# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041693
**Filing Date:** 2026-4
**Character Count:** 18798
**Document Hash:** eba0725a001eca13b7baaa7cc3a1998b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041693.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041693

**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:** 26911152

**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:** 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:** $688503802.88

**Total Liabilities:** $620509.42

**Net Assets:** $687883293.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238037 | -1.08%               | 7.03%                | 2.55%                |
| Class ID C000238042 | -1.09%               | 7.06%                | 2.58%                |
| Class ID C000238038 | -1.11%               | 7.07%                | 2.55%                |
| Class ID C000238039 | -1.12%               | 7.07%                | 2.55%                |
| Class ID C000238041 | -1.10%               | 7.03%                | 2.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5590982.62              | $-12901992.02                              |
| Month 2  | $9127090.13              | $34298681.74                               |
| Month 3  | $2811314.37              | $13948579.95                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EPAM Systems Inc                    | EPAM Systems Inc                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     48825 | NS      | $6884325.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                | Marzetti Company/The                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |    127359 | NS      | $20930178.06  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc         | Jack Henry & Associates Inc                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |    138704 | NS      | $22533851.84  | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                         | Trex Co Inc                                           | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    410604 | NS      | $17007217.68  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co          | Preformed Line Products Co                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |     27108 | NS      | $6875944.20   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                    | RBC Bearings Inc                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43680 | NS      | $25156185.60  | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc          | Coca-Cola Consolidated Inc                            | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     72318 | NS      | $14637163.20  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                   | Brown-Forman Corp                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    113814 | NS      | $3284672.04   | 0.48%             |  |  |  | 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        |    209563 | NS      | $22444197.30  | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                             | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    610853 | NS      | $25564198.05  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                    | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    157508 | NS      | $22227528.96  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                  | Cohen & Steers Inc                                    | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |    210351 | NS      | $14066171.37  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                        | Allegion plc                                          | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |    134812 | NS      | $21724953.80  | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                        | Balchem Corp                                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |    155504 | NS      | $28213090.72  | 4.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                         | Bruker Corp                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    205523 | NS      | $8243527.53   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                          | Kadant Inc                                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     57048 | NS      | $19348970.16  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                        | Woodward Inc                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     40113 | NS      | $15514103.88  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc              | Dolby Laboratories Inc                                | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |    294560 | NS      | $19608859.20  | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                  | Houlihan Lokey Inc                                    | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     73546 | NS      | $12044628.42  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                          | Cactus Inc                                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    239660 | NS      | $12941640.00  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp              | Universal Display Corp                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110720 | NS      | $11812716.80  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                  | Globus Medical Inc                                    | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    293448 | NS      | $28012546.08  | 4.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                    | Badger Meter Inc                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |    116077 | NS      | $17693617.11  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc            | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    206834 | NS      | $17086556.74  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp    | Booz Allen Hamilton Holding Corp                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |    185283 | NS      | $14605858.89  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                        | Entegris Inc                                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |    133208 | NS      | $17643399.60  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                         | CorVel Corp                                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47924 | NS      | $2471919.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                      | AptarGroup Inc                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    170451 | NS      | $24495513.21  | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                            | Fabrinet                                              | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     29649 | NS      | $16177383.87  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                 | Landstar System Inc                                   | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     42892 | NS      | $6989251.40   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                    | ACV Auctions Inc                                      | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    289535 | NS      | $1407140.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                    | Malibu Boats Inc                                      | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200559 | NS      | $5828244.54   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                      | PriceSmart Inc                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    188566 | NS      | $29156074.92  | 4.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The               | New York Times Co/The                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    363391 | NS      | $28994967.89  | 4.22%             |  |  |  | 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        |    287147 | NS      | $287146.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                   | Clean Harbors Inc                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     82962 | NS      | $24324458.40  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc     | Installed Building Products Inc                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     12832 | NS      | $4205816.32   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp              | Acushnet Holdings Corp                                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |    138262 | NS      | $14148350.46  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                            | XPEL Inc                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |    144552 | NS      | $6160806.24   | 0.90%             |  |  |  | Yes           |                  1 | On Loan: No      |
| StepStone Group Inc                 | StepStone Group Inc                                   | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262084 | NS      | $11306303.76  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                            | AAON Inc                                              | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249619 | NS      | $25261442.80  | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                  | FTI Consulting Inc                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |    126270 | NS      | $20761313.40  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   3841082 | NS      | $19243819.23  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer