GMO SGM Major Markets Fund is a registered fund series of GMO TRUST (series S000005494). Net assets $96.2M as of 2023-08-31.
Showing 15 of 86 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| State Street Global Advisors | — | $51.8M | 5385.59% |
| United States Treasury | — | $17.3M | 1798.26% |
| JAPAN TREASURY DISC BILL | — | $3.1M | 321.44% |
| JAPAN TREASURY DISC BILL | — | $3.0M | 316.39% |
| JAPAN TREASURY DISC BILL | — | $2.7M | 285.73% |
| JAPAN TREASURY DISC BILL | — | $1.2M | 127.84% |
| JAPAN TREASURY DISC BILL | — | $1.0M | 107.15% |
| State Street Global Advisors | — | $957K | 99.39% |
| United States Treasury | — | $501K | 52.01% |
| JPMorgan Chase Bank N.A. | — | $477K | 49.54% |
| State Street Bank & Trust Co. | — | $456K | 47.41% |
| Barclays Bank PLC | — | $373K | 38.72% |
| ICE Futures U.S., Inc. | — | $288K | 29.95% |
| Chicago Board of Trade | — | $192K | 19.97% |
| Morgan Stanley & Co. International PLC | — | $132K | 13.69% |
| Report date | Net assets |
|---|---|
| 2023-08-31 | $96.2M |
| 2023-05-31 | $123.6M |
| 2023-02-28 | $134.5M |
| 2022-11-30 | $184.6M |
| 2022-08-31 | $210.0M |
| 2022-05-31 | $251.1M |
| 2022-02-28 | $262.7M |
| 2021-11-30 | $282.0M |