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