# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041700
**Filing Date:** 2026-4
**Character Count:** 43585
**Document Hash:** 72c27b62f731c81d7b186db7cb13ed05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041700.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041700

**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:** 26911158

**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 Resources Fund (Series ID: S000034948)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000107485 | Class III    | GOFIX           |
| C000107486 | Class IV     | GOVIX           |
| C000107488 | Class VI     | GMOWX           |
| C000213392 | Class I      | GEACX           |
| C000213393 | Class R6     | GAAHX           |

## 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 Resources Fund

- **b. EDGAR series identifier (if any):** S000034948

- **c. LEI of Series:** 549300RZ6MOU726M7F60

**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:** $1268282439.77

**Total Liabilities:** $2162532.10

**Net Assets:** $1266119907.67

**Cash Not Reported:** $234043.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213393 | 2.06%                | 15.82%               | 5.33%                |
| Class ID C000107485 | 2.08%                | 15.80%               | 5.36%                |
| Class ID C000107488 | 2.10%                | 15.82%               | 5.34%                |
| Class ID C000107486 | 2.10%                | 15.76%               | 5.38%                |
| Class ID C000213392 | 2.09%                | 15.78%               | 5.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10324344.73             | $7609731.84                                |
| Month 2  | $5337230.21              | $162882568.59                              |
| Month 3  | $42781.94                | $63198840.40                               |

### 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        |    324237 | NS      | $3089559.80   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sao Martinho S/A                                       | Sao Martinho S/A                                       | CUSIP: 000000000<br>LEI: 549300R3Z74BNJBF4161 | Long             | EC               | CORP              | BR        |   1593582 | NS      | $5582899.19   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Gas Development Co Ltd                           | Oil & Gas Development Co Ltd                           | CUSIP: 000000000<br>LEI: 254900M131N1GDOLPD60 | Long             | EC               | CORP              | PK        |   2955862 | NS      | $3017911.28   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Peabody Energy Corp                                    | Peabody Energy Corp                                    | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     65300 | NS      | $2059562.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                         | Albemarle Corp                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    262398 | NS      | $46882650.66  | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TGS ASA                                                | TGS ASA                                                | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |    291851 | NS      | $3489149.78   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corp                              | Mitsubishi Materials Corp                              | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |    125700 | NS      | $4823343.48   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Largo Inc                                              | Largo Inc                                              | CUSIP: 517097101<br>LEI: 549300DNLDBZOCZKIM08 | Long             | EC               | CORP              | CA        |   1273509 | NS      | $2166006.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamarack Valley Energy Ltd                             | Tamarack Valley Energy Ltd                             | CUSIP: 87505Y409<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |    832500 | NS      | $6219108.54   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira Oyj                                             | Kemira Oyj                                             | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |    214150 | NS      | $5189481.45   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc                                    | Parex Resources Inc                                    | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |    137500 | NS      | $2151130.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                                              | Suzano SA                                              | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |    603652 | NS      | $6829574.95   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                | Precision Drilling Corp                                | CUSIP: 74022D407<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |     45300 | NS      | $3929398.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                 | BP PLC                                                 | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   7743904 | NS      | $50191420.73  | 3.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean TeQ Water Ltd                                    | Clean TeQ Water Ltd                                    | CUSIP: 000000000<br>LEI: 5493003MW9ETS3784O29 | Long             | EC               | CORP              | AU        |    735000 | NS      | $190945.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Advanced Drainage Systems Inc                          | Advanced Drainage Systems Inc                          | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     50187 | NS      | $8599040.58   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Henan Shenhuo Coal Industry & Electricity Power Co Ltd | Henan Shenhuo Coal Industry & Electricity Power Co Ltd | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |   1475400 | NS      | $6977158.36   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                 | Permian Resources Corp                                 | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    122400 | NS      | $2238696.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin SA                                              | Klabin SA                                              | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |   2723709 | NS      | $10923526.20  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                     | Surgutneftegas PAO                                     | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |  20237584 | NS      | $0.26         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ARC Resources Ltd                                      | ARC Resources Ltd                                      | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |    189779 | NS      | $3519965.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                     | Crescent Energy Co                                     | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |    234433 | NS      | $2733488.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Ltd                                    | Lifezone Metals Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |   1221000 | NS      | $5677650.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUENORD ASA                                           | BLUENORD ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGE3C16 | Long             | EC               | CORP              | NO        |     61659 | NS      | $3342748.86   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Plains Inc                                       | Green Plains Inc                                       | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |   1241485 | NS      | $17045589.05  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DOF Group ASA                                          | DOF Group ASA                                          | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |    325329 | NS      | $4328719.94   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                              | Shell PLC                                              | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    777134 | NS      | $32548604.60  | 2.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co Ltd                     | Japan Petroleum Exploration Co Ltd                     | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |    330200 | NS      | $5054535.03   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                | Vale SA                                                | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |   1099180 | NS      | $18968975.83  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Mining Co Ltd                                  | Western Mining Co Ltd                                  | CUSIP: 000000000<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |   1418045 | NS      | $7159806.36   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp                                              | AGCO Corp                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    104296 | NS      | $14236404.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp                                   | Capstone Copper Corp                                   | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |   1466200 | NS      | $15166659.58  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                     | Petroleo Brasileiro SA - Petrobras                     | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |   5742148 | NS      | $44053190.45  | 3.48%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp                              | California Resources Corp                              | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    689460 | NS      | $40567826.40  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                            | Corteva Inc                                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    152507 | NS      | $12218860.84  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Yankuang Energy Group Co Ltd                           | Yankuang Energy Group Co Ltd                           | CUSIP: 000000000<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |   1398000 | NS      | $2498508.37   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Ltd                                   | Exxaro Resources Ltd                                   | CUSIP: 000000000<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |     89839 | NS      | $1117880.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aemetis Inc                                            | Aemetis Inc                                            | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |    454920 | NS      | $645986.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                      | CNH Industrial NV                                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    273940 | NS      | $3369462.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Energy Group Ltd                                | United Energy Group Ltd                                | CUSIP: 000000000<br>LEI: 254900I49QKOOISW8F62 | Long             | EC               | CORP              | BM        |  40806000 | NS      | $3404990.88   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Inc                                           | Rayonier Inc                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |    102927 | NS      | $2211901.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vallourec SACA                                         | Vallourec SACA                                         | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |     51647 | NS      | $1208370.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                | Darling Ingredients Inc                                | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |   1221133 | NS      | $64915430.28  | 5.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                             | Sunrun Inc                                             | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |   1234888 | NS      | $16362266.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezra Holdings Ltd                                      | Ezra Holdings Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   2725600 | NS      | $2.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Bakkafrost P/F                                         | Bakkafrost P/F                                         | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |    210340 | NS      | $10086114.63  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                      | Suncor Energy Inc                                      | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     41000 | NS      | $2315934.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                              | Neste Oyj                                              | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |    993858 | NS      | $24835368.91  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                          | PhosAgro PJSC                                          | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |    338098 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Array Technologies Inc                                 | Array Technologies Inc                                 | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |   2179740 | NS      | $16522429.20  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bradespar SA                                           | Bradespar SA                                           | CUSIP: 000000000<br>LEI: 9598001UD1DHEH3PZ471 | Long             | EP               | CORP              | BR        |   8386472 | NS      | $40619545.45  | 3.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroreconcavo S/A                                     | Petroreconcavo S/A                                     | CUSIP: 000000000<br>LEI: 2549002HI638C802VA74 | Long             | EC               | CORP              | BR        |   1036900 | NS      | $2491877.11   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                  | Helmerich & Payne Inc                                  | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    146100 | NS      | $5145642.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                             | Santos Ltd                                             | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |    519793 | NS      | $2504964.77   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                        | SBM Offshore NV                                        | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |    120979 | NS      | $4673875.02   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                                   | Gulfport Energy Corp                                   | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     53250 | NS      | $11111145.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatneft PJSC                                           | Tatneft PJSC                                           | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |   3476399 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SM Energy Co                                           | SM Energy Co                                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    497205 | NS      | $11500351.65  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                                           | Enerflex Ltd                                           | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |    213500 | NS      | $4791052.38   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                | Vestas Wind Systems A/S                                | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    614368 | NS      | $15705885.29  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                               | GMK Norilskiy Nickel PAO                               | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |  23291700 | NS      | $0.30         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vista Energy SAB de CV                                 | Vista Energy SAB de CV                                 | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |    611208 | NS      | $35291149.92  | 2.79%             |  |  |  | No            |                  1 | On Loan: —       |
| SolarEdge Technologies Inc                             | SolarEdge Technologies Inc                             | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |    675059 | NS      | $23897088.60  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                      | Kosmos Energy Ltd                                      | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |  24120645 | NS      | $56201102.85  | 4.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                | Veolia Environnement SA                                | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |    297418 | NS      | $12594677.61  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                           | Gazprom PJSC                                           | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |  14145410 | NS      | $0.18         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Austevoll Seafood ASA                                  | Austevoll Seafood ASA                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |    566357 | NS      | $5850363.93   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                          | Rio Tinto PLC                                          | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    605800 | NS      | $60016442.53  | 4.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                         | Var Energi ASA                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |    624228 | NS      | $2356670.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF SA                                                 | YPF SA                                                 | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |    804767 | NS      | $28480704.13  | 2.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Saipem SpA                                             | Saipem SpA                                             | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |   1112989 | NS      | $4679648.53   | 0.37%             |  |  |  | No            |                  2 | On Loan: —       |
| Technip Energies NV                                    | Technip Energies NV                                    | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |     74719 | NS      | $3237493.11   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                   | Freeport-McMoRan Inc                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    305508 | NS      | $20798984.64  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Anaergia Inc                                           | Anaergia Inc                                           | CUSIP: 03253E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    654900 | NS      | $1056251.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                               | APA Corp                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     69200 | NS      | $2101604.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                             | Deere & Co                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5560 | NS      | $3501187.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom Neft PJSC                                      | Gazprom Neft PJSC                                      | CUSIP: 000000000<br>LEI: 253400KXA9P2AN72P004 | Long             | EC               | CORP              | RU        |   3574704 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Chord Energy Corp                                      | Chord Energy Corp                                      | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     18600 | NS      | $2015682.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd                                      | NexGen Energy Ltd                                      | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |   2196039 | NS      | $28012960.38  | 2.21%             |  |  |  | No            |                  1 | On Loan: —       |
| First Solar Inc                                        | First Solar Inc                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     25400 | NS      | $5008880.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                 | Whitecap Resources Inc                                 | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |    760145 | NS      | $7590025.95   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Harbour Energy PLC                                     | Harbour Energy PLC                                     | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |   3406195 | NS      | $11683015.84  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                      | Ivanhoe Mines Ltd                                      | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |   1325782 | NS      | $15162346.83  | 1.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Devon Energy Corp                                      | Devon Energy Corp                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     48100 | NS      | $2093793.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Ltd                                  | Valterra Platinum Ltd                                  | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |     40666 | NS      | $4774678.40   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                            | LUKOIL PJSC                                            | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |    248399 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | 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        |    467262 | NS      | $35652090.60  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                             | Tenaris SA                                             | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    275947 | NS      | $7542705.78   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                          | PHOSAGRO PJSC                                          | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      6533 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nextpower Inc                                          | Nextpower Inc                                          | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68665 | NS      | $7216691.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlane Renewables Inc                               | Greenlane Renewables Inc                               | CUSIP: 395332109<br>LEI: 254900OR2UJ5Z8YZB396 | Long             | EC               | CORP              | CA        |    696749 | NS      | $122590.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                           | Glencore PLC                                           | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |   7635382 | NS      | $55170325.05  | 4.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameresco Inc                                           | Ameresco Inc                                           | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |    555885 | NS      | $16932257.10  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                   | Matador Resources Co                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     40700 | NS      | $2091980.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                            | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     43200 | NS      | $2185488.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Holding SA                                      | Kernel Holding SA                                      | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | EC               | CORP              | LU        |    501341 | NS      | $2952865.03   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                            | Aker BP ASA                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |    186472 | NS      | $5665509.20   | 0.45%             |  |  |  | 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        |    358323 | NS      | $358323.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Modec Inc                                              | Modec Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45800 | NS      | $3936672.50   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                        | Weyerhaeuser Co                                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |    212700 | NS      | $5217531.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                     | Liberty Energy Inc                                     | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |    156603 | NS      | $4398978.27   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                 | Valmont Industries Inc                                 | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9600 | NS      | $4415328.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                     | Expand Energy Corp                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    135300 | NS      | $14601576.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                     | Anglo American PLC                                     | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    658258 | NS      | $32842180.24  | 2.59%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIO SA/Brazil                                         | PRIO SA/Brazil                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    660870 | NS      | $7024442.86   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                                   | GMO US Treasury Fund                                   | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   1354469 | NS      | $6785890.51   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                | Clean Energy Fuels Corp                                | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |   2452688 | NS      | $5543074.88   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                             | First Quantum Minerals Ltd                             | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    596977 | NS      | $17873641.49  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatneft PJSC                                           | Tatneft PJSC                                           | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EP               | CORP              | RU        |   7494797 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    331691 | NS      | $37633660.86  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer