GMIHX — GMO MAC Implementation Fund
Data updated: 2026-07-29
GMIHX — GMO MAC Implementation Fund. Intermediate Treasury / Sovereign Bond · $22.17M AUM · 0.01% expense ratio. Holdings, fees, performance and SEC filings.
GMIHX Fund Overview
GMIHX — GMO MAC Implementation Fund is a US mutual fund managed by Gmo Trust, categorised as Intermediate Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Gmo Trust
- Category: Intermediate Treasury / Sovereign Bond
- Assets under management: $22.17M
- 1-year return: 3.9%
- Ticker: GMIHX
- SEC CIK: 0000772129
- SEC series ID: S000089452
- Share class ID: C000256009
GMIHX Holdings
Top 10 holdings of GMO MAC Implementation Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 63.09% |
| United States Treasury | 26.68% |
| Umbs, Tba | 19.35% |
| Umbs, Tba | 7.55% |
| JPMorgan Chase Bank NA | 6.00% |
| State Street Global Advisors | 3.10% |
| Intercontinental Exchange, Inc. | 2.64% |
| Intercontinental Exchange, Inc. | 1.89% |
| Intercontinental Exchange, Inc. | 0.87% |
| Citibank NA | 0.54% |
GMIHX Portfolio Allocation
Asset-class allocation of GMO MAC Implementation Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 90.1% |
| Securitized | 26.9% |
| Derivatives | 12.3% |
| Cash & Equivalents | 3.1% |
| Real Estate | 0.9% |
GMIHX Performance
Total returns for GMIHX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -2.4% |
| 1 year | 3.9% |
GMIHX Risk Information
Risk metrics for GMIHX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 6.2%
GMIHX Costs and Fees
GMIHX costs about $1 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.01%
- Gross expense ratio: 1.91%
- Portfolio turnover: 668%
- Brokerage commissions: 3.22 bps of average net assets (SEC N-CEN)
GMIHX Cashflows
Over the 12 months to 2026-05, GMO MAC Implementation Fund had net inflows of $20.18M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-05 | $0 |
| 2026-04 | $0 |
| 2026-03 | $0 |
| 2026-02 | $0 |
| 2026-01 | −$1.48M |
| 2025-12 | −$2.52M |
GMIHX Debt Constituents
Largest debt holdings of GMO MAC Implementation Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 63.09% |
| United States Treasury | 26.68% |
| United States Treasury | 0.34% |
GMIHX Prospectus and SEC Filings
Official GMO MAC Implementation Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-06-30
- Prospectus (485BPOS) — filed 2024-12-20
- Prospectus supplement (497) — filed 2026-04-29
- Portfolio holdings (N-PORT) — filed 2026-07-29
- Portfolio holdings (N-PORT) — filed 2026-04-29
- Portfolio holdings (N-PORT) — filed 2026-01-29
- Annual census (N-CEN) — filed 2026-05-13
Related Funds
Other Intermediate Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.