GMO Alternative Allocation Fund I (GAAGX)
18.40
-0.10
(-0.54%)
USD |
Aug 25 2026
GAAGX Asset Allocations & Exposures
Asset Allocation
As of May 31, 2026.
| Type | % Net |
|---|---|
| Cash | 18.75% |
| Stock | 55.34% |
| Bond | 24.10% |
| Convertible | 0.00% |
| Preferred | 0.05% |
| Other | 1.77% |
Market Capitalization
| Large | -- |
| Mid | -- |
| Small | -- |
Region Exposure
| Americas | 64.52% |
|---|---|
|
North America
|
64.52% |
| Canada | 5.22% |
| United States | 59.30% |
|
Latin America
|
0.00% |
| Brazil | -0.17% |
| Chile | -0.13% |
| Mexico | 0.15% |
As of May 31, 2026. Region breakdown data is
calculated by using the long position holdings of the portfolio.
| Greater Europe | 9.52% |
|---|---|
| United Kingdom | 4.78% |
|
Europe Developed
|
3.51% |
| Austria | 0.38% |
| Belgium | -0.00% |
| Denmark | 0.24% |
| Finland | 0.49% |
| France | 1.07% |
| Germany | 0.25% |
| Ireland | 0.95% |
| Italy | 0.07% |
| Netherlands | -0.58% |
| Norway | -0.16% |
| Portugal | 0.19% |
| Spain | 0.24% |
| Sweden | 0.25% |
| Switzerland | -0.16% |
|
Europe Emerging
|
0.54% |
| Poland | 0.44% |
| Turkey | 0.10% |
|
Africa And Middle East
|
0.68% |
| Egypt | 0.25% |
| Israel | 0.12% |
| Nigeria | 0.28% |
| Greater Asia | 6.20% |
|---|---|
| Japan | -0.26% |
|
Australasia
|
0.42% |
| Australia | 0.92% |
|
Asia Developed
|
4.51% |
| Hong Kong | 0.91% |
| Singapore | -0.96% |
| South Korea | 2.72% |
| Taiwan | 1.93% |
|
Asia Emerging
|
1.53% |
| China | 0.59% |
| Indonesia | 0.04% |
| Kazakhstan | 0.05% |
| Malaysia | 0.32% |
| Thailand | 0.54% |
| Unidentified Region | 19.76% |
|---|
Bond Credit Quality Exposure
| AAA | 0.00% |
| AA | 90.93% |
| A | 0.00% |
| BBB | 1.92% |
| BB | 0.99% |
| B | 0.13% |
| Below B | 0.00% |
| CCC | 0.00% |
| CC | 0.00% |
| C | 0.00% |
| DDD | 0.00% |
| DD | 0.00% |
| D | 0.00% |
| Not Rated | 0.00% |
| Not Available | 6.03% |
| Short Term | 0.00% |
As of May 31, 2026
Stock Sector Exposure
| Cyclical |
|
30.58% |
| Materials |
|
5.70% |
| Consumer Discretionary |
|
9.34% |
| Financials |
|
18.19% |
| Real Estate |
|
-2.65% |
| Sensitive |
|
35.83% |
| Communication Services |
|
10.11% |
| Energy |
|
0.29% |
| Industrials |
|
12.86% |
| Information Technology |
|
12.57% |
| Defensive |
|
30.12% |
| Consumer Staples |
|
4.46% |
| Health Care |
|
18.08% |
| Utilities |
|
7.58% |
| Not Classified |
|
0.85% |
| Non Classified Equity |
|
0.85% |
As of May 31, 2026
Bond Sector Exposure
As of May 31, 2026
| Type | % Net |
|---|---|
| Government | 100.0% |
| Corporate | 0.00% |
| Securitized | 0.00% |
| Municipal | 0.00% |
| Other | 0.00% |
Bond Maturity Exposure
| Short Term |
|
8.36% |
| Less than 1 Year |
|
8.36% |
| Intermediate |
|
87.49% |
| 1 to 3 Years |
|
86.17% |
| 3 to 5 Years |
|
0.17% |
| 5 to 10 Years |
|
1.16% |
| Long Term |
|
4.15% |
| 10 to 20 Years |
|
7.74% |
| 20 to 30 Years |
|
-3.59% |
| Over 30 Years |
|
0.00% |
| Other |
|
0.00% |
As of May 31, 2026