total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -85,706 1,752,892 110 19,964,383 -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 17,503 1.0000 0 0.0000 0 41.4327 0 0 0
6 TLMM.KL @TELEK13 MY 0.1543 7 0.107 7,343 1.0000 0 0.0000 0 1.9134 0 0 0
10 2002.TW @CHINA152 TW 0.4377 4 0.065 7,124 1.0000 -1 -0.0160 -142,000 0.5646 -80,170 80,170 -5,248
15 2252.HK @SHANG384 HK 1.6845 9 -0.159 1,252 -1.0000 0 0.0000 0 2.6990 0 0 -0
16 5871.TW @CHAIL1 TW 0.2084 8 0.149 5,405 1.0000 0 0.0000 0 3.0961 0 0 0
17 0853.HK @MICRO183 HK 1.1208 6 -0.100 920 -1.0000 0 0.0000 0 0.7741 0 0 -0
18 5880.TW @TWCOO1 TW -0.0113 7 0.117 13,758 1.0000 -1 -0.0148 -86,621 0.8560 -74,145 74,145 -8,662
23 2801.TW @CHANG17 TW 0.0607 8 0.133 9,565 1.0000 0 0.0000 0 0.8620 0 0 0
24 2880.TW @HUANA1 TW 0.2625 8 0.128 21,546 1.0000 0 0.0000 0 1.5329 0 0 0
30 3360.HK @FAREA51 HK 0.2047 7 0.123 2,620 1.0000 -1 -0.0031 -23,000 0.6712 -15,437 15,437 -1,892
33 2027.TW @TACHE1 TW 0.3269 4 0.050 3,655 1.0000 -1 -0.0033 -11,000 1.4888 -16,377 16,377 -821
35 2207.TW @HOTAI2 TW 0.1981 3 0.039 5,903 1.0000 -1 -0.0253 -8,000 15.8142 -126,514 126,514 -4,971
41 2548.TW @HUAKU1 TW 0.2236 7 0.121 844 1.0000 0 0.0000 0 2.8897 0 0 0
53 2890.TW @SINOP13 TW 0.3536 9 0.158 19,406 1.0000 0 0.0000 0 1.3128 0 0 0
61 0836.HK @CHINA276 HK 0.1764 1 0.004 5,116 1.0000 -1 -0.0156 -30,000 2.6006 -78,018 78,018 -350
68 8544.T @KEIYO1 JP 0.9050 2 0.025 1,850 1.0000 -1 -0.0026 -900 14.6301 -13,167 13,167 -327
71 7189.T @NISHI12 JP 0.9597 1 0.003 4,249 1.0000 -1 -0.0058 -1,000 29.0283 -29,028 29,028 -88
74 8336.T @MUSAS3 JP 0.8505 1 0.011 1,600 1.0000 -1 -0.0032 -1,000 15.9646 -15,965 15,965 -182
77 1301.TW @FORMO9 TW 0.9749 8 0.127 10,954 1.0000 -1 -0.0012 -3,000 2.0732 -6,219 6,219 -792
83 6875.T @MEGAC3 JP 1.5320 1 0.007 845 1.0000 -1 -0.0098 -900 54.5729 -49,116 49,116 -323
86 2887.TW @TAISH4 TW 0.3456 9 0.170 30,303 1.0000 0 0.0000 0 1.2066 0 0 0
109 2105.TW @CHENG13 TW 0.1413 7 0.114 2,595 1.0000 -1 -0.0103 -58,000 0.8894 -51,583 51,583 -5,863
112 1314.TW @CHINA198 TW 0.5892 3 0.038 859 1.0000 -1 -0.0050 -110,000 0.2270 -24,975 24,975 -956
127 2855.TW @PRESI5 TW 1.0427 6 0.099 2,421 1.0000 -1 -0.0118 -39,000 1.5116 -58,953 58,953 -5,865
129 6005.TW @CAPIT67 TW 0.9239 6 0.091 2,042 1.0000 -1 -0.0021 -12,441 0.8317 -10,347 10,347 -938
132 2889.TW @WATER39 TW 0.1968 3 0.044 1,633 1.0000 -1 -0.0051 -52,462 0.4841 -25,399 25,399 -1,126
147 2883.HK @CHINA258 HK 0.2173 8 0.129 1,593 1.0000 -1 -0.0067 -38,000 0.8796 -33,425 33,425 -4,301
152 7201.T @NISSA15 JP 0.8350 3 -0.040 3,981 -1.0000 0 0.0000 0 1.6748 0 0 -0
159 3899.HK @ENRIC2 HK 0.9360 5 0.072 635 1.0000 -1 -0.0055 -30,000 0.9128 -27,383 27,383 -1,976
172 0551.HK @YUEYU3 HK 0.3431 2 0.027 1,360 1.0000 -1 -0.0042 -12,000 1.7299 -20,759 20,759 -570
179 1999.HK @MANWA3 HK 0.9685 3 0.045 426 1.0000 -1 -0.0086 -144,000 0.2996 -43,139 43,139 -1,951
186 0008.HK @PCCWL4 HK 0.0858 3 0.044 4,102 1.0000 -1 -0.0044 -34,000 0.6457 -21,953 21,953 -956
193 1277.HK @KINET61 HK 0.5624 2 0.020 1,798 1.0000 -1 -0.0055 -132,000 0.2091 -27,597 27,597 -562
204 1898.HK @CHINA484 HK 0.1896 1 0.007 5,212 1.0000 -1 -0.0069 -27,000 1.2691 -34,265 34,265 -239
211 8393.T @MIYAZ1 JP 0.9098 1 0.005 1,328 1.0000 -1 -0.0090 -2,900 15.5072 -44,971 44,971 -235
216 440110.KQ @FADUI1 KR 2.5414 5 0.066 1,296 1.0000 -1 -0.0018 -326 27.5037 -8,966 8,966 -592
217 373220.KS @LGENE1 KR 1.2053 2 0.019 12,151 1.0000 -1 -0.0045 -90 247.2703 -22,254 22,254 -430
218 277810.KQ @RAINB29 KR 2.1808 3 0.035 3,269 1.0000 -1 -0.0009 -17 259.2773 -4,408 4,408 -156
219 006400.KS @SAMSU45 KR 1.8482 1 0.004 23,170 1.0000 -1 -0.0094 -133 354.9585 -47,209 47,209 -207
231 8360.T @YAMAN5 JP 1.1146 1 0.001 1,301 1.0000 -1 -0.0025 -1,600 7.9384 -12,702 12,702 -15
238 4938.TW @PEGAT1 TW 0.3797 7 0.124 6,215 1.0000 -1 -0.0067 -12,000 2.7986 -33,583 33,583 -4,164
246 9863.HK @ZHEJI434 HK 0.8064 2 0.022 3,320 1.0000 -1 -0.0025 -3,100 3.9672 -12,298 12,298 -268
248 8361.T @OGAKI1 JP 1.1172 1 0.015 1,966 1.0000 -1 -0.0008 -400 9.5236 -3,809 3,809 -56
249 003540.KS @DAISH8 KR 1.3651 4 0.051 737 1.0000 -1 -0.0034 -1,088 15.4591 -16,819 16,819 -865
251 001440.KS @TAIHA2 KR 2.9673 4 0.060 1,554 1.0000 -1 -0.0036 -1,300 13.8907 -18,058 18,058 -1,088
255 2333.HK @GREAT74 HK 0.6866 3 0.045 1,758 1.0000 -1 -0.0013 -8,500 0.7655 -6,507 6,507 -293
256 2611.HK @GUOTA36 HK 0.8347 4 0.051 4,821 1.0000 -1 -0.0012 -3,800 1.5807 -6,007 6,007 -305
262 071050.KS @DONGW19 KR 1.7784 8 0.151 5,148 1.0000 -1 -0.0011 -58 92.3793 -5,358 5,358 -811
285 0522.HK @ASMPA2 HK 3.4169 8 0.131 4,058 1.0000 -1 -0.0013 -500 12.9010 -6,450 6,450 -846
294 8714.T @SENSH4 JP 0.8556 1 0.013 1,423 1.0000 -1 -0.0036 -3,400 5.3320 -18,129 18,129 -242
295 0257.HK @CHINA264 HK 0.0752 1 0.002 4,096 1.0000 -1 -0.0011 -8,000 0.6667 -5,334 5,334 -9
310 8926.TW @TAIWA44 TW 0.5913 6 0.103 892 1.0000 -1 -0.0012 -4,000 1.4722 -5,889 5,889 -606
312 039490.KS @KIWOO1 KR 1.8685 8 0.141 3,791 1.0000 -1 -0.0008 -26 144.5349 -3,758 3,758 -529
313 1347.HK @HUAHO1 HK 2.8238 2 0.019 12,494 1.0000 -1 -0.0020 -1,000 9.8159 -9,816 9,816 -185
320 2689.HK @NINED1 HK 1.5693 4 0.058 959 1.0000 -1 -0.0007 -6,000 0.5679 -3,408 3,408 -197
323 0291.HK @CHINA288 HK 0.2203 1 0.009 4,109 1.0000 -1 -0.0040 -7,500 2.6388 -19,791 19,791 -180
325 0659.HK @NWSHO2 HK 0.3181 4 0.051 1,494 1.0000 -1 -0.0146 -67,000 1.0906 -73,070 73,070 -3,738
360 1988.HK @CHINA1157 HK 0.1963 3 0.042 3,050 1.0000 -1 -0.0021 -26,500 0.4028 -10,675 10,675 -447
361 0148.HK @KINGB2 HK 2.3708 8 0.132 4,006 1.0000 -1 -0.0005 -500 5.2522 -2,626 2,626 -347
368 2915.TW @RUENT3 TW 0.3189 3 -0.043 1,588 -1.0000 0 0.0000 0 1.6725 0 0 -0
372 6526.T @SOCIO2 JP 1.5977 1 0.002 2,041 1.0000 -1 -0.0039 -1,700 11.3375 -19,274 19,274 -35
373 000990.KS @DONGB21 KR 2.0841 10 0.359 2,194 1.0000 0 0.0000 0 61.7613 0 0 0
378 3105.T @NISSH18 JP 1.4067 4 0.061 2,104 1.0000 -1 -0.0007 -300 12.4214 -3,726 3,726 -227
388 222800.KQ @SIMMT2 KR 2.7602 1 0.007 2,433 1.0000 -1 -0.0005 -29 92.9796 -2,696 2,696 -20
389 028300.KQ @KUKJE7 KR 1.2000 2 0.026 2,939 1.0000 -1 -0.0030 -675 22.0630 -14,892 14,892 -393
394 0288.HK @WHGRO1 HK 0.3293 1 0.009 8,101 1.0000 -1 -0.0009 -5,000 0.8650 -4,325 4,325 -41
410 0297.HK @WAHTA2 HK 0.4709 2 0.024 480 1.0000 -1 -0.0055 -188,000 0.1453 -27,321 27,321 -654
426 6196.TW @MARKE6 TW 1.5622 10 0.324 1,498 1.0000 0 0.0000 0 11.9290 0 0 0
429 267250.KS @HYUND474 KR 1.7429 10 0.283 7,321 1.0000 -1 -0.0021 -112 92.6794 -10,380 10,380 -2,940
439 BMN.AX @BANNE8 AU 1.7204 9 -0.195 569 -1.0000 0 0.0000 0 2.3844 0 0 -0
450 6965.T @HAMAM4 JP 1.4474 3 0.038 4,411 1.0000 -1 -0.0017 -600 13.8155 -8,289 8,289 -319
451 8386.T @HYAKU2 JP 0.9646 1 0.002 2,033 1.0000 -1 -0.0007 -200 17.7566 -3,551 3,551 -6
480 5832.T @CHUGO2 JP 0.7490 1 0.012 4,118 1.0000 -1 -0.0004 -100 22.2865 -2,229 2,229 -27
486 7012.T @KAWAS12 JP 1.7637 3 0.044 10,868 1.0000 -1 -0.0007 -300 12.3933 -3,718 3,718 -162
490 6963.T @ROHMC2 JP 1.9922 6 0.102 6,682 1.0000 -1 -0.0015 -400 18.3894 -7,356 7,356 -748
505 2585.T @LIFED1 JP -0.0554 7 -0.127 367 -1.0000 0 0.0000 0 7.7943 0 0 -0
520 1211.HK @BYDCO1 HK 0.8000 2 0.031 31,719 1.0000 -1 -0.0017 -1,000 8.6113 -8,611 8,611 -263
524 3908.HK @CHNIN1 HK 1.6223 2 0.023 4,168 1.0000 -1 -0.0015 -3,200 2.3048 -7,375 7,375 -167
525 7735.T @DAINI14 JP 2.0245 7 0.125 10,302 1.0000 -1 -0.0022 -200 54.0027 -10,801 10,801 -1,347
527 6890.T @FERRO28 JP 2.4343 5 0.076 2,453 1.0000 -1 -0.0009 -100 45.3688 -4,537 4,537 -345
528 0546.HK @FUFEN1 HK 0.6050 1 0.015 1,267 1.0000 -1 -0.0004 -4,000 0.5055 -2,022 2,022 -30
530 5801.T @FURUK6 JP 3.0160 7 0.115 10,115 1.0000 -1 -0.0003 -100 14.3136 -1,431 1,431 -164
531 7381.T @HOKKO2 JP 1.1016 1 0.011 1,616 1.0000 -1 -0.0001 -100 7.0550 -706 706 -8
535 8345.T @IWATE1 JP 1.1423 2 0.016 975 1.0000 -1 -0.0005 -200 13.1764 -2,635 2,635 -42
536 7380.T @JUROK2 JP 1.0193 2 0.030 2,734 1.0000 -1 -0.0006 -200 14.4202 -2,884 2,884 -86
538 6525.T @KOKUS12 JP 3.0539 6 0.098 8,911 1.0000 -1 -0.0008 -100 37.5118 -3,751 3,751 -368
540 3132.T @MACNI8 JP 1.1236 5 0.073 3,024 1.0000 -1 -0.0004 -100 20.1061 -2,011 2,011 -146
542 6787.T @MEIKO2 JP 2.0772 6 0.086 1,372 1.0000 -1 -0.0010 -100 51.1895 -5,119 5,119 -441
544 0300.HK @MIDEA13 HK 0.2573 3 0.033 7,833 1.0000 -1 -0.0010 -400 12.8117 -5,125 5,125 -168
545 6269.T @MODEC1 JP 0.8072 4 0.062 3,121 1.0000 -1 -0.0043 -400 53.7271 -21,491 21,491 -1,338
548 8367.T @NANTO2 JP 0.9657 1 0.001 1,848 1.0000 -1 -0.0007 -300 11.1903 -3,357 3,357 -5
554 8392.T @OITAB2 JP 1.0743 3 0.043 1,311 1.0000 -1 -0.0007 -200 16.7039 -3,341 3,341 -145
558 8381.T @SANIN1 JP 0.9539 2 0.017 2,106 1.0000 -1 -0.0003 -100 13.4177 -1,342 1,342 -23
562 6590.T @SHIBA2 JP 2.4543 5 0.073 1,204 1.0000 -1 -0.0004 -100 18.3330 -1,833 1,833 -134
564 3436.T @SUMCO2 JP 3.2121 5 0.070 4,761 1.0000 -1 -0.0005 -200 13.5962 -2,719 2,719 -190
573 8088.T @IWATA3 JP 0.6605 1 0.003 2,802 1.0000 -1 -0.0018 -700 12.8632 -9,004 9,004 -24
575 3252.T @NIPPO197 JP 0.5595 8 -0.149 397 -1.0000 0 0.0000 0 18.3956 0 0 -0
579 VEA.AX @VIVAE2 AU -0.3278 1 0.000 2,182 1.0000 -1 -0.0038 -10,240 1.8583 -19,029 19,029 -3
585 010950.KS @SOILC1 KR 0.2859 10 0.217 3,185 1.0000 -1 -0.0017 -113 76.4699 -8,641 8,641 -1,879
595 267270.KS @HYUND473 KR 1.8865 2 0.020 2,087 1.0000 -1 -0.0007 -49 68.6653 -3,365 3,365 -68
597 9962.T @MISUM3 JP 1.1220 1 0.010 7,476 1.0000 -1 -0.0005 -100 26.2025 -2,620 2,620 -26
605 2467.TW @CSUNM1 TW 1.7672 10 0.208 986 1.0000 0 0.0000 0 9.2427 0 0 0
607 6146.T @DISCO14 JP 2.1398 8 0.149 32,210 1.0000 0 0.0000 0 296.7989 0 0 0
608 000150.KS @DOOSA24 KR 2.7458 10 0.262 8,106 1.0000 -1 -0.0002 -2 500.5441 -1,001 1,001 -262
609 6954.T @FANUC2 JP 1.5927 4 0.053 33,979 1.0000 0 0.0000 0 34.5921 0 0 0
610 3692.T @FFRII1 JP 1.6801 7 0.115 336 1.0000 0 0.0000 0 45.0493 0 0 0
612 2160.T @GNILT1 JP 1.3418 2 -0.024 743 -1.0000 1 0.0003 100 12.6752 1,268 1,268 -30
615 6920.T @LASER19 JP 2.2064 8 0.136 21,492 1.0000 0 0.0000 0 227.9406 0 0 0
616 7966.T @LINTE2 JP 1.1308 6 0.087 2,394 1.0000 0 0.0000 0 33.0194 0 0 0
617 2337.TW @MACRO14 TW 2.2421 10 0.239 4,716 1.0000 0 0.0000 0 2.3797 0 0 0
619 5344.T @MARUW3 JP 1.9378 6 0.103 2,473 1.0000 0 0.0000 0 281.5110 0 0 0
622 8802.T @MITSU62 JP 0.4750 3 0.045 31,269 1.0000 0 0.0000 0 25.6887 0 0 0
624 6777.T @SANTE2 JP 2.3565 8 0.138 823 1.0000 0 0.0000 0 125.1230 0 0 0
625 6834.T @SEIKO2 JP 2.5867 5 0.071 1,282 1.0000 0 0.0000 0 31.5784 0 0 0
627 096770.KS @SKENE1 KR 0.8323 9 0.154 6,540 1.0000 -1 -0.0012 -73 80.5973 -5,884 5,884 -909
629 2587.T @SUNTO1 JP -0.0302 2 -0.023 4,061 -1.0000 0 0.0000 0 32.0545 0 0 -0
630 6274.TWO @TAIWA67 TW 2.9913 10 0.207 8,690 1.0000 0 0.0000 0 29.0181 0 0 0
633 2303.TW @UTDMI8 TW 1.6346 10 0.244 38,536 1.0000 -1 -0.0006 -1,000 3.0657 -3,066 3,066 -748
634 3702.TW @WPGHO1 TW 0.8825 10 0.198 4,441 1.0000 -1 -0.0005 -1,000 2.6377 -2,638 2,638 -523
651 688510.SH @WUXIH9 CN 1.9251 1 -0.009 755 -1.0000 1 0.0077 13,300 2.9034 38,616 38,616 -337
652 300034.ZK @BEIJI79 CN 1.4483 1 -0.000 943 -1.0000 1 0.0038 9,260 2.0398 18,888 18,888 -1
653 605117.SH @NINGB89 CN 0.9472 2 -0.026 9,347 -1.0000 1 0.0072 3,200 11.2939 36,140 36,140 -952
667 601328.SH @BANKO37 CN -0.3550 3 -0.039 67,716 -1.0000 0 0.0000 0 1.2692 0 0 -0
668 300696.ZK @CHENG70 CN 2.0179 1 -0.009 560 -1.0000 1 0.0027 5,300 2.5024 13,263 13,263 -118
669 002158.ZK @SHANB1 CN 2.3072 2 -0.017 714 -1.0000 1 0.0031 4,500 3.4247 15,411 15,411 -264
673 002884.ZK @GUANG300 CN 0.5366 1 -0.003 840 -1.0000 1 0.0017 3,700 2.3477 8,686 8,686 -22
674 002170.ZK @SHENZ32 CN 0.8791 1 -0.005 1,444 -1.0000 1 0.0013 4,400 1.4855 6,536 6,536 -36
681 688758.SH @SUZHO131 CN 1.7557 3 -0.039 1,387 -1.0000 1 0.0006 900 3.5809 3,223 3,223 -127
684 002773.ZK @CHENG50 CN 0.8186 2 -0.029 2,169 -1.0000 1 0.0012 1,800 3.4622 6,232 6,232 -178
695 000810.ZK @SICHU13 CN 1.4902 9 -0.176 947 -1.0000 0 0.0000 0 1.6808 0 0 -0
705 688708.SH @CHENG120 CN 1.1182 3 -0.045 1,753 -1.0000 1 0.0012 1,100 5.3368 5,870 5,870 -263
706 002625.ZK @ZHEJI134 CN 1.3592 1 -0.004 4,406 -1.0000 1 0.0013 2,300 2.8404 6,533 6,533 -25
709 688032.SH @HOYMI1 CN 0.7534 10 -0.245 598 -1.0000 0 0.0000 0 9.8324 0 0 -0
729 002833.ZK @GUANG268 CN 1.1274 1 -0.003 1,047 -1.0000 1 0.0008 1,600 2.4408 3,905 3,905 -12
730 601218.SH @JIANG122 CN 0.9658 5 -0.082 658 -1.0000 1 0.0011 7,800 0.6789 5,296 5,296 -437
731 002223.ZK @JIANG77 CN 0.3834 6 -0.091 3,033 -1.0000 0 0.0000 0 4.0660 0 0 -0
732 688726.SH @LAPLA3 CN 1.7922 2 -0.019 1,762 -1.0000 1 0.0033 2,900 5.6462 16,374 16,374 -318
734 300990.ZK @SANHE1 CN 2.3649 3 -0.036 2,252 -1.0000 1 0.0003 100 13.1519 1,315 1,315 -47
735 603063.SH @SHENZ257 CN 2.0735 7 -0.105 1,306 -1.0000 1 0.0019 2,800 3.4307 9,606 9,606 -1,005
737 002079.ZK @SUZHO2 CN 1.7548 6 -0.090 862 -1.0000 1 0.0003 1,100 1.2167 1,338 1,338 -121
741 600688.SH @SINOP18 CN 0.3645 6 -0.086 790 -1.0000 0 0.0000 0 0.4311 0 0 -0
743 688621.SH @BEIJI357 CN 1.4995 4 -0.065 923 -1.0000 1 0.0002 100 8.2372 824 824 -53
744 002487.ZK @DAJIN2 CN 1.5079 4 -0.062 1,871 -1.0000 1 0.0004 400 4.8095 1,924 1,924 -119
746 603127.SH @JOINN2 CN 1.5812 1 -0.004 4,371 -1.0000 1 0.0022 1,600 6.9334 11,093 11,093 -41
752 600968.SH @CNOOC12 CN -0.0344 4 -0.053 6,352 -1.0000 0 0.0000 0 0.6248 0 0 -0
755 688239.SH @GUIZH33 CN 1.8841 1 -0.001 955 -1.0000 1 0.0001 100 6.2560 626 626 -1
787 GULF_n.BK @GULFD3 TH 0.3705 8 0.132 22,764 1.0000 0 0.0000 0 1.8582 0 0 0