0001752724-20-218346.txt : 20201028 0001752724-20-218346.hdr.sgml : 20201028 20201028135129 ACCESSION NUMBER: 0001752724-20-218346 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200831 FILED AS OF DATE: 20201028 PERIOD START: 20210228 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: 201267588 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 S000025186 GMO U.S. Treasury Fund C000075084 GMO U.S. Treasury Fund GUSTX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000025186 C000075084 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO U.S. Treasury Fund S000025186 0NIBQB0NDRTFX04R2J69 2021-02-28 2020-08-31 N 408013409.51 152909.11 407860500.40 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 USD N United States Treasury 254900HROIFWPRGM1V77 912828R77 30000000.00000000 PA USD 30274218.60000000 7.422689515240 Long DBT UST US N 1 2021-05-31 Fixed 1.38000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AHAP8 3000000.00000000 PA USD 3000280.92000000 0.735614485113 Long DBT USGSE US N 1 2020-10-07 Floating 0.19000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J43 25000000.00000000 PA USD 25599609.50000000 6.276560116729 Long DBT UST US N 1 2022-02-28 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Q78 40000000.00000000 PA USD 40318750.00000000 9.885426502556 Long DBT UST US N 1 2021-04-30 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127963V9 39000000.00000000 PA USD 38983655.10000000 9.558085438959 Long STIV UST US N 1 2021-01-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127963T4 29900000.00000000 PA USD 29887774.19000000 7.327940352323 Long STIV UST US N 1 2021-01-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z45 45000000.00000000 PA USD 45074813.85000000 11.05152712895 Long DBT UST US N 1 2022-01-31 Floating 0.26000000 N N N N N N State Street Global Advisors 549300PNASLVKQG64331 857492862 1023850.32000000 NS USD 1023850.32000000 0.251029535587 Long STIV RF US N 1 N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AH3A9 5000000.00000000 PA USD 5000276.00000000 1.225977017900 Long DBT USGSE US N 1 2021-09-10 Floating 0.16000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282F6 30000000.00000000 PA USD 30287109.30000000 7.425850081166 Long DBT UST US N 1 2021-08-31 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YN4 50000000.00000000 PA USD 50161664.00000000 12.29873055880 Long DBT UST US N 1 2021-10-31 Floating 0.41000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S76 30000000.00000000 PA USD 30261328.20000000 7.419529022869 Long DBT UST US N 1 2021-07-31 Fixed 1.13000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AHD26 12000000.00000000 PA USD 12001539.00000000 2.942559769389 Long DBT USGSE US N 1 2020-10-16 Floating 0.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T34 20000000.00000000 PA USD 20206250.00000000 4.954206151412 Long DBT UST US N 1 2021-09-30 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S27 30000000.00000000 PA USD 30242578.20000000 7.414931862815 Long DBT UST US N 1 2021-06-30 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Q37 15000000.00000000 PA USD 15094335.90000000 3.700857495441 Long DBT UST US N 1 2021-03-31 Fixed 1.25000000 N N N N N N 2020-09-29 GMO TRUST Betty Maganzini Betty Maganzini Treasurer