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.