# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019495
**Filing Date:** 2025-10
**Character Count:** 18462
**Document Hash:** 2fdca0bd402d93bb63780dd3ddbd7a90
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019495.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019495

**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:** 251428548

**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 Small Cap Quality Fund (Series ID: S000077554)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238037 | Class R6     | GMBVX           |
| C000238038 | Class IV     | GMSQX           |
| C000238039 | Class I      | GMAYX           |
| C000238041 | Class III    | GMAWX           |
| C000238042 | Class VI     | GSBGX           |

## 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 Small Cap Quality Fund

- **b. EDGAR series identifier (if any):** S000077554

- **c. LEI of Series:** 549300BRUDL08K13VQ63

**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:** $604271997.54

**Total Liabilities:** $543563.96

**Net Assets:** $603728433.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238037 | 2.79%                | 1.23%                | 1.00%                |
| Class ID C000238042 | 2.83%                | 1.21%                | 1.04%                |
| Class ID C000238038 | 2.84%                | 1.17%                | 1.04%                |
| Class ID C000238039 | 2.84%                | 1.18%                | 1.04%                |
| Class ID C000238041 | 2.79%                | 1.23%                | 1.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5930011.33              | $9475869.75                                |
| Month 2  | $-72848.62               | $7130765.43                                |
| Month 3  | $2419074.05              | $3490616.14                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Marzetti Company/The                | Marzetti Company/The                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |    122278 | NS      | $22327962.80  | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc         | Jack Henry & Associates Inc                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |    113364 | NS      | $18507806.64  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                         | Trex Co Inc                                           | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302942 | NS      | $18670315.46  | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co          | Preformed Line Products Co                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |     32855 | NS      | $6277604.85   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                    | RBC Bearings Inc                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46038 | NS      | $17952978.48  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                   | Brown-Forman Corp                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    109273 | NS      | $3271633.62   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc | Ollie's Bargain Outlet Holdings Inc                   | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |    153398 | NS      | $19457002.32  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                             | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    563254 | NS      | $22028863.94  | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc              | Power Integrations Inc                                | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     77877 | NS      | $3512252.70   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                    | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    151224 | NS      | $17268268.56  | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                  | Cohen & Steers Inc                                    | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |    137410 | NS      | $10149102.60  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                        | Allegion plc                                          | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |    146065 | NS      | $24801837.00  | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                        | Balchem Corp                                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |    149300 | NS      | $24200037.00  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                         | Bruker Corp                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    197323 | NS      | $6705035.54   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                          | Kadant Inc                                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     26563 | NS      | $8587286.64   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                        | Woodward Inc                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     91192 | NS      | $22508009.44  | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc              | Dolby Laboratories Inc                                | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |    282808 | NS      | $20271677.44  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                  | Houlihan Lokey Inc                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     70611 | NS      | $14069241.75  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                          | Cactus Inc                                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    194968 | NS      | $8178907.60   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp              | Universal Display Corp                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110984 | NS      | $15381272.56  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                  | Globus Medical Inc                                    | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    298964 | NS      | $18317524.28  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                    | Badger Meter Inc                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     38945 | NS      | $7123819.40   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc            | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    122315 | NS      | $9790092.60   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp    | Booz Allen Hamilton Holding Corp                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |    148378 | NS      | $16131656.16  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                        | Entegris Inc                                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |    136550 | NS      | $11434697.00  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                | Medpace Holdings Inc                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     14296 | NS      | $6797890.96   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                      | AptarGroup Inc                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    163650 | NS      | $22791535.50  | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                            | Fabrinet                                              | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     71011 | NS      | $23525234.19  | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                    | ACV Auctions Inc                                      | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    211395 | NS      | $2464865.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                    | Malibu Boats Inc                                      | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    292486 | NS      | $9710535.20   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                         | Masimo Corp                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    101482 | NS      | $14178050.22  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                      | PriceSmart Inc                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    204411 | NS      | $21925123.86  | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The               | New York Times Co/The                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    482200 | NS      | $28854848.00  | 4.78%             |  |  |  | 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        |    633704 | NS      | $633703.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                   | Clean Harbors Inc                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     31249 | NS      | $7568820.29   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc     | Installed Building Products Inc                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     35973 | NS      | $9418450.86   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp              | Acushnet Holdings Corp                                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |    132747 | NS      | $10175057.55  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                            | XPEL Inc                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |    138785 | NS      | $5157250.60   | 0.85%             |  |  |  | Yes           |                  1 | On Loan: No      |
| StepStone Group Inc                 | StepStone Group Inc                                   | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    251628 | NS      | $15616033.68  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                            | AAON Inc                                              | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263273 | NS      | $21838495.35  | 3.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                  | FTI Consulting Inc                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |    121233 | NS      | $20444733.12  | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   3188968 | NS      | $15976731.35  | 2.65%             |  |  |  | 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