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<PAGE> PAGE 2
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<PAGE> PAGE 12
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<PAGE> PAGE 13
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<PAGE> PAGE 14
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<PAGE> PAGE 15
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<PAGE> PAGE 17
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<PAGE> PAGE 18
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<PAGE> PAGE 21
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<PAGE> PAGE 23
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<PAGE> PAGE 27
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<PAGE> PAGE 30
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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 37
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<PAGE> PAGE 38
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<PAGE> PAGE 40
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<PAGE> PAGE 41
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<PAGE> PAGE 42
070 M010900 N
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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 96
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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 121
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<PAGE> PAGE 124
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<PAGE> PAGE 125
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<PAGE> PAGE 127
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<PAGE> PAGE 129
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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 141
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<PAGE> PAGE 142
070 E013300 Y
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<PAGE> PAGE 143
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<PAGE> PAGE 144
008 A003401 GRANTHAM, MAYO, OTTERLOO & CO.
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<PAGE> PAGE 145
028 G043400 3
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<PAGE> PAGE 146
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<PAGE> PAGE 147
070 R023400 N
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<PAGE> PAGE 148
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<PAGE> PAGE 149
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<PAGE> PAGE 150
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<PAGE> PAGE 151
070 F023500 N
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<PAGE> PAGE 152
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<PAGE> PAGE 153
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<PAGE> PAGE 154
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<PAGE> PAGE 155
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<PAGE> PAGE 156
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<PAGE> PAGE 157
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<PAGE> PAGE 158
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<PAGE> PAGE 159
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<PAGE> PAGE 160
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070 Q023700 N
070 R013700 N
070 R023700 N
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<PAGE> PAGE 161
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074 Y003700 0
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076 003700 0.00
008 A003801 GRANTHAM, MAYO, VAN OTTERLOO, & CO.
008 B003801 A
008 C003801 801-6003
008 D013801 BOSTON
008 D023801 MA
008 D033801 02110
012 A003801 INVESTORS BANK & TRUST COMPANY
012 B003801 85-720
012 C013801 BOSTON
012 C023801 MA
012 C033801 02116
015 A003801 INVESTORS BANK & TRUST COMPANY
015 B003801 C
015 C013801 BOSTON
015 C023801 MA
015 C033801 02116
015 E013801 X
024 003800 N
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<PAGE> PAGE 162
028 A033800 0
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028 H003800 0
037 003800 N
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039 003800 N
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<PAGE> PAGE 163
048 I023800 0.000
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<PAGE> PAGE 164
070 G013800 N
070 G023800 N
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070 I013800 N
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<PAGE> PAGE 165
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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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 014
<NAME> Core Fund, Class IV
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 3,224,140,628
<INVESTMENTS-AT-VALUE> 3,280,401,631
<RECEIVABLES> 116,155,338
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,396,556,969
<PAYABLE-FOR-SECURITIES> 92,326,425
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 248,894,275
<TOTAL-LIABILITIES> 341,220,700
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,630,722,046
<SHARES-COMMON-STOCK> 65,961,751
<SHARES-COMMON-PRIOR> 68,573,281
<ACCUMULATED-NII-CURRENT> 9,078,421
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 428,147,976
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (12,612,174)
<NET-ASSETS> 1,094,201,219
<DIVIDEND-INCOME> 9,906,496
<INTEREST-INCOME> 2,746,098
<OTHER-INCOME> 0
<EXPENSES-NET> 2,900,369
<NET-INVESTMENT-INCOME> 9,752,225
<REALIZED-GAINS-CURRENT> 156,732,377
<APPREC-INCREASE-CURRENT> (283,951,771)
<NET-CHANGE-FROM-OPS> (117,467,169)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (10,668,574)
<DISTRIBUTIONS-OF-GAINS> (89,907,769)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,406,027
<NUMBER-OF-SHARES-REDEEMED> 13,007,595
<SHARES-REINVESTED> 4,990,038
<NET-CHANGE-IN-ASSETS> (276,333,624)
<ACCUMULATED-NII-PRIOR> 2,701,948
<ACCUMULATED-GAINS-PRIOR> 91,411,009
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,695,352
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 12,630,801
<AVERAGE-NET-ASSETS> 1,322,941,821
<PER-SHARE-NAV-BEGIN> 19.99
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> (1.90)
<PER-SHARE-DIVIDEND> (0.17)
<PER-SHARE-DISTRIBUTIONS> (1.48)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 16.59
<EXPENSE-RATIO> 0.435
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 012
<NAME> Core Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 3,224,140,628
<INVESTMENTS-AT-VALUE> 3,280,401,631
<RECEIVABLES> 116,155,338
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,396,556,969
<PAYABLE-FOR-SECURITIES> 92,326,425
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 248,894,275
<TOTAL-LIABILITIES> 341,220,700
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,630,722,046
<SHARES-COMMON-STOCK> 1,748,004
<SHARES-COMMON-PRIOR> 848,657
<ACCUMULATED-NII-CURRENT> 9,078,421
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 428,147,976
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (12,612,174)
<NET-ASSETS> 28,981,795
<DIVIDEND-INCOME> 214,220
<INTEREST-INCOME> 59,419
<OTHER-INCOME> 0
<EXPENSES-NET> 77,306
<NET-INVESTMENT-INCOME> 196,333
<REALIZED-GAINS-CURRENT> 3,099,363
<APPREC-INCREASE-CURRENT> (7,149,925)
<NET-CHANGE-FROM-OPS> (3,854,229)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (202,162)
<DISTRIBUTIONS-OF-GAINS> (2,314,423)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 895,910
<NUMBER-OF-SHARES-REDEEMED> 118,833
<SHARES-REINVESTED> 122,270
<NET-CHANGE-IN-ASSETS> 12,023,709
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 1,131,059
<OVERDISTRIB-NII-PRIOR> (81,239)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,695,352
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 12,630,801
<AVERAGE-NET-ASSETS> 27,818,750
<PER-SHARE-NAV-BEGIN> 19.98
<PER-SHARE-NII> 0.14
<PER-SHARE-GAIN-APPREC> (1.90)
<PER-SHARE-DIVIDEND> (0.16)
<PER-SHARE-DISTRIBUTIONS> (1.48)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 16.58
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 013
<NAME> Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 3,224,140,628
<INVESTMENTS-AT-VALUE> 3,280,401,631
<RECEIVABLES> 116,155,338
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,396,556,969
<PAYABLE-FOR-SECURITIES> 92,326,425
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 248,894,275
<TOTAL-LIABILITIES> 341,220,700
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,630,722,046
<SHARES-COMMON-STOCK> 116,466,487
<SHARES-COMMON-PRIOR> 115,934,929
<ACCUMULATED-NII-CURRENT> 9,078,421
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 428,147,976
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (12,612,174)
<NET-ASSETS> 1,932,153,255
<DIVIDEND-INCOME> 17,381,490
<INTEREST-INCOME> 4,820,237
<OTHER-INCOME> 0
<EXPENSES-NET> 5,596,357
<NET-INVESTMENT-INCOME> 16,605,370
<REALIZED-GAINS-CURRENT> 271,586,594
<APPREC-INCREASE-CURRENT> (503,522,250)
<NET-CHANGE-FROM-OPS> (215,330,286)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (17,494,080)
<DISTRIBUTIONS-OF-GAINS> (158,134,823)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,153,124
<NUMBER-OF-SHARES-REDEEMED> 14,085,052
<SHARES-REINVESTED> 8,463,486
<NET-CHANGE-IN-ASSETS> (384,949,957)
<ACCUMULATED-NII-PRIOR> 8,260,074
<ACCUMULATED-GAINS-PRIOR> 154,544,589
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,695,352
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 12,630,801
<AVERAGE-NET-ASSETS> 2,312,623,925
<PER-SHARE-NAV-BEGIN> 19.99
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> (1.91)
<PER-SHARE-DIVIDEND> (0.16)
<PER-SHARE-DISTRIBUTIONS> (1.48)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 16.59
<EXPENSE-RATIO> 0.480
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 043
<NAME> Growth Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 135,519,841
<INVESTMENTS-AT-VALUE> 143,560,133
<RECEIVABLES> 6,050,966
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 149,611,099
<PAYABLE-FOR-SECURITIES> 3,820,018
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 12,488,356
<TOTAL-LIABILITIES> 16,308,374
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 100,562,707
<SHARES-COMMON-STOCK> 36,983,700
<SHARES-COMMON-PRIOR> 46,341,959
<ACCUMULATED-NII-CURRENT> 157,879
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 28,885,150
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 3,696,989
<NET-ASSETS> 133,302,725
<DIVIDEND-INCOME> 653,648
<INTEREST-INCOME> 432,960
<OTHER-INCOME> 0
<EXPENSES-NET> 452,000
<NET-INVESTMENT-INCOME> 634,608
<REALIZED-GAINS-CURRENT> 28,251,537
<APPREC-INCREASE-CURRENT> (42,079,244)
<NET-CHANGE-FROM-OPS> (13,193,099)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (599,612)
<DISTRIBUTIONS-OF-GAINS> (11,965,665)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 198,455
<NUMBER-OF-SHARES-REDEEMED> 12,409,899
<SHARES-REINVESTED> 2,853,185
<NET-CHANGE-IN-ASSETS> (69,620,769)
<ACCUMULATED-NII-PRIOR> 122,883
<ACCUMULATED-GAINS-PRIOR> 12,599,278
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 470,834
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 674,734
<AVERAGE-NET-ASSETS> 186,802,340
<PER-SHARE-NAV-BEGIN> 4.38
<PER-SHARE-NII> 0.02
<PER-SHARE-GAIN-APPREC> (0.43)
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> (0.35)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 3.60
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 083
<NAME> Value Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 225,174,351
<INVESTMENTS-AT-VALUE> 228,287,041
<RECEIVABLES> 4,078,120
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 232,365,161
<PAYABLE-FOR-SECURITIES> 2,886,620
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 16,370,581
<TOTAL-LIABILITIES> 19,257,201
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 172,670,916
<SHARES-COMMON-STOCK> 18,962,549
<SHARES-COMMON-PRIOR> 23,178,490
<ACCUMULATED-NII-CURRENT> 952,187
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 38,214,835
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1,270,022
<NET-ASSETS> 213,107,960
<DIVIDEND-INCOME> 3,145,560
<INTEREST-INCOME> 431,146
<OTHER-INCOME> 0
<EXPENSES-NET> 930,891
<NET-INVESTMENT-INCOME> 2,645,815
<REALIZED-GAINS-CURRENT> 39,191,622
<APPREC-INCREASE-CURRENT> (65,630,122)
<NET-CHANGE-FROM-OPS> (23,792,685)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,767,262)
<DISTRIBUTIONS-OF-GAINS> (30,212,314)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 91,562
<NUMBER-OF-SHARES-REDEEMED> 6,462,225
<SHARES-REINVESTED> 2,154,722
<NET-CHANGE-IN-ASSETS> (118,995,362)
<ACCUMULATED-NII-PRIOR> 73,634
<ACCUMULATED-GAINS-PRIOR> 29,235,527
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,068,248
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,386,660
<AVERAGE-NET-ASSETS> 302,721,642
<PER-SHARE-NAV-BEGIN> 14.33
<PER-SHARE-NII> 0.13
<PER-SHARE-GAIN-APPREC> (1.52)
<PER-SHARE-DIVIDEND> (0.08)
<PER-SHARE-DISTRIBUTIONS> (1.62)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.24
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 060
<NAME> Short Term Income Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 30,122,813
<INVESTMENTS-AT-VALUE> 30,150,271
<RECEIVABLES> 407,927
<ASSETS-OTHER> 347
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 30,558,545
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 586,231
<TOTAL-LIABILITIES> 586,231
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 29,683,235
<SHARES-COMMON-STOCK> 3,062,191
<SHARES-COMMON-PRIOR> 3,810,783
<ACCUMULATED-NII-CURRENT> 289,431
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (27,810)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 27,458
<NET-ASSETS> 29,972,314
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 995,659
<OTHER-INCOME> 0
<EXPENSES-NET> 34,331
<NET-INVESTMENT-INCOME> 961,328
<REALIZED-GAINS-CURRENT> (23,743)
<APPREC-INCREASE-CURRENT> (30,567)
<NET-CHANGE-FROM-OPS> 907,018
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (982,505)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 690,737
<NUMBER-OF-SHARES-REDEEMED> 1,524,473
<SHARES-REINVESTED> 85,144
<NET-CHANGE-IN-ASSETS> (7,404,438)
<ACCUMULATED-NII-PRIOR> 310,608
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> (4,067)
<GROSS-ADVISORY-FEES> 42,906
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 89,321
<AVERAGE-NET-ASSETS> 34,021,079
<PER-SHARE-NAV-BEGIN> 9.81
<PER-SHARE-NII> 0.30
<PER-SHARE-GAIN-APPREC> (0.04)
<PER-SHARE-DIVIDEND> (0.28)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.79
<EXPENSE-RATIO> 0.20
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 032
<NAME> International Core Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 3,773,097,658
<INVESTMENTS-AT-VALUE> 3,284,816,625
<RECEIVABLES> 48,778,664
<ASSETS-OTHER> 2,583,532
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,336,178,821
<PAYABLE-FOR-SECURITIES> 31,394
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 222,317,870
<TOTAL-LIABILITIES> 222,349,264
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,252,962,993
<SHARES-COMMON-STOCK> 737,454
<SHARES-COMMON-PRIOR> 539,724
<ACCUMULATED-NII-CURRENT> 31,949,617
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 329,421,791
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (500,504,844)
<NET-ASSETS> 15,205,689
<DIVIDEND-INCOME> 224,963
<INTEREST-INCOME> 27,830
<OTHER-INCOME> 0
<EXPENSES-NET> 62,274
<NET-INVESTMENT-INCOME> 190,519
<REALIZED-GAINS-CURRENT> 1,657,778
<APPREC-INCREASE-CURRENT> (6,873,598)
<NET-CHANGE-FROM-OPS> (5,025,301)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (614,045)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 177,854
<NUMBER-OF-SHARES-REDEEMED> 340
<SHARES-REINVESTED> 20,216
<NET-CHANGE-IN-ASSETS> 2,705,302
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (1,182,848)
<OVERDISTRIB-NII-PRIOR> (585,202)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 14,221,802
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 18,151,882
<AVERAGE-NET-ASSETS> 16,229,087
<PER-SHARE-NAV-BEGIN> 23.16
<PER-SHARE-NII> 0.28
<PER-SHARE-GAIN-APPREC> (1.96)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.86)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 20.62
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 033
<NAME> International Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 3,773,097,658
<INVESTMENTS-AT-VALUE> 3,284,816,625
<RECEIVABLES> 48,778,664
<ASSETS-OTHER> 2,583,532
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,336,178,821
<PAYABLE-FOR-SECURITIES> 31,394
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 222,317,870
<TOTAL-LIABILITIES> 222,349,264
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,252,962,993
<SHARES-COMMON-STOCK> 115,810,341
<SHARES-COMMON-PRIOR> 131,331,157
<ACCUMULATED-NII-CURRENT> 31,949,617
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 329,421,791
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (500,504,844)
<NET-ASSETS> 2,392,700,565
<DIVIDEND-INCOME> 41,143,389
<INTEREST-INCOME> 4,950,107
<OTHER-INCOME> 0
<EXPENSES-NET> 10,267,502
<NET-INVESTMENT-INCOME> 35,825,994
<REALIZED-GAINS-CURRENT> 311,356,524
<APPREC-INCREASE-CURRENT> (531,736,222)
<NET-CHANGE-FROM-OPS> (184,553,704)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (100,159,724)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,633,715
<NUMBER-OF-SHARES-REDEEMED> 26,254,946
<SHARES-REINVESTED> 4,100,415
<NET-CHANGE-IN-ASSETS> (653,809,103)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 60,812,972
<OVERDISTRIB-NII-PRIOR> (13,705,678)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 14,221,802
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 18,151,882
<AVERAGE-NET-ASSETS> 2,952,707,117
<PER-SHARE-NAV-BEGIN> 23.20
<PER-SHARE-NII> 0.29
<PER-SHARE-GAIN-APPREC> (1.97)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.86)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 20.66
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 034
<NAME> International Core Fund, Class IV
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 3,773,097,658
<INVESTMENTS-AT-VALUE> 3,284,816,625
<RECEIVABLES> 48,778,664
<ASSETS-OTHER> 2,583,532
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,336,178,821
<PAYABLE-FOR-SECURITIES> 31,394
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 222,317,870
<TOTAL-LIABILITIES> 222,349,264
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3,252,962,993
<SHARES-COMMON-STOCK> 34,174,818
<SHARES-COMMON-PRIOR> 24,449,788
<ACCUMULATED-NII-CURRENT> 31,949,617
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 329,421,791
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (500,504,844)
<NET-ASSETS> 705,923,303
<DIVIDEND-INCOME> 10,872,366
<INTEREST-INCOME> 1,354,718
<OTHER-INCOME> 0
<EXPENSES-NET> 2,530,018
<NET-INVESTMENT-INCOME> 9,697,066
<REALIZED-GAINS-CURRENT> 80,624,203
<APPREC-INCREASE-CURRENT> (148,750,012)
<NET-CHANGE-FROM-OPS> (58,428,743)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (99,475)
<DISTRIBUTIONS-OF-GAINS> (28,383,617)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,658,423
<NUMBER-OF-SHARES-REDEEMED> 3,120,256
<SHARES-REINVESTED> 1,186,863
<NET-CHANGE-IN-ASSETS> 22,971,096
<ACCUMULATED-NII-PRIOR> 667,778
<ACCUMULATED-GAINS-PRIOR> 5,434,262
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 14,221,802
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 18,151,882
<AVERAGE-NET-ASSETS> 792,627,410
<PER-SHARE-NAV-BEGIN> 23.19
<PER-SHARE-NII> 0.30
<PER-SHARE-GAIN-APPREC> (1.97)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.86)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 20.66
<EXPENSE-RATIO> 0.630
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 073
<NAME> Japan Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 167,804,122
<INVESTMENTS-AT-VALUE> 129,618,949
<RECEIVABLES> 90,457
<ASSETS-OTHER> 3,089,704
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 132,799,110
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 356,528
<TOTAL-LIABILITIES> 356,528
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 226,384,922
<SHARES-COMMON-STOCK> 25,634,396
<SHARES-COMMON-PRIOR> 23,446,166
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (246,470)
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> (55,581,405)
<ACCUM-APPREC-OR-DEPREC> (38,114,465)
<NET-ASSETS> 132,442,582
<DIVIDEND-INCOME> 701,297
<INTEREST-INCOME> 16,904
<OTHER-INCOME> 0
<EXPENSES-NET> 520,657
<NET-INVESTMENT-INCOME> 197,544
<REALIZED-GAINS-CURRENT> (19,011,848)
<APPREC-INCREASE-CURRENT> (11,874,359)
<NET-CHANGE-FROM-OPS> (30,688,663)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,790,010
<NUMBER-OF-SHARES-REDEEMED> 2,601,780
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (16,709,911)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (444,014)
<OVERDIST-NET-GAINS-PRIOR> (36,569,557)
<GROSS-ADVISORY-FEES> 565,925
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 834,810
<AVERAGE-NET-ASSETS> 149,683,167
<PER-SHARE-NAV-BEGIN> 6.36
<PER-SHARE-NII> 0.01
<PER-SHARE-GAIN-APPREC> (1.20)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 5.17
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 093
<NAME> Tobacco Free Core Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 112,504,965
<INVESTMENTS-AT-VALUE> 109,740,815
<RECEIVABLES> 4,443,498
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 114,184,313
<PAYABLE-FOR-SECURITIES> 3,227,915
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,895,799
<TOTAL-LIABILITIES> 9,123,714
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 100,583,525
<SHARES-COMMON-STOCK> 8,835,719
<SHARES-COMMON-PRIOR> 7,114,000
<ACCUMULATED-NII-CURRENT> 313,770
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 9,307,319
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (5,144,015)
<NET-ASSETS> 105,060,599
<DIVIDEND-INCOME> 909,645
<INTEREST-INCOME> 242,406
<OTHER-INCOME> 0
<EXPENSES-NET> 295,391
<NET-INVESTMENT-INCOME> 856,660
<REALIZED-GAINS-CURRENT> 9,132,796
<APPREC-INCREASE-CURRENT> (22,282,446)
<NET-CHANGE-FROM-OPS> (12,292,990)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (765,968)
<DISTRIBUTIONS-OF-GAINS> (6,601,541)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,426,177
<NUMBER-OF-SHARES-REDEEMED> 204,926
<SHARES-REINVESTED> 500,468
<NET-CHANGE-IN-ASSETS> 5,138,161
<ACCUMULATED-NII-PRIOR> 223,078
<ACCUMULATED-GAINS-PRIOR> 6,776,064
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 307,699
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 458,179
<AVERAGE-NET-ASSETS> 122,076,905
<PER-SHARE-NAV-BEGIN> 14.05
<PER-SHARE-NII> 0.10
<PER-SHARE-GAIN-APPREC> (1.39)
<PER-SHARE-DIVIDEND> (0.09)
<PER-SHARE-DISTRIBUTIONS> (0.78)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.89
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 103
<NAME> Fundamental Value Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 70,591,543
<INVESTMENTS-AT-VALUE> 79,545,950
<RECEIVABLES> 894,441
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 80,440,391
<PAYABLE-FOR-SECURITIES> 1,121,957
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,148,766
<TOTAL-LIABILITIES> 7,270,723
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 41,540,434
<SHARES-COMMON-STOCK> 8,136,290
<SHARES-COMMON-PRIOR> 10,655,373
<ACCUMULATED-NII-CURRENT> 411,862
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 22,262,965
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 8,954,407
<NET-ASSETS> 73,169,668
<DIVIDEND-INCOME> 1,315,079
<INTEREST-INCOME> 138,609
<OTHER-INCOME> 0
<EXPENSES-NET> 440,572
<NET-INVESTMENT-INCOME> 1,013,116
<REALIZED-GAINS-CURRENT> 22,419,930
<APPREC-INCREASE-CURRENT> (28,810,829)
<NET-CHANGE-FROM-OPS> (5,377,783)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (990,365)
<DISTRIBUTIONS-OF-GAINS> (19,049,773)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 4,316,367
<SHARES-REINVESTED> 1,797,284
<NET-CHANGE-IN-ASSETS> (53,866,615)
<ACCUMULATED-NII-PRIOR> 389,111
<ACCUMULATED-GAINS-PRIOR> 18,892,808
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 440,573
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 562,233
<AVERAGE-NET-ASSETS> 116,526,243
<PER-SHARE-NAV-BEGIN> 11.92
<PER-SHARE-NII> 0.11
<PER-SHARE-GAIN-APPREC> (0.97)
<PER-SHARE-DIVIDEND> (0.10)
<PER-SHARE-DISTRIBUTIONS> (1.97)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.99
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 133
<NAME> International Small Companies Fund, Class II
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> FEB-28-1998
<PERIOD-END> FEB-28-1998
<INVESTMENTS-AT-COST> 238,308,631
<INVESTMENTS-AT-VALUE> 236,366,534
<RECEIVABLES> 4,377,874
<ASSETS-OTHER> 2,323,523
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 243,067,931
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 8,913,374
<TOTAL-LIABILITIES> 8,913,374
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 236,274,501
<SHARES-COMMON-STOCK> 19,163,810
<SHARES-COMMON-PRIOR> 17,508,892
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 665,119
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 51,411
<ACCUM-APPREC-OR-DEPREC> (1,403,414)
<NET-ASSETS> 234,154,557
<DIVIDEND-INCOME> 5,052,924
<INTEREST-INCOME> 1,203,813
<OTHER-INCOME> 0
<EXPENSES-NET> 1,751,446
<NET-INVESTMENT-INCOME> 4,505,291
<REALIZED-GAINS-CURRENT> 29,987,922
<APPREC-INCREASE-CURRENT> (20,830,611)
<NET-CHANGE-FROM-OPS> 13,662,602
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (4,394,112)
<DISTRIBUTIONS-OF-GAINS> (28,025,043)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,671,927
<NUMBER-OF-SHARES-REDEEMED> 3,825,152
<SHARES-REINVESTED> 2,808,143
<NET-CHANGE-IN-ASSETS> (1,498,247)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (655,418)
<OVERDIST-NET-GAINS-PRIOR> (2,135,553)
<GROSS-ADVISORY-FEES> 2,912,080
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 3,756,164
<AVERAGE-NET-ASSETS> 232,973,715
<PER-SHARE-NAV-BEGIN> 13.46
<PER-SHARE-NII> 0.27
<PER-SHARE-GAIN-APPREC> 0.42
<PER-SHARE-DIVIDEND> (0.26)
<PER-SHARE-DISTRIBUTIONS> (1.67)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.22
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 113
<NAME> Small Cap Value Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 516,808,322
<INVESTMENTS-AT-VALUE> 441,040,721
<RECEIVABLES> 10,795,095
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 451,835,816
<PAYABLE-FOR-SECURITIES> 13,694,801
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 31,876,013
<TOTAL-LIABILITIES> 45,570,814
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 400,343,307
<SHARES-COMMON-STOCK> 31,312,621
<SHARES-COMMON-PRIOR> 42,096,585
<ACCUMULATED-NII-CURRENT> 938,851
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 81,889,477
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (76,906,633)
<NET-ASSETS> 406,265,002
<DIVIDEND-INCOME> 3,948,138
<INTEREST-INCOME> 637,260
<OTHER-INCOME> 0
<EXPENSES-NET> 1,525,851
<NET-INVESTMENT-INCOME> 3,059,547
<REALIZED-GAINS-CURRENT> 83,142,898
<APPREC-INCREASE-CURRENT> (194,085,460)
<NET-CHANGE-FROM-OPS> (107,883,015)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (3,529,017)
<DISTRIBUTIONS-OF-GAINS> (47,366,098)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,206,197
<NUMBER-OF-SHARES-REDEEMED> 14,875,558
<SHARES-REINVESTED> 2,885,397
<NET-CHANGE-IN-ASSETS> (363,347,284)
<ACCUMULATED-NII-PRIOR> 1,408,321
<ACCUMULATED-GAINS-PRIOR> 46,112,677
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,589,429
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,193,393
<AVERAGE-NET-ASSETS> 630,593,796
<PER-SHARE-NAV-BEGIN> 18.28
<PER-SHARE-NII> 0.10
<PER-SHARE-GAIN-APPREC> (3.66)
<PER-SHARE-DIVIDEND> (0.10)
<PER-SHARE-DISTRIBUTIONS> (1.65)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.97
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 050
<NAME> Pelican Fund
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 164,479,755
<INVESTMENTS-AT-VALUE> 200,830,184
<RECEIVABLES> 2,634,783
<ASSETS-OTHER> 1,096
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 203,466,063
<PAYABLE-FOR-SECURITIES> 1,162,113
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 654,687
<TOTAL-LIABILITIES> 1,816,800
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 148,194,077
<SHARES-COMMON-STOCK> 13,201,773
<SHARES-COMMON-PRIOR> 13,286,924
<ACCUMULATED-NII-CURRENT> 651,467
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 16,453,290
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 36,350,429
<NET-ASSETS> 201,649,263
<DIVIDEND-INCOME> 1,859,651
<INTEREST-INCOME> 1,285,040
<OTHER-INCOME> 0
<EXPENSES-NET> 1,144,780
<NET-INVESTMENT-INCOME> 1,999,911
<REALIZED-GAINS-CURRENT> 17,198,627
<APPREC-INCREASE-CURRENT> (42,265,950)
<NET-CHANGE-FROM-OPS> (23,067,412)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,752,825)
<DISTRIBUTIONS-OF-GAINS> (8,385,345)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 520,241
<NUMBER-OF-SHARES-REDEEMED> 1,145,057
<SHARES-REINVESTED> 539,665
<NET-CHANGE-IN-ASSETS> (34,636,547)
<ACCUMULATED-NII-PRIOR> 404,381
<ACCUMULATED-GAINS-PRIOR> 7,640,008
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,084,528
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,201,805
<AVERAGE-NET-ASSETS> 239,041,488
<PER-SHARE-NAV-BEGIN> 17.78
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> (1.87)
<PER-SHARE-DIVIDEND> (0.14)
<PER-SHARE-DISTRIBUTIONS> (0.65)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 15.27
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 143
<NAME> U.S. Sector Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 17,777,208
<INVESTMENTS-AT-VALUE> 15,145,896
<RECEIVABLES> 8,216
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 15,154,112
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 32,963
<TOTAL-LIABILITIES> 32,963
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 14,552,529
<SHARES-COMMON-STOCK> 3,066,018
<SHARES-COMMON-PRIOR> 8,299,546
<ACCUMULATED-NII-CURRENT> 233,220
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,966,712
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,631,312)
<NET-ASSETS> 15,121,149
<DIVIDEND-INCOME> 232,863
<INTEREST-INCOME> 459
<OTHER-INCOME> 0
<EXPENSES-NET> 102
<NET-INVESTMENT-INCOME> 233,220
<REALIZED-GAINS-CURRENT> 3,458,230
<APPREC-INCREASE-CURRENT> (3,546,829)
<NET-CHANGE-FROM-OPS> 144,621
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (6,069,104)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 6,220,374
<SHARES-REINVESTED> 986,846
<NET-CHANGE-IN-ASSETS> (55,701,689)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 5,577,586
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 78,656
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 96,404
<AVERAGE-NET-ASSETS> 31,840,708
<PER-SHARE-NAV-BEGIN> 8.53
<PER-SHARE-NII> 0.08
<PER-SHARE-GAIN-APPREC> (0.76)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (2.92)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 4.93
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 163
<NAME> International Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 278,396,677
<INVESTMENTS-AT-VALUE> 270,206,582
<RECEIVABLES> 15,715,968
<ASSETS-OTHER> 3,340,536
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 289,263,086
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 28,897,486
<TOTAL-LIABILITIES> 28,897,486
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 264,239,768
<SHARES-COMMON-STOCK> 25,545,461
<SHARES-COMMON-PRIOR> 28,048,515
<ACCUMULATED-NII-CURRENT> 2,992,227
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 11,416,404
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (18,282,799)
<NET-ASSETS> 260,365,600
<DIVIDEND-INCOME> 367,243
<INTEREST-INCOME> 9,084,715
<OTHER-INCOME> 0
<EXPENSES-NET> 547,150
<NET-INVESTMENT-INCOME> 8,904,808
<REALIZED-GAINS-CURRENT> 11,879,153
<APPREC-INCREASE-CURRENT> (25,038,497)
<NET-CHANGE-FROM-OPS> (4,254,536)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (1,690,914)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,792,728
<NUMBER-OF-SHARES-REDEEMED> 6,457,703
<SHARES-REINVESTED> 161,921
<NET-CHANGE-IN-ASSETS> (32,656,542)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 1,228,165
<OVERDISTRIB-NII-PRIOR> 5,912,581
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 547,150
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 892,194
<AVERAGE-NET-ASSETS> 271,346,584
<PER-SHARE-NAV-BEGIN> 10.45
<PER-SHARE-NII> 0.33
<PER-SHARE-GAIN-APPREC> (0.53)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.06)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.19
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 273
<NAME> Small Cap Growth Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 343,626,651
<INVESTMENTS-AT-VALUE> 282,717,825
<RECEIVABLES> 13,197,179
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 295,915,004
<PAYABLE-FOR-SECURITIES> 16,928,375
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 39,734,868
<TOTAL-LIABILITIES> 56,663,243
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 281,162,691
<SHARES-COMMON-STOCK> 26,695,840
<SHARES-COMMON-PRIOR> 32,547,633
<ACCUMULATED-NII-CURRENT> 106,116
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 18,912,302
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (60,929,348)
<NET-ASSETS> 239,251,761
<DIVIDEND-INCOME> 869,915
<INTEREST-INCOME> 544,748
<OTHER-INCOME> 0
<EXPENSES-NET> 931,243
<NET-INVESTMENT-INCOME> 483,420
<REALIZED-GAINS-CURRENT> 19,998,582
<APPREC-INCREASE-CURRENT> (95,299,323)
<NET-CHANGE-FROM-OPS> (74,817,321)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (377,304)
<DISTRIBUTIONS-OF-GAINS> (10,987,254)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,625,566
<NUMBER-OF-SHARES-REDEEMED> 9,374,750
<SHARES-REINVESTED> 897,391
<NET-CHANGE-IN-ASSETS> (160,361,232)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 9,900,974
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 970,045
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,385,113
<AVERAGE-NET-ASSETS> 384,858,917
<PER-SHARE-NAV-BEGIN> 12.28
<PER-SHARE-NII> 0.01
<PER-SHARE-GAIN-APPREC> (2.90)
<PER-SHARE-DIVIDEND> (0.01)
<PER-SHARE-DISTRIBUTIONS> (0.42)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.96
<EXPENSE-RATIO> 0.48
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 153
<NAME> Emerging Markets Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 1,535,422,934
<INVESTMENTS-AT-VALUE> 830,940,820
<RECEIVABLES> 20,496,039
<ASSETS-OTHER> 12,613,768
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 864,050,627
<PAYABLE-FOR-SECURITIES> 1,879,005
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 70,835,674
<TOTAL-LIABILITIES> 72,714,679
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,736,527,895
<SHARES-COMMON-STOCK> 90,583,732
<SHARES-COMMON-PRIOR> 95,539,011
<ACCUMULATED-NII-CURRENT> 40,532,801
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (256,748,379)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (728,976,369)
<NET-ASSETS> 478,672,613
<DIVIDEND-INCOME> 15,118,091
<INTEREST-INCOME> 2,452,284
<OTHER-INCOME> 0
<EXPENSES-NET> 4,832,986
<NET-INVESTMENT-INCOME> 12,737,388
<REALIZED-GAINS-CURRENT> (75,628,510)
<APPREC-INCREASE-CURRENT> (322,954,458)
<NET-CHANGE-FROM-OPS> (385,845,580)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,174,915)
<DISTRIBUTIONS-OF-GAINS> (10,874,572)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 9,199,094
<NUMBER-OF-SHARES-REDEEMED> 15,882,073
<SHARES-REINVESTED> 1,727,700
<NET-CHANGE-IN-ASSETS> (434,942,586)
<ACCUMULATED-NII-PRIOR> 21,264,281
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> (66,635,047)
<GROSS-ADVISORY-FEES> 6,958,502
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 9,709,916
<AVERAGE-NET-ASSETS> 795,997,670
<PER-SHARE-NAV-BEGIN> 9.56
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> (4.29)
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> (0.12)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 5.28
<EXPENSE-RATIO> 1.20
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<LEGEND>
This schedule contains summary financial
information extracted from GMO Trust, form
N-SAR for the period ended August 31, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 154
<NAME> Emerging Markets Fund, Class IV
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 1,535,422,934
<INVESTMENTS-AT-VALUE> 830,940,820
<RECEIVABLES> 20,496,039
<ASSETS-OTHER> 12,613,768
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 864,050,627
<PAYABLE-FOR-SECURITIES> 1,879,005
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 70,835,674
<TOTAL-LIABILITIES> 72,714,679
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,736,527,895
<SHARES-COMMON-STOCK> 59,218,168
<SHARES-COMMON-PRIOR> 70,302,469
<ACCUMULATED-NII-CURRENT> 40,532,801
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (256,748,379)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (728,976,369)
<NET-ASSETS> 312,663,335
<DIVIDEND-INCOME> 11,111,688
<INTEREST-INCOME> 1,788,937
<OTHER-INCOME> 0
<EXPENSES-NET> 3,416,648
<NET-INVESTMENT-INCOME> 9,483,978
<REALIZED-GAINS-CURRENT> (75,746,468)
<APPREC-INCREASE-CURRENT> (210,854,564)
<NET-CHANGE-FROM-OPS> (277,117,054)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,892,403)
<DISTRIBUTIONS-OF-GAINS> (8,060,232)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,052,163
<NUMBER-OF-SHARES-REDEEMED> 13,386,359
<SHARES-REINVESTED> 1,249,895
<NET-CHANGE-IN-ASSETS> (359,357,090)
<ACCUMULATED-NII-PRIOR> 1,382,075
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> (16,998,541)
<GROSS-ADVISORY-FEES> 6,958,502
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 9,709,916
<AVERAGE-NET-ASSETS> 584,357,335
<PER-SHARE-NAV-BEGIN> 9.56
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> (4.29)
<PER-SHARE-DIVIDEND> (0.03)
<PER-SHARE-DISTRIBUTIONS> (0.12)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 5.28
<EXPENSE-RATIO> 1.160
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 173
<NAME> Emerging Country Debt Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 869,422,442
<INVESTMENTS-AT-VALUE> 587,935,837
<RECEIVABLES> 43,545,818
<ASSETS-OTHER> 63,136,794
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 694,618,449
<PAYABLE-FOR-SECURITIES> 54,482,442
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 98,847,816
<TOTAL-LIABILITIES> 153,330,258
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 860,997,427
<SHARES-COMMON-STOCK> 43,847,986
<SHARES-COMMON-PRIOR> 39,550,731
<ACCUMULATED-NII-CURRENT> 71,556,426
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> (24,866,664)
<ACCUM-APPREC-OR-DEPREC> (366,398,998)
<NET-ASSETS> 253,154,809
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 31,555,259
<OTHER-INCOME> 0
<EXPENSES-NET> 1,081,663
<NET-INVESTMENT-INCOME> 20,473,596
<REALIZED-GAINS-CURRENT> 4,353,480
<APPREC-INCREASE-CURRENT> (207,647,744)
<NET-CHANGE-FROM-OPS> (182,820,668)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (6,645,802)
<DISTRIBUTIONS-OF-GAINS> (33,919,909)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 16,133,451
<NUMBER-OF-SHARES-REDEEMED> 15,109,052
<SHARES-REINVESTED> 3,272,856
<NET-CHANGE-IN-ASSETS> (207,231,797)
<ACCUMULATED-NII-PRIOR> 42,268,287
<ACCUMULATED-GAINS-PRIOR> 32,296,215
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 2,031,309
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,890,007
<AVERAGE-NET-ASSETS> 393,369,285
<PER-SHARE-NAV-BEGIN> 11.64
<PER-SHARE-NII> 0.41
<PER-SHARE-GAIN-APPREC> (5.05)
<PER-SHARE-DIVIDEND> (0.20)
<PER-SHARE-DISTRIBUTIONS> (1.03)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 5.77
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 174
<NAME> Emerging Country Debt Fund, Class IV
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 869,422,442
<INVESTMENTS-AT-VALUE> 587,935,837
<RECEIVABLES> 43,545,818
<ASSETS-OTHER> 63,136,794
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 694,618,449
<PAYABLE-FOR-SECURITIES> 54,482,442
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 98,847,816
<TOTAL-LIABILITIES> 153,330,258
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 860,997,427
<SHARES-COMMON-STOCK> 49,925,591
<SHARES-COMMON-PRIOR> 26,699,294
<ACCUMULATED-NII-CURRENT> 71,556,426
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> (24,866,664)
<ACCUM-APPREC-OR-DEPREC> (366,398,998)
<NET-ASSETS> 288,133,382
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 21,963,694
<OTHER-INCOME> 0
<EXPENSES-NET> 1,054,018
<NET-INVESTMENT-INCOME> 20,909,676
<REALIZED-GAINS-CURRENT> 4,956,785
<APPREC-INCREASE-CURRENT> (247,269,890)
<NET-CHANGE-FROM-OPS> (221,403,429)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (8,602,550)
<DISTRIBUTIONS-OF-GAINS> (42,640,524)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 21,016,669
<NUMBER-OF-SHARES-REDEEMED> 3,015,000
<SHARES-REINVESTED> 5,224,628
<NET-CHANGE-IN-ASSETS> (22,446,479)
<ACCUMULATED-NII-PRIOR> 3,054,236
<ACCUMULATED-GAINS-PRIOR> 11,679,668
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 2,031,309
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,890,007
<AVERAGE-NET-ASSETS> 412,596,057
<PER-SHARE-NAV-BEGIN> 11.63
<PER-SHARE-NII> 0.40
<PER-SHARE-GAIN-APPREC> (5.02)
<PER-SHARE-DIVIDEND> (0.21)
<PER-SHARE-DISTRIBUTIONS> (1.03)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 5.77
<EXPENSE-RATIO> 0.500
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 183
<NAME> Global Hedged Equity Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 167,199,131
<INVESTMENTS-AT-VALUE> 134,171,082
<RECEIVABLES> 11,903,052
<ASSETS-OTHER> 56,800
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 146,130,934
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 232,174
<TOTAL-LIABILITIES> 232,174
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 174,587,423
<SHARES-COMMON-STOCK> 17,683,898
<SHARES-COMMON-PRIOR> 19,571,340
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 641,840
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 12,845,158
<ACCUM-APPREC-OR-DEPREC> (15,201,665)
<NET-ASSETS> 145,898,760
<DIVIDEND-INCOME> 435,569
<INTEREST-INCOME> 624,196
<OTHER-INCOME> 0
<EXPENSES-NET> 130,317
<NET-INVESTMENT-INCOME> 929,448
<REALIZED-GAINS-CURRENT> (11,968,500)
<APPREC-INCREASE-CURRENT> 2,183,946
<NET-CHANGE-FROM-OPS> (8,855,106)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 977,477
<NUMBER-OF-SHARES-REDEEMED> 2,864,919
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (24,806,909)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (1,571,288)
<OVERDIST-NET-GAINS-PRIOR> (876,658)
<GROSS-ADVISORY-FEES> 532,548
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 631,175
<AVERAGE-NET-ASSETS> 162,524,951
<PER-SHARE-NAV-BEGIN> 8.72
<PER-SHARE-NII> 0.04
<PER-SHARE-GAIN-APPREC> (0.51)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.25
<EXPENSE-RATIO> 0.16
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 193
<NAME> Domestic Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 237,927,689
<INVESTMENTS-AT-VALUE> 245,204,066
<RECEIVABLES> 6,923,169
<ASSETS-OTHER> 296,060
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 252,423,295
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 2,175,718
<TOTAL-LIABILITIES> 2,175,718
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 234,693,204
<SHARES-COMMON-STOCK> 24,010,547
<SHARES-COMMON-PRIOR> 42,034,709
<ACCUMULATED-NII-CURRENT> 2,444,289
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,514,945
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 11,595,139
<NET-ASSETS> 250,247,577
<DIVIDEND-INCOME> 1,663,850
<INTEREST-INCOME> 8,630,250
<OTHER-INCOME> 0
<EXPENSES-NET> 401,385
<NET-INVESTMENT-INCOME> 9,892,715
<REALIZED-GAINS-CURRENT> 1,379,097
<APPREC-INCREASE-CURRENT> 4,857,525
<NET-CHANGE-FROM-OPS> 16,129,337
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (10,428,971)
<DISTRIBUTIONS-OF-GAINS> (3,298,727)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,902,030
<NUMBER-OF-SHARES-REDEEMED> 23,014,550
<SHARES-REINVESTED> 1,088,358
<NET-CHANGE-IN-ASSETS> (181,162,804)
<ACCUMULATED-NII-PRIOR> 2,980,545
<ACCUMULATED-GAINS-PRIOR> 3,434,575
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 401,374
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 714,594
<AVERAGE-NET-ASSETS> 318,470,669
<PER-SHARE-NAV-BEGIN> 10.26
<PER-SHARE-NII> 0.34
<PER-SHARE-GAIN-APPREC> 0.25
<PER-SHARE-DIVIDEND> (0.31)
<PER-SHARE-DISTRIBUTIONS> (0.12)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.42
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 203
<NAME> Currency Hedged International Bond Fund, Cla
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 456,645,688
<INVESTMENTS-AT-VALUE> 445,310,817
<RECEIVABLES> 19,878,328
<ASSETS-OTHER> 5,393,093
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 470,582,238
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 71,724,898
<TOTAL-LIABILITIES> 71,724,898
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 394,685,548
<SHARES-COMMON-STOCK> 38,595,724
<SHARES-COMMON-PRIOR> 30,095,080
<ACCUMULATED-NII-CURRENT> 8,940,027
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 24,992,692
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (29,760,927)
<NET-ASSETS> 398,857,340
<DIVIDEND-INCOME> 663,500
<INTEREST-INCOME> 12,567,061
<OTHER-INCOME> 0
<EXPENSES-NET> 782,062
<NET-INVESTMENT-INCOME> 12,448,499
<REALIZED-GAINS-CURRENT> 25,153,959
<APPREC-INCREASE-CURRENT> (37,763,726)
<NET-CHANGE-FROM-OPS> (161,268)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (6,307,979)
<DISTRIBUTIONS-OF-GAINS> (9,816,792)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 11,452,505
<NUMBER-OF-SHARES-REDEEMED> 4,425,429
<SHARES-REINVESTED> 1,473,568
<NET-CHANGE-IN-ASSETS> 77,952,133
<ACCUMULATED-NII-PRIOR> 2,799,507
<ACCUMULATED-GAINS-PRIOR> 9,655,525
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 977,579
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,422,633
<AVERAGE-NET-ASSETS> 387,849,646
<PER-SHARE-NAV-BEGIN> 10.66
<PER-SHARE-NII> 0.30
<PER-SHARE-GAIN-APPREC> (0.22)
<PER-SHARE-DIVIDEND> (0.16)
<PER-SHARE-DISTRIBUTIONS> (0.25)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.33
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 313
<NAME> Inflation Indexed Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 33,373,869
<INVESTMENTS-AT-VALUE> 32,843,557
<RECEIVABLES> 141,392
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 32,984,949
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 25,127
<TOTAL-LIABILITIES> 25,127
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 32,620,054
<SHARES-COMMON-STOCK> 3,224,287
<SHARES-COMMON-PRIOR> 2,556,935
<ACCUMULATED-NII-CURRENT> 866,155
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (5,238)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (521,149)
<NET-ASSETS> 32,959,822
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 914,571
<OTHER-INCOME> 0
<EXPENSES-NET> 39,843
<NET-INVESTMENT-INCOME> 874,728
<REALIZED-GAINS-CURRENT> (5,238)
<APPREC-INCREASE-CURRENT> (300,777)
<NET-CHANGE-FROM-OPS> 568,713
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,054,732
<NUMBER-OF-SHARES-REDEEMED> 387,380
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 7,299,745
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 8,573
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 39,843
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 88,242
<AVERAGE-NET-ASSETS> 31,614,919
<PER-SHARE-NAV-BEGIN> 10.04
<PER-SHARE-NII> 0.27
<PER-SHARE-GAIN-APPREC> (0.09)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 213
<NAME> Currency Hedged International Core Fund, Cla
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 372,927,947
<INVESTMENTS-AT-VALUE> 316,046,217
<RECEIVABLES> 9,158,201
<ASSETS-OTHER> 858,038
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 326,062,456
<PAYABLE-FOR-SECURITIES> 50,509
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 24,351,496
<TOTAL-LIABILITIES> 24,402,005
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 302,909,130
<SHARES-COMMON-STOCK> 13,198,430
<SHARES-COMMON-PRIOR> 17,425,016
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (2,716,535)
<ACCUMULATED-NET-GAINS> 65,431,226
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (63,963,370)
<NET-ASSETS> 131,263,767
<DIVIDEND-INCOME> 2,771,495
<INTEREST-INCOME> 393,709
<OTHER-INCOME> 0
<EXPENSES-NET> 655,618
<NET-INVESTMENT-INCOME> 2,509,586
<REALIZED-GAINS-CURRENT> 29,205,219
<APPREC-INCREASE-CURRENT> (34,235,062)
<NET-CHANGE-FROM-OPS> (2,520,257)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (278,514)
<DISTRIBUTIONS-OF-GAINS> (15,875,316)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 27,819
<NUMBER-OF-SHARES-REDEEMED> 5,625,857
<SHARES-REINVESTED> 1,371,452
<NET-CHANGE-IN-ASSETS> (76,389,237)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 29,687,083
<OVERDISTRIB-NII-PRIOR> (6,630,102)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,644,233
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,344,623
<AVERAGE-NET-ASSETS> 189,216,943
<PER-SHARE-NAV-BEGIN> 11.92
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> (0.91)
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> (1.20)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.95
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 214
<NAME> Currency Hedged International Core Fund, Cla
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 372,927,947
<INVESTMENTS-AT-VALUE> 316,046,217
<RECEIVABLES> 9,158,201
<ASSETS-OTHER> 858,038
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 326,062,456
<PAYABLE-FOR-SECURITIES> 50,509
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 24,351,496
<TOTAL-LIABILITIES> 24,402,005
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 302,909,130
<SHARES-COMMON-STOCK> 17,137,368
<SHARES-COMMON-PRIOR> 30,435,120
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (2,716,535)
<ACCUMULATED-NET-GAINS> 65,431,226
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (63,963,370)
<NET-ASSETS> 170,396,684
<DIVIDEND-INCOME> 3,618,882
<INTEREST-INCOME> 496,026
<OTHER-INCOME> 0
<EXPENSES-NET> 785,261
<NET-INVESTMENT-INCOME> 3,329,647
<REALIZED-GAINS-CURRENT> 37,854,109
<APPREC-INCREASE-CURRENT> (46,648,251)
<NET-CHANGE-FROM-OPS> (5,464,495)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (489,700)
<DISTRIBUTIONS-OF-GAINS> (18,908,739)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 14,923,481
<SHARES-REINVESTED> 1,625,729
<NET-CHANGE-IN-ASSETS> (192,431,957)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 3,468,870
<OVERDISTRIB-NII-PRIOR> (1,157,452)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,644,233
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,344,623
<AVERAGE-NET-ASSETS> 245,671,161
<PER-SHARE-NAV-BEGIN> 11.92
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> (0.92)
<PER-SHARE-DIVIDEND> (0.03)
<PER-SHARE-DISTRIBUTIONS> (1.20)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.94
<EXPENSE-RATIO> 0.630
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 223
<NAME> Global Bond Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 123,558,127
<INVESTMENTS-AT-VALUE> 119,873,723
<RECEIVABLES> 5,741,482
<ASSETS-OTHER> 1,225,958
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 126,841,163
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 9,783,388
<TOTAL-LIABILITIES> 9,783,388
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 118,106,002
<SHARES-COMMON-STOCK> 11,616,248
<SHARES-COMMON-PRIOR> 10,349,491
<ACCUMULATED-NII-CURRENT> 2,576,886
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 3,311,145
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (6,936,258)
<NET-ASSETS> 117,057,775
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 3,829,997
<OTHER-INCOME> 0
<EXPENSES-NET> 202,202
<NET-INVESTMENT-INCOME> 3,627,795
<REALIZED-GAINS-CURRENT> 3,433,424
<APPREC-INCREASE-CURRENT> (7,261,952)
<NET-CHANGE-FROM-OPS> (200,733)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (501,889)
<DISTRIBUTIONS-OF-GAINS> (440,683)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,143,624
<NUMBER-OF-SHARES-REDEEMED> 1,954,037
<SHARES-REINVESTED> 77,170
<NET-CHANGE-IN-ASSETS> 12,005,699
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 318,404
<OVERDISTRIB-NII-PRIOR> (428,876)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 208,136
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 379,393
<AVERAGE-NET-ASSETS> 117,953,831
<PER-SHARE-NAV-BEGIN> 10.15
<PER-SHARE-NII> 0.31
<PER-SHARE-GAIN-APPREC> (0.30)
<PER-SHARE-DIVIDEND> (0.04)
<PER-SHARE-DISTRIBUTIONS> (0.04)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.08
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 233
<NAME> REIT Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 263,079,396
<INVESTMENTS-AT-VALUE> 208,514,872
<RECEIVABLES> 295,117
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 208,809,989
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,418,628
<TOTAL-LIABILITIES> 4,418,628
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 243,443,267
<SHARES-COMMON-STOCK> 21,360,691
<SHARES-COMMON-PRIOR> 29,015,600
<ACCUMULATED-NII-CURRENT> 6,378,903
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 9,552,522
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (54,983,331)
<NET-ASSETS> 204,391,361
<DIVIDEND-INCOME> 7,055,307
<INTEREST-INCOME> 337,022
<OTHER-INCOME> 0
<EXPENSES-NET> 1,013,426
<NET-INVESTMENT-INCOME> 6,378,903
<REALIZED-GAINS-CURRENT> 10,198,752
<APPREC-INCREASE-CURRENT> (73,735,648)
<NET-CHANGE-FROM-OPS> (57,157,993)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (15,126,689)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,568,787
<NUMBER-OF-SHARES-REDEEMED> 10,490,882
<SHARES-REINVESTED> 1,267,186
<NET-CHANGE-IN-ASSETS> (170,382,792)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 14,480,459
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,101,550
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,411,801
<AVERAGE-NET-ASSETS> 291,358,226
<PER-SHARE-NAV-BEGIN> 12.92
<PER-SHARE-NII> 0.30
<PER-SHARE-GAIN-APPREC> (2.90)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.75)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.57
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 242
<NAME> Foreign Fund, Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 985,087,748
<INVESTMENTS-AT-VALUE> 1,018,020,032
<RECEIVABLES> 17,497,977
<ASSETS-OTHER> 16,624,138
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,052,142,147
<PAYABLE-FOR-SECURITIES> 2,367,781
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41,595,433
<TOTAL-LIABILITIES> 43,963,214
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 962,316,141
<SHARES-COMMON-STOCK> 4,812,303
<SHARES-COMMON-PRIOR> 4,460,629
<ACCUMULATED-NII-CURRENT> 8,130,128
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 4,199,273
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 33,533,391
<NET-ASSETS> 53,139,876
<DIVIDEND-INCOME> 848,255
<INTEREST-INCOME> 96,244
<OTHER-INCOME> 0
<EXPENSES-NET> 248,483
<NET-INVESTMENT-INCOME> 696,016
<REALIZED-GAINS-CURRENT> 488,876
<APPREC-INCREASE-CURRENT> (5,379,836)
<NET-CHANGE-FROM-OPS> (4,194,944)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (295,984)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 750,847
<NUMBER-OF-SHARES-REDEEMED> 422,814
<SHARES-REINVESTED> 23,641
<NET-CHANGE-IN-ASSETS> 809,332
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (157,028)
<OVERDIST-NET-GAINS-PRIOR> (28,349)
<GROSS-ADVISORY-FEES> 4,351,315
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,746,592
<AVERAGE-NET-ASSETS> 60,159,112
<PER-SHARE-NAV-BEGIN> 12.09
<PER-SHARE-NII> 0.14
<PER-SHARE-GAIN-APPREC> (1.13)
<PER-SHARE-DIVIDEND> (0.06)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.04
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 243
<NAME> Foreign Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 985,087,748
<INVESTMENTS-AT-VALUE> 1,018,020,032
<RECEIVABLES> 17,497,977
<ASSETS-OTHER> 16,624,138
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,052,142,147
<PAYABLE-FOR-SECURITIES> 2,367,781
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41,595,433
<TOTAL-LIABILITIES> 43,963,214
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 962,316,141
<SHARES-COMMON-STOCK> 69,839,057
<SHARES-COMMON-PRIOR> 70,009,604
<ACCUMULATED-NII-CURRENT> 8,130,128
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 4,199,273
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 33,533,391
<NET-ASSETS> 772,162,940
<DIVIDEND-INCOME> 12,299,990
<INTEREST-INCOME> 1,421,168
<OTHER-INCOME> 0
<EXPENSES-NET> 3,329,720
<NET-INVESTMENT-INCOME> 10,391,438
<REALIZED-GAINS-CURRENT> 6,929,233
<APPREC-INCREASE-CURRENT> (86,586,329)
<NET-CHANGE-FROM-OPS> (69,265,658)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (3,843,099)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,639,070
<NUMBER-OF-SHARES-REDEEMED> 6,005,577
<SHARES-REINVESTED> 195,960
<NET-CHANGE-IN-ASSETS> (75,264,409)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (207,895)
<OVERDIST-NET-GAINS-PRIOR> (5,696,780)
<GROSS-ADVISORY-FEES> 4,351,315
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,746,592
<AVERAGE-NET-ASSETS> 880,653,043
<PER-SHARE-NAV-BEGIN> 12.10
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> (1.13)
<PER-SHARE-DIVIDEND> (0.06)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.06
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 244
<NAME> Foreign Fund, Class IV
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 985,087,748
<INVESTMENTS-AT-VALUE> 1,018,020,032
<RECEIVABLES> 17,497,977
<ASSETS-OTHER> 16,624,138
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,052,142,147
<PAYABLE-FOR-SECURITIES> 2,367,781
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41,595,433
<TOTAL-LIABILITIES> 43,963,214
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 962,316,141
<SHARES-COMMON-STOCK> 16,537,066
<SHARES-COMMON-PRIOR> 18,152,694
<ACCUMULATED-NII-CURRENT> 8,130,128
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 4,199,273
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 33,533,391
<NET-ASSETS> 182,876,117
<DIVIDEND-INCOME> 2,932,010
<INTEREST-INCOME> 339,294
<OTHER-INCOME> 0
<EXPENSES-NET> 733,299
<NET-INVESTMENT-INCOME> 2,538,005
<REALIZED-GAINS-CURRENT> 1,722,235
<APPREC-INCREASE-CURRENT> (23,034,972)
<NET-CHANGE-FROM-OPS> (18,774,732)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,012,586)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 445,359
<NUMBER-OF-SHARES-REDEEMED> 2,067,030
<SHARES-REINVESTED> 6,043
<NET-CHANGE-IN-ASSETS> (36,908,550)
<ACCUMULATED-NII-PRIOR> 102,084
<ACCUMULATED-GAINS-PRIOR> 873,837
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4,351,315
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,746,592
<AVERAGE-NET-ASSETS> 210,079,084
<PER-SHARE-NAV-BEGIN> 12.11
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> (1.14)
<PER-SHARE-DIVIDEND> (0.06)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.06
<EXPENSE-RATIO> 0.690
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 283
<NAME> International Equity Allocation Fund, Class
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 92,338,501
<INVESTMENTS-AT-VALUE> 69,095,926
<RECEIVABLES> 1,643
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 69,097,569
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 15,742
<TOTAL-LIABILITIES> 15,742
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 90,762,010
<SHARES-COMMON-STOCK> 8,716,302
<SHARES-COMMON-PRIOR> 8,435,792
<ACCUMULATED-NII-CURRENT> 110,669
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,451,723
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (23,242,575)
<NET-ASSETS> 69,081,827
<DIVIDEND-INCOME> 110,234
<INTEREST-INCOME> 435
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 110,669
<REALIZED-GAINS-CURRENT> 2,029,325
<APPREC-INCREASE-CURRENT> (17,070,258)
<NET-CHANGE-FROM-OPS> (14,930,264)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (4,795,515)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 473,771
<NUMBER-OF-SHARES-REDEEMED> 679,873
<SHARES-REINVESTED> 486,612
<NET-CHANGE-IN-ASSETS> (16,793,680)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 4,217,913
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 26,342
<AVERAGE-NET-ASSETS> 87,920,474
<PER-SHARE-NAV-BEGIN> 10.18
<PER-SHARE-NII> 0.01
<PER-SHARE-GAIN-APPREC> (1.68)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.58)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 7.93
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 253
<NAME> World Equity Allocation Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 54,679,727
<INVESTMENTS-AT-VALUE> 41,924,661
<RECEIVABLES> 1,644
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 41,926,305
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,212
<TOTAL-LIABILITIES> 13,212
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 52,546,997
<SHARES-COMMON-STOCK> 5,127,586
<SHARES-COMMON-PRIOR> 4,904,301
<ACCUMULATED-NII-CURRENT> 151,930
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,969,232
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (12,755,066)
<NET-ASSETS> 41,913,093
<DIVIDEND-INCOME> 151,643
<INTEREST-INCOME> 287
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 151,930
<REALIZED-GAINS-CURRENT> 2,249,001
<APPREC-INCREASE-CURRENT> (11,135,052)
<NET-CHANGE-FROM-OPS> (8,734,121)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (2,542,652)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 14,585
<SHARES-REINVESTED> 237,870
<NET-CHANGE-IN-ASSETS> (9,038,562)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 2,262,883
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 15,770
<AVERAGE-NET-ASSETS> 51,374,451
<PER-SHARE-NAV-BEGIN> 10.39
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> (1.73)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.52)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.17
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 293
<NAME> Global (US+) Equity Allocation Fund Class II
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 47,761,346
<INVESTMENTS-AT-VALUE> 38,261,710
<RECEIVABLES> 1,801
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 38,263,511
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11,822
<TOTAL-LIABILITIES> 11,822
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 45,549,190
<SHARES-COMMON-STOCK> 4,513,182
<SHARES-COMMON-PRIOR> 4,301,488
<ACCUMULATED-NII-CURRENT> 213,325
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 1,988,810
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (9,499,636)
<NET-ASSETS> 38,251,689
<DIVIDEND-INCOME> 212,329
<INTEREST-INCOME> 996
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 213,325
<REALIZED-GAINS-CURRENT> 2,698,185
<APPREC-INCREASE-CURRENT> (10,280,074)
<NET-CHANGE-FROM-OPS> (7,368,564)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (1,826,116)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 306,326
<NUMBER-OF-SHARES-REDEEMED> 161,735
<SHARES-REINVESTED> 67,103
<NET-CHANGE-IN-ASSETS> (6,849,311)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 1,116,741
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 17,159
<AVERAGE-NET-ASSETS> 46,874,846
<PER-SHARE-NAV-BEGIN> 10.48
<PER-SHARE-NII> 0.05
<PER-SHARE-GAIN-APPREC> (1.64)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.41)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.48
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 263
<NAME> Global Balanced Allocation Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 134,939,545
<INVESTMENTS-AT-VALUE> 115,621,236
<RECEIVABLES> 65,977
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 115,687,213
<PAYABLE-FOR-SECURITIES> 63,000
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,973
<TOTAL-LIABILITIES> 76,973
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 129,153,938
<SHARES-COMMON-STOCK> 11,102,304
<SHARES-COMMON-PRIOR> 9,707,961
<ACCUMULATED-NII-CURRENT> 1,095,253
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 4,679,358
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (19,318,309)
<NET-ASSETS> 115,610,240
<DIVIDEND-INCOME> 1,094,790
<INTEREST-INCOME> 463
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 1,095,253
<REALIZED-GAINS-CURRENT> 4,720,210
<APPREC-INCREASE-CURRENT> (18,852,523)
<NET-CHANGE-FROM-OPS> (13,037,060)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (3,337,876)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,177,926
<NUMBER-OF-SHARES-REDEEMED> 65,498
<SHARES-REINVESTED> 281,915
<NET-CHANGE-IN-ASSETS> 330,674
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 3,297,024
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 36,636
<AVERAGE-NET-ASSETS> 121,396,975
<PER-SHARE-NAV-BEGIN> 11.87
<PER-SHARE-NII> 0.10
<PER-SHARE-GAIN-APPREC> (1.23)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.33)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.41
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 303
<NAME> Global Properties Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 9,717,349
<INVESTMENTS-AT-VALUE> 8,022,086
<RECEIVABLES> 282,701
<ASSETS-OTHER> 138,043
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 8,442,830
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 55,063
<TOTAL-LIABILITIES> 55,063
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 10,214,019
<SHARES-COMMON-STOCK> 1,016,938
<SHARES-COMMON-PRIOR> 992,142
<ACCUMULATED-NII-CURRENT> 79,603
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (212,193)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (1,693,662)
<NET-ASSETS> 8,387,767
<DIVIDEND-INCOME> 278,103
<INTEREST-INCOME> 6,344
<OTHER-INCOME> 0
<EXPENSES-NET> 72,119
<NET-INVESTMENT-INCOME> 212,328
<REALIZED-GAINS-CURRENT> (210,753)
<APPREC-INCREASE-CURRENT> (1,665,216)
<NET-CHANGE-FROM-OPS> (1,663,641)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (20,824)
<DISTRIBUTIONS-OF-GAINS> (221,135)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 503
<SHARES-REINVESTED> 25,299
<NET-CHANGE-IN-ASSETS> (1,673,292)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 219,695
<OVERDISTRIB-NII-PRIOR> (111,901)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 36,295
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 109,494
<AVERAGE-NET-ASSETS> 9,599,675
<PER-SHARE-NAV-BEGIN> 10.14
<PER-SHARE-NII> 0.21
<PER-SHARE-GAIN-APPREC> (1.86)
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> (0.22)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.25
<EXPENSE-RATIO> 1.49
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 323
<NAME> US Bond/Global Alpha A Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 261,195,517
<INVESTMENTS-AT-VALUE> 255,817,092
<RECEIVABLES> 10,453,230
<ASSETS-OTHER> 2,419,681
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 268,690,003
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 24,123,828
<TOTAL-LIABILITIES> 24,123,828
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 243,000,096
<SHARES-COMMON-STOCK> 23,302,556
<SHARES-COMMON-PRIOR> 21,548,708
<ACCUMULATED-NII-CURRENT> 7,219,149
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 9,832,228
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (15,485,298)
<NET-ASSETS> 244,566,175
<DIVIDEND-INCOME> 265,400
<INTEREST-INCOME> 8,131,419
<OTHER-INCOME> 0
<EXPENSES-NET> 523,595
<NET-INVESTMENT-INCOME> 7,873,224
<REALIZED-GAINS-CURRENT> 8,707,556
<APPREC-INCREASE-CURRENT> (15,532,263)
<NET-CHANGE-FROM-OPS> 1,048,517
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,920,291)
<DISTRIBUTIONS-OF-GAINS> (1,229,597)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,736,193
<NUMBER-OF-SHARES-REDEEMED> 4,207,327
<SHARES-REINVESTED> 224,982
<NET-CHANGE-IN-ASSETS> 16,180,149
<ACCUMULATED-NII-PRIOR> 2,266,216
<ACCUMULATED-GAINS-PRIOR> 2,354,269
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 524,974
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 858,340
<AVERAGE-NET-ASSETS> 260,348,398
<PER-SHARE-NAV-BEGIN> 10.60
<PER-SHARE-NII> 0.32
<PER-SHARE-GAIN-APPREC> (0.26)
<PER-SHARE-DIVIDEND> (0.11)
<PER-SHARE-DISTRIBUTIONS> (0.05)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.50
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 333
<NAME> US Bond/Global Alpha B Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 64,589,443
<INVESTMENTS-AT-VALUE> 64,995,155
<RECEIVABLES> 8,145,574
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 73,140,729
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11,345,047
<TOTAL-LIABILITIES> 11,345,047
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 52,210,623
<SHARES-COMMON-STOCK> 6,408,923
<SHARES-COMMON-PRIOR> 37,541,918
<ACCUMULATED-NII-CURRENT> 4,928,318
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 4,983,092
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (326,351)
<NET-ASSETS> 61,795,682
<DIVIDEND-INCOME> 333,450
<INTEREST-INCOME> 9,026,276
<OTHER-INCOME> 0
<EXPENSES-NET> 513,214
<NET-INVESTMENT-INCOME> 8,846,512
<REALIZED-GAINS-CURRENT> 2,183,496
<APPREC-INCREASE-CURRENT> (1,228,938)
<NET-CHANGE-FROM-OPS> 9,801,070
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (5,062,986)
<DISTRIBUTIONS-OF-GAINS> (650,769)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 7,196,449
<NUMBER-OF-SHARES-REDEEMED> 38,927,117
<SHARES-REINVESTED> 597,673
<NET-CHANGE-IN-ASSETS> (318,808,899)
<ACCUMULATED-NII-PRIOR> 1,144,792
<ACCUMULATED-GAINS-PRIOR> 3,450,365
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 586,529
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 959,636
<AVERAGE-NET-ASSETS> 290,874,390
<PER-SHARE-NAV-BEGIN> 10.14
<PER-SHARE-NII> 0.31
<PER-SHARE-GAIN-APPREC> 0.07
<PER-SHARE-DIVIDEND> (0.78)
<PER-SHARE-DISTRIBUTIONS> (0.10)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.64
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 343
<NAME> Evolving Countries Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 58,919,140
<INVESTMENTS-AT-VALUE> 33,738,723
<RECEIVABLES> 373,636
<ASSETS-OTHER> 514,204
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 34,626,563
<PAYABLE-FOR-SECURITIES> 6,186
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,630,826
<TOTAL-LIABILITIES> 1,637,012
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 65,025,283
<SHARES-COMMON-STOCK> 7,226,053
<SHARES-COMMON-PRIOR> 4,612,685
<ACCUMULATED-NII-CURRENT> 680,513
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (6,012,699)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (26,703,546)
<NET-ASSETS> 32,989,551
<DIVIDEND-INCOME> 818,084
<INTEREST-INCOME> 162,904
<OTHER-INCOME> 0
<EXPENSES-NET> 295,520
<NET-INVESTMENT-INCOME> 685,468
<REALIZED-GAINS-CURRENT> (4,459,374)
<APPREC-INCREASE-CURRENT> (25,700,182)
<NET-CHANGE-FROM-OPS> (29,474,088)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (142,498)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,597,694
<NUMBER-OF-SHARES-REDEEMED> 503
<SHARES-REINVESTED> 16,177
<NET-CHANGE-IN-ASSETS> (6,708,801)
<ACCUMULATED-NII-PRIOR> 137,543
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> (1,553,325)
<GROSS-ADVISORY-FEES> 189,236
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 374,697
<AVERAGE-NET-ASSETS> 46,923,196
<PER-SHARE-NAV-BEGIN> 8.61
<PER-SHARE-NII> 0.08
<PER-SHARE-GAIN-APPREC> (4.10)
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 4.57
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 353
<NAME> Asia Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 97,194,350
<INVESTMENTS-AT-VALUE> 54,802,462
<RECEIVABLES> 1,291,422
<ASSETS-OTHER> 182,923
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 56,276,807
<PAYABLE-FOR-SECURITIES> 127,342
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 3,230,125
<TOTAL-LIABILITIES> 3,357,467
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 102,754,474
<SHARES-COMMON-STOCK> 9,961,321
<SHARES-COMMON-PRIOR> 3,845,283
<ACCUMULATED-NII-CURRENT> 469,497
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (5,858,262)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (44,446,369)
<NET-ASSETS> 52,919,340
<DIVIDEND-INCOME> 668,483
<INTEREST-INCOME> 293,326
<OTHER-INCOME> 0
<EXPENSES-NET> 488,520
<NET-INVESTMENT-INCOME> 473,289
<REALIZED-GAINS-CURRENT> (5,840,265)
<APPREC-INCREASE-CURRENT> (44,860,444)
<NET-CHANGE-FROM-OPS> (50,227,420)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (113,963)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,106,106
<NUMBER-OF-SHARES-REDEEMED> 140
<SHARES-REINVESTED> 10,072
<NET-CHANGE-IN-ASSETS> 12,758,455
<ACCUMULATED-NII-PRIOR> 110,171
<ACCUMULATED-GAINS-PRIOR> (17,997)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 378,159
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 596,431
<AVERAGE-NET-ASSETS> 75,015,252
<PER-SHARE-NAV-BEGIN> 10.44
<PER-SHARE-NII> 0.05
<PER-SHARE-GAIN-APPREC> (5.17)
<PER-SHARE-DIVIDEND> (0.01)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 5.31
<EXPENSE-RATIO> 1.29
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 363
<NAME> Tax-Managed U.S. Equities Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 5,034,707
<INVESTMENTS-AT-VALUE> 4,492,272
<RECEIVABLES> 17,831
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 4,510,103
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 14,277
<TOTAL-LIABILITIES> 14,277
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 5,031,640
<SHARES-COMMON-STOCK> 511,422
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 6,621
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (542,435)
<NET-ASSETS> 4,495,826
<DIVIDEND-INCOME> 8,543
<INTEREST-INCOME> 540
<OTHER-INCOME> 0
<EXPENSES-NET> 2,462
<NET-INVESTMENT-INCOME> 6,621
<REALIZED-GAINS-CURRENT> 0
<APPREC-INCREASE-CURRENT> (624,995)
<NET-CHANGE-FROM-OPS> (618,374)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 511,422
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 4,495,826
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 2,693
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 14,938
<AVERAGE-NET-ASSETS> 4,927,519
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.01
<PER-SHARE-GAIN-APPREC> (1.22)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.79
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 373
<NAME> Tax-Managed International Equities Fund, Cla
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 6,735,770
<INVESTMENTS-AT-VALUE> 6,028,201
<RECEIVABLES> 504,619
<ASSETS-OTHER> 288,398
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 6,821,218
<PAYABLE-FOR-SECURITIES> 1,060,480
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 28,882
<TOTAL-LIABILITIES> 1,089,362
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 6,417,896
<SHARES-COMMON-STOCK> 643,724
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 13,120
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 6,286
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (705,446)
<NET-ASSETS> 5,731,856
<DIVIDEND-INCOME> 5,099
<INTEREST-INCOME> 11,302
<OTHER-INCOME> 0
<EXPENSES-NET> 3,281
<NET-INVESTMENT-INCOME> 13,120
<REALIZED-GAINS-CURRENT> 6,286
<APPREC-INCREASE-CURRENT> (705,446)
<NET-CHANGE-FROM-OPS> (686,040)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 643,724
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 5,731,856
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3,567
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 29,016
<AVERAGE-NET-ASSETS> 5,424,346
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.02
<PER-SHARE-GAIN-APPREC> (1.12)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.90
<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, 1998
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 383
<NAME> Emerging Country Debt Share Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-28-1999
<PERIOD-END> AUG-31-1998
<INVESTMENTS-AT-COST> 60,007,141
<INVESTMENTS-AT-VALUE> 34,385,285
<RECEIVABLES> 3,132
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 34,388,417
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,141
<TOTAL-LIABILITIES> 4,141
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 60,000,000
<SHARES-COMMON-STOCK> 6,000,000
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 6,132
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (25,621,856)
<NET-ASSETS> 34,384,276
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 6,132
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 6,132
<REALIZED-GAINS-CURRENT> 0
<APPREC-INCREASE-CURRENT> (25,621,856)
<NET-CHANGE-FROM-OPS> (25,615,724)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,000,000
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 34,384,276
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,141
<AVERAGE-NET-ASSETS> 49,397,513
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> (4.27)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 5.73
<EXPENSE-RATIO> 0.00
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0.00
</TABLE>
l:\mfadmin\gmo\secfil\nsar\9808data\attach.doc
Attachment filed in response to Form N-SAR Sub-Item 77D
Domestic Bond Fund, U.S. Bond/Global Alpha A, U.S. Bond/Global Alpha B,
International Bond , Currency Hedged International Bond, Global Bond, Emerging
Country Debt and Inflation Indexed Bond Funds The following language was added
to the Investment Objectives and Policies section of the GMO Trust Prospectus
dated June 30, 1998: "Each of the Domestic Bond, U.S. Bond/Global Alpha A, U.S.
Bond/Global Alpha B, International Bond, Currency Hedged International Bond,
Global Bond, Emerging Country Debt and Inflation Indexed Bond Funds may invest
up to 10% of its total assets in high quality money market instruments such as
securities issued by the U.S. government and agencies thereof, bankers'
acceptances, commercial paper, and bank certificates of deposit."
