The GMO Global Bond Strategy seeks total return in excess of that of the J.P. Morgan Global Government Bond Index.

GMO constructs the portfolio by combining a benchmark replication process with active overlay strategies. To replicate the benchmark, we use quantitative methods for trading strategies as well as security and sector selection. Our overlay strategies are model-based and actively managed in global rate and currency markets, using market-based, macroeconomic, and fundamental inputs in conjunction with proprietary research to evaluate and identify investment opportunities.





Fact Sheet Download
GIPS Compliant Presentation Download
GIPS Composite Descriptions Download
Download All Download


Performance Download
Portfolio Composition Download
Download All Download

Commentary & Attribution

Commentary - Quarterly Download
Attribution - Quarterly Download
Attribution - YTD Download
Download All Download


Risks associated with investing in the Strategy may include: Market Risk - Fixed Income Investments, Credit Risk, Illiquidity Risk, Derivatives and Short Sales Risk, and Futures Contracts Risk.