total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -234,467 3,663,088 119 41,920,719 -0.006

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
4 6446.TW @PHARM121 TW 0.8655 9 0.178 15,448 1.0000 0 0.0000 0 36.5700 0 0 0
8 TLMM.KL @TELEK13 MY 0.1760 3 0.030 7,388 1.0000 0 0.0000 0 1.9252 0 0 0
13 0916.HK @CHINA1173 HK 0.3662 4 0.047 2,203 1.0000 -1 -0.0016 -26,000 0.6641 -17,266 17,266 -806
14 2002.TW @CHINA152 TW 0.5877 6 0.097 7,419 1.0000 -1 -0.0131 -234,000 0.5880 -137,582 137,582 -13,332
19 1833.HK @PAGOO1 HK 1.1804 6 -0.086 785 -1.0000 0 0.0000 0 0.7896 0 0 -0
21 5871.TW @CHAIL1 TW 0.3239 10 0.209 5,944 1.0000 0 0.0000 0 3.4048 0 0 0
23 5880.TW @TWCOO1 TW 0.1017 8 0.152 13,707 1.0000 -1 -0.0165 -203,621 0.8528 -173,643 173,643 -26,379
25 BRG.AX @HOUSE8 AU 0.6282 1 0.002 2,288 1.0000 -1 -0.0004 -184 20.9125 -3,848 3,848 -6
34 2801.TW @CHANG17 TW 0.1857 8 0.140 9,917 1.0000 0 0.0000 0 0.8938 0 0 0
35 2880.TW @HUANA1 TW 0.4041 9 0.195 20,628 1.0000 0 0.0000 0 1.4675 0 0 0
37 1302.HK @LIFET16 HK 1.0176 2 0.024 728 1.0000 -1 -0.0003 -18,000 0.1727 -3,109 3,109 -74
39 0285.HK @BYDEL1 HK 1.4076 6 0.096 2,297 1.0000 -1 -0.0050 -17,500 2.9979 -52,463 52,463 -5,013
46 3360.HK @FAREA51 HK 0.1790 1 0.010 3,206 1.0000 -1 -0.0045 -58,000 0.8215 -47,646 47,646 -456
49 2027.TW @TACHE1 TW 0.4137 6 0.095 3,599 1.0000 -1 -0.0015 -11,000 1.4660 -16,125 16,125 -1,527
53 2207.TW @HOTAI2 TW 0.2722 5 0.070 6,131 1.0000 -1 -0.0125 -8,000 16.4250 -131,400 131,400 -9,222
58 7716.T @NAKAN1 JP 0.4842 1 0.006 1,772 1.0000 -1 -0.0007 -400 19.2179 -7,687 7,687 -46
60 PPT.AX @PERPE7 AU 0.4843 2 0.017 1,369 1.0000 -1 -0.0068 -6,006 11.8371 -71,094 71,094 -1,243
62 7173.T @TOKYO87 JP 0.5971 1 0.002 3,128 1.0000 -1 -0.0008 -800 10.8168 -8,653 8,653 -16
66 2548.TW @HUAKU1 TW 0.1975 7 0.110 868 1.0000 -1 -0.0017 -5,850 2.9729 -17,391 17,391 -1,921
67 8069.TWO @PRIME74 TW 1.1304 8 0.124 4,645 1.0000 -1 -0.0026 -6,000 4.5712 -27,427 27,427 -3,404
74 2128.HK @CHINA1258 HK 1.1019 3 0.036 1,242 1.0000 -1 -0.0016 -41,000 0.4002 -16,409 16,409 -588
78 9948.T @ARCSC1 JP -0.1512 1 -0.011 1,374 -1.0000 1 0.0007 300 23.8391 7,152 7,152 -78
86 2890.TW @SINOP13 TW 0.3991 9 0.162 21,157 1.0000 -1 -0.0060 -44,180 1.4313 -63,234 63,234 -10,264
98 4373.T @SIMPL48 JP 0.1258 1 -0.012 1,655 -1.0000 1 0.0006 900 7.4067 6,666 6,666 -79
117 0902.HK @HUANE3 HK 0.3258 4 0.047 2,916 1.0000 -1 -0.0064 -94,000 0.7131 -67,035 67,035 -3,118
120 1301.TW @FORMO9 TW 1.0846 8 0.124 10,760 1.0000 -1 -0.0045 -23,000 2.0366 -46,841 46,841 -5,798
121 RSG.AX @RESOL8 AU 1.3699 5 0.072 1,803 1.0000 -1 -0.0005 -6,638 0.8435 -5,599 5,599 -406
125 1585.HK @YADEA1 HK 0.1188 4 0.049 1,243 1.0000 -1 -0.0004 -4,000 1.0796 -4,318 4,318 -213
173 VENM.SI @VENTU23 SG 0.8952 2 0.024 3,732 1.0000 -1 -0.0095 -7,700 12.9270 -99,538 99,538 -2,346
175 2105.TW @CHENG13 TW 0.2338 7 0.117 2,759 1.0000 -1 -0.0104 -116,000 0.9458 -109,710 109,710 -12,845
199 2855.TW @PRESI5 TW 0.9758 5 0.065 2,873 1.0000 -1 -0.0080 -47,000 1.7938 -84,310 84,310 -5,468
202 2190.HK @ZYLOX1 HK 0.7062 1 0.012 697 1.0000 -1 -0.0008 -3,000 2.6665 -7,999 7,999 -96
203 6005.TW @CAPIT67 TW 0.8951 7 0.103 2,508 1.0000 -1 -0.0012 -12,441 1.0214 -12,708 12,708 -1,305
207 2889.TW @WATER39 TW 0.2906 6 0.096 1,792 1.0000 -1 -0.0027 -52,462 0.5312 -27,868 27,868 -2,671
230 2883.HK @CHINA258 HK 0.3952 6 0.088 1,714 1.0000 -1 -0.0045 -50,000 0.9464 -47,320 47,320 -4,174
240 7261.T @MAZDA2 JP 0.6321 1 0.003 4,426 1.0000 -1 -0.0027 -3,900 7.3748 -28,762 28,762 -99
253 KPLM.SI @KEPPE20 SG 0.6043 2 0.027 15,832 1.0000 -1 -0.0060 -7,200 8.6963 -62,614 62,614 -1,699
254 3899.HK @ENRIC2 HK 1.0673 8 0.143 645 1.0000 -1 -0.0009 -10,000 0.9266 -9,266 9,266 -1,329
260 WHC.AX @WHITE61 AU 0.0967 3 0.029 4,545 1.0000 -1 -0.0061 -11,659 5.5306 -64,482 64,482 -1,886
286 1999.HK @MANWA3 HK 0.9426 2 0.015 507 1.0000 -1 -0.0043 -126,800 0.3563 -45,173 45,173 -674
296 0384.HK @CHINA237 HK 0.2745 4 0.047 2,457 1.0000 -1 -0.0095 -146,400 0.6832 -100,018 100,018 -4,728
301 1818.HK @ZHAOJ1 HK 1.3381 5 0.073 5,644 1.0000 -1 -0.0009 -4,000 2.4485 -9,794 9,794 -717
309 1277.HK @KINET61 HK 0.4738 5 0.067 2,088 1.0000 -1 -0.0037 -162,000 0.2428 -39,335 39,335 -2,620
322 MIN.AX @MINER60 AU 2.2027 4 0.055 7,647 1.0000 -1 -0.0015 -420 38.5152 -16,176 16,176 -894
323 8154.T @KAGAE2 JP 0.8702 1 0.006 1,487 1.0000 -1 -0.0034 -1,100 32.5716 -35,829 35,829 -230
326 1171.HK @YANZH2 HK 0.3701 5 0.079 4,919 1.0000 -1 -0.0156 -106,000 1.5474 -164,021 164,021 -12,879
327 1898.HK @CHINA484 HK 0.1699 5 0.068 5,590 1.0000 -1 -0.0040 -31,000 1.3613 -42,199 42,199 -2,871
330 6770.T @ALPSE2 JP 0.7502 1 0.006 2,707 1.0000 -1 -0.0034 -2,500 14.1377 -35,344 35,344 -197
338 ORG.AX @ORIGI6 AU 0.1372 2 0.025 13,746 1.0000 -1 -0.0009 -1,135 7.9792 -9,056 9,056 -224
342 352820.KS @BIGHI3 KR 1.0771 9 0.160 4,312 1.0000 0 0.0000 0 113.6822 0 0 0
343 042660.KS @DAEWO6 KR 1.8428 5 0.066 11,275 1.0000 -1 -0.0055 -965 59.3504 -57,273 57,273 -3,787
346 086520.KQ @ECOPR3 KR 1.8644 5 0.072 7,910 1.0000 -1 -0.0023 -410 58.2594 -23,886 23,886 -1,723
348 175330.KS @JEONB1 KR 0.7497 9 0.153 3,176 1.0000 -1 -0.0007 -324 22.4019 -7,258 7,258 -1,112
350 373220.KS @LGENE1 KR 1.3068 5 0.073 12,527 1.0000 -1 -0.0047 -192 254.9304 -48,947 48,947 -3,555
351 032350.KS @LOTTE9 KR 0.8907 4 0.047 599 1.0000 -1 -0.0002 -270 8.3425 -2,252 2,252 -106
354 006400.KS @SAMSU45 KR 1.7969 5 0.077 25,115 1.0000 -1 -0.0083 -226 384.7594 -86,956 86,956 -6,713
355 010140.KS @SAMSU53 KR 1.4269 7 0.117 11,207 1.0000 -1 -0.0088 -6,157 14.9831 -92,251 92,251 -10,770
357 402340.KS @SKSQU1 KR 2.6623 8 0.140 73,926 1.0000 -1 -0.0005 -6 824.0689 -4,944 4,944 -690
367 031330.KQ @SAMTE2 KR 1.6138 1 0.004 300 1.0000 -1 -0.0004 -613 6.0005 -3,678 3,678 -15
371 326030.KS @SKBIO1 KR 0.9253 7 0.104 2,190 1.0000 -1 -0.0070 -1,310 55.9319 -73,271 73,271 -7,612
384 009150.KS @SAMSU46 KR 2.2364 6 0.084 61,355 1.0000 -1 -0.0006 -6 1080.8176 -6,485 6,485 -548
386 8604.T @NOMUR8 JP 0.9194 1 0.007 31,125 1.0000 -1 -0.0075 -7,800 10.0774 -78,604 78,604 -541
387 4938.TW @PEGAT1 TW 0.5695 8 0.136 6,301 1.0000 -1 -0.0038 -14,000 2.8373 -39,723 39,723 -5,410
388 8473.T @SOFTB11 JP 1.0083 3 0.032 12,687 1.0000 -1 -0.0024 -1,200 20.8560 -25,027 25,027 -797
390 1772.HK @GANFE1 HK 2.2543 8 0.152 2,053 1.0000 -1 -0.0022 -5,400 4.2495 -22,947 22,947 -3,480
398 2016.HK @CHINA1988 HK 0.1807 5 0.069 954 1.0000 0 0.0000 0 0.3040 0 0 0
402 9863.HK @ZHEJI434 HK 0.9975 1 0.013 3,806 1.0000 -1 -0.0027 -6,200 4.5478 -28,196 28,196 -364
407 003540.KS @DAISH8 KR 1.3338 5 0.068 919 1.0000 -1 -0.0019 -1,045 19.2743 -20,142 20,142 -1,362
408 034020.KS @DOOSA22 KR 2.1375 8 0.142 28,210 1.0000 -1 -0.0028 -467 62.9143 -29,381 29,381 -4,164
411 0358.HK @JIANG2 HK 2.1013 7 0.118 4,431 1.0000 -1 -0.0008 -2,000 4.3744 -8,749 8,749 -1,031
417 S32.AX @SOUTH493 AU 0.9979 3 0.033 15,584 1.0000 -1 -0.0015 -4,470 3.4736 -15,527 15,527 -513
419 2018.HK @AACAC1 HK 1.6332 7 0.102 5,886 1.0000 -1 -0.0010 -2,000 5.1009 -10,202 10,202 -1,044
421 2333.HK @GREAT74 HK 0.8668 2 0.022 2,166 1.0000 -1 -0.0009 -10,500 0.9432 -9,904 9,904 -222
422 2611.HK @GUOTA36 HK 0.7789 6 0.085 5,769 1.0000 -1 -0.0006 -3,400 1.8915 -6,431 6,431 -546
428 VAU.AX @REDNP1 AU 1.6268 1 0.007 4,625 1.0000 -1 -0.0019 -4,481 4.4701 -20,030 20,030 -148
431 071050.KS @DONGW19 KR 1.6662 9 0.172 7,551 1.0000 -1 -0.0007 -58 135.5022 -7,859 7,859 -1,351
432 051910.KS @LGCHE6 KR 1.7823 10 0.249 8,477 1.0000 -1 -0.0013 -74 184.7427 -13,671 13,671 -3,407
434 WGX.AX @WESTG11 AU 1.4183 1 0.003 3,706 1.0000 -1 -0.0029 -7,701 3.9362 -30,313 30,313 -77
438 064350.KS @HYUND454 KR 1.7090 10 0.269 6,135 1.0000 -1 -0.0004 -54 85.1708 -4,599 4,599 -1,235
441 3291.T @IIDAG1 JP 0.2259 1 0.002 3,213 1.0000 -1 -0.0008 -600 14.1473 -8,488 8,488 -20
474 0522.HK @ASMPA2 HK 3.1658 2 0.020 6,824 1.0000 -1 -0.0010 -500 21.6937 -10,847 10,847 -221
476 6890.T @FERRO28 JP 2.1698 4 0.048 3,147 1.0000 -1 -0.0028 -500 58.1955 -29,098 29,098 -1,383
490 0257.HK @CHINA264 HK 0.1976 2 0.020 3,570 1.0000 -1 -0.0006 -10,000 0.5812 -5,812 5,812 -116
497 UTOS.SI @UTDOS12 SG 0.5520 1 0.004 3,126 1.0000 -1 -0.0026 -4,100 6.7064 -27,496 27,496 -120
498 2327.TW @YAGEO2 TW 2.1677 9 0.178 34,466 1.0000 -1 -0.0017 -1,000 18.0013 -18,001 18,001 -3,198
513 SUN.AX @PROMI6 AU -0.0296 5 0.072 14,631 1.0000 0 0.0000 0 13.8017 0 0 0
519 069960.KS @HYUND64 KR 0.5121 9 0.173 977 1.0000 -1 -0.0006 -94 71.9333 -6,762 6,762 -1,169
523 DDR.AX @DICKE1 AU 0.5331 1 -0.001 1,970 -1.0000 1 0.0014 1,360 10.8478 14,753 14,753 -14
525 3481.TW @INNOL2 TW 2.1739 7 0.121 12,719 1.0000 -1 -0.0017 -11,000 1.5921 -17,513 17,513 -2,111
531 016360.KS @SAMSU31 KR 1.4641 7 0.117 5,891 1.0000 -1 -0.0003 -42 65.9691 -2,771 2,771 -325
540 039490.KS @KIWOO1 KR 1.7617 9 0.179 4,998 1.0000 -1 -0.0004 -21 190.5614 -4,002 4,002 -716
541 0300.HK @MIDEA13 HK 0.3039 3 0.037 7,501 1.0000 -1 -0.0001 -100 12.2680 -1,227 1,227 -46
542 021240.KS @WOONG2 KR 0.6704 5 0.067 3,750 1.0000 -1 -0.0005 -69 72.5879 -5,009 5,009 -337
545 0688.HK @CHINA173 HK 0.8131 3 0.035 5,896 1.0000 -1 -0.0016 -10,500 1.5843 -16,635 16,635 -586
546 1109.HK @CHINA182 HK 0.7720 2 0.019 10,587 1.0000 -1 -0.0009 -2,500 3.7116 -9,279 9,279 -173
549 1347.HK @HUAHO1 HK 2.5382 5 0.066 18,462 1.0000 -1 -0.0028 -2,000 14.5049 -29,010 29,010 -1,906
561 2689.HK @NINED1 HK 1.6037 6 0.090 1,297 1.0000 -1 -0.0004 -6,000 0.7679 -4,608 4,608 -413
565 0392.HK @BEIJI10 HK 0.1990 2 0.021 1,817 1.0000 -1 -0.0002 -500 3.8009 -1,900 1,900 -40
568 1024.HK @KUAIS1 HK 1.8038 6 0.093 12,977 1.0000 -1 -0.0007 -1,900 3.9793 -7,561 7,561 -705
571 4202.T @DAICE1 JP 0.6966 1 -0.001 2,333 -1.0000 1 0.0016 1,900 9.1086 17,306 17,306 -18
578 7821.T @MAEDA5 JP 0.2135 2 -0.026 778 -1.0000 1 0.0004 300 12.6908 3,807 3,807 -100
580 6479.T @MINEB3 JP 1.3484 2 0.020 9,405 1.0000 -1 -0.0010 -500 22.0225 -11,011 11,011 -219
591 5232.T @SUMIT30 JP 0.8556 3 -0.032 1,178 -1.0000 1 0.0003 100 36.7339 3,673 3,673 -118
608 138930.KS @BSFIN1 KR 0.8384 7 0.107 3,244 1.0000 -1 -0.0003 -233 11.3682 -2,649 2,649 -284
632 020150.KS @ILJIN8 KR 2.2383 4 0.054 626 1.0000 -1 -0.0005 -180 29.1661 -5,250 5,250 -281
639 7012.T @KAWAS12 JP 1.8263 4 0.051 13,441 1.0000 -1 -0.0028 -1,900 15.3265 -29,120 29,120 -1,494
651 STEG.SI @SINGA31 SG 0.3752 1 -0.003 26,151 -1.0000 1 0.0114 14,300 8.3751 119,764 119,764 -336
673 066970.KS @LFCOK1 KR 2.2668 4 0.057 2,791 1.0000 -1 -0.0008 -101 78.8430 -7,963 7,963 -451
682 EVT.AX @AMALG7 AU 0.2956 4 -0.053 1,612 -1.0000 1 0.0003 357 9.8939 3,532 3,532 -187
683 1988.HK @CHINA1157 HK 0.2546 1 0.011 3,363 1.0000 -1 -0.0010 -22,500 0.4442 -9,994 9,994 -111
689 0148.HK @KINGB2 HK 2.2998 2 0.026 5,401 1.0000 -1 -0.0020 -3,000 7.0804 -21,241 21,241 -552
697 336370.KS @DOOSA33 KR 1.7730 3 0.041 188 1.0000 -1 -0.0002 -298 5.6877 -1,695 1,695 -69
698 IRE.AX @IRESS1 AU 0.4602 1 0.002 734 1.0000 -1 -0.0004 -1,077 3.9291 -4,232 4,232 -8
702 4680.T @ROUND3 JP 0.6766 2 -0.023 2,180 -1.0000 1 0.0019 2,600 7.5374 19,597 19,597 -446
711 CYL.AX @CATAL17 AU 1.2498 3 0.042 1,085 1.0000 -1 -0.0002 -383 4.1142 -1,576 1,576 -66
716 6834.T @SEIKO2 JP 2.2539 3 -0.041 1,514 -1.0000 1 0.0014 400 37.2885 14,915 14,915 -618
732 3563.T @SUSHI3 JP 0.4076 4 -0.049 7,307 -1.0000 1 0.0012 400 31.4753 12,590 12,590 -622
766 2059.TW @KINGS47 TW 1.5475 10 0.296 33,497 1.0000 0 0.0000 0 399.4325 0 0 0
767 3008.TW @LARGA1 TW 1.2323 10 0.253 22,449 1.0000 0 0.0000 0 201.9231 0 0 0
789 603568.SH @ZHEJI195 CN 0.6679 4 -0.059 2,165 -1.0000 1 0.0030 15,620 2.0327 31,751 31,751 -1,873
804 600036.SH @CHINA242 CN 0.0142 1 0.011 81,750 1.0000 -1 -0.0121 -20,900 6.0967 -127,422 127,422 -1,427
805 300274.ZK @SUNGR5 CN 1.4825 5 -0.063 27,311 -1.0000 1 0.0009 700 13.1732 9,221 9,221 -584
806 600919.SH @BANKO533 CN -0.0893 1 0.013 30,818 1.0000 -1 -0.0133 -77,100 1.8057 -139,221 139,221 -1,853
815 000338.ZK @WEICH5 CN 1.5085 2 0.019 21,359 1.0000 -1 -0.0025 -6,500 4.0371 -26,241 26,241 -499
819 600598.SH @HEILO9 CN 0.1517 4 -0.052 1,252 -1.0000 0 0.0000 0 1.9566 0 0 -0
842 603991.SH @SHANG251 CN 1.4423 8 -0.131 2,309 -1.0000 0 0.0000 0 25.1964 0 0 -0
844 301286.ZK @SICHU129 CN 1.5047 1 -0.007 2,859 -1.0000 1 0.0003 400 7.1452 2,858 2,858 -20
848 600664.SH @HARBI7 CN 0.8203 7 -0.100 1,810 -1.0000 0 0.0000 0 1.3562 0 0 -0
853 300720.ZK @GUANG310 CN 2.2443 2 -0.028 1,298 -1.0000 1 0.0000 100 9.5140 951 951 -26
860 300696.ZK @CHENG70 CN 2.1344 2 -0.028 714 -1.0000 1 0.0016 5,300 3.1947 16,932 16,932 -474
865 688719.SH @XIANA3 CN 2.1428 8 -0.139 914 -1.0000 0 0.0000 0 8.4312 0 0 -0
870 002440.ZK @ZHEJI108 CN 1.0563 2 -0.024 2,172 -1.0000 1 0.0007 3,600 1.9327 6,958 6,958 -168
874 000560.ZK @KUNMI5 CN 0.9857 5 -0.065 1,025 -1.0000 1 0.0023 45,300 0.5242 23,748 23,748 -1,542
876 300757.ZK @ROBOT8 CN 2.6183 6 -0.095 11,527 -1.0000 0 0.0000 0 90.4920 0 0 -0
882 301265.ZK @HWAXI1 CN 1.8695 10 -0.223 900 -1.0000 0 0.0000 0 3.2649 0 0 -0
892 688313.SH @HENAN56 CN 2.8249 7 -0.120 8,010 -1.0000 0 0.0000 0 24.6139 0 0 -0
895 603690.SH @PNCPR1 CN 1.2063 9 -0.192 1,374 -1.0000 0 0.0000 0 3.5890 0 0 -0
902 301018.ZK @GUANG392 CN 2.9428 7 -0.116 4,686 -1.0000 0 0.0000 0 15.2672 0 0 -0
903 603061.SH @NANOT9 CN 2.0547 6 -0.094 3,982 -1.0000 0 0.0000 0 51.4234 0 0 -0
912 600391.SH @SICHU26 CN 1.8129 3 -0.036 1,352 -1.0000 1 0.0004 700 6.3984 4,479 4,479 -162
921 600929.SH @HUNAN67 CN 1.0159 8 -0.137 601 -1.0000 0 0.0000 0 0.9395 0 0 -0
940 GULF_n.BK @GULFD3 TH 0.3608 8 0.125 22,935 1.0000 0 0.0000 0 1.8722 0 0 0