# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041729
**Filing Date:** 2026-4
**Character Count:** 16517
**Document Hash:** a4346388c95445ff68ae202d83245d25
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041729.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**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:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911188

**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-Usonian Japan Value Creation Fund (Series ID: S000069850)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000222625 | Class III    | GMAKX           |
| C000222627 | Class VI     | GMAHX           |
| C000222630 | Class I      | GMIIX           |

## 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-Usonian Japan Value Creation Fund

- **b. EDGAR series identifier (if any):** S000069850

- **c. LEI of Series:** 549300000UZYKHHPND29

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $299732080.85

**Total Liabilities:** $3805407.83

**Net Assets:** $295926673.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222630 | 0.86%                | 5.33%                | 12.87%               |
| Class ID C000222627 | 0.88%                | 5.35%                | 12.87%               |
| Class ID C000222625 | 0.85%                | 5.35%                | 12.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-751872.14              | $2221215.40                                |
| Month 2  | $3003715.48              | $10413829.10                               |
| Month 3  | $3655441.48              | $30667856.18                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXEO Group Inc                      | EXEO Group Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    191100 | NS      | $3661822.30   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu Inc                          | Sankyu Inc                                            | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |    143900 | NS      | $9256032.23   | 3.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruichi Steel Tube Ltd             | Maruichi Steel Tube Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    537400 | NS      | $5591358.97   | 1.89%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc             | H.U. Group Holdings Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    598200 | NS      | $12866596.39  | 4.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd             | Daiwabo Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    398400 | NS      | $8151198.95   | 2.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                      | Kanematsu Corp                                        | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |    872000 | NS      | $13707973.05  | 4.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeol Ltd                            | Jeol Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    256100 | NS      | $11258237.28  | 3.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraftia Corp                        | Kraftia Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65900 | NS      | $4458399.98   | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                    | T&D Holdings Inc                                      | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |    364300 | NS      | $9811488.86   | 3.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc     | Sumitomo Mitsui Trust Group Inc                       | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |    357100 | NS      | $12451677.61  | 4.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Musashi Seimitsu Industry Co Ltd    | Musashi Seimitsu Industry Co Ltd                      | CUSIP: 000000000<br>LEI: 353800J742CBBV9MSZ43 | Long             | EC               | CORP              | JP        |     31200 | NS      | $622390.45    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co Ltd                          | THK Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    195200 | NS      | $7027105.82   | 2.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                | Macnica Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    155300 | NS      | $2744704.76   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosei Corp                          | Tosei Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    335400 | NS      | $3541696.42   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co Ltd/Japan             | Morinaga & Co Ltd/Japan                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    267000 | NS      | $4942868.62   | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd                        | NH Foods Ltd                                          | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |    229600 | NS      | $10526804.82  | 3.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc             | Sega Sammy Holdings Inc                               | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |    561000 | NS      | $9388698.73   | 3.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Denka Co Ltd                        | Denka Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |    314400 | NS      | $7401433.05   | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                          | SUMCO Corp                                            | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |    493100 | NS      | $5738070.34   | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                     | Fuji Corp/Aichi                                       | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |    329600 | NS      | $12814596.00  | 4.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co Ltd                | Credit Saison Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |    316800 | NS      | $9646090.05   | 3.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp              | FUJIFILM Holdings Corp                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |    521200 | NS      | $10717961.06  | 3.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    374500 | NS      | $14131972.76  | 4.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                          | Maxell Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    286700 | NS      | $4198324.32   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                    | Isuzu Motors Ltd                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    522900 | NS      | $9745788.21   | 3.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp            | Mitsubishi Electric Corp                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    394900 | NS      | $15031078.82  | 5.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                            | TOTO Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    327100 | NS      | $12747262.48  | 4.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta-Ocean Construction Co Ltd     | Penta-Ocean Construction Co Ltd                       | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |    754900 | NS      | $10259842.45  | 3.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd             | Stanley Electric Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    214600 | NS      | $4525427.33   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                             | AGC Inc                                               | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |    230800 | NS      | $10236216.28  | 3.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                         | Yamaha Corp                                           | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |    784300 | NS      | $6078091.34   | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenkoku Hosho Co Ltd                | Zenkoku Hosho Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |    319200 | NS      | $6573142.80   | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors        | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    793882 | NS      | $793882.13    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                            | NEC Corp                                              | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    195400 | NS      | $5417128.84   | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corp                         | Mizuno Corp                                           | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |    443900 | NS      | $11530407.60  | 3.90%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO US Treasury Fund                | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   1067777 | NS      | $5349560.60   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd               | Kirin Holdings Co Ltd                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    173400 | NS      | $3009828.25   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-26

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer