GMO Alternative Allocation Fund Class VI (GAAVX)
NASDAQ · Mutual Fund · Delayed Price · Currency is USD
18.95
+0.06 (0.32%)
At close: May 18, 2026
GAAVX Holdings Information
GAAVX is a mutual fund with a total of 1739 individual holdings. The top holdings are Asset Offset at 94.02%, Swap/Cdswap/Ice: (Cdx.Na.Ig.45.V1) at 20.67%, Swap/Cdswap/Ice: (Itraxx.Eur.44.V1) at 20.07%, Repo Daiwa at 15.38%, and Swap/Cdswap/Cds: (Itraxx.Eur.42 12-100%) at 14.98%.
Total Holdings
1739
Top 10 Percentage
220.97%
Asset Class
Fixed Income
Fund Category
Multistrategy
Assets
803.57M
Forward PE Ratio
15.76
Breakdown by Sector
Top 25 Holdings
| No. | Symbol | Name | % Weight |
|---|---|---|---|
| 1 | n/a | Asset Offset | 94.02% |
| 2 | n/a | Swap/Cdswap/Ice: (Cdx.Na.Ig.45.V1) | 20.67% |
| 3 | n/a | Swap/Cdswap/Ice: (Itraxx.Eur.44.V1) | 20.07% |
| 4 | n/a | Repo Daiwa | 15.38% |
| 5 | n/a | Swap/Cdswap/Cds: (Itraxx.Eur.42 12-100%) | 14.98% |
| 6 | n/a | Fswp: Ois 0.076000 18-Mar-2028 Sar Receive | 13.66% |
| 7 | n/a | Fswp: Ois 3.530000 18-Mar-2028 Son Receive | 12.16% |
| 8 | n/a | Swap/Cdswap/Ice: (Cdx.Na.Ig.45.V1) | 10.13% |
| 9 | TF.0 04.30.27 | United States Treasury Notes 3.78% | 10.10% |
| 10 | n/a | Swap/Cdswap/Ice: (Itraxx.Eur.44.V1) | 9.79% |
| 11 | n/a | Future on E-mini S&P 500 Futures | 8.85% |
| 12 | n/a | Purchased Usd / Sold Chf Purchased | 8.65% |
| 13 | n/a | Swap/Cdswap/Ice: (Itraxx.Eur.42.V1) | 8.52% |
| 14 | TF.0 07.31.27 | United States Treasury Notes 3.78% | 7.65% |
| 15 | n/a | Swap/Cdswap/Cds: (Itraxx.Eur.44 12-100%) | 7.51% |
| 16 | n/a | Purchased Usd / Sold Eur Purchased | 6.67% |
| 17 | n/a | Fswp: Aud 4.092000 18-Mar-2028 Aud Receive | 6.65% |
| 18 | n/a | Purchased Jpy / Sold Usd Purchased | 6.47% |
| 19 | n/a | Fswp: Ois 2.558000 18-Mar-2028 Cad Receive | 6.19% |
| 20 | n/a | Fswp: Nzd 3.144000 18-Mar-2028 3m Receive | 5.56% |
| 21 | n/a | Purchased Nok / Sold Usd Purchased | 5.01% |
| 22 | n/a | Trswap: S_sgepsbsh | 4.19% |
| 23 | n/a | Euro Bund Future Mar 26 | 3.74% |
| 24 | n/a | Swap/Cdswap/Cds: (Itraxx.Xo.44 35-100%) | 3.49% |
| 25 | n/a | Fswp: Ois 2.078000 18-Mar-2028 Est Receive | 3.34% |
As of Feb 28, 2026