Gmo Trust - Gmo Mac Implementation Fund (GMIHX)

GMIHX Holdings Information

GMIHX is a mutual fund with a total of 15 individual holdings.

• Total Holdings: 15
• Top 10 Percentage: 162.77%
• Asset Class: n/a
• Fund Category: n/a
• Assets: 22.74M
• Forward PE Ratio: n/a

Top 25 Holdings

As of Aug 31, 2025

Filter results

No.	Symbol	Name	% Weight	Shares
1	TF.0 04.30.27	United States Treasury - U.S. Treasury Floating Rate Notes	84.66%	1,685,000
2	FNCL.6 9.11	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	55.18%	1,075,000
3	TRVXX	State Street Treasury Fund	18.72%	372,608
4	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)	1.46%	238,000
5	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)	1.13%	274,000
6	n/a	Intercontinental Exchange, Inc. - SWAP/CDSWAP/ICE: (CDX.EM.43.V1)	0.49%	568,000
7	n/a	BNP Paribas SA - TRSWAP: IBXXLLTR INDEX	0.37%	500,000
8	n/a	Chicago Board of Trade - US 10YR NOTE (CBT)DEC25	0.29%	6
9	n/a	Chicago Board of Trade - US 5YR NOTE (CBT) DEC25	0.29%	9
10	n/a	Chicago Board of Trade - US 2YR NOTE (CBT) DEC25	0.17%	7
11	n/a	Chicago Board of Trade - US 10YR ULTRA FUT DEC25	0.11%	4
12	n/a	Chicago Board of Trade - US ULTRA BOND CBT DEC25	0.05%	-2
13	n/a	State Street Bank & Trust Co. - PURCHASED USD / SOLD EUR	-0.00%	1
14	n/a	Morgan Stanley & Co. International PLC - PURCHASED USD / SOLD EUR	-0.00%	1
15	n/a	Chicago Board of Trade - US LONG BOND(CBT) DEC25	-0.09%	-4