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I know that the new keyword is calling the class constructor but at which stage do we allocate memory for the class?
In my understanding it should correspond to the GCHandle.Alloc(Object) method but I’m unable to find the connection.
The new operator is implemented in the CLR. It allocates memory from the garbage collected heap and executes the class constructor.
GCHandle.Alloc() is not the same. That takes advantage of a separate mechanism in the GC to create references to objects, references that are stored in a separate table and scanned in addition to object references found normally during a garbage collection. You must pass Alloc() an existing object reference, it adds another. Useful to create weak and pinning references and a mechanism to allow unmanaged code to store a reference to a managed object and keep it alive. The gcroot<> template class in C++/CLI takes advantage of it.