0001752724-20-078415.txt : 20200424 0001752724-20-078415.hdr.sgml : 20200424 20200424133811 ACCESSION NUMBER: 0001752724-20-078415 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200229 FILED AS OF DATE: 20200424 PERIOD START: 20200229 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04347 FILM NUMBER: 20814268 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173467646 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 0000772129 S000005485 GMO Benchmark-Free Allocation Fund C000014927 Class III GBMFX C000109350 Class IV GBMBX C000110912 Class MF C000213372 Class I GBMIX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000005485 C000109350 C000213372 C000014927 C000110912 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO Benchmark-Free Allocation Fund S000005485 JROIJZODPR8PSX12FZ19 2020-02-29 2020-02-29 N 8831983674.81 5857367.22 8826126307.59 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N GMO Implementation Fund EJTCG40ZNRD9J2UWZ659 362014508 559065665.74700000 NS USD 7122496581.62000000 80.69787734053 Long EC RF US N 1 N N N GMO High Yield Fund 5493003UZ8Q1SLUPQX65 362014532 5525799.31500000 NS USD 110184438.34000000 1.248389548257 Long EC RF US N 1 N N N GMO SGM Major Markets Fund MNQ6D2305GB58HFPL064 362014623 21715595.34000000 NS USD 675789326.98000000 7.656692227470 Long EC RF US N 1 N N N GMO Opportunistic Income Fund 5493000NQRD0885G4P95 362013112 17359259.26200000 NS USD 453944629.70000000 5.143192085407 Long EC RF US N 1 N N N GMO Emerging Country Debt KCRGSH2QB4OQ3874HQ90 362008781 9780549.20000000 NS USD 267400215.13000000 3.029644102192 Long EC RF US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 5154478.96000000 NS USD 5154478.96000000 0.058400240154 Long STIV RF US N 1 N N N GMO Special Opportunities Fund Class VI 549300YUKN4ZQP5XRX84 362014722 11940908.20800000 NS USD 195950303.69000000 2.220116695151 Long EC RF US N 1 N N N 2020-03-25 GMO TRUST Betty Maganzini Betty Maganzini Treasurer