NPORT-P false 0001474103 XXXXXXXX S000051512 C000162177 C000162178 C000162172 C000162174 Legg Mason Global Asset Management Trust 811-22338 0001474103 549300BI5I8NVF50DG69 620 Eighth Avenue 49thFloor New York 10018 1-877-721-1926 QS Global Market Neutral Fund S000051512 54930086R3GNRL716522 2019-09-30 2019-09-30 N 63581734.38 168634.99 63413099.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 95624.38000000 N Tokyu Construction Co Ltd 529900AF5X5AZCMDF192 000000000 38900.00000000 NS 298885.47000000 0.471330802113 Long EC CORP JP N 2 N N N Evraz PLC 5493005B7DAN39RXLK23 000000000 41138.00000000 NS 236712.48000000 0.373286406558 Long EC CORP RU N 2 N N N Trusco Nakayama Corp N/A 000000000 -12400.00000000 NS -290778.76000000 -0.45854683464 Short EC CORP JP N 2 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 11754.00000000 NS USD 389762.64000000 0.614640577024 Long EC CORP US N 1 N N N Square Enix Holdings Co Ltd 529900KCRNRDF8DIA489 000000000 -6000.00000000 NS -291556.72000000 -0.45977364740 Short EC CORP JP N 2 N N N Corus Entertainment Inc 549300DVZFTUMM4M2O84 220874101 62100.00000000 NS 247959.39000000 0.391022347725 Long EC CORP CA N 1 N N N TripAdvisor Inc N/A 896945201 7052.00000000 NS USD 272771.36000000 0.430149862763 Long EC CORP US N 1 N N N Mitsubishi Materials Corp 35380076QOBOSOUBRT89 000000000 9500.00000000 NS 257884.09000000 0.406673214967 Long EC CORP JP N 2 N N N Tecnicas Reunidas SA 213800JEZBUPZKWJGF49 000000000 8815.00000000 NS 215867.33000000 0.340414412915 Long EC CORP ES N 2 N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501R106 20600.00000000 NS 377839.00000000 0.595837458876 Long EC CORP CA N 1 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 2689327.99000000 NS 1815161.93000000 2.862440012333 Long EC CORP AU N 2 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 -5449.00000000 NS -178401.17000000 -0.28133173069 Short EC CORP NL N 2 N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207U105 -46000.00000000 NS USD -283820.00000000 -0.44757313982 Short EC CORP US N 1 N N N NEXTDC Ltd 529900RTERU3X7G3D672 000000000 -60218.00000000 NS -250009.62000000 -0.39425548097 Short EC CORP AU N 2 N N N Worldline SA/France 549300CJMQNCA0U4TS33 000000000 -3093.00000000 NS -195365.33000000 -0.30808355352 Short EC CORP FR N 2 N N N Scatec Solar ASA 5967007LIEEXZXIARK36 000000000 -9623.00000000 NS -123644.91000000 -0.19498323089 Short EC CORP NO N 2 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1917.49000000 -0.00302380741 N/A DFE CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 -6388000.00000000 CAD 4821177.19000000 USD 2019-10-18 -1917.49000000 N N N Benchmark Electronics Inc 549300W18RHYZOZKOP53 08160H101 5877.00000000 NS USD 170785.62000000 0.269322303503 Long EC CORP US N 1 N N N Givaudan SA 213800SVRMQA1TD91D41 000000000 -109.00000000 NS -304221.60000000 -0.47974567230 Short EC CORP CH N 2 N N N Telecom Italia SpA/Milano 549300W384M3RI3VXU42 000000000 -450000.00000000 NS -257022.51000000 -0.40531453670 Short EC CORP IT N 2 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911877 11800.00000000 NS 384857.15000000 0.606904809419 Long EC CORP CA N 1 N N N Avanos Medical Inc 549300YCXWOM7NEWMQ58 05350V106 -4300.00000000 NS USD -161078.00000000 -0.25401376300 Short EC CORP US N 1 N N N Rengo Co Ltd N/A 000000000 30000.00000000 NS 217137.23000000 0.342416995997 Long EC CORP JP N 2 N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 421946104 -6627.00000000 NS USD -222004.50000000 -0.35009249214 Short EC CORP US N 1 N N N Indivior PLC 213800V3NCQTY7IED471 000000000 249769.00000000 NS 149029.11000000 0.235013130462 Long EC CORP GB N 2 N N N Renishaw PLC 21380048ADXM6Z67CT18 000000000 -2960.00000000 NS -133303.57000000 -0.21021456336 Short EC CORP GB N 2 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 -792.00000000 NS USD -259380.00000000 -0.40903220705 Short EC CORP US N 1 N N N Oriental Land Co Ltd/Japan 353800PIFKBZ6KTU5994 000000000 -2300.00000000 NS -349899.05000000 -0.55177724061 Short EC CORP JP N 2 N N N Kamigumi Co Ltd N/A 000000000 8100.00000000 NS 183500.71000000 0.289373507627 Long EC CORP JP N 2 N N N DS Smith PLC 39RSBE4RCI4M15BLWH36 000000000 -57875.00000000 NS -256645.27000000 -0.40471964384 Short EC CORP GB N 2 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 7346.00000000 NS USD 372515.66000000 0.587442758015 Long EC CORP US N 1 N N N Sysmex Corp 5299001ZO4CKWACMZI55 000000000 -3800.00000000 NS -255420.66000000 -0.40278848133 Short EC CORP JP N 2 N N N Saab AB 549300ZHO4JCQQI13M69 000000000 -6846.00000000 NS -196696.80000000 -0.31018323010 Short EC CORP SE N 2 N N N Allianz SE 529900K9B0N5BT694847 000000000 1322.00000000 NS 308284.88000000 0.486153307385 Long EC CORP DE N 2 N N N Nippon Building Fund Inc 52990053R8NL2MB32172 000000000 -40.00000000 NS -307171.47000000 -0.48439750296 Short EC CORP JP N 2 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 2311.00000000 NS USD 352866.59000000 0.556456936176 Long EC CORP US N 1 N N N Thor Industries Inc 254900XZO1228PDSG060 885160101 -3534.00000000 NS USD -200165.76000000 -0.31565364558 Short EC CORP US N 1 N N N Callaway Golf Co 5493005UB0KFRKBPCU72 131193104 -10308.00000000 NS USD -200078.28000000 -0.31551569301 Short EC CORP US N 1 N N N Severn Trent PLC 213800RPBXRETY4A4C59 000000000 -8600.00000000 NS -229017.82000000 -0.36115222596 Short EC CORP GB N 2 N N N SAP SE 529900D6BF99LW9R2E68 803054204 -2600.00000000 NS USD -306462.00000000 -0.48327869627 Short EC CORP DE N 1 N N N Yamaha Corp 529900S5TENP3IJS7S02 000000000 -6900.00000000 NS -312154.09000000 -0.49225490159 Short EC CORP JP N 2 N N N Ashtead Group PLC 2138007UTBN8X9K1A235 000000000 13504.00000000 NS 375765.53000000 0.592567677048 Long EC CORP GB N 2 N N N Cantel Medical Corp 549300ZFW3JXCDHTGW91 138098108 -2209.00000000 NS USD -165233.20000000 -0.26056635236 Short EC CORP US N 1 N N N Nippon Paint Holdings Co Ltd 529900RYRJUN78A7PL87 000000000 -6600.00000000 NS -344294.03000000 -0.54293834130 Short EC CORP JP N 2 N N N Expeditors International of Wa N/A 302130109 3820.00000000 NS USD 283787.80000000 0.447522361672 Long EC CORP US N 1 N N N ICON PLC 6354008SRQGEMC4XFI67 000000000 2300.00000000 NS USD 338882.00000000 0.534403779755 Long EC CORP IE N 1 N N N Morneau Shepell Inc N/A 61767W104 -12400.00000000 NS -308490.77000000 -0.48647798793 Short EC CORP CA N 1 N N N Under Armour Inc 549300D4549QKWETZ406 904311107 14692.00000000 NS USD 292958.48000000 0.461984168599 Long EC CORP US N 1 N N N Odakyu Electric Railway Co Ltd N/A 000000000 -11000.00000000 NS -264315.74000000 -0.41681567774 Short EC CORP JP N 2 N N N easyJet PLC 2138001S47XKWIB7TH90 000000000 -14874.00000000 NS -210279.58000000 -0.33160274773 Short EC CORP GB N 2 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 3820.00000000 NS USD 337764.40000000 0.532641367870 Long EC CORP US N 1 N N N TPG Telecom Ltd N/A 000000000 -38289.00000000 NS -179640.47000000 -0.28328605876 Short EC CORP AU N 2 N N N Fabrinet 5493004TETZ6IYF7CV44 000000000 4408.00000000 NS USD 230538.40000000 0.363550121690 Long EC CORP TH N 1 N N N FTI Consulting Inc 549300K17GM8EQD0FQ48 302941109 2204.00000000 NS USD 233601.96000000 0.368381237074 Long EC CORP US N 1 N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 15427.00000000 NS USD 243746.60000000 0.384378941172 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 3500.00000000 NS USD 381920.00000000 0.602273037706 Long EC CORP NL N 1 N N N Daifuku Co Ltd N/A 000000000 -5200.00000000 NS -270617.38000000 -0.42675311978 Short EC CORP JP N 2 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 2057.00000000 NS USD 281109.62000000 0.443298975612 Long EC CORP US N 1 N N N Penn National Gaming Inc N/A 707569109 -7363.00000000 NS USD -137135.88000000 -0.21625796770 Short EC CORP US N 1 N N N Saras SpA 5299005KJSU2AQUJUH84 000000000 124885.00000000 NS 213887.12000000 0.337291698493 Long EC CORP IT N 2 N N N Ericsson 549300W9JLPW15XIFM52 000000000 41153.00000000 NS 328920.59000000 0.518695022265 Long EC CORP SE N 2 N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 117043109 -4565.00000000 NS USD -237927.80000000 -0.37520291909 Short EC CORP US N 1 N N N Premium Brands Holdings Corp 529900F5EXPGUY8WV366 74061A108 -2900.00000000 NS -203854.78000000 -0.32147108714 Short EC CORP CA N 1 N N N Lintec Corp N/A 000000000 13800.00000000 NS 274969.95000000 0.433616953981 Long EC CORP JP N 2 N N N Mitsubishi Gas Chemical Co Inc 529900G5O4J27ZPLJJ89 000000000 24400.00000000 NS 327955.53000000 0.517173160048 Long EC CORP JP N 2 N N N Lonza Group AG 549300EFW4H2TCZ71055 000000000 -685.00000000 NS -231794.03000000 -0.36553020153 Short EC CORP CH N 2 N N N Swedish Match AB 529900YVXCGNWAUYZG78 000000000 7934.00000000 NS 328210.42000000 0.517575111699 Long EC CORP SE N 2 N N N Taiyo Yuden Co Ltd 353800V9G3X5PLB9AD43 000000000 -5800.00000000 NS -142912.69000000 -0.22536777318 Short EC CORP JP N 2 N N N Real Matters Inc 54930038CQZBR1KZYE22 75601Y100 26000.00000000 NS 216658.49000000 0.341662041572 Long EC CORP CA N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 -3534.00000000 NS USD -260420.46000000 -0.41067297215 Short EC CORP US N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 00164V103 4408.00000000 NS USD 216697.28000000 0.341723211898 Long EC CORP US N 1 N N N Kanamoto Co Ltd N/A 000000000 8500.00000000 NS 212221.60000000 0.334665238005 Long EC CORP JP N 2 N N N TAG Immobilien AG 529900TAE68USJNXLR59 000000000 16162.00000000 NS 368799.38000000 0.581582328489 Long EC CORP DE N 2 N N N Valora Holding AG 529900J05DZPTAGY8U53 000000000 -400.00000000 NS -108391.56000000 -0.17092928912 Short EC CORP CH N 2 N N N Oji Holdings Corp 529900LVC9GIIYUGE243 000000000 60000.00000000 NS 281611.66000000 0.444090673234 Long EC CORP JP N 2 N N N Atlantic Union Bankshares Corp N/A 04911A107 -4123.00000000 NS USD -153561.14000000 -0.24215996612 Short EC CORP US N 1 N N N Stericycle Inc B8PTJH2P0AXSWSMP2136 858912108 -3682.00000000 NS USD -187524.26000000 -0.29571849003 Short EC CORP US N 1 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 13200.00000000 NS 325044.67000000 0.512582846646 Long EC CORP JP N 2 N N N BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 086516101 3823.00000000 NS USD 263748.77000000 0.415921588026 Long EC CORP US N 1 N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 3820.00000000 NS USD 221789.20000000 0.349752972388 Long EC CORP US N 1 N N N F5 Networks Inc N/A 315616102 1478.00000000 NS USD 207540.76000000 0.327283734743 Long EC CORP US N 1 N N N AllianceBernstein Holding LP N/A 01881G106 7346.00000000 NS USD 215605.10000000 0.340000886368 Long EC CORP US N 1 N N N TS Tech Co Ltd N/A 000000000 10000.00000000 NS 306083.38000000 0.482681627210 Long EC CORP JP N 2 N N N TFI International Inc N/A 87241L109 7600.00000000 NS 232672.38000000 0.366915325442 Long EC CORP CA N 1 N N N Ube Industries Ltd 529900XMRZ2VNF3ZPS69 000000000 17200.00000000 NS 349384.57000000 0.550965925590 Long EC CORP JP N 2 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 -6600.00000000 NS USD -217602.00000000 -0.34314992027 Short EC CORP NL N 1 N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 59504.00000000 NS 373067.48000000 0.588312956768 Long EC CORP GB N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 7435994.60000000 NS 8104862.31000000 12.78105373805 Long EC CORP GB N 2 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 147.00000000 NS USD 288503.67000000 0.454959105887 Long EC CORP US N 1 N N N Centerra Gold Inc 549300K0HXTMP5JJ0E62 152006102 41100.00000000 NS 349312.00000000 0.550851485513 Long EC CORP CA N 1 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 000000000 -14000.00000000 NS -157045.19000000 -0.24765417793 Short EC CORP FI N 2 N N N JAC Recruitment Co Ltd N/A 000000000 10000.00000000 NS 192750.22000000 0.303959626408 Long EC CORP JP N 2 N N N Dechra Pharmaceuticals PLC 213800J4UVB5OWG8VX82 000000000 -4565.00000000 NS -155329.22000000 -0.24494815975 Short EC CORP GB N 2 N N N Taiyo Nippon Sanso Corp 353800F1K6653B4VPY57 000000000 -16000.00000000 NS -324857.05000000 -0.51228697717 Short EC CORP JP N 2 N N N M3 Inc N/A 000000000 -10900.00000000 NS -263937.99000000 -0.41621998063 Short EC CORP JP N 2 N N N MISUMI Group Inc 353800SJWGE5BEK2V032 000000000 -14300.00000000 NS -339713.58000000 -0.53571514918 Short EC CORP JP N 2 N N N Hazama Ando Corp 353800YSSP5B2GMQ6E51 000000000 54400.00000000 NS 404839.27000000 0.638415838201 Long EC CORP JP N 2 N N N Nufarm Ltd/Australia 529900QVU58IVMPRWJ98 000000000 -54000.00000000 NS -205987.26000000 -0.32483392545 Short EC CORP AU N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 6237312.40000000 NS 4707938.56000000 7.424236640832 Long EC CORP CA N 2 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167107 -59000.00000000 NS USD -83190.00000000 -0.13118740575 Short EC CORP US N 1 N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 000000000 61000.00000000 NS 365842.09000000 0.576918796777 Long EC CORP AU N 2 N N N Drax Group PLC 549300YPSNTXR4ZHSR98 000000000 95227.00000000 NS 323598.20000000 0.510301819518 Long EC CORP GB N 2 N N N ValueCommerce Co Ltd N/A 000000000 7300.00000000 NS 116088.47000000 0.183067017882 Long EC CORP JP N 2 N N N Yamaguchi Financial Group Inc 353800898JPV95YSY548 000000000 40100.00000000 NS 277043.59000000 0.436887003891 Long EC CORP JP N 2 N N N Magnolia Oil & Gas Corp N/A 559663109 -23268.00000000 NS USD -258274.80000000 -0.40728934949 Short EC CORP US N 1 N N N Axogen Inc N/A 05463X106 -10000.00000000 NS USD -124800.00000000 -0.19680476305 Short EC CORP US N 1 N N N Elior Group SA 969500LYSYS0E800SQ95 000000000 -10081.99998600 NS -133930.82000000 -0.21120371230 Short EC CORP FR N 2 N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 6353.00000000 NS 326429.00000000 0.514765881403 Long EC CORP GB N 2 N N N u-blox Holding AG 506700B2W2NUXS9X8479 000000000 -2026.00000000 NS -146228.77000000 -0.23059710281 Short EC CORP CH N 2 N N N Fuji Media Holdings Inc 353800TG2T8DSPV7H313 000000000 18200.00000000 NS 235391.84000000 0.371203808462 Long EC CORP JP N 2 N N N Daicel Corp 353800ZG4XF6D7NZGS72 000000000 20600.00000000 NS 175267.65000000 0.276390291100 Long EC CORP JP N 2 N N N Kyushu Railway Co 5299002CCI6HLWAN3K50 000000000 -7200.00000000 NS -230262.79000000 -0.36311549540 Short EC CORP JP N 2 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 -1104.00000000 NS USD -279267.84000000 -0.44039455993 Short EC CORP US N 1 N N N Fortum Oyj 635400IUIZZIUJSAMF76 000000000 11754.00000000 NS 278056.56000000 0.438484418321 Long EC CORP FI N 2 N N N Chemed Corp 54930020031IDJT2IM79 16359R103 735.00000000 NS USD 306913.95000000 0.483991403909 Long EC CORP US N 1 N N N Mitsui E&S Holdings Co Ltd 5493007T2YKKWF2NYN82 000000000 30400.00000000 NS 268498.19000000 0.423411239290 Long EC CORP JP N 2 N N N CI Financial Corp 549300M9W7JJQSVCEM78 125491100 13200.00000000 NS 192592.37000000 0.303710703076 Long EC CORP CA N 1 N N N Sunstone Hotel Investors Inc N/A 867892101 13958.00000000 NS USD 191782.92000000 0.302434231798 Long EC CORP US N 1 N N N Tokyu Corp 3538005PGNIBTZYXAE45 000000000 -15500.00000000 NS -291868.87000000 -0.46026589586 Short EC CORP JP N 2 N N N Petrofac Ltd 2138004624W8CKCSJ177 000000000 41138.00000000 NS 201855.05000000 0.318317590437 Long EC CORP GB N 2 N N N InterContinental Hotels Group 2138007ZFQYRUSLU3J98 000000000 -2945.00000000 NS -183788.51000000 -0.28982735707 Short EC CORP GB N 2 N N N Vicinity Centres N/A 000000000 173369.00000000 NS 300929.58000000 0.474554284358 Long EC CORP AU N 2 N N N Johnson Matthey PLC 2138001AVBSD1HSC6Z10 000000000 -6500.00000000 NS -244539.33000000 -0.38562904565 Short EC CORP GB N 2 N N N LafargeHolcim Ltd 529900EHPFPYHV6IQO98 000000000 7187.00000000 NS 354200.84000000 0.558560996713 Long EC CORP CH N 2 N N N Tabula Rasa HealthCare Inc 549300K6KY242XRMEF28 873379101 -3240.00000000 NS USD -178005.60000000 -0.28070793213 Short EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076102 1383.00000000 NS USD 320883.66000000 0.506021095147 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 -7363.00000000 NS USD -265509.78000000 -0.41869863254 Short EC CORP US N 1 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 11819.00000000 NS 345460.55000000 0.544777898136 Long EC CORP NL N 2 N N N Nidec Corp 353800IF171MZTNL6Y31 000000000 -2400.00000000 NS -325220.71000000 -0.51286045490 Short EC CORP JP N 2 N N N Artis Real Estate Investment T 549300OG2O5VI2N1XS44 04315L105 38300.00000000 NS 363674.38000000 0.573500402122 Long EC CORP CA N 1 N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044105 -13254.00000000 NS USD -297684.84000000 -0.46943745513 Short EC CORP US N 1 N N N Enerplus Corp 549300OEXJU0X6FYBQ42 292766102 25000.00000000 NS 186247.50000000 0.293705088998 Long EC CORP CA N 1 N N N T&D Holdings Inc 3538008ARJ1MACEWA242 000000000 25700.00000000 NS 274416.91000000 0.432744831335 Long EC CORP JP N 2 N N N Forbo Holding AG 506700HR073894C16243 000000000 206.00000000 NS 305824.55000000 0.482273462331 Long EC CORP CH N 2 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 3232.00000000 NS USD 239620.48000000 0.377872209850 Long EC CORP US N 1 N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734107 16200.00000000 NS 353383.40000000 0.557271925515 Long EC CORP US N 1 N N N Umicore SA 529900F3AIQECS8ZSV61 000000000 -6851.00000000 NS -258860.23000000 -0.40821254991 Short EC CORP BE N 2 N N N Talend SA 549300CGJZ1TI6ZGS674 874224207 -4400.00000000 NS USD -149512.00000000 -0.23577462927 Short EC CORP US N 1 N N N Vector Inc 3538004PSULH92CK5D85 000000000 -21400.00000000 NS -179225.68000000 -0.28263195100 Short EC CORP JP N 2 N N N Methanex Corp 549300TSJHRXT9QXRD13 59151K108 6000.00000000 NS 212899.57000000 0.335734370418 Long EC CORP CA N 1 N N N Inchcape PLC 213800RGEH1MPPNM2T57 000000000 39669.00000000 NS 308004.70000000 0.485711474384 Long EC CORP GB N 2 N N N Whitbread PLC 21380099VMZKRMN3EX36 000000000 -5000.00000000 NS -263949.01000000 -0.41623735874 Short EC CORP GB N 2 N N N Cranswick PLC 549300LDZLPU51XOSK43 000000000 -3047.73269700 NS -110554.10000000 -0.17433953089 Short EC CORP GB N 2 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 -24000.00000000 NS -294670.34000000 -0.46468370547 Short EC CORP CH N 2 N N N Intermediate Capital Group PLC 549300OGASR5WRKJ8R68 000000000 13517.00000000 NS 241685.73000000 0.381129029056 Long EC CORP GB N 2 N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 23508.00000000 NS 190751.26000000 0.300807343963 Long EC CORP AU N 2 N N N Colruyt SA 5493000O0NZ1BCXO8K39 000000000 4112.00000000 NS 225316.19000000 0.355314898920 Long EC CORP BE N 2 N N N Betsson AB 549300W61XW8OFGBG077 000000000 19100.00000000 NS 92483.82000000 0.145843399691 Long EC CORP SE N 2 N N N Bureau Veritas SA 969500TPU5T3HA5D1F11 000000000 13693.00000000 NS 330183.85000000 0.520687134324 Long EC CORP FR N 2 N N N Takeuchi Manufacturing Co Ltd N/A 000000000 10000.00000000 NS 156454.91000000 0.246723329256 Long EC CORP JP N 2 N N N Emera Inc NQZVQT2P5IUF2PGA1Q48 290876101 -5900.00000000 NS -259005.93000000 -0.40844231316 Short EC CORP CA N 1 N N N MyoKardia Inc 549300OLNNNZ1NI9UY54 62857M105 -2945.00000000 NS USD -153581.75000000 -0.24219246729 Short EC CORP US N 1 N N N Zensho Holdings Co Ltd 353800DYF3UDM49ITT03 000000000 -10300.00000000 NS -222110.55000000 -0.35025972888 Short EC CORP JP N 2 N N N Keisei Electric Railway Co Ltd 529900VNP95IIHXPCY17 000000000 -5400.00000000 NS -222909.01000000 -0.35151886935 Short EC CORP JP N 2 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 -3534.00000000 NS -193380.82000000 -0.30495405816 Short EC CORP AU N 2 N N N FANUC Corp 529900QTSW745LOKW705 000000000 -1800.00000000 NS -341459.51000000 -0.53846841312 Short EC CORP JP N 2 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 6200.00000000 NS 372796.22000000 0.587885190262 Long EC CORP GB N 2 N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 8800.00000000 NS 337698.29000000 0.532537114962 Long EC CORP JP N 2 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 8815.00000000 NS 271374.87000000 0.427947652157 Long EC CORP SE N 2 N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605P101 -1620.00000000 NS USD -109998.00000000 -0.17346258274 Short EC CORP US N 1 N N N STIT - Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 3801014.58000000 NS USD 3801014.58000000 5.994052674547 Long STIV RF US N 1 N N N Simply Good Foods Co/The N/A 82900L102 6500.00000000 NS USD 188435.00000000 0.297154691716 Long EC CORP US N 1 N N N Optorun Co Ltd N/A 000000000 9000.00000000 NS 257759.37000000 0.406476536361 Long EC CORP JP N 2 N N N St James's Place PLC 213800M993ICXOMBCP87 000000000 -22000.00000000 NS -264859.80000000 -0.41767363927 Short EC CORP GB N 2 N N N Landstar System Inc 254900CUQXQRL09MEI52 515098101 2498.00000000 NS USD 281224.84000000 0.443480673086 Long EC CORP US N 1 N N N BHP Group PLC 549300C116EOWV835768 000000000 17059.00000000 NS 364839.25000000 0.575337356964 Long EC CORP AU N 2 N N N JTEKT Corp N/A 000000000 24500.00000000 NS 283181.65000000 0.446566486615 Long EC CORP JP N 2 N N N SCREEN Holdings Co Ltd 353800ND89FTQ9XQ0R07 000000000 -4400.00000000 NS -262608.82000000 -0.41412393105 Short EC CORP JP N 2 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 -3000.00000000 NS USD -268710.00000000 -0.42374525545 Short EC CORP US N 1 N N N Auckland International Airport 549300HFZIZDJWB7AK60 000000000 -54038.99955700 NS -308927.57000000 -0.48716680460 Short EC CORP NZ N 2 N N N TUI AG 529900SL2WSPV293B552 000000000 -24299.00000000 NS -282784.78000000 -0.44594063800 Short EC CORP DE N 2 N N N BANK OF NEW YORK MELLON WFLLPEPC7FZXENRZV188 000000000 1.00000000 NC USD 3989.97000000 0.006292028048 N/A DFE CORP US N 2 BANK OF NEW YORK MELLON WFLLPEPC7FZXENRZV188 -1264668000.00000000 JPY 11715095.60000000 USD 2019-10-18 3989.97000000 N N N Nippon Light Metal Holdings Co 353800J9KCFJSF2CGT47 000000000 135000.00000000 NS 243793.84000000 0.384453436821 Long EC CORP JP N 2 N N N Axel Springer SE 529900PXZU3YHO6HMD80 000000000 -3599.00000000 NS -248283.24000000 -0.39153304662 Short EC CORP DE N 2 N N N Meitec Corp N/A 000000000 6500.00000000 NS 319624.52000000 0.504035480168 Long EC CORP JP N 2 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 5142.00000000 NS USD 277719.42000000 0.437952761608 Long EC CORP US N 1 N N N CSW Industrials Inc 549300SYOEO3RVQ7FB83 126402106 2204.00000000 NS USD 152142.12000000 0.239922226580 Long EC CORP US N 1 N N N IMI PLC 2138002W9Q21PF751R30 000000000 18365.00000000 NS 217002.96000000 0.342205257411 Long EC CORP GB N 2 N N N Transurban Group 549300ZR71SUQ4VUTM79 000000000 -32000.00028100 NS -317654.26000000 -0.50092845651 Short EC CORP AU N 2 N N N Daiwa House Residential Invest 3538001FWU534P8JMO05 000000000 -110.00000000 NS -309308.79000000 -0.48776797377 Short EC CORP JP N 2 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 -9200.00000000 NS USD -262384.00000000 -0.41376939863 Short EC CORP US N 1 N N N Hitachi Chemical Co Ltd 549300HJBGCOVO2MLG52 000000000 -6800.00000000 NS -222422.98000000 -0.35075241888 Short EC CORP JP N 2 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 -16000.00000000 NS -276801.15000000 -0.43650468540 Short EC CORP CA N 1 N N N GLP J-Reit 353800E27V9KA51K2I90 000000000 -191.00000000 NS -253295.65000000 -0.39943742292 Short EC CORP JP N 2 N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 706327103 -8405.00000000 NS -311559.46000000 -0.49131719313 Short EC CORP CA N 1 N N N CyberArk Software Ltd 529900YEXNDM894PWS93 000000000 2800.00000000 NS USD 279496.00000000 0.440754359412 Long EC CORP IL N 1 N N N Dialog Semiconductor PLC 529900QA2LORU6646N15 000000000 7200.00000000 NS 341108.27000000 0.537914521260 Long EC CORP GB N 2 N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 -2700.00000000 NS -248040.91000000 -0.39115090160 Short EC CORP US N 1 N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 -550.00000000 NS -342670.43000000 -0.54037798703 Short EC CORP JP N 2 N N N TLG Immobilien AG 549300NYSIH10FPUO363 000000000 10285.00000000 NS 279665.20000000 0.441021181254 Long EC CORP DE N 2 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 620000.00000000 NS 413463.81000000 0.652016403514 Long EC CORP GB N 2 N N N Ship Finance International Ltd 549300RLYYPSB0C7RH77 000000000 -11800.00000000 NS USD -165672.00000000 -0.26125832295 Short EC CORP NO N 1 N N N Nippon Carbon Co Ltd N/A 000000000 7300.00000000 NS 259845.04000000 0.409765557116 Long EC CORP JP N 2 N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 -1399.00000000 NS USD -271014.28000000 -0.42737901570 Short EC CORP GB N 1 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 1289553615.00000000 NS 11926507.42000000 18.80763995882 Long EC CORP JP N 2 N N N Klepierre SA 969500PB4U31KEFHZ621 000000000 10285.00000000 NS 349247.40000000 0.550749613817 Long EC CORP FR N 2 N N N Brookfield Asset Management In C6J3FGIWG6MBDGTE8F80 112585104 -4000.00000000 NS -212401.40000000 -0.33494877563 Short EC CORP CA N 1 N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 -20100.00000000 NS -278543.99000000 -0.43925307654 Short EC CORP DE N 2 N N N Mondi PLC 213800LOZA69QFDC9N34 000000000 -9867.00000000 NS -188938.40000000 -0.29794853400 Short EC CORP GB N 2 N N N CyberAgent Inc 3538006T5KZABPGS8Q08 000000000 -6000.00000000 NS -231812.38000000 -0.36555913877 Short EC CORP JP N 2 N N N Farfetch Ltd 549300QFQ74Z0F96NS78 30744W107 -15000.00000000 NS USD -129600.00000000 -0.20437417701 Short EC CORP GB N 1 N N N Boralex Inc 5493004UT7HNQU2SVR90 09950M300 -14300.00000000 NS -244260.86000000 -0.38518990926 Short EC CORP CA N 1 N N N Hiscox Ltd 5493007JXOLJ0QCY2D70 000000000 -8836.00000000 NS -180343.66000000 -0.28439496213 Short EC CORP BM N 2 N N N Capita PLC CMIGEWPLHL4M7ZV0IZ88 000000000 -176717.00000000 NS -314725.67000000 -0.49631018358 Short EC CORP GB N 2 N N N FORTINET INC 549300O0QJWDBAS0QX03 34959E109 4408.00000000 NS USD 338358.08000000 0.533577578220 Long EC CORP US N 1 N N N Norbord Inc 549300VL705RQ5PHI407 65548P403 9400.00000000 NS 225341.74000000 0.355355190280 Long EC CORP CA N 1 N N N United Bankshares Inc/WV 5299005O3BAMJ9Z92V62 909907107 -4860.00000000 NS USD -184048.20000000 -0.29023687813 Short EC CORP US N 1 N N N Sinclair Broadcast Group Inc 529900879GWQV880PQ28 829226109 7199.00000000 NS USD 307685.26000000 0.485207729885 Long EC CORP US N 1 N N N Elis SA 969500UX71LCE8MAY492 000000000 -15614.00000000 NS -276216.68000000 -0.43558299887 Short EC CORP FR N 2 N N N GVC Holdings PLC 213800GNI3K45LQR8L28 000000000 -36585.00000000 NS -334766.09000000 -0.52791314920 Short EC CORP IM N 2 N N N Marvell Technology Group Ltd 8DF36O58U3QIHUCGZB18 000000000 -12000.00000000 NS USD -299640.00000000 -0.47252066667 Short EC CORP US N 1 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060205 -17000.00000000 NS USD -292400.00000000 -0.46110346728 Short EC CORP JP N 1 N N N Franco-Nevada Corp N/A 351858105 -3200.00000000 NS -291583.20000000 -0.45981540534 Short EC CORP CA N 1 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 9012998.29000000 NS 915578.27000000 1.443831446195 Long EC CORP SE N 2 N N N Teva Pharmaceutical Industries 549300BAFGM4RC74ZJ94 881624209 -25600.00000000 NS USD -176128.00000000 -0.27774702970 Short EC CORP IL N 1 N N N Redrow PLC 2138008WJZBBA7EYEL28 000000000 48577.00000000 NS 369112.95000000 0.582076816226 Long EC CORP GB N 2 N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 -1767.00000000 NS USD -248563.89000000 -0.39197562079 Short EC CORP US N 1 N N N TEPCO 5299004EMJ3R4RVR5Y75 000000000 49200.00000000 NS 240876.14000000 0.379852337004 Long EC CORP JP N 2 N N N Yaskawa Electric Corp 3538003K39GR98R0CK58 000000000 -7800.00000000 NS -289731.29000000 -0.45689501504 Short EC CORP JP N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 6913940.79000000 NS 8501035.90000000 13.40580413475 Long EC CORP GB N 2 N N N Royal Mail PLC 213800TCZZU84G8Z2M70 000000000 67000.00000000 NS 174354.37000000 0.274950083937 Long EC CORP GB N 2 N N N Ocado Group PLC 213800LO8F61YB8MBC74 000000000 -18500.00000000 NS -301127.11000000 -0.47486578151 Short EC CORP GB N 2 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 6200.00000000 NS 158474.86000000 0.249908712118 Long EC CORP FR N 2 N N N Wirecard AG 529900A8LX4KL0YUTH71 000000000 1322.00000000 NS 211273.96000000 0.333170846453 Long EC CORP DE N 2 N N N Fresnillo PLC 549300JXWH1UV5J0XV81 000000000 -33463.00000000 NS -281549.66000000 -0.44399290163 Short EC CORP MX N 2 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 000000000 -43107.12693700 NS -330747.89000000 -0.52157660354 Short EC CORP GB N 2 N N N Nippon Electric Glass Co Ltd 529900NCIGSAX4V03234 000000000 13000.00000000 NS 291265.46000000 0.459314341676 Long EC CORP JP N 2 N N N SUMMIT MATERIALS INC N/A 86614U100 -10314.00000000 NS USD -228970.80000000 -0.36107807724 Short EC CORP US N 1 N N N Showa Denko KK 5493006AIPA1V92YPP18 000000000 9300.00000000 NS 245118.23000000 0.386541948521 Long EC CORP JP N 2 N N N Sony Corp 529900R5WX9N2OI2N910 835699307 -5100.00000000 NS USD -301563.00000000 -0.47555316314 Short EC CORP JP N 1 N N N CoreCivic Inc 529900JFA3K6PTLT8B15 21871N101 8668.00000000 NS USD 149783.04000000 0.236202048852 Long EC CORP US N 1 N N N Shionogi & Co Ltd 35380049VXDTHZI3DY35 000000000 5100.00000000 NS 284534.13000000 0.448699295156 Long EC CORP JP N 2 N N N Marriott Vacations Worldwide C 549300WA6BT5H4F7IO94 57164Y107 -1914.00000000 NS USD -198309.54000000 -0.31272645858 Short EC CORP US N 1 N N N Bayer AG 549300J4U55H3WP1XT59 000000000 -3093.00000000 NS -218077.81000000 -0.34390025420 Short EC CORP DE N 2 N N N Viacom Inc X0ST5BPF0CZG9FE5OV61 92553P201 9403.00000000 NS USD 225954.09000000 0.356320842497 Long EC CORP US N 1 N N N Grifols SA 959800HSSNXWRKBK4N60 398438408 -7400.00000000 NS USD -148296.00000000 -0.23385704440 Short EC CORP ES N 1 N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 -1767.00000000 NS USD -170868.90000000 -0.26945363283 Short EC CORP US N 1 N N N Bollore SA 969500LEKCHH6VV86P94 000000000 -70765.09310700 NS -293455.40000000 -0.46276779217 Short EC CORP FR N 2 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 -38000.00000000 NS -370078.98000000 -0.58360020809 Short EC CORP GB N 2 N N N EI Group PLC 2138004TQBE43SK9FT76 000000000 102098.00000000 NS 353163.19000000 0.556924662880 Long EC CORP GB N 2 N N N ABB Ltd 5493000LKVGOO9PELI61 000375204 -15300.00000000 NS USD -300951.00000000 -0.47458806286 Short EC CORP CH N 1 N N N Kraft Heinz Co/The N/A 500754106 -13700.00000000 NS USD -382709.50000000 -0.60351804860 Short EC CORP US N 1 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 23959.00000000 NS 373717.68000000 0.589338296968 Long EC CORP ES N 2 N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275R102 6465.00000000 NS USD 319435.65000000 0.503737639498 Long EC CORP US N 1 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 -750.00000000 NS USD -309090.00000000 -0.48742295042 Short EC CORP US N 1 N N N S&T AG 5299002PSXXMVHB26433 000000000 -6332.00000000 NS -126083.01000000 -0.19882802009 Short EC CORP AT N 2 N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964H105 -54500.00000000 NS USD -219090.00000000 -0.34549643860 Short EC CORP ES N 1 N N N SimCorp A/S 5299000WVEJNSG42AK88 000000000 1910.00000000 NS 167824.91000000 0.264653378583 Long EC CORP DK N 2 N N N Taro Pharmaceutical Industries 5493002WIJCSC2L2VL79 000000000 3400.00000000 NS USD 256530.00000000 0.404537867518 Long EC CORP IL N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 131161.00000000 NS 395156.26000000 0.623146106721 Long EC CORP CH N 2 N N N Dunelm Group PLC 213800WCOWEI3T5DUV19 000000000 28356.00000000 NS 292264.66000000 0.460890041350 Long EC CORP GB N 2 N N N Capital & Counties Properties 549300TTXXZ1SHUI0D54 000000000 -59013.20411700 NS -170626.08000000 -0.26907071510 Short EC CORP GB N 2 N N N NORTHERN TRUST CORP 549300GLF98S992BC502 000000000 1.00000000 NC USD 114474.12000000 0.180521250500 N/A DFE CORP US N 2 NORTHERN TRUST CORP 549300GLF98S992BC502 -6875000.00000000 EUR 7618572.50000000 USD 2019-10-18 114474.12000000 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 2057.00000000 NS USD 292196.85000000 0.460783107608 Long EC CORP US N 1 N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 -6921.00000000 NS USD -278016.57000000 -0.43842135564 Short EC CORP US N 1 N N N SSP Group Plc 213800QGNIWTXFMENJ24 000000000 -30999.99995200 NS -236284.77000000 -0.37261192446 Short EC CORP GB N 2 N N N Freni Brembo SpA 549300BLWVJN2BAT0A44 000000000 -15904.00000000 NS -155107.69000000 -0.24459881553 Short EC CORP IT N 2 N N N Signify NV 549300072P3J1X8NZO35 000000000 12600.00000000 NS 346398.33000000 0.546256740850 Long EC CORP NL N 2 N N N TriNet Group Inc 5299003FJVBETSFKE990 896288107 4555.00000000 NS USD 283275.45000000 0.446714405580 Long EC CORP US N 1 N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 40171V100 -2503.00000000 NS USD -263766.14000000 -0.41594897984 Short EC CORP US N 1 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 2900.00000000 NS USD 191371.00000000 0.301784649923 Long EC CORP US N 1 N N N Hikma Pharmaceuticals PLC 549300BNS685UXH4JI75 000000000 7400.00000000 NS 200130.11000000 0.315597426912 Long EC CORP JO N 2 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 000000000 3400.00000000 NS 188064.03000000 0.296569686404 Long EC CORP CH N 2 N N N Sojitz Corp 5493004SE33MRLPB1W98 000000000 105900.00000000 NS 329646.82000000 0.519840258828 Long EC CORP JP N 2 N N N Check Point Software Technolog 2549003ZVBH73EPNS513 000000000 3129.00000000 NS USD 342625.50000000 0.540307134166 Long EC CORP IL N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 5877.00000000 NS USD 327113.82000000 0.515845816001 Long EC CORP US N 1 N N N Japan Retail Fund Investment C 353800QDHNIP60E1LQ93 000000000 109.00000000 NS 230462.39000000 0.363430256866 Long EC CORP JP N 2 N N N Deutsche Pfandbriefbank AG DZZ47B9A52ZJ6LT6VV95 000000000 13163.00000000 NS 160633.45000000 0.253312724886 Long EC CORP DE N 2 N N N Dorman Products Inc N/A 258278100 -2209.00000000 NS USD -175703.86000000 -0.27707817736 Short EC CORP US N 1 N N N 2U Inc 5493008RVTXVR43PYF84 90214J101 -7185.00000000 NS USD -116971.80000000 -0.18445999505 Short EC CORP US N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 -12379.00000000 NS -266064.95000000 -0.41957411411 Short EC CORP IT N 2 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 735.00000000 NS USD 203889.00000000 0.321525050756 Long EC CORP US N 1 N N N Wingstop Inc 549300SSH3F8HPIM3Q47 974155103 -1620.00000000 NS USD -141393.60000000 -0.22297222712 Short EC CORP US N 1 N N N BWX Technologies Inc 549300NP85N265KWMS58 05605H100 -5300.00000000 NS USD -303213.00000000 -0.47815514919 Short EC CORP US N 1 N N N Caesars Entertainment Corp 529900CJT4VQO26ONP04 127686103 -25918.00000000 NS USD -302203.88000000 -0.47656380607 Short EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 2498.00000000 NS USD 248700.88000000 0.392191648716 Long EC CORP US N 1 N N N Melrose Industries PLC 213800RGNXXZY2M7TR85 000000000 -124057.00000000 NS -307328.92000000 -0.48464579551 Short EC CORP GB N 2 N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798101 -4418.00000000 NS USD -211798.92000000 -0.33399868802 Short EC CORP US N 1 N N N Wabtec Corp 06BTX5UWZD0GQ5N5Y745 929740108 -2577.00000000 NS USD -185183.22000000 -0.29202676068 Short EC CORP US N 1 N N N Atlantica Yield plc 549300ITBBGKJ651R879 000000000 9000.00000000 NS USD 216810.00000000 0.341900966969 Long EC CORP ES N 1 N N N Seven Generations Energy Ltd 549300XZHTA2VXQWAL67 81783Q105 32500.00000000 NS 206551.69000000 0.325724009687 Long EC CORP CA N 1 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 1424470.00000000 NS 1427253.14000000 2.250722884907 Long EC CORP CH N 2 N N N Appfolio Inc 529900OOUUGT6JFC0S15 03783C100 -1620.00000000 NS USD -154126.80000000 -0.24305199001 Short EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 2351.00000000 NS USD 212624.44000000 0.335300501072 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 3300.00000000 NS USD 374319.00000000 0.590286555302 Long EC CORP US N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 1375.00000000 NS 400984.55000000 0.632337094160 Long EC CORP CH N 2 N N N Sanyo Denki Co Ltd N/A 000000000 -2200.00000000 NS -97007.35000000 -0.15297683118 Short EC CORP JP N 2 N N N Safran SA 969500UIC89GT3UL7L24 000000000 2100.00000000 NS 331046.82000000 0.522048004567 Long EC CORP FR N 2 N N N Sumitomo Osaka Cement Co Ltd 5299001WJ26J6HQN5D67 000000000 4400.00000000 NS 189523.48000000 0.298871182489 Long EC CORP JP N 2 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 -2300.00000000 NS -187764.50000000 -0.29609733920 Short EC CORP JP N 2 N N N Tohoku Electric Power Co Inc 353800KTF7EYIIYHY088 000000000 27800.00000000 NS 272025.43000000 0.428973560063 Long EC CORP JP N 2 N N N CDW CORP N/A 12514G108 2753.00000000 NS USD 339279.72000000 0.535030968780 Long EC CORP US N 1 N N N Digital Garage Inc 353800XMG9BC18FQ8862 000000000 -4400.00000000 NS -141127.37000000 -0.22255239273 Short EC CORP JP N 2 N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 -1694.00000000 NS USD -186272.24000000 -0.29374410301 Short EC CORP US N 1 N N N ASR Nederland NV 7245000G0HS48PZWUD53 000000000 9462.00000000 NS 349643.06000000 0.551373554302 Long EC CORP NL N 2 N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 -6500.00000000 NS -336566.40000000 -0.53075216830 Short EC CORP CA N 1 N N N Altair Engineering Inc 549300FJ89HZ6GU9S994 021369103 -4565.00000000 NS USD -158040.30000000 -0.24922342784 Short EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 5583.00000000 NS USD 263461.77000000 0.415469000150 Long EC CORP US N 1 N N N Cairn Energy PLC 213800ZJEUQ8ZOC9AL24 000000000 -74306.00000000 NS -174919.61000000 -0.27584144550 Short EC CORP GB N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 -3100.00000000 NS -218051.91000000 -0.34385941090 Short EC CORP DE N 2 N N N Elementis PLC 549300LQIH685LI2ML36 000000000 -99877.00000000 NS -181621.50000000 -0.28641006629 Short EC CORP GB N 2 N N N Scapa Group PLC 213800QIPVTK5ES5UU36 000000000 -40000.00000000 NS -105753.99000000 -0.16676994346 Short EC CORP GB N 2 N N N Weir Group PLC/The 549300KDR56WHY9I3D10 000000000 -16962.00000000 NS -297665.32000000 -0.46940667285 Short EC CORP GB N 2 N N N Appen Ltd 254900XDTS1IBK6ZMQ16 000000000 13223.00000000 NS 189238.39000000 0.298421606608 Long EC CORP AU N 2 N N N CAE Inc 549300FFM2BEH2GF1E44 124765108 -7800.00000000 NS -198171.87000000 -0.31250935832 Short EC CORP CA N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 6612.00000000 NS USD 311821.92000000 0.491731082378 Long EC CORP US N 1 N N N Wolverine World Wide Inc 549300OVC7PK14LQ8D87 978097103 -6900.00000000 NS USD -194994.00000000 -0.30749798050 Short EC CORP US N 1 N N N Primary Health Properties PLC 213800Y5CJHXOATK7X11 000000000 -48587.00000000 NS -79232.78000000 -0.12494702318 Short EC CORP GB N 2 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 5300.00000000 NS USD 391299.00000000 0.617063357199 Long EC CORP US N 1 N N N Yamato Holdings Co Ltd N/A 000000000 18000.00000000 NS 272190.91000000 0.429234515610 Long EC CORP JP N 2 N N N Hanwa Co Ltd 8EUP1TJYZFX3T1E5AJ33 000000000 7100.00000000 NS 195522.91000000 0.308332051075 Long EC CORP JP N 2 N N N Iliad SA 969500FZ9BTRZS3JNB97 000000000 -1724.00000000 NS -161900.82000000 -0.25531131825 Short EC CORP FR N 2 N N N BANK OF NEW YORK MELLON WFLLPEPC7FZXENRZV188 000000000 1.00000000 NC USD 112794.51000000 0.177872570628 N/A DFE CORP US N 2 BANK OF NEW YORK MELLON WFLLPEPC7FZXENRZV188 -6000000.00000000 GBP 7495800.00000000 USD 2019-10-18 112794.51000000 N N N Aegon NV O4QK7KMMK83ITNTHUG69 000000000 70057.00000000 NS 291342.84000000 0.459436366937 Long EC CORP NL N 2 N N N Victrex PLC 213800UYNPHAUNHPXL67 000000000 -8836.00000000 NS -234553.43000000 -0.36988166838 Short EC CORP GB N 2 N N N DECKERS OUTDOOR CORP 5493008LG4W3I6K8J118 243537107 2400.00000000 NS USD 353664.00000000 0.557714420840 Long EC CORP US N 1 N N N Chubu Electric Power Co Inc 529900A76GOP0PGNHT63 000000000 21500.00000000 NS 311404.23000000 0.491072401436 Long EC CORP JP N 2 N N N Calbee Inc 529900CIHZID6O8LJH81 000000000 6600.00000000 NS 205797.38000000 0.324534492052 Long EC CORP JP N 2 N N N Inter Pipeline Ltd QQTTPMZD0WKQL0H5S472 45833V109 -11000.00000000 NS -193040.72000000 -0.30441773364 Short EC CORP CA N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 10700.00000000 NS 337512.17000000 0.532243610936 Long EC CORP CA N 1 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 -19600.00000000 NS -284195.19000000 -0.44816479991 Short EC CORP CA N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 5583.00000000 NS USD 330457.77000000 0.521119095547 Long EC CORP US N 1 N N N Kintetsu Group Holdings Co Ltd N/A 000000000 -5200.00000000 NS -271581.91000000 -0.42827414621 Short EC CORP JP N 2 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 2938.00000000 NS USD 247320.84000000 0.390015379123 Long EC CORP US N 1 N N N LendingTree Inc 549300ISY5YHUJZTON08 52603B107 -501.00000000 NS USD -155525.43000000 -0.24525757532 Short EC CORP US N 1 N N N Sony Financial Holdings Inc 353800O7BDSU41WOZA60 000000000 -9600.00000000 NS -209094.07000000 -0.32973324441 Short EC CORP JP N 2 N N N Tokyo Steel Manufacturing Co L N/A 000000000 29000.00000000 NS 223354.13000000 0.352220806345 Long EC CORP JP N 2 N N N ASM International NV 7245001I22ND6ZFHX623 000000000 4156.00000000 NS 383397.75000000 0.604603392182 Long EC CORP NL N 2 N N N International Game Technology 549300UQ6KHRCZDRGZ76 000000000 -17700.00000000 NS USD -251517.00000000 -0.39663256081 Short EC CORP US N 1 N N N Continental AG 529900A7YD9C0LLXM621 000000000 -2200.00000000 NS -282423.01000000 -0.44537014073 Short EC CORP DE N 2 N N N Cactus Inc 549300J3T8C9F8QFKV08 127203107 -5007.00000000 NS USD -144902.58000000 -0.22850575258 Short EC CORP US N 1 N N N GrubHub Inc 529900CR2K1AJ5W4RR39 400110102 -3682.00000000 NS USD -206965.22000000 -0.32637613046 Short EC CORP US N 1 N N N Independent Bank Group Inc N/A 45384B106 -2945.00000000 NS USD -154936.45000000 -0.24432877668 Short EC CORP US N 1 N N N Mitsui High-Tec Inc N/A 000000000 -10700.00000000 NS -169658.68000000 -0.26754516280 Short EC CORP JP N 2 N N N IFF BZLRL03D3GPGMOGFO832 459506101 -2209.00000000 NS USD -271022.21000000 -0.42739152100 Short EC CORP US N 1 N N N Tetra Tech Inc 549300UJ1LP7JGJC5P32 88162G103 3526.00000000 NS USD 305915.76000000 0.482417296966 Long EC CORP US N 1 N N N Spectris PLC 213800Z4CO2CZO3M3T10 000000000 -6038.00000000 NS -181633.82000000 -0.28642949445 Short EC CORP GB N 2 N N N Sharp Corp/Japan 353800YEPK9PD7QO3449 000000000 -14300.00000000 NS -159636.70000000 -0.25174088876 Short EC CORP JP N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 1466399.15000000 NS 214074.43000000 0.337587079103 Long EC CORP DK N 2 N N N Agnico Eagle Mines Ltd YGE0EUBRF7IJOB3QRX76 008474108 -5400.00000000 NS -289391.25000000 -0.45635878514 Short EC CORP CA N 1 N N N Manhattan Associates Inc 529900Q1GJP7KD52SW51 562750109 3379.00000000 NS USD 272583.93000000 0.429854292917 Long EC CORP US N 1 N N N Disco Corp N/A 000000000 -1200.00000000 NS -229627.11000000 -0.36211305267 Short EC CORP JP N 2 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 -1673.00020000 NS -241342.27000000 -0.38058740594 Short EC CORP FR N 2 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 -2400.00000000 NS USD -311544.00000000 -0.49129281330 Short EC CORP US N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 -2503.00000000 NS USD -250425.15000000 -0.39491075567 Short EC CORP US N 1 N N N WESCO International Inc 529900TXOGREY3WNJ434 95082P105 4408.00000000 NS USD 210570.16000000 0.332060981130 Long EC CORP US N 1 N N N DNB ASA 5967007LIEEXZX78M803 000000000 12200.00000000 NS 215393.21000000 0.339666744051 Long EC CORP NO N 2 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 -2651.00000000 NS USD -211072.62000000 -0.33285334107 Short EC CORP US N 1 N N N Restaurant Group PLC/The 213800V4LJ2FXMQKKA46 000000000 -95721.00000000 NS -167507.30000000 -0.26415251992 Short EC CORP GB N 2 N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 000000000 -1800.00000000 NS -193944.42000000 -0.30584283352 Short EC CORP JP N 2 N N N Masmovil Ibercom SA 959800YH56PYMFN7VV80 000000000 -8836.00000000 NS -179655.23000000 -0.28330933470 Short EC CORP ES N 2 N N N John Wood Group PLC 549300PLYY6I10B6S323 000000000 -29500.00000000 NS -137428.50000000 -0.21671941810 Short EC CORP GB N 2 N N N Izumi Co Ltd N/A 000000000 4100.00000000 NS 161181.07000000 0.254176300402 Long EC CORP JP N 2 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 -2062.00000000 NS USD -140587.16000000 -0.22170050250 Short EC CORP US N 1 N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222401 6600.00000000 NS 351807.37000000 0.554786587289 Long EC CORP CA N 1 N N N Bovis Homes Group PLC 2138001KOWN7CG9SLK53 000000000 16319.00000000 NS 223521.71000000 0.352485073510 Long EC CORP GB N 2 N N N PSP Swiss Property AG 50670042Y437P8X44F56 000000000 1800.00000000 NS 228506.50000000 0.360345894141 Long EC CORP CH N 2 N N N J Sainsbury PLC 213800VGZAAJIKJ9Y484 000000000 -85413.00000000 NS -230827.67000000 -0.36400628926 Short EC CORP GB N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 489171.84000000 NS 306319.41000000 0.483053837372 Long EC CORP NZ N 2 N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485205 -9830.00000000 NS USD -162489.90000000 -0.25624027458 Short EC CORP US N 1 N N N CIE Automotive SA 95980020140005381252 000000000 11901.00000000 NS 298657.05000000 0.470970592626 Long EC CORP ES N 2 N N N James Hardie Industries PLC 635400NSGXKTVOO7JU45 000000000 -13254.00000000 NS -222591.31000000 -0.35101786877 Short EC CORP IE N 2 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 -7853.99952600 NS -324434.55000000 -0.51162071105 Short EC CORP ES N 2 N N N Catalent Inc N/A 148806102 -4300.00000000 NS USD -204938.00000000 -0.32317928309 Short EC CORP US N 1 N N N Japan Airport Terminal Co Ltd 353800W9WEQSGUY2EO26 000000000 -7000.00000000 NS -304875.39000000 -0.48077667379 Short EC CORP JP N 2 N N N Western Midstream Partners LP N/A 958669103 -5891.00000000 NS USD -146626.99000000 -0.23122508032 Short EC CORP US N 1 N N N GMO Payment Gateway Inc 353800Q6U21E2PM83F86 000000000 -2900.00000000 NS -193795.39000000 -0.30560781899 Short EC CORP JP N 2 N N N InterXion Holding NV 724500JX3LUPNMOBTY38 000000000 -3742.00000000 NS USD -304823.32000000 -0.48069456142 Short EC CORP NL N 1 N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 53223X107 2792.00000000 NS USD 294304.72000000 0.464107136902 Long EC CORP US N 1 N N N Sika AG 549300R3N69ECGYPU434 000000000 -2062.00000000 NS -301811.53000000 -0.47594508532 Short EC CORP CH N 2 N N N Otsuka Corp 529900RG9DJ58J3UIE72 000000000 5000.00000000 NS 200358.78000000 0.315958030639 Long EC CORP JP N 2 N N N DCC PLC 213800UPS1QEE4TD3T45 000000000 -2209.00000000 NS -192665.49000000 -0.30382601048 Short EC CORP IE N 2 N N N Asahi Intecc Co Ltd N/A 000000000 -12100.00000000 NS -320196.09000000 -0.50493682390 Short EC CORP JP N 2 N N N Spin Master Corp N/A 848510103 -5900.00000000 NS -180270.97000000 -0.28428033282 Short EC CORP CA N 1 N N N Financial Products Group Co Lt N/A 000000000 17600.00000000 NS 176709.62000000 0.278664221903 Long EC CORP JP N 2 N N N Babcock International Group PL 213800TSKOLX4EU6L377 000000000 -26507.00000000 NS -182051.08000000 -0.28708749730 Short EC CORP GB N 2 N N N Kandenko Co Ltd 35380080NSN7GCYZ3X14 000000000 32000.00000000 NS 286092.03000000 0.451156043076 Long EC CORP JP N 2 N N N Proofpoint Inc 529900C5FODDK0WSR085 743424103 1910.00000000 NS USD 246485.50000000 0.388698080319 Long EC CORP US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 3854.00000000 NS USD 328514.96000000 0.518055359476 Long EC CORP US N 1 N N N Delivery Hero SE 529900C3EX1FZGE48X78 000000000 -5301.00000000 NS -235481.07000000 -0.37134452071 Short EC CORP DE N 2 N N N Fortis Inc/Canada 549300MQYQ9Y065XPR71 349553107 -5200.00000000 NS -219837.72000000 -0.34667556406 Short EC CORP CA N 1 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 -2735.00000000 NS -127861.48000000 -0.20163259835 Short EC CORP DE N 2 N N N Innogy SE 52990099A8H045CKYJ64 000000000 -6367.00000000 NS -309887.23000000 -0.48868015123 Short EC CORP DE N 2 N N N Porsche Automobil Holding SE 52990053Z17ZYM1KFV27 000000000 5534.00000000 NS 360021.48000000 0.567739920400 Long EP CORP DE N 2 N N N Aeon Co Ltd 5299009MXFL34SA71416 000000000 -15400.00000000 NS -283258.93000000 -0.44668835418 Short EC CORP JP N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -41000.00000000 NS -307131.04000000 -0.48433374642 Short EC CORP DE N 2 N N N Ultra Clean Holdings Inc 5493007L6LS7QX18PE75 90385V107 -10000.00000000 NS USD -146350.00000000 -0.23078827782 Short EC CORP US N 1 N N N Brookfield Asset Management In C6J3FGIWG6MBDGTE8F80 112585104 -4000.00000000 NS USD -212360.00000000 -0.33488348944 Short EC CORP CA N 1 N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 12500.00000000 NS 189238.85000000 0.298422332010 Long EC CORP JP N 2 N N N Masimo Corp 549300Q4A8JK0PIYCU29 574795100 1910.00000000 NS USD 284188.90000000 0.448154880827 Long EC CORP US N 1 N N N SMC Corp/Japan N/A 000000000 -670.00000000 NS -288269.05000000 -0.45458911924 Short EC CORP JP N 2 N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385101 15350.00000000 NS 408414.16000000 0.644053301177 Long EC CORP CA N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 -8247.00000000 NS USD -253017.96000000 -0.39899951655 Short EC CORP US N 1 N N N Stars Group Inc/The 54930026VVWZTYC29T51 85570W100 -12800.00000000 NS -191586.97000000 -0.30212522624 Short EC CORP CA N 1 N N N Tele2 AB 213800EKD193RVI9HL76 000000000 -19779.00000000 NS -294149.09000000 -0.46386171442 Short EC CORP SE N 2 N N N Nexi SpA 5493000P70CQRQG8SN85 000000000 -20322.00000000 NS -207357.75000000 -0.32699513506 Short EC CORP IT N 2 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 -2209.00000000 NS -259282.15000000 -0.40887790140 Short EC CORP IE N 2 N N N LINE Corp 353800SE9WIPQJH4RB92 000000000 -4600.00000000 NS -164713.04000000 -0.25974608020 Short EC CORP JP N 2 N N N Washington Real Estate Investm 549300DI34BGS8LVKW95 939653101 -5891.00000000 NS USD -161177.76000000 -0.25417108066 Short EC CORP US N 1 N N N Iida Group Holdings Co Ltd 35380051BV8PV1I4S949 000000000 -9500.00000000 NS -155462.87000000 -0.24515892062 Short EC CORP JP N 2 N N N Hexagon AB 549300WJFW6ILNI4TA80 000000000 -5800.00000000 NS -280257.70000000 -0.44195553079 Short EC CORP SE N 2 N N N Lundin Petroleum AB 549300IULC8F8IGXKI15 000000000 10872.00000000 NS 325233.51000000 0.512880640007 Long EC CORP SE N 2 N N N Entertainment One Ltd 549300PPR3DPKV153240 29382B102 -29453.00000000 NS -204956.53000000 -0.32320850419 Short EC CORP CA N 2 N N N JD Sports Fashion PLC 213800HROV6Y9MUU8375 000000000 33000.00000000 NS 304870.09000000 0.480768315904 Long EC CORP GB N 2 N N N Hain Celestial Group Inc/The 5493000S8QXWHLIXDP75 405217100 -7363.00000000 NS USD -158120.43000000 -0.24934978974 Short EC CORP US N 1 N N N First Financial Bankshares Inc 549300XN3GTGOENGNV49 32020R109 -5891.00000000 NS USD -196347.03000000 -0.30963165637 Short EC CORP US N 1 N N N AerCap Holdings NV 549300SZYINBBLJQU475 000000000 3500.00000000 NS USD 191625.00000000 0.302185198079 Long EC CORP IE N 1 N N N Daimler AG 529900R27DL06UVNT076 000000000 -5653.00000000 NS -280789.38000000 -0.44279396954 Short EC CORP DE N 2 N N N 8x8 Inc 254900XWSOC5U1BRW939 282914100 -7216.00000000 NS USD -149515.52000000 -0.23578018018 Short EC CORP US N 1 N N N Spirent Communications PLC 213800HKCUNWP1916L38 000000000 73462.00000000 NS 179499.40000000 0.283063596838 Long EC CORP GB N 2 N N N ASX Ltd N/A 000000000 -4600.00000000 NS -252096.87000000 -0.39754699332 Short EC CORP AU N 2 N N N Shaftesbury PLC 213800N7LHKFNTDKAT98 000000000 -15904.00000000 NS -177651.83000000 -0.28015005055 Short EC CORP GB N 2 N N N Eldorado Resorts Inc 5299000BKFWWVND5L441 28470R102 -4565.00000000 NS USD -182006.55000000 -0.28701727521 Short EC CORP US N 1 N N N CNH Industrial NV 549300WGC2HZ5J67V817 000000000 -20500.00000000 NS -209043.96000000 -0.32965422288 Short EC CORP GB N 2 N N N IMAX Corp 5493002KS2T1Q0X7VZ21 45245E109 12929.00000000 NS USD 283791.55000000 0.447528275277 Long EC CORP CA N 1 N N N Ingevity Corp 5493009UTFC4B5IMGF87 45688C107 -2062.00000000 NS USD -174940.08000000 -0.27587372590 Short EC CORP US N 1 N N N Agree Realty Corp N/A 008492100 -2651.00000000 NS USD -193920.65000000 -0.30580534915 Short EC CORP US N 1 N N N Sanwa Holdings Corp 5299003X6BCA4ROO5A70 000000000 18400.00000000 NS 207136.74000000 0.326646610862 Long EC CORP JP N 2 N N N Cargojet Inc 549300C4GBBANCBT3K72 14179V503 -3500.00000000 NS -248647.02000000 -0.39210671358 Short EC CORP CA N 1 N N N Dip Corp N/A 000000000 8200.00000000 NS 199164.08000000 0.314074035042 Long EC CORP JP N 2 N N N Brother Industries Ltd 549300O5FACQ67KI6R92 114813108 20400.00000000 NS 372314.39000000 0.587125363026 Long EC CORP JP N 2 N N N Anima Holding SpA 549300T1EREIRH8ICX03 000000000 -41234.00000000 NS -157329.54000000 -0.24810258686 Short EC CORP IT N 2 N N N BJ's Restaurants Inc 5299000EOW66I1OJNQ23 09180C106 3673.00000000 NS USD 142659.32000000 0.224968218510 Long EC CORP US N 1 N N N Aqua America Inc 549300ILTEOF3E3QY357 03836W103 -6500.00000000 NS USD -291395.00000000 -0.45951862123 Short EC CORP US N 1 N N N Suntory Beverage & Food Ltd 549300FONLMVK7YYYH41 000000000 7200.00000000 NS 307941.73000000 0.485612173134 Long EC CORP JP N 2 N N N Greggs PLC 213800I71QMUFJ64IW20 000000000 7500.00000000 NS 192791.32000000 0.304024439515 Long EC CORP GB N 2 N N N TKH Group NV 7245008G22FOV7TYYJ34 000000000 -2798.00000000 NS -139577.78000000 -0.22010874936 Short EC CORP NL N 2 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 -1400.00000000 NS USD -295876.00000000 -0.46658498456 Short EC CORP US N 1 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 20929773.54000000 NS USD 20929773.54000000 33.00544168528 Long EC CORP US N 2 N N N Symrise AG 529900D82I6R9601CF26 000000000 -3093.00000000 NS -300603.11000000 -0.47403945382 Short EC CORP DE N 2 N N N Incitec Pivot Ltd 254900UW2F3BKV6Z9V18 000000000 124885.00000000 NS 286166.41000000 0.451273337453 Long EC CORP AU N 2 N N N Penske Automotive Group Inc 549300W7UTQ0M4C7LB15 70959W103 -4123.00000000 NS USD -194935.44000000 -0.30740563365 Short EC CORP US N 1 N N N Nexstar Media Group Inc 52990083ZRR5UT591988 65336K103 2204.00000000 NS USD 225491.24000000 0.355590945986 Long EC CORP US N 1 N N N Ontex Group NV 549300AQESC6JJOPW253 000000000 -7545.00000000 NS -135851.18000000 -0.21423204559 Short EC CORP BE N 2 N N N Northland Power Inc 549300IT8CIDW8V5KX72 666511100 14400.00000000 NS 276293.92000000 0.435704803357 Long EC CORP CA N 1 N N N Next PLC 213800WQD8ECPZP9PH98 000000000 4763.00000000 NS 362285.56000000 0.571310286809 Long EC CORP GB N 2 N N N Wolters Kluwer NV 724500TEM53I0U077B74 000000000 3600.00000000 NS 262932.05000000 0.414633652241 Long EC CORP NL N 2 N N N Evolution Gaming Group AB 549300SUH6ZR1RF6TA88 000000000 13208.00000000 NS 260134.71000000 0.410222355479 Long EC CORP SE N 2 N N N Keio Corp N/A 000000000 -2800.00000000 NS -174859.60000000 -0.27574681206 Short EC CORP JP N 2 N N N Nomura Real Estate Master Fund 353800TNNZOQ1CPZE086 000000000 -166.00000000 NS -299733.72000000 -0.47266845948 Short EC CORP JP N 2 N N N nLight Inc N/A 65487K100 -9130.00000000 NS USD -142975.80000000 -0.22546729520 Short EC CORP US N 1 N N N Vesuvius PLC 213800ORZ521W585SY02 000000000 32323.00000000 NS 180983.93000000 0.285404643111 Long EC CORP GB N 2 N N N Insperity Inc 5299000Q0KW7HY5DB751 45778Q107 3232.00000000 NS USD 318739.84000000 0.502640374096 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 -2651.00000000 NS USD -238351.41000000 -0.37587093564 Short EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 -2356.00000000 NS USD -292685.88000000 -0.46155428896 Short EC CORP US N 1 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 7346.00000000 NS USD 218910.80000000 0.345213847147 Long EC CORP US N 1 N N N Chr Hansen Holding A/S 549300MKPW8ZF3E8MW37 000000000 -2600.00000000 NS -220746.51000000 -0.34810869067 Short EC CORP DK N 2 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 -4800.00000000 NS USD -286272.00000000 -0.45143984879 Short EC CORP US N 1 N N N Sonic Healthcare Ltd 549300NQQ5L2NONWR862 000000000 -11781.00000000 NS -223583.09000000 -0.35258186739 Short EC CORP AU N 2 N N N Coca-Cola Bottlers Japan Holdi 353800XN1G90665VTQ16 000000000 -11500.00000000 NS -259315.76000000 -0.40893090306 Short EC CORP JP N 2 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 -15816.00000000 NS -284308.69000000 -0.44834378501 Short EC CORP DE N 2 N N N Zalando SE 529900YRFFGH5AXU4S86 000000000 -5700.00000000 NS -260144.01000000 -0.41023702121 Short EC CORP DE N 2 N N N Shiseido Co Ltd 5299008QCD0YDT5OF506 000000000 -3600.00000000 NS -287607.93000000 -0.45354655862 Short EC CORP JP N 2 N N N TOTO Ltd N/A 000000000 -4900.00000000 NS -184692.41000000 -0.29125277233 Short EC CORP JP N 2 N N N Knorr-Bremse AG 5299001GRRO0Z25YZT52 000000000 -2062.00000000 NS -193823.76000000 -0.30565255738 Short EC CORP DE N 2 N N N Great Lakes Dredge & Dock Corp 549300H65E3MZ1CX0P05 390607109 15721.00000000 NS USD 164284.45000000 0.259070210382 Long EC CORP US N 1 N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 000000000 74350.00000000 NS 364619.78000000 0.574991261281 Long EC CORP GB N 2 N N N Keihan Holdings Co Ltd 353800ADZSZ9AD39RL13 000000000 -4400.00000000 NS -196312.73000000 -0.30957756660 Short EC CORP JP N 2 N N N SNC-Lavalin Group Inc UL01OYG5OMLM5G6CFM03 78460T105 -9000.00000000 NS -126761.52000000 -0.19989800407 Short EC CORP CA N 1 N N N Balfour Beatty PLC CT4UIJ3TUKGYYHMENQ17 000000000 -84803.00000000 NS -231473.72000000 -0.36502508507 Short EC CORP GB N 2 N N N DMG Mori Co Ltd 353800P4I3FIXTQV2E13 000000000 21500.00000000 NS 307829.02000000 0.485434433833 Long EC CORP JP N 2 N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 74022D308 106200.00000000 NS 121843.23000000 0.192142051361 Long EC CORP CA N 1 N N N Aristocrat Leisure Ltd 529900TE2HO3OZKYKC27 000000000 13223.00000000 NS 274194.60000000 0.432394257081 Long EC CORP AU N 2 N N N Warrior Met Coal Inc 549300152B1S9YKBYV79 93627C101 6758.00000000 NS USD 131916.16000000 0.208026671569 Long EC CORP US N 1 N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376100 3379.00000000 NS USD 326141.08000000 0.514311842722 Long EC CORP US N 1 N N N GRENKE AG 529900BHRYZ464GFD289 000000000 -1600.00000000 NS -131874.63000000 -0.20796118036 Short EC CORP DE N 2 N N N BBVA K8MS7FD7N5Z2WQ51AZ71 000000000 73437.00000000 NS 383144.04000000 0.604203301345 Long EC CORP ES N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 1094213.25000000 NS 120274.27000000 0.189667862250 Long EC CORP NO N 2 N N N adidas AG 549300JSX0Z4CW0V5023 000000000 1225.00000000 NS 381247.54000000 0.601212594349 Long EC CORP DE N 2 N N N Bellway PLC 213800CY4L3HST4FGZ98 000000000 10214.00000000 NS 420203.99000000 0.662645406141 Long EC CORP GB N 2 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 3967.00000000 NS USD 226039.66000000 0.356455783070 Long EC CORP US N 1 N N N London Stock Exchange Group PL 213800QAUUUP6I445N30 000000000 -3700.00000000 NS -332282.88000000 -0.52399722328 Short EC CORP GB N 2 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 -4093.00000000 NS USD -258104.58000000 -0.40702091915 Short EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 1650.00000000 NS 409533.10000000 0.645817826189 Long EC CORP NL N 2 N N N Imperial Oil Ltd 549300MO45LTBPAU4Z27 453038408 13760.00000000 NS 358319.81000000 0.565056452762 Long EC CORP CA N 1 N N N WP Carey Inc 54930042CRNE713E3Q67 92936U109 -3240.00000000 NS USD -289980.00000000 -0.45728722107 Short EC CORP US N 1 N N N Dropbox Inc 549300JCDF7UAR6TJR51 26210C104 9550.00000000 NS USD 192623.50000000 0.303759793880 Long EC CORP US N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 2645.00000000 NS USD 258733.90000000 0.408013332401 Long EC CORP US N 1 N N N Modern Times Group MTG AB 549300E8NDODRSX29339 000000000 -16302.00000000 NS -135172.61000000 -0.21316196700 Short EC CORP SE N 2 N N N Groupon Inc 5299005W5W1R5POQJL03 399473107 -63323.00000000 NS USD -168439.18000000 -0.26562205856 Short EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 -9719.00000000 NS USD -281753.81000000 -0.44431483827 Short EC CORP US N 1 N N N 2019-11-13 Legg Mason Global Asset Management Trust Richard F. Sennett Richard F. Sennett Principal Financial Officer