GAAGX – GMO Alternative Allocation I Fund Stock Price | Morningstar

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NAV / 1-Day Return 18.01 / −0.33 %
Total Assets 183.4 Mil
Adj. Expense Ratio

1.090%
Expense Ratio 1.700%
Distribution Fee Level Below Average
Share Class Type Institutional
Category Multistrategy
Alt Style Correlation / Relative Volatility Low/Medium
Min. Initial Investment —
Status Open
TTM Yield 4.98%
Turnover 337%

USD | NAV as of Apr 26, 2024 | 1-Day Return as of Apr 26, 2024, 12:09 AM GMT+0

There is no Morningstar’s Analysis data available.

Current Portfolio Date Feb 28, 2023
Equity Holdings —
Bond Holdings —
Other Holdings —
% Assets in Top 10 Holdings 22.1

Top 10 Holdings	% Portfolio Weight	Market Value USD	Sector
Asset Offset	66.98	131.3 Mil	—
Repo Daiwa	26.03	51.0 Mil	Cash and Equivalents
Swap/Cdswap/Cds: (Cdx.Na.Ig.39 15-100%)	17.59	34.5 Mil	Derivative
Swap/Cdswap/Cds: (Itraxx.Eur.38 12-100%)	17.48	34.3 Mil	Derivative
Z95v4zf37	13.22	25.9 Mil	Derivative
Swap/Cdswap/Cds: (Itraxx.Xo.36 35-100%)_	8.38	16.4 Mil	Derivative
MSCI Emerging Markets Index Future Mar 23	8.23	16.1 Mil	—
Purchased Usd / Sold Jpy Purchased	8.04	15.8 Mil	Derivative
Japan (Government Of) 0%	7.50	14.7 Mil	Government
Fswp: Sek 3.103000 15-Mar-2025_ Receive	6.79	13.3 Mil	Government

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