0001752724-23-241022.txt : 20231027
0001752724-23-241022.hdr.sgml : 20231027
20231027143407
ACCESSION NUMBER: 0001752724-23-241022
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: 231355007
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
C000241009
Class R6
PPAJX
C000241011
Class VI
UUOAX
C000241012
Class I
PPAEX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000079720
C000241008
C000241009
C000241012
C000241007
C000241011
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
53 State Street, 33rd Floor
BOSTON
02109
617-346-7646
GMO U.S. Opportunistic Value Fund
S000079720
549300D1IT1TGIT5NX36
2024-02-29
2023-08-31
N
427384596.76
258824.45
427125772.31
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
Discover Financial Services
254709108
32419.00000000
NS
USD
2919979.33000000
0.683634544974
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
7899.00000000
NS
USD
681130.77000000
0.159468431585
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
176402.00000000
NS
USD
10116654.70000000
2.368542325434
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
17125.00000000
NS
USD
708975.00000000
0.165987408384
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
77034.00000000
NS
USD
2581409.34000000
0.604367497198
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
4474.00000000
NS
USD
213051.88000000
0.049880361666
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries Inc
501242101
1535.00000000
NS
USD
79405.55000000
0.018590671682
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
149675.00000000
NS
USD
1609006.25000000
0.376705493863
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
1344.00000000
NS
USD
232243.20000000
0.054373492553
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
27108.00000000
NS
USD
4382821.44000000
1.026119640661
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
3816.00000000
NS
USD
292687.20000000
0.068524827808
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
5666.00000000
NS
USD
213154.92000000
0.049904485708
Long
EC
CORP
GB
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2588.00000000
NS
USD
1233389.04000000
0.288764836954
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
57524.00000000
NS
USD
8446248.92000000
1.977461784691
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
2432.00000000
NS
USD
315916.80000000
0.073963413233
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
5126.00000000
NS
USD
211652.54000000
0.049552743880
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
5167.00000000
NS
USD
393053.69000000
0.092022939256
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
22573.00000000
NS
USD
3222747.21000000
0.754519492600
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
25101.00000000
NS
USD
1979715.87000000
0.463497170702
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
39764.00000000
NS
USD
2690432.24000000
0.629892273989
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
3433.00000000
NS
USD
408595.66000000
0.095661673092
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
11933.00000000
NS
USD
1927895.48000000
0.451364821554
Long
EC
CORP
JE
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
317510.57000000
NS
USD
317510.57000000
0.074336551569
Long
STIV
RF
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
46933.00000000
NS
USD
3360872.13000000
0.786857723855
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
55414.00000000
NS
USD
684362.90000000
0.160225147805
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
81278.00000000
NS
USD
3639628.84000000
0.852121102483
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
32398.00000000
NS
USD
4167030.76000000
0.975598062711
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
52010.00000000
NS
USD
5547906.70000000
1.298892986483
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
18905.00000000
NS
USD
2720618.55000000
0.636959585764
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
59098.00000000
NS
USD
2362738.04000000
0.553171499631
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
134234.00000000
NS
USD
5542521.86000000
1.297632271174
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
104106.00000000
NS
USD
2634922.86000000
0.616896247152
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
10113.00000000
NS
USD
1355243.13000000
0.317293691427
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
6427.00000000
NS
USD
775931.71000000
0.181663519343
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
253868.00000000
NS
USD
11870867.68000000
2.779244065699
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
76182.00000000
NS
USD
1212817.44000000
0.283948550667
Long
EC
CORP
BM
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
16212.00000000
NS
USD
2099940.36000000
0.491644498210
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
21026.00000000
NS
USD
695119.56000000
0.162743530141
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
10123.00000000
NS
USD
1742168.30000000
0.407881802724
Long
EC
CORP
US
N
1
N
N
N
Winnebago Industries Inc
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637100
1400.00000000
NS
USD
90790.00000000
0.021256034143
Long
EC
CORP
US
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
13686.00000000
NS
USD
1972015.74000000
0.461694392575
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
94605.00000000
NS
USD
1663155.90000000
0.389383176530
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
4552.00000000
NS
USD
280630.80000000
0.065702146344
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
83438.00000000
NS
USD
11361752.46000000
2.660048443940
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes Inc
87265H109
4410.00000000
NS
USD
137151.00000000
0.032110214108
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
39762.00000000
NS
USD
4539229.92000000
1.062738475238
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
186122.00000000
NS
USD
3162212.78000000
0.740346985595
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences Inc
90328M107
784.00000000
NS
USD
50403.36000000
0.011800589724
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
4049.00000000
NS
USD
1070636.58000000
0.250660730259
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
5421.00000000
NS
USD
327699.45000000
0.076722003504
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
34454.00000000
NS
USD
2732202.20000000
0.639671585543
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
15286.00000000
NS
USD
6756564.86000000
1.581867753720
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
10202.00000000
NS
USD
1214956.18000000
0.284449279056
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
25073.00000000
NS
USD
2132458.65000000
0.499257780317
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
13758.00000000
NS
USD
3678338.88000000
0.861184016152
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
18385.00000000
NS
USD
2837540.90000000
0.664333806095
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
44174.00000000
NS
USD
3036520.76000000
0.710919583142
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
19446.00000000
NS
USD
1400112.00000000
0.327798529324
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
15353.00000000
NS
USD
3531804.12000000
0.826876847280
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
51591.00000000
NS
USD
2748252.57000000
0.643429347551
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
29205.00000000
NS
USD
778021.20000000
0.182152717170
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
12834.00000000
NS
USD
783130.68000000
0.183348964349
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
37735.00000000
NS
USD
2884840.75000000
0.675407792509
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
48857.00000000
NS
USD
7870862.70000000
1.842750592508
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
5632.00000000
NS
USD
795238.40000000
0.186183661009
Long
EC
CORP
US
N
1
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy Inc
505336107
8526.00000000
NS
USD
263027.10000000
0.061580713937
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
65340.00000000
NS
USD
8974449.00000000
2.101125612595
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
21949.00000000
NS
USD
6063630.74000000
1.419635885515
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
6700.00000000
NS
USD
837835.00000000
0.196156508062
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
86726.00000000
NS
USD
5651933.42000000
1.323248042241
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
6464.00000000
NS
USD
685313.28000000
0.160447653695
Long
EC
CORP
CH
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
4462.00000000
NS
USD
564666.10000000
0.132201364704
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
2734.00000000
NS
USD
318073.56000000
0.074468360520
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
14551.00000000
NS
USD
1130758.21000000
0.264736591258
Long
EC
CORP
US
N
1
N
N
N
Robert Half Inc
529900VPCUY9H3HLIC08
Robert Half Inc
770323103
7626.00000000
NS
USD
564018.96000000
0.132049854296
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
4417.00000000
NS
USD
193685.45000000
0.045346233488
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
15196.00000000
NS
USD
423512.52000000
0.099154054251
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
24709.00000000
NS
USD
2033303.61000000
0.476043297271
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
121044.00000000
NS
USD
13458882.36000000
3.151034948608
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
10044.00000000
NS
USD
268576.56000000
0.062879970587
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
27785.00000000
NS
USD
2961603.15000000
0.693379641781
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
18376.00000000
NS
USD
1453909.12000000
0.340393676583
Long
EC
CORP
US
N
1
N
N
N
Crane NXT Co
549300EXNPSXEWUD3N21
Crane NXT Co
224441105
12364.00000000
NS
USD
733927.04000000
0.171829256762
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
64653.00000000
NS
USD
1776017.91000000
0.415806777566
Long
EC
CORP
JE
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
7127.00000000
NS
USD
295841.77000000
0.069263385442
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
330428.00000000
NS
USD
4887030.12000000
1.144166528179
Long
EC
CORP
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
Matson Inc
57686G105
1868.00000000
NS
USD
164159.84000000
0.038433606830
Long
EC
CORP
US
N
1
N
N
N
Academy Sports & Outdoors Inc
N/A
Academy Sports & Outdoors Inc
00402L107
14633.00000000
NS
USD
798522.81000000
0.186952617183
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
392668.00000000
NS
USD
11257791.56000000
2.635708798163
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
5762.00000000
NS
USD
166579.42000000
0.039000086344
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
47596.00000000
NS
USD
2341247.24000000
0.548140007412
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
104007.00000000
NS
USD
3799375.71000000
0.889521531199
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
308926.00000000
NS
USD
10855659.64000000
2.541560435768
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp
529900TV1XI0PLKENU10
Stewart Information Services Corp
860372101
8592.00000000
NS
USD
397981.44000000
0.093176639247
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236101
88522.00000000
NS
USD
2397175.76000000
0.561234164596
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
60416.00000000
NS
USD
2461952.00000000
0.576399777209
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
5910.00000000
NS
USD
928401.90000000
0.217360309348
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
10290.00000000
NS
USD
163508.10000000
0.038281019456
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
86785.00000000
NS
USD
2801419.80000000
0.655877023025
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
341820.00000000
NS
USD
4146276.60000000
0.970739034916
Long
EC
CORP
US
N
1
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc
49177J102
65889.00000000
NS
USD
1518741.45000000
0.355572421159
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
22774.00000000
NS
USD
7463267.54000000
1.747323159554
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
695.00000000
NS
USD
112089.60000000
0.026242762030
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
84766.00000000
NS
USD
1036688.18000000
0.242712626398
Long
EC
CORP
US
N
1
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
10802.00000000
NS
USD
211935.24000000
0.049618930474
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
4994.00000000
NS
USD
81002.68000000
0.018964596671
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
63184.00000000
NS
USD
4002074.56000000
0.936978009628
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
15826.00000000
NS
USD
1180144.82000000
0.276299136345
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
4396.00000000
NS
USD
208370.40000000
0.048784319165
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
490.00000000
NS
USD
287301.70000000
0.067263957978
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
48881.00000000
NS
USD
14463399.09000000
3.386215496147
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
297514.00000000
NS
USD
10526045.32000000
2.464390117007
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
22596.00000000
NS
USD
1146747.00000000
0.268479935967
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
264818.00000000
NS
USD
9263333.64000000
2.168760173356
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
11460.00000000
NS
USD
1379669.40000000
0.323012444914
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
5966.00000000
NS
USD
426986.62000000
0.099967421233
Long
EC
CORP
US
N
1
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
5611.00000000
NS
USD
585507.85000000
0.137080899341
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
10463.00000000
NS
USD
319330.76000000
0.074762700052
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
15470.00000000
NS
USD
790362.30000000
0.185042053474
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
15311.00000000
NS
USD
1512267.47000000
0.354056713042
Long
EC
CORP
NL
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
6965.00000000
NS
USD
757374.10000000
0.177318754591
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
4482.00000000
NS
USD
367792.92000000
0.086108810061
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
85664.00000000
NS
USD
3843743.68000000
0.899909096848
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
3821.00000000
NS
USD
325358.15000000
0.076173851144
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
4105.00000000
NS
USD
1154038.65000000
0.270187079500
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
69801.00000000
NS
USD
7994308.53000000
1.871652110048
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
7710.00000000
NS
USD
599144.10000000
0.140273460147
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
66408.00000000
NS
USD
1838837.52000000
0.430514297944
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
34779.00000000
NS
USD
2497827.78000000
0.584799125206
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
49568.00000000
NS
USD
909077.12000000
0.212835932396
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
4827.00000000
NS
USD
2228288.01000000
0.521693644930
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
20261.00000000
NS
USD
1693819.60000000
0.396562256320
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
5816.00000000
NS
USD
193789.12000000
0.045370505027
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
73604.00000000
NS
USD
3414489.56000000
0.799410801538
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
6080.00000000
NS
USD
342243.20000000
0.080127031002
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
69047Q102
19136.00000000
NS
USD
898626.56000000
0.210389215134
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
3142.00000000
NS
USD
2596831.58000000
0.607978199478
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
181.00000000
NS
USD
17135.27000000
0.004011762134
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822108
13018.00000000
NS
USD
439357.50000000
0.102863729721
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
21180.00000000
NS
USD
245264.40000000
0.057422055961
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
88340.00000000
NS
USD
2923170.60000000
0.684381694925
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
2574.00000000
NS
USD
288880.02000000
0.067633479112
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
106370.00000000
NS
USD
11592202.60000000
2.714002139769
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
102401.00000000
NS
USD
2023443.76000000
0.473734878852
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
5267.00000000
NS
USD
464602.07000000
0.108774066122
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
7768.00000000
NS
USD
1087209.28000000
0.254540781774
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
113368.00000000
NS
USD
16589139.44000000
3.883900367398
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
145602.00000000
NS
USD
4325835.42000000
1.012777898323
Long
EC
CORP
US
N
1
N
N
N
Atkore Inc
52990002TI38AM4RPV48
Atkore Inc
047649108
3807.00000000
NS
USD
586163.79000000
0.137234470032
Long
EC
CORP
US
N
1
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
2156.00000000
NS
USD
70630.56000000
0.016536244024
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
6205.00000000
NS
USD
1768176.80000000
0.413970992768
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
130016.00000000
NS
USD
8015486.40000000
1.876610338133
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
34342.00000000
NS
USD
5425692.58000000
1.270279840679
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
1900851.97000000
NS
USD
9504259.83000000
2.225166554244
Long
EC
RF
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
35893.00000000
NS
USD
3675084.27000000
0.860422036845
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
15111.00000000
NS
USD
2016260.73000000
0.472053165767
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
63741.00000000
NS
USD
4874911.68000000
1.141329321720
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
2968.00000000
NS
USD
226814.56000000
0.053102522653
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
9665.00000000
NS
USD
1150424.95000000
0.269341028938
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
5509.00000000
NS
USD
907938.29000000
0.212569306012
Long
EC
CORP
US
N
1
N
N
N
2023-09-22
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer