EX-99 5 att77h.txt SUB-ITEM 77H The following shareholders held greater than 25% of the outstanding shares of a series of the Trust as of February 29, 2004: Fund Shareholder GMO Asia Fund Princeton University TR GMO Benchmark-Free Allocation The Ministers and Missionaries Benefit Board of American Baptist Churches GMO Core Plus Bond Fund Bost & Co A/C NYXF174740 (Verizon-Core Plus) GMO Core Plus Bond Fund Evergreen Asset Allocation Fund GMO Currency Hedged International Equity Fund Evergreen Asset Allocation Fund GMO Domestic Bond Fund Evergreen Asset Allocation Fund GMO Emerging Country Debt Share Fund Sprint Corporate Master Trust GMO Emerging Country Debt Share Fund Fidelity Investments Institutional GMO Foreign Small Companies Virginia Retiremant System GMO Global Bond Fund Fresno County Employees' Retirement Association GMO Global Bond Fund General Retirement System of The City Detroit GMO Global Hedged Equity Fund Evergreen Asset Allocation Fund GMO International Disciplined Equity Fund Mac & Co A/C KREF0756022 Kresge Foundation GMO International Disciplined Equity Fund State Street Bank & Trust Company TR GMO Intrinsic Value Fund Princeton University TR GMO Intrinsic Value Fund Corning Retirement Master Trust GMO Real Estate Fund Evergreen Asset Allocation Fund GMO Short-Duration Investment Fund Bost & Co A/C NYXF1049822 (Verizon-STIF) GMO Taiwan Fund Pension Reserves Investment Trust GMO Taiwan Fund Teachers Retirement System of The State of Illinois GMO U.S. Quality Equity Fund Evergreen Asset Allocation Fund GMO U.S. Sector Fund The Board of Trustees of the University of Illinois GMO Value Fund Nabank & Co
The following shareholders ceased to hold greater than 25% of the outstanding shares of a series of the Trust during the period March 1, 2003 through February 29, 2004: Fund Shareholder GMO Currency Hedged International Bond Fund Municipal Fire & Police Retirement System of Iowa GMO Currency Hedged International Bond Fund GMO World Equity Allocation Fund GMO Currency Hedged International Equity Fund GMO World Equity Allocation Fund GMO Domestic Bond Fund GMO World Equity Allocation Fund GMO Global (U.S.+) Equity Allocation Fund Bost & Co, Yale Trusts GMO Global Ballanced Asset Allocation Fund The Ministers and Missionaries Benefit Board of American Baptist Churches GMO World Equity Allocation Fund GMO International Bond Fund Saturn & Co A/C 4600712 c/o Investors Bank & Trust Company TR - FBO The John Hancock Mutual Life Insurance Company Pension Plan GMO International Bond Fund Bost & Co A/C NYXF1049812 (Verizon-IBF) GMO International Disciplined Equity Fund Northern Trust Company as Custodian FB The Nathan Cummings Foundation GMO International Disciplined Equity Fund Northern Trust Company as Custodian FB Nathan Cummings Foundation GMO Lntl GMO International Intrinsic Value Fund State Street Bank as Trustee for the Electronic Data Systems Corporation GMO International Small Companies Fund Yale University GMO Small Cap Growth Fund Bost & Co A/C WFHF6202002 - FBO The Hewlett Foundation GMO Small Cap Value Fund Bost & Co A/C WFHF6202002 - FBO The Hewlett Foundation GMO U.S. Sector Fund Catholic Diocese of Kansas City-St GMO U.S. Sector Fund Wadsworth Atheneum Museum of Art GMO Value Fund Leland Stanford Junior University II