GMO Alternative Allocation Fund

GMO Alternative Allocation Fund reported 612 holdings worth US$814M as of May 31, 2026 (Form N-PORT)

As of May 31, 2026 · Filed Jul 29, 2026

GMO Alternative Allocation Fund reported 612 holdings worth US$814M as of May 31, 2026. Largest: Northwestern Energy Group, Inc., Webster Financial Corporation and Txnm Energy, Inc. Filed Jul 29, 2026 (Form N-PORT).

Holdings
612
Value as reported
US$814M

The filing in full

CompanySharesValue as reported% of portfolio
Northwestern Energy Group, Inc.364KUS$25.7M3.2%
Webster Financial Corporation318KUS$23.2M2.8%
Txnm Energy, Inc.379KUS$22.5M2.8%
Norfolk Southern Corporation71,696US$21.9M2.7%
Chart Industries, Inc.99,324US$20.6M2.5%
Arc Resources Ltd.907KUS$20.5M2.5%
The Aes Corporation1.36MUS$19.9M2.4%
Schroders Plc2.5MUS$19.6M2.4%
Essential Utilities, Inc.512KUS$18.9M2.3%
Qorvo, Inc.174KUS$18M2.2%
Qube Holdings Ltd.4.44MUS$16M2.0%
Kenvue Inc.902KUS$15.6M1.9%
Allied Gold Corporation571KUS$14.5M1.8%
Devon Energy Corporation316KUS$14.1M1.7%
Ncr Atleos Corporation309KUS$13.8M1.7%
Microsoft Corp.29,452US$13.3M1.6%
Silicon Laboratories, Inc.60,771US$13.2M1.6%
Meta Platforms, Inc.19,777US$12.5M1.5%
Axalta Coating Systems Ltd.369KUS$11.4M1.4%
Electronic Arts Inc.54,675US$11M1.4%
Liberty Broadband Corporation317KUS$10.7M1.3%
Beazley Plc602KUS$10.3M1.3%
Warner Bros. Discovery, Inc. - Series A372KUS$10.1M1.2%
Apple Inc31,733US$9.9M1.2%
Select Medical Holdings Corporation594KUS$9.81M1.2%
Lam Research Corporation30,622US$9.74M1.2%
Alphabet Inc (google) Class C24,615US$9.36M1.2%
Taiwan Semiconductor Manufacturing Co., Ltd.122KUS$9.05M1.1%
Amazon.com, Inc.31,337US$8.48M1.0%
U.s. Bancorp134KUS$7.38M0.91%
Johnson & Johnson28,417US$6.4M0.79%
Texas Instruments Incorporated19,976US$6.11M0.75%
Dell Technologies Inc.14,347US$6.04M0.74%
Merck & Company, Inc.48,657US$5.78M0.71%
Broadcom Inc.12,722US$5.68M0.70%
Coeur Mining, Inc.294KUS$5.67M0.70%
The Cigna Group18,959US$5.26M0.65%
Caesars Entertainment, Inc.179KUS$5.21M0.64%
Lg Electronics Inc.26,229US$5.11M0.63%
Thermo Fisher Scientific Inc10,217US$5.03M0.62%
Nucor Corporation19,682US$4.92M0.60%
Elevance Health, Inc.12,423US$4.88M0.60%
Unitedhealth Group Incorporated12,418US$4.72M0.58%
Target Corporation35,951US$4.57M0.56%
Best Buy Co., Inc.58,556US$4.56M0.56%
Hp Inc.168KUS$4.55M0.56%
Visa Inc.13,477US$4.4M0.54%
Cognizant Technology Solutions Corporation77,514US$4.32M0.53%
Banco Santander, S.a.342KUS$4.27M0.53%
Accenture Plc22,717US$4.25M0.52%
Cvs Health Corporation46,438US$4.22M0.52%
Incyte Corporation43,432US$4.2M0.52%
Comcast Corporation166KUS$4.13M0.51%
Netflix, Inc.46,658US$4.01M0.49%
Panasonic Holdings Corporation172KUS$3.98M0.49%
Safran Sa11,022US$3.92M0.48%
Compass Group Plc121KUS$3.89M0.48%
Citigroup, Inc.30,863US$3.89M0.48%
A.p. Moller - Maersk A/s Class A1,565US$3.88M0.48%
Hewlett Packard Enterprise Company89,997US$3.87M0.48%
Ebay Inc.35,195US$3.85M0.47%
Vodafone Group Public Limited Company2.55MUS$3.83M0.47%
T. Rowe Price Group, Inc.35,813US$3.74M0.46%
Synchrony Financial52,147US$3.73M0.46%
Ford Mtr Co Del211KUS$3.69M0.45%
Hyundai Mobis Co., Ltd7,199US$3.67M0.45%
Telecom Italia S.p.a.4.31MUS$3.66M0.45%
Akzo Nobel N.v.48,240US$3.66M0.45%
Zoom Communications, Inc.35,770US$3.63M0.45%
Solventum Corporation47,967US$3.6M0.44%
Adobe Inc.13,729US$3.56M0.44%
Sk Square Co., Ltd.4,286US$3.55M0.44%
Toyota Tsusho Corp.81,200US$3.54M0.43%
Ageas Sa/nv45,595US$3.53M0.43%
Pinterest, Inc.175KUS$3.51M0.43%
Verizon Communications Inc.72,648US$3.47M0.43%
Qualcomm Incorporated13,747US$3.45M0.42%
Ge Healthcare Technologies Inc.54,939US$3.42M0.42%
Bhp Group Ltd75,917US$3.38M0.42%
Lululemon Athletica Inc.25,754US$3.38M0.42%
Salesforce, Inc.17,310US$3.31M0.41%
Eli Lilly And Company2,952US$3.26M0.40%
Aramark60,876US$3.25M0.40%
Intuitive Surgical, Inc.7,648US$3.25M0.40%
Fortescue Ltd201KUS$3.23M0.40%
Magna International Inc.49,397US$3.2M0.39%
Nokia Oyj216KUS$3.18M0.39%
Pricesmart, Inc.18,580US$3.16M0.39%
Kla Corporation1,642US$3.16M0.39%
Orlen Spolka Akcyjna80,643US$3.15M0.39%
Yangzijiang Shipbuilding (holdings) Ltd.1.1MUS$3.15M0.39%
National Storage Affiliates Trust73,407US$3.13M0.38%
Sap Se17,269US$3.12M0.38%
Corebridge Financial Inc.116KUS$3.12M0.38%
Paypal Holdings, Inc.69,497US$3.11M0.38%
Capital One Financial Corporation16,099US$3.03M0.37%
Subaru Corporation199KUS$3.02M0.37%
Allstate Corporation (the)14,641US$3.02M0.37%
Abbott Laboratories35,106US$3.01M0.37%
Genmab A/s11,402US$2.99M0.37%

Every holding of GMO Alternative Allocation Fund

Source

View original at SEC

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