0001752724-22-235452.txt : 20221025 0001752724-22-235452.hdr.sgml : 20221025 20221025154005 ACCESSION NUMBER: 0001752724-22-235452 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220831 FILED AS OF DATE: 20221025 DATE AS OF CHANGE: 20221025 PERIOD START: 20230228 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: 221329369 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 2023-02-28 2022-08-31 N 314442392.25 683308.28 313759083.97 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 Daiwa Capital Markets America, Inc. M67H5PRC0NQKM73ZAS82 000000000 40071832.50000000 PA USD 40071832.50000000 12.77152903207 Long RA CORP US N 2 Repurchase N 2.25000000 2022-09-01 42100000.00000000 USD 40889625.00000000 USD UST N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ASUY3 5000000.00000000 PA USD 5000264.85000000 1.593663771174 Long DBT USGSE US N 1 2022-12-02 Floating 2.32000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ANY61 5000000.00000000 PA USD 4998999.35000000 1.593260436239 Long DBT USGSE US N 1 2023-03-15 Floating 2.31000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFD8 25000000.00000000 PA USD 24966872.50000000 7.957338536336 Long DBT UST US N 1 2024-07-31 Floating 2.94000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AKG34 5000000.00000000 PA USD 5000323.35000000 1.593682416053 Long DBT USGSE US N 1 2022-11-10 Floating 2.36000000 N N N N N N Daiwa Capital Markets America, Inc. M67H5PRC0NQKM73ZAS82 000000000 4016162.50000000 PA USD 4016162.50000000 1.280014732699 Long RA CORP US N 2 Repurchase N 2.22000000 2022-09-01 4150000.00000000 USD 4098125.00000000 USD UST N N N United States Treasury 254900HROIFWPRGM1V77 91282CDE8 10000000.00000000 PA USD 10007767.70000000 3.189634407830 Long DBT UST US N 1 2023-10-31 Floating 2.94000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZU7 46500000.00000000 PA USD 45359296.89000000 14.45672785503 Long DBT UST US N 1 2023-06-15 Fixed 0.25000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ASSP5 20000000.00000000 PA USD 20000278.00000000 6.374406040117 Long DBT USGSE US N 1 2022-11-25 Floating 2.33000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AMTE2 5000000.00000000 PA USD 5000142.15000000 1.593624664737 Long DBT USGSE US N 1 2023-06-07 Floating 2.32000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ASR84 15000000.00000000 PA USD 14999802.60000000 4.780675163315 Long DBT USGSE US N 1 2023-01-19 Floating 2.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBU4 42500000.00000000 PA USD 41741308.70000000 13.30361759469 Long DBT UST US N 1 2023-03-31 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEL1 57000000.00000000 PA USD 56877092.61000000 18.12763215978 Long DBT UST US N 1 2024-04-30 Floating 2.83000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAF8 22700000.00000000 PA USD 21987964.79000000 7.007913368367 Long DBT UST US N 1 2023-08-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBG5 13950000.00000000 PA USD 13774535.22000000 4.390163002043 Long DBT UST US N 1 2023-01-31 Fixed 0.13000000 N N N N N N State Street Global Advisors 549300PNASLVKQG64331 857492862 259307.70000000 NS USD 259307.70000000 0.082645479684 Long STIV RF US N 1 N N N 2022-09-23 GMO TRUST Betty Maganzini Betty Maganzini Treasurer