total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -82,173 2,133,367 105 19,947,339 -0.004

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 4 0.057 16,375 1.0000 0 0.0000 0 38.7644 0 0 0
10 2002.TW @CHINA152 TW 0.4377 5 0.081 7,145 1.0000 -1 -0.0161 -142,000 0.5662 -80,401 80,401 -6,496
15 2252.HK @SHANG384 HK 1.6845 9 -0.183 1,252 -1.0000 0 0.0000 0 2.6990 0 0 -0
16 5871.TW @CHAIL1 TW 0.2084 8 0.144 5,435 1.0000 0 0.0000 0 3.1134 0 0 0
17 0853.HK @MICRO183 HK 1.1208 7 -0.124 920 -1.0000 0 0.0000 0 0.7741 0 0 -0
18 5880.TW @TWCOO1 TW -0.0113 8 0.129 13,688 1.0000 -1 -0.0148 -86,621 0.8516 -73,766 73,766 -9,489
20 2412.TW @CHUNG26 TW -0.0862 9 0.153 38,714 1.0000 0 0.0000 0 4.9905 0 0 0
24 2801.TW @CHANG17 TW 0.0607 8 0.145 9,449 1.0000 0 0.0000 0 0.8516 0 0 0
25 2880.TW @HUANA1 TW 0.2625 8 0.146 21,001 1.0000 0 0.0000 0 1.4941 0 0 0
31 3360.HK @FAREA51 HK 0.2047 4 0.057 2,866 1.0000 -1 -0.0060 -41,000 0.7343 -30,108 30,108 -1,721
34 2027.TW @TACHE1 TW 0.3269 6 0.084 3,425 1.0000 -1 -0.0031 -11,000 1.3949 -15,344 15,344 -1,291
35 8424.T @FUYOG1 JP 0.1141 1 0.012 2,007 1.0000 -1 -0.0180 -3,500 25.6895 -89,913 89,913 -1,061
36 2207.TW @HOTAI2 TW 0.1981 3 0.037 6,016 1.0000 -1 -0.0258 -8,000 16.1162 -128,930 128,930 -4,797
42 2548.TW @HUAKU1 TW 0.2236 8 0.143 816 1.0000 0 0.0000 0 2.7929 0 0 0
53 8130.T @SANGE1 JP 0.1239 1 0.011 1,167 1.0000 -1 -0.0126 -3,200 19.7077 -63,065 63,065 -675
54 2890.TW @SINOP13 TW 0.3536 9 0.173 18,815 1.0000 0 0.0000 0 1.2728 0 0 0
55 3076.T @AIHOL1 JP 0.3178 1 0.015 1,001 1.0000 -1 -0.0130 -3,500 18.6212 -65,174 65,174 -958
69 8544.T @KEIYO1 JP 0.9050 2 0.030 1,721 1.0000 -1 -0.0025 -900 13.6122 -12,251 12,251 -366
72 7189.T @NISHI12 JP 0.9597 2 0.026 3,747 1.0000 -1 -0.0051 -1,000 25.5947 -25,595 25,595 -675
75 8336.T @MUSAS3 JP 0.8505 3 0.033 1,467 1.0000 -1 -0.0029 -1,000 14.6355 -14,635 14,635 -481
79 1301.TW @FORMO9 TW 0.9749 8 0.133 10,112 1.0000 -1 -0.0011 -3,000 1.9138 -5,741 5,741 -764
82 167A.T @RYOYO2 JP 0.5421 1 0.012 934 1.0000 -1 -0.0093 -2,500 18.6718 -46,679 46,679 -567
89 7516.T @KOHNA1 JP -0.0596 1 0.003 956 1.0000 0 0.0000 0 29.3088 0 0 0
90 2887.TW @TAISH4 TW 0.3456 9 0.180 29,475 1.0000 0 0.0000 0 1.1736 0 0 0
93 5947.T @RINNA1 JP 0.0730 1 0.002 2,683 1.0000 -1 -0.0197 -4,500 21.8490 -98,320 98,320 -186
96 5214.T @NIPPO141 JP 0.9972 1 0.013 2,567 1.0000 -1 -0.0063 -1,100 28.6772 -31,545 31,545 -409
113 2105.TW @CHENG13 TW 0.1413 7 0.120 2,676 1.0000 -1 -0.0106 -58,000 0.9172 -53,199 53,199 -6,381
116 1314.TW @CHINA198 TW 0.5892 4 0.055 841 1.0000 -1 -0.0049 -110,000 0.2222 -24,443 24,443 -1,348
124 0968.HK @XINYI4 HK 1.2554 1 -0.012 1,887 -1.0000 1 0.0053 98,000 0.2718 26,636 26,636 -325
126 8616.T @TOKAI22 JP 0.6207 1 0.012 1,187 1.0000 -1 -0.0129 -14,200 4.5542 -64,670 64,670 -780
128 0371.HK @SHANG47 HK 0.0475 3 0.034 839 1.0000 -1 -0.0057 -154,000 0.1857 -28,592 28,592 -965
131 8609.T @OKASA2 JP 0.7949 2 0.024 1,385 1.0000 -1 -0.0047 -3,900 5.9881 -23,354 23,354 -558
132 2855.TW @PRESI5 TW 1.0427 6 0.083 2,366 1.0000 -1 -0.0115 -39,000 1.4773 -57,616 57,616 -4,808
134 6005.TW @CAPIT67 TW 0.9239 5 0.072 2,061 1.0000 -1 -0.0021 -12,441 0.8394 -10,443 10,443 -751
137 2889.TW @WATER39 TW 0.1968 3 0.043 1,632 1.0000 -1 -0.0051 -52,462 0.4838 -25,381 25,381 -1,102
152 2883.HK @CHINA258 HK 0.2173 6 0.092 1,641 1.0000 -1 -0.0069 -38,000 0.9060 -34,427 34,427 -3,160
164 3899.HK @ENRIC2 HK 0.9360 4 0.050 647 1.0000 -1 -0.0056 -30,000 0.9289 -27,868 27,868 -1,398
177 0551.HK @YUEYU3 HK 0.3431 3 0.040 1,378 1.0000 -1 -0.0102 -29,000 1.7532 -50,844 50,844 -2,027
179 6804.T @HOSID2 JP 0.7205 1 0.004 782 1.0000 -1 -0.0136 -5,100 13.3722 -68,198 68,198 -280
185 1999.HK @MANWA3 HK 0.9685 1 0.011 443 1.0000 -1 -0.0091 -145,600 0.3113 -45,332 45,332 -494
192 0008.HK @PCCWL4 HK 0.0858 2 0.021 4,138 1.0000 -1 -0.0047 -36,000 0.6514 -23,451 23,451 -503
217 8393.T @MIYAZ1 JP 0.9098 2 0.025 1,161 1.0000 -1 -0.0081 -3,000 13.5553 -40,666 40,666 -1,020
219 042660.KS @DAEWO6 KR 2.1237 2 0.027 6,625 1.0000 -1 -0.0066 -943 34.8752 -32,887 32,887 -873
222 440110.KQ @FADUI1 KR 2.5414 2 0.021 1,152 1.0000 -1 -0.0016 -326 24.4531 -7,972 7,972 -164
223 373220.KS @LGENE1 KR 1.2053 2 0.017 12,215 1.0000 -1 -0.0045 -90 248.5822 -22,372 22,372 -372
226 010140.KS @SAMSU53 KR 1.5564 3 0.040 8,925 1.0000 -1 -0.0097 -4,075 11.9319 -48,623 48,623 -1,966
237 8360.T @YAMAN5 JP 1.1146 1 0.012 1,166 1.0000 -1 -0.0023 -1,600 7.1124 -11,380 11,380 -139
244 005930.KS @SAMSU48 KR 2.0743 10 0.328 771,918 1.0000 0 0.0000 0 138.9851 0 0 0
246 4938.TW @PEGAT1 TW 0.3797 7 0.104 6,297 1.0000 -1 -0.0068 -12,000 2.8356 -34,027 34,027 -3,533
256 8361.T @OGAKI1 JP 1.1172 2 0.031 1,748 1.0000 -1 -0.0007 -400 8.4705 -3,388 3,388 -105
259 001440.KS @TAIHA2 KR 2.9673 4 0.054 1,391 1.0000 -1 -0.0032 -1,300 12.4328 -16,163 16,163 -879
264 2611.HK @GUOTA36 HK 0.8347 3 0.042 5,032 1.0000 -1 -0.0013 -3,800 1.6499 -6,270 6,270 -266
270 071050.KS @DONGW19 KR 1.7784 6 0.088 4,991 1.0000 -1 -0.0010 -58 89.5632 -5,195 5,195 -460
293 0522.HK @ASMPA2 HK 3.4169 8 0.126 3,769 1.0000 -1 -0.0012 -500 11.9818 -5,991 5,991 -755
302 8714.T @SENSH4 JP 0.8556 2 0.022 1,334 1.0000 -1 -0.0043 -4,300 4.9964 -21,485 21,485 -483
303 0257.HK @CHINA264 HK 0.0752 1 0.006 3,908 1.0000 -1 -0.0011 -9,000 0.6361 -5,725 5,725 -36
318 8926.TW @TAIWA44 TW 0.5913 2 0.026 960 1.0000 -1 -0.0013 -4,000 1.5842 -6,337 6,337 -164
320 039490.KS @KIWOO1 KR 1.8685 5 0.081 3,601 1.0000 -1 -0.0007 -26 137.2910 -3,570 3,570 -288
321 1347.HK @HUAHO1 HK 2.8238 2 0.015 11,401 1.0000 -1 -0.0018 -1,000 8.9576 -8,958 8,958 -138
333 0659.HK @NWSHO2 HK 0.3181 1 0.006 1,539 1.0000 -1 -0.0153 -68,000 1.1235 -76,400 76,400 -444
370 1988.HK @CHINA1157 HK 0.1963 2 0.027 3,014 1.0000 -1 -0.0021 -26,500 0.3981 -10,550 10,550 -289
371 0148.HK @KINGB2 HK 2.3708 6 0.096 3,932 1.0000 -1 -0.0021 -2,000 5.1551 -10,310 10,310 -991
372 0363.HK @SHANG43 HK 0.2458 2 0.016 698 1.0000 -1 -0.0010 -3,000 1.7354 -5,206 5,206 -82
384 6526.T @SOCIO2 JP 1.5977 1 0.011 1,770 1.0000 -1 -0.0035 -1,800 9.8317 -17,697 17,697 -189
390 3105.T @NISSH18 JP 1.4067 5 0.067 2,008 1.0000 -1 -0.0007 -300 11.8562 -3,557 3,557 -238
401 222800.KQ @SIMMT2 KR 2.7602 1 0.014 1,802 1.0000 -1 -0.0004 -29 68.8665 -1,997 1,997 -28
408 0288.HK @WHGRO1 HK 0.3293 2 0.017 7,876 1.0000 -1 -0.0008 -5,000 0.8409 -4,204 4,204 -70
414 8593.T @DIAMO14 JP 0.2386 1 0.008 9,889 1.0000 -1 -0.0077 -4,700 8.2210 -38,639 38,639 -292
424 6432.T @TAKEU1 JP 0.7724 1 0.010 1,855 1.0000 -1 -0.0028 -300 46.1741 -13,852 13,852 -144
450 267250.KS @HYUND474 KR 1.7429 10 0.237 7,220 1.0000 -1 -0.0020 -107 91.4046 -9,780 9,780 -2,313
460 4088.T @AIRWA2 JP 0.3507 1 0.001 3,975 1.0000 -1 -0.0035 -1,000 17.3011 -17,301 17,301 -14
469 4208.T @UBEIN3 JP 0.7357 1 0.003 2,105 1.0000 -1 -0.0016 -400 19.8214 -7,929 7,929 -26
472 4061.T @DENKI3 JP 1.1797 3 0.040 1,543 1.0000 -1 -0.0003 -100 17.4242 -1,742 1,742 -69
474 6965.T @HAMAM4 JP 1.4474 3 0.046 3,794 1.0000 -1 -0.0014 -600 11.8846 -7,131 7,131 -327
475 8386.T @HYAKU2 JP 0.9646 2 0.024 1,782 1.0000 -1 -0.0006 -200 15.5640 -3,113 3,113 -74
481 6235.T @OPTOR2 JP 2.1625 3 0.039 432 1.0000 -1 -0.0002 -100 11.3130 -1,131 1,131 -44
486 179900.KQ @UTIIN16 KR 1.9985 10 -0.234 24 -1.0000 0 0.0000 0 1.3479 0 0 -0
495 8524.T @SAPPO2 JP 0.9861 2 0.020 2,404 1.0000 -1 -0.0005 -400 6.7650 -2,706 2,706 -54
499 8233.T @TAKAS8 JP 0.4152 1 0.007 4,112 1.0000 -1 -0.0032 -1,200 13.4732 -16,168 16,168 -112
507 547A.T @AIFUL2 JP 0.7309 1 0.015 770 1.0000 -1 -0.0029 -5,900 2.4445 -14,423 14,423 -212
508 5832.T @CHUGO2 JP 0.7490 2 0.026 3,773 1.0000 -1 -0.0004 -100 20.4214 -2,042 2,042 -54
511 5741.T @FURUK9 JP 1.3875 1 0.005 2,057 1.0000 -1 -0.0002 -100 11.0982 -1,110 1,110 -6
514 7012.T @KAWAS12 JP 1.7637 3 0.041 10,841 1.0000 -1 -0.0007 -300 12.3615 -3,708 3,708 -152
518 6963.T @ROHMC2 JP 1.9922 6 0.092 6,333 1.0000 -1 -0.0014 -400 17.4274 -6,971 6,971 -640
532 285A.T @KIOXI1 JP 3.5493 9 0.169 76,982 1.0000 0 0.0000 0 53.7603 0 0 0
533 2503.T @KIRIN8 JP 0.0556 1 0.001 15,293 1.0000 -1 -0.0004 -100 18.7412 -1,874 1,874 -1
545 7389.T @AICHI9 JP 0.6428 2 0.030 2,222 1.0000 -1 -0.0004 -200 9.7275 -1,946 1,946 -57
547 2802.T @AJINO2 JP 1.1376 6 0.092 26,359 1.0000 0 0.0000 0 26.9591 0 0 0
550 8522.T @BKOFN6 JP 0.9595 2 0.017 1,665 1.0000 -1 -0.0007 -100 33.7304 -3,373 3,373 -58
551 8399.T @BKOFR2 JP 0.9175 3 0.031 663 1.0000 0 0.0000 0 15.3871 0 0 0
552 1211.HK @BYDCO1 HK 0.8000 1 0.004 34,851 1.0000 -1 -0.0019 -1,000 9.4617 -9,462 9,462 -38
556 3908.HK @CHNIN1 HK 1.6223 3 0.034 4,246 1.0000 -1 -0.0015 -3,200 2.3479 -7,513 7,513 -252
557 2467.TW @CSUNM1 TW 1.7672 9 0.159 991 1.0000 0 0.0000 0 9.2943 0 0 0
558 7735.T @DAINI14 JP 2.0245 8 0.137 9,372 1.0000 -1 -0.0010 -100 49.1302 -4,913 4,913 -673
560 2326.T @DIGIT58 JP 0.3770 7 0.108 439 1.0000 0 0.0000 0 32.7198 0 0 0
561 6146.T @DISCO14 JP 2.1398 9 0.170 28,009 1.0000 0 0.0000 0 258.0947 0 0 0
562 9983.T @FASTR4 JP 0.6612 5 0.066 148,850 1.0000 0 0.0000 0 492.3759 0 0 0
563 6890.T @FERRO28 JP 2.4343 6 0.087 2,079 1.0000 -1 -0.0008 -100 38.4489 -3,845 3,845 -334
566 5801.T @FURUK6 JP 3.0160 8 0.147 8,749 1.0000 -1 -0.0002 -100 12.3805 -1,238 1,238 -182
567 7381.T @HOKKO2 JP 1.1016 3 0.031 1,457 1.0000 -1 -0.0001 -100 6.3608 -636 636 -20
568 6465.T @HOSHI4 JP 0.4237 1 -0.006 4,077 -1.0000 0 0.0000 0 33.9010 0 0 -0
569 8368.T @HYAKU1 JP 1.1778 3 0.045 2,970 1.0000 0 0.0000 0 11.6888 0 0 0
570 4062.T @IBIDE3 JP 3.1922 8 0.145 22,026 1.0000 -1 -0.0008 -100 38.8279 -3,883 3,883 -562
574 8345.T @IWATE1 JP 1.1423 3 0.036 864 1.0000 -1 -0.0005 -200 11.6730 -2,335 2,335 -85
575 7380.T @JUROK2 JP 1.0193 3 0.045 2,455 1.0000 -1 -0.0005 -200 12.9489 -2,590 2,590 -116
577 6525.T @KOKUS12 JP 3.0539 6 0.099 7,588 1.0000 -1 -0.0006 -100 31.9428 -3,194 3,194 -317
578 6920.T @LASER19 JP 2.2064 8 0.149 19,082 1.0000 0 0.0000 0 202.3826 0 0 0
580 3132.T @MACNI8 JP 1.1236 7 0.106 2,717 1.0000 -1 -0.0004 -100 18.0622 -1,806 1,806 -192
582 6787.T @MEIKO2 JP 2.0772 8 0.147 1,051 1.0000 -1 -0.0008 -100 39.2258 -3,923 3,923 -576
584 6871.T @MICRO72 JP 2.5212 8 0.132 2,192 1.0000 0 0.0000 0 54.7772 0 0 0
585 0300.HK @MIDEA13 HK 0.2573 2 0.029 7,809 1.0000 -1 -0.0010 -400 12.7729 -5,109 5,109 -149
586 4182.T @MITSU68 JP 1.3894 7 0.123 4,085 1.0000 0 0.0000 0 19.2971 0 0 0
588 6269.T @MODEC1 JP 0.8072 7 0.123 2,565 1.0000 -1 -0.0018 -200 44.1528 -8,831 8,831 -1,082
591 8367.T @NANTO2 JP 0.9657 2 0.030 1,652 1.0000 -1 -0.0006 -300 10.0054 -3,002 3,002 -91
595 9759.T @NIPPO77 JP -0.1641 4 0.061 1,628 1.0000 0 0.0000 0 18.9307 0 0 0
598 8392.T @OITAB2 JP 1.0743 3 0.037 1,187 1.0000 -1 -0.0006 -200 15.1218 -3,024 3,024 -113
599 7350.T @OKINA3 JP 0.8539 2 0.029 929 1.0000 0 0.0000 0 40.3628 0 0 0
601 7199.T @PREMI451 JP 0.5747 6 -0.085 561 -1.0000 0 0.0000 0 13.7701 0 0 -0
602 7384.T @PROCR5 JP 1.1154 1 0.014 641 1.0000 0 0.0000 0 22.3606 0 0 0
605 8381.T @SANIN1 JP 0.9539 2 0.027 1,955 1.0000 -1 -0.0002 -100 12.4531 -1,245 1,245 -33
609 6590.T @SHIBA2 JP 2.4543 6 0.086 979 1.0000 -1 -0.0003 -100 14.9071 -1,491 1,491 -128
611 3436.T @SUMCO2 JP 3.2121 6 0.088 3,947 1.0000 -1 -0.0005 -200 11.2719 -2,254 2,254 -199
616 1766.T @TOKEN1 JP 0.1771 6 0.101 649 1.0000 0 0.0000 0 79.0202 0 0 0
617 9531.T @TOKYO51 JP -0.0294 6 0.083 13,148 1.0000 0 0.0000 0 39.2511 0 0 0
620 5332.T @TOTOL2 JP 1.1133 5 0.066 5,634 1.0000 0 0.0000 0 33.8694 0 0 0
621 6250.T @YAMAB1 JP 1.0323 1 0.003 1,176 1.0000 0 0.0000 0 26.6559 0 0 0
632 300357.ZK @ZHEJI149 CN 0.8392 2 -0.016 1,079 -1.0000 1 0.0040 5,856 3.3792 19,788 19,788 -313
638 688510.SH @WUXIH9 CN 1.9251 3 -0.047 768 -1.0000 1 0.0079 13,300 2.9534 39,280 39,280 -1,838
640 605117.SH @NINGB89 CN 0.9472 1 -0.004 9,913 -1.0000 1 0.0077 3,200 11.9770 38,326 38,326 -134
643 002064.ZK @ZHEJI56 CN 1.1638 1 -0.003 3,928 -1.0000 1 0.0009 3,100 1.4392 4,462 4,462 -12
649 600519.SH @KWEIC2 CN -0.0586 3 0.038 125,261 1.0000 0 0.0000 0 217.8313 0 0 0
657 600926.SH @BANKO586 CN -0.0094 3 -0.034 12,629 -1.0000 0 0.0000 0 2.5621 0 0 -0
658 300696.ZK @CHENG70 CN 2.0179 2 -0.026 557 -1.0000 1 0.0026 5,300 2.4886 13,190 13,190 -337
663 600155.SH @HEBEI2 CN 0.8600 10 -0.218 1,485 -1.0000 0 0.0000 0 0.8096 0 0 -0
674 688758.SH @SUZHO131 CN 1.7557 3 -0.035 1,347 -1.0000 1 0.0006 900 3.4766 3,129 3,129 -109
677 002773.ZK @CHENG50 CN 0.8186 1 -0.005 2,161 -1.0000 1 0.0017 2,500 3.4496 8,624 8,624 -47
695 002708.ZK @CHANG82 CN 1.7421 10 -0.257 1,262 -1.0000 0 0.0000 0 2.9939 0 0 -0
698 688536.SH @PEAKI2 CN 1.8747 8 -0.146 4,942 -1.0000 0 0.0000 0 38.0762 0 0 -0
708 688708.SH @CHENG120 CN 1.1182 1 -0.011 1,726 -1.0000 1 0.0013 1,200 5.2561 6,307 6,307 -69
717 301413.ZK @SHENZ441 CN 2.0343 10 -0.221 1,409 -1.0000 0 0.0000 0 10.7956 0 0 -0
726 603381.SH @YONZT1 CN 1.1669 10 -0.324 664 -1.0000 0 0.0000 0 3.1093 0 0 -0
743 601218.SH @JIANG122 CN 0.9658 4 -0.060 658 -1.0000 1 0.0006 4,400 0.6791 2,988 2,988 -179
747 688726.SH @LAPLA3 CN 1.7922 2 -0.025 1,853 -1.0000 1 0.0018 1,500 5.9368 8,905 8,905 -222
751 603063.SH @SHENZ257 CN 2.0735 4 -0.049 1,264 -1.0000 1 0.0011 1,600 3.3207 5,313 5,313 -259
753 002079.ZK @SUZHO2 CN 1.7548 5 -0.071 862 -1.0000 1 0.0002 800 1.2158 973 973 -69
756 GULF_n.BK @GULFD3 TH 0.3705 8 0.132 22,385 1.0000 0 0.0000 0 1.8273 0 0 0