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
United States Treasury Note/Bond
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
Federal Home Loan Banks
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
United States Treasury Note/Bond
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
United States Treasury Note/Bond
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
United States Treasury Bill
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
United States Treasury Bill
9127963T4
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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
United States Treasury Floating Rate Note
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
State Street Institutional Treasury Plus Money Market Fund
857492862
1023850.32000000
NS
USD
1023850.32000000
0.251029535587
Long
STIV
RF
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
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
United States Treasury Note/Bond
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
United States Treasury Floating Rate Note
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
United States Treasury Note/Bond
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
Federal Home Loan Banks
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
United States Treasury Note/Bond
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
United States Treasury Note/Bond
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
United States Treasury Note/Bond
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