# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019475
**Filing Date:** 2025-10
**Character Count:** 6521
**Document Hash:** 6940189ba2b511defac99a66cf474967
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019475.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019475

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GMO TRUST
- **CENTRAL INDEX KEY:** 0000772129

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 251428504

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6173467646

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GMO CORE TRUST
- **DATE OF NAME CHANGE:** 19900927

## Series and Classes Contracts Data

### GMO Benchmark-Free Allocation Fund (Series ID: S000005485)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014927 | Class III    | GBMFX           |
| C000109350 | Class IV     | GBMBX           |
| C000213372 | Class I      | GBMIX           |
| C000213373 | Class R6     | GBMSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** GMO TRUST

- **b. Investment Company Act file number:** 811-04347

- **c. CIK number of Registrant:** 0000772129

- **d. LEI of Registrant:** 549300Y2Q6TQD4HU5C66

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 53 State Street, 33rd Floor

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-346-7646

**Item A.2. Information about the Series.**

- **a. Name of Series:** GMO Benchmark-Free Allocation Fund

- **b. EDGAR series identifier (if any):** S000005485

- **c. LEI of Series:** JROIJZODPR8PSX12FZ19

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2353958307.45

**Total Liabilities:** $1929271.91

**Net Assets:** $2352029035.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213373 | 2.53%                | 0.67%                | 4.05%                |
| Class ID C000014927 | 2.56%                | 0.62%                | 4.05%                |
| Class ID C000109350 | 2.56%                | 0.65%                | 4.08%                |
| Class ID C000213372 | 2.53%                | 0.67%                | 4.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1819648.72              | $56444899.64                               |
| Month 2  | $3324294.00              | $-13726213.92                              |
| Month 3  | $1905144.11              | $91248331.53                               |

### Schedule of Portfolio Investments

| Name                            | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GMO High Yield Fund             | GMO High Yield Fund                                   | CUSIP: 362014532<br>LEI: 5493003UZ8Q1SLUPQX65 | Long             | EC               | RF                | US        |   1385306 | NS      | $24672291.65   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Opportunistic Income Fund   | GMO Opportunistic Income Fund                         | CUSIP: 362013112<br>LEI: 5493000NQRD0885G4P95 | Long             | EC               | RF                | US        |   1875196 | NS      | $45811047.17   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Climate Change Fund         | GMO Climate Change Fund                               | CUSIP: 362014615<br>LEI: 549300YHGBL4FWUNIF94 | Long             | EC               | RF                | US        |   1112297 | NS      | $25282514.56   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Emerging Country Debt       | GMO Emerging Country Debt                             | CUSIP: 36262F103<br>LEI: KCRGSH2QB4OQ3874HQ90 | Long             | EC               | RF                | US        |   2230741 | NS      | $48540932.65   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors    | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |   3379973 | NS      | $3379972.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Alternative Allocation Fund | GMO Alternative Allocation Fund                       | CUSIP: 362014466<br>LEI: 549300NEZ72NVUM4S865 | Long             | EC               | RF                | US        |  16992115 | NS      | $304158864.50  | 12.93%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO Implementation Fund         | GMO Implementation Fund                               | CUSIP: 362014508<br>LEI: EJTCG40ZNRD9J2UWZ659 | Long             | EC               | RF                | US        | 129362503 | NS      | $1901628789.88 | 80.85%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-16

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer