Series and Classes/Contracts Information:
| Existing | |||
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004081 | GMO U.S. Equity Fund | ||
| Class/Contract C000011423 | Class III | GMUEX | |
| Class/Contract C000011426 | Class VI | GMCQX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004084 | GMO Quality Fund | ||
| Class/Contract C000011437 | Class III | GQETX | |
| Class/Contract C000011438 | Class IV | GQEFX | |
| Class/Contract C000011440 | Class VI | GQLOX | |
| Class/Contract C000213356 | Class I | GQLIX | |
| Class/Contract C000213357 | Class R6 | GQESX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004224 | GMO International Equity Fund | ||
| Class/Contract C000011880 | Class II | GMICX | |
| Class/Contract C000011881 | Class III | GMOIX | |
| Class/Contract C000011882 | Class IV | GMCFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004911 | GMO Emerging Markets Fund | ||
| Class/Contract C000013268 | Class II | GMEMX | |
| Class/Contract C000013269 | Class III | GMOEX | |
| Class/Contract C000013271 | Class V | GEMVX | |
| Class/Contract C000013272 | Class VI | GEMMX | |
| Class/Contract C000213363 | Class I | GEMEX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004913 | GMO Tax-Managed International Equities Fund | ||
| Class/Contract C000013282 | Class III | GTMIX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004917 | GMO Core Plus Bond Fund | ||
| Class/Contract C000013294 | Class III | GUGAX | |
| Class/Contract C000013295 | Class IV | GPBFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000004922 | GMO Emerging Country Debt Fund | ||
| Class/Contract C000013327 | Class III | GMCDX | |
| Class/Contract C000013328 | Class IV | GMDFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005485 | GMO Benchmark-Free Allocation Fund | ||
| Class/Contract C000014927 | Class III | GBMFX | |
| Class/Contract C000109350 | Class IV | GBMBX | |
| Class/Contract C000110912 | Class MF | ||
| Class/Contract C000213372 | Class I | GBMIX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005486 | GMO International Equity Allocation Fund | ||
| Class/Contract C000014930 | Class III | GIEAX | |
| Class/Contract C000213374 | Class R6 | GCAVX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005487 | GMO Global Asset Allocation Fund | ||
| Class/Contract C000014933 | Class III | GMWAX | |
| Class/Contract C000213376 | Class R6 | GMWRX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005488 | GMO Global Equity Allocation Fund | ||
| Class/Contract C000014936 | Class III | GMGEX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005489 | GMO Strategic Opportunities Allocation Fund | ||
| Class/Contract C000014937 | Class III | GBATX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005490 | GMO Global Developed Equity Allocation Fund | ||
| Class/Contract C000014938 | Class III | GWOAX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000005494 | GMO SGM Major Markets Fund | ||
| Class/Contract C000014953 | Class III | GSMFX | |
| Class/Contract C000014956 | Class VI | GSMHX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000007516 | GMO Opportunistic Income Fund | ||
| Class/Contract C000020548 | Class VI | GMODX | |
| Class/Contract C000213384 | Class I | GMOLX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000012211 | GMO International Developed Equity Allocation Fund | ||
| Class/Contract C000033342 | Class III | GIOTX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000025186 | GMO U.S. Treasury Fund | ||
| Class/Contract C000075084 | GMO U.S. Treasury Fund | GUSTX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000025199 | GMO Asset Allocation Bond Fund | ||
| Class/Contract C000075099 | Class III | GMOBX | |
| Class/Contract C000075103 | Class VI | GABFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000029579 | GMO Emerging Domestic Opportunities Fund | ||
| Class/Contract C000090805 | Class II | GEDTX | |
| Class/Contract C000090806 | Class III | GEDSX | |
| Class/Contract C000090808 | Class V | GEDOX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000033464 | GMO Benchmark-Free Fund | ||
| Class/Contract C000102896 | Class III | GBFFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000034948 | GMO Resources Fund | ||
| Class/Contract C000107485 | Class III | GOFIX | |
| Class/Contract C000107486 | Class IV | GOVIX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000036091 | GMO Implementation Fund | ||
| Class/Contract C000110451 | GMO Implementation Fund | GIMFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000038360 | GMO Risk Premium Fund | ||
| Class/Contract C000118360 | Class III | GMRPX | |
| Class/Contract C000118363 | Class VI | GMOKX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000046112 | GMO Special Opportunities Fund | ||
| Class/Contract C000144312 | Class VI | GSOFX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000056707 | GMO Climate Change Fund | ||
| Class/Contract C000179795 | Class III | GCCHX | |
| Class/Contract C000213398 | Class I | GCCLX | |
| Class/Contract C000213399 | Class R6 | GCCAX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000061716 | GMO High Yield Fund | ||
| Class/Contract C000199930 | Class VI | GHVIX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000065268 | GMO Alternative Allocation Fund | ||
| Class/Contract C000211299 | Class VI | GAAVX | |
| Class/Contract C000213406 | Class I | GAAGX | |
| Status | Name | Ticker Symbol | |
| CIK 0000772129 | |||
| Series S000065871 | GMO U.S. Small Cap Value Fund | ||
| Class/Contract C000212810 | Class VI | GSXMX | |
IRS No.: 000000000 | State of Incorp.: MA | Fiscal Year End: 0831
Type: N-CSR | Act: 40 | File No.: 811-04347 | Film No.: 20834099
