total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -83,862 2,054,798 98 20,023,783 -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 3 0.036 17,170 1.0000 0 0.0000 0 40.6442 0 0 0
6 TLMM.KL @TELEK13 MY 0.1543 7 0.106 7,382 1.0000 0 0.0000 0 1.9236 0 0 0
10 2002.TW @CHINA152 TW 0.4377 5 0.071 7,222 1.0000 -1 -0.0163 -142,000 0.5724 -81,276 81,276 -5,803
15 2252.HK @SHANG384 HK 1.6845 9 -0.167 1,252 -1.0000 0 0.0000 0 2.6990 0 0 -0
16 5871.TW @CHAIL1 TW 0.2084 8 0.136 5,634 1.0000 0 0.0000 0 3.2272 0 0 0
17 0853.HK @MICRO183 HK 1.1208 7 -0.107 920 -1.0000 0 0.0000 0 0.7741 0 0 -0
18 5880.TW @TWCOO1 TW -0.0113 8 0.129 13,751 1.0000 -1 -0.0148 -86,621 0.8555 -74,105 74,105 -9,535
23 2801.TW @CHANG17 TW 0.0607 8 0.142 9,560 1.0000 0 0.0000 0 0.8616 0 0 0
24 2880.TW @HUANA1 TW 0.2625 8 0.132 21,611 1.0000 0 0.0000 0 1.5375 0 0 0
30 3360.HK @FAREA51 HK 0.2047 5 0.079 2,816 1.0000 -1 -0.0033 -23,000 0.7214 -16,593 16,593 -1,314
33 2027.TW @TACHE1 TW 0.3269 3 0.041 3,745 1.0000 -1 -0.0034 -11,000 1.5253 -16,778 16,778 -687
34 8424.T @FUYOG1 JP 0.1141 2 0.021 1,985 1.0000 -1 -0.0122 -2,400 25.4071 -60,977 60,977 -1,307
35 2207.TW @HOTAI2 TW 0.1981 4 0.050 5,875 1.0000 -1 -0.0252 -8,000 15.7401 -125,921 125,921 -6,275
41 2548.TW @HUAKU1 TW 0.2236 7 0.125 840 1.0000 0 0.0000 0 2.8771 0 0 0
46 6849.T @NIHON32 JP 0.1318 1 0.001 1,583 1.0000 -1 -0.0085 -4,500 9.4263 -42,418 42,418 -54
52 8130.T @SANGE1 JP 0.1239 1 0.012 1,159 1.0000 -1 -0.0121 -3,100 19.5753 -60,683 60,683 -728
53 2890.TW @SINOP13 TW 0.3536 9 0.178 19,262 1.0000 0 0.0000 0 1.3031 0 0 0
54 3076.T @AIHOL1 JP 0.3178 1 0.007 1,030 1.0000 -1 -0.0130 -3,400 19.1668 -65,167 65,167 -443
68 8544.T @KEIYO1 JP 0.9050 2 0.018 1,877 1.0000 -1 -0.0027 -900 14.8496 -13,365 13,365 -240
74 8336.T @MUSAS3 JP 0.8505 1 0.003 1,609 1.0000 -1 -0.0032 -1,000 16.0562 -16,056 16,056 -55
76 BGL.AX @CATLI3 AU 1.5323 3 -0.038 1,500 -1.0000 0 0.0000 0 1.0058 0 0 -0
78 1301.TW @FORMO9 TW 0.9749 6 0.102 11,292 1.0000 -1 -0.0013 -3,000 2.1372 -6,412 6,412 -653
81 167A.T @RYOYO2 JP 0.5421 1 0.012 972 1.0000 -1 -0.0089 -2,300 19.4496 -44,734 44,734 -518
84 6875.T @MEGAC3 JP 1.5320 1 0.008 848 1.0000 -1 -0.0099 -900 54.7983 -49,318 49,318 -415
87 2887.TW @TAISH4 TW 0.3456 9 0.165 30,929 1.0000 0 0.0000 0 1.2315 0 0 0
90 5947.T @RINNA1 JP 0.0730 1 0.005 2,688 1.0000 -1 -0.0188 -4,300 21.8942 -94,145 94,145 -501
93 5214.T @NIPPO141 JP 0.9972 1 0.004 2,739 1.0000 -1 -0.0024 -400 30.5978 -12,239 12,239 -52
110 2105.TW @CHENG13 TW 0.1413 7 0.120 2,620 1.0000 -1 -0.0104 -58,000 0.8981 -52,092 52,092 -6,248
113 1314.TW @CHINA198 TW 0.5892 3 0.039 871 1.0000 -1 -0.0051 -110,000 0.2302 -25,318 25,318 -984
125 0371.HK @SHANG47 HK 0.0475 3 0.044 824 1.0000 0 0.0000 0 0.1823 0 0 0
129 2855.TW @PRESI5 TW 1.0427 6 0.085 2,491 1.0000 -1 -0.0121 -39,000 1.5557 -60,674 60,674 -5,172
131 6005.TW @CAPIT67 TW 0.9239 6 0.099 2,063 1.0000 -1 -0.0021 -12,441 0.8403 -10,454 10,454 -1,037
134 2889.TW @WATER39 TW 0.1968 4 0.049 1,638 1.0000 -1 -0.0051 -52,462 0.4856 -25,476 25,476 -1,248
149 2883.HK @CHINA258 HK 0.2173 7 0.109 1,632 1.0000 -1 -0.0068 -38,000 0.9012 -34,244 34,244 -3,727
161 3899.HK @ENRIC2 HK 0.9360 4 0.058 644 1.0000 -1 -0.0056 -30,000 0.9254 -27,761 27,761 -1,617
174 0551.HK @YUEYU3 HK 0.3431 2 0.018 1,369 1.0000 -1 -0.0042 -12,000 1.7411 -20,894 20,894 -383
175 6804.T @HOSID2 JP 0.7205 1 0.004 807 1.0000 -1 -0.0124 -4,500 13.8001 -62,101 62,101 -241
181 1999.HK @MANWA3 HK 0.9685 3 0.032 438 1.0000 -1 -0.0089 -144,000 0.3078 -44,327 44,327 -1,415
188 0008.HK @PCCWL4 HK 0.0858 3 0.036 4,130 1.0000 -1 -0.0044 -34,000 0.6501 -22,102 22,102 -805
195 1277.HK @KINET61 HK 0.5624 1 0.003 1,852 1.0000 -1 -0.0057 -132,000 0.2154 -28,434 28,434 -84
215 042660.KS @DAEWO6 KR 2.1237 1 0.007 6,884 1.0000 -1 -0.0068 -943 36.2341 -34,169 34,169 -247
218 440110.KQ @FADUI1 KR 2.5414 6 0.090 1,281 1.0000 -1 -0.0018 -326 27.2036 -8,868 8,868 -797
219 373220.KS @LGENE1 KR 1.2053 5 0.065 12,355 1.0000 -1 -0.0045 -90 251.4276 -22,628 22,628 -1,476
220 277810.KQ @RAINB29 KR 2.1808 4 0.060 3,289 1.0000 -1 -0.0009 -17 260.7953 -4,434 4,434 -268
222 010140.KS @SAMSU53 KR 1.5564 2 0.025 9,244 1.0000 -1 -0.0101 -4,075 12.3578 -50,358 50,358 -1,262
234 APE.AX @APEAG3 AU 0.4001 3 -0.032 2,998 -1.0000 0 0.0000 0 10.6282 0 0 -0
241 4938.TW @PEGAT1 TW 0.3797 7 0.107 6,504 1.0000 -1 -0.0070 -12,000 2.9288 -35,146 35,146 -3,769
249 9863.HK @ZHEJI434 HK 0.8064 2 0.024 3,416 1.0000 -1 -0.0025 -3,100 4.0814 -12,652 12,652 -308
252 003540.KS @DAISH8 KR 1.3651 4 0.064 739 1.0000 -1 -0.0034 -1,088 15.5128 -16,878 16,878 -1,083
254 001440.KS @TAIHA2 KR 2.9673 6 0.086 1,566 1.0000 -1 -0.0036 -1,300 13.9990 -18,199 18,199 -1,556
258 2333.HK @GREAT74 HK 0.6866 3 0.044 1,813 1.0000 -1 -0.0013 -8,500 0.7896 -6,712 6,712 -293
259 2611.HK @GUOTA36 HK 0.8347 4 0.050 4,933 1.0000 -1 -0.0012 -3,800 1.6175 -6,147 6,147 -306
265 071050.KS @DONGW19 KR 1.7784 9 0.166 5,074 1.0000 -1 -0.0011 -58 91.0535 -5,281 5,281 -878
288 0522.HK @ASMPA2 HK 3.4169 7 0.125 4,086 1.0000 -1 -0.0013 -500 12.9885 -6,494 6,494 -815
297 8714.T @SENSH4 JP 0.8556 1 0.005 1,448 1.0000 -1 -0.0038 -3,500 5.4233 -18,981 18,981 -98
313 8926.TW @TAIWA44 TW 0.5913 4 0.057 971 1.0000 -1 -0.0013 -4,000 1.6014 -6,406 6,406 -364
315 039490.KS @KIWOO1 KR 1.8685 9 0.158 3,752 1.0000 -1 -0.0007 -26 143.0627 -3,720 3,720 -589
316 1347.HK @HUAHO1 HK 2.8238 3 0.035 12,192 1.0000 -1 -0.0019 -1,000 9.5789 -9,579 9,579 -332
323 2689.HK @NINED1 HK 1.5693 4 0.050 984 1.0000 -1 -0.0007 -6,000 0.5825 -3,495 3,495 -176
326 0291.HK @CHINA288 HK 0.2203 1 0.010 4,097 1.0000 -1 -0.0039 -7,500 2.6308 -19,731 19,731 -196
328 0659.HK @NWSHO2 HK 0.3181 2 0.029 1,532 1.0000 -1 -0.0152 -68,000 1.1185 -76,057 76,057 -2,183
331 1919.HK @COSCO16 HK 0.2043 7 0.122 5,092 1.0000 0 0.0000 0 2.1834 0 0 0
364 1988.HK @CHINA1157 HK 0.1963 3 0.037 3,064 1.0000 -1 -0.0021 -26,500 0.4047 -10,724 10,724 -395
365 0148.HK @KINGB2 HK 2.3708 7 0.126 4,152 1.0000 -1 -0.0005 -500 5.4427 -2,721 2,721 -344
376 6526.T @SOCIO2 JP 1.5977 1 0.008 2,020 1.0000 -1 -0.0038 -1,700 11.2205 -19,075 19,075 -160
382 3105.T @NISSH18 JP 1.4067 4 0.058 2,119 1.0000 -1 -0.0008 -300 12.5119 -3,754 3,754 -219
393 028300.KQ @KUKJE7 KR 1.2000 2 0.023 2,985 1.0000 -1 -0.0030 -675 22.4074 -15,125 15,125 -344
403 8593.T @DIAMO14 JP 0.2386 1 0.005 10,046 1.0000 -1 -0.0070 -4,200 8.3517 -35,077 35,077 -162
414 6925.T @USHIO2 JP 1.5446 3 0.035 1,694 1.0000 0 0.0000 0 20.2854 0 0 0
415 0297.HK @WAHTA2 HK 0.4709 1 0.004 497 1.0000 -1 -0.0057 -188,000 0.1504 -28,276 28,276 -119
423 008770.KS @HOTEL57 KR 0.9570 2 0.023 995 1.0000 -1 -0.0024 -441 26.6791 -11,765 11,765 -270
434 267250.KS @HYUND474 KR 1.7429 10 0.303 7,341 1.0000 -1 -0.0020 -107 92.9271 -9,943 9,943 -3,017
454 4061.T @DENKI3 JP 1.1797 2 0.029 1,655 1.0000 0 0.0000 0 18.6924 0 0 0
473 MIN.AX @MINER60 AU 2.2152 3 -0.039 6,723 -1.0000 0 0.0000 0 33.8519 0 0 -0
479 8233.T @TAKAS8 JP 0.4152 1 0.006 4,269 1.0000 -1 -0.0031 -1,100 13.9855 -15,384 15,384 -94
493 7012.T @KAWAS12 JP 1.7637 3 0.047 10,862 1.0000 -1 -0.0007 -300 12.3862 -3,716 3,716 -176
497 6963.T @ROHMC2 JP 1.9922 5 0.073 7,239 1.0000 -1 -0.0016 -400 19.9209 -7,968 7,968 -583
527 1211.HK @BYDCO1 HK 0.8000 3 0.034 32,489 1.0000 -1 -0.0018 -1,000 8.8205 -8,820 8,820 -304
531 3908.HK @CHNIN1 HK 1.6223 3 0.033 4,193 1.0000 -1 -0.0015 -3,200 2.3186 -7,419 7,419 -246
532 7735.T @DAINI14 JP 2.0245 8 0.136 10,522 1.0000 -1 -0.0022 -200 55.1565 -11,031 11,031 -1,502
534 6890.T @FERRO28 JP 2.4343 3 0.044 2,588 1.0000 -1 -0.0010 -100 47.8668 -4,787 4,787 -212
535 0546.HK @FUFEN1 HK 0.6050 1 0.006 1,280 1.0000 -1 -0.0004 -4,000 0.5105 -2,042 2,042 -12
537 5801.T @FURUK6 JP 3.0160 6 0.104 10,538 1.0000 -1 -0.0003 -100 14.9124 -1,491 1,491 -155
539 4062.T @IBIDE3 JP 3.1922 9 0.166 24,668 1.0000 0 0.0000 0 43.4867 0 0 0
544 7380.T @JUROK2 JP 1.0193 1 0.011 2,780 1.0000 -1 -0.0006 -200 14.6611 -2,932 2,932 -34
546 6525.T @KOKUS12 JP 3.0539 6 0.093 9,170 1.0000 -1 -0.0008 -100 38.6039 -3,860 3,860 -360
548 3132.T @MACNI8 JP 1.1236 5 0.079 3,084 1.0000 -1 -0.0004 -100 20.5054 -2,051 2,051 -162
550 6787.T @MEIKO2 JP 2.0772 6 0.084 1,401 1.0000 -1 -0.0010 -100 52.2846 -5,228 5,228 -442
552 0300.HK @MIDEA13 HK 0.2573 2 0.024 7,855 1.0000 -1 -0.0010 -400 12.8483 -5,139 5,139 -123
553 8031.T @MITSU82 JP 0.2871 4 0.063 90,479 1.0000 0 0.0000 0 31.5844 0 0 0
554 6269.T @MODEC1 JP 0.8072 4 0.056 3,067 1.0000 -1 -0.0042 -400 52.7999 -21,120 21,120 -1,187
563 8392.T @OITAB2 JP 1.0743 1 0.003 1,360 1.0000 -1 -0.0007 -200 17.3256 -3,465 3,465 -10
564 7733.T @OLYMP17 JP 0.4396 1 0.005 12,274 1.0000 -1 -0.0007 -300 11.0131 -3,304 3,304 -15
571 6590.T @SHIBA2 JP 2.4543 4 0.063 1,205 1.0000 -1 -0.0004 -100 18.3562 -1,836 1,836 -116
573 3436.T @SUMCO2 JP 3.2121 6 0.093 4,597 1.0000 -1 -0.0005 -200 13.1277 -2,626 2,626 -244
581 6465.T @HOSHI4 JP 0.4237 1 0.003 4,068 1.0000 -1 -0.0014 -200 33.8279 -6,766 6,766 -19
582 8088.T @IWATA3 JP 0.6605 2 0.016 2,787 1.0000 -1 -0.0018 -700 12.7915 -8,954 8,954 -144
585 4612.T @NIPPO90 JP 0.5728 1 0.002 9,435 1.0000 -1 -0.0012 -700 8.8450 -6,192 6,192 -15
588 VEA.AX @VIVAE2 AU -0.3278 1 0.003 2,201 1.0000 -1 -0.0027 -7,237 1.8737 -13,560 13,560 -45
594 010950.KS @SOILC1 KR 0.2859 10 0.219 3,243 1.0000 -1 -0.0004 -27 77.8639 -2,102 2,102 -461
604 267270.KS @HYUND473 KR 1.8865 2 0.016 2,105 1.0000 -1 -0.0002 -14 69.2456 -969 969 -15
606 6920.T @LASER19 JP 2.2064 7 0.120 22,042 1.0000 0 0.0000 0 233.7726 0 0 0
609 7974.T @NINTE2 JP 0.1750 3 0.041 67,716 1.0000 0 0.0000 0 52.6051 0 0 0
614 1997.HK @WHARF12 HK 0.7817 8 0.130 12,369 1.0000 0 0.0000 0 4.0737 0 0 0
616 300770.ZK @GUANG336 CN 0.6053 2 -0.019 761 -1.0000 1 0.0063 5,097 6.1855 31,528 31,528 -595
626 002697.ZK @CHENG42 CN 0.3329 1 -0.001 775 -1.0000 1 0.0102 64,267 0.7914 50,861 50,861 -33
630 300034.ZK @BEIJI79 CN 1.4483 1 -0.001 962 -1.0000 1 0.0039 9,260 2.0814 19,273 19,273 -27
631 605117.SH @NINGB89 CN 0.9472 1 -0.014 9,456 -1.0000 1 0.0073 3,200 11.4250 36,560 36,560 -506
644 603596.SH @BETHE2 CN 1.5483 6 -0.084 2,349 -1.0000 0 0.0000 0 3.0785 0 0 -0
647 300696.ZK @CHENG70 CN 2.0179 1 -0.007 568 -1.0000 1 0.0027 5,300 2.5394 13,459 13,459 -88
652 002884.ZK @GUANG300 CN 0.5366 1 -0.008 849 -1.0000 1 0.0018 3,700 2.3727 8,779 8,779 -67
653 002170.ZK @SHENZ32 CN 0.8791 2 -0.031 1,497 -1.0000 1 0.0014 4,400 1.5407 6,779 6,779 -207
660 688758.SH @SUZHO131 CN 1.7557 2 -0.026 1,389 -1.0000 1 0.0006 900 3.5861 3,227 3,227 -85
663 002773.ZK @CHENG50 CN 0.8186 2 -0.015 2,157 -1.0000 1 0.0017 2,500 3.4434 8,609 8,609 -133
672 688484.SH @SOUTH569 CN 2.0374 9 -0.161 1,757 -1.0000 0 0.0000 0 4.6478 0 0 -0
685 688708.SH @CHENG120 CN 1.1182 1 -0.006 1,726 -1.0000 1 0.0012 1,100 5.2560 5,782 5,782 -36
686 603612.SH @SUNST12 CN 1.6615 6 -0.102 1,200 -1.0000 0 0.0000 0 2.4087 0 0 -0
687 300461.ZK @TANAC1 CN 2.0656 10 -0.453 871 -1.0000 0 0.0000 0 7.3734 0 0 -0
709 000983.ZK @SHANX8 CN 0.3272 9 -0.176 2,335 -1.0000 0 0.0000 0 0.9566 0 0 -0
715 601218.SH @JIANG122 CN 0.9658 6 -0.100 675 -1.0000 1 0.0011 7,800 0.6968 5,435 5,435 -543
719 300990.ZK @SANHE1 CN 2.3649 3 -0.044 2,247 -1.0000 1 0.0003 100 13.1219 1,312 1,312 -58
720 603063.SH @SHENZ257 CN 2.0735 6 -0.094 1,332 -1.0000 1 0.0020 2,800 3.4990 9,797 9,797 -921
722 002079.ZK @SUZHO2 CN 1.7548 6 -0.084 880 -1.0000 1 0.0003 1,100 1.2419 1,366 1,366 -115
728 300291.ZK @BEIJI117 CN 1.3370 10 -0.396 672 -1.0000 0 0.0000 0 1.0647 0 0 -0
729 688621.SH @BEIJI357 CN 1.4995 5 -0.072 931 -1.0000 1 0.0002 100 8.3119 831 831 -60
730 002310.ZK @BEIJI78 CN 0.3778 10 -0.428 2,392 -1.0000 0 0.0000 0 0.4430 0 0 -0
731 002487.ZK @DAJIN2 CN 1.5079 5 -0.074 1,921 -1.0000 1 0.0004 400 4.9376 1,975 1,975 -146
750 GULF_n.BK @GULFD3 TH 0.3705 8 0.137 23,027 1.0000 0 0.0000 0 1.8796 0 0 0