{"entity_type":"fund","name":"GMO Strategic Opportunities Allocation Fund","identifiers":{"lei":"549300GFBONLYCZNPD85","cik":"772129","fund_id":"S000005489","fundkey":"gmo-strategic-opportunities-allocation-fund"},"dates":{"reporting_period_start":"2025-11-30","reporting_period_end":"2026-02-28","filing_date":"2026-01-29"},"summary":{"total_positions":23,"total_value_usd":63982111.34,"asset_categories":["DBT","STIV","EC"],"by_asset_category":{"DBT":{"positions":2,"total_value_usd":199971.73},"EC":{"positions":20,"total_value_usd":63469937.85},"STIV":{"positions":1,"total_value_usd":312201.76}}},"holdings":[{"issuer_name":"GMO International Equity Fund","title":"GMO International Equity Fund","isin":"US3620088316","value_usd":11332315.7,"pct_val":17.72606771957,"balance":328282.61,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Alternative Allocation Fund","title":"GMO Alternative Allocation Fund","isin":"US3620144663","value_usd":10729107.63,"pct_val":16.78252648926,"balance":565284.91,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO US Equity Fund","title":"GMO US Equity Fund","isin":"US3620136255","value_usd":5527245.43,"pct_val":8.645746323047,"balance":364113.67,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO International Opportunistic Value Fund","title":"GMO International Opportunistic Value Fund","isin":"US36262F5098","value_usd":5255273.62,"pct_val":8.220326589826,"balance":285457.56,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO US Opportunistic Value Fund","title":"GMO US Opportunistic Value Fund","isin":"US36256V4370","value_usd":5214928.62,"pct_val":8.15721872899,"balance":235012.56,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Asset Allocation Bond Fund","title":"GMO Asset Allocation Bond Fund","isin":"US3620133773","value_usd":4444436.12,"pct_val":6.95201031493,"balance":228270.99,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO-Usonian Japan Value Creation Fund","title":"GMO-Usonian Japan Value Creation Fund","isin":"US36256V6433","value_usd":4405075.34,"pct_val":6.890441976185,"balance":170805.56,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Emerging Markets Fund","title":"GMO Emerging Markets Fund","isin":"US3620082780","value_usd":3790855.57,"pct_val":5.929676186919,"balance":128026.19,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Quality Fund","title":"GMO Quality Fund","isin":"US3620082293","value_usd":2318838.45,"pct_val":3.627139278819,"balance":61458.75,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Multi-Sector Fixed Income Fund","title":"GMO Multi-Sector Fixed Income Fund","isin":"US3620081204","value_usd":2159219.9,"pct_val":3.377463104813,"balance":119558.13,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Emerging Markets ex-China Fund","title":"GMO Emerging Markets ex-China Fund","isin":"US36256V5518","value_usd":1529294.22,"pct_val":2.39213004866,"balance":106053.69,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO US Treasury Fund","title":"GMO US Treasury Fund","isin":"US3620133690","value_usd":1497134.68,"pct_val":2.341825927334,"balance":298829.28,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Small Cap Quality Fund","title":"GMO Small Cap Quality Fund","isin":"US36256V4941","value_usd":1467941.42,"pct_val":2.29616167676,"balance":61626.42,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Domestic Resilience ETF","title":"GMO Domestic Resilience ETF","isin":"US90139K8606","value_usd":1465368.36,"pct_val":2.292136882798,"balance":57490,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Climate Change Fund","title":"GMO Climate Change Fund","isin":"US3620146155","value_usd":818708.59,"pct_val":1.280628275202,"balance":32347.24,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Resources Fund","title":"GMO Resources Fund","isin":"US3620144093","value_usd":791232.69,"pct_val":1.237650328156,"balance":36063.48,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"GMO Emerging Country Debt","title":"GMO Emerging Country Debt","isin":"US36262F1030","value_usd":722961.47,"pct_val":1.130860127366,"balance":30948.69,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"State Street Global Advisors","title":"State Street Institutional Treasury Money Market Fund","isin":"US8574928706","value_usd":312201.76,"pct_val":0.488347632243,"balance":312201.76,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Floating Rate Notes","isin":"US91282CKM28","value_usd":100002.27,"pct_val":0.156424075807,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"United States Treasury","title":"U.S. Treasury Floating Rate Notes","isin":"US91282CNQ05","value_usd":99969.46,"pct_val":0.156372754233,"balance":100000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"UNTRADE.CHINA ZHONGWANG","title":"UNTRADE.CHINA ZHONGWANG","isin":null,"value_usd":0.04,"pct_val":6.2568e-8,"balance":286000,"units":"NS","currency":null,"asset_cat":"EC","issuer_cat":"CORP","inv_country":"HK","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"Novatek PJSC","title":"Novatek PJSC","isin":"RU000A0DKVS5","value_usd":0,"pct_val":0,"balance":5410,"units":"NS","currency":null,"asset_cat":"EC","issuer_cat":"CORP","inv_country":"RU","fair_val_level":"3","payoff_profile":"Long"},{"issuer_name":"LUKOIL PJSC","title":"LUKOIL PJSC","isin":"RU0009024277","value_usd":0,"pct_val":0,"balance":2505,"units":"NS","currency":null,"asset_cat":"EC","issuer_cat":"CORP","inv_country":"RU","fair_val_level":"3","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=772129&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/gmo-strategic-opportunities-allocation-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/gmo-strategic-opportunities-allocation-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: GMO Strategic Opportunities Allocation Fund | LEI: 549300GFBONLYCZNPD85 | 23 positions totaling $63,982,111 across DBT, STIV, EC | Filing: Wed Jan 28 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-01-29"}