The investment seeks total return greater than that of its benchmark, the Citigroup 3-Month Treasury Bill Index. The fund's investment program involves having both long and short investment exposures. The fund seeks to construct a portfolio in which it has long investment exposure to asset classes and sub-asset classes that it expects will outperform relative to the asset classes and sub-asset classes to which it has short investment exposure. It also may invest in U.S. Treasury Fund and money market funds that are unaffiliated with GMO. The fund is non-diversified.
Fund filings (PDF) »
Sam Wilderman (Started: Sep 11, 2012)
Ben Inker (Started: Dec 31, 1996)
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GMO, 40 Rowes Wharf, Boston MA 02110, USA