0001752724-23-241034.txt : 20231027
0001752724-23-241034.hdr.sgml : 20231027
20231027143407
ACCESSION NUMBER: 0001752724-23-241034
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: 231355010
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
S000004081
GMO U.S. Equity Fund
C000011423
Class III
GMUEX
C000011426
Class VI
GMCQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000004081
C000011423
C000011426
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
53 State Street, 33rd Floor
BOSTON
02109
617-346-7646
GMO U.S. Equity Fund
S000004081
549300L8PB3KTHT20L36
2024-02-29
2023-08-31
N
265477869.33
180221.23
265297648.10
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
2096.00000000
NS
USD
188786.72000000
0.071160344372
Long
EC
CORP
US
N
1
N
N
N
LendingTree Inc
549300ISY5YHUJZTON08
LendingTree Inc
52603B107
2605.00000000
NS
USD
49260.55000000
0.018568031172
Long
EC
CORP
US
N
1
N
N
N
Inter Parfums Inc
N/A
Inter Parfums Inc
458334109
1024.00000000
NS
USD
143083.52000000
0.053933203337
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp
410495204
8900.00000000
NS
USD
154148.00000000
0.058103794399
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
16635.00000000
NS
USD
792158.70000000
0.298592432188
Long
EC
CORP
US
N
1
N
N
N
Vera Bradley Inc
52990005Q6LEJKXO7M51
Vera Bradley Inc
92335C106
8356.00000000
NS
USD
59912.52000000
0.022583132730
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001A102
784.00000000
NS
USD
109007.36000000
0.041088701984
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
19822.00000000
NS
USD
1412515.72000000
0.532426778041
Long
EC
CORP
US
N
1
N
N
N
Kontoor Brands Inc
549300M0CPXV65RFF271
Kontoor Brands Inc
50050N103
2563.00000000
NS
USD
117359.77000000
0.044237018624
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
15485.00000000
NS
USD
2503614.80000000
0.943700337311
Long
EC
CORP
US
N
1
N
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Cos Inc
419596101
8700.00000000
NS
USD
272310.00000000
0.102643201683
Long
EC
CORP
US
N
1
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164V103
3709.00000000
NS
USD
43172.76000000
0.016273329337
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
35764.00000000
NS
USD
3435489.84000000
1.294956764450
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CGF2
350000.00000000
PA
USD
350521.09000000
0.132123708035
Long
DBT
UST
US
N
1
2025-01-31
Floating
5.61000000
N
N
N
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp Inc
985817105
8105.00000000
NS
USD
347299.25000000
0.130909283398
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
14125.00000000
NS
USD
2016626.25000000
0.760137251288
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
21833.00000000
NS
USD
1477220.78000000
0.556816387397
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
4384.00000000
NS
USD
708279.04000000
0.266975242740
Long
EC
CORP
JE
N
1
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
4670.00000000
NS
USD
264041.80000000
0.099526626749
Long
EC
CORP
IE
N
1
N
N
N
Resources Connection Inc
N/A
Resources Connection Inc
76122Q105
12800.00000000
NS
USD
198528.00000000
0.074832174888
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
86500.00000000
NS
USD
3873470.00000000
1.460046867260
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
9187.00000000
NS
USD
1181631.94000000
0.445398573437
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
11105.00000000
NS
USD
853530.30000000
0.321725543408
Long
EC
CORP
BM
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
077454106
14116.00000000
NS
USD
1325492.40000000
0.499624632744
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
47792.00000000
NS
USD
1973331.68000000
0.743818007484
Long
EC
CORP
US
N
1
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group Inc
624580106
5300.00000000
NS
USD
144955.00000000
0.054638629870
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
83051.00000000
NS
USD
960069.56000000
0.361883931831
Long
EC
CORP
US
N
1
N
N
N
Container Store Group Inc/The
529900L7KB2N9KXCDI76
Container Store Group Inc/The
210751103
16000.00000000
NS
USD
37440.00000000
0.014112450776
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
49789.00000000
NS
USD
2328133.64000000
0.877555325753
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
10968.00000000
NS
USD
1554823.68000000
0.586067645580
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
542.00000000
NS
USD
70205.26000000
0.026462827885
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
20056.00000000
NS
USD
1634564.00000000
0.616124572421
Long
EC
CORP
IE
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
11618.00000000
NS
USD
2067074.56000000
0.779152990915
Long
EC
CORP
US
N
1
N
N
N
Modine Manufacturing Co
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co
607828100
9469.00000000
NS
USD
450629.71000000
0.169858162417
