# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019488
**Filing Date:** 2025-10
**Character Count:** 68198
**Document Hash:** 47ddde9257cee846719aa1f229f47328
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019488.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019488

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**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:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 251428519

**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 International Equity Fund (Series ID: S000004224)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011881 | Class III    | GMOIX           |
| C000011882 | Class IV     | GMCFX           |
| C000213358 | Class I      | GMOUX           |

## 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 International Equity Fund

- **b. EDGAR series identifier (if any):** S000004224

- **c. LEI of Series:** 549300GUNRPC30EDRZ54

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $1019171670.50

**Total Liabilities:** $58441492.03

**Net Assets:** $960730178.47

**Cash Not Reported:** $331925.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011882 | 3.16%                | -0.47%               | 4.95%                |
| Class ID C000213358 | 3.18%                | -0.50%               | 4.92%                |
| Class ID C000011881 | 3.19%                | -0.49%               | 4.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15781514.71             | $14725483.27                               |
| Month 2  | $73044054.58             | $-76173166.28                              |
| Month 3  | $12045155.54             | $31688179.79                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Betsson AB                                         | Betsson AB                                            | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |    134654 | NS      | $2279147.16   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyo General Lease Co Ltd                          | Fuyo General Lease Co Ltd                             | CUSIP: 000000000<br>LEI: 353800IE82QJT7UQJK58 | Long             | EC               | CORP              | JP        |     29118 | NS      | $862378.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC                          | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    404097 | NS      | $22989078.33  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                     | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    605290 | NS      | $2108288.63   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                         | BOC Hong Kong Holdings Ltd                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |   1533000 | NS      | $6960011.15   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA          | REN - Redes Energeticas Nacionais SGPS SA             | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    156820 | NS      | $548571.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC                                   | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    524417 | NS      | $22147537.79  | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                       | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   7543326 | NS      | $22085270.14  | 2.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                          | Nokia Oyj                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |   4964168 | NS      | $21370440.84  | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                   | Seiko Epson Corp                                      | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |    113000 | NS      | $1436959.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                        | ITOCHU Corp                                           | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    112154 | NS      | $6335435.55   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                      | Komeri Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26293 | NS      | $593435.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                          | Amundi SA                                             | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      7967 | NS      | $588918.54    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Indus Holding AG                                   | Indus Holding AG                                      | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |      5326 | NS      | $139939.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding Ltd                  | Yangzijiang Financial Holding Ltd                     | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |    882722 | NS      | $722185.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                       | KBC Group NV                                          | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      7982 | NS      | $940864.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    883900 | NS      | $6405774.02   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                             | Aristocrat Leisure Ltd                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |     37805 | NS      | $1792582.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                                | First Resources Ltd                                   | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    381100 | NS      | $507803.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corp                                   | Seiko Group Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37695 | NS      | $1637325.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                           | Draegerwerk AG & Co KGaA                              | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |      3755 | NS      | $291282.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                       | Ferrexpo PLC                                          | CUSIP: 000000000<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |    488845 | NS      | $364810.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KLN Logistics Group Ltd                            | KLN Logistics Group Ltd                               | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | BM        |    197640 | NS      | $203653.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                      | GrainCorp Ltd                                         | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |    173489 | NS      | $905771.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                                         | Bekaert SA                                            | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |     25386 | NS      | $1140783.29   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                            | Daiwabo Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66290 | NS      | $1405479.55   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                             | Singapore Exchange Ltd                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    185700 | NS      | $2397330.70   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                      | Rio Tinto Ltd                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     29210 | NS      | $2206437.35   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp                                | Sanwa Holdings Corp                                   | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     85400 | NS      | $2749516.34   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc                                  | AOKI Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38420 | NS      | $465530.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1299841.74   | 0.14%             | 2027-04-30      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| Tokyu Construction Co Ltd                          | Tokyu Construction Co Ltd                             | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |    101975 | NS      | $777281.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                            | ProSiebenSat.1 Media SE                               | CUSIP: 000000000<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |     64947 | NS      | $640289.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     20989 | NS      | $1886170.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                 | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |    458465 | NS      | $12202223.25  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                   | Bank Hapoalim BM                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    122456 | NS      | $2393256.59   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                           | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     45500 | NS      | $531105.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                                     | Kanematsu Corp                                        | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     62044 | NS      | $1305815.95   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                         | Towa Pharmaceutical Co Ltd                            | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |     12428 | NS      | $243734.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| DBS Group Holdings Ltd                             | DBS Group Holdings Ltd                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    107900 | NS      | $4247254.73   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                        | Fujitsu Ltd                                           | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |    272700 | NS      | $6562304.33   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co KGaA                           | DWS Group GmbH & Co KGaA                              | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      9301 | NS      | $577646.28    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Orange SA                                          | Orange SA                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      7657 | NS      | $124802.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                            | ABB Ltd                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    245480 | NS      | $16474433.54  | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                      | Proximus SADP                                         | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     29381 | NS      | $254687.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     63687 | NS      | $3930049.85   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                        | Hitachi Ltd                                           | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    377200 | NS      | $10163053.47  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichias Corp                                       | Nichias Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49426 | NS      | $1902899.92   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                      | Hornbach Holding AG & Co KGaA                         | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |      2953 | NS      | $359427.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Banking Group Ltd                         | Dah Sing Banking Group Ltd                            | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |    202800 | NS      | $272520.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                           | Next PLC                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     17345 | NS      | $2802911.17   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Co SA/The                                | Navigator Co SA/The                                   | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |    253973 | NS      | $985477.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| IGG Inc                                            | IGG Inc                                               | CUSIP: 000000000<br>LEI: 529900VBUXYUOTABSC33 | Long             | EC               | CORP              | KY        |   1045585 | NS      | $636937.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                        | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |    154054 | NS      | $10854300.24  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                          | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    739833 | NS      | $8272155.93   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                   | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     68585 | NS      | $22364070.97  | 2.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                            | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   4454100 | NS      | $4710989.26   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                       | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    441517 | NS      | $23987055.20  | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                            | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    193196 | NS      | $7664085.32   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| STMicroelectronics NV                              | STMicroelectronics NV                                 | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |    141986 | NS      | $3832202.14   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                            | LY Corp                                               | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |   1183100 | NS      | $3745668.92   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                           | Wallenius Wilhelmsen ASA                              | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     38577 | NS      | $361009.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Laboratories International Holdings Ltd/The | United Laboratories International Holdings Ltd/The    | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | KY        |    372000 | NS      | $733987.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Vesuvius PLC                                       | Vesuvius PLC                                          | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |    109244 | NS      | $552261.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                               | Hoegh Autoliners ASA                                  | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |    330122 | NS      | $3793891.39   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co Ltd                            | Kaga Electronics Co Ltd                               | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |     41000 | NS      | $958708.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                          | Elkem ASA                                             | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |    411726 | NS      | $1048245.23   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Europris ASA                                       | Europris ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     35331 | NS      | $341817.64    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| u-blox Holding AG                                  | u-blox Holding AG                                     | CUSIP: 000000000<br>LEI: 506700B2W2NUXS9X8479 | Long             | EC               | CORP              | CH        |      9501 | NS      | $1609937.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                             | AXA SA                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    490391 | NS      | $22841255.65  | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                   | Smiths Group PLC                                      | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     19144 | NS      | $609554.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                 | SITC International Holdings Co Ltd                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    196000 | NS      | $692174.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                        | Sun Hung Kai Properties Ltd                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     69500 | NS      | $820960.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                       | RTL Group SA                                          | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |     26411 | NS      | $1088718.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                   | Zehnder Group AG                                      | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      3995 | NS      | $357392.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                       | Techtronic Industries Co Ltd                          | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    160000 | NS      | $2069182.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                            | Sekisui Chemical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |    514312 | NS      | $9760769.13   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                          | Canon Marketing Japan Inc                             | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |     13800 | NS      | $534954.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                     | Iveco Group NV                                        | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |     29792 | NS      | $640583.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Valor Holdings Co Ltd                              | Valor Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24369 | NS      | $465597.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anima Holding SpA                                  | Anima Holding SpA                                     | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |     89405 | NS      | $643865.28    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Crest Nicholson Holdings plc                       | Crest Nicholson Holdings plc                          | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |     83864 | NS      | $170459.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    761246 | NS      | $26747240.74  | 2.78%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC                                     | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     58505 | NS      | $3771817.35   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Vodafone Group PLC                                 | Vodafone Group PLC                                    | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1970791 | NS      | $23570660.36  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                                          | Rubis SCA                                             | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |     25354 | NS      | $839431.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                     | Banca IFIS SpA                                        | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |     55598 | NS      | $1503044.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                   | Nitto Denko Corp                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     33100 | NS      | $745035.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   1853747 | NS      | $11670355.94  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                            | Recruit Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    312900 | NS      | $17905164.77  | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Ltd                    | Dah Sing Financial Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |     26869 | NS      | $122237.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet SpA                                       | Esprinet SpA                                          | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |     66604 | NS      | $354167.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| IPSOS SA                                           | IPSOS SA                                              | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     25959 | NS      | $1078585.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunze Ltd                                          | Gunze Ltd                                             | CUSIP: 000000000<br>LEI: 353800VSSDM5IY8UNW44 | Long             | EC               | CORP              | JP        |     30906 | NS      | $784515.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TPR Co Ltd                                         | TPR Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16969 | NS      | $271278.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                              | STMicroelectronics NV                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     53722 | NS      | $1462512.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                 | Halfords Group PLC                                    | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |    103137 | NS      | $191068.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                          | Coface SA                                             | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |    101591 | NS      | $1913195.11   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     37739 | NS      | $1088530.68   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Johnson Electric Holdings Ltd                      | Johnson Electric Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | BM        |    122901 | NS      | $451580.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner & Co SE                                  | Kloeckner & Co SE                                     | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |     40876 | NS      | $281833.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                      | Koninklijke Ahold Delhaize NV                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    294369 | NS      | $11796189.19  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                          | Bandai Namco Holdings Inc                             | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |    435100 | NS      | $14959646.63  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                         | Legrand SA                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      6134 | NS      | $934122.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                      | Salzgitter AG                                         | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |     33105 | NS      | $863410.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                        | Kajima Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41200 | NS      | $1225140.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                          | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    356188 | NS      | $3556545.36   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                              | IG Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    323508 | NS      | $4942138.43   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                               | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |     92300 | NS      | $2343845.41   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Ltd                             | Super Retail Group Ltd                                | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |    135546 | NS      | $1664126.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                         | Signify NV                                            | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     76496 | NS      | $2020046.61   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                   | Coca-Cola HBC AG                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |    142724 | NS      | $7219591.60   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                       | Leonardo SpA                                          | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |    178361 | NS      | $10132399.01  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                          | Logitech International SA                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     50204 | NS      | $5183949.78   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                  | Sekisui House Ltd                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |    277000 | NS      | $6233678.25   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                          | Prosus NV                                             | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |    457958 | NS      | $28329032.41  | 2.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd              | Yangzijiang Shipbuilding Holdings Ltd                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   3237422 | NS      | $7335391.19   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                       | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   8594515 | NS      | $9235667.69   | 0.96%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                        | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    265700 | NS      | $8995099.53   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                         | Allianz SE                                            | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     14025 | NS      | $5929524.56   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                                         | Horiba Ltd                                            | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |     27800 | NS      | $2064211.32   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                       | JB Hi-Fi Ltd                                          | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |     73929 | NS      | $5653342.19   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                           | Generali                                              | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    442789 | NS      | $17285184.95  | 1.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                    | Derichebourg SA                                       | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     94864 | NS      | $664003.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                         | Eiffage SA                                            | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     42854 | NS      | $5392982.24   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                                 | VTech Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     72700 | NS      | $587301.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                              | MFE-MediaForEurope NV                                 | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |    253051 | NS      | $921861.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Steel Co Ltd                                 | Daido Steel Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |    102000 | NS      | $872657.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                  | Konami Group Corp                                     | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |     87200 | NS      | $13153106.64  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1 SA                          | Television Francaise 1 SA                             | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |    104657 | NS      | $1033276.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                            | Heidelberg Materials AG                               | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     32816 | NS      | $7762568.91   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                              | Sheng Siong Group Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    377000 | NS      | $596450.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                          | Sanofi SA                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    235834 | NS      | $23397550.92  | 2.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                           | Mitsubishi Electric Corp                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     79000 | NS      | $1885969.13   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Warabeya Nichiyo Holdings Co Ltd                   | Warabeya Nichiyo Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20256 | NS      | $387609.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                        | Galenica AG                                           | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     12270 | NS      | $1314525.59   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                             | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       279 | NS      | $574887.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd                | Luk Fook Holdings International Ltd                   | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |    144326 | NS      | $450728.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                          | CK Hutchison Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |   2335500 | NS      | $15452125.78  | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                      | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    387192 | NS      | $4883719.69   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Kogyo Co Ltd                                 | Press Kogyo Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |     82324 | NS      | $365466.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    827471 | NS      | $7902380.29   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                   | Oversea-Chinese Banking Corp Ltd                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |   1216900 | NS      | $15867730.14  | 1.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                         | Siemens AG                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     94507 | NS      | $26197832.32  | 2.73%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                        | NN Group NV                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    207842 | NS      | $14306199.28  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                  | Swire Pacific Ltd                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    287500 | NS      | $2464346.55   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                           | United Overseas Bank Ltd                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     44100 | NS      | $1207751.55   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                            | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |   1542800 | NS      | $15616651.04  | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Galliford Try Holdings PLC                         | Galliford Try Holdings PLC                            | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |     49060 | NS      | $283972.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                      | Banco BPM SpA                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    241882 | NS      | $3318404.77   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                  | Indra Sistemas SA                                     | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |    293337 | NS      | $11846882.16  | 1.23%             |  |  |  | No            |                  2 | On Loan: —       |
| MCJ Co Ltd                                         | MCJ Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49157 | NS      | $474077.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                             | Brother Industries Ltd                                | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    168796 | NS      | $2844347.18   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                             | Cie de Saint-Gobain SA                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |    223082 | NS      | $24083743.24  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                          | KDDI Corp                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    879192 | NS      | $15195352.04  | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                      | Sonae SGPS SA                                         | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    757857 | NS      | $1133207.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | Vodafone Group PLC                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    436418 | NS      | $522576.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                            | EXOR NV                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |    104524 | NS      | $10474940.84  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                  | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     52200 | NS      | $902940.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| San-A Co Ltd                                       | San-A Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11966 | NS      | $231631.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                         | Melexis NV                                            | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |     18036 | NS      | $1427934.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    708362 | NS      | $708361.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropole Television SA                            | Metropole Television SA                               | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |     34139 | NS      | $525922.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                           | Sumitomo Forestry Co Ltd                              | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    848500 | NS      | $9623079.11   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec Inc                                          | Modec Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9384 | NS      | $501721.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                    | Sandoz Group AG                                       | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     57953 | NS      | $3644664.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Novartis AG                                        | Novartis AG                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     68857 | NS      | $8715372.61   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                   | Sumitomo Electric Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |    162500 | NS      | $4551456.03   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                           | NEC Corp                                              | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    832500 | NS      | $25350215.20  | 2.64%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                | VSTECS Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    730000 | NS      | $1023757.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                           | Unipol Assicurazioni SpA                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    849099 | NS      | $17740249.07  | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                       | Brambles Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    816747 | NS      | $13841524.76  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                              | Schneider Electric SE                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     12341 | NS      | $3032015.32   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Textiles Holdings Ltd                      | Pacific Textiles Holdings Ltd                         | CUSIP: 000000000<br>LEI: 5299009IC8ZP94KPH034 | Long             | EC               | CORP              | KY        |    815331 | NS      | $156102.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                   | Venture Corp Ltd                                      | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     87700 | NS      | $928109.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                    | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     81600 | NS      | $2941463.71   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp Ltd                             | ComfortDelGro Corp Ltd                                | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |    730000 | NS      | $824736.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                                     | Societe BIC SA                                        | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |     14681 | NS      | $917438.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                               | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |  10622466 | NS      | $53218554.74  | 5.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                          | Mapfre SA                                             | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    863685 | NS      | $3785246.98   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |   1563158 | NS      | $28447914.22  | 2.96%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    230225 | NS      | $2947197.34   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-06

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer