EX-99 6 gmotrust.htm Unassociated Document
 
 
 

GMO Trust
          
FYE 2/29/08
          
Attachment Filed in Response to Form N-SAR Sub-Item 77P
        
Monthly Purchases, Redemptions, and Exchanges (000's omitted)
        
           
   
Exchanges
  
Exchanges
  
March
Purchases
In
Redemptions
Out
  
Fund Name
          
           
GMO Developed World Stock Fund
0
0
12305
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
96218
2150
80134
200
  
GMO Short-Duration Investment Fund
0
0
20
300
  
GMO Tobacco-Free Core Fund
225
0
4
0
  
GMO International Small Companies Fund
30091
519
98849
5
  
GMO U.S. Equity Allocation Fund
0
0
0
7083
  
GMO Emerging Markets Fund
16272
5
91245
134609
  
GMO International Bond Fund
329
0
1783
100
  
GMO Emerging Country Debt Fund
42534
0
60500
5071
  
GMO Alpha Only Fund
2518
3400
606
0
  
GMO Domestic Bond Fund
6052
81084
2715
0
  
GMO Currency Hedged International Bond Fund
47
0
1017
0
  
GMO Currency Hedged International Equity Fund
3
0
63
8650
  
GMO Global Bond Fund
291
0
0
0
  
GMO Real Estate Fund
1
0
326
0
  
GMO Foreign Fund
30293
0
145801
0
  
GMO Global Balanced Asset Allocation Fund
26255
192
9280
0
  
GMO International Equity Allocation Fund
3
0
180
38
  
GMO Global (U.S.+) Equity Allocation Fund
71
0
2097
0
  
GMO Inflation Indexed Plus Bond Fund
9162
4494
11653
640540
  
GMO Core Plus Bond Fund
4671
0
174550
732195
  
GMO Emerging Countries Fund
1218
0
7004
0
  
GMO Emerging Markets Opportunities Fund
21300
0
852
12819
  
GMO Tax-Managed U.S. Equities Fund
35
0
35
0
  
GMO Tax-Managed International Equities Fund
24342
0
2452
5441
  
GMO Tax-Managed Small/Mid Cap Fund
0
0
0
0
  
GMO Foreign Small Companies Fund
13400
0
21500
0
  
GMO Taiwan Fund
0
0
19368
0
  
GMO Short-Duration Collateral Fund
1801675
5442
1236697
0
  
GMO Short-Duration Collateral Share Fund
22649
0
20251
0
  
GMO Strategic Opportunities Allocation Fund
5750
0
32
0
  
GMO Strategic Fixed Income Fund
201647
1310901
0
0
  
GMO Benchmark-Free Allocation Fund
116
15
39
69
  
GMO U.S. Quality Equity Fund
112651
120263
10855
0
  
GMO Global Growth Fund
1337
0
57647
0
  
GMO World Opportunity Overlay Fund
152650
0
546705
0
  
GMO World Opportunity Equity Allocaton Fund
7125
0
2467
0
  
GMO Alternative Asset Opportunity Fund
82
0
250
0
  
GMO International Opportunity Equity Fudn
43879
0
1109
0
  
62717
8261
83735
110000
  
GMO U.S. Growth Fund
849
0
26699
0
  
GMO U.S. Value Fund
235
0
514
0
  
GMO U.S. Small/Mid Cap Value Fund
8
0
975
0
  
GMO U.S. Small/Mid Cap Growth Fund
8
0
602
0
  
GMO U.S. Intrinsic Value Fund
0
0
0
0
  
GMO International Core Equity Fund
98349
110000
19109
0
  
GMO International Growth Equity Fund
72884
2388
27475
160
  
GMO World Opportunity Equity Allocaton Fund
43
7082
0
0
  
           
April
          
Fund Name
          
           
GMO Developed World Stock Fund
0
0
417
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
49724
0
64759
0
  
GMO Short-Duration Investment Fund
28
0
115
0
  
GMO Tobacco-Free Core Fund
1572
0
2000
0
  
GMO International Small Companies Fund
14
0
8170
0
  
GMO U.S. Equity Allocation Fund
0
0
0
0
  
GMO Emerging Markets Fund
340344
0
542237
3
  
GMO International Bond Fund
52500
0
5161
0
  
GMO Emerging Country Debt Fund
1792
7
2727
0
  
GMO Alpha Only Fund
3100
2
6362
0
  
GMO Domestic Bond Fund
250
0
127
0
  
GMO Currency Hedged International Bond Fund
0
0
51949
44
  
GMO Currency Hedged International Equity Fund
0
0
0
0
  
GMO Global Bond Fund
10000
32
0
0
  
GMO Real Estate Fund
0
0
10
2
  
GMO Foreign Fund
157859
0
106165
0
  
GMO Global Balanced Asset Allocation Fund
31390
6
4070
0
  
GMO International Equity Allocation Fund
10
0
35
0
  
GMO Global (U.S.+) Equity Allocation Fund
5925
0
3000
0
  
GMO Inflation Indexed Plus Bond Fund
37035
0
41247
0
  
GMO Core Plus Bond Fund
12632
0
45906
0
  
GMO Emerging Countries Fund
1146
0
4240
0
  
GMO Emerging Markets Opportunities Fund
2737
0
6000
0
  
GMO Tax-Managed U.S. Equities Fund
365
0
125
0
  
GMO Tax-Managed International Equities Fund
2404
0
4050
0
  
GMO Tax-Managed Small/Mid Cap Fund
11
0
416
0
  
GMO Foreign Small Companies Fund
0
0
6500
0
  
GMO Taiwan Fund
6652
0
10
0
  
GMO Short-Duration Collateral Fund
85536
1256
122760
0
  
GMO Short-Duration Collateral Share Fund
8365
0
3683
0
  
GMO Strategic Opportunities Allocation Fund
5228
0
0
0
  
GMO Strategic Fixed Income
24729
0
11500
0
  
GMO Benchmark-Free Allocation Fund
77
3
17930
220
  
GMO U.S. Quality Equity Fund
657968
0
594442
0
  
GMO Global Growth Fund
3
0
0
0
  
GMO Alternative Asset Opportunity Fund
0
0
300
0
  
GMO World Opportunity Overlay Fund
15100
0
29100
0
  
GMO World Opportunity Equity Allocaton Fund
1
0
0
0
  
GMO International Opportunity Equity Fund
50804
0
1500
0
  
GMO U.S. Core Equity Fund
327446
0
357651
501036
  
GMO U.S. Growth Fund
1244
0
2129
0
  
GMO U.S. Value Fund
280
0
331
0
  
GMO U.S. Small/Mid Cap Value Fund
102
0
651
0
  
GMO U.S. Small/Mid Cap Growth Fund
4
0
1
0
  
GMO U.S. Intrinsic Value Fund
39
0
0
0
  
GMO International Core Equity Fund
417844
500000
64588
0
  
GMO International Growth Equity Fund
38744
0
55401
0
  
           
           
May
          
Fund Name
          
           
GMO Developed World Stock Fund
0
0
148
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
43280
3256
50930
0
  
GMO Short-Duration Investment Fund
0
0
12283
86
  
GMO Tobacco-Free Core Fund
225
0
14772
0
  
GMO International Small Companies Fund
1532
0
29022
402
  
GMO U.S. Equity Allocation Fund
0
0
10714
0
  
GMO Emerging Markets Fund
78
0
135906
2355
  
GMO International Bond Fund
21209
7809
2400
2931
  
GMO Emerging Country Debt Fund
59
0
2579
401
  
GMO Aplha Only Fund
0
0
2270
0
  
GMO Domestic Bond Fund
0
0
3005
0
  
GMO Currency Hedged International Bond Fund
0
0
143
10290
  
GMO Currency Hedged International Equity Fund
0
0
424
0
  
GMO Global Bond Fund
0
0
0
0
  
GMO Real Estate Fund
0
0
518
0
  
GMO Foreign Fund
34219
0
75638
0
  
GMO Global Balanced Asset Allocation Fund
31405
0
17540
0
  
GMO International Equity Allocation Fund
1
17
1110
0
  
GMO Global (U.S.+) Equity Allocation Fund
2400
0
917
0
  
GMO Inflation Indexed Plus Bond Fund
14555
0
9351
0
  
GMO Core Plus Bond Fund
59955
0
7803
534
  
GMO Emerging Countries Fund
1042
74
13529
0
  
GMO Emerging Markets Opportunities Fund
21785
0
1850
0
  
GMO Tax-Managed U.S. Equities Fund
0
0
328
0
  
GMO Tax-Managed International Equities Fund
1053
144
1607
368
  
GMO Tax-Managed Small/Mid Cap Fund
0
0
0
0
  
GMO Foreign Small Companies Fund
0
0
6625
0
  
GMO Taiwan Fund
0
0
7919
0
  
GMO Short-Duration Collateral Fund
172100
0
78511
0
  
GMO Short-Duration Collateral Share Fund
0
0
850
0
  
GMO Benchmark-Free Allocation Fund
0
0
12898
11
  
GMO U.S. Quality Equity Fund
289873
2154
9458
0
  
GMO Global Growth Fund
0
0
1
0
  
GMO World Opportunity Overlay Fund
11000
0
3500
0
  
GMO World Opportunity Equity Allocaton Fund
140
0
2351
0
  
GMO Alternative Asset Opportunity Fund
0
0
2756
0
  
GMO Strategic Opportunities Allocation Fund
4140
0
120
0
  
GMO Strategic Fixed Income
15347
0
9370
104
  
GMO International Opportunity Equity Fund
8258
0
6209
0
  
GMO U.S. Core Equity Fund
3006
800
53056
1000000
  
GMO U.S. Growth Fund
947
0
3713
0
  
GMO U.S. Value Fund
263
0
271
0
  
GMO U.S. Small/Mid Cap Value Fund
0
0
875
0
  
GMO U.S. Small/Mid Cap Growth Fund
0
0
627
0
  
GMO U.S. Intrinsic Value Fund
0
0
500
0
  
GMO International Core Equity Fund
67176
1000000
10027
0
  
GMO International Growth Equity Fund
4451
325
26371
0
  
GMO Special Purpose Holding Fund
0
0
0
0
  
           
           
June
          
Fund Name
          
           
GMO Developed World Stock Fund
0
0
477
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
106548
300
101694
4960
  
GMO Short-Duration Investment Fund
0
0
5
7232
  
GMO Tobacco-Free Core Fund
12115
0
156368
0
  
GMO International Small Companies Fund
100700
0
23955
0
  
GMO U.S. Equity Allocation Fund
0
0
0
0
  
GMO Emerging Markets Fund
3000
16
309875
14046
  
GMO International Bond Fund
300
0
7020
0
  
GMO Emerging Country Debt Fund
31805
3621
27773
0
  
GMO Alpha Only Fund
0
150
10305
251087
  
GMO Domestic Bond Fund
81708
100
8276
0
  
GMO Currency Hedged International Bond Fund
46000
0
37
0
  
GMO Currency Hedged International Equity Fund
0
0
600
100
  
GMO Global Bond Fund
0
0
0
0
  
GMO Real Estate Fund
0
0
1268
0
  
GMO Foreign Fund
53846
0
45892
0
  
GMO Global Balanced Asset Allocation Fund
41034
7231
5005
0
  
GMO International Equity Allocation Fund
0
0
169
0
  
GMO Global (U.S.+) Equity Allocation Fund
0
0
2065
0
  
GMO Inflation Indexed Plus Bond Fund
45270
976557
1179
0
  
GMO Core Plus Bond Fund
93936
0
5155
400
  
GMO Emerging Countries Fund
1644
0
4986
350
  
GMO Emerging Markets Opportunities Fund
3586
0
7367
0
  
GMO Tax-Managed U.S. Equities Fund
0
0
2019
0
  
GMO Tax-Managed International Equities Fund
8215
0
8848
0
  
GMO Tax-Managed Small/Mid Cap Fund
395
0
3504
0
  
GMO Foreign Small Companies Fund
4500
0
51528
0
  
GMO International Bond Fund
0
0
0
0
  
GMO Taiwan Fund
1724
0
0
0
  
GMO Short-Duration Collateral Fund
1074308
0
763630
0
  
GMO Short-Duration Collateral Share Fund
1760
0
1200
0
  
GMO Benchmark-Free Allocation Fund
0
0
5278
0
  
GMO U.S. Quality Equity Fund
239316
3500
39243
0
  
GMO Global Growth Fund
0
0
0
0
  
GMO Alternative Asset Opportunity Fund
0
0
650
7310
  
GMO World Opportunities Equity Allocation Fund
35
0
13313
0
  
GMO World Opportunity Overlay Fund
248625
0
79550
0
  
GMO Strategic Opportunities Allocation Fund
226
0
890
0
  
GMO Strategic Fixed Income Fund
1971
0
17570
702100
  
GMO International Opportunity Equity Allocation Fund
57737
0
2308
0
  
GMO U.S. Core Equity Fund
95884
950
135712
250
  
GMO U.S. Growth Fund
740
0
1499
0
  
GMO U.S. Value Fund
253
0
436
150
  
GMO U.S. Small/Mid Cap Value Fund
0
0
200
100
  
GMO U.S. Small/Mid Cap Growth Fund
0
0
800
100
  
GMO U.S. Intrinsic Value Fund
635
0
0
0
  
GMO International Core Equity Fund
152922
0
12488
0
  
GMO International Growth Equity Fund
33314
450
66642
5010
  
           
           
July
          
Fund Name
          
           
GMO Developed World Stock Fund
10987
0
148
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
519531
31951
283885
84163
  
GMO Short-Duration Investment Fund
53
0
466
1386
  
GMO Tobacco-Free Core Fund
0
0
0
0
  
GMO International Small Companies Fund
8461
0
31002
1000
  
GMO U.S. Equity Allocation Fund
7034
0
5400
0
  
GMO Emerging Markets Fund
2084821
46
1279045
252275
  
GMO International Bond Fund
58446
0
7977
0
  
GMO Emerging Country Debt Fund
224042
18
105350
0
  
GMO Alpha Only Fund
53895
4900
142282
0
  
GMO Domestic Bond Fund
187880
32864
189295
0
  
GMO Currency Hedged International Bond Fund
0
0
7
0
  
GMO Currency Hedged International Equity Fund
11912
0
900
32390
  
GMO Global Bond Fund
100868
0
0
0
  
GMO Real Estate Fund
2675
0
10
43
  
GMO Foreign Fund
1043503
7236
778620
28090
  
GMO Global Balanced Asset Allocation Fund
300236
1486
6776
0
  
GMO International Equity Allocation Fund
50411
0
617
0
  
GMO Global (U.S.+) Equity Allocation Fund
16902
0
917
22
  
GMO Inflation Indexed Plus Bond Fund
382670
782368
72967
0
  
GMO Core Plus Bond Fund
74404
0
18154
184000
  
GMO Emerging Countries Fund
52600
0
8615
0
  
GMO Emerging Markets Opportunities Fund
25913
0
7464
23675
  
GMO Tax-Managed U.S. Equities Fund
360
0
100
0
  
GMO Tax-Managed International Equities Fund
31197
0
653
0
  
GMO Tax-Managed Small/Mid Cap Fund
475
0
100
0
  
GMO Foreign Small Companies Fund
246696
0
177793
0
  
GMO Taiwan Fund
24483
0
0
0
  
GMO Short-Duration Collateral Fund
1185810
0
1003337
0
  
GMO Short-Duration Collateral Share Fund
132
0
737
0
  
GMO Benchmark-Free Allocation Fund
44094
40
552
0
  
GMO U.S. Quality Equity Fund
488770
224651
314255
39
  
GMO Global Growth
48
0
1
36
  
GMO World Opportunity Overlay Fund
267770
0
130050
0
  
GMO World Opportunities Equity Allocation Fund
30959
0
498
4902
  
GMO Strategic Opportunities Allocation Fund
12374
0
3500
0
  
GMO Strategic Fixed Income Fund
52051
10035
50550
787400
  
GMO International Opportunitiy Equity
24380
28040
1316
0
  
GMO U.S. Core Equity Fund
216607
67684
227740
0
  
GMO U.S. Growth Fund
2751
0
1885
7200
  
GMO U.S. Value Fund
972
0
1362
0
  
GMO U.S. Small/Mid Cap Value Fund
2311
0
335
0
  
GMO U.S. Small/Mid Cap Growth Fund
797
0
235
0
  
GMO U.S. Intrinsic Value Fund
0
0
100
0
  
GMO International Core Equity Fund
587676
1294
385225
3000
  
GMO International Growth Equity Fund
222544
20265
74246
81083
  
GMO Alternative Asset Opportunity Fund
0
0
0
2450
  
GMO Special Situations
-278276
278276
0
0
  
           
           
August
          
Fund Name
          
           
GMO Developed World Stock Fund
0
0
3846
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
155884
0
40122
5323
  
GMO Short-Duration Investment Fund
0
0
150
0
  
GMO Tobacco-Free Core Fund
0
0
59837
0
  
GMO International Small Companies Fund
574
0
15608
7
  
GMO U.S. Equity Allocation Fund
0
0
6298
0
  
GMO Emerging Markets Fund
60628
0
214420
691
  
GMO International Bond Fund
0
0
9639
0
  
GMO Emerging Country Debt Fund
1035
9
46
4
  
GMO Alpha Only Fund
193093
0
239
0
  
GMO Domestic Bond Fund
2833
15945
7649
0
  
GMO Currency Hedged International Bond Fund
0
0
4025
0
  
GMO Currency Hedged International Equity Fund
0
0
2113
0
  
GMO Global Bond Fund
4473
0
0
0
  
GMO Real Estate Fund
0
0
4010
0
  
GMO Foreign Fund
64949
0
173043
0
  
GMO Global Balanced Asset Allocation Fund
29522
0
3874
0
  
GMO International Equity Allocation Fund
0
0
2073
0
  
GMO Global (U.S.+) Equity Allocation Fund
0
0
318
0
  
GMO Inflation Indexed Plus Bond Fund
60333
0
532
2455
  
GMO Core Plus Bond Fund
10000
1179
3573
2200
  
GMO Emerging Countries Fund
1673
0
2754
403
  
GMO Emerging Markets Opportunities Fund
42200
0
9468
0
  
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
  
GMO Tax-Managed International Equities Fund
244
0
9667
0
  
GMO Tax-Managed Small/Mid Cap Fund
0
0
0
0
  
GMO Foreign Small Companies Fund
0
0
1500
12
  
GMO Taiwan Fund
0
0
0
0
  
GMO Short-Duration Collateral Fund
208426
1354
219268
2
  
GMO Short-Duration Collateral Share Fund
1525
0
271
0
  
GMO Benchmark-Free Allocation Fund
4
24
934
229
  
GMO U.S. Quality Equity Fund
329333
2100
88644
4
  
GMO Global Growth Fund
0
0
0
0
  
GMO Alternative Asset Opportunity Fund
0
0
4750
123718
  
GMO World Opportunity Overlay Fund
22475
0
9400
0
  
GMO World Opportunities Equity Allocation Fund
0
0
13581
0
  
GMO Strategic Opportunities Allocation Fund
456080
0
6099
0
  
GMO Strategic Fixed Income Fund
17287
0
12603
8110
  
GMO U.S. Core Equity Fund
86294
0
29672
8
  
GMO U.S. Growth Fund
595
0
10891
0
  
GMO U.S. Value Fund
376
0
587
0
  
GMO U.S. Small/Mid Cap Value Fund
0
0
773
0
  
GMO U.S. Small/Mid Cap Growth Fund
0
0
20
0
  
GMO U.S. Intrinsic Value Fund
0
0
0
0
  
GMO International Core Equity Fund
600401
0
44543
5
  
GMO International Growth Equity Fund
152339
0
14717
5512
  
GMO International Opportunity Equity Allocation Fund
3666
0
189
0
  
GMO Special Situation Fund
300276
25673
0
0
  
           
           
September
          
Fund Name
          
           
GMO Developed World Stock Fund
0
0
148
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
76340
0
118327
33223
  
GMO Short-Duration Investment Fund
0
0
300
0
  
GMO Tobacco-Free Core Fund
0
0
0
0
  
GMO International Small Companies Fund
21033
0
3316
480
  
GMO U.S. Equity Allocation Fund
3000
0
504
0
  
GMO Emerging Markets Fund
51574
0
254034
51574
  
GMO International Bond Fund
0
0
41
3000
  
GMO Emerging Country Debt Fund
7060
0
9401
5898
  
GMO Alpha Only Fund
85057
19261
85577
0
  
GMO Domestic Bond Fund
1084
0
108
0
  
GMO Currency Hedged International Bond Fund
12
0
48228
0
  
GMO Currency Hedged International Equity Fund
6404
0
3170
6404
  
GMO Global Bond Fund
0
0
0
0
  
GMO Real Estate Fund
0
0
319
0
  
GMO Foreign Fund
52148
10000
50750
0
  
GMO Global Balanced Asset Allocation Fund
14473
0
2960
0
  
GMO International Equity Allocation Fund
35
0
3635
0
  
GMO Global (U.S.+) Equity Allocation Fund
0
0
705
0
  
GMO Inflation Indexed Plus Bond Fund
96704
0
115494
3000
  
GMO Core Plus Bond Fund
0
0
16041
6000
  
GMO Emerging Countries Fund
1647
0
12496
0
  
GMO Emerging Markets Opportunities Fund
9018
0
23255
7618
  
GMO Tax-Managed U.S. Equities Fund
72
0
5043
0
  
GMO Tax-Managed International Equities Fund
2886
0
1716
0
  
GMO Tax-Managed Small/Mid Cap Fund
0
0
500
0
  
GMO Foreign Small Companies Fund
30000
0
21500
10000
  
GMO Taiwan Fund
0
0
23339
0
  
GMO Short-Duration Collateral Fund
293070
0
165648
0
  
GMO Short-Duration Collateral Share Fund
11819
0
31876
0
  
GMO Benchmark-Free Allocation Fund
135085
137161
3586
0
  
GMO U.S. Quality Equity Fund
98371
12888
58002
59593
  
GMO Global Growth Fund
0
0
1
0
  
GMO World Opportunities Equity Allocation Fund
263
96931
11335
0
  
GMO World Opportunity Overlay Fund
27700
0
39900
0
  
GMO Alternative Asset Opportunity Fund
0
0
-3343
3343
  
GMO Strategic Opportunities Allocation Fund
14058
0
0
0
  
GMO Strategic Fixed Income Fund
47351
0
23928
27557
  
GMO International Opportunity Equity Allocation Fund
4932
0
6539
0
  
GMO U.S. Core Equity Fund
27846
0
52988
24656
  
GMO U.S. Growth Fund
617
0
3356
0
  
GMO U.S. Value Fund
241
0
10096
12411
  
GMO U.S. Small/Mid Cap Value Fund
0
0
419
0
  
GMO U.S. Small/Mid Cap Growth Fund
505
0
6258
0
  
GMO U.S. Intrinsic Value Fund
0
0
2010
0
  
GMO International Core Equity Fund
126285
0
31148
0
  
GMO International Growth Equity Fund
29590
0
76124
33488
  
GMO Special Purpose Holding Fund
500
12000
0
0
  
           
October
          
Fund Name
          
           
GMO Developed World Stock Fund
0
0
152
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
52960
2290
43747
3250
  
GMO Short-Duration Investment Fund
85
0
192
0
  
GMO Tobacco-Free Core Fund
532
0
17900
0
  
GMO International Small Companies Fund
0
0
28488
2052
  
GMO U.S. Equity Allocation Fund
163
0
24671
0
  
GMO Emerging Markets Fund
649333
0
815034
4123
  
GMO International Bond Fund
0
0
1500
0
  
GMO Emerging Country Debt Fund
24
1500
16020
0
  
GMO Alpha Only Fund
-33360
132143
-203062
205062
  
GMO Domestic Bond Fund
4373
0
1499
0
  
GMO Currency Hedged International Bond Fund
1
0
0
0
  
GMO Currency Hedged International Equity Fund
0
0
3940
0
  
GMO Global Bond Fund
17
0
0
0
  
GMO Real Estate Fund
0
0
10
0
  
GMO Foreign Fund
71700
0
103377
0
  
GMO Global Balanced Asset Allocation Fund
128877
30000
28116
0
  
GMO International Equity Allocation Fund
30
0
3547
0
  
GMO Global (U.S.+) Equity Allocation Fund
0
0
3760
0
  
GMO Inflation Indexed Plus Bond Fund
-120945
136078
-62456
86446
  
GMO Core Plus Bond Fund
75
0
500
0
  
GMO Emerging Countries Fund
2602
189
6768
0
  
GMO Emerging Markets Opportunities Fund
115
0
1321
0
  
GMO Tax-Managed U.S. Equities Fund
351
0
11538
0
  
GMO Tax-Managed International Equities Fund
6774
0
9779
0
  
GMO Tax-Managed Small/Mid Cap Fund
18
0
979
0
  
GMO Foreign Small Companies Fund
0
0
32040
0
  
GMO Taiwan Fund
0
0
19423
0
  
GMO Short-Duration Collateral Fund
167780
0
141434
189
  
GMO Short-Duration Collateral Share Fund
288
0
314
0
  
GMO Benchmark-Free Allocation Fund
-135013
135148
5000
0
  
GMO U.S. Quality Equity Fund
271898
30
232116
0
  
GMO Global Growth
0
0
1
0
  
GMO World Opportunity Overlay Fund
16900
0
4200
0
  
GMO World Opportunity Equity Allocation Fund
8077
0
1951
0
  
GMO Alternative Asset Opportunity Fund
3343
0
-1407
4750
  
GMO Strategic Opportunities Allocation Fund
0
0
0
0
  
GMO Strategic Fixed Income Fund
66467
0
2000
0
  
GMO International Opportunity Equity Allocation Fund
1204
0
1738
0
  
GMO U.S. Core Equity Fund
42299
3
95567
6
  
GMO U.S. Growth Fund
1316
0
1128
0
  
GMO U.S. Value Fund
201
0
1311
0
  
GMO U.S. Small/Mid Cap Value Fund
184
0
1843
21
  
GMO U.S. Small/Mid Cap Growth Fund
0
0
2088
0
  
GMO U.S. Intrinsic Value Fund
177
0
29
0
  
GMO International Core Equity Fund
205459
0
195284
0
  
GMO International Growth Equity Fund
4521
2250
28962
3750
  
GMO Special Situation Fudn
16000
2200
0
0
  
           
           
November
          
Fund Name
          
           
GMO Developed World Stock Fund
0
0
807
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
100716
0
57550
111457
  
GMO Short-Duration Investment Fund
0
0
0
0
  
GMO Tobacco-Free Core Fund
9305
0
40878
0
  
GMO International Small Companies Fund
0
3
41270
0
  
GMO U.S. Equity Allocation Fund
7
0
149
0
  
GMO Emerging Markets Fund
51173
18
497604
427
  
GMO International Bond Fund
240
700
0
21
  
GMO Emerging Country Debt Fund
441
0
6142
118
  
GMO Alpha Only Fund
60915
2741
1000
0
  
GMO Domestic Bond Fund
0
0
106
0
  
GMO Currency Hedged International Bond Fund
0
0
61
27
  
GMO Currency Hedged International Equity Fund
35876
0
1487
0
  
GMO Global Bond Fund
0
0
0
0
  
GMO Real Estate Fund
0
0
40
18
  
GMO Foreign Fund
14215
25000
42579
0
  
GMO Global Balanced Asset Allocation Fund
96121
221
51110
0
  
GMO International Equity Allocation Fund
5
0
43977
0
  
GMO Global (U.S.+) Equity Allocation Fund
750
0
917
0
  
GMO Inflation Indexed Plus Bond Fund
0
0
30767
399
  
GMO Core Plus Bond Fund
0
0
7851
116000
  
GMO Emerging Countries Fund
773
0
2631
0
  
GMO Emerging Markets Opportunities Fund
5000
0
2038
0
  
GMO Tax-Managed U.S. Equities Fund
0
0
100
0
  
GMO Tax-Managed International Equities Fund
9499
0
361
0
  
GMO Tax-Managed Small/Mid Cap Fund
0
0
2107
0
  
GMO Foreign Small Companies Fund
30000
0
11500
25000
  
GMO Taiwan Fund
0
0
25434
0
  
GMO Short-Duration Collateral Fund
200155
0
192410
500
  
GMO Short-Duration Collateral Share Fund
71
0
644
0
  
GMO Benchmark-Free Allocation Fund
77
50
57
0
  
GMO U.S. Quality Equity Fund
102366
127536
142103
0
  
GMO Global Growth Fund
0
0
0
0
  
GMO World Opportunity Overlay Fund
15400
0
31000
0
  
GMO World Opportunity Equity Allocation Fund
43
0
701
0
  
GMO Alternative Asset Opportunity Fund
0
0
0
0
  
GMO Strategic Opportunities Allocation Fund
10350
0
25
0
  
GMO Strategic Fixed Income Fund
27500
0
9130
0
  
GMO International Opportunity Equity Allocation Fund
52249
7167
97
0
  
GMO U.S. Core Equity Fund
87056
0
164864
0
  
GMO U.S. Growth Fund
678
0
735
0
  
GMO U.S. Value Fund
382
0
1816
531
  
GMO U.S. Small/Mid Cap Value Fund
0
0
614
502
  
GMO U.S. Small/Mid Cap Growth Fund
0
0
81
0
  
GMO U.S. Intrinsic Value Fund
0
0
1431
4
  
GMO International Core Equity Fund
41865
0
29578
0
  
GMO International Growth Equity Fund
69875
2461
49134
151898
  
GMO Special Situation Fund
5000
241000
0
0
  
           
           
December
          
Fund Name
          
           
GMO Developed World Stock Fund
92210
0
10742
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
997648
2253
156810
235948
  
GMO Short-Duration Investment Fund
363
0
939
27
  
GMO Tobacco-Free Core Fund
0
0
74
6
  
GMO International Small Companies Fund
141556
0
14564
30
  
GMO U.S. Equity Allocation Fund
12081
0
1591
0
  
GMO Emerging Markets Fund
2522769
65
75438
30800
  
GMO International Bond Fund
28810
0
49876
8000
  
GMO Emerging Country Debt Fund
214042
10
1837
0
  
GMO Alpha Only Fund
94601
17092
310
0
  
GMO Domestic Bond Fund
64158
67502
1528
2
  
GMO Currency Hedged International Bond Fund
2903
0
3354
0
  
GMO Currency Hedged International Equity Fund
15
0
147902
5250
  
GMO Global Bond Fund
46489
0
5245
5
  
GMO Real Estate Fund
2159
0
10
91
  
GMO Foreign Fund
683735
7
60019
20026
  
GMO Global Balanced Asset Allocation Fund
322932
24
18152
161
  
GMO International Equity Allocation Fund
75957
0
430
0
  
GMO Global (U.S.+) Equity Allocation Fund
44336
0
1592
0
  
GMO Inflation Indexed Plus Bond Fund
304621
17
68440
106952
  
GMO Core Plus Bond Fund
43722
17
25893
0
  
GMO Emerging Countries Fund
77104
10
12333
221
  
GMO Emerging Markets Opportunities Fund
90200
5702
2522
854
  
GMO Tax-Managed U.S. Equities Fund
2093
0
3607
0
  
GMO Tax-Managed International Equities Fund
98907
0
6818
0
  
GMO Tax-Managed Small/Mid Cap Fund
13
0
7651
0
  
GMO Foreign Small Companies Fund
143150
0
2250
7
  
GMO Taiwan Fund
58679
0
37052
0
  
GMO Short-Duration Collateral Fund
713974
8
324180
2000
  
GMO Short Duration Collateral Share Fund
2720
0
17071
0
  
GMO Benchmark-Free Allocation Fund
170606
276
14609
5
  
GMO U.S. Quality Equity Fund
242177
1022771
57224
2806
  
GMO Global Growth Fund
19791
0
0
0
  
GMO Alternative Asset Opportunity Fund
0
0
0
0
  
GMO Strategic Opportunities Allocation Fund
80926
0
94
13
  
GMO Strategic Fixed Income Fund
95550
101
5023
3999
  
GMO World Opportunity Overlay Fund
20500
0
63100
0
  
GMO World Opportunities Equity Allocation Fund
85356
18
14439
0
  
GMO International Opportunity Equity Allocation Fund
58075
0
4603
0
  
GMO U.S. Core Equity Fund
300833
11667
177268
54281
  
GMO U.S. Growth Fund
5460
0
49786
0
  
GMO U.S. Value Fund
199
0
296
60
  
GMO U.S. Small/Mid Cap Value Fund
2267
0
419
1165
  
GMO U.S. Small/Mid Cap Growth Fund
1907
0
20
1000
  
GMO U.S. Intrinsic Value Fund
3227
0
0
0
  
GMO International Core Equity Fund
419015
4
44929
292346
  
GMO International Growth Equity Fund
549127
20550
134562
251992
  
GMO Internation Equity Fund
75812
145
0
19
  
GMO Special Situations Fund
8981
22750
0
0
  
           
           
           
January
          
Fund Name
          
           
GMO Developed World Stock Fund
15069
0
146
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
130304
27
94830
147485
  
GMO Short-Duration Investment Fund
0
0
99
0
  
GMO Tobacco-Free Core Fund
3937
0
0
0
  
GMO International Small Companies Fund
33503
0
34073
102
  
GMO U.S. Equity Allocation Fund
4304
0
3010
0
  
GMO Emerging Markets Fund
51891
0
114173
5060
  
GMO International Bond Fund
14696
0
3076
650
  
GMO Emerging Country Debt Fund
3220
0
44077
0
  
GMO Alpha Only Fund
213169
1068
2721
0
  
GMO Domestic Bond Fund
32782
2110
24386
6660
  
GMO Currency Hedged International Bond Fund
85
125
13
4000
  
GMO Currency Hedged International Equity Fund
0
0
0
0
  
GMO Global Bond Fund
0
31
6
0
  
GMO Real Estate Fund
1
0
45
0
  
GMO Foreign Fund
22909
5000
58868
0
  
GMO Global Balanced Asset Allocation Fund
77072
0
3548
29
  
GMO International Equity Allocation Fund
25
0
54
29
  
GMO Global (U.S.+) Equity Allocation Fund
288
0
76
0
  
GMO Inflation Indexed Plus Bond Fund
89626
0
1170389
0
  
GMO Core Plus Bond Fund
0
0
10000
14000
  
GMO Emerging Countries Fund
3123
0
10175
401
  
GMO Emerging Markets Opportunities Fund
9791
0
1686
895
  
GMO Tax-Managed U.S. Equities Fund
0
449
0
0
  
GMO Tax-Managed International Equities Fund
24355
0
7289
288
  
GMO Tax-Managed Small/Mid Cap Fund
0
0
6002
449
  
GMO Foreign Small Companies Fund
0
0
3463
5000
  
GMO Taiwan Fund
0
0
21
0
  
GMO Short-Duration Collateral Fund
1043177
4
1078152
100
  
GMO Short-Duration Collateral Share Fund
1204
0
2247
0
  
GMO Benchmark-Free Allocation Fund
872
183
1339
93
  
GMO U.S. Quality Equity Fund
180612
612787
70872
10
  
GMO Global Growth Fund
166
0
0
0
  
GMO World Opportunity Overlay Fund
28850
0
10200
0
  
GMO World Opportunites Equity Allocation Fund
10153
0
7206
0
  
GMO Alternative Asset Opportunity Fund
7
0
0
0
  
GMO Strategic Opportunities Allocation Fund
50806
0
0
0
  
GMO Strategic Fixed Income Fund
978293
6695
0
0
  
GMO International Opportunity Equity Allocation Fund
15207
0
194
0
  
GMO U.S. Core Equity Fund
103980
310
101571
0
  
GMO U.S. Growth Fund
622
0
3270
0
  
GMO U.S. Value Fund
2317
0
10448
1651
  
GMO U.S. Small/Mid Cap Value Fund
5
0
527
32
  
GMO U.S. Small/Mid Cap Growth Fund
1
0
82
2
  
GMO U.S. Intrinsic Value Fund
0
58
2
0
  
GMO International Core Equity Fund
202466
0
51020
311027
  
GMO International Growth Equity Fund
107525
0
2895
152928
  
GMO Special Situation Fund
32303
22000
24100
0
  
           
           
February
          
Fund Name
          
           
GMO Developed World Stock Fund
3
0
147
0
  
GMO Special Purpose Holdings Fund
0
0
0
0
  
GMO International Intrinsic Value Fund
179672
0
182068
11020
  
GMO Short-Duration Investment Fund
469
0
1181
0
  
GMO Tobacco-Free Core Fund
0
0
0
0
  
GMO International Small Companies Fund
3239
0
365
0
  
GMO U.S. Equity Allocation Fund
0
0
218
0
  
GMO Emerging Markets Fund
233785
0
305691
120
  
GMO International Bond Fund
13256
19018
39487
0
  
GMO Emerging Country Debt Fund
2823
0
85821
39
  
GMO Alpha Only Fund
-32444
524238
86973
0
  
GMO Domestic Bond Fund
19643
4124
16594
13260
  
GMO Currency Hedged International Bond Fund
43
0
34090
0
  
GMO Currency Hedged International Equity Fund
2
0
0
0
  
GMO Global Bond Fund
250
0
0
0
  
GMO Real Estate Fund
0
95
2572
0
  
GMO Foreign Fund
368497
7000
411395
0
  
GMO Global Balanced Asset Allocation Fund
86972
0
542603
6980
  
GMO International Equity Allocation Fund
4
0
4532
0
  
GMO Global (U.S.+) Equity Allocation Fund
4942
0
0
0
  
GMO Inflation Indexed Plus Bond Fund
25809
85
-870070
3129013
  
GMO Core Plus Bond Fund
7578
0
16657
0
  
GMO Emerging Countries Fund
6273
0
8142
746
  
GMO Emerging Markets Opportunities Fund
2
0
3517
35
  
GMO Tax-Managed U.S. Equities Fund
0
0
0
500
  
GMO Tax-Managed International Equities Fund
12897
0
53496
0
  
GMO Tax-Managed Small/Mid Cap Fund
0
0
0
0
  
GMO Foreign Small Companies Fund
3500
0
2250
7000
  
GMO Taiwan Fund
18
0
0
0
  
GMO Short-Duration Collateral Fund
1891409
0
1928480
0
  
GMO Short-Duration Collateral Share Fund
25
0
101
0
  
GMO Benchmark-Free Allocation Fund
16
197
354
0
  
GMO U.S. Quality Equity Fund
640846
132165
551814
33
  
GMO Global Growth Fund
5055
0
0
0
  
GMO Alternative Asset Opportunity Fund
0
0
0
0
  
GMO World Opportunity Overlay Fund
576980
0
703180
0
  
GMO World Opportunites Equity Allocation Fund
2
0
7270
0
  
GMO Strategic Opportunities Allocation Fund
2
6973
1424
0
  
GMO Strategic Fixed Income Fund
-432561
2595052
246348
0
  
GMO International Opportunity Equity Allocation Fund
15753
0
627
0
  
GMO U.S. Core Equity Fund
138682
0
81170
18535
  
GMO U.S. Growth Fund
2433
0
2172
15
  
GMO U.S. Value Fund
0
0
0
0
  
GMO U.S. Small/Mid Cap Value Fund
0
0
4111
0
  
GMO U.S. Small/Mid Cap Growth Fund
2
0
3818
0
  
GMO U.S. Intrinsic Value Fund
0
0
0
0
  
GMO International Core Equity Fund
91445
0
150174
0
  
GMO International Growth Equity Fund
147279
0
107723
11000
  
GMO Special Situations
0
0
27922
0