0001752724-21-087095.txt : 20210428 0001752724-21-087095.hdr.sgml : 20210428 20210428120534 ACCESSION NUMBER: 0001752724-21-087095 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: 21862708 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 S000025199 GMO Asset Allocation Bond Fund C000075099 Class III GMOBX C000075103 Class VI GABFX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000025199 C000075103 C000075099 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO Asset Allocation Bond Fund S000025199 XMFQA7127YTH95F0NH19 2021-02-28 2021-02-28 N 120600916.10 144843.44 120456072.66 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 0.88000000 USD N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 17015873.16000000 PA USD 21981384.18000000 18.24846493380 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Y38 6282486.35000000 PA USD 7214674.83000000 5.989465429745 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z37 16399260.00000000 PA USD 17906582.57000000 14.86565365661 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V49 8178071.15000000 PA USD 9066158.56000000 7.526526774279 Long DBT UST US N 2 2027-01-15 Fixed 0.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 15054029.89000000 PA USD 18250659.05000000 15.15129843350 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 416064.82000000 NS USD 416064.82000000 0.345407924077 Long STIV RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128283R9 10410878.20000000 PA USD 11678890.68000000 9.695559901711 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 11370925.28000000 PA USD 13158958.82000000 10.92428013749 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 14424644.00000000 PA USD 15800056.31000000 13.11686157542 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 362013369 992167.89200000 NS USD 5000526.18000000 4.151327591523 Long STIV RF US N 1 N N N 2021-03-25 GMO TRUST Betty Maganzini Betty Maganzini Treasurer