NPORT-P false 0001474103 XXXXXXXX S000051512 C000162172 C000162174 C000162178 C000162177 Legg Mason Global Asset Management Trust 811-22338 0001474103 549300BI5I8NVF50DG69 620 Eighth Avenue 47thFloor New York 10018 1-877-721-1926 Franklin Global Market Neutral Fund S000051512 54930086R3GNRL716522 2022-09-30 2021-12-31 N 142481466.46 69882908.78 72598557.68 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 19212.57000000 N Nagawa Co Ltd N/A 000000000 -2000.00000000 NS -198229.78000000 -0.27304919868 Short EC CORP JP N 2 N N N Embracer Group AB 549300RFXXKT652HB549 000000000 -18300.00000000 NS -193902.69000000 -0.26708890120 Short EC CORP SE N 2 N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 000000000 12300.00000000 NS 221082.81000000 0.304527826812 Long EC CORP JP N 2 N N N Takara Holdings Inc 3538001CXSU150WNEY98 000000000 18700.00000000 NS 198515.47000000 0.273442718896 Long EC CORP JP N 2 N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 -13936.00000000 NS -264144.93000000 -0.36384322008 Short EC CORP NL N 2 N N N PulteGroup Inc N/A 745867101 7100.00000000 NS USD 405836.00000000 0.559013860562 Long EC CORP US N 1 N N N Charles River Laboratories Int 549300BSQ0R4UZ5KX287 159864107 -675.00000000 NS USD -254326.50000000 -0.35031894314 Short EC CORP US N 1 N N N Cint Group AB 549300KSY3P5G8XC0A34 000000000 -13400.00000000 NS -213811.16000000 -0.29451158099 Short EC CORP SE N 2 N N N First Financial Bankshares Inc 549300XN3GTGOENGNV49 32020R109 -3550.00000000 NS USD -180482.00000000 -0.24860273505 Short EC CORP US N 1 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 -1500.00000000 NS USD -301980.00000000 -0.41595867693 Short EC CORP US N 1 N N N JSR Corp 353800TL8FC0AWR22506 000000000 -6200.00000000 NS -235834.22000000 -0.32484697704 Short EC CORP JP N 2 N N N Plus500 Ltd 549300X8NGW9C5OJZU13 000000000 17000.00000000 NS 312707.38000000 0.430734976000 Long EC CORP IL N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 8889436.99000000 NS 1009411.97000000 1.390402236982 Long EC CORP NO N 2 N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 550.00000000 NS USD 101150.50000000 0.139328525569 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 -1200.00000000 NS USD -252012.00000000 -0.34713086327 Short EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 5800.00000000 NS USD 275442.00000000 0.379404231712 Long EC CORP US N 1 N N N Vroom Inc N/A 92918V109 -3200.00000000 NS USD -34528.00000000 -0.04756017351 Short EC CORP US N 1 N N N Neoen SA 969500C0AIAGQWZGJO13 000000000 -2300.00000000 NS -99818.95000000 -0.13749439822 Short EC CORP FR N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 28669718.01000000 NS 3172762.67000000 4.370283338113 Long EC CORP SE N 2 N N N Trainline PLC 213800HO26VXTFJ4MO71 000000000 -52500.00000000 NS -197720.18000000 -0.27234725636 Short EC CORP GB N 2 N N N Cosmo Energy Holdings Co Ltd 353800Y4GZ7KR5X7L150 000000000 16900.00000000 NS 330296.21000000 0.454962495888 Long EC CORP JP N 2 N N N Evraz PLC 5493005B7DAN39RXLK23 000000000 31800.00000000 NS 259567.24000000 0.357537736691 Long EC CORP GB N 2 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 -1800.00000000 NS -232034.26000000 -0.31961276837 Short EC CORP IE N 2 N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 15400.00000000 NS 247447.65000000 0.340843754900 Long EC CORP JP N 2 N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 -2200.00000000 NS -299837.94000000 -0.41300812245 Short EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 500.00000000 NS USD 315760.00000000 0.434939770280 Long EC CORP US N 1 N N N Radware Ltd N/A 000000000 7800.00000000 NS USD 324792.00000000 0.447380788791 Long EC CORP IL N 1 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000000000 4900.00000000 NS 315397.32000000 0.434440201126 Long EC CORP DE N 2 N N N SSAB AB 529900329VS14ZIML164 000000000 75300.00000000 NS 377577.45000000 0.520089464675 Long EC CORP SE N 2 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 -21600.00000000 NS -311655.52000000 -0.42928610424 Short EC CORP GB N 2 N N N Forbo Holding AG 506700HR073894C16243 000000000 125.00000000 NS 255559.91000000 0.352017888738 Long EC CORP CH N 2 N N N Koninklijke Vopak NV 724500UL634GFV1KYF10 000000000 -4900.00000000 NS -171800.25000000 -0.23664416414 Short EC CORP NL N 2 N N N OCI NV 549300NCMRGIBJYUOE57 000000000 8000.00000000 NS 208701.70000000 0.287473617478 Long EC CORP NL N 2 N N N Daifuku Co Ltd N/A 000000000 -2700.00000000 NS -220668.76000000 -0.30395749867 Short EC CORP JP N 2 N N N Kesko Oyj 743700OX6HSVMCAHPB95 000000000 9000.00000000 NS 298559.15000000 0.411246668723 Long EC CORP FI N 2 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 3000.00000000 NS USD 334560.00000000 0.460835601548 Long EC CORP US N 1 N N N Rackspace Technology Inc N/A 750102105 -9700.00000000 NS USD -130659.00000000 -0.17997464987 Short EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 4400.00000000 NS USD 311432.00000000 0.428978219336 Long EC CORP US N 1 N N N ManpowerGroup Inc ERO1WSFOSR0JJ6CRQ987 56418H100 2700.00000000 NS USD 262791.00000000 0.361978265681 Long EC CORP US N 1 N N N CompuGroup Medical SE & Co Kga 529900CUXZGOCJZR7O57 000000000 -2450.00000000 NS -198244.75000000 -0.27306981892 Short EC CORP DE N 2 N N N Adyen NV 724500973ODKK3IFQ447 000000000 91.00000000 NS 238076.38000000 0.327935413055 Long EC CORP NL N 2 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 8500.00000000 NS 212676.39000000 0.292948505860 Long EC CORP CA N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 -3600.00000000 NS USD -263592.00000000 -0.36308159338 Short EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 -8200.00000000 NS USD -280030.00000000 -0.38572391649 Short EC CORP US N 1 N N N Intrum AB 549300UNCO2FCUWXX470 000000000 6400.00000000 NS 165273.22000000 0.227653586078 Long EC CORP SE N 2 N N N Kinnevik AB 2138006PZH76JOS6MN27 000000000 -5200.00000000 NS -183954.77000000 -0.25338625983 Short EC CORP SE N 2 N N N IFF BZLRL03D3GPGMOGFO832 459506101 -2100.00000000 NS USD -316365.00000000 -0.43577312016 Short EC CORP US N 1 N N N Kusuri no Aoki Holdings Co Ltd N/A 000000000 -2600.00000000 NS -164431.51000000 -0.22649418288 Short EC CORP JP N 2 N N N Olin Corp 549300GKK294V7W57P06 680665205 4200.00000000 NS USD 241584.00000000 0.332766941548 Long EC CORP US N 1 N N N Remy Cointreau SA 5493004V6A3Z027YT216 000000000 900.00000000 NS 219077.31000000 0.301765375237 Long EC CORP FR N 2 N N N Swatch Group AG/The 529900NTES2LEON1JZ55 000000000 910.00000000 NS 277227.43000000 0.381863550543 Long EC CORP CH N 2 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 -680.00000000 NS USD -258699.20000000 -0.35634206555 Short EC CORP US N 1 N N N Nordic Entertainment Group AB 5493006E0IJD0DHJSR89 000000000 -4000.00000000 NS -207551.29000000 -0.28588899922 Short EC CORP SE N 2 N N N Shop Apotheke Europe NV 529900JK6UXHY1YKZ082 000000000 -1400.00000000 NS -180524.22000000 -0.24866089047 Short EC CORP NL N 2 N N N TransUnion 549300ZS772LUNUMRB03 89400J107 -2200.00000000 NS USD -260876.00000000 -0.35934047223 Short EC CORP US N 1 N N N Salmar ASA 5967007LIEEXZXGDBK67 000000000 -3100.00000000 NS -213828.18000000 -0.29453502498 Short EC CORP NO N 2 N N N Baloise Holding AG 529900G5XKBZN48T6283 000000000 1400.00000000 NS 228569.38000000 0.314840111572 Long EC CORP CH N 2 N N N Shaftesbury PLC 213800N7LHKFNTDKAT98 000000000 -30000.00000000 NS -249808.39000000 -0.34409552749 Short EC CORP GB N 2 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 -3600.00000000 NS USD -314856.00000000 -0.43369456647 Short EC CORP US N 1 N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 -6300.00000000 NS -276929.12000000 -0.38145264706 Short EC CORP JP N 2 N N N Prudential PLC 5493001Z3ZE83NGK8Y12 000000000 -15600.00000000 NS -269007.33000000 -0.37054087380 Short EC CORP GB N 2 N N N Yamato Holdings Co Ltd N/A 000000000 11800.00000000 NS 276716.93000000 0.381160368529 Long EC CORP JP N 2 N N N CSR Ltd 549300TOGR54OMW2T093 000000000 57600.00000000 NS 246803.26000000 0.339956147734 Long EC CORP AU N 2 N N N JAC Recruitment Co Ltd N/A 000000000 13300.00000000 NS 240981.09000000 0.331936470504 Long EC CORP JP N 2 N N N Dunelm Group PLC 213800WCOWEI3T5DUV19 000000000 12700.00000000 NS 236980.11000000 0.326425369281 Long EC CORP GB N 2 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911877 -11600.00000000 NS -193768.92000000 -0.26690464134 Short EC CORP CA N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 2400.00000000 NS USD 375336.00000000 0.517002006643 Long EC CORP US N 1 N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 5100.00000000 NS 343365.03000000 0.472963982994 Long EC CORP FR N 2 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 -3500.00000000 NS USD -365610.00000000 -0.50360504627 Short EC CORP US N 1 N N N C&C Group PLC 635400LNUHA2LDXXV850 000000000 -58000.00000000 NS -181896.77000000 -0.25055149277 Short EC CORP IE N 2 N N N Basic-Fit NV 724500HUXGTQC07CAZ61 000000000 -4900.00000000 NS -233391.39000000 -0.32148213057 Short EC CORP NL N 2 N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 000000000 4700.00000000 NS 343395.43000000 0.473005857104 Long EC CORP AU N 2 N N N Gibson Energy Inc 549300WYW5D9I3FR0643 374825206 -12100.00000000 NS -214460.65000000 -0.29540621308 Short EC CORP CA N 1 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 000000000 -8000.00000000 NS -204826.63000000 -0.28213594945 Short EC CORP DE N 2 N N N FANUC Corp 529900QTSW745LOKW705 000000000 1100.00000000 NS 233184.41000000 0.321197028497 Long EC CORP JP N 2 N N N BellRing Brands Inc N/A 079823100 8000.00000000 NS USD 228240.00000000 0.314386411099 Long EC CORP US N 1 N N N Canadian Tire Corp Ltd 549300RLHDA7VQYMUB14 136681202 1700.00000000 NS 243842.05000000 0.335877265048 Long EC CORP CA N 1 N N N Rightmove PLC 2138001JXGCFKBXYB828 000000000 38300.00000000 NS 411266.07000000 0.566493444419 Long EC CORP GB N 2 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 -4100.00000000 NS -276153.71000000 -0.38038456799 Short EC CORP ES N 2 N N N THG PLC 21380066N3SV9O8IDP37 000000000 -61200.00000000 NS -189928.50000000 -0.26161470154 Short EC CORP GB N 2 N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 000000000 5200.00000000 NS 396064.40000000 0.545554089029 Long EC CORP JP N 2 N N N Ocado Group PLC 213800LO8F61YB8MBC74 000000000 -11900.00000000 NS -269996.05000000 -0.37190277414 Short EC CORP GB N 2 N N N Biffa PLC 2138008RB4WDK7HYYS91 000000000 -44000.00000000 NS -213034.56000000 -0.29344186276 Short EC CORP GB N 2 N N N Aena SME SA 959800R7QMXKF0NFMT29 000000000 -1500.00000000 NS -236936.38000000 -0.32636513392 Short EC CORP ES N 2 N N N Fresenius Medical Care AG & Co 549300CP8NY40UP89Q40 000000000 -4200.00000000 NS -272073.05000000 -0.37476371252 Short EC CORP DE N 2 N N N Royal Mail PLC 213800TCZZU84G8Z2M70 000000000 48500.00000000 NS 332700.21000000 0.458273856440 Long EC CORP GB N 2 N N N Japan Airport Terminal Co Ltd 353800W9WEQSGUY2EO26 000000000 -5400.00000000 NS -225360.46000000 -0.31042002376 Short EC CORP JP N 2 N N N Prosus NV 635400Z5LQ5F9OLVT688 000000000 -3100.00000000 NS -258581.19000000 -0.35617951411 Short EC CORP NL N 2 N N N Bechtle AG 529900HA2QT774RUXW59 000000000 -4000.00000000 NS -286734.53000000 -0.39495898976 Short EC CORP DE N 2 N N N CNH Industrial NV 549300WGC2HZ5J67V817 000000000 20600.00000000 NS 395637.97000000 0.544966708214 Long EC CORP GB N 2 N N N Balfour Beatty PLC CT4UIJ3TUKGYYHMENQ17 000000000 77800.00000000 NS 275237.85000000 0.379123027778 Long EC CORP GB N 2 N N N Sika AG 549300R3N69ECGYPU434 000000000 -700.00000000 NS -290566.93000000 -0.40023788252 Short EC CORP CH N 2 N N N Flughafen Zurich AG 529900PFO97GCN5SYB55 000000000 -1175.00000000 NS -211541.66000000 -0.29138548582 Short EC CORP CH N 2 N N N Keisei Electric Railway Co Ltd 529900VNP95IIHXPCY17 000000000 -6800.00000000 NS -183871.22000000 -0.25327117490 Short EC CORP JP N 2 N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 11200.00000000 NS 265208.92000000 0.365308800167 Long EC CORP JP N 2 N N N Radian Group Inc 54930005OUP720S5U385 750236101 15100.00000000 NS USD 319063.00000000 0.439489447443 Long EC CORP US N 1 N N N Finning International Inc 549300QLDCP11KB6XW55 318071404 10500.00000000 NS 264627.06000000 0.364507324190 Long EC CORP CA N 1 N N N MFE-MediaForEurope NV 213800DIFN7NR7B97A50 000000000 91500.00000000 NS 93286.70000000 0.128496629934 Long EC CORP IT N 1 N N N Gildan Activewear Inc 549300SB3IBI34M00Z45 375916103 7100.00000000 NS 301018.22000000 0.414633884776 Long EC CORP CA N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 -2000.00000000 NS -252818.59000000 -0.34824189085 Short EC CORP JP N 2 N N N Check Point Software Technolog 2549003ZVBH73EPNS513 000000000 3450.00000000 NS USD 402132.00000000 0.553911830827 Long EC CORP IL N 1 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 -1600.00000000 NS USD -374032.00000000 -0.51520582770 Short EC CORP US N 1 N N N Ono Pharmaceutical Co Ltd 529900G26L4NG4GFJZ86 000000000 8900.00000000 NS 220622.12000000 0.303893254976 Long EC CORP JP N 2 N N N Hexagon AB 549300WJFW6ILNI4TA80 000000000 -21100.00000000 NS -332189.01000000 -0.45756971021 Short EC CORP SE N 2 N N N Nidec Corp 353800IF171MZTNL6Y31 000000000 -2300.00000000 NS -270367.06000000 -0.37241381735 Short EC CORP JP N 2 N N N Fuji Kyuko Co Ltd 3538009MO4NURA3M7859 000000000 -4700.00000000 NS -166374.10000000 -0.22916997984 Short EC CORP JP N 2 N N N BHG Group AB 549300ZLCWL2QTO3HR86 000000000 -16400.00000000 NS -172447.15000000 -0.23753522867 Short EC CORP SE N 2 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 11600.00000000 NS USD 301368.00000000 0.415115684981 Long EC CORP US N 1 N N N Kintetsu Group Holdings Co Ltd N/A 000000000 -5200.00000000 NS -145372.04000000 -0.20024094781 Short EC CORP JP N 2 N N N Redrow PLC 2138008WJZBBA7EYEL28 000000000 24600.00000000 NS 232910.16000000 0.320819266171 Long EC CORP GB N 2 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 -2100.00000000 NS USD -287217.00000000 -0.39562356220 Short EC CORP US N 1 N N N PSP Swiss Property AG 50670042Y437P8X44F56 000000000 2300.00000000 NS 286314.42000000 0.394380314361 Long EC CORP CH N 2 N N N Allianz SE 529900K9B0N5BT694847 000000000 1300.00000000 NS 307345.29000000 0.423349030368 Long EC CORP DE N 2 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 -300.00000000 NS USD -274668.00000000 -0.37833809482 Short EC CORP US N 1 N N N SCREEN Holdings Co Ltd 353800ND89FTQ9XQ0R07 000000000 2900.00000000 NS 309504.50000000 0.426323207913 Long EC CORP JP N 2 N N N Sabre Corp 529900VKCYZW8GZ4WW58 78573M104 -23300.00000000 NS USD -200147.00000000 -0.27569005004 Short EC CORP US N 1 N N N Auckland International Airport 549300HFZIZDJWB7AK60 000000000 -42000.00000000 NS -221631.33000000 -0.30528337901 Short EC CORP NZ N 2 N N N Proximus SADP 549300CWRXC5EP004533 000000000 -10400.00000000 NS -202801.58000000 -0.27934656896 Short EC CORP BE N 2 N N N Dometic Group AB 549300STIPMK5VSA7Y59 000000000 -15600.00000000 NS -203837.28000000 -0.28077318133 Short EC CORP SE N 2 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 -6600.00000000 NS -266108.47000000 -0.36654787437 Short EC CORP DE N 2 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 -2900.00000000 NS USD -297250.00000000 -0.40944339598 Short EC CORP US N 1 N N N Parkland Corp 549300XHQS1JYWBNK868 70137W108 -7200.00000000 NS -197908.22000000 -0.27260626977 Short EC CORP CA N 1 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 -900.00000000 NS USD -273834.00000000 -0.37718931167 Short EC CORP US N 1 N N N Treasury Wine Estates Ltd 529900LVOPJGAX6ILK66 000000000 34000.00000000 NS 306522.70000000 0.422215963781 Long EC CORP AU N 2 N N N ams AG 5299001JPPT2QFTV5D76 000000000 -10400.00000000 NS -188134.37000000 -0.25914339900 Short EC CORP AT N 2 N N N Nu Skin Enterprises Inc 54930050DETB6CP71D38 67018T105 3200.00000000 NS USD 162400.00000000 0.223695904147 Long EC CORP US N 1 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 000000000 12200.00000000 NS 239264.90000000 0.329572525468 Long EC CORP SE N 2 N N N Performance Food Group Co 549300EUK8GR9IT1YK57 71377A103 -4250.00000000 NS USD -195032.50000000 -0.26864514424 Short EC CORP US N 1 N N N Kadokawa Corp N/A 000000000 -10600.00000000 NS -276215.70000000 -0.38046995536 Short EC CORP JP N 2 N N N New York Times Co/The 529900J1WEMMIW7BOH57 650111107 4700.00000000 NS USD 227010.00000000 0.312692162564 Long EC CORP US N 1 N N N METRO AG 5299006EQ03K3SSUYS12 000000000 25600.00000000 NS 268625.69000000 0.370015188433 Long EC CORP DE N 2 N N N Jones Lang LaSalle Inc 6SYKCME112RT8TQUO411 48020Q107 1600.00000000 NS USD 430944.00000000 0.593598569684 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 600.00000000 NS USD 453342.00000000 0.624450422277 Long EC CORP US N 1 N N N Schindler Holding AG 5299007DRLI319H7Q933 000000000 840.00000000 NS 224300.98000000 0.308960655924 Long EC CORP CH N 2 N N N Signify NV 549300072P3J1X8NZO35 000000000 5300.00000000 NS 244301.29000000 0.336509839598 Long EC CORP NL N 2 N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 015271109 -1100.00000000 NS USD -245256.00000000 -0.33782489327 Short EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 -2250.00000000 NS USD -348502.50000000 -0.48004052854 Short EC CORP US N 1 N N N Dye & Durham Ltd N/A 267488104 -6300.00000000 NS -223521.88000000 -0.30788749410 Short EC CORP CA N 1 N N N TriNet Group Inc 5299003FJVBETSFKE990 896288107 4300.00000000 NS USD 409618.00000000 0.564223330448 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 1300.00000000 NS 192756.88000000 0.265510619163 Long EC CORP JP N 2 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1900.00000000 NS USD 472283.00000000 0.650540472280 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 3500.00000000 NS USD 245770.00000000 0.338532896319 Long EC CORP US N 1 N N N JGC Holdings Corp 5493003WMGG79YLARU68 000000000 -20900.00000000 NS -174626.71000000 -0.24053743707 Short EC CORP JP N 2 N N N Pagegroup PLC 213800JK5ZEQW4AB8G71 000000000 28500.00000000 NS 244578.02000000 0.336891017970 Long EC CORP GB N 2 N N N Kraft Heinz Co/The N/A 500754106 -8200.00000000 NS USD -294380.00000000 -0.40549014940 Short EC CORP US N 1 N N N Wesfarmers Ltd 5493003L32ZX9557ST85 000000000 -4500.00000000 NS -194172.93000000 -0.26746114000 Short EC CORP AU N 2 N N N Credit Acceptance Corp N/A 225310101 450.00000000 NS USD 309456.00000000 0.426256402178 Long EC CORP US N 1 N N N Getlink SE 9695007ZEQ7M0OE74G82 000000000 -14100.00000000 NS -233911.57000000 -0.32219864619 Short EC CORP FR N 2 N N N IMMOFINANZ AG 5299000DUMZ99SBBX121 000000000 -7900.00000000 NS -202730.17000000 -0.27924820613 Short EC CORP AT N 2 N N N H.U. Group Holdings Inc N/A 000000000 6600.00000000 NS 167244.54000000 0.230368956828 Long EC CORP JP N 2 N N N BE Semiconductor Industries NV 7245007A1YFLI2GNYX06 000000000 4600.00000000 NS 389676.17000000 0.536754699339 Long EC CORP NL N 2 N N N Criteo SA 969500EELFB4RDMFHA76 226718104 11800.00000000 NS USD 458666.00000000 0.631783901302 Long EC CORP FR N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 5800.00000000 NS USD 393936.00000000 0.542622350345 Long EC CORP US N 1 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 000000000 12600.00000000 NS 288365.92000000 0.397206128076 Long EC CORP PT N 2 N N N Fraport AG Frankfurt Airport S 5299001ERX0K10IZUL40 000000000 -2500.00000000 NS -168042.71000000 -0.23146838638 Short EC CORP DE N 2 N N N Sinch AB 549300UXY7QM6IDCGI12 000000000 -13200.00000000 NS -166458.20000000 -0.22928582236 Short EC CORP SE N 2 N N N Rush Enterprises Inc 529900V3XHTN7A6DFT17 781846209 5600.00000000 NS USD 311584.00000000 0.429187589887 Long EC CORP US N 1 N N N Rakuten Group Inc 529900IMXUCQKUL1H943 000000000 -21000.00000000 NS -210693.17000000 -0.29021674360 Short EC CORP JP N 2 N N N Nippon Television Holdings Inc 353800QI43C3H97E4W63 000000000 24500.00000000 NS 248793.52000000 0.342697607157 Long EC CORP JP N 2 N N N Adevinta ASA 529900W8V3YLHRSZH763 000000000 -14000.00000000 NS -186061.05000000 -0.25628752959 Short EC CORP NO N 2 N N N Kurita Water Industries Ltd 52990086GS2ON69UMX34 000000000 -4100.00000000 NS -193849.37000000 -0.26701545622 Short EC CORP JP N 2 N N N Nishi-Nippon Financial Holding N/A 000000000 39000.00000000 NS 252243.71000000 0.347450029395 Long EC CORP JP N 2 N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107107 825.00000000 NS USD 267597.00000000 0.368598231909 Long EC CORP US N 1 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 136000.00000000 NS 345682.69000000 0.476156415563 Long EC CORP GB N 2 N N N JM AB 529900X0UEM9DOM6FK12 000000000 -4800.00000000 NS -216495.91000000 -0.29820965721 Short EC CORP SE N 2 N N N voestalpine AG 529900ZAXBMQDIWPNB72 000000000 6700.00000000 NS 244242.57000000 0.336428956449 Long EC CORP AT N 2 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 140.00000000 NS USD 293494.60000000 0.404270565943 Long EC CORP US N 1 N N N Shimizu Corp 353800BRAE0QFP3ZLY22 000000000 -28500.00000000 NS -176668.23000000 -0.24334950396 Short EC CORP JP N 2 N N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 46579R104 -31300.00000000 NS -255358.71000000 -0.35174074824 Short EC CORP CA N 1 N N N Shift4 Payments Inc N/A 82452J109 -2700.00000000 NS USD -156411.00000000 -0.21544642896 Short EC CORP US N 1 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 -280.00000000 NS USD -236835.20000000 -0.32622576476 Short EC CORP US N 1 N N N Hermes International 969500Y4IJGHJE2MTJ13 000000000 200.00000000 NS 349234.82000000 0.481049253814 Long EC CORP FR N 2 N N N STERIS PLC N/A 000000000 -1325.00000000 NS USD -322518.25000000 -0.44424883951 Short EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 8200.00000000 NS USD 308894.00000000 0.425482282115 Long EC CORP US N 1 N N N TDK Corp 3538005O8WNU39U8NX03 000000000 -6300.00000000 NS -245948.86000000 -0.33877926484 Short EC CORP JP N 2 N N N Bank of Kyoto Ltd/The 549300LRPVT8N6FNFC04 000000000 -5200.00000000 NS -240702.00000000 -0.33155204137 Short EC CORP JP N 2 N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 000000000 1700.00000000 NS 62495.68000000 0.086083914057 Long EC CORP DE N 1 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 3300.00000000 NS USD 271887.00000000 0.374507440214 Long EC CORP US N 1 N N N CGI Inc 549300WSRCZY73ZG3090 12532H104 3400.00000000 NS 300636.39000000 0.414107937688 Long EC CORP CA N 1 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 000000000 16000.00000000 NS 351204.27000000 0.483762048755 Long EC CORP NL N 2 N N N Capstone Mining Corp 549300JWFL5E2LAFKV86 14068G104 60900.00000000 NS 268644.61000000 0.370041249557 Long EC CORP CA N 1 N N N Hokkaido Electric Power Co Inc 353800XDXIIZDHUO0J51 000000000 50200.00000000 NS 223675.09000000 0.308098531359 Long EC CORP JP N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 1269811975.00000000 NS 11038963.53000000 15.20548600794 Long EC CORP JP N 2 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 -1500.00000000 NS USD -351885.00000000 -0.48469971201 Short EC CORP US N 1 N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 -5500.00000000 NS -297918.43000000 -0.41036411675 Short EC CORP JP N 2 N N N Inmode Ltd N/A 000000000 4700.00000000 NS USD 331726.00000000 0.456931942728 Long EC CORP IL N 1 N N N East Japan Railway Co 353800SENYJ2DSM6PS44 000000000 -3600.00000000 NS -221376.28000000 -0.30493206349 Short EC CORP JP N 2 N N N North West Co Inc/The 254900VT1HQAZR3IVM76 663278208 12600.00000000 NS 341060.12000000 0.469789112758 Long EC CORP CA N 1 N N N BlackBerry Ltd 549300HJD8NEGT71RF07 09228F103 -23900.00000000 NS -223327.40000000 -0.30761960999 Short EC CORP CA N 1 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 000000000 130.00000000 NS 466562.07000000 0.642660246855 Long EC CORP DK N 2 N N N Celestica Inc 549300J3CG5T6RZWLN53 15101Q108 20200.00000000 NS 225163.05000000 0.310148103757 Long EC CORP CA N 1 N N N ITM Power PLC 21380042MB2JKZ6RRP12 000000000 -26600.00000000 NS -142250.40000000 -0.19594108277 Short EC CORP GB N 2 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 -1300.00000000 NS USD -270751.00000000 -0.37294267083 Short EC CORP US N 1 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 000000000 -8300.00000000 NS -250998.11000000 -0.34573429283 Short EC CORP DK N 2 N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670G102 -4050.00000000 NS USD -217444.50000000 -0.29951628096 Short EC CORP US N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 6600.00000000 NS USD 344256.00000000 0.474191238781 Long EC CORP US N 1 N N N Sanwa Holdings Corp 5299003X6BCA4ROO5A70 000000000 27000.00000000 NS 288046.04000000 0.396765513262 Long EC CORP JP N 2 N N N BP PLC 213800LH1BZH3DI6G760 000000000 80500.00000000 NS 358121.76000000 0.493290461194 Long EC CORP GB N 2 N N N Evotec SE 529900F9KI6OYITO9B12 000000000 -5500.00000000 NS -265969.49000000 -0.36635643806 Short EC CORP DE N 2 N N N Essity AB 549300G8E6YUVJ1DA153 000000000 -9000.00000000 NS -293672.88000000 -0.40451613556 Short EC CORP SE N 2 N N N SEEK Ltd 549300209NEKXBC8QO27 000000000 -15000.00000000 NS -357879.79000000 -0.49295716256 Short EC CORP AU N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 3229597.38000000 NS 2349693.57000000 3.236556820256 Long EC CORP AU N 2 N N N The Northern Trust Company 6PTKHDJ8HDUF78PFWH30 000000000 1.00000000 NC USD -84002.67000000 -0.11570845576 N/A DFE CORP US N 2 The Northern Trust Company 6PTKHDJ8HDUF78PFWH30 -8968000.00000000 EUR 10130342.48000000 USD 2022-01-21 -84002.67000000 N N N NGK Insulators Ltd 353800701BNCL25VYY16 000000000 17700.00000000 NS 299174.39000000 0.412094123575 Long EC CORP JP N 2 N N N Aker Solutions ASA 5967007LIEEXZXG42836 000000000 86000.00000000 NS 227723.71000000 0.313675253720 Long EC CORP NO N 2 N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 3000.00000000 NS USD 257550.00000000 0.354759113996 Long EC CORP US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 2100.00000000 NS 234769.00000000 0.323379702713 Long EC CORP DK N 2 N N N TAG Immobilien AG 529900TAE68USJNXLR59 000000000 9900.00000000 NS 277378.56000000 0.382071722722 Long EC CORP DE N 2 N N N MFE-MediaForEurope NV 213800DIFN7NR7B97A50 000000000 91500.00000000 NS 129695.07000000 0.178646896225 Long EC CORP IT N 1 N N N Pinnacle Financial Partners In 54930098EZ8JMSAZGS24 72346Q104 -3000.00000000 NS USD -286500.00000000 -0.39463593927 Short EC CORP US N 1 N N N Infrastrutture Wireless Italia 81560066183FE361C071 000000000 -20800.00000000 NS -251835.82000000 -0.34688818627 Short EC CORP IT N 2 N N N CTS Eventim AG & Co KGaA 529900FDHSN08UBJII80 000000000 -3400.00000000 NS -249470.44000000 -0.34363002237 Short EC CORP DE N 2 N N N Dai-ichi Life Holdings Inc 549300ZUFXI7JXZVTZ25 000000000 13600.00000000 NS 274764.11000000 0.378470480379 Long EC CORP JP N 2 N N N Aeon Mall Co Ltd 353800IDE3ULLSB2R846 000000000 21300.00000000 NS 303894.98000000 0.418596442837 Long EC CORP JP N 2 N N N Tele2 AB 213800EKD193RVI9HL76 000000000 -15800.00000000 NS -225197.25000000 -0.31019521213 Short EC CORP SE N 2 N N N Open Text Corp 549300HP7ONDQODZJV16 683715106 6200.00000000 NS 294278.83000000 0.405350794015 Long EC CORP CA N 1 N N N Nexity SA 969500JJ71T2DIPDVV84 000000000 5600.00000000 NS 263358.30000000 0.362759686164 Long EC CORP FR N 2 N N N GLP J-Reit 353800E27V9KA51K2I90 000000000 -120.00000000 NS -207354.05000000 -0.28561731338 Short EC CORP JP N 2 N N N B&M European Value Retail SA 213800UK7ZRLY2K1X530 000000000 -29600.00000000 NS -253347.86000000 -0.34897092737 Short EC CORP GB N 2 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 3200.00000000 NS USD 248096.00000000 0.341736816719 Long EC CORP US N 1 N N N Daimler AG 529900R27DL06UVNT076 000000000 3400.00000000 NS 261085.48000000 0.359629017908 Long EC CORP DE N 2 N N N CAE Inc 549300FFM2BEH2GF1E44 124765108 -8500.00000000 NS -214423.49000000 -0.29535502749 Short EC CORP CA N 1 N N N RWS Holdings PLC 213800YGBGTTSKUVK111 000000000 -25300.00000000 NS -222324.63000000 -0.30623835666 Short EC CORP GB N 2 N N N Daito Trust Cons 353800QQ4DRI3KXS3038 000000000 3300.00000000 NS 377005.95000000 0.519302258953 Long EC CORP JP N 2 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 -7000.00000000 NS -273425.83000000 -0.37662708287 Short EC CORP CA N 1 N N N Afterpay Ltd 529900P6ROPAX0QTB720 000000000 -2600.00000000 NS -155622.92000000 -0.21436089775 Short EC CORP AU N 2 N N N Aker ASA 5967007LIEEXZXJ10071 000000000 -3300.00000000 NS -308642.54000000 -0.42513591159 Short EC CORP NO N 2 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 -4800.00000000 NS USD -403680.00000000 -0.55604410459 Short EC CORP US N 1 N N N ANDRITZ AG 549300VZKC61IR5U8G96 000000000 4800.00000000 NS 247321.56000000 0.340670073763 Long EC CORP AT N 2 N N N Samhallsbyggnadsbolaget i Nord 549300HX9MRFY47AH564 000000000 53000.00000000 NS 386697.22000000 0.532651380905 Long EC CORP SE N 2 N N N Sanderson Farms Inc 529900KZGVFTWHUO2759 800013104 1800.00000000 NS USD 343944.00000000 0.473761478177 Long EC CORP US N 1 N N N Countryside Properties PLC 213800J3U1EMU8XMB493 000000000 -40400.00000000 NS -245277.61000000 -0.33785465970 Short EC CORP GB N 2 N N N Taisho Pharmaceutical Holdings N/A 000000000 -4300.00000000 NS -197766.41000000 -0.27241093531 Short EC CORP JP N 2 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 -800.00000000 NS USD -234000.00000000 -0.32232045301 Short EC CORP US N 1 N N N Spectris PLC 213800Z4CO2CZO3M3T10 000000000 5300.00000000 NS 262340.21000000 0.361357330480 Long EC CORP GB N 2 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 120296.42000000 0.165700840132 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -1134063000.00000000 JPY 9980734.91000000 USD 2022-01-21 120296.42000000 N N N Bollore SA 969500LEKCHH6VV86P94 000000000 -39000.00000000 NS -218227.31000000 -0.30059455307 Short EC CORP FR N 2 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 8000.00000000 NS USD 295200.00000000 0.406619648424 Long EC CORP US N 1 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 950.00000000 NS USD 245556.00000000 0.338238124622 Long EC CORP US N 1 N N N Tellurian Inc 254900ZYXZHH5MQG6H78 87968A104 -63500.00000000 NS USD -195580.00000000 -0.26939929145 Short EC CORP US N 1 N N N Oriental Land Co Ltd/Japan 353800PIFKBZ6KTU5994 000000000 -1900.00000000 NS -320183.21000000 -0.44103246707 Short EC CORP JP N 2 N N N Cirrus Logic Inc 549300NKSJEM5ZZSSV18 172755100 3100.00000000 NS USD 285262.00000000 0.392930671236 Long EC CORP US N 1 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 6900.00000000 NS USD 328509.00000000 0.452500725218 Long EC CORP US N 1 N N N Prosperity Bancshares Inc N/A 743606105 -2900.00000000 NS USD -209670.00000000 -0.28880739053 Short EC CORP US N 1 N N N Makita Corp 529900CDR9E94BCM6294 000000000 -5200.00000000 NS -220770.94000000 -0.30409824527 Short EC CORP JP N 2 N N N Demant A/S 213800RM6L9LN78BVA56 000000000 3600.00000000 NS 182629.91000000 0.251561347547 Long EC CORP DK N 2 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 -17100.00000000 NS -317805.98000000 -0.43775798053 Short EC CORP DE N 2 N N N AptarGroup Inc VNPEQDQFAA7IY1T2PX43 038336103 -1600.00000000 NS USD -195968.00000000 -0.26993373733 Short EC CORP US N 1 N N N Centrica PLC E26EDV109X6EEPBKVH76 000000000 448700.00000000 NS 433496.64000000 0.597114672595 Long EC CORP GB N 2 N N N Blue Prism Group plc 2138006DQE9FNUW8KO83 000000000 -11500.00000000 NS -196682.68000000 -0.27091816461 Short EC CORP GB N 2 N N N CANCOM SE 391200T4AUN1BPBXAO14 000000000 -2900.00000000 NS -195324.47000000 -0.26904731477 Short EC CORP DE N 2 N N N Tabula Rasa HealthCare Inc 549300K6KY242XRMEF28 873379101 -2500.00000000 NS USD -37500.00000000 -0.05165391875 Short EC CORP US N 1 N N N Central Japan Railway Co 353800YAR3OVUITHTG64 000000000 -1300.00000000 NS -173434.89000000 -0.23889577912 Short EC CORP JP N 2 N N N Seagate Technology Holdings PL 635400RUXIFEZSRU8X70 000000000 2900.00000000 NS USD 327642.00000000 0.451306486616 Long EC CORP US N 1 N N N Wolfspeed Inc 549300OGU88P3AW3TO93 977852102 -3000.00000000 NS USD -335310.00000000 -0.46186867992 Short EC CORP US N 1 N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 2000.00000000 NS USD 232040.00000000 0.319620674866 Long EC CORP US N 1 N N N Auction Technology Group PLC 213800U8Q9K2XI3WRE39 000000000 -9000.00000000 NS -184842.54000000 -0.25460910782 Short EC CORP GB N 2 N N N Yokohama Rubber Co Ltd/The 52990036XNWY2FMYWB76 000000000 14800.00000000 NS 237153.16000000 0.326663734898 Long EC CORP JP N 2 N N N Holcim Ltd 529900EHPFPYHV6IQO98 000000000 -5200.00000000 NS -264637.63000000 -0.36452188370 Short EC CORP CH N 2 N N N RENOVA Inc N/A 000000000 -4900.00000000 NS -88704.40000000 -0.12218479655 Short EC CORP JP N 2 N N N BJ's Wholesale Club Holdings I 549300UCIWH1C93V0J03 05550J101 4400.00000000 NS USD 294668.00000000 0.405886851497 Long EC CORP US N 1 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 000000000 1050.00000000 NS USD 287616.00000000 0.396173159896 Long EC CORP BM N 1 N N N Ambu A/S 5299008W2A69WX355710 000000000 -6400.00000000 NS -167512.38000000 -0.23073788977 Short EC CORP DK N 2 N N N Grainger PLC 2138007CEIRKZMNI2979 000000000 -45000.00000000 NS -191888.54000000 -0.26431453479 Short EC CORP GB N 2 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 000000000 6200.00000000 NS USD 275590.00000000 0.379608092511 Long EC CORP BM N 1 N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 -1800.00000000 NS -313877.56000000 -0.43234682620 Short EC CORP FR N 2 N N N easyJet PLC 2138001S47XKWIB7TH90 000000000 -24500.00000000 NS -183989.51000000 -0.25343411202 Short EC CORP GB N 2 N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 -725.00000000 NS USD -283170.50000000 -0.39004976000 Short EC CORP US N 1 N N N South32 Ltd 213800LAZNPXSBKVHR17 000000000 115800.00000000 NS 339430.51000000 0.467544426290 Long EC CORP AU N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 2850.00000000 NS 287200.08000000 0.395600255952 Long EC CORP DE N 2 N N N Alstom SA 96950032TUYMW11FB530 000000000 -4900.00000000 NS -174513.44000000 -0.24038141469 Short EC CORP FR N 2 N N N BayCurrent Consulting Inc N/A 000000000 900.00000000 NS 346744.29000000 0.477618703567 Long EC CORP JP N 2 N N N Azimut Holding SpA 81560025690EF8540635 000000000 6800.00000000 NS 189814.79000000 0.261458073088 Long EC CORP IT N 2 N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 19100.00000000 NS 291780.03000000 0.401908852357 Long EC CORP AU N 2 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 000000000 -4700.00000000 NS -272882.29000000 -0.37587839031 Short EC CORP ES N 2 N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 -6200.00000000 NS USD -145824.00000000 -0.20086349462 Short EC CORP GB N 1 N N N Suntory Beverage & Food Ltd 549300FONLMVK7YYYH41 000000000 5600.00000000 NS 202536.27000000 0.278981120937 Long EC CORP JP N 2 N N N Money Forward Inc 35380017JS3GIGP6WN95 000000000 -3300.00000000 NS -196422.55000000 -0.27055985170 Short EC CORP JP N 2 N N N Fevertree Drinks PLC 2138007AJRLHRVQZLD07 000000000 -5200.00000000 NS -190332.08000000 -0.26217060790 Short EC CORP GB N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 5433508.29000000 NS 4295433.25000000 5.916692269470 Long EC CORP CA N 2 N N N Crest Nicholson Holdings plc 213800ROIFXRRRKVQD25 000000000 51100.00000000 NS 256701.84000000 0.353590826323 Long EC CORP GB N 2 N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 -2700.00000000 NS -403612.99000000 -0.55595180248 Short EC CORP AU N 2 N N N Direct Line Insurance Group PL 213800FF2R23ALJQOP04 000000000 95000.00000000 NS 358116.61000000 0.493283367389 Long EC CORP GB N 2 N N N IWG PLC 2138003LWDII27UTAG52 000000000 -39200.00000000 NS -154006.27000000 -0.21213406288 Short EC CORP CH N 2 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 2800.00000000 NS USD 243600.00000000 0.335543856220 Long EC CORP US N 1 N N N BRP Group Inc N/A 05589G102 -5900.00000000 NS USD -213049.00000000 -0.29346175297 Short EC CORP US N 1 N N N Incitec Pivot Ltd 254900UW2F3BKV6Z9V18 000000000 100000.00000000 NS 236460.72000000 0.325709941845 Long EC CORP AU N 2 N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414H103 -6400.00000000 NS USD -181632.00000000 -0.25018678855 Short EC CORP US N 1 N N N NEXTDC Ltd 529900RTERU3X7G3D672 000000000 -34000.00000000 NS -315752.79000000 -0.43492983895 Short EC CORP AU N 2 N N N Guardant Health Inc 254900M8C3E5VC8BR186 40131M109 -2300.00000000 NS USD -230046.00000000 -0.31687406382 Short EC CORP US N 1 N N N VERBIO Vereinigte BioEnergie A 529900W51PINCFFALS96 000000000 -3700.00000000 NS -253860.87000000 -0.34967756676 Short EC CORP DE N 2 N N N Boyd Group Services Inc 549300FVHMLW88VSTP09 103310108 -1200.00000000 NS -189370.33000000 -0.26084585706 Short EC CORP CA N 1 N N N AVEVA Group PLC 213800XHATUM2LFMKG16 000000000 -5600.00000000 NS -257013.10000000 -0.35401956762 Short EC CORP GB N 2 N N N International Consolidated Air 959800TZHQRUSH1ESL13 000000000 -93000.00000000 NS -178757.15000000 -0.24622686140 Short EC CORP GB N 2 N N N HealthEquity Inc 529900LRJU1RAFQHM467 42226A107 -3900.00000000 NS USD -172536.00000000 -0.23765761402 Short EC CORP US N 1 N N N DraftKings Inc 5493008P45UYYL683Z97 26142R104 -4700.00000000 NS USD -129109.00000000 -0.17783962123 Short EC CORP US N 1 N N N New Fortress Energy Inc N/A 644393100 -8000.00000000 NS USD -193120.00000000 -0.26601079438 Short EC CORP US N 1 N N N NextEra Energy Inc N/A 65339F101 -3100.00000000 NS USD -289416.00000000 -0.39865254799 Short EC CORP US N 1 N N N ASR Nederland NV 7245000G0HS48PZWUD53 000000000 5800.00000000 NS 266663.17000000 0.367311939137 Long EC CORP NL N 2 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 1350.00000000 NS USD 294489.00000000 0.405640290125 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 1800.00000000 NS USD 416592.00000000 0.573829581899 Long EC CORP US N 1 N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 000000000 -2600.00000000 NS -223047.62000000 -0.30723423044 Short EC CORP GB N 2 N N N Aisin Corp 3538004IOK08PDY6I723 000000000 6300.00000000 NS 241561.14000000 0.332735453319 Long EC CORP JP N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 316814.90000000 NS 216986.53000000 0.298885455764 Long EC CORP NZ N 2 N N N TransDigm Group Inc N/A 893641100 -340.00000000 NS USD -216335.20000000 -0.29798828918 Short EC CORP US N 1 N N N DECKERS OUTDOOR CORP 5493008LG4W3I6K8J118 243537107 1100.00000000 NS USD 402941.00000000 0.555026178035 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 12500.00000000 NS USD 307500.00000000 0.423562133775 Long EC CORP US N 1 N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 12100.00000000 NS 239692.32000000 0.330161269947 Long EC CORP JP N 2 N N N Indivior PLC 213800V3NCQTY7IED471 000000000 99200.00000000 NS 344490.06000000 0.474513641880 Long EC CORP GB N 2 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 -3500.00000000 NS USD -269150.00000000 -0.37073739286 Short EC CORP US N 1 N N N Dun & Bradstreet Holdings Inc N/A 26484T106 -9400.00000000 NS USD -192606.00000000 -0.26530279134 Short EC CORP US N 1 N N N Broadridge Financial Solutions 549300KZDJZQ2YIHRC28 11133T103 -1200.00000000 NS USD -219384.00000000 -0.30218782164 Short EC CORP US N 1 N N N Catalent Inc N/A 148806102 -2000.00000000 NS USD -256060.00000000 -0.35270673162 Short EC CORP US N 1 N N N Stockland N/A 000000000 103000.00000000 NS 317873.85000000 0.437851467244 Long EC CORP AU N 2 N N N Nishi-Nippon Railroad Co Ltd N/A 000000000 -6300.00000000 NS -142995.29000000 -0.19696712244 Short EC CORP JP N 2 N N N Phoenix Group Holdings PLC 2138001P49OLAEU33T68 000000000 -18600.00000000 NS -164058.77000000 -0.22598075670 Short EC CORP GB N 2 N N N Hankyu Hanshin Holdings Inc N/A 000000000 -5500.00000000 NS -156126.75000000 -0.21505489225 Short EC CORP JP N 2 N N N Burberry Group PLC 213800PE1KEFCNFR1R50 000000000 9200.00000000 NS 225430.84000000 0.310516967835 Long EC CORP GB N 2 N N N Food & Life Cos Ltd 529900CWF7GCVZKS5M87 000000000 -5600.00000000 NS -210984.75000000 -0.29061837692 Short EC CORP JP N 2 N N N SSP Group Plc 213800QGNIWTXFMENJ24 000000000 -75600.00000000 NS -244981.13000000 -0.33744627693 Short EC CORP GB N 2 N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 36168Q104 -6800.00000000 NS -257120.04000000 -0.35416687082 Short EC CORP CA N 1 N N N London Stock Exchange Group PL 213800QAUUUP6I445N30 000000000 -2100.00000000 NS -196555.86000000 -0.27074347794 Short EC CORP GB N 2 N N N Next PLC 213800WQD8ECPZP9PH98 000000000 4000.00000000 NS 440091.50000000 0.606198682265 Long EC CORP GB N 2 N N N Nippon Prologis REIT Inc 353800PHBMSDLAFURY41 000000000 -70.00000000 NS -247514.27000000 -0.34093551980 Short EC CORP JP N 2 N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 15900.00000000 NS 175150.99000000 0.241259600186 Long EC CORP DE N 2 N N N CECONOMY AG 5299001X9L42HXEBCZ51 000000000 42100.00000000 NS 181575.09000000 0.250108398572 Long EC CORP DE N 2 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 160.00000000 NS USD 462974.40000000 0.637718454463 Long EC CORP US N 1 N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660107 -6000.00000000 NS USD -246960.00000000 -0.34017204734 Short EC CORP US N 1 N N N Paycor HCM Inc N/A 70435P102 -6300.00000000 NS USD -181503.00000000 -0.25000909907 Short EC CORP US N 1 N N N HomeServe PLC 213800EKBJTGNMXEDF11 000000000 -16700.00000000 NS -197327.75000000 -0.27180670843 Short EC CORP GB N 2 N N N Dr. Martens Plc 213800QPT8YM6NQZPH28 000000000 52100.00000000 NS 301278.80000000 0.414992817526 Long EC CORP GB N 2 N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115Q308 -1000.00000000 NS USD -159490.00000000 -0.21968756005 Short EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 1750.00000000 NS USD 361795.00000000 0.498350120941 Long EC CORP US N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 -1200.00000000 NS USD -274152.00000000 -0.37762733690 Short EC CORP US N 1 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934105 10300.00000000 NS 246476.94000000 0.339506662221 Long EC CORP CA N 1 N N N Telecom Italia SpA/Milano 549300W384M3RI3VXU42 000000000 -383500.00000000 NS -188589.66000000 -0.25977053267 Short EC CORP IT N 2 N N N Wizz Air Holdings Plc 213800COXGZCORLJZA85 000000000 -3800.00000000 NS -215939.70000000 -0.29744351251 Short EC CORP CH N 2 N N N Viscofan SA 95980020140005684765 000000000 3450.00000000 NS 222974.96000000 0.307134145808 Long EC CORP ES N 2 N N N Keyera Corp N/A 493271100 -9400.00000000 NS -212009.96000000 -0.29203053996 Short EC CORP CA N 1 N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 700.00000000 NS 326506.49000000 0.449742392182 Long EC CORP JP N 2 N N N Innergex Renewable Energy Inc 549300EORYEC4J59SU80 45790B104 -12700.00000000 NS -186742.56000000 -0.25722626725 Short EC CORP CA N 1 N N N Toei Co Ltd N/A 000000000 -1200.00000000 NS -182987.14000000 -0.25205340966 Short EC CORP JP N 2 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 -1600.00000000 NS USD -281232.00000000 -0.38737959676 Short EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 19500.00000000 NS 349987.84000000 0.482086492052 Long EC CORP CH N 2 N N N LifeWorks Inc N/A 53227W105 -8300.00000000 NS -167515.71000000 -0.23074247664 Short EC CORP CA N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 2400.00000000 NS USD 278784.00000000 0.384007628951 Long EC CORP US N 1 N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 -5600.00000000 NS -260443.50000000 -0.35874473036 Short EC CORP CA N 1 N N N Yelp Inc 5299007OU2DOSXPQBO35 985817105 5600.00000000 NS USD 202944.00000000 0.279542743665 Long EC CORP US N 1 N N N Informa PLC 5493006VM2LKUPSEDU20 000000000 -35300.00000000 NS -245786.29000000 -0.33855533478 Short EC CORP GB N 2 N N N Kubota Corp 549300CSY4INHEHQQT13 000000000 -9400.00000000 NS -208695.02000000 -0.28746441619 Short EC CORP JP N 2 N N N Renishaw PLC 21380048ADXM6Z67CT18 000000000 4300.00000000 NS 278120.75000000 0.383094043308 Long EC CORP GB N 2 N N N Reynolds Consumer Products Inc N/A 76171L106 -7000.00000000 NS USD -219800.00000000 -0.30276083578 Short EC CORP US N 1 N N N Siemens Gamesa Renewable Energ 9598004BR8D81D3M1D64 000000000 -9400.00000000 NS -222945.07000000 -0.30709297419 Short EC CORP ES N 2 N N N SKY Perfect JSAT Holdings Inc 5299009SAF34W9TVEF26 000000000 73000.00000000 NS 266554.62000000 0.367162418260 Long EC CORP JP N 2 N N N Grieg Seafood ASA 5967007LIEEXZXH5VC37 000000000 -5273.00000000 NS -49747.41000000 -0.06852396464 Short EC CORP NO N 2 N N N Trigano SA 969500KLZPNMO8TUM811 000000000 1250.00000000 NS 242938.00000000 0.334631992374 Long EC CORP FR N 2 N N N BT Group PLC 213800LRO7NS5CYQMN21 000000000 -149000.00000000 NS -340708.47000000 -0.46930473674 Short EC CORP GB N 2 N N N Alten SA 969500Y7G9TY7Y24GN07 000000000 2300.00000000 NS 413278.33000000 0.569265207473 Long EC CORP FR N 2 N N N Meitec Corp N/A 000000000 6500.00000000 NS 382592.16000000 0.526996915953 Long EC CORP JP N 2 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 -10700.00000000 NS USD -278628.00000000 -0.38379274864 Short EC CORP US N 1 N N N Chr Hansen Holding A/S 549300MKPW8ZF3E8MW37 000000000 -2800.00000000 NS -220134.21000000 -0.30322118928 Short EC CORP DK N 2 N N N Japan Elevator Service Holding N/A 000000000 -9800.00000000 NS -183023.92000000 -0.25210407182 Short EC CORP JP N 2 N N N NGK Spark Plug Co Ltd 549300RG3XQGTFM4HH31 000000000 15100.00000000 NS 262959.52000000 0.362210391505 Long EC CORP JP N 2 N N N Computershare Ltd N/A 000000000 -18000.00000000 NS -261995.27000000 -0.36088219707 Short EC CORP AU N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 2274946.06000000 NS 2496648.44000000 3.438978017999 Long EC CORP CH N 2 N N N Allreal Holding AG 5067006XH174LA44H658 000000000 -1000.00000000 NS -221023.74000000 -0.30444646155 Short EC CORP CH N 2 N N N Keikyu Corp N/A 000000000 -14600.00000000 NS -145973.45000000 -0.20106935270 Short EC CORP JP N 2 N N N Santander Consumer USA Holding 5493004SHNXEHHZ58X76 80283M101 6900.00000000 NS USD 289938.00000000 0.399371570545 Long EC CORP US N 1 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 4100.00000000 NS 288395.56000000 0.397246955333 Long EC CORP FR N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -58151.70000000 -0.08010035165 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -5075000.00000000 CAD 3953783.97000000 USD 2022-01-21 -58151.70000000 N N N Utz Brands Inc N/A 918090101 -10500.00000000 NS USD -167475.00000000 -0.23068640115 Short EC CORP US N 1 N N N Zur Rose Group AG 50670038OH136R5Z4663 000000000 -600.00000000 NS -154893.15000000 -0.21335568494 Short EC CORP CH N 2 N N N Bucher Industries AG 52990014AQ91A29HPB27 000000000 650.00000000 NS 320568.79000000 0.441563579558 Long EC CORP CH N 2 N N N Atlantia SpA 8156008DEC771409C487 000000000 -10700.00000000 NS -212553.43000000 -0.29277913610 Short EC CORP IT N 2 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 -4100.00000000 NS USD -293519.00000000 -0.40430417542 Short EC CORP US N 1 N N N WEX Inc T9M5IGROL1TL1G5OV478 96208T104 -950.00000000 NS USD -133370.50000000 -0.18370957256 Short EC CORP US N 1 N N N Terex Corp YAWJZJYEQ7M1SYMOS462 880779103 7000.00000000 NS USD 307650.00000000 0.423768749451 Long EC CORP US N 1 N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 4200.00000000 NS 270738.90000000 0.372926003837 Long EC CORP GB N 2 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 -2100.00000000 NS USD -186921.00000000 -0.25747205726 Short EC CORP US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 -2600.00000000 NS USD -251186.00000000 -0.34599309962 Short EC CORP US N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 3500.00000000 NS USD 321965.00000000 0.443486772036 Long EC CORP US N 1 N N N Delivery Hero SE 529900C3EX1FZGE48X78 000000000 -1700.00000000 NS -189800.23000000 -0.26143801759 Short EC CORP DE N 2 N N N Restaurant Group PLC/The 213800V4LJ2FXMQKKA46 000000000 -108656.00000000 NS -138105.49000000 -0.19023172692 Short EC CORP GB N 2 N N N Alliance Data Systems Corp 549300G8S4PO686J7H97 018581108 4500.00000000 NS USD 299565.00000000 0.412632164567 Long EC CORP US N 1 N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 5900.00000000 NS 278771.14000000 0.383989915101 Long EC CORP JP N 2 N N N Switch Inc 549300EZ98N5Y55J4X37 87105L104 -8800.00000000 NS USD -252032.00000000 -0.34715841203 Short EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 -1400.00000000 NS USD -247618.00000000 -0.34107840143 Short EC CORP US N 1 N N N Atlassian Corp PLC 549300AGBII4MWBVJY22 000000000 700.00000000 NS USD 266903.00000000 0.367642290052 Long EC CORP AU N 1 N N N Quaker Chemical Corp 549300PJQ1R3WCWCPS54 747316107 -800.00000000 NS USD -184624.00000000 -0.25430808255 Short EC CORP US N 1 N N N Crown Resorts Ltd 549300D88XW2GD6R0Y98 000000000 -34000.00000000 NS -296512.16000000 -0.40842706725 Short EC CORP AU N 2 N N N Nippon Building Fund Inc 52990053R8NL2MB32172 000000000 -35.00000000 NS -203867.81000000 -0.28081523451 Short EC CORP JP N 2 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 -4500.00000000 NS USD -263475.00000000 -0.36292043315 Short EC CORP US N 1 N N N Reply SpA 815600DAEFB0388F3521 000000000 2200.00000000 NS 444089.74000000 0.611706009308 Long EC CORP IT N 2 N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 -1150.00000000 NS USD -237486.50000000 -0.32712289002 Short EC CORP US N 1 N N N Genius Sports Ltd N/A 000000000 -18000.00000000 NS USD -136800.00000000 -0.18843349561 Short EC CORP GB N 1 N N N Bakkafrost P/F 2138007LH7OP4V112978 000000000 -3200.00000000 NS -211618.83000000 -0.29149178270 Short EC CORP FO N 2 N N N Wingstop Inc 549300SSH3F8HPIM3Q47 974155103 -1400.00000000 NS USD -241920.00000000 -0.33322976066 Short EC CORP US N 1 N N N BAWAG Group AG 529900S9YO2JHTIIDG38 000000000 5000.00000000 NS 307486.95000000 0.423544158212 Long EC CORP AT N 2 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 -4700.00000000 NS USD -244212.00000000 -0.33638684817 Short EC CORP US N 1 N N N Medifast Inc 5299000YHQJ21T5KKI80 58470H101 700.00000000 NS USD 146601.00000000 0.201933763816 Long EC CORP US N 1 N N N SNC-Lavalin Group Inc UL01OYG5OMLM5G6CFM03 78460T105 -8100.00000000 NS -197929.56000000 -0.27263566429 Short EC CORP CA N 1 N N N Tradeweb Markets Inc N/A 892672106 -2800.00000000 NS USD -280392.00000000 -0.38622254898 Short EC CORP US N 1 N N N Menicon Co Ltd 3538000OOSRECSEX2327 000000000 -5900.00000000 NS -173892.28000000 -0.23952580541 Short EC CORP JP N 2 N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 4600.00000000 NS 283842.59000000 0.390975522201 Long EC CORP DE N 2 N N N Kuehne + Nagel International A 529900Q0YED3805QXQ66 000000000 1000.00000000 NS 321595.17000000 0.442977354202 Long EC CORP CH N 2 N N N Teradata Corp 549300JU9SOUHV4U4R71 88076W103 6700.00000000 NS USD 284549.00000000 0.391948558061 Long EC CORP US N 1 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 400.00000000 NS USD 262872.00000000 0.362089838146 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 1700.00000000 NS USD 301869.00000000 0.415805781336 Long EC CORP US N 1 N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 000000000 10900.00000000 NS 219768.41000000 0.302717322524 Long EC CORP JP N 2 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 -7600.00000000 NS USD -152912.00000000 -0.21062677398 Short EC CORP US N 1 N N N Hannon Armstrong Sustainable I N/A 41068X100 -3200.00000000 NS USD -169984.00000000 -0.23414239267 Short EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 1400.00000000 NS USD 445312.00000000 0.613389596474 Long EC CORP US N 1 N N N Primo Water Corp 5493005TMUI9D3MY9I37 74167P108 -11000.00000000 NS -194094.63000000 -0.26735328662 Short EC CORP US N 1 N N N Transurban Group 549300ZR71SUQ4VUTM79 000000000 -35555.00000000 NS -357776.59000000 -0.49281501097 Short EC CORP AU N 2 N N N Kindred Group PLC 213800D1MJVOT6SNBX11 000000000 10000.00000000 NS 118230.20000000 0.162854750532 Long EC CORP MT N 2 N N N Olink Holding AB 8945004Z7ZHV3LML4J27 680710100 -8100.00000000 NS USD -147420.00000000 -0.20306188540 Short EC CORP SE N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 -6600.00000000 NS USD -243276.00000000 -0.33509756636 Short EC CORP US N 1 N N N Acciona SA 54930002KP75TLLLNO21 000000000 2000.00000000 NS 381147.67000000 0.525007220777 Long EC CORP ES N 2 N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 000000000 30000.00000000 NS 234152.04000000 0.322529878667 Long EC CORP JP N 2 N N N WPP PLC 549300LSGBXPYHXGDT93 000000000 20300.00000000 NS 306842.57000000 0.422656564821 Long EC CORP GB N 2 N N N George Weston Ltd 549300FAHC3L1QKNT280 961148509 2300.00000000 NS 266665.09000000 0.367314583817 Long EC CORP CA N 1 N N N Nippon Paint Holdings Co Ltd 529900RYRJUN78A7PL87 000000000 -20800.00000000 NS -226783.93000000 -0.31238076519 Short EC CORP JP N 2 N N N National Express Group PLC 213800A8IQEMY8PA5X34 000000000 -84700.00000000 NS -293966.99000000 -0.40492125380 Short EC CORP GB N 2 N N N Howden Joinery Group PLC 213800KC1LJOJTY3JP45 000000000 22000.00000000 NS 267710.00000000 0.368753882384 Long EC CORP GB N 2 N N N Element Fleet Management Corp 5493000PGBS1C22ELQ16 286181201 -19300.00000000 NS -196516.86000000 -0.27068975786 Short EC CORP CA N 1 N N N Signature Bank/New York NY VLP5AP0XK2GM6GKD1007 82669G104 -830.00000000 NS USD -268480.10000000 -0.36981464725 Short EC CORP US N 1 N N N Logitech International SA 549300SN6PRK6IJJC215 000000000 3500.00000000 NS 292940.77000000 0.403507699548 Long EC CORP CH N 2 N N N MS&AD Insurance Group Holdings 529900CXROT5S2HMMP26 000000000 8100.00000000 NS 249929.09000000 0.344261784237 Long EC CORP JP N 2 N N N GoDaddy Inc 549300J8H1TB0I2CB447 380237107 -3500.00000000 NS USD -297010.00000000 -0.40911281090 Short EC CORP US N 1 N N N GMO Payment Gateway Inc 353800Q6U21E2PM83F86 000000000 -1500.00000000 NS -185950.33000000 -0.25613501967 Short EC CORP JP N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 600.00000000 NS 284424.93000000 0.391777659349 Long EC CORP FR N 2 N N N NexGen Energy Ltd 529900N0IXNXB3IP7F06 65340P106 -45600.00000000 NS -199710.66000000 -0.27508901882 Short EC CORP CA N 1 N N N S4 Capital PLC 21380068SP9V65KPQN68 000000000 -28900.00000000 NS -247925.20000000 -0.34150155033 Short EC CORP GB N 2 N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 000000000 15000.00000000 NS 293473.32000000 0.404241254066 Long EC CORP GB N 2 N N N Elia Group SA/NV 549300S1MP1NFDIKT460 000000000 -1700.00000000 NS -224173.41000000 -0.30878493618 Short EC CORP BE N 2 N N N Jungheinrich AG 529900PHZORTU6FSXE73 000000000 5200.00000000 NS 265657.13000000 0.365926181579 Long EP CORP DE N 2 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 -5800.00000000 NS USD -213730.00000000 -0.29439978813 Short EC CORP US N 1 N N N CyberAgent Inc 3538006T5KZABPGS8Q08 000000000 17000.00000000 NS 282906.64000000 0.389686309261 Long EC CORP JP N 2 N N N Euronav NV 549300D80RYON74MEJ03 000000000 -20000.00000000 NS -177553.25000000 -0.24456856399 Short EC CORP BE N 2 N N N Orpea SA 969500LHIH3NT7PK1V89 000000000 -1600.00000000 NS -160019.65000000 -0.22041712000 Short EC CORP FR N 2 N N N adidas AG 549300JSX0Z4CW0V5023 000000000 1000.00000000 NS 288401.09000000 0.397254572564 Long EC CORP DE N 2 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 -18500.00000000 NS -341507.60000000 -0.47040548863 Short EC CORP JP N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 8622425.65000000 NS 1320018.32000000 1.818243174772 Long EC CORP DK N 2 N N N Edenred 9695006LOD5B2D7Y0N70 000000000 -5300.00000000 NS -244608.26000000 -0.33693267169 Short EC CORP FR N 2 N N N Kyoritsu Maintenance Co Ltd 353800IO2MFHL1NA0986 000000000 -5400.00000000 NS -189443.64000000 -0.26094683703 Short EC CORP JP N 2 N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 539481101 5600.00000000 NS 458819.72000000 0.631995641046 Long EC CORP CA N 1 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 -2300.00000000 NS -238814.14000000 -0.32895163159 Short EC CORP NL N 2 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 3100.00000000 NS USD 198369.00000000 0.273240965577 Long EC CORP US N 1 N N N Z Holdings Corp 52990078MD2OL792YM35 000000000 -49000.00000000 NS -284345.45000000 -0.39166818059 Short EC CORP JP N 2 N N N Mettler-Toledo International I 5493000BD5GJNUDIUG10 592688105 200.00000000 NS USD 339442.00000000 0.467560253051 Long EC CORP US N 1 N N N Polaris Infrastructure Inc 529900TVRAUXW0I7VZ94 73106R100 9800.00000000 NS 130620.18000000 0.179921177739 Long EC CORP CA N 1 N N N Marvell Technology Inc N/A 573874104 -4600.00000000 NS USD -402454.00000000 -0.55435536581 Short EC CORP US N 1 N N N Ensign Group Inc/The 5493003K4HEEA8Q0BC72 29358P101 3500.00000000 NS USD 293860.00000000 0.404773881728 Long EC CORP US N 1 N N N Nordnet AB publ 549300D6WW5ZTWLZ4C08 000000000 -11000.00000000 NS -211256.76000000 -0.29099305378 Short EC CORP SE N 2 N N N Zensho Holdings Co Ltd 353800DYF3UDM49ITT03 000000000 -7500.00000000 NS -176111.25000000 -0.24258229864 Short EC CORP JP N 2 N N N Hypoport SE 391200GNIFXXP6KRYQ46 000000000 -275.00000000 NS -160134.90000000 -0.22057586971 Short EC CORP DE N 2 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 -10100.00000000 NS -301001.04000000 -0.41461022039 Short EC CORP FR N 2 N N N Temenos AG 5067007NW6550481FH64 000000000 -1350.00000000 NS -186284.30000000 -0.25659504259 Short EC CORP CH N 2 N N N MonotaRO Co Ltd N/A 000000000 -10100.00000000 NS -182035.11000000 -0.25074204752 Short EC CORP JP N 2 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 -3000.00000000 NS USD -311370.00000000 -0.42889281819 Short EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 375.00000000 NS 299014.86000000 0.411874380918 Long EC CORP NL N 2 N N N Farfetch Ltd 549300QFQ74Z0F96NS78 30744W107 -6700.00000000 NS USD -223981.00000000 -0.30851990336 Short EC CORP GB N 1 N N N Givaudan SA 213800SVRMQA1TD91D41 000000000 -55.00000000 NS -289404.33000000 -0.39863647329 Short EC CORP CH N 2 N N N Flutter Entertainment PLC 635400EG4YIJLJMZJ782 000000000 -1200.00000000 NS -189349.57000000 -0.26081726145 Short EC CORP IE N 2 N N N McMillan Shakespeare Ltd 254900GPJQUGWJEAZ102 000000000 25000.00000000 NS 219858.30000000 0.302841140410 Long EC CORP AU N 2 N N N JET2 PLC I72RQ3PNLDPW8R7JIJ56 000000000 -10800.00000000 NS -162319.04000000 -0.22358438678 Short EC CORP GB N 2 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 -2600.00000000 NS USD -250302.00000000 -0.34477544458 Short EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 600.00000000 NS USD 223560.00000000 0.307940002038 Long EC CORP US N 1 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 -1850.00000000 NS USD -313889.50000000 -0.43236327281 Short EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 3000.00000000 NS USD 472080.00000000 0.650260852399 Long EC CORP US N 1 N N N Melexis NV 549300QRPSGOJRPUFO80 000000000 2400.00000000 NS 284830.96000000 0.392336940432 Long EC CORP BE N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 25076113.27000000 NS USD 25076113.27000000 34.54078713316 Long EC CORP US N 2 N N N USANA Health Sciences Inc 549300YTURXE814MAH96 90328M107 2200.00000000 NS USD 222640.00000000 0.306672759232 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 3000.00000000 NS USD 346680.00000000 0.477530148089 Long EC CORP US N 1 N N N Investor AB 549300VEBQPHRZBKUX38 000000000 -11000.00000000 NS -275092.32000000 -0.37892256925 Short EC CORP SE N 2 N N N Rocket Cos Inc N/A 77311W101 -9000.00000000 NS USD -126000.00000000 -0.17355716701 Short EC CORP US N 1 N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 -9400.00000000 NS -179472.24000000 -0.24721185342 Short EC CORP JP N 2 N N N TMX Group Ltd 549300N65GFVKSHGJW59 87262K105 -1900.00000000 NS -192636.07000000 -0.26534421089 Short EC CORP CA N 1 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 6169465.30000000 NS 8350679.76000000 11.50254223618 Long EC CORP GB N 2 N N N Koito Manufacturing Co Ltd N/A 000000000 -3600.00000000 NS -190623.68000000 -0.26257226877 Short EC CORP JP N 2 N N N Ferrexpo PLC 213800CEDKSNUTPAQZ41 000000000 64000.00000000 NS 259255.50000000 0.357108334221 Long EC CORP CH N 2 N N N Sapporo Holdings Ltd 353800ITDYV3AD2X5M34 000000000 -12000.00000000 NS -227751.71000000 -0.31371382197 Short EC CORP JP N 2 N N N Dechra Pharmaceuticals PLC 213800J4UVB5OWG8VX82 000000000 -4900.00000000 NS -353147.49000000 -0.48643871350 Short EC CORP GB N 2 N N N Qualys Inc 549300EMBXYOW9W1XA17 74758T303 2950.00000000 NS USD 404799.00000000 0.557585457529 Long EC CORP US N 1 N N N Aedifica SA 529900DTKNXL0AXQFN28 000000000 -1600.00000000 NS -209330.93000000 -0.28834034268 Short EC CORP BE N 2 N N N Just Eat Takeaway.com NV 724500FVZIBSSQ7SHI95 000000000 -2900.00000000 NS -156431.56000000 -0.21547474908 Short EC CORP NL N 2 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 -1700.00000000 NS USD -196724.00000000 -0.27097508034 Short EC CORP US N 1 N N N Whitehaven Coal Ltd 529900WCZ4I6ZO3RRP86 000000000 117600.00000000 NS 223869.57000000 0.308366415468 Long EC CORP AU N 2 N N N Sumitomo Electric Industries L 5493005SP87FL5TOS202 000000000 -19000.00000000 NS -247712.55000000 -0.34120863818 Short EC CORP JP N 2 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 370000.00000000 NS 238532.56000000 0.328563772646 Long EC CORP GB N 2 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 -1600.00000000 NS USD -216288.00000000 -0.29792327411 Short EC CORP US N 1 N N N Cineworld Group PLC 213800J2J3TOOI176M73 000000000 -190000.00000000 NS -81886.91000000 -0.11279412789 Short EC CORP GB N 2 N N N Nexi SpA 5493000P70CQRQG8SN85 000000000 -9400.00000000 NS -148564.64000000 -0.20463855584 Short EC CORP IT N 2 N N N ValueCommerce Co Ltd N/A 000000000 6000.00000000 NS 233195.74000000 0.321212634867 Long EC CORP JP N 2 N N N Teladoc Health Inc 549300I2PVFBC9MFAC61 87918A105 -1850.00000000 NS USD -169867.00000000 -0.23398123244 Short EC CORP US N 1 N N N Asahi Intecc Co Ltd 353800J3AV2SCNIO8L39 000000000 -9400.00000000 NS -201377.50000000 -0.27738498729 Short EC CORP JP N 2 N N N Manchester United Plc 529900GWGZPE83MJOV59 000000000 -13000.00000000 NS USD -185120.00000000 -0.25499129172 Short EC CORP GB N 1 N N N Nippon Gas Co Ltd 549300N3DC5V2XON9C60 000000000 22200.00000000 NS 294346.31000000 0.405443743520 Long EC CORP JP N 2 N N N Man Group PLC/Jersey 2549003YWC1DW6LALB09 000000000 97282.00000000 NS 299357.98000000 0.412347007387 Long EC CORP GB N 2 N N N Brookfield Asset Management In C6J3FGIWG6MBDGTE8F80 112585104 -5600.00000000 NS USD -338128.00000000 -0.46575029973 Short EC CORP CA N 1 N N N Industrivarden AB 549300TM1DLIQI3B3T37 000000000 -8400.00000000 NS -262727.34000000 -0.36189057798 Short EC CORP SE N 2 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 -177000.00000000 NS -295194.33000000 -0.40661183835 Short EC CORP GB N 2 N N N Seabridge Gold Inc 9845003FEO1A66376A92 811916105 -7800.00000000 NS -128874.66000000 -0.17751683245 Short EC CORP CA N 1 N N N Nippon Shinyaku Co Ltd N/A 000000000 3600.00000000 NS 250197.86000000 0.344631998204 Long EC CORP JP N 2 N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 783549108 3400.00000000 NS USD 280262.00000000 0.386043482069 Long EC CORP US N 1 N N N Methanex Corp 549300TSJHRXT9QXRD13 59151K108 5800.00000000 NS 229441.48000000 0.316041375107 Long EC CORP CA N 1 N N N Lightspeed Commerce Inc 254900T8MDWRTGMFZ257 53229C107 -4200.00000000 NS -169600.38000000 -0.23361397997 Short EC CORP CA N 1 N N N Ashtead Group PLC 2138007UTBN8X9K1A235 000000000 3900.00000000 NS 312536.00000000 0.430498910705 Long EC CORP GB N 2 N N N Pandora A/S 5299007OWYZ6I1E46843 000000000 3200.00000000 NS 398274.46000000 0.548598309288 Long EC CORP DK N 2 N N N IR Japan Holdings Ltd N/A 000000000 1400.00000000 NS 83618.82000000 0.115179726253 Long EC CORP JP N 2 N N N Kakaku.com Inc 353800KA15Y0DCPWYY65 000000000 8600.00000000 NS 229557.16000000 0.316200717115 Long EC CORP JP N 2 N N N Affirm Holdings Inc N/A 00827B106 -2500.00000000 NS USD -251400.00000000 -0.34628787132 Short EC CORP US N 1 N N N BBVA K8MS7FD7N5Z2WQ51AZ71 000000000 46300.00000000 NS 274882.02000000 0.378632894074 Long EC CORP ES N 2 N N N Kao Corp 353800HM38HFCB8RGL63 000000000 5400.00000000 NS 282573.98000000 0.389228090791 Long EC CORP JP N 2 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 -31200.00000000 NS -302616.35000000 -0.41683520950 Short EC CORP CH N 2 N N N Yokogawa Electric Corp 529900MV0U7C9WWF4L22 000000000 -10700.00000000 NS -192952.33000000 -0.26577983938 Short EC CORP JP N 2 N N N Tri Chemical Laboratories Inc 353800S3OPTEAPIHHJ16 000000000 -5500.00000000 NS -173379.77000000 -0.23881985474 Short EC CORP JP N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 -10300.00000000 NS -217387.06000000 -0.29943716093 Short EC CORP IT N 2 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 900.00000000 NS USD 344295.00000000 0.474244958856 Long EC CORP US N 1 N N N Dufry AG 549300X53WDBVW7TIF57 000000000 -4100.00000000 NS -202120.71000000 -0.27840871287 Short EC CORP CH N 2 N N N Evercore Inc 529900P6KLPT95DW3W58 29977A105 2200.00000000 NS USD 298870.00000000 0.411674845273 Long EC CORP US N 1 N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 -1600.00000000 NS USD -152432.00000000 -0.20996560382 Short EC CORP US N 1 N N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 546347105 4900.00000000 NS USD 383915.00000000 0.528819045816 Long EC CORP US N 1 N N N Haseko Corp 529900EH7TSG348O4045 000000000 -15000.00000000 NS -185972.69000000 -0.25616581918 Short EC CORP JP N 2 N N N Liberty Oilfield Services Inc N/A 53115L104 -18800.00000000 NS USD -182360.00000000 -0.25118956330 Short EC CORP US N 1 N N N Fletcher Building Ltd 549300UPHQTT2LG75045 000000000 55300.00000000 NS 277617.70000000 0.382401123206 Long EC CORP NZ N 2 N N N Keio Corp N/A 000000000 -3900.00000000 NS -171909.24000000 -0.23679429109 Short EC CORP JP N 2 N N N NN Group NV 724500OHYNDT9OY6Q215 000000000 6000.00000000 NS 324278.48000000 0.446673446915 Long EC CORP NL N 2 N N N STEQ/PB BARCLAYS BANK COC N/A 000000000 9531074.30000000 NS 10851128.09000000 14.94675436642 Long EC CORP GB N 2 N N N Chocoladefabriken Lindt & Spru 529900JYJNNOKKAGK736 000000000 -20.00000000 NS -276216.66000000 -0.38047127770 Short EC CORP CH N 2 N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 21300.00000000 NS 294443.51000000 0.405577630478 Long EC CORP IT N 2 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 88000.00000000 NS 293720.48000000 0.404581701601 Long EC CORP ES N 2 N N N Imperial Oil Ltd 549300JZNB745JT5WY51 453038408 9600.00000000 NS 346220.80000000 0.476897628636 Long EC CORP CA N 1 N N N IHS Markit Ltd 549300HLPTRASHS0E726 000000000 -2100.00000000 NS USD -279132.00000000 -0.38448697731 Short EC CORP GB N 1 N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 -700.00000000 NS USD -110453.00000000 -0.15214214101 Short EC CORP IL N 1 N N N Nokia Oyj 549300A0JPRWG1KI7U06 654902204 70500.00000000 NS USD 438510.00000000 0.604020264332 Long EC CORP FI N 1 N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 5500.00000000 NS 211795.30000000 0.291734859160 Long EC CORP JP N 2 N N N Costa Group Holdings Ltd 529900NK4RFY5GMBBL27 000000000 68400.00000000 NS 150825.70000000 0.207753025431 Long EC CORP AU N 2 N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735100 1900.00000000 NS USD 255113.00000000 0.351402297996 Long EC CORP US N 1 N N N Canaccord Genuity Group Inc 5493002DR5KW4JP7YS87 134801109 16300.00000000 NS 194319.14000000 0.267662535193 Long EC CORP CA N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 5300.00000000 NS USD 331197.00000000 0.456203278114 Long EC CORP US N 1 N N N Obayashi Corp 529900YT4O5S0LCXWD54 000000000 -25600.00000000 NS -198091.26000000 -0.27285839599 Short EC CORP JP N 2 N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250P103 -8000.00000000 NS USD -288720.00000000 -0.39769385126 Short EC CORP US N 1 N N N Bayer AG 549300J4U55H3WP1XT59 000000000 -3300.00000000 NS -176663.81000000 -0.24334341568 Short EC CORP DE N 2 N N N Trupanion Inc 549300J86GFKIDGMQP18 898202106 -2200.00000000 NS USD -290466.00000000 -0.40009885772 Short EC CORP US N 1 N N N Expeditors International of Wa 984500B055A804AB6E40 302130109 2250.00000000 NS USD 302152.50000000 0.416196284961 Long EC CORP US N 1 N N N Kyushu Electric Power Co Inc 549300BYNZPLKQVQH430 000000000 41400.00000000 NS 308938.90000000 0.425544129074 Long EC CORP JP N 2 N N N Croda International PLC 2138004WCNBFJEEOXV26 000000000 -2650.00000000 NS -363447.33000000 -0.50062610279 Short EC CORP GB N 2 N N N Community Bank System Inc 5299008N6YHE6GCP1E80 203607106 -3200.00000000 NS USD -238336.00000000 -0.32829302346 Short EC CORP US N 1 N N N G5 Entertainment AB 549300K7QJ1N1FEG2X81 000000000 4823.00000000 NS 211330.33000000 0.291094391890 Long EC CORP SE N 2 N N N Tryg A/S 213800ZRS8AC4LSTCE39 000000000 -10600.00000000 NS -261994.44000000 -0.36088105380 Short EC CORP DK N 2 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -156220.61000000 -0.21518417857 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -5188000.00000000 GBP 6865653.94000000 USD 2022-01-21 -156220.61000000 N N N Orsted AS W9NG6WMZIYEU8VEDOG48 000000000 -2100.00000000 NS -269670.65000000 -0.37145455587 Short EC CORP DK N 2 N N N Parex Resources Inc 549300U7LWRGTY6XWK67 69946Q104 11600.00000000 NS 198170.68000000 0.272967792106 Long EC CORP CA N 1 N N N Lonza Group AG 549300EFW4H2TCZ71055 000000000 -300.00000000 NS -249913.04000000 -0.34423967636 Short EC CORP CH N 2 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 2456050.77000000 NS USD 2456050.77000000 3.383057251393 Long STIV RF US N 1 N N N Teva Pharmaceutical Industries 549300BAFGM4RC74ZJ94 881624209 -29000.00000000 NS USD -232290.00000000 -0.31996503432 Short EC CORP IL N 1 N N N SOITEC 969500ZR92SQCU9TST26 000000000 -900.00000000 NS -218898.52000000 -0.30151910312 Short EC CORP FR N 2 N N N Worldline SA/France 549300CJMQNCA0U4TS33 000000000 -4400.00000000 NS -245188.09000000 -0.33773135146 Short EC CORP FR N 2 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 -2100.00000000 NS USD -300132.00000000 -0.41341317181 Short EC CORP US N 1 N N N Lazard Ltd 254900RIBCDJSUFG1A11 000000000 6400.00000000 NS USD 279232.00000000 0.384624721100 Long EC CORP US N 1 N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 000000000 -11200.00000000 NS -174129.03000000 -0.23985191381 Short EC CORP AU N 2 N N N ADT Inc N/A 00090Q103 -22200.00000000 NS USD -186702.00000000 -0.25717039837 Short EC CORP US N 1 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 000000000 -1167.00000000 NS -262024.26000000 -0.36092212899 Short EC CORP NL N 2 N N N 2022-02-23 Legg Mason Global Asset Management Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX