# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019469
**Filing Date:** 2025-10
**Character Count:** 10581
**Document Hash:** 84019df2d238abf35fc30869564c0750
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019469.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019469

**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:** 251428498

**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 Global Asset Allocation Fund (Series ID: S000005487)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014933 | Class III    | GMWAX           |
| C000213376 | Class R6     | GMWRX           |
| C000213377 | Class I      | GMOOX           |

## 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 Global Asset Allocation Fund

- **b. EDGAR series identifier (if any):** S000005487

- **c. LEI of Series:** SOY8WGQFE5GBWE78U387

**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:** $434354151.66

**Total Liabilities:** $101434.97

**Net Assets:** $434252716.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213376 | 3.29%                | 0.41%                | 3.66%                |
| Class ID C000014933 | 3.29%                | 0.41%                | 3.68%                |
| Class ID C000213377 | 3.26%                | 0.41%                | 3.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $74408.76                | $9260976.73                                |
| Month 2  | $0.00                    | $-3789077.15                               |
| Month 3  | $343286.74               | $15165572.61                               |

### 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        |   1438421 | NS      | $31041119.07  | 7.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO International Opportunistic Value Fund | GMO International Opportunistic Value Fund            | CUSIP: 36262F509<br>LEI: 549300KLH1QUHZ9NXR88 | Long             | EC               | RF                | US        |   1789132 | NS      | $30844634.15  | 7.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Equity Fund                         | GMO US Equity Fund                                    | CUSIP: 362013625<br>LEI: 5493004KYM8L0UCFW658 | Long             | EC               | RF                | US        |   2568285 | NS      | $35545062.60  | 8.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO International Equity Fund              | GMO International Equity Fund                         | CUSIP: 362008831<br>LEI: 549300GUNRPC30EDRZ54 | Long             | EC               | RF                | US        |   2056667 | NS      | $65443135.83  | 15.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Small Cap Value Fund                | GMO US Small Cap Value Fund                           | CUSIP: 36256V874<br>LEI: 549300326MS588AE2709 | Long             | EC               | RF                | US        |    375637 | NS      | $8440553.01   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Opportunistic Income Fund              | GMO Opportunistic Income Fund                         | CUSIP: 362013112<br>LEI: 5493000NQRD0885G4P95 | Long             | EC               | RF                | US        |    157530 | NS      | $3848458.29   | 0.89%             |  |  |  | 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        |   1073697 | NS      | $26337782.72  | 6.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Small Cap Quality Fund                 | GMO Small Cap Quality Fund                            | CUSIP: 36256V494<br>LEI: 549300BRUDL08K13VQ63 | Long             | EC               | RF                | US        |    546921 | NS      | $12748722.80  | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Resources Fund                         | GMO Resources Fund                                    | CUSIP: 362014409<br>LEI: 549300RZ6MOU726M7F60 | Long             | EC               | RF                | US        |    413356 | NS      | $8345649.58   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Asset Allocation Bond Fund             | GMO Asset Allocation Bond Fund                        | CUSIP: 362013377<br>LEI: XMFQA7127YTH95F0NH19 | Long             | EC               | RF                | US        |   1389777 | NS      | $26016617.02  | 5.99%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Climate Change Fund                    | GMO Climate Change Fund                               | CUSIP: 362014615<br>LEI: 549300YHGBL4FWUNIF94 | Long             | EC               | RF                | US        |    167262 | NS      | $3801872.37   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Quality Fund                           | GMO Quality Fund                                      | CUSIP: 362008229<br>LEI: 549300AFPJUDV7V43T32 | Long             | EC               | RF                | US        |    373677 | NS      | $12974081.34  | 2.99%             |  |  |  | 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        |   2926251 | NS      | $51706863.05  | 11.91%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO Emerging Markets Fund                  | GMO Emerging Markets Fund                             | CUSIP: 362008278<br>LEI: DOSKAMXF8YE41HIDZR39 | Long             | EC               | RF                | US        |    941707 | NS      | $26348967.79  | 6.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Emerging Country Debt                  | GMO Emerging Country Debt                             | CUSIP: 36262F103<br>LEI: KCRGSH2QB4OQ3874HQ90 | Long             | EC               | RF                | US        |    619078 | NS      | $13471128.01  | 3.10%             |  |  |  | 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        |    148672 | NS      | $148671.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Alternative Allocation Fund            | GMO Alternative Allocation Fund                       | CUSIP: 362014466<br>LEI: 549300NEZ72NVUM4S865 | Long             | EC               | RF                | US        |   3160879 | NS      | $56579737.09  | 13.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                       | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |   1394868 | NS      | $6988286.55   | 1.61%             |  |  |  | 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        |    997368 | NS      | $13294921.31  | 3.06%             |  |  |  | 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