0001752724-23-241006.txt : 20231027
0001752724-23-241006.hdr.sgml : 20231027
20231027143400
ACCESSION NUMBER: 0001752724-23-241006
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20231027
DATE AS OF CHANGE: 20231027
PERIOD START: 20240229
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: 231354991
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
53 State Street, 33rd Floor
BOSTON
02109
617-346-7646
GMO U.S. Small Cap Value Fund
S000065871
549300326MS588AE2709
2024-02-29
2023-08-31
N
31281025.95
75850.32
31205175.63
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
10.31000000
N
AdvanSix Inc
5493009TPRODMCAZLF67
AdvanSix Inc
00773T101
3763.00000000
NS
USD
124480.04000000
0.398908314043
Long
EC
CORP
US
N
1
N
N
N
LendingTree Inc
549300ISY5YHUJZTON08
LendingTree Inc
52603B107
5411.00000000
NS
USD
102322.01000000
0.327900766248
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285103
2712.00000000
NS
USD
169852.56000000
0.544308937767
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp
410495204
8589.00000000
NS
USD
148761.48000000
0.476720534323
Long
EC
CORP
US
N
1
N
N
N
Upwork Inc
5493004QJ6WWBXVE2S70
Upwork Inc
91688F104
1726.00000000
NS
USD
25562.06000000
0.081916090789
Long
EC
CORP
US
N
1
N
N
N
Universal Electronics Inc
549300ZW9EULAR7T6F89
Universal Electronics Inc
913483103
3569.00000000
NS
USD
31764.10000000
0.101791127140
Long
EC
CORP
US
N
1
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155203
9067.00000000
NS
USD
82237.69000000
0.263538622487
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
6459.00000000
NS
USD
307577.58000000
0.985662069801
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
479.00000000
NS
USD
23044.69000000
0.073848935424
Long
EC
CORP
US
N
1
N
N
N
Vera Bradley Inc
52990005Q6LEJKXO7M51
Vera Bradley Inc
92335C106
11651.00000000
NS
USD
83537.67000000
0.267704533986
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries Inc
501242101
4600.00000000
NS
USD
237958.00000000
0.762559399829
Long
EC
CORP
US
N
1
N
N
N
Curo Group Holdings Corp
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131L107
8971.00000000
NS
USD
9688.68000000
0.031048311071
Long
EC
CORP
US
N
1
N
N
N
V2X Inc
N/A
V2X Inc
92242T101
388.00000000
NS
USD
19520.28000000
0.062554623090
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652100
12151.00000000
NS
USD
339741.96000000
1.088735932873
Long
EC
CORP
US
N
1
N
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Cos Inc
419596101
6194.00000000
NS
USD
193872.20000000
0.621282194654
Long
EC
CORP
US
N
1
N
N
N
Preformed Line Products Co
549300EYH53XDJID2098
Preformed Line Products Co
740444104
539.00000000
NS
USD
91355.11000000
0.292756275699
Long
EC
CORP
US
N
1
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164V103
15552.00000000
NS
USD
181025.28000000
0.580112998389
Long
EC
CORP
US
N
1
N
N
N
Kelly Services Inc
N/A
Kelly Services Inc
488152208
7365.00000000
NS
USD
136178.85000000
0.436398280896
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare Inc
N/A
Prestige Consumer Healthcare Inc
74112D101
8523.00000000
NS
USD
497146.59000000
1.593154276376
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries Inc
374689107
807.00000000
NS
USD
60549.21000000
0.194035793029
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International Inc
675232102
1273.00000000
NS
USD
29011.67000000
0.092970699296
Long
EC
CORP
US
N
1
N
N
N
Lee Enterprises Inc
N/A
Lee Enterprises Inc
523768406
700.00000000
NS
USD
8365.00000000
0.026806450632
Long
EC
CORP
US
N
1
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp Inc
985817105
10400.00000000
NS
USD
445640.00000000
1.428096432732
Long
EC
CORP
US
N
1
N
N
N
Miller Industries Inc/TN
549300F1O74SPUJ7UU94
Miller Industries Inc/TN
600551204
1468.00000000
NS
USD
58720.00000000
0.188173912867
Long
EC
CORP
US
N
1
N
N
N
Bassett Furniture Industries Inc
N/A
Bassett Furniture Industries Inc
070203104
1136.00000000
NS
USD
17324.00000000
0.055516431650
Long
EC
CORP
US
N
1
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
6069.00000000
NS
USD
367842.09000000
1.178785514177
Long
EC
CORP
US
N
1
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
6684.00000000
NS
USD
377913.36000000
1.211059871865
Long
EC
CORP
IE
N
1
N
N
N
Oil States International Inc
5493004TF4KQJGMYL777
Oil States International Inc
678026105
26100.00000000
NS
USD
204624.00000000
0.655737376473
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
51978.08000000
0.166568778898
Long
EC
CORP
US
N
1
N
N
N
Great Southern Bancorp Inc
5493000ZL7DLNMN1AB26
Great Southern Bancorp Inc
390905107
400.00000000
NS
USD
20188.00000000
0.064694396337
Long
EC
CORP
US
N
1
N
N
N
Resources Connection Inc
N/A
Resources Connection Inc
76122Q105
10690.00000000
NS
USD
165801.90000000
0.531328206467
Long
EC
CORP
US
N
1
N
N
N
Universal Insurance Holdings Inc
529900GGAZ6WVUCWQM46
Universal Insurance Holdings Inc
91359V107
1400.00000000
NS
USD
17724.00000000
0.056798270293
Long
EC
CORP
US
N
1
N
N
N
Hooker Furnishings Corp
N/A
Hooker Furnishings Corp
439038100
2546.00000000
NS
USD
54815.38000000
0.175661180856
Long
EC
CORP
US
N
1
N
N
N
Forestar Group Inc
549300BC2UB0GHV60V70
Forestar Group Inc
346232101
496.00000000
NS
USD
14140.96000000
0.045316072460
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
277.00000000
NS
USD
17229.40000000
0.055213276811
Long
EC
US
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
077454106
4175.00000000
NS
USD
392032.50000000
1.256306020027
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp
83125X103
1295.00000000
NS
USD
33126.10000000
0.106155787721
Long
EC
CORP
US
N
1
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group Inc
624580106
7335.00000000
NS
USD
200612.25000000
0.642881336027
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
12749.00000000
NS
USD
220940.17000000
0.708024119523
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
39963.00000000
NS
USD
461972.28000000
1.480434801834
Long
EC
CORP
US
N
1
N
N
N
Overseas Shipholding Group Inc
N/A
Overseas Shipholding Group Inc
69036R863
2865.00000000
NS
USD
12606.00000000
0.040397144850
Long
EC
CORP
US
N
1
N
N
N
Container Store Group Inc/The
529900L7KB2N9KXCDI76
Container Store Group Inc/The
210751103
18055.00000000
NS
USD
42248.70000000
0.135390040744
Long
EC
CORP
US
N
1
N
N
N
Whitestone REIT
N/A
Whitestone REIT
966084204
4000.00000000
NS
USD
40000.00000000
0.128183864350
Long
EC
US
N
1
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
893.00000000
NS
USD
49865.12000000
0.159797594447
Long
EC
CORP
US
N
1
N
N
N
Amalgamated Financial Corp
N/A
Amalgamated Financial Corp
022671101
7025.00000000
NS
USD
125888.00000000
0.403420257884
Long
EC
CORP
US
N
1
N
N
N
Modine Manufacturing Co
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co
607828100
3488.00000000
NS
USD
165993.92000000
0.531943553108
Long
EC
CORP
US
N
1
N
N
N
Gates Industrial Corp PLC
549300S6K4FWUSB9KM27
Gates Industrial Corp PLC
000000000
2256.00000000
NS
USD
27703.68000000
0.088779118978
Long
EC
CORP
GB
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
4146.00000000
NS
USD
72886.68000000
0.233572407552
Long
EC
CORP
US
N
1
N
N
N
Central Valley Community Bancorp
N/A
Central Valley Community Bancorp
155685100
900.00000000
NS
USD
13158.00000000
0.042166082178
Long
EC
CORP
US
N
1
N
N
N
Victory Capital Holdings Inc
549300BN5LH2CIPPHS71
Victory Capital Holdings Inc
92645B103
3178.00000000
NS
USD
109386.76000000
0.350540440140
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes Inc
87265H109
11892.00000000
NS
USD
369841.20000000
1.185191855303
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN Holding Inc
529900AXX7CT9GZSCS30
JELD-WEN Holding Inc
47580P103
6527.00000000
NS
USD
98427.16000000
0.315419343146
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
17797.00000000
NS
USD
416449.80000000
1.334553616803
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
3235.00000000
NS
USD
855398.70000000
2.741207773167
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
8528.00000000
NS
USD
515517.60000000
1.652025952721
Long
EC
CORP
US
N
1
N
N
N
Dril-Quip Inc
5299007REICYIJNMW197
Dril-Quip Inc
262037104
1100.00000000
NS
USD
30338.00000000
0.097221051916
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
Oxford Industries Inc
691497309
2834.00000000
NS
USD
286205.66000000
0.917173687447
Long
EC
CORP
US
N
1
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566107
2853.00000000
NS
USD
64335.15000000
0.206168203514
Long
EC
CORP
US
N
1
N
N
N
Pediatrix Medical Group Inc
N/A
Pediatrix Medical Group Inc
58502B106
923.00000000
NS
USD
13041.99000000
0.041794316925
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp
549300VVSQLG4P5K4639
Vontier Corp
928881101
2532.00000000
NS
USD
79530.12000000
0.254861952847
Long
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
19373.00000000
NS
USD
328566.08000000
1.052921745725
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
1115.00000000
NS
USD
23169.70000000
0.074249542046
Long
EC
CORP
US
N
1
N
N
N
Barrett Business Services Inc
529900HXB6TMG0SR9Y34
Barrett Business Services Inc
068463108
800.00000000
NS
USD
76544.00000000
0.245292642821
Long
EC
CORP
US
N
1
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival Inc
824889109
9848.00000000
NS
USD
227784.24000000
0.729956603035
Long
EC
CORP
US
N
1
N
N
N
Pactiv Evergreen Inc
894500GNKGJRUSH1F791
Pactiv Evergreen Inc
69526K105
807.00000000
NS
USD
6633.54000000
0.021257819788
Long
EC
CORP
US
N
1
N
N
N
Evolution Petroleum Corp
549300P9ZXGJZ6SSM116
Evolution Petroleum Corp
30049A107
2454.00000000
NS
USD
20760.84000000
0.066530117459
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp/MI
N/A
Independent Bank Corp/MI
453838609
4391.00000000
NS
USD
83824.19000000
0.268622715006
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
150875.00000000
0.483493513348
Long
EC
CORP
US
N
1
N
N
N
Mativ Holdings Inc
549300Z1FU4IDULG1R21
Mativ Holdings Inc
808541106
5264.00000000
NS
USD
86329.60000000
0.276651543396
Long
EC
CORP
US
N
1
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
Marcus & Millichap Inc
566324109
1702.00000000
NS
USD
56676.60000000
0.181625640156
Long
EC
CORP
US
N
1
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy Inc
505336107
14891.00000000
NS
USD
459387.35000000
1.472151143922
Long
EC
CORP
US
N
1
N
N
N
VOXX International Corp
EC1QKSEOVR96PYJPNS25
VOXX International Corp
91829F104
1300.00000000
NS
USD
11232.00000000
0.035994029109
Long
EC
CORP
US
N
1
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
103000.00000000
NS
USD
279645.00000000
0.896149418659
Long
EC
US
N
1
N
N
N
ICF International Inc
5493003KYFDDC5B3WY64
ICF International Inc
44925C103
883.00000000
NS
USD
119257.98000000
0.382173718276
Long
EC
CORP
US
N
1
N
N
N
Insteel Industries Inc
52990026LKY4MOX3L174
Insteel Industries Inc
45774W108
78.00000000
NS
USD
2710.50000000
0.008686059108
Long
EC
CORP
US
N
1
N
N
N
Westwood Holdings Group Inc
N/A
Westwood Holdings Group Inc
961765104
914.00000000
NS
USD
9322.80000000
0.029875813264
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
1928.00000000
NS
USD
42377.44000000
0.135802600512
Long
EC
US
N
1
N
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust
427825500
7600.00000000
NS
USD
74632.00000000
0.239165454105
Long
EC
US
N
1
N
N
N
Lands' End Inc
54930016WOL7P2P67Q43
Lands' End Inc
51509F105
5910.00000000
NS
USD
45507.00000000
0.145831577875
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349109
2467.00000000
NS
USD
133982.77000000
0.429360730375
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
000000000
3699.00000000
NS
USD
277425.00000000
0.889035214188
Long
EC
CORP
BM
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK Financial Corp
05561Q201
500.00000000
NS
USD
41555.00000000
0.133167012077
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
686.00000000
NS
USD
30081.10000000
0.096397791048
Long
EC
CORP
US
N
1
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group Inc
55405W104
79.00000000
NS
USD
11223.53000000
0.035966886176
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Corp
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635502
625.00000000
NS
USD
73750.00000000
0.236338999896
Long
EC
CORP
US
N
1
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group Inc/The
74967R106
11.00000000
NS
USD
278.08000000
0.000891134224
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics Inc
08160H101
8619.00000000
NS
USD
221853.06000000
0.710949563721
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp/NY
549300W3HQB0HO1F3G69
Columbus McKinnon Corp/NY
199333105
350.00000000
NS
USD
13184.50000000
0.042251003988
Long
EC
CORP
US
N
1
N
N
N
Eargo Inc
N/A
Eargo Inc
270087208
703.00000000
NS
USD
1940.28000000
0.006217814708
Long
EC
CORP
US
N
1
N
N
N
Regional Management Corp
549300S5O87W87JW4146
Regional Management Corp
75902K106
1900.00000000
NS
USD
52212.00000000
0.167318398137
Long
EC
CORP
US
N
1
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
7900.00000000
NS
USD
343255.00000000
1.099993808943
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
7382.00000000
NS
USD
411177.40000000
1.317657701643
Long
EC
CORP
US
N
1
N
N
N
Manitowoc Co Inc/The
2RTSLGQ89VMY18RHX631
Manitowoc Co Inc/The
563571405
1300.00000000
NS
USD
21996.00000000
0.070488307006
Long
EC
CORP
US
N
1
N
N
N
Sunstone Hotel Investors Inc
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892101
9158.00000000
NS
USD
82238.84000000
0.263542307773
Long
EC
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
109291.70000000
NS
USD
109291.70000000
0.350235811186
Long
STIV
RF
US
N
1
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus Inc
294268107
226.00000000
NS
USD
15001.88000000
0.048074973773
Long
EC
CORP
US
N
1
N
N
N
Thryv Holdings Inc
N/A
Thryv Holdings Inc
886029206
1568.00000000
NS
USD
31971.52000000
0.102455824569
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
10995.00000000
NS
USD
222318.90000000
0.712442393005
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
2291.00000000
NS
USD
80185.00000000
0.256960579074
Long
EC
CORP
IE
N
1
N
N
N
ScanSource Inc
7FHBAN017QDY4K2KP156
ScanSource Inc
806037107
2953.00000000
NS
USD
96799.34000000
0.310202836695
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
1120.00000000
NS
USD
525996.80000000
1.685607561504
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
14104.00000000
NS
USD
387013.76000000
1.240222982843
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
4216.00000000
NS
USD
115813.52000000
0.371135613441
Long
EC
CORP
JE
N
1
N
N
N
GoHealth Inc
N/A
GoHealth Inc
38046W204
2080.00000000
NS
USD
33051.20000000
0.105915763435
Long
EC
CORP
US
N
1
N
N
N
Alexander & Baldwin Inc
N/A
Alexander & Baldwin Inc
014491104
1896.00000000
NS
USD
34146.96000000
0.109427232215
Long
EC
US
N
1
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp Inc
204149108
2696.00000000
NS
USD
95708.00000000
0.306705532232
Long
EC
CORP
US
N
1
N
N
N
Towne Bank/Portsmouth VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214P109
2089.00000000
NS
USD
49300.40000000
0.157987894651
Long
EC
CORP
US
N
1
N
N
N
Daktronics Inc
549300IOLZ3SG5YUJ288
Daktronics Inc
234264109
5355.00000000
NS
USD
44767.80000000
0.143462740062
Long
EC
CORP
US
N
1
N
N
N
Griffon Corp
5493000C2SGNC7ZN3242
Griffon Corp
398433102
5097.00000000
NS
USD
213411.39000000
0.683897416667
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp
N/A
Green Dot Corp
39304D102
1008.00000000
NS
USD
14958.72000000
0.047936663383
Long
EC
CORP
US
N
1
N
N
N
Arrow Financial Corp
2549007Z8GI9ZZIQ1817
Arrow Financial Corp
042744102
1327.00000000
NS
USD
23368.47000000
0.074886519714
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp
529900TV1XI0PLKENU10
Stewart Information Services Corp
860372101
8054.00000000
NS
USD
373061.28000000
1.195510912751
Long
EC
CORP
US
N
1
N
N
N
Civista Bancshares Inc
5493001LX61Z2UVYSC48
Civista Bancshares Inc
178867107
470.00000000
NS
USD
7985.30000000
0.025589665300
Long
EC
CORP
US
N
1
N
N
N
Enterprise Financial Services Corp
5493001XTU5DLD632129
Enterprise Financial Services Corp
293712105
300.00000000
NS
USD
11613.00000000
0.037214980417
Long
EC
CORP
US
N
1
N
N
N
Waterstone Financial Inc
5493002KM21XRC2DCQ02
Waterstone Financial Inc
94188P101
2367.00000000
NS
USD
29374.47000000
0.094133326946
Long
EC
CORP
US
N
1
N
N
N
Valaris Ltd
N/A
Valaris Ltd
000000000
679.00000000
NS
USD
51142.28000000
0.163890377052
Long
EC
CORP
BM
N
1
N
N
N
Anywhere Real Estate Inc
5493004HBTOTE9DI9P12
Anywhere Real Estate Inc
75605Y106
45558.00000000
NS
USD
298860.48000000
0.957727280703
Long
EC
CORP
US
N
1
N
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco Inc
371532102
6487.00000000
NS
USD
222374.36000000
0.712620119933
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236101
22460.00000000
NS
USD
608216.80000000
1.949089494677
Long
EC
CORP
US
N
1
N
N
N
Park-Ohio Holdings Corp
N/A
Park-Ohio Holdings Corp
700666100
1152.00000000
NS
USD
21553.92000000
0.069071618937
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
23922.00000000
NS
USD
380120.58000000
1.218133121592
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
2332.00000000
NS
USD
105872.80000000
0.339279615841
Long
EC
CORP
US
N
1
N
N
N
Bel Fuse Inc
2549009L4XYDBRRY6X39
Bel Fuse Inc
077347300
1894.00000000
NS
USD
99056.20000000
0.317435162597
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties Inc
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082100
2922.00000000
NS
USD
16976.82000000
0.054403859799
Long
EC
US
N
1
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
18057.00000000
NS
USD
542432.28000000
1.738276644975
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
188238.00000000
0.603226856441
Long
EC
US
N
1
N
N
N
Douglas Elliman Inc
549300BXICHPOXA1NO93
Douglas Elliman Inc
25961D105
12743.00000000
NS
USD
31984.93000000
0.102498798209
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp
737630103
4202.00000000
NS
USD
198586.52000000
0.636389688539
Long
EC
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
16656.87000000
NS
USD
16656.87000000
0.053378549114
Long
STIV
RF
US
N
1
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III Apparel Group Ltd
36237H101
9040.00000000
NS
USD
179444.00000000
0.575045633864
Long
EC
CORP
US
N
1
N
N
N
Zimvie Inc
549300GFKURT1J6XR665
Zimvie Inc
98888T107
8700.00000000
NS
USD
102660.00000000
0.328983887856
Long
EC
CORP
US
N
1
N
N
N
Kimball Electronics Inc
549300COBYN2GZCBIU87
Kimball Electronics Inc
49428J109
2978.00000000
NS
USD
89905.82000000
0.288111885880
Long
EC
CORP
US
N
1
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
6516.00000000
NS
USD
73891.44000000
0.236792258041
Long
EC
US
N
1
N
N
N
Cato Corp/The
529900R4SJUY7GCUU865
Cato Corp/The
149205106
3820.00000000
NS
USD
29605.00000000
0.094872082602
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
27423.00000000
NS
USD
411893.46000000
1.319952385090
Long
EC
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
9800.00000000
NS
USD
464520.00000000
1.488599216706
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp
71363P106
17549.00000000
NS
USD
290786.93000000
0.931854809752
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
12313.00000000
NS
USD
624884.75000000
2.002503550722
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
18306.00000000
0.058663345520
Long
EC
CORP
US
N
1
N
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
26995.00000000
NS
USD
106090.35000000
0.339976775833
Long
EC
US
N
1
N
N
N
Chico's FAS Inc
5299003ESGN5T1MFXY13
Chico's FAS Inc
168615102
9942.00000000
NS
USD
51002.46000000
0.163442310354
Long
EC
CORP
US
N
1
N
N
N
ACHILLION PHARMACE
529900LZPJ796VSWZM38
ACHILLION PHARMACE
004CVR031
72700.00000000
NS
USD
36350.00000000
0.116487086728
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
Selectquote Inc
549300BV28BWDIN9SP24
Selectquote Inc
816307300
4600.00000000
NS
USD
5612.00000000
0.017984196168
Long
EC
CORP
US
N
1
N
N
N
Hyster-Yale Materials Handling Inc
N/A
Hyster-Yale Materials Handling Inc
449172105
2070.00000000
NS
USD
94536.90000000
0.302952629143
Long
EC
CORP
US
N
1
N
N
N
Malibu Boats Inc
N/A
Malibu Boats Inc
56117J100
591.00000000
NS
USD
28698.96000000
0.091968589891
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes Inc
314211103
1863.00000000
NS
USD
64757.88000000
0.207522882639
Long
EC
CORP
US
N
1
N
N
N
MidWestOne Financial Group Inc
N/A
MidWestOne Financial Group Inc
598511103
1200.00000000
NS
USD
25632.00000000
0.082140220276
Long
EC
CORP
US
N
1
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
Tennant Co
880345103
806.00000000
NS
USD
66438.58000000
0.212908848159
Long
EC
CORP
US
N
1
N
N
N
Seneca Foods Corp
N/A
Seneca Foods Corp
817070501
2444.00000000
NS
USD
117947.44000000
0.377973966237
Long
EC
CORP
US
N
1
N
N
N
Garrett Motion Inc
549300LS5WT7EMBNV724
Garrett Motion Inc
366505105
2699.00000000
NS
USD
20944.24000000
0.067117840477
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
23300.00000000
NS
USD
192458.00000000
0.616750254130
Long
EC
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings Inc
79546E104
5588.00000000
NS
USD
56774.08000000
0.181938024234
Long
EC
CORP
US
N
1
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress PLC
000000000
547.00000000
NS
USD
35341.67000000
0.113255795830
Long
EC
CORP
IE
N
1
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
4867.00000000
NS
USD
166938.10000000
0.534969269134
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog Inc
615394202
4281.00000000
NS
USD
497280.96000000
1.593584878022
Long
EC
CORP
US
N
1
N
N
N
Republic Bancorp Inc/KY
N/A
Republic Bancorp Inc/KY
760281204
613.00000000
NS
USD
27241.72000000
0.087298723529
Long
EC
CORP
US
N
1
N
N
N
HealthStream Inc
529900OJ88H8635JNH64
HealthStream Inc
42222N103
4900.00000000
NS
USD
103047.00000000
0.330224066744
Long
EC
CORP
US
N
1
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
3414.00000000
NS
USD
33388.92000000
0.106998019802
Long
EC
US
N
1
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock Inc
825690100
6054.00000000
NS
USD
254933.94000000
0.816960439584
Long
EC
CORP
US
N
1
N
N
N
1st Source Corp
N/A
1st Source Corp
336901103
2706.00000000
NS
USD
120931.14000000
0.387535521138
Long
EC
CORP
US
N
1
N
N
N
MasterCraft Boat Holdings Inc
549300IXWX41555YJ117
MasterCraft Boat Holdings Inc
57637H103
3200.00000000
NS
USD
69632.00000000
0.223142471061
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
10689.00000000
NS
USD
335420.82000000
1.074888422283
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings Inc
50060P106
3519.00000000
NS
USD
134742.51000000
0.431795390603
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
5645.00000000
NS
USD
471922.00000000
1.512319640804
Long
EC
CORP
US
N
1
N
N
N
ODP Corp/The
N/A
ODP Corp/The
88337F105
5091.00000000
NS
USD
251088.12000000
0.804636137854
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties Inc
549300WQRSIV6XZT9313
Armada Hoffler Properties Inc
04208T108
4632.00000000
NS
USD
52758.48000000
0.169069646091
Long
EC
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
1540.00000000
NS
USD
86686.60000000
0.277795584385
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627C101
11208.00000000
NS
USD
443388.48000000
1.420881219376
Long
EC
CORP
US
N
1
N
N
N
Donnelley Financial Solutions Inc
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787G100
10051.00000000
NS
USD
495212.77000000
1.586957163362
Long
EC
CORP
US
N
1
N
N
N
First Community Bankshares Inc
N/A
First Community Bankshares Inc
31983A103
1441.00000000
NS
USD
44570.13000000
0.142829287450
Long
EC
CORP
US
N
1
N
N
N
Vimeo Inc
25490061AWYWC90UIJ68
Vimeo Inc
92719V100
26169.00000000
NS
USD
104152.62000000
0.333767132846
Long
EC
CORP
US
N
1
N
N
N
Village Super Market Inc
25490069686XCNNEMQ07
Village Super Market Inc
927107409
1140.00000000
NS
USD
25707.00000000
0.082380565021
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp/IN
N/A
First Financial Corp/IN
320218100
2400.00000000
NS
USD
88128.00000000
0.282414689937
Long
EC
CORP
US
N
1
N
N
N
Spok Holdings Inc
549300HXXANIVN2ICC89
Spok Holdings Inc
84863T106
5621.00000000
NS
USD
80043.04000000
0.256505654539
Long
EC
CORP
US
N
1
N
N
N
Apogee Enterprises Inc
549300579S7QW8V4IJ60
Apogee Enterprises Inc
037598109
5100.00000000
NS
USD
257346.00000000
0.824690118880
Long
EC
CORP
US
N
1
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357K103
9509.00000000
NS
USD
479729.05000000
1.537338086758
Long
EC
CORP
US
N
1
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
5107.00000000
NS
USD
257597.08000000
0.825494728997
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters Inc
917047102
16681.00000000
NS
USD
553976.01000000
1.775269642986
Long
EC
CORP
US
N
1
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
17215.00000000
NS
USD
341889.90000000
1.095619214113
Long
EC
CORP
US
N
1
N
N
N
Sylvamo Corp
5493001AOYU1ZOWOC971
Sylvamo Corp
871332102
3493.00000000
NS
USD
145902.61000000
0.467559009216
Long
EC
CORP
US
N
1
N
N
N
Oppenheimer Holdings Inc
N/A
Oppenheimer Holdings Inc
683797104
2539.00000000
NS
USD
96735.90000000
0.309999537086
Long
EC
CORP
US
N
1
N
N
N
Phibro Animal Health Corp
549300U24SP4AF2JUX52
Phibro Animal Health Corp
71742Q106
700.00000000
NS
USD
9765.00000000
0.031292885884
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
2581.00000000
NS
USD
151117.55000000
0.484270788255
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035Q102
5347.00000000
NS
USD
206180.32000000
0.660724754267
Long
EC
CORP
US
N
1
N
N
N
Varex Imaging Corp
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214X106
4067.00000000
NS
USD
79997.89000000
0.256360967002
Long
EC
CORP
US
N
1
N
N
N
A-Mark Precious Metals Inc
XP6XYFDZQGKLUMOFGT37
A-Mark Precious Metals Inc
00181T107
5834.00000000
NS
USD
199056.08000000
0.637894438923
Long
EC
CORP
US
N
1
N
N
N
World Kinect Corp
D3W7PCXCBRQLL17DZ313
World Kinect Corp
981475106
22197.00000000
NS
USD
486114.30000000
1.557800237255
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
33149.00000000
NS
USD
176684.17000000
0.566201492005
Long
EC
CORP
US
N
1
N
N
N
American Woodmark Corp
5299007PFSDWMA74RB56
American Woodmark Corp
030506109
1009.00000000
NS
USD
78369.03000000
0.251141127770
Long
EC
CORP
US
N
1
N
N
N
MRC Global Inc
529900TSBPOLCLI2L582
MRC Global Inc
55345K103
33300.00000000
NS
USD
310356.00000000
0.994565785111
Long
EC
CORP
US
N
1
N
N
N
Financial Institutions Inc
N/A
Financial Institutions Inc
317585404
1004.00000000
NS
USD
17570.00000000
0.056304762416
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
1782.00000000
NS
USD
28708.02000000
0.091997623536
Long
EC
CORP
US
N
1
N
N
N
Ryerson Holding Corp
549300JMA41B3ZHOVE45
Ryerson Holding Corp
783754104
9300.00000000
NS
USD
289602.00000000
0.928057587093
Long
EC
CORP
US
N
1
N
N
N
Caleres Inc
JFU6RQQJ8Z1CPOLBXQ18
Caleres Inc
129500104
2034.00000000
NS
USD
58314.78000000
0.186875346229
Long
EC
CORP
US
N
1
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
946.00000000
NS
USD
30990.96000000
0.099313525318
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries Inc
806882106
2356.00000000
NS
USD
78219.20000000
0.250660983060
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
19848.00000000
NS
USD
254649.84000000
0.816050013688
Long
EC
US
N
1
N
N
N
Stepan Co
IZU1EW9GB3WC7CYCSR17
Stepan Co
858586100
796.00000000
NS
USD
69466.92000000
0.222613456253
Long
EC
CORP
US
N
1
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
4515.00000000
NS
USD
98246.40000000
0.314840080263
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel Inc
549300GQ061U6N6KWJ49
Olympic Steel Inc
68162K106
675.00000000
NS
USD
36126.00000000
0.115769257088
Long
EC
CORP
US
N
1
N
N
N
Johnson Outdoors Inc
N/A
Johnson Outdoors Inc
479167108
1622.00000000
NS
USD
90686.02000000
0.290612112154
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
30765.50000000
NS
USD
153827.50000000
0.492955084835
Long
EC
RF
US
N
1
N
N
N
Midland States Bancorp Inc
5493006RHXW9TTBWYC94
Midland States Bancorp Inc
597742105
3400.00000000
NS
USD
75480.00000000
0.241882952030
Long
EC
CORP
US
N
1
N
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International Inc
422819102
4971.00000000
NS
USD
131681.79000000
0.421987017670
Long
EC
CORP
US
N
1
N
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises Inc
781846308
300.00000000
NS
USD
13791.00000000
0.044194591831
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
4374.00000000
NS
USD
334261.08000000
1.071171923412
Long
EC
CORP
US
N
1
N
N
N
Weyco Group Inc
549300I10J38MHJELM87
Weyco Group Inc
962149100
494.00000000
NS
USD
12621.70000000
0.040447457016
Long
EC
CORP
US
N
1
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
1016.00000000
NS
USD
18989.04000000
0.060852213187
Long
EC
CORP
US
N
1
N
N
N
2023-09-22
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer