GAAVX – GMO Alternative Allocation VI Fund Stock Price | Morningstar

Morningstar

NAV / 1-Day Return 18.13 / +0.55 %
Total Assets 861.4M
Adj. Expense Ratio

0.830%
Expense Ratio 2.740%
Distribution Fee Level Average
Share Class Type Institutional
Category Multistrategy
Investment Style Mid Value
Min. Initial Investment 300M
Status Open
TTM Yield 2.66%
Turnover 789%

USD | NAV as of Jul 14, 2026 | 1-Day Return as of Jul 14, 2026, 12:11 AM GMT+0

There is no Morningstar’s Analysis data available.

Portfolio Holdings GAAVX

More GAAVX Holdings

Current Portfolio Date Feb 28, 2026
Equity Holdings —
Bond Holdings —
Other Holdings —
% Assets in Top 10 Holdings 27.0

Top 10 Holdings	% Portfolio Weight	Market Value USD	Sector
Asset Offset	94.02	764M	—
Swap/Cdswap/Ice: (Cdx.Na.Ig.45.V1)	20.67	168M	Derivative
Swap/Cdswap/Ice: (Itraxx.Eur.44.V1)	20.07	163M	Derivative
Repo Daiwa	15.38	125M	Cash and Equivalents
Swap/Cdswap/Cds: (Itraxx.Eur.42 12-100%)	14.98	122M	Derivative
Fswp: Ois 0.076000 18-Mar-2028 Sar Receive	13.66	111M	Government
Fswp: Ois 3.530000 18-Mar-2028 Son Receive	12.16	99M	Government
Swap/Cdswap/Ice: (Cdx.Na.Ig.45.V1)	10.13	82M	Derivative
United States Treasury Notes 3.78%	10.10	82M	Government
Swap/Cdswap/Ice: (Itraxx.Eur.44.V1)	9.79	80M	Derivative

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