GMO Alternative Allocation Fund

Fund Profile

Fund profile

Tickers

GAAVX, GAAKX, GAAGX

Fund manager

GMO Quality Fund

Total assets

$379.40 mm

Liabilities

$193.96 mm

Net assets

$185.44 mm

Number of holdings

911.00

Top 200 of 911 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	58.56 mm	57.50 mm principal	31.58	ABS-mortgage backed security	Long	USA
U.S. Treasury Floating Rate Notes	43.85 mm	43.90 mm principal	23.64	Debt	Long	USA
BRK-B Berkshire Hathaway Inc.	27.37 mm	57.50 k shares	14.76	Common equity	Long	USA
Japan Treasury Discount Bill	13.68 mm	2.00 bn principal	7.38	Short-term investment vehicle	Long	Japan
REPO DAIWA	12.00 mm	12.00 mm principal	6.47	Repurchase agreement	Long	USA
U.S. Treasury Floating Rate Notes	10.00 mm	10.02 mm principal	5.39	Debt	Long	USA
ACI Albertsons Companies, Inc.	5.99 mm	305.16 k shares	3.23	Common equity	Long	USA
HES Hess Corporation	5.54 mm	40.14 k shares	2.99	Common equity	Long	USA
LBRDK Liberty Broadband Corporation	4.39 mm	70.41 k shares	2.37	Common equity	Long	USA
X United States Steel Corporation	4.17 mm	109.93 k shares	2.25	Common equity	Long	USA
ANSS ANSYS, Inc.	3.80 mm	11.81 k shares	2.05	Common equity	Long	USA
CTLT Catalent, Inc.	3.40 mm	55.85 k shares	1.84	Common equity	Long	USA
GMO Resources Fund	3.40 mm	160.66 k shares	1.83	Common equity	Long	USA
AGR Avangrid, Inc.	3.17 mm	88.75 k shares	1.71	Common equity	Long	USA
Atlantica Sustainable Infrastructure PLC	3.09 mm	141.90 k shares	1.67	Common equity	Long	UK
State Street Institutional Treasury Money Market Fund	2.77 mm	2.77 mm shares	1.50	Short-term investment vehicle	Long	USA
HCP HashiCorp, Inc.	2.77 mm	81.72 k shares	1.50	Common equity	Long	USA
Shinko Electric Industries Co Ltd	2.69 mm	69.42 k shares	1.45	Common equity	Long	Japan
MRO Marathon Oil Corp	2.66 mm	92.99 k shares	1.44	Common equity	Long	USA
MGRC McGrath RentCorp	2.54 mm	23.47 k shares	1.37	Common equity	Long	USA
Uniform Mortgage-Backed Security, TBA	2.52 mm	2.50 mm principal	1.36	ABS-mortgage backed security	Long	USA
K Kellogg Company	2.36 mm	29.24 k shares	1.27	Common equity	Long	USA
EDR Endeavor Group Holdings, Inc.	2.15 mm	78.37 k shares	1.16	Common equity	Long	USA
CHX ChampionX Corporation	2.10 mm	67.49 k shares	1.13	Common equity	Long	USA
ESCROW ALTEGRITY INC	1.95 mm	1.36 mm shares	1.05	Common equity	Long	USA
TRSWAP: BRKB US EQUITY Goldman Sachs & Co. LLC	1.72 mm	25.68 mm other units	0.93	Equity derivative	N/A	UK
NVEI Nuvei Corp	1.59 mm	47.79 k shares	0.86	Common equity	Long	Canada
DS Smith PLC	1.26 mm	204.22 k shares	0.68	Common equity	Long	UK
EVRI Everi Holdings Inc.	1.18 mm	90.55 k shares	0.64	Common equity	Long	USA
DODRW Diamond Offshore Drilling, Inc.	968.09 k	67.51 k shares	0.52	Common equity	Long	USA
Dominican Republic International Bond	783.90 k	39.30 mm principal	0.42	Debt	Long	Dominican Republic
SILK Silk Road Medical Inc	775.83 k	28.62 k shares	0.42	Common equity	Long	USA
Egypt Treasury Bills	775.54 k	43.00 mm principal	0.42	Short-term investment vehicle	Long	Egypt
REGN Regeneron Pharmaceuticals, Inc.	670.53 k	566.00 shares	0.36	Common equity	Long	USA
GM General Motors Company	669.94 k	13.46 k shares	0.36	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	638.69 k	8.82 k shares	0.34	Common equity	Long	USA
Banco Santander SA	636.47 k	128.00 k shares	0.34	Common equity	Long	Spain
3i Group PLC	636.16 k	15.15 k shares	0.34	Common equity	Long	UK
Roche Holding AG	622.20 k	1.84 k shares	0.34	Common equity	Long	Switzerland
CSCO Cisco Systems, Inc.	620.68 k	12.28 k shares	0.33	Common equity	Long	USA
ING Groep NV	620.17 k	34.11 k shares	0.33	Common equity	Long	Netherlands
BHP Group Ltd	617.99 k	22.45 k shares	0.33	Common equity	Long	Australia
Investor AB	617.72 k	20.75 k shares	0.33	Common equity	Long	Sweden
ZM Zoom Video Communications, Inc.	617.44 k	8.94 k shares	0.33	Common equity	Long	USA
GSK GSK plc	617.20 k	14.06 k shares	0.33	Common equity	Long	UK
F Ford Motor Company	617.03 k	55.14 k shares	0.33	Common equity	Long	USA
COF Capital One Financial Corporation	616.81 k	4.20 k shares	0.33	Common equity	Long	USA
C Citigroup Inc.	614.25 k	9.81 k shares	0.33	Common equity	Long	USA
ITOCHU Corp	612.31 k	11.50 k shares	0.33	Common equity	Long	Japan
BAC Bank of America Corporation	612.15 k	15.02 k shares	0.33	Common equity	Long	USA
EBAY eBay Inc.	608.91 k	10.30 k shares	0.33	Common equity	Long	USA
VZ Verizon Communications Inc.	607.19 k	14.53 k shares	0.33	Common equity	Long	USA
Honda Motor Co Ltd	605.84 k	54.90 k shares	0.33	Common equity	Long	Japan
DFS Discover Financial Services	605.05 k	4.36 k shares	0.33	Common equity	Long	USA
Nokia Oyj	604.41 k	137.11 k shares	0.33	Common equity	Long	Finland
Banco Bilbao Vizcaya Argentaria SA	601.20 k	56.59 k shares	0.32	Common equity	Long	Spain
FOX Fox Corporation	597.32 k	15.54 k shares	0.32	Common equity	Long	USA
BLDR Builders FirstSource, Inc.	597.17 k	3.43 k shares	0.32	Common equity	Long	USA
EXPE Expedia Group, Inc.	596.28 k	4.29 k shares	0.32	Common equity	Long	USA
Mercedes-Benz Group AG	591.17 k	8.58 k shares	0.32	Common equity	Long	Germany
CTSH Cognizant Technology Solutions Corporation	589.65 k	7.58 k shares	0.32	Common equity	Long	USA
Panasonic Holdings Corp	588.98 k	70.10 k shares	0.32	Common equity	Long	Japan
HPQ HP Inc.	588.29 k	16.26 k shares	0.32	Common equity	Long	USA
IBM International Business Machines Corporation	587.59 k	2.91 k shares	0.32	Common equity	Long	USA
ON ON Semiconductor Corporation	586.44 k	7.53 k shares	0.32	Common equity	Long	USA
NUE Nucor Corporation	585.76 k	3.86 k shares	0.32	Common equity	Long	USA
META Meta Platforms, Inc.	584.91 k	1.12 k shares	0.32	Common equity	Long	USA
HPE Hewlett Packard Enterprise Company	582.79 k	30.09 k shares	0.31	Common equity	Long	USA
KML Kinder Morgan Canada Ltd	579.15 k	26.85 k shares	0.31	Common equity	Long	USA
CVS CVS Health Corporation	578.70 k	10.11 k shares	0.31	Common equity	Long	USA
CBRE CBRE Group, Inc.	578.00 k	5.02 k shares	0.31	Common equity	Long	USA
SYF Synchrony Financial	576.88 k	11.48 k shares	0.31	Common equity	Long	USA
KHC The Kraft Heinz Company	576.06 k	16.26 k shares	0.31	Common equity	Long	USA
GMED Globus Medical, Inc.	574.91 k	7.91 k shares	0.31	Common equity	Long	USA
CNC Centene Corporation	571.83 k	7.25 k shares	0.31	Common equity	Long	USA
PCAR PACCAR Inc	570.92 k	5.94 k shares	0.31	Common equity	Long	USA
China Construction Bank Corp	568.73 k	810.00 k shares	0.31	Common equity	Long	China
CMCSA Comcast Corporation	563.87 k	14.25 k shares	0.30	Common equity	Long	USA
BT Group PLC	560.97 k	305.31 k shares	0.30	Common equity	Long	UK
Koninklijke Ahold Delhaize NV	557.89 k	16.21 k shares	0.30	Common equity	Long	Netherlands
GEHC GE HealthCare Technologies Inc.	556.93 k	6.57 k shares	0.30	Common equity	Long	USA
PFE Pfizer Inc.	555.11 k	19.14 k shares	0.30	Common equity	Long	USA
ALLY Ally Financial Inc.	554.91 k	12.85 k shares	0.30	Common equity	Long	USA
SOLV Solventum Corporation	552.88 k	8.62 k shares	0.30	Common equity	Long	USA
Nippon Yusen KK	551.44 k	15.20 k shares	0.30	Common equity	Long	Japan
AKAM Akamai Technologies, Inc.	551.06 k	5.41 k shares	0.30	Common equity	Long	USA
Danske Bank A/S	550.46 k	17.64 k shares	0.30	Common equity	Long	Denmark
Aarons Holdings Company Inc.	549.66 k	5.76 k shares	0.30	Common equity	Long	USA
Kia Corp	546.21 k	6.88 k shares	0.29	Common equity	Long	Korea, Republic of
LG Electronics Inc	544.82 k	7.31 k shares	0.29	Common equity	Long	Korea, Republic of
Stellantis NV	544.23 k	32.34 k shares	0.29	Common equity	Long	Netherlands
SWKS Skyworks Solutions, Inc.	542.91 k	4.95 k shares	0.29	Common equity	Long	USA
MMM 3M Company	541.18 k	4.02 k shares	0.29	Common equity	Long	USA
Sumitomo Mitsui Financial Group Inc	541.14 k	8.20 k shares	0.29	Common equity	Long	Japan
Leonardo SpA	540.51 k	21.19 k shares	0.29	Common equity	Long	Italy
STLD Steel Dynamics, Inc.	539.71 k	4.52 k shares	0.29	Common equity	Long	USA
Ageas SA/NV	538.44 k	10.48 k shares	0.29	Common equity	Long	Belgium
Tokyo Electric Power Co Holdings Inc	537.55 k	112.70 k shares	0.29	Common equity	Long	Japan
Mitsui OSK Lines Ltd	537.52 k	14.90 k shares	0.29	Common equity	Long	Japan
Genmab A/S	537.31 k	1.93 k shares	0.29	Common equity	Long	Denmark
Check Point Software Technologies Ltd	536.69 k	2.79 k shares	0.29	Common equity	Long	Israel
ArcelorMittal SA	536.45 k	22.90 k shares	0.29	Common equity	Long	Luxembourg
INCY Incyte Corporation	536.31 k	8.17 k shares	0.29	Common equity	Long	USA
NH Foods Ltd	535.82 k	14.30 k shares	0.29	Common equity	Long	Japan
CIEN Ciena Corporation	535.63 k	9.29 k shares	0.29	Common equity	Long	USA
MGA Magna International Inc.	533.74 k	12.70 k shares	0.29	Common equity	Long	Canada
Inpex Corp	529.21 k	35.90 k shares	0.29	Common equity	Long	Japan
VTRS Viatris Inc.	528.85 k	43.78 k shares	0.29	Common equity	Long	USA
Kasikornbank PCL	526.81 k	124.70 k shares	0.28	Common equity	Long	Thailand
HLI Houlihan Lokey, Inc.	525.77 k	3.36 k shares	0.28	Common equity	Long	USA
Canadian Tire Corp Ltd	524.43 k	4.60 k shares	0.28	Common equity	Long	Canada
NN Group NV	519.79 k	10.60 k shares	0.28	Common equity	Long	Netherlands
NYT The New York Times Company	519.64 k	9.46 k shares	0.28	Common equity	Long	USA
Renault SA	519.53 k	10.95 k shares	0.28	Common equity	Long	France
EPAM EPAM Systems, Inc.	518.36 k	2.58 k shares	0.28	Common equity	Long	USA
Mitsubishi Electric Corp	515.49 k	30.60 k shares	0.28	Common equity	Long	Japan
MTCH Match Group, Inc.	514.24 k	13.82 k shares	0.28	Common equity	Long	USA
MOS The Mosaic Company	513.17 k	17.96 k shares	0.28	Common equity	Long	USA
EXOR NV	513.05 k	4.60 k shares	0.28	Common equity	Long	Netherlands
CLF Cleveland-Cliffs Inc.	512.62 k	39.25 k shares	0.28	Common equity	Long	USA
GS The Goldman Sachs Group, Inc.	511.78 k	1.00 k shares	0.28	Common equity	Long	USA
Porsche Automobil Holding SE	508.80 k	11.31 k shares	0.27	Preferred equity	Long	Germany
VOD Vodafone Group Public Limited Company	507.86 k	51.98 k shares	0.27	Common equity	Long	UK
Equinor ASA	504.80 k	18.81 k shares	0.27	Common equity	Long	Norway
Brambles Ltd	504.48 k	40.92 k shares	0.27	Common equity	Long	Australia
Bank Leumi Le-Israel BM	504.43 k	52.17 k shares	0.27	Common equity	Long	Israel
Volkswagen AG	503.41 k	4.73 k shares	0.27	Preferred equity	Long	Germany
NTR Nutrien Ltd.	499.11 k	10.31 k shares	0.27	Common equity	Long	Canada
GOLF Acushnet Holdings Corp.	494.19 k	7.38 k shares	0.27	Common equity	Long	USA
Krung Thai Bank PCL	493.80 k	914.80 k shares	0.27	Common equity	Long	Thailand
H.U. Group Holdings Inc	491.33 k	26.70 k shares	0.26	Common equity	Long	Japan
RBC RBC Bearings Incorporated	490.26 k	1.65 k shares	0.26	Common equity	Long	USA
Adecco Group AG	489.77 k	14.37 k shares	0.26	Common equity	Long	Switzerland
BIO Bio-Rad Laboratories, Inc.	483.38 k	1.43 k shares	0.26	Common equity	Long	USA
Turk Hava Yollari AO	476.24 k	54.01 k shares	0.26	Common equity	Long	Turkey
T&D Holdings Inc	474.41 k	28.00 k shares	0.26	Common equity	Long	Japan
Isuzu Motors Ltd	467.62 k	30.80 k shares	0.25	Common equity	Long	Japan
Societe Generale SA	467.14 k	19.33 k shares	0.25	Common equity	Long	France
Sumitomo Mitsui Trust Holdings Inc	466.00 k	18.70 k shares	0.25	Common equity	Long	Japan
LSTR Landstar System, Inc.	462.79 k	2.54 k shares	0.25	Common equity	Long	USA
Sega Sammy Holdings Inc	460.17 k	26.20 k shares	0.25	Common equity	Long	Japan
Power Corp of Canada	454.33 k	14.80 k shares	0.24	Common equity	Long	Canada
ATR AptarGroup, Inc.	450.53 k	2.94 k shares	0.24	Common equity	Long	USA
Kingfisher PLC	448.30 k	119.30 k shares	0.24	Common equity	Long	UK
Arch Capital Group Ltd	446.93 k	3.95 k shares	0.24	Common equity	Long	Bermuda
Kanematsu Corp	446.80 k	25.80 k shares	0.24	Common equity	Long	Japan
ORLEN SA	444.57 k	26.71 k shares	0.24	Common equity	Long	Poland
Fastighets AB Balder	442.75 k	56.52 k shares	0.24	Common equity	Long	Sweden
WFG West Fraser Timber Co. Ltd.	442.44 k	5.00 k shares	0.24	Common equity	Long	Canada
BEN Franklin Resources, Inc.	440.44 k	21.76 k shares	0.24	Common equity	Long	USA
SQ Block, Inc.	439.04 k	6.64 k shares	0.24	Common equity	Long	USA
Aspen Technology Inc	439.01 k	1.88 k shares	0.24	Common equity	Long	USA
OVV Ovintiv Inc.	438.28 k	10.23 k shares	0.24	Common equity	Long	USA
FUJIFILM Holdings Corp	434.21 k	16.10 k shares	0.23	Common equity	Long	Japan
BMY Bristol-Myers Squibb Company	429.33 k	195.15 k shares	0.23	Equity derivative	N/A	USA
JJSF J&J Snack Foods Corp.	429.22 k	2.52 k shares	0.23	Common equity	Long	USA
CRUS Cirrus Logic, Inc.	427.60 k	2.94 k shares	0.23	Common equity	Long	USA
LANC Lancaster Colony Corporation	425.70 k	2.49 k shares	0.23	Common equity	Long	USA
MRK Merck & Co., Inc.	423.81 k	3.58 k shares	0.23	Common equity	Long	USA
TOPIX INDX FUTR SEP24	419.15 k	65.00 contracts	0.23	Equity derivative	N/A	Japan
Koninklijke Philips NV	417.65 k	13.87 k shares	0.23	Common equity	Long	Netherlands
Bayerische Motoren Werke AG	416.78 k	4.49 k shares	0.22	Common equity	Long	Germany
STEP StepStone Group Inc.	413.20 k	7.55 k shares	0.22	Common equity	Long	USA
Subaru Corp	412.38 k	21.50 k shares	0.22	Common equity	Long	Japan
Shionogi & Co Ltd	409.92 k	8.80 k shares	0.22	Common equity	Long	Japan
NEOG Neogen Corporation	409.19 k	23.72 k shares	0.22	Common equity	Long	USA
GNTX Gentex Corporation	409.04 k	13.06 k shares	0.22	Common equity	Long	USA
WBA Walgreens Boots Alliance, Inc.	408.79 k	44.19 k shares	0.22	Common equity	Long	USA
FNF Fidelity National Financial, Inc.	407.06 k	6.90 k shares	0.22	Common equity	Long	USA
FFIV F5, Inc.	406.91 k	2.00 k shares	0.22	Common equity	Long	USA
PARA Paramount Global	406.47 k	38.82 k shares	0.22	Common equity	Long	USA
Stanley Electric Co Ltd	406.17 k	21.10 k shares	0.22	Common equity	Long	Japan
Essent Group Ltd	400.98 k	6.24 k shares	0.22	Common equity	Long	Bermuda
WHEAT FUTURE(CBT) DEC24	397.14 k	-74.00 contracts	0.21	Commodity derivative	N/A	USA
Daiwabo Holdings Co Ltd	393.90 k	20.70 k shares	0.21	Common equity	Long	Japan
MFC Manulife Financial Corporation	392.81 k	14.23 k shares	0.21	Common equity	Long	Canada
FSWP: OIS 1.214700 18-SEP-2026 SAR	391.31 k	27.96 mm other units	0.21	Interest rate derivative	N/A	USA
Credit Saison Co Ltd	388.84 k	17.50 k shares	0.21	Common equity	Long	Japan
TOTO Ltd	388.73 k	11.20 k shares	0.21	Common equity	Long	Japan
BCPC Balchem Corporation	388.40 k	2.19 k shares	0.21	Common equity	Long	USA
TSN Tyson Foods, Inc.	386.70 k	6.01 k shares	0.21	Common equity	Long	USA
BlueScope Steel Ltd	384.13 k	27.57 k shares	0.21	Common equity	Long	Australia
ACLS Axcelis Technologies, Inc.	383.86 k	3.51 k shares	0.21	Common equity	Long	USA
QBCAF Quebecor Inc.	377.50 k	15.20 k shares	0.20	Common equity	Long	Canada
AP Moller - Maersk A/S	370.83 k	248.00 shares	0.20	Common equity	Long	Denmark
Hyundai Mobis Co Ltd	370.40 k	2.27 k shares	0.20	Common equity	Long	Korea, Republic of
Continental AG	366.82 k	5.43 k shares	0.20	Common equity	Long	Germany
Amano Corp	364.68 k	12.10 k shares	0.20	Common equity	Long	Japan
ROCKWOOL A/S	364.47 k	840.00 shares	0.20	Common equity	Long	Denmark
Yamaha Corp	362.04 k	15.00 k shares	0.20	Common equity	Long	Japan
SUMCO Corp	360.43 k	31.20 k shares	0.19	Common equity	Long	Japan
LEN Lennar Corporation	355.56 k	1.95 k shares	0.19	Common equity	Long	USA
DHI D.R. Horton, Inc.	355.06 k	1.88 k shares	0.19	Common equity	Long	USA
OLLI Ollie's Bargain Outlet Holdings, Inc.	354.57 k	3.96 k shares	0.19	Common equity	Long	USA
ASGN ASGN Incorporated	353.87 k	3.68 k shares	0.19	Common equity	Long	USA
CONTRA RESOLUTE FOREST	352.51 k	176.26 k shares	0.19	Equity derivative	N/A	USA
PHM PulteGroup, Inc.	352.03 k	2.67 k shares	0.19	Common equity	Long	USA
CW Curtiss-Wright Corporation	350.60 k	1.11 k shares	0.19	Common equity	Long	USA
Sumitomo Corp	347.16 k	14.60 k shares	0.19	Common equity	Long	Japan
Yamaha Motor Co Ltd	340.00 k	38.80 k shares	0.18	Common equity	Long	Japan