Series	Ticker	%Monthly Return ?			$Assets	#Holdings	As of
GMO Alternative Allocation Fund	GAAVX, GAAKX, GAAGX	-1.27	0.63	2.79	246.57 mm	821	Nov 2022
GMO Asset Allocation Bond Fund	GMOBX, GABFX	-4.65	-1.43	3.50	19.93 mm	3	Nov 2022
GMO Benchmark-Free Allocation Fund	GBMFX, GBMBX, GBMIX, GBMSX	-4.04	1.88	6.53	4.45 bn	6	Nov 2022
GMO Benchmark-Free Fund	GBFFX	-4.86	2.16	7.47	1.59 bn	1,735	Nov 2022
GMO Climate Change Fund	GCCHX, GCCLX, GCCAX	-13.48	6.61	13.12	934.39 mm	110	Nov 2022
GMO Emerging Country Debt Fund	GMCDX, GMDFX, GMOQX	-6.07	0.73	8.54	2.69 bn	349	Nov 2022
GMO Emerging Markets ex-China Fund	GMAQX, GMAVX, GMAUX	-10.95	5.33	12.80	322.18 mm	411	Nov 2022
GMO Emerging Markets Fund	GMEMX, GMOEX, GEMMX, GEMNX, GEMEX	-11.59	-0.56	14.68	1.20 bn	428	Nov 2022
GMO Emerging Markets Select Equity Fund	GEDTX, GEDOX, GEDBX	-9.32	-4.46	14.61	150.95 mm	123	Nov 2022
GMO Global Asset Allocation Fund	GMWAX, GMWRX, GMOOX	-6.89	3.32	7.81	352.52 mm	17	Nov 2022
GMO Global Developed Equity Allocation Fund	GWOAX	-8.82	7.31	9.87	81.73 mm	10	Nov 2022
GMO Global Equity Allocation Fund	GMGEX, GAAUX, GMADX	-9.32	6.07	10.68	1.37 bn	10	Nov 2022
GMO High Yield Fund	GHVIX	-3.29	3.82	2.82	306.81 mm	66	Nov 2022
GMO Implementation Fund	GIMFX	-4.16	2.13	6.94	4.83 bn	2,125	Nov 2022
GMO International Developed Equity Allocation Fund	GIOTX, GAAWX	-8.24	5.99	12.38	210.80 mm	4	Nov 2022
GMO International Equity Allocation Fund	GIEAX, GSXMX	-9.34	3.96	13.06	496.01 mm	5	Nov 2022
GMO International Equity Fund	GMICX, GMOIX, GMCFX, GMOUX	-8.08	6.30	12.39	1.62 bn	241	Nov 2022
GMO Multi-Sector Fixed Income Fund	GUGAX, GPBFX	-4.72	-1.04	3.81	122.18 mm	319	Nov 2022
GMO Opportunistic Income Fund	GMODX, GMOHX, GMOLX, GAAAX	-1.33	-0.73	1.19	949.73 mm	299	Nov 2022
GMO Quality Cyclicals Fund	GMAEX, GMAOX	-9.69	8.44	10.40	110.41 mm	48	Nov 2022
GMO Quality Fund	GQETX, GQEFX, GQLOX, GQLIX, GQESX	-8.36	7.68	7.15	7.18 bn	44	Nov 2022
GMO Resources Fund	GOFIX, GOVIX, GMOWX, GEACX, GAAHX	-11.17	7.54	13.03	2.47 bn	121	Nov 2022
GMO SGM Major Markets Fund	GSMFX, GSMHX, GSMKX	-0.65	-0.70	5.35	185.89 mm	67	Nov 2022
GMO Small Cap Quality Fund	GMAYX, GMAWX, GSBGX	-4.35	10.98	8.57	108.19 mm	42	Nov 2022
GMO Strategic Opportunities Allocation Fund	GBATX	-7.38	4.13	8.80	232.09 mm	831	Nov 2022
GMO Tax-Managed International Equities Fund	GTMIX	-8.07	6.58	12.61	38.79 mm	224	Nov 2022
GMO U.S. Equity Fund	GMUEX, GMCQX	-8.68	9.74	6.47	423.45 mm	210	Nov 2022
GMO U.S. Small Cap Value Fund	GCAVX	-11.42	12.96	5.06	99.43 mm	243	Nov 2022
GMO U.S. Treasury Fund	GUSTX	0.02	0.23	0.29	403.04 mm	14	Nov 2022
GMO-Usonian Japan Value Creation Fund	GMAKX, GMAHX, GMIIX	-7.88	0.27	11.08	127.81 mm	42	Nov 2022