EX-99 7 capstkf.txt
GMO Trust FYE 2/28/01 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 U.S. Core Fund 18,585 2,499 12,549 0 International Intrinsic Value Fund 21,039 0 77,832 152 Growth Fund 2 100 11,342 0 Pelican Fund 441 0 5,108 0 Short-Term Income Fund 0 0 683 0 Value Fund 4,000 0 657 100 Tobacco-Free Core Fund 0 0 305 0 Small Cap Value Fund 0 42,851 26,067 0 International Small Companies Fund 800 0 4,476 12 US Sector Fund 0 0 0 0 Emerging Markets Fund 4,198 164 19,934 0 International Bond Fund 244 0 289 0 Emerging Country Debt Fund 374 4 9,614 0 Global Hedged Equity Fund 0 0 258 0 Domestic Bond Fund 4,282 0 1,350 0 Currency Hedged International Bond Fund 56 0 13,841 1,500 Currency Hedged International Equity Fund 0 0 1,689 0 Global Bond Fund 59 0 6,136 0 REIT Fund 2,571 0 1,941 2,512 Foreign Fund 6,541 0 2,341 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 238 0 2,230 0 Small Cap Growth Fund 0 0 936 42,790 International Equity Allocation Fund 1,000 0 70 0 Global (US+) Equity Allocation Fund 0 0 0 4 Inflation Indexed Bond Fund 235 0 0 581 US Bond/Global Alpha A Fund 145 0 3,340 0 Evolving Countries Fund 33 0 960 0 Asia Fund 1 0 0 0 Tax-Managed U.S. Equities Fund 0 0 5 0 Tax-Managed International Equities Fund 0 0 73 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 0 257 0 0 Alpha LIBOR 19,000 0 18,680 0 Foreign Small Companies Fund 0 0 0 0 Exchanges Exchanges April Purchases In Redemptions Out Fund Name U.S. Core Fund 23,466 95 56,846 208 International Intrinsic Value Fund 5,948 400 105,832 50 Growth Fund 1 230 10,221 0 Pelican Fund 2,236 0 1,886 0 Short-Term Income Fund 2,332 9 71 22 Value Fund 88 0 109 0 Tobacco-Free Core Fund 0 0 368 0 Small Cap Value Fund 0 3,864 14,258 0 International Small Companies Fund 130 0 2,427 14 US Sector Fund 0 0 55 0 Emerging Markets Fund 1,053 12 6,441 5 International Bond Fund 963 0 6 95 Emerging Country Debt Fund 3,937 0 5,115 77 Global Hedged Equity Fund 0 0 0 0 Domestic Bond Fund 4,023 0 3,851 85 Currency Hedged International Bond Fund 10 0 688 10 Currency Hedged International Equity Fund 3 0 1,439 400 Global Bond Fund 7,500 0 0 0 REIT Fund 4,416 0 11 1 Foreign Fund 5,360 293 28,718 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 0 0 170 0 Small Cap Growth Fund 0 0 0 5,440 International Equity Allocation Fund 0 0 70 0 Global (US+) Equity Allocation Fund 2,205 0 25 0 Inflation Indexed Bond Fund 5,697 0 1,092 0 US Bond/Global Alpha A Fund 403 0 5 0 Evolving Countries Fund 12 0 30 0 Asia Fund 5 0 0 0 Tax-Managed U.S. Equities Fund 0 0 0 0 Tax-Managed International Equities Fund 0 0 0 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 2 2,300 105 0 Tax-Managed Small Companies Fund 0 0 0 0 Alpha LIBOR 29,160 0 2,516 0 Foreign Small Companies Fund 0 0 0 0 Exchanges Exchanges May Purchases In Redemptions Out Fund Name U.S. Core Fund 15,492 0 44,000 11,033 International Intrinsic Value Fund 10,499 0 11,338 0 Growth Fund 0 1 11,111 0 Pelican Fund 685 0 4,215 0 Short-Term Income Fund 146 14 5,328 82 Value Fund 1 8,000 2,806 0 Tobacco-Free Core Fund 215 0 12,643 0 Small Cap Value Fund 0 8,002 1,090 0 International Small Companies Fund 460 0 4,414 0 US Sector Fund 0 0 0 0 Emerging Markets Fund 28,710 0 16,725 25 International Bond Fund 187 185 228 0 Emerging Country Debt Fund 2,239 0 10,789 94 Global Hedged Equity Fund 0 6 58 77 Domestic Bond Fund 368 50 4,051 1,160 Currency Hedged International Bond Fund 0 0 1,565 0 Currency Hedged International Equity Fund 0 0 524 0 Global Bond Fund 542 0 9 0 REIT Fund 103 0 1,390 0 Foreign Fund 1,530 0 425 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 6,866 1,160 0 5 Small Cap Growth Fund 6,995 5 10,757 13,719 International Equity Allocation Fund 2,000 0 520 29 Global (US+) Equity Allocation Fund 0 0 1,008 0 Inflation Indexed Bond Fund 558 0 352 0 US Bond/Global Alpha A Fund 695 0 730 0 Evolving Countries Fund 1 0 1,517 0 Asia Fund 1 0 100 0 Tax-Managed U.S. Equities Fund 0 0 5,384 0 Tax-Managed International Equities Fund 2,000 0 4,143 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 2,000 0 896 0 Alpha LIBOR 24,262 0 26,822 0 Foreign Small Companies Fund 0 0 0 0 Exchanges Exchanges June Purchases In Redemptions Out Fund Name U.S. Core Fund 7,600 0 12 12,117 International Intrinsic Value Fund 32,355 5,136 82,253 2,200 Growth Fund 1 0 3,628 0 Pelican Fund 958 0 2,796 0 Short-Term Income Fund 0 1,003 2,042 0 Value Fund 16 0 0 0 Tobacco-Free Core Fund 0 0 16,607 2,000 Small Cap Value Fund 14,228 0 1,345 0 International Small Companies Fund 5,000 84 996 2 US Sector Fund 0 0 0 0 Emerging Markets Fund 4,709 3,297 7,514 2,138 International Bond Fund 47 0 98 2,979 Emerging Country Debt Fund 348 0 3,509 804 Global Hedged Equity Fund 71 0 16 434 Domestic Bond Fund 1,075 0 770 0 Currency Hedged International Bond Fund 17,370 0 645 0 Currency Hedged International Equity Fund 0 0 11,241 3 Global Bond Fund 6,200 2,000 4,307 0 REIT Fund 375 15 1,392 0 Foreign Fund 2,210 0 1,337 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 100 0 3,838 0 Small Cap Growth Fund 0 0 14,336 0 International Equity Allocation Fund 0 0 70 0 Global (US+) Equity Allocation Fund 2,959 0 80 0 Inflation Indexed Bond Fund 199 314 168 0 US Bond/Global Alpha A Fund 2 282 1,159 0 Evolving Countries Fund 1 0 65 15 Asia Fund 2 0 0 0 Tax-Managed U.S. Equities Fund 0 0 0 0 Tax-Managed International Equities Fund 229 0 15,804 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 0 0 0 0 Alpha LIBOR 34,525 0 38,639 0 Foreign Small Companies Fund 35,967 0 0 0 Exchanges Exchanges July Purchases In Redemptions Out Fund Name U.S. Core Fund 40,629 0 67,511 0 International Intrinsic Value Fund 3,303 800 151,900 0 Growth Fund 0 13 5,479 0 Pelican Fund 80 0 5,555 0 Short-Term Income Fund 2,340 0 859 160 Value Fund 0 0 1,400 0 Tobacco-Free Core Fund 11,794 323 41,813 0 Small Cap Value Fund 542 10 9,633 161 International Small Companies Fund 0 0 6,539 0 US Sector Fund 0 250 1,681 0 Emerging Markets Fund 40,195 1,465 45,268 72 International Bond Fund 0 0 11,498 3 Emerging Country Debt Fund 10,523 0 23,710 13,750 Global Hedged Equity Fund 1 3,895 0 0 Domestic Bond Fund 193 1,911 25,577 4 Currency Hedged International Bond Fund 7,286 25 0 (3,647) Currency Hedged International Equity Fund 0 0 6,127 0 Global Bond Fund 9,352 0 0 0 REIT Fund 0 0 20,281 0 Foreign Fund 161 14 6,022 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 25 0 2,472 18 Small Cap Growth Fund 18 18 2,818 0 International Equity Allocation Fund 0 0 4 0 Global (US+) Equity Allocation Fund 0 0 221 0 Inflation Indexed Bond Fund 2 5,347 7,411 111 US Bond/Global Alpha A Fund 0 0 12,954 0 Evolving Countries Fund 2 1,640 65 0 Asia Fund 2 50 0 0 Tax-Managed U.S. Equities Fund 0 0 0 0 Tax-Managed International Equities Fund 0 0 0 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 0 0 1,352 0 Alpha LIBOR 379,715 0 38,639 0 Foreign Small Companies Fund 36,000 0 36,255 0 Exchanges Exchanges August Purchases In Redemptions Out Fund Name U.S. Core Fund 5,383 0 2,992 0 International Intrinsic Value Fund 1,127 316 129,512 0 Growth Fund 0 0 540 0 Pelican Fund 528 0 3,048 0 Short-Term Income Fund 43 10 2,000 0 Value Fund 0 0 1,138 0 Tobacco-Free Core Fund 323 0 83 0 Small Cap Value Fund 0 0 1,242 0 International Small Companies Fund 0 0 5,338 0 US Sector Fund 0 0 0 0 Emerging Markets Fund 4,500 15 3,103 317 International Bond Fund 0 496 0 0 Emerging Country Debt Fund 54,313 0 4,520 3 Global Hedged Equity Fund 0 0 0 0 Domestic Bond Fund 38 0 200 0 Currency Hedged International Bond Fund 0 0 217 496 Currency Hedged International Equity Fund 0 0 257 0 Global Bond Fund 0 0 9 0 REIT Fund 75 0 434 0 Foreign Fund 1,000 0 7,653 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 0 0 0 0 Small Cap Growth Fund 0 0 249 0 International Equity Allocation Fund 0 0 1,236 0 Global (US+) Equity Allocation Fund 0 0 60 0 Inflation Indexed Bond Fund 5 550 130 15 US Bond/Global Alpha A Fund 0 0 13 550 Evolving Countries Fund 0 0 250 0 Asia Fund 0 0 0 0 Tax-Managed U.S. Equities Fund 0 0 0 0 Tax-Managed International Equities Fund 0 0 100 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 3,001 0 2,248 0 Alpha LIBOR 38,965 0 22,919 0 Foreign Small Companies Fund 0 0 0 0 Exchanges Exchanges September Purchases In Redemptions Out Fund Name U.S. Core Fund 8,952 0 6,435 653 International Intrinsic Value Fund 1,693 385 41,720 504 Growth Fund 0 0 7,541 0 Pelican Fund 525 0 2,080 0 Short-Term Income Fund 0 77 1,035 0 Value Fund 0 0 84 0 Tobacco-Free Core Fund 0 0 0 0 Small Cap Value Fund 830 0 976 198 International Small Companies Fund 0 0 2,270 0 US Sector Fund 0 0 0 0 Emerging Markets Fund 5,397 95 8,453 1 International Bond Fund 496 0 0 354 Emerging Country Debt Fund 33,413 504 1,982 0 Global Hedged Equity Fund 0 0 544 0 Domestic Bond Fund 0 354 381 0 Currency Hedged International Bond Fund 0 0 0 0 Currency Hedged International Equity Fund 0 0 613 0 Global Bond Fund 0 0 556 0 REIT Fund 335 215 157 0 Foreign Fund 40,003 0 35,211 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 0 0 2,200 0 Small Cap Growth Fund 2,627 0 156 0 International Equity Allocation Fund 0 0 5 0 Global (US+) Equity Allocation Fund 1,350 0 0 0 Inflation Indexed Bond Fund 0 0 248 0 US Bond/Global Alpha A Fund 160 0 545 0 Evolving Countries Fund 600 0 0 0 Asia Fund 30,000 0 0 0 Tax-Managed U.S. Equities Fund 0 0 25 0 Tax-Managed International Equities Fund 0 0 0 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 0 0 5,000 0 Alpha LIBOR 453,881 0 60,997 0 Foreign Small Companies Fund 0 0 0 0 Exchanges Exchanges October Purchases In Redemptions Out Fund Name U.S. Core Fund 1,847 2,883 12,524 1,001 International Intrinsic Value Fund 17,376 2,811 10,970 2,500 Growth Fund 0 209 399 2,075 Pelican Fund 295 0 2,187 0 Short-Term Income Fund 1,031 8 8 0 Value Fund 3,860 2,000 0 157 Tobacco-Free Core Fund 0 0 0 0 Small Cap Value Fund 570 1,000 22,234 228 International Small Companies Fund 20,750 0 23 27 US Sector Fund 0 0 0 0 Emerging Markets Fund 63,273 0 15,617 2,923 International Bond Fund 47 0 78 0 Emerging Country Debt Fund 28,822 116 2,707 76 Global Hedged Equity Fund 0 0 136 0 Domestic Bond Fund 154 646 31 265 Currency Hedged International Bond Fund 0 0 81 0 Currency Hedged International Equity Fund 0 0 148 262 Global Bond Fund 12,980 0 9 0 REIT Fund 215 1 917 4 Foreign Fund 7 0 1,673 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 39 0 212 0 Small Cap Growth Fund 13 0 253 2 International Equity Allocation Fund 1,000 0 1,155 0 Global (US+) Equity Allocation Fund 50 0 25 0 Inflation Indexed Bond Fund 0 156 53 0 US Bond/Global Alpha A Fund 0 0 156 560 Evolving Countries Fund 0 0 221 10 Asia Fund 0 0 0 2 Tax-Managed U.S. Equities Fund 0 0 0 0 Tax-Managed International Equities Fund 75 0 0 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 0 0 31 0 Alpha LIBOR 34,040 0 17,025 0 Foreign Small Companies Fund 10,000 0 0 0 Exchanges Exchanges November Purchases In Redemptions Out Fund Name U.S. Core Fund 5,508 0 4,996 5,114 International Intrinsic Value Fund 6,488 0 24,987 23,879 Growth Fund 0 0 85 0 Pelican Fund 642 0 911 0 Short-Term Income Fund 0 412 2,479 0 Value Fund 804 0 825 0 Tobacco-Free Core Fund 1,353 0 2,000 0 Small Cap Value Fund 0 0 341 0 International Small Companies Fund 0 0 1,117 0 US Sector Fund 0 0 0 0 Emerging Markets Fund 4,850 0 5,230 0 International Bond Fund 0 4 12,527 286 Emerging Country Debt Fund 7,600 0 5,657 7,236 Global Hedged Equity Fund 0 0 0 301 Domestic Bond Fund 0 13,985 968 301 Currency Hedged International Bond Fund 0 0 0 2,260 Currency Hedged International Equity Fund 0 0 6,824 0 Global Bond Fund 68,478 223 0 0 REIT Fund 0 450 155 0 Foreign Fund 2,805 28,993 12,653 0 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 0 0 200 0 Small Cap Growth Fund 0 0 3 0 International Equity Allocation Fund 0 0 68 0 Global (US+) Equity Allocation Fund 0 0 0 0 Inflation Indexed Bond Fund 265 6,311 36 0 US Bond/Global Alpha A Fund 0 0 112 19,883 Evolving Countries Fund 0 0 0 0 Asia Fund 22 0 0 0 Tax-Managed U.S. Equities Fund 0 0 0 0 Tax-Managed International Equities Fund 0 0 23,431 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 0 0 0 0 Alpha LIBOR 309,975 0 56,864 0 Foreign Small Companies Fund 5,000 0 0 0 Exchanges Exchanges December Purchases In Redemptions Out Fund Name U.S. Core Fund 17,202 4,720 58,528 8 International Intrinsic Value Fund 12,763 1,330 224,248 35,535 Growth Fund 3,680 0 298 3,398 Pelican Fund 652 0 2,189 0 Short-Term Income Fund 1,118 2,911 2,609 155 Value Fund 0 21 180 0 Tobacco-Free Core Fund 303 0 44 0 Small Cap Value Fund 0 516 4,475 3,754 International Small Companies Fund 611 3,797 10,047 0 US Sector Fund 0 0 0 0 Emerging Markets Fund 4,549 704 2,115 324 International Bond Fund 48,714 500 634 1,102 Emerging Country Debt Fund 0 3,236 3,434 4,809 Global Hedged Equity Fund 0 750 73 0 Domestic Bond Fund 0 16 470 171 Currency Hedged International Bond Fund 11 0 52,240 334 Currency Hedged International Equity Fund 18 750 6,420 4 Global Bond Fund 0 0 0 840 REIT Fund 417 1,519 1,015 650 Foreign Fund 3,797 35,479 597 1,453 World Equity Allocation Fund 5 0 0 0 Global Balanced Allocation Fund 15 0 0 3,800 Small Cap Growth Fund 0 0 503 122 International Equity Allocation Fund 5 0 3,001 0 Global (US+) Equity Allocation Fund 710 0 0 0 Inflation Indexed Bond Fund 0 112 924 0 US Bond/Global Alpha A Fund 187 0 1,971 2,503 Evolving Countries Fund 142 16 584 0 Asia Fund 27 153 100 0 Tax-Managed U.S. Equities Fund 0 1,800 0 0 Tax-Managed International Equities Fund 0 0 445 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 0 0 0 0 Tax-Managed Small Companies Fund 0 0 0 0 Alpha LIBOR 93,650 0 89,540 0 Foreign Small Companies Fund 5,009 0 0 0 Exchanges Exchanges January Purchases In Redemptions Out Fund Name U.S. Core Fund 2,893 0 2,896 107 International Intrinsic Value Fund 146,271 4,827 144,877 5,550 Growth Fund 9 0 364 12 Pelican Fund 1,866 0 10,106 0 Short-Term Income Fund 2,282 41 619 21 Value Fund 2,371 0 200 416 Tobacco-Free Core Fund 1,385 220 1,813 2 Small Cap Value Fund 1,534 0 1,502 2,111 International Small Companies Fund 463 142 0 0 US Sector Fund 0 0 0 0 Emerging Markets Fund 10,892 22,374 37,604 4,827 International Bond Fund 26,135 0 2,100 703 Emerging Country Debt Fund 9,059 171 0 0 Global Hedged Equity Fund 0 0 3,130 0 Domestic Bond Fund 5,600 0 2,108 330 Currency Hedged International Bond Fund 0 0 0 152 Currency Hedged International Equity Fund 6 0 1 0 Global Bond Fund 14 0 163 0 REIT Fund 1,801 0 587 744 Foreign Fund 3,498 0 1,924 501 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 13 0 10,279 10 Small Cap Growth Fund 9 0 0 7 International Equity Allocation Fund 0 0 1,135 0 Global (US+) Equity Allocation Fund 0 0 78 0 Inflation Indexed Bond Fund 3,307 410 1,083 0 US Bond/Global Alpha A Fund 31 14 4,264 2,600 Evolving Countries Fund 2,106 0 162 7 Asia Fund 59 39 3 0 Tax-Managed U.S. Equities Fund 500 0 0 0 Tax-Managed International Equities Fund 0 0 0 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 9 408 0 0 Tax-Managed Small Companies Fund 0 0 0 0 Alpha LIBOR 104,562 0 47,055 0 Foreign Small Companies Fund 5,011 0 0 0 February Exchanges Exchanges Fund Name Purchases In Redemptions Out U.S. Core Fund 13,867 100 26,582 0 International Intrinsic Value Fund 2,034 230 2,235 0 Growth Fund 2,002 3 20 0 Pelican Fund 2,439 0 1,888 0 Short-Term Income Fund 139 143 1,860 10 Value Fund 22 0 55 0 Tobacco-Free Core Fund 249 1 206 0 Small Cap Value Fund 266 1 3,482 0 International Small Companies Fund 2,016 0 0 0 US Sector Fund 0 0 0 0 Emerging Markets Fund 16,258 1 119 0 International Bond Fund 223 18,582 1,910 0 Emerging Country Debt Fund 9,036 15 22,090 144 Global Hedged Equity Fund 11 0 641 0 Domestic Bond Fund 37 0 4,083 849 Currency Hedged International Bond Fund 0 1,325 253,586 2,861 Currency Hedged International Equity Fund 0 0 0 230 Global Bond Fund 1 0 5,000 0 REIT Fund 343 1 1,445 0 Foreign Fund 9,872 3 6,632 14 World Equity Allocation Fund 0 0 0 0 Global Balanced Allocation Fund 94 0 400 100 Small Cap Growth Fund 3 1 9,086 0 International Equity Allocation Fund 0 0 102 0 Global (US+) Equity Allocation Fund 13 0 30 0 Inflation Indexed Bond Fund 262 0 1,665 4,050 US Bond/Global Alpha A Fund 88,216 3 2,610 10,922 Evolving Countries Fund 113 0 0 0 Asia Fund 10 0 0 0 Tax-Managed U.S. Equities Fund 1,800 0 0 0 Tax-Managed International Equities Fund 210 0 0 0 Emerging Country Debt Share Fund 0 0 0 0 Intrinsic Value Fund 5 0 0 0 Tax-Managed Small Companies Fund 69 0 0 0 Alpha LIBOR 77,200 0 82,740 0 Foreign Small Companies Fund 4 0 0 0