total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -253,193 4,311,643 120 39,799,326 -0.006

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
2 9896.HK @MINIS7 HK 1.2089 5 0.063 3,230 1.0000 -1 -0.0008 -2,800 3.1036 -8,690 8,690 -550
5 6446.TW @PHARM121 TW 0.3011 1 0.010 15,611 1.0000 -1 -0.0068 -1,919 36.9546 -70,916 70,916 -738
15 0916.HK @CHINA1173 HK 0.7366 7 0.113 2,428 1.0000 -1 -0.0044 -63,000 0.7319 -46,110 46,110 -5,229
16 1378.HK @CHINA1377 HK 1.6293 8 0.117 10,748 1.0000 -1 -0.0027 -9,500 2.9582 -28,103 28,103 -3,276
17 2002.TW @CHINA152 TW 0.7156 8 0.128 7,512 1.0000 -1 -0.0133 -234,000 0.5953 -139,299 139,299 -17,873
20 2400.HK @XDINC1 HK 1.5932 4 0.050 2,805 1.0000 -1 -0.0003 -600 5.7329 -3,440 3,440 -174
27 5871.TW @CHAIL1 TW 0.5766 7 0.110 6,351 1.0000 -1 -0.0095 -26,800 3.7109 -99,453 99,453 -10,916
29 5880.TW @TWCOO1 TW 0.2568 8 0.118 12,584 1.0000 -1 -0.0158 -206,460 0.8025 -165,681 165,681 -19,527
44 2801.TW @CHANG17 TW 0.2654 7 0.110 8,268 1.0000 -1 -0.0054 -73,650 0.7638 -56,256 56,256 -6,163
45 2880.TW @HUANA1 TW 0.5087 8 0.120 17,817 1.0000 -1 -0.0002 -1,710 1.2803 -2,189 2,189 -263
51 0285.HK @BYDEL1 HK 1.8720 8 0.132 2,299 1.0000 -1 -0.0051 -18,000 3.0016 -54,029 54,029 -7,156
60 3360.HK @FAREA51 HK 0.5082 4 0.051 3,319 1.0000 -1 -0.0070 -87,000 0.8505 -73,993 73,993 -3,786
64 2027.TW @TACHE1 TW 0.4928 7 0.112 3,382 1.0000 -1 -0.0014 -11,000 1.3777 -15,154 15,154 -1,691
65 0220.HK @UNIPR8 HK 0.3065 3 0.039 4,021 1.0000 -1 -0.0005 -6,000 0.9308 -5,585 5,585 -219
71 2039.HK @CHINA1532 HK 1.7264 10 0.197 614 1.0000 -1 -0.0002 -1,900 0.9716 -1,846 1,846 -364
73 2207.TW @HOTAI2 TW 0.5697 3 0.033 5,748 1.0000 -1 -0.0117 -8,000 15.4003 -123,203 123,203 -4,109
74 6807.T @JAPAN182 JP 0.9356 1 0.007 743 1.0000 -1 -0.0037 -2,500 15.5386 -38,847 38,847 -265
90 0354.HK @CHINA265 HK 1.6162 1 0.009 1,050 1.0000 -1 -0.0003 -8,000 0.4272 -3,417 3,417 -32
94 2211.TW @EVERG40 TW 0.4790 8 0.135 720 1.0000 -1 -0.0003 -1,000 2.7399 -2,740 2,740 -370
95 9921.TW @GIANT6 TW 0.5814 4 0.056 1,037 1.0000 -1 -0.0003 -1,000 2.6440 -2,644 2,644 -147
96 2548.TW @HUAKU1 TW 0.4064 8 0.120 898 1.0000 -1 -0.0052 -17,850 3.0739 -54,869 54,869 -6,585
97 8069.TWO @PRIME74 TW 1.1807 9 0.156 5,796 1.0000 -1 -0.0033 -6,000 5.7055 -34,233 34,233 -5,351
102 9914.TW @MERID8 TW 0.4100 2 0.026 721 1.0000 -1 -0.0002 -1,000 2.4121 -2,412 2,412 -63
107 2128.HK @CHINA1258 HK 1.5241 6 0.084 1,574 1.0000 -1 -0.0024 -50,000 0.5075 -25,375 25,375 -2,142
125 2890.TW @SINOP13 TW 0.4579 9 0.142 18,102 1.0000 -1 -0.0070 -60,180 1.2246 -73,697 73,697 -10,429
127 0694.HK @BEIJI30 HK 0.8842 1 0.005 373 1.0000 -1 -0.0028 -138,000 0.2155 -29,738 29,738 -139
136 0836.HK @CHINA276 HK 0.5401 2 0.023 4,761 1.0000 -1 -0.0249 -108,000 2.4201 -261,376 261,376 -5,958
139 4373.T @SIMPL48 JP 0.3424 3 -0.036 1,560 -1.0000 1 0.0013 2,000 6.9942 13,988 13,988 -506
156 1030.HK @FUTUR69 HK 1.6672 4 0.054 483 1.0000 -1 -0.0029 -168,000 0.1798 -30,205 30,205 -1,623
159 9409.T @TVASA1 JP 0.3213 2 -0.021 1,325 -1.0000 1 0.0028 1,500 19.3775 29,066 29,066 -621
166 NEC.AX @NINEE1 AU 0.4442 2 -0.029 806 -1.0000 1 0.0032 51,603 0.6597 34,043 34,043 -997
168 0902.HK @HUANE3 HK 0.5836 6 0.079 3,092 1.0000 -1 -0.0068 -94,000 0.7561 -71,077 71,077 -5,595
170 2380.HK @CHINA318 HK 0.4789 2 0.020 1,502 1.0000 -1 -0.0144 -435,000 0.3468 -150,870 150,870 -3,083
172 1301.TW @FORMO9 TW 1.1777 9 0.170 10,081 1.0000 -1 -0.0055 -30,000 1.9080 -57,241 57,241 -9,749
180 1585.HK @YADEA1 HK 0.6039 6 0.080 1,513 1.0000 -1 -0.0005 -4,000 1.3134 -5,253 5,253 -419
184 9866.HK @NIOIN7 HK 1.4904 2 0.016 8,808 1.0000 -1 -0.0035 -7,990 4.6184 -36,901 36,901 -603
213 YANZ.SI @YANGZ73 SG 1.1442 1 0.013 357 1.0000 -1 -0.0014 -90,500 0.1627 -14,725 14,725 -185
240 6479.T @MINEB3 JP 1.2620 3 0.034 10,165 1.0000 -1 -0.0014 -600 23.8023 -14,281 14,281 -490
243 VENM.SI @VENTU23 SG 0.8293 5 0.072 3,603 1.0000 -1 -0.0061 -5,100 12.4821 -63,659 63,659 -4,567
245 0696.HK @TRAVE10 HK 1.0145 5 0.073 996 1.0000 -1 -0.0001 -1,000 1.0685 -1,069 1,069 -78
248 2105.TW @CHENG13 TW 0.2988 8 0.126 2,779 1.0000 -1 -0.0112 -124,000 0.9525 -118,106 118,106 -14,915
251 1314.TW @CHINA198 TW 0.3839 6 0.088 941 1.0000 -1 -0.0024 -102,000 0.2486 -25,360 25,360 -2,242
257 4733.T @OBICB2 JP 0.2123 2 -0.023 2,316 -1.0000 1 0.0056 1,200 48.7458 58,495 58,495 -1,357
260 PMV.AX @PREMI98 AU 0.1638 2 -0.024 960 -1.0000 1 0.0025 2,800 9.5501 26,740 26,740 -654
271 0371.HK @SHANG47 HK 0.3632 4 0.053 1,355 1.0000 -1 -0.0047 -166,000 0.2996 -49,742 49,742 -2,623
272 1409.TW @SHINK23 TW 0.7157 8 0.117 1,018 1.0000 -1 -0.0005 -7,000 0.6989 -4,892 4,892 -574
278 7846.T @PILOT5 JP 0.3286 3 -0.043 1,241 -1.0000 0 0.0000 0 11.0558 0 0 -0
280 REA.AX @REALE5 AU 0.3350 2 -0.015 5,422 -1.0000 1 0.0002 15 109.0369 1,636 1,636 -25
282 2855.TW @PRESI5 TW 0.7165 6 0.080 2,229 1.0000 -1 -0.0062 -47,000 1.3916 -65,405 65,405 -5,212
289 6005.TW @CAPIT67 TW 0.8259 6 0.079 2,390 1.0000 -1 -0.0012 -11,000 1.1009 -12,110 12,110 -952
293 2889.TW @WATER39 TW 0.4323 7 0.095 1,623 1.0000 -1 -0.0024 -52,000 0.4855 -25,247 25,247 -2,405
300 0817.HK @FRANS12 HK 2.0825 3 0.037 1,421 1.0000 -1 -0.0005 -28,000 0.1696 -4,748 4,748 -176
322 2883.HK @CHINA258 HK 0.7837 5 0.073 1,619 1.0000 -1 -0.0043 -50,000 0.8938 -44,692 44,692 -3,283
326 0631.HK @SANYH2 HK 1.8205 5 0.063 1,152 1.0000 -1 -0.0003 -3,000 0.9729 -2,919 2,919 -185
332 2245.HK @LYGEN1 HK 1.4408 4 0.050 914 1.0000 -1 -0.0006 -4,000 1.6602 -6,641 6,641 -330
361 KPLM.SI @KEPPE20 SG 0.8089 4 0.052 16,010 1.0000 -1 -0.0109 -13,000 8.7940 -114,322 114,322 -5,948
362 3899.HK @ENRIC2 HK 1.2806 7 0.113 690 1.0000 -1 -0.0009 -10,000 0.9908 -9,908 9,908 -1,121
374 LOV.AX @LOVIS2 AU 1.0228 1 -0.003 1,654 -1.0000 1 0.0010 719 14.9394 10,741 10,741 -32
377 0179.HK @JOHNS42 HK 2.0792 10 0.178 2,077 1.0000 -1 -0.0002 -1,000 2.2225 -2,223 2,223 -396
397 3941.T @RENGO2 JP 0.5782 1 -0.015 2,528 -1.0000 0 0.0000 0 9.3256 0 0 -0
398 0551.HK @YUEYU3 HK 0.7891 4 0.050 1,384 1.0000 -1 -0.0080 -47,500 1.7609 -83,644 83,644 -4,153
400 0165.HK @CHINA236 HK 2.2708 1 0.013 1,268 1.0000 -1 -0.0021 -30,000 0.7523 -22,569 22,569 -303
404 0066.HK @MASST2 HK 0.5344 1 0.004 26,034 1.0000 -1 -0.0058 -14,500 4.1823 -60,644 60,644 -217
416 1999.HK @MANWA3 HK 1.3908 4 0.055 562 1.0000 -1 -0.0039 -104,800 0.3953 -41,426 41,426 -2,295
418 9404.T @NIPPO161 JP 0.2912 1 -0.003 3,412 -1.0000 1 0.0022 1,300 17.8944 23,263 23,263 -66
427 7459.T @KURAY2 JP 0.1924 1 -0.012 3,890 -1.0000 1 0.0103 6,000 18.0134 108,081 108,081 -1,337
431 0384.HK @CHINA237 HK 0.7305 2 0.020 2,682 1.0000 -1 -0.0152 -213,400 0.7459 -159,183 159,183 -3,135
434 0008.HK @PCCWL4 HK 0.1946 1 0.014 4,634 1.0000 -1 -0.0132 -190,000 0.7294 -138,578 138,578 -1,973
436 0363.HK @SHANG43 HK 0.6933 4 0.049 695 1.0000 -1 -0.0003 -2,000 1.7278 -3,456 3,456 -169
441 1818.HK @ZHAOJ1 HK 1.4935 4 0.052 6,049 1.0000 -1 -0.0025 -10,000 2.6242 -26,242 26,242 -1,366
484 4183.T @MITSU85 JP 0.9734 4 0.057 5,408 1.0000 0 0.0000 0 13.4635 0 0 0
485 1414.T @SHOBO2 JP 0.2706 1 -0.008 1,588 -1.0000 1 0.0019 2,500 8.0561 20,140 20,140 -155
494 9904.TW @POUCH1 TW 0.6333 7 0.100 1,816 1.0000 -1 -0.0003 -4,000 0.7515 -3,006 3,006 -300
495 1171.HK @YANZH2 HK 0.5311 1 0.006 4,710 1.0000 -1 -0.0135 -96,000 1.4817 -142,240 142,240 -790
497 1898.HK @CHINA484 HK 0.3545 2 0.021 5,655 1.0000 -1 -0.0016 -12,000 1.3771 -16,525 16,525 -352
502 6770.T @ALPSE2 JP 0.9333 1 0.012 2,612 1.0000 -1 -0.0023 -1,800 13.6436 -24,558 24,558 -298
516 6269.T @MODEC1 JP 0.9927 1 0.009 3,687 1.0000 -1 -0.0006 -100 63.4727 -6,347 6,347 -58
524 196170.KQ @ALTEO5 KR 0.8662 1 0.003 11,455 1.0000 -1 -0.0032 -155 213.7616 -33,133 33,133 -111
526 042660.KS @DAEWO6 KR 1.4798 1 0.010 11,558 1.0000 -1 -0.0047 -804 60.8398 -48,915 48,915 -508
528 005830.KS @DONGB1 KR 0.8169 9 0.170 6,966 1.0000 -1 -0.0004 -39 111.9508 -4,366 4,366 -742
532 001450.KS @HYUND54 KR 0.3682 9 0.158 2,322 1.0000 -1 -0.0009 -357 27.2340 -9,723 9,723 -1,536
533 175330.KS @JEONB1 KR 0.6931 6 0.077 2,792 1.0000 -1 -0.0006 -324 19.6976 -6,382 6,382 -489
535 066970.KS @LFCOK1 KR 1.9090 4 -0.057 1,976 -1.0000 0 0.0000 0 55.8384 0 0 -0
536 373220.KS @LGENE1 KR 1.1281 4 0.046 11,211 1.0000 -1 -0.0010 -47 228.1494 -10,723 10,723 -494
540 277810.KQ @RAINB29 KR 1.5745 1 0.007 3,853 1.0000 -1 -0.0008 -26 305.5694 -7,945 7,945 -55
541 006400.KS @SAMSU45 KR 1.4182 5 0.074 19,275 1.0000 -1 -0.0039 -139 295.2924 -41,046 41,046 -3,039
542 010140.KS @SAMSU53 KR 1.2819 4 0.046 11,608 1.0000 -1 -0.0087 -5,900 15.5183 -91,558 91,558 -4,198
545 402340.KS @SKSQU1 KR 2.3809 6 0.088 67,380 1.0000 -1 -0.0019 -26 750.9060 -19,524 19,524 -1,709
549 047810.KS @KOREA1368 KR 1.2786 3 -0.042 8,885 -1.0000 0 0.0000 0 100.1665 0 0 -0
550 079550.KS @LIGNE3 KR 0.8343 4 0.050 6,504 1.0000 -1 -0.0003 -7 476.8527 -3,338 3,338 -166
569 2015.HK @LIAUT3 HK 1.5919 2 0.027 9,050 1.0000 -1 -0.0103 -17,700 6.1307 -108,513 108,513 -2,978
588 7181.T @JAPAN373 JP 0.5837 1 0.013 5,944 1.0000 0 0.0000 0 10.9582 0 0 0
591 7752.T @RICOH7 JP 0.7037 1 0.002 5,676 1.0000 -1 -0.0011 -1,200 9.9634 -11,956 11,956 -27
595 4938.TW @PEGAT1 TW 0.4777 4 0.055 6,017 1.0000 -1 -0.0036 -14,000 2.7028 -37,839 37,839 -2,098
598 1772.HK @GANFE1 HK 2.2175 8 0.121 2,364 1.0000 -1 -0.0031 -6,600 4.8938 -32,299 32,299 -3,908
600 3110.T @NITTO7 JP 2.4571 3 0.044 3,425 1.0000 -1 -0.0002 -100 19.3164 -1,932 1,932 -84
611 2016.HK @CHINA1988 HK 0.5011 2 0.028 944 1.0000 -1 -0.0005 -18,000 0.3009 -5,417 5,417 -150
618 5108.T @BRIDG9 JP 0.6148 3 0.035 27,956 1.0000 0 0.0000 0 23.5459 0 0 0
620 9863.HK @ZHEJI434 HK 1.4117 4 0.057 3,964 1.0000 -1 -0.0028 -6,200 4.7357 -29,362 29,362 -1,684
622 011070.KS @LGINN1 KR 1.2754 10 0.240 5,874 1.0000 -1 -0.0011 -28 420.6718 -11,779 11,779 -2,832
627 0867.HK @CHINA1308 HK 0.8059 1 0.008 3,729 1.0000 -1 -0.0003 -2,000 1.5327 -3,065 3,065 -25
628 003540.KS @DAISH8 KR 1.1175 3 0.035 849 1.0000 -1 -0.0014 -803 17.8135 -14,304 14,304 -498
629 034020.KS @DOOSA22 KR 1.5857 8 0.117 21,781 1.0000 -1 -0.0018 -387 48.5759 -18,799 18,799 -2,192
631 0639.HK @FUSHA1 HK 0.6879 7 0.114 1,050 1.0000 -1 -0.0002 -6,000 0.2945 -1,767 1,767 -201
635 005380.KS @HYUND52 KR 1.5348 9 0.150 44,098 1.0000 -1 -0.0030 -114 276.1087 -31,476 31,476 -4,734
636 0358.HK @JIANG2 HK 2.3112 7 0.099 4,533 1.0000 -1 -0.0047 -11,000 4.4756 -49,232 49,232 -4,897
637 5016.T @NIPPO55 JP 2.8559 1 0.006 22,036 1.0000 -1 -0.0002 -100 23.1187 -2,312 2,312 -14
638 001440.KS @TAIHA2 KR 2.1250 7 0.102 2,184 1.0000 -1 -0.0002 -105 19.5263 -2,050 2,050 -210
640 2670.T @ABCMA1 JP 0.1550 1 0.009 2,051 1.0000 0 0.0000 0 16.5639 0 0 0
645 2181.T @TEMPH1 JP 0.1825 2 0.027 3,440 1.0000 0 0.0000 0 1.6234 0 0 0
655 2018.HK @AACAC1 HK 1.6986 8 0.115 5,792 1.0000 -1 -0.0007 -1,500 5.0112 -7,517 7,517 -864
657 9626.HK @BILIB6 HK 2.1178 4 0.059 5,288 1.0000 -1 -0.0001 -80 17.7367 -1,419 1,419 -84
659 2333.HK @GREAT74 HK 1.2924 4 0.058 2,616 1.0000 -1 -0.0008 -7,500 1.1336 -8,502 8,502 -494
660 2611.HK @GUOTA36 HK 0.9249 5 0.073 5,884 1.0000 -1 -0.0004 -2,000 1.9292 -3,858 3,858 -283
674 TNE.AX @TECHN58 AU 0.3165 1 -0.002 6,161 -1.0000 1 0.0011 560 20.0216 11,212 11,212 -21
677 071050.KS @DONGW19 KR 1.5420 7 0.104 8,113 1.0000 -1 -0.0002 -14 145.5908 -2,038 2,038 -212
678 051910.KS @LGCHE6 KR 1.7685 10 0.197 8,174 1.0000 -1 -0.0013 -74 178.1346 -13,182 13,182 -2,597
683 1888.HK @KINGB6 HK 2.1192 9 0.160 6,135 1.0000 -1 -0.0002 -500 5.1234 -2,562 2,562 -410
685 2345.TW @ACCTO2 TW 1.2252 10 0.289 35,759 1.0000 0 0.0000 0 69.2705 0 0 0
686 2395.TW @ADVAN60 TW 1.0297 10 0.179 9,915 1.0000 0 0.0000 0 17.8433 0 0 0
688 0189.HK @DONGY26 HK 1.8202 9 0.156 2,746 1.0000 -1 -0.0006 -4,000 1.5850 -6,340 6,340 -990
690 064350.KS @HYUND454 KR 1.1955 10 0.232 6,539 1.0000 -1 -0.0005 -54 90.7802 -4,902 4,902 -1,136
691 6920.T @LASER19 JP 1.9156 7 0.099 25,066 1.0000 0 0.0000 0 265.8529 0 0 0
692 006260.KS @LGCAB1 KR 1.9375 9 0.150 6,520 1.0000 -1 0.0000 -5 208.9656 -1,045 1,045 -157
694 8039.TW @TAIFL1 TW 1.2611 9 0.156 1,550 1.0000 0 0.0000 0 6.6797 0 0 0
704 300750.ZK @CONTE31 CN 1.2262 3 0.033 200,492 1.0000 -1 -0.0093 -1,647 59.0650 -97,280 97,280 -3,212
743 688543.SH @JIANG454 CN 1.1484 3 -0.040 787 -1.0000 1 0.0001 240 5.6112 1,347 1,347 -53
746 600562.SH @JGAOC1 CN 1.4056 1 -0.006 1,737 -1.0000 1 0.0032 9,200 3.6812 33,867 33,867 -214
748 688046.SH @GEMPH1 CN 1.7920 1 -0.009 845 -1.0000 1 0.0008 2,100 4.0400 8,484 8,484 -73
750 000738.ZK @NANFA1 CN 1.2882 1 -0.005 1,767 -1.0000 1 0.0002 700 2.6875 1,881 1,881 -9
753 688110.SH @DOSIL1 CN 1.7901 10 -0.176 5,265 -1.0000 0 0.0000 0 17.0033 0 0 -0
755 603699.SH @NEWAY13 CN 1.2894 2 0.021 4,797 1.0000 -1 -0.0002 -400 6.1871 -2,475 2,475 -52
756 600183.SH @GUANG16 CN 1.8320 2 0.024 23,498 1.0000 -1 -0.0051 -2,900 18.6040 -53,952 53,952 -1,272
771 002008.ZK @HANSL1 CN 2.0439 3 0.034 13,352 1.0000 -1 -0.0001 -100 15.2565 -1,526 1,526 -52