GMO Multi-Sector Fixed Income Fund

Fund Profile

Fund profile

Tickers

GUGAX, GPBFX

Fund manager

GMO Quality Fund

Total assets

$100.25 mm

Liabilities

$18.31 mm

Net assets

$81.95 mm

Number of holdings

346.00

Top 200 of 346 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
NOMURA REPO	21.00 mm	21.00 mm principal	25.63	Repurchase agreement	Long	USA
GMO Opportunistic Income Fund	14.67 mm	602.52 k shares	17.90	Common equity	Long	USA
AMZN Amazon.com, Inc.	11.60 mm	65.00 k shares	14.16	Common equity	Long	USA
Japan Treasury Discount Bill	9.95 mm	1.46 bn principal	12.15	Short-term investment vehicle	Long	Japan
Uniform Mortgage-Backed Security, TBA	8.43 mm	9.50 mm principal	10.28	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	4.03 mm	4.00 mm principal	4.91	ABS-mortgage backed security	Long	USA
GMO Emerging Country Debt	3.99 mm	196.14 k shares	4.86	Common equity	Long	USA
Ginnie Mae	2.51 mm	2.70 mm principal	3.07	ABS-mortgage backed security	Long	USA
State Street Institutional Treasury Money Market Fund	1.46 mm	1.46 mm shares	1.78	Short-term investment vehicle	Long	USA
U.S. Treasury Floating Rate Notes	1.10 mm	1.10 mm principal	1.34	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	767.41 k	900.00 k principal	0.94	ABS-mortgage backed security	Long	USA
U.S. Treasury Floating Rate Notes	499.27 k	500.00 k principal	0.61	Debt	Long	USA
HSBC HSBC Holdings plc	482.08 k	500.00 k principal	0.59	Debt	Long	UK
U.S. Treasury Floating Rate Notes	449.44 k	450.00 k principal	0.55	Debt	Long	USA
FSK FS KKR Capital Corp.	269.11 k	300.00 k principal	0.33	Debt	Long	USA
KD Kyndryl Holdings, Inc.	259.93 k	300.00 k principal	0.32	Debt	Long	USA
VNT Vontier Corporation	259.48 k	300.00 k principal	0.32	Debt	Long	USA
Broadcom Pte. Ltd.	248.23 k	300.00 k principal	0.30	Debt	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	247.06 k	250.00 k principal	0.30	Debt	Long	Japan
MFG Mizuho Financial Group, Inc.	245.91 k	250.00 k principal	0.30	Debt	Long	Japan
Uniform Mortgage-Backed Security, TBA	245.46 k	300.00 k principal	0.30	ABS-mortgage backed security	Long	USA
GE Capital International Funding Co Unlimited Co	240.14 k	250.00 k principal	0.29	Debt	Long	Ireland
MPLX MPLX LP	239.72 k	250.00 k principal	0.29	Debt	Long	USA
META Meta Platforms, Inc.	224.67 k	250.00 k principal	0.27	Debt	Long	USA
Sabra Health Care LP	216.84 k	250.00 k principal	0.26	Debt	Long	USA
MFG Mizuho Financial Group, Inc.	209.97 k	200.00 k principal	0.26	Debt	Long	Japan
MUFG Mitsubishi UFJ Financial Group, Inc.	207.46 k	200.00 k principal	0.25	Debt	Long	Japan
HSBC HSBC Holdings plc	198.53 k	200.00 k principal	0.24	Debt	Long	UK
Enstar Group Ltd	198.15 k	200.00 k principal	0.24	Debt	Long	Bermuda
AMZN Amazon.com, Inc.	196.06 k	200.00 k principal	0.24	Debt	Long	USA
OHI Omega Healthcare Investors, Inc.	178.29 k	200.00 k principal	0.22	Debt	Long	USA
BAT Capital Corp	170.20 k	150.00 k principal	0.21	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	168.88 k	150.00 k principal	0.21	Debt	Long	USA
Bank of New York Mellon Corp/The	166.86 k	150.00 k principal	0.20	Debt	Long	USA
Piedmont Operating Partnership LP	165.84 k	150.00 k principal	0.20	Debt	Long	USA
OKE ONEOK, Inc.	165.21 k	150.00 k principal	0.20	Debt	Long	USA
TRGP Targa Resources Corp.	163.82 k	150.00 k principal	0.20	Debt	Long	USA
MU Micron Technology, Inc.	163.23 k	150.00 k principal	0.20	Debt	Long	USA
NVDA NVIDIA Corporation	162.06 k	200.00 k principal	0.20	Debt	Long	USA
SCHW The Charles Schwab Corporation	161.14 k	150.00 k principal	0.20	Debt	Long	USA
CRBG Corebridge Financial, Inc.	159.76 k	150.00 k principal	0.19	Debt	Long	USA
TRGP Targa Resources Corp.	159.35 k	150.00 k principal	0.19	Debt	Long	USA
ALLY Ally Financial Inc.	158.64 k	150.00 k principal	0.19	Debt	Long	USA
Jacobs Engineering Group Inc	158.59 k	150.00 k principal	0.19	Debt	Long	USA
Deutsche Bank AG/New York NY	157.92 k	150.00 k principal	0.19	Debt	Long	Germany
MU Micron Technology, Inc.	157.85 k	150.00 k principal	0.19	Debt	Long	USA
Simon Property Group LP	156.70 k	150.00 k principal	0.19	Debt	Long	USA
Cigna Holding Co	156.49 k	200.00 k principal	0.19	Debt	Long	USA
Westinghouse Air Brake Technologies Corp	156.21 k	150.00 k principal	0.19	Debt	Long	USA
GM General Motors Company	155.87 k	150.00 k principal	0.19	Debt	Long	USA
HAS Hasbro, Inc.	155.25 k	150.00 k principal	0.19	Debt	Long	USA
MTZ MasTec, Inc.	155.16 k	150.00 k principal	0.19	Debt	Long	USA
LII Lennox International Inc.	154.88 k	150.00 k principal	0.19	Debt	Long	USA
SCCO Southern Copper Corporation	154.04 k	150.00 k principal	0.19	Debt	Long	USA
BGC Group Inc	153.98 k	150.00 k principal	0.19	Debt	Long	USA
LOW Lowe's Companies, Inc.	153.47 k	150.00 k principal	0.19	Debt	Long	USA
COF Capital One Financial Corporation	153.28 k	150.00 k principal	0.19	Debt	Long	USA
CFG Citizens Financial Group, Inc.	153.11 k	150.00 k principal	0.19	Debt	Long	USA
PPWLM PacifiCorp	152.57 k	150.00 k principal	0.19	Debt	Long	USA
CPGX Columbia Pipeline Group Inc	151.82 k	150.00 k principal	0.19	Debt	Long	USA
MO Altria Group, Inc.	151.71 k	200.00 k principal	0.19	Debt	Long	USA
JPMorgan Chase & Co	150.83 k	150.00 k principal	0.18	Debt	Long	USA
VMW Vmware, Inc.	150.22 k	150.00 k principal	0.18	Debt	Long	USA
LLY Eli Lilly and Company	149.65 k	150.00 k principal	0.18	Debt	Long	USA
MRK Merck & Co., Inc.	149.41 k	150.00 k principal	0.18	Debt	Long	USA
Flex Ltd	149.32 k	150.00 k principal	0.18	Debt	Long	Singapore
GS The Goldman Sachs Group, Inc.	147.93 k	150.00 k principal	0.18	Debt	Long	USA
VMW Vmware, Inc.	147.42 k	150.00 k principal	0.18	Debt	Long	USA
WRKCo Inc.	147.09 k	150.00 k principal	0.18	Debt	Long	USA
RTX RTX Corporation	146.77 k	150.00 k principal	0.18	Debt	Long	USA
Broadcom Pte. Ltd.	146.54 k	150.00 k principal	0.18	Debt	Long	USA
Bank of New York Mellon Corp/The	146.40 k	150.00 k principal	0.18	Debt	Long	USA
LLY Eli Lilly and Company	146.38 k	150.00 k principal	0.18	Debt	Long	USA
CSL Carlisle Companies Incorporated	146.31 k	150.00 k principal	0.18	Debt	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	145.99 k	150.00 k principal	0.18	Debt	Long	Ireland
HAS Hasbro, Inc.	145.92 k	150.00 k principal	0.18	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	144.89 k	150.00 k principal	0.18	Debt	Long	Japan
KeyCorp	144.56 k	150.00 k principal	0.18	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	144.41 k	150.00 k principal	0.18	Debt	Long	USA
PPWLM PacifiCorp	143.97 k	150.00 k principal	0.18	Debt	Long	USA
HAS Hasbro, Inc.	143.39 k	150.00 k principal	0.17	Debt	Long	USA
RTX RTX Corporation	143.37 k	150.00 k principal	0.17	Debt	Long	USA
VMC Vulcan Materials Company	142.00 k	150.00 k principal	0.17	Debt	Long	USA
PPC Pilgrim's Pride Corporation	141.40 k	150.00 k principal	0.17	Debt	Long	USA
HWM Howmet Aerospace Inc.	140.92 k	150.00 k principal	0.17	Debt	Long	USA
MPLX MPLX LP	139.76 k	150.00 k principal	0.17	Debt	Long	USA
RTX Corp	139.66 k	150.00 k principal	0.17	Debt	Long	USA
CSL Carlisle Companies Incorporated	136.28 k	150.00 k principal	0.17	Debt	Long	USA
FSWP: OIS 1.214700 18-SEP-2026 SAR	135.48 k	9.68 mm other units	0.17	Interest rate derivative	N/A	USA
IFF International Flavors & Fragrances Inc.	134.73 k	150.00 k principal	0.16	Debt	Long	USA
Broadcom Pte. Ltd.	133.65 k	150.00 k principal	0.16	Debt	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	133.33 k	150.00 k principal	0.16	Debt	Long	Ireland
PPC Pilgrim's Pride Corporation	132.64 k	150.00 k principal	0.16	Debt	Long	USA
Plains All American Pipeline LP / PAA Finance Corp	132.22 k	150.00 k principal	0.16	Debt	Long	USA
Utah Acquisition Sub Inc	129.92 k	150.00 k principal	0.16	Debt	Long	USA
Plains All American Pipeline LP / PAA Finance Corp	129.06 k	150.00 k principal	0.16	Debt	Long	USA
PGR The Progressive Corporation	128.84 k	150.00 k principal	0.16	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	128.83 k	150.00 k principal	0.16	Debt	Long	USA
LLY Eli Lilly and Company	127.68 k	150.00 k principal	0.16	Debt	Long	USA
OHI Omega Healthcare Investors, Inc.	126.92 k	150.00 k principal	0.15	Debt	Long	USA
DFS Discover Financial Services	115.98 k	100.00 k principal	0.14	Debt	Long	USA
FIS Fidelity National Information Services, Inc.	112.68 k	150.00 k principal	0.14	Debt	Long	USA
BAT Capital Corp	111.46 k	100.00 k principal	0.14	Debt	Long	USA
PPC Pilgrim's Pride Corporation	110.54 k	100.00 k principal	0.13	Debt	Long	USA
GM General Motors Company	109.55 k	100.00 k principal	0.13	Debt	Long	USA
NFLX Netflix, Inc.	108.36 k	100.00 k principal	0.13	Debt	Long	USA
FOX Fox Corporation	108.33 k	100.00 k principal	0.13	Debt	Long	USA
CFG Citizens Financial Group, Inc.	108.07 k	100.00 k principal	0.13	Debt	Long	USA
ALLY Ally Financial Inc.	106.06 k	100.00 k principal	0.13	Debt	Long	USA
MU Micron Technology, Inc.	105.34 k	100.00 k principal	0.13	Debt	Long	USA
SCHW The Charles Schwab Corporation	105.32 k	100.00 k principal	0.13	Debt	Long	USA
CFG Citizens Financial Group, Inc.	102.80 k	100.00 k principal	0.13	Debt	Long	USA
FITB Fifth Third Bancorp	102.74 k	100.00 k principal	0.13	Debt	Long	USA
NFLX Netflix, Inc.	101.98 k	100.00 k principal	0.12	Debt	Long	USA
NFLX Netflix, Inc.	100.05 k	100.00 k principal	0.12	Debt	Long	USA
MTB M&T Bank Corporation	99.70 k	100.00 k principal	0.12	Debt	Long	USA
SYF Synchrony Financial	99.60 k	100.00 k principal	0.12	Debt	Long	USA
WRKCo Inc	99.55 k	100.00 k principal	0.12	Debt	Long	USA
Lazard Group LLC	98.81 k	100.00 k principal	0.12	Debt	Long	USA
Targa Resources Partners LP / Targa Resources Partners Finance Corp	98.22 k	100.00 k principal	0.12	Debt	Long	USA
TCP TC Pipelines LP	97.75 k	100.00 k principal	0.12	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	97.62 k	100.00 k principal	0.12	Debt	Long	USA
PM Philip Morris International Inc.	97.43 k	100.00 k principal	0.12	Debt	Long	USA
Leidos Inc	97.27 k	100.00 k principal	0.12	Debt	Long	USA
FIS Fidelity National Information Services, Inc.	94.89 k	100.00 k principal	0.12	Debt	Long	USA
VMW Vmware, Inc.	94.06 k	100.00 k principal	0.11	Debt	Long	USA
FIS Fidelity National Information Services, Inc.	90.55 k	100.00 k principal	0.11	Debt	Long	USA
DKS DICK'S Sporting Goods, Inc.	88.47 k	100.00 k principal	0.11	Debt	Long	USA
Mylan Inc.	85.66 k	100.00 k principal	0.10	Debt	Long	USA
Leidos Inc	85.52 k	100.00 k principal	0.10	Debt	Long	USA
TSN Tyson Foods, Inc.	85.45 k	100.00 k principal	0.10	Debt	Long	USA
BAT Capital Corp	81.79 k	100.00 k principal	0.10	Debt	Long	USA
LOW Lowe's Companies, Inc.	81.63 k	100.00 k principal	0.10	Debt	Long	USA
DKS DICK'S Sporting Goods, Inc.	75.03 k	100.00 k principal	0.09	Debt	Long	USA
PPWLM PacifiCorp	62.65 k	100.00 k principal	0.08	Debt	Long	USA
Cigna Holding Co	59.86 k	63.00 k principal	0.07	Debt	Long	USA
FSWP: AUD 4.450000 18-SEP-2034 AUD	55.02 k	2.88 mm other units	0.07	Interest rate derivative	N/A	USA
FSWP: NZD 4.572900 18-SEP-2034 3M	38.79 k	1.31 mm other units	0.05	Interest rate derivative	N/A	USA
FSWP: AUD 4.455500 18-SEP-2034 AUD	37.07 k	1.91 mm other units	0.05	Interest rate derivative	N/A	USA
FSWP: ZAR 8.404500 18-SEP-2029 JIB	35.37 k	19.30 mm other units	0.04	Interest rate derivative	N/A	USA
VRSK Verisk Analytics, Inc.	29.74 k	30.00 k principal	0.04	Debt	Long	USA
PURCHASED NOK / SOLD USD Citibank NA	19.50 k	1.00 contracts	0.02	DFE	N/A	Norway
PURCHASED SEK / SOLD USD Morgan Stanley & Co. International PLC	16.98 k	1.00 contracts	0.02	DFE	N/A	Sweden
FSWP: HKD 3.912500 19-SEP-2029 HKD	14.23 k	2.80 mm other units	0.02	Interest rate derivative	N/A	USA
FSWP: OIS 2.538000 18-SEP-2029 THO	12.98 k	20.00 mm other units	0.02	Interest rate derivative	N/A	USA
PURCHASED NOK / SOLD USD JPMorgan Chase Bank NA	12.64 k	1.00 contracts	0.02	DFE	N/A	Norway
FSWP: OIS 3.898500 18-SEP-2026 CAD	12.36 k	1.26 mm other units	0.02	Interest rate derivative	N/A	USA
FSWP: AUD 4.327000 18-SEP-2026 AUD	12.28 k	1.50 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: MYR 3.700000 18-SEP-2029 KLI	11.59 k	4.00 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.739000 18-SEP-2026 CAD	11.31 k	1.50 mm other units	0.01	Interest rate derivative	N/A	USA
PURCHASED GBP / SOLD USD Citibank NA	11.15 k	1.00 contracts	0.01	DFE	N/A	UK
FSWP: AUD 4.393000 18-SEP-2034 AUD	9.56 k	600.00 k other units	0.01	Interest rate derivative	N/A	USA
PURCHASED GBP / SOLD USD Barclays Bank PLC	8.85 k	1.00 contracts	0.01	DFE	N/A	UK
FSWP: NZD 4.209500 18-SEP-2034 3M	8.66 k	800.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 4.474500 18-SEP-2026 SON	8.54 k	850.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 2.615700 18-SEP-2034 EST	8.40 k	390.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.760000 18-SEP-2034 SOF	8.10 k	300.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.351000 18-SEP-2034 CAD	7.88 k	400.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.413000 18-SEP-2034 CAD	7.10 k	300.00 k other units	0.01	Interest rate derivative	N/A	USA
PURCHASED NOK / SOLD USD Bank of America NA	6.85 k	1.00 contracts	0.01	DFE	N/A	Norway
FSWP: AUD 4.409000 18-SEP-2034 AUD	6.73 k	400.00 k other units	0.01	Interest rate derivative	N/A	USA
PURCHASED CAD / SOLD USD Goldman Sachs International	6.72 k	1.00 contracts	0.01	DFE	N/A	Canada
FSWP: OIS 0.899000 18-SEP-2026 SAR	6.54 k	1.00 mm other units	0.01	Interest rate derivative	N/A	USA
PURCHASED ILS / SOLD USD Morgan Stanley & Co. International PLC	5.88 k	1.00 contracts	0.01	DFE	N/A	Israel
FSWP: ILS 4.434500 18-SEP-2029 TEL	5.24 k	2.70 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 2.927000 18-SEP-2026 EST	5.06 k	500.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: SEK 2.566600 18-SEP-2034 3M	4.92 k	2.00 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.276000 18-SEP-2034 CAD	4.48 k	300.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.705500 18-SEP-2034 SOF	4.48 k	200.00 k other units	0.01	Interest rate derivative	N/A	USA
PURCHASED CAD / SOLD USD Citibank NA	4.27 k	1.00 contracts	0.01	DFE	N/A	Canada
PURCHASED GBP / SOLD USD Morgan Stanley & Co. International PLC	4.00 k	1.00 contracts	0.00	DFE	N/A	UK
PURCHASED EUR / SOLD USD Deutsche Bank AG	3.76 k	1.00 contracts	0.00	DFE	N/A	XX
PURCHASED GBP / SOLD USD JPMorgan Chase Bank NA	3.58 k	1.00 contracts	0.00	DFE	N/A	UK
PURCHASED ZAR / SOLD USD Morgan Stanley & Co. International PLC	3.40 k	1.00 contracts	0.00	DFE	N/A	South Africa
PURCHASED CAD / SOLD USD State Street Bank & Trust Co.	3.25 k	1.00 contracts	0.00	DFE	N/A	Canada
PURCHASED AUD / SOLD USD Citibank NA	3.14 k	1.00 contracts	0.00	DFE	N/A	Australia
PURCHASED USD / SOLD MXN Brown Brothers Harriman & Co.	3.10 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED CAD / SOLD USD Brown Brothers Harriman & Co.	2.77 k	1.00 contracts	0.00	DFE	N/A	Canada
FSWP: NZD 4.131500 18-SEP-2034 3M	2.72 k	400.00 k other units	0.00	Interest rate derivative	N/A	USA
PURCHASED CAD / SOLD USD Morgan Stanley & Co. International PLC	2.56 k	1.00 contracts	0.00	DFE	N/A	Canada
FSWP: OIS 3.228500 18-SEP-2034 CAD	2.38 k	200.00 k other units	0.00	Interest rate derivative	N/A	USA
FSWP: TWD 1.952500 18-SEP-2029 TAI	2.36 k	6.70 mm other units	0.00	Interest rate derivative	N/A	USA
FSWP: TWD 1.934500 18-SEP-2029 TAI	2.34 k	7.20 mm other units	0.00	Interest rate derivative	N/A	USA
PURCHASED NOK / SOLD USD Bank of America NA	2.27 k	1.00 contracts	0.00	DFE	N/A	Norway
FSWP: OIS 2.973000 18-SEP-2034 CAD	2.18 k	500.00 k other units	0.00	Interest rate derivative	N/A	USA
FSWP: OIS 3.420000 18-SEP-2034 CAD	2.17 k	90.00 k other units	0.00	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD KRW Citibank NA	2.13 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED GBP / SOLD USD State Street Bank & Trust Co.	2.09 k	1.00 contracts	0.00	DFE	N/A	UK
FSWP: NZD 3.783500 18-SEP-2026 3M	2.08 k	1.50 mm other units	0.00	Interest rate derivative	N/A	USA
FSWP: OIS 3.743500 18-SEP-2034 SON	2.07 k	300.00 k other units	0.00	Interest rate derivative	N/A	USA
PURCHASED IDR / SOLD USD Citibank NA	1.98 k	1.00 contracts	0.00	DFE	N/A	Indonesia
PURCHASED USD / SOLD MXN State Street Bank & Trust Co.	1.87 k	1.00 contracts	0.00	DFE	N/A	USA
FSWP: OIS 2.969000 18-SEP-2034 CAD	1.84 k	400.00 k other units	0.00	Interest rate derivative	N/A	USA
FSWP: AUD 4.040000 18-SEP-2034 AUD	1.82 k	500.00 k other units	0.00	Interest rate derivative	N/A	USA
PURCHASED THB / SOLD USD Citibank NA	1.60 k	1.00 contracts	0.00	DFE	N/A	Thailand
FSWP: OIS 3.531000 18-SEP-2034 SOF	1.54 k	200.00 k other units	0.00	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD COP State Street Bank & Trust Co.	1.54 k	1.00 contracts	0.00	DFE	N/A	USA
FSWP: TWD 1.875500 18-SEP-2029 TAI	1.53 k	6.60 mm other units	0.00	Interest rate derivative	N/A	USA
PURCHASED SGD / SOLD USD Deutsche Bank AG	1.24 k	1.00 contracts	0.00	DFE	N/A	Singapore
PURCHASED BRL / SOLD USD Morgan Stanley & Co. International PLC	1.23 k	1.00 contracts	0.00	DFE	N/A	Brazil