Gross, co-chief investment officer of bond investing giant Pacific Investment Management Co, was speaking on Thursday in a brief interview with Reuters while attending a conference in Chicago hosted by research firm Morningstar Inc.

He attributed a slide in the U.S. government bond market on Wednesday to a fears there won't be enough buyers for the $3 trillion in recent U.S. borrowing. "There's a gap because the market is worried who's buying these" securities, he said.

(Reporting by Ross Kerber. Editing by Jason Szep)