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Address And Details

40 Rowes Wharf , Boston, MA 02110
Fund Manager Tracey Keenan
Manager Tenure 4 Years 11 Months

Strategy And Objective

Liquidity and safety of principal with current income as a secondary objective. Under normal circumstances, the Fund invests at least 80% of its assets in Direct U.S. Treasury Obligations and repurchase agreements collateralized by these Obligations (see Name Policies ). Direct U.S. Treasury Obligations include U.S. Treasury bills, bonds and notes and other securities issued by the U.S. Treasury, as well as Separately Traded Registered Interest and Principal Securities (STRIPS) and other zero-coupon securities. GMO normally seeks to maintain an estimated interest rate duration of one year or less for the Fund s portfolio. For an additional discussion of duration, see Additional Information About the Funds Investment Strategies, Risks, and Expenses Bond Funds Duration".

Net Asset Value

as of 5:45 PM ET 04/19/2022

Performance

  • 1 Week
  • n/a
  • 1 Month
  • n/a
  • 3 Months
  • -0.40%
  • 1 Yr Return
  • -0.79%
  • 5 Yr Return
  • -0.06%

Equity Sector Breakdown

ConsumerDurables n/a
Energy n/a
Finance n/a
Health n/a
IndustrialCyclical n/a
NonDurables n/a
RetailTrade n/a
Services n/a
Technology n/a
Utilities n/a

Asset Allocation

Asset Type % Of Allocation
Bonds 98.16%
Other 1.79%
Cash 0.04%
Stocks 0.00%
Preferred 0.00%
Convertible 0.00%
ForeignStocks 0.00%
ForeignBonds 0.00%
ForeignHedged 0.00%
Total Net Assets 303.30 M

Risk Measures

Criteria 3 Years 5 Years 10 Years
Alpha 0.05 0.01 0.01
Beta 0.04 0.03 0.02
R Squared 0.24 0.19 0.14
Std Deviation 0.38 0.30 0.22
Sharpe Ratio 0.13 0.05 n/a

Purchase Information

as of 5:45 PM ET 02/08/2022
Minimum Initial $5000000
Minimum Additional $0
Minimum Initial IRA $0

Performance

Timeframe Average Annual Current Performance Monthly As Of 04/30/2022 Average Annual Current Performance Quarterly As Of 03/31/2022 Avg Annual Current Performance Monthly As Of 04/30/2022 Avg Annual Current Performance Quarterly As Of 03/31/2022
1 Year
  • -0.47%
  • -0.33%
-0.47% -0.33%
3 Year
  • +0.73%
  • +0.84%
+0.73% +0.84%
10 Year
  • +0.67%
  • +0.68%
+0.67% +0.68%
Life Of Fund
  • +0.54%
  • +0.56%
+0.54% +0.56%

Top 10 Holdings

Symbol Company Name % Of Assets
n/a

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