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GMO Asset Allocation Bond Fund

Fund Profile

Fund profile

Tickers

GABFX

Fund manager

GMO Quality Fund

Total assets

$40.03 mm

Liabilities

$134.88 k

Net assets

$39.90 mm

Number of holdings

12.00

12 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
NOMURA REPO	28.00 mm	28.00 mm principal	70.18	Repurchase agreement	Long	USA
U.S. Treasury Floating Rate Notes	6.91 mm	6.91 mm principal	17.33	Debt	Long	USA
State Street Institutional Treasury Money Market Fund	2.76 mm	2.76 mm shares	6.91	Short-term investment vehicle	Long	USA
Japan Treasury Discount Bill	1.80 mm	270.00 mm principal	4.52	Short-term investment vehicle	Long	Japan
US LONG BOND(CBT) MAR25	338.70 k	116.00 contracts	0.85	Interest rate derivative	N/A	USA
US ULTRA BOND CBT MAR25	301.47 k	73.00 contracts	0.76	Interest rate derivative	N/A	USA
SWAP/CDSWAP/ICE: (CDX.EM.42.V1)	282.44 k	12.30 mm other units	0.71	Credit derivative	N/A	USA
US 5YR NOTE (CBT) MAR25	222.34 k	250.00 contracts	0.56	Interest rate derivative	N/A	USA
US 10YR ULTRA FUT MAR25	176.00 k	259.00 contracts	0.44	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD JPY Barclays Bank PLC	127.09 k	1.00 contracts	0.32	DFE	N/A	USA
US 10YR NOTE (CBT)MAR25	77.45 k	108.00 contracts	0.19	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) MAR25	43.74 k	71.00 contracts	0.11	Interest rate derivative	N/A	USA

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