GUSTX
GMO U.S. Treasury Fund
GMO TRUST

Portfolio concentration

As of February 28, 2026 · N-PORT
Holdings
15
Top-10 weight
92.55%
Effective holdings ?
4
Crowding ?
29.2

Holdings

As of February 28, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 REPO DAIWA 150,001,128 $150.00M 42.21%
2 U.S. Treasury Floating Rate Notes 37,570,000 $37.57M 10.57%
3 U.S.Treasury Notes 28,410,000 $28.44M 8.00%
4 REPO DAIWA 16,599,460 $16.60M 4.67%
5 US TREASURY N/B 15,920,000 $15.99M 4.50%
6 US TREASURY N/B 15,743,000 $15.82M 4.45%
7 US TREASURY N/B 15,720,000 $15.80M 4.45%
8 US TREASURY N/B 15,640,000 $15.73M 4.43%
9 US TREASURY N/B 14,860,000 $14.62M 4.11%
10 US TREASURY N/B 10,749,000 $10.78M 3.03%
11 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 TII 7,435,530 $7.45M 2.10%
12 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 T 7,408,467 $7.45M 2.10%
13 U.S. Treasury Notes TII 7,426,377 $7.43M 2.09%
14 US TREASURY N/B 5,848,000 $5.85M 1.65%
15 U.S. Treasury Notes 5,578,000 $5.58M 1.57%
16 State Street Institutional Treasury Plus Money Market Fund- Premier Class 145,206 $145.21K 0.04%

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