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<PAGE> PAGE 2
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<PAGE> PAGE 7
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<PAGE> PAGE 12
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<PAGE> PAGE 15
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<PAGE> PAGE 16
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<PAGE> PAGE 17
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<PAGE> PAGE 21
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<PAGE> PAGE 22
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<PAGE> PAGE 24
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<PAGE> PAGE 25
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<PAGE> PAGE 26
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<PAGE> PAGE 27
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<PAGE> PAGE 28
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<PAGE> PAGE 29
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<PAGE> PAGE 30
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<PAGE> PAGE 31
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<PAGE> PAGE 33
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<PAGE> PAGE 34
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<PAGE> PAGE 35
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<PAGE> PAGE 36
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<PAGE> PAGE 37
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<PAGE> PAGE 38
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<PAGE> PAGE 39
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<PAGE> PAGE 40
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<PAGE> PAGE 41
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<PAGE> PAGE 42
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<PAGE> PAGE 43
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<PAGE> PAGE 44
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<PAGE> PAGE 45
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<PAGE> PAGE 46
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<PAGE> PAGE 47
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<PAGE> PAGE 48
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<PAGE> PAGE 49
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<PAGE> PAGE 50
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<PAGE> PAGE 51
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<PAGE> PAGE 52
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<PAGE> PAGE 53
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<PAGE> PAGE 54
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<PAGE> PAGE 55
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<PAGE> PAGE 56
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<PAGE> PAGE 57
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<PAGE> PAGE 58
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<PAGE> PAGE 59
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<PAGE> PAGE 60
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<PAGE> PAGE 61
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<PAGE> PAGE 62
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<PAGE> PAGE 63
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<PAGE> PAGE 64
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<PAGE> PAGE 65
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<PAGE> PAGE 66
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<PAGE> PAGE 67
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<PAGE> PAGE 68
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<PAGE> PAGE 69
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<PAGE> PAGE 70
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<PAGE> PAGE 71
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<PAGE> PAGE 72
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<PAGE> PAGE 73
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<PAGE> PAGE 74
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<PAGE> PAGE 75
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<PAGE> PAGE 76
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<PAGE> PAGE 77
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<PAGE> PAGE 78
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<PAGE> PAGE 79
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<PAGE> PAGE 80
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062 J001900 0.0
062 K001900 0.0
062 L001900 0.0
062 M001900 96.1
062 N001900 0.0
062 O001900 0.0
062 P001900 0.0
062 Q001900 0.0
062 R001900 0.0
063 A001900 0
063 B001900 10.7
066 A001900 N
067 001900 N
068 A001900 N
068 B001900 N
069 001900 N
070 A011900 Y
070 A021900 Y
070 B011900 Y
070 B021900 N
070 C011900 Y
070 C021900 N
070 D011900 Y
070 D021900 N
070 E011900 Y
070 E021900 N
070 F011900 Y
070 F021900 N
070 G011900 Y
070 G021900 N
070 H011900 Y
070 H021900 N
070 I011900 N
070 I021900 N
070 J011900 N
070 J021900 N
<PAGE> PAGE 81
070 K011900 Y
070 K021900 N
070 L011900 Y
070 L021900 N
070 M011900 Y
070 M021900 N
070 N011900 Y
070 N021900 N
070 O011900 Y
070 O021900 N
070 P011900 N
070 P021900 N
070 Q011900 N
070 Q021900 N
070 R011900 N
070 R021900 N
071 A001900 7671
071 B001900 0
071 C001900 7714
071 D001900 0
072 A001900 1
072 B001900 17
072 C001900 0
072 D001900 0
072 E001900 0
072 F001900 1
072 G001900 0
072 H001900 0
072 I001900 0
072 J001900 1
072 K001900 0
072 L001900 0
072 M001900 0
072 N001900 0
072 O001900 0
072 P001900 0
072 Q001900 0
072 R001900 2
072 S001900 0
072 T001900 0
072 U001900 0
072 V001900 0
072 W001900 1
072 X001900 5
072 Y001900 4
072 Z001900 16
072AA001900 0
072BB001900 0
072CC011900 43
072CC021900 0
072DD011900 0
<PAGE> PAGE 82
072DD021900 0
072EE001900 0
073 A011900 0.0000
073 A021900 0.0000
073 B001900 0.0000
073 C001900 0.0000
074 A001900 0
074 B001900 260
074 C001900 0
074 D001900 7714
074 E001900 0
074 F001900 0
074 G001900 0
074 H001900 0
074 I001900 0
074 J001900 0
074 K001900 4
074 L001900 56
074 M001900 0
074 N001900 8034
074 O001900 0
074 P001900 1
074 Q001900 0
074 R011900 0
074 R021900 0
074 R031900 0
074 R041900 4
074 S001900 0
074 T001900 8029
074 U011900 797
074 U021900 0
074 V011900 10.07
074 V021900 0.00
074 W001900 0.0000
074 X001900 2
074 Y001900 0
075 A001900 0
075 B001900 7987
076 001900 0.00
074 A003600 0
074 B003600 0
074 C003600 0
074 D003600 0
074 E003600 0
074 F003600 0
074 G003600 0
074 H003600 0
074 I003600 0
074 J003600 0
074 K003600 0
074 L003600 0
<PAGE> PAGE 83
074 M003600 0
074 N003600 0
SIGNATURE KINGSLEY DURANT
TITLE TREASURER
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 1
<NAME> GMO CORE FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 1,914,455,690
<INVESTMENTS-AT-VALUE> 2,117,062,255
<RECEIVABLES> 98,061,019
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 2,215,123,274
<PAYABLE-FOR-SECURITIES> 33,181,929
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 132,979,749
<TOTAL-LIABILITIES> 166,161,678
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,765,060,539
<SHARES-COMMON-STOCK> 128,393,265
<SHARES-COMMON-PRIOR> 123,081,167
<ACCUMULATED-NII-CURRENT> 7,802,346
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 72,333,847
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 203,764,864
<NET-ASSETS> 2,048,961,596
<DIVIDEND-INCOME> 27,402,464
<INTEREST-INCOME> 1,328,508
<OTHER-INCOME> 0
<EXPENSES-NET> 4,645,280
<NET-INVESTMENT-INCOME> 24,085,692
<REALIZED-GAINS-CURRENT 79,367,691
<APPREC-INCREASE-CURRENT> (37,031,870)
<NET-CHANGE-FROM-OPS> 66,421,513
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 22,211,669
<DISTRIBUTIONS-OF-GAINS> 22,887,672
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 20,479,636
<NUMBER-OF-SHARES-REDEEMED> 17,557,073
<SHARES-REINVESTED> 2,389,535
<NET-CHANGE-IN-ASSETS> 106,956,183
<ACCUMULATED-NII-PRIOR> 5,928,323
<ACCUMULATED-GAINS-PRIOR 15,853,828
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 5,080,779
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,319,111
<AVERAGE-NET-ASSETS> 1,919,765,863
<PER-SHARE-NAV-BEGIN> 15.78
<PER-SHARE-NII> .20
<PER-SHARE-GAIN-APPREC> .36
<PER-SHARE-DIVIDEND> .19
<PER-SHARE-DISTRIBUTIONS> .19
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 15.96
<EXPENSE-RATIO> .48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 3
<NAME> GMO INTERNATIONAL CORE FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 2,527,923,590
<INVESTMENTS-AT-VALUE> 2,957,269,892
<RECEIVABLES> 103,404,838
<ASSETS-OTHER> 11,348,340
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,072,023,070
<PAYABLE-FOR-SECURITIES> 93,352,044
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 9,820,621
<TOTAL-LIABILITIES> 103,172,665
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,393,016,806
<SHARES-COMMON-STOCK> 113,152,471
<SHARES-COMMON-PRIOR> 89,436,247
<ACCUMULATED-NII-CURRENT> 32,786,414
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 116,422,569
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 426,624,616
<NET-ASSETS> 2,968,850,405
<DIVIDEND-INCOME> 35,783,920
<INTEREST-INCOME> 1,092,995
<OTHER-INCOME> 0
<EXPENSES-NET> 9,181,646
<NET-INVESTMENT-INCOME> 27,695,269
<REALIZED-GAINS-CURRENT> 122,653,571
<APPREC-INCREASE-CURRENT> (35,161,099)
<NET-CHANGE-FROM-OPS> 115,187,741
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 2,504,404
<DISTRIBUTIONS-OF-GAINS> 33,428,342
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 32,145,463
<NUMBER-OF-SHARES-REDEEMED> 9,766,612
<SHARES-REINVESTED> 1,337,373
<NET-CHANGE-IN-ASSETS> 682,419,715
<ACCUMULATED-NII-PRIOR> 7,595,549
<ACCUMULATED-GAINS-PRIOR> 27,197,340
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,817,228
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 11,141,254
<AVERAGE-NET-ASSETS> 2,592,779,940
<PER-SHARE-NAV-BEGIN> 25.26
<PER-SHARE-NII> .23
<PER-SHARE-GAIN-APPREC> .78
<PER-SHARE-DIVIDEND> .02
<PER-SHARE-DISTRIBUTIONS> .31
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 26.24
<EXPENSE-RATIO> .70
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 4
<NAME> GMO GROWTH ALLOCATION FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 210,605,600
<INVESTMENTS-AT-VALUE> 228,535,064
<RECEIVABLES> 27,579,057
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 256,114,121
<PAYABLE-FOR-SECURITIES> 667,220
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 51,852,317
<TOTAL-LIABILITIES> 52,519,537
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 182,629,942
<SHARES-COMMON-STOCK> 46,313,917
<SHARES-COMMON-PRIOR> 55,675,281
<ACCUMULATED-NII-CURRENT> 441,798
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,610,553
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 17,912,291
<NET-ASSETS> 203,594,584
<DIVIDEND-INCOME> 1,949,628
<INTEREST-INCOME> 178,467
<OTHER-INCOME> 0
<EXPENSES-NET> 532,710
<NET-INVESTMENT-INCOME> 1,595,385
<REALIZED-GAINS-CURRENT> 2,475,121
<APPREC-INCREASE-CURRENT> 10,585,884
<NET-CHANGE-FROM-OPS> 14,656,390
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 1,360,339
<DISTRIBUTIONS-OF-GAINS> 268,630
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 9,605,594
<SHARES-REINVESTED> 244,230
<NET-CHANGE-IN-ASSETS> (27,103,398)
<ACCUMULATED-NII-PRIOR> 206,752
<ACCUMULATED-GAINS-PRIOR> 404,062
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 554,905
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 606,712
<AVERAGE-NET-ASSETS> 220,136,291
<PER-SHARE-NAV-BEGIN> 4.14
<PER-SHARE-NII> .03
<PER-SHARE-GAIN-APPREC> .27
<PER-SHARE-DIVIDEND> .03
<PER-SHARE-DISTRIBUTIONS> .01
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 4.4
<EXPENSE-RATIO> .48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 5
<NAME> PELICAN FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 92,780,205
<INVESTMENTS-AT-VALUE> 107,240,882
<RECEIVABLES> 1,619,561
<ASSETS-OTHER> 2,498
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 108,862,941
<PAYABLE-FOR-SECURITIES> 1,649,751
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 115,468
<TOTAL-LIABILITIES> 1,765,219
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 89,738,382
<SHARES-COMMON-STOCK> 8,669,527
<SHARES-COMMON-PRIOR> 8,377,320
<ACCUMULATED-NII-CURRENT> 720,591
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,178,072
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 14,460,677
<NET-ASSETS> 107,097,722
<DIVIDEND-INCOME> 1,291,200
<INTEREST-INCOME> 525,265
<OTHER-INCOME> 0
<EXPENSES-NET> 555,387
<NET-INVESTMENT-INCOME> 1,261,078
<REALIZED-GAINS-CURRENT> 2,892,694
<APPREC-INCREASE-CURRENT> 18,486
<NET-CHANGE-FROM-OPS> 4,172,258
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 764,835
<DISTRIBUTIONS-OF-GAINS> 867,780
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 703,621
<NUMBER-OF-SHARES-REDEEMED> 542,543
<SHARES-REINVESTED> 131,129
<NET-CHANGE-IN-ASSETS> 5,933,054
<ACCUMULATED-NII-PRIOR> 224,348
<ACCUMULATED-GAINS-PRIOR> 153,158
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 454,407
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 563,201
<AVERAGE-NET-ASSETS> 100,156,117
<PER-SHARE-NAV-BEGIN> 12.08
<PER-SHARE-NII> .15
<PER-SHARE-GAIN-APPREC> .31
<PER-SHARE-DIVIDEND> .09
<PER-SHARE-DISTRIBUTIONS> .1
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.35
<EXPENSE-RATIO> 1.1
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 6
<NAME> GMO SHORT-TERM INCOME FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 19,507,098
<INVESTMENTS-AT-VALUE> 19,497,504
<RECEIVABLES> 155,678
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 19,653,182
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 16,793
<TOTAL-LIABILITIES> 16,793
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 19,495,751
<SHARES-COMMON-STOCK> 2,015,198
<SHARES-COMMON-PRIOR> 826,909
<ACCUMULATED-NII-CURRENT> 144,811
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 5,421
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (9,594)
<NET-ASSETS> 19,636,389
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 322,692
<OTHER-INCOME> 0
<EXPENSES-NET> 17,937
<NET-INVESTMENT-INCOME> 304,755
<REALIZED-GAINS-CURRENT> 4,675
<APPREC-INCREASE-CURRENT> (44,518)
<NET-CHANGE-FROM-OPS> 264,912
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 216,673
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,593,982
<NUMBER-OF-SHARES-REDEEMED> 1,425,746
<SHARES-REINVESTED> 20,053
<NET-CHANGE-IN-ASSETS> 11,541,369
<ACCUMULATED-NII-PRIOR> 56,729
<ACCUMULATED-GAINS-PRIOR> 746
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 17,937
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 31,001
<AVERAGE-NET-ASSETS> 14,232,725
<PER-SHARE-NAV-BEGIN> 9.79
<PER-SHARE-NII> .19
<PER-SHARE-GAIN-APPREC> (.05)
<PER-SHARE-DIVIDEND> .19
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.74
<EXPENSE-RATIO> .25
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 7
<NAME> GMO JAPAN FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 371,599,035
<INVESTMENTS-AT-VALUE> 554,336,796
<RECEIVABLES> 393,911
<ASSETS-OTHER> 14,154,296
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 568,885,003
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 487,867
<TOTAL-LIABILITIES> 487,867
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 388,600,906
<SHARES-COMMON-STOCK> 48,396,559
<SHARES-COMMON-PRIOR> 40,446,319
<ACCUMULATED-NII-CURRENT>
<OVERDISTRIBUTION-NII> 435,438
<ACCUMULATED-NET-GAINS>
<OVERDISTRIBUTION-GAINS> 2,471,482
<ACCUM-APPREC-OR-DEPREC> 182,703,150
<NET-ASSETS> 568,397,136
<DIVIDEND-INCOME> 2,061,398
<INTEREST-INCOME> 56,873
<OTHER-INCOME> 0
<EXPENSES-NET> 2,183,357
<NET-INVESTMENT-INCOME> (65,086)
<REALIZED-GAINS-CURRENT> (285,559)
<APPREC-INCREASE-CURRENT> 28,914,426
<NET-CHANGE-FROM-OPS> 28,563,781
<EQUALIZATION>
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 7,951,307
<NUMBER-OF-SHARES-REDEEMED> 1,067
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 118,045,940
<ACCUMULATED-NII-PRIOR>
<ACCUMULATED-GAINS-PRIOR>
<OVERDISTRIB-NII-PRIOR> 370,352
<OVERDIST-NET-GAINS-PRIOR> 2,185,923
<GROSS-ADVISORY-FEES> 2,009,393
<INTEREST-EXPENSE>
<GROSS-EXPENSE> 2,245,525
<AVERAGE-NET-ASSETS> 531,469,822
<PER-SHARE-NAV-BEGIN> 11.13
<PER-SHARE-NII> 0
<PER-SHARE-GAIN-APPREC> .61
<PER-SHARE-DIVIDEND> 0
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL>
<PER-SHARE-NAV-END> 11.74
<EXPENSE-RATIO> .81
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 8
<NAME> GMO Value Allocation Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 392,413,140
<INVESTMENTS-AT-VALUE> 420,775,753
<RECEIVABLES> 40,135,326
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 460,911,079
<PAYABLE-FOR-SECURITIES> 8,089,465
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 48,767,171
<TOTAL-LIABILITIES> 56,856,636
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 349,814,143
<SHARES-COMMON-STOCK> 31,019,255
<SHARES-COMMON-PRIOR> 50,419,311
<ACCUMULATED-NII-CURRENT> 2,410,622
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 23,495,686
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 28,333,992
<NET-ASSETS> 404,054,443
<DIVIDEND-INCOME> 8,501,348
<INTEREST-INCOME> 349,587
<OTHER-INCOME> 0
<EXPENSES-NET> 1,633,794
<NET-INVESTMENT-INCOME> 7,217,141
<REALIZED-GAINS-CURRENT 37,781,089
<APPREC-INCREASE-CURRENT (39,871,299)
<NET-CHANGE-FROM-OPS> 5,126,931
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 10,116,455
<DISTRIBUTIONS-OF-GAINS> 19,164,965
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,023,432
<NUMBER-OF-SHARES-REDEEMED> 22,343,156
<SHARES-REINVESTED> 1,919,668
<NET-CHANGE-IN-ASSETS> (275,477,087)
<ACCUMULATED-NII-PRIOR> 5,309,936
<ACCUMULATED-GAINS-PRIOR> 4,879,562
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,874,855
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,010,716
<AVERAGE-NET-ASSETS> 531,322,578
<PER-SHARE-NAV-BEGIN> 13.48
<PER-SHARE-NII> .21
<PER-SHARE-GAIN-APPREC> .11
<PER-SHARE-DIVIDEND> .24
<PER-SHARE-DISTRIBUTIONS> .53
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 13.03
<EXPENSE-RATIO> .61
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 9
<NAME> GMO TOBACCO-FREE CORE FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 49,856,133
<INVESTMENTS-AT-VALUE> 55,274,143
<RECEIVABLES> 981,569
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 56,255,712
<PAYABLE-FOR-SECURITIES> 1,037,991
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,142,777
<TOTAL-LIABILITIES> 2,180,768
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 46,357,890
<SHARES-COMMON-STOCK> 4,844,430
<SHARES-COMMON-PRIOR> 5,046,476
<ACCUMULATED-NII-CURRENT> 218,981
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,006,267
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 5,491,806
<NET-ASSETS> 54,074,944
<DIVIDEND-INCOME> 715,977
<INTEREST-INCOME> 38,969
<OTHER-INCOME> 0
<EXPENSES-NET> 126,163
<NET-INVESTMENT-INCOME> 628,783
<REALIZED-GAINS-CURRENT> 2,390,357
<APPREC-INCREASE-CURRENT> (1,239,769)
<NET-CHANGE-FROM-OPS> 1,779,371
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 664,599
<DISTRIBUTIONS-OF-GAINS> 692,923
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 332,326
<SHARES-REINVESTED> 130,280
<NET-CHANGE-IN-ASSETS> (1,769,628)
<ACCUMULATED-NII-PRIOR> 254,797
<ACCUMULATED-GAINS-PRIOR> 308,833
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 131,416
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 190,027
<AVERAGE-NET-ASSETS> 52,139,020
<PER-SHARE-NAV-BEGIN> 11.07
<PER-SHARE-NII> .13
<PER-SHARE-GAIN-APPREC> .25
<PER-SHARE-DIVIDEND> .14
<PER-SHARE-DISTRIBUTIONS> .15
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.16
<EXPENSE-RATIO> .48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 10
<NAME> GMO FUNDAMENTAL VALUE FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 177,068,853
<INVESTMENTS-AT-VALUE> 189,421,032
<RECEIVABLES> 3,252,952
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 192,673,984
<PAYABLE-FOR-SECURITIES> 2,465,603
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,424,402
<TOTAL-LIABILITIES> 8,890,005
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 167,944,167
<SHARES-COMMON-STOCK> 14,572,955
<SHARES-COMMON-PRIOR> 11,831,453
<ACCUMULATED-NII-CURRENT> 756,038
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,731,595
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 12,352,179
<NET-ASSETS> 183,793,979
<DIVIDEND-INCOME> 2,698,375
<INTEREST-INCOME> 250,685
<OTHER-INCOME> 0
<EXPENSES-NET> 636,029
<NET-INVESTMENT-INCOME> 2,313,031
<REALIZED-GAINS-CURRENT> 3,187,549
<APPREC-INCREASE-CURRENT> 2,140,451
<NET-CHANGE-FROM-OPS> 7,641,031
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 2,085,157
<DISTRIBUTIONS-OF-GAINS> 2,901,654
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,212,484
<NUMBER-OF-SHARES-REDEEMED> 752,508
<SHARES-REINVESTED> 281,526
<NET-CHANGE-IN-ASSETS> 36,017,332
<ACCUMULATED-NII-PRIOR> 528,164
<ACCUMULATED-GAINS-PRIOR> 2,445,700
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 636,029
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 697,138
<AVERAGE-NET-ASSETS> 168,224,679
<PER-SHARE-NAV-BEGIN> 12.49
<PER-SHARE-NII> .16
<PER-SHARE-GAIN-APPREC> .31
<PER-SHARE-DIVIDEND> .15
<PER-SHARE-DISTRIBUTIONS> .20
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.61
<EXPENSE-RATIO> .75
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 11
<NAME> GMO CORE II SECONDARIES FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 178,202,984
<INVESTMENTS-AT-VALUE> 200,794,517
<RECEIVABLES> 460,316
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 201,254,833
<PAYABLE-FOR-SECURITIES> 790,779
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 16,696,275
<TOTAL-LIABILITIES> 17,487,054
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 155,436,374
<SHARES-COMMON-STOCK> 13,275,575
<SHARES-COMMON-PRIOR> 10,575,509
<ACCUMULATED-NII-CURRENT> 440,132
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 4,995,039
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 22,896,234
<NET-ASSETS> 183,767,779
<DIVIDEND-INCOME> 1,447,301
<INTEREST-INCOME> 209,612
<OTHER-INCOME> 0
<EXPENSES-NET> 394,535
<NET-INVESTMENT-INCOME> 1,262,378
<REALIZED-GAINS-CURRENT> 5,185,218
<APPREC-INCREASE-CURRENT> (3,171,163)
<NET-CHANGE-FROM-OPS> 3,276,433
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 1,282,885
<DISTRIBUTIONS-OF-GAINS> 6,060,710
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,291,626
<NUMBER-OF-SHARES-REDEEMED> 80,583
<SHARES-REINVESTED> 489,023
<NET-CHANGE-IN-ASSETS> 32,481,854
<ACCUMULATED-NII-PRIOR> 460,639
<ACCUMULATED-GAINS-PRIOR> 5,870,531
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 410,974
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 481,038
<AVERAGE-NET-ASSETS> 163,040,054
<PER-SHARE-NAV-BEGIN> 14.31
<PER-SHARE-NII> .10
<PER-SHARE-GAIN-APPREC> .05
<PER-SHARE-DIVIDEND> .11
<PER-SHARE-DISTRIBUTIONS> .51
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 13.84
<EXPENSE-RATIO> .48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 12
<NAME> GMO BOND ALLOCATION FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 496,259,317
<INVESTMENTS-AT-VALUE> 478,634,862
<RECEIVABLES> 9,325,337
<ASSETS-OTHER> 1,547,500
<OTHER-ITEMS-ASSETS>
<TOTAL-ASSETS> 489,507,699
<PAYABLE-FOR-SECURITIES> 7,500,000
<SENIOR-LONG-TERM-DEBT>
<OTHER-ITEMS-LIABILITIES> 97,332,253
<TOTAL-LIABILITIES> 104,832,253
<SENIOR-EQUITY>
<PAID-IN-CAPITAL-COMMON> 439,317,413
<SHARES-COMMON-STOCK> 44,713,417
<SHARES-COMMON-PRIOR> 33,042,966
<ACCUMULATED-NII-CURRENT> 11,661,713
<OVERDISTRIBUTION-NII>
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 40,864,720
<ACCUM-APPREC-OR-DEPREC> (25,439,410)
<NET-ASSETS> 384,675,446
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 13,715,541
<OTHER-INCOME> 0
<EXPENSES-NET> 696,189
<NET-INVESTMENT-INCOME> 13,019,352
<REALIZED-GAINS-CURRENT> (40,358,275)
<APPREC-INCREASE-CURRENT> (16,674,209)
<NET-CHANGE-FROM-OPS> (44,013,132)
<EQUALIZATION>
<DISTRIBUTIONS-OF-INCOME> (3,923,037)
<DISTRIBUTIONS-OF-GAINS> (136,850)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 15,438,616
<NUMBER-OF-SHARES-REDEEMED> 4,034,963
<SHARES-REINVESTED> 266,798
<NET-CHANGE-IN-ASSETS> 63,460,846
<ACCUMULATED-NII-PRIOR> 2,565,398
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 369,145
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 895,092
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,060,599
<AVERAGE-NET-ASSETS> 394,560,941
<PER-SHARE-NAV-BEGIN> 9.72
<PER-SHARE-NII> .27
<PER-SHARE-GAIN-APPREC> (1.30)
<PER-SHARE-DIVIDEND> (.09)
<PER-SHARE-DISTRIBUTIONS> (.003)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.60
<EXPENSE-RATIO> .35
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 13
<NAME> GMO INTERNATIONAL SMALL COMPANIES FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 164,906,177
<INVESTMENTS-AT-VALUE> 187,710,880
<RECEIVABLES> 2,048,697
<ASSETS-OTHER> 814,414
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 190,573,991
<PAYABLE-FOR-SECURITIES> 26,302
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 465,407
<TOTAL-LIABILITIES> 491,709
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 163,114,089
<SHARES-COMMON-STOCK> 13,216,761
<SHARES-COMMON-PRIOR> 9,179,140
<ACCUMULATED-NII-CURRENT> 2,082,672
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,295,117
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 22,590,404
<NET-ASSETS> 190,082,282
<DIVIDEND-INCOME> 2,164,896
<INTEREST-INCOME> 120,412
<OTHER-INCOME>
<EXPENSES-NET> 619,351
<NET-INVESTMENT-INCOME> 1,665,957
<REALIZED-GAINS-CURRENT> 2,684,080
<APPREC-INCREASE-CURRENT> 279,557
<NET-CHANGE-FROM-OPS> 4,629,594
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 183,238
<DISTRIBUTIONS-OF-GAINS> 5,326,109
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,572,735
<NUMBER-OF-SHARES-REDEEMED> 905,773
<SHARES-REINVESTED> 370,659
<NET-CHANGE-IN-ASSETS> 57,437,560
<ACCUMULATED-NII-PRIOR> 599,953
<ACCUMULATED-GAINS-PRIOR> 4,937,146
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,030,502
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,209,980
<AVERAGE-NET-ASSETS> 163,536,164
<PER-SHARE-NAV-BEGIN> 14.45
<PER-SHARE-NII> .11
<PER-SHARE-GAIN-APPREC> .28
<PER-SHARE-DIVIDEND> .02
<PER-SHARE-DISTRIBUTIONS> .44
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 14.38
<EXPENSE-RATIO> .75
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 14
<NAME> GMO U.S. SECTOR ALLOCATION FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 184,577,289
<INVESTMENTS-AT-VALUE> 201,890,457
<RECEIVABLES> 3,549,671
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 205,440,128
<PAYABLE-FOR-SECURITIES> 3,608,655
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 7,845,057
<TOTAL-LIABILITIES> 11,453,712
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 170,629,936
<SHARES-COMMON-STOCK> 17,131,973
<SHARES-COMMON-PRIOR> 14,829,935
<ACCUMULATED-NII-CURRENT> 781,779
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 5,111,108
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 17,463,593
<NET-ASSETS> 193,986,416
<DIVIDEND-INCOME> 2,544,900
<INTEREST-INCOME> 158,172
<OTHER-INCOME> 0
<EXPENSES-NET> 439,510
<NET-INVESTMENT-INCOME> 2,263,562
<REALIZED-GAINS-CURRENT> 4,982,450
<APPREC-INCREASE-CURRENT> 263,165
<NET-CHANGE-FROM-OPS> 7,509,177
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 2,097,711
<DISTRIBUTIONS-OF-GAINS> 3,508,388
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,139,812
<NUMBER-OF-SHARES-REDEEMED> 8,829
<SHARES-REINVESTED> 171,055
<NET-CHANGE-IN-ASSETS> 26,958,656
<ACCUMULATED-NII-PRIOR> 615,928
<ACCUMULATED-GAINS-PRIOR> 3,637,046
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 448,485
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 506,978
<AVERAGE-NET-ASSETS> 181,562,706
<PER-SHARE-NAV-BEGIN> 11.26
<PER-SHARE-NII> .13
<PER-SHARE-GAIN-APPREC> .27
<PER-SHARE-DIVIDEND> .13
<PER-SHARE-DISTRIBUTIONS> .21
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.32
<EXPENSE-RATIO> .48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 15
<NAME> GMO EMERGING MARKETS FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 301,558,776
<INVESTMENTS-AT-VALUE> 333,778,080
<RECEIVABLES> 4,598,517
<ASSETS-OTHER> 2,499,291
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 340,875,888
<PAYABLE-FOR-SECURITIES> 5,493,947
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 280,666
<TOTAL-LIABILITIES> 5,774,613
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 297,389,357
<SHARES-COMMON-STOCK> 25,870,524
<SHARES-COMMON-PRIOR> 9,429,468
<ACCUMULATED-NII-CURRENT> 2,049,756
<OVERDISTRIBUTION-NII>
<ACCUMULATED-NET-GAINS> 3,449,217
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 32,212,945
<NET-ASSETS> 335,101,275
<DIVIDEND-INCOME> 2,893,503
<INTEREST-INCOME> 592,517
<OTHER-INCOME> 0
<EXPENSES-NET> 1,535,630
<NET-INVESTMENT-INCOME> 1,950,390
<REALIZED-GAINS-CURRENT> 3,637,904
<APPREC-INCREASE-CURRENT> 26,716,401
<NET-CHANGE-FROM-OPS> 32,304,695
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 135,639
<DISTRIBUTIONS-OF-GAINS> 678,195
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 16,398,624
<NUMBER-OF-SHARES-REDEEMED> 24,914
<SHARES-REINVESTED> 67,346
<NET-CHANGE-IN-ASSETS> 220,692,702
<ACCUMULATED-NII-PRIOR> 235,005
<ACCUMULATED-GAINS-PRIOR> 489,508
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,089,155
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,538,618
<AVERAGE-NET-ASSETS> 214,747,010
<PER-SHARE-NAV-BEGIN> 12.13
<PER-SHARE-NII> .06
<PER-SHARE-GAIN-APPREC> .80
<PER-SHARE-DIVIDEND> .01
<PER-SHARE-DISTRIBUTIONS> .03
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.95
<EXPENSE-RATIO> 1.42
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 16
<NAME> GMO INTERNATIONAL BOND FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 96,157,829
<INVESTMENTS-AT-VALUE> 95,436,733
<RECEIVABLES> 2,455,739
<ASSETS-OTHER> 234,182
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 98,126,654
<PAYABLE-FOR-SECURITIES> 5,009,467
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,249,333
<TOTAL-LIABILITIES> 6,258,800
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 88,612,289
<SHARES-COMMON-STOCK> 8,888,426
<SHARES-COMMON-PRIOR> 3,959,975
<ACCUMULATED-NII-CURRENT> 2,349,659
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,584,889
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,678,983)
<NET-ASSETS> 91,867,854
<DIVIDEND-INCOME>
<INTEREST-INCOME> 2,569,322
<OTHER-INCOME>
<EXPENSES-NET> 146,054
<NET-INVESTMENT-INCOME> 2,423,268
<REALIZED-GAINS-CURRENT> 3,608,492
<APPREC-INCREASE-CURRENT> (2,285,213)
<NET-CHANGE-FROM-OPS> 3,746,547
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 147,494
<DISTRIBUTIONS-OF-GAINS> 103,246
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,747,192
<NUMBER-OF-SHARES-REDEEMED> 838,069
<SHARES-REINVESTED> 19,328
<NET-CHANGE-IN-ASSETS> 52,418,010
<ACCUMULATED-NII-PRIOR> 41,678
<ACCUMULATED-GAINS-PRIOR> 111,850
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 146,054
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 221,120
<AVERAGE-NET-ASSETS> 72,431,636
<PER-SHARE-NAV-BEGIN> 9.96
<PER-SHARE-NII> 27
<PER-SHARE-GAIN-APPREC> .14
<PER-SHARE-DIVIDEND> .02
<PER-SHARE-DISTRIBUTIONS> .01
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.34
<EXPENSE-RATIO> .40
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 17
<NAME> GMO EMERGING COUNTRY DEBT FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 31,283,728
<INVESTMENTS-AT-VALUE> 31,309,002
<RECEIVABLES> 7,700,840
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 39,009,842
<PAYABLE-FOR-SECURITIES> 2,311,879
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 29,393
<TOTAL-LIABILITIES> 2,341,272
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 34,935,839
<SHARES-COMMON-STOCK> 3,493,945
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 603,725
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,071,877
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 57,129
<NET-ASSETS> 36,668,570
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 635,085
<OTHER-INCOME> 0
<EXPENSES-NET> 31,160
<NET-INVESTMENT-INCOME> 603,725
<REALIZED-GAINS-CURRENT> 1,071,877
<APPREC-INCREASE-CURRENT> 57,129
<NET-CHANGE-FROM-OPS> 1,732,731
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,516,371
<NUMBER-OF-SHARES-REDEEMED> 22,426
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 36,668,570
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 31,360
<INTEREST-EXPENSE>
<GROSS-EXPENSE> 65,460
<AVERAGE-NET-ASSETS> 17,212,602
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> .17
<PER-SHARE-GAIN-APPREC> .32
<PER-SHARE-DIVIDEND> 0
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.49
<EXPENSE-RATIO> .50
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 18
<NAME> GMO GLOBAL HEDGED EQUITY FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 47,913,243
<INVESTMENTS-AT-VALUE> 47,954,994
<RECEIVABLES> 7,749,704
<ASSETS-OTHER> 3,235
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 55,707,933
<PAYABLE-FOR-SECURITIES> 22,316,957
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 29,417
<TOTAL-LIABILITIES> 22,346,374
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 33,177,232
<SHARES-COMMON-STOCK> 3,290,117
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 113,848
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 17,069
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 87,548
<NET-ASSETS> 33,361,559
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 131,446
<OTHER-INCOME> 0
<EXPENSES-NET> 17,598
<NET-INVESTMENT-INCOME> 113,848
<REALIZED-GAINS-CURRENT> (17,069)
<APPREC-INCREASE-CURRENT> 87,548
<NET-CHANGE-FROM-OPS> 184,237
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,290,117
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 33,361,559
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 13,617
<INTEREST-EXPENSE>
<GROSS-EXPENSE> 29,418
<AVERAGE-NET-ASSETS> 25,489,100
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> .03
<PER-SHARE-GAIN-APPREC> .11
<PER-SHARE-DIVIDEND> 0
<PER-SHARE-DISTRIBUTIONS>
<RETURNS-OF-CAPITAL>
<PER-SHARE-NAV-END> 10.14
<EXPENSE-RATIO> .84
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S
FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY
BY REFERENCE TO SUCH FINANCIAL STATEMENTS.
</LEGEND>
<SERIES>
<NUMBER> 19
<NAME> GMO DOMESTIC BOND FUND
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1995
<PERIOD-END> AUG-31-1994
<INVESTMENTS-AT-COST> 7,931,176
<INVESTMENTS-AT-VALUE> 7,974,593
<RECEIVABLES> 59,373
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 8,033,966
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,096
<TOTAL-LIABILITIES> 5,096
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 7,969,104
<SHARES-COMMON-STOCK> 796,911
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 16,349
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS>
<ACCUM-APPREC-OR-DEPREC> 43,417
<NET-ASSETS> 8,025,870
<DIVIDEND-INCOME>
<INTEREST-INCOME> 17,005
<OTHER-INCOME> 0
<EXPENSES-NET> 656
<NET-INVESTMENT-INCOME> 16,349
<REALIZED-GAINS-CURRENT> 0
<APPREC-INCREASE-CURRENT> 43,417
<NET-CHANGE-FROM-OPS> 59,766
<EQUALIZATION>
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 796,911
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 8,025,870
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 656
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,096
<AVERAGE-NET-ASSETS> 7,986,709
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> .02
<PER-SHARE-GAIN-APPREC> .05
<PER-SHARE-DIVIDEND> 0
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.07
<EXPENSE-RATIO> .25
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
