EX-99 14 capstk77p.txt GMO Trust FYE 2/29/04 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 GMO U.S. Core Fund 177056 1202 32395 539 GMO International Intrinsic Value Fund 27668 7457 20617 8800 GMO Growth Fund 41028 3386 GMO Short-Duration Investment Fund 0 0 5763 GMO Value Fund 368 116832 GMO Tobacco-Free Core Fund 14800 730 0 GMO Small Cap Value Fund 3029 20 2969 452 GMO International Small Companies Fund 7021 15919 52 8620 GMO U.S. Sector Fund 0 0 GMO Emerging Markets Fund 177890 11551 392 320 GMO International Bond Fund 3759 89 0 100 GMO Emerging Country Debt Fund 32151 21749 19096 GMO Global Hedged Equity Fund 2459 45 5 542 GMO Domestic Bond Fund 9431 2302 1112 GMO Currency Hedged International Bond Fund 253 0 GMO Currency Hedged International Equity Fund 4010 215 0 GMO Global Bond Fund 4200 7824 107 GMO Real Estate Fund 5863 170 196 GMO Foreign Fund 41704 5762 GMO Global Balanced Asset Allocation Fund 11984 164 GMO Small Cap Growth Fund 1 935 0 GMO International Equity Allocation Fund 1510 2773 GMO Global (U.S.+) Equity Allocation Fund 8460 0 GMO Inflation Indexed Bond Fund 3552 500 1976 5702 GMO Core Plus Bond Fund 8614 17208 GMO Emerging Countries Fund 10278 2018 GMO Asia Fund 154 190 GMO Tax-Managed U.S. Equities Fund 0 0 GMO Tax-Managed International Equities Fund 2248 0 GMO Emerging Country Debt Share Fund 2177 60 GMO Intrinsic Value Fund 1 0 GMO Tax-Managed Small Companies Fund 0 94 GMO Foreign Small Companies Fund 8620 0 GMO Internaional Disciplined Equity Fund 0 718 GMO International Growth Fund 12355 1635 GMO International Core Plus Allocation Fund GMO Taiwan Fund 28526 0 GMO Short-Duration Collateral Fund 12125 53210 GMO Benchmark-Free Allocation Fund 0 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges April Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 43813 84972 900 GMO International Intrinsic Value Fund 35515 4328 24251 3500 GMO Growth Fund 2360 916 GMO Short-Duration Investment Fund 0 546 40 GMO Value Fund 2395 163 GMO Tobacco-Free Core Fund 2000 71 174 GMO Small Cap Value Fund 4995 22105 350 GMO International Small Companies Fund 65836 4002 2943 6450 GMO U.S. Sector Fund 140 0 GMO Emerging Markets Fund 52856 6915 11580 GMO International Bond Fund 2683 4 GMO Emerging Country Debt Fund 17666 3 49802 9242 GMO Global Hedged Equity Fund 2452 0 45 GMO Domestic Bond Fund 8141 529 318 GMO Currency Hedged International Bond Fund 17 0 GMO Currency Hedged International Equity Fund 3866 1 GMO Global Bond Fund 1500 78324 1458 GMO Real Estate Fund 4031 4060 10187 GMO Foreign Fund 250117 6756 GMO Global Balanced Asset Allocation Fund 2073 274 GMO Small Cap Growth Fund 710 1500 GMO International Equity Allocation Fund 41 31655 GMO Global (U.S.+) Equity Allocation Fund 9625 163 GMO Inflation Indexed Bond Fund 8613 174 6732 5892 GMO Core Plus Bond Fund 9389 51 GMO Emerging Countries Fund 32349 4936 GMO Asia Fund 0 0 GMO Tax-Managed U.S. Equities Fund 1025 0 GMO Tax-Managed International Equities Fund 2000 0 GMO Emerging Country Debt Share Fund 1407 129 GMO Intrinsic Value Fund 0 50 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 7450 GMO Internaional Disciplined Equity Fund 0 0 GMO International Growth Fund 8366 11304 GMO International Core Plus Allocation Fund 0 0 GMO Taiwan Fund 3992 GMO Short-Duration Collateral Fund 64650 92100 GMO Benchmark-Free Allocation Fund 0 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges May Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 40296 33868 3289 2397 GMO International Intrinsic Value Fund 56495 12437 46127 4200 GMO Growth Fund 1626 5250 446 GMO Short-Duration Investment Fund 0 2028 41 GMO Value Fund -333 668 456 141 GMO Tobacco-Free Core Fund 1000 0 GMO Small Cap Value Fund -430 5605 234 100 GMO International Small Companies Fund 6294 14124 12942 GMO U.S. Sector Fund 0 0 GMO Emerging Markets Fund 197549 21301 25403 2000 GMO International Bond Fund 2303 3166 7 GMO Emerging Country Debt Fund 16398 5181 70274 4858 GMO Global Hedged Equity Fund 2733 5299 6305 GMO Domestic Bond Fund -6970 14891 89 GMO Currency Hedged International Bond Fund -7425 7525 9 GMO Currency Hedged International Equity Fund 3550 6825 6832 GMO Global Bond Fund 0 21420 186 GMO Real Estate Fund 583 5123 -281 300 GMO Foreign Fund 50817 3868 GMO Global Balanced Asset Allocation Fund 4807 64 GMO Small Cap Growth Fund 1 0 GMO International Equity Allocation Fund 7102 3222 GMO Global (U.S.+) Equity Allocation Fund 0 5 GMO Inflation Indexed Bond Fund 2872 12408 9377 150 GMO Core Plus Bond Fund 8515 2009 GMO Emerging Countries Fund 19374 3548 GMO Asia Fund 0 1000 GMO Tax-Managed U.S. Equities Fund 1947 0 GMO Tax-Managed International Equities Fund 1600 250 GMO Emerging Country Debt Share Fund 6541 1375 GMO Intrinsic Value Fund 0 0 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 0 GMO Internaional Disciplined Equity Fund 0 0 GMO International Growth Fund 16386 41407 GMO International Core Plus Allocation Fund 0 0 GMO Taiwan Fund 2862 0 GMO Short-Duration Collateral Fund 63280 29150 GMO Benchmark-Free Allocation Fund 0 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges June Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 146308 1340 66426 17910 GMO International Intrinsic Value Fund 25028 1310 8842 400 GMO Growth Fund 2475 30773 GMO Short-Duration Investment Fund 0 195 6 GMO Value Fund 1513 767 GMO Tobacco-Free Core Fund 9600 3000 110 GMO Small Cap Value Fund 12472 3691 6131 448 GMO International Small Companies Fund 81624 16306 888 4160 GMO U.S. Sector Fund 20000 0 GMO Emerging Markets Fund 153576 29724 58871 13342 GMO International Bond Fund 7319 150 5169 GMO Emerging Country Debt Fund 14648 5400 90190 391 GMO Global Hedged Equity Fund 4794 623 1 GMO Domestic Bond Fund 34722 1367 15044 GMO Currency Hedged International Bond Fund 7524 54 7527 GMO Currency Hedged International Equity Fund 4036 2 GMO Global Bond Fund 600 6103 GMO Real Estate Fund 18398 5431 55 GMO Foreign Fund 267952 15951 GMO Global Balanced Asset Allocation Fund 1010 155694 GMO Small Cap Growth Fund 6729 4286 25 GMO International Equity Allocation Fund 3600 1342 GMO Global (U.S.+) Equity Allocation Fund 1809 2 GMO Inflation Indexed Bond Fund 14168 4070 10298 10551 GMO Core Plus Bond Fund 23508 11648 GMO Emerging Countries Fund 40680 31311 GMO Asia Fund 2000 2000 GMO Tax-Managed U.S. Equities Fund 0 1000 GMO Tax-Managed International Equities Fund 10 0 GMO Emerging Country Debt Share Fund 2421 1934 GMO Intrinsic Value Fund 0 15100 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 0 GMO Internaional Disciplined Equity Fund 22757 0 GMO International Growth Fund 9949 1218 GMO International Core Plus Allocation Fund GMO Taiwan Fund 73 4383 GMO Short-Duration Collateral Fund 82700 43000 GMO Benchmark-Free Allocation Fund 527 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges July Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 109361 333 152305 3294 GMO International Intrinsic Value Fund 43379 331 8104 50 GMO Growth Fund 4881 2818 GMO Short-Duration Investment Fund 0 256 3 GMO Value Fund 423 2 138 400 GMO Tobacco-Free Core Fund 1000 45 551 GMO Small Cap Value Fund 6902 5038 147 GMO International Small Companies Fund 51391 819 3487 999 GMO U.S. Sector Fund 5844 0 GMO Emerging Markets Fund 266869 1309 34619 20 GMO International Bond Fund 8764 1000 1389 170 GMO Emerging Country Debt Fund 25089 4500 38426 884 GMO Global Hedged Equity Fund 7015 222 0 GMO Domestic Bond Fund 13572 570 4717 2687 GMO Currency Hedged International Bond Fund 100 0 1010 GMO Currency Hedged International Equity Fund 7807 386 0 662 GMO Global Bond Fund 500 2185 GMO Real Estate Fund 9617 -13777 16251 GMO Foreign Fund 80247 11533 GMO Global Balanced Asset Allocation Fund 5722 643 GMO Small Cap Growth Fund 1250 1400 GMO International Equity Allocation Fund 13304 10 GMO Global (U.S.+) Equity Allocation Fund 9201 445 GMO Inflation Indexed Bond Fund 22885 10624 3017 52 GMO Core Plus Bond Fund 15623 146 GMO Emerging Countries Fund 13347 6718 GMO Asia Fund 400 612 GMO Tax-Managed U.S. Equities Fund 2994 6219 GMO Tax-Managed International Equities Fund 13450 9828 GMO Emerging Country Debt Share Fund 7127 11010 GMO Intrinsic Value Fund 331 3010 GMO Tax-Managed Small Companies Fund 0 5814 GMO Foreign Small Companies Fund 0 0 GMO Internaional Disciplined Equity Fund 0 400 GMO International Growth Fund 17631 530 GMO International Core Plus Allocation Fund 0 0 GMO Taiwan Fund 765 0 GMO Short-Duration Collateral Fund 99700 51000 GMO Benchmark-Free Allocation Fund 2443 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges August Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 174680 1103 107839 300 GMO International Intrinsic Value Fund 93552 1550 79590 350 GMO Growth Fund 2147 885 GMO Short-Duration Investment Fund 0 20 GMO Value Fund 269 1446 GMO Tobacco-Free Core Fund 3339 1297 0 GMO Small Cap Value Fund 4244 3296 GMO International Small Companies Fund 68358 7382 11867 2057 GMO U.S. Sector Fund 6358 450 GMO Emerging Markets Fund 1059845 8655 890689 1179 GMO International Bond Fund 4657 0 GMO Emerging Country Debt Fund 59998 100 58590 15037 GMO Global Hedged Equity Fund 3266 0 GMO Domestic Bond Fund 25129 1402 123 2 GMO Currency Hedged International Bond Fund 2000 100 0 GMO Currency Hedged International Equity Fund 6832 0 GMO Global Bond Fund 0 10194 109 GMO Real Estate Fund 12632 17732 GMO Foreign Fund 76781 655453 GMO Global Balanced Asset Allocation Fund 104059 15 GMO Small Cap Growth Fund 275 1400 GMO International Equity Allocation Fund 906 3883 GMO Global (U.S.+) Equity Allocation Fund 1341 330 GMO Inflation Indexed Bond Fund 51716 396 3270 1 GMO Core Plus Bond Fund 26984 0 GMO Emerging Countries Fund 10370 3161 GMO Asia Fund 4430 1500 GMO Tax-Managed U.S. Equities Fund 5256 0 GMO Tax-Managed International Equities Fund 0 0 GMO Emerging Country Debt Share Fund 2160 1218 GMO Intrinsic Value Fund 9295 798 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 0 GMO Internaional Disciplined Equity Fund 0 0 GMO International Growth Fund 23823 1073 GMO International Core Plus Allocation Fund GMO Taiwan Fund 3461 0 GMO Short-Duration Collateral Fund 87050 76175 GMO Benchmark-Free Allocation Fund 86586 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges September Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 43897 51919 900 GMO International Intrinsic Value Fund 41241 16107 5250 GMO Growth Fund 8148 3551 GMO Short-Duration Investment Fund 0 24 28 GMO Value Fund 241 337 GMO Tobacco-Free Core Fund 9412 15023 GMO Small Cap Value Fund 4567 4 684 5 GMO International Small Companies Fund 17581 10 5827 16606 GMO U.S. Sector Fund 300 353 GMO Emerging Markets Fund 309082 16684 31332 2037 GMO International Bond Fund 7473 1853 2 GMO Emerging Country Debt Fund 21552 10599 878 39 GMO Global Hedged Equity Fund 2752 250 0 GMO Domestic Bond Fund 14012 118 GMO Currency Hedged International Bond Fund 0 6 GMO Currency Hedged International Equity Fund 10443 150 GMO Global Bond Fund 0 8 GMO Real Estate Fund 4751 828 10150 GMO Foreign Fund 62368 18766 GMO Global Balanced Asset Allocation Fund 615 255 GMO Small Cap Growth Fund 76 4 0 GMO International Equity Allocation Fund 9100 10 GMO Global (U.S.+) Equity Allocation Fund 0 502 GMO Inflation Indexed Bond Fund 1717 13889 -24970 25001 GMO Core Plus Bond Fund 13738 0 GMO Emerging Countries Fund 11548 23148 GMO Asia Fund 859 3 GMO Tax-Managed U.S. Equities Fund 0 286 GMO Tax-Managed International Equities Fund 2900 0 GMO Emerging Country Debt Share Fund 2354 127 GMO Intrinsic Value Fund 0 1100 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 21 GMO Internaional Disciplined Equity Fund 2000 1 GMO International Growth Fund 15509 22 GMO International Core Plus Allocation Fund 0 0 GMO Taiwan Fund 36736 0 GMO Short-Duration Collateral Fund 72350 77900 GMO Benchmark-Free Allocation Fund 2794 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges October Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 156538 4191 52367 GMO International Intrinsic Value Fund 104162 1230 60509 13291 GMO Growth Fund 4185 4838 GMO Short-Duration Investment Fund 0 47 711 GMO Value Fund 352 937 GMO Tobacco-Free Core Fund 0 1500 28000 GMO Small Cap Value Fund 8313 542 640 GMO International Small Companies Fund 38306 500 12071 347 GMO U.S. Sector Fund 15300 700 GMO Emerging Markets Fund 421306 8935 236679 GMO International Bond Fund 7800 3009 1845 GMO Emerging Country Debt Fund 61308 13716 85730 206 GMO Global Hedged Equity Fund 4900 35 4375 GMO Domestic Bond Fund 31259 100 7713 1251 GMO Currency Hedged International Bond Fund 250 5 GMO Currency Hedged International Equity Fund 15924 401 GMO Global Bond Fund 0 6000 GMO Real Estate Fund 9550 5078 14865 GMO Foreign Fund 94591 15872 GMO Global Balanced Asset Allocation Fund 18425 160 GMO Small Cap Growth Fund 1205 50 GMO International Equity Allocation Fund 1093 0 GMO Global (U.S.+) Equity Allocation Fund 48018 80 GMO Inflation Indexed Bond Fund 23968 2029 12 GMO Core Plus Bond Fund 29024 7140 GMO Emerging Countries Fund 19012 3023 GMO Asia Fund 1716 897 GMO Tax-Managed U.S. Equities Fund 0 0 GMO Tax-Managed International Equities Fund 2759 0 GMO Emerging Country Debt Share Fund 2120 357 GMO Intrinsic Value Fund 0 0 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 0 GMO Internaional Disciplined Equity Fund 14714 0 GMO International Growth Fund 58540 793 GMO International Core Plus Allocation Fund GMO Taiwan Fund 9591 0 GMO Short-Duration Collateral Fund 116100 152375 GMO Benchmark-Free Allocation Fund 8957 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges November Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 129340 1313 8089 920 GMO International Intrinsic Value Fund 77900 1035 8701 4538 GMO Growth Fund 1501 2422 GMO Short-Duration Investment Fund 0 0 GMO Value Fund 306 651 GMO Tobacco-Free Core Fund 3975 0 81 GMO Small Cap Value Fund 6647 708 823 GMO International Small Companies Fund 30101 1574 6821 6976 GMO U.S. Sector Fund 0 0 GMO Emerging Markets Fund 501380 2955 51699 5796 GMO International Bond Fund 5760 1250 333 2574 GMO Emerging Country Debt Fund 27375 11775 905 2607 GMO Global Hedged Equity Fund 4316 0 GMO Domestic Bond Fund 25212 1319 38 GMO Currency Hedged International Bond Fund 200 0 GMO Currency Hedged International Equity Fund 12551 30 0 GMO Global Bond Fund 0 175 GMO Real Estate Fund 7480 3325 16666 GMO Foreign Fund 53096 2077 GMO Global Balanced Asset Allocation Fund 3303 0 GMO Small Cap Growth Fund 0 0 GMO International Equity Allocation Fund 12364 9132 GMO Global (U.S.+) Equity Allocation Fund 6035 1500 GMO Inflation Indexed Bond Fund 41182 20483 124 1 GMO Core Plus Bond Fund 25951 0 GMO Emerging Countries Fund 8774 3324 GMO Asia Fund 0 40573 GMO Tax-Managed U.S. Equities Fund 0 0 GMO Tax-Managed International Equities Fund 2900 0 GMO Emerging Country Debt Share Fund 1351 78 GMO Intrinsic Value Fund 0 0 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 0 GMO Internaional Disciplined Equity Fund 1000 0 GMO International Growth Fund 45511 3045 GMO International Core Plus Allocation Fund 0 0 GMO Taiwan Fund 12751 0 GMO Short-Duration Collateral Fund 106100 18946 GMO Benchmark-Free Allocation Fund 63681 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges December Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 97489 110 28379 119 GMO International Intrinsic Value Fund 100215 1006 50833 3240 GMO Growth Fund 54342 1233 1 GMO Short-Duration Investment Fund 0 1825 54 GMO Value Fund 504 140 1 GMO Tobacco-Free Core Fund 0 900 GMO Small Cap Value Fund 3939 2601 119 GMO International Small Companies Fund 65289 2842 28477 309 GMO U.S. Sector Fund 1 50 1 GMO Emerging Markets Fund 242273 44529 57460 2742 GMO International Bond Fund 17700 437 2883 1 GMO Emerging Country Debt Fund 269430 188 25260 41678 GMO Global Hedged Equity Fund 6435 1 0 1 GMO Domestic Bond Fund 41751 324 3685 6 GMO Currency Hedged International Bond Fund 1002 3 21 6 GMO Currency Hedged International Equity Fund 17251 400 4 GMO Global Bond Fund 508 750 1 GMO Real Estate Fund 10492 1369 140 GMO Foreign Fund 17516 39461 GMO Global Balanced Asset Allocation Fund 30147 700 GMO Small Cap Growth Fund 12 2 817 3 GMO International Equity Allocation Fund 39375 1014 GMO Global (U.S.+) Equity Allocation Fund 15 1777 GMO Inflation Indexed Bond Fund 22115 1777 3424 483 GMO Core Plus Bond Fund 41875 77 GMO Emerging Countries Fund 7035 4112 GMO Asia Fund 2119 2101 GMO Tax-Managed U.S. Equities Fund 0 568 GMO Tax-Managed International Equities Fund 5350 32 GMO Emerging Country Debt Share Fund 2029 1217 GMO Intrinsic Value Fund 1065 0 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 0 GMO Internaional Disciplined Equity Fund 14 0 GMO International Growth Fund 30674 3559 GMO International Core Plus Allocation Fund 0 0 GMO Taiwan Fund 0 0 GMO Short-Duration Collateral Fund 168675 112450 GMO Benchmark-Free Allocation Fund 21235 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges January Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 550536 356766 13853 GMO International Intrinsic Value Fund 205405 166765 1254 GMO Growth Fund 12375 4276 GMO Short-Duration Investment Fund 0 16 450 GMO Value Fund 866 2915 2129 GMO Tobacco-Free Core Fund 0 66322 GMO Small Cap Value Fund 6136 3 17264 100 GMO International Small Companies Fund 129113 1 57887 45 GMO U.S. Sector Fund 0 234 GMO Emerging Markets Fund 489846 12515 365055 107 GMO International Bond Fund 24563 2561 15 7625 GMO Emerging Country Debt Fund 249203 12006 59485 8861 GMO Global Hedged Equity Fund 5245 0 1243 GMO Domestic Bond Fund 40400 60 9393 GMO Currency Hedged International Bond Fund 7639 129258 0 GMO Currency Hedged International Equity Fund 13607 0 106 GMO Global Bond Fund 4000 410 GMO Real Estate Fund 12993 20884 17397 GMO Foreign Fund 122395 40194 GMO Global Balanced Asset Allocation Fund 9354 3181 GMO Small Cap Growth Fund 0 350 GMO International Equity Allocation Fund 41941 656 GMO Global (U.S.+) Equity Allocation Fund 0 531 GMO Inflation Indexed Bond Fund 24897 1225 116669 GMO Core Plus Bond Fund 39349 12 GMO Emerging Countries Fund 8832 6405 GMO Asia Fund 2700 3561 GMO Tax-Managed U.S. Equities Fund 3700 0 GMO Tax-Managed International Equities Fund 112927 0 GMO Emerging Country Debt Share Fund 2882 1730 GMO Intrinsic Value Fund 0 14 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 0 6 GMO Internaional Disciplined Equity Fund 10450 474 GMO International Growth Fund 42278 1061 GMO International Core Plus Allocation Fund 0 0 GMO Taiwan Fund 0 4375 GMO Short-Duration Collateral Fund 274550 38050 GMO Benchmark-Free Allocation Fund 48612 0 GMO U.S. Quality Equity Fund 0 0 Exchanges Exchanges February Purchases In Redemptions Out Fund Name GMO U.S. Core Fund 262194 3398 335391 51700 GMO International Intrinsic Value Fund 144053 13677 118545 19000 GMO Growth Fund 119482 11880 GMO Short-Duration Investment Fund 0 156 GMO Value Fund 359 50 3245 2501 GMO Tobacco-Free Core Fund 250 350 GMO Small Cap Value Fund 5853 53124 13045 GMO International Small Companies Fund 27347 4001 10564 9958 GMO U.S. Sector Fund 89 0 GMO Emerging Markets Fund 354772 286891 15705 GMO International Bond Fund 39280 1257 2 GMO Emerging Country Debt Fund 114476 2279 24716 GMO Global Hedged Equity Fund 6331 0 GMO Domestic Bond Fund 36599 3174 465 GMO Currency Hedged International Bond Fund 55993 434 0 GMO Currency Hedged International Equity Fund 12223 495 0 750 GMO Global Bond Fund 800 0 GMO Real Estate Fund 9435 500 2350 GMO Foreign Fund 774505 655453 GMO Global Balanced Asset Allocation Fund 17650 2549 GMO Small Cap Growth Fund 36 13 GMO International Equity Allocation Fund 20893 2 GMO Global (U.S.+) Equity Allocation Fund 6418 0 GMO Inflation Indexed Bond Fund 13581 230 10368 GMO Core Plus Bond Fund 67485 0 GMO Emerging Countries Fund 7354 3878 GMO Asia Fund 1200 14526 GMO Tax-Managed U.S. Equities Fund 0 0 GMO Tax-Managed International Equities Fund 520 0 GMO Emerging Country Debt Share Fund 953 1072 GMO Intrinsic Value Fund 0 5000 GMO Tax-Managed Small Companies Fund 0 0 GMO Foreign Small Companies Fund 5000 5000 GMO Internaional Disciplined Equity Fund 76372 10912 GMO International Growth Fund 69472 3013 GMO International Core Plus Allocation Fund GMO Taiwan Fund 4457 269 GMO Short-Duration Collateral Fund 257975 87320 GMO Benchmark-Free Allocation Fund 18447 0 GMO U.S. Quality Equity Fund 157300 0