| | Funds | | | | Senior Member | | | | Title; Business Experience During Past 5 Years | | |
| | International Equity Fund, Tax-Managed International Equities Fund, U.S. Equity Fund, and U.S. Small Cap Value Fund | | | | Simon Harris | | | | Head, Global Equity Team, GMO. Mr. Harris has been responsible for providing portfolio management and research services to GMO’s global equity portfolios since 1989. This includes his prior experience as head of GMO’s UK Equity Team and as co-CEO of GMO UK Ltd. | | |
| Josh White | | | | Portfolio Manager, Global Equity Team, GMO. Mr. White has been responsible for providing portfolio management and research services to GMO’s global equity portfolios since 2015. | | |
| Multi-Asset Class Funds | | ||||||||||||
| ■ Benchmark-Free Allocation Fund | | ||||||||||||
| | | | Class III: | | | | | Class IV: | | | | ||
| | | | Class MF: | | | — | | | Class R6: | | | | |
| | | | Class I: | | | | | | | | | | |
| ■ Global Asset Allocation Fund | | ||||||||||||
| | | | Class III: | | | GMWAX | | | Class R6: | | | GMWRX | |
| | | | Class I: | | | GMOOX | | | | | | | |
| Equity Funds | | ||||||||||||
| Global Equity Funds | | ||||||||||||
| ■ Global Equity Allocation Fund | | ||||||||||||
| | | | Class III: | | | GMGEX | | | Class R6: | | | GMADX | |
| | | | Class I: | | | GAAUX | | | | | | | |
| ■ Global Developed Equity Allocation Fund | | ||||||||||||
| | | | Class III: | | | GWOAX | | | Class R6: | | | — | |
| | | | Class I: | | | — | | | | | | | |
| ■ Quality Fund | | ||||||||||||
| | | | Class III: | | | GQETX | | | Class IV: | | | GQEFX | |
| | | | Class V: | | | GQLFX | | | Class VI: | | | GQLOX | |
| | | | Class R6: | | | GQESX | | | Class I: | | | GQLIX | |
| ■ Climate Change Fund | | ||||||||||||
| | | | Class III: | | | GCCHX | | | Class IV: | | | — | |
| | | | Class V: | | | — | | | Class VI: | | | — | |
| | | | Class R6: | | | GCCAX | | | Class I: | | | GCCLX | |
| ■ Resources Fund | | ||||||||||||
| | | | Class III: | | | GOFIX | | | Class IV: | | | GOVIX | |
| | | | Class V: | | | — | | | Class VI: | | | — | |
| | | | Class R6 | | | GAAHX | | | Class I | | | GEACX | |
| ■ Quality Cyclicals Fund | | ||||||||||||
| | | | Class III: | | | GMANX | | | Class IV: | | | — | |
| | | | Class V: | | | — | | | Class VI: | | | GMAEX | |
| | | | Class R6: | | | — | | | Class I: | | | GMAOX | |
| International Equity Funds | | ||||||||||||
| ■ International Equity Allocation Fund | | ||||||||||||
| | | | Class III: | | | GIEAX | | | Class R6: | | | GSXMX | |
| | | | Class I: | | | — | | | | | | | |
| ■ International Developed Equity Allocation Fund | | ||||||||||||
| | | | Class III: | | | GIOTX | | | Class R6: | | | GAAWX | |
| | | | Class I: | | | — | | | | | | | |
| ■ International Equity Fund | | ||||||||||||
| | | | Class II: | | | GMICX | | | Class III: | | | GMOIX | |
| | | | Class IV: | | | GMCFX | | | Class R6: | | | — | |
| | | | Class I: | | | GMOUX | | | | | | | |
| ■ Tax-Managed International Equities Fund | | ||||||||||||
| | | | Class III: | | | GTMIX | | | Class R6: | | | — | |
| | | | Class I: | | | — | | | | | | | |
| ■ Japan Value Creation Fund | | ||||||||||||
| | | | Class III: | | | GMAKX | | | Class IV: | | | — | |
| | | | Class V: | | | — | | | Class VI: | | | GMAHX | |
| | | | Class R6: | | | — | | | Class I: | | | GMIIX | |
| U.S. Equity Funds | | ||||||||||||
| ■ U.S. Equity Fund | | ||||||||||||
| | | | Class III: | | | GMUEX | | | Class IV: | | | GMRTX | |
| | | | Class V: | | | GMEQX | | | Class VI: | | | GMCQX | |
| | | | Class R6: | | | — | | | Class I: | | | — | |
| ■ U.S. Small Cap Value Fund | | ||||||||||||
| | | | Class III: | | | — | | | Class IV: | | | — | |
| | | | Class V: | | | — | | | Class VI: | | | GCAVX | |
| | | | Class R6: | | | — | | | Class I: | | | — | |
| Equity Funds continued | | ||||||||||||
| Emerging Markets Equity Funds | | ||||||||||||
| ■ Emerging Markets Fund | | ||||||||||||
| | | | Class II: | | | GMEMX | | | Class III: | | | GMOEX | |
| | | | Class IV: | | | GMEFX | | | Class V: | | | GEMVX | |
| | | | Class VI: | | | GEMMX | | | Class R6: | | | GEMNX | |
| | | | Class I: | | | GEMEX | | | | | | | |
| ■ Emerging Markets ex-China Fund | | ||||||||||||
| | | | Class II: | | | — | | | Class III: | | | — | |
| | | | Class IV: | | | — | | | Class V: | | | — | |
| | | | Class VI: | | | GMAQX | | | Class R6: | | | — | |
| | | | Class I: | | | — | | | | | | | |
| ■ Emerging Domestic Opportunities Fund | | ||||||||||||
| | | | Class II: | | | GEDTX | | | Class III: | | | GEDSX | |
| | | | Class IV: | | | GEDIX | | | Class V: | | | GEDOX | |
| | | | Class VI: | | | GEDFX | | | Class R6: | | | GEAEX | |
| | | | Class I: | | | GEDBX | | | | ||||
| Fixed Income Funds | | ||||||||||||
| ■ High Yield Fund | | ||||||||||||
| | | | Class III: | | | — | | | Class IV: | | | — | |
| | | | Class V: | | | — | | | Class VI: | | | GHVIX | |
| | | | Class R6: | | | — | | | Class I: | | | — | |
| ■ Multi-Sector Fixed Income Fund | | ||||||||||||
| | | | Class III: | | | GUGAX | | | Class IV: | | | GPBFX | |
| | | | Class R6: | | | — | | | Class I: | | | — | |
| ■ Emerging Country Debt Fund | | ||||||||||||
| | | | Class III: | | | GMCDX | | | Class IV: | | | GMDFX | |
| | | | Class VI: | | | — | | | | | | | |
| ■ Emerging Country Debt Shares Fund | | ||||||||||||
| | | | Class R6: | | | GMAFX | | | Class I: | | | GMAJX | |
| ■ Opportunistic Income Fund | | ||||||||||||
| | | | Class III: | | | GMOHX | | | Class VI: | | | GMODX | |
| | | | Class R6: | | | GAAAX | | | Class I: | | | GMOLX | |
| Alternative Funds | | ||||||||||||
| ■ Alternative Allocation Fund | | ||||||||||||
| | | | Class II: | | | — | | | Class III: | | | — | |
| | | | Class IV: | | | — | | | Class V: | | | — | |
| | | | Class VI: | | | | | Class R6: | | | | ||
| | | | Class I: | | | | | | | | | | |
| ■ SGM Major Markets Fund | | ||||||||||||
| | | | Class III: | | | | | Class IV: | | | | ||
| | | | Class VI: | | | | | Class R6: | | | | ||
| | | | Class I: | | | | | | | | | | |
| Implementation Funds | | ||||||||||||
| ■ Asset Allocation Bond Fund | | ||||||||||||
| | | | Class III: | | | GMOBX | | | Class VI: | | | GABFX | |
| ■ Benchmark-Free Fund | | ||||||||||||
| | | | Class III: | | | GBFFX | | | | | | | |
| ■ Implementation Fund | | ||||||||||||
| | | | Ticker: | | | GIMFX | | | | | | | |
| ■ Strategic Opportunities Allocation Fund | | ||||||||||||
| | | | Class III: | | | GBATX | | | | | | | |
| ■ U.S. Treasury Fund | | ||||||||||||
| | | | Ticker: | | | GUSTX | | | | | | | |
| | | |
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| FUND SUMMARIES | | | | |
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FUND CODES
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inside back cover
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ADDITIONAL INFORMATION
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back cover
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SHAREHOLDER INQUIRIES
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back cover
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DISTRIBUTOR
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back cover
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| | | Class III | | | Class IV | | | Class MF | | | Class R6 | | | Class I | | |||||||||||||||
Management fee | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Other expenses | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Acquired fund fees and expenses (underlying fund expenses) | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Total annual fund operating expenses | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Expense reimbursement/waiver | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | |
Total annual fund operating expenses after expense reimbursement/waiver (fund and underlying fund expenses) | | | | | | | | | | | | | | | | | | | | | | | | | | |
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1 Year
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3 Years
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5 Years
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10 Years
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Class III | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class IV | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class MF | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class R6 | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class I | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | |
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GMO BENCHMARK-FREE ALLOCATION FUND
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GMO BENCHMARK-FREE ALLOCATION FUND
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GMO BENCHMARK-FREE ALLOCATION FUND
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GMO BENCHMARK-FREE ALLOCATION FUND
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| | | | | | 1 Year | | | | 5 Years | | | | 10 Years | | | | Incept. | | | ||||||||||||||||
| | Class III* | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
| | Return Before Taxes | | | | | | – | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | |||
| | Return After Taxes on Distributions | | | | | | – | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | |||
| | Return After Taxes on Distributions and Sale of Fund Shares | | | | | | – | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | |||
| | Bloomberg Barclays U.S. Treasury Inflation Notes: 1-10 Year Index or taxes) | | | | | | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | ||||
| | Consumer Price Index (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | ||||
| | Class IV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
| | Return Before Taxes | | | | | | – | % | | | | | | | % | | | | | | | N/A | | | | | | | | % | | | | ||
| | Bloomberg Barclays U.S. Treasury Inflation Notes: 1-10 Year Index (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | % | | | | | | | N/A | | | | | | | | % | | | | |||
| | Consumer Price Index (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | % | | | | | | | N/A | | | | | | | | % | | | | |||
| | Class MF | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
| | Return Before Taxes | | | | | | – | % | | | | | | | % | | | | | | | N/A | | | | | | | | % | | | | ||
| | Bloomberg Barclays U.S. Treasury Inflation Notes: 1-10 Year Index (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | % | | | | | | | N/A | | | | | | | | % | | | | |||
| | Consumer Price Index (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | % | | | | | | | N/A | | | | | | | | % | | | | |||
| | Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
| | Return Before Taxes | | | | | | – | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | | |
| | Bloomberg Barclays U.S. Treasury Inflation Notes: 1-10 Year Index (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | | ||
| | Consumer Price Index (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | |
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GMO BENCHMARK-FREE ALLOCATION FUND
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Investment Team
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Senior Member (Length of Service with Fund)
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Title
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Asset Allocation | | | Ben Inker (since the Fund’s inception in 2003) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
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GMO GLOBAL ASSET ALLOCATION FUND
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Class III
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Class R6
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Class I
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Management fee
|
| | | | 0.00%1 | | | | | | 0.00%1 | | | | | | 0.00%1 | | |
Other expenses
|
| | | | 0.01% | | | | | | 0.01% | | | | | | 0.11%4 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.63%2 | | | | | | 0.63%2 | | | | | | 0.63%2 | | |
Total annual fund operating expenses
|
| | | | 0.64% | | | | | | 0.64% | | | | | | 0.74% | | |
Expense reimbursement
|
| | | | (0.01%)3 | | | | | | (0.01%)3 | | | | | | (0.01%)3,4 | | |
Total annual fund operating expenses after expense reimbursement (Fund and underlying fund expenses)
|
| | | | 0.63% | | | | | | 0.63% | | | | | | 0.73% | | |
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1 Year
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3 Years
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5 Years
|
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10 Years
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Class III | | | | $ | 64 | | | | | | $ | 204 | | | | | | $ | 356 | | | | | | $ | 797 | | | |
Class R6 | | | | $ | 64 | | | | | | $ | 204 | | | | | | $ | 356 | | | | | | $ | 797 | | | |
Class I | | | | $ | 75 | | | | | | $ | 236 | | | | | | $ | 410 | | | | | | $ | 917 | | | |
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GMO GLOBAL ASSET ALLOCATION FUND
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GMO GLOBAL ASSET ALLOCATION FUND
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GMO GLOBAL ASSET ALLOCATION FUND
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GMO GLOBAL ASSET ALLOCATION FUND
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1 Year
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5 Years
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10 Years
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Incept.
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| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/28/96
|
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Return Before Taxes
|
| | | | | 6.14 | % | | | | | | | 7.21 | % | | | | | | | 5.66 | % | | | | | | | 7.03 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 4.74 | % | | | | | | | 6.17 | % | | | | | | | 4.47 | % | | | | | | | 5.23 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 3.92 | % | | | | | | | 5.37 | % | | | | | | | 4.20 | % | | | | | | | 5.12 | % | | | |
| |
MSCI ACWI2 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 16.25 | % | | | | | | | 12.25 | % | | | | | | | 9.13 | % | | | | | | | 7.04 | % | | | |
| |
Bloomberg Barclays U.S. Aggregate
Index (reflects no deduction for fees, expenses, or taxes) |
| | | | | 7.51 | % | | | | | | | 4.43 | % | | | | | | | 3.84 | % | | | | | | | 5.32 | % | | | |
| |
GMO Global Asset Allocation Index3
(Fund benchmark) |
| | | | | 13.90 | % | | | | | | | 9.75 | % | | | | | | | 7.50 | % | | | | | | | 6.09 | % | | | |
| | Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/19
|
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Return Before Taxes
|
| | | | | 6.14 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 10.31 | % | | | |
| |
MSCI ACWI2 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 16.25 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 20.74 | % | | | |
| |
Bloomberg Barclays U.S. Aggregate
Index (reflects no deduction for fees, expenses, or taxes) |
| | | | | 7.51 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 6.09 | % | | | |
| |
GMO Global Asset Allocation Index3
(Fund benchmark) |
| | | | | 13.90 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 16.06 | % | | | |
|
GMO GLOBAL ASSET ALLOCATION FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 1996) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO GLOBAL EQUITY ALLOCATION FUND
|
|
| | |
Class III
|
| |
Class R6
|
| |
Class I
|
| |||||||||
Management fee
|
| | | | 0.00%1 | | | | | | 0.00%1 | | | | | | 0.00%1 | | |
Other expenses
|
| | | | 0.01% | | | | | | 0.01% | | | | | | 0.11%3 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.56% | | | | | | 0.56% | | | | | | 0.56% | | |
Total annual fund operating expenses
|
| | | | 0.57% | | | | | | 0.57% | | | | | | 0.67% | | |
Expense reimbursement
|
| | | | (0.01%)2 | | | | | | (0.01%)2 | | | | | | (0.01%)2,3 | | |
Total annual fund operating expenses after expense reimbursement
(Fund and underlying fund expenses) |
| | | | 0.56% | | | | | | 0.56% | | | | | | 0.66% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 57 | | | | | | $ | 182 | | | | | | $ | 317 | | | | | | $ | 713 | | | |
Class R6 | | | | $ | 57 | | | | | | $ | 182 | | | | | | $ | 317 | | | | | | $ | 713 | | | |
Class I | | | | $ | 67 | | | | | | $ | 213 | | | | | | $ | 372 | | | | | | $ | 834 | | | |
|
GMO GLOBAL EQUITY ALLOCATION FUND
|
|
|
GMO GLOBAL EQUITY ALLOCATION FUND
|
|
|
GMO GLOBAL EQUITY ALLOCATION FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
11/26/96
|
| | ||||
| |
Return Before Taxes
|
| | | | | 9.52 | % | | | | | | | 10.31 | % | | | | | | | 7.57 | % | | | | | | | 8.01 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 8.36 | % | | | | | | | 9.45 | % | | | | | | | 6.25 | % | | | | | | | 6.11 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 6.13 | % | | | | | | | 8.13 | % | | | | | | | 5.93 | % | | | | | | | 6.09 | % | | | |
| |
MSCI ACWI1 (Fund benchmark) (returns
reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 16.25 | % | | | | | | | 12.25 | % | | | | | | | 9.13 | % | | | | | | | 6.85 | % | | | |
| |
MSCI ACWI +1 (Composite index)
|
| | | | | 16.25 | % | | | | | | | 12.25 | % | | | | | | | 9.13 | % | | | | | | | 6.92 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 1996) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO GLOBAL EQUITY ALLOCATION FUND
|
|
|
GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND
|
|
| | |
Class III
|
| |
Class R6
|
| |
Class I
|
| |||||||||
Management fee
|
| | | | 0.00%1 | | | | | | 0.00%1 | | | | | | 0.00%1 | | |
Other expenses
|
| | | | 0.06% | | | | | | 0.06% | | | | | | 0.16%3 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.52% | | | | | | 0.52% | | | | | | 0.52% | | |
Total annual fund operating expenses
|
| | | | 0.58% | | | | | | 0.58% | | | | | | 0.68% | | |
Expense reimbursement
|
| | | | (0.06%)2 | | | | | | (0.06%)2 | | | | | | (0.06%)2,3 | | |
Total annual fund operating expenses after expense reimbursement
(Fund and underlying fund expenses) |
| | | | 0.52% | | | | | | 0.52% | | | | | | 0.62% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 53 | | | | | | $ | 180 | | | | | | $ | 318 | | | | | | $ | 720 | | | |
Class R6 | | | | $ | 53 | | | | | | $ | 180 | | | | | | $ | 318 | | | | | | $ | 720 | | | |
Class I | | | | $ | 63 | | | | | | $ | 212 | | | | | | $ | 373 | | | | | | $ | 841 | | | |
|
GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND
|
|
|
GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND
|
|
|
GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/16/05
|
| | ||||
| |
Return Before Taxes
|
| | | | | 10.51 | % | | | | | | | 10.29 | % | | | | | | | 8.40 | % | | | | | | | 7.09 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 9.27 | % | | | | | | | 9.24 | % | | | | | | | 7.18 | % | | | | | | | 5.89 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 6.67 | % | | | | | | | 8.01 | % | | | | | | | 6.63 | % | | | | | | | 5.63 | % | | | |
| |
MSCI World Index1 (Fund benchmark)
(returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 15.90 | % | | | | | | | 12.19 | % | | | | | | | 9.87 | % | | | | | | | 7.69 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 2005) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND
|
|
|
GMO QUALITY FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.48%1 | | | | | | 0.435%1 | | | | | | 0.415%1 | | | | | | 0.385%1 | | | | | | 0.48%1 | | | | | | 0.48%1 | | |
Other expenses
|
| | | | 0.02% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.12%2 | | |
Total annual fund operating expenses
|
| | | | 0.50% | | | | | | 0.46% | | | | | | 0.44% | | | | | | 0.41% | | | | | | 0.50% | | | | | | 0.60% | | |
Expense reimbursement/waiver
|
| | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1,2 | | |
Total annual fund operating expenses after
expense reimbursement/waiver |
| | | | 0.48% | | | | | | 0.44% | | | | | | 0.42% | | | | | | 0.39% | | | | | | 0.48% | | | | | | 0.58% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 49 | | | | | | $ | 158 | | | | | | $ | 278 | | | | | | $ | 626 | | | |
Class IV | | | | $ | 45 | | | | | | $ | 146 | | | | | | $ | 256 | | | | | | $ | 577 | | | |
Class V | | | | $ | 43 | | | | | | $ | 139 | | | | | | $ | 244 | | | | | | $ | 553 | | | |
Class VI | | | | $ | 40 | | | | | | $ | 130 | | | | | | $ | 228 | | | | | | $ | 516 | | | |
Class R6 | | | | $ | 49 | | | | | | $ | 158 | | | | | | $ | 278 | | | | | | $ | 626 | | | |
Class I | | | | $ | 59 | | | | | | $ | 190 | | | | | | $ | 333 | | | | | | $ | 748 | | | |
|
GMO QUALITY FUND
|
|
|
GMO QUALITY FUND
|
|
|
GMO QUALITY FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2/6/04
|
| | ||||
| |
Return Before Taxes
|
| | | | | 18.46 | % | | | | | | | 17.28 | % | | | | | | | 14.80 | % | | | | | | | 9.53 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 14.62 | % | | | | | | | 14.41 | % | | | | | | | 11.83 | % | | | | | | | 7.72 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 13.06 | % | | | | | | | 13.32 | % | | | | | | | 11.41 | % | | | | | | | 7.47 | % | | | |
| |
S&P 500 Index (reflects no deduction for
fees, expenses, or taxes) |
| | | | | 18.40 | % | | | | | | | 15.21 | % | | | | | | | 13.88 | % | | | | | | | 9.51 | % | | | |
| | Class IV | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2/6/04
|
| | ||||
| |
Return Before Taxes
|
| | | | | 18.51 | % | | | | | | | 17.33 | % | | | | | | | 14.86 | % | | | | | | | 9.58 | % | | | |
| |
S&P 500 Index (reflects no deduction for
fees, expenses, or taxes) |
| | | | | 18.40 | % | | | | | | | 15.21 | % | | | | | | | 13.88 | % | | | | | | | 9.51 | % | | | |
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/8/06
|
| | ||||
| |
Return Before Taxes
|
| | | | | 18.57 | % | | | | | | | 17.39 | % | | | | | | | 14.91 | % | | | | | | | 10.64 | % | | | |
| |
S&P 500 Index (reflects no deduction for
fees, expenses, or taxes) |
| | | | | 18.40 | % | | | | | | | 15.21 | % | | | | | | | 13.88 | % | | | | | | | 9.48 | % | | | |
| | Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | |
11/12/19
|
| | ||||
| |
Return Before Taxes
|
| | | | | 18.49 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 21.30 | % | | | |
| |
S&P 500 Index (reflects no deduction for
fees, expenses, or taxes) |
| | | | | 18.40 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 20.90 | % | | | |
| | Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/26/19
|
| | ||||
| |
Return Before Taxes
|
| | | | | 18.34 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 23.71 | % | | | |
| |
S&P 500 Index (reflects no deduction for
fees, expenses, or taxes) |
| | | | | 18.40 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 22.39 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Focused Equity | | | Thomas Hancock (since 2009) | | | Head, Focused Equity Team, GMO. | |
Focused Equity | | | Ty Cobb (since 2019) | | | Portfolio Manager, Focused Equity Team, GMO. | |
Focused Equity | | | Anthony Hene (since 2015) | | | Portfolio Manager, Focused Equity Team, GMO. | |
|
GMO QUALITY FUND
|
|
|
GMO CLIMATE CHANGE FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.75%1 | | | | | | 0.70%1 | | | | | | 0.685%1 | | | | | | 0.655%1 | | | | | | 0.75%1 | | | | | | 0.75%1 | | |
Other expenses
|
| | | | 0.15% | | | | | | 0.15% | | | | | | 0.15% | | | | | | 0.15% | | | | | | 0.13% | | | | | | 0.23%2 | | |
Acquired fund fees and expenses
|
| | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | |
Total annual fund operating expenses
|
| | | | 0.91% | | | | | | 0.86% | | | | | | 0.85% | | | | | | 0.82% | | | | | | 0.89% | | | | | | 0.99% | | |
Expense reimbursement/waiver
|
| | | | (0.13%)1 | | | | | | (0.13%)1 | | | | | | (0.13%)1 | | | | | | (0.13%)1 | | | | | | (0.11%)1 | | | | | | (0.11%)1,2 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.78% | | | | | | 0.73% | | | | | | 0.72% | | | | | | 0.69% | | | | | | 0.78% | | | | | | 0.88% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 80 | | | | | | $ | 277 | | | | | | $ | 491 | | | | | | $ | 1,108 | | | |
Class IV | | | | $ | 75 | | | | | | $ | 261 | | | | | | $ | 464 | | | | | | $ | 1,049 | | | |
Class V | | | | $ | 74 | | | | | | $ | 258 | | | | | | $ | 459 | | | | | | $ | 1,037 | | | |
Class VI | | | | $ | 70 | | | | | | $ | 249 | | | | | | $ | 442 | | | | | | $ | 1,001 | | | |
Class R6 | | | | $ | 80 | | | | | | $ | 273 | | | | | | $ | 482 | | | | | | $ | 1,086 | | | |
Class I | | | | $ | 90 | | | | | | $ | 304 | | | | | | $ | 536 | | | | | | $ | 1,203 | | | |
|
GMO CLIMATE CHANGE FUND
|
|
|
GMO CLIMATE CHANGE FUND
|
|
|
GMO CLIMATE CHANGE FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
4/5/17
|
| | ||||
| |
Return Before Taxes
|
| | | | | 42.86 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 18.66 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 40.45 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 17.26 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 26.12 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 14.42 | % | | | |
| |
MSCI ACWI1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 16.25 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 12.42 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Focused Equity | | | Lucas White (since the Fund’s inception in 2017) | | | Portfolio Manager, Focused Equity Team, GMO. | |
Focused Equity | | |
Thomas Hancock (since the Fund’s inception in 2017)
|
| | Head, Focused Equity Team, GMO. | |
|
GMO CLIMATE CHANGE FUND
|
|
|
GMO RESOURCES FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.65%1 | | | | | | 0.60%1 | | | | | | 0.585%1 | | | | | | 0.555%1 | | | | | | 0.65%1 | | | | | | 0.65%1 | | |
Other expenses
|
| | | | 0.07% | | | | | | 0.07% | | | | | | 0.07% | | | | | | 0.07% | | | | | | 0.07% | | | | | | 0.17%2 | | |
Total annual fund operating expenses
|
| | | | 0.72% | | | | | | 0.67% | | | | | | 0.66% | | | | | | 0.63% | | | | | | 0.72% | | | | | | 0.82% | | |
Expense reimbursement/waiver
|
| | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1,2 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.72% | | | | | | 0.67% | | | | | | 0.66% | | | | | | 0.63% | | | | | | 0.72% | | | | | | 0.82% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 74 | | | | | | $ | 230 | | | | | | $ | 401 | | | | | | $ | 894 | | | |
Class IV | | | | $ | 68 | | | | | | $ | 214 | | | | | | $ | 373 | | | | | | $ | 835 | | | |
Class V | | | | $ | 67 | | | | | | $ | 211 | | | | | | $ | 368 | | | | | | $ | 822 | | | |
Class VI | | | | $ | 64 | | | | | | $ | 202 | | | | | | $ | 351 | | | | | | $ | 786 | | | |
Class R6 | | | | $ | 74 | | | | | | $ | 230 | | | | | | $ | 401 | | | | | | $ | 894 | | | |
Class I | | | | $ | 84 | | | | | | $ | 262 | | | | | | $ | 455 | | | | | | $ | 1,014 | | | |
|
GMO RESOURCES FUND
|
|
|
GMO RESOURCES FUND
|
|
|
GMO RESOURCES FUND
|
|
|
GMO RESOURCES FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/28/11
|
| | ||||
| |
Return Before Taxes
|
| | | | | 22.49 | % | | | | | | | 20.49 | % | | | | | | | N/A | | | | | | | | 7.36 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 21.45 | % | | | | | | | 19.52 | % | | | | | | | N/A | | | | | | | | 6.22 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 14.05 | % | | | | | | | 16.60 | % | | | | | | | N/A | | | | | | | | 5.57 | % | | | |
| |
MSCI ACWI Commodity Producers
Index1 (returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | –12.32 | % | | | | | | | 5.66 | % | | | | | | | N/A | | | | | | | | –1.29 | % | | | |
| |
MSCI ACWI1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 16.25 | % | | | | | | | 12.25 | % | | | | | | | N/A | | | | | | | | 11.26 | % | | | |
| | Class IV | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/20/13
|
| | ||||
| |
Return Before Taxes
|
| | | | | 22.55 | % | | | | | | | 20.54 | % | | | | | | | N/A | | | | | | | | 7.39 | % | | | |
| |
MSCI ACWI Commodity Producers
Index1 (returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | –12.32 | % | | | | | | | 5.66 | % | | | | | | | N/A | | | | | | | | –1.73 | % | | | |
| |
MSCI ACWI1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 16.25 | % | | | | | | | 12.25 | % | | | | | | | N/A | | | | | | | | 9.97 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Focused Equity | | | Lucas White (since 2015) | | | Portfolio Manager, Focused Equity Team, GMO. | |
Focused Equity | | |
Thomas Hancock (since the Fund’s inception in 2011)
|
| | Head, Focused Equity Team, GMO. | |
|
GMO RESOURCES FUND
|
|
|
GMO QUALITY CYCLICALS FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.48%1 | | | | | | 0.435%1 | | | | | | 0.415%1 | | | | | | 0.385%1 | | | | | | 0.48%1 | | | | | | 0.48%1 | | |
Other expenses
|
| | | | 0.21% | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.31%2 | | |
Total annual fund operating expenses
|
| | | | 0.69% | | | | | | 0.65% | | | | | | 0.63% | | | | | | 0.60% | | | | | | 0.69% | | | | | | 0.79% | | |
Expense reimbursement/waiver
|
| | | | (0.20%)1 | | | | | | (0.20%)1 | | | | | | (0.20%)1 | | | | | | (0.20%)1 | | | | | | (0.20%)1 | | | | | | (0.20%)1,2 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.49% | | | | | | 0.45% | | | | | | 0.43% | | | | | | 0.40% | | | | | | 0.49% | | | | | | 0.59% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 50 | | | | | | $ | 201 | | | | | | $ | 364 | | | | | | $ | 840 | | | |
Class IV | | | | $ | 46 | | | | | | $ | 188 | | | | | | $ | 342 | | | | | | $ | 791 | | | |
Class V | | | | $ | 44 | | | | | | $ | 182 | | | | | | $ | 331 | | | | | | $ | 767 | | | |
Class VI | | | | $ | 41 | | | | | | $ | 172 | | | | | | $ | 315 | | | | | | $ | 731 | | | |
Class R6 | | | | $ | 50 | | | | | | $ | 201 | | | | | | $ | 364 | | | | | | $ | 840 | | | |
Class I | | | | $ | 60 | | | | | | $ | 232 | | | | | | $ | 419 | | | | | | $ | 959 | | | |
|
GMO QUALITY CYCLICALS FUND
|
|
|
GMO QUALITY CYCLICALS FUND
|
|
|
GMO QUALITY CYCLICALS FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Focused Equity | | | Anthony Hene (since the Fund’s inception in 2020) | | | Portfolio Manager, Focused Equity Team, GMO. | |
Focused Equity | | |
Thomas Hancock (since the Fund’s inception in 2020)
|
| | Head, Focused Equity Team, GMO. | |
Focused Equity | | | Ty Cobb (since the Fund’s inception in 2020) | | | Portfolio Manager, Focused Equity Team, GMO. | |
|
GMO INTERNATIONAL EQUITY ALLOCATION FUND
|
|
| | |
Class III
|
| |
Class R6
|
| |
Class I
|
| |||||||||
Management fee
|
| | | | 0.00%1 | | | | | | 0.00%1 | | | | | | 0.00%1 | | |
Other expenses
|
| | | | 0.02% | | | | | | 0.02% | | | | | | 0.12%3 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.65% | | | | | | 0.65% | | | | | | 0.65% | | |
Total annual fund operating expenses
|
| | | | 0.67% | | | | | | 0.67% | | | | | | 0.77% | | |
Expense reimbursement
|
| | | | (0.02%)2 | | | | | | (0.02%)2 | | | | | | (0.02%)2,3 | | |
Total annual fund operating expenses after expense reimbursement
(Fund and underlying fund expenses) |
| | | | 0.65% | | | | | | 0.65% | | | | | | 0.75% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 66 | | | | | | $ | 212 | | | | | | $ | 371 | | | | | | $ | 833 | | | |
Class R6 | | | | $ | 66 | | | | | | $ | 212 | | | | | | $ | 371 | | | | | | $ | 833 | | | |
Class I | | | | $ | 77 | | | | | | $ | 244 | | | | | | $ | 426 | | | | | | $ | 952 | | | |
|
GMO INTERNATIONAL EQUITY ALLOCATION FUND
|
|
|
GMO INTERNATIONAL EQUITY ALLOCATION FUND
|
|
|
GMO INTERNATIONAL EQUITY ALLOCATION FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10/11/96
|
| | ||||
| |
Return Before Taxes
|
| | | | | 6.97 | % | | | | | | | 8.18 | % | | | | | | | 4.36 | % | | | | | | | 6.86 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 5.78 | % | | | | | | | 7.43 | % | | | | | | | 3.53 | % | | | | | | | 5.42 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 4.68 | % | | | | | | | 6.52 | % | | | | | | | 3.51 | % | | | | | | | 5.47 | % | | | |
| |
MSCI ACWI ex USA1 (Fund benchmark)
(returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 10.65 | % | | | | | | | 8.92 | % | | | | | | | 4.92 | % | | | | | | | 5.51 | % | | | |
| | Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | |
8/30/19
|
| | ||||
| |
Return Before Taxes
|
| | | | | 6.97 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 17.66 | % | | | |
| |
MSCI ACWI ex USA1 (Fund benchmark)
(returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 10.65 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 17.20 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 1996) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO INTERNATIONAL EQUITY ALLOCATION FUND
|
|
|
GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND
|
|
| | |
Class III
|
| |
Class R6
|
| |
Class I
|
| |||||||||
Management fee
|
| | | | 0.00%1 | | | | | | 0.00%1 | | | | | | 0.00%1 | | |
Other expenses
|
| | | | 0.04% | | | | | | 0.04% | | | | | | 0.14%3 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.61% | | | | | | 0.61% | | | | | | 0.61% | | |
Total annual fund operating expenses
|
| | | | 0.65% | | | | | | 0.65% | | | | | | 0.75% | | |
Expense reimbursement
|
| | | | (0.03%)2 | | | | | | (0.03%)2 | | | | | | (0.03%)2,3 | | |
Total annual fund operating expenses after expense reimbursement
(Fund and underlying fund expenses) |
| | | | 0.62% | | | | | | 0.62% | | | | | | 0.72% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 63 | | | | | | $ | 205 | | | | | | $ | 359 | | | | | | $ | 808 | | | |
Class R6 | | | | $ | 63 | | | | | | $ | 205 | | | | | | $ | 359 | | | | | | $ | 808 | | | |
Class I | | | | $ | 74 | | | | | | $ | 237 | | | | | | $ | 414 | | | | | | $ | 928 | | | |
|
GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND
|
|
|
GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND
|
|
|
GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/5/06
|
| | ||||
| |
Return Before Taxes
|
| | | | | 7.40 | % | | | | | | | 6.95 | % | | | | | | | 4.96 | % | | | | | | | 3.79 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 6.05 | % | | | | | | | 6.17 | % | | | | | | | 4.29 | % | | | | | | | 2.85 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 4.92 | % | | | | | | | 5.53 | % | | | | | | | 4.03 | % | | | | | | | 3.02 | % | | | |
| |
MSCI EAFE Index1 (Fund benchmark)
(returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 7.82 | % | | | | | | | 7.45 | % | | | | | | | 5.51 | % | | | | | | | 3.85 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 2006) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND
|
|
|
GMO INTERNATIONAL EQUITY FUND
|
|
| | |
Class II
|
| |
Class III
|
| |
Class IV
|
| |
Class R6
|
| |
Class I
|
| |||||||||||||||
Management fee
|
| | | | 0.72%1 | | | | | | 0.65%1 | | | | | | 0.59%1 | | | | | | 0.72%1 | | | | | | 0.72%1 | | |
Other expenses
|
| | | | 0.04% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.14%2 | | |
Total annual fund operating expenses
|
| | | | 0.76% | | | | | | 0.69% | | | | | | 0.63% | | | | | | 0.76% | | | | | | 0.86% | | |
Expense reimbursement/waiver
|
| | | | (0.03%)1 | | | | | | (0.03%)1 | | | | | | (0.03%)1 | | | | | | (0.03%)1 | | | | | | (0.03%)1,2 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.73% | | | | | | 0.66% | | | | | | 0.60% | | | | | | 0.73% | | | | | | 0.83% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class II | | | | $ | 75 | | | | | | $ | 240 | | | | | | $ | 419 | | | | | | $ | 939 | | | |
Class III | | | | $ | 67 | | | | | | $ | 218 | | | | | | $ | 381 | | | | | | $ | 856 | | | |
Class IV | | | | $ | 61 | | | | | | $ | 199 | | | | | | $ | 348 | | | | | | $ | 783 | | | |
Class R6 | | | | $ | 75 | | | | | | $ | 240 | | | | | | $ | 419 | | | | | | $ | 939 | | | |
Class I | | | | $ | 85 | | | | | | $ | 271 | | | | | | $ | 474 | | | | | | $ | 1,058 | | | |
|
GMO INTERNATIONAL EQUITY FUND
|
|
|
GMO INTERNATIONAL EQUITY FUND
|
|
|
GMO INTERNATIONAL EQUITY FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class II | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/26/96
|
| | ||||
| |
Return Before Taxes
|
| | | | | 7.37 | % | | | | | | | 6.25 | % | | | | | | | 4.30 | % | | | | | | | 5.87 | % | | | |
| |
MSCI EAFE Index1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 7.82 | % | | | | | | | 7.45 | % | | | | | | | 5.51 | % | | | | | | | 5.01 | % | | | |
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/31/87
|
| | ||||
| |
Return Before Taxes
|
| | | | | 7.46 | % | | | | | | | 6.33 | % | | | | | | | 4.37 | % | | | | | | | 7.22 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 6.02 | % | | | | | | | 5.56 | % | | | | | | | 3.66 | % | | | | | | | 5.85 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 4.91 | % | | | | | | | 5.01 | % | | | | | | | 3.55 | % | | | | | | | 5.81 | % | | | |
| |
MSCI EAFE Index1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 7.82 | % | | | | | | | 7.45 | % | | | | | | | 5.51 | % | | | | | | | 5.37 | % | | | |
| | Class IV | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1/9/98
|
| | ||||
| |
Return Before Taxes
|
| | | | | 7.53 | % | | | | | | | 6.39 | % | | | | | | | 4.44 | % | | | | | | | 6.18 | % | | | |
| |
MSCI EAFE Index1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 7.82 | % | | | | | | | 7.45 | % | | | | | | | 5.51 | % | | | | | | | 5.25 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Global Equity | | | Simon Harris (since 2019) | | | Head, Global Equity Team, GMO. | |
|
GMO INTERNATIONAL EQUITY FUND
|
|
|
GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND
|
|
| | |
Class III
|
| |
Class R6
|
| |
Class I
|
| |||||||||
Management fee
|
| | | | 0.65%1 | | | | | | 0.65%1 | | | | | | 0.65%1 | | |
Other expenses
|
| | | | 0.62% | | | | | | 0.62% | | | | | | 0.72%2 | | |
Total annual fund operating expenses
|
| | | | 1.27% | | | | | | 1.27% | | | | | | 1.37% | | |
Expense reimbursement/waiver
|
| | | | (0.54%)1 | | | | | | (0.54%)1 | | | | | | (0.54%)1,2 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.73% | | | | | | 0.73% | | | | | | 0.83% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 75 | | | | | | $ | 349 | | | | | | $ | 645 | | | | | | $ | 1,486 | | | |
Class R6 | | | | $ | 75 | | | | | | $ | 349 | | | | | | $ | 645 | | | | | | $ | 1,486 | | | |
Class I | | | | $ | 85 | | | | | | $ | 381 | | | | | | $ | 698 | | | | | | $ | 1,599 | | | |
|
GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND
|
|
|
GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND
|
|
|
GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
7/29/98
|
| | ||||
| |
Return Before Taxes
|
| | | | | 7.50 | % | | | | | | | 5.96 | % | | | | | | | 4.44 | % | | | | | | | 5.91 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 7.11 | % | | | | | | | 5.22 | % | | | | | | | 3.84 | % | | | | | | | 5.29 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 5.02 | % | | | | | | | 4.79 | % | | | | | | | 3.67 | % | | | | | | | 5.08 | % | | | |
| |
MSCI EAFE Index (after tax)1 (returns
reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 6.99 | % | | | | | | | 6.02 | % | | | | | | | 4.15 | % | | | | | | | 3.54 | % | | | |
| |
MSCI EAFE Index1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 7.82 | % | | | | | | | 7.45 | % | | | | | | | 5.51 | % | | | | | | | 4.53 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Global Equity | | | Simon Harris (since 2019) | | | Head, Global Equity Team, GMO. | |
|
GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND
|
|
|
GMO-USONIAN JAPAN VALUE CREATION FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.65%2 | | | | | | 0.60%2 | | | | | | 0.585%2 | | | | | | 0.555%2 | | | | | | 0.65%2 | | | | | | 0.65%2 | | |
Other expenses
|
| | | | 0.23% | | | | | | 0.23% | | | | | | 0.23% | | | | | | 0.23% | | | | | | 0.23% | | | | | | 0.33%3 | | |
Total annual fund operating expenses
|
| | | | 0.88% | | | | | | 0.83% | | | | | | 0.82% | | | | | | 0.79% | | | | | | 0.88% | | | | | | 0.98% | | |
Expense reimbursement/waiver
|
| | | | (0.23%)2 | | | | | | (0.23%)2 | | | | | | (0.23%)2 | | | | | | (0.23%)2 | | | | | | (0.23%)2 | | | | | | (0.23%)2,3 | | |
Total annual fund operating expenses after fee expense reimbursement/waiver
|
| | | | 0.65% | | | | | | 0.60% | | | | | | 0.59% | | | | | | 0.56% | | | | | | 0.65% | | | | | | 0.75% | | |
| | |
1 Year
|
| |
3 Years
|
| ||||||||
Class III | | | | $ | 66 | | | | | | $ | 258 | | | |
Class IV | | | | $ | 61 | | | | | | $ | 242 | | | |
Class V | | | | $ | 60 | | | | | | $ | 239 | | | |
Class VI | | | | $ | 57 | | | | | | $ | 229 | | | |
Class R6 | | | | $ | 66 | | | | | | $ | 258 | | | |
Class I | | | | $ | 77 | | | | | | $ | 289 | | | |
|
GMO-USONIAN JAPAN VALUE CREATION FUND
|
|
|
GMO-USONIAN JAPAN VALUE CREATION FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Usonian Japan Equity Team
|
| |
Drew Edwards (since the Fund’s inception in 2020)
|
| | Head, Usonian Japan Equity Team, GMO. | |
|
GMO-USONIAN JAPAN VALUE CREATION FUND
|
|
|
GMO U.S. EQUITY FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.46%1 | | | | | | 0.41%1 | | | | | | 0.395%1 | | | | | | 0.365%1 | | | | | | 0.46%1 | | | | | | 0.46%1 | | |
Other expenses
|
| | | | 0.05% | | | | | | 0.05% | | | | | | 0.05% | | | | | | 0.04% | | | | | | 0.05% | | | | | | 0.15%2 | | |
Total annual fund operating expenses
|
| | | | 0.51% | | | | | | 0.46% | | | | | | 0.45% | | | | | | 0.41% | | | | | | 0.51% | | | | | | 0.61% | | |
Expense reimbursement/waiver
|
| | | | (0.04%)1 | | | | | | (0.04%)1 | | | | | | (0.04%)1 | | | | | | (0.04%)1 | | | | | | (0.04%)1 | | | | | | (0.04%)1,2 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.47% | | | | | | 0.42% | | | | | | 0.41% | | | | | | 0.37% | | | | | | 0.47% | | | | | | 0.57% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 48 | | | | | | $ | 160 | | | | | | $ | 281 | | | | | | $ | 637 | | | |
Class IV | | | | $ | 43 | | | | | | $ | 144 | | | | | | $ | 254 | | | | | | $ | 575 | | | |
Class V | | | | $ | 42 | | | | | | $ | 140 | | | | | | $ | 248 | | | | | | $ | 563 | | | |
Class VI | | | | $ | 38 | | | | | | $ | 128 | | | | | | $ | 226 | | | | | | $ | 514 | | | |
Class R6 | | | | $ | 48 | | | | | | $ | 160 | | | | | | $ | 281 | | | | | | $ | 637 | | | |
Class I | | | | $ | 58 | | | | | | $ | 191 | | | | | | $ | 336 | | | | | | $ | 758 | | | |
|
GMO U.S. EQUITY FUND
|
|
|
GMO U.S. EQUITY FUND
|
|
|
GMO U.S. EQUITY FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/18/85
|
| | ||||
| |
Return Before Taxes
|
| | | | | 13.69 | % | | | | | | | 12.15 | % | | | | | | | 11.92 | % | | | | | | | 11.07 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 10.57 | % | | | | | | | 8.79 | % | | | | | | | 9.42 | % | | | | | | | 8.35 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 9.06 | % | | | | | | | 8.97 | % | | | | | | | 9.25 | % | | | | | | | 8.40 | % | | | |
| |
S&P Composite 1500 Index1 (Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 17.92 | % | | | | | | | 14.96 | % | | | | | | | 13.67 | % | | | | | | | N/A | | | | |
| |
Russell 3000 Index1 (Prior Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 20.89 | % | | | | | | | 15.43 | % | | | | | | | 13.79 | % | | | | | | | 11.40 | % | | | |
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/03
|
| | ||||
| |
Return Before Taxes
|
| | | | | 13.75 | % | | | | | | | 12.23 | % | | | | | | | 12.01 | % | | | | | | | 8.48 | % | | | |
| |
S&P Composite 1500 Index1 (Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 17.92 | % | | | | | | | 14.96 | % | | | | | | | 13.67 | % | | | | | | | 10.36 | % | | | |
| |
Russell 3000 Index1 (Prior Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 20.89 | % | | | | | | | 15.43 | % | | | | | | | 13.79 | % | | | | | | | 10.52 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Global Equity | | | Simon Harris (since 2019) | | | Head, Global Equity Team, GMO. | |
|
GMO U.S. EQUITY FUND
|
|
|
GMO U.S. SMALL CAP VALUE FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.46%1 | | | | | | 0.41%1 | | | | | | 0.395%1 | | | | | | 0.365%1 | | | | | | 0.46%1 | | | | | | 0.46%1 | | |
Other expenses
|
| | | | 0.04% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.14%2 | | |
Total annual fund operating expenses
|
| | | | 0.50% | | | | | | 0.45% | | | | | | 0.44% | | | | | | 0.41% | | | | | | 0.50% | | | | | | 0.60% | | |
Expense reimbursement/waiver
|
| | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1,2 | | |
Total annual fund operating expenses
after expense reimbursement/waiver |
| | | | 0.50% | | | | | | 0.45% | | | | | | 0.44% | | | | | | 0.41% | | | | | | 0.50% | | | | | | 0.60% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 51 | | | | | | $ | 160 | | | | | | $ | 280 | | | | | | $ | 628 | | | |
Class IV | | | | $ | 46 | | | | | | $ | 144 | | | | | | $ | 252 | | | | | | $ | 567 | | | |
Class V | | | | $ | 45 | | | | | | $ | 141 | | | | | | $ | 246 | | | | | | $ | 555 | | | |
Class VI | | | | $ | 42 | | | | | | $ | 132 | | | | | | $ | 230 | | | | | | $ | 518 | | | |
Class R6 | | | | $ | 51 | | | | | | $ | 160 | | | | | | $ | 280 | | | | | | $ | 628 | | | |
Class I | | | | $ | 61 | | | | | | $ | 192 | | | | | | $ | 335 | | | | | | $ | 750 | | | |
|
GMO U.S. SMALL CAP VALUE FUND
|
|
|
GMO U.S. SMALL CAP VALUE FUND
|
|
|
GMO U.S. SMALL CAP VALUE FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | |
7/2/19
|
| | ||||
| |
Return Before Taxes
|
| | | | | 2.39 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 7.33 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 2.00 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 6.89 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 1.66 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 5.56 | % | | | |
| |
S&P SmallCap 600 Value Index (Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 2.53 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 8.41 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Global Equity | | | Simon Harris (since the Fund’s inception in 2019) | | | Head, Global Equity Team, GMO. | |
|
GMO U.S. SMALL CAP VALUE FUND
|
|
|
GMO EMERGING MARKETS FUND
|
|
| | |
Class II
|
| |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| |||||||||||||||||||||
Management fee
|
| | | | 0.87%1 | | | | | | 0.80%1 | | | | | | 0.755%1 | | | | | | 0.735%1 | | | | | | 0.705%1 | | | | | | 0.87%1 | | | | | | 0.87%1 | | |
Other expenses
|
| | | | 0.09% | | | | | | 0.09% | | | | | | 0.09% | | | | | | 0.09% | | | | | | 0.09% | | | | | | 0.09% | | | | | | 0.19%3 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.01%2 | | | | | | 0.01%2 | | | | | | 0.01%2 | | | | | | 0.01%2 | | | | | | 0.01%2 | | | | | | 0.01%2 | | | | | | 0.01%2 | | |
Total annual fund operating expenses
|
| | | | 0.97% | | | | | | 0.90% | | | | | | 0.86% | | | | | | 0.84% | | | | | | 0.81% | | | | | | 0.97% | | | | | | 1.07% | | |
Expense reimbursement/waiver
|
| | | | (0.03%)1 | | | | | | (0.01%)1 | | | | | | (0.02%)1 | | | | | | (0.05%)1 | | | | | | (0.05%)1 | | | | | | (0.03%)1 | | | | | | (0.08%)1,3 | | |
Total annual fund operating expenses
after expense reimbursement/waiver (Fund and underlying fund expenses) |
| | | | 0.94% | | | | | | 0.89% | | | | | | 0.84% | | | | | | 0.79% | | | | | | 0.76% | | | | | | 0.94% | | | | | | 0.99% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class II | | | | $ | 96 | | | | | | $ | 306 | | | | | | $ | 533 | | | | | | $ | 1,187 | | | |
Class III | | | | $ | 91 | | | | | | $ | 286 | | | | | | $ | 497 | | | | | | $ | 1,107 | | | |
Class IV | | | | $ | 86 | | | | | | $ | 272 | | | | | | $ | 475 | | | | | | $ | 1,059 | | | |
Class V | | | | $ | 81 | | | | | | $ | 263 | | | | | | $ | 461 | | | | | | $ | 1,033 | | | |
Class VI | | | | $ | 78 | | | | | | $ | 254 | | | | | | $ | 445 | | | | | | $ | 997 | | | |
Class R6 | | | | $ | 96 | | | | | | $ | 306 | | | | | | $ | 533 | | | | | | $ | 1,187 | | | |
Class I | | | | $ | 101 | | | | | | $ | 332 | | | | | | $ | 582 | | | | | | $ | 1,298 | | | |
|
GMO EMERGING MARKETS FUND
|
|
|
GMO EMERGING MARKETS FUND
|
|
|
GMO EMERGING MARKETS FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class II1 | | | | | | | | | | | | | | | | | | | | | | | | | | | |
11/29/96
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.46 | % | | | | | | | 11.48 | % | | | | | | | 2.04 | % | | | | | | | 7.72 | % | | | |
| |
MSCI Emerging Markets Index2 (Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 18.31 | % | | | | | | | 12.80 | % | | | | | | | 3.63 | % | | | | | | | 6.71 | % | | | |
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/9/93
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.53 | % | | | | | | | 11.54 | % | | | | | | | 2.09 | % | | | | | | | 7.44 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 4.56 | % | | | | | | | 10.82 | % | | | | | | | 1.40 | % | | | | | | | 6.19 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 3.87 | % | | | | | | | 9.26 | % | | | | | | | 1.77 | % | | | | | | | 6.30 | % | | | |
| |
MSCI Emerging Markets Index2 (Fund
benchmark) (reflects no deduction for fees or expenses, but are net of withholding tax on dividend reinvestment) |
| | | | | 18.31 | % | | | | | | | 12.80 | % | | | | | | | 3.63 | % | | | | | | | 6.05 | % | | | |
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/03
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.65 | % | | | | | | | 11.69 | % | | | | | | | 2.22 | % | | | | | | | 9.89 | % | | | |
| |
MSCI Emerging Markets Index2 (Fund
benchmark) (reflects no deduction for fees or expenses, but are net of withholding tax on dividend reinvestment) |
| | | | | 18.31 | % | | | | | | | 12.80 | % | | | | | | | 3.63 | % | | | | | | | 10.66 | % | | | |
|
GMO EMERGING MARKETS FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Emerging Markets Equity | | | Warren Chiang (since 2015) | | | Portfolio Manager, Emerging Markets Equity Team, GMO. | |
Emerging Markets Equity | | | Amit Bhartia (since 2015) | | | Portfolio Manager, Emerging Markets Equity Team, GMO Singapore. | |
Emerging Markets Equity | | | Arjun Divecha (since the Fund’s inception in 1993) | | | Head, Emerging Markets Equity Team, GMO. | |
|
GMO EMERGING MARKETS EX-CHINA FUND
|
|
| | |
Class II
|
| |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| |||||||||||||||||||||
Management fee
|
| | | | 0.77%2 | | | | | | 0.70%2 | | | | | | 0.655%2 | | | | | | 0.635%2 | | | | | | 0.605%2 | | | | | | 0.77%2 | | | | | | 0.77%2 | | |
Other expenses
|
| | | | 0.46% | | | | | | 0.46% | | | | | | 0.46% | | | | | | 0.46% | | | | | | 0.46% | | | | | | 0.46% | | | | | | 0.56%3 | | |
Total annual fund operating expenses
|
| | | | 1.23% | | | | | | 1.16% | | | | | | 1.12% | | | | | | 1.10% | | | | | | 1.07% | | | | | | 1.23% | | | | | | 1.33% | | |
Expense reimbursement/waiver
|
| | | | (0.38%)2 | | | | | | (0.36%)2 | | | | | | (0.37%)2 | | | | | | (0.40%)2 | | | | | | (0.40%)2 | | | | | | (0.38%)2 | | | | | | (0.38%)2,3 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.85% | | | | | | 0.80% | | | | | | 0.75% | | | | | | 0.70% | | | | | | 0.67% | | | | | | 0.85% | | | | | | 0.95% | | |
| | |
1 Year
|
| |
3 Years
|
| ||||||||
Class II | | | | $ | 87 | | | | | | $ | 353 | | | |
Class III | | | | $ | 82 | | | | | | $ | 333 | | | |
Class IV | | | | $ | 77 | | | | | | $ | 319 | | | |
Class V | | | | $ | 72 | | | | | | $ | 310 | | | |
Class VI | | | | $ | 68 | | | | | | $ | 301 | | | |
Class R6 | | | | $ | 87 | | | | | | $ | 353 | | | |
Class I | | | | $ | 97 | | | | | | $ | 384 | | | |
|
GMO EMERGING MARKETS EX-CHINA FUND
|
|
|
GMO EMERGING MARKETS EX-CHINA FUND
|
|
|
GMO EMERGING MARKETS EX-CHINA FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Emerging Markets Equity
|
| | Warren Chiang (since the Fund’s inception in 2021) | | | Portfolio Manager, Emerging Markets Equity Team, GMO. | |
Emerging Markets Equity
|
| | Amit Bhartia (since the Fund’s inception in 2021) | | | Portfolio Manager, Emerging Markets Equity Team, GMO Singapore. | |
Emerging Markets Equity
|
| | Arjun Divecha (since the Fund’s inception in 2021) | | | Head, Emerging Markets Equity Team, GMO. | |
|
GMO EMERGING DOMESTIC OPPORTUNITIES FUND
|
|
| | |
Class II
|
| |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| |||||||||||||||||||||
Management fee
|
| | | | 0.97%1 | | | | | | 0.90%1 | | | | | | 0.855%1 | | | | | | 0.835%1 | | | | | | 0.805%1 | | | | | | 0.97%1 | | | | | | 0.97%1 | | |
Other expenses
|
| | | | 0.08% | | | | | | 0.08% | | | | | | 0.08% | | | | | | 0.08% | | | | | | 0.08% | | | | | | 0.08% | | | | | | 0.18%3 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.10%2 | | | | | | 0.10%2 | | | | | | 0.10%2 | | | | | | 0.10%2 | | | | | | 0.10%2 | | | | | | 0.10%2 | | | | | | 0.10%2 | | |
Total annual fund operating expenses
|
| | | | 1.15% | | | | | | 1.08% | | | | | | 1.04% | | | | | | 1.02% | | | | | | 0.99% | | | | | | 1.15% | | | | | | 1.25% | | |
Expense reimbursement/waiver
|
| | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.02%)1 | | | | | | (0.09%)1,3 | | |
Total annual fund operating expenses
after expense reimbursement/waiver (Fund and underlying fund expenses) |
| | | | 1.13% | | | | | | 1.06% | | | | | | 1.02% | | | | | | 1.00% | | | | | | 0.97% | | | | | | 1.13% | | | | | | 1.16% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class II | | | | $ | 115 | | | | | | $ | 363 | | | | | | $ | 631 | | | | | | $ | 1,396 | | | |
Class III | | | | $ | 108 | | | | | | $ | 341 | | | | | | $ | 594 | | | | | | $ | 1,315 | | | |
Class IV | | | | $ | 104 | | | | | | $ | 329 | | | | | | $ | 572 | | | | | | $ | 1,269 | | | |
Class V | | | | $ | 102 | | | | | | $ | 323 | | | | | | $ | 561 | | | | | | $ | 1,246 | | | |
Class VI | | | | $ | 99 | | | | | | $ | 313 | | | | | | $ | 545 | | | | | | $ | 1,211 | | | |
Class R6 | | | | $ | 115 | | | | | | $ | 363 | | | | | | $ | 631 | | | | | | $ | 1,396 | | | |
Class I | | | | $ | 118 | | | | | | $ | 388 | | | | | | $ | 678 | | | | | | $ | 1,503 | | | |
|
GMO EMERGING DOMESTIC OPPORTUNITIES FUND
|
|
|
GMO EMERGING DOMESTIC OPPORTUNITIES FUND
|
|
|
GMO EMERGING DOMESTIC OPPORTUNITIES FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class II | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/24/11
|
| | ||||
| |
Return Before Taxes
|
| | | | | 18.23 | % | | | | | | | 9.93 | % | | | | | | | N/A | | | | | | | | 5.96 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 18.22 | % | | | | | | | 8.75 | % | | | | | | | N/A | | | | | | | | 5.19 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares |
| | | | | 11.08 | % | | | | | | | 7.61 | % | | | | | | | N/A | | | | | | | | 4.65 | % | | | |
| |
MSCI Emerging Markets Index1
(returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 18.31 | % | | | | | | | 12.80 | % | | | | | | | N/A | | | | | | | | 3.84 | % | | | |
| | Class V | | | | | | | | | | | | | | | | | | | | | | | | | | | |
11/29/13
|
| | ||||
| |
Return Before Taxes
|
| | | | | 18.39 | % | | | | | | | 10.08 | % | | | | | | | N/A | | | | | | | | 5.58 | % | | | |
| |
MSCI Emerging Markets Index1
(returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 18.31 | % | | | | | | | 12.80 | % | | | | | | | N/A | | | | | | | | 5.87 | % | | | |
|
GMO EMERGING DOMESTIC OPPORTUNITIES FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Emerging Markets Equity | | | Amit Bhartia (since the Fund’s inception in 2011) | | | Portfolio Manager, Emerging Markets Equity Team, GMO Singapore. | |
Emerging Markets Equity | | | Arjun Divecha (since the Fund’s inception in 2011) | | | Head, Emerging Markets Equity Team, GMO. | |
|
GMO HIGH YIELD FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class V
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||||||||
Management fee
|
| | | | 0.50%1 | | | | | | 0.45%1 | | | | | | 0.435%1 | | | | | | 0.405%1 | | | | | | 0.50%1 | | | | | | 0.50%1 | | |
Other expenses
|
| | | | 0.11%2 | | | | | | 0.11%2 | | | | | | 0.11%2 | | | | | | 0.11%2 | | | | | | 0.11%2 | | | | | | 0.21%2,3 | | |
Acquired fund fees and expenses
|
| | | | 0.18% | | | | | | 0.18% | | | | | | 0.18% | | | | | | 0.18% | | | | | | 0.18% | | | | | | 0.18% | | |
Total annual fund operating expenses
|
| | | | 0.79% | | | | | | 0.74% | | | | | | 0.73% | | | | | | 0.70% | | | | | | 0.79% | | | | | | 0.89% | | |
Expense reimbursement/waiver
|
| | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1 | | | | | | (0.00%)1,3 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.79% | | | | | | 0.74% | | | | | | 0.73% | | | | | | 0.70% | | | | | | 0.79% | | | | | | 0.89% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 81 | | | | | | $ | 252 | | | | | | $ | 439 | | | | | | $ | 978 | | | |
Class IV | | | | $ | 76 | | | | | | $ | 237 | | | | | | $ | 411 | | | | | | $ | 918 | | | |
Class V | | | | $ | 75 | | | | | | $ | 233 | | | | | | $ | 406 | | | | | | $ | 906 | | | |
Class VI | | | | $ | 72 | | | | | | $ | 224 | | | | | | $ | 390 | | | | | | $ | 871 | | | |
Class R6 | | | | $ | 81 | | | | | | $ | 252 | | | | | | $ | 439 | | | | | | $ | 978 | | | |
Class I | | | | $ | 91 | | | | | | $ | 284 | | | | | | $ | 493 | | | | | | $ | 1,096 | | | |
|
GMO HIGH YIELD FUND
|
|
|
GMO HIGH YIELD FUND
|
|
|
GMO HIGH YIELD FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/25/18
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.47 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 7.41 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 4.52 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 5.09 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 3.22 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 4.67 | % | | | |
| |
Markit iBoxx USD Liquid High Yield
Index (Fund benchmark) reflects no deduction for fees, expenses, or taxes ,but are net of withholding tax on dividend reinvestments) |
| | | | | 4.66 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 6.52 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Structured Products | | | Joe Auth (since the Fund’s inception in 2018) | | | Head, Structured Products Team, GMO. | |
|
GMO HIGH YIELD FUND
|
|
|
GMO MULTI-SECTOR FIXED INCOME FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||
Management fee
|
| | | | 0.40%1 | | | | | | 0.35%1 | | | | | | 0.40%1 | | | | | | 0.40%1 | | |
Other expenses
|
| | | | 0.09% | | | | | | 0.08% | | | | | | 0.09% | | | | | | 0.19%3 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.21%2 | | | | | | 0.21%2 | | | | | | 0.21%2 | | | | | | 0.21%2 | | |
Total annual fund operating expenses
|
| | | | 0.70% | | | | | | 0.64% | | | | | | 0.70% | | | | | | 0.80% | | |
Expense reimbursement/waiver
|
| | | | (0.19%)1 | | | | | | (0.19%)1 | | | | | | (0.19%)1 | | | | | | (0.19%)1,3 | | |
Total annual fund operating expenses after expense reimbursement/waiver (Fund and underlying fund expenses)
|
| | | | 0.51% | | | | | | 0.45% | | | | | | 0.51% | | | | | | 0.61% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 52 | | | | | | $ | 205 | | | | | | $ | 371 | | | | | | $ | 853 | | | |
Class IV | | | | $ | 46 | | | | | | $ | 186 | | | | | | $ | 338 | | | | | | $ | 780 | | | |
Class R6 | | | | $ | 52 | | | | | | $ | 205 | | | | | | $ | 371 | | | | | | $ | 853 | | | |
Class I | | | | $ | 62 | | | | | | $ | 236 | | | | | | $ | 425 | | | | | | $ | 972 | | | |
|
GMO MULTI-SECTOR FIXED INCOME FUND
|
|
|
GMO MULTI-SECTOR FIXED INCOME FUND
|
|
|
GMO MULTI-SECTOR FIXED INCOME FUND
|
|
|
GMO MULTI-SECTOR FIXED INCOME FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
4/30/97
|
| | ||||
| |
Return Before Taxes
|
| | | | | 7.88 | % | | | | | | | 5.04 | % | | | | | | | 5.18 | % | | | | | | | 5.44 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 4.40 | % | | | | | | | 2.93 | % | | | | | | | 3.08 | % | | | | | | | 2.89 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 5.55 | % | | | | | | | 3.05 | % | | | | | | | 3.15 | % | | | | | | | 3.14 | % | | | |
| |
Bloomberg Barclays U.S. Aggregate Index
(Fund benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 7.51 | % | | | | | | | 4.43 | % | | | | | | | 3.84 | % | | | | | | | 5.25 | % | | | |
| | Class IV | | | | | | | | | | | | | | | | | | | | | | | | | | | |
7/26/05
|
| | ||||
| |
Return Before Taxes
|
| | | | | 7.95 | % | | | | | | | 5.10 | % | | | | | | | 5.24 | % | | | | | | | 4.48 | % | | | |
| |
Bloomberg Barclays U.S. Aggregate Index
(Fund benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 7.51 | % | | | | | | | 4.43 | % | | | | | | | 3.84 | % | | | | | | | 4.41 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Developed Rates and FX | | | Jason Hotra (since 2016) | | |
Head, Developed Rates and FX Team and
co-Head of Multi-Sector Fixed Income Strategy, GMO.
|
|
Developed Rates and FX | | | Riti Samanta (since June 2020) | | | Portfolio Manager, Head of Systematic Credit and co-Head of Multi-Sector Fixed Income Strategy, GMO. | |
|
GMO MULTI-SECTOR FIXED INCOME FUND
|
|
|
GMO EMERGING COUNTRY DEBT FUND
|
|
| | |
Class III
|
| |
Class IV
|
| |
Class VI
|
| |||||||||
Purchase premium (as a percentage of amount invested)
|
| | | | 0.75% | | | | | | 0.75% | | | | | | 0.75% | | |
Redemption fee (as a percentage of amount redeemed)
|
| | | | 0.75% | | | | | | 0.75% | | | | | | 0.75% | | |
| | |
Class III
|
| |
Class IV
|
| |
Class VI
|
| |||||||||
Management fee
|
| | | | 0.50%2 | | | | | | 0.45%2 | | | | | | 0.405%2 | | |
Other expenses
|
| | | | 0.04%3 | | | | | | 0.04%3 | | | | | | 0.04%3 | | |
Total annual fund operating expenses
|
| | | | 0.54% | | | | | | 0.49% | | | | | | 0.45% | | |
Expense waiver
|
| | | | (0.00%)2 | | | | | | (0.00%)2 | | | | | | (0.00%)2 | | |
Total annual fund operating expenses after expense waiver
|
| | | | 0.54% | | | | | | 0.49% | | | | | | 0.45% | | |
| | |
If you sell your shares
|
| |
If you do not sell your shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||||||||||||||||||
Class III | | | | $ | 208 | | | | | | $ | 332 | | | | | | $ | 467 | | | | | | $ | 862 | | | | | | $ | 130 | | | | | | $ | 247 | | | | | | $ | 375 | | | | | | $ | 747 | | | |
Class IV | | | | $ | 203 | | | | | | $ | 316 | | | | | | $ | 440 | | | | | | $ | 802 | | | | | | $ | 125 | | | | | | $ | 231 | | | | | | $ | 347 | | | | | | $ | 686 | | | |
Class VI | | | | $ | 199 | | | | | | $ | 303 | | | | | | $ | 418 | | | | | | $ | 754 | | | | | | $ | 121 | | | | | | $ | 218 | | | | | | $ | 325 | | | | | | $ | 638 | | | |
|
GMO EMERGING COUNTRY DEBT FUND
|
|
|
GMO EMERGING COUNTRY DEBT FUND
|
|
|
GMO EMERGING COUNTRY DEBT FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
4/19/94
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.63 | % | | | | | | | 7.78 | % | | | | | | | 7.58 | % | | | | | | | 13.42 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 1.88 | % | | | | | | | 4.56 | % | | | | | | | 4.30 | % | | | | | | | 8.41 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 3.49 | % | | | | | | | 4.58 | % | | | | | | | 4.42 | % | | | | | | | 8.50 | % | | | |
| |
J.P. Morgan EMBI Global Diversified +1
(Composite index) (Fund benchmark) |
| | | | | 5.65 | % | | | | | | | 6.79 | % | | | | | | | 5.95 | % | | | | | | | 9.69 | % | | | |
| | Class IV | | | | | | | | | | | | | | | | | | | | | | | | | | | |
1/9/98
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.69 | % | | | | | | | 7.85 | % | | | | | | | 7.63 | % | | | | | | | 10.57 | % | | | |
| |
J.P. Morgan EMBI Global Diversified +1
(Composite index) (Fund benchmark) |
| | | | | 5.65 | % | | | | | | | 6.79 | % | | | | | | | 5.95 | % | | | | | | | 8.13 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Emerging Country Debt
|
| | Tina Vandersteel (since 2015) | | |
Head, Emerging Country Debt Team, GMO.
|
|
|
GMO EMERGING COUNTRY DEBT SHARES FUND
|
|
| | |
Fees paid directly
from your investment |
| |
Fees paid
by the Fund |
| ||||||
Purchase premium (as a percentage of amount invested)
|
| | | | 0.00% | | | | | | 0.75%1 | | |
Redemption fee (as a percentage of amount redeemed)
|
| | | | 0.00% | | | | | | 0.75%1 | | |
| | |
Class R6
|
| |
Class I
|
| ||||||
Management fee
|
| | | | 0.50%3 | | | | | | 0.50%3 | | |
Other expenses
|
| | | | 0.41% | | | | | | 0.51%4 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.54%5 | | | | | | 0.54%5 | | |
Total annual fund operating expenses
|
| | | | 1.45% | | | | | | 1.55% | | |
Expense reimbursement/waiver
|
| | | | (0.91%)3 | | | | | | (0.91%)3,4 | | |
Total annual fund operating expenses after expense reimbursement/waiver
(Fund and underlying fund expenses) |
| | | | 0.54% | | | | | | 0.64% | | |
| | |
If you sell your shares
|
| |
If you do not sell your shares
|
| ||||||||||||||||||||||
| | |
1 Year
|
| |
3 Years
|
| |
1 Year
|
| |
3 Years
|
| ||||||||||||||||
Class R6 | | | | $ | 208 | | | | | | $ | 525 | | | | | | $ | 130 | | | | | | $ | 441 | | | |
Class I | | | | $ | 218 | | | | | | $ | 555 | | | | | | $ | 140 | | | | | | $ | 472 | | | |
|
GMO EMERGING COUNTRY DEBT SHARES FUND
|
|
|
GMO EMERGING COUNTRY DEBT SHARES FUND
|
|
|
GMO EMERGING COUNTRY DEBT SHARES FUND
|
|
|
GMO EMERGING COUNTRY DEBT SHARES FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | |
4/19/941
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.52 | % | | | | | | | 7.67 | % | | | | | | | 7.47 | % | | | | | | | 13.31 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 1.56 | % | | | | | | | 4.30 | % | | | | | | | 4.03 | % | | | | | | | 8.24 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 3.43 | % | | | | | | | 4.42 | % | | | | | | | 4.25 | % | | | | | | | 8.37 | % | | | |
| |
J.P. Morgan EMBI Global Diversified +2
(Composite index) (Fund benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 5.65 | % | | | | | | | 6.79 | % | | | | | | | 5.95 | % | | | | | | | 9.69 | % | | | |
| | Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | |
4/19/94*
|
| | ||||
| |
Return Before Taxes
|
| | | | | 5.63 | % | | | | | | | 7.78 | % | | | | | | | 7.58 | % | | | | | | | 13.42 | % | | | |
| |
J.P. Morgan EMBI Global Diversified +2
(Composite index) (Fund benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 5.65 | % | | | | | | | 6.79 | % | | | | | | | 5.95 | % | | | | | | | 9.69 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Emerging Country Debt
|
| |
Tina Vandersteel (since the Fund’s inception in 2020)
|
| |
Head, Emerging Country Debt Team, GMO.
|
|
|
GMO EMERGING COUNTRY DEBT SHARES FUND
|
|
|
GMO OPPORTUNISTIC INCOME FUND
|
|
| | |
Class III
|
| |
Class VI
|
| |
Class R6
|
| |
Class I
|
| ||||||||||||
Management fee
|
| | | | 0.55%1 | | | | | | 0.455%1 | | | | | | 0.55%1 | | | | | | 0.55%1 | | |
Other expenses
|
| | | | 0.06% | | | | | | 0.06% | | | | | | 0.06% | | | | | | 0.20%2 | | |
Total annual fund operating expenses
|
| | | | 0.61% | | | | | | 0.52% | | | | | | 0.61% | | | | | | 0.75% | | |
Expense reimbursement/waiver
|
| | | | (0.05%)1 | | | | | | (0.05%)1 | | | | | | (0.05%)1 | | | | | | (0.07%)1,2 | | |
Total annual fund operating expenses after expense
reimbursement/waiver |
| | | | 0.56% | | | | | | 0.47% | | | | | | 0.56% | | | | | | 0.68% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 57 | | | | | | $ | 190 | | | | | | $ | 335 | | | | | | $ | 757 | | | |
Class VI | | | | $ | 48 | | | | | | $ | 162 | | | | | | $ | 286 | | | | | | $ | 648 | | | |
Class R6 | | | | $ | 57 | | | | | | $ | 190 | | | | | | $ | 335 | | | | | | $ | 757 | | | |
Class I | | | | $ | 69 | | | | | | $ | 233 | | | | | | $ | 410 | | | | | | $ | 924 | | | |
|
GMO OPPORTUNISTIC INCOME FUND
|
|
|
GMO OPPORTUNISTIC INCOME FUND
|
|
|
GMO OPPORTUNISTIC INCOME FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10/3/11
|
| | ||||
| |
Return Before Taxes
|
| | | | | 3.33 | % | | | | | | | 4.54 | % | | | | | | | N/A | | | | | | | | 4.97 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 1.63 | % | | | | | | | 2.91 | % | | | | | | | N/A | | | | | | | | 3.52 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 1.96 | % | | | | | | | 2.78 | % | | | | | | | N/A | | | | | | | | 3.30 | % | | | |
| |
Bloomberg Barclays U.S. Securitized
Index (reflects no deduction for fees, expenses, or taxes) |
| | | | | 4.18 | % | | | | | | | 3.16 | % | | | | | | | N/A | | | | | | | | 2.76 | % | | | |
| | Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | |
11/5/19
|
| | ||||
| |
Return Before Taxes
|
| | | | | 3.10 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 2.68 | % | | | |
| |
Bloomberg Barclays U.S. Securitized
Index (reflects no deduction for fees, expenses, or taxes) |
| | | | | 4.18 | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | 4.14 | % | | | |
|
GMO OPPORTUNISTIC INCOME FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Structured Products | | | Joe Auth (since 2015) | | | Head, Structured Products Team, GMO. | |
| | |
| | | Class II | | | Class III | | | Class IV | | | Class V | | | Class VI | | | Class R6 | | | Class I | | |||||||||||||||||||||
Management fee | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||||
Total other expenses | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||||
Dividend and interest expense on short sales | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||||
All other expenses | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||||
Acquired fund fees and expenses (underlying fund expenses) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||||
Total annual fund operating expenses | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||||
Expense reimbursement/waiver | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | |
Total annual fund operating expenses after expense reimbursement/waiver (Fund and underlying fund expenses) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
GMO ALTERNATIVE ALLOCATION FUND
|
|
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class II | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class III | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class IV | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class V | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class VI | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class R6 | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class I | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | |
|
GMO ALTERNATIVE ALLOCATION FUND
|
|
|
GMO ALTERNATIVE ALLOCATION FUND
|
|
|
GMO ALTERNATIVE ALLOCATION FUND
|
|
| | | | | | 1 Year | | | | 5 Years | | | | 10 Years | | | | Incept. | | | ||||||||||||||||
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
| | Return Before Taxes | | | | | | - | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | | |
| | Return After Taxes on Distributions | | | | | | - | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | | |
| | Return After Taxes on Distributions and Sale of Fund Shares | | | | | | - | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | | |
| | FTSE 3-Month Treasury Bill Index expenses, but are net of withholding tax on dividend reinvestments) | | | | | | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | | ||
| | Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
| | Return Before Taxes | | | | | | - | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | | |
| | FTSE 3-Month Treasury Bill Index (returns reflect no deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) | | | | | | % | | | | | | | N/A | | | | | | | | N/A | | | | | | | | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 2019) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since October 2021) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
Asset Allocation | | | B.J. Brannan (since the Fund’s inception in 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
Asset Allocation | | | Matt Kadnar (since the Fund’s inception in 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO ALTERNATIVE ALLOCATION FUND
|
|
| | |
| | | Class III | | | Class IV | | | Class VI | | | Class R6 | | | Class I | | |||||||||||||||
Management fee | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Other expenses | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Total annual fund operating expenses | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Expense reimbursement/waiver | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | | | | | ( | | |
Total annual fund operating expenses after expense reimbursement/waiver | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class IV | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class VI | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class R6 | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | | ||||
Class I | | | | $ | | | | | | $ | | | | | | $ | | | | | | $ | | | |
|
GMO SGM MAJOR MARKETS FUND
|
|
|
GMO SGM MAJOR MARKETS FUND
|
|
|
GMO SGM MAJOR MARKETS FUND
|
|
|
GMO SGM MAJOR MARKETS FUND
|
|
| | | | | | 1 Year | | | | 5 Years | | | | 10 Years | | | | Incept. | | | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
| | Return Before Taxes | | | | | | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | ||||
| | Return After Taxes on Distributions1 | | | | | | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | ||||
| | Return After Taxes on Distributions and Sale of Fund Shares1 | | | | | | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | ||||
| | FTSE 3-Month Treasury Bill Index (Fund benchmark) expenses, or taxes) | | | | | | % | | | | | | | % | | | | | | | % | | | | | | | % | | | | ||||
| | FTSE 3-Month Treasury Bill Index +++ (Composite Index) | | | | | | % | | | | | | | % | | | | | | | – | % | | | | | | | % | | | | |||
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | | 12/1/15 | | | ||||
| | Return Before Taxes | | | | | | % | | | | | | | % | | | | | | | | | | | | | | % | | | | ||||
| | FTSE 3-Month Treasury Bill Index (Fund benchmark) (reflects no deduction for fees, expenses, or taxes) | | | | | | % | | | | | | | % | | | | | | | | | | | | | | % | | | | ||||
| | FTSE 3-Month Treasury Bill Index +++ (Composite Index) | | | | | | % | | | | | | | % | | | | | | | | | | | | | | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Systematic Global Macro | | | Jason Halliwell (since 2011) | | | Head, Systematic Global Macro Team, GMO. | |
|
GMO SGM MAJOR MARKETS FUND
|
|
|
GMO ASSET ALLOCATION BOND FUND
|
|
| | |
Class III
|
| |
Class VI
|
| ||||||
Management fee
|
| | | | 0.40%1 | | | | | | 0.305%1 | | |
Other expenses
|
| | | | 0.09% | | | | | | 0.09% | | |
Total annual fund operating expenses
|
| | | | 0.49% | | | | | | 0.40% | | |
Expense reimbursement/waiver
|
| | | | (0.08%)1 | | | | | | (0.08%)1 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.41% | | | | | | 0.32% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 42 | | | | | | $ | 149 | | | | | | $ | 266 | | | | | | $ | 608 | | | |
Class VI | | | | $ | 33 | | | | | | $ | 120 | | | | | | $ | 216 | | | | | | $ | 497 | | | |
|
GMO ASSET ALLOCATION BOND FUND
|
|
|
GMO ASSET ALLOCATION BOND FUND
|
|
|
GMO ASSET ALLOCATION BOND FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/27/09
|
| | ||||
| |
Return Before Taxes
|
| | | | | 11.14 | % | | | | | | | 4.27 | % | | | | | | | 2.81 | % | | | | | | | 3.26 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 10.62 | % | | | | | | | 3.30 | % | | | | | | | 1.61 | % | | | | | | | 1.89 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 6.59 | % | | | | | | | 2.85 | % | | | | | | | 1.64 | % | | | | | | | 1.94 | % | | | |
| |
FTSE 3-Month Treasury Bill Index (Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 0.58 | % | | | | | | | 1.16 | % | | | | | | | 0.60 | % | | | | | | | 0.53 | % | | | |
| | Class VI | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/18/09
|
| | ||||
| |
Return Before Taxes
|
| | | | | 11.28 | % | | | | | | | 4.37 | % | | | | | | | 2.91 | % | | | | | | | 3.41 | % | | | |
| |
FTSE 3-Month Treasury Bill Index (Fund
benchmark) (reflects no deduction for fees, expenses, or taxes) |
| | | | | 0.58 | % | | | | | | | 1.16 | % | | | | | | | 0.60 | % | | | | | | | 0.53 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since 2014) | | | Head, Asset Allocation Team, GMO | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO BENCHMARK-FREE FUND
|
|
| | |
Class III
|
| |||
Management fee
|
| | | | 0.00%1 | | |
Other expenses
|
| | | | 0.17%2 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.19%3 | | |
Total annual fund operating expenses
|
| | | | 0.36% | | |
Expense reimbursement
|
| | | | (0.05%)4 | | |
Total annual fund operating expenses after expense reimbursement (Fund and underlying fund expenses)
|
| | | | 0.31% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 32 | | | | | | $ | 111 | | | | | | $ | 197 | | | | | | $ | 451 | | | |
|
GMO BENCHMARK-FREE FUND
|
|
|
GMO BENCHMARK-FREE FUND
|
|
|
GMO BENCHMARK-FREE FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/15/11
|
| | ||||
| |
Return Before Taxes
|
| | | | | -3.36 | % | | | | | | | 4.72 | % | | | | | | | N/A | | | | | | | | 4.88 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | -4.34 | % | | | | | | | 3.59 | % | | | | | | | N/A | | | | | | | | 3.28 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | -1.69 | % | | | | | | | 3.33 | % | | | | | | | N/A | | | | | | | | 3.44 | % | | | |
| |
Bloomberg Barclays U.S. Treasury
Inflation Notes: 1-10 Year Index (reflects no deduction for fees, expenses, or taxes) |
| | | | | 8.39 | % | | | | | | | 4.13 | % | | | | | | | N/A | | | | | | | | 2.43 | % | | | |
| |
Consumer Price Index (reflects no
deduction for fees, expenses, or taxes) |
| | | | | 1.27 | % | | | | | | | 1.93 | % | | | | | | | N/A | | | | | | | | 1.62 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 2011) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO IMPLEMENTATION FUND
|
|
|
Management fee
|
| | | | 0.00% | | |
|
Other expenses
|
| | | | 0.22%1 | | |
|
Total annual fund operating expenses
|
| | | | 0.22% | | |
|
Expense reimbursement
|
| | | | (0.06%)2 | | |
|
Total annual fund operating expenses after expense reimbursement
|
| | | | 0.16% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
GMO Implementation Fund | | | | $ | 16 | | | | | | $ | 65 | | | | | | $ | 118 | | | | | | $ | 274 | | | |
|
GMO IMPLEMENTATION FUND
|
|
|
GMO IMPLEMENTATION FUND
|
|
|
GMO IMPLEMENTATION FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 3/1/12 | | | | |
| |
Return Before Taxes
|
| | | | | -7.25 | % | | | | | | | 3.22 | % | | | | | | | N/A | | | | | | | | 4.27 | % | | | |
| |
Return After Taxes on Distributions1
|
| | | | | -7.64 | % | | | | | | | 2.30 | % | | | | | | | N/A | | | | | | | | 3.74 | % | | | |
| |
Return After Taxes on Distributions
and Sale of Fund Shares1 |
| | | | | -3.85 | % | | | | | | | 2.31 | % | | | | | | | N/A | | | | | | | | 3.27 | % | | | |
| |
Bloomberg Barclays U.S. Treasury
Inflation Notes: 1-10 Year Index (reflects no deduction for fees, expenses, or taxes) |
| | | | | 8.39 | % | | | | | | | 4.13 | % | | | | | | | N/A | | | | | | | | 2.07 | % | | | |
| |
Consumer Price Index (reflects no
deduction for fees, expenses, or taxes) |
| | | | | 1.27 | % | | | | | | | 1.93 | % | | | | | | | N/A | | | | | | | | 1.55 | % | | | |
|
GMO IMPLEMENTATION FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 2012) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND
|
|
| | |
Class III
|
| |||
Management fee
|
| | | | 0.00%1 | | |
Other expenses
|
| | | | 0.15%2 | | |
Acquired fund fees and expenses (underlying fund expenses)
|
| | | | 0.42%3 | | |
Total annual fund operating expenses
|
| | | | 0.57% | | |
Expense reimbursement
|
| | | | (0.07%)4 | | |
Total annual fund operating expenses after expense reimbursement (Fund and underlying fund expenses)
|
| | | | 0.50% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
Class III | | | | $ | 51 | | | | | | $ | 176 | | | | | | $ | 311 | | | | | | $ | 707 | | | |
|
GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND
|
|
|
GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND
|
|
|
GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | Class III | | | | | | | | | | | | | | | | | | | | | | | | | | | |
5/31/05
|
| | ||||
| |
Return Before Taxes
|
| | | | | 4.82 | % | | | | | | | 7.77 | % | | | | | | | 6.90 | % | | | | | | | 6.83 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 3.55 | % | | | | | | | 6.45 | % | | | | | | | 5.25 | % | | | | | | | 5.19 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 3.37 | % | | | | | | | 5.89 | % | | | | | | | 5.20 | % | | | | | | | 5.16 | % | | | |
| |
MSCI World Index1 (returns reflect no
deduction for fees or expenses, but are net of withholding tax on dividend reinvestments) |
| | | | | 15.90 | % | | | | | | | 12.19 | % | | | | | | | 9.87 | % | | | | | | | 7.78 | % | | | |
| |
Bloomberg Barclays U.S. Aggregate
Index (reflects no deduction for fees, expenses, or taxes) |
| | | | | 7.51 | % | | | | | | | 4.43 | % | | | | | | | 3.84 | % | | | | | | | 4.35 | % | | | |
| |
GMO Strategic Opportunities Allocation
Index2 (Fund benchmark) |
| | | | | 14.41 | % | | | | | | | 10.45 | % | | | | | | | 8.54 | % | | | | | | | 7.17 | % | | | |
|
GMO STRATEGIC OPPORTUNITIES ALLOCATION FUND
|
|
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Asset Allocation | | | Ben Inker (since the Fund’s inception in 2005) | | | Head, Asset Allocation Team, GMO. | |
Asset Allocation | | | John Thorndike (since 2019) | | | Portfolio Manager, Asset Allocation Team, GMO. | |
|
GMO U.S. TREASURY FUND
|
|
| | | | | | | |
Management fee
|
| | | | 0.08%1 | | |
Other expenses
|
| | | | 0.03% | | |
Total annual fund operating expenses
|
| | | | 0.11% | | |
Expense reimbursement/waiver
|
| | | | (0.03%)1 | | |
Total annual fund operating expenses after expense reimbursement/waiver
|
| | | | 0.08% | | |
| | |
1 Year
|
| |
3 Years
|
| |
5 Years
|
| |
10 Years
|
| ||||||||||||||||
GMO U.S. Treasury Fund | | | | $ | 8 | | | | | | $ | 32 | | | | | | $ | 59 | | | | | | $ | 138 | | | |
|
GMO U.S. TREASURY FUND
|
|
|
GMO U.S. TREASURY FUND
|
|
| | | | | |
1 Year
|
| | |
5 Years
|
| | |
10 Years
|
| | |
Incept.
|
| | ||||||||||||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3/17/09
|
| | ||||
| |
Return Before Taxes
|
| | | | | 1.29 | % | | | | | | | 1.36 | % | | | | | | | 0.73 | % | | | | | | | 0.65 | % | | | |
| |
Return After Taxes on Distributions
|
| | | | | 1.09 | % | | | | | | | 0.86 | % | | | | | | | 0.45 | % | | | | | | | 0.41 | % | | | |
| |
Return After Taxes on Distributions and
Sale of Fund Shares |
| | | | | 0.76 | % | | | | | | | 0.82 | % | | | | | | | 0.44 | % | | | | | | | 0.39 | % | | | |
| |
FTSE 3-Month Treasury Bill Index
(reflects no deduction for fees, expenses, or taxes) |
| | | | | 0.58 | % | | | | | | | 1.16 | % | | | | | | | 0.60 | % | | | | | | | 0.53 | % | | | |
Investment Team
|
| |
Senior Member (Length of Service with Fund)
|
| |
Title
|
|
Short Duration Strategies | | | Tracey Keenan (since 2017) | | | Portfolio Manager, Short Duration Strategies Team, GMO. | |
| | | | | | | | | |
Minimum Total
Fund Investment |
| | |
Minimum Total
GMO Investment |
| |
| |
Class II Shares
|
| | | All Funds Offering Class II Shares | | | |
N/A
|
| | |
$5 million
|
| |
| |
Class III Shares
|
| | |
International Equity Fund
|
| | |
N/A
|
| | |
$35 million
|
| |
| Alternative Allocation Fund Emerging Markets Fund Emerging Markets ex-China Fund Emerging Domestic Opportunities Fund |
| | |
$50 million
|
| | |
N/A
|
| | |||||
| All Other Funds Offering Class III Shares | | | |
N/A
|
| | |
$5 million
|
| | |||||
| |
Class IV Shares
|
| | | All Funds Offering Class IV Shares | | | |
$125 million
|
| | |
$250 million
|
| |
| |
Class V Shares
|
| | | All Funds Offering Class V Shares | | | |
$250 million
|
| | |
$500 million
|
| |
| |
Class VI Shares
|
| | | All Funds Offering Class VI Shares | | | |
$300 million
|
| | |
$750 million
|
| |
| | | | | | | | | |
Minimum Total
Fund Investment |
| | |
Minimum Total
GMO Investment |
| |
| | | | | |
Implementation Fund
U.S. Treasury Fund |
| | |
N/A
|
| | |
$5 million
|
| |
| | | | | |
Multi-
Asset Class Funds |
| | |
Equity Funds
|
| | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
Global Equity Funds
|
| | |
International Equity Funds
|
| | |
U.S.
Equity Funds |
| | |
Emerging
Equity Funds |
| | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | |
Benchmark-Free Allocation Fund
|
| | |
Global Asset Allocation Fund
|
| | |
Global Equity Allocation Fund
|
| | |
Global Developed Equity Allocation Fund
|
| | |
Quality Fund
|
| | |
Climate Change Fund
|
| | |
Resources Fund
|
| | |
Quality Cyclicals Fund
|
| | |
International Equity Allocation Fund
|
| | |
International Developed Equity Allocation Fund
|
| | |
International Equity Fund
|
| | |
Tax-Managed International Equities Fund
|
| | |
Japan Value Creation Fund
|
| | |
U.S. Equity Fund
|
| | |
U.S. Small Cap Value Fund
|
| | |
Emerging Markets Fund
|
| | |
Emerging Markets ex-China Fund
|
| | |
Emerging Domestic Opportunities Fund
|
| |
| | Commodities Risk | | | |
•
|
| | |
•
|
| | | | | | | | | | | | | | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Counterparty Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
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•
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•
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•
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•
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•
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•
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•
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| | |
•
|
| | |
•
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•
|
| | |
•
|
| | |
•
|
| |
| | Credit Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
•
|
| |
| | Currency Risk | | | |
•
|
| | |
•
|
| | |
•
|
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•
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| | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
|
| | | | | | | | | | |
•
|
| | |
•
|
| | |
•
|
| |
| | Derivatives and Short Sales Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
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•
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•
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•
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•
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•
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•
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•
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•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| |
| | Event-Driven Risk | | | |
•
|
| | | | | | | | | | | | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Focused Investment Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
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•
|
| | |
•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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| | |
•
|
| | |
•
|
| | |
•
|
| |
| | Fund of Funds Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | | | | | |
•
|
| | |
•
|
| | |
•
|
| |
| | Futures Contracts Risk | | | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Illiquidity Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
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•
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•
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•
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•
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•
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•
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•
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•
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| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| |
| | Large Shareholder Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
|
| | |
•
|
| | |
•
|
| | | | | |
| | Leveraging Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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| | |
•
|
| | |
•
|
| | |
•
|
| |
| | Management and Operational Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
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•
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•
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•
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•
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•
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•
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•
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•
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•
|
| | |
•
|
| | |
•
|
| | |
•
|
| |
| | Market Disruption and Geopolitical Risk | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
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•
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•
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•
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•
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•
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•
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•
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•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| |
| | Market Risk – Asset-Backed Securities | | | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Market Risk – Equities | | | |
•
|
| | |
•
|
| | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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| | |
•
|
| | |
•
|
| |
| | Market Risk – Fixed Income | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | |
•
|
| | |
•
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
•
|
| |
| | Non-Diversified Funds | | | |
•
|
| | |
•
|
| | |
•
|
| | |
•
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| | |
•
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| | | | | | | | | | |
•
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•
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•
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•
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•
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•
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| | Non-U.S. Investment Risk | | | |
•
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•
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•
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•
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•
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•
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•
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•
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| | Smaller Company Risk | | | |
•
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•
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•
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•
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| | | | | |
Fixed Income Funds |
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Alternative Funds
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Implementation Funds
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High Yield Fund
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Multi-Sector Fixed Income Fund
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Emerging Country Debt Fund
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Emerging Country Debt Shares Fund
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Opportunistic Income Fund
|
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Alternative Allocation Fund
|
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SGM Major Markets Fund
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Asset Allocation Bond Fund
|
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Benchmark-Free Fund
|
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Implementation Fund
|
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Strategic Opportunities Allocation Fund
|
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U.S. Treasury Fund
|
| |
| | Commodities Risk | | | | | | | | | | | | | | | | | | | | | | | |
•
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•
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•
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•
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•
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•
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| | Counterparty Risk | | | |
•
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•
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•
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•
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•
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•
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•
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•
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| | Credit Risk | | | |
•
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•
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| | Currency Risk | | | |
•
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•
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•
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| | Derivatives and Short Sales Risk | | | |
•
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•
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•
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•
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•
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•
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•
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| | Event-Driven Risk | | | | | | | | | | | | | | | | | | | | | | | |
•
|
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•
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•
|
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| | Focused Investment Risk | | | |
•
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•
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•
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•
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•
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•
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•
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| | Fund of Funds Risk | | | |
•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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| | Futures Contracts Risk | | | |
•
|
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•
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•
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•
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•
|
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•
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•
|
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| | Illiquidity Risk | | | |
•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
|
| | | | | |
| | Large Shareholder Risk | | | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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| | Leveraging Risk | | | |
•
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•
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•
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•
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•
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•
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•
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•
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•
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•
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| | Management and Operational Risk | | | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
|
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| | Market Disruption and Geopolitical Risk | | | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
|
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| | Market Risk – Asset-Backed Securities | | | | | | | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
|
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| | Market Risk – Equities | | | | | | | | | | | | | | | | | | | |
•
|
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•
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•
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•
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•
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•
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•
|
| | | | | |
| | Market Risk – Fixed Income | | | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
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•
|
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| | Non-Diversified Funds | | | |
•
|
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•
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•
|
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•
|
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•
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•
|
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| | Non-U.S. Investment Risk | | | |
•
|
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•
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•
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•
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•
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•
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•
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•
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•
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•
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•
|
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| | Smaller Company Risk | | | | | | | |
•
|
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•
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•
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•
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| | | | | |
Fund
|
| |
% of
Average Net Assets |
| |||
Benchmark-Free Allocation Fund | | | | | 0.55% | | |
Global Asset Allocation Fund | | | | | 0.00%* | | |
Global Equity Allocation Fund | | | | | 0.00%* | | |
Global Developed Equity Allocation Fund | | | | | 0.00%* | | |
Quality Fund | | | | | 0.31% | | |
Climate Change Fund | | | | | 0.48% | | |
Resources Fund | | | | | 0.50% | | |
International Equity Allocation Fund | | | | | 0.00%* | | |
International Developed Equity Allocation Fund | | | | | 0.00%* | | |
International Equity Fund | | | | | 0.47% | | |
Tax-Managed International Equities Fund | | | | | 0.00% | | |
U.S. Equity Fund | | | | | 0.27% | | |
U.S. Small Cap Value Fund | | | | | 0.31% | | |
Fund
|
| |
% of
Average Net Assets |
| |||
Emerging Markets Fund | | | | | 0.64% | | |
Emerging Domestic Opportunities Fund | | | | | 0.73% | | |
High Yield Fund | | | | | 0.35% | | |
Multi-Sector Fixed Income Fund | | | | | 0.07% | | |
Emerging Country Debt Fund | | | | | 0.35% | | |
Opportunistic Income Fund | | | | | 0.35% | | |
Alternative Allocation Fund | | | | | 0.58% | | |
SGM Major Markets Fund | | | | | 0.78% | | |
Asset Allocation Bond Fund | | | | | 0.17% | | |
Benchmark-Free Fund | | | | | 0.00%* | | |
Strategic Opportunities Allocation Fund | | | | | 0.00%* | | |
U.S. Treasury Fund | | | | | 0.05% | | |
| |
Investment Team
|
| | |
Primary Responsibilities
|
| |
| | Asset Allocation | | | |
Asset Allocation Funds, Alternative Allocation Fund, Implementation Fund, and Asset Allocation
Bond Fund
|
| |
| | Developed Rates and FX | | | | Multi-Sector Fixed Income Fund | | |
| | Emerging Country Debt | | | | Emerging Country Debt Fund and Emerging Country Debt Shares Fund | | |
| | Emerging Markets Equity | | | | Emerging Markets Fund, Emerging Markets ex-China Fund and Emerging Domestic Opportunities Fund | | |
| | Focused Equity | | | | Quality Fund, Climate Change Fund, Resources Fund and Quality Cyclicals Fund | | |
| | Global Equity | | | | International Equity Fund, Tax-Managed International Equities Fund, U.S. Equity Fund and U.S. Small Cap Value Fund | | |
| | Short Duration Strategies | | | | U.S. Treasury Fund | | |
| | Structured Products | | | | High Yield Fund and Opportunistic Income Fund | | |
| | Systematic Global Macro | | | | SGM Major Markets Fund | | |
| | Usonian Japan Equity Team | | | | Japan Value Creation Fund | | |
| |
Funds
|
| | |
Senior Member
|
| | |
Title; Business Experience During Past 5 Years
|
| |
| |
Asset Allocation Funds1, Implementation Fund1, and Asset Allocation Bond Fund
|
| | |
Ben Inker
|
| | |
Head, Asset Allocation Team, GMO. Mr. Inker has been responsible for overseeing the portfolio management of GMO’s asset allocation portfolios since 1996.
|
| |
| John Thorndike | | | | Portfolio Manager, Asset Allocation Team, GMO. Mr. Thorndike has been responsible for overseeing the portfolio management of asset allocation portfolios since 2015. |
| |
| |
Funds
|
| | |
Senior Member
|
| | |
Title; Business Experience During Past 5 Years
|
| |
| |
Alternative Allocation Fund1
|
| | |
Ben Inker
|
| | |
See above.
|
| |
| John Thorndike | | | | See above. | | | |||||
| B.J. Brannan | | | | Portfolio Manager, Asset Allocation Team, GMO. Mr. Brannan has been responsible for overseeing the portfolio management of Alternative Allocation Fund since 2019. | | | |||||
| Matt Kadnar | | | | Portfolio Manager, Asset Allocation Team, GMO. Mr. Kadnar has been responsible for overseeing the portfolio management of Alternative Allocation Fund since 2019. | | | |||||
| |
Multi-Sector Fixed Income Fund
|
| | |
Jason Hotra
|
| | |
Head, Developed Rates and FX Team, and co-Head, Multi-Sector Fixed Income Strategy, GMO. Mr. Hotra has been responsible for providing portfolio management services to GMO’s developed rates and FX portfolios
since June 2015. Previously, Mr. Hotra was a portfolio manager at Convexity Capital Management. |
| |
| Riti Samanta | | | | Portfolio Manager; Head, Systematic Credit, and co-Head, Multi-Sector Fixed Income Strategy, GMO. Dr. Samanta has been responsible for providing portfolio management services to GMO’s systematic credit and multi-sector fixed income portfolios since November 2018. Prior to joining GMO in 2018, she was the global head of systematic fixed income and a senior portfolio manager at State Street Global Advisors. | | | |||||
| | Opportunistic Income Fund and High Yield Fund | | | | Joe Auth | | | | Head, Structured Products Team, GMO. Mr. Auth has been responsible for providing portfolio management services to GMO’s structured credit portfolios since 2014 and high yield credit portfolios since 2017. Previously, Mr. Auth was a portfolio manager at Harvard Management Company. | | |
| | International Equity Fund, Tax-Managed International Equities Fund, U.S. Equity Fund, and U.S. Small Cap Value Fund | | | | Simon Harris | | | | Head, Global Equity Team, GMO. Mr. Harris has been responsible for providing portfolio management and research services to GMO’s global equity portfolios since 1989. This includes his prior experience as head of GMO’s UK Equity Team and as co-CEO of GMO UK Ltd. |
| |
| | Emerging Country Debt Fund and Emerging Country Debt Shares Fund | | | | Tina Vandersteel | | | | Head, Emerging Country Debt Team, GMO. Ms. Vandersteel has been in this role since October 2015. Ms. Vandersteel has been responsible for providing research and portfolio management services for this and other emerging country debt portfolios at GMO since 2004. |
| |
| |
Funds
|
| | |
Senior Member
|
| | |
Title; Business Experience During Past 5 Years
|
| |
| |
Emerging Domestic Opportunities Fund
|
| | |
Amit Bhartia
|
| | |
Portfolio Manager, Emerging Markets Equity Team, GMO Singapore. Mr. Bhartia has been responsible for providing portfolio management and research services to this and GMO’s other emerging markets equity portfolios since 1995 and has overseen the portfolio management of GMO’s emerging domestic opportunity equity portfolios since 2011.
|
| |
| Arjun Divecha | | | | Head, Emerging Markets Equity Team, GMO. Mr. Divecha has been responsible for overseeing the portfolio management of GMO’s emerging markets equity portfolios since 1993. |
| | |||||
| |
Emerging Markets Fund and Emerging Markets ex-China Fund
|
| | |
Warren Chiang
|
| | |
Portfolio Manager, Emerging Markets Equity Team, GMO. Mr. Chiang has been responsible for overseeing the portfolio management of these emerging markets
equity portfolios since June 2015. Previously, Mr. Chiang was Managing Director, Head of Active Equity Strategies at Mellon Capital Management. |
| |
| Amit Bhartia | | | | See above. | | | |||||
| Arjun Divecha | | | | See above. | | | |||||
| |
Quality Fund and Quality Cyclicals Fund
|
| | |
Thomas Hancock
|
| | |
Head, Focused Equity Team, GMO. Dr. Hancock was responsible for overseeing the portfolio management of GMO’s international developed market and global equity portfolios beginning in 1998 and was Co-Head of the Global Equity Team from 2009 to September 2015.
|
| |
| Ty Cobb | | | | Portfolio Manager, Focused Equity Team, GMO. Mr. Cobb has been responsible for providing portfolio management and research services for global equity portfolios at GMO since 2003. |
| | |||||
| Anthony Hene | | | | Portfolio Manager, Focused Equity Team, GMO. Mr. Hene has been in this role since September 2015. Mr. Hene has been responsible for providing portfolio management and research services for this and other global equity portfolios at GMO since 1995. |
| | |||||
| |
Climate Change Fund and Resources Fund
|
| | |
Lucas White
|
| | |
Portfolio Manager, Focused Equity Team, GMO.
Mr. White has been responsible for providing portfolio management and research services for this and GMO’s other Focused Equity portfolios since September 2015. Mr. White previously served in other capacities at GMO, including providing portfolio management for the GMO Quality Strategy, since joining GMO in 2006. |
| |
| Thomas Hancock | | | | See above. | | | |||||
| | SGM Major Markets Fund | | | | Jason Halliwell | | | | Head, Systematic Global Macro Team, GMO. Mr. Halliwell has been responsible for overseeing the portfolio management of GMO’s systematic global macro portfolios since 1999. |
| |
| |
Funds
|
| | |
Senior Member
|
| | |
Title; Business Experience During Past 5 Years
|
| |
| | Usonian Japan Equity Team | | | | Drew Edwards | | | | Head, Usonian Japan Equity Team, GMO. Mr. Edwards joined GMO in August, 2020. Prior to joining GMO, Mr. Edwards was the Chief Executive Officer, Chief Investment Officer and Portfolio Manager for Usonian Investments LLC. Prior to founding Usonian Investments LLC in August 2017, Mr. Edwards was Portfolio Manager at Advisory Research, Inc. | | |
| | U.S. Treasury Fund | | | | Tracey Keenan | | | | Portfolio Manager, Short Duration Strategies Team and Fixed Income Trading Team Lead, GMO. Ms. Keenan has been responsible for overseeing the portfolio management of GMO’s short duration strategies since 2017. Ms. Keenan has been a member of the Fixed Income Trading Team since joining GMO in 2002. |
| |
|
By U.S. Postal Service:
|
| |
By Overnight Courier:
|
|
|
State Street Bank and Trust Company
|
| |
State Street Bank and Trust Company
|
|
|
Attn: GMO Transfer Agent
|
| |
Attn: GMO Transfer Agent
|
|
|
Box 5493
|
| |
1 Heritage Drive
|
|
|
Boston, Massachusetts 02206
|
| |
North Quincy, Massachusetts 02171
|
|
| | | | | | | | | |
Minimum Total
Fund Investment |
| | |
Minimum Total GMO
Investment1 |
| | |
Shareholder
Service Fee (as a % of average daily net assets) |
| | ||||
| |
Class II Shares
|
| | | All Funds Offering Class II Shares | | | |
N/A
|
| | |
$5 million
|
| | | | | 0.22 | % | | | |
| |
Class III Shares
|
| | |
Global Asset Allocation Fund
Global Equity Allocation Fund Global Developed Equity Allocation Fund International Equity Allocation Fund International Developed Equity Allocation Fund Benchmark-Free Fund Strategic Opportunities Allocation Fund |
| | |
N/A
|
| | |
$5 million
|
| | | | | 0.00 | %2 | | | |
| International Equity Fund | | | |
N/A
|
| | |
$35 million
|
| | | | | 0.15 | % | | | | |||||
| Alternative Allocation Fund Emerging Markets Fund Emerging Markets ex-China Fund Emerging Domestic Opportunities Fund |
| | |
$50 million
|
| | |
N/A
|
| | | | | 0.15 | % | | | | |||||
| All Other Funds Offering Class III Shares | | | |
N/A
|
| | |
$5 million
|
| | | | | 0.15 | % | | | | |||||
| |
Class IV Shares
|
| | | Benchmark-Free Allocation Fund Climate Change Fund Japan Value Creation Fund Resources Fund U.S. Equity Fund U.S. Small Cap Value Fund High Yield Fund Multi-Sector Fixed Income Fund Emerging Country Debt Fund SGM Major Markets Fund |
| | |
$125 million
|
| | |
$250 million
|
| | | | | 0.10 | % | | | |
| | | | | | International Equity Fund | | | |
$125 million
|
| | |
$250 million
|
| | | | | 0.09 | % | | | |
| | | | | | Alternative Allocation Fund Quality Fund Quality Cyclicals Fund Emerging Markets Fund Emerging Markets ex-China Fund Emerging Domestic Opportunities Fund |
| | |
$125 million
|
| | |
$250 million
|
| | | | | 0.105 | % | | | |
| |
Class V Shares
|
| | | All Funds Offering Class V Shares | | | |
$250 million
|
| | |
$500 million
|
| | | | | 0.085 | % | | | |
| |
Class VI Shares
|
| | | All Funds Offering Class VI Shares | | | |
$300 million
|
| | |
$750 million
|
| | | | | 0.055 | % | | | |
| | | | | | | | | |
Minimum Total
Fund Investment |
| | |
Minimum Total GMO
Investment1 |
| | |
Shareholder
Service Fee (as a % of average daily net assets) |
| | ||||
| | | | | |
Implementation Fund
U.S. Treasury Fund |
| | |
N/A
|
| | |
$5 million
|
| | | | | N/A | | | | |
| |
Benchmark/Comparative Index
|
| | |
Description
|
| |
| | Bloomberg Barclays U.S. Aggregate Index | | | | The Bloomberg Barclays U.S. Aggregate Index is an independently maintained and widely published index comprised of U.S. fixed rate debt issues having a maturity of at least one year and rated investment grade or higher. | | |
| | Bloomberg Barclays U.S. Securitized Index | | | | The Bloomberg Barclays U.S. Securitized Index is comprised of the securitized credit portion of the Bloomberg Barclays U.S. Aggregate Index. | | |
| | Bloomberg Barclays U.S. Treasury Inflation Notes: 1-10 Year Index | | | |
The Bloomberg Barclays U.S. Treasury Inflation Notes: 1-10 Year Index is an independently maintained and widely published index comprised of
inflation-protected securities issued by the U.S. Treasury (TIPS) having a maturity of at least one year and less than ten years.
|
| |
| | Consumer Price Index | | | | The Consumer Price Index for All Urban Consumers U.S. All Items is published monthly by the U.S. government as an indicator of changes in price levels (or inflation) paid by urban consumers for a representative basket of goods and services. | | |
| | FTSE 3-Month Treasury Bill Index | | | | The FTSE 3-Month Treasury Bill Index is an independently maintained and widely published index comprised of short-term U.S. Treasury bills. | | |
| | FTSE 3-Month Treasury Bill Index +++ | | | |
The FTSE 3-Month Treasury Bill Index +++ is an internally maintained benchmark computed by GMO, comprised of 50% Bloomberg Commodity Total Return Index and 50% J.P. Morgan 3 Month Cash Index through
10/03/2011 and FTSE 3-Month Treasury Bill Index thereafter.
|
| |
| | GMO Global Asset Allocation Index | | | |
The GMO Global Asset Allocation Index is an internally maintained composite benchmark computed by GMO, comprised of (i) the MSCI ACWI (All Country World Index) (MSCI Standard Index Series, net of withholding tax) through 6/30/2002, (ii) 48.75% S&P 500 Index, 16.25% MSCI ACWI ex USA (MSCI Standard Index Series, net of withholding tax), and 35% Barclays U.S. Aggregate Index from 6/30/2002 through 3/31/2007, and (iii) 65% MSCI ACWI (All Country World Index) (MSCI Standard Index Series, net of
withholding tax) and 35% Barclays U.S. Aggregate Index thereafter. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. S&P does not guarantee the accuracy, adequacy, completeness or availability of any data or information and is not responsible for any errors or omissions from the use of such data or information. Reproduction of the data or information in any form is prohibited except with the prior written permission
of S&P or its third-party licensors.
|
| |
| | GMO Strategic Opportunities Allocation Index | | | | The GMO Strategic Opportunities Allocation Index is an internally maintained composite benchmark computed by GMO, comprised of 75% MSCI World Index (MSCI Standard Index Series, net of withholding tax) and 25% Bloomberg Barclays U.S. Aggregate Index. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. | | |
| | J.P. Morgan EMBI Global | | | |
The J.P. Morgan EMBI (Emerging Markets Bond Index) Global is an independently maintained and widely published index comprised of U.S.
dollar-denominated Eurobonds, traded loans, and legacy Brady bonds issued by sovereign and quasi-sovereign entities.
|
| |
| | J.P. Morgan EMBI Global Diversified | | | | The J.P. Morgan EMBI (Emerging Markets Bond Index) Global Diversified is a uniquely weighted version of the J.P. Morgan EMBI Global that limits the weights of those index countries with larger debt stocks by only including specified portions of these countries’ eligible current face amounts of debt outstanding. | | |
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Benchmark/Comparative Index
|
| | |
Description
|
| |
| | J.P. Morgan EMBI Global Diversified + | | | | The J.P. Morgan EMBI (Emerging Markets Bond Index) Global Diversified + is an internally maintained composite benchmark computed by GMO, comprised of (i) the J.P. Morgan EMBI through 8/31/1995, (ii) the J.P. Morgan EMBI Plus through 12/31/1999, (iii) the J.P. Morgan EMBI Global through 2/29/20 and (iv) the J.P. Morgan EMBI Global Diversified thereafter. | | |
| | Markit iBoxx USD Liquid High Yield Index | | | | The Markit iBoxx USD Liquid High Yield Index consists of liquid USD high yield bonds, selected to provide a balanced representation of the broad USD high yield corporate bond universe. | | |
| | MSCI ACWI | | | | The MSCI ACWI (All Country World Index) (MSCI Standard Index Series, net of withholding tax) is an independently maintained and widely published index comprised of global developed and emerging markets. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. | | |
| | MSCI ACWI + | | | | The MSCI ACWI (All Country World Index) + is an internally maintained composite benchmark computed by GMO, comprised of (i) the GMO Global Equity Index, an internally maintained composite benchmark computed by GMO, comprised of 75% S&P 500 Index and 25% MSCI ACWI ex USA (MSCI Standard Index Series, net of withholding tax) through 5/31/2008 and (ii) the MSCI ACWI (MSCI Standard Index Series, net of withholding tax) thereafter. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. S&P does not guarantee the accuracy, adequacy, completeness or availability of any data or information and is not responsible for any errors or omissions from the use of such data or information. Reproduction of the data or information in any form is prohibited except with the prior written permission of S&P or its third-party licensors. | | |
| | MSCI ACWI Commodity Producers Index | | | |
The MSCI ACWI (All Country World Index) Commodity Producers Index (MSCI Standard Index Series, net of withholding tax) is an independently maintained and widely published index comprised of listed large and
mid-capitalization commodity producers within the global developed and emerging markets. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.
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| |
| | MSCI ACWI ex USA | | | | The MSCI ACWI (All Country World Index) ex USA (MSCI Standard Index Series, net of withholding tax) is an independently maintained and widely published index comprised of international (excluding U.S. and including emerging) large and mid-capitalization stocks. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. | | |
| | MSCI EAFE Index | | | |
The MSCI EAFE (Europe, Australasia, and Far East) Index (MSCI Standard Index Series, net of withholding tax) is an independently maintained and widely published index comprised of international large and mid-capitalization
stocks. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.
|
| |
| | MSCI EAFE Index (after tax) | | | |
The MSCI EAFE (Europe, Australasia, and Far East) Index (after tax) is an internally maintained benchmark computed by GMO by adjusting the return of the MSCI EAFE Index (MSCI Standard Index Series, net of withholding tax) by its tax cost. GMO estimates the MSCI EAFE Index’s tax cost by applying the maximum historical individual U.S. federal tax rate to the MSCI EAFE Index’s dividend yield and to its estimated short-term and long-term realized capital gains (losses) (arising from changes in the constituents of the MSCI
EAFE Index). MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.
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Benchmark/Comparative Index
|
| | |
Description
|
| |
| | MSCI Emerging Markets Index | | | | The MSCI Emerging Markets Index (MSCI Standard Index Series, net of withholding tax) is an independently maintained and widely published index comprised of global emerging markets large and mid-capitalization stocks. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. | | |
| | MSCI Emerging Markets ex-China Index | | | | The MSCI Emerging Markets ex-China Index (MSCI Standard Index Series, net of withholding tax) is an independently maintained and widely published index comprised of global emerging markets (excluding China) large and mid-capitalization stocks. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. | | |
| | MSCI World Index | | | |
The MSCI World Index (MSCI Standard Index Series, net of withholding tax) is an independently maintained and widely published index comprised of global developed markets. MSCI data may not be reproduced or used for any
other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.
|
| |
| | Russell 3000 Index | | | | The Russell 3000 Index is a market capitalization weighted equity index maintained by the FTSE Russell that provides exposure to the entire U.S. stock market. The index tracks the performance of the 3,000 largest U.S.-traded stocks which represent about 98% of all U.S incorporated equity securities. | | |
| | S&P 500 Index | | | | The S&P 500 Index is an independently maintained and widely published index comprised of U.S. large capitalization stocks. S&P does not guarantee the accuracy, adequacy, completeness or availability of any data or information and is not responsible for any errors or omissions from the use of such data or information. Reproduction of the data or information in any form is prohibited except with the prior written permission of S&P or its third-party licensors. | | |
| | S&P SmallCap 600 Value Index | | | | The S&P SmallCap 600 Value Index is an independently maintained and widely published index comprised of value stocks within the S&P SmallCap 600 index. The S&P SmallCap 600 seeks to measure the small-cap segment of the U.S. equity market. Value stocks are measured using three factors: the ratios of book value, earnings, and sales to price. S&P does not guarantee the accuracy, adequacy, completeness or availability of any data or information and is not responsible for any errors or omissions from the use of such data or information. Reproduction of the data or information in any form is prohibited except with the prior written permission of S&P or its third-party licensors. | | |
| | S&P Composite 1500 Index | | | |
The S&P Composite 1500 Index is an independently maintained and widely published index covering approximately 90% of the market capitalization of U.S. stocks. S&P does not guarantee the accuracy, adequacy, completeness or availability of any data or information and is not responsible for any errors or omissions from the use of such data or information. Reproduction of the data or information in any form is prohibited except with the prior written permission
of S&P or its third-party licensors.
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BENCHMARK-FREE ALLOCATION FUND
|
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| | |
Class III Shares
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Class IV Shares
|
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Year Ended February 28/29,
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Year Ended February 28/29,
|
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| | |
2021
|
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2020
|
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2019
|
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2018
|
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2017
|
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2021
|
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2020
|
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2019
|
| |
2018
|
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2017
|
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Net asset value, beginning of
period |
| | | $ | 25.53 | | | | | $ | 26.36 | | | | | $ | 27.76 | | | | | $ | 25.78 | | | | | $ | 23.46 | | | | | $ | 25.53 | | | | | $ | 26.35 | | | | | $ | 27.75 | | | | | $ | 25.78 | | | | | $ | 23.46 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.40 | | | | | | 0.83 | | | | | | 0.82 | | | | | | 0.52 | | | | | | 0.37 | | | | | | 0.43 | | | | | | 0.83 | | | | | | 0.88 | | | | | | 0.58 | | | | | | 0.40 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.98 | | | | | | (0.75) | | | | | | (1.30) | | | | | | 2.12 | | | | | | 2.35 | | | | | | 0.96 | | | | | | (0.73) | | | | | | (1.35) | | | | | | 2.06 | | | | | | 2.33 | | |
Total from investment operations
|
| | | | 1.38 | | | | | | 0.08 | | | | | | (0.48) | | | | | | 2.64 | | | | | | 2.72 | | | | | | 1.39 | | | | | | 0.10 | | | | | | (0.47) | | | | | | 2.64 | | | | | | 2.73 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.78) | | | | | | (0.90) | | | | | | (0.90) | | | | | | (0.66) | | | | | | (0.40) | | | | | | (0.80) | | | | | | (0.91) | | | | | | (0.91) | | | | | | (0.67) | | | | | | (0.41) | | |
From net realized gains
|
| | | | (0.16) | | | | | | (0.01) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | (0.16) | | | | | | (0.01) | | | | | | (0.02) | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (0.94) | | | | | | (0.91) | | | | | | (0.92) | | | | | | (0.66) | | | | | | (0.40) | | | | | | (0.96) | | | | | | (0.92) | | | | | | (0.93) | | | | | | (0.67) | | | | | | (0.41) | | |
Net asset value, end of period
|
| | | $ | 25.97 | | | | | $ | 25.53 | | | | | $ | 26.36 | | | | | $ | 27.76 | | | | | $ | 25.78 | | | | | $ | 25.96 | | | | | $ | 25.53 | | | | | $ | 26.35 | | | | | $ | 27.75 | | | | | $ | 25.78 | | |
Total Return(b)
|
| | | | 5.60% | | | | | | 0.11% | | | | | | (1.55)% | | | | | | 10.28% | | | | | | 11.66% | | | | | | 5.61% | | | | | | 0.21% | | | | | | (1.50)% | | | | | | 10.30% | | | | | | 11.71% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 2,227,712 | | | | | $ | 3,785,568 | | | | | $ | 4,642,211 | | | | | $ | 5,162,084 | | | | | $ | 5,248,863 | | | | | $ | 1,965,528 | | | | | $ | 2,085,324 | | | | | $ | 2,737,619 | | | | | $ | 2,756,005 | | | | | $ | 2,663,418 | | |
Net operating expenses to average
daily net assets(c) |
| | | | 0.70% | | | | | | 0.66% | | | | | | 0.65% | | | | | | 0.65% | | | | | | 0.65% | | | | | | 0.66% | | | | | | 0.61% | | | | | | 0.60% | | | | | | 0.60% | | | | | | 0.60% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.59% | | | | | | 3.12% | | | | | | 3.07% | | | | | | 1.93% | | | | | | 1.46% | | | | | | 1.73% | | | | | | 3.12% | | | | | | 3.29% | | | | | | 2.13% | | | | | | 1.61% | | |
Portfolio turnover rate
|
| | | | 20% | | | | | | 10% | | | | | | 18% | | | | | | 9% | | | | | | 7% | | | | | | 20% | | | | | | 10% | | | | | | 18% | | | | | | 9% | | | | | | 7% | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:(e)
|
| | | | 0.11% | | | | | | 0.15% | | | | | | 0.15% | | | | | | 0.16% | | | | | | 0.15% | | | | | | 0.10% | | | | | | 0.15% | | | | | | 0.15% | | | | | | 0.16% | | | | | | 0.15% | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(e) | | | | | $ | 0.01 | | | | | $ | 0.02 | | | | | $ | — | | | | | $ | — | | | | | $ | 0.00(e) | | | | | $ | 0.01 | | | | | $ | 0.02 | | |
BENCHMARK-FREE ALLOCATION FUND (CONT’D)
|
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| | |
Class MF Shares
|
| |
Class R6
Shares |
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Class I Shares
|
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| | |
Year Ended February 28/29,
|
| |
Period from
May 1, 2020 (commencement of operations) through February 28, 2021 |
| |
Year Ended
February 28, 2021 |
| |
Period from
August 8, 2019 (commencement of operations) through February 29, 2020 |
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| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
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Net asset value, beginning of period
|
| | | $ | 25.55 | | | | | $ | 26.38 | | | | | $ | 27.77 | | | | | $ | 25.80 | | | | | $ | 23.47 | | | | | $ | 23.95 | | | | | $ | 25.52 | | | | | $ | 26.24 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.38 | | | | | | 0.83 | | | | | | 0.77 | | | | | | 0.56 | | | | | | 0.35 | | | | | | 0.24 | | | | | | 0.33 | | | | | | 1.10 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.01 | | | | | | (0.74) | | | | | | (1.23) | | | | | | 2.08 | | | | | | 2.39 | | | | | | 2.72 | | | | | | 1.02 | | | | | | (0.93) | | |
Total from investment operations
|
| | | | 1.39 | | | | | | 0.09 | | | | | | (0.46) | | | | | | 2.64 | | | | | | 2.74 | | | | | | 2.96 | | | | | | 1.35 | | | | | | 0.17 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.79) | | | | | | (0.91) | | | | | | (0.91) | | | | | | (0.67) | | | | | | (0.41) | | | | | | (0.80) | | | | | | (0.76) | | | | | | (0.89) | | |
From net realized gains
|
| | | | (0.16) | | | | | | (0.01) | | | | | | (0.02) | | | | | | — | | | | | | — | | | | | | (0.16) | | | | | | (0.16) | | | | | | — | | |
Total distributions
|
| | | | (0.95) | | | | | | (0.92) | | | | | | (0.93) | | | | | | (0.67) | | | | | | (0.41) | | | | | | (0.96) | | | | | | (0.92) | | | | | | (0.89) | | |
Net asset value, end of period
|
| | | $ | 25.99 | | | | | $ | 25.55 | | | | | $ | 26.38 | | | | | $ | 27.77 | | | | | $ | 25.80 | | | | | $ | 25.95 | | | | | $ | 25.95 | | | | | $ | 25.52 | | |
Total Return(b)
|
| | | | 5.64% | | | | | | 0.16% | | | | | | (1.47)% | | | | | | 10.29% | | | | | | 11.76% | | | | | | 12.55%** | | | | | | 5.47% | | | | | | 0.48%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 1,716,252 | | | | | $ | 2,827,442 | | | | | $ | 3,926,518 | | | | | $ | 5,622,091 | | | | | $ | 5,858,177 | | | | | $ | 310,687 | | | | | $ | 324,819 | | | | | $ | 98,453 | | |
Net operating expenses to average
daily net assets(c) |
| | | | 0.65% | | | | | | 0.61% | | | | | | 0.60% | | | | | | 0.60% | | | | | | 0.60%(d) | | | | | | 0.74%* | | | | | | 0.81% | | | | | | 0.74%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.54% | | | | | | 3.12% | | | | | | 2.88% | | | | | | 2.06% | | | | | | 1.38% | | | | | | 1.16%* | | | | | | 1.30% | | | | | | 7.22%* | | |
Portfolio turnover rate
|
| | | | 20% | | | | | | 10% | | | | | | 18% | | | | | | 9% | | | | | | 7% | | | | | | 20%** | | | | | | 20% | | | | | | 10%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:(d)
|
| | | | 0.11% | | | | | | 0.15% | | | | | | 0.15% | | | | | | 0.16% | | | | | | 0.16% | | | | | | 0.08%* | | | | | | 0.10% | | | | | | 0.15%* | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(e) | | | | | $ | 0.01 | | | | | $ | 0.02 | | | | | | | | | | | | | | | | | | | | |
GLOBAL ASSET ALLOCATION FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class R6 Shares
|
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Class I Shares
|
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| | |
Year Ended February 28/29,
|
| |
Year Ended
February 28, 2021 |
| |
Period from
September 30, 2019 (commencement of operations) through February 29, 2020 |
| |
Period from
January 6, 2021 (commencement of operations) through February 28, 2021 |
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| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
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Net asset value, beginning of period
|
| | | $ | 31.50 | | | | | $ | 31.47 | | | | | $ | 33.31 | | | | | $ | 30.48 | | | | | $ | 27.60 | | | | | $ | 31.50 | | | | | $ | 32.56 | | | | | $ | 34.71 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(b)†
|
| | | | 0.88 | | | | | | 1.08 | | | | | | 1.02 | | | | | | 0.73 | | | | | | 0.61 | | | | | | 0.93 | | | | | | 0.86 | | | | | | (0.01) | | |
Net realized and unrealized gain (loss)
|
| | | | 3.91 | | | | | | 0.29 | | | | | | (1.74) | | | | | | 2.93 | | | | | | 3.00 | | | | | | 3.87 | | | | | | (0.71) | | | | | | 0.22 | | |
Total from investment operations
|
| | | | 4.79 | | | | | | 1.37 | | | | | | (0.72) | | | | | | 3.66 | | | | | | 3.61 | | | | | | 4.80 | | | | | | 0.15 | | | | |||||
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.37) | | | | | | (1.34) | | | | | | (1.12) | | | | | | (0.83) | | | | | | (0.73) | | | | | | (1.37) | | | | | | (1.21) | | | | | | — | | |
From net realized gains
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (1.37) | | | | | | (1.34) | | | | | | (1.12) | | | | | | (0.83) | | | | | | (0.73) | | | | | | (1.37) | | | | | | (1.21) | | | | | | — | | |
Net asset value, end of period
|
| | | $ | 34.92 | | | | | $ | 31.50 | | | | | $ | 31.47 | | | | | $ | 33.31 | | | | | $ | 30.48 | | | | | $ | 34.93 | | | | | $ | 31.50 | | | | | $ | 34.92 | | |
Total Return(c)
|
| | | | 15.39% | | | | | | 4.12% | | | | | | (1.96)% | | | | | | 12.04% | | | | | | 13.21% | | | | | | 15.42% | | | | | | 0.22%** | | | | | | 0.61%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 692,580 | | | | | $ | 1,539,522 | | | | | $ | 1,909,728 | | | | | $ | 2,475,605 | | | | | $ | 2,423,945 | | | | | $ | 183,052 | | | | | $ | 17,888 | | | | | $ | 20,497 | | |
Net operating expenses to average
daily net assets(d) |
| | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.01% | | | | | | 0.00%(e) | | | | | | 0.11% | | |
Net investment income (loss) to average daily net assets(b)
|
| | | | 2.78% | | | | | | 3.32% | | | | | | 3.17% | | | | | | 2.24% | | | | | | 2.06% | | | | | | 2.78% | | | | | | 6.23%* | | | | | | (0.10)%* | | |
Portfolio turnover rate
|
| | | | 30%(f) | | | | | | 27%(f) | | | | | | 21%(f) | | | | | | 20%(f) | | | | | | 19%(f) | | | | | | 30%(f) | | | | | | 27%(f)** | | | | | | 30%(f)** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.02% | | | | | | 0.01%* | | | | | | 0.02%* | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(g) | | | | | $ | 0.01 | | | | | $ | 0.02 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
GLOBAL EQUITY ALLOCATION FUND
|
| ||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class R6
Shares |
| |
Class I Shares
|
| |||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Period from
July 15, 2020 (commencement of operations) through February 28, 2021 |
| |
Period from
August, 17 2020 (commencement of operations) through February 28, 2021 (Unaudited) |
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2021
|
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2020
|
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2019
|
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2018
|
| |
2017(a)
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Net asset value, beginning of period
|
| | | $ | 24.37 | | | | | $ | 24.63 | | | | | $ | 26.86 | | | | | $ | 22.84 | | | | | $ | 19.71 | | | | | $ | 25.19 | | | | | $ | 26.14 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(b)†
|
| | | | 0.88 | | | | | | 0.83 | | | | | | 0.65 | | | | | | 0.68 | | | | | | 0.57 | | | | | | 0.81 | | | | | | 0.90 | | |
Net realized and unrealized gain (loss)
|
| | | | 5.75 | | | | | | (0.16) | | | | | | (2.18) | | | | | | 4.11 | | | | | | 3.67 | | | | | | 4.96 | | | | | | 3.91 | | |
Total from investment operations
|
| | | | 6.63 | | | | | | 0.67 | | | | | | (1.53) | | | | | | 4.79 | | | | | | 4.24 | | | | | | 5.77 | | | | | | 4.81 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.09) | | | | | | (0.93) | | | | | | (0.70) | | | | | | (0.77) | | | | | | (0.70) | | | | | | (1.05) | | | | | | (1.04) | | |
From net realized gains
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (0.41) | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (1.09) | | | | | | (0.93) | | | | | | (0.70) | | | | | | (0.77) | | | | | | (1.11) | | | | | | (1.05) | | | | | | (1.04) | | |
Net asset value, end of period
|
| | | $ | 29.91 | | | | | $ | 24.37 | | | | | $ | 24.63 | | | | | $ | 26.86 | | | | | $ | 22.84 | | | | | $ | 29.91 | | | | | $ | 29.91 | | |
Total Return(c)
|
| | | | 27.51% | | | | | | 2.36% | | | | | | (5.43)% | | | | | | 21.06% | | | | | | 21.93% | | | | | | 23.14%** | | | | | | 18.64%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 1,638,868 | | | | | $ | 1,456,064 | | | | | $ | 1,637,744 | | | | | $ | 2,328,921 | | | | | $ | 2,206,818 | | | | | $ | 6,781 | | | | | $ | 2,233 | | |
Net expenses to average daily net assets(d)
|
| | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e)* | | | | | | 0.10%* | | |
Net investment income (loss) to average
daily net assets(b) |
| | | | 3.44% | | | | | | 3.26% | | | | | | 2.56% | | | | | | 2.67% | | | | | | 2.63% | | | | | | 4.70%* | | | | | | 5.95%* | | |
Portfolio turnover rate
|
| | | | 20% | | | | | | 20% | | | | | | 11% | | | | | | 14% | | | | | | 27% | | | | | | 20%** | | | | | | 20%** | | |
Fees and expenses reimbursed and/or
waived by GMO to average daily net assets: |
| | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01%* | | | | | | 0.01%* | | |
Purchase premiums and redemption fees
consisted of the following per share amounts:† |
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(f) | | | | | $ | 0.01 | | | | | $ | 0.02(a) | | | | | $ | — | | | | | $ | — | | |
GLOBAL DEVELOPED EQUITY ALLOCATION FUND
|
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Class III Shares
|
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Year Ended February 28/29,
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| | |
2021
|
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2020
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2019
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2018
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2017
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Net asset value, beginning of period
|
| | | $ | 20.87 | | | | | $ | 21.20 | | | | | $ | 22.88 | | | | | $ | 19.60 | | | | | $ | 17.40 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.75 | | | | | | 0.25 | | | | | | 0.57 | | | | | | 0.42 | | | | | | 0.52 | | |
Net realized and unrealized gain (loss)
|
| | | | 5.12 | | | | | | 0.42 | | | | | | (1.67) | | | | | | 3.55 | | | | | | 2.87 | | |
Total from investment operations
|
| | | | 5.87 | | | | | | 0.67 | | | | | | (1.10) | | | | | | 3.97 | | | | | | 3.39 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.95) | | | | | | (0.74) | | | | | | (0.58) | | | | | | (0.69) | | | | | | (0.55) | | |
From net realized gains
|
| | | | — | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | (0.64) | | |
Total distributions
|
| | | | (0.95) | | | | | | (1.00) | | | | | | (0.58) | | | | | | (0.69) | | | | | | (1.19) | | |
Net asset value, end of period
|
| | | $ | 25.79 | | | | | $ | 20.87 | | | | | $ | 21.20 | | | | | $ | 22.88 | | | | | $ | 19.60 | | |
Total Return(b)
|
| | | | 28.41% | | | | | | 2.87% | | | | | | (4.58)% | | | | | | 20.39% | | | | | | 20.03% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 88,154 | | | | | $ | 73,383 | | | | | $ | 447,874 | | | | | $ | 469,283 | | | | | $ | 992,260 | | |
Net expenses to average daily net assets(c)(d)
|
| | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 3.39% | | | | | | 1.16% | | | | | | 2.62% | | | | | | 1.99% | | | | | | 2.78% | | |
Portfolio turnover rate
|
| | | | 25% | | | | | | 21% | | | | | | 6% | | | | | | 5% | | | | | | 29% | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.06% | | | | | | 0.03% | | | | | | 0.02% | | | | | | 0.01% | | | | | | 0.01% | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(e) | | | | | $ | 0.02 | | | | | $ | 0.01 | | |
QUALITY FUND
|
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Class III Shares
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Class IV Shares
|
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Year Ended February 28/29, |
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Year Ended February 28/29,
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2021
|
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2020
|
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2019
|
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2018
|
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2017
|
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2021
|
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2020
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2019
|
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2018
|
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2017
|
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Net asset value, beginning of
period |
| | | $ | 22.77 | | | | | $ | 22.28 | | | | | $ | 25.13 | | | | | $ | 22.05 | | | | | $ | 18.99 | | | | | $ | 22.82 | | | | | $ | 22.32 | | | | | $ | 25.17 | | | | | $ | 22.08 | | | | | $ | 19.01 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.32 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 0.36 | | | | | | 0.35 | | | | | | 0.34 | | | | | | 0.37 | | | | | | 0.36 | | | | | | 0.37 | | | | | | 0.36 | | |
Net realized and unrealized gain (loss)
|
| | | | 6.37 | | | | | | 2.15 | | | | | | 1.21 | | | | | | 4.70 | | | | | | 3.44 | | | | | | 6.37 | | | | | | 2.14 | | | | | | 1.22 | | | | | | 4.70 | | | | | | 3.45 | | |
Total from investment
operations |
| | | | 6.69 | | | | | | 2.50 | | | | | | 1.56 | | | | | | 5.06 | | | | | | 3.79 | | | | | | 6.71 | | | | | | 2.51 | | | | | | 1.58 | | | | | | 5.07 | | | | | | 3.81 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.35) | | | | | | (0.36) | | | | | | (0.39) | | | | | | (0.41) | | | | | | (0.35) | | | | | | (0.36) | | | | | | (0.36) | | | | | | (0.41) | | | | | | (0.41) | | | | | | (0.36) | | |
From net realized gains
|
| | | | (3.13) | | | | | | (1.65) | | | | | | (4.02) | | | | | | (1.57) | | | | | | (0.38) | | | | | | (3.13) | | | | | | (1.65) | | | | | | (4.02) | | | | | | (1.57) | | | | | | (0.38) | | |
Total distributions
|
| | | | (3.48) | | | | | | (2.01) | | | | | | (4.41) | | | | | | (1.98) | | | | | | (0.73) | | | | | | (3.49) | | | | | | (2.01) | | | | | | (4.43) | | | | | | (1.98) | | | | | | (0.74) | | |
Net asset value, end of period
|
| | | $ | 25.98 | | | | | $ | 22.77 | | | | | $ | 22.28 | | | | | $ | 25.13 | | | | | $ | 22.05 | | | | | $ | 26.04 | | | | | $ | 22.82 | | | | | $ | 22.32 | | | | | $ | 25.17 | | | | | $ | 22.08 | | |
Total Return(b)
|
| | | | 30.83% | | | | | | 10.64% | | | | | | 6.86% | | | | | | 23.32% | | | | | | 20.25% | | | | | | 30.86% | | | | | | 10.70% | | | | | | 6.91% | | | | | | 23.37% | | | | | | 20.33% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 3,519,473 | | | | | $ | 3,195,240 | | | | | $ | 3,065,461 | | | | | $ | 3,524,103 | | | | | $ | 3,587,627 | | | | | $ | 750,632 | | | | | $ | 852,866 | | | | | $ | 1,139,024 | | | | | $ | 957,900 | | | | | $ | 1,222,874 | | |
Net expenses to average daily net assets(c)
|
| | | | 0.48% | | | | | | 0.48% | | | | | | 0.48% | | | | | | 0.48% | | | | | | 0.48% | | | | | | 0.44% | | | | | | 0.44% | | | | | | 0.44% | | | | | | 0.44% | | | | | | 0.44% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.33% | | | | | | 1.44% | | | | | | 1.42% | | | | | | 1.48% | | | | | | 1.72% | | | | | | 1.37% | | | | | | 1.52% | | | | | | 1.46% | | | | | | 1.53% | | | | | | 1.76% | | |
Portfolio turnover rate(d)
|
| | | | 28% | | | | | | 17% | | | | | | 18% | | | | | | 10% | | | | | | 29% | | | | | | 28% | | | | | | 17% | | | | | | 18% | | | | | | 10% | | | | | | 29% | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.02%(e) | | | | | | 0.02%(e) | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02%(e) | | | | | | 0.02%(e) | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02% | | |
| | | | | |
QUALITY FUND (CONT’D)
|
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Class VI Shares
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Class R6 Shares
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Class I Shares
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Year Ended February 28/29,
|
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Year Ended
February 28, 2021 |
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Period from
November 12, 2019 (commencement of operations) through February 29, 2020 |
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Year Ended
February 28, 2021 |
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Period from
September 26, 2019 (commencement of operations) through February 29, 2020 |
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2021
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2020
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2019
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2018
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2017
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Net asset value, beginning of
period |
| | | | | | $ | 22.77 | | | | | $ | 22.28 | | | | | $ | 25.13 | | | | | $ | 22.05 | | | | | $ | 18.99 | | | | | $ | 22.76 | | | | | $ | 25.21 | | | | | $ | 22.75 | | | | | $ | 23.95 | | |
Income (loss) from investment
operations: |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | | | | 0.35 | | | | | | 0.37 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.36 | | | | | | 0.30 | | | | | | 0.10 | | | | | | 0.28 | | | | | | 0.12 | | |
Net realized and unrealized gain
(loss) |
| | | | | | | 6.37 | | | | | | 2.15 | | | | | | 1.21 | | | | | | 4.70 | | | | | | 3.46 | | | | | | 6.39 | | | | | | (0.83) | | | | | | 6.37 | | | | | | 0.39 | | |
Total from investment
operations |
| | | | | | | 6.72 | | | | | | 2.52 | | | | | | 1.59 | | | | | | 5.08 | | | | | | 3.82 | | | | | | 6.69 | | | | | | (0.73) | | | | | | 6.65 | | | | | | 0.51 | | |
Less distributions to shareholders:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | | | | (0.38) | | | | | | (0.38) | | | | | | (0.42) | | | | | | (0.43) | | | | | | (0.38) | | | | | | (0.36) | | | | | | (0.32) | | | | | | (0.34) | | | | | | (0.31) | | |
From net realized gains
|
| | | | | | | (3.13) | | | | | | (1.65) | | | | | | (4.02) | | | | | | (1.57) | | | | | | (0.38) | | | | | | (3.13) | | | | | | (1.40) | | | | | | (3.13) | | | | | | (1.40) | | |
Total distributions
|
| | | | | | | (3.51) | | | | | | (2.03) | | | | | | (4.44) | | | | | | (2.00) | | | | | | (0.76) | | | | | | (3.49) | | | | | | (1.72) | | | | | | (3.47) | | | | | | (1.71) | | |
Net asset value, end of period
|
| | | | | | $ | 25.98 | | | | | $ | 22.77 | | | | | $ | 22.28 | | | | | $ | 25.13 | | | | | $ | 22.05 | | | | | $ | 25.96 | | | | | $ | 22.76 | | | | | $ | 25.93 | | | | | $ | 22.75 | | |
Total Return(b)
|
| | | | | | | 30.95% | | | | | | 10.73% | | | | | | 6.96% | | | | | | 23.43% | | | | | | 20.39% | | | | | | 30.81% | | | | | | (3.39)%** | | | | | | 30.66% | | | | | | 1.62%** | | |
Ratios/Supplemental Data:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | | | | $ | 2,465,066 | | | | | $ | 2,077,277 | | | | | $ | 2,227,287 | | | | | $ | 3,561,976 | | | | | $ | 3,359,025 | | | | | $ | 330,287 | | | | | $ | 77,375 | | | | | $ | 303,447 | | | | | $ | 80,110 | | |
Net expenses to average daily net
assets(c) |
| | | | | | | 0.39% | | | | | | 0.39% | | | | | | 0.39% | | | | | | 0.39% | | | | | | 0.39% | | | | | | 0.48% | | | | | | 0.49%* | | | | | | 0.58% | | | | | | 0.57%* | | |
Net investment income (loss) to
average daily net assets(a) |
| | | | | | | 1.41% | | | | | | 1.55% | | | | | | 1.54% | | | | | | 1.57% | | | | | | 1.73% | | | | | | 1.22% | | | | | | 1.31%* | | | | | | 1.12% | | | | | | 1.13%* | | |
Portfolio turnover rate(d)
|
| | | | | | | 28% | | | | | | 17% | | | | | | 18% | | | | | | 10% | | | | | | 29% | | | | | | 28% | | | | | | 17%** | | | | | | 28% | | | | | | 17%** | | |
Fees and expenses reimbursed
and/or waived by GMO to average daily net assets: |
| | | | | | | 0.02%(e) | | | | | | 0.02%(e) | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02%(e) | | | | | | 0.02%(e)* | | | | | | 0.02%(e) | | | | | | 0.02%(e)* | | |
CLIMATE CHANGE FUND
|
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Class III Shares
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Class R6 Shares
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Class I Shares
|
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Year Ended February 28/29,
|
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Period from
April 5, 2017 (commencement of operations) through February 28, 2018 |
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Year Ended
February 28, 2021 |
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Period from
January 16, 2020 (commencement of operations) through February 29, 2020 |
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Year Ended
February 28, 2021 |
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Period from
February 25, 2020 (commencement of operations) through February 29, 2020 |
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2021
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2020
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2019
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Net asset value, beginning of period
|
| | | $ | 22.36 | | | | | $ | 22.04 | | | | | $ | 23.81 | | | | | $ | 20.00 | | | | | $ | 22.36 | | | | | $ | 24.55 | | | | | $ | 22.36 | | | | | $ | 23.37 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.35 | | | | | | 0.41 | | | | | | 0.36 | | | | | | 0.23 | | | | | | 0.31 | | | | | | 0.01 | | | | | | 0.21 | | | | | | 0.01 | | |
Net realized and unrealized gain (loss)
|
| | | | 13.43 | | | | | | 0.87 | | | | | | (1.61) | | | | | | 4.41 | | | | | | 13.43 | | | | | | (2.20) | | | | | | 13.53 | | | | | | (1.02) | | |
Total from investment operations
|
| | | | 13.78 | | | | | | 1.28 | | | | | | (1.25) | | | | | | 4.64 | | | | | | 13.74 | | | | | | (2.19) | | | | | | 13.74 | | | | | | (1.01) | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.30) | | | | | | (0.45) | | | | | | (0.26) | | | | | | (0.22) | | | | | | (0.32) | | | | | | — | | | | | | (0.32) | | | | | | — | | |
From net realized gains
|
| | | | (1.45) | | | | | | (0.51) | | | | | | (0.26) | | | | | | (0.61) | | | | | | (1.45) | | | | | | — | | | | | | (1.45) | | | | | | — | | |
Total distributions
|
| | | | (1.75) | | | | | | (0.96) | | | | | | (0.52) | | | | | | (0.83) | | | | | | (1.77) | | | | | | — | | | | | | (1.77) | | | | | | — | | |
Net asset value, end of period
|
| | | $ | 34.39 | | | | | $ | 22.36 | | | | | $ | 22.04 | | | | | $ | 23.81 | | | | | $ | 34.33 | | | | | $ | 22.36 | | | | | $ | 34.33 | | | | | $ | 22.36 | | |
Total Return(b)
|
| | | | 63.84% | | | | | | 5.66% | | | | | | (5.22)% | | | | | | 23.28%** | | | | | | 63.71% | | | | | | (8.92)%** | | | | | | 63.67% | | | | | | (4.32)%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 178,223 | | | | | $ | 121,062 | | | | | $ | 113,000 | | | | | $ | 26,694 | | | | | $ | 74,961 | | | | | $ | 1,129 | | | | | $ | 98,697 | | | | | $ | 962 | | |
Net expenses to average daily net assets(c)
|
| | | | 0.77% | | | | | | 0.77% | | | | | | 0.75% | | | | | | 0.78%* | | | | | | 0.77% | | | | | | 0.77%* | | | | | | 0.87% | | | | | | 0.87%* | | |
Net investment income (loss) to average daily
net assets(a) |
| | | | 1.39% | | | | | | 1.84% | | | | | | 1.61% | | | | | | 1.09%* | | | | | | 1.04% | | | | | | 0.40%* | | | | | | 0.66% | | | | | | 1.93%* | | |
Portfolio turnover rate(d)
|
| | | | 84% | | | | | | 62% | | | | | | 29% | | | | | | 44%** | | | | | | 84% | | | | | | 62%** | | | | | | 84% | | | | | | 62%** | | |
Fees and expenses reimbursed and/or waived
by GMO to average daily net assets: |
| | | | 0.13%(e) | | | | | | 0.16%(e) | | | | | | 0.26% | | | | | | 0.73%* | | | | | | 0.11%(e) | | | | | | 0.23%(e)* | | | | | | 0.11%(e) | | | | | | 0.43%(e)* | | |
RESOURCES FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class IV Shares
|
| |
Class R6 Shares
|
| |
Class I Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| |
Period from
January 22, 2021 (commencement of operations) through February 28, 2021 |
| |
Period from
January 22, 2021 (commencement of operations) through February 28, 2021 |
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| ||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 18.11 | | | | | $ | 20.31 | | | | | $ | 20.88 | | | | | $ | 17.31 | | | | | $ | 11.74 | | | | | $ | 18.06 | | | | | $ | 20.24 | | | | | $ | 20.81 | | | | | $ | 17.25 | | | | | $ | 11.71 | | | | | $ | 27.44 | | | | | $ | 27.44 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.48 | | | | | | 0.65 | | | | | | 0.54 | | | | | | 0.33 | | | | | | 0.30 | | | | | | 0.47 | | | | | | 0.68 | | | | | | 0.62 | | | | | | 0.38 | | | | | | 0.34 | | | | | | 0.03 | | | | | | 0.02 | | |
Net realized and unrealized gain (loss)
|
| | | | 10.13 | | | | | | (2.22) | | | | | | (0.37) | | | | | | 4.02 | | | | | | 5.75 | | | | | | 10.12 | | | | | | (2.22) | | | | | | (0.46) | | | | | | 3.97 | | | | | | 5.68 | | | | | | 0.35 | | | | | | 0.35 | | |
Total from investment operations
|
| | | | 10.61 | | | | | | (1.57) | | | | | | 0.17 | | | | | | 4.35 | | | | | | 6.05 | | | | | | 10.59 | | | | | | (1.54) | | | | | | 0.16 | | | | | | 4.35 | | | | | | 6.02 | | | | | | 0.38 | | | | | | 0.37 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.47) | | | | | | (0.63) | | | | | | (0.74) | | | | | | (0.78) | | | | | | (0.48) | | | | | | (0.48) | | | | | | (0.64) | | | | | | (0.73) | | | | | | (0.79) | | | | | | (0.48) | | | | | | — | | | | | | — | | |
From net realized gains
|
| | | | (0.44) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (0.44) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (0.91) | | | | | | (0.63) | | | | | | (0.74) | | | | | | (0.78) | | | | | | (0.48) | | | | | | (0.92) | | | | | | (0.64) | | | | | | (0.73) | | | | | | (0.79) | | | | | | (0.48) | | | | | | — | | | | | | — | | |
Net asset value, end of period
|
| | | $ | 27.81 | | | | | $ | 18.11 | | | | | $ | 20.31 | | | | | $ | 20.88 | | | | | $ | 17.31 | | | | | $ | 27.73 | | | | | $ | 18.06 | | | | | $ | 20.24 | | | | | $ | 20.81 | | | | | $ | 17.25 | | | | | $ | 27.82 | | | | | $ | 27.81 | | |
Total Return(b)
|
| | | | 59.36% | | | | | | (8.14)% | | | | | | 0.99% | | | | | | 26.00% | | | | | | 51.75% | | | | | | 59.42% | | | | | | (8.03)% | | | | | | 0.98% | | | | | | 26.12% | | | | | | 51.72% | | | | | | 1.38%** | | | | | | 1.35%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 96,091 | | | | | $ | 201,320 | | | | | $ | 169,523 | | | | | $ | 54,037 | | | | | $ | 22,562 | | | | | $ | 531,006 | | | | | $ | 311,515 | | | | | $ | 336,954 | | | | | $ | 296,196 | | | | | $ | 190,260 | | | | | $ | 2,617 | | | | | $ | 369,102 | | |
Net expenses to average daily net
assets(c) |
| | | | 0.72% | | | | | | 0.73% | | | | | | 0.74%(d) | | | | | | 0.76%(d) | | | | | | 0.77% | | | | | | 0.67% | | | | | | 0.68% | | | | | | 0.70%(d) | | | | | | 0.71%(d) | | | | | | 0.72% | | | | | | 0.71%* | | | | | | 0.81%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 2.44% | | | | | | 3.24% | | | | | | 2.68% | | | | | | 1.77% | | | | | | 1.99% | | | | | | 2.33% | | | | | | 3.40% | | | | | | 3.06% | | | | | | 2.04% | | | | | | 2.26% | | | | | | 0.98%* | | | | | | 0.74%* | | |
Portfolio turnover rate(e)
|
| | | | 86% | | | | | | 37% | | | | | | 35% | | | | | | 48% | | | | | | 29% | | | | | | 86% | | | | | | 37% | | | | | | 35% | | | | | | 48% | | | | | | 29% | | | | | | 86%** | | | | | | 86%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.00%(f)(g) | | | | | | 0.00%(f)(g) | | | | | | — | | | | | | 0.06% | | | | | | 0.10% | | | | | | 0.00%(f)(g) | | | | | | 0.00%(f)(g) | | | | | | — | | | | | | 0.06% | | | | | | 0.10% | | | | | | — | | | | | | — | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | 0.01 | | | | | $ | 0.02 | | | | | $ | 0.05 | | | | | $ | 0.02 | | | | | $ | — | | | | | $ | 0.01 | | | | | $ | 0.02 | | | | | $ | 0.04 | | | | | $ | 0.02 | | | | | | | | | | | | | | |
QUALITY CYCLICALS FUND (formerly known as Cyclical Focus Fund) |
| ||||||
| | |
Class VI Shares
|
| |||
| | |
Period from
May 12, 2020 (commencement of operations) through February 28, 2021 |
| |||
Net asset value, beginning of period
|
| | | $ | 20.00 | | |
Income (loss) from investment operations: | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.38 | | |
Net realized and unrealized gain (loss)
|
| | | | 10.23 | | |
Total from investment operations
|
| | | | 10.61 | | |
Less distributions to shareholders: | | | | | | | |
From net investment income
|
| | | | (0.60) | | |
From net realized gains
|
| | | | (0.95) | | |
Total distributions
|
| | | | (1.55) | | |
Net asset value, end of period
|
| | | $ | 29.06 | | |
Total Return(b)
|
| | | | 53.56%** | | |
Ratios/Supplemental Data: | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 141,989 | | |
Net expenses to average daily net assets(c)
|
| | | | 0.40%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.92%* | | |
Portfolio turnover rate(d)
|
| | | | 65%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.20%(e)* | | |
INTERNATIONAL EQUITY ALLOCATION FUND
|
| ||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class R6 Shares
|
| ||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended
February 28, 2021 |
| |
Period from
August 30, 2019 (commencement of operations) through February 29, 2020 |
| |||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
| |||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 27.45 | | | | | $ | 28.09 | | | | | $ | 32.62 | | | | | $ | 27.49 | | | | | $ | 23.40 | | | | | $ | 27.44 | | | | | $ | 27.07 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(b)†
|
| | | | 1.24 | | | | | | 1.02 | | | | | | 0.91 | | | | | | 0.93 | | | | | | 0.84 | | | | | | 1.29 | | | | | | 1.14 | | |
Net realized and unrealized gain (loss)
|
| | | | 4.91 | | | | | | (0.46) | | | | | | (4.47) | | | | | | 5.19 | | | | | | 4.15 | | | | | | 4.86 | | | | | | 0.33 | | |
Total from investment operations
|
| | | | 6.15 | | | | | | 0.56 | | | | | | (3.56) | | | | | | 6.12 | | | | | | 4.99 | | | | | | 6.15 | | | | | | 1.47 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.29) | | | | | | (1.20) | | | | | | (0.97) | | | | | | (0.99) | | | | | | (0.90) | | | | | | (1.29) | | | | | | (1.10) | | |
From net realized gains
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (1.29) | | | | | | (1.20) | | | | | | (0.97) | | | | | | (0.99) | | | | | | (0.90) | | | | | | (1.29) | | | | | | (1.10) | | |
Net asset value, end of period
|
| | | $ | 32.31 | | | | | $ | 27.45 | | | | | $ | 28.09 | | | | | $ | 32.62 | | | | | $ | 27.49 | | | | | $ | 32.30 | | | | | $ | 27.44 | | |
Total Return(c)
|
| | | | 22.67% | | | | | | 1.62% | | | | | | (10.69)% | | | | | | 22.38% | | | | | | 21.57% | | | | | | 22.68% | | | | | | 5.04%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 598,701 | | | | | $ | 646,622 | | | | | $ | 929,967 | | | | | $ | 1,151,327 | | | | | $ | 1,085,803 | | | | | $ | 262,853 | | | | | $ | 210,223 | | |
Net expenses to average daily net assets(d)(e)
|
| | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00%* | | |
Net investment income (loss) to average daily net assets(b)
|
| | | | 4.40% | | | | | | 3.55% | | | | | | 3.09% | | | | | | 3.00% | | | | | | 3.20% | | | | | | 4.56% | | | | | | 7.83%* | | |
Portfolio turnover rate
|
| | | | 16% | | | | | | 7% | | | | | | 8% | | | | | | 12% | | | | | | 7% | | | | | | 16% | | | | | | 7%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.02% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.02% | | | | | | 0.02%* | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(f) | | | | | $ | 0.02 | | | | | $ | 0.02 | | | | | $ | — | | | | | $ | — | | |
INTERNATIONAL DEVELOPED EQUITY ALLOCATION FUND
|
| ||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class R6 Shares
|
| ||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Period from
January 22, 2021 (commencement of operations) through February 28, 2021 |
| ||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 14.52 | | | | | $ | 14.75 | | | | | $ | 17.32 | | | | | $ | 14.72 | | | | | $ | 13.05 | | | | | $ | 17.08 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.61 | | | | | | 0.49 | | | | | | 0.51 | | | | | | 0.53 | | | | | | 0.45 | | | | | | (0.00)(e) | | |
Net realized and unrealized gain (loss)
|
| | | | 2.56 | | | | | | (0.12) | | | | | | (2.56) | | | | | | 2.61 | | | | | | 1.79 | | | | | | (0.13) | | |
Total from investment operations
|
| | | | 3.17 | | | | | | 0.37 | | | | | | (2.05) | | | | | | 3.14 | | | | | | 2.24 | | | | | | (0.13) | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.74) | | | | | | (0.60) | | | | | | (0.52) | | | | | | (0.54) | | | | | | (0.57) | | | | | | — | | |
From net realized gains
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (0.74) | | | | | | (0.60) | | | | | | (0.52) | | | | | | (0.54) | | | | | | (0.57) | | | | | | — | | |
Net asset value, end of period
|
| | | $ | 16.95 | | | | | $ | 14.52 | | | | | $ | 14.75 | | | | | $ | 17.32 | | | | | $ | 14.72 | | | | | $ | 16.95 | | |
Total Return(b)
|
| | | | 22.02% | | | | | | 2.14% | | | | | | (11.57)% | | | | | | 21.41% | | | | | | 17.37% | | | | | | (0.76)%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 217,129 | | | | | $ | 297,463 | | | | | $ | 572,830 | | | | | $ | 664,867 | | | | | $ | 601,792 | | | | | $ | 8,254 | | |
Net expenses to average daily net assets(c)(d)
|
| | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.00% | | | | | | 0.01%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 4.20% | | | | | | 3.25% | | | | | | 3.25% | | | | | | 3.20% | | | | | | 3.14% | | | | | | (0.01)%* | | |
Portfolio turnover rate
|
| | | | 17% | | | | | | 11% | | | | | | 8% | | | | | | 5% | | | | | | 10% | | | | | | 17%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.03% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.05%* | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(e) | | | | | $ | 0.00(e) | | | | | $ | 0.01 | | | | | $ | — | | |
INTERNATIONAL EQUITY FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class II Shares
|
| |
Class III Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| ||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 19.83 | | | | | $ | 20.08 | | | | | $ | 23.63 | | | | | $ | 20.18 | | | | | $ | 18.17 | | | | | $ | 20.09 | | | | | $ | 20.33 | | | | | $ | 23.92 | | | | | $ | 20.41 | | | | | $ | 18.38 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.75(b) | | | | | | 0.72 | | | | | | 0.57 | | | | | | 0.41 | | | | | | 0.70 | | | | | | 0.75(b) | | | | | | 0.70 | | | | | | 0.57 | | | | | | 0.61 | | | | | | 0.63 | | |
Net realized and unrealized gain (loss)
|
| | | | 3.46 | | | | | | (0.22) | | | | | | (3.45) | | | | | | 3.78 | | | | | | 2.07 | | | | | | 3.51 | | | | | | (0.17) | | | | | | (3.47) | | | | | | 3.64 | | | | | | 2.19 | | |
Total from investment
operations |
| | | | 4.21 | | | | | | 0.50 | | | | | | (2.88) | | | | | | 4.19 | | | | | | 2.77 | | | | | | 4.26 | | | | | | 0.53 | | | | | | (2.90) | | | | | | 4.25 | | | | | | 2.82 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.00) | | | | | | (0.75) | | | | | | (0.67) | | | | | | (0.74) | | | | | | (0.76) | | | | | | (1.03) | | | | | | (0.77) | | | | | | (0.69) | | | | | | (0.74) | | | | | | (0.79) | | |
Total distributions
|
| | | | (1.00) | | | | | | (0.75) | | | | | | (0.67) | | | | | | (0.74) | | | | | | (0.76) | | | | | | (1.03) | | | | | | (0.77) | | | | | | (0.69) | | | | | | (0.74) | | | | | | (0.79) | | |
Net asset value, end of period
|
| | | $ | 23.04 | | | | | $ | 19.83 | | | | | $ | 20.08 | | | | | $ | 23.63 | | | | | $ | 20.18 | | | | | $ | 23.32 | | | | | $ | 20.09 | | | | | $ | 20.33 | | | | | $ | 23.92 | | | | | $ | 20.41 | | |
Total Return(c)
|
| | | | 21.58%(d) | | | | | | 2.19% | | | | | | (12.07)% | | | | | | 20.85% | | | | | | 15.45% | | | | | | 21.60%(d) | | | | | | 2.29% | | | | | | (12.02)% | | | | | | 20.96% | | | | | | 15.53% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 5,546 | | | | | $ | 10,802 | | | | | $ | 18,202 | | | | | $ | 23,736 | | | | | $ | 10,302 | | | | | $ | 423,332 | | | | | $ | 452,165 | | | | | $ | 507,195 | | | | | $ | 485,782 | | | | | $ | 731,060 | | |
Net expenses to average daily net assets(e)
|
| | | | 0.73% | | | | | | 0.73% | | | | | | 0.73% | | | | | | 0.72% | | | | | | 0.72% | | | | | | 0.66% | | | | | | 0.66% | | | | | | 0.66% | | | | | | 0.65% | | | | | | 0.65% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 3.82%(b) | | | | | | 3.52% | | | | | | 2.64% | | | | | | 1.77% | | | | | | 3.62% | | | | | | 3.70%(b) | | | | | | 3.36% | | | | | | 2.64% | | | | | | 2.68% | | | | | | 3.16% | | |
Portfolio turnover rate
|
| | | | 48% | | | | | | 46%(f) | | | | | | 41%(f) | | | | | | 45%(f) | | | | | | 27%(f) | | | | | | 48% | | | | | | 46%(f) | | | | | | 41%(f) | | | | | | 45%(f) | | | | | | 27%(f) | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.03% | | | | | | 0.03%(g) | | | | | | 0.02% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.03% | | | | | | 0.03%(g) | | | | | | 0.02% | | | | | | 0.04% | | | | | | 0.04% | | |
| | | | | |
INTERNATIONAL EQUITY FUND (CONT’D)
|
| |||||||||||||||||||||||||||
| | | | | |
Class IV Shares
|
| |||||||||||||||||||||||||||
| | | | | |
Year Ended February 28/29,
|
| |||||||||||||||||||||||||||
| | | | | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |||||||||||||||
Net asset value, beginning of period
|
| | | | | | $ | 20.05 | | | | | $ | 20.29 | | | | | $ | 23.87 | | | | | $ | 20.38 | | | | | $ | 18.36 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | | | | 0.77(b) | | | | | | 0.74 | | | | | | 0.63 | | | | | | 0.56 | | | | | | 0.63 | | |
Net realized and unrealized gain (loss)
|
| | | | | | | 3.50 | | | | | | (0.20) | | | | | | (3.51) | | | | | | 3.69 | | | | | | 2.19 | | |
Total from investment
operations |
| | | | | | | 4.27 | | | | | | 0.54 | | | | | | (2.88) | | | | | | 4.25 | | | | | | 2.82 | | |
Less distributions to shareholders:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | | | | (1.04) | | | | | | (0.78) | | | | | | (0.70) | | | | | | (0.76) | | | | | | (0.80) | | |
Total distributions
|
| | | | | | | (1.04) | | | | | | (0.78) | | | | | | (0.70) | | | | | | (0.76) | | | | | | (0.80) | | |
Net asset value, end of period
|
| | | | | | $ | 23.28 | | | | | $ | 20.05 | | | | | $ | 20.29 | | | | | $ | 23.87 | | | | | $ | 20.38 | | |
Total Return(c)
|
| | | | | | | 21.71%(d) | | | | | | 2.34% | | | | | | (11.95)% | | | | | | 20.98% | | | | | | 15.57% | | |
Ratios/Supplemental Data:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | | | | $ | 1,765,686 | | | | | $ | 2,584,648 | | | | | $ | 3,156,760 | | | | | $ | 4,558,167 | | | | | $ | 5,072,024 | | |
Net expenses to average daily net assets(e)
|
| | | | | | | 0.60% | | | | | | 0.60% | | | | | | 0.60% | | | | | | 0.59% | | | | | | 0.59% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | | | | 3.81%(b) | | | | | | 3.53% | | | | | | 2.89% | | | | | | 2.45% | | | | | | 3.19% | | |
Portfolio turnover rate
|
| | | | | | | 48% | | | | | | 46%(f) | | | | | | 41%(f) | | | | | | 45%(f) | | | | | | 27%(f) | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | | | | 0.03% | | | | | | 0.03%(g) | | | | | | 0.02% | | | | | | 0.04% | | | | | | 0.04% | | |
TAX-MANAGED INTERNATIONAL EQUITIES FUND
|
| ||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |||||||||||||||
Net asset value, beginning of period
|
| | | $ | 13.57 | | | | | $ | 13.82 | | | | | $ | 17.00 | | | | | $ | 14.28 | | | | | $ | 12.92 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.34 | | | | | | 0.46 | | | | | | 0.37 | | | | | | 0.38 | | | | | | 0.41 | | |
Net realized and unrealized gain (loss)
|
| | | | 2.42 | | | | | | (0.10) | | | | | | (2.63) | | | | | | 2.84 | | | | | | 1.50 | | |
Total from investment operations
|
| | | | 2.76 | | | | | | 0.36 | | | | | | (2.26) | | | | | | 3.22 | | | | | | 1.91 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.35) | | | | | | (0.61) | | | | | | (0.39) | | | | | | (0.50) | | | | | | (0.55) | | |
From net realized gains
|
| | | | — | | | | | | — | | | | | | (0.53) | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (0.35) | | | | | | (0.61) | | | | | | (0.92) | | | | | | (0.50) | | | | | | (0.55) | | |
Net asset value, end of period
|
| | | $ | 15.98 | | | | | $ | 13.57 | | | | | $ | 13.82 | | | | | $ | 17.00 | | | | | $ | 14.28 | | |
Total Return(b)
|
| | | | 20.53% | | | | | | 2.31% | | | | | | (13.50)% | | | | | | 22.70% | | | | | | 15.05% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 38,960 | | | | | $ | 36,228 | | | | | $ | 48,739 | | | | | $ | 68,782 | | | | | $ | 115,733 | | |
Net expenses to average daily net assets(c)
|
| | | | 0.73% | | | | | | 0.80% | | | | | | 0.79% | | | | | | 0.70% | | | | | | 0.68% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 2.47% | | | | | | 3.28% | | | | | | 2.47% | | | | | | 2.35% | | | | | | 2.95% | | |
Portfolio turnover rate
|
| | | | 75%(d) | | | | | | 52%(d) | | | | | | 63%(d) | | | | | | 43%(d) | | | | | | 47%(d) | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.54%(e) | | | | | | 0.54%(e) | | | | | | 0.54% | | | | | | 0.34% | | | | | | 0.23% | | |
JAPAN VALUE CREATION FUND
|
| ||||||
| | |
Class VI Shares
|
| |||
| | |
Period from
September 14, 2020 (commencement of operations) through February 28, 2021 |
| |||
Net asset value, beginning of period
|
| | | $ | 20.00 | | |
Income (loss) from investment operations: | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.17 | | |
Net realized and unrealized gain (loss)
|
| | | | 3.59 | | |
Total from investment operations
|
| | | | 3.76 | | |
Less distributions to shareholders: | | | | | | | |
From net investment income
|
| | | | (0.28) | | |
From net realized gains
|
| | | | (0.01) | | |
Total distributions
|
| | | | (0.29) | | |
Net asset value, end of period
|
| | | $ | 23.47 | | |
Total Return(b)
|
| | | | 18.82%** | | |
Ratios/Supplemental Data: | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 163,872 | | |
Net expenses to average daily net assets
|
| | | | 0.56%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.68%* | | |
Portfolio turnover rate
|
| | | | 28%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.23%* | | |
U.S. EQUITY FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class VI Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| ||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 11.89 | | | | | $ | 13.07 | | | | | $ | 15.41 | | | | | $ | 15.14 | | | | | $ | 13.79 | | | | | $ | 11.78 | | | | | $ | 12.97 | | | | | $ | 15.31 | | | | | $ | 15.06 | | | | | $ | 13.73 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.18 | | | | | | 0.22 | | | | | | 0.23 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.19 | | | | | | 0.23 | | | | | | 0.24 | | | | | | 0.29 | | | | | | 0.27 | | |
Net realized and unrealized gain (loss)
|
| | | | 3.56 | | | | | | 0.21 | | | | | | (0.04)(b) | | | | | | 1.73 | | | | | | 2.89 | | | | | | 3.53 | | | | | | 0.20 | | | | | | (0.04)(b) | | | | | | 1.71 | | | | | | 2.89 | | |
Total from investment operations
|
| | | | 3.74 | | | | | | 0.43 | | | | | | 0.19 | | | | | | 2.00 | | | | | | 3.16 | | | | | | 3.72 | | | | | | 0.43 | | | | | | 0.20 | | | | | | 2.00 | | | | | | 3.16 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.21) | | | | | | (0.32) | | | | | | (0.26) | | | | | | (0.28) | | | | | | (0.34) | | | | | | (0.22) | | | | | | (0.33) | | | | | | (0.27) | | | | | | (0.30) | | | | | | (0.36) | | |
From net realized gains
|
| | | | (1.03) | | | | | | (1.29) | | | | | | (2.27) | | | | | | (1.45) | | | | | | (1.47) | | | | | | (1.03) | | | | | | (1.29) | | | | | | (2.27) | | | | | | (1.45) | | | | | | (1.47) | | |
Total distributions
|
| | | | (1.24) | | | | | | (1.61) | | | | | | (2.53) | | | | | | (1.73) | | | | | | (1.81) | | | | | | (1.25) | | | | | | (1.62) | | | | | | (2.54) | | | | | | (1.75) | | | | | | (1.83) | | |
Net asset value, end of period
|
| | | $ | 14.39 | | | | | $ | 11.89 | | | | | $ | 13.07 | | | | | $ | 15.41 | | | | | $ | 15.14 | | | | | $ | 14.25 | | | | | $ | 11.78 | | | | | $ | 12.97 | | | | | $ | 15.31 | | | | | $ | 15.06 | | |
Total Return(c)
|
| | | | 33.74% | | | | | | 2.51% | | | | | | 1.94% | | | | | | 13.76% | | | | | | 23.59% | | | | | | 33.92% | | | | | | 2.53% | | | | | | 2.05% | | | | | | 13.84% | | | | | | 23.68% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 105,656 | | | | | $ | 83,738 | | | | | $ | 131,198 | | | | | $ | 77,297 | | | | | $ | 109,726 | | | | | $ | 245,547 | | | | | $ | 365,693 | | | | | $ | 758,714 | | | | | $ | 1,200,008 | | | | | $ | 1,469,935 | | |
Net expenses to average daily net assets(d)
|
| | | | 0.47% | | | | | | 0.46% | | | | | | 0.46% | | | | | | 0.46% | | | | | | 0.46% | | | | | | 0.37% | | | | | | 0.37% | | | | | | 0.37% | | | | | | 0.37% | | | | | | 0.37% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.47% | | | | | | 1.64% | | | | | | 1.62% | | | | | | 1.78% | | | | | | 1.80% | | | | | | 1.56% | | | | | | 1.75% | | | | | | 1.68% | | | | | | 1.88% | | | | | | 1.87% | | |
Portfolio turnover rate
|
| | | | 66%(e) | | | | | | 72%(e) | | | | | | 89%(e) | | | | | | 79%(e) | | | | | | 66%(e) | | | | | | 66%(e) | | | | | | 72%(e) | | | | | | 89%(e) | | | | | | 79%(e) | | | | | | 66%(e) | | |
Fees and expenses reimbursed and/or waived by GMO to
average daily net assets: |
| | | | 0.04%(f) | | | | | | 0.03%(f) | | | | | | 0.03% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.04%(f) | | | | | | 0.03%(f) | | | | | | 0.03% | | | | | | 0.02% | | | | | | 0.02% | | |
U.S. SMALL CAP VALUE FUND
|
| ||||||||||||
| | |
Class VI Shares
|
| |||||||||
| | |
Year Ended
February 28, 2021 |
| |
Period from
July 2, 2019 (commencement of operations) through February 29, 2020 |
| ||||||
Net asset value, beginning of period
|
| | | $ | 18.06 | | | | | $ | 20.00 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.30 | | | | | | 0.23 | | |
Net realized and unrealized gain (loss)
|
| | | | 6.96 | | | | | | (1.99) | | |
Total from investment operations
|
| | | | 7.26 | | | | | | (1.76) | | |
Less distributions to shareholders: | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.33) | | | | | | (0.18) | | |
Total distributions
|
| | | | (0.33) | | | | | | (0.18) | | |
Net asset value, end of period
|
| | | $ | 24.99 | | | | | $ | 18.06 | | |
Total Return(b)
|
| | | | 40.64% | | | | | | (8.95)%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 372,498 | | | | | $ | 415,508 | | |
Net expenses to average daily net assets(c)
|
| | | | 0.41% | | | | | | 0.44%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.67% | | | | | | 1.69%* | | |
Portfolio turnover rate(d)
|
| | | | 86% | | | | | | 56%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.00%(e)(f) | | | | | | 0.00%(e)(f)* | | |
EMERGING MARKETS FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class II Shares
|
| |
Class III Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
| ||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 30.75 | | | | | $ | 32.23 | | | | | $ | 36.42 | | | | | $ | 29.98 | | | | | $ | 22.80 | | | | | $ | 30.84 | | | | | $ | 32.32 | | | | | $ | 36.51 | | | | | $ | 30.05 | | | | | $ | 22.83 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(b)†
|
| | | | 0.86 | | | | | | 1.13 | | | | | | 1.01 | | | | | | 0.75 | | | | | | 0.57 | | | | | | 0.76 | | | | | | 1.21 | | | | | | 1.01 | | | | | | 0.72 | | | | | | 0.57 | | |
Net realized and unrealized gain (loss)
|
| | | | 6.36 | | | | | | (1.02) | | | | | | (4.22) | | | | | | 6.58 | | | | | | 7.22 | | | | | | 6.51 | | | | | | (1.09) | | | | | | (4.21) | | | | | | 6.64 | | | | | | 7.27 | | |
Total from investment operations
|
| | | | 7.22 | | | | | | 0.11 | | | | | | (3.21) | | | | | | 7.33 | | | | | | 7.79 | | | | | | 7.27 | | | | | | 0.12 | | | | | | (3.20) | | | | | | 7.36 | | | | | | 7.84 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.27) | | | | | | (1.59) | | | | | | (0.98) | | | | | | (0.89) | | | | | | (0.61) | | | | | | (1.30) | | | | | | (1.60) | | | | | | (0.99) | | | | | | (0.90) | | | | | | (0.62) | | |
Total distributions
|
| | | | (1.27) | | | | | | (1.59) | | | | | | (0.98) | | | | | | (0.89) | | | | | | (0.61) | | | | | | (1.30) | | | | | | (1.60) | | | | | | (0.99) | | | | | | (0.90) | | | | | | (0.62) | | |
Net asset value, end of period
|
| | | $ | 36.70 | | | | | $ | 30.75 | | | | | $ | 32.23 | | | | | $ | 36.42 | | | | | $ | 29.98 | | | | | $ | 36.81 | | | | | $ | 30.84 | | | | | $ | 32.32 | | | | | $ | 36.51 | | | | | $ | 30.05 | | |
Total Return(c)
|
| | | | 23.89% | | | | | | (0.11)% | | | | | | (8.57)% | | | | | | 24.66% | | | | | | 34.47% | | | | | | 23.99% | | | | | | (0.08)% | | | | | | (8.51)% | | | | | | 24.71% | | | | | | 34.67% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 291,833 | | | | | $ | 397,798 | | | | | $ | 451,720 | | | | | $ | 479,640 | | | | | $ | 498,564 | | | | | $ | 501,907 | | | | | $ | 333,779 | | | | | $ | 277,824 | | | | | $ | 390,827 | | | | | $ | 301,786 | | |
Net expenses to average daily net assets(d)
|
| | | | 0.93% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 0.96% | | | | | | 1.07% | | | | | | 0.88% | | | | | | 0.88% | | | | | | 0.88% | | | | | | 0.91% | | | | | | 1.01% | | |
Net investment income (loss) to average daily net assets(b)
|
| | | | 2.73% | | | | | | 3.44% | | | | | | 3.09% | | | | | | 2.25% | | | | | | 2.08% | | | | | | 2.36% | | | | | | 3.68% | | | | | | 3.08% | | | | | | 2.14% | | | | | | 2.07% | | |
Portfolio turnover rate
|
| | | | 102% | | | | | | 100%(e) | | | | | | 98%(e) | | | | | | 87%(e) | | | | | | 62%(e) | | | | | | 102% | | | | | | 100%(e) | | | | | | 98%(e) | | | | | | 87%(e) | | | | | | 62%(e) | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.07%(f) | | | | | | 0.13%(f) | | | | | | 0.13% | | | | | | 0.13% | | | | | | 0.04% | | | | | | 0.04%(f) | | | | | | 0.11%(f) | | | | | | 0.11% | | | | | | 0.11% | | | | | | 0.03% | | |
Purchase premiums and redemption
fees consisted of the following per share amounts:† |
| | | $ | — | | | | | $ | 0.02 | | | | | $ | 0.08 | | | | | $ | 0.11 | | | | | $ | 0.09(a) | | | | | $ | — | | | | | $ | 0.02 | | | | | $ | 0.08 | | | | | $ | 0.11 | | | | | $ | 0.09(a) | | |
EMERGING MARKETS FUND (CONT’D)
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class V Shares
|
| |
Class VI Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended
February 28, 2021 |
| |
Period from
February 26, 2020 through February 29, 2020(a) |
| |
Period from
March 1, 2018 through February 26, 2019(a) |
| |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2018
|
| |
2017(b)
|
| |
2016(b)
|
| |
2015(b)
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(b)
|
| |||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 30.52 | | | | | $ | 31.35 | | | | | $ | 36.07 | | | | | $ | 29.70 | | | | | $ | 22.59 | | | | | $ | 30.24 | | | | | $ | 30.39 | | | | | $ | 30.52 | | | | | $ | 32.00 | | | | | $ | 36.16 | | | | | $ | 29.77 | | | | | $ | 22.62 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(c)†
|
| | | | 0.78 | | | | | | 0.00(d) | | | | | | 1.40 | | | | | | 0.77 | | | | | | 0.61 | | | | | | 0.72 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.23 | | | | | | 1.06 | | | | | | 0.78 | | | | | | 0.63 | | |
Net realized and unrealized gain (loss)
|
| | | | 6.45 | | | | | | (0.83) | | | | | | (4.14) | | | | | | 6.53 | | | | | | 7.15 | | | | | | (7.50) | | | | | | 0.00(d) | | | | | | 6.36 | | | | | | (1.07) | | | | | | (4.19) | | | | | | 6.56 | | | | | | 7.17 | | |
Total from investment operations
|
| | | | 7.23 | | | | | | (0.83) | | | | | | (2.74) | | | | | | 7.30 | | | | | | 7.76 | | | | | | (6.78) | | | | | | 0.87 | | | | | | 7.23 | | | | | | 0.16 | | | | | | (3.13) | | | | | | 7.34 | | | | | | 7.80 | | |
Less distributions to shareholders:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment
income |
| | | | (1.33) | | | | | | — | | | | | | (0.99) | | | | | | (0.93) | | | | | | (0.65) | | | | | | (0.87) | | | | | | (1.02) | | | | | | (1.34) | | | | | | (1.64) | | | | | | (1.03) | | | | | | (0.95) | | | | | | (0.65) | | |
Total distributions
|
| | | | (1.33) | | | | | | — | | | | | | (0.99) | | | | | | (0.93) | | | | | | (0.65) | | | | | | (0.87) | | | | | | (1.02) | | | | | | (1.34) | | | | | | (1.64) | | | | | | (1.03) | | | | | | (0.95) | | | | | | (0.65) | | |
Net asset value, end of period
|
| | | $ | 36.42 | | | | | $ | 30.52 | | | | | $ | 32.34 | | | | | $ | 36.07 | | | | | $ | 29.70 | | | | | $ | 22.59 | | | | | $ | 30.24 | | | | | $ | 36.41 | | | | | $ | 30.52 | | | | | $ | 32.00 | | | | | $ | 36.16 | | | | | $ | 29.77 | | |
Total Return(e)
|
| | | | 24.12% | | | | | | (2.65)%** | | | | | | (7.31)%** | | | | | | 24.83% | | | | | | 34.67% | | | | | | (22.67)% | | | | | | 2.93% | | | | | | 24.11% | | | | | | 0.05% | | | | | | (8.39)% | | | | | | 24.90% | | | | | | 34.83% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 307,705 | | | | | $ | 204,615 | | | | | $ | 27,261 | | | | | $ | 170,962 | | | | | $ | 110,257 | | | | | $ | 269,570 | | | | | $ | 170,125 | | | | | $ | 1,787,607 | | | | | $ | 2,182,893 | | | | | $ | 2,685,798 | | | | | $ | 3,575,505 | | | | | $ | 3,524,022 | | |
Net expenses to average daily
net assets(f) |
| | | | 0.78% | | | | | | 0.74%* | | | | | | 0.78%* | | | | | | 0.81% | | | | | | 0.91% | | | | | | 0.94% | | | | | | 0.92% | | | | | | 0.75% | | | | | | 0.75% | | | | | | 0.75% | | | | | | 0.78% | | | | | | 0.89% | | |
Net investment income (loss)
to average daily net assets(c) |
| | | | 2.50% | | | | | | 0.00%(g)* | | | | | | 4.27%* | | | | | | 2.29% | | | | | | 2.24% | | | | | | 2.69% | | | | | | 2.77% | | | | | | 2.75% | | | | | | 3.76% | | | | | | 3.25% | | | | | | 2.36% | | | | | | 2.32% | | |
Portfolio turnover rate
|
| | | | 102% | | | | | | 100%(h)** | | | | | | 98%(h)** | | | | | | 87%(h) | | | | | | 62%(h) | | | | | | 104% | | | | | | 94% | | | | | | 102% | | | | | | 100%(h) | | | | | | 98%(h) | | | | | | 87%(h) | | | | | | 62%(h) | | |
Fees and expenses
reimbursed and/or waived by GMO to average daily net assets: |
| | | | 0.09%(i) | | | | | | 0.15%(i)* | | | | | | 0.14%* | | | | | | 0.14% | | | | | | 0.06% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.08%(i) | | | | | | 0.15%(i) | | | | | | 0.14% | | | | | | 0.14% | | | | | | 0.06% | | |
Purchase premiums and
redemption fees consisted of the following per share amounts:† |
| | | $ | — | | | | | $ | — | | | | | $ | 0.09 | | | | | $ | 0.11 | | | | | $ | 0.08(b) | | | | | $ | 0.10(b) | | | | | $ | 0.10(b) | | | | | $ | — | | | | | $ | 0.02 | | | | | $ | 0.08 | | | | | $ | 0.11 | | | | | $ | 0.08(a) | | |
EMERGING MARKETS FUND (CONT’D)
|
| ||||||||||||||||||
| | |
Class R6
Shares |
| |
Class I Shares
|
| ||||||||||||
| | |
Period from
March 31, 2020 (commencement of operations) through February 28, 2021 |
| |
Year Ended
February 28, 2021 |
| |
Period from
January 14, 2020 (commencement of operations) through February 29, 2020 |
| |||||||||
Net asset value, beginning of period
|
| | | $ | 26.05 | | | | | $ | 30.75 | | | | | $ | 35.29 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.72 | | | | | | 0.52 | | | | | | 0.00(b) | | |
Net realized and unrealized gain (loss)
|
| | | | 11.20 | | | | | | 6.68 | | | | | | (4.54) | | |
Total from investment operations
|
| | | | 11.92 | | | | | | 7.20 | | | | | | (4.54) | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.30) | | | | | | (1.29) | | | | | | — | | |
Total distributions
|
| | | | (1.30) | | | | | | (1.29) | | | | | | — | | |
Net asset value, end of period
|
| | | $ | 36.67 | | | | | $ | 36.66 | | | | | $ | 30.75 | | |
Total Return(c)
|
| | | | 46.24%** | | | | | | 23.83% | | | | | | (12.86)%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 43,664 | | | | | $ | 79,824 | | | | | $ | 16,158 | | |
Net expenses to average daily net assets(d)
|
| | | | 0.93%* | | | | | | 0.98% | | | | | | 0.94%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 2.39%* | | | | | | 1.55% | | | | | | (0.05)%* | | |
Portfolio turnover rate
|
| | | | 102%** | | | | | | 102% | | | | | | 100%(e)** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.05%(f)* | | | | | | 0.10%(f) | | | | | | 0.19%(f)* | | |
EMERGING DOMESTIC OPPORTUNITIES FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class II Shares
|
| |
Class V Shares
|
| |
Class I Shares
|
| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| |
Period from
January 22, 2021 (commencement of operations) through February 28, 2021 |
| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| ||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 21.14 | | | | | $ | 21.61 | | | | | $ | 28.86 | | | | | $ | 22.64 | | | | | $ | 19.36 | | | | | $ | 21.12 | | | | | $ | 21.60 | | | | | $ | 28.85 | | | | | $ | 22.62 | | | | | $ | 19.35 | | | | | $ | 28.88 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.17 | | | | | | 0.40 | | | | | | 0.24 | | | | | | 0.25 | | | | | | 0.25 | | | | | | 0.20 | | | | | | 0.43 | | | | | | 0.28 | | | | | | 0.29 | | | | | | 0.23 | | | | | | 0.02 | | |
Net realized and unrealized gain (loss)
|
| | | | 6.53 | | | | | | 0.18 | | | | | | (4.58) | | | | | | 6.33 | | | | | | 3.68 | | | | | | 6.53 | | | | | | 0.17 | | | | | | (4.60) | | | | | | 6.33 | | | | | | 3.73 | | | | | | (1.23) | | |
Total from investment operations
|
| | | | 6.70 | | | | | | 0.58 | | | | | | (4.34) | | | | | | 6.58 | | | | | | 3.93 | | | | | | 6.73 | | | | | | 0.60 | | | | | | (4.32) | | | | | | 6.62 | | | | | | 3.96 | | | | | | (1.21) | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.16) | | | | | | (1.05) | | | | | | (0.17) | | | | | | (0.36) | | | | | | (0.65) | | | | | | (0.19) | | | | | | (1.08) | | | | | | (0.19) | | | | | | (0.39) | | | | | | (0.69) | | | | | | — | | |
From net realized gains
|
| | | | — | | | | | | — | | | | | | (2.74) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (2.74) | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (0.16) | | | | | | (1.05) | | | | | | (2.91) | | | | | | (0.36) | | | | | | (0.65) | | | | | | (0.19) | | | | | | (1.08) | | | | | | (2.93) | | | | | | (0.39) | | | | | | (0.69) | | | | | | — | | |
Net asset value, end of period
|
| | | $ | 27.68 | | | | | $ | 21.14 | | | | | $ | 21.61 | | | | | $ | 28.86 | | | | | $ | 22.64 | | | | | $ | 27.66 | | | | | $ | 21.12 | | | | | $ | 21.60 | | | | | $ | 28.85 | | | | | $ | 22.62 | | | | | $ | 27.67 | | |
Total Return(b)
|
| | | | 31.76% | | | | | | 2.39% | | | | | | (15.48)% | | | | | | 29.10% | | | | | | 20.62% | | | | | | 31.95% | | | | | | 2.50% | | | | | | (15.37)% | | | | | | 29.31% | | | | | | 20.78% | | | | | | (4.19)%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 309,966 | | | | | $ | 292,418 | | | | | $ | 467,336 | | | | | $ | 700,211 | | | | | $ | 603,565 | | | | | $ | 697,864 | | | | | $ | 565,384 | | | | | $ | 755,613 | | | | | $ | 1,280,851 | | | | | $ | 948,052 | | | | | $ | 18,476 | | |
Net expenses to average daily net assets(c)
|
| | | | 1.03% | | | | | | 1.03% | | | | | | 1.04% | | | | | | 1.06% | | | | | | 1.06% | | | | | | 0.90% | | | | | | 0.89% | | | | | | 0.90% | | | | | | 0.92% | | | | | | 0.93% | | | | | | 1.04%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 0.73% | | | | | | 1.81% | | | | | | 1.00% | | | | | | 0.96% | | | | | | 1.12% | | | | | | 0.87% | | | | | | 1.94% | | | | | | 1.19% | | | | | | 1.09% | | | | | | 1.04% | | | | | | 0.82%* | | |
Portfolio turnover rate
|
| | | | 216%(d) | | | | | | 186%(d) | | | | | | 238%(d) | | | | | | 201%(d) | | | | | | 227%(d) | | | | | | 216%(d) | | | | | | 186%(d) | | | | | | 238%(d) | | | | | | 201%(d) | | | | | | 227%(d) | | | | | | 216%(d)** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.02%(e) | | | | | | 0.02%(e) | | | | | | 0.01% | | | | | | 0.02% | | | | | | 0.04% | | | | | | 0.02%(e) | | | | | | 0.02%(e) | | | | | | 0.01% | | | | | | 0.02% | | | | | | 0.05% | | | | | | 0.08%(e)* | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | 0.05 | | | | | $ | 0.05 | | | | | $ | 0.03 | | | | | $ | 0.02 | | | | | $ | — | | | | | $ | 0.04 | | | | | $ | 0.05 | | | | | $ | 0.03 | | | | | $ | 0.03 | | | | | | | | |
HIGH YIELD FUND
|
| ||||||||||||||||||
| | |
Class VI Shares
|
| |||||||||||||||
| | |
Year Ended
February 28/29, |
| |
Period From
June 25, 2018 (commencement of operations) through February 28, 2019 |
| ||||||||||||
| | |
2021
|
| |
2020
|
| ||||||||||||
Net asset value, beginning of period
|
| | | $ | 19.94 | | | | | $ | 20.21 | | | | | $ | 20.00 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.64 | | | | | | 0.48 | | | | | | 0.27 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.77 | | | | | | 0.82 | | | | | | 0.71 | | |
Total from investment operations
|
| | | | 1.41 | | | | | | 1.30 | | | | | | 0.98 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.40) | | | | | | (1.57) | | | | | | (0.61) | | |
From net realized gains
|
| | | | (0.05) | | | | | | — | | | | | | (0.16) | | |
Total distributions
|
| | | | (0.45) | | | | | | (1.57) | | | | | | (0.77) | | |
Net asset value, end of period
|
| | | $ | 20.90 | | | | | $ | 19.94 | | | | | $ | 20.21 | | |
Total Return(b)
|
| | | | 7.21% | | | | | | 6.40% | | | | | | 5.07%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 94,545 | | | | | $ | 161,449 | | | | | $ | 212,762 | | |
Net operating expenses to average daily net assets(c)(d)
|
| | | | 0.52% | | | | | | 0.52% | | | | | | 0.51%* | | |
Interest and/or dividend expenses and/or borrowing costs to average daily net assets(e)
|
| | | | 0.00%(f) | | | | | | 0.03% | | | | | | 0.04%* | | |
Total net expenses to average daily net assets(c)(d)
|
| | | | 0.52% | | | | | | 0.55% | | | | | | 0.55%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 3.23% | | | | | | 2.34% | | | | | | 2.00%* | | |
Portfolio turnover rate(g)
|
| | | | 288% | | | | | | 105% | | | | | | 81%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.00%(f)(h) | | | | | | 0.00%(f)(h) | | | | | | 0.12%* | | |
MULTI-SECTOR FIXED INCOME FUND (formerly known as Core Plus Bond Fund) |
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class IV Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
| ||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 22.19 | | | | | $ | 20.88 | | | | | $ | 20.93 | | | | | $ | 21.10 | | | | | $ | 21.39 | | | | | $ | 22.26 | | | | | $ | 20.94 | | | | | $ | 20.98 | | | | | $ | 21.15 | | | | | $ | 21.45 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(b)†
|
| | | | 0.43 | | | | | | 0.53 | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.26 | | | | | | 0.35 | | | | | | 0.54 | | | | | | 0.48 | | | | | | 0.46 | | | | | | 0.24 | | |
Net realized and unrealized gain
(loss) |
| | | | (0.24)(c) | | | | | | 2.01 | | | | | | 0.49 | | | | | | (0.06) | | | | | | 0.25 | | | | | | (0.16)(c) | | | | | | 2.02 | | | | | | 0.53 | | | | | | (0.10) | | | | | | 0.29 | | |
Total from investment operations
|
| | | | 0.19 | | | | | | 2.54 | | | | | | 1.00 | | | | | | 0.35 | | | | | | 0.51 | | | | | | 0.19 | | | | | | 2.56 | | | | | | 1.01 | | | | | | 0.36 | | | | | | 0.53 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.93) | | | | | | (0.64) | | | | | | (1.05) | | | | | | (0.52) | | | | | | (0.80) | | | | | | (0.93) | | | | | | (0.65) | | | | | | (1.05) | | | | | | (0.53) | | | | | | (0.83) | | |
From net realized gains
|
| | | | (1.32) | | | | | | (0.59) | | | | | | — | | | | | | — | | | | | | — | | | | | | (1.32) | | | | | | (0.59) | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (2.25) | | | | | | (1.23) | | | | | | (1.05) | | | | | | (0.52) | | | | | | (0.80) | | | | | | (2.25) | | | | | | (1.24) | | | | | | (1.05) | | | | | | (0.53) | | | | | | (0.83) | | |
Net asset value, end of period
|
| | | $ | 20.13 | | | | | $ | 22.19 | | | | | $ | 20.88 | | | | | $ | 20.93 | | | | | $ | 21.10 | | | | | $ | 20.20 | | | | | $ | 22.26 | | | | | $ | 20.94 | | | | | $ | 20.98 | | | | | $ | 21.15 | | |
Total Return(d)
|
| | | | 0.59% | | | | | | 12.38% | | | | | | 4.88% | | | | | | 1.61% | | | | | | 2.44% | | | | | | 0.59% | | | | | | 12.44% | | | | | | 4.93% | | | | | | 1.68% | | | | | | 2.55% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 31,602 | | | | | $ | 80,639 | | | | | $ | 84,163 | | | | | $ | 34,641 | | | | | $ | 22,172 | | | | | $ | 133,862 | | | | | $ | 449,655 | | | | | $ | 580,456 | | | | | $ | 920,637 | | | | | $ | 566,433 | | |
Net operating expenses to average daily
net assets(e) |
| | | | 0.30% | | | | | | 0.29% | | | | | | 0.29% | | | | | | 0.29% | | | | | | 0.35% | | | | | | 0.24% | | | | | | 0.24% | | | | | | 0.24% | | | | | | 0.24% | | | | | | 0.30% | | |
Interest and/or dividend expenses and/or borrowing costs to average daily net assets(f)
|
| | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | |
Total net expenses to average daily net
assets(e) |
| | | | 0.30% | | | | | | 0.29% | | | | | | 0.29% | | | | | | 0.29% | | | | | | 0.35% | | | | | | 0.24% | | | | | | 0.24% | | | | | | 0.24% | | | | | | 0.24% | | | | | | 0.30% | | |
Net investment income (loss) to average daily net assets(b)
|
| | | | 1.98% | | | | | | 2.43% | | | | | | 2.41% | | | | | | 1.91% | | | | | | 1.21% | | | | | | 1.57% | | | | | | 2.47% | | | | | | 2.29% | | | | | | 2.14% | | | | | | 1.10% | | |
Portfolio turnover rate(h)
|
| | | | 262% | | | | | | 215% | | | | | | 201% | | | | | | 198% | | | | | | 216% | | | | | | 262% | | | | | | 215% | | | | | | 201% | | | | | | 198% | | | | | | 216% | | |
Fees and expenses reimbursed and/or
waived by GMO to average daily net assets:(i) |
| | | | 0.19% | | | | | | 0.16% | | | | | | 0.16% | | | | | | 0.14% | | | | | | 0.30% | | | | | | 0.19% | | | | | | 0.16% | | | | | | 0.15% | | | | | | 0.14% | | | | | | 0.26% | | |
EMERGING COUNTRY DEBT FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class IV Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017(a)
|
| ||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 27.38 | | | | | $ | 26.82 | | | | | $ | 28.62 | | | | | $ | 28.99 | | | | | $ | 26.01 | | | | | $ | 27.34 | | | | | $ | 26.77 | | | | | $ | 28.57 | | | | | $ | 28.95 | | | | | $ | 25.98 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(b)†
|
| | | | 1.56 | | | | | | 1.44 | | | | | | 1.36 | | | | | | 1.36 | | | | | | 1.94 | | | | | | 1.39 | | | | | | 1.43 | | | | | | 1.37 | | | | | | 1.39 | | | | | | 1.95 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.85) | | | | | | 0.91 | | | | | | (1.19) | | | | | | 0.32 | | | | | | 3.01(c) | | | | | | (0.66) | | | | | | 0.94 | | | | | | (1.19) | | | | | | 0.29 | | | | | | 3.01(c) | | |
Total from investment operations
|
| | | | 0.71 | | | | | | 2.35 | | | | | | 0.17 | | | | | | 1.68 | | | | | | 4.95 | | | | | | 0.73 | | | | | | 2.37 | | | | | | 0.18 | | | | | | 1.68 | | | | | | 4.96 | | |
Less distributions to shareholders:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.93) | | | | | | (1.79) | | | | | | (1.97) | | | | | | (2.05) | | | | | | (1.97) | | | | | | (1.95) | | | | | | (1.80) | | | | | | (1.98) | | | | | | (2.06) | | | | | | (1.99) | | |
From net realized gains
|
| | | | (0.62) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (0.62) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (2.55) | | | | | | (1.79) | | | | | | (1.97) | | | | | | (2.05) | | | | | | (1.97) | | | | | | (2.57) | | | | | | (1.80) | | | | | | (1.98) | | | | | | (2.06) | | | | | | (1.99) | | |
Net asset value, end of period
|
| | | $ | 25.54 | | | | | $ | 27.38 | | | | | $ | 26.82 | | | | | $ | 28.62 | | | | | $ | 28.99 | | | | | $ | 25.50 | | | | | $ | 27.34 | | | | | $ | 26.77 | | | | | $ | 28.57 | | | | | $ | 28.95 | | |
Total Return(d)
|
| | | | 2.67% | | | | | | 8.97% | | | | | | 0.97% | | | | | | 5.81% | | | | | | 19.47% | | | | | | 2.73% | | | | | | 9.08% | | | | | | 1.02% | | | | | | 5.83% | | | | | | 19.50% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 1,010,106 | | | | | $ | 1,133,945 | | | | | $ | 1,294,577 | | | | | $ | 1,273,188 | | | | | $ | 1,067,086 | | | | | $ | 3,218,116 | | | | | $ | 3,219,098 | | | | | $ | 2,849,316 | | | | | $ | 2,862,977 | | | | | $ | 3,018,159 | | |
Net operating expenses to average daily net assets(e)
|
| | | | 0.54% | | | | | | 0.53% | | | | | | 0.52% | | | | | | 0.53% | | | | | | 0.54% | | | | | | 0.49% | | | | | | 0.48% | | | | | | 0.47% | | | | | | 0.48% | | | | | | 0.49% | | |
Interest and/or dividend
expenses and/or borrowing costs to average daily net assets(f) |
| | | | 0.00%(g) | | | | | | 0.01% | | | | | | 0.02% | | | | | | 0.00%(g) | | | | | | — | | | | | | 0.00%(g) | | | | | | 0.01% | | | | | | 0.02% | | | | | | 0.00%(g) | | | | | | — | | |
Total net expenses to average daily net assets(e)
|
| | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.53% | | | | | | 0.54% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.48% | | | | | | 0.49% | | |
Net investment income (loss) to
average daily net assets(b) |
| | | | 6.02% | | | | | | 5.23% | | | | | | 4.99% | | | | | | 4.57% | | | | | | 6.76% | | | | | | 5.38% | | | | | | 5.22% | | | | | | 5.04% | | | | | | 4.67% | | | | | | 6.81% | | |
Portfolio turnover rate(h)
|
| | | | 56% | | | | | | 41% | | | | | | 15% | | | | | | 34% | | | | | | 21% | | | | | | 56% | | | | | | 41% | | | | | | 15% | | | | | | 34% | | | | | | 21% | | |
Fees and expenses reimbursed
and/or waived by GMO to average daily net assets:(i) |
| | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | | | | | 0.00%(g) | | |
Purchase premiums and
redemption fees consisted of the following per share amounts:† |
| | | $ | 0.03 | | | | | $ | 0.03 | | | | | $ | 0.03 | | | | | $ | 0.03 | | | | | $ | 0.04(a) | | | | | $ | 0.03 | | | | | $ | 0.03 | | | | | $ | 0.03 | | | | | $ | 0.03 | | | | | $ | 0.04(a) | | |
OPPORTUNISTIC INCOME FUND
|
| ||||||||||||||||||||||||||||||||||||||||||
| | |
Class VI Shares
|
| |
Class I Shares
|
| ||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended
February 28, 2021 |
| |
Period from
November 5, 2019 (commencement of operations) through February 29, 2020 |
| |||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 26.15 | | | | | $ | 26.21 | | | | | $ | 26.41 | | | | | $ | 25.78 | | | | | $ | 24.57 | | | | | $ | 26.12 | | | | | $ | 26.85 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 1.06 | | | | | | 1.46 | | | | | | 1.32 | | | | | | 1.15 | | | | | | 0.96 | | | | | | 0.89 | | | | | | 0.54 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.31) | | | | | | (0.06) | | | | | | (0.38) | | | | | | 0.18 | | | | | | 0.89 | | | | | | (0.18) | | | | | | (0.08) | | |
Total from investment operations
|
| | | | 0.75 | | | | | | 1.40 | | | | | | 0.94 | | | | | | 1.33 | | | | | | 1.85 | | | | | | 0.71 | | | | | | 0.46 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (1.06) | | | | | | (1.46) | | | | | | (1.14) | | | | | | (0.70) | | | | | | (0.64) | | | | | | (1.03) | | | | | | (1.19) | | |
From net realized gains
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions
|
| | | | (1.06) | | | | | | (1.46) | | | | | | (1.14) | | | | | | (0.70) | | | | | | (0.64) | | | | | | (1.03) | | | | | | (1.19) | | |
Net asset value, end of period
|
| | | $ | 25.84 | | | | | $ | 26.15 | | | | | $ | 26.21 | | | | | $ | 26.41 | | | | | $ | 25.78 | | | | | $ | 25.80 | | | | | $ | 26.12 | | |
Total Return(b)
|
| | | | 2.95% | | | | | | 5.45% | | | | | | 3.58% | | | | | | 5.18% | | | | | | 7.62% | | | | | | 2.79% | | | | | | 1.80%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 477,457 | | | | | $ | 825,876 | | | | | $ | 1,001,146 | | | | | $ | 1,205,954 | | | | | $ | 1,510,894 | | | | | $ | 417,150 | | | | | $ | 22,684 | | |
Net operating expenses to average daily net assets(c)
|
| | | | 0.47% | | | | | | 0.47% | | | | | | 0.49% | | | | | | 0.47% | | | | | | 0.33% | | | | | | 0.68% | | | | | | 0.66%* | | |
Interest and/or dividend expenses and/or borrowing costs
to average daily net assets(e) |
| | | | 0.00%(d) | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | | | | | 0.00%*(d) | | |
Total net expenses to average daily net assets(c)
|
| | | | 0.47% | | | | | | 0.47% | | | | | | 0.49% | | | | | | 0.47% | | | | | | 0.33% | | | | | | 0.68% | | | | | | 0.66%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 4.12% | | | | | | 5.50% | | | | | | 4.99% | | | | | | 4.39% | | | | | | 3.82% | | | | | | 3.47% | | | | | | 6.55%* | | |
Portfolio turnover rate(f)
|
| | | | 43% | | | | | | 47% | | | | | | 75% | | | | | | 152% | | | | | | 66% | | | | | | 43%(f) | | | | | | 47%**(f) | | |
Fees and expenses reimbursed and/or waived by GMO to
average daily net assets: |
| | | | 0.05%(g) | | | | | | 0.04%(g) | | | | | | 0.04% | | | | | | 0.03% | | | | | | 0.04% | | | | | | 0.07%(g) | | | | | | 0.07%*(g) | | |
Purchase premiums and redemption fees consisted of the
following per share amounts:† |
| | | $ | — | | | | | $ | 0.01 | | | | | $ | 0.05 | | | | | $ | 0.04 | | | | | $ | 0.03 | | | | | $ | — | | | | | $ | — | | |
(CONSOLIDATED) ALTERNATIVE ALLOCATION FUND
|
| ||||||||||||||||||||||||||||||
| | |
Class VI Shares
|
| |
Class R6 Shares
|
| |
Class I Shares
|
| |||||||||||||||||||||
| | |
Year Ended
February 28, 2021 |
| |
Period from
May 1, 2019 (commencement of operations) through February 29, 2020 |
| |
Period from
July 31, 2020 (commencement of operations) through February 28, 2021 |
| |
Year Ended
February 28, 2021 |
| |
Period from
September 4, 2019 (commencement of operations) through February 29, 2020 |
| |||||||||||||||
Net asset value, beginning of period
|
| | | $ | 19.45 | | | | | $ | 20.00 | | | | | $ | 19.33 | | | | | $ | 19.44 | | | | | $ | 20.18 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | (0.02) | | | | | | 0.15 | | | | | | (0.03) | | | | | | (0.09) | | | | | | 0.10 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.03(b) | | | | | | (0.18) | | | | | | 0.07(b) | | | | | | 0.04(b) | | | | | | (0.33) | | |
Total from investment operations
|
| | | | 0.01 | | | | | | (0.03) | | | | | | 0.04 | | | | | | (0.05) | | | | | | (0.23) | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.47) | | | | | | (0.06) | | | | | | (0.42) | | | | | | (0.43) | | | | | | (0.05) | | |
From net realized gains
|
| | | | — | | | | | | (0.46) | | | | | | — | | | | | | — | | | | | | (0.46) | | |
Total distributions
|
| | | | (0.47) | | | | | | (0.52) | | | | | | (0.42) | | | | | | (0.43) | | | | | | (0.51) | | |
Net asset value, end of period
|
| | | $ | 18.99 | | | | | $ | 19.45 | | | | | $ | 18.95 | | | | | $ | 18.96 | | | | | $ | 19.44 | | |
Total Return(c)
|
| | | | 0.01% | | | | | | (0.21)%** | | | | | | 0.16%** | | | | | | (0.30)% | | | | | | (1.20)%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 230,386 | | | | | $ | 200,812 | | | | | $ | 478 | | | | | $ | 268,473 | | | | | $ | 34,229 | | |
Net operating expenses to average daily net assets(d)
|
| | | | 0.76% | | | | | | 0.77%* | | | | | | 0.93%* | | | | | | 1.02% | | | | | | 1.02%* | | |
Interest and/or dividend expenses and/or borrowing costs to average daily net assets(e)
|
| | | | 0.49% | | | | | | 0.29%* | | | | | | 0.53%* | | | | | | 0.51% | | | | | | 0.23%* | | |
Total net expenses to average daily net assets(d)
|
| | | | 1.25% | | | | | | 1.05%* | | | | | | 1.46%* | | | | | | 1.53% | | | | | | 1.25%* | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | (0.10)% | | | | | | 0.88%* | | | | | | (0.26)%* | | | | | | (0.44)% | | | | | | 0.98%* | | |
Portfolio turnover rate(f)
|
| | | | 410% | | | | | | 243%** | | | | | | 410%** | | | | | | 410% | | | | | | 243%** | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:(g)
|
| | | | 0.15% | | | | | | 0.27%* | | | | | | 0.16%* | | | | | | 0.15% | | | | | | 0.24%* | | |
(CONSOLIDATED) SGM MAJOR MARKETS FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class VI Shares
|
| |
Class I Shares
|
| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| |
Period from
September 23, 2020 (commencement of operations) through February 28, 2021 |
| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| ||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 31.13 | | | | | $ | 32.17 | | | | | $ | 31.87 | | | | | $ | 32.68 | | | | | $ | 33.25 | | | | | $ | 31.07 | | | | | $ | 32.11 | | | | | $ | 31.78 | | | | | $ | 32.57 | | | | | $ | 33.26 | | | | | $ | 32.37 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | (0.09) | | | | | | 0.27 | | | | | | 0.31 | | | | | | 0.24 | | | | | | (0.21) | | | | | | (0.06) | | | | | | 0.25 | | | | | | 0.33 | | | | | | 0.05 | | | | | | (0.16) | | | | | | (0.04) | | |
Net realized and unrealized gain (loss)
|
| | | | 1.81 | | | | | | (0.83) | | | | | | 0.11(b) | | | | | | 0.23 | | | | | | 1.87 | | | | | | 1.80 | | | | | | (0.77) | | | | | | 0.13(b) | | | | | | 0.44 | | | | | | 1.85 | | | | | | 0.48 | | |
Total from investment operations
|
| | | | 1.72 | | | | | | (0.56) | | | | | | 0.42 | | | | | | 0.47 | | | | | | 1.66 | | | | | | 1.74 | | | | | | (0.52) | | | | | | 0.46 | | | | | | 0.49 | | | | | | 1.69 | | | | | | 0.44 | | |
Less distributions to shareholders:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.03) | | | | | | (0.48) | | | | | | (0.12) | | | | | | — | | | | | | (1.01) | | | | | | (0.03) | | | | | | (0.52) | | | | | | (0.13) | | | | | | — | | | | | | (1.16) | | | | | | — | | |
From net realized gains
|
| | | | (0.75) | | | | | | — | | | | | | — | | | | | | (1.28) | | | | | | (1.22) | | | | | | (0.75) | | | | | | — | | | | | | — | | | | | | (1.28) | | | | | | (1.22) | | | | | | (0.75) | | |
Total distributions
|
| | | | (0.78) | | | | | | (0.48) | | | | | | (0.12) | | | | | | (1.28) | | | | | | (2.23) | | | | | | (0.78) | | | | | | (0.52) | | | | | | (0.13) | | | | | | (1.28) | | | | | | (2.38) | | | | | | (0.75) | | |
Net asset value, end of period
|
| | | $ | 32.07 | | | | | $ | 31.13 | | | | | $ | 32.17 | | | | | $ | 31.87 | | | | | $ | 32.68 | | | | | $ | 32.03 | | | | | $ | 31.07 | | | | | $ | 32.11 | | | | | $ | 31.78 | | | | | $ | 32.57 | | | | | $ | 32.06 | | |
Total Return(c)
|
| | | | 5.48% | | | | | | (1.74)% | | | | | | 1.32% | | | | | | 1.44% | | | | | | 5.12% | | | | | | 5.56% | | | | | | (1.65)% | | | | | | 1.47% | | | | | | 1.50% | | | | | | 5.22% | | | | | | 1.30%** | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 30,126 | | | | | $ | 18,527 | | | | | $ | 45,409 | | | | | $ | 26,630 | | | | | $ | 6,117 | | | | | $ | 314,087 | | | | | $ | 831,870 | | | | | $ | 1,161,238 | | | | | $ | 1,843,748 | | | | | $ | 1,446,445 | | | | | $ | 13,842 | | |
Net expenses to average daily
net assets(d) |
| | | | 1.01% | | | | | | 1.01% | | | | | | 1.00% | | | | | | 1.00% | | | | | | 1.00% | | | | | | 0.91% | | | | | | 0.91% | | | | | | 0.91% | | | | | | 0.91% | | | | | | 0.91% | | | | | | 1.11%* | | |
Net investment income (loss)
to average daily net assets(a) |
| | | | (0.27)% | | | | | | 0.85% | | | | | | 0.97% | | | | | | 0.75% | | | | | | (0.61)% | | | | | | (0.17)% | | | | | | 0.79% | | | | | | 1.04% | | | | | | 0.16% | | | | | | (0.47)% | | | | | | (0.28)%* | | |
Portfolio turnover rate
|
| | | | 76% | | | | | | 46% | | | | | | 49%(e) | | | | | | 106%(e) | | | | | | 15%(e) | | | | | | 76% | | | | | | 46% | | | | | | 49%(e) | | | | | | 106%(e) | | | | | | 15%(e) | | | | | | 76%** | | |
Fees and expenses reimbursed
and/or waived by GMO to average daily net assets: |
| | | | 0.07% | | | | | | 0.05% | | | | | | 0.04% | | | | | | 0.03% | | | | | | 0.04% | | | | | | 0.07% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.03% | | | | | | 0.04% | | | | | | 0.14%* | | |
ASSET ALLOCATION BOND FUND
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |
Class VI Shares
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |
Year Ended February 28/29,
|
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| ||||||||||||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 22.66 | | | | | $ | 21.61 | | | | | $ | 21.95 | | | | | $ | 22.15 | | | | | $ | 22.16 | | | | | $ | 22.72 | | | | | $ | 21.67 | | | | | $ | 22.02 | | | | | $ | 22.23 | | | | | $ | 22.21 | | |
Income (loss) from investment operations:
|
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.26 | | | | | | 0.55 | | | | | | 0.54 | | | | | | 0.33 | | | | | | 0.18 | | | | | | 0.27 | | | | | | 0.56 | | | | | | 0.57 | | | | | | 0.36 | | | | | | 0.21 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.18 | | | | | | 1.52 | | | | | | 0.18 | | | | | | (0.31) | | | | | | (0.19) | | | | | | 1.18 | | | | | | 1.53 | | | | | | 0.18 | | | | | | (0.33) | | | | | | (0.19) | | |
Total from investment operations
|
| | | | 1.44 | | | | | | 2.07 | | | | | | 0.72 | | | | | | 0.02 | | | | | | (0.01) | | | | | | 1.45 | | | | | | 2.09 | | | | | | 0.75 | | | | | | 0.03 | | | | | | 0.02 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.28) | | | | | | (1.02) | | | | | | (1.06) | | | | | | (0.22) | | | | | | — | | | | | | (0.29) | | | | | | (1.04) | | | | | | (1.10) | | | | | | (0.24) | | | | | | — | | |
Total distributions
|
| | | | (0.28) | | | | | | (1.02) | | | | | | (1.06) | | | | | | (0.22) | | | | | | — | | | | | | (0.29) | | | | | | (1.04) | | | | | | (1.10) | | | | | | (0.24) | | | | | | — | | |
Net asset value, end of period
|
| | | $ | 23.82 | | | | | $ | 22.66 | | | | | $ | 21.61 | | | | | $ | 21.95 | | | | | $ | 22.15 | | | | | $ | 23.88 | | | | | $ | 22.72 | | | | | $ | 21.67 | | | | | $ | 22.02 | | | | | $ | 22.23 | | |
Total Return(b)
|
| | | | 6.33% | | | | | | 9.74% | | | | | | 3.37% | | | | | | 0.07% | | | | | | (0.05)% | | | | | | 6.39% | | | | | | 9.83% | | | | | | 3.48% | | | | | | 0.12% | | | | | | 0.09% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 61,836 | | | | | $ | 41,124 | | | | | $ | 82,801 | | | | | $ | 207,008 | | | | | $ | 282,272 | | | | | $ | 58,621 | | | | | $ | 192,410 | | | | | $ | 305,842 | | | | | $ | 1,019,135 | | | | | $ | 1,209,721 | | |
Net operating expenses to average daily net assets
|
| | | | 0.41%(c) | | | | | | 0.40%(c) | | | | | | 0.41%(c) | | | | | | 0.41% | | | | | | 0.41%(c) | | | | | | 0.31%(c) | | | | | | 0.31%(c) | | | | | | 0.31%(c) | | | | | | 0.31% | | | | | | 0.31%(c) | | |
Interest and/or dividend expenses
and/or borrowing costs to average daily net assets(d) |
| | | | — | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | — | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | | | | | 0.00%(e) | | |
Total net expenses to average daily net assets
|
| | | | 0.41%(c) | | | | | | 0.40%(c) | | | | | | 0.41%(c) | | | | | | 0.41% | | | | | | 0.41%(c) | | | | | | 0.31%(c) | | | | | | 0.31%(c) | | | | | | 0.31%(c) | | | | | | 0.31% | | | | | | 0.31%(c) | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 1.11% | | | | | | 2.49% | | | | | | 2.48% | | | | | | 1.50% | | | | | | 0.81% | | | | | | 1.15% | | | | | | 2.49% | | | | | | 2.57% | | | | | | 1.59% | | | | | | 0.94% | | |
Portfolio turnover rate
|
| | | | 30%(f) | | | | | | 16%(f) | | | | | | 59%(f) | | | | | | 89% | | | | | | 130%(f) | | | | | | 30%(f) | | | | | | 16%(f) | | | | | | 59%(f) | | | | | | 89% | | | | | | 130%(f) | | |
Fees and expenses reimbursed and/or
waived by GMO to average daily net assets: |
| | | | 0.08%(g) | | | | | | 0.06%(g) | | | | | | 0.04% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.08%(g) | | | | | | 0.06%(g) | | | | | | 0.04% | | | | | | 0.02% | | | | | | 0.02% | | |
BENCHMARK-FREE FUND
|
| ||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |||||||||||||||
Net asset value, beginning of period
|
| | | $ | 18.88 | | | | | $ | 19.56 | | | | | $ | 20.91 | | | | | $ | 18.95 | | | | | $ | 17.00 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.52 | | | | | | 0.72 | | | | | | 0.58 | | | | | | 0.46 | | | | | | 0.43 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.71 | | | | | | (0.59) | | | | | | (1.21) | | | | | | 2.10 | | | | | | 2.01 | | |
Total from investment operations
|
| | | | 1.23 | | | | | | 0.13 | | | | | | (0.63) | | | | | | 2.56 | | | | | | 2.44 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.63) | | | | | | (0.81) | | | | | | (0.72) | | | | | | (0.60) | | | | | | (0.49) | | |
Total distributions
|
| | | | (0.63) | | | | | | (0.81) | | | | | | (0.72) | | | | | | (0.60) | | | | | | (0.49) | | |
Net asset value, end of period
|
| | | $ | 19.48 | | | | | $ | 18.88 | | | | | $ | 19.56 | | | | | $ | 20.91 | | | | | $ | 18.95 | | |
Total Return(b)
|
| | | | 6.64% | | | | | | 0.41% | | | | | | (2.80)% | | | | | | 13.59% | | | | | | 14.52% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 2,158,496 | | | | | $ | 2,583,930 | | | | | $ | 3,165,731 | | | | | $ | 4,486,489 | | | | | $ | 4,394,260 | | |
Net operating expenses to average daily net assets(c)
|
| | | | 0.04% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.02% | | | | | | 0.01% | | |
Interest and/or dividend expenses and/or borrowing costs to average daily net assets(e)
|
| | | | 0.08% | | | | | | 0.03% | | | | | | 0.04% | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | |
Total net expenses to average daily net assets(c)
|
| | | | 0.12% | | | | | | 0.05% | | | | | | 0.06% | | | | | | 0.02% | | | | | | 0.01% | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 2.86% | | | | | | 3.64% | | | | | | 2.92% | | | | | | 2.29% | | | | | | 2.37% | | |
Portfolio turnover rate(f)
|
| | | | 145% | | | | | | 50% | | | | | | 59% | | | | | | 78% | | | | | | 83% | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.05% | | | | | | 0.04% | | | | | | 0.03% | | | | | | 0.03% | | | | | | 0.04% | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(g) | | | | | $ | 0.01 | | | | | $ | 0.00(g) | | |
(CONSOLIDATED) IMPLEMENTATION FUND
|
| ||||||||||||||||||||||||||||||
| | |
Core Shares
|
| |||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |||||||||||||||
Net asset value, beginning of period
|
| | | $ | 12.74 | | | | | $ | 13.22 | | | | | $ | 14.09 | | | | | $ | 13.06 | | | | | $ | 11.80 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)†
|
| | | | 0.35(a) | | | | | | 0.49(a) | | | | | | 0.40 | | | | | | 0.33 | | | | | | 0.27 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.11) | | | | | | (0.43) | | | | | | (0.69) | | | | | | 1.11 | | | | | | 1.24 | | |
Total from investment operations
|
| | | | 0.24 | | | | | | 0.06 | | | | | | (0.29) | | | | | | 1.44 | | | | | | 1.51 | | |
Less distributions to shareholders:(b) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.28) | | | | | | (0.54) | | | | | | (0.58) | | | | | | (0.41) | | | | | | (0.25) | | |
Total distributions
|
| | | | (0.28) | | | | | | (0.54) | | | | | | (0.58) | | | | | | (0.41) | | | | | | (0.25) | | |
Net asset value, end of period
|
| | | $ | 12.70 | | | | | $ | 12.74 | | | | | $ | 13.22 | | | | | $ | 14.09 | | | | | $ | 13.06 | | |
Total Return(c)
|
| | | | 1.95% | | | | | | 0.25% | | | | | | (1.88)% | | | | | | 11.12% | | | | | | 12.88% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 5,970,367 | | | | | $ | 7,114,306 | | | | | $ | 8,965,578 | | | | | $ | 11,505,699 | | | | | $ | 11,226,684 | | |
Net operating expenses to average daily net assets
|
| | | | 0.01%(e) | | | | | | 0.00%(d)(e) | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | |
Interest and/or dividend expenses to average daily net assets(f)
|
| | | | 0.15% | | | | | | 0.06% | | | | | | 0.10% | | | | | | 0.04% | | | | | | 0.05% | | |
Total net expenses to average daily net assets
|
| | | | 0.16%(e) | | | | | | 0.06%(e) | | | | | | 0.10% | | | | | | 0.04% | | | | | | 0.05% | | |
Net investment income (loss) to average daily net assets
|
| | | | 2.89%(a) | | | | | | 3.65%(a) | | | | | | 2.95% | | | | | | 2.44% | | | | | | 2.11% | | |
Portfolio turnover rate
|
| | | | 189%(g) | | | | | | 97%(g) | | | | | | 112% | | | | | | 146% | | | | | | 142% | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.06%(h) | | | | | | 0.05%(h) | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.05% | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(i) | | | | | $ | 0.01 | | | | | $ | 0.01 | | |
STRATEGIC OPPORTUNITIES ALLOCATION FUND
|
| ||||||||||||||||||||||||||||||
| | |
Class III Shares
|
| |||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019
|
| |
2018
|
| |
2017
|
| |||||||||||||||
Net asset value, beginning of period
|
| | | $ | 18.98 | | | | | $ | 19.48 | | | | | $ | 22.08 | | | | | $ | 19.76 | | | | | $ | 17.43 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)(a)†
|
| | | | 0.54 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.58 | | | | | | 0.51 | | |
Net realized and unrealized gain (loss)
|
| | | | 2.93 | | | | | | (0.11) | | | | | | (1.45) | | | | | | 2.39 | | | | | | 2.36 | | |
Total from investment operations
|
| | | | 3.47 | | | | | | 0.56 | | | | | | (0.83) | | | | | | 2.97 | | | | | | 2.87 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.71) | | | | | | (0.77) | | | | | | (0.67) | | | | | | (0.63) | | | | | | (0.53) | | |
From net realized gains
|
| | | | (0.18) | | | | | | (0.29) | | | | | | (1.10) | | | | | | (0.02) | | | | | | (0.01) | | |
Total distributions
|
| | | | (0.89) | | | | | | (1.06) | | | | | | (1.77) | | | | | | (0.65) | | | | | | (0.54) | | |
Net asset value, end of period
|
| | | $ | 21.56 | | | | | $ | 18.98 | | | | | $ | 19.48 | | | | | $ | 22.08 | | | | | $ | 19.76 | | |
Total Return(b)
|
| | | | 18.66% | | | | | | 2.57% | | | | | | (3.45)% | | | | | | 15.10% | | | | | | 16.60% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 579,796 | | | | | $ | 773,438 | | | | | $ | 915,148 | | | | | $ | 1,302,441 | | | | | $ | 2,016,999 | | |
Net operating expenses to average daily net assets(c)
|
| | | | 0.01% | | | | | | 0.01% | | | | | | 0.01% | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | |
Interest and/or dividend expenses and/or borrowing costs to average daily net assets(e)
|
| | | | 0.07% | | | | | | 0.03% | | | | | | 0.03% | | | | | | — | | | | | | — | | |
Total net expenses to average daily net assets(c)
|
| | | | 0.08% | | | | | | 0.04% | | | | | | 0.04% | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | |
Net investment income (loss) to average daily net assets(a)
|
| | | | 2.85% | | | | | | 3.35% | | | | | | 3.01% | | | | | | 2.73% | | | | | | 2.69% | | |
Portfolio turnover rate(f)
|
| | | | 61% | | | | | | 36% | | | | | | 35% | | | | | | 20% | | | | | | 28% | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.07% | | | | | | 0.03% | | | | | | 0.03% | | | | | | 0.01% | | | | | | 0.01% | | |
Purchase premiums and redemption fees consisted of the following per share amounts:†
|
| | | $ | — | | | | | $ | — | | | | | $ | 0.00(g) | | | | | $ | 0.02 | | | | | $ | 0.00(g) | | |
U.S. TREASURY FUND
|
| ||||||||||||||||||||||||||||||
| | |
Core Shares
|
| |||||||||||||||||||||||||||
| | |
Year Ended February 28/29,
|
| |||||||||||||||||||||||||||
| | |
2021
|
| |
2020
|
| |
2019(a)
|
| |
2018(a)
|
| |
2017(a)
|
| |||||||||||||||
Net asset value, beginning of period
|
| | | $ | 5.02 | | | | | $ | 5.00 | | | | | $ | 5.00 | | | | | $ | 5.01 | | | | | $ | 5.01 | | |
Income (loss) from investment operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss)†
|
| | | | 0.01 | | | | | | 0.10 | | | | | | 0.10 | | | | | | 0.05 | | | | | | 0.02 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.02 | | | | | | 0.02 | | | | | | 0.01 | | | | | | (0.01) | | | | | | 0.00(b) | | |
Total from investment operations
|
| | | | 0.03 | | | | | | 0.12 | | | | | | 0.11 | | | | | | 0.04 | | | | | | 0.02 | | |
Less distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
From net investment income
|
| | | | (0.01) | | | | | | (0.10) | | | | | | (0.11) | | | | | | (0.05) | | | | | | (0.02) | | |
From net realized gains
|
| | | | (0.00)(b) | | | | | | — | | | | | | — | | | | | | — | | | | | | (0.00)(b) | | |
Total distributions
|
| | | | (0.01) | | | | | | (0.10) | | | | | | (0.11) | | | | | | (0.05) | | | | | | (0.02) | | |
Net asset value, end of period
|
| | | $ | 5.04 | | | | | $ | 5.02 | | | | | $ | 5.00 | | | | | $ | 5.00 | | | | | $ | 5.01 | | |
Total Return(c)
|
| | | | 0.63% | | | | | | 2.47% | | | | | | 2.16% | | | | | | 0.96% | | | | | | 0.54% | | |
Ratios/Supplemental Data: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s)
|
| | | $ | 382,455 | | | | | $ | 222,762 | | | | | $ | 635,777 | | | | | $ | 2,324,706 | | | | | $ | 2,666,697 | | |
Net expenses to average daily net assets
|
| | | | 0.08% | | | | | | 0.06% | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | | | | | 0.00%(d) | | |
Net investment income (loss) to average daily net assets
|
| | | | 0.20% | | | | | | 2.03% | | | | | | 1.97% | | | | | | 1.06% | | | | | | 0.47% | | |
Portfolio turnover rate(e)
|
| | | | 0% | | | | | | 0% | | | | | | 0% | | | | | | 0% | | | | | | 0% | | |
Fees and expenses reimbursed and/or waived by GMO to average daily net assets:
|
| | | | 0.03% | | | | | | 0.05% | | | | | | 0.10% | | | | | | 0.09% | | | | | | 0.10% | | |
| | | | | |
3 Year Trailing
|
| | |
Since Strategy Inception (7/23/03)*
|
| | ||||||||
| | Fund Net Standard Deviation | | | | | | 10.25 | % | | | | | | | 7.60 | % | | | |
| | Fund Net Return Before Taxes | | | | | | 1.00 | % | | | | | | | 7.34 | % | | | |
| |
Consumer Price Index (reflects no deduction for fees,
expenses, or taxes) |
| | | | | 1.82 | % | | | | | | | 2.05 | % | | | |
| |
Fund Net Return Before Taxes less Consumer Price
Index |
| | | | | -0.83 | % | | | | | | | 5.29 | % | | | |
| | | | | |
3 Year Trailing
|
| | |
Since Strategy Inception (10/3/2011)*
|
| | ||||||||
| | Fund Net Standard Deviation | | | | | | 5.12 | % | | | | | | | 5.10 | % | | | |
| | Fund Net Return Before Taxes | | | | | | 2.35 | % | | | | | | | 2.82 | % | | | |
| |
FTSE 3-Month Treasury Bill Index (reflects no
deduction for fees, expenses, or taxes) |
| | | | | 1.56 | % | | | | | | | 0.65 | % | | | |
| |
Fund Net Return Before Taxes less FTSE 3-Month
Treasury Bill Index |
| | | | | 0.79 | % | | | | | | | 2.18 | % | | | |
| | | | | |
1 Year
|
| | |
Annualized Since Inception (1/31/17)
|
| | ||||||||
| | High Yield Composite | | | | | | 5.49 | % | | | | | | | 6.34 | % | | | |
| | Markit iBOXX USD Liquid High Yield Index | | | | | | 4.66 | % | | | | | | | 5.72 | % | | | |
Fund Name
(and page # in Prospectus) |
| |
Share
Class |
| |
Ticker
|
| |
Symbol
|
| |
CUSIP
|
|
Multi-Asset Class Funds | | | | | | | | | | | | | |
Benchmark-Free Allocation Fund (p. 1)
|
| | Class III | | | GBMFX | | | N/A | | | 362008 31 0 | |
| | | Class IV | | | GBMBX | | | N/A | | | 362014 60 7 | |
| | | Class MF | | | — | | | — | | | 362014 80 5 | |
| | | Class R6 | | | GBMSX | | | — | | | 362014 44 1 | |
| | | Class I | | | GBMIX | | | N/A | | | 362014 45 8 | |
Global Asset Allocation Fund (p. 7)
|
| | Class III | | | GMWAX | | | N/A | | | 362007 17 1 | |
| | | Class R6 | | | GMWRX | | | — | | | 362014 35 9 | |
| | | Class I | | | GMOOX | | | — | | | 362014 36 7 | |
Equity Funds | | | | | | | | | | | | | |
Global Equity Funds | | | | | | | | | | | | | |
Global Equity Allocation Fund (p. 13)
|
| | Class III | | | GMGEX | | | N/A | | | 362007 14 8 | |
| | | Class R6 | | | GMADX | | | — | | | 362014 31 8 | |
| | | Class I | | | GAAUX | | | — | | | 362014 32 6 | |
Global Developed Equity Allocation Fund (p. 18)
|
| | Class III | | | GWOAX | | | N/A | | | 362008 15 3 | |
| | | Class R6 | | | — | | | — | | | 362014 33 4 | |
| | | Class I | | | — | | | — | | | 362014 34 2 | |
Quality Fund (p. 23)
|
| | Class III | | | GQETX | | | Quality | | | 362008 26 0 | |
| | | Class IV | | | GQEFX | | | Quality | | | 362008 24 5 | |
| | | Class V | | | GQLFX | | | Quality | | | 362008 23 7 | |
| | | Class VI | | | GQLOX | | | Quality | | | 362008 22 9 | |
| | | Class R6 | | | GQESX | | | Quality | | | 362014 17 7 | |
| | | Class I | | | GQLIX | | | Quality | | | 362014 18 5 | |
Climate Change Fund (p. 28)
|
| | Class III | | | GCCHX | | | N/A | | | 362014 61 5 | |
| | | Class IV | | | — | | | — | | | 362014 59 9 | |
| | | Class V | | | — | | | — | | | 362014 58 1 | |
| | | Class VI | | | — | | | — | | | 362014 57 3 | |
| | | Class R6 | | | GCCAX | | | — | | | 362014 42 5 | |
| | | Class I | | | GCCLX | | | — | | | 362014 43 3 | |
Resources Fund (p. 33)
|
| | Class III | | | GOFIX | | | N/A | | | 362014 10 2 | |
| | | Class IV | | | GOVIX | | | N/A | | | 362014 20 1 | |
| | | Class V | | | — | | | — | | | 362014 30 0 | |
| | | Class VI | | | — | | | — | | | 362014 40 9 | |
| | | Class R6 | | | GAAHX | | | — | | |
36256V 78 3
|
|
| | | Class I | | | GEACX | | | — | | |
36256V 77 5
|
|
Quality Cyclicals Fund (p. 39)
|
| | Class III | | | GMANX | | | — | | |
36256V 76 7
|
|
| | | Class IV | | | — | | | — | | |
36256V 75 9
|
|
| | | Class V | | | — | | | — | | |
36256V 74 2
|
|
| | | Class VI | | | GMAEX | | | — | | |
36256V 73 4
|
|
| | | Class R6 | | | — | | | — | | |
36256V 69 2
|
|
| | | Class I | | | GMAOX | | | — | | |
36256V 68 4
|
|
International Equity Funds | | | | | | | | | | | | | |
International Equity Allocation Fund (p. 43)
|
| | Class III | | | GIEAX | | | N/A | | | 362007 21 3 | |
| | | Class R6 | | | GSXMX | | | — | | | 362014 24 3 | |
| | | Class I | | | — | | | — | | | 362014 25 0 | |
International Developed Equity Allocation Fund (p. 48)
|
| | Class III | | | GIOTX | | | N/A | | | 362013 45 0 | |
| | | Class R6 | | | GAAWX | | | — | | | 362014 26 8 | |
| | | Class I | | | — | | | — | | | 362014 27 6 | |
International Equity Fund (p. 53)
|
| | Class II | | | GMICX | | | IntlIntrVal | | | 362007 20 5 | |
| | | Class III | | | GMOIX | | | IntlIntrVal | | | 362007 30 4 | |
| | | Class IV | | | GMCFX | | | IntlIntrVal | | | 362008 83 1 | |
| | | Class R6 | | | — | | | — | | | 362014 22 7 | |
| | | Class I | | | GMOUX | | | — | | | 362014 23 5 | |
Tax-Managed International Equities Fund (p. 58)
|
| | Class III | | | GTMIX | | | TxMngIntEq | | | 362008 66 6 | |
| | | Class R6 | | | — | | | — | | | 362014 11 0 | |
| | | Class I | | | — | | | — | | | 362014 12 8 | |
Japan Value Creation Fund (p. 63)
|
| | Class III | | | GMAKX | | | — | | |
36256V 67 6
|
|
| | | Class IV | | | — | | | — | | |
36256V 66 8
|
|
| | | Class V | | | — | | | — | | |
36256V 65 0
|
|
| | | Class VI | | | GMAHX | | | N/A | | |
36256V 64 3
|
|
| | | Class R6 | | | — | | | — | | |
36256V 63 5
|
|
| | | Class I | | | GMIIX | | | — | | |
36256V 62 7
|
|
U.S. Equity Funds | | | | | | | | | | | | | |
U.S. Equity Fund (p. 67)
|
| | Class III | | | GMUEX | | | USCoreEq | | | 362013 65 8 | |
| | | Class IV | | | GMRTX | | | USCoreEq | | | 362013 64 1 | |
| | | Class V | | | GMEQX | | | USCoreEq | | | 362013 63 3 | |
| | | Class VI | | | GMCQX | | | USCoreEq | | | 362013 62 5 | |
| | | Class R6 | | | — | | | — | | |
36256V 20 5
|
|
| | | Class I | | | — | | | — | | |
36256V 10 6
|
|
U.S. Small Cap Value Fund (p. 72)
|
| | Class III | | | — | | | — | | |
36256V 70 0
|
|
| | | Class IV | | | — | | | — | | |
36256V 80 9
|
|
| | | Class V | | | — | | | — | | |
36256V 88 2
|
|
| | | Class VI | | | GCAVX | | | — | | |
36256V 87 4
|
|
| | | Class R6 | | | — | | | — | | |
36256V 85 8
|
|
| | | Class I | | | — | | | — | | |
36256V 86 6
|
|
Emerging Markets Equity Funds | | | | | | | | | | | | | |
Emerging Markets Fund (p. 77)
|
| | Class II | | | GMEMX | | | EmergMkt | | | 362007 50 2 | |
| | | Class III | | | GMOEX | | | EmergMkt | | | 362007 60 1 | |
| | | Class IV | | | GMEFX | | | EmergMkt | | | 362008 79 9 | |
| | | Class V | | | GEMVX | | | GMOEmgMktsV | | | 362008 28 6 | |
| | | Class VI | | | GEMMX | | | EmergMkt | | | 362008 27 8 | |
| | | Class R6 | | | GEMNX | | | — | | |
36256V 83 3
|
|
| | | Class I | | | GEMEX | | | — | | |
36256V 82 5
|
|
Fund Name (and page # in Prospectus) |
| |
Share
Class |
| |
Ticker
|
| |
Symbol
|
| |
CUSIP
|
|
Emerging Markets ex-China Fund (p. 82)
|
| | Class II | | | — | | | — | | |
36256V 59 3
|
|
| | | Class III | | | — | | | — | | |
36256V 58 5
|
|
| | | Class IV | | | — | | | — | | |
36256V 57 7
|
|
| | | Class V | | | — | | | — | | |
36256V 56 9
|
|
| | | Class VI | | | GMAQX | | | — | | |
36256V 55 1
|
|
| | | Class R6 | | | — | | | — | | |
36256V 54 4
|
|
| | | Class I | | | — | | | — | | | 36256V 619 | |
Emerging Domestic Opportunities Fund (p. 86)
|
| | Class II | | | GEDTX | | | N/A | | | 362013 22 9 | |
| | | Class III | | | GEDSX | | | N/A | | | 362013 21 1 | |
| | | Class IV | | | GEDIX | | | N/A | | | 362013 19 5 | |
| | | Class V | | | GEDOX | | | N/A | | | 362013 18 7 | |
| | | Class VI | | | GEDFX | | | N/A | | | 362013 17 9 | |
| | | Class R6 | | | GEAEX | | | — | | |
36256V 81 7
|
|
| | | Class I | | | GEDBX | | | — | | |
36256V 79 1
|
|
Fixed Income Funds | | | | | | | | | | | | | |
High Yield Fund (p. 91)
|
| | Class III | | | — | | | — | | | 362014 56 5 | |
| | | Class IV | | | — | | | — | | | 362014 55 7 | |
| | | Class V | | | — | | | — | | | 362014 54 0 | |
| | | Class VI | | | GHVIX | | | — | | | 362014 53 2 | |
| | | Class R6 | | | — | | | — | | | 362014 28 4 | |
| | | Class I | | | — | | | — | | | 362014 29 2 | |
Multi-Sector Fixed Income Fund (p. 96)
|
| | Class III | | | GUGAX | | | CorePlusBd | | | 362008 60 9 | |
| | | Class IV | | | GPBFX | | | CorePlusBd | | | 362008 12 0 | |
| | | Class R6 | | | — | | | — | | | 362014 39 1 | |
| | | Class I | | | — | | | — | | | 362014 41 7 | |
Emerging Country Debt Fund (p. 102)
|
| | Class III | | | GMCDX | | | EmgCntrDt | | | 362007 27 0 | |
| | | Class IV | | | GMDFX | | | EmgCntrDt | | | 362008 78 1 | |
| | | Class VI | | | — | | | EmgCntrDt | | | 36262F 10 3 | |
Emerging Country Debt Shares Fund (p. 106)
|
| | Class R6 | | | GMAFX | | | — | | |
36256V 72 6
|
|
| | | Class I | | | GMAJX | | | — | | |
36256V 71 8
|
|
Opportunistic Income Fund (p. 112)
|
| | Class III | | | GMOHX | | | — | | | 362013 12 0 | |
| | | Class VI | | | GMODX | | | N/A | | | 362013 11 2 | |
| | | Class R6 | | | GAAAX | | | — | | | 362014 19 3 | |
| | | Class I | | | GMOLX | | | — | | | 362014 21 9 | |
Alternative Funds | | | | | | | | | | | | | |
Alternative Allocation Fund (p. 117)
|
| | Class II | | | — | | | — | | |
35256V 84 1
|
|
| | | Class III | | | — | | | — | | | 362014 49 0 | |
| | | Class IV | | | — | | | — | | | 362014 48 2 | |
| | | Class V | | | — | | | — | | | 362014 47 4 | |
| | | Class VI | | | GAAVX | | | — | | | 362014 46 6 | |
| | | Class R6 | | | GAAKX | | | — | | |
36256V 60 1
|
|
| | | Class I | | | GAAGX | | | — | | |
36256V 50 2
|
|
SGM Major Markets Fund (p. 123)
|
| | Class III | | | GSMFX | | | — | | | 362014 65 6 | |
| | | Class IV | | | GSMJX | | | — | | | 362014 64 9 | |
| | | Class VI | | | GSMHX | | | — | | | 362014 62 3 | |
| | | Class R6 | | | GAAJX | | | — | | | 362014 13 6 | |
| | | Class I | | | GSMKX | | | — | | | 362014 14 4 | |
Implementation Funds | | | | | | | | | | | | | |
Asset Allocation Bond Fund (p. 129)
|
| | Class III | | | GMOBX | | | AssetAllBd | | | 362013 38 5 | |
| | | Class VI | | | GABFX | | | AssetAllBd | | | 362013 37 7 | |
Benchmark-Free Fund (p. 133)
|
| | Class III | | | GBFFX | | | N/A | | | 362013 16 1 | |
Implementation Fund (p. 137)
|
| | N/A | | | GIMFX | | | N/A | | | 362014 50 8 | |
| | | | | | ||||||||
Strategic Opportunities Allocation Fund (p. 142)
|
| | Class III | | | GBATX | | | N/A | | | 362008 16 1 | |
U.S. Treasury Fund (p. 147)
|
| | N/A | | | GUSTX | | | USTreas | | | 362013 36 9 | |