GMO Alternative Allocation Fund

Fund Profile

Fund profile

Tickers

GAAVX, GAAKX, GAAGX

Fund manager

GMO Quality Fund

Total assets

$373.29 mm

Liabilities

$196.35 mm

Net assets

$176.94 mm

Number of holdings

788.00

Top 200 of 788 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	65.25 mm	64.50 mm principal	36.88	ABS-mortgage backed security	Long	USA
U.S. Treasury Floating Rate Notes	45.52 mm	45.50 mm principal	25.73	Debt	Long	USA
BRK-B Berkshire Hathaway Inc.	25.12 mm	52.00 k shares	14.20	Common equity	Long	USA
Japan Treasury Discount Bill	13.36 mm	2.00 bn principal	7.55	Short-term investment vehicle	Long	Japan
U.S. Treasury Floating Rate Notes	9.61 mm	9.62 mm principal	5.43	Debt	Long	USA
REPO DAIWA	8.05 mm	8.05 mm principal	4.55	Repurchase agreement	Long	USA
HES Hess Corporation	6.39 mm	43.42 k shares	3.61	Common equity	Long	USA
ACI Albertsons Companies, Inc.	6.02 mm	303.45 k shares	3.40	Common equity	Long	USA
X United States Steel Corporation	4.12 mm	101.15 k shares	2.33	Common equity	Long	USA
ARCH Arch Resources, Inc.	3.64 mm	21.19 k shares	2.06	Common equity	Long	USA
LBRDP Liberty Broadband Corporation	3.45 mm	40.49 k shares	1.95	Common equity	Long	USA
ANSS ANSYS, Inc.	3.34 mm	9.51 k shares	1.89	Common equity	Long	USA
GMO Resources Fund	3.26 mm	160.66 k shares	1.84	Common equity	Long	USA
AGR Avangrid, Inc.	3.20 mm	88.75 k shares	1.81	Common equity	Long	USA
COP ConocoPhillips	3.12 mm	28.77 k shares	1.76	Common equity	Long	USA
Atlantica Sustainable Infrastructure PLC	3.11 mm	141.90 k shares	1.76	Common equity	Long	UK
K Kellogg Company	3.08 mm	37.84 k shares	1.74	Common equity	Long	USA
State Street Institutional Treasury Money Market Fund	2.89 mm	2.89 mm shares	1.63	Short-term investment vehicle	Long	USA
HCP HashiCorp, Inc.	2.75 mm	81.72 k shares	1.55	Common equity	Long	USA
Uniform Mortgage-Backed Security, TBA	2.50 mm	2.50 mm principal	1.41	ABS-mortgage backed security	Long	USA
FYBR Frontier Communications Parent, Inc.	2.24 mm	64.44 k shares	1.27	Common equity	Long	USA
SILV SilverCrest Metals Inc.	2.24 mm	220.04 k shares	1.26	Common equity	Long	Canada
Shinko Electric Industries Co Ltd	2.15 mm	61.22 k shares	1.21	Common equity	Long	Japan
SWAP/CDSWAP/CDS: (ITRAXX.XO.42 35-100%)	1.93 mm	8.89 mm other units	1.09	Credit derivative	N/A	XX
ESCROW ALTEGRITY INC	1.90 mm	1.36 mm shares	1.07	Common equity	Long	USA
JNPR Juniper Networks, Inc.	1.85 mm	51.61 k shares	1.05	Common equity	Long	USA
EVRI Everi Holdings Inc.	1.60 mm	118.95 k shares	0.91	Common equity	Long	USA
DS Smith PLC	1.54 mm	207.45 k shares	0.87	Common equity	Long	UK
ALTR Altair Engineering Inc.	1.54 mm	14.54 k shares	0.87	Common equity	Long	USA
Covestro AG	1.50 mm	24.70 k shares	0.85	Common equity	Long	Germany
Egypt Treasury Bills	804.27 k	43.00 mm principal	0.45	Short-term investment vehicle	Long	Egypt
Dominican Republic International Bond	774.92 k	39.30 mm principal	0.44	Debt	Long	Dominican Republic
C Citigroup Inc.	668.66 k	9.44 k shares	0.38	Common equity	Long	USA
3i Group PLC	667.57 k	14.13 k shares	0.38	Common equity	Long	UK
COF Capital One Financial Corporation	657.06 k	3.42 k shares	0.37	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	650.78 k	7.50 k shares	0.37	Common equity	Long	USA
GMED Globus Medical, Inc.	649.69 k	7.59 k shares	0.37	Common equity	Long	USA
BAC Bank of America Corporation	645.57 k	13.59 k shares	0.36	Common equity	Long	USA
VZ Verizon Communications Inc.	644.39 k	14.53 k shares	0.36	Common equity	Long	USA
DFS Discover Financial Services	637.96 k	3.50 k shares	0.36	Common equity	Long	USA
GM General Motors Company	633.34 k	11.39 k shares	0.36	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	630.51 k	7.63 k shares	0.36	Common equity	Long	USA
EPAM EPAM Systems, Inc.	629.80 k	2.58 k shares	0.36	Common equity	Long	USA
INTC Intel Corporation	625.32 k	26.00 k shares	0.35	Common equity	Long	USA
SYF Synchrony Financial	619.77 k	9.18 k shares	0.35	Common equity	Long	USA
EXPE Expedia Group, Inc.	619.40 k	3.36 k shares	0.35	Common equity	Long	USA
BT Group PLC	619.21 k	305.31 k shares	0.35	Common equity	Long	UK
BLDR Builders FirstSource, Inc.	619.08 k	3.32 k shares	0.35	Common equity	Long	USA
CMCSA Comcast Corporation	615.46 k	14.25 k shares	0.35	Common equity	Long	USA
F Ford Motor Company 6.500% Notes	613.72 k	55.14 k shares	0.35	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	610.28 k	7.58 k shares	0.34	Common equity	Long	USA
CVS CVS Health Corporation	605.08 k	10.11 k shares	0.34	Common equity	Long	USA
RBC RBC Bearings Incorporated	603.53 k	1.80 k shares	0.34	Common equity	Long	USA
EBAY eBay Inc.	597.90 k	9.45 k shares	0.34	Common equity	Long	USA
NUE Nucor Corporation	596.48 k	3.86 k shares	0.34	Common equity	Long	USA
Bank Leumi Le-Israel BM	594.50 k	52.17 k shares	0.34	Common equity	Long	Israel
HPE Hewlett Packard Enterprise Company	592.25 k	27.91 k shares	0.33	Common equity	Long	USA
Banco Santander SA	590.91 k	128.00 k shares	0.33	Common equity	Long	Spain
GOLF Acushnet Holdings Corp.	590.14 k	8.07 k shares	0.33	Common equity	Long	USA
IBM International Business Machines Corporation	586.04 k	2.58 k shares	0.33	Common equity	Long	USA
CBRE CBRE Group, Inc.	585.58 k	4.18 k shares	0.33	Common equity	Long	USA
Panasonic Holdings Corp	582.43 k	59.70 k shares	0.33	Common equity	Long	Japan
STLD Steel Dynamics, Inc.	577.74 k	3.98 k shares	0.33	Common equity	Long	USA
HPQ HP Inc.	576.09 k	16.26 k shares	0.33	Common equity	Long	USA
Nokia Oyj	575.91 k	137.11 k shares	0.33	Common equity	Long	Finland
ArcelorMittal SA	575.70 k	22.90 k shares	0.33	Common equity	Long	Luxembourg
MGA Magna International Inc.	573.23 k	12.70 k shares	0.32	Common equity	Long	Canada
VTRS Viatris Inc.	573.07 k	43.78 k shares	0.32	Common equity	Long	USA
META Meta Platforms, Inc.	572.60 k	997.00 shares	0.32	Common equity	Long	USA
FOX Fox Corporation	571.02 k	12.77 k shares	0.32	Common equity	Long	USA
Leonardo SpA	570.61 k	21.19 k shares	0.32	Common equity	Long	Italy
BHP Group Ltd	569.23 k	21.59 k shares	0.32	Common equity	Long	Australia
SOLV Solventum Corporation	566.14 k	7.92 k shares	0.32	Common equity	Long	USA
BEN Franklin Resources, Inc.	560.62 k	24.63 k shares	0.32	Common equity	Long	USA
Koninklijke Ahold Delhaize NV	559.66 k	16.21 k shares	0.32	Common equity	Long	Netherlands
CIEN Ciena Corporation	554.90 k	7.96 k shares	0.31	Common equity	Long	USA
ATR AptarGroup, Inc.	552.26 k	3.19 k shares	0.31	Common equity	Long	USA
PFE Pfizer Inc.	548.78 k	20.94 k shares	0.31	Common equity	Long	USA
NYT The New York Times Company	546.89 k	10.08 k shares	0.31	Common equity	Long	USA
GEHC GE HealthCare Technologies Inc.	546.42 k	6.57 k shares	0.31	Common equity	Long	USA
INCY Incyte Corporation	546.22 k	7.32 k shares	0.31	Common equity	Long	USA
LEN Lennar Corporation	542.35 k	3.11 k shares	0.31	Common equity	Long	USA
ALLY Ally Financial Inc.	541.85 k	13.55 k shares	0.31	Common equity	Long	USA
STEP StepStone Group Inc.	540.50 k	8.20 k shares	0.31	Common equity	Long	USA
DHI D.R. Horton, Inc.	538.75 k	3.19 k shares	0.30	Common equity	Long	USA
PHM PulteGroup, Inc.	535.80 k	3.96 k shares	0.30	Common equity	Long	USA
Banco Bilbao Vizcaya Argentaria SA	534.58 k	56.59 k shares	0.30	Common equity	Long	Spain
Roche Holding AG	534.03 k	1.84 k shares	0.30	Common equity	Long	Switzerland
REGN Regeneron Pharmaceuticals, Inc.	529.66 k	706.00 shares	0.30	Common equity	Long	USA
Ageas SA/NV	529.49 k	10.48 k shares	0.30	Common equity	Long	Belgium
Kasikornbank PCL	528.11 k	120.20 k shares	0.30	Common equity	Long	Thailand
ING Groep NV	526.55 k	34.11 k shares	0.30	Common equity	Long	Netherlands
LSTR Landstar System, Inc.	521.32 k	2.80 k shares	0.29	Common equity	Long	USA
Samsung Electronics Co Ltd	520.01 k	13.22 k shares	0.29	Common equity	Long	Korea, Republic of
KRFT Kraft Foods Group, Inc.	519.80 k	16.26 k shares	0.29	Common equity	Long	USA
CNC Centene Corporation	517.68 k	8.63 k shares	0.29	Common equity	Long	USA
GSK GSK plc	516.01 k	15.12 k shares	0.29	Common equity	Long	UK
PCAR PACCAR Inc	515.03 k	4.40 k shares	0.29	Common equity	Long	USA
Societe Generale SA	512.35 k	19.33 k shares	0.29	Common equity	Long	France
Mitsui OSK Lines Ltd	510.84 k	14.90 k shares	0.29	Common equity	Long	Japan
Krung Thai Bank PCL	510.71 k	873.90 k shares	0.29	Common equity	Long	Thailand
Danske Bank A/S	507.43 k	17.64 k shares	0.29	Common equity	Long	Denmark
Check Point Software Technologies Ltd	507.42 k	2.79 k shares	0.29	Common equity	Long	Israel
Canadian Tire Corp Ltd	507.20 k	4.60 k shares	0.29	Common equity	Long	Canada
BBWI Bath & Body Works, Inc.	505.77 k	13.96 k shares	0.29	Common equity	Long	USA
LANC Lancaster Colony Corporation	503.07 k	2.71 k shares	0.28	Common equity	Long	USA
MOS The Mosaic Company	500.31 k	18.91 k shares	0.28	Common equity	Long	USA
WBA Walgreens Boots Alliance, Inc.	499.25 k	55.35 k shares	0.28	Common equity	Long	USA
Power Corp of Canada	498.53 k	14.80 k shares	0.28	Common equity	Long	Canada
Renault SA	495.81 k	11.55 k shares	0.28	Common equity	Long	France
Equinor ASA	495.41 k	20.44 k shares	0.28	Common equity	Long	Norway
Stellantis NV	494.70 k	37.27 k shares	0.28	Common equity	Long	Netherlands
NN Group NV	491.84 k	10.60 k shares	0.28	Common equity	Long	Netherlands
MTCH Match Group, Inc.	489.89 k	14.96 k shares	0.28	Common equity	Long	USA
Nippon Yusen KK	487.32 k	15.20 k shares	0.28	Common equity	Long	Japan
Kia Corp	483.61 k	7.22 k shares	0.27	Common equity	Long	Korea, Republic of
NTR Nutrien Ltd.	480.97 k	10.31 k shares	0.27	Common equity	Long	Canada
Genmab A/S	476.74 k	2.21 k shares	0.27	Common equity	Long	Denmark
JJSF J&J Snack Foods Corp.	476.01 k	2.74 k shares	0.27	Common equity	Long	USA
Honda Motor Co Ltd	473.68 k	54.90 k shares	0.27	Common equity	Long	Japan
ON ON Semiconductor Corporation	472.95 k	6.65 k shares	0.27	Common equity	Long	USA
LG Electronics Inc	472.30 k	7.31 k shares	0.27	Common equity	Long	Korea, Republic of
SWKS Skyworks Solutions, Inc.	471.15 k	5.38 k shares	0.27	Common equity	Long	USA
Inpex Corp	470.51 k	35.90 k shares	0.27	Common equity	Long	Japan
Volkswagen AG	470.29 k	5.49 k shares	0.27	Preferred equity	Long	Germany
VOD Vodafone Group Public Limited Company	466.28 k	51.98 k shares	0.26	Common equity	Long	UK
AP Moller - Maersk A/S	461.21 k	271.00 shares	0.26	Common equity	Long	Denmark
MFC Manulife Financial Corporation	457.11 k	14.23 k shares	0.26	Common equity	Long	Canada
China Construction Bank Corp	456.66 k	604.00 k shares	0.26	Common equity	Long	China
EXOR NV	454.14 k	4.60 k shares	0.26	Common equity	Long	Netherlands
Investor AB	452.26 k	16.48 k shares	0.26	Common equity	Long	Sweden
WFG West Fraser Timber Co. Ltd.	451.84 k	4.60 k shares	0.26	Common equity	Long	Canada
NH Foods Ltd	437.51 k	12.70 k shares	0.25	Common equity	Long	Japan
GNTX Gentex Corporation	430.04 k	14.07 k shares	0.24	Common equity	Long	USA
Sumitomo Mitsui Financial Group Inc	429.45 k	17.40 k shares	0.24	Common equity	Long	Japan
BCPC Balchem Corporation	427.65 k	2.37 k shares	0.24	Common equity	Long	USA
OLLI Ollie's Bargain Outlet Holdings, Inc.	425.78 k	4.30 k shares	0.24	Common equity	Long	USA
Hyundai Mobis Co Ltd	421.38 k	2.45 k shares	0.24	Common equity	Long	Korea, Republic of
PARA Paramount Global	421.22 k	38.82 k shares	0.24	Common equity	Long	USA
Adecco Group AG	420.34 k	15.74 k shares	0.24	Common equity	Long	Switzerland
Mercedes-Benz Group AG	415.46 k	7.39 k shares	0.23	Common equity	Long	Germany
Porsche Automobil Holding SE	415.18 k	11.31 k shares	0.23	Preferred equity	Long	Germany
Sumitomo Mitsui Trust Group Inc	413.68 k	16.50 k shares	0.23	Common equity	Long	Japan
ITOCHU Corp	410.67 k	8.30 k shares	0.23	Common equity	Long	Japan
Kawasaki Kisen Kaisha Ltd	402.41 k	30.20 k shares	0.23	Common equity	Long	Japan
T&D Holdings Inc	401.85 k	21.20 k shares	0.23	Common equity	Long	Japan
BlueScope Steel Ltd	399.51 k	27.57 k shares	0.23	Common equity	Long	Australia
CLF Cleveland-Cliffs Inc.	398.77 k	32.03 k shares	0.23	Common equity	Long	USA
Bayerische Motoren Werke AG	397.69 k	5.35 k shares	0.22	Common equity	Long	Germany
Mitsubishi Electric Corp	397.32 k	23.40 k shares	0.22	Common equity	Long	Japan
HLI Houlihan Lokey, Inc.	397.28 k	2.10 k shares	0.22	Common equity	Long	USA
CNH Industrial NV	394.96 k	31.45 k shares	0.22	Common equity	Long	Netherlands
POWI Power Integrations, Inc.	391.03 k	5.97 k shares	0.22	Common equity	Long	USA
Kanematsu Corp	390.49 k	22.90 k shares	0.22	Common equity	Long	Japan
Essent Group Ltd	388.63 k	6.73 k shares	0.22	Common equity	Long	Bermuda
ACLS Axcelis Technologies, Inc.	378.92 k	5.10 k shares	0.21	Common equity	Long	USA
Kingfisher PLC	376.28 k	119.30 k shares	0.21	Common equity	Long	UK
ORLEN SA	375.74 k	29.87 k shares	0.21	Common equity	Long	Poland
BSQKZ Block, Inc.	372.80 k	4.21 k shares	0.21	Common equity	Long	USA
CRUS Cirrus Logic, Inc.	371.95 k	3.56 k shares	0.21	Common equity	Long	USA
OTEX Open Text Corporation	371.85 k	12.22 k shares	0.21	Common equity	Long	Canada
Arch Capital Group Ltd	368.64 k	3.66 k shares	0.21	Common equity	Long	Bermuda
Brambles Ltd	367.22 k	29.50 k shares	0.21	Common equity	Long	Australia
NEOG Neogen Corporation	365.69 k	25.79 k shares	0.21	Common equity	Long	USA
MBUU Malibu Boats, Inc.	365.48 k	8.43 k shares	0.21	Common equity	Long	USA
ASGN ASGN Incorporated	364.28 k	3.98 k shares	0.21	Common equity	Long	USA
WWD Woodward, Inc.	359.92 k	2.00 k shares	0.20	Common equity	Long	USA
QBCAF Quebecor Inc.	358.92 k	15.20 k shares	0.20	Common equity	Long	Canada
WHD Cactus, Inc.	355.93 k	5.18 k shares	0.20	Common equity	Long	USA
IBP Installed Building Products, Inc.	352.95 k	1.54 k shares	0.20	Common equity	Long	USA
CONTRA RESOLUTE FOREST	352.51 k	176.26 k shares	0.20	Equity derivative	N/A	USA
Shionogi & Co Ltd	351.78 k	24.80 k shares	0.20	Common equity	Long	Japan
H.U. Group Holdings Inc	349.17 k	21.30 k shares	0.20	Common equity	Long	Japan
Aspen Technology Inc	343.75 k	1.38 k shares	0.19	Common equity	Long	USA
MU Micron Technology, Inc.	343.51 k	3.51 k shares	0.19	Common equity	Long	USA
Isuzu Motors Ltd	341.49 k	25.60 k shares	0.19	Common equity	Long	Japan
ARCB ArcBest Corporation	341.46 k	2.96 k shares	0.19	Common equity	Long	USA
Nissan Motor Co Ltd	341.25 k	141.50 k shares	0.19	Common equity	Long	Japan
Yamaha Motor Co Ltd	338.05 k	38.80 k shares	0.19	Common equity	Long	Japan
Aarons Holdings Company Inc.	337.17 k	2.47 k shares	0.19	Common equity	Long	USA
CSCO Cisco Systems, Inc.	335.96 k	5.67 k shares	0.19	Common equity	Long	USA
Volvo Car AB	335.79 k	153.12 k shares	0.19	Common equity	Long	Sweden
AZEK The AZEK Company Inc.	329.18 k	6.20 k shares	0.19	Common equity	Long	USA
TOPIX INDX FUTR DEC24	328.63 k	66.00 contracts	0.19	Equity derivative	N/A	Japan
Subaru Corp	324.14 k	20.20 k shares	0.18	Common equity	Long	Japan
Continental AG	321.82 k	4.89 k shares	0.18	Common equity	Long	Germany
AKAM Akamai Technologies, Inc.	316.94 k	3.37 k shares	0.18	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	312.24 k	195.15 k shares	0.18	Equity derivative	N/A	USA
SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)_	310.69 k	1.97 mm other units	0.18	Credit derivative	N/A	USA
TRSWAP: BRKB US EQUITY Goldman Sachs & Co. LLC	310.10 k	24.83 mm other units	0.18	Equity derivative	N/A	UK
SWAP/CDSWAP/ICE: (ITRAXX.EUR.42.V1)	309.81 k	12.81 mm other units	0.18	Credit derivative	N/A	USA
SOYBEAN OIL FUTR JAN25	308.65 k	-113.00 contracts	0.17	Commodity derivative	N/A	USA
ROCKWOOL A/S	307.15 k	840.00 shares	0.17	Common equity	Long	Denmark
Everest Group Ltd	301.91 k	779.00 shares	0.17	Common equity	Long	Bermuda
Credit Saison Co Ltd	299.55 k	12.50 k shares	0.17	Common equity	Long	Japan
BIO Bio-Rad Laboratories, Inc.	298.99 k	878.00 shares	0.17	Common equity	Long	USA
PSMT PriceSmart, Inc.	298.56 k	3.33 k shares	0.17	Common equity	Long	USA
CHRD Chord Energy Corporation	296.87 k	2.33 k shares	0.17	Common equity	Long	USA
OVV Ovintiv Inc.	296.27 k	6.52 k shares	0.17	Common equity	Long	USA
CNS Cohen & Steers, Inc.	292.94 k	2.80 k shares	0.17	Common equity	Long	USA