# GMO Risk Premium Fund

GMO Risk Premium Fund is a registered fund series of GMO TRUST (series S000038360). Net assets $12.3M as of 2020-11-30.

## Profile

- Series ID: S000038360
- Registrant: GMO TRUST
- LEI: 5493004YKLQTZQL9WU27
- Net assets: $12.3M
- Total assets: $12.7M
- As of: 2020-11-30

## Advisers

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

## Top holdings (4 reported)

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| [United States Treasury](https://search.stillhousedata.com/security/912828S27) | — | $6.6M | 5403.02% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CAA9) | — | $5.0M | 4069.24% |
| [State Street Global Advisors](https://search.stillhousedata.com/security/857492870) | — | $480K | 390.95% |
| Morgan Stanley & Co. LLC | — | $-125K | -101.54% |

## Net asset history

| 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 |

## More

- [Registrant: GMO TRUST](https://search.stillhousedata.com/registrant/772129)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000038360.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.