total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -228,428 3,739,693 124 39,490,389 -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 0.9910 1 0.006 3,403 1.0000 -1 -0.0009 -2,800 3.2696 -9,155 9,155 -55
5 6446.TW @PHARM121 TW 0.4601 3 0.034 13,858 1.0000 -1 -0.0060 -1,919 32.8062 -62,955 62,955 -2,129
14 0916.HK @CHINA1173 HK 0.5694 4 0.054 2,441 1.0000 -1 -0.0044 -63,000 0.7358 -46,354 46,354 -2,499
15 1378.HK @CHINA1377 HK 1.4017 4 0.061 11,369 1.0000 -1 -0.0028 -9,500 3.1293 -29,728 29,728 -1,819
16 2002.TW @CHINA152 TW 0.6437 8 0.131 7,401 1.0000 -1 -0.0131 -234,000 0.5865 -137,238 137,238 -17,946
19 2400.HK @XDINC1 HK 1.4964 1 0.010 2,966 1.0000 -1 -0.0003 -600 6.0622 -3,637 3,637 -37
26 5871.TW @CHAIL1 TW 0.4440 8 0.125 6,024 1.0000 -1 0.0000 -336 3.4508 -1,159 1,159 -145
28 5880.TW @TWCOO1 TW 0.1780 8 0.133 13,395 1.0000 -1 -0.0168 -206,460 0.8542 -176,358 176,358 -23,504
43 2801.TW @CHANG17 TW 0.2147 8 0.128 8,442 1.0000 -1 -0.0055 -73,650 0.7799 -57,441 57,441 -7,357
44 2880.TW @HUANA1 TW 0.3823 8 0.138 18,822 1.0000 -1 -0.0002 -1,710 1.3525 -2,313 2,313 -320
48 TLS.AX @TELST3 AU -0.1271 1 -0.005 39,271 -1.0000 1 0.0041 12,208 3.5255 43,040 43,040 -219
50 0285.HK @BYDEL1 HK 1.5579 6 0.082 2,294 1.0000 -1 -0.0051 -18,000 2.9941 -53,894 53,894 -4,424
53 1662.T @JAPAN231 JP 0.5672 2 0.025 1,787 1.0000 0 0.0000 0 11.2130 0 0 0
58 3360.HK @FAREA51 HK 0.3223 1 0.005 3,424 1.0000 -1 -0.0073 -87,000 0.8773 -76,327 76,327 -354
62 2027.TW @TACHE1 TW 0.3916 8 0.120 3,282 1.0000 -1 -0.0014 -11,000 1.3370 -14,707 14,707 -1,758
66 0270.HK @GUANG77 HK 0.2557 3 0.039 2,966 1.0000 0 0.0000 0 1.0801 0 0 0
70 2207.TW @HOTAI2 TW 0.4061 3 0.031 6,446 1.0000 -1 -0.0132 -8,000 17.2697 -138,157 138,157 -4,307
82 2338.HK @WEICH3 HK 1.6469 5 0.073 8,162 1.0000 0 0.0000 0 4.2004 0 0 0
83 1361.HK @DEGRE9 HK 0.5088 1 0.009 1,291 1.0000 0 0.0000 0 0.5955 0 0 0
91 2211.TW @EVERG40 TW 0.4322 9 0.150 708 1.0000 0 0.0000 0 2.6926 0 0 0
92 9921.TW @GIANT6 TW 0.3347 5 0.072 1,025 1.0000 -1 -0.0002 -1,000 2.6152 -2,615 2,615 -189
93 2548.TW @HUAKU1 TW 0.3186 8 0.145 880 1.0000 -1 -0.0043 -14,850 3.0145 -44,765 44,765 -6,503
94 8069.TWO @PRIME74 TW 1.1882 9 0.168 5,942 1.0000 -1 -0.0033 -6,000 5.8494 -35,096 35,096 -5,879
99 9914.TW @MERID8 TW 0.2611 3 0.042 711 1.0000 -1 -0.0002 -1,000 2.3769 -2,377 2,377 -100
101 2666.HK @UNIVE423 HK 0.5933 2 -0.020 777 -1.0000 1 0.0049 82,500 0.6223 51,339 51,339 -1,018
104 2128.HK @CHINA1258 HK 1.3497 3 0.045 1,602 1.0000 -1 -0.0025 -50,000 0.5164 -25,822 25,822 -1,164
122 2890.TW @SINOP13 TW 0.4220 9 0.160 18,574 1.0000 -1 -0.0072 -60,180 1.2565 -75,618 75,618 -12,099
136 4373.T @SIMPL48 JP 0.2041 5 -0.065 1,601 -1.0000 1 0.0012 1,800 7.1771 12,919 12,919 -840
147 7545.T @NISHI2 JP -0.1380 5 -0.079 756 -1.0000 0 0.0000 0 12.6345 0 0 -0
153 1030.HK @FUTUR69 HK 1.4910 1 0.011 494 1.0000 -1 -0.0029 -168,000 0.1836 -30,849 30,849 -350
154 6454.T @MAXCO2 JP 0.5185 1 -0.009 1,851 -1.0000 1 0.0031 2,800 11.6953 32,747 32,747 -287
156 9409.T @TVASA1 JP 0.2424 3 -0.036 1,360 -1.0000 1 0.0028 1,500 19.8940 29,841 29,841 -1,069
163 NEC.AX @NINEE1 AU 0.3072 3 -0.037 823 -1.0000 1 0.0033 51,603 0.6742 34,791 34,791 -1,272
165 0902.HK @HUANE3 HK 0.4323 1 0.012 3,144 1.0000 -1 -0.0069 -94,000 0.7689 -72,280 72,280 -877
169 1301.TW @FORMO9 TW 1.1210 10 0.188 8,994 1.0000 -1 -0.0049 -30,000 1.7022 -51,066 51,066 -9,595
177 1585.HK @YADEA1 HK 0.4113 2 0.016 1,576 1.0000 -1 -0.0005 -4,000 1.3683 -5,473 5,473 -86
184 6508.T @MEIDE2 JP 1.3747 1 -0.003 2,779 -1.0000 1 0.0017 300 61.0464 18,314 18,314 -49
187 3099.T @ISETA3 JP 0.5838 1 -0.008 8,364 -1.0000 1 0.0013 600 22.7623 13,657 13,657 -107
191 1952.T @SHINN7 JP 1.0686 1 -0.009 919 -1.0000 1 0.0006 300 20.5603 6,168 6,168 -58
192 3106.T @KURAB1 JP 0.9161 1 -0.006 1,068 -1.0000 1 0.0018 300 62.8232 18,847 18,847 -105
220 2802.T @AJINO2 JP 1.0535 1 -0.014 30,805 -1.0000 1 0.0006 200 31.5068 6,301 6,301 -86
230 4732.T @USSCO1 JP 0.0971 1 -0.012 6,068 -1.0000 1 0.0132 10,800 12.8026 138,268 138,268 -1,642
237 6479.T @MINEB3 JP 1.3347 1 0.014 10,033 1.0000 -1 -0.0013 -600 23.4921 -14,095 14,095 -191
240 VENM.SI @VENTU23 SG 0.8275 3 0.043 3,600 1.0000 -1 -0.0061 -5,100 12.4703 -63,598 63,598 -2,703
241 0696.HK @TRAVE10 HK 0.8282 2 0.028 1,027 1.0000 -1 -0.0001 -1,000 1.1018 -1,102 1,102 -31
244 2105.TW @CHENG13 TW 0.2291 8 0.127 2,749 1.0000 -1 -0.0111 -124,000 0.9424 -116,858 116,858 -14,822
247 1314.TW @CHINA198 TW 0.5359 7 0.107 887 1.0000 -1 -0.0023 -102,000 0.2343 -23,897 23,897 -2,566
248 4776.T @CYBOZ2 JP 0.5516 2 -0.021 767 -1.0000 1 0.0060 3,700 17.1019 63,277 63,277 -1,340
250 3765.T @GUNGH1 JP 0.2357 1 -0.001 662 -1.0000 1 0.0022 1,500 15.3695 23,054 23,054 -22
253 4733.T @OBICB2 JP 0.0418 2 -0.026 2,413 -1.0000 1 0.0058 1,200 50.7853 60,942 60,942 -1,611
256 PMV.AX @PREMI98 AU 0.1128 3 -0.032 966 -1.0000 1 0.0023 2,508 9.6144 24,113 24,113 -781
268 1409.TW @SHINK23 TW 0.9343 8 0.132 935 1.0000 -1 -0.0004 -7,000 0.6422 -4,495 4,495 -593
269 AUB.AX @AUSTB3 AU 0.0032 1 -0.014 2,556 -1.0000 0 0.0000 0 19.5660 0 0 -0
270 2121.T @MIXII1 JP 0.1692 2 -0.018 1,259 -1.0000 1 0.0128 7,300 18.3774 134,155 134,155 -2,409
275 REA.AX @REALE5 AU 0.1073 3 -0.031 5,612 -1.0000 1 0.0002 15 112.8661 1,693 1,693 -52
277 2855.TW @PRESI5 TW 0.8760 6 0.095 2,146 1.0000 -1 -0.0060 -47,000 1.3401 -62,985 62,985 -5,990
284 6005.TW @CAPIT67 TW 0.9035 6 0.093 2,298 1.0000 -1 -0.0011 -11,000 1.0585 -11,643 11,643 -1,083
286 4686.T @JUSTS2 JP 0.4914 1 -0.011 920 -1.0000 1 0.0029 1,200 25.5735 30,688 30,688 -340
287 9434.T @SOFTB31 JP -0.0004 1 -0.005 40,843 -1.0000 1 0.0089 65,800 1.4176 93,281 93,281 -481
288 2889.TW @WATER39 TW 0.3412 7 0.102 1,614 1.0000 -1 -0.0024 -52,000 0.4828 -25,106 25,106 -2,564
317 2883.HK @CHINA258 HK 0.5918 3 0.032 1,635 1.0000 -1 -0.0043 -50,000 0.9028 -45,141 45,141 -1,444
321 0631.HK @SANYH2 HK 1.6224 2 0.029 1,122 1.0000 -1 -0.0003 -3,000 0.9475 -2,842 2,842 -81
323 3046.T @JINCO1 JP 0.4497 6 -0.085 922 -1.0000 0 0.0000 0 40.4861 0 0 -0
326 2245.HK @LYGEN1 HK 1.5121 1 0.003 930 1.0000 -1 -0.0006 -4,000 1.6883 -6,753 6,753 -19
351 2659.T @SANAC3 JP 0.2161 1 -0.014 1,242 -1.0000 1 0.0004 200 20.6555 4,131 4,131 -57
352 KPLM.SI @KEPPE20 SG 0.6853 1 0.011 16,285 1.0000 -1 -0.0104 -12,200 8.9452 -109,132 109,132 -1,168
353 3899.HK @ENRIC2 HK 1.1918 5 0.067 691 1.0000 -1 -0.0009 -10,000 0.9921 -9,921 9,921 -669
358 6361.T @EBARA3 JP 2.1377 2 0.025 16,134 1.0000 0 0.0000 0 35.2699 0 0 0
365 LOV.AX @LOVIS2 AU 0.8242 3 -0.032 1,856 -1.0000 1 0.0011 675 16.7568 11,311 11,311 -359
368 0179.HK @JOHNS42 HK 2.1878 7 0.102 2,215 1.0000 -1 -0.0002 -1,000 2.3706 -2,371 2,371 -243
376 9076.T @SEINO2 JP -0.0265 5 -0.065 2,698 -1.0000 0 0.0000 0 16.7148 0 0 -0
377 8848.T @LEOPA2 JP 0.3319 1 -0.000 1,006 -1.0000 1 0.0038 9,200 4.2961 39,524 39,524 -14
388 0551.HK @YUEYU3 HK 0.6195 1 0.001 1,422 1.0000 -1 -0.0082 -47,500 1.8082 -85,890 85,890 -104
393 4812.T @INFOR28 JP 0.1439 1 -0.006 1,267 -1.0000 1 0.0032 2,000 17.0511 34,102 34,102 -221
406 1999.HK @MANWA3 HK 1.2170 1 0.006 571 1.0000 -1 -0.0040 -104,800 0.4017 -42,096 42,096 -258
408 9404.T @NIPPO161 JP 0.1579 2 -0.027 3,529 -1.0000 1 0.0023 1,300 18.5043 24,056 24,056 -653
409 4681.T @RESOR14 JP 0.1143 8 -0.136 2,169 -1.0000 0 0.0000 0 11.3558 0 0 -0
417 7459.T @KURAY2 JP 0.0106 3 -0.034 3,951 -1.0000 1 0.0037 2,100 18.2949 38,419 38,419 -1,317
426 0363.HK @SHANG43 HK 0.5563 1 0.009 709 1.0000 -1 -0.0003 -2,000 1.7636 -3,527 3,527 -31
457 STO.AX @SANTO10 AU -0.1288 1 -0.011 17,882 -1.0000 0 0.0000 0 5.5060 0 0 -0
463 7956.T @PIGEO1 JP 0.3125 1 -0.002 1,560 -1.0000 1 0.0064 5,200 12.8217 66,673 66,673 -133
466 2737.T @TOMEN3 JP 1.0587 8 -0.139 347 -1.0000 0 0.0000 0 134.2133 0 0 -0
471 MAPI.JK @MITRA6 ID 0.4045 9 0.150 703 1.0000 0 0.0000 0 0.0864 0 0 0
472 1414.T @SHOBO2 JP 0.1821 3 -0.035 1,654 -1.0000 1 0.0018 2,300 8.3923 19,302 19,302 -667
481 9904.TW @POUCH1 TW 0.5378 7 0.110 1,791 1.0000 -1 -0.0003 -4,000 0.7412 -2,965 2,965 -326
488 6770.T @ALPSE2 JP 0.8269 1 0.001 2,690 1.0000 -1 -0.0024 -1,800 14.0496 -25,289 25,289 -30
501 CSL.AX @CSLNP2 AU -0.2579 7 -0.099 41,390 -1.0000 0 0.0000 0 86.4246 0 0 -0
510 196170.KQ @ALTEO5 KR 1.0087 5 0.077 11,457 1.0000 -1 -0.0032 -155 213.7996 -33,139 33,139 -2,544
511 352820.KS @BIGHI3 KR 1.0123 6 0.090 4,438 1.0000 -1 -0.0007 -62 116.9834 -7,253 7,253 -656
512 042660.KS @DAEWO6 KR 1.6454 7 0.106 11,217 1.0000 -1 -0.0045 -804 59.0461 -47,473 47,473 -5,012
514 005830.KS @DONGB1 KR 0.6284 10 0.244 6,770 1.0000 -1 -0.0001 -11 108.8056 -1,197 1,197 -292
516 086520.KQ @ECOPR3 KR 1.6918 4 0.048 7,443 1.0000 -1 -0.0021 -410 54.8186 -22,476 22,476 -1,078
517 440110.KQ @FADUI1 KR 1.7234 2 0.025 2,070 1.0000 -1 -0.0002 -40 43.9381 -1,758 1,758 -44
518 001450.KS @HYUND54 KR 0.2866 10 0.236 2,272 1.0000 -1 -0.0009 -357 26.6470 -9,513 9,513 -2,248
519 175330.KS @JEONB1 KR 0.6146 9 0.162 2,598 1.0000 -1 -0.0006 -324 18.3306 -5,939 5,939 -964
521 373220.KS @LGENE1 KR 1.1652 5 0.079 11,170 1.0000 -1 -0.0010 -47 227.3137 -10,684 10,684 -839
524 003670.KS @POSCO3 KR 1.7028 1 0.012 3,565 1.0000 -1 -0.0050 -551 95.4302 -52,582 52,582 -642
525 277810.KQ @RAINB29 KR 1.7181 5 0.072 3,784 1.0000 -1 -0.0007 -26 300.0818 -7,802 7,802 -564
526 006400.KS @SAMSU45 KR 1.5231 8 0.129 17,959 1.0000 -1 -0.0036 -139 275.1327 -38,243 38,243 -4,925
527 010140.KS @SAMSU53 KR 1.2888 6 0.087 11,068 1.0000 -1 -0.0083 -5,900 14.7962 -87,297 87,297 -7,571
528 222800.KQ @SIMMT2 KR 1.9066 4 0.048 1,442 1.0000 -1 -0.0011 -202 57.4521 -11,605 11,605 -552
530 402340.KS @SKSQU1 KR 2.6983 9 0.160 64,550 1.0000 -1 -0.0018 -26 719.3646 -18,703 18,703 -2,995
534 079550.KS @LIGNE3 KR 0.9589 7 0.108 6,608 1.0000 -1 -0.0003 -7 484.4276 -3,391 3,391 -366
551 6703.T @OKIEL3 JP 1.4505 1 0.000 1,522 1.0000 -1 -0.0003 -200 17.4509 -3,490 3,490 -1
571 009150.KS @SAMSU46 KR 1.9271 10 0.297 44,928 1.0000 -1 -0.0012 -16 791.4397 -12,663 12,663 -3,766
574 4938.TW @PEGAT1 TW 0.4562 6 0.090 5,815 1.0000 -1 -0.0035 -14,000 2.6121 -36,570 36,570 -3,285
577 1772.HK @GANFE1 HK 2.4014 6 0.092 2,268 1.0000 -1 -0.0030 -6,600 4.6952 -30,988 30,988 -2,860
579 3110.T @NITTO7 JP 2.4832 2 0.022 3,351 1.0000 -1 -0.0002 -100 17.7682 -1,777 1,777 -40
600 011070.KS @LGINN1 KR 1.6924 10 0.330 4,974 1.0000 -1 -0.0010 -29 356.2172 -10,330 10,330 -3,410
601 6135.T @MAKIN3 JP 0.1941 1 -0.008 2,199 -1.0000 1 0.0008 100 88.3333 8,833 8,833 -68
606 003540.KS @DAISH8 KR 1.2053 6 0.095 854 1.0000 -1 -0.0014 -803 17.9148 -14,386 14,386 -1,367
607 034020.KS @DOOSA22 KR 1.7886 9 0.173 20,851 1.0000 -1 -0.0017 -387 46.5023 -17,996 17,996 -3,110
609 0639.HK @FUSHA1 HK 0.5356 5 0.074 1,086 1.0000 -1 -0.0002 -6,000 0.3048 -1,829 1,829 -135
613 005380.KS @HYUND52 KR 1.6755 10 0.197 42,946 1.0000 -1 -0.0029 -114 268.8954 -30,654 30,654 -6,042
614 0358.HK @JIANG2 HK 2.1335 4 0.050 4,544 1.0000 -1 -0.0047 -11,000 4.4861 -49,347 49,347 -2,479
616 001440.KS @TAIHA2 KR 2.3299 9 0.164 1,799 1.0000 -1 -0.0002 -105 16.0783 -1,688 1,688 -276
631 2018.HK @AACAC1 HK 1.5775 5 0.074 5,680 1.0000 -1 -0.0007 -1,500 4.9145 -7,372 7,372 -546
633 9626.HK @BILIB6 HK 1.9143 1 0.004 5,615 1.0000 -1 -0.0001 -80 18.8344 -1,507 1,507 -6
635 2333.HK @GREAT74 HK 1.1037 1 0.002 2,672 1.0000 -1 -0.0011 -10,000 1.1579 -11,579 11,579 -26
636 2611.HK @GUOTA36 HK 0.9029 2 0.027 5,807 1.0000 -1 -0.0006 -3,400 1.9038 -6,473 6,473 -175
642 3148.T @CREAT42 JP 0.0557 1 -0.008 1,412 -1.0000 0 0.0000 0 21.1315 0 0 -0
650 TNE.AX @TECHN58 AU 0.2964 2 -0.019 6,648 -1.0000 1 0.0013 619 21.6026 13,372 13,372 -261
653 071050.KS @DONGW19 KR 1.6186 9 0.161 7,975 1.0000 -1 -0.0002 -14 143.1106 -2,004 2,004 -323
654 051910.KS @LGCHE6 KR 1.7259 10 0.254 8,204 1.0000 -1 -0.0013 -74 178.8016 -13,231 13,231 -3,357
659 1888.HK @KINGB6 HK 2.8578 9 0.160 4,493 1.0000 -1 -0.0002 -500 3.7516 -1,876 1,876 -301
662 0189.HK @DONGY26 HK 2.0494 8 0.135 2,620 1.0000 -1 -0.0006 -4,000 1.5124 -6,049 6,049 -814
664 064350.KS @HYUND454 KR 1.4616 10 0.261 6,675 1.0000 -1 -0.0005 -54 92.6580 -5,004 5,004 -1,304
676 007660.KS @ISUPE1 KR 1.6980 9 0.153 2,994 1.0000 -1 -0.0002 -41 51.6307 -2,117 2,117 -323
677 NEU.AX @NEURE2 AU 1.0923 1 -0.010 1,603 -1.0000 1 0.0001 106 12.6413 1,340 1,340 -14
682 3436.T @SUMCO2 JP 2.7955 1 0.002 7,460 1.0000 -1 -0.0002 -100 21.3028 -2,130 2,130 -4
683 5713.T @SUMIT40 JP 2.3753 1 0.001 15,105 1.0000 -1 -0.0005 -100 51.9402 -5,194 5,194 -6
684 2345.TW @ACCTO2 TW 1.4697 10 0.293 33,951 1.0000 0 0.0000 0 65.7671 0 0 0
685 2395.TW @ADVAN60 TW 0.9231 10 0.207 9,682 1.0000 0 0.0000 0 17.4244 0 0 0
688 1347.HK @HUAHO1 HK 2.4776 4 0.049 13,055 1.0000 0 0.0000 0 16.3605 0 0 0
690 3132.T @MACNI8 JP 0.8823 1 -0.010 3,145 -1.0000 0 0.0000 0 20.9093 0 0 -0
691 3005.TW @MITAC2 TW 0.6780 10 0.189 1,542 1.0000 0 0.0000 0 3.5282 0 0 0
695 9746.T @TKCCO2 JP 0.1544 2 0.028 873 1.0000 0 0.0000 0 24.5264 0 0 0
697 2327.TW @YAGEO2 TW 2.0222 10 0.255 29,746 1.0000 0 0.0000 0 15.5365 0 0 0
705 300750.ZK @CONTE31 CN 1.1277 3 0.042 198,750 1.0000 -1 -0.0092 -1,647 58.5517 -96,435 96,435 -4,062
725 300408.ZK @CHAOZ1 CN 1.8142 1 0.010 20,924 1.0000 -1 0.0000 -50 16.5420 -827 827 -8
743 688543.SH @JIANG454 CN 1.2397 1 -0.012 788 -1.0000 1 0.0001 240 5.6123 1,347 1,347 -16
746 600562.SH @JGAOC1 CN 1.2568 1 -0.004 1,692 -1.0000 1 0.0031 9,200 3.5845 32,977 32,977 -124
752 603699.SH @NEWAY13 CN 1.4146 1 0.007 5,234 1.0000 -1 -0.0003 -400 6.7513 -2,701 2,701 -19
753 600183.SH @GUANG16 CN 2.0696 4 0.059 19,764 1.0000 -1 -0.0043 -2,900 15.6474 -45,377 45,377 -2,663
761 300124.ZK @SHENZ72 CN 1.4043 1 -0.011 21,324 -1.0000 0 0.0000 0 9.4885 0 0 -0
762 002008.ZK @HANSL1 CN 2.3218 4 0.054 10,955 1.0000 -1 -0.0001 -100 12.5176 -1,252 1,252 -68
768 601601.SH @CHINA735 CN 0.8010 5 0.064 20,998 1.0000 0 0.0000 0 4.7932 0 0 0
769 002484.ZK @NANTO5 CN 1.6572 3 0.035 5,325 1.0000 -1 -0.0007 -800 8.6961 -6,957 6,957 -240
770 688361.SH @SKYVE1 CN 1.2520 10 -0.264 15,182 -1.0000 0 0.0000 0 51.3383 0 0 -0
777 603063.SH @SHENZ257 CN 1.8014 1 -0.006 1,588 -1.0000 1 0.0003 700 4.1725 2,921 2,921 -17
793 DELTA_n.BK @DELTA60 TH 0.9943 10 0.196 39,429 1.0000 0 0.0000 0 8.3184 0 0 0