# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041723
**Filing Date:** 2026-4
**Character Count:** 21142
**Document Hash:** da71ce6edfd06a25262c92e8f7f8a25c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041723.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041723

**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:** 26911181

**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 Quality Fund (Series ID: S000004084)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011437 | Class III    | GQETX           |
| C000011438 | Class IV     | GQEFX           |
| C000011440 | Class VI     | GQLOX           |
| C000213356 | Class I      | GQLIX           |
| C000213357 | Class R6     | GQESX           |

## 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 Quality Fund

- **b. EDGAR series identifier (if any):** S000004084

- **c. LEI of Series:** 549300AFPJUDV7V43T32

**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:** $12123667086.47

**Total Liabilities:** $13768701.77

**Net Assets:** $12109898384.70

**Cash Not Reported:** $3118902.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011440 | 0.98%                | 1.46%                | -0.99%               |
| Class ID C000011437 | 0.97%                | 1.46%                | -0.99%               |
| Class ID C000213356 | 0.96%                | 1.43%                | -0.96%               |
| Class ID C000213357 | 0.99%                | 1.43%                | -0.99%               |
| Class ID C000011438 | 0.97%                | 1.48%                | -0.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $65622526.95             | $39603072.86                               |
| Month 2  | $191203070.68            | $-24849543.56                              |
| Month 3  | $55222019.51             | $-180429169.11                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LVMH Moet Hennessy Louis Vuitton SE       | LVMH Moet Hennessy Louis Vuitton SE                   | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |    265729 | NS      | $169806229.35 | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                            | Salesforce Inc                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |   1438139 | NS      | $280135095.81 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                             | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |   1250423 | NS      | $260988288.56 | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                         | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   2119707 | NS      | $526598810.01 | 4.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                    | UnitedHealth Group Inc                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    926239 | NS      | $271638111.53 | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                           | ASML Holding NV                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     75130 | NS      | $109269684.45 | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                          | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    819492 | NS      | $66747623.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc             | Hilton Worldwide Holdings Inc                         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    702729 | NS      | $219096847.62 | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                    | SAP SE                                                | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |   1288153 | NS      | $258780007.63 | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                      | Tradeweb Markets Inc                                  | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    781093 | NS      | $96273617.72  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                       | Amadeus IT Group SA                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |   1186862 | NS      | $73409732.15  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc              | Thermo Fisher Scientific Inc                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    762123 | NS      | $397149916.53 | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada         | Constellation Software Inc/Canada                     | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |     26047 | NS      | $48132862.45  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                     | Uber Technologies Inc                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |   2243194 | NS      | $169181691.48 | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                     | Texas Instruments Inc                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   1490013 | NS      | $316046657.43 | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                              | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   2010537 | NS      | $626805015.12 | 5.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                  | Visa Inc                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    855637 | NS      | $273923629.18 | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                       | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    759284 | NS      | $242970880.00 | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                         | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |   2045200 | NS      | $478351828.00 | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                          | Novo Nordisk A/S                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |   1832254 | NS      | $69302307.96  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                            | Microsoft Corp                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1619900 | NS      | $636199526.00 | 5.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                  | Constellation Brands Inc                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |   1206235 | NS      | $190416257.10 | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                              | Unilever PLC                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |   3367245 | NS      | $247432158.36 | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                           | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    569182 | NS      | $164960327.24 | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                         | Compass Group PLC                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |   7288028 | NS      | $223184719.68 | 1.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                          | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   2808106 | NS      | $229029125.36 | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                 | Nestle SA                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |   1730657 | NS      | $189092274.87 | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                           | TJX Cos Inc/The                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |   1187782 | NS      | $192016838.12 | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                    | Intuitive Surgical Inc                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    372228 | NS      | $187420520.28 | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                            | Mastercard Inc                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    194746 | NS      | $100724578.66 | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                              | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    855462 | NS      | $273362882.10 | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                | US Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   5530510 | NS      | $302297676.60 | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                       | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |   2618724 | NS      | $304688537.40 | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                        | Meta Platforms Inc                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    876664 | NS      | $568236071.52 | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                | Magnum Ice Cream Co NV/The                            | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |    765283 | NS      | $12118177.18  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                | Diageo PLC                                            | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |   5561834 | NS      | $124732682.71 | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                | Haleon PLC                                            | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |  42985766 | NS      | $235946225.19 | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                  | KLA Corp                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |    122504 | NS      | $186763473.20 | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                           | Knorr-Bremse AG                                       | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |    449203 | NS      | $58794497.10  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                 | Apple Inc                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   2027865 | NS      | $535721375.70 | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                      | Dassault Systemes SE                                  | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |   4153342 | NS      | $90953031.93  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd | Taiwan Semiconductor Manufacturing Co Ltd             | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |   9837311 | NS      | $613830122.53 | 5.07%             |  |  |  | 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        |  52467933 | NS      | $52467933.25  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                            | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1926143 | NS      | $238495026.26 | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                 | Safran SA                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |    688891 | NS      | $277443107.14 | 2.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                     | Quest Diagnostics Inc                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |    568962 | NS      | $120568737.42 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                            | Eli Lilly & Co                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    220220 | NS      | $231669237.80 | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                            | Amazon.com Inc                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1794119 | NS      | $376764990.00 | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                      | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |  36109124 | NS      | $180906708.87 | 1.49%             |  |  |  | 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