# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041695
**Filing Date:** 2026-4
**Character Count:** 80417
**Document Hash:** 538f604d5178db938cde503b9746a07a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041695.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041695

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GMO TRUST
- **CENTRAL INDEX KEY:** 0000772129

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911154

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6173467646

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GMO CORE TRUST
- **DATE OF NAME CHANGE:** 19900927

## Series and Classes Contracts Data

### GMO Emerging Markets Fund (Series ID: S000004911)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000013268 | Class II     | GMEMX           |
| C000013269 | Class III    | GMOEX           |
| C000013272 | Class VI     | GEMMX           |
| C000213362 | Class R6     | GEMNX           |
| C000213363 | Class I      | GEMEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** GMO TRUST

- **b. Investment Company Act file number:** 811-04347

- **c. CIK number of Registrant:** 0000772129

- **d. LEI of Registrant:** 549300Y2Q6TQD4HU5C66

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 53 State Street, 33rd Floor

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-346-7646

**Item A.2. Information about the Series.**

- **a. Name of Series:** GMO Emerging Markets Fund

- **b. EDGAR series identifier (if any):** S000004911

- **c. LEI of Series:** DOSKAMXF8YE41HIDZR39

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $533714544.86

**Total Liabilities:** $3606860.42

**Net Assets:** $530107684.44

**Cash Not Reported:** $3763456.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213362 | 3.12%                | 9.88%                | 7.04%                |
| Class ID C000013269 | 3.14%                | 9.90%                | 7.03%                |
| Class ID C000013268 | 3.13%                | 9.88%                | 7.01%                |
| Class ID C000013272 | 3.14%                | 9.93%                | 7.02%                |
| Class ID C000213363 | 3.13%                | 9.87%                | 6.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2485778.77              | $11156552.74                               |
| Month 2  | $5889511.87              | $41267796.15                               |
| Month 3  | $15757098.79             | $19017561.54                               |

**Designated Index Information**

- **Index Name:** MSCI Emerging Markets Free Index (NET)

- **Index Identifier:** NDUEEGF

### Schedule of Portfolio Investments

| Name                                                    | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vietnam Dairy Products JSC                              | Vietnam Dairy Products JSC                              | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |     504900 | NS      | $1322103.28   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Pruksa Holding PCL                                      | Pruksa Holding PCL                                      | CUSIP: 000000000<br>LEI: 529900V2DKG77EI8X273 | Long             | EC               | CORP              | TH        |     272600 | NS      | $34906.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                  | Emirates NBD Bank PJSC                                  | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     333630 | NS      | $2997769.44   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd                       | Orient Overseas International Ltd                       | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |     544500 | NS      | $10399041.60  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                           | Severstal PAO                                           | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |     706464 | NS      | $0.71         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Saigon - Hanoi Commercial Joint Stock Bank              | Saigon - Hanoi Commercial Joint Stock Bank              | CUSIP: 000000000<br>LEI: 2549007HTI2GPELM0894 | Long             | EC               | CORP              | VN        |    3789200 | NS      | $2320512.19   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Lite-On Technology Corp                                 | Lite-On Technology Corp                                 | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     326000 | NS      | $1779454.39   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                              | Sino Biopharmaceutical Ltd                              | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |    6442000 | NS      | $4967635.57   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                     | Krung Thai Bank PCL                                     | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |   10609400 | NS      | $11682937.15  | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARARAPES CONFECCOES SA                                | GUARARAPES CONFECCOES SA                                | CUSIP: 000000000<br>LEI: 2549009NMB6VIHMFI409 | Long             | EC               | CORP              | BR        |      66300 | NS      | $129715.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Ship Lease Inc                                   | Global Ship Lease Inc                                   | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |      31200 | NS      | $1281696.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardentec Corp                                           | Ardentec Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      62000 | NS      | $309762.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                             | Eurobank SA                                             | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     418840 | NS      | $1940678.62   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Engine & Agricultural Machinery Corp            | Vietnam Engine & Agricultural Machinery Corp            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     111700 | NS      | $151392.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Holdings Corp                                    | Legend Holdings Corp                                    | CUSIP: 000000000<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | CN        |     820500 | NS      | $957322.79    | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Siyaram Silk Mills Ltd                                  | Siyaram Silk Mills Ltd                                  | CUSIP: 000000000<br>LEI: 335800ZRJXFRAURS2972 | Long             | EC               | CORP              | IN        |      62829 | NS      | $367383.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                  | Grupo Mexico SAB de CV                                  | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |      15900 | NS      | $201505.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Thailand PCL                                         | AP Thailand PCL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     370900 | NS      | $109738.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Medical System Holdings Ltd                       | China Medical System Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | KY        |     708000 | NS      | $1315919.73   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd                                 | Hindalco Industries Ltd                                 | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     753962 | NS      | $7678993.40   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                     | Richter Gedeon Nyrt                                     | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      47038 | NS      | $1764533.86   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                             | Alrosa PJSC                                             | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |   31701260 | NS      | $0.41         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Riyad Bank                                              | Riyad Bank                                              | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     146915 | NS      | $1084098.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences PCL                                   | Mega Lifesciences PCL                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     336300 | NS      | $411437.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     101408 | NS      | $14479802.04  | 2.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                        | Saudi Telecom Co                                        | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     161452 | NS      | $1798577.61   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Mavi Giyim Sanayi Ve Ticaret AS                         | Mavi Giyim Sanayi Ve Ticaret AS                         | CUSIP: 000000000<br>LEI: 7890004V7753Z4N1L403 | Long             | EC               | CORP              | TR        |     253262 | NS      | $261995.29    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                  | Novolipetsk Steel PJSC                                  | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |   10015560 | NS      | $0.13         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                   | Magyar Telekom Telecommunications PLC                   | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |     221818 | NS      | $1504156.84   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                    | Turk Hava Yollari AO                                    | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |      33847 | NS      | $237248.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Sanjiang Fine Chemicals Co Ltd                    | China Sanjiang Fine Chemicals Co Ltd                    | CUSIP: 000000000<br>LEI: 529900V0YYM4KPD68R21 | Long             | EC               | CORP              | KY        |     496000 | NS      | $308651.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Holdings Corp                                        | LX Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        195 | NS      | $1232.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sany Heavy Equipment International Holdings Co Ltd      | Sany Heavy Equipment International Holdings Co Ltd      | CUSIP: 000000000<br>LEI: 254900BKG9FQLCKFVK72 | Long             | EC               | CORP              | KY        |     300000 | NS      | $603267.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     151200 | NS      | $541801.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                               | Woori Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     350994 | NS      | $8783481.74   | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| SFI PJSC                                                | SFI PJSC                                                | CUSIP: 000000000<br>LEI: 253400C8TVKD4D6F5Z73 | Long             | EC               | CORP              | RU        |      68353 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vivara Participacoes SA                                 | Vivara Participacoes SA                                 | CUSIP: 000000000<br>LEI: 254900KO2WRLAVSJDR42 | Long             | EC               | CORP              | BR        |      83600 | NS      | $507976.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Co Ltd                 | China National Building Material Co Ltd                 | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |     768000 | NS      | $665884.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |   79676700 | NS      | $1.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PICC Property & Casualty Co Ltd                         | PICC Property & Casualty Co Ltd                         | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    1070000 | NS      | $2207778.57   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp Ltd                  | China Communications Services Corp Ltd                  | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    8745878 | NS      | $4964796.62   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Electronics Holdings Ltd                            | TCL Electronics Holdings Ltd                            | CUSIP: 000000000<br>LEI: 5299000Y9D001SNNTJ48 | Long             | EC               | CORP              | KY        |     162000 | NS      | $253539.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Neoenergia SA                                           | Neoenergia SA                                           | CUSIP: 000000000<br>LEI: 959800B3RXPMGEZ1W429 | Long             | EC               | CORP              | BR        |      20500 | NS      | $131441.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                        | Evergreen Marine Corp Taiwan Ltd                        | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    1624200 | NS      | $10193059.71  | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |          3 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Consun Pharmaceutical Group Ltd                         | Consun Pharmaceutical Group Ltd                         | CUSIP: 000000000<br>LEI: 300300LQFLNDZZHCNN43 | Long             | EC               | CORP              | KY        |    2722000 | NS      | $6258241.03   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                    | Hyundai Mobis Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      54795 | NS      | $19696198.17  | 3.72%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                               | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |      13564 | NS      | $1536892.21   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd                                   | Pagseguro Digital Ltd                                   | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |      87500 | NS      | $928375.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     184307 | NS      | $27585460.66  | 5.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI Co Ltd                                              | TCI Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      36000 | NS      | $151117.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                             | MOL Hungarian Oil & Gas PLC                             | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |     201657 | NS      | $2232146.70   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                                  | Tripod Technology Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     239000 | NS      | $2952189.64   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| UNTRADE HUA HAN HEALTH                                  | UNTRADE HUA HAN HEALTH                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   10248000 | NS      | $1.31         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Evraz PLC                                               | Evraz PLC                                               | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      39977 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hyundai Glovis Co Ltd                                   | Hyundai Glovis Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      41089 | NS      | $8273274.99   | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Megaworld Corp                                          | Megaworld Corp                                          | CUSIP: 000000000<br>LEI: 254900P57OOZ5AY5C521 | Long             | EC               | CORP              | PH        |    1495800 | NS      | $58623.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Ltd                     | Bosideng International Holdings Ltd                     | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |    5370000 | NS      | $3328916.09   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    2611000 | NS      | $10678990.00  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GT Capital Holdings Inc                                 | GT Capital Holdings Inc                                 | CUSIP: 000000000<br>LEI: 254900P0ZPSRAHUO2131 | Long             | EC               | CORP              | PH        |      10530 | NS      | $122343.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |     239440 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |   63500900 | NS      | $0.82         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| China Nonferrous Mining Corp Ltd                        | China Nonferrous Mining Corp Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     813000 | NS      | $1553967.19   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     515000 | NS      | $6205529.92   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       1685 | NS      | $242825.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                           | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |     109406 | NS      | $13488928.05  | 2.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ROKIT Healthcare Inc                                    | ROKIT Healthcare Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       9610 | NS      | $454743.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                           | CSPC Pharmaceutical Group Ltd                           | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |    8032000 | NS      | $10110740.20  | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Industrial Holdings Ltd                        | Shanghai Industrial Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900S37EMGYP84J616 | Long             | EC               | CORP              | HK        |      24000 | NS      | $47056.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                       | Aneka Tambang Tbk                                       | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    8674400 | NS      | $2255458.84   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                            | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      12000 | NS      | $739194.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentera SAB de CV                                       | Gentera SAB de CV                                       | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |    1246863 | NS      | $3619247.55   | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Compeq Manufacturing Co Ltd                             | Compeq Manufacturing Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      54000 | NS      | $349159.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mechel PJSC                                             | Mechel PJSC                                             | CUSIP: 000000000<br>LEI: 253400C9GSPBSKERRP65 | Long             | EC               | CORP              | RU        |     474800 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Powertech Technology Inc                                | Powertech Technology Inc                                | CUSIP: 000000000<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |     446000 | NS      | $3621860.33   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                              | National Bank of Greece SA                              | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      60141 | NS      | $978294.27    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| National Mobile Telecommunications Co KSC               | National Mobile Telecommunications Co KSC               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      11612 | NS      | $61844.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                 | ENN Energy Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |     810600 | NS      | $7111770.10   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| RusHydro PJSC                                           | RusHydro PJSC                                           | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        |   24938000 | NS      | $0.32         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gerdau SA                                               | Gerdau SA                                               | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     107400 | NS      | $439739.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                           | PhosAgro PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      11924 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TOA Paint Thailand PCL                                  | TOA Paint Thailand PCL                                  | CUSIP: 000000000<br>LEI: 254900E35GTJZH95L596 | Long             | EC               | CORP              | TH        |     170400 | NS      | $86739.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                         | Yang Ming Marine Transport Corp                         | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |     751000 | NS      | $1375528.10   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co Ltd                 | China Taiping Insurance Holdings Co Ltd                 | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |    2082600 | NS      | $6064381.38   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                                       | Wan Hai Lines Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      47000 | NS      | $114874.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orascom Construction PLC                                | Orascom Construction PLC                                | CUSIP: 000000000<br>LEI: 254900ZIYKZ3Y4EANH33 | Long             | EC               | CORP              | AE        |      78539 | NS      | $815867.71    | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bradespar SA                                            | Bradespar SA                                            | CUSIP: 000000000<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |     430000 | NS      | $2082687.99   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Fufeng Group Ltd                                        | Fufeng Group Ltd                                        | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |     938000 | NS      | $974194.66    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hengan International Group Co Ltd                       | Hengan International Group Co Ltd                       | CUSIP: 000000000<br>LEI: 836800BJ50PZSWGXZA86 | Long             | EC               | CORP              | KY        |      55500 | NS      | $206477.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co KSCP                       | Mobile Telecommunications Co KSCP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      69599 | NS      | $122933.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                      | Etihad Etisalat Co                                      | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |       5859 | NS      | $100290.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agility Public Warehousing Co KSCC                      | Agility Public Warehousing Co KSCC                      | CUSIP: 000000000<br>LEI: 549300C16Q6C2NMAI063 | Long             | EC               | CORP              | KW        |     181589 | NS      | $81600.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                         | Cipla Ltd/India                                         | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |      44193 | NS      | $655193.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                              | Oil & Natural Gas Corp Ltd                              | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    1454493 | NS      | $4473123.88   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                        | Vibra Energia SA                                        | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |      74299 | NS      | $433634.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                        | Kasikornbank PCL                                        | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |    1325300 | NS      | $8567271.75   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                  | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |       3933 | NS      | $434077.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                  | Motor Oil Hellas Corinth Refineries SA                  | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |       5235 | NS      | $227245.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworth Group Ltd                                      | Skyworth Group Ltd                                      | CUSIP: 000000000<br>LEI: 529900LRFQSJWSSXY627 | Long             | EC               | CORP              | BM        |     998000 | NS      | $893575.48    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co Ltd                                  | Sinopharm Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     344400 | NS      | $928516.29    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                            | Tatneft PJSC                                            | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |    2860038 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Unipro PAO                                              | Unipro PAO                                              | CUSIP: 000000000<br>LEI: 253400DR5QSH8MEGZZ11 | Long             | EC               | CORP              | RU        |    8118000 | NS      | $0.11         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Federal Grid Co - Rosseti PJSC                          | Federal Grid Co - Rosseti PJSC                          | CUSIP: 000000000<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        | 1432600000 | NS      | $18.53        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SCB X PCL                                               | SCB X PCL                                               | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    1281600 | NS      | $6119196.05   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinofert Holdings Ltd                                   | Sinofert Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5299003MF6ZDA7K38F96 | Long             | EC               | CORP              | BM        |    1072000 | NS      | $254481.