0001752724-23-090070.txt : 20230427 0001752724-23-090070.hdr.sgml : 20230427 20230427134326 ACCESSION NUMBER: 0001752724-23-090070 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230228 FILED AS OF DATE: 20230427 DATE AS OF CHANGE: 20230427 PERIOD START: 20230228 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: 23854819 BUSINESS ADDRESS: STREET 1: 53 STATE STREET STREET 2: FLOOR 33 CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6173467646 MAIL ADDRESS: STREET 1: 53 STATE STREET STREET 2: FLOOR 33 CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 0000772129 S000065871 GMO U.S. Small Cap Value Fund C000212810 Class VI GCAVX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000065871 C000212810 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO U.S. Small Cap Value Fund S000065871 549300326MS588AE2709 2023-02-28 2023-02-28 N 46031674.30 104159.75 45927514.55 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 Five Point Holdings LLC N/A Five Point Holdings LLC 33833Q106 6881.00000000 NS USD 15069.39000000 0.032811246477 Long EC CORP US N 1 N N N AdvanSix Inc 5493009TPRODMCAZLF67 AdvanSix Inc 00773T101 5348.00000000 NS USD 220070.20000000 0.479168537980 Long EC CORP US N 1 N N N LendingTree Inc 549300ISY5YHUJZTON08 LendingTree Inc 52603B107 1200.00000000 NS USD 39516.00000000 0.086039927017 Long EC CORP US N 1 N N N Pliant Therapeutics Inc 5493002Q5LITR7VHZH02 Pliant Therapeutics Inc 729139105 900.00000000 NS USD 28674.00000000 0.062433162954 Long EC CORP US N 1 N N N Hanmi Financial Corp 549300MSZ7RCG7EA6587 Hanmi Financial Corp 410495204 8589.00000000 NS USD 202872.18000000 0.441722531662 Long EC CORP US N 1 N N N Universal Electronics Inc 549300ZW9EULAR7T6F89 Universal Electronics Inc 913483103 3569.00000000 NS USD 45397.68000000 0.098846367901 Long EC CORP US N 1 N N N Steelcase Inc GIE4CCPBJDI8SMV1OX95 Steelcase Inc 858155203 9593.00000000 NS USD 75496.91000000 0.164382746899 Long EC CORP US N 1 N N N Universal Corp/VA 549300BZXZ66F6DTIF20 Universal Corp/VA 913456109 7159.00000000 NS USD 362173.81000000 0.788576986036 Long EC CORP US N 1 N N N Vera Bradley Inc 52990005Q6LEJKXO7M51 Vera Bradley Inc 92335C106 11651.00000000 NS USD 61750.30000000 0.134451647569 Long EC CORP US N 1 N N N Kulicke & Soffa Industries Inc 529900H6BEIRBF429744 Kulicke & Soffa Industries Inc 501242101 10300.00000000 NS USD 548990.00000000 1.195340103593 Long EC CORP US N 1 N N N Tactile Systems Technology Inc 54930069VDTITHOTKJ98 Tactile Systems Technology Inc 87357P100 100.00000000 NS USD 1445.00000000 0.003146262135 Long EC CORP US N 1 N N N Curo Group Holdings Corp 54930007KH8KCGJ4YE72 Curo Group Holdings Corp 23131L107 8971.00000000 NS USD 26195.32000000 0.057036223833 Long EC CORP US N 1 N N N V2X Inc N/A V2X Inc 92242T101 2948.00000000 NS USD 136698.76000000 0.297640230130 Long EC CORP US N 1 N N N Amkor Technology Inc 529900VHLRTKPWZJBM84 Amkor Technology Inc 031652100 16900.00000000 NS USD 435344.00000000 0.947893663015 Long EC CORP US N 1 N N N Haverty Furniture Cos Inc 529900CVFMMIRXZVPD70 Haverty Furniture Cos Inc 419596101 6194.00000000 NS USD 233761.56000000 0.508979339052 Long EC CORP US N 1 N N N Preformed Line Products Co 549300EYH53XDJID2098 Preformed Line Products Co 740444104 596.00000000 NS USD 53142.34000000 0.115709157181 Long EC CORP US N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 AMC Networks Inc 00164V103 16400.00000000 NS USD 366704.00000000 0.798440768225 Long EC CORP US N 1 N N N Children's Place Inc/The 549300BGVK2OO5O7TC19 Children's Place Inc/The 168905107 900.00000000 NS USD 37683.00000000 0.082048855395 Long EC CORP US N 1 N N N Kelly Services Inc N/A Kelly Services Inc 488152208 9100.00000000 NS USD 152243.00000000 0.331485388424 Long EC CORP US N 1 N N N Prestige Consumer Healthcare Inc N/A Prestige Consumer Healthcare Inc 74112D101 9920.00000000 NS USD 597680.00000000 1.301354984819 Long EC CORP US N 1 N N N Lee Enterprises Inc N/A Lee Enterprises Inc 523768406 700.00000000 NS USD 13160.00000000 0.028653847544 Long EC CORP US N 1 N N N Kimball International Inc 549300RYF7HKL9SKYG25 Kimball International Inc 494274103 7273.00000000 NS USD 50256.43000000 0.109425538247 Long EC CORP US N 1 N N N Yelp Inc 5299007OU2DOSXPQBO35 Yelp Inc 985817105 10400.00000000 NS USD 312208.00000000 0.679784227513 Long EC CORP US N 1 N N N Miller Industries Inc/TN 549300F1O74SPUJ7UU94 Miller Industries Inc/TN 600551204 1468.00000000 NS USD 40825.08000000 0.088890244551 Long EC CORP US N 1 N N N Bassett Furniture Industries Inc N/A Bassett Furniture Industries Inc 070203104 2100.00000000 NS USD 38955.00000000 0.084818437012 Long EC CORP US N 1 N N N Super Micro Computer Inc 54930022CZO1N2UGVW07 Super Micro Computer Inc 86800U104 244.00000000 NS USD 23904.68000000 0.052048712485 Long EC CORP US N 1 N N N Oil States International Inc 5493004TF4KQJGMYL777 Oil States International Inc 678026105 26100.00000000 NS USD 238293.00000000 0.518845842921 Long EC CORP US N 1 N N N Diamond Hill Investment Group Inc 549300AQ6779A0B7VZ57 Diamond Hill Investment Group Inc 25264R207 308.00000000 NS USD 53776.80000000 0.117090594879 Long EC CORP US N 1 N N N Great Southern Bancorp Inc 5493000ZL7DLNMN1AB26 Great Southern Bancorp Inc 390905107 400.00000000 NS USD 23276.00000000 0.050679859835 Long EC CORP US N 1 N N N Resources Connection Inc N/A Resources Connection Inc 76122Q105 10690.00000000 NS USD 193061.40000000 0.420361088318 Long EC CORP US N 1 N N N Universal Insurance Holdings Inc 529900GGAZ6WVUCWQM46 Universal Insurance Holdings Inc 91359V107 2000.00000000 NS USD 38660.00000000 0.084176120521 Long EC CORP US N 1 N N N Hooker Furnishings Corp N/A Hooker Furnishings Corp 439038100 2546.00000000 NS USD 55973.81000000 0.121874241505 Long EC CORP US N 1 N N N Forestar Group Inc 549300BC2UB0GHV60V70 Forestar Group Inc 346232101 3170.00000000 NS USD 45235.90000000 0.098494117182 Long EC CORP US N 1 N N N Hub Group Inc N/A Hub Group Inc 443320106 3100.00000000 NS USD 284363.00000000 0.619156082766 Long EC CORP US N 1 N N N Movado Group Inc 549300WCGCGPWGHVXM59 Movado Group Inc 624580106 7335.00000000 NS USD 253937.70000000 0.552909737198 Long EC CORP US N 1 N N N Associated Banc-Corp 549300N3CIN473IW5094 Associated Banc-Corp 045487105 11699.00000000 NS USD 270831.85000000 0.589694113982 Long EC CORP US N 1 N N N Cirrus Logic Inc 549300NKSJEM5ZZSSV18 Cirrus Logic Inc 172755100 600.00000000 NS USD 61650.00000000 0.134233259962 Long EC CORP US N 1 N N N Container Store Group Inc/The 529900L7KB2N9KXCDI76 Container Store Group Inc/The 210751103 19400.00000000 NS USD 84390.00000000 0.183746063393 Long EC CORP US N 1 N N N Whitestone REIT N/A Whitestone REIT 966084204 1900.00000000 NS USD 17955.00000000 0.039094212207 Long EC US N 1 N N N Amalgamated Financial Corp N/A Amalgamated Financial Corp 022671101 7025.00000000 NS USD 165438.75000000 0.360217076018 Long EC CORP US N 1 N N N Modine Manufacturing Co Z35SZFYJR8GZZRSIUU09 Modine Manufacturing Co 607828100 5400.00000000 NS USD 131814.00000000 0.287004427066 Long EC CORP US N 1 N N N Central Valley Community Bancorp N/A Central Valley Community Bancorp 155685100 900.00000000 NS USD 22959.00000000 0.049989641775 Long EC CORP US N 1 N N N Tri Pointe Homes Inc N/A Tri Pointe Homes Inc 87265H109 11892.00000000 NS USD 283505.28000000 0.617288531238 Long EC CORP US N 1 N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 CNO Financial Group Inc 12621E103 18300.00000000 NS USD 468846.00000000 1.020839042987 Long EC CORP US N 1 N N N Group 1 Automotive Inc 549300US8QAZJLWYAF63 Group 1 Automotive Inc 398905109 3594.00000000 NS USD 794525.58000000 1.729955534900 Long EC CORP US N 1 N N N Allison Transmission Holdings Inc 529900RP7DJ882LI9T83 Allison Transmission Holdings Inc 01973R101 6700.00000000 NS USD 318250.00000000 0.692939740193 Long EC CORP US N 1 N N N Dril-Quip Inc 5299007REICYIJNMW197 Dril-Quip Inc 262037104 100.00000000 NS USD 3425.00000000 0.007457403331 Long EC CORP US N 1 N N N NGM Biopharmaceuticals Inc 5493008V5DSDZIGQOP17 NGM Biopharmaceuticals Inc 62921N105 1200.00000000 NS USD 5688.00000000 0.012384732889 Long EC CORP US N 1 N N N Oxford Industries Inc IDZ20O0XD3GS4UOI2L88 Oxford Industries Inc 691497309 3000.00000000 NS USD 352830.00000000 0.768232297038 Long EC CORP US N 1 N N N Designer Brands Inc 549300X8J6FI8PPRK859 Designer Brands Inc 250565108 24800.00000000 NS USD 242792.00000000 0.528641713750 Long EC CORP US N 1 N N N First Financial Bancorp 549300D3F5B3EZMY7P77 First Financial Bancorp 320209109 698.00000000 NS USD 17198.72000000 0.037447530458 Long EC CORP US N 1 N N N Barrett Business Services Inc 529900HXB6TMG0SR9Y34 Barrett Business Services Inc 068463108 800.00000000 NS USD 76784.00000000 0.167185184637 Long EC CORP US N 1 N N N Shoe Carnival Inc N/A Shoe Carnival Inc 824889109 10396.00000000 NS USD 273934.60000000 0.596449868197 Long EC CORP US N 1 N N N Pactiv Evergreen Inc 894500GNKGJRUSH1F791 Pactiv Evergreen Inc 69526K105 9800.00000000 NS USD 105938.00000000 0.230663472730 Long EC CORP US N 1 N N N CTS Corp 549300YV1HQLBVHOI649 CTS Corp 126501105 3161.00000000 NS USD 136902.91000000 0.298084734916 Long EC CORP US N 1 N N N Evolution Petroleum Corp 549300P9ZXGJZ6SSM116 Evolution Petroleum Corp 30049A107 7260.00000000 NS USD 47262.60000000 0.102906940345 Long EC CORP US N 1 N N N Xenia Hotels & Resorts Inc 54930075IWIPHF5IQL62 Xenia Hotels & Resorts Inc 984017103 700.00000000 NS USD 9828.00000000 0.021398937208 Long EC US N 1 N N N Independent Bank Corp/MI N/A Independent Bank Corp/MI 453838609 4391.00000000 NS USD 96821.55000000 0.210813824672 Long EC CORP US N 1 N N N Aaron's Co Inc/The N/A Aaron's Co Inc/The 00258W108 12500.00000000 NS USD 179375.00000000 0.390561086872 Long EC CORP US N 1 N N N Nelnet Inc 549300T6B0Q52I6OM558 Nelnet Inc 64031N108 800.00000000 NS USD 75096.00000000 0.163509827901 Long EC CORP US N 1 N N N Mativ Holdings Inc 549300Z1FU4IDULG1R21 Mativ Holdings Inc 808541106 11113.00000000 NS USD 287937.83000000 0.626939717555 Long EC CORP US N 1 N N N Marcus & Millichap Inc 549300B2HE8ULXNB1N48 Marcus & Millichap Inc 566324109 7400.00000000 NS USD 254338.00000000 0.553781328016 Long EC CORP US N 1 N N N American Vanguard Corp 529900GWI78WZA5M9783 American Vanguard Corp 030371108 1808.00000000 NS USD 37732.96000000 0.082157635503 Long EC CORP US N 1 N N N La-Z-Boy Inc 549300WNO1WMN9ZG2519 La-Z-Boy Inc 505336107 14891.00000000 NS USD 482170.58000000 1.049851237813 Long EC CORP US N 1 N N N VOXX International Corp EC1QKSEOVR96PYJPNS25 VOXX International Corp 91829F104 1300.00000000 NS USD 14859.00000000 0.032353155065 Long EC CORP US N 1 N N N Diversified Healthcare Trust N/A Diversified Healthcare Trust 25525P107 138800.00000000 NS USD 136024.00000000 0.296171045467 Long EC US N 1 N N N ICF International Inc 5493003KYFDDC5B3WY64 ICF International Inc 44925C103 2500.00000000 NS USD 248725.00000000 0.541559895929 Long EC CORP US N 1 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 Resideo Technologies Inc 76118Y104 3135.00000000 NS USD 57495.90000000 0.125188355092 Long EC CORP US N 1 N N N Lamar Advertising Co 529900Y8WW4MKVPTB543 Lamar Advertising Co 512816109 600.00000000 NS USD 62736.00000000 0.136597855587 Long EC US N 1 N N N Westwood Holdings Group Inc N/A Westwood Holdings Group Inc 961765104 914.00000000 NS USD 11744.90000000 0.025572687995 Long EC CORP US N 1 N N N Hersha Hospitality Trust 549300DNC58BIN1VO064 Hersha Hospitality Trust 427825500 7600.00000000 NS USD 63536.00000000 0.138339730818 Long EC US N 1 N N N Lands' End Inc 54930016WOL7P2P67Q43 Lands' End Inc 51509F105 7800.00000000 NS USD 59280.00000000 0.129072954591 Long EC CORP US N 1 N N N Signet Jewelers Ltd 549300N3XPGE91WV7M22 Signet Jewelers Ltd 000000000 5700.00000000 NS USD 408234.00000000 0.888865866136 Long EC CORP BM N 1 N N N NOW Inc 549300AVH5SOCFVVDW91 NOW Inc 67011P100 12000.00000000 NS USD 154200.00000000 0.335746450707 Long EC CORP US N 1 N N N Gulfport Energy Corp 254900DJRGZBUZ3F5038 Gulfport Energy Corp 402635502 2400.00000000 NS USD 158688.00000000 0.345518370751 Long EC CORP US N 1 N N N RMR Group Inc/The 549300JP4L34E48UJM16 RMR Group Inc/The 74967R106 3200.00000000 NS USD 90048.00000000 0.196065475962 Long EC CORP US N 1 N N N Benchmark Electronics Inc 549300W18RHYZOZKOP53 Benchmark Electronics Inc 08160H101 8619.00000000 NS USD 205046.01000000 0.446455707453 Long EC CORP US N 1 N N N Eargo Inc N/A Eargo Inc 000000000 735.00000000 NS USD 4446.75000000 0.009682104602 Long EC CORP US N 1 N N N Regional Management Corp 549300S5O87W87JW4146 Regional Management Corp 75902K106 1900.00000000 NS USD 59888.00000000 0.130396779766 Long EC CORP US N 1 N N N Scholastic Corp N/A Scholastic Corp 807066105 8300.00000000 NS USD 378563.00000000 0.824261891176 Long EC CORP US N 1 N N N Sanmina Corp X5K24XLM8QYRXF00EB42 Sanmina Corp 801056102 9745.00000000 NS USD 589182.70000000 1.282853439322 Long EC CORP US N 1 N N N EverQuote Inc N/A EverQuote Inc 30041R108 400.00000000 NS USD 5460.00000000 0.011888298449 Long EC CORP US N 1 N N N Deluxe Corp KWGNKB8TX9LE5TV29231 Deluxe Corp 248019101 12679.00000000 NS USD 233800.76000000 0.509064690939 Long EC CORP US N 1 N N N ScanSource Inc 7FHBAN017QDY4K2KP156 ScanSource Inc 806037107 3353.00000000 NS USD 104546.54000000 0.227633785595 Long EC CORP US N 1 N N N NewMarket Corp 54930082CG88ERDREQ47 NewMarket Corp 