GMIHX
GMO MAC Implementation Fund
GMO TRUST

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Nov 30, 2025 → Feb 28, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
FNCL 6 3/24 0 4,200,000 4,200,000 14.17% $4.31M
Uniform Mortgage-Backed Security, TBA 0 2,000,000 2,000,000 5.70% $1.73M
ZOOM COMMUNICATIONS INC CLASS A 0 1 1 0.00% $627
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
FNCL 6 12/24 15,712,500 0 -15,712,500 0.00% -$16.09M
ZURICH INSURANCE GROUP AG 4,190,001 0 -4,190,001 0.00% -$66.38K
ZSCALER INC CFD 3,510,000 0 -3,510,000 0.00% -$52.72K
US DOLLARS 2 0 -2 0.00% -$4
ZOETIS INC CFD 1 0 -1 0.00% $61
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
U.S. Treasury Notes 3,445,000 6,203,000 2,758,000 20.43% $2.77M
ZOOM COMMUNICATIONS INC 16,445,000 20,683,540 4,238,540 2.95% -$30.01K
State Street Institutional Treasury Money Market Fund 44,334 192,030 147,696 0.63% $147.70K
WHEAT SEP 26 197 331 134 0.61% $195.55K
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
U.S.Treasury Notes 22,048,000 16,447,000 -5,601,000 54.16% -$5.57M
U.S. Treasury Notes 1,645,000 405,000 -1,240,000 1.33% -$1.24M
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
TOTAL RETURN SWAP - INDEX 1 1 0 0.02% $3.99K

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