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