GMO Alternative Allocation Fund Class VI (GAAVX)

Fund Assets	303.10M
Expense Ratio	1.69%
Min. Investment	$300,000,000
Turnover	n/a
Dividend (ttm)	0.58
Dividend Yield	3.29%
Dividend Growth	-38.97%
Payout Frequency	Semi-Annual
Ex-Dividend Date	Dec 27, 2024

Previous Close	17.66
YTD Return	2.25%
1-Year Return	-3.79%
5-Year Return	5.69%
52-Week Low	n/a
52-Week High	n/a
Beta (5Y)	0.01
Holdings	1438
Inception Date	May 1, 2019

About GAAVX

GAAVX was founded on 2019-05-01. The Fund's investment strategy focuses on Alt Multi-Strategy with 0.77% total expense ratio. The minimum amount to invest in GMO Trust: GMO Alternative Allocation Fund; Class VI Shares is $300,000,000 on a standard taxable account. GMO Trust: GMO Alternative Allocation Fund; Class VI Shares seeks positive total return. GAAVX expects to have exposure to multiple underlying strategies, including Fixed Income Absolute Return, Event Driven/Merger Arbitrage, Systematic Put Writing, High Yield, Global Macro, Long/Short and Market Neutral Equities, and Long/Short Asset Allocation.

• Category: Multistrategy
• Performance Rating: Below Average
• Risk Rating: Average
• Stock Exchange: NASDAQ
• Ticker Symbol: GAAVX
• Share Class: Class VI
• Index: FTSE 3 Months Treasury Bill TR

Performance

GAAVX had a total return of -3.79% in the past year, including dividends. Since the fund's inception, the average annual return has been 0.62%.

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
GAAKX	Class R6	1.85%
GAAGX	Class I	1.98%

Top 10 Holdings

68.92% of assets

Name	Symbol	Weight
United States Treasury - U.S. Treasury Floating Rate Notes	TF 0 01.31.27	30.26%
UMBS, TBA - Uniform Mortgage-Backed Security, TBA	n/a	8.24%
Daiwa Capital Markets America, Inc. - REPO DAIWA	n/a	7.06%
United States Treasury - U.S. Treasury Floating Rate Notes	n/a	6.36%
Berkshire Hathaway Inc.	BRK.B	3.77%
Hess Corporation	HES	3.56%
GMO U.S. Treasury Fund	GUSTX	3.53%
ESCROW ALTEGRITY INC	n/a	2.09%
Liberty Broadband Corporation	LBRDK	2.05%
Frontier Communications Parent, Inc.	FYBR	2.01%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 27, 2024	$0.4837	Dec 30, 2024
Jul 2, 2024	$0.098	Jul 3, 2024
Dec 27, 2023	$0.9532	Dec 28, 2023
Jul 12, 2022	$0.1667	Jul 13, 2022
Dec 29, 2021	$0.1104	Dec 30, 2021
Jul 7, 2021	$0.6196	Jul 8, 2021