Portfolio concentration
As of February 28, 2026 · N-PORT
Holdings
19
Top-10 weight
85.78%
Effective holdings
?
The number of equal-weight positions that would produce this portfolio's concentration (1 ÷ Herfindahl index). A 500-stock fund dominated by a few mega-caps might have only ~100 effective holdings.
10
Crowding
?
The value-weighted average number of funds that also own this fund's positions. High = consensus/crowded picks; low = holdings few other funds own.
5.0
Holdings
As of February 28, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | GMO Alternative Allocation Fund | — | 4,692,137 | $89.43M | 15.59% |
| 2 | GMO International Equity Fund | — | 2,277,265 | $87.70M | 15.28% |
| 3 | GMO Asset Allocation Bond Fund | — | 4,206,093 | $81.22M | 14.15% |
| 4 | GMO US Equity Fund | — | 2,969,980 | $43.60M | 7.60% |
| 5 | GMO International Opportunistic Value Fund | — | 2,236,154 | $41.44M | 7.22% |
| 6 | GMO US Opportunistic Value Fund | — | 1,722,715 | $39.73M | 6.92% |
| 7 | GMO-Usonian Japan Value Creation Fund | — | 1,259,632 | $37.23M | 6.49% |
| 8 | GMO Emerging Markets Fund | — | 1,056,415 | $36.06M | 6.28% |
| 9 | GMO Emerging Markets ex-China Fund | — | 1,114,164 | $18.91M | 3.29% |
| 10 | GMO Opportunistic Income Fund | — | 688,767 | $16.96M | 2.96% |
| 11 | GMO Quality VI | GQLOX | 461,751 | $16.24M | 2.83% |
| 12 | GMO US Treasury Fund | — | 3,037,891 | $15.22M | 2.65% |
| 13 | GMO Domestic Resilience ETF | — | 390,464 | $11.62M | 2.02% |
| 14 | GMO Small Cap Quality Fund | — | 431,551 | $11.14M | 1.94% |
| 15 | GMO US Small Cap Value Fund | — | 445,735 | $11.10M | 1.93% |
| 16 | GMO Resources Fund VI | GMOWX | 216,925 | $5.69M | 0.99% |
| 17 | GMO Emerging Country Debt, Class VI | — | 206,806 | $4.90M | 0.85% |
| 18 | GMO Climate Change Fund | — | 169,801 | $4.82M | 0.84% |
| 19 | State Street Institutional Treasury Money Market Fund | — | 912,014 | $912.01K | 0.16% |
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