GMO Trust
FYE 2/28/2006
Attachment Filed in Response to Form N-SAR Sub-Item 77P
Monthly Average Assets
Fund Name
		March		April		May
U.S. Core Equity Fund	$	5,212,256,875	$	5,113,165,337	$	5,261,198,134
U.S. Growth Fund		624,868,098		623,118,483		627,982,720
U.S. Value Fund		57,603,263		57,167,258		58,020,969
Short-Duration Investment Fund		29,454,584		29,955,072		29,327,258
International Intrinsic Value Fund		4,303,795,330		4,342,052,130		4,517,752,287
Tobacco-Free Core Fund		360,052,113		346,531,033		350,535,192
International Small Companies Fund		1,429,839,779		1,246,510,085		1,132,416,267
U.S. Small/Mid Cap Value Fund		79,173,398		75,932,591		71,697,453
U.S. Sector Fund		150,110,594		146,175,133		148,164,828
International Bond Fund		439,124,832		457,791,469		463,447,013
U.S. Small/Mid Cap Growth Fund		38,433,995		40,454,768		38,991,506
Emerging Markets Fund		9,469,016,528		9,024,028,673		9,111,701,249
Emerging Country Debt Fund		2,607,565,107		2,562,669,932		2,604,790,093
Alpha Only Fund		191,783,489		260,540,527		360,666,329
Domestic Bond Fund		734,468,487		738,906,102		745,677,317
Currency Hedged International Bond Fund		1,039,932,655		1,112,969,210		1,175,540,356
Inflation Indexed Bond Fund		707,612,896		656,177,212		539,625,130
Currency Hedged International Equity Fund		592,570,443		620,265,428		652,697,303
Global Bond Fund		169,641,128		169,035,931		168,940,519
Real Estate Fund		242,040,311		252,634,168		263,869,338
Foreign Fund		5,626,790,690		5,478,318,896		5,571,777,609
International Equity Allocation Fund		485,181,952		469,558,017		465,999,540
Global (U.S.+) Equity Allocation Fund		333,504,943		326,651,237		328,559,100
Global Balanced Asset Allocation Fund		1,038,552,539		1,077,166,977		1,092,168,928
Core Plus Bond Fund		1,253,891,047		1,344,161,252		1,451,832,852
Emerging Countries Fund		304,846,212		291,054,001		291,692,207
Emerging Markets Quality Fund		195,791,498		217,750,943		268,350,008
Tax-Managed U.S. Equities Fund		80,477,714		77,304,200		84,132,312
Tax-Managed Small/Mid Cap Companies Fund		26,201,435		22,597,930		22,077,872
U.S. Intrinsic Value Fund		110,996,364		107,899,266		109,107,062
U.S. Quality Equity Fund		1,457,460,506		1,491,078,381		1,586,469,958
Tax-Managed International Equities Fund		559,507,059		548,313,200		559,382,408
Emerging Country Debt Share Fund		133,186,399		132,551,791		136,716,680
Foreign Small Companies Fund		989,275,153		964,327,464		946,193,320
International Core Equity		602,657,579		755,599,118		793,371,951
International Growth Equity Fund		1,703,592,161		1,802,042,685		1,931,521,955
Short-Duration Collateral Fund		3,511,095,835		3,723,276,814		3,905,615,646
Taiwan Fund		227,967,402		215,470,275		219,500,403
Benchmark-Free Allocation		1,058,157,415		1,049,047,495		1,055,228,146
Special Purpose Holding Fund		8,581,675		5,929,787		5,522,505
Global Growth Fund		60,919,284		63,121,735		63,189,844
World Opportunity Overlay Fund		596,476,353		631,757,080		665,760,999
Alternative Asset SPC Ltd.		0		25,062,602		25,455,322
Alternative Asset Opportunity Fund		0		100,088,258		102,733,807
Strategic Balanced Allocation Fund		0		0		5,246,850
Total		48,844,455,121		48,796,209,945		50,010,648,546
Fund Name		June		July		August
U.S. Core Fund	$	5,469,486,418	$	5,573,652,764	$	5,709,380,770
U.S. Growth Fund		648,523,235		653,581,571		643,892,824
U.S. Value Fund		54,370,560		33,868,819		32,671,188
Short-Duration Investment Fund		29,199,534		29,321,792		29,382,946
International Intrinsic Value Fund		4,657,351,477		4,759,431,607		4,998,429,413
Tobacco-Free Core Fund		359,520,100		367,386,459		362,984,965
International Small Companies Fund		1,124,471,793		1,118,398,218		1,157,967,152
U.S. Small/Mid Cap Value Fund		74,666,753		67,515,277		60,979,461
U.S. Sector Fund		152,356,396		148,585,340		146,476,302
International Bond Fund		463,726,499		477,915,193		487,047,729
U.S. Small/Mid Cap Growth Fund		40,719,289		38,246,989		37,235,633
Emerging Markets Fund		9,430,757,519		9,815,955,681		10,248,067,502
Emerging Country Debt Fund		2,659,804,679		2,689,286,171		2,710,335,383
Alpha Only Fund		470,136,062		519,731,926		542,466,306
Domestic Bond Fund		713,235,156		456,238,569		456,562,096
Currency Hedged International Bond Fund		1,217,435,831		1,231,260,185		1,231,520,296
Inflation Indexed Bond Fund		387,050,753		373,868,492		406,774,044
Currency Hedged International Equity Fund		682,160,939		711,230,165		735,726,126
Global Bond Fund		168,022,415		165,794,574		167,171,003
Real Estate Fund		234,068,974		244,443,958		240,337,932
Developed World Stock Fund		0		0		77,491,140
Foreign Fund		5,719,194,631		5,799,494,784		6,113,001,376
International Equity Allocation Fund		502,427,776		560,088,138		581,618,250
Global (U.S.+) Equity Allocation Fund		314,599,039		295,533,314		302,743,349
Global Balanced Asset Allocation Fund		1,156,916,567		1,197,720,956		1,234,833,884
Core Plus Bond Fund		1,593,011,386		1,824,252,402		1,881,940,514
Emerging Countries Fund		301,758,578		314,180,100		332,897,167
Emerging Markets Quality Fund		296,106,445		330,586,535		369,794,685
Tax-Managed U.S. Equities Fund		87,911,198		89,749,440		90,226,129
Tax-Managed Small/Mid Cap Companies Fund		23,370,827		24,422,171		24,258,761
U.S. Intrinsic Value Fund		112,209,872		113,230,914		112,060,679
U.S. Quality Equity Fund		1,702,950,629		1,881,165,306		1,923,456,784
Tax-Managed International Equities Fund		581,411,914		590,647,502		629,342,645
Emerging Country Debt Share Fund		144,544,777		150,726,297		156,047,446
Foreign Small Companies Fund		961,750,607		969,550,254		1,007,705,742
International Core Equity		832,359,572		863,219,452		1,044,016,801
International Growth Equity Fund		2,078,433,696		2,222,979,321		2,389,002,807
Short-Duration Collateral Fund		3,921,603,691		3,947,294,482		3,944,362,186
Taiwan Fund		248,453,399		251,114,815		263,846,903
Benchmark-Free Allocation		1,077,639,395		1,091,301,060		1,104,646,078
Special Purpose Holding Fund		5,594,015		7,841,484		8,390,628
Global Growth Fund		64,861,786		66,032,606		67,644,345
World Opportunity Overlay Fund		824,919,019		884,360,938		896,868,236
Alternative Asset SPC Ltd.		34,142,368		36,897,039		41,375,766
Alternative Asset Opportunity Fund		134,429,876		143,193,355		147,914,578
Strategic Balanced Allocation Fund		12,953,830		61,655,124		76,662,010
World Opportunities Equity Allocation Fund		37,544,248		58,449,357		68,821,240
Total		51,808,163,522		53,251,400,896		55,296,379,199
Fund Name		September		October		November
Core Fund	$	15,244,103	$	14,703,802	$	15,200,813
Growth Fund		14,893,491		14,590,101		15,174,474
Value Fund		1,620,779		1,578,855		1,632,124
Short-Duration Investment Fund		29,274,671		29,037,492		29,074,272
International Intrinsic Value Fund		5,214,642,445		5,335,630,493		5,570,766,373
Tobacco-Free Core Fund		363,854,165		353,247,431		364,838,490
International Small Companies Fund		1,171,756,178		1,119,969,269		1,087,051,557
Small/Mid Cap Value Fund		2,913,697		2,821,919		2,927,179
U.S. Sector Fund		144,570,057		139,007,471		148,923,829
International Bond Fund		483,958,955		448,684,064		439,251,191
Small/Mid Cap Growth Fund		1,712,753		1,677,572		1,758,877
Emerging Markets Fund		10,670,832,094		10,514,637,879		11,002,194,432
Emerging Country Debt Fund		2,728,068,691		2,710,510,220		2,705,674,348
Alpha Only Fund		923,884,338		1,380,363,175		1,254,179,797
Domestic Bond Fund		460,412,417		466,414,939		465,380,551
Currency Hedged International Bond Fund		1,015,864,801		1,014,314,656		946,125,929
Inflation Indexed Bond Fund		442,995,555		444,658,617		489,284,534
Currency Hedged International Equity Fund		594,856,433		628,314,267		641,599,477
Global Bond Fund		169,018,782		166,625,018		164,436,221
Real Estate Fund		247,407,391		231,656,052		239,602,929
Developed World Stock Fund		204,827,863		212,996,122		226,671,218
Foreign Fund		6,275,131,485		6,126,276,484		6,246,579,411
International Equity Allocation Fund		603,420,476		590,262,434		600,933,653
Global (U.S.+) Equity Allocation Fund		306,968,598		298,095,263		306,048,407
Global Balanced Asset Allocation Fund		1,274,627,823		1,535,536,513		1,618,954,651
Core Plus Bond Fund		2,015,037,760		2,204,931,987		2,384,257,162
Emerging Countries Fund		351,068,947		350,165,250		366,089,575
Emerging Markets Quality Fund		409,595,442		443,532,267		480,618,985
Tax-Managed U.S. Equities Fund		90,580,117		88,143,603		91,320,808
Tax-Managed Small/Mid Cap Companies Fund		24,238,288		23,523,229		24,523,995
Intrinsic Value Fund		5,487,615		5,335,442		5,520,843
U.S. Quality Equity Fund		2,136,837,218		2,207,521,584		2,566,702,765
Tax-Managed International Equities Fund		666,624,366		682,076,725		697,287,924
Emerging Country Debt Share Fund		161,506,833		162,837,957		157,762,691
Foreign Small Companies Fund		1,034,041,884		1,011,053,382		1,027,675,964
International Disciplined Equity		15,065,334		14,765,140		15,006,545
International Growth Fund		15,092,697		14,658,843		14,854,183
Short-Duration Collateral Fund		3,866,792,051		4,005,584,683		4,107,104,593
Taiwan Fund		262,268,778		256,141,645		266,823,139
Benchmark-Free Allocation Fund		1,134,183,100		1,125,439,752		1,143,161,073
Special Purpose Holding Fund		5,822,542		5,812,947		5,809,926
Global Growth Fund		69,110,800		66,913,453		68,424,825
World Opportunity Overlay Fund		885,232,175		918,541,882		937,682,067
Alternative Asset SPC Ltd.		46,663,373		47,635,916		43,054,071
Alternative Asset Opportunity Fund		154,431,438		166,708,721		162,997,586
Strategic Balanced Allocation Fund		147,761,502		252,978,336		276,467,401
World Opportunities Equity Allocation Fund		160,293,067		165,096,911		168,842,539
U.S. Core Equity Fund		5,851,244,465		5,867,051,711		6,059,357,838
U.S. Growth Fund		636,362,199		548,635,221		580,652,073
U.S. Intrinsic Value Fund		107,508,506		89,030,041		91,516,766
U.S. Small/Mid Cap Growth Fund		35,511,582		33,088,669		34,340,726
U.S. Small/Mid Cap Value Fund		60,829,435		56,607,966		57,392,402
U.S. Value Fund		33,339,211		31,194,205		48,593,743
International Core Equity Fund		1,232,595,262		1,249,879,433		1,518,698,596
International Growth Equity Fund		2,511,823,602		2,610,031,221		2,647,999,292
Total		57,489,707,629		58,486,528,229		60,634,804,830
Fund Name		December		January		February
Core Fund	$	15,559,704	$	15,737,151	$	15,738,217
Growth Fund		15,621,133		15,708,276		15,572,784
Value Fund		1,658,894		1,678,277		1,673,889
Short-Duration Investment Fund		29,343,755		29,351,995		29,409,412
International Intrinsic Value Fund		5,965,056,538		6,238,907,023		6,464,665,885
Tobacco-Free Core Fund		367,060,794		372,063,967		373,273,442
International Small Companies Fund		1,080,996,266		1,071,544,949		1,010,385,063
Small/Mid Cap Value Fund		3,007,529		3,072,013		3,091,619
U.S. Sector Fund		162,307,850		167,361,235		175,199,292
International Bond Fund		440,468,965		437,750,821		427,309,477
Small/Mid Cap Growth Fund		1,809,520		1,866,790		1,899,566
Emerging Markets Fund		11,668,108,301		12,581,848,381		12,559,285,113
Emerging Country Debt Fund		2,706,311,889		2,752,873,256		2,793,878,581
Alpha Only Fund		1,245,951,697		1,276,469,078		1,410,486,943
Domestic Bond Fund		478,053,682		498,379,452		489,493,420
Currency Hedged International Bond Fund		953,281,553		972,125,982		954,727,851
Inflation Indexed Bond Fund		548,176,578		616,857,837		696,623,020
Currency Hedged International Equity Fund		675,119,744		709,959,684		721,594,122
Global Bond Fund		168,287,165		169,668,675		167,427,084
Real Estate Fund		213,026,961		143,278,457		44,081,846
Developed World Stock Fund		259,585,419		310,100,301		313,588,318
Foreign Fund		6,533,854,517		6,827,334,225		6,954,995,959
International Equity Allocation Fund		628,214,088		651,065,507		656,108,959
Global (U.S.+) Equity Allocation Fund		314,594,400		320,266,757		323,740,689
Global Balanced Asset Allocation Fund		1,692,934,098		1,740,160,817		1,771,967,010
Core Plus Bond Fund		2,540,572,854		2,686,010,945		2,763,384,801
Emerging Countries Fund		394,676,364		426,993,806		419,887,362
Emerging Markets Quality Fund		543,999,865		580,731,627		588,737,673
Tax-Managed U.S. Equities Fund		93,208,092		105,684,986		120,937,935
Tax-Managed Small/Mid Cap Companies Fund		25,042,091		25,164,076		32,424,456
Intrinsic Value Fund		5,652,799		5,760,837		5,780,078
U.S. Quality Equity Fund		2,730,068,422		2,929,212,848		3,065,630,081
Tax-Managed International Equities Fund		731,194,755		781,975,521		826,559,923
Emerging Country Debt Share Fund		162,778,857		171,619,181		182,198,660
Foreign Small Companies Fund		1,081,607,798		1,150,017,715		1,127,367,008
International Disciplined Equity		15,732,552		16,418,324		16,624,498
International Growth Fund		15,506,896		16,205,487		16,232,933
Short- Duration Collateral Fund		4,238,278,108		4,450,985,769		4,485,438,738
Taiwan Fund		290,365,728		311,408,109		299,510,511
Benchmark-Free Allocation Fund		1,177,864,451		1,211,192,619		1,203,606,596
Special Purpose Holding Fund		14,961,945		5,430,867		4,804,673
Global Growth Fund		70,892,429		67,857,409		51,819,698
World Opportunity Overlay Fund		971,125,675		1,006,904,695		1,016,709,258
Alternative Asset SPC Ltd.		48,032,291		45,872,294		47,089,577
Alternative Asset Opportunity Fund		174,160,590		182,999,820		182,664,857
Strategic Balanced Allocation Fund		301,366,847		304,970,612		351,959,338
World Opportunities Equity Allocation Fund		183,881,319		240,222,244		345,802,769
U.S. Core Equity Fund		6,144,075,792		6,243,900,876		6,250,827,862
U.S. Growth Fund		599,752,377		597,881,799		595,849,856
U.S. Intrinsic Value Fund		94,851,752		97,129,896		97,368,841
U.S. Small/Mid Cap Growth Fund		35,406,384		35,812,761		29,884,215
U.S. Small/Mid Cap Value Fund		59,096,972		59,498,159		53,292,414
U.S. Value Fund		52,830,443		52,362,723		50,098,630
International Core Equity Fund		1,760,872,383		1,941,107,280		1,960,247,724
International Growth Equity Fund		2,808,692,239		2,956,949,573		3,067,648,615
Total		63,534,940,113		66,633,713,766		67,636,607,139