651587107 1200.00000000 NS USD 412200.00000000 0.897501212592 Long EC CORP US N 1 N N N GoHealth Inc N/A GoHealth Inc 000000000 2080.00000000 NS USD 33716.80000000 0.073413073471 Long EC CORP US N 1 N N N Urstadt Biddle Properties Inc 549300XXD0YL0AER3Z82 Urstadt Biddle Properties Inc 917286205 800.00000000 NS USD 13840.00000000 0.030134441490 Long EC US N 1 N N N Schneider National Inc 529900V6GZ6G6E3BLV72 Schneider National Inc 80689H102 10000.00000000 NS USD 280600.00000000 0.610962737150 Long EC CORP US N 1 N N N PC Connection Inc 5299005WPRNIXDV2KM73 PC Connection Inc 69318J100 700.00000000 NS USD 30660.00000000 0.066757368214 Long EC CORP US N 1 N N N Community Trust Bancorp Inc N/A Community Trust Bancorp Inc 204149108 2696.00000000 NS USD 115254.00000000 0.250947609791 Long EC CORP US N 1 N N N Towne Bank/Portsmouth VA 54930039UO39UJGI7078 Towne Bank/Portsmouth VA 89214P109 6196.00000000 NS USD 187924.68000000 0.409176681649 Long EC CORP US N 1 N N N Daktronics Inc 549300IOLZ3SG5YUJ288 Daktronics Inc 234264109 9700.00000000 NS USD 39382.00000000 0.085748162916 Long EC CORP US N 1 N N N Griffon Corp 5493000C2SGNC7ZN3242 Griffon Corp 398433102 12700.00000000 NS USD 463169.00000000 1.008478260881 Long EC CORP US N 1 N N N Innospec Inc 213800SQBACNY5IWJO68 Innospec Inc 45768S105 300.00000000 NS USD 32838.00000000 0.071499623530 Long EC CORP US N 1 N N N Arrow Financial Corp 2549007Z8GI9ZZIQ1817 Arrow Financial Corp 042744102 1327.00000000 NS USD 40446.96000000 0.088066947223 Long EC CORP US N 1 N N N Stewart Information Services Corp 529900TV1XI0PLKENU10 Stewart Information Services Corp 860372101 10690.00000000 NS USD 454218.10000000 0.988989072129 Long EC CORP US N 1 N N N Civista Bancshares Inc 5493001LX61Z2UVYSC48 Civista Bancshares Inc 178867107 470.00000000 NS USD 10025.10000000 0.021828091718 Long EC CORP US N 1 N N N Waterstone Financial Inc 5493002KM21XRC2DCQ02 Waterstone Financial Inc 94188P101 2367.00000000 NS USD 38108.70000000 0.082975750752 Long EC CORP US N 1 N N N Anywhere Real Estate Inc 5493004HBTOTE9DI9P12 Anywhere Real Estate Inc 75605Y106 66382.00000000 NS USD 384351.78000000 0.836866056798 Long EC CORP US N 1 N N N Genesco Inc 549300VY2Q511P1K5P56 Genesco Inc 371532102 7587.00000000 NS USD 341187.39000000 0.742882329564 Long EC CORP US N 1 N N N Radian Group Inc 54930005OUP720S5U385 Radian Group Inc 750236101 19900.00000000 NS USD 424865.00000000 0.925077274838 Long EC CORP US N 1 N N N Park-Ohio Holdings Corp N/A Park-Ohio Holdings Corp 700666100 1152.00000000 NS USD 15333.12000000 0.033385477420 Long EC CORP US N 1 N N N Xerox Holdings Corp 5493000Y33XDVO2CXC18 Xerox Holdings Corp 98421M106 23922.00000000 NS USD 394473.78000000 0.858905133153 Long EC CORP US N 1 N N N Bel Fuse Inc 2549009L4XYDBRRY6X39 Bel Fuse Inc 077347300 2900.00000000 NS USD 103008.00000000 0.224283854698 Long EC CORP US N 1 N N N ATN International Inc 54930013NP7VEU877V56 ATN International Inc 00215F107 600.00000000 NS USD 25230.00000000 0.054934390086 Long EC CORP US N 1 N N N Weis Markets Inc N/A Weis Markets Inc 948849104 600.00000000 NS USD 45864.00000000 0.099861706973 Long EC CORP US N 1 N N N Patterson Cos Inc YM48Q2087CUE26GWEK09 Patterson Cos Inc 703395103 20700.00000000 NS USD 548964.00000000 1.195283492648 Long EC CORP US N 1 N N N Piedmont Office Realty Trust Inc N/A Piedmont Office Realty Trust Inc 720190206 27400.00000000 NS USD 250710.00000000 0.545881923845 Long EC US N 1 N N N Douglas Elliman Inc 549300BXICHPOXA1NO93 Douglas Elliman Inc 25961D105 6600.00000000 NS USD 27852.00000000 0.060643386155 Long EC CORP US N 1 N N N PotlatchDeltic Corp 54930084YA8UJOTXDM59 PotlatchDeltic Corp 737630103 8000.00000000 NS USD 369280.00000000 0.804049606468 Long EC US N 1 N N N Citi Trends Inc 529900D06Q0FPHV34S87 Citi Trends Inc 17306X102 100.00000000 NS USD 2804.00000000 0.006105272683 Long EC CORP US N 1 N N N G-III Apparel Group Ltd 529900O5KABM3R3SFM87 G-III Apparel Group Ltd 36237H101 10500.00000000 NS USD 174457.50000000 0.379853997564 Long EC CORP US N 1 N N N Zimvie Inc 549300GFKURT1J6XR665 Zimvie Inc 98888T107 4000.00000000 NS USD 45520.00000000 0.099112700624 Long EC CORP US N 1 N N N Kimball Electronics Inc 549300COBYN2GZCBIU87 Kimball Electronics Inc 49428J109 2978.00000000 NS USD 74479.78000000 0.162168104957 Long EC CORP US N 1 N N N RPT Realty 549300T03GDH1L37S188 RPT Realty 74971D101 4000.00000000 NS USD 42880.00000000 0.093364512362 Long EC US N 1 N N N Cato Corp/The 529900R4SJUY7GCUU865 Cato Corp/The 149205106 3820.00000000 NS USD 35335.00000000 0.076936451593 Long EC CORP US N 1 N N N Apple Hospitality REIT Inc 549300EVZAR0FBZO4F16 Apple Hospitality REIT Inc 03784Y200 8200.00000000 NS USD 135382.00000000 0.294773190594 Long EC US N 1 N N N Taylor Morrison Home Corp 5299009UDLLGLKOOJE30 Taylor Morrison Home Corp 87724P106 9800.00000000 NS USD 351134.00000000 0.764539521549 Long EC CORP US N 1 N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 Graham Holdings Co 384637104 252.00000000 NS USD 157918.32000000 0.343842512592 Long EC CORP US N 1 N N N Perdoceo Education Corp 529900X5PCA184O9LY90 Perdoceo Education Corp 71363P106 19500.00000000 NS USD 268807.50000000 0.585286407578 Long EC CORP US N 1 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 Avnet Inc 053807103 12513.00000000 NS USD 559456.23000000 1.218128687087 Long EC CORP US N 1 N N N Capital City Bank Group Inc 254900NVLVUJQZKTQE82 Capital City Bank Group Inc 139674105 600.00000000 NS USD 21402.00000000 0.046599517107 Long EC CORP US N 1 N N N Industrial Logistics Properties Trust 5493004XH9PJW009HR47 Industrial Logistics Properties Trust 456237106 16300.00000000 NS USD 66830.00000000 0.145511902080 Long EC US N 1 N N N Chico's FAS Inc 5299003ESGN5T1MFXY13 Chico's FAS Inc 168615102 45000.00000000 NS USD 258750.00000000 0.563387769913 Long EC CORP US N 1 N N N ACHILLION PHARMACE 529900LZPJ796VSWZM38 ACHILLION PHARMACE 004CVR031 72700.00000000 NS USD 36350.00000000 0.079146455792 N/A DE US N 3 N/A N/A Achillion Pharmaceuticals Inc Achillion Pharmaceuticals Inc 2024-07-29 XXXX 2908.00000000 N N N RE/MAX Holdings Inc 54930033W2KS56JHAN30 RE/MAX Holdings Inc 75524W108 500.00000000 NS USD 9245.00000000 0.020129545634 Long EC CORP US N 1 N N N Hyster-Yale Materials Handling Inc N/A Hyster-Yale Materials Handling Inc 449172105 2570.00000000 NS USD 99998.70000000 0.217731573284 Long EC CORP US N 1 N N N Mueller Industries Inc 5493005IZFE4VJLLYG84 Mueller Industries Inc 624756102 7855.00000000 NS USD 581034.35000000 1.265111678027 Long EC CORP US N 1 N N N Malibu Boats Inc N/A Malibu Boats Inc 56117J100 100.00000000 NS USD 5976.00000000 0.013011807972 Long EC CORP US N 1 N N N MidWestOne