GMO Multi-Sector Fixed Income Fund
Name
As of 11/22/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
1.6%
1 yr return
7.1%
3 Yr Avg Return
-2.4%
5 Yr Avg Return
-0.7%
Net Assets
$80.4 M
Holdings in Top 10
96.1%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.69%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 256.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$125,000,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 11/22/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GPBFX - Profile
Distributions
- YTD Total Return 1.6%
- 3 Yr Annualized Total Return -2.4%
- 5 Yr Annualized Total Return -0.7%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 1.39%
- Dividend Yield 0.6%
- Dividend Distribution Frequency SemiAnnual
Fund Details
-
Legal NameGMO Multi-Sector Fixed Income Fund
-
Fund Family NameGMO Mutual Funds
-
Inception DateJul 26, 2005
-
Shares OutstandingN/A
-
Share ClassOther
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerJason Hotra
Fund Description
GPBFX - Performance
Return Ranking - Trailing
Period | GPBFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 1.6% | -6.4% | 11.1% | 72.48% |
1 Yr | 7.1% | -2.1% | 16.6% | 50.10% |
3 Yr | -2.4%* | -9.8% | 27.8% | 65.61% |
5 Yr | -0.7%* | -7.5% | 58.4% | 85.94% |
10 Yr | 1.2%* | -2.9% | 73.8% | 64.98% |
* Annualized
Return Ranking - Calendar
Period | GPBFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 6.0% | -16.2% | 8.1% | 1.44% |
2022 | -16.1% | -34.7% | 131.9% | 51.37% |
2021 | -5.8% | -11.6% | 4.4% | 96.15% |
2020 | -2.6% | -10.1% | 946.1% | 98.63% |
2019 | 3.7% | -1.7% | 16.9% | 87.54% |
Total Return Ranking - Trailing
Period | GPBFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 1.6% | -6.4% | 11.1% | 72.48% |
1 Yr | 7.1% | -2.1% | 16.6% | 50.10% |
3 Yr | -2.4%* | -9.8% | 27.8% | 65.61% |
5 Yr | -0.7%* | -7.5% | 58.4% | 85.94% |
10 Yr | 1.2%* | -2.9% | 73.8% | 64.98% |
* Annualized
Total Return Ranking - Calendar
Period | GPBFX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 6.0% | -11.3% | 11.9% | 48.97% |
2022 | -14.5% | -32.2% | 131.9% | 77.26% |
2021 | -3.1% | -9.4% | 9.2% | 97.36% |
2020 | 8.0% | -1.9% | 1009.0% | 58.25% |
2019 | 9.7% | 1.1% | 21668.0% | 27.76% |
NAV & Total Return History
GPBFX - Holdings
Concentration Analysis
GPBFX | Category Low | Category High | GPBFX % Rank | |
---|---|---|---|---|
Net Assets | 80.4 M | 2.9 M | 314 B | 91.49% |
Number of Holdings | 346 | 1 | 17787 | 75.33% |
Net Assets in Top 10 | 78.7 M | 1.62 M | 35.1 B | 75.95% |
Weighting of Top 10 | 96.09% | 4.4% | 432.9% | 2.99% |
Top 10 Holdings
- NOMURA REPO 25.63%
- GMO Opportunistic Income Fund 17.90%
- Amazon.com Inc 14.16%
- Japan Treasury Discount Bill 12.15%
- Uniform Mortgage-Backed Security, TBA 10.28%
- Uniform Mortgage-Backed Security, TBA 4.91%
- GMO Emerging Country Debt 4.86%
- Ginnie Mae 3.07%
- State Street Institutional Treasury Money Market Fund 1.78%
- U.S. Treasury Floating Rate Notes 1.34%
Asset Allocation
Weighting | Return Low | Return High | GPBFX % Rank | |
---|---|---|---|---|
Bonds | 43.66% | 0.00% | 993.61% | 98.15% |
Stocks | 36.93% | 0.00% | 99.99% | 2.56% |
Other | 24.05% | -27.25% | 53.64% | 5.55% |
Cash | 13.93% | -54.51% | 237.69% | 13.77% |
Convertible Bonds | 1.66% | 0.00% | 7.93% | 43.27% |
Preferred Stocks | 0.00% | 0.00% | 71.02% | 83.66% |
Stock Sector Breakdown
Weighting | Return Low | Return High | GPBFX % Rank | |
---|---|---|---|---|
Technology | 23.01% | 0.00% | 43.45% | 10.84% |
Financial Services | 14.85% | 0.00% | 100.00% | 25.90% |
Healthcare | 12.88% | 0.00% | 17.70% | 6.63% |
Consumer Cyclical | 11.84% | 0.00% | 100.00% | 10.24% |
Communication Services | 11.13% | 0.00% | 100.00% | 10.84% |
Industrials | 9.29% | 0.00% | 48.31% | 15.06% |
Consumer Defense | 6.46% | 0.00% | 99.67% | 13.25% |
Energy | 2.90% | 0.00% | 100.00% | 46.99% |
Real Estate | 2.59% | 0.00% | 99.26% | 21.69% |
Utilities | 2.54% | 0.00% | 100.00% | 24.70% |
Basic Materials | 2.50% | 0.00% | 100.00% | 20.48% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | GPBFX % Rank | |
---|---|---|---|---|
US | 36.93% | 0.00% | 99.99% | 2.47% |
Non US | 0.00% | 0.00% | 88.46% | 77.60% |
Bond Sector Breakdown
Weighting | Return Low | Return High | GPBFX % Rank | |
---|---|---|---|---|
Corporate | 34.51% | 0.00% | 100.00% | 36.54% |
Securitized | 27.94% | 0.00% | 98.40% | 54.97% |
Government | 17.88% | 0.00% | 86.23% | 67.70% |
Cash & Equivalents | 13.93% | -0.46% | 237.69% | 13.87% |
Municipal | 0.00% | 0.00% | 100.00% | 92.55% |
Derivative | -1.58% | -1.91% | 44.82% | 99.38% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | GPBFX % Rank | |
---|---|---|---|---|
US | 43.66% | 0.00% | 993.61% | 98.05% |
Non US | 0.00% | 0.00% | 30.95% | 84.99% |
GPBFX - Expenses
Operational Fees
GPBFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.69% | 0.01% | 39.64% | 50.05% |
Management Fee | 0.35% | 0.00% | 1.76% | 49.53% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | N/A | 0.01% | 0.50% | N/A |
Sales Fees
GPBFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 2.00% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 4.00% | N/A |
Trading Fees
GPBFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
GPBFX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 256.00% | 2.00% | 493.39% | 79.38% |
GPBFX - Distributions
Dividend Yield Analysis
GPBFX | Category Low | Category High | GPBFX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.63% | 0.00% | 10.11% | 99.59% |
Dividend Distribution Analysis
GPBFX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | SemiAnnual | Quarterly | Monthly | Monthly |
Net Income Ratio Analysis
GPBFX | Category Low | Category High | GPBFX % Rank | |
---|---|---|---|---|
Net Income Ratio | 1.39% | -1.28% | 4.79% | 70.31% |
Capital Gain Distribution Analysis
GPBFX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Dec 16, 2022 | $0.326 | OrdinaryDividend |
Jul 01, 2021 | $0.568 | CapitalGainLongTerm |
Dec 07, 2020 | $0.928 | OrdinaryDividend |
Dec 07, 2020 | $0.588 | CapitalGainLongTerm |
Jul 01, 2020 | $0.192 | CapitalGainShortTerm |
Jul 01, 2020 | $0.539 | CapitalGainLongTerm |
Dec 19, 2019 | $0.648 | OrdinaryDividend |
Dec 19, 2019 | $0.521 | CapitalGainShortTerm |
Dec 19, 2019 | $0.069 | CapitalGainLongTerm |
Dec 18, 2018 | $0.968 | OrdinaryDividend |
Jul 09, 2018 | $0.085 | OrdinaryDividend |
Dec 18, 2017 | $0.489 | OrdinaryDividend |
Jul 06, 2017 | $0.045 | OrdinaryDividend |
Dec 19, 2016 | $0.638 | OrdinaryDividend |
Apr 26, 2016 | $0.194 | OrdinaryDividend |
Jul 07, 2015 | $1.128 | OrdinaryDividend |
Dec 22, 2014 | $0.726 | OrdinaryDividend |
Jul 09, 2014 | $0.248 | OrdinaryDividend |
Jul 11, 2013 | $0.346 | OrdinaryDividend |
Dec 19, 2012 | $0.611 | OrdinaryDividend |
Jul 12, 2012 | $0.383 | OrdinaryDividend |
Dec 21, 2011 | $2.161 | OrdinaryDividend |
Jul 14, 2011 | $0.300 | OrdinaryDividend |
Dec 20, 2010 | $0.238 | OrdinaryDividend |
Jul 19, 2010 | $0.255 | OrdinaryDividend |
Dec 18, 2009 | $0.665 | OrdinaryDividend |
Sep 03, 2009 | $0.234 | ExtraDividend |
Aug 03, 2009 | $0.298 | ExtraDividend |
Jul 07, 2009 | $0.208 | OrdinaryDividend |
Jun 02, 2009 | $0.285 | ExtraDividend |
May 06, 2009 | $0.193 | ExtraDividend |
Dec 23, 2008 | $3.455 | OrdinaryDividend |
Jul 15, 2008 | $1.133 | OrdinaryDividend |
Dec 26, 2007 | $0.860 | OrdinaryDividend |
Jul 10, 2007 | $1.340 | OrdinaryDividend |
Dec 26, 2006 | $1.605 | OrdinaryDividend |
Nov 13, 2006 | $0.008 | ExtraDividend |
Dec 27, 2005 | $1.038 | OrdinaryDividend |
GPBFX - Fund Manager Analysis
Managers
Jason Hotra
Start Date
Tenure
Tenure Rank
Jun 01, 2016
6.0
6.0%
Mr. Hotra is a Portfolio Manager for Developed Fixed Income Team of GMO. Mr. Hotra has been responsible for providing portfolio management services to GMO’s developed fixed income portfolios since June 2016. Previously, Mr. Hotra was a portfolio manager at Convexity Capital Management.
Riti Samanta
Start Date
Tenure
Tenure Rank
Jun 30, 2020
1.92
1.9%
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.08 | 33.43 | 6.77 | 1.16 |