U.S. Treasury Strategy

  • Asset Class Fixed Income


The GMO U.S. Treasury Strategy seeks liquidity and safety of principal by investing in securities that are secured and backed by the full faith credit of the U.S. government, explicitly and implicitly. The Strategy aims to take advantage of and dynamically allocate between opportunities in the market not accessible to the money market industry. GMO’s Short Duration Strategies team looks for relative value opportunities in the U.S. while maintaining capital preservation and liquidity standards in achieving its objective.





Tracey Keenan

Head of Short Duration Strategies

Ms. Keenan is the portfolio manager of GMO’s cash strategies and fixed income team lead for GMO’s trading team. Previously at GMO, she was a member of the Fixed Income team, focusing on trading FX, EM and Domestic repo, and government bonds. Prior to joining GMO in 2002, she was a Fixed Income Trader at Standish Mellon. Ms. Keenan earned her B.A. in Political Science from Stonehill College and her M.B.A. in Finance from Suffolk University.



Fact Sheet
Product Primer
GIPS Compliant Presentation
GIPS Composite Descriptions
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Portfolio Composition
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Risks associated with investing in the Strategy may include Credit Risk, Market Risk – Fixed Income, Management and Operational Risk, Market Disruption, and Counterparty Risk.

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