-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: keymaster@town.hall.org Originator-Key-Asymmetric: MFkwCgYEVQgBAQICAgADSwAwSAJBALeWW4xDV4i7+b6+UyPn5RtObb1cJ7VkACDq pKb9/DClgTKIm08lCfoilvi9Wl4SODbR1+1waHhiGmeZO8OdgLUCAwEAAQ== MIC-Info: RSA-MD5,RSA, K95UY+jtP7vveZgbDk1KcTEM0cftv6aMDzNJ3DbMaaRHlmZQcwEAxOmTNWN5Z1fW 4iAsq6lJNJ3Mam5KJ0m1gA== 0000897436-94-000029.txt : 19941031 0000897436-94-000029.hdr.sgml : 19941031 ACCESSION NUMBER: 0000897436-94-000029 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 19 CONFORMED PERIOD OF REPORT: 19940831 FILED AS OF DATE: 19941028 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 STANDARD INDUSTRIAL CLASSIFICATION: 0000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-04347 FILM NUMBER: 94555783 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173307500 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 NSAR-A 1 N-SAR (3.0.A) PAGE 1 000 A000000 08/31/94 000 C000000 0000772129 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 3.0.a 000 J000000 A 001 A000000 GMO TRUST 001 B000000 811-4347 001 C000000 6173307500 002 A000000 40 ROWES WHARF 002 B000000 BOSTON 002 C000000 MA 002 D010000 02110 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 18 007 C010100 1 007 C020100 GMO CORE FUND 007 C030100 N 007 C010200 2 007 C010300 3 007 C020300 GMO INTERNATIONAL CORE FUND 007 C030300 N 007 C010400 4 007 C020400 GMO GROWTH ALLOCATION FUND 007 C030400 N 007 C010500 5 007 C020500 PELICAN FUND 007 C030500 N 007 C010600 6 007 C020600 GMO SHORT-TERM INCOME FUND 007 C030600 N 007 C010700 7 007 C020700 GMO JAPAN FUND 007 C030700 N 007 C010800 8 007 C020800 GMO VALUE ALLOCATION FUND 007 C030800 N 007 C010900 9 007 C020900 GMO TOBACCO-FREE CORE FUND 007 C030900 N 007 C011000 10 007 C021000 GMO FUNDAMENTAL VALUE FUND 007 C031000 N 007 C011100 11 PAGE 2 007 C021100 GMO CORE II SECONDARIES FUND 007 C031100 N 007 C011200 12 007 C021200 GMO BOND ALLOCATION FUND 007 C031200 N 007 C011300 13 007 C021300 GMO INTERNATIONAL SMALL COMPANIES FUND 007 C031300 N 007 C011400 14 007 C021400 GMO U.S. SECTOR ALLOCATION FUND 007 C031400 N 007 C011500 15 007 C021500 GMO EMERGING MARKETS FUND 007 C031500 N 007 C011600 16 007 C021600 GMO INTERNATIONAL BOND FUND 007 C031600 N 007 C011700 17 007 C021700 GMO EMERGING COUNTRY DEBT FUND 007 C031700 N 007 C011800 18 007 C021800 GMO GLOBAL HEDGED EQUITY FUND 007 C031800 N 007 C011900 19 007 C021900 GMO DOMESTIC BOND FUND 007 C031900 N 007 C012000 20 007 C012100 21 007 C012200 22 007 C012300 23 007 C012400 24 007 C012500 25 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 007 C013100 31 007 C013200 32 007 C013300 33 007 C013400 34 007 C013500 35 007 C013600 36 007 C013700 37 007 C013800 38 007 C013900 39 007 C014000 40 013 A00AA01 PRICE WATERHOUSE 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 PAGE 3 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 18 019 C00AA00 GMOMUTUALF 020 A000001 SALOMON BROTHERS 020 B000001 13-2655998 020 C000001 1796 020 A000002 BEAR STEARNS 020 B000002 13-4946705 020 C000002 1138 020 A000003 UBS SECURITIES 020 C000003 907 020 A000004 MORGAN STANLEY 020 B000004 13-2655998 020 C000004 806 020 A000005 INSTINET 020 C000005 652 020 A000006 CARR (WI) AND SONS 020 C000006 486 020 A000007 MERRILL LYNCH 020 C000007 297 020 A000008 BZW LTD 020 C000008 205 020 A000009 BARING SECURITIES 020 C000009 193 020 A000010 ARGOS FIN JP 020 C000010 158 021 000000 8304 022 A000001 INVESTORS BANK & TRUST CO. (DIRECT ISSUE) 022 B000001 04-2447211 022 C000001 48523616 022 D000001 186999 022 A000002 BROWN BROTHERS HARRIMAN & CO. (DIRECT ISSUE) 022 C000002 10808580 022 D000002 287931 022 A000003 PRUDENTIAL SECURITIES 022 B000003 22-2347336 022 C000003 2525697 022 D000003 123 022 A000004 GOLDMAN SACHS 022 B000004 13-5108880 022 C000004 554855 022 D000004 856419 022 A000005 BEAR STEARNS 022 B000005 13-4946705 022 C000005 419801 022 D000005 607944 022 A000006 PARIBAS CORP 022 C000006 650069 022 D000006 68836 022 A000007 SWISS BANC CORP PAGE 4 022 C000007 574362 022 D000007 86498 022 A000008 STATE STREET BANK (DIRECT ISSUE) 022 C000008 618105 022 D000008 0 022 A000009 UBS SECURITIES 022 C000009 318313 022 D000009 276516 022 A000010 BARCLAY'S BANK 022 C000010 402061 022 D000010 103348 023 C000000 68402390 023 D000000 18696315 024 00AA00 N 026 A000000 N 026 B000000 Y 026 C000000 N 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 029 00AA00 N 030 A00AA00 0 030 B00AA00 0.00 030 C00AA00 0.00 034 00AA00 N 035 00AA00 0 036 B00AA00 0 049 00AA00 N 050 00AA00 N 051 00AA00 N 052 00AA00 N 053 A00AA00 Y 053 B00AA00 Y 053 C00AA00 N 054 A00AA00 Y 054 B00AA00 Y 054 C00AA00 Y 054 D00AA00 N 054 E00AA00 N 054 F00AA00 N 054 G00AA00 Y 054 H00AA00 Y 054 I00AA00 N 054 J00AA00 Y 054 K00AA00 Y 054 L00AA00 Y 054 M00AA00 Y PAGE 5 054 N00AA00 Y 054 O00AA00 Y 055 A00AA00 N 055 B00AA00 N 056 00AA00 Y 057 00AA00 N 077 A000000 Y 077 Q010000 Y 078 000000 N 080 A00AA00 CHUBB GROUP OF INSURANCE COMPANIES 080 B00AA00 FEDERAL INSURANCE COMPANY 080 C00AA00 10000 081 A00AA00 Y 081 B00AA00 16 082 A00AA00 Y 082 B00AA00 100 083 A00AA00 N 083 B00AA00 0 084 A00AA00 N 084 B00AA00 0 085 A00AA00 Y 085 B00AA00 N 008 A000101 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000101 A 008 C000101 801-6003 008 D010101 BOSTON 008 D020101 MA 008 D030101 02110 012 A000101 INVESTORS BANK & TRUST COMPANY 012 B000101 85-xxxxxxx 012 C010101 BOSTON 012 C020101 MA 012 C030101 02111 015 A000101 INVESTORS BANK & TRUST COMPANY 015 B000101 C 015 C010101 BOSTON 015 C020101 MA 015 C030101 02111 015 E010101 X 028 A010100 22909 028 A020100 0 028 A030100 0 028 A040100 18237 028 B010100 106305 028 B020100 4673 028 B030100 0 028 B040100 51776 028 C010100 40727 028 C020100 0 028 C030100 0 028 C040100 16662 PAGE 6 028 D010100 23879 028 D020100 0 028 D030100 0 028 D040100 162550 028 E010100 21951 028 E020100 30836 028 E030100 0 028 E040100 9774 028 F010100 101217 028 F020100 0 028 F030100 0 028 F040100 7863 028 G010100 316988 028 G020100 35509 028 G030100 0 028 G040100 266862 028 H000100 0 037 000100 N 038 000100 0 039 000100 N 040 000100 N 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.525 048 A010100 0 048 A020100 0.000 048 B010100 0 048 B020100 0.000 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 058 A000100 N 059 000100 Y 060 A000100 Y 060 B000100 Y PAGE 7 061 000100 1000000 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 N 066 F000100 N 066 G000100 Y 067 000100 N 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 N 070 B020100 N 070 C010100 N 070 C020100 N 070 D010100 N 070 D020100 N 070 E010100 N 070 E020100 N 070 F010100 Y 070 F020100 Y 070 G010100 N 070 G020100 N 070 H010100 N 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 N 070 J020100 N 070 K010100 Y PAGE 8 070 K020100 N 070 L010100 Y 070 L020100 N 070 M010100 N 070 M020100 N 070 N010100 Y 070 N020100 Y 070 O010100 Y 070 O020100 N 070 P010100 N 070 P020100 N 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 1020145 071 B000100 1009290 071 C000100 1841595 071 D000100 55 072 A000100 6 072 B000100 1329 072 C000100 27402 072 D000100 0 072 E000100 0 072 F000100 5081 072 G000100 0 072 H000100 0 072 I000100 0 072 J000100 154 072 K000100 0 072 L000100 0 072 M000100 5 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 32 072 S000100 34 072 T000100 0 072 U000100 0 072 V000100 0 072 W000100 13 072 X000100 5319 072 Y000100 674 072 Z000100 24086 072AA000100 79368 072BB000100 0 072CC010100 0 072CC020100 37032 072DD010100 22212 072DD020100 0 PAGE 9 072EE000100 22888 073 A010100 0.1850 073 A020100 0.0000 073 B000100 0.1910 073 C000100 0.0000 074 A000100 0 074 B000100 65975 074 C000100 141159 074 D000100 0 074 E000100 0 074 F000100 1908584 074 G000100 0 074 H000100 0 074 I000100 1344 074 J000100 28781 074 K000100 128 074 L000100 69152 074 M000100 0 074 N000100 2215123 074 O000100 33182 074 P000100 904 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 132075 074 S000100 0 074 T000100 2048962 074 U010100 128393 074 U020100 0 074 V010100 15.96 074 V020100 0.00 074 W000100 0.0000 074 X000100 146 074 Y000100 0 075 A000100 0 075 B000100 1919766 076 000100 0.00 008 A000301 GRANTHAM, MAYO, VAN OTTERLOO, & CO. 008 B000301 A 008 C000301 801-6003 008 D010301 BOSTON 008 D020301 MA 008 D030301 02110 012 A000301 INVESTORS BANK & TRUST COMPANY 012 B000301 85-XXXXXXX 012 C010301 BOSTON 012 C020301 MA 012 C030301 02111 015 A000301 BROWN BROTHERS HARRIMAN & CO. 015 B000301 C PAGE 10 015 C010301 BOSTON 015 C020301 MA 015 C030301 02109 015 E010301 X 028 A010300 113457 028 A020300 0 028 A030300 0 028 A040300 84861 028 B010300 213181 028 B020300 0 028 B030300 0 028 B040300 21138 028 C010300 124795 028 C020300 0 028 C030300 0 028 C040300 24804 028 D010300 185507 028 D020300 33247 028 D030300 0 028 D040300 24326 028 E010300 62246 028 E020300 0 028 E030300 0 028 E040300 11674 028 F010300 119677 028 F020300 0 028 F030300 0 028 F040300 82142 028 G010300 818863 028 G020300 33247 028 G030300 0 028 G040300 248945 028 H000300 0 037 000300 N 038 000300 0 039 000300 N 040 000300 N 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.750 048 A010300 0 048 A020300 0.000 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 PAGE 11 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 0 048 K020300 0.000 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 1000000 062 A000300 N 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 066 A000300 Y 066 B000300 N 066 C000300 N 066 D000300 N 066 E000300 N 066 F000300 N 066 G000300 Y 067 000300 N 068 A000300 N 068 B000300 Y 069 000300 N 070 A010300 Y 070 A020300 N 070 B010300 Y 070 B020300 N 070 C010300 N PAGE 12 070 C020300 N 070 D010300 N 070 D020300 N 070 E010300 N 070 E020300 N 070 F010300 Y 070 F020300 N 070 G010300 N 070 G020300 N 070 H010300 N 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 N 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 Y 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 N 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 1116241 071 B000300 597191 071 C000300 2566060 071 D000300 23 072 A000300 6 072 B000300 1093 072 C000300 35784 072 D000300 0 072 E000300 0 072 F000300 9817 072 G000300 0 072 H000300 0 072 I000300 14 072 J000300 1203 072 K000300 0 072 L000300 0 072 M000300 5 072 N000300 18 072 O000300 0 072 P000300 0 PAGE 13 072 Q000300 0 072 R000300 35 072 S000300 36 072 T000300 0 072 U000300 0 072 V000300 0 072 W000300 13 072 X000300 11141 072 Y000300 1960 072 Z000300 27695 072AA000300 122654 072BB000300 0 072CC010300 0 072CC020300 35161 072DD010300 2504 072DD020300 0 072EE000300 33428 073 A010300 0.0230 073 A020300 0.0000 073 B000300 0.3070 073 C000300 0.0000 074 A000300 11348 074 B000300 0 074 C000300 66200 074 D000300 0 074 E000300 0 074 F000300 2891070 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 72957 074 K000300 894 074 L000300 29554 074 M000300 0 074 N000300 3072023 074 O000300 93352 074 P000300 1859 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 7962 074 S000300 0 074 T000300 2968850 074 U010300 113152 074 U020300 0 074 V010300 26.24 074 V020300 0.00 074 W000300 0.0000 074 X000300 361 074 Y000300 0 PAGE 14 075 A000300 0 075 B000300 2592780 076 000300 0.00 008 A000401 GRANTHAM, MAYO, VAN OTTERLOO, & CO. 008 B000401 A 008 C000401 801-6003 008 D010401 BOSTON 008 D020401 MA 008 D030401 02110 012 A000401 INVESTORS BANK & TRUST COMPANY 012 B000401 85-XXXXXXX 012 C010401 BOSTON 012 C020401 MA 012 C030401 02111 015 A000401 INVESTORS BANK & TRUST COMPANY 015 B000401 C 015 C010401 BOSTON 015 C020401 MA 015 C030401 02111 015 E010401 X 028 A010400 0 028 A020400 0 028 A030400 0 028 A040400 250 028 B010400 0 028 B020400 302 028 B030400 0 028 B040400 5083 028 C010400 0 028 C020400 0 028 C030400 0 028 C040400 2170 028 D010400 0 028 D020400 0 028 D030400 0 028 D040400 0 028 E010400 0 028 E020400 661 028 E030400 0 028 E040400 535 028 F010400 0 028 F020400 0 028 F030400 0 028 F040400 33055 028 G010400 0 028 G020400 963 028 G030400 0 028 G040400 41094 028 H000400 0 037 000400 N 038 000400 0 PAGE 15 039 000400 N 040 000400 N 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.500 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 058 A000400 N 059 000400 Y 060 A000400 N 060 B000400 N 061 000400 1000000 062 A000400 N 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.0 PAGE 16 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 Y 066 E000400 N 066 F000400 N 066 G000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 Y 070 B010400 N 070 B020400 N 070 C010400 N 070 C020400 N 070 D010400 N 070 D020400 N 070 E010400 N 070 E020400 N 070 F010400 Y 070 F020400 Y 070 G010400 N 070 G020400 N 070 H010400 N 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 N 070 J020400 N 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 N 070 M010400 N 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 N 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 126921 071 B000400 148438 071 C000400 207332 071 D000400 61 PAGE 17 072 A000400 6 072 B000400 178 072 C000400 1950 072 D000400 0 072 E000400 0 072 F000400 555 072 G000400 0 072 H000400 0 072 I000400 0 072 J000400 19 072 K000400 0 072 L000400 0 072 M000400 1 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 27 072 S000400 3 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 6 072 X000400 607 072 Y000400 74 072 Z000400 1595 072AA000400 2475 072BB000400 0 072CC010400 10586 072CC020400 0 072DD010400 1360 072DD020400 0 072EE000400 269 073 A010400 0.0250 073 A020400 0.0000 073 B000400 0.0050 073 C000400 0.0000 074 A000400 0 074 B000400 2315 074 C000400 24264 074 D000400 0 074 E000400 0 074 F000400 197186 074 G000400 0 074 H000400 0 074 I000400 4770 074 J000400 27181 074 K000400 17 074 L000400 381 074 M000400 0 074 N000400 256114 PAGE 18 074 O000400 667 074 P000400 100 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 51752 074 S000400 0 074 T000400 203595 074 U010400 46314 074 U020400 0 074 V010400 4.40 074 V020400 0.00 074 W000400 0.0000 074 X000400 20 074 Y000400 0 075 A000400 0 075 B000400 220136 076 000400 0.00 008 A000501 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000501 A 008 C000501 801-6003 008 D010501 BOSTON 008 D020501 MA 008 D030501 02110 012 A000501 STATE STREET BANK & TRUST COMPANY 012 B000501 85-xxxxxxx 012 C010501 BOSTON 012 C020501 MA 012 C030501 02110 015 A000501 STATE STREET BANK & TRUST COMPANY 015 B000501 C 015 C010501 BOSTON 015 C020501 M 015 C030501 02110 015 E010501 X 028 A010500 977 028 A020500 0 028 A030500 0 028 A040500 245 028 B010500 1058 028 B020500 372 028 B030500 0 028 B040500 155 028 C010500 2078 028 C020500 0 028 C030500 0 028 C040500 356 028 D010500 2095 028 D020500 0 028 D030500 0 PAGE 19 028 D040500 4117 028 E010500 1261 028 E020500 1148 028 E030500 0 028 E040500 661 028 F010500 764 028 F020500 0 028 F030500 0 028 F040500 825 028 G010500 8233 028 G020500 1520 028 G030500 0 028 G040500 6359 028 H000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 N 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.900 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 0 048 K020500 0.000 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 5000 062 A000500 N 062 B000500 0.0 PAGE 20 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 066 A000500 Y 066 B000500 N 066 C000500 Y 066 D000500 N 066 E000500 N 066 F000500 N 066 G000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 Y 070 B010500 Y 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 N 070 F020500 N 070 G010500 N 070 G020500 N 070 H010500 N 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 N 070 J020500 N 070 K010500 N 070 K020500 N 070 L010500 Y 070 L020500 Y PAGE 21 070 M010500 Y 070 M020500 N 070 N010500 N 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 N 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 32167 071 B000500 23432 071 C000500 95268 071 D000500 25 072 A000500 6 072 B000500 525 072 C000500 1291 072 D000500 0 072 E000500 0 072 F000500 454 072 G000500 0 072 H000500 0 072 I000500 0 072 J000500 78 072 K000500 0 072 L000500 0 072 M000500 0 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 25 072 S000500 4 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 2 072 X000500 563 072 Y000500 8 072 Z000500 1261 072AA000500 2893 072BB000500 0 072CC010500 18 072CC020500 0 072DD010500 765 072DD020500 0 072EE000500 868 073 A010500 0.0900 073 A020500 0.0000 PAGE 22 073 B000500 0.1000 073 C000500 0.0000 074 A000500 3 074 B000500 0 074 C000500 2035 074 D000500 10662 074 E000500 0 074 F000500 94544 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 1136 074 K000500 0 074 L000500 483 074 M000500 0 074 N000500 108863 074 O000500 1649 074 P000500 44 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 72 074 S000500 0 074 T000500 107098 074 U010500 8670 074 U020500 0 074 V010500 12.35 074 V020500 0.00 074 W000500 0.0000 074 X000500 471 074 Y000500 0 075 A000500 0 075 B000500 100156 076 000500 0.00 008 A000601 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000601 A 008 C000601 801-6003 008 D010601 BOSTON 008 D020601 MA 008 D030601 02110 012 A000601 INVESTORS BANK & TRUST COMPANY 012 B000601 85-XXXXXXX 012 C010601 BOSTON 012 C020601 MA 012 C030601 02111 015 A000601 INVESTORS BANK & TRUST COMPANY 015 B000601 C 015 C010601 BOSTON 015 C020601 MA 015 C030601 02111 PAGE 23 015 E010601 X 028 A010600 0 028 A020600 0 028 A030600 0 028 A040600 0 028 B010600 1291 028 B020600 50 028 B030600 0 028 B040600 1487 028 C010600 9552 028 C020600 0 028 C030600 0 028 C040600 1507 028 D010600 120 028 D020600 0 028 D030600 0 028 D040600 0 028 E010600 0 028 E020600 144 028 E030600 0 028 E040600 0 028 F010600 14200 028 F020600 0 028 F030600 0 028 F040600 10869 028 G010600 25163 028 G020600 194 028 G030600 0 028 G040600 13863 028 H000600 0 037 000600 N 038 000600 0 039 000600 N 040 000600 N 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.250 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 PAGE 24 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 048 K010600 0 048 K020600 0.000 058 A000600 N 059 000600 Y 060 A000600 N 060 B000600 N 061 000600 1000000 062 A000600 Y 062 B000600 40.4 062 C000600 0.0 062 D000600 8.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 45.8 062 N000600 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 5.1 062 R000600 0.0 063 A000600 0 063 B000600 1.1 064 A000600 N 064 B000600 N 066 A000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 Y 070 B010600 N 070 B020600 N 070 C010600 N 070 C020600 N 070 D010600 N 070 D020600 N 070 E010600 N 070 E020600 N PAGE 25 070 F010600 N 070 F020600 N 070 G010600 N 070 G020600 N 070 H010600 N 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 N 070 J020600 N 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 N 070 M010600 N 070 M020600 N 070 N010600 Y 070 N020600 Y 070 O010600 Y 070 O020600 N 070 P010600 N 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 12378 071 B000600 3035 071 C000600 3750 071 D000600 81 072 A000600 6 072 B000600 323 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 18 072 G000600 0 072 H000600 0 072 I000600 0 072 J000600 2 072 K000600 0 072 L000600 0 072 M000600 0 072 N000600 1 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 10 072 S000600 0 072 T000600 0 072 U000600 0 PAGE 26 072 V000600 0 072 W000600 0 072 X000600 31 072 Y000600 13 072 Z000600 305 072AA000600 5 072BB000600 0 072CC010600 0 072CC020600 45 072DD010600 217 072DD020600 0 072EE000600 0 073 A010600 0.1900 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 074 B000600 1581 074 C000600 7918 074 D000600 9999 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 3 074 L000600 152 074 M000600 0 074 N000600 19653 074 O000600 0 074 P000600 5 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 12 074 S000600 0 074 T000600 19636 074 U010600 2015 074 U020600 0 074 V010600 9.74 074 V020600 0.00 074 W000600 0.0000 074 X000600 12 074 Y000600 0 075 A000600 0 075 B000600 14233 076 000600 0.00 008 A000701 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000701 A PAGE 27 008 C000701 801-6003 008 D010701 BOSTON 008 D020701 MA 008 D030701 02110 012 A000701 INVESTORS BANK & TRUST COMPANY 012 B000701 85-XXXXXXX 012 C010701 BOSTON 012 C020701 MA 012 C030701 02111 015 A000701 BROWN BROTHERS HARRIMAN & CO. 015 B000701 C 015 C010701 BOSTON 015 C020701 MA 015 C030701 02109 015 E010701 X 028 A010700 40000 028 A020700 0 028 A030700 0 028 A040700 0 028 B010700 0 028 B020700 0 028 B030700 0 028 B040700 12 028 C010700 39494 028 C020700 0 028 C030700 0 028 C040700 0 028 D010700 0 028 D020700 0 028 D030700 0 028 D040700 0 028 E010700 10000 028 E020700 0 028 E030700 0 028 E040700 0 028 F010700 0 028 F020700 0 028 F030700 0 028 F040700 0 028 G010700 89494 028 G020700 0 028 G030700 0 028 G040700 12 028 H000700 0 037 000700 Y 038 000700 0 039 000700 N 040 000700 N 045 000700 Y 046 000700 N 047 000700 Y PAGE 28 048 000700 0.750 048 A010700 0 048 A020700 0.000 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 048 J020700 0.000 048 K010700 0 048 K020700 0.000 058 A000700 N 059 000700 Y 060 A000700 N 060 B000700 N 061 000700 1000000 062 A000700 N 062 B000700 0.0 062 C000700 0.0 062 D000700 0.0 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 0.0 062 M000700 0.0 062 N000700 0.0 062 O000700 0.0 062 P000700 0.0 062 Q000700 0.0 062 R000700 0.0 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 N 066 E000700 N PAGE 29 066 F000700 N 066 G000700 Y 067 000700 N 068 A000700 N 068 B000700 Y 069 000700 N 070 A010700 Y 070 A020700 N 070 B010700 Y 070 B020700 N 070 C010700 N 070 C020700 N 070 D010700 N 070 D020700 N 070 E010700 N 070 E020700 N 070 F010700 Y 070 F020700 N 070 G010700 N 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 N 070 I020700 N 070 J010700 N 070 J020700 N 070 K010700 Y 070 K020700 N 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 Y 070 N010700 Y 070 N020700 N 070 O010700 Y 070 O020700 N 070 P010700 N 070 P020700 N 070 Q010700 N 070 Q020700 N 070 R010700 N 070 R020700 N 071 A000700 79499 071 B000700 60 071 C000700 516577 071 D000700 0 072 A000700 6 072 B000700 57 072 C000700 2061 072 D000700 0 072 E000700 0 PAGE 30 072 F000700 2009 072 G000700 0 072 H000700 0 072 I000700 14 072 J000700 174 072 K000700 0 072 L000700 0 072 M000700 1 072 N000700 6 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 30 072 S000700 8 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 4 072 X000700 2246 072 Y000700 62 072 Z000700 -65 072AA000700 0 072BB000700 286 072CC010700 28914 072CC020700 0 072DD010700 0 072DD020700 0 072EE000700 0 073 A010700 0.0000 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 074 A000700 14154 074 B000700 0 074 C000700 0 074 D000700 176 074 E000700 0 074 F000700 554161 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 0 074 K000700 53 074 L000700 341 074 M000700 0 074 N000700 568885 074 O000700 0 074 P000700 362 074 Q000700 0 074 R010700 0 074 R020700 0 PAGE 31 074 R030700 0 074 R040700 126 074 S000700 0 074 T000700 568397 074 U010700 48397 074 U020700 0 074 V010700 11.74 074 V020700 0.00 074 W000700 0.0000 074 X000700 7 074 Y000700 0 075 A000700 0 075 B000700 531470 076 000700 0.00 008 A000801 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000801 A 008 C000801 801-6003 008 D010801 BOSTON 008 D020801 MA 008 D030801 02110 012 A000801 INVESTORS BANK & TRUST COMPANY 012 B000801 85-XXXXXXX 012 C010801 BOSTON 012 C020801 MA 012 C030801 02111 015 A000801 INVESTORS BANK & TRUST COMPANY 015 B000801 C 015 C010801 BOSTON 015 C020801 MA 015 C030801 02111 015 E010801 X 028 A010800 1446 028 A020800 0 028 A030800 0 028 A040800 33871 028 B010800 984 028 B020800 3538 028 B030800 0 028 B040800 58416 028 C010800 4069 028 C020800 0 028 C030800 0 028 C040800 53922 028 D010800 316 028 D020800 0 028 D030800 0 028 D040800 50290 028 E010800 3658 028 E020800 19822 028 E030800 0 028 E040800 25019 PAGE 32 028 F010800 2484 028 F020800 0 028 F030800 0 028 F040800 66122 028 G010800 12957 028 G020800 23360 028 G030800 0 028 G040800 287640 028 H000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 N 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.700 048 A010800 0 048 A020800 0.000 048 B010800 0 048 B020800 0.000 048 C010800 0 048 C020800 0.000 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 048 J020800 0.000 048 K010800 0 048 K020800 0.000 058 A000800 N 059 000800 Y 060 A000800 N 060 B000800 N 061 000800 1000000 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 PAGE 33 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 066 A000800 Y 066 B000800 N 066 C000800 N 066 D000800 N 066 E000800 N 066 F000800 N 066 G000800 Y 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 N 070 B020800 N 070 C010800 N 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 N 070 E020800 N 070 F010800 Y 070 F020800 Y 070 G010800 N 070 G020800 N 070 H010800 N 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 N 070 J020800 N 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 N 070 M010800 N 070 M020800 N 070 N010800 Y 070 N020800 Y 070 O010800 Y PAGE 34 070 O020800 N 070 P010800 N 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 169091 071 B000800 428471 071 C000800 504964 071 D000800 33 072 A000800 6 072 B000800 350 072 C000800 8501 072 D000800 0 072 E000800 0 072 F000800 1875 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 85 072 K000800 0 072 L000800 0 072 M000800 2 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 25 072 S000800 17 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 7 072 X000800 2011 072 Y000800 377 072 Z000800 7217 072AA000800 37781 072BB000800 0 072CC010800 0 072CC020800 39871 072DD010800 10116 072DD020800 0 072EE000800 19165 073 A010800 0.2400 073 A020800 0.0000 073 B000800 0.5320 073 C000800 0.0000 074 A000800 0 074 B000800 14231 074 C000800 13913 PAGE 35 074 D000800 0 074 E000800 0 074 F000800 390594 074 G000800 0 074 H000800 0 074 I000800 2039 074 J000800 38463 074 K000800 57 074 L000800 1614 074 M000800 0 074 N000800 460911 074 O000800 8089 074 P000800 284 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 48484 074 S000800 0 074 T000800 404054 074 U010800 31019 074 U020800 0 074 V010800 13.03 074 V020800 0.00 074 W000800 0.0000 074 X000800 121 074 Y000800 0 075 A000800 0 075 B000800 531323 076 000800 0.00 008 A000901 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000901 A 008 C000901 801-6003 008 D010901 BOSTON 008 D020901 MA 008 D030901 02110 012 A000901 INVESTORS BANK & TRUST COMPANY 012 B000901 85-xxxxxxx 012 C010901 BOSTON 012 C020901 MA 012 C030901 02111 015 A000901 INVESTORS BANK & TRUST COMPANY 015 B000901 C 015 C010901 BOSTON 015 C020901 MA 015 C030901 02111 015 E010901 X 028 A010900 0 028 A020900 0 028 A030900 0 028 A040900 362 PAGE 36 028 B010900 0 028 B020900 332 028 B030900 0 028 B040900 3007 028 C010900 0 028 C020900 0 028 C030900 0 028 C040900 180 028 D010900 0 028 D020900 0 028 D030900 0 028 D040900 0 028 E010900 0 028 E020900 1026 028 E030900 0 028 E040900 0 028 F010900 0 028 F020900 0 028 F030900 0 028 F040900 0 028 G010900 0 028 G020900 1358 028 G030900 0 028 G040900 3549 028 H000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 N 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.500 048 A010900 0 048 A020900 0.000 048 B010900 0 048 B020900 0.000 048 C010900 0 048 C020900 0.000 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 PAGE 37 048 J010900 0 048 J020900 0.000 048 K010900 0 048 K020900 0.000 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 1000000 062 A000900 N 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 062 K000900 0.0 062 L000900 0.0 062 M000900 0.0 062 N000900 0.0 062 O000900 0.0 062 P000900 0.0 062 Q000900 0.0 062 R000900 0.0 066 A000900 Y 066 B000900 N 066 C000900 N 066 D000900 N 066 E000900 N 066 F000900 N 066 G000900 Y 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 Y 070 B010900 N 070 B020900 N 070 C010900 N 070 C020900 N 070 D010900 N 070 D020900 N 070 E010900 N 070 E020900 N 070 F010900 Y 070 F020900 Y 070 G010900 N PAGE 38 070 G020900 N 070 H010900 N 070 H020900 N 070 I010900 N 070 I020900 N 070 J010900 N 070 J020900 N 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 N 070 M010900 N 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 N 070 P010900 N 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 28654 071 B000900 31485 071 C000900 49565 071 D000900 58 072 A000900 6 072 B000900 39 072 C000900 716 072 D000900 0 072 E000900 0 072 F000900 131 072 G000900 0 072 H000900 0 072 I000900 0 072 J000900 33 072 K000900 0 072 L000900 0 072 M000900 0 072 N000900 0 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 24 072 S000900 1 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 1 072 X000900 190 PAGE 39 072 Y000900 64 072 Z000900 629 072AA000900 2390 072BB000900 0 072CC010900 0 072CC020900 1240 072DD010900 665 072DD020900 0 072EE000900 693 073 A010900 0.1400 073 A020900 0.0000 073 B000900 0.1460 073 C000900 0.0000 074 A000900 0 074 B000900 2299 074 C000900 1414 074 D000900 0 074 E000900 0 074 F000900 51375 074 G000900 0 074 H000900 0 074 I000900 187 074 J000900 781 074 K000900 13 074 L000900 187 074 M000900 0 074 N000900 56256 074 O000900 1038 074 P000900 24 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 1119 074 S000900 0 074 T000900 54075 074 U010900 4844 074 U020900 0 074 V010900 11.16 074 V020900 0.00 074 W000900 0.0000 074 X000900 2 074 Y000900 0 075 A000900 0 075 B000900 52139 076 000900 0.00 008 A001001 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001001 A 008 C001001 801-6003 008 D011001 BOSTON 008 D021001 MA PAGE 40 008 D031001 02110 012 A001001 INVESTORS BANK & TRUST COMPANY 012 B001001 85-xxxxxxx 012 C011001 BOSTON 012 C021001 MA 012 C031001 02111 015 A001001 INVESTORS BANK & TRUST COMPANY 015 B001001 C 015 C011001 BOSTON 015 C021001 MA 015 C031001 02111 015 E011001 X 028 A011000 20000 028 A021000 0 028 A031000 0 028 A041000 0 028 B011000 10000 028 B021000 113 028 B031000 0 028 B041000 0 028 C011000 0 028 C021000 0 028 C031000 0 028 C041000 9000 028 D011000 0 028 D021000 0 028 D031000 0 028 D041000 0 028 E011000 0 028 E021000 3159 028 E031000 0 028 E041000 0 028 F011000 91 028 F021000 0 028 F031000 0 028 F041000 0 028 G011000 30091 028 G021000 3272 028 G031000 0 028 G041000 9000 028 H001000 0 037 001000 N 038 001000 0 039 001000 N 040 001000 N 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.750 048 A011000 0 048 A021000 0.000 PAGE 41 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 1000000 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 Y 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N PAGE 42 068 A001000 N 068 B001000 N 069 001000 N 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N 070 D011000 N 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 Y 070 F021000 Y 070 G011000 N 070 G021000 N 070 H011000 N 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 N 070 J021000 N 070 K011000 N 070 K021000 N 070 L011000 Y 070 L021000 N 070 M011000 Y 070 M021000 N 070 N011000 Y 070 N021000 Y 070 O011000 Y 070 O021000 N 070 P011000 N 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 83446 071 B001000 43747 071 C001000 155808 071 D001000 28 072 A001000 6 072 B001000 251 072 C001000 2698 072 D001000 0 072 E001000 0 072 F001000 636 072 G001000 0 072 H001000 0 PAGE 43 072 I001000 0 072 J001000 31 072 K001000 0 072 L001000 0 072 M001000 0 072 N001000 1 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 24 072 S001000 3 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 5 072 X001000 697 072 Y001000 61 072 Z001000 2313 072AA001000 3188 072BB001000 0 072CC011000 2140 072CC021000 0 072DD011000 2085 072DD021000 0 072EE001000 2902 073 A011000 0.1500 073 A021000 0.0000 073 B001000 0.2030 073 C001000 0.0000 074 A001000 0 074 B001000 1294 074 C001000 6274 074 D001000 0 074 E001000 22804 074 F001000 157970 074 G001000 0 074 H001000 0 074 I001000 1080 074 J001000 2677 074 K001000 13 074 L001000 562 074 M001000 0 074 N001000 192674 074 O001000 2466 074 P001000 121 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 6303 074 S001000 0 PAGE 44 074 T001000 183784 074 U011000 14573 074 U021000 0 074 V011000 12.61 074 V021000 0.00 074 W001000 0.0000 074 X001000 10 074 Y001000 0 075 A001000 0 075 B001000 168225 076 001000 0.00 008 A001101 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001101 A 008 C001101 801-6003 008 D011101 BOSTON 008 D021101 MA 008 D031101 02110 012 A001101 INVESTORS BANK & TRUST COMPANY 012 B001101 85-xxxxxxx 012 C011101 BOSTON 012 C021101 MA 012 C031101 02111 015 A001101 INVESTORS BANK & TRUST COMPANY 015 B001101 C 015 C011101 BOSTON 015 C021101 MA 015 C031101 02111 015 E011101 X 028 A011100 9302 028 A021100 0 028 A031100 0 028 A041100 155 028 B011100 7616 028 B021100 434 028 B031100 0 028 B041100 0 028 C011100 2420 028 C021100 0 028 C031100 0 028 C041100 811 028 D011100 1091 028 D021100 0 028 D031100 0 028 D041100 150 028 E011100 8382 028 E021100 5815 028 E031100 0 028 E041100 0 028 F011100 2605 028 F021100 0 028 F031100 0 PAGE 45 028 F041100 0 028 G011100 31416 028 G021100 6249 028 G031100 0 028 G041100 1116 028 H001100 0 037 001100 Y 038 001100 0 039 001100 N 040 001100 N 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.500 048 A011100 0 048 A021100 0.000 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 0 048 K021100 0.000 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 1000000 062 A001100 N 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 PAGE 46 062 K001100 0.0 062 L001100 0.0 062 M001100 0.0 062 N001100 0.0 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 Y 066 D001100 N 066 E001100 N 066 F001100 N 066 G001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N 070 A011100 Y 070 A021100 Y 070 B011100 N 070 B021100 N 070 C011100 N 070 C021100 N 070 D011100 N 070 D021100 N 070 E011100 N 070 E021100 N 070 F011100 Y 070 F021100 Y 070 G011100 N 070 G021100 N 070 H011100 N 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 N 070 J021100 N 070 K011100 Y 070 K021100 N 070 L011100 Y 070 L021100 N 070 M011100 N 070 M021100 N 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 N 070 P021100 N PAGE 47 070 Q011100 N 070 Q021100 N 070 R011100 N 070 R021100 N 071 A001100 71482 071 B001100 43262 071 C001100 153962 071 D001100 28 072 A001100 6 072 B001100 210 072 C001100 1447 072 D001100 0 072 E001100 0 072 F001100 411 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 39 072 K001100 0 072 L001100 0 072 M001100 0 072 N001100 1 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 25 072 S001100 3 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 2 072 X001100 481 072 Y001100 87 072 Z001100 1262 072AA001100 5185 072BB001100 0 072CC011100 0 072CC021100 3171 072DD011100 1283 072DD021100 0 072EE001100 6061 073 A011100 0.1100 073 A021100 0.0000 073 B001100 0.5060 073 C001100 0.0000 074 A001100 0 074 B001100 8902 074 C001100 15303 074 D001100 0 074 E001100 0 074 F001100 173736 PAGE 48 074 G001100 0 074 H001100 0 074 I001100 2853 074 J001100 0 074 K001100 19 074 L001100 442 074 M001100 0 074 N001100 201255 074 O001100 791 074 P001100 80 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 16616 074 S001100 0 074 T001100 183768 074 U011100 13276 074 U021100 0 074 V011100 13.84 074 V021100 0.00 074 W001100 0.0000 074 X001100 76 074 Y001100 0 075 A001100 0 075 B001100 163040 076 001100 0.00 008 A001201 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001201 A 008 C001201 801-6003 008 D011201 BOSTON 008 D021201 MA 008 D031201 02110 012 A001201 INVESTORS BANK & TRUST COMPANY 012 B001201 85-xxxxxxx 012 C011201 BOSTON 012 C021201 MA 012 C031201 02111 015 A001201 INVESTORS BANK & TRUST COMPANY 015 B001201 C 015 C011201 BOSTON 015 C021201 MA 015 C031201 02111 015 E011201 X 028 A011200 66728 028 A021200 0 028 A031200 0 028 A041200 12675 028 B011200 62020 028 B021200 0 028 B031200 0 PAGE 49 028 B041200 1944 028 C011200 11109 028 C021200 0 028 C031200 0 028 C041200 15 028 D011200 476 028 D021200 0 028 D031200 0 028 D041200 6627 028 E011200 4800 028 E021200 2292 028 E031200 0 028 E041200 841 028 F011200 225 028 F021200 0 028 F031200 0 028 F041200 14014 028 G011200 145358 028 G021200 2292 028 G031200 0 028 G041200 36116 028 H001200 0 037 001200 N 038 001200 0 039 001200 N 040 001200 N 045 001200 Y 046 001200 N 047 001200 Y 048 001200 0.450 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 048 F021200 0.000 048 G011200 0 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 0 PAGE 50 048 K021200 0.000 058 A001200 N 059 001200 Y 060 A001200 N 060 B001200 N 061 001200 1000000 062 A001200 Y 062 B001200 0.0 062 C001200 0.0 062 D001200 9.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 13.6 062 K001200 0.0 062 L001200 0.0 062 M001200 34.9 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 57.8 062 R001200 9.1 063 A001200 0 063 B001200 8.2 064 A001200 N 064 B001200 Y 065 001200 N 066 A001200 N 067 001200 N 068 A001200 N 068 B001200 Y 069 001200 N 070 A011200 Y 070 A021200 Y 070 B011200 Y 070 B021200 N 070 C011200 Y 070 C021200 Y 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 Y 070 H011200 Y 070 H021200 N 070 I011200 N PAGE 51 070 I021200 N 070 J011200 N 070 J021200 N 070 K011200 Y 070 K021200 Y 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 Y 070 N011200 Y 070 N021200 Y 070 O011200 Y 070 O021200 N 070 P011200 N 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 N 070 R021200 N 071 A001200 531145 071 B001200 433816 071 C001200 278957 071 D001200 159 072 A001200 6 072 B001200 13716 072 C001200 0 072 D001200 0 072 E001200 0 072 F001200 895 072 G001200 0 072 H001200 0 072 I001200 0 072 J001200 108 072 K001200 0 072 L001200 0 072 M001200 1 072 N001200 8 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 39 072 S001200 7 072 T001200 0 072 U001200 0 072 V001200 0 072 W001200 3 072 X001200 1061 072 Y001200 364 072 Z001200 13019 072AA001200 0 072BB001200 40358 PAGE 52 072CC011200 0 072CC021200 16674 072DD011200 3923 072DD021200 0 072EE001200 137 073 A011200 0.0860 073 A021200 0.0000 073 B001200 0.0030 073 C001200 0.0000 074 A001200 0 074 B001200 34502 074 C001200 52346 074 D001200 356733 074 E001200 0 074 F001200 0 074 G001200 0 074 H001200 0 074 I001200 34514 074 J001200 0 074 K001200 48 074 L001200 11365 074 M001200 0 074 N001200 489508 074 O001200 7500 074 P001200 160 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 97173 074 S001200 0 074 T001200 384675 074 U011200 44713 074 U021200 0 074 V011200 8.60 074 V021200 0.00 074 W001200 0.0000 074 X001200 146 074 Y001200 0 075 A001200 0 075 B001200 394561 076 001200 0.00 008 A001301 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001301 A 008 C001301 801-6003 008 D011301 BOSTON 008 D021301 MA 008 D031301 02110 012 A001301 INVESTORS BANK & TRUST COMPANY 012 B001301 85-xxxxxxx 012 C011301 BOSTON PAGE 53 012 C021301 MA 012 C031301 02111 015 A001301 BROWN BROTHERS HARRIMAN & CO. 015 B001301 C 015 C011301 BOSTON 015 C021301 MA 015 C031301 02109 015 E011301 X 028 A011300 14698 028 A021300 0 028 A031300 0 028 A041300 2088 028 B011300 16113 028 B021300 0 028 B031300 0 028 B041300 5500 028 C011300 12821 028 C021300 0 028 C031300 0 028 C041300 3551 028 D011300 11550 028 D021300 0 028 D031300 0 028 D041300 45 028 E011300 4494 028 E021300 5134 028 E031300 0 028 E041300 2025 028 F011300 6742 028 F021300 0 028 F031300 0 028 F041300 25 028 G011300 66418 028 G021300 5134 028 G031300 0 028 G041300 13234 028 H001300 0 037 001300 Y 038 001300 42 039 001300 N 040 001300 N 045 001300 Y 046 001300 N 047 001300 Y 048 001300 1.250 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 PAGE 54 048 D011300 0 048 D021300 0.000 048 E011300 0 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 1000000 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 N 066 D001300 N 066 E001300 N 066 F001300 N 066 G001300 Y 067 001300 N 068 A001300 N 068 B001300 Y 069 001300 N 070 A011300 Y PAGE 55 070 A021300 N 070 B011300 Y 070 B021300 N 070 C011300 N 070 C021300 N 070 D011300 N 070 D021300 N 070 E011300 N 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 N 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 N 070 J021300 N 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 N 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 68756 071 B001300 17543 071 C001300 159835 071 D001300 11 072 A001300 6 072 B001300 120 072 C001300 2165 072 D001300 0 072 E001300 0 072 F001300 1031 072 G001300 0 072 H001300 0 072 I001300 14 072 J001300 131 072 K001300 0 072 L001300 0 PAGE 56 072 M001300 0 072 N001300 2 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 28 072 S001300 2 072 T001300 0 072 U001300 0 072 V001300 0 072 W001300 1 072 X001300 1209 072 Y001300 591 072 Z001300 1666 072AA001300 2684 072BB001300 0 072CC011300 280 072CC021300 0 072DD011300 183 072DD021300 0 072EE001300 5326 073 A011300 0.0150 073 A021300 0.0000 073 B001300 0.4360 073 C001300 0.0000 074 A001300 815 074 B001300 0 074 C001300 2200 074 D001300 0 074 E001300 0 074 F001300 185511 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 074 K001300 209 074 L001300 1839 074 M001300 0 074 N001300 190574 074 O001300 26 074 P001300 199 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 267 074 S001300 0 074 T001300 190082 074 U011300 13217 074 U021300 0 074 V011300 14.38 PAGE 57 074 V021300 0.00 074 W001300 0.0000 074 X001300 117 074 Y001300 0 075 A001300 0 075 B001300 163536 076 001300 0.00 008 A001401 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001401 A 008 C001401 801-6003 008 D011401 BOSTON 008 D021401 MA 008 D031401 02110 012 A001401 INVESTORS BANK & TRUST COMPANY 012 B001401 85-xxxxxxx 012 C011401 BOSTON 012 C021401 MA 012 C031401 02111 015 A001401 INVESTORS BANK & TRUST COMPANY 015 B001401 C 015 C011401 BOSTON 015 C021401 MA 015 C031401 02111 015 E011401 X 028 A011400 4052 028 A021400 0 028 A031400 0 028 A041400 13 028 B011400 18240 028 B021400 137 028 B031400 0 028 B041400 0 028 C011400 650 028 C021400 0 028 C031400 0 028 C041400 33 028 D011400 113 028 D021400 0 028 D031400 0 028 D041400 34 028 E011400 0 028 E021400 1667 028 E031400 0 028 E041400 14 028 F011400 293 028 F021400 0 028 F031400 0 028 F041400 3 028 G011400 23348 028 G021400 1804 028 G031400 0 PAGE 58 028 G041400 97 028 H001400 0 037 001400 N 038 001400 0 039 001400 N 040 001400 N 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.490 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 058 A001400 N 059 001400 Y 060 A001400 N 060 B001400 N 061 001400 1000000 062 A001400 N 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 PAGE 59 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 N 066 D001400 N 066 E001400 N 066 F001400 N 066 G001400 Y 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 N 070 B021400 N 070 C011400 N 070 C021400 N 070 D011400 N 070 D021400 N 070 E011400 N 070 E021400 N 070 F011400 Y 070 F021400 Y 070 G011400 N 070 G021400 N 070 H011400 N 070 H021400 N 070 I011400 N 070 I021400 N 070 J011400 N 070 J021400 N 070 K011400 Y 070 K021400 N 070 L011400 Y 070 L021400 N 070 M011400 N 070 M021400 N 070 N011400 Y 070 N021400 Y 070 O011400 Y 070 O021400 N 070 P011400 N 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 N 070 R021400 N PAGE 60 071 A001400 115878 071 B001400 90070 071 C001400 172271 071 D001400 52 072 A001400 6 072 B001400 158 072 C001400 2545 072 D001400 0 072 E001400 0 072 F001400 448 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 30 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 2 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 23 072 S001400 3 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 1 072 X001400 507 072 Y001400 67 072 Z001400 2264 072AA001400 4982 072BB001400 0 072CC011400 263 072CC021400 0 072DD011400 2098 072DD021400 0 072EE001400 3508 073 A011400 0.1300 073 A021400 0.0000 073 B001400 0.2070 073 C001400 0.0000 074 A001400 0 074 B001400 5924 074 C001400 8124 074 D001400 0 074 E001400 0 074 F001400 186511 074 G001400 0 074 H001400 0 074 I001400 1331 074 J001400 2872 PAGE 61 074 K001400 18 074 L001400 660 074 M001400 0 074 N001400 205440 074 O001400 3609 074 P001400 83 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 7762 074 S001400 0 074 T001400 193986 074 U011400 17132 074 U021400 0 074 V011400 11.32 074 V021400 0.00 074 W001400 0.0000 074 X001400 94 074 Y001400 0 075 A001400 0 075 B001400 181563 076 001400 0.00 008 A001501 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001501 A 008 C001501 801-6003 008 D011501 BOSTON 008 D021501 MA 008 D031501 02110 008 A001502 DANCING ELEPHANT LTD 008 B001502 S 008 C001502 801-45369 008 D011502 BERKELY 008 D021502 CA 008 D031502 94704 012 A001501 INVESTORS BANK & TRUST COMPANY 012 B001501 85-xxxxxxx 012 C011501 BOSTON 012 C021501 MA 012 C031501 02111 015 A001501 BROWN BROTHERS HARRIMAN & CO. 015 B001501 C 015 C011501 BOSTON 015 C021501 MA 015 C031501 02109 015 E011501 X 028 A011500 42891 028 A021500 0 028 A031500 0 028 A041500 4 028 B011500 39932 PAGE 62 028 B021500 0 028 B031500 0 028 B041500 0 028 C011500 36371 028 C021500 0 028 C031500 0 028 C041500 1 028 D011500 30259 028 D021500 0 028 D031500 0 028 D041500 242 028 E011500 7428 028 E021500 737 028 E031500 0 028 E041500 1 028 F011500 31867 028 F021500 0 028 F031500 0 028 F041500 34 028 G011500 188748 028 G021500 737 028 G031500 0 028 G041500 282 028 H001500 0 037 001500 N 038 001500 0 045 001500 Y 046 001500 N 047 001500 Y 048 001500 1.000 048 A011500 0 048 A021500 0.000 048 B011500 0 048 B021500 0.000 048 C011500 0 048 C021500 0.000 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 0 PAGE 63 048 K021500 0.000 058 A001500 N 059 001500 Y 060 A001500 N 060 B001500 N 061 001500 1000000 062 A001500 N 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 066 A001500 Y 066 B001500 N 066 C001500 Y 066 D001500 N 066 E001500 N 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 N 070 A011500 Y 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 N 070 C021500 N 070 D011500 N 070 D021500 N 070 E011500 N 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 N 070 G021500 N 070 H011500 Y 070 H021500 N PAGE 64 070 I011500 N 070 I021500 N 070 J011500 Y 070 J021500 Y 070 K011500 Y 070 K021500 N 070 L011500 Y 070 L021500 Y 070 M011500 Y 070 M021500 Y 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 N 070 P011500 N 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 N 070 R021500 N 071 A001500 219755 071 B001500 27385 071 C001500 207448 071 D001500 13 072 A001500 6 072 B001500 593 072 C001500 2894 072 D001500 0 072 E001500 0 072 F001500 1089 072 G001500 0 072 H001500 0 072 I001500 14 072 J001500 394 072 K001500 0 072 L001500 0 072 M001500 0 072 N001500 9 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 25 072 S001500 4 072 T001500 0 072 U001500 0 072 V001500 0 072 W001500 4 072 X001500 1539 072 Y001500 3 072 Z001500 1950 072AA001500 3638 PAGE 65 072BB001500 0 072CC011500 26716 072CC021500 0 072DD011500 136 072DD021500 0 072EE001500 678 073 A011500 0.0100 073 A021500 0.0000 073 B001500 0.0300 073 C001500 0.0000 074 A001500 2499 074 B001500 0 074 C001500 2000 074 D001500 10708 074 E001500 0 074 F001500 321071 074 G001500 0 074 H001500 0 074 I001500 0 074 J001500 0 074 K001500 4 074 L001500 4594 074 M001500 0 074 N001500 340876 074 O001500 5494 074 P001500 269 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 12 074 S001500 0 074 T001500 335101 074 U011500 25871 074 U021500 0 074 V011500 12.95 074 V021500 0.00 074 W001500 0.0000 074 X001500 139 074 Y001500 0 075 A001500 0 075 B001500 214747 076 001500 0.00 008 A001601 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001601 A 008 C001601 801-6003 008 D011601 BOSTON 008 D021601 MA 008 D031601 02110 012 A001601 INVESTORS BANK & TRUST COMPANY 012 B001601 85-xxxxxxx PAGE 66 012 C011601 BOSTON 012 C021601 MA 012 C031601 02111 015 A001601 INVESTORS BANK & TRUST COMPANY 015 B001601 C 015 C011601 BOSTON 015 C021601 MA 015 C031601 02111 015 E011601 X 028 A011600 20515 028 A021600 0 028 A031600 0 028 A041600 0 028 B011600 12652 028 B021600 0 028 B031600 0 028 B041600 1750 028 C011600 7184 028 C021600 0 028 C031600 0 028 C041600 5445 028 D011600 517 028 D021600 0 028 D031600 0 028 D041600 0 028 E011600 2831 028 E021600 193 028 E031600 0 028 E041600 0 028 F011600 13350 028 F021600 0 028 F031600 0 028 F041600 1125 028 G011600 57049 028 G021600 193 028 G031600 0 028 G041600 8320 028 H001600 0 037 001600 N 038 001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.400 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 D011600 0 PAGE 67 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 0 048 K021600 0.000 058 A001600 N 059 001600 Y 060 A001600 N 060 B001600 N 061 001600 1000000 062 A001600 Y 062 B001600 0.0 062 C001600 0.0 062 D001600 13.3 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 5.0 062 K001600 2.4 062 L001600 0.0 062 M001600 7.6 062 N001600 0.0 062 O001600 0.0 062 P001600 1.5 062 Q001600 74.1 062 R001600 0.0 063 A001600 0 063 B001600 9.0 064 A001600 N 064 B001600 Y 065 001600 N 066 A001600 N 067 001600 N 068 A001600 N 068 B001600 Y 069 001600 N 070 A011600 Y 070 A021600 Y 070 B011600 Y PAGE 68 070 B021600 N 070 C011600 Y 070 C021600 Y 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 N 070 F011600 Y 070 F021600 N 070 G011600 Y 070 G021600 Y 070 H011600 Y 070 H021600 N 070 I011600 N 070 I021600 N 070 J011600 N 070 J021600 N 070 K011600 Y 070 K021600 Y 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 Y 070 N011600 Y 070 N021600 Y 070 O011600 Y 070 O021600 N 070 P011600 N 070 P021600 N 070 Q011600 N 070 Q021600 N 070 R011600 N 070 R021600 N 071 A001600 79626 071 B001600 36040 071 C001600 60685 071 D001600 59 072 A001600 6 072 B001600 2569 072 C001600 0 072 D001600 0 072 E001600 0 072 F001600 146 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 49 072 K001600 0 072 L001600 0 072 M001600 0 072 N001600 0 PAGE 69 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 22 072 S001600 2 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 2 072 X001600 221 072 Y001600 75 072 Z001600 2423 072AA001600 3608 072BB001600 0 072CC011600 0 072CC021600 2285 072DD011600 147 072DD021600 0 072EE001600 103 073 A011600 0.0200 073 A021600 0.0000 073 B001600 0.0140 073 C001600 0.0000 074 A001600 234 074 B001600 12166 074 C001600 4586 074 D001600 76435 074 E001600 0 074 F001600 0 074 G001600 0 074 H001600 0 074 I001600 2249 074 J001600 0 074 K001600 18 074 L001600 2439 074 M001600 0 074 N001600 98127 074 O001600 4534 074 P001600 33 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 475 074 R041600 1217 074 S001600 0 074 T001600 91868 074 U011600 8888 074 U021600 0 074 V011600 10.34 074 V021600 0.00 074 W001600 0.0000 PAGE 70 074 X001600 58 074 Y001600 0 075 A001600 0 075 B001600 72432 076 001600 0.00 008 A001701 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001701 A 008 C001701 801-6003 008 D011701 BOSTON 008 D021701 MA 008 D031701 02110 012 A001701 INVESTORS BANK & TRUST CO. 012 B001701 85-xxxxxxx 012 C011701 BOSTON 012 C021701 MA 012 C031701 02111 015 A001701 INVESTORS BANK & TRUST COMPANY 015 B001701 C 015 C011701 BOSTON 015 C021701 MA 015 C031701 02111 015 E011701 X 028 A011700 0 028 A021700 0 028 A031700 0 028 A041700 0 028 B011700 2782 028 B021700 0 028 B031700 0 028 B041700 0 028 C011700 7701 028 C021700 0 028 C031700 0 028 C041700 144 028 D011700 4073 028 D021700 0 028 D031700 0 028 D041700 0 028 E011700 8235 028 E021700 0 028 E031700 0 028 E041700 40 028 F011700 12375 028 F021700 0 028 F031700 0 028 F041700 45 028 G011700 35166 028 G021700 0 028 G031700 0 028 G041700 229 028 H001700 0 PAGE 71 037 001700 N 038 001700 0 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.500 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 C011700 0 048 C021700 0.000 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 0 048 K021700 0.000 058 A001700 N 059 001700 Y 060 A001700 N 060 B001700 N 061 001700 1000000 062 A001700 Y 062 B001700 0.0 062 C001700 0.0 062 D001700 3.3 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 4.5 062 L001700 0.0 062 M001700 10.9 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 66.7 062 R001700 0.0 PAGE 72 063 A001700 0 063 B001700 15.4 066 A001700 N 067 001700 N 068 A001700 N 068 B001700 Y 069 001700 N 070 A011700 Y 070 A021700 Y 070 B011700 Y 070 B021700 N 070 C011700 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 N 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 Y 070 H011700 Y 070 H021700 N 070 I011700 N 070 I021700 N 070 J011700 N 070 J021700 N 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 Y 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 N 070 P021700 N 070 Q011700 N 070 Q021700 N 070 R011700 N 070 R021700 N 071 A001700 43295 071 B001700 15641 071 C001700 12457 071 D001700 126 072 A001700 5 072 B001700 635 072 C001700 0 072 D001700 0 PAGE 73 072 E001700 0 072 F001700 31 072 G001700 0 072 H001700 0 072 I001700 0 072 J001700 20 072 K001700 0 072 L001700 0 072 M001700 0 072 N001700 1 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 12 072 S001700 0 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 1 072 X001700 65 072 Y001700 34 072 Z001700 604 072AA001700 1072 072BB001700 0 072CC011700 57 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 0 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 074 A001700 0 074 B001700 1228 074 C001700 0 074 D001700 28447 074 E001700 0 074 F001700 0 074 G001700 0 074 H001700 0 074 I001700 1634 074 J001700 6886 074 K001700 18 074 L001700 797 074 M001700 0 074 N001700 39010 074 O001700 2270 074 P001700 15 074 Q001700 0 074 R011700 0 PAGE 74 074 R021700 0 074 R031700 41 074 R041700 15 074 S001700 0 074 T001700 36669 074 U011700 3494 074 U021700 0 074 V011700 10.49 074 V021700 0.00 074 W001700 0.0000 074 X001700 29 074 Y001700 0 075 A001700 0 075 B001700 17213 076 001700 0.00 008 A001801 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001801 A 008 C001801 801-6003 008 D011801 BOSTON 008 D021801 MA 008 D031801 02110 012 A001801 INVESTORS BANK & TRUST CO. 012 B001801 85-xxxxxxx 012 C011801 BOSTON 012 C021801 MA 012 C031801 02111 015 A001801 BROWN BROTHERS HARRIMAN & CO. 015 B001801 C 015 C011801 BOSTON 015 C021801 MA 015 C031801 02111 015 E011801 X 028 A011800 0 028 A021800 0 028 A031800 0 028 A041800 0 028 B011800 0 028 B021800 0 028 B031800 0 028 B041800 0 028 C011800 0 028 C021800 0 028 C031800 0 028 C041800 0 028 D011800 0 028 D021800 0 028 D031800 0 028 D041800 0 028 E011800 0 028 E021800 0 028 E031800 0 PAGE 75 028 E041800 0 028 F011800 33177 028 F021800 0 028 F031800 0 028 F041800 0 028 G011800 33177 028 G021800 0 028 G031800 0 028 G041800 0 028 H001800 0 037 001800 Y 038 001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.650 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 0 048 K021800 0.000 058 A001800 N 059 001800 Y 060 A001800 N 060 B001800 N 061 001800 1000000 062 A001800 N 062 B001800 0.0 062 C001800 0.0 062 D001800 0.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 PAGE 76 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 0.0 062 P001800 0.0 062 Q001800 0.0 062 R001800 0.0 066 A001800 Y 066 B001800 N 066 C001800 Y 066 D001800 N 066 E001800 N 066 F001800 N 066 G001800 N 067 001800 N 068 A001800 N 068 B001800 N 069 001800 N 070 A011800 Y 070 A021800 N 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y 070 D021800 N 070 E011800 Y 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 N 070 I021800 N 070 J011800 Y 070 J021800 N 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N PAGE 77 070 P011800 N 070 P021800 N 070 Q011800 N 070 Q021800 N 070 R011800 N 070 R021800 N 071 A001800 55229 071 B001800 7499 071 C001800 47789 071 D001800 16 072 A001800 1 072 B001800 131 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 14 072 G001800 0 072 H001800 0 072 I001800 2 072 J001800 4 072 K001800 0 072 L001800 0 072 M001800 0 072 N001800 1 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 7 072 S001800 0 072 T001800 0 072 U001800 0 072 V001800 0 072 W001800 1 072 X001800 29 072 Y001800 12 072 Z001800 114 072AA001800 0 072BB001800 17 072CC011800 88 072CC021800 0 072DD011800 0 072DD021800 0 072EE001800 0 073 A011800 0.0000 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 3 074 B001800 0 074 C001800 200 074 D001800 25412 PAGE 78 074 E001800 0 074 F001800 22343 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 7545 074 K001800 12 074 L001800 199 074 M001800 0 074 N001800 55708 074 O001800 22317 074 P001800 14 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 15 074 S001800 0 074 T001800 33362 074 U011800 3290 074 U021800 0 074 V011800 10.14 074 V021800 0.00 074 W001800 0.0000 074 X001800 7 074 Y001800 0 075 A001800 0 075 B001800 25489 076 001800 0.00 008 A001901 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001901 A 008 C001901 801-6003 008 D011901 BOSTON 008 D021901 MA 008 D031901 02110 012 A001901 INVESTORS BANK & TRUST CO. 012 B001901 85-xxxxxxx 012 C011901 BOSTON 012 C021901 MA 012 C031901 02111 015 A001901 INVESTORS BANK & TRUST COMPANY 015 B001901 C 015 C011901 BOSTON 015 C021901 MA 015 C031901 02111 015 E011901 X 028 A011900 0 028 A021900 0 028 A031900 0 028 A041900 0 028 B011900 0 PAGE 79 028 B021900 0 028 B031900 0 028 B041900 0 028 C011900 0 028 C021900 0 028 C031900 0 028 C041900 0 028 D011900 0 028 D021900 0 028 D031900 0 028 D041900 0 028 E011900 0 028 E021900 0 028 E031900 0 028 E041900 0 028 F011900 7969 028 F021900 0 028 F031900 0 028 F041900 0 028 G011900 7969 028 G021900 0 028 G031900 0 028 G041900 0 028 H001900 0 037 001900 N 038 001900 0 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.250 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 C011900 0 048 C021900 0.000 048 D011900 0 048 D021900 0.000 048 E011900 0 048 E021900 0.000 048 F011900 0 048 F021900 0.000 048 G011900 0 048 G021900 0.000 048 H011900 0 048 H021900 0.000 048 I011900 0 048 I021900 0.000 048 J011900 0 048 J021900 0.000 048 K011900 0 PAGE 80 048 K021900 0.000 058 A001900 N 059 001900 Y 060 A001900 N 060 B001900 N 061 001900 1000000 062 A001900 Y 062 B001900 0.0 062 C001900 0.0 062 D001900 3.2 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 96.1 062 N001900 0.0 062 O001900 0.0 062 P001900 0.0 062 Q001900 0.0 062 R001900 0.0 063 A001900 0 063 B001900 10.7 066 A001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 Y 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 Y 070 H021900 N 070 I011900 N 070 I021900 N 070 J011900 N 070 J021900 N PAGE 81 070 K011900 Y 070 K021900 N 070 L011900 Y 070 L021900 N 070 M011900 Y 070 M021900 N 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 N 070 P021900 N 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 7671 071 B001900 0 071 C001900 7714 071 D001900 0 072 A001900 1 072 B001900 17 072 C001900 0 072 D001900 0 072 E001900 0 072 F001900 1 072 G001900 0 072 H001900 0 072 I001900 0 072 J001900 1 072 K001900 0 072 L001900 0 072 M001900 0 072 N001900 0 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 2 072 S001900 0 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 1 072 X001900 5 072 Y001900 4 072 Z001900 16 072AA001900 0 072BB001900 0 072CC011900 43 072CC021900 0 072DD011900 0 PAGE 82 072DD021900 0 072EE001900 0 073 A011900 0.0000 073 A021900 0.0000 073 B001900 0.0000 073 C001900 0.0000 074 A001900 0 074 B001900 260 074 C001900 0 074 D001900 7714 074 E001900 0 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 0 074 J001900 0 074 K001900 4 074 L001900 56 074 M001900 0 074 N001900 8034 074 O001900 0 074 P001900 1 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 4 074 S001900 0 074 T001900 8029 074 U011900 797 074 U021900 0 074 V011900 10.07 074 V021900 0.00 074 W001900 0.0000 074 X001900 2 074 Y001900 0 075 A001900 0 075 B001900 7987 076 001900 0.00 074 A003600 0 074 B003600 0 074 C003600 0 074 D003600 0 074 E003600 0 074 F003600 0 074 G003600 0 074 H003600 0 074 I003600 0 074 J003600 0 074 K003600 0 074 L003600 0 PAGE 83 074 M003600 0 074 N003600 0 SIGNATURE KINGSLEY DURANT TITLE TREASURER EX-27 2 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 1 GMO CORE FUND 6-MOS FEB-28-1995 AUG-31-1994 1,914,455,690 2,117,062,255 98,061,019 0 0 2,215,123,274 33,181,929 0 132,979,749 166,161,678 0 1,765,060,539 128,393,265 123,081,167 7,802,346 0 72,333,847 0 203,764,864 2,048,961,596 27,402,464 1,328,508 0 4,645,280 24,085,692 (37,031,870) 66,421,513 0 22,211,669 22,887,672 0 20,479,636 17,557,073 2,389,535 106,956,183 5,928,323 0 0 5,080,779 0 5,319,111 1,919,765,863 15.78 .20 .36 .19 .19 0 15.96 .48 0 0

EX-27 3
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 3 GMO INTERNATIONAL CORE FUND 6-MOS FEB-28-1995 AUG-31-1994 2,527,923,590 2,957,269,892 103,404,838 11,348,340 0 3,072,023,070 93,352,044 0 9,820,621 103,172,665 0 2,393,016,806 113,152,471 89,436,247 32,786,414 0 116,422,569 0 426,624,616 2,968,850,405 35,783,920 1,092,995 0 9,181,646 27,695,269 122,653,571 (35,161,099) 115,187,741 0 2,504,404 33,428,342 0 32,145,463 9,766,612 1,337,373 682,419,715 7,595,549 27,197,340 0 0 9,817,228 0 11,141,254 2,592,779,940 25.26 .23 .78 .02 .31 0 26.24 .70 0 0

EX-27 4
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 4 GMO GROWTH ALLOCATION FUND 6-MOS FEB-28-1995 AUG-31-1994 210,605,600 228,535,064 27,579,057 0 0 256,114,121 667,220 0 51,852,317 52,519,537 0 182,629,942 46,313,917 55,675,281 441,798 0 2,610,553 0 17,912,291 203,594,584 1,949,628 178,467 0 532,710 1,595,385 2,475,121 10,585,884 14,656,390 0 1,360,339 268,630 0 0 9,605,594 244,230 (27,103,398) 206,752 404,062 0 0 554,905 0 606,712 220,136,291 4.14 .03 .27 .03 .01 0 4.4 .48 0 0

EX-27 5
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 5 PELICAN FUND 6-MOS FEB-28-1995 AUG-31-1994 92,780,205 107,240,882 1,619,561 2,498 0 108,862,941 1,649,751 0 115,468 1,765,219 0 89,738,382 8,669,527 8,377,320 720,591 0 2,178,072 0 14,460,677 107,097,722 1,291,200 525,265 0 555,387 1,261,078 2,892,694 18,486 4,172,258 0 764,835 867,780 0 703,621 542,543 131,129 5,933,054 224,348 153,158 0 0 454,407 0 563,201 100,156,117 12.08 .15 .31 .09 .1 0 12.35 1.1 0 0

EX-27 6
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 6 GMO SHORT-TERM INCOME FUND 6-MOS FEB-28-1995 AUG-31-1994 19,507,098 19,497,504 155,678 0 0 19,653,182 0 0 16,793 16,793 0 19,495,751 2,015,198 826,909 144,811 0 5,421 0 (9,594) 19,636,389 0 322,692 0 17,937 304,755 4,675 (44,518) 264,912 0 216,673 0 0 2,593,982 1,425,746 20,053 11,541,369 56,729 746 0 0 17,937 0 31,001 14,232,725 9.79 .19 (.05) .19 0 0 9.74 .25 0 0

EX-27 7 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 7 GMO JAPAN FUND 6-MOS FEB-28-1995 AUG-31-1994 371,599,035 554,336,796 393,911 14,154,296 0 568,885,003 0 0 487,867 487,867 0 388,600,906 48,396,559 40,446,319 435,438 2,471,482 182,703,150 568,397,136 2,061,398 56,873 0 2,183,357 (65,086) (285,559) 28,914,426 28,563,781 0 0 0 7,951,307 1,067 0 118,045,940 370,352 2,185,923 2,009,393 2,245,525 531,469,822 11.13 0 .61 0 0 11.74 .81 0 0

EX-27 8 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 8 GMO Value Allocation Fund 6-MOS FEB-28-1995 AUG-31-1994 392,413,140 420,775,753 40,135,326 0 0 460,911,079 8,089,465 0 48,767,171 56,856,636 0 349,814,143 31,019,255 50,419,311 2,410,622 0 23,495,686 0 28,333,992 404,054,443 8,501,348 349,587 0 1,633,794 7,217,141 5,126,931 0 10,116,455 19,164,965 0 1,023,432 22,343,156 1,919,668 (275,477,087) 5,309,936 4,879,562 0 0 1,874,855 0 2,010,716 531,322,578 13.48 .21 .11 .24 .53 0 13.03 .61 0 0

EX-27 9
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 9 GMO TOBACCO-FREE CORE FUND 6-MOS FEB-28-1995 AUG-31-1994 49,856,133 55,274,143 981,569 0 0 56,255,712 1,037,991 0 1,142,777 2,180,768 0 46,357,890 4,844,430 5,046,476 218,981 0 2,006,267 0 5,491,806 54,074,944 715,977 38,969 0 126,163 628,783 2,390,357 (1,239,769) 1,779,371 0 664,599 692,923 0 0 332,326 130,280 (1,769,628) 254,797 308,833 0 0 131,416 0 190,027 52,139,020 11.07 .13 .25 .14 .15 0 11.16 .48 0 0

EX-27 10
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 10 GMO FUNDAMENTAL VALUE FUND 6-MOS FEB-28-1995 AUG-31-1994 177,068,853 189,421,032 3,252,952 0 0 192,673,984 2,465,603 0 6,424,402 8,890,005 0 167,944,167 14,572,955 11,831,453 756,038 0 2,731,595 0 12,352,179 183,793,979 2,698,375 250,685 0 636,029 2,313,031 3,187,549 2,140,451 7,641,031 0 2,085,157 2,901,654 0 3,212,484 752,508 281,526 36,017,332 528,164 2,445,700 0 0 636,029 0 697,138 168,224,679 12.49 .16 .31 .15 .20 0 12.61 .75 0 0

EX-27 11
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 11 GMO CORE II SECONDARIES FUND 6-MOS FEB-28-1995 AUG-31-1994 178,202,984 200,794,517 460,316 0 0 201,254,833 790,779 0 16,696,275 17,487,054 0 155,436,374 13,275,575 10,575,509 440,132 0 4,995,039 0 22,896,234 183,767,779 1,447,301 209,612 0 394,535 1,262,378 5,185,218 (3,171,163) 3,276,433 0 1,282,885 6,060,710 0 2,291,626 80,583 489,023 32,481,854 460,639 5,870,531 0 0 410,974 0 481,038 163,040,054 14.31 .10 .05 .11 .51 0 13.84 .48 0 0

EX-27 12 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 12 GMO BOND ALLOCATION FUND 6-MOS FEB-28-1995 AUG-31-1994 496,259,317 478,634,862 9,325,337 1,547,500 489,507,699 7,500,000 97,332,253 104,832,253 439,317,413 44,713,417 33,042,966 11,661,713 0 40,864,720 (25,439,410) 384,675,446 0 13,715,541 0 696,189 13,019,352 (40,358,275) (16,674,209) (44,013,132) (3,923,037) (136,850) 0 15,438,616 4,034,963 266,798 63,460,846 2,565,398 0 369,145 0 895,092 0 1,060,599 394,560,941 9.72 .27 (1.30) (.09) (.003) 0 8.60 .35 0 0

EX-27 13 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 13 GMO INTERNATIONAL SMALL COMPANIES FUND 6-MOS FEB-28-1995 AUG-31-1994 164,906,177 187,710,880 2,048,697 814,414 0 190,573,991 26,302 0 465,407 491,709 0 163,114,089 13,216,761 9,179,140 2,082,672 0 2,295,117 0 22,590,404 190,082,282 2,164,896 120,412 619,351 1,665,957 2,684,080 279,557 4,629,594 0 183,238 5,326,109 0 4,572,735 905,773 370,659 57,437,560 599,953 4,937,146 0 0 1,030,502 0 1,209,980 163,536,164 14.45 .11 .28 .02 .44 0 14.38 .75 0 0

EX-27 14
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 14 GMO U.S. SECTOR ALLOCATION FUND 6-MOS FEB-28-1995 AUG-31-1994 184,577,289 201,890,457 3,549,671 0 0 205,440,128 3,608,655 0 7,845,057 11,453,712 0 170,629,936 17,131,973 14,829,935 781,779 0 5,111,108 0 17,463,593 193,986,416 2,544,900 158,172 0 439,510 2,263,562 4,982,450 263,165 7,509,177 0 2,097,711 3,508,388 0 2,139,812 8,829 171,055 26,958,656 615,928 3,637,046 0 0 448,485 0 506,978 181,562,706 11.26 .13 .27 .13 .21 0 11.32 .48 0 0

EX-27 15 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 15 GMO EMERGING MARKETS FUND 6-MOS FEB-28-1995 AUG-31-1994 301,558,776 333,778,080 4,598,517 2,499,291 0 340,875,888 5,493,947 0 280,666 5,774,613 0 297,389,357 25,870,524 9,429,468 2,049,756 3,449,217 0 32,212,945 335,101,275 2,893,503 592,517 0 1,535,630 1,950,390 3,637,904 26,716,401 32,304,695 0 135,639 678,195 0 16,398,624 24,914 67,346 220,692,702 235,005 489,508 0 0 1,089,155 0 1,538,618 214,747,010 12.13 .06 .80 .01 .03 0 12.95 1.42 0 0

EX-27 16 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 16 GMO INTERNATIONAL BOND FUND 6-MOS FEB-28-1995 AUG-31-1994 96,157,829 95,436,733 2,455,739 234,182 0 98,126,654 5,009,467 0 1,249,333 6,258,800 0 88,612,289 8,888,426 3,959,975 2,349,659 0 3,584,889 0 (2,678,983) 91,867,854 2,569,322 146,054 2,423,268 3,608,492 (2,285,213) 3,746,547 0 147,494 103,246 0 5,747,192 838,069 19,328 52,418,010 41,678 111,850 0 0 146,054 0 221,120 72,431,636 9.96 27 .14 .02 .01 0 10.34 .40 0 0

EX-27 17 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 17 GMO EMERGING COUNTRY DEBT FUND 6-MOS FEB-28-1995 AUG-31-1994 31,283,728 31,309,002 7,700,840 0 0 39,009,842 2,311,879 0 29,393 2,341,272 0 34,935,839 3,493,945 0 603,725 0 1,071,877 0 57,129 36,668,570 0 635,085 0 31,160 603,725 1,071,877 57,129 1,732,731 0 0 0 0 3,516,371 22,426 0 36,668,570 0 0 0 0 31,360 65,460 17,212,602 10.00 .17 .32 0 0 0 10.49 .50 0 0

EX-27 18 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 18 GMO GLOBAL HEDGED EQUITY FUND 6-MOS FEB-28-1995 AUG-31-1994 47,913,243 47,954,994 7,749,704 3,235 0 55,707,933 22,316,957 0 29,417 22,346,374 0 33,177,232 3,290,117 0 113,848 0 17,069 0 87,548 33,361,559 0 131,446 0 17,598 113,848 (17,069) 87,548 184,237 0 0 0 0 3,290,117 0 0 33,361,559 0 0 0 0 13,617 29,418 25,489,100 10.00 .03 .11 0 10.14 .84 0 0

EX-27 19 WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM GMO TRUST'S FORM N-SAR FOR THE PERIOD ENDED AUGUST 31, 1994 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 19 GMO DOMESTIC BOND FUND 6-MOS FEB-28-1995 AUG-31-1994 7,931,176 7,974,593 59,373 0 0 8,033,966 0 0 5,096 5,096 0 7,969,104 796,911 0 16,349 0 0 43,417 8,025,870 17,005 0 656 16,349 0 43,417 59,766 0 0 0 796,911 0 0 8,025,870 0 0 0 0 656 0 5,096 7,986,709 10.00 .02 .05 0 0 0 10.07 .25 0 0

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