0001752724-21-087113.txt : 20210428
0001752724-21-087113.hdr.sgml : 20210428
20210428120545
ACCESSION NUMBER: 0001752724-21-087113
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: 21862724
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
S000004913
GMO Tax-Managed International Equities Fund
C000013282
Class III
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DoubleUGames Co Ltd
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ACS Actividades de Construccion y Servicios SA
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Christian Dior SE
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China Railway Group Ltd
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Societe Generale SA
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Hitachi Ltd
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Nichias Corp
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Dah Sing Banking Group Ltd
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Tokyo Electron Ltd
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N
2
N
N
N
IGG Inc
529900VBUXYUOTABSC33
IGG Inc
000000000
88000.00000000
NS
131277.87000000
0.336944522119
Long
EC
CORP
KY
N
2
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
30.00000000
NS
1552.00000000
0.003983442893
Long
EC
CORP
FR
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
1305.00000000
NS
128520.39000000
0.329867032357
Long
EP
CORP
DE
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
197.00000000
NS
11042.19000000
0.028341451858
Long
EC
CORP
BE
N
2
N
N
N
Dunelm Group PLC
213800WCOWEI3T5DUV19
Dunelm Group PLC
000000000
4124.00000000
NS
72442.73000000
0.185935230674
Long
EC
CORP
GB
N
2
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
95214.00000000
NS
346216.54000000
0.888617149411
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
19143.00000000
NS
176318.89000000
0.452549116859
Long
EC
CORP
NO
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
3622.00000000
NS
1188228.92000000
3.049769360350
Long
EC
CORP
CH
N
2
N
N
N
Wacom Co Ltd
353800R3B771OQOQPT02
Wacom Co Ltd
000000000
1300.00000000
NS
9446.47000000
0.024245794968
Long
EC
CORP
JP
N
2
N
N
N
Ushio Inc
N/A
Ushio Inc
000000000
2000.00000000
NS
25035.52000000
0.064257451179
Long
EC
CORP
JP
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
33200.00000000
NS
860047.48000000
2.207442024682
Long
EC
CORP
JP
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
17030.00000000
NS
264373.55000000
0.678554728727
Long
EC
CORP
GB
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
470.00000000
NS
36418.84000000
0.093474464812
Long
EC
CORP
DE
N
2
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
000000000
769.00000000
NS
35858.56000000
0.092036421394
Long
EC
CORP
FR
N
2
N
N
N
China SCE Group Holdings Ltd
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
3000.00000000
NS
1241.36000000
0.003186138318
Long
EC
CORP
KY
N
2
N
N
N
CapitaLand Ltd
2549006LYGY45GHGWZ89
CapitaLand Ltd
000000000
2800.00000000
NS
6629.02000000
0.017014383125
Long
EC
CORP
SG
N
2
N
N
N
Fnac Darty SA
96950091FL62XSLPHO35
Fnac Darty SA
000000000
246.00000000
NS
14924.67000000
0.038306424387
Long
EC
CORP
FR
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
23773.00000000
NS
224153.24000000
0.575323215812
Long
EC
CORP
IT
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
13370.00000000
NS
440851.73000000
1.131512687480
Long
EC
CORP
ES
N
2
N
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
Wizz Air Holdings Plc
000000000
155.00000000
NS
11497.19000000
0.029509278222
Long
EC
CORP
JE
Y
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
476.00000000
NS
42159.16000000
0.108207864883
Long
EC
CORP
DE
N
2
N
N
N
Morgan Sindall Group PLC
2138008339ULDGZRB345
Morgan Sindall Group PLC
000000000
610.00000000
NS
14091.70000000
0.036168480813
Long
EC
CORP
GB
N
2
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
7940.00000000
NS
92286.60000000
0.236867526377
Long
EC
CORP
GB
N
2
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
95000.00000000
NS
41113.04000000
0.105522839574
Long
EC
CORP
CN
N
2
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
432.00000000
NS
51978.97000000
0.133411893466
Long
EC
CORP
IE
N
2
N
N
N
ROSSETI PJSC
549300BVSSKP13UVXI08
ROSSETI PJSC
000000000
399000.00000000
NS
9106.92000000
0.023374288502
Long
EC
CORP
RU
N
2
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
149000.00000000
NS
84106.85000000
0.215872960006
Long
EC
CORP
CN
N
2
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
000000000
1488.00000000
NS
1559.05000000
0.004001537785
Long
EC
CORP
TR
N
2
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
100.00000000
NS
9992.65000000
0.025647648601
Long
EC
CORP
JP
N
2
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
1700.00000000
NS
36404.18000000
0.093436837703
Long
EC
CORP
JP
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
42100.00000000
NS
665650.22000000
1.708492035075
Long
EC
CORP
JP
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
1100.00000000
NS
19713.22000000
0.050596962704
Long
EC
CORP
JP
N
2
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
110.00000000
NS
7978.58000000
0.020478233119
Long
EC
CORP
IE
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
176.00000000
NS
18368.88000000
0.047146510630
Long
EC
CORP
CH
N
2
N
N
N
Selcuk Ecza Deposu Ticaret ve Sanayi A.S.
7890004VMZMLZ6IORI22
Selcuk Ecza Deposu Ticaret ve Sanayi A.S.
000000000
5612.00000000
NS
8612.51000000
0.022105310409
Long
EC
CORP
TR
N
2
N
N
N
Kesko OYJ
743700OX6HSVMCAHPB95
Kesko OYJ
000000000
826.00000000
NS
21016.86000000
0.053942952069
Long
EC
CORP
FI
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
1177.00000000
NS
93299.96000000
0.239468468188
Long
EC
CORP
NL
N
2
N
N
N
Vetropack Holding AG
894500HGD08C8B6GS128
Vetropack Holding AG
000000000
165.00000000
NS
10364.49000000
0.026602032239
Long
EC
CORP
CH
N
2
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
10612.00000000
NS
348567.92000000
0.894652322060
Long
EC
CORP
KR
N
2
N
N
N
De' Longhi SpA
8156000E09A52C4F8A38
De' Longhi SpA
000000000
1103.00000000
NS
40757.16000000
0.104609419692
Long
EC
CORP
IT
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
1100.00000000
NS
11933.49000000
0.030629108205
Long
EC
CORP
JP
N
2
N
N
N
Haci Omer Sabanci Holding AS
78900090FFOWNLGP0F20
Haci Omer Sabanci Holding AS
000000000
27934.00000000
NS
39570.05000000
0.101562522209
Long
EC
CORP
TR
N
2
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
100.00000000
NS
8572.47000000
0.022002541689
Long
EC
CORP
JP
N
2
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
700.00000000
NS
60086.01000000
0.154219838618
Long
EC
CORP
JP
N
2
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
28096.00000000
NS
72235.74000000
0.185403959511
Long
EC
CORP
IT
N
2
N
N
N
Turkiye Sinai Kalkinma Bankasi AS
549300MFCXK5HOOEWP84
Turkiye Sinai Kalkinma Bankasi AS
000000000
52733.00000000
NS
11729.59000000
0.030105767995
Long
EC
CORP
TR
N
2
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
2117.00000000
NS
61619.91000000
0.158156825122
Long
EC
CORP
KR
N
2
N
N
N
Jungheinrich AG
529900PHZORTU6FSXE73
Jungheinrich AG
000000000
222.00000000
NS
9593.85000000
0.024624068043
Long
EP
CORP
DE
N
2
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
000000000
11898.00000000
NS
49545.27000000
0.127165434078
Long
EC
CORP
GB
N
2
N
N
N
John Laing Group PLC
213800GLLXRSIIKN6I12
John Laing Group PLC
000000000
6108.00000000
NS
25746.43000000
0.066082109289
Long
EC
CORP
GB
Y
2
N
N
N
Inter RAO UES PJSC
253400PMFKF8Q8G1FA17
Inter RAO UES PJSC
000000000
705000.00000000
NS
48446.97000000
0.124346480901
Long
EC
CORP
RU
N
2
N
N
N
ALSO Holding AG
529900ACS8A6PTQI6141
ALSO Holding AG
000000000
160.00000000
NS
43431.65000000
0.111473903058
Long
EC
CORP
CH
N
2
N
N
N
Cia de Saneamento do Parana
N/A
Cia de Saneamento do Parana
000000000
2000.00000000
NS
7062.56000000
0.018127129150
Long
EC
CORP
BR
N
2
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
2775.00000000
NS
69258.13000000
0.177761472788
Long
EC
CORP
GB
N
2
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
130228.00000000
NS
100611.03000000
0.258233435866
Long
EC
CORP
TR
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
14397.00000000
NS
201723.24000000
0.517753226055
Long
EC
CORP
FR
N
2
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
19783.00000000
NS
200856.87000000
0.515529556326
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
889.00000000
NS
76817.51000000
0.197163765662
Long
EC
CORP
DE
N
2
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
600.00000000
NS
86408.25000000
0.221779851420
Long
EC
CORP
JP
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
689.00000000
NS
144152.43000000
0.369989028910
Long
EP
CORP
DE
N
2
N
N
N
Radiant Opto-Electronics Corp
N/A
Radiant Opto-Electronics Corp
000000000
27000.00000000
NS
115737.55000000
0.297057938828
Long
EC
CORP
TW
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
5200.00000000
NS
94153.82000000
0.241660029109
Long
EC
CORP
JP
N
2
N
N
N
Inchcape PLC
213800RGEH1MPPNM2T57
Inchcape PLC
000000000
11280.00000000
NS
111870.58000000
0.287132775062
Long
EC
CORP
GB
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
29245.00000000
NS
320311.98000000
0.822129175544
Long
EC
CORP
NL
N
2
N
N
N
Viscofan SA
95980020140005684765
Viscofan SA
000000000
229.00000000
NS
16093.94000000
0.041307532810
Long
EC
CORP
ES
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
55500.00000000
NS
218509.50000000
0.560837702928
Long
EC
CORP
SG
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
368287207
23152.00000000
NS
USD
133917.28000000
0.343718967356
Long
EC
CORP
RU
N
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
654.00000000
NS
11994.06000000
0.030784570278
Long
EC
CORP
GB
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
839.00000000
NS
9647.24000000
0.024761101559
Long
EC
CORP
NL
Y
2
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
000000000
630.00000000
NS
26405.78000000
0.067774430856
Long
EC
CORP
LU
N
2
N
N
N
Johnson Electric Holdings Ltd
529900EDYRQ6K25JEC80
Johnson Electric Holdings Ltd
000000000
6000.00000000
NS
17314.78000000
0.044441003443
Long
EC
CORP
BM
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
28564.00000000
NS
754225.06000000
1.935832767642
Long
EC
CORP
NL
N
2
N
N
N
Arnoldo Mondadori Editore SpA
815600049A1F9AFE6666
Arnoldo Mondadori Editore SpA
000000000
3466.00000000
NS
6534.79000000
0.016772527568
Long
EC
CORP
IT
N
2
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
2000.00000000
NS
152984.45000000
0.392657744957
Long
EC
CORP
JP
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
196.00000000
NS
17040.11000000
0.043736021317
Long
EC
CORP
FR
N
2
N
N
N
Nexans SA
96950015FU78G84UIV14
Nexans SA
000000000
555.00000000
NS
43132.33000000
0.110705652976
Long
EC
CORP
FR
N
2
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
6000.00000000
NS
94263.62000000
0.241941847427
Long
EC
CORP
SG
N
2
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
521.00000000
NS
24763.45000000
0.063559142346
Long
EC
CORP
IE
N
2
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
1000.00000000
NS
12833.73000000
0.032939710416
Long
EC
CORP
JP
N
2
N
N
N
Aker Solutions ASA
5967007LIEEXZXG42836
Aker Solutions ASA
000000000
10797.00000000
NS
16410.75000000
0.042120673624
Long
EC
CORP
NO
N
2
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
383.00000000
NS
72120.72000000
0.185108743273
Long
EC
CORP
DE
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
362.00000000
NS
29615.53000000
0.076012740023
Long
EC
CORP
DE
N
2
N
N
N
NEC Networks & System Integration Corp
N/A
NEC Networks & System Integration Corp
000000000
3900.00000000
NS
64802.72000000
0.166325988702
Long
EC
CORP
JP
N
2
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
5642.00000000
NS
61538.71000000
0.157948413032
Long
EC
CORP
GB
N
2
N
N
N
Pou Chen Corp
25490027LIXQ7W4PBH18
Pou Chen Corp
000000000
77000.00000000
NS
83443.14000000
0.214169447839
Long
EC
CORP
TW
N
2
N
N
N
Fuji Corp/Aichi
353800G4VS3QLM6BSX66
Fuji Corp/Aichi
000000000
700.00000000
NS
16551.49000000
0.042481904135
Long
EC
CORP
JP
N
2
N
N
N
Fujitsu General Ltd
N/A
Fujitsu General Ltd
000000000
2700.00000000
NS
73236.87000000
0.187973511176
Long
EC
CORP
JP
N
2
N
N
N
Kaufman & Broad SA
969500CE0X343D8ALO86
Kaufman & Broad SA
000000000
432.00000000
NS
19078.09000000
0.048966805433
Long
EC
CORP
FR
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
10654.00000000
NS
464246.27000000
1.191558315129
Long
EC
CORP
NL
Y
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
2970.00000000
NS
93134.77000000
0.239044483052
Long
EC
CORP
CH
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
363.00000000
NS
38592.23000000
0.099052799187
Long
EC
CORP
CH
N
2
N
N
N
Eregli Demir ve Celik Fabrikalari TAS
789000VYQF5IDGG49908
Eregli Demir ve Celik Fabrikalari TAS
000000000
61796.00000000
NS
121884.11000000
0.312834015344
Long
EC
CORP
TR
N
2
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
56184.00000000
NS
103448.46000000
0.265516129403
Long
EC
CORP
IN
N
2
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
1900.00000000
NS
12522.85000000
0.032141789844
Long
EC
CORP
ES
N
2
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
2300.00000000
NS
16083.71000000
0.041281275967
Long
EC
CORP
JP
N
2
N
N
N
Rajesh Exports Ltd
335800DB4QZUYAYRHG76
Rajesh Exports Ltd
000000000
1169.00000000
NS
8098.92000000
0.020787103942
Long
EC
CORP
IN
N
2
N
N
N
Yanlord Land Group Ltd
N/A
Yanlord Land Group Ltd
000000000
16000.00000000
NS
13737.00000000
0.035258089580
Long
EC
CORP
SG
N
2
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
2800.00000000
NS
160104.73000000
0.410933021223
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
2600.00000000
NS
91794.01000000
0.235603219589
Long
EC
CORP
JP
N
2
N
N
N
Marfrig Global Foods SA
391200219USWMOBN3F92
Marfrig Global Foods SA
000000000
5200.00000000
NS
12897.47000000
0.033103308773
Long
EC
CORP
BR
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
155600.00000000
NS
124237.86000000
0.318875270956
Long
EC
CORP
SG
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
507000.00000000
NS
454733.07000000
1.167141247516
Long
EC
CORP
KY
Y
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
5368.00000000
NS
USD
78114.81000000
0.200493482457
Long
EC
CORP
RU
N
2
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
18800.00000000
NS
49733.26000000
0.127647938865
Long
EC
CORP
JP
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
207.00000000
NS
69223.37000000
0.177672255987
Long
EC
CORP
CH
N
2
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
000000000
6605.00000000
NS
144090.53000000
0.369830153191
Long
EC
CORP
ES
N
2
N
N
N
Shinko Electric Industries Co Ltd
549300627MZ4832XWF51
Shinko Electric Industries Co Ltd
000000000
400.00000000
NS
10799.80000000
0.027719321238
Long
EC
CORP
JP
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
1056.00000000
NS
179102.70000000
0.459694186551
Long
EC
CORP
ES
Y
2
N
N
N
JB Hi-Fi Ltd
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd
000000000
3342.00000000
NS
112124.60000000
0.287784755837
Long
EC
CORP
AU
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
3380.00000000
NS
52587.20000000
0.134973007816
Long
EC
CORP
CH
N
2
N
N
N
Aspen Pharmacare Holdings Ltd
635400ZYSN1IRD5QWQ94
Aspen Pharmacare Holdings Ltd
000000000
2613.00000000
NS
24569.16000000
0.063060467655
Long
EC
CORP
ZA
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
8800.00000000
NS
161769.24000000
0.415205238060
Long
EC
CORP
JP
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
3394.00000000
NS
336537.49000000
0.863774402672
Long
EC
CORP
BE
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
1112.00000000
NS
114296.91000000
0.293360318229
Long
EC
CORP
FR
N
2
N
N
N
Tianneng Power International Ltd
N/A
Tianneng Power International Ltd
000000000
10000.00000000
NS
19320.87000000
0.049589937047
Long
EC
CORP
KY
N
2
N
N
N
China Hongqiao Group Ltd
3003009Q4IBFSDE24571
China Hongqiao Group Ltd
000000000
94000.00000000
NS
116527.24000000
0.299084797732
Long
EC
CORP
KY
N
2
N
N
N
VTech Holdings Ltd
N/A
VTech Holdings Ltd
000000000
1200.00000000
NS
10055.74000000
0.025809578635
Long
EC
CORP
BM
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
2393.00000000
NS
61469.97000000
0.157771981418
Long
EC
CORP
SE
N
2
N
N
N
Aalberts NV
549300EMP9DT6Q35HZ31
Aalberts NV
000000000
715.00000000
NS
33389.33000000
0.085698768884
Long
EC
CORP
NL
N
2
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
9.00000000
NS
150.36000000
0.000385921696
Long
EC
CORP
ES
N
2
N
N
N
Sushiro Global Holdings Ltd
529900CWF7GCVZKS5M87
Sushiro Global Holdings Ltd
000000000
400.00000000
NS
15000.87000000
0.038502003220
Long
EC
CORP
JP
N
2
N
N
N
Turkiye Garanti Bankasi AS
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
000000000
199920.00000000
NS
241144.10000000
0.618932829550
Long
EC
CORP
TR
N
2
N
N
N
Television Francaise 1
969500WQFC6OAQYG7E65
Television Francaise 1
000000000
1220.00000000
NS
10624.26000000
0.027268771260
Long
EC
CORP
FR
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
2493.00000000
NS
197179.11000000
0.506090028661
Long
EC
CORP
DE
N
2
N
N
N
Cranswick PLC
549300LDZLPU51XOSK43
Cranswick PLC
000000000
443.00000000
NS
21093.36000000
0.054139300897
Long
EC
CORP
GB
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
3579.00000000
NS
328447.29000000
0.843009679929
Long
EC
CORP
FR
N
2
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
4503.00000000
NS
86258.02000000
0.221394263388
Long
EC
CORP
IL
N
2
N
N
N
TOPBI International Holdings Ltd
N/A
TOPBI International Holdings Ltd
000000000
5302.00000000
NS
2545.44000000
0.006533257009
Long
EC
CORP
KY
N
2
N
N
N
AEM Holdings Ltd
N/A
AEM Holdings Ltd
000000000
17700.00000000
NS
52905.29000000
0.135789433943
Long
EC
CORP
SG
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
1529.00000000
NS
114587.10000000
0.294105134784
Long
EC
CORP
RU
N
2
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
791692.55000000
NS
USD
791692.55000000
2.031998751391
Long
STIV
RF
US
N
1
N
N
N
Accent Group Ltd
N/A
Accent Group Ltd
000000000
6116.00000000
NS
10216.74000000
0.026222809502
Long
EC
CORP
AU
N
2
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
5872.00000000
NS
276772.18000000
0.710377689142
Long
EC
CORP
IE
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
45185.00000000
NS
419919.74000000
1.077787567111
Long
EC
CORP
GB
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
5880.00000000
NS
32553.17000000
0.083552637692
Long
EC
CORP
NO
N
2
N
N
N
TAV Havalimanlari Holding AS
789000PBM9TT5D88M597
TAV Havalimanlari Holding AS
000000000
330.00000000
NS
1110.40000000
0.002850009657
Long
EC
CORP
TR
N
2
N
N
N
B&M European Value Retail SA
213800UK7ZRLY2K1X530
B&M European Value Retail SA
000000000
7071.00000000
NS
54089.84000000
0.138829760799
Long
EC
CORP
LU
N
2
N
N
N
Fresnillo PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
000000000
735.00000000
NS
9282.47000000
0.023824864146
Long
EC
CORP
GB
N
2
N
N
N
AIXTRON SE
5299004UJ4D51M25LD67
AIXTRON SE
000000000
276.00000000
NS
6270.82000000
0.016095008611
Long
EC
CORP
DE
N
2
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
52571.00000000
NS
970889.45000000
2.491934716500
Long
EC
CORP
AU
N
2
N
N
N
Betsson AB
549300W61XW8OFGBG077
Betsson AB
000000000
1355.00000000
NS
11064.38000000
0.028398405852
Long
EC
CORP
SE
N
2
N
N
N
Kohnan Shoji Co Ltd
N/A
Kohnan Shoji Co Ltd
000000000
1400.00000000
NS
38184.07000000
0.098005194772
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
41145.00000000
NS
143065.04000000
0.367198077900
Long
EC
CORP
ES
N
2
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
20500.00000000
NS
167707.74000000
0.430447297096
Long
EC
CORP
SG
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
959.00000000
NS
155902.88000000
0.400148337253
Long
EC
CORP
DE
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE MAR21 IFUS 20210319
000000000
4.00000000
NC
USD
7518.62000000
0.019297676165
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI EAFE Index
MFSH1 Index
2021-03-19
425281.38000000
USD
7518.62000000
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
2095.00000000
NS
324224.95000000
0.832172405272
Long
EC
CORP
DE
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
1242.00000000
NS
57347.74000000
0.147191654228
Long
EC
CORP
NL
N
2
N
N
N
Toyo Suisan Kaisha Ltd
N/A
Toyo Suisan Kaisha Ltd
000000000
100.00000000
NS
4257.12000000
0.010926542790
Long
EC
CORP
JP
N
2
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
228580.00000000
NS
81679.27000000
0.209642208524
Long
EC
CORP
TR
N
2
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
900.00000000
NS
11635.32000000
0.029863809773
Long
EC
CORP
JP
N
2
N
N
N
Traton SE
529900UIMQRKPFN6SV80
Traton SE
000000000
401.00000000
NS
11170.19000000
0.028669983231
Long
EC
CORP
DE
N
2
N
N
N
MCJ Co Ltd
N/A
MCJ Co Ltd
000000000
1000.00000000
NS
8558.32000000
0.021966223572
Long
EC
CORP
JP
N
2
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
6100.00000000
NS
120870.32000000
0.310231969873
Long
EC
CORP
JP
N
2
N
N
N
TomTom NV
724500WAU923OTVC7M86
TomTom NV
000000000
2754.00000000
NS
25846.47000000
0.066338877090
Long
EC
CORP
NL
N
2
N
N
N
PAX Global Technology Ltd
5299008CRGPD1WZXCD36
PAX Global Technology Ltd
000000000
11000.00000000
NS
10109.93000000
0.025948665472
Long
EC
CORP
BM
N
2
N
N
N
Mapletree Industrial Trust
549300R7WZFHXNKDJF41
Mapletree Industrial Trust
000000000
200.00000000
NS
397.10000000
0.001019217250
Long
EC
SG
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
5303.00000000
NS
285175.95000000
0.731947236748
Long
EC
CORP
FR
N
2
N
N
N
Polskie Gornictwo Naftowe i Gazownictwo SA
2594008YSYXYOTBSQL93
Polskie Gornictwo Naftowe i Gazownictwo SA
000000000
15098.00000000
NS
22471.21000000
0.057675761458
Long
EC
CORP
PL
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
29100.00000000
NS
907148.02000000
2.328332689208
Long
EC
CORP
JP
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
1819.00000000
NS
USD
135536.27000000
0.347874350223
Long
EC
CORP
RU
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
39.00000000
NS
12890.63000000
0.033085752878
Long
EC
CORP
BE
N
2
N
N
N
Asseco Poland SA
259400O79EWIK4XZPL40
Asseco Poland SA
000000000
233.00000000
NS
4135.23000000
0.010613693657
Long
EC
CORP
PL
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
600.00000000
NS
14010.79000000
0.035960813053
Long
EC
CORP
LU
N
2
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
4300.00000000
NS
57679.48000000
0.148043115147
Long
EC
CORP
JP
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
6501.00000000
NS
559907.83000000
1.437088187143
Long
EC
CORP
CH
N
2
N
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
6954.00000000
NS
22844.52000000
0.058633918073
Long
EC
CORP
GB
N
2
N
N
N
Computacenter PLC
549300XSXUZ1I19DB105
Computacenter PLC
000000000
1089.00000000
NS
31747.24000000
0.081484096370
Long
EC
CORP
GB
N
2
N
N
N
AP Thailand PCL
N/A
AP Thailand PCL
000000000
52700.00000000
NS
12678.41000000
0.032541058128
Long
EC
CORP
TH
N
2
N
N
N
Sebang Global Battery Co Ltd
N/A
Sebang Global Battery Co Ltd
000000000
293.00000000
NS
23483.75000000
0.060274598615
Long
EC
CORP
KR
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
458.00000000
NS
31015.86000000
0.079606898907
Long
EP
CORP
DE
N
2
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
10000.00000000
NS
40172.46000000
0.103108698648
Long
EC
CORP
TW
N
2
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
410.00000000
NS
73650.54000000
0.189035257840
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
2500.00000000
NS
58556.97000000
0.150295326039
Long
EC
CORP
JP
N
2
N
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
2720.00000000
NS
50490.60000000
0.129591766598
Long
EC
CORP
DK
Y
2
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
370.00000000
NS
11551.65000000
0.029649058054
Long
EC
CORP
GB
N
2
N
N
N
Turkiye Sise ve Cam Fabrikalari AS
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
000000000
1982.00000000
NS
1907.68000000
0.004896349445
Long
EC
CORP
TR
N
2
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
22481.00000000
NS
11218.02000000
0.028792746165
Long
EC
CORP
ES
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
631.00000000
NS
147684.70000000
0.379055134470
Long
EC
CORP
DE
N
2
N
N
N
China Resources Pharmaceutical Group Ltd
3003004H1KDKMJ8JD874
China Resources Pharmaceutical Group Ltd
000000000
24000.00000000
NS
15301.49000000
0.039273589949
Long
EC
CORP
HK
Y
2
N
N
N
Unipol Gruppo SpA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
5940.00000000
NS
30794.96000000
0.079039925624
Long
EC
CORP
IT
N
2
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
81.00000000
NS
803.89000000
0.002063305352
Long
EC
CORP
GB
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
2562.00000000
NS
378854.05000000
0.972386258478
Long
EC
CORP
FR
N
2
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
000000000
90000.00000000
NS
166199.53000000
0.426576247865
Long
EC
CORP
KY
N
2
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
11700.00000000
NS
166957.69000000
0.428522180252
Long
EC
CORP
SG
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
2609.00000000
NS
101231.77000000
0.259826659024
Long
EC
CORP
GB
N
2
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
5217.00000000
NS
50765.27000000
0.130296748724
Long
EC
CORP
GB
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
4800.00000000
NS
41437.37000000
0.106355281606
Long
EC
CORP
JP
N
2
N
N
N
Polski Koncern Naftowy ORLEN SA
259400VVMM70CQREJT74
Polski Koncern Naftowy ORLEN SA
000000000
1891.00000000
NS
29663.62000000
0.076136170287
Long
EC
CORP
PL
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
19444.00000000
NS
314929.33000000
0.808313789660
Long
EC
CORP
NL
N
2
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
1024.82100000
NS
USD
5165.10000000
0.013257010882
Long
STIV
RF
US
N
1
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
10099.00000000
NS
809589.42000000
2.077933776918
Long
EC
CORP
DE
N
2
N
N
N
AZ. BGP HOLDINGS
N/A
AZ. BGP HOLDINGS COMMON STOCK
000000000
1718063.00000000
NS
0.00000000
0.000000
Long
EC
CORP
MT
N
3
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
22204.00000000
NS
123473.72000000
0.316913989994
Long
EC
CORP
ES
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
12626K203
4060.00000000
NS
USD
175919.80000000
0.451524791972
Long
EC
CORP
IE
N
1
N
N
N
Quadient SA
549300K4W3A5ITOPTK67
Quadient SA
000000000
1207.00000000
NS
27486.50000000
0.070548262302
Long
EC
CORP
FR
N
2
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo SA
000000000
361.00000000
NS
12758.46000000
0.032746518569
Long
EC
CORP
FR
N
2
N
N
N
2021-03-26
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer