0001752724-21-087098.txt : 20210428
0001752724-21-087098.hdr.sgml : 20210428
20210428120535
ACCESSION NUMBER: 0001752724-21-087098
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210428
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: 21862711
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
C000011423
C000011426
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
40 ROWES WHARF
BOSTON
02110
617-346-7646
GMO U.S. Equity Fund
S000004081
549300L8PB3KTHT20L36
2021-02-28
2021-02-28
N
351393921.30
191516.80
351202404.50
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
92447.41000000
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
13986.00000000
NS
USD
1315663.02000000
0.374616746110
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
11093.00000000
NS
USD
1128047.17000000
0.321195742268
Long
EC
CORP
US
N
1
N
N
N
PennyMac Financial Services Inc
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
5063.00000000
NS
USD
299780.23000000
0.085358251013
Long
EC
CORP
US
N
1
N
N
N
Sensient Technologies Corp
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corp
81725T100
3175.00000000
NS
USD
247173.75000000
0.070379287508
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc/Delaware
17275R102
109052.00000000
NS
USD
4893163.24000000
1.393260176269
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
10121.00000000
NS
USD
3948606.94000000
1.124310907159
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
9867.00000000
NS
USD
1864764.33000000
0.530965706984
Long
EC
CORP
US
N
1
N
N
N
HB Fuller Co
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
359694106
4033.00000000
NS
USD
226130.31000000
0.064387460650
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
28222.00000000
NS
USD
1080338.16000000
0.307611265229
Long
EC
CORP
US
N
1
N
N
N
Kforce Inc
5493003RDQQDVXY2SK46
Kforce Inc
493732101
3800.00000000
NS
USD
195130.00000000
0.055560553543
Long
EC
CORP
US
N
1
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155203
15444.00000000
NS
USD
215289.36000000
0.061300650918
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
10165.00000000
NS
USD
516585.30000000
0.147090479273
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
3518.00000000
NS
USD
239575.80000000
0.068215876921
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
1094.00000000
NS
USD
405874.00000000
0.115566976421
Long
EC
CORP
US
N
1
N
N
N
Core-Mark Holding Co Inc
529900CI5YANWVE54N57
Core-Mark Holding Co Inc
218681104
21289.00000000
NS
USD
693595.62000000
0.197491705954
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797104
32039.00000000
NS
USD
1751251.74000000
0.498644575766
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
9524.00000000
NS
USD
1003353.40000000
0.285690925558
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
22744.00000000
NS
USD
1954846.80000000
0.556615437409
Long
EC
CORP
US
N
1
N
N
N
Eastern Bankshares Inc
549300J245MBQU3DO403
Eastern Bankshares Inc
27627N105
22394.00000000
NS
USD
394358.34000000
0.112288052401
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
14329.00000000
NS
USD
761729.64000000
0.216891920510
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
2403.00000000
NS
USD
242150.31000000
0.068948932836
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
16474.00000000
NS
USD
1031272.40000000
0.293640472498
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
4634.00000000
NS
USD
265481.86000000
0.075592267193
Long
EC
CORP
GB
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
5234.00000000
NS
USD
947615.70000000
0.269820390708
Long
EC
CORP
US
N
1
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
11669.00000000
NS
USD
504334.18000000
0.143602143247
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
1703.00000000
NS
USD
228253.09000000
0.064991892730
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare Inc
N/A
Prestige Consumer Healthcare Inc
74112D101
10995.00000000
NS
USD
458601.45000000
0.130580384451
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries Inc
374689107
3261.00000000
NS
USD
284848.35000000
0.081106605863
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
6521.00000000
NS
USD
289532.40000000
0.082440323952
Long
EC
CORP
US
N
1
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
32261.00000000
NS
USD
805234.56000000
0.229279341394
Long
EC
CORP
US
N
1
N
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings Inc
044186104
2574.00000000
NS
USD
216524.88000000
0.061652448054
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
6607.00000000
NS
USD
623965.08000000
0.177665378142
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
28229.00000000
NS
USD
1552877.29000000
0.442160210210
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
25226.00000000
NS
USD
1939122.62000000
0.552138195853
