The investment seeks total return in excess of that of its benchmark, the Barclays U.S. Government Index. The fund is not pursuing an active investment program and is gradually liquidating its portfolio. It principally holds shares of Short-Duration Collateral Fund ("SDCF") (a fund that primarily holds U.S. asset-backed securities). The Manager does not seek to maintain a specified interest rate duration for the fund. The fund normally invests directly and indirectly (e.g., through other GMO Funds or derivatives) at least 80% of its assets in bonds tied economically to the U.S. The fund is non-diversified.
Fund filings (PDF) »
Thomas Cooper (Started: Aug 18, 1994)
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GMO, 40 Rowes Wharf