GTO holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 7.21% at a quoted market price (level 1), 40 issuer countries.

GTO's largest investment is Uniform Mortgage-Backed Securities, TBA at 3.3% of net assets. U.S. Treasury Notes/Bonds and U.S. Treasury Notes/Bonds follow; the three together are 9.47%. Ten companies are 29.04% of the fund; the other 1,783 share the rest. Among the 192 bond funds measured here, GTO behaves like 78.9 holdings against a median of 236.4 — 3.0 times more concentrated than the median. Across 27 quarterly filings GTO has become less concentrated: it behaved like 30.1 at 2019-10-31 and 159.8 at 2026-04-30. Between the 2026-01-31 and 2026-04-30 filings 313 positions were added and 190 dropped; 58.6% of the weight moved. the United States is the largest country at 84.38% of the portfolio, across 40 countries in the filing.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable bond funds on this site. Nothing here is a view on the fund.

Between 2019-10-31 and 2026-04-30, GTO went from behaving like 30.1 equally weighted positions to 159.8 — 431% more, while its top ten went from 47.16% to 20.14% of net assets. Read across the funds on the concentration-over-time table.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

GTO's filing lists 1,795 positions including 4.04% of net assets in securities-lending cash collateral. Counted as filed the fund reads 51 effective holdings with a top ten of 36.64%; on its own investments — the figure above — it reads 78.9 with a top ten of 29.04%. The collateral is matched by a liability and is not a holding the fund chose; since 2026-09-18 every figure on this site sets it aside (methodology). Both numbers are in the data.

The 15 largest of 1,793 positions in GTO's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: GTO.csv.gz.

Share of GTO's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of GTO's own filings, 81 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference 0.06 percentage points over 81 months, which is roughly the distributions. Every month with the filing it came from: GTO.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2026-07-31, $96m was out to 29 borrowers. The largest, BARCLAYS BANK PLC, held 12.9% of it.

The filing reports no cash collateral position against this loan. Collateral taken in a form the fund does not hold as a position does not appear in N-PORT, so this is silence rather than absence. What the collateral figure can and cannot show. Every quarter GTO has filed, with each borrower: GTO.json · all funds.

1,609 positions became 1,732: 313 added (58.2% of the fund at the later date), 190 dropped (43.8% at the earlier date). Half the sum of all weight changes, a turnover proxy: 58.6%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of GTO compared this way, as a feed: changes.xml · all funds: filings received.

New: Uniform Mortgage-Backed Securities (2.65%), U.S. Treasury Notes/Bonds (2.57%), U.S. Treasury Notes/Bonds (2.37%), Uniform Mortgage-Backed Securities (2.33%), Uniform Mortgage-Backed Securities (2.26%), Uniform Mortgage-Backed Securities (1.96%). Gone: Invesco Government & Agency Portfolio (6.27%), U.S. Treasury Notes/Bonds (3.80%), U.S. Treasury Notes/Bonds (3.30%), Uniform Mortgage-Backed Securities (2.66%), Uniform Mortgage-Backed Securities (2.40%), Uniform Mortgage-Backed Securities (2.38%).

7.2% of GTO is carried at a quoted market price (fair-value level 1); 0.8% at level 3, priced from the filer's own inputs. Categories and levels are the filer's, from Form N-PORT; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $2.26B. Notional of an interest-rate or currency swap is not equity exposure.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured debt fund lined up by how many holdings it behaves like; these sit either side of GTO (78.9). Same filings, same arithmetic. Position in this list says nothing about which fund is better.