GMO Mutual Funds > GMO TRUST
GMO Asset Allocation Bond Fund
$28.12M
Avg Monthly Net Assets
$40.55M
Total Assets
$97K
Total Liabilities
$40.45M
Net Assets
GMO Asset Allocation Bond Fund is a Mutual Fund in GMO TRUST
from GMO Mutual Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $28.12M.
On July 29th, 2024 it reported 11 holdings, the largest
being Nomura Securities International, Inc. (84.0%), United States Treasury (9.9%) and JAPAN TREASURY DISC BILL (4.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class VI | C000075103 | GABFX |
Holdings
From latest NPORT-P, filed July 29th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Short-term investment vehicle | JP | $2M | – | 4.24 |
| NOMURA REPO (Nomura Securities International, Inc.) | Long | Repurchase agreement | US | $34M | – | 84.05 |
| PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $144K | – | 0.36 | |
| State Street Institutional Treasury Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $358K | 358K | 0.88 |
| U.S. Treasury Floating Rate Notes (United States Treasury) | Long | Debt | US | $4M | – | 9.90 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $22K | – | 0.05 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-102K | – | -0.25 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-21K | – | -0.05 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-74K | – | -0.18 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-116K | – | -0.29 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-60K | – | -0.15 |
Address
GMO TRUST
53 State Street, 33rd Floor
BOSTON
Massachusetts
02109
United States of America
Websites
Directors
Peter Tufano
Dina Santoro
Paul Braverman
Donald W. Glazer
Transfer Agents
State Street Bank and Trust Company
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
LCH Group Holdings Limited
Bloomberg L.P.
IDC Securities Corporation
S&P Global Inc.
JPMorgan Chase & Co.
State Street Bank and Trust Company
CME Group Inc.
Custodians
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
State Street Bank and Trust Company
Brokers
N/A