# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041708
**Filing Date:** 2026-4
**Character Count:** 56668
**Document Hash:** e93f949659a8cb4a9b2856be1d990428
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041708.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041708

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911167

**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:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $216310964.40

**Total Liabilities:** $180404.20

**Net Assets:** $216130560.20

**Cash Not Reported:** $238510.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011423 | 1.47%                | 3.44%                | -0.47%               |
| Class ID C000011426 | 1.42%                | 3.44%                | -0.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5943586.37              | $-3168109.27                               |
| Month 2  | $3913823.97              | $3035487.72                                |
| Month 3  | $2917700.09              | $-4163064.17                               |

### 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        |      9215 | NS      | $2244681.85   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     70107 | NS      | $5570702.22   | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     29482 | NS      | $3418732.72   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                  | Dollar General Corp                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2615 | NS      | $408567.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                        | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      2891 | NS      | $603409.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                           | Upwork Inc                                            | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     17919 | NS      | $240472.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                    | General Motors Co                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     49970 | NS      | $3933138.70   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                    | Universal Corp/VA                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3307 | NS      | $177685.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                     | ACM Research Inc                                      | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      5019 | NS      | $279457.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                | Jackson Financial Inc                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      6534 | NS      | $715342.32    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                          | Toro Co/The                                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      2456 | NS      | $242800.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                              | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1112 | NS      | $184758.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     25208 | NS      | $6262423.44   | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The        | Goodyear Tire & Rubber Co/The                         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      7321 | NS      | $60398.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp | International Business Machines Corp                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      9259 | NS      | $2224104.39   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      6324 | NS      | $515089.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                             | Yelp Inc                                              | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      3317 | NS      | $73935.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                    | General Mills Inc                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     30119 | NS      | $1362282.37   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                        | DR Horton Inc                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      7939 | NS      | $1273336.21   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury               | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $56066.68     | 0.03%             | 2027-04-30      | Floating      | 3.78%                 | No            |                  1 | On Loan: No      |
| Resources Connection Inc             | Resources Connection Inc                              | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42682 | NS      | $160484.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp  | Cognizant Technology Solutions Corp                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     20379 | NS      | $1313018.97   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                             | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     36970 | NS      | $3359094.20   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                    | EOG Resources Inc                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4555 | NS      | $565184.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                        | Seaboard Corp                                         | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        25 | NS      | $128317.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                        | H&R Block Inc                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      3559 | NS      | $108976.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     40948 | NS      | $4512060.12   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                     | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3851 | NS      | $543453.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc         | Bread Financial Holdings Inc                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1850 | NS      | $131091.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                          | Invesco Ltd                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     16566 | NS      | $435023.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc          | Worthington Enterprises Inc                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1982 | NS      | $111011.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                    | Levi Strauss & Co                                     | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      7624 | NS      | $168947.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                           | Nucor Corp                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     13812 | NS      | $2443066.56   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                            | Lear Corp                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      3077 | NS      | $403856.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc           | Advanced Micro Devices Inc                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5204 | NS      | $1041892.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5300 | NS      | $899622.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                 | MGIC Investment Corp                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     32641 | NS      | $865965.73    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14790 | NS      | $4610930.40   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc    | Allison Transmission Holdings Inc                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2490 | NS      | $311997.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co            | Archer-Daniels-Midland Co                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      6884 | NS      | $475271.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                          | Lennar Corp                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     11129 | NS      | $1272712.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                    | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     25392 | NS      | $5938934.88   | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                | NXP Semiconductors NV                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      2602 | NS      | $590680.02    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                  | Leidos Holdings Inc                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      7911 | NS      | $1385216.10   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co/The                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9785 | NS      | $1636052.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                    | Toll Brothers Inc                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       809 | NS      | $127207.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                    | State Street Corp                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     17714 | NS      | $2278374.68   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                    | IBEX Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      4481 | NS      | $129500.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4957 | NS      | $2894243.59   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                    | Ralph Lauren Corp                                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1858 | NS      | $673710.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                           | Phinia Inc                                            | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      2059 | NS      | $149545.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     15750 | NS      | $6185655.00   | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                | Applied Materials Inc                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     10100 | NS      | $3760230.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                            | Aptiv PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1923 | NS      | $141417.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                          | NVIDIA Corp                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     91006 | NS      | $16125353.14  | 7.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22136 | NS      | $6893814.48   | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                | ICF International Inc                                 | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1799 | NS      | $149550.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                       | Kennametal Inc                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      5388 | NS      | $217028.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                      | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1182 | NS      | $342567.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     26975 | NS      | $2155302.50   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                         | TrueBlue Inc                                          | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $12690.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                      | EMCOR Group Inc                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       219 | NS      | $158691.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                           | Garmin Ltd                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      3894 | NS      | $984520.02    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                          | Target Corp                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     19455 | NS      | $2213784.45   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                     | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     20830 | NS      | $1698894.80   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                          | Covista Inc                                           | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      2508 | NS      | $245784.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc      | Solstice Advanced Materials Inc                       | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      2914 | NS      | $228778.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                        | Ralliant Corp                                         | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |      3094 | NS      | $141983.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                          | Deluxe Corp                                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     12400 | NS      | $344100.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                | Monster Beverage Corp                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     11424 | NS      | $974467.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                       | NewMarket Corp                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       694 | NS      | $434450.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc               | Berkshire Hathaway Inc                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1390 | NS      | $701880.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                 | OneMain Holdings Inc                                  | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       208 | NS      | $11444.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc             | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      8104 | NS      | $669471.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                           | Matson Inc                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1494 | NS      | $248198.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2919 | NS      | $932766.45    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                 | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     67963 | NS      | $3386596.29   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                      | Bunge Global SA                                       | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |      7286 | NS      | $879055.90    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                           | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     23241 | NS      | $1270353.06   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                     | NMI Holdings Inc                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      3880 | NS      | $152522.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                            | Crocs Inc                                             | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3190 | NS      | $289364.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange          | S+P500 EMINI FUT MAR26                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $-69.17       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                           | Mattel Inc                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     13007 | NS      | $220468.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                     | Radian Group Inc                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     22304 | NS      | $769934.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                       | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     48942 | NS      | $2817590.94   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                           | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       314 | NS      | $121518.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     39414 | NS      | $2723901.54   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                        | Ford Motor Co                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    324781 | NS      | $4576164.29   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                             | SLM Corp                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8106 | NS      | $151906.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                  | Cal-Maine Foods Inc                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1254 | NS      | $109235.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Group Inc/The          | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2179 | NS      | $1873003.03   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                       | Photronics Inc                                        | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      3872 | NS      | $144928.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd              | G-III Apparel Group Ltd                               | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      4381 | NS      | $134014.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                   | Graham Holdings Co                                    | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        42 | NS      | $44234.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8546 | NS      | $5539346.28   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                           | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    176412 | NS      | $4877791.80   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp              | Perdoceo Education Corp                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     19707 | NS      | $657228.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc              | Lululemon Athletica Inc                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      7184 | NS      | $1330261.28   | 0.62%             |  |  |  | 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      | $81405.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc           | Verizon Communications Inc                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     65345 | NS      | $3276398.30   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                         | Carter's Inc                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      3033 | NS      | $101757.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                    | Allstate Corp/The                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      7345 | NS      | $1575649.40   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                  | Cardinal Health Inc                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1498 | NS      | $343386.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc               | Mueller Industries Inc                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      9868 | NS      | $1164029.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                 | Federated Hermes Inc                                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2301 | NS      | $128879.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc               | Skyworks Solutions Inc                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     14845 | NS      | $884465.10    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                     | Altria Group Inc                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     47208 | NS      | $3259240.32   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                  | TE Connectivity PLC                                   | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      8017 | NS      | $1845112.55   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                   | Garrett Motion Inc                                    | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |      8509 | NS      | $173243.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                | Qnity Electronics Inc                                 | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |     23224 | NS      | $2943874.24   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                       | PulteGroup Inc                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3704 | NS      | $508188.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc             | Ferguson Enterprises Inc                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2622 | NS      | $683712.72    | 0.32%             |  |  |  | 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        |     11337 | NS      | $1350236.70   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                       | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3541 | NS      | $589611.91    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                         | Cimpress PLC                                          | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1470 | NS      | $107383.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                    | PROG Holdings Inc                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      5867 | NS      | $206577.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                      | Caterpillar Inc                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       772 | NS      | $573464.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc                        | Altimmune Inc                                         | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |     62056 | NS      | $267461.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                         | QUALCOMM Inc                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17084 | NS      | $2432078.24   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                          | Gentex Corp                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     18653 | NS      | $436480.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                             | UGI Corp                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      8217 | NS      | $307397.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                         | Exelixis Inc                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     26020 | NS      | $1146441.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                             | KLA Corp                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2026 | NS      | $3088738.30   | 1.43%             |  |  |  | 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      | $113854.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                | Northrop Grumman Corp                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       839 | NS      | $607754.82    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The     | Hartford Insurance Group Inc/The                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      8840 | NS      | $1244937.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                        | Kroger Co/The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     10375 | NS      | $707990.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                 | Commercial Metals Co                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2150 | NS      | $157595.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     44013 | NS      | $11627354.34  | 5.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc        | Regeneron Pharmaceuticals Inc                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1535 | NS      | $1199863.45   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                 | First Financial Corp                                  | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $95040.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc              | Enova International Inc                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4792 | NS      | $666327.60    | 0.31%             |  |  |  | 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        |    209119 | NS      | $209118.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                  | Kimberly-Clark Corp                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4826 | NS      | $537809.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                 | Urban Outfitters Inc                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      4554 | NS      | $301474.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                | Travelers Cos Inc/The                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1300 | NS      | $401232.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                 | Deckers Outdoor Corp                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1138 | NS      | $133453.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc      | Heritage Insurance Holdings Inc                       | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      5454 | NS      | $152002.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                   | Enact Holdings Inc                                    | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       655 | NS      | $27405.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                 | Booking Holdings Inc                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        83 | NS      | $351866.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                 | Keurig Dr Pepper Inc                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     27700 | NS      | $838756.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     48444 | NS      | $5998336.08   | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp              | Valley National Bancorp                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      8348 | NS      | $105268.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                 | Colgate-Palmolive Co                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3889 | NS      | $385555.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                         | Oshkosh Corp                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       756 | NS      | $128535.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     11123 | NS      | $3340236.90   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                       | SharkNinja Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2770 | NS      | $340349.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     24864 | NS      | $5221440.00   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                        | M/I Homes Inc                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1084 | NS      | $154101.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                           | Stride Inc                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3898 | NS      | $328913.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co              | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17931 | NS      | $1118356.47   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                              | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4262 | NS      | $270977.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                  | American Express Co                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3097 | NS      | $956663.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                 | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |    219675 | NS      | $1100572.35   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      9260 | NS      | $1811626.40   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       283 | NS      | $42152.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer