EX-99 3 q75b.htm Unassociated Document
 
 
 

Average Net Assets
                                  
Q75B - NSAR
                                  
Month-End Net Assets for each period
                                
     
March 1, 2013
March 31, 2013
April 30, 2013
May 31, 2013
June 30, 2013
July 31, 2013
August 31, 2013
September 30, 2013
October 31, 2013
November 30, 2013
December 31, 2013
January 31, 2014
February 28, 2014
 Average
  
                                   
GMO Alpha Only Fund
4024
04024-A
 $  3,448,847,870.00
 $  3,628,696,566.00
 $    3,885,048,758.72
 $    4,112,721,022.60
 $    4,214,288,156.40
 $    2,667,943,735.56
 $    2,756,275,852.77
 $    2,897,811,055.80
 $    3,088,805,805.89
 $    3,215,728,273.45
 $    3,315,827,386.96
 $    3,436,395,254.10
 $    3,558,909,216.96
 $                    3,402,099,919.63
1
GMO Alternative Asset Opportunity Fund
IZGE
IZGE-A
 $     965,420,488.50
 $  1,067,647,854.00
 $    1,386,588,215.31
 $    1,548,972,288.87
 $    1,602,110,667.51
 $    1,684,495,466.24
 $    1,797,966,857.65
 $    1,943,697,309.90
 $    2,109,966,327.92
 $    1,618,351,034.87
 $    1,642,660,197.87
 $    1,642,662,745.00
 $    1,662,121,953.16
 $                    1,590,204,723.60
2
GMO Asset Allocation Bond Fund
IZEM
IZEM-A
 $     179,207,930.60
 $     182,060,999.10
 $       203,861,772.49
 $       205,528,310.17
 $       216,341,706.57
 $    2,278,018,708.37
 $    2,255,108,108.56
 $    2,309,948,921.50
 $    2,432,937,165.23
 $    2,472,585,758.61
 $    2,422,926,163.03
 $    3,075,572,258.70
 $    3,110,361,560.62
 $                      1,641,881,489.50
3
GMO Benchmark Free Fund
IZE1
IZE1-A
 $  3,966,448,874.00
 $  4,034,104,592.00
 $    4,116,002,045.10
 $    4,101,548,702.35
 $    4,023,259,551.25
 $    4,133,955,563.79
 $    4,071,286,648.48
 $    4,104,164,090.84
 $    4,230,019,768.57
 $    4,255,239,810.01
 $    4,263,725,027.44
 $    4,244,626,340.03
 $    4,366,886,323.85
 $                    4,147,020,564.44
4
GMO Benchmark-Free Allocation Fund
IZE2
IZE2-A
 $  4,647,147,325.00
 $  5,208,347,910.00
 $    5,860,293,305.00
 $    6,527,152,118.72
 $    7,146,989,000.34
 $    8,124,125,067.89
 $    9,138,294,642.26
 $  10,288,988,044.81
 $  11,348,924,634.70
 $  12,277,245,913.84
 $  13,083,053,042.70
 $  13,697,536,270.65
 $  14,721,643,788.59
 $                    9,389,980,081.88
5
GMO Core Plus Bond Fund
IZFA
IZFA-A
 $     239,653,803.50
 $     244,556,964.40
 $       250,240,759.58
 $       244,659,928.82
 $       235,864,683.89
 $       235,936,656.68
 $       232,631,984.74
 $       236,474,194.56
 $       239,097,189.78
 $       238,176,326.38
 $       236,405,022.19
 $       240,737,044.47
 $       240,096,273.64
 $                       239,579,294.82
6
GMO Currency Hedged International Bond Fund
IZFI
IZFI-A
 $       69,786,172.77
 $       70,629,763.63
 $         72,424,267.65
 $         71,157,754.54
 $         68,455,268.70
 $         68,860,813.37
 $         67,941,093.12
 $         68,768,272.72
 $         69,690,855.48
 $         69,466,890.13
 $         69,483,626.53
 $         71,375,168.38
 $         71,835,914.18
 $                         69,990,450.86
7
GMO Currency Hedged International Equity Fund
4028
04028-A
 $  2,265,776,161.00
 $  2,325,919,174.00
 $    2,251,047,616.34
 $    2,268,963,696.33
 $    2,345,441,178.18
 $    2,473,841,477.06
 $    2,412,547,102.35
 $    2,465,342,010.79
 $    2,526,346,830.20
 $    2,513,553,056.97
 $    1,056,879,266.07
 $    1,027,018,105.73
 $    1,067,007,295.50
 $                   2,076,898,690.04
8
GMO Debt Opportunities Fund
IZFX
IZFX-A
 $     812,174,175.90
 $     839,056,554.70
 $       878,647,570.44
 $       922,344,993.81
 $       944,872,716.13
 $    1,000,326,674.53
 $    1,060,782,564.91
 $    1,126,853,346.28
 $    1,199,403,273.23
 $    1,267,265,244.72
 $    1,309,811,225.09
 $    1,364,294,531.00
#N/A
 $                    1,060,486,072.56
9
GMO Developed World Stock Fund
4031
04031-A
 $     360,774,880.40
 $     365,105,058.90
 $       381,423,155.43
 $       383,550,518.79
 $       375,545,371.83
 $       393,920,769.83
 $       384,408,696.48
 $       405,157,874.94
 $       421,713,310.78
 $       432,201,966.53
 $       439,723,863.33
 $       425,192,105.84
 $       444,770,984.63
 $                         401,037,581.36
10
GMO Domestic Bond Fund
IZFJ
IZFJ-A
 $     220,285,110.40
 $     206,652,366.20
 $       207,578,695.51
 $       201,243,664.39
 $       182,134,281.25
 $       184,587,508.50
 $       184,837,399.20
 $       185,229,257.01
 $       186,560,427.14
 $       188,365,330.78
 $       188,988,799.67
 $       190,740,956.37
#N/A
 $                        193,933,649.70
11
GMO Emerging Countries Fund
4036
04036-A
 $     150,394,819.50
 $     140,157,892.20
 $       138,652,259.09
 $       132,970,458.33
 $       110,881,647.74
 $         79,274,776.58
 $         77,188,405.14
 $         76,025,771.46
 $         68,516,531.13
 $         66,034,185.09
 $         64,082,082.10
 $         60,917,128.24
 $         62,853,071.80
 $                          94,457,617.57
12
GMO Emerging Country Debt Fund
IZFB
IZFB-A
 $  2,338,362,959.00
 $  2,362,762,867.00
 $    2,461,513,707.64
 $    2,414,293,401.37
 $    2,277,894,542.63
 $    2,381,035,952.98
 $    2,706,010,463.33
 $    2,764,130,770.16
 $    2,907,143,336.51
 $    2,911,107,299.10
 $    2,930,930,687.12
 $    2,902,884,758.76
 $    3,047,970,665.66
 $                     2,646,618,570.10
13
GMO Emerging Domestic Opportunities Fund
4032
04032-A
 $  1,687,310,655.00
 $  1,898,447,681.00
 $    2,209,010,202.33
 $    2,294,547,833.74
 $    2,228,033,183.55
 $    2,315,845,287.77
 $    2,205,688,170.13
 $    2,241,239,144.64
 $    2,332,858,198.14
 $    2,570,108,288.54
 $    2,558,952,553.41
 $    2,341,677,132.08
 $    2,448,018,137.28
 $                   2,256,287,420.59
14
GMO Emerging Markets Fund
4018
04018-A
 $10,788,112,090.00
 $10,269,837,963.00
 $    9,852,218,535.45
 $    9,192,880,681.50
 $    8,521,571,588.65
 $    8,761,060,992.57
 $    8,547,520,049.13
 $    8,753,580,108.63
 $    8,867,988,996.33
 $    8,433,014,935.85
 $    8,179,826,265.13
 $    7,633,650,690.54
 $    8,130,170,715.05
 $                    8,917,802,585.53
15
GMO Flexible Equities Fund
4014
04014-A
 $  1,025,050,770.00
 $  1,001,622,703.00
 $       955,652,271.60
 $       806,040,726.40
 $       357,738,291.37
 $       149,092,154.84
 $                             -
 $                             -
#N/A
#N/A
#N/A
#N/A
#N/A
 $                         715,866,152.87
16
GMO Foreign Fund
4030
04030-A
 $     527,237,738.50
 $     480,887,729.60
 $       495,085,316.55
 $       468,046,332.62
 $       453,435,055.62
 $       435,040,086.39
 $       391,605,526.64
 $       420,749,313.51
 $       439,429,735.81
 $       440,895,798.34
 $       445,099,695.02
 $       420,333,120.10
 $       430,142,878.24
 $                       449,845,255.92
17
GMO Foreign Small Companies Fund
4001
04001-A
 $     784,008,038.70
 $     805,541,892.10
 $       847,523,019.74
 $       839,112,177.50
 $       838,784,445.35
 $       889,716,112.70
 $       880,069,788.99
 $       941,361,694.77
 $       979,754,823.45
 $       985,551,665.09
 $    1,047,350,550.06
 $    1,027,422,332.90
 $    1,087,733,473.22
 $                        919,533,078.04
18
GMO Global Balanced Asset Allocation Fund
IZE4
IZE4-A
 $  4,767,417,107.00
 $  4,937,592,123.00
 $    5,000,461,465.53
 $    4,969,962,899.91
 $    4,858,954,401.32
 $    4,976,505,892.92
 $    4,891,874,576.43
 $    5,062,606,722.41
 $    5,256,149,115.13
 $    5,306,531,023.52
 $    5,328,374,517.29
 $    5,217,851,471.00
 $    5,362,346,265.95
 $                   5,072,048,275.49
19
GMO Global Bond Fund
IZFD
IZFD-A
 $     165,171,844.00
 $     168,408,194.30
 $       166,287,380.76
 $       157,063,305.20
 $       158,836,005.38
 $       150,164,246.84
 $       129,385,363.84
 $       132,574,847.42
 $       135,760,860.00
 $       134,377,443.81
 $       132,030,062.73
 $       136,867,839.65
 $       141,268,900.88
 $                        146,784,330.37
20
GMO Global Equity Allocation Fund
IZE3
IZE3-A
 $  2,221,431,882.00
 $  2,296,617,296.00
 $    2,491,777,160.63
 $    2,602,762,577.12
 $    2,550,929,406.36
 $    2,663,897,946.48
 $    2,585,632,974.92
 $    2,733,053,101.53
 $    2,855,945,134.09
 $    2,861,135,960.95
 $    2,907,664,161.73
 $    2,760,298,772.61
 $    2,947,941,324.05
 $                    2,652,237,515.27
21
GMO Global focused Equity Fund
4035
04035-A
 $         8,656,382.65
 $         8,643,165.54
 $           9,114,150.95
 $           9,279,567.43
 $           8,920,112.87
 $           9,190,962.41
 $           9,117,925.24
 $           9,853,220.72
 $         10,398,809.22
 $         11,086,396.15
 $         11,322,771.24
 $         11,017,526.33
 $         11,575,841.65
 $                            9,859,756.34
22
GMO Implementation Fund
IZIW
IZIW-A
 $  2,483,017,204.00
 $  2,804,790,079.00
 $    3,097,247,698.03
 $    3,389,969,071.48
 $    3,864,312,969.68
 $    5,217,745,017.43
 $    5,846,539,918.46
 $    6,582,814,543.70
 $    7,256,787,066.95
 $    8,322,807,347.48
 $    8,927,275,038.67
 $    9,366,971,759.92
 $  10,161,053,255.02
 $                   5,947,794,689.99
23
GMO International Bond Fund
IZFE
IZFE-A
 $       70,758,527.55
 $       72,955,782.23
 $         74,092,014.16
 $         71,216,342.96
 $         69,322,746.31
 $         57,528,973.61
 $         56,922,422.60
 $         58,605,767.15
 $         59,514,631.12
 $         58,762,847.98
 $         58,030,702.91
 $         59,354,906.86
 $         60,808,466.25
 $                          63,682,625.51
25
GMO International Core Equity Fund
4060
04060-A
 $  4,492,153,501.00
 $  4,497,346,350.00
 $    4,698,887,820.39
 $    3,338,686,450.05
 $    2,045,530,061.99
 $    2,123,232,963.66
 $    2,093,545,011.52
 $    2,220,909,505.97
 $    2,256,843,716.63
 $    2,282,869,906.32
 $    2,219,504,045.15
 $    2,153,794,392.90
 $    2,180,749,443.43
 $                    2,815,696,397.62
26
GMO International Equity Allocation Fund
IZE5
IZE5-A
 $  1,384,330,036.00
 $  1,338,947,611.00
 $    1,437,162,031.46
 $    1,344,535,388.93
 $    1,594,416,310.96
 $    1,664,554,418.81
 $    1,636,086,333.58
 $    1,728,094,936.14
 $    1,836,978,435.50
 $    1,825,609,645.32
 $    1,815,529,023.89
 $    1,738,103,118.96
 $    1,789,913,874.16
 $                     1,625,712,397.29
27
GMO International Growth Equity Fund
4058
04058-A
 $  2,481,583,510.00
 $  2,502,578,222.00
 $    2,320,522,785.92
 $    2,199,324,948.90
 $    2,205,196,800.86
 $    2,061,008,694.80
 $    1,941,264,551.01
 $    1,560,781,598.24
 $       167,245,685.01
 $       168,637,053.99
 $       135,374,253.03
 $       132,552,297.18
#N/A
 $                     1,489,672,533.41
28
GMO International Intrinsic Value Extended Markets Fund
4041
04041-A
 $     310,737,385.00
 $     312,010,296.00
 $       328,796,888.21
 $       318,139,854.37
 $       306,628,417.94
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
 $                        315,262,568.30
29
GMO International Intrinsic Value Fund
4006
04006-A
 $  9,096,118,432.00
 $  9,262,818,550.00
 $  10,043,853,071.15
 $  10,855,255,713.14
 $  12,016,441,009.82
 $  12,316,024,561.26
 $  12,020,791,535.75
 $  13,247,828,616.28
 $  14,796,670,328.68
 $  14,888,265,875.65
 $  13,761,002,002.66
 $  13,287,468,504.15
 $  13,621,249,058.64
 $                   12,247,214,404.55
30
GMO International Opportunities Equity Allocation Fund
IZE6
IZE6-A
 $     967,088,632.30
 $     993,675,518.70
 $    1,051,937,058.51
 $    1,021,152,726.18
 $       985,587,906.49
 $    1,039,400,023.07
 $    1,023,697,083.43
 $    1,090,197,966.35
 $    1,125,792,976.06
 $    1,122,508,421.21
 $    1,132,362,651.50
 $    1,032,878,703.00
 $    1,150,380,533.31
 $                     1,056,666,169.24
31
GMO International Small Companies Fund
4010
04010-A
 $     314,226,902.20
 $     324,515,949.40
 $       340,210,862.36
 $       325,247,935.63
 $       322,304,233.45
 $       337,686,989.14
 $       329,754,245.25
 $       363,695,288.98
 $       366,450,739.84
 $       369,163,912.10
 $       375,531,782.64
 $       363,637,374.17
 $       382,687,882.52
 $                        347,316,469.05
32
GMO Quality Fund
IZEI
IZEI-A
 $13,538,271,160.00
 $13,844,026,495.00
 $  14,081,892,895.36
 $  13,908,206,353.65
 $  13,684,067,616.04
 $  14,038,535,878.41
 $  13,424,058,153.87
 $  13,043,509,063.00
 $  13,314,793,248.25
 $  13,434,250,767.90
 $  13,543,390,257.94
 $  12,887,079,457.64
 $  12,211,213,535.57
 $                  13,457,945,760.20
33
GMO Real Estate Fund
IZEA
IZEA-A
 $       11,923,298.99
 $       12,181,847.40
 $         13,035,686.93
 $         12,211,894.64
 $         11,964,250.12
 $         12,021,084.09
 $         11,194,023.86
 $         11,549,989.13
 $         12,024,083.26
 $         11,400,052.10
 $         10,497,263.67
#N/A
#N/A
 $                            11,818,497.65
34
GMO Resources Fund
4040
04040-A
 $     103,648,103.70
 $     156,189,673.90
 $       161,219,520.04
 $       166,443,025.84
 $       155,995,324.05
 $       191,675,396.46
 $       191,732,192.71
 $       204,175,197.72
 $       231,028,875.29
 $       227,085,687.84
 $       221,019,322.07
 $       208,095,933.83
 $       220,004,516.10
 $                        187,562,520.73
35
GMO Risk Premium Fund
IZER
IZER-A
 $     633,511,972.60
 $     666,654,961.60
 $       728,828,523.72
 $       717,140,207.33
 $       703,183,085.56
 $       710,473,437.83
 $       722,218,676.28
 $       734,035,950.97
 $       756,408,628.77
 $       761,595,262.55
 $       764,230,061.32
 $       753,166,895.96
 $       766,647,729.31
 $                       724,468,876.45
36
GMO Short-Duration Collateral Fund
IZFG
IZFG-A
 $     770,317,487.60
 $     777,949,533.50
 $       787,556,454.81
 $       762,030,754.69
 $       683,324,342.70
 $       657,855,020.24
 $       660,728,467.84
 $       663,113,800.60
 $       668,979,952.72
 $       676,362,167.84
 $       679,954,041.10
 $       654,458,490.58
 $    2,111,111,313.00
 $                         811,826,294.40
37
GMO Short-Duration Collateral Share Fund
IZFM
IZFM-A
 $       38,012,775.10
 $       38,379,565.72
 $         38,839,654.55
 $         39,700,706.66
 $         38,589,005.57
 $         38,883,493.89
 $         38,994,992.22
 $         39,106,197.00
 $         39,453,104.09
 $         39,911,511.45
 $         40,082,083.49
 $         40,479,107.89
#N/A
 $                          39,202,683.14
38
GMO Special Purpose Holding Fund
IZGI
IZGI-A
 $            281,627.68
 $       25,472,342.80
 $              792,059.24
$792,853.25
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
 $                            6,834,720.74
40
GMO Special Situations Fund
IZGL
IZGL-A
 $     733,219,199.50
 $     735,395,077.80
 $       727,603,292.70
 $       763,614,499.10
 $       665,585,120.30
 $       100,786,927.06
 $         94,094,362.88
 $         94,763,986.03
 $         95,851,475.48
 $         96,505,284.19
 $         96,279,705.60
 $         96,261,721.00
 $         96,235,250.38
 $                         338,168,915.54
41
GMO Strategic Fixed Income Fund
IZFH
IZFH-A
 $  1,817,918,731.00
 $  1,838,001,760.00
 $    1,849,917,352.06
 $    1,846,801,758.90
 $    1,783,798,205.07
 $    1,334,605,760.72
 $    1,304,517,967.46
 $    1,308,504,170.36
 $    1,309,946,860.60
 $    1,310,959,218.05
 $    1,294,071,656.35
 $    1,296,433,830.09
 $    1,297,587,180.37
 $                     1,507,158,803.93
42
GMO Strategic Opportunities Allocation Fund
IZE7
IZE7-A
 $  2,171,480,616.00
 $  2,201,000,142.00
 $    2,281,224,517.46
 $    2,298,082,075.02
 $    2,168,484,035.51
 $    2,253,486,329.06
 $    2,194,364,093.28
 $    2,228,910,735.86
 $    2,368,802,070.92
 $    2,399,444,453.22
 $    2,408,906,274.91
 $    2,348,919,727.13
 $    2,455,522,295.58
 $                   2,290,663,643.53
43
GMO Taiwan Fund
4043
04043-A
 $       56,265,650.71
 $       58,921,775.14
 $         59,462,221.85
 $         61,686,722.71
 $         58,893,927.24
 $         78,041,466.61
 $       143,753,913.17
 $       146,132,172.39
 $       154,228,785.67
 $       151,926,096.35
 $       153,408,878.03
 $       149,487,786.55
 $       151,393,414.89
 $                        109,507,908.56
44
GMO Tax-Managed International Equities Fund
4005
04005-A
 $     478,182,298.60
 $     472,969,384.30
 $       503,305,827.01
 $       486,824,733.31
 $       469,983,911.65
 $       490,004,875.47
 $       482,130,110.62
 $       521,383,121.03
 $       521,850,616.25
 $       524,960,333.07
 $       472,711,308.87
 $       458,031,568.10
 $       485,665,568.51
 $                        489,846,435.14
45
GMO U.S. Core Equity Fund
IZEF
IZEF-A
 $  1,487,721,921.00
 $  1,512,151,106.00
 $    1,579,285,082.12
 $    1,626,345,843.05
 $    1,615,056,900.66
 $    1,418,246,447.21
 $    1,384,436,583.53
 $    1,410,114,531.12
 $    1,484,779,998.66
 $    1,552,565,195.75
 $    1,044,322,506.80
 $    6,941,550,558.88
 $    8,119,649,553.85
 $                     2,398,171,248.36
48
GMO U.S. Equity Allocation Fund
IZE8
IZE8-A
 $       80,693,482.24
 $       38,143,998.27
 $         39,047,792.45
 $         39,661,254.87
 $         39,154,411.03
 $         40,665,444.87
 $         39,128,234.93
 $         39,813,176.70
 $         41,254,156.43
 $         42,023,843.98
 $         41,844,805.85
#N/A
#N/A
 $                          43,766,418.33
49
GMO U.S. Flexible Equities Fund
IZIU
IZIU-A
 $  7,210,757,365.00
 $  7,329,339,637.00
 $    7,576,646,923.96
 $    7,664,262,814.45
 $    7,581,726,339.73
 $    7,329,362,690.13
 $    7,031,407,950.01
 $    7,167,183,741.92
 $    7,548,249,650.81
 $    7,707,754,740.86
 $    6,756,672,384.15
#N/A
#N/A
 $                    7,354,851,294.37
50
GMO U.S. Growth Fund
IZEG
IZEG-A
 $         2,226,797.38
 $         2,303,611.54
 $           2,349,177.31
 $           2,387,510.12
 $           2,413,987.88
 $           2,512,147.99
 $           2,462,174.26
 $           2,542,771.29
 $           2,630,259.66
 $           2,705,556.88
 $           2,298,877.80
#N/A
#N/A
 $                             2,439,352.01
51
GMO U.S. Intrinsic Value Fund
IZEH
IZEH-A
 $       10,740,787.88
 $       11,154,922.49
 $         11,428,475.62
 $         11,728,371.88
 $         11,551,303.56
 $         12,170,472.33
 $         11,740,741.82
 $         11,990,477.82
 $         12,499,103.30
 $         13,034,772.50
 $         13,072,525.16
#N/A
#N/A
 $                            11,919,268.58
52
GMO U.S. Small/Mid Cap Value Fund
IZEl
IZEL-A
 $         9,792,363.08
 $         9,127,688.26
 $           9,149,654.51
 $           9,443,655.99
 $           9,354,760.35
 $         10,026,863.90
 $           9,165,858.27
 $           9,562,118.70
 $           9,768,792.70
 $           7,739,217.02
 $           7,486,432.07
#N/A
#N/A
 $                             9,147,036.80
54
GMO U.S. Treasury Fund
IZEN
IZEN-A
 $  3,002,938,627.00
 $  2,938,382,778.00
 $    3,130,538,472.75
 $    3,324,801,538.47
 $    3,471,157,212.63
 $    2,680,978,655.19
 $    2,914,811,350.28
 $    2,273,708,623.59
 $    2,301,479,028.30
 $    2,026,815,508.25
 $    1,793,390,083.96
 $    2,040,444,558.00
 $    1,912,407,504.11
 $                      2,600,911,841.58
55
GMO World Opportunities Equity Allocation Fund
IZE9
IZE9-A
 $  1,533,464,266.00
 $  1,563,261,534.00
 $    1,625,553,832.14
 $    1,615,233,648.21
 $    1,537,931,698.73
 $    1,560,578,141.23
 $    1,454,200,684.63
 $    1,506,477,597.65
 $    1,560,528,459.09
 $    1,590,491,616.41
 $    1,612,817,258.96
 $    1,555,917,032.74
 $    1,590,906,719.51
 $                     1,562,104,806.87
56
GMO World Opportunity Overlay Fund
IZGM
IZGM-A
 $     691,137,102.90
 $     694,510,338.70
 $       700,190,002.70
 $       706,193,119.68
 $       700,209,731.89
 $       550,942,209.13
 $       549,215,720.17
 $       550,668,511.21
 $       551,951,480.91
 $       553,676,122.95
 $       555,080,109.56
 $       559,320,844.90
 $       562,285,260.39
 $                       609,644,658.08
57