GPBFX — GMO Multi-Sector Fixed Income Fund
Data updated: 2026-01-29
GPBFX — GMO Multi-Sector Fixed Income Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $88.75M AUM · 0.42% expense ratio · 6.0% 1-yr return. From SEC regulatory filings.
GPBFX Fund Overview
GPBFX — GMO Multi-Sector Fixed Income 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: $88.75M
- 1-year return: 6.0%
- Ticker: GPBFX
- SEC CIK: 0000772129
- SEC series ID: S000004917
- Share class ID: C000013295
GPBFX Holdings
Top 10 holdings of GMO Multi-Sector Fixed Income Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Nomura Securities International, Inc. | 29.29% |
| United States Treasury | 18.53% |
| GMO Opportunistic Income Fund | 16.65% |
| Umbs, Tba | 10.11% |
| Japan Treasury Disc Bill | 5.55% |
| GMO Emerging Country Debt | 5.16% |
| Government National Mortgage Association | 4.96% |
| Umbs, Tba | 2.16% |
| Umbs, Tba | 2.14% |
| State Street Global Advisors | 1.42% |
GPBFX Portfolio Allocation
Asset-class allocation of GMO Multi-Sector Fixed Income Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 41.7% |
| Cash & Equivalents | 36.3% |
| Equity | 21.8% |
| Securitized | 19.4% |
GPBFX Performance
Total returns for GPBFX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 6.0% |
| 3 years (annualised) | 4.8% |
| 5 years (annualised) | -0.8% |
GPBFX Risk Information
Risk metrics for GPBFX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.5%
GPBFX Costs and Fees
GPBFX costs about $42 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.42%
- Gross expense ratio: 0.79%
- Portfolio turnover: 444%
- Brokerage commissions: 0.46 bps of average net assets (SEC N-CEN)
GPBFX Cashflows
Over the 12 months to 2025-11, GMO Multi-Sector Fixed Income Fund had net inflows of $7.82M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2025-11 | $3.20M |
| 2025-10 | −$87.32K |
| 2025-09 | $0 |
| 2025-08 | −$900.00K |
| 2025-07 | $3.84M |
| 2025-06 | −$1.14M |
GPBFX Debt Constituents
Largest debt holdings of GMO Multi-Sector Fixed Income Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 18.53% |
| United States Treasury | 1.22% |
| United States Treasury | 0.48% |
| Ge Capital Intl Funding | 0.28% |
| Sabra Health Care LP | 0.26% |
| Omega Hlthcare Investors | 0.21% |
| Deutsche Bank Ny | 0.21% |
| Crown Castle, Inc. | 0.20% |
| Enbridge Energy Partners | 0.20% |
| Crown Castle, Inc. | 0.20% |
GPBFX Prospectus and SEC Filings
Official GMO Multi-Sector Fixed Income 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.