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinsons Retail Holdings Inc                           | Robinsons Retail Holdings Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      22700 | NS      | $15005.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashapura Minechem Ltd                                   | Ashapura Minechem Ltd                                   | CUSIP: 000000000<br>LEI: 335800BSI9EHP97MPU18 | Long             | EC               | CORP              | IN        |     239845 | NS      | $1433221.81   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Engineering Group Co Ltd                        | Sinopec Engineering Group Co Ltd                        | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |    3300500 | NS      | $3337006.14   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                | Hana Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      66176 | NS      | $5597642.55   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                    | Magnitogorsk Iron & Steel Works PJSC                    | CUSIP: 000000000<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |   17490987 | NS      | $0.23         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GHCL Ltd                                                | GHCL Ltd                                                | CUSIP: 000000000<br>LEI: 335800L2UYNOUH82F930 | Long             | EC               | CORP              | IN        |      18021 | NS      | $95027.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| An Binh CJSB                                            | An Binh CJSB                                            | CUSIP: 000000000<br>LEI: 2549002K2TRBYGJMJN25 | Long             | EC               | CORP              | VN        |     329810 | NS      | $176016.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nizhnekamskneftekhim PJSC                               | Nizhnekamskneftekhim PJSC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |     194570 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Samsung E&A Co Ltd                                      | Samsung E&A Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |      89150 | NS      | $2253989.12   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannstar Board Corp                                     | Hannstar Board Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     341000 | NS      | $1010835.04   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      26817 | NS      | $304933.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                          | Shinhan Financial Group Co Ltd                          | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      49775 | NS      | $3347691.36   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                | GMK Norilskiy Nickel PAO                                | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |    3721200 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Quang Ngai Sugar JSC                                    | Quang Ngai Sugar JSC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     251400 | NS      | $477799.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                      | Inter RAO UES PJSC                                      | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   78536400 | NS      | $1.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Transneft PJSC                                          | Transneft PJSC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |      86900 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     236400 | NS      | $1416140.45   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                           | Indofood Sukses Makmur Tbk PT                           | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |    2961700 | NS      | $1138844.37   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Puregold Price Club Inc                                 | Puregold Price Club Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      42200 | NS      | $30725.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                            | Gazprom PJSC                                            | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    1250860 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                            | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |     217049 | NS      | $1046300.04   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Noor Financial Investment Co KSC                        | Noor Financial Investment Co KSC                        | CUSIP: 000000000<br>LEI: 549300US0VXHVXG6RD34 | Long             | EC               | CORP              | KW        |    1066455 | NS      | $1405220.51   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                      | LG Electronics Inc                                      | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |      20033 | NS      | $2026643.00   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| China Conch Venture Holdings Ltd                        | China Conch Venture Holdings Ltd                        | CUSIP: 000000000<br>LEI: 836800AA0Q4R3O6ZDB17 | Long             | EC               | CORP              | KY        |     654000 | NS      | $1108931.51   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                          | Old Mutual Ltd                                          | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |     469264 | NS      | $485702.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Trang Gloves Thailand PCL                           | Sri Trang Gloves Thailand PCL                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      80900 | NS      | $23435.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                               | Bharat Petroleum Corp Ltd                               | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    1237859 | NS      | $5234721.26   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                        | PTT Exploration & Production PCL                        | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     908900 | NS      | $4020252.91   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                            | Ecopetrol SA                                            | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |       8900 | NS      | $105821.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank PCL                                        | Bangkok Bank PCL                                        | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     139900 | NS      | $798452.10    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd                                  | Manappuram Finance Ltd                                  | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |     235621 | NS      | $731101.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |     800940 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| First Abu Dhabi Bank PJSC                               | First Abu Dhabi Bank PJSC                               | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     183216 | NS      | $978361.07    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Ltd                                         | Minth Group Ltd                                         | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | KY        |     986000 | NS      | $5511510.24   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corp                                           | Pou Chen Corp                                           | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |    7337000 | NS      | $7261335.41   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Anilana Hotels & Properties Ltd                         | Anilana Hotels & Properties Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LK        |  103983101 | NS      | $302374.12    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Vietnam Prosperity JSC Bank                             | Vietnam Prosperity JSC Bank                             | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |     139800 | NS      | $155392.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Vegetable Oil PCL                                  | Thai Vegetable Oil PCL                                  | CUSIP: 000000000<br>LEI: 549300UM4OOJ1W116N37 | Long             | EC               | CORP              | TH        |      48100 | NS      | $38213.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thaifoods Group PCL                                     | Thaifoods Group PCL                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     249700 | NS      | $52186.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                 | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     572000 | NS      | $9826960.00   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                                   | Delta Electronics Inc                                   | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      32000 | NS      | $1443002.18   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonking Holdings Ltd                                    | Lonking Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | KY        |    1498000 | NS      | $653816.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One Ltd                                          | Ninety One Ltd                                          | CUSIP: 000000000<br>LEI: 2138006NUUFPDXHSUP38 | Long             | EC               | CORP              | ZA        |      22327 | NS      | $76363.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                                 | SABIC Agri-Nutrients Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       7933 | NS      | $261474.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom Neft PJSC                                       | Gazprom Neft PJSC                                       | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |     219070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LT Group Inc                                            | LT Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    1366700 | NS      | $370219.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United Co RUSAL International PJSC                      | United Co RUSAL International PJSC                      | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |     556430 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PTT PCL                                                 | PTT PCL                                                 | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |    3443000 | NS      | $4097658.46   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| China Reinsurance Group Corp                            | China Reinsurance Group Corp                            | CUSIP: 000000000<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |    4157000 | NS      | $875126.24    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Persero Tbk PT                    | Perusahaan Gas Negara Persero Tbk PT                    | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |    5491300 | NS      | $782450.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| A'ayan Leasing & Investment Co KSCP                     | A'ayan Leasing & Investment Co KSCP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |     935355 | NS      | $687103.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                                    | Vipshop Holdings Ltd                                    | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     537515 | NS      | $9363511.30   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Almacenes Exito SA                                      | Almacenes Exito SA                                      | CUSIP: 000000000<br>LEI: 549300OT5L7B87VWHP86 | Long             | EC               | CORP              | CO        |       8973 | NS      | $9769.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Awwal Bank                                        | Saudi Awwal Bank                                        | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      27340 | NS      | $248913.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                | China Hongqiao Group Ltd                                | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |    1334500 | NS      | $6019232.96   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo de Inversiones Suramericana SA                    | Grupo de Inversiones Suramericana SA                    | CUSIP: 000000000<br>LEI: 549300AC1Q176TZL0305 | Long             | EP               | CORP              | CO        |      22631 | NS      | $277458.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBio Inc                                               | 3SBio Inc                                               | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | KY        |     476000 | NS      | $1341828.63   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bangkok Life Assurance PCL                              | Bangkok Life Assurance PCL                              | CUSIP: 000000000<br>LEI: 254900S8RTAA59ZF6T09 | Long             | EC               | CORP              | TH        |      67800 | NS      | $46678.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                             | LUKOIL PJSC                                             | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     285469 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Masan Consumer Corp                                     | Masan Consumer Corp                                     | CUSIP: 000000000<br>LEI: 549300QK16VB0MOK5404 | Long             | EC               | CORP              | VN        |      61364 | NS      | $332206.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                           | PHOSAGRO PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |        230 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                 | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |   13125612 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                              | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     315000 | NS      | $4821057.97   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                          | Cia Energetica de Minas Gerais                          | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    3312780 | NS      | $7799718.05   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines PCL                            | Regional Container Lines PCL                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     228600 | NS      | $226002.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                              | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |   16006400 | NS      | $6368915.89   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                               | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      36400 | NS      | $658721.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                         | Grupo Cibest SA                                         | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      59521 | NS      | $4040285.48   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| 3BB Internet Infrastructure Fund                        | 3BB Internet Infrastructure Fund                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | TH        |     915300 | NS      | $197132.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dogus Otomotiv Servis ve Ticaret AS                     | Dogus Otomotiv Servis ve Ticaret AS                     | CUSIP: 000000000<br>LEI: 789000PVDP82LTUNS694 | Long             | EC               | CORP              | TR        |      28446 | NS      | $141454.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineros SA                                              | Mineros SA                                              | CUSIP: 000000000<br>LEI: 549300991PEKFIGLDE07 | Long             | EC               | CORP              | CO        |       1191 | NS      | $6437.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Microelectronics Corp                            | United Microelectronics Corp                            | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    1760000 | NS      | $3641186.02   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| TTY Biopharm Co Ltd                                     | TTY Biopharm Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      36000 | NS      | $96820.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    1173000 | NS      | $73193043.68  | 13.81%            |  |  |  | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     140613 | NS      | $799545.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                 | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     676824 | NS      | $7499117.71   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shineway Pharmaceutical Group Ltd                 | China Shineway Pharmaceutical Group Ltd                 | CUSIP: 000000000<br>LEI: 5299001VVE1YDGPXXR74 | Long             | EC               | CORP              | KY        |      56000 | NS      | $67053.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 361 Degrees International Ltd                           | 361 Degrees International Ltd                           | CUSIP: 000000000<br>LEI: 2138008WRC2652IBSX12 | Long             | EC               | CORP              | KY        |    2562000 | NS      | $1847081.68   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                                    | Kunlun Energy Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |    1462000 | NS      | $1567184.24   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Dharma Satya Nusantara Tbk PT                           | Dharma Satya Nusantara Tbk PT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     131700 | NS      | $10838.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansoh Pharmaceutical Group Co Ltd                      | Hansoh Pharmaceutical Group Co Ltd                      | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | KY        |      66000 | NS      | $293830.79    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Combined Group Contracting Co SAK                       | Combined Group Contracting Co SAK                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |     100678 | NS      | $318749.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                          | Moscow Exchange MICEX-RTS PJSC                          | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |    4133417 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Indian Oil Corp Ltd                                     | Indian Oil Corp Ltd                                     | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |     259665 | NS      | $533815.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Greatek Electronics Inc                                 | Greatek Electronics Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     273000 | NS      | $831521.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| China Foods Ltd                                         | China Foods Ltd                                         | CUSIP: 000000000<br>LEI: 529900SKC2U9O25M2019 | Long             | EC               | CORP              | BM        |     492000 | NS      | $253027.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                       | Hon Hai Precision Industry Co Ltd                       | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     857000 | NS      | $6555012.32   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     218100 | NS      | $14349633.50  | 2.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempo Scan Pacific Tbk PT                               | Tempo Scan Pacific Tbk PT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     257800 | NS      | $41815.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                 | Phison Electronics Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      48000 | NS      | $2835704.14   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Beer Alcohol Beverage Corp                       | Saigon Beer Alcohol Beverage Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     115200 | NS      | $214078.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                        | Zhen Ding Technology Holding Ltd                        | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |     656000 | NS      | $4337056.68   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp Financiera Colombiana SA                           | Corp Financiera Colombiana SA                           | CUSIP: 000000000<br>LEI: 549300UTJ6LGMSTZYJ30 | Long             | EC               | CORP              | CO        |       2220 | NS      | $10176.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Saudi Fransi                                     | Banque Saudi Fransi                                     | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |      48191 | NS      | $254528.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GFPT PCL                                                | GFPT PCL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     164700 | NS      | $51654.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                         | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     610800 | NS      | $7641108.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | MSCI EMGMKT MAR26                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         65 | NC      | $124595.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd                          | China Lesso Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    2546000 | NS      | $2221798.79   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| YungShin Global Holding Corp                            | YungShin Global Holding Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      66000 | NS      | $115459.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                | NMDC Ltd                                                | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |    1708723 | NS      | $1532001.66   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                     | Shriram Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     238487 | NS      | $2835794.28   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |          4 | NS      | $128.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      38953 | NS      | $3912418.94   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co Ltd                         | Yuanta Financial Holding Co Ltd                         | CUSIP: 000000000<br>LEI: 21380045JG57LJEFFE13 | Long             | EC               | CORP              | TW        |      68000 | NS      | $105968.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                     | Muthoot Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      86093 | NS      | $3171245.11   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                                    | GMO US Treasury Fund                                    | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |    1552869 | NS      | $7779874.32   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-26

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer