EX-99 6 capstkf.txt
GMO Trust FYE 2/28/02 Attachment Filed in Response to Form N-SAR Sub-Item 77P Monthly Purchases, Redemptions, and Exchanges (000's omitted) March ............................... Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... (2,171,755) 2,208,926 4,031 0 International Intrinsic Value Fund .. 40,000 0 (1,562,926) 1,562,926 Growth Fund ......................... 672 0 940 0 Pelican Fund ........................ 961 0 993 0 Short-Term Income Fund .............. 2,947 0 2,951 0 Value Fund .......................... 1,818 0 220 0 Tobacco-Free Core Fund .............. (88,608) 90,000 129 0 Small Cap Value Fund ................ (68,051) 70,000 919 0 International Small Companies Fund .. 15,324 0 100 50 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 13,938 0 13,387 0 International Bond Fund ............. 14 0 1,288 0 Emerging Country Debt Fund .......... 14,460 0 (346,310) 346,865 Global Hedged Equity Fund ........... 341 0 6,543 0 Domestic Bond Fund .................. 11 0 (507,702) 509,000 Currency Hedged International Bond Fu 0 0 250 0 Currency Hedged International Equity 0 0 1,640 0 Global Bond Fund .................... 750 0 5,002 0 REIT Fund ........................... (48,251) 49,000 220 0 Foreign Fund ........................ 5,359 0 17,749 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 26 0 650 0 Small Cap Growth Fund ............... 830 0 62 0 International Equity Allocation Fund 0 0 616 0 Global (US+) Equity Allocation Fund . 0 0 115 0 Inflation Indexed Bond Fund ......... 66 0 445 0 Core Plus Bond Fund ................. 0 0 471 0 Emerging Countries Fund ............. 260 0 100 0 Asia Fund ........................... 0 0 0 0 Tax-Managed U.S. Equities Fund ...... 0 0 0 0 Tax-Managed International Equities Fu 0 0 36 0 Emerging Country Debt Share Fund .... 0 0 0 0 Intrinsic Value Fund ................ 40,000 0 0 0 Tax-Managed Small Companies Fund .... 0 0 0 0 Alpha LIBOR ......................... 29,300 0 28,590 0 Foreign Small Companies Fund ........ 0 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 April ............................... Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... 3,154 0 (1,981,852) 2,008,454 International Intrinsic Value Fund .. 2,485 0 0 0 Growth Fund ......................... 500 0 (191,486) 191,706 Pelican Fund ........................ 758 0 1,378 0 Short-Term Income Fund .............. 138 0 (218,500) 220,000 Value Fund .......................... 3,066 1,014 (423,643) 424,140 Tobacco-Free Core Fund .............. 733 0 144 0 Small Cap Value Fund ................ (1,897,672) 1,900,000 (662,086) 664,884 International Small Companies Fund .. (16,922,061) 16,939,000 (13,671) 13,889 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 10,135 10,000 (260,933) 264,863 International Bond Fund ............. 0 0 (6,619,920) 6,629,000 Emerging Country Debt Fund .......... 19,304 0 (2,543,631) 2,548,563 Global Hedged Equity Fund ........... 0 0 (220,563) 224,708 Domestic Bond Fund .................. 783 0 (1,428,236) 1,430,000 Currency Hedged International Bond Fu 0 0 (1,820,131) 1,822,000 Currency Hedged International Equity 0 0 1,957 0 Global Bond Fund .................... 0 0 11 0 REIT Fund ........................... (4,515,034) 4,519,874 980 0 Foreign Fund ........................ 62,719 0 10,938 0 World Equity Allocation Fund ........ 0 0 2,776 1,014 Global Balanced Allocation Fund ..... 3,024 0 523 0 Small Cap Growth Fund ............... (199,800) 200,000 0 0 International Equity Allocation Fund 0 0 52 0 Global (US+) Equity Allocation Fund . 350 0 0 0 Inflation Indexed Bond Fund ......... 195 0 (4,558,484) 4,565,000 Core Plus Bond Fund ................. 420 0 (5,047,100) 5,055,000 Emerging Countries Fund ............. (402) 402 450 0 Asia Fund ........................... 0 0 2 0 Tax-Managed U.S. Equities Fund ...... 0 0 0 0 Tax-Managed International Equities Fu 50 0 (402) 402 Emerging Country Debt Share Fund .... 0 0 0 0 Intrinsic Value Fund ................ (2,482,818) 2,485,303 0 0 Tax-Managed Small Companies Fund .... 0 0 0 0 Alpha LIBOR ......................... 54,768 0 79,200 0 Foreign Small Companies Fund ........ 0 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 May ................................. Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... 2,556 0 61,003 0 International Intrinsic Value Fund .. 0 0 0 0 Growth Fund ......................... 998 0 0 0 Pelican Fund ........................ 1,183 0 693 0 Short-Term Income Fund .............. 300 0 221 0 Value Fund .......................... 0 0 1,503 0 Tobacco-Free Core Fund .............. 60 0 2,116 0 Small Cap Value Fund ................ (74,886) 75,000 2,933 0 International Small Companies Fund .. 0 0 600 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 995 0 1,768 0 International Bond Fund ............. 143 0 32,136 0 Emerging Country Debt Fund .......... 541 0 3,573 0 Global Hedged Equity Fund ........... 0 0 28,500 0 Domestic Bond Fund .................. 1 0 (73,644) 75,000 Currency Hedged International Bond Fu 0 0 0 0 Currency Hedged International Equity 0 0 88 0 Global Bond Fund .................... 38 0 0 0 REIT Fund ........................... 142 0 95 0 Foreign Fund ........................ 42,046 0 60,616 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 627 0 400 0 Small Cap Growth Fund ............... 0 0 31 0 International Equity Allocation Fund 0 0 52 0 Global (US+) Equity Allocation Fund . 0 0 30 0 Inflation Indexed Bond Fund ......... 530 0 3,138 0 Core Plus Bond Fund ................. 0 0 1,226 0 Emerging Countries Fund ............. 50 0 1,508 0 Asia Fund ........................... 0 0 2 0 Tax-Managed U.S. Equities Fund ...... 200 0 0 0 Tax-Managed International Equities Fu 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 8,057 0 Alpha LIBOR ......................... 54,310 0 108,850 0 Foreign Small Companies Fund ........ 2,000 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 June ................................ Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... 3,548 0 (5,676,689) 5,738,442 International Intrinsic Value Fund .. (2,283,278) 2,287,017 0 0 Growth Fund ......................... 0 0 526 0 Pelican Fund ........................ 1,238 0 905 0 Short-Term Income Fund .............. 100 0 378 0 Value Fund .......................... 5,000 0 968 0 Tobacco-Free Core Fund .............. 4,504 0 15 0 Small Cap Value Fund ................ (1,997,795) 2,000,000 6,538 0 International Small Companies Fund .. 5,010 0 0 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 40,992 0 201 0 International Bond Fund ............. 0 0 204 0 Emerging Country Debt Fund .......... 54 0 34,111 0 Global Hedged Equity Fund ........... 0 0 0 0 Domestic Bond Fund .................. 69 0 1,891 0 Currency Hedged International Bond Fu 23 0 23 0 Currency Hedged International Equity 0 0 (2,230,581) 2,287,017 Global Bond Fund .................... 5,483 0 10,100 0 REIT Fund ........................... 3,716 0 2,000 0 Foreign Fund ........................ 25,776 0 32,443 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 113 0 49 0 Small Cap Growth Fund ............... 0 0 3 0 International Equity Allocation Fund 0 0 5,485 0 Global (US+) Equity Allocation Fund . 0 0 100 0 Inflation Indexed Bond Fund ......... 438 0 250 0 Core Plus Bond Fund ................. 0 0 6 0 Emerging Countries Fund ............. 313 0 4 0 Asia Fund ........................... 0 0 0 0 Tax-Managed U.S. Equities Fund ...... 300 0 0 0 Tax-Managed International Equities Fu 0 0 0 0 Emerging Country Debt Share Fund .... 0 0 0 0 Intrinsic Value Fund ................ (3,734,703) 3,738,442 0 0 Tax-Managed Small Companies Fund .... 0 0 0 0 Alpha LIBOR ......................... 60,000 0 66,601 0 Foreign Small Companies Fund ........ 0 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 July ................................ Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... 450,047 0 (547,778) 1,000,000 International Intrinsic Value Fund .. (8,781,897) 8,781,897 0 0 Growth Fund ......................... 7,803 0 32 0 Pelican Fund ........................ 1,678 0 994 0 Short-Term Income Fund .............. 55 0 396 0 Value Fund .......................... 2 0 219 0 Tobacco-Free Core Fund .............. (347,857) 692,000 214,136 0 Small Cap Value Fund ................ 1,106 0 (501,414) 502,500 International Small Companies Fund .. (2,422,214) 2,425,000 110 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... (3,005,502) 3,071,979 62,365 0 International Bond Fund ............. (17,484,398) 17,502,000 465 0 Emerging Country Debt Fund .......... 31,212 0 (27,974,070) 28,078,369 Global Hedged Equity Fund ........... 0 0 61 0 Domestic Bond Fund .................. (149,765) 150,000 (687,927) 688,000 Currency Hedged International Bond Fu (701,298) 702,000 (4,995) 5,000 Currency Hedged International Equity 2 0 (6,275,614) 6,281,897 Global Bond Fund .................... 0 0 (2,996,290) 3,000,000 REIT Fund ........................... (49,285) 51,000 267 0 Foreign Fund ........................ 294 0 217 0 World Equity Allocation Fund ........ 762 0 309 0 Global Balanced Allocation Fund ..... 0 0 207 0 Small Cap Growth Fund ............... 2 0 1 0 International Equity Allocation Fund 0 0 52 0 Global (US+) Equity Allocation Fund . 0 0 325 0 Inflation Indexed Bond Fund ......... (6,101,499) 6,108,760 135 0 Core Plus Bond Fund ................. 107 0 51 0 Emerging Countries Fund ............. 53 0 81 0 Asia Fund ........................... 14 0 14 0 Tax-Managed U.S. Equities Fund ...... 0 0 0 0 Tax-Managed International Equities Fu 0 0 0 0 Emerging Country Debt Share Fund .... 51 0 30,000 0 Intrinsic Value Fund ................ 0 0 0 0 Tax-Managed Small Companies Fund .... 0 0 0 0 Alpha LIBOR ......................... 87,066 0 32,609 0 Foreign Small Companies Fund ........ 0 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 August .............................. Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... 17,838 0 (4,056,077) 4,134,449 International Intrinsic Value Fund .. 0 0 (5,379,521) 5,379,521 Growth Fund ......................... 0 0 (111,094) 111,435 Pelican Fund ........................ 1,550 0 1,302 0 Short-Term Income Fund .............. 34 0 1,205 0 Value Fund .......................... 0 0 (419,902) 421,609 Tobacco-Free Core Fund .............. 688 0 303 0 Small Cap Value Fund ................ 29 0 (2,039,540) 2,048,757 International Small Companies Fund .. 950 0 (894,598) 896,272 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 27,862 0 (572,622) 577,208 International Bond Fund ............. 876 0 (496,121) 498,097 Emerging Country Debt Fund .......... 1,481 0 (558,946) 561,760 Global Hedged Equity Fund ........... (359,388) 359,750 (362,408) 364,296 Domestic Bond Fund .................. 0 0 930 0 Currency Hedged International Bond Fu 0 0 (303,902) 305,795 Currency Hedged International Equity 0 0 (326,761) 328,030 Global Bond Fund .................... 0 0 2,722 0 REIT Fund ........................... (764,439) 766,298 4,794 0 Foreign Fund ........................ 24,144 0 2,376 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 9 0 14 0 Small Cap Growth Fund ............... 0 0 (231,772) 232,543 International Equity Allocation Fund (12,268,597) 12,282,020 102 0 Global (US+) Equity Allocation Fund . 0 0 0 0 Inflation Indexed Bond Fund ......... (2,432,338) 2,435,372 3,926 0 Core Plus Bond Fund ................. 0 0 4,000 0 Emerging Countries Fund ............. 1,175 0 100 0 Asia Fund ........................... 0 0 4 0 Tax-Managed U.S. Equities Fund ...... 0 0 0 0 Tax-Managed International Equities Fu 0 0 0 0 Emerging Country Debt Share Fund .... 432 0 9 0 Intrinsic Value Fund ................ 0 0 0 0 Tax-Managed Small Companies Fund .... 0 0 1,500 0 Alpha LIBOR ......................... 90,115 0 40,150 0 Foreign Small Companies Fund ........ 20,000 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 September ........................... Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... (584,468) 700,000 24,230 0 International Intrinsic Value Fund .. 0 0 (99,600) 100,000 Growth Fund ......................... (999,000) 1,000,000 0 0 Pelican Fund ........................ 609 0 4,307 0 Short-Term Income Fund .............. 2,883 0 32 0 Value Fund .......................... 250 0 1,001,400 (1,000,000) Tobacco-Free Core Fund .............. (269,230) 270,000 644 0 Small Cap Value Fund ................ (109,533) 110,000 (4,333,123) 4,337,595 International Small Companies Fund .. (87,050) 100,000 446 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 1,914 0 1,250 0 International Bond Fund ............. (839,160) 840,000 459 0 Emerging Country Debt Fund .......... 47 0 4,901 0 Global Hedged Equity Fund ........... 0 0 747 0 Domestic Bond Fund .................. (349,579) 350,000 (488,219) 490,000 Currency Hedged International Bond Fu 0 0 400 0 Currency Hedged International Equity 0 0 200 0 Global Bond Fund .................... 1,563 0 0 0 REIT Fund ........................... (109,385) 110,000 0 0 Foreign Fund ........................ 41,949 0 447 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 1,552 0 20 0 Small Cap Growth Fund ............... 0 0 0 0 International Equity Allocation Fund 0 0 148 0 Global (US+) Equity Allocation Fund . 0 0 130 0 Inflation Indexed Bond Fund ......... (2,823,101) 2,827,000 (12,262) 12,276 Core Plus Bond Fund ................. 0 0 1,072 0 Emerging Countries Fund ............. 100 0 0 0 Asia Fund ........................... (12,262) 12,276 0 0 Tax-Managed U.S. Equities Fund ...... 215 0 0 0 Tax-Managed International Equities Fu 0 0 0 0 Emerging Country Debt Share Fund .... 188 0 95 0 Intrinsic Value Fund ................ 0 0 (399,600) 400,000 Tax-Managed Small Companies Fund .... 1 0 0 0 Alpha LIBOR ......................... 39,106 0 202,120 0 Foreign Small Companies Fund ........ 20,230 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 October ............................. Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... (7,424,200) 7,472,000 (1,472,865) 1,500,000 International Intrinsic Value Fund .. (40,717,335) 40,717,335 0 0 Growth Fund ......................... 6,500 0 0 0 Pelican Fund ........................ 1,103 0 944 0 Short-Term Income Fund .............. 73 0 (4,401,566) 4,407,018 Value Fund .......................... 989 0 (8,063,875) 8,072,000 Tobacco-Free Core Fund .............. (1,728,250) 1,750,000 1,077 0 Small Cap Value Fund ................ (997,790) 1,000,000 (2,108,409) 2,115,958 International Small Companies Fund .. (499,500) 500,000 982 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... (7,146,160) 7,195,000 2,279 0 International Bond Fund ............. 1,100 0 (9,604,009) 9,643,533 Emerging Country Debt Fund .......... (462,907) 500,000 (211,819) 263,669 Global Hedged Equity Fund ........... 0 0 (1,983,015) 1,985,000 Domestic Bond Fund .................. 2,440 0 (12,477,428) 12,493,986 Currency Hedged International Bond Fu (3,996,000) 4,000,000 (1,198,800) 1,200,000 Currency Hedged International Equity (1,298,700) 1,300,000 (2,852,874) 2,855,733 Global Bond Fund .................... 5,000 0 2,211 0 REIT Fund ........................... (943,427) 950,000 (1,996,417) 2,000,000 Foreign Fund ........................ (2,243,665) 2,300,000 1,282 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 0 0 (746,815) 750,000 Small Cap Growth Fund ............... 11 0 2,289 0 International Equity Allocation Fund 0 0 (13,099,046) 13,112,247 Global (US+) Equity Allocation Fund . 0 0 55 0 Inflation Indexed Bond Fund ......... (715,036) 763,009 (3,346,093) 3,350,000 Core Plus Bond Fund ................. 14 0 (7,069,185) 7,076,818 Emerging Countries Fund ............. (799,200) 800,000 1,728 0 Asia Fund ........................... 0 0 0 0 Tax-Managed U.S. Equities Fund ...... 0 0 0 0 Tax-Managed International Equities Fu (1,573,425) 1,575,000 0 0 Emerging Country Debt Share Fund .... 108 0 42 0 Intrinsic Value Fund ................ 0 0 0 0 Tax-Managed Small Companies Fund .... 529 0 0 0 Alpha LIBOR ......................... 40,575 0 148,110 0 Foreign Small Companies Fund ........ 20,000 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 0 0 0 0 November ............................ Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... (287,044) 300,000 (9,366,861) 9,417,564 International Intrinsic Value Fund .. 103 0 (2,300,000) 2,300,000 Growth Fund ......................... 2,525 0 0 0 Pelican Fund ........................ 850 0 4,336 0 Short-Term Income Fund .............. 191 0 200 0 Value Fund .......................... 50 0 100 0 Tobacco-Free Core Fund .............. 0 0 352 0 Small Cap Value Fund ................ (995,960) 1,000,000 381 0 International Small Companies Fund .. 6,768 0 7,495 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 5,328 0 2,822 0 International Bond Fund ............. 632 0 0 0 Emerging Country Debt Fund .......... 6,324 0 12,535 0 Global Hedged Equity Fund ........... 0 0 0 0 Domestic Bond Fund .................. (130,772) 135,000 159 0 Currency Hedged International Bond Fu 0 0 0 0 Currency Hedged International Equity 0 0 100 0 Global Bond Fund .................... 0 0 0 0 REIT Fund ........................... (992,449) 1,000,000 92 0 Foreign Fund ........................ 36,126 0 12,272 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 8 0 500 0 Small Cap Growth Fund ............... 629 0 0 0 International Equity Allocation Fund 0 0 78 0 Global (US+) Equity Allocation Fund . 0 0 0 0 Inflation Indexed Bond Fund ......... 6,407 0 425 0 Core Plus Bond Fund ................. 213,302 0 0 0 Emerging Countries Fund ............. 0 0 0 0 Asia Fund ........................... 0 0 0 0 Tax-Managed U.S. Equities Fund ...... (9,275,564) 9,282,564 0 0 Tax-Managed International Equities Fu 3,995 0 0 0 Emerging Country Debt Share Fund .... 477 0 356 0 Intrinsic Value Fund ................ 103 0 0 0 Tax-Managed Small Companies Fund .... 0 0 0 0 Alpha LIBOR ......................... 78,455 0 146,400 0 Foreign Small Companies Fund ........ 17,000 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... 44,100 0 0 0 December ............................ Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... 23,526 0 (39,874,466) 40,000,000 International Intrinsic Value Fund .. 139 0 (14,800,000) 14,800,000 Growth Fund ......................... 109 0 8 0 Pelican Fund ........................ 709 0 1,075 0 Short-Term Income Fund .............. (187,848) 200,000 16,660 0 Value Fund .......................... 0 0 600 0 Tobacco-Free Core Fund .............. 13,000 0 8,362 0 Small Cap Value Fund ................ 621 0 865 0 International Small Companies Fund .. 6,724 0 0 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... 53,744 0 2,002 0 International Bond Fund ............. 400 0 250 0 Emerging Country Debt Fund .......... 615 0 (199,845) 200,500 Global Hedged Equity Fund ........... 747 0 0 0 Domestic Bond Fund .................. 1,328 0 9,643 0 Currency Hedged International Bond Fu 165 0 135 0 Currency Hedged International Equity 1 0 735 0 Global Bond Fund .................... 0 0 1,907 0 REIT Fund ........................... (15,982,933) 16,000,000 1,812 0 Foreign Fund ........................ 36,647 0 18,181 0 World Equity Allocation Fund ........ 0 0 0 0 Global Balanced Allocation Fund ..... 7,488 0 1,674 0 Small Cap Growth Fund ............... 3 0 5 0 International Equity Allocation Fund 0 0 246 0 Global (US+) Equity Allocation Fund . 0 0 30 0 Inflation Indexed Bond Fund ......... (23,975,419) 24,000,000 192 0 Core Plus Bond Fund ................. 964 0 5,350 0 Emerging Countries Fund ............. 17 0 0 0 Asia Fund ........................... 6 0 0 0 Tax-Managed U.S. Equities Fund ...... 9,282 0 0 0 Tax-Managed International Equities Fu 0 0 0 0 Emerging Country Debt Share Fund .... 160 0 100 0 Intrinsic Value Fund ................ 139 0 0 0 Tax-Managed Small Companies Fund .... 682 0 0 0 Alpha LIBOR ......................... 223,475 0 58,150 0 Foreign Small Companies Fund ........ 2,508 0 0 0 Internaional Disciplined Equity Fund 0 0 0 0 International Growth Fund ........... (14,784,200) 14,800,000 295 0 January ............................. Purchases Exchanges In Redemptions Exchanges Out Fund Name U.S. Core Fund ...................... 40,037 0 (3,217,820) 3,263,000 International Intrinsic Value Fund .. 136 0 (5,480,000) 5,480,000 Growth Fund ......................... 13 0 (277,678) 278,000 Pelican Fund ........................ 2,303 0 617 0 Short-Term Income Fund .............. 20,034 0 495 0 Value Fund .......................... 46 0 11 0 Tobacco-Free Core Fund .............. 2 0 (598,056) 610,000 Small Cap Value Fund ................ 880 0 (2,371,440) 2,378,125 International Small Companies Fund .. 7,326 0 112 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... (5,041,326) 5,190,000 473 0 International Bond Fund ............. 368 0 (146,076) 150,000 Emerging Country Debt Fund .......... (8,367,942) 8,413,000 44,207 0 Global Hedged Equity Fund ........... 0 0 12 0 Domestic Bond Fund .................. 871 0 (853,796) 855,000 Currency Hedged International Bond Fu 3 0 49 0 Currency Hedged International Equity 0 0 23 0 Global Bond Fund .................... 2 0 10 0 REIT Fund ........................... 10,894 0 1,121 0 Foreign Fund ........................ 5,675 0 3,786 0 World Equity Allocation Fund ........ 2 0 0 0 Global Balanced Allocation Fund ..... 6,940 0 400 0 Small Cap Growth Fund ............... 3 0 52 0 International Equity Allocation Fund 4,003 0 41 0 Global (US+) Equity Allocation Fund . 0 0 2,055 0 Inflation Indexed Bond Fund ......... 1,454 0 (99,078) 100,000 Core Plus Bond Fund ................. 571 0 (499,487) 500,000 Emerging Countries Fund ............. 6 0 8 0 Asia Fund ........................... 1 0 0 0 Tax-Managed U.S. Equities Fund ...... 0 0 0 0 Tax-Managed International Equities Fu 0 0 0 0 Emerging Country Debt Share Fund .... 1,485 0 0 0 Intrinsic Value Fund ................ 136 0 0 0 Tax-Managed Small Companies Fund .... 250 0 0 0 Alpha LIBOR ......................... 42,786 0 39,000 0 Foreign Small Companies Fund ........ 1,283 0 0 0 Internaional Disciplined Equity Fund 34,076 0 0 0 International Growth Fund ........... 53 0 1,000 0 February Fund Name ........................... Purchases Exchanges In Redemptions Exchanges Out U.S. Core Fund ...................... 31,535 101,003 (4,418) 17,000 International Intrinsic Value Fund .. 252 0 (46,796,591) 46,796,591 Growth Fund ......................... 0 0 (5,000) 5,000 Pelican Fund ........................ 2,005 0 1,047 0 Short-Term Income Fund .............. 276 0 (36,770) 40,000 Value Fund .......................... 474 0 11 0 Tobacco-Free Core Fund .............. 3,582 0 864 0 Small Cap Value Fund ................ 125 0 (100,956) 101,508 International Small Companies Fund .. (3,484,228) 3,500,000 100 0 US Sector Fund ...................... 0 0 0 0 Emerging Markets Fund ............... (1,420,304) 1,480,000 245 0 International Bond Fund ............. 75 0 (66,500) 70,000 Emerging Country Debt Fund .......... 13,194 28,247 (59,773) 94,235 Global Hedged Equity Fund ........... 0 0 0 0 Domestic Bond Fund .................. 2,409 0 (1,212) 2,000 Currency Hedged International Bond Fu 100 0 (24,975) 25,000 Currency Hedged International Equity 0 0 0 0 Global Bond Fund .................... 3 0 100 0 REIT Fund ........................... 322 0 (4,879) 5,010 Foreign Fund ........................ 8,353 0 (51,233) 63,743 World Equity Allocation Fund ........ 0 0 3 0 Global Balanced Allocation Fund ..... 1,059 0 19 0 Small Cap Growth Fund ............... 0 0 (3,657) 3,657 International Equity Allocation Fund 0 0 17 0 Global (US+) Equity Allocation Fund . 0 0 (9,990) 10,000 Inflation Indexed Bond Fund ......... 2,003 2,000 (17,649) 18,047 Core Plus Bond Fund ................. 1,203 0 (41,479) 57,499 Emerging Countries Fund ............. 16,210 0 5 0 Asia Fund ........................... 10 0 0 0 Tax-Managed U.S. Equities Fund ...... 0 0 0 0 Tax-Managed International Equities Fu 100 0 0 0 Emerging Country Debt Share Fund .... 1,058 0 (19,913) 20,868 Intrinsic Value Fund ................ 252 0 0 0 Tax-Managed Small Companies Fund .... 100 0 0 0 Alpha LIBOR ......................... 66,550 0 48,650 0 Foreign Small Companies Fund ........ 29,925 0 400 0 Internaional Disciplined Equity Fund (12,011,631) 12,023,655 0 0 International Growth Fund ........... (29,891,616) 29,921,541 400 0