GMOZX — GMO High Yield Fund
Data updated: 2026-07-29
GMOZX — GMO High Yield Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Short Corporate Bond · $134.12M AUM · 0.47% expense ratio · 7.6% 1-yr return. From SEC regulatory filings.
GMOZX Fund Overview
GMOZX — GMO High Yield Fund is a US mutual fund managed by Gmo Trust, categorised as Short Corporate Bond. 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: Short Corporate Bond
- Assets under management: $134.12M
- 1-year return: 7.6%
- Ticker: GMOZX
- SEC CIK: 0000772129
- SEC series ID: S000061716
- Share class ID: C000213400
GMOZX Holdings
Top 10 holdings of GMO High Yield Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 54.44% |
| Japan Treasury Disc Bill | 12.61% |
| Intercontinental Exchange, Inc. | 2.38% |
| State Street Global Advisors | 0.72% |
| United States Treasury | 0.71% |
| United States Treasury | 0.52% |
| Fmc Corp. | 0.50% |
| Olin Corp. | 0.38% |
| Fs Kkr Capital Corp. | 0.38% |
| Mgm Resorts Intl | 0.38% |
GMOZX Portfolio Allocation
Asset-class allocation of GMO High Yield Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 85.7% |
| Cash & Equivalents | 13.3% |
| Derivatives | 2.8% |
GMOZX Performance
Total returns for GMOZX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.5% |
| 1 year | 7.6% |
| 3 years (annualised) | 8.7% |
GMOZX Risk Information
Risk metrics for GMOZX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 2.6%
GMOZX Costs and Fees
GMOZX costs about $47 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.47%
- Gross expense ratio: 0.77%
- Portfolio turnover: 160%
- Brokerage commissions: 0.11 bps of average net assets (SEC N-CEN)
GMOZX Cashflows
Over the 12 months to 2026-02, GMO High Yield Fund had net outflows of $5.56M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | $743.14K |
| 2026-01 | $3.60M |
| 2025-12 | $6.67M |
| 2025-11 | −$35.06M |
| 2025-10 | $8.44M |
| 2025-09 | $9.10M |
GMOZX Debt Constituents
Largest debt holdings of GMO High Yield Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 54.44% |
| United States Treasury | 0.71% |
| United States Treasury | 0.52% |
| Fmc Corp. | 0.50% |
| Olin Corp. | 0.38% |
| Fs Kkr Capital Corp. | 0.38% |
| Mgm Resorts Intl | 0.38% |
| Centene Corp. | 0.38% |
| Chord Energy Corp. | 0.38% |
| Pra Group, Inc. | 0.38% |
GMOZX Prospectus and SEC Filings
Official GMO High Yield Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Short Corporate Bond 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.