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 2027-02-28 2026-05-31 N 203763888.05 225438.39 203538449.66 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 1449023.73000000 NS USD 25415876.29000000 12.48701477900 Long EC RF US N 1 N N N GMO Systematic Investment Grade Credit ETF 52990090VBSWJKNRAL31 90139K506 750879.00000000 NS USD 19092825.60000000 9.380451522497 Long EC RF US N 1 N N N GMO Opportunistic Income Fund 5493000NQRD0885G4P95 362013112 3753635.47000000 NS USD 91025660.20000000 44.72160437109 Long EC RF US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 1980578.31000000 NS USD 1980578.31000000 0.973073300552 Long STIV RF US N 1 N N N GMO Ultra-Short Income ETF 254900030N0272VXDN66 90139K886 289384.00000000 NS USD 14482222.28000000 7.115226781078 Long EC RF US N 1 N N N GMO MAC Implementation Fund 254900KE2CPRURIE5P51 36256V254 2146314.40000000 NS USD 22171427.75000000 10.89299234962 Long EC RF US N 1 N N N GMO Emerging Country Debt KCRGSH2QB4OQ3874HQ90 36262F103 1014040.30000000 NS USD 24691881.23000000 12.13131045816 Long EC RF US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 362013369 861561.56000000 NS USD 4316423.42000000 2.120691902296 Long EC RF US N 1 N N N 2026-06-29 GMO TRUST Betty Maganzini Betty Maganzini Treasurer XXXX