total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -224,932 4,114,862 127 39,857,021 -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 0.003 3,379 1.0000 -1 -0.0009 -2,800 3.2466 -9,090 9,090 -24
5 6446.TW @PHARM121 TW 0.4601 1 0.010 15,231 1.0000 -1 -0.0066 -1,919 36.0558 -69,191 69,191 -719
9 TLMM.KL @TELEK13 MY 0.1499 1 -0.005 7,278 -1.0000 1 0.0013 7,423 1.8965 14,078 14,078 -65
14 0916.HK @CHINA1173 HK 0.5694 4 0.055 2,426 1.0000 -1 -0.0044 -63,000 0.7313 -46,073 46,073 -2,535
15 1378.HK @CHINA1377 HK 1.4017 4 0.060 10,637 1.0000 -1 -0.0026 -9,500 2.9278 -27,814 27,814 -1,674
16 2002.TW @CHINA152 TW 0.6437 7 0.117 7,362 1.0000 -1 -0.0130 -234,000 0.5834 -136,514 136,514 -16,002
19 2400.HK @XDINC1 HK 1.4964 1 0.009 2,955 1.0000 -1 -0.0003 -600 6.0392 -3,624 3,624 -33
26 5871.TW @CHAIL1 TW 0.4440 7 0.113 6,105 1.0000 0 0.0000 0 3.4973 0 0 0
28 5880.TW @TWCOO1 TW 0.1780 8 0.123 13,055 1.0000 -1 -0.0164 -206,460 0.8325 -171,885 171,885 -21,213
43 2801.TW @CHANG17 TW 0.2147 7 0.116 8,509 1.0000 -1 -0.0055 -73,650 0.7861 -57,897 57,897 -6,713
44 2880.TW @HUANA1 TW 0.3823 8 0.128 18,542 1.0000 -1 -0.0002 -1,710 1.3324 -2,278 2,278 -292
48 TLS.AX @TELST3 AU -0.1271 2 -0.027 39,271 -1.0000 1 0.0041 12,208 3.5255 43,040 43,040 -1,147
50 0285.HK @BYDEL1 HK 1.5579 6 0.081 2,368 1.0000 -1 -0.0053 -18,000 3.0910 -55,639 55,639 -4,490
61 2027.TW @TACHE1 TW 0.3916 7 0.104 3,377 1.0000 -1 -0.0014 -11,000 1.3757 -15,133 15,133 -1,569
68 2207.TW @HOTAI2 TW 0.4061 2 0.027 6,030 1.0000 -1 -0.0123 -8,000 16.1555 -129,244 129,244 -3,520
77 5232.T @SUMIT30 JP 0.7751 4 -0.049 1,099 -1.0000 0 0.0000 0 34.2799 0 0 -0
84 SSM.AX @TOTAL47 AU 0.2027 2 -0.022 1,068 -1.0000 1 0.0003 1,522 1.7276 2,629 2,629 -58
87 9921.TW @GIANT6 TW 0.3347 4 0.052 1,019 1.0000 -1 -0.0002 -1,000 2.5997 -2,600 2,600 -136
88 2548.TW @HUAKU1 TW 0.3186 8 0.125 889 1.0000 -1 -0.0029 -9,850 3.0454 -29,997 29,997 -3,753
89 8069.TWO @PRIME74 TW 1.1882 9 0.157 5,942 1.0000 -1 -0.0033 -6,000 5.8494 -35,096 35,096 -5,522
94 9914.TW @MERID8 TW 0.2611 2 0.022 707 1.0000 -1 -0.0002 -1,000 2.3645 -2,365 2,365 -52
96 2666.HK @UNIVE423 HK 0.5933 2 -0.027 740 -1.0000 1 0.0047 82,500 0.5930 48,919 48,919 -1,318
98 MND.AX @MONAD1 AU 0.4873 2 -0.022 2,086 -1.0000 1 0.0087 4,377 20.7529 90,835 90,835 -1,964
99 2128.HK @CHINA1258 HK 1.3497 3 0.038 1,624 1.0000 -1 -0.0025 -50,000 0.5235 -26,173 26,173 -1,005
104 NWH.AX @NRWHO1 AU 1.0333 1 -0.011 2,297 -1.0000 1 0.0053 11,074 5.0004 55,374 55,374 -619
117 2890.TW @SINOP13 TW 0.4220 8 0.148 18,323 1.0000 -1 -0.0071 -60,180 1.2395 -74,594 74,594 -11,047
131 4373.T @SIMPL48 JP 0.2041 4 -0.060 1,552 -1.0000 1 0.0012 1,800 6.9550 12,519 12,519 -757
147 1030.HK @FUTUR69 HK 1.4910 1 0.001 483 1.0000 -1 -0.0029 -168,000 0.1798 -30,206 30,206 -39
148 6454.T @MAXCO2 JP 0.5185 1 -0.009 1,877 -1.0000 1 0.0032 2,800 11.8603 33,209 33,209 -312
150 9409.T @TVASA1 JP 0.2424 3 -0.034 1,339 -1.0000 1 0.0026 1,400 19.5767 27,407 27,407 -935
157 NEC.AX @NINEE1 AU 0.3072 5 -0.065 845 -1.0000 1 0.0028 41,921 0.6918 28,999 28,999 -1,882
159 0902.HK @HUANE3 HK 0.4323 2 0.016 3,184 1.0000 -1 -0.0070 -94,000 0.7785 -73,179 73,179 -1,172
163 1301.TW @FORMO9 TW 1.1210 9 0.176 8,797 1.0000 -1 -0.0048 -30,000 1.6651 -49,952 49,952 -8,781
171 1585.HK @YADEA1 HK 0.4113 1 0.014 1,552 1.0000 -1 -0.0005 -4,000 1.3479 -5,391 5,391 -74
178 6508.T @MEIDE2 JP 1.3747 1 -0.007 3,016 -1.0000 1 0.0006 100 66.2500 6,625 6,625 -48
185 1952.T @SHINN7 JP 1.0686 1 -0.008 907 -1.0000 1 0.0006 300 20.3065 6,092 6,092 -51
186 3106.T @KURAB1 JP 0.9161 1 -0.002 1,068 -1.0000 1 0.0018 300 62.8232 18,847 18,847 -45
214 2802.T @AJINO2 JP 1.0535 1 -0.005 30,377 -1.0000 1 0.0006 200 31.0689 6,214 6,214 -34
219 LTR.AX @LIONT8 AU 2.5222 9 -0.152 2,210 -1.0000 0 0.0000 0 0.6953 0 0 -0
224 4732.T @USSCO1 JP 0.0971 1 -0.003 5,960 -1.0000 1 0.0129 10,800 12.5742 135,801 135,801 -457
231 6479.T @MINEB3 JP 1.3347 2 0.018 10,204 1.0000 -1 -0.0014 -600 23.8919 -14,335 14,335 -257
234 VENM.SI @VENTU23 SG 0.8275 3 0.043 3,604 1.0000 -1 -0.0061 -5,100 12.4859 -63,678 63,678 -2,758
235 0696.HK @TRAVE10 HK 0.8282 2 0.024 1,023 1.0000 -1 -0.0001 -1,000 1.0967 -1,097 1,097 -26
238 2105.TW @CHENG13 TW 0.2291 7 0.114 2,736 1.0000 -1 -0.0111 -124,000 0.9378 -116,282 116,282 -13,231
241 1314.TW @CHINA198 TW 0.5359 6 0.087 897 1.0000 -1 -0.0023 -102,000 0.2371 -24,181 24,181 -2,093
242 4776.T @CYBOZ2 JP 0.5516 2 -0.016 755 -1.0000 1 0.0059 3,700 16.8354 62,291 62,291 -966
244 3765.T @GUNGH1 JP 0.2357 1 -0.002 663 -1.0000 1 0.0022 1,500 15.3885 23,083 23,083 -42
247 4733.T @OBICB2 JP 0.0418 2 -0.021 2,373 -1.0000 1 0.0057 1,200 49.9603 59,952 59,952 -1,260
250 PMV.AX @PREMI98 AU 0.1128 4 -0.048 951 -1.0000 1 0.0023 2,508 9.4599 23,726 23,726 -1,136
262 1409.TW @SHINK23 TW 0.9343 7 0.111 983 1.0000 -1 -0.0004 -7,000 0.6747 -4,723 4,723 -523
263 2121.T @MIXII1 JP 0.1692 3 -0.031 1,479 -1.0000 1 0.0121 5,900 21.5757 127,296 127,296 -3,887
268 REA.AX @REALE5 AU 0.1073 4 -0.048 5,588 -1.0000 1 0.0002 15 112.3675 1,686 1,686 -81
270 2855.TW @PRESI5 TW 0.8760 5 0.075 2,188 1.0000 -1 -0.0061 -47,000 1.3664 -64,221 64,221 -4,823
277 6005.TW @CAPIT67 TW 0.9035 5 0.076 2,321 1.0000 -1 -0.0011 -11,000 1.0693 -11,762 11,762 -890
279 4686.T @JUSTS2 JP 0.4914 1 -0.008 917 -1.0000 1 0.0029 1,200 25.5100 30,612 30,612 -231
280 9434.T @SOFTB31 JP -0.0004 1 -0.002 41,044 -1.0000 1 0.0089 65,800 1.4246 93,741 93,741 -221
281 2889.TW @WATER39 TW 0.3412 6 0.084 1,609 1.0000 -1 -0.0024 -52,000 0.4813 -25,026 25,026 -2,105
310 2883.HK @CHINA258 HK 0.5918 2 0.024 1,622 1.0000 -1 -0.0043 -50,000 0.8958 -44,791 44,791 -1,062
314 0631.HK @SANYH2 HK 1.6224 2 0.019 1,149 1.0000 -1 -0.0003 -3,000 0.9704 -2,911 2,911 -55
343 2659.T @SANAC3 JP 0.2161 1 -0.014 1,246 -1.0000 0 0.0000 0 20.7190 0 0 -0
344 KPLM.SI @KEPPE20 SG 0.6853 1 0.008 15,916 1.0000 -1 -0.0101 -12,100 8.7424 -105,784 105,784 -881
345 3899.HK @ENRIC2 HK 1.1918 4 0.057 693 1.0000 -1 -0.0009 -10,000 0.9953 -9,953 9,953 -571
346 SCG.AX @SCENT1 AU 0.1727 1 -0.008 14,416 -1.0000 1 0.0212 80,685 2.7600 222,693 222,693 -1,838
356 LOV.AX @LOVIS2 AU 0.8242 4 -0.050 1,925 -1.0000 1 0.0011 675 17.3818 11,733 11,733 -588
359 0179.HK @JOHNS42 HK 2.1878 6 0.093 2,298 1.0000 -1 -0.0002 -1,000 2.4598 -2,460 2,460 -229
361 7911.T @TOPPA4 JP 1.1595 3 -0.045 8,414 -1.0000 0 0.0000 0 28.5497 0 0 -0
367 8848.T @LEOPA2 JP 0.3319 1 -0.001 998 -1.0000 1 0.0036 8,900 4.2644 37,953 37,953 -37
383 4812.T @INFOR28 JP 0.1439 1 -0.005 1,273 -1.0000 1 0.0033 2,000 17.1336 34,267 34,267 -160
396 1999.HK @MANWA3 HK 1.2170 1 0.001 566 1.0000 -1 -0.0040 -104,800 0.3979 -41,695 41,695 -41
398 9404.T @NIPPO161 JP 0.1579 2 -0.025 3,506 -1.0000 1 0.0023 1,300 18.3869 23,903 23,903 -590
406 7459.T @KURAY2 JP 0.0106 2 -0.025 3,861 -1.0000 1 0.0026 1,500 17.8761 26,814 26,814 -674
418 VNT.AX @VENTI5 AU 0.2857 2 -0.018 3,377 -1.0000 1 0.0017 4,236 4.1295 17,493 17,493 -316
420 1818.HK @ZHAOJ1 HK 1.3307 1 0.001 6,214 1.0000 -1 -0.0026 -10,000 2.6957 -26,957 26,957 -23
454 2737.T @TOMEN3 JP 1.0587 8 -0.135 429 -1.0000 0 0.0000 0 165.9422 0 0 -0
459 1414.T @SHOBO2 JP 0.1821 3 -0.033 1,632 -1.0000 1 0.0015 1,900 8.2812 15,734 15,734 -518
468 9904.TW @POUCH1 TW 0.5378 7 0.099 1,817 1.0000 -1 -0.0003 -4,000 0.7521 -3,008 3,008 -299
475 6770.T @ALPSE2 JP 0.8269 1 0.007 2,536 1.0000 -1 -0.0023 -1,800 13.2468 -23,844 23,844 -173
496 196170.KQ @ALTEO5 KR 1.0087 6 0.093 11,791 1.0000 -1 -0.0032 -155 220.0369 -34,106 34,106 -3,168
497 352820.KS @BIGHI3 KR 1.0123 7 0.104 4,582 1.0000 -1 -0.0004 -35 120.7950 -4,228 4,228 -439
498 042660.KS @DAEWO6 KR 1.6454 8 0.126 10,928 1.0000 -1 -0.0044 -804 57.5214 -46,247 46,247 -5,810
502 086520.KQ @ECOPR3 KR 1.6918 5 0.069 7,283 1.0000 -1 -0.0021 -410 53.6405 -21,993 21,993 -1,515
503 440110.KQ @FADUI1 KR 1.7234 3 0.041 2,066 1.0000 -1 -0.0002 -40 43.8688 -1,755 1,755 -71
504 001450.KS @HYUND54 KR 0.2866 10 0.270 2,204 1.0000 -1 -0.0004 -177 25.8500 -4,575 4,575 -1,236
505 175330.KS @JEONB1 KR 0.6146 9 0.178 2,662 1.0000 -1 -0.0006 -324 18.7811 -6,085 6,085 -1,081
507 373220.KS @LGENE1 KR 1.1652 6 0.097 10,762 1.0000 -1 -0.0010 -47 218.9973 -10,293 10,293 -994
508 032350.KS @LOTTE9 KR 0.7131 1 0.004 579 1.0000 -1 -0.0002 -270 8.0738 -2,180 2,180 -9
510 003670.KS @POSCO3 KR 1.7028 3 0.031 3,542 1.0000 -1 -0.0050 -551 94.8064 -52,238 52,238 -1,611
511 277810.KQ @RAINB29 KR 1.7181 6 0.090 4,007 1.0000 -1 -0.0008 -26 317.7540 -8,262 8,262 -742
512 006400.KS @SAMSU45 KR 1.5231 8 0.143 17,620 1.0000 -1 -0.0036 -139 269.9350 -37,521 37,521 -5,356
513 010140.KS @SAMSU53 KR 1.2888 7 0.104 10,834 1.0000 -1 -0.0081 -5,900 14.4843 -85,457 85,457 -8,900
514 222800.KQ @SIMMT2 KR 1.9066 4 0.053 1,522 1.0000 -1 -0.0012 -202 60.6401 -12,249 12,249 -644
516 402340.KS @SKSQU1 KR 2.6983 9 0.177 63,741 1.0000 -1 -0.0018 -26 710.3552 -18,469 18,469 -3,267
520 079550.KS @LIGNE3 KR 0.9589 8 0.122 6,608 1.0000 -1 -0.0003 -7 484.4276 -3,391 3,391 -413
523 039200.KQ @OSCOT1 KR 0.5288 1 0.001 687 1.0000 -1 -0.0006 -281 21.3800 -6,008 6,008 -7
531 WES.AX @WESFA3 AU 0.1864 2 -0.020 72,238 -1.0000 1 0.0143 2,362 63.6702 150,389 150,389 -2,985
532 031330.KQ @SAMTE2 KR 1.1021 1 0.001 305 1.0000 -1 -0.0004 -613 6.1056 -3,743 3,743 -4
537 6703.T @OKIEL3 JP 1.4505 1 0.004 1,548 1.0000 0 0.0000 0 17.7492 0 0 0
556 7752.T @RICOH7 JP 0.5299 1 0.010 5,669 1.0000 -1 -0.0009 -1,000 9.9502 -9,950 9,950 -96
557 009150.KS @SAMSU46 KR 1.9271 10 0.309 46,462 1.0000 -1 -0.0012 -16 818.4679 -13,095 13,095 -4,042
560 4938.TW @PEGAT1 TW 0.4562 5 0.074 5,966 1.0000 -1 -0.0036 -14,000 2.6802 -37,523 37,523 -2,766
563 1772.HK @GANFE1 HK 2.4014 6 0.083 2,327 1.0000 -1 -0.0030 -6,600 4.8176 -31,796 31,796 -2,629
565 3110.T @NITTO7 JP 2.4832 3 0.031 3,321 1.0000 -1 -0.0002 -100 17.6095 -1,761 1,761 -54
586 011070.KS @LGINN1 KR 1.6924 10 0.344 4,964 1.0000 -1 -0.0010 -29 355.5241 -10,310 10,310 -3,545
587 6135.T @MAKIN3 JP 0.1941 2 -0.017 2,324 -1.0000 1 0.0009 100 93.3464 9,335 9,335 -160
592 003540.KS @DAISH8 KR 1.2053 7 0.108 854 1.0000 -1 -0.0014 -803 17.9148 -14,386 14,386 -1,549
593 034020.KS @DOOSA22 KR 1.7886 9 0.184 21,038 1.0000 -1 -0.0017 -387 46.9181 -18,157 18,157 -3,346
595 0639.HK @FUSHA1 HK 0.5356 5 0.067 1,054 1.0000 -1 -0.0002 -6,000 0.2958 -1,775 1,775 -119
599 005380.KS @HYUND52 KR 1.6755 10 0.210 43,499 1.0000 -1 -0.0030 -114 272.3606 -31,049 31,049 -6,535
600 0358.HK @JIANG2 HK 2.1335 4 0.052 4,495 1.0000 -1 -0.0046 -11,000 4.4376 -48,814 48,814 -2,522
602 001440.KS @TAIHA2 KR 2.3299 9 0.168 1,857 1.0000 -1 -0.0002 -105 16.5981 -1,743 1,743 -294
617 2018.HK @AACAC1 HK 1.5775 5 0.068 5,937 1.0000 -1 -0.0007 -1,500 5.1364 -7,705 7,705 -526
619 9626.HK @BILIB6 HK 1.9143 1 0.006 5,695 1.0000 -1 -0.0001 -80 19.1022 -1,528 1,528 -9
621 2333.HK @GREAT74 HK 1.1037 1 0.002 2,636 1.0000 -1 -0.0011 -10,000 1.1426 -11,426 11,426 -22
622 2611.HK @GUOTA36 HK 0.9029 2 0.023 5,725 1.0000 -1 -0.0006 -3,400 1.8771 -6,382 6,382 -145
629 450080.KS @ECOPR10 KR 1.6902 1 0.011 800 1.0000 -1 -0.0008 -394 22.5928 -8,902 8,902 -97
635 TNE.AX @TECHN58 AU 0.2964 3 -0.038 6,704 -1.0000 1 0.0013 619 21.7852 13,485 13,485 -513
638 071050.KS @DONGW19 KR 1.6186 9 0.184 7,604 1.0000 -1 -0.0002 -14 136.4575 -1,910 1,910 -352
639 051910.KS @LGCHE6 KR 1.7259 10 0.279 7,855 1.0000 -1 -0.0012 -74 171.1783 -12,667 12,667 -3,538
644 1888.HK @KINGB6 HK 2.8578 8 0.145 4,581 1.0000 -1 -0.0002 -500 3.8255 -1,913 1,913 -278
647 0189.HK @DONGY26 HK 2.0494 8 0.125 2,687 1.0000 -1 -0.0006 -4,000 1.5506 -6,202 6,202 -777
649 064350.KS @HYUND454 KR 1.4616 10 0.275 6,475 1.0000 -1 -0.0005 -54 89.8859 -4,854 4,854 -1,335
661 007660.KS @ISUPE1 KR 1.6980 9 0.171 2,994 1.0000 -1 -0.0002 -41 51.6307 -2,117 2,117 -363
662 NEU.AX @NEURE2 AU 1.0923 3 -0.035 1,655 -1.0000 0 0.0000 0 13.0557 0 0 -0
667 3436.T @SUMCO2 JP 2.7955 1 0.009 7,682 1.0000 -1 -0.0002 -100 21.9374 -2,194 2,194 -19
668 5713.T @SUMIT40 JP 2.3753 1 0.010 14,692 1.0000 -1 -0.0005 -100 50.5188 -5,052 5,052 -49
677 2395.TW @ADVAN60 TW 0.9231 9 0.191 9,906 1.0000 0 0.0000 0 17.8267 0 0 0
684 5714.T @DOWAM2 JP 1.4665 2 -0.018 3,210 -1.0000 0 0.0000 0 51.7752 0 0 -0
685 6890.T @FERRO28 JP 1.9803 1 0.002 2,810 1.0000 0 0.0000 0 51.9719 0 0 0
688 6465.T @HOSHI4 JP 0.4314 4 -0.055 4,293 -1.0000 0 0.0000 0 35.6950 0 0 -0
694 0148.HK @KINGB2 HK 2.2446 8 0.138 4,011 1.0000 0 0.0000 0 5.2588 0 0 0
695 285A.T @KIOXI1 JP 3.1891 4 0.057 145,314 1.0000 0 0.0000 0 311.9586 0 0 0
700 9068.T @MARUZ2 JP 0.3995 2 0.028 921 1.0000 0 0.0000 0 48.5452 0 0 0
704 1820.T @NISHI8 JP 0.3846 6 -0.085 1,099 -1.0000 0 0.0000 0 33.2836 0 0 -0
708 5541.T @PACIF72 JP 1.0164 9 -0.165 302 -1.0000 0 0.0000 0 15.4202 0 0 -0
713 7721.T @TOKIM1 JP 1.8516 6 -0.080 739 -1.0000 0 0.0000 0 43.2782 0 0 -0
714 7729.T @TOKYO35 JP 1.9028 1 0.008 4,625 1.0000 0 0.0000 0 109.3695 0 0 0
716 2327.TW @YAGEO2 TW 2.0222 10 0.236 32,709 1.0000 0 0.0000 0 17.0840 0 0 0
724 300750.ZK @CONTE31 CN 1.1277 4 0.047 198,297 1.0000 -1 -0.0092 -1,647 58.4184 -96,215 96,215 -4,478
739 605376.SH @JIANG342 CN 2.1914 6 -0.080 3,556 -1.0000 0 0.0000 0 19.4185 0 0 -0
744 300408.ZK @CHAOZ1 CN 1.8142 2 0.018 21,358 1.0000 -1 -0.0004 -250 16.8856 -4,221 4,221 -76
761 688543.SH @JIANG454 CN 1.2397 1 -0.008 790 -1.0000 1 0.0001 240 5.6300 1,351 1,351 -10
769 002353.ZK @YANTA14 CN 1.5234 1 0.006 19,829 1.0000 -1 -0.0035 -1,900 19.3666 -36,797 36,797 -217
770 603699.SH @NEWAY13 CN 1.4146 1 0.007 5,576 1.0000 -1 -0.0003 -400 7.1927 -2,877 2,877 -21
771 600183.SH @GUANG16 CN 2.0696 5 0.065 19,089 1.0000 -1 -0.0042 -2,900 15.1126 -43,827 43,827 -2,859
779 002008.ZK @HANSL1 CN 2.3218 4 0.059 10,527 1.0000 -1 -0.0001 -100 12.0288 -1,203 1,203 -70
784 600036.SH @CHINA242 CN 0.2004 1 0.003 80,159 1.0000 -1 -0.0100 -17,500 5.9781 -104,617 104,617 -311
785 002484.ZK @NANTO5 CN 1.6572 3 0.043 4,891 1.0000 -1 -0.0006 -800 7.9866 -6,389 6,389 -277
792 603063.SH @SHENZ257 CN 1.8014 1 -0.005 1,590 -1.0000 1 0.0008 1,900 4.1785 7,939 7,939 -37
794 688099.SH @AMLOG1 CN 1.7667 6 -0.081 4,684 -1.0000 0 0.0000 0 13.6596 0 0 -0
807 GULF_n.BK @GULFD3 TH 0.3891 9 0.181 24,560 1.0000 0 0.0000 0 2.0048 0 0 0
821 PRM_n.BK @PRIMA97 TH 0.4321 10 0.243 212 1.0000 0 0.0000 0 0.2977 0 0 0
824 GPSC_n.BK @GLOBA656 TH 0.7905 9 0.153 1,097 1.0000 0 0.0000 0 1.5560 0 0 0