GMO High Yield Fund

Fund Profile

Fund profile

Tickers

GHVIX, GMOZX

Fund manager

GMO Quality Fund

Total assets

$138.31 mm

Liabilities

$995.07 k

Net assets

$137.32 mm

Number of holdings

114.00

114 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
NOMURA REPO	23.00 mm	23.00 mm principal	16.75	Repurchase agreement	Long	USA
U.S. Treasury Floating Rate Notes	21.02 mm	21.02 mm principal	15.30	Debt	Long	USA
U.S. Treasury Floating Rate Notes	19.26 mm	19.25 mm principal	14.02	Debt	Long	USA
Japan Treasury Discount Bill	11.80 mm	1.77 bn principal	8.59	Short-term investment vehicle	Long	Japan
Japan Treasury Discount Bill	11.49 mm	1.72 bn principal	8.37	Short-term investment vehicle	Long	Japan
Japan Treasury Discount Bill	6.75 mm	1.01 bn principal	4.92	Short-term investment vehicle	Long	Japan
State Street Institutional Treasury Money Market Fund	2.76 mm	2.76 mm shares	2.01	Short-term investment vehicle	Long	USA
U.S. Treasury Floating Rate Notes	1.85 mm	1.85 mm principal	1.34	Debt	Long	USA
TRSWAP: IBOXHY INDEX JPMorgan Chase Bank NA	1.35 mm	22.87 mm other units	0.98	Equity derivative	N/A	USA
SWAP/CDSWAP/ICE: (CDX.NA.HY.43.V1)	1.16 mm	12.04 mm other units	0.84	Credit derivative	N/A	USA
PURCHASED USD / SOLD JPY Morgan Stanley & Co. International PLC	521.58 k	1.00 contracts	0.38	DFE	N/A	USA
Vistra Operations Co LLC	477.94 k	450.00 k principal	0.35	Debt	Long	USA
TGNA TEGNA Inc.	475.30 k	500.00 k principal	0.35	Debt	Long	USA
DTM DT Midstream, Inc.	474.95 k	500.00 k principal	0.35	Debt	Long	USA
HHH Howard Hughes Corporation	467.63 k	500.00 k principal	0.34	Debt	Long	USA
ACCO ACCO Brands Corporation	464.36 k	500.00 k principal	0.34	Debt	Long	USA
WESCO Distribution Inc	464.34 k	450.00 k principal	0.34	Debt	Long	USA
TWLO Twilio Inc.	463.06 k	500.00 k principal	0.34	Debt	Long	USA
XYZ Block, Inc.	461.69 k	450.00 k principal	0.34	Debt	Long	USA
FTRE Fortrea Holdings Inc.	455.24 k	450.00 k principal	0.33	Debt	Long	USA
RBLX Roblox Corporation	454.45 k	500.00 k principal	0.33	Debt	Long	USA
FICO Fair Isaac Corporation	450.57 k	450.00 k principal	0.33	Debt	Long	USA
Allison Transmission Inc	449.42 k	500.00 k principal	0.33	Debt	Long	USA
Iron Mountain Information Management Services Inc	447.08 k	475.00 k principal	0.33	Debt	Long	USA
AECOM	446.75 k	450.00 k principal	0.33	Debt	Long	USA
United Rentals North America Inc	445.88 k	500.00 k principal	0.32	Debt	Long	USA
NRG NRG Energy, Inc.	445.56 k	500.00 k principal	0.32	Debt	Long	USA
Fortress Transportation and Infrastructure Investors LLC	444.53 k	450.00 k principal	0.32	Debt	Long	USA
United Airlines Inc	443.55 k	450.00 k principal	0.32	Debt	Long	USA
Directv Financing LLC / Directv Financing Co-Obligor Inc	442.20 k	450.00 k principal	0.32	Debt	Long	USA
Air Canada	439.02 k	450.00 k principal	0.32	Debt	Long	Canada
Clearway Energy Operating LLC	436.72 k	450.00 k principal	0.32	Debt	Long	USA
Cogent Communications Group LLC	436.32 k	450.00 k principal	0.32	Debt	Long	USA
FLR Fluor Corporation	434.56 k	450.00 k principal	0.32	Debt	Long	USA
EFXT Enerflex Ltd.	433.18 k	415.00 k principal	0.32	Debt	Long	Canada
MOG-A Moog Inc.	432.96 k	450.00 k principal	0.32	Debt	Long	USA
EQM Midstream Partners, LP	432.81 k	400.00 k principal	0.32	Debt	Long	USA
Match Group Inc.	431.57 k	450.00 k principal	0.31	Debt	Long	USA
WH Wyndham Hotels & Resorts, Inc.	431.20 k	450.00 k principal	0.31	Debt	Long	USA
ASGN ASGN Incorporated	430.85 k	450.00 k principal	0.31	Debt	Long	USA
NextEra Energy Operating Partners LP	428.00 k	450.00 k principal	0.31	Debt	Long	USA
NMRK Newmark Group, Inc.	424.17 k	400.00 k principal	0.31	Debt	Long	USA
TFCF Twenty-First Century Fox Inc	422.64 k	450.00 k principal	0.31	Debt	Long	USA
Optics Bidco SpA	420.52 k	400.00 k principal	0.31	Debt	Long	Italy
TPX Tempur Sealy International, Inc.	418.41 k	450.00 k principal	0.30	Debt	Long	USA
CCO Holdings LLC / CCO Holdings Capital Corp	416.90 k	500.00 k principal	0.30	Debt	Long	USA
Lamar Media Corp	416.19 k	450.00 k principal	0.30	Debt	Long	USA
JWN Nordstrom, Inc.	411.16 k	450.00 k principal	0.30	Debt	Long	USA
PHIN PHINIA Inc.	410.58 k	400.00 k principal	0.30	Debt	Long	USA
BCO The Brink's Company	408.21 k	400.00 k principal	0.30	Debt	Long	USA
Antero Midstream Partners LP / Antero Midstream Finance Corp	406.46 k	400.00 k principal	0.30	Debt	Long	USA
LYV Live Nation Entertainment, Inc.	405.90 k	400.00 k principal	0.30	Debt	Long	USA
CCL Carnival Corporation & plc	402.60 k	400.00 k principal	0.29	Debt	Long	Panama
CRS Carpenter Technology Corporation	401.32 k	400.00 k principal	0.29	Debt	Long	USA
Harbour Energy PLC	398.22 k	400.00 k principal	0.29	Debt	Long	UK
Seagate HDD Cayman	397.40 k	400.00 k principal	0.29	Debt	Long	Cayman Islands
WDC Western Digital Corporation	396.93 k	400.00 k principal	0.29	Debt	Long	USA
Crown Americas LLC / Crown Americas Capital Corp VI	396.61 k	400.00 k principal	0.29	Debt	Long	USA
Vmed O2 UK Financing I PLC	396.43 k	450.00 k principal	0.29	Debt	Long	UK
Royal Caribbean Cruises Ltd	395.00 k	400.00 k principal	0.29	Debt	Long	Liberia
Adtalem Global Education Inc	393.13 k	400.00 k principal	0.29	Debt	Long	USA
Ashland Inc	392.20 k	450.00 k principal	0.29	Debt	Long	USA
VFC V.F. Corporation	388.58 k	450.00 k principal	0.28	Debt	Long	USA
WM Waste Management, Inc.	388.22 k	400.00 k principal	0.28	Debt	Long	USA
THC Tenet Healthcare Corporation	388.14 k	400.00 k principal	0.28	Debt	Long	USA
Jaguar Land Rover Automotive PLC	386.72 k	400.00 k principal	0.28	Debt	Long	UK
Icahn Enterprises LP / Icahn Enterprises Finance Corp	384.52 k	400.00 k principal	0.28	Debt	Long	USA
OneMain Finance Corp	384.28 k	400.00 k principal	0.28	Debt	Long	USA
RKUNY Rakuten Group, Inc.	381.58 k	350.00 k principal	0.28	Debt	Long	Japan
Murphy Oil USA Inc	380.35 k	425.00 k principal	0.28	Debt	Long	USA
UZD United States Cellular Corporat	379.15 k	350.00 k principal	0.28	Debt	Long	USA
Brandywine Operating Partnership LP	377.97 k	350.00 k principal	0.28	Debt	Long	USA
DY Dycom Industries, Inc.	377.50 k	400.00 k principal	0.27	Debt	Long	USA
Talen Energy Supply LLC	376.69 k	350.00 k principal	0.27	Debt	Long	USA
Novelis Corp	376.43 k	400.00 k principal	0.27	Debt	Long	USA
BFH Bread Financial Holdings, Inc.	375.83 k	350.00 k principal	0.27	Debt	Long	USA
TTMI TTM Technologies, Inc.	373.90 k	400.00 k principal	0.27	Debt	Long	USA
MWA Mueller Water Products, Inc.	373.28 k	400.00 k principal	0.27	Debt	Long	USA
Hilton Domestic Operating Co Inc	372.60 k	400.00 k principal	0.27	Debt	Long	USA
ADT Security Corp/The	372.30 k	400.00 k principal	0.27	Debt	Long	USA
Outfront Media Capital LLC / Outfront Media Capital Corp	370.21 k	350.00 k principal	0.27	Debt	Long	USA
Alliance Resource Operating Partners LP / Alliance Resource Finance Corp	369.33 k	350.00 k principal	0.27	Debt	Long	USA
Delek Logistics Partners LP / Delek Logistics Finance Corp	364.92 k	350.00 k principal	0.27	Debt	Long	USA
TRSWAP: IBOXHY INDEX Barclays Capital, Inc.	363.64 k	56.67 mm other units	0.26	Equity derivative	N/A	USA
GFL GFL Environmental Inc.	362.97 k	350.00 k principal	0.26	Debt	Long	Canada
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc	361.96 k	350.00 k principal	0.26	Debt	Long	USA
TransDigm Inc	358.50 k	350.00 k principal	0.26	Debt	Long	USA
ESAB ESAB Corporation	356.06 k	350.00 k principal	0.26	Debt	Long	USA
Sagicor Financial Co Ltd	345.10 k	350.00 k principal	0.25	Debt	Long	Bermuda
BWXT BWX Technologies, Inc.	332.38 k	350.00 k principal	0.24	Debt	Long	USA
Jefferies Finance LLC / JFIN Co-Issuer Corp	327.18 k	350.00 k principal	0.24	Debt	Long	USA
goeasy Ltd	321.09 k	300.00 k principal	0.23	Debt	Long	Canada
Viper Energy Inc	312.56 k	300.00 k principal	0.23	Debt	Long	USA
Taylor Morrison Communities Inc	301.76 k	300.00 k principal	0.22	Debt	Long	USA
CNX CNX Resources Corporation	300.12 k	300.00 k principal	0.22	Debt	Long	USA
Rolls-Royce PLC	296.04 k	300.00 k principal	0.22	Debt	Long	UK
MHO M/I Homes, Inc.	295.15 k	300.00 k principal	0.21	Debt	Long	USA
SLM SLM Corporation	285.53 k	300.00 k principal	0.21	Debt	Long	USA
CTR Partnership LP / CareTrust Capital Corp	237.27 k	250.00 k principal	0.17	Debt	Long	USA
IT Gartner, Inc.	233.54 k	250.00 k principal	0.17	Debt	Long	USA
ECPG Encore Capital Group, Inc.	211.72 k	200.00 k principal	0.15	Debt	Long	USA
SLGN Silgan Holdings Inc.	192.35 k	200.00 k principal	0.14	Debt	Long	USA
U.S. Treasury Floating Rate Notes	174.95 k	175.00 k principal	0.13	Debt	Long	USA
BALL Ball Corporation	152.59 k	150.00 k principal	0.11	Debt	Long	USA
Hess Midstream Operations LP	141.04 k	150.00 k principal	0.10	Debt	Long	USA
HWM Howmet Aerospace Inc.	140.03 k	150.00 k principal	0.10	Debt	Long	USA
PURCHASED USD / SOLD JPY State Street Bank & Trust Co.	124.10 k	1.00 contracts	0.09	DFE	N/A	USA
NWL Newell Brands Inc.	101.67 k	100.00 k principal	0.07	Debt	Long	USA
PATK Patrick Industries, Inc.	98.93 k	100.00 k principal	0.07	Debt	Long	USA
PURCHASED JPY / SOLD USD Deutsche Bank AG	70.71 k	1.00 contracts	0.05	DFE	N/A	Japan
PURCHASED USD / SOLD JPY State Street Bank & Trust Co.	46.80 k	1.00 contracts	0.03	DFE	N/A	USA
US 5YR NOTE (CBT) MAR25	32.91 k	37.00 contracts	0.02	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)MAR25	9.32 k	13.00 contracts	0.01	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) MAR25	8.62 k	14.00 contracts	0.01	Interest rate derivative	N/A	USA