GMO Asset Allocation Bond III (GMOBX)

Categories

Other/Misc » Multisector »

Family

GMO »
Issue Coupon Maturity Date Amount Owned % of Fund
90day Eurodollar (Fut) 0 2011-03-14 $2,125,000,000 451.05
US Treasury Note 1.88 2015-07-15 $188,663,340 44.02
US Treasury Note 2.375% 2.38 2011-04-15 $189,615,950 40.84
US Treasury Note 2.375% 2.38 2017-01-15 $59,032,220 14.31
U S Treas Sec Stripped Int Pmt 0 2022-08-15 $50,000,000 7.13
GMO US Treasury 0 $226,238 1.21
Ssc Goverment Mm Gvxx 1 2030-12-31 $718,086 0.15
S 8/15/22 Tbs08221203 Rvrepo 0.28 2010-12-03 $9,693,750 -2.07
Tsy 11 04 Tips Tbtip111208 Rvrepo 0.27 2010-12-08 $10,925,000 -2.33
Tsy 11 04 Tips 04/11 Frn Tbtip110114 Rvrepo 0.28 2011-01-14 $21,850,000 -4.66
90day Eurodollar Futures Cme Mar12 Xcme 0 2012-03-19 $2,125,000,000 -449.65