We use Gaia DR2 astrometric and photometric data , published radial velocities and MESA models to infer distances , orbits , surface gravities , and effective temperatures for all ultra metal-poor stars ( { [ Fe / H ] } < -4.0 dex ) available in the literature . Assuming that these stars are old ( > 11 { Gyr } ) and that they are expected to belong to the Milky Way halo , we find that these 42 stars ( 18 dwarf stars and 24 giants or sub-giants ) are currently within \sim 20 { kpc } of the Sun and that they map a wide variety of orbits . A large fraction of those stars remains confined to the inner parts of the halo and was likely formed or accreted early on in the history of the Milky Way , while others have larger apocentres ( > 30 { kpc } ) , hinting at later accretion from dwarf galaxies . Of particular interest , we find evidence that a significant fraction of all known UMP stars ( \sim 26 % ) are on prograde orbits confined within 3 { kpc } of the Milky Way plane ( J _ { z } < 100 { km s ^ { -1 } } { kpc } ) . One intriguing interpretation is that these stars belonged to the massive building block ( s ) of the proto-Milky Way that formed the backbone of the Milky Way disc . Alternatively , they might have formed in the early disc and have been dynamically heated , or have been brought into the Milky Way by one or more accretion events whose orbit was dragged into the plane by dynamical friction before disruption . The combination of the exquisite Gaia DR2 data and surveys of the very metal-poor sky opens an exciting era in which we can trace the very early formation of the Milky Way .