GMO US Opportunistic Value Fund

NPORT-P false 0000772129 XXXXXXXX S000005489 C000014937 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 53 State Street, 33rd Floor BOSTON 02109 617-346-7646 GMO Strategic Opportunities Allocation Fund S000005489 549300GFBONLYCZNPD85 2026-02-28 2026-02-28 N 71373737.67 84867.87 71288869.80 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 9978.48000000 N GMO US Opportunistic Value Fund 549300D1IT1TGIT5NX36 GMO US Opportunistic Value Fund 36256V437 242733.22000000 NS USD 5597428.10000000 7.851755983372 Long EC RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Floating Rate Notes 91282CNQ0 100000.00000000 PA USD 100120.20000000 0.140442961546 Long DBT UST US N 1 2027-07-31 Floating 3.78000000 N N N N N N GMO International Opportunistic Value Fund 549300KLH1QUHZ9NXR88 GMO International Opportunistic Value Fund 36262F509 318580.34000000 NS USD 5903293.61000000 8.280806844829 Long EC RF US N 1 N N N GMO US Equity Fund 5493004KYM8L0UCFW658 GMO US Equity Fund 362013625 373685.90000000 NS USD 5485708.97000000 7.695042697955 Long EC RF US N 1 N N N GMO International Equity Fund 549300GUNRPC30EDRZ54 GMO International Equity Fund 362008831 327842.13000000 NS USD 12625200.35000000 17.70991795131 Long EC RF US N 1 N N N GMO Domestic Resilience ETF 254900MQ03GJF6UC3H14 GMO Domestic Resilience ETF 90139K860 57490.00000000 NS USD 1710327.50000000 2.399150813862 Long EC RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Floating Rate Notes 91282CKM2 100000.00000000 PA USD 100016.37000000 0.140297314686 Long DBT UST US N 1 2026-04-30 Floating 3.77000000 N N N N N N GMO-Usonian Japan Value Creation Fund 549300000UZYKHHPND29 GMO-Usonian Japan Value Creation Fund 36256V643 182472.20000000 NS USD 5393878.08000000 7.566227512278 Long EC RF US N 1 N N N GMO Small Cap Quality Fund 549300BRUDL08K13VQ63 GMO Small Cap Quality Fund 36256V494 61761.13000000 NS USD 1594672.32000000 2.236916259822 Long EC RF US N 1 N N N GMO Resources Fund 549300RZ6MOU726M7F60 GMO Resources Fund 362014409 33574.32000000 NS USD 880318.54000000 1.234861125544 Long EC RF US N 1 N N N GMO Asset Allocation Bond Fund XMFQA7127YTH95F0NH19 GMO Asset Allocation Bond Fund 362013377 350358.14000000 NS USD 6765415.64000000 9.490142933925 Long EC RF US N 1 N N N GMO Climate Change Fund 549300YHGBL4FWUNIF94 GMO Climate Change Fund 362014615 29212.48000000 NS USD 829634.35000000 1.163764206569 Long EC RF US N 1 N N N GMO Quality Fund 549300AFPJUDV7V43T32 GMO Quality Fund 362008229 66903.52000000 NS USD 2352327.87000000 3.299712671275 Long EC RF US N 1 N N N GMO Emerging Markets Fund DOSKAMXF8YE41HIDZR39 GMO Emerging Markets Fund 362008278 124033.18000000 NS USD 4233252.50000000 5.938167503393 Long EC RF US N 1 N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 LUKOIL PJSC 000000000 2505.00000000 NS 0.00000000 0.000000 Long EC CORP RU Y 3 N N N Novatek PJSC 2138008R6GCRVBDFA581 Novatek PJSC 000000000 5410.00000000 NS 0.00000000 0.000000 Long EC CORP RU Y 3 N N N GMO Emerging Country Debt KCRGSH2QB4OQ3874HQ90 GMO Emerging Country Debt 36262F103 32490.58000000 NS USD 769701.75000000 1.079694140416 Long EC RF US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 State Street Institutional Treasury Money Market Fund 857492870 820615.42000000 NS USD 820615.42000000 1.151112960974 Long STIV RF US N 1 N N N GMO Alternative Allocation Fund 549300NEZ72NVUM4S865 GMO Alternative Allocation Fund 362014466 678289.11000000 NS USD 12928190.34000000 18.13493519573 Long EC RF US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 GMO US Treasury Fund 362013369 301424.21000000 NS USD 1510135.29000000 2.118332488979 Long EC RF US N 1 N N N GMO Emerging Markets ex-China Fund 549300175HXW4M6BSD82 GMO Emerging Markets ex-China Fund 36256V551 101699.49000000 NS USD 1725840.33000000 2.420911335586 Long EC RF US N 1 N N N 2026-03-26 GMO TRUST Betty Maganzini Betty Maganzini Treasurer