 0 35.4603 0 0 -0
687 6098.T @RECRU27 JP 0.2327 4 0.058 117,732 1.0000 0 0.0000 0 79.9536 0 0 0
688 8050.T @SEIKO3 JP 1.2144 6 0.086 3,108 1.0000 0 0.0000 0 42.1740 0 0 0
689 2327.TW @YAGEO2 TW 1.4662 10 0.224 30,170 1.0000 0 0.0000 0 15.6607 0 0 0
697 300750.ZK @CONTE31 CN 1.2262 3 0.043 198,936 1.0000 -1 -0.0092 -1,647 58.6066 -96,525 96,525 -4,142
724 300034.ZK @BEIJI79 CN 1.7010 1 -0.002 1,064 -1.0000 1 0.0006 2,600 2.3009 5,982 5,982 -11
734 300627.ZK @SHANG253 CN 1.3092 1 -0.010 2,985 -1.0000 1 0.0037 9,200 4.2237 38,858 38,858 -390
736 688543.SH @JIANG454 CN 1.1484 3 -0.037 782 -1.0000 1 0.0001 240 5.5706 1,337 1,337 -50
739 600562.SH @JGAOC1 CN 1.4056 1 -0.008 1,731 -1.0000 1 0.0032 9,200 3.6685 33,750 33,750 -262
743 000738.ZK @NANFA1 CN 1.2882 1 -0.011 1,790 -1.0000 1 0.0002 700 2.7218 1,905 1,905 -21
747 603699.SH @NEWAY13 CN 1.2894 1 0.007 4,949 1.0000 -1 -0.0002 -400 6.3829 -2,553 2,553 -18
748 600183.SH @GUANG16 CN 1.8320 3 0.033 20,179 1.0000 -1 -0.0044 -2,900 15.9764 -46,331 46,331 -1,547
750 000603.ZK @WEIDA2 CN 2.1222 3 -0.040 1,809 -1.0000 0 0.0000 0 3.6921 0 0 -0
756 000975.ZK @CHONG25 CN 1.2673 3 -0.031 6,527 -1.0000 0 0.0000 0 3.3155 0 0 -0
759 002008.ZK @HANSL1 CN 2.0439 3 0.038 11,761 1.0000 -1 -0.0001 -100 13.4392 -1,344 1,344 -51
762 600995.SH @YUNNA16 CN 0.8901 7 -0.095 2,120 -1.0000 0 0.0000 0 1.8948 0 0 -0
767 601601.SH @CHINA735 CN 0.9875 1 0.013 20,658 1.0000 -1 -0.0002 -500 4.7155 -2,358 2,358 -31
768 002484.ZK @NANTO5 CN 1.2248 1 0.004 5,553 1.0000 -1 -0.0007 -800 9.0677 -7,254 7,254 -29