GMO Mutual Funds > GMO TRUST
GMO Emerging Markets Fund
$675.26M
Avg Monthly Net Assets
$412.28M
Total Assets
$9.99M
Total Liabilities
$402.29M
Net Assets
GMO Emerging Markets Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has five share classes
and monthly net assets of $675.26M.
On July 29th, 2024 it reported 367 holdings, the largest
being Taiwan Semiconductor Manufacturing Co Ltd (6.4%), OTP Bank Nyrt (2.9%) and Grupo Financiero Banorte SAB de CV (2.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000213363 | GEMEX | |
| Class II | C000013268 | GMEMX | |
| Class III | C000013269 | GMOEX | |
| Class R6 | C000213362 | GEMNX | |
| Class VI | C000013272 | GEMMX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 361 Degrees International Ltd | Long | Equity-common | KY | $730K | 1M | 0.18 |
| 3SBio Inc | Long | Equity-common | KY | $198K | 254K | 0.05 |
| Abou Kir Fertilizers & Chemical Industries | Long | Equity-common | EG | $144K | 110K | 0.04 |
| Agricultural Bank of China Ltd | Long | Equity-common | CN | $4M | 11M | 1.11 |
| Agricultural Bank of China Ltd | Long | Equity-common | CN | $2M | 3M | 0.46 |
| AKR Corporindo Tbk PT | Long | Equity-common | ID | $247K | 3M | 0.06 |
| Allied Supreme Corp | Long | Equity-common | TW | $278K | 23K | 0.07 |
| Alrosa PJSC | Long | Equity-common | RU | $262K | 32M | 0.07 |
| Alteogen Inc | Long | Equity-common | KR | $1M | 9K | 0.30 |
| Alupar Investimento SA | Long | Equity-common | BR | $184K | 33K | 0.05 |
| Aneka Tambang Tbk | Long | Equity-common | ID | $49K | 538K | 0.01 |
| Anglo American Platinum Ltd | Long | Equity-common | ZA | $5M | 145K | 1.18 |
| Anilana Hotels & Properties Ltd | Long | Equity-common | LK | $310K | 104M | 0.08 |
| ANTA Sports Products Ltd | Long | Equity-common | KY | $615K | 57K | 0.15 |
| Arca Continental SAB de CV | Long | Equity-common | MX | $3M | 329K | 0.84 |
| Arcadyan Technology Corp | Long | Equity-common | TW | $145K | 28K | 0.04 |
| Asia Cement Corp | Long | Equity-common | TW | $45K | 35K | 0.01 |
| Asia Optical Co Inc | Long | Equity-common | TW | $17K | 8K | 0.00 |
| Asia Vital Components Co Ltd | Long | Equity-common | TW | $1M | 57K | 0.34 |
| Attock Refinery Ltd | Long | Equity-common | PK | $277K | 202K | 0.07 |
| Autohome Inc | Long | Equity-common | KY | $431K | 15K | 0.11 |
| AVI Ltd | Long | Equity-common | ZA | $863K | 190K | 0.21 |
| Banco del Bajio SA | Long | Equity-common | MX | $853K | 246K | 0.21 |
| Bancolombia SA | Long | Equity-common | CO | $5M | 135K | 1.19 |
| Bank Alfalah Ltd | Long | Equity-common | PK | $12K | 54K | 0.00 |
| Bank BTPN Syariah Tbk PT | Long | Equity-common | ID | $51K | 710K | 0.01 |
| Bank Central Asia Tbk PT | Long | Equity-common | ID | $4M | 7M | 0.97 |
| Bank Mandiri Persero Tbk PT | Long | Equity-common | ID | $1M | 4M | 0.33 |
| Bank Negara Indonesia Persero Tbk PT | Long | Equity-common | ID | $3M | 11M | 0.71 |
| Bank of China Ltd | Long | Equity-common | CN | $3M | 7M | 0.86 |
| Bank Pembangunan Daerah Jawa Timur Tbk PT | Long | Equity-common | ID | $275K | 9M | 0.07 |
| Bank Rakyat Indonesia Persero Tbk PT | Long | Equity-common | ID | $3M | 11M | 0.76 |
| Bharat Petroleum Corp Ltd | Long | Equity-common | IN | $6M | 773K | 1.45 |
| Bolsa Mexicana de Valores SAB de CV | Long | Equity-common | MX | $76K | 42K | 0.02 |
| Bosideng International Holdings Ltd | Long | Equity-common | KY | $739K | 1M | 0.18 |
| Bradespar SA | Long | Equity-preferred | BR | $5M | 1M | 1.20 |
| BrasilAgro - Co Brasileira de Propriedades Agricolas | Long | Equity-common | BR | $13K | 3K | 0.00 |
| BRF SA | Long | Equity-common | BR | $1M | 327K | 0.29 |
| Brightcom Group Ltd | Long | Equity-common | IN | $42K | 317K | 0.01 |
| Budimex SA | Long | Equity-common | PL | $996K | 5K | 0.25 |
| Canara Bank | Long | Equity-common | IN | $1M | 710K | 0.25 |
| Capital Securities Corp | Long | Equity-common | TW | $42K | 58K | 0.01 |
| Castrol India Ltd | Long | Equity-common | IN | $42K | 18K | 0.01 |
| Catcher Technology Co Ltd | Long | Equity-common | TW | $7M | 961K | 1.66 |
| Chambal Fertilisers and Chemicals Ltd | Long | Equity-common | IN | $835K | 179K | 0.21 |
| Chennai Petroleum Corp Ltd | Long | Equity-common | IN | $323K | 29K | 0.08 |
| Chicony Electronics Co Ltd | Long | Equity-common | TW | $2M | 318K | 0.46 |
| Chicony Power Technology Co Ltd | Long | Equity-common | TW | $48K | 10K | 0.01 |
| China BlueChemical Ltd | Long | Equity-common | CN | $267K | 838K | 0.07 |
| China Communications Services Corp Ltd | Long | Equity-common | CN | $1M | 2M | 0.29 |
| China Construction Bank Corp | Long | Equity-common | CN | $11M | 15M | 2.66 |
| China Everbright Environment Group Ltd | Long | Equity-common | HK | $225K | 483K | 0.06 |
| China Feihe Ltd | Long | Equity-common | KY | $9M | 19M | 2.32 |
| China Lesso Group Holdings Ltd | Long | Equity-common | KY | $651K | 1M | 0.16 |
| China Medical System Holdings Ltd | Long | Equity-common | KY | $331K | 391K | 0.08 |
| China Merchants Bank Co Ltd | Long | Equity-common | CN | $2M | 331K | 0.39 |
| China Oriental Group Co Ltd | Long | Equity-common | BM | $28K | 200K | 0.01 |
| China Petroleum & Chemical Corp | Long | Equity-common | CN | $814K | 1M | 0.20 |
| China Petroleum & Chemical Corp | Long | Equity-common | CN | $234K | 263K | 0.06 |
| China Railway Signal & Communication Corp Ltd | Long | Equity-common | CN | $0.76 | 1 | 0.00 |
| China Shineway Pharmaceutical Group Ltd | Long | Equity-common | KY | $18K | 17K | 0.00 |
| Chipbond Technology Corp | Long | Equity-common | TW | $1M | 513K | 0.27 |
| Chlitina Holding Ltd | Long | Equity-common | KY | $52K | 10K | 0.01 |
| Cia de Ferro Ligas da Bahia FERBASA | Long | Equity-preferred | BR | $11K | 7K | 0.00 |
| Cia de Saneamento de Minas Gerais Copasa MG | Long | Equity-common | BR | $458K | 119K | 0.11 |
| Cia De Sanena Do Parana | Long | Equity-common | BR | $109K | 21K | 0.03 |
| Cia Energetica de Minas Gerais | Long | Equity-preferred | BR | $7M | 4M | 1.75 |
| Clicks Group Ltd | Long | Equity-common | ZA | $3M | 190K | 0.74 |
| CNG Vietnam JSC | Long | Equity-common | VN | $9K | 7K | 0.00 |
| Coca-Cola Femsa SAB de CV | Long | Equity-common | MX | $3M | 28K | 0.65 |
| Colbun SA | Long | Equity-common | CL | $233K | 2M | 0.06 |
| Colgate-Palmolive India Ltd | Long | Equity-common | IN | $135K | 4K | 0.03 |
| Commercial International Bank - Egypt (CIB) | Long | Equity-common | EG | $1M | 689K | 0.28 |
| Consun Pharmaceutical Group Ltd | Long | Equity-common | KY | $26K | 30K | 0.01 |
| Coretronic Corp | Long | Equity-common | TW | $1M | 406K | 0.35 |
| Coromandel International Ltd | Long | Equity-common | IN | $212K | 14K | 0.05 |
| COSCO SHIPPING International Hong Kong Co Ltd | Long | Equity-common | BM | $50K | 98K | 0.01 |
| Coway Co Ltd | Long | Equity-common | KR | $57K | 1K | 0.01 |
| CPFL Energia SA | Long | Equity-common | BR | $3M | 498K | 0.80 |
| Credito Real SAB de CV SOFOM ER | Long | Equity-common | MX | $0.02 | 316K | 0.00 |
| CSPC Pharmaceutical Group Ltd | Long | Equity-common | HK | $6M | 7M | 1.48 |
| Cury Construtora e Incorporadora SA | Long | Equity-common | BR | $321K | 92K | 0.08 |
| Daou Data Corp | Long | Equity-common | KR | $300K | 36K | 0.07 |
| Darfon Electronics Corp | Long | Equity-common | TW | $133K | 63K | 0.03 |
| DB Insurance Co Ltd | Long | Equity-common | KR | $234K | 3K | 0.06 |
| Dong Phu Rubber JSC | Long | Equity-common | VN | $27K | 16K | 0.01 |
| Dongwon Development Co Ltd | Long | Equity-common | KR | $337K | 169K | 0.08 |
| Duc Giang Chemicals JSC | Long | Equity-common | VN | $3M | 527K | 0.65 |
| Dynapack International Technology Corp | Long | Equity-common | TW | $295K | 101K | 0.07 |
| Eastern Co SAE | Long | Equity-common | EG | $75K | 128K | 0.02 |
| Elitegroup Computer Systems Co Ltd | Long | Equity-common | TW | $250K | 235K | 0.06 |
| ElSewedy Electric Co | Long | Equity-common | EG | $20K | 22K | 0.01 |
| Enchem Co Ltd | Long | Equity-common | KR | $958K | 4K | 0.24 |
| Engie Brasil Energia SA | Long | Equity-common | BR | $2M | 255K | 0.52 |
| Engro Fertilizers Ltd | Long | Equity-common | PK | $331K | 576K | 0.08 |
| ENN Energy Holdings Ltd | Long | Equity-common | KY | $833K | 90K | 0.21 |
| Evergreen Marine Corp Taiwan Ltd | Long | Equity-common | TW | $1M | 202K | 0.33 |
| Everlight Electronics Co Ltd | Long | Equity-common | TW | $256K | 115K | 0.06 |
| Evraz PLC | Long | Equity-common | GB | $1K | 40K | 0.00 |
| Farglory Land Development Co Ltd | Long | Equity-common | TW | $1M | 492K | 0.33 |
| Fauji Fertilizer Bin Qasim Ltd | Long | Equity-common | PK | $101K | 841K | 0.03 |
| Fauji Fertilizer Co Ltd | Long | Equity-common | PK | $211K | 414K | 0.05 |
| Federal Grid Co - Rosseti PJSC | Long | Equity-common | RU | $16K | 1B | 0.00 |
| First Financial Holding Co Ltd | Long | Equity-common | TW | $4K | 5K | 0.00 |
| FirstRand Ltd | Long | Equity-common | ZA | $7M | 2M | 1.74 |
| Fix Price Group PLC | Long | Equity-common | CY | $16K | 654K | 0.00 |
| FLEXium Interconnect Inc | Long | Equity-common | TW | $132K | 49K | 0.03 |
| Fortune Electric Co Ltd | Long | Equity-common | TW | $886K | 40K | 0.22 |
| Foschini Group Ltd/The | Long | Equity-common | ZA | $935K | 185K | 0.23 |
| Foxconn Technology Co Ltd | Long | Equity-common | TW | $1M | 649K | 0.37 |
| Foxsemicon Integrated Technology Inc | Long | Equity-common | TW | $37K | 4K | 0.01 |
| Fufeng Group Ltd | Long | Equity-common | KY | $62K | 79K | 0.02 |
| Fusheng Precision Co Ltd | Long | Equity-common | TW | $63K | 7K | 0.02 |
| Gazprom Neft PJSC | Long | Equity-common | RU | $16K | 219K | 0.00 |
| Gazprom PJSC | Long | Equity-common | RU | $17K | 1M | 0.00 |
| GCC SAB de CV | Long | Equity-common | MX | $48K | 4K | 0.01 |
| Gentera SAB de CV | Long | Equity-common | MX | $121K | 78K | 0.03 |
| GHCL Ltd | Long | Equity-common | IN | $544K | 90K | 0.14 |
| Giant Manufacturing Co Ltd | Long | Equity-common | TW | $370K | 55K | 0.09 |
| Glenmark Life Sciences Ltd | Long | Equity-common | IN | $27K | 3K | 0.01 |
| Global Brands Manufacture Ltd | Long | Equity-common | TW | $216K | 94K | 0.05 |
| Global Mixed Mode Technology Inc | Long | Equity-common | TW | $170K | 18K | 0.04 |
| GMK Norilskiy Nickel PAO | Long | Equity-common | RU | $58K | 4M | 0.01 |
| GMO US Treasury Fund | Long | Equity-common | US | $2M | 404K | 0.50 |
| Godawari Power and Ispat Ltd | Long | Equity-common | IN | $90K | 8K | 0.02 |
| Grape King Bio Ltd | Long | Equity-common | TW | $109K | 22K | 0.03 |
| Great Eastern Shipping Co Ltd/The | Long | Equity-common | IN | $1M | 90K | 0.29 |
| Greatek Electronics Inc | Long | Equity-common | TW | $29K | 15K | 0.01 |
| Greentown Service Group Co Ltd | Long | Equity-common | KY | $250K | 512K | 0.06 |
| Grendene SA | Long | Equity-common | BR | $18K | 15K | 0.00 |
| Grupa Kety SA | Long | Equity-common | PL | $24K | 111 | 0.01 |
| Grupo Aeroportuario del Centro Norte SAB de CV | Long | Equity-common | MX | $711K | 69K | 0.18 |
| Grupo Aeroportuario del Centro Norte SAB de CV | Long | Equity-common | MX | $435K | 5K | 0.11 |
| Grupo Aeroportuario del Sureste SAB de CV | Long | Equity-common | MX | $1M | 3K | 0.25 |
| Grupo Aeroportuario del Sureste SAB de CV | Long | Equity-common | MX | $100K | 3K | 0.02 |
| Grupo Financiero Banorte SAB de CV | Long | Equity-common | MX | $11M | 1M | 2.78 |
| Grupo Mexico SAB de CV | Long | Equity-common | MX | $320K | 52K | 0.08 |
| Grupo SBF SA | Long | Equity-common | BR | $28K | 13K | 0.01 |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd | Long | Equity-common | IN | $360K | 47K | 0.09 |
| Gujarat Pipavav Port Ltd | Long | Equity-common | IN | $73K | 31K | 0.02 |
| Gujarat State Fertilizers & Chemicals Ltd | Long | Equity-common | IN | $844K | 333K | 0.21 |
| Gujarat State Petronet Ltd | Long | Equity-common | IN | $37K | 11K | 0.01 |
| Habib Bank Ltd | Long | Equity-common | PK | $60K | 146K | 0.01 |
| Hannstar Board Corp | Long | Equity-common | TW | $103K | 56K | 0.03 |
| HD Hyundai Electric Co Ltd | Long | Equity-common | KR | $2M | 7K | 0.39 |
| Hibiscus Petroleum Bhd | Long | Equity-common | MY | $124K | 232K | 0.03 |
| Hisense Home Appliances Group Co Ltd | Long | Equity-common | CN | $1M | 255K | 0.29 |
| Hon Hai Precision Industry Co Ltd | Long | Equity-common | TW | $5M | 966K | 1.28 |
| Huaku Development Co Ltd | Long | Equity-common | TW | $932K | 191K | 0.23 |
| Hub Power Co Ltd/The | Long | Equity-common | PK | $100K | 194K | 0.02 |
| Humansoft Holding Co KSC | Long | Equity-common | KW | $301K | 36K | 0.07 |
| Hyundai Mobis Co Ltd | Long | Equity-common | KR | $218K | 1K | 0.05 |
| ICICI Securities Ltd | Long | Equity-common | IN | $38K | 4K | 0.01 |
| IIFL Finance Ltd | Long | Equity-common | IN | $17K | 4K | 0.00 |
| Indah Kiat Pulp & Paper Tbk PT | Long | Equity-common | ID | $50K | 90K | 0.01 |
| Indiabulls Housing Finance Ltd | Long | Equity-common | IN | $3M | 2M | 0.79 |
| Indian Oil Corp Ltd | Long | Equity-common | IN | $2M | 1M | 0.51 |
| Indofood CBP Sukses Makmur Tbk PT | Long | Equity-common | ID | $29K | 48K | 0.01 |
| Indofood Sukses Makmur Tbk PT | Long | Equity-common | ID | $28K | 78K | 0.01 |
| Indus Towers Ltd | Long | Equity-common | IN | $1M | 253K | 0.26 |
| Industrial & Commercial Bank of China Ltd | Long | Equity-common | CN | $8M | 14M | 1.97 |
| Industrial & Commercial Bank of China Ltd | Long | Equity-common | CN | $87K | 116K | 0.02 |
| Industries Qatar QSC | Long | Equity-common | QA | $2M | 659K | 0.52 |
| Inter RAO UES PJSC | Long | Equity-common | RU | $35K | 79M | 0.01 |
| Interconexion Electrica SA ESP | Long | Equity-common | CO | $104K | 21K | 0.03 |
| International Steels Ltd | Long | Equity-common | PK | $34K | 106K | 0.01 |
| Investec Ltd | Long | Equity-common | ZA | $999K | 153K | 0.25 |
| JB Financial Group Co Ltd | Long | Equity-common | KR | $675K | 64K | 0.17 |
| Jindal Stainless Ltd | Long | Equity-common | IN | $1M | 132K | 0.31 |
| JM Financial Ltd | Long | Equity-common | IN | $120K | 127K | 0.03 |
| JNBY Design Ltd | Long | Equity-common | KY | $19K | 10K | 0.00 |
| JUMBO SA | Long | Equity-common | GR | $66K | 2K | 0.02 |
| Kaveri Seed Co Ltd | Long | Equity-common | IN | $60K | 6K | 0.01 |
| Kia Corp | Long | Equity-common | KR | $3M | 37K | 0.79 |
| Kimberly-Clark de Mexico SAB de CV | Long | Equity-common | MX | $221K | 105K | 0.05 |
| Kingboard Laminates Holdings Ltd | Long | Equity-common | KY | $149K | 138K | 0.04 |
| Kot Addu Power Co Ltd | Long | Equity-common | PK | $28K | 240K | 0.01 |
| KRBL Ltd | Long | Equity-common | IN | $22K | 7K | 0.01 |
| KT&G Corp | Long | Equity-common | KR | $3M | 57K | 0.85 |
| Kumba Iron Ore Ltd | Long | Equity-common | ZA | $461K | 18K | 0.11 |
| Kung Long Batteries Industrial Co Ltd | Long | Equity-common | TW | $775K | 170K | 0.19 |
| Kunlun Energy Co Ltd | Long | Equity-common | BM | $217K | 208K | 0.05 |
| Largan Precision Co Ltd | Long | Equity-common | TW | $2M | 28K | 0.49 |
| Lenovo Group Ltd | Long | Equity-common | HK | $4M | 3M | 0.93 |
| Livzon Pharmaceutical Group Inc | Long | Equity-common | CN | $422K | 79K | 0.10 |
| Lonking Holdings Ltd | Long | Equity-common | KY | $90K | 484K | 0.02 |
| LOTTE Fine Chemical Co Ltd | Long | Equity-common | KR | $13K | 377 | 0.00 |
| LSR Group PJSC | Long | Equity-common | RU | $21K | 239K | 0.01 |
| LSR Group PJSC | Long | Equity-common | RU | $0.05 | 3 | 0.00 |
| LT Foods Ltd | Long | Equity-common | IN | $44K | 18K | 0.01 |
| Lucky Cement Ltd | Long | Equity-common | PK | $58K | 18K | 0.01 |
| Lufax Holding Ltd | Long | Equity-common | KY | $574K | 128K | 0.14 |
| LUKOIL PJSC | Long | Equity-common | RU | $232K | 285K | 0.06 |
| Magnitogorsk Iron & Steel Works PJSC | Long | Equity-common | RU | $106K | 17M | 0.03 |
| Magyar Telekom Telecommunications PLC | Long | Equity-common | HU | $403K | 147K | 0.10 |
| Mahanagar Gas Ltd | Long | Equity-common | IN | $407K | 26K | 0.10 |
| Maharashtra Scooters Ltd | Long | Equity-common | IN | $19K | 207 | 0.00 |
| Manappuram Finance Ltd | Long | Equity-common | IN | $4M | 2M | 0.94 |
| Mari Petroleum Co Ltd | Long | Equity-common | PK | $120K | 12K | 0.03 |
| MCB Bank Ltd | Long | Equity-common | PK | $31K | 41K | 0.01 |
| Mechel PJSC | Long | Equity-common | RU | $11K | 475K | 0.00 |
| MediaTek Inc | Long | Equity-common | TW | $5M | 141K | 1.34 |
| Megaworld Corp | Long | Equity-common | PH | $232K | 8M | 0.06 |
| Merry Electronics Co Ltd | Long | Equity-common | TW | $142K | 37K | 0.04 |
| Micro-Star International Co Ltd | Long | Equity-common | TW | $4M | 721K | 1.06 |
| Minth Group Ltd | Long | Equity-common | KY | $36K | 18K | 0.01 |
| Misr Fertilizers Production Co SAE | Long | Equity-common | EG | $10K | 11K | 0.00 |
| MMC Norilsk Nickel PJSC | Long | Equity-common | RU | $0.01 | 5 | 0.00 |
| MMG Ltd | Long | Equity-common | HK | $1M | 2M | 0.27 |
| Mobile TeleSystems PJSC | Long | Equity-common | RU | $8K | 250K | 0.00 |
| MOL Hungarian Oil & Gas PLC | Long | Equity-common | HU | $1M | 142K | 0.27 |
| Moneta Money Bank AS | Long | Equity-common | CZ | $1M | 279K | 0.30 |
| Moscow Exchange MICEX-RTS PJSC | Long | Equity-common | RU | $109K | 4M | 0.03 |
| Motilal Oswal Financial Services Ltd | Long | Equity-common | IN | $131K | 5K | 0.03 |
| Mr Price Group Ltd | Long | Equity-common | ZA | $4M | 377K | 0.89 |
| MSCI EMGMKT JUN24 (ICE Futures U.S., Inc.) | Derivative-equity | US | $296K | – | 0.07 | |
| Muthoot Finance Ltd | Long | Equity-common | IN | $731K | 36K | 0.18 |
| Nan Pao Resins Chemical Co Ltd | Long | Equity-common | TW | $31K | 3K | 0.01 |
| Nantex Industry Co Ltd | Long | Equity-common | TW | $385K | 358K | 0.10 |
| NH Investment & Securities Co Ltd | Long | Equity-common | KR | $12K | 1K | 0.00 |
| NHPC Ltd | Long | Equity-common | IN | $1M | 976K | 0.31 |
| Nien Made Enterprise Co Ltd | Long | Equity-common | TW | $163K | 15K | 0.04 |
| Ninety One Ltd | Long | Equity-common | ZA | $953K | 452K | 0.24 |
| Nippon Life India Asset Management Ltd | Long | Equity-common | IN | $70K | 10K | 0.02 |
| Nizhnekamskneftekhim PJSC | Long | Equity-preferred | RU | $2K | 195K | 0.00 |
| NMDC Ltd | Long | Equity-common | IN | $6M | 2M | 1.39 |
| Novatek Microelectronics Corp | Long | Equity-common | TW | $7M | 397K | 1.82 |
| Novolipetsk Steel PJSC | Long | Equity-common | RU | $214K | 10M | 0.05 |
| Odontoprev SA | Long | Equity-common | BR | $33K | 15K | 0.01 |
| Oil & Gas Development Co Ltd | Long | Equity-common | PK | $875K | 2M | 0.22 |
| Oil & Natural Gas Corp Ltd | Long | Equity-common | IN | $8M | 2M | 1.90 |
| OPAP SA | Long | Equity-common | GR | $206K | 13K | 0.05 |
| Opus Global Nyrt | Long | Equity-common | HU | $43K | 40K | 0.01 |
| Orbia Advance Corp SAB de CV | Long | Equity-common | MX | $18K | 11K | 0.00 |
| Orient Overseas International Ltd | Long | Equity-common | BM | $6M | 360K | 1.52 |
| Orion Corp/Republic of Korea | Long | Equity-common | KR | $184K | 3K | 0.05 |
| ORLEN SA | Long | Equity-common | PL | $5M | 285K | 1.15 |
| OTP Bank Nyrt | Long | Equity-common | HU | $12M | 244K | 2.93 |
| Pakistan Oilfields Ltd | Long | Equity-common | PK | $78K | 44K | 0.02 |
| Pakistan Petroleum Ltd | Long | Equity-common | PK | $1M | 3M | 0.30 |
| Pan-International Industrial Corp | Long | Equity-common | TW | $64K | 53K | 0.02 |
| Panin Financial Tbk PT | Long | Equity-common | ID | $202K | 10M | 0.05 |
| PB Fintech Ltd | Long | Equity-common | IN | $1M | 72K | 0.27 |
| Perusahaan Gas Negara Tbk PT | Long | Equity-common | ID | $76K | 783K | 0.02 |
| PetroChina Co Ltd | Long | Equity-common | CN | $4M | 3M | 1.05 |
| PetroChina Co Ltd | Long | Equity-common | CN | $3M | 3M | 0.75 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $6M | 354K | 1.37 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $4M | 516K | 0.99 |
| Petroleo Brasileiro SA | Long | Equity-preferred | BR | $1M | 180K | 0.33 |
| Petronet LNG Ltd | Long | Equity-common | IN | $1M | 339K | 0.30 |
| PetroVietNam Ca Mau Fertilizer JSC | Long | Equity-common | VN | $175K | 118K | 0.04 |
| PetroVietnam Gas JSC | Long | Equity-common | VN | $77K | 24K | 0.02 |
| PetroVietnam Technical Services Corp | Long | Equity-common | VN | $478K | 280K | 0.12 |
| Pha Lai Thermal Power JSC | Long | Equity-common | VN | $84K | 130K | 0.02 |
| Philip Morris CR AS | Long | Equity-common | CZ | $387K | 588 | 0.10 |
| Phoenix Mills Ltd/The | Long | Equity-common | IN | $1M | 28K | 0.27 |
| PhosAgro PJSC | Long | Equity-common | RU | $8K | 12K | 0.00 |
| PHOSAGRO PJSC | Long | Equity-common | RU | $50.37 | 230 | 0.00 |
| Ping An Insurance Group Co of China Ltd | Long | Equity-common | CN | $10K | 2K | 0.00 |
| Pixart Imaging Inc | Long | Equity-common | TW | $132K | 26K | 0.03 |
| Polyus PJSC | Long | Equity-common | RU | $108K | 80K | 0.03 |
| Power Grid Corp of India Ltd | Long | Equity-common | IN | $3M | 825K | 0.76 |
| Powertech Technology Inc | Long | Equity-common | TW | $690K | 125K | 0.17 |
| Primax Electronics Ltd | Long | Equity-common | TW | $1M | 414K | 0.32 |
| Promotora y Operadora de Infraestructura SAB de CV | Long | Equity-common | MX | $15K | 1K | 0.00 |
| Pruksa Holding PCL | Long | Equity-common | TH | $578K | 2M | 0.14 |
| PTC India Ltd | Long | Equity-common | IN | $395K | 157K | 0.10 |
| PTT Exploration & Production PCL | Long | Equity-common | TH | $5M | 1M | 1.17 |
| PTT PCL | Long | Equity-common | TH | $2M | 3M | 0.59 |
| Qatar Fuel QSC | Long | Equity-common | QA | $19K | 5K | 0.00 |
| Qatar Islamic Bank SAQ | Long | Equity-common | QA | $122K | 26K | 0.03 |
| Qisda Corp | Long | Equity-common | TW | $27K | 22K | 0.01 |
| Quanta Storage Inc | Long | Equity-common | TW | $357K | 92K | 0.09 |
| Radiant Opto-Electronics Corp | Long | Equity-common | TW | $1M | 219K | 0.33 |
| Rashtriya Chemicals & Fertilizers Ltd | Long | Equity-common | IN | $11K | 6K | 0.00 |
| Raydium Semiconductor Corp | Long | Equity-common | TW | $90K | 7K | 0.02 |
| Redington Ltd | Long | Equity-common | IN | $145K | 61K | 0.04 |
| Regional SAB de CV | Long | Equity-common | MX | $138K | 16K | 0.03 |
| Reliance Industries Ltd | Long | Equity-common | IN | $479.98 | 14 | 0.00 |
| Richter Gedeon Nyrt | Long | Equity-common | HU | $1M | 45K | 0.29 |
| RITES Ltd | Long | Equity-common | IN | $42K | 5K | 0.01 |
| RusHydro PJSC | Long | Equity-common | RU | $2K | 25M | 0.00 |
| S-1 Corp | Long | Equity-common | KR | $14K | 314 | 0.00 |
| Sai Gon-Ha Noi Securities JSC | Long | Equity-common | VN | $25K | 36K | 0.01 |
| Samsung Electronics Co Ltd | Long | Equity-preferred | KR | $2M | 46K | 0.50 |
| Samsung Securities Co Ltd | Long | Equity-common | KR | $460K | 18K | 0.11 |
| Sanlam Ltd | Long | Equity-common | ZA | $2M | 529K | 0.50 |
| Sanofi India Ltd | Long | Equity-common | IN | $65K | 618 | 0.02 |
| Sao Martinho S/A | Long | Equity-common | BR | $42K | 8K | 0.01 |
| Sberbank of Russia PJSC | Long | Equity-common | RU | $454K | 13M | 0.11 |
| SciClone Pharmaceuticals Holdings Ltd | Long | Equity-common | KY | $105K | 45K | 0.03 |
| Severstal PAO | Long | Equity-common | RU | $139K | 706K | 0.03 |
| SFI PJSC | Long | Equity-common | RU | $10K | 68K | 0.00 |
| Shanghai Mechanical and Electrical Industry Co Ltd | Long | Equity-common | CN | $310K | 170K | 0.08 |
| Share India Securities Ltd | Long | Equity-common | IN | $5K | 270 | 0.00 |
| Shinkong Insurance Co Ltd | Long | Equity-common | TW | $943K | 321K | 0.23 |
| Shipping Corp of India Ltd | Long | Equity-common | IN | $8K | 3K | 0.00 |
| Shoprite Holdings Ltd | Long | Equity-common | ZA | $992K | 75K | 0.25 |
| Shriram Finance Ltd | Long | Equity-common | IN | $126K | 4K | 0.03 |
| Sigurd Microelectronics Corp | Long | Equity-common | TW | $76K | 31K | 0.02 |
| Simplo Technology Co Ltd | Long | Equity-common | TW | $905K | 71K | 0.23 |
| Sinon Corp | Long | Equity-common | TW | $47K | 37K | 0.01 |
| Sinopec Engineering Group Co Ltd | Long | Equity-common | CN | $1M | 2M | 0.27 |
| Sinotruk Hong Kong Ltd | Long | Equity-common | HK | $381K | 164K | 0.09 |
| South Basic Chemicals JSC | Long | Equity-common | VN | $17K | 6K | 0.00 |
| SSI Securities Corp | Long | Equity-common | VN | $786K | 573K | 0.20 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $568K | 568K | 0.14 |
| SUI Northern Gas Pipeline | Long | Equity-common | PK | $130K | 546K | 0.03 |
| Sun TV Network Ltd | Long | Equity-common | IN | $1M | 149K | 0.29 |
| Surgutneftegas PJSC | Long | Equity-preferred | RU | $597K | 80M | 0.15 |
| Surgutneftegas PJSC | Long | Equity-common | RU | $201K | 64M | 0.05 |
| T3EX Global Holdings Corp | Long | Equity-common | TW | $761K | 221K | 0.19 |
| TaiDoc Technology Corp | Long | Equity-common | TW | $600K | 119K | 0.15 |
| Taiwan Fertilizer Co Ltd | Long | Equity-common | TW | $162K | 82K | 0.04 |
| Taiwan Semiconductor Manufacturing Co Ltd | Long | Equity-common | TW | $26M | 999K | 6.36 |
| Taiwan Surface Mounting Technology Corp | Long | Equity-common | TW | $873K | 248K | 0.22 |
| Tatneft PJSC | Long | Equity-common | RU | $218K | 3M | 0.05 |
| TCI Co Ltd | Long | Equity-common | TW | $292K | 62K | 0.07 |
| Tencent Holdings Ltd | Long | Equity-common | KY | $3M | 56K | 0.64 |
| Tencent Holdings Ltd | Long | Equity-common | KY | $324K | 7K | 0.08 |
| Test Research Inc | Long | Equity-common | TW | $171K | 32K | 0.04 |
| Thinking Electronic Industrial Co Ltd | Long | Equity-common | TW | $16K | 3K | 0.00 |
| Tiger Brands Ltd | Long | Equity-common | ZA | $465K | 45K | 0.12 |
| Torrent Power Ltd | Long | Equity-common | IN | $1M | 59K | 0.26 |
| TPK Holding Co Ltd | Long | Equity-common | KY | $34K | 29K | 0.01 |
| Transcend Information Inc | Long | Equity-common | TW | $1M | 387K | 0.35 |
| Transmissora Alianca de Energia Eletrica S/A | Long | Equity-common | BR | $270K | 41K | 0.07 |
| Transneft PJSC | Long | Equity-preferred | RU | $15K | 87K | 0.00 |
| Tripod Technology Corp | Long | Equity-common | TW | $1M | 214K | 0.35 |
| Triveni Engineering & Industries Ltd | Long | Equity-common | IN | $34K | 9K | 0.01 |
| Truworths International Ltd | Long | Equity-common | ZA | $24K | 6K | 0.01 |
| TTW PCL | Long | Equity-common | TH | $10K | 42K | 0.00 |
| TTY Biopharm Co Ltd | Long | Equity-common | TW | $24K | 10K | 0.01 |
| Tu Liem Urban Development JSC | Long | Equity-common | VN | $35K | 19K | 0.01 |
| TXC Corp | Long | Equity-common | TW | $161K | 46K | 0.04 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $300K | – | 0.07 |
| Ujjivan Small Finance Bank Ltd | Long | Equity-common | IN | $44.28 | 74 | 0.00 |
| Ultrapar Participacoes SA | Long | Equity-common | BR | $3M | 696K | 0.76 |
| Unilever Indonesia Tbk PT | Long | Equity-common | ID | $39K | 202K | 0.01 |
| Unipar Carbocloro SA | Long | Equity-preferred | BR | $434K | 46K | 0.11 |
| Unipro PJSC | Long | Equity-common | RU | $2K | 8M | 0.00 |
| United Bank Ltd/Pakistan | Long | Equity-common | PK | $124K | 154K | 0.03 |
| United Co RUSAL International PJSC | Long | Equity-common | RU | $3K | 556K | 0.00 |
| United Plantations BHD | Long | Equity-common | MY | $45K | 8K | 0.01 |
| UNTRADE HUA HAN HEALTH | Long | Equity-common | HK | $1.31 | 10M | 0.00 |
| UTI Asset Management Co Ltd | Long | Equity-common | IN | $10K | 927 | 0.00 |
| Vale SA | Long | Equity-common | BR | $1M | 90K | 0.27 |
| Vale SA | Long | Equity-common | BR | $785K | 65K | 0.20 |
| Vibra Energia SA | Long | Equity-common | BR | $76K | 19K | 0.02 |
| Vietnam Dairy Products JSC | Long | Equity-common | VN | $1M | 464K | 0.30 |
| Vipshop Holdings Ltd | Long | Equity-common | KY | $8M | 520K | 2.08 |
| VIX Securities JSC | Long | Equity-common | VN | $178K | 249K | 0.04 |
| VNDirect Securities Corp | Long | Equity-common | VN | $3M | 4M | 0.71 |
| VNDIRECT SECURITIES CORP | Derivative-equity | VN | $237K | 773K | 0.06 | |
| Voltronic Power Technology Corp | Long | Equity-common | TW | $52K | 1K | 0.01 |
| Wal-Mart de Mexico SAB de CV | Long | Equity-common | MX | $1M | 362K | 0.34 |
| Weichai Power Co Ltd | Long | Equity-common | CN | $2M | 1M | 0.47 |
| Weichai Power Co Ltd | Long | Equity-common | CN | $711K | 323K | 0.18 |
| West Coast Paper Mills Ltd | Long | Equity-common | IN | $101K | 14K | 0.02 |
| Woolworths Holdings Ltd/South Africa | Long | Equity-common | ZA | $276K | 96K | 0.07 |
| Xiaomi Corp | Long | Equity-common | KY | $1M | 563K | 0.31 |
| Xtep International Holdings Ltd | Long | Equity-common | KY | $246K | 354K | 0.06 |
| Yang Ming Marine Transport Corp | Long | Equity-common | TW | $3M | 1M | 0.69 |
| Zensar Technologies Ltd | Long | Equity-common | IN | $29K | 4K | 0.01 |
| Zhejiang Expressway Co Ltd | Long | Equity-common | CN | $219K | 336K | 0.05 |
| Zhongsheng Group Holdings Ltd | Long | Equity-common | KY | $35K | 20K | 0.01 |
| Zyxel Group Corp | Long | Equity-common | TW | $10K | 8K | 0.00 |
Address
GMO TRUST
53 State Street, 33rd Floor
BOSTON
Massachusetts
02109
United States of America
Websites
Directors
Peter Tufano
Dina Santoro
Paul Braverman
Donald W. Glazer
Transfer Agents
State Street Bank and Trust Company
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
LCH Group Holdings Limited
Bloomberg L.P.
IDC Securities Corporation
S&P Global Inc.
JPMorgan Chase & Co.
State Street Bank and Trust Company
CME Group Inc.
Custodians
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
State Street Bank and Trust Company
Brokers
N/A