GMO U.S. Treasury Fund
Name
As of 11/01/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
3.1%
1 yr return
3.6%
3 Yr Avg Return
2.5%
5 Yr Avg Return
1.8%
Net Assets
$425 M
Holdings in Top 10
98.7%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.12%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 0.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$5,000,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 11/01/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GUSTX - Profile
Distributions
- YTD Total Return 3.1%
- 3 Yr Annualized Total Return 2.5%
- 5 Yr Annualized Total Return 1.8%
- Capital Gain Distribution Frequency Semi-Annually
- Net Income Ratio 3.29%
- Dividend Yield 0.0%
- Dividend Distribution Frequency Monthly
Fund Details
-
Legal NameGMO U.S. Treasury Fund
-
Fund Family NameGMO Mutual Funds
-
Inception DateMar 17, 2009
-
Shares OutstandingN/A
-
Share ClassOther
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerTracey Keenan
Fund Description
GUSTX - Performance
Return Ranking - Trailing
Period | GUSTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 3.1% | -0.1% | 6.6% | 41.77% |
1 Yr | 3.6% | 3.6% | 8.8% | 100.00% |
3 Yr | 2.5%* | -2.3% | 2.7% | 2.56% |
5 Yr | 1.8%* | -0.9% | 1.9% | 2.70% |
10 Yr | 1.0%* | -0.2% | 1.6% | 46.88% |
* Annualized
Return Ranking - Calendar
Period | GUSTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 0.4% | -1.6% | 4.4% | 60.76% |
2022 | -1.0% | -10.4% | -1.0% | 1.28% |
2021 | -0.2% | -6.4% | -0.2% | 1.28% |
2020 | 0.8% | -1.8% | 4.9% | 79.73% |
2019 | 0.0% | -1.4% | 3.3% | 83.33% |
Total Return Ranking - Trailing
Period | GUSTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 3.1% | -0.1% | 6.6% | 41.77% |
1 Yr | 3.6% | 3.6% | 8.8% | 100.00% |
3 Yr | 2.5%* | -2.3% | 2.7% | 2.56% |
5 Yr | 1.8%* | -0.9% | 1.9% | 2.70% |
10 Yr | 1.0%* | -0.2% | 1.6% | 46.88% |
* Annualized
Total Return Ranking - Calendar
Period | GUSTX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 4.9% | 2.4% | 6.2% | 17.72% |
2022 | 0.2% | -9.3% | 0.2% | 1.28% |
2021 | 0.0% | -3.1% | 0.1% | 2.56% |
2020 | 1.4% | 0.4% | 6.0% | 94.59% |
2019 | 1.1% | 1.1% | 5.5% | 100.00% |
NAV & Total Return History
GUSTX - Holdings
Concentration Analysis
GUSTX | Category Low | Category High | GUSTX % Rank | |
---|---|---|---|---|
Net Assets | 425 M | 11.1 M | 24.8 B | 37.97% |
Number of Holdings | 12 | 7 | 1024 | 97.47% |
Net Assets in Top 10 | 419 M | 1.76 M | 6.85 B | 20.25% |
Weighting of Top 10 | 98.67% | 15.6% | 100.0% | 3.80% |
Top 10 Holdings
- U.S. Treasury Floating Rate Notes 27.58%
- REPO DAIWA 26.37%
- U.S. Treasury Floating Rate Notes 13.10%
- U.S. Treasury Inflation-Indexed Notes 7.08%
- U.S. Treasury Inflation-Indexed Notes 5.68%
- U.S. Treasury Notes 5.09%
- U.S. Treasury Notes 5.05%
- REPO DAIWA 3.53%
- U.S. Treasury Floating Rate Notes 2.85%
- Federal Home Loan Banks 2.35%
Asset Allocation
Weighting | Return Low | Return High | GUSTX % Rank | |
---|---|---|---|---|
Bonds | 70.16% | 70.16% | 127.20% | 100.00% |
Other | 29.90% | -25.01% | 30.75% | 2.53% |
Cash | 0.04% | 0.00% | 23.11% | 75.95% |
Stocks | 0.00% | 0.00% | 1.65% | 74.68% |
Preferred Stocks | 0.00% | 0.00% | 0.00% | 70.89% |
Convertible Bonds | 0.00% | 0.00% | 0.00% | 70.51% |
Bond Sector Breakdown
Weighting | Return Low | Return High | GUSTX % Rank | |
---|---|---|---|---|
Government | 99.96% | 0.00% | 99.96% | 1.28% |
Corporate | 0.04% | 0.00% | 34.19% | 17.95% |
Cash & Equivalents | 0.04% | 0.00% | 23.11% | 64.56% |
Derivative | 0.00% | -0.95% | 11.49% | 56.96% |
Securitized | 0.00% | 0.00% | 100.00% | 92.31% |
Municipal | 0.00% | 0.00% | 6.22% | 74.36% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | GUSTX % Rank | |
---|---|---|---|---|
US | 70.16% | 70.16% | 127.20% | 100.00% |
Non US | 0.00% | 0.00% | 0.00% | 70.89% |
GUSTX - Expenses
Operational Fees
GUSTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.12% | 0.03% | 2.91% | 88.61% |
Management Fee | 0.08% | 0.03% | 0.80% | 8.97% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.10% | 0.45% | N/A |
Sales Fees
GUSTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 1.50% | 4.75% | N/A |
Deferred Load | N/A | 0.50% | 1.00% | N/A |
Trading Fees
GUSTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 0.00% | 0.25% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
GUSTX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 0.00% | 0.00% | 466.00% | 3.28% |
GUSTX - Distributions
Dividend Yield Analysis
GUSTX | Category Low | Category High | GUSTX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.00% | 0.00% | 5.67% | 7.59% |
Dividend Distribution Analysis
GUSTX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Monthly | Monthly | Monthly | Monthly |
Net Income Ratio Analysis
GUSTX | Category Low | Category High | GUSTX % Rank | |
---|---|---|---|---|
Net Income Ratio | 3.29% | -0.78% | 3.29% | 1.32% |
Capital Gain Distribution Analysis
GUSTX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Semi-Annually | Annually | Semi-Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Apr 30, 2024 | $0.024 | OrdinaryDividend |
Mar 28, 2024 | $0.024 | OrdinaryDividend |
Feb 29, 2024 | $0.020 | OrdinaryDividend |
Jan 31, 2024 | $0.020 | OrdinaryDividend |
Dec 29, 2023 | $0.023 | OrdinaryDividend |
Dec 21, 2023 | $0.001 | OrdinaryDividend |
Nov 30, 2023 | $0.022 | OrdinaryDividend |
Oct 31, 2023 | $0.023 | OrdinaryDividend |
Sep 29, 2023 | $0.023 | OrdinaryDividend |
Aug 31, 2023 | $0.023 | OrdinaryDividend |
Jul 31, 2023 | $0.021 | OrdinaryDividend |
Jun 30, 2023 | $0.023 | OrdinaryDividend |
May 31, 2023 | $0.022 | OrdinaryDividend |
Apr 28, 2023 | $0.019 | OrdinaryDividend |
Mar 20, 2023 | $0.001 | OrdinaryDividend |
Feb 21, 2023 | $0.001 | OrdinaryDividend |
Jan 23, 2023 | $0.001 | OrdinaryDividend |
Dec 30, 2022 | $0.016 | OrdinaryDividend |
Nov 30, 2022 | $0.014 | OrdinaryDividend |
Oct 17, 2022 | $0.000 | OrdinaryDividend |
Sep 19, 2022 | $0.000 | OrdinaryDividend |
Aug 24, 2022 | $0.000 | OrdinaryDividend |
Jul 29, 2022 | $0.008 | OrdinaryDividend |
Jun 30, 2022 | $0.006 | OrdinaryDividend |
May 31, 2022 | $0.004 | OrdinaryDividend |
Apr 29, 2022 | $0.004 | OrdinaryDividend |
Mar 31, 2022 | $0.002 | OrdinaryDividend |
Feb 28, 2022 | $0.001 | OrdinaryDividend |
Jan 31, 2022 | $0.001 | OrdinaryDividend |
Dec 31, 2021 | $0.001 | OrdinaryDividend |
Dec 09, 2021 | $0.000 | CapitalGainShortTerm |
Dec 09, 2021 | $0.002 | CapitalGainLongTerm |
Nov 30, 2021 | $0.001 | OrdinaryDividend |
Aug 31, 2021 | $0.000 | OrdinaryDividend |
Jul 01, 2021 | $0.003 | CapitalGainShortTerm |
May 28, 2021 | $0.000 | OrdinaryDividend |
Apr 30, 2021 | $0.000 | OrdinaryDividend |
Mar 31, 2021 | $0.000 | OrdinaryDividend |
Feb 26, 2021 | $0.000 | OrdinaryDividend |
Jan 29, 2021 | $0.000 | OrdinaryDividend |
Dec 31, 2020 | $0.001 | OrdinaryDividend |
Dec 09, 2020 | $0.001 | CapitalGainShortTerm |
Nov 30, 2020 | $0.000 | OrdinaryDividend |
Oct 30, 2020 | $0.001 | OrdinaryDividend |
Sep 30, 2020 | $0.001 | OrdinaryDividend |
Aug 31, 2020 | $0.001 | OrdinaryDividend |
Jul 31, 2020 | $0.001 | OrdinaryDividend |
Jun 30, 2020 | $0.001 | OrdinaryDividend |
May 29, 2020 | $0.001 | OrdinaryDividend |
Apr 30, 2020 | $0.001 | OrdinaryDividend |
Mar 31, 2020 | $0.003 | OrdinaryDividend |
Feb 28, 2020 | $0.006 | OrdinaryDividend |
Jan 31, 2020 | $0.007 | OrdinaryDividend |
Dec 31, 2019 | $0.007 | OrdinaryDividend |
Nov 29, 2019 | $0.007 | OrdinaryDividend |
Oct 31, 2019 | $0.008 | OrdinaryDividend |
Sep 30, 2019 | $0.008 | OrdinaryDividend |
Aug 30, 2019 | $0.009 | OrdinaryDividend |
Jul 31, 2019 | $0.010 | OrdinaryDividend |
Jun 28, 2019 | $0.009 | OrdinaryDividend |
Dec 12, 2016 | $0.002 | CapitalGainShortTerm |
Jul 06, 2016 | $0.000 | CapitalGainShortTerm |
Dec 14, 2015 | $0.002 | CapitalGainShortTerm |
Dec 15, 2014 | $0.000 | CapitalGainShortTerm |
Jul 09, 2014 | $0.000 | CapitalGainShortTerm |
Dec 11, 2013 | $0.001 | CapitalGainShortTerm |
Jul 08, 2013 | $0.000 | CapitalGainShortTerm |
Dec 27, 2012 | $0.000 | CapitalGainShortTerm |
Dec 29, 2011 | $0.001 | CapitalGainShortTerm |
Jul 07, 2011 | $0.000 | CapitalGainShortTerm |
Dec 30, 2010 | $0.000 | CapitalGainShortTerm |
Jul 08, 2010 | $0.001 | CapitalGainShortTerm |
Dec 30, 2009 | $0.002 | CapitalGainShortTerm |
GUSTX - Fund Manager Analysis
Managers
Tracey Keenan
Start Date
Tenure
Tenure Rank
Jun 30, 2017
4.92
4.9%
Ms. Keenan has been responsible for overseeing the portfolio management of GMO’s cash strategies since 2017. Ms. Keenan has been a member of the Fixed Income Trading Team since joining GMO in 2002.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.49 | 32.44 | 10.48 | 7.33 |