EX-99 8 avgnet.txt
GMO Trust FYE 2/28/2001 Attachment Filed in Response to Form N-SAR Sub-Item 77P Monthly Average Assets Fund Name March April May Core Fund $3,216,842,602 $3,249,025,290 $3,148,653,727 Growth Fund 208,858,354 194,875,566 169,860,040 Value Fund 188,007,970 207,180,427 215,350,386 Short-Term Income Fund 43,867,623 45,037,332 41,035,335 International Intrinsic Value Fund 2,156,990,581 2,130,182,486 1,999,849,995 Tobacco-Free Core Fund 337,408,492 342,162,720 332,407,109 International Small Companies Fund 177,381,006 174,966,279 165,829,886 Small Cap Value Fund 292,651,781 297,174,549 310,371,249 Pelican Fund 119,386,323 125,503,232 125,349,562 US Sector Fund 1,670,073 1,648,641 1,626,962 International Bond Fund 148,792,845 148,830,488 142,155,753 Small Cap Growth Fund 119,377,649 80,551,808 52,324,461 Emerging Markets Fund 1,273,581,480 1,179,630,684 1,087,532,141 Emerging Country Debt Fund 946,743,863 932,467,938 890,451,775 Global Hedged Equity Fund 46,615,116 47,194,886 48,049,380 Domestic Bond Fund 165,879,857 170,865,630 168,009,426 Currency Hedged International Bond Fund 128,325,708 128,961,877 283,100,232 Inflation Indexed Bond Fund 52,526,734 55,444,032 57,743,171 Currency Hedged International Equity Fund 285,515,605 128,961,877 130,115,054 Global Bond Fund 181,546,991 186,565,223 180,275,005 REIT Fund 120,741,307 131,934,515 139,636,624 Foreign Fund 1,246,668,146 1,244,425,598 1,182,664,667 International Equity Allocation Fund 78,654,593 78,515,214 76,165,772 World Equity Allocation Fund 11,168,138 11,159,057 10,872,088 Global (US+) Equity Allocation Fund 37,957,879 39,491,126 38,967,417 Global Balanced Allocation Fund 120,978,263 120,578,380 118,537,980 US Bond/Global Alpha A Fund 121,218,287 119,011,624 115,784,757 Evolving Countries Fund 67,893,747 62,515,535 56,805,578 Asia Fund 124,081,729 117,309,266 104,318,450 Tax-Managed U.S. Equities Fund 13,499,470 13,698,012 11,894,433 Tax-Managed Small Companies Fund 40,443,734 40,339,781 41,373,502 Intrinsic Value Fund 40,444,716 44,142,537 45,330,944 Alpha LIBOR Fund 342,026,899 363,880,438 374,063,841 Tax-Managed International Equities Fund 114,947,112 115,546,416 112,102,825 Emerging Country Debt Share Fund 88,735,129 87,954,624 84,400,799 Foreign Small Companies Fund 0 0 0 Fund Name June July August Core Fund $3,222,038,032 $3,201,536,231 $3,263,849,889 Growth Fund 179,259,465 175,972,750 173,819,809 Value Fund 216,399,348 210,669,360 216,132,409 Short-Term Income Fund 40,409,647 40,969,249 39,379,048 International Intrinsic Value Fund 2,092,942,735 2,044,493,381 1,812,300,485 Tobacco-Free Core Fund 326,935,789 284,426,989 288,648,548 International Small Companies Fund 171,718,655 176,489,716 167,357,991 Small Cap Value Fund 326,417,052 313,388,862 310,595,554 Pelican Fund 123,686,015 118,699,010 118,845,495 US Sector Fund 1,671,365 797,019 256,253 International Bond Fund 148,547,085 142,258,004 131,269,338 Small Cap Growth Fund 39,883,962 38,348,848 35,321,256 Emerging Markets Fund 1,109,620,440 1,111,817,541 1,112,667,753 Emerging Country Debt Fund 930,314,398 944,267,638 974,248,635 Global Hedged Equity Fund 48,019,342 49,573,215 52,830,779 Domestic Bond Fund 167,248,969 156,002,288 146,292,669 Currency Hedged International Bond Fund 290,602,174 304,455,116 305,436,545 Inflation Indexed Bond Fund 58,943,141 58,843,779 58,054,661 Currency Hedged International Equity Fund 122,472,961 122,773,396 120,076,179 Global Bond Fund 190,340,734 198,643,505 199,182,571 REIT Fund 143,249,159 142,298,692 129,293,252 Foreign Fund 1,228,449,502 1,235,887,585 1,222,993,734 International Equity Allocation Fund 79,640,960 80,609,162 79,704,488 World Equity Allocation Fund 11,188,682 11,125,416 11,124,462 Global (US+) Equity Allocation Fund 41,773,082 42,667,686 43,314,086 Global Balanced Allocation Fund 129,418,159 126,040,385 126,432,949 US Bond/Global Alpha A Fund 119,289,564 114,274,223 106,863,690 Evolving Countries Fund 56,572,960 57,220,895 57,456,981 Asia Fund 101,312,339 98,709,293 98,401,069 Tax-Managed U.S. Equities Fund 8,281,749 8,194,175 8,473,345 Tax-Managed Small Companies Fund 40,542,878 39,987,452 39,806,547 Intrinsic Value Fund 45,483,752 44,651,427 46,322,778 Alpha LIBOR Fund 374,030,278 426,046,119 748,356,902 Tax-Managed International Equities Fund 110,801,752 100,828,490 100,472,887 Emerging Country Debt Share Fund 88,882,691 92,362,315 96,868,960 Foreign Small Companies Fund 0 35,779,919 35,097,467 Fund Name September October November Core Fund $3,315,692,388 $3,176,084,099 $3,150,982,640 Growth Fund 175,224,033 154,998,168 145,160,515 Value Fund 219,633,308 217,214,766 230,486,639 Short-Term Income Fund 38,876,785 39,846,159 38,786,493 International Intrinsic Value Fund 1,708,456,907 1,648,293,712 1,669,631,691 Tobacco-Free Core Fund 293,039,403 280,280,299 277,678,111 International Small Companies Fund 160,596,333 161,963,679 176,858,251 Small Cap Value Fund 319,122,163 287,181,730 294,204,835 Pelican Fund 118,955,517 113,925,471 117,093,387 US Sector Fund 260,047 250,024 250,338 International Bond Fund 129,703,774 127,756,089 123,787,891 Small Cap Growth Fund 37,130,368 34,504,901 33,906,484 Emerging Markets Fund 1,059,815,562 955,215,315 977,908,503 Emerging Country Debt Fund 1,054,977,982 1,053,861,837 1,063,474,383 Global Hedged Equity Fund 53,082,424 53,458,390 54,336,051 Domestic Bond Fund 147,727,803 148,886,357 149,722,049 Currency Hedged International Bond Fund 306,814,262 308,946,419 309,272,197 Inflation Indexed Bond Fund 58,463,062 59,004,879 60,432,123 Currency Hedged International Equity Fund 118,362,299 116,685,184 119,379,337 Global Bond Fund 197,638,193 207,075,936 245,619,299 REIT Fund 128,458,665 124,980,898 124,282,793 Foreign Fund 1,190,631,861 1,133,658,815 1,143,653,670 International Equity Allocation Fund 76,336,502 73,294,195 74,105,696 World Equity Allocation Fund 10,957,763 10,560,569 10,637,307 Global (US+) Equity Allocation Fund 44,045,070 43,012,600 43,239,293 Global Balanced Allocation Fund 125,772,233 121,927,226 122,571,648 US Bond/Global Alpha A Fund 107,619,583 107,507,758 107,300,391 Evolving Countries Fund 55,207,457 50,070,501 48,915,964 Asia Fund 107,414,574 108,562,569 109,708,129 Tax-Managed U.S. Equities Fund 8,589,733 8,219,098 8,133,898 Tax-Managed Small Companies Fund 43,665,794 37,364,574 38,317,008 Intrinsic Value Fund 47,375,628 46,155,190 47,121,826 Alpha LIBOR Fund 1,022,382,050 1,164,019,358 1,222,713,923 Tax-Managed International Equities Fund 97,388,636 94,484,193 84,897,132 Emerging Country Debt Share Fund 97,737,281 95,785,778 94,937,216 Foreign Small Companies Fund 34,206,854 32,052,798 41,990,533 Fund Name December January February Core Fund $3,048,429,367 $3,060,937,700 $3,050,059,307 Growth Fund 135,508,503 132,716,500 126,623,095 Value Fund 232,168,389 245,933,766 252,605,616 Short-Term Income Fund 39,253,962 40,975,486 40,425,356 International Intrinsic Value Fund 1,623,785,390 1,469,984,962 1,454,272,342 Tobacco-Free Core Fund 270,280,954 271,521,253 270,627,069 International Small Companies Fund 180,346,231 180,074,096 183,823,517 Small Cap Value Fund 298,534,250 300,636,448 308,386,130 Pelican Fund 116,423,773 122,150,166 117,169,891 US Sector Fund 250,548 258,836 259,906 International Bond Fund 167,921,215 190,239,520 208,685,382 Small Cap Growth Fund 31,026,480 30,830,651 22,516,698 Emerging Markets Fund 935,811,490 982,008,663 1,034,518,238 Emerging Country Debt Fund 1,070,865,486 1,016,320,132 1,019,093,093 Global Hedged Equity Fund 55,736,797 57,063,960 55,624,186 Domestic Bond Fund 167,422,837 171,540,444 170,567,284 Currency Hedged International Bond Fund 266,750,217 271,560,642 262,066,786 Inflation Indexed Bond Fund 66,913,036 67,746,615 66,868,819 Currency Hedged International Equity Fund 109,750,731 107,833,952 108,984,194 Global Bond Fund 288,637,136 296,422,646 295,270,875 REIT Fund 131,680,163 135,224,269 134,142,342 Foreign Fund 1,194,804,308 1,244,957,372 1,244,553,534 International Equity Allocation Fund 72,746,206 73,257,063 73,467,473 World Equity Allocation Fund 10,707,047 11,026,772 11,142,912 Global (US+) Equity Allocation Fund 43,713,508 43,074,241 43,484,439 Global Balanced Allocation Fund 121,560,493 113,033,555 113,286,246 US Bond/Global Alpha A Fund 88,538,486 81,096,480 73,155,546 Evolving Countries Fund 46,586,216 51,433,659 53,722,514 Asia Fund 104,260,687 109,532,647 116,771,513 Tax-Managed U.S. Equities Fund 8,295,623 10,311,694 11,478,229 Tax-Managed Small Companies Fund 39,118,981 40,216,546 41,471,429 Intrinsic Value Fund 47,816,215 49,672,073 51,145,139 Alpha LIBOR Fund 1,465,210,759 1,493,660,113 1,528,276,523 Tax-Managed International Equities Fund 73,999,158 75,250,506 75,526,377 Emerging Country Debt Share Fund 96,759,661 100,688,216 103,045,156 Foreign Small Companies Fund 47,368,419 54,034,081 60,671,808