0001752724-23-241027.txt : 20231027
0001752724-23-241027.hdr.sgml : 20231027
20231027143408
ACCESSION NUMBER: 0001752724-23-241027
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: 231355018
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
S000005489
GMO Strategic Opportunities Allocation Fund
C000014937
Class III
GBATX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000005489
C000014937
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
53 State Street, 33rd Floor
BOSTON
02109
617-346-7646
GMO Strategic Opportunities Allocation Fund
S000005489
549300GFBONLYCZNPD85
2024-02-29
2023-08-31
N
238562742.09
34079393.26
204483348.83
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
65857.54000000
N
75% MSCIACWI / 25% LEH_AGG
NDUEACWF LBUSTRUU
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2628.00000000
NS
USD
236703.96000000
0.115757083084
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
-2900.00000000
NS
USD
-278574.00000000
-0.13623309750
Short
EC
CORP
US
N
1
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
-6384.00000000
NS
-207309.77000000
-0.10138222558
Short
EC
CORP
IT
N
2
N
N
N
GMO US Opportunistic Value Fund
549300D1IT1TGIT5NX36
GMO US Opportunistic Value Fund
36256V437
848459.51000000
NS
USD
17342512.30000000
8.481136678966
Long
EC
RF
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
-658.00000000
NS
-269073.41000000
-0.13158695392
Short
EP
CORP
DE
N
2
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168Q104
-5904.00000000
NS
USD
-191289.60000000
-0.09354776371
Short
EC
CORP
CA
N
1
N
N
N
Orient Overseas International Ltd
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
4500.00000000
NS
60350.80000000
0.029513796768
Long
EC
CORP
BM
N
2
N
N
N
Dongfeng Motor Group Co Ltd
3003002JNYOYPX54GE50
Dongfeng Motor Group Co Ltd
000000000
60000.00000000
NS
22009.20000000
0.010763321378
Long
EC
CORP
CN
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
5100.00000000
NS
48507.18000000
0.023721823941
Long
EC
CORP
BR
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
261.00000000
NS
220716.57000000
0.107938651857
Long
EC
CORP
FR
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
52595.00000000
NS
155864.86000000
0.076223741880
Long
EC
CORP
GB
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
20973.00000000
NS
95555.14000000
0.046730034766
Long
EC
CORP
PT
N
2
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
-1525.00000000
NS
-200701.72000000
-0.09815064216
Short
EC
CORP
FR
N
2
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
-2549.00000000
NS
USD
-94058.10000000
-0.04599792625
Short
EC
CORP
US
N
1
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
161351.00000000
NS
236042.20000000
0.115433457712
Long
EC
CORP
GB
N
2
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
65530.00000000
NS
262058.89000000
0.128156591477
Long
EC
CORP
FI
N
2
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
-12900.00000000
NS
-265658.91000000
-0.12991713580
Short
EC
CORP
JP
N
2
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
2224.00000000
NS
USD
13344.00000000
0.006525714722
Long
EC
CORP
US
N
1
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
7800.00000000
NS
292728.69000000
0.143155269940
Long
EC
CORP
JP
N
2
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-3236.00000000
NS
USD
-270756.12000000
-0.13240986200
Short
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
587352.00000000
NS
182215.15000000
0.089110018513
Long
EC
CORP
IT
N
2
N
N
N
Kone Oyj
2138001CNF45JP5XZK38
Kone Oyj
000000000
-419.00000000
NS
-19059.98000000
-0.00932104257
Short
EC
CORP
FI
N
2
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
6700.00000000
NS
USD
277380.00000000
0.135649186883
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
8300.00000000
NS
USD
278133.00000000
0.136017432026
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
5640.00000000
NS
USD
253800.00000000
0.124117685597
Long
EC
CORP
US
N
1
N
N
N
Asahi Intecc Co Ltd
353800J3AV2SCNIO8L39
Asahi Intecc Co Ltd
000000000
-7800.00000000
NS
-158226.86000000
-0.07737884815
Short
EC
CORP
JP
N
2
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
-451.00000000
NS
USD
-36977.49000000
-0.01808337461
Short
EC
CORP
US
N
1
N
N
N
Odakyu Electric Railway Co Ltd
N/A
Odakyu Electric Railway Co Ltd
000000000
-10700.00000000
NS
-159104.59000000
-0.07780809093
Short
EC
CORP
JP
N
2
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
-2600.00000000
NS
-105505.97000000
-0.05159636254
Short
EC
CORP
JP
N
2
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
-1500.00000000
NS
USD
-296730.00000000
-0.14511206007
Short
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
-457.00000000
NS
USD
-40101.75000000
-0.01961125452
Short
EC
CORP
US
N
1
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
44275.00000000
NS
211630.89000000
0.103495414766
Long
EC
CORP
MX
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-876.00000000
NS
-277746.42000000
-0.13582837995
Short
EC
CORP
NL
N
2
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
4200.00000000
NS
108680.29000000
0.053148723659
Long
EC
CORP
JP
N
2
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
52055.00000000
NS
266781.52000000
0.130466134052
Long
EC
CORP
NL
N
2
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
24200.00000000
NS
USD
260150.00000000
0.127223072924
Long
EC
CORP
US
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1331.00000000
NS
174274.73000000
0.085226856366
Long
EC
CORP
DE
N
2
N
N
N
GAIL India Ltd
335800N82LJD42ZA5L32
GAIL India Ltd
000000000
75186.00000000
NS
104686.01000000
0.051195371456
Long
EC
CORP
IN
N
2
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
-14090.00000000
NS
-135590.80000000
-0.06630896881
Short
EC
CORP
GB
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
000000000
5573.00000000
NS
54212.80000000
0.026512085365
Long
EC
CORP
IL
N
2
N
N
N
Hindalco Industries Ltd
335800KXLE5NO5B4GF90
Hindalco Industries Ltd
000000000
5777.00000000
NS
32118.05000000
0.015706926839
Long
EC
CORP
IN
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
3780.00000000
NS
55333.48000000
0.027060139770
Long
EC
CORP
SE
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
-25277.00000000
NS
-193835.63000000
-0.09479286754
Short
EC
CORP
GB
Y
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
-1286.00000000
NS
-39975.96000000
-0.01954973851
Short
EC
CORP
DE
Y
2
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
-800.00000000
NS
USD
-305040.00000000
-0.14917596065
Short
EC
CORP
US
N
1
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
-184.00000000
NS
-140161.82000000
-0.06854436842
Short
EC
CORP
DE
N
2
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
6647.00000000
NS
84533.67000000
0.041340124016
Long
EC
CORP
FI
N
2
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
1574.00000000
NS
USD
99933.26000000
0.048871099075
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
97.00000000
NS
USD
46224.38000000
0.022605449423
Long
EC
CORP
US
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
7400.00000000
NS
USD
136752.00000000
0.066876839010
Long
EC
CORP
CA
N
1
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
-2000.00000000
NS
-310879.17000000
-0.15203153302
Short
EC
CORP
JP
N
2
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
3721.00000000
NS
225544.80000000
0.110299836779
Long
EC
CORP
KR
N
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
2725.00000000
NS
36275.12000000
0.017739889437
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CGF2
5000000.00000000
PA
USD
5007444.10000000
2.448827314620
Long
DBT
UST
US
N
1
2025-01-31
Floating
5.61000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
2100.00000000
NS
USD
308343.00000000
0.150791251103
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
-996.00000000
NS
USD
-173214.36000000
-0.08470829580
Short
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
312.00000000
NS
USD
40528.80000000
0.019820097935
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
4884.00000000
NS
USD
201660.36000000
0.098619452954
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
580.00000000
NS
USD
82806.60000000
0.040495522238
Long
EC
CORP
US
N
1
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
5545.00000000
NS
74753.65000000
0.036557328715
Long
EC
CORP
GB
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
44089.00000000
NS
78150.36000000
0.038218446855
Long
EC
AU
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
1196.00000000
NS
USD
177785.40000000
0.086943705204
Long
EC
CORP
US
N
1
N
N
N
GMO US Equity Fund
5493004KYM8L0UCFW658
GMO US Equity Fund
362013625
835892.71000000
NS
USD
10615837.40000000
5.191541248097
Long
EC
RF
US
N
1
N
N
N
GMO International Equity Fund
549300GUNRPC30EDRZ54
GMO International Equity Fund
362008831
1309549.06000000
NS
USD
29700572.70000000
14.52469008842
Long
EC
RF
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
1440.00000000
NS
USD
171388.80000000
0.083815528736
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
-302.00000000
NS
USD
-36659.78000000
-0.01792800255
Short
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
-1800.00000000
NS
USD
-298872.00000000
-0.14615957813
Short
EC
CORP
IL
N
1
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
859.00000000
NS
63719.08000000
0.031161011576
Long
EC
CORP
DE
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
-1452.00000000
NS
-157043.87000000
-0.07680032183
Short
EC
CORP
SE
Y
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
-2700.00000000
NS
USD
-171558.00000000
-0.08389827386
Short
EC
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
-1500.00000000
NS
USD
-345720.00000000
-0.16907000104
Short
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
-5400.00000000
NS
USD
-298404.00000000
-0.14593070864
Short
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
1068.00000000
NS
USD
143859.60000000
0.070352721051
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
1914.00000000
NS
149345.53000000
0.073035545854
Long
EC
CORP
FR
N
2
N
N
N
Shanghai Pharmaceuticals Holding Co Ltd
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
9900.00000000
NS
16276.97000000
0.007960046670
Long
EC
CORP
CN
N
2
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
269.00000000
NS
USD
36204.71000000
0.017705456315
Long
EC
CORP
IL
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
-3144.00000000
NS
USD
-325215.36000000
-0.15904246573
Short
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
3107.00000000
NS
213181.97000000
0.104253950857
Long
EC
CORP
ES
N
2
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
-98.00000000
NS
USD
-88649.82000000
-0.04335307520
Short
EC
CORP
US
N
1
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
-208.00000000
NS
-21964.12000000
-0.01074127557
Short
EC
CORP
IT
N
2
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
-1000.00000000
NS
USD
-226320.00000000
-0.11067893855
Short
EC
CORP
US
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
-62.00000000
NS
USD
-85086.32000000
-0.04161039052
Short
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
2271.00000000
NS
USD
246153.69000000
0.120378354231
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
-914.00000000
NS
USD
-248352.08000000
-0.12145344910
Short
EC
CORP
US
N
1
N
N
N
Brookfield Asset Management Ltd
549300CZ84WPNJZKY093
Brookfield Asset Management Ltd
113004105
967.00000000
NS
USD
33409.85000000
0.016338665319
Long
EC
CORP
CA
N
1
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
-7314.00000000
NS
USD
-54343.02000000
-0.02657576781
Short
EC
CORP
JE
N
1
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains Inc
393222104
2172.00000000
NS
USD
67418.88000000
0.032970352053
Long
EC
CORP
US
N
1
N
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast Inc
888787108
-11993.00000000
NS
USD
-265884.81000000
-0.13002760934
Short
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
4300.00000000
NS
USD
307923.00000000
0.150585855406
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
3244.00000000
NS
209781.84000000
0.102591160209
Long
EC
CORP
FR
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
-1666.00000000
NS
USD
-261312.10000000
-0.12779138325
Short
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
600.00000000
NS
35717.17000000
0.017467031034
Long
EC
CORP
JP
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
5900.00000000
NS
USD
264202.00000000
0.129204652364
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
1901.00000000
NS
USD
244506.62000000
0.119572875443
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
-157.00000000
NS
USD
-302482.48000000
-0.14792523779
Short
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
2188.00000000
NS
USD
233393.96000000
0.114138369376
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
-424.00000000
NS
USD
-154569.20000000
-0.07559011571
Short
EC
CORP
US
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
6513.00000000
NS
199136.66000000
0.097385269333
Long
EC
CORP
GB
N
2
N
N
N
Kobe Bussan Co Ltd
353800CJIFNHN2DXRD59
Kobe Bussan Co Ltd
000000000
-1500.00000000
NS
-37371.30000000
-0.01827596242
Short
EC
CORP
JP
N
2
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
000000000
-3988.00000000
NS
-132337.83000000
-0.06471814490
Short
EC
CORP
AU
N
2
N
N
N
Quebecor Inc
N/A
Quebecor Inc
748193208
7300.00000000
NS
166886.47000000
0.081613721095
Long
EC
CORP
CA
N
1
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
000000000
-400.00000000
NS
-22615.66000000
-0.01105990298
Short
EC
CORP
JP
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
2752.00000000
NS
USD
174256.64000000
0.085218009680
Long
EC
CORP
CA
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
7488.00000000
NS
USD
523710.72000000
0.256114115401
Long
EC
CORP
US
N
1
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
1100.00000000
NS
18325.63000000
0.008961917977
Long
EC
CORP
JP
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
-2084.00000000
NS
-217246.31000000
-0.10624156501
Short
EC
CORP
DE
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
-600.00000000
NS
USD
-327912.00000000
-0.16036122348
Short
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp
00130H105
-12789.00000000
NS
USD
-229306.77000000
-0.11213958071
Short
EC
CORP
US
N
1
N
N
N
NIDEC CORP
353800IF171MZTNL6Y31
NIDEC CORP
000000000
-700.00000000
NS
-36424.12000000
-0.01781275600
Short
EC
CORP
JP
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
5700.00000000
NS
USD
235353.00000000
0.115096413153
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
-9700.00000000
NS
USD
-334941.00000000
-0.16379866718
Short
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
6830.00000000
NS
USD
172867.30000000
0.084538570494
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
3200.00000000
NS
241894.61000000
0.118295504931
Long
EC
CORP
CA
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
-1800.00000000
NS
USD
-120528.00000000
-0.05894269664
Short
EC
US
N
1
N
N
N
Nomura Securities International, Inc.
OXTKY6Q8X53C9ILVV871
NOMURA REPO
000000000
20000000.00000000
PA
USD
20000000.00000000
9.780747486010
Long
RA
CORP
US
N
2
Repurchase
N
5.27000000
2023-09-01
20466000.00000000
USD
20373263.44000000
USD
UST
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
785.00000000
NS
42105.07000000
0.020590952877
Long
EP
CORP
DE
N
2
N
N
N
Kawasaki Kisen Kaisha Ltd
353800FL04R73DS5P870
Kawasaki Kisen Kaisha Ltd
000000000
4300.00000000
NS
144097.96000000
0.070469288000
Long
EC
CORP
JP
N
2
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
1107.00000000
NS
14548.23000000
0.007114628199
Long
EC
CORP
BR
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
-1200.00000000
NS
USD
-136188.00000000
-0.06660102193
Short
EC
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
5085.00000000
NS
USD
197552.25000000
0.096610433627
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
7000.00000000
NS
USD
327320.00000000
0.160071713356
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
6965.00000000
NS
USD
110882.80000000
0.054225833367
Long
EC
CORP
BM
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
-2732.00000000
NS
USD
-333932.36000000
-0.16330540452
Short
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
-4353.00000000
NS
USD
-283815.60000000
-0.13879643580
Short
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
1875.00000000
NS
USD
61987.50000000
0.030314204239
Long
EC
CORP
US
N
1
N
N
N
China Railway Group Ltd
529900TFRLG8UDJ7QA89
China Railway Group Ltd
000000000
152000.00000000
NS
80412.63000000
0.039324781435
Long
EC
CORP
CN
N
2
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
-14836.00000000
NS
USD
-222243.28000000
-0.10868527010
Short
EC
CORP
US
N
1
N
N
N
Kingboard Holdings Ltd
529900G89MY26MMSDR76
Kingboard Holdings Ltd
000000000
9000.00000000
NS
20423.22000000
0.009987717883
Long
EC
CORP
KY
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
4000.00000000
NS
25799.42000000
0.012616880615
Long
EP
CORP
BR
N
2
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
1800.00000000
NS
USD
309780.00000000
0.151493997810
Long
EC
CORP
US
N
1
N
N
N
UNTRADE.CHINA ZHONGWANG
529900J21TD2P9K4YC63
UNTRADE.CHINA ZHONGWANG
000000000
286000.00000000
NS
0.04000000
0.000000019561
Long
EC
CORP
HK
N
3
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
9024.00000000
NS
255660.42000000
0.125027500509
Long
EC
CORP
FR
N
2
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
5933.00000000
NS
54036.94000000
0.026426083252
Long
EC
CORP
FR
N
2
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
-1984.00000000
NS
USD
-285616.64000000
-0.13967721168
Short
EC
CORP
CA
N
1
N
N
N
China Overseas Land & Investment Ltd
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
46500.00000000
NS
98026.06000000
0.047938406995
Long
EC
CORP
HK
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
-6105.00000000
NS
-85750.55000000
-0.04193522381
Short
EC
CORP
NL
Y
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
-108.00000000
NS
USD
-30625.56000000
-0.01497704344
Short
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
543.00000000
NS
USD
91256.58000000
0.044627878270
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
4394.00000000
NS
USD
274668.94000000
0.134323377219
Long
EC
CORP
US
N
1
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
14400.00000000
NS
96882.37000000
0.047379099840
Long
EC
CORP
JP
N
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
3410.00000000
NS
USD
210226.50000000
0.102808615568
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
2530.00000000
NS
USD
142287.20000000
0.069583758684
Long
EC
CORP
US
N
1
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
2957.00000000
NS
119312.74000000
0.058348389090
Long
EC
CORP
FR
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2443.00000000
NS
USD
332663.31000000
0.162684791648
Long
EC
CORP
US
N
1
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
12318.00000000
NS
39402.98000000
0.019269529878
Long
EC
CORP
NZ
N
2
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
-542.00000000
NS
USD
-52714.92000000
-0.02577956606
Short
EC
CORP
US
N
1
N
N
N
ROBLOX Corp
N/A
ROBLOX Corp
771049103
-6800.00000000
NS
USD
-192372.00000000
-0.09407709776
Short
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
4554.00000000
NS
USD
77372.46000000
0.037838024681
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
5649.00000000
NS
224662.31000000
0.109868266186
Long
EC
CORP
BE
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
2923.00000000
NS
302700.84000000
0.148032023992
Long
EC
CORP
DK
N
2
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
-1533.00000000
NS
USD
-341291.79000000
-0.16690444085
Short
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
809.00000000
NS
237431.97000000
0.116113107183
Long
EC
CORP
CH
N
2
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
2059.00000000
NS
USD
77315.45000000
0.037810144660
Long
EC
CORP
US
N
1
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa Oyj
000000000
-1468.00000000
NS
-72065.67000000
-0.03524280603
Short
EC
CORP
FI
N
2
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
-159.00000000
NS
-28953.00000000
-0.01415909909
Short
EC
CORP
IE
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
-6375.00000000
NS
USD
-281902.50000000
-0.13786085840
Short
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
-3200.00000000
NS
USD
-127680.00000000
-0.06244029195
Short
EC
US
N
1
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
Westlake Corp
960413102
2048.00000000
NS
USD
268247.04000000
0.131182828105
Long
EC
CORP
US
N
1
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
-17820.00000000
NS
-243553.68000000
-0.11910685216
Short
EC
CORP
IT
N
2
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
-18700.00000000
NS
-133123.48000000
-0.06510235711
Short
EC
CORP
SG
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
1414.00000000
NS
USD
168393.26000000
0.082350597720
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
2612.00000000
NS
USD
222150.60000000
0.108639946123
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
5040.00000000
NS
126914.48000000
0.062065924059
Long
EC
CORP
GB
N
2
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
331.00000000
NS
USD
34784.79000000
0.017011062367
Long
EC
CORP
US
N
1
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
2000.00000000
NS
237270.57000000
0.116034176551
Long
EC
CORP
CA
N
1
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp
11284V105
-942.00000000
NS
USD
-26328.90000000
-0.01287581612
Short
EC
CORP
CA
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
721.00000000
NS
USD
85662.01000000
0.041891924447
Long
EC
CORP
US
N
1
N
N
N
Pilbara Minerals Ltd
5299000VV1CZVF5K9C16
Pilbara Minerals Ltd
000000000
-86969.00000000
NS
-260734.62000000
-0.12750897395
Short
EC
CORP
AU
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
-2983.00000000
NS
-308603.65000000
-0.15091871869
Short
EC
CORP
GB
N
2
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
3221.00000000
NS
USD
198928.96000000
0.097283696270
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
13553.00000000
NS
304557.33000000
0.148939916987
Long
EC
CORP
NL
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
49.00000000
NS
87566.84000000
0.042823457509
Long
EC
CORP
DK
N
2
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P148
2700.00000000
NS
141194.49000000
0.069049382655
Long
EC
CORP
CA
N
1
N
N
N
Hermes International SCA
969500Y4IJGHJE2MTJ13
Hermes International SCA
000000000
-146.00000000
NS
-300276.10000000
-0.14684623550
Short
EC
CORP
FR
N
2
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
177.00000000
NS
USD
40717.08000000
0.019912173892
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
4500.00000000
NS
186101.24000000
0.091010461763
Long
EC
CORP
CA
N
1
N
N
N
Phinia Inc
N/A
Phinia Inc
71880K101
959.00000000
NS
USD
26660.20000000
0.013037834206
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
-899.00000000
NS
USD
-216596.07000000
-0.10592357335
Short
EC
CORP
US
N
1
N
N
N
ASX Ltd
549300VSBVYUCBIQKT71
ASX Ltd
000000000
-4131.00000000
NS
-153736.49000000
-0.07518288940
Short
EC
CORP
AU
N
2
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
-2267.00000000
NS
-45569.65000000
-0.02228526198
Short
EC
CORP
SE
N
2
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
-8100.00000000
NS
USD
-251748.00000000
-0.12311418090
Short
EC
CORP
CA
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
15076.00000000
NS
USD
227496.84000000
0.111254457295
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
5679.00000000
NS
217570.14000000
0.106399929991
Long
EC
CORP
ES
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
5197.00000000
NS
USD
276844.19000000
0.135387155767
Long
EC
CORP
US
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
3119.00000000
NS
114102.56000000
0.055800416343
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
211.00000000
NS
112828.06000000
0.055177138209
Long
EC
CORP
FR
N
2
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
-254.00000000
NS
-50690.77000000
-0.02478968106
Short
EC
CORP
DE
N
2
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229755
-4100.00000000
NS
USD
-282039.00000000
-0.13792761201
Short
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
2092.00000000
NS
USD
246835.08000000
0.120711579408
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
2535.00000000
NS
USD
286632.45000000
0.140173980737
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
-3247.00000000
NS
USD
-321258.18000000
-0.15710725681
Short
EC
CORP
LR
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
45.00000000
NS
19675.96000000
0.009622279815
Long
EC
CORP
KR
N
2
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
SBAF GS SUPERVAL
000000000
974154.00000000
OU
Notional Amount
USD
-2087.96000000
-0.00102109047
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
SBAF GS SUPERVAL
BTVF
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2024-05-24
0.00000000
USD
0.00000000
USD
974154.00000000
USD
-2087.96000000
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
1896.00000000
NS
USD
144949.20000000
0.070885576174
Long
EC
CORP
US
N
1
N
N
N
Bradespar SA
9598001UD1DHEH3PZ471
Bradespar SA
000000000
24987.00000000
NS
113530.26000000
0.055520540254
Long
EP
CORP
BR
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1065.00000000
NS
USD
171571.50000000
0.083904875864
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
-700.00000000
NS
USD
-288848.00000000
-0.14125746749
Short
EC
CORP
US
N
1
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
78000.00000000
NS
44643.33000000
0.021832256883
Long
EC
CORP
CN
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
-4300.00000000
NS
USD
-208593.00000000
-0.10200977301
Short
EC
CORP
CA
N
1
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
43451.00000000
NS
114997.26000000
0.056237958082
Long
EC
CORP
IN
N
2
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
-2942.00000000
NS
USD
-177137.82000000
-0.08662701438
Short
EC
CORP
US
N
1
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
-1158.00000000
NS
USD
-246549.78000000
-0.12057205704
Short
EC
CORP
US
N
1
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
-19965.00000000
NS
-247014.52000000
-0.12079933227
Short
EC
CORP
IT
Y
2
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
-938.00000000
NS
USD
-59759.98000000
-0.02922486370
Short
EC
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
12003.00000000
NS
269423.35000000
0.131758087659
Long
EC
CORP
DK
N
2
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AUYL2
1500000.00000000
PA
USD
1495911.89000000
0.731556822870
Long
DBT
USGSE
US
N
1
2024-03-22
Fixed
5.23000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
811.00000000
NS
USD
111390.85000000
0.054474288805
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland
000000000
42562.00000000
NS
116243.12000000
0.056847230185
Long
EC
AU
N
2
N
N
N
COSCO SHIPPING Holdings Co Ltd
3003009XI0QGYYA29S17
COSCO SHIPPING Holdings Co Ltd
000000000
32000.00000000
NS
32815.50000000
0.016048005956
Long
EC
CORP
CN
N
2
N
N
N
Oil & Natural Gas Corp Ltd
335800FPDZ9MRSNO7N41
Oil & Natural Gas Corp Ltd
000000000
106213.00000000
NS
223020.43000000
0.109065325502
Long
EC
CORP
IN
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
-7689.00000000
NS
-294069.33000000
-0.14381089300
Short
EC
CORP
ES
Y
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3888.00000000
NS
USD
253380.96000000
0.123912759376
Long
EC
CORP
US
N
1
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
-900.00000000
NS
-28487.28000000
-0.01393134461
Short
EC
CORP
JP
N
2
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
7600.00000000
NS
146097.65000000
0.071447211147
Long
EC
CORP
JP
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V101
14400.00000000
NS
USD
186336.00000000
0.091125268177
Long
EC
CORP
BR
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
10255.00000000
NS
258597.36000000
0.126463773935
Long
EC
CORP
GB
N
2
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
-1234.00000000
NS
USD
-41524.10000000
-0.02030683683
Short
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
-7373.00000000
NS
USD
-258644.84000000
-0.12648699342
Short
EC
CORP
CA
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
-3500.00000000
NS
USD
-282310.00000000
-0.13806014113
Short
EC
CORP
US
N
1
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
8000.00000000
NS
23215.38000000
0.011353188478
Long
EC
CORP
CN
N
2
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
-3478.00000000
NS
-261598.90000000
-0.12793163917
Short
EC
CORP
GB
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
2700.00000000
NS
158818.83000000
0.077668343612
Long
EC
CORP
CA
N
1
N
N
N
GMO-Usonian Japan Value Creation Fund
549300000UZYKHHPND29
GMO-Usonian Japan Value Creation Fund
36256V643
529802.22000000
NS
USD
9774851.00000000
4.780267467218
Long
EC
RF
US
N
1
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
-779.00000000
NS
-34945.00000000
-0.01708941104
Short
EC
CORP
AU
N
2
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
1694.00000000
NS
USD
139399.26000000
0.068171448089
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
8400.00000000
NS
USD
224616.00000000
0.109845618865
Long
EC
CORP
US
N
1
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
16230.00000000
NS
107275.45000000
0.052461704394
Long
EC
CORP
HK
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
-9463.00000000
NS
USD
-253229.88000000
-0.12383887560
Short
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
-589.00000000
NS
USD
-198375.20000000
-0.09701288693
Short
EC
CORP
US
N
1
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
6158.00000000
NS
171404.57000000
0.083823240855
Long
EC
CORP
NL
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
2725.00000000
NS
USD
290457.75000000
0.142044695405
Long
EC
CORP
US
N
1
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
000000000
-12991.00000000
NS
-322088.24000000
-0.15751318718
Short
EC
CORP
NL
N
2
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
575687.16000000
NS
USD
575687.16000000
0.281532537144
Long
STIV
RF
US
N
1
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
000000000
-9138.00000000
NS
-145329.41000000
-0.07107151307
Short
EC
CORP
AU
N
2
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
-762.00000000
NS
-23140.36000000
-0.01131650089
Short
EC
CORP
GB
N
2
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
-900.00000000
NS
USD
-348336.00000000
-0.17034932281
Short
EC
CORP
IE
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
28118.00000000
NS
USD
262059.76000000
0.128157016940
Long
EC
CORP
GB
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
-600.00000000
NS
USD
-60300.00000000
-0.02948895367
Short
EC
US
N
1
N
N
N
Haci Omer Sabanci Holding AS
78900090FFOWNLGP0F20
Haci Omer Sabanci Holding AS
000000000
60102.00000000
NS
134382.02000000
0.065717830213
Long
EC
CORP
TR
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
-13476.00000000
NS
-225553.04000000
-0.11030386644
Short
EC
CORP
FR
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
4127.00000000
NS
USD
266315.31000000
0.130238139938
Long
EC
CORP
US
N
1
N
N
N
Beijing Enterprises Holdings Ltd
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
15000.00000000
NS
56197.38000000
0.027482619157
Long
EC
CORP
HK
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
-866.00000000
NS
-153735.70000000
-0.07518250306
Short
EC
CORP
DE
N
2
N
N
N
Markel Group Inc
549300SCNO12JLWIK605
Markel Group Inc
570535104
136.00000000
NS
USD
201133.12000000
0.098361612889
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
-451.00000000
NS
USD
-22536.47000000
-0.01102117611
Short
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
-520.00000000
NS
USD
-76528.40000000
-0.03742524779
Short
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
-100.00000000
NS
USD
-22959.00000000
-0.01122780907
Short
EC
CORP
IE
N
1
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
16457.00000000
NS
222491.02000000
0.108806424226
Long
EC
CORP
AU
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
-272.00000000
NS
-227125.80000000
-0.11107300486
Short
EC
CORP
NL
Y
2
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
400.00000000
NS
USD
30240.00000000
0.014788490198
Long
EC
CORP
CA
N
1
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
2702.00000000
NS
86623.96000000
0.042362353949
Long
EC
CORP
DE
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
-70965.00000000
NS
-134915.61000000
-0.06597877566
Short
EC
CORP
DE
N
2
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
-200.00000000
NS
USD
-40100.00000000
-0.01961039870
Short
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
530.00000000
NS
55744.92000000
0.027261349307
Long
EC
CORP
DE
N
2
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
-100.00000000
NS
USD
-27873.00000000
-0.01363093873
Short
EC
CORP
US
N
1
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
2700.00000000
NS
98272.20000000
0.048058778654
Long
EC
CORP
JP
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
1520.00000000
NS
186021.28000000
0.090971358335
Long
EP
CORP
DE
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
17269.00000000
NS
320568.75000000
0.156770099782
Long
EC
CORP
NL
N
2
N
N
N
GMO Small Cap Quality Fund
549300BRUDL08K13VQ63
GMO Small Cap Quality Fund
36256V494
341935.93000000
NS
USD
8469753.09000000
4.142025812107
Long
EC
RF
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
4013.00000000
NS
USD
146594.89000000
0.071690380091
Long
EC
CORP
US
N
1
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
44850.00000000
NS
121436.14000000
0.059386811050
Long
EC
AU
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
21900.00000000
NS
306683.81000000
0.149979845182
Long
EC
CORP
JP
N
2
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
-6604.00000000
NS
USD
-261320.28000000
-0.12779538358
Short
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
2737.00000000
NS
38780.58000000
0.018965153017
Long
EC
CORP
NL
N
2
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
-3500.00000000
NS
USD
-292285.00000000
-0.14293828894
Short
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
72474.00000000
NS
104739.25000000
0.051221407806
Long
EC
CORP
GB
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
10000.00000000
NS
USD
351400.00000000
0.171847733329
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
-824.00000000
NS
USD
-288136.32000000
-0.14090942937
Short
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-123.00000000
NS
USD
-39082.02000000
-0.01911256844
Short
EC
CORP
NL
N
1
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
10600.00000000
NS
293523.91000000
0.143544162240
Long
EC
CORP
JP
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
-1001.00000000
NS
-233653.84000000
-0.11426546040
Short
EC
CORP
DE
N
2
N
N
N
Hindustan Petroleum Corp Ltd
335800DWLXIP7HFFY564
Hindustan Petroleum Corp Ltd
000000000
9472.00000000
NS
28369.93000000
0.013873956076
Long
EC
CORP
IN
N
2
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
-2580.00000000
NS
USD
-40815.60000000
-0.01996035385
Short
EC
CORP
PA
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-1500.00000000
NS
USD
-336045.00000000
-0.16433856444
Short
EC
CORP
US
N
1
N
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
1178.00000000
NS
87668.54000000
0.042873192610
Long
EC
CORP
KR
N
2
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
Dr Ing hc F Porsche AG
000000000
-113.00000000
NS
-12462.74000000
-0.00609474564
Short
EP
CORP
DE
Y
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
10800.00000000
NS
349016.87000000
0.170682293691
Long
EC
CORP
JP
N
2
N
N
N
China Conch Venture Holdings Ltd
836800AA0Q4R3O6ZDB17
China Conch Venture Holdings Ltd
000000000
12500.00000000
NS
12281.71000000
0.006006215210
Long
EC
CORP
KY
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
10867.00000000
NS
127602.93000000
0.062402601840
Long
EC
CORP
SE
N
2
N
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
-58300.00000000
NS
-226847.61000000
-0.11093695956
Short
EC
CORP
JP
N
2
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964C106
1900.00000000
NS
USD
131138.00000000
0.064131383191
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
5891.00000000
NS
192694.63000000
0.094234875897
Long
EC
CORP
NL
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
-23900.00000000
NS
-274102.00000000
-0.13404612237
Short
EC
CORP
JP
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
9896.00000000
NS
USD
403262.00000000
0.197210189635
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
-4837.00000000
NS
-274557.80000000
-0.13426902560
Short
EC
CORP
BE
N
2
N
N
N
Brookfield Corp
C6J3FGIWG6MBDGTE8F80
Brookfield Corp
11271J107
4265.00000000
NS
USD
145479.15000000
0.071144741531
Long
EC
CORP
CA
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AVEV0
1000000.00000000
PA
USD
1000063.67000000
0.489068511310
Long
DBT
USGSE
US
N
1
2023-10-06
Floating
5.40000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
26835.00000000
NS
300448.76000000
0.146930672702
Long
EC
CORP
MX
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
87.00000000
NS
USD
22708.74000000
0.011105422583
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
-926.00000000
NS
USD
-53319.08000000
-0.02607502288
Short
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
9486.00000000
NS
USD
306208.08000000
0.149747195432
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
24100.00000000
NS
USD
292333.00000000
0.142961762741
Long
EC
CORP
US
N
1
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
-3705.00000000
NS
USD
-300846.00000000
-0.14712493790
Short
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
-619.00000000
NS
USD
-336500.78000000
-0.16456145790
Short
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
6298.00000000
NS
USD
295187.26000000
0.144357602557
Long
EC
CORP
US
N
1
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
-484.00000000
NS
-84953.81000000
-0.04154558817
Short
EC
CORP
AU
N
2
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
83063.00000000
NS
129504.10000000
0.063332345025
Long
EC
AU
N
2
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
-11300.00000000
NS
-255098.94000000
-0.12475291580
Short
EC
CORP
JP
N
2
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
1288.00000000
NS
USD
23750.72000000
0.011614989746
Long
EC
CORP
GB
N
1
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
-1695.00000000
NS
USD
-275030.70000000
-0.13450029138
Short
EC
CORP
US
N
1
N
N
N
LG Corp
N/A
LG Corp
000000000
1631.00000000
NS
101184.24000000
0.049482875050
Long
EC
CORP
KR
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
16718.00000000
NS
USD
287883.96000000
0.140786015901
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
375.00000000
NS
USD
122891.25000000
0.060098414224
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
2961.00000000
NS
85297.22000000
0.041713528503
Long
EC
CORP
CH
N
2
N
N
N
GMO Quality Fund
549300AFPJUDV7V43T32
GMO Quality Fund
362008229
267200.84000000
NS
USD
7529719.78000000
3.682314390429
Long
EC
RF
US
N
1
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
4311.00000000
NS
298245.77000000
0.145853328257
Long
EC
CORP
CH
N
2
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
14700.00000000
NS
299577.06000000
0.146504378823
Long
EC
CORP
JP
N
2
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
-2205.00000000
NS
-69466.32000000
-0.03397162673
Short
EC
CORP
GB
N
2
N
N
N
Wise PLC
213800LD9XCHIC1C4V71
Wise PLC
000000000
-6780.00000000
NS
-54880.50000000
-0.02683861562
Short
EC
CORP
GB
N
2
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
-2400.00000000
NS
USD
-242352.00000000
-0.11851918573
Short
EC
CORP
US
N
1
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
-10500.00000000
NS
-81128.88000000
-0.03967505445
Short
EC
CORP
JP
N
2
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
400.00000000
NS
23638.58000000
0.011560149095
Long
EC
CORP
JP
N
2
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
-4078.00000000
NS
USD
-295736.56000000
-0.14462623078
Short
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
-318.00000000
NS
USD
-187247.94000000
-0.09157124092
Short
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
695.00000000
NS
USD
79549.70000000
0.038902776414
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
-694.00000000
NS
USD
-55540.82000000
-0.02716153677
Short
EC
CORP
US
N
1
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
29827.00000000
NS
142561.78000000
0.069718038566
Long
EC
CORP
SE
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
53.00000000
NS
16517.89000000
0.008077865554
Long
EC
CORP
CH
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
21200.00000000
NS
78972.87000000
0.038620684985
Long
EC
CORP
TH
N
2
N
N
N
Beijer Ref AB
549300PZZEUVH08H4G75
Beijer Ref AB
000000000
-2457.00000000
NS
-28162.60000000
-0.01377256395
Short
EC
CORP
SE
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
-32236.00000000
NS
-297844.35000000
-0.14565701887
Short
EC
CORP
GB
N
2
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
-1134.00000000
NS
USD
-217399.14000000
-0.10631630460
Short
EC
CORP
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
838.00000000
NS
USD
51553.76000000
0.025211715425
Long
EC
CORP
NL
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
1672.00000000
NS
USD
494728.08000000
0.241940521235
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
8036.00000000
NS
USD
284313.68000000
0.139040015544
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
1586.00000000
NS
USD
227368.96000000
0.111191919195
Long
EC
CORP
IE
N
1
N
N
N
Keio Corp
N/A
Keio Corp
000000000
-3700.00000000
NS
-128022.47000000
-0.06260777258
Short
EC
CORP
JP
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
8800.00000000
NS
113870.17000000
0.055686768947
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
8967.00000000
NS
USD
313665.66000000
0.153394230774
Long
EC
CORP
US
N
1
N
N
N
GMO Multi-Sector Fixed Income Fund
BC8D6LTQTCM32RRYZ044
GMO Multi-Sector Fixed Income Fund
362008120
1131643.33000000
NS
USD
19102139.46000000
9.341660125040
Long
EC
RF
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
3202.00000000
NS
287209.93000000
0.140456390040
Long
EC
CORP
BE
N
2
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1212.00000000
NS
USD
98996.16000000
0.048412822152
Long
EC
CORP
US
N
1
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp
75513E101
1783.00000000
NS
USD
153409.32000000
0.075022891046
Long
EC
CORP
US
N
1
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
3385.00000000
NS
USD
67158.40000000
0.032842967598
Long
EC
CORP
GB
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
7200.00000000
NS
USD
219744.00000000
0.107463028778
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
-6166.00000000
NS
-224920.89000000
-0.10999472147
Short
EC
CORP
DE
Y
2
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
-185.00000000
NS
-52468.07000000
-0.02565884718
Short
EC
CORP
FR
N
2
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
-748.00000000
NS
-103023.69000000
-0.05038243484
Short
EC
CORP
NL
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-128837.00000000
NS
-361428.95000000
-0.17675226470
Short
EC
CORP
GB
N
2
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
-15200.00000000
NS
-179516.14000000
-0.08779010175
Short
EC
CORP
JP
N
2
N
N
N
GMO Emerging Markets Fund
DOSKAMXF8YE41HIDZR39
GMO Emerging Markets Fund
362008278
778743.95000000
NS
USD
17171304.10000000
8.397409470379
Long
EC
RF
US
N
1
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
000000000
564.00000000
NS
45349.33000000
0.022177517269
Long
EC
CORP
DE
N
2
N
N
N
Grab Holdings Ltd
549300N4VQX83VPJF439
Grab Holdings Ltd
000000000
-57153.00000000
NS
USD
-215466.81000000
-0.10537132301
Short
EC
CORP
KY
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
-33.00000000
NS
USD
-17199.93000000
-0.00841140860
Short
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
4046.00000000
NS
USD
232442.70000000
0.113673167683
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
16638.00000000
NS
USD
254395.02000000
0.124408672615
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
2970.00000000
NS
USD
293346.90000000
0.143457597735
Long
EC
CORP
NL
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
-664.00000000
NS
USD
-34634.24000000
-0.01693743779
Short
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
1828.00000000
NS
USD
198776.72000000
0.097209245220
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
-2351.00000000
NS
USD
-229010.91000000
-0.11199489411
Short
EC
CORP
US
N
1
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S
000000000
159.00000000
NS
40579.95000000
0.019845112197
Long
EC
CORP
DK
N
2
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
-7600.00000000
NS
-132602.88000000
-0.06484776425
Short
EC
CORP
JP
N
2
N
N
N
Telefonica Brasil SA
529900MTGG2HSDBIWG79
Telefonica Brasil SA
87936R205
1284.00000000
NS
USD
10836.96000000
0.005299678463
Long
EC
CORP
BR
N
1
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
2505.00000000
NS
1784.53000000
0.000872701865
Long
EC
CORP
RU
N
3
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
-2319.00000000
NS
-35406.48000000
-0.01731509201
Short
EC
CORP
SE
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
-396.00000000
NS
USD
-202518.36000000
-0.09903904702
Short
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
-361.00000000
NS
USD
-333163.29000000
-0.16292930055
Short
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
4000.00000000
NS
USD
284120.00000000
0.138945298786
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
112.00000000
NS
203320.74000000
0.099431440830
Long
EC
CORP
DK
N
2
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
15400.00000000
NS
316722.65000000
0.154889213137
Long
EC
CORP
JP
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
-700.00000000
NS
USD
-126924.00000000
-0.06207057969
Short
EC
US
N
1
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
-1259.00000000
NS
-190347.57000000
-0.09308707583
Short
EC
CORP
CH
N
2
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
-6615.00000000
NS
USD
-260763.30000000
-0.12752299954
Short
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
2257.00000000
NS
USD
185209.42000000
0.090574328452
Long
EC
CORP
US
N
1
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
3467.00000000
NS
8171.56000000
0.003996198246
Long
EC
CORP
AU
N
2
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
1111.00000000
NS
USD
231199.10000000
0.113065000804
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
12007.00000000
NS
165305.03000000
0.080840337829
Long
EC
CORP
AU
N
2
N
N
N
SK Square Co Ltd
N/A
SK Square Co Ltd
000000000
2735.00000000
NS
93181.10000000
0.045569040478
Long
EC
CORP
KR
N
2
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
-3637.00000000
NS
-294391.88000000
-0.14396863201
Short
EC
CORP
NZ
N
2
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AVEY4
1000000.00000000
PA
USD
1000597.12000000
0.489329388297
Long
DBT
USGSE
US
N
1
2024-03-06
Floating
5.42000000
N
N
N
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
000000000
5410.00000000
NS
952.05000000
0.000465588032
Long
EC
CORP
RU
N
3
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
75774.00000000
NS
295791.97000000
0.144653328347
Long
EC
CORP
ES
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V408
4600.00000000
NS
USD
64630.00000000
0.031606485501
Long
EC
CORP
BR
N
1
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
-2362.00000000
NS
-193304.33000000
-0.09453304198
Short
EC
CORP
AT
N
2
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
-9.00000000
NS
USD
-425.07000000
-0.00020787511
Short
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
2316.00000000
NS
USD
265251.48000000
0.129717887308
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
14093.00000000
NS
163565.27000000
0.079989530167
Long
EC
CORP
KY
N
2
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
000000000
-9802.00000000
NS
-310892.52000000
-0.15203806167
Short
EC
CORP
NL
N
2
N
N
N
GMO Emerging Country Debt
KCRGSH2QB4OQ3874HQ90
GMO Emerging Country Debt
36262F103
419243.21000000
NS
USD
7772769.02000000
3.801174552585
Long
EC
RF
US
N
1
N
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
-2400.00000000
NS
-151975.35000000
-0.07432162612
Short
EC
CORP
JP
N
2
N
N
N
Seatrium Ltd
254900MQNHWMN6X1NV39
Seatrium Ltd
000000000
-1943400.00000000
NS
-208324.66000000
-0.10187854472
Short
EC
CORP
SG
N
2
N
N
N
Bidvest Group Ltd/The
5299002ARE4TRMIRGM72
Bidvest Group Ltd/The
000000000
7025.00000000
NS
105990.55000000
0.051833340272
Long
EC
CORP
ZA
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
2200.00000000
NS
USD
170962.00000000
0.083606807585
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
6106.00000000
NS
235053.50000000
0.114949946460
Long
EC
CORP
NL
N
2
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
-7741.00000000
NS
USD
-170766.46000000
-0.08351118121
Short
EC
CORP
JE
N
1
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
500.00000000
NS
USD
34410.00000000
0.016827776049
Long
EC
CORP
CH
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
9962.00000000
NS
USD
275847.78000000
0.134899874037
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
276.00000000
NS
USD
193862.40000000
0.094805959071
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed Inc
977852102
-5472.00000000
NS
USD
-261671.04000000
-0.12796691833
Short
EC
CORP
US
N
1
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
222835.00000000
NS
132347.38000000
0.064722815210
Long
EC
CORP
TR
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
-32298.00000000
NS
-78010.62000000
-0.03815010877
Short
EC
CORP
GB
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
634.00000000
NS
USD
253726.80000000
0.124081888061
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
1320.00000000
NS
USD
112926.00000000
0.055225034530
Long
EC
CORP
US
N
1
N
N
N
Keisei Electric Railway Co Ltd
529900VNP95IIHXPCY17
Keisei Electric Railway Co Ltd
000000000
-1800.00000000
NS
-68925.40000000
-0.03370709663
Short
EC
CORP
JP
N
2
N
N
N
Tata Steel Ltd
335800E6C75YGSGD5T66
Tata Steel Ltd
000000000
127914.00000000
NS
190778.71000000
0.093297919410
Long
EC
CORP
IN
N
2
N
N
N
Onex Corp
894500LB8PNE5C7CEN88
Onex Corp
68272K103
2300.00000000
NS
142115.90000000
0.069499986582
Long
EC
CORP
CA
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
1060.00000000
NS
USD
49173.40000000
0.024047630421
Long
EC
CORP
US
N
1
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
-11100.00000000
NS
-230038.24000000
-0.11249729687
Short
EC
CORP
JP
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
-2140.00000000
NS
USD
-330630.00000000
-0.16169042706
Short
EC
CORP
US
N
1
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
836.00000000
NS
USD
22981.64000000
0.011238880882
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
000000000
580.00000000
NS
37730.24000000
0.018451497501
Long
EC
CORP
FR
N
2
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
69047Q102
6455.00000000
NS
USD
303126.80000000
0.148240334352
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
6670.00000000
NS
286910.67000000
0.140310040715
Long
EC
CORP
CH
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
-7842.00000000
NS
-280455.72000000
-0.13715332891
Short
EC
CORP
FR
N
2
N
N
N
GMO International Opportunistic Value Fund
549300KLH1QUHZ9NXR88
GMO International Opportunistic Value Fund
362008666
1226671.52000000
NS
USD
17050734.06000000
8.338446214598
Long
EC
RF
US
N
1
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
-5.00000000
NS
-59763.84000000
-0.02922675139
Short
EC
CORP
CH
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
400.00000000
NS
USD
330596.00000000
0.161673799794
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
-4000.00000000
NS
USD
-277800.00000000
-0.13585458258
Short
EC
CORP
CA
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
1766.00000000
NS
USD
256140.64000000
0.125262346037
Long
EC
CORP
US
N
1
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
3051.00000000
NS
270004.30000000
0.132042193921
Long
EC
CORP
NL
N
2
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
2100.00000000
NS
92230.58000000
0.045104200673
Long
EC
CORP
JP
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
459.00000000
NS
103122.47000000
0.050430741960
Long
EC
CORP
BE
N
2
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
-8500.00000000
NS
-306180.29000000
-0.14973360508
Short
EC
CORP
JP
N
2
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
9200.00000000
NS
170082.89000000
0.083176889939
Long
EC
CORP
CA
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
9781.00000000
NS
259828.28000000
0.127065739820
Long
EC
CORP
LU
N
2
N
N
N
Indian Oil Corp Ltd
335800J8OBWE4VFUDG88
Indian Oil Corp Ltd
000000000
25377.00000000
NS
27263.90000000
0.013333066069
Long
EC
CORP
IN
N
2
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
13321L108
-1916.00000000
NS
USD
-70892.00000000
-0.03466883753
Short
EC
CORP
CA
N
1
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
000000000
-38.00000000
NS
-2743.24000000
-0.00134154688
Short
EC
CORP
NL
Y
2
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
-189.00000000
NS
USD
-13163.85000000
-0.00643761463
Short
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
1400.00000000
NS
73795.21000000
0.036088615734
Long
EC
CORP
JP
N
2
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
7657.00000000
NS
USD
253370.13000000
0.123907463101
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
27646.00000000
NS
USD
269824.96000000
0.131954489959
Long
EC
CORP
IL
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
1287.00000000
NS
123656.96000000
0.060472875032
Long
EP
CORP
DE
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
1529.00000000
NS
63362.27000000
0.030986518150
Long
EC
CORP
KY
N
2
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
1461.00000000
NS
USD
60368.52000000
0.029522462511
Long
EC
CORP
CA
N
1
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
-666.00000000
NS
-28966.66000000
-0.01416577934
Short
EC
CORP
GB
N
2
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
4400.00000000
NS
148086.35000000
0.072419759773
Long
EC
CORP
JP
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
-114.00000000
NS
-122881.16000000
-0.06009347983
Short
EC
CORP
CH
N
2
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
-4467.00000000
NS
USD
-290489.01000000
-0.14205998271
Short
EC
CORP
US
N
1
N
N
N
M3 Inc
3538001UOKRWIODYM055
M3 Inc
000000000
-8500.00000000
NS
-169428.83000000
-0.08285703015
Short
EC
CORP
JP
N
2
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
110000.00000000
NS
109163.98000000
0.053385266147
Long
EC
CORP
HK
N
2
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
3212.00000000
NS
USD
176210.32000000
0.086173432217
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
105.00000000
NS
USD
326028.15000000
0.159439950424
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
-953.00000000
NS
-108542.55000000
-0.05308136365
Short
EC
CORP
DK
N
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
-128.00000000
NS
USD
-52776.96000000
-0.02580990594
Short
EC
CORP
US
N
1
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
783513203
2190.00000000
NS
USD
217357.50000000
0.106295941084
Long
EC
CORP
IE
N
1
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857105
-7884.00000000
NS
USD
-59603.04000000
-0.02914811418
Short
EC
CORP
CA
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
1854.00000000
NS
297131.62000000
0.145308467266
Long
EC
CORP
FR
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
-675.00000000
NS
-45237.53000000
-0.02212284289
Short
EC
CORP
DE
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
-3321.00000000
NS
USD
-280724.13000000
-0.13728459143
Short
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-1159.00000000
NS
USD
-299114.72000000
-0.14627827728
Short
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
3132.00000000
NS
USD
276273.72000000
0.135108174617
Long
EC
CORP
US
N
1
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
021361100
-12100.00000000
NS
-236591.18000000
-0.11570192944
Short
EC
CORP
CA
N
1
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive Inc
76954A103
-3967.00000000
NS
USD
-90169.91000000
-0.04409645602
Short
EC
CORP
US
N
1
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
-5884.00000000
NS
-112262.52000000
-0.05490056801
Short
EC
CORP
DK
N
2
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
-3400.00000000
NS
-93208.53000000
-0.04558245477
Short
EC
CORP
JP
N
2
N
N
N
BILL Holdings Inc
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043100
-2376.00000000
NS
USD
-273952.80000000
-0.13397315799
Short
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
887.00000000
NS
USD
124144.52000000
0.060711310094
Long
EC
CORP
US
N
1
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
24794.00000000
NS
240104.37000000
0.117420010662
Long
EC
CORP
AU
N
2
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
45075E104
700.00000000
NS
43915.78000000
0.021476457741
Long
EC
CORP
CA
N
1
N
N
N
E-MART Inc
988400SAX0Q74FRA9981
E-MART Inc
000000000
826.00000000
NS
46062.76000000
0.022526411203
Long
EC
CORP
KR
N
2
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
-605.00000000
NS
-77528.44000000
-0.03791430473
Short
EC
CORP
GB
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
9000.00000000
NS
USD
267390.00000000
0.130763703514
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
3572.00000000
NS
109700.45000000
0.053647620027
Long
EC
CORP
NO
N
2
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
-3255.00000000
NS
USD
-255192.00000000
-0.12479842562
Short
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
-58.00000000
NS
-38136.63000000
-0.01865023739
Short
EC
CORP
NL
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
21300.00000000
NS
192908.70000000
0.094339564127
Long
EC
CORP
JP
N
2
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
-2800.00000000
NS
USD
-272832.00000000
-0.13342504490
Short
EC
CORP
US
N
1
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
11800.00000000
NS
313931.80000000
0.153524383181
Long
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
5969.00000000
NS
306664.20000000
0.149970255159
Long
EC
CORP
GB
N
2
N
N
N
ORLEN SA
259400VVMM70CQREJT74
ORLEN SA
000000000
9263.00000000
NS
141416.98000000
0.069158188580
Long
EC
CORP
PL
N
2
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
2100.00000000
NS
USD
212919.00000000
0.104125348698
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
1344.00000000
NS
USD
212338.56000000
0.103841491845
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
635448.45000000
NS
USD
3177242.26000000
1.553790212347
Long
EC
RF
US
N
1
N
N
N
Aspen Technology Inc
254900545H80W6GA2J08
Aspen Technology Inc
29109X106
200.00000000
NS
USD
38800.00000000
0.018974650122
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
2724.00000000
NS
199328.11000000
0.097478895538
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
2955.00000000
NS
USD
302562.45000000
0.147964346109
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
2234.00000000
NS
USD
298082.62000000
0.145773541809
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
-487.00000000
NS
USD
-48573.38000000
-0.02375419821
Short
EC
CORP
US
N
1
N
N
N
Krung Thai Bank PCL
54930007ZQMYCRFQGE36
Krung Thai Bank PCL
000000000
263800.00000000
NS
145321.03000000
0.071067414941
Long
EC
CORP
TH
N
2
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
-161.00000000
NS
USD
-25241.58000000
-0.01234407600
Short
EC
CORP
US
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
2739.00000000
NS
52719.79000000
0.025781947675
Long
EC
CORP
SE
N
2
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
-345.00000000
NS
USD
-63414.45000000
-0.03101203612
Short
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
-400.00000000
NS
USD
-361540.00000000
-0.17680657230
Short
EC
CORP
US
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
693483109
2400.00000000
NS
USD
263424.00000000
0.128824181287
Long
EC
CORP
KR
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
39438.00000000
NS
311161.47000000
0.152169588272
Long
EC
CORP
ES
N
2
N
N
N
GMO Emerging Markets ex-China Fund
549300175HXW4M6BSD82
GMO Emerging Markets ex-China Fund
36256V551
1214434.27000000
NS
USD
17050657.12000000
8.338408588063
Long
EC
RF
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
2200.00000000
NS
108514.80000000
0.053067792864
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL
000000000
1959478.51000000
OU
Notional Amount
USD
-36654.29000000
-0.01792531773
N/A
DCR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL
BTVH
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2024-05-24
0.00000000
USD
0.00000000
USD
1959478.51000000
USD
-36654.29000000
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
-1978.00000000
NS
USD
-308666.90000000
-0.15094965030
Short
EC
CORP
US
N
1
N
N
N
Tokyu Corp
3538005PGNIBTZYXAE45
Tokyu Corp
000000000
-12700.00000000
NS
-160485.13000000
-0.07848322658
Short
EC
CORP
JP
N
2
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
114000.00000000
NS
60995.80000000
0.029829225875
Long
EC
CORP
CN
N
2
N
N
N
2023-10-16
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer