GMO Mutual Funds > GMO TRUST
GMO Strategic Opportunities Allocation Fund
$205.91M
Avg Monthly Net Assets
$236.31M
Total Assets
$34.05M
Total Liabilities
$202.26M
Net Assets
GMO Strategic Opportunities Allocation Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $205.91M.
On July 29th, 2024 it reported 463 holdings, the largest
being GMO International Equity Fund (18.1%), Nomura Securities International, Inc. (11.4%) and GMO International Opportunistic Value Fund (8.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class III | C000014937 | GBATX |
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 |
|---|---|---|---|---|---|---|
| 3i Group PLC | Long | Equity-common | GB | $323K | 9K | 0.16 |
| 3M Co | Long | Equity-common | US | $314K | 3K | 0.16 |
| AbbVie Inc | Short | Equity-common | US | $-180K | -1K | -0.09 |
| Accor SA | Short | Equity-common | FR | $-258K | -6K | -0.13 |
| Adecco Group AG | Long | Equity-common | CH | $247K | 7K | 0.12 |
| adidas AG | Short | Equity-common | DE | $-328K | -1K | -0.16 |
| Admiral Group PLC | Short | Equity-common | GB | $-77K | -2K | -0.04 |
| Adyen NV | Short | Equity-common | NL | $-267K | -206 | -0.13 |
| AECOM | Short | Equity-common | US | $-16K | -188 | -0.01 |
| Aegon Ltd | Long | Equity-common | BM | $34K | 5K | 0.02 |
| Aeon Co Ltd | Short | Equity-common | JP | $-265K | -12K | -0.13 |
| Aeroports de Paris SA | Short | Equity-common | FR | $-219K | -2K | -0.11 |
| AES Corp (AES Corp/The) | Short | Equity-common | US | $-347K | -16K | -0.17 |
| Ageas SA/NV | Long | Equity-common | BE | $282K | 6K | 0.14 |
| Agnico Eagle Mines Ltd | Short | Equity-common | CA | $-77K | -1K | -0.04 |
| Akamai Technologies Inc | Long | Equity-common | US | $197K | 2K | 0.10 |
| Akbank TAS | Long | Equity-common | TR | $32K | 16K | 0.02 |
| Alimentation Couche-Tard Inc | Long | Equity-common | CA | $181K | 3K | 0.09 |
| Ally Financial Inc | Long | Equity-common | US | $289K | 7K | 0.14 |
| Alnylam Pharmaceuticals Inc | Short | Equity-common | US | $-258K | -2K | -0.13 |
| Alphabet Inc | Long | Equity-common | US | $294K | 2K | 0.15 |
| Alphabet Inc | Long | Equity-common | US | $132K | 756 | 0.07 |
| AltaGas Ltd | Short | Equity-common | CA | $-273K | -12K | -0.13 |
| Amadeus IT Group SA | Long | Equity-common | ES | $212K | 3K | 0.10 |
| Amazon.com Inc | Long | Equity-common | US | $225K | 1K | 0.11 |
| American Express Co | Long | Equity-common | US | $282K | 1K | 0.14 |
| American Tower Corp | Short | Equity-common | US | $-136K | -696 | -0.07 |
| Amgen Inc | Short | Equity-common | US | $-322K | -1K | -0.16 |
| Amplifon SpA | Short | Equity-common | IT | $-278K | -8K | -0.14 |
| Analog Devices Inc | Short | Equity-common | US | $-76K | -326 | -0.04 |
| Anheuser-Busch InBev SA/NV | Short | Equity-common | BE | $-273K | -4K | -0.14 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $238K | 131 | 0.12 |
| AP Moller - Maersk A/S | Long | Equity-common | DK | $116K | 66 | 0.06 |
| ArcelorMittal SA | Long | Equity-common | LU | $258K | 10K | 0.13 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $98K | 953 | 0.05 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $60K | 959 | 0.03 |
| Arthur J Gallagher & Co | Short | Equity-common | US | $-308K | -1K | -0.15 |
| Asahi Intecc Co Ltd | Short | Equity-common | JP | $-56K | -4K | -0.03 |
| Aspen Technology Inc | Long | Equity-common | US | $70K | 333 | 0.03 |
| ASX Ltd | Short | Equity-common | AU | $-172K | -4K | -0.09 |
| Auto Trader Group PLC | Short | Equity-common | GB | $-266K | -25K | -0.13 |
| Avolta AG | Short | Equity-common | CH | $-51K | -1K | -0.02 |
| Axon Enterprise Inc | Short | Equity-common | US | $-286K | -1K | -0.14 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $329K | 30K | 0.16 |
| Banco Santander SA | Long | Equity-common | ES | $367K | 70K | 0.18 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $22K | 3K | 0.01 |
| Bank of America Corp | Long | Equity-common | US | $37K | 934 | 0.02 |
| Bank of Communications Co Ltd | Long | Equity-common | CN | $59K | 78K | 0.03 |
| Bayerische Motoren Werke AG | Long | Equity-preferred | DE | $124K | 1K | 0.06 |
| BE Semiconductor Industries NV | Short | Equity-common | NL | $-248K | -2K | -0.12 |
| Beiersdorf AG | Long | Equity-common | DE | $181K | 1K | 0.09 |
| Beijer Ref AB | Short | Equity-common | SE | $-154K | -9K | -0.08 |
| Beijing Enterprises Holdings Ltd | Long | Equity-common | HK | $46K | 13K | 0.02 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $363K | 5K | 0.18 |
| Best Buy Co Inc | Long | Equity-common | US | $53K | 628 | 0.03 |
| BHP Group Ltd | Long | Equity-common | AU | $190K | 6K | 0.09 |
| Bidvest Group Ltd/The | Long | Equity-common | ZA | $92K | 7K | 0.05 |
| BILL Holdings Inc | Short | Equity-common | US | $-63K | -1K | -0.03 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $234K | 816 | 0.12 |
| BlueScope Steel Ltd | Long | Equity-common | AU | $232K | 16K | 0.11 |
| Boeing Co/The | Short | Equity-common | US | $-289K | -2K | -0.14 |
| Booking Holdings Inc | Long | Equity-common | US | $264K | 70 | 0.13 |
| BorgWarner Inc | Long | Equity-common | US | $401K | 11K | 0.20 |
| Bradespar SA | Long | Equity-preferred | BR | $73K | 20K | 0.04 |
| Brambles Ltd | Long | Equity-common | AU | $211K | 22K | 0.10 |
| Broadcom Inc | Short | Equity-common | US | $-332K | -250 | -0.16 |
| Brookfield Asset Management Ltd | Long | Equity-common | CA | $35K | 885 | 0.02 |
| Brookfield Corp | Long | Equity-common | CA | $199K | 5K | 0.10 |
| Brookfield Renewable Corp | Short | Equity-common | CA | $-149K | -5K | -0.07 |
| BT Group PLC | Long | Equity-common | GB | $319K | 191K | 0.16 |
| Builders FirstSource Inc | Long | Equity-common | US | $263K | 2K | 0.13 |
| Burlington Stores Inc | Short | Equity-common | US | $-322K | -1K | -0.16 |
| Caesars Entertainment Inc | Short | Equity-common | US | $-214K | -6K | -0.11 |
| Cameco Corp | Short | Equity-common | CA | $-335K | -6K | -0.17 |
| Canadian Tire Corp Ltd | Long | Equity-common | CA | $240K | 2K | 0.12 |
| Capital One Financial Corp | Long | Equity-common | US | $313K | 2K | 0.15 |
| CAR Group Ltd | Short | Equity-common | AU | $-66K | -3K | -0.03 |
| CarMax Inc | Long | Equity-common | US | $124K | 2K | 0.06 |
| CBRE Group Inc | Long | Equity-common | US | $85K | 964 | 0.04 |
| Cellnex Telecom SA | Short | Equity-common | ES | $-281K | -8K | -0.14 |
| Celsius Holdings Inc | Short | Equity-common | US | $-245K | -3K | -0.12 |
| Centene Corp | Long | Equity-common | US | $253K | 4K | 0.13 |
| CGI Inc | Long | Equity-common | CA | $30K | 300 | 0.01 |
| Check Point Software Technologies Ltd | Long | Equity-common | IL | $162K | 1K | 0.08 |
| Chevron Corp | Long | Equity-common | US | $147K | 906 | 0.07 |
| China Construction Bank Corp | Long | Equity-common | CN | $275K | 387K | 0.14 |
| China Railway Group Ltd | Long | Equity-common | CN | $82K | 152K | 0.04 |
| Chipotle Mexican Grill Inc | Short | Equity-common | US | $-316K | -101 | -0.16 |
| Chubu Electric Power Co Inc | Long | Equity-common | JP | $113K | 8K | 0.06 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $28K | 318 | 0.01 |
| Cisco Systems Inc | Long | Equity-common | US | $265K | 6K | 0.13 |
| CITIC Ltd | Long | Equity-common | HK | $112K | 110K | 0.06 |
| Citigroup Inc | Long | Equity-common | US | $325K | 5K | 0.16 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $251K | 15K | 0.12 |
| Cloudflare Inc | Short | Equity-common | US | $-225K | -3K | -0.11 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $131K | 4K | 0.06 |
| Cochlear Ltd | Short | Equity-common | AU | $-223K | -1K | -0.11 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $284K | 4K | 0.14 |
| Coinbase Global Inc | Short | Equity-common | US | $-136K | -602 | -0.07 |
| Coloplast A/S | Short | Equity-common | DK | $-217K | -2K | -0.11 |
| Comcast Corp | Long | Equity-common | US | $280K | 7K | 0.14 |
| Compass Group PLC | Long | Equity-common | GB | $242K | 9K | 0.12 |
| Continental AG | Long | Equity-common | DE | $130K | 2K | 0.06 |
| Corebridge Financial Inc | Long | Equity-common | US | $20K | 702 | 0.01 |
| COSCO SHIPPING Holdings Co Ltd | Long | Equity-common | CN | $44K | 26K | 0.02 |
| CoStar Group Inc | Short | Equity-common | US | $-2K | -21 | -0.00 |
| Covestro AG | Short | Equity-common | DE | $-29K | -544 | -0.01 |
| Cummins Inc | Long | Equity-common | US | $37K | 131 | 0.02 |
| CVS Health Corp | Long | Equity-common | US | $290K | 5K | 0.14 |
| CyberArk Software Ltd | Short | Equity-common | IL | $-271K | -1K | -0.13 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $37K | 859 | 0.02 |
| Danske Bank A/S | Long | Equity-common | DK | $335K | 11K | 0.17 |
| Darling Ingredients Inc | Long | Equity-common | US | $133K | 3K | 0.07 |
| Dayforce Inc | Short | Equity-common | US | $-202K | -4K | -0.10 |
| Delivery Hero SE | Short | Equity-common | DE | $-275K | -9K | -0.14 |
| Dexcom Inc | Short | Equity-common | US | $-298K | -3K | -0.15 |
| Disco Corp | Short | Equity-common | JP | $-315K | -800 | -0.16 |
| Discover Financial Services | Long | Equity-common | US | $309K | 3K | 0.15 |
| Dominion Energy Inc | Short | Equity-common | US | $-30K | -551 | -0.01 |
| Dongfeng Motor Group Co Ltd | Long | Equity-common | CN | $19K | 60K | 0.01 |
| DR Horton Inc | Long | Equity-common | US | $182K | 1K | 0.09 |
| DraftKings Inc | Short | Equity-common | US | $-256K | -7K | -0.13 |
| Dropbox Inc | Long | Equity-common | US | $63K | 3K | 0.03 |
| East Japan Railway Co | Short | Equity-common | JP | $-21K | -1K | -0.01 |
| eBay Inc | Long | Equity-common | US | $320K | 6K | 0.16 |
| Ecolab Inc | Short | Equity-common | US | $-28K | -120 | -0.01 |
| Elisa Oyj | Short | Equity-common | FI | $-44K | -938 | -0.02 |
| Enbridge Inc | Short | Equity-common | CA | $-300K | -8K | -0.15 |
| Enphase Energy Inc | Long | Equity-common | US | $33K | 259 | 0.02 |
| EOG Resources Inc | Long | Equity-common | US | $205K | 2K | 0.10 |
| EPAM Systems Inc | Long | Equity-common | US | $15K | 86 | 0.01 |
| EQT AB | Short | Equity-common | SE | $-256K | -8K | -0.13 |
| EQT Corp | Short | Equity-common | US | $-243K | -6K | -0.12 |
| Equinor ASA | Long | Equity-common | NO | $277K | 10K | 0.14 |
| Equity LifeStyle Properties Inc | Short | Equity-common | US | $-64K | -1K | -0.03 |
| Erie Indemnity Co | Short | Equity-common | US | $-151K | -417 | -0.07 |
| Etsy Inc | Long | Equity-common | US | $219K | 3K | 0.11 |
| Everest Group Ltd | Long | Equity-common | BM | $34K | 86 | 0.02 |
| Evolution AB | Short | Equity-common | SE | $-1K | -13 | -0.00 |
| Exact Sciences Corp | Short | Equity-common | US | $-201K | -4K | -0.10 |
| EXOR NV | Long | Equity-common | NL | $319K | 3K | 0.16 |
| Expedia Group Inc | Long | Equity-common | US | $243K | 2K | 0.12 |
| F5 Inc | Long | Equity-common | US | $121K | 716 | 0.06 |
| Fair Isaac Corp | Short | Equity-common | US | $-317K | -246 | -0.16 |
| Fastenal Co | Short | Equity-common | US | $-19K | -290 | -0.01 |
| Fastighets AB Balder | Long | Equity-common | SE | $202K | 30K | 0.10 |
| Ferrari NV | Short | Equity-common | NL | $-17K | -42 | -0.01 |
| Ferrari NV | Short | Equity-common | NL | $-305K | -739 | -0.15 |
| Ferrovial SE | Short | Equity-common | NL | $-333K | -8K | -0.16 |
| Fidelity National Financial Inc | Long | Equity-common | US | $229K | 5K | 0.11 |
| Fidelity National Information Services Inc | Short | Equity-common | US | $-342K | -5K | -0.17 |
| FinecoBank Banca Fineco SpA | Short | Equity-common | IT | $-289K | -18K | -0.14 |
| Flutter Entertainment PLC | Short | Equity-common | IE | $-260K | -1K | -0.13 |
| Fomento Economico Mexicano SAB de CV | Long | Equity-common | MX | $233K | 20K | 0.11 |
| Ford Motor Co | Long | Equity-common | US | $292K | 24K | 0.14 |
| Fox Corp | Long | Equity-common | US | $230K | 7K | 0.11 |
| Fox Corp | Long | Equity-common | US | $91K | 3K | 0.05 |
| Franco-Nevada Corp | Short | Equity-common | CA | $-300K | -2K | -0.15 |
| Franklin Resources Inc | Long | Equity-common | US | $232K | 10K | 0.11 |
| Galaxy Entertainment Group Ltd | Long | Equity-common | HK | $79K | 16K | 0.04 |
| Gartner Inc | Short | Equity-common | US | $-230K | -548 | -0.11 |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $251K | 3K | 0.12 |
| General Electric Co | Long | Equity-common | US | $101K | 610 | 0.05 |
| General Motors Co | Long | Equity-common | US | $327K | 7K | 0.16 |
| Genmab A/S | Long | Equity-common | DK | $222K | 788 | 0.11 |
| Getlink SE | Short | Equity-common | FR | $-237K | -13K | -0.12 |
| GFL Environmental Inc | Short | Equity-common | CA | $-234K | -7K | -0.12 |
| GMO Asset Allocation Bond Fund | Long | Equity-common | US | $12M | 666K | 6.13 |
| GMO Climate Change Fund | Long | Equity-common | US | $3M | 110K | 1.29 |
