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<PAGE> PAGE 2
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<PAGE> PAGE 3
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<PAGE> PAGE 5
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<PAGE> PAGE 6
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<PAGE> PAGE 7
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<PAGE> PAGE 8
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<PAGE> PAGE 9
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<PAGE> PAGE 10
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<PAGE> PAGE 11
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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 16
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<PAGE> PAGE 17
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<PAGE> PAGE 18
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<PAGE> PAGE 19
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<PAGE> PAGE 20
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<PAGE> PAGE 21
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<PAGE> PAGE 22
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<PAGE> PAGE 24
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<PAGE> PAGE 25
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<PAGE> PAGE 26
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<PAGE> PAGE 27
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<PAGE> PAGE 29
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<PAGE> PAGE 30
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<PAGE> PAGE 31
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<PAGE> PAGE 32
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<PAGE> PAGE 33
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<PAGE> PAGE 34
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<PAGE> PAGE 35
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<PAGE> PAGE 36
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<PAGE> PAGE 37
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<PAGE> PAGE 38
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<PAGE> PAGE 39
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<PAGE> PAGE 40
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<PAGE> PAGE 41
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<PAGE> PAGE 42
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<PAGE> PAGE 43
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<PAGE> PAGE 44
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<PAGE> PAGE 45
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<PAGE> PAGE 46
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<PAGE> PAGE 47
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<PAGE> PAGE 48
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<PAGE> PAGE 49
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<PAGE> PAGE 50
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<PAGE> PAGE 51
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<PAGE> PAGE 52
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<PAGE> PAGE 53
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<PAGE> PAGE 54
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<PAGE> PAGE 55
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<PAGE> PAGE 56
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<PAGE> PAGE 57
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<PAGE> PAGE 58
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<PAGE> PAGE 59
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<PAGE> PAGE 60
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<PAGE> PAGE 61
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<PAGE> PAGE 62
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<PAGE> PAGE 63
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<PAGE> PAGE 64
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<PAGE> PAGE 65
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<PAGE> PAGE 66
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<PAGE> PAGE 67
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<PAGE> PAGE 68
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<PAGE> PAGE 69
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<PAGE> PAGE 70
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<PAGE> PAGE 71
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<PAGE> PAGE 72
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<PAGE> PAGE 73
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<PAGE> PAGE 74
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<PAGE> PAGE 75
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<PAGE> PAGE 76
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<PAGE> PAGE 77
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<PAGE> PAGE 78
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<PAGE> PAGE 79
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<PAGE> PAGE 80
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<PAGE> PAGE 81
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<PAGE> PAGE 82
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<PAGE> PAGE 83
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<PAGE> PAGE 84
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<PAGE> PAGE 85
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<PAGE> PAGE 86
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<PAGE> PAGE 87
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<PAGE> PAGE 88
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<PAGE> PAGE 89
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<PAGE> PAGE 90
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<PAGE> PAGE 91
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<PAGE> PAGE 92
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<PAGE> PAGE 93
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<PAGE> PAGE 94
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<PAGE> PAGE 95
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<PAGE> PAGE 96
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<PAGE> PAGE 97
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<PAGE> PAGE 98
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<PAGE> PAGE 99
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<PAGE> PAGE 100
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<PAGE> PAGE 101
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<PAGE> PAGE 102
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<PAGE> PAGE 103
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<PAGE> PAGE 104
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<PAGE> PAGE 105
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<PAGE> PAGE 106
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<PAGE> PAGE 107
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<PAGE> PAGE 108
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<PAGE> PAGE 109
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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 117
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<PAGE> PAGE 118
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<PAGE> PAGE 119
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<PAGE> PAGE 120
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<PAGE> PAGE 121
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<PAGE> PAGE 122
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<PAGE> PAGE 123
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<PAGE> PAGE 126
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<PAGE> PAGE 128
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<PAGE> PAGE 130
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<PAGE> PAGE 131
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<PAGE> PAGE 133
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<PAGE> PAGE 135
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<PAGE> PAGE 136
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<PAGE> PAGE 137
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<PAGE> PAGE 138
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<PAGE> PAGE 139
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<PAGE> PAGE 140
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<PAGE> PAGE 141
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<PAGE> PAGE 142
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<PAGE> PAGE 143
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<PAGE> PAGE 144
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<PAGE> PAGE 145
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<PAGE> PAGE 146
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<PAGE> PAGE 147
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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
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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 161
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<PAGE> PAGE 162
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<PAGE> PAGE 163
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<PAGE> PAGE 164
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<PAGE> PAGE 165
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<PAGE> PAGE 166
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<PAGE> PAGE 167
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<PAGE> PAGE 168
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<PAGE> PAGE 169
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<PAGE> PAGE 170
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<PAGE> PAGE 171
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<PAGE> PAGE 172
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<PAGE> PAGE 173
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<PAGE> PAGE 174
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<PAGE> PAGE 175
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<PAGE> PAGE 176
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<PAGE> PAGE 177
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<PAGE> PAGE 178
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<PAGE> PAGE 179
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<PAGE> PAGE 180
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066 A004000 Y
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066 C004000 N
066 D004000 N
066 E004000 N
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068 A004000 N
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070 A014000 Y
070 A024000 Y
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070 C024000 N
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070 E014000 N
070 E024000 N
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<PAGE> PAGE 181
070 G024000 N
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070 I024000 N
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070 K024000 N
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070 L024000 Y
070 M014000 N
070 M024000 N
070 N014000 Y
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<PAGE> PAGE 182
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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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 3,111,618,260
<INVESTMENTS-AT-VALUE> 3,572,879,882
<RECEIVABLES> 11,113,308
<ASSETS-OTHER> 7,521,473
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,591,514,663
<PAYABLE-FOR-SECURITIES> 74,131,181
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 137,830,828
<TOTAL-LIABILITIES> 211,962,009
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,530,655,869
<SHARES-COMMON-STOCK> 89,077,834
<SHARES-COMMON-PRIOR> 83,082,861
<ACCUMULATED-NII-CURRENT> 6,945,132
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 384,953,785
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 456,997,868
<NET-ASSETS> 1,660,362,623
<DIVIDEND-INCOME> 11,334,284
<INTEREST-INCOME> 3,087,339
<OTHER-INCOME> 0
<EXPENSES-NET> 3,676,687
<NET-INVESTMENT-INCOME> 10,744,936
<REALIZED-GAINS-CURRENT> 182,304,403
<APPREC-INCREASE-CURRENT> (76,888,258)
<NET-CHANGE-FROM-OPS> 116,161,081
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (10,675,372)
<DISTRIBUTIONS-OF-GAINS> (105,545,990)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,568,626
<NUMBER-OF-SHARES-REDEEMED> 3,510,555
<SHARES-REINVESTED> 5,936,902
<NET-CHANGE-IN-ASSETS> 116,707,214
<ACCUMULATED-NII-PRIOR> 1,395,334
<ACCUMULATED-GAINS-PRIOR> 26,157,106
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 5,817,015
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 8,467,526
<AVERAGE-NET-ASSETS> 1,680,186,753
<PER-SHARE-NAV-BEGIN> 18.58
<PER-SHARE-NII> 0.13
<PER-SHARE-GAIN-APPREC> 1.32
<PER-SHARE-DIVIDEND> (0.13)
<PER-SHARE-DISTRIBUTIONS> (1.26)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 18.64
<EXPENSE-RATIO> 0.44
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 3,111,618,260
<INVESTMENTS-AT-VALUE> 3,572,879,882
<RECEIVABLES> 11,113,308
<ASSETS-OTHER> 7,521,473
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,591,514,663
<PAYABLE-FOR-SECURITIES> 74,131,181
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 137,830,828
<TOTAL-LIABILITIES> 211,962,009
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,530,655,869
<SHARES-COMMON-STOCK> 5,330,778
<SHARES-COMMON-PRIOR> 2,244,091
<ACCUMULATED-NII-CURRENT> 6,945,132
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 384,953,785
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 456,997,868
<NET-ASSETS> 99,313,067
<DIVIDEND-INCOME> 461,859
<INTEREST-INCOME> 125,739
<OTHER-INCOME> 0
<EXPENSES-NET> 188,249
<NET-INVESTMENT-INCOME> 399,349
<REALIZED-GAINS-CURRENT> 7,017,335
<APPREC-INCREASE-CURRENT> (4,551,096)
<NET-CHANGE-FROM-OPS> 2,865,588
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (398,725)
<DISTRIBUTIONS-OF-GAINS> (4,464,320)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,192,034
<NUMBER-OF-SHARES-REDEEMED> 345,501
<SHARES-REINVESTED> 240,154
<NET-CHANGE-IN-ASSETS> 57,629,333
<ACCUMULATED-NII-PRIOR> (99,360)
<ACCUMULATED-GAINS-PRIOR> (4,367,563)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 5,817,015
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 8,467,526
<AVERAGE-NET-ASSETS> 67,888,985
<PER-SHARE-NAV-BEGIN> 18.57
<PER-SHARE-NII> 0.11
<PER-SHARE-GAIN-APPREC> 1.33
<PER-SHARE-DIVIDEND> (0.12)
<PER-SHARE-DISTRIBUTIONS> (1.26)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 18.63
<EXPENSE-RATIO> 0.55
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 3,111,618,260
<INVESTMENTS-AT-VALUE> 3,572,879,882
<RECEIVABLES> 11,113,308
<ASSETS-OTHER> 7,521,473
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 3,591,514,663
<PAYABLE-FOR-SECURITIES> 74,131,181
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 137,830,828
<TOTAL-LIABILITIES> 211,962,009
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,530,655,869
<SHARES-COMMON-STOCK> 86,866,822
<SHARES-COMMON-PRIOR> 95,765,511
<ACCUMULATED-NII-CURRENT> 6,945,132
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 384,953,785
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 456,997,868
<NET-ASSETS> 1,619,876,964
<DIVIDEND-INCOME> 11,829,199
<INTEREST-INCOME> 3,219,479
<OTHER-INCOME> 0
<EXPENSES-NET> 4,239,877
<NET-INVESTMENT-INCOME> 10,808,801
<REALIZED-GAINS-CURRENT> 194,165,166
<APPREC-INCREASE-CURRENT> (72,896,293)
<NET-CHANGE-FROM-OPS> 132,077,674
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (10,822,777)
<DISTRIBUTIONS-OF-GAINS> (106,222,191)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,524,797
<NUMBER-OF-SHARES-REDEEMED> 21,225,619
<SHARES-REINVESTED> 5,802,133
<NET-CHANGE-IN-ASSETS> (160,133,592)
<ACCUMULATED-NII-PRIOR> 5,644,420
<ACCUMULATED-GAINS-PRIOR> 196,732,018
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 5,817,015
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 8,467,526
<AVERAGE-NET-ASSETS> 1,758,109,590
<PER-SHARE-NAV-BEGIN> 18.59
<PER-SHARE-NII> 0.12
<PER-SHARE-GAIN-APPREC> 1.32
<PER-SHARE-DIVIDEND> (0.12)
<PER-SHARE-DISTRIBUTIONS> (1.26)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 18.65
<EXPENSE-RATIO> 0.48
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 133,267,909
<INVESTMENTS-AT-VALUE> 177,957,148
<RECEIVABLES> 358,733
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 178,315,881
<PAYABLE-FOR-SECURITIES> 1,333,050
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 7,556,155
<TOTAL-LIABILITIES> 8,889,205
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 106,182,757
<SHARES-COMMON-STOCK> 38,820,453
<SHARES-COMMON-PRIOR> 38,161,658
<ACCUMULATED-NII-CURRENT> 87,966
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 18,966,808
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 44,189,145
<NET-ASSETS> 169,426,676
<DIVIDEND-INCOME> 542,236
<INTEREST-INCOME> 267,291
<OTHER-INCOME> 0
<EXPENSES-NET> 403,648
<NET-INVESTMENT-INCOME> 405,879
<REALIZED-GAINS-CURRENT> 19,154,008
<APPREC-INCREASE-CURRENT> (47,123)
<NET-CHANGE-FROM-OPS> 19,512,764
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (411,113)
<DISTRIBUTIONS-OF-GAINS> (10,657,405)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 350,212
<NUMBER-OF-SHARES-REDEEMED> 2,194,997
<SHARES-REINVESTED> 2,503,580
<NET-CHANGE-IN-ASSETS> 11,342,435
<ACCUMULATED-NII-PRIOR> 93,200
<ACCUMULATED-GAINS-PRIOR> 10,470,205
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 277,508
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 452,273
<AVERAGE-NET-ASSETS> 167,274,260
<PER-SHARE-NAV-BEGIN> 4.14
<PER-SHARE-NII> 0.01
<PER-SHARE-GAIN-APPREC> 0.51
<PER-SHARE-DIVIDEND> (0.01)
<PER-SHARE-DISTRIBUTIONS> (0.29)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 4.36
<EXPENSE-RATIO> 0.48
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 228,250,878
<INVESTMENTS-AT-VALUE> 245,958,220
<RECEIVABLES> 2,406,252
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 248,364,472
<PAYABLE-FOR-SECURITIES> 2,711,415
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,235,412
<TOTAL-LIABILITIES> 15,946,827
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 205,041,303
<SHARES-COMMON-STOCK> 22,256,652
<SHARES-COMMON-PRIOR> 19,509,551
<ACCUMULATED-NII-CURRENT> 738,511
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 8,930,489
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 17,707,342
<NET-ASSETS> 232,417,645
<DIVIDEND-INCOME> 2,720,129
<INTEREST-INCOME> 250,751
<OTHER-INCOME> 0
<EXPENSES-NET> 684,865
<NET-INVESTMENT-INCOME> 2,286,015
<REALIZED-GAINS-CURRENT> 10,816,586
<APPREC-INCREASE-CURRENT> 1,810,534
<NET-CHANGE-FROM-OPS> 14,913,135
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,553,560)
<DISTRIBUTIONS-OF-GAINS> (15,853,816)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,370,348
<NUMBER-OF-SHARES-REDEEMED> 2,071,219
<SHARES-REINVESTED> 1,447,972
<NET-CHANGE-IN-ASSETS> 29,575,897
<ACCUMULATED-NII-PRIOR> 6,056
<ACCUMULATED-GAINS-PRIOR> 13,967,719
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 516,456
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 737,318
<AVERAGE-NET-ASSETS> 223,328,268
<PER-SHARE-NAV-BEGIN> 10.40
<PER-SHARE-NII> 0.11
<PER-SHARE-GAIN-APPREC> 0.77
<PER-SHARE-DIVIDEND> (0.08)
<PER-SHARE-DISTRIBUTIONS> (0.76)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.44
<EXPENSE-RATIO> 0.61
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 52,962,795
<INVESTMENTS-AT-VALUE> 52,472,180
<RECEIVABLES> 298,831
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 52,771,011
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 673,087
<TOTAL-LIABILITIES> 673,087
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 52,092,689
<SHARES-COMMON-STOCK> 5,410,777
<SHARES-COMMON-PRIOR> 5,543,812
<ACCUMULATED-NII-CURRENT> 534,375
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (38,525)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (490,615)
<NET-ASSETS> 52,097,924
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 1,444,517
<OTHER-INCOME> 0
<EXPENSES-NET> 53,491
<NET-INVESTMENT-INCOME> 1,391,026
<REALIZED-GAINS-CURRENT> (12,302)
<APPREC-INCREASE-CURRENT> (187,719)
<NET-CHANGE-FROM-OPS> 1,191,005
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,195,789)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 502,465
<NUMBER-OF-SHARES-REDEEMED> 756,990
<SHARES-REINVESTED> 121,490
<NET-CHANGE-IN-ASSETS> (1,289,473)
<ACCUMULATED-NII-PRIOR> 339,138
<ACCUMULATED-GAINS-PRIOR> (26,223)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 35,619
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 75,737
<AVERAGE-NET-ASSETS> 53,192,346
<PER-SHARE-NAV-BEGIN> 9.63
<PER-SHARE-NII> 0.26
<PER-SHARE-GAIN-APPREC> (0.04)
<PER-SHARE-DIVIDEND> (0.22)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.63
<EXPENSE-RATIO> 0.20
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 2,434,122,275
<INVESTMENTS-AT-VALUE> 2,581,950,014
<RECEIVABLES> 17,652,126
<ASSETS-OTHER> 8,797,410
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 2,608,399,550
<PAYABLE-FOR-SECURITIES> 2,444,840
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 122,613,348
<TOTAL-LIABILITIES> 125,058,188
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,337,953,470
<SHARES-COMMON-STOCK> 1,279,353
<SHARES-COMMON-PRIOR> 900,016
<ACCUMULATED-NII-CURRENT> 46,841,842
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (47,263,489)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 145,809,539
<NET-ASSETS> 29,559,959
<DIVIDEND-INCOME> 378,904
<INTEREST-INCOME> 40,244
<OTHER-INCOME> 0
<EXPENSES-NET> 82,065
<NET-INVESTMENT-INCOME> 337,084
<REALIZED-GAINS-CURRENT> (341,142)
<APPREC-INCREASE-CURRENT> 3,244,746
<NET-CHANGE-FROM-OPS> 3,240,688
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (463,070)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 362,180
<NUMBER-OF-SHARES-REDEEMED> 342
<SHARES-REINVESTED> 17,499
<NET-CHANGE-IN-ASSETS> 11,264,794
<ACCUMULATED-NII-PRIOR> (576,746)
<ACCUMULATED-GAINS-PRIOR> (1,793,845)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 6,883,046
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 9,751,725
<AVERAGE-NET-ASSETS> 21,420,916
<PER-SHARE-NAV-BEGIN> 20.33
<PER-SHARE-NII> 0.35
<PER-SHARE-GAIN-APPREC> 2.90
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.47)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 23.11
<EXPENSE-RATIO> 0.76
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 2,434,122,275
<INVESTMENTS-AT-VALUE> 2,581,950,014
<RECEIVABLES> 17,652,126
<ASSETS-OTHER> 8,797,410
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 2,608,399,550
<PAYABLE-FOR-SECURITIES> 2,444,840
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 122,613,348
<TOTAL-LIABILITIES> 125,058,188
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,337,953,470
<SHARES-COMMON-STOCK> 87,872,308
<SHARES-COMMON-PRIOR> 98,063,484
<ACCUMULATED-NII-CURRENT> 46,841,842
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (47,263,489)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 145,809,539
<NET-ASSETS> 2,036,009,668
<DIVIDEND-INCOME> 36,639,092
<INTEREST-INCOME> 3,775,944
<OTHER-INCOME> 0
<EXPENSES-NET> 7,037,827
<NET-INVESTMENT-INCOME> 33,377,208
<REALIZED-GAINS-CURRENT> (19,184,197)
<APPREC-INCREASE-CURRENT> 284,392,317
<NET-CHANGE-FROM-OPS> 298,585,328
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (41,355,298)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,056,193
<NUMBER-OF-SHARES-REDEEMED> 17,083,941
<SHARES-REINVESTED> 1,836,572
<NET-CHANGE-IN-ASSETS> 37,562,617
<ACCUMULATED-NII-PRIOR> 876,155
<ACCUMULATED-GAINS-PRIOR> 34,307,546
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 6,883,046
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 9,751,725
<AVERAGE-NET-ASSETS> 2,027,924,573
<PER-SHARE-NAV-BEGIN> 20.38
<PER-SHARE-NII> 0.36
<PER-SHARE-GAIN-APPREC> 2.90
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.47)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 23.17
<EXPENSE-RATIO> 0.69
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 2,434,122,275
<INVESTMENTS-AT-VALUE> 2,581,950,014
<RECEIVABLES> 17,652,126
<ASSETS-OTHER> 8,797,410
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 2,608,399,550
<PAYABLE-FOR-SECURITIES> 2,444,840
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 122,613,348
<TOTAL-LIABILITIES> 125,058,188
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 2,337,953,470
<SHARES-COMMON-STOCK> 18,038,012
<SHARES-COMMON-PRIOR> 27,849,815
<ACCUMULATED-NII-CURRENT> 46,841,842
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (47,263,489)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 145,809,539
<NET-ASSETS> 417,771,735
<DIVIDEND-INCOME> 9,274,259
<INTEREST-INCOME> 894,898
<OTHER-INCOME> 0
<EXPENSES-NET> 1,536,029
<NET-INVESTMENT-INCOME> 8,633,128
<REALIZED-GAINS-CURRENT> (4,259,650)
<APPREC-INCREASE-CURRENT> 71,318,280
<NET-CHANGE-FROM-OPS> 75,691,758
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (7,026,513)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,114,794
<NUMBER-OF-SHARES-REDEEMED> 15,239,721
<SHARES-REINVESTED> 313,124
<NET-CHANGE-IN-ASSETS> (149,447,631)
<ACCUMULATED-NII-PRIOR> 4,236,398
<ACCUMULATED-GAINS-PRIOR> (7,023,606)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 6,883,046
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 9,751,725
<AVERAGE-NET-ASSETS> 486,075,927
<PER-SHARE-NAV-BEGIN> 20.37
<PER-SHARE-NII> 0.39
<PER-SHARE-GAIN-APPREC> 2.87
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.47)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 23.16
<EXPENSE-RATIO> 0.63
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 11,905,185
<INVESTMENTS-AT-VALUE> 14,876,687
<RECEIVABLES> 37,172
<ASSETS-OTHER> 379,369
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 15,293,228
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 67,533
<TOTAL-LIABILITIES> 67,533
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 57,806,852
<SHARES-COMMON-STOCK> 1,752,961
<SHARES-COMMON-PRIOR> 20,716,627
<ACCUMULATED-NII-CURRENT> 351,107
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> (45,934,903)
<ACCUM-APPREC-OR-DEPREC> 3,002,639
<NET-ASSETS> 15,225,695
<DIVIDEND-INCOME> 554,339
<INTEREST-INCOME> 55,508
<OTHER-INCOME> 0
<EXPENSES-NET> 235,647
<NET-INVESTMENT-INCOME> 374,200
<REALIZED-GAINS-CURRENT> 16,548,076
<APPREC-INCREASE-CURRENT> 8,763,703
<NET-CHANGE-FROM-OPS> 25,685,979
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 870,012
<NUMBER-OF-SHARES-REDEEMED> 19,833,678
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (113,163,777)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (23,093)
<OVERDIST-NET-GAINS-PRIOR> (62,482,979)
<GROSS-ADVISORY-FEES> 184,419
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 348,566
<AVERAGE-NET-ASSETS> 67,931,631
<PER-SHARE-NAV-BEGIN> 6.20
<PER-SHARE-NII> 0.04
<PER-SHARE-GAIN-APPREC> 2.45
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.69
<EXPENSE-RATIO> 0.69
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 222,282,307
<INVESTMENTS-AT-VALUE> 229,567,039
<RECEIVABLES> 335,336
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 229,902,375
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 8,919,637
<TOTAL-LIABILITIES> 8,919,637
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 185,518,260
<SHARES-COMMON-STOCK> 14,736,568
<SHARES-COMMON-PRIOR> 15,926,141
<ACCUMULATED-NII-CURRENT> 504,966
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 28,166,706
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 6,792,806
<NET-ASSETS> 220,982,738
<DIVIDEND-INCOME> 1,477,673
<INTEREST-INCOME> 632,563
<OTHER-INCOME> 0
<EXPENSES-NET> 579,357
<NET-INVESTMENT-INCOME> 1,530,879
<REALIZED-GAINS-CURRENT> 28,064,655
<APPREC-INCREASE-CURRENT> (12,677,495)
<NET-CHANGE-FROM-OPS> 16,918,039
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,456,125)
<DISTRIBUTIONS-OF-GAINS> (3,737,249)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,296,873
<NUMBER-OF-SHARES-REDEEMED> 3,790,695
<SHARES-REINVESTED> 304,249
<NET-CHANGE-IN-ASSETS> (6,175,747)
<ACCUMULATED-NII-PRIOR> 430,212
<ACCUMULATED-GAINS-PRIOR> 3,839,300
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 398,308
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 645,910
<AVERAGE-NET-ASSETS> 240,086,000
<PER-SHARE-NAV-BEGIN> 14.26
<PER-SHARE-NII> 0.10
<PER-SHARE-GAIN-APPREC> 0.99
<PER-SHARE-DIVIDEND> (0.09)
<PER-SHARE-DISTRIBUTIONS> (0.26)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 15.00
<EXPENSE-RATIO> 0.48
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 222,767
<INVESTMENTS-AT-VALUE> 207,448
<RECEIVABLES> 25,687
<ASSETS-OTHER> 30,344
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 263,479
<PAYABLE-FOR-SECURITIES> 27,281
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 24,408
<TOTAL-LIABILITIES> 51,689
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> (20,634,795)
<SHARES-COMMON-STOCK> 29,719
<SHARES-COMMON-PRIOR> 11,614,256
<ACCUMULATED-NII-CURRENT> 79,350
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 20,782,464
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (15,229)
<NET-ASSETS> 211,790
<DIVIDEND-INCOME> 799,575
<INTEREST-INCOME> 62,535
<OTHER-INCOME> 0
<EXPENSES-NET> 227,045
<NET-INVESTMENT-INCOME> 635,065
<REALIZED-GAINS-CURRENT> 21,134,359
<APPREC-INCREASE-CURRENT> (11,775,234)
<NET-CHANGE-FROM-OPS> 9,994,190
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (735,485)
<DISTRIBUTIONS-OF-GAINS> (4,135,387)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 12,174,944
<SHARES-REINVESTED> 590,407
<NET-CHANGE-IN-ASSETS> (81,850,037)
<ACCUMULATED-NII-PRIOR> 179,770
<ACCUMULATED-GAINS-PRIOR> 3,783,492
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 181,636
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 255,266
<AVERAGE-NET-ASSETS> 60,218,826
<PER-SHARE-NAV-BEGIN> 7.07
<PER-SHARE-NII> 0.08
<PER-SHARE-GAIN-APPREC> 1.01
<PER-SHARE-DIVIDEND> (0.13)
<PER-SHARE-DISTRIBUTIONS> (0.90)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 7.13
<EXPENSE-RATIO> 0.75
</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, 1999
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> 6-MOS
<FISCAL-YEAR-END> FEB-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 156,910,944
<INVESTMENTS-AT-VALUE> 156,994,426
<RECEIVABLES> 503,472
<ASSETS-OTHER> 252,636
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 157,750,534
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 2,208,760
<TOTAL-LIABILITIES> 2,208,760
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 156,559,565
<SHARES-COMMON-STOCK> 12,436,699
<SHARES-COMMON-PRIOR> 14,345,328
<ACCUMULATED-NII-CURRENT> 4,711,835
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> (4,939,995)
<ACCUM-APPREC-OR-DEPREC> (789,631)
<NET-ASSETS> 155,541,774
<DIVIDEND-INCOME> 2,591,538
<INTEREST-INCOME> 270,899
<OTHER-INCOME> 0
<EXPENSES-NET> 600,654
<NET-INVESTMENT-INCOME> 2,261,783
<REALIZED-GAINS-CURRENT> (1,666,101)
<APPREC-INCREASE-CURRENT> 21,408,567
<NET-CHANGE-FROM-OPS> 22,004,249
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1,936,570)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,888
<NUMBER-OF-SHARES-REDEEMED> 2,005,850
<SHARES-REINVESTED> 92,333
<NET-CHANGE-IN-ASSETS> (2,599,760)
<ACCUMULATED-NII-PRIOR> 4,386,622
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> (3,273,894)
<GROSS-ADVISORY-FEES> 480,522
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 782,489
<AVERAGE-NET-ASSETS> 159,303,281
<PER-SHARE-NAV-BEGIN> 11.02
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 1.47
<PER-SHARE-DIVIDEND> (0.15)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.51
<EXPENSE-RATIO> 0.75
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 383,717,898
<INVESTMENTS-AT-VALUE> 367,236,091
<RECEIVABLES> 4,912,728
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 372,148,819
<PAYABLE-FOR-SECURITIES> 6,046,896
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 13,134,705
<TOTAL-LIABILITIES> 19,181,601
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 367,502,241
<SHARES-COMMON-STOCK> 28,002,470
<SHARES-COMMON-PRIOR> 29,733,908
<ACCUMULATED-NII-CURRENT> 548,936
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 616,967
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (15,700,926)
<NET-ASSETS> 352,967,218
<DIVIDEND-INCOME> 2,625,346
<INTEREST-INCOME> 302,639
<OTHER-INCOME> 0
<EXPENSES-NET> 877,297
<NET-INVESTMENT-INCOME> 2,050,688
<REALIZED-GAINS-CURRENT> 2,728,459
<APPREC-INCREASE-CURRENT> 29,499,733
<NET-CHANGE-FROM-OPS> 34,278,880
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,053,818)
<DISTRIBUTIONS-OF-GAINS> (4,626,726)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 766,347
<NUMBER-OF-SHARES-REDEEMED> 2,940,086
<SHARES-REINVESTED> 442,301
<NET-CHANGE-IN-ASSETS> 5,283,551
<ACCUMULATED-NII-PRIOR> 552,066
<ACCUMULATED-GAINS-PRIOR> 2,515,234
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 603,142
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 960,295
<AVERAGE-NET-ASSETS> 363,554,146
<PER-SHARE-NAV-BEGIN> 11.69
<PER-SHARE-NII> 0.07
<PER-SHARE-GAIN-APPREC> 1.08
<PER-SHARE-DIVIDEND> (0.07)
<PER-SHARE-DISTRIBUTIONS> (0.17)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.60
<EXPENSE-RATIO> 0.48
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 137,300,613
<INVESTMENTS-AT-VALUE> 175,333,250
<RECEIVABLES> 1,225,016
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 176,558,266
<PAYABLE-FOR-SECURITIES> 805,825
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 471,558
<TOTAL-LIABILITIES> 1,277,383
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 110,631,548
<SHARES-COMMON-STOCK> 11,044,013
<SHARES-COMMON-PRIOR> 14,235,537
<ACCUMULATED-NII-CURRENT> 378,170
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 26,238,335
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 38,032,830
<NET-ASSETS> 175,280,883
<DIVIDEND-INCOME> 1,823,819
<INTEREST-INCOME> 882,018
<OTHER-INCOME> 0
<EXPENSES-NET> 953,234
<NET-INVESTMENT-INCOME> 1,752,603
<REALIZED-GAINS-CURRENT> 27,347,794
<APPREC-INCREASE-CURRENT> (14,802,252)
<NET-CHANGE-FROM-OPS> 14,298,145
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,061,258)
<DISTRIBUTIONS-OF-GAINS> (7,332,211)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 377,820
<NUMBER-OF-SHARES-REDEEMED> 4,116,046
<SHARES-REINVESTED> 546,702
<NET-CHANGE-IN-ASSETS> (48,655,707)
<ACCUMULATED-NII-PRIOR> 686,825
<ACCUMULATED-GAINS-PRIOR> 6,222,752
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 903,071
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1,020,522
<AVERAGE-NET-ASSETS> 199,591,694
<PER-SHARE-NAV-BEGIN> 15.73
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 0.83
<PER-SHARE-DIVIDEND> (0.18)
<PER-SHARE-DISTRIBUTIONS> (0.68)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 15.87
<EXPENSE-RATIO> 0.95
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 16,203,504
<INVESTMENTS-AT-VALUE> 15,326,323
<RECEIVABLES> 6,526
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 15,332,849
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 19,108
<TOTAL-LIABILITIES> 19,108
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 15,987,934
<SHARES-COMMON-STOCK> 3,082,840
<SHARES-COMMON-PRIOR> 3,636,151
<ACCUMULATED-NII-CURRENT> 174,090
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 28,898
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (877,181)
<NET-ASSETS> 15,313,741
<DIVIDEND-INCOME> 173,833
<INTEREST-INCOME> 257
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 174,090
<REALIZED-GAINS-CURRENT> 481,496
<APPREC-INCREASE-CURRENT> 463,440
<NET-CHANGE-FROM-OPS> 1,119,026
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 553,311
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> (1,516,261)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> (452,598)
<GROSS-ADVISORY-FEES> 26,035
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 39,193
<AVERAGE-NET-ASSETS> 15,693,824
<PER-SHARE-NAV-BEGIN> 4.63
<PER-SHARE-NII> 0.06
<PER-SHARE-GAIN-APPREC> 0.28
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 4.97
<EXPENSE-RATIO> 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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 183,040,164
<INVESTMENTS-AT-VALUE> 172,817,609
<RECEIVABLES> 5,230,151
<ASSETS-OTHER> 1,813,450
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 179,861,210
<PAYABLE-FOR-SECURITIES> 4,925,278
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,098,275
<TOTAL-LIABILITIES> 10,023,553
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 180,364,689
<SHARES-COMMON-STOCK> 17,732,326
<SHARES-COMMON-PRIOR> 18,065,517
<ACCUMULATED-NII-CURRENT> 7,289,569
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (7,826,133)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (9,990,468)
<NET-ASSETS> 169,837,657
<DIVIDEND-INCOME> 165,875
<INTEREST-INCOME> 5,784,472
<OTHER-INCOME> 0
<EXPENSES-NET> 393,347
<NET-INVESTMENT-INCOME> 5,557,000
<REALIZED-GAINS-CURRENT> (7,852,164)
<APPREC-INCREASE-CURRENT> (187,199)
<NET-CHANGE-FROM-OPS> (2,482,363)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,630,046)
<DISTRIBUTIONS-OF-GAINS> (3,231,690)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 441,381
<NUMBER-OF-SHARES-REDEEMED> 1,315,750
<SHARES-REINVESTED> 541,178
<NET-CHANGE-IN-ASSETS> (11,991,239)
<ACCUMULATED-NII-PRIOR> 4,362,615
<ACCUMULATED-GAINS-PRIOR> 3,257,721
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 218,596
<INTEREST-EXPENSE> 43,596
<GROSS-EXPENSE> 496,739
<AVERAGE-NET-ASSETS> 173,925,995
<PER-SHARE-NAV-BEGIN> 10.06
<PER-SHARE-NII> 0.32
<PER-SHARE-GAIN-APPREC> (0.46)
<PER-SHARE-DIVIDEND> (0.15)
<PER-SHARE-DISTRIBUTIONS> (0.19)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.58
<EXPENSE-RATIO> 0.45
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 135,441,978
<INVESTMENTS-AT-VALUE> 144,674,038
<RECEIVABLES> 1,487,400
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 146,161,438
<PAYABLE-FOR-SECURITIES> 3,582,044
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 8,062,526
<TOTAL-LIABILITIES> 11,644,570
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 119,861,390
<SHARES-COMMON-STOCK> 11,356,077
<SHARES-COMMON-PRIOR> 11,941,849
<ACCUMULATED-NII-CURRENT> 3,972
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 5,419,446
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 9,232,060
<NET-ASSETS> 134,516,868
<DIVIDEND-INCOME> 242,828
<INTEREST-INCOME> 132,868
<OTHER-INCOME> 0
<EXPENSES-NET> 322,064
<NET-INVESTMENT-INCOME> 53,632
<REALIZED-GAINS-CURRENT> 7,556,171
<APPREC-INCREASE-CURRENT> 4,394,851
<NET-CHANGE-FROM-OPS> 12,004,654
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (158,896)
<DISTRIBUTIONS-OF-GAINS> (803,980)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 165,285
<NUMBER-OF-SHARES-REDEEMED> 823,532
<SHARES-REINVESTED> 72,475
<NET-CHANGE-IN-ASSETS> 4,533,497
<ACCUMULATED-NII-PRIOR> 109,236
<ACCUMULATED-GAINS-PRIOR> (1,332,745)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 221,419
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 391,242
<AVERAGE-NET-ASSETS> 133,468,067
<PER-SHARE-NAV-BEGIN> 10.88
<PER-SHARE-NII> 0.01
<PER-SHARE-GAIN-APPREC> 1.05
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> (0.07)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.85
<EXPENSE-RATIO> 0.48
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 1,134,539,400
<INVESTMENTS-AT-VALUE> 1,091,015,825
<RECEIVABLES> 17,177,363
<ASSETS-OTHER> 14,879,307
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,123,072,495
<PAYABLE-FOR-SECURITIES> 19,816,350
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 25,691,409
<TOTAL-LIABILITIES> 45,507,759
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,474,881,135
<SHARES-COMMON-STOCK> 80,189,201
<SHARES-COMMON-PRIOR> 83,107,843
<ACCUMULATED-NII-CURRENT> 3,901,186
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (357,654,436)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (43,563,149)
<NET-ASSETS> 748,460,242
<DIVIDEND-INCOME> 7,449,923
<INTEREST-INCOME> 1,531,289
<OTHER-INCOME> 0
<EXPENSES-NET> 3,955,120
<NET-INVESTMENT-INCOME> 5,026,092
<REALIZED-GAINS-CURRENT> 1,754,893
<APPREC-INCREASE-CURRENT> 234,287,053
<NET-CHANGE-FROM-OPS> 241,068,038
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 7,037,835
<NUMBER-OF-SHARES-REDEEMED> 9,956,477
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 225,131,068
<ACCUMULATED-NII-PRIOR> 4,895,088
<ACCUMULATED-GAINS-PRIOR> (234,153,325)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4,126,443
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,896,676
<AVERAGE-NET-ASSETS> 681,548,116
<PER-SHARE-NAV-BEGIN> 6.31
<PER-SHARE-NII> 0.06
<PER-SHARE-GAIN-APPREC> 2.96
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.33
<EXPENSE-RATIO> 1.15
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 1,134,539,400
<INVESTMENTS-AT-VALUE> 1,091,015,825
<RECEIVABLES> 17,177,363
<ASSETS-OTHER> 14,879,307
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,123,072,495
<PAYABLE-FOR-SECURITIES> 19,816,350
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 25,691,409
<TOTAL-LIABILITIES> 45,507,759
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,474,881,135
<SHARES-COMMON-STOCK> 35,283,859
<SHARES-COMMON-PRIOR> 41,401,009
<ACCUMULATED-NII-CURRENT> 3,901,186
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (357,654,436)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (43,563,149)
<NET-ASSETS> 329,104,494
<DIVIDEND-INCOME> 3,650,841
<INTEREST-INCOME> 755,786
<OTHER-INCOME> 0
<EXPENSES-NET> 1,847,464
<NET-INVESTMENT-INCOME> 2,559,163
<REALIZED-GAINS-CURRENT> 480,120
<APPREC-INCREASE-CURRENT> 118,371,082
<NET-CHANGE-FROM-OPS> 121,410,365
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,997,126
<NUMBER-OF-SHARES-REDEEMED> 8,114,276
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 66,505,475
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (122,931,115)
<OVERDISTRIB-NII-PRIOR> (8,311,554)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4,126,443
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,896,676
<AVERAGE-NET-ASSETS> 331,789,282
<PER-SHARE-NAV-BEGIN> 6.31
<PER-SHARE-NII> 0.07
<PER-SHARE-GAIN-APPREC> 2.95
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.33
<EXPENSE-RATIO> 1.11
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 967,636,972
<INVESTMENTS-AT-VALUE> 736,079,161
<RECEIVABLES> 38,740,288
<ASSETS-OTHER> 6,222,366
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 781,041,815
<PAYABLE-FOR-SECURITIES> 487,500
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,080,419
<TOTAL-LIABILITIES> 6,567,919
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 953,957,676
<SHARES-COMMON-STOCK> 67,373,696
<SHARES-COMMON-PRIOR> 65,316,585
<ACCUMULATED-NII-CURRENT> 28,688,862
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,693,353
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (210,865,995)
<NET-ASSETS> 485,295,457
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 28,739,074
<OTHER-INCOME> 0
<EXPENSES-NET> 1,348,580
<NET-INVESTMENT-INCOME> 27,390,494
<REALIZED-GAINS-CURRENT> 1,185,900
<APPREC-INCREASE-CURRENT> 11,517,418
<NET-CHANGE-FROM-OPS> 40,093,812
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (19,870,056)
<DISTRIBUTIONS-OF-GAINS> (784,344)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 7,722,221
<NUMBER-OF-SHARES-REDEEMED> 7,676,300
<SHARES-REINVESTED> 2,011,190
<NET-CHANGE-IN-ASSETS> 34,959,121
<ACCUMULATED-NII-PRIOR> 27,711,351
<ACCUMULATED-GAINS-PRIOR> 37,724,718
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 1,446,875
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,317,005
<AVERAGE-NET-ASSETS> 478,609,070
<PER-SHARE-NAV-BEGIN> 6.89
<PER-SHARE-NII> 0.42
<PER-SHARE-GAIN-APPREC> 0.20
<PER-SHARE-DIVIDEND> (0.30)
<PER-SHARE-DISTRIBUTIONS> (0.01)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 7.20
<EXPENSE-RATIO> 0.56
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 967,636,972
<INVESTMENTS-AT-VALUE> 736,079,161
<RECEIVABLES> 38,740,288
<ASSETS-OTHER> 6,222,366
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 781,041,815
<PAYABLE-FOR-SECURITIES> 487,500
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,080,419
<TOTAL-LIABILITIES> 6,567,919
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 953,957,676
<SHARES-COMMON-STOCK> 40,144,106
<SHARES-COMMON-PRIOR> 46,885,196
<ACCUMULATED-NII-CURRENT> 28,688,862
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,693,353
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (210,865,995)
<NET-ASSETS> 289,178,439
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 20,913,115
<OTHER-INCOME> 0
<EXPENSES-NET> 878,217
<NET-INVESTMENT-INCOME> 20,034,898
<REALIZED-GAINS-CURRENT> 2,988,653
<APPREC-INCREASE-CURRENT> 7,745,646
<NET-CHANGE-FROM-OPS> 30,769,197
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (13,280,962)
<DISTRIBUTIONS-OF-GAINS> (522,530)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,699,412
<NUMBER-OF-SHARES-REDEEMED> 13,221,257
<SHARES-REINVESTED> 1,780,755
<NET-CHANGE-IN-ASSETS> (34,106,185)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (13,395,846)
<OVERDIST-NET-GAINS-PRIOR> (36,306,666)
<GROSS-ADVISORY-FEES> 1,446,875
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 2,317,005
<AVERAGE-NET-ASSETS> 343,657,255
<PER-SHARE-NAV-BEGIN> 6.90
<PER-SHARE-NII> 0.43
<PER-SHARE-GAIN-APPREC> 0.19
<PER-SHARE-DIVIDEND> (0.31)
<PER-SHARE-DISTRIBUTIONS> (0.01)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 7.20
<EXPENSE-RATIO> 0.51
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 52,635,621
<INVESTMENTS-AT-VALUE> 52,886,238
<RECEIVABLES> 569,505
<ASSETS-OTHER> 141,992
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 53,597,735
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 576,017
<TOTAL-LIABILITIES> 576,017
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 86,692,607
<SHARES-COMMON-STOCK> 6,525,778
<SHARES-COMMON-PRIOR> 6,678,751
<ACCUMULATED-NII-CURRENT> 176,167
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (33,587,029)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (260,027)
<NET-ASSETS> 53,021,718
<DIVIDEND-INCOME> 240,856
<INTEREST-INCOME> 175,579
<OTHER-INCOME> 0
<EXPENSES-NET> 58,074
<NET-INVESTMENT-INCOME> 358,361
<REALIZED-GAINS-CURRENT> (3,471,772)
<APPREC-INCREASE-CURRENT> 7,118,654
<NET-CHANGE-FROM-OPS> 4,005,243
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (504,794)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 17,273
<NUMBER-OF-SHARES-REDEEMED> 291,271
<SHARES-REINVESTED> 49,025
<NET-CHANGE-IN-ASSETS> 2,351,016
<ACCUMULATED-NII-PRIOR> 322,600
<ACCUMULATED-GAINS-PRIOR> (30,115,257)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 130,835
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 201,053
<AVERAGE-NET-ASSETS> 52,048,626
<PER-SHARE-NAV-BEGIN> 7.59
<PER-SHARE-NII> 0.06
<PER-SHARE-GAIN-APPREC> 0.55
<PER-SHARE-DIVIDEND> (0.08)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.12
<EXPENSE-RATIO> 0.22
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 193,908,292
<INVESTMENTS-AT-VALUE> 189,486,273
<RECEIVABLES> 1,598,266
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 191,084,539
<PAYABLE-FOR-SECURITIES> 14,776,967
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 8,540,917
<TOTAL-LIABILITIES> 23,317,884
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 174,381,375
<SHARES-COMMON-STOCK> 18,086,863
<SHARES-COMMON-PRIOR> 18,150,835
<ACCUMULATED-NII-CURRENT> 1,372,414
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (3,289,300)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (4,697,834)
<NET-ASSETS> 167,766,655
<DIVIDEND-INCOME> 998,650
<INTEREST-INCOME> 4,525,616
<OTHER-INCOME> 0
<EXPENSES-NET> 384,880
<NET-INVESTMENT-INCOME> 5,139,386
<REALIZED-GAINS-CURRENT> 2,120,536
<APPREC-INCREASE-CURRENT> (8,448,277)
<NET-CHANGE-FROM-OPS> (1,188,355)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (5,087,220)
<DISTRIBUTIONS-OF-GAINS> (326,983)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,112,259
<NUMBER-OF-SHARES-REDEEMED> 1,612,823
<SHARES-REINVESTED> 436,592
<NET-CHANGE-IN-ASSETS> (7,304,015)
<ACCUMULATED-NII-PRIOR> 1,320,248
<ACCUMULATED-GAINS-PRIOR> (5,082,853)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 85,794
<INTEREST-EXPENSE> 170,401
<GROSS-EXPENSE> 425,875
<AVERAGE-NET-ASSETS> 170,612,214
<PER-SHARE-NAV-BEGIN> 9.65
<PER-SHARE-NII> 0.29
<PER-SHARE-GAIN-APPREC> (0.35)
<PER-SHARE-DIVIDEND> (0.29)
<PER-SHARE-DISTRIBUTIONS> (0.02)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.28
<EXPENSE-RATIO> 0.45
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 318,133,628
<INVESTMENTS-AT-VALUE> 299,061,900
<RECEIVABLES> 6,322,882
<ASSETS-OTHER> 2,797,450
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 308,182,232
<PAYABLE-FOR-SECURITIES> 1,970,338
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4,297,820
<TOTAL-LIABILITIES> 6,268,158
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 313,882,752
<SHARES-COMMON-STOCK> 31,384,881
<SHARES-COMMON-PRIOR> 30,919,079
<ACCUMULATED-NII-CURRENT> 9,290,283
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 2,679,404
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (23,938,365)
<NET-ASSETS> 301,914,074
<DIVIDEND-INCOME> 331,750
<INTEREST-INCOME> 10,522,209
<OTHER-INCOME> 0
<EXPENSES-NET> 648,547
<NET-INVESTMENT-INCOME> 10,205,412
<REALIZED-GAINS-CURRENT> 2,897,403
<APPREC-INCREASE-CURRENT> (11,049,098)
<NET-CHANGE-FROM-OPS> 2,053,717
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (20,481,830)
<DISTRIBUTIONS-OF-GAINS> (3,563,277)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6,559,977
<NUMBER-OF-SHARES-REDEEMED> 8,481,317
<SHARES-REINVESTED> 2,387,142
<NET-CHANGE-IN-ASSETS> (21,797,226)
<ACCUMULATED-NII-PRIOR> 19,566,701
<ACCUMULATED-GAINS-PRIOR> 3,345,278
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 405,345
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 792,680
<AVERAGE-NET-ASSETS> 322,512,568
<PER-SHARE-NAV-BEGIN> 10.47
<PER-SHARE-NII> 0.33
<PER-SHARE-GAIN-APPREC> (0.33)
<PER-SHARE-DIVIDEND> (0.73)
<PER-SHARE-DISTRIBUTIONS> (0.13)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.61
<EXPENSE-RATIO> 0.40
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 47,842,319
<INVESTMENTS-AT-VALUE> 47,110,825
<RECEIVABLES> 329,055
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 47,439,880
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,968,415
<TOTAL-LIABILITIES> 1,968,415
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 45,567,028
<SHARES-COMMON-STOCK> 4,540,329
<SHARES-COMMON-PRIOR> 2,544,042
<ACCUMULATED-NII-CURRENT> 1,131,919
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (506,268)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (721,214)
<NET-ASSETS> 45,471,465
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 1,292,878
<OTHER-INCOME> 0
<EXPENSES-NET> 146,804
<NET-INVESTMENT-INCOME> 1,146,074
<REALIZED-GAINS-CURRENT> (247,060)
<APPREC-INCREASE-CURRENT> (477,336)
<NET-CHANGE-FROM-OPS> 421,678
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (107,609)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,134,698
<NUMBER-OF-SHARES-REDEEMED> 146,290
<SHARES-REINVESTED> 7,879
<NET-CHANGE-IN-ASSETS> 20,324,055
<ACCUMULATED-NII-PRIOR> 93,454
<ACCUMULATED-GAINS-PRIOR> (259,208)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 17,530
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 168,237
<AVERAGE-NET-ASSETS> 34,870,457
<PER-SHARE-NAV-BEGIN> 9.88
<PER-SHARE-NII> 0.33
<PER-SHARE-GAIN-APPREC> (0.16)
<PER-SHARE-DIVIDEND> (0.03)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.02
<EXPENSE-RATIO> 0.25
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 142,903,321
<INVESTMENTS-AT-VALUE> 150,812,884
<RECEIVABLES> 634,103
<ASSETS-OTHER> 443,208
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 151,890,195
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,740,297
<TOTAL-LIABILITIES> 5,740,297
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 137,468,283
<SHARES-COMMON-STOCK> 7,943,919
<SHARES-COMMON-PRIOR> 10,505,539
<ACCUMULATED-NII-CURRENT> 2,350,909
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (221,013)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 6,551,719
<NET-ASSETS> 83,607,194
<DIVIDEND-INCOME> 1,627,279
<INTEREST-INCOME> 167,600
<OTHER-INCOME> 0
<EXPENSES-NET> 306,663
<NET-INVESTMENT-INCOME> 1,488,217
<REALIZED-GAINS-CURRENT> 4,846,993
<APPREC-INCREASE-CURRENT> 10,145,806
<NET-CHANGE-FROM-OPS> 16,481,016
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (23,250)
<DISTRIBUTIONS-OF-GAINS> (2,379,277)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 982,782
<NUMBER-OF-SHARES-REDEEMED> 3,771,423
<SHARES-REINVESTED> 227,021
<NET-CHANGE-IN-ASSETS> (13,842,872)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 11,348,628
<OVERDISTRIB-NII-PRIOR> (3,731,963)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 520,714
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 965,176
<AVERAGE-NET-ASSETS> 88,080,991
<PER-SHARE-NAV-BEGIN> 9.28
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 1.38
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.31)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.52
<EXPENSE-RATIO> 0.69
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 142,903,321
<INVESTMENTS-AT-VALUE> 150,812,884
<RECEIVABLES> 634,103
<ASSETS-OTHER> 443,208
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 151,890,195
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 5,740,297
<TOTAL-LIABILITIES> 5,740,297
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 137,468,283
<SHARES-COMMON-STOCK> 5,947,137
<SHARES-COMMON-PRIOR> 11,752,364
<ACCUMULATED-NII-CURRENT> 2,350,909
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (221,013)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 6,551,719
<NET-ASSETS> 62,542,704
<DIVIDEND-INCOME> 2,083,657
<INTEREST-INCOME> 194,276
<OTHER-INCOME> 0
<EXPENSES-NET> 327,405
<NET-INVESTMENT-INCOME> 1,950,527
<REALIZED-GAINS-CURRENT> 5,349,190
<APPREC-INCREASE-CURRENT> 9,956,898
<NET-CHANGE-FROM-OPS> 17,256,615
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (82,267)
<DISTRIBUTIONS-OF-GAINS> (3,607,975)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 6,151,178
<SHARES-REINVESTED> 345,951
<NET-CHANGE-IN-ASSETS> (46,413,290)
<ACCUMULATED-NII-PRIOR> 2,749,645
<ACCUMULATED-GAINS-PRIOR> (15,778,572)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 520,714
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 965,176
<AVERAGE-NET-ASSETS> 103,767,455
<PER-SHARE-NAV-BEGIN> 9.27
<PER-SHARE-NII> 0.19
<PER-SHARE-GAIN-APPREC> 1.38
<PER-SHARE-DIVIDEND> (0.01)
<PER-SHARE-DISTRIBUTIONS> (0.31)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.52
<EXPENSE-RATIO> 0.63
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 209,705,100
<INVESTMENTS-AT-VALUE> 203,297,714
<RECEIVABLES> 3,283,169
<ASSETS-OTHER> 1,252,800
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 207,833,683
<PAYABLE-FOR-SECURITIES> 4,925,278
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11,540,447
<TOTAL-LIABILITIES> 16,465,725
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 200,269,759
<SHARES-COMMON-STOCK> 19,679,036
<SHARES-COMMON-PRIOR> 16,536,313
<ACCUMULATED-NII-CURRENT> 5,057,741
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (7,831,990)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (6,127,552)
<NET-ASSETS> 191,367,958
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 6,125,860
<OTHER-INCOME> 0
<EXPENSES-NET> 563,175
<NET-INVESTMENT-INCOME> 5,562,685
<REALIZED-GAINS-CURRENT> (8,030,919)
<APPREC-INCREASE-CURRENT> (378,956)
<NET-CHANGE-FROM-OPS> (2,847,190)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,449,840
<NUMBER-OF-SHARES-REDEEMED> 2,307,117
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 28,157,464
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 198,929
<OVERDISTRIB-NII-PRIOR> (504,944)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 184,942
<INTEREST-EXPENSE> 232,230
<GROSS-EXPENSE> 654,399
<AVERAGE-NET-ASSETS> 193,617,159
<PER-SHARE-NAV-BEGIN> 9.87
<PER-SHARE-NII> 0.29
<PER-SHARE-GAIN-APPREC> (0.44)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.72
<EXPENSE-RATIO> 0.58
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 175,120,076
<INVESTMENTS-AT-VALUE> 141,624,971
<RECEIVABLES> 140,654
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 141,765,625
<PAYABLE-FOR-SECURITIES> 367,947
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11,518,814
<TOTAL-LIABILITIES> 11,886,761
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 183,052,962
<SHARES-COMMON-STOCK> 14,552,915
<SHARES-COMMON-PRIOR> 15,679,339
<ACCUMULATED-NII-CURRENT> 4,326,666
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (24,005,659)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (33,495,105)
<NET-ASSETS> 129,878,864
<DIVIDEND-INCOME> 4,743,406
<INTEREST-INCOME> 80,034
<OTHER-INCOME> 0
<EXPENSES-NET> 488,362
<NET-INVESTMENT-INCOME> 4,335,078
<REALIZED-GAINS-CURRENT> (7,744,794)
<APPREC-INCREASE-CURRENT> 7,788,865
<NET-CHANGE-FROM-OPS> 4,379,149
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (7,241,250)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,330,465
<NUMBER-OF-SHARES-REDEEMED> 2,928,503
<SHARES-REINVESTED> 471,614
<NET-CHANGE-IN-ASSETS> (13,250,197)
<ACCUMULATED-NII-PRIOR> 7,233,108
<ACCUMULATED-GAINS-PRIOR> (16,260,865)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 382,196
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 530,645
<AVERAGE-NET-ASSETS> 140,789,016
<PER-SHARE-NAV-BEGIN> 9.13
<PER-SHARE-NII> 0.33
<PER-SHARE-GAIN-APPREC> (0.04)
<PER-SHARE-DIVIDEND> (0.50)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.92
<EXPENSE-RATIO> 0.69
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 1,023,637,159
<INVESTMENTS-AT-VALUE> 1,244,047,871
<RECEIVABLES> 33,402,812
<ASSETS-OTHER> 33,098,660
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,310,549,343
<PAYABLE-FOR-SECURITIES> 1,769,660
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41,259,628
<TOTAL-LIABILITIES> 43,029,288
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 962,689,744
<SHARES-COMMON-STOCK> 3,650,749
<SHARES-COMMON-PRIOR> 2,864,266
<ACCUMULATED-NII-CURRENT> 7,489,133
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 77,199,631
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 220,141,547
<NET-ASSETS> 50,649,235
<DIVIDEND-INCOME> 661,470
<INTEREST-INCOME> 4,673
<OTHER-INCOME> 0
<EXPENSES-NET> 183,539
<NET-INVESTMENT-INCOME> 482,604
<REALIZED-GAINS-CURRENT> 2,975,663
<APPREC-INCREASE-CURRENT> 5,675,824
<NET-CHANGE-FROM-OPS> 9,134,091
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (24,351)
<DISTRIBUTIONS-OF-GAINS> (775,764)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 852,214
<NUMBER-OF-SHARES-REDEEMED> 125,271
<SHARES-REINVESTED> 59,540
<NET-CHANGE-IN-ASSETS> 16,869,460
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 991,036
<OVERDISTRIB-NII-PRIOR> (505,483)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3,599,193
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,002,420
<AVERAGE-NET-ASSETS> 44,391,845
<PER-SHARE-NAV-BEGIN> 11.79
<PER-SHARE-NII> 0.14
<PER-SHARE-GAIN-APPREC> 2.17
<PER-SHARE-DIVIDEND> (0.01)
<PER-SHARE-DISTRIBUTIONS> (0.22)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 13.87
<EXPENSE-RATIO> 0.82
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 1,023,637,159
<INVESTMENTS-AT-VALUE> 1,244,047,871
<RECEIVABLES> 33,402,812
<ASSETS-OTHER> 33,098,660
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,310,549,343
<PAYABLE-FOR-SECURITIES> 1,769,660
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41,259,628
<TOTAL-LIABILITIES> 43,029,288
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 962,689,744
<SHARES-COMMON-STOCK> 78,087,085
<SHARES-COMMON-PRIOR> 78,531,599
<ACCUMULATED-NII-CURRENT> 7,489,133
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 77,199,631
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 220,141,547
<NET-ASSETS> 1,084,463,710
<DIVIDEND-INCOME> 15,208,742
<INTEREST-INCOME> 213,793
<OTHER-INCOME> 0
<EXPENSES-NET> 3,815,196
<NET-INVESTMENT-INCOME> 11,607,339
<REALIZED-GAINS-CURRENT> 66,735,941
<APPREC-INCREASE-CURRENT> 102,693,845
<NET-CHANGE-FROM-OPS> 181,037,125
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (760,382)
<DISTRIBUTIONS-OF-GAINS> (16,956,509)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,187,898
<NUMBER-OF-SHARES-REDEEMED> 3,924,787
<SHARES-REINVESTED> 1,292,375
<NET-CHANGE-IN-ASSETS> 157,355,368
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 12,402,613
<OVERDISTRIB-NII-PRIOR> (4,788,647)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3,599,193
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,002,420
<AVERAGE-NET-ASSETS> 1,011,893,329
<PER-SHARE-NAV-BEGIN> 11.81
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> 2.16
<PER-SHARE-DIVIDEND> (0.01)
<PER-SHARE-DISTRIBUTIONS> (0.22)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 13.89
<EXPENSE-RATIO> 0.75
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 1,023,637,159
<INVESTMENTS-AT-VALUE> 1,244,047,871
<RECEIVABLES> 33,402,812
<ASSETS-OTHER> 33,098,660
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,310,549,343
<PAYABLE-FOR-SECURITIES> 1,769,660
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41,259,628
<TOTAL-LIABILITIES> 43,029,288
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 962,689,744
<SHARES-COMMON-STOCK> 9,530,420
<SHARES-COMMON-PRIOR> 11,072,392
<ACCUMULATED-NII-CURRENT> 7,489,133
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 77,199,631
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 220,141,547
<NET-ASSETS> 132,407,110
<DIVIDEND-INCOME> 1,284,282
<INTEREST-INCOME> 819,311
<OTHER-INCOME> 0
<EXPENSES-NET> 474,589
<NET-INVESTMENT-INCOME> 1,629,004
<REALIZED-GAINS-CURRENT> 9,645,114
<APPREC-INCREASE-CURRENT> 10,915,565
<NET-CHANGE-FROM-OPS> 22,189,683
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (114,460)
<DISTRIBUTIONS-OF-GAINS> (2,127,054)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,877,065
<NUMBER-OF-SHARES-REDEEMED> 4,580,566
<SHARES-REINVESTED> 161,529
<NET-CHANGE-IN-ASSETS> 1,647,454
<ACCUMULATED-NII-PRIOR> 44,332
<ACCUMULATED-GAINS-PRIOR> 4,398,371
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3,599,193
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5,002,420
<AVERAGE-NET-ASSETS> 136,925,590
<PER-SHARE-NAV-BEGIN> 11.81
<PER-SHARE-NII> 0.16
<PER-SHARE-GAIN-APPREC> 2.15
<PER-SHARE-DIVIDEND> (0.01)
<PER-SHARE-DISTRIBUTIONS> (0.22)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 13.89
<EXPENSE-RATIO> 0.69
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 75,073,087
<INVESTMENTS-AT-VALUE> 82,248,050
<RECEIVABLES> 61,100
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 82,309,150
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 70,211
<TOTAL-LIABILITIES> 70,211
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 81,101,204
<SHARES-COMMON-STOCK> 8,343,273
<SHARES-COMMON-PRIOR> 10,891,670
<ACCUMULATED-NII-CURRENT> 239,205
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (6,276,433)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 7,174,963
<NET-ASSETS> 82,238,939
<DIVIDEND-INCOME> 238,991
<INTEREST-INCOME> 214
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 239,205
<REALIZED-GAINS-CURRENT> (4,678,689)
<APPREC-INCREASE-CURRENT> 24,205,720
<NET-CHANGE-FROM-OPS> 19,766,236
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (2,308,096)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,455
<NUMBER-OF-SHARES-REDEEMED> 2,781,247
<SHARES-REINVESTED> 228,395
<NET-CHANGE-IN-ASSETS> (7,922,229)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 710,352
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 17,377
<AVERAGE-NET-ASSETS> 91,514,104
<PER-SHARE-NAV-BEGIN> 8.28
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> 1.83
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.28)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.86
<EXPENSE-RATIO> 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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 10,080,432
<INVESTMENTS-AT-VALUE> 10,417,696
<RECEIVABLES> 1,738
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 10,419,434
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 10,261
<TOTAL-LIABILITIES> 10,261
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 15,947,906
<SHARES-COMMON-STOCK> 1,209,140
<SHARES-COMMON-PRIOR> 3,472,311
<ACCUMULATED-NII-CURRENT> 70,644
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (5,946,641)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 337,264
<NET-ASSETS> 10,409,173
<DIVIDEND-INCOME> 70,326
<INTEREST-INCOME> 318
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 70,644
<REALIZED-GAINS-CURRENT> (5,410,310)
<APPREC-INCREASE-CURRENT> 7,698,956
<NET-CHANGE-FROM-OPS> 2,359,290
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (1,505,715)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 61,132
<NUMBER-OF-SHARES-REDEEMED> 2,495,019
<SHARES-REINVESTED> 170,716
<NET-CHANGE-IN-ASSETS> (19,172,633)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 969,384
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 12,071
<AVERAGE-NET-ASSETS> 13,583,646
<PER-SHARE-NAV-BEGIN> 8.52
<PER-SHARE-NII> 0.06
<PER-SHARE-GAIN-APPREC> 1.48
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (1.45)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.61
<EXPENSE-RATIO> 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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 37,134,815
<INVESTMENTS-AT-VALUE> 34,915,851
<RECEIVABLES> 2,295
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 34,918,146
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 7,543
<TOTAL-LIABILITIES> 7,543
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 37,077,194
<SHARES-COMMON-STOCK> 3,668,763
<SHARES-COMMON-PRIOR> 3,670,478
<ACCUMULATED-NII-CURRENT> 350,307
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (297,934)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,218,964)
<NET-ASSETS> 34,910,603
<DIVIDEND-INCOME> 350,094
<INTEREST-INCOME> 213
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 350,307
<REALIZED-GAINS-CURRENT> 716,768
<APPREC-INCREASE-CURRENT> 3,147,384
<NET-CHANGE-FROM-OPS> 4,214,459
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (1,764,798)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 81,396
<NUMBER-OF-SHARES-REDEEMED> 114,630
<SHARES-REINVESTED> 31,519
<NET-CHANGE-IN-ASSETS> 2,436,995
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 750,096
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 13,616
<AVERAGE-NET-ASSETS> 35,219,277
<PER-SHARE-NAV-BEGIN> 8.85
<PER-SHARE-NII> 0.10
<PER-SHARE-GAIN-APPREC> 1.06
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.49)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.52
<EXPENSE-RATIO> 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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 116,320,784
<INVESTMENTS-AT-VALUE> 108,450,871
<RECEIVABLES> 3,659
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 108,454,530
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11,083
<TOTAL-LIABILITIES> 11,083
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 116,912,951
<SHARES-COMMON-STOCK> 10,126,959
<SHARES-COMMON-PRIOR> 12,144,101
<ACCUMULATED-NII-CURRENT> 1,759,468
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (2,359,059)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (7,869,913)
<NET-ASSETS> 108,443,447
<DIVIDEND-INCOME> 1,761,836
<INTEREST-INCOME> 1,482
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 1,763,318
<REALIZED-GAINS-CURRENT> (2,028,362)
<APPREC-INCREASE-CURRENT> 10,091,332
<NET-CHANGE-FROM-OPS> 9,826,288
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (18,814)
<DISTRIBUTIONS-OF-GAINS> (6,105,103)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 238,334
<NUMBER-OF-SHARES-REDEEMED> 2,811,453
<SHARES-REINVESTED> 555,977
<NET-CHANGE-IN-ASSETS> (19,156,977)
<ACCUMULATED-NII-PRIOR> 14,964
<ACCUMULATED-GAINS-PRIOR> 5,774,406
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 0
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 21,061
<AVERAGE-NET-ASSETS> 118,765,169
<PER-SHARE-NAV-BEGIN> 10.51
<PER-SHARE-NII> 0.17
<PER-SHARE-GAIN-APPREC> 0.68
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> (0.65)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.71
<EXPENSE-RATIO> 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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 9,218,733
<INVESTMENTS-AT-VALUE> 7,312,119
<RECEIVABLES> 622,016
<ASSETS-OTHER> 484,616
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 8,418,751
<PAYABLE-FOR-SECURITIES> 43,883
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 36,447
<TOTAL-LIABILITIES> 80,330
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 9,993,463
<SHARES-COMMON-STOCK> 992,455
<SHARES-COMMON-PRIOR> 984,265
<ACCUMULATED-NII-CURRENT> 62,495
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 179,746
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (1,897,283)
<NET-ASSETS> 8,338,421
<DIVIDEND-INCOME> 283,868
<INTEREST-INCOME> 8,551
<OTHER-INCOME> 0
<EXPENSES-NET> 62,511
<NET-INVESTMENT-INCOME> 229,908
<REALIZED-GAINS-CURRENT> 179,922
<APPREC-INCREASE-CURRENT> 178,835
<NET-CHANGE-FROM-OPS> 588,665
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (33,133)
<DISTRIBUTIONS-OF-GAINS> (121,807)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 0
<NUMBER-OF-SHARES-REDEEMED> 9,810
<SHARES-REINVESTED> 18,000
<NET-CHANGE-IN-ASSETS> 506,590
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 121,631
<OVERDISTRIB-NII-PRIOR> (134,280)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 25,183
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 94,802
<AVERAGE-NET-ASSETS> 8,348,489
<PER-SHARE-NAV-BEGIN> 7.96
<PER-SHARE-NII> 0.23
<PER-SHARE-GAIN-APPREC> 0.36
<PER-SHARE-DIVIDEND> (0.03)
<PER-SHARE-DISTRIBUTIONS> (0.12)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 8.40
<EXPENSE-RATIO> 1.49
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 148,282,927
<INVESTMENTS-AT-VALUE> 139,399,002
<RECEIVABLES> 1,047,633
<ASSETS-OTHER> 1,600,000
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 142,046,635
<PAYABLE-FOR-SECURITIES> 19,218,750
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,306,457
<TOTAL-LIABILITIES> 20,525,207
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 127,947,143
<SHARES-COMMON-STOCK> 12,520,187
<SHARES-COMMON-PRIOR> 14,047,932
<ACCUMULATED-NII-CURRENT> 4,238,335
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (1,982,648)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (8,681,402)
<NET-ASSETS> 121,521,428
<DIVIDEND-INCOME> 132,700
<INTEREST-INCOME> 4,059,730
<OTHER-INCOME> 0
<EXPENSES-NET> 253,023
<NET-INVESTMENT-INCOME> 3,939,407
<REALIZED-GAINS-CURRENT> (2,934,212)
<APPREC-INCREASE-CURRENT> (2,728,354)
<NET-CHANGE-FROM-OPS> (1,723,159)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (2,990,521)
<DISTRIBUTIONS-OF-GAINS> (1,232,734)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 1,143,898
<NUMBER-OF-SHARES-REDEEMED> 2,995,247
<SHARES-REINVESTED> 323,604
<NET-CHANGE-IN-ASSETS> (22,181,471)
<ACCUMULATED-NII-PRIOR> 3,289,449
<ACCUMULATED-GAINS-PRIOR> 2,184,298
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 158,141
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 330,170
<AVERAGE-NET-ASSETS> 125,825,416
<PER-SHARE-NAV-BEGIN> 10.23
<PER-SHARE-NII> 0.32
<PER-SHARE-GAIN-APPREC> (0.47)
<PER-SHARE-DIVIDEND> (0.26)
<PER-SHARE-DISTRIBUTIONS> (0.11)
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.71
<EXPENSE-RATIO> 0.40
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 207,796,877
<INVESTMENTS-AT-VALUE> 203,623,448
<RECEIVABLES> 1,295,245
<ASSETS-OTHER> 806,126
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 205,724,819
<PAYABLE-FOR-SECURITIES> 32,292,225
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 8,372,870
<TOTAL-LIABILITIES> 40,665,095
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 170,701,396
<SHARES-COMMON-STOCK> 23,437,401
<SHARES-COMMON-PRIOR> 19,250,632
<ACCUMULATED-NII-CURRENT> 3,517,992
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (3,407,212)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (5,752,452)
<NET-ASSETS> 165,059,724
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 4,670,991
<OTHER-INCOME> 0
<EXPENSES-NET> 279,054
<NET-INVESTMENT-INCOME> 4,391,937
<REALIZED-GAINS-CURRENT> (3,395,790)
<APPREC-INCREASE-CURRENT> (4,215,480)
<NET-CHANGE-FROM-OPS> (3,219,333)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 4,187,338
<NUMBER-OF-SHARES-REDEEMED> 569
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 26,913,484
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> (873,945)
<OVERDIST-NET-GAINS-PRIOR> (11,422)
<GROSS-ADVISORY-FEES> 159,461
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 342,913
<AVERAGE-NET-ASSETS> 158,594,097
<PER-SHARE-NAV-BEGIN> 7.18
<PER-SHARE-NII> 0.20
<PER-SHARE-GAIN-APPREC> (0.34)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 7.04
<EXPENSE-RATIO> 0.35
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 50,765,659
<INVESTMENTS-AT-VALUE> 53,843,613
<RECEIVABLES> 231,789
<ASSETS-OTHER> 716,274
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 54,791,676
<PAYABLE-FOR-SECURITIES> 12,033
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 620,816
<TOTAL-LIABILITIES> 632,849
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 56,118,016
<SHARES-COMMON-STOCK> 5,514,816
<SHARES-COMMON-PRIOR> 5,527,608
<ACCUMULATED-NII-CURRENT> 102,552
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 0
<OVERDISTRIBUTION-GAINS> (4,626,547)
<ACCUM-APPREC-OR-DEPREC> 2,564,806
<NET-ASSETS> 54,158,827
<DIVIDEND-INCOME> 363,853
<INTEREST-INCOME> 66,911
<OTHER-INCOME> 0
<EXPENSES-NET> 286,723
<NET-INVESTMENT-INCOME> 144,041
<REALIZED-GAINS-CURRENT> 9,902,981
<APPREC-INCREASE-CURRENT> 11,092,668
<NET-CHANGE-FROM-OPS> 21,139,690
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 647,629
<NUMBER-OF-SHARES-REDEEMED> 660,421
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 22,440,538
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (14,529,528)
<OVERDISTRIB-NII-PRIOR> (41,489)
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 144,136
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 326,372
<AVERAGE-NET-ASSETS> 44,098,737
<PER-SHARE-NAV-BEGIN> 5.74
<PER-SHARE-NII> 0.03
<PER-SHARE-GAIN-APPREC> 4.05
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.82
<EXPENSE-RATIO> 1.29
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 105,589,069
<INVESTMENTS-AT-VALUE> 116,163,173
<RECEIVABLES> 6,272,214
<ASSETS-OTHER> 305,494
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 122,740,881
<PAYABLE-FOR-SECURITIES> 1,078,390
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 833,897
<TOTAL-LIABILITIES> 1,912,287
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 105,016,584
<SHARES-COMMON-STOCK> 10,027,927
<SHARES-COMMON-PRIOR> 10,094,391
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> (23,638)
<ACCUMULATED-NET-GAINS> 5,074,805
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 10,760,843
<NET-ASSETS> 120,828,594
<DIVIDEND-INCOME> 480,813
<INTEREST-INCOME> 171,131
<OTHER-INCOME> 0
<EXPENSES-NET> 612,788
<NET-INVESTMENT-INCOME> 39,156
<REALIZED-GAINS-CURRENT> 15,222,964
<APPREC-INCREASE-CURRENT> 25,747,690
<NET-CHANGE-FROM-OPS> 41,009,810
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (220,569)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 870,684
<NUMBER-OF-SHARES-REDEEMED> 946,068
<SHARES-REINVESTED> 8,920
<NET-CHANGE-IN-ASSETS> 43,424,573
<ACCUMULATED-NII-PRIOR> 157,775
<ACCUMULATED-GAINS-PRIOR> (10,148,159)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 424,303
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 652,074
<AVERAGE-NET-ASSETS> 104,196,767
<PER-SHARE-NAV-BEGIN> 7.67
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> 4.40
<PER-SHARE-DIVIDEND> (0.02)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.05
<EXPENSE-RATIO> 1.17
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 10,274,284
<INVESTMENTS-AT-VALUE> 10,686,328
<RECEIVABLES> 98,038
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 10,784,366
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 19,619
<TOTAL-LIABILITIES> 19,619
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 10,393,214
<SHARES-COMMON-STOCK> 952,264
<SHARES-COMMON-PRIOR> 760,573
<ACCUMULATED-NII-CURRENT> 14,023
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (54,534)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 412,044
<NET-ASSETS> 10,764,747
<DIVIDEND-INCOME> 80,347
<INTEREST-INCOME> 9,031
<OTHER-INCOME> 0
<EXPENSES-NET> 24,685
<NET-INVESTMENT-INCOME> 64,743
<REALIZED-GAINS-CURRENT> (54,534)
<APPREC-INCREASE-CURRENT> 481,481
<NET-CHANGE-FROM-OPS> 491,690
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (62,238)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 189,032
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 2,659
<NET-CHANGE-IN-ASSETS> 2,649,230
<ACCUMULATED-NII-PRIOR> 11,518
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 16,971
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 45,986
<AVERAGE-NET-ASSETS> 10,229,293
<PER-SHARE-NAV-BEGIN> 10.67
<PER-SHARE-NII> 0.07
<PER-SHARE-GAIN-APPREC> 0.63
<PER-SHARE-DIVIDEND> (0.07)
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.30
<EXPENSE-RATIO> 0.48
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 77,442,794
<INVESTMENTS-AT-VALUE> 81,900,641
<RECEIVABLES> 203,352
<ASSETS-OTHER> 2,262,408
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 84,366,401
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 164,494
<TOTAL-LIABILITIES> 164,494
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 79,571,133
<SHARES-COMMON-STOCK> 7,385,745
<SHARES-COMMON-PRIOR> 1,907,929
<ACCUMULATED-NII-CURRENT> 619,101
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (405,219)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 4,416,892
<NET-ASSETS> 84,201,907
<DIVIDEND-INCOME> 696,095
<INTEREST-INCOME> 44,966
<OTHER-INCOME> 0
<EXPENSES-NET> 149,891
<NET-INVESTMENT-INCOME> 591,170
<REALIZED-GAINS-CURRENT> (382,004)
<APPREC-INCREASE-CURRENT> 4,465,559
<NET-CHANGE-FROM-OPS> 4,674,725
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 5,477,816
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 65,672,834
<ACCUMULATED-NII-PRIOR> 27,931
<ACCUMULATED-GAINS-PRIOR> (23,215)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 117,306
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 234,347
<AVERAGE-NET-ASSETS> 43,071,573
<PER-SHARE-NAV-BEGIN> 9.71
<PER-SHARE-NII> 0.15
<PER-SHARE-GAIN-APPREC> 1.54
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.40
<EXPENSE-RATIO> 0.69
</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, 1999
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-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 82,868,531
<INVESTMENTS-AT-VALUE> 64,041,124
<RECEIVABLES> 1,707
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 64,042,831
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,948
<TOTAL-LIABILITIES> 6,948
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 80,167,273
<SHARES-COMMON-STOCK> 8,598,386
<SHARES-COMMON-PRIOR> 6,024,383
<ACCUMULATED-NII-CURRENT> 2,594,982
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 101,035
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (18,827,407)
<NET-ASSETS> 64,035,883
<DIVIDEND-INCOME> 2,592,884
<INTEREST-INCOME> 2,098
<OTHER-INCOME> 0
<EXPENSES-NET> 0
<NET-INVESTMENT-INCOME> 2,594,982
<REALIZED-GAINS-CURRENT> 101,035
<APPREC-INCREASE-CURRENT> 124,149
<NET-CHANGE-FROM-OPS> 2,820,166
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2,574,003
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 22,820,166
<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> 10,306
<AVERAGE-NET-ASSETS> 57,331,743
<PER-SHARE-NAV-BEGIN> 6.84
<PER-SHARE-NII> 0.30
<PER-SHARE-GAIN-APPREC> 0.31
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 7.45
<EXPENSE-RATIO> 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, 1999
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 393
<NAME> Intrinsic Value Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 41,715,486
<INVESTMENTS-AT-VALUE> 39,591,428
<RECEIVABLES> 129,423
<ASSETS-OTHER> 0
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 39,720,851
<PAYABLE-FOR-SECURITIES> 898,844
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 22,161
<TOTAL-LIABILITIES> 921,005
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 40,935,023
<SHARES-COMMON-STOCK> 3,976,761
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 68,123
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (74,385)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,128,915)
<NET-ASSETS> 38,799,846
<DIVIDEND-INCOME> 75,074
<INTEREST-INCOME> 7,577
<OTHER-INCOME> 0
<EXPENSES-NET> 14,528
<NET-INVESTMENT-INCOME> 68,123
<REALIZED-GAINS-CURRENT> (74,385)
<APPREC-INCREASE-CURRENT> (961,503)
<NET-CHANGE-FROM-OPS> (967,765)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,976,761
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 0
<NET-CHANGE-IN-ASSETS> 38,799,846
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 9,988
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 22,368
<AVERAGE-NET-ASSETS> 39,562,112
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.02
<PER-SHARE-GAIN-APPREC> (0.26)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.76
<EXPENSE-RATIO> 0.48
</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, 1999
and is qualified in its entirety by reference
to such financial statements.
</LEGEND>
<SERIES>
<NUMBER> 403
<NAME> Tax-Managed U.S. Small Cap Fund, Class III
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> FEB-29-2000
<PERIOD-END> AUG-31-1999
<INVESTMENTS-AT-COST> 35,486,054
<INVESTMENTS-AT-VALUE> 34,190,093
<RECEIVABLES> 121,113
<ASSETS-OTHER> 5,148,441
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 39,459,647
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 38,744
<TOTAL-LIABILITIES> 38,744
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 41,150,529
<SHARES-COMMON-STOCK> 3,984,279
<SHARES-COMMON-PRIOR> 0
<ACCUMULATED-NII-CURRENT> 79,139
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 21,628
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (1,830,393)
<NET-ASSETS> 39,420,903
<DIVIDEND-INCOME> 85,145
<INTEREST-INCOME> 53,784
<OTHER-INCOME> 0
<EXPENSES-NET> 53,699
<NET-INVESTMENT-INCOME> 85,230
<REALIZED-GAINS-CURRENT> 21,628
<APPREC-INCREASE-CURRENT> (1,830,393)
<NET-CHANGE-FROM-OPS> (1,723,535)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (6,091)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3,983,928
<NUMBER-OF-SHARES-REDEEMED> 0
<SHARES-REINVESTED> 351
<NET-CHANGE-IN-ASSETS> 39,420,903
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 42,192
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 71,969
<AVERAGE-NET-ASSETS> 31,026,559
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.02
<PER-SHARE-GAIN-APPREC> (0.13)
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.89
<EXPENSE-RATIO> 0.70
</TABLE>
Responses to Form N-SAR Sub-Item 77D (for 8/31/99):
The following non-fundamental restriction has been removed: * It is contrary to
the present policy of all of the Funds...to "invest in warrants or rights
excluding options (other than warrants or rights acquired by the Fund as a part
of a unit or attached to securities at the time of purchase), except that (i)
the International Equity Funds may invest in such warrants or rights so long as
the aggregate value thereof (taken at the lower of cost or market) does not
exceed 5% of the value of the Fund's total net assets; provided that within this
5% not more than 2% of its net assets may be invested in warrants that are not
listed on the New York or American Stock Exchange or a recognized foreign
exchange, and (ii) the Foreign Fund may invest without limitation in such
warrants."
* The following operating policy has been added to the US Core, Tobacco Free
Core, Growth, Small Cap Value, Small Cap Growth, REIT, Int'l Core, Currency
Hedged Int'l Core, Foreign Fund, Int'l Small Companies, Japan, Tax-Managed U.S.
Equities and Tax-Managed International Equities Fund: "Except for U.S.
government securities, cash, and money market instruments, the Fund will not
invest in any one security to an extent greater than 5 percentage points over
that security's weighting in the Fund's benchmark."
