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<PAGE> PAGE 22
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<PAGE> PAGE 23
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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 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 38
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<PAGE> PAGE 39
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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 101
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<PAGE> PAGE 102
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<PAGE> PAGE 103
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<PAGE> PAGE 105
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<PAGE> PAGE 106
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<PAGE> PAGE 107
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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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<PAGE> PAGE 114
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<PAGE> PAGE 115
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<PAGE> PAGE 116
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<PAGE> PAGE 117
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<PAGE> PAGE 118
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<PAGE> PAGE 119
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<PAGE> PAGE 120
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<PAGE> PAGE 121
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<PAGE> PAGE 122
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<PAGE> PAGE 123
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<PAGE> PAGE 125
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<PAGE> PAGE 126
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<PAGE> PAGE 127
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<PAGE> PAGE 128
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<PAGE> PAGE 129
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<PAGE> PAGE 130
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<PAGE> PAGE 131
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<PAGE> PAGE 132
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<PAGE> PAGE 133
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<PAGE> PAGE 134
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<PAGE> PAGE 135
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<PAGE> PAGE 136
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<PAGE> PAGE 137
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<PAGE> PAGE 138
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<PAGE> PAGE 139
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<PAGE> PAGE 140
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<PAGE> PAGE 141
065 003200 N
066 A003200 N
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068 A003200 N
068 B003200 N
069 003200 N
070 A013200 Y
070 A023200 Y
070 B013200 Y
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070 C023200 Y
070 D013200 Y
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070 E023200 Y
070 F013200 Y
070 F023200 N
070 G013200 Y
070 G023200 N
070 H013200 Y
070 H023200 N
070 I013200 N
070 I023200 N
070 J013200 Y
070 J023200 N
070 K013200 Y
070 K023200 Y
070 L013200 Y
070 L023200 Y
070 M013200 Y
070 M023200 Y
070 N013200 Y
070 N023200 Y
070 O013200 Y
070 O023200 N
070 P013200 N
070 P023200 N
070 Q013200 N
070 Q023200 N
070 R013200 N
070 R023200 N
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<PAGE> PAGE 142
072 F003200 123
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<PAGE> PAGE 143
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012 C033301 02116
015 A003301 INVESTORS BANK & TRUST COMPANY
015 B003301 C
015 C013301 BOSTON
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024 003300 N
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<PAGE> PAGE 144
028 E043300 0
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<PAGE> PAGE 145
061 003300 1000000
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070 E023300 Y
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070 G023300 N
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070 I023300 N
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070 J023300 N
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070 K023300 Y
<PAGE> PAGE 146
070 L013300 Y
070 L023300 Y
070 M013300 Y
070 M023300 Y
070 N013300 Y
070 N023300 Y
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070 P023300 N
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070 Q023300 N
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070 R023300 N
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<PAGE> PAGE 147
073 A013300 0.0000
073 A023300 0.0000
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008 D033401 02110
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008 D033402 94704
012 A003401 INVESTORS BANK & TRUST COMPANY
012 B003401 85-720
<PAGE> PAGE 148
012 C013401 BOSTON
012 C023401 MA
012 C033401 02116
015 A003401 BROWN BROTHERS HARRIMAN & CO.
015 B003401 C
015 C013401 BOSTON
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015 C033401 02109
015 E013401 X
024 003400 N
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039 003400 N
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<PAGE> PAGE 149
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<PAGE> PAGE 150
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<PAGE> PAGE 151
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<PAGE> PAGE 152
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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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 1
<NAME> Core Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
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<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 3,120,366,773
<INVESTMENTS-AT-VALUE> 3,740,113,458
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<SENIOR-LONG-TERM-DEBT> 0
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<SHARES-COMMON-PRIOR> 452,508
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<OVERDISTRIBUTION-NII> 0
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<OVERDISTRIBUTION-GAINS> 0
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<NET-INVESTMENT-INCOME> 85,012
<REALIZED-GAINS-CURRENT> 846,082
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<NET-CHANGE-FROM-OPS> 1,623,606
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (74,956)
<DISTRIBUTIONS-OF-GAINS> (1,989,360)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 76,715
<NUMBER-OF-SHARES-REDEEMED> 30
<SHARES-REINVESTED> 108,520
<NET-CHANGE-IN-ASSETS> 3,200,801
<ACCUMULATED-NII-PRIOR> 8,926
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<OVERDISTRIB-NII-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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 2
<NAME> Core Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 3,120,366,773
<INVESTMENTS-AT-VALUE> 3,740,113,458
<RECEIVABLES> 53,205,599
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,793,319,057
<PAYABLE-FOR-SECURITIES> 60,838,426
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 239,497,927
<TOTAL-LIABILITIES> 300,336,353
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,600,901,234
<SHARES-COMMON-STOCK> 2,030,993
<SHARES-COMMON-PRIOR> 3,221,403
<ACCUMULATED-NII-CURRENT> 9,554,200
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 264,935,429
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 617,591,841
<NET-ASSETS> 39,157,489
<DIVIDEND-INCOME> 591,530
<INTEREST-INCOME> 130,909
<OTHER-INCOME> 0
<EXPENSES-NET> 177,621
<NET-INVESTMENT-INCOME> 544,818
<REALIZED-GAINS-CURRENT> 5,306,845
<APPREC-INCREASE-CURRENT> 4,334,712
<NET-CHANGE-FROM-OPS> 10,186,375
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (513,250)
<DISTRIBUTIONS-OF-GAINS> (12,616,955)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 1,900,297
<SHARES-REINVESTED> 709,887
<NET-CHANGE-IN-ASSETS> (25,605,775)
<ACCUMULATED-NII-PRIOR> (161,153)
<ACCUMULATED-GAINS-PRIOR> 11,548,506
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 8,440,695
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 11,248,634
<AVERAGE-NET-ASSETS> 64,872,510
<PER-SHARE-NAV-BEGIN> 20.10
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 3.07
<PER-SHARE-DIVIDEND> (0.16)
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<PER-SHARE-NAV-END> 19.28
<EXPENSE-RATIO> 0.55
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 3
<NAME> Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 3,120,366,773
<INVESTMENTS-AT-VALUE> 3,740,113,458
<RECEIVABLES> 53,205,599
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,793,319,057
<PAYABLE-FOR-SECURITIES> 60,838,426
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 239,497,927
<TOTAL-LIABILITIES> 300,336,353
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,600,901,234
<SHARES-COMMON-STOCK> 178,331,768
<SHARES-COMMON-PRIOR> 151,675,682
<ACCUMULATED-NII-CURRENT> 9,554,200
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 264,935,429
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 617,591,841
<NET-ASSETS> 3,441,520,487
<DIVIDEND-INCOME> 28,743,324
<INTEREST-INCOME> 6,699,389
<OTHER-INCOME> 0
<EXPENSES-NET> 7,537,170
<NET-INVESTMENT-INCOME> 27,905,543
<REALIZED-GAINS-CURRENT> 254,111,887
<APPREC-INCREASE-CURRENT> 210,630,098
<NET-CHANGE-FROM-OPS> 492,647,528
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (23,771,559)
<DISTRIBUTIONS-OF-GAINS> (555,275,629)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 17,473,181
<NUMBER-OF-SHARES-REDEEMED> 21,493,483
<SHARES-REINVESTED> 30,676,388
<NET-CHANGE-IN-ASSETS> 390,176,063
<ACCUMULATED-NII-PRIOR> 5,530,819
<ACCUMULATED-GAINS-PRIOR> 561,337,850
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 8,440,695
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 11,248,634
<AVERAGE-NET-ASSETS> 3,149,104,381
<PER-SHARE-NAV-BEGIN> 20.12
<PER-SHARE-NII> 0.18
<PER-SHARE-GAIN-APPREC> 3.06
<PER-SHARE-DIVIDEND> (0.16)
<PER-SHARE-DISTRIBUTIONS> (3.90)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 19.30
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 7
<NAME> Growth Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 186,374,271
<INVESTMENTS-AT-VALUE> 230,160,862
<RECEIVABLES> 5,529,685
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 235,690,547
<PAYABLE-FOR-SECURITIES> 3,344,774
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 32,972,055
<TOTAL-LIABILITIES> 36,316,829
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 135,699,182
<SHARES-COMMON-STOCK> 43,449,109
<SHARES-COMMON-PRIOR> 47,135,740
<ACCUMULATED-NII-CURRENT> 208,375
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 18,895,325
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 44,570,836
<NET-ASSETS> 199,373,718
<DIVIDEND-INCOME> 977,303
<INTEREST-INCOME> 352,632
<OTHER-INCOME> 0
<EXPENSES-NET> 491,650
<NET-INVESTMENT-INCOME> 838,285
<REALIZED-GAINS-CURRENT> 17,386,879
<APPREC-INCREASE-CURRENT> 18,914,697
<NET-CHANGE-FROM-OPS> 37,139,861
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,298,039)
<DISTRIBUTIONS-OF-GAINS> (50,944,575)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 83,220
<NUMBER-OF-SHARES-REDEEMED> 15,948,801
<SHARES-REINVESTED> 12,178,950
<NET-CHANGE-IN-ASSETS> (44,809,714)
<ACCUMULATED-NII-PRIOR> 668,129
<ACCUMULATED-GAINS-PRIOR> 52,453,021
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 511,712
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 738,726
<AVERAGE-NET-ASSETS> 205,242,689
<PER-SHARE-NAV-BEGIN> 5.18
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> 0.90
<PER-SHARE-DIVIDEND> (0.04)
<PER-SHARE-DISTRIBUTIONS> (1.48)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 4.59
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>11
<NAME> Value Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 346,649,293
<INVESTMENTS-AT-VALUE> 414,978,484
<RECEIVABLES> 3,093,174
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 418,071,658
<PAYABLE-FOR-SECURITIES> 1,087,577
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 34,965,932
<TOTAL-LIABILITIES> 36,053,509
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 264,390,609
<SHARES-COMMON-STOCK> 24,464,821
<SHARES-COMMON-PRIOR> 31,629,482
<ACCUMULATED-NII-CURRENT> 1,233,449
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 47,092,608
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 69,301,483
<NET-ASSETS> 382,018,149
<DIVIDEND-INCOME> 4,975,348
<INTEREST-INCOME> 644,731
<OTHER-INCOME> 0
<EXPENSES-NET> 1,287,472
<NET-INVESTMENT-INCOME> 4,332,607
<REALIZED-GAINS-CURRENT> 47,938,741
<APPREC-INCREASE-CURRENT> 10,430,516
<NET-CHANGE-FROM-OPS> 62,701,864
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (4,363,090)
<DISTRIBUTIONS-OF-GAINS> (34,897,880)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 122,462
<NUMBER-OF-SHARES-REDEEMED> 9,758,297
<SHARES-REINVESTED> 2,471,174
<NET-CHANGE-IN-ASSETS> (87,573,213)
<ACCUMULATED-NII-PRIOR> 1,263,932
<ACCUMULATED-GAINS-PRIOR> 34,051,747
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,477,425
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,916,434
<AVERAGE-NET-ASSETS> 423,284,620
<PER-SHARE-NAV-BEGIN> 14.85
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 2.11
<PER-SHARE-DIVIDEND> (0.16)
<PER-SHARE-DISTRIBUTIONS> (1.36)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 15.61
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>9
<NAME> Short Term Income Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 61,978,284
<INVESTMENTS-AT-VALUE> 61,988,111
<RECEIVABLES> 684,777
<ASSETS-OTHER> 1,974,496
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 64,647,384
<PAYABLE-FOR-SECURITIES> 4,161,439
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 32,499
<TOTAL-LIABILITIES> 4,193,938
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 59,929,593
<SHARES-COMMON-STOCK> 6,147,369
<SHARES-COMMON-PRIOR> 4,187,806
<ACCUMULATED-NII-CURRENT> 539,921
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (25,895)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 9,827
<NET-ASSETS> 60,453,446
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 1,376,656
<OTHER-INCOME> 0
<EXPENSES-NET> 46,367
<NET-INVESTMENT-INCOME> 1,330,289
<REALIZED-GAINS-CURRENT> (8,001)
<APPREC-INCREASE-CURRENT> 62,684
<NET-CHANGE-FROM-OPS> 1,384,972
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,118,549)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,284,450
<NUMBER-OF-SHARES-REDEEMED> 1,405,525
<SHARES-REINVESTED> 80,638
<NET-CHANGE-IN-ASSETS> 19,516,509
<ACCUMULATED-NII-PRIOR> 328,181
<ACCUMULATED-GAINS-PRIOR> (17,894)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 57,957
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 110,846
<AVERAGE-NET-ASSETS> 46,492,797
<PER-SHARE-NAV-BEGIN> 9.78
<PER-SHARE-NII> 0.24
<PER-SHARE-GAIN-APPREC> 0.04
<PER-SHARE-DIVIDEND> (0.23)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.83
<EXPENSE-RATIO> 0.2
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 4
<NAME> International Core Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 4,194,867,439
<INVESTMENTS-AT-VALUE> 4,336,663,057
<RECEIVABLES> 191,161,907
<ASSETS-OTHER> 13,063,063
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 4,540,888,027
<PAYABLE-FOR-SECURITIES> 124,151,508
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 354,683,777
<TOTAL-LIABILITIES> 478,835,285
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,665,441,907
<SHARES-COMMON-STOCK> 141,965
<SHARES-COMMON-PRIOR> 8,554
<ACCUMULATED-NII-CURRENT> 41,323,670
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 222,536,269
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 132,750,896
<NET-ASSETS> 3,466,361
<DIVIDEND-INCOME> 50,985
<INTEREST-INCOME> 4,590
<OTHER-INCOME> 0
<EXPENSES-NET> 12,232
<NET-INVESTMENT-INCOME> 43,343
<REALIZED-GAINS-CURRENT> 163,078
<APPREC-INCREASE-CURRENT> (106,449)
<NET-CHANGE-FROM-OPS> 99,972
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (27,297)
<DISTRIBUTIONS-OF-GAINS> (75,824)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 129,487
<NUMBER-OF-SHARES-REDEEMED> 107
<SHARES-REINVESTED> 4,031
<NET-CHANGE-IN-ASSETS> 3,257,973
<ACCUMULATED-NII-PRIOR> (1,454)
<ACCUMULATED-GAINS-PRIOR> 56,940
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 16,233,860
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 21,623,612
<AVERAGE-NET-ASSETS> 2,892,897
<PER-SHARE-NAV-BEGIN> 24.36
<PER-SHARE-NII> 0.38
<PER-SHARE-GAIN-APPREC> 0.43
<PER-SHARE-DIVIDEND> (0.20)
<PER-SHARE-DISTRIBUTIONS> (0.55)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 24.42
<EXPENSE-RATIO> 0.84
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 5
<NAME> International Core Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 4,194,867,439
<INVESTMENTS-AT-VALUE> 4,336,663,057
<RECEIVABLES> 191,161,907
<ASSETS-OTHER> 13,063,063
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 4,540,888,027
<PAYABLE-FOR-SECURITIES> 124,151,508
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 354,683,777
<TOTAL-LIABILITIES> 478,835,285
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,665,441,907
<SHARES-COMMON-STOCK> 1,655,271
<SHARES-COMMON-PRIOR> 1,038,814
<ACCUMULATED-NII-CURRENT> 41,323,670
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 222,536,269
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 132,750,896
<NET-ASSETS> 40,429,382
<DIVIDEND-INCOME> 597,262
<INTEREST-INCOME> 54,167
<OTHER-INCOME> 0
<EXPENSES-NET> 138,837
<NET-INVESTMENT-INCOME> 512,592
<REALIZED-GAINS-CURRENT> 1,910,336
<APPREC-INCREASE-CURRENT> (1,246,971)
<NET-CHANGE-FROM-OPS> 1,175,957
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (268,136)
<DISTRIBUTIONS-OF-GAINS> (780,290)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 575,487
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 40,970
<NET-CHANGE-IN-ASSETS> 15,127,003
<ACCUMULATED-NII-PRIOR> (177,236)
<ACCUMULATED-GAINS-PRIOR> 667,011
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 16,233,860
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 21,623,612
<AVERAGE-NET-ASSETS> 35,364,761
<PER-SHARE-NAV-BEGIN> 24.36
<PER-SHARE-NII> 0.36
<PER-SHARE-GAIN-APPREC> 0.44
<PER-SHARE-DIVIDEND> (0.19)
<PER-SHARE-DISTRIBUTIONS> (0.55)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 24.42
<EXPENSE-RATIO> 0.78
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 6
<NAME> International Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 4,194,867,439
<INVESTMENTS-AT-VALUE> 4,336,663,057
<RECEIVABLES> 191,161,907
<ASSETS-OTHER> 13,063,063
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 4,540,888,027
<PAYABLE-FOR-SECURITIES> 124,151,508
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 354,683,777
<TOTAL-LIABILITIES> 478,835,285
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,665,441,907
<SHARES-COMMON-STOCK> 164,337,155
<SHARES-COMMON-PRIOR> 173,673,156
<ACCUMULATED-NII-CURRENT> 41,323,670
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 222,536,269
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 132,750,896
<NET-ASSETS> 4,018,156,999
<DIVIDEND-INCOME> 72,188,588
<INTEREST-INCOME> 6,034,185
<OTHER-INCOME> 0
<EXPENSES-NET> 15,139,409
<NET-INVESTMENT-INCOME> 63,083,364
<REALIZED-GAINS-CURRENT> 230,894,441
<APPREC-INCREASE-CURRENT> (150,716,198)
<NET-CHANGE-FROM-OPS> 143,261,607
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (31,242,846)
<DISTRIBUTIONS-OF-GAINS> (90,918,336)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 13,419,025
<NUMBER-OF-SHARES-REDEEMED> 27,037,410
<SHARES-REINVESTED> 4,282,384
<NET-CHANGE-IN-ASSETS> (214,779,525)
<ACCUMULATED-NII-PRIOR> 9,401,339
<ACCUMULATED-GAINS-PRIOR> 80,618,913
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 16,233,860
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 21,623,612
<AVERAGE-NET-ASSETS> 4,255,480,521
<PER-SHARE-NAV-BEGIN> 24.37
<PER-SHARE-NII> 0.37
<PER-SHARE-GAIN-APPREC> 0.45
<PER-SHARE-DIVIDEND> (0.19)
<PER-SHARE-DISTRIBUTIONS> (0.55)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 24.45
<EXPENSE-RATIO> 0.71
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>10
<NAME> Japan Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 247,743,036
<INVESTMENTS-AT-VALUE> 231,021,495
<RECEIVABLES> 1,461,770
<ASSETS-OTHER> 9,548,352
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 242,031,617
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 23,560,551
<TOTAL-LIABILITIES> 23,560,551
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 252,324,705
<SHARES-COMMON-STOCK> 29,301,811
<SHARES-COMMON-PRIOR> 31,179,725
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (331,805)
<ACCUMULATED-NET-GAINS> (15,942,935)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (17,578,899)
<NET-ASSETS> 218,471,066
<DIVIDEND-INCOME> 827,057
<INTEREST-INCOME> 241,904
<OTHER-INCOME> 0
<EXPENSES-NET> 836,386
<NET-INVESTMENT-INCOME> 232,575
<REALIZED-GAINS-CURRENT> (15,839,049)
<APPREC-INCREASE-CURRENT> 30,682,128
<NET-CHANGE-FROM-OPS> 15,075,654
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,585,003
<NUMBER-OF-SHARES-REDEEMED> 5,462,917
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (325,858)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (103,886)
<OVERDISTRIB-NII-PRIOR> (564,380)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 902,308
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,247,456
<AVERAGE-NET-ASSETS> 238,742,928
<PER-SHARE-NAV-BEGIN> 7.02
<PER-SHARE-NII> 0.01
<PER-SHARE-GAIN-APPREC> 0.43
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 7.46
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>12
<NAME> Tobacco Free Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 73,710,298
<INVESTMENTS-AT-VALUE> 86,864,434
<RECEIVABLES> 1,157,143
<ASSETS-OTHER> 3,801,810
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 91,823,387
<PAYABLE-FOR-SECURITIES> 3,113,357
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,749,987
<TOTAL-LIABILITIES> 7,863,344
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 67,211,464
<SHARES-COMMON-STOCK> 6,503,780
<SHARES-COMMON-PRIOR> 5,106,204
<ACCUMULATED-NII-CURRENT> 236,490
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,266,805
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 13,245,284
<NET-ASSETS> 83,960,043
<DIVIDEND-INCOME> 645,145
<INTEREST-INCOME> 176,076
<OTHER-INCOME> 0
<EXPENSES-NET> 172,370
<NET-INVESTMENT-INCOME> 648,851
<REALIZED-GAINS-CURRENT> 3,260,803
<APPREC-INCREASE-CURRENT> 7,657,838
<NET-CHANGE-FROM-OPS> 11,567,492
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (577,419)
<DISTRIBUTIONS-OF-GAINS> (10,998,257)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 484,857
<NUMBER-OF-SHARES-REDEEMED> 22,153
<SHARES-REINVESTED> 934,872
<NET-CHANGE-IN-ASSETS> 17,699,608
<ACCUMULATED-NII-PRIOR> 165,058
<ACCUMULATED-GAINS-PRIOR> 11,004,259
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 179,569
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 286,060
<AVERAGE-NET-ASSETS> 72,024,400
<PER-SHARE-NAV-BEGIN> 12.98
<PER-SHARE-NII> 0.12
<PER-SHARE-GAIN-APPREC> 2.03
<PER-SHARE-DIVIDEND> (0.11)
<PER-SHARE-DISTRIBUTIONS> (2.11)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.91
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>13
<NAME> Fundamental Value Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 156,861,119
<INVESTMENTS-AT-VALUE> 219,284,740
<RECEIVABLES> 824,798
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 220,109,538
<PAYABLE-FOR-SECURITIES> 447,100
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11,932,931
<TOTAL-LIABILITIES> 12,380,031
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 116,965,400
<SHARES-COMMON-STOCK> 11,632,360
<SHARES-COMMON-PRIOR> 14,246,178
<ACCUMULATED-NII-CURRENT> 843,392
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 27,497,094
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 62,423,621
<NET-ASSETS> 207,729,507
<DIVIDEND-INCOME> 2,931,866
<INTEREST-INCOME> 161,149
<OTHER-INCOME> 0
<EXPENSES-NET> 847,830
<NET-INVESTMENT-INCOME> 2,245,185
<REALIZED-GAINS-CURRENT> 27,845,315
<APPREC-INCREASE-CURRENT> 2,943,114
<NET-CHANGE-FROM-OPS> 33,033,614
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,339,999)
<DISTRIBUTIONS-OF-GAINS> (9,663,730)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,670
<NUMBER-OF-SHARES-REDEEMED> 3,207,188
<SHARES-REINVESTED> 587,700
<NET-CHANGE-IN-ASSETS> (24,853,717)
<ACCUMULATED-NII-PRIOR> 938,206
<ACCUMULATED-GAINS-PRIOR> 9,315,509
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 847,830
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,076,398
<AVERAGE-NET-ASSETS> 226,709,112
<PER-SHARE-NAV-BEGIN> 16.33
<PER-SHARE-NII> 0.18
<PER-SHARE-GAIN-APPREC> 2.26
<PER-SHARE-DIVIDEND> (0.17)
<PER-SHARE-DISTRIBUTIONS> (0.74)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 17.86
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>16
<NAME> International Small Companies Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 248,562,014
<INVESTMENTS-AT-VALUE> 259,489,738
<RECEIVABLES> 2,208,493
<ASSETS-OTHER> 1,625,053
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 263,323,284
<PAYABLE-FOR-SECURITIES> 1,429,542
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 18,008,245
<TOTAL-LIABILITIES> 19,437,787
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 218,976,717
<SHARES-COMMON-STOCK> 17,418,562
<SHARES-COMMON-PRIOR> 17,508,892
<ACCUMULATED-NII-CURRENT> 2,451,312
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 12,217,970
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 10,239,498
<NET-ASSETS> 243,885,497
<DIVIDEND-INCOME> 3,340,334
<INTEREST-INCOME> 662,844
<OTHER-INCOME> 0
<EXPENSES-NET> 896,448
<NET-INVESTMENT-INCOME> 3,106,730
<REALIZED-GAINS-CURRENT> 14,353,523
<APPREC-INCREASE-CURRENT> (9,187,699)
<NET-CHANGE-FROM-OPS> 8,272,554
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,918,864
<NUMBER-OF-SHARES-REDEEMED> 2,009,194
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 8,232,693
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (655,418)
<OVERDIST-NET-GAINS-PRIOR> (2,135,553)
<GROSS-ADVISORY-FEES> 1,481,188
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,869,802
<AVERAGE-NET-ASSETS> 234,981,865
<PER-SHARE-NAV-BEGIN> 13.46
<PER-SHARE-NII> 0.18
<PER-SHARE-GAIN-APPREC> 0.36
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 14.00
<EXPENSE-RATIO> 0.76
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>14
<NAME> Small Cap Value Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 701,911,627
<INVESTMENTS-AT-VALUE> 814,578,687
<RECEIVABLES> 10,081,841
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 824,660,528
<PAYABLE-FOR-SECURITIES> 10,176,513
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 67,944,148
<TOTAL-LIABILITIES> 78,120,661
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 587,972,207
<SHARES-COMMON-STOCK> 94,566
<SHARES-COMMON-PRIOR> 87,565
<ACCUMULATED-NII-CURRENT> 1,967,188
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 43,387,803
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 113,212,669
<NET-ASSETS> 1,725,622
<DIVIDEND-INCOME> 8,033
<INTEREST-INCOME> 10,673
<OTHER-INCOME> 0
<EXPENSES-NET> 4,572
<NET-INVESTMENT-INCOME> 14,134
<REALIZED-GAINS-CURRENT> 93,333
<APPREC-INCREASE-CURRENT> 179,577
<NET-CHANGE-FROM-OPS> 287,044
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (14,575)
<DISTRIBUTIONS-OF-GAINS> (53,330)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,943
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 4,058
<NET-CHANGE-IN-ASSETS> 334,175
<ACCUMULATED-NII-PRIOR> 4,032
<ACCUMULATED-GAINS-PRIOR> 39,510
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,758,768
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,474,922
<AVERAGE-NET-ASSETS> 1,503,351
<PER-SHARE-NAV-BEGIN> 15.89
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 2.98
<PER-SHARE-DIVIDEND> (0.17)
<PER-SHARE-DISTRIBUTIONS> (0.61)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 18.25
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>15
<NAME> Small Cap Value Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 701,911,627
<INVESTMENTS-AT-VALUE> 814,578,687
<RECEIVABLES> 10,081,841
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 824,660,528
<PAYABLE-FOR-SECURITIES> 10,176,513
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 67,944,148
<TOTAL-LIABILITIES> 78,120,661
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 587,972,207
<SHARES-COMMON-STOCK> 40,813,011
<SHARES-COMMON-PRIOR> 41,234,772
<ACCUMULATED-NII-CURRENT> 1,967,188
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 43,387,803
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 113,212,669
<NET-ASSETS> 744,814,245
<DIVIDEND-INCOME> 3,817,373
<INTEREST-INCOME> 4,754,401
<OTHER-INCOME> 0
<EXPENSES-NET> 1,684,347
<NET-INVESTMENT-INCOME> 6,887,427
<REALIZED-GAINS-CURRENT> 42,232,573
<APPREC-INCREASE-CURRENT> 85,333,350
<NET-CHANGE-FROM-OPS> 134,453,350
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (7,251,227)
<DISTRIBUTIONS-OF-GAINS> (25,584,900)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,363,495
<NUMBER-OF-SHARES-REDEEMED> 8,528,031
<SHARES-REINVESTED> 1,742,775
<NET-CHANGE-IN-ASSETS> 89,441,679
<ACCUMULATED-NII-PRIOR> 2,327,397
<ACCUMULATED-GAINS-PRIOR> 26,660,617
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,758,768
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,474,922
<AVERAGE-NET-ASSETS> 389,492,398
<PER-SHARE-NAV-BEGIN> 15.89
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 2.98
<PER-SHARE-DIVIDEND> (0.17)
<PER-SHARE-DISTRIBUTIONS> (0.61)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 18.25
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>17
<NAME> U.S. Sector Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 151,676,965
<INVESTMENTS-AT-VALUE> 150,698,943
<RECEIVABLES> 5,177,526
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 155,876,469
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,088,584
<TOTAL-LIABILITIES> 5,088,584
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 109,158,067
<SHARES-COMMON-STOCK> 145,192
<SHARES-COMMON-PRIOR> 104,149
<ACCUMULATED-NII-CURRENT> 637,870
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 41,969,970
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (978,022)
<NET-ASSETS> 1,633,106
<DIVIDEND-INCOME> 16,295
<INTEREST-INCOME> 6,382
<OTHER-INCOME> 0
<EXPENSES-NET> 4,255
<NET-INVESTMENT-INCOME> 18,422
<REALIZED-GAINS-CURRENT> 385,071
<APPREC-INCREASE-CURRENT> (120,049)
<NET-CHANGE-FROM-OPS> 283,444
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (22,756)
<DISTRIBUTIONS-OF-GAINS> (335,768)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 9,164
<NUMBER-OF-SHARES-REDEEMED> 1,191
<SHARES-REINVESTED> 33,070
<NET-CHANGE-IN-ASSETS> 276,502
<ACCUMULATED-NII-PRIOR> 3,457
<ACCUMULATED-GAINS-PRIOR> 136,688
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 497,516
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 715,435
<AVERAGE-NET-ASSETS> 1,459,062
<PER-SHARE-NAV-BEGIN> 13.03
<PER-SHARE-NII> 0.18
<PER-SHARE-GAIN-APPREC> 1.50
<PER-SHARE-DIVIDEND> (0.22)
<PER-SHARE-DISTRIBUTIONS> (3.24)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.25
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>18
<NAME> U.S. Sector Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 151,676,965
<INVESTMENTS-AT-VALUE> 150,698,943
<RECEIVABLES> 5,177,526
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 155,876,469
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,088,584
<TOTAL-LIABILITIES> 5,088,584
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 109,158,067
<SHARES-COMMON-STOCK> 13,249,765
<SHARES-COMMON-PRIOR> 17,394,941
<ACCUMULATED-NII-CURRENT> 637,870
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 41,969,970
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (978,022)
<NET-ASSETS> 149,154,779
<DIVIDEND-INCOME> 2,246,935
<INTEREST-INCOME> 952,101
<OTHER-INCOME> 0
<EXPENSES-NET> 465,630
<NET-INVESTMENT-INCOME> 2,733,406
<REALIZED-GAINS-CURRENT> 41,300,105
<APPREC-INCREASE-CURRENT> (16,553,392)
<NET-CHANGE-FROM-OPS> 27,480,119
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (3,509,367)
<DISTRIBUTIONS-OF-GAINS> (45,882,564)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 8,493,144
<SHARES-REINVESTED> 4,347,968
<NET-CHANGE-IN-ASSETS> (77,556,142)
<ACCUMULATED-NII-PRIOR> 1,414,708
<ACCUMULATED-GAINS-PRIOR> 46,366,439
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 497,516
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 715,435
<AVERAGE-NET-ASSETS> 202,163,121
<PER-SHARE-NAV-BEGIN> 13.03
<PER-SHARE-NII> 0.19
<PER-SHARE-GAIN-APPREC> 1.51
<PER-SHARE-DIVIDEND> (0.23)
<PER-SHARE-DISTRIBUTIONS> (3.24)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.26
<EXPENSE-RATIO> 0.46
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>21
<NAME> International Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 287,987,818
<INVESTMENTS-AT-VALUE> 292,564,615
<RECEIVABLES> 19,661,914
<ASSETS-OTHER> 816,801
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 313,043,330
<PAYABLE-FOR-SECURITIES> 2,806,892
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 21,000,274
<TOTAL-LIABILITIES> 23,807,166
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 276,062,601
<SHARES-COMMON-STOCK> 26,571,560
<SHARES-COMMON-PRIOR> 21,873,511
<ACCUMULATED-NII-CURRENT> 13,209,617
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,080,496
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (3,116,550)
<NET-ASSETS> 289,236,164
<DIVIDEND-INCOME> 165,875
<INTEREST-INCOME> 8,271,620
<OTHER-INCOME> 0
<EXPENSES-NET> 501,205
<NET-INVESTMENT-INCOME> 7,936,290
<REALIZED-GAINS-CURRENT> 4,964,233
<APPREC-INCREASE-CURRENT> (8,085,352)
<NET-CHANGE-FROM-OPS> 4,815,171
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (2,670,095)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 7,081,890
<NUMBER-OF-SHARES-REDEEMED> 2,625,983
<SHARES-REINVESTED> 242,142
<NET-CHANGE-IN-ASSETS> 53,453,041
<ACCUMULATED-NII-PRIOR> 5,273,327
<ACCUMULATED-GAINS-PRIOR> 786,358
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 501,193
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 815,763
<AVERAGE-NET-ASSETS> 251,248,197
<PER-SHARE-NAV-BEGIN> 10.78
<PER-SHARE-NII> 0.26
<PER-SHARE-GAIN-APPREC> (0.04)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.11)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.89
<EXPENSE-RATIO> 0.4
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>44
<NAME> Small Cap Growth Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 387,526,622
<INVESTMENTS-AT-VALUE> 423,526,620
<RECEIVABLES> 10,888,307
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 434,414,927
<PAYABLE-FOR-SECURITIES> 18,141,921
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 50,023,310
<TOTAL-LIABILITIES> 68,165,231
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 315,535,749
<SHARES-COMMON-STOCK> 29,305,824
<SHARES-COMMON-PRIOR> 16,278,745
<ACCUMULATED-NII-CURRENT> 458,604
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 14,007,266
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 36,248,077
<NET-ASSETS> 366,249,696
<DIVIDEND-INCOME> 654,635
<INTEREST-INCOME> 604,399
<OTHER-INCOME> 0
<EXPENSES-NET> 522,613
<NET-INVESTMENT-INCOME> 736,421
<REALIZED-GAINS-CURRENT> 13,988,852
<APPREC-INCREASE-CURRENT> 39,650,087
<NET-CHANGE-FROM-OPS> 54,375,360
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (450,968)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 13,854,939
<NUMBER-OF-SHARES-REDEEMED> 850,428
<SHARES-REINVESTED> 22,568
<NET-CHANGE-IN-ASSETS> 206,351,595
<ACCUMULATED-NII-PRIOR> 173,151
<ACCUMULATED-GAINS-PRIOR> 18,414
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 546,060
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 801,002
<AVERAGE-NET-ASSETS> 219,023,966
<PER-SHARE-NAV-BEGIN> 9.82
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> 2.68
<PER-SHARE-DIVIDEND> (0.03)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.50
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>8
<NAME> Pelican Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 150,132,409
<INVESTMENTS-AT-VALUE> 221,439,227
<RECEIVABLES> 3,946,706
<ASSETS-OTHER> 2,826
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 225,388,759
<PAYABLE-FOR-SECURITIES> 209,695
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 3,685,668
<TOTAL-LIABILITIES> 3,895,363
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 134,404,147
<SHARES-COMMON-STOCK> 12,305,071
<SHARES-COMMON-PRIOR> 12,714,161
<ACCUMULATED-NII-CURRENT> 772,490
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 15,009,941
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 71,306,818
<NET-ASSETS> 221,493,396
<DIVIDEND-INCOME> 1,902,944
<INTEREST-INCOME> 1,113,925
<OTHER-INCOME> 0
<EXPENSES-NET> 1,019,214
<NET-INVESTMENT-INCOME> 1,997,655
<REALIZED-GAINS-CURRENT> 16,525,120
<APPREC-INCREASE-CURRENT> 11,436,775
<NET-CHANGE-FROM-OPS> 29,959,550
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,698,528)
<DISTRIBUTIONS-OF-GAINS> (6,192,203)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 602,006
<NUMBER-OF-SHARES-REDEEMED> 1,473,913
<SHARES-REINVESTED> 462,817
<NET-CHANGE-IN-ASSETS> 14,124,528
<ACCUMULATED-NII-PRIOR> 1,473,363
<ACCUMULATED-GAINS-PRIOR> 4,677,024
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 966,368
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,093,034
<AVERAGE-NET-ASSETS> 212,841,149
<PER-SHARE-NAV-BEGIN> 16.31
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 2.25
<PER-SHARE-DIVIDEND> (0.22)
<PER-SHARE-DISTRIBUTIONS> (0.51)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 18.00
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>19
<NAME> Emerging Markets Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 1,764,740,516
<INVESTMENTS-AT-VALUE> 1,857,673,067
<RECEIVABLES> 66,810,762
<ASSETS-OTHER> 25,651,559
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,950,135,388
<PAYABLE-FOR-SECURITIES> 34,780,514
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 58,256,293
<TOTAL-LIABILITIES> 93,036,807
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,610,877,014
<SHARES-COMMON-STOCK> 380,176
<SHARES-COMMON-PRIOR> 140,068
<ACCUMULATED-NII-CURRENT> 8,738,768
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 138,645,144
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 98,837,655
<NET-ASSETS> 4,937,233
<DIVIDEND-INCOME> 33,042
<INTEREST-INCOME> 5,649
<OTHER-INCOME> 0
<EXPENSES-NET> 19,008
<NET-INVESTMENT-INCOME> 19,683
<REALIZED-GAINS-CURRENT> 242,747
<APPREC-INCREASE-CURRENT> (263,005)
<NET-CHANGE-FROM-OPS> (575)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (27,559)
<DISTRIBUTIONS-OF-GAINS> (32,080)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 235,688
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 4,420
<NET-CHANGE-IN-ASSETS> 3,189,587
<ACCUMULATED-NII-PRIOR> 2,200
<ACCUMULATED-GAINS-PRIOR> 9,875
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,162,184
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 12,913,970
<AVERAGE-NET-ASSETS> 2,774,636
<PER-SHARE-NAV-BEGIN> 12.48
<PER-SHARE-NII> 0.10
<PER-SHARE-GAIN-APPREC> 0.69
<PER-SHARE-DIVIDEND> (0.13)
<PER-SHARE-DISTRIBUTIONS> (0.15)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.99
<EXPENSE-RATIO> 1.36
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>20
<NAME> Emerging Markets Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 1,764,740,516
<INVESTMENTS-AT-VALUE> 1,857,673,067
<RECEIVABLES> 66,810,762
<ASSETS-OTHER> 25,651,559
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,950,135,388
<PAYABLE-FOR-SECURITIES> 34,780,514
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 58,256,293
<TOTAL-LIABILITIES> 93,036,807
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,610,877,014
<SHARES-COMMON-STOCK> 142,323,805
<SHARES-COMMON-PRIOR> 138,115,145
<ACCUMULATED-NII-CURRENT> 8,738,768
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 138,645,144
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 98,837,655
<NET-ASSETS> 1,852,161,348
<DIVIDEND-INCOME> 22,427,861
<INTEREST-INCOME> 3,508,183
<OTHER-INCOME> 0
<EXPENSES-NET> 11,045,403
<NET-INVESTMENT-INCOME> 14,890,641
<REALIZED-GAINS-CURRENT> 142,212,676
<APPREC-INCREASE-CURRENT> (47,366,024)
<NET-CHANGE-FROM-OPS> 109,737,293
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (17,697,960)
<DISTRIBUTIONS-OF-GAINS> (20,601,532)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 12,026,360
<NUMBER-OF-SHARES-REDEEMED> 10,059,786
<SHARES-REINVESTED> 2,242,086
<NET-CHANGE-IN-ASSETS> 126,510,003
<ACCUMULATED-NII-PRIOR> 11,551,763
<ACCUMULATED-GAINS-PRIOR> 16,813,458
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,162,184
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 12,913,970
<AVERAGE-NET-ASSETS> 1,814,723,849
<PER-SHARE-NAV-BEGIN> 12.49
<PER-SHARE-NII> 0.11
<PER-SHARE-GAIN-APPREC> 0.69
<PER-SHARE-DIVIDEND> (0.13)
<PER-SHARE-DISTRIBUTIONS> (0.15)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.01
<EXPENSE-RATIO> 1.21
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>22
<NAME> Emerging Country Debt Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 385,770,167
<INVESTMENTS-AT-VALUE> 537,964,549
<RECEIVABLES> 28,361,084
<ASSETS-OTHER> 159,877
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 566,485,510
<PAYABLE-FOR-SECURITIES> 5,594,370
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 37,858,346
<TOTAL-LIABILITIES> 43,452,716
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 281,826,473
<SHARES-COMMON-STOCK> 674,958
<SHARES-COMMON-PRIOR> 2,566
<ACCUMULATED-NII-CURRENT> 32,440,493
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 43,714,761
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 165,051,067
<NET-ASSETS> 8,987,503
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 122,275
<OTHER-INCOME> 0
<EXPENSES-NET> 14,237
<NET-INVESTMENT-INCOME> 108,038
<REALIZED-GAINS-CURRENT> 827,028
<APPREC-INCREASE-CURRENT> 25,153
<NET-CHANGE-FROM-OPS> 960,219
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (87,057)
<DISTRIBUTIONS-OF-GAINS> (1,536,333)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 547,047
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 125,345
<NET-CHANGE-IN-ASSETS> 8,951,379
<ACCUMULATED-NII-PRIOR> 324
<ACCUMULATED-GAINS-PRIOR> 3,212
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,299,053
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,913,967
<AVERAGE-NET-ASSETS> 4,138,035
<PER-SHARE-NAV-BEGIN> 14.08
<PER-SHARE-NII> 0.40
<PER-SHARE-GAIN-APPREC> 2.06
<PER-SHARE-DIVIDEND> (0.17)
<PER-SHARE-DISTRIBUTIONS> (3.05)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.32
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 23
<NAME> Emerging Country Debt Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 385,770,167
<INVESTMENTS-AT-VALUE> 537,964,549
<RECEIVABLES> 28,361,084
<ASSETS-OTHER> 159,877
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 566,485,510
<PAYABLE-FOR-SECURITIES> 5,594,370
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 37,858,346
<TOTAL-LIABILITIES> 43,452,716
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 281,826,473
<SHARES-COMMON-STOCK> 201,559
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 32,440,493
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 43,714,761
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 165,051,067
<NET-ASSETS> 2,684,668
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 70,743
<OTHER-INCOME> 0
<EXPENSES-NET> 6,661
<NET-INVESTMENT-INCOME> 64,082
<REALIZED-GAINS-CURRENT> 315,750
<APPREC-INCREASE-CURRENT> 306,157
<NET-CHANGE-FROM-OPS> 685,989
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (27,620)
<DISTRIBUTIONS-OF-GAINS> (487,418)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 159,652
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 41,907
<NET-CHANGE-IN-ASSETS> 2,684,668
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,299,053
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,913,967
<AVERAGE-NET-ASSETS> 2,353,298
<PER-SHARE-NAV-BEGIN> 13.74
<PER-SHARE-NII> 0.35
<PER-SHARE-GAIN-APPREC> 2.45
<PER-SHARE-DIVIDEND> (0.17)
<PER-SHARE-DISTRIBUTIONS> (3.05)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.32
<EXPENSE-RATIO> 0.63
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>24
<NAME> Emerging Country Debt Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 385,770,167
<INVESTMENTS-AT-VALUE> 537,964,549
<RECEIVABLES> 28,361,084
<ASSETS-OTHER> 159,877
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 566,485,510
<PAYABLE-FOR-SECURITIES> 5,594,370
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 37,858,346
<TOTAL-LIABILITIES> 43,452,716
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 281,826,473
<SHARES-COMMON-STOCK> 38,335,213
<SHARES-COMMON-PRIOR> 39,409,825
<ACCUMULATED-NII-CURRENT> 32,440,493
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 43,714,761
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 165,051,067
<NET-ASSETS> 511,360,623
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 17,621,544
<OTHER-INCOME> 0
<EXPENSES-NET> 1,439,667
<NET-INVESTMENT-INCOME> 16,181,877
<REALIZED-GAINS-CURRENT> 70,345,792
<APPREC-INCREASE-CURRENT> 2,852,638
<NET-CHANGE-FROM-OPS> 89,380,307
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (5,393,380)
<DISTRIBUTIONS-OF-GAINS> (99,192,711)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,703,905
<NUMBER-OF-SHARES-REDEEMED> 15,129,948
<SHARES-REINVESTED> 8,351,431
<NET-CHANGE-IN-ASSETS> (44,091,610)
<ACCUMULATED-NII-PRIOR> 21,594,229
<ACCUMULATED-GAINS-PRIOR> 73,439,441
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,299,053
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,913,967
<AVERAGE-NET-ASSETS> 515,578,899
<PER-SHARE-NAV-BEGIN> 14.09
<PER-SHARE-NII> 0.46
<PER-SHARE-GAIN-APPREC> 2.01
<PER-SHARE-DIVIDEND> (0.17)
<PER-SHARE-DISTRIBUTIONS> (3.05)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.34
<EXPENSE-RATIO> 0.56
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>25
<NAME> Global Hedged Equity Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 220,119,070
<INVESTMENTS-AT-VALUE> 215,984,511
<RECEIVABLES> 7,413,686
<ASSETS-OTHER> 376,253
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 223,774,450
<PAYABLE-FOR-SECURITIES> 10,592,022
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 8,044,557
<TOTAL-LIABILITIES> 18,636,579
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 188,085,157
<SHARES-COMMON-STOCK> 19,156,768
<SHARES-COMMON-PRIOR> 27,760,589
<ACCUMULATED-NII-CURRENT> 2,838,201
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 20,574,089
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (6,359,576)
<NET-ASSETS> 205,137,871
<DIVIDEND-INCOME> 3,273,742
<INTEREST-INCOME> 1,738,698
<OTHER-INCOME> 0
<EXPENSES-NET> 1,246,299
<NET-INVESTMENT-INCOME> 3,766,141
<REALIZED-GAINS-CURRENT> 14,622,775
<APPREC-INCREASE-CURRENT> (16,648,446)
<NET-CHANGE-FROM-OPS> 1,740,470
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (1,922,297)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 43,712
<NUMBER-OF-SHARES-REDEEMED> 8,825,361
<SHARES-REINVESTED> 177,828
<NET-CHANGE-IN-ASSETS> (91,564,081)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 7,873,611
<OVERDISTRIB-NII-PRIOR> (927,940)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 893,937
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,535,139
<AVERAGE-NET-ASSETS> 272,815,086
<PER-SHARE-NAV-BEGIN> 10.69
<PER-SHARE-NII> 0.18
<PER-SHARE-GAIN-APPREC> (0.08)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.08)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.71
<EXPENSE-RATIO> 0.91
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>26
<NAME> Domestic Bond Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 484,882,391
<INVESTMENTS-AT-VALUE> 486,649,867
<RECEIVABLES> 5,482,115
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 492,131,982
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 25,502,682
<TOTAL-LIABILITIES> 25,502,682
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 453,891,440
<SHARES-COMMON-STOCK> 278,778
<SHARES-COMMON-PRIOR> 357,259
<ACCUMULATED-NII-CURRENT> 5,375,717
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,002,552
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 4,359,591
<NET-ASSETS> 2,867,997
<DIVIDEND-INCOME> 7,115
<INTEREST-INCOME> 99,885
<OTHER-INCOME> 0
<EXPENSES-NET> 6,238
<NET-INVESTMENT-INCOME> 100,762
<REALIZED-GAINS-CURRENT> 28,964
<APPREC-INCREASE-CURRENT> 40,786
<NET-CHANGE-FROM-OPS> 170,512
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (98,560)
<DISTRIBUTIONS-OF-GAINS> (63)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 41,339
<NUMBER-OF-SHARES-REDEEMED> 129,670
<SHARES-REINVESTED> 9,850
<NET-CHANGE-IN-ASSETS> (762,256)
<ACCUMULATED-NII-PRIOR> 25,781
<ACCUMULATED-GAINS-PRIOR> (17,795)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 736,458
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,280,894
<AVERAGE-NET-ASSETS> 3,294,643
<PER-SHARE-NAV-BEGIN> 10.16
<PER-SHARE-NII> 0.33
<PER-SHARE-GAIN-APPREC> 0.10
<PER-SHARE-DIVIDEND> (0.30)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.29
<EXPENSE-RATIO> 0.38
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>27
<NAME> Domestic Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 484,882,391
<INVESTMENTS-AT-VALUE> 486,649,867
<RECEIVABLES> 5,482,115
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 492,131,982
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 25,502,682
<TOTAL-LIABILITIES> 25,502,682
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 453,891,440
<SHARES-COMMON-STOCK> 44,982,628
<SHARES-COMMON-PRIOR> 56,064,794
<ACCUMULATED-NII-CURRENT> 5,375,717
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,002,552
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 4,359,591
<NET-ASSETS> 463,761,303
<DIVIDEND-INCOME> 1,263,493
<INTEREST-INCOME> 18,020,280
<OTHER-INCOME> 0
<EXPENSES-NET> 732,374
<NET-INVESTMENT-INCOME> 18,551,399
<REALIZED-GAINS-CURRENT> 3,475,252
<APPREC-INCREASE-CURRENT> 6,645,377
<NET-CHANGE-FROM-OPS> 28,672,028
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (18,881,356)
<DISTRIBUTIONS-OF-GAINS> (12,496)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 11,782,835
<NUMBER-OF-SHARES-REDEEMED> 24,440,175
<SHARES-REINVESTED> 1,575,174
<NET-CHANGE-IN-ASSETS> (107,101,084)
<ACCUMULATED-NII-PRIOR> 5,677,691
<ACCUMULATED-GAINS-PRIOR> (471,310)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 736,458
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,280,894
<AVERAGE-NET-ASSETS> 587,390,242
<PER-SHARE-NAV-BEGIN> 10.18
<PER-SHARE-NII> 0.34
<PER-SHARE-GAIN-APPREC> 0.10
<PER-SHARE-DIVIDEND> (0.31)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.31
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>28
<NAME> Currency Hedged International Bond Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 299,566,145
<INVESTMENTS-AT-VALUE> 309,303,866
<RECEIVABLES> 31,086,482
<ASSETS-OTHER> 1,885,124
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 342,275,472
<PAYABLE-FOR-SECURITIES> 138,777
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 20,979,744
<TOTAL-LIABILITIES> 21,118,521
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 271,609,205
<SHARES-COMMON-STOCK> 109,508
<SHARES-COMMON-PRIOR> 95,601
<ACCUMULATED-NII-CURRENT> 1,909,542
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 29,543,527
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 18,094,677
<NET-ASSETS> 1,307,175
<DIVIDEND-INCOME> 896
<INTEREST-INCOME> 39,573
<OTHER-INCOME> 0
<EXPENSES-NET> 3,217
<NET-INVESTMENT-INCOME> 37,252
<REALIZED-GAINS-CURRENT> 92,949
<APPREC-INCREASE-CURRENT> (65,999)
<NET-CHANGE-FROM-OPS> 64,202
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (11,527)
<DISTRIBUTIONS-OF-GAINS> (85,437)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,519
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 8,388
<NET-CHANGE-IN-ASSETS> 144,799
<ACCUMULATED-NII-PRIOR> 4,378
<ACCUMULATED-GAINS-PRIOR> 17,182
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,106,286
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,644,096
<AVERAGE-NET-ASSETS> 1,215,025
<PER-SHARE-NAV-BEGIN> 12.16
<PER-SHARE-NII> 0.37
<PER-SHARE-GAIN-APPREC> 0.41
<PER-SHARE-DIVIDEND> (0.12)
<PER-SHARE-DISTRIBUTIONS> (0.88)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.94
<EXPENSE-RATIO> 0.53
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>29
<NAME> Currency Hedged International Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 299,566,145
<INVESTMENTS-AT-VALUE> 309,303,866
<RECEIVABLES> 31,086,482
<ASSETS-OTHER> 1,885,124
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 342,275,472
<PAYABLE-FOR-SECURITIES> 138,777
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 20,979,744
<TOTAL-LIABILITIES> 21,118,521
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 271,609,205
<SHARES-COMMON-STOCK> 26,768,992
<SHARES-COMMON-PRIOR> 38,558,577
<ACCUMULATED-NII-CURRENT> 1,909,542
<OVERDISTRIBUTION-NII> (7,695,280)
<ACCUMULATED-NET-GAINS> 29,543,527
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 18,094,677
<NET-ASSETS> 319,849,776
<DIVIDEND-INCOME> 330,854
<INTEREST-INCOME> 14,527,284
<OTHER-INCOME> 0
<EXPENSES-NET> 882,704
<NET-INVESTMENT-INCOME> 13,975,434
<REALIZED-GAINS-CURRENT> 40,427,955
<APPREC-INCREASE-CURRENT> (24,378,256)
<NET-CHANGE-FROM-OPS> 30,025,133
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (4,396,337)
<DISTRIBUTIONS-OF-GAINS> (32,584,613)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,171,473
<NUMBER-OF-SHARES-REDEEMED> 19,030,568
<SHARES-REINVESTED> 3,069,510
<NET-CHANGE-IN-ASSETS> (149,129,070)
<ACCUMULATED-NII-PRIOR> (7,699,658)
<ACCUMULATED-GAINS-PRIOR> 21,675,491
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,106,286
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,644,096
<AVERAGE-NET-ASSETS> 442,663,485
<PER-SHARE-NAV-BEGIN> 12.16
<PER-SHARE-NII> 0.39
<PER-SHARE-GAIN-APPREC> 0.40
<PER-SHARE-DIVIDEND> (0.12)
<PER-SHARE-DISTRIBUTIONS> (0.88)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.95
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>51
<NAME> Inflation Indexed Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 18,185,001
<INVESTMENTS-AT-VALUE> 18,235,449
<RECEIVABLES> 99,372
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 18,334,821
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 65,168
<TOTAL-LIABILITIES> 65,168
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 18,090,519
<SHARES-COMMON-STOCK> 1,786,832
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 118,480
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (813)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 61,467
<NET-ASSETS> 18,269,653
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 127,503
<OTHER-INCOME> 0
<EXPENSES-NET> 9,023
<NET-INVESTMENT-INCOME> 118,480
<REALIZED-GAINS-CURRENT> (813)
<APPREC-INCREASE-CURRENT> 61,467
<NET-CHANGE-FROM-OPS> 179,134
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,866,277
<NUMBER-OF-SHARES-REDEEMED> 79,445
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 18,269,653
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,023
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 77,997
<AVERAGE-NET-ASSETS> 7,298,939
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.14
<PER-SHARE-GAIN-APPREC> 0.08
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.22
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>30
<NAME> Currency Hedged International Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 630,474,345
<INVESTMENTS-AT-VALUE> 632,016,905
<RECEIVABLES> 28,635,893
<ASSETS-OTHER> 991,286
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 661,644,084
<PAYABLE-FOR-SECURITIES> 70,977
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 48,389,246
<TOTAL-LIABILITIES> 48,460,223
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 549,585,695
<SHARES-COMMON-STOCK> 48,855,437
<SHARES-COMMON-PRIOR> 45,811,127
<ACCUMULATED-NII-CURRENT> 39,102,896
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 10,331,400
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 14,163,870
<NET-ASSETS> 613,183,861
<DIVIDEND-INCOME> 9,427,808
<INTEREST-INCOME> 1,073,570
<OTHER-INCOME> 0
<EXPENSES-NET> 2,145,746
<NET-INVESTMENT-INCOME> 8,355,632
<REALIZED-GAINS-CURRENT> 38,752,760
<APPREC-INCREASE-CURRENT> (9,698,597)
<NET-CHANGE-FROM-OPS> 37,409,795
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (740,074)
<DISTRIBUTIONS-OF-GAINS> (43,272,559)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,488,946
<NUMBER-OF-SHARES-REDEEMED> 6,884,580
<SHARES-REINVESTED> 3,439,944
<NET-CHANGE-IN-ASSETS> 32,084,776
<ACCUMULATED-NII-PRIOR> 31,487,338
<ACCUMULATED-GAINS-PRIOR> 14,851,199
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 2,260,433
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 3,379,703
<AVERAGE-NET-ASSETS> 597,868,071
<PER-SHARE-NAV-BEGIN> 12.68
<PER-SHARE-NII> 0.13
<PER-SHARE-GAIN-APPREC> 0.75
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> (0.99)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.55
<EXPENSE-RATIO> 0.71
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>31
<NAME> Global Bond Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 81,380,739
<INVESTMENTS-AT-VALUE> 81,102,892
<RECEIVABLES> 3,687,458
<ASSETS-OTHER> 346,334
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 85,136,684
<PAYABLE-FOR-SECURITIES> 335,520
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,364,080
<TOTAL-LIABILITIES> 4,699,600
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 76,740,939
<SHARES-COMMON-STOCK> 565,863
<SHARES-COMMON-PRIOR> 63,643
<ACCUMULATED-NII-CURRENT> 2,722,095
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,287,272
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (1,313,222)
<NET-ASSETS> 5,909,080
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 161,489
<OTHER-INCOME> 0
<EXPENSES-NET> 12,237
<NET-INVESTMENT-INCOME> 149,252
<REALIZED-GAINS-CURRENT> 374,140
<APPREC-INCREASE-CURRENT> (87,813)
<NET-CHANGE-FROM-OPS> 435,579
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (58,480)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 496,553
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 5,667
<NET-CHANGE-IN-ASSETS> 5,263,042
<ACCUMULATED-NII-PRIOR> 6,491
<ACCUMULATED-GAINS-PRIOR> (157,948)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 138,014
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 286,015
<AVERAGE-NET-ASSETS> 5,210,455
<PER-SHARE-NAV-BEGIN> 10.15
<PER-SHARE-NII> 0.29
<PER-SHARE-GAIN-APPREC> 0.11
<PER-SHARE-DIVIDEND> (0.11)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.44
<EXPENSE-RATIO> 0.47
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>32
<NAME> Global Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 81,380,739
<INVESTMENTS-AT-VALUE> 81,102,892
<RECEIVABLES> 3,687,458
<ASSETS-OTHER> 346,334
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 85,136,684
<PAYABLE-FOR-SECURITIES> 335,520
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,364,080
<TOTAL-LIABILITIES> 4,699,600
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 76,740,939
<SHARES-COMMON-STOCK> 7,122,992
<SHARES-COMMON-PRIOR> 6,963,365
<ACCUMULATED-NII-CURRENT> 2,722,095
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,287,272
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (1,313,222)
<NET-ASSETS> 74,528,004
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 2,301,576
<OTHER-INCOME> 0
<EXPENSES-NET> 125,212
<NET-INVESTMENT-INCOME> 2,176,364
<REALIZED-GAINS-CURRENT> 1,853,006
<APPREC-INCREASE-CURRENT> (1,244,701)
<NET-CHANGE-FROM-OPS> 2,784,669
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (740,209)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 594,764
<NUMBER-OF-SHARES-REDEEMED> 480,956
<SHARES-REINVESTED> 45,819
<NET-CHANGE-IN-ASSETS> 3,759,732
<ACCUMULATED-NII-PRIOR> 1,188,677
<ACCUMULATED-GAINS-PRIOR> 218,074
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 138,014
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 286,015
<AVERAGE-NET-ASSETS> 73,860,689
<PER-SHARE-NAV-BEGIN> 10.16
<PER-SHARE-NII> 0.30
<PER-SHARE-GAIN-APPREC> 0.11
<PER-SHARE-DIVIDEND> (0.11)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.46
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>33
<NAME> REIT Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 372,113,813
<INVESTMENTS-AT-VALUE> 391,430,245
<RECEIVABLES> 734,608
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 392,164,853
<PAYABLE-FOR-SECURITIES> 192,350
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 9,252,160
<TOTAL-LIABILITIES> 9,444,510
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 338,016,031
<SHARES-COMMON-STOCK> 8,368
<SHARES-COMMON-PRIOR> 3,284
<ACCUMULATED-NII-CURRENT> 8,454,789
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 17,048,824
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 19,200,699
<NET-ASSETS> 111,722
<DIVIDEND-INCOME> 1,832
<INTEREST-INCOME> 135
<OTHER-INCOME> 0
<EXPENSES-NET> 283
<NET-INVESTMENT-INCOME> 1,684
<REALIZED-GAINS-CURRENT> 4,164
<APPREC-INCREASE-CURRENT> (627)
<NET-CHANGE-FROM-OPS> 5,221
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (203)
<DISTRIBUTIONS-OF-GAINS> (648)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,019
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 65
<NET-CHANGE-IN-ASSETS> 70,268
<ACCUMULATED-NII-PRIOR> 100
<ACCUMULATED-GAINS-PRIOR> 121
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,265,212
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,637,235
<AVERAGE-NET-ASSETS> 69,269
<PER-SHARE-NAV-BEGIN> 12.62
<PER-SHARE-NII> 0.32
<PER-SHARE-GAIN-APPREC> 0.61
<PER-SHARE-DIVIDEND> (0.05)
<PER-SHARE-DISTRIBUTIONS> (0.15)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.35
<EXPENSE-RATIO> 0.82
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 34
<NAME> REIT Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 372,113,813
<INVESTMENTS-AT-VALUE> 391,430,245
<RECEIVABLES> 734,608
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 392,164,853
<PAYABLE-FOR-SECURITIES> 192,350
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 9,252,160
<TOTAL-LIABILITIES> 9,444,510
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 338,016,031
<SHARES-COMMON-STOCK> 0
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 8,454,789
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 17,048,824
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 19,200,699
<NET-ASSETS> 0
<DIVIDEND-INCOME> 33,891
<INTEREST-INCOME> 594
<OTHER-INCOME> 0
<EXPENSES-NET> 4,728
<NET-INVESTMENT-INCOME> 29,757
<REALIZED-GAINS-CURRENT> 61,207
<APPREC-INCREASE-CURRENT> (11,591)
<NET-CHANGE-FROM-OPS> 79,373
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (8,729)
<DISTRIBUTIONS-OF-GAINS> (26,734)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 181,864
<NUMBER-OF-SHARES-REDEEMED> 184,567
<SHARES-REINVESTED> 2,703
<NET-CHANGE-IN-ASSETS> 0
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,265,212
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,637,235
<AVERAGE-NET-ASSETS> 1,263,244
<PER-SHARE-NAV-BEGIN> 12.31
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 1.25
<PER-SHARE-DIVIDEND> (0.05)
<PER-SHARE-DISTRIBUTIONS> (0.15)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.52
<EXPENSE-RATIO> 0.76
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>35
<NAME> REIT Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 372,113,813
<INVESTMENTS-AT-VALUE> 391,430,245
<RECEIVABLES> 734,608
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 392,164,853
<PAYABLE-FOR-SECURITIES> 192,350
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 9,252,160
<TOTAL-LIABILITIES> 9,444,510
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 338,016,031
<SHARES-COMMON-STOCK> 28,640,140
<SHARES-COMMON-PRIOR> 20,672,613
<ACCUMULATED-NII-CURRENT> 8,454,789
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 17,048,824
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 19,200,699
<NET-ASSETS> 382,608,621
<DIVIDEND-INCOME> 9,124,038
<INTEREST-INCOME> 451,575
<OTHER-INCOME> 0
<EXPENSES-NET> 1,156,471
<NET-INVESTMENT-INCOME> 8,419,142
<REALIZED-GAINS-CURRENT> 17,368,121
<APPREC-INCREASE-CURRENT> (3,120,372)
<NET-CHANGE-FROM-OPS> 22,666,891
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,196,725)
<DISTRIBUTIONS-OF-GAINS> (3,909,302)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 10,932,795
<NUMBER-OF-SHARES-REDEEMED> 3,314,206
<SHARES-REINVESTED> 348,938
<NET-CHANGE-IN-ASSETS> 121,679,771
<ACCUMULATED-NII-PRIOR> 1,209,763
<ACCUMULATED-GAINS-PRIOR> 3,551,895
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,265,212
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,637,235
<AVERAGE-NET-ASSETS> 336,995,079
<PER-SHARE-NAV-BEGIN> 12.62
<PER-SHARE-NII> 0.33
<PER-SHARE-GAIN-APPREC> 0.61
<PER-SHARE-DIVIDEND> (0.05)
<PER-SHARE-DISTRIBUTIONS> (0.15)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 13.36
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>36
<NAME> Foreign Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 967,315,449
<INVESTMENTS-AT-VALUE> 1,064,701,160
<RECEIVABLES> 23,122,391
<ASSETS-OTHER> 6,250,533
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,094,074,084
<PAYABLE-FOR-SECURITIES> 7,538,121
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 78,125,015
<TOTAL-LIABILITIES> 85,663,136
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 902,934,496
<SHARES-COMMON-STOCK> 1,067,893
<SHARES-COMMON-PRIOR> 459,112
<ACCUMULATED-NII-CURRENT> 8,642,725
<OVERDISTRIBUTION-NII> (563,919)
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 97,397,646
<NET-ASSETS> 12,529,788
<DIVIDEND-INCOME> 126,352
<INTEREST-INCOME> 19,692
<OTHER-INCOME> 0
<EXPENSES-NET> 37,292
<NET-INVESTMENT-INCOME> 108,752
<REALIZED-GAINS-CURRENT> 22,767
<APPREC-INCREASE-CURRENT> 546,280
<NET-CHANGE-FROM-OPS> 677,799
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (34,608)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 605,992
<NUMBER-OF-SHARES-REDEEMED> 85
<SHARES-REINVESTED> 2,874
<NET-CHANGE-IN-ASSETS> 7,639,025
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (28,350)
<OVERDISTRIB-NII-PRIOR> (9,147)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3,161,700
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,225,514
<AVERAGE-NET-ASSETS> 8,314,507
<PER-SHARE-NAV-BEGIN> 10.65
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 0.96
<PER-SHARE-DIVIDEND> (0.04)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.73
<EXPENSE-RATIO> 0.89
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 37
<NAME> Foreign Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 967,315,449
<INVESTMENTS-AT-VALUE> 1,064,701,160
<RECEIVABLES> 23,122,391
<ASSETS-OTHER> 6,250,533
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,094,074,084
<PAYABLE-FOR-SECURITIES> 7,538,121
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 78,125,015
<TOTAL-LIABILITIES> 85,663,136
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 902,934,496
<SHARES-COMMON-STOCK> 2,067,776
<SHARES-COMMON-PRIOR> 2,061,100
<ACCUMULATED-NII-CURRENT> 8,642,725
<OVERDISTRIBUTION-NII> (563,919)
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 97,397,646
<NET-ASSETS> 24,270,797
<DIVIDEND-INCOME> 362,465
<INTEREST-INCOME> 66,093
<OTHER-INCOME> 0
<EXPENSES-NET> 99,058
<NET-INVESTMENT-INCOME> 329,500
<REALIZED-GAINS-CURRENT> 65,312
<APPREC-INCREASE-CURRENT> 1,567,106
<NET-CHANGE-FROM-OPS> 1,961,918
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (80,383)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 6,676
<NET-CHANGE-IN-ASSETS> 2,314,243
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (81,327)
<OVERDISTRIB-NII-PRIOR> (47,418)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3,161,700
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,225,514
<AVERAGE-NET-ASSETS> 23,766,392
<PER-SHARE-NAV-BEGIN> 10.65
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 0.97
<PER-SHARE-DIVIDEND> (0.04)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.74
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>38
<NAME> Foreign Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 967,315,449
<INVESTMENTS-AT-VALUE> 1,064,701,160
<RECEIVABLES> 23,122,391
<ASSETS-OTHER> 6,250,533
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,094,074,084
<PAYABLE-FOR-SECURITIES> 7,538,121
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 78,125,015
<TOTAL-LIABILITIES> 85,663,136
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 902,934,496
<SHARES-COMMON-STOCK> 82,738,491
<SHARES-COMMON-PRIOR> 63,052,464
<ACCUMULATED-NII-CURRENT> 8,642,725
<OVERDISTRIBUTION-NII> (563,919)
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 97,397,646
<NET-ASSETS> 971,610,363
<DIVIDEND-INCOME> 12,274,052
<INTEREST-INCOME> 1,993,617
<OTHER-INCOME> 0
<EXPENSES-NET> 3,072,173
<NET-INVESTMENT-INCOME> 11,195,496
<REALIZED-GAINS-CURRENT> 2,211,627
<APPREC-INCREASE-CURRENT> 53,066,417
<NET-CHANGE-FROM-OPS> 66,473,540
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,799,758)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 21,514,444
<NUMBER-OF-SHARES-REDEEMED> 1,918,301
<SHARES-REINVESTED> 89,884
<NET-CHANGE-IN-ASSETS> 299,780,955
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (2,753,948)
<OVERDISTRIB-NII-PRIOR> (19,709)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3,161,700
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,225,514
<AVERAGE-NET-ASSETS> 804,168,421
<PER-SHARE-NAV-BEGIN> 10.66
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 0.96
<PER-SHARE-DIVIDEND> (0.04)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.74
<EXPENSE-RATIO> 0.76
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>45
<NAME> International Equity Allocation Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 80,983,197
<INVESTMENTS-AT-VALUE> 81,376,497
<RECEIVABLES> 20,366
<ASSETS-OTHER> 259,787
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 81,656,650
<PAYABLE-FOR-SECURITIES> 935,000
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 16,594
<TOTAL-LIABILITIES> 951,594
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 78,662,307
<SHARES-COMMON-STOCK> 491,118
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 488,180
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,161,269
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 393,300
<NET-ASSETS> 5,274,602
<DIVIDEND-INCOME> 15,237
<INTEREST-INCOME> 18
<OTHER-INCOME> 0
<EXPENSES-NET> 997
<NET-INVESTMENT-INCOME> 14,258
<REALIZED-GAINS-CURRENT> 40,028
<APPREC-INCREASE-CURRENT> (5,380)
<NET-CHANGE-FROM-OPS> 48,906
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (22,318)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 489,162
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 1,956
<NET-CHANGE-IN-ASSETS> 5,274,602
<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> 43,670
<AVERAGE-NET-ASSETS> 1,910,502
<PER-SHARE-NAV-BEGIN> 10.17
<PER-SHARE-NII> 0.07
<PER-SHARE-GAIN-APPREC> 0.62
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.12)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.74
<EXPENSE-RATIO> 0.13
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 46
<NAME> International Equity Allocation Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 80,983,197
<INVESTMENTS-AT-VALUE> 81,376,497
<RECEIVABLES> 20,366
<ASSETS-OTHER> 259,787
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 81,656,650
<PAYABLE-FOR-SECURITIES> 935,000
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 16,594
<TOTAL-LIABILITIES> 951,594
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 78,662,307
<SHARES-COMMON-STOCK> 1,502,898
<SHARES-COMMON-PRIOR> 1,487,501
<ACCUMULATED-NII-CURRENT> 488,180
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,161,269
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 393,300
<NET-ASSETS> 16,131,335
<DIVIDEND-INCOME> 120,405
<INTEREST-INCOME> 153
<OTHER-INCOME> 0
<EXPENSES-NET> 5,615
<NET-INVESTMENT-INCOME> 114,943
<REALIZED-GAINS-CURRENT> 261,490
<APPREC-INCREASE-CURRENT> (45,270)
<NET-CHANGE-FROM-OPS> 331,163
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (175,525)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 15,397
<NET-CHANGE-IN-ASSETS> 641,493
<ACCUMULATED-NII-PRIOR> (100,644)
<ACCUMULATED-GAINS-PRIOR> 592,741
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 43,670
<AVERAGE-NET-ASSETS> 16,089,498
<PER-SHARE-NAV-BEGIN> 10.41
<PER-SHARE-NII> 0.08
<PER-SHARE-GAIN-APPREC> 0.36
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.12)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.73
<EXPENSE-RATIO> 0.07
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>47
<NAME> International Equity Allocation Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 80,983,197
<INVESTMENTS-AT-VALUE> 81,376,497
<RECEIVABLES> 20,366
<ASSETS-OTHER> 259,787
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 81,656,650
<PAYABLE-FOR-SECURITIES> 935,000
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 16,594
<TOTAL-LIABILITIES> 951,594
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 78,662,307
<SHARES-COMMON-STOCK> 5,523,149
<SHARES-COMMON-PRIOR> 2,925,208
<ACCUMULATED-NII-CURRENT> 488,180
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,161,269
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 393,300
<NET-ASSETS> 59,299,119
<DIVIDEND-INCOME> 358,599
<INTEREST-INCOME> 380
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 358,979
<REALIZED-GAINS-CURRENT> 865,831
<APPREC-INCREASE-CURRENT> (111,901)
<NET-CHANGE-FROM-OPS> 1,112,909
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (524,314)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,969,431
<NUMBER-OF-SHARES-REDEEMED> 417,442
<SHARES-REINVESTED> 45,952
<NET-CHANGE-IN-ASSETS> 28,840,059
<ACCUMULATED-NII-PRIOR> 100,644
<ACCUMULATED-GAINS-PRIOR> 123,336
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 43,670
<AVERAGE-NET-ASSETS> 39,782,186
<PER-SHARE-NAV-BEGIN> 10.41
<PER-SHARE-NII> 0.09
<PER-SHARE-GAIN-APPREC> 0.36
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.12)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.74
<EXPENSE-RATIO> 0.00
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>39
<NAME> World Equity Allocation Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 46,716,605
<INVESTMENTS-AT-VALUE> 49,131,032
<RECEIVABLES> 13,931
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 49,144,963
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,495
<TOTAL-LIABILITIES> 13,495
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 44,185,923
<SHARES-COMMON-STOCK> 901,408
<SHARES-COMMON-PRIOR> 896,088
<ACCUMULATED-NII-CURRENT> 306,753
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,224,365
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 2,414,427
<NET-ASSETS> 10,126,038
<DIVIDEND-INCOME> 65,613
<INTEREST-INCOME> 50
<OTHER-INCOME> 0
<EXPENSES-NET> 6,386
<NET-INVESTMENT-INCOME> 59,277
<REALIZED-GAINS-CURRENT> 473,700
<APPREC-INCREASE-CURRENT> 218,218
<NET-CHANGE-FROM-OPS> 751,195
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (92,297)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 5,320
<NET-CHANGE-IN-ASSETS> 701,886
<ACCUMULATED-NII-PRIOR> (15,117)
<ACCUMULATED-GAINS-PRIOR> 10,160
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 40,023
<AVERAGE-NET-ASSETS> 9,853,751
<PER-SHARE-NAV-BEGIN> 10.52
<PER-SHARE-NII> 0.06
<PER-SHARE-GAIN-APPREC> 0.75
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.10)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.23
<EXPENSE-RATIO> 0.13
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>40
<NAME> World Equity Allocation Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 46,716,605
<INVESTMENTS-AT-VALUE> 49,131,032
<RECEIVABLES> 13,931
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 49,144,963
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,495
<TOTAL-LIABILITIES> 13,495
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 44,185,923
<SHARES-COMMON-STOCK> 3,470,046
<SHARES-COMMON-PRIOR> 3,494,003
<ACCUMULATED-NII-CURRENT> 306,753
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,224,365
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 2,414,427
<NET-ASSETS> 39,005,430
<DIVIDEND-INCOME> 247,286
<INTEREST-INCOME> 193
<OTHER-INCOME> 0
<EXPENSES-NET> 3
<NET-INVESTMENT-INCOME> 247,476
<REALIZED-GAINS-CURRENT> 1,825,991
<APPREC-INCREASE-CURRENT> 826,387
<NET-CHANGE-FROM-OPS> 2,899,854
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (354,272)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 534,391
<NUMBER-OF-SHARES-REDEEMED> 588,862
<SHARES-REINVESTED> 30,514
<NET-CHANGE-IN-ASSETS> 2,259,290
<ACCUMULATED-NII-PRIOR> (3,403)
<ACCUMULATED-GAINS-PRIOR> 263,266
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 40,023
<AVERAGE-NET-ASSETS> 37,308,556
<PER-SHARE-NAV-BEGIN> 10.52
<PER-SHARE-NII> 0.07
<PER-SHARE-GAIN-APPREC> 0.75
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.10)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.24
<EXPENSE-RATIO> 0.00
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>48
<NAME> Global (US+) Equity Allocation Fund Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 39,279,790
<INVESTMENTS-AT-VALUE> 40,565,574
<RECEIVABLES> 16,765
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 40,582,339
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,712
<TOTAL-LIABILITIES> 13,712
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 36,011,348
<SHARES-COMMON-STOCK> 108,248
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 235,779
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,035,716
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1,285,784
<NET-ASSETS> 1,226,782
<DIVIDEND-INCOME> 4,551
<INTEREST-INCOME> 20
<OTHER-INCOME> 0
<EXPENSES-NET> 413
<NET-INVESTMENT-INCOME> 4,158
<REALIZED-GAINS-CURRENT> 87,999
<APPREC-INCREASE-CURRENT> 23,794
<NET-CHANGE-FROM-OPS> 115,951
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (17,980)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 106,668
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 1,580
<NET-CHANGE-IN-ASSETS> 1,226,782
<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> 27,428
<AVERAGE-NET-ASSETS> 970,262
<PER-SHARE-NAV-BEGIN> 10.24
<PER-SHARE-NII> 0.04
<PER-SHARE-GAIN-APPREC> 1.24
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.19)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.33
<EXPENSE-RATIO> 0.13
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>49
<NAME> Global (US+) Equity Allocation Fund Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 39,279,790
<INVESTMENTS-AT-VALUE> 40,565,574
<RECEIVABLES> 16,765
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 40,582,339
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,712
<TOTAL-LIABILITIES> 13,712
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 36,011,348
<SHARES-COMMON-STOCK> 3,469,237
<SHARES-COMMON-PRIOR> 2,988,868
<ACCUMULATED-NII-CURRENT> 235,779
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,035,716
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1,285,784
<NET-ASSETS> 39,341,845
<DIVIDEND-INCOME> 230,901
<INTEREST-INCOME> 728
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 231,629
<REALIZED-GAINS-CURRENT> 3,073,055
<APPREC-INCREASE-CURRENT> 884,358
<NET-CHANGE-FROM-OPS> 4,189,042
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (644,646)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 677,223
<NUMBER-OF-SHARES-REDEEMED> 213,689
<SHARES-REINVESTED> 16,835
<NET-CHANGE-IN-ASSETS> 8,555,266
<ACCUMULATED-NII-PRIOR> (8)
<ACCUMULATED-GAINS-PRIOR> 537,287
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 27,428
<AVERAGE-NET-ASSETS> 36,022,740
<PER-SHARE-NAV-BEGIN> 10.30
<PER-SHARE-NII> 0.07
<PER-SHARE-GAIN-APPREC> 1.16
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.19)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 11.34
<EXPENSE-RATIO> 0.00
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>41
<NAME> Global Balanced Allocation Fund, Class I
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 61,604,435
<INVESTMENTS-AT-VALUE> 63,869,592
<RECEIVABLES> 16,793
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 63,886,385
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 17,129
<TOTAL-LIABILITIES> 17,129
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 58,388,148
<SHARES-COMMON-STOCK> 1,160,947
<SHARES-COMMON-PRIOR> 612,128
<ACCUMULATED-NII-CURRENT> 433,389
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,782,562
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 2,265,157
<NET-ASSETS> 14,107,807
<DIVIDEND-INCOME> 99,662
<INTEREST-INCOME> 399
<OTHER-INCOME> 0
<EXPENSES-NET> 6,619
<NET-INVESTMENT-INCOME> 93,442
<REALIZED-GAINS-CURRENT> 541,515
<APPREC-INCREASE-CURRENT> 307,756
<NET-CHANGE-FROM-OPS> 942,713
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (31,446)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 548,802
<NUMBER-OF-SHARES-REDEEMED> 2,569
<SHARES-REINVESTED> 2,586
<NET-CHANGE-IN-ASSETS> 7,259,349
<ACCUMULATED-NII-PRIOR> 833
<ACCUMULATED-GAINS-PRIOR> 156,375
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 45,404
<AVERAGE-NET-ASSETS> 10,222,349
<PER-SHARE-NAV-BEGIN> 11.19
<PER-SHARE-NII> 0.08
<PER-SHARE-GAIN-APPREC> 0.91
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.03)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.15
<EXPENSE-RATIO> 0.13
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 42
<NAME> Global Balanced Allocation Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 61,604,435
<INVESTMENTS-AT-VALUE> 63,869,592
<RECEIVABLES> 16,793
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 63,886,385
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 17,129
<TOTAL-LIABILITIES> 17,129
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 58,388,148
<SHARES-COMMON-STOCK> 2,844,780
<SHARES-COMMON-PRIOR> 1,283,396
<ACCUMULATED-NII-CURRENT> 433,389
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,782,562
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 2,265,157
<NET-ASSETS> 34,592,428
<DIVIDEND-INCOME> 268,512
<INTEREST-INCOME> 1,105
<OTHER-INCOME> 0
<EXPENSES-NET> 9,847
<NET-INVESTMENT-INCOME> 259,770
<REALIZED-GAINS-CURRENT> 1,587,328
<APPREC-INCREASE-CURRENT> 852,592
<NET-CHANGE-FROM-OPS> 2,699,690
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (90,795)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,554,303
<NUMBER-OF-SHARES-REDEEMED> 310
<SHARES-REINVESTED> 7,391
<NET-CHANGE-IN-ASSETS> 20,233,307
<ACCUMULATED-NII-PRIOR> (833)
<ACCUMULATED-GAINS-PRIOR> (565)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 45,404
<AVERAGE-NET-ASSETS> 28,313,934
<PER-SHARE-NAV-BEGIN> 11.19
<PER-SHARE-NII> 0.09
<PER-SHARE-GAIN-APPREC> 0.91
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.03)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.16
<EXPENSE-RATIO> 0.07
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>43
<NAME> Global Balanced Allocation Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 61,604,435
<INVESTMENTS-AT-VALUE> 63,869,592
<RECEIVABLES> 16,793
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 63,886,385
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 17,129
<TOTAL-LIABILITIES> 17,129
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 58,388,148
<SHARES-COMMON-STOCK> 1,247,141
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 433,389
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,782,562
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 2,265,157
<NET-ASSETS> 15,169,021
<DIVIDEND-INCOME> 79,746
<INTEREST-INCOME> 431
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 80,177
<REALIZED-GAINS-CURRENT> 659,954
<APPREC-INCREASE-CURRENT> 330,719
<NET-CHANGE-FROM-OPS> 1,070,850
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (39,804)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,243,871
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 3,270
<NET-CHANGE-IN-ASSETS> 15,169,021
<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> 45,404
<AVERAGE-NET-ASSETS> 10,983,706
<PER-SHARE-NAV-BEGIN> 11.56
<PER-SHARE-NII> 0.06
<PER-SHARE-GAIN-APPREC> 0.57
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.03)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 12.16
<EXPENSE-RATIO> 0.00
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>50
<NAME> Global Properties Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 9,971,168
<INVESTMENTS-AT-VALUE> 10,123,316
<RECEIVABLES> 8,932
<ASSETS-OTHER> 41,461
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 10,173,709
<PAYABLE-FOR-SECURITIES> 15,643
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 68,303
<TOTAL-LIABILITIES> 83,946
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 9,716,059
<SHARES-COMMON-STOCK> 964,910
<SHARES-COMMON-PRIOR> 940,343
<ACCUMULATED-NII-CURRENT> 219,715
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,840
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 152,149
<NET-ASSETS> 10,089,763
<DIVIDEND-INCOME> 144,061
<INTEREST-INCOME> 137,398
<OTHER-INCOME> 0
<EXPENSES-NET> 61,605
<NET-INVESTMENT-INCOME> 219,854
<REALIZED-GAINS-CURRENT> 1,840
<APPREC-INCREASE-CURRENT> 196,234
<NET-CHANGE-FROM-OPS> 417,928
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (40,490)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 23,696
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 871
<NET-CHANGE-IN-ASSETS> 625,408
<ACCUMULATED-NII-PRIOR> 40,351
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 37,041
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 103,697
<AVERAGE-NET-ASSETS> 9,797,163
<PER-SHARE-NAV-BEGIN> 10.06
<PER-SHARE-NII> 0.23
<PER-SHARE-GAIN-APPREC> 0.21
<PER-SHARE-DIVIDEND> (0.04)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.46
<EXPENSE-RATIO> 1.25
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>52
<NAME> US Bond/Global Alpha A Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 175,106,530
<INVESTMENTS-AT-VALUE> 176,069,612
<RECEIVABLES> 2,976,737
<ASSETS-OTHER> 21,892,405
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 200,938,754
<PAYABLE-FOR-SECURITIES> 25,141,159
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,014,183
<TOTAL-LIABILITIES> 30,155,342
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 166,479,984
<SHARES-COMMON-STOCK> 16,169,307
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 1,951,168
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,218,146
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1,134,114
<NET-ASSETS> 170,783,412
<DIVIDEND-INCOME> 132,700
<INTEREST-INCOME> 1,941,960
<OTHER-INCOME> 0
<EXPENSES-NET> 123,492
<NET-INVESTMENT-INCOME> 1,951,168
<REALIZED-GAINS-CURRENT> 1,218,146
<APPREC-INCREASE-CURRENT> 1,134,114
<NET-CHANGE-FROM-OPS> 4,303,428
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 16,530,426
<NUMBER-OF-SHARES-REDEEMED> 361,119
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 170,783,412
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 123,193
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 266,177
<AVERAGE-NET-ASSETS> 62,379,014
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.21
<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> 10.56
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER>53
<NAME> US Bond/Global Alpha B Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 381,544,539
<INVESTMENTS-AT-VALUE> 380,539,670
<RECEIVABLES> 12,287,466
<ASSETS-OTHER> 5,956
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 392,833,092
<PAYABLE-FOR-SECURITIES> 20,744,916
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 2,938,411
<TOTAL-LIABILITIES> 23,683,327
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 372,662,834
<SHARES-COMMON-STOCK> 37,287,495
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 1,663,865
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (982,038)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (4,194,896)
<NET-ASSETS> 369,149,765
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 1,760,575
<OTHER-INCOME> 0
<EXPENSES-NET> 96,710
<NET-INVESTMENT-INCOME> 1,663,865
<REALIZED-GAINS-CURRENT> (982,038)
<APPREC-INCREASE-CURRENT> (4,194,896)
<NET-CHANGE-FROM-OPS> (3,513,069)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 37,287,495
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 369,149,765
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 110,526
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 180,053
<AVERAGE-NET-ASSETS> 55,414,541
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.04
<PER-SHARE-GAIN-APPREC> (0.14)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 9.90
<EXPENSE-RATIO> 0.35
<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, 1997
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 54
<NAME> Evolving Countries Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> AUG-31-1997
<INVESTMENTS-AT-COST> 0
<INVESTMENTS-AT-VALUE> 0
<RECEIVABLES> 18,704,216
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 18,704,216
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,078
<TOTAL-LIABILITIES> 5,078
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 18,703,000
<SHARES-COMMON-STOCK> 1,840,375
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> (3,862)
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 0
<NET-ASSETS> 18,699,138
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 0
<OTHER-INCOME> 0
<EXPENSES-NET> (3,862)
<NET-INVESTMENT-INCOME> (3,862)
<REALIZED-GAINS-CURRENT> 0
<APPREC-INCREASE-CURRENT> 0
<NET-CHANGE-FROM-OPS> (3,862)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,840,375
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 18,699,138
<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> (3,862)
<AVERAGE-NET-ASSETS> 18,699,138
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> 0.16
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 10.16
<EXPENSE-RATIO> 0.65
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
Attachment filed in response to Form N-SAR Sub-Item 77D
Domestic Bond Fund
Pursuant to a filing made under Rule 497 of the Securities Act of 1933, the
following language was added to the Investment Objectives and Policies section
of the GMO Trust Prospectus dated June 30, 1997: "To the extent permitted by the
1940 Act, the [Domestic Bond] Fund may also invest in securities of other
investment companies. As a shareholder of an investment company, the Fund may
indirectly bear service fees which are in addition to the fees the Fund pays to
its own service providers."
Short Term Income Fund
The following language was added to the Investment Objectives and Policies
section of the GMO Trust Prospectus dated August 29, 1997: "It is the policy of
the Short Term Income Fund, which may be changed without shareholder approval,
that the dollar-weighted average portfolio maturity of the Fund will be three
years or less."
Global Hedged Equity Fund and U.S. Sector Fund
Pursuant to an SEC exemptive order under Section 6(c) of the Investment Company
Act of 1940 granting exemptive relief from Sections 12(d)(1)(A) and (B) of the
Act and, under Sections 6(c) and 17(b) of the Act from Section 17(a) of the Act,
the Global Hedged Equity Fund and the U.S. Sector Fund may invest in certain
other series of GMO Trust.
