0000772129-14-000009.txt : 20140529
0000772129-14-000009.hdr.sgml : 20140529
20140529114407
ACCESSION NUMBER: 0000772129-14-000009
CONFORMED SUBMISSION TYPE: 24F-2NT
CONFIRMING COPY:
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140228
FILED AS OF DATE: 20140529
DATE AS OF CHANGE: 20140529
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GMO TRUST
CENTRAL INDEX KEY: 0000772129
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: 24F-2NT
SEC ACT: 1933 Act
SEC FILE NUMBER: 002-98772
BUSINESS ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6173467646
MAIL ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: GMO CORE TRUST
DATE OF NAME CHANGE: 19900927
0000772129
S000004081
GMO U.S. Core Equity Fund
C000011423
Class III
GMUEX
C000011424
Class IV
GMRTX
C000011426
Class VI
GMCQX
0000772129
S000004084
GMO Quality Fund
C000011437
Class III
GQETX
C000011438
Class IV
GQEFX
C000011439
Class V
GQLFX
C000011440
Class VI
GQLOX
0000772129
S000004135
GMO U.S. Intrinsic Value Fund
C000011589
Class III
GMVUX
0000772129
S000004138
GMO U.S. Growth Fund
C000011603
Class III
GMGWX
0000772129
S000004141
GMO U.S. Small/Mid Cap Fund
C000011619
Class III
GMSUX
0000772129
S000004146
GMO Real Estate Fund
C000011645
Class III
GMORX
0000772129
S000004157
GMO International Large/Mid Cap Equity Fund
C000011701
Class III
GMIEX
C000011702
Class IV
GMIRX
C000011704
Class VI
GCEFX
0000772129
S000004218
GMO International Growth Equity Fund
C000011867
Class III
GMIGX
C000011868
Class IV
GMGFX
0000772129
S000004224
GMO International Equity Fund
C000011880
Class II
GMICX
C000011881
Class III
GMOIX
C000011882
Class IV
GMCFX
C000011885
Class M
GMVMX
0000772129
S000004227
GMO Developed World Stock Fund
C000011892
Class III
GDWTX
C000011893
Class IV
GDWFX
0000772129
S000004228
GMO Currency Hedged International Equity Fund
C000011898
Class III
GMOCX
0000772129
S000004229
GMO Foreign Fund
C000011904
Class II
GMFRX
C000011905
Class III
GMOFX
C000011906
Class IV
GMFFX
0000772129
S000004230
GMO Foreign Small Companies Fund
C000011910
Class III
GMFSX
C000011911
Class IV
GFSFX
0000772129
S000004231
GMO International Small Companies Fund
C000011914
Class III
GMISX
0000772129
S000004911
GMO Emerging Markets Fund
C000013268
Class II
GMEMX
C000013269
Class III
GMOEX
C000013270
Class IV
GMEFX
C000013271
Class V
GEMVX
C000013272
Class VI
GEMMX
0000772129
S000004912
GMO Emerging Countries Fund
C000013275
Class III
GMCEX
C000013279
Class M
GECMX
0000772129
S000004913
GMO Tax-Managed International Equities Fund
C000013282
Class III
GTMIX
0000772129
S000004914
GMO Domestic Bond Fund
C000013286
Class III
GMDBX
C000013289
Class VI
GDBSX
0000772129
S000004917
GMO Core Plus Bond Fund
C000013294
Class III
GUGAX
C000013295
Class IV
GPBFX
0000772129
S000004918
GMO International Bond Fund
C000013302
Class III
GMIBX
0000772129
S000004919
GMO Currency Hedged International Bond Fund
C000013310
Class III
GMHBX
0000772129
S000004920
GMO Global Bond Fund
C000013318
Class III
GMGBX
0000772129
S000004922
GMO Emerging Country Debt Fund
C000013327
Class III
GMCDX
C000013328
Class IV
GMDFX
0000772129
S000004926
GMO Alpha Only Fund
C000013338
Class III
GGHEX
C000013339
Class IV
GAPOX
0000772129
S000005485
GMO Benchmark-Free Allocation Fund
C000014927
Class III
GBMFX
C000109350
Class IV
GBMBX
C000110912
Class MF
0000772129
S000005486
GMO International Equity Allocation Fund
C000014930
Class III
GIEAX
0000772129
S000005487
GMO Global Asset Allocation Fund
C000014933
Class III
GMWAX
0000772129
S000005488
GMO Global Equity Allocation Fund
C000014936
Class III
GMGEX
0000772129
S000005489
GMO Strategic Opportunities Allocation Fund
C000014937
Class III
GBATX
0000772129
S000005490
GMO Global Developed Equity Allocation Fund
C000014938
Class III
GWOAX
0000772129
S000005491
GMO U.S. Equity Allocation Fund
C000014941
Class III
GUSAX
0000772129
S000005495
GMO Taiwan Fund
C000014957
Class III
GMOTX
0000772129
S000007516
GMO Debt Opportunities Fund
C000020548
Class VI
GMODX
0000772129
S000007518
GMO Short-Duration Collateral Share Fund
C000020550
Class III
GMDCX
0000772129
S000012210
GMO Strategic Fixed Income Fund
C000033338
Class III
GFITX
C000033341
Class VI
GMFIX
0000772129
S000012211
GMO International Developed Equity Allocation Fund
C000033342
Class III
GIOTX
0000772129
S000023608
GMO Flexible Equities Fund
C000069468
Class III
GFEFX
C000069469
Class VI
GFFEX
0000772129
S000025186
GMO U.S. Treasury Fund
C000075084
GMO U.S. Treasury Fund
GUSTX
0000772129
S000025199
GMO Asset Allocation Bond Fund
C000075099
Class III
GMOBX
C000075103
Class VI
GABFX
0000772129
S000029579
GMO Emerging Domestic Opportunities Fund
C000090805
Class II
GEDTX
C000090806
Class III
GEDSX
C000090807
Class IV
GEDIX
C000090809
Class VI
GEDFX
0000772129
S000033801
GMO International Intrinsic Value Extended Markets Fund
C000104432
Class IV
0000772129
S000033802
GMO Global Focused Equity Fund
C000104435
Class III
GGFEX
0000772129
S000034948
GMO Resources Fund
C000107485
Class III
GOFIX
0000772129
S000038360
GMO Risk Premium Fund
C000118360
Class III
GMRPX
C000118361
Class IV
GMRVX
C000118363
Class VI
GMOKX
24F-2NT
1
24F2.txt
24F-2 FILE (CIK NO. 0000772129)
U.S. SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 24F-2
ANNUAL NOTICE OF SECURITES SOLD
PURSUANT TO RULE 24F-2
READ INSTRUCTIONS AT END OF FORM BEFORE PREPARING FORM.
1. Name and address of issuer:
GMO Trust
40 Rowes Wharf
Boston, MA 02110
2.The name of each series or class of securities for
which this Form is filed (If the Form is being filed
for all series and classes of securities of the
issuer, check the box but do not list series
or classes):
GMO Alpha Only Fund
GMO Asset Allocation Bond Fund
GMO Benchmark-Free Allocation Fund
GMO Core Plus Bond Fund
GMO Currency Hedged International Bond Fund
GMO Currency Hedged International Equity Fund
GMO Debt Opportunities Fund
GMO Developed World Stock Fund
GMO Domestic Bond Fund
GMO Emerging Countries Fund
GMO Emerging Country Debt Fund
GMO Emerging Domestic Opportunities Fund
GMO Emerging Markets Fund
GMO Flexible Equities Fund
GMO Foreign Fund
GMO Foreign Small Companies Fund
GMO Global Asset Allocation Fund
GMO Global Bond Fund
GMO Global Developed Equity Allocation Fund
GMO Global Equity Allocation Fund
GMO Global Focused Equity Fund
GMO International Bond Fund
GMO International Developed Equity Allocation Fund
GMO International Equity Allocation Fund
GMO International Equity Fund
GMO International Growth Equity Fund
GMO International Intrinsic Value Extended Markets Fund
GMO International Large/Mid Cap Equity Fund
GMO International Small Companies Fund
GMO Quality Fund
GMO Real Estate Fund
GMO Resources Fund
GMO Risk Premium Fund
GMO Short-Duration Collateral Share Fund
GMO Strategic Fixed Income Fund
GMO Strategic Opportunities Allocation Fund
GMO Taiwan Fund
GMO Tax-Managed International Equities Fund
GMO U.S. Core Equity Fund
GMO U.S. Equity Allocation Fund
GMO U.S. Growth Fund
GMO U.S. Intrinsic Value Fund
GMO U.S. Small/Mid Cap Fund
GMO U.S. Treasury Fund
3.Investment Company Act File Number: 811-4347
Securities Act File Number: 2-98772
4(a).Last day of fiscal year for
which this Form is filed: February 28, 2014
4(b).[ ]Check box if this Form is being filed
late (i.e., more than 90 calendar days after
the end of the issuers fiscal year).
(See instruction A.2)
NOTE: IF THE FORM IS BEING FILED LATE,
INTEREST MUST BE PAID ON THE
REGISTRATION FEE DUE.
4(c).[ ]Check box if this is the last
time the issuer will be filing this Form.
5.Calculation of registration fee:
(i)Aggregate sale price of securities sold
during the fiscal yearpursuant
to section 24(f):$51,277,802,006
(ii)Aggregate price of securities
redeemed or repurchased during
the fiscal year:$44,993,435,769
(iii)Aggregate price of securities
redeemed or repurchased during any
PRIOR fiscal year ending no earlier
than October 11, 1995 that were not
previously used to reduce registration
fees payable to the Commission: $0
(iv)Total available redemption credits
[add items 5(ii) and 5(iii)]:
$44,993,435,769
(v)Net sales -- if item
5(i) is greater
than Item 5(iv)
[subtract Item 5(iv)
from Item 5(i)]:
$6,284,366,237
(vi)Redemption credits available
for use in future years --
if Item 5(i) is
$0
less than Item 5(iv) [subtract Item
5(iv) from Item 5(i)]:
(vii) Multiplier for determining
registration fee (See Instruction
C.9):x 0.0001288
(viii) Registration fee due
[multiply Item 5(v) by Item
5(vii)] (enter 0 if no fee is due):
=$809,426.37
Certain series of the issuer serve
as master funds selling a portion
of their shares to corresponding
feeder funds (i.e., series of a
separate and distinct issuer that
is itself an open-end fund
registered under the 1940
Act and subject to Section 24(f)
thereof) in accordance with
Section 12(d)(1)(E) of the
1940 Act. Pursuant to no-action
relief granted to the issuer
(see GMO Trust, SEC No-Action
Letter (pub. avail. May 24, 2012)),
the issuer has excluded from Item
5(i) (aggregate sale price of
securities sold during the fiscal
year) an amount of $6,119,515,390
which represents the net sales
price (i.e., aggregate sales price
reduced by the aggregate price of
redemptions) of shares of those
series of the issuer serving as
master funds and sold to
corresponding feeder funds
(which themselves will calculate
and pay Rule 24f-2 registration
fees on an annual basis).
Had this amount been included,
the aggregate sales price of securities
sold during the fiscal year
(Item 5(i)) would have been
$57,460,921,428; net sales (Item 5(v))
would have been $12,403,881,627; redemption
credits available for use in future years
(Item 5(vi)) would have been $0; and the
registration fee due (Item 5(viii)) would
have been $1,597,619.95.
6.Prepaid Shares
If the response to Item 5(i) was
determined by deducting an amount of
securities that were registered under
the Securities Act of 1933 pursuant
to rule 24e-2 as in effect before
October 11, 1997, then report the
amount of securities (number of
shares or other units) deducted
here: 0. If there is a number
of shares or other units that
were registered pursuant to rule
24e-2 remaining unsold at the end
of the fiscal year for which this
form is filed that are available
for use by the issuer
in future fiscal years,
then state that number here: 0
7.Interest due -- if this Form
is being filed more than 90 days
after the end of the issuers
fiscal year (see Instruction D):
+ $0.00
8.Total of the amount of the
registration fee due plus
any interest due
[Item 5(viii) plus Item 7]:
= $809,426.37
9.Date the registration fee
and any interest payment
was sent to the
Commissions lockbox
depository: May 29, 2014
CIK: 772129
Method of Delivery:
[X] Wire Transfer
[ ] Mail or other means
SIGNATURES
This report has been signed
below by the following persons
on behalf of the issuer
and in the capacities
and on the dates indicated.
By (Signature and Title)
/S/ Sheppard Burnett
-Treasurer-Sheppard Burnett
Date: May 29, 2014
Please print the name
and title of the signing
officer below the signature.