# GMO Alternative Allocation Fund

GMO Alternative Allocation Fund is a registered fund series of GMO TRUST (series S000065268). Net assets $813.6M as of 2026-05-31.

## Profile

- Series ID: S000065268
- Registrant: GMO TRUST
- LEI: 549300NEZ72NVUM4S865
- Net assets: $813.6M
- Total assets: $1.6B
- As of: 2026-05-31

## Advisers

- [Grantham, Mayo, Van Otterloo & Co. LLC (Advisor)](https://search.stillhousedata.com/firm/106220)

## Top holdings (200 reported)

_Showing 15 of 200 holdings by value._

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| Daiwa Capital Markets America, Inc. | — | $150.0M | 1843.56% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CPX3) | — | $111.5M | 1370.05% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CNQ0) | — | $58.7M | 721.76% |
| [Northwestern Energy Group Inc](https://search.stillhousedata.com/security/668074305) | — | $25.7M | 315.94% |
| [Webster Financial Corp](https://search.stillhousedata.com/security/947890109) | — | $23.2M | 284.53% |
| [TXNM Energy Inc](https://search.stillhousedata.com/security/69349H107) | — | $22.5M | 276.03% |
| [Norfolk Southern Corp](https://search.stillhousedata.com/security/655844108) | — | $21.9M | 268.72% |
| [Chart Industries Inc](https://search.stillhousedata.com/security/16115Q308) | — | $20.6M | 253.69% |
| [ARC Resources Ltd](https://search.stillhousedata.com/security/00208D408) | — | $20.5M | 252.22% |
| [AES Corp/The](https://search.stillhousedata.com/security/00130H105) | — | $19.9M | 244.60% |
| Schroders PLC | — | $19.6M | 240.79% |
| [Essential Utilities Inc](https://search.stillhousedata.com/security/29670G102) | — | $18.9M | 232.12% |
| [Qorvo Inc](https://search.stillhousedata.com/security/74736K101) | — | $18.0M | 220.83% |
| Qube Holdings Ltd | — | $16.0M | 196.20% |
| [Centessa Pharmaceuticals PLC](https://search.stillhousedata.com/security/152309100) | — | $15.9M | 195.17% |

## Net asset history

| Report date | Net assets |
| --- | --- |
| 2026-05-31 | $813.6M |
| 2026-02-28 | $813.0M |
| 2025-11-30 | $749.2M |
| 2025-08-31 | $707.0M |
| 2025-05-31 | $683.3M |
| 2025-02-28 | $709.1M |
| 2024-11-30 | $176.9M |
| 2024-08-31 | $185.4M |

## More

- [Registrant: GMO TRUST](https://search.stillhousedata.com/registrant/772129)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000065268.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

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Source: public SEC filing data via Adviser Search (https://search.stillhousedata.com).
Agents: this data is also queryable via MCP tools and read-only SQL — see https://search.stillhousedata.com/llms.txt.