Morningstar

GMO Asset Allocation Bond Fund Class VI GABFX

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NAV / 1-Day Return $16.93 / −0.53 %
Fund Size $120.9M
Adjusted Expense Ratio 0.370%
Net Expense Ratio 0.360%
Fee Level: Distribution Below Average
Share Class Type Institutional
Morningstar Category Miscellaneous Fixed Income
Fixed-Income Style Box (Funds) —
Minimum Initial Investment $300M
Investment Status Open
TTM Yield 3.15%
Average Effective Duration —

NAV and 1-Day Return as of Oct 24, 2026, 12:11:04 AM

There is no Morningstar’s Analysis data available.

Portfolio Holdings GABFX

More GABFX Holdings

Current Portfolio Date Feb 28, 2026
Equity Holdings —
Bond Holdings —
Other Holdings —
% Assets in Top 10 Holdings 178.9

Top 10 Holdings	% Portfolio Weight	Market Value USD	Sector
Nomura Repo	88.71	94M	Cash and Equivalents
5 Year Treasury Note Future June 26	69.75	74M	Government
10 Year Treasury Note Future June 26	31.04	33M	Government
Ultra 10 Year US Treasury Note Future June 26	26.66	28M	Government
2 Year Treasury Note Future June 26	23.90	25M	Government
Ultra US Treasury Bond Future June 26	18.59	20M	Government
United States Treasury Notes 3.78%	4.59	5M	Government
United States Treasury Notes 3.78%	4.18	4M	Government
State Street Instl Treasury MMkt Invsmt	1.84	2M	Cash and Equivalents
Us Long Bond(Cbt) Jun26	0.20	209,672	Government

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