total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -63,891 1,689,621 76 20,005,407 -0.003

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
3 6446.TW @PHARM121 TW 0.9061 5 0.080 15,214 1.0000 0 0.0000 0 36.0139 0 0 0
6 TLMM.KL @TELEK13 MY 0.1543 5 0.072 7,592 1.0000 0 0.0000 0 1.9782 0 0 0
10 2002.TW @CHINA152 TW 0.4377 5 0.067 7,267 1.0000 -1 -0.0164 -142,000 0.5759 -81,780 81,780 -5,442
14 1833.HK @PAGOO1 HK 1.0152 6 -0.094 759 -1.0000 0 0.0000 0 0.7636 0 0 -0
16 5871.TW @CHAIL1 TW 0.2084 7 0.117 5,544 1.0000 0 0.0000 0 3.1759 0 0 0
18 5880.TW @TWCOO1 TW -0.0113 7 0.110 13,922 1.0000 -1 -0.0150 -86,621 0.8662 -75,027 75,027 -8,223
24 2801.TW @CHANG17 TW 0.0607 8 0.126 9,678 1.0000 0 0.0000 0 0.8722 0 0 0
25 2880.TW @HUANA1 TW 0.2625 8 0.127 21,188 1.0000 0 0.0000 0 1.5074 0 0 0
31 3360.HK @FAREA51 HK 0.2047 4 0.050 2,866 1.0000 -1 -0.0060 -41,000 0.7343 -30,104 30,104 -1,492
34 2027.TW @TACHE1 TW 0.3269 5 0.066 3,563 1.0000 -1 -0.0032 -11,000 1.4512 -15,963 15,963 -1,047
36 2207.TW @HOTAI2 TW 0.1981 3 0.031 6,092 1.0000 -1 -0.0261 -8,000 16.3202 -130,562 130,562 -4,002
42 2548.TW @HUAKU1 TW 0.2236 8 0.135 829 1.0000 0 0.0000 0 2.8386 0 0 0
54 2890.TW @SINOP13 TW 0.3536 9 0.155 19,273 1.0000 0 0.0000 0 1.3038 0 0 0
55 3076.T @AIHOL1 JP 0.3178 1 0.005 1,045 1.0000 -1 -0.0136 -3,500 19.4451 -68,058 68,058 -342
69 8544.T @KEIYO1 JP 0.9050 2 0.018 1,909 1.0000 -1 -0.0024 -800 15.1015 -12,081 12,081 -218
72 7189.T @NISHI12 JP 0.9597 2 0.020 4,021 1.0000 -1 -0.0055 -1,000 27.4693 -27,469 27,469 -550
75 8336.T @MUSAS3 JP 0.8505 3 0.033 1,552 1.0000 -1 -0.0031 -1,000 15.4866 -15,487 15,487 -506
79 1301.TW @FORMO9 TW 0.9749 8 0.126 10,453 1.0000 -1 -0.0012 -3,000 1.9785 -5,935 5,935 -751
82 167A.T @RYOYO2 JP 0.5421 1 0.009 974 1.0000 -1 -0.0097 -2,500 19.4766 -48,692 48,692 -437
85 6875.T @MEGAC3 JP 1.5320 1 0.004 856 1.0000 -1 -0.0111 -1,000 55.3048 -55,305 55,305 -211
90 2887.TW @TAISH4 TW 0.3456 9 0.154 30,608 1.0000 0 0.0000 0 1.2187 0 0 0
96 5214.T @NIPPO141 JP 0.9972 1 0.006 2,825 1.0000 -1 -0.0069 -1,100 31.5603 -34,716 34,716 -194
113 2105.TW @CHENG13 TW 0.1413 7 0.110 2,704 1.0000 -1 -0.0108 -58,000 0.9269 -53,762 53,762 -5,909
116 1314.TW @CHINA198 TW 0.5892 3 0.038 868 1.0000 -1 -0.0050 -110,000 0.2295 -25,240 25,240 -954
128 0371.HK @SHANG47 HK 0.0475 1 0.014 841 1.0000 -1 -0.0060 -162,000 0.1861 -30,150 30,150 -416
131 8609.T @OKASA2 JP 0.7949 1 0.007 1,450 1.0000 -1 -0.0048 -3,800 6.2691 -23,823 23,823 -157
132 2855.TW @PRESI5 TW 1.0427 6 0.081 2,438 1.0000 -1 -0.0119 -39,000 1.5226 -59,382 59,382 -4,839
134 6005.TW @CAPIT67 TW 0.9239 5 0.066 2,153 1.0000 -1 -0.0022 -12,441 0.8768 -10,908 10,908 -724
137 2889.TW @WATER39 TW 0.1968 3 0.034 1,681 1.0000 -1 -0.0052 -52,462 0.4984 -26,148 26,148 -901
152 2883.HK @CHINA258 HK 0.2173 7 0.111 1,646 1.0000 -1 -0.0055 -30,000 0.9089 -27,267 27,267 -3,015
164 3899.HK @ENRIC2 HK 0.9360 4 0.061 658 1.0000 -1 -0.0019 -10,000 0.9452 -9,452 9,452 -573
177 0551.HK @YUEYU3 HK 0.3431 2 0.024 1,380 1.0000 -1 -0.0121 -34,500 1.7553 -60,559 60,559 -1,439
179 6804.T @HOSID2 JP 0.7205 1 0.006 828 1.0000 -1 -0.0144 -5,100 14.1545 -72,188 72,188 -452
185 1999.HK @MANWA3 HK 0.9685 1 0.011 447 1.0000 -1 -0.0092 -145,600 0.3142 -45,751 45,751 -503
192 0008.HK @PCCWL4 HK 0.0858 2 0.020 4,159 1.0000 -1 -0.0047 -36,000 0.6546 -23,565 23,565 -478
205 7956.T @PIGEO1 JP 0.2543 3 0.038 1,649 1.0000 0 0.0000 0 13.5516 0 0 0
218 8393.T @MIYAZ1 JP 0.9098 2 0.024 1,243 1.0000 -1 -0.0087 -3,000 14.5143 -43,543 43,543 -1,059
220 042660.KS @DAEWO6 KR 2.1237 1 0.013 6,964 1.0000 -1 -0.0069 -943 36.6577 -34,568 34,568 -440
223 440110.KQ @FADUI1 KR 2.5414 3 0.033 1,297 1.0000 -1 -0.0018 -326 27.5398 -8,978 8,978 -300
224 373220.KS @LGENE1 KR 1.2053 1 0.008 12,655 1.0000 -1 -0.0046 -90 257.5344 -23,178 23,178 -180
225 277810.KQ @RAINB29 KR 2.1808 2 0.027 3,140 1.0000 -1 -0.0008 -17 248.9747 -4,233 4,233 -114
227 010140.KS @SAMSU53 KR 1.5564 2 0.017 9,442 1.0000 -1 -0.0103 -4,075 12.6236 -51,441 51,441 -850
238 8360.T @YAMAN5 JP 1.1146 1 0.010 1,288 1.0000 -1 -0.0020 -1,300 7.8601 -10,218 10,218 -100
247 4938.TW @PEGAT1 TW 0.3797 6 0.081 6,560 1.0000 -1 -0.0071 -12,000 2.9540 -35,449 35,449 -2,877
257 8361.T @OGAKI1 JP 1.1172 2 0.026 1,917 1.0000 -1 -0.0004 -200 9.2869 -1,857 1,857 -48
260 001440.KS @TAIHA2 KR 2.9673 5 0.065 1,503 1.0000 -1 -0.0035 -1,300 13.4350 -17,465 17,465 -1,136
264 2333.HK @GREAT74 HK 0.6866 1 0.005 1,910 1.0000 -1 -0.0014 -8,500 0.8318 -7,070 7,070 -37
265 2611.HK @GUOTA36 HK 0.8347 2 0.030 5,237 1.0000 -1 -0.0010 -2,800 1.7171 -4,808 4,808 -142
271 071050.KS @DONGW19 KR 1.7784 5 0.075 6,101 1.0000 -1 -0.0013 -58 109.4893 -6,350 6,350 -475
294 0522.HK @ASMPA2 HK 3.4169 7 0.112 4,050 1.0000 -1 -0.0013 -500 12.8749 -6,437 6,437 -722
303 8714.T @SENSH4 JP 0.8556 1 0.004 1,463 1.0000 -1 -0.0047 -4,300 5.4800 -23,564 23,564 -105
304 0257.HK @CHINA264 HK 0.0752 1 0.013 3,817 1.0000 -1 -0.0011 -9,000 0.6214 -5,593 5,593 -75
319 8926.TW @TAIWA44 TW 0.5913 2 0.020 978 1.0000 -1 -0.0013 -4,000 1.6138 -6,455 6,455 -131
321 039490.KS @KIWOO1 KR 1.8685 6 0.092 3,899 1.0000 -1 -0.0008 -26 148.6405 -3,865 3,865 -354
322 1347.HK @HUAHO1 HK 2.8238 3 0.037 10,919 1.0000 -1 -0.0017 -1,000 8.5790 -8,579 8,579 -317
334 0659.HK @NWSHO2 HK 0.3181 1 0.008 1,538 1.0000 -1 -0.0153 -68,000 1.1224 -76,324 76,324 -585
337 2039.HK @CHINA1532 HK 1.3781 3 0.036 629 1.0000 0 0.0000 0 0.9962 0 0 0
370 4979.TWO @LUXNE1 TW 2.9250 10 0.244 1,338 1.0000 0 0.0000 0 10.5306 0 0 0
373 1988.HK @CHINA1157 HK 0.1963 3 0.032 2,997 1.0000 -1 -0.0021 -26,500 0.3958 -10,489 10,489 -332
374 0148.HK @KINGB2 HK 2.3708 6 0.097 4,158 1.0000 -1 -0.0022 -2,000 5.4508 -10,902 10,902 -1,052
375 0363.HK @SHANG43 HK 0.2458 2 0.025 697 1.0000 -1 -0.0010 -3,000 1.7337 -5,201 5,201 -133
387 6526.T @SOCIO2 JP 1.5977 2 0.029 1,831 1.0000 -1 -0.0037 -1,800 10.1708 -18,307 18,307 -535
393 3105.T @NISSH18 JP 1.4067 5 0.064 2,138 1.0000 -1 -0.0003 -100 12.6235 -1,262 1,262 -80
398 178320.KQ @SEOJI2 KR 1.7729 1 0.011 1,213 1.0000 -1 -0.0003 -78 20.2455 -1,579 1,579 -17
404 222800.KQ @SIMMT2 KR 2.7602 3 0.040 1,965 1.0000 -1 -0.0004 -29 75.1018 -2,178 2,178 -87
411 0288.HK @WHGRO1 HK 0.3293 2 0.022 7,844 1.0000 -1 -0.0008 -5,000 0.8375 -4,188 4,188 -94
427 6432.T @TAKEU1 JP 0.7724 1 0.001 1,938 1.0000 -1 -0.0029 -300 48.2338 -14,470 14,470 -12
432 3320.HK @CHINA2037 HK 0.2393 1 0.009 1,080 1.0000 -1 -0.0004 -3,500 0.5928 -2,075 2,075 -20
443 6777.T @SANTE2 JP 2.3565 10 0.192 570 1.0000 0 0.0000 0 86.6820 0 0 0
454 267250.KS @HYUND474 KR 1.7429 10 0.239 7,638 1.0000 -1 -0.0021 -107 96.6870 -10,346 10,346 -2,472
473 4208.T @UBEIN3 JP 0.7357 1 0.001 2,186 1.0000 -1 -0.0016 -400 20.5878 -8,235 8,235 -8
476 4061.T @DENKI3 JP 1.1797 3 0.044 1,630 1.0000 -1 -0.0004 -100 18.4097 -1,841 1,841 -81
478 6965.T @HAMAM4 JP 1.4474 4 0.053 4,009 1.0000 -1 -0.0015 -600 12.5572 -7,534 7,534 -400
479 8386.T @HYAKU2 JP 0.9646 2 0.023 1,937 1.0000 -1 -0.0003 -100 16.9134 -1,691 1,691 -39
481 3498.T @KASUM2 JP 0.8840 7 -0.109 1,231 -1.0000 0 0.0000 0 50.0016 0 0 -0
486 6235.T @OPTOR2 JP 2.1625 4 0.052 463 1.0000 -1 -0.0002 -100 12.1405 -1,214 1,214 -64
494 4544.T @FUJIR2 JP -0.0014 3 -0.045 1,458 -1.0000 0 0.0000 0 25.3480 0 0 -0
501 8524.T @SAPPO2 JP 0.9861 1 0.012 2,636 1.0000 -1 -0.0006 -400 7.4182 -2,967 2,967 -34
514 5832.T @CHUGO2 JP 0.7490 1 0.014 4,104 1.0000 -1 -0.0004 -100 22.2103 -2,221 2,221 -31
517 5741.T @FURUK9 JP 1.3875 1 0.006 2,163 1.0000 -1 -0.0002 -100 11.6733 -1,167 1,167 -7
520 7012.T @KAWAS12 JP 1.7637 3 0.032 11,469 1.0000 -1 -0.0003 -100 13.0781 -1,308 1,308 -41
524 6963.T @ROHMC2 JP 1.9922 5 0.075 7,447 1.0000 -1 -0.0004 -100 20.4931 -2,049 2,049 -154
527 7721.T @TOKIM1 JP 2.1249 1 0.004 553 1.0000 -1 -0.0006 -100 32.3874 -3,239 3,239 -13
533 6857.T @ADVAN93 JP 2.2450 9 0.160 136,261 1.0000 0 0.0000 0 186.1485 0 0 0
538 7735.T @DAINI14 JP 2.0245 9 0.147 9,349 1.0000 0 0.0000 0 49.0104 0 0 0
539 6146.T @DISCO14 JP 2.1398 10 0.188 28,399 1.0000 0 0.0000 0 261.6875 0 0 0
540 9983.T @FASTR4 JP 0.6612 4 0.052 154,633 1.0000 0 0.0000 0 511.5060 0 0 0
541 3692.T @FFRII1 JP 1.6801 9 0.149 326 1.0000 0 0.0000 0 43.7514 0 0 0
543 285A.T @KIOXI1 JP 3.5493 10 0.185 84,292 1.0000 -1 -0.0012 -100 58.8655 -5,887 5,887 -1,088
545 6920.T @LASER19 JP 2.2064 9 0.154 19,983 1.0000 0 0.0000 0 211.9385 0 0 0
547 4971.T @MECCO1 JP 2.1122 9 0.149 606 1.0000 0 0.0000 0 32.9556 0 0 0
548 6787.T @MEIKO2 JP 2.0772 8 0.130 1,119 1.0000 0 0.0000 0 41.7311 0 0 0
555 5233.T @TAIHE5 JP 0.8388 2 0.016 3,343 1.0000 0 0.0000 0 28.2837 0 0 0
558 5332.T @TOTOL2 JP 1.1133 5 0.071 5,925 1.0000 0 0.0000 0 35.6135 0 0 0
577 688510.SH @WUXIH9 CN 1.9251 3 -0.044 793 -1.0000 1 0.0081 13,300 3.0491 40,552 40,552 -1,788
578 300034.ZK @BEIJI79 CN 1.4483 2 -0.022 979 -1.0000 1 0.0035 8,200 2.1178 17,366 17,366 -380
579 605117.SH @NINGB89 CN 0.9472 1 -0.014 10,188 -1.0000 1 0.0071 2,900 12.3104 35,700 35,700 -514
597 300696.ZK @CHENG70 CN 2.0179 2 -0.020 565 -1.0000 1 0.0027 5,300 2.5279 13,398 13,398 -268
613 688758.SH @SUZHO131 CN 1.7557 2 -0.021 1,406 -1.0000 1 0.0007 900 3.6303 3,267 3,267 -69
628 000860.ZK @BEIJI25 CN 0.3110 10 -0.222 869 -1.0000 0 0.0000 0 1.8895 0 0 -0
630 300007.ZK @HENAN21 CN 1.7860 8 -0.130 1,886 -1.0000 0 0.0000 0 5.7602 0 0 -0
649 688708.SH @CHENG120 CN 1.1182 3 -0.035 1,752 -1.0000 1 0.0012 1,100 5.3351 5,869 5,869 -203
653 002625.ZK @ZHEJI134 CN 1.3592 1 -0.014 4,497 -1.0000 1 0.0008 1,300 2.8989 3,769 3,769 -52
656 301225.ZK @HENGB2 CN 2.1318 10 -0.215 1,284 -1.0000 0 0.0000 0 10.2406 0 0 -0
661 001301.ZK @SHIJI14 CN 0.6840 10 -0.294 2,856 -1.0000 0 0.0000 0 7.8329 0 0 -0
662 300827.ZK @SINEN1 CN 1.0459 10 -0.286 2,262 -1.0000 0 0.0000 0 4.4159 0 0 -0
663 688361.SH @SKYVE1 CN 1.5127 10 -0.338 11,948 -1.0000 0 0.0000 0 40.4037 0 0 -0
664 600927.SH @YONGA2 CN 0.8779 8 -0.134 1,276 -1.0000 0 0.0000 0 1.9556 0 0 -0
667 000552.ZK @GANSU6 CN 0.2970 10 -0.212 953 -1.0000 0 0.0000 0 0.3560 0 0 -0
673 603381.SH @YONZT1 CN 1.1669 10 -0.310 605 -1.0000 0 0.0000 0 2.8313 0 0 -0
690 GULF_n.BK @GULFD3 TH 0.3705 8 0.129 22,945 1.0000 0 0.0000 0 1.8729 0 0 0