# GMO MAC Implementation Fund

GMO MAC Implementation Fund is a registered fund series of GMO TRUST (series S000089452). Net assets $22.2M as of 2026-05-31.

## Profile

- Series ID: S000089452
- Registrant: GMO TRUST
- LEI: 254900KE2CPRURIE5P51
- Net assets: $22.2M
- Total assets: $28.3M
- As of: 2026-05-31

## Advisers

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

## Top holdings (18 reported)

_Showing 15 of 18 holdings by value._

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| [United States Treasury](https://search.stillhousedata.com/security/91282CNQ0) | — | $14.0M | 6309.22% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CPG0) | — | $5.9M | 2667.56% |
| [UMBS, TBA](https://search.stillhousedata.com/security/01F060667) | — | $4.3M | 1934.64% |
| [UMBS, TBA](https://search.stillhousedata.com/security/01F022667) | — | $1.7M | 754.82% |
| JPMorgan Chase Bank NA | — | $1.3M | 600.43% |
| [State Street Global Advisors](https://search.stillhousedata.com/security/857492870) | — | $687K | 309.95% |
| Intercontinental Exchange, Inc. | — | $584K | 263.59% |
| Intercontinental Exchange, Inc. | — | $420K | 189.29% |
| Intercontinental Exchange, Inc. | — | $194K | 87.40% |
| Citibank NA | — | $120K | 54.15% |
| Chicago Board of Trade | — | $103K | 46.38% |
| Citibank NA | — | $80K | 36.10% |
| [United States Treasury](https://search.stillhousedata.com/security/91282CMX6) | — | $75K | 33.87% |
| Chicago Board of Trade | — | $41K | 18.69% |
| Chicago Board of Trade | — | $34K | 15.40% |

## Net asset history

| Report date | Net assets |
| --- | --- |
| 2026-05-31 | $22.2M |
| 2026-02-28 | $23.4M |
| 2025-11-30 | $27.2M |
| 2025-08-31 | $2.0M |
| 2025-05-31 | $2.5M |

## More

- [Registrant: GMO TRUST](https://search.stillhousedata.com/registrant/772129)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000089452.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

---

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.