GMOBX — GMO Asset Allocation Bond Fund
Data updated: 2026-07-29
GMOBX — GMO Asset Allocation Bond Fund. Alternative · $117.73M AUM · 0.46% expense ratio · -6.9% 1-yr return. Holdings, fees, performance and SEC filings.
GMOBX Fund Overview
GMOBX — GMO Asset Allocation Bond 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: $117.73M
- 1-year return: -6.9%
- Ticker: GMOBX
- SEC CIK: 0000772129
- SEC series ID: S000025199
- Share class ID: C000075099
GMOBX Holdings
Top 10 holdings of GMO Asset Allocation Bond Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Nomura Fixed Income Securities Private Ltd. | 90.04% |
| United States Treasury | 4.13% |
| United States Treasury | 3.76% |
| State Street Global Advisors | 2.16% |
| Chicago Board of Trade | 0.31% |
| Chicago Board of Trade | 0.29% |
| Chicago Board of Trade | 0.28% |
| Chicago Board of Trade | 0.10% |
| Chicago Board of Trade | 0.08% |
| Chicago Board of Trade | 0.06% |
GMOBX Portfolio Allocation
Asset-class allocation of GMO Asset Allocation Bond Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 92.2% |
| Fixed Income | 7.9% |
| Real Estate | 1.1% |
GMOBX Performance
Total returns for GMOBX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | -6.9% |
| 3 years (annualised) | -3.8% |
GMOBX Risk Information
Risk metrics for GMOBX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.0%
GMOBX Costs and Fees
GMOBX costs about $46 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.46%
- Gross expense ratio: 0.75%
- Portfolio turnover: 95%
- Brokerage commissions: 2.77 bps of average net assets (SEC N-CEN)
GMOBX Cashflows
Over the 12 months to 2026-05, GMO Asset Allocation Bond Fund had net inflows of $83.47M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-05 | $7.40M |
| 2026-04 | $8.39M |
| 2026-03 | $4.06M |
| 2026-02 | $48.48M |
| 2026-01 | $5.13M |
| 2025-12 | $2.77M |
GMOBX Debt Constituents
Largest debt holdings of GMO Asset Allocation Bond Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 4.13% |
| United States Treasury | 3.76% |
GMOBX Prospectus and SEC Filings
Official GMO Asset Allocation Bond Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-06-30
- Prospectus (485BPOS) — filed 2024-06-28
- Prospectus supplement (497) — filed 2026-04-29
- Portfolio holdings (N-PORT) — filed 2026-07-29
- Portfolio holdings (N-PORT) — filed 2026-04-29
- Portfolio holdings (N-PORT) — filed 2026-01-29
- Annual census (N-CEN) — filed 2026-05-13
- Annual census (N-CEN) — filed 2025-05-13
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.