GMO Alternative Allocation VI GAAVX
- NAV / 1-Day Return 18.15 / −0.33 %
- Total Assets 183.4 Mil
-
Adj. Expense Ratio
- Expense Ratio 1.440%
- Distribution Fee Level Low
- Share Class Type Institutional
- Category Multistrategy
- Alt Style Correlation / Relative Volatility Low/Medium
- Min. Initial Investment 750.0 Mil
- Status Open
- TTM Yield 5.16%
- Turnover 337%
USD | NAV as of Apr 26, 2024 | 1-Day Return as of Apr 26, 2024, 12:09 AM GMT+0
Morningstar’s Analysis GAAVX
There is no Morningstar’s Analysis data available.
- Current Portfolio Date
- 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 |