GMOC Holdings — GMO Ultra-Short Income ETF
Data updated: 2026-07-29
GMOC holds 71 securities. The top 10 make up 42.8% of net assets, led by Symphony CLO XXIII (6.42%) and Palmer Square CLO 2021-4 (5.46%). Mortgage / Securitized (70.0%) and Government Bonds (29.9%) are the largest sectors, and 69.9% of the portfolio is in Cayman Islands. Debt holdings: 18 positions, 27.8% of assets.
Holdings cover 99.76% of net asset value (99.40% of total assets; remainder is cash and receivables). As of May 31, 2026 · N-PORT.
GMOC Portfolio Holdings
71 holdings of GMO Ultra-Short Income ETF by percentage of net assets, from the fund's SEC N-PORT filing as of May 31, 2026.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| Symphony CLO XXIII Ltd | — | Mortgage / Securitized | 6.42% | $2.21M |
| Palmer Square CLO 2021-4 Ltd | — | Mortgage / Securitized | 5.46% | $1.88M |
| Fortress Credit BSL VIII Ltd | — | Mortgage / Securitized | 5.33% | $1.83M |
| KKR Financial CLO 2013-1 Ltd | — | Mortgage / Securitized | 5.23% | $1.80M |
| Battalion CLO IX Ltd | — | Mortgage / Securitized | 4.66% | $1.60M |
| Sound Point Clo Xxii Ltd. | — | Mortgage / Securitized | 3.88% | $1.33M |
| Venture XV CLO Ltd | — | Mortgage / Securitized | 3.22% | $1.11M |
| Wellfleet CLO 2020-1 Ltd | — | Mortgage / Securitized | 2.95% | $1.02M |
| Galaxy XXII CLO Ltd | — | Mortgage / Securitized | 2.91% | $1.00M |
| U.S. Treasury Notes | — | Government Bonds | 2.70% | $929.55K |
| U.S. Treasury Notes | — | Government Bonds | 2.70% | $928.60K |
| U.S. Treasury Notes | — | Government Bonds | 2.69% | $925.37K |
| U.S. Treasury Notes | — | Government Bonds | 2.68% | $922.59K |
| U.S. Treasury Notes | — | Government Bonds | 2.67% | $919.35K |
| U.S. Treasury Notes | — | Government Bonds | 2.67% | $918.01K |
| Battalion CLO X Ltd | — | Mortgage / Securitized | 2.63% | $905.46K |
| Apex Credit Clo 2018-I Ltd | — | Mortgage / Securitized | 2.56% | $882.27K |
| Mountain View CLO 2016-1 LLC | — | Mortgage / Securitized | 2.15% | $740.23K |
| U.S. Treasury Floating Rate Notes | — | Government Bonds | 1.95% | $672.15K |
| Magnetite XXVI Ltd | — | Mortgage / Securitized | 1.84% | $634.67K |
| Federal Home Loan Bank Discount Notes | — | Government Bonds | 1.72% | $591.96K |
| Venture XIX CLO Ltd | — | Mortgage / Securitized | 1.72% | $590.07K |
| U.S. Treasury Notes | — | Government Bonds | 1.49% | $511.02K |
| THL Credit Wind River 2017-3 Clo Ltd | — | Mortgage / Securitized | 1.45% | $500.15K |
| Elmwood CLO X Ltd | — | Mortgage / Securitized | 1.37% | $471.73K |
| U.S. Treasury Notes | — | Government Bonds | 1.34% | $462.58K |
| U.S. Treasury Bills | — | Government Bonds | 1.31% | $451.04K |
| ICG US CLO 2015-2R Ltd | — | Mortgage / Securitized | 1.19% | $410.38K |
| Voya CLO 2019-2 Ltd | — | Mortgage / Securitized | 1.19% | $409.42K |
| U.S. Treasury Floating Rate Notes | — | Government Bonds | 1.16% | $399.09K |
| Federal Home Loan Bank Discount Notes | — | Government Bonds | 1.16% | $397.92K |
| Rockford Tower CLO 2019-2 Ltd | — | Mortgage / Securitized | 1.10% | $376.83K |
| Trinitas CLO XII Ltd | — | Mortgage / Securitized | 1.07% | $366.44K |
| Federal Home Loan Bank Discount Notes | — | Government Bonds | 1.01% | $346.40K |
| Federal Home Loan Bank Discount Notes | — | Government Bonds | 0.97% | $332.41K |
| Northwoods Capital XIV-B Ltd | — | Mortgage / Securitized | 0.92% | $317.47K |
| Federal Home Loan Bank Discount Notes | — | Government Bonds | 0.87% | $299.58K |
| Dryden 72 CLO Ltd | — | Mortgage / Securitized | 0.77% | $263.86K |
| Regatta XX Funding Ltd | — | Mortgage / Securitized | 0.75% | $259.71K |
| Dryden 40 Senior Loan Fund | — | Mortgage / Securitized | 0.69% | $236.47K |
| U.S. Treasury Bills | — | Government Bonds | 0.58% | $201.02K |
| Bain Capital Credit CLO 2019-2 | — | Mortgage / Securitized | 0.56% | $192.38K |
| CarVal CLO III Ltd | — | Mortgage / Securitized | 0.56% | $191.99K |
| Voya CLO 2025-1 Ltd | — | Mortgage / Securitized | 0.55% | $187.50K |
| Sound Point CLO II Ltd | — | Mortgage / Securitized | 0.54% | $187.38K |
| Sound Point CLO V-R LTD | — | Mortgage / Securitized | 0.54% | $184.83K |
| 37 Capital CLO 3 Ltd | — | Mortgage / Securitized | 0.51% | $175.01K |
| Rockford Tower CLO 2018-2 Ltd | — | Mortgage / Securitized | 0.50% | $170.73K |
| Sound Point CLO IX Ltd | — | Mortgage / Securitized | 0.48% | $166.44K |
| Battalion Clo XV Ltd | — | Mortgage / Securitized | 0.46% | $157.75K |
| LCM 31 Ltd | — | Mortgage / Securitized | 0.44% | $150.07K |
| Canyon Capital CLO 2017-1 Ltd | — | Mortgage / Securitized | 0.42% | $143.44K |
| OZLM XV Ltd | — | Mortgage / Securitized | 0.38% | $131.82K |
| Greywolf CLO III Ltd | — | Mortgage / Securitized | 0.38% | $129.62K |
| Madison Park Funding XIV Ltd | — | Mortgage / Securitized | 0.36% | $123.39K |
| Dryden 55 CLO Ltd | — | Mortgage / Securitized | 0.36% | $122.91K |
| Venture 38 CLO Ltd | — | Mortgage / Securitized | 0.23% | $78.06K |
| Dryden 45 Senior Loan Fund | — | Mortgage / Securitized | 0.20% | $67.49K |
| Symphony CLO XX Ltd | — | Mortgage / Securitized | 0.19% | $65.33K |
| California Street CLO IX LP | — | Mortgage / Securitized | 0.19% | $65.17K |
| Fortress Credit Bsl X Ltd | — | Mortgage / Securitized | 0.15% | $52.20K |
| Venture 32 CLO Ltd | — | Mortgage / Securitized | 0.14% | $48.69K |
| Jefferson Mill CLO Ltd | — | Mortgage / Securitized | 0.11% | $36.71K |
| BlueMountain CLO XXII Ltd | — | Mortgage / Securitized | 0.07% | $25.51K |
| State Street Institutional Treasury Plus Money Market Fund | — | Funds & ETFs | 0.06% | $20.57K |
| U.S. Treasury Inflation-Indexed Notes | — | Government Bonds | 0.05% | $18.17K |
| U.S. Treasury Inflation-Indexed Notes | — | Government Bonds | 0.05% | $18.03K |
| U.S. Treasury Inflation-Indexed Notes | — | Government Bonds | 0.05% | $17.70K |
| OZLM XXIV Ltd | — | Mortgage / Securitized | 0.05% | $16.80K |
| Romark CLO II Ltd | — | Mortgage / Securitized | 0.04% | $13.31K |
| TCI-Symphony CLO 2016-1 Ltd | — | Mortgage / Securitized | 0.02% | $5.35K |
GMOC Sector Allocation
GMO Ultra-Short Income ETF holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Mortgage / Securitized | 70.0% | 50 |
| Government Bonds | 29.9% | 20 |
| Funds & ETFs | 0.1% | 1 |
GMOC Country Allocation
Where GMO Ultra-Short Income ETF's holdings are domiciled, by percentage of net assets (largest 2).
| Country | % of net assets |
|---|---|
| Cayman Islands | 69.9% |
| United States | 29.9% |
GMOC Portfolio Allocation
Asset-class allocation of GMO Ultra-Short Income ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 69.9% |
| Fixed Income | 27.9% |
| Cash & Equivalents | 1.9% |
| Equity | 0.1% |
GMOC Debt Constituents
Largest debt holdings of GMO Ultra-Short Income ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 2.70% |
| United States Treasury | 2.70% |
| United States Treasury | 2.69% |
| United States Treasury | 2.68% |
| United States Treasury | 2.67% |
| United States Treasury | 2.67% |
| United States Treasury | 1.95% |
| Fed Home Ln Discount Nt | 1.72% |
| United States Treasury | 1.49% |
| United States Treasury | 1.34% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.