# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019472
**Filing Date:** 2025-10
**Character Count:** 36904
**Document Hash:** 9f6c05e76aaa4219ea14470191d359bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019472.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019472

**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:** 251428501

**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:** 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:** $467452462.54

**Total Liabilities:** $694023.32

**Net Assets:** $466758439.22

**Cash Not Reported:** $9647.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179795 | 7.29%                | 6.80%                | 12.14%               |
| Class ID C000213399 | 7.31%                | 6.81%                | 12.11%               |
| Class ID C000213398 | 7.24%                | 6.81%                | 12.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-726578.63              | $30256706.57                               |
| Month 2  | $-4259903.10             | $32792069.76                               |
| Month 3  | $3265344.30              | $47874433.93                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Albemarle Corp                        | Albemarle Corp                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     75683 | NS      | $6427000.36   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd            | GrafTech International Ltd                            | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    127295 | NS      | $1257672.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Largo Inc                             | Largo Inc                                             | CUSIP: 517097101<br>LEI: 549300DNLDBZOCZKIM08 | Long             | EC               | CORP              | CA        |   1008392 | NS      | $1545611.21   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                              | Gevo Inc                                              | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    834295 | NS      | $1443330.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Mexico SAB de CV                | Grupo Mexico SAB de CV                                | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |    211069 | NS      | $1384509.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemira Oyj                            | Kemira Oyj                                            | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |    141085 | NS      | $3261701.84   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                               | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     34403 | NS      | $3531467.95   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano SA                             | Suzano SA                                             | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |    743500 | NS      | $7192485.04   | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean TeQ Water Ltd                   | Clean TeQ Water Ltd                                   | CUSIP: 000000000<br>LEI: 5493003MW9ETS3784O29 | Long             | EC               | CORP              | AU        |    320055 | NS      | $52249.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Advanced Drainage Systems Inc         | Advanced Drainage Systems Inc                         | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     54486 | NS      | $7844349.42   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                           | Pentair PLC                                           | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     13072 | NS      | $1405632.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                               | IGO Ltd                                               | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    383834 | NS      | $1306701.21   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                              | Mowi ASA                                              | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |    135256 | NS      | $2782802.37   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                            | Acciona SA                                            | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |     15181 | NS      | $3009043.01   | 0.64%             |  |  |  | No            |                  2 | On Loan: —       |
| Lifezone Metals Ltd                   | Lifezone Metals Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |    460000 | NS      | $2060800.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                             | Endesa SA                                             | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |    100287 | NS      | $3054392.51   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Plains Inc                      | Green Plains Inc                                      | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    775349 | NS      | $8614127.39   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                         | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     11609 | NS      | $1743323.53   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp              | Renesas Electronics Corp                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    292300 | NS      | $3411915.28   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                            | Arcadis NV                                            | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |     31567 | NS      | $1456419.98   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                          | ROCKWOOL A/S                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     54502 | NS      | $2059810.64   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                          | Iberdrola SA                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    155297 | NS      | $2927488.00   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp                             | AGCO Corp                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     48061 | NS      | $5199719.59   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                           | Exelon Corp                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     50839 | NS      | $2220647.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                           | Corteva Inc                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     60539 | NS      | $4491388.41   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                           | Aemetis Inc                                           | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |    146062 | NS      | $370997.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                 | Daikin Industries Ltd                                 | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     22100 | NS      | $2761048.80   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                  | Edison International                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     27567 | NS      | $1547335.71   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc               | Darling Ingredients Inc                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    521298 | NS      | $17703280.08  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                            | Sunrun Inc                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |   1624189 | NS      | $25938298.33  | 5.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkafrost P/F                        | Bakkafrost P/F                                        | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |    103885 | NS      | $4512769.21   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                             | Neste Oyj                                             | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |    692172 | NS      | $12721088.80  | 2.73%             |  |  |  | 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        |    125600 | NS      | $2034878.22   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Array Technologies Inc                | Array Technologies Inc                                | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |   1559560 | NS      | $14051635.60  | 3.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Trane Technologies PLC                | Trane Technologies PLC                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      5100 | NS      | $2119560.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                           | Hubbell Inc                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     16100 | NS      | $6938939.00   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Yutong Bus Co Ltd                     | Yutong Bus Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |    355776 | NS      | $1378104.86   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                    | Kingspan Group PLC                                    | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     24617 | NS      | $1899286.56   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc               | Consolidated Edison Inc                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     19100 | NS      | $1876193.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S               | Vestas Wind Systems A/S                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    775927 | NS      | $15446731.46  | 3.31%             |  |  |  | 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        |    138600 | NS      | $3106935.72   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc              | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     63400 | NS      | $5074536.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Landis+Gyr Group AG                   | Landis+Gyr Group AG                                   | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |     70323 | NS      | $5640649.79   | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc            | SolarEdge Technologies Inc                            | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |    670876 | NS      | $22689026.32  | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                 | STMicroelectronics NV                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     92401 | NS      | $2515498.83   | 0.54%             |  |  |  | No            |                  2 | On Loan: —       |
| Veolia Environnement SA               | Veolia Environnement SA                               | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |    236141 | NS      | $7798732.68   | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Austevoll Seafood ASA                 | Austevoll Seafood ASA                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |    414264 | NS      | $3842619.34   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                               | ERG SpA                                               | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |     69694 | NS      | $1684627.62   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                        | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    133484 | NS      | $5707775.84   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                          | Veralto Corp                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     16200 | NS      | $1720278.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexans SA                             | Nexans SA                                             | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |     87607 | NS      | $13357460.22  | 2.86%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                        | CMOC Group Ltd                                        | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |   1086000 | NS      | $1670768.82   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CS Wind Corp                          | CS Wind Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     28070 | NS      | $839650.33    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                  | Freeport-McMoRan Inc                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     41456 | NS      | $1840646.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Anaergia Inc                          | Anaergia Inc                                          | CUSIP: 03253E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    476293 | NS      | $849687.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                   | PotlatchDeltic Corp                                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     38200 | NS      | $1605546.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                            | Deere & Co                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4300 | NS      | $2058152.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd                     | NexGen Energy Ltd                                     | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |    958900 | NS      | $7547754.76   | 1.62%             |  |  |  | No            |                  1 | On Loan: —       |
| E.ON SE                               | E.ON SE                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    129203 | NS      | $2303862.95   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                       | First Solar Inc                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     56396 | NS      | $11007935.24  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                             | Alstom SA                                             | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     69245 | NS      | $1664784.84   | 0.36%             |  |  |  | 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        |   2049126 | NS      | $1611678.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Prysmian SpA                          | Prysmian SpA                                          | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     24938 | NS      | $2176415.17   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                    | Samsung SDI Co Ltd                                    | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |     52850 | NS      | $7832193.69   | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                     | Ivanhoe Mines Ltd                                     | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |    473129 | NS      | $4182317.73   | 0.90%             |  |  |  | No            |                  1 | On Loan: —       |
| Redeia Corp SA                        | Redeia Corp SA                                        | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    106071 | NS      | $2062059.76   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Waga Energy SA                        | Waga Energy SA                                        | CUSIP: 000000000<br>LEI: 969500O3NXA5XJF97623 | Long             | EC               | CORP              | FR        |    114522 | NS      | $2876171.67   | 0.62%             |  |  |  | No            |                  2 | On Loan: —       |
| Carrier Global Corp                   | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     81800 | NS      | $5333360.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                   | TE Connectivity PLC                                   | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     17295 | NS      | $3571417.50   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                             | Itron Inc                                             | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     54600 | NS      | $6712524.00   | 1.44%             |  |  |  | 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        |    249678 | NS      | $11362845.78  | 2.43%             |  |  |  | No            |                  1 | 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      |
| NEXTracker Inc                        | NEXTracker Inc                                        | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69400 | NS      | $4667844.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                 | ON Semiconductor Corp                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     85048 | NS      | $4217530.32   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlane Renewables Inc              | Greenlane Renewables Inc                              | CUSIP: 395332109<br>LEI: 254900OR2UJ5Z8YZB396 | Long             | EC               | CORP              | CA        |   1925700 | NS      | $371580.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                          | Ameresco Inc                                          | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |    911826 | NS      | $23187735.18  | 4.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                       | Knorr-Bremse AG                                       | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     51190 | NS      | $5347438.19   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kernel Holding SA                     | Kernel Holding SA                                     | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | EC               | CORP              | LU        |    219994 | NS      | $1169408.58   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp                            | Alcoa Corp                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     28700 | NS      | $923853.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                | Yokogawa Electric Corp                                | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |    104700 | NS      | $3056244.80   | 0.65%             |  |  |  | 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        |    216737 | NS      | $216736.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                     | National Grid PLC                                     | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    170285 | NS      | $2391836.51   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                       | Weyerhaeuser Co                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     60000 | NS      | $1552200.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                | Valmont Industries Inc                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9300 | NS      | $3414216.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                | Ormat Technologies Inc                                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     49600 | NS      | $4557744.00   | 0.98%             |  |  |  | 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        |    152300 | NS      | $2113109.85   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                 | Schneider Electric SE                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     16575 | NS      | $4072251.34   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Energy Metals Ltd             | Sunrise Energy Metals Ltd                             | CUSIP: 000000000<br>LEI: 529900AYAT2TIC68VA49 | Long             | EC               | CORP              | AU        |   1399037 | NS      | $1589150.26   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG              | Infineon Technologies AG                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    202104 | NS      | $8272894.89   | 1.77%             |  |  |  | No            |                  2 | On Loan: No      |
| CECEP Solar Energy Co Ltd             | CECEP Solar Energy Co Ltd                             | CUSIP: 000000000<br>LEI: 30030055WYGVLDBFGM73 | Long             | EC               | CORP              | CN        |   2836960 | NS      | $1865015.97   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                  | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   1646978 | NS      | $8251359.43   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp               | Clean Energy Fuels Corp                               | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |   2952305 | NS      | $7764562.15   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd            | First Quantum Minerals Ltd                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     85238 | NS      | $1493922.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd                           | LG Chem Ltd                                           | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |    107187 | NS      | $21289282.83  | 4.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                              | Valeo SE                                              | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |    913387 | NS      | $11084784.21  | 2.37%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-16

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer