NPORT-P false 0000772129 XXXXXXXX S000089451 C000256007 C000256005 C000256004 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 53 State Street, 33rd Floor BOSTON 02109 617-346-7646 GMO Multi-Asset Credit Fund S000089451 254900NDOCRVMLSIFM30 2026-02-28 2026-02-28 N 195845500.70 189394.89 195656105.81 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 High Yield Fund 5493003UZ8Q1SLUPQX65 362014532 1396821.68000000 NS USD 24220887.88000000 12.37931613722 Long EC RF US N 1 N N N GMO Systematic Investment Grade Credit ETF 52990090VBSWJKNRAL31 90139K506 750879.00000000 NS USD 19496573.24000000 9.964714957034 Long EC RF US N 1 N N N GMO Opportunistic Income Fund 5493000NQRD0885G4P95 362013112 3567379.16000000 NS USD 87828874.87000000 44.88941170856 Long EC RF US N 1 N N N GMO Ultra-Short Income ETF 254900030N0272VXDN66 90139K886 190739.00000000 NS USD 9582002.55000000 4.897369550687 Long EC RF US N 1 N N N GMO MAC Implementation Fund 254900KE2CPRURIE5P51 36256V254 2146314.40000000 NS USD 23416290.10000000 11.96808553612 Long EC RF US N 1 N N N GMO Emerging Country Debt KCRGSH2QB4OQ3874HQ90 36262F103 1014040.30000000 NS USD 24022614.64000000 12.27797851774 Long EC RF US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 201453.70000000 NS USD 201453.70000000 0.102963155259 Long STIV RF US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 362013369 1316282.15000000 NS USD 6594573.55000000 3.370492079814 Long EC RF US N 1 N N N 2026-03-26 GMO TRUST Betty Maganzini Betty Maganzini Treasurer