0001752724-20-218367.txt : 20201028 0001752724-20-218367.hdr.sgml : 20201028 20201028135147 ACCESSION NUMBER: 0001752724-20-218367 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: 201267609 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 S000004917 GMO Multi-Sector Fixed Income Fund C000013294 Class III GUGAX C000013295 Class IV GPBFX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000004917 C000013295 C000013294 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO Multi-Sector Fixed Income Fund S000004917 BC8D6LTQTCM32RRYZ044 2021-02-28 2020-08-31 N 419202164.58 55515129.97 363687034.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 12184359.38000000 0.00000000 0.00000000 1143331.73000000 GBP AUD CAD SEK USD EUR JPY CHF NZD N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED PLN / SOLD USD 000000000 1.00000000 NC 18498.84000000 0.005086472224 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 290000.00000000 USD 1136082.54000000 PLN 2020-09-15 18498.84000000 N N N Morgan Stanley & Co. 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2020-10-19 -865.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PURCHASED CLP / SOLD USD 000000000 1.00000000 NC 948.31000000 0.000260748915 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 303415.73000000 USD 236640000.00000000 CLP 2020-09-01 948.31000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED RON / SOLD USD 000000000 1.00000000 NC 1441.35000000 0.000396316025 N/A DFE RO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 180000.00000000 USD 736900.92000000 RON 2020-09-30 1441.35000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 PURCHASED PLN / SOLD USD 000000000 1.00000000 NC 7287.51000000 0.002003786032 N/A DFE PL N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 510000.00000000 USD 1904970.87000000 PLN 2020-09-15 7287.51000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD CLP 000000000 1.00000000 NC -1813.36000000 -0.00049860452 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 205784900.00000000 CLP 262950.29000000 USD 2020-11-02 -1813.36000000 N N N 2020-09-29 GMO TRUST Betty Maganzini Betty Maganzini Treasurer