0001752724-21-222897.txt : 20211022 0001752724-21-222897.hdr.sgml : 20211022 20211022132523 ACCESSION NUMBER: 0001752724-21-222897 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210831 FILED AS OF DATE: 20211022 PERIOD START: 20220228 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: 211339930 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 S000025186 GMO U.S. Treasury Fund C000075084 GMO U.S. Treasury Fund GUSTX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000025186 C000075084 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO U.S. Treasury Fund S000025186 0NIBQB0NDRTFX04R2J69 2022-02-28 2021-08-31 N 303383509.57 96343.00 303287166.57 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 USD N United States Treasury 254900HROIFWPRGM1V77 912828ZX1 73500000.00000000 PA USD 73528710.57000000 24.24392413354 Long DBT UST US N 1 2022-06-30 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z45 16000000.00000000 PA USD 16009268.00000000 5.278584049913 Long DBT UST US N 1 2022-01-31 Floating 0.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZM5 21500000.00000000 PA USD 21508398.33000000 7.091760120695 Long DBT UST US N 1 2022-04-30 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796L64 32800000.00000000 PA USD 32778060.41000000 10.80759887755 Long STIV UST US N 1 2022-08-11 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCK5 43300000.00000000 PA USD 43267863.17000000 14.26630201974 Long DBT UST US N 1 2023-06-30 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBK6 35000000.00000000 PA USD 35017363.50000000 11.54594304006 Long DBT UST US N 1 2023-01-31 Floating 0.09000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828SV3 29000000.00000000 PA USD 29344375.00000000 9.675442364366 Long DBT UST US N 1 2022-05-15 Fixed 1.75000000 N N N N N N State Street Global Advisors 549300PNASLVKQG64331 857492862 1696845.64000000 NS USD 1696845.64000000 0.559484814075 Long STIV RF US N 1 N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AH3A9 5000000.00000000 PA USD 5000077.10000000 1.648627984015 Long DBT USGSE US N 1 2021-09-10 Floating 0.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAS0 45000000.00000000 PA USD 45025609.05000000 14.84586689216 Long DBT UST US N 1 2022-10-31 Floating 0.10000000 N N N N N N 2021-09-27 GMO TRUST Betty Maganzini Betty Maganzini Treasurer