| GMO Emerging Country Debt | Long | Equity-common | US | $7M | 379K | 3.68 |
| GMO Emerging Markets ex-China Fund | Long | Equity-common | US | $5M | 334K | 2.54 |
| GMO Emerging Markets Fund | Long | Equity-common | US | $12M | 486K | 5.90 |
| GMO International Equity Fund | Long | Equity-common | US | $37M | 1M | 18.12 |
| GMO International Opportunistic Value Fund | Long | Equity-common | US | $17M | 1M | 8.46 |
| GMO Multi-Sector Fixed Income Fund | Long | Equity-common | US | $7M | 412K | 3.52 |
| GMO Quality Fund | Long | Equity-common | US | $7M | 224K | 3.52 |
| GMO Resources Fund | Long | Equity-common | US | $5M | 222K | 2.51 |
| GMO Small Cap Quality Fund | Long | Equity-common | US | $7M | 301K | 3.68 |
| GMO US Equity Fund | Long | Equity-common | US | $10M | 683K | 4.86 |
| GMO US Opportunistic Value Fund | Long | Equity-common | US | $17M | 737K | 8.43 |
| GMO US Treasury Fund | Long | Equity-common | US | $3M | 662K | 1.64 |
| GMO-Usonian Japan Value Creation Fund | Long | Equity-common | US | $15M | 728K | 7.26 |
| GPT Group/The | Long | Equity-common | AU | $126K | 45K | 0.06 |
| Grab Holdings Ltd | Short | Equity-common | KY | $-261K | -71K | -0.13 |
| Green Plains Inc | Long | Equity-common | US | $32K | 2K | 0.02 |
| Groupe Bruxelles Lambert NV | Long | Equity-common | BE | $61K | 800 | 0.03 |
| Grupo Mexico SAB de CV | Long | Equity-common | MX | $237K | 38K | 0.12 |
| GSK PLC | Long | Equity-common | GB | $27K | 602 | 0.01 |
| H & M Hennes & Mauritz AB | Short | Equity-common | SE | $-72K | -4K | -0.04 |
| Hargreaves Lansdown PLC | Short | Equity-common | GB | $-150K | -11K | -0.07 |
| Hermes International SCA | Short | Equity-common | FR | $-323K | -136 | -0.16 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $269K | 15K | 0.13 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $175K | 870 | 0.09 |
| Honda Motor Co Ltd | Long | Equity-common | JP | $300K | 27K | 0.15 |
| Howden Joinery Group PLC | Long | Equity-common | GB | $46K | 4K | 0.02 |
| HP Inc | Long | Equity-common | US | $372K | 10K | 0.18 |
| HubSpot Inc | Short | Equity-common | US | $-312K | -510 | -0.15 |
| Hyatt Hotels Corp | Short | Equity-common | US | $-131K | -887 | -0.06 |
| Hyundai Engineering & Construction Co Ltd | Long | Equity-common | KR | $22K | 900 | 0.01 |
| Hyundai Mobis Co Ltd | Long | Equity-common | KR | $50K | 322 | 0.02 |
| Hyundai Motor Co | Long | Equity-common | KR | $167K | 911 | 0.08 |
| iA Financial Corp Inc | Long | Equity-common | CA | $78K | 1K | 0.04 |
| IDP Education Ltd | Short | Equity-common | AU | $-118K | -11K | -0.06 |
| IMCD NV | Long | Equity-common | NL | $37K | 243 | 0.02 |
| Incyte Corp | Long | Equity-common | US | $268K | 5K | 0.13 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $251K | 5K | 0.12 |
| Informa PLC | Short | Equity-common | GB | $-316K | -29K | -0.16 |
| Infrastrutture Wireless Italiane SpA | Short | Equity-common | IT | $-219K | -20K | -0.11 |
| ING Groep NV | Long | Equity-common | NL | $346K | 19K | 0.17 |
| Inpex Corp | Long | Equity-common | JP | $290K | 19K | 0.14 |
| Insulet Corp | Short | Equity-common | US | $-254K | -1K | -0.13 |
| Intel Corp | Long | Equity-common | US | $272K | 9K | 0.13 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $254K | 2K | 0.13 |
| InterContinental Hotels Group PLC | Short | Equity-common | GB | $-271K | -3K | -0.13 |
| International Business Machines Corp | Long | Equity-common | US | $292K | 2K | 0.14 |
| Investor AB | Long | Equity-common | SE | $338K | 12K | 0.17 |
| IQVIA Holdings Inc | Short | Equity-common | US | $-228K | -1K | -0.11 |
| Iron Mountain Inc | Short | Equity-common | US | $-161K | -2K | -0.08 |
| ITOCHU Corp | Long | Equity-common | JP | $321K | 7K | 0.16 |
| Japan Exchange Group Inc | Short | Equity-common | JP | $-226K | -10K | -0.11 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $215K | 2K | 0.11 |
| Kansai Electric Power Co Inc/The | Long | Equity-common | JP | $42K | 2K | 0.02 |
| Kasikornbank PCL | Long | Equity-common | TH | $196K | 55K | 0.10 |
| Kawasaki Kisen Kaisha Ltd | Long | Equity-common | JP | $67K | 5K | 0.03 |
| Keisei Electric Railway Co Ltd | Short | Equity-common | JP | $-75K | -2K | -0.04 |
| Keysight Technologies Inc | Long | Equity-common | US | $48K | 346 | 0.02 |
| Kia Corp | Long | Equity-common | KR | $293K | 3K | 0.15 |
| Kinder Morgan Inc | Long | Equity-common | US | $326K | 17K | 0.16 |
| Kingboard Holdings Ltd | Long | Equity-common | KY | $22K | 9K | 0.01 |
| Kingfisher PLC | Long | Equity-common | GB | $215K | 63K | 0.11 |
| Kintetsu Group Holdings Co Ltd | Short | Equity-common | JP | $-87K | -4K | -0.04 |
| Kobe Bussan Co Ltd | Short | Equity-common | JP | $-122K | -6K | -0.06 |
| KOC Holding AS | Long | Equity-common | TR | $102K | 14K | 0.05 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $289K | 9K | 0.14 |
| Koninklijke Philips NV | Long | Equity-common | NL | $326K | 12K | 0.16 |
| Kraft Heinz Co/The | Long | Equity-common | US | $271K | 8K | 0.13 |
| Kroger Co/The | Long | Equity-common | US | $74K | 1K | 0.04 |
| Krung Thai Bank PCL | Long | Equity-common | TH | $178K | 380K | 0.09 |
| KT Corp | Long | Equity-common | KR | $22K | 2K | 0.01 |
| Lam Research Corp | Long | Equity-common | US | $203K | 218 | 0.10 |
| Lamb Weston Holdings Inc | Short | Equity-common | US | $-34K | -386 | -0.02 |
| Las Vegas Sands Corp | Long | Equity-common | US | $170K | 4K | 0.08 |
| Lasertec Corp | Short | Equity-common | JP | $-309K | -1K | -0.15 |
| Lattice Semiconductor Corp | Short | Equity-common | US | $-200K | -3K | -0.10 |
| Lear Corp | Long | Equity-common | US | $27K | 214 | 0.01 |
| Lennar Corp | Long | Equity-common | US | $200K | 1K | 0.10 |
| Leonardo SpA | Long | Equity-common | IT | $153K | 6K | 0.08 |
| LG Corp | Long | Equity-common | KR | $96K | 2K | 0.05 |
| LG Electronics Inc | Long | Equity-common | KR | $275K | 4K | 0.14 |
| Liberty Media Corp-Liberty Formula One | Short | Equity-common | US | $-304K | -4K | -0.15 |
| Linde PLC | Short | Equity-common | IE | $-317K | -728 | -0.16 |
| Live Nation Entertainment Inc | Short | Equity-common | US | $-311K | -3K | -0.15 |
| London Stock Exchange Group PLC | Short | Equity-common | GB | $-322K | -3K | -0.16 |
| Lottery Corp Ltd/The | Short | Equity-common | AU | $-94K | -29K | -0.05 |
| Lotus Bakeries NV | Short | Equity-common | BE | $-53K | -5 | -0.03 |
| LUKOIL PJSC | Long | Equity-common | RU | $2K | 3K | 0.00 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $139K | 174 | 0.07 |
| M&G PLC | Short | Equity-common | GB | $-76K | -30K | -0.04 |
| Magna International Inc | Long | Equity-common | CA | $68K | 2K | 0.03 |
| Manhattan Associates Inc | Short | Equity-common | US | $-126K | -572 | -0.06 |
| Manulife Financial Corp | Long | Equity-common | CA | $184K | 7K | 0.09 |
| Manulife Financial Corp | Long | Equity-common | CA | $164K | 6K | 0.08 |
| Markel Group Inc | Long | Equity-common | US | $204K | 124 | 0.10 |
| MarketAxess Holdings Inc | Short | Equity-common | US | $-83K | -418 | -0.04 |
| Marsh & McLennan Cos Inc | Short | Equity-common | US | $-23K | -110 | -0.01 |
| Marvell Technology Inc | Short | Equity-common | US | $-36K | -527 | -0.02 |
| Mastercard Inc | Short | Equity-common | US | $-313K | -700 | -0.15 |
| Match Group Inc | Long | Equity-common | US | $257K | 8K | 0.13 |
| McDonald's Holdings Co Japan Ltd | Short | Equity-common | JP | $-20K | -500 | -0.01 |
| McKesson Corp | Short | Equity-common | US | $-300K | -527 | -0.15 |
| MercadoLibre Inc | Short | Equity-common | US | $-352K | -204 | -0.17 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $148K | 2K | 0.07 |
| Merck & Co Inc | Long | Equity-common | US | $244K | 2K | 0.12 |
| Meridian Energy Ltd | Long | Equity-common | NZ | $51K | 12K | 0.03 |
| Meta Platforms Inc | Long | Equity-common | US | $475K | 1K | 0.23 |
| Micron Technology Inc | Long | Equity-common | US | $263K | 2K | 0.13 |
| Mirvac Group | Long | Equity-common | AU | $109K | 83K | 0.05 |
| Mitsui OSK Lines Ltd | Long | Equity-common | JP | $251K | 8K | 0.12 |
| Moderna Inc | Long | Equity-common | US | $309K | 2K | 0.15 |
| Monday.com Ltd | Short | Equity-common | IL | $-27K | -118 | -0.01 |
| MongoDB Inc | Short | Equity-common | US | $-189K | -800 | -0.09 |
| MonotaRO Co Ltd | Short | Equity-common | JP | $-140K | -13K | -0.07 |
| Moody's Corp | Short | Equity-common | US | $-228K | -574 | -0.11 |
| Mosaic Co/The | Long | Equity-common | US | $94K | 3K | 0.05 |
| Motorola Solutions Inc | Short | Equity-common | US | $-23K | -63 | -0.01 |
| MSCI Inc | Short | Equity-common | US | $-286K | -578 | -0.14 |
| MTU Aero Engines AG | Short | Equity-common | DE | $-305K | -1K | -0.15 |
| NAVER Corp | Long | Equity-common | KR | $20K | 160 | 0.01 |
| Neste Oyj | Long | Equity-common | FI | $89K | 4K | 0.04 |
| Newmont Corp | Short | Equity-common | US | $-347K | -8K | -0.17 |
| Nippon Yusen KK | Long | Equity-common | JP | $257K | 8K | 0.13 |
| NiSource Inc | Short | Equity-common | US | $-72K | -2K | -0.04 |
| NN Group NV | Long | Equity-common | NL | $89K | 2K | 0.04 |
| Nokia Oyj | Long | Equity-common | FI | $339K | 87K | 0.17 |
| NOMURA REPO (Nomura Securities International, Inc.) | Long | Repurchase agreement | US | $23M | – | 11.37 |
| Novatek PJSC | Long | Equity-common | RU | $647.46 | 5K | 0.00 |
| Novo Nordisk A/S | Short | Equity-common | DK | $-37K | -270 | -0.02 |
| Nucor Corp | Long | Equity-common | US | $304K | 2K | 0.15 |
| Nutrien Ltd | Long | Equity-common | CA | $104K | 2K | 0.05 |
| Nutrien Ltd | Long | Equity-common | CA | $76K | 1K | 0.04 |
| OCI NV | Short | Equity-common | NL | $-123K | -4K | -0.06 |
| Odakyu Electric Railway Co Ltd | Short | Equity-common | JP | $-18K | -2K | -0.01 |
| Okta Inc | Short | Equity-common | US | $-256K | -3K | -0.13 |
| ON Semiconductor Corp | Long | Equity-common | US | $248K | 3K | 0.12 |
| ONEOK Inc | Short | Equity-common | US | $-353K | -4K | -0.17 |
| Onex Corp | Long | Equity-common | CA | $113K | 2K | 0.06 |
| Orient Overseas International Ltd | Long | Equity-common | BM | $76K | 5K | 0.04 |
| Oriental Land Co Ltd/Japan | Short | Equity-common | JP | $-238K | -9K | -0.12 |
| ORLEN SA | Long | Equity-common | PL | $259K | 16K | 0.13 |
| Otis Worldwide Corp | Long | Equity-common | US | $131K | 1K | 0.06 |
| Ovintiv Inc | Long | Equity-common | US | $251K | 5K | 0.12 |
| PACCAR Inc | Long | Equity-common | US | $322K | 3K | 0.16 |
| Palantir Technologies Inc | Short | Equity-common | US | $-277K | -13K | -0.14 |
| Palo Alto Networks Inc | Short | Equity-common | US | $-60K | -205 | -0.03 |
| Pan American Silver Corp | Short | Equity-common | CA | $-95K | -4K | -0.05 |
| Panasonic Holdings Corp | Long | Equity-common | JP | $185K | 21K | 0.09 |
| Pandora A/S | Long | Equity-common | DK | $12K | 73 | 0.01 |
| Paramount Global | Long | Equity-common | US | $274K | 23K | 0.14 |
| Partners Group Holding AG | Short | Equity-common | CH | $-124K | -92 | -0.06 |
| Paychex Inc | Short | Equity-common | US | $-238K | -2K | -0.12 |
| PayPal Holdings Inc | Long | Equity-common | US | $302K | 5K | 0.15 |
| Pembina Pipeline Corp | Short | Equity-common | CA | $-301K | -8K | -0.15 |
| Persimmon PLC | Long | Equity-common | GB | $108K | 6K | 0.05 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $51K | 3K | 0.03 |
| Petroleo Brasileiro SA | Long | Equity-common | BR | $19K | 1K | 0.01 |
| Pfizer Inc | Long | Equity-common | US | $315K | 11K | 0.16 |
| Phoenix Group Holdings PLC | Short | Equity-common | GB | $-126K | -20K | -0.06 |
| Porsche Automobil Holding SE | Long | Equity-preferred | DE | $267K | 5K | 0.13 |
| POSCO Holdings Inc | Long | Equity-common | KR | $162K | 2K | 0.08 |
| POSCO Holdings Inc | Long | Equity-common | KR | $20K | 76 | 0.01 |
| Power Corp of Canada | Long | Equity-common | CA | $41K | 1K | 0.02 |
| PTC Inc | Short | Equity-common | US | $-117K | -665 | -0.06 |
| PTT Exploration & Production PCL | Long | Equity-common | TH | $20K | 5K | 0.01 |
| PulteGroup Inc | Long | Equity-common | US | $201K | 2K | 0.10 |
| QUALCOMM Inc | Long | Equity-common | US | $181K | 886 | 0.09 |
| Quebecor Inc | Long | Equity-common | CA | $154K | 7K | 0.08 |
| Rakuten Group Inc | Short | Equity-common | JP | $-282K | -54K | -0.14 |
| Ramsay Health Care Ltd | Short | Equity-common | AU | $-126K | -4K | -0.06 |
| Rational AG | Short | Equity-common | DE | $-157K | -184 | -0.08 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $346K | 353 | 0.17 |
| Renault SA | Long | Equity-common | FR | $341K | 6K | 0.17 |
| Renesas Electronics Corp | Long | Equity-common | JP | $122K | 7K | 0.06 |
| Repligen Corp | Short | Equity-common | US | $-237K | -2K | -0.12 |
| Restaurant Brands International Inc | Short | Equity-common | CA | $-274K | -4K | -0.14 |
| Rivian Automotive Inc | Short | Equity-common | US | $-118K | -11K | -0.06 |
| ROBLOX Corp | Short | Equity-common | US | $-248K | -7K | -0.12 |
| Roche Holding AG | Long | Equity-common | CH | $293K | 1K | 0.14 |
| Roche Holding AG | Long | Equity-common | CH | $15K | 53 | 0.01 |
| ROCKWOOL A/S | Long | Equity-common | DK | $200K | 475 | 0.10 |
| Roku Inc | Short | Equity-common | US | $-205K | -4K | -0.10 |
| Rollins Inc | Short | Equity-common | US | $-302K | -7K | -0.15 |
| Rolls-Royce Holdings PLC | Short | Equity-common | GB | $-312K | -53K | -0.15 |
| Ryanair Holdings PLC | Long | Equity-common | IE | $217K | 2K | 0.11 |
| Safran SA | Long | Equity-common | FR | $283K | 1K | 0.14 |
| Samsara Inc | Short | Equity-common | US | $-141K | -4K | -0.07 |
| Sartorius AG | Short | Equity-preferred | DE | $-207K | -782 | -0.10 |
| Sartorius Stedim Biotech | Short | Equity-common | FR | $-37K | -185 | -0.02 |
| SBAF GS SUPERVAL (Goldman Sachs & Co. LLC) | Derivative-credit | US | $35K | – | 0.02 | |
| SBAF MORD SUPERVAL (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $177K | – | 0.09 | |
| SCB X PCL | Long | Equity-common | TH | $19K | 7K | 0.01 |
| Scentre Group | Long | Equity-common | AU | $93K | 44K | 0.05 |
| Seagate Technology Holdings PLC | Short | Equity-common | IE | $-45K | -486 | -0.02 |
| Seatrium Ltd | Short | Equity-common | SG | $-180K | -138K | -0.09 |
| Sekisui House Ltd | Long | Equity-common | JP | $250K | 11K | 0.12 |
| Severn Trent PLC | Short | Equity-common | GB | $-115K | -4K | -0.06 |
| Shanghai Pharmaceuticals Holding Co Ltd | Long | Equity-common | CN | $15K | 10K | 0.01 |
| Shell PLC | Long | Equity-common | GB | $196K | 5K | 0.10 |
| Shell PLC | Long | Equity-common | GB | $33K | 450 | 0.02 |
| Sherwin-Williams Co/The | Short | Equity-common | US | $-14K | -46 | -0.01 |
| Shinhan Financial Group Co Ltd | Long | Equity-common | KR | $24K | 698 | 0.01 |
| Shionogi & Co Ltd | Long | Equity-common | JP | $126K | 3K | 0.06 |
| Shiseido Co Ltd | Short | Equity-common | JP | $-102K | -3K | -0.05 |
| Siemens AG | Long | Equity-common | DE | $42K | 216 | 0.02 |
| Siemens Energy AG | Short | Equity-common | DE | $-113K | -4K | -0.06 |
| SIG Group AG | Short | Equity-common | CH | $-43K | -2K | -0.02 |
| Simon Property Group Inc | Short | Equity-common | US | $-51K | -340 | -0.03 |
| Singapore Airlines Ltd | Short | Equity-common | SG | $-22K | -4K | -0.01 |
| Sinopharm Group Co Ltd | Long | Equity-common | CN | $22K | 8K | 0.01 |
| Skanska AB | Long | Equity-common | SE | $96K | 5K | 0.05 |
| Skyworks Solutions Inc | Long | Equity-common | US | $257K | 3K | 0.13 |
| Snowflake Inc | Short | Equity-common | US | $-254K | -2K | -0.13 |
| Societe Generale SA | Long | Equity-common | FR | $317K | 11K | 0.16 |
| SoftBank Corp | Short | Equity-common | JP | $-287K | -24K | -0.14 |
| SoftBank Group Corp | Short | Equity-common | JP | $-127K | -2K | -0.06 |
| SolarEdge Technologies Inc | Long | Equity-common | US | $50K | 1K | 0.02 |
| Solventum Corp | Long | Equity-common | US | $47K | 784 | 0.02 |
| Southern Copper Corp | Short | Equity-common | US | $-294K | -2K | -0.15 |
| Spirax-Sarco Engineering PLC | Short | Equity-common | GB | $-69K | -605 | -0.03 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $23K | 369 | 0.01 |
| Starbucks Corp | Short | Equity-common | US | $-6K | -71 | -0.00 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $2M | 2M | 1.01 |
| Steel Dynamics Inc | Long | Equity-common | US | $301K | 2K | 0.15 |
| Stellantis NV | Long | Equity-common | NL | $279K | 13K | 0.14 |
| STMicroelectronics NV | Long | Equity-common | NL | $175K | 4K | 0.09 |
| Stockland | Long | Equity-common | AU | $105K | 35K | 0.05 |
| Stora Enso Oyj | Long | Equity-common | FI | $74K | 5K | 0.04 |
| Subaru Corp | Long | Equity-common | JP | $177K | 8K | 0.09 |
| Sumitomo Corp | Long | Equity-common | JP | $294K | 11K | 0.15 |
| Super Micro Computer Inc | Short | Equity-common | US | $-19K | -24 | -0.01 |
| Symrise AG | Short | Equity-common | DE | $-275K | -2K | -0.14 |
| Synchrony Financial | Long | Equity-common | US | $291K | 7K | 0.14 |
| Talanx AG | Short | Equity-common | DE | $-100K | -1K | -0.05 |
| Taylor Wimpey PLC | Long | Equity-common | GB | $137K | 72K | 0.07 |
| TDK Corp | Long | Equity-common | JP | $136K | 3K | 0.07 |
| TE Connectivity Ltd | Long | Equity-common | CH | $131K | 875 | 0.06 |
| Telecom Italia SpA/Milano | Long | Equity-common | IT | $198K | 751K | 0.10 |
| Tesla Inc | Short | Equity-common | US | $-292K | -2K | -0.14 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $301K | 18K | 0.15 |
| Teva Pharmaceutical Industries Ltd | Long | Equity-common | IL | $94K | 6K | 0.05 |
| Texas Instruments Inc | Long | Equity-common | US | $176K | 902 | 0.09 |
| Texas Pacific Land Corp | Short | Equity-common | US | $-31K | -51 | -0.02 |
| Textron Inc | Long | Equity-common | US | $73K | 830 | 0.04 |
| Thai Oil PCL | Long | Equity-common | TH | $18K | 13K | 0.01 |
| Toast Inc | Short | Equity-common | US | $-294K | -12K | -0.15 |
| Tobu Railway Co Ltd | Short | Equity-common | JP | $-60K | -3K | -0.03 |
| Tokyo Electric Power Co Holdings Inc | Long | Equity-common | JP | $291K | 48K | 0.14 |
| Tokyu Corp | Short | Equity-common | JP | $-126K | -11K | -0.06 |
| Toyota Tsusho Corp | Long | Equity-common | JP | $49K | 800 | 0.02 |
| Trade Desk Inc/The | Short | Equity-common | US | $-52K | -563 | -0.03 |
| TransDigm Group Inc | Short | Equity-common | US | $-333K | -248 | -0.16 |
| Turk Hava Yollari AO | Long | Equity-common | TR | $30K | 3K | 0.02 |
| Tyson Foods Inc | Long | Equity-common | US | $241K | 4K | 0.12 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.67 |
| Uber Technologies Inc | Short | Equity-common | US | $-131K | -2K | -0.06 |
| UCB SA | Long | Equity-common | BE | $315K | 2K | 0.16 |
| Unilever PLC | Long | Equity-common | GB | $161K | 3K | 0.08 |
| United Therapeutics Corp | Long | Equity-common | US | $35K | 129 | 0.02 |
| Unity Software Inc | Short | Equity-common | US | $-51K | -3K | -0.03 |
| Universal Music Group NV | Short | Equity-common | NL | $-304K | -10K | -0.15 |
| UNTRADE.CHINA ZHONGWANG | Long | Equity-common | HK | $0.04 | 286K | 0.00 |
| US Bancorp | Long | Equity-common | US | $142K | 3K | 0.07 |
| Vail Resorts Inc | Short | Equity-common | US | $-214K | -1K | -0.11 |
| Vale SA | Long | Equity-common | BR | $29K | 2K | 0.01 |
| Vale SA | Long | Equity-common | BR | $10K | 847 | 0.01 |
| Valero Energy Corp | Long | Equity-common | US | $52K | 334 | 0.03 |
| VAT Group AG | Short | Equity-common | CH | $-56K | -103 | -0.03 |
| Verbund AG | Short | Equity-common | AT | $-136K | -2K | -0.07 |
| Verizon Communications Inc | Long | Equity-common | US | $339K | 8K | 0.17 |
| Viatris Inc | Long | Equity-common | US | $257K | 24K | 0.13 |
| Vistra Corp | Short | Equity-common | US | $-86K | -863 | -0.04 |
| Vivendi SE | Long | Equity-common | FR | $123K | 11K | 0.06 |
| Vodafone Group PLC | Long | Equity-common | GB | $296K | 31K | 0.15 |
| Volkswagen AG | Long | Equity-preferred | DE | $274K | 2K | 0.14 |
| Volvo Car AB | Long | Equity-common | SE | $22K | 7K | 0.01 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $223K | 14K | 0.11 |
| Watsco Inc | Short | Equity-common | US | $-318K | -670 | -0.16 |
| Wells Fargo & Co | Long | Equity-common | US | $256K | 4K | 0.13 |
| West Fraser Timber Co Ltd | Long | Equity-common | CA | $256K | 3K | 0.13 |
| West Fraser Timber Co Ltd | Long | Equity-common | CA | $32K | 400 | 0.02 |
| West Japan Railway Co | Short | Equity-common | JP | $-36K | -2K | -0.02 |
| Westlake Corp | Long | Equity-common | US | $43K | 266 | 0.02 |
| Williams Cos Inc/The | Short | Equity-common | US | $-340K | -8K | -0.17 |
| Wise PLC | Short | Equity-common | GB | $-164K | -16K | -0.08 |
| WiseTech Global Ltd | Short | Equity-common | AU | $-222K | -3K | -0.11 |
| Xero Ltd | Short | Equity-common | NZ | $-330K | -4K | -0.16 |
| Yamaha Motor Co Ltd | Long | Equity-common | JP | $170K | 17K | 0.08 |
| Yapi ve Kredi Bankasi AS | Long | Equity-common | TR | $220K | 220K | 0.11 |
| Yum China Holdings Inc | Short | Equity-common | US | $-26K | -723 | -0.01 |
| Zalando SE | Short | Equity-common | DE | $-34K | -1K | -0.02 |
| Zensho Holdings Co Ltd | Short | Equity-common | JP | $-51K | -1K | -0.03 |
| Zillow Group Inc | Short | Equity-common | US | $-9K | -216 | -0.00 |
| Zoom Video Communications Inc | Long | Equity-common | US | $245K | 4K | 0.12 |
| Zscaler Inc | Short | Equity-common | US | $-254K | -1K | -0.13 |
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