GMO Benchmark-Free Fund

Fund Profile

Fund profile

Tickers

GBFFX

Fund manager

GMO Quality Fund

Total assets

$1.23 bn

Liabilities

$197.78 mm

Net assets

$1.04 bn

Number of holdings

1.38 k

Top 200 of 1379 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Floating Rate Notes	84.60 mm	84.61 mm principal	8.17	Debt	Long	USA
NOMURA REPO	81.00 mm	81.00 mm principal	7.82	Repurchase agreement	Long	USA
GMO Opportunistic Income Fund	51.20 mm	2.11 mm shares	4.94	Common equity	Long	USA
U.S. Treasury Inflation-Indexed Notes	50.84 mm	51.69 mm principal	4.91	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	50.81 mm	51.04 mm principal	4.91	Debt	Long	USA
GMO Resources Fund	35.98 mm	1.77 mm shares	3.47	Common equity	Long	USA
GMO Emerging Country Debt	26.63 mm	1.28 mm shares	2.57	Common equity	Long	USA
iShares Core S&P 500 ETF	20.39 mm	33.70 k shares	1.97	Common equity	Long	USA
GMO High Yield Fund	14.86 mm	820.17 k shares	1.44	Common equity	Long	USA
GMO Climate Change Fund	12.01 mm	588.77 k shares	1.16	Common equity	Long	USA
U.S. Treasury Floating Rate Notes	10.01 mm	10.00 mm principal	0.97	Debt	Long	USA
Taiwan Semiconductor Manufacturing Co Ltd	9.25 mm	297.00 k shares	0.89	Common equity	Long	Taiwan
Roche Holding AG	8.00 mm	27.53 k shares	0.77	Common equity	Long	Switzerland
3i Group PLC	6.52 mm	138.00 k shares	0.63	Common equity	Long	UK
BT Group PLC	5.61 mm	2.76 mm shares	0.54	Common equity	Long	UK
BHP Group Ltd	4.79 mm	181.84 k shares	0.46	Common equity	Long	Australia
Banco Bilbao Vizcaya Argentaria SA	4.70 mm	497.87 k shares	0.45	Common equity	Long	Spain
NN Group NV	4.62 mm	99.59 k shares	0.45	Common equity	Long	Netherlands
GSK GSK plc	4.58 mm	134.05 k shares	0.44	Common equity	Long	UK
Sanofi SA	4.54 mm	46.78 k shares	0.44	Common equity	Long	France
META Meta Platforms, Inc.	4.52 mm	7.86 k shares	0.44	Common equity	Long	USA
Yamaha Motor Co Ltd	4.49 mm	515.60 k shares	0.43	Common equity	Long	Japan
Kia Corp	4.45 mm	66.44 k shares	0.43	Common equity	Long	Korea, Republic of
State Street Institutional Treasury Money Market Fund	4.17 mm	4.17 mm shares	0.40	Short-term investment vehicle	Long	USA
TotalEnergies SE	4.17 mm	71.66 k shares	0.40	Common equity	Long	France
Ageas SA/NV	4.09 mm	81.00 k shares	0.40	Common equity	Long	Belgium
EXOR NV	4.09 mm	41.39 k shares	0.39	Common equity	Long	Netherlands
BAC Bank of America Corporation	4.00 mm	84.18 k shares	0.39	Common equity	Long	USA
ITOCHU Corp	3.90 mm	78.90 k shares	0.38	Common equity	Long	Japan
Kanematsu Corp	3.86 mm	226.30 k shares	0.37	Common equity	Long	Japan
Tencent Holdings Ltd	3.83 mm	74.10 k shares	0.37	Common equity	Long	Cayman Islands
Banco Santander SA	3.83 mm	828.79 k shares	0.37	Common equity	Long	Spain
Hon Hai Precision Industry Co Ltd	3.74 mm	614.32 k shares	0.36	Common equity	Long	Taiwan
Evergreen Marine Corp Taiwan Ltd	3.73 mm	555.20 k shares	0.36	Common equity	Long	Taiwan
Credit Saison Co Ltd	3.71 mm	154.70 k shares	0.36	Common equity	Long	Japan
Nippon Yusen KK	3.67 mm	114.60 k shares	0.35	Common equity	Long	Japan
Leonardo SpA	3.58 mm	133.09 k shares	0.35	Common equity	Long	Italy
Power Corp of Canada	3.54 mm	105.10 k shares	0.34	Common equity	Long	Canada
Panasonic Holdings Corp	3.52 mm	361.20 k shares	0.34	Common equity	Long	Japan
Isuzu Motors Ltd	3.52 mm	263.90 k shares	0.34	Common equity	Long	Japan
Cie de Saint-Gobain SA	3.44 mm	37.71 k shares	0.33	Common equity	Long	France
Banco de Sabadell SA	3.43 mm	1.82 mm shares	0.33	Common equity	Long	Spain
VOD Vodafone Group Public Limited Company	3.43 mm	382.78 k shares	0.33	Common equity	Long	UK
Koninklijke Ahold Delhaize NV	3.41 mm	98.73 k shares	0.33	Common equity	Long	Netherlands
Kirin Holdings Co Ltd	3.40 mm	243.10 k shares	0.33	Common equity	Long	Japan
Shionogi & Co Ltd	3.31 mm	233.30 k shares	0.32	Common equity	Long	Japan
Sumitomo Forestry Co Ltd	3.27 mm	85.70 k shares	0.32	Common equity	Long	Japan
Inpex Corp	3.23 mm	246.50 k shares	0.31	Common equity	Long	Japan
MFC Manulife Financial Corporation	3.18 mm	98.80 k shares	0.31	Common equity	Long	Canada
VZ Verizon Communications Inc.	3.18 mm	71.68 k shares	0.31	Common equity	Long	USA
IBM International Business Machines Corporation	3.17 mm	13.94 k shares	0.31	Common equity	Long	USA
Equinor ASA	3.16 mm	130.40 k shares	0.31	Common equity	Long	Norway
C Citigroup Inc.	3.08 mm	43.41 k shares	0.30	Common equity	Long	USA
Sumitomo Mitsui Financial Group Inc	3.06 mm	123.80 k shares	0.30	Common equity	Long	Japan
CMCSA Comcast Corporation	2.99 mm	69.15 k shares	0.29	Common equity	Long	USA
Mitsui OSK Lines Ltd	2.98 mm	86.80 k shares	0.29	Common equity	Long	Japan
ING Groep NV	2.97 mm	192.33 k shares	0.29	Common equity	Long	Netherlands
Nokia Oyj	2.96 mm	704.71 k shares	0.29	Common equity	Long	Finland
BlueScope Steel Ltd	2.93 mm	202.40 k shares	0.28	Common equity	Long	Australia
Hyundai Mobis Co Ltd	2.91 mm	16.93 k shares	0.28	Common equity	Long	Korea, Republic of
MFC Manulife Financial Corporation	2.89 mm	90.05 k shares	0.28	Common equity	Long	Canada
Unipol Gruppo SpA	2.87 mm	237.60 k shares	0.28	Common equity	Long	Italy
PFE Pfizer Inc.	2.84 mm	108.25 k shares	0.27	Common equity	Long	USA
Kingfisher PLC	2.79 mm	885.68 k shares	0.27	Common equity	Long	UK
COF Capital One Financial Corporation	2.78 mm	14.47 k shares	0.27	Common equity	Long	USA
OTP Bank Nyrt	2.76 mm	50.95 k shares	0.27	Common equity	Long	Hungary
Mitsubishi Electric Corp	2.71 mm	159.80 k shares	0.26	Common equity	Long	Japan
CVX Chevron Corporation	2.71 mm	16.72 k shares	0.26	Common equity	Long	USA
GOOG Alphabet Inc.	2.69 mm	15.92 k shares	0.26	Common equity	Long	USA
CSCO Cisco Systems, Inc.	2.66 mm	44.93 k shares	0.26	Common equity	Long	USA
Oversea-Chinese Banking Corp Ltd	2.65 mm	218.30 k shares	0.26	Common equity	Long	Singapore
INTC Intel Corporation	2.64 mm	109.87 k shares	0.26	Common equity	Long	USA
NVS Novartis AG	2.64 mm	24.92 k shares	0.25	Common equity	Long	Switzerland
MediaTek Inc	2.63 mm	67.00 k shares	0.25	Common equity	Long	Taiwan
NH Foods Ltd	2.62 mm	76.10 k shares	0.25	Common equity	Long	Japan
DFS Discover Financial Services	2.62 mm	14.34 k shares	0.25	Common equity	Long	USA
Cia Energetica de Minas Gerais	2.61 mm	1.32 mm shares	0.25	Preferred equity	Long	Brazil
HPE Hewlett Packard Enterprise Company	2.59 mm	121.95 k shares	0.25	Common equity	Long	USA
Stellantis NV	2.56 mm	192.66 k shares	0.25	Common equity	Long	Netherlands
Mercedes-Benz Group AG	2.55 mm	45.36 k shares	0.25	Common equity	Long	Germany
PYPL PayPal Holdings, Inc.	2.52 mm	29.01 k shares	0.24	Common equity	Long	USA
Kasikornbank PCL	2.50 mm	569.50 k shares	0.24	Common equity	Long	Thailand
Sumitomo Mitsui Trust Group Inc	2.49 mm	99.50 k shares	0.24	Common equity	Long	Japan
CVS CVS Health Corporation	2.48 mm	41.50 k shares	0.24	Common equity	Long	USA
Sega Sammy Holdings Inc	2.45 mm	139.40 k shares	0.24	Common equity	Long	Japan
Macromill Inc	2.45 mm	303.20 k shares	0.24	Common equity	Long	Japan
T&D Holdings Inc	2.42 mm	127.70 k shares	0.23	Common equity	Long	Japan
CTSH Cognizant Technology Solutions Corporation	2.42 mm	30.02 k shares	0.23	Common equity	Long	USA
SYF Synchrony Financial	2.41 mm	35.74 k shares	0.23	Common equity	Long	USA
Deutsche Bank AG	2.41 mm	141.61 k shares	0.23	Common equity	Long	Germany
GM General Motors Company	2.40 mm	43.24 k shares	0.23	Common equity	Long	USA
Industria de Diseno Textil SA	2.40 mm	43.51 k shares	0.23	Common equity	Long	Spain
Daiwabo Holdings Co Ltd	2.40 mm	117.11 k shares	0.23	Common equity	Long	Japan
China Construction Bank Corp	2.38 mm	3.15 mm shares	0.23	Common equity	Long	China
Krung Thai Bank PCL	2.37 mm	4.06 mm shares	0.23	Common equity	Long	Thailand
F Ford Motor Company 6.500% Notes	2.35 mm	211.19 k shares	0.23	Common equity	Long	USA
Societe Generale SA	2.35 mm	88.63 k shares	0.23	Common equity	Long	France
Petroleo Brasileiro SA	2.33 mm	361.11 k shares	0.23	Preferred equity	Long	Brazil
EBAY eBay Inc.	2.31 mm	36.53 k shares	0.22	Common equity	Long	USA
Oil & Natural Gas Corp Ltd	2.30 mm	755.67 k shares	0.22	Common equity	Long	India
H.U. Group Holdings Inc	2.30 mm	140.50 k shares	0.22	Common equity	Long	Japan
KT&G Corp	2.29 mm	26.21 k shares	0.22	Common equity	Long	Korea, Republic of
TD The Toronto-Dominion Bank	2.29 mm	40.50 k shares	0.22	Common equity	Long	Canada
HPQ HP Inc.	2.28 mm	64.46 k shares	0.22	Common equity	Long	USA
Adecco Group AG	2.27 mm	84.98 k shares	0.22	Common equity	Long	Switzerland
SOLV Solventum Corporation	2.24 mm	31.33 k shares	0.22	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	2.23 mm	26.98 k shares	0.22	Common equity	Long	USA
JD JD.com, Inc.	2.23 mm	59.63 k shares	0.22	Common equity	Long	Cayman Islands
GS The Goldman Sachs Group, Inc.	2.17 mm	3.56 k shares	0.21	Common equity	Long	USA
JPM JPMorgan Chase & Co.	2.17 mm	8.68 k shares	0.21	Common equity	Long	USA
ENEOS Holdings Inc	2.16 mm	398.80 k shares	0.21	Common equity	Long	Japan
PCAR PACCAR Inc	2.13 mm	18.21 k shares	0.21	Common equity	Long	USA
Kawasaki Kisen Kaisha Ltd	2.09 mm	157.20 k shares	0.20	Common equity	Long	Japan
VTRS Viatris Inc.	2.09 mm	159.82 k shares	0.20	Common equity	Long	USA
Hogy Medical Co Ltd	2.09 mm	65.00 k shares	0.20	Common equity	Long	Japan
REGN Regeneron Pharmaceuticals, Inc.	2.08 mm	2.77 k shares	0.20	Common equity	Long	USA
JNJ Johnson & Johnson	2.08 mm	13.42 k shares	0.20	Common equity	Long	USA
NEC Corp	2.08 mm	24.30 k shares	0.20	Common equity	Long	Japan
STLD Steel Dynamics, Inc.	2.07 mm	14.26 k shares	0.20	Common equity	Long	USA
ALLY Ally Financial Inc.	2.06 mm	51.45 k shares	0.20	Common equity	Long	USA
Stanley Electric Co Ltd	2.05 mm	121.60 k shares	0.20	Common equity	Long	Japan
NUE Nucor Corporation	2.04 mm	13.17 k shares	0.20	Common equity	Long	USA
EOG EOG Resources, Inc.	2.02 mm	15.13 k shares	0.19	Common equity	Long	USA
XOM Exxon Mobil Corporation	2.00 mm	16.97 k shares	0.19	Common equity	Long	USA
CNC Centene Corporation	1.98 mm	33.03 k shares	0.19	Common equity	Long	USA
Tokyo Gas Co Ltd	1.98 mm	65.70 k shares	0.19	Common equity	Long	Japan
BKNG Booking Holdings Inc.	1.97 mm	379.00 shares	0.19	Common equity	Long	USA
KRFT Kraft Foods Group, Inc.	1.97 mm	61.67 k shares	0.19	Common equity	Long	USA
BABA Alibaba Group Holding Limited	1.96 mm	22.45 k shares	0.19	Common equity	Long	Cayman Islands
GMO U.S. Treasury Fund	1.95 mm	389.60 k shares	0.19	Common equity	Long	USA
LG Electronics Inc	1.95 mm	30.12 k shares	0.19	Common equity	Long	Korea, Republic of
HSBC Holdings PLC	1.92 mm	205.97 k shares	0.19	Common equity	Long	UK
Yang Ming Marine Transport Corp	1.92 mm	845.00 k shares	0.18	Common equity	Long	Taiwan
Toyota Tsusho Corp	1.90 mm	111.20 k shares	0.18	Common equity	Long	Japan
iA Financial Corp Inc	1.90 mm	19.90 k shares	0.18	Common equity	Long	Canada
Tosei Corp	1.89 mm	116.00 k shares	0.18	Common equity	Long	Japan
Volkswagen AG	1.89 mm	22.04 k shares	0.18	Preferred equity	Long	Germany
SWKS Skyworks Solutions, Inc.	1.86 mm	21.18 k shares	0.18	Common equity	Long	USA
INCY Incyte Corporation	1.86 mm	24.87 k shares	0.18	Common equity	Long	USA
Yangzijiang Shipbuilding Holdings Ltd	1.85 mm	1.03 mm shares	0.18	Common equity	Long	Singapore
Samsung Electronics Co Ltd	1.85 mm	47.03 k shares	0.18	Common equity	Long	Korea, Republic of
Japan Tobacco Inc	1.84 mm	65.30 k shares	0.18	Common equity	Long	Japan
MRK Merck & Co., Inc.	1.84 mm	18.07 k shares	0.18	Common equity	Long	USA
Power Grid Corp of India Ltd	1.81 mm	464.41 k shares	0.17	Common equity	Long	India
FUJIFILM Holdings Corp	1.81 mm	79.90 k shares	0.17	Common equity	Long	Japan
Vivendi SE	1.80 mm	195.58 k shares	0.17	Common equity	Long	France
Canadian Tire Corp Ltd	1.80 mm	16.30 k shares	0.17	Common equity	Long	Canada
BEN Franklin Resources, Inc.	1.79 mm	78.58 k shares	0.17	Common equity	Long	USA
MGA Magna International Inc.	1.78 mm	39.34 k shares	0.17	Common equity	Long	Canada
Brother Industries Ltd	1.77 mm	100.50 k shares	0.17	Common equity	Long	Japan
EXPE Expedia Group, Inc.	1.77 mm	9.58 k shares	0.17	Common equity	Long	USA
BLDR Builders FirstSource, Inc.	1.76 mm	9.44 k shares	0.17	Common equity	Long	USA
EPAM EPAM Systems, Inc.	1.76 mm	7.20 k shares	0.17	Common equity	Long	USA
AP Moller - Maersk A/S	1.74 mm	1.02 k shares	0.17	Common equity	Long	Denmark
Bank Leumi Le-Israel BM	1.74 mm	153.04 k shares	0.17	Common equity	Long	Israel
Erste Group Bank AG	1.73 mm	31.51 k shares	0.17	Common equity	Long	Austria
Ship Healthcare Holdings Inc	1.72 mm	116.60 k shares	0.17	Common equity	Long	Japan
PHM PulteGroup, Inc.	1.71 mm	12.67 k shares	0.17	Common equity	Long	USA
GEHC GE HealthCare Technologies Inc.	1.71 mm	20.53 k shares	0.16	Common equity	Long	USA
Fuji Corp/Aichi	1.69 mm	116.10 k shares	0.16	Common equity	Long	Japan
BNP Paribas SA	1.68 mm	28.05 k shares	0.16	Common equity	Long	France
MU Micron Technology, Inc.	1.67 mm	17.07 k shares	0.16	Common equity	Long	USA
Grupo Financiero Banorte SAB de CV	1.66 mm	251.82 k shares	0.16	Common equity	Long	Mexico
Tokai Carbon Co Ltd	1.65 mm	272.20 k shares	0.16	Common equity	Long	Japan
Intercontinental Exchange, Inc.	1.65 mm	10.23 k shares	0.16	Common equity	Long	USA
Maxell Ltd	1.64 mm	143.30 k shares	0.16	Common equity	Long	Japan
WFC Wells Fargo & Company	1.64 mm	21.51 k shares	0.16	Common equity	Long	USA
FOX Fox Corporation	1.63 mm	36.45 k shares	0.16	Common equity	Long	USA
Sekisui Chemical Co Ltd	1.62 mm	100.20 k shares	0.16	Common equity	Long	Japan
ArcelorMittal SA	1.61 mm	64.06 k shares	0.16	Common equity	Long	Luxembourg
Check Point Software Technologies Ltd	1.61 mm	8.85 k shares	0.16	Common equity	Long	Israel
CBRE CBRE Group, Inc.	1.61 mm	11.47 k shares	0.16	Common equity	Long	USA
CK Hutchison Holdings Ltd	1.60 mm	305.50 k shares	0.15	Common equity	Long	Cayman Islands
CK Asset Holdings Ltd	1.60 mm	389.00 k shares	0.15	Common equity	Long	Cayman Islands
Compass Group PLC	1.59 mm	46.53 k shares	0.15	Common equity	Long	UK
Barratt Redrow PLC	1.59 mm	291.48 k shares	0.15	Common equity	Long	UK
THK Co Ltd	1.58 mm	65.20 k shares	0.15	Common equity	Long	Japan
Denka Co Ltd	1.58 mm	111.00 k shares	0.15	Common equity	Long	Japan
Honda Motor Co Ltd	1.57 mm	181.40 k shares	0.15	Common equity	Long	Japan
Danske Bank A/S	1.56 mm	54.29 k shares	0.15	Common equity	Long	Denmark
Yokogawa Bridge Holdings Corp	1.56 mm	84.50 k shares	0.15	Common equity	Long	Japan
LEN Lennar Corporation	1.55 mm	8.88 k shares	0.15	Common equity	Long	USA
WH Group Ltd	1.55 mm	1.94 mm shares	0.15	Common equity	Long	Cayman Islands
DHI D.R. Horton, Inc.	1.54 mm	9.12 k shares	0.15	Common equity	Long	USA
AXP American Express Company	1.53 mm	5.02 k shares	0.15	Common equity	Long	USA
STM STMicroelectronics N.V.	1.53 mm	59.95 k shares	0.15	Common equity	Long	Netherlands
TS Tenaris S.A.	1.52 mm	39.76 k shares	0.15	Common equity	Long	Luxembourg
BAM Brookfield Asset Management Ltd.	1.52 mm	24.82 k shares	0.15	Common equity	Long	Canada
WBA Walgreens Boots Alliance, Inc.	1.51 mm	167.88 k shares	0.15	Common equity	Long	USA
WFG West Fraser Timber Co. Ltd.	1.51 mm	15.40 k shares	0.15	Common equity	Long	Canada
Toyota Industries Corp	1.50 mm	20.10 k shares	0.15	Common equity	Long	Japan
Pacific Industrial Co Ltd	1.50 mm	172.90 k shares	0.14	Common equity	Long	Japan
NTR Nutrien Ltd.	1.49 mm	32.00 k shares	0.14	Common equity	Long	Canada
Mizuno Corp	1.48 mm	27.10 k shares	0.14	Common equity	Long	Japan
PTT Exploration & Production PCL	1.48 mm	396.20 k shares	0.14	Common equity	Long	Thailand
Otsuka Holdings Co Ltd	1.47 mm	25.30 k shares	0.14	Common equity	Long	Japan
Generali	1.46 mm	51.13 k shares	0.14	Common equity	Long	Italy
MTCH Match Group, Inc.	1.46 mm	44.48 k shares	0.14	Common equity	Long	USA
Investor AB	1.45 mm	52.97 k shares	0.14	Common equity	Long	Sweden
Safran SA	1.45 mm	6.22 k shares	0.14	Common equity	Long	France