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
2829.00000000
NS
USD
617429.25000000
0.232730766526
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
31200.00000000
NS
USD
548496.00000000
0.206747403879
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
29700.00000000
NS
USD
1670328.00000000
0.629605279942
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
45597.00000000
NS
USD
6208943.49000000
2.340368840231
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes Inc
87265H109
58052.00000000
NS
USD
1805417.20000000
0.680525143336
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
10527.00000000
NS
USD
1201762.32000000
0.452986420575
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
11215.00000000
NS
USD
262431.00000000
0.098919459663
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
4600.00000000
NS
USD
105984.00000000
0.039949091429
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
10870.00000000
NS
USD
889600.80000000
0.335321781542
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
196127.00000000
NS
USD
3332197.73000000
1.256022340893
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
6425.00000000
NS
USD
1698898.50000000
0.640374504699
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
7154.00000000
NS
USD
432459.30000000
0.163009096800
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
13071.00000000
NS
USD
1557017.52000000
0.586894580917
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
Oxford Industries Inc
691497309
5037.00000000
NS
USD
508686.63000000
0.191741854344
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
4672.00000000
NS
USD
2065070.72000000
0.778397673250
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
1758.00000000
NS
USD
361655.76000000
0.136320756173
Long
EC
CORP
NL
N
1
N
N
N
Vontier Corp
549300VVSQLG4P5K4639
Vontier Corp
928881101
24576.00000000
NS
USD
771932.16000000
0.290968338968
Long
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
29480.00000000
NS
USD
499980.80000000
0.188460321296
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1269.00000000
NS
USD
339279.84000000
0.127886486152
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
8375.00000000
NS
USD
1292597.50000000
0.487225389767
Long
EC
CORP
US
N
1
N
N
N
Barrett Business Services Inc
529900HXB6TMG0SR9Y34
Barrett Business Services Inc
068463108
600.00000000
NS
USD
57408.00000000
0.021639091191
Long
EC
CORP
US
N
1
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival Inc
824889109
8100.00000000
NS
USD
187353.00000000
0.070619924956
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
11682.00000000
NS
USD
2687327.28000000
1.012948022436
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
29819.00000000
NS
USD
9773475.44000000
3.683966107500
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp/MI
N/A
Independent Bank Corp/MI
453838609
4100.00000000
NS
USD
78269.00000000
0.029502334664
Long
EC
CORP
US
N
1
N
N
N
Aaron's Co Inc/The
N/A
Aaron's Co Inc/The
00258W108
8400.00000000
NS
USD
101388.00000000
0.038216697632
Long
EC
CORP
US
N
1
N
N
N
Nelnet Inc
549300T6B0Q52I6OM558
Nelnet Inc
64031N108
30.00000000
NS
USD
2755.50000000
0.001038644714
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
7818.00000000
NS
USD
922445.82000000
0.347702222996
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
11698.00000000
NS
USD
713811.96000000
0.269060794587
Long
EC
CORP
US
N
1
N
N
N
Huron Consulting Group Inc
549300NGVB9H6TKTLE36
Huron Consulting Group Inc
447462102
747.00000000
NS
USD
74662.65000000
0.028142974705
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
30248.00000000
NS
USD
6208704.48000000
2.340278748969
Long
EC
CORP
IE
N
1
N
N
N
Amphastar Pharmaceuticals Inc
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals Inc
03209R103
1949.00000000
NS
USD
103901.19000000
0.039164007198
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
10926.00000000
NS
USD
5392527.30000000
2.032632908214
Long
EC
CORP
US
N
1
N
N
N
Farmers National Banc Corp
N/A
Farmers National Banc Corp
309627107
5400.00000000
NS
USD
68580.00000000
0.025850210317
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
36497.00000000
NS
USD
2790195.65000000
1.051722723508
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
37309.00000000
NS
USD
6010479.90000000
2.265560943734
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
33068.00000000
NS
USD
1952996.08000000
0.736152805721
Long
EC
CORP
IE
N
1
N
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy Inc
505336107
34674.00000000
NS
USD
1069692.90000000
0.403204818309
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP23
000000000
17.00000000
NC
USD
85947.73000000
0.032396717654
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESU3 Index
2023-09-15
3752652.27000000
USD
85947.73000000
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
