GMO Risk Premium Fund is a registered fund series of GMO TRUST (series S000038360). Net assets $12.3M as of 2020-11-30.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| United States Treasury | — | $6.6M | 5403.02% |
| United States Treasury | — | $5.0M | 4069.24% |
| State Street Global Advisors | — | $480K | 390.95% |
| Morgan Stanley & Co. LLC | — | $-125K | -101.54% |
| Report date | Net assets |
|---|---|
| 2020-11-30 | $12.3M |
| 2020-08-31 | $16.7M |
| 2020-05-31 | $16.4M |
| 2020-02-29 | $19.2M |
| 2019-11-30 | $20.5M |