# GMO Asset Allocation Bond Fund

GMO Asset Allocation Bond Fund is a registered fund series of GMO TRUST (series S000025199). Net assets $117.7M as of 2026-05-31.

## Profile

- Series ID: S000025199
- Registrant: GMO TRUST
- LEI: XMFQA7127YTH95F0NH19
- Net assets: $117.7M
- Total assets: $121.0M
- As of: 2026-05-31

## Advisers

- [Grantham, Mayo, Van Otterloo & Co. LLC (Advisor)](https://search.stillhousedata.com/firm/106220)

## Top holdings (12 reported)

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| Nomura Fixed Income Securities Private Ltd. | — | $106.0M | 9003.96% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CNQ0) | — | $4.9M | 412.80% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CPX3) | — | $4.4M | 375.93% |
| [State Street Global Advisors](https://search.stillhousedata.com/security/857492870) | — | $2.5M | 216.02% |
| Chicago Board of Trade | — | $365K | 31.04% |
| Chicago Board of Trade | — | $337K | 28.64% |
| Chicago Board of Trade | — | $328K | 27.90% |
| Chicago Board of Trade | — | $119K | 10.11% |
| Chicago Board of Trade | — | $95K | 8.06% |
| Chicago Board of Trade | — | $74K | 6.32% |
| JPMorgan Chase Bank NA | — | $7K | 0.57% |
| Intercontinental Exchange, Inc. | — | $-4.4M | -372.40% |

## Net asset history

| Report date | Net assets |
| --- | --- |
| 2026-05-31 | $117.7M |
| 2026-02-28 | $106.0M |
| 2025-11-30 | $48.3M |
| 2025-08-31 | $37.1M |
| 2025-05-31 | $38.3M |
| 2025-02-28 | $41.4M |
| 2024-11-30 | $39.9M |
| 2024-08-31 | $44.1M |

## More

- [Registrant: GMO TRUST](https://search.stillhousedata.com/registrant/772129)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000025199.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

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Source: public SEC filing data via Adviser Search (https://search.stillhousedata.com).
Agents: this data is also queryable via MCP tools and read-only SQL — see https://search.stillhousedata.com/llms.txt.