# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041692
**Filing Date:** 2026-4
**Character Count:** 71666
**Document Hash:** 7c6329b119024d7df469219d05c4483d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041692.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041692

**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:** 26911151

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

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

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

## Series and Classes Contracts Data

### GMO International Equity Fund (Series ID: S000004224)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011881 | Class III    | GMOIX           |
| C000011882 | Class IV     | GMCFX           |
| C000213358 | Class I      | GMOUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** GMO International Equity Fund

- **b. EDGAR series identifier (if any):** S000004224

- **c. LEI of Series:** 549300GUNRPC30EDRZ54

**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:** $1152538848.54

**Total Liabilities:** $3450607.32

**Net Assets:** $1149088241.22

**Cash Not Reported:** $5244.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011882 | 2.78%                | 6.49%                | 7.12%                |
| Class ID C000213358 | 2.75%                | 6.49%                | 7.12%                |
| Class ID C000011881 | 2.76%                | 6.48%                | 7.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16783359.09             | $10510065.31                               |
| Month 2  | $17060820.73             | $49625639.94                               |
| Month 3  | $14948556.59             | $62634593.28                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fuyo General Lease Co Ltd                          | Fuyo General Lease Co Ltd                             | CUSIP: 000000000<br>LEI: 353800IE82QJT7UQJK58 | Long             | EC               | CORP              | JP        |     29118 | NS      | $865456.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                       | British American Tobacco PLC                          | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     45147 | NS      | $2828459.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                     | Kingfisher PLC                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     36276 | NS      | $182469.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                         | BOC Hong Kong Holdings Ltd                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |   2156500 | NS      | $12334649.38  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA          | REN - Redes Energeticas Nacionais SGPS SA             | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    156820 | NS      | $712596.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                | Imperial Brands PLC                                   | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    353555 | NS      | $15835327.13  | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group PLC                                       | BT Group PLC                                          | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   5125126 | NS      | $14937682.11  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                          | Nokia Oyj                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |   3454000 | NS      | $26509510.20  | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                   | Seiko Epson Corp                                      | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     72100 | NS      | $976393.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                        | ITOCHU Corp                                           | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    637370 | NS      | $9228368.71   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                      | Komeri Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23193 | NS      | $544072.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                         | Boliden AB                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     37270 | NS      | $2954307.53   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                          | Amundi SA                                             | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      8993 | NS      | $857868.29    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Indus Holding AG                                   | Indus Holding AG                                      | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |      5326 | NS      | $192015.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Financial Holding Ltd                  | Yangzijiang Financial Holding Ltd                     | CUSIP: 000000000<br>LEI: 984500E58A4F80AFB647 | Long             | EC               | CORP              | SG        |    882722 | NS      | $215595.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                       | KBC Group NV                                          | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     59734 | NS      | $8089952.62   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                | Yamaha Motor Co Ltd                                   | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    291400 | NS      | $2317203.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                      | Rio Tinto PLC                                         | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    286855 | NS      | $28496175.70  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                      | Marubeni Corp                                         | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    637500 | NS      | $24395700.12  | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                                | First Resources Ltd                                   | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    381100 | NS      | $712123.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corp                                   | Seiko Group Corp                                      | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |     37695 | NS      | $3185984.89   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                           | Draegerwerk AG & Co KGaA                              | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |      3755 | NS      | $398025.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                       | Ferrexpo PLC                                          | CUSIP: 000000000<br>LEI: 213800CEDKSNUTPAQZ41 | Long             | EC               | CORP              | GB        |    488845 | NS      | $369715.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KLN Logistics Group Ltd                            | KLN Logistics Group Ltd                               | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | BM        |    197640 | NS      | $178782.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Maritime Development Ltd               | Yangzijiang Maritime Development Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    882722 | NS      | $434831.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                     | BPER Banca SPA                                        | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    153818 | NS      | $2166362.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                      | GrainCorp Ltd                                         | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |    173489 | NS      | $760330.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                                         | Bekaert SA                                            | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |     25386 | NS      | $1310190.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                            | Daiwabo Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66290 | NS      | $1356282.58   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                      | Rio Tinto Ltd                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     29210 | NS      | $3472484.60   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp                                | Sanwa Holdings Corp                                   | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     85400 | NS      | $2260069.09   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc                                  | AOKI Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38420 | NS      | $445306.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Construction Co Ltd                          | Tokyu Construction Co Ltd                             | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |    101975 | NS      | $1042218.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    113282 | NS      | $12719489.18  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                 | Toyota Tsusho Corp                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |    577465 | NS      | $25813033.42  | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                   | Bank Hapoalim BM                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    700133 | NS      | $17670040.29  | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                           | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    119800 | NS      | $2259284.40   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                                     | Kanematsu Corp                                        | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |    124088 | NS      | $1950682.29   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                         | Towa Pharmaceutical Co Ltd                            | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |     12428 | NS      | $352698.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                             | DBS Group Holdings Ltd                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     50900 | NS      | $2292799.98   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                          | Toronto-Dominion Bank/The                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    147800 | NS      | $14398052.86  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS Group GmbH & Co KGaA                           | DWS Group GmbH & Co KGaA                              | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      9301 | NS      | $655611.43    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Toyo Tire Corp                                     | Toyo Tire Corp                                        | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |    172000 | NS      | $5300355.53   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                            | ABB Ltd                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    317166 | NS      | $29539637.51  | 2.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                            | Bank of Nova Scotia/The                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     17700 | NS      | $1342763.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                      | Proximus SADP                                         | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     29381 | NS      | $242298.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     63687 | NS      | $5519153.01   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichias Corp                                       | Nichias Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49426 | NS      | $3041796.22   | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| Hornbach Holding AG & Co KGaA                      | Hornbach Holding AG & Co KGaA                         | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |      2953 | NS      | $298683.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Banking Group Ltd                         | Dah Sing Banking Group Ltd                            | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |    202800 | NS      | $339185.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Co SA/The                                | Navigator Co SA/The                                   | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |    253973 | NS      | $1032018.78   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokyo Electron Ltd                                 | Tokyo Electron Ltd                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      4400 | NS      | $1238048.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IGG Inc                                            | IGG Inc                                               | CUSIP: 000000000<br>LEI: 529900VBUXYUOTABSC33 | Long             | EC               | CORP              | KY        |    936585 | NS      | $376855.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                         | Genmab A/S                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      4121 | NS      | $1213331.39   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                        | Ageas SA/NV                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     24137 | NS      | $1791607.99   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                          | Orkla ASA                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    705516 | NS      | $9658547.88   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                   | Roche Holding AG                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     37502 | NS      | $17847254.63  | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                    | ASML Holding NV                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     36048 | NS      | $52289786.88  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                   | Tokyo Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     74200 | NS      | $3642421.86   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                       | 3i Group PLC                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    364576 | NS      | $16287754.81  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                            | GSK PLC                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    409221 | NS      | $24197237.73  | 2.11%             |  |  |  | No            |                  1 | On Loan: —       |
| TotalEnergies SE                                   | TotalEnergies SE                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     16565 | NS      | $1326883.08   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                              | STMicroelectronics NV                                 | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     77022 | NS      | $2588709.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallenius Wilhelmsen ASA                           | Wallenius Wilhelmsen ASA                              | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     38577 | NS      | $536614.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Laboratories International Holdings Ltd/The | United Laboratories International Holdings Ltd/The    | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | KY        |    658000 | NS      | $1094128.92   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Vesuvius PLC                                       | Vesuvius PLC                                          | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |    109244 | NS      | $735278.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                               | Hoegh Autoliners ASA                                  | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |    330122 | NS      | $4598657.82   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co Ltd                            | Kaga Electronics Co Ltd                               | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |     41000 | NS      | $1142685.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                          | Elkem ASA                                             | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |    411726 | NS      | $1325025.96   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Europris ASA                                       | Europris ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     35331 | NS      | $337828.28    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ebara Corp                                         | Ebara Corp                                            | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     55000 | NS      | $1931786.68   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                            | GSK PLC                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    243568 | NS      | $7237205.63   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                 | SITC International Holdings Co Ltd                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    789000 | NS      | $3365641.80   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                        | Subaru Corp                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     34800 | NS      | $652747.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                        | Sun Hung Kai Properties Ltd                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     94000 | NS      | $1747519.86   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                    | Mitsui & Co Ltd                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    169500 | NS      | $6354502.82   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                       | RTL Group SA                                          | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |     24046 | NS      | $1051539.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                   | Zehnder Group AG                                      | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      3995 | NS      | $423270.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                       | Techtronic Industries Co Ltd                          | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    278000 | NS      | $4502398.51   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                 | NGK Insulators Ltd                                    | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     61500 | NS      | $1801407.64   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                            | Sekisui Chemical Co Ltd                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |    564812 | NS      | $10999096.51  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                          | Canon Marketing Japan Inc                             | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |     13800 | NS      | $618190.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Valor Holdings Co Ltd                              | Valor Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24369 | NS      | $586225.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anima Holding SpA                                  | Anima Holding SpA                                     | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |     89405 | NS      | $726927.49    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Crest Nicholson Holdings plc                       | Crest Nicholson Holdings plc                          | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |     83864 | NS      | $172125.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    704373 | NS      | $24972236.32  | 2.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                   | Osaka Gas Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     18400 | NS      | $768089.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | Vodafone Group PLC                                    | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1728343 | NS      | $26547348.48  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                                          | Rubis SCA                                             | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |     24893 | NS      | $1070691.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                        | Murata Manufacturing Co Ltd                           | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |    164400 | NS      | $4299045.71   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                     | Banca IFIS SpA                                        | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |     55598 | NS      | $1612522.14   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                   | Nitto Denko Corp                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     48300 | NS      | $1120098.38   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    386365 | NS      | $2651062.14   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Ltd                    | Dah Sing Financial Holdings Ltd                       | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |     26869 | NS      | $145848.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                          | ORIX Corp                                             | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     21000 | NS      | $737081.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                         | Valmet Oyj                                            | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     43068 | NS      | $1442098.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet SpA                                       | Esprinet SpA                                          | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |     66604 | NS      | $476015.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                           | IPSOS SA                                              | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     25959 | NS      | $1052201.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                               | Fuji Electric Co Ltd                                  | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     17100 | NS      | $1515654.28   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunze Ltd                                          | Gunze Ltd                                             | CUSIP: 000000000<br>LEI: 353800VSSDM5IY8UNW44 | Long             | EC               | CORP              | JP        |     30906 | NS      | $938057.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                           | TDK Corp                                              | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |    141100 | NS      | $2179768.64   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                      | Volkswagen AG                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     93264 | NS      | $11089149.54  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| TPR Co Ltd                                         | TPR Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33938 | NS      | $305921.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                         | Inpex Corp                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |    266600 | NS      | $6508428.39   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                              | STMicroelectronics NV                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |    185027 | NS      | $6166326.10   | 0.54%             |  |  |  | No            |                  2 | On Loan: —       |
| ING Groep NV                                       | ING Groep NV                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    244328 | NS      | $7049579.49   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group PLC                                 | Halfords Group PLC                                    | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |    103137 | NS      | $206252.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                          | Coface SA                                             | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |    101591 | NS      | $1879186.22   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |    386453 | NS      | $12943374.97  | 1.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Johnson Electric Holdings Ltd                      | Johnson Electric Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | BM        |    122901 | NS      | $485564.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                 | Perseus Mining Ltd                                    | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |    382137 | NS      | $1642598.02   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner & Co SE                                  | Kloeckner & Co SE                                     | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |     40876 | NS      | $529176.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                         | Legrand SA                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      9886 | NS      | $1790622.54   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                        | Kajima Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    134500 | NS      | $6150743.11   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                          | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    432441 | NS      | $5329952.46   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                              | IG Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |    128990 | NS      | $2262539.14   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                               | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |     52300 | NS      | $1592457.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Ltd                             | Super Retail Group Ltd                                | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |    135546 | NS      | $1496685.55   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                         | Signify NV                                            | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |    130811 | NS      | $3047742.51   | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sekisui House Ltd                                  | Sekisui House Ltd                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |    277000 | NS      | $6767151.17   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                           | Ipsen SA                                              | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |     26762 | NS      | $5224010.52   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                                     | Niterra Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     70100 | NS      | $3534934.49   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd              | Yangzijiang Shipbuilding Holdings Ltd                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   3410222 | NS      | $11656035.81  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                       | WH Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   8594515 | NS      | $10804562.33  | 0.94%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                        | Komatsu Ltd                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    450400 | NS      | $21619359.51  | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp                                        | Sojitz Corp                                           | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |     49100 | NS      | $2221377.76   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                  | Suzuki Motor Corp                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    349200 | NS      | $5281080.64   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                                         | Horiba Ltd                                            | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |     27800 | NS      | $3733634.28   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                       | JB Hi-Fi Ltd                                          | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      8017 | NS      | $468629.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                      | BHP Group Ltd                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    363760 | NS      | $14759658.20  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                    | Derichebourg SA                                       | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     94864 | NS      | $1052335.11   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                         | Eiffage SA                                            | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     42854 | NS      | $7389848.46   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd                                 | VTech Holdings Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     72700 | NS      | $598794.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Steel Co Ltd                                 | Daido Steel Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |    102000 | NS      | $1554557.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Television Francaise 1 SA                          | Television Francaise 1 SA                             | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |    104657 | NS      | $896153.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd                              | Sheng Siong Group Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    377000 | NS      | $783508.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                          | Sanofi SA                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    293921 | NS      | $28745856.87  | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                           | Mitsubishi Electric Corp                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    203400 | NS      | $7742014.26   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Warabeya Nichiyo Holdings Co Ltd                   | Warabeya Nichiyo Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20256 | NS      | $445939.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                             | AP Moller - Maersk A/S                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       279 | NS      | $692715.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                             | SCREEN Holdings Co Ltd                                | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |     16500 | NS      | $2405324.65   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                      | Sumitomo Corp                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    146300 | NS      | $6212358.52   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd                | Luk Fook Holdings International Ltd                   | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |    144326 | NS      | $542642.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                    | Norsk Hydro ASA                                       | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    327331 | NS      | $3037116.46   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                          | CK Hutchison Holdings Ltd                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |   2335500 | NS      | $19230034.55  | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                      | Fortescue Ltd                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |   1595938 | NS      | $23972934.64  | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Kogyo Co Ltd                                 | Press Kogyo Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |     82324 | NS      | $529444.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   1469361 | NS      | $18531675.18  | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                   | Oversea-Chinese Banking Corp Ltd                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    814200 | NS      | $13778850.34  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                         | Siemens AG                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     23705 | NS      | $6854154.61   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA       | Cie Generale des Etablissements Michelin SCA          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     59886 | NS      | $2421862.13   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                        | NN Group NV                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    204751 | NS      | $16793173.75  | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                  | Swire Pacific Ltd                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    229000 | NS      | $2459906.94   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                            | Panasonic Holdings Corp                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |   1731300 | NS      | $27919036.40  | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                   | Deutsche Post AG                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    163292 | NS      | $9615469.99   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Galliford Try Holdings PLC                         | Galliford Try Holdings PLC                            | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |     49060 | NS      | $362772.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                      | Banco BPM SpA                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    442454 | NS      | $6517412.09   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                  | Indra Sistemas SA                                     | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |    249210 | NS      | $18413234.11  | 1.60%             |  |  |  | No            |                  2 | On Loan: —       |
| MCJ Co Ltd                                         | MCJ Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49157 | NS      | $720976.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                             | Brother Industries Ltd                                | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    168796 | NS      | $3486655.66   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                             | Cie de Saint-Gobain SA                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     65713 | NS      | $6659470.84   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                          | KDDI Corp                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    529592 | NS      | $9097070.23   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                      | Sonae SGPS SA                                         | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    757857 | NS      | $1804752.93   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                            | EXOR NV                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |     78597 | NS      | $6897602.73   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                  | Shionogi & Co Ltd                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |    238700 | NS      | $5636253.15   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                       | Kyocera Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    106000 | NS      | $1872134.19   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                   | ArcelorMittal SA                                      | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     90677 | NS      | $5940149.86   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                             | Yokogawa Electric Corp                                | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     19300 | NS      | $769818.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| San-A Co Ltd                                       | San-A Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11966 | NS      | $238168.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                         | Melexis NV                                            | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |     18036 | NS      | $1209480.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| State Street Global Advisors                       | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    478763 | NS      | $478763.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropole Television SA                            | Metropole Television SA                               | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |     34139 | NS      | $466501.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                           | Sumitomo Forestry Co Ltd                              | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    727000 | NS      | $7861206.02   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                    | Sandoz Group AG                                       | CUSIP: 799926100<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     57953 | NS      | $5101023.06   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Novartis AG                                        | Novartis AG                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    119512 | NS      | $20094955.97  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                   | Sumitomo Electric Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |    516200 | NS      | $34110072.65  | 2.97%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                           | NEC Corp                                              | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    353800 | NS      | $9808496.33   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                              | CK Asset Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    607000 | NS      | $3851279.61   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                | VSTECS Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    730000 | NS      | $739474.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                           | Unipol Assicurazioni SpA                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    797446 | NS      | $19839256.23  | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                       | Brambles Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    132540 | NS      | $2363734.08   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                              | Schneider Electric SE                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      9816 | NS      | $3207965.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Textiles Holdings Ltd                      | Pacific Textiles Holdings Ltd                         | CUSIP: 000000000<br>LEI: 5299009IC8ZP94KPH034 | Long             | EC               | CORP              | KY        |    730331 | NS      | $124043.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                   | Venture Corp Ltd                                      | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     87700 | NS      | $1082892.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                    | Nippon Yusen KK                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     39400 | NS      | $1352850.07   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp Ltd                             | ComfortDelGro Corp Ltd                                | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |    245300 | NS      | $300304.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                         | Denso Corp                                            | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     86200 | NS      | $1236790.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                                     | Societe BIC SA                                        | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |     14681 | NS      | $944041.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                               | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   2558594 | NS      | $12818554.74  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                          | Mapfre SA                                             | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |   2112101 | NS      | $9817227.93   | 0.85%             |  |  |  | No            |                  2 | On Loan: —       |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |   1389043 | NS      | $32172458.85  | 2.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                           | Valeo SE                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     35326 | NS      | $509436.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer