0001752724-22-095176.txt : 20220427 0001752724-22-095176.hdr.sgml : 20220427 20220427140644 ACCESSION NUMBER: 0001752724-22-095176 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220228 FILED AS OF DATE: 20220427 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: 22858663 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 2022-02-28 2022-02-28 N 38087326.65 68550.37 38018776.28 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 0.82000000 USD N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCS8 24490000.00000000 PA USD 23254020.31000000 61.16456810376 Long DBT UST US N 1 2031-08-15 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CDP3 15035000.00000000 PA USD 14598045.31000000 38.39693629928 Long DBT UST US N 1 2028-12-31 Fixed 1.38000000 N N N N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 State Street Institutional Treasury Money Market Fund 857492870 216918.42000000 NS USD 216918.42000000 0.570556028427 Long STIV RF US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 GMO US Treasury Fund 362013369 2319.95100000 NS USD 11622.95000000 0.030571604710 Long STIV RF US N 1 N N N 2022-03-25 GMO TRUST Betty Maganzini Betty Maganzini Treasurer