NPORT-P/A false 0001752724-23-168492 0000772129 XXXXXXXX S000029579 C000090805 C000213391 C000090808 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 53 State Street, 33rd Floor BOSTON 02109 617-346-7646 GMO Emerging Markets Select Equity Fund S000029579 P7PR6FEYSJAS7WW8KL14 2024-02-29 2023-05-31 N 67901728.28 332194.08 67569534.20 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 574330.60000000 N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 000000000 32000.00000000 NS 203077.94000000 0.300546603442 Long EC CORP CN N 2 N N N eMemory Technology Inc N/A 000000000 7000.00000000 NS 417340.08000000 0.617645341115 Long EC CORP TW N 2 N N N Contemporary Amperex Technology Co Ltd 300300KINDY1K0E9I032 000000000 9860.00000000 NS 307197.29000000 0.454638756411 Long EC CORP CN N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 1458.00000000 NS 624236.84000000 0.923843633659 Long EC CORP FR N 2 N N N JB Chemicals & Pharmaceuticals Ltd 335800EZQUJ9BB5YBV04 000000000 23513.00000000 NS 597185.04000000 0.883808134939 Long EC CORP IN N 2 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 203379.09000000 NS USD 203379.09000000 0.300992292470 Long STIV RF US N 1 N N N TCS Group Holding PLC 549300XQRN9MR54V1W18 87238U203 46548.00000000 NS USD 17070.36000000 0.025263397479 Long EC CORP CY Y 3 N N N Grupo Aeroportuario del Pacifico SAB de CV 4469000001BZ368XFI90 000000000 23575.00000000 NS 415324.62000000 0.614662547133 Long EC CORP MX N 1 N N N Sunny Optical Technology Group Co Ltd 3003004QIVP0DFVVWM94 000000000 11400.00000000 NS 107308.12000000 0.158811395210 Long EC CORP KY N 2 N N N Kweichow Moutai Co Ltd N/A 000000000 6086.00000000 NS 1397301.33000000 2.067945778439 Long EC CORP CN N 2 N N N Wuliangye Yibin Co Ltd N/A 000000000 37985.00000000 NS 863499.91000000 1.277942670796 Long EC CORP CN N 2 N N N Shenzhen Inovance Technology Co Ltd N/A 000000000 47972.00000000 NS 399188.92000000 0.590782406192 Long EC CORP CN N 2 N N N H World Group Ltd 549300Y5ML31FVN83730 44332N106 9468.00000000 NS USD 346718.16000000 0.513127941616 Long EC CORP KY N 1 N N N Montage Technology Co Ltd N/A 000000000 37700.00000000 NS 338314.42000000 0.500690768414 Long EC CORP CN N 2 N N N Regional SAB de CV N/A 000000000 37604.00000000 NS 292940.88000000 0.433539883718 Long EC CORP MX N 1 N N N Haier Smart Home Co Ltd 3003002BYTNGNJTWSH07 000000000 165855.00000000 NS 501465.52000000 0.742147368539 Long EC CORP CN N 2 N N N Cisarua Mountain Dairy PT TBK N/A 000000000 2260600.00000000 NS 652986.71000000 0.966392202833 Long EC CORP ID N 2 N N N Yandex NV 549300GGZHJ5Q1B18P93 000000000 69200.00000000 NS USD 13106.48000000 0.019397025827 Long EC CORP NL N 3 N N N Eicher Motors Ltd 25490059S64CN2OY7239 000000000 8918.00000000 NS 396072.33000000 0.586169987242 Long EC CORP IN N 2 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 11826.00000000 NS 591713.74000000 0.875710846619 Long EC CORP GB N 2 N N N Sundram Fasteners Ltd 3358003EQ1YWXUE2HH94 000000000 40572.00000000 NS 545483.40000000 0.807291934831 Long EC CORP IN N 2 N N N Godrej Consumer Products Ltd 335800P4GUWLGZFK2D63 000000000 50681.00000000 NS 649964.96000000 0.961920142998 Long EC CORP IN N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 74015.00000000 NS 3970939.02000000 5.876818697974 Long EC CORP KR N 2 N N N LA Opala RG Ltd 335800J393YHF9JT5S63 000000000 82703.00000000 NS 393862.36000000 0.582899326838 Long EC CORP IN N 2 N N N Magnit PJSC 2534009KKPTVL99W2Y12 000000000 34988.00000000 NS 18345.64000000 0.027150756945 Long EC CORP RU N 3 N N N Inner Mongolia Yili Industrial Group Co Ltd 3003002Q2A863JPQFH06 000000000 35300.00000000 NS 143339.69000000 0.212136566719 Long EC CORP CN N 2 N N N Mahindra & Mahindra Financial Services Ltd 3358004E2XAMX9DYZM69 000000000 115468.00000000 NS 397844.40000000 0.588792574509 Long EC CORP IN N 2 N N N Tsingtao Brewery Co Ltd 300300OJ7D0Q1ESE8L15 000000000 72000.00000000 NS 619885.71000000 0.917404148688 Long EC CORP CN N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 43.00000000 NC USD -104914.20000000 -0.15526849673 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets EM Index Futures MESM3 Index 2023-06-16 2162034.20000000 USD -104914.20000000 N N N Wuxi Lead Intelligent Equipment Co Ltd 836800J7WO9E2EF72B65 000000000 35900.00000000 NS 170283.04000000 0.252011564111 Long EC CORP CN N 2 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 1520.00000000 NS USD 335965.60000000 0.497214615991 Long EC CORP US N 1 N N N Telkom Indonesia Persero Tbk PT 529900M5SQZAOKV1PC81 000000000 2684400.00000000 NS 724748.98000000 1.072597271212 Long EC CORP ID N 2 N N N Daikin Industries Ltd 549300Y7FWSTSHMW5Y57 000000000 2500.00000000 NS 474396.49000000 0.702086370161 Long EC CORP JP N 2 N N N Campus Activewear Ltd 3358004PT3NRFB1FYG32 000000000 93123.00000000 NS 340537.77000000 0.503981230641 Long EC CORP IN Y 2 N N N MediaTek Inc 254900UEGBK1I4DM4E14 000000000 32000.00000000 NS 786354.98000000 1.163771497480 Long EC CORP TW N 2 N N N Sungrow Power Supply Co Ltd 30030052IWC7RGVFG505 000000000 14000.00000000 NS 217018.65000000 0.321178253734 Long EC CORP CN N 2 N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 000000000 73500.00000000 NS 381458.81000000 0.564542607132 Long EP CORP BR N 2 N N N Wal-Mart de Mexico SAB de CV N/A 000000000 332432.00000000 NS 1264590.95000000 1.871540132653 Long EC CORP MX N 1 N N N Sun Pharmaceutical Industries Ltd 335800KJ7GE29LB4SS73 000000000 39928.00000000 NS 471096.59000000 0.697202660307 Long EC CORP IN N 2 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 000000000 36725.00000000 NS 713286.62000000 1.055633472163 Long EC CORP IN N 2 N N N Advanced Info Service PCL 529900DU2YW1NO5RMU78 000000000 51500.00000000 NS 312213.28000000 0.462062205543 Long EC CORP TH N 2 N N N Kajaria Ceramics Ltd 3358007XN6AXJ1V67M07 000000000 32046.00000000 NS 491644.61000000 0.727612844784 Long EC CORP IN N 2 N N N Absa Group Ltd 2138006IPPRD4N6XLT30 000000000 29454.00000000 NS 230462.10000000 0.341073980646 Long EC CORP ZA N 2 N N N Wuxi Biologics Cayman Inc 5493001TD2TH6VDTJU11 000000000 25500.00000000 NS 130554.22000000 0.193214621864 Long EC CORP KY Y 2 N N N Bank Central Asia Tbk PT 254900BR956G2OHVOM21 000000000 1957900.00000000 NS 1181450.34000000 1.748495611206 Long EC CORP ID N 2 N N N LG Energy Solution Ltd N/A 000000000 687.00000000 NS 309581.18000000 0.458166810923 Long EC CORP KR N 2 N N N Proya Cosmetics Co Ltd N/A 000000000 38740.00000000 NS 654742.18000000 0.968990222815 Long EC CORP CN N 2 N N N Localiza Rent a Car SA N/A 000000000 26938.00000000 NS 329417.44000000 0.487523621259 Long EC CORP BR N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 6220.00000000 NS 737295.30000000 1.091165284368 Long EC CORP CH N 2 N N N Bank Mandiri Persero Tbk PT 549300RSKQN4Z5ZSGH94 000000000 3260500.00000000 NS 1100229.90000000 1.628292858647 Long EC CORP ID N 2 N N N Samsonite International SA 549300UULS5HYFJSEL12 000000000 185400.00000000 NS 470695.71000000 0.696609375176 Long EC CORP LU Y 2 N N N Maruti Suzuki India Ltd 335800D27PBEESKKD357 000000000 5993.00000000 NS 674779.22000000 0.998644178902 Long EC CORP IN N 2 N N N Bank of the Philippine Islands 549300UW4UH6XT2X8C50 000000000 98440.00000000 NS 175191.12000000 0.259275311091 Long EC CORP PH N 2 N N N Mobile TeleSystems PJSC 2534008FX8EXH1FMJA74 000000000 546960.00000000 NS 21227.82000000 0.031416259193 Long EC CORP RU N 3 N N N Grupo Financiero Banorte SAB de CV N/A 000000000 45150.00000000 NS 362802.93000000 0.536932708350 Long EC CORP MX N 1 N N N Mitra Adiperkasa Tbk PT N/A 000000000 6060500.00000000 NS 717234.28000000 1.061475838914 Long EC CORP ID N 2 N N N NARI Technology Co Ltd N/A 000000000 70885.00000000 NS 273566.30000000 0.404866339895 Long EC CORP CN N 2 N N N VanEck Russia ETF 549300FPRVRCCMKQFC88 92189F403 61600.00000000 NS USD 9609.60000000 0.014221794058 Long EC RF US N 3 N N N Yum China Holdings Inc 529900DO9BYZ7VA3K502 98850P109 15308.00000000 NS USD 864289.68000000 1.279111496376 Long EC CORP US N 1 N N N Eurobank Ergasias Services and Holdings SA JEUVK5RWVJEN8W0C9M24 000000000 245949.00000000 NS 384452.04000000 0.568972458596 Long EC CORP GR N 2 N N N Narayana Hrudayalaya Ltd 3358005539O9QRRIAM19 000000000 34197.00000000 NS 371425.84000000 0.549694243711 Long EC CORP IN Y 2 N N N WEG SA 254900NKQV127YFRO022 000000000 42500.00000000 NS 315066.13000000 0.466284300654 Long EC CORP BR N 2 N N N Bangkok Bank PCL 549300CCL2BKJGMYXV60 000000000 71900.00000000 NS 336464.17000000 0.497952478115 Long EC CORP TH N 2 N N N Bajaj Auto Ltd 335800DLAO5NCNN8G863 000000000 14316.00000000 NS 789897.64000000 1.169014481677 Long EC CORP IN N 2 N N N Kuaishou Technology 300300FCDZBE6UP9ED24 000000000 32800.00000000 NS 222574.12000000 0.329400110027 Long EC CORP KY Y 2 N N N Trip.com Group Ltd 2549004RMYDSRQL4KW41 89677Q107 11407.00000000 NS USD 360233.06000000 0.533129411450 Long EC CORP KY N 1 N N N Delta Electronics Inc 529900UVZWNWGDLJSM52 000000000 131000.00000000 NS 1345233.56000000 1.990887721703 Long EC CORP TW N 2 N N N Central Retail Corp PCL N/A 000000000 202500.00000000 NS 244241.60000000 0.361467047082 Long EC CORP TH N 2 N N N Airports of Thailand PCL 5299006VS4CU6LW0TY22 000000000 106400.00000000 NS 216223.51000000 0.320001480785 Long EC CORP TH N 2 N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 000000000 150300.00000000 NS 394614.16000000 0.584011958454 Long EC CORP BR N 2 N N N Bank for Foreign Trade of Vietnam JSC 2549004TS5QUBFGAWE51 000000000 356000.00000000 NS 1424127.01000000 2.107646629299 Long EC CORP VN N 2 N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 000000000 530016.00000000 NS 15968.07000000 0.023632055761 Long EC CORP RU Y 3 N N N Metro Brands Ltd 894500HOIH518O40VN09 000000000 82540.00000000 NS 948473.71000000 1.403700234476 Long EC CORP IN N 2 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 000000000 232688.00000000 NS 2315797.47000000 3.427280500625 Long EC CORP KY N 2 N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 11146.00000000 NS 463367.12000000 0.685763377661 Long EC CORP GB N 2 N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 1599.00000000 NS 130403.86000000 0.192992095541 Long EC CORP KR N 2 N N N E Ink Holdings Inc 529900UOR451FJJYL571 000000000 161000.00000000 NS 1082326.25000000 1.601796227862 Long EC CORP TW N 2 N N N Raia Drogasil SA N/A 000000000 64660.00000000 NS 361070.27000000 0.534368446186 Long EC CORP BR N 2 N N N Asian Paints Ltd 335800HEHXGYRUNERD75 000000000 10475.00000000 NS 403834.88000000 0.597658226864 Long EC CORP IN N 2 N N N Indian Hotels Co Ltd 33580076CH5SBY5HWA22 000000000 130289.00000000 NS 611896.08000000 0.905579840448 Long EC CORP IN N 2 N N N Cyient Ltd 335800MJOXTUJ22Y4T72 000000000 36519.00000000 NS 572926.88000000 0.847907103080 Long EC CORP IN N 2 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 3387.00000000 NS USD 600345.75000000 0.888485849588 Long EC CORP US N 1 N N N SBI Life Insurance Co Ltd 335800WMVIESQUO95586 000000000 29665.00000000 NS 443279.76000000 0.656034950141 Long EC CORP IN Y 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 404800.00000000 NS 7326002.30000000 10.84216783012 Long EC CORP TW N 2 N N N Jiangsu Hengli Hydraulic Co Ltd N/A 000000000 46276.00000000 NS 355551.13000000 0.526200356728 Long EC CORP CN N 2 N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 924.00000000 NS USD 1144836.00000000 1.694307965201 Long EC CORP US N 1 N N N ICICI Bank Ltd R7RX8ER1V4666J8D1I38 000000000 106065.00000000 NS 1215669.37000000 1.799138301592 Long EC CORP IN N 2 N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 000000000 173002.00000000 NS 804485.45000000 1.190603812094 Long EC CORP CN N 2 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 38600.00000000 NS 371069.40000000 0.549166727865 Long EC CORP HK N 2 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 43284.00000000 NS 1712934.61000000 2.535069436663 Long EC CORP KY N 2 N N N Sinbon Electronics Co Ltd N/A 000000000 90000.00000000 NS 1053469.48000000 1.559089451292 Long EC CORP TW N 2 N N N Dabur India Ltd 335800MJPUA2E1FSFL38 000000000 53844.00000000 NS 360255.81000000 0.533163080470 Long EC CORP IN N 2 N N N Ambev SA 549300TH5Q6VRP8OT012 000000000 94400.00000000 NS 268130.01000000 0.396820864868 Long EC CORP BR N 2 N N N NAVER Corp 988400ULUQYDB2HQYJ61 000000000 839.00000000 NS 125941.64000000 0.186388202155 Long EC CORP KR N 2 N N N Meituan 21380033K525E5JLIA77 000000000 14457.00000000 NS 202994.74000000 0.300423471026 Long EC CORP KY Y 2 N N N Titan Co Ltd 549300RO9VJWPK37FE54 000000000 14622.00000000 NS 497724.63000000 0.736611012482 Long EC CORP IN N 2 N N N Phu Nhuan Jewelry JSC N/A 000000000 186433.00000000 NS 562575.97000000 0.832588202154 Long EC CORP VN N 2 N N N SRF Ltd 335800436F28GT8ZW506 000000000 14878.00000000 NS 451090.49000000 0.667594494087 Long EC CORP IN N 2 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 362013369 1104.71000000 NS USD 5523.55000000 0.008174616068 Long STIV RF US N 1 N N N China Resources Land Ltd 5299001HL0TU7X15HK51 000000000 68000.00000000 NS 254520.96000000 0.376680057089 Long EC CORP KY N 2 N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 000000000 1521000.00000000 NS 972954.20000000 1.439930305158 Long EC CORP CN N 2 N N N 2023-09-01 GMO TRUST Betty Maganzini Betty Maganzini Treasurer XXXX