# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019483
**Filing Date:** 2025-10
**Character Count:** 63867
**Document Hash:** e319246f925ee61870edf2a009b87001
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019483.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019483

**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:** 251428513

**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 Opportunistic Value Fund (Series ID: S000004913)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000013282 | Class III    | GTMIX           |
| C000013283 | Class IV     | GMAZX           |
| C000213364 | Class I      | IOVFX           |
| C000213365 | Class R6     | GMBCX           |

## 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 Opportunistic Value Fund

- **b. EDGAR series identifier (if any):** S000004913

- **c. LEI of Series:** 549300KLH1QUHZ9NXR88

**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:** $298114158.22

**Total Liabilities:** $1115071.26

**Net Assets:** $296999086.96

**Cash Not Reported:** $127162.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013283 | 2.37%                | 0.06%                | 6.29%                |
| Class ID C000013282 | 2.35%                | 0.06%                | 6.27%                |
| Class ID C000213364 | 2.36%                | 0.06%                | 6.23%                |
| Class ID C000213365 | 2.41%                | 0.00%                | 6.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10285754.80             | $-3501121.95                               |
| Month 2  | $7232659.86              | $-6194923.66                               |
| Month 3  | $4814678.75              | $12318208.30                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| H Lundbeck A/S                        | H Lundbeck A/S                                        | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     38768 | NS      | $245317.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                        | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    417086 | NS      | $1452754.33   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                  | Kerry Properties Ltd                                  | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     49500 | NS      | $128381.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                      | Mazda Motor Corp                                      | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     28900 | NS      | $192816.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                | OMV AG                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     37911 | NS      | $2088122.80   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                          | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    840876 | NS      | $2461907.86   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                      | Seiko Epson Corp                                      | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     13900 | NS      | $176758.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano             | Telecom Italia SpA/Milano                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    418689 | NS      | $200800.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                            | Boliden AB                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     16695 | NS      | $575442.42    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Rubber Co Ltd/The            | Yokohama Rubber Co Ltd/The                            | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |      8700 | NS      | $320120.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox SA                           | Acerinox SA                                           | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |     36611 | NS      | $451698.40    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                          | KBC Group NV                                          | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     17431 | NS      | $2054649.59   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc                   | Parex Resources Inc                                   | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     43200 | NS      | $544187.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                   | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    186000 | NS      | $1347973.72   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                | SKF AB                                                | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      9332 | NS      | $239613.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                              | Volvo AB                                              | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    152399 | NS      | $4689011.84   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                         | Rio Tinto PLC                                         | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    104320 | NS      | $6542950.40   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                      | Bank of Montreal                                      | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     31100 | NS      | $3763431.75   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp               | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     60874 | NS      | $1871875.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                        | BPER Banca SPA                                        | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     82013 | NS      | $851873.58    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd              | Asahi Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     38100 | NS      | $478792.49    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                         | Rio Tinto Ltd                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      5580 | NS      | $421496.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                          | Carrefour SA                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     52277 | NS      | $756858.40    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd           | Daiwa House Industry Co Ltd                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     81900 | NS      | $2893749.04   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                        | BNP Paribas SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     83300 | NS      | $7485730.47   | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                    | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |    100700 | NS      | $2680169.44   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                      | Bank Hapoalim BM                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     30001 | NS      | $586333.79    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp              | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     47300 | NS      | $552116.29    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM               | Bank Leumi Le-Israel BM                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     13644 | NS      | $262197.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd              | Mizrahi Tefahot Bank Ltd                              | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      3485 | NS      | $227594.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                            | Tenaris SA                                            | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      8490 | NS      | $307253.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The             | Toronto-Dominion Bank/The                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    131500 | NS      | $9873870.46   | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce    | Canadian Imperial Bank of Commerce                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     29300 | NS      | $2263397.53   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                 | Dexus                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     13353 | NS      | $65523.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co KGaA              | DWS Group GmbH & Co KGaA                              | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      6512 | NS      | $404433.14    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Akzo Nobel NV                         | Akzo Nobel NV                                         | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       995 | NS      | $68779.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                        | Toyo Tire Corp                                        | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     15100 | NS      | $383628.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                             | Orange SA                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     56567 | NS      | $921995.30    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The               | Bank of Nova Scotia/The                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     90100 | NS      | $5627026.61   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                         | Proximus SADP                                         | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      6183 | NS      | $53597.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                   | Societe Generale SA                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     27523 | NS      | $1698411.95   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd            | Dai Nippon Printing Co Ltd                            | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     15600 | NS      | $261294.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                    | Surgutneftegas PAO                                    | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |      9800 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Daito Trust Construction Co Ltd       | Daito Trust Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      5000 | NS      | $532058.95    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     22839 | NS      | $1927844.97   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                            | Genmab A/S                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       867 | NS      | $216393.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                           | Kubota Corp                                           | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    137400 | NS      | $1588626.15   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                           | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     13720 | NS      | $966680.51    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                             | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     71169 | NS      | $795748.59    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     20739 | NS      | $6762535.07   | 2.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG              | Daimler Truck Holding AG                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     41853 | NS      | $1968717.63   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                           | Swedbank AB                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     78595 | NS      | $2211888.28   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc                     | Russel Metals Inc                                     | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      7300 | NS      | $221123.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| NTT Inc                               | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   5017600 | NS      | $5306989.00   | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                          | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     16498 | NS      | $896315.28    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                               | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    152291 | NS      | $6041383.97   | 2.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire Co Ltd                         | Empire Co Ltd                                         | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     11400 | NS      | $442519.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                      | TotalEnergies SE                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    165577 | NS      | $10395096.70  | 3.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                  | Power Corp of Canada                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     66100 | NS      | $2797825.03   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       327 | NS      | $672222.75    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc               | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     11049 | NS      | $507149.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      9488 | NS      | $729197.33    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The               | Bank of Nova Scotia/The                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     67850 | NS      | $4237911.00   | 1.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Woodside Energy Group Ltd             | Woodside Energy Group Ltd                             | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     42744 | NS      | $736799.33    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                | AXA SA                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     21335 | NS      | $993733.96    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd       | Mitsui Mining & Smelting Co Ltd                       | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |     13000 | NS      | $916633.93    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd           | Suntory Beverage & Food Ltd                           | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     15700 | NS      | $486018.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                           | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     20600 | NS      | $404096.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd           | Sun Hung Kai Properties Ltd                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    179000 | NS      | $2114417.30   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                       | Mitsui & Co Ltd                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    219100 | NS      | $5043983.73   | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc               | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     18800 | NS      | $862964.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC           | Berkeley Group Holdings PLC                           | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      7759 | NS      | $377588.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd               | Sekisui Chemical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     51200 | NS      | $971689.13    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                             | Nestle SA                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     24136 | NS      | $2276761.96   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     92510 | NS      | $3250443.67   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                     | HSBC Holdings PLC                                     | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     49668 | NS      | $3202095.96   | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| JDE Peet's NV                         | JDE Peet's NV                                         | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |     18295 | NS      | $669987.62    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                      | Asahi Kasei Corp                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     22900 | NS      | $186877.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                      | Nitto Denko Corp                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     57200 | NS      | $1287493.25   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                             | Repsol SA                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    176525 | NS      | $2894321.35   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                | Sun Life Financial Inc                                | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     37630 | NS      | $2198720.90   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| Intesa Sanpaolo SpA                   | Intesa Sanpaolo SpA                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    129460 | NS      | $815021.83    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG             | Fresenius Medical Care AG                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     12817 | NS      | $660699.94    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                             | ORIX Corp                                             | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     87500 | NS      | $2259949.55   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                            | Valmet Oyj                                            | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     27383 | NS      | $951766.82    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                   | BlueScope Steel Ltd                                   | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     46701 | NS      | $699660.32    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA DIR OPZ AZ ORD         | TELECOM ITALIA DIR OPZ AZ ORD                         | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | N/A              | DE               |  | IT        |    418689 | NS      | $5324.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Arkema SA                             | Arkema SA                                             | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      3700 | NS      | $262521.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                         | Schroders PLC                                         | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    154344 | NS      | $792937.03    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd            | Japan Post Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     45400 | NS      | $463279.85    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                  | Westpac Banking Corp                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      8112 | NS      | $204333.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                    | Credit Agricole SA                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     21865 | NS      | $399954.76    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     28013 | NS      | $2930731.67   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                         | Volkswagen AG                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     18197 | NS      | $2120451.29   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                         | Stellantis NV                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    236398 | NS      | $2263580.26   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                            | Inpex Corp                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    227100 | NS      | $3858919.69   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                           | Swisscom AG                                           | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1908 | NS      | $1379436.22   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                   | Deutsche Telekom AG                                   | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      8740 | NS      | $319840.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                          | ING Groep NV                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    231723 | NS      | $5532379.51   | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                  | Mitsui OSK Lines Ltd                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     27000 | NS      | $866408.98    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd             | Ono Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     95300 | NS      | $1073386.42   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                    | Honda Motor Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    167300 | NS      | $1854515.83   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                      | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     45339 | NS      | $1307742.46   | 0.44%             |  |  |  | Yes           |                  2 | On Loan: No      |
| APERAM SA                             | APERAM SA                                             | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |      5627 | NS      | $170833.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV         | Koninklijke Ahold Delhaize NV                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     14300 | NS      | $573041.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                       | J Sainsbury PLC                                       | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    191305 | NS      | $774114.73    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                 | IG Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     43177 | NS      | $659602.58    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                  | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |      4300 | NS      | $109193.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                            | Signify NV                                            | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     47871 | NS      | $1264139.97   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ITV PLC                               | ITV PLC                                               | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    567693 | NS      | $626223.70    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                     | Sekisui House Ltd                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     52600 | NS      | $1183723.74   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                              | Ipsen SA                                              | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      2029 | NS      | $275855.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                        | Niterra Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     17300 | NS      | $616233.69    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                          | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1288500 | NS      | $1384622.38   | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                           | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     98600 | NS      | $3338038.44   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp                           | Sojitz Corp                                           | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     22400 | NS      | $590097.78    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1909 | NS      | $655619.11    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                            | Tosoh Corp                                            | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     31300 | NS      | $493426.22    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                         | BHP Group Ltd                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    367841 | NS      | $10252819.23  | 3.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC          | Associated British Foods PLC                          | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     27290 | NS      | $797513.72    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                    | VTech Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1800 | NS      | $14541.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                      | Bridgestone Corp                                      | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     51200 | NS      | $2312981.70   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG      | Raiffeisen Bank International AG                      | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     32603 | NS      | $1083138.33   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                    | Aberdeen Group PLC                                    | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    168270 | NS      | $442891.18    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                | Sun Life Financial Inc                                | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     45700 | NS      | $2669424.40   | 0.90%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanofi SA                             | Sanofi SA                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     56082 | NS      | $5564004.56   | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                      | Isuzu Motors Ltd                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     71500 | NS      | $936551.22    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       836 | NS      | $1722602.94   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                            | Tenaris SA                                            | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     14992 | NS      | $271590.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                         | Sumitomo Corp                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     71800 | NS      | $2010787.23   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                               | SSAB AB                                               | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     32285 | NS      | $183227.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd             | CK Hutchison Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    330000 | NS      | $2183344.68   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                  | Aurizon Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    150794 | NS      | $319344.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                         | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    293466 | NS      | $3701537.43   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                    | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    450822 | NS      | $4305367.66   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd      | Oversea-Chinese Banking Corp Ltd                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    151000 | NS      | $1968959.86   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                            | Siemens AG                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1277 | NS      | $353991.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                           | NN Group NV                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      4891 | NS      | $336657.75    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                     | Swire Pacific Ltd                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      4500 | NS      | $38572.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd              | United Overseas Bank Ltd                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     38100 | NS      | $1043431.61   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp               | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    309900 | NS      | $3136894.06   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                      | Imperial Oil Ltd                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      2800 | NS      | $254076.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Post AG                      | Deutsche Post AG                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     60469 | NS      | $2756036.67   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson       | Telefonaktiebolaget LM Ericsson                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    193566 | NS      | $1532424.67   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                         | Banco BPM SpA                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     39494 | NS      | $541822.36    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                 | Idemitsu Kosan Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     36500 | NS      | $242150.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                | Brother Industries Ltd                                | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     46400 | NS      | $781876.99    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                     | IGM Financial Inc                                     | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |     10700 | NS      | $383637.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                       | Adecco Group AG                                       | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     40836 | NS      | $1308116.64   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                         | Sonae SGPS SA                                         | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |      4483 | NS      | $6703.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                               | EXOR NV                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      6417 | NS      | $643083.84    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                     | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |    105200 | NS      | $1819719.36   | 0.61%             |  |  |  | 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        |    989283 | NS      | $989283.22    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                        | Drax Group PLC                                        | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     27814 | NS      | $244309.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp               | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    114900 | NS      | $3534805.40   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd              | Sumitomo Forestry Co Ltd                              | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     76600 | NS      | $868742.32    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                    | Honda Motor Co Ltd                                    | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    113494 | NS      | $3790699.60   | 1.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandoz Group AG                       | Sandoz Group AG                                       | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     12024 | NS      | $756189.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                           | Novartis AG                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     31763 | NS      | $4020308.47   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                               | DCC PLC                                               | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     14450 | NS      | $918946.18    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                 | CK Asset Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    212000 | NS      | $1003077.64   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      3509 | NS      | $335976.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd | Hitachi Construction Machinery Co Ltd                 | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     18300 | NS      | $562584.69    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                           | Novartis AG                                           | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     40855 | NS      | $5170200.25   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd              | Israel Discount Bank Ltd                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     33423 | NS      | $331109.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA              | Unipol Assicurazioni SpA                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     35527 | NS      | $742266.60    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                           | Equinor ASA                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    269338 | NS      | $6646946.82   | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                       | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     67100 | NS      | $2418777.14   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                            | Denso Corp                                            | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     15600 | NS      | $223541.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                  | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |      4448 | NS      | $22285.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                    | Teleperformance SE                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      3714 | NS      | $286568.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Mercedes-Benz Group AG                | Mercedes-Benz Group AG                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     50020 | NS      | $3130491.59   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA    | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    430156 | NS      | $7828409.53   | 2.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                 | Kirin Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    121700 | NS      | $1766667.24   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                     | HSBC Holdings PLC                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    117242 | NS      | $1500859.20   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                              | Valeo SE                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     89457 | NS      | $1085642.28   | 0.37%             |  |  |  | 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