# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019480
**Filing Date:** 2025-10
**Character Count:** 56997
**Document Hash:** 6f15c48a5dbfbe1f8f1bafb65583e039
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019480.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019480

**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:** 251428510

**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 U.S. Equity Fund (Series ID: S000004081)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011423 | Class III    | GMUEX           |
| C000011426 | Class VI     | GMCQX           |

## 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 U.S. Equity Fund

- **b. EDGAR series identifier (if any):** S000004081

- **c. LEI of Series:** 549300L8PB3KTHT20L36

**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:** $194654493.54

**Total Liabilities:** $159019.20

**Net Assets:** $194495474.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011423 | 5.60%                | 1.63%                | 3.68%                |
| Class ID C000011426 | 5.55%                | 1.68%                | 3.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2828091.53              | $7054747.26                                |
| Month 2  | $1549388.02              | $1356053.01                                |
| Month 3  | $2523114.89              | $4268535.40                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc            | Honeywell International Inc                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10671 | NS      | $2342284.50   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                 | Primoris Services Corp                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       929 | NS      | $110132.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                      | Cisco Systems Inc                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     68125 | NS      | $4706756.25   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc              | L3Harris Technologies Inc                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1007 | NS      | $279563.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc              | United Parcel Service Inc                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     10908 | NS      | $953795.52    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                          | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      2556 | NS      | $664483.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                             | Upwork Inc                                            | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     18562 | NS      | $285669.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                 | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $304924.11    | 0.16%             | 2027-07-31      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| General Motors Co                      | General Motors Co                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     71368 | NS      | $4181451.12   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                          | Steelcase Inc                                         | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     24598 | NS      | $411770.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                      | Universal Corp/VA                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3307 | NS      | $185026.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                   | Progressive Corp/The                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1142 | NS      | $282142.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                      | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14938 | NS      | $2646565.46   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                    | Virtu Financial Inc                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      4129 | NS      | $173087.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc        | Philip Morris International Inc                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3482 | NS      | $581946.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp   | International Business Machines Corp                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     15379 | NS      | $3744632.71   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                      | General Mills Inc                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     11048 | NS      | $544997.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                          | DR Horton Inc                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1347 | NS      | $228289.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                 | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    269000 | PA      | $268967.25    | 0.14%             | 2027-04-30      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| Expedia Group Inc                      | Expedia Group Inc                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2006 | NS      | $430888.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                  | Uber Technologies Inc                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     16456 | NS      | $1542750.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc               | Resources Connection Inc                              | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42682 | NS      | $218105.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp    | Cognizant Technology Solutions Corp                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     19745 | NS      | $1426576.25   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                               | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     48143 | NS      | $4362237.23   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                          | H&R Block Inc                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     18507 | NS      | $931827.45    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                          | Citigroup Inc                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     37062 | NS      | $3579077.34   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                       | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       215 | NS      | $24550.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                           | Comcast Corp                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      8706 | NS      | $295742.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                            | Invesco Ltd                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      5106 | NS      | $111770.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc            | Worthington Enterprises Inc                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1982 | NS      | $130415.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                               | Fox Corp                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     10257 | NS      | $612342.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                            | Exelon Corp                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     26939 | NS      | $1176695.52   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                              | Lear Corp                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1829 | NS      | $201190.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange            | S+P500 EMINI FUT SEP25                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $22033.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                          | Frontdoor Inc                                         | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      7039 | NS      | $427619.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                   | MGIC Investment Corp                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     69751 | NS      | $1941170.33   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                    | PayPal Holdings Inc                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     19436 | NS      | $1364212.84   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                           | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     26379 | NS      | $5616352.89   | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                  | Lincoln National Corp                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       942 | NS      | $40440.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co          | Hewlett Packard Enterprise Co                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     26895 | NS      | $607020.15    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc      | Allison Transmission Holdings Inc                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1721 | NS      | $150260.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                            | Lennar Corp                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1154 | NS      | $153643.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                      | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     34314 | NS      | $3436547.10   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                  | NXP Semiconductors NV                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      3917 | NS      | $919907.45    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                    | Leidos Holdings Inc                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      8011 | NS      | $1449350.12   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                | Akamai Technologies Inc                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      2710 | NS      | $214442.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                      | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     26224 | NS      | $3014973.28   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                      | IBEX Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      4481 | NS      | $132323.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                            | Cummins Inc                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     10836 | NS      | $4317495.84   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                      | Ralph Lauren Corp                                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       582 | NS      | $172813.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                             | Phinia Inc                                            | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      2059 | NS      | $120410.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                         | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     22919 | NS      | $11612828.11  | 5.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI               | Independent Bank Corp/MI                              | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $174317.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                  | Applied Materials Inc                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     16228 | NS      | $2608813.28   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                              | Aptiv PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1923 | NS      | $152936.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                 | Trane Technologies PLC                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       627 | NS      | $260581.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                            | NVIDIA Corp                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     63302 | NS      | $11025942.36  | 5.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp             | Farmers National Banc Corp                            | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $81972.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                        | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       117 | NS      | $8615.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                              | Adobe Inc                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       875 | NS      | $312112.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                           | Alphabet Inc                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16936 | NS      | $3616344.08   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                  | ICF International Inc                                 | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1799 | NS      | $176697.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                         | Kennametal Inc                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      5388 | NS      | $115464.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                        | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8424 | NS      | $616215.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                           | TrueBlue Inc                                          | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $17910.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                             | Garmin Ltd                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      6796 | NS      | $1643408.72   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                            | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      4149 | NS      | $398221.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                       | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     19302 | NS      | $1331644.98   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc           | Adtalem Global Education Inc                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      7226 | NS      | $946244.70    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                   | Amentum Holdings Inc                                  | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      5249 | NS      | $130962.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                 | Darden Restaurants Inc                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1186 | NS      | $245430.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                            | Deluxe Corp                                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     12400 | NS      | $243784.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                         | NewMarket Corp                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       138 | NS      | $114120.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                 | Berkshire Hathaway Inc                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       204 | NS      | $102607.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC              | Janus Henderson Group PLC                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      4418 | NS      | $195805.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                            | Netflix Inc                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       400 | NS      | $483300.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                  | Republic Services Inc                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3016 | NS      | $705653.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                             | Matson Inc                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1494 | NS      | $155450.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                           | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1933 | NS      | $574854.87    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                   | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     18280 | NS      | $927527.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                             | Unum Group                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      3565 | NS      | $249050.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                             | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      3991 | NS      | $194880.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                       | NMI Holdings Inc                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7870 | NS      | $309684.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                             | Intel Corp                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    118236 | NS      | $2879046.60   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc             | Grand Canyon Education Inc                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2293 | NS      | $462200.01    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                             | Mattel Inc                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     15135 | NS      | $276970.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                       | Radian Group Inc                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     30805 | NS      | $1074478.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                         | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     28054 | NS      | $1199589.04   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                    | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     45229 | NS      | $3452781.86   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                          | Ford Motor Co                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    100379 | NS      | $1181460.83   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                 | Progress Software Corp                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      5179 | NS      | $239735.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                      | Newmark Group Inc                                     | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11965 | NS      | $217882.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                               | SLM Corp                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19657 | NS      | $614870.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                      | Kinder Morgan Inc                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9265 | NS      | $249969.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The            | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5153 | NS      | $3840273.25   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp              | Taylor Morrison Home Corp                             | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      5139 | NS      | $346214.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                     | Graham Holdings Co                                    | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       309 | NS      | $335589.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                     | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11731 | NS      | $8665689.70   | 4.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                             | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    111582 | NS      | $2762770.32   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                | Perdoceo Education Corp                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     26571 | NS      | $869934.54    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc            | Capital City Bank Group Inc                           | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      1900 | NS      | $83334.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc             | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     93640 | NS      | $4141697.20   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                           | Carter's Inc                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      3033 | NS      | $86622.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                         | Globe Life Inc                                        | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2904 | NS      | $406414.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                               | Fox Corp                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3810 | NS      | $207835.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                    | Cardinal Health Inc                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2980 | NS      | $443364.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                 | Mueller Industries Inc                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8803 | NS      | $844559.82    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                   | Federated Hermes Inc                                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2301 | NS      | $122183.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                    | Mr Cooper Group Inc                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      4689 | NS      | $884017.17    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                    | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      4052 | NS      | $264190.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                 | Skyworks Solutions Inc                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      7726 | NS      | $578986.44    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                       | Altria Group Inc                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     69517 | NS      | $4672237.57   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                    | TE Connectivity PLC                                   | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      5754 | NS      | $1188201.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                    | Emerson Electric Co                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       873 | NS      | $115236.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                        | Yum! Brands Inc                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1584 | NS      | $232800.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                     | Garrett Motion Inc                                    | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |      8509 | NS      | $110531.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                | Zoom Communications Inc                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     20884 | NS      | $1700375.28   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                          | Maplebear Inc                                         | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22235 | NS      | $964331.95    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc               | Ferguson Enterprises Inc                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2622 | NS      | $606075.30    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The       | Bank of New York Mellon Corp/The                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     17929 | NS      | $1893302.40   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                         | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     11088 | NS      | $1668522.24   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                           | Cimpress PLC                                          | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1470 | NS      | $92779.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                      | PROG Holdings Inc                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      5867 | NS      | $206753.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                           | QUALCOMM Inc                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     15286 | NS      | $2456918.78   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                               | UGI Corp                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     23089 | NS      | $799802.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                               | KLA Corp                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       110 | NS      | $95920.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc              | Ethan Allen Interiors Inc                             | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4998 | NS      | $147490.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                  | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2000 | NS      | $1180080.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The       | Hartford Insurance Group Inc/The                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7063 | NS      | $934505.53    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                 | CACI International Inc                                | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      1759 | NS      | $843827.48    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                          | Kroger Co/The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     31150 | NS      | $2113216.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                              | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     42822 | NS      | $9940699.08   | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                   | First Financial Corp                                  | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $88500.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                | Enova International Inc                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      5890 | NS      | $714457.00    | 0.37%             |  |  |  | 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        |    234223 | NS      | $234223.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                        | WW Grainger Inc                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       313 | NS      | $317225.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                   | Urban Outfitters Inc                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2865 | NS      | $192184.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc        | Heritage Insurance Holdings Inc                       | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      5454 | NS      | $124187.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                     | Enact Holdings Inc                                    | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      3680 | NS      | $138552.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                    | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1421 | NS      | $87789.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                   | Booking Holdings Inc                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       250 | NS      | $1399762.50   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                   | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      9276 | NS      | $269838.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                         | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     53015 | NS      | $4459621.80   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                           | Oshkosh Corp                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       756 | NS      | $105363.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                         | Whirlpool Corp                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2577 | NS      | $240047.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                    | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8593 | NS      | $2590102.06   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                         | SharkNinja Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7670 | NS      | $897083.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                         | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     32941 | NS      | $7543489.00   | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                       | ACCO Brands Corp                                      | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     47997 | NS      | $192947.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                   | Ryerson Holding Corp                                  | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      6506 | NS      | $148336.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp        | Old Republic International Corp                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      3932 | NS      | $157162.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                    | American Express Co                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3547 | NS      | $1175050.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                   | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |    381352 | NS      | $1910572.35   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc              | CH Robinson Worldwide Inc                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       890 | NS      | $114543.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc | Heidrick & Struggles International Inc                | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      3500 | NS      | $177835.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp             | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4482 | NS      | $1018400.04   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer