GMO Strategic Opportunities Allocation Fund

Fund Profile

Fund profile

Tickers

GBATX

Fund manager

GMO Quality Fund

Total assets

$207.64 mm

Liabilities

$29.61 mm

Net assets

$178.03 mm

Number of holdings

425.00

Top 200 of 425 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
GMO International Equity Fund	31.04 mm	1.25 mm shares	17.44	Common equity	Long	USA
GMO US Opportunistic Value Fund	15.36 mm	613.57 k shares	8.63	Common equity	Long	USA
GMO International Opportunistic Value Fund	14.37 mm	943.41 k shares	8.07	Common equity	Long	USA
GMO US Treasury Fund	13.40 mm	2.68 mm shares	7.52	Common equity	Long	USA
GMO-Usonian Japan Value Creation Fund	13.08 mm	633.64 k shares	7.35	Common equity	Long	USA
NOMURA REPO	12.00 mm	12.00 mm principal	6.74	Repurchase agreement	Long	USA
GMO Asset Allocation Bond Fund	10.58 mm	538.72 k shares	5.94	Common equity	Long	USA
GMO Emerging Markets Fund	10.09 mm	418.72 k shares	5.67	Common equity	Long	USA
GMO US Equity Fund	8.75 mm	588.66 k shares	4.92	Common equity	Long	USA
GMO Small Cap Quality Fund	6.66 mm	244.86 k shares	3.74	Common equity	Long	USA
GMO Emerging Country Debt	6.42 mm	307.34 k shares	3.60	Common equity	Long	USA
GMO Quality Fund	6.40 mm	182.95 k shares	3.59	Common equity	Long	USA
GMO Multi-Sector Fixed Income Fund	6.35 mm	353.57 k shares	3.57	Common equity	Long	USA
GMO Resources Fund	4.51 mm	222.37 k shares	2.53	Common equity	Long	USA
GMO Emerging Markets ex-China Fund	4.07 mm	285.01 k shares	2.28	Common equity	Long	USA
State Street Institutional Treasury Money Market Fund	2.67 mm	2.67 mm shares	1.50	Short-term investment vehicle	Long	USA
GMO Climate Change Fund	2.25 mm	110.05 k shares	1.26	Common equity	Long	USA
U.S. Treasury Floating Rate Notes	1.35 mm	1.35 mm principal	0.76	Debt	Long	USA
META Meta Platforms, Inc.	439.93 k	766.00 shares	0.25	Common equity	Long	USA
BKNG Booking Holdings Inc.	322.52 k	62.00 shares	0.18	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	297.53 k	3.43 k shares	0.17	Common equity	Long	USA
3i Group PLC	294.68 k	6.24 k shares	0.17	Common equity	Long	UK
GM General Motors Company	292.07 k	5.25 k shares	0.16	Common equity	Long	USA
INTC Intel Corporation	291.94 k	12.14 k shares	0.16	Common equity	Long	USA
COF Capital One Financial Corporation	286.09 k	1.49 k shares	0.16	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	281.63 k	3.50 k shares	0.16	Common equity	Long	USA
C Citigroup Inc.	280.43 k	3.96 k shares	0.16	Common equity	Long	USA
EPAM EPAM Systems, Inc.	280.02 k	1.15 k shares	0.16	Common equity	Long	USA
VZ Verizon Communications Inc.	278.68 k	6.29 k shares	0.16	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	278.00 k	3.36 k shares	0.16	Common equity	Long	USA
BAC Bank of America Corporation	277.89 k	5.85 k shares	0.16	Common equity	Long	USA
DFS Discover Financial Services	277.66 k	1.52 k shares	0.16	Common equity	Long	USA
HPE Hewlett Packard Enterprise Company	276.77 k	13.04 k shares	0.16	Common equity	Long	USA
F Ford Motor Company 6.500% Notes	275.42 k	24.75 k shares	0.15	Common equity	Long	USA
Bank Leumi Le-Israel BM	272.81 k	23.94 k shares	0.15	Common equity	Long	Israel
Intercontinental Exchange, Inc.	270.41 k	1.68 k shares	0.15	Common equity	Long	USA
SYF Synchrony Financial	269.81 k	4.00 k shares	0.15	Common equity	Long	USA
EXPE Expedia Group, Inc.	266.59 k	1.44 k shares	0.15	Common equity	Long	USA
BLDR Builders FirstSource, Inc.	266.09 k	1.43 k shares	0.15	Common equity	Long	USA
MU Micron Technology, Inc.	265.64 k	2.71 k shares	0.15	Common equity	Long	USA
Compass Group PLC	261.77 k	7.64 k shares	0.15	Common equity	Long	UK
ALLY Ally Financial Inc.	261.51 k	6.54 k shares	0.15	Common equity	Long	USA
Banco Santander SA	260.86 k	56.50 k shares	0.15	Common equity	Long	Spain
GEHC GE HealthCare Technologies Inc.	257.65 k	3.10 k shares	0.14	Common equity	Long	USA
WFC Wells Fargo & Company	257.61 k	3.38 k shares	0.14	Common equity	Long	USA
Industria de Diseno Textil SA	257.60 k	4.67 k shares	0.14	Common equity	Long	Spain
CVS CVS Health Corporation	256.34 k	4.28 k shares	0.14	Common equity	Long	USA
CMCSA Comcast Corporation	255.86 k	5.92 k shares	0.14	Common equity	Long	USA
IBM International Business Machines Corporation	255.38 k	1.12 k shares	0.14	Common equity	Long	USA
CBRE CBRE Group, Inc.	254.92 k	1.82 k shares	0.14	Common equity	Long	USA
PFE Pfizer Inc.	254.45 k	9.71 k shares	0.14	Common equity	Long	USA
NUE Nucor Corporation	254.00 k	1.64 k shares	0.14	Common equity	Long	USA
BT Group PLC	254.00 k	125.24 k shares	0.14	Common equity	Long	UK
Kasikornbank PCL	253.07 k	57.60 k shares	0.14	Common equity	Long	Thailand
HPQ HP Inc.	252.19 k	7.12 k shares	0.14	Common equity	Long	USA
STLD Steel Dynamics, Inc.	251.61 k	1.73 k shares	0.14	Common equity	Long	USA
Panasonic Holdings Corp	250.73 k	25.70 k shares	0.14	Common equity	Long	Japan
INCY Incyte Corporation	250.32 k	3.36 k shares	0.14	Common equity	Long	USA
BAM Brookfield Asset Management Ltd.	250.23 k	4.08 k shares	0.14	Common equity	Long	Canada
ArcelorMittal SA	249.99 k	9.94 k shares	0.14	Common equity	Long	Luxembourg
VTRS Viatris Inc.	249.91 k	19.09 k shares	0.14	Common equity	Long	USA
PARA Paramount Global	249.64 k	23.01 k shares	0.14	Common equity	Long	USA
BEN Franklin Resources, Inc.	248.84 k	10.93 k shares	0.14	Common equity	Long	USA
Leonardo SpA	248.76 k	9.24 k shares	0.14	Common equity	Long	Italy
Koninklijke Ahold Delhaize NV	248.04 k	7.19 k shares	0.14	Common equity	Long	Netherlands
EBAY eBay Inc.	247.27 k	3.91 k shares	0.14	Common equity	Long	USA
FOX Fox Corporation	245.79 k	5.50 k shares	0.14	Common equity	Long	USA
KRFT Kraft Foods Group, Inc.	244.79 k	7.66 k shares	0.14	Common equity	Long	USA
ING Groep NV	240.76 k	15.60 k shares	0.14	Common equity	Long	Netherlands
BHP Group Ltd	240.49 k	9.12 k shares	0.14	Common equity	Long	Australia
AXP American Express Company	239.78 k	787.00 shares	0.13	Common equity	Long	USA
SOLV Solventum Corporation	239.42 k	3.35 k shares	0.13	Common equity	Long	USA
Safran SA	238.24 k	1.02 k shares	0.13	Common equity	Long	France
Check Point Software Technologies Ltd	237.33 k	1.30 k shares	0.13	Common equity	Long	Israel
Danske Bank A/S	237.03 k	8.24 k shares	0.13	Common equity	Long	Denmark
LEN Lennar Corporation	236.12 k	1.35 k shares	0.13	Common equity	Long	USA
VOD Vodafone Group Public Limited Company	235.86 k	26.29 k shares	0.13	Common equity	Long	UK
WBA Walgreens Boots Alliance, Inc.	234.67 k	26.02 k shares	0.13	Common equity	Long	USA
DHI D.R. Horton, Inc.	234.60 k	1.39 k shares	0.13	Common equity	Long	USA
Ageas SA/NV	234.14 k	4.63 k shares	0.13	Common equity	Long	Belgium
Roche Holding AG	233.31 k	803.00 shares	0.13	Common equity	Long	Switzerland
PHM PulteGroup, Inc.	233.21 k	1.72 k shares	0.13	Common equity	Long	USA
Renault SA	230.37 k	5.37 k shares	0.13	Common equity	Long	France
Kia Corp	230.22 k	3.44 k shares	0.13	Common equity	Long	Korea, Republic of
MGA Magna International Inc.	230.12 k	5.10 k shares	0.13	Common equity	Long	Canada
Honda Motor Co Ltd	228.64 k	26.50 k shares	0.13	Common equity	Long	Japan
Samsung Electronics Co Ltd	226.38 k	5.76 k shares	0.13	Common equity	Long	Korea, Republic of
GSK GSK plc	226.35 k	6.63 k shares	0.13	Common equity	Long	UK
BBWI Bath & Body Works, Inc.	225.34 k	6.22 k shares	0.13	Common equity	Long	USA
Nokia Oyj	223.48 k	53.20 k shares	0.13	Common equity	Long	Finland
Power Corp of Canada	222.32 k	6.60 k shares	0.12	Common equity	Long	Canada
EXOR NV	222.03 k	2.25 k shares	0.12	Common equity	Long	Netherlands
Krung Thai Bank PCL	221.96 k	379.80 k shares	0.12	Common equity	Long	Thailand
PCAR PACCAR Inc	221.72 k	1.90 k shares	0.12	Common equity	Long	USA
Canadian Tire Corp Ltd	220.52 k	2.00 k shares	0.12	Common equity	Long	Canada
Societe Generale SA	217.19 k	8.19 k shares	0.12	Common equity	Long	France
REGN Regeneron Pharmaceuticals, Inc.	216.81 k	289.00 shares	0.12	Common equity	Long	USA
Banco Bilbao Vizcaya Argentaria SA	216.54 k	22.92 k shares	0.12	Common equity	Long	Spain
Stellantis NV	215.94 k	16.27 k shares	0.12	Common equity	Long	Netherlands
Equinor ASA	215.69 k	8.90 k shares	0.12	Common equity	Long	Norway
SWKS Skyworks Solutions, Inc.	213.02 k	2.43 k shares	0.12	Common equity	Long	USA
Mitsui OSK Lines Ltd	212.57 k	6.20 k shares	0.12	Common equity	Long	Japan
CNC Centene Corporation	210.78 k	3.51 k shares	0.12	Common equity	Long	USA
ON ON Semiconductor Corporation	210.59 k	2.96 k shares	0.12	Common equity	Long	USA
NN Group NV	210.00 k	4.53 k shares	0.12	Common equity	Long	Netherlands
MTCH Match Group, Inc.	209.93 k	6.41 k shares	0.12	Common equity	Long	USA
MOS The Mosaic Company	209.51 k	7.92 k shares	0.12	Common equity	Long	USA
NTR Nutrien Ltd.	208.48 k	4.47 k shares	0.12	Common equity	Long	Canada
Nippon Yusen KK	205.19 k	6.40 k shares	0.12	Common equity	Long	Japan
RYAAY Ryanair Holdings plc	204.26 k	4.64 k shares	0.11	Common equity	Long	Ireland
MFC Manulife Financial Corporation	203.16 k	6.32 k shares	0.11	Common equity	Long	Canada
LG Electronics Inc	202.89 k	3.14 k shares	0.11	Common equity	Long	Korea, Republic of
Porsche Automobil Holding SE	202.39 k	5.51 k shares	0.11	Preferred equity	Long	Germany
ORLEN SA	201.06 k	15.98 k shares	0.11	Common equity	Long	Poland
Inpex Corp	200.52 k	15.30 k shares	0.11	Common equity	Long	Japan
BlueScope Steel Ltd	198.68 k	13.71 k shares	0.11	Common equity	Long	Australia
MKL Markel Corporation	197.90 k	111.00 shares	0.11	Common equity	Long	USA
Mercedes-Benz Group AG	197.72 k	3.52 k shares	0.11	Common equity	Long	Germany
Genmab A/S	196.56 k	912.00 shares	0.11	Common equity	Long	Denmark
WFG West Fraser Timber Co. Ltd.	196.45 k	2.00 k shares	0.11	Common equity	Long	Canada
HLT Hilton Worldwide Holdings Inc.	196.42 k	775.00 shares	0.11	Common equity	Long	USA
EOG EOG Resources, Inc.	195.36 k	1.47 k shares	0.11	Common equity	Long	USA
Amadeus IT Group SA	192.08 k	2.74 k shares	0.11	Common equity	Long	Spain
CNH Industrial NV	189.38 k	15.08 k shares	0.11	Common equity	Long	Netherlands
AP Moller - Maersk A/S	187.21 k	110.00 shares	0.11	Common equity	Long	Denmark
Investor AB	186.49 k	6.80 k shares	0.10	Common equity	Long	Sweden
Volkswagen AG	185.17 k	2.16 k shares	0.10	Preferred equity	Long	Germany
Hyundai Mobis Co Ltd	184.95 k	1.07 k shares	0.10	Common equity	Long	Korea, Republic of
ITOCHU Corp	183.07 k	3.70 k shares	0.10	Common equity	Long	Japan
Adecco Group AG	183.00 k	6.85 k shares	0.10	Common equity	Long	Switzerland
CLF Cleveland-Cliffs Inc.	182.21 k	14.64 k shares	0.10	Common equity	Long	USA
China Construction Bank Corp	181.45 k	240.00 k shares	0.10	Common equity	Long	China
Kawasaki Kisen Kaisha Ltd	181.22 k	13.60 k shares	0.10	Common equity	Long	Japan
Bayerische Motoren Werke AG	179.47 k	2.41 k shares	0.10	Common equity	Long	Germany
LVS Las Vegas Sands Corp.	178.44 k	3.36 k shares	0.10	Common equity	Long	USA
TXN Texas Instruments Incorporated	173.89 k	865.00 shares	0.10	Common equity	Long	USA
ROCKWOOL A/S	173.69 k	475.00 shares	0.10	Common equity	Long	Denmark
QBCAF Quebecor Inc.	172.38 k	7.30 k shares	0.10	Common equity	Long	Canada
GOOG Alphabet Inc.	171.32 k	1.01 k shares	0.10	Common equity	Long	USA
Brambles Ltd	170.96 k	13.73 k shares	0.10	Common equity	Long	Australia
Fomento Economico Mexicano SAB de CV	168.49 k	19.15 k shares	0.09	Common equity	Long	Mexico
USB U.S. Bancorp	165.95 k	3.11 k shares	0.09	Common equity	Long	USA
Berkeley Group Holdings PLC	165.79 k	3.14 k shares	0.09	Common equity	Long	UK
Grupo Mexico SAB de CV	160.32 k	32.91 k shares	0.09	Common equity	Long	Mexico
Kingfisher PLC	159.56 k	50.59 k shares	0.09	Common equity	Long	UK
Subaru Corp	158.86 k	9.90 k shares	0.09	Common equity	Long	Japan
Arch Capital Group Ltd	158.63 k	1.58 k shares	0.09	Common equity	Long	Bermuda
OTEX Open Text Corporation	158.24 k	5.20 k shares	0.09	Common equity	Long	Canada
Volvo Car AB	158.14 k	72.11 k shares	0.09	Common equity	Long	Sweden
Shell PLC	155.74 k	4.85 k shares	0.09	Common equity	Long	UK
Yamaha Motor Co Ltd	151.60 k	17.40 k shares	0.09	Common equity	Long	Japan
BSQKZ Block, Inc.	148.50 k	1.68 k shares	0.08	Common equity	Long	USA
OVV Ovintiv Inc.	146.84 k	3.23 k shares	0.08	Common equity	Long	USA
Nissan Motor Co Ltd	145.42 k	60.30 k shares	0.08	Common equity	Long	Japan
CSCO Cisco Systems, Inc.	144.59 k	2.44 k shares	0.08	Common equity	Long	USA
Shionogi & Co Ltd	139.01 k	9.80 k shares	0.08	Common equity	Long	Japan
AKAM Akamai Technologies, Inc.	136.42 k	1.45 k shares	0.08	Common equity	Long	USA
KMX CarMax, Inc.	132.25 k	1.58 k shares	0.07	Common equity	Long	USA
CVX Chevron Corporation	130.84 k	808.00 shares	0.07	Common equity	Long	USA
ONEX Onex Corp	130.16 k	1.60 k shares	0.07	Common equity	Long	Canada
Continental AG	129.78 k	1.97 k shares	0.07	Common equity	Long	Germany
TSN Tyson Foods, Inc.	127.65 k	1.98 k shares	0.07	Common equity	Long	USA
BWA BorgWarner Inc.	126.47 k	3.69 k shares	0.07	Common equity	Long	USA
Everest Group Ltd	126.34 k	326.00 shares	0.07	Common equity	Long	Bermuda
STM STMicroelectronics N.V.	123.19 k	4.83 k shares	0.07	Common equity	Long	Netherlands
CITIC Ltd	122.97 k	110.00 k shares	0.07	Common equity	Long	Hong Kong
Aptiv PLC	121.44 k	2.19 k shares	0.07	Common equity	Long	Jersey
OTIS Otis Worldwide Corporation	121.31 k	1.18 k shares	0.07	Common equity	Long	USA
BIO Bio-Rad Laboratories, Inc.	120.89 k	355.00 shares	0.07	Common equity	Long	USA
LVMH Moet Hennessy Louis Vuitton SE	120.36 k	192.00 shares	0.07	Common equity	Long	France
DAR Darling Ingredients Inc.	119.04 k	2.94 k shares	0.07	Common equity	Long	USA
Sumitomo Corp	118.05 k	5.50 k shares	0.07	Common equity	Long	Japan
CHRD Chord Energy Corporation	117.57 k	922.00 shares	0.07	Common equity	Long	USA
Tokyo Electric Power Co Holdings Inc	116.22 k	32.30 k shares	0.07	Common equity	Long	Japan
KMI Kinder Morgan, Inc.	115.94 k	4.10 k shares	0.07	Common equity	Long	USA
E.ON SE	110.74 k	8.59 k shares	0.06	Common equity	Long	Germany
GS The Goldman Sachs Group, Inc.	108.93 k	179.00 shares	0.06	Common equity	Long	USA
AP Moller - Maersk A/S	108.49 k	66.00 shares	0.06	Common equity	Long	Denmark
TS Tenaris S.A.	106.52 k	2.78 k shares	0.06	Common equity	Long	Luxembourg
Mazda Motor Corp	106.50 k	16.70 k shares	0.06	Common equity	Long	Japan
LRCX Lam Research Corporation	103.95 k	1.41 k shares	0.06	Common equity	Long	USA
Hyundai Motor Co	103.39 k	656.00 shares	0.06	Common equity	Long	Korea, Republic of
Vivendi SE	103.01 k	11.21 k shares	0.06	Common equity	Long	France
Fastighets AB Balder	101.72 k	13.20 k shares	0.06	Common equity	Long	Sweden
U.S. Treasury Floating Rate Notes	99.99 k	100.00 k principal	0.06	Debt	Long	USA
Telecom Italia SpA/Milano	98.33 k	409.30 k shares	0.06	Common equity	Long	Italy
Persimmon PLC	97.90 k	6.11 k shares	0.05	Common equity	Long	UK
Ashtead Group PLC	96.01 k	1.20 k shares	0.05	Common equity	Long	UK
Nice Ltd	93.41 k	512.00 shares	0.05	Common equity	Long	Israel
MMM 3M Company	91.33 k	684.00 shares	0.05	Common equity	Long	USA
Knorr-Bremse AG	89.90 k	1.18 k shares	0.05	Common equity	Long	Germany
Bank Hapoalim BM	86.08 k	7.49 k shares	0.05	Common equity	Long	Israel
Doosan Bobcat Inc	85.15 k	3.04 k shares	0.05	Common equity	Long	Korea, Republic of
Aspen Technology Inc	83.25 k	333.00 shares	0.05	Common equity	Long	USA
TROW T. Rowe Price Group, Inc.	83.10 k	671.00 shares	0.05	Common equity	Long	USA
Turk Hava Yollari AO	80.93 k	9.85 k shares	0.05	Common equity	Long	Turkey
Holcim AG	78.89 k	774.00 shares	0.04	Common equity	Long	Switzerland
Neste Oyj	78.75 k	5.17 k shares	0.04	Common equity	Long	Finland
Beiersdorf AG	78.50 k	605.00 shares	0.04	Common equity	Long	Germany
China Railway Group Ltd	73.47 k	152.00 k shares	0.04	Common equity	Long	China