1826.00000000
NS
USD
84489.02000000
0.031846878630
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
41770.00000000
NS
USD
5737109.50000000
2.162518040053
Long
EC
CORP
US
N
1
N
N
N
ICF International Inc
5493003KYFDDC5B3WY64
ICF International Inc
44925C103
5560.00000000
NS
USD
750933.60000000
0.283053244300
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
4823.00000000
NS
USD
1332401.98000000
0.502229096089
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
905.00000000
NS
USD
850428.50000000
0.320556366063
Long
EC
CORP
US
N
1
N
N
N
TrueBlue Inc
N/A
TrueBlue Inc
89785X101
3000.00000000
NS
USD
45390.00000000
0.017109084956
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349109
7900.00000000
NS
USD
429049.00000000
0.161723634971
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
37835.00000000
NS
USD
4011266.70000000
1.511987282483
Long
EC
CORP
CH
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
000000000
8824.00000000
NS
USD
661800.00000000
0.249455660364
Long
EC
CORP
BM
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
21069.00000000
NS
USD
1260558.27000000
0.475148678862
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
8154.00000000
NS
USD
357552.90000000
0.134774244159
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
40666.00000000
NS
USD
3346405.14000000
1.261377612642
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
58587.00000000
NS
USD
6514288.53000000
2.455464108579
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
918.00000000
NS
USD
51132.60000000
0.019273672558
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
513141.09000000
NS
USD
513141.09000000
0.193420896745
Long
STIV
RF
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
9600.00000000
NS
USD
194112.00000000
0.073167629411
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
2973.00000000
NS
USD
1396239.72000000
0.526291782079
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
3518.00000000
NS
USD
1267183.60000000
0.477645998400
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
22090.00000000
NS
USD
606149.60000000
0.228479070335
Long
EC
CORP
US
N
1
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
40818.00000000
NS
USD
1121270.46000000
0.422646211917
Long
EC
CORP
JE
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
11052.00000000
NS
USD
2657342.88000000
1.001645849117
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
34004.00000000
NS
USD
990196.48000000
0.373239825943
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
16238.00000000
NS
USD
1681282.52000000
0.633734423218
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
26574.00000000
NS
USD
4884566.94000000
1.841164810537
Long
EC
CORP
US
N
1
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
4023.00000000
NS
USD
72856.53000000
0.027462184652
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
1144.00000000
NS
USD
56273.36000000
0.021211405529
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp Inc
204149108
2000.00000000
NS
USD
71000.00000000
0.026762393299
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
183425.00000000
NS
USD
6445554.50000000
2.429555838946
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp
529900TV1XI0PLKENU10
Stewart Information Services Corp
860372101
5748.00000000
NS
USD
266247.36000000
0.100357979766
Long
EC
CORP
US
N
1
N
N
N
Enterprise Financial Services Corp
5493001XTU5DLD632129
Enterprise Financial Services Corp
293712105
1800.00000000
NS
USD
69678.00000000
0.026264085075
Long
EC
CORP
US
N
1
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
900.00000000
NS
USD
39195.00000000
0.014773971906
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236101
46172.00000000
NS
USD
1250337.76000000
0.471296209730
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
11538.00000000
NS
USD
470173.50000000
0.177224903186
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
9448.00000000
NS
USD
1844533.04000000
0.695269277059
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
26895.00000000
NS
USD
427361.55000000
0.161087575808
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
4122.00000000
NS
USD
187138.80000000
0.070539185454
Long
EC
CORP
US
N
1
N
N
N
Bel Fuse Inc
2549009L4XYDBRRY6X39
Bel Fuse Inc
077347300
3187.00000000
NS
USD
166680.10000000
0.062827582978
Long
EC
CORP
US
N
1
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc
49177J102
37639.00000000
NS
USD
867578.95000000
0.327020972938
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
8162.00000000
NS
USD
382552.94000000
0.144197637159
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1053.00000000
NS
USD
438995.70000000
0.165472895498
Long
EC
CORP
US
N
1
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36266G107
6098.00000000
NS
USD
429604.10000000
0.161932871654
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
