GMO Mutual Funds > GMO TRUST
GMO High Yield Fund
$183.31M
Avg Monthly Net Assets
$154.41M
Total Assets
$1.24M
Total Liabilities
$153.17M
Net Assets
GMO High Yield 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 $183.31M.
On July 29th, 2024 it reported 113 holdings, the largest
being Nomura Securities International, Inc. (32.0%), United States Treasury (13.7%) and JAPAN TREASURY DISC BILL (8.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000213400 | GMOZX | |
| Class VI | C000199930 | GHVIX |
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 |
|---|---|---|---|---|---|---|
| Advance Auto Parts Inc | Long | Debt | US | $360K | – | 0.23 |
| AECOM | Long | Debt | US | $292K | – | 0.19 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $387K | – | 0.25 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $401K | – | 0.26 |
| APX Group Inc | Long | Debt | US | $399K | – | 0.26 |
| Arcosa Inc | Long | Debt | US | $278K | – | 0.18 |
| ASGN Inc (ASGN INCORPORATED) | Long | Debt | US | $329K | – | 0.21 |
| Ashland Inc | Long | Debt | US | $378K | – | 0.25 |
| Avantor Funding Inc | Long | Debt | US | $224K | – | 0.15 |
| Ball Corp | Long | Debt | US | $300K | – | 0.20 |
| Bath & Body Works Inc | Long | Debt | US | $303K | – | 0.20 |
| Block Inc | Long | Debt | US | $385K | – | 0.25 |
| Boise Cascade Co (BOISE CASCADE COMPANY) | Long | Debt | US | $323K | – | 0.21 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $362K | – | 0.24 |
| Bread Financial Holdings Inc (BREAD FINANCIAL HLDGS) | Long | Debt | US | $367K | – | 0.24 |
| Builders FirstSource Inc | Long | Debt | US | $349K | – | 0.23 |
| BWX Technologies Inc | Long | Debt | US | $323K | – | 0.21 |
| CNX Resources Corp | Long | Debt | US | $293K | – | 0.19 |
| Crowdstrike Holdings Inc | Long | Debt | US | $311K | – | 0.20 |
| CTR Partnership LP / CareTrust Capital Corp (CTR PARTNERSHIP/CARETRST) | Long | Debt | US | $229K | – | 0.15 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp (DELEK LOG PART/FINANCE) | Long | Debt | US | $256K | – | 0.17 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $329K | – | 0.21 |
| DT Midstream Inc | Long | Debt | US | $320K | – | 0.21 |
| Dycom Industries Inc | Long | Debt | US | $372K | – | 0.24 |
| Enerflex Ltd | Long | Debt | CA | $358K | – | 0.23 |
| EnLink Midstream LLC | Long | Debt | US | $296K | – | 0.19 |
| Entegris Inc | Long | Debt | US | $374K | – | 0.24 |
| EQM Midstream Partners LP | Long | Debt | US | $317K | – | 0.21 |
| Esab Corp | Long | Debt | US | $351K | – | 0.23 |
| Fair Isaac Corp | Long | Debt | US | $296K | – | 0.19 |
| Fluor Corp | Long | Debt | US | $330K | – | 0.22 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $291K | – | 0.19 |
| Fortrea Holdings Inc | Long | Debt | US | $300K | – | 0.20 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $338K | – | 0.22 |
| Gartner Inc | Long | Debt | US | $226K | – | 0.15 |
| goeasy Ltd | Long | Debt | CA | $318K | – | 0.21 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $329K | – | 0.21 |
| Hess Midstream Operations LP | Long | Debt | US | $318K | – | 0.21 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $362K | – | 0.24 |
| Howard Hughes Corp/The | Long | Debt | US | $311K | – | 0.20 |
| Howmet Aerospace Inc | Long | Debt | US | $316K | – | 0.21 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $367K | – | 0.24 |
| Iron Mountain Information Management Services Inc (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $338K | – | 0.22 |
| Jaguar Land Rover Automotive PLC | Long | Debt | GB | $377K | – | 0.25 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $13M | – | 8.42 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $11M | – | 7.34 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $10M | – | 6.36 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp (JEFFERIES FIN LLC / JFIN) | Long | Debt | US | $322K | – | 0.21 |
| Kaiser Aluminum Corp | Long | Debt | US | $354K | – | 0.23 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $363K | – | 0.24 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $226K | – | 0.15 |
| Lamar Media Corp | Long | Debt | US | $225K | – | 0.15 |
| Levi Strauss & Co | Long | Debt | US | $303K | – | 0.20 |
| M/I Homes Inc | Long | Debt | US | $285K | – | 0.19 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $381K | – | 0.25 |
| Moog Inc | Long | Debt | US | $328K | – | 0.21 |
| Mueller Water Products Inc | Long | Debt | US | $365K | – | 0.24 |
| Murphy Oil USA Inc | Long | Debt | US | $195K | – | 0.13 |
| Newmark Group Inc | Long | Debt | US | $306K | – | 0.20 |
| News Corp | Long | Debt | US | $318K | – | 0.21 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $329K | – | 0.22 |
| NOMURA REPO (Nomura Securities International, Inc.) | Long | Repurchase agreement | US | $49M | – | 31.99 |
| Nordstrom Inc | Long | Debt | US | $409K | – | 0.27 |
| Novelis Corp | Long | Debt | US | $231K | – | 0.15 |
| NRG Energy Inc | Long | Debt | US | $300K | – | 0.20 |
| NuStar Logistics LP | Long | Debt | US | $299K | – | 0.20 |
| OneMain Finance Corp | Long | Debt | US | $370K | – | 0.24 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $362K | – | 0.24 |
| Parkland Corp | Long | Debt | CA | $318K | – | 0.21 |
| Phinia Inc | Long | Debt | US | $403K | – | 0.26 |
| PURCHASED USD / SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $684K | – | 0.45 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $537K | – | 0.35 | |
| PURCHASED USD / SOLD JPY (Deutsche Bank AG) | Derivative-foreign exchange | US | $469K | – | 0.31 | |
| RingCentral Inc | Long | Debt | US | $366K | – | 0.24 |
| Rolls-Royce PLC | Long | Debt | GB | $290K | – | 0.19 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $320K | – | 0.21 |
| Sagicor Financial Co Ltd | Long | Debt | BM | $335K | – | 0.22 |
| Seagate HDD Cayman | Long | Debt | KY | $378K | – | 0.25 |
| Sensata Technologies Inc (SENSATA TECH INC) | Long | Debt | US | $365K | – | 0.24 |
| Sirius XM Radio Inc | Long | Debt | US | $358K | – | 0.23 |
| SLM Corp | Long | Debt | US | $371K | – | 0.24 |
| Spirit AeroSystems Inc | Long | Debt | US | $375K | – | 0.25 |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $978K | 978K | 0.64 |
| Stericycle Inc | Long | Debt | US | $363K | – | 0.24 |
| Summit Materials LLC / Summit Materials Finance Corp (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $361K | – | 0.24 |
| SWAP/CDSWAP/ICE: (CDX.NA.HY.42.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $2M | – | 1.08 | |
| Talen Energy Supply LLC | Long | Debt | US | $322K | – | 0.21 |
| Taylor Morrison Communities Inc | Long | Debt | US | $295K | – | 0.19 |
| Tempur Sealy International Inc (TEMPUR SEALY INTL INC) | Long | Debt | US | $314K | – | 0.20 |
| Tenet Healthcare Corp | Long | Debt | US | $380K | – | 0.25 |
| TopBuild Corp | Long | Debt | US | $305K | – | 0.20 |
| TRSWAP: IBOXHY INDEX (Morgan Stanley Capital Services LLC) | Derivative-equity | US | $923K | – | 0.60 | |
| TRSWAP: IBOXHY INDEX (Morgan Stanley Capital Services LLC) | Derivative-equity | US | $142K | – | 0.09 | |
| TRSWAP: IBOXHY INDEX (Morgan Stanley Capital Services LLC) | Derivative-credit | GB | $-69K | – | -0.05 | |
| TRSWAP: IBOXHY INDEX (Barclays Capital, Inc.) | Derivative-credit | US | $-213K | – | -0.14 | |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $21M | – | 13.73 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $12M | – | 7.65 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $3M | – | 2.08 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $180K | – | 0.12 |
| Uber Technologies Inc | Long | Debt | US | $377K | – | 0.25 |
| United Rentals North America Inc | Long | Debt | US | $299K | – | 0.20 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $5K | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-20K | – | -0.01 | |
| Videotron Ltd | Long | Debt | CA | $226K | – | 0.15 |
| Viper Energy Inc | Long | Debt | US | $310K | – | 0.20 |
| Vistra Operations Co LLC | Long | Debt | US | $312K | – | 0.20 |
| Vornado Realty LP | Long | Debt | US | $294K | – | 0.19 |
| Western Digital Corp | Long | Debt | US | $294K | – | 0.19 |
| Wyndham Hotels & Resorts Inc | Long | Debt | US | $325K | – | 0.21 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $359K | – | 0.23 |
| XPO Inc | Long | Debt | US | $357K | – | 0.23 |
| Yum! Brands Inc | Long | Debt | US | $189K | – | 0.12 |
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