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Gmo Systematic Global Macro Master Portfolio

Hedge FundFund ID 805-5140744808Bermuda
Gross assets
$758.9M
Min. investment
$5M
Beneficial owners
19
Size rank
Top 10%
Audited
Yes
Structure
Master

About this fund

Gmo Systematic Global Macro Master Portfolio is a hedge fund managed by Grantham Mayo van Otterloo & Co LLC. The fund reports $758.9 million in gross assets, placing it among the top 10% of private funds by size. The stated minimum investment is $5 million. Its financial statements are audited annually. Private funds are not required to publicly disclose returns; Form ADV reports assets, structure, and service providers, shown above.

Fund details

Fund ID805-5140744808
Fund typeHedge Fund
3(c)(1) exclusionNo
3(c)(7) exclusionYes
Master fundYes
Feeder fundNo
Fund of fundsYes
Relies on exemption from registrationYes
Annual auditYes
Prepared per GAAPYes
Sub-advisedNo
% of assets independently valued100%

Other funds from this manager

FundTypeGross assets
Gmo Quality Investment FundHedge$7.48B
Gmo Equity Dislocation Fund, L.P.Hedge$2.45B
Gmo Equity Dislocation Investment FundHedge$1.57B
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Frequently asked questions

How large is Gmo Systematic Global Macro Master Portfolio?

Gmo Systematic Global Macro Master Portfolio reports $758.9 million in gross assets, among the top 10% of private funds by size.

What is the minimum investment for Gmo Systematic Global Macro Master Portfolio?

The stated minimum investment is $5 million.

Who manages Gmo Systematic Global Macro Master Portfolio?

Gmo Systematic Global Macro Master Portfolio is managed by Grantham Mayo van Otterloo & Co LLC.

Does Gmo Systematic Global Macro Master Portfolio disclose returns?

No. Private funds are not required to publicly disclose performance. Form ADV reports assets, structure, and service providers.

Service providers

Prime broker
None reported
Custodian
Administrator
Auditor
Marketer

Reported gross assets

$758.9M▼ 6%
Mar '25 — $803.4MApr '25 — $803.4MMay '25 — $803.4MJun '25 — $803.4MJul '25 — $803.4MAug '25 — $803.4MSep '25 — $803.4MOct '25 — $803.4MNov '25 — $803.4MDec '25 — $803.4MJan '26 — $803.4MFeb '26 — $803.4MMar '26 — $758.9MApr '26 — $758.9MMay '26 — $758.9MJun '26 — $758.9M
Mar '25Form ADV, monthlyJun '26

How this fund compares

Gross assetsTop 10%
Larger than 90% of 67,041 private funds
Gross assets vs Hedge FundsTop 19%
Larger than 81% of 12,442 hedge funds
Minimum investmentTop 17%
Higher than 83% of funds reporting a minimum

Investor base

Adviser & related persons3%
Funds of funds%
Non-U.S. persons18%
Share of the fund's beneficial ownership reported on Form ADV. Categories can overlap.