Equity Dislocation Investment Fund

Management

Ben Inker

Co-Head of Asset Allocation, Portfolio Manager

Mr. Inker is Co-Head of GMO’s Asset Allocation team and a portfolio manager for the team’s products. Mr. Inker is a member of the GMO Board of Directors and a partner of the firm. He joined GMO in 1992 following the completion of his bachelor's degree in Economics from Yale University. In his years at GMO, Mr. Inker has served as an analyst for the Quantitative Equity and Asset Allocation teams, as a portfolio manager of several equity and asset allocation portfolios, as Co-Head of International Quantitative Equities, and as CIO of Quantitative Developed Equities. He is a CFA charterholder.

Simon Harris

Portfolio Manager, Systematic Equity

Mr. Harris is engaged in portfolio management for GMO’s Systematic Equity team and is a partner of the firm. In his decades at GMO, Simon has had extensive portfolio management, quantitative research, and team leadership experience including as the head of the Systematic Equity and Global Equity teams, and head of the UK Equity team prior to its merger with Global Equity. Previously, he also served as co-CEO of GMO UK Ltd. Prior to joining GMO in 1989, he earned his BSc in Mathematics from The City University (London). Mr. Harris is a Fellow of The Chartered Institute for Securities & Investment.

George Sakoulis

Head of Investment Teams, Head of Systematic Equity

Dr. Sakoulis is the Head of Investment Teams at GMO, Head of GMO's Systematic Equity team, and a partner of the firm. He previously worked at GMO from 2009 to 2014 leading quantitative research for GMO’s Emerging Markets Equity team. Prior to rejoining GMO in 2020, he was most recently a Managing Director and Head of Global Multi-Asset Solutions for QMA, where he focused on systematic total and absolute return investment solutions. Before that, he led QMA’s Global Portfolio Solutions group. Previously, Dr. Sakoulis also served as the Director of European Equity Strategies for Numeric Investors and as a Director for UBS O’Connor. He earned his bachelor's degree in Economics and Statistics from San Francisco State University and his MA in Economics and PhD in Financial Econometrics from the University of Washington.

Carl O'Rourke

Portfolio Manager, Systematic Equity

Dr. O’Rourke is a portfolio manager for GMO’s Systematic Equity team and is a partner of the firm. Previously at GMO, he was a quantitative analyst for the Systematic Equity team. Prior to joining GMO in 2006, he earned a BSc in Physics and a PhD in Computational Laser Physics from the University of Surrey.

Overview

The GMO Equity Dislocation Investment Fund seeks high total return. It aims to own attractively valued equities while correspondingly shorting equities where we believe that valuations are reflective of implausible growth expectations. Currently, the Fund is long global Value, short global Growth, to take advantage of the exceptionally wide valuation spread between Value and Growth.

The eligible universe for both the long and short side spans the market capitalization spectrum and includes both developed and emerging markets. Utilizing GMO’s proprietary Price to Fair Value model to actively select the cheapest and most expensive stocks, the portfolio is diversified across sectors, countries, and regions and is intended to be approximately beta neutral.

Facts

Doc Table
Fund Inception Date	May 10, 2021
Fund Total Assets as of 31/8/2024	$1.7bn USD