GUSTX — GMO U.S. Treasury Fund
Data updated: 2026-07-29
GUSTX — GMO U.S. Treasury Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $419.26M AUM · 0.09% expense ratio · 3.9% 1-yr return. From SEC regulatory filings.
GUSTX Fund Overview
GUSTX — GMO U.S. Treasury Fund is a US mutual fund managed by Gmo Trust, categorised as Alternative. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Gmo Trust
- Category: Alternative
- Assets under management: $419.26M
- 1-year return: 3.9%
- Ticker: GUSTX
- SEC CIK: 0000772129
- SEC series ID: S000025186
- Share class ID: C000075084
GUSTX Holdings
Top 10 holdings of GMO U.S. Treasury Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Daiwa Capital Markets America, Inc. | 24.16% |
| United States Treasury | 11.96% |
| United States Treasury | 4.57% |
| United States Treasury | 4.55% |
| United States Treasury | 4.55% |
| United States Treasury | 4.53% |
| United States Treasury | 4.53% |
| United States Treasury | 4.52% |
| United States Treasury | 4.51% |
| United States Treasury | 4.51% |
GUSTX Portfolio Allocation
Asset-class allocation of GMO U.S. Treasury Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 75.4% |
| Cash & Equivalents | 24.2% |
GUSTX Performance
Total returns for GUSTX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.5% |
| 1 year | 3.9% |
| 3 years (annualised) | 4.8% |
| 5 years (annualised) | 3.5% |
GUSTX Risk Information
Risk metrics for GUSTX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 0.1%
GUSTX Costs and Fees
GUSTX costs about $9 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.09%
- Gross expense ratio: 0.12%
- Portfolio turnover: 0%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
GUSTX Cashflows
Over the 12 months to 2026-02, GMO U.S. Treasury Fund had net inflows of $45.57M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | $21.89M |
| 2026-01 | $80.42M |
| 2025-12 | −$326.61M |
| 2025-11 | $10.44M |
| 2025-10 | $62.41M |
| 2025-09 | $200.16M |
GUSTX Debt Constituents
Largest debt holdings of GMO U.S. Treasury Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 11.96% |
| United States Treasury | 4.57% |
| United States Treasury | 4.55% |
| United States Treasury | 4.55% |
| United States Treasury | 4.53% |
| United States Treasury | 4.53% |
| United States Treasury | 4.52% |
| United States Treasury | 4.51% |
| United States Treasury | 4.51% |
| United States Treasury | 4.50% |
GUSTX Prospectus and SEC Filings
Official GMO U.S. Treasury Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Alternative funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.