0001752724-21-087087.txt : 20210428
0001752724-21-087087.hdr.sgml : 20210428
20210428120530
ACCESSION NUMBER: 0001752724-21-087087
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210428
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: 21862701
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
S000005494
GMO SGM Major Markets Fund
C000014953
Class III
GSMFX
C000014956
Class VI
GSMHX
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Class I
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Chicago Mercantile Exchange
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N
Barclays Bank PLC
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Barclays Bank PLC
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Deutsche Bank Aktiengesellschaft
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2021-08-31
Fixed
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JPMorgan Chase Bank, National Association
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7H6GLXDRUGQFU57RNE97
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2021-05-10
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Hong Kong Futures Exchange Ltd.
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Long
Hang Seng Index
HIH1 Index
2021-03-30
211882274.51000000
HKD
-1291323.49000000
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Deutsche Bank Aktiengesellschaft
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PURCHASED EUR / SOLD USD
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Deutsche Bank Aktiengesellschaft
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EUR
2021-03-15
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UBS AG
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DFE
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UBS AG
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2021-05-10
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State Street Bank and Trust Company
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Goldman Sachs International
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Goldman Sachs International
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2021-03-19
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Commodities Exchange Center
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Euro-Bund (FGBL)
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2021-03-08
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N
N
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Morgan Stanley & Co. International PLC
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2021-05-15
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2021-12-31
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2021-03-15
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2021-03-19
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N
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Morgan Stanley & Co. International PLC
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United States Treasury
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2021-04-30
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Deutsche Bank Aktiengesellschaft
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State Street Global Advisors Liquidity PLC - US Treasury Liquidity Fund
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2021-03-30
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000000000
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The Montreal Exchange / Bourse De Montreal
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2021-06-21
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N
N
New York Mercantile Exchange
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New York Mercantile Exchange
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NYMEX WTI Light Sweet Crude Oil
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2021-03-22
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South African Futures Exchange
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ZA
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2
South African Futures Exchange
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AIH1 Index
2021-03-18
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Chicago Board of Trade
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Chicago Board of Trade
549300EX04Q2QBFQTQ27
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United States Treasury
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US
N
1
2021-05-31
Fixed
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N
N
N
N
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UBS AG
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2021-04-16
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United States Treasury
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United States Treasury Bill
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STIV
UST
US
N
1
2022-02-24
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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DFE
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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2021-03-15
-3955.03000000
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N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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US
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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2021-03-15
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N
N
Barclays Bank PLC
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DFE
XX
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2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
35215773.00000000
USD
29000000.00000000
EUR
2021-05-17
-166107.88000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAY21 XCBT 20210514
000000000
-524.00000000
NC
USD
-8037.93000000
-0.00223690377
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Corn
C K1 Comdty
2021-05-14
-14336462.07000000
USD
-8037.93000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR21 XOSE 20210311
000000000
55.00000000
NC
-156495.85000000
-0.04355177980
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPH1 Index
2021-03-11
1054634211.00000000
JPY
-156495.85000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
14500000.00000000
PA
USD
14502265.63000000
4.035886442810
Long
DBT
UST
US
N
1
2022-04-30
Fixed
0.13000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR21 XSFE 20210318
000000000
-33.00000000
NC
-38698.98000000
-0.01076967507
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
S&P ASX Share Price Index 200
XPH1 Index
2021-03-18
-5424313.95000000
AUD
-38698.98000000
N
N
N
2021-03-26
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer