total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -198,712 3,696,732 108 41,784,611 -0.005

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 6 0.092 15,881 1.0000 0 0.0000 0 37.5928 0 0 0
8 TLMM.KL @TELEK13 MY 0.1760 3 0.029 7,407 1.0000 0 0.0000 0 1.9300 0 0 0
13 0916.HK @CHINA1173 HK 0.3662 2 0.024 2,241 1.0000 -1 -0.0017 -26,000 0.6756 -17,565 17,565 -418
14 2002.TW @CHINA152 TW 0.5877 6 0.097 7,463 1.0000 -1 -0.0132 -234,000 0.5914 -138,392 138,392 -13,377
19 1833.HK @PAGOO1 HK 1.1804 9 -0.156 802 -1.0000 0 0.0000 0 0.8069 0 0 -0
20 2252.HK @SHANG384 HK 2.2250 9 -0.170 1,253 -1.0000 0 -0.0000 0 2.7020 0 0 -0
21 5871.TW @CHAIL1 TW 0.3239 9 0.193 5,876 1.0000 0 0.0000 0 3.3661 0 0 0
22 0853.HK @MICRO183 HK 1.5501 7 -0.103 921 -1.0000 0 -0.0000 0 0.7750 0 0 -0
23 5880.TW @TWCOO1 TW 0.1017 10 0.206 13,172 1.0000 -1 -0.0106 -135,621 0.8195 -111,140 111,140 -22,906
34 2801.TW @CHANG17 TW 0.1857 9 0.188 9,599 1.0000 0 0.0000 0 0.8651 0 0 0
35 2880.TW @HUANA1 TW 0.4041 10 0.229 19,854 1.0000 0 0.0000 0 1.4125 0 0 0
39 0285.HK @BYDEL1 HK 1.4076 2 0.026 2,281 1.0000 -1 -0.0050 -17,500 2.9776 -52,108 52,108 -1,370
45 CTDM.SI @CITYD3 SG 0.7669 2 0.017 2,962 1.0000 -1 -0.0064 -11,600 5.8176 -67,485 67,485 -1,180
46 3360.HK @FAREA51 HK 0.1790 2 0.028 3,147 1.0000 -1 -0.0045 -58,000 0.8062 -46,760 46,760 -1,297
49 2027.TW @TACHE1 TW 0.4137 6 0.082 3,641 1.0000 -1 -0.0016 -11,000 1.4833 -16,316 16,316 -1,340
53 2207.TW @HOTAI2 TW 0.2722 5 0.064 5,942 1.0000 -1 -0.0121 -8,000 15.9180 -127,344 127,344 -8,171
65 2548.TW @HUAKU1 TW 0.1975 9 0.163 847 1.0000 -1 -0.0011 -3,850 2.9005 -11,167 11,167 -1,815
66 8069.TWO @PRIME74 TW 1.1304 7 0.108 4,555 1.0000 -1 -0.0026 -6,000 4.4828 -26,897 26,897 -2,917
67 6134.T @FUJIM6 JP 1.7101 3 -0.033 4,650 -1.0000 1 0.0005 100 47.5361 4,754 4,754 -155
73 2128.HK @CHINA1258 HK 1.1019 1 0.003 1,285 1.0000 -1 -0.0016 -41,000 0.4143 -16,985 16,985 -50
85 2890.TW @SINOP13 TW 0.3991 10 0.226 20,415 1.0000 0 0.0000 0 1.3810 0 0 0
93 2357.HK @AVICH1 HK 1.2499 1 -0.011 1,082 -1.0000 1 0.0023 61,000 0.3958 24,142 24,142 -272
96 4373.T @SIMPL48 JP 0.1258 1 -0.000 1,603 -1.0000 1 0.0006 900 7.1739 6,457 6,457 -3
115 0902.HK @HUANE3 HK 0.3258 1 0.005 3,091 1.0000 -1 -0.0068 -94,000 0.7559 -71,051 71,051 -335
118 1301.TW @FORMO9 TW 1.0846 7 0.108 10,737 1.0000 -1 -0.0045 -23,000 2.0322 -46,741 46,741 -5,044
121 1585.HK @YADEA1 HK 0.1188 6 0.089 1,186 1.0000 -1 -0.0004 -4,000 1.0299 -4,120 4,120 -365
131 8086.T @NIPRO1 JP 0.0226 1 0.006 1,609 1.0000 0 0.0000 0 8.7117 0 0 0
152 2802.T @AJINO2 JP 1.1493 1 -0.005 30,927 -1.0000 1 0.0006 200 31.6315 6,326 6,326 -31
153 6407.T @CKDCO1 JP 2.2318 2 -0.023 2,309 -1.0000 1 0.0006 200 33.9952 6,799 6,799 -155
168 2105.TW @CHENG13 TW 0.2338 8 0.125 2,762 1.0000 -1 -0.0105 -116,000 0.9469 -109,840 109,840 -13,682
171 1314.TW @CHINA198 TW 0.5449 3 0.029 1,041 1.0000 -1 -0.0029 -110,000 0.2749 -30,244 30,244 -865
191 2855.TW @PRESI5 TW 0.9758 8 0.125 2,796 1.0000 -1 -0.0078 -47,000 1.7459 -82,059 82,059 -10,274
193 FFM.AX @MONAX1 AU 1.9174 4 -0.051 1,007 -1.0000 0 0.0000 0 1.1578 0 0 -0
195 6005.TW @CAPIT67 TW 0.8951 8 0.122 2,445 1.0000 -1 -0.0012 -12,441 0.9957 -12,387 12,387 -1,513
198 9434.T @SOFTB31 JP 0.0132 1 -0.003 43,876 -1.0000 1 0.0058 39,700 1.5218 60,417 60,417 -173
199 2889.TW @WATER39 TW 0.2906 7 0.112 1,740 1.0000 -1 -0.0026 -52,462 0.5159 -27,066 27,066 -3,023
221 2883.HK @CHINA258 HK 0.3952 6 0.092 1,689 1.0000 -1 -0.0044 -50,000 0.9324 -46,620 46,620 -4,283
229 7261.T @MAZDA2 JP 0.6321 1 0.006 4,224 1.0000 -1 -0.0026 -3,900 7.0373 -27,446 27,446 -164
230 6498.T @KITZC1 JP 1.4083 1 -0.013 1,047 -1.0000 1 0.0016 1,300 12.7212 16,538 16,538 -216
241 3899.HK @ENRIC2 HK 1.0673 7 0.104 628 1.0000 -1 -0.0009 -10,000 0.9018 -9,018 9,018 -940
254 6213.TW @ITEQC1 TW 2.6451 6 0.093 4,964 1.0000 0 0.0000 0 19.5042 0 0 0
255 6516.T @SANYO28 JP 1.4288 1 -0.010 1,159 -1.0000 1 0.0046 1,400 34.6307 48,483 48,483 -508
266 6724.T @SEIKO5 JP 0.8428 1 -0.003 7,741 -1.0000 1 0.0051 2,600 20.7212 53,875 53,875 -141
282 0384.HK @CHINA237 HK 0.2745 3 0.031 2,441 1.0000 -1 -0.0026 -40,200 0.6788 -27,286 27,286 -851
287 1818.HK @ZHAOJ1 HK 1.3381 5 0.068 5,142 1.0000 -1 -0.0008 -4,000 2.2306 -8,923 8,923 -610
295 1277.HK @KINET61 HK 0.4738 4 0.046 2,044 1.0000 -1 -0.0036 -158,000 0.2377 -37,560 37,560 -1,709
302 7956.T @PIGEO1 JP 0.2556 1 -0.003 1,564 -1.0000 1 0.0075 6,100 12.8578 78,433 78,433 -199
309 9904.TW @POUCH1 TW 0.4707 1 0.004 1,885 1.0000 -1 -0.0174 -234,000 0.7802 -182,560 182,560 -782
310 1171.HK @YANZH2 HK 0.3701 5 0.077 4,708 1.0000 -1 -0.0150 -106,000 1.4811 -157,001 157,001 -12,158
311 1898.HK @CHINA484 HK 0.1699 5 0.066 5,502 1.0000 -1 -0.0040 -31,000 1.3397 -41,529 41,529 -2,742
324 042660.KS @DAEWO6 KR 1.8428 3 0.037 10,981 1.0000 -1 -0.0053 -965 57.8001 -55,777 55,777 -2,070
328 175330.KS @JEONB1 KR 0.7497 8 0.143 3,221 1.0000 -1 -0.0007 -324 22.7229 -7,362 7,362 -1,051
329 373220.KS @LGENE1 KR 1.3068 2 0.024 12,738 1.0000 -1 -0.0066 -266 259.2178 -68,952 68,952 -1,666
331 003670.KS @POSCO3 KR 1.9098 1 0.005 4,819 1.0000 -1 -0.0127 -1,037 128.9838 -133,756 133,756 -642
332 277810.KQ @RAINB29 KR 1.9291 2 0.018 3,862 1.0000 -1 -0.0008 -26 306.2815 -7,963 7,963 -141
333 006400.KS @SAMSU45 KR 1.7969 5 0.066 24,528 1.0000 -1 -0.0081 -226 375.7739 -84,925 84,925 -5,586
334 010140.KS @SAMSU53 KR 1.4269 9 0.161 10,633 1.0000 -1 -0.0083 -6,157 14.2147 -87,520 87,520 -14,083
336 402340.KS @SKSQU1 KR 2.6623 9 0.152 73,753 1.0000 -1 -0.0005 -6 822.1433 -4,933 4,933 -748
349 326030.KS @SKBIO1 KR 0.9253 5 0.071 2,157 1.0000 -1 -0.0069 -1,310 55.0792 -72,154 72,154 -5,159
362 009150.KS @SAMSU46 KR 2.2364 6 0.084 63,786 1.0000 -1 -0.0006 -6 1123.6449 -6,742 6,742 -566
365 4938.TW @PEGAT1 TW 0.5695 6 0.094 6,344 1.0000 -1 -0.0038 -14,000 2.8564 -39,990 39,990 -3,743
366 8473.T @SOFTB11 JP 1.0083 3 0.029 11,905 1.0000 -1 -0.0022 -1,200 19.5711 -23,485 23,485 -683
368 1772.HK @GANFE1 HK 2.2543 8 0.144 1,867 1.0000 -1 -0.0017 -4,600 3.8647 -17,778 17,778 -2,562
379 9863.HK @ZHEJI434 HK 0.9975 3 0.035 3,655 1.0000 -1 -0.0026 -6,200 4.3669 -27,075 27,075 -956
384 003540.KS @DAISH8 KR 1.3338 6 0.084 901 1.0000 -1 -0.0019 -1,045 18.8990 -19,749 19,749 -1,652
385 034020.KS @DOOSA22 KR 2.1375 10 0.197 26,280 1.0000 -1 -0.0019 -333 58.6090 -19,517 19,517 -3,836
388 0358.HK @JIANG2 HK 2.1013 7 0.106 4,188 1.0000 -1 -0.0008 -2,000 4.1350 -8,270 8,270 -876
389 001440.KS @TAIHA2 KR 2.6239 6 0.094 2,427 1.0000 -1 -0.0028 -1,359 21.6934 -29,481 29,481 -2,757
393 6814.T @FURUN1 JP 1.1963 2 -0.015 1,328 -1.0000 1 0.0009 200 47.8475 9,569 9,569 -142
396 2018.HK @AACAC1 HK 1.6332 4 0.046 5,877 1.0000 -1 -0.0010 -2,000 5.0960 -10,192 10,192 -465
398 2333.HK @GREAT74 HK 0.8668 2 0.018 2,125 1.0000 -1 -0.0009 -10,500 0.9254 -9,717 9,717 -175
399 2611.HK @GUOTA36 HK 0.7789 5 0.071 5,719 1.0000 -1 -0.0006 -3,400 1.8750 -6,375 6,375 -451
408 071050.KS @DONGW19 KR 1.6662 9 0.189 7,335 1.0000 -1 -0.0007 -58 131.6312 -7,635 7,635 -1,441
409 051910.KS @LGCHE6 KR 1.7823 9 0.184 8,436 1.0000 -1 -0.0013 -74 183.8424 -13,604 13,604 -2,505
414 064350.KS @HYUND454 KR 1.7090 10 0.256 5,949 1.0000 -1 -0.0004 -54 82.5820 -4,459 4,459 -1,142
434 1801.HK @INNOV87 HK 0.9810 1 0.013 21,317 1.0000 -1 -0.0099 -8,500 12.2239 -103,903 103,903 -1,391
445 0522.HK @ASMPA2 HK 3.1658 3 0.029 6,519 1.0000 -1 -0.0010 -500 20.7258 -10,363 10,363 -296
465 UTOS.SI @UTDOS12 SG 0.5520 2 0.021 3,011 1.0000 -1 -0.0025 -4,100 6.4597 -26,485 26,485 -560
466 2327.TW @YAGEO2 TW 2.1677 10 0.208 33,007 1.0000 -1 -0.0016 -1,000 17.2392 -17,239 17,239 -3,583
470 5384.T @FUJIM3 JP 1.5807 2 -0.017 1,462 -1.0000 1 0.0004 200 21.9857 4,397 4,397 -75
473 6490.T @NIPPO107 JP 1.8312 2 -0.027 1,715 -1.0000 1 0.0039 600 68.4988 41,099 41,099 -1,126
477 6481.T @THKCO2 JP 1.4146 2 -0.016 4,692 -1.0000 1 0.0020 500 41.4678 20,734 20,734 -325
482 2914.T @JAPAN208 JP 0.0622 1 -0.003 87,498 -1.0000 1 0.0033 800 43.7490 34,999 34,999 -113
483 DDR.AX @DICKE1 AU 0.5331 2 -0.015 1,939 -1.0000 1 0.0014 1,360 10.6799 14,525 14,525 -216
485 3481.TW @INNOL2 TW 2.1739 7 0.102 12,504 1.0000 -1 -0.0016 -11,000 1.5651 -17,216 17,216 -1,749
488 5233.T @TAIHE5 JP 0.8938 1 -0.005 3,032 -1.0000 1 0.0007 300 25.6521 7,696 7,696 -42
491 016360.KS @SAMSU31 KR 1.4641 9 0.181 5,812 1.0000 -1 -0.0003 -42 65.0802 -2,733 2,733 -496
497 8926.TW @TAIWA44 TW 0.5640 2 0.016 1,112 1.0000 -1 -0.0003 -2,000 1.8340 -3,668 3,668 -59
500 039490.KS @KIWOO1 KR 1.7617 9 0.163 4,928 1.0000 -1 -0.0004 -21 187.8870 -3,946 3,946 -644
501 0300.HK @MIDEA13 HK 0.3039 4 0.060 7,392 1.0000 -1 -0.0001 -100 12.0900 -1,209 1,209 -72
502 021240.KS @WOONG2 KR 0.6704 5 0.068 3,856 1.0000 -1 -0.0005 -69 74.6400 -5,150 5,150 -352
507 1347.HK @HUAHO1 HK 2.5382 5 0.069 17,311 1.0000 -1 -0.0013 -1,000 13.6005 -13,601 13,601 -940
519 2689.HK @NINED1 HK 1.6037 5 0.061 1,196 1.0000 -1 -0.0004 -6,000 0.7081 -4,248 4,248 -258
526 1024.HK @KUAIS1 HK 1.8038 5 0.077 12,504 1.0000 -1 -0.0007 -1,900 3.8545 -7,324 7,324 -566
545 5232.T @SUMIT30 JP 0.8556 1 -0.004 1,115 -1.0000 1 0.0003 300 11.5902 3,477 3,477 -16
561 138930.KS @BSFIN1 KR 0.8384 8 0.129 3,450 1.0000 -1 -0.0003 -233 12.0895 -2,817 2,817 -362
588 7012.T @KAWAS12 JP 1.8263 2 0.017 13,120 1.0000 -1 -0.0027 -1,900 14.9611 -28,426 28,426 -476
598 STEG.SI @SINGA31 SG 0.3752 1 -0.006 26,527 -1.0000 1 0.0113 14,000 8.4955 118,937 118,937 -692
626 1988.HK @CHINA1157 HK 0.2546 4 0.044 3,277 1.0000 -1 -0.0009 -22,500 0.4327 -9,737 9,737 -433
629 3450.TW @ELITE24 TW 2.6008 8 0.141 2,406 1.0000 0 0.0000 0 16.5157 0 0 0
636 8039.TW @TAIFL1 TW 1.3969 7 0.110 1,861 1.0000 0 0.0000 0 8.6039 0 0 0
638 3097.T @MONOG1 JP 0.1589 3 -0.032 1,330 -1.0000 1 0.0032 1,000 33.9317 33,932 33,932 -1,093
641 4680.T @ROUND3 JP 0.6766 6 -0.094 2,246 -1.0000 0 0.0000 0 7.7681 0 0 -0
650 0177.HK @JIANG6 HK -0.1100 1 0.006 1,411 1.0000 -1 -0.0021 -16,000 1.3588 -21,740 21,740 -128
654 1815.T @TEKKE1 JP 0.6248 9 -0.152 346 -1.0000 0 0.0000 0 14.0937 0 0 -0
661 2915.TW @RUENT3 TW 0.3067 3 0.037 1,748 1.0000 -1 -0.0040 -23,000 1.8403 -42,327 42,327 -1,567
662 437730.KQ @SAMHY4 KR 1.8654 5 0.061 1,131 1.0000 0 0.0000 0 35.6654 0 0 0
678 0336.HK @LEAPT5 HK 0.9919 2 0.023 1,417 1.0000 0 0.0000 0 0.4398 0 0 0
683 CKF.AX @COLLI80 AU 0.4530 2 -0.019 651 -1.0000 1 0.0001 244 5.4943 1,341 1,341 -26
694 BMN.AX @BANNE8 AU 1.5450 9 -0.186 595 -1.0000 0 0.0000 0 2.4911 0 0 -0
713 6946.T @NIPPO79 JP 1.8582 5 -0.074 396 -1.0000 0 0.0000 0 43.7808 0 0 -0
726 6690.HK @HAIER7 HK 0.7204 5 0.074 5,934 1.0000 -1 -0.0004 -1,800 2.5671 -4,621 4,621 -340
727 012330.KS @HYUND36 KR 1.4770 10 0.202 18,423 1.0000 -1 -0.0013 -52 269.8807 -14,034 14,034 -2,830
739 317330.KQ @DUKSA3 KR 2.6004 2 -0.015 114 -1.0000 0 0.0000 0 8.9642 0 0 -0
741 028300.KQ @KUKJE7 KR 1.3377 10 -0.218 3,933 -1.0000 0 0.0000 0 29.5251 0 0 -0
752 096770.KS @SKENE1 KR 0.7540 6 0.079 8,706 1.0000 -1 -0.0012 -113 107.2904 -12,124 12,124 -959
756 5274.TWO @ASPEE1 TW 1.6840 10 0.305 21,819 1.0000 0 0.0000 0 610.1360 0 0 0
762 3529.TWO @EMEMO1 TW 2.1509 9 0.189 7,765 1.0000 0 0.0000 0 103.9701 0 0 0
764 3443.TW @GLOBA166 TW 2.4171 10 0.225 21,717 1.0000 0 0.0000 0 249.3080 0 0 0
772 6683.TWO @KEYST10 TW 2.4404 10 0.298 1,138 1.0000 0 0.0000 0 46.4012 0 0 0
773 285A.T @KIOXI1 JP 3.2023 6 0.091 162,689 1.0000 0 0.0000 0 113.6140 0 0 0
774 6525.T @KOKUS12 JP 2.8161 3 -0.042 14,085 -1.0000 0 0.0000 0 59.2915 0 0 -0
776 3008.TW @LARGA1 TW 1.2323 10 0.300 21,055 1.0000 0 0.0000 0 189.3797 0 0 0
779 2454.TW @MEDIA42 TW 1.9670 10 0.265 247,737 1.0000 0 0.0000 0 154.4608 0 0 0
817 603568.SH @ZHEJI195 CN 0.6679 4 -0.054 2,099 -1.0000 1 0.0023 12,220 1.9701 24,074 24,074 -1,294
824 300627.ZK @SHANG253 CN 1.1423 2 -0.025 2,764 -1.0000 1 0.0034 9,200 3.9118 35,989 35,989 -884
829 000738.ZK @NANFA1 CN 1.1813 2 -0.023 1,830 -1.0000 1 0.0009 3,300 2.7822 9,181 9,181 -207
830 300870.ZK @SHENZ322 CN 2.9529 1 -0.003 1,981 -1.0000 0 0.0000 0 27.0325 0 0 -0
832 600036.SH @CHINA242 CN 0.0142 2 0.015 80,947 1.0000 -1 -0.0120 -20,900 6.0369 -126,170 126,170 -1,924
833 300274.ZK @SUNGR5 CN 1.4825 3 -0.029 25,584 -1.0000 1 0.0008 700 12.3405 8,638 8,638 -247
834 600919.SH @BANKO533 CN -0.0893 1 0.000 30,927 1.0000 -1 -0.0133 -77,100 1.8121 -139,713 139,713 -4
842 301600.ZK @FLAIR6 CN 1.6160 3 -0.030 779 -1.0000 1 0.0002 200 11.2928 2,259 2,259 -68
843 000338.ZK @WEICH5 CN 1.5085 3 0.030 19,711 1.0000 -1 -0.0001 -300 3.7255 -1,118 1,118 -34
849 600801.SH @HUAXI1 CN 0.6048 1 -0.003 1,907 -1.0000 1 0.0039 11,500 3.5467 40,787 40,787 -136
879 300696.ZK @CHENG70 CN 2.1344 3 -0.035 678 -1.0000 1 0.0015 5,300 3.0311 16,065 16,065 -557
883 300857.ZK @SHARE49 CN 2.9820 7 -0.106 11,859 -1.0000 0 0.0000 0 36.7174 0 0 -0
887 000560.ZK @KUNMI5 CN 0.9857 4 -0.055 1,095 -1.0000 1 0.0006 11,800 0.5603 6,612 6,612 -363
891 600019.SH @BAOSH1 CN 0.2918 7 -0.115 7,026 -1.0000 0 0.0000 0 0.8718 0 0 -0
897 002044.ZK @JIANG56 CN 1.5696 1 -0.010 2,451 -1.0000 1 0.0004 6,500 0.6661 4,330 4,330 -43
900 002265.ZK @YUNNA22 CN 1.3802 1 -0.003 640 -1.0000 1 0.0008 3,000 2.8165 8,450 8,450 -23
903 688182.SH @JIANG371 CN 2.5439 9 -0.168 690 -1.0000 0 0.0000 0 4.0102 0 0 -0
919 002818.ZK @CHENG53 CN 0.3788 1 -0.007 1,241 -1.0000 1 0.0002 1,500 1.6586 2,488 2,488 -17
921 600825.SH @HUALI4 CN 1.1169 10 -0.304 718 -1.0000 0 0.0000 0 1.4023 0 0 -0
926 600605.SH @SLIGH1 CN 1.1843 10 -0.285 664 -1.0000 0 0.0000 0 4.4110 0 0 -0
927 301310.ZK @WUXIX4 CN 1.4174 10 -0.389 1,666 -1.0000 0 0.0000 0 8.7252 0 0 -0
933 688141.SH @JOULW1 CN 2.5730 9 -0.187 4,468 -1.0000 0 0.0000 0 15.3462 0 0 -0
934 605333.SH @KUNSH5 CN 1.1707 10 -0.235 1,127 -1.0000 0 0.0000 0 2.4290 0 0 -0
945 000498.ZK @DANDO1 CN 0.5845 9 -0.177 480 -1.0000 0 0.0000 0 0.8360 0 0 -0
949 605366.SH @JIANG335 CN 1.4345 10 -0.352 696 -1.0000 0 0.0000 0 1.4530 0 0 -0
952 000503.ZK @SEARA3 CN 0.9124 10 -0.442 856 -1.0000 0 0.0000 0 1.1504 0 0 -0
983 GULF_n.BK @GULFD3 TH 0.3608 9 0.169 21,879 1.0000 0 0.0000 0 1.7860 0 0 0