GMO Strategic Opportunities Allocation Fund

Fund Profile

Fund profile

Tickers

GBATX

Fund manager

GMO Quality Fund

Total assets

$238.48 mm

Liabilities

$35.33 mm

Net assets

$203.14 mm

Number of holdings

440.00

Top 200 of 440 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
GMO International Equity Fund	36.88 mm	1.42 mm shares	18.16	Common equity	Long	USA
NOMURA REPO	24.00 mm	24.00 mm principal	11.81	Repurchase agreement	Long	USA
GMO US Opportunistic Value Fund	17.41 mm	732.38 k shares	8.57	Common equity	Long	USA
GMO International Opportunistic Value Fund	17.18 mm	1.08 mm shares	8.46	Common equity	Long	USA
GMO-Usonian Japan Value Creation Fund	14.77 mm	689.98 k shares	7.27	Common equity	Long	USA
GMO Asset Allocation Bond Fund	12.61 mm	609.38 k shares	6.21	Common equity	Long	USA
GMO Emerging Markets Fund	11.68 mm	473.27 k shares	5.75	Common equity	Long	USA
GMO US Equity Fund	9.89 mm	705.61 k shares	4.87	Common equity	Long	USA
GMO Emerging Country Debt	7.76 mm	382.01 k shares	3.82	Common equity	Long	USA
GMO Quality Fund	7.72 mm	224.93 k shares	3.80	Common equity	Long	USA
GMO Multi-Sector Fixed Income Fund	7.44 mm	413.25 k shares	3.66	Common equity	Long	USA
GMO Small Cap Quality Fund	7.03 mm	272.22 k shares	3.46	Common equity	Long	USA
GMO Emerging Markets ex-China Fund	4.83 mm	321.34 k shares	2.38	Common equity	Long	USA
GMO Resources Fund	4.70 mm	222.37 k shares	2.31	Common equity	Long	USA
GMO US Treasury Fund	3.35 mm	670.80 k shares	1.65	Common equity	Long	USA
GMO Climate Change Fund	2.47 mm	110.05 k shares	1.22	Common equity	Long	USA
State Street Institutional Treasury Money Market Fund	1.53 mm	1.53 mm shares	0.75	Short-term investment vehicle	Long	USA
U.S. Treasury Floating Rate Notes	1.35 mm	1.35 mm principal	0.66	Debt	Long	USA
META Meta Platforms, Inc.	513.49 k	985.00 shares	0.25	Common equity	Long	USA
GM General Motors Company	361.55 k	7.26 k shares	0.18	Common equity	Long	USA
IBM International Business Machines Corporation	353.93 k	1.75 k shares	0.17	Common equity	Long	USA
Nokia Oyj	352.98 k	80.07 k shares	0.17	Common equity	Long	Finland
ING Groep NV	352.42 k	19.38 k shares	0.17	Common equity	Long	Netherlands
DFS Discover Financial Services	349.69 k	2.52 k shares	0.17	Common equity	Long	USA
EBAY eBay Inc.	348.69 k	5.90 k shares	0.17	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	347.59 k	4.80 k shares	0.17	Common equity	Long	USA
3i Group PLC	336.25 k	8.01 k shares	0.17	Common equity	Long	UK
REGN Regeneron Pharmaceuticals, Inc.	335.27 k	283.00 shares	0.17	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	334.41 k	4.30 k shares	0.16	Common equity	Long	USA
COF Capital One Financial Corporation	334.27 k	2.28 k shares	0.16	Common equity	Long	USA
SYF Synchrony Financial	333.42 k	6.63 k shares	0.16	Common equity	Long	USA
Roche Holding AG	330.06 k	975.00 shares	0.16	Common equity	Long	Switzerland
BLDR Builders FirstSource, Inc.	328.51 k	1.89 k shares	0.16	Common equity	Long	USA
C Citigroup Inc.	326.35 k	5.21 k shares	0.16	Common equity	Long	USA
HPQ HP Inc.	325.91 k	9.01 k shares	0.16	Common equity	Long	USA
Banco Santander SA	323.37 k	65.03 k shares	0.16	Common equity	Long	Spain
ALLY Ally Financial Inc.	320.73 k	7.43 k shares	0.16	Common equity	Long	USA
Koninklijke Ahold Delhaize NV	320.24 k	9.31 k shares	0.16	Common equity	Long	Netherlands
VZ Verizon Communications Inc.	319.16 k	7.64 k shares	0.16	Common equity	Long	USA
PFE Pfizer Inc.	318.65 k	10.98 k shares	0.16	Common equity	Long	USA
Danske Bank A/S	315.90 k	10.12 k shares	0.16	Common equity	Long	Denmark
Check Point Software Technologies Ltd	313.39 k	1.63 k shares	0.15	Common equity	Long	Israel
MTCH Match Group, Inc.	312.71 k	8.40 k shares	0.15	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	310.58 k	4.50 k shares	0.15	Common equity	Long	USA
ITOCHU Corp	308.82 k	5.80 k shares	0.15	Common equity	Long	Japan
BT Group PLC	306.96 k	167.06 k shares	0.15	Common equity	Long	UK
ICE Intercontinental Exchange, Inc.	306.14 k	1.90 k shares	0.15	Common equity	Long	USA
INCY Incyte Corporation	304.93 k	4.64 k shares	0.15	Common equity	Long	USA
F Ford Motor Company	304.35 k	27.20 k shares	0.15	Common equity	Long	USA
SWKS Skyworks Solutions, Inc.	304.22 k	2.78 k shares	0.15	Common equity	Long	USA
BAC Bank of America Corporation	303.83 k	7.46 k shares	0.15	Common equity	Long	USA
CNC Centene Corporation	303.42 k	3.85 k shares	0.15	Common equity	Long	USA
VOD Vodafone Group Public Limited Company	300.78 k	30.79 k shares	0.15	Common equity	Long	UK
Mercedes-Benz Group AG	300.38 k	4.36 k shares	0.15	Common equity	Long	Germany
EXPE Expedia Group, Inc.	298.90 k	2.15 k shares	0.15	Common equity	Long	USA
Berkeley Group Holdings PLC	296.71 k	4.51 k shares	0.15	Common equity	Long	UK
Panasonic Holdings Corp	296.59 k	35.30 k shares	0.15	Common equity	Long	Japan
GEHC GE HealthCare Technologies Inc.	296.45 k	3.50 k shares	0.15	Common equity	Long	USA
HPE Hewlett Packard Enterprise Company	294.77 k	15.22 k shares	0.15	Common equity	Long	USA
BHP Group Ltd	294.25 k	10.69 k shares	0.14	Common equity	Long	Australia
EXOR NV	294.24 k	2.64 k shares	0.14	Common equity	Long	Netherlands
Banco Bilbao Vizcaya Argentaria SA	293.99 k	27.67 k shares	0.14	Common equity	Long	Spain
KML Kinder Morgan Canada Ltd	293.37 k	13.60 k shares	0.14	Common equity	Long	USA
Honda Motor Co Ltd	292.43 k	26.50 k shares	0.14	Common equity	Long	Japan
VTRS Viatris Inc.	292.34 k	24.20 k shares	0.14	Common equity	Long	USA
Ageas SA/NV	290.37 k	5.65 k shares	0.14	Common equity	Long	Belgium
CSCO Cisco Systems, Inc.	288.18 k	5.70 k shares	0.14	Common equity	Long	USA
GSK GSK plc	286.73 k	6.53 k shares	0.14	Common equity	Long	UK
Investor AB	285.64 k	9.59 k shares	0.14	Common equity	Long	Sweden
Industria de Diseno Textil SA	285.40 k	5.27 k shares	0.14	Common equity	Long	Spain
AKAM Akamai Technologies, Inc.	284.54 k	2.79 k shares	0.14	Common equity	Long	USA
WFG West Fraser Timber Co. Ltd.	283.16 k	3.20 k shares	0.14	Common equity	Long	Canada
CVS CVS Health Corporation	278.87 k	4.87 k shares	0.14	Common equity	Long	USA
Inpex Corp	277.13 k	18.80 k shares	0.14	Common equity	Long	Japan
CMCSA Comcast Corporation	276.99 k	7.00 k shares	0.14	Common equity	Long	USA
FOX Fox Corporation	276.70 k	7.20 k shares	0.14	Common equity	Long	USA
SOLV Solventum Corporation	276.44 k	4.31 k shares	0.14	Common equity	Long	USA
Bank Leumi Le-Israel BM	276.40 k	28.59 k shares	0.14	Common equity	Long	Israel
Leonardo SpA	275.89 k	10.82 k shares	0.14	Common equity	Long	Italy
BIO Bio-Rad Laboratories, Inc.	275.25 k	816.00 shares	0.14	Common equity	Long	USA
Kasikornbank PCL	274.60 k	65.00 k shares	0.14	Common equity	Long	Thailand
Stellantis NV	273.76 k	16.27 k shares	0.13	Common equity	Long	Netherlands
BKNG Booking Holdings Inc.	273.65 k	70.00 shares	0.13	Common equity	Long	USA
Canadian Tire Corp Ltd	273.61 k	2.40 k shares	0.13	Common equity	Long	Canada
NUE Nucor Corporation	273.44 k	1.80 k shares	0.13	Common equity	Long	USA
Kia Corp	273.15 k	3.44 k shares	0.13	Common equity	Long	Korea, Republic of
ArcelorMittal SA	272.74 k	11.64 k shares	0.13	Common equity	Long	Luxembourg
Compass Group PLC	272.56 k	8.62 k shares	0.13	Common equity	Long	UK
China Construction Bank Corp	271.73 k	387.00 k shares	0.13	Common equity	Long	China
KHC The Kraft Heinz Company	271.29 k	7.66 k shares	0.13	Common equity	Long	USA
Tokyo Electric Power Co Holdings Inc	270.44 k	56.70 k shares	0.13	Common equity	Long	Japan
LG Electronics Inc	269.32 k	3.61 k shares	0.13	Common equity	Long	Korea, Republic of
STLD Steel Dynamics, Inc.	268.30 k	2.25 k shares	0.13	Common equity	Long	USA
PCAR PACCAR Inc	268.25 k	2.79 k shares	0.13	Common equity	Long	USA
AXP American Express Company	266.93 k	1.03 k shares	0.13	Common equity	Long	USA
ORLEN SA	265.98 k	15.98 k shares	0.13	Common equity	Long	Poland
Nippon Yusen KK	264.84 k	7.30 k shares	0.13	Common equity	Long	Japan
ON ON Semiconductor Corporation	263.90 k	3.39 k shares	0.13	Common equity	Long	USA
Volkswagen AG	262.88 k	2.47 k shares	0.13	Preferred equity	Long	Germany
EPAM EPAM Systems, Inc.	260.79 k	1.30 k shares	0.13	Common equity	Long	USA
MMM 3M Company	257.66 k	1.91 k shares	0.13	Common equity	Long	USA
Equinor ASA	256.44 k	9.56 k shares	0.13	Common equity	Long	Norway
Mitsui OSK Lines Ltd	256.14 k	7.10 k shares	0.13	Common equity	Long	Japan
Renault SA	254.62 k	5.37 k shares	0.13	Common equity	Long	France
Genmab A/S	253.64 k	912.00 shares	0.12	Common equity	Long	Denmark
GOOG Alphabet Inc.	252.10 k	1.54 k shares	0.12	Common equity	Long	USA
Safran SA	251.79 k	1.15 k shares	0.12	Common equity	Long	France
NN Group NV	249.89 k	5.10 k shares	0.12	Common equity	Long	Netherlands
WFC Wells Fargo & Company	249.61 k	4.27 k shares	0.12	Common equity	Long	USA
Porsche Automobil Holding SE	248.03 k	5.51 k shares	0.12	Preferred equity	Long	Germany
Adecco Group AG	244.59 k	7.17 k shares	0.12	Common equity	Long	Switzerland
PARA Paramount Global	240.89 k	23.01 k shares	0.12	Common equity	Long	USA
Kingfisher PLC	238.51 k	63.47 k shares	0.12	Common equity	Long	UK
CBRE CBRE Group, Inc.	235.35 k	2.04 k shares	0.12	Common equity	Long	USA
Brambles Ltd	235.16 k	19.08 k shares	0.12	Common equity	Long	Australia
Societe Generale SA	232.28 k	9.61 k shares	0.11	Common equity	Long	France
BAM Brookfield Asset Management Ltd.	229.98 k	4.57 k shares	0.11	Common equity	Long	Canada
BlueScope Steel Ltd	229.28 k	16.46 k shares	0.11	Common equity	Long	Australia
MOS The Mosaic Company	226.22 k	7.92 k shares	0.11	Common equity	Long	USA
CLF Cleveland-Cliffs Inc.	224.97 k	17.23 k shares	0.11	Common equity	Long	USA
BEN Franklin Resources, Inc.	221.28 k	10.93 k shares	0.11	Common equity	Long	USA
Turk Hava Yollari AO	216.67 k	24.57 k shares	0.11	Common equity	Long	Turkey
MGA Magna International Inc.	214.27 k	5.10 k shares	0.11	Common equity	Long	Canada
EOG EOG Resources, Inc.	211.91 k	1.65 k shares	0.10	Common equity	Long	USA
Fomento Economico Mexicano SAB de CV	208.75 k	20.30 k shares	0.10	Common equity	Long	Mexico
OVV Ovintiv Inc.	207.81 k	4.85 k shares	0.10	Common equity	Long	USA
Amadeus IT Group SA	207.76 k	3.08 k shares	0.10	Common equity	Long	Spain
ROCKWOOL A/S	206.10 k	475.00 shares	0.10	Common equity	Long	Denmark
Krung Thai Bank PCL	205.01 k	379.80 k shares	0.10	Common equity	Long	Thailand
Arch Capital Group Ltd	200.40 k	1.77 k shares	0.10	Common equity	Long	Bermuda
DHI D.R. Horton, Inc.	198.58 k	1.05 k shares	0.10	Common equity	Long	USA
RYAAY Ryanair Holdings plc	198.51 k	1.78 k shares	0.10	Common equity	Long	Ireland
MKL Markel Corporation	198.48 k	124.00 shares	0.10	Common equity	Long	USA
WBA Walgreens Boots Alliance, Inc.	196.45 k	21.24 k shares	0.10	Common equity	Long	USA
PHM PulteGroup, Inc.	196.03 k	1.49 k shares	0.10	Common equity	Long	USA
AP Moller - Maersk A/S	195.88 k	131.00 shares	0.10	Common equity	Long	Denmark
LEN Lennar Corporation	194.99 k	1.07 k shares	0.10	Common equity	Long	USA
Koninklijke Philips NV	194.97 k	6.47 k shares	0.10	Common equity	Long	Netherlands
INTC Intel Corporation	194.08 k	8.81 k shares	0.10	Common equity	Long	USA
TXN Texas Instruments Incorporated	193.33 k	902.00 shares	0.10	Common equity	Long	USA
Shell PLC	192.72 k	5.44 k shares	0.09	Common equity	Long	UK
Fastighets AB Balder	192.07 k	24.52 k shares	0.09	Common equity	Long	Sweden
FNF Fidelity National Financial, Inc.	191.09 k	3.24 k shares	0.09	Common equity	Long	USA
HLT Hilton Worldwide Holdings Inc.	191.09 k	870.00 shares	0.09	Common equity	Long	USA
Grupo Mexico SAB de CV	190.20 k	37.03 k shares	0.09	Common equity	Long	Mexico
Subaru Corp	189.89 k	9.90 k shares	0.09	Common equity	Long	Japan
Shionogi & Co Ltd	186.33 k	4.00 k shares	0.09	Common equity	Long	Japan
TSN Tyson Foods, Inc.	186.11 k	2.89 k shares	0.09	Common equity	Long	USA
QBCAF Quebecor Inc.	181.30 k	7.30 k shares	0.09	Common equity	Long	Canada
MU Micron Technology, Inc.	179.58 k	1.87 k shares	0.09	Common equity	Long	USA
LRCX Lam Research Corporation	178.98 k	218.00 shares	0.09	Common equity	Long	USA
Bayerische Motoren Werke AG	178.83 k	1.93 k shares	0.09	Common equity	Long	Germany
FFIV F5, Inc.	176.74 k	870.00 shares	0.09	Common equity	Long	USA
Hyundai Mobis Co Ltd	175.25 k	1.07 k shares	0.09	Common equity	Long	Korea, Republic of
Hyundai Motor Co	174.75 k	911.00 shares	0.09	Common equity	Long	Korea, Republic of
MFC Manulife Financial Corporation	174.58 k	6.32 k shares	0.09	Common equity	Long	Canada
Power Corp of Canada	171.91 k	5.60 k shares	0.08	Common equity	Long	Canada
SQ Block, Inc.	168.70 k	2.55 k shares	0.08	Common equity	Long	USA
NTR Nutrien Ltd.	167.97 k	3.47 k shares	0.08	Common equity	Long	Canada
Beiersdorf AG	167.16 k	1.16 k shares	0.08	Common equity	Long	Germany
Continental AG	165.19 k	2.44 k shares	0.08	Common equity	Long	Germany
USB U.S. Bancorp	165.07 k	3.50 k shares	0.08	Common equity	Long	USA
Volvo Car AB	164.59 k	57.47 k shares	0.08	Common equity	Long	Sweden
MFC Manulife Financial Corporation	160.14 k	5.80 k shares	0.08	Common equity	Long	Canada
Sumitomo Corp	159.32 k	6.70 k shares	0.08	Common equity	Long	Japan
Nissan Motor Co Ltd	155.21 k	52.50 k shares	0.08	Common equity	Long	Japan
STM STMicroelectronics N.V.	154.35 k	4.83 k shares	0.08	Common equity	Long	Netherlands
Yamaha Motor Co Ltd	152.47 k	17.40 k shares	0.08	Common equity	Long	Japan
KMX CarMax, Inc.	149.48 k	1.77 k shares	0.07	Common equity	Long	USA
LVS Las Vegas Sands Corp.	147.15 k	3.77 k shares	0.07	Common equity	Long	USA
LVMH Moet Hennessy Louis Vuitton SE	145.89 k	196.00 shares	0.07	Common equity	Long	France
DAL Delta Air Lines, Inc.	144.81 k	3.41 k shares	0.07	Common equity	Long	USA
BWA BorgWarner Inc.	140.88 k	4.14 k shares	0.07	Common equity	Long	USA
DAR Darling Ingredients Inc.	137.58 k	3.30 k shares	0.07	Common equity	Long	USA
CHRD Chord Energy Corporation	136.85 k	922.00 shares	0.07	Common equity	Long	USA
Neste Oyj	135.95 k	5.83 k shares	0.07	Common equity	Long	Finland
Persimmon PLC	134.94 k	6.23 k shares	0.07	Common equity	Long	UK
CVX Chevron Corporation	134.04 k	906.00 shares	0.07	Common equity	Long	USA
PKX POSCO Holdings Inc.	131.09 k	2.05 k shares	0.06	Common equity	Long	Korea, Republic of
Holcim AG	127.68 k	1.32 k shares	0.06	Common equity	Long	Switzerland
Vivendi SE	125.70 k	11.21 k shares	0.06	Common equity	Long	France
Taylor Wimpey PLC	125.20 k	58.93 k shares	0.06	Common equity	Long	UK
OTIS Otis Worldwide Corporation	125.18 k	1.32 k shares	0.06	Common equity	Long	USA
Renesas Electronics Corp	114.90 k	6.60 k shares	0.06	Common equity	Long	Japan
ONEX Onex Corp	113.05 k	1.60 k shares	0.06	Common equity	Long	Canada
Bayerische Motoren Werke AG	111.39 k	1.29 k shares	0.05	Preferred equity	Long	Germany
CITIC Ltd	109.17 k	110.00 k shares	0.05	Common equity	Long	Hong Kong
OTEX Open Text Corporation	109.08 k	3.43 k shares	0.05	Common equity	Long	Canada
Telecom Italia SpA/Milano	108.33 k	409.30 k shares	0.05	Common equity	Long	Italy
GE General Electric Company	106.52 k	610.00 shares	0.05	Common equity	Long	USA
U.S. Treasury Floating Rate Notes	99.85 k	100.00 k principal	0.05	Debt	Long	USA
LG Corp	96.85 k	1.63 k shares	0.05	Common equity	Long	Korea, Republic of
AP Moller - Maersk A/S	95.99 k	66.00 shares	0.05	Common equity	Long	Denmark
iA Financial Corp Inc	92.23 k	1.20 k shares	0.05	Common equity	Long	Canada
Alimentation Couche-Tard Inc	91.34 k	1.60 k shares	0.04	Common equity	Long	Canada
GS The Goldman Sachs Group, Inc.	91.33 k	179.00 shares	0.04	Common equity	Long	USA
CNH Industrial NV	90.77 k	8.78 k shares	0.04	Common equity	Long	Netherlands
Mazda Motor Corp	90.37 k	10.70 k shares	0.04	Common equity	Long	Japan
Nice Ltd	88.95 k	512.00 shares	0.04	Common equity	Long	Israel
UPS United Parcel Service, Inc.	88.83 k	691.00 shares	0.04	Common equity	Long	USA