# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019498
**Filing Date:** 2025-10
**Character Count:** 5814
**Document Hash:** 8670038426667846ccb88a28ef791ca4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019498.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019498

**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:** 251428551

**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 Multi-Asset Credit Fund (Series ID: S000089451)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000256007 | Class IV     | GMCHX           |

## 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 Multi-Asset Credit Fund

- **b. EDGAR series identifier (if any):** S000089451

- **c. LEI of Series:** 254900NDOCRVMLSIFM30

**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:** $11254760.49

**Total Liabilities:** $72101.22

**Net Assets:** $11182659.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256007 | 1.59%                | 0.39%                | 1.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16833.54                | $131715.15                                 |
| Month 2  | $6860.00                 | $-20067.33                                 |
| Month 3  | $8484.33                 | $124048.17                                 |

### 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        |     62857 | NS      | $1119480.37   | 10.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO Systematic Investment Grade Credit ETF | GMO Systematic Investment Grade Credit ETF            | CUSIP: 90139K506<br>LEI: 52990090VBSWJKNRAL31 | Long             | EC               | RF                | US        |     43120 | NS      | $1100840.66   | 9.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Opportunistic Income Fund              | GMO Opportunistic Income Fund                         | CUSIP: 362013112<br>LEI: 5493000NQRD0885G4P95 | Long             | EC               | RF                | US        |    201563 | NS      | $4924193.52   | 44.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO MAC Implementation Fund                | GMO MAC Implementation Fund                           | CUSIP: 36256V254<br>LEI: 254900KE2CPRURIE5P51 | Long             | EC               | RF                | US        |    187687 | NS      | $1989477.66   | 17.79%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO Emerging Country Debt                  | GMO Emerging Country Debt                             | CUSIP: 36262F103<br>LEI: KCRGSH2QB4OQ3874HQ90 | Long             | EC               | RF                | US        |     79812 | NS      | $1736713.32   | 15.53%            |  |  |  | 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        |    347345 | NS      | $347344.70    | 3.11%             |  |  |  | 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