0001752724-20-218371.txt : 20201028 0001752724-20-218371.hdr.sgml : 20201028 20201028135148 ACCESSION NUMBER: 0001752724-20-218371 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: 201267612 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 C000213373 Class R6 GBMSX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000005485 C000213373 C000014927 C000213372 C000109350 C000110912 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO Benchmark-Free Allocation Fund S000005485 JROIJZODPR8PSX12FZ19 2021-02-28 2020-08-31 N 7142112509.48 5059415.10 7137053094.38 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 Emerging Country Debt KCRGSH2QB4OQ3874HQ90 362008781 9304296.68900000 NS USD 249541237.20000000 3.496418394259 Long EC RF US N 1 N N N GMO Special Opportunities Fund Class VI 549300YUKN4ZQP5XRX84 362014722 6276245.70300000 NS USD 206237433.80000000 2.889672124793 Long EC RF US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 4347848.43000000 NS USD 4347848.43000000 0.060919379084 Long STIV RF US N 1 N N N GMO SGM Major Markets Fund MNQ6D2305GB58HFPL064 362014623 6067216.63700000 NS USD 201431592.35000000 2.822335629093 Long EC RF US N 1 N N N GMO High Yield Fund 5493003UZ8Q1SLUPQX65 362014532 3803988.88100000 NS USD 76269977.06000000 1.068648026733 Long EC RF US N 1 N N N GMO Implementation Fund EJTCG40ZNRD9J2UWZ659 362014508 500653442.33600000 NS USD 6037880514.57000000 84.59906959812 Long EC RF US N 1 N N N GMO Opportunistic Income Fund 5493000NQRD0885G4P95 362013112 14127233.53400000 NS USD 365754076.20000000 5.124721245075 Long EC RF US N 1 N N N 2020-09-29 GMO TRUST Betty Maganzini Betty Maganzini Treasurer