# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019471
**Filing Date:** 2025-10
**Character Count:** 11482
**Document Hash:** 59e379cadb81ca1b54ce7d055e494d91
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019471.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019471

**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:** 251428500

**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 Strategic Opportunities Allocation Fund (Series ID: S000005489)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014937 | Class III    | GBATX           |

## 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 Strategic Opportunities Allocation Fund

- **b. EDGAR series identifier (if any):** S000005489

- **c. LEI of Series:** 549300GFBONLYCZNPD85

**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:** $60285671.55

**Total Liabilities:** $104873.56

**Net Assets:** $60180797.99

**Cash Not Reported:** $1905.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014937 | 3.23%                | 0.50%                | 3.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2608494.84              | $-622498.54                                |
| Month 2  | $1007573.80              | $-1742728.69                               |
| Month 3  | $5154682.82              | $-1732623.71                               |

### 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 US Opportunistic Value Fund            | GMO US Opportunistic Value Fund                       | CUSIP: 36256V437<br>LEI: 549300D1IT1TGIT5NX36 | Long             | EC               | RF                | US        |    235013 | NS      | $5071570.96   | 8.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99975.12     | 0.17%             | 2027-07-31      | Floating      | 4.30%                 | No            |                  1 | On Loan: No      |
| GMO International Opportunistic Value Fund | GMO International Opportunistic Value Fund            | CUSIP: 36262F509<br>LEI: 549300KLH1QUHZ9NXR88 | Long             | EC               | RF                | US        |    285458 | NS      | $4921288.28   | 8.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Equity Fund                         | GMO US Equity Fund                                    | CUSIP: 362013625<br>LEI: 5493004KYM8L0UCFW658 | Long             | EC               | RF                | US        |    364114 | NS      | $5039333.12   | 8.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO International Equity Fund              | GMO International Equity Fund                         | CUSIP: 362008831<br>LEI: 549300GUNRPC30EDRZ54 | Long             | EC               | RF                | US        |    328283 | NS      | $10445952.65  | 17.36%            |  |  |  | No            |                  1 | On Loan: No      |
| UNTRADE.CHINA ZHONGWANG                    | UNTRADE.CHINA ZHONGWANG                               | CUSIP: 000000000<br>LEI: 529900J21TD2P9K4YC63 | Long             | EC               | CORP              | HK        |    286000 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                     | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100020.86    | 0.17%             | 2026-04-30      | Floating      | 4.29%                 | No            |                  1 | On Loan: No      |
| GMO-Usonian Japan Value Creation Fund      | GMO-Usonian Japan Value Creation Fund                 | CUSIP: 36256V643<br>LEI: 549300000UZYKHHPND29 | Long             | EC               | RF                | US        |    170806 | NS      | $4189860.34   | 6.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Small Cap Quality Fund                 | GMO Small Cap Quality Fund                            | CUSIP: 36256V494<br>LEI: 549300BRUDL08K13VQ63 | Long             | EC               | RF                | US        |     92110 | NS      | $2147084.47   | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Resources Fund                         | GMO Resources Fund                                    | CUSIP: 362014409<br>LEI: 549300RZ6MOU726M7F60 | Long             | EC               | RF                | US        |     72818 | NS      | $1470188.43   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Asset Allocation Bond Fund             | GMO Asset Allocation Bond Fund                        | CUSIP: 362013377<br>LEI: XMFQA7127YTH95F0NH19 | Long             | EC               | RF                | US        |    190849 | NS      | $3572692.34   | 5.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Climate Change Fund                    | GMO Climate Change Fund                               | CUSIP: 362014615<br>LEI: 549300YHGBL4FWUNIF94 | Long             | EC               | RF                | US        |     32347 | NS      | $735252.72    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Quality Fund                           | GMO Quality Fund                                      | CUSIP: 362008229<br>LEI: 549300AFPJUDV7V43T32 | Long             | EC               | RF                | US        |     61459 | NS      | $2133847.63   | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Multi-Sector Fixed Income Fund         | GMO Multi-Sector Fixed Income Fund                    | CUSIP: 362008120<br>LEI: BC8D6LTQTCM32RRYZ044 | Long             | EC               | RF                | US        |    119558 | NS      | $2112592.23   | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Emerging Markets Fund                  | GMO Emerging Markets Fund                             | CUSIP: 362008278<br>LEI: DOSKAMXF8YE41HIDZR39 | Long             | EC               | RF                | US        |    128026 | NS      | $3582172.88   | 5.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                | LUKOIL PJSC                                           | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      2505 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Novatek PJSC                               | Novatek PJSC                                          | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |      5410 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GMO Emerging Country Debt                  | GMO Emerging Country Debt                             | CUSIP: 36262F103<br>LEI: KCRGSH2QB4OQ3874HQ90 | Long             | EC               | RF                | US        |     97839 | NS      | $2128984.91   | 3.54%             |  |  |  | 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        |    269797 | NS      | $269797.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Alternative Allocation Fund            | GMO Alternative Allocation Fund                       | CUSIP: 362014466<br>LEI: 549300NEZ72NVUM4S865 | Long             | EC               | RF                | US        |    508087 | NS      | $9094763.03   | 15.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                       | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |    335118 | NS      | $1678941.87   | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Emerging Markets ex-China Fund         | GMO Emerging Markets ex-China Fund                    | CUSIP: 36256V551<br>LEI: 549300175HXW4M6BSD82 | Long             | EC               | RF                | US        |    106054 | NS      | $1413695.70   | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-06

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer