# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019494
**Filing Date:** 2025-10
**Character Count:** 78627
**Document Hash:** c4eb6c2002158d57411ec5890e809c0a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019494.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019494

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 251428547

**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:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $76898077.37

**Total Liabilities:** $468059.79

**Net Assets:** $76430017.58

**Cash Not Reported:** $66992.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228647 | 6.02%                | 1.07%                | 1.37%                |
| Class ID C000228643 | 6.09%                | 0.99%                | 1.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $189553.47               | $3665446.15                                |
| Month 2  | $371306.91               | $101440.21                                 |
| Month 3  | $543418.80               | $349461.71                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SCB X PCL                                               | SCB X PCL                                               | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    265100 | NS      | $1051934.22   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                  | Emirates NBD Bank PJSC                                  | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     79695 | NS      | $547862.22    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                              | HMM Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |      7502 | NS      | $119149.17    | 0.16%             |  |  |  | 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      |
| Sun TV Network Ltd                                      | Sun TV Network Ltd                                      | CUSIP: 000000000<br>LEI: 335800IW6TQ3AJJLEO48 | Long             | EC               | CORP              | IN        |      5330 | NS      | $32698.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnia Holdings Ltd                                      | Omnia Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900T6L5CEOP1PNP91 | Long             | EC               | CORP              | ZA        |     10910 | NS      | $45388.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Siyaram Silk Mills Ltd                                  | Siyaram Silk Mills Ltd                                  | CUSIP: 000000000<br>LEI: 335800ZRJXFRAURS2972 | Long             | EC               | CORP              | IN        |     18094 | NS      | $126280.89    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                       | Hero MotoCorp Ltd                                       | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      2204 | NS      | $127639.43    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TaiDoc Technology Corp                                  | TaiDoc Technology Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     10000 | NS      | $46385.99     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                          | GAIL India Ltd                                          | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |    117114 | NS      | $230155.66    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Panin Financial Tbk PT                                  | Panin Financial Tbk PT                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   6529100 | NS      | $102888.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd                                 | Hindalco Industries Ltd                                 | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |    101207 | NS      | $808839.67    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                     | Richter Gedeon Nyrt                                     | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |     19577 | NS      | $593835.23    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     64249 | NS      | $915558.97    | 1.20%             |  |  |  | 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      |
| Unilever Indonesia Tbk PT                               | Unilever Indonesia Tbk PT                               | CUSIP: 000000000<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |    113200 | NS      | $11674.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                              | Riyad Bank                                              | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     27480 | NS      | $189823.14    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT PCL                                                 | PTT PCL                                                 | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |    393100 | NS      | $376388.55    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| United Integrated Services Co Ltd                       | United Integrated Services Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15000 | NS      | $600028.32    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     19065 | NS      | $1442523.81   | 1.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                                        | Saudi Telecom Co                                        | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     29850 | NS      | $333928.18    | 0.44%             |  |  |  | No            |                  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        |     48351 | NS      | $274683.32    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                    | Turk Hava Yollari AO                                    | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |     13257 | NS      | $107984.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KRBL Ltd                                                | KRBL Ltd                                                | CUSIP: 000000000<br>LEI: 3358009OO1W5QCPVMV73 | Long             | EC               | CORP              | IN        |      1459 | NS      | $7128.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Co SAE                                          | Eastern Co SAE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | EG        |    145697 | NS      | $116089.64    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Triputra Agro Persada PT                                | Triputra Agro Persada PT                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   3455400 | NS      | $297799.34    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Holdings Corp                                        | LX Holdings Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5572 | NS      | $31558.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    113900 | NS      | $303349.59    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                               | Woori Financial Group Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     74059 | NS      | $1321179.45   | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Indah Kiat Pulp & Paper Tbk PT                          | Indah Kiat Pulp & Paper Tbk PT                          | CUSIP: 000000000<br>LEI: 529900F19DXXA9HNCB51 | Long             | EC               | CORP              | ID        |     30100 | NS      | $13956.64     | 0.02%             |  |  |  | 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      |
| Evergreen Marine Corp Taiwan Ltd                        | Evergreen Marine Corp Taiwan Ltd                        | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    333600 | NS      | $2016223.99   | 2.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Lupin Ltd                                               | Lupin Ltd                                               | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |     12293 | NS      | $265070.18    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                    | Hyundai Mobis Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |     11388 | NS      | $2600572.53   | 3.40%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                               | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |     14523 | NS      | $1404719.11   | 1.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagseguro Digital Ltd                                   | Pagseguro Digital Ltd                                   | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |     41000 | NS      | $367360.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Binh Minh Plastics JSC                                  | Binh Minh Plastics JSC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      6200 | NS      | $33904.44     | 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      | $20412.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd                                     | Sammaan Capital Ltd                                     | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | EC               | CORP              | IN        |    184680 | NS      | $260007.99    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                              | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     46260 | NS      | $2311140.20   | 3.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                             | MOL Hungarian Oil & Gas PLC                             | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |     57009 | NS      | $490618.27    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Redington Ltd                                           | Redington Ltd                                           | CUSIP: 000000000<br>LEI: 335800DTFNX7F2LM5227 | Long             | EC               | CORP              | IN        |      5473 | NS      | $14952.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T3EX Global Holdings Corp                               | T3EX Global Holdings Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $30255.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                                  | Tripod Technology Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8000 | NS      | $83659.94     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                        | Hankook Tire & Technology Co Ltd                        | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |      1957 | NS      | $56412.05     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd                                  | Zydus Lifesciences Ltd                                  | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |     26288 | NS      | $293369.24    | 0.38%             |  |  |  | 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      |
| Simplo Technology Co Ltd                                | Simplo Technology Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     17000 | NS      | $218696.47    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                   | Hyundai Glovis Co Ltd                                   | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      9493 | NS      | $1255440.90   | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Gujarat State Fertilizers & Chemicals Ltd               | Gujarat State Fertilizers & Chemicals Ltd               | CUSIP: 000000000<br>LEI: 335800KZ8757J7YPWG63 | Long             | EC               | CORP              | IN        |     46577 | NS      | $104407.77    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Strides Pharma Science Ltd                              | Strides Pharma Science Ltd                              | CUSIP: 000000000<br>LEI: 335800WHFYXUCHR9DD10 | Long             | EC               | CORP              | IN        |      1069 | NS      | $10459.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                       | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     43800 | NS      | $136218.00    | 0.18%             |  |  |  | No            |                  1 | 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      |
| Compal Electronics Inc                                  | Compal Electronics Inc                                  | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |    138000 | NS      | $124127.49    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightcom Group Ltd                                     | Brightcom Group Ltd                                     | CUSIP: 000000000<br>LEI: 894500RYNX6NVXDTV715 | Long             | EC               | CORP              | IN        |     78754 | NS      | $14586.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                         | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   2601300 | NS      | $497585.59    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     81000 | NS      | $393374.12    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                           | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |     26638 | NS      | $2323478.92   | 3.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldiam International Ltd                               | Goldiam International Ltd                               | CUSIP: 000000000<br>LEI: 3358005SBG3NSXOFVU41 | Long             | EC               | CORP              | IN        |     10945 | NS      | $44757.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JM Financial Ltd                                        | JM Financial Ltd                                        | CUSIP: 000000000<br>LEI: 254900XWK81ULQY0IE29 | Long             | EC               | CORP              | IN        |     29068 | NS      | $58599.61     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                       | Aneka Tambang Tbk                                       | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |   5667400 | NS      | $1050491.45   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                            | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     41000 | NS      | $1821876.28   | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     39410 | NS      | $279773.68    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentera SAB de CV                                       | Gentera SAB de CV                                       | CUSIP: 000000000<br>LEI: 4469000001ECOWXFNE33 | Long             | EC               | CORP              | MX        |    266135 | NS      | $652486.68    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Powertech Technology Inc                                | Powertech Technology Inc                                | CUSIP: 000000000<br>LEI: 254900O6KNZXH2RI9Q14 | Long             | EC               | CORP              | TW        |      5000 | NS      | $19294.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                 | ITC Ltd                                                 | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |      4570 | NS      | $21229.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RusHydro PJSC                                           | RusHydro PJSC                                           | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        |  50074400 | NS      | $0.62         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ElSewedy Electric Co                                    | ElSewedy Electric Co                                    | CUSIP: 000000000<br>LEI: 5299005BDEN01BARSB46 | Long             | EC               | CORP              | EG        |     35621 | NS      | $55049.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saratoga Investama Sedaya Tbk PT                        | Saratoga Investama Sedaya Tbk PT                        | CUSIP: 000000000<br>LEI: 254900LIRX29G7OOIT03 | Long             | EC               | CORP              | ID        |    976700 | NS      | $109742.80    | 0.14%             |  |  |  | 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      |
| Bank Rakyat Indonesia Persero Tbk PT                    | Bank Rakyat Indonesia Persero Tbk PT                    | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |     68400 | NS      | $16790.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                           | HDFC Bank Ltd                                           | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     17734 | NS      | $191772.66    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                         | Yang Ming Marine Transport Corp                         | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |    577000 | NS      | $1084862.04   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashoka Buildcon Ltd                                     | Ashoka Buildcon Ltd                                     | CUSIP: 000000000<br>LEI: 33580029UHVG78GXPC56 | Long             | EC               | CORP              | IN        |     27867 | NS      | $54644.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                                       | Wan Hai Lines Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    141000 | NS      | $380681.47    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Orascom Construction PLC                                | Orascom Construction PLC                                | CUSIP: 000000000<br>LEI: 254900ZIYKZ3Y4EANH33 | Long             | EC               | CORP              | AE        |     14296 | NS      | $114788.90    | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd                   | Chambal Fertilisers and Chemicals Ltd                   | CUSIP: 000000000<br>LEI: 335800DFMF2OEJ7HWM17 | Long             | EC               | CORP              | IN        |     47590 | NS      | $292486.69    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                  | Bharat Electronics Ltd                                  | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     63913 | NS      | $267814.66    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Agility Public Warehousing Co KSC                       | Agility Public Warehousing Co KSC                       | CUSIP: 000000000<br>LEI: 549300C16Q6C2NMAI063 | Long             | EC               | CORP              | KW        |     73861 | NS      | $33110.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                         | Cipla Ltd/India                                         | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |     62543 | NS      | $1125649.52   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Youngone Corp                                           | Youngone Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       834 | NS      | $35083.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                              | Oil & Natural Gas Corp Ltd                              | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    451976 | NS      | $1196102.80   | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                        | Vibra Energia SA                                        | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |     77000 | NS      | $341411.14    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd                            | Power Grid Corp of India Ltd                            | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |     22750 | NS      | $71274.82     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                               | Hindustan Aeronautics Ltd                               | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |      4147 | NS      | $204396.28    | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                  | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      3073 | NS      | $240017.47    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Energi Mega Persada Tbk PT                              | Energi Mega Persada Tbk PT                              | CUSIP: 000000000<br>LEI: 25490019ABALWIGUDM79 | Long             | EC               | CORP              | ID        |   1018400 | NS      | $34197.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                        | PTT Exploration & Production PCL                        | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |    254200 | NS      | $879061.72    | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                              | Arca Continental SAB de CV                              | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     12660 | NS      | $129357.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanti Feeds Ltd                                        | Avanti Feeds Ltd                                        | CUSIP: 000000000<br>LEI: 335800USE8T3G88KN868 | Long             | EC               | CORP              | IN        |      2686 | NS      | $19494.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                       | Doosan Bobcat Inc                                       | CUSIP: 000000000<br>LEI: 9884007K6X0Q0112FX44 | Long             | EC               | CORP              | KR        |      7141 | NS      | $272803.92    | 0.36%             |  |  |  | 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      |
| DL E&C Co Ltd                                           | DL E&C Co Ltd                                           | CUSIP: 000000000<br>LEI: 988400UU0MCCBS1YP242 | Long             | EC               | CORP              | KR        |      3163 | NS      | $96405.73     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk PT                       | Indofood CBP Sukses Makmur Tbk PT                       | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | EC               | CORP              | ID        |      9500 | NS      | $5172.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itausa SA                                               | Itausa SA                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    116200 | NS      | $240464.79    | 0.31%             |  |  |  | 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      | $2.95         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ashapura Minechem Ltd                                   | Ashapura Minechem Ltd                                   | CUSIP: 000000000<br>LEI: 335800BSI9EHP97MPU18 | Long             | EC               | CORP              | IN        |     14384 | NS      | $84079.73     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                | Hana Financial Group Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     11280 | NS      | $664972.44    | 0.87%             |  |  |  | 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      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GHCL Ltd                                                | GHCL Ltd                                                | CUSIP: 000000000<br>LEI: 335800L2UYNOUH82F930 | Long             | EC               | CORP              | IN        |     12255 | NS      | $76439.02     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                   | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    246213 | NS      | $965224.81    | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                           | CTBC Financial Holding Co Ltd                           | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    148000 | NS      | $198515.27    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung E&A Co Ltd                                      | Samsung E&A Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400HDAY5KIVHGZ188 | Long             | EC               | CORP              | KR        |     17535 | NS      | $365662.02    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    141236 | NS      | $1286481.41   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                          | Shinhan Financial Group Co Ltd                          | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      3386 | NS      | $158662.44    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                | Qatar National Bank QPSC                                | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     46028 | NS      | $239919.60    | 0.31%             |  |  |  | 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      | $60888.97     | 0.08%             |  |  |  | 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      |
| Dubai Islamic Bank PJSC                                 | Dubai Islamic Bank PJSC                                 | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |     35123 | NS      | $92421.36     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                        | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      1246 | NS      | $20737.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenmark Pharmaceuticals Ltd                            | Glenmark Pharmaceuticals Ltd                            | CUSIP: 000000000<br>LEI: 335800WKECZXIIT9GK20 | Long             | EC               | CORP              | IN        |     31288 | NS      | $680741.36    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                                     | Cheil Worldwide Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1243 | NS      | $17680.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia De Sanena Do Parana                                 | Cia De Sanena Do Parana                                 | CUSIP: 000000000<br>LEI: 254900SZW9X2D21A7X94 | Long             | EC               | CORP              | BR        |     45562 | NS      | $289833.43    | 0.38%             |  |  |  | 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        |    104800 | NS      | $543536.98    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                               | Wipro Ltd                                               | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |     18806 | NS      | $53150.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                           | Indofood Sukses Makmur Tbk PT                           | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |   2068000 | NS      | $934633.12    | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiant Opto-Electronics Corp                           | Radiant Opto-Electronics Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     88000 | NS      | $411374.26    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| KNR Constructions Ltd                                   | KNR Constructions Ltd                                   | CUSIP: 000000000<br>LEI: 3358004O6OFQEVQY3542 | Long             | EC               | CORP              | IN        |     12257 | NS      | $26519.47     | 0.03%             |  |  |  | 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        |     14095 | NS      | $60218.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Noor Financial Investment Co KSC                        | Noor Financial Investment Co KSC                        | CUSIP: 000000000<br>LEI: 549300US0VXHVXG6RD34 | Long             | EC               | CORP              | KW        |    110752 | NS      | $161357.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Advanced Technologies Co Ltd                    | Formosa Advanced Technologies Co Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     37000 | NS      | $31385.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                          | Abu Dhabi Commercial Bank PJSC                          | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |    152670 | NS      | $629026.05    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                          | Old Mutual Ltd                                          | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |    421918 | NS      | $332025.86    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                               | Bharat Petroleum Corp Ltd                               | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |    150901 | NS      | $528180.55    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Manappuram Finance Ltd                                  | Manappuram Finance Ltd                                  | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | EC               | CORP              | IN        |    387446 | NS      | $1149600.68   | 1.50%             |  |  |  | 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        |     54435 | NS      | $245864.51    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahanagar Gas Ltd                                       | Mahanagar Gas Ltd                                       | CUSIP: 000000000<br>LEI: 3358001GYZI2KS7FHN90 | Long             | EC               | CORP              | IN        |      1218 | NS      | $17288.63     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Erajaya Swasembada Tbk PT                               | Erajaya Swasembada Tbk PT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   2641000 | NS      | $70485.65     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corp                                           | Pou Chen Corp                                           | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |   1242000 | NS      | $1167606.23   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp                                                 | LG Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1446 | NS      | $77315.71     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank BTPN Syariah Tbk PT                                | Bank BTPN Syariah Tbk PT                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    193400 | NS      | $17486.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co Ltd                                            | Coway Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1710 | NS      | $127662.90    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                    | Bank Negara Indonesia Persero Tbk PT                    | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    783400 | NS      | $207981.87    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Rajesh Exports Ltd                                      | Rajesh Exports Ltd                                      | CUSIP: 000000000<br>LEI: 335800DB4QZUYAYRHG76 | Long             | EC               | CORP              | IN        |     13729 | NS      | $27300.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                | Itau Unibanco Holding SA                                | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     11100 | NS      | $79254.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One Ltd                                          | Ninety One Ltd                                          | CUSIP: 000000000<br>LEI: 2138006NUUFPDXHSUP38 | Long             | EC               | CORP              | ZA        |     56222 | NS      | $141100.74    | 0.18%             |  |  |  | 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        |    211900 | NS      | $1102221.67   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Ltd                                                 | UPL Ltd                                                 | CUSIP: 000000000<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               | CORP              | IN        |     11388 | NS      | $92115.94     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                            | Perusahaan Gas Negara Tbk PT                            | CUSIP: 000000000<br>LEI: 549300OX1VFDX7ZPN240 | Long             | EC               | CORP              | ID        |   4537100 | NS      | $470482.40    | 0.62%             |  |  |  | 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        |     38288 | NS      | $23904.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genomma Lab Internacional SAB de CV                     | Genomma Lab Internacional SAB de CV                     | CUSIP: 000000000<br>LEI: 984500B7084AA76ACF85 | Long             | EC               | CORP              | MX        |     97500 | NS      | $116595.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Saudi Awwal Bank                                        | Saudi Awwal Bank                                        | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |     23934 | NS      | $192088.67    | 0.25%             |  |  |  | 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        |     35000 | NS      | $149036.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                         | Credito Real SAB de CV SOFOM ER                         | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | EC               | CORP              | MX        |    539400 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                         | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      3800 | NS      | $73682.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Japfa Comfeed Indonesia Tbk PT                          | Japfa Comfeed Indonesia Tbk PT                          | CUSIP: 000000000<br>LEI: 549300VJMRP8O87R3147 | Long             | EC               | CORP              | ID        |   2422600 | NS      | $240764.06    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| AKR Corporindo Tbk PT                                   | AKR Corporindo Tbk PT                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    488700 | NS      | $35400.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Natco Pharma Ltd                                        | Natco Pharma Ltd                                        | CUSIP: 000000000<br>LEI: 33580086GIBRWXSNGG39 | Long             | EC               | CORP              | IN        |     20915 | NS      | $204707.22    | 0.27%             |  |  |  | No            |                  2 | 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      |
| Sharda Cropchem Ltd                                     | Sharda Cropchem Ltd                                     | CUSIP: 000000000<br>LEI: 335800D6YDEC9V93VC08 | Long             | EC               | CORP              | IN        |      2643 | NS      | $28318.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurobindo Pharma Ltd                                    | Aurobindo Pharma Ltd                                    | CUSIP: 000000000<br>LEI: 335800G4T2A353RDGM23 | Long             | EC               | CORP              | IN        |     26515 | NS      | $308664.34    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                        | CUSIP: 000000000<br>LEI: 4469000001BO4JEXZL32 | Long             | EC               | CORP              | MX        |     25700 | NS      | $127064.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolsa Mexicana de Valores SAB de CV                     | Bolsa Mexicana de Valores SAB de CV                     | CUSIP: 000000000<br>LEI: 894500CS2D6RLGW61A19 | Long             | EC               | CORP              | MX        |      7283 | NS      | $14874.65     | 0.02%             |  |  |  | No            |                  1 | 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        |     57000 | NS      | $990320.56    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                        | SK Square Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2103 | NS      | $223039.05    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                          | Cia Energetica de Minas Gerais                          | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    649366 | NS      | $1330626.31   | 1.74%             |  |  |  | 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      | $13241.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                      | Arab National Bank                                      | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |     34831 | NS      | $217795.72    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                              | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |   5639600 | NS      | $1881448.71   | 2.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Pokarna Ltd                                             | Pokarna Ltd                                             | CUSIP: 000000000<br>LEI: 335800RJUDMUDQD5IB11 | Long             | EC               | CORP              | IN        |      1862 | NS      | $18606.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    266000 | NS      | $9962068.46   | 13.03%            |  |  |  | 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      | $10660.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                 | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     60383 | NS      | $559649.91    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Medco Energi Internasional Tbk PT                       | Medco Energi Internasional Tbk PT                       | CUSIP: 000000000<br>LEI: 254900YN7RH1JFLP4J36 | Long             | EC               | CORP              | ID        |    226400 | NS      | $15977.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   | Perusahaan Perkebunan London Sumatra Indonesia Tbk PT   | CUSIP: 000000000<br>LEI: 5299004YVLW9J08ITY27 | Long             | EC               | CORP              | ID        |   1866100 | NS      | $152195.80    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Brands Manufacture Ltd                           | Global Brands Manufacture Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     55000 | NS      | $256887.86    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento de Minas Gerais Copasa MG             | Cia de Saneamento de Minas Gerais Copasa MG             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    104087 | NS      | $573818.98    | 0.75%             |  |  |  | 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        |   2057400 | NS      | $202746.01    | 0.27%             |  |  |  | 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      |
| ICICI Bank Ltd                                          | ICICI Bank Ltd                                          | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     12409 | NS      | $196393.86    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Oil Corp Ltd                                     | Indian Oil Corp Ltd                                     | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |    102113 | NS      | $158547.00    | 0.21%             |  |  |  | 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        |    152216 | NS      | $152215.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bajaj Finance Ltd                                       | Bajaj Finance Ltd                                       | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |     27615 | NS      | $275452.98    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Godawari Power and Ispat Ltd                            | Godawari Power and Ispat Ltd                            | CUSIP: 000000000<br>LEI: 335800BC29IHAN5IOG37 | Long             | EC               | CORP              | IN        |      2496 | NS      | $6582.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd                             | Dr Reddy's Laboratories Ltd                             | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     11000 | NS      | $156200.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaveri Seed Co Ltd                                      | Kaveri Seed Co Ltd                                      | CUSIP: 000000000<br>LEI: 894500FEWZB4Q6S1O477 | Long             | EC               | CORP              | IN        |      1075 | NS      | $14206.19     | 0.02%             |  |  |  | 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        |    178000 | NS      | $1175146.90   | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                           | ASE Technology Holding Co Ltd                           | CUSIP: 00215W100<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |      3000 | NS      | $29730.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phison Electronics Corp                                 | Phison Electronics Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     20000 | NS      | $317004.19    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinon Corp                                              | Sinon Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $17955.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd                        | Zhen Ding Technology Holding Ltd                        | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | KY        |     49000 | NS      | $312646.00    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                         | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     17000 | NS      | $154530.00    | 0.20%             |  |  |  | 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      | $63585.69     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                      | Kalbe Farma Tbk PT                                      | CUSIP: 000000000<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |    323100 | NS      | $23845.76     | 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      | $115132.33    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Bank Ltd                                        | Federal Bank Ltd                                        | CUSIP: 000000000<br>LEI: 335800J8VWGE2HGWF417 | Long             | EC               | CORP              | IN        |      8785 | NS      | $19143.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd                                                | NMDC Ltd                                                | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |    505051 | NS      | $394813.62    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                     | Shriram Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     70960 | NS      | $468679.24    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris CR AS                                     | Philip Morris CR AS                                     | CUSIP: 000000000<br>LEI: 315700LNPHNXCMNLQC73 | Long             | EC               | CORP              | CZ        |       235 | NS      | $201230.45    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                     | Muthoot Finance Ltd                                     | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |     16751 | NS      | $501843.19    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                                    | GMO US Treasury Fund                                    | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |       734 | NS      | $3675.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asustek Computer Inc                                    | Asustek Computer Inc                                    | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |     59000 | NS      | $1213766.82   | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                     | Krung Thai Bank PCL                                     | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |   1746900 | NS      | $1328537.91   | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Vadilal Industries Ltd                                  | Vadilal Industries Ltd                                  | CUSIP: 000000000<br>LEI: 335800YO53STSJH9RB97 | Long             | EC               | CORP              | IN        |      1169 | NS      | $67252.28     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines PCL                            | Regional Container Lines PCL                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      9300 | NS      | $7896.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surya Citra Media Tbk PT                                | Surya Citra Media Tbk PT                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   5886500 | NS      | $113461.97    | 0.15%             |  |  |  | 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      |
| Eva Airways Corp                                        | Eva Airways Corp                                        | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |     87000 | NS      | $110181.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Opus Global Nyrt                                        | Opus Global Nyrt                                        | CUSIP: 000000000<br>LEI: 529900RAN1AMTYFPCG62 | Long             | EC               | CORP              | HU        |      6280 | NS      | $10757.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer