0000772129-15-000004.txt : 20150528 0000772129-15-000004.hdr.sgml : 20150528 20150528150833 ACCESSION NUMBER: 0000772129-15-000004 CONFORMED SUBMISSION TYPE: 24F-2NT PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150228 FILED AS OF DATE: 20150528 DATE AS OF CHANGE: 20150528 EFFECTIVENESS DATE: 20150528 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 FILM NUMBER: 15895194 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. Equity Allocation Fund C000011423 Class III GMUEX C000011424 Class IV GMRTX C000011425 Class V GMEQX C000011426 Class VI GMCQX C000011427 Class M GMTMX 0000772129 S000004084 GMO Quality Fund C000011436 Class II C000011437 Class III GQETX C000011438 Class IV GQEFX C000011439 Class V GQLFX C000011440 Class VI GQLOX C000034328 Class M 0000772129 S000004157 GMO International Large/Mid Cap Equity Fund C000011701 Class III GMIEX C000011702 Class IV GMIRX C000011703 Class V C000011704 Class VI GCEFX 0000772129 S000004224 GMO International Equity Fund C000011879 Class I C000011880 Class II GMICX C000011881 Class III GMOIX C000011882 Class IV GMCFX C000011883 Class V C000011884 Class VI C000011885 Class M GMVMX 0000772129 S000004227 GMO Developed World Stock Fund C000011892 Class III GDWTX C000011893 Class IV GDWFX C000011894 Class V C000011895 Class VI 0000772129 S000004228 GMO Currency Hedged International Equity Fund C000011896 Class I C000011897 Class II C000011898 Class III GMOCX C000011899 Class IV C000011900 Class V C000011901 Class VI C000011902 Class M 0000772129 S000004229 GMO Foreign Fund C000011903 Class I C000011904 Class II GMFRX C000011905 Class III GMOFX C000011906 Class IV GMFFX C000011907 Class V C000011908 Class VI C000011909 Class M GMFMX 0000772129 S000004230 GMO Foreign Small Companies Fund C000011910 Class III GMFSX C000011911 Class IV GFSFX 0000772129 S000004231 GMO International Small Companies Fund C000011912 Class I C000011913 Class II C000011914 Class III GMISX C000011915 Class IV C000011916 Class V C000011917 Class VI 0000772129 S000004911 GMO Emerging Markets Fund C000013267 Class I 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 C000013273 Class I C000013274 Class II C000013275 Class III GMCEX C000013276 Class IV C000013277 Class V C000013278 Class VI C000013279 Class M GECMX 0000772129 S000004913 GMO Tax-Managed International Equities Fund C000013280 Class I C000013281 Class II C000013282 Class III GTMIX C000013283 Class IV 0000772129 S000004917 GMO Core Plus Bond Fund C000013292 Class I C000013293 Class II C000013294 Class III GUGAX C000013295 Class IV GPBFX C000013296 Class V C000013297 Class VI C000013298 Class VII C000013299 Class VIII C000034330 Class M 0000772129 S000004918 GMO International Bond Fund C000013300 Class I C000013301 Class II C000013302 Class III GMIBX C000013303 Class IV C000013304 Class V C000013305 Class VI C000013306 Class VII C000013307 Class VIII C000034331 Class M 0000772129 S000004919 GMO Currency Hedged International Bond Fund C000013308 Class I C000013309 Class II C000013310 Class III GMHBX C000013311 Class IV C000013312 Class V C000013313 Class VI C000013314 Class VII C000013315 Class VIII C000034332 Class M 0000772129 S000004920 GMO Global Bond Fund C000013316 Class I C000013317 Class II C000013318 Class III GMGBX C000013319 Class IV C000013320 Class V C000013321 Class VI C000013322 Class VII C000013323 Class VIII C000034333 Class M 0000772129 S000004922 GMO Emerging Country Debt Fund C000013325 Class I C000013326 Class II C000013327 Class III GMCDX C000013328 Class IV GMDFX C000013329 Class V C000013330 Class VI 0000772129 S000004926 GMO Alpha Only Fund C000013336 Class I C000013337 Class II C000013338 Class III GGHEX C000013339 Class IV GAPOX C000013340 Class V C000013341 Class VI C000034336 Class M 0000772129 S000005485 GMO Benchmark-Free Allocation Fund C000014925 Class I C000014926 Class II C000014927 Class III GBMFX C000034338 Class M C000109350 Class IV GBMBX C000110912 Class MF C000128910 Class V C000128911 Class VI 0000772129 S000005486 GMO International Equity Allocation Fund C000014928 Class I C000014929 Class II C000014930 Class III GIEAX C000034339 Class M 0000772129 S000005487 GMO Global Asset Allocation Fund C000014931 Class I C000014932 Class II C000014933 Class III GMWAX C000034340 Class M 0000772129 S000005488 GMO Global Equity Allocation Fund C000014934 Class I C000014935 Class II C000014936 Class III GMGEX C000034341 Class M 0000772129 S000005489 GMO Strategic Opportunities Allocation Fund C000014937 Class III GBATX 0000772129 S000005490 GMO Global Developed Equity Allocation Fund C000014938 Class III GWOAX 0000772129 S000005495 GMO Taiwan Fund C000014957 Class III GMOTX C000080091 Class VI 0000772129 S000007516 GMO Debt Opportunities Fund C000020548 Class VI GMODX C000137450 Class III 0000772129 S000012210 GMO Strategic Fixed Income Fund C000033338 Class III GFITX C000033339 Class IV C000033340 Class V C000033341 Class VI GMFIX 0000772129 S000012211 GMO International Developed Equity Allocation Fund C000033342 Class III GIOTX 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 C000090808 Class V GEDOX C000090809 Class VI GEDFX 0000772129 S000033802 GMO Global Focused Equity Fund C000104435 Class III GGFEX C000104436 Class IV C000104437 Class V C000104438 Class VI 0000772129 S000034948 GMO Resources Fund C000107485 Class III GOFIX C000107486 Class IV GOVIX C000107487 Class V C000107488 Class VI 0000772129 S000038360 GMO Risk Premium Fund C000118360 Class III GMRPX C000118361 Class IV GMRVX C000118362 Class V C000118363 Class VI GMOKX 0000772129 S000046112 GMO Special Opportunities Fund C000144309 Class III C000144310 Class IV C000144311 Class V C000144312 Class VI C000144313 Class VII 0000772129 S000046725 GMO Benchmark-Free Bond Fund C000145949 Class III C000145950 Class IV C000145951 Class V C000145952 Class VI 24F-2NT 1 gmo24f2.htm GMO TRUST Unassociated Document
 
 
 


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 Benchmark-Free Bond 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 Emerging Countries Fund
GMO Emerging Country Debt Fund
GMO Emerging Domestic Opportunities Fund
GMO Emerging Markets 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 Large/Mid Cap Equity Fund
GMO International Small Companies Fund
GMO Quality Fund
GMO Resources Fund
GMO Risk Premium Fund
GMO Special Opportunities Fund
GMO Strategic Fixed Income Fund
GMO Strategic Opportunities Allocation Fund
GMO Taiwan Fund
GMO Tax-Managed International Equities Fund
GMO U.S. Equity Allocation 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, 2015
  
4(b).
[  ]
Check box if this Form is being filed late (i.e., more than 90 calendar days after the end of the issuer’s 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 year pursuant to section 24(f):
$44,048,023,309
    
       
 
(ii)
Aggregate price of securities redeemed
  
   
or repurchased during the fiscal year:
$40,499,908,272
  
       
 
(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)]:
 $40,499,908,272
    
           
           
 
(v)
Net sales -- if item 5(i) is greater
  
   
than Item 5(iv) [subtract Item 5(iv)
$3,548,115,037
    
   
from Item 5(i)]:
    
       
 
(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  0.0001162
         
 
(viii)
Registration fee due [multiply Item 5(v)
   
by Item 5(vii)] (enter “0” if no fee is due):
= $412,290.97
         
         
         
         
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
6.
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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 $3,412,181,265 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 $48,156,174,956; net sales (Item 5(v)) would have been $6,960,296,302; 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 $808,786.43.
 
 
 
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 issuer’s 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]:
= $412,290.97
         
9.
Date the registration fee and any interest payment was sent to the
Commission’s lockbox depository: May 28, 2015 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 28, 2015
    
*Please print the name and title of the signing officer below the signature.


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