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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 23
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<PAGE> PAGE 26
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<PAGE> PAGE 30
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<PAGE> PAGE 31
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<PAGE> PAGE 32
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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 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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<PAGE> PAGE 81
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<PAGE> PAGE 82
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<PAGE> PAGE 83
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<PAGE> PAGE 84
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<PAGE> PAGE 85
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<PAGE> PAGE 86
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<PAGE> PAGE 87
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<PAGE> PAGE 88
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<PAGE> PAGE 89
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<PAGE> PAGE 90
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<PAGE> PAGE 91
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<PAGE> PAGE 92
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<PAGE> PAGE 93
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<PAGE> PAGE 94
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<PAGE> PAGE 95
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<PAGE> PAGE 96
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<PAGE> PAGE 97
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<PAGE> PAGE 98
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<PAGE> PAGE 99
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<PAGE> PAGE 100
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<PAGE> PAGE 101
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<PAGE> PAGE 102
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070 D022400 N
070 E012400 N
070 E022400 N
070 F012400 Y
070 F022400 N
070 G012400 Y
070 G022400 N
070 H012400 Y
070 H022400 N
070 I012400 N
070 I022400 N
070 J012400 Y
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<PAGE> PAGE 103
070 N022400 N
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070 P022400 N
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<PAGE> PAGE 104
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<PAGE> PAGE 105
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<PAGE> PAGE 106
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<PAGE> PAGE 107
070 C012500 N
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<PAGE> PAGE 108
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<PAGE> PAGE 109
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<PAGE> PAGE 110
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<PAGE> PAGE 111
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<PAGE> PAGE 112
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<PAGE> PAGE 113
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SIGNATURE SUSAN RANDALL HARBERT
TITLE ASSISTANT TREASURER
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 11
<NAME> Core Fund, Class I
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</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 12
<NAME> Core Fund, Class II
<S> <C>
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<PERIOD-END> AUG-31-1996
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<ASSETS-OTHER> 0
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<TOTAL-LIABILITIES> 116,697,061
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,362,142,401
<SHARES-COMMON-STOCK> 1,384,183
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 7,987,272
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 242,089,815
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 435,055,316
<NET-ASSETS> 25,376,930
<DIVIDEND-INCOME> 104,112
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<OTHER-INCOME> 0
<EXPENSES-NET> 31,827
<NET-INVESTMENT-INCOME> 85,723
<REALIZED-GAINS-CURRENT> 747,986
<APPREC-INCREASE-CURRENT> (1,582,769)
<NET-CHANGE-FROM-OPS> (749,060)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (129,826)
<DISTRIBUTIONS-OF-GAINS> (1,499,489)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,298,520
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<SHARES-REINVESTED> 85,663
<NET-CHANGE-IN-ASSETS> 25,376,930
<ACCUMULATED-NII-PRIOR> 0
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<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
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<PER-SHARE-NAV-BEGIN> 20.12
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</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 13
<NAME> Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
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<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 435,055,316
<NET-ASSETS> 3,015,902,108
<DIVIDEND-INCOME> 32,323,268
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<OTHER-INCOME> 0
<EXPENSES-NET> 7,495,599
<NET-INVESTMENT-INCOME> 28,999,790
<REALIZED-GAINS-CURRENT> 240,592,321
<APPREC-INCREASE-CURRENT> (237,546,860)
<NET-CHANGE-FROM-OPS> 32,045,251
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (30,866,238)
<DISTRIBUTIONS-OF-GAINS> (177,908,723)
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<NUMBER-OF-SHARES-SOLD> 8,879,792
<NUMBER-OF-SHARES-REDEEMED> 18,120,509
<SHARES-REINVESTED> 10,327,938
<NET-CHANGE-IN-ASSETS> (163,412,212)
<ACCUMULATED-NII-PRIOR> 9,884,952
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<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 8,233,581
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 9,725,385
<AVERAGE-NET-ASSETS> 3,114,435,965
<PER-SHARE-NAV-BEGIN> 19.46
<PER-SHARE-NII> 0.18
<PER-SHARE-GAIN-APPREC> 0.04
<PER-SHARE-DIVIDEND> (0.19)
<PER-SHARE-DISTRIBUTIONS> (1.16)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 18.33
<EXPENSE-RATIO> 0.48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 4
<NAME> Growth Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 293,653,069
<INVESTMENTS-AT-VALUE> 334,547,876
<RECEIVABLES> 7,416,087
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 341,963,963
<PAYABLE-FOR-SECURITIES> 2,343,494
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 18,069,080
<TOTAL-LIABILITIES> 20,412,574
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 236,632,735
<SHARES-COMMON-STOCK> 60,348,814
<SHARES-COMMON-PRIOR> 69,297,026
<ACCUMULATED-NII-CURRENT> 529,139
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 43,790,065
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 40,599,450
<NET-ASSETS> 321,551,389
<DIVIDEND-INCOME> 2,835,363
<INTEREST-INCOME> 484,920
<OTHER-INCOME> 0
<EXPENSES-NET> 868,866
<NET-INVESTMENT-INCOME> 2,451,417
<REALIZED-GAINS-CURRENT> 43,701,353
<APPREC-INCREASE-CURRENT> (35,536,605)
<NET-CHANGE-FROM-OPS> 10,616,165
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,989,770)
<DISTRIBUTIONS-OF-GAINS> (23,931,036)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,549,841
<NUMBER-OF-SHARES-REDEEMED> (14,681,369)
<SHARES-REINVESTED> 4,183,316
<NET-CHANGE-IN-ASSETS> (69,814,524)
<ACCUMULATED-NII-PRIOR> 1,067,492
<ACCUMULATED-GAINS-PRIOR> 24,019,748
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 905,068
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,105,801
<AVERAGE-NET-ASSETS> 360,823,000
<PER-SHARE-NAV-BEGIN> 5.65
<PER-SHARE-NII> 0.04
<PER-SHARE-GAIN-APPREC> 0.12
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.48)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 5.33
<EXPENSE-RATIO> 0.48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 8
<NAME> Value Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 299,146,312
<INVESTMENTS-AT-VALUE> 338,805,712
<RECEIVABLES> 2,226,543
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 341,032,255
<PAYABLE-FOR-SECURITIES> 165,765
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 26,448,715
<TOTAL-LIABILITIES> 26,614,480
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 256,621,103
<SHARES-COMMON-STOCK> 23,721,468
<SHARES-COMMON-PRIOR> 22,292,408
<ACCUMULATED-NII-CURRENT> 1,509,300
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 16,658,536
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 39,628,836
<NET-ASSETS> 314,417,775
<DIVIDEND-INCOME> 4,376,672
<INTEREST-INCOME> 318,979
<OTHER-INCOME> 0
<EXPENSES-NET> 974,936
<NET-INVESTMENT-INCOME> 3,720,715
<REALIZED-GAINS-CURRENT> 19,148,239
<APPREC-INCREASE-CURRENT> (20,388,271)
<NET-CHANGE-FROM-OPS> 2,480,683
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (3,595,636)
<DISTRIBUTIONS-OF-GAINS> (21,404,650)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 509,997
<NUMBER-OF-SHARES-REDEEMED> (770,638)
<SHARES-REINVESTED> 1,689,701
<NET-CHANGE-IN-ASSETS> (3,194,074)
<ACCUMULATED-NII-PRIOR> 1,384,221
<ACCUMULATED-GAINS-PRIOR> 18,914,947
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,118,778
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,316,196
<AVERAGE-NET-ASSETS> 318,751,000
<PER-SHARE-NAV-BEGIN> 14.25
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> (0.03)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (1.13)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.25
<EXPENSE-RATIO> 0.61
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 6
<NAME> Short Term Income Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 23,252,037
<INVESTMENTS-AT-VALUE> 23,209,033
<RECEIVABLES> 2,196,420
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 25,405,453
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 20,397
<TOTAL-LIABILITIES> 20,397
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 25,278,829
<SHARES-COMMON-STOCK> 2,612,653
<SHARES-COMMON-PRIOR> 1,132,734
<ACCUMULATED-NII-CURRENT> 252,908
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (103,677)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (43,004)
<NET-ASSETS> 25,385,056
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 610,627
<OTHER-INCOME> 0
<EXPENSES-NET> 20,061
<NET-INVESTMENT-INCOME> 590,566
<REALIZED-GAINS-CURRENT> (9,623)
<APPREC-INCREASE-CURRENT> (65,774)
<NET-CHANGE-FROM-OPS> 515,169
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (483,833)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,114,034
<NUMBER-OF-SHARES-REDEEMED> (1,670,658)
<SHARES-REINVESTED> 36,543
<NET-CHANGE-IN-ASSETS> 14,319,031
<ACCUMULATED-NII-PRIOR> 146,175
<ACCUMULATED-GAINS-PRIOR> (94,054)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 25,240
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 49,446
<AVERAGE-NET-ASSETS> 20,155,000
<PER-SHARE-NAV-BEGIN> 9.77
<PER-SHARE-NII> 0.22
<PER-SHARE-GAIN-APPREC> (0.02)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.25)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.72
<EXPENSE-RATIO> 0.20
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 3
<NAME> International Core Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 4,347,028,540
<INVESTMENTS-AT-VALUE> 4,516,570,224
<RECEIVABLES> 64,400,761
<ASSETS-OTHER> 38,634,989
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 4,619,605,974
<PAYABLE-FOR-SECURITIES> 36,473,043
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 329,870,956
<TOTAL-LIABILITIES> 366,343,999
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,907,873,359
<SHARES-COMMON-STOCK> 175,896,874
<SHARES-COMMON-PRIOR> 184,341,225
<ACCUMULATED-NII-CURRENT> 58,175,243
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 140,448,857
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 146,764,516
<NET-ASSETS> 4,253,261,975
<DIVIDEND-INCOME> 81,786,136
<INTEREST-INCOME> 10,172,141
<OTHER-INCOME> 0
<EXPENSES-NET> 15,673,176
<NET-INVESTMENT-INCOME> 76,285,101
<REALIZED-GAINS-CURRENT> 128,103,567
<APPREC-INCREASE-CURRENT> (180,417,512)
<NET-CHANGE-FROM-OPS> 23,971,156
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (12,640,349)
<DISTRIBUTIONS-OF-GAINS> (82,073,251)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 19,016,730
<NUMBER-OF-SHARES-REDEEMED> (31,049,450)
<SHARES-REINVESTED> 3,588,369
<NET-CHANGE-IN-ASSETS> (284,774,248)
<ACCUMULATED-NII-PRIOR> (5,469,509)
<ACCUMULATED-GAINS-PRIOR> 94,418,541
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 16,915,544
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 20,168,338
<AVERAGE-NET-ASSETS> 4,473,938,000
<PER-SHARE-NAV-BEGIN> 24.62
<PER-SHARE-NII> 0.43
<PER-SHARE-GAIN-APPREC> (0.34)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.53)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 24.18
<EXPENSE-RATIO> 0.69
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 7
<NAME> Japan Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 280,399,353
<INVESTMENTS-AT-VALUE> 267,677,616
<RECEIVABLES> 379,546
<ASSETS-OTHER> 29,685,599
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 297,742,761
<PAYABLE-FOR-SECURITIES> 21,066
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 34,283,938
<TOTAL-LIABILITIES> 34,305,004
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 277,129,017
<SHARES-COMMON-STOCK> 32,080,230
<SHARES-COMMON-PRIOR> 14,792,650
<ACCUMULATED-NII-CURRENT> (203,586)
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (77,316)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (13,410,358)
<NET-ASSETS> 263,437,757
<DIVIDEND-INCOME> 442,765
<INTEREST-INCOME> 153,859
<OTHER-INCOME> 0
<EXPENSES-NET> 610,482
<NET-INVESTMENT-INCOME> (13,858)
<REALIZED-GAINS-CURRENT> 50,447
<APPREC-INCREASE-CURRENT> (11,858,272)
<NET-CHANGE-FROM-OPS> (11,821,683)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 19,076,822
<NUMBER-OF-SHARES-REDEEMED> (1,789,242)
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 137,330,798
<ACCUMULATED-NII-PRIOR> (189,728)
<ACCUMULATED-GAINS-PRIOR> (127,763)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 654,196
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 872,094
<AVERAGE-NET-ASSETS> 173,013,000
<PER-SHARE-NAV-BEGIN> 8.52
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> (0.31)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 8.21
<EXPENSE-RATIO> 0.70
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 9
<NAME> Tobacco Free Core Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 51,763,405
<INVESTMENTS-AT-VALUE> 57,250,025
<RECEIVABLES> 239,311
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 57,489,336
<PAYABLE-FOR-SECURITIES> 177,591
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 3,301,051
<TOTAL-LIABILITIES> 3,478,642
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 42,687,046
<SHARES-COMMON-STOCK> 4,514,874
<SHARES-COMMON-PRIOR> 4,444,322
<ACCUMULATED-NII-CURRENT> 146,239
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 5,723,414
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 5,453,995
<NET-ASSETS> 54,010,694
<DIVIDEND-INCOME> 525,618
<INTEREST-INCOME> 95,028
<OTHER-INCOME> 0
<EXPENSES-NET> 126,134
<NET-INVESTMENT-INCOME> 494,512
<REALIZED-GAINS-CURRENT> 5,816,445
<APPREC-INCREASE-CURRENT> (6,243,171)
<NET-CHANGE-FROM-OPS> 67,786
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (515,601)
<DISTRIBUTIONS-OF-GAINS> (4,342,015)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 754,930
<NUMBER-OF-SHARES-REDEEMED> (1,074,672)
<SHARES-REINVESTED> 390,294
<NET-CHANGE-IN-ASSETS> (3,474,321)
<ACCUMULATED-NII-PRIOR> 167,328
<ACCUMULATED-GAINS-PRIOR> 4,248,984
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 131,390
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 202,221
<AVERAGE-NET-ASSETS> 52,421,000
<PER-SHARE-NAV-BEGIN> 12.93
<PER-SHARE-NII> 0.12
<PER-SHARE-GAIN-APPREC> 0.07
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (1.16)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.96
<EXPENSE-RATIO> 0.48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 10
<NAME> Fundamental Value Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 185,190,932
<INVESTMENTS-AT-VALUE> 221,295,538
<RECEIVABLES> 960,607
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 222,256,145
<PAYABLE-FOR-SECURITIES> 369,904
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 18,643,035
<TOTAL-LIABILITIES> 19,012,939
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 159,947,802
<SHARES-COMMON-STOCK> 14,047,972
<SHARES-COMMON-PRIOR> 14,123,445
<ACCUMULATED-NII-CURRENT> 1,254,338
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 5,936,460
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 36,104,606
<NET-ASSETS> 203,243,206
<DIVIDEND-INCOME> 3,158,945
<INTEREST-INCOME> 122,867
<OTHER-INCOME> 0
<EXPENSES-NET> 790,473
<NET-INVESTMENT-INCOME> 2,491,339
<REALIZED-GAINS-CURRENT> 6,672,458
<APPREC-INCREASE-CURRENT> (6,148,712)
<NET-CHANGE-FROM-OPS> 3,015,085
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,112,859)
<DISTRIBUTIONS-OF-GAINS> (8,510,213)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,586
<NUMBER-OF-SHARES-REDEEMED> (677,878)
<SHARES-REINVESTED> 595,819
<NET-CHANGE-IN-ASSETS> (9,185,140)
<ACCUMULATED-NII-PRIOR> 875,858
<ACCUMULATED-GAINS-PRIOR> 7,774,215
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 790,473
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 916,947
<AVERAGE-NET-ASSETS> 210,173,000
<PER-SHARE-NAV-BEGIN> 15.04
<PER-SHARE-NII> 0.18
<PER-SHARE-GAIN-APPREC> 0.03
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.78)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 14.47
<EXPENSE-RATIO> 0.75
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 131
<NAME> International Small Companies Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 194,701,143
<INVESTMENTS-AT-VALUE> 203,769,082
<RECEIVABLES> 607,292
<ASSETS-OTHER> 23,292,583
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 227,668,957
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,243,102
<TOTAL-LIABILITIES> 1,243,102
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 218,170,006
<SHARES-COMMON-STOCK> 17,439,466
<SHARES-COMMON-PRIOR> 16,902,821
<ACCUMULATED-NII-CURRENT> 2,775,612
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (1,402,268)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 6,882,505
<NET-ASSETS> 226,425,855
<DIVIDEND-INCOME> 3,209,805
<INTEREST-INCOME> 573,068
<OTHER-INCOME> 0
<EXPENSES-NET> 875,812
<NET-INVESTMENT-INCOME> 2,907,061
<REALIZED-GAINS-CURRENT> (1,751,254)
<APPREC-INCREASE-CURRENT> 3,111,034
<NET-CHANGE-FROM-OPS> 4,266,841
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (607,744)
<DISTRIBUTIONS-OF-GAINS> (3,403,369)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 932,056
<NUMBER-OF-SHARES-REDEEMED> (671,448)
<SHARES-REINVESTED> 276,037
<NET-CHANGE-IN-ASSETS> 7,462,125
<ACCUMULATED-NII-PRIOR> 476,295
<ACCUMULATED-GAINS-PRIOR> 3,752,355
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,454,408
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,749,676
<AVERAGE-NET-ASSETS> 230,788,000
<PER-SHARE-NAV-BEGIN> 12.95
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 0.10
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.24)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.98
<EXPENSE-RATIO> 0.75
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 111
<NAME> Core II Secondaries Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 249,776,570
<INVESTMENTS-AT-VALUE> 276,444,963
<RECEIVABLES> 703,136
<ASSETS-OTHER> 64,446,606
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 341,594,705
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11,217,361
<TOTAL-LIABILITIES> 11,217,361
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 303,579,424
<SHARES-COMMON-STOCK> 23,309,621
<SHARES-COMMON-PRIOR> 16,666,567
<ACCUMULATED-NII-CURRENT> 1,453,178
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,253,044
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 24,091,698
<NET-ASSETS> 330,377,344
<DIVIDEND-INCOME> 2,298,642
<INTEREST-INCOME> 1,866,299
<OTHER-INCOME> 0
<EXPENSES-NET> 731,768
<NET-INVESTMENT-INCOME> 3,433,173
<REALIZED-GAINS-CURRENT> 2,471,754
<APPREC-INCREASE-CURRENT> 3,670,984
<NET-CHANGE-FROM-OPS> 9,575,911
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,666,977)
<DISTRIBUTIONS-OF-GAINS> (5,439,706)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 7,919,600
<NUMBER-OF-SHARES-REDEEMED> (1,718,491)
<SHARES-REINVESTED> 441,945
<NET-CHANGE-IN-ASSETS> 98,843,913
<ACCUMULATED-NII-PRIOR> 686,982
<ACCUMULATED-GAINS-PRIOR> 4,220,996
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 762,258
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 965,730
<AVERAGE-NET-ASSETS> 304,213,000
<PER-SHARE-NAV-BEGIN> 13.89
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> 0.49
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.36)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 14.17
<EXPENSE-RATIO> 0.48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 14
<NAME> U.S. Sector Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 213,891,494
<INVESTMENTS-AT-VALUE> 233,809,311
<RECEIVABLES> 984,748
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 234,794,059
<PAYABLE-FOR-SECURITIES> 539,995
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 8,746,093
<TOTAL-LIABILITIES> 9,286,088
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 186,375,402
<SHARES-COMMON-STOCK> 19,210,683
<SHARES-COMMON-PRIOR> 15,503,866
<ACCUMULATED-NII-CURRENT> 614,511
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 18,444,220
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 20,073,838
<NET-ASSETS> 225,507,971
<DIVIDEND-INCOME> 2,317,176
<INTEREST-INCOME> 348,814
<OTHER-INCOME> 0
<EXPENSES-NET> 535,777
<NET-INVESTMENT-INCOME> 2,130,213
<REALIZED-GAINS-CURRENT> 18,606,954
<APPREC-INCREASE-CURRENT> (16,706,660)
<NET-CHANGE-FROM-OPS> 4,030,507
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,290,625)
<DISTRIBUTIONS-OF-GAINS> (32,803,951)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,529,655
<NUMBER-OF-SHARES-REDEEMED> (1,334,220)
<SHARES-REINVESTED> 1,511,382
<NET-CHANGE-IN-ASSETS> 14,189,255
<ACCUMULATED-NII-PRIOR> 774,923
<ACCUMULATED-GAINS-PRIOR> 32,641,217
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 546,939
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 696,231
<AVERAGE-NET-ASSETS> 222,646,000
<PER-SHARE-NAV-BEGIN> 13.63
<PER-SHARE-NII> 0.12
<PER-SHARE-GAIN-APPREC> 0.09
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (2.10)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.74
<EXPENSE-RATIO> 0.48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 16
<NAME> International Bond Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 204,063,285
<INVESTMENTS-AT-VALUE> 212,047,045
<RECEIVABLES> 8,696,890
<ASSETS-OTHER> 57,840
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 220,801,775
<PAYABLE-FOR-SECURITIES> 5,297,555
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 12,699,467
<TOTAL-LIABILITIES> 17,997,022
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 172,537,116
<SHARES-COMMON-STOCK> 17,563,164
<SHARES-COMMON-PRIOR> 17,765,600
<ACCUMULATED-NII-CURRENT> 8,133,415
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 13,801,190
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 8,333,032
<NET-ASSETS> 202,804,753
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 7,194,831
<OTHER-INCOME> 0
<EXPENSES-NET> 377,492
<NET-INVESTMENT-INCOME> 6,817,339
<REALIZED-GAINS-CURRENT> 14,111,565
<APPREC-INCREASE-CURRENT> (4,435,956)
<NET-CHANGE-FROM-OPS> 16,492,948
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (3,568,678)
<DISTRIBUTIONS-OF-GAINS> (2,276,849)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,019,441
<NUMBER-OF-SHARES-REDEEMED> (4,626,675)
<SHARES-REINVESTED> 404,798
<NET-CHANGE-IN-ASSETS> 8,884,437
<ACCUMULATED-NII-PRIOR> 4,884,754
<ACCUMULATED-GAINS-PRIOR> 1,966,474
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 379,254
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 563,159
<AVERAGE-NET-ASSETS> 189,188,000
<PER-SHARE-NAV-BEGIN> 10.92
<PER-SHARE-NII> 0.41
<PER-SHARE-GAIN-APPREC> 0.58
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.36)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.55
<EXPENSE-RATIO> 0.40
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
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-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 144,282,119
<INVESTMENTS-AT-VALUE> 180,625,523
<RECEIVABLES> 1,789,164
<ASSETS-OTHER> 4,466
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 182,419,153
<PAYABLE-FOR-SECURITIES> 188,753
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 222,758
<TOTAL-LIABILITIES> 411,511
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 142,567,905
<SHARES-COMMON-STOCK> 12,797,474
<SHARES-COMMON-PRIOR> 12,204,124
<ACCUMULATED-NII-CURRENT> 994,234
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,102,099
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 36,343,404
<NET-ASSETS> 182,007,642
<DIVIDEND-INCOME> 1,823,338
<INTEREST-INCOME> 1,146,125
<OTHER-INCOME> 0
<EXPENSES-NET> 878,257
<NET-INVESTMENT-INCOME> 2,091,206
<REALIZED-GAINS-CURRENT> 3,472,919
<APPREC-INCREASE-CURRENT> (3,631,897)
<NET-CHANGE-FROM-OPS> 1,932,228
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,743,567)
<DISTRIBUTIONS-OF-GAINS> (3,984,116)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 927,821
<NUMBER-OF-SHARES-REDEEMED> (712,170)
<SHARES-REINVESTED> 377,699
<NET-CHANGE-IN-ASSETS> 4,769,349
<ACCUMULATED-NII-PRIOR> 646,595
<ACCUMULATED-GAINS-PRIOR> 2,613,296
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 832,034
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 968,377
<AVERAGE-NET-ASSETS> 183,372,000
<PER-SHARE-NAV-BEGIN> 14.52
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 0.00
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.46)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 14.22
<EXPENSE-RATIO> 0.95
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 15
<NAME> Emerging Markets Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 1,243,913,640
<INVESTMENTS-AT-VALUE> 1,209,858,328
<RECEIVABLES> 20,654,339
<ASSETS-OTHER> 15,945,195
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,246,457,862
<PAYABLE-FOR-SECURITIES> 24,546,201
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,514,416
<TOTAL-LIABILITIES> 26,060,617
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,247,146,379
<SHARES-COMMON-STOCK> 111,608,650
<SHARES-COMMON-PRIOR> 86,054,424
<ACCUMULATED-NII-CURRENT> 11,249,129
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (6,358,044)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (31,640,219)
<NET-ASSETS> 1,220,397,245
<DIVIDEND-INCOME> 16,367,257
<INTEREST-INCOME> 2,569,290
<OTHER-INCOME> 0
<EXPENSES-NET> 6,751,664
<NET-INVESTMENT-INCOME> 12,184,883
<REALIZED-GAINS-CURRENT> 21,919,423
<APPREC-INCREASE-CURRENT> (4,330,326)
<NET-CHANGE-FROM-OPS> 29,773,980
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (8,782,728)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 27,412,967
<NUMBER-OF-SHARES-REDEEMED> (2,262,129)
<SHARES-REINVESTED> 403,388
<NET-CHANGE-IN-ASSETS> 313,217,725
<ACCUMULATED-NII-PRIOR> 7,846,974
<ACCUMULATED-GAINS-PRIOR> (28,277,467)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 5,714,385
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 7,442,447
<AVERAGE-NET-ASSETS> 1,133,601,000
<PER-SHARE-NAV-BEGIN> 10.54
<PER-SHARE-NII> 0.09
<PER-SHARE-GAIN-APPREC> 0.38
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.08)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.93
<EXPENSE-RATIO> 0.12
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 17
<NAME> Emerging Country Debt Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 505,398,828
<INVESTMENTS-AT-VALUE> 656,488,824
<RECEIVABLES> 51,350,551
<ASSETS-OTHER> 2,355
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 707,841,730
<PAYABLE-FOR-SECURITIES> 11,279,672
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 49,735,204
<TOTAL-LIABILITIES> 61,014,876
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 399,403,787
<SHARES-COMMON-STOCK> 45,031,574
<SHARES-COMMON-PRIOR> 52,339,284
<ACCUMULATED-NII-CURRENT> 32,108,591
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 69,870,779
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 145,443,697
<NET-ASSETS> 646,826,854
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 33,025,583
<OTHER-INCOME> 0
<EXPENSES-NET> 1,881,184
<NET-INVESTMENT-INCOME> 31,144,399
<REALIZED-GAINS-CURRENT> 76,128,691
<APPREC-INCREASE-CURRENT> 57,584,487
<NET-CHANGE-FROM-OPS> 164,857,577
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (12,665,886)
<DISTRIBUTIONS-OF-GAINS> (24,207,002)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,780,799
<NUMBER-OF-SHARES-REDEEMED> (14,421,005)
<SHARES-REINVESTED> 2,332,496
<NET-CHANGE-IN-ASSETS> 31,341,811
<ACCUMULATED-NII-PRIOR> 13,630,078
<ACCUMULATED-GAINS-PRIOR> 17,949,090
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,627,727
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,202,106
<AVERAGE-NET-ASSETS> 649,442,000
<PER-SHARE-NAV-BEGIN> 11.76
<PER-SHARE-NII> 0.71
<PER-SHARE-GAIN-APPREC> 2.65
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.76)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 14.36
<EXPENSE-RATIO> 0.58
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 18
<NAME> Global Hedged Equity Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 300,699,579
<INVESTMENTS-AT-VALUE> 312,064,318
<RECEIVABLES> 6,745,757
<ASSETS-OTHER> 1,633,095
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 320,443,170
<PAYABLE-FOR-SECURITIES> 956,828
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 2,357,263
<TOTAL-LIABILITIES> 3,314,091
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 301,306,310
<SHARES-COMMON-STOCK> 29,771,691
<SHARES-COMMON-PRIOR> 35,975,948
<ACCUMULATED-NII-CURRENT> 4,131,701
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (6,604,957)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 18,296,025
<NET-ASSETS> 317,129,079
<DIVIDEND-INCOME> 4,669,233
<INTEREST-INCOME> 1,088,841
<OTHER-INCOME> 0
<EXPENSES-NET> 1,501,714
<NET-INVESTMENT-INCOME> 4,256,360
<REALIZED-GAINS-CURRENT> 9,329,574
<APPREC-INCREASE-CURRENT> (13,590,235)
<NET-CHANGE-FROM-OPS> (4,301)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (422,864)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,387,660
<NUMBER-OF-SHARES-REDEEMED> (8,615,714)
<SHARES-REINVESTED> 23,797
<NET-CHANGE-IN-ASSETS> (65,804,677)
<ACCUMULATED-NII-PRIOR> 298,205
<ACCUMULATED-GAINS-PRIOR> (15,934,531)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,169,808
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,687,038
<AVERAGE-NET-ASSETS> 357,003,000
<PER-SHARE-NAV-BEGIN> 10.64
<PER-SHARE-NII> 0.14
<PER-SHARE-GAIN-APPREC> (0.12)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.01)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.65
<EXPENSE-RATIO> 0.83
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 19
<NAME> Domestic Bond Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 544,210,475
<INVESTMENTS-AT-VALUE> 538,660,189
<RECEIVABLES> 3,579,804
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 542,239,993
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 91,109,000
<TOTAL-LIABILITIES> 91,109,000
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 457,203,017
<SHARES-COMMON-STOCK> 45,181,741
<SHARES-COMMON-PRIOR> 29,888,776
<ACCUMULATED-NII-CURRENT> 4,071,870
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (2,630,576)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (7,513,318)
<NET-ASSETS> 451,130,993
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 11,680,445
<OTHER-INCOME> 0
<EXPENSES-NET> 456,848
<NET-INVESTMENT-INCOME> 11,223,597
<REALIZED-GAINS-CURRENT> (3,637,045)
<APPREC-INCREASE-CURRENT> (8,367,388)
<NET-CHANGE-FROM-OPS> (780,836)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (10,591,343)
<DISTRIBUTIONS-OF-GAINS> (2,560,808)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 14,851,216
<NUMBER-OF-SHARES-REDEEMED> (670,418)
<SHARES-REINVESTED> 1,112,167
<NET-CHANGE-IN-ASSETS> 140,181,648
<ACCUMULATED-NII-PRIOR> 3,439,616
<ACCUMULATED-GAINS-PRIOR> 3,567,277
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 456,847
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 664,166
<AVERAGE-NET-ASSETS> 364,952,000
<PER-SHARE-NAV-BEGIN> 10.40
<PER-SHARE-NII> 0.28
<PER-SHARE-GAIN-APPREC> (0.33)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.37)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.98
<EXPENSE-RATIO> 0.25
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 20
<NAME> Currency Hedged International Bond Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 343,169,932
<INVESTMENTS-AT-VALUE> 359,039,272
<RECEIVABLES> 12,752,268
<ASSETS-OTHER> 74,411
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 371,865,951
<PAYABLE-FOR-SECURITIES> 12,496,996
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 10,238,437
<TOTAL-LIABILITIES> 22,735,433
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 299,691,288
<SHARES-COMMON-STOCK> 29,089,838
<SHARES-COMMON-PRIOR> 21,628,308
<ACCUMULATED-NII-CURRENT> 11,891,234
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 20,241,430
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 17,306,566
<NET-ASSETS> 349,130,518
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 10,570,099
<OTHER-INCOME> 0
<EXPENSES-NET> 541,580
<NET-INVESTMENT-INCOME> 10,028,519
<REALIZED-GAINS-CURRENT> 21,014,646
<APPREC-INCREASE-CURRENT> (5,232,815)
<NET-CHANGE-FROM-OPS> 25,810,350
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (350,301)
<DISTRIBUTIONS-OF-GAINS> (800,688)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 9,451,675
<NUMBER-OF-SHARES-REDEEMED> (2,075,035)
<SHARES-REINVESTED> 84,890
<NET-CHANGE-IN-ASSETS> 112,968,660
<ACCUMULATED-NII-PRIOR> 2,213,016
<ACCUMULATED-GAINS-PRIOR> 27,472
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 676,972
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 917,830
<AVERAGE-NET-ASSETS> 270,496,000
<PER-SHARE-NAV-BEGIN> 10.92
<PER-SHARE-NII> 0.32
<PER-SHARE-GAIN-APPREC> 0.80
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.04)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.00
<EXPENSE-RATIO> 0.40
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 21
<NAME> Currency Hedged International Core Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 498,815,329
<INVESTMENTS-AT-VALUE> 506,799,670
<RECEIVABLES> 4,543,449
<ASSETS-OTHER> 2,614,640
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 513,957,759
<PAYABLE-FOR-SECURITIES> 1,918,639
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 3,867,971
<TOTAL-LIABILITIES> 5,786,610
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 490,112,713
<SHARES-COMMON-STOCK> 44,087,812
<SHARES-COMMON-PRIOR> 35,278,555
<ACCUMULATED-NII-CURRENT> 12,845,398
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 722,304
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 4,490,734
<NET-ASSETS> 508,171,149
<DIVIDEND-INCOME> 7,524,292
<INTEREST-INCOME> 2,344,414
<OTHER-INCOME> 0
<EXPENSES-NET> 1,662,544
<NET-INVESTMENT-INCOME> 8,206,162
<REALIZED-GAINS-CURRENT> 7,635,617
<APPREC-INCREASE-CURRENT> (7,791,593)
<NET-CHANGE-FROM-OPS> 8,050,186
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,475,090)
<DISTRIBUTIONS-OF-GAINS> (9,751,985)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 11,351,325
<NUMBER-OF-SHARES-REDEEMED> (3,419,505)
<SHARES-REINVESTED> 877,437
<NET-CHANGE-IN-ASSETS> 100,944,571
<ACCUMULATED-NII-PRIOR> 6,114,326
<ACCUMULATED-GAINS-PRIOR> 2,838,672
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,800,980
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,428,880
<AVERAGE-NET-ASSETS> 476,329,000
<PER-SHARE-NAV-BEGIN> 11.54
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> 0.12
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.28)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.53
<EXPENSE-RATIO> 0.69
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 22
<NAME> Global Bond Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 64,366,596
<INVESTMENTS-AT-VALUE> 64,934,015
<RECEIVABLES> 1,723,990
<ASSETS-OTHER> 1,903
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 66,659,908
<PAYABLE-FOR-SECURITIES> 6,006
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 3,333,389
<TOTAL-LIABILITIES> 3,339,395
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 59,926,522
<SHARES-COMMON-STOCK> 6,042,003
<SHARES-COMMON-PRIOR> 3,143,053
<ACCUMULATED-NII-CURRENT> 1,877,630
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 887,898
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 628,463
<NET-ASSETS> 63,320,513
<DIVIDEND-INCOME> 143,369
<INTEREST-INCOME> 1,837,824
<OTHER-INCOME> 0
<EXPENSES-NET> 98,116
<NET-INVESTMENT-INCOME> 1,883,077
<REALIZED-GAINS-CURRENT> 1,143,207
<APPREC-INCREASE-CURRENT> 973,596
<NET-CHANGE-FROM-OPS> 3,999,880
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (150,806)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,917,015
<NUMBER-OF-SHARES-REDEEMED> (27,833)
<SHARES-REINVESTED> 9,768
<NET-CHANGE-IN-ASSETS> 32,248,095
<ACCUMULATED-NII-PRIOR> 145,359
<ACCUMULATED-GAINS-PRIOR> (255,309)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 101,684
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 186,006
<AVERAGE-NET-ASSETS> 57,978,000
<PER-SHARE-NAV-BEGIN> 9.89
<PER-SHARE-NII> 0.29
<PER-SHARE-GAIN-APPREC> 0.33
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.03)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.48
<EXPENSE-RATIO> 0.34
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 23
<NAME> REIT
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 77,112,096
<INVESTMENTS-AT-VALUE> 79,006,534
<RECEIVABLES> 192,585
<ASSETS-OTHER> 1,398
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 79,200,517
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 89,684
<TOTAL-LIABILITIES> 89,684
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 76,102,948
<SHARES-COMMON-STOCK> 7,464,598
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 609,173
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 535,267
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1,863,445
<NET-ASSETS> 79,110,833
<DIVIDEND-INCOME> 596,106
<INTEREST-INCOME> 80,006
<OTHER-INCOME> 0
<EXPENSES-NET> 66,939
<NET-INVESTMENT-INCOME> 609,173
<REALIZED-GAINS-CURRENT> 535,267
<APPREC-INCREASE-CURRENT> 1,863,445
<NET-CHANGE-FROM-OPS> 3,007,885
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 7,464,598
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 79,110,833
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 72,759
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 108,278
<AVERAGE-NET-ASSETS> 40,675,000
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.08
<PER-SHARE-GAIN-APPREC> 0.52
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.60
<EXPENSE-RATIO> 0.69
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>241
<NAME> Foreign Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 575,331,857
<INVESTMENTS-AT-VALUE> 564,128,177
<RECEIVABLES> 2,727,708
<ASSETS-OTHER> 6,084,523
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 572,940,408
<PAYABLE-FOR-SECURITIES> 2,202,193
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,003,447
<TOTAL-LIABILITIES> 3,205,640
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 580,085,691
<SHARES-COMMON-STOCK> 354,251
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 1,719,661
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (448,722)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (11,621,862)
<NET-ASSETS> 3,476,181
<DIVIDEND-INCOME> 7,947
<INTEREST-INCOME> 2,434
<OTHER-INCOME> 0
<EXPENSES-NET> 4,365
<NET-INVESTMENT-INCOME> 6,016
<REALIZED-GAINS-CURRENT> (2,522)
<APPREC-INCREASE-CURRENT> (27,311)
<NET-CHANGE-FROM-OPS> (23,817)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 354,251
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 3,476,183
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 715,455
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,015,715
<AVERAGE-NET-ASSETS> 3,464,970
<PER-SHARE-NAV-BEGIN> 9.88
<PER-SHARE-NII> 0.02
<PER-SHARE-GAIN-APPREC> (0.09)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.81
<EXPENSE-RATIO> 0.88
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 243
<NAME> Foreign Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 575,331,857
<INVESTMENTS-AT-VALUE> 564,128,177
<RECEIVABLES> 2,727,708
<ASSETS-OTHER> 6,084,523
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 572,940,408
<PAYABLE-FOR-SECURITIES> 2,202,193
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,003,447
<TOTAL-LIABILITIES> 3,205,640
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 580,085,691
<SHARES-COMMON-STOCK> 57,710,422
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 1,719,661
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (448,722)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (11,621,862)
<NET-ASSETS> 566,258,587
<DIVIDEND-INCOME> 1,979,647
<INTEREST-INCOME> 449,179
<OTHER-INCOME> 0
<EXPENSES-NET> 715,181
<NET-INVESTMENT-INCOME> 1,713,645
<REALIZED-GAINS-CURRENT> (446,200)
<APPREC-INCREASE-CURRENT> (11,594,551)
<NET-CHANGE-FROM-OPS> (10,327,106)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 57,723,777
<NUMBER-OF-SHARES-REDEEMED> (13,355)
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 566,258,585
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 715,455
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,015,715
<AVERAGE-NET-ASSETS> 558,697,943
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> (0.22)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.81
<EXPENSE-RATIO> 0.75
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>251
<NAME> World Equity Allocation Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 10,183,099
<INVESTMENTS-AT-VALUE> 9,634,863
<RECEIVABLES> 5,597
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 9,640,460
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 7,171
<TOTAL-LIABILITIES> 7,171
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 9,928,909
<SHARES-COMMON-STOCK> 582,229
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 33,867
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 218,749
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (548,236)
<NET-ASSETS> 5,639,148
<DIVIDEND-INCOME> 20,037
<INTEREST-INCOME> 0
<OTHER-INCOME> 0
<EXPENSES-NET> (1,614)
<NET-INVESTMENT-INCOME> 18,423
<REALIZED-GAINS-CURRENT> 120,854
<APPREC-INCREASE-CURRENT> (305,597)
<NET-CHANGE-FROM-OPS> (166,320)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 582,229
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 5,639,148
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 7,996
<AVERAGE-NET-ASSETS> 5,514,528
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> (0.34)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.69
<EXPENSE-RATIO> 0.18
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 252
<NAME> World Equity Allocation Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 10,183,099
<INVESTMENTS-AT-VALUE> 9,634,863
<RECEIVABLES> 5,597
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 9,640,460
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 7,171
<TOTAL-LIABILITIES> 7,171
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 9,928,909
<SHARES-COMMON-STOCK> 412,344
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 33,867
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 218,749
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (548,236)
<NET-ASSETS> 3,994,141
<DIVIDEND-INCOME> 16,229
<INTEREST-INCOME> 0
<OTHER-INCOME> 0
<EXPENSES-NET> (785)
<NET-INVESTMENT-INCOME> 15,444
<REALIZED-GAINS-CURRENT> 97,895
<APPREC-INCREASE-CURRENT> (242,639)
<NET-CHANGE-FROM-OPS> (129,300)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 412,344
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 3,994,141
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 7,996
<AVERAGE-NET-ASSETS> 3,998,001
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.04
<PER-SHARE-GAIN-APPREC> (0.35)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.69
<EXPENSE-RATIO> 0.12
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1996
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 26
<NAME> Global Balanced Allocation Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1997
<PERIOD-END> AUG-31-1996
<INVESTMENTS-AT-COST> 2,999,978
<INVESTMENTS-AT-VALUE> 3,073,494
<RECEIVABLES> 3,769
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,077,263
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,233
<TOTAL-LIABILITIES> 4,233
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,000,000
<SHARES-COMMON-STOCK> 300,000
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> (486)
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 73,516
<NET-ASSETS> 3,073,030
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 0
<OTHER-INCOME> 0
<EXPENSES-NET> 486
<NET-INVESTMENT-INCOME> (486)
<REALIZED-GAINS-CURRENT> 0
<APPREC-INCREASE-CURRENT> 73,516
<NET-CHANGE-FROM-OPS> 73,030
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 300,000
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 3,073,030
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,255
<AVERAGE-NET-ASSETS> 1,618,659
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> 0.24
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.24
<EXPENSE-RATIO> 0.18
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
