Series and Classes/Contracts Information:
| Existing | |||
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004081 | GMO U.S. Core Equity Fund | ||
| Class/Contract C000011423 | Class III | GMUEX | |
| Class/Contract C000011424 | Class IV | GMRTX | |
| Class/Contract C000011426 | Class VI | GMCQX | |
| Class/Contract C000011427 | Class M | GMTMX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004083 | GMO Tobacco-Free Core Fund | ||
| Class/Contract C000011431 | Class III | GMTCX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004084 | GMO Quality Fund | ||
| Class/Contract C000011437 | Class III | GQETX | |
| Class/Contract C000011438 | Class IV | GQEFX | |
| Class/Contract C000011439 | Class V | GQLFX | |
| Class/Contract C000011440 | Class VI | GQLOX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004135 | GMO U.S. Intrinsic Value Fund | ||
| Class/Contract C000011589 | Class III | GMVUX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004138 | GMO U.S. Growth Fund | ||
| Class/Contract C000011603 | Class III | GMGWX | |
| Class/Contract C000011607 | Class M | GMWMX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004141 | GMO U.S. Small/Mid Cap Value Fund | ||
| Class/Contract C000011619 | Class III | GMSUX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004144 | GMO U.S. Small/Mid Cap Growth Fund | ||
| Class/Contract C000011635 | Class III | GMSPX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004146 | GMO Real Estate Fund | ||
| Class/Contract C000011645 | Class III | GMORX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004147 | GMO Tax-Managed U.S. Equities Fund | ||
| Class/Contract C000011652 | Class III | GTMUX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004157 | GMO International Core Equity Fund | ||
| Class/Contract C000011701 | Class III | GMIEX | |
| Class/Contract C000011702 | Class IV | GMIRX | |
| Class/Contract C000011704 | Class VI | GCEFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004218 | GMO International Growth Equity Fund | ||
| Class/Contract C000011867 | Class III | GMIGX | |
| Class/Contract C000011868 | Class IV | GMGFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004224 | GMO International Intrinsic Value Fund | ||
| Class/Contract C000011880 | Class II | GMICX | |
| Class/Contract C000011881 | Class III | GMOIX | |
| Class/Contract C000011882 | Class IV | GMCFX | |
| Class/Contract C000011885 | Class M | GMVMX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004227 | GMO Developed World Stock Fund | ||
| Class/Contract C000011892 | Class III | GDWTX | |
| Class/Contract C000011893 | Class IV | GDWFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004228 | GMO Currency Hedged International Equity Fund | ||
| Class/Contract C000011898 | Class III | GMOCX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004229 | GMO Foreign Fund | ||
| Class/Contract C000011904 | Class II | GMFRX | |
| Class/Contract C000011905 | Class III | GMOFX | |
| Class/Contract C000011906 | Class IV | GMFFX | |
| Class/Contract C000011909 | Class M | GMFMX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004230 | GMO Foreign Small Companies Fund | ||
| Class/Contract C000011910 | Class III | GMFSX | |
| Class/Contract C000011911 | Class IV | GFSFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004231 | GMO International Small Companies Fund | ||
| Class/Contract C000011914 | Class III | GMISX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004911 | GMO Emerging Markets Fund | ||
| Class/Contract C000013268 | Class II | GMEMX | |
| Class/Contract C000013269 | Class III | GMOEX | |
| Class/Contract C000013270 | Class IV | GMEFX | |
| Class/Contract C000013271 | Class V | GEMVX | |
| Class/Contract C000013272 | Class VI | GEMMX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004912 | GMO Emerging Countries Fund | ||
| Class/Contract C000013275 | Class III | GMCEX | |
| Class/Contract C000013279 | Class M | GECMX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004913 | GMO Tax-Managed International Equities Fund | ||
| Class/Contract C000013282 | Class III | GTMIX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004914 | GMO Domestic Bond Fund | ||
| Class/Contract C000013286 | Class III | GMDBX | |
| Class/Contract C000013289 | Class VI | GDBSX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004917 | GMO Core Plus Bond Fund | ||
| Class/Contract C000013294 | Class III | GUGAX | |
| Class/Contract C000013295 | Class IV | GPBFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004918 | GMO International Bond Fund | ||
| Class/Contract C000013302 | Class III | GMIBX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004919 | GMO Currency Hedged International Bond Fund | ||
| Class/Contract C000013310 | Class III | GMHBX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004920 | GMO Global Bond Fund | ||
| Class/Contract C000013318 | Class III | GMGBX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004922 | GMO Emerging Country Debt Fund | ||
| Class/Contract C000013327 | Class III | GMCDX | |
| Class/Contract C000013328 | Class IV | GMDFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004924 | GMO Short-Duration Investment Fund | ||
| Class/Contract C000013332 | Class III | GMSIX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004926 | GMO Alpha Only Fund | ||
| Class/Contract C000013338 | Class III | GGHEX | |
| Class/Contract C000013339 | Class IV | GAPOX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005485 | GMO Benchmark-Free Allocation Fund | ||
| Class/Contract C000014927 | Class III | GBMFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005486 | GMO International Equity Allocation Fund | ||
| Class/Contract C000014930 | Class III | GIEAX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005487 | GMO Global Balanced Asset Allocation Fund | ||
| Class/Contract C000014933 | Class III | GMWAX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005488 | GMO Global Equity Allocation Fund | ||
| Class/Contract C000014936 | Class III | GMGEX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005489 | GMO Strategic Opportunities Allocation Fund | ||
| Class/Contract C000014937 | Class III | GBATX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005490 | GMO World Opportunities Equity Allocation Fund | ||
| Class/Contract C000014938 | Class III | GWOAX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005491 | GMO U.S. Equity Allocation Fund | ||
| Class/Contract C000014941 | Class III | GUSAX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005494 | GMO Alternative Asset Opportunity Fund | ||
| Class/Contract C000014953 | Class III | ||
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005495 | GMO Taiwan Fund | ||
| Class/Contract C000014957 | Class III | GMOTX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000007515 | GMO World Opportunity Overlay Fund | ||
| Class/Contract C000020547 | GMO World Opportunity Overlay Fund | ||
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000007516 | GMO Short-Duration Collateral Fund | ||
| Class/Contract C000020548 | GMO Short-Duration Collateral Fund | GMOSX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000007517 | GMO Special Purpose Holding Fund | ||
| Class/Contract C000020549 | GMO Special Purpose Holding Fund | ||
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000007518 | GMO Short-Duration Collateral Share Fund | ||
| Class/Contract C000020550 | Class III | GMDCX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000011778 | GMO Inflation Indexed Plus Bond Fund | ||
| Class/Contract C000032211 | Class III | GMITX | |
| Class/Contract C000032214 | Class VI | GMIPX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000012210 | GMO Strategic Fixed Income Fund | ||
| Class/Contract C000033338 | III | GFITX | |
| Class/Contract C000033341 | VI | GMFIX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000012211 | GMO International Opportunities Equity Allocation Fund | ||
| Class/Contract C000033342 | III | GIOTX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000019254 | GMO Special Situations Fund | ||
| Class/Contract C000053096 | Class III | ||
| Class/Contract C000053097 | Class VI | ||
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000023608 | GMO Flexible Equities Fund | ||
| Class/Contract C000069468 | Class III | GFEFX | |
| Class/Contract C000069469 | Class VI | GFFEX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000025186 | GMO U.S. Treasury Fund | ||
| Class/Contract C000075084 | GMO U.S. Treasury Fund | GUSTX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000025199 | GMO Asset Allocation Bond Fund | ||
| Class/Contract C000075099 | Class III | GMOBX | |
| Class/Contract C000075103 | Class VI | GABFX | |
IRS No.: 000000000 | State of Incorp.: MA | Fiscal Year End: 0831
Type: N-CSR | Act: 40 | File No.: 811-04347 | Film No.: 11808884
