# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041727
**Filing Date:** 2026-4
**Character Count:** 66403
**Document Hash:** f6f466038bf89b0fff52322ef6bb99e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041727.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041727

**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:** 26911186

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

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

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

## Series and Classes Contracts Data

### GMO Emerging Markets ex-China Fund (Series ID: S000072426)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000228643 | Class VI     | GMAQX           |
| C000228647 | Class III    | GMAUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

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

- **b. EDGAR series identifier (if any):** S000072426

- **c. LEI of Series:** 549300175HXW4M6BSD82

**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:** $98532939.69

**Total Liabilities:** $711198.43

**Net Assets:** $97821741.26

**Cash Not Reported:** $20391.89

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228647 | 5.03%                | 10.73%               | 9.30%                |
| Class ID C000228643 | 4.97%                | 10.78%               | 9.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $550622.91               | $3324617.58                                |
| Month 2  | $1579698.59              | $7316874.77                                |
| Month 3  | $2565183.93              | $5579806.26                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vietnam Dairy Products JSC                              | Vietnam Dairy Products JSC                              | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |     95800 | NS      | $250856.59    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                               | SCB X PCL                                               | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    266300 | NS      | $1271490.25   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                  | Emirates NBD Bank PJSC                                  | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     93852 | NS      | $843289.44    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                           | Severstal PAO                                           | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |    140607 | NS      | $0.14         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Saigon - Hanoi Commercial Joint Stock Bank              | Saigon - Hanoi Commercial Joint Stock Bank              | CUSIP: 000000000<br>LEI: 2549007HTI2GPELM0894 | Long             | EC               | CORP              | VN        |    611200 | NS      | $374299.87    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Lite-On Technology Corp                                 | Lite-On Technology Corp                                 | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     26000 | NS      | $141919.68    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARARAPES CONFECCOES SA                                | GUARARAPES CONFECCOES SA                                | CUSIP: 000000000<br>LEI: 2549009NMB6VIHMFI409 | Long             | EC               | CORP              | BR        |     24800 | NS      | $48521.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnia Holdings Ltd                                      | Omnia Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900T6L5CEOP1PNP91 | Long             | EC               | CORP              | ZA        |     10910 | NS      | $61239.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Ship Lease Inc                                   | Global Ship Lease Inc                                   | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |     18400 | NS      | $755872.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Eternal Materials Co Ltd                                | Eternal Materials Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     28000 | NS      | $61256.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardentec Corp                                           | Ardentec Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     24000 | NS      | $119908.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                             | Eurobank SA                                             | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     29977 | NS      | $138897.25    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Siyaram Silk Mills Ltd                                  | Siyaram Silk Mills Ltd                                  | CUSIP: 000000000<br>LEI: 335800ZRJXFRAURS2972 | Long             | EC               | CORP              | IN        |     18094 | NS      | $105802.12    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                  | Grupo Mexico SAB de CV                                  | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |      2900 | NS      | $36752.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                                 | Hindalco Industries Ltd                                 | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |    200662 | NS      | $2043713.31   | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                     | Richter Gedeon Nyrt                                     | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |     21502 | NS      | $806603.32    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     40901 | NS      | $582043.43    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                             | Alrosa PJSC                                             | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |   4036000 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Riyad Bank                                              | Riyad Bank                                              | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     23712 | NS      | $174972.89    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT PCL                                                 | PTT PCL                                                 | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |    464800 | NS      | $553177.94    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     22832 | NS      | $3260125.83   | 3.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                        | Saudi Telecom Co                                        | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     24988 | NS      | $278366.68    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Mavi Giyim Sanayi Ve Ticaret AS                         | Mavi Giyim Sanayi Ve Ticaret AS                         | CUSIP: 000000000<br>LEI: 7890004V7753Z4N1L403 | Long             | EC               | CORP              | TR        |     45614 | NS      | $47186.92     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                  | Novolipetsk Steel PJSC                                  | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |   1403510 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                   | Magyar Telekom Telecommunications PLC                   | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |     38246 | NS      | $259347.68    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                    | Turk Hava Yollari AO                                    | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |     25275 | NS      | $177163.36    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KRBL Ltd                                                | KRBL Ltd                                                | CUSIP: 000000000<br>LEI: 3358009OO1W5QCPVMV73 | Long             | EC               | CORP              | IN        |      1459 | NS      | $5461.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Holdings Corp                                        | LX Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5572 | NS      | $35219.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    167700 | NS      | $600926.36    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                               | Woori Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     73645 | NS      | $1842936.10   | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivara Participacoes SA                                 | Vivara Participacoes SA                                 | CUSIP: 000000000<br>LEI: 254900KO2WRLAVSJDR42 | Long             | EC               | CORP              | BR        |     10500 | NS      | $63800.84     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DB HiTek Co Ltd                                         | DB HiTek Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1265 | NS      | $84413.46     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |   3948700 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neoenergia SA                                           | Neoenergia SA                                           | CUSIP: 000000000<br>LEI: 959800B3RXPMGEZ1W429 | Long             | EC               | CORP              | BR        |     44100 | NS      | $282759.58    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                        | Evergreen Marine Corp Taiwan Ltd                        | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    367600 | NS      | $2306962.66   | 2.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                       | Nexa Resources SA                                       | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |      3200 | NS      | $43680.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd                                    | Hyundai Mobis Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      9791 | NS      | $3519399.15   | 3.60%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                               | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |      2500 | NS      | $283266.77    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Binh Minh Plastics JSC                                  | Binh Minh Plastics JSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      6200 | NS      | $37730.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Trang Gloves Thailand PCL                           | Sri Trang Gloves Thailand PCL                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    103200 | NS      | $29895.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     48336 | NS      | $7234509.96   | 7.40%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI Co Ltd                                              | TCI Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11000 | NS      | $46174.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                             | MOL Hungarian Oil & Gas PLC                             | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |     59925 | NS      | $663311.42    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                                  | Tripod Technology Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     53000 | NS      | $654669.67    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigurd Microelectronics Corp                            | Sigurd Microelectronics Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $90616.40     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                        | Hankook Tire & Technology Co Ltd                        | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       672 | NS      | $34038.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz PLC                                               | Evraz PLC                                               | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |    131280 | NS      | $0.18         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hyundai Glovis Co Ltd                                   | Hyundai Glovis Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |     10237 | NS      | $2061221.16   | 2.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                        | Bangkok Bank PCL                                        | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     77600 | NS      | $442886.94    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    353800 | NS      | $1447042.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GT Capital Holdings Inc                                 | GT Capital Holdings Inc                                 | CUSIP: 000000000<br>LEI: 254900P0ZPSRAHUO2131 | Long             | EC               | CORP              | PH        |      2430 | NS      | $28233.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                      | Surgutneftegas PAO                                      | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |   2387800 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Brightcom Group Ltd                                     | Brightcom Group Ltd                                     | CUSIP: 000000000<br>LEI: 894500RYNX6NVXDTV715 | Long             | EC               | CORP              | IN        |     78754 | NS      | $9335.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Lifesciences PCL                                   | Mega Lifesciences PCL                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     68400 | NS      | $83682.12     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     88000 | NS      | $1060362.39   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                           | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |     21350 | NS      | $2632292.69   | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| ROKIT Healthcare Inc                                    | ROKIT Healthcare Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1644 | NS      | $77793.86     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                       | Aneka Tambang Tbk                                       | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    811400 | NS      | $210974.74    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                            | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      2000 | NS      | $123199.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentera SAB de CV                                       | Gentera SAB de CV                                       | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |    296035 | NS      | $859295.65    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Compeq Manufacturing Co Ltd                             | Compeq Manufacturing Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     55000 | NS      | $355625.83    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Powertech Technology Inc                                | Powertech Technology Inc                                | CUSIP: 000000000<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |     87000 | NS      | $706506.39    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                              | National Bank of Greece SA                              | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      4066 | NS      | $66140.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RusHydro PJSC                                           | RusHydro PJSC                                           | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        |  50074400 | NS      | $0.65         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ElSewedy Electric Co                                    | ElSewedy Electric Co                                    | CUSIP: 000000000<br>LEI: 5299005BDEN01BARSB46 | Long             | EC               | CORP              | EG        |     18997 | NS      | $30690.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                               | Gerdau SA                                               | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     24100 | NS      | $98675.31     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                           | PhosAgro PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      4917 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Yang Ming Marine Transport Corp                         | Yang Ming Marine Transport Corp                         | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |    293000 | NS      | $536657.43    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                                       | Wan Hai Lines Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $17109.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orascom Construction PLC                                | Orascom Construction PLC                                | CUSIP: 000000000<br>LEI: 254900ZIYKZ3Y4EANH33 | Long             | EC               | CORP              | AE        |     17950 | NS      | $186465.65    | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bradespar SA                                            | Bradespar SA                                            | CUSIP: 000000000<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |     81500 | NS      | $394742.03    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co KSCP                       | Mobile Telecommunications Co KSCP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |     22878 | NS      | $40409.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agility Public Warehousing Co KSCC                      | Agility Public Warehousing Co KSCC                      | CUSIP: 000000000<br>LEI: 549300C16Q6C2NMAI063 | Long             | EC               | CORP              | KW        |     67639 | NS      | $30394.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                         | Cipla Ltd/India                                         | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |     35104 | NS      | $520442.79    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Youngone Corp                                           | Youngone Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       421 | NS      | $28265.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                              | Oil & Natural Gas Corp Ltd                              | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    433789 | NS      | $1334067.57   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                  | Motor Oil Hellas Corinth Refineries SA                  | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |      1111 | NS      | $48227.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                        | PTT Exploration & Production PCL                        | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |    244800 | NS      | $1082801.09   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                            | Tatneft PJSC                                            | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |    657084 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Itausa SA                                               | Itausa SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |      5712 | NS      | $15899.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Grid Co - Rosseti PJSC                          | Federal Grid Co - Rosseti PJSC                          | CUSIP: 000000000<br>LEI: 253400FZQ7Z49QZNSG30 | Long             | EC               | CORP              | RU        | 236860000 | NS      | $3.06         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ashapura Minechem Ltd                                   | Ashapura Minechem Ltd                                   | CUSIP: 000000000<br>LEI: 335800BSI9EHP97MPU18 | Long             | EC               | CORP              | IN        |     97017 | NS      | $579736.42    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                | Hana Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     11997 | NS      | $1014792.64   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnitogorsk Iron & Steel Works PJSC                    | Magnitogorsk Iron & Steel Works PJSC                    | CUSIP: 000000000<br>LEI: 253400XSJ4C01YMCXG44 | Long             | EC               | CORP              | RU        |   4327340 | NS      | $0.06         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GHCL Ltd                                                | GHCL Ltd                                                | CUSIP: 000000000<br>LEI: 335800L2UYNOUH82F930 | Long             | EC               | CORP              | IN        |     12255 | NS      | $64622.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| An Binh CJSB                                            | An Binh CJSB                                            | CUSIP: 000000000<br>LEI: 2549002K2TRBYGJMJN25 | Long             | EC               | CORP              | VN        |     94380 | NS      | $50369.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung E&A Co Ltd                                      | Samsung E&A Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |     20991 | NS      | $530717.73    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannstar Board Corp                                     | Hannstar Board Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    133000 | NS      | $394255.31    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                          | Shinhan Financial Group Co Ltd                          | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      9339 | NS      | $628108.28    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                | GMK Norilskiy Nickel PAO                                | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |    783200 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Quang Ngai Sugar JSC                                    | Quang Ngai Sugar JSC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     33700 | NS      | $64048.76     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                      | Inter RAO UES PJSC                                      | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   6151400 | NS      | $0.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Glenmark Pharmaceuticals Ltd                            | Glenmark Pharmaceuticals Ltd                            | CUSIP: 000000000<br>LEI: 335800WKECZXIIT9GK20 | Long             | EC               | CORP              | IN        |      4332 | NS      | $102145.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia De Sanena Do Parana                                 | Cia De Sanena Do Parana                                 | CUSIP: 000000000<br>LEI: 254900SZW9X2D21A7X94 | Long             | EC               | CORP              | BR        |     56862 | NS      | $500239.19    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Transneft PJSC                                          | Transneft PJSC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | RU        |     31500 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     79100 | NS      | $473843.95    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                           | Indofood Sukses Makmur Tbk PT                           | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |   1367300 | NS      | $525759.50    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminium Co Ltd                               | National Aluminium Co Ltd                               | CUSIP: 000000000<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |     40661 | NS      | $158627.35    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                            | Gazprom PJSC                                            | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    897812 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                            | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |     50444 | NS      | $243168.87    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Noor Financial Investment Co KSC                        | Noor Financial Investment Co KSC                        | CUSIP: 000000000<br>LEI: 549300US0VXHVXG6RD34 | Long             | EC               | CORP              | KW        |    290708 | NS      | $383053.05    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                                        | GS Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1436 | NS      | $68630.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                      | LG Electronics Inc                                      | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |      3173 | NS      | $320997.27    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                          | Old Mutual Ltd                                          | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |    120448 | NS      | $124667.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                               | Bharat Petroleum Corp Ltd                               | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    281350 | NS      | $1189787.23   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                            | Ecopetrol SA                                            | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |     11300 | NS      | $134357.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Manappuram Finance Ltd                                  | Manappuram Finance Ltd                                  | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |    207667 | NS      | $644363.89    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |    119020 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| First Abu Dhabi Bank PJSC                               | First Abu Dhabi Bank PJSC                               | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     21247 | NS      | $113457.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahanagar Gas Ltd                                       | Mahanagar Gas Ltd                                       | CUSIP: 000000000<br>LEI: 3358001GYZI2KS7FHN90 | Long             | EC               | CORP              | IN        |      1218 | NS      | $16362.79     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pou Chen Corp                                           | Pou Chen Corp                                           | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |   1495000 | NS      | $1479582.45   | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Rajesh Exports Ltd                                      | Rajesh Exports Ltd                                      | CUSIP: 000000000<br>LEI: 335800DB4QZUYAYRHG76 | Long             | EC               | CORP              | IN        |     13729 | NS      | $21705.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                 | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    130400 | NS      | $2240272.00   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One Ltd                                          | Ninety One Ltd                                          | CUSIP: 000000000<br>LEI: 2138006NUUFPDXHSUP38 | Long             | EC               | CORP              | ZA        |     56222 | NS      | $192292.90    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                                 | SABIC Agri-Nutrients Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1649 | NS      | $54351.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom Neft PJSC                                       | Gazprom Neft PJSC                                       | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |    102255 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kasikornbank PCL                                        | Kasikornbank PCL                                        | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |    244500 | NS      | $1580546.25   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Persero Tbk PT                    | Perusahaan Gas Negara Persero Tbk PT                    | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   3556400 | NS      | $506748.56    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| A'ayan Leasing & Investment Co KSCP                     | A'ayan Leasing & Investment Co KSCP                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |    309146 | NS      | $227095.79    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                        | Saudi Awwal Bank                                        | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      4870 | NS      | $44338.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kung Long Batteries Industrial Co Ltd                   | Kung Long Batteries Industrial Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     30000 | NS      | $120324.02    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo de Inversiones Suramericana SA                    | Grupo de Inversiones Suramericana SA                    | CUSIP: 000000000<br>LEI: 549300AC1Q176TZL0305 | Long             | EP               | CORP              | CO        |      4679 | NS      | $57365.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                             | LUKOIL PJSC                                             | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |    122088 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                        | CUSIP: 000000000<br>LEI: 4469000001BO4JEXZL32 | Long             | EC               | CORP              | MX        |     25700 | NS      | $160688.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Masan Consumer Corp                                     | Masan Consumer Corp                                     | CUSIP: 000000000<br>LEI: 549300QK16VB0MOK5404 | Long             | EC               | CORP              | VN        |     12207 | NS      | $66085.12     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                           | PHOSAGRO PJSC                                           | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |        95 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sberbank of Russia PJSC                                 | Sberbank of Russia PJSC                                 | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |   3446432 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                              | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     61000 | NS      | $933601.70    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                          | Cia Energetica de Minas Gerais                          | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    634666 | NS      | $1494278.48   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                            | Novatek PJSC                                            | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |     93370 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gujarat State Petronet Ltd                              | Gujarat State Petronet Ltd                              | CUSIP: 000000000<br>LEI: 335800J69QRMS7KSSR96 | Long             | EC               | CORP              | IN        |      4027 | NS      | $13548.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                      | Arab National Bank                                      | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |     35045 | NS      | $192249.41    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                              | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |   5277900 | NS      | $2100066.30   | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kiatnakin Phatra Bank PCL                               | Kiatnakin Phatra Bank PCL                               | CUSIP: 000000000<br>LEI: 254900UPQE3MNOEDXK30 | Long             | EC               | CORP              | TH        |     22400 | NS      | $55993.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pokarna Ltd                                             | Pokarna Ltd                                             | CUSIP: 000000000<br>LEI: 335800RJUDMUDQD5IB11 | Long             | EC               | CORP              | IN        |      1862 | NS      | $18569.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                         | Grupo Cibest SA                                         | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      9993 | NS      | $678324.84    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc                                            | SK hynix Inc                                            | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1348 | NS      | $996700.39    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3BB Internet Infrastructure Fund                        | 3BB Internet Infrastructure Fund                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | TH        |    264100 | NS      | $56880.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dogus Otomotiv Servis ve Ticaret AS                     | Dogus Otomotiv Servis ve Ticaret AS                     | CUSIP: 000000000<br>LEI: 789000PVDP82LTUNS694 | Long             | EC               | CORP              | TR        |     11402 | NS      | $56699.31     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                            | United Microelectronics Corp                            | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    257000 | NS      | $531695.91    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TTY Biopharm Co Ltd                                     | TTY Biopharm Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11000 | NS      | $29583.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    270000 | NS      | $16847503.66  | 17.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | Cyrela Brazil Realty SA Empreendimentos e Participacoes | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |     30105 | NS      | $171181.26    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| West Coast Paper Mills Ltd                              | West Coast Paper Mills Ltd                              | CUSIP: 000000000<br>LEI: 335800L5PBYRF2OUG772 | Long             | EC               | CORP              | IN        |      1873 | NS      | $8782.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                 | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |    139910 | NS      | $1550183.74   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Emerging Markets ex China ETF              | iShares MSCI Emerging Markets ex China ETF              | CUSIP: 46434G764<br>LEI: 549300OO3LEZN53XCB15 | Long             | EC               | RF                | US        |     12210 | NS      | $1070572.80   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Brands Manufacture Ltd                           | Global Brands Manufacture Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $10308.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dharma Satya Nusantara Tbk PT                           | Dharma Satya Nusantara Tbk PT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    278300 | NS      | $22902.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Combined Group Contracting Co SAK                       | Combined Group Contracting Co SAK                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |     37370 | NS      | $118314.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                          | Moscow Exchange MICEX-RTS PJSC                          | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |     88090 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Indian Oil Corp Ltd                                     | Indian Oil Corp Ltd                                     | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |    137618 | NS      | $282913.12    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Institutional Treasury Money Market Fund   | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |     48144 | NS      | $48144.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greatek Electronics Inc                                 | Greatek Electronics Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    151000 | NS      | $459925.74    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaveri Seed Co Ltd                                      | Kaveri Seed Co Ltd                                      | CUSIP: 000000000<br>LEI: 894500FEWZB4Q6S1O477 | Long             | EC               | CORP              | IN        |      1075 | NS      | $9001.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Thailand PCL                                         | AP Thailand PCL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    122000 | NS      | $36096.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                       | Hon Hai Precision Industry Co Ltd                       | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    185000 | NS      | $1415026.00   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                                 | Phison Electronics Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10000 | NS      | $590771.70    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinon Corp                                              | Sinon Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $18830.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Beer Alcohol Beverage Corp                       | Saigon Beer Alcohol Beverage Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |     18600 | NS      | $34564.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                        | Zhen Ding Technology Holding Ltd                        | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |    131000 | NS      | $866089.06    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                                     | Banque Saudi Fransi                                     | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |     14441 | NS      | $76272.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                         | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    162210 | NS      | $2029247.10   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nantex Industry Co Ltd                                  | Nantex Industry Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     77528 | NS      | $67533.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Babtain Power & Telecommunication Co                 | Al Babtain Power & Telecommunication Co                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1896 | NS      | $31658.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YungShin Global Holding Corp                            | YungShin Global Holding Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     63000 | NS      | $110211.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                | NMDC Ltd                                                | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |    688252 | NS      | $617070.88    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                     | Shriram Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     52193 | NS      | $620615.00    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris CR AS                                     | Philip Morris CR AS                                     | CUSIP: 000000000<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |       235 | NS      | $229211.69    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                     | Muthoot Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |     22293 | NS      | $821165.10    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                                    | GMO US Treasury Fund                                    | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |    100842 | NS      | $505217.38    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank PCL                                     | Krung Thai Bank PCL                                     | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |   2007300 | NS      | $2210413.38   | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Vadilal Industries Ltd                                  | Vadilal Industries Ltd                                  | CUSIP: 000000000<br>LEI: 335800YO53STSJH9RB97 | Long             | EC               | CORP              | IN        |      1169 | NS      | $63416.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines PCL                            | Regional Container Lines PCL                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     71700 | NS      | $70885.31     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                             | Polyus PJSC                                             | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer