0001752724-20-218368.txt : 20201028
0001752724-20-218368.hdr.sgml : 20201028
20201028135147
ACCESSION NUMBER: 0001752724-20-218368
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20201028
PERIOD START: 20210228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GMO TRUST
CENTRAL INDEX KEY: 0000772129
IRS NUMBER: 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: 201267610
BUSINESS ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6173467646
MAIL ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: GMO CORE TRUST
DATE OF NAME CHANGE: 19900927
0000772129
S000004081
GMO U.S. Equity Fund
C000011423
Class III
GMUEX
C000011426
Class VI
GMCQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000004081
C000011426
C000011423
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
40 ROWES WHARF
BOSTON
02110
617-346-7646
GMO U.S. Equity Fund
S000004081
549300L8PB3KTHT20L36
2021-02-28
2020-08-31
N
382352603.24
229565.50
382123037.74
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
166240.00000000
NS
USD
3249992.00000000
0.850509306955
Long
EC
CORP
US
N
1
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
16900.00000000
NS
USD
446160.00000000
0.116758205063
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
223300.00000000
NS
USD
11377135.00000000
2.977348622393
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
5500.00000000
NS
USD
396605.00000000
0.103789868924
Long
EC
CORP
US
N
1
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
18400.00000000
NS
USD
628360.00000000
0.164439182656
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
5900.00000000
NS
USD
680801.00000000
0.178162772919
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
5700.00000000
NS
USD
609102.00000000
0.159399444640
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
37800.00000000
NS
USD
1720278.00000000
0.450189554174
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
24000.00000000
NS
USD
2685360.00000000
0.702747475232
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
1500.00000000
NS
USD
373440.00000000
0.097727685357
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
20400.00000000
NS
USD
2082840.00000000
0.545070512450
Long
EC
CORP
IE
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
16800.00000000
NS
USD
2766792.00000000
0.724057888884
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
300.00000000
NS
USD
1250502.00000000
0.327251140730
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
1100.00000000
NS
USD
321486.00000000
0.084131540956
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
3700.00000000
NS
USD
430791.00000000
0.112736202074
Long
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
000000000
19900.00000000
NS
USD
325962.00000000
0.085302891426
Long
EC
CORP
NL
N
1
N
N
N
Stepan Co
IZU1EW9GB3WC7CYCSR17
Stepan Co
858586100
2000.00000000
NS
USD
230580.00000000
0.060341821148
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
10300.00000000
NS
USD
541883.00000000
0.141808513615
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries Inc
374689107
3800.00000000
NS
USD
237291.00000000
0.062098061766
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
16700.00000000
NS
USD
1225279.00000000
0.320650387175
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
61300.00000000
NS
USD
4858638.00000000
1.271485233849
Long
EC
CORP
US
N
1
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155203
18000.00000000
NS
USD
188100.00000000
0.049224982904
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
17600.00000000
NS
USD
2616064.00000000
0.684613001998
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
3100.00000000
NS
USD
449035.00000000
0.117510580533
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
28300.00000000
NS
USD
2429272.00000000
0.635730317221
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676108
9100.00000000
NS
USD
394758.00000000
0.103306516753
Long
EC
CORP
US
N
1
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy Inc
505336107
12600.00000000
NS
USD
409500.00000000
0.107164436465
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
37340.00000000
NS
USD
4141379.40000000
1.083781659565
Long
EC
CORP
US
N
1
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498101
8800.00000000
NS
USD
258544.00000000
0.067659882934
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
000000000
17420.00000000
NS
USD
1066626.60000000
0.279131717969
Long
EC
CORP
GG
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1000.00000000
NS
USD
118670.00000000
0.031055442430
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
28200.00000000
NS
USD
863484.00000000
0.225970149590
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
3100.00000000
NS
USD
249364.00000000
0.065257515347
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
7800.00000000
NS
USD
736632.00000000
0.192773511996
Long
EC
CORP
US
N
1
N
N
N
Eaton Vance Corp
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265103
12200.00000000
NS
USD
500444.00000000
0.130964100714
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
15727.00000000
NS
USD
2283560.40000000
0.597598201224
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
9400.00000000
NS
USD
266960.00000000
0.069862314917
Long
EC
CORP
US
N
1
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475102
4600.00000000
NS
USD
431434.00000000
0.112904472483
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
22400.00000000
NS
USD
1327648.00000000
0.347439926117
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
10800.00000000
NS
USD
739152.00000000
0.193432985451
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
27200.00000000
NS
USD
1490288.00000000
0.390002133557
Long
EC
CORP
US
N
1
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
000000000
48200.00000000
NS
USD
523452.00000000
0.136985198038
Long
EC
CORP
SG
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
3600.00000000
NS
USD
259128.00000000
0.067812713290
Long
EC
CORP
US
N
1
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress PLC
000000000
3200.00000000
NS
USD
296640.00000000
0.077629446723
Long
EC
CORP
IE
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
4300.00000000
NS
USD
210571.00000000
0.055105549575
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
35685.00000000
NS
USD
446776.20000000
0.116919462025
Long
EC
CORP
US
N
1
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
16400.00000000
NS
USD
418528.00000000
0.109527026288
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris Inc
731068102
10600.00000000
NS
USD
1071024.00000000
0.280282499148
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
2646.00000000
NS
USD
303654.96000000
0.079465232401
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
8579.00000000
NS
USD
464896.01000000
0.121661340480
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
5200.00000000
NS
USD
191256.00000000
0.050050894897
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
9000.00000000
NS
USD
247590.00000000
0.064793266970
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
18300.00000000
NS
USD
1575996.00000000
0.412431558516
Long
EC
CORP
JE
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
25900.00000000
NS
USD
1763531.00000000
0.461508683284
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
3700.00000000
NS
USD
187812.00000000
0.049149614509
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
151614.00000000
NS
USD
1466107.38000000
0.383674166486
Long
EC
CORP
US
N
1
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
Tennant Co
880345103
2900.00000000
NS
USD
192763.00000000
0.050445270491
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
4500.00000000
NS
USD
481320.00000000
0.125959429938
Long
EC
CORP
US
N
1
N
N
N
Standard Motor Products Inc
THGK1EO5B5HK0JHQVZ90
Standard Motor Products Inc
853666105
4700.00000000
NS
USD
213568.00000000
0.055889851934
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
7200.00000000
NS
USD
1609200.00000000
0.421120906375
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
29000.00000000
NS
USD
1177110.00000000
0.308044761436
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1700.00000000
NS
USD
2778106.00000000
0.727018715341
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
133538.00000000
NS
USD
5046401.02000000
1.320622030497
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
16200.00000000
NS
USD
1551474.00000000
0.406014253727
Long
EC
CORP
US
N
1
N
N
N
Brinker International Inc
52990067JY6PBGJNTG76
Brinker International Inc
109641100
7600.00000000
NS
USD
342304.00000000
0.089579524444
Long
EC
CORP
US
N
1
N
N
N
Sonic Automotive Inc
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545G102
6400.00000000
NS
USD
270464.00000000
0.070779297055
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
145755.00000000
NS
USD
7984458.90000000
2.089499483523
Long
EC
CORP
US
N
1
N
N
N
Designer Brands Inc
549300X8J6FI8PPRK859
Designer Brands Inc
250565108
35800.00000000
NS
USD
252390.00000000
0.066049406885
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
81400.00000000
NS
USD
1914528.00000000
0.501023966344
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
31702.00000000
NS
USD
2948286.00000000
0.771554109230
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
11533.00000000
NS
USD
906032.48000000
0.237104908764
Long
EC
CORP
US
N
1
N
N
N
BMC Stock Holdings Inc
549300GHSZDJ1FJEJG18
BMC Stock Holdings Inc
05591B109
9400.00000000
NS
USD
375248.00000000
0.098200831391
Long
EC
CORP
US
N
1
N
N
N
CBIZ Inc
529900D5X8CFM8O1N813
CBIZ Inc
124805102
13500.00000000
NS
USD
328320.00000000
0.085919970159
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
51753.00000000
NS
USD
11671854.09000000
3.054475375007
Long
EC
CORP
US
N
1
N
N
N
CoreLogic Inc/United States
54930086CD8K2UIL0516
CoreLogic Inc/United States
21871D103
7600.00000000
NS
USD
504640.00000000
0.132062176356
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
6000.00000000
NS
USD
371340.00000000
0.097178124144
Long
EC
CORP
US
N
1
N
N
N
Visteon Corp
549300MOVLYHRW4GGW78
Visteon Corp
92839U206
3700.00000000
NS
USD
279091.00000000
0.073036946856
Long
EC
CORP
US
N
1
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
10700.00000000
NS
USD
340795.00000000
0.089184625458
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
15100.00000000
NS
USD
490146.00000000
0.128269157206
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare Inc
N/A
Prestige Consumer Healthcare Inc
74112D101
6600.00000000
NS
USD
240438.00000000
0.062921618498
Long
EC
CORP
US
N
1
N
N
N
Core-Mark Holding Co Inc
529900CI5YANWVE54N57
Core-Mark Holding Co Inc
218681104
11000.00000000
NS
USD
367620.00000000
0.096204615710
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
2894890.24000000
NS
USD
2894890.24000000
0.757580662270
Long
STIV
RF
US
N
1
N
N
N
Sykes Enterprises Inc
549300JJ24XHULP7Q562
Sykes Enterprises Inc
871237103
10310.00000000
NS
USD
341312.55000000
0.089320066128
Long
EC
CORP
US
N
1
N
N
N
Skechers USA Inc
529900D2R54KZPA4XR56
Skechers USA Inc
830566105
26400.00000000
NS
USD
788040.00000000
0.206226770482
Long
EC
CORP
US
N
1
N
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
SYNNEX Corp
87162W100
5900.00000000
NS
USD
750185.00000000
0.196320275384
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
3700.00000000
NS
USD
171273.00000000
0.044821427415
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
20579.00000000
NS
USD
1347512.92000000
0.352638492557
Long
EC
CORP
NL
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
9300.00000000
NS
USD
704196.00000000
0.184285146523
Long
EC
CORP
US
N
1
N
N
N
PennyMac Financial Services Inc
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
5900.00000000
NS
USD
311048.00000000
0.081399960033
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Management Inc
549300T1FUI6JF63XU51
Artisan Partners Asset Management Inc
04316A108
9600.00000000
NS
USD
371616.00000000
0.097250352189
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
12300.00000000
NS
USD
1859883.00000000
0.486723598503
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
19607.00000000
NS
USD
3034183.25000000
0.794033060122
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
2800.00000000
NS
USD
210784.00000000
0.055161290783
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
7400.00000000
NS
USD
245680.00000000
0.064293427963
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
9800.00000000
NS
USD
131712.00000000
0.034468479257
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
39000.00000000
NS
USD
3907410.00000000
1.022552846619
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
600.00000000
NS
USD
219258.00000000
0.057378901124
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
15000.00000000
NS
USD
811800.00000000
0.212444663059
Long
EC
CORP
US
N
1
N
N
N
j2 Global Inc
5493008OJYGLHD7MXA18
j2 Global Inc
48123V102
3900.00000000
NS
USD
272961.00000000
0.071432751507
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
14600.00000000
NS
USD
1014262.00000000
0.265428121266
Long
EC
CORP
US
N
1
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd
556269108
9500.00000000
NS
USD
201020.00000000
0.052606092840
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
48300.00000000
NS
USD
5190801.00000000
1.358410901028
Long
EC
CORP
IE
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800U104
6200.00000000
NS
USD
169818.00000000
0.044440660004
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp
83125X103
4300.00000000
NS
USD
206400.00000000
0.054014016328
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
9100.00000000
NS
USD
1201245.50000000
0.314360920792
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
41700.00000000
NS
USD
2666715.00000000
0.697868156751
Long
EC
CORP
US
N
1
N
N
N
Park National Corp
5493001T01TDELV5OO63
Park National Corp
700658107
2400.00000000
NS
USD
215784.00000000
0.056469769861
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
4000.00000000
NS
USD
815480.00000000
0.213407703660
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
9000.00000000
NS
USD
2555640.00000000
0.668800294040
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP20 XCME 20200918
000000000
5.00000000
NC
USD
116237.08000000
0.030418757447
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU0 Index
2020-09-18
758487.92000000
USD
116237.08000000
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
Seagate Technology PLC
000000000
39100.00000000
NS
USD
1876409.00000000
0.491048383551
Long
EC
CORP
IE
N
1
N
N
N
Helen of Troy Ltd
N/A
Helen of Troy Ltd
000000000
2700.00000000
NS
USD
558414.00000000
0.146134607141
Long
EC
CORP
BM
N
1
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
14696.00000000
NS
USD
872207.60000000
0.228253079206
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
6000.00000000
NS
USD
372300.00000000
0.097429352127
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
3900.00000000
NS
USD
590928.00000000
0.154643384888
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
63800.00000000
NS
USD
3968360.00000000
1.038503206577
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
59100.00000000
NS
USD
3452622.00000000
0.903536730059
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
37300.00000000
NS
USD
3603180.00000000
0.942937128656
Long
EC
CORP
CH
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
5200.00000000
NS
USD
592436.00000000
0.155038022178
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
10331.00000000
NS
USD
795590.31000000
0.208202655015
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
87800.00000000
NS
USD
3934318.00000000
1.029594557624
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
10900.00000000
NS
USD
774990.00000000
0.202811640089
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
9500.00000000
NS
USD
1418825.00000000
0.371300565490
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
5600.00000000
NS
USD
220080.00000000
0.057594015085
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
14400.00000000
NS
USD
250416.00000000
0.065532819345
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
10400.00000000
NS
USD
1411488.00000000
0.369380503292
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
85600.00000000
NS
USD
3054208.00000000
0.799273453404
Long
EC
CORP
US
N
1
N
N
N
Stamps.com Inc
5299008VAXLEGU4Y4038
Stamps.com Inc
852857200
1000.00000000
NS
USD
249340.00000000
0.065251234648
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
2400.00000000
NS
USD
262296.00000000
0.068641765634
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
41100.00000000
NS
USD
628419.00000000
0.164454622709
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
4400.00000000
NS
USD
207548.00000000
0.054314443124
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
8500.00000000
NS
USD
2955110.00000000
0.773339921475
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
12800.00000000
NS
USD
380160.00000000
0.099486281237
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
71400.00000000
NS
USD
10000284.00000000
2.617032477064
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
58200.00000000
NS
USD
3884850.00000000
1.016648989020
Long
EC
CORP
US
N
1
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
5200.00000000
NS
USD
231400.00000000
0.060556411717
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
13400.00000000
NS
USD
979674.00000000
0.256376586398
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
25400.00000000
NS
USD
599186.00000000
0.156804468933
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
53300.00000000
NS
USD
7909187.00000000
2.069801142264
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
15400.00000000
NS
USD
875644.00000000
0.229152370707
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
6100.00000000
NS
USD
412604.00000000
0.107976740277
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
17700.00000000
NS
USD
247446.00000000
0.064755582773
Long
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433829
10500.00000000
NS
USD
242865.00000000
0.063556754242
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
4800.00000000
NS
USD
491952.00000000
0.128741779849
Long
EC
CORP
US
N
1
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
50000.00000000
NS
USD
382000.00000000
0.099967801538
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
10100.00000000
NS
USD
967883.00000000
0.253290931037
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
14400.00000000
NS
USD
1268064.00000000
0.331847042643
Long
EC
CORP
US
N
1
N
N
N
Herman Miller Inc
U98HXD3PNK7HYU2MU887
Herman Miller Inc
600544100
19004.00000000
NS
USD
452865.32000000
0.118512959249
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
456408.01100000
NS
USD
2300296.37000000
0.601977934542
Long
STIV
RF
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
25200.00000000
NS
USD
827316.00000000
0.216505135333
Long
EC
CORP
US
N
1
N
N
N
Crane Co
549300X1RO9ID7AUCA83
Crane Co
224399105
6300.00000000
NS
USD
356202.00000000
0.093216572888
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
13500.00000000
NS
USD
787050.00000000
0.205967691624
Long
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
7900.00000000
NS
USD
808328.00000000
0.211536055188
Long
EC
CORP
US
N
1
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265H109
22600.00000000
NS
USD
381488.00000000
0.099833813280
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
14500.00000000
NS
USD
1406935.00000000
0.368189002244
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
14295.00000000
NS
USD
4937350.05000000
1.292083847967
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
10800.00000000
NS
USD
2180304.00000000
0.570576433416
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
31000.00000000
NS
USD
1946800.00000000
0.509469413703
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
59600.00000000
NS
USD
8312412.00000000
2.175323437488
Long
EC
CORP
US
N
1
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436104
4000.00000000
NS
USD
423160.00000000
0.110739201306
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
7500.00000000
NS
USD
1538550.00000000
0.402632097007
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group Inc
29084Q100
6600.00000000
NS
USD
495066.00000000
0.129556700618
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
11200.00000000
NS
USD
982912.00000000
0.257223957449
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
12900.00000000
NS
USD
4338786.00000000
1.135442140746
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
12400.00000000
NS
USD
289540.00000000
0.075771406432
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
31400.00000000
NS
USD
7954248.00000000
2.081593417409
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
15700.00000000
NS
USD
1334029.00000000
0.349109807116
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp
71363P106
20600.00000000
NS
USD
296022.00000000
0.077467718709
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
10100.00000000
NS
USD
358752.00000000
0.093883897218
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
4700.00000000
NS
USD
322655.00000000
0.084437463364
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
34000.00000000
NS
USD
311780.00000000
0.081591521370
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
4600.00000000
NS
USD
873908.00000000
0.228698066771
Long
EC
CORP
US
N
1
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp Inc
46146L101
41900.00000000
NS
USD
324725.00000000
0.084979173702
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
19489.00000000
NS
USD
1054160.01000000
0.275869263532
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
5900.00000000
NS
USD
406097.00000000
0.106273885605
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
10614.00000000
NS
USD
1664275.20000000
0.435533855755
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
31900.00000000
NS
USD
2276703.00000000
0.595803648339
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
N/A
Zynga Inc
98986T108
143900.00000000
NS
USD
1303734.00000000
0.341181732384
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
5400.00000000
NS
USD
234414.00000000
0.061345162905
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
5100.00000000
NS
USD
674883.00000000
0.176614057082
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
15700.00000000
NS
USD
563473.00000000
0.147458526272
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
8600.00000000
NS
USD
2946446.00000000
0.771072588930
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog Inc
615394202
6396.00000000
NS
USD
385614.84000000
0.100913790040
Long
EC
CORP
US
N
1
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
14009.00000000
NS
USD
656882.01000000
0.171903273323
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
19200.00000000
NS
USD
909888.00000000
0.238113882214
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349109
4900.00000000
NS
USD
208593.00000000
0.054587915252
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
13400.00000000
NS
USD
379220.00000000
0.099240287171
Long
EC
CORP
US
N
1
N
N
N
Schweitzer-Mauduit International Inc
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc
808541106
7400.00000000
NS
USD
224442.00000000
0.058735532232
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
83731.00000000
NS
USD
7139742.37000000
1.868440702300
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
13526.00000000
NS
USD
2803263.50000000
0.733602327820
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
33104.00000000
NS
USD
1935590.88000000
0.506536033903
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
17000.00000000
NS
USD
965090.00000000
0.252560014624
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652100
16200.00000000
NS
USD
197559.00000000
0.051700363623
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
7000.00000000
NS
USD
206640.00000000
0.054076823324
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
130220.00000000
NS
USD
16803588.80000000
4.397428875103
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
8200.00000000
NS
USD
489704.00000000
0.128153487655
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
5900.00000000
NS
USD
504686.00000000
0.132074214364
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
44307.00000000
NS
USD
4210937.28000000
1.101984665699
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
2500.00000000
NS
USD
8627400.00000000
2.257754479035
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
8400.00000000
NS
USD
1340976.00000000
0.350927807946
Long
EC
CORP
IE
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
2823.00000000
NS
USD
885321.03000000
0.231684808965
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
1300.00000000
NS
USD
304447.00000000
0.079672505955
Long
EC
CORP
US
N
1
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
37600.00000000
NS
USD
767040.00000000
0.200731158355
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corp
549300R65B3JG6972S24
Progress Software Corp
743312100
9648.00000000
NS
USD
365562.72000000
0.095666234143
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
24919.00000000
NS
USD
5514574.70000000
1.443141123501
Long
EC
CORP
US
N
1
N
N
N
Federal Signal Corp
549300RTXZRPTNP6G884
Federal Signal Corp
313855108
12794.00000000
NS
USD
410943.28000000
0.107542136802
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
115500.00000000
NS
USD
7114800.00000000
1.861913388441
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes Inc
314211103
22300.00000000
NS
USD
533193.00000000
0.139534376978
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
4700.00000000
NS
USD
242238.00000000
0.063392670966
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
1048.00000000
NS
USD
448491.60000000
0.117368375027
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
1300.00000000
NS
USD
126139.00000000
0.033010048477
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
17100.00000000
NS
USD
895356.00000000
0.234310918623
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
13900.00000000
NS
USD
529034.00000000
0.138445984081
Long
EC
CORP
US
N
1
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
052800109
6600.00000000
NS
USD
517044.00000000
0.135308251252
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
4288.00000000
NS
USD
441835.52000000
0.115626506743
Long
EC
CORP
US
N
1
N
N
N
Big Lots Inc
N/A
Big Lots Inc
089302103
6100.00000000
NS
USD
287615.00000000
0.075267641988
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
13100.00000000
NS
USD
469897.00000000
0.122970078637
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
6400.00000000
NS
USD
387776.00000000
0.101479356568
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186106
2300.00000000
NS
USD
387619.00000000
0.101438270325
Long
EC
CORP
US
N
1
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
14000.00000000
NS
USD
936460.00000000
0.245067663425
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
14078.00000000
NS
USD
2160128.32000000
0.565296542384
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
2800.00000000
NS
USD
238924.00000000
0.062525411033
Long
EC
CORP
US
N
1
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
22600.00000000
NS
USD
249730.00000000
0.065353296016
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
5900.00000000
NS
USD
951670.00000000
0.249048056779
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
8600.00000000
NS
USD
977390.00000000
0.255778873155
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
13800.00000000
NS
USD
3969432.00000000
1.038783744491
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
140900.00000000
NS
USD
8062298.00000000
2.109869650278
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
10400.00000000
NS
USD
4058704.00000000
1.062145853336
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
24100.00000000
NS
USD
3802016.00000000
0.994971677836
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
37100.00000000
NS
USD
537950.00000000
0.140779263972
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
35300.00000000
NS
USD
954865.00000000
0.249884174910
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
5100.00000000
NS
USD
373881.00000000
0.097843093211
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
1600.00000000
NS
USD
595984.00000000
0.155966518931
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
16704.00000000
NS
USD
878129.28000000
0.229802758083
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
13900.00000000
NS
USD
1457693.00000000
0.381472158449
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
Walker & Dunlop Inc
93148P102
4100.00000000
NS
USD
224598.00000000
0.058776356779
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
14300.00000000
NS
USD
369941.00000000
0.096812011698
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA Inc
626755102
5800.00000000
NS
USD
782188.00000000
0.204695326569
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
500.00000000
NS
USD
598155.00000000
0.156534660547
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
26600.00000000
NS
USD
1186094.00000000
0.310395836643
Long
EC
CORP
US
N
1
N
N
N
Innospec Inc
213800SQBACNY5IWJO68
Innospec Inc
45768S105
5300.00000000
NS
USD
395857.00000000
0.103594120454
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
26887.00000000
NS
USD
2785762.07000000
0.729022276823
Long
EC
CORP
CH
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
72800.00000000
NS
USD
1820000.00000000
0.476286384292
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
63900.00000000
NS
USD
5336928.00000000
1.396651725466
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
31800.00000000
NS
USD
564768.00000000
0.147797422353
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
6689.00000000
NS
USD
578197.16000000
0.151311777332
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
32700.00000000
NS
USD
616722.00000000
0.161393566754
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
9745.00000000
NS
USD
343901.05000000
0.089997465746
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises Inc
45765U103
6920.00000000
NS
USD
413850.60000000
0.108302970280
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
3100.00000000
NS
USD
416702.00000000
0.109049169729
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
5600.00000000
NS
USD
1153656.00000000
0.301906947778
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
27991.00000000
NS
USD
1103685.13000000
0.288829780200
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
48905.00000000
NS
USD
5424053.55000000
1.419452117328
Long
EC
CORP
US
N
1
N
N
N
2020-09-29
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer