0001752724-20-218360.txt : 20201028
0001752724-20-218360.hdr.sgml : 20201028
20201028135140
ACCESSION NUMBER: 0001752724-20-218360
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: 201267601
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
S000004084
GMO Quality Fund
C000011437
Class III
GQETX
C000011438
Class IV
GQEFX
C000011440
Class VI
GQLOX
C000213356
Class I
GQLIX
C000213357
Class R6
GQESX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000004084
C000011437
C000011440
C000213356
C000011438
C000213357
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
40 ROWES WHARF
BOSTON
02110
617-346-7646
GMO Quality Fund
S000004084
549300AFPJUDV7V43T32
2021-02-28
2020-08-31
N
7152391734.29
4780104.56
7147611629.73
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
16.08000000
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
1474877.00000000
NS
USD
117680435.83000000
1.646430191317
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
857313.00000000
NS
USD
127216676.07000000
1.779848747529
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
5867501.00000000
NS
USD
213577036.40000000
2.988089553042
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
615949.00000000
NS
74189293.26000000
1.037959210758
Long
EC
CORP
CH
N
2
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
1041197.00000000
NS
USD
115822754.28000000
1.620439949454
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828N89
21000000.00000000
PA
USD
21104179.74000000
0.295261981669
Long
DBT
UST
US
N
1
2021-01-31
Fixed
1.38000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
1293020.00000000
NS
USD
81330958.00000000
1.137876009682
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
84341.00000000
NS
31518755.09000000
0.440969049841
Long
EC
CORP
NL
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
5219969.00000000
NS
USD
258545064.57000000
3.617223178363
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
547335.00000000
NS
USD
61241313.15000000
0.856808068519
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
3141063.72700000
NS
USD
15830961.18000000
0.221486029181
Long
STIV
RF
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
111075.00000000
NS
USD
181000044.75000000
2.532315046289
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127963W7
15000000.00000000
PA
USD
14992849.95000000
0.209760276952
Long
STIV
UST
US
N
1
2021-02-04
None
0.00000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
2866860.00000000
NS
169494178.36000000
2.371340066309
Long
EC
CORP
GB
N
2
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
4262496.00000000
NS
USD
550032483.84000000
7.695332543701
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
2332054.00000000
NS
USD
82857878.62000000
1.159238678768
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
795167.00000000
NS
USD
233142964.40000000
3.261830335468
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
2142269.00000000
NS
USD
483145927.57000000
6.759543643367
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
1136815.00000000
NS
USD
272756022.95000000
3.816044254775
Long
EC
CORP
IE
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1023218.00000000
NS
USD
319806785.90000000
4.474316771350
Long
EC
CORP
US
N
1
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
000000000
274530.00000000
NS
15952009.70000000
0.223179581185
Long
EC
CORP
NL
N
2
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
1346103.00000000
NS
USD
82112283.00000000
1.148807283519
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
5575629.00000000
NS
USD
134651440.35000000
1.883866210496
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127963V9
23000000.00000000
PA
USD
22990360.70000000
0.321650949869
Long
STIV
UST
US
N
1
2021-01-21
None
0.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1554416.00000000
NS
USD
238462958.56000000
3.336260710754
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
4277962.00000000
NS
USD
244784985.64000000
3.424710215393
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
2084180.00000000
NS
USD
223986824.60000000
3.133729645695
Long
EC
CORP
IE
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
1257931.00000000
NS
USD
137705706.57000000
1.926597494430
Long
EC
CORP
US
N
1
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
2137911.00000000
NS
USD
63431819.37000000
0.887454756301
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1945054.00000000
NS
USD
165854754.58000000
2.320422025871
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828C57
20000000.00000000
PA
USD
20239062.40000000
0.283158395397
Long
DBT
UST
US
N
1
2021-03-31
Fixed
2.25000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
91705.00000000
NS
USD
149862476.90000000
2.096679067965
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
529833.00000000
NS
185345538.84000000
2.593111495720
Long
EC
CORP
CH
N
2
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
689455.00000000
NS
USD
194095371.60000000
2.715527670707
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
297656.00000000
NS
USD
100113619.04000000
1.400658348917
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
13703790.00000000
NS
199733753.90000000
2.794412514933
Long
EC
CORP
TW
N
2
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
3966734.60000000
NS
USD
3966734.60000000
0.055497343805
Long
STIV
RF
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
124083.00000000
NS
58272185.00000000
0.815267924709
Long
EC
CORP
FR
N
2
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
3819126.00000000
NS
USD
161243499.72000000
2.255907400582
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
1072362.00000000
NS
177309513.09000000
2.480681971478
Long
EC
CORP
DE
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
200235.00000000
NS
USD
33148904.25000000
0.463775957161
Long
EC
CORP
US
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
7471999.00000000
NS
120911527.18000000
1.691635380370
Long
EC
CORP
GB
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
1652051.00000000
NS
USD
167831861.09000000
2.348083105018
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
1367064.00000000
NS
USD
194328147.60000000
2.718784366958
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
3228070.00000000
NS
USD
176865955.30000000
2.474476293092
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
869375.00000000
NS
USD
73436106.25000000
1.027421606744
Long
EC
CORP
US
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
580416.00000000
NS
73751520.08000000
1.031834463042
Long
EC
CORP
DE
N
2
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1111982.00000000
NS
USD
181275305.64000000
2.536166135356
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
527860.00000000
NS
USD
111901041.40000000
1.565572490460
Long
EC
CORP
US
N
1
N
N
N
2020-09-29
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer