# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019487
**Filing Date:** 2025-10
**Character Count:** 81515
**Document Hash:** 904181f50d9af28f7adc02c161b1ae77
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019487.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019487

**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:** 251428517

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $450152011.10

**Total Liabilities:** $2401797.68

**Net Assets:** $447750213.42

**Cash Not Reported:** $3433179.33

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213362 | 5.61%                | 2.39%                | 3.48%                |
| Class ID C000013269 | 5.59%                | 2.41%                | 3.45%                |
| Class ID C000013268 | 5.61%                | 2.43%                | 3.44%                |
| Class ID C000013272 | 5.59%                | 2.43%                | 3.48%                |
| Class ID C000213363 | 5.58%                | 2.38%                | 3.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2469626.37              | $15560456.34                               |
| Month 2  | $2417038.52              | $6604880.07                                |
| Month 3  | $2480860.30              | $12021573.37                               |

**Designated Index Information**

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

- **Index Identifier:** NDUEEGF

### Schedule of Portfolio Investments

| Name                                                    | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Pruksa Holding PCL                                      | Pruksa Holding PCL                                      | CUSIP: 000000000<br>LEI: 529900V2DKG77EI8X273 | Long             | EC               | CORP              | TH        |     594100 | NS      | $75246.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                  | Emirates NBD Bank PJSC                                  | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     102167 | NS      | $702345.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                              | HMM Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |      28642 | NS      | $454901.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd                       | Orient Overseas International Ltd                       | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |     498500 | NS      | $8734944.97   | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                             | NetEase Inc                                             | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       5600 | NS      | $762664.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Severstal PAO                                           | Severstal PAO                                           | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |     706464 | NS      | $0.71         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sino Biopharmaceutical Ltd                              | Sino Biopharmaceutical Ltd                              | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |    3553000 | NS      | $3726976.45   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                     | Krung Thai Bank PCL                                     | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |   10627400 | NS      | $8082262.20   | 1.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Engine & Agricultural Machinery Corp            | Vietnam Engine & Agricultural Machinery Corp            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     182200 | NS      | $271795.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Legend Holdings Corp                                    | Legend Holdings Corp                                    | CUSIP: 000000000<br>LEI: 5299003ONUYCE70HZ185 | Long             | EC               | CORP              | CN        |     767900 | NS      | $1158496.46   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WPG Holdings Ltd                                        | WPG Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      18000 | NS      | $39241.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siyaram Silk Mills Ltd                                  | Siyaram Silk Mills Ltd                                  | CUSIP: 000000000<br>LEI: 335800ZRJXFRAURS2972 | Long             | EC               | CORP              | IN        |      70386 | NS      | $491235.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                          | GAIL India Ltd                                          | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |     581325 | NS      | $1142435.93   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Panin Financial Tbk PT                                  | Panin Financial Tbk PT                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   10958600 | NS      | $172690.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Medical System Holdings Ltd                       | China Medical System Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | KY        |     215000 | NS      | $361044.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd                                 | Hindalco Industries Ltd                                 | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     456299 | NS      | $3646711.53   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                     | Richter Gedeon Nyrt                                     | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |      63086 | NS      | $1913607.25   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     219124 | NS      | $3122553.57   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                             | Alrosa PJSC                                             | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |   31701260 | NS      | $0.39         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Riyad Bank                                              | Riyad Bank                                              | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |      96831 | NS      | $668877.87    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| United Integrated Services Co Ltd                       | United Integrated Services Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      70000 | NS      | $2800132.15   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     102418 | NS      | $7749299.93   | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                        | Saudi Telecom Co                                        | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     104824 | NS      | $1172652.86   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                  | Novolipetsk Steel PJSC                                  | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |   10015560 | NS      | $0.12         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                   | Magyar Telekom Telecommunications PLC                   | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |     354327 | NS      | $2012941.14   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Triputra Agro Persada PT                                | Triputra Agro Persada PT                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   17982800 | NS      | $1549825.19   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Holdings Corp                                        | LX Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        195 | NS      | $1104.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                               | Woori Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     330094 | NS      | $5888729.37   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SFI PJSC                                                | SFI PJSC                                                | CUSIP: 000000000<br>LEI: 253400C8TVKD4D6F5Z73 | Long             | EC               | CORP              | RU        |      68353 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| China National Building Material Co Ltd                 | China National Building Material Co Ltd                 | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |       6000 | NS      | $4359.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |   79676700 | NS      | $0.99         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PICC Property & Casualty Co Ltd                         | PICC Property & Casualty Co Ltd                         | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    1704000 | NS      | $4118173.12   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                    | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       3457 | NS      | $268228.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Communications Services Corp Ltd                  | China Communications Services Corp Ltd                  | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    8077878 | NS      | $4817920.83   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Electronics Holdings Ltd                            | TCL Electronics Holdings Ltd                            | CUSIP: 000000000<br>LEI: 5299000Y9D001SNNTJ48 | Long             | EC               | CORP              | KY        |     639000 | NS      | $885078.08    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                        | Evergreen Marine Corp Taiwan Ltd                        | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    1720200 | NS      | $10396608.23  | 2.32%             |  |  |  | No            |                  2 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |          3 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gudang Garam Tbk PT                                     | Gudang Garam Tbk PT                                     | CUSIP: 000000000<br>LEI: 5299005TDQ8UGGR3AM31 | Long             | EC               | CORP              | ID        |      33300 | NS      | $17222.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lupin Ltd                                               | Lupin Ltd                                               | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |      29600 | NS      | $638255.69    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Consun Pharmaceutical Group Ltd                         | Consun Pharmaceutical Group Ltd                         | CUSIP: 000000000<br>LEI: 300300LQFLNDZZHCNN43 | Long             | EC               | CORP              | KY        |    1767000 | NS      | $3385554.09   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                    | Hyundai Mobis Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      61088 | NS      | $13950103.16  | 3.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                               | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |      66558 | NS      | $6437739.75   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd                                   | Pagseguro Digital Ltd                                   | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |     158100 | NS      | $1416576.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Pharmaceutical Group Ltd                          | Grand Pharmaceutical Group Ltd                          | CUSIP: 000000000<br>LEI: 8945001XW4FS15S8Z778 | Long             | EC               | CORP              | BM        |      81500 | NS      | $98665.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sammaan Capital Ltd                                     | Sammaan Capital Ltd                                     | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | EC               | CORP              | IN        |      33685 | NS      | $47424.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     109337 | NS      | $5462454.31   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                             | MOL Hungarian Oil & Gas PLC                             | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |     231648 | NS      | $1993557.87   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                                  | Tripod Technology Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      46000 | NS      | $481044.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNTRADE HUA HAN HEALTH                                  | UNTRADE HUA HAN HEALTH                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   10248000 | NS      | $1.31         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zydus Lifesciences Ltd                                  | Zydus Lifesciences Ltd                                  | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |      46358 | NS      | $517346.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co Ltd            | Shandong Weigao Group Medical Polymer Co Ltd            | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |     260400 | NS      | $196770.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                               | Evraz PLC                                               | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      39977 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Simplo Technology Co Ltd                                | Simplo Technology Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      26000 | NS      | $334476.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                   | Hyundai Glovis Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      44620 | NS      | $5900955.74   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Megaworld Corp                                          | Megaworld Corp                                          | CUSIP: 000000000<br>LEI: 254900P57OOZ5AY5C521 | Long             | EC               | CORP              | PH        |    4056800 | NS      | $146362.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    1064900 | NS      | $3311839.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LSR Group PJSC                                          | LSR Group PJSC                                          | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |     239440 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |   63500900 | NS      | $0.79         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Compal Electronics Inc                                  | Compal Electronics Inc                                  | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |     549000 | NS      | $493811.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightcom Group Ltd                                     | Brightcom Group Ltd                                     | CUSIP: 000000000<br>LEI: 894500RYNX6NVXDTV715 | Long             | EC               | CORP              | IN        |     214902 | NS      | $39802.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                         | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    8156600 | NS      | $1560222.42   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     219000 | NS      | $1063567.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      57485 | NS      | $7760475.00   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                           | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |     149126 | NS      | $13007399.84  | 2.91%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd                           | CSPC Pharmaceutical Group Ltd                           | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |    8204000 | NS      | $10664718.00  | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Industrial Holdings Ltd                        | Shanghai Industrial Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900S37EMGYP84J616 | Long             | EC               | CORP              | HK        |      61000 | NS      | $113339.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                       | Aneka Tambang Tbk                                       | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |   27277600 | NS      | $5056090.18   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                            | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     188000 | NS      | $8353969.28   | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     152300 | NS      | $1081185.76   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentera SAB de CV                                       | Gentera SAB de CV                                       | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |    1283863 | NS      | $3147663.79   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Mechel PJSC                                             | Mechel PJSC                                             | CUSIP: 000000000<br>LEI: 253400C9GSPBSKERRP65 | Long             | EC               | CORP              | RU        |     474800 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ENN Energy Holdings Ltd                                 | ENN Energy Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |     426400 | NS      | $3451321.15   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| RusHydro PJSC                                           | RusHydro PJSC                                           | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        |   24938000 | NS      | $0.31         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Saratoga Investama Sedaya Tbk PT                        | Saratoga Investama Sedaya Tbk PT                        | CUSIP: 000000000<br>LEI: 254900LIRX29G7OOIT03 | Long             | EC               | CORP              | ID        |    3116900 | NS      | $350217.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                           | PhosAgro PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      11924 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Yang Ming Marine Transport Corp                         | Yang Ming Marine Transport Corp                         | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |    2313000 | NS      | $4348849.04   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                                       | Wan Hai Lines Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     420000 | NS      | $1133944.80   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Orascom Construction PLC                                | Orascom Construction PLC                                | CUSIP: 000000000<br>LEI: 254900ZIYKZ3Y4EANH33 | Long             | EC               | CORP              | AE        |      84902 | NS      | $681715.69    | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fufeng Group Ltd                                        | Fufeng Group Ltd                                        | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |     506000 | NS      | $605363.39    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd                   | Chambal Fertilisers and Chemicals Ltd                   | CUSIP: 000000000<br>LEI: 335800DFMF2OEJ7HWM17 | Long             | EC               | CORP              | IN        |      44005 | NS      | $270453.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                  | Bharat Electronics Ltd                                  | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     241002 | NS      | $1009870.73   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                         | Cipla Ltd/India                                         | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |     248266 | NS      | $4468293.88   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                              | Oil & Natural Gas Corp Ltd                              | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    1462559 | NS      | $3870495.16   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                        | Vibra Energia SA                                        | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |     561500 | NS      | $2489640.99   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                        | Kasikornbank PCL                                        | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |    1487600 | NS      | $7737918.62   | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Weibo Corp                                              | Weibo Corp                                              | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |     288201 | NS      | $3302783.46   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Aeronautics Ltd                               | Hindustan Aeronautics Ltd                               | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |       7988 | NS      | $393710.51    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                  | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      23871 | NS      | $1864450.72   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank OCBC Nisp Tbk PT                                   | Bank OCBC Nisp Tbk PT                                   | CUSIP: 000000000<br>LEI: 549300RBYAFM3PQZB872 | Long             | EC               | CORP              | ID        |    1159600 | NS      | $95961.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co Ltd                                  | Sinopharm Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     502400 | NS      | $1210698.48   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | MSCI EMGMKT SEP25                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         95 | NC      | $124597.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Bobcat Inc                                       | Doosan Bobcat Inc                                       | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |      17297 | NS      | $660788.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                            | Tatneft PJSC                                            | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |    2860038 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Unipro PAO                                              | Unipro PAO                                              | CUSIP: 000000000<br>LEI: 253400DR5QSH8MEGZZ11 | Long             | EC               | CORP              | RU        |    8118000 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Itausa SA                                               | Itausa SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     618000 | NS      | $1278891.89   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Grid Co - Rosseti PJSC                          | Federal Grid Co - Rosseti PJSC                          | CUSIP: 000000000<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        | 1432600000 | NS      | $17.82        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Indocement Tunggal Prakarsa Tbk PT                      | Indocement Tunggal Prakarsa Tbk PT                      | CUSIP: 000000000<br>LEI: 529900U7IH8JW3FMGM30 | Long             | EC               | CORP              | ID        |     117100 | NS      | $49719.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                           | Geely Automobile Holdings Ltd                           | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |    1433000 | NS      | $3614517.36   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                               | SCB X PCL                                               | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    1499600 | NS      | $5950511.35   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinsons Retail Holdings Inc                           | Robinsons Retail Holdings Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      22700 | NS      | $14076.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashapura Minechem Ltd                                   | Ashapura Minechem Ltd                                   | CUSIP: 000000000<br>LEI: 335800BSI9EHP97MPU18 | Long             | EC               | CORP              | IN        |      15625 | NS      | $91333.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopec Engineering Group Co Ltd                        | Sinopec Engineering Group Co Ltd                        | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |    2916000 | NS      | $2610104.85   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                | Hana Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      69013 | NS      | $4068416.92   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                             | NetEase Inc                                             | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      74000 | NS      | $2029138.02   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                    | Magnitogorsk Iron & Steel Works PJSC                    | CUSIP: 000000000<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |   17490987 | NS      | $0.22         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GHCL Ltd                                                | GHCL Ltd                                                | CUSIP: 000000000<br>LEI: 335800L2UYNOUH82F930 | Long             | EC               | CORP              | IN        |     103235 | NS      | $643915.35    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                           | Zhongsheng Group Holdings Ltd                           | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |     771500 | NS      | $1600636.41   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                   | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    1527269 | NS      | $5987327.76   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                           | CTBC Financial Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |     465000 | NS      | $623713.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nizhnekamskneftekhim PJSC                               | Nizhnekamskneftekhim PJSC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |     194570 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Samsung E&A Co Ltd                                      | Samsung E&A Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |      73830 | NS      | $1539596.64   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     751146 | NS      | $6841990.49   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                          | Shinhan Financial Group Co Ltd                          | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      11935 | NS      | $559254.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                | Qatar National Bank QPSC                                | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |      55220 | NS      | $287832.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                | GMK Norilskiy Nickel PAO                                | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |    3721200 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Quang Ngai Sugar JSC                                    | Quang Ngai Sugar JSC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     260500 | NS      | $470669.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinkong Insurance Co Ltd                               | Shinkong Insurance Co Ltd                               | CUSIP: 000000000<br>LEI: 25490029RLTT2HAJLA57 | Long             | EC               | CORP              | TW        |      64000 | NS      | $225519.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                      | Inter RAO UES PJSC                                      | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   78536400 | NS      | $0.98         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                        | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       2295 | NS      | $38196.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenmark Pharmaceuticals Ltd                            | Glenmark Pharmaceuticals Ltd                            | CUSIP: 000000000<br>LEI: 335800WKECZXIIT9GK20 | Long             | EC               | CORP              | IN        |     114429 | NS      | $2489662.26   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Transneft PJSC                                          | Transneft PJSC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |      86900 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     568800 | NS      | $2950036.61   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                           | Indofood Sukses Makmur Tbk PT                           | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |   10297900 | NS      | $4654138.50   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiant Opto-Electronics Corp                           | Radiant Opto-Electronics Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     337936 | NS      | $1579751.94   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Autohome Inc                                            | Autohome Inc                                            | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |        269 | NS      | $7768.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom PJSC                                            | Gazprom PJSC                                            | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    1250860 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Inkeverse Group Ltd                                     | Inkeverse Group Ltd                                     | CUSIP: 000000000<br>LEI: 300300DN77K908SMNI33 | Long             | EC               | CORP              | KY        |     307000 | NS      | $63667.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                            | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |      34678 | NS      | $148156.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Noor Financial Investment Co KSC                        | Noor Financial Investment Co KSC                        | CUSIP: 000000000<br>LEI: 549300US0VXHVXG6RD34 | Long             | EC               | CORP              | KW        |     298980 | NS      | $435592.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Conch Venture Holdings Ltd                        | China Conch Venture Holdings Ltd                        | CUSIP: 000000000<br>LEI: 836800AA0Q4R3O6ZDB17 | Long             | EC               | CORP              | KY        |     392500 | NS      | $521604.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                          | Abu Dhabi Commercial Bank PJSC                          | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     745503 | NS      | $3071597.59   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                          | Old Mutual Ltd                                          | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |    1336696 | NS      | $1051904.96   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                               | Bharat Petroleum Corp Ltd                               | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     636856 | NS      | $2229110.16   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                        | PTT Exploration & Production PCL                        | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     933600 | NS      | $3228528.80   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd                                  | Manappuram Finance Ltd                                  | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |    2009700 | NS      | $5963030.95   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |     800940 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| First Abu Dhabi Bank PJSC                               | First Abu Dhabi Bank PJSC                               | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     309580 | NS      | $1398268.33   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Erajaya Swasembada Tbk PT                               | Erajaya Swasembada Tbk PT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   16833900 | NS      | $449279.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corp                                           | Pou Chen Corp                                           | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |    5634000 | NS      | $5296532.62   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp                                                 | LG Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        372 | NS      | $19890.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                    | Bank Negara Indonesia Persero Tbk PT                    | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    2377200 | NS      | $631113.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Pembangunan Daerah Jawa Timur Tbk PT               | Bank Pembangunan Daerah Jawa Timur Tbk PT               | CUSIP: 000000000<br>LEI: 529900DGM06AC0584V78 | Long             | EC               | CORP              | ID        |    7143700 | NS      | $222917.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anilana Hotels & Properties Ltd                         | Anilana Hotels & Properties Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LK        |  103983101 | NS      | $309832.12    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |      44930 | NS      | $320800.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonking Holdings Ltd                                    | Lonking Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | KY        |     579000 | NS      | $201304.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One Ltd                                          | Ninety One Ltd                                          | CUSIP: 000000000<br>LEI: 2138006NUUFPDXHSUP38 | Long             | EC               | CORP              | ZA        |      30440 | NS      | $76395.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom Neft PJSC                                       | Gazprom Neft PJSC                                       | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |     219070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LT Group Inc                                            | LT Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |     760300 | NS      | $186534.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Co RUSAL International PJSC                      | United Co RUSAL International PJSC                      | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |     556430 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PTT PCL                                                 | PTT PCL                                                 | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |    2391800 | NS      | $2290119.89   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Ltd                                                 | UPL Ltd                                                 | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |      27130 | NS      | $219450.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Reinsurance Group Corp                            | China Reinsurance Group Corp                            | CUSIP: 000000000<br>LEI: 300300F3000111000079 | Long             | EC               | CORP              | CN        |    7367000 | NS      | $1623164.01   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                            | Perusahaan Gas Negara Tbk PT                            | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   16400600 | NS      | $1700688.47   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                                    | Vipshop Holdings Ltd                                    | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     344215 | NS      | $5762159.10   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Genomma Lab Internacional SAB de CV                     | Genomma Lab Internacional SAB de CV                     | CUSIP: 000000000<br>LEI: 984500B7084AA76ACF85 | Long             | EC               | CORP              | MX        |      42800 | NS      | $51182.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Saudi Awwal Bank                                        | Saudi Awwal Bank                                        | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      14631 | NS      | $117424.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kung Long Batteries Industrial Co Ltd                   | Kung Long Batteries Industrial Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      69000 | NS      | $293814.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                              | JD.com Inc                                              | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      23340 | NS      | $725173.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tianneng Power International Ltd                        | Tianneng Power International Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     156000 | NS      | $162565.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| China Hongqiao Group Ltd                                | China Hongqiao Group Ltd                                | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |    2660000 | NS      | $8755545.17   | 1.96%             |  |  |  | No            |                  2 | On Loan: —       |
| Credito Real SAB de CV SOFOM ER                         | Credito Real SAB de CV SOFOM ER                         | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | EC               | CORP              | MX        |     315700 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                         | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      21500 | NS      | $416885.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Japfa Comfeed Indonesia Tbk PT                          | Japfa Comfeed Indonesia Tbk PT                          | CUSIP: 000000000<br>LEI: 549300VJMRP8O87R3147 | Long             | EC               | CORP              | ID        |    9988900 | NS      | $992721.94    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIC Motor Corp Ltd                                     | BAIC Motor Corp Ltd                                     | CUSIP: 000000000<br>LEI: 5299003EYHISIDNLZQ19 | Long             | EC               | CORP              | CN        |    1535000 | NS      | $404941.88    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LUKOIL PJSC                                             | LUKOIL PJSC                                             | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     285469 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| China Feihe Ltd                                         | China Feihe Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    6871000 | NS      | $3888962.20   | 0.87%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aurobindo Pharma Ltd                                    | Aurobindo Pharma Ltd                                    | CUSIP: 000000000<br>LEI: 335800G4T2A353RDGM23 | Long             | EC               | CORP              | IN        |     143028 | NS      | $1665006.36   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                        | CUSIP: 000000000<br>LEI: 4469000001BO4JEXZL32 | Long             | EC               | CORP              | MX        |       6200 | NS      | $30653.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PHOSAGRO PJSC                                           | PHOSAGRO PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |        230 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Astra Otoparts Tbk PT                                   | Astra Otoparts Tbk PT                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     570300 | NS      | $84027.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                 | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |   13125612 | NS      | $0.16         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                              | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     295000 | NS      | $5125343.25   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                        | SK Square Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       8813 | NS      | $934685.30    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                          | Cia Energetica de Minas Gerais                          | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    3303080 | NS      | $6768394.33   | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                              | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |   34534500 | NS      | $11521187.74  | 2.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                               | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     172200 | NS      | $2851229.68   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| ZMJ Group Co Ltd                                        | ZMJ Group Co Ltd                                        | CUSIP: 000000000<br>LEI: 300300PYAQHLZLU5N973 | Long             | EC               | CORP              | CN        |     122600 | NS      | $351534.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    1019000 | NS      | $38162961.52  | 8.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                 | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     234654 | NS      | $2174852.03   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   | Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   | CUSIP: 000000000<br>LEI: 5299004YVLW9J08ITY27 | Long             | EC               | CORP              | ID        |   11402900 | NS      | $930000.26    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Brands Manufacture Ltd                           | Global Brands Manufacture Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     160000 | NS      | $747310.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento de Minas Gerais Copasa MG             | Cia de Saneamento de Minas Gerais Copasa MG             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     210200 | NS      | $1158807.05   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| 361 Degrees International Ltd                           | 361 Degrees International Ltd                           | CUSIP: 000000000<br>LEI: 2138008WRC2652IBSX12 | Long             | EC               | CORP              | KY        |    1032000 | NS      | $844757.03    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                                    | Kunlun Energy Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |    1704000 | NS      | $1586185.85   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Dharma Satya Nusantara Tbk PT                           | Dharma Satya Nusantara Tbk PT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    7786500 | NS      | $767318.85    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                          | Moscow Exchange MICEX-RTS PJSC                          | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |    4133417 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Indian Oil Corp Ltd                                     | Indian Oil Corp Ltd                                     | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |      21172 | NS      | $32872.97     | 0.01%             |  |  |  | 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        |     249277 | NS      | $249277.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd                                       | Bajaj Finance Ltd                                       | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     137378 | NS      | $1370312.50   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |      42900 | NS      | $609180.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding Inc                                     | Bizlink Holding Inc                                     | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | KY        |      26000 | NS      | $904875.25    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaveri Seed Co Ltd                                      | Kaveri Seed Co Ltd                                      | CUSIP: 000000000<br>LEI: 894500FEWZB4Q6S1O477 | Long             | EC               | CORP              | IN        |       1026 | NS      | $13558.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                       | Hon Hai Precision Industry Co Ltd                       | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     766000 | NS      | $5057092.84   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     288100 | NS      | $22311747.38  | 4.98%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 00215W100<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |      61800 | NS      | $612438.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempo Scan Pacific Tbk PT                               | Tempo Scan Pacific Tbk PT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    1474300 | NS      | $203815.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                 | Phison Electronics Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      95000 | NS      | $1505769.92   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                        | Zhen Ding Technology Holding Ltd                        | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |     248000 | NS      | $1582371.61   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Leoch International Technology Ltd                      | Leoch International Technology Ltd                      | CUSIP: 000000000<br>LEI: 875500XS4ILCA7TNKD16 | Long             | EC               | CORP              | KY        |     108000 | NS      | $26013.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp Financiera Colombiana SA                           | Corp Financiera Colombiana SA                           | CUSIP: 000000000<br>LEI: 549300UTJ6LGMSTZYJ30 | Long             | EC               | CORP              | CO        |       2220 | NS      | $10101.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                         | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      46700 | NS      | $424503.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd                          | China Lesso Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    1740000 | NS      | $1080721.80   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| YungShin Global Holding Corp                            | YungShin Global Holding Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     123000 | NS      | $224782.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                | NMDC Ltd                                                | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |     567804 | NS      | $443869.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                     | Shriram Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     381846 | NS      | $2522030.61   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris CR AS                                     | Philip Morris CR AS                                     | CUSIP: 000000000<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |        258 | NS      | $220925.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      38953 | NS      | $1581565.60   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                     | Muthoot Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      67835 | NS      | $2032268.69   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                                    | GMO US Treasury Fund                                    | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |     460429 | NS      | $2306747.63   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Asustek Computer Inc                                    | Asustek Computer Inc                                    | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |     354000 | NS      | $7282600.91   | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Vadilal Industries Ltd                                  | Vadilal Industries Ltd                                  | CUSIP: 000000000<br>LEI: 335800YO53STSJH9RB97 | Long             | EC               | CORP              | IN        |       1020 | NS      | $58680.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surya Citra Media Tbk PT                                | Surya Citra Media Tbk PT                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   10845000 | NS      | $209036.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                            | China Construction Bank Corp                            | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      61148 | NS      | $59179.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                        | Eva Airways Corp                                        | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |      65000 | NS      | $82319.29     | 0.02%             |  |  |  | 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