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
Walker & Dunlop Inc
93148P102
3518.00000000
NS
USD
350603.88000000
0.099829578473
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800U104
6100.00000000
NS
USD
199043.00000000
0.056674725870
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Management Inc
549300T1FUI6JF63XU51
Artisan Partners Asset Management Inc
04316A108
6693.00000000
NS
USD
317917.50000000
0.090522586385
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1287.00000000
NS
USD
425997.00000000
0.121296720791
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
10640.00000000
NS
USD
224610.40000000
0.063954687417
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
12184.00000000
NS
USD
1566984.24000000
0.446176968016
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
11583.00000000
NS
USD
616447.26000000
0.175524783458
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
21794.00000000
NS
USD
506056.68000000
0.144092601165
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
7000.00000000
NS
USD
259350.00000000
0.073846305343
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1974.00000000
NS
USD
345568.44000000
0.098395806968
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
11581.00000000
NS
USD
938292.62000000
0.267165773348
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
31832.00000000
NS
USD
612129.36000000
0.174295321488
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
13715.00000000
NS
USD
720586.10000000
0.205176869738
Long
EC
CORP
US
N
1
N
N
N
API Group Corp
213800NZT1VX6PZ7BT53
API Group Corp
00187Y100
13042.00000000
NS
USD
241277.00000000
0.068700269960
Long
EC
CORP
US
Y
1
N
N
N
Arconic Corp
549300B4YFWH3U74B152
Arconic Corp
03966V107
12853.00000000
NS
USD
281737.76000000
0.080220908624
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117100
4700.00000000
NS
USD
199938.00000000
0.056929564672
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp
83125X103
4977.00000000
NS
USD
682496.01000000
0.194331246385
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris Inc
731068102
9095.00000000
NS
USD
1071027.20000000
0.304960098870
Long
EC
CORP
US
N
1
N
N
N
Santander Consumer USA Holdings Inc
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings Inc
80283M101
8600.00000000
NS
USD
215000.00000000
0.061218259683
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
28192.00000000
NS
USD
568068.80000000
0.161749689843
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
16722.00000000
NS
USD
1149303.06000000
0.327248061309
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
5492.00000000
NS
USD
449135.76000000
0.127885160877
Long
EC
CORP
US
N
1
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
60404.00000000
NS
USD
660819.76000000
0.188159235680
Long
EC
CORP
JE
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
11412.00000000
NS
USD
1921324.32000000
0.547070377475
Long
EC
CORP
US
N
1
N
N
N
Herman Miller Inc
U98HXD3PNK7HYU2MU887
Herman Miller Inc
600544100
11759.00000000
NS
USD
451016.45000000
0.128420661197
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
858.00000000
NS
USD
320849.10000000
0.091357318711
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd
N/A
Helen of Troy Ltd
000000000
1802.00000000
NS
USD
390673.60000000
0.111238873935
Long
EC
CORP
BM
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
1287.00000000
NS
USD
650398.32000000
0.185191875586
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517105
18533.00000000
NS
USD
300234.60000000
0.085487626551
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
75333.00000000
NS
USD
3971555.76000000
1.130845264471
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
000000000
19047.00000000
NS
USD
1443953.07000000
0.411145553532
Long
EC
CORP
GG
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
9353.00000000
NS
USD
1211026.44000000
0.344822935288
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
10900.00000000
NS
USD
363079.00000000
0.103381695383
Long
EC
CORP
US
N
1
N
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
SYNNEX Corp
87162W100
4290.00000000
NS
USD
382496.40000000
0.108910529967
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
20759.00000000
NS
USD
1241803.38000000
0.353586240893
Long
EC
CORP
US
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
5921.00000000
NS
USD
983418.89000000
0.280014851094
Long
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433829
91858.00000000
NS
USD
1643339.62000000
0.467918100486
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
14157.00000000
NS
USD
1655944.29000000
0.471507104957
Long
EC
CORP
IE
N
1
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
49078.00000000
NS
USD
609548.76000000
0.173560531531
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
11326.00000000
NS
USD
511368.90000000
0.145605181925
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
48735.00000000
NS
USD
747594.90000000
0.212867249888
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
52253.00000000
NS
USD
6750565.07000000
1.922129513780
Long
EC
CORP
US
N
1
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186106
3932.00000000
NS
USD
838105.80000000
0.238638969796
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
29172.00000000
NS
USD
355314.96000000
0.101170992979
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
400.00000000
NS
USD
808764.00000000
0.230284300345
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes Inc
87265H109
51052.00000000
NS
USD
969988.00000000
0.276190591969
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
16817.00000000
NS
USD
561855.97000000
0.159980672911
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
23170.00000000
NS
USD
1924268.50000000
0.547908691781
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
4800.00000000
NS
USD
144768.00000000
0.041220674501
Long
EC
CORP
US
N
1
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436104
6348.00000000
NS
USD
1075668.60000000
0.306281672966
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
157385.00000000
NS
USD
2291525.60000000
0.652480043028
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
6607.00000000
NS
USD
631364.92000000
0.179772379662
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
7354.00000000
NS
USD
1121043.76000000
0.319201618677
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
5518.00000000
NS
USD
406455.88000000
0.115732658658
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
11240.00000000
NS
USD
426220.80000000
0.121360444728
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
14072.00000000
NS
USD
1537506.72000000
0.437783654183
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
5663.00000000
NS
USD
320412.54000000
0.091233014322
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
14480.00000000
NS
USD
1690395.20000000
0.481316522421
Long
EC
CORP
US
N
1
N
N
N
Designer Brands Inc
549300X8J6FI8PPRK859
Designer Brands Inc
250565108
30717.00000000
NS
USD
383655.33000000
0.109240519166
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
3175.00000000
NS
USD
300037.50000000
0.085431505068
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
3947.00000000
NS
USD
1300773.32000000
0.370377111128
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
22223.00000000
NS
USD
1617167.71000000
0.460466013124
Long
EC
CORP
US
N
1
N
N
N
Pactiv Evergreen Inc
N/A
Pactiv Evergreen Inc
69526K105
19556.00000000
NS
USD
273392.88000000
0.077844820108
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
14415.00000000
NS
USD
2302796.25000000
0.655689203859
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
3861.00000000
NS
USD
645481.98000000
0.183792016150
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
12406.00000000
NS
USD
3141199.20000000
0.894412782985
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
1819.00000000
NS
USD
212968.52000000
0.060639824007
Long
EC
CORP
US
N
1
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009N100
7379.00000000
NS
USD
426211.04000000
0.121357665704
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
10983.00000000
NS
USD
460187.70000000
0.131032047077
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
56219.00000000
NS
USD
13064171.22000000
3.719841052511
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
12580.00000000
NS
USD
746874.60000000
0.212662154481
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
77580.00000000
NS
USD
9169180.20000000
2.610796532858
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
2000.00000000
NS
USD
168740.00000000
0.048046368088
Long
EC
CORP
US
N
1
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684108
5000.00000000
NS
USD
147150.00000000
0.041898915871
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
11048.00000000
NS
USD
1692995.52000000
0.482056927375
Long
EC
CORP
IE
N
1
N
N
N
Crane Co
549300X1RO9ID7AUCA83
Crane Co
224399105
5406.00000000
NS
USD
453347.16000000
0.129084298453
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
21056.00000000
NS
USD
2112969.60000000
0.601638705466
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
9610.00000000
NS
USD
1261696.90000000
0.359250644025
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
11669.00000000
NS
USD
235013.66000000
0.066916871009
Long
EC
CORP
US
N
1
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy Inc
505336107
28981.00000000
NS
USD
1234880.41000000
0.351615021474
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1373.00000000
NS
USD
2796608.78000000
0.796295453609
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
5944.00000000
NS
USD
793999.52000000
0.226080320016
Long
EC
CORP
US
N
1
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
10039.00000000
NS
USD
241136.78000000
0.068660344265
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
4760.00000000
NS
USD
718474.40000000
0.204575592534
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group Inc
29084Q100
8050.00000000
NS
USD
783828.50000000
0.223184263534
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
28141.00000000
NS
USD
3490046.82000000
0.993742290850
Long
EC
CORP
CH
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
35404.00000000
NS
USD
6494509.76000000
1.849221325590
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
9867.00000000
NS
USD
704207.79000000
0.200513373763
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
8409.00000000
NS
USD
475781.22000000
0.135472085015
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
5063.00000000
NS
USD
885214.92000000
0.252052636501
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
24282.00000000
NS
USD
2209419.18000000
0.629101381906
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
83859.00000000
NS
USD
4559413.83000000
1.298229673709
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
12956.00000000
NS
USD
495437.44000000
0.141068920272
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
11498.00000000
NS
USD
409558.76000000
0.116616160582
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings Inc
432748101
11498.00000000
NS
USD
379893.92000000
0.108169509984
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
16646.00000000
NS
USD
692140.68000000
0.197077432025
Long
EC
CORP
US
N
1
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
5749.00000000
NS
USD
249449.11000000
0.071027164621
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
54827.00000000
NS
USD
5242009.47000000
1.492589288351
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
1802.00000000
NS
USD
261740.50000000
0.074526966970
Long
EC
CORP
US
N
1
N
N
N
Netgear Inc
54930067KX3UNRHDWA78
NETGEAR Inc
64111Q104
9133.00000000
NS
USD
365320.00000000
0.104019788964
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
1373.00000000
NS
USD
520339.54000000
0.148159446898
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
6178.00000000
NS
USD
289809.98000000
0.082519360997
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
28922.00000000
NS
USD
4080604.98000000
1.161895513161
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
35350.00000000
NS
USD
822948.00000000
0.234322997068
Long
EC
CORP
US
N
1
N
N
N
Big Lots Inc
N/A
Big Lots Inc
089302103
20163.00000000
NS
USD
1281157.02000000
0.364791642535
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
9267.00000000
NS
USD
863406.39000000
0.245842960907
Long
EC
CORP
US
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
000000000
3776.00000000
NS
USD
252312.32000000
0.071842423846
Long
EC
CORP
PR
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
9095.00000000
NS
USD
701588.30000000
0.199767510418
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
51395.00000000
NS
USD
2569750.00000000
0.731700571258
Long
EC
CORP
US
N
1
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
10554.00000000
NS
USD
1110386.34000000
0.316167066561
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
127943.00000000
NS
USD
7776375.54000000
2.214214777678
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp
529900TV1XI0PLKENU10
Stewart Information Services Corp
860372101
9163.00000000
NS
USD
432493.60000000
0.123146537284
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
28348.00000000
NS
USD
1064750.88000000
0.303173004044
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises Inc
54930050DETB6CP71D38
Nu Skin Enterprises Inc
67018T105
4548.00000000
NS
USD
232766.64000000
0.066277063316
Long
EC
CORP
US
N
1
N
N
N
Realogy Holdings Corp
5493004HBTOTE9DI9P12
Realogy Holdings Corp
75605Y106
51720.00000000
NS
USD
779937.60000000
0.222076383876
Long
EC
CORP
US
N
1
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
2359.00000000
NS
USD
306835.13000000
0.087367035666
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
24882.00000000
NS
USD
1119690.00000000
0.318816154346
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
22566.00000000
NS
USD
1692901.32000000
0.482030105235
Long
EC
CORP
US
N
1
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
10951.00000000
NS
USD
790224.16000000
0.225005338766
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
29895.00000000
NS
USD
761724.60000000
0.216890485440
Long
EC
CORP
US
N
1
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
052800109
4463.00000000
NS
USD
401670.00000000
0.114369945892
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
30803.00000000
NS
USD
1191460.04000000
0.339251675026
Long
EC
CORP
US
N
1
N
N
N
Werner Enterprises Inc
549300P6XRGOCHHJST37
Werner Enterprises Inc
950755108
5492.00000000
NS
USD
235716.64000000
0.067117034786
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corp
549300R65B3JG6972S24
Progress Software Corp
743312100
6391.00000000
NS
USD
271873.14000000
0.077412095280
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
6178.00000000
NS
USD
1772838.88000000
0.504791213637
Long
EC
CORP
US
N
1
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
44187.00000000
NS
USD
697712.73000000
0.198663995764
Long
EC
CORP
US
N
1
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
000000000
12270.00000000
NS
USD
223191.30000000
0.063550618429
Long
EC
CORP
SG
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
5835.00000000
NS
USD
644709.15000000
0.183571963556
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
2145.00000000
NS
USD
1459329.30000000
0.415523721165
Long
EC
CORP
US
N
1
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
7894.00000000
NS
USD
379622.46000000
0.108092215524
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
6864.00000000
NS
USD
340797.60000000
0.097037376633
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises Inc
45765U103
4393.00000000
NS
USD
367210.87000000
0.104558187898
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
2700.00000000
NS
USD
942624.00000000
0.268399073560
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
37996.00000000
NS
USD
1819628.44000000
0.518113890077
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
54930015FPK9KT966303
F5 Networks Inc
315616102
3947.00000000
NS
USD
749851.06000000
0.213509660068
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
900.00000000
NS
USD
540747.00000000
0.153970187296
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
8400.00000000
NS
USD
2164008.00000000
0.616171180001
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
114576.00000000
NS
USD
3837150.24000000
1.092575162024
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp
71363P106
17675.00000000
NS
USD
227477.25000000
0.064770983081
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
7722.00000000
NS
USD
293976.54000000
0.083705731006
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
10640.00000000
NS
USD
588392.00000000
0.167536438378
Long
EC
CORP
US
N
1
N
N
N
Cooper Tire & Rubber Co
DE46ECQ8KH195MRIQN56
Cooper Tire & Rubber Co
216831107
5577.00000000
NS
USD
319227.48000000
0.090895584970
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
52253.00000000
NS
USD
3370841.03000000
0.959800100115
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
15273.00000000
NS
USD
1269186.30000000
0.361383146509
Long
EC
CORP
US
N
1
N
N
N
Denbury Inc
549300KCWA5W52MS5559
Denbury Inc
24790A101
8600.00000000
NS
USD
367650.00000000
0.104683224058
Long
EC
CORP
US
N
1
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
31836.00000000
NS
USD
1941996.00000000
0.552956350844
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga Inc
98986T108
123467.00000000
NS
USD
1376657.05000000
0.391983947820
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
7893.00000000
NS
USD
1382932.53000000
0.393770803468
Long
EC
CORP
US
N
1
N
N
N
Eaton Vance Corp
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265103
9009.00000000
NS
USD
658287.63000000
0.187438246881
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
16646.00000000
NS
USD
324763.46000000
0.092471878278
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
26686.00000000
NS
USD
2844727.60000000
0.809996618346
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
19198.00000000
NS
USD
989080.96000000
0.281627046776
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
12441.00000000
NS
USD
1259278.02000000
0.358561901588
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
10983.00000000
NS
USD
446349.12000000
0.127091703895
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
32519.00000000
NS
USD
4228445.57000000
1.203991064930
Long
EC
CORP
CH
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
13096.00000000
NS
USD
890266.08000000
0.253490884057
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes Inc
314211103
32511.00000000
NS
USD
868693.92000000
0.247348511533
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
82053.00000000
NS
USD
2997396.09000000
0.853466847491
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
17657.00000000
NS
USD
1820260.13000000
0.518293755018
Long
EC
CORP
NL
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
2660.00000000
NS
USD
473001.20000000
0.134680512986
Long
EC
CORP
US
N
1
N
N
N
Sykes Enterprises Inc
549300JJ24XHULP7Q562
Sykes Enterprises Inc
871237103
12175.00000000
NS
USD
497470.50000000
0.141647805831
Long
EC
CORP
US
N
1
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
1716.00000000
NS
USD
211943.16000000
0.060347867008
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
318707.29000000
NS
USD
318707.29000000
0.090747468102
Long
STIV
RF
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
3020.00000000
NS
USD
259418.00000000
0.073865667397
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
45341.00000000
NS
USD
1969613.04000000
0.560819918873
Long
EC
CORP
US
N
1
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732102
5835.00000000
NS
USD
198448.35000000
0.056505407553
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
Seagate Technology PLC
000000000
28486.00000000
NS
USD
2086029.78000000
0.593967966412
Long
EC
CORP
IE
N
1
N
N
N
Abercrombie & Fitch Co
5493000J7LL72TOGT983
Abercrombie & Fitch Co
002896207
25468.00000000
NS
USD
697059.16000000
0.198477900796
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
43230.00000000
NS
USD
1950105.30000000
0.555265361231
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
1888.00000000
NS
USD
452950.08000000
0.128971235446
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
38610.00000000
NS
USD
1627797.60000000
0.463492726457
Long
EC
CORP
US
N
1
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress PLC
000000000
2746.00000000
NS
USD
272073.68000000
0.077469196256
Long
EC
CORP
IE
N
1
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
3347.00000000
NS
USD
167350.00000000
0.047650584920
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271100
10500.00000000
NS
USD
162225.00000000
0.046191312451
Long
EC
CORP
US
N
1
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
14501.00000000
NS
USD
632098.59000000
0.179981281990
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog Inc
615394202
5488.00000000
NS
USD
426198.08000000
0.121353975524
Long
EC
CORP
US
N
1
N
N
N
CBIZ Inc
529900D5X8CFM8O1N813
CBIZ Inc
124805102
14243.00000000
NS
USD
429426.45000000
0.122273208980
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
29917.00000000
NS
USD
1506021.78000000
0.428818755425
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
33307.00000000
NS
USD
1382240.50000000
0.393573757550
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
429.00000000
NS
USD
497605.68000000
0.141686296455
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
4046.00000000
NS
USD
895137.04000000
0.254877822170
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
8237.00000000
NS
USD
1417011.11000000
0.403474205143
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
932.00000000
NS
USD
290066.36000000
0.082592361636
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
9800.00000000
NS
USD
251076.00000000
0.071490398921
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
164.00000000
NS
USD
738137.76000000
0.210174460807
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
32442.00000000
NS
USD
4346254.74000000
1.237535587544
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
15481.00000000
NS
USD
2624339.12000000
0.747244063928
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
4634.00000000
NS
USD
200513.18000000
0.057093339177
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
1116.00000000
NS
USD
247015.44000000
0.070334210937
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
52596.00000000
NS
USD
1085055.48000000
0.308954456489
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
87945.00000000
NS
USD
2832708.45000000
0.806574332551
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
7894.00000000
NS
USD
198534.10000000
0.056529823673
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
13643.00000000
NS
USD
897982.26000000
0.255687958992
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
14774.00000000
NS
USD
3622732.54000000
1.031522704167
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
106924.00000000
NS
USD
12965604.24000000
3.691775475870
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
9953.00000000
NS
USD
551396.20000000
0.157002398883
Long
EC
CORP
US
N
1
N
N
N
Donnelley Financial Solutions Inc
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787G100
6500.00000000
NS
USD
168935.00000000
0.048101891625
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
30618.00000000
NS
USD
558166.14000000
0.158930045138
Long
EC
CORP
US
N
1
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax Inc
567908108
7877.00000000
NS
USD
351708.05000000
0.100143975523
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
22459.00000000
NS
USD
971688.64000000
0.276674825556
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
2231.00000000
NS
USD
487116.54000000
0.138699659728
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
2660.00000000
NS
USD
367851.40000000
0.104740569906
Long
EC
CORP
US
N
1
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357K103
27443.00000000
NS
USD
842500.10000000
0.239890185603
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA Inc
626755102
11567.00000000
NS
USD
1441826.55000000
0.410540056538
Long
EC
CORP
US
N
1
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
10304.00000000
NS
USD
540032.64000000
0.153766783222
Long
EC
CORP
US
N
1
N
N
N
Federal Signal Corp
549300RTXZRPTNP6G884
Federal Signal Corp
313855108
8404.00000000
NS
USD
305989.64000000
0.087126294148
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
515.00000000
NS
USD
191945.65000000
0.054653854170
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
52348.00000000
NS
USD
1815952.12000000
0.517067109089
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
22756.00000000
NS
USD
567762.20000000
0.161662389757
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters Inc
917047102
5600.00000000
NS
USD
189840.00000000
0.054054299619
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
44694.00000000
NS
USD
1167407.28000000
0.332402986153
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
2574.00000000
NS
USD
839407.14000000
0.239009508262
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653C108
70316.00000000
NS
USD
886684.76000000
0.252471152998
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676108
19971.00000000
NS
USD
1129759.47000000
0.321683295878
Long
EC
CORP
US
N
1
N
N
N
Standard Motor Products Inc
THGK1EO5B5HK0JHQVZ90
Standard Motor Products Inc
853666105
4033.00000000
NS
USD
169426.33000000
0.048241791009
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
90850.00000000
NS
USD
6597527.00000000
1.878554051870
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
18018.00000000
NS
USD
1354953.60000000
0.385804192294
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
1716.00000000
NS
USD
198352.44000000
0.056478098514
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
8864.00000000
NS
USD
939584.00000000
0.267533475842
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
47276.00000000
NS
USD
9686379.64000000
2.758061879955
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
35339.00000000
NS
USD
5200840.63000000
1.480867033756
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
2074.00000000
NS
USD
6414736.82000000
1.826507090443
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
178044.00000000
NS
USD
5157934.68000000
1.468650161249
Long
EC
CORP
US
N
1
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
26219.00000000
NS
USD
814886.52000000
0.232027602760
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
13214.00000000
NS
USD
314625.34000000
0.089585189613
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
5047.00000000
NS
USD
252047.18000000
0.071766928919
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR21 XCME 20210319
000000000
8.00000000
NC
USD
6984.00000000
0.001988596863
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESH1 Index
2021-03-19
1516696.00000000
USD
6984.00000000
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
16128.00000000
NS
USD
573995.52000000
0.163437240931
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
5841.00000000
NS
USD
1024978.68000000
0.291848423264
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
9696.00000000
NS
USD
1281811.20000000
0.364977911191
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
4805.00000000
NS
USD
840826.95000000
0.239413779412
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Corp
N/A
Old Republic International Corp
680223104
10125.00000000
NS
USD
195716.25000000
0.055727480077
Long
EC
CORP
US
N
1
N
N
N
Stepan Co
IZU1EW9GB3WC7CYCSR17
Stepan Co
858586100
2574.00000000
NS
USD
310656.06000000
0.088454992340
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
54741.00000000
NS
USD
3357265.53000000
0.955934665304
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
7637.00000000
NS
USD
1032980.62000000
0.294126864384
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
565534.99500000
NS
USD
2850296.37000000
0.811582248150
Long
STIV
RF
US
N
1
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
3347.00000000
NS
USD
386076.45000000
0.109929899412
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
6350.00000000
NS
USD
763206.50000000
0.217312435854
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
10237.00000000
NS
USD
1026361.62000000
0.292242196194
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
18962.00000000
NS
USD
2468662.78000000
0.702917391330
Long
EC
CORP
IE
N
1
N
N
N
CoreLogic Inc/United States
54930086CD8K2UIL0516
CoreLogic Inc/United States
21871D103
8323.00000000
NS
USD
704625.18000000
0.200632219760
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
12613.00000000
NS
USD
706328.00000000
0.201117074071
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
7361.00000000
NS
USD
576734.35000000
0.164217084681
Long
EC
CORP
US
N
1
N
N
N
2021-03-26
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer