EX-99 5 capstock.htm Unassociated Document
 
 
 

GMO Trust
        
FYE 2/28/11
        
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 Alpha Only Fund
18,757
0
7,517
3,929
GMO Alternative Asset Opportunity Fund
0
0
0
289
GMO Asset Allocation Bond Fund
71,388
0
17,517
937
GMO Benchmark-Free Allocation Fund
13,773
42,262
8,863
0
GMO Core Plus Bond Fund
1,056
148
0
0
GMO Currency Hedged International Bond Fund
3
45
0
0
GMO Currency Hedged International Equity Fund
15,002
171,198
-1
1,220
GMO Developed World Stock Fund
1,447
0
319
0
GMO Domestic Bond Fund
0
0
968
1,221
GMO Emerging Countries Fund
1,484
0
1,513
0
GMO Emerging Country Debt Fund
805
319
109,258
764
GMO Emerging Markets Fund
88,777
126,716
132,255
2,246
GMO Flexible Equities Fund
0
0
952
405
GMO Foreign Fund
66,404
0
35,760
7,400
GMO Foreign Small Companies Fund
40,037
0
0
0
GMO Global Balanced Asset Allocation Fund
29,359
0
54,757
0
GMO Global Bond Fund
6
0
0
0
GMO Global Equity Allocation Fund
23,863
0
1,149
0
GMO Inflation Indexed Plus Bond Fund
45
0
658
1,317
GMO International Bond Fund
8
0
23
55
GMO International Core Equity Fund
21,132
72,300
25,013
0
GMO International Equity Allocation Fund
1,958
0
6,458
0
GMO International Growth Equity Fund
101,483
13,643
37,610
2,802
GMO International Intrinsic Value Fund
109,577
20,273
69,054
1,349
GMO International Opportunities Equity Allocation Fund
10,616
0
113
0
GMO International Small Companies Fund
9,782
6,050
164,996
1,842
GMO Quality Fund
242,826
1,115
155,194
416,975
GMO Real Estate Fund
6
0
102
0
GMO Short-Duration Collateral Fund
3,565
10
940
260
GMO Short-Duration Collateral Share Fund
50
0
1,195
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
880
0
1,302
718
GMO Strategic Fixed Income Fund
0
0
731
7,852
GMO Strategic Opportunities Allocation Fund
37,577
0
31,588
0
GMO Taiwan Fund
0
0
11,021
0
GMO Tax-Managed International Equities Fund
10,438
0
1,182
0
GMO Tax-Managed U.S. Equities Fund
0
0
7
0
GMO Tobacco-Free Core Fund
1
0
0
0
GMO U.S. Core Equity Fund
9,540
0
19,353
1,825
GMO U.S. Equity Allocation Fund
39
0
0
0
GMO U.S. Growth Fund
7
0
46
0
GMO U.S. Intrinsic Value Fund
2
0
5
0
GMO U.S. Small/Mid Cap Growth Fund
6
0
10
333
GMO U.S. Small/Mid Cap Value Fund
7
0
8
344
GMO U.S. Treasury Fund
229,303
0
169,481
0
GMO World Opportunity Equity Allocaton Fund
14,469
0
0
0
GMO World Opportunity Overlay Fund
0
0
0
0
         
April
        
Fund Name
        
         
GMO Alpha Only Fund
53,227
0
0
10,678
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
16,113
0
686
3,515
GMO Benchmark-Free Allocation Fund
338
53
37
0
GMO Core Plus Bond Fund
0
3,000
1
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
7,113
29,272
0
0
GMO Developed World Stock Fund
0
0
0
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
2,230
0
1,276
0
GMO Emerging Country Debt Fund
0
0
67,443
0
GMO Emerging Markets Fund
245,229
156,800
284,675
0
GMO Flexible Equities Fund
826
0
10
0
GMO Foreign Fund
17,167
0
52,619
0
GMO Foreign Small Companies Fund
320
0
9
0
GMO Global Balanced Asset Allocation Fund
24,906
0
2,899
53
GMO Global Bond Fund
1
14
8,000
0
GMO Global Equity Allocation Fund
54,282
0
762
0
GMO Inflation Indexed Plus Bond Fund
0
0
29
4,584
GMO International Bond Fund
0
0
58,068
14
GMO International Core Equity Fund
165,161
177,408
111,867
0
GMO International Equity Allocation Fund
1,283
0
779
0
GMO International Growth Equity Fund
36,389
39,959
3,263
369
GMO International Intrinsic Value Fund
78,735
41,719
88,146
924
GMO International Opportunities Equity Allocation Fund
1,450
0
82
0
GMO International Small Companies Fund
601
0
10,299
207,098
GMO Quality Fund
608,865
0
442,474
219,600
GMO Real Estate Fund
0
0
1,272
0
GMO Short-Duration Collateral Fund
400
0
18,040
0
GMO Short-Duration Collateral Share Fund
0
0
46
0
GMO Short-Duration Investment Fund
0
0
1
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
2,157
0
0
0
GMO Strategic Fixed Income Fund
0
0
89
0
GMO Strategic Opportunities Allocation Fund
370
0
1,911
0
GMO Taiwan Fund
0
0
39,150
0
GMO Tax-Managed International Equities Fund
2,347
0
10,843
0
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
7,205
22
9,318
2,428
GMO U.S. Equity Allocation Fund
3
0
7,263
0
GMO U.S. Growth Fund
0
0
41,792
22
GMO U.S. Intrinsic Value Fund
0
2
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
60
0
GMO U.S. Small/Mid Cap Value Fund
0
0
88
0
GMO U.S. Treasury Fund
206,287
0
177,625
0
GMO World Opportunity Equity Allocaton Fund
2,926
0
11,011
0
GMO World Opportunity Overlay Fund
0
0
16,009
0
         
May
        
Fund Name
        
         
GMO Alpha Only Fund
13,891
111,056
5,912
10
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
20,466
381
86,419
0
GMO Benchmark-Free Allocation Fund
8,653
10
1,220
0
GMO Core Plus Bond Fund
3,500
19
400
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
792
15,187
0
20,140
GMO Developed World Stock Fund
0
0
254
0
GMO Domestic Bond Fund
0
0
0
2
GMO Emerging Countries Fund
12,615
20
3,657
0
GMO Emerging Country Debt Fund
0
0
33,376
1,005
GMO Emerging Markets Fund
49,364
75,939
37,358
0
GMO Flexible Equities Fund
222
0
300
0
GMO Foreign Fund
6,270
0
102,821
0
GMO Foreign Small Companies Fund
0
0
9,837
382
GMO Global Balanced Asset Allocation Fund
9,523
0
1,542
0
GMO Global Bond Fund
3,000
2
8,000
0
GMO Global Equity Allocation Fund
80,481
0
7,629
2
GMO Inflation Indexed Plus Bond Fund
0
36
12,000
0
GMO International Bond Fund
0
0
90
0
GMO International Core Equity Fund
103,319
7,474
26,421
10,189
GMO International Equity Allocation Fund
7,035
5,684
9,050
0
GMO International Growth Equity Fund
77,475
4,637
23,609
28,363
GMO International Intrinsic Value Fund
86,362
5,495
31,128
28,693
GMO International Opportunities Equity Allocation Fund
151
0
16,827
0
GMO International Small Companies Fund
0
0
22,056
106,669
GMO Quality Fund
235,520
4,800
85,091
126,324
GMO Real Estate Fund
5
0
1
0
GMO Short-Duration Collateral Fund
850
0
10
20
GMO Short-Duration Collateral Share Fund
0
0
65
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
1,642
96,981
0
0
GMO Strategic Fixed Income Fund
0
0
20,000
0
GMO Strategic Opportunities Allocation Fund
40,651
0
0
0
GMO Taiwan Fund
586
0
0
0
GMO Tax-Managed International Equities Fund
24,997
0
28,422
0
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
16,524
270
7,268
6,722
GMO U.S. Equity Allocation Fund
1,000
0
197
0
GMO U.S. Growth Fund
0
0
4
8
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
1
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
319,701
0
196,827
0
GMO World Opportunity Equity Allocaton Fund
0
0
3,115
0
GMO World Opportunity Overlay Fund
0
0
2,800
0
 
        
June
        
Fund Name
        
 
        
GMO Alpha Only Fund
36,022
2,975
1,280
146,899
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
35,562
0
32,472
403,540
GMO Benchmark-Free Allocation Fund
5,813
0
32
0
GMO Core Plus Bond Fund
366
0
9,444
15,000
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
1,762
87,296
0
0
GMO Developed World Stock Fund
0
0
0
0
GMO Domestic Bond Fund
0
0
100
0
GMO Emerging Countries Fund
5,517
0
1,714
0
GMO Emerging Country Debt Fund
4,750
0
24,719
2,974
GMO Emerging Markets Fund
50,467
439,725
147,575
10,500
GMO Flexible Equities Fund
974
0
259
647
GMO Foreign Fund
18,880
0
12,799
0
GMO Foreign Small Companies Fund
0
0
0
0
GMO Global Balanced Asset Allocation Fund
76,073
459
6,201
0
GMO Global Bond Fund
0
0
771
7,505
GMO Global Equity Allocation Fund
14,065
17,875
2,880
0
GMO Inflation Indexed Plus Bond Fund
0
0
122
0
GMO International Bond Fund
0
0
32
0
GMO International Core Equity Fund
45,264
367,760
32,567
0
GMO International Equity Allocation Fund
14,241
0
1,885
0
GMO International Growth Equity Fund
56,098
58,416
30,696
4,670
GMO International Intrinsic Value Fund
73,839
66,885
52,336
18,103
GMO International Opportunities Equity Allocation Fund
5,533
0
118
0
GMO International Small Companies Fund
0
0
20,917
271,651
GMO Quality Fund
174,427
13,712
120,406
338,929
GMO Real Estate Fund
0
0
1
1,350
GMO Short-Duration Collateral Fund
2,090
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
7
0
GMO Short-Duration Investment Fund
0
0
376
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
45,559
250,637
7
0
GMO Strategic Fixed Income Fund
0
0
100
8,100
GMO Strategic Opportunities Allocation Fund
17,141
0
5,556
0
GMO Taiwan Fund
7,522
0
0
0
GMO Tax-Managed International Equities Fund
231
0
8,179
0
GMO Tax-Managed U.S. Equities Fund
205
0
10
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
2,481
0
27,224
76,664
GMO U.S. Equity Allocation Fund
1,200
0
0
0
GMO U.S. Growth Fund
0
0
3
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
143
0
GMO U.S. Small/Mid Cap Value Fund
0
0
172
0
GMO U.S. Treasury Fund
311,126
0
343,911
580
GMO World Opportunity Equity Allocaton Fund
7,098
0
330
0
GMO World Opportunity Overlay Fund
500
0
6,000
0
         
July
        
Fund Name
        
 
        
GMO Alpha Only Fund
38,460
33
10,941
0
GMO Alternative Asset Opportunity Fund
0
0
0
1,150
GMO Asset Allocation Bond Fund
41,359
0
59,682
0
GMO Benchmark-Free Allocation Fund
996
8,753
860
0
GMO Core Plus Bond Fund
1,324
0
209
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
5,958
4,200
0
0
GMO Developed World Stock Fund
119
0
205
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
1,296
0
1,248
0
GMO Emerging Country Debt Fund
5,142
5
10,717
750
GMO Emerging Markets Fund
190,235
15,605
93,214
135
GMO Flexible Equities Fund
1,460
0
2,204
1,250
GMO Foreign Fund
99,297
0
117,694
203
GMO Foreign Small Companies Fund
25,689
0
689
0
GMO Global Balanced Asset Allocation Fund
64,149
0
6,111
8,753
GMO Global Bond Fund
0
0
0
0
GMO Global Equity Allocation Fund
13,339
0
711
0
GMO Inflation Indexed Plus Bond Fund
3,053
0
25,370
0
GMO International Bond Fund
0
0
0
0
GMO International Core Equity Fund
149,024
0
39,584
395
GMO International Equity Allocation Fund
55,011
0
565
0
GMO International Growth Equity Fund
71,184
60
77,611
15,451
GMO International Intrinsic Value Fund
102,516
2,937
101,903
7,371
GMO International Opportunities Equity Allocation Fund
12,153
0
1,587
0
GMO International Small Companies Fund
0
0
0
0
GMO Quality Fund
524,824
3,900
261,254
33
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
2,715
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
35
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
11,351
0
2,378
0
GMO Strategic Fixed Income Fund
0
0
42,000
0
GMO Strategic Opportunities Allocation Fund
120,960
0
18,419
0
GMO Taiwan Fund
10,480
0
38
0
GMO Tax-Managed International Equities Fund
5,000
0
5,000
0
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
96,313
0
239,876
0
GMO U.S. Equity Allocation Fund
2,241
0
1,143
0
GMO U.S. Growth Fund
0
0
0
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
291,545
0
192,337
5
GMO World Opportunity Equity Allocaton Fund
10,018
0
0
0
GMO World Opportunity Overlay Fund
0
0
0
0
         
August
        
Fund Name
        
 
        
GMO Alpha Only Fund
39,910
17,700
13,965
0
GMO Alternative Asset Opportunity Fund
0
0
0
1,205
GMO Asset Allocation Bond Fund
33,384
32,973
31,268
0
GMO Benchmark-Free Allocation Fund
10,698
0
4,864
0
GMO Core Plus Bond Fund
2,534
0
0
15
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
670
1,596
0
0
GMO Developed World Stock Fund
0
0
85
0
GMO Domestic Bond Fund
0
0
0
830
GMO Emerging Countries Fund
1,045
0
1,954
0
GMO Emerging Country Debt Fund
400
21
5
758
GMO Emerging Markets Fund
86,708
31,423
337,255
3,234
GMO Flexible Equities Fund
467
0
1,467
1,245
GMO Foreign Fund
23,501
0
58,332
0
GMO Foreign Small Companies Fund
0
0
0
0
GMO Global Balanced Asset Allocation Fund
20,247
0
37,024
0
GMO Global Bond Fund
9,624
100
0
0
GMO Global Equity Allocation Fund
10,097
8,469
2,024
0
GMO Inflation Indexed Plus Bond Fund
271
252
12,077
334
GMO International Bond Fund
0
0
7,550
0
GMO International Core Equity Fund
38,279
932
47,238
0
GMO International Equity Allocation Fund
9,749
0
4,039
8,487
GMO International Growth Equity Fund
46,315
5,428
16,699
527
GMO International Intrinsic Value Fund
76,914
1,613
82,408
34,118
GMO International Opportunities Equity Allocation Fund
14,000
0
35
0
GMO International Small Companies Fund
0
0
5,405
0
GMO Quality Fund
123,206
14,200
136,177
48,400
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
709
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
5
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
4,748
0
0
0
GMO Strategic Fixed Income Fund
0
0
14,000
0
GMO Strategic Opportunities Allocation Fund
43,386
0
720
0
GMO Taiwan Fund
14,831
0
0
0
GMO Tax-Managed International Equities Fund
0
0
4,399
0
GMO Tax-Managed U.S. Equities Fund
0
0
10
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
17,161
645
14,104
16,244
GMO U.S. Equity Allocation Fund
1,000
0
53
0
GMO U.S. Growth Fund
0
0
23
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
552,274
0
226,959
0
GMO World Opportunity Equity Allocaton Fund
771
0
2,000
0
GMO World Opportunity Overlay Fund
4,950
0
0
0
         
September
        
Fund Name
        
 
        
GMO Alpha Only Fund
32,947
0
12,689
10
GMO Alternative Asset Opportunity Fund
10
0
0
0
GMO Asset Allocation Bond Fund
19,296
0
22,593
0
GMO Benchmark-Free Allocation Fund
48,322
0
1,985
130
GMO Core Plus Bond Fund
690
0
5
0
GMO Currency Hedged International Bond Fund
0
0
4
0
GMO Currency Hedged International Equity Fund
10,400
8
159
0
GMO Developed World Stock Fund
0
7
1,000
0
GMO Domestic Bond Fund
0
0
10,341
0
GMO Emerging Countries Fund
1,659
0
1,949
0
GMO Emerging Country Debt Fund
345
148
35,049
125
GMO Emerging Markets Fund
257,694
0
271,758
26,452
GMO Flexible Equities Fund
0
0
1,805
0
GMO Foreign Fund
23,827
387
119,723
3,710
GMO Foreign Small Companies Fund
15,000
0
27,236
0
GMO Global Balanced Asset Allocation Fund
10,802
0
78,423
17
GMO Global Bond Fund
0
8
0
0
GMO Global Equity Allocation Fund
156,226
0
643
0
GMO Inflation Indexed Plus Bond Fund
61
0
5,698
0
GMO International Bond Fund
0
0
11,010
0
GMO International Core Equity Fund
42,559
2,277
75,502
0
GMO International Equity Allocation Fund
19,215
0
6,325
5,566
GMO International Growth Equity Fund
26,595
9,916
70,644
2,150
GMO International Intrinsic Value Fund
48,750
16,361
81,830
0
GMO International Opportunities Equity Allocation Fund
9,264
0
3,554
0
GMO International Small Companies Fund
0
0
9,410
0
GMO Quality Fund
158,871
10,209
178,499
0
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
900
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
13
0
GMO Short-Duration Investment Fund
0
0
0
8
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
2,368
0
2,319
0
GMO Strategic Fixed Income Fund
0
0
0
0
GMO Strategic Opportunities Allocation Fund
33,292
3,710
71,963
17
GMO Taiwan Fund
1,970
0
0
0
GMO Tax-Managed International Equities Fund
1,009
0
22,950
0
GMO Tax-Managed U.S. Equities Fund
19
0
208
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
12,005
0
26,191
10,595
GMO U.S. Equity Allocation Fund
3
0
2,000
0
GMO U.S. Growth Fund
0
0
20
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
11
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
192,412
0
181,004
0
GMO World Opportunity Equity Allocaton Fund
2,558
0
0
0
GMO World Opportunity Overlay Fund
1,550
0
3,400
0
         
October
        
Fund Name
        
 
        
GMO Alpha Only Fund
9,572
0
49,321
68
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
4,820
0
17,941
0
GMO Benchmark-Free Allocation Fund
110
0
2,661
80
GMO Core Plus Bond Fund
75
0
10,000
0
GMO Currency Hedged International Bond Fund
0
0
77,143
0
GMO Currency Hedged International Equity Fund
89,672
0
17,001
0
GMO Developed World Stock Fund
3,781
0
932
0
GMO Domestic Bond Fund
0
0
53,079
0
GMO Emerging Countries Fund
1,735
0
7,013
0
GMO Emerging Country Debt Fund
17,313
0
21,844
111
GMO Emerging Markets Fund
637,280
178
641,296
198
GMO Flexible Equities Fund
109
0
3,890
0
GMO Foreign Fund
1,307
0
126,947
0
GMO Foreign Small Companies Fund
0
0
0
0
GMO Global Balanced Asset Allocation Fund
30,926
0
7,907
0
GMO Global Bond Fund
0
0
7,500
0
GMO Global Equity Allocation Fund
2,884
0
280
0
GMO Inflation Indexed Plus Bond Fund
75
0
0
0
GMO International Bond Fund
0
0
0
0
GMO International Core Equity Fund
18,374
0
34,749
0
GMO International Equity Allocation Fund
10,660
0
13,841
0
GMO International Growth Equity Fund
54,490
98
56,762
0
GMO International Intrinsic Value Fund
88,414
100
68,926
0
GMO International Opportunities Equity Allocation Fund
2,127
0
22,820
0
GMO International Small Companies Fund
0
0
4,000
0
GMO Quality Fund
296,549
80
248,820
0
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
269
0
132,998
0
GMO Short-Duration Collateral Share Fund
0
0
37
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
4,300
0
9,999
0
GMO Strategic Fixed Income Fund
18,617
2,609
51,714
0
GMO Strategic Opportunities Allocation Fund
10,692
0
2,809
0
GMO Taiwan Fund
0
0
4,559
0
GMO Tax-Managed International Equities Fund
0
0
8,500
0
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
1,733
0
43,307
2,609
GMO U.S. Equity Allocation Fund
0
0
190
0
GMO U.S. Growth Fund
0
0
5
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
362,408
0
248,236
0
GMO World Opportunity Equity Allocaton Fund
3,060
0
1,500
0
GMO World Opportunity Overlay Fund
2,450
0
0
0
         
November
        
Fund Name
        
 
        
GMO Alpha Only Fund
75,960
116,343
143,029
41
GMO Alternative Asset Opportunity Fund
992
0
0
0
GMO Asset Allocation Bond Fund
30,342
10,102
103,895
0
GMO Benchmark-Free Allocation Fund
316,796
78,949
18,562
60
GMO Core Plus Bond Fund
0
0
106,683
3,263
GMO Currency Hedged International Bond Fund
0
0
28
0
GMO Currency Hedged International Equity Fund
52,494
0
87,604
0
GMO Developed World Stock Fund
0
0
53
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
2,730
0
844
4
GMO Emerging Country Debt Fund
8,285
1,400
11,779
336
GMO Emerging Markets Fund
73,119
629
159,359
48,263
GMO Flexible Equities Fund
2,443
0
12,438
57,967
GMO Foreign Fund
1,606
0
33,351
0
GMO Foreign Small Companies Fund
0
0
0
0
GMO Global Balanced Asset Allocation Fund
26,472
263
358,019
0
GMO Global Bond Fund
0
0
100
0
GMO Global Equity Allocation Fund
3,335
48,690
461
10
GMO Inflation Indexed Plus Bond Fund
0
0
14,882
1,955
GMO International Bond Fund
0
0
0
0
GMO International Core Equity Fund
18,532
0
207,990
102,498
GMO International Equity Allocation Fund
17,195
10
26,248
0
GMO International Growth Equity Fund
19,289
755
92,988
32,186
GMO International Intrinsic Value Fund
30,670
5,721
92,984
27,079
GMO International Opportunities Equity Allocation Fund
3,000
0
29
0
GMO International Small Companies Fund
1,000
500
470
0
GMO Quality Fund
388,306
115,244
618,838
63,897
GMO Real Estate Fund
62
0
0
0
GMO Short-Duration Collateral Fund
0
0
37,950
0
GMO Short-Duration Collateral Share Fund
0
0
18
0
GMO Short-Duration Investment Fund
0
0
495
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
20,610
0
25,781
0
GMO Strategic Fixed Income Fund
74,257
144,557
62,803
0
GMO Strategic Opportunities Allocation Fund
34,327
0
2,709
78,930
GMO Taiwan Fund
7,509
0
0
0
GMO Tax-Managed International Equities Fund
0
0
2,180
0
GMO Tax-Managed U.S. Equities Fund
0
0
313
1,250
GMO Tobacco-Free Core Fund
0
0
0
1
GMO U.S. Core Equity Fund
18,643
646
73,851
59,304
GMO U.S. Equity Allocation Fund
0
0
38,358
0
GMO U.S. Growth Fund
5
0
1
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
232
0
GMO U.S. Small/Mid Cap Value Fund
0
0
378
178
GMO U.S. Treasury Fund
319,508
1,848
414,195
0
GMO World Opportunity Equity Allocaton Fund
2,200
0
0
48,823
GMO World Opportunity Overlay Fund
942
0
41,105
0
         
December
        
Fund Name
        
 
        
GMO Alpha Only Fund
123,558
2,352
37,304
1,093
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
54,882
12
72,070
1,090
GMO Benchmark-Free Allocation Fund
64,504
314,958
848
9
GMO Core Plus Bond Fund
25
0
453
3
GMO Currency Hedged International Bond Fund
2
0
-28
28
GMO Currency Hedged International Equity Fund
36,667
0
1,886
0
GMO Developed World Stock Fund
988
0
176
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
1,812
0
2,050
6
GMO Emerging Country Debt Fund
64,333
3,268
16,431
26
GMO Emerging Markets Fund
129,569
4,522
85,207
13
GMO Flexible Equities Fund
9,657
0
5,782
0
GMO Foreign Fund
1,831
0
205,121
20
GMO Foreign Small Companies Fund
469
8
9,393
0
GMO Global Balanced Asset Allocation Fund
312,864
1
35,027
14
GMO Global Bond Fund
11
0
0
1,085
GMO Global Equity Allocation Fund
155,703
12
512
0
GMO Inflation Indexed Plus Bond Fund
59
4
426
219,083
GMO International Bond Fund
122
19
32
34,387
GMO International Core Equity Fund
89,613
14
33,168
2
GMO International Equity Allocation Fund
938
15
14,270
8
GMO International Growth Equity Fund
68,532
0
146,577
21
GMO International Intrinsic Value Fund
89,350
0
249,068
15
GMO International Opportunities Equity Allocation Fund
2,337
0
28,472
0
GMO International Small Companies Fund
35
0
14,550
32
GMO Quality Fund
529,943
24
269,989
3,438
GMO Real Estate Fund
0
0
9
4
GMO Short-Duration Collateral Fund
98,500
0
98,497
3
GMO Short-Duration Collateral Share Fund
0
0
4
0
GMO Short-Duration Investment Fund
0
0
6
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
28,038
0
30,628
0
GMO Strategic Fixed Income Fund
106,493
250,062
6,144
0
GMO Strategic Opportunities Allocation Fund
4,127
7
11,046
314,872
GMO Taiwan Fund
8,269
0
0
0
GMO Tax-Managed International Equities Fund
1,270
0
1,139
0
GMO Tax-Managed U.S. Equities Fund
0
0
62
0
GMO Tobacco-Free Core Fund
4
0
0
0
GMO U.S. Core Equity Fund
15,145
0
76,622
15
GMO U.S. Equity Allocation Fund
22
0
0
4
GMO U.S. Growth Fund
14
0
44
5
GMO U.S. Intrinsic Value Fund
16
4
14
6
GMO U.S. Small/Mid Cap Growth Fund
69
3
0
0
GMO U.S. Small/Mid Cap Value Fund
61
3
0
4
GMO U.S. Treasury Fund
580,233
0
246,055
1
GMO World Opportunity Equity Allocaton Fund
20,042
0
5,291
0
GMO World Opportunity Overlay Fund
0
0
71,600
0
         
January
        
Fund Name
        
         
GMO Alpha Only Fund
118,620
31
23,498
138
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
112,631
0
13,555
0
GMO Benchmark-Free Allocation Fund
170,575
231,864
5,170
11
GMO Core Plus Bond Fund
10
0
5
144
GMO Currency Hedged International Bond Fund
3
0
0
0
GMO Currency Hedged International Equity Fund
29,833
8
0
0
GMO Developed World Stock Fund
34
0
0
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
3,610
9
3,063
34
GMO Emerging Country Debt Fund
19,062
9
12
0
GMO Emerging Markets Fund
151,639
208
164,902
0
GMO Flexible Equities Fund
10,362
0
724
0
GMO Foreign Fund
1,622
0
32,006
26
GMO Foreign Small Companies Fund
15
0
0
0
GMO Global Balanced Asset Allocation Fund
6,727
200
20,366
0
GMO Global Bond Fund
4
4
1,978
0
GMO Global Equity Allocation Fund
16,482
8
23,719
0
GMO Inflation Indexed Plus Bond Fund
0
0
0
0
GMO International Bond Fund
1
0
522
0
GMO International Core Equity Fund
9,400
0
63,461
0
GMO International Equity Allocation Fund
1,019
0
13,729
0
GMO International Growth Equity Fund
70,824
1,617
55,813
0
GMO International Intrinsic Value Fund
61,995
1,756
111,732
6
GMO International Opportunities Equity Allocation Fund
1,609
0
395
0
GMO International Small Companies Fund
2,013
0
2,267
3,381
GMO Quality Fund
213,372
0
253,317
133
GMO Real Estate Fund
35
0
0
9
GMO Short-Duration Collateral Fund
3,411
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
23
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
2,017
0
24,103
0
GMO Strategic Fixed Income Fund
57,859
0
26,870
0
GMO Strategic Opportunities Allocation Fund
75,226
0
29,851
231,839
GMO Taiwan Fund
20,633
0
0
0
GMO Tax-Managed International Equities Fund
18
0
2,000
0
GMO Tax-Managed U.S. Equities Fund
35
0
0
0
GMO Tobacco-Free Core Fund
3
0
0
0
GMO U.S. Core Equity Fund
18,781
9
33,016
13
GMO U.S. Equity Allocation Fund
19
0
2,346
0
GMO U.S. Growth Fund
31
0
2
10
GMO U.S. Intrinsic Value Fund
6
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
25
4
0
0
GMO U.S. Small/Mid Cap Value Fund
2
0
0
0
GMO U.S. Treasury Fund
517,429
0
391,213
0
GMO World Opportunity Equity Allocaton Fund
12,763
0
300
0
GMO World Opportunity Overlay Fund
0
0
2,800
0
         
February
        
Fund Name
        
 
        
GMO Alpha Only Fund
13,037
0
4,503
58
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
13,958
0
19,164
0
GMO Benchmark-Free Allocation Fund
4,950
71
822
0
GMO Core Plus Bond Fund
0
0
83
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
591
0
0
0
GMO Developed World Stock Fund
1
0
0
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
1,666
0
13,230
23
GMO Emerging Country Debt Fund
10,738
0
264,727
25
GMO Emerging Markets Fund
725,630
100
612,056
0
GMO Flexible Equities Fund
184
0
1,653
0
GMO Foreign Fund
150,736
0
239,805
2,938
GMO Foreign Small Companies Fund
34,095
0
34,091
0
GMO Global Balanced Asset Allocation Fund
13,899
0
14,527
0
GMO Global Bond Fund
1
0
1,800
0
GMO Global Equity Allocation Fund
46
31,332
2,229
0
GMO Inflation Indexed Plus Bond Fund
38
0
10
0
GMO International Bond Fund
0
0
3,433
0
GMO International Core Equity Fund
150,632
0
273,321
0
GMO International Equity Allocation Fund
3,240
2,938
23,370
0
GMO International Growth Equity Fund
17,380
10,603
42,329
81
GMO International Intrinsic Value Fund
167,310
0
249,816
10,622
GMO International Opportunities Equity Allocation Fund
3,997
0
0
0
GMO International Small Companies Fund
0
0
2,801
0
GMO Quality Fund
340,555
0
431,530
13
GMO Real Estate Fund
24
0
5
0
GMO Short-Duration Collateral Fund
815
0
305
0
GMO Short-Duration Collateral Share Fund
0
0
336
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
1,061
0
12,041
0
GMO Strategic Fixed Income Fund
2,105
0
850
0
GMO Strategic Opportunities Allocation Fund
12,786
0
1,168
0
GMO Taiwan Fund
7,964
0
0
0
GMO Tax-Managed International Equities Fund
0
0
3,615
0
GMO Tax-Managed U.S. Equities Fund
0
0
173
0
GMO Tobacco-Free Core Fund
1
0
0
0
GMO U.S. Core Equity Fund
2,606
0
18,100
0
GMO U.S. Equity Allocation Fund
2
0
2,318
0
GMO U.S. Growth Fund
9
0
1
0
GMO U.S. Intrinsic Value Fund
9
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
1
48
0
0
GMO U.S. Small/Mid Cap Value Fund
2
0
0
0
GMO U.S. Treasury Fund
293,307
0
121,633
0
GMO World Opportunity Equity Allocaton Fund
129
0
999
31,332
GMO World Opportunity Overlay Fund
0
0
0
0