|
Benchmark-Free
Allocation
Fund |
Global
Asset
Allocation
Fund |
U.S.
Equity Securities1
|
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers (Traded on U.S. Exchanges)2
|
X |
X |
Non-U.S.
Investments – Emerging Countries2
|
X |
X |
Securities
Lending |
X |
X |
Depositary
Receipts |
X |
X |
Convertible
Securities |
X |
X |
Preferred
Stocks |
X |
X |
Contingent
Value Rights |
X |
X |
Master
Limited Partnerships |
X |
X |
Income
Trusts |
X |
X |
Warrants
and Rights |
X |
X |
Non-Standard
Warrants (GDP Warrants, LEPOs, and P-Notes) |
X |
X |
Options,
Futures, and Forward Contracts |
X |
X |
Swap
Contracts and Other Two-Party Contracts |
X |
X |
Foreign
Currency Transactions |
X |
X |
Repurchase
Agreements |
X |
X |
Debt
and Other Fixed Income Securities Generally |
X |
X |
Debt
and Other Fixed Income Securities – Long- and Medium-Term Corporate &
Government Bonds3
|
X |
X |
Debt
and Other Fixed Income Securities – Short-Term Corporate & Government
Bonds3
|
X |
X |
Debt
and Other Fixed Income Securities – Municipal Securities4
|
X |
X |
Cash
and Other High Quality Investments |
X |
X |
U.S.
Government Securities and Foreign Government
Securities |
X |
X |
Auction
Rate Securities |
X |
X |
Real
Estate Investment Trusts and Other Real Estate-Related
Investments |
X |
X |
Asset-Backed
and Related Securities |
X |
X |
Variable
Rate Securities |
X |
X |
Mezzanine
Securities |
X |
X |
Below
Investment Grade Securities |
X |
X |
Distressed
or Defaulted Debt Securities |
X |
X |
Leveraged
Companies |
X |
X |
Brady
Bonds |
X |
X |
Euro
Bonds |
X |
X |
Zero
Coupon Securities |
X |
X |
Indexed
Investments |
X |
X |
Structured
Notes |
X |
X |
Firm
Commitments, When-Issued Securities and TBAs |
X |
X |
Loans,
Loan Participations, and Assignments |
X |
X |
Reverse
Repurchase Agreements and Dollar Roll Agreements |
X |
X |
Commodity-Related
Investments |
X |
X |
Illiquid
Investments, Private Placements, Restricted Securities, and IPOs and Other
Limited Opportunities |
X |
X |
Investments
in Other Investment Companies or Other Pooled
Investments |
X |
X |
Investments
in Other Investment Companies – Shares of Other GMO Trust
Funds |
X |
X |
Investments
in Subsidiary Companies – Shares of Wholly-Owned Subsidiary5
|
|
|
|
Global
Equity
Allocation
Fund |
Global
Developed
Equity
Allocation
Fund |
Quality
Fund |
Climate
Change
Fund |
Resources
Fund |
Resource
Transition
Fund |
Quality
Cyclicals
Fund |
U.S.
Equity Securities1
|
X |
X |
X |
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
X |
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers
(Traded
on U.S. Exchanges)2
|
X |
X |
X |
X |
X |
X |
X |
Non-U.S.
Investments – Emerging Countries2
|
X |
X |
X |
X |
X |
X |
X |
Securities
Lending |
X |
X |
X |
X |
X |
X |
X |
Depositary
Receipts |
X |
X |
X |
X |
X |
X |
X |
Convertible
Securities |
X |
X |
X |
X |
X |
X |
X |
Preferred
Stocks |
X |
X |
X |
X |
X |
X |
X |
Contingent
Value Rights |
X |
X |
X |
X |
X |
X |
X |
Master
Limited Partnerships |
X |
X |
|
X |
X |
X |
|
Income
Trusts |
X |
X |
X |
X |
X |
X |
X |
Warrants
and Rights |
X |
X |
X |
X |
X |
X |
X |
Non-Standard
Warrants (GDP Warrants,
LEPOs,
and P-Notes) |
X |
X |
|
X |
X |
X |
|
Options,
Futures, and Forward Contracts |
X |
X |
X |
X |
X |
X |
X |
Swap
Contracts and Other Two-Party
Contracts |
X |
X |
X |
X |
X |
X |
X |
Foreign
Currency Transactions |
X |
X |
X |
X |
X |
X |
|
Repurchase
Agreements |
X |
X |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities
Generally |
X |
X |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities –
Long-
and Medium-Term Corporate &
Government
Bonds3
|
X |
X |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities –
Short-Term
Corporate & Government
Bonds3
|
X |
X |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities –
Municipal
Securities4
|
X |
X |
|
|
|
|
|
Cash
and Other High Quality Investments |
X |
X |
X |
X |
X |
X |
X |
U.S.
Government Securities and Foreign
Government
Securities |
X |
X |
X |
X |
X |
X |
X |
Auction
Rate Securities |
X |
X |
|
|
|
|
|
Real
Estate Investment Trusts and Other Real
Estate-Related
Investments |
X |
X |
X |
X |
X |
X |
X |
Asset-Backed
and Related Securities |
X |
X |
|
|
|
|
|
Variable
Rate Securities |
X |
X |
|
|
|
|
|
Mezzanine
Securities |
X |
X |
|
X |
X |
X |
|
Below
Investment Grade Securities |
X |
X |
|
X |
X |
X |
|
Distressed
or Defaulted Debt Securities |
X |
X |
|
|
|
|
|
Leveraged
Companies |
X |
X |
X |
X |
X |
X |
X |
Brady
Bonds |
X |
X |
|
|
|
|
|
Euro
Bonds |
X |
X |
|
|
|
|
|
Zero
Coupon Securities |
X |
X |
|
|
|
|
|
Indexed
Investments |
X |
X |
|
|
|
|
|
Structured
Notes |
X |
X |
|
X |
X |
X |
|
Firm
Commitments, When-Issued Securities
and
TBAs |
X |
X |
|
|
|
|
|
Loans,
Loan Participations, and Assignments |
X |
X |
|
|
|
|
|
Reverse
Repurchase Agreements and Dollar
Roll
Agreements |
X |
X |
X |
X |
X |
X |
X |
Commodity-Related
Investments |
X |
X |
|
X |
X |
X |
|
Illiquid
Investments, Private Placements,
Restricted
Securities, and IPOs and Other
Limited
Opportunities |
X |
X |
X |
X |
X |
X |
X |
Investments
in Other Investment Companies
or
Other Pooled Investments |
X |
X |
X |
X |
X |
X |
X |
Investments
in Other Investment Companies –
Shares
of Other GMO Trust Funds |
X |
X |
X |
X |
X |
X |
X |
Investments
in Subsidiary Companies –
Shares
of Wholly-Owned Subsidiary5
|
|
|
|
|
|
|
|
|
International
Equity
Allocation
Fund |
International
Developed
Equity
Allocation
Fund |
International
Equity
Fund |
International
Opportunistic Value
Fund |
Japan
Value
Creation
Fund |
U.S.
Equity Securities1
|
X |
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers
(Traded
on U.S. Exchanges)2
|
X |
X |
X |
X |
X |
Non-U.S.
Investments – Emerging
Countries2
|
X |
X |
X |
X |
X |
Securities
Lending |
X |
X |
X |
X |
X |
Depositary
Receipts |
X |
X |
X |
X |
X |
Convertible
Securities |
X |
X |
X |
X |
X |
Preferred
Stocks |
X |
X |
X |
X |
X |
Contingent
Value Rights |
X |
X |
X |
X |
X |
Master
Limited Partnerships |
X |
X |
X |
X |
X |
Income
Trusts |
X |
X |
X |
X |
X |
Warrants
and Rights |
X |
X |
X |
X |
X |
Non-Standard
Warrants (GDP Warrants,
LEPOs,
and P-Notes) |
X |
X |
X |
X |
X |
Options,
Futures, and Forward Contracts |
X |
X |
X |
X |
X |
Swap
Contracts and Other Two-Party
Contracts |
X |
X |
X |
X |
X |
Foreign
Currency Transactions |
X |
X |
X |
X |
X |
Repurchase
Agreements |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities
Generally |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities –
Long-
and
Medium-Term
Corporate &
Government
Bonds3
|
|
|
|
|
|
X |
X |
X |
X |
X | |
Debt
and Other Fixed Income Securities –
Short-
Term
Corporate
& Government Bonds3
|
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities –
Municipal
Securities4
|
X |
X |
X |
X |
X |
Cash
and Other High Quality Investments |
X |
X |
X |
X |
X |
U.S.
Government Securities and Foreign
Government |
X |
X |
X |
X |
X |
Securities |
X |
X |
X |
X |
X |
Auction
Rate Securities |
X |
X |
X |
X |
X |
Real
Estate Investment Trusts and Other
Real
Estate
Related
Investments |
X |
X |
X |
X |
X |
Asset-Backed
and Related Securities |
X |
X |
X |
X |
X |
Variable
Rate Securities |
X |
X |
X |
X |
X |
Mezzanine
Securities |
X |
X |
X |
X |
X |
Below
Investment Grade Securities |
X |
X |
X |
X |
X |
Distressed
or Defaulted Debt Securities |
X |
X |
X |
X |
X |
Leveraged
Companies |
X |
X |
X |
X |
X |
Brady
Bonds |
X |
X |
X |
X |
X |
Euro
Bonds |
X |
X |
X |
X |
X |
Zero
Coupon Securities |
X |
X |
X |
X |
X |
Indexed
Investments |
X |
X |
X |
X |
X |
Structured
Notes |
X |
X |
X |
X |
X |
Firm
Commitments, When-Issued
Securities
and TBAs |
X |
X |
X |
X |
X |
Loans,
Loan Participations, and
Assignments |
X |
X |
X |
X |
X |
Reverse
Repurchase Agreements and
Dollar
Roll
Agreements |
X |
X |
X |
X |
X |
Commodity-Related
Investments |
X |
X |
X |
|
|
Illiquid
Investments, Private Placements,
Restricted
Securities,
and IPOs and Other Limited
Opportunities |
X |
X |
X |
X |
X |
|
International
Equity
Allocation
Fund |
International
Developed
Equity
Allocation
Fund |
International
Equity
Fund |
International
Opportunistic Value
Fund |
Japan
Value
Creation
Fund |
Investments
in Other Investment
Companies
or Other
Pooled
Investments |
X |
X |
X |
X |
X |
Investments
in Other Investment
Companies
– Shares of Other GMO
Trust
Funds |
X |
X |
X |
X |
X |
Investments
in Subsidiary Companies –
Shares
of
Wholly-Owned
Subsidiary5
|
|
|
|
|
|
|
U.S.
Equity
Fund |
U.S.
Opportunistic
Value
Fund |
U.S.
Small
Cap
Value
Fund |
Small
Cap
Quality
Fund |
U.S.
Equity Securities1
|
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers (Traded on U.S. Exchanges)2
|
X |
X |
X |
X |
Non-U.S.
Investments – Emerging Countries2
|
X |
X |
X |
X |
Securities
Lending |
X |
X |
X |
X |
Depositary
Receipts |
X |
X |
X |
X |
Convertible
Securities |
X |
X |
X |
X |
Preferred
Stocks |
X |
X |
X |
X |
Contingent
Value Rights |
X |
X |
X |
X |
Master
Limited Partnerships |
X |
X |
X |
X |
Income
Trusts |
X |
X |
X |
X |
Warrants
and Rights |
X |
X |
X |
X |
Non-Standard
Warrants (GDP Warrants, LEPOs, and P-Notes) |
X |
X |
X |
X |
Options,
Futures, and Forward Contracts |
X |
X |
X |
X |
Swap
Contracts and Other Two-Party Contracts |
X |
X |
X |
X |
Foreign
Currency Transactions |
X |
X |
X |
X |
Repurchase
Agreements |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities Generally |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Long- and Medium-Term Corporate &
Government
Bonds3
|
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Short-Term Corporate & Government
Bonds3
|
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Municipal Securities4
|
X |
X |
X |
|
Cash
and Other High Quality Investments |
X |
X |
X |
X |
U.S.
Government Securities and Foreign Government
Securities |
X |
X |
X |
X |
Auction
Rate Securities |
X |
X |
X |
X |
Real
Estate Investment Trusts and Other Real Estate-Related
Investments |
X |
X |
X |
X |
Asset-Backed
and Related Securities |
X |
X |
X |
|
Variable
Rate Securities |
X |
X |
X |
|
Mezzanine
Securities |
X |
X |
X |
|
Below
Investment Grade Securities |
X |
X |
X |
|
Distressed
or Defaulted Debt Securities |
X |
X |
X |
|
Leveraged
Companies |
X |
X |
X |
X |
Brady
Bonds |
X |
X |
X |
|
Euro
Bonds |
X |
X |
X |
|
Zero
Coupon Securities |
X |
X |
X |
|
Indexed
Investments |
X |
X |
X |
|
Structured
Notes |
X |
X |
X |
|
Firm
Commitments, When-Issued Securities and TBAs |
X |
X |
X |
|
Loans,
Loan Participations, and Assignments |
X |
X |
X |
|
Reverse
Repurchase Agreements and Dollar Roll Agreements |
X |
X |
X |
X |
Commodity-Related
Investments |
|
|
|
|
Illiquid
Investments, Private Placements, Restricted Securities, and IPOs and Other
Limited
Opportunities |
X |
X |
X |
X |
Investments
in Other Investment Companies or Other Pooled
Investments |
X |
X |
X |
X |
Investments
in Other Investment Companies – Shares of Other GMO Trust
Funds |
X |
X |
X |
X |
Investments
in Subsidiary Companies – Shares of Wholly-Owned Subsidiary5
|
|
|
|
|
|
Emerging
Markets
Fund |
Emerging
Markets
ex-
China
Fund |
Emerging
Markets
Select
Equity
Fund |
U.S.
Equity Securities1
|
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers (Traded on U.S. Exchanges)2
|
X |
X |
X |
Non-U.S.
Investments – Emerging Countries2
|
X |
X |
X |
Securities
Lending |
X |
X |
X |
Depositary
Receipts |
X |
X |
X |
Convertible
Securities |
X |
X |
X |
Preferred
Stocks |
X |
X |
X |
Contingent
Value Rights |
X |
X |
X |
Master
Limited Partnerships |
|
|
|
Income
Trusts |
X |
X |
X |
Warrants
and Rights |
X |
X |
X |
Non-Standard
Warrants (GDP Warrants, LEPOs, and P-Notes) |
X |
X |
X |
Options,
Futures, and Forward Contracts |
X |
X |
X |
Swap
Contracts and Other Two-Party Contracts |
X |
X |
X |
Foreign
Currency Transactions |
X |
X |
X |
Repurchase
Agreements |
X |
X |
X |
Debt
and Other Fixed Income Securities Generally |
X |
X |
X |
Debt
and Other Fixed Income Securities – Long- and Medium-Term Corporate &
Government Bonds3
|
X |
X |
X |
Debt
and Other Fixed Income Securities – Short-Term Corporate & Government
Bonds3
|
X |
X |
X |
Debt
and Other Fixed Income Securities – Municipal Securities4
|
|
|
|
Cash
and Other High Quality Investments |
X |
X |
X |
U.S.
Government Securities and Foreign Government
Securities |
X |
X |
X |
Auction
Rate Securities |
|
|
|
Real
Estate Investment Trusts and Other Real Estate-Related
Investments |
X |
X |
X |
Asset-Backed
and Related Securities |
|
|
|
Variable
Rate Securities |
|
|
|
Mezzanine
Securities |
X |
X |
X |
Below
Investment Grade Securities |
X |
X |
X |
Distressed
or Defaulted Debt Securities |
|
|
|
Leveraged
Companies |
|
|
|
Brady
Bonds |
|
|
|
Euro
Bonds |
|
|
|
Zero
Coupon Securities |
|
|
|
Indexed
Investments |
X |
X |
X |
Structured
Notes |
X |
X |
X |
Firm
Commitments, When-Issued Securities and TBAs |
X |
X |
X |
Loans,
Loan Participations, and Assignments |
|
|
|
Reverse
Repurchase Agreements and Dollar Roll Agreements |
X |
X |
X |
Commodity-Related
Investments |
|
|
X |
Illiquid
Investments, Private Placements, Restricted Securities, and IPOs and Other
Limited Opportunities |
X |
X |
X |
Investments
in Other Investment Companies or Other Pooled
Investments |
X |
X |
X |
Investments
in Other Investment Companies – Shares of Other GMO Trust
Funds |
X |
X |
X |
Investments
in Subsidiary Companies – Shares of Wholly-Owned Subsidiary5
|
|
|
|
|
High
Yield
Fund |
Multi-
Sector
Fixed
Income
Fund |
Emerging
Country
Debt
Fund |
Emerging
Country
Debt
Shares
Fund |
Opportunistic
Income
Fund |
U.S.
Equity Securities1
|
X |
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers (Traded on U.S. Exchanges)2
|
X |
X |
X |
X |
X |
Non-U.S.
Investments – Emerging Countries2
|
X |
X |
X |
X |
X |
Securities
Lending |
X |
X |
X |
X |
X |
Depositary
Receipts |
X |
X |
X |
X |
X |
Convertible
Securities |
X |
X |
X |
X |
X |
Preferred
Stocks |
X |
X |
X |
X |
X |
Contingent
Value Rights |
|
|
|
|
|
Master
Limited Partnerships |
|
|
|
|
|
Income
Trusts |
|
|
|
|
|
Warrants
and Rights |
X |
X |
X |
X |
X |
|
High
Yield
Fund |
Multi-
Sector
Fixed
Income
Fund |
Emerging
Country
Debt
Fund |
Emerging
Country
Debt
Shares
Fund |
Opportunistic
Income
Fund |
Non-Standard
Warrants (GDP Warrants, LEPOs, and P-Notes) |
|
|
X |
X |
|
Options,
Futures, and Forward Contracts |
X |
X |
X |
X |
X |
Swap
Contracts and Other Two-Party Contracts |
X |
X |
X |
X |
X |
Foreign
Currency Transactions |
X |
X |
X |
X |
X |
Repurchase
Agreements |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities Generally |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Long- and Medium-Term Corporate
&
Government Bonds3
|
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Short-Term Corporate & Government
Bonds3
|
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Municipal Securities4
|
X |
X |
X |
X |
X |
Cash
and Other High Quality Investments |
X |
X |
X |
X |
X |
U.S.
Government Securities and Foreign Government
Securities |
X |
X |
X |
X |
X |
Auction
Rate Securities |
X |
X |
X |
X |
X |
Real
Estate Investment Trusts and Other Real Estate-Related
Investments |
X |
|
|
|
X |
Asset-Backed
and Related Securities |
X |
X |
X |
X |
X |
Variable
Rate Securities |
X |
X |
X |
X |
X |
Mezzanine
Securities |
X |
X |
X |
X |
X |
Below
Investment Grade Securities |
X |
X |
X |
X |
X |
Distressed
or Defaulted Debt Securities |
X |
X |
X |
X |
X |
Leveraged
Companies |
X |
|
|
|
|
Brady
Bonds |
X |
X |
X |
X |
X |
Euro
Bonds |
X |
X |
X |
X |
X |
Zero
Coupon Securities |
X |
X |
X |
X |
X |
Indexed
Investments |
X |
X |
X |
X |
X |
Structured
Notes |
X |
X |
X |
X |
X |
Firm
Commitments, When-Issued Securities and TBAs |
X |
X |
X |
X |
X |
Loans,
Loan Participations, and Assignments |
X |
X |
X |
X |
X |
Reverse
Repurchase Agreements and Dollar Roll Agreements |
X |
X |
X |
X |
X |
Commodity-Related
Investments |
|
|
X |
X |
|
Illiquid
Investments, Private Placements, Restricted Securities, and IPOs and
Other
Limited Opportunities |
X |
X |
X |
X |
X |
Investments
in Other Investment Companies or Other Pooled
Investments |
X |
X |
X |
X |
X |
Investments
in Other Investment Companies – Shares of Other GMO Trust
Funds |
X |
X |
X |
X |
X |
Investments
in Subsidiary Companies – Shares of Wholly-Owned Subsidiary5
|
|
|
|
|
|
|
Alternative
Allocation
Fund |
SGM
Major
Markets
Fund |
U.S.
Equity Securities1
|
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers (Traded on U.S. Exchanges)2
|
X |
X |
Non-U.S.
Investments – Emerging Countries2
|
X |
X |
Securities
Lending |
X |
X |
Depositary
Receipts |
X |
X |
Convertible
Securities |
X |
X |
Preferred
Stocks |
X |
X |
Contingent
Value Rights |
X |
|
Master
Limited Partnerships |
X |
|
Income
Trusts |
X |
|
Warrants
and Rights |
X |
X |
Non-Standard
Warrants (GDP Warrants, LEPOs, and P-Notes) |
X |
X |
Options,
Futures, and Forward Contracts |
X |
X |
Swap
Contracts and Other Two-Party Contracts |
X |
X |
Foreign
Currency Transactions |
X |
X |
Repurchase
Agreements |
X |
X |
Debt
and Other Fixed Income Securities Generally |
X |
X |
Debt
and Other Fixed Income Securities – Long- and Medium-Term Corporate &
Government Bonds3
|
X |
X |
Debt
and Other Fixed Income Securities – Short-Term Corporate & Government
Bonds3
|
X |
X |
Debt
and Other Fixed Income Securities – Municipal Securities4
|
X |
X |
Cash
and Other High Quality Investments |
X |
X |
U.S.
Government Securities and Foreign Government
Securities |
X |
X |
Auction
Rate Securities |
X |
X |
|
Alternative
Allocation
Fund |
SGM
Major
Markets
Fund |
Real
Estate Investment Trusts and Other Real Estate-Related
Investments |
X |
X |
Asset-Backed
and Related Securities |
X |
X |
Variable
Rate Securities |
X |
X |
Mezzanine
Securities |
X |
X |
Below
Investment Grade Securities |
X |
X |
Distressed
or Defaulted Debt Securities |
X |
X |
Leveraged
Companies |
|
|
Brady
Bonds |
X |
X |
Euro
Bonds |
X |
X |
Zero
Coupon Securities |
X |
X |
Indexed
Investments |
X |
X |
Structured
Notes |
X |
X |
Firm
Commitments, When-Issued Securities and TBAs |
X |
X |
Loans,
Loan Participations, and Assignments |
X |
X |
Reverse
Repurchase Agreements and Dollar Roll Agreements |
X |
X |
Commodity-Related
Investments |
X |
X |
Illiquid
Investments, Private Placements, Restricted Securities, and IPOs and Other
Limited Opportunities |
X |
X |
Investments
in Other Investment Companies or Other Pooled
Investments |
X |
X |
Investments
in Other Investment Companies – Shares of Other GMO Trust
Funds |
X |
X |
Investments
in Subsidiary Companies – Shares of Wholly-Owned Subsidiary5
|
X |
X |
|
Asset
Allocation
Bond
Fund |
Benchmark-Free
Fund |
Implementation
Fund |
Strategic
Opportunities
Allocation
Fund |
U.S.
Treasury
Fund |
U.S.
Equity Securities1
|
X |
X |
X |
X |
|
Non-U.S.
Investments – Non-U.S. Issuers2
|
X |
X |
X |
X |
X |
Non-U.S.
Investments – Non-U.S. Issuers (Traded on U.S.
Exchanges)2
|
X |
X |
X |
X |
|
Non-U.S.
Investments – Emerging Countries2
|
X |
X |
X |
X |
|
Securities
Lending |
X |
X |
X |
X |
X |
Depositary
Receipts |
X |
X |
X |
X |
|
Convertible
Securities |
X |
X |
X |
X |
|
Preferred
Stocks |
X |
X |
X |
X |
|
Contingent
Value Rights |
|
X |
X |
X |
|
Master
Limited Partnerships |
|
X |
X |
X |
|
Income
Trusts |
|
X |
X |
X |
|
Warrants
and Rights |
X |
X |
X |
X |
X |
Non-Standard
Warrants (GDP Warrants, LEPOs, and
P-Notes) |
|
X |
X |
X |
|
Options,
Futures, and Forward Contracts |
X |
X |
X |
X |
X |
Swap
Contracts and Other Two-Party Contracts |
X |
X |
X |
X |
X |
Foreign
Currency Transactions |
X |
X |
X |
X |
X |
Repurchase
Agreements |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities Generally |
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Long- and
Medium-
Term Corporate & Government Bonds3
|
X |
X |
X |
X |
|
Debt
and Other Fixed Income Securities – Short-Term
Corporate
& Government Bonds3
|
X |
X |
X |
X |
X |
Debt
and Other Fixed Income Securities – Municipal
Securities4
|
X |
X |
X |
X |
|
Cash
and Other High Quality Investments |
X |
X |
X |
X |
X |
U.S.
Government Securities and Foreign Government
Securities |
X |
X |
X |
X |
X6
|
Auction
Rate Securities |
X |
X |
X |
X |
|
Real
Estate Investment Trusts and Other Real Estate-
Related
Investments |
X |
X |
X |
X |
|
Asset-Backed
and Related Securities |
X |
X |
X |
X |
|
Variable
Rate Securities |
X |
X |
X |
X |
|
Mezzanine
Securities |
X |
X |
X |
X |
|
Below
Investment Grade Securities |
X |
X |
X |
X |
|
Distressed
or Defaulted Debt Securities |
X |
X |
X |
X |
|
Leveraged
Companies |
|
|
|
|
|
Brady
Bonds |
X |
X |
X |
X |
|
Euro
Bonds |
X |
X |
X |
X |
|
Zero
Coupon Securities |
X |
X |
X |
X |
|
|
Asset
Allocation
Bond
Fund |
Benchmark-Free
Fund |
Implementation
Fund |
Strategic
Opportunities
Allocation
Fund |
U.S.
Treasury
Fund |
Indexed
Investments |
X |
X |
X |
X |
|
Structured
Notes |
X |
X |
X |
X |
X |
Firm
Commitments, When-Issued Securities and TBAs |
X |
X |
X |
X |
|
Loans,
Loan Participations, and Assignments |
X |
X |
X |
X |
|
Reverse
Repurchase Agreements and Dollar Roll
Agreements |
X |
X |
X |
X |
X |
Commodity-Related
Investments |
X |
X |
X |
X |
|
Illiquid
Investments, Private Placements, Restricted
Securities,
and IPOs and Other Limited Opportunities |
X |
X |
X |
X |
X7
|
Investments
in Other Investment Companies or Other
Pooled
Investments |
X |
X |
X |
X |
X |
Investments
in Other Investment Companies – Shares of
Other
GMO Trust Funds |
X |
X |
X |
X |
|
Investments
in Subsidiary Companies – Shares of Wholly-
Owned
Subsidiary5
|
|
|
X |
|
|
Name
and
Year
of Birth |
Position(s)
Held
with
the
Trust |
Length
of
Time
Served |
Principal
Occupation(s)
During
Past 5 Years |
Number
of
Portfolios
in
Fund
Complex1
Overseen |
Other
Directorships
Held
in the
Past
Five
Years |
INDEPENDENT
TRUSTEES | |||||
Donald
W. Glazer
YOB:
1944 |
Chairman
of
the
Board of
Trustees |
Chairman
of the Board of
Trustees
since March 2005;
Lead
Independent Trustee
(September
2004-March
2005);
Trustee since
December
2000. |
Consultant
– Law and Business; Author of
Legal
Treatises. |
33 |
Director,
BeiGene
Ltd.(biotech). |
Peter
Tufano
YOB:
1957 |
Trustee |
Since
December 2008. |
Peter
Moores Professor of Finance
(July
1, 2011 – June 30, 2022) and Peter
Moores
Dean and Professor of Finance
(July
1, 2011 – June 30, 2021) University
of
Oxford, Said Business School; Baker
Foundation
Professor, Harvard Business
School
(since July 1, 2022). |
33 |
None |
Paul
Braverman
YOB:
1949 |
Trustee |
Since
March 2010. |
Retired. |
33 |
Trustee
of HIMCO
Variable
Insurance Trust
(27
Portfolios) (April
2014-April
2019). |
INTERESTED
TRUSTEE AND OFFICER | |||||
Dina
Santoro2
YOB:
1973 |
Trustee;
President
of
the
Trust |
Trustee
and President since
February
2023. |
Chief
Operating Officer, Grantham, Mayo,
Van
Otterloo & Co. LLC (February 2023 –
Present);
President, Chief Executive
Officer,
and Director, Voya Investments,
LLC,
Voya Capital, LLC, and Voya Funds
Services,
LLC (September 2022 –
December
2022); Director and Senior Vice
President,
Voya Investments Distributor,
LLC
(April 2018 –December 2022); Chief
Operating
Officer, Voya Investment
Management
(January 2022 –December
2022);
Senior Managing Director, Head of
Product
and Marketing Strategy, Voya
Investment
Management (September 2017-
December
2022). Formerly, President and
Director,
Voya Investments, LLC and Voya
Capital,
LLC (March 2018-September
2022);
Director, Voya Funds Services, LLC
(March
2018-September 2022). |
33 |
Voya
Separate Portfolios
Trust
(July 2018 –
December
2022). |
Name
and
Year
of Birth
|
Position(s)
Held
with
the Trust
|
Length
of
Time Served
|
Principal
Occupation(s)
During
Past 5 Years* |
Dina
Santoro
YOB:
1973
|
Trustee;
President of the
Trust
|
Trustee
and President
since
February 2023.
|
Chief
Operating Officer, Grantham, Mayo, Van Otterloo & Co. LLC (February
2023
– Present); President, Chief Executive Officer, and Director, Voya
Investments,
LLC, Voya Capital, LLC, and Voya Funds Services, LLC (September
2022
– December 2022); Director and Senior Vice President, Voya Investments
Distributor,
LLC (April 2018 – December 2022); Chief Operating Officer, Voya
Investment
Management (January 2022 – December 2022); Senior Managing
Director,
Head of Product and Marketing Strategy, Voya Investment Management
(September
2017 - December 2022). Formerly, President and Director, Voya
Investments,
LLC and Voya Capital, LLC (March 2018 - September 2022);
Director,
Voya Funds Services, LLC (March 2018 - September
2022). |
Tara
Pari
YOB:
1976
|
Chief
Executive Officer
|
Chief
Executive Officer
since
November 2020.
|
Head
of Fund Reporting, Risk and Controls and Proxy Voting (October 2021 -
present),
Grantham, Mayo, Van Otterloo & Co. LLC; Risk and Controls, Grantham,
Mayo,
Van Otterloo & Co. LLC (September 2004 – November 2020); Head of Fund
Reporting
and Risk and Controls, Grantham, Mayo, Van Otterloo & Co. LLC
(November
2020 - present).
|
Betty
Maganzini
YOB:
1972
|
Treasurer,
Chief
Accounting
Officer and
Chief
Financial Officer
|
Treasurer,
Chief
Accounting
Officer and
Chief
Financial Officer
since
September 2018;
Assistant
Treasurer,
September
2013 -
September
2018.
|
Fund
Administrator, Grantham, Mayo, Van Otterloo & Co. LLC (July 2010 -
present). |
John
L. Nasrah
YOB:
1977
|
Assistant
Treasurer and
Chief
Tax Officer
|
Since
March 2007.
|
Head
of Tax, Grantham, Mayo, Van Otterloo & Co. LLC (November 2020 –
present);
Head of Fund Tax, Grantham, Mayo, Van Otterloo & Co LLC (2018 –
2020). |
Susan
Saw
YOB:
1981
|
Assistant
Treasurer
|
Since
September 2019.
|
Fund
Administrator, Grantham, Mayo, Van Otterloo & Co. LLC (March 2011 -
present). |
Cathy
Tao
YOB:
1974
|
Assistant
Treasurer
|
Since
September 2016.
|
Fund
Administrator, Grantham, Mayo, Van Otterloo & Co. LLC (October 2007 -
present). |
Devin
Kelly
YOB:
1984
|
Assistant
Treasurer
|
Since
June 2020.
|
Fund
Administrator, Grantham, Mayo, Van Otterloo & Co. LLC (October 2012 -
present). |
Brian
Kadehjian
YOB:
1974
|
Assistant
Treasurer and
Treasury
Officer
|
Assistant
Treasurer
since
February 2015;
Treasury
Officer since
September
2013.
|
Treasury
and Payables Manager, Grantham, Mayo, Van Otterloo & Co. LLC
(November
2020 – present); Fund Administrator, Grantham, Mayo, Van Otterloo &
Co.
LLC (April 2002 - November 2020).
|
Douglas
Y. Charton
YOB:
1982
|
Chief
Legal Officer,
Vice
President-Law and
Clerk
|
Since
August 2015.
|
Legal
Counsel, Grantham, Mayo, Van Otterloo & Co. LLC (July 2015 -
present).
|
Megan
Bunting
YOB:
1978
|
Vice
President and
Assistant
Clerk
|
Since
September 2013.
|
Legal
Counsel, Grantham, Mayo, Van Otterloo & Co. LLC (September 2006 -
present). |
Kevin
O’Brien
YOB:
1985
|
Vice
President and
Assistant
Clerk
|
Since
March 2016.
|
Legal
Counsel, Grantham, Mayo, Van Otterloo & Co. LLC (February 2015 -
present). |
Name
and
Year
of Birth |
Position(s)
Held
with
the Trust |
Length
of
Time Served |
Principal
Occupation(s)
During
Past 5 Years* |
Gregory
L. Pottle
YOB:
1971
|
Chief
Compliance
Officer
|
Chief
Compliance
Officer
since May 2015;
Vice
President and
Assistant
Clerk,
November
2006-
November
2015.
|
Chief
Compliance Officer, Grantham, Mayo, Van Otterloo & Co. LLC (May 2015 -
present). |
Kelly
Butler
YOB:
1974
|
Anti-Money
Laundering
Officer
|
Since
March 2020.
|
Compliance
Manager (March 2016-present); Compliance Specialist, Grantham,
Mayo,
Van Otterloo & Co. LLC (November 2007 - March
2016). |
Name/Funds |
Dollar
Range of
Shares
Directly Owned in
the
Funds |
Aggregate
Dollar Range of
Shares
Directly
Owned in all
Registered
Investment
Companies
(whether
or not offered in the
Prospectus)
Overseen by
Trustee
in
Family
of Investment
Companies |
INDEPENDENT
TRUSTEES |
|
|
Donald
Glazer |
|
Over
$100,000 |
Benchmark-Free
Allocation Fund |
Over
$100,000 |
|
Climate
Change Fund |
Over
$100,000 |
|
Emerging
Markets Fund |
Over
$100,000 |
|
Emerging
Markets Select Equity Fund |
Over
$100,000 |
|
Quality
Cyclicals Fund |
$50,001
- $100,000 |
|
Quality
Fund |
Over
$100,000 |
|
Resources
Fund |
Over
$100,000 |
|
Name/Funds |
Dollar
Range of
Shares
Directly Owned in
the
Funds |
Aggregate
Dollar Range of
Shares
Directly
Owned in all
Registered
Investment
Companies
(whether
or not offered in the
Prospectus)
Overseen by
Trustee
in
Family
of Investment
Companies |
Peter
Tufano |
|
Over
$100,000 |
Benchmark-Free
Allocation Fund |
$50,001
- $100,000 |
|
Emerging
Country Debt Fund |
Over
$100,000 |
|
Paul
Braverman |
|
Over
$100,000 |
Climate
Change Fund |
Over
$100,000 |
|
|
|
|
INTERESTED
TRUSTEE |
|
|
Dina
Santoro |
|
None |
|
None |
|
Name/Funds |
Dollar
Range of
Shares
Indirectly Owned
in
the Funds |
Aggregate
Dollar Range of Shares
Indirectly
Owned in all
Registered
Investment Companies
(whether
or not offered in the
Prospectus)
Overseen by Trustee in
Family
of Investment Companies |
INDEPENDENT
TRUSTEES |
|
|
Donald
Glazer |
|
Over
$100,000 |
Emerging
Country Debt Fund |
$10,001
- $50,000 |
|
High
Yield Fund |
$10,001
- $50,000 |
|
Implementation
Fund |
Over
$100,000 |
|
Opportunistic
Income Fund |
$10,001
- $50,000 |
|
SGM
Major Markets Fund |
$10,001
- $50,000 |
|
U.S.
Treasury Fund |
$10,001
- $50,000 |
|
Peter
Tufano |
|
Over
$100,000 |
Emerging
Country Debt Fund |
$1
- $10,000 |
|
High
Yield Fund |
$1-$10,000 |
|
Implementation
Fund |
$50,001
- $100,000 |
|
Opportunistic
Income Fund |
$1
- $10,000 |
|
SGM
Major Markets Fund |
$1
- $10,000 |
|
U.S.
Treasury Fund |
$10,001
- $50,000 |
|
Paul
Braverman |
|
$1
- $10,000 |
U.S.
Treasury Fund |
$1
- $10,000 |
|
|
|
|
INTERESTED
TRUSTEE |
|
|
Dina
Santoro |
|
None |
|
None |
|
|
Donald
W. Glazer, Trustee |
Peter
Tufano, Trustee |
Paul
Braverman, Trustee |
Alternative
Allocation Fund |
$2,587 |
$2,177 |
$2,190 |
Asset
Allocation Bond Fund |
$303 |
$255 |
$257 |
Benchmark-Free
Allocation Fund |
$57,660 |
$48,534 |
$48,770 |
Benchmark-Free
Fund |
$17,046 |
$14,347 |
$14,429 |
Climate
Change Fund |
$9,853 |
$8,294 |
$8,323 |
Emerging
Country Debt Fund |
$39,180 |
$32,980 |
$33,159 |
Emerging
Country Debt Shares Fund |
$332
1 |
$280
1 |
$280
1 |
Emerging
Markets Select Equity Fund |
$4,817 |
$4,053 |
$4,091 |
Emerging
Markets Fund |
$18,465 |
$15,543 |
$15,641 |
Emerging
Markets ex-China Fund |
$3,533 |
$2,974 |
$2,990 |
Global
Asset Allocation Fund |
$5,122 |
$4,311 |
$4,341 |
Global
Developed Equity Allocation Fund |
$966 |
$813 |
$817 |
Global
Equity Allocation Fund |
$17,102 |
$14,395 |
$14,470 |
High
Yield Fund |
$3,041 |
$2,560 |
$2,563 |
Implementation
Fund |
$50,235 |
$42,284 |
$42,501 |
International
Developed Equity Allocation Fund |
$2,552 |
$2,148 |
$2,159 |
International
Equity Allocation Fund |
$6,459 |
$5,437 |
$5,471 |
International
Equity Fund |
$19,531 |
$16,439 |
$16,530 |
International
Opportunistic Value Fund |
$436 |
$367 |
$368 |
Japan
Value Creation Fund |
$1,615 |
$1,359 |
$1,366 |
Multi-Sector
Fixed Income Fund |
$1,378 |
$1,160 |
$1,165 |
Opportunistic
Income Fund |
$12,005 |
$10,105 |
$10,148 |
Quality
Cyclicals Fund |
$1,385 |
$1,165 |
$1,172 |
Quality
Fund |
$90,032 |
$75,781 |
$76,165 |
Resources
Fund |
$27,879 |
$23,467 |
$23,564 |
Resource
Transition Fund |
$6,118
1 |
$5,150
1 |
$5,176
1 |
Small
Cap Quality Fund |
$346
2 |
$291
2 |
$291
2 |
SGM
Major Markets Fund |
$2,659 |
$2,238 |
$2,251 |
Strategic
Opportunities Allocation Fund |
$2,554 |
$2,150 |
$2,162 |
U.S.
Equity Fund |
$4,924 |
$4,144 |
$4,166 |
U.S.
Opportunistic Value Fund |
$311
3 |
$261
3 |
$261
3 |
U.S.
Small Cap Value Fund |
$2,065 |
$1,738 |
$1,750 |
U.S.
Treasury Fund |
$3,960 |
$3,334 |
$3,346 |
Pension
or Retirement Benefits Accrued as Part of Fund
Expenses: |
N/A |
N/A |
N/A |
Estimated
Annual Benefits Upon Retirement: |
N/A |
N/A |
N/A |
Total
Compensation from the Fund Complex:4
|
$410,001 |
$345,104 |
$346,877 |
|
Gross |
Reduction |
Net |
ALTERNATIVE
ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
$1,486,103 |
$720,847 |
$765,256 |
Year
ended 2/28/22 |
$2,591,953 |
$610,314 |
$1,981,639 |
Year
ended 2/28/21 |
$2,650,899 |
$528,597 |
$2,122,302 |
ASSET
ALLOCATION BOND FUND |
|
|
|
Year
ended 2/28/23 |
$58,603 |
$143,701 |
$0 |
Year
ended 2/28/22 |
$168,765 |
$72,585 |
$96,180 |
Year
ended 2/28/21 |
$369,670 |
$122,408 |
$247,262 |
BENCHMARK-FREE
ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
$29,995,667 |
$3,223,085 |
$26,772,582 |
Year
ended 2/28/22 |
$39,044,859 |
$3,128,844 |
$35,916,015 |
Year
ended 2/28/21 |
$46,231,516 |
$6,774,946 |
$39,456,571 |
BENCHMARK-FREE
FUND |
|
|
|
Year
ended 2/28/23 |
$0 |
$0 |
$0 |
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
CLIMATE
CHANGE FUND |
|
|
|
Year
ended 2/28/23 |
$4,904,430 |
$376,330 |
$4,528,100 |
Year
ended 2/28/22 |
$3,182,553 |
$228,425 |
$2,954,128 |
Year
ended 2/28/21 |
$1,109,945 |
$230,033 |
$879,912 |
EMERGING
COUNTRY DEBT FUND |
|
|
|
Year
ended 2/28/23 |
$10,909,853 |
$0 |
$10,909,853 |
Year
ended 2/28/22 |
$15,073,047 |
$6,392 |
$15,066,655 |
Year
ended 2/28/21 |
$14,794,164 |
$59,810 |
$14,734,354 |
EMERGING
MARKETS EX-CHINA FUND |
|
|
|
Year
ended 2/28/23 |
$1,565,603 |
$325,594 |
$1,240,009 |
Year
ended 2/28/221
|
$680,810 |
$241,842 |
$438,968 |
Year
ended 2/28/21 |
N/A |
N/A |
N/A |
EMERGING
MARKETS FUND |
|
|
|
Year
ended 2/28/23 |
$9,225,954 |
$365,255 |
$8,860,699 |
|
Gross |
Reduction |
Net |
Year
ended 2/28/22 |
$17,405,532 |
$335,757 |
$17,069,775 |
Year
ended 2/28/21 |
$20,037,654 |
$1,319,245 |
$18,718,409 |
EMERGING
MARKETS SELECT EQUITY FUND |
|
|
|
Year
ended 2/28/23 |
$2,529,540 |
$340,190 |
$2,189,350 |
Year
ended 2/28/22 |
$6,823,176 |
$182,592 |
$6,640,584 |
Year
ended 2/28/21 |
$7,012,210 |
$193,379 |
$6,818,831 |
GLOBAL
ASSET ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
$0 |
$0 |
$0 |
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
GLOBAL
DEVELOPED EQUITY ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
$0 |
$0 |
$0 |
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
GLOBAL
EQUITY ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
$0 |
$0 |
$0 |
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
HIGH
YIELD FUND |
|
|
|
Year
ended 2/28/23 |
$895,814 |
$33,421 |
$862,393 |
Year
ended 2/28/22 |
$328,143 |
$28,545 |
$299,598 |
Year
ended 2/28/21 |
$513,373 |
$(18,615)
2 |
$531,988 |
IMPLEMENTATION
FUND |
|
|
|
Year
ended 2/28/23 |
$0 |
$0 |
$0 |
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
INTERNATIONAL
DEVELOPED EQUITY ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
$0 |
$0 |
$0 |
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
INTERNATIONAL
EQUITY ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
$0 |
$0 |
$0 |
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
INTERNATIONAL
EQUITY FUND |
|
|
|
Year
ended 2/28/23 |
$7,736,927 |
$555,459 |
$7,181,468 |
Year
ended 2/28/22 |
$10,889,079 |
$725,210 |
$10,163,869 |
Year
ended 2/28/21 |
$12,843,108 |
$872,692 |
$11,970,416 |
INTERNATIONAL
OPPORTUNISTIC VALUE FUND |
|
|
|
Year
ended 2/28/23 |
$175,683 |
$244,695 |
$0 |
Year
ended 2/28/22 |
$195,184 |
$195,184 |
$0 |
Year
ended 2/28/21 |
$196,544 |
$210,308 |
$0 |
JAPAN
VALUE CREATION FUND |
|
|
|
Year
ended 2/28/23 |
$645,023 |
$182,910 |
$462,113 |
Year
ended 2/28/22 |
$829,930 |
$130,699 |
$699,231 |
Year
ended 2/28/213
|
$356,180 |
$164,030 |
$192,150 |
MULTI-SECTOR
FIXED INCOME FUND |
|
|
|
Year
ended 2/28/23 |
$274,890 |
$344,353 |
$0 |
Year
ended 2/28/22 |
$434,722 |
$410,828 |
$23,894 |
Year
ended 2/28/21 |
$819,786 |
$579,016 |
$240,770 |
OPPORTUNISTIC
INCOME FUND |
|
|
|
Year
ended 2/28/23 |
$3,946,095 |
$499,569 |
$3,446,526 |
Year
ended 2/28/22 |
$3,922,934 |
$447,346 |
$3,475,588 |
Year
ended 2/28/21 |
$3,169,176 |
$395,783 |
$2,773,393 |
QUALITY
CYCLICALS FUND |
|
|
|
Year
ended 2/28/23 |
$359,464 |
$160,398 |
$199,066 |
Year
ended 2/28/22 |
$479,276 |
$112,296 |
$366,980 |
Year
ended 2/28/214
|
$341,126 |
$203,622 |
$137,504 |
QUALITY
FUND |
|
|
|
Year
ended 2/28/23 |
$23,767,302 |
$1,437,346 |
$22,329,956 |
Year
ended 2/28/22 |
$28,530,759 |
$1,533,884 |
$26,996,875 |
Year
ended 2/28/21 |
$22,351,636 |
$1,262,800 |
$21,088,836 |
RESOURCES
FUND |
|
|
|
Year
ended 2/28/23 |
$11,270,463 |
$0 |
$11,270,463 |
|
Gross |
Reduction |
Net |
Year
ended 2/28/22 |
$8,308,311 |
$0 |
$8,308,311 |
Year
ended 2/28/21 |
$3,159,526 |
$89 |
$3,159,437 |
RESOURCE
TRANSITION FUND |
|
|
|
Year
ended 2/28/235
|
$133,612 |
$121,392 |
$12,220 |
Year
ended 2/28/22 |
N/A |
N/A |
N/A |
Year
ended 2/28/21 |
N/A |
N/A |
N/A |
SMALL
CAP QUALITY FUND |
|
|
|
Year
ended 2/28/236
|
$257,252 |
$170,358 |
$86,894 |
Year
ended 2/28/22 |
N/A |
N/A |
N/A |
Year
ended 2/28/21 |
N/A |
N/A |
N/A |
SGM
MAJOR MARKETS FUND |
|
|
|
Year
ended 2/28/23 |
$1,753,568 |
$267,766 |
$1,485,802 |
Year
ended 2/28/22 |
$2,842,393 |
$318,175 |
$2,524,218 |
Year
ended 2/28/21 |
$3,421,309 |
$284,022 |
$3,137,287 |
STRATEGIC
OPPORTUNITIES ALLOCATION FUND |
|
|
|
Year
ended 2/28/23 |
|
|
|
Year
ended 2/28/22 |
$0 |
$0 |
$0 |
Year
ended 2/28/21 |
$0 |
$0 |
$0 |
U.S.
EQUITY FUND |
|
|
|
Year
ended 2/28/23 |
$1,194,424 |
$184,333 |
$1,010,091 |
Year
ended 2/28/22 |
$1,294,837 |
$170,739 |
$1,124,098 |
Year
ended 2/28/21 |
$1,172,422 |
$165,315 |
$1,007,107 |
U.S.
OPPORTUNISTIC VALUE FUND |
|
|
|
Year
ended 2/28/237
|
$183,083 |
$169,229 |
13,854 |
Year
ended 2/28/22 |
N/A |
N/A |
N/A |
Year
ended 2/28/21 |
N/A |
N/A |
N/A |
U.S.
SMALL CAP VALUE FUND |
|
|
|
Year
ended 2/28/23 |
$475,487 |
$0 |
$475,487 |
Year
ended 2/28/22 |
$925,704 |
$9 |
$925,695 |
Year
ended 2/28/21 |
$1,272,073 |
$1,730 |
$1,270,343 |
U.S.
TREASURY FUND |
|
|
|
Year
ended 2/28/23 |
$268,590 |
$396,707 |
$0 |
Year
ended 2/28/22 |
$252,608 |
$252,608 |
$0 |
Year
ended 2/28/21 |
$295,167 |
$108,476 |
$186,691 |
Senior
Member |
Registered
investment
companies
managed
(including
non-GMO
mutual
fund subadvisory
relationships) |
Other
pooled investment
vehicles
managed
(world-wide) |
Separate
accounts
managed
(world-wide) | |||
|
Number
of
accounts1
|
Total
assets1
|
Number
of
accounts |
Total
assets |
Number
of
accounts |
Total
assets |
Joe
Auth |
2 |
$1,384,294,649 |
0 |
$0 |
0 |
$0 |
B.J.
Brannan |
1 |
$195,677,202 |
2 |
$389,167,309 |
0 |
$0 |
Warren
Chiang |
5 |
$1,500,334,190 |
3 |
$38,918,333 |
3 |
$1,085,513,144 |
Hassan
Chowdhry |
1 |
$64,965,394 |
0 |
$0 |
1 |
$198,525,330 |
Ty
Cobb |
2 |
$6,854,385,433 |
2 |
$762,685,528 |
9 |
$4,688,418,704 |
Arjun
Divecha |
3 |
$1,191,108,331 |
3 |
$38,918,333 |
3 |
$1,085,513,144 |
Drew
Edwards |
1 |
$107,580,104 |
2 |
$32,124,890 |
2 |
$801,164,266 |
Jason
Halliwell |
1 |
$128,955,046 |
6 |
$3,925,346,205 |
1 |
$154,730,099 |
Thomas
Hancock |
6 |
$10,096,780,035 |
8 |
$2,325,778,555 |
15 |
$5,386,223,664 |
Simon
Harris |
5 |
$1,878,875,255 |
3 |
$4,421,890,621 |
5 |
$2,475,221,907 |
Anthony
Hene |
2 |
$6,854,385,433 |
2 |
$762,685,528 |
9 |
$4,688,418,704 |
Jason
Hotra |
1 |
$103,901,800 |
2 |
$99,702,666 |
2 |
$120,643,768 |
Ben
Inker |
11 |
$6,065,127,739 |
10 |
$5,199,828,249 |
37 |
$15,068,213,735 |
Matt
Kadnar |
1 |
$195,677,202 |
2 |
$389,167,309 |
0 |
$0 |
Tracey
Keenan |
1 |
$408,472,424 |
0 |
$0 |
0 |
$0 |
James
Mendelson |
1 |
$64,965,394 |
0 |
$0 |
1 |
$198,525,330 |
Ben
Nabet |
1 |
$1,127,012,614 |
0 |
$0 |
0 |
$0 |
Tara
Oliver |
2 |
$309,225,859 |
0 |
$0 |
0 |
$0 |
Rachna
Ramachandran |
1 |
$257,282,035 |
0 |
$0 |
0 |
$0 |
Riti
Samanta |
1 |
$103,901,800 |
0 |
$0 |
1 |
$79,257,682 |
John
Thorndike |
11 |
$6,065,127,739 |
6 |
$1,082,330,920 |
35 |
$14,151,765,233 |
Tina
Vandersteel |
1 |
$2,786,023,374 |
4 |
$2,683,173,029 |
0 |
$0 |
Lucas
White |
3 |
$3,177,429,208 |
6 |
$1,563,093,027 |
5 |
$499,279,630 |
Senior
Member |
Registered
investment
companies
managed
(including
non-GMO
mutual
fund subadvisory
relationships) |
Other
pooled investment
vehicles
managed
(world-wide) |
Separate
accounts
managed
(world-wide) | |||
|
Number
of
accounts1
|
Total
assets1
|
Number
of
accounts |
Total
assets |
Number
of
accounts |
Total
assets |
Joe
Auth |
0 |
$0 |
0 |
$0 |
0 |
$0 |
B.J.
Brannan |
0 |
$0 |
1 |
$389,167,309 |
0 |
$0 |
Warren
Chiang |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Hassan
Chowdhry |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Ty
Cobb |
0 |
$0 |
0 |
$0 |
2 |
$807,240,138 |
Arjun
Divecha |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Drew
Edwards |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Jason
Halliwell |
0 |
$0 |
6 |
$3,925,346,205 |
1 |
$154,730,099 |
Thomas
Hancock |
0 |
$0 |
0 |
$0 |
3 |
$878,771,004 |
Simon
Harris |
0 |
$0 |
3 |
$4,421,890,621 |
0 |
$0 |
Anthony
Hene |
0 |
$0 |
0 |
$0 |
2 |
$807,240,138 |
Jason
Hotra |
0 |
$0 |
1 |
$46,981,224 |
2 |
$120,643,768 |
Ben
Inker |
0 |
$0 |
6 |
$4,899,896,602 |
18 |
$2,354,141,358 |
Matt
Kadnar |
0 |
$0 |
1 |
$389,167,309 |
0 |
$0 |
Tracey
Keenan |
0 |
$0 |
0 |
$0 |
0 |
$0 |
James
Mendelson |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Ben
Nabet |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Tara
Oliver |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Rachna
Ramachandran |
0 |
$0 |
0 |
$0 |
0 |
$0 |
Riti
Samanta |
0 |
$0 |
0 |
$0 |
1 |
$79,257,682 |
John
Thorndike |
0 |
$0 |
2 |
$782,399,272 |
18 |
$2,354,141,358 |
Senior
Member |
Registered
investment
companies
managed
(including
non-GMO
mutual
fund
subadvisory
relationships) |
Other
pooled investment
vehicles
managed
(world-wide) |
Separate
accounts
managed
(world-wide) | |||
|
Number
of
accounts1 |
Total
assets1 |
Number
of
accounts |
Total
assets |
Number
of
accounts |
Total
assets |
Tina
Vandersteel |
0 |
$0 |
2 |
$1,035,891,134 |
0 |
$0 |
Lucas
White |
0 |
$0 |
0 |
$0 |
1 |
$71,530,866 |
Name
of Senior Member |
Dollar
range of shares directly owned in the Fund | |
Joe
Auth |
High
Yield Fund
Opportunistic
Income Fund |
None
$100,001
- $500,000 |
|
|
|
B.J.
Brannan |
Alternative
Allocation Fund |
$100,001
- $500,000 |
|
|
|
Warren
Chiang |
Emerging
Markets ex-China Fund
Emerging
Markets Fund
Emerging
Markets Select Equity Fund
International
Opportunistic Value Fund
U.S.
Opportunistic Value Fund |
None
$100,001
- $500,000
$50,001
- $100,000
None
None |
|
|
|
Hassan
Chowdhry |
Small
Cap Quality Fund |
None |
|
|
|
Ty
Cobb |
Quality
Cyclicals Fund
Quality
Fund |
None
$100,001
- $500,000 |
|
|
|
Arjun
Divecha |
Emerging
Markets ex-China Fund
Emerging
Markets Fund
Emerging
Markets Select Equity Fund |
None
Over
$1,000,000
Over
$1,000,000 |
|
|
|
Drew
Edwards |
Japan
Value Creation Fund |
None |
|
|
|
Jason
Halliwell |
SGM
Major Markets Fund |
None |
|
|
|
Thomas
Hancock |
Climate
Change Fund
Quality
Cyclicals Fund
Quality
Fund
Resources
Fund
Resource
Transition Fund
Small
Cap Quality Fund |
Over
$1,000,000
Over
$1,000,000
Over
$1,000,000
Over
$1,000,000
None
Over
$1,000,000 |
|
|
|
Name
of Senior Member |
Dollar
range of shares directly owned in the Fund | |
Simon
Harris |
International
Equity Fund
International
Opportunistic Value Fund
U.S.
Equity Fund
U.S.
Opportunistic Value Fund
U.S.
Small Cap Value Fund |
$50,001
- $100,000
None
$100,001
- $500,000
None
$10,001
- $50,000 |
|
|
|
Anthony
Hene |
Quality
Cyclicals Fund
Quality
Fund |
$500,001
- $1,000,000
$100,001
- $500,000 |
|
|
|
Jason
Hotra |
Multi-Sector
Fixed Income Fund |
$50,001
- $100,000 |
|
|
|
Ben
Inker |
Alternative
Allocation Fund
Asset
Allocation Bond Fund
Benchmark-Free
Allocation Fund
Benchmark-Free
Fund
Global
Asset Allocation Fund
Global
Developed Equity Allocation Fund
Global
Equity Allocation Fund
Implementation
Fund
International
Developed Equity Allocation Fund
International
Equity Allocation Fund
Strategic
Opportunities Allocation Fund |
None
None
Over
$1,000,000
None
None
None
None
None
None
None
None |
|
|
|
Matt
Kadnar |
Alternative
Allocation Fund |
$100,001
- $500,000 |
|
|
|
James
Mendelson |
Small
Cap Quality Fund |
$100,001
- $500,0001
|
|
|
|
Ben
Nabet |
Opportunistic
Income Fund |
None |
|
|
|
Tara
Oliver |
International
Opportunistic Value Fund
U.S.
Opportunistic Value Fund |
None2
None |
|
|
|
Rachna
Ramachandran |
High
Yield Fund |
None |
|
|
|
Riti
Samanta |
Multi-Sector
Fixed Income Fund |
None |
|
|
|
John
Thorndike |
Alternative
Allocation Fund
Asset
Allocation Bond Fund
Benchmark-Free
Allocation Fund
Benchmark-Free
Fund
Global
Asset Allocation Fund
Global
Developed Equity Allocation Fund
Global
Equity Allocation Fund
Implementation
Fund
International
Developed Equity Allocation Fund
International
Equity Allocation Fund
International
Opportunistic Value Fund
U.S.
Opportunistic Value Fund
Strategic
Opportunities Allocation Fund |
None
None
$100,001
- $500,000
None
$100,001
- $500,000
None
$10,001
- $50,000
None
None
None
None2
None
None |
|
|
|
Tracey
Keenan |
U.S.
Treasury |
None |
|
|
|
Tina
Vandersteel |
Emerging
Country Debt Fund
Emerging
Country Debt Share Fund |
$500,001
- $1,000,000
None |
|
|
|
Lucas
White |
Climate
Change Fund
Resources
Fund
Resource
Transition Fund |
None
$500,001
- $1,000,000
None |
Name
of Senior Member |
Dollar
range of shares indirectly owned in the
Fund | |
Joe
Auth |
High
Yield Fund
Opportunistic
Income Fund |
None
None |
|
|
|
B.J.
Brannan |
Alternative
Allocation Fund |
None |
|
|
|
Warren
Chiang |
Emerging
Markets ex-China Fund
Emerging
Markets Fund
Emerging
Markets Select Equity Fund
International
Opportunistic Value Fund
U.S.
Opportunistic Value Fund |
None
None
None
None
None |
|
|
|
Hassan
Chowdhry |
Small
Cap Quality Fund |
None |
|
|
|
Ty
Cobb |
Quality
Cyclicals Fund
Quality
Fund |
None
None |
|
|
|
Arjun
Divecha |
Emerging
Markets ex-China Fund
Emerging
Markets Fund
Emerging
Markets Select Equity Fund |
None
None
None |
|
|
|
Drew
Edwards |
Japan
Value Creation Fund |
None |
|
|
|
Jason
Halliwell |
SGM
Major Markets Fund |
$1
- $10,000 |
|
|
|
Thomas
Hancock |
Climate
Change Fund
Quality
Cyclicals Fund
Quality
Fund
Resources
Fund
Resource
Transition Fund
Small
Cap Quality Fund |
None
None
None
None
None
None |
|
|
|
Simon
Harris |
International
Equity Fund
International
Opportunistic Value Fund
U.S.
Equity Fund
U.S.
Opportunistic Value Fund
U.S.
Small Cap Value Fund |
None
None
None
None
None |
|
|
|
Anthony
Hene |
Quality
Cyclicals Fund
Quality
Fund |
None
None |
|
|
|
Jason
Hotra |
Multi-Sector
Fixed Income Fund |
None |
|
|
|
Ben
Inker |
Alternative
Allocation Fund
Asset
Allocation Bond Fund
Benchmark-Free
Allocation Fund
Benchmark-Free
Fund
Global
Asset Allocation Fund
Global
Developed Equity Allocation Fund
Global
Equity Allocation Fund
Implementation
Fund
International
Developed Equity Allocation Fund
International
Equity Allocation Fund
Strategic
Opportunities Allocation Fund |
None
None
None
None
None
None
None
Over
$1,000,000
None
None
None |
|
|
|
Matt
Kadnar |
Alternative
Allocation Fund |
None |
|
|
|
James
Mendelson |
Small
Cap Quality Fund |
None1
|
|
|
|
Ben
Nabet |
Opportunistic
Income Fund |
None |
|
|
|
Tara
Oliver |
International
Opportunistic Value Fund
U.S.
Opportunistic Value Fund |
None2
None |
|
|
|
Rachna
Ramachandran |
High
Yield Fund |
None |
|
|
|
Riti
Samanta |
Multi-Sector
Fixed Income Fund |
None |
|
|
|
Name
of Senior Member |
Dollar
range of shares indirectly owned in the
Fund | |
John
Thorndike |
Alternative
Allocation Fund
Asset
Allocation Bond Fund
Benchmark-Free
Allocation Fund
Benchmark-Free
Fund
Global
Asset Allocation Fund
Global
Developed Equity Allocation Fund
Global
Equity Allocation Fund
Implementation
Fund
International
Developed Equity Allocation Fund
International
Equity Allocation Fund
International
Opportunistic Value Fund
Strategic
Opportunities Allocation Fund
U.S.
Opportunistic Value Fund |
$10,001
- $50,000
$10,001
- $50,000
None
None
None
None
None
$100,001
- $500,000
None
None
$10,001
- $50,0002
None
$10,001
- $50,000 |
|
|
|
Tracey
Keenan |
U.S.
Treasury Fund |
$1
- $10,000 |
|
|
|
Tina
Vandersteel |
Emerging
Country Debt Fund
Emerging
Country Debt Share Fund |
None
None |
|
|
|
Lucas
White |
Climate
Change Fund
Resources
Fund
Resource
Transition Fund |
None
None
None |
|
March
1, 2020
through
February
28,
2021 |
March
1, 2021
through
February
28,
2022 |
March
1, 2022
through
February
28,
2023 |
Alternative
Allocation Fund |
$481,610 |
$498,133 |
$340,239 |
Asset
Allocation Bond Fund |
$114,807 |
$66,351 |
$12,912 |
Benchmark-Free
Allocation Fund |
$8,008,322 |
$6,936,643 |
$5,386,068 |
Benchmark-Free
Fund |
$0 |
$0 |
$0 |
Climate
Change Fund |
$277,486 |
$795,638 |
$1,226,108 |
Emerging
Country Debt Fund |
$4,782,682 |
$4,475,661 |
$3,101,683 |
Emerging
Markets Select Equity Fund |
$1,208,249 |
$1,178.64 |
$513,999 |
Emerging
Markets ex-China Fund |
N/A |
$69,128
1 |
$171,608 |
Emerging
Markets Fund |
$1,876,454 |
$1,911,345 |
$1,096,619 |
Global
Asset Allocation Fund |
$0 |
$0 |
$0 |
Global
Developed Equity Allocation Fund |
$0 |
$0 |
$0 |
Global
Equity Allocation Fund |
$0 |
$0 |
$0 |
High
Yield Fund |
$80,673 |
$51,565 |
$140,771 |
Implementation
Fund |
$0 |
$0 |
$0 |
International
Developed Equity Allocation Fund |
$0 |
$0 |
$0 |
International
Equity Allocation Fund |
$0 |
$0 |
$0 |
International
Equity Fund |
$2,584,736 |
$2,215,208 |
$1,595,149 |
|
March
1, 2020
through
February
28,
2021 |
March
1, 2021
through
February
28,
2022 |
March
1, 2022
through
February
28,
2023 |
International
Opportunistic Value Fund |
$58,963 |
$58,555 |
$52,705 |
Japan
Value Creation Fund |
$39,180
2 |
$92,992 |
$94,325 |
Multi-Sector
Fixed Income Fund |
$311,817 |
$160,285 |
$98,167 |
Opportunistic
Income Fund |
$576,616 |
$1,050,193 |
$1,137,212 |
Quality
Cyclicals Fund |
$56,854
3 |
$79,931 |
$59,978 |
Quality
Fund |
$7,581,892 |
$9,414,679 |
$7,856,353 |
Resources
Fund |
$775,639 |
$2,041,043 |
$2,499,018 |
Resource
Transition Fund |
N/A |
N/A |
$9,186
4 |
Small
Cap Quality Fund |
N/A |
N/A |
$24,485
5 |
SGM
Major Markets Fund |
$245,740 |
$233,653 |
$145,017 |
Strategic
Opportunities Allocation Fund |
$0 |
$0 |
$0 |
U.S.
Equity Fund |
$294,797 |
$329,999 |
$280,475 |
U.S.
Opportunistic Value Fund |
N/A |
N/A |
$33,507
6 |
U.S.
Small Cap Value Fund |
$225,690 |
$164,238 |
$84,360 |
U.S.
Treasury Fund |
$0 |
$0 |
$0 |
|
Benchmark-Free
Fund |
Climate
Change Fund |
Emerging
Markets Fund |
Implementation
Fund |
Resources
Fund |
Fund |
|
|
|
|
|
Gross
income from
securities
lending |
$456,200 |
$2,061,837 |
$707,616 |
$930,858 |
$966,380 |
Fees
paid to securities
lending
agent from a
revenue
split |
$25,023 |
$152,705 |
$70,752 |
$61,026 |
$96,620 |
Fees
paid for any cash
collateral
management
service
(including fees
deducted
from a pooled
cash
collateral
reinvestment
vehicle) that
are
not included in the
revenue
split |
$— |
$— |
$— |
$— |
$— |
Administrative
fees not
included
in revenue split |
$— |
$— |
$— |
$— |
$— |
Rebates
to borrowers |
$205,765 |
$532,769 |
$— |
$320,946 |
$— |
Indemnification
fee not
included
in revenue split |
$— |
$— |
$— |
$— |
$— |
Other
fees not included in
revenue
split |
$— |
$— |
$— |
$— |
$— |
Aggregate
fees/
compensation
for
securities
lending
activities |
$230,788 |
$685,474 |
$70,752 |
$381,972 |
$96,620 |
Net
income from securities
lending
activities |
$225,412 |
$1,376,363 |
$636,864 |
$548,886 |
$869,760 |
|
March
1,2022 through February 28, 2023 |
Alternative
Allocation Fund |
$139,401 |
Benchmark-Free
Allocation Fund |
$337,083 |
Climate
Change Fund |
$377,078 |
Emerging
Markets ex-China Fund |
$0.36 |
Emerging
Markets Fund |
$53,708 |
Emerging
Markets Select Equity Fund |
$4,149 |
Global
Asset Allocation Fund |
$14,481 |
Global
Equity Allocation Fund |
$4,703 |
International
Equity Fund |
$2,632 |
Japan
Value Creation Fund |
$2,421 |
Opportunistic
Income Fund |
$429,461 |
Quality
Cyclicals Fund |
$71 |
Quality
Fund |
$482,109 |
Resources
Fund |
$729,399 |
SGM
Major Markets Fund |
$12,182 |
Small
Cap Quality Fund |
None
1 |
U.S.
Opportunistic Value Fund |
$0.13
2 |
|
March
1,
2020
through
February
28,
2021 |
March
1,
2021
through
February
28,
2022 |
March
1,
2022
through
February
28,
2023 |
Alternative
Allocation Fund |
$529,489 |
$374,797 |
$241,991 |
Asset
Allocation Bond Fund |
$0 |
$0 |
$349 |
Benchmark-Free
Allocation Fund |
$0 |
$0 |
$0 |
Benchmark-Free
Fund |
$1,583,433 |
$1,200,982 |
$780,636 |
Climate
Change Fund |
$142,377 |
$319,991 |
$334,671 |
Emerging
Country Debt Fund |
$0 |
$0 |
$0 |
Emerging
Markets Select Equity Fund |
$2,755,919 |
$2,471,408 |
$1,060,608 |
Emerging
Markets ex-China Fund |
N/A |
$266,815
1 |
$484,705 |
Emerging
Markets Fund |
$3,910,804 |
$3,375,668 |
$3,039,956 |
Global
Asset Allocation Fund |
$0 |
$0 |
$0 |
Global
Developed Equity Allocation Fund |
$0 |
$0 |
$0 |
Global
Equity Allocation Fund |
$0 |
$0 |
$0 |
High
Yield Fund |
$26,736 |
$3,706 |
$6,795 |
Implementation
Fund |
$0 |
$4,074,880 |
$2,961,501 |
International
Developed Equity Allocation Fund |
$0 |
$0 |
$0 |
International
Equity Allocation Fund |
$0 |
$0 |
$0 |
International
Equity Fund |
$1,001,881 |
$925,687 |
$589,630 |
International
Opportunistic Value Fund |
$18,987 |
$23,240 |
$21,195 |
Multi-Sector
Fixed Income Fund |
$21,527 |
$6,871 |
$3,848 |
Japan
Value Creation Fund |
$70,582
2 |
$76,610 |
$56,966 |
Opportunistic
Income Fund |
$4,606 |
$24,363 |
$66,889 |
Quality
Cyclicals Fund |
$76,966
3 |
$24,047 |
$35,782 |
Quality
Fund |
$921,817 |
$543,828 |
$605,850 |
Resources
Fund |
$528,580 |
$1,289,932 |
$1,212,214 |
Resource
Transition Fund |
N/A |
N/A |
$84,501
4 |
Small
Cap Quality Fund |
N/A |
N/A |
$19,079
5 |
SGM
Major Markets Fund |
$75,006 |
$105,613 |
$77,965 |
Strategic
Opportunities Allocation Fund |
$173,399 |
$94,867 |
$32,795 |
U.S.
Equity Fund |
$54,499 |
$56,261 |
$45,851 |
U.S.
Opportunistic Value Fund |
N/A |
N/A |
$27,111
6 |
U.S.
Small Cap Value Fund |
$182,393 |
$83,266 |
$65,863 |
U.S.
Treasury Fund |
$0 |
$0 |
$0 |
Name
of Fund
|
Name
of Broker or Dealer |
Aggregate
Value of
Holdings
as of
February
28, 2023 |
Alternative
Allocation Fund
|
Citigroup
|
$1,682,908 |
Benchmark-Free
Fund
|
Bank
of America |
$6,242,600 |
|
Citigroup |
$11,131,524 |
|
Goldman
Sachs |
$3,164,850 |
|
Jefferies |
$98,254 |
|
JP
Morgan |
$7,568,880 |
|
UBS |
$4,527,256 |
Implementation
Fund
|
Bank
of America
|
$21,279,720 |
|
Citigroup |
$39,011,024 |
|
Goldman
Sachs |
$10,338,510 |
|
Jefferies |
$302,320 |
|
JP
Morgan |
$24,828,220 |
|
UBS |
$14,315,284 |
International
Equity Fund
|
UBS
|
$29,490,678 |
Strategic
Opportunities Allocation Fund
|
Citigroup
|
$932,696 |
U.S.
Opportunistic Value Fund
|
Bank
of America |
$30,341,231 |
|
Jefferies |
$400,574 |
|
JP
Morgan |
$36,921,226 |
Name
of Recipient |
Funds |
Purpose
of Disclosure
|
State
Street Bank and Trust Company |
All
Funds
|
Custodial,
securities lending, and fund accounting services
Compliance
testing |
PricewaterhouseCoopers
LLP and/or its affiliates
|
All
Funds |
Independent
registered public accounting firm
|
Institutional
Shareholder Services Inc. |
All
Funds |
Proxy
voting services
|
ICE
Data Pricing & Reference Data, LLC |
All
Funds |
Fair
value pricing and liquidity services |
Markit |
All
Funds |
Derivative
valuations and corporate actions services |
TriOptima
AB |
All
Funds |
Portfolio
derivative reconciliations
|
FactSet |
All
Funds |
Data
service provider
|
Goldman,
Sachs & Co. and affiliates |
Implementation
Fund |
Prime
brokerage arrangement
|
Ernst
& Young LLP and/or its affiliates
|
All
Funds |
Consulting
and local tax services
|
SimCorp
USA |
All
Funds |
Third
party pricing service |
Blackrock
Aladdin Enterprise System
|
All
Funds |
Portfolio
management, portfolio construction, trading,
derivative
valuations, risk reporting and compliance
testing |
Name
of Recipient
|
Funds
|
Purpose
of Disclosure
|
StarCompliance,
LLC
|
All
Funds
|
Software
provider for Code of Ethics monitoring system |
Compliance
Solutions Strategies |
All
Funds |
Automation
of shareholding disclosure
reporting |
Fund |
Shareholders |
Jurisdiction
of
Organization |
Parent
Company |
GMO
ALTERNATIVE ALLOCATION
FUND |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
ASSET ALLOCATION BOND FUND |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
EMERGING MARKETS FUND |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS |
Netherlands |
N/A |
GMO
EMERGING MARKETS SELECT
EQUITY
FUND |
DANIELS
FUND
ATTN:
BILL FOWLER
101
MONROE ST
DENVER,
CO 80206 |
CO |
N/A |
|
GMO
EMERGING MARKETS FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
GLOBAL DEVELOPED EQUTY
ALLOC
FUND |
BANK
LOMBARD ODIER & CO LTD FAO CP
POLICE
ATTN:
DEALING DESK
11,
RUE DE LA CORRATERIE
1204
GENEVA |
Switzerland |
N/A |
GMO
GLOBAL EQUITY ALLOCATION
FUND |
NAVY
FEDERAL CREDIT UNION EMPLOYEES'
RETIREMENT
PLAN PLAN SPONSOR: NAVY
FEDERAL
CREDIT UNION
ATTN:
AL CHARETTE
820
FOLLIN LANE
VIENNA,
VA 22180 |
VA |
N/A |
GMO
HIGH YIELD FUND |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS |
Netherlands |
N/A |
GMO
IMPLEMENTATION FUND |
GMO
BENCHMARK FREE ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
INTERNATIONAL EQUITY
ALLOCATION
FUND |
THE
NORTHERN TRUST COMPANY AS
TRUSTEE
FBO CENTURYLINK - DV
PO
BOX 92994
CHICAGO,
IL 60675 |
IL |
N/A |
GMO
INTERNATIONAL
OPPORTUNISTIC
VALUE FUND |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
INTL DEVELOPED EQUITY
ALLOC
FUND |
MCMASTER
UNIVERSITY MASTER TRUST
EMPLOYEES
TREASURY OPERATIONS
ATTN:
MCMASTER TREASURY
OJN,
ROOM 417, TREASURY OPERATIONS
1280
MAIN STREET WEST
HAMILTON
ON L8S 4L8 |
Canada |
N/A |
|
PARK
RANDOLPH & CO
ATTN:
TRUST OPERATIONS
PO
BOX 17400
URBANA,
IL 61801 |
IL |
N/A |
GMO
INTL EQUITY FUND |
CHARLES
SCHWAB & CO INC
SPECIAL
CUSTODY ACCOUNT FOR
EXCLUSIVE
BENEFIT OF CUSTOMERS
101
MONTGOMERY ST
ATTN
MUTUAL FUNDS
SAN
FRANCISCO, CA 94104 |
CA |
N/A |
Fund |
Shareholders |
Jurisdiction
of
Organization |
Parent
Company |
GMO
MULTI-SECTOR FIXED INCOME
FUND |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
QUALITY CYCLICALS FUND |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
RESOURCE TRANSITION FUND |
THE
TRUSTEES OF PRINCETON UNIVERSITY
PO
BOX 35
PRINCETON,
NJ 08544 |
NJ |
N/A |
GMO
SGM MAJOR MARKETS Fund |
GMO
BENCHMARK FREE ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
SMALL CAP QUALITY FUND |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
STRATEGIC OPPS ALLOC FUND |
THE
MEMORIAL FOUNDATION INC
ATTN
SCOTT PERRY
100
BLUEGRASS COMMONS BOULEVARD
SUITE
320
HENDERSONVILLE,
TN 37075 |
TN |
N/A |
|
MCPHS
UNIVERSITY
179
LONGWOOD AVE.
BOSTON,
MA 02115 |
MA |
N/A |
GMO
US EQUITY FUND |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS |
Netherlands |
N/A |
GMO
US OPPORTUNISTIC VALUE FUND |
NORTHERN
TRUST AS CUSTODIAN FBO
ALFRED
I. DUPOINT CHARITABLE TRUST
PO
BOX 92956
CHICAGO,
IL 60675 |
IL |
N/A |
GMO
US SMALL CAP VALUE FUND |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
GMO
US TREASURY FUND |
GMO
QUALITY FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
MA |
N/A |
Name
and Address |
%
Ownership |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
98.4% |
Name
and Address |
%
Ownership |
EMPOWER
TRUST FBO
EMPLOYEE
BENEFITS CLIENTS 401K
8515
E ORCHARD RD 2T2
GREENWOOD
VILLAGE CO 80111 |
100.0% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO INC
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN:
MUTUAL FUNDS
211
MAIN STREET
SAN
FRANCISCO, CA 94105 |
8.0% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
21.2% |
Name
and Address |
%
Ownership |
STATE
STREET BANK & TRUST CO
CUST
FBO MATTHEW TELAGE SEP IRA
38
COMMON STREET
SCITUATE,
MA 02066 |
6.7% |
STATE
STREET BANK & TRUST CO CUST FBO
CHARLIE
GOVERNALI SEP IRA
18
OLD OCEAN HOUSE ROAD
CAPE
ELIZABETH, ME 04107 |
8.0% |
STATE
STREET BANK & TRUST CO CUST
FBO
KUNAL NATH - SEP IRA
700A
BROOKSIDE DRIVE
ANDOVER,
MA 01810 |
13.9% |
STATE
STREET BANK AND TRUST CO CUST
FBO
MEGHAN CAHILL SEP IRA
54
MERIDIAN STREET
MALDEN,
MA 02148 |
20.4% |
STATE
STREET BANK & TRUST CO CUST
FBO
MOLLY MANNING SEP IRA
19
WOODCHESTER ROAD
WELLESLEY
HILLS, MA 02481 |
51.0% |
Name
and Address |
%
Ownership |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
99.9% |
Name
and Address |
%
Ownership |
NORTHERN
TRUST AS CUSTODIAN FBO
ST.
GEORGE CORPORATION A/C# XXXXX607
PO
BOX 92956
CHICAGO,
IL 60675 |
5.0% |
CHRISTIAN
BROTHERS EMPLOYEE RETIREMENT
PLAN
ATTN:
PATRICE MAUTHE
1205
WINDHAM PARKWAY
ROMEOVILLE,
IL 60446 |
5.1% |
WORKPLACE
HEALTH SAFETY AND COMPENSATION
COMMISSION
OF NEW BRUNSWICK, DBA
"WORKSAFENB"
ATTN:
MICHAEL MACFARLANE
1
PORTLAND STREET
SAINT
JOHN, NB, E2L 3X9
|
6.2% |
DIANA
DAVIS SPENCER FOUNDATION
3
BETHESDA METRO CTR
SUITE
118
BETHESDA,
MD 20814 |
6.5% |
CELUI
INVESTMENTS PTE LTD
ATTN:
EFM OPERATIONS
168
ROBINSON ROAD #37-01, CAPITAL TOWER
SINGAPORE
068912
|
7.8% |
Name
and Address |
%
Ownership |
NORTHERN
TRUST AS CUSTODIAN FBO EIT
MEDICAL
AC# XXXXX783
ATTN:
KATIE LEHNER
801
S. CANAL STREET
CHICAGO,
IL 60607 |
7.7% |
NORTHERN
TRUST AS CUSTODIAN FBO EIT
134
PENSION AC# XXXXX781
ATTN:
KATIE LEHNER
801
S. CANAL STREET
CHICAGO,
IL 60607 |
9.3% |
2536533
ONTARIO LIMITED
ATTN:
ROBERT HENGARTNER
65
QUEEN STREET WEST, SUITE 2400
TORONTO,
ON M5H 2M8
|
14.8% |
MONETARY
AUTHORITY OF SINGAPORE
ATTN:
HEAD, EXTERNAL FUND MANAGEMENT
DIVISION,
RESERVE MANAGEMENT DEPARTMENT
10
SHENTON WAY, MAS BUILDING
SINGAPORE
079117
|
19.6% |
ASPIRIANT
DEFENSIVE ALLOCATION FUND,
A
SERIES OF ASPIRIANT TRUST
ATTN:
ASPIRIANT FUNDS
11100
SANTA MONICA BLVD., SUITE 600
LOS
ANGELES, CA 90025 |
33.1% |
Name
and Address |
%
Ownership |
ALLSPRING
FUNDS MANAGEMENT FBO
ALLSPRING
ABSOLUTE RETURN FUND
ATTN:
FUND ADMINISTRATION
525
MARKET ST, 12TH FLOOR
SAN
FRANCISCO, CA 94105 |
100.0% |
Name
and Address |
%
Ownership |
MAC
& CO A/C XXX681
FBO:
HEALTH NOW PLAN
ATTN:
MUTUAL FUND OPERATIONS
500
GRANT STREET ROOM 151-1010
PITTSBURGH,
PA 15258 |
5.1% |
MAC
& CO A/C XXX088
FBO:
HIGHMARK HEALTH AHN PLAN
ATTN:
MUTUAL FUND OPERATIONS
500
GRANT STREET ROOM 151-1010
PITTSBURGH,
PA 15258 |
5.9% |
NATIONAL
FINANCIAL SERVICES LLC
FOR
THE EXCLUSIVE BENEFIT OF OUR
CUSTOMERS
ATTN:
MUTUAL FUNDS DEPARTMENT
499
WASHINGTON BLVD. 4TH FLOOR
JERSEY
CITY, NJ 07310 |
7.2% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
33.6% |
COMMONWEALTH
OF MASSACHUSETTS
1234
MAIN ST
NEW
YORK, NY 10017 |
38.1% |
Name
and Address |
%
Ownership |
SEI
PRIVATE TRUST CO
C/O
SUN TRUST ID 866
1
FREEDOM VALLEY DR
OAKS
PA 19456-9989 |
5.5% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
27.4% |
PERSHING
LLC
P.O.
BOX 2052
JERSEY
CITY, NJ 07303 |
31.1% |
Name
and Address |
%
Ownership |
MOTION
PICTURE INDUSTRY HEALTH PLAN
ACTIVE
FUND
ATTN
DAVID CAMP
11365
VENTURA BOULEVARD
STUDIO
CITY, CA 91604 |
5.9% |
MAC
& CO. A/C XXXXXXX5002 FBO:
KEYSPAN
ATTN:
MUTUAL FUND OPERATIONS
P.O.
BOX 3198, 525 WILLIAM PENN PLACE
PITTSBURGH,
PA 15230 |
6.6% |
BNY
MELLON TRUSTEE FBO EMPLOYEES'
RETIREMENT
PLAN OF CONSOLIDED
ELECTRICAL
DISTRIBUTORS, INC.
ATTN:
MS. KIMBERLY HENRY, C/O BNY MELLON
ASSET
SERVICING, 500 GRANT ST., 151-1335
PITTSBURGH,
PA 15258 |
6.8% |
THE
NORTHERN TRUST COMPANY ON BEHALF OF
THE
MOTION PICTURE INDUSTRY PENSION PLAN
PUBLIC
& TAFT HARTLEY FUNDS
50
SOUTH LASALLE STREET
CHICAGO,
IL 60675 |
9.6% |
Name
and Address |
%
Ownership |
ABBOTT
LABORATORIES ANNUITY RET
TR
C/O THE NORTHERN TRUST CO.
P.O.
BOX 92956
CHICAGO,
IL 60607 |
11.4% |
THE
NORTHERN TRUST COMPANY ON BEHALF OF
THE
MOTION PICTURE INDUSTRY INDIVIDUAL
ACCOUNT
PLAN
PUBLIC
& TAFT HARTLEY PLANS
50
SOUTH LASALLE ST
CHICAGO,
IL 60675 |
13.0% |
ABBOTT
ABBVIE MULTIPLE EMPLOYER PENSION
PLAN
TRUST
ATTN:
RACHEL LOPEZ
100
ABBOTT PARK RD.
AP6D-2
0-310
ABBOTT
PARK, IL 60064 |
20.0% |
Name
and Address |
%
Ownership |
HENRY
E. HUNTINGTON LIBRARY & ART
GALLERY
ATTN:
KELLY BEGGS
1151
OXFORD ROAD
SAN
MARINO, CA 91108 |
6.9% |
NORTHERN
TRUST CO. CUSTODIAN FBO
NATIONAL
GEOGRAPHIC SOCIETY EDU
FOUNDATION
A/C XXXX682
ATTN:
SA TRADE TEAM
50
SOUTH LASALLE
CHICAGO,
IL 60603 |
8.7% |
MAC
& CO A/C XXX584
FBO:NEUALT
LLC
ATTN:
MUTUAL FUND OPERATIONS
500
GRANT STREET ROOM 151-1010
PITTSBURGH,
PA 15258 |
13.7% |
Name
and Address |
%
Ownership |
SEI
PRIVATE TRUST COMPANY
C/O
ID 636
ATTN:
MUTUAL FUNDS
ONE
FREEDOM VALLEY DRIVE
OAKS,
PA 19456 |
6.2% |
BAND
& CO C/O US BANK NA
1555
N. RIVERCENTER DRIVE STE. 302
MILWAUKEE,
WI 53212 |
10.2% |
NATIONAL
FINANCIAL SERVICES LLC
FOR
THE EXCLUSIVE BENEFIT OF OUR
CUSTOMERS
ATTN:
MUTUAL FUNDS DEPARTMENT
499
WASHINGTON BLVD. 4TH FLOOR
JERSEY
CITY, NJ 07310 |
18.1% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
60.7% |
Name
and Address |
%
Ownership |
TD
AMERITRADE INC FBO OUR CLIENTS
P.O.
BOX 2226
OMAHA,
NE 68103 |
5.3% |
Name
and Address |
%
Ownership |
LPL
FINANCIAL
A/C
XXXXXX005
4707
EXECUTIVE DRIVE
SAN
DIEGO, CA 92121 |
14.6% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
17.0% |
MORGAN
STANLEY SMITH BARNEY LLC
FOR
THE EXCLUSIVE BENEFIT OF ITS
CUSTOMERS
1
NEW YORK PLAZA FL.12
NEW
YORK, NY 10004 |
21.5% |
Name
and Address |
%
Ownership |
NORTHERN
TRUST COMPANY FBO BAYLOR
SCOTT
WHITE HOLDINGS A/C XXXX738
50
SOUTH LASALLE STREET
CHICAGO,
IL 60603 |
5.9% |
LAUER
& CO., NOMINEE FOR GLENMEDE TRUST
CO.,
N.A.
ATTN:
MARIE KNUTTEL
P.O.
BOX 58997
PHILADELPHIA,
PA 19102 |
5.9% |
NORTHERN
TRUST AS CUSTODIAN FBO
PRAXAIR
PENSION PLAN
ATTN:
SA TRADE TEAM
PO
BOX 92956
CHICAGO,
IL 60675 |
6.9% |
SAN
FRANCISCO CITY AND COUNTY EMPLOYEES'
RETIREMENT
SYSTEM
ATTN:
DENNIS ESSELSAGOE
1145
MARKET STREET
5TH
FLOOR
SAN
FRANCISCO, CA 94103 |
7.2% |
CIBC
MELLON TRUST COMPANY, TRUSTEE OF
THE
CN CANADIAN MASTER TRUST FUND
ATTN:
MS. CLAUDETTE BAKER;
MS.
JACQUELINE ABDOU
320
BAY STREET, GROUND FLOOR
TORONTO,
ONTARIO, CANADA M5H 4A6
|
8.2% |
THE
COCA-COLA COMPANY MASTER
RETIREMENT
TRUST
ATTN:
TREASURY DEPARTMENT (ASSETS
MANAGEMENT
GROUP)
ONE
COCA-COLA PLAZA
ATLANTA,
GA 30313 |
9.0% |
BANK
LOMBARD ODIER & CO LTD FBO
RENTES
GENEVOISES
11,
RUE DE LA CORRATERIE
1204
GENEVA, SWITZERLAND
|
9.5% |
Name
and Address |
%
Ownership |
HSBC
- NORTH AMERICAN (U.S.) PENSION
TRUST
ATTN:
CHRISTOPHER STANLEY
1421
W. SHURE DRIVE
ARLINGTON
HEIGHTS, IL 60004 |
8.8% |
MAC
& CO A/C XXX499
FBO:
IHC HEALTH SERVICES, INC.
ATTN:
MUTUAL FUND OPERATIONS
500
GRANT STREET ROOM 151-1010
PITTSBURGH,
PA 15258 |
16.8% |
Name
and Address |
%
Ownership |
MUNICIPAL
EMPLOYEES RETIREMENT
SYSTEM
OF MICHIGAN GROUP TRUST
ATTN:
PETER WUJKOWSKI
1134
MUNICIPAL WAY
LANSING,
MI 48917 |
17.0% |
LOMBARD
ODIER DARIER HENTSCH & CIE/
MBS
CAPITAL FBO: CIEPP
ATTN:
NICOLAS ZAMBAZ
RUE
DE LA CORRATERIE 11
1204
GENEVE, SWITZERLAND
|
17.4% |
NORTHERN
TRUST AS CUSTODIAN FBO
CREDIT
UNIT TRUST A/C# XXXXX877
PO
BOX 92956
CHICAGO,
IL 60675 |
21.3% |
Name
and Address |
%
Ownership |
ASPIRIANT
RISK-MANAGED TAXABLE BOND
FUND,
A SERIES OF ASPIRIANT TRUST
ATTN:
ASPIRIANT FUNDS
11100
SANTA MONICA BLVD, SUITE 600
LOS
ANGELES, CA 90025 |
5.4% |
GMO
BENCHMARK-FREE FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
17.6% |
GMO
BENCHMARK FREE ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
55.3% |
Name
and Address |
%
Ownership |
THE
GEORGE FOUNDATION
ATTN:
SANDRA THOMPSON
310
MORTON STREET, PMB C
RICHMOND,
TX 77469 |
7.7% |
CARROLL
PETRIE FOUNDATION
ATTN:
ZACH DILLENBACK
401
E. PALACE AVENUE
SANTA
FE, NM 87501 |
19.8% |
DANIELS
FUND
ATTN:
BILL FOWLER
101
MONROE ST
DENVER,
CO 80206 |
63.2% |
Name
and Address |
%
Ownership |
ARJUN
DIVECHA & DIANA DIVECHA TR
U/A
DTD 11/10/92
ARJUN
& DIANA DIVECHA REVOCABLE TRUST
161
BRET HARTE ROAD
BERKELEY,
CA 94708 |
6.9% |
JO
ANN W. HAGLER AND JON L. HAGLER,
TRUSTEES,
OR THEIR SUCCESSORS, OF THE
JON
L. HAGLER 2009 REVOCABLE TR 12/11/09
2
PLEASANT STREET
DOVER,
MA 02030 |
8.4% |
GMO
EMERGING MARKETS FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
72.3% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
100.0% |
Name
and Address |
%
Ownership |
WORLD
WILDLIFE FUND INC
ATTN:
LEROY WADE
1250
24TH STREET NW
WASHINGTON,
DC 20037 |
10.8% |
SGF,
LLC
ATTN:
JON MELLIN
30
S. WACKER DRIVE
SUITE
2875
CHICAGO,
IL 60606 |
33.3% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
55.8% |
Name
and Address |
%
Ownership |
GMO
STRATEGIC OPPORTUNITIES ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
7.8% |
GMO
INTERNATIONAL DEVELOPED EQUITY
ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
8.5% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
10.7% |
GMO
INTERNATIONAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
13.2% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
27.2% |
STATE
STREET BANK AND TRUST COMPANY
AS
TRUSTEE FOR THE NORTHROP GRUMMAN
CORPORATION
PENSION MASTER TRUST
ATTN:
JOHN VAVLADELLIS
2
AVENUE DE LAFAYETTE, LCC1E
BOSTON,
MA 02111 |
27.6% |
Name
and Address |
%
Ownership |
GMO
LLC
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
100.0% |
Name
and Address |
%
Ownership |
VEBA
PARTNERSHIP N LP -
EMERGING
- XXX101
ATTN
DEREK DU
ONE
VERIZON WAY SUITE 600
MAILCODE
VC71S209
BASKING
RIDGE, NJ 07920 |
5.6% |
PRINCETON
AREA COMMUNITY FOUNDATION
ATTN
LAURA LONGMAN
15
PRINCESS ROAD
LAWRENCEVILLE,
NJ 08648 |
5.9% |
JOHN
HANCOCK FINANCIAL SERVICES INC
PENSION
PLAN
ATTN
MICHAEL BROWN
STATE
STREET BANK & TRUST CO
2
AVENUE DE LAFAYETTE MS LCC2
BOSTON,
MA 02111 |
9.6% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
11.8% |
MAC
& CO A/C XXX002
FBO
DIANNE S. LOZIER TRUST
ATTN:
MUTUAL FUND OPERATIONS
500
GRANT STREET ROOM 151-1010
PITTSBURGH,
PA 15258 |
28.9% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO INC
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
MUTUAL FUNDS
211
MAIN STREET
SAN
FRANCISCO, CA 94105 |
100.0% |
Name
and Address |
%
Ownership |
GMO
AUSTRALIA LIMITED AS TRUSTEE FOR
THE
GMO EMERGING MARKETS TRUST
LEVEL
12, 1 ALFRED STREET
SYDNEY,
NSW 2000
AUSTRALIA
|
5.7% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
12.6% |
STATE
STREET BANK AND TRUST COMPANY
AS
TRUSTEE FOR THE NORTHROP GRUMMAN
CORPORATION
PENSION MASTER TRUST
ATTN:
JOHN VAVLADELLIS
2
AVENUE DE LAFAYETTE, LCC1E
BOSTON,
MA 02111 |
14.3% |
GMO
INTERNATIONAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
19.0% |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS
|
38.8% |
Name
and Address |
%
Ownership |
VANGUARD
FIDUCIARY TRUST COMPANY
FBO
401K CLIENTS
ATTN:
INVESTMENT SERVICES
PO
BOX 2600 VM L20
VALLEY
FORGE, PA 19482 |
6.0% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
7.6% |
NATIONAL
FINANCIAL SERVICES LLC
FOR
THE EXCLUSIVE BENEFIT OF OUR
CUSTOMERS
ATTN:
MUTUAL FUNDS DEPARTMENT
499
WASHINGTON BLVD. 4TH FLOOR
JERSEY
CITY, NJ 07310 |
86.4% |
Name
and Address |
%
Ownership |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
5.3% |
CITI
PRIVATE BANK 1
480
WASHINGTON BLVD
15TH
FLOOR-NJ NEWPORT OFFICE CTR 7
JERSEY
CITY, NJ 07310 |
5.6% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
8.4% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
9.8% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
43.8% |
Name
and Address |
%
Ownership |
NATIONAL
FOOTBALL LEAGUE RECIPROCAL
TRUST
C/O
CHRISTOPHER MERLO,
PNC
INSTITUTIONAL ASSET MANAGEMENT
PNC
BANK, 300 FIFTH AVE, 29TH FL
PITTSBURGH,
PA 15222 |
5.5% |
PHILADELPHIA
HOUSING AUTHORITY
RETIREMENT
INCOME PLAN
12
S. 23RD STREET, 6TH FLOOR
PHILADELPHIA,
PA 19103 |
5.7% |
SEI
PRIVATE TRUST COMPANY C/O PRINICIPAL
FINANCIAL
ID 636 FBO TOWN OF WALLINGFORD
PENSION
# XXXXX500
ATTN:
MUTUAL FUND ADMIN
ONE
FREEDOM VALLEY DR
OAKS,
PA 19456 |
5.7% |
AGW
HOLDING COMPANY
ATTN
KEITH A ROOK MANAGING DIRECTOR
C/O
WEILER ARNOW MGT CO., INC.
675
THIRD AVENUE, 27TH FLOOR
NEW
YORK, NY 10017 |
6.2% |
Name
and Address |
%
Ownership |
AGW
INVESTMENT COMPANY
ATTN
KEITH A ROOK MANAGING DIRECTOR
C/O
WEILER ARNOW MGT CO, INC.
675
THIRD AVENUE, 27TH FLOOR
NEW
YORK, NY 10017 |
7.1% |
CAMDEN
NATIONAL BANK, TRUSTEE
FBO
REDINGTON-FAIRVIEW RETIREMENT PLAN
ATTN:
CLIENT SERVICES
2
CANAL PLAZA,
PORTLAND,
ME 04101 |
7.2% |
CONSTELLATION
TRUST COMPANY AS CUSTODIAN
FBO
TEXAS TUITION PROMISE FUND
ATTN:
JUSTIN KULLMAN
17605
WRIGHT STREET
OMAHA,
NE 68130 |
23.8% |
Name
and Address |
%
Ownership |
MATRIX
TRUST COMPANY AS TRUSTEE FBO
ST.
JUDE MEDICAL, INC. MANAGEMENT
SAVINGS
PLAN
P.
O. BOX 52129
PHOENIX,
AZ 85072 |
41.0% |
BARCLAYS
CAPITAL INC.
XXXXXXXX9-13
745
7TH AVENUE
NEW
YORK, NY 10019 |
56.5% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
81.7% |
Name
and Address |
%
Ownership |
CJB
INVESTMENTS, LLC
C/O
CAROL S. BOULANGER,
139
EAST 79TH STREET
NEW
YORK, NY 10075 |
11.9% |
BANK
LOMBARD ODIER & CO LTD FAO CP
POLICE
ATTN:
DEALING DESK
11,
RUE DE LA CORRATERIE
1204
GENEVA SWITZERLAND
|
87.9% |
Name
and Address |
%
Ownership |
HEALTH
FORWARD FOUNDATION
CHIEF
EXECUTIVE OFFICER
2700
EAST 18TH STREET SUITE 220
KANSAS
CITY, MO 64127 |
5.0% |
CITY
OF HAMILTON MASTER TRUST
MEMBERS
OF HAMILTON DEFINED BEN PEN PLAN
ATTN:
MR. GERALD BOYCHUK
CITY
OF HAMILTON, INVEST. DEPARTM
71
MAIN STREET WEST, 1ST FLOOR
HAMILTON
ON, CANADA L8P 4Y5
|
5.2% |
Name
and Address |
%
Ownership |
STICHTING
BEWAARDER TRIPLE PARTNERS
ATTN:
COR BOUTKAN
PRINS
BERNHARDPLEIN 200
1097
JB AMSTERDAM
THE
NETHERLANDS
|
6.5% |
CITY
OF KANSAS CITY MISSOURI EMPLOYEES
RETIREMENT
SYSTEM
RICK
BOERSMA
414
E 12TH STREET
KANSAS
CITY, MO 64106 |
7.3% |
SEI
PRIVATE TRUST COMPANY
C/O
MELLON BANK FBO XXXXXXXX100
ATTN
MUTUAL FUNDS ADMINISTRATOR
ONE
FREEDOM VALLEY DRIVE
OAKS,
PA 19456 |
12.2% |
HONG
KONG SOLICITORS INDEMNITY FUND
LIMITED
ATTN:
GIGI LIU, ASSISTANT DIRECTOR
PROFESSIONAL
IDEMNITY SCHEME
3/F
WING ON HOUSE, 71 DES VOEUX ROAD
CENTRAL,
HONG KONG
|
12.2% |
NAVY
FEDERAL CREDIT UNION EMPLOYEES'
RETIREMENT
PLAN PLAN SPONSOR: NAVY
FEDERAL
CREDIT UNION
ATTN:
AL CHARETTE
820
FOLLIN LANE
VIENNA,
VA 22180 |
43.0% |
Name
and Address |
%
Ownership |
VOYA
INSTITUTIONAL TRUST COMPANY
FBO
CALIFORNIA STATE TEACHERS
RETIREMENT
SYSTEM
ATTN:
PENSION2 MAILSTOP 44
100
WATERFRONT PLACE
WEST
SACRAMENTO, CA 95605 |
17.0% |
J.P.
MORGAN SECURITIES LLC. OMNIBUS
ACCOUNT
FOR THE EXCLUSIVE BENEFIT
OF
CUSTOMERS
4
CHASE METROTECH CENTER
3RD
FLOOR MUTUAL FUND DEPARTMENT
BROOKLYN,
NY 11245 |
82.4% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
96.1% |
Name
and Address |
%
Ownership |
GMO
BENCHMARK-FREE FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
15.4% |
GMO
BENCHMARK FREE ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
24.4% |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS
|
49.4% |
Name
and Address |
%
Ownership |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
100.0% |
Name
and Address |
%
Ownership |
GMO
BENCHMARK FREE ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
100.0% |
Name
and Address |
%
Ownership |
US
BANK FBO CAL TEACHERS ASSN EBT
GMO
ATTN:
TRUST SECURITIES
1555
N. RIVERCENTER DR. SUITE 302
PO
BOX 1787
MILWAUKEE,
WI 53072 |
5.9% |
PEARL
ATLANTIC, LLC
ATTN:
JAMES A. PASQUARELLO
3830
SOUTH HIGHWAY A1A, SUITE 4-157
MELBOURNE
BEACH, FL 32951 |
5.9% |
SAXON
& CO. FBO CARPENTERS PENSION FUND
XXXXXXXXXXX012
P.O.
BOX 94597
CLEVELAND,
OH 44101 |
30.7% |
NORTHERN
TRUST AS TRUSTEE FBO CENTURY
LINK
AC # XXXX881
ATTN:
KATIE LEHNER
801
S. CANAL STREET
CHICAGO,
IL 60607 |
49.0% |
Name
and Address |
%
Ownership |
JOHN
HANCOCK TRUST COMPANY LLC
200
BERKELEY STREET
BOSTON,
MA 02116 |
6.6% |
THE
NORTHERN TRUST COMPANY AS
TRUSTEE
FBO CENTURYLINK - DV
PO
BOX 92994
CHICAGO,
IL 60675 |
90.6% |
Name
and Address |
%
Ownership |
MCMASTER
UNIVERSITY MASTER TRUST
EMPLOYEES
TREASURY OPERATIONS
ATTN:
MCMASTER TREASURY
OJN,
ROOM 417, TREASURY OPERATIONS
1280
MAIN STREET WEST
HAMILTON
ON L8S 4L8 CANADA
|
58.7% |
PARK
RANDOLPH & CO
ATTN:
TRUST OPERATIONS
PO
BOX 17400
URBANA,
IL 61801 |
40.3% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
99.8% |
Name
and Address |
%
Ownership |
DUDLEY
H. LADD 2021 REVOCABLE TRUST
198
RANDOLPH AVENUE
MILTON,
MA 02186 |
7.7% |
THE
HOPKINS COMMITTEE OF TRUSTEES INC
ATTN:
DAVID BAXTER
HOPKINS
SCHOOL
986
FOREST ROAD
NEW
HAVEN, CT 06515 |
88.0% |
Name
and Address |
%
Ownership |
WORLD
WILDLIFE FUND INC
ATTN:
LEROY WADE
1250
24TH STREET NW
WASHINGTON,
DC 20037 |
7.4% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
12.3% |
CHARLES
SCHWAB & CO INC
SPECIAL
CUSTODY ACCOUNT FOR
EXCLUSIVE
BENEFIT OF CUSTOMERS
101
MONTGOMERY ST
ATTN
MUTUAL FUNDS
SAN
FRANCISCO, CA 94104 |
80.3% |
Name
and Address |
%
Ownership |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
6.2% |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS
|
16.9% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
20.2% |
GMO
INTERNATIONAL DEVELOPED EQUITY
ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
24.6% |
GMO
INTERNATIONAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
25.1% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
100.0% |
Name
and Address |
%
Ownership |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
9.5% |
GMO
STRATEGIC OPPORTUNITIES ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
9.6% |
PARK
RANDOLPH & CO
ATTN:
TRUST OPERATIONS
PO
BOX 17400
URBANA,
IL 61801 |
14.8% |
GMO
INTERNATIONAL DEVELOPED EQUITY
ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
15.7% |
GMO
INTERNATIONAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
18.4% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
27.0% |
Name
and Address |
%
Ownership |
ROCHESTER
METHODIST HOSPITAL HOURLY
EMPLOYEE'S
PENSION PLAN
ATTN
RICK HAEFLINGER
200
FIRST STREET SW
ROCHESTER,
MN 55906 |
15.7% |
SAINT
MARY'S HOSPITAL RETIREMENT PLAN
ATTN
RICK HAEFLINGER
200
FIRST STREET SW
ROCHESTER,
MN 55906 |
24.3% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
58.2% |
Name
and Address |
%
Ownership |
VEBA
PARTNERSHIP N LP CORE PLUS XXX102
ATTN:
DEREK DU
ONE
VERIZON WAY
MAILCODE
VC71S209
BASKING
RIDGE, NJ 07920 |
15.4% |
Name
and Address |
%
Ownership |
GMO
STRATEGIC OPPORTUNITIES ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
19.4% |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS
|
23.4% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
41.6% |
Name
and Address |
%
Ownership |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
9.6% |
EDWARD
EUGENE NELSON, JR & DONNA KNIGHT
NELSON
22831
FOSSIL PEAK
SAN
ANTONIO, TX 78261 |
10.1% |
VEBA
PARTNERSHIP N LP - DOF
ATTN:
DEREK DU
295
N. MAPLE AVENUE
BUILDING
7-1ST FLOOR SOUTH
BASKING
RIDGE, NJ 07920 |
38.9% |
SMITHSONIAN
INSTITUTION
425
3RD STREET SW, SUITE 850
WASHINGTON,
DC 20024 |
41.4% |
Name
and Address |
%
Ownership |
GMO
MULTI-SECTOR FIXED INCOME FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
6.9% |
GMO
MULTI-ASSET TRUST
ATTN:
SYDNEY OPERATIONS
SUITE
43.02, GROSVENOR PLACE,
225
GEORGE STREET, SYDNEY NSW 2000 AUSTRALIA
|
8.2% |
GMO
BENCHMARK-FREE FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
20.1% |
GMO
BENCHMARK FREE ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
59.5% |
Name
and Address |
%
Ownership |
SEI
PRIVATE TRUST COMPANY
C/O
ID 337
ATTN:
MUTUAL FUNDS
ONE
FREEDOM VALLEY DRIVE
OAKS,
PA 19456 |
19.4% |
SEI
PRIVATE TRUST COMPANY
C/O
M&T BANK ID 337
ATTN
MUTUAL FUNDS
1
FREEDOM VALLEY DRIVE
OAKS,
PA 19456 |
32.8% |
Name
and Address |
%
Ownership |
SEI
PRIVATE TRUST COMPANY
C/O
REGIONS BANK
1
FREEDOM VALLEY DRIVE
OAKS,
PA 19456 |
40.1% |
Name
and Address |
%
Ownership |
PERSHING
LLC
P.O.
BOX 2052
JERSEY
CITY, NJ 07303 |
5.8% |
SPECIAL
CUSTODY ACCOUNT FOR THE
EXCLUSIVE
BENEFIT OF CUSTOMERS OF
UBS
FINANCIAL SERVICES INC.
ATTN:
DEPARTMENT MANAGER
1000
HARBOR BLVD, 5TH FLOOR
WEEHAWKEN,
NJ 07086 |
19.1% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
34.5% |
Name
and Address |
%
Ownership |
GMO
GLOBAL DEVELOPED EQUITY ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
5.5% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
9.7% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
14.8% |
BROWN
BROTHERS HARRIMAN & CO AS
CUSTODIAN
FOR BJB - NRA OMNIBUS XXXX212
REINVEST
ATTN:
MUTUAL FUND SERVICES
140
BROADWAY
NEW
YORK, NY 10005 |
23.3% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
41.6% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
100.0% |
Name
and Address |
%
Ownership |
DIRECTORS
GUILD OF AMERICA-PRODUCER
PENSION
PLAN SUPPLEMENTAL BENEFIT PLAN
ATTN:
SAMANTHA PETERSEN
5055
WILSHIRE BLVD, SUITE 600
LOS
ANGELES, CA 90036 |
10.3% |
DIRECTORS
GUILD OF AMERICA-PRODUCER
PENSION
PLAN BASIC BENEFIT PLAN
ATTN:
SAMANTHA PETERSEN
5055
WILSHIRE BLVD, SUITE 600
LOS
ANGELES, CA 90036 |
12.0% |
TRUSTEES
OF THE UNIVERSITY OF
PENNSYLVANIA
ATTN:
MARK DINGFIELD
3451
WALNUT ST. SUITE 737
PHILADELPHIA,
PA 19104 |
14.6% |
DIVERSIFIED
TRUST COMPANY TTEE DTC
US
ACTIVE EQUITY COMMON TRUST FUND
ATTN:
MUTUAL FUNDS
C/O
RELIANCE TRUST COMPANY
MF
DEPT BIN 010633, BIN 88633
MILWAUKEE,
WI 53288 |
23.9% |
NORTHERN
TRUST AS CUSTODIAN FBO
ALFRED
I. DUPOINT CHARITABLE
TRUST
A/C# XXXXX127
PO
BOX 92956
CHICAGO,
IL 60675 |
28.0% |
Name
and Address |
%
Ownership |
FUNDACAO
CALOUSTE GULBENKIAN
ATTN:
JOSE NEVES ADELINO
SERVICO
DE FINANCAS E INVESTIMENTOS
AVENIDA
DE BERNA, 45A
1067-001
LISBOA- PORTUGAL
|
9.0% |
MASTER
FOODS INVESTMENTS LLC
ATTN:
TREASURY & BENEFITS CENTER
ONE
SUNSET WAY
HENDERSON,
NV 89014 |
13.2% |
BOARD
OF TRUSTEES OF MICHIGAN STATE
UNIVERSITY
OFFICE
OF INVESTMENTS AND FINANCIAL
MANAGEMENT
426
AUDITORIUM ROAD, ROOM 412
EAST
LANSING, MI 48824 |
14.3% |
ASPIRIANT
RISK-MANAGED EQUITY ALLOCATION
FUND
ATTN:
BENJAMIN SCHMIDT
11100
SANTA MONICA BLVD., SUITE 600
LOS
ANGELES, CA 90025 |
14.7% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
27.3% |
NATIONAL
FINANCIAL SERVICES LLC
FOR
THE EXCLUSIVE BENEFIT OF OUR
CUSTOMERS
ATTN:
MUTUAL FUNDS DEPARTMENT
499
WASHINGTON BLVD. 4TH FLOOR
JERSEY
CITY, NJ 07310 |
36.8% |
Name
and Address |
%
Ownership |
MARIL
& CO FBO JI
C/O
RELIANCE TRUST COMPANY WI
MAILCODE:
BD1N - ATTN MF
4900
W BROWN DEER ROAD
MILWAUKEE,
WI 53223 |
5.3% |
PERSHING
LLC
P.O.
BOX 2052
JERSEY
CITY, NJ 07303 |
9.5% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
39.0% |
Name
and Address |
%
Ownership |
HALL
FAMILY FOUNDATION
ATTN:
CHINQUAPIN TRUST COMPANY
2501
MCGEE ST., MD #323
KANSAS
CITY, MO 64108 |
5.5% |
YESHIVA
UNIVERSITY
ATTN:
JAKE HARMAN
500
W. 185TH STREET
NEW
YORK, NY 10033 |
6.0% |
FS
OVERLAY-C PARTNERS
C/O
FS FIDUCIARY SERVICES LLC
ATTN:
GERARD POMPILIO
430
PARK AVENUE, SUITE 803
NEW
YORK, NY 10022 |
8.3% |
PRINCETON
AREA COMMUNITY FOUNDATION
ATTN
LAURA LONGMAN
15
PRINCESS ROAD
LAWRENCEVILLE,
NJ 08648 |
8.8% |
MICHELSON
MEDICAL RESEARCH
FOUNDATION
INC.
ATTN
DAVID COHEN
11755
WILSHIRE BLVD. STE. 1400
LOS
ANGELES, CA 90025 |
9.3% |
LIMIT
& CO. FOR THE BENEFIT OF
CHINQUAPIN
TRUST COMPANY
ATTN:
CHINQUAPIN TRUST COMPANY
2501
MCGEE ST., MD #323
KANSAS
CITY, MO 64108 |
20.2% |
Name
and Address |
%
Ownership |
THE
FIRST CHURCH OF CHRIST, SCIENTIST
210
MASSACHUSETTS AVE, P2-02
BOSTON,
MA 02115 |
5.2% |
MAC
& CO A/C XXX832 FBO: CHAN
ZUCKERBERG
INITIATIVE FOUNDATION
ATTN:
MUTUAL FUND OPERATIONS
500
GRANT STREET ROOM 151-1010
PITTSBURGH,
PA 15258 |
10.7% |
AGILITY
REAL ASSETS LLC
ATTN:
AGILITY FINOPS
767
FIFTH AVENUE, FLOOR 10
NEW
YORK, NY 10024 |
10.7% |
MAC
& CO A/C XXX268 FBO: SILICON
VALLEY
COMMUNITY FOUNDATION
ATTN:
MUTUAL FUND OPERATIONS
500
GRANT STREET ROOM 151-1010
PITTSBURGH,
PA 15258 |
25.3% |
Name
and Address |
%
Ownership |
MUNICIPAL
EMPLOYEES RETIREMENT
SYSTEM
OF MICHIGAN GROUP TRUST
ATTN:
PETER WUJKOWSKI
1134
MUNICIPAL WAY
LANSING,
MI 48917 |
35.1% |
Name
and Address |
%
Ownership |
UMBALTI
FBO ASPIRIANT RISK-MANAGED
REAL
ASSETS FUND
ATTN:
CUSTODY
928
GRAND BLVD 10TH FLOOR
KANSAS
CITY, MO 64106 |
6.8% |
THOMAS
R HANCOCK
16
ROCKMONT ROAD
BELMONT,
MA 02478 |
17.2% |
GMO
BENCHMARK-FREE FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
63.5% |
Name
and Address |
%
Ownership |
THE
NORTHERN TRUST COMPANY
FBO
CALLAN GLIDEPATH REAL ASSET FND
MUTUAL
FUNDS SERVICES WB33
333
S. WABASH AVE
CHICAGO,
IL 60604 |
14.9% |
NATIONAL
FINANCIAL SERVICES LLC
FOR
THE EXCLUSIVE BENEFIT OF OUR
CUSTOMERS
ATTN:
MUTUAL FUNDS DEPARTMENT
499
WASHINGTON BLVD. 4TH FLOOR
JERSEY
CITY, NJ 07310 |
45.1% |
Name
and Address |
%
Ownership |
PERSHING
LLC
P.O.
BOX 2052
JERSEY
CITY, NJ 07303 |
5.3% |
TD
AMERITRADE INC FBO OUR CLIENTS
P.O.
BOX 2226
OMAHA,
NE 68103 |
6.2% |
MORGAN
STANLEY SMITH BARNEY LLC
FOR
THE EXCLUSIVE BENEFIT OF ITS
CUSTOMERS
1
NEW YORK PLAZA FL.12
NEW
YORK, NY 10004 |
7.0% |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
10.3% |
SEI
PRIVATE TRUST COMPANY
C/O
FIRST INTERSTATE BANK
1
FREEDOM VALLEY DRIVE
OAKS,
PA 19456 |
11.3% |
Name
and Address |
%
Ownership |
THE
TRUSTEES OF PRINCETON UNIVERSITY
PO
BOX 35
PRINCETON,
NJ 08544 |
100.0% |
Name
and Address |
%
Ownership |
STATE
STREET BANK & TRUST CO CUST
FBO
JAN PETER KIERS ROLLOVER IRA
60
CORTE AMADO
GREENBRAE,
CA 94904 |
6.8% |
PARK
RANDOLPH & CO
ATTN:
TRUST OPERATIONS
PO
BOX 17400
URBANA,
IL 61801 |
84.0% |
Name
and Address |
%
Ownership |
GMO
BENCHMARK-FREE FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
24.1% |
GMO
BENCHMARK FREE ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
73.4% |
Name
and Address |
%
Ownership |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
5.9% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
6.0% |
LPL
FINANCIAL
A/C
XXXXXX005
4707
EXECUTIVE DRIVE
SAN
DIEGO, CA 92121 |
7.0% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
7.8% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
12.9% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
12.9% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
12.9% |
NATIONAL
FINANCIAL SERVICES LLC
499
WASHINGTON BLVD
JERSEY
CITY, NJ 07310 |
19.7% |
Name
and Address |
%
Ownership |
THOMAS
R. HANCOCK AND CATHERINE A.
FULLERTON
ATTN:
TOM HANCOCK
16
ROCKMONT ROAD
BELMONT,
MA 02478 |
22.7% |
WORLD
WILDLIFE FUND INC
ATTN:
LEROY WADE
1250
24TH STREET NW
WASHINGTON,
DC 20037 |
24.2% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
53.1% |
Name
and Address |
%
Ownership |
GMO
GLOBAL DEVELOPED EQUITY ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
7.4% |
GMO
STRATEGIC OPPORTUNITIES ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
14.1% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
20.5% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
57.7% |
Name
and Address |
%
Ownership |
STATE
STREET BANK & TRUST CO CUST
FBO
DOUG KEITH IRA
605
OSGOOD STREET
NORTH
ANDOVER, MA 01845 |
100.0% |
Name
and Address |
%
Ownership |
JPMORGAN
CHASE AS TRUSTEE FOR THE
COLGATE
PALMOLIVE RETIREMENT TRUST
ATTN:
STEPHEN LEE
300
PARK AVENUE, 14TH FLOOR
NEW
YORK, NY 10022 |
8.1% |
THYSSENKRUPP
NORTH AMERICA, INC. MASTER
TRUST
ATTN:
JIM ALLISON
3331
W. BIG BEAVER
SUITE
300
TROY,
MI 48084 |
13.5% |
MCPHS
UNIVERSITY
179
LONGWOOD AVE.
BOSTON,
MA 02115 |
32.1% |
Name
and Address |
%
Ownership |
THE
MEMORIAL FOUNDATION INC
ATTN
SCOTT PERRY
100
BLUEGRASS COMMONS BOULEVARD
SUITE
320
HENDERSONVILLE,
TN 37075 |
39.9% |
Name
and Address |
%
Ownership |
WORLD
WILDLIFE FUND INC
ATTN:
LEROY WADE
1250
24TH STREET NW
WASHINGTON,
DC 20037 |
8.8% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
27.7% |
HOPKE
PARTNERSHIP
ATTN
JURRIEN DEAN
7422
HAMPDEN LANE
BETHESDA,
MD 20814 |
61.7% |
Name
and Address |
%
Ownership |
GMO
STRATEGIC OPPORTUNITIES ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
5.0% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
8.6% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
15.3% |
STICHTING
PENSIOENFONDS ATOS
BURGEMEESTER
RIJNDERSLAAN 30
AMSTELVEEN
1185 MC, NETHERLANDS
|
67.7% |
Name
and Address |
%
Ownership |
STATE
STREET BANK & TRUST CO CUST
FBO
DOUGLAS KEITH IRA
605
OSGOOD STREET
NORTH
ANDOVER, MA 01845 |
100.0% |
Name
and Address |
%
Ownership |
NORTHERN
TRUST AS CUSTODIAN FBO
NEMOURS
FOUNDATION A/C# XXXXX742
PO
BOX 92956
CHICAGO,
IL 60604 |
6.1% |
NORTHERN
TRUST AS CUSTODIAN NEMOURS
PENSION
PLAN
PO
BOX 92956
CHICAGO,
IL 60604 |
10.9% |
NORTHERN
TRUST AS CUSTODIAN FBO
ALFRED
I. DUPOINT CHARITABLE TRUST
PO
BOX 92956
CHICAGO,
IL 60675 |
83.0% |
Name
and Address |
%
Ownership |
GMO
STRATEGIC OPPORTUNITIES ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
8.2% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
11.1% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
11.2% |
THE
DAVID AND LUCILE PACKARD FOUNDATION
343
SECOND STREET
LOS
ALTOS, CA 94022 |
24.6% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
35.2% |
Name
and Address |
%
Ownership |
STATE
STREET BANK & TRUST CO CUST
FBO
JAMES FARROW IRA
11
OWAISA ROAD
NEWTON,
MA 02468 |
100.0% |
Name
and Address |
%
Ownership |
GMO
GLOBAL DEVELOPED EQUITY ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
5.9% |
WORLD
WILDLIFE FUND INC
ATTN:
LEROY WADE
1250
24TH STREET NW
WASHINGTON,
DC 20037 |
11.2% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
23.0% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
59.8% |
Name
and Address |
%
Ownership |
GMO
LLC
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
7.1% |
GMO
EMERGING COUNTRY DEBT FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
7.1% |
Name
and Address |
%
Ownership |
GMO
RESOURCES FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
12.9% |
GMO
INTERNATIONAL EQUITY FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
17.8% |
GMO
QUALITY FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
25.7% |
Name
and Address |
%
Ownership |
GARY
P. BRINSON
737
NORTH MICHIGAN AVENUE, SUITE 1810
CHICAGO,
IL 60611 |
40.6% |
MUNICIPAL
FIRE & POLICE RETIREMENT
SYSTEM
OF IOWA
ATTN
TERRY SLATTERY
7155
LAKE DRIVE, SUITE 201
WEST
DES MOINES, IA 50266 |
56.1% |
Name
and Address |
%
Ownership |
GMO
STRATEGIC OPPORTUNITIES ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
12.0% |
GMO
INTERNATIONAL DEVELOPED EQUITY
ALLOCATION
FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
12.4% |
GMO
GLOBAL ASSET ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
18.7% |
GMO
INTERNATIONAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
19.1% |
GMO
GLOBAL EQUITY ALLOCATION FUND
C/O
GMO LLC
53
STATE STREET, SUITE 330
BOSTON,
MA 02109 |
31.4% |
Name
and Address |
%
Ownership |
CHARLES
SCHWAB & CO. INC.
SPECIAL
CUSTODY A/C FBO CUSTOMERS
ATTN
SARABETH LEWIS
101
MONTGOMERY ST
SAN
FRANCISCO, CA 94105 |
10.0% |
Alternative
Allocation Fund – Class I | |
Net
Assets at Value (Equivalent to $18.37 per share based on 7,970,223 shares
of beneficial interest outstanding) |
$146,410,156 |
Offering
Price |
$18.37 |
Alternative
Allocation Fund – Class VI | |
Net
Assets at Value (Equivalent to $18.49 per share based on 2,664,127 shares
of beneficial interest outstanding) |
$49,257,361 |
Offering
Price |
$18.49 |
Alternative
Allocation Fund – Class R6 | |
Net
Assets at Value (Equivalent to $18.58 per share based on 242 shares of
beneficial interest outstanding) |
$4,493 |
Offering
Price |
$18.58 |
Asset
Allocation Bond Fund – Class III | |
Net
Assets at Value (Equivalent to $20.46 per share based on 937 shares of
beneficial interest outstanding) |
$19,159 |
Offering
Price |
$20.46 |
Asset
Allocation Bond Fund – Class VI | |
Net
Assets at Value (Equivalent to $20.37 per share based on 988,344 shares of
beneficial interest outstanding) |
$20,131,273 |
Offering
Price |
$20.37 |
Benchmark-Free
Allocation Fund – Class I | |
Net
Assets at Value (Equivalent to $24.86 per share based on 12,602,122 shares
of beneficial interest outstanding) |
$313,321,517 |
Offering
Price |
$24.86 |
Benchmark-Free
Allocation Fund – Class III | |
Net
Assets at Value (Equivalent to $24.89 per share based on 62,146,426 shares
of beneficial interest outstanding) |
$1,546,716,654 |
Offering
Price |
$24.89 |
Benchmark-Free
Allocation Fund – Class IV | |
Net
Assets at Value (Equivalent to $24.89 per share based on 47,494,203 shares
of beneficial interest outstanding) |
$1,182,069,452 |
Offering
Price |
$24.89 |
Benchmark-Free
Allocation Fund – Class MF | |
Net
Assets at Value (Equivalent to $24.91 per share based on 43,342,502 shares
of beneficial interest outstanding) |
$1,079,756,452 |
Offering
Price |
$24.91 |
Benchmark-Free
Allocation Fund – Class R6 | |
Net
Assets at Value (Equivalent to $24.87 per share based on 11,332,161 shares
of beneficial interest outstanding) |
$281,801,868 |
Offering
Price |
$24.87 |
Benchmark-Free
Fund – Class III | |
Net
Assets at Value (Equivalent to $17.79 per share based on 64,803,516 shares
of beneficial interest outstanding) |
$1,152,712,601 |
Offering
Price |
$17.79 |
Climate
Change Fund – Class I | |
Net
Assets at Value (Equivalent to $28.83 per share based on 14,552,070 shares
of beneficial interest outstanding) |
$419,551,836 |
Offering
Price |
$28.83 |
Climate
Change Fund – Class III | |
Net
Assets at Value (Equivalent to $28.91 per share based on 11,422,048 shares
of beneficial interest outstanding) |
$330,217,908 |
Offering
Price |
$28.91 |
Climate
Change Fund – Class R6 | |
Net
Assets at Value (Equivalent to $28.85 per share based on 6,346,682 shares
of beneficial interest outstanding) |
$183,089,429 |
Offering
Price |
$28.85 |
Emerging
Country Debt Fund – Class III | |
Net
Assets at Value (Equivalent to $17.71 per share based on 69,059,027 shares
of beneficial interest outstanding) |
$1,222,989,082 |
Offering
Price ($17.71 * 100/99.25)* |
$17.84 |
Emerging
Country Debt Fund – Class IV | |
Net
Assets at Value (Equivalent to $17.67 per share based on 66,229,041 shares
of beneficial interest outstanding) |
$1,170,559,249 |
Offering
Price ($17.67 * 100/99.25)* |
$17.80 |
Emerging
Country Debt Fund – Class VI | |
Net
Assets at Value (Equivalent to $17.66 per share based on 22,237,873 shares
of beneficial interest outstanding) |
$392,813,008 |
Offering
Price ($17.66 * 100/99.25)* |
$17.79 |
Emerging
Markets ex-China Fund – Class I | |
Net
Assets at Value (Equivalent to $13.34 per share based on 27 shares of
beneficial interest outstanding) |
$363 |
Offering
Price |
$13.34 |
Emerging
Markets ex-China Fund – Class III | |
Net
Assets at Value (Equivalent to $13.33 per share based on 2,142,444 shares
of beneficial interest outstanding) |
$28,548,471 |
Offering
Price |
$13.33 |
Emerging
Markets ex-China Fund – Class VI | |
Net
Assets at Value (Equivalent to $13.34 per share based on 16,966,080 shares
of beneficial interest outstanding) |
$226,245,293 |
Offering
Price |
$13.34 |
Emerging
Markets Fund – Class I | |
Net
Assets at Value (Equivalent to $21.83 per share based on 3,971,743 shares
of beneficial interest outstanding) |
$86,689,424 |
Offering
Price |
$21.83 |
Emerging
Markets Fund – Class II | |
Net
Assets at Value (Equivalent to $21.87 per share based on 6,935,257 shares
of beneficial interest outstanding) |
$151,666,217 |
Offering
Price |
$21.87 |
Emerging
Markets Fund – Class III | |
Net
Assets at Value (Equivalent to $21.96 per share based on 3,283 shares of
beneficial interest outstanding) |
$72,071 |
Offering
Price |
$21.96 |
Emerging
Markets Fund – Class VI | |
Net
Assets at Value (Equivalent to $21.67 per share based on 27,614,301 shares
of beneficial interest outstanding) |
$598,337,065 |
Offering
Price |
$21.67 |
Emerging
Markets Fund – Class R6 | |
Net
Assets at Value (Equivalent to $21.88 per share based on 504,765 shares of
beneficial interest outstanding) |
$11,042,024 |
Offering
Price |
$21.88 |
Emerging
Markets Select Equity Fund – Class I | |
Net
Assets at Value (Equivalent to $17.93 per share based on 327,366 shares of
beneficial interest outstanding) |
$5,869,826 |
Offering
Price |
$17.93 |
Emerging
Markets Select Equity Fund – Class II | |
Net
Assets at Value (Equivalent to $17.95 per share based on 6,323,595 shares
of beneficial interest outstanding) |
$113,488,066 |
Offering
Price |
$17.95 |
Emerging
Markets Select Equity Fund – Class V | |
Net
Assets at Value (Equivalent to $17.89 per share based on 381,752 shares of
beneficial interest outstanding) |
$6,830,235 |
Offering
Price |
$17.89 |
Global
Asset Allocation Fund – Class I | |
Net
Assets at Value (Equivalent to $29.92 per share based on 448,022 shares of
beneficial interest outstanding) |
$13,403,315 |
Offering
Price |
$29.92 |
Global
Asset Allocation Fund – Class III | |
Net
Assets at Value (Equivalent to $29.92 per share based on 10,237,503 shares
of beneficial interest outstanding) |
$306,276,116 |
Offering
Price |
$29.92 |
Global
Asset Allocation Fund – Class R6 | |
Net
Assets at Value (Equivalent to $29.90 per share based on 683,658 shares of
beneficial interest outstanding) |
$20,440,106 |
Offering
Price |
$29.90 |
Global
Developed Equity Allocation Fund – Class III | |
Net
Assets at Value (Equivalent to $21.80 per share based on 3,073,404 shares
of beneficial interest outstanding) |
$66,992,454 |
Offering
Price |
$21.80 |
Global
Equity Allocation Fund – Class I | |
Net
Assets at Value (Equivalent to $24.56 per share based on 203,303 shares of
beneficial interest outstanding) |
$4,992,408 |
Offering
Price |
$24.56 |
Global
Equity Allocation Fund – Class III | |
Net
Assets at Value (Equivalent to $24.57 per share based on 22,799,831 shares
of beneficial interest outstanding) |
$560,287,173 |
Offering
Price |
$24.57 |
Global
Equity Allocation Fund – Class R6 | |
Net
Assets at Value (Equivalent to $24.57 per share based on 1,395,537 shares
of beneficial interest outstanding) |
$34,288,955 |
Offering
Price |
$24.57 |
High
Yield Fund – Class VI | |
Net
Assets at Value (Equivalent to $16.73 per share based on 15,378,484 shares
of beneficial interest outstanding) |
$257,215,071 |
Offering
Price |
$16.73 |
Implementation
Fund | |
Net
Assets at Value (Equivalent to $12.28 per share based on 304,108,537
shares of beneficial interest outstanding) |
$3,735,883,192 |
Offering
Price |
$12.28 |
International
Developed Equity Allocation Fund – Class III | |
Net
Assets at Value (Equivalent to $15.14 per share based on 14,477,055 shares
of beneficial interest outstanding) |
$219,167,238 |
Offering
Price |
$15.14 |
International
Developed Equity Allocation Fund – Class R6 | |
Net
Assets at Value (Equivalent to $15.14 per share based on 530,660 shares of
beneficial interest outstanding) |
$8,032,605 |
Offering
Price |
$15.14 |
International
Equity Allocation Fund – Class III | |
Net
Assets at Value (Equivalent to $25.48 per share based on 11,254,252 shares
of beneficial interest outstanding) |
$286,725,268 |
Offering
Price |
$25.48 |
International
Equity Allocation Fund – Class R6 | |
Net
Assets at Value (Equivalent to $25.47 per share based on 8,065,679 shares
of beneficial interest outstanding) |
$205,416,924 |
Offering
Price |
$25.47 |
International
Equity Fund – Class I | |
Net
Assets at Value (Equivalent to $21.72 per share based on 129,087 shares of
beneficial interest outstanding) |
$2,803,584 |
Offering
Price |
$21.72 |
International
Equity Fund – Class II | |
Net
Assets at Value (Equivalent to $21.35 per share based on 216,579 shares of
beneficial interest outstanding) |
$4,623,307 |
Offering
Price |
$21.35 |
International
Equity Fund – Class III | |
Net
Assets at Value (Equivalent to $21.64 per share based on 16,939,034 shares
of beneficial interest outstanding) |
$366,630,413 |
Offering
Price |
$21.64 |
International
Equity Fund – Class IV | |
Net
Assets at Value (Equivalent to $21.60 per share based on 42,655,385 shares
of beneficial interest outstanding) |
$921,486,246 |
Offering
Price |
$21.60 |
International
Opportunistic Value Fund | |
Net
Assets at Value (Equivalent to $13.17 per share based on 2,330,380 shares
of beneficial interest outstanding) |
$30,686,196 |
Offering
Price |
$13.17 |
Japan
Value Creation Fund – Class I | |
Net
Assets at Value (Equivalent to $16.85 per share based on 91,928 shares of
beneficial interest outstanding) |
$1,549,145 |
Offering
Price |
$16.85 |
Japan
Value Creation Fund – Class III | |
Net
Assets at Value (Equivalent to $16.86 per share based on 1,471,010 shares
of beneficial interest outstanding) |
$24,808,432 |
Offering
Price |
$16.86 |
Japan
Value Creation Fund – Class VI | |
Net
Assets at Value (Equivalent to $16.87 per share based on 4,811,272 shares
of beneficial interest outstanding) |
$81,148,197 |
Offering
Price |
$16.87 |
Multi-Sector
Fixed Income Fund – Class III | |
Net
Assets at Value (Equivalent to $16.54 per share based on 892,436 shares of
beneficial interest outstanding) |
$14,756,717 |
Offering
Price |
$16.54 |
Multi-Sector
Fixed Income Fund – Class IV | |
Net
Assets at Value (Equivalent to $16.61 per share based on 5,363,472 shares
of beneficial interest outstanding) |
$89,112,594 |
Offering
Price |
$16.61 |
Opportunistic
Income Fund – Class I | |
Net
Assets at Value (Equivalent to $24.06 per share based on 20,932,460 shares
of beneficial interest outstanding) |
$503,531,339 |
Offering
Price |
$24.06 |
Opportunistic
Income Fund – Class III | |
Net
Assets at Value (Equivalent to $24.11 per share based on 1,995,391 shares
of beneficial interest outstanding) |
$48,100,799 |
Offering
Price |
$24.11 |
Opportunistic
Income Fund – Class VI | |
Net
Assets at Value (Equivalent to $24.10 per share based on 16,151,804 shares
of beneficial interest outstanding) |
$389,294,729 |
Offering
Price |
$24.10 |
Opportunistic
Income Fund – Class R6 | |
Net
Assets at Value (Equivalent to $24.02 per share based on 7,753,521 shares
of beneficial interest outstanding) |
$186,229,637 |
Offering
Price |
$24.02 |
Quality
Cyclicals Fund – Class I | |
Net
Assets at Value (Equivalent to $21.99 per share based on 3,162 shares of
beneficial interest outstanding) |
$69,545 |
Offering
Price |
$21.99 |
Quality
Cyclicals Fund – Class VI | |
Net
Assets at Value (Equivalent to $21.99 per share based on 3,164,759 shares
of beneficial interest outstanding) |
$69,604,514 |
Offering
Price |
$21.99 |
Quality
Fund – Class I | |
Net
Assets at Value (Equivalent to $23.70 per share based on 20,527,065 shares
of beneficial interest outstanding) |
$486,543,625 |
Offering
Price |
$23.70 |
Quality
Fund – Class III | |
Net
Assets at Value (Equivalent to $23.76 per share based on 121,443,948
shares of beneficial interest outstanding) |
$2,885,806,701 |
Offering
Price |
$23.76 |
Quality
Fund – Class IV | |
Net
Assets at Value (Equivalent to $23.84 per share based on 17,552,618 shares
of beneficial interest outstanding) |
$418,403,151 |
Offering
Price |
$23.84 |
Quality
Fund – Class VI | |
Net
Assets at Value (Equivalent to $23.76 per share based on 93,613,681 shares
of beneficial interest outstanding) |
$2,224,690,677 |
Offering
Price |
$23.76 |
Quality
Fund – Class R6 | |
Net
Assets at Value (Equivalent to $23.73 per share based on 32,447,370 shares
of beneficial interest outstanding) |
$769,960,029 |
Offering
Price |
$23.73 |
Resource
Transition Fund – Class VI | |
Net
Assets at Value (Equivalent to $18.98 per share based on 24,250,000 shares
of beneficial interest outstanding) |
$460,208,753 |
Offering
Price |
$18.98 |
Resources
Fund – Class I | |
Net
Assets at Value (Equivalent to $25.06 per share based on 29,389,205 shares
of beneficial interest outstanding) |
$736,469,640 |
Offering
Price |
$25.06 |
Resources
Fund – Class III | |
Net
Assets at Value (Equivalent to $25.06 per share based on 12,848,578 shares
of beneficial interest outstanding) |
$322,034,544 |
Offering
Price |
$25.06 |
Resources
Fund – Class IV | |
Net
Assets at Value (Equivalent to $24.98 per share based on 13,771,977 shares
of beneficial interest outstanding) |
$343,999,910 |
Offering
Price |
$24.98 |
Resources
Fund – Class VI | |
Net
Assets at Value (Equivalent to $24.96 per share based on 2,639,401 shares
of beneficial interest outstanding) |
$65,869,098 |
Offering
Price |
$24.96 |
Resources
Fund – Class R6 | |
Net
Assets at Value (Equivalent to $25.04 per share based on 12,616,061 shares
of beneficial interest outstanding) |
$315,904,004 |
Offering
Price |
$25.04 |
SGM
Major Markets Fund – Class I | |
Net
Assets at Value (Equivalent to $28.48 per share based on 166,825 shares of
beneficial interest outstanding) |
$4,750,898 |
Offering
Price |
$28.48 |
SGM
Major Markets Fund – Class III | |
Net
Assets at Value (Equivalent to $28.53 per share based on 117,994 shares of
beneficial interest outstanding) |
$3,366,098 |
Offering
Price |
$28.53 |
SGM
Major Markets Fund – Class VI | |
Net
Assets at Value (Equivalent to $28.40 per share based on 4,254,842 shares
of beneficial interest outstanding) |
$120,827,221 |
Offering
Price |
$28.40 |
Strategic
Opportunities Allocation Fund – Class III | |
Net
Assets at Value (Equivalent to $15.57 per share based on 12,170,396 shares
of beneficial interest outstanding) |
$189,503,577 |
Offering
Price |
$15.57 |
Small
Cap Quality Fund – Class I | |
Net
Assets at Value (Equivalent to $22.11 per share based on 945 shares of
beneficial interest outstanding) |
$20,902 |
Offering
Price |
$22.11 |
Small
Cap Quality Fund – Class III | |
Net
Assets at Value (Equivalent to $22.12 per share based on 605,451 shares of
beneficial interest outstanding) |
$13,391,406 |
Offering
Price |
$22.12 |
Small
Cap Quality Fund – Class VI | |
Net
Assets at Value (Equivalent to $22.13 per share based on 2,330,557 shares
of beneficial interest outstanding) |
$51,565,627 |
Offering
Price |
$22.13 |
U.S.
Equity Fund – Class III | |
Net
Assets at Value (Equivalent to $12.54 per share based on 3,995,720 shares
of beneficial interest outstanding) |
$50,114,234 |
Offering
Price |
$12.54 |
U.S.
Equity Fund – Class VI | |
Net
Assets at Value (Equivalent to $12.38 per share based on 15,744,850 shares
of beneficial interest outstanding) |
$194,846,151 |
Offering
Price |
$12.38 |
U.S
Opportunistic Value Fund – Class I | |
Net
Assets at Value (Equivalent to $20.20 per share based on 237 shares of
beneficial interest outstanding) |
$4,792 |
Offering
Price |
$20.20 |
U.S
Opportunistic Value Fund – Class III | |
Net
Assets at Value (Equivalent to $20.20 per share based on 475 shares of
beneficial interest outstanding) |
$9,585 |
Offering
Price |
$20.20 |
U.S
Opportunistic Value Fund – Class IV | |
Net
Assets at Value (Equivalent to $20.20 per share based on 3,108,685 shares
of beneficial interest outstanding) |
$62,784,375 |
Offering
Price |
$20.20 |
U.S
Opportunistic Value Fund – Class VI | |
Net
Assets at Value (Equivalent to $20.19 per share based on 10,679,452 shares
of beneficial interest outstanding) |
$215,667,963 |
Offering
Price |
$20.19 |
U.S.
Small Cap Value Fund – Class VI | |
Net
Assets at Value (Equivalent to $17.19 per share based on 1,711,511 shares
of beneficial interest outstanding) |
$29,427,515 |
Offering
Price |
$17.19 |
U.S.
Treasury Fund | |
Net
Assets at Value (Equivalent to $4.99 per share based on 81,858,201 shares
of beneficial interest outstanding) |
$408,457,114 |
Offering
Price |
$4.99 |
Class
II Shares |
Service
Fee |
Fund | |
GMO
Quality Fund
|
0.22
% |
GMO
International Equity Fund
|
0.22
% |
GMO
Multi-Sector Fixed Income Fund
|
0.22
% |
GMO
Emerging Markets Fund
|
0.22
% |
GMO
Emerging Markets Select Equity Fund
|
0.22
% |
GMO
Emerging Country Debt Fund
|
0.22
% |
GMO
International Opportunistic Value Fund
|
0.22
% |
GMO
International Equity Allocation Fund
|
0.07
% |
GMO
Global Equity Allocation Fund
|
0.07
% |
GMO
Global Asset Allocation Fund
|
0.07
% |
GMO
Benchmark-Free Allocation Fund
|
0.07
% |
GMO
Alternative Allocation Fund
|
0.22
% |
GMO
Emerging Markets ex-China Fund
|
0.22
% |
Class
III Shares |
Service
Fee |
Fund | |
GMO
U.S. Equity Fund
|
0.15
% |
GMO
U.S. Opportunistic Value Fund |
0.15
% |
GMO
Quality Fund
|
0.15
% |
GMO
International Equity Fund
|
0.15
% |
GMO
Multi-Sector Fixed Income Fund
|
0.15
% |
GMO
Emerging Markets Fund
|
0.15
% |
GMO
Emerging Markets Select Equity Fund
|
0.15
% |
GMO
Emerging Country Debt Fund
|
0.15
% |
GMO
International Opportunistic Value Fund
|
0.15
% |
GMO
Asset Allocation Bond Fund
|
0.15
% |
GMO
International Equity Allocation Fund
|
0.00
% |
GMO
International Developed Equity Allocation Fund
|
0.00
% |
GMO
Global Equity Allocation Fund
|
0.00
% |
GMO
Global Asset Allocation Fund
|
0.00
% |
GMO
Benchmark-Free Allocation Fund
|
0.15
% |
GMO
Benchmark-Free Fund
|
0.00
% |
GMO
Strategic Opportunities Allocation Fund
|
0.00
% |
GMO
Global Developed Equity Allocation Fund
|
0.00
% |
GMO
Resources Fund
|
0.15
% |
GMO
Resource Transition Fund |
0.15
% |
GMO
Opportunistic Income Fund
|
0.15
% |
GMO
SGM Major Markets Fund |
0.15
% |
GMO
Climate Change Fund |
0.15
% |
GMO
High Yield Fund |
0.15
% |
GMO
Alternative Allocation Fund |
0.15
% |
GMO
U.S. Small Cap Value Fund |
0.15
% |
GMO
Small Cap Quality Fund |
0.15
% |
GMO
Quality Cyclicals Fund |
0.15
% |
GMO-Usonian
Japan Value Creation Fund |
0.15
% |
GMO
Emerging Markets ex-China Fund
|
0.15
% |
Class
IV Shares |
Service
Fee |
Fund | |
GMO
U.S. Equity Fund
|
0.10
% |
GMO
U.S. Opportunistic Value Fund |
0.10
% |
GMO
Quality Fund
|
0.105
% |
GMO
International Equity Fund
|
0.09
% |
GMO
International Opportunistic Value Fund
|
0.09
% |
GMO
Emerging Markets Fund
|
0.105
% |
GMO
Emerging Markets Select Equity Fund
|
0.105
% |
GMO
Multi-Sector Fixed Income Fund
|
0.10
% |
GMO
Emerging Country Debt Fund
|
0.10
% |
GMO
Resources Fund
|
0.10
% |
GMO
Resource Transition Fund |
0.10
% |
GMO
Benchmark-Free Allocation Fund
|
0.10
% |
GMO
SGM Major Markets Fund |
0.10
% |
Class
IV Shares |
Service
Fee |
Fund | |
GMO
Climate Change Fund |
0.10
% |
GMO
High Yield Fund |
0.10
% |
GMO
Alternative Allocation Fund |
0.105
% |
GMO
U.S. Small Cap Value Fund |
0.10
% |
GMO
Small Cap Quality Fund |
0.10
% |
GMO
Quality Cyclicals Fund |
0.105
% |
GMO-Usonian
Japan Value Creation Fund |
0.10
% |
GMO
Emerging Markets ex-China Fund
|
0.105
% |
Class
V Shares |
Service
Fee |
Fund | |
GMO
U.S. Equity Fund
|
0.085
% |
GMO
U.S. Opportunistic Value Fund |
0.085
% |
GMO
Quality Fund
|
0.085
% |
GMO
International Equity Fund
|
0.085
% |
GMO
Emerging Markets Fund
|
0.085
% |
GMO
Emerging Markets Select Equity Fund
|
0.085
% |
GMO
Multi-Sector Fixed Income Fund
|
0.12
% |
GMO
Emerging Country Debt Fund
|
0.12
% |
GMO
Resources Fund
|
0.085
% |
GMO
Resource Transition Fund |
0.085
% |
GMO
Benchmark-Free Allocation Fund
|
0.085
% |
GMO
SGM Major Markets Fund
|
0.085
% |
GMO
Climate Change Fund
|
0.085
% |
GMO
High Yield Fund |
0.085
% |
GMO
Alternative Allocation Fund |
0.085
% |
GMO
U.S. Small Cap Value Fund |
0.085
% |
GMO
Small Cap Quality Fund |
0.085
% |
GMO
Quality Cyclicals Fund |
0.085
% |
GMO-Usonian
Japan Value Creation Fund |
0.085
% |
GMO
Emerging Markets ex-China Fund
|
0.085
% |
Class
VI Shares |
Service
Fee |
Fund | |
GMO
U.S. Equity Fund
|
0.055
% |
GMO
U.S. Opportunistic Value Fund |
0.055
% |
GMO
Quality Fund
|
0.055
% |
GMO
International Equity Fund
|
0.055
% |
GMO
Emerging Markets Fund
|
0.055
% |
GMO
Emerging Markets Select Equity Fund
|
0.055
% |
GMO
Multi-Sector Fixed Income Fund
|
0.10
% |
GMO
Emerging Country Debt Fund
|
0.10
% |
GMO
Asset Allocation Bond Fund
|
0.055
% |
GMO
Resources Fund
|
0.055
% |
GMO
Resource Transition Fund |
0.055
% |
GMO
Benchmark-Free Allocation Fund
|
0.055
% |
GMO
Opportunistic Income Fund
|
0.055
% |
GMO
SGM Major Markets Fund
|
0.055
% |
GMO
Climate Change Fund
|
0.055
% |
GMO
High Yield Fund |
0.055
% |
GMO
Alternative Allocation Fund |
0.055
% |
GMO
U.S. Small Cap Value Fund |
0.055
% |
GMO
Small Cap Quality Fund |
0.055
% |
GMO
Quality Cyclicals Fund |
0.055
% |
GMO-Usonian
Japan Value Creation Fund |
0.055
% |
GMO
Emerging Markets ex-China Fund
|
0.055
% |
Class
VII Shares |
Service
Fee |
Fund | |
GMO
Multi-Sector Fixed Income Fund
|
0.06
% |
Class
VIII Shares |
Service
Fee |
Fund | |
GMO
Multi-Sector Fixed Income Fund
|
0.01
% |
Class
R6 Shares and Class I Shares |
Service
Fee |
Fund | |
GMO
U.S. Equity Fund
|
0.15
% |
GMO
U.S. Opportunistic Value Fund |
0.15
% |
GMO
Quality Fund
|
0.15
% |
GMO
International Equity Fund
|
0.22
% |
GMO
Multi-Sector Fixed Income Fund
|
0.15
% |
GMO
Emerging Markets Fund
|
0.22
% |
GMO
Emerging Markets Select Equity Fund
|
0.22
% |
GMO
Emerging Country Debt Fund
|
0.15
% |
GMO
International Opportunistic Value Fund
|
0.15
% |
GMO
Asset Allocation Bond Fund
|
0.15
% |
GMO
International Equity Allocation Fund
|
0.00
% |
GMO
International Developed Equity Allocation Fund
|
0.00
% |
GMO
Global Equity Allocation Fund
|
0.00
% |
GMO
Global Asset Allocation Fund
|
0.00
% |
GMO
Benchmark-Free Allocation Fund
|
0.15
% |
GMO
Global Developed Equity Allocation Fund
|
0.00
% |
GMO
Resources Fund
|
0.15
% |
GMO
Resource Transition Fund |
0.15
% |
GMO
Opportunistic Income Fund
|
0.15
% |
GMO
SGM Major Markets Fund |
0.15
% |
GMO
Climate Change Fund |
0.15
% |
GMO
High Yield Fund |
0.15
% |
GMO
Alternative Allocation Fund |
0.22
% |
GMO
U.S. Small Cap Value Fund |
0.15
% |
GMO
Small Cap Quality Fund |
0.15
% |
GMO
Quality Cyclicals Fund |
0.15
% |
GMO
Emerging Country Debt Shares Fund |
0.15
% |
GMO-Usonian
Japan Value Creation Fund |
0.15
% |
GMO
Emerging Markets ex-China Fund
|
0.22
% |
Fund |
Supplemental
Support
Fee |
GMO
Benchmark-Free Allocation Fund |
0.10
% |