0001752724-24-092638.txt : 20240426
0001752724-24-092638.hdr.sgml : 20240426
20240426151206
ACCESSION NUMBER: 0001752724-24-092638
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240426
DATE AS OF CHANGE: 20240426
PERIOD START: 20240229
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GMO TRUST
CENTRAL INDEX KEY: 0000772129
ORGANIZATION NAME:
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: 24882781
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
2024-02-29
N
254558138.42
36477721.79
218080416.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
74801.86000000
N
75% MSCIACWI / 25% LEH_AGG
NDUEACWF LBUSTRUU
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2971.00000000
NS
USD
358599.70000000
0.164434617991
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
-3189.00000000
NS
USD
-286882.44000000
-0.13154892329
Short
EC
CORP
US
N
1
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
-7509.00000000
NS
-250744.83000000
-0.11497815066
Short
EC
CORP
IT
N
2
N
N
N
GMO US Opportunistic Value Fund
549300D1IT1TGIT5NX36
GMO US Opportunistic Value Fund
36256V437
831009.44000000
NS
USD
18332068.22000000
8.406104731128
Long
EC
RF
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
-857.00000000
NS
-324571.45000000
-0.14883108488
Short
EP
CORP
DE
N
2
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168Q104
-7433.00000000
NS
USD
-268182.64000000
-0.12297419646
Short
EC
CORP
CA
N
1
N
N
N
Orient Overseas International Ltd
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
4500.00000000
NS
69684.00000000
0.031953350546
Long
EC
CORP
BM
N
2
N
N
N
Dongfeng Motor Group Co Ltd
3003002JNYOYPX54GE50
Dongfeng Motor Group Co Ltd
000000000
60000.00000000
NS
25665.46000000
0.011768805469
Long
EC
CORP
CN
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
223.00000000
NS
203539.92000000
0.093332506946
Long
EC
CORP
FR
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
63471.00000000
NS
188229.27000000
0.086311862802
Long
EC
CORP
GB
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259305
1646.00000000
NS
USD
103418.18000000
0.047422038896
Long
EC
CORP
GB
N
1
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
4680.00000000
NS
18637.78000000
0.008546287781
Long
EC
CORP
PT
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
4389.00000000
NS
USD
212295.93000000
0.097347544213
Long
EC
CORP
US
N
1
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
794.00000000
NS
USD
30561.06000000
0.014013665450
Long
EC
CORP
CA
N
1
N
N
N
Aeroports de Paris SA
969500PJMBSFHYC37989
Aeroports de Paris SA
000000000
-1525.00000000
NS
-207601.11000000
-0.09519475118
Short
EC
CORP
FR
N
2
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
-16.00000000
NS
USD
-556.48000000
-0.00025517192
Short
EC
CORP
US
N
1
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
190514.00000000
NS
251473.04000000
0.115312068770
Long
EC
CORP
GB
N
2
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
86641.00000000
NS
305417.53000000
0.140048122944
Long
EC
CORP
FI
N
2
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
-2100.00000000
NS
-39219.95000000
-0.01798416868
Short
EC
CORP
JP
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
7800.00000000
NS
338839.23000000
0.155373524700
Long
EC
CORP
JP
N
2
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-3983.00000000
NS
USD
-229141.99000000
-0.10507224515
Short
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
465893.00000000
NS
140069.37000000
0.064228311814
Long
EC
CORP
IT
N
2
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
5262.00000000
NS
USD
266151.96000000
0.122043035368
Long
EC
CORP
US
N
1
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
8300.00000000
NS
USD
340134.00000000
0.155967236882
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
-114.00000000
NS
USD
-27576.60000000
-0.01264515192
Short
EC
CORP
US
N
1
N
N
N
Asahi Intecc Co Ltd
353800J3AV2SCNIO8L39
Asahi Intecc Co Ltd
000000000
-6600.00000000
NS
-137369.28000000
-0.06299019514
Short
EC
CORP
JP
N
2
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
-457.00000000
NS
USD
-39772.71000000
-0.01823763482
Short
EC
CORP
US
N
1
N
N
N
Odakyu Electric Railway Co Ltd
N/A
Odakyu Electric Railway Co Ltd
000000000
-3900.00000000
NS
-54832.53000000
-0.02514326175
Short
EC
CORP
JP
N
2
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
-3200.00000000
NS
-86998.58000000
-0.03989288967
Short
EC
CORP
JP
N
2
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
-1500.00000000
NS
USD
-226635.00000000
-0.10392267380
Short
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
-457.00000000
NS
USD
-40595.31000000
-0.01861483512
Short
EC
CORP
US
N
1
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
44275.00000000
NS
215890.71000000
0.098995917806
Long
EC
CORP
MX
N
1
N
N
N
GMO International Opportunistic Value Fund
549300KLH1QUHZ9NXR88
GMO International Opportunistic Value Fund
36262F509
1263054.79000000
NS
USD
18074314.00000000
8.287912449592
Long
EC
RF
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-876.00000000
NS
-369727.38000000
-0.16953717610
Short
EC
CORP
NL
N
2
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
17400.00000000
NS
155996.76000000
0.071531759894
Long
EC
CORP
JP
N
2
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
24200.00000000
NS
USD
299354.00000000
0.137267712812
Long
EC
CORP
US
N
1
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1331.00000000
NS
190786.76000000
0.087484590752
Long
EC
CORP
DE
N
2
N
N
N
GAIL India Ltd
335800N82LJD42ZA5L32
GAIL India Ltd
000000000
64626.00000000
NS
142320.56000000
0.065260586988
Long
EC
CORP
IN
N
2
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
-14090.00000000
NS
-129856.09000000
-0.05954504856
Short
EC
CORP
GB
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
000000000
5573.00000000
NS
73246.14000000
0.033586757184
Long
EC
CORP
IL
N
2
N
N
N
Hindalco Industries Ltd
335800KXLE5NO5B4GF90
Hindalco Industries Ltd
000000000
6193.00000000
NS
37763.85000000
0.017316479206
Long
EC
CORP
IN
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
5437.00000000
NS
100342.23000000
0.046011572955
Long
EC
CORP
SE
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
-25277.00000000
NS
-236689.11000000
-0.10853295021
Short
EC
CORP
GB
Y
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
-1286.00000000
NS
-27215.98000000
-0.01247979090
Short
EC
CORP
DE
Y
2
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
-800.00000000
NS
USD
-358064.00000000
-0.16418897466
Short
EC
CORP
US
N
1
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
-184.00000000
NS
-151409.99000000
-0.06942851281
Short
EC
CORP
DE
N
2
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
6647.00000000
NS
84042.06000000
0.038537187932
Long
EC
CORP
FI
N
2
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
1612.00000000
NS
USD
100621.04000000
0.046139420290
Long
EC
CORP
US
N
1
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
7400.00000000
NS
USD
175676.00000000
0.080555605457
Long
EC
CORP
CA
N
1
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
-1300.00000000
NS
-348813.22000000
-0.15994706236
Short
EC
CORP
JP
N
2
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
4122.00000000
NS
386016.71000000
0.177006590488
Long
EC
CORP
KR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CGF2
1500000.00000000
PA
USD
1501735.89000000
0.688615655273
Long
DBT
UST
US
N
1
2025-01-31
Floating
5.53000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
1917.00000000
NS
USD
354702.51000000
0.162647575367
Long
EC
CORP
US
N
1
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
-1588.00000000
NS
USD
-308056.12000000
-0.14125803901
Short
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
4884.00000000
NS
USD
271501.56000000
0.124496075436
Long
EC
CORP
US
N
1
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
6708.00000000
NS
115601.86000000
0.053008822060
Long
EC
CORP
GB
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
44089.00000000
NS
89229.97000000
0.040916085625
Long
EC
AU
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
1065.00000000
NS
USD
217600.80000000
0.099780073498
Long
EC
CORP
US
N
1
N
N
N
GMO US Equity Fund
5493004KYM8L0UCFW658
GMO US Equity Fund
362013625
814394.47000000
NS
USD
11100196.67000000
5.089955733546
Long
EC
RF
US
N
1
N
N
N
GMO International Equity Fund
549300GUNRPC30EDRZ54
GMO International Equity Fund
362008831
1351900.59000000
NS
USD
31688549.74000000
14.53067186393
Long
EC
RF
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
1234.00000000
NS
USD
184408.96000000
0.084560073228
Long
EC
CORP
US
N
1
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
-49.00000000
NS
USD
-7314.23000000
-0.00335391417
Short
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
-1395.00000000
NS
USD
-367945.20000000
-0.16871996380
Short
EC
CORP
IL
N
1
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
1413.00000000
NS
113344.06000000
0.051973515894
Long
EC
CORP
DE
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
-482.00000000
NS
-62440.21000000
-0.02863173638
Short
EC
CORP
SE
Y
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
-2289.00000000
NS
USD
-180006.96000000
-0.08254155177
Short
EC
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
-1217.00000000
NS
USD
-296862.81000000
-0.13612538649
Short
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
-5400.00000000
NS
USD
-234738.00000000
-0.10763827565
Short
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
343.00000000
NS
USD
57301.58000000
0.026275435862
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
729.00000000
NS
77132.20000000
0.035368696186
Long
EC
CORP
FR
N
2
N
N
N
Shanghai Pharmaceuticals Holding Co Ltd
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
9900.00000000
NS
15920.20000000
0.007300151130
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
43152.98000000
0.019787645615
Long
EC
CORP
IL
N
1
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
-2613.00000000
NS
USD
-346562.19000000
-0.15891486056
Short
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
3107.00000000
NS
183806.53000000
0.084283831093
Long
EC
CORP
ES
N
2
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
-270.00000000
NS
USD
-342875.70000000
-0.15722443367
Short
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
-69.00000000
NS
USD
-27470.28000000
-0.01259639926
Short
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
-1132.00000000
NS
USD
-260710.92000000
-0.11954806581
Short
EC
CORP
US
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
-204.00000000
NS
USD
-325441.20000000
-0.14922990566
Short
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
2149.00000000
NS
USD
294026.18000000
0.134824659886
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
-228.00000000
NS
USD
-75702.84000000
-0.03471326823
Short
EC
CORP
US
N
1
N
N
N
Brookfield Asset Management Ltd
549300CZ84WPNJZKY093
Brookfield Asset Management Ltd
113004105
967.00000000
NS
USD
39405.25000000
0.018069137343
Long
EC
CORP
CA
N
1
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
Unity Software Inc
91332U101
-1939.00000000
NS
USD
-56851.48000000
-0.02606904410
Short
EC
CORP
US
N
1
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains Inc
393222104
2172.00000000
NS
USD
46263.60000000
0.021214009361
Long
EC
CORP
US
N
1
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast Inc
888787108
-16275.00000000
NS
USD
-374325.00000000
-0.17164539841
Short
EC
CORP
US
N
1
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
119.00000000
NS
21705.32000000
0.009952897346
Long
EC
CORP
KR
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
4300.00000000
NS
USD
339786.00000000
0.155807662719
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
1232.00000000
NS
73944.64000000
0.033907051876
Long
EC
CORP
FR
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
-1641.00000000
NS
USD
-308967.48000000
-0.14167593990
Short
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
1500.00000000
NS
97175.21000000
0.044559347190
Long
EC
CORP
JP
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
5900.00000000
NS
USD
278952.00000000
0.127912448220
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
1901.00000000
NS
USD
217588.46000000
0.099774415035
Long
EC
CORP
US
N
1
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
-141.00000000
NS
USD
-379116.57000000
-0.17384255581
Short
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
3136.00000000
NS
USD
288888.32000000
0.132468712442
Long
EC
CORP
US
N
1
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
-670.00000000
NS
USD
-264060.40000000
-0.12108395796
Short
EC
CORP
US
N
1
N
N
N
DraftKings Inc
2549006G33IUL6IVOD83
DraftKings Inc
26142V105
-7852.00000000
NS
USD
-340148.64000000
-0.15597395000
Short
EC
CORP
US
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
6513.00000000
NS
201445.86000000
0.092372283175
Long
EC
CORP
GB
N
2
N
N
N
Kobe Bussan Co Ltd
353800CJIFNHN2DXRD59
Kobe Bussan Co Ltd
000000000
-5500.00000000
NS
-148078.52000000
-0.06790087908
Short
EC
CORP
JP
N
2
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
000000000
-3990.00000000
NS
-142342.68000000
-0.06527073003
Short
EC
CORP
AU
N
2
N
N
N
Quebecor Inc
N/A
Quebecor Inc
748193208
7300.00000000
NS
170726.89000000
0.078286208655
Long
EC
CORP
CA
N
1
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
000000000
-400.00000000
NS
-23664.58000000
-0.01085130905
Short
EC
CORP
JP
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
2752.00000000
NS
USD
143764.48000000
0.065922691373
Long
EC
CORP
CA
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
2697.00000000
NS
USD
244375.17000000
0.112057365707
Long
EC
CORP
US
N
1
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
6600.00000000
NS
109052.33000000
0.050005558355
Long
EC
CORP
JP
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
-2568.00000000
NS
-262789.98000000
-0.12050141138
Short
EC
CORP
DE
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
-557.00000000
NS
USD
-344677.17000000
-0.15805049133
Short
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp
00130H105
-16076.00000000
NS
USD
-244355.20000000
-0.11204820853
Short
EC
CORP
US
N
1
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
-11199.00000000
NS
-70531.64000000
-0.03234203285
Short
EC
CORP
GB
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
6638.00000000
NS
USD
368342.62000000
0.168902199331
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
-9056.00000000
NS
USD
-325472.64000000
-0.14924432236
Short
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
11780.00000000
NS
USD
250442.80000000
0.114839655880
Long
EC
CORP
US
N
1
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
3200.00000000
NS
257527.91000000
0.118088507890
Long
EC
CORP
CA
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
-1800.00000000
NS
USD
-121176.00000000
-0.05556482414
Short
EC
US
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
4846.00000000
NS
259065.18000000
0.118793417585
Long
EP
CORP
DE
N
2
N
N
N
Tokyo Electric Power Co Holdings Inc
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co Holdings Inc
000000000
54700.00000000
NS
295915.91000000
0.135691188861
Long
EC
CORP
JP
N
2
N
N
N
Kawasaki Kisen Kaisha Ltd
353800FL04R73DS5P870
Kawasaki Kisen Kaisha Ltd
000000000
4500.00000000
NS
214789.53000000
0.098490975631
Long
EC
CORP
JP
N
2
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
1107.00000000
NS
14917.81000000
0.006840508758
Long
EC
CORP
BR
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
-810.00000000
NS
USD
-119993.40000000
-0.05502254712
Short
EC
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
3051.00000000
NS
USD
95069.16000000
0.043593625447
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
7000.00000000
NS
USD
299950.00000000
0.137541006494
Long
EC
CORP
US
N
1
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
-1800.00000000
NS
-26825.28000000
-0.01230063680
Short
EC
CORP
JP
N
2
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
-2550.00000000
NS
USD
-312681.00000000
-0.14337876129
Short
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
-4353.00000000
NS
USD
-326997.36000000
-0.14994347729
Short
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
1875.00000000
NS
USD
55856.25000000
0.025612684927
Long
EC
CORP
US
N
1
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
1905.00000000
NS
USD
45624.75000000
0.020921066964
Long
EC
CORP
US
N
1
N
N
China Railway Group Ltd
529900TFRLG8UDJ7QA89
China Railway Group Ltd
000000000
152000.00000000
NS
74037.43000000
0.033949600401
Long
EC
CORP
CN
N
2
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
-14836.00000000
NS
USD
-372086.88000000
-0.17061911644
Short
EC
CORP
US
N
1
N
N
N
Kingboard Holdings Ltd
529900G89MY26MMSDR76
Kingboard Holdings Ltd
000000000
9000.00000000
NS
17653.21000000
0.008094816706
Long
EC
CORP
KY
N
2
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
1800.00000000
NS
USD
346140.00000000
0.158721266837
Long
EC
CORP
US
N
1
N
N
UNTRADE.CHINA ZHONGWANG
529900J21TD2P9K4YC63
UNTRADE.CHINA ZHONGWANG
000000000
286000.00000000
NS
0.04000000
0.000000018341
Long
EC
CORP
HK
N
3
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
10582.00000000
NS
256990.51000000
0.117842085030
Long
EC
CORP
FR
N
2
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
8658.00000000
NS
96750.04000000
0.044364386997
Long
EC
CORP
FR
N
2
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
-2423.00000000
NS
USD
-254075.78000000
-0.11650554594
Short
EC
CORP
CA
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
904767704
2949.00000000
NS
USD
144412.53000000
0.066219852397
Long
EC
CORP
GB
N
1
N
N
N
China Overseas Land & Investment Ltd
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
46500.00000000
NS
68672.03000000
0.031489315299
Long
EC
CORP
HK
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
-63.00000000
NS
USD
-20814.57000000
-0.00954444709
Short
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
1038.00000000
NS
USD
173688.54000000
0.079644262737
Long
EC
CORP
US
N
1
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
4799.00000000
NS
USD
289571.66000000
0.132782055571
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
2520.00000000
NS
USD
197643.60000000
0.090628770365
Long
EC
CORP
US
N
1
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
-110.00000000
NS
USD
-22249.70000000
-0.01020252086
Short
EC
CORP
US
N
1
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
6394.00000000
NS
266971.98000000
0.122419052625
Long
EC
CORP
FR
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2247.00000000
NS
USD
311119.62000000
0.142662796049
Long
EC
CORP
US
N
1
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
12318.00000000
NS
44853.58000000
0.020567449701
Long
EC
CORP
NZ
N
2
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
-2690.00000000
NS
USD
-206080.90000000
-0.09449766429
Short
EC
CORP
US
N
1
N
N
N
ROBLOX Corp
N/A
ROBLOX Corp
771049103
-7373.00000000
NS
USD
-294182.70000000
-0.13489643157
Short
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
-134.00000000
NS
USD
-39165.52000000
-0.01795921000
Short
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
339.00000000
NS
94181.01000000
0.043186367421
Long
EC
CORP
DK
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
16668.00000000
NS
USD
253853.64000000
0.116403684440
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
5649.00000000
NS
240080.07000000
0.110087862867
Long
EC
CORP
BE
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
516.00000000
NS
83447.58000000
0.038264591240
Long
EC
CORP
DK
N
2
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
-1382.00000000
NS
USD
-341575.12000000
-0.15662805733
Short
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
1048.00000000
NS
274011.17000000
0.125646848183
Long
EC
CORP
CH
N
2
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa Oyj
000000000
-1468.00000000
NS
-66115.97000000
-0.03031724307
Short
EC
CORP
FI
N
2
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
-1351.00000000
NS
-292538.70000000
-0.13414258121
Short
EC
CORP
IE
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
-6551.00000000
NS
USD
-268001.41000000
-0.12289109409
Short
EC
CORP
US
N
1
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
Westlake Corp
960413102
1192.00000000
NS
USD
165342.32000000
0.075817133218
Long
EC
CORP
US
N
1
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
-17820.00000000
NS
-246869.91000000
-0.11320131986
Short
EC
CORP
IT
N
2
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
463.00000000
NS
USD
24589.93000000
0.011275625010
Long
EC
CORP
US
N
1
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
1247.00000000
NS
USD
197661.97000000
0.090637193863
Long
EC
CORP
US
N
1
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
660.00000000
NS
124256.50000000
0.056977376474
Long
EC
CORP
KR
N
2
N
N
N
Zensho Holdings Co Ltd
353800DYF3UDM49ITT03
Zensho Holdings Co Ltd
000000000
-1300.00000000
NS
-56928.32000000
-0.02610427881
Short
EC
CORP
JP
N
2
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
1211.00000000
NS
USD
111278.79000000
0.051026493675
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
10080.00000000
NS
314930.00000000
0.144410032256
Long
EC
CORP
GB
N
2
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
331.00000000
NS
USD
36714.52000000
0.016835312664
Long
EC
CORP
US
N
1
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
2400.00000000
NS
244217.66000000
0.111985140057
Long
EC
CORP
CA
N
1
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
861012102
1536.00000000
NS
USD
70072.32000000
0.032131413302
Long
EC
CORP
NL
N
1
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp
11284V105
-942.00000000
NS
USD
-22344.24000000
-0.01024587184
Short
EC
CORP
CA
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
419743.23000000
NS
USD
419743.23000000
0.192471766372
Long
STIV
RF
US
N
1
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
-2983.00000000
NS
-335030.23000000
-0.15362692128
Short
EC
CORP
GB
N
2
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
3820.00000000
NS
USD
161624.20000000
0.074112202506
Long
EC
CORP
US
N
1
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
13553.00000000
NS
273055.67000000
0.125208707053
Long
EC
CORP
NL
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
49.00000000
NS
66560.26000000
0.030520970671
Long
EC
CORP
DK
N
2
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P148
3100.00000000
NS
192260.99000000
0.088160593679
Long
EC
CORP
CA
N
1
N
N
N
Hermes International SCA
969500Y4IJGHJE2MTJ13
Hermes International SCA
000000000
-146.00000000
NS
-365341.51000000
-0.16752605100
Short
EC
CORP
FR
N
2
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
000000000
-1400.00000000
NS
-58214.38000000
-0.02669399705
Short
EC
CORP
JP
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
-812.00000000
NS
USD
-173288.92000000
-0.07946101840
Short
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
-881.00000000
NS
USD
-241244.23000000
-0.11062168429
Short
EC
CORP
US
N
1
N
N
N
ASX Ltd
549300VSBVYUCBIQKT71
ASX Ltd
000000000
-4131.00000000
NS
-177000.50000000
-0.08116295022
Short
EC
CORP
AU
N
2
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
-8370.00000000
NS
-245213.73000000
-0.11244188441
Short
EC
CORP
SE
N
2
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
-8100.00000000
NS
USD
-281961.00000000
-0.12929221447
Short
EC
CORP
CA
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
20190.00000000
NS
USD
222897.60000000
0.102208902314
Long
EC
CORP
US
N
1
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
6064.00000000
NS
269775.67000000
0.123704674710
Long
EC
CORP
ES
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
5197.00000000
NS
USD
281885.28000000
0.129257493339
Long
EC
CORP
US
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
3711.00000000
NS
101726.29000000
0.046646228749
Long
EC
CORP
FI
N
2
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
-178.00000000
NS
USD
-15357.84000000
-0.00704228295
Short
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
-1482.00000000
NS
-299779.04000000
-0.13746261339
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
-298316.00000000
-0.13679174160
Short
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
2223.00000000
NS
USD
307707.66000000
0.141098253917
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
2890.00000000
NS
USD
266573.60000000
0.122236376892
Long
EC
CORP
US
N
1
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
-166.00000000
NS
USD
-20476.10000000
-0.00938924288
Short
EC
CORP
LR
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
76.00000000
NS
24699.53000000
0.011325881700
Long
EC
CORP
KR
N
2
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
SBAF GS SUPERVAL
000000000
1407754.37000000
OU
Notional Amount
USD
22670.18000000
0.010395330470
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
1407754.37000000
USD
22670.18000000
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
1447.00000000
NS
USD
117033.36000000
0.053665231297
Long
EC
CORP
US
N
1
N
N
Bradespar SA
9598001UD1DHEH3PZ471
Bradespar SA
000000000
24987.00000000
NS
106560.80000000
0.048863076128
Long
EP
CORP
BR
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1065.00000000
NS
USD
161890.65000000
0.074234382207
Long
EC
CORP
US
N
1
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
-700.00000000
NS
USD
-332332.00000000
-0.15238965751
Short
EC
CORP
US
N
1
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
78000.00000000
NS
51101.36000000
0.023432347016
Long
EC
CORP
CN
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
-2751.00000000
NS
USD
-132213.06000000
-0.06062582878
Short
EC
CORP
CA
N
1
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
-1271.00000000
NS
USD
-390667.27000000
-0.17913908824
Short
EC
CORP
US
N
1
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
-19965.00000000
NS
-221139.15000000
-0.10140257131
Short
EC
CORP
IT
Y
2
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
12003.00000000
NS
353130.11000000
0.161926556935
Long
EC
CORP
DK
N
2
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AUYL2
1500000.00000000
PA
USD
1499745.29000000
0.687702872718
Long
DBT
USGSE
US
N
1
2024-03-22
Fixed
5.23000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
932.00000000
NS
USD
130274.96000000
0.059737119918
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland
000000000
42562.00000000
NS
124358.50000000
0.057024148211
Long
EC
AU
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
-231.00000000
NS
USD
-15426.18000000
-0.00707362001
Short
EC
CORP
US
N
1
N
N
N
COSCO SHIPPING Holdings Co Ltd
3003009XI0QGYYA29S17
COSCO SHIPPING Holdings Co Ltd
000000000
65000.00000000
NS
69975.13000000
0.032086847173
Long
EC
CORP
CN
N
2
N
N
N
Oil & Natural Gas Corp Ltd
335800FPDZ9MRSNO7N41
Oil & Natural Gas Corp Ltd
000000000
66639.00000000
NS
212805.51000000
0.097581210311
Long
EC
CORP
IN
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
-7689.00000000
NS
-277992.19000000
-0.12747233075
Short
EC
CORP
ES
Y
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3888.00000000
NS
USD
289150.56000000
0.132588961662
Long
EC
CORP
US
N
1
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
1823.00000000
NS
USD
254910.09000000
0.116888115833
Long
EC
CORP
US
N
1
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
-4100.00000000
NS
-126094.13000000
-0.05782001517
Short
EC
CORP
JP
N
2
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
9000.00000000
NS
203632.13000000
0.093374789514
Long
EC
CORP
JP
N
2
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
941.00000000
NS
USD
167394.49000000
0.076758148478
Long
EC
CORP
US
N
1
N
N
Thai Oil PCL
549300HG5527UPZLTT69
Thai Oil PCL
000000000
13100.00000000
NS
20452.50000000
0.009378421187
Long
EC
CORP
TH
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
-270.00000000
NS
-32228.72000000
-0.01477836501
Short
EC
CORP
DK
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V101
3502.00000000
NS
USD
56627.34000000
0.025966265506
Long
EC
CORP
BR
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
10255.00000000
NS
281382.86000000
0.129027110433
Long
EC
CORP
GB
N
2
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
-8205.00000000
NS
USD
-282416.10000000
-0.12950089896
Short
EC
CORP
CA
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
-3500.00000000
NS
USD
-283010.00000000
-0.12977322969
Short
EC
CORP
US
N
1
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
8000.00000000
NS
22387.47000000
0.010265694804
Long
EC
CORP
CN
N
2
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
-3478.00000000
NS
-369340.47000000
-0.16935975990
Short
EC
CORP
GB
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
1500.00000000
NS
82651.14000000
0.037899386509
Long
EC
CORP
CA
N
1
N
N
N
GMO-Usonian Japan Value Creation Fund
549300000UZYKHHPND29
GMO-Usonian Japan Value Creation Fund
36256V643
548816.49000000
NS
USD
10795220.36000000
4.950109930464
Long
EC
RF
US
N
1
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
-3981.00000000
NS
-245560.97000000
-0.11260111008
Short
EC
CORP
AU
N
2
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
2992.00000000
NS
USD
331782.88000000
0.152137860486
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
9812.00000000
NS
USD
269339.40000000
0.123504624652
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
3449.00000000
NS
USD
247258.81000000
0.113379648581
Long
EC
CORP
US
N
1
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
19111.00000000
NS
104054.90000000
0.047714004589
Long
EC
CORP
HK
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
-7813.00000000
NS
USD
-203606.78000000
-0.09336316536
Short
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
-834.00000000
NS
USD
-316436.28000000
-0.14510073159
Short
EC
CORP
US
N
1
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
757.00000000
NS
17286.64000000
0.007926727336
Long
EC
CORP
NL
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
2725.00000000
NS
USD
364659.50000000
0.167213317745
Long
EC
CORP
US
N
1
N
N
Wacker Chemie AG
0NURKC5Q3CJYZPPK5046
Wacker Chemie AG
000000000
-185.00000000
NS
-20235.18000000
-0.00927876987
Short
EC
CORP
DE
N
2
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
000000000
-12066.00000000
NS
-364277.10000000
-0.16703796958
Short
EC
CORP
NL
N
2
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
000000000
-11051.00000000
NS
-137272.05000000
-0.06294561067
Short
EC
CORP
AU
N
2
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
-3752.00000000
NS
-118401.32000000
-0.05429250449
Short
EC
CORP
GB
N
2
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
-833.00000000
NS
USD
-373867.06000000
-0.17143541166
Short
EC
CORP
IE
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
30786.00000000
NS
USD
275226.84000000
0.126204289341
Long
EC
CORP
GB
N
1
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
000000000
-4145.00000000
NS
-63652.51000000
-0.02918763224
Short
EC
CORP
DE
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
-13476.00000000
NS
-230082.29000000
-0.10550341637
Short
EC
CORP
FR
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
4644.00000000
NS
USD
271023.84000000
0.124277018628
Long
EC
CORP
US
N
1
N
N
Beijing Enterprises Holdings Ltd
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
13000.00000000
NS
48903.63000000
0.022424585735
Long
EC
CORP
HK
N
2
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
-716.00000000
NS
USD
-181384.28000000
-0.08317311696
Short
EC
CORP
US
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
-139.00000000
NS
-29099.26000000
-0.01334336225
Short
EC
CORP
DE
N
2
N
N
N
Markel Group Inc
549300SCNO12JLWIK605
Markel Group Inc
570535104
141.00000000
NS
USD
210439.68000000
0.096496367373
Long
EC
CORP
US
N
1
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
-665.00000000
NS
USD
-121701.65000000
-0.05580585908
Short
EC
CORP
US
N
1
N
N
N
Lotus Bakeries NV
5493004C0K34IFI67I03
Lotus Bakeries NV
000000000
-8.00000000
NS
-75281.19000000
-0.03451992212
Short
EC
CORP
BE
N
2
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
-100.00000000
NS
USD
-23291.00000000
-0.01068000527
Short
EC
CORP
IE
N
1
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
16457.00000000
NS
244723.43000000
0.112217059093
Long
EC
CORP
AU
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
-240.00000000
NS
-379736.93000000
-0.17412701968
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
32200.00000000
0.014765195562
Long
EC
CORP
CA
N
1
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
1882.00000000
NS
52705.71000000
0.024168016007
Long
EC
CORP
DE
N
2
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
-11.00000000
NS
USD
-2708.31000000
-0.00124188592
Short
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
1171.00000000
NS
USD
78656.07000000
0.036067461359
Long
EC
CORP
US
N
1
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
-200.00000000
NS
USD
-39666.00000000
-0.01818870332
Short
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
310.00000000
NS
36669.31000000
0.016814581779
Long
EC
CORP
DE
N
2
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
-417.00000000
NS
USD
-169668.96000000
-0.07780109861
Short
EC
CORP
US
N
1
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
2700.00000000
NS
140769.51000000
0.064549358523
Long
EC
CORP
JP
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
2178.00000000
NS
295773.84000000
0.135626043168
Long
EP
CORP
DE
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
15258.00000000
NS
399143.09000000
0.183025645387
Long
EC
CORP
NL
N
2
N
N
N
GMO Small Cap Quality Fund
549300BRUDL08K13VQ63
GMO Small Cap Quality Fund
36256V494
341729.96000000
NS
USD
8341628.32000000
3.825024020452
Long
EC
RF
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
4013.00000000
NS
USD
168385.48000000
0.077212563421
Long
EC
CORP
US
N
1
N
N
GMO Resources Fund
549300RZ6MOU726M7F60
GMO Resources Fund
362014409
221553.28000000
NS
USD
4563997.55000000
2.092804856358
Long
EC
RF
US
N
1
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
44850.00000000
NS
126845.52000000
0.058164562394
Long
EC
AU
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
18800.00000000
NS
250579.75000000
0.114902453815
Long
EC
CORP
JP
N
2
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
-6604.00000000
NS
USD
-291038.28000000
-0.13345456896
Short
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
-486.00000000
NS
USD
-45222.30000000
-0.02073652494
Short
EC
CORP
IE
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
19383.00000000
NS
266745.76000000
0.122315320248
Long
EC
CORP
NL
N
2
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
-3500.00000000
NS
USD
-375550.00000000
-0.17220711781
Short
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
72474.00000000
NS
126303.67000000
0.057916099002
Long
EC
CORP
GB
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
7061.00000000
NS
USD
303976.05000000
0.139387137413
Long
EC
CORP
US
N
1
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
-697.00000000
NS
USD
-324495.32000000
-0.14879617574
Short
EC
CORP
US
N
1
N
N
N
GMO Asset Allocation Bond Fund
XMFQA7127YTH95F0NH19
GMO Asset Allocation Bond Fund
362013377
666357.45000000
NS
USD
13007297.48000000
5.964450032241
Long
EC
RF
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-42.00000000
NS
USD
-17840.34000000
-0.00818062450
Short
EC
CORP
NL
N
1
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
8900.00000000
NS
304789.11000000
0.139759963186
Long
EC
CORP
JP
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
-1219.00000000
NS
-293229.33000000
-0.13445926715
Short
EC
CORP
DE
N
2
N
N
N
Hindustan Petroleum Corp Ltd
335800DWLXIP7HFFY564
Hindustan Petroleum Corp Ltd
000000000
22810.00000000
NS
141769.52000000
0.065007909555
Long
EC
CORP
IN
N
2
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-1401.00000000
NS
USD
-285411.72000000
-0.13087452986
Short
EC
CORP
US
N
1
N
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
3087.00000000
NS
220682.60000000
0.101193221936
Long
EC
CORP
KR
N
2
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
Dr Ing hc F Porsche AG
000000000
-426.00000000
NS
-39831.55000000
-0.01826461569
Short
EP
CORP
DE
Y
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
29100.00000000
NS
345782.48000000
0.158557327312
Long
EC
CORP
JP
N
2
N
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
-58300.00000000
NS
-319540.64000000
-0.14652422484
Short
EC
CORP
JP
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
8196.00000000
NS
244092.06000000
0.111927546623
Long
EC
CORP
NL
N
2
N
N
N
Bharat Petroleum Corp Ltd
8GRDBX1TJ0PU5NCSHT72
Bharat Petroleum Corp Ltd
000000000
4804.00000000
NS
35117.70000000
0.016103096528
Long
EC
CORP
IN
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
-23900.00000000
NS
-314367.81000000
-0.14415224202
Short
EC
CORP
JP
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
11917.00000000
NS
USD
370976.21000000
0.170109822666
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
-4837.00000000
NS
-292350.76000000
-0.13405640199
Short
EC
CORP
BE
N
2
N
N
N
Brookfield Corp
C6J3FGIWG6MBDGTE8F80
Brookfield Corp
11271J107
5287.00000000
NS
USD
218194.49000000
0.100052307938
Long
EC
CORP
CA
N
1
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
24422.00000000
NS
304081.25000000
0.139435376499
Long
EC
CORP
MX
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
-290.00000000
NS
USD
-21172.90000000
-0.00970875804
Short
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
8252.00000000
NS
USD
340807.60000000
0.156276113768
Long
EC
CORP
US
N
1
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
24100.00000000
NS
USD
299804.00000000
0.137474058713
Long
EC
CORP
US
N
1
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
-3034.00000000
NS
USD
-191688.12000000
-0.08789790617
Short
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
-578.00000000
NS
USD
-324240.66000000
-0.14867940230
Short
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
8404.00000000
NS
USD
302880.16000000
0.138884620948
Long
EC
CORP
US
N
1
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
-1035.00000000
NS
-235931.57000000
-0.10818558293
Short
EC
CORP
AU
N
2
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
83063.00000000
NS
117812.75000000
0.054022617812
Long
EC
AU
N
2
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
-600.00000000
NS
-13081.35000000
-0.00599840655
Short
EC
CORP
JP
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
-1654.00000000
NS
USD
-339235.40000000
-0.15555518704
Short
EC
CORP
US
N
1
N
N
N
LG Corp
N/A
LG Corp
000000000
1631.00000000
NS
114804.45000000
0.052643172538
Long
EC
CORP
KR
N
2
N
N
N
McDonald's Holdings Co Japan Ltd
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
-500.00000000
NS
-23254.89000000
-0.01066344716
Short
EC
CORP
JP
N
2
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
000000000
-1870.00000000
NS
-338690.19000000
-0.15530518293
Short
EC
CORP
NL
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
16718.00000000
NS
USD
290726.02000000
0.133311383246
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
3858.00000000
NS
120266.51000000
0.055147780740
Long
EC
CORP
CH
N
2
N
N
N
GMO Quality Fund
549300AFPJUDV7V43T32
GMO Quality Fund
362008229
278534.80000000
NS
USD
8637363.99000000
3.960632560902
Long
EC
RF
US
N
1
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
3028.00000000
NS
64739.08000000
0.029685875054
Long
EC
CORP
IT
N
2
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
12600.00000000
NS
280673.50000000
0.128701835926
Long
EC
CORP
JP
N
2
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
-2205.00000000
NS
-74399.52000000
-0.03411563548
Short
EC
CORP
GB
N
2
N
N
N
Wise PLC
213800LD9XCHIC1C4V71
Wise PLC
000000000
-15583.00000000
NS
-181032.25000000
-0.08301169485
Short
EC
CORP
GB
N
2
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
-2813.00000000
NS
USD
-323691.91000000
-0.14842777494
Short
EC
CORP
US
N
1
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
-4500.00000000
NS
-33430.21000000
-0.01532930398
Short
EC
CORP
JP
N
2
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
900.00000000
NS
57327.02000000
0.026287101283
Long
EC
CORP
JP
N
2
N
N
N
Dayforce Inc
549300T64GVCHFJ8L449
Dayforce Inc
15677J108
-4078.00000000
NS
USD
-284481.28000000
-0.13044787991
Short
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
935.00000000
NS
27309.48000000
0.012522664997
Long
EC
CORP
NL
N
2
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
695.00000000
NS
USD
109038.55000000
0.049999239585
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
-563.00000000
NS
USD
-48097.09000000
-0.02205474968
Short
EC
CORP
US
N
1
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
29827.00000000
NS
185506.74000000
0.085063456346
Long
EC
CORP
SE
N
2
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Co Inc
000000000
1900.00000000
NS
23647.88000000
0.010843651330
Long
EC
CORP
JP
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
53.00000000
NS
14651.50000000
0.006718393254
Long
EC
CORP
CH
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
45300.00000000
NS
155452.20000000
0.071282053841
Long
EC
CORP
TH
N
2
N
N
N
Beijer Ref AB
549300PZZEUVH08H4G75
Beijer Ref AB
000000000
-9392.00000000
NS
-132254.39000000
-0.06064478050
Short
EC
CORP
SE
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
-32236.00000000
NS
-330513.23000000
-0.15155566699
Short
EC
CORP
GB
N
2
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
716.00000000
NS
USD
134049.52000000
0.061467930991
Long
EC
CORP
US
N
1
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
-1435.00000000
NS
USD
-235340.00000000
-0.10791432061
Short
EC
CORP
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
3606.00000000
NS
USD
278311.08000000
0.127618556631
Long
EC
CORP
NL
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
1191.00000000
NS
USD
583744.83000000
0.267674117199
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
9818.00000000
NS
USD
260766.08000000
0.119573359235
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
2045.00000000
NS
USD
243150.50000000
0.111495797631
Long
EC
CORP
IE
N
1
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
6100.00000000
NS
83122.79000000
0.038115659940
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
8967.00000000
NS
USD
358859.34000000
0.164553674990
Long
EC
CORP
US
N
1
N
N
N
GMO Multi-Sector Fixed Income Fund
BC8D6LTQTCM32RRYZ044
GMO Multi-Sector Fixed Income Fund
362008120
384383.89000000
NS
USD
6634465.99000000
3.042210801190
Long
EC
RF
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
3202.00000000
NS
369444.97000000
0.169407678006
Long
EC
CORP
BE
N
2
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1902.00000000
NS
USD
150258.00000000
0.068900271891
Long
EC
CORP
US
N
1
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
13775.00000000
NS
74134.10000000
0.033993928086
Long
EC
CORP
TR
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
7200.00000000
NS
USD
197136.00000000
0.090396012189
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
-8976.00000000
NS
-207624.05000000
-0.09520527024
Short
EC
CORP
DE
Y
2
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
-185.00000000
NS
-50920.94000000
-0.02334961606
Short
EC
CORP
FR
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-46609.00000000
NS
-217538.23000000
-0.09975138224
Short
EC
CORP
GB
N
2
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
-13300.00000000
NS
-127213.16000000
-0.05833314240
Short
EC
CORP
JP
N
2
N
N
N
GMO Emerging Markets Fund
DOSKAMXF8YE41HIDZR39
GMO Emerging Markets Fund
362008278
678925.37000000
NS
USD
16002270.90000000
7.337784450013
Long
EC
RF
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
875.00000000
NS
USD
125615.00000000
0.057600311821
Long
EC
CORP
CH
N
1
N
N
N
Grab Holdings Ltd
549300N4VQX83VPJF439
Grab Holdings Ltd
000000000
-71141.00000000
NS
USD
-218402.87000000
-0.10014785984
Short
EC
CORP
KY
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
-723.00000000
NS
USD
-31009.47000000
-0.01421928226
Short
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
14548.00000000
NS
USD
302598.40000000
0.138755420902
Long
EC
CORP
US
N
1
N
N
N
Aegon Ltd
O4QK7KMMK83ITNTHUG69
Aegon Ltd
000000000
15720.00000000
NS
94480.48000000
0.043323688325
Long
EC
CORP
BM
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
-216.00000000
NS
USD
-12128.40000000
-0.00556143471
Short
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
2776.00000000
NS
USD
291257.92000000
0.133555284101
Long
EC
CORP
US
N
1
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
-386.00000000
NS
USD
-39453.06000000
-0.01809106044
Short
EC
CORP
US
N
1
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S
000000000
475.00000000
NS
152024.06000000
0.069710092427
Long
EC
CORP
DK
N
2
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
-9600.00000000
NS
-251343.21000000
-0.11525253568
Short
EC
CORP
JP
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
2505.00000000
NS
2025.08000000
0.000928593236
Long
EC
CORP
RU
N
3
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
-6132.00000000
NS
-83266.69000000
-0.03818164477
Short
EC
CORP
SE
N
2
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
000000000
-70.00000000
NS
-32119.96000000
-0.01472849350
Short
EC
CORP
DE
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
-68.00000000
NS
USD
-39115.64000000
-0.01793633770
Short
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
-279.00000000
NS
USD
-362836.71000000
-0.16637748386
Short
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
4000.00000000
NS
USD
282920.00000000
0.129731960518
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
131.00000000
NS
185907.71000000
0.085247319714
Long
EC
CORP
DK
N
2
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
13400.00000000
NS
314577.29000000
0.144248298339
Long
EC
CORP
JP
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
-2200.00000000
NS
-130312.09000000
-0.05975414574
Short
EC
CORP
JP
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
-888.00000000
NS
USD
-176587.68000000
-0.08097365308
Short
EC
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
-8276.00000000
NS
USD
-258625.00000000
-0.11859157461
Short
EC
CORP
US
N
1
N
N
N
Texas Pacific Land Corp
N/A
Texas Pacific Land Corp
88262P102
-17.00000000
NS
USD
-26782.14000000
-0.01228085511
Short
EC
CORP
US
N
1
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG Group AG
000000000
-1017.00000000
NS
-20147.53000000
-0.00923857827
Short
EC
CORP
CH
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
1918.00000000
NS
USD
207872.84000000
0.095319352013
Long
EC
CORP
US
N
1
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
218.00000000
NS
USD
47050.94000000
0.021575041320
Long
EC
CORP
US
N
1
N
N
SK Square Co Ltd
N/A
SK Square Co Ltd
000000000
2735.00000000
NS
143512.74000000
0.065807256890
Long
EC
CORP
KR
N
2
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
-3637.00000000
NS
-302483.99000000
-0.13870295860
Short
EC
CORP
NZ
N
2
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AVEY4
1000000.00000000
PA
USD
1000014.38000000
0.458553039953
Long
DBT
USGSE
US
N
1
2024-03-06
Floating
5.43000000
N
N
N
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
000000000
5410.00000000
NS
797.61000000
0.000365741230
Long
EC
CORP
RU
N
3
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
75774.00000000
NS
315787.01000000
0.144803011146
Long
EC
CORP
ES
N
2
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
-100.00000000
NS
-28964.98000000
-0.01328178863
Short
EC
CORP
JP
N
2
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
-2362.00000000
NS
-170984.91000000
-0.07840452280
Short
EC
CORP
AT
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
2365.00000000
NS
USD
373173.35000000
0.171117313405
Long
EC
CORP
US
N
1
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI Inc
12532H104
300.00000000
NS
34444.24000000
0.015794283839
Long
EC
CORP
CA
N
1
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
000000000
-9235.00000000
NS
-346772.45000000
-0.15901127453
Short
EC
CORP
NL
N
2
N
N
N
GMO Emerging Country Debt
KCRGSH2QB4OQ3874HQ90
GMO Emerging Country Debt
36262F103
460290.86000000
NS
USD
8676482.75000000
3.978570329274
Long
EC
RF
US
N
1
N
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
-500.00000000
NS
-33747.18000000
-0.01547464945
Short
EC
CORP
JP
N
2
N
N
N
Seatrium Ltd
254900MQNHWMN6X1NV39
Seatrium Ltd
000000000
-2276100.00000000
NS
-152617.36000000
-0.06998214803
Short
EC
CORP
SG
N
2
N
N
N
Bidvest Group Ltd/The
5299002ARE4TRMIRGM72
Bidvest Group Ltd/The
000000000
7025.00000000
NS
85731.45000000
0.039311851712
Long
EC
CORP
ZA
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
1354.00000000
NS
USD
120600.78000000
0.055301059060
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
8713.00000000
NS
USD
322293.87000000
0.147786708673
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
251.00000000
NS
USD
235500.75000000
0.107988031955
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed Inc
977852102
-905.00000000
NS
USD
-23548.10000000
-0.01079789756
Short
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
3817.00000000
NS
USD
301237.64000000
0.138131449240
Long
EC
CORP
US
N
1
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
180791.00000000
NS
133421.14000000
0.061179789575
Long
EC
CORP
TR
N
2
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
5800.00000000
NS
54831.06000000
0.025142587696
Long
EC
CORP
JP
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
-44266.00000000
NS
-125849.93000000
-0.05770803813
Short
EC
CORP
GB
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
816.00000000
NS
USD
265918.08000000
0.121935790525
Long
EC
CORP
US
N
1
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
1320.00000000
NS
USD
125796.00000000
0.057683308728
Long
EC
CORP
US
N
1
N
N
Keisei Electric Railway Co Ltd
529900VNP95IIHXPCY17
Keisei Electric Railway Co Ltd
000000000
-2900.00000000
NS
-135490.96000000
-0.06212889818
Short
EC
CORP
JP
N
2
N
N
N
Lottery Corp Ltd/The
N/A
Lottery Corp Ltd/The
000000000
-28726.00000000
NS
-95046.90000000
-0.04358341820
Short
EC
CORP
AU
N
2
N
N
N
Onex Corp
894500LB8PNE5C7CEN88
Onex Corp
68272K103
2300.00000000
NS
171286.15000000
0.078542655341
Long
EC
CORP
CA
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
1154.00000000
NS
USD
178062.20000000
0.081649788986
Long
EC
CORP
US
N
1
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
2102.00000000
NS
USD
104280.22000000
0.047817324274
Long
EC
CORP
US
N
1
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
-12300.00000000
NS
-293686.56000000
-0.13466892834
Short
EC
CORP
JP
N
2
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
000000000
580.00000000
NS
44712.55000000
0.020502780896
Long
EC
CORP
FR
N
2
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
69047Q102
5691.00000000
NS
USD
281192.31000000
0.128939734408
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
-179.00000000
NS
USD
-31512.95000000
-0.01445015122
Short
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
5938.00000000
NS
238039.46000000
0.109152148403
Long
EC
CORP
CH
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
-5908.00000000
NS
-256630.47000000
-0.11767698996
Short
EC
CORP
FR
N
2
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
-4952.00000000
NS
USD
-342628.88000000
-0.15711125523
Short
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
400.00000000
NS
USD
386436.00000000
0.177198854427
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
-4000.00000000
NS
USD
-310600.00000000
-0.14242452614
Short
EC
CORP
CA
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
1950.00000000
NS
USD
380601.00000000
0.174523235915
Long
EC
CORP
US
N
1
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
3051.00000000
NS
329557.10000000
0.151117236977
Long
EC
CORP
NL
N
2
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
2800.00000000
NS
139403.24000000
0.063922860270
Long
EC
CORP
JP
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
358.00000000
NS
81938.91000000
0.037572795974
Long
EC
CORP
BE
N
2
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
-8500.00000000
NS
-304641.71000000
-0.13969237344
Short
EC
CORP
JP
N
2
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
9200.00000000
NS
218348.75000000
0.100123043313
Long
EC
CORP
CA
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
9781.00000000
NS
255141.15000000
0.116994067575
Long
EC
CORP
LU
N
2
N
N
N
Indian Oil Corp Ltd
335800J8OBWE4VFUDG88
Indian Oil Corp Ltd
000000000
88428.00000000
NS
177939.58000000
0.081593562021
Long
EC
CORP
IN
N
2
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
13321L108
-6821.00000000
NS
USD
-276455.13000000
-0.12676751735
Short
EC
CORP
CA
N
1
N
N
N
Monday.com Ltd
984500MDAFVD86E3B328
Monday.com Ltd
000000000
-118.00000000
NS
USD
-26315.18000000
-0.01206673226
Short
EC
CORP
IL
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
1400.00000000
NS
94496.08000000
0.043330841650
Long
EC
CORP
JP
N
2
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
7657.00000000
NS
USD
270138.96000000
0.123871260049
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
24056.00000000
NS
USD
316336.40000000
0.145054931978
Long
EC
CORP
IL
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
1287.00000000
NS
141098.54000000
0.064700234060
Long
EP
CORP
DE
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
1186.00000000
NS
41546.31000000
0.019050912797
Long
EC
CORP
KY
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
-114.00000000
NS
-163916.63000000
-0.07516338813
Short
EC
CORP
CH
N
2
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
-3898.00000000
NS
USD
-384108.92000000
-0.17613178016
Short
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
-32.00000000
NS
USD
-34797.44000000
-0.01595624244
Short
EC
CORP
US
N
1
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
110000.00000000
NS
110656.88000000
0.050741319055
Long
EC
CORP
HK
N
2
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
4363.00000000
NS
USD
237870.76000000
0.109074791618
Long
EC
CORP
US
N
1
N
N
N
Nomura Securities International, Inc.
OXTKY6Q8X53C9ILVV871
Nomura Securities International, Inc.
000000000
25999238.95000000
PA
USD
25999238.95000000
11.92185862067
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2024-03-01
27071000.00000000
USD
26455557.60000000
USD
UST
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
81.00000000
NS
USD
280975.23000000
0.128840193146
Long
EC
CORP
US
N
1
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
-1560.00000000
NS
-207219.83000000
-0.09501991659
Short
EC
CORP
DK
N
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
-583.00000000
NS
USD
-303982.03000000
-0.13938987952
Short
EC
CORP
US
N
1
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
783513203
2059.00000000
NS
USD
284656.75000000
0.130528341058
Long
EC
CORP
IE
N
1
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857105
-4139.00000000
NS
USD
-24213.15000000
-0.01110285388
Short
EC
CORP
CA
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
1537.00000000
NS
322294.19000000
0.147786855408
Long
EC
CORP
FR
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
-244.00000000
NS
-11222.40000000
-0.00514599163
Short
EC
CORP
DE
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
-3321.00000000
NS
USD
-322070.58000000
-0.14768431983
Short
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-1469.00000000
NS
USD
-296561.72000000
-0.13598732274
Short
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
9872.00000000
NS
USD
161308.48000000
0.073967430222
Long
EC
CORP
US
N
1
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
3132.00000000
NS
USD
259266.96000000
0.118885943087
Long
EC
CORP
US
N
1
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
021361100
-12100.00000000
NS
-259358.95000000
-0.11892812477
Short
EC
CORP
CA
N
1
N
N
N
Rivian Automotive Inc
25490004LNKJ84MFYY24
Rivian Automotive Inc
76954A103
-7264.00000000
NS
USD
-82228.48000000
-0.03770557726
Short
EC
CORP
US
N
1
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
-3400.00000000
NS
-86917.64000000
-0.03985577492
Short
EC
CORP
JP
N
2
N
N
N
BILL Holdings Inc
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043100
-1999.00000000
NS
USD
-126596.67000000
-0.05805045311
Short
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
-544.00000000
NS
-29608.67000000
-0.01357695040
Short
EC
CORP
DE
Y
2
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
22207.00000000
NS
218050.22000000
0.099986153442
Long
EC
CORP
AU
N
2
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
Kansai Electric Power Co Inc/The
000000000
2300.00000000
NS
29414.44000000
0.013487886924
Long
EC
CORP
JP
N
2
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
45075E104
1200.00000000
NS
74414.77000000
0.034122628317
Long
EC
CORP
CA
N
1
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
-605.00000000
NS
-78936.99000000
-0.03619627622
Short
EC
CORP
GB
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
10191.00000000
NS
USD
288711.03000000
0.132387416743
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
9557.00000000
NS
235472.74000000
0.107975188069
Long
EC
CORP
NO
N
2
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
-477.00000000
NS
USD
-35092.89000000
-0.01609171999
Short
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
-31.00000000
NS
-29419.05000000
-0.01349000082
Short
EC
CORP
NL
N
2
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
-200.00000000
NS
USD
-18980.00000000
-0.00870321154
Short
EC
CORP
US
N
1
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
9700.00000000
NS
308910.54000000
0.141649830266
Long
EC
CORP
JP
N
2
N
N
N
Disco Corp
N/A
Disco Corp
000000000
-100.00000000
NS
-32588.73000000
-0.01494344632
Short
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
5757.00000000
NS
338241.57000000
0.155099469831
Long
EC
CORP
GB
N
2
N
N
N
ORLEN SA
259400VVMM70CQREJT74
ORLEN SA
000000000
15981.00000000
NS
248238.04000000
0.113828671017
Long
EC
CORP
PL
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
1344.00000000
NS
USD
294900.48000000
0.135225567044
Long
EC
CORP
US
N
1
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
652776.13000000
NS
USD
3263880.66000000
1.496640876992
Long
EC
RF
US
N
1
N
N
N
Aspen Technology Inc
254900545H80W6GA2J08
Aspen Technology Inc
29109X106
333.00000000
NS
USD
64565.37000000
0.029606220951
Long
EC
CORP
US
N
1
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
3117.00000000
NS
248377.48000000
0.113892610734
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
2570.00000000
NS
USD
353657.70000000
0.162168481455
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
-141.00000000
NS
USD
-16264.35000000
-0.00745795988
Short
EC
CORP
US
N
1
N
N
N
Krung Thai Bank PCL
54930007ZQMYCRFQGE36
Krung Thai Bank PCL
000000000
379800.00000000
NS
170456.85000000
0.078162382773
Long
EC
CORP
TH
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
14034.00000000
NS
353085.00000000
0.161905871905
Long
EC
CORP
SE
N
2
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
-120.00000000
NS
USD
-26980.80000000
-0.01237194995
Short
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
-317.00000000
NS
USD
-373343.58000000
-0.17119537176
Short
EC
CORP
US
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
693483109
2400.00000000
NS
USD
193992.00000000
0.088954342163
Long
EC
CORP
KR
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
34224.00000000
NS
341359.76000000
0.156529304774
Long
EC
CORP
ES
N
2
N
N
N
GMO Emerging Markets ex-China Fund
549300175HXW4M6BSD82
GMO Emerging Markets ex-China Fund
36256V551
1160429.24000000
NS
USD
17963444.64000000
8.237073698587
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL
000000000
1803716.00000000
OU
Notional Amount
USD
-32148.93000000
-0.01474177759
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
1803716.00000000
USD
-32148.93000000
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
-1493.00000000
NS
USD
-361261.21000000
-0.16565504394
Short
EC
CORP
US
N
1
N
N
N
Tokyu Corp
3538005PGNIBTZYXAE45
Tokyu Corp
000000000
-10800.00000000
NS
-134382.54000000
-0.06162063612
Short
EC
CORP
JP
N
2
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
304000.00000000
NS
188527.45000000
0.086448592181
Long
EC
CORP
CN
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
-56.00000000
NS
USD
-26157.04000000
-0.01199421773
Short
EC
CORP
US
N
1
N
N
N
2024-03-28
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer