GMO Alternative Allocation Fund I (GAAGX)
18.74
-0.04
(-0.21%)
USD |
May 19 2026
GAAGX Asset Allocations & Exposures
Asset Allocation
As of February 28, 2026.
| Type | % Net |
|---|---|
| Cash | 15.91% |
| Stock | 55.16% |
| Bond | 25.98% |
| Convertible | 0.00% |
| Preferred | 0.23% |
| Other | 2.72% |
Market Capitalization
| Large | -- |
| Mid | -- |
| Small | -- |
Region Exposure
| Americas | 60.65% |
|---|---|
|
North America
|
60.54% |
| Canada | 3.61% |
| United States | 56.92% |
|
Latin America
|
0.12% |
| Brazil | -0.22% |
| Chile | -0.13% |
| Mexico | 0.17% |
As of February 28, 2026. Region breakdown data is
calculated by using the long position holdings of the portfolio.
| Greater Europe | 8.66% |
|---|---|
| United Kingdom | 1.31% |
|
Europe Developed
|
6.29% |
| Austria | 0.30% |
| Belgium | -0.05% |
| Denmark | 0.25% |
| Finland | 0.44% |
| France | 1.08% |
| Germany | 0.17% |
| Ireland | 1.09% |
| Italy | -0.26% |
| Netherlands | 2.37% |
| Norway | -0.10% |
| Portugal | 0.21% |
| Spain | 0.06% |
| Sweden | 0.35% |
| Switzerland | 0.17% |
|
Europe Emerging
|
0.49% |
| Poland | 0.38% |
| Turkey | 0.11% |
|
Africa And Middle East
|
0.58% |
| Egypt | 0.35% |
| Israel | 0.07% |
| Nigeria | 0.18% |
| South Africa | -0.04% |
| Greater Asia | 10.12% |
|---|---|
| Japan | 3.24% |
|
Australasia
|
1.27% |
| Australia | 1.73% |
|
Asia Developed
|
3.75% |
| Hong Kong | 0.93% |
| Singapore | -0.99% |
| South Korea | 2.51% |
| Taiwan | 1.42% |
|
Asia Emerging
|
1.86% |
| China | 0.77% |
| Indonesia | 0.04% |
| Kazakhstan | 0.05% |
| Malaysia | 0.23% |
| Philippines | 0.03% |
| Thailand | 0.75% |
| Unidentified Region | 20.57% |
|---|
Bond Credit Quality Exposure
| AAA | 0.11% |
| AA | 86.68% |
| A | 0.00% |
| BBB | 1.59% |
| BB | 1.01% |
| B | 0.09% |
| 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 | 10.51% |
| Short Term | 0.00% |
As of February 28, 2026
Stock Sector Exposure
| Cyclical |
|
17.64% |
| Materials |
|
2.57% |
| Consumer Discretionary |
|
8.51% |
| Financials |
|
7.84% |
| Real Estate |
|
-1.28% |
| Sensitive |
|
41.93% |
| Communication Services |
|
10.93% |
| Energy |
|
-0.66% |
| Industrials |
|
15.01% |
| Information Technology |
|
16.66% |
| Defensive |
|
36.00% |
| Consumer Staples |
|
9.31% |
| Health Care |
|
24.81% |
| Utilities |
|
1.88% |
| Not Classified |
|
4.42% |
| Non Classified Equity |
|
3.12% |
| Not Classified - Non Equity |
|
1.30% |
As of February 28, 2026
Bond Sector Exposure
As of February 28, 2026
| Type | % Net |
|---|---|
| Government | 99.89% |
| Corporate | 0.11% |
| Securitized | 0.00% |
| Municipal | 0.00% |
| Other | 0.00% |
Bond Maturity Exposure
| Short Term |
|
14.55% |
| Less than 1 Year |
|
14.55% |
| Intermediate |
|
88.28% |
| 1 to 3 Years |
|
86.90% |
| 3 to 5 Years |
|
0.00% |
| 5 to 10 Years |
|
1.37% |
| Long Term |
|
-2.83% |
| 10 to 20 Years |
|
0.74% |
| 20 to 30 Years |
|
0.00% |
| Over 30 Years |
|
-3.57% |
| Other |
|
0.00% |
As of February 28, 2026