NPORT-P
false
0000772129
XXXXXXXX
S000005488
C000213378
C000213379
C000014936
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
53 State Street, 33rd Floor
BOSTON
02109
617-346-7646
GMO Global Equity Allocation Fund
S000005488
JRNL37IR41Z4BPODHW20
2027-02-28
2026-05-31
N
635252160.69
184516.32
635067644.37
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
19371.98000000
N
GMO US Opportunistic Value Fund
549300D1IT1TGIT5NX36
GMO US Opportunistic Value Fund
36256V437
3408756.92000000
NS
USD
81810166.10000000
12.88211843655
Long
EC
RF
US
N
1
N
N
N
GMO International Opportunistic Value Fund
549300KLH1QUHZ9NXR88
GMO International Opportunistic Value Fund
36262F509
3689934.08000000
NS
USD
69001767.20000000
10.86526259237
Long
EC
RF
US
N
1
N
N
N
GMO US Equity Fund
5493004KYM8L0UCFW658
GMO US Equity Fund
362013625
3113580.80000000
NS
USD
51405219.06000000
8.094447814452
Long
EC
RF
US
N
1
N
N
N
GMO International Equity Fund
549300GUNRPC30EDRZ54
GMO International Equity Fund
362008831
3741267.73000000
NS
USD
149950010.54000000
23.61165961915
Long
EC
RF
US
N
1
N
N
N
GMO US Small Cap Value Fund
549300326MS588AE2709
GMO US Small Cap Value Fund
36256V874
695995.75000000
NS
USD
18590046.51000000
2.927254549149
Long
EC
RF
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
2013409.80000000
NS
USD
2013409.80000000
0.317038636411
Long
STIV
RF
US
N
1
N
N
N
GMO Domestic Resilience ETF
254900MQ03GJF6UC3H14
GMO Domestic Resilience ETF
90139K860
389195.00000000
NS
USD
11771319.53000000
1.853553654379
Long
EC
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CPX3
2700000.00000000
PA
USD
2700430.22000000
0.425219304422
Long
DBT
UST
US
N
1
2028-01-31
Floating
3.73000000
N
N
N
N
N
N
GMO-Usonian Japan Value Creation Fund
549300000UZYKHHPND29
GMO-Usonian Japan Value Creation Fund
36256V643
1241282.83000000
NS
USD
38281162.35000000
6.027887373789
Long
EC
RF
US
N
1
N
N
N
GMO Small Cap Quality Fund
549300BRUDL08K13VQ63
GMO Small Cap Quality Fund
36256V494
966311.24000000
NS
USD
25037124.10000000
3.942434214994
Long
EC
RF
US
N
1
N
N
N
GMO Resources Fund
549300RZ6MOU726M7F60
GMO Resources Fund
362014409
431719.90000000
NS
USD
12312651.46000000
1.938793696884
Long
EC
RF
US
N
1
N
N
N
GMO Climate Change Fund
549300YHGBL4FWUNIF94
GMO Climate Change Fund
362014615
199575.80000000
NS
USD
6414366.24000000
1.010028820845
Long
EC
RF
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR JUN26
000000000
-76.00000000
NC
-1504944.28000000
-0.23697385520
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TSE TOPIX Futures
TPM6 Index
2026-06-11
-2766252911.00000000
JPY
-1504944.28000000
N
N
N
GMO Quality Fund
549300AFPJUDV7V43T32
GMO Quality Fund
362008229
2046243.68000000
NS
USD
75997490.39000000
11.96683393709
Long
EC
RF
US
N
1
N
N
N
GMO Emerging Markets Fund
DOSKAMXF8YE41HIDZR39
GMO Emerging Markets Fund
362008278
1734181.17000000
NS
USD
70008893.87000000
11.02384832397
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT JUN26
000000000
50.00000000
NC
USD
1628373.75000000
0.256409496600
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini S&P 500 Index Futures
ESM6 Index
2026-06-18
17361001.25000000
USD
1628373.75000000
N
N
N
GMO Emerging Markets ex-China Fund
549300175HXW4M6BSD82
GMO Emerging Markets ex-China Fund
36256V551
934520.71000000
NS
USD
19774458.31000000
3.113756225073
Long
EC
RF
US
N
1
N
N
N
2026-06-29
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer
XXXX