# GMO SGM Major Markets Fund

GMO SGM Major Markets Fund is a registered fund series of GMO TRUST (series S000005494). Net assets $96.2M as of 2023-08-31.

## Profile

- Series ID: S000005494
- Registrant: GMO TRUST
- LEI: MNQ6D2305GB58HFPL064
- Net assets: $96.2M
- Total assets: $107.4M
- As of: 2023-08-31

## Advisers

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

## Top holdings (86 reported)

_Showing 15 of 86 holdings by value._

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| [State Street Global Advisors](https://search.stillhousedata.com/security/857492870) | — | $51.8M | 5385.59% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CGY1) | — | $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](https://search.stillhousedata.com/security/91282CFS5) | — | $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% |

## Net asset history

| 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 |

## More

- [Registrant: GMO TRUST](https://search.stillhousedata.com/registrant/772129)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000005494.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

---

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.