0001752724-23-090064.txt : 20230427 0001752724-23-090064.hdr.sgml : 20230427 20230427134324 ACCESSION NUMBER: 0001752724-23-090064 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230228 FILED AS OF DATE: 20230427 DATE AS OF CHANGE: 20230427 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: 23854814 BUSINESS ADDRESS: STREET 1: 53 STATE STREET STREET 2: FLOOR 33 CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6173467646 MAIL ADDRESS: STREET 1: 53 STATE STREET STREET 2: FLOOR 33 CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 0000772129 S000005487 GMO Global Asset Allocation Fund C000014933 Class III GMWAX C000213376 Class R6 GMWRX C000213377 Class I GMOOX NPORT-P 1 primary_doc.xml NPORT-P false 0000772129 XXXXXXXX S000005487 C000213376 C000014933 C000213377 GMO TRUST 811-04347 0000772129 549300Y2Q6TQD4HU5C66 40 ROWES WHARF BOSTON 02110 617-346-7646 GMO Global Asset Allocation Fund S000005487 SOY8WGQFE5GBWE78U387 2023-02-28 2023-02-28 N 340310857.83 81767.55 340229090.28 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 0.00000000 N GMO US Opportunistic Value Fund 549300D1IT1TGIT5NX36 36256V437 1139577.22700000 NS USD 23019459.99000000 6.765870599440 Long EC RF US N 1 N N N GMO High Yield Fund 5493003UZ8Q1SLUPQX65 362014532 410552.15800000 NS USD 6868537.60000000 2.018797861860 Long EC RF US N 1 N N N GMO US Equity Fund 5493004KYM8L0UCFW658 362013625 1346621.84800000 NS USD 16657712.26000000 4.896028216250 Long EC RF US N 1 N N N GMO International Equity Fund 549300GUNRPC30EDRZ54 362008831 2859015.08600000 NS USD 61754725.86000000 18.15092466348 Long EC RF US N 1 N N N GMO US Small Cap Value Fund 549300326MS588AE2709 36256V874 410809.06600000 NS USD 7065915.94000000 2.076811225690 Long EC RF US N 1 N N N GMO Opportunistic Income Fund 5493000NQRD0885G4P95 362013112 431680.39800000 NS USD 10403497.59000000 3.057791907634 Long EC RF US N 1 N N N GMO-Usonian Japan Value Creation Fund 549300000UZYKHHPND29 36256V643 817726.48400000 NS USD 13803223.05000000 4.057037873698 Long EC RF US N 1 N N N GMO Small Cap Quality Fund 549300BRUDL08K13VQ63 36256V494 444208.40100000 NS USD 9825889.83000000 2.888021662672 Long EC RF US N 1 N N N GMO Asset Allocation Bond Fund XMFQA7127YTH95F0NH19 362013377 987416.39900000 NS USD 20113672.05000000 5.911802554404 Long EC RF US N 1 N N N GMO Quality Fund 549300AFPJUDV7V43T32 362008229 402975.53200000 NS USD 9574698.64000000 2.814191647198 Long EC RF US N 1 N N N GMO Multi-Sector Fixed Income Fund BC8D6LTQTCM32RRYZ044 362008120 2447915.97600000 NS USD 40684363.52000000 11.95793207644 Long EC RF US N 1 N N N GMO Emerging Markets Fund DOSKAMXF8YE41HIDZR39 362008278 1199708.78000000 NS USD 25997689.26000000 7.641230571614 Long EC RF US N 1 N N N GMO Emerging Country Debt KCRGSH2QB4OQ3874HQ90 36262F103 592802.93000000 NS USD 10468899.74000000 3.077014881762 Long EC RF US N 1 N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 559158.46000000 NS USD 559158.46000000 0.164347633983 Long STIV RF US N 1 N N N GMO Quality Cyclicals Fund 5493005K21PU2SXT7484 36256V734 471522.74800000 NS USD 10373500.46000000 3.048975163018 Long EC RF US N 1 N N N GMO Alternative Allocation Fund 549300NEZ72NVUM4S865 362014466 2630855.08300000 NS USD 48644510.48000000 14.29757533077 Long EC RF US N 1 N N N GMO US Treasury Fund 0NIBQB0NDRTFX04R2J69 362013369 1585.00700000 NS USD 7909.18000000 0.002324663065 Long STIV RF US N 1 N N N GMO Emerging Markets ex-China Fund 549300175HXW4M6BSD82 36256V551 1750680.76200000 NS USD 23354081.37000000 6.864222383447 Long EC RF US N 1 N N N 2023-03-24 GMO TRUST Betty Maganzini Betty Maganzini Treasurer