Overview

The GMO Multi-Sector Fixed Income Strategy seeks to achieve total return in excess of that of its benchmark, the Bloomberg Barclays U.S. Aggregate Index, by extracting alpha opportunities without taking any secular bias in duration, maturity, rating, and overall aggregate composition. The Strategy’s investment program has two principal components. One component seeks to achieve a return commensurate with that of the Strategy’s benchmark. The second component seeks to add value relative to the Strategy’s benchmark by making investments that often will not track its benchmark.

Representing the “best of” GMO’s public fixed income markets capabilities, the Strategy employs a suite of alpha and systematic credit strategies to integrate investment-grade and high yield credit, emerging market debt, structured products, and a quantitative relative value rates and currency overlay into a robust portfolio.

Facts

Performance

Documents

Literature

Fact Sheet Download
GIPS® Compliant Presentation Download
GIPS® Composite Descriptions Download
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Downloads

Performance Download
Portfolio Composition Download
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Commentary & Attribution

Commentary - Quarterly Download
Attribution - Quarterly Download
Attribution - YTD Download
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Risks

Risks associated with investing in the Strategy may include Market Risk - Fixed Income Investments, Credit Risk, Illiquidity Risk, Derivatives and Short Sales Risk, and Market Risk-Asset-Backed Securities Risk.