Financial Group Inc N/A MidWestOne Financial Group Inc 598511103 1200.00000000 NS USD 36048.00000000 0.078488897893 Long EC CORP US N 1 N N N Tennant Co JYAIRLT8DVP6DP8UT336 Tennant Co 880345103 600.00000000 NS USD 42492.00000000 0.092519702876 Long EC CORP US N 1 N N N Seneca Foods Corp N/A Seneca Foods Corp 817070501 2444.00000000 NS USD 135886.40000000 0.295871442927 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761L102 23300.00000000 NS USD 255834.00000000 0.557038634697 Long EC US N 1 N N N Moog Inc 549300WM2I4U7OBAHG07 Moog Inc 615394202 5519.00000000 NS USD 544283.78000000 1.185093043533 Long EC CORP US N 1 N N N Republic Bancorp Inc/KY N/A Republic Bancorp Inc/KY 760281204 613.00000000 NS USD 27278.50000000 0.059394679349 Long EC CORP US N 1 N N N HealthStream Inc 529900OJ88H8635JNH64 HealthStream Inc 42222N103 4900.00000000 NS USD 125685.00000000 0.273659485455 Long EC CORP US N 1 N N N CBIZ Inc 529900D5X8CFM8O1N813 CBIZ Inc 124805102 3400.00000000 NS USD 170306.00000000 0.370814753789 Long EC CORP US N 1 N N N Vishay Precision Group Inc N/A Vishay Precision Group Inc 92835K103 100.00000000 NS USD 4360.00000000 0.009493220007 Long EC CORP US N 1 N N N 1st Source Corp N/A 1st Source Corp 336901103 2706.00000000 NS USD 134812.92000000 0.293534107649 Long EC CORP US N 1 N N N MasterCraft Boat Holdings Inc 549300IXWX41555YJ117 MasterCraft Boat Holdings Inc 57637H103 3200.00000000 NS USD 108064.00000000 0.235292506156 Long EC CORP US N 1 N N N Ethan Allen Interiors Inc N/A Ethan Allen Interiors Inc 297602104 13277.00000000 NS USD 392335.35000000 0.854249035342 Long EC CORP US N 1 N N N Koppers Holdings Inc N/A Koppers Holdings Inc 50060P106 3519.00000000 NS USD 126296.91000000 0.274991824045 Long EC CORP US N 1 N N N Quanex Building Products Corp 5493000TL30VL5WOAW87 Quanex Building Products Corp 747619104 1200.00000000 NS USD 31140.00000000 0.067802493353 Long EC CORP US N 1 N N N Warrior Met Coal Inc 549300152B1S9YKBYV79 Warrior Met Coal Inc 93627C101 16800.00000000 NS USD 642936.00000000 1.399892866617 Long EC CORP US N 1 N N N Donnelley Financial Solutions Inc 549300O1NPY4J56QCU04 Donnelley Financial Solutions Inc 25787G100 11004.00000000 NS USD 465579.24000000 1.013726182576 Long EC CORP US N 1 N N N TEGNA Inc 549300YC5EDBGX85AO10 TEGNA Inc 87901J105 6890.00000000 NS USD 119886.00000000 0.261033067377 Long EC CORP US N 1 N N N First Community Bankshares Inc N/A First Community Bankshares Inc 31983A103 1605.00000000 NS USD 50108.10000000 0.109102572806 Long EC CORP US N 1 N N N Village Super Market Inc 25490069686XCNNEMQ07 Village Super Market Inc 927107409 1500.00000000 NS USD 33495.00000000 0.072930138563 Long EC CORP US N 1 N N N Clarus Corp 549300PKSLI6PT0ULL72 Clarus Corp 18270P109 2652.00000000 NS USD 26254.80000000 0.057165732257 Long EC CORP US N 1 N N N First Financial Corp/IN N/A First Financial Corp/IN 320218100 2400.00000000 NS USD 105480.00000000 0.229666249161 Long EC CORP US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 State Street Institutional Treasury Money Market Fund 857492870 90522.22000000 NS USD 90522.22000000 0.197098016051 Long STIV RF US N 1 N N N Spok Holdings Inc 549300HXXANIVN2ICC89 Spok Holdings Inc 84863T106 7821.00000000 NS USD 78131.79000000 0.170119787159 Long EC CORP US N 1 N N N Apogee Enterprises Inc 549300579S7QW8V4IJ60 Apogee Enterprises Inc 037598109 5100.00000000 NS USD 233376.00000000 0.508139842285 Long EC CORP US N 1 N N N Enova International Inc 549300O8XOCQSB49UO63 Enova International Inc 29357K103 9509.00000000 NS USD 463563.75000000 1.009337767440 Long EC CORP US N 1 N N N Sylvamo Corp 5493001AOYU1ZOWOC971 Sylvamo Corp 871332102 1200.00000000 NS USD 59196.00000000 0.128890057692 Long EC CORP US N 1 N N N Oppenheimer Holdings Inc N/A Oppenheimer Holdings Inc 683797104 3400.00000000 NS USD 149906.00000000 0.326396935407 Long EC CORP US N 1 N N N Acushnet Holdings Corp 529900W5FI106H543E43 Acushnet Holdings Corp 005098108 3000.00000000 NS USD 144780.00000000 0.315235869867 Long EC CORP US N 1 N N N A-Mark Precious Metals Inc XP6XYFDZQGKLUMOFGT37 A-Mark Precious Metals Inc 00181T107 6600.00000000 NS USD 193446.00000000 0.421198494835 Long EC CORP US N 1 N N N World Fuel Services Corp D3W7PCXCBRQLL17DZ313 World Fuel Services Corp 981475106 22197.00000000 NS USD 609307.65000000 1.326672379226 Long EC CORP US N 1 N N N ACCO Brands Corp JCT8P4Y190IH4I1NX328 ACCO Brands Corp 00081T108 36749.00000000 NS USD 208366.83000000 0.453686275082 Long EC CORP US N 1 N N N MRC Global Inc 529900TSBPOLCLI2L582 MRC Global Inc 55345K103 33300.00000000 NS USD 372960.00000000 0.812062232529 Long EC CORP US N 1 N N N Financial Institutions Inc N/A Financial Institutions Inc 317585404 1004.00000000 NS USD 25059.84000000 0.054563893225 Long EC CORP US N 1 N N N Ryerson Holding Corp 549300JMA41B3ZHOVE45 Ryerson Holding Corp 783754104 9300.00000000 NS USD 334149.00000000 0.727557333058 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 MAR23 000000000 2.00000000 NC USD 14011.40000000 0.030507638258 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYH3 Index 2023-03-17 175898.60000000 USD 14011.40000000 N N N Caleres Inc JFU6RQQJ8Z1CPOLBXQ18 Caleres Inc 129500104 2100.00000000 NS USD 54831.00000000 0.119385950964 Long EC CORP US N 1 N N N Stepan Co IZU1EW9GB3WC7CYCSR17 Stepan Co 858586100 3700.00000000 NS USD 385133.00000000 0.838567041507 Long EC CORP US N 1 N N N SpartanNash Co 549300TV3QCCSQLF5X16 SpartanNash Co 847215100 4309.00000000 NS USD 115308.84000000 0.251067015338 Long EC CORP US N 1 N N N Johnson Outdoors Inc N/A Johnson Outdoors Inc 479167108 1622.00000000 NS USD 105202.92000000 0.229062950675 Long EC CORP US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 GMO US Treasury Fund 362013369 69121.41100000 NS USD 344915.84000000 0.751000447943 Long STIV RF US N 1 N N N Midland States Bancorp Inc 5493006RHXW9TTBWYC94 Midland States Bancorp Inc 597742105 3400.00000000 NS USD 88536.00000000 0.192773331776 Long EC CORP US N 1 N N N Heidrick & Struggles International Inc 5493006284N2J367VB57 Heidrick & Struggles International Inc 422819102 4971.00000000 NS USD 170654.43000000 0.371573405772 Long EC CORP US N 1 N N N Mercer International Inc 549300Z5IAG39VRTY874 Mercer International Inc 588056101 4480.00000000 NS USD 48294.40000000 0.105153523923 Long EC CORP US N 1 N N N Rush Enterprises Inc 529900V3XHTN7A6DFT17 Rush Enterprises Inc 781846308 200.00000000 NS USD 11996.00000000 0.026119419083 Long EC CORP US N 1 N N N Weyco Group Inc 549300I10J38MHJELM87 Weyco Group Inc 962149100 494.00000000 NS USD 13091.00000000 0.028503610805 Long EC CORP US N 1 N N N 2023-03-24 GMO TRUST Betty Maganzini Betty Maganzini Treasurer