# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041707
**Filing Date:** 2026-4
**Character Count:** 63561
**Document Hash:** 8bf535d615320a7cef7994869eff6678
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041707.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041707

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911166

**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:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $341304938.08

**Total Liabilities:** $1716642.50

**Net Assets:** $339588295.58

**Cash Not Reported:** $116770.90

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013283 | 4.80%                | 6.25%                | 6.86%                |
| Class ID C000013282 | 4.81%                | 6.28%                | 6.83%                |
| Class ID C000213364 | 4.85%                | 6.20%                | 6.88%                |
| Class ID C000213365 | 4.82%                | 6.23%                | 6.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3304273.34              | $9751073.56                                |
| Month 2  | $3099755.56              | $16019061.73                               |
| Month 3  | $8114491.51              | $14255117.05                               |

### 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      | $238162.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                        | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    322917 | NS      | $1624281.66   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                  | Kerry Properties Ltd                                  | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     49500 | NS      | $159395.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                      | Mazda Motor Corp                                      | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     28900 | NS      | $255913.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| OMV AG                                | OMV AG                                                | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     37911 | NS      | $2455881.31   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                          | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    773477 | NS      | $2254374.53   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                      | Seiko Epson Corp                                      | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     33200 | NS      | $449601.38    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano             | Telecom Italia SpA/Milano                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    418689 | NS      | $314167.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc    | MS&AD Insurance Group Holdings Inc                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      2100 | NS      | $58519.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc                   | Parex Resources Inc                                   | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     43200 | NS      | $675846.19    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                   | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     72500 | NS      | $576517.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                              | Volvo AB                                              | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     85231 | NS      | $3316201.47   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                         | Rio Tinto PLC                                         | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     92936 | NS      | $9232262.24   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                          | Ricoh Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     21200 | NS      | $199175.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                      | Bank of Montreal                                      | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     28000 | NS      | $4029676.33   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp               | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     60874 | NS      | $2163461.96   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd              | Asahi Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |    103800 | NS      | $1130136.95   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                         | Rio Tinto Ltd                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      5580 | NS      | $663350.36    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                          | Carrefour SA                                          | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     12915 | NS      | $244937.28    | 0.07%             |  |  |  | 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      | $2955482.12   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                        | BNP Paribas SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     97297 | NS      | $10924667.10  | 3.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                    | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     24400 | NS      | $1090694.70   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                      | Bank Hapoalim BM                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     83151 | NS      | $2098574.87   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM               | Bank Leumi Le-Israel BM                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     38890 | NS      | $941507.99    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd              | Mizrahi Tefahot Bank Ltd                              | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      6091 | NS      | $456352.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd             | Kawasaki Kisen Kaisha Ltd                             | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     15600 | NS      | $250797.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Tenaris SA                            | Tenaris SA                                            | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     16361 | NS      | $890038.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Toronto-Dominion Bank/The             | Toronto-Dominion Bank/The                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    123400 | NS      | $12021107.73  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce    | Canadian Imperial Bank of Commerce                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     13600 | NS      | $1373808.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                         | ICL Group Ltd                                         | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     59366 | NS      | $281365.87    | 0.08%             |  |  |  | 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      | $459019.64    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd  | ZIM Integrated Shipping Services Ltd                  | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |     20354 | NS      | $586805.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                             | Buzzi SpA                                             | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |      3256 | NS      | $187719.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                        | Toyo Tire Corp                                        | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     23800 | NS      | $733421.29    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The               | Bank of Nova Scotia/The                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     77800 | NS      | $5902088.63   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                         | Proximus SADP                                         | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      6183 | NS      | $50989.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                             | Loomis AB                                             | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |      3598 | NS      | $181732.18    | 0.05%             |  |  |  | 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        |     38900 | NS      | $895779.83    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     22839 | NS      | $2240244.02   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                           | Kubota Corp                                           | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    137400 | NS      | $2792956.34   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                           | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     10425 | NS      | $773812.54    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                             | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     71169 | NS      | $974307.02    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     14333 | NS      | $6821094.89   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                | Otsuka Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $323878.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG              | Daimler Truck Holding AG                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     36480 | NS      | $1840566.46   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                 | Daikin Industries Ltd                                 | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      5600 | NS      | $711507.62    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                           | Swedbank AB                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     12655 | NS      | $486117.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc                     | Russel Metals Inc                                     | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      7300 | NS      | $257096.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NTT Inc                               | NTT Inc                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   6605900 | NS      | $6462776.99   | 1.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                             | Essity AB                                             | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     32941 | NS      | $1046353.68   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                          | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     50043 | NS      | $2235715.23   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                               | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    152855 | NS      | $9038316.15   | 2.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire Co Ltd                         | Empire Co Ltd                                         | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     11400 | NS      | $404334.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                      | TotalEnergies SE                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    151297 | NS      | $12119132.47  | 3.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                  | Power Corp of Canada                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     15800 | NS      | $793677.65    | 0.23%             |  |  |  | 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      | $800958.62    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc          | Alimentation Couche-Tard Inc                          | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      9000 | NS      | $546182.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc               | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      6490 | NS      | $409194.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Suncor Energy Inc                     | Suncor Energy Inc                                     | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      5000 | NS      | $282431.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                   | Henkel AG & Co KGaA                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      9488 | NS      | $859308.42    | 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        |     56765 | NS      | $4299948.75   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd             | Woodside Energy Group Ltd                             | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     87022 | NS      | $1776726.62   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                | AXA SA                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     19474 | NS      | $952319.23    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                               | GSK PLC                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     67060 | NS      | $1992572.96   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                  | Evonik Industries AG                                  | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     11395 | NS      | $198126.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd           | Suntory Beverage & Food Ltd                           | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     21500 | NS      | $676126.32    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                           | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     32600 | NS      | $611481.39    | 0.18%             |  |  |  | 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      | $3327723.99   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                       | Mitsui & Co Ltd                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    177200 | NS      | $6643173.45   | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc               | Magna International Inc                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      9500 | NS      | $599021.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkeley Group Holdings PLC           | Berkeley Group Holdings PLC                           | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      4216 | NS      | $245157.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd               | Sekisui Chemical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     51200 | NS      | $997064.05    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                             | Nestle SA                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     61664 | NS      | $6737433.26   | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                      | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     38210 | NS      | $1354664.58   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                     | HSBC Holdings PLC                                     | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       436 | NS      | $40617.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                      | Asahi Kasei Corp                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     78200 | NS      | $921620.59    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                             | Repsol SA                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    205204 | NS      | $4643883.57   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                           | Nutrien Ltd                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     13200 | NS      | $992770.06    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                | Sun Life Financial Inc                                | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     37630 | NS      | $2466646.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                   | Intesa Sanpaolo SpA                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     61549 | NS      | $422321.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG             | Fresenius Medical Care AG                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     40335 | NS      | $1878804.41   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                             | ORIX Corp                                             | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     96700 | NS      | $3394082.99   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                            | Valmet Oyj                                            | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     27383 | NS      | $916898.75    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC             | Bank of Ireland Group PLC                             | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     20833 | NS      | $405645.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                             | Arkema SA                                             | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      1157 | NS      | $84258.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                         | Schroders PLC                                         | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    154344 | NS      | $1215366.64   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd            | Japan Post Holdings Co Ltd                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |    179900 | NS      | $2342773.42   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                    | Credit Agricole SA                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     21865 | NS      | $483062.73    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                     | Toyota Motor Corp                                     | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     99000 | NS      | $2398607.20   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     31996 | NS      | $3353290.52   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                         | Volkswagen AG                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     20785 | NS      | $2471349.86   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                         | Stellantis NV                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    102586 | NS      | $832368.58    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                            | Inpex Corp                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    227100 | NS      | $5544126.36   | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                           | Swisscom AG                                           | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       616 | NS      | $577807.84    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                   | Deutsche Telekom AG                                   | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    149823 | NS      | $6016913.71   | 1.77%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                          | ING Groep NV                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     85286 | NS      | $2460751.27   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                  | Mitsui OSK Lines Ltd                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      6900 | NS      | $256021.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Ono Pharmaceutical Co Ltd             | Ono Pharmaceutical Co Ltd                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     67800 | NS      | $1165594.43   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                    | Honda Motor Co Ltd                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    252800 | NS      | $2532409.10   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                      | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     37401 | NS      | $1252662.46   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV         | Koninklijke Ahold Delhaize NV                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     34086 | NS      | $1684317.93   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                       | J Sainsbury PLC                                       | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    120595 | NS      | $566742.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                 | IG Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     18181 | NS      | $318902.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                  | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |      4300 | NS      | $130928.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                            | Signify NV                                            | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     47871 | NS      | $1115338.02   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ITV PLC                               | ITV PLC                                               | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    567693 | NS      | $607681.50    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                     | Sekisui House Ltd                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     42600 | NS      | $1040724.33   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                        | Niterra Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      2700 | NS      | $136152.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                | FUJIFILM Holdings Corp                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     14500 | NS      | $298178.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                          | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1288500 | NS      | $1619832.95   | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                           | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     98600 | NS      | $4732834.92   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp                           | Sojitz Corp                                           | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |      8000 | NS      | $361935.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                     | Suzuki Motor Corp                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     46100 | NS      | $697187.34    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                      | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1909 | NS      | $946215.45    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                            | Tosoh Corp                                            | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     31300 | NS      | $547002.66    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                         | BHP Group Ltd                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    274707 | NS      | $11146309.18  | 3.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC          | Associated British Foods PLC                          | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     35652 | NS      | $949496.36    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                          | Husqvarna AB                                          | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     75769 | NS      | $364344.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd        | Fairfax Financial Holdings Ltd                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       400 | NS      | $688464.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| VTech Holdings Ltd                    | VTech Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1800 | NS      | $14825.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                 | MFE-MediaForEurope NV                                 | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     51439 | NS      | $187821.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG      | Raiffeisen Bank International AG                      | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     32603 | NS      | $1619713.92   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                    | Aberdeen Group PLC                                    | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    168270 | NS      | $498609.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                | Sun Life Financial Inc                                | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     65500 | NS      | $4292877.83   | 1.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanofi SA                             | Sanofi SA                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     69753 | NS      | $6821934.31   | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                      | Isuzu Motors Ltd                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     31800 | NS      | $592687.06    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                          | Capgemini SE                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      1831 | NS      | $231395.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                         | AIB Group PLC                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     65640 | NS      | $681329.95    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                        | Open Text Corp                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     21200 | NS      | $525162.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| AP Moller - Maersk A/S                | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       836 | NS      | $2075664.67   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                            | Tenaris SA                                            | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     63013 | NS      | $1722390.60   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                         | Sumitomo Corp                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     54500 | NS      | $2314241.55   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                               | SSAB AB                                               | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     53430 | NS      | $471769.77    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd             | CK Hutchison Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    330000 | NS      | $2717153.24   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                  | Aurizon Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    150794 | NS      | $445251.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                         | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    293466 | NS      | $4408217.13   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                    | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    105111 | NS      | $1325666.67   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd      | Oversea-Chinese Banking Corp Ltd                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     85800 | NS      | $1452008.55   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                            | Merck KGaA                                            | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      1165 | NS      | $176515.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd              | United Overseas Bank Ltd                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     23600 | NS      | $688587.86    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp               | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    309900 | NS      | $4997463.98   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                      | Deutsche Post AG                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     74961 | NS      | $4414087.93   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson       | Telefonaktiebolaget LM Ericsson                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    319432 | NS      | $3692627.76   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                         | Banco BPM SpA                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     17499 | NS      | $257762.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                | Brother Industries Ltd                                | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     32500 | NS      | $671321.06    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc                     | IGM Financial Inc                                     | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |     10700 | NS      | $532313.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                       | Adecco Group AG                                       | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     34890 | NS      | $980881.94    | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| Sonae SGPS SA                         | Sonae SGPS SA                                         | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |      4483 | NS      | $10675.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                     | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     77400 | NS      | $1827591.09   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                        | Drax Group PLC                                        | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     27814 | NS      | $332326.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp               | Manulife Financial Corp                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     92800 | NS      | $3304348.08   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors          | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    512491 | NS      | $512490.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Forestry Co Ltd              | Sumitomo Forestry Co Ltd                              | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     48900 | NS      | $528766.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                    | Honda Motor Co Ltd                                    | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    113494 | NS      | $3422979.04   | 1.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandoz Group AG                       | Sandoz Group AG                                       | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     12024 | NS      | $1058352.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                           | Novartis AG                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     23142 | NS      | $3891136.22   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                               | DCC PLC                                               | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     14450 | NS      | $1007627.80   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                 | CK Asset Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    212000 | NS      | $1345092.71   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG           | Bayerische Motoren Werke AG                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      3509 | NS      | $366198.47    | 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        |     24900 | NS      | $1118731.42   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                           | Novartis AG                                           | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     24531 | NS      | $4136417.22   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd              | Israel Discount Bank Ltd                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     89787 | NS      | $1086689.06   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA              | Unipol Assicurazioni SpA                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     55646 | NS      | $1384388.72   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                           | Equinor ASA                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    243975 | NS      | $7310506.28   | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                       | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     87500 | NS      | $3004425.91   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                            | Denso Corp                                            | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     91700 | NS      | $1315703.87   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                  | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |      1935 | NS      | $9692.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                    | Teleperformance SE                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      6792 | NS      | $410677.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                | Mercedes-Benz Group AG                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     55445 | NS      | $3836163.10   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                           | Investor AB                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     19708 | NS      | $822051.20    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA    | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    440882 | NS      | $10211532.69  | 3.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                 | Kirin Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     66300 | NS      | $1150816.68   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                     | HSBC Holdings PLC                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     97882 | NS      | $1829513.77   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                              | Valeo SE                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     89457 | NS      | $1290060.30   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer