GAAKX
GMO Alternative Allocation Fund
GMO TRUST

Portfolio concentration

As of February 28, 2026 · N-PORT
Holdings
630
Top-10 weight
27.22%
Effective holdings ?
67
Crowding ?
524.9

Holdings

As of February 28, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 REPO DAIWA 125,060,250 $125.06M 15.38%
2 U.S. Treasury Notes 82,045,000 $82.14M 10.10%
3 U.S.Treasury Notes 62,100,000 $62.17M 7.65%
4 WARNER BROS DISCOVERY INC 874,242 $24.63M 3.03%
5 U.S. Treasury Floating Rate Notes 24,450,000 $24.45M 3.01%
6 HOLOGIC INC 314,738 $23.72M 2.92%
7 NEW GOLD INC 1,440,892 $19.34M 2.38%
8 NORTHWESTERN ENERGY GROUP INC 276,351 $19.33M 2.38%
9 TXNM ENERGY INC 307,877 $18.17M 2.23%
10 JDE PEET'S NV 459,686 $17.23M 2.12%
11 CHART INDUSTRIES INC 80,698 $16.73M 2.06%
12 ONESTREAM INC 703,928 $16.61M 2.04%
13 EXACT SCIENCES CORP 159,782 $16.52M 2.03%
14 WEBSTER FINL 227,628 $16.42M 2.02%
15 AIR LEASE CORP CL A 240,413 $15.59M 1.92%
16 Uniform Mortgage-Backed Security, TBA 15,000,000 $15.39M 1.89%
17 ELECTRONIC ARTS INC 74,777 $15.00M 1.84%
18 KENVUE INC 784,174 $14.99M 1.84%
19 ESCROW ALTEGRITY INC 021ESC01 9,856,086 $12.81M 1.58%
20 Japan Treasury Discount Bill 2,000,000,000 $12.80M 1.57%
21 ESSENTIAL UTILITIES INC 305,984 $12.23M 1.50%
22 LIBERTY BROADBAND CORP C 223,025 $12.18M 1.50%
23 NATIONAL STORAGE 5,533,456 $10.94M 1.35%
24 META PLATFORMS INC CL A 15,195 $9.85M 1.21%
25 MASIMO CORP 54,271 $9.52M 1.17%
26 MICROSOFT CORP 24,185 $9.50M 1.17%
27 QUBE HOLDINGS LTD COMMON STOCK QUB 2,665,794 $9.49M 1.17%
28 CONFLUENT INC-A 307,734 $9.44M 1.16%
29 ALPHABET INC CL A 28,247 $8.81M 1.08%
30 U.S. Treasury Notes 8,700,000 $8.71M 1.07%
31 APPLE INC 31,077 $8.21M 1.01%
32 TSMC 127,251 $7.94M 0.98%
33 LAM RESEARCH CORP 31,879 $7.46M 0.92%
34 NORFOLK SOUTHERN CORP 23,542 $7.41M 0.91%
35 SILICON LABS 35,053 $7.17M 0.88%
36 MERCK & CO 56,068 $6.94M 0.85%
37 US BANCORP DEL 125,598 $6.87M 0.84%
38 JOHNSON&JOHNSON 27,163 $6.75M 0.83%
39 AMAZON.COM INC 29,471 $6.19M 0.76%
40 State Street Institutional Treasury Money Market Fund 5,944,401 $5.94M 0.73%
41 THERMO FISHER SCIENTIFIC INC 9,839 $5.13M 0.63%
42 ELEVANCE HEALTH INC 15,829 $5.07M 0.62%
43 TARGET CORP 43,077 $4.90M 0.60%
44 U.S. Treasury Notes 4,900,000 $4.90M 0.60%
45 ZSCALER INC CFD BNP FP 20,000,000 $4.76M 0.59%
46 THE CIGNA GROUP 16,303 $4.72M 0.58%
47 COMCAST CORP CL A 137,658 $4.26M 0.52%
48 UNITEDHEALTH GRP 14,503 $4.25M 0.52%
49 TEXAS INSTRUMENTS INC 19,577 $4.15M 0.51%
50 CVS HEALTH CORP 50,778 $4.06M 0.50%
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