# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019484
**Filing Date:** 2025-10
**Character Count:** 47266
**Document Hash:** cfd5606d73f85b8d8be11855bb134d00
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019484.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019484

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**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:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 251428514

**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 High Yield Fund (Series ID: S000061716)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000199930 | Class VI     | GHVIX           |
| C000213400 | Class I      | GMOZX           |

## 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 High Yield Fund

- **b. EDGAR series identifier (if any):** S000061716

- **c. LEI of Series:** 5493003UZ8Q1SLUPQX65

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $142352715.01

**Total Liabilities:** $1105844.14

**Net Assets:** $141246870.87

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -40.65000000 | **1-Year:** -316.11000000 | **5-Year:** -379.36000000 | **10-Year:** -92.55000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -157.57000000 | **1-Year:** -4548.88000000 | **5-Year:** -13211.83000000 | **10-Year:** -865.02000000 | **30-Year:** -10.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213400 | 1.74%                | 0.29%                | 1.14%                |
| Class ID C000199930 | 1.74%                | 0.28%                | 1.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $445445.98               | $-243272.09                                |
| Month 2  | $95985.27                | $-954274.65                                |
| Month 3  | $69546.72                | $580847.36                                 |

**Designated Index Information**

- **Index Name:** IBOXX US Dollar Liquid High Yield Index

- **Index Identifier:** IBOXHY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Intercontinental Exchange, Inc.       | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   16421000 | OU      | $1349295.34   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI              | Antero Midstream Partners LP / Antero Midstream Finance Corp             | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $310260.00    | 0.22%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                | Ritchie Bros Holdings Inc                                                | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     425000 | PA      | $434999.83    | 0.31%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOOG INC                              | Moog Inc                                                                 | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344527.75    | 0.24%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                          | US Foods Inc                                                             | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390101.24    | 0.28%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Floating Rate Notes                                        | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     325000 | PA      | $324919.13    | 0.23%             | 2027-07-31      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC              | Crowdstrike Holdings Inc                                                 | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     450000 | PA      | $424096.16    | 0.30%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                         | Tidewater Inc                                                            | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     425000 | PA      | $453469.90    | 0.32%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL              | Japan Treasury Discount Bill                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 2668000000 | PA      | $18149217.28  | 12.85%            | 2025-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                             | Forvia SE                                                                | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     425000 | PA      | $448175.68    | 0.32%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                  | Dycom Industries Inc                                                     | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390198.80    | 0.28%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                            | Twilio Inc                                                               | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     450000 | PA      | $429526.98    | 0.30%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                              | SLM Corp                                                                 | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     350000 | PA      | $343124.85    | 0.24%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                         | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     450000 | PA      | $423426.23    | 0.30%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN              | TerraForm Power Operating LLC                                            | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     450000 | PA      | $446162.76    | 0.32%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                      | Credit Acceptance Corp                                                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $430497.84    | 0.30%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                | Delek Logistics Partners LP / Delek Logistics Finance Corp               | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $365857.45    | 0.26%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                       | Sealed Air Corp                                                          | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     300000 | PA      | $324084.00    | 0.23%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Floating Rate Notes                                        | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64178000 | PA      | $64170186.97  | 45.43%            | 2027-04-30      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| Nomura Securities International, Inc. | NOMURA REPO                                                              | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |   14999269 | PA      | $14999268.86  | 10.62%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE               | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $422709.60    | 0.30%             | 2029-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 2YR NOTE (CBT) DEC25                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         31 | NC      | $15093.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGICOR FINANCIAL CO                  | Sagicor Financial Co Ltd                                                 | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |     350000 | PA      | $349692.00    | 0.25%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI              | HLF Financing Sarl LLC / Herbalife International Inc                     | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $434011.60    | 0.31%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                 | Belron UK Finance PLC                                                    | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $253189.75    | 0.18%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR               | Superior Plus LP / Superior General Partner Inc                          | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     350000 | PA      | $336290.15    | 0.24%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                       | Fair Isaac Corp                                                          | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     350000 | PA      | $341002.03    | 0.24%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO              | Jaguar Land Rover Automotive PLC                                         | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     425000 | PA      | $420715.24    | 0.30%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $348249.73    | 0.25%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                     | Rakuten Group Inc                                                        | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $333282.98    | 0.24%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                         | Carnival Corp                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     400000 | PA      | $406600.00    | 0.29%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                    | Advance Auto Parts Inc                                                   | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     475000 | PA      | $438151.16    | 0.31%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                 | Mineral Resources Ltd                                                    | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $254456.75    | 0.18%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP               | Gulfport Energy Operating Corp                                           | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     425000 | PA      | $434803.90    | 0.31%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                   | Amer Sports Co                                                           | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $416949.60    | 0.30%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                    | Crown Americas LLC                                                       | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     425000 | PA      | $430593.85    | 0.30%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                        | Constellium SE                                                           | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     450000 | PA      | $426565.98    | 0.30%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN              | Hilton Domestic Operating Co Inc                                         | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     450000 | PA      | $431568.50    | 0.31%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                   | Travel + Leisure Co                                                      | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     425000 | PA      | $430560.99    | 0.30%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                         | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $72922.25     | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                   | Axon Enterprise Inc                                                      | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     425000 | PA      | $436653.93    | 0.31%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                 | Melco Resorts Finance Ltd                                                | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $385077.72    | 0.27%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                | Resorts World Las Vegas LLC / RWLV Capital Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $359658.92    | 0.25%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP                         | TopBuild Corp                                                            | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     450000 | PA      | $419402.61    | 0.30%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                | U.S. Treasury Floating Rate Notes                                        | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2645000 | PA      | $2644172.96   | 1.87%             | 2027-01-31      | Floating      | 4.24%                 | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES               | Royal Caribbean Cruises Ltd                                              | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     300000 | PA      | $299441.28    | 0.21%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                       | 180 Medical Inc                                                          | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $287742.57    | 0.20%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | BMO4U0QC9 GMODUB                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |  -14225000 | NC      | $-89420.77    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                | Mueller Water Products Inc                                               | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288449.10    | 0.20%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                            | goeasy Ltd                                                               | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $437882.18    | 0.31%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN              | Live Nation Entertainment Inc                                            | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     350000 | PA      | $340417.14    | 0.24%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                   | Arbor Realty SR Inc                                                      | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     425000 | PA      | $442427.01    | 0.31%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                   | Somnigroup International Inc                                             | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288366.66    | 0.20%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP               | SBA Communications Corp                                                  | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     425000 | PA      | $417774.39    | 0.30%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION              | Vertiv Group Corp                                                        | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     450000 | PA      | $439260.34    | 0.31%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | TRSWAP: IBOXHY INDEX                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    4778000 | OU      | $144200.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC              | Vistra Operations Co LLC                                                 | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     400000 | PA      | $424992.40    | 0.30%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                | TRSWAP: IBOXHY INDEX                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   65772000 | OU      | $1294441.85   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                | Patrick Industries Inc                                                   | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405761.20    | 0.29%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                | Telecom Italia Capital SA                                                | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     425000 | PA      | $449863.78    | 0.32%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                     | Iron Mountain Inc                                                        | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     350000 | PA      | $332967.22    | 0.24%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                           | ROBLOX Corp                                                              | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $427841.64    | 0.30%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP               | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                         | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $425283.48    | 0.30%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 5YR NOTE (CBT) DEC25                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         56 | NC      | $36198.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                | Clearway Energy Operating LLC                                            | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     425000 | PA      | $420264.65    | 0.30%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                     | Seagate Data Storage Technology Pte Ltd                                  | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     350000 | PA      | $339881.57    | 0.24%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC              | Champion Iron Canada Inc                                                 | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     425000 | PA      | $443545.73    | 0.31%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L              | Huntsman International LLC                                               | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     875000 | PA      | $841849.09    | 0.60%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                    | Zegona Finance PLC                                                       | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     269000 | PA      | $286116.47    | 0.20%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental Inc                                                    | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $438740.78    | 0.31%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $380305.64    | 0.27%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                            | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     425000 | PA      | $429771.48    | 0.30%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD / SOLD JPY                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $450632.06    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                    | Murphy Oil USA Inc                                                       | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     275000 | PA      | $254592.72    | 0.18%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                        | Wynn Macau Ltd                                                           | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $337512.51    | 0.24%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP              | California Resources Corp                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     425000 | PA      | $439099.80    | 0.31%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                      | StoneX Group Inc                                                         | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     400000 | PA      | $422826.80    | 0.30%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                       | Yum! Brands Inc                                                          | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     400000 | PA      | $396741.52    | 0.28%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                | US 10YR NOTE (CBT)DEC25                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         23 | NC      | $22406.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC              | Sensata Technologies Inc                                                 | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     475000 | PA      | $436587.04    | 0.31%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                         | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     225000 | PA      | $248834.25    | 0.18%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC               | Talen Energy Supply LLC                                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $427135.60    | 0.30%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L              | Fortescue Treasury Pty Ltd                                               | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     425000 | PA      | $421115.03    | 0.30%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International           | BMO4PRPU7 GMODUB                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |  -13925000 | NC      | $-22083.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                | Spirit AeroSystems Inc                                                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     300000 | PA      | $317285.40    | 0.22%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                | Adient Global Holdings Ltd                                               | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     425000 | PA      | $437095.08    | 0.31%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                    | Howard Hughes Corp/The                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $382628.24    | 0.27%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                      | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     350000 | PA      | $380511.25    | 0.27%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                  | Global Net Lease Inc                                                     | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     450000 | PA      | $437413.14    | 0.31%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION              | Adtalem Global Education Inc                                             | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     425000 | PA      | $423216.15    | 0.30%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                         | Parkland Corp                                                            | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $437007.38    | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                      | Boyd Gaming Corp                                                         | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     450000 | PA      | $433114.74    | 0.31%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN              | Burford Capital Global Finance LLC                                       | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     350000 | PA      | $349470.77    | 0.25%             | 2028-04-15      | Fixed         | 6.25%                 | 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        |    2825702 | NS      | $2825702.39   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORI              | Charles River Laboratories International Inc                             | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     450000 | PA      | $426618.63    | 0.30%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                | TRSWAP: IBOXHY INDEX                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    3693000 | OU      | $95871.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                  | BWX Technologies Inc                                                     | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     350000 | PA      | $341917.35    | 0.24%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                | Match Group Holdings II LLC                                              | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     425000 | PA      | $383606.91    | 0.27%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     475000 | PA      | $429682.96    | 0.30%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                    | CNX Resources Corp                                                       | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350753.20    | 0.25%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                  | Range Resources Corp                                                     | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     450000 | PA      | $438970.68    | 0.31%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                        | NRG Energy Inc                                                           | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     475000 | PA      | $438144.94    | 0.31%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                           | Wayfair LLC                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     425000 | PA      | $433342.33    | 0.31%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                          | Novelis Corp                                                             | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     400000 | PA      | $384665.76    | 0.27%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                         | Ingevity Corp                                                            | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     300000 | PA      | $287401.38    | 0.20%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PTC Inc                               | PTC Inc                                                                  | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392004.08    | 0.28%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                  | TTM Technologies Inc                                                     | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     450000 | PA      | $430491.74    | 0.30%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-14

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer