0001752724-23-090100.txt : 20230427 0001752724-23-090100.hdr.sgml : 20230427 20230427135027 ACCESSION NUMBER: 0001752724-23-090100 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: 23854902 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 S000079720 GMO U.S. Opportunistic Value Fund C000241007 Class III PPADX C000241008 Class IV GUSOX C000241011 Class VI UUOAX C000241012 Class I PPAEX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000079720 C000241008 C000241012 C000241007 C000241011 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO U.S. Opportunistic Value Fund S000079720 549300D1IT1TGIT5NX36 2023-02-28 2023-02-28 N 341350593.50 205485.16 341145108.34 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 Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 25636.00000000 NS USD 2871232.00000000 0.841645367266 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 146352.00000000 NS USD 7086363.84000000 2.077228624054 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 188198.00000000 NS USD 2939652.76000000 0.861701571599 Long EC CORP US N 1 N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620R303 45490.00000000 NS USD 1813231.40000000 0.531513234594 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 85352.00000000 NS USD 3306536.48000000 0.969246340974 Long EC CORP US N 1 N N N Universal Corp/VA 549300BZXZ66F6DTIF20 913456109 3074.00000000 NS USD 155513.66000000 0.045585780419 Long EC CORP US N 1 N N N Kulicke & Soffa Industries Inc 529900H6BEIRBF429744 501242101 20410.00000000 NS USD 1087853.00000000 0.318882778443 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 196394.00000000 NS USD 2238891.60000000 0.656287176707 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 33092.00000000 NS USD 5071679.92000000 1.486663532910 Long EC CORP US N 1 N N N Goodyear Tire & Rubber Co/The 5493002BI0S2ZQUY3437 382550101 11900.00000000 NS USD 135184.00000000 0.039626539175 Long EC CORP US N 1 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 6978.00000000 NS USD 371159.82000000 0.108798224253 Long EC CORP US N 1 N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 47894.00000000 NS USD 6192694.20000000 1.815266890424 Long EC CORP US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 225814.78000000 NS USD 225814.78000000 0.066193175419 Long STIV RF US N 1 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 33528.00000000 NS USD 1568104.56000000 0.459659107419 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 20358.00000000 NS USD 1939506.66000000 0.568528351304 Long EC CORP US N 1 N N N ManpowerGroup Inc ERO1WSFOSR0JJ6CRQ987 56418H100 20740.00000000 NS USD 1760411.20000000 0.516030028560 Long EC CORP US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 12338.00000000 NS USD 1141018.24000000 0.334467126189 Long EC CORP US N 1 N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351604 600.00000000 NS USD 86682.00000000 0.025409128807 Long EC CORP US N 1 N N N Ferguson PLC 213800DU1LGY3R2S2X42 000000000 15100.00000000 NS USD 2175910.00000000 0.637825355488 Long EC CORP JE N 1 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 30718.00000000 NS USD 1923868.34000000 0.563944284401 Long EC CORP US N 1 N N N Western Union Co/The 28ID94QU1140NC23S047 959802109 52538.00000000 NS USD 680892.48000000 0.199590280896 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 69870.00000000 NS USD 3207033.00000000 0.940078846683 Long EC CORP US N 1 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 26804.00000000 NS USD 3029388.08000000 0.888005721301 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 44634.00000000 NS USD 4808867.16000000 1.409625125038 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742101 20570.00000000 NS USD 2011540.30000000 0.589643600574 Long EC CORP US N 1 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 55138.00000000 NS USD 3188079.16000000 0.934522900097 Long EC CORP US N 1 N N N H&R Block Inc 549300CE3KUCWLZBG404 093671105 32390.00000000 NS USD 1191952.00000000 0.349397359323 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 103558.00000000 NS USD 5249355.02000000 1.538745504968 Long EC CORP US N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 66026.00000000 NS USD 2345903.78000000 0.687655699187 Long EC CORP US N 1 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 17428.00000000 NS USD 2752229.76000000 0.806762193775 Long EC CORP US N 1 N N N Bread Financial Holdings Inc 549300G8S4PO686J7H97 018581108 2940.00000000 NS USD 120745.80000000 0.035394263921 Long EC CORP US N 1 N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 536797103 1372.00000000 NS USD 350106.96000000 0.102626991107 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 112654.00000000 NS USD 4187349.18000000 1.227439314717 Long EC CORP US N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 57944.00000000 NS USD 1023291.04000000 0.299957705675 Long EC CORP BM N 1 N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 2700.00000000 NS USD 380187.00000000 0.111444365082 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 16800.00000000 NS USD 588336.00000000 0.172459163451 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 6028.00000000 NS USD 1009328.32000000 0.295864808061 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 5244.00000000 NS USD 732324.60000000 0.214666598493 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 27236.00000000 NS USD 2255140.80000000 0.661050311104 Long EC CORP IE N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 38078.00000000 NS USD 1787762.10000000 0.524047408652 Long EC CORP US N 1 N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345102 161752.00000000 NS USD 918751.36000000 0.269313948093 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 171172.00000000 NS USD 2622355.04000000 0.768691965937 Long EC CORP US N 1 N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 24200.00000000 NS USD 604274.00000000 0.177131075670 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 26502.00000000 NS USD 1812736.80000000 0.531368252301 Long EC CORP US N 1 N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 52054.00000000 NS USD 2115474.56000000 0.620109891152 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 37000.00000000 NS USD 3332220.00000000 0.976774961310 Long EC CORP US N 1 N N N Tri Pointe Homes Inc N/A 87265H109 4410.00000000 NS USD 105134.40000000 0.030818088089 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 6300.00000000 NS USD 646128.00000000 0.189399755178 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 157366.00000000 NS USD 2456483.26000000 0.720069905722 Long EC CORP US N 1 N N N USANA Health Sciences Inc 549300YTURXE814MAH96 90328M107 784.00000000 NS USD 47651.52000000 0.013968108829 Long EC CORP US N 1 N N N Group 1 Automotive Inc 549300US8QAZJLWYAF63 398905109 2084.00000000 NS USD 460709.88000000 0.135048068618 Long EC CORP US N 1 N N N Allison Transmission Holdings Inc 529900RP7DJ882LI9T83 01973R101 1666.00000000 NS USD 79135.00000000 0.023196873724 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 14800.00000000 NS USD 1178080.00000000 0.345331054498 Long EC CORP US N 1 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 7078.00000000 NS USD 3324324.26000000 0.974460479933 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 10202.00000000 NS USD 986941.48000000 0.289302544832 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 26038.00000000 NS USD 2216875.32000000 0.649833535877 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 10202.00000000 NS USD 2753111.72000000 0.807020723057 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 37042.00000000 NS USD 3284884.56000000 0.962899505135 Long EC CORP US N 1 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 21150.00000000 NS USD 1163461.50000000 0.341045927834 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 6252.00000000 NS USD 1519736.16000000 0.445480859272 Long EC CORP US N 1 N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 2784.00000000 NS USD 329040.96000000 0.096451906228 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 68626.00000000 NS USD 1469968.92000000 0.430892568606 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 41668.00000000 NS USD 2468412.32000000 0.723566675779 Long EC CORP US N 1 N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255104 46128.00000000 NS USD 1293429.12000000 0.379143387485 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 30274.00000000 NS USD 3516325.10000000 1.030741761800 Long EC CORP US N 1 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 12640.00000000 NS USD 639836.80000000 0.187555613244 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 32288.00000000 NS USD 2683455.68000000 0.786602420611 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 30320.00000000 NS USD 4874546.40000000 1.428877706533 Long EC CORP US N 1 N N N Williams-Sonoma Inc 549300IARG6YWVTZ1I92 969904101 3858.00000000 NS USD 481941.36000000 0.141271660715 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 27114.00000000 NS USD 495915.06000000 0.145367776900 Long EC CORP US N 1 N N N Marcus & Millichap Inc 549300B2HE8ULXNB1N48 566324109 2548.00000000 NS USD 87574.76000000 0.025670823898 Long EC CORP US N 1 N N N La-Z-Boy Inc 549300WNO1WMN9ZG2519 505336107 8526.00000000 NS USD 276071.88000000 0.080925058941 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 7684.00000000 NS USD 693865.20000000 0.203392979420 Long EC CORP US N 1 N N N Apollo Commercial Real Estate Finance Inc 549300E0AN7M2AQHSY29 03762U105 4900.00000000 NS USD 56301.00000000 0.016503534309 Long EC US N 1 N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 18574.00000000 NS USD 5425465.40000000 1.590368810035 Long EC CORP US N 1 N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 5200.00000000 NS USD 807508.00000000 0.236705138153 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 73588.00000000 NS USD 6147541.52000000 1.802031267548 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 11112.00000000 NS USD 1090420.56000000 0.319635408318 Long EC CORP CH N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 23652.00000000 NS USD 2118273.12000000 0.620930234147 Long EC CORP US N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 1000.00000000 NS USD 80620.00000000 0.023632172359 Long EC CORP US N 1 N N N Adtalem Global Education Inc 549300Z467EZLMODV621 00737L103 4974.00000000 NS USD 194582.88000000 0.057038156269 Long EC CORP US N 1 N N N Huntsman Corp 5299000V56320A7RIQ67 447011107 15196.00000000 NS USD 445850.64000000 0.130692373743 Long EC CORP US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 722.00000000 NS USD 61810.42000000 0.018118512764 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 110064.00000000 NS USD 12097134.24000000 3.546037725372 Long EC CORP US N 1 N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 20100.00000000 NS USD 592347.00000000 0.173634909461 Long EC CORP US N 1 N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 117043109 10360.00000000 NS USD 905671.20000000 0.265479755640 Long EC CORP US N 1 N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 000000000 76724.00000000 NS USD 2106841.04000000 0.617579144033 Long EC CORP JE N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 378650.00000000 NS USD 7160271.50000000 2.098893205545 Long EC CORP US N 1 N N N Matson Inc 549300OI5H3Y0I9I4I12 57686G105 2868.00000000 NS USD 190750.68000000 0.055914821973 Long EC CORP US N 1 N N N Academy Sports & Outdoors Inc N/A 00402L107 3400.00000000 NS USD 201110.00000000 0.058951453526 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 273746.00000000 NS USD 9389487.80000000 2.752344257752 Long EC CORP US N 1 N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355L106 23600.00000000 NS USD 654664.00000000 0.191901916221 Long EC CORP US N 1 N N N Schneider National Inc 529900V6GZ6G6E3BLV72 80689H102 10406.00000000 NS USD 291992.36000000 0.085591835515 Long EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 11948.00000000 NS USD 532283.40000000 0.156028442732 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 16060.00000000 NS USD 766543.80000000 0.224697286069 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 271560.00000000 NS USD 6769990.80000000 1.984490070205 Long EC CORP US N 1 N N N Stewart Information Services Corp 529900TV1XI0PLKENU10 860372101 8592.00000000 NS USD 365074.08000000 0.107014308889 Long EC CORP US N 1 N N N Fortune Brands Innovations Inc 54930032LHW54PQUJD44 34964C106 3930.00000000 NS USD 243463.50000000 0.071366551666 Long EC CORP US N 1 N N N Radian Group Inc 54930005OUP720S5U385 750236101 58438.00000000 NS USD 1247651.30000000 0.365724517074 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 38832.00000000 NS USD 1952472.96000000 0.572329167931 Long EC CORP US N 1 N N N AutoNation Inc N/A 05329W102 2992.00000000 NS USD 408437.92000000 0.119725568391 Long EC CORP US N 1 N N N Xerox Holdings Corp 5493000Y33XDVO2CXC18 98421M106 10290.00000000 NS USD 169682.10000000 0.049738980818 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 69984.00000000 NS USD 2499128.64000000 0.732570562761 Long EC CORP US N 1 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 291216.00000000 NS USD 3514977.12000000 1.030346627892 Long EC CORP US N 1 N N N SLM Corp N/A 78442P106 6100.00000000 NS USD 87718.00000000 0.025712811896 Long EC CORP US N 1 N N N Flex Ltd 549300EAQH74YHD07T53 000000000 78528.00000000 NS USD 1787297.28000000 0.523911155782 Long EC CORP SG N 1 N N N Korn Ferry 549300FOD20OM0GT5G40 500643200 980.00000000 NS USD 54772.20000000 0.016055396563 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 18916.00000000 NS USD 6651811.40000000 1.949848096127 Long EC CORP US N 1 N N N Macy's Inc 529900NZQ81TIOW3CW52 55616P104 67776.00000000 NS USD 1386696.96000000 0.406483026166 Long EC CORP US N 1 N N N Foot Locker Inc 549300X383CBNP6MTV94 344849104 28896.00000000 NS USD 1263333.12000000 0.370321335148 Long EC CORP US N 1 N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664100 9412.00000000 NS USD 183345.76000000 0.053744214856 Long EC CORP US N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 55616.00000000 NS USD 3989335.68000000 1.169395539455 Long EC CORP US N 1 N N N Taylor Morrison Home Corp 5299009UDLLGLKOOJE30 87724P106 21946.00000000 NS USD 786325.18000000 0.230495809782 Long EC CORP US N 1 N N N Graham Holdings Co 529900BOSCEEEMAFQJ29 384637104 490.00000000 NS USD 307063.40000000 0.090009615407 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 87862.00000000 NS USD 15370578.28000000 4.505583666373 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 216130.00000000 NS USD 8768394.10000000 2.570282816795 Long EC CORP US N 1 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807103 9744.00000000 NS USD 435654.24000000 0.127703498994 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 220432.00000000 NS USD 8554965.92000000 2.507720530312 Long EC CORP US N 1 N N N Carter's Inc 5299003WAQK4R3L3ZU36 146229109 6166.00000000 NS USD 464854.74000000 0.136263053063 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 4500.00000000 NS USD 145125.00000000 0.042540548421 Long EC CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 32458.00000000 NS USD 1355446.08000000 0.397322443401 Long EC CORP US N 1 N N N PulteGroup Inc N/A 745867101 9982.00000000 NS USD 545715.94000000 0.159965928474 Long EC CORP US N 1 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 6664.00000000 NS USD 1595095.04000000 0.467570837454 Long EC CORP US N 1 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 73592.00000000 NS USD 3744360.96000000 1.097586003275 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 57964.00000000 NS USD 7160292.92000000 2.098899484398 Long EC CORP US N 1 N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005N100 44836.00000000 NS USD 1347321.80000000 0.394940970004 Long EC CORP US N 1 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 9516.00000000 NS USD 744912.48000000 0.218356488716 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 112826.00000000 NS USD 2631102.32000000 0.771256059570 Long EC CORP US N 1 N N N PVH Corp 123WALMHY1GZXG2YDL90 693656100 29328.00000000 NS USD 2353278.72000000 0.689817518255 Long EC CORP US N 1 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 18316.00000000 NS USD 796929.16000000 0.233604158616 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 25356.00000000 NS USD 1093857.84000000 0.320642979558 Long EC CORP US N 1 N N N Ovintiv Inc N/A 69047Q102 12100.00000000 NS USD 517517.00000000 0.151699962083 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 3942.00000000 NS USD 2997575.64000000 0.878680528232 Long EC CORP US N 1 N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 47233W109 5300.00000000 NS USD 200287.00000000 0.058710207211 Long EC CORP US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 39192.00000000 NS USD 3919200.00000000 1.148836639947 Long EC CORP US N 1 N N N Harley-Davidson Inc ZDNAWZWXIKMWI51R2A08 412822108 1700.00000000 NS USD 80835.00000000 0.023695195394 Long EC CORP US N 1 N N N Gap Inc/The T2ZG1WRWZ4BUCMQL9224 364760108 52480.00000000 NS USD 682764.80000000 0.200139114795 Long EC CORP US N 1 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 23900.00000000 NS USD 930666.00000000 0.272806491210 Long EC CORP US N 1 N N N Wolverine World Wide Inc 549300OVC7PK14LQ8D87 978097103 5400.00000000 NS USD 90450.00000000 0.026513644132 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 51620.00000000 NS USD 5484108.80000000 1.607558972979 Long EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 17300.00000000 NS USD 429386.00000000 0.125866087334 Long EC CORP US N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 14506.00000000 NS USD 2001537.88000000 0.586711587259 Long EC CORP US N 1 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 20184.00000000 NS USD 1580609.04000000 0.463324550567 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 79490.00000000 NS USD 11394891.50000000 3.340189034351 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 125054.00000000 NS USD 3691594.08000000 1.082118426954 Long EC CORP US N 1 N N N Atkore Inc 52990002TI38AM4RPV48 047649108 5994.00000000 NS USD 875243.88000000 0.256560583342 Long EC CORP US N 1 N N N HNI Corp 549300SKRADLC4O5HV93 404251100 2156.00000000 NS USD 67375.00000000 0.019749660292 Long EC CORP US N 1 N N N Schnitzer Steel Industries Inc 549300F62TK8VRDSM285 806882106 1700.00000000 NS USD 55573.00000000 0.016290135382 Long EC CORP US N 1 N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509102 7670.00000000 NS USD 1900932.80000000 0.557221180526 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 87000.00000000 NS USD 5999520.00000000 1.758641661078 Long EC CORP US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 362013369 1163420.39300000 NS USD 5805467.76000000 1.701759051521 Long STIV RF US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 11900.00000000 NS USD 1298052.00000000 0.380498494120 Long EC CORP US N 1 N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735100 15260.00000000 NS USD 1800527.40000000 0.527789306070 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 69984.00000000 NS USD 5635811.52000000 1.652027651055 Long EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 39350.00000000 NS USD 4066822.50000000 1.192109281528 Long EC CORP US N 1 N N N Encore Wire Corp N/A 292562105 4428.00000000 NS USD 854648.28000000 0.250523387000 Long EC CORP US N 1 N N N 2023-03-24 GMO TRUST Betty Maganzini Betty Maganzini Treasurer