Gmo Trust - Gmo Mac Implementation Fund (GMIHX)
| Fund Assets | 22.74M |
| Expense Ratio | n/a |
| Min. Investment | $0.00 |
| Turnover | n/a |
| Dividend (ttm) | 0.21 |
| Dividend Yield | 1.92% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 23, 2025 |
| Previous Close | 10.82 |
| YTD Return | 2.27% |
| 1-Year Return | n/a |
| 5-Year Return | n/a |
| 52-Week Low | 9.84 |
| 52-Week High | 10.82 |
| Beta (5Y) | n/a |
| Holdings | 15 |
| Inception Date | n/a |
About GMIHX
The GMO MAC Implementation Fund is an actively managed mutual fund focused on delivering total return and capital preservation through a dynamic portfolio of fixed income instruments with varying maturities. This fund employs a flexible, nontraditional bond strategy, investing in a diversified mix of bonds, forward contracts, and derivatives such as options, futures, and swaps, allowing for sophisticated risk management and broad sector exposure. GMO uses proprietary quantitative models and multi-year forecasts to evaluate global fixed income markets, dynamically adjusting allocations based on relative value and risk premium assessments. The fund is not managed relative to a specific index and may shift exposures across asset classes, credit qualities—including high yield bonds—and geographies as market conditions evolve. Its non-diversified approach and substantial use of derivatives set it apart from more traditional fixed income funds, making it a distinctive vehicle for institutional and sophisticated investors seeking flexibility in credit and interest rate environments. Launched in 2025, the GMO MAC Implementation Fund plays a specialized role within multi-asset and alternative fixed income allocation strategies, aiming for attractive risk-adjusted returns independent of benchmark constraints.
Top 10 Holdings
162.77% of assets| Name | Symbol | Weight |
|---|---|---|
| United States Treasury - U.S. Treasury Floating Rate Notes | TF.0 04.30.27 | 84.66% |
| UMBS, TBA - Uniform Mortgage-Backed Security, TBA | FNCL.6 9.11 | 55.18% |
| State Street Treasury Fund | TRVXX | 18.72% |
| Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1) | n/a | 1.46% |
| Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1) | n/a | 1.13% |
| Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (CDX.EM.43.V1) | n/a | 0.49% |
| BNP Paribas SA - TRSWAP: IBXXLLTR INDEX | n/a | 0.37% |
| Chicago Board of Trade - US 10YR NOTE (CBT)DEC25 | n/a | 0.29% |
| Chicago Board of Trade - US 5YR NOTE (CBT) DEC25 | n/a | 0.29% |
| Chicago Board of Trade - US 2YR NOTE (CBT) DEC25 | n/a | 0.17% |