{"entity_type":"fund","name":"GMO U.S. Treasury Fund","identifiers":{"lei":"0NIBQB0NDRTFX04R2J69","cik":"772129","fund_id":"S000025186","fundkey":"gmo-u-s-treasury-fund"},"dates":{"reporting_period_start":"2025-11-30","reporting_period_end":"2026-02-28","filing_date":"2026-01-29"},"summary":{"total_positions":22,"total_value_usd":515717545.9,"asset_categories":["DBT","EC","RA"],"by_asset_category":{"DBT":{"positions":20,"total_value_usd":494414947.34},"EC":{"positions":1,"total_value_usd":103190.78},"RA":{"positions":1,"total_value_usd":21199407.78}}},"holdings":[{"issuer_name":"United States Treasury","title":"U.S. Treasury Floating Rate Notes","isin":"US91282CMX64","value_usd":92162740.49,"pct_val":15.90988796303,"balance":92188000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Floating Rate Notes","isin":"US91282CNQ05","value_usd":49984730.5,"pct_val":8.628774034813,"balance":50000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Floating Rate Notes","isin":"US91282CLT61","value_usd":37274832.13,"pct_val":11.57212853096,"balance":37220000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CHY03","value_usd":28450409.54,"pct_val":4.911342977402,"balance":28243000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CMH15","value_usd":28341814.9,"pct_val":4.892596480211,"balance":28180000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CME83","value_usd":28231886.87,"pct_val":4.873619802304,"balance":28050000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CLY56","value_usd":28122954.23,"pct_val":4.85481495678,"balance":27960000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Floating Rate Notes","isin":"US91282CLA70","value_usd":23851560.07,"pct_val":7.404817219065,"balance":23820000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CLH24","value_usd":21332898.83,"pct_val":3.682659917744,"balance":21328000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CEC10","value_usd":21231156.37,"pct_val":3.665096300049,"balance":21680000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CLB53","value_usd":21224877.23,"pct_val":3.664012343415,"balance":21139000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Daiwa Capital Markets America, Inc.","title":"REPO DAIWA","isin":null,"value_usd":21199407.78,"pct_val":3.659615598117,"balance":21199407.78,"units":"PA","currency":"USD","asset_cat":"RA","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CJS17","value_usd":20546877.4,"pct_val":3.546970453418,"balance":20540000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Floating Rate Notes","isin":"US91282CJU62","value_usd":14409901.37,"pct_val":4.473614534079,"balance":14390000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CDC29","value_usd":14258208.01,"pct_val":2.461368778604,"balance":14381092,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CCA71","value_usd":14238764.63,"pct_val":2.45801230292,"balance":14328403.7,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828S505","value_usd":14215687.14,"pct_val":2.454028477369,"balance":14294300.5,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Bonds","isin":"US912810FS25","value_usd":14186117.82,"pct_val":2.448923978894,"balance":14199984.96,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US91282CAQ42","value_usd":8048532.43,"pct_val":2.627639402165,"balance":8064314.05,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Notes","isin":"US91282CJE21","value_usd":8008385.44,"pct_val":2.614532439657,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Inflation-Indexed Notes","isin":"US912828XL95","value_usd":6292611.94,"pct_val":1.953567863462,"balance":6296379.95,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"State Street Global Advisors","title":"State Street Institutional Treasury Plus Money Market Fund","isin":"US8574928623","value_usd":103190.78,"pct_val":0.017813638569,"balance":103190.78,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=772129&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/gmo-u-s-treasury-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/gmo-u-s-treasury-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: GMO U.S. Treasury Fund | LEI: 0NIBQB0NDRTFX04R2J69 | 22 positions totaling $515,717,546 across DBT, EC, RA | Filing: Wed Jan 28 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-01-29"}
