NPORT-P false 0000772129 XXXXXXXX S000005487 C000213376 C000014933 C000213377 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 53 State Street, 33rd Floor BOSTON 02109 617-346-7646 GMO Global Asset Allocation Fund S000005487 SOY8WGQFE5GBWE78U387 2026-02-28 2026-02-28 N 573946650.88 123847.19 573822803.69 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N GMO US Opportunistic Value Fund 549300D1IT1TGIT5NX36 36256V437 1722714.70000000 NS USD 39725800.94000000 6.923008406870 Long EC RF US N 1 N N N GMO International Opportunistic Value Fund 549300KLH1QUHZ9NXR88 36262F509 2236153.86000000 NS USD 41435930.95000000 7.221032465692 Long EC RF US N 1 N N N GMO US Equity Fund 5493004KYM8L0UCFW658 362013625 2969980.24000000 NS USD 43599309.97000000 7.598044150499 Long EC RF US N 1 N N N GMO International Equity Fund 549300GUNRPC30EDRZ54 362008831 2277265.21000000 NS USD 87697483.35000000 15.28302514052 Long EC RF US N 1 N N N GMO US Small Cap Value Fund 549300326MS588AE2709 36256V874 445734.70000000 NS USD 11098794.03000000 1.934184901441 Long EC RF US N 1 N N N GMO Opportunistic Income Fund 5493000NQRD0885G4P95 362013112 688766.95000000 NS USD 16957442.31000000 2.955170516221 Long EC RF US N 1 N N N GMO Domestic Resilience ETF 254900MQ03GJF6UC3H14 90139K860 390464.00000000 NS USD 11616304.00000000 2.024371273727 Long EC RF US N 1 N N N GMO-Usonian Japan Value Creation Fund 549300000UZYKHHPND29 36256V643 1259632.34000000 NS USD 37234731.85000000 6.488890230670 Long EC RF US N 1 N N N GMO Small Cap Quality Fund 549300BRUDL08K13VQ63 36256V494 431551.19000000 NS USD 11142651.70000000 1.941827969949 Long EC RF US N 1 N N N GMO Resources Fund 549300RZ6MOU726M7F60 362014409 216925.34000000 NS USD 5687782.31000000 0.991208831964 Long EC RF US N 1 N N N GMO Asset Allocation Bond Fund XMFQA7127YTH95F0NH19 362013377 4206092.60000000 NS USD 81219648.16000000 14.15413393084 Long EC RF US N 1 N N N GMO Climate Change Fund 549300YHGBL4FWUNIF94 362014615 169801.48000000 NS USD 4822361.92000000 0.840392171414 Long EC RF US N 1 N N N GMO Quality Fund 549300AFPJUDV7V43T32 362008229 461750.83000000 NS USD 16235159.22000000 2.829298367997 Long EC RF US N 1 N N N GMO Emerging Markets Fund DOSKAMXF8YE41HIDZR39 362008278 1056415.40000000 NS USD 36055457.43000000 6.283378283007 Long EC RF US N 1 N N N GMO Emerging Country Debt KCRGSH2QB4OQ3874HQ90 36262F103 206805.58000000 NS USD 4899224.21000000 0.853786949297 Long EC RF US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 912014.30000000 NS USD 912014.30000000 0.158936573125 Long STIV RF US N 1 N N N GMO Alternative Allocation Fund 549300NEZ72NVUM4S865 362014466 4692136.90000000 NS USD 89432129.39000000 15.58532160362 Long EC RF US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 362013369 3037891.28000000 NS USD 15219835.29000000 2.652358043655 Long EC RF US N 1 N N N GMO Emerging Markets ex-China Fund 549300175HXW4M6BSD82 36256V551 1114164.42000000 NS USD 18907370.19000000 3.294984108058 Long EC RF US N 1 N N N 2026-03-26 GMO TRUST Betty Maganzini Betty Maganzini Treasurer