FundWatcher
GMO Multi-Sector Fixed Income Fund
GMO TRUST

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Aug 31, 2025 → Nov 30, 2025

Expand a category to see the positions behind it, ranked by weight.

Security Shares Aug 2025 Shares Nov 2025 Δ shares End % Δ value
FNCL 3 12/22 0 10,100,000 10,100,000 8.49% $8.97M
Japan Treasury Discount Bill 0 770,000,000 770,000,000 4.66% $4.92M
Government National Mortgage Association, TBA 0 4,800,000 4,800,000 4.16% $4.40M
FNCL 6 12/24 0 1,875,000 1,875,000 1.82% $1.92M
FNCL 5.5 12/24 0 1,875,000 1,875,000 1.80% $1.90M
SMITH & NEPHEW 0 165,000 165,000 0.16% $172.20K
ROGERS COMMUNIC 0 165,000 165,000 0.16% $167.29K
ALBEMARLE CORP 0 165,000 165,000 0.16% $165.59K
BROOKFIELD FIN 0 150,000 150,000 0.15% $163.09K
VIACOMCBS INC 0 165,000 165,000 0.15% $162.81K
QORVO INC 0 165,000 165,000 0.15% $162.77K
MICRON TECH 0 150,000 150,000 0.15% $160.98K
INTEL CORP 0 165,000 165,000 0.15% $159.42K
MICRON TECH 0 150,000 150,000 0.15% $157.88K
CITIZENS FIN GRP 0 150,000 150,000 0.15% $157.33K
APPLOVIN CORP 0 150,000 150,000 0.15% $156.06K
MARATHON PETRO 0 150,000 150,000 0.15% $155.78K
BOSTON PROP LP 0 150,000 150,000 0.15% $154.45K
INTEL CORP 0 180,000 180,000 0.15% $153.50K
INTEL CORP 0 195,000 195,000 0.14% $150.96K
MICRON TECH 0 135,000 135,000 0.14% $143.79K
UPJOHN INC 0 195,000 195,000 0.12% $130.75K
APPLOVIN CORP 0 120,000 120,000 0.12% $124.21K
SYNCHRONY FINANC 0 120,000 120,000 0.12% $122.76K
APPLOVIN CORP 0 120,000 120,000 0.12% $122.75K
BROOKFIELD FIN 0 120,000 120,000 0.12% $122.04K
SMITH & NEPHEW 0 120,000 120,000 0.10% $107.88K
ZOOM COMMUNICATIONS INC 0 12,580,000 12,580,000 -0.14% -$144.50K
Security Shares Aug 2025 Shares Nov 2025 Δ shares End % Δ value
Uniform Mortgage-Backed Security, TBA 10,100,000 0 -10,100,000 0.00% -$8.75M
Government National Mortgage Association, TBA 4,800,000 0 -4,800,000 0.00% -$4.37M
Uniform Mortgage-Backed Security, TBA 3,750,000 0 -3,750,000 0.00% -$3.77M
PAYCHEX INC 150,000 0 -150,000 0.00% -$155.17K
MAREX GROUP 150,000 0 -150,000 0.00% -$152.04K
KINDER MORGAN 150,000 0 -150,000 0.00% -$151.75K
PHILIP MORRIS IN 150,000 0 -150,000 0.00% -$151.36K
KROGER CO 150,000 0 -150,000 0.00% -$149.50K
FS KKR CAPITAL 150,000 0 -150,000 0.00% -$148.97K
TRANSCANADA PL 150,000 0 -150,000 0.00% -$147.70K
ANHEUSER-BUSCH 150,000 0 -150,000 0.00% -$146.39K
FOX CORP 150,000 0 -150,000 0.00% -$141.41K
WALMART INC 200,000 0 -200,000 0.00% -$140.95K
KROGER CO 150,000 0 -150,000 0.00% -$140.07K
FS KKR CAPITAL 150,000 0 -150,000 0.00% -$137.90K
NORTHERN TRST CO 150,000 0 -150,000 0.00% -$136.42K
PILGRIM'S PRIDE 150,000 0 -150,000 0.00% -$135.54K
CI FINANCIAL CO 150,000 0 -150,000 0.00% -$134.81K
PILGRIM'S PRIDE 100,000 0 -100,000 0.00% -$109.50K
FOX CORP 100,000 0 -100,000 0.00% -$108.85K
NETFLIX INC 100,000 0 -100,000 0.00% -$107.93K
MAREX GROUP 100,000 0 -100,000 0.00% -$103.06K
CENCORA INC 100,000 0 -100,000 0.00% -$102.28K
NETFLIX INC 100,000 0 -100,000 0.00% -$102.28K
NETFLIX INC 100,000 0 -100,000 0.00% -$100.60K
PHILIP MORRIS IN 100,000 0 -100,000 0.00% -$99.24K
CENCORA INC 100,000 0 -100,000 0.00% -$91.64K
UNITED STATES DOLLAR 1 0 -1 0.00% $879
Security Shares Aug 2025 Shares Nov 2025 Δ shares End % Δ value
NOMURA TREAS TRIPARTY 24,999,116 25,999,760 1,000,644 24.61% $1.00M
WHEAT SEP 26 250 274 24 0.04% -$66.88K
USD-SOFR-OIS Compound---20350226 277,703,000 939,233,000 661,530,000 0.01% $42.46K
ZOOM COMMUNICATIONS INC CLASS A 24 26 2 0.01% $3.14K
ZURICH INSURANCE GROUP AG 17 27 10 0.00% -$11.31K
ZTO EXPRESS CAYMAN INC (GS) (CFD) 10 12 2 0.00% $2.00K
US DOLLARS 14 16 2 0.00% -$16.74K
ZSCALER INC 4 5 1 0.00% -$1.64K
ZCS BRL 14.0087 05/12/25-01/04/27 CME 3,726,218,663 3,743,018,663 16,800,000 -0.03% -$54.37K
Security Shares Aug 2025 Shares Nov 2025 Δ shares End % Δ value
State Street Institutional Treasury Money Market Fund 2,505,555 1,264,633 -1,240,922 1.20% -$1.24M
ZOETIS INC CFD 5 4 -1 0.01% -$833
USD P ZAR C @16.70000 EO 10 3 -7 0.00% $2.19K
Security Shares Aug 2025 Shares Nov 2025 Δ shares End % Δ value
U.S. Treasury Notes 16,451,000 16,451,000 0 15.57% -$2.50K
GMO Opportunistic Income Fund 602,517 602,517 0 13.99% $60.25K
GMO Emerging Country Debt, Class VI 196,141 196,141 0 4.34% $313.83K
U.S.Treasury Notes 1,080,000 1,080,000 0 1.02% -$61
U.S. Treasury Notes 424,000 424,000 0 0.40% -$226
GE CAPITAL INTL 250,000 250,000 0 0.23% $5.12K
SABRA HEALTH CAR 250,000 250,000 0 0.22% $2.80K
OMEGA HEALTHCARE 200,000 200,000 0 0.18% $1.82K
DEUTSCHE BANK NY 200,000 200,000 0 0.17% $1.57K
CROWN CASTLE INT 200,000 200,000 0 0.17% $1.88K
ENBRIDGE ENERGY 150,000 150,000 0 0.17% $4.97K
CROWN CASTLE INT 200,000 200,000 0 0.17% $1.87K
BOEING CO/THE 150,000 150,000 0 0.16% $5.57K
BAT CAPITAL CORP 150,000 150,000 0 0.16% $4.91K
BORGWARNER INC 165,000 165,000 0 0.16% $3.22K
Synchrony Financial 165,000 165,000 0 0.16% $2.86K
BANK OF NY MELLO 150,000 150,000 0 0.16% $2.55K
GENERAL MOTORS C 180,000 180,000 0 0.16% $7.39K
CITIZENS FIN GRP 150,000 150,000 0 0.16% $2.06K
CORNING INC 200,000 200,000 0 0.16% $5.16K
CAPITAL ONE FINL 150,000 150,000 0 0.15% $1.66K
GENERAL MOTORS C 150,000 150,000 0 0.15% $7.35K
BANK OF NY MELLO 150,000 150,000 0 0.15% $2.15K
MYLAN NV 195,000 195,000 0 0.15% $2.34K
SANTANDER HOLD 150,000 150,000 0 0.15% $1.80K
Westinghouse Air Brake Technologies Corp. 150,000 150,000 0 0.15% $3.54K
HASBRO INC SR UNSECURED 05/34 6.05 150,000 150,000 0 0.15% $2.97K
TARGA RESOURCES 150,000 150,000 0 0.15% $5.05K
JACOBS ENGIN GRP 150,000 150,000 0 0.15% $142
CAPITAL ONE FINL 150,000 150,000 0 0.15% $1.78K
LAS VEGAS SAN 150,000 150,000 0 0.15% $996
NEWMNT / NEWCRST 150,000 150,000 0 0.15% $2.69K
LAS VEGAS SAN 150,000 150,000 0 0.15% $1.10K
MASTEC INC 150,000 150,000 0 0.15% $171
SANTANDER HOLD 150,000 150,000 0 0.15% -$823
APTIV SWISS HOLD 200,000 200,000 0 0.15% $11.86K
ALTRIA GROUP INC 200,000 200,000 0 0.15% $5.86K
ORACLE CORP 150,000 150,000 0 0.15% -$6.60K
VIACOMCBS INC 200,000 200,000 0 0.15% -$440
SYNOVUS FINL 150,000 150,000 0 0.15% -$501
SANUSA V5.741 03/20/31 150,000 150,000 0 0.15% -$478
VERISIGN INC 150,000 150,000 0 0.15% $1.24K
JPMORGAN CHASE 150,000 150,000 0 0.15% $1.93K
TAPESTRY INC 150,000 150,000 0 0.15% $671
CENTERPOINT HOUS 150,000 150,000 0 0.15% $348
TAPESTRY INC 150,000 150,000 0 0.15% $2.14K
Toronto-Dominion Bank (The) 150,000 150,000 0 0.15% $458
DEUTSCHE BANK NY 150,000 150,000 0 0.15% $2.60K
CENTERPOINT HOUS 150,000 150,000 0 0.15% $1.87K
WILLIAMS COS INC 150,000 150,000 0 0.14% $2.73K
CENTERPOINT HOUS 150,000 150,000 0 0.14% $2.32K
TAKE-TWO INTERAC 150,000 150,000 0 0.14% -$100
HCA INC 150,000 150,000 0 0.14% $7.85K
CROWN CASTLE INC 150,000 150,000 0 0.14% $2.23K
ESTEE LAUDER CO 150,000 150,000 0 0.14% $529
MORGAN STANLEY 150,000 150,000 0 0.14% $464
VENTAS REALTY LP 150,000 150,000 0 0.14% $338
LOWE'S COS INC 150,000 150,000 0 0.14% $5.14K
TRANSCANADA PL 150,000 150,000 0 0.14% $311
GOLDMAN SACHS GP 150,000 150,000 0 0.14% $203
COCA-COLA CO/THE 150,000 150,000 0 0.14% $5.34K
VMWARE LLC 150,000 150,000 0 0.14% $591
RTX CORP 150,000 150,000 0 0.14% $463
BANK OF NY MELLO 150,000 150,000 0 0.14% $324
MORGAN STANLEY 150,000 150,000 0 0.14% $506
BOEING CO 150,000 150,000 0 0.14% $4.88K
GILEAD SCIENCES 150,000 150,000 0 0.14% $764
PHILIP MORRIS IN 150,000 150,000 0 0.14% $1.32K
3M CO 150,000 150,000 0 0.14% $831
CORNING INC 150,000 150,000 0 0.14% $5.92K
ORACLE CORP 175,000 175,000 0 0.14% -$7.86K
HASBRO INC 150,000 150,000 0 0.14% $949
3M CO 150,000 150,000 0 0.14% $693
GENERAL MOTORS C 150,000 150,000 0 0.14% $6.16K
RTX CORP REGD SER WI 4.87500000 150,000 150,000 0 0.14% $4.92K
HOWMET AEROSPACE 150,000 150,000 0 0.14% $1.32K
DEUTSCHE BANK NY 150,000 150,000 0 0.14% $689
UNITED TECH CORP 150,000 150,000 0 0.13% $3.79K
VMWARE LLC 150,000 150,000 0 0.13% $1.27K
NVENT FINANCE 135,000 135,000 0 0.13% $2.59K
3M CO 150,000 150,000 0 0.13% $848
ANHEUSER-BUSCH 150,000 150,000 0 0.13% $4.35K
BORGWARNER INC 135,000 135,000 0 0.13% $458
APPLE INC 150,000 150,000 0 0.13% $3.88K
OMEGA HEALTHCARE 150,000 150,000 0 0.13% $3.21K
JACOBS ENGIN GRP 125,000 125,000 0 0.13% $1.40K
LAS VEGAS SAN 125,000 125,000 0 0.12% $2.42K
ORACLE CORP 175,000 175,000 0 0.12% -$5.66K
WALMART INC 150,000 150,000 0 0.12% $4.70K
POLARIS INC SR NT 6.95%, DUE 03/15/2029 120,000 120,000 0 0.12% $533
MYLAN INC 150,000 150,000 0 0.12% $2.22K
CAPITAL ONE FINL 100,000 100,000 0 0.11% $1.37K
ESTEE LAUDER CO 125,000 125,000 0 0.11% $1.12K
VIACOMCBS INC 125,000 125,000 0 0.11% -$188
MO 6.875 11/01/33 100,000 100,000 0 0.11% $1.82K
BOEING CO 150,000 150,000 0 0.11% $4.33K
BAT CAPITAL CORP 100,000 100,000 0 0.11% $2.31K
NATIONAL FUEL GA 100,000 100,000 0 0.10% $2.11K
VENTAS REALTY LP 100,000 100,000 0 0.10% $1.41K
ENTERGY LA LLC 100,000 100,000 0 0.10% $1.57K
CITIZENS FIN GRP 100,000 100,000 0 0.10% $190
ALTRIA GROUP INC 100,000 100,000 0 0.10% $2.03K
ENTERGY LA LLC 100,000 100,000 0 0.10% $1.68K
FOX CORP 100,000 100,000 0 0.10% $2.50K
M&T BANK CORP 100,000 100,000 0 0.10% $1.67K
TC PIPELINES LP 100,000 100,000 0 0.09% $198
GOLDMAN SACHS GP 100,000 100,000 0 0.09% $368
CENCORA INC 100,000 100,000 0 0.09% $339
VMWARE LLC 100,000 100,000 0 0.09% $1.01K
KROGER CO 100,000 100,000 0 0.09% $3.66K
VENTAS REALTY LP 100,000 100,000 0 0.09% $671
VERISIGN INC 100,000 100,000 0 0.09% $640
EMERA US FINANCE 100,000 100,000 0 0.08% $3.07K
BAT CAPITAL CORP 100,000 100,000 0 0.08% $3.35K
SIMON PROP GP LP 50,000 50,000 0 0.05% $1.76K
TOTAL RETURN SWAP - INDEX 4 4 0 0.00% $4.91K

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