30646.00000000
NS
USD
1452620.40000000
0.547543640286
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
1200.00000000
NS
USD
703596.00000000
0.265210040510
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
25314.00000000
NS
USD
7490159.46000000
2.823304131658
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
48366.00000000
NS
USD
1711189.08000000
0.645007255908
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp
71363P106
26375.00000000
NS
USD
437033.75000000
0.164733367645
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
10619.00000000
NS
USD
538914.25000000
0.203135705823
Long
EC
CORP
US
N
1
N
N
N
Capital City Bank Group Inc
254900NVLVUJQZKTQE82
Capital City Bank Group Inc
139674105
1900.00000000
NS
USD
57969.00000000
0.021850551791
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
739.00000000
NS
USD
88968.21000000
0.033535242636
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
12.00000000
NS
USD
858.84000000
0.000323726955
Long
EC
CORP
US
N
1
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
1301.00000000
NS
USD
135759.35000000
0.051172466462
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
1589.00000000
NS
USD
235648.70000000
0.088824270281
Long
EC
CORP
US
N
1
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073E105
8300.00000000
NS
USD
1460634.00000000
0.550564247538
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
16016.00000000
NS
USD
2120358.24000000
0.799237481065
Long
EC
CORP
CH
N
1
N
N
N
Malibu Boats Inc
N/A
Malibu Boats Inc
56117J100
1202.00000000
NS
USD
58369.12000000
0.022001371070
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
30039.00000000
NS
USD
1725740.55000000
0.650492215954
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1109.00000000
NS
USD
553457.54000000
0.208617582539
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
5854.00000000
NS
USD
636563.96000000
0.239943310677
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
26599.00000000
NS
USD
1193497.13000000
0.449870980216
Long
EC
CORP
US
N
1
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress PLC
000000000
1470.00000000
NS
USD
94976.70000000
0.035800053517
Long
EC
CORP
IE
N
1
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
7783.00000000
NS
USD
266956.90000000
0.100625430308
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog Inc
615394202
1062.00000000
NS
USD
123361.92000000
0.046499439736
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
41160.00000000
NS
USD
4714054.80000000
1.776892797113
Long
EC
CORP
US
N
1
N
N
N
CBIZ Inc
529900D5X8CFM8O1N813
CBIZ Inc
124805102
3766.00000000
NS
USD
211310.26000000
0.079650257555
Long
EC
CORP
US
N
1
N
N
N
1st Source Corp
N/A
1st Source Corp
336901103
1800.00000000
NS
USD
80442.00000000
0.030321414673
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
527.00000000
NS
USD
1334010.91000000
0.502835558307
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
986.00000000
NS
USD
97081.56000000
0.036593449167
Long
EC
CORP
US
N
1
N
N
N
MasterCraft Boat Holdings Inc
549300IXWX41555YJ117
MasterCraft Boat Holdings Inc
57637H103
9997.00000000
NS
USD
217534.72000000
0.081996475113
Long
EC
CORP
US
N
1
N
N
N
Weatherford International PLC
529900LPBDSCQDJKHQ39
Weatherford International PLC
000000000
995.00000000
NS
USD
88077.40000000
0.033199465065
Long
EC
CORP
IE
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
19642.00000000
NS
USD
616365.96000000
0.232329975186
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
22842.00000000
NS
USD
2740583.16000000
1.033022033790
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
3823.00000000
NS
USD
1764811.49000000
0.665219425290
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
22393.00000000
NS
USD
1872054.80000000
0.705643194882
Long
EC
CORP
US
N
1
N
N
N
ODP Corp/The
N/A
ODP Corp/The
88337F105
13563.00000000
NS
USD
668927.16000000
0.252142137252
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
11463.00000000
NS
USD
1528017.90000000
0.575963605762
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
111945.00000000
NS
USD
5193128.55000000
1.957472517073
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
7171.00000000
NS
USD
403655.59000000
0.152151967004
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627C101
6400.00000000
NS
USD
253184.00000000
0.095433940637
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
10474.00000000
NS
USD
4806413.86000000
1.811706170191
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
66340.00000000
NS
USD
12463295.80000000
4.697853859338
Long
EC
CORP
US
N
1
N
N
N
Donnelley Financial Solutions Inc
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787G100
6533.00000000
NS
USD
321880.91000000
0.121328218438
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
525.00000000
NS
USD
167406.75000000
0.063101482881
Long
EC
CORP
US
N
1
N
N
N
Vimeo Inc
25490061AWYWC90UIJ68
Vimeo Inc
92719V100
29092.00000000
NS
USD
115786.16000000
0.043643869755
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
12140.00000000
NS
USD
1760785.60000000
0.663701925972
Long
EC
CORP
US
N
1
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
980.00000000
NS
USD
108711.40000000
0.040977144267
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp/IN
N/A
First Financial Corp/IN
320218100
1500.00000000
NS
USD
55080.00000000
0.020761586238
Long
EC
CORP
US
N
1
N
N
N
Apogee Enterprises Inc
549300579S7QW8V4IJ60
Apogee Enterprises Inc
037598109
2000.00000000
NS
USD
100920.00000000
0.038040291997
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
20587.00000000
NS
USD
1080405.76000000
0.407242871445
Long
EC
CORP
US
N
1
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357K103
25043.00000000
NS
USD
1263419.35000000
0.476227120386
Long
EC
CORP
US
N
1
N
N
N
1-800-Flowers.com Inc
N/A
1-800-Flowers.com Inc
68243Q106
4900.00000000
NS
USD
36897.00000000
0.013907775008
Long
EC
CORP
US
N
1
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
5200.00000000
NS
USD
262288.00000000
0.098865557941
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
4890.00000000
NS
USD
3492144.60000000
1.316311933034
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
27114.00000000
NS
USD
313980.12000000
0.118350133236
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters Inc
917047102
35275.00000000
NS
USD
1171482.75000000
0.441572987318
Long
EC
CORP
US
N
1
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
41622.00000000
NS
USD
826612.92000000
0.311579437631
Long
EC
CORP
US
N
1
N
N
N
Oppenheimer Holdings Inc
N/A
Oppenheimer Holdings Inc
683797104
663.00000000
NS
USD
25260.30000000
0.009521494133
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
9213.00000000
NS
USD
539421.15000000
0.203326774233
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
1282.00000000
NS
USD
130058.90000000
0.049023766675
Long
EC
CORP
JE
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
38800.00000000
NS
USD
4228424.00000000
1.593841494744
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035Q102
7595.00000000
NS
USD
292863.20000000
0.110390424527
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
12836.00000000
NS
USD
943060.92000000
0.355472778124
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
40235.00000000
NS
USD
5887587.55000000
2.219238501421
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
59878.00000000
NS
USD
8263762.78000000
3.114902389517
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
127229.00000000
NS
USD
3779973.59000000
1.424804787027
Long
EC
CORP
US
N
1
N
N
N
World Kinect Corp
D3W7PCXCBRQLL17DZ313
World Kinect Corp
981475106
27385.00000000
NS
USD
599731.50000000
0.226059863061
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
5345.00000000
NS
USD
601419.40000000
0.226696091845
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
95700.00000000
NS
USD
510081.00000000
0.192267441363
Long
EC
CORP
US
N
1
N
N
N
MRC Global Inc
529900TSBPOLCLI2L582
MRC Global Inc
55345K103
45400.00000000
NS
USD
423128.00000000
0.159491802143
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
4999.00000000
NS
USD
80533.89000000
0.030356051241
Long
EC
CORP
US
N
1
N
N
N
Ryerson Holding Corp
549300JMA41B3ZHOVE45
Ryerson Holding Corp
783754104
15678.00000000
NS
USD
488212.92000000
0.184024594072
Long
EC
CORP
US
N
1
N
N
N
Caleres Inc
JFU6RQQJ8Z1CPOLBXQ18
Caleres Inc
129500104
2122.00000000
NS
USD
60837.74000000
0.022931880638
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
3773.00000000
NS
USD
1069909.61000000
0.403286503918
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries Inc
806882106
2200.00000000
NS
USD
73040.00000000
0.027531340938
Long
EC
CORP
US
N
1
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I Homes Inc
55305B101
1400.00000000
NS
USD
137452.00000000
0.051810485688
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
77991.00000000
NS
USD
4808145.15000000
1.812358754189
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
31047.00000000
NS
USD
4905115.53000000
1.848910295710
Long
EC
CORP
US
N
1
N
N
N
Johnson Outdoors Inc
N/A
Johnson Outdoors Inc
479167108
965.00000000
NS
USD
53953.15000000
0.020336836902
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
732872.17000000
NS
USD
3664360.84000000
1.381226281590
Long
EC
RF
US
N
1
N
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International Inc
422819102
2700.00000000
NS
USD
71523.00000000
0.026959530366
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
4952.00000000
NS
USD
378431.84000000
0.142644249849
Long
EC
CORP
US
N
1
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
2738.00000000
NS
USD
51173.22000000
0.019288983662
Long
EC
CORP
US
N
1
N
N
N
2023-09-22
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer