GMO Multi-Sector Fixed Income Fund

Fund Profile

Fund profile

Tickers

GUGAX, GPBFX

Fund manager

GMO Quality Fund

Total assets

$98.52 mm

Liabilities

$18.27 mm

Net assets

$80.25 mm

Number of holdings

305.00

Top 200 of 305 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
NOMURA REPO	16.00 mm	16.00 mm principal	19.94	Repurchase agreement	Long	USA
GMO Opportunistic Income Fund	14.60 mm	602.52 k shares	18.19	Common equity	Long	USA
AMZN Amazon.com, Inc.	13.51 mm	65.00 k shares	16.84	Common equity	Long	USA
Japan Treasury Discount Bill	9.72 mm	1.46 bn principal	12.12	Short-term investment vehicle	Long	Japan
Uniform Mortgage-Backed Security, TBA	9.33 mm	10.70 mm principal	11.62	ABS-mortgage backed security	Long	USA
Ginnie Mae	4.66 mm	5.10 mm principal	5.81	ABS-mortgage backed security	Long	USA
GMO Emerging Country Debt	4.10 mm	196.14 k shares	5.10	Common equity	Long	USA
Uniform Mortgage-Backed Security, TBA	4.00 mm	4.00 mm principal	4.98	ABS-mortgage backed security	Long	USA
U.S. Treasury Floating Rate Notes	1.25 mm	1.25 mm principal	1.56	Debt	Long	USA
U.S. Treasury Floating Rate Notes	1.10 mm	1.10 mm principal	1.37	Debt	Long	USA
PURCHASED USD / SOLD JPY Morgan Stanley & Co. International PLC	522.41 k	1.00 contracts	0.65	DFE	N/A	USA
U.S. Treasury Floating Rate Notes	499.96 k	500.00 k principal	0.62	Debt	Long	USA
TRSWAP: AMZN US EQUITY Goldman Sachs & Co. LLC	428.39 k	13.09 mm other units	0.53	Equity derivative	N/A	UK
State Street Institutional Treasury Money Market Fund	380.25 k	380.25 k shares	0.47	Short-term investment vehicle	Long	USA
FSK FS KKR Capital Corp.	273.36 k	300.00 k principal	0.34	Debt	Long	USA
GE Capital International Funding Co Unlimited Co	238.52 k	250.00 k principal	0.30	Debt	Long	Ireland
META Meta Platforms, Inc.	225.62 k	250.00 k principal	0.28	Debt	Long	USA
Sabra Health Care LP	218.86 k	250.00 k principal	0.27	Debt	Long	USA
Enstar Group Ltd	198.61 k	200.00 k principal	0.25	Debt	Long	Bermuda
OHI Omega Healthcare Investors, Inc.	180.11 k	200.00 k principal	0.22	Debt	Long	USA
ORCL Oracle Corporation	176.10 k	150.00 k principal	0.22	Debt	Long	USA
BAT Capital Corp	171.84 k	150.00 k principal	0.21	Debt	Long	USA
BLK BlackRock, Inc.	171.19 k	200.00 k principal	0.21	Debt	Long	USA
BMY Bristol-Myers Squibb Company	168.25 k	150.00 k principal	0.21	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	167.58 k	150.00 k principal	0.21	Debt	Long	USA
OKE ONEOK, Inc.	166.66 k	150.00 k principal	0.21	Debt	Long	USA
Piedmont Operating Partnership LP	165.57 k	150.00 k principal	0.21	Debt	Long	USA
Bank of New York Mellon Corp/The	165.48 k	150.00 k principal	0.21	Debt	Long	USA
NGLS TRI Resources Inc.	164.93 k	150.00 k principal	0.21	Debt	Long	USA
GLW Corning Incorporated	164.44 k	200.00 k principal	0.20	Debt	Long	USA
MTB M&T Bank Corporation	161.82 k	150.00 k principal	0.20	Debt	Long	USA
Bank of New York Mellon Corp/The	158.81 k	150.00 k principal	0.20	Debt	Long	USA
NGLS TRI Resources Inc.	158.27 k	150.00 k principal	0.20	Debt	Long	USA
Jacobs Engineering Group Inc	157.17 k	150.00 k principal	0.20	Debt	Long	USA
PEG Public Service Enterprise Group Incorporated	156.32 k	150.00 k principal	0.19	Debt	Long	USA
PEG Public Service Enterprise Group Incorporated	155.17 k	150.00 k principal	0.19	Debt	Long	USA
Westinghouse Air Brake Technologies Corp	155.02 k	150.00 k principal	0.19	Debt	Long	USA
Leidos Inc	154.59 k	150.00 k principal	0.19	Debt	Long	USA
BMY Bristol-Myers Squibb Company	154.58 k	150.00 k principal	0.19	Debt	Long	USA
HAS Hasbro, Inc.	154.38 k	150.00 k principal	0.19	Debt	Long	USA
LOW Lowe's Companies, Inc.	154.27 k	150.00 k principal	0.19	Debt	Long	USA
COF Capital One Financial Corporation	154.26 k	150.00 k principal	0.19	Debt	Long	USA
MTZ MasTec, Inc.	153.94 k	150.00 k principal	0.19	Debt	Long	USA
LII Lennox International Inc.	153.75 k	150.00 k principal	0.19	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	153.73 k	150.00 k principal	0.19	Debt	Long	USA
FI Fiserv, Inc.	153.48 k	150.00 k principal	0.19	Debt	Long	USA
CFG Citizens Financial Group, Inc.	153.05 k	150.00 k principal	0.19	Debt	Long	USA
SNV Synovus Financial Corp.	152.72 k	150.00 k principal	0.19	Debt	Long	USA
MO Altria Group, Inc.	152.08 k	200.00 k principal	0.19	Debt	Long	USA
Goldman Sachs Bank USA/New York NY	150.97 k	150.00 k principal	0.19	Debt	Long	USA
CPGX Columbia Pipeline Group Inc	150.92 k	150.00 k principal	0.19	Debt	Long	USA
PM Philip Morris International Inc.	150.65 k	150.00 k principal	0.19	Debt	Long	USA
RF Regions Financial Corporation	150.58 k	150.00 k principal	0.19	Debt	Long	USA
Boston Properties LP	150.50 k	150.00 k principal	0.19	Debt	Long	USA
KMI Kinder Morgan, Inc.	149.93 k	150.00 k principal	0.19	Debt	Long	USA
JPMorgan Chase & Co	149.87 k	150.00 k principal	0.19	Debt	Long	USA
OHI Omega Healthcare Investors, Inc.	148.97 k	150.00 k principal	0.19	Debt	Long	USA
TransCanada Pipelines Ltd	147.77 k	150.00 k principal	0.18	Debt	Long	Canada
MS Morgan Stanley	147.72 k	150.00 k principal	0.18	Debt	Long	USA
Ventas Realty LP	147.71 k	150.00 k principal	0.18	Debt	Long	USA
CHRW C.H. Robinson Worldwide, Inc.	147.52 k	150.00 k principal	0.18	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	147.19 k	150.00 k principal	0.18	Debt	Long	USA
GLW Corning Incorporated	146.95 k	150.00 k principal	0.18	Debt	Long	USA
VMW Vmware, Inc.	146.91 k	150.00 k principal	0.18	Debt	Long	USA
HAS Hasbro, Inc.	146.72 k	150.00 k principal	0.18	Debt	Long	USA
KMI Kinder Morgan, Inc.	146.48 k	150.00 k principal	0.18	Debt	Long	USA
BMY Bristol-Myers Squibb Company	146.37 k	150.00 k principal	0.18	Debt	Long	USA
RTX RTX Corporation	146.35 k	150.00 k principal	0.18	Debt	Long	USA
BLK BlackRock, Inc.	146.24 k	150.00 k principal	0.18	Debt	Long	USA
CSL Carlisle Companies Incorporated	146.18 k	150.00 k principal	0.18	Debt	Long	USA
Bank of New York Mellon Corp/The	146.03 k	150.00 k principal	0.18	Debt	Long	USA
FOX Fox Corporation	146.03 k	150.00 k principal	0.18	Debt	Long	USA
Morgan Stanley	145.69 k	150.00 k principal	0.18	Debt	Long	USA
Broadcom Pte. Ltd.	145.56 k	150.00 k principal	0.18	Debt	Long	USA
ORCL Oracle Corporation	145.48 k	150.00 k principal	0.18	Debt	Long	USA
ORCL Oracle Corporation	145.32 k	150.00 k principal	0.18	Debt	Long	USA
GILD Gilead Sciences, Inc.	145.11 k	150.00 k principal	0.18	Debt	Long	USA
KeyCorp	144.55 k	150.00 k principal	0.18	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	144.52 k	150.00 k principal	0.18	Debt	Long	USA
WMT Walmart Inc.	144.31 k	200.00 k principal	0.18	Debt	Long	USA
TransCanada Pipelines Ltd	144.31 k	150.00 k principal	0.18	Debt	Long	Canada
MMM 3M Company	143.86 k	150.00 k principal	0.18	Debt	Long	USA
MMM 3M Company	143.62 k	150.00 k principal	0.18	Debt	Long	USA
Morgan Stanley	143.33 k	150.00 k principal	0.18	Debt	Long	USA
AAPL Apple Inc.	142.99 k	150.00 k principal	0.18	Debt	Long	USA
RTX RTX Corporation	142.92 k	150.00 k principal	0.18	Debt	Long	USA
AFL Aflac Incorporated	142.90 k	150.00 k principal	0.18	Debt	Long	USA
HAS Hasbro, Inc.	142.51 k	150.00 k principal	0.18	Debt	Long	USA
PM Philip Morris International Inc.	142.47 k	150.00 k principal	0.18	Debt	Long	USA
HWM Howmet Aerospace Inc.	140.03 k	150.00 k principal	0.17	Debt	Long	USA
PPC Pilgrim's Pride Corporation	139.92 k	150.00 k principal	0.17	Debt	Long	USA
WMT Walmart Inc.	138.78 k	150.00 k principal	0.17	Debt	Long	USA
RTX Corp	138.40 k	150.00 k principal	0.17	Debt	Long	USA
AAPL Apple Inc.	138.31 k	150.00 k principal	0.17	Debt	Long	USA
BABA Alibaba Group Holding Limited	137.06 k	200.00 k principal	0.17	Debt	Long	Cayman Islands
MMM 3M Company	135.80 k	150.00 k principal	0.17	Debt	Long	USA
CSL Carlisle Companies Incorporated	135.54 k	150.00 k principal	0.17	Debt	Long	USA
IFF International Flavors & Fragrances Inc.	134.64 k	150.00 k principal	0.17	Debt	Long	USA
BLK BlackRock, Inc.	134.52 k	150.00 k principal	0.17	Debt	Long	USA
PPC Pilgrim's Pride Corporation	131.86 k	150.00 k principal	0.16	Debt	Long	USA
CIXXF CI Financial Corp.	131.24 k	150.00 k principal	0.16	Debt	Long	Canada
NTRS Northern Trust Corporation	130.78 k	150.00 k principal	0.16	Debt	Long	USA
WMT Walmart Inc.	129.95 k	150.00 k principal	0.16	Debt	Long	USA
OHI Omega Healthcare Investors, Inc.	128.86 k	150.00 k principal	0.16	Debt	Long	USA
PGR The Progressive Corporation	127.70 k	150.00 k principal	0.16	Debt	Long	USA
AAPL Apple Inc.	120.85 k	150.00 k principal	0.15	Debt	Long	USA
US ULTRA BOND CBT MAR25	119.76 k	29.00 contracts	0.15	Interest rate derivative	N/A	USA
FIS Fidelity National Information Services, Inc.	113.60 k	150.00 k principal	0.14	Debt	Long	USA
BAT Capital Corp	112.34 k	100.00 k principal	0.14	Debt	Long	USA
MO Altria Group, Inc.	111.17 k	100.00 k principal	0.14	Debt	Long	USA
PPC Pilgrim's Pride Corporation	109.23 k	100.00 k principal	0.14	Debt	Long	USA
CFG Citizens Financial Group, Inc.	108.31 k	100.00 k principal	0.13	Debt	Long	USA
FOX Fox Corporation	107.32 k	100.00 k principal	0.13	Debt	Long	USA
NFLX Netflix, Inc.	107.09 k	100.00 k principal	0.13	Debt	Long	USA
Ventas Realty LP	103.05 k	100.00 k principal	0.13	Debt	Long	USA
FITB Fifth Third Bancorp	102.83 k	100.00 k principal	0.13	Debt	Long	USA
MO Altria Group, Inc.	102.76 k	100.00 k principal	0.13	Debt	Long	USA
CFG Citizens Financial Group, Inc.	102.70 k	100.00 k principal	0.13	Debt	Long	USA
CMI Cummins Inc.	102.57 k	100.00 k principal	0.13	Debt	Long	USA
Arizona Public Service Co	102.37 k	100.00 k principal	0.13	Debt	Long	USA
PEG Public Service Enterprise Group Incorporated	102.10 k	100.00 k principal	0.13	Debt	Long	USA
NFLX Netflix, Inc.	101.02 k	100.00 k principal	0.13	Debt	Long	USA
NFLX Netflix, Inc.	99.86 k	100.00 k principal	0.12	Debt	Long	USA
ILMN Illumina, Inc.	99.62 k	100.00 k principal	0.12	Debt	Long	USA
SYF Synchrony Financial	99.21 k	100.00 k principal	0.12	Debt	Long	USA
MTB M&T Bank Corporation	99.15 k	100.00 k principal	0.12	Debt	Long	USA
Lazard Group LLC	98.69 k	100.00 k principal	0.12	Debt	Long	USA
FOX Fox Corporation	98.29 k	100.00 k principal	0.12	Debt	Long	USA
Lazard Group LLC	98.11 k	100.00 k principal	0.12	Debt	Long	USA
Targa Resources Partners LP / Targa Resources Partners Finance Corp	97.94 k	100.00 k principal	0.12	Debt	Long	USA
PM Philip Morris International Inc.	97.81 k	100.00 k principal	0.12	Debt	Long	USA
TCP TC Pipelines LP	97.74 k	100.00 k principal	0.12	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	97.37 k	100.00 k principal	0.12	Debt	Long	USA
MTB M&T Bank Corporation	97.19 k	100.00 k principal	0.12	Debt	Long	USA
Leidos Inc	96.32 k	100.00 k principal	0.12	Debt	Long	USA
FIS Fidelity National Information Services, Inc.	95.64 k	100.00 k principal	0.12	Debt	Long	USA
VMW Vmware, Inc.	94.48 k	100.00 k principal	0.12	Debt	Long	USA
FSWP: OIS 0.512000 18-DEC-2026 SAR	92.65 k	10.30 mm other units	0.12	Interest rate derivative	N/A	USA
AFL Aflac Incorporated	91.56 k	100.00 k principal	0.11	Debt	Long	USA
Ventas Realty LP	91.38 k	100.00 k principal	0.11	Debt	Long	USA
FIS Fidelity National Information Services, Inc.	90.80 k	100.00 k principal	0.11	Debt	Long	USA
TSN Tyson Foods, Inc.	86.28 k	100.00 k principal	0.11	Debt	Long	USA
Leidos Inc	85.70 k	100.00 k principal	0.11	Debt	Long	USA
BAT Capital Corp	83.01 k	100.00 k principal	0.10	Debt	Long	USA
LOW Lowe's Companies, Inc.	82.45 k	100.00 k principal	0.10	Debt	Long	USA
Broadcom Pte. Ltd.	82.21 k	100.00 k principal	0.10	Debt	Long	USA
US LONG BOND(CBT) MAR25	81.76 k	28.00 contracts	0.10	Interest rate derivative	N/A	USA
NVDA NVIDIA Corporation	78.71 k	100.00 k principal	0.10	Debt	Long	USA
US 5YR NOTE (CBT) MAR25	71.15 k	80.00 contracts	0.09	Interest rate derivative	N/A	USA
Simon Property Group LP	52.72 k	50.00 k principal	0.07	Debt	Long	USA
PURCHASED JPY / SOLD USD State Street Bank & Trust Co.	48.65 k	1.00 contracts	0.06	DFE	N/A	Japan
PURCHASED USD / SOLD CHF State Street Bank & Trust Co.	44.18 k	1.00 contracts	0.06	DFE	N/A	USA
PURCHASED USD / SOLD EUR State Street Bank & Trust Co.	36.63 k	1.00 contracts	0.05	DFE	N/A	USA
FSWP: AUD 3.564000 18-DEC-2026 AUD	33.16 k	6.62 mm other units	0.04	Interest rate derivative	N/A	USA
VRSK Verisk Analytics, Inc.	29.86 k	30.00 k principal	0.04	Debt	Long	USA
US 10YR NOTE (CBT)MAR25	27.97 k	39.00 contracts	0.03	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) MAR25	22.79 k	37.00 contracts	0.03	Interest rate derivative	N/A	USA
FSWP: OIS 3.250000 18-DEC-2034 SOF	12.79 k	340.00 k other units	0.02	Interest rate derivative	N/A	USA
FSWP: NZD 3.529000 18-DEC-2026 3M	12.74 k	7.16 mm other units	0.02	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD NZD JPMorgan Chase Bank NA	12.33 k	1.00 contracts	0.02	DFE	N/A	USA
FSWP: CLP 4.437000 18-DEC-2029 CLI	12.12 k	600.00 mm other units	0.02	Interest rate derivative	N/A	USA
FSWP: AUD 4.597000 18-DEC-2034 AUD	11.56 k	900.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 2.177000 18-DEC-2029 SOR	11.36 k	1.10 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: NZD 4.137000 18-DEC-2034 3M	11.33 k	3.01 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 2.167500 18-DEC-2026 EST	10.09 k	1.50 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: AUD 3.896500 18-DEC-2034 AUD	9.67 k	400.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.124000 18-DEC-2034 SOF	9.61 k	200.00 k other units	0.01	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD BRL Morgan Stanley & Co. International PLC	9.50 k	1.00 contracts	0.01	DFE	N/A	USA
PURCHASED JPY / SOLD USD State Street Bank & Trust Co.	7.56 k	1.00 contracts	0.01	DFE	N/A	Japan
FSWP: OIS 7.148000 18-DEC-2029 IBR	7.45 k	1.20 bn other units	0.01	Interest rate derivative	N/A	USA
FSWP: AUD 3.785500 18-DEC-2026 AUD	6.76 k	3.00 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.305500 18-DEC-2034 SOF	6.60 k	200.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 2.157000 18-DEC-2026 EST	6.51 k	1.00 mm other units	0.01	Interest rate derivative	N/A	USA
FSWP: ILS 4.192000 18-DEC-2029 TEL	6.43 k	3.50 mm other units	0.01	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD AUD State Street Bank & Trust Co.	6.42 k	1.00 contracts	0.01	DFE	N/A	USA
US 10YR ULTRA FUT MAR25	6.12 k	9.00 contracts	0.01	Interest rate derivative	N/A	USA
FSWP: OIS 3.152500 18-DEC-2034 CAD	5.70 k	400.00 k other units	0.01	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD GBP Morgan Stanley & Co. International PLC	5.33 k	1.00 contracts	0.01	DFE	N/A	USA
FSWP: OIS 0.273000 18-DEC-2026 SAR	5.26 k	1.50 mm other units	0.01	Interest rate derivative	N/A	USA
PURCHASED TRY / SOLD USD Barclays Bank PLC	5.08 k	1.00 contracts	0.01	DFE	N/A	Turkey
PURCHASED USD / SOLD CHF Citibank NA	5.04 k	1.00 contracts	0.01	DFE	N/A	USA
FSWP: OIS 3.896500 18-DEC-2026 SON	4.91 k	1.00 mm other units	0.01	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD CHF Citibank NA	4.56 k	1.00 contracts	0.01	DFE	N/A	USA
FSWP: OIS 2.850000 18-DEC-2034 CAD	4.23 k	960.00 k other units	0.01	Interest rate derivative	N/A	USA
PURCHASED ZAR / SOLD USD Morgan Stanley & Co. International PLC	4.18 k	1.00 contracts	0.01	DFE	N/A	South Africa
FSWP: OIS 2.240000 18-DEC-2034 EST	4.08 k	180.00 k other units	0.01	Interest rate derivative	N/A	USA
FSWP: AUD 4.015000 18-DEC-2034 AUD	3.58 k	200.00 k other units	0.00	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD RON Barclays Bank PLC	3.57 k	1.00 contracts	0.00	DFE	N/A	USA
FSWP: PLN 4.282000 18-DEC-2029 WIB	3.48 k	1.80 mm other units	0.00	Interest rate derivative	N/A	USA
FSWP: SEK 2.288500 18-DEC-2034 3M	3.11 k	4.00 mm other units	0.00	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD TWD State Street Bank & Trust Co.	3.02 k	1.00 contracts	0.00	DFE	N/A	USA
FSWP: OIS 8.289300 18-DEC-2029 IBR	2.94 k	700.00 mm other units	0.00	Interest rate derivative	N/A	USA
PURCHASED PEN / SOLD USD Morgan Stanley & Co. International PLC	2.77 k	1.00 contracts	0.00	DFE	N/A	Peru
FSWP: OIS 3.548000 18-DEC-2034 SOF	2.58 k	200.00 k other units	0.00	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD GBP Citibank NA	2.54 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD PHP Barclays Bank PLC	2.09 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD NZD State Street Bank & Trust Co.	1.95 k	1.00 contracts	0.00	DFE	N/A	USA
FSWP: INR 5.997000 18-DEC-2029 INR	1.89 k	80.00 mm other units	0.00	Interest rate derivative	N/A	USA
FSWP: PLN 4.853000 18-DEC-2029 WIB	1.87 k	450.00 k other units	0.00	Interest rate derivative	N/A	USA
FSWP: OIS 2.985500 18-DEC-2026 CAD	1.70 k	1.00 mm other units	0.00	Interest rate derivative	N/A	USA