GMO Mutual Funds > GMO TRUST
GMO Emerging Country Debt Fund
$2.55B
Avg Monthly Net Assets
$2.33B
Total Assets
$33.52M
Total Liabilities
$2.29B
Net Assets
GMO Emerging Country Debt Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has three share classes
and monthly net assets of $2.55B.
On July 29th, 2024 it reported 314 holdings, the largest
being Petroleos Mexicanos (3.7%), Colombia Government International Bonds (2.5%) and United Mexican States (2.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class III | C000013327 | GMCDX | |
| Class IV | C000013328 | GMDFX | |
| Class VI | C000013330 | GMOQX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L) | Long | Debt | AE | $5M | – | 0.22 |
| Abu Dhabi Government International Bonds | Long | Debt | AE | $4M | – | 0.17 |
| Acwa Power Management And Investments One Ltd (ACWA POWER MGMT INVST) | Long | Debt | AE | $21M | – | 0.91 |
| Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ | Long | Debt | IN | $3M | – | 0.13 |
| Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash (ADANIREN KODSOPAR WARSOM) | Long | Debt | IN | $7M | – | 0.30 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $910K | – | 0.04 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | ES | $9M | – | 0.40 |
| Albania Government International Bond (Republic of Albania) | Long | Debt | AL | $34M | – | 1.48 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $8M | – | 0.36 |
| Angola Government International Bonds | Long | Debt | AO | $15M | – | 0.64 |
| Argentina Bonar Bonds | Long | Debt | AR | $4M | – | 0.16 |
| Argentina Bonar Bonds | Long | Debt | AR | $285K | – | 0.01 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $17M | – | 0.76 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $14M | – | 0.59 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $13M | – | 0.58 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $11M | – | 0.49 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $5M | – | 0.21 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $5M | – | 0.21 |
| Argentine Republic Government International Bond (Republic of Argentina) | Long | Debt | AR | $15M | – | 0.65 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $10M | – | 0.45 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $3M | – | 0.14 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $2M | – | 0.11 |
| Argentine Republic Government International Bond (Republic of Argentina) | Long | Debt | AR | $434K | – | 0.02 |
| Argentine Republic Government International Bond (Republic of Argentina) | Long | Debt | AR | $306K | – | 0.01 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $266K | – | 0.01 |
| Bahamas Government International Bond (COMMONWEALTH OF BAHAMAS) | Long | Debt | BS | $13M | – | 0.59 |
| Bahamas Government International Bond (Commonwealth of Bahamas) | Long | Debt | BS | $7M | – | 0.31 |
| Bahamas Government International Bond (COMMONWEALTH OF BAHAMAS) | Long | Debt | BS | $4M | – | 0.17 |
| Bahrain Government International Bond (Kingdom of Bahrain) | Long | Debt | BH | $47M | – | 2.07 |
| Bahrain Government International Bond (KINGDOM OF BAHRAIN) | Long | Debt | BH | $377K | – | 0.02 |
| Bahrain Government International Bonds | Long | Debt | BH | $11M | – | 0.46 |
| Banco del Estado de Chile (BANCO DEL ESTADO -CHILE) | Long | Debt | CL | $3M | – | 0.12 |
| Bangko Sentral ng Pilipinas International Bond (BANGKO PILIPINAS BOND) | Long | Debt | PH | $4M | – | 0.20 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $4M | – | 0.18 |
| Barbados Government International Bond (BARBADOS GOVT OF) | Long | Debt | BB | $14M | – | 0.62 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $3M | – | 0.13 |
| Bolivia Government International Bonds | Long | Debt | BO | $4M | – | 0.19 |
| Bona Fide Investment Holdings II LLC | Long | private placement | US | $13M | 9M | 0.56 |
| Brazil Government International Bonds | Long | Debt | BR | $8M | – | 0.33 |
| Bulgarian Energy Holding EAD (BULGARIAN ENERGY HLD) | Long | Debt | BG | $2M | – | 0.11 |
| CA La Electricidad de Caracas (ELECTRICIDAD DE CARACAS) | Long | Debt | VE | $8M | – | 0.36 |
| CEZ AS | Long | Debt | CZ | $4M | – | 0.15 |
| CHAD B | Long | Debt | US | $6M | – | 0.27 |
| Chile Electricity Lux MPC Sarl | Long | Debt | LU | $4M | – | 0.17 |
| Chile Government International Bonds | Long | Debt | CL | $3M | – | 0.13 |
| China Evergrande Group | Long | Debt | KY | $163K | – | 0.01 |
| China Evergrande Group | Long | Debt | KY | $102K | – | 0.00 |
| China Evergrande Group | Long | Debt | KY | $68K | – | 0.00 |
| Colombia Government International Bond (Republic of Colombia) | Long | Debt | CO | $3M | – | 0.14 |
| Colombia Government International Bond (Republic of Colombia) | Long | Debt | CO | $1M | – | 0.04 |
| Colombia Government International Bonds | Long | Debt | CO | $57M | – | 2.48 |
| Colombia Government International Bonds | Long | Debt | CO | $4M | – | 0.19 |
| Comision Federal de Electricidad | Long | Debt | MX | $4M | – | 0.19 |
| Congolese International Bond (Republic of Congo) | Long | Structured note | CG | $27M | – | 1.18 |
| Costa Rica Government International Bond | Long | Debt | CR | $5M | – | 0.20 |
| Costa Rica Government International Bonds | Long | Debt | CR | $18M | – | 0.77 |
| CWHEQ Revolving Home Equity Loan Trust Series 2005-F (Countrywide Home Equity Loan Trust) | Long | ABS-other | US | $538K | – | 0.02 |
| CWHEQ Revolving Home Equity Loan Trust Series 2005-H (Countrywide Home Equity Loan Trust) | Long | ABS-other | US | $124K | – | 0.01 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-D (Countrywide Home Equity Loan Trust) | Long | ABS-other | US | $386K | – | 0.02 |
| Delhi International Airport Ltd (DELHI INTL AIRPORT) | Long | Debt | IN | $10M | – | 0.42 |
| Development Bank of Mongolia LLC (DEVT BANK OF MONGOLIA) | Long | Debt | MN | $9M | – | 0.39 |
| Development Bank of the Republic of Belarus JSC (DEVELOPMENT BANK BELARUS) | Long | Debt | BY | $3M | – | 0.11 |
| Dominican Republic International Bonds | Long | Debt | DO | $51M | – | 2.21 |
| Dominican Republic International Bonds | Long | Debt | DO | $4M | – | 0.17 |
| Dominican Republic International Bonds | Long | Debt | DO | $491K | – | 0.02 |
| Dominican Republic International Bonds | Long | Debt | DO | $339K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $8M | – | 0.35 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $3M | – | 0.12 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $1M | – | 0.05 |
| Ecuador Government International Bonds | Long | Debt | EC | $23M | – | 1.01 |
| Ecuador Government International Bonds | Long | Debt | EC | $18M | – | 0.79 |
| Ecuador Government International Bonds | Long | Debt | EC | $12M | – | 0.50 |
| Ecuador Social Bond Sarl | Long | Debt | LU | $3M | – | 0.11 |
| EGMV13925 TURKISH HOSPITALS | Long | Debt | TR | $13M | – | 0.58 |
| EGMV14006 BONA FIDE INV FEEDER (Bona Fide Investments Feeder LLC) | Long | private placement | US | $682K | 596K | 0.03 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $13M | – | 0.59 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $4M | – | 0.19 |
| Egypt Government International Bonds | Long | Debt | EG | $26M | – | 1.16 |
| Egypt Government International Bonds | Long | Debt | EG | $13M | – | 0.56 |
| Egypt Government International Bonds | Long | Debt | EG | $8M | – | 0.37 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $2M | – | 0.07 |
| El Salvador Government International Bonds | Long | Debt | SV | $15M | – | 0.66 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $14M | – | 0.60 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $3M | – | 0.13 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $678K | – | 0.03 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $9M | – | 0.38 |
| Enel Generacion Chile SA | Long | Debt | CL | $14M | – | 0.61 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $17M | – | 0.73 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $2M | – | 0.07 |
| Ethiopia International Bond (FEDERAL REP OF ETHIOPIA) | Long | Debt | ET | $2M | – | 0.08 |
| Finance Department Government of Sharjah (FIN DEPT GOVT SHARJAH) | Long | Debt | AE | $11M | – | 0.49 |
| Finance Department Government of Sharjah | Long | Debt | AE | $7M | – | 0.31 |
| FSWP: CLP 5.560000 20-DEC-2033 CLI (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-323K | – | -0.01 | |
| FSWP: EUR 2.900000 20-DEC-2053 EUR (LCH Limited) | Derivative-interest rate | XX | $-1M | – | -0.06 | |
| FSWP: EUR 3.200000 20-DEC-2033 EUR (LCH Limited) | Derivative-interest rate | XX | $-768K | – | -0.03 | |
| FSWP: OIS 0.300000 21-DEC-2027_ (LCH Limited) | Derivative-interest rate | JP | $555K | – | 0.02 | |
| FSWP: OIS 0.580000 21-DEC-2032_ (LCH Limited) | Derivative-interest rate | JP | $873K | – | 0.04 | |
| FSWP: OIS 2.800000 20-MAR-2034 THO (LCH Limited) | Derivative-interest rate | US | $73K | – | 0.00 | |
| FSWP: OIS 3.700000 20-MAR-2054 SON (LCH Limited) | Derivative-interest rate | GB | $2M | – | 0.08 | |
| FSWP: OIS 4.008500 21-DEC-2027_ (LCH Limited) | Derivative-interest rate | US | $-3M | – | -0.15 | |
| FSWP: ZAR 10.035000 20-MAR-2039 JI (LCH Limited) | Derivative-interest rate | US | $-593K | – | -0.03 | |
| Gabon Blue Bond Master Trust Series 2 | Long | Debt | US | $7M | – | 0.32 |
| Gabon Government International Bond (REPUBLIC OF GABON) | Long | Debt | GA | $8M | – | 0.33 |
| Gabon Government International Bond (REPUBLIC OF GABON) | Long | Debt | GA | $3M | – | 0.13 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $17M | – | 0.74 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $4M | – | 0.18 |
| Ghana Government International Bonds | Long | Debt | GH | $13M | – | 0.58 |
| Ghana Government International Bonds | Long | Debt | GH | $6M | – | 0.26 |
| Grenada Government International Bond (Government of Grenada) | Long | Debt | GD | $3M | – | 0.13 |
| GTLK Europe Capital DAC | Long | Debt | IE | $3K | – | 0.00 |
| GTLK Europe Capital DAC | Long | Debt | IE | $3K | – | 0.00 |
| GTLK Europe Capital DAC | Long | Debt | IE | $3K | – | 0.00 |
| Guatemala Government Bond (Republic of Guatemala) | Long | Debt | GT | $4M | – | 0.17 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $4M | – | 0.16 |
| Guatemala Government Bonds | Long | Debt | GT | $12M | – | 0.52 |
| Heritage Petroleum Co Ltd (HERITAGE PETROL CO LTD) | Long | Debt | TT | $18M | – | 0.79 |
| Honduras Government International Bond | Long | Debt | HN | $2M | – | 0.09 |
| Hungary Government International Bond | Long | Debt | HU | $19M | – | 0.84 |
| Hungary Government International Bond | Long | Debt | HU | $15M | – | 0.64 |
| Hungary Government International Bonds | Long | Debt | HU | $14M | – | 0.61 |
| ILAP Holdings LTD | Long | Debt | CL | $915K | – | 0.04 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $11M | – | 0.49 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $3M | – | 0.14 |
| Indonesia Government International Bonds | Long | Debt | ID | $3M | – | 0.12 |
| Instituto Costarricense de Electricidad | Long | Debt | CR | $3M | – | 0.13 |
| Inversiones Latin America Power SpA (INVERSIONES LATAM POWER) | Long | Debt | CL | $12M | – | 0.52 |
| Inversiones Latin America Power SpA (INVERSIONES LATAM POWER) | Long | Debt | CL | $965K | – | 0.04 |
| Israel Electric Corp Ltd | Long | Debt | IL | $16M | – | 0.69 |
| Istanbul Metropolitan Municipality | Long | Debt | TR | $8M | – | 0.37 |
| Ivory Coast Government International Bond | Long | Debt | CI | $19M | – | 0.84 |
| Ivory Coast Government International Bond | Long | Debt | CI | $1M | – | 0.06 |
| Jamaica Government International Bonds | Long | Debt | JM | $3M | – | 0.14 |
| Jordan Government International Bonds | Long | Debt | JO | $27M | – | 1.16 |
| Jordan Government International Bonds | Long | Debt | JO | $261K | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $17M | – | 0.76 |
| Kenya Government International Bond (REPUBLIC OF KENYA) | Long | Debt | KE | $1M | – | 0.05 |
| Latvia Government International Bond (REPUBLIC OF LATVIA) | Long | Debt | LV | $7M | – | 0.29 |
| Lebanon Government International Bond (LEBANESE REPUBLIC) | Long | Debt | LB | $4M | – | 0.16 |
| Lebanon Government International Bond (LEBANESE REPUBLIC) | Long | Debt | LB | $4M | – | 0.15 |
| Lebanon Government International Bond (LEBANESE REPUBLIC) | Long | Debt | LB | $1M | – | 0.06 |
| Lebanon Government International Bond (Lebanese Republic) | Long | Debt | LB | $425K | – | 0.02 |
| Lebanon Government International Bond (LEBANESE REPUBLIC) | Long | Debt | LB | $346K | – | 0.02 |
| LIRAQUEAR (LIRAQUEAR 12/27 FIXED 4.5) | Long | Debt | US | $412K | – | 0.02 |
| LLPL Capital Pte Ltd | Long | Debt | SG | $2M | – | 0.09 |
| Mexico Government International Bond (United Mexican States) | Long | Debt | MX | $54M | – | 2.34 |
| Minejesa Capital BV | Long | Debt | NL | $23M | – | 1.01 |
| Montenegro Government International Bond (REPUBLIC OF MONTENEGRO) | Long | Debt | ME | $2M | – | 0.08 |
| Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | Long | ABS-other | US | $2M | – | 0.08 |
| Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | Long | ABS-other | US | $2M | – | 0.08 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $8M | – | 0.37 |
| Mozambique International Bond (REPUBLIC OF MOZAMBIQUE) | Long | Debt | MZ | $6M | – | 0.25 |
| MV24 Capital BV | Long | Debt | NL | $16M | – | 0.71 |
| National Road Operating & Constructing Co Ltd (NTL ROAD OPERAT & CONSTR) | Long | Debt | JM | $4M | – | 0.18 |
| Nigeria Government International Bonds | Long | Debt | NG | $18M | – | 0.78 |
| NOMURA REPO (Nomura Securities International, Inc.) | Long | Repurchase agreement | US | $53M | – | 2.31 |
| North Macedonia Government International Bond | Long | Debt | MK | $10M | – | 0.44 |
| NPC Ukrenergo | Long | Debt | UA | $2M | – | 0.08 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $5M | – | 0.21 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $1M | – | 0.05 |
| Oman Government International Bonds | Long | Debt | OM | $43M | – | 1.85 |
| Oryx Funding Ltd | Long | Debt | KY | $1M | – | 0.05 |
| PA Autopista Rio Magdalena | Long | Debt | CO | $5M | – | 0.23 |
| Pakistan Government International Bond (ISLAMIC REP OF PAKISTAN) | Long | Debt | PK | $10M | – | 0.44 |
| Pakistan Water & Power Development Authority | Long | Debt | PK | $3M | – | 0.15 |
| Panama Bonos del Tesoro | Long | Debt | PA | $3M | – | 0.14 |
| Panama Government International Bond (Republic of Panama) | Long | Debt | PA | $10M | – | 0.41 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $8M | – | 0.37 |
| Panama Government International Bonds | Long | Debt | PA | $23M | – | 0.99 |
| Panama Government International Bonds | Long | Debt | PA | $15M | – | 0.66 |
| Panama Government International Bonds | Long | Debt | PA | $5M | – | 0.22 |
| Papua New Guinea Government International Bond (PNG GOVT INTL BOND) | Long | Debt | PG | $1M | – | 0.05 |
| Peru Government International Bonds | Long | Debt | PE | $8M | – | 0.37 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $5M | – | 0.21 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $3M | – | 0.12 |
| Petroleos de Venezuela SA | Long | Debt | VE | $19M | – | 0.82 |
| Petroleos de Venezuela SA | Long | Debt | VE | $6M | – | 0.26 |
| Petroleos de Venezuela SA | Long | Debt | VE | $2M | – | 0.07 |
| Petroleos del Peru SA | Long | Debt | PE | $27M | – | 1.16 |
| Petroleos Mexicanos | Long | Debt | MX | $84M | – | 3.66 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.13 |
| Philippines Government International Bonds | Long | Debt | PH | $7M | – | 0.31 |
| Power Sector Assets & Liabilities Management Corp | Long | Debt | PH | $4M | – | 0.16 |
| PURCHASED BRL / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | BR | $-99K | – | -0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $1M | – | 0.04 | |
| PURCHASED USD / SOLD BRL (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $429K | – | 0.02 | |
| PURCHASED USD / SOLD BRL (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $93K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $208K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-172K | – | -0.01 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-1M | – | -0.05 | |
| PURCHASED USD / SOLD HKD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $658K | – | 0.03 | |
| PURCHASED USD / SOLD ZAR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-522K | – | -0.02 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $97K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $93K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $14K | – | 0.00 | |
| REPUBLIC OF ANGOLA (TRANCHE C2 | Long | Debt | US | $1M | – | 0.05 |
| Republic of Angola Via Avenir Issuer II Ireland DAC (REP OF ANGOLA(AVENIR IS)) | Long | Debt | IE | $5M | – | 0.22 |
| Republic of Armenia International Bond | Long | Debt | AM | $2M | – | 0.09 |
| Republic of Belarus International Bond | Long | Debt | BY | $7M | – | 0.31 |
| Republic of Cameroon International Bond | Long | Debt | CM | $8M | – | 0.34 |
| REPUBLIC OF KENYA 4/10/2025 | Long | Debt | US | $959K | – | 0.04 |
| Republic of Kenya Government International Bonds | Long | Debt | KE | $20M | – | 0.89 |
| Republic of Poland Government International Bond | Long | Debt | PL | $26M | – | 1.13 |
| Republic of Poland Government International Bond | Long | Debt | PL | $12M | – | 0.52 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $10M | – | 0.43 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $5M | – | 0.22 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $16M | – | 0.71 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $29M | – | 1.28 |
| Republic of Sudan (DEM REP OF SUDAN TRANCHE A) | Long | Debt | SD | $590K | – | 0.03 |
| Republic of Sudan (DEM REP OF SUDAN TRANCHE B) | Long | Debt | SD | $257K | – | 0.01 |
| Republic of Tajikistan International Bond (TAJIKISTAN INT BOND) | Long | Debt | TJ | $5M | – | 0.24 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $4M | – | 0.19 |
| REVERSE REPO BANK OF NEW YORK (Nomura International PLC) | Short | Repurchase agreement | US | $-255K | – | -0.01 |
| REVERSE REPO BANK OF NEW YORK (Nomura International PLC) | Short | Repurchase agreement | US | $-688K | – | -0.03 |
| REVERSE REPO BARCLAYS (Barclays Bank PLC) | Short | Repurchase agreement | US | $-2M | – | -0.08 |
| REVERSE REPO MORGAN STANLEY (Morgan Stanley & Co International PLC) | Short | Repurchase agreement | US | $-7M | – | -0.30 |
| REVERSE REPO NOMURA (Nomura Securities International, Inc.) | Short | Repurchase agreement | US | $-313K | – | -0.01 |
| REVERSE REPO NOMURA (Nomura Securities International, Inc.) | Short | Repurchase agreement | US | $-629K | – | -0.03 |
| REVERSE REPO NOMURA (Nomura International PLC) | Short | Repurchase agreement | US | $-827K | – | -0.04 |
| REVERSE REPO NOMURA (Nomura Securities International, Inc.) | Short | Repurchase agreement | US | $-832K | – | -0.04 |
| REVERSE REPO NOMURA (Nomura International PLC) | Short | Repurchase agreement | US | $-2M | – | -0.07 |
| Rio Smart Lighting Sarl | Long | Debt | BR | $9M | – | 0.39 |
| Romania Government International Bonds | Long | Debt | RO | $4M | – | 0.16 |
| Romania Government International Bonds | Long | Debt | RO | $2M | – | 0.11 |
| Romanian Government International Bond | Long | Debt | RO | $23M | – | 0.99 |
| Romanian Government International Bond | Long | Debt | RO | $13M | – | 0.57 |
| Romanian Government International Bond | Long | Debt | RO | $10M | – | 0.45 |
| Romanian Government International Bond | Long | Debt | RO | $7M | – | 0.31 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.19 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.14 |
| Russian Foreign Bond - Eurobond (Russian Federation) | Long | Debt | RU | $13M | – | 0.56 |
| Russian Foreign Bond - Eurobond (Russian Federation) | Long | Debt | RU | $2M | – | 0.11 |
| Russian Foreign Bond - Eurobond (RUSSIAN FEDERATION) | Long | Debt | RU | $2M | – | 0.07 |
| RUSSIAN FTO EURO NON-PERFORMIN (RUSSIAN FTO EURO NON-PERFORMIN G LOAN PARTICIPATION W/GML) | Long | Debt | RU | $2.51 | – | 0.00 |
| Rwanda International Government Bond (REPUBLIC OF RWANDA) | Long | Debt | RW | $3M | – | 0.14 |
| Saderea DAC | Long | Structured note | IE | $3M | – | 0.13 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $8M | – | 0.33 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $3M | – | 0.13 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $1M | – | 0.06 |
| Saudi Government International Bonds | Long | Debt | SA | $22M | – | 0.94 |
| Saudi Government International Bonds | Long | Debt | SA | $7M | – | 0.30 |
| Scenery Journey Ltd | Long | Debt | VG | $55K | – | 0.00 |
| Scenery Journey Ltd | Long | Debt | VG | $37K | – | 0.00 |
| Scenery Journey Ltd | Long | Debt | VG | $33K | – | 0.00 |
| Scenery Journey Ltd | Long | Debt | VG | $19K | – | 0.00 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $3M | – | 0.14 |
| Senegal Government International Bonds | Long | Debt | SN | $4M | – | 0.18 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $7M | – | 0.33 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.08 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $1M | – | 0.05 |
| Serbia International Bonds | Long | Debt | RS | $4M | – | 0.17 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $14M | – | 0.60 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $13M | – | 0.57 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $5M | – | 0.22 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $4M | – | 0.19 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $3M | – | 0.12 |
| State Agency of Roads of Ukraine (STATE AGE ROADS) | Long | Debt | UA | $3M | – | 0.15 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $4M | 4M | 0.19 |
| Suriname Government International Bond (REPUBLIC OF SURINAME INT) | Long | Debt | SR | $15M | – | 0.66 |
| Suriname Government International Bond (REPUBLIC OF SURINAME INT) | Long | Debt | SR | $6M | – | 0.27 |
| SWAP/CDSWAP/CDS: (BAHAMA)_SDB250620BH3 (Deutsche Bank AG) | Derivative-credit | US | $-297K | – | -0.01 | |
| SWAP/CDSWAP/CDS: (BAHAMA)_SDB250620BH4 (Deutsche Bank AG) | Derivative-credit | XX | $246K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (MEX)_ (Goldman Sachs & Co. LLC) | Derivative-credit | US | $276K | – | 0.01 | |
| SWAP/CDSWAP/CDS: (MEX)_SGO29M20MX00 (Goldman Sachs & Co. LLC) | Derivative-credit | US | $-69K | – | -0.00 | |
| SWAP/CDSWAP/ICE: (CDX.EM.40.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $2M | – | 0.07 | |
| SWAP/CDSWAP/SCDS: (BHRAIN) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $93K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-111K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (COLOM) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $-249K | – | -0.01 | |
| SWAP/CDSWAP/SCDS: (EGYPT) (JPMorgan Chase Bank NA) | Derivative-credit | US | $289K | – | 0.01 | |
| SWAP/CDSWAP/SCDS: (EGYPT) (JPMorgan Chase Bank NA) | Derivative-credit | US | $289K | – | 0.01 | |
| SWAP/CDSWAP/SCDS: (EGYPT) (Citibank NA) | Derivative-credit | US | $266K | – | 0.01 | |
| SWAP/CDSWAP/SCDS: (MEX) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-69K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (PETBRA)_ (Citibank NA) | Derivative-credit | US | $-222K | – | -0.01 | |
| SWAP/CDSWAP/SCDS: (SOAF) (Goldman Sachs & Co. LLC) | Derivative-credit | GB | $2M | – | 0.08 | |
| SWAP/CDSWAP/SCDS: (SOAF) (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $33K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY) (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $65K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY) (Citibank NA) | Derivative-credit | US | $-85K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY)_ (Barclays Capital, Inc.) | Derivative-credit | US | $-61K | – | -0.00 | |
| SWAP/SWAP/FSWP: USD 4.000000 1 (Barclays Capital, Inc.) | Derivative-interest rate | US | $-611K | – | -0.03 | |
| SWP: OIS 11.400000 02-JAN-2029 BZD (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-196K | – | -0.01 | |
| Telecommunications Services of Trinidad & Tobago Ltd (TELECOM OF TRIN & TOBAGO) | Long | Debt | TT | $8M | – | 0.37 |
| TransJamaican Highway Ltd | Long | Debt | JM | $5M | – | 0.22 |
| Transnet SOC Ltd | Long | Debt | ZA | $8M | – | 0.36 |
| Transnet SOC Ltd | Long | Debt | ZA | $1M | – | 0.05 |
| Tunisian Republic (BNQ CEN TUNISIA INT BOND) | Long | Debt | TN | $22M | – | 0.95 |
| Tunisian Republic (BNQ CEN TUNISIA INT BOND) | Long | Debt | TN | $7M | – | 0.31 |
| Tunisian Republic | Long | Debt | TN | $3M | – | 0.12 |
| Turkiye Government International Bonds | Long | Debt | TR | $45M | – | 1.98 |
| Turkiye Government International Bonds | Long | Debt | TR | $15M | – | 0.64 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.35 |
| Ukraine Government International Bond | Long | Debt | UA | $7M | – | 0.30 |
| Ukraine Government International Bond | Long | Debt | UA | $5M | – | 0.24 |
| Ukraine Government International Bond | Long | Debt | UA | $820K | – | 0.04 |
| Ukraine Government International Bonds | Long | Debt | UA | $5M | – | 0.24 |
| Ukraine Government International Bonds | Long | Debt | UA | $5M | – | 0.21 |
| Ukraine Government International Bonds | Long | Debt | UA | $1M | – | 0.05 |
| Ukraine Government International Bonds | Long | Debt | UA | $687K | – | 0.03 |
| Ukraine Government International Bonds | Long | Debt | UA | $464K | – | 0.02 |
| Ukraine Railways Via Rail Capital Markets PLC (UKRAINE RAIL (RAIL CAPL)) | Long | Debt | GB | $107K | – | 0.00 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $10M | – | 0.44 |
| Uruguay Government International Bonds (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $2M | – | 0.09 |
| Uzbekneftegaz JSC | Long | Debt | UZ | $8M | – | 0.36 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $25M | – | 1.10 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $12M | – | 0.53 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $5M | – | 0.21 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $4M | – | 0.18 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $3M | – | 0.11 |
| Viet Nam Debt & Asset Trading Corp (DEBT AND ASSET TRADING C) | Long | Debt | VN | $5M | – | 0.23 |
| Vietnam Government International Bond (SOCIALIST REP OF VIETNAM) | Long | Debt | VN | $7M | – | 0.32 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Yinson Boronia Production BV | Long | Debt | NL | $7M | – | 0.32 |
| Zambia Government International Bond (Republic of Zambia) | Long | Debt | ZM | $15M | – | 0.67 |
| Zambia Government International Bond (Republic of Zambia) | Long | Debt | ZM | $2M | – | 0.08 |
| Zambia Government International Bond (Republic of Zambia) | Long | Debt | ZM | $2M | – | 0.07 |
Address
GMO TRUST
53 State Street, 33rd Floor
BOSTON
Massachusetts
02109
United States of America
Websites
Directors
Peter Tufano
Dina Santoro
Paul Braverman
Donald W. Glazer
Transfer Agents
State Street Bank and Trust Company
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
LCH Group Holdings Limited
Bloomberg L.P.
IDC Securities Corporation
S&P Global Inc.
JPMorgan Chase & Co.
State Street Bank and Trust Company
CME Group Inc.
Custodians
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
State Street Bank and Trust Company
Brokers
N/A