total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -216,361 3,797,148 132 39,167,611 -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 0.033 3,413 1.0000 -1 -0.0009 -2,800 3.2796 -9,183 9,183 -302
5 6446.TW @PHARM121 TW 0.3011 2 0.024 13,381 1.0000 -1 -0.0058 -1,919 31.6749 -60,784 60,784 -1,468
14 0916.HK @CHINA1173 HK 0.7366 6 0.079 2,441 1.0000 -1 -0.0044 -63,000 0.7357 -46,352 46,352 -3,658
15 1378.HK @CHINA1377 HK 1.6293 6 0.087 11,137 1.0000 -1 -0.0028 -9,500 3.0654 -29,121 29,121 -2,520
16 2002.TW @CHINA152 TW 0.7156 8 0.125 7,389 1.0000 -1 -0.0131 -234,000 0.5856 -137,030 137,030 -17,072
19 2400.HK @XDINC1 HK 1.5932 2 0.028 2,908 1.0000 -1 -0.0003 -600 5.9421 -3,565 3,565 -101
26 5871.TW @CHAIL1 TW 0.5766 7 0.103 5,961 1.0000 -1 0.0000 -336 3.4147 -1,147 1,147 -118
28 5880.TW @TWCOO1 TW 0.2568 7 0.114 13,084 1.0000 -1 -0.0164 -206,460 0.8344 -172,263 172,263 -19,723
43 2801.TW @CHANG17 TW 0.2654 7 0.108 8,296 1.0000 -1 -0.0054 -73,650 0.7664 -56,444 56,444 -6,111
44 2880.TW @HUANA1 TW 0.5087 8 0.119 18,342 1.0000 -1 -0.0002 -1,710 1.3180 -2,254 2,254 -267
50 0285.HK @BYDEL1 HK 1.8720 7 0.108 2,346 1.0000 -1 -0.0053 -18,000 3.0629 -55,131 55,131 -5,943
53 SCIL.SI @SEMBC3 SG 0.1954 3 -0.029 7,683 -1.0000 0 0.0000 0 4.2981 0 0 -0
59 3360.HK @FAREA51 HK 0.5082 3 0.029 3,538 1.0000 -1 -0.0075 -87,000 0.9066 -78,876 78,876 -2,303
60 3105.T @NISSH18 JP 1.0649 2 0.022 2,160 1.0000 -1 -0.0009 -700 12.7540 -8,928 8,928 -194
63 2027.TW @TACHE1 TW 0.4928 7 0.110 3,315 1.0000 -1 -0.0014 -11,000 1.3504 -14,855 14,855 -1,627
64 0220.HK @UNIPR8 HK 0.3065 1 0.006 4,290 1.0000 -1 -0.0006 -6,000 0.9933 -5,960 5,960 -35
71 2207.TW @HOTAI2 TW 0.5697 2 0.022 6,356 1.0000 -1 -0.0130 -8,000 17.0272 -136,218 136,218 -2,930
72 6807.T @JAPAN182 JP 0.9356 2 0.028 702 1.0000 -1 -0.0032 -2,300 14.6879 -33,782 33,782 -958
92 2211.TW @EVERG40 TW 0.4790 8 0.137 718 1.0000 -1 -0.0003 -1,000 2.7318 -2,732 2,732 -375
93 9921.TW @GIANT6 TW 0.5814 5 0.061 1,043 1.0000 -1 -0.0003 -1,000 2.6607 -2,661 2,661 -163
94 2548.TW @HUAKU1 TW 0.4064 8 0.120 894 1.0000 -1 -0.0052 -17,850 3.0624 -54,664 54,664 -6,587
95 8069.TWO @PRIME74 TW 1.1807 9 0.153 5,713 1.0000 -1 -0.0032 -6,000 5.6242 -33,745 33,745 -5,173
100 9914.TW @MERID8 TW 0.4100 3 0.031 724 1.0000 -1 -0.0002 -1,000 2.4227 -2,423 2,423 -75
105 2128.HK @CHINA1258 HK 1.5241 4 0.058 1,622 1.0000 -1 -0.0025 -50,000 0.5228 -26,140 26,140 -1,524
123 2890.TW @SINOP13 TW 0.4579 9 0.142 17,747 1.0000 -1 -0.0069 -60,180 1.2006 -72,249 72,249 -10,231
124 3076.T @AIHOL1 JP 0.4816 2 0.022 956 1.0000 -1 -0.0049 -2,900 17.7785 -51,558 51,558 -1,127
134 0836.HK @CHINA276 HK 0.5401 1 0.001 4,872 1.0000 -1 -0.0255 -108,000 2.4763 -267,440 267,440 -318
137 4373.T @SIMPL48 JP 0.3424 1 -0.013 1,586 -1.0000 1 0.0014 2,000 7.1114 14,223 14,223 -184
149 6526.T @SOCIO2 JP 1.3938 1 0.014 2,086 1.0000 -1 -0.0020 -1,800 11.5881 -20,859 20,859 -289
154 1030.HK @FUTUR69 HK 1.6672 2 0.023 497 1.0000 -1 -0.0030 -168,000 0.1849 -31,062 31,062 -722
157 9409.T @TVASA1 JP 0.3213 1 -0.002 1,356 -1.0000 1 0.0028 1,500 19.8286 29,743 29,743 -72
164 NEC.AX @NINEE1 AU 0.4442 2 -0.016 828 -1.0000 1 0.0033 51,603 0.6781 34,991 34,991 -576
166 0902.HK @HUANE3 HK 0.5836 4 0.045 3,186 1.0000 -1 -0.0070 -94,000 0.7791 -73,236 73,236 -3,262
170 1301.TW @FORMO9 TW 1.1777 9 0.160 8,817 1.0000 -1 -0.0048 -30,000 1.6687 -50,062 50,062 -8,018
178 1585.HK @YADEA1 HK 0.6039 4 0.051 1,605 1.0000 -1 -0.0005 -4,000 1.3937 -5,575 5,575 -284
200 4061.T @DENKI3 JP 0.9275 2 0.023 1,766 1.0000 -1 -0.0019 -1,000 19.9449 -19,945 19,945 -455
213 5214.T @NIPPO141 JP 0.9685 2 0.016 2,811 1.0000 -1 -0.0051 -1,700 31.3953 -53,372 53,372 -880
238 6479.T @MINEB3 JP 1.2620 5 0.060 9,179 1.0000 -1 -0.0012 -600 21.4933 -12,896 12,896 -771
241 VENM.SI @VENTU23 SG 0.8293 5 0.069 3,485 1.0000 -1 -0.0059 -5,100 12.0718 -61,566 61,566 -4,246
242 0696.HK @TRAVE10 HK 1.0145 4 0.046 1,038 1.0000 -1 -0.0001 -1,000 1.1132 -1,113 1,113 -51
245 2105.TW @CHENG13 TW 0.2988 8 0.124 2,754 1.0000 -1 -0.0111 -124,000 0.9441 -117,064 117,064 -14,532
248 1314.TW @CHINA198 TW 0.3839 6 0.077 862 1.0000 -1 -0.0022 -102,000 0.2278 -23,231 23,231 -1,792
257 PMV.AX @PREMI98 AU 0.1638 1 -0.013 981 -1.0000 1 0.0024 2,566 9.7642 25,055 25,055 -326
260 5110.T @SUMIT46 JP 1.2536 1 0.004 2,648 1.0000 -1 -0.0011 -800 14.1799 -11,344 11,344 -48
269 1409.TW @SHINK23 TW 0.7157 7 0.111 909 1.0000 -1 -0.0004 -7,000 0.6242 -4,370 4,370 -483
270 AUB.AX @AUSTB3 AU 0.0857 1 0.004 2,600 1.0000 -1 -0.0005 -269 19.9040 -5,354 5,354 -19
274 DNL.AX @INCIT3 AU 0.4207 1 0.006 4,547 1.0000 -1 -0.0042 -17,198 2.5941 -44,613 44,613 -249
276 REA.AX @REALE5 AU 0.3350 1 -0.004 5,711 -1.0000 1 0.0002 15 114.8481 1,723 1,723 -7
278 2855.TW @PRESI5 TW 0.7165 6 0.080 1,984 1.0000 -1 -0.0055 -47,000 1.2392 -58,242 58,242 -4,677
285 6005.TW @CAPIT67 TW 0.8259 6 0.078 2,197 1.0000 -1 -0.0011 -11,000 1.0121 -11,133 11,133 -867
289 2889.TW @WATER39 TW 0.4323 6 0.087 1,617 1.0000 -1 -0.0024 -52,000 0.4836 -25,148 25,148 -2,188
296 0817.HK @FRANS12 HK 2.0825 1 0.011 1,474 1.0000 -1 -0.0005 -28,000 0.1760 -4,927 4,927 -54
318 2883.HK @CHINA258 HK 0.7837 4 0.045 1,667 1.0000 -1 -0.0044 -50,000 0.9206 -46,032 46,032 -2,054
322 0631.HK @SANYH2 HK 1.8205 4 0.051 1,110 1.0000 -1 -0.0003 -3,000 0.9372 -2,812 2,812 -143
325 4023.T @KUREH1 JP 0.7961 1 0.009 1,049 1.0000 -1 -0.0037 -1,500 26.0710 -39,106 39,106 -362
327 2245.HK @LYGEN1 HK 1.4408 2 0.024 907 1.0000 -1 -0.0006 -4,000 1.6462 -6,585 6,585 -160
332 6871.T @MICRO72 JP 2.1774 7 0.111 2,922 1.0000 0 0.0000 0 73.0110 0 0 0
335 7261.T @MAZDA2 JP 0.9533 2 0.018 4,483 1.0000 -1 -0.0019 -2,700 7.4694 -20,167 20,167 -363
336 6645.T @OMRON4 JP 1.2707 2 0.027 6,524 1.0000 -1 -0.0006 -200 31.6340 -6,327 6,327 -171
341 8035.T @TOKYO54 JP 1.5880 8 0.121 150,784 1.0000 0 0.0000 0 319.7062 0 0 0
345 7270.T @FUJIH3 JP 0.6406 1 0.013 9,791 1.0000 -1 -0.0016 -1,000 17.2766 -17,277 17,277 -230
355 KPLM.SI @KEPPE20 SG 0.8089 4 0.051 16,215 1.0000 -1 -0.0103 -12,200 8.9065 -108,659 108,659 -5,585
356 3899.HK @ENRIC2 HK 1.2806 6 0.079 689 1.0000 -1 -0.0009 -10,000 0.9895 -9,895 9,895 -782
368 LOV.AX @LOVIS2 AU 1.0228 1 -0.005 1,845 -1.0000 1 0.0011 719 16.6632 11,981 11,981 -65
371 0179.HK @JOHNS42 HK 2.0792 9 0.155 2,043 1.0000 -1 -0.0002 -1,000 2.1868 -2,187 2,187 -339
378 6963.T @ROHMC2 JP 1.3591 2 0.025 8,653 1.0000 -1 -0.0011 -500 23.8127 -11,906 11,906 -293
391 0551.HK @YUEYU3 HK 0.7891 3 0.039 1,419 1.0000 -1 -0.0082 -47,500 1.8043 -85,705 85,705 -3,382
409 1999.HK @MANWA3 HK 1.3908 3 0.041 573 1.0000 -1 -0.0040 -104,800 0.4029 -42,228 42,228 -1,741
427 0008.HK @PCCWL4 HK 0.1946 1 0.002 4,650 1.0000 -1 -0.0128 -183,000 0.7319 -133,942 133,942 -325
429 0363.HK @SHANG43 HK 0.6933 3 0.035 716 1.0000 -1 -0.0003 -2,000 1.7801 -3,560 3,560 -124
434 1818.HK @ZHAOJ1 HK 1.4935 3 0.030 6,191 1.0000 -1 -0.0026 -10,000 2.6854 -26,854 26,854 -805
454 4902.T @KONIC6 JP 0.9997 2 0.023 2,125 1.0000 -1 -0.0033 -8,100 4.2277 -34,244 34,244 -789
469 2737.T @TOMEN3 JP 1.1052 8 -0.127 271 -1.0000 0 0.0000 0 104.9572 0 0 -0
480 8154.T @KAGAE2 JP 0.8534 1 0.007 1,249 1.0000 -1 -0.0060 -2,300 27.3562 -62,919 62,919 -470
484 9904.TW @POUCH1 TW 0.6333 7 0.096 1,792 1.0000 -1 -0.0003 -4,000 0.7417 -2,967 2,967 -285
491 6770.T @ALPSE2 JP 0.9333 3 0.042 2,628 1.0000 -1 -0.0024 -1,800 13.7240 -24,703 24,703 -1,043
505 6269.T @MODEC1 JP 0.9927 3 0.038 3,603 1.0000 -1 -0.0006 -100 62.0257 -6,203 6,203 -237
513 196170.KQ @ALTEO5 KR 0.8662 4 0.052 10,382 1.0000 -1 -0.0029 -155 193.7380 -30,029 30,029 -1,548
514 352820.KS @BIGHI3 KR 0.9309 4 0.047 4,286 1.0000 -1 -0.0007 -62 112.9850 -7,005 7,005 -327
515 042660.KS @DAEWO6 KR 1.4798 6 0.084 10,443 1.0000 -1 -0.0042 -804 54.9675 -44,194 44,194 -3,719
517 005830.KS @DONGB1 KR 0.8169 9 0.176 7,026 1.0000 -1 -0.0004 -39 112.9156 -4,404 4,404 -777
519 086520.KQ @ECOPR3 KR 1.6217 1 0.014 6,644 1.0000 -1 -0.0019 -410 48.9370 -20,064 20,064 -286
520 440110.KQ @FADUI1 KR 1.5841 1 0.000 1,593 1.0000 -1 -0.0001 -40 33.8262 -1,353 1,353 -0
521 001450.KS @HYUND54 KR 0.3682 10 0.189 2,290 1.0000 -1 -0.0009 -357 26.8599 -9,589 9,589 -1,815
522 175330.KS @JEONB1 KR 0.6931 6 0.095 2,643 1.0000 -1 -0.0006 -324 18.6460 -6,041 6,041 -573
524 373220.KS @LGENE1 KR 1.1281 5 0.066 10,900 1.0000 -1 -0.0010 -47 221.8109 -10,425 10,425 -685
528 277810.KQ @RAINB29 KR 1.5745 3 0.041 3,260 1.0000 -1 -0.0006 -26 258.5484 -6,722 6,722 -278
529 006400.KS @SAMSU45 KR 1.4182 7 0.104 16,221 1.0000 -1 -0.0033 -139 248.4976 -34,541 34,541 -3,599
530 010140.KS @SAMSU53 KR 1.2819 6 0.078 10,655 1.0000 -1 -0.0080 -5,900 14.2444 -84,042 84,042 -6,572
531 222800.KQ @SIMMT2 KR 1.5807 3 0.030 1,110 1.0000 -1 -0.0009 -202 44.2236 -8,933 8,933 -272
533 402340.KS @SKSQU1 KR 2.3809 8 0.116 49,696 1.0000 -1 -0.0014 -26 553.8342 -14,400 14,400 -1,674
537 079550.KS @LIGNE3 KR 0.8343 5 0.074 6,060 1.0000 -1 -0.0003 -7 444.3151 -3,110 3,110 -230
552 2767.T @FIELD8 JP 0.4247 8 -0.118 967 -1.0000 0 0.0000 0 14.7736 0 0 -0
555 6703.T @OKIEL3 JP 1.4631 2 0.019 1,482 1.0000 -1 -0.0010 -600 16.9890 -10,193 10,193 -193
574 7752.T @RICOH7 JP 0.7037 3 0.034 5,723 1.0000 -1 -0.0011 -1,200 10.0459 -12,055 12,055 -405
575 009150.KS @SAMSU46 KR 1.3702 10 0.250 34,588 1.0000 -1 -0.0009 -16 609.2869 -9,749 9,749 -2,437
578 4938.TW @PEGAT1 TW 0.4777 5 0.065 5,538 1.0000 -1 -0.0033 -14,000 2.4876 -34,827 34,827 -2,262
579 8473.T @SOFTB11 JP 1.1682 2 0.017 10,520 1.0000 -1 -0.0046 -2,800 17.2950 -48,426 48,426 -823
581 1772.HK @GANFE1 HK 2.2175 6 0.089 2,326 1.0000 -1 -0.0030 -6,600 4.8149 -31,778 31,778 -2,835
583 3110.T @NITTO7 JP 2.4571 5 0.072 2,999 1.0000 -1 -0.0002 -100 15.8996 -1,590 1,590 -115
594 2016.HK @CHINA1988 HK 0.5011 1 0.010 968 1.0000 -1 -0.0005 -18,000 0.3086 -5,554 5,554 -57
602 9863.HK @ZHEJI434 HK 1.4117 3 0.029 4,284 1.0000 -1 -0.0030 -6,200 5.1184 -31,734 31,734 -924
604 011070.KS @LGINN1 KR 1.2754 10 0.285 4,104 1.0000 -1 -0.0008 -29 293.8995 -8,523 8,523 -2,426
610 003540.KS @DAISH8 KR 1.1175 5 0.061 791 1.0000 -1 -0.0013 -803 16.6012 -13,331 13,331 -812
611 034020.KS @DOOSA22 KR 1.5857 9 0.154 18,711 1.0000 -1 -0.0015 -387 41.7282 -16,149 16,149 -2,491
612 5741.T @FURUK9 JP 1.1275 1 0.009 2,352 1.0000 -1 -0.0003 -200 13.6475 -2,729 2,729 -23
613 0639.HK @FUSHA1 HK 0.6879 7 0.115 1,082 1.0000 -1 -0.0002 -6,000 0.3035 -1,821 1,821 -209
614 6457.T @GLORY3 JP 0.5814 1 0.004 1,541 1.0000 -1 -0.0011 -400 28.0661 -11,226 11,226 -40
617 005380.KS @HYUND52 KR 1.5348 9 0.171 38,858 1.0000 -1 -0.0026 -114 243.2989 -27,736 27,736 -4,750
618 0358.HK @JIANG2 HK 2.3112 6 0.077 4,368 1.0000 -1 -0.0045 -11,000 4.3125 -47,437 47,437 -3,675
619 5016.T @NIPPO55 JP 2.8559 3 0.036 19,484 1.0000 -1 -0.0002 -100 20.4406 -2,044 2,044 -74
620 001440.KS @TAIHA2 KR 2.1250 8 0.139 1,613 1.0000 -1 -0.0001 -105 14.4177 -1,514 1,514 -210
635 2018.HK @AACAC1 HK 1.6986 7 0.095 5,592 1.0000 -1 -0.0007 -1,500 4.8378 -7,257 7,257 -692
637 9626.HK @BILIB6 HK 2.1178 2 0.029 5,634 1.0000 -1 -0.0001 -80 18.8974 -1,512 1,512 -43
639 2333.HK @GREAT74 HK 1.2924 3 0.030 2,751 1.0000 -1 -0.0011 -10,000 1.1922 -11,922 11,922 -353
640 2611.HK @GUOTA36 HK 0.9249 4 0.044 5,865 1.0000 -1 -0.0005 -3,000 1.9229 -5,769 5,769 -254
657 071050.KS @DONGW19 KR 1.5420 8 0.122 7,019 1.0000 -1 -0.0002 -14 125.9470 -1,763 1,763 -216
658 051910.KS @LGCHE6 KR 1.7685 10 0.201 7,808 1.0000 -1 -0.0012 -74 170.1706 -12,593 12,593 -2,527
663 1888.HK @KINGB6 HK 2.1192 9 0.159 4,450 1.0000 -1 -0.0002 -500 3.7157 -1,858 1,858 -295
666 0189.HK @DONGY26 HK 1.8202 8 0.132 2,567 1.0000 -1 -0.0006 -4,000 1.4817 -5,927 5,927 -782
668 064350.KS @HYUND454 KR 1.1955 10 0.238 6,017 1.0000 -1 -0.0004 -54 83.5257 -4,510 4,510 -1,074
679 5714.T @DOWAM2 JP 1.5253 2 0.027 3,031 1.0000 0 0.0000 0 48.8984 0 0 0
681 6965.T @HAMAM4 JP 1.2338 3 0.041 4,206 1.0000 0 0.0000 0 13.1732 0 0 0
682 1347.HK @HUAHO1 HK 2.2729 5 0.071 12,770 1.0000 0 0.0000 0 16.0029 0 0 0
683 007660.KS @ISUPE1 KR 1.4221 8 0.132 2,380 1.0000 -1 -0.0002 -41 41.0350 -1,682 1,682 -221
684 6861.T @KEYEN4 JP 1.0565 8 0.132 99,909 1.0000 0 0.0000 0 483.2925 0 0 0
686 1515.T @NITTE2 JP 1.9917 2 0.016 1,099 1.0000 0 0.0000 0 16.7503 0 0 0
691 8050.T @SEIKO3 JP 1.2144 6 0.083 3,275 1.0000 0 0.0000 0 44.4308 0 0 0
692 3436.T @SUMCO2 JP 2.5654 5 0.063 6,122 1.0000 -1 -0.0002 -100 17.4816 -1,748 1,748 -110
693 5713.T @SUMIT40 JP 2.5003 4 0.059 13,224 1.0000 -1 -0.0004 -100 45.4712 -4,547 4,547 -268
694 1801.T @TAISE5 JP 1.1220 1 -0.012 13,033 -1.0000 0 0.0000 0 79.8654 0 0 -0
695 2327.TW @YAGEO2 TW 1.4662 10 0.221 27,176 1.0000 0 0.0000 0 14.1069 0 0 0
702 300750.ZK @CONTE31 CN 1.2262 3 0.039 201,612 1.0000 -1 -0.0093 -1,647 59.3948 -97,823 97,823 -3,852
725 688563.SH @BAIMT1 CN 1.1655 1 -0.004 1,055 -1.0000 1 0.0081 11,200 7.5729 84,816 84,816 -349
729 300034.ZK @BEIJI79 CN 1.7010 1 -0.006 1,060 -1.0000 1 0.0006 2,600 2.2923 5,960 5,960 -36
739 300627.ZK @SHANG253 CN 1.3092 1 -0.013 2,977 -1.0000 1 0.0037 9,200 4.2136 38,765 38,765 -512
741 688543.SH @JIANG454 CN 1.1484 3 -0.037 768 -1.0000 1 0.0001 240 5.4713 1,313 1,313 -48
744 600562.SH @JGAOC1 CN 1.4056 1 -0.010 1,697 -1.0000 1 0.0032 9,200 3.5958 33,081 33,081 -329
747 000738.ZK @NANFA1 CN 1.2882 2 -0.015 1,784 -1.0000 1 0.0002 700 2.7135 1,899 1,899 -29
751 603699.SH @NEWAY13 CN 1.2894 1 0.004 5,101 1.0000 -1 -0.0003 -400 6.5797 -2,632 2,632 -10
752 600183.SH @GUANG16 CN 1.8320 3 0.032 18,682 1.0000 -1 -0.0041 -2,900 14.7911 -42,894 42,894 -1,392
761 002008.ZK @HANSL1 CN 2.0439 3 0.039 10,593 1.0000 -1 -0.0001 -100 12.1042 -1,210 1,210 -47
764 688099.SH @AMLOG1 CN 1.8125 7 -0.096 4,611 -1.0000 0 0.0000 0 13.4476 0 0 -0
768 601601.SH @CHINA735 CN 0.9875 2 0.021 21,236 1.0000 -1 -0.0002 -500 4.8476 -2,424 2,424 -51
769 002484.ZK @NANTO5 CN 1.2248 1 0.003 5,023 1.0000 -1 -0.0006 -800 8.2025 -6,562 6,562 -22
777 603063.SH @SHENZ257 CN 1.4294 3 -0.039 1,523 -1.0000 1 0.0000 200 4.0022 800 800 -31