total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -176,547 3,352,704 103 41,926,658 -0.004

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 0.9761 7 0.109 16,124 1.0000 0 0.0000 0 38.1703 0 0 0
8 TLMM.KL @TELEK13 MY 0.1640 2 0.024 7,533 1.0000 0 0.0000 0 1.9628 0 0 0
13 0916.HK @CHINA1173 HK 0.2430 2 0.014 2,283 1.0000 -1 -0.0017 -26,000 0.6882 -17,893 17,893 -253
14 2002.TW @CHINA152 TW 0.5381 6 0.087 7,611 1.0000 -1 -0.0134 -234,000 0.6032 -141,145 141,145 -12,269
21 5871.TW @CHAIL1 TW 0.2950 10 0.202 5,868 1.0000 0 0.0000 0 3.3615 0 0 0
23 5880.TW @TWCOO1 TW 0.0866 10 0.211 13,179 1.0000 -1 -0.0106 -135,621 0.8200 -111,203 111,203 -23,429
34 2801.TW @CHANG17 TW 0.1489 10 0.197 9,621 1.0000 0 0.0000 0 0.8671 0 0 0
35 2880.TW @HUANA1 TW 0.3726 10 0.220 20,026 1.0000 0 0.0000 0 1.4247 0 0 0
39 0285.HK @BYDEL1 HK 1.4277 4 0.053 2,244 1.0000 -1 -0.0049 -17,500 2.9286 -51,250 51,250 -2,728
45 CTDM.SI @CITYD3 SG 0.8615 3 0.035 2,945 1.0000 -1 -0.0064 -11,600 5.7829 -67,082 67,082 -2,324
46 3360.HK @FAREA51 HK 0.1292 2 0.018 3,206 1.0000 -1 -0.0045 -58,000 0.8214 -47,639 47,639 -863
49 2027.TW @TACHE1 TW 0.4376 6 0.091 3,660 1.0000 -1 -0.0016 -11,000 1.4907 -16,398 16,398 -1,494
53 2207.TW @HOTAI2 TW 0.2837 4 0.050 5,969 1.0000 -1 -0.0122 -8,000 15.9907 -127,926 127,926 -6,369
61 7173.T @TOKYO87 JP 0.5981 1 -0.008 3,184 -1.0000 0 0.0000 0 11.0112 0 0 -0
65 2548.TW @HUAKU1 TW 0.2296 9 0.175 840 1.0000 -1 -0.0011 -3,850 2.8777 -11,079 11,079 -1,941
66 8069.TWO @PRIME74 TW 1.1851 6 0.092 4,597 1.0000 -1 -0.0026 -6,000 4.5239 -27,143 27,143 -2,504
67 6134.T @FUJIM6 JP 1.7509 2 -0.022 4,745 -1.0000 0 0.0000 0 48.5012 0 0 -0
85 2890.TW @SINOP13 TW 0.3888 10 0.225 20,549 1.0000 0 0.0000 0 1.3902 0 0 0
93 2357.HK @AVICH1 HK 1.0937 2 -0.020 1,125 -1.0000 1 0.0024 61,000 0.4116 25,110 25,110 -497
109 1030.HK @FUTUR69 HK 0.9385 2 0.015 498 1.0000 -1 -0.0030 -168,000 0.1854 -31,152 31,152 -468
118 1301.TW @FORMO9 TW 1.1070 5 0.068 11,304 1.0000 -1 -0.0047 -23,000 2.1394 -49,207 49,207 -3,369
121 1585.HK @YADEA1 HK 0.0512 5 0.060 1,215 1.0000 -1 -0.0004 -4,000 1.0546 -4,218 4,218 -252
151 2802.T @AJINO2 JP 1.1866 1 -0.006 31,770 -1.0000 0 0.0000 0 32.4931 0 0 -0
152 6407.T @CKDCO1 JP 2.3081 2 -0.015 2,357 -1.0000 1 0.0003 100 34.7118 3,471 3,471 -51
165 VENM.SI @VENTU23 SG 0.9025 2 0.020 3,666 1.0000 -1 -0.0093 -7,700 12.7005 -97,794 97,794 -1,955
167 2105.TW @CHENG13 TW 0.1988 7 0.118 2,809 1.0000 -1 -0.0106 -116,000 0.9629 -111,696 111,696 -13,205
170 1314.TW @CHINA198 TW 0.5796 2 0.025 1,070 1.0000 -1 -0.0030 -110,000 0.2827 -31,102 31,102 -767
190 2855.TW @PRESI5 TW 1.0458 7 0.117 2,848 1.0000 -1 -0.0080 -47,000 1.7781 -83,573 83,573 -9,763
192 2190.HK @ZYLOX1 HK 0.6518 1 0.008 719 1.0000 -1 -0.0008 -3,000 2.7527 -8,258 8,258 -68
193 6005.TW @CAPIT67 TW 0.9511 7 0.113 2,472 1.0000 -1 -0.0012 -12,441 1.0069 -12,527 12,527 -1,420
197 2889.TW @WATER39 TW 0.2592 7 0.117 1,748 1.0000 -1 -0.0026 -52,462 0.5184 -27,194 27,194 -3,174
219 2883.HK @CHINA258 HK 0.2959 6 0.082 1,731 1.0000 -1 -0.0046 -50,000 0.9558 -47,790 47,790 -3,931
227 7261.T @MAZDA2 JP 0.6480 2 0.014 4,245 1.0000 -1 -0.0026 -3,900 7.0727 -27,584 27,584 -396
228 6498.T @KITZC1 JP 1.4077 1 -0.013 1,073 -1.0000 1 0.0010 800 13.0328 10,426 10,426 -139
238 KPLM.SI @KEPPE20 SG 0.6151 1 0.013 16,070 1.0000 -1 -0.0061 -7,200 8.8270 -63,554 63,554 -823
239 3899.HK @ENRIC2 HK 0.9831 7 0.101 630 1.0000 -1 -0.0009 -10,000 0.9048 -9,048 9,048 -912
242 4186.T @TOKYO42 JP 1.7959 1 0.006 7,001 1.0000 0 0.0000 0 54.7824 0 0 0
262 0066.HK @MASST2 HK 0.3023 1 0.002 25,703 1.0000 -1 -0.0045 -11,500 4.1291 -47,484 47,484 -110
279 0384.HK @CHINA237 HK 0.1739 2 0.018 2,525 1.0000 -1 -0.0027 -40,200 0.7022 -28,228 28,228 -497
281 0008.HK @PCCWL4 HK 0.0679 1 0.005 4,190 1.0000 -1 -0.0105 -167,000 0.6595 -110,137 110,137 -589
284 1818.HK @ZHAOJ1 HK 1.3999 3 0.039 5,303 1.0000 -1 -0.0009 -4,000 2.3003 -9,201 9,201 -357
292 1277.HK @KINET61 HK 0.5419 3 0.039 2,049 1.0000 -1 -0.0036 -158,000 0.2383 -37,654 37,654 -1,453
306 9904.TW @POUCH1 TW 0.4602 2 0.015 1,894 1.0000 -1 -0.0175 -234,000 0.7838 -183,416 183,416 -2,706
307 1171.HK @YANZH2 HK 0.3673 4 0.056 4,643 1.0000 -1 -0.0147 -106,000 1.4605 -154,810 154,810 -8,669
308 1898.HK @CHINA484 HK 0.1539 4 0.054 5,417 1.0000 -1 -0.0039 -31,000 1.3190 -40,889 40,889 -2,191
321 042660.KS @DAEWO6 KR 1.9339 1 0.008 11,071 1.0000 -1 -0.0054 -965 58.2765 -56,237 56,237 -440
325 175330.KS @JEONB1 KR 0.6849 10 0.230 3,051 1.0000 0 0.0000 0 21.5209 0 0 0
326 373220.KS @LGENE1 KR 1.2896 2 0.021 12,974 1.0000 -1 -0.0067 -266 264.0191 -70,229 70,229 -1,486
327 032350.KS @LOTTE9 KR 0.9003 1 0.013 613 1.0000 -1 -0.0002 -270 8.5418 -2,306 2,306 -29
330 006400.KS @SAMSU45 KR 1.8710 3 0.037 24,861 1.0000 -1 -0.0082 -226 380.8678 -86,076 86,076 -3,158
331 010140.KS @SAMSU53 KR 1.5111 7 0.103 10,898 1.0000 -1 -0.0085 -6,157 14.5691 -89,702 89,702 -9,266
333 402340.KS @SKSQU1 KR 2.9189 8 0.144 75,565 1.0000 -1 -0.0005 -6 842.3465 -5,054 5,054 -729
346 326030.KS @SKBIO1 KR 1.0681 6 0.094 2,154 1.0000 -1 -0.0069 -1,310 55.0225 -72,079 72,079 -6,792
349 1720.T @TOKYU6 JP 0.4363 1 -0.005 703 -1.0000 0 0.0000 0 7.6608 0 0 -0
359 009150.KS @SAMSU46 KR 2.4043 7 0.109 63,519 1.0000 -1 -0.0006 -6 1118.9379 -6,714 6,714 -732
362 4938.TW @PEGAT1 TW 0.6051 7 0.103 6,265 1.0000 -1 -0.0038 -14,000 2.8211 -39,496 39,496 -4,078
363 8473.T @SOFTB11 JP 1.0642 1 0.013 12,228 1.0000 -1 -0.0023 -1,200 20.1024 -24,123 24,123 -314
365 1772.HK @GANFE1 HK 2.2727 7 0.109 1,899 1.0000 -1 -0.0017 -4,600 3.9303 -18,079 18,079 -1,979
376 9863.HK @ZHEJI434 HK 0.8498 3 0.032 3,650 1.0000 -1 -0.0026 -6,200 4.3610 -27,038 27,038 -863
381 003540.KS @DAISH8 KR 1.3430 6 0.090 892 1.0000 -1 -0.0019 -1,045 18.7106 -19,553 19,553 -1,763
382 034020.KS @DOOSA22 KR 2.2420 7 0.115 27,059 1.0000 -1 -0.0019 -333 60.3472 -20,096 20,096 -2,315
385 0358.HK @JIANG2 HK 2.2278 6 0.086 4,249 1.0000 -1 -0.0008 -2,000 4.1953 -8,391 8,391 -725
386 001440.KS @TAIHA2 KR 2.7762 4 0.050 2,453 1.0000 -1 -0.0028 -1,359 21.9276 -29,800 29,800 -1,496
390 6814.T @FURUN1 JP 1.3346 1 -0.012 1,346 -1.0000 1 0.0009 200 48.5076 9,702 9,702 -112
393 2018.HK @AACAC1 HK 1.6204 4 0.045 5,796 1.0000 -1 -0.0010 -2,000 5.0263 -10,053 10,053 -453
395 2333.HK @GREAT74 HK 0.7291 2 0.015 2,114 1.0000 -1 -0.0009 -10,500 0.9208 -9,668 9,668 -140
396 2611.HK @GUOTA36 HK 0.9015 4 0.053 5,850 1.0000 -1 -0.0006 -3,400 1.9180 -6,521 6,521 -345
402 VAU.AX @REDNP1 AU 1.8160 1 0.004 4,337 1.0000 -1 -0.0018 -4,481 4.1917 -18,783 18,783 -76
405 071050.KS @DONGW19 KR 1.7095 9 0.180 7,295 1.0000 -1 -0.0007 -58 130.9002 -7,592 7,592 -1,363
406 051910.KS @LGCHE6 KR 1.7755 9 0.177 8,517 1.0000 -1 -0.0013 -74 185.6268 -13,736 13,736 -2,431
411 064350.KS @HYUND454 KR 1.8031 10 0.236 5,945 1.0000 -1 -0.0004 -54 82.5337 -4,457 4,457 -1,054
442 0522.HK @ASMPA2 HK 3.0958 3 0.035 6,414 1.0000 -1 -0.0010 -500 20.3905 -10,195 10,195 -355
462 UTOS.SI @UTDOS12 SG 0.6125 4 0.045 2,976 1.0000 -1 -0.0025 -4,100 6.3855 -26,180 26,180 -1,185
463 2327.TW @YAGEO2 TW 2.3275 10 0.197 32,962 1.0000 -1 -0.0016 -1,000 17.2159 -17,216 17,216 -3,399
470 6490.T @NIPPO107 JP 1.8193 2 -0.017 1,735 -1.0000 1 0.0033 500 69.2965 34,648 34,648 -585
479 2914.T @JAPAN208 JP 0.0790 1 0.005 88,827 1.0000 0 0.0000 0 44.4134 0 0 0
482 3481.TW @INNOL2 TW 2.2379 3 0.042 13,729 1.0000 -1 -0.0018 -11,000 1.7185 -18,903 18,903 -790
485 5233.T @TAIHE5 JP 0.9171 1 -0.008 3,086 -1.0000 1 0.0007 300 26.1102 7,833 7,833 -64
488 016360.KS @SAMSU31 KR 1.5351 9 0.170 5,838 1.0000 -1 -0.0003 -42 65.3761 -2,746 2,746 -468
494 8926.TW @TAIWA44 TW 0.5807 2 0.022 1,127 1.0000 -1 -0.0004 -2,000 1.8598 -3,720 3,720 -82
497 039490.KS @KIWOO1 KR 1.8246 9 0.167 4,878 1.0000 -1 -0.0004 -21 185.9966 -3,906 3,906 -653
498 0300.HK @MIDEA13 HK 0.3036 6 0.080 7,153 1.0000 -1 -0.0001 -100 11.6990 -1,170 1,170 -94
499 021240.KS @WOONG2 KR 0.6425 8 0.120 3,798 1.0000 -1 -0.0005 -69 73.5112 -5,072 5,072 -608
501 0688.HK @CHINA173 HK 0.6643 2 0.015 6,241 1.0000 -1 -0.0017 -10,500 1.6771 -17,610 17,610 -269
504 1347.HK @HUAHO1 HK 2.5123 5 0.061 17,097 1.0000 -1 -0.0013 -1,000 13.4322 -13,432 13,432 -814
514 8273.T @IZUMI2 JP -0.0353 2 0.016 862 1.0000 -1 -0.0009 -1,500 6.0714 -9,107 9,107 -148
516 2689.HK @NINED1 HK 1.5511 3 0.036 1,204 1.0000 -1 -0.0004 -6,000 0.7130 -4,278 4,278 -156
520 0392.HK @BEIJI10 HK 0.1387 1 0.012 1,833 1.0000 -1 -0.0002 -500 3.8334 -1,917 1,917 -23
523 1024.HK @KUAIS1 HK 1.7260 4 0.053 12,791 1.0000 -1 -0.0007 -1,900 3.9430 -7,492 7,492 -399
539 4631.T @DAINI9 JP 1.0632 1 0.011 2,605 1.0000 0 0.0000 0 31.4695 0 0 0
542 5232.T @SUMIT30 JP 0.8853 1 -0.011 1,143 -1.0000 1 0.0003 300 11.8853 3,566 3,566 -40
546 4502.T @TAKED3 JP 0.0346 1 -0.013 58,873 -1.0000 0 0.0000 0 36.7462 0 0 -0
558 138930.KS @BSFIN1 KR 0.8092 10 0.199 3,360 1.0000 -1 -0.0003 -233 11.7736 -2,743 2,743 -546
576 018000.KQ @UNISO3 KR 0.6336 5 -0.070 222 -1.0000 0 0.0000 0 0.8283 0 0 -0
581 8219.T @AOYAM1 JP 0.0325 5 -0.060 638 -1.0000 0 0.0000 0 4.5837 0 0 -0
585 7012.T @KAWAS12 JP 1.8573 2 0.016 13,183 1.0000 -1 -0.0026 -1,800 15.0323 -27,058 27,058 -441
589 TLX.AX @TELIX1 AU 0.3991 7 -0.102 3,472 -1.0000 0 0.0000 0 10.9823 0 0 -0
605 9722.T @FUJIT26 JP 0.9544 2 -0.019 842 -1.0000 1 0.0033 1,900 18.3922 34,945 34,945 -647
612 2784.T @ALFRE7 JP -0.0402 2 0.021 2,768 1.0000 -1 -0.0019 -1,400 14.4696 -20,257 20,257 -419
617 2408.TW @NANYA4 TW 2.7148 10 0.196 26,440 1.0000 0 0.0000 0 16.3049 0 0 0
623 1988.HK @CHINA1157 HK 0.1413 2 0.017 3,343 1.0000 -1 -0.0009 -22,500 0.4416 -9,936 9,936 -169
633 3097.T @MONOG1 JP 0.1858 4 -0.043 1,368 -1.0000 1 0.0027 800 34.9026 27,922 27,922 -1,193
635 7384.T @PROCR5 JP 0.7735 3 -0.042 1,002 -1.0000 0 0.0000 0 34.9661 0 0 -0
641 4194.T @VISIO77 JP 0.1124 4 0.053 2,234 1.0000 0 0.0000 0 55.1766 0 0 0
642 2344.TW @WINBO9 TW 2.6312 9 0.164 18,271 1.0000 0 0.0000 0 5.6392 0 0 0
644 0177.HK @JIANG6 HK -0.1584 2 0.025 1,415 1.0000 -1 -0.0021 -16,000 1.3623 -21,797 21,797 -540
647 5805.T @SHOWA14 JP 2.0987 1 -0.002 2,646 -1.0000 1 0.0008 500 17.1652 8,583 8,583 -19
654 2915.TW @RUENT3 TW 0.3367 3 0.042 1,754 1.0000 -1 -0.0040 -23,000 1.8473 -42,487 42,487 -1,774
667 3148.T @CREAT42 JP -0.0534 4 0.052 1,383 1.0000 0 0.0000 0 20.6936 0 0 0
670 8411.T @MIZUH6 JP 1.0384 2 0.015 137,520 1.0000 0 0.0000 0 56.2955 0 0 0
674 CKF.AX @COLLI80 AU 0.4656 3 -0.037 668 -1.0000 0 0.0000 0 5.6378 0 0 -0
703 4516.T @NIPPO92 JP 0.1767 3 -0.028 1,537 -1.0000 0 0.0000 0 21.8825 0 0 -0
706 8129.T @TOHOP1 JP -0.2614 2 -0.022 1,836 -1.0000 0 0.0000 0 25.1375 0 0 -0
715 6690.HK @HAIER7 HK 0.5934 5 0.065 5,962 1.0000 -1 -0.0004 -1,800 2.5794 -4,643 4,643 -303
716 012330.KS @HYUND36 KR 1.5695 9 0.186 18,528 1.0000 0 0.0000 0 271.4146 0 0 0
736 485A.T @POWER608 JP 2.7047 1 -0.012 1,159 -1.0000 1 0.0002 200 12.7467 2,549 2,549 -30
739 096770.KS @SKENE1 KR 0.7158 5 0.072 8,930 1.0000 -1 -0.0012 -113 110.0449 -12,435 12,435 -894
757 7966.T @LINTE2 JP 1.0942 1 -0.011 2,714 -1.0000 0 0.0000 0 37.4456 0 0 -0
773 9533.T @TOHOG1 JP 0.1826 4 0.054 2,885 1.0000 0 0.0000 0 7.8769 0 0 0
778 5274.TWO @ASPEE1 TW 1.8297 10 0.317 21,065 1.0000 0 0.0000 0 589.0485 0 0 0
779 3529.TWO @EMEMO1 TW 2.1354 10 0.204 7,755 1.0000 0 0.0000 0 103.8296 0 0 0
781 3443.TW @GLOBA166 TW 2.6376 10 0.198 22,002 1.0000 0 0.0000 0 252.5840 0 0 0
785 6683.TWO @KEYST10 TW 2.5475 10 0.213 1,225 1.0000 0 0.0000 0 49.9513 0 0 0
789 3008.TW @LARGA1 TW 1.4458 10 0.301 20,765 1.0000 0 0.0000 0 186.7677 0 0 0
790 6920.T @LASER19 JP 2.1712 3 0.032 24,654 1.0000 0 0.0000 0 261.4832 0 0 0
791 2454.TW @MEDIA42 TW 2.0947 10 0.251 248,072 1.0000 0 0.0000 0 154.5663 0 0 0
816 603568.SH @ZHEJI195 CN 0.5868 4 -0.046 2,133 -1.0000 1 0.0023 12,220 2.0020 24,464 24,464 -1,128
823 300627.ZK @SHANG253 CN 1.0812 1 -0.007 2,764 -1.0000 1 0.0034 9,200 3.9115 35,986 35,986 -248
826 600763.SH @BEIJI20 CN 0.8979 1 -0.013 1,491 -1.0000 1 0.0118 24,301 5.0825 123,511 123,511 -1,644
828 000738.ZK @NANFA1 CN 1.0854 2 -0.022 1,839 -1.0000 1 0.0009 3,300 2.7971 9,230 9,230 -199
830 600036.SH @CHINA242 CN -0.0611 1 0.002 82,533 1.0000 -1 -0.0123 -20,900 6.1551 -128,642 128,642 -259
831 300274.ZK @SUNGR5 CN 1.4093 2 -0.022 25,513 -1.0000 1 0.0008 700 12.3058 8,614 8,614 -186
841 000338.ZK @WEICH5 CN 1.5086 1 0.006 19,811 1.0000 -1 -0.0001 -300 3.7444 -1,123 1,123 -7
842 002043.ZK @DEHUA1 CN 0.3734 1 -0.001 863 -1.0000 1 0.0013 7,800 1.7931 13,986 13,986 -11
849 002416.ZK @SHENZ63 CN 1.2366 2 -0.025 1,013 -1.0000 1 0.0038 29,800 1.3396 39,921 39,921 -1,007
863 301267.ZK @HUAXI18 CN 0.8152 1 -0.012 1,216 -1.0000 1 0.0002 700 2.2616 1,583 1,583 -18
877 300696.ZK @CHENG70 CN 2.0530 2 -0.026 672 -1.0000 1 0.0015 5,300 3.0060 15,932 15,932 -419
893 002044.ZK @JIANG56 CN 1.5111 4 -0.045 2,492 -1.0000 1 0.0004 6,500 0.6773 4,402 4,402 -200
896 002265.ZK @YUNNA22 CN 1.2953 1 -0.004 641 -1.0000 1 0.0008 3,000 2.8225 8,467 8,467 -35
946 002985.ZK @BEIJI317 CN 1.2629 1 -0.002 1,295 -1.0000 1 0.0003 700 3.9010 2,731 2,731 -6
971 GULF_n.BK @GULFD3 TH 0.4409 9 0.175 21,531 1.0000 0 0.0000 0 1.7575 0 0 0