-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, M1iyP3GX1UBDBIXUzVqg1c63ibSdX1opgDvIwm72I6V3