GMO Benchmark-Free Fund

Fund Profile

Fund profile

Tickers

GBFFX

Fund manager

GMO Quality Fund

Total assets

$1.32 bn

Liabilities

$211.83 mm

Net assets

$1.11 bn

Number of holdings

1.42 k

Top 200 of 1417 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Floating Rate Notes	84.49 mm	84.61 mm principal	7.64	Debt	Long	USA
NOMURA REPO	70.00 mm	70.00 mm principal	6.33	Repurchase agreement	Long	USA
GMO Opportunistic Income Fund	51.45 mm	2.11 mm shares	4.65	Common equity	Long	USA
U.S. Treasury Inflation-Indexed Notes	51.37 mm	50.86 mm principal	4.65	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	51.33 mm	51.51 mm principal	4.64	Debt	Long	USA
GMO Resources Fund	48.00 mm	2.27 mm shares	4.34	Common equity	Long	USA
GMO Emerging Country Debt	25.91 mm	1.28 mm shares	2.34	Common equity	Long	USA
GMO High Yield Fund	14.55 mm	820.17 k shares	1.32	Common equity	Long	USA
GMO Climate Change Fund	13.21 mm	588.77 k shares	1.19	Common equity	Long	USA
U.S. Treasury Floating Rate Notes	10.00 mm	10.00 mm principal	0.90	Debt	Long	USA
Federal Home Loan Banks	9.50 mm	9.50 mm principal	0.86	Debt	Long	USA
Taiwan Semiconductor Manufacturing Co Ltd	9.06 mm	306.00 k shares	0.82	Common equity	Long	Taiwan
Roche Holding AG	8.95 mm	26.44 k shares	0.81	Common equity	Long	Switzerland
META Meta Platforms, Inc.	6.90 mm	13.24 k shares	0.62	Common equity	Long	USA
3i Group PLC	6.67 mm	158.70 k shares	0.60	Common equity	Long	UK
TotalEnergies SE	6.24 mm	90.73 k shares	0.56	Common equity	Long	France
GSK GSK plc	5.58 mm	126.99 k shares	0.50	Common equity	Long	UK
Banco Bilbao Vizcaya Argentaria SA	5.40 mm	508.71 k shares	0.49	Common equity	Long	Spain
BHP Group Ltd	5.23 mm	189.81 k shares	0.47	Common equity	Long	Australia
BT Group PLC	5.21 mm	2.83 mm shares	0.47	Common equity	Long	UK
ITOCHU Corp	5.10 mm	95.80 k shares	0.46	Common equity	Long	Japan
Inpex Corp	4.78 mm	324.40 k shares	0.43	Common equity	Long	Japan
EXOR NV	4.77 mm	42.78 k shares	0.43	Common equity	Long	Netherlands
Yamaha Motor Co Ltd	4.67 mm	533.10 k shares	0.42	Common equity	Long	Japan
NN Group NV	4.66 mm	95.03 k shares	0.42	Common equity	Long	Netherlands
Sanofi SA	4.55 mm	40.57 k shares	0.41	Common equity	Long	France
Isuzu Motors Ltd	4.55 mm	299.80 k shares	0.41	Common equity	Long	Japan
Ageas SA/NV	4.45 mm	86.50 k shares	0.40	Common equity	Long	Belgium
Nippon Yusen KK	4.39 mm	120.90 k shares	0.40	Common equity	Long	Japan
Sumitomo Forestry Co Ltd	4.38 mm	104.80 k shares	0.40	Common equity	Long	Japan
Banco Santander SA	4.36 mm	876.19 k shares	0.39	Common equity	Long	Spain
BAC Bank of America Corporation	4.25 mm	104.31 k shares	0.38	Common equity	Long	USA
Mercedes-Benz Group AG	4.23 mm	61.33 k shares	0.38	Common equity	Long	Germany
Kanematsu Corp	4.18 mm	241.10 k shares	0.38	Common equity	Long	Japan
Banco de Sabadell SA	4.16 mm	1.94 mm shares	0.38	Common equity	Long	Spain
Kia Corp	4.14 mm	52.06 k shares	0.37	Common equity	Long	Korea, Republic of
Equinor ASA	4.09 mm	152.39 k shares	0.37	Common equity	Long	Norway
IBM International Business Machines Corporation	3.99 mm	19.73 k shares	0.36	Common equity	Long	USA
Leonardo SpA	3.92 mm	153.49 k shares	0.35	Common equity	Long	Italy
Credit Saison Co Ltd	3.91 mm	175.80 k shares	0.35	Common equity	Long	Japan
Cie de Saint-Gobain SA	3.90 mm	44.66 k shares	0.35	Common equity	Long	France
JPM JPMorgan Chase & Co.	3.87 mm	17.20 k shares	0.35	Common equity	Long	USA
Koninklijke Ahold Delhaize NV	3.81 mm	110.69 k shares	0.34	Common equity	Long	Netherlands
CSCO Cisco Systems, Inc.	3.76 mm	74.46 k shares	0.34	Common equity	Long	USA
ING Groep NV	3.70 mm	203.58 k shares	0.33	Common equity	Long	Netherlands
VZ Verizon Communications Inc.	3.64 mm	87.17 k shares	0.33	Common equity	Long	USA
PFE Pfizer Inc.	3.56 mm	122.66 k shares	0.32	Common equity	Long	USA
Kirin Holdings Co Ltd	3.51 mm	232.50 k shares	0.32	Common equity	Long	Japan
Oil & Natural Gas Corp Ltd	3.48 mm	883.17 k shares	0.31	Common equity	Long	India
China Construction Bank Corp	3.48 mm	4.95 mm shares	0.31	Common equity	Long	China
Shionogi & Co Ltd	3.34 mm	71.60 k shares	0.30	Common equity	Long	Japan
MFC Manulife Financial Corporation	3.33 mm	120.60 k shares	0.30	Common equity	Long	Canada
Panasonic Holdings Corp	3.31 mm	394.20 k shares	0.30	Common equity	Long	Japan
NVS Novartis AG	3.29 mm	27.20 k shares	0.30	Common equity	Long	Switzerland
VOD Vodafone Group Public Limited Company	3.29 mm	336.50 k shares	0.30	Common equity	Long	UK
CVX Chevron Corporation	3.29 mm	22.21 k shares	0.30	Common equity	Long	USA
Mitsubishi Electric Corp	3.28 mm	194.90 k shares	0.30	Common equity	Long	Japan
XOM Exxon Mobil Corporation	3.27 mm	27.72 k shares	0.30	Common equity	Long	USA
CMCSA Comcast Corporation	3.27 mm	82.55 k shares	0.30	Common equity	Long	USA
C Citigroup Inc.	3.26 mm	52.06 k shares	0.29	Common equity	Long	USA
JNJ Johnson & Johnson	3.22 mm	19.43 k shares	0.29	Common equity	Long	USA
Stellantis NV	3.21 mm	190.67 k shares	0.29	Common equity	Long	Netherlands
ENEOS Holdings Inc	3.19 mm	586.30 k shares	0.29	Common equity	Long	Japan
Nokia Oyj	3.18 mm	722.30 k shares	0.29	Common equity	Long	Finland
NH Foods Ltd	3.18 mm	84.80 k shares	0.29	Common equity	Long	Japan
REGN Regeneron Pharmaceuticals, Inc.	3.17 mm	2.67 k shares	0.29	Common equity	Long	USA
Sumitomo Mitsui Financial Group Inc	3.13 mm	47.50 k shares	0.28	Common equity	Long	Japan
Tokyo Gas Co Ltd	3.12 mm	124.90 k shares	0.28	Common equity	Long	Japan
State Street Institutional Treasury Money Market Fund	3.03 mm	3.03 mm shares	0.27	Short-term investment vehicle	Long	USA
H.U. Group Holdings Inc	3.02 mm	163.90 k shares	0.27	Common equity	Long	Japan
Sega Sammy Holdings Inc	3.01 mm	171.60 k shares	0.27	Common equity	Long	Japan
Hon Hai Precision Industry Co Ltd	2.96 mm	513.32 k shares	0.27	Common equity	Long	Taiwan
Mitsui OSK Lines Ltd	2.91 mm	80.70 k shares	0.26	Common equity	Long	Japan
BlueScope Steel Ltd	2.90 mm	208.40 k shares	0.26	Common equity	Long	Australia
GOOG Alphabet Inc.	2.88 mm	17.61 k shares	0.26	Common equity	Long	USA
Tencent Holdings Ltd	2.88 mm	59.30 k shares	0.26	Common equity	Long	Cayman Islands
Industria de Diseno Textil SA	2.85 mm	52.58 k shares	0.26	Common equity	Long	Spain
Adecco Group AG	2.83 mm	82.88 k shares	0.26	Common equity	Long	Switzerland
COF Capital One Financial Corporation	2.82 mm	19.17 k shares	0.25	Common equity	Long	USA
Power Corp of Canada	2.78 mm	90.50 k shares	0.25	Common equity	Long	Canada
TOTO Ltd	2.76 mm	79.60 k shares	0.25	Common equity	Long	Japan
HPQ HP Inc.	2.75 mm	75.98 k shares	0.25	Common equity	Long	USA
EBAY eBay Inc.	2.75 mm	46.49 k shares	0.25	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	2.70 mm	37.33 k shares	0.24	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	2.68 mm	34.45 k shares	0.24	Common equity	Long	USA
T&D Holdings Inc	2.67 mm	157.50 k shares	0.24	Common equity	Long	Japan
DFS Discover Financial Services	2.67 mm	19.22 k shares	0.24	Common equity	Long	USA
TD The Toronto-Dominion Bank	2.63 mm	43.90 k shares	0.24	Common equity	Long	Canada
Stanley Electric Co Ltd	2.62 mm	136.30 k shares	0.24	Common equity	Long	Japan
CVS CVS Health Corporation	2.61 mm	45.65 k shares	0.24	Common equity	Long	USA
MediaTek Inc	2.60 mm	67.00 k shares	0.24	Common equity	Long	Taiwan
Unipol Gruppo SpA	2.59 mm	244.22 k shares	0.23	Common equity	Long	Italy
Daiwabo Holdings Co Ltd	2.59 mm	136.21 k shares	0.23	Common equity	Long	Japan
SYF Synchrony Financial	2.58 mm	51.42 k shares	0.23	Common equity	Long	USA
BABA Alibaba Group Holding Limited	2.57 mm	30.85 k shares	0.23	Common equity	Long	Cayman Islands
F Ford Motor Company	2.56 mm	228.59 k shares	0.23	Common equity	Long	USA
Sumitomo Mitsui Trust Holdings Inc	2.53 mm	101.40 k shares	0.23	Common equity	Long	Japan
FUJIFILM Holdings Corp	2.51 mm	93.20 k shares	0.23	Common equity	Long	Japan
MFC Manulife Financial Corporation	2.49 mm	90.05 k shares	0.22	Common equity	Long	Canada
HPE Hewlett Packard Enterprise Company	2.42 mm	125.09 k shares	0.22	Common equity	Long	USA
CNC Centene Corporation	2.41 mm	30.60 k shares	0.22	Common equity	Long	USA
Fuji Corp/Aichi	2.40 mm	142.40 k shares	0.22	Common equity	Long	Japan
MRK Merck & Co., Inc.	2.40 mm	20.26 k shares	0.22	Common equity	Long	USA
Oversea-Chinese Banking Corp Ltd	2.39 mm	214.20 k shares	0.22	Common equity	Long	Singapore
Hyundai Mobis Co Ltd	2.39 mm	14.63 k shares	0.22	Common equity	Long	Korea, Republic of
Mizuno Corp	2.38 mm	35.20 k shares	0.21	Common equity	Long	Japan
GM General Motors Company	2.38 mm	47.75 k shares	0.21	Common equity	Long	USA
Evergreen Marine Corp Taiwan Ltd	2.37 mm	403.20 k shares	0.21	Common equity	Long	Taiwan
KHC The Kraft Heinz Company	2.35 mm	66.38 k shares	0.21	Common equity	Long	USA
AXP American Express Company	2.34 mm	9.06 k shares	0.21	Common equity	Long	USA
ALLY Ally Financial Inc.	2.34 mm	54.16 k shares	0.21	Common equity	Long	USA
Barratt Developments PLC	2.33 mm	348.13 k shares	0.21	Common equity	Long	UK
STM STMicroelectronics N.V.	2.32 mm	72.53 k shares	0.21	Common equity	Long	Netherlands
Power Grid Corp of India Ltd	2.32 mm	574.06 k shares	0.21	Common equity	Long	India
Japan Tobacco Inc	2.32 mm	80.20 k shares	0.21	Common equity	Long	Japan
Vivendi SE	2.29 mm	204.31 k shares	0.21	Common equity	Long	France
Honda Motor Co Ltd	2.28 mm	206.70 k shares	0.21	Common equity	Long	Japan
GS The Goldman Sachs Group, Inc.	2.27 mm	4.44 k shares	0.20	Common equity	Long	USA
VTRS Viatris Inc.	2.26 mm	186.93 k shares	0.20	Common equity	Long	USA
NEC Corp	2.24 mm	25.30 k shares	0.20	Common equity	Long	Japan
HMC Honda Motor Co., Ltd.	2.23 mm	67.58 k shares	0.20	Common equity	Long	Japan
ICE Intercontinental Exchange, Inc.	2.21 mm	13.68 k shares	0.20	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	2.20 mm	31.78 k shares	0.20	Common equity	Long	USA
Subaru Corp	2.19 mm	114.30 k shares	0.20	Common equity	Long	Japan
OTP Bank Nyrt	2.19 mm	42.55 k shares	0.20	Common equity	Long	Hungary
Kingfisher PLC	2.18 mm	580.44 k shares	0.20	Common equity	Long	UK
SWKS Skyworks Solutions, Inc.	2.17 mm	19.84 k shares	0.20	Common equity	Long	USA
LG Electronics Inc	2.17 mm	29.09 k shares	0.20	Common equity	Long	Korea, Republic of
INTC Intel Corporation	2.16 mm	97.98 k shares	0.20	Common equity	Long	USA
Investor AB	2.15 mm	72.27 k shares	0.19	Common equity	Long	Sweden
KT&G Corp	2.15 mm	26.51 k shares	0.19	Common equity	Long	Korea, Republic of
EOG EOG Resources, Inc.	2.15 mm	16.70 k shares	0.19	Common equity	Long	USA
BNP Paribas SA	2.15 mm	31.08 k shares	0.19	Common equity	Long	France
Toyota Tsusho Corp	2.15 mm	111.20 k shares	0.19	Common equity	Long	Japan
Societe Generale SA	2.14 mm	88.63 k shares	0.19	Common equity	Long	France
Denka Co Ltd	2.10 mm	135.10 k shares	0.19	Common equity	Long	Japan
Yangzijiang Shipbuilding Holdings Ltd	2.09 mm	1.09 mm shares	0.19	Common equity	Long	Singapore
NUE Nucor Corporation	2.07 mm	13.62 k shares	0.19	Common equity	Long	USA
GOOG Alphabet Inc.	2.06 mm	12.46 k shares	0.19	Common equity	Long	USA
INCY Incyte Corporation	2.03 mm	30.88 k shares	0.18	Common equity	Long	USA
Tokyo Electric Power Co Holdings Inc	2.02 mm	424.20 k shares	0.18	Common equity	Long	Japan
Brother Industries Ltd	2.02 mm	108.10 k shares	0.18	Common equity	Long	Japan
SUMCO Corp	2.01 mm	174.30 k shares	0.18	Common equity	Long	Japan
SOLV Solventum Corporation	2.01 mm	31.36 k shares	0.18	Common equity	Long	USA
STLD Steel Dynamics, Inc.	2.01 mm	16.78 k shares	0.18	Common equity	Long	USA
GEHC GE HealthCare Technologies Inc.	2.00 mm	23.63 k shares	0.18	Common equity	Long	USA
Berkeley Group Holdings PLC	2.00 mm	30.40 k shares	0.18	Common equity	Long	UK
BLDR Builders FirstSource, Inc.	1.98 mm	11.40 k shares	0.18	Common equity	Long	USA
BKNG Booking Holdings Inc.	1.98 mm	507.00 shares	0.18	Common equity	Long	USA
Macromill Inc	1.98 mm	356.40 k shares	0.18	Common equity	Long	Japan
Tosei Corp	1.98 mm	123.00 k shares	0.18	Common equity	Long	Japan
Cia Energetica de Minas Gerais	1.98 mm	957.90 k shares	0.18	Preferred equity	Long	Brazil
Hogy Medical Co Ltd	1.97 mm	65.00 k shares	0.18	Common equity	Long	Japan
Compass Group PLC	1.97 mm	62.20 k shares	0.18	Common equity	Long	UK
WFG West Fraser Timber Co. Ltd.	1.95 mm	22.00 k shares	0.18	Common equity	Long	Canada
Fujikura Ltd	1.94 mm	66.50 k shares	0.18	Common equity	Long	Japan
Grupo Financiero Banorte SAB de CV	1.94 mm	279.52 k shares	0.18	Common equity	Long	Mexico
ORLEN SA	1.93 mm	116.25 k shares	0.17	Common equity	Long	Poland
Canadian Tire Corp Ltd	1.93 mm	16.90 k shares	0.17	Common equity	Long	Canada
Tokai Carbon Co Ltd	1.92 mm	312.50 k shares	0.17	Common equity	Long	Japan
Krung Thai Bank PCL	1.91 mm	3.54 mm shares	0.17	Common equity	Long	Thailand
Ono Pharmaceutical Co Ltd	1.90 mm	128.40 k shares	0.17	Common equity	Long	Japan
Sekisui House Ltd	1.89 mm	73.20 k shares	0.17	Common equity	Long	Japan
Danske Bank A/S	1.89 mm	60.54 k shares	0.17	Common equity	Long	Denmark
FOX Fox Corporation	1.88 mm	48.80 k shares	0.17	Common equity	Long	USA
Maruichi Steel Tube Ltd	1.85 mm	76.80 k shares	0.17	Common equity	Long	Japan
Rohm Co Ltd	1.84 mm	146.00 k shares	0.17	Common equity	Long	Japan
Check Point Software Technologies Ltd	1.84 mm	9.56 k shares	0.17	Common equity	Long	Israel
Safran SA	1.82 mm	8.31 k shares	0.16	Common equity	Long	France
Pacific Industrial Co Ltd	1.82 mm	184.10 k shares	0.16	Common equity	Long	Japan
Erste Group Bank AG	1.81 mm	33.10 k shares	0.16	Common equity	Long	Austria
HSBC Holdings PLC	1.81 mm	205.97 k shares	0.16	Common equity	Long	UK
WFC Wells Fargo & Company	1.80 mm	30.80 k shares	0.16	Common equity	Long	USA
Deutsche Bank AG	1.76 mm	107.72 k shares	0.16	Common equity	Long	Germany
OMV AG	1.76 mm	40.35 k shares	0.16	Common equity	Long	Austria
EXPE Expedia Group, Inc.	1.76 mm	12.65 k shares	0.16	Common equity	Long	USA
Kasikornbank PCL	1.74 mm	411.00 k shares	0.16	Common equity	Long	Thailand
MTCH Match Group, Inc.	1.74 mm	46.63 k shares	0.16	Common equity	Long	USA
KML Kinder Morgan Canada Ltd	1.73 mm	80.37 k shares	0.16	Common equity	Long	USA
Chubu Electric Power Co Inc	1.72 mm	137.60 k shares	0.16	Common equity	Long	Japan
Bharat Petroleum Corp Ltd	1.71 mm	401.46 k shares	0.15	Common equity	Long	India
Turk Hava Yollari AO	1.70 mm	192.95 k shares	0.15	Common equity	Long	Turkey
Maxell Ltd	1.69 mm	135.00 k shares	0.15	Common equity	Long	Japan
Volkswagen AG	1.69 mm	15.84 k shares	0.15	Preferred equity	Long	Germany
Volvo AB	1.68 mm	63.32 k shares	0.15	Common equity	Long	Sweden
Lloyds Banking Group PLC	1.67 mm	2.17 mm shares	0.15	Common equity	Long	UK
PCAR PACCAR Inc	1.67 mm	17.38 k shares	0.15	Common equity	Long	USA
AKAM Akamai Technologies, Inc.	1.67 mm	16.41 k shares	0.15	Common equity	Long	USA
BAM Brookfield Asset Management Ltd.	1.67 mm	33.18 k shares	0.15	Common equity	Long	Canada
Toyota Industries Corp	1.66 mm	21.00 k shares	0.15	Common equity	Long	Japan
BIO Bio-Rad Laboratories, Inc.	1.65 mm	4.90 k shares	0.15	Common equity	Long	USA
Yamaha Corp	1.65 mm	68.40 k shares	0.15	Common equity	Long	Japan
USB U.S. Bancorp	1.65 mm	34.85 k shares	0.15	Common equity	Long	USA
ORIX Corp	1.64 mm	65.30 k shares	0.15	Common equity	Long	Japan
Bank Central Asia Tbk PT	1.64 mm	2.46 mm shares	0.15	Common equity	Long	Indonesia
Yokogawa Bridge Holdings Corp	1.62 mm	88.20 k shares	0.15	Common equity	Long	Japan
Brambles Ltd	1.62 mm	131.27 k shares	0.15	Common equity	Long	Australia
Randstad NV	1.62 mm	33.52 k shares	0.15	Common equity	Long	Netherlands
Petroleo Brasileiro SA	1.60 mm	229.51 k shares	0.14	Preferred equity	Long	Brazil
ArcelorMittal SA	1.60 mm	68.22 k shares	0.14	Common equity	Long	Luxembourg