GMO Mutual Funds > GMO TRUST
GMO Multi-Sector Fixed Income Fund
$102.62M
Avg Monthly Net Assets
$92.49M
Total Assets
$14.02M
Total Liabilities
$78.47M
Net Assets
GMO Multi-Sector Fixed Income Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $102.62M.
On July 29th, 2024 it reported 352 holdings, the largest
being Nomura Securities International, Inc. (22.9%), GMO Opportunistic Income Fund (18.4%) and Amazon.com Inc (14.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class III | C000013294 | GUGAX | |
| Class IV | C000013295 | GPBFX |
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 |
|---|---|---|---|---|---|---|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $142K | – | 0.18 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $128K | – | 0.16 |
| Allstate Corp/The | Long | Debt | US | $161K | – | 0.21 |
| Ally Financial Inc | Long | Debt | US | $154K | – | 0.20 |
| Ally Financial Inc | Long | Debt | US | $103K | – | 0.13 |
| Altria Group Inc | Long | Debt | US | $143K | – | 0.18 |
| Amazon.com Inc | Long | Equity-common | US | $11M | 65K | 14.62 |
| Amazon.com Inc | Long | Debt | US | $191K | – | 0.24 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $162K | – | 0.21 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $143K | – | 0.18 |
| Block Financial LLC | Long | Debt | US | $181K | – | 0.23 |
| Booking Holdings Inc | Long | Debt | US | $195K | – | 0.25 |
| Booking Holdings Inc | Long | Debt | US | $146K | – | 0.19 |
| Broadcom Inc | Long | Debt | US | $235K | – | 0.30 |
| Broadcom Inc | Long | Debt | US | $140K | – | 0.18 |
| Broadcom Inc | Long | Debt | US | $128K | – | 0.16 |
| Capital One Financial Corp | Long | Debt | US | $148K | – | 0.19 |
| Carlisle Cos Inc | Long | Debt | US | $142K | – | 0.18 |
| Carlisle Cos Inc | Long | Debt | US | $131K | – | 0.17 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $135K | – | 0.17 |
| Cencora Inc | Long | Debt | US | $246K | – | 0.31 |
| Charles Schwab Corp/The | Long | Debt | US | $155K | – | 0.20 |
| Charles Schwab Corp/The | Long | Debt | US | $102K | – | 0.13 |
| CI Financial Corp | Long | Debt | CA | $126K | – | 0.16 |
| CI Financial Corp | Long | Debt | CA | $78K | – | 0.10 |
| Cigna Group/The | Long | Debt | US | $151K | – | 0.19 |
| Cigna Group/The | Long | Debt | US | $132K | – | 0.17 |
| Cigna Group/The | Long | Debt | US | $59K | – | 0.07 |
| Columbia Pipeline Group Inc | Long | Debt | US | $147K | – | 0.19 |
| Comerica Inc | Long | Debt | US | $138K | – | 0.18 |
| Corebridge Financial Inc | Long | Debt | US | $153K | – | 0.20 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $155K | – | 0.20 |
| Dick's Sporting Goods Inc | Long | Debt | US | $84K | – | 0.11 |
| Dick's Sporting Goods Inc | Long | Debt | US | $71K | – | 0.09 |
| Eli Lilly & Co | Long | Debt | US | $121K | – | 0.15 |
| Enstar Group Ltd | Long | Debt | BM | $191K | – | 0.24 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $107K | – | 0.14 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $93K | – | 0.12 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $88K | – | 0.11 |
| Fifth Third Bancorp | Long | Debt | US | $99K | – | 0.13 |
| Fortune Brands Innovations Inc | Long | Debt | US | $201K | – | 0.26 |
| FS KKR Capital Corp | Long | Debt | US | $260K | – | 0.33 |
| FS KKR Capital Corp | Long | Debt | US | $143K | – | 0.18 |
| FSWP: AUD 3.843600 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.01 | |
| FSWP: AUD 3.914500 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.01 | |
| FSWP: AUD 3.920000 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $21K | – | 0.03 | |
| FSWP: AUD 4.228400 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-7K | – | -0.01 | |
| FSWP: AUD 4.273500 19-JUN-2026 AUD (LCH Limited) | Derivative-interest rate | US | $270.06 | – | 0.00 | |
| FSWP: AUD 4.278000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-13K | – | -0.02 | |
| FSWP: AUD 4.281000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.01 | |
| FSWP: AUD 4.360000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.01 | |
| FSWP: AUD 4.386500 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.01 | |
| FSWP: AUD 4.386600 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-65K | – | -0.08 | |
| FSWP: AUD 4.390000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-12K | – | -0.02 | |
| FSWP: AUD 4.602000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-414.95 | – | -0.00 | |
| FSWP: AUD 4.602500 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.01 | |
| FSWP: AUD 4.750000 19-JUN-2034 AUD (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: NZD 4.455000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.01 | |
| FSWP: NZD 4.499000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: NZD 4.501000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-5K | – | -0.01 | |
| FSWP: NZD 4.573000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: NZD 4.640000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $402.89 | – | 0.00 | |
| FSWP: NZD 4.686000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-315.89 | – | -0.00 | |
| FSWP: NZD 4.686000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-789.73 | – | -0.00 | |
| FSWP: NZD 4.700000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.01 | |
| FSWP: NZD 4.794700 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $10K | – | 0.01 | |
| FSWP: NZD 4.933000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.01 | |
| FSWP: NZD 5.095500 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $539.36 | – | 0.00 | |
| FSWP: OIS 0.985500 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.01 | |
| FSWP: OIS 0.988400 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $-60K | – | -0.08 | |
| FSWP: OIS 1.020800 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $-11K | – | -0.01 | |
| FSWP: OIS 1.133700 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.01 | |
| FSWP: OIS 1.175300 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.01 | |
| FSWP: OIS 1.190800 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $30K | – | 0.04 | |
| FSWP: OIS 1.299500 19-JUN-2026 SAR (LCH Limited) | Derivative-interest rate | US | $-851.34 | – | -0.00 | |
| FSWP: OIS 1.349500 19-JUN-2034 SAR (LCH Limited) | Derivative-interest rate | US | $405.03 | – | 0.00 | |
| FSWP: OIS 2.454500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.01 | |
| FSWP: OIS 2.464300 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-22K | – | -0.03 | |
| FSWP: OIS 2.478000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $15K | – | 0.02 | |
| FSWP: OIS 2.487500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.01 | |
| FSWP: OIS 2.507500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.02 | |
| FSWP: OIS 2.515900 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $18K | – | 0.02 | |
| FSWP: OIS 2.527500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.01 | |
| FSWP: OIS 2.536000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.01 | |
| FSWP: OIS 2.539500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.01 | |
| FSWP: OIS 2.551500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-9K | – | -0.01 | |
| FSWP: OIS 2.612000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.01 | |
| FSWP: OIS 2.733500 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $669.11 | – | 0.00 | |
| FSWP: OIS 2.747000 19-JUN-2034 EST (LCH Limited) | Derivative-interest rate | US | $-437.33 | – | -0.00 | |
| FSWP: OIS 2.759000 19-JUN-2026 EST (LCH Limited) | Derivative-interest rate | US | $36K | – | 0.05 | |
| FSWP: OIS 3.161000 19-JUN-2026 EST (LCH Limited) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| FSWP: OIS 3.389000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-14K | – | -0.02 | |
| FSWP: OIS 3.400000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.02 | |
| FSWP: OIS 3.420000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 3.597000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-225.1 | – | -0.00 | |
| FSWP: OIS 3.613000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $17K | – | 0.02 | |
| FSWP: OIS 3.632000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: OIS 3.656500 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| FSWP: OIS 3.693000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: OIS 3.721800 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.01 | |
| FSWP: OIS 3.748000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 3.771000 19-JUN-2034 CAD (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.01 | |
| FSWP: OIS 3.800000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.01 | |
| FSWP: OIS 3.875000 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.01 | |
| FSWP: OIS 3.905500 19-JUN-2026 CAD (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.02 | |
| FSWP: OIS 3.932000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 3.939000 19-JUN-2026 CAD (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.01 | |
| FSWP: OIS 3.957500 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: OIS 3.979000 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| FSWP: OIS 4.046000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: OIS 4.060000 19-JUN-2034 SON (LCH Limited) | Derivative-interest rate | US | $896.42 | – | 0.00 | |
| FSWP: OIS 4.152000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-26K | – | -0.03 | |
| FSWP: OIS 4.218300 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $667.51 | – | 0.00 | |
| FSWP: OIS 4.220000 20-JUN-2034 SOF (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 4.245500 19-JUN-2026 CAD (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: OIS 4.274400 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $10K | – | 0.01 | |
| FSWP: OIS 4.330000 20-JUN-2026 SOF (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.02 | |
| FSWP: OIS 4.376100 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-12K | – | -0.01 | |
| FSWP: OIS 4.515000 20-JUN-2026 SOF (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: OIS 4.594000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 4.673000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| FSWP: OIS 4.727000 19-JUN-2026 SON (LCH Limited) | Derivative-interest rate | US | $-323.67 | – | -0.00 | |
| FSWP: OIS 4.825600 20-JUN-2026 SOF (LCH Limited) | Derivative-interest rate | US | $-569.76 | – | -0.00 | |
| FSWP: SEK 2.652000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.01 | |
| FSWP: SEK 2.685500 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $34K | – | 0.04 | |
| FSWP: SEK 2.690000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.01 | |
| FSWP: SEK 2.744000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| FSWP: SEK 2.852000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| FSWP: SEK 2.889500 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $-928.1 | – | -0.00 | |
| FSWP: SEK 2.905000 19-JUN-2034 3M (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: SEK 3.049000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $-11K | – | -0.01 | |
| FSWP: SEK 3.265000 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $-547.69 | – | -0.00 | |
| FSWP: SEK 3.304500 19-JUN-2026 3M (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| GE Capital International Funding Co Unlimited Co (GE CAPITAL INTL FUNDING) | Long | Debt | IE | $230K | – | 0.29 |
| General Motors Co | Long | Debt | US | $150K | – | 0.19 |
| General Motors Co | Long | Debt | US | $105K | – | 0.13 |
| General Motors Co | Long | Debt | US | $105K | – | 0.13 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 3.07 |
| GMO Emerging Country Debt | Long | Equity-common | US | $4M | 196K | 4.91 |
| GMO Opportunistic Income Fund | Long | Equity-common | US | $14M | 603K | 18.44 |
| Hasbro Inc | Long | Debt | US | $143K | – | 0.18 |
| Hasbro Inc | Long | Debt | US | $137K | – | 0.18 |
| Howmet Aerospace Inc | Long | Debt | US | $135K | – | 0.17 |
| HSBC Holdings PLC | Long | Debt | GB | $466K | – | 0.59 |
| HSBC Holdings PLC | Long | Debt | GB | $193K | – | 0.25 |
| Illumina Inc | Long | Debt | US | $100K | – | 0.13 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $127K | – | 0.16 |
| Jacobs Engineering Group Inc | Long | Debt | US | $154K | – | 0.20 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $9M | – | 11.79 |
| JPMorgan Chase & Co | Long | Debt | US | $145K | – | 0.19 |
| KeyCorp | Long | Debt | US | $141K | – | 0.18 |
| KeyCorp | Long | Debt | US | $137K | – | 0.17 |
| KeyCorp | Long | Debt | US | $136K | – | 0.17 |
| Kyndryl Holdings Inc | Long | Debt | US | $252K | – | 0.32 |
| Lazard Group LLC | Long | Debt | US | $97K | – | 0.12 |
| Leidos Inc | Long | Debt | US | $94K | – | 0.12 |
| Lennox International Inc | Long | Debt | US | $150K | – | 0.19 |
| Lowe's Cos Inc | Long | Debt | US | $147K | – | 0.19 |
| Lowe's Cos Inc | Long | Debt | US | $78K | – | 0.10 |
| Marriott International Inc/MD | Long | Debt | US | $160K | – | 0.20 |
| Merck & Co Inc | Long | Debt | US | $142K | – | 0.18 |
| Meta Platforms Inc | Long | Debt | US | $214K | – | 0.27 |
| Meta Platforms Inc | Long | Debt | US | $139K | – | 0.18 |
| Micron Technology Inc | Long | Debt | US | $159K | – | 0.20 |
| Micron Technology Inc | Long | Debt | US | $154K | – | 0.20 |
| Micron Technology Inc | Long | Debt | US | $102K | – | 0.13 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $244K | – | 0.31 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $201K | – | 0.26 |
| Mizuho Financial Group Inc | Long | Debt | JP | $239K | – | 0.30 |
| Mizuho Financial Group Inc | Long | Debt | JP | $203K | – | 0.26 |
| MPLX LP | Long | Debt | US | $231K | – | 0.29 |
| MPLX LP | Long | Debt | US | $135K | – | 0.17 |
| Mylan Inc | Long | Debt | US | $81K | – | 0.10 |
| Netflix Inc | Long | Debt | US | $99K | – | 0.13 |
| Netflix Inc | Long | Debt | US | $98K | – | 0.13 |
| NOMURA REPO (Nomura Securities International, Inc.) | Long | Repurchase agreement | US | $18M | – | 22.94 |
| NVIDIA Corp | Long | Debt | US | $153K | – | 0.20 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $170K | – | 0.22 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $120K | – | 0.15 |
| ONEOK Inc | Long | Debt | US | $160K | – | 0.20 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $140K | – | 0.18 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $125K | – | 0.16 |
| PacifiCorp | Long | Debt | US | $143K | – | 0.18 |
| PacifiCorp | Long | Debt | US | $134K | – | 0.17 |
| Piedmont Operating Partnership LP | Long | Debt | US | $160K | – | 0.20 |
| Pilgrim's Pride Corp | Long | Debt | US | $211K | – | 0.27 |
| Pilgrim's Pride Corp | Long | Debt | US | $152K | – | 0.19 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $127K | – | 0.16 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $124K | – | 0.16 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $163K | – | 0.21 |
| Progressive Corp/The | Long | Debt | US | $124K | – | 0.16 |
| PURCHASED AUD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (Citibank NA) | Derivative-foreign exchange | AU | $239.57 | – | 0.00 | |
| PURCHASED BRL / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | BR | $-291.98 | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | BR | $-9K | – | -0.01 | |
| PURCHASED CAD / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $683.8 | – | 0.00 | |
| PURCHASED CHF / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| PURCHASED CLP / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CL | $-7K | – | -0.01 | |
| PURCHASED COP / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | CO | $-1.05 | – | -0.00 | |
| PURCHASED COP / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CO | $-2K | – | -0.00 | |
| PURCHASED CZK / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CZ | $2K | – | 0.00 | |
| PURCHASED CZK / SOLD USD (Brown Brothers Harriman & Co.) | Derivative-foreign exchange | CZ | $2K | – | 0.00 | |
| PURCHASED CZK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CZ | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $543.3 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | XX | $331.99 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-399.08 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $5K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | GB | $802.11 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| PURCHASED HUF / SOLD USD (Citibank NA) | Derivative-foreign exchange | HU | $-62.61 | – | -0.00 | |
| PURCHASED HUF / SOLD USD (Citibank NA) | Derivative-foreign exchange | HU | $-151.14 | – | -0.00 | |
| PURCHASED IDR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ID | $-34.03 | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-123.34 | – | -0.00 | |
| PURCHASED IDR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ID | $-337.09 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $92.92 | – | 0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $-154.94 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $-293.48 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Citibank NA) | Derivative-foreign exchange | IL | $-294.26 | – | -0.00 | |
| PURCHASED ILS / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IL | $-380.74 | – | -0.00 | |
| PURCHASED INR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | IN | $172.83 | – | 0.00 | |
| PURCHASED JPY / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | JP | $-4K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | JP | $-50K | – | -0.06 | |
| PURCHASED KRW / SOLD USD (Citibank NA) | Derivative-foreign exchange | KR | $-141.37 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | MX | $-27.94 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| PURCHASED NOK / SOLD USD (Citibank NA) | Derivative-foreign exchange | NO | $64K | – | 0.08 | |
| PURCHASED NOK / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NO | $5K | – | 0.01 | |
| PURCHASED NZD / SOLD USD (Citibank NA) | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | PE | $331.25 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PE | $166.52 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | PE | $136.88 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | PE | $-78.35 | – | -0.00 | |
| PURCHASED PEN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | PE | $-79.05 | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PE | $-312.56 | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | PE | $-333.91 | – | -0.00 | |
| PURCHASED PHP / SOLD USD (Citibank NA) | Derivative-foreign exchange | PH | $-79.03 | – | -0.00 | |
| PURCHASED PHP / SOLD USD (Citibank NA) | Derivative-foreign exchange | PH | $-254.21 | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | PL | $-72.14 | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PL | $-158.98 | – | -0.00 | |
| PURCHASED RON / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | RO | $3.6 | – | 0.00 | |
| PURCHASED RON / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | RO | $-18.12 | – | -0.00 | |
| PURCHASED SEK / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | SE | $24K | – | 0.03 | |
| PURCHASED SEK / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | SE | $547.19 | – | 0.00 | |
| PURCHASED TWD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | TW | $27.13 | – | 0.00 | |
| PURCHASED TWD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | TW | $6.59 | – | 0.00 | |
| PURCHASED TWD / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | TW | $-157.82 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $-601.58 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Deutsche Bank AG) | Derivative-foreign exchange | US | $-654.62 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-10K | – | -0.01 | |
| PURCHASED USD / SOLD CLP (Goldman Sachs International) | Derivative-foreign exchange | US | $907.45 | – | 0.00 | |
| PURCHASED USD / SOLD CLP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $363.54 | – | 0.00 | |
| PURCHASED USD / SOLD COP (Goldman Sachs International) | Derivative-foreign exchange | US | $-93.11 | – | -0.00 | |
| PURCHASED USD / SOLD CZK (Citibank NA) | Derivative-foreign exchange | US | $-35.72 | – | -0.00 | |
| PURCHASED USD / SOLD CZK (Goldman Sachs International) | Derivative-foreign exchange | US | $-6K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-23K | – | -0.03 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-149.68 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD HUF (Deutsche Bank AG) | Derivative-foreign exchange | US | $-13.94 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $42.39 | – | 0.00 | |
| PURCHASED USD / SOLD ILS (Citibank NA) | Derivative-foreign exchange | US | $220.27 | – | 0.00 | |
| PURCHASED USD / SOLD INR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $84.71 | – | 0.00 | |
| PURCHASED USD / SOLD INR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $40.61 | – | 0.00 | |
| PURCHASED USD / SOLD INR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $19.73 | – | 0.00 | |
| PURCHASED USD / SOLD INR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-38 | – | -0.00 | |
| PURCHASED USD / SOLD JPY (Brown Brothers Harriman & Co.) | Derivative-foreign exchange | US | $479K | – | 0.61 | |
| PURCHASED USD / SOLD JPY (Goldman Sachs International) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $792.05 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $328.16 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $255.67 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $131.51 | – | 0.00 | |
| PURCHASED USD / SOLD NOK (Bank of America NA) | Derivative-foreign exchange | US | $327.98 | – | 0.00 | |
| PURCHASED USD / SOLD NOK (Bank of America NA) | Derivative-foreign exchange | US | $-402.94 | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Citibank NA) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $551.48 | – | 0.00 | |
| PURCHASED USD / SOLD PHP (Citibank NA) | Derivative-foreign exchange | US | $21.5 | – | 0.00 | |
| PURCHASED USD / SOLD PLN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $330.82 | – | 0.00 | |
| PURCHASED USD / SOLD PLN (Citibank NA) | Derivative-foreign exchange | US | $-41.79 | – | -0.00 | |
| PURCHASED USD / SOLD RON (Citibank NA) | Derivative-foreign exchange | US | $-104.14 | – | -0.00 | |
| PURCHASED USD / SOLD RON (Barclays Bank PLC) | Derivative-foreign exchange | US | $-563.43 | – | -0.00 | |
| PURCHASED USD / SOLD RON (Barclays Bank PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (Bank of America NA) | Derivative-foreign exchange | US | $-190.19 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Citibank NA) | Derivative-foreign exchange | US | $79.18 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $7.35 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-74.85 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-256.48 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Citibank NA) | Derivative-foreign exchange | US | $-261.98 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-784.44 | – | -0.00 | |
| PURCHASED USD / SOLD THB (Barclays Bank PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD THB (Barclays Bank PLC) | Derivative-foreign exchange | US | $592.73 | – | 0.00 | |
| PURCHASED USD / SOLD THB (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $581.57 | – | 0.00 | |
| PURCHASED USD / SOLD THB (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $279.66 | – | 0.00 | |
| PURCHASED USD / SOLD THB (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-6.29 | – | -0.00 | |
| PURCHASED USD / SOLD TWD (Goldman Sachs International) | Derivative-foreign exchange | US | $581.15 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $345.25 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $331.33 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $285.51 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $195.11 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (Citibank NA) | Derivative-foreign exchange | US | $-246.2 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Bank of New York Mellon) | Derivative-foreign exchange | US | $-435.71 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $308.62 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $141.56 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $-490.13 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $-526.89 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $-556.94 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $-573.45 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $-780.98 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $-971.47 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $-989.5 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| RTX Corp | Long | Debt | US | $137K | – | 0.17 |
| RTX Corp | Long | Debt | US | $132K | – | 0.17 |
| Sabra Health Care LP | Long | Debt | US | $206K | – | 0.26 |
| Simon Property Group LP | Long | Debt | US | $149K | – | 0.19 |
| Southern Copper Corp | Long | Debt | US | $148K | – | 0.19 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $329K | 329K | 0.42 |
| SWAP/CDSWAP/ICE: (CDX.NA.IG.42.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-98K | – | -0.12 | |
| Synchrony Financial | Long | Debt | US | $96K | – | 0.12 |
| TC PipeLines LP | Long | Debt | US | $96K | – | 0.12 |
| TRSWAP: AMZN US EQUITY (Goldman Sachs & Co. LLC) | Derivative-equity | GB | $-419K | – | -0.53 | |
| Tyson Foods Inc | Long | Debt | US | $81K | – | 0.10 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $1M | – | 1.40 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $500K | – | 0.64 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $450K | – | 0.57 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $8M | – | 10.18 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $801K | – | 1.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $787K | – | 1.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $727K | – | 0.93 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $231K | – | 0.29 |
| Union Pacific Corp | Long | Debt | US | $247K | – | 0.31 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $8K | – | 0.01 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-6K | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-7K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-24K | – | -0.03 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-36K | – | -0.05 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-25K | – | -0.03 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $123K | – | 0.16 |
| Verisk Analytics Inc | Long | Debt | US | $196K | – | 0.25 |
| VMware LLC | Long | Debt | US | $147K | – | 0.19 |
| VMware LLC | Long | Debt | US | $143K | – | 0.18 |
| VMware LLC | Long | Debt | US | $92K | – | 0.12 |
| Vontier Corp | Long | Debt | US | $247K | – | 0.31 |
| Vulcan Materials Co | Long | Debt | US | $136K | – | 0.17 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $150K | – | 0.19 |
| WRKCo Inc | Long | Debt | US | $143K | – | 0.18 |
| WRKCo Inc | Long | Debt | US | $98K | – | 0.13 |
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