# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041698
**Filing Date:** 2026-4
**Character Count:** 39582
**Document Hash:** a46c7f9c737d116370ca226612ca5dba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041698.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041698

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GMO TRUST
- **CENTRAL INDEX KEY:** 0000772129

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911157

**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

## Series and Classes Contracts Data

### GMO Climate Change Fund (Series ID: S000056707)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000179795 | Class III    | GCCHX           |
| C000213398 | Class I      | GCCLX           |
| C000213399 | Class R6     | GCCAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** GMO TRUST

- **b. Investment Company Act file number:** 811-04347

- **c. CIK number of Registrant:** 0000772129

- **d. LEI of Registrant:** 549300Y2Q6TQD4HU5C66

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 53 State Street, 33rd Floor

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-346-7646

**Item A.2. Information about the Series.**

- **a. Name of Series:** GMO Climate Change Fund

- **b. EDGAR series identifier (if any):** S000056707

- **c. LEI of Series:** 549300YHGBL4FWUNIF94

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $625668522.17

**Total Liabilities:** $93916.03

**Net Assets:** $625574606.14

**Cash Not Reported:** $152305.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179795 | 0.72%                | 9.84%                | 2.97%                |
| Class ID C000213399 | 0.71%                | 9.82%                | 3.02%                |
| Class ID C000213398 | 0.73%                | 9.81%                | 3.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5667390.76              | $-3538775.81                               |
| Month 2  | $554261.38               | $53989610.47                               |
| Month 3  | $25423.14                | $18106927.81                               |

### Schedule of Portfolio Investments

| Name                                  | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Paladin Energy Ltd                    | Paladin Energy Ltd                                    | CUSIP: 000000000<br>LEI: 549300M44UTJAP8J6B37 | Long             | EC               | CORP              | AU        |    276972 | NS      | $2639185.40   | 0.42%             |  |  |  | No            |                  2 | On Loan: —       |
| EDP SA                                | EDP SA                                                | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    471500 | NS      | $2508637.28   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                        | Albemarle Corp                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    142011 | NS      | $25373105.37  | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd            | GrafTech International Ltd                            | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |        94 | NS      | $653.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Largo Inc                             | Largo Inc                                             | CUSIP: 517097101<br>LEI: 549300DNLDBZOCZKIM08 | Long             | EC               | CORP              | CA        |   1008392 | NS      | $1715090.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Gevo Inc                              | Gevo Inc                                              | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    659372 | NS      | $1200057.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira Oyj                            | Kemira Oyj                                            | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |    150925 | NS      | $3657354.61   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                               | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     30330 | NS      | $5039329.50   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                             | Suzano SA                                             | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |    316431 | NS      | $3580024.97   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadeler A/S                           | Cadeler A/S                                           | CUSIP: 000000000<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |    283337 | NS      | $1820394.80   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean TeQ Water Ltd                   | Clean TeQ Water Ltd                                   | CUSIP: 000000000<br>LEI: 5493003MW9ETS3784O29 | Long             | EC               | CORP              | AU        |    320055 | NS      | $83147.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Advanced Drainage Systems Inc         | Advanced Drainage Systems Inc                         | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     52955 | NS      | $9073309.70   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                           | Pentair PLC                                           | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     11215 | NS      | $1112415.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                               | IGO Ltd                                               | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    407488 | NS      | $2492414.84   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                              | Mowi ASA                                              | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |    145822 | NS      | $3444811.17   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin SA                             | Klabin SA                                             | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |   1661280 | NS      | $6662619.10   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                            | Acciona SA                                            | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |     10507 | NS      | $3049314.12   | 0.49%             |  |  |  | No            |                  2 | On Loan: —       |
| Lifezone Metals Ltd                   | Lifezone Metals Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |    460000 | NS      | $2139000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                             | Endesa SA                                             | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     59594 | NS      | $2431208.88   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Plains Inc                      | Green Plains Inc                                      | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    877298 | NS      | $12045301.54  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                         | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     23290 | NS      | $2843010.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp              | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    312481 | NS      | $5893017.09   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                            | Arcadis NV                                            | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |     34000 | NS      | $1202484.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                          | ROCKWOOL A/S                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     58018 | NS      | $1923732.97   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                          | Iberdrola SA                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    100456 | NS      | $2371088.97   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| WAGA ENERGY                           | WAGA ENERGY                                           | CUSIP: 000000000<br>LEI: 969500O3NXA5XJF97623 | N/A              | DE               |  | FR        |    114522 | NS      | $290936.30    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| AGCO Corp                             | AGCO Corp                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     54398 | NS      | $7425327.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp                  | Capstone Copper Corp                                  | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |    475083 | NS      | $4914351.48   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                           | Exelon Corp                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     46048 | NS      | $2277994.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                           | Corteva Inc                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     64901 | NS      | $5199868.12   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                           | Aemetis Inc                                           | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |    166973 | NS      | $237101.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CNH Industrial NV                     | CNH Industrial NV                                     | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    190676 | NS      | $2345314.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                 | Daikin Industries Ltd                                 | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     23481 | NS      | $2983376.87   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                  | Edison International                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     36826 | NS      | $2752375.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                          | Rayonier Inc                                          | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     73516 | NS      | $1579858.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc               | Darling Ingredients Inc                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    762532 | NS      | $40536201.12  | 6.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                            | Sunrun Inc                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |   1542218 | NS      | $20434388.50  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkafrost P/F                        | Bakkafrost P/F                                        | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |    127901 | NS      | $6133042.44   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                              | Enel SpA                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    205173 | NS      | $2467194.48   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                             | Neste Oyj                                             | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |    622863 | NS      | $15564630.34  | 2.49%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                         | PhosAgro PJSC                                         | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |    120856 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Northland Power Inc                   | Northland Power Inc                                   | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |    169696 | NS      | $2719515.09   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Array Technologies Inc                | Array Technologies Inc                                | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |   2142446 | NS      | $16239740.68  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                | Trane Technologies PLC                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      5424 | NS      | $2507623.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                           | Hubbell Inc                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     14916 | NS      | $7631473.08   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Yutong Bus Co Ltd                     | Yutong Bus Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |    312776 | NS      | $1353236.86   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc               | Consolidated Edison Inc                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     20422 | NS      | $2297883.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S               | Vestas Wind Systems A/S                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    636899 | NS      | $16281874.44  | 2.60%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO              | GMK Norilskiy Nickel PAO                              | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |   7221500 | NS      | $0.09         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GS Yuasa Corp                         | GS Yuasa Corp                                         | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |    114906 | NS      | $4081533.05   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc              | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     71755 | NS      | $5927680.55   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                   | Landis+Gyr Group AG                                   | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |    100141 | NS      | $6836498.37   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc            | SolarEdge Technologies Inc                            | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |    641226 | NS      | $22699400.40  | 3.63%             |  |  |  | No            |                  1 | On Loan: —       |
| STMicroelectronics NV                 | STMicroelectronics NV                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     99029 | NS      | $3300302.70   | 0.53%             |  |  |  | No            |                  2 | On Loan: —       |
| Veolia Environnement SA               | Veolia Environnement SA                               | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |    267344 | NS      | $11321142.26  | 1.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Austevoll Seafood ASA                 | Austevoll Seafood ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |    443834 | NS      | $4584723.81   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Absolute PCL                   | Energy Absolute PCL                                   | CUSIP: 000000000<br>LEI: 549300YNVU2DM30XBZ14 | Long             | EC               | CORP              | TH        |  26436811 | NS      | $2565080.81   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                               | ERG SpA                                               | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |     82736 | NS      | $2437887.78   | 0.39%             |  |  |  | No            |                  2 | On Loan: —       |
| BorgWarner Inc                        | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    129332 | NS      | $7445643.24   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                             | Nexans SA                                             | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |     85343 | NS      | $12259695.15  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                        | CMOC Group Ltd                                        | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |    786566 | NS      | $2419820.22   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CS Wind Corp                          | CS Wind Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     68624 | NS      | $2561123.72   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                  | Freeport-McMoRan Inc                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     99093 | NS      | $6746251.44   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Anaergia Inc                          | Anaergia Inc                                          | CUSIP: 03253E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    476293 | NS      | $768186.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Deere & Co                            | Deere & Co                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4636 | NS      | $2919335.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Xuji Electric Co Ltd                  | Xuji Electric Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003000OT9G77QBDC838 | Long             | EC               | CORP              | CN        |       200 | NS      | $928.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NexGen Energy Ltd                     | NexGen Energy Ltd                                     | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |   1085613 | NS      | $13848221.25  | 2.21%             |  |  |  | No            |                  1 | On Loan: —       |
| E.ON SE                               | E.ON SE                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    113331 | NS      | $2636169.24   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                       | First Solar Inc                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     41124 | NS      | $8109652.80   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                             | Alstom SA                                             | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |    103218 | NS      | $3433740.91   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV          | Orbia Advance Corp SAB de CV                          | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |   2160597 | NS      | $2549258.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDI Co Ltd                    | Samsung SDI Co Ltd                                    | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |     44907 | NS      | $14558614.02  | 2.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                     | Ivanhoe Mines Ltd                                     | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |    421849 | NS      | $4824489.13   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Redeia Corp SA                        | Redeia Corp SA                                        | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    113085 | NS      | $2102307.76   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                   | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    113452 | NS      | $7306308.80   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                   | TE Connectivity PLC                                   | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     18616 | NS      | $4284472.40   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                             | Itron Inc                                             | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |    100121 | NS      | $9406367.95   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA | Sociedad Quimica y Minera de Chile SA                 | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |    281883 | NS      | $21507672.90  | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WAGA ENERGY                           | WAGA ENERGY                                           | CUSIP: 000000000<br>LEI: 969500O3NXA5XJF97623 | N/A              | DE               |  | FR        |    114522 | NS      | $0.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PHOSAGRO PJSC                         | PHOSAGRO PJSC                                         | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      2335 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Goldwind Science & Technology Co Ltd  | Goldwind Science & Technology Co Ltd                  | CUSIP: 000000000<br>LEI: 3003008X6GR2ZPYM2V54 | Long             | EC               | CORP              | CN        |   1747448 | NS      | $3450308.98   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextpower Inc                         | Nextpower Inc                                         | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57617 | NS      | $6055546.70   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                 | ON Semiconductor Corp                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     68277 | NS      | $4539054.96   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlane Renewables Inc              | Greenlane Renewables Inc                              | CUSIP: 395332109<br>LEI: 254900OR2UJ5Z8YZB396 | Long             | EC               | CORP              | CA        |   1925700 | NS      | $338820.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                          | Ameresco Inc                                          | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |    526763 | NS      | $16045200.98  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                       | Knorr-Bremse AG                                       | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     55017 | NS      | $7200968.94   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kernel Holding SA                     | Kernel Holding SA                                     | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | EC               | CORP              | LU        |    219994 | NS      | $1295749.98   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp                            | Alcoa Corp                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     43821 | NS      | $2720407.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                | Yokogawa Electric Corp                                | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |    100039 | NS      | $3990253.67   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors          | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    206079 | NS      | $206079.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                     | National Grid PLC                                     | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    139643 | NS      | $2612251.80   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                       | Weyerhaeuser Co                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |    126292 | NS      | $3097942.76   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                | Valmont Industries Inc                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9982 | NS      | $4591021.26   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                | Ormat Technologies Inc                                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     37282 | NS      | $3866143.40   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/The      | Kansai Electric Power Co Inc/The                      | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |    132309 | NS      | $2389733.25   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                    | Anglo American PLC                                    | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    112730 | NS      | $5624388.88   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                 | Schneider Electric SE                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     21907 | NS      | $7159422.29   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG              | Infineon Technologies AG                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    216136 | NS      | $11648612.07  | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| CECEP Solar Energy Co Ltd             | CECEP Solar Energy Co Ltd                             | CUSIP: 000000000<br>LEI: 30030055WYGVLDBFGM73 | Long             | EC               | CORP              | CN        |   3317060 | NS      | $2819403.26   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                  | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   3256786 | NS      | $16316496.35  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp               | Clean Energy Fuels Corp                               | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |   3259274 | NS      | $7365959.24   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                            | BYD Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |    203386 | NS      | $2451837.83   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd            | First Quantum Minerals Ltd                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    186405 | NS      | $5581012.57   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd                           | LG Chem Ltd                                           | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |     97436 | NS      | $28332239.25  | 4.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                              | Valeo SE                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |    919263 | NS      | $13256700.95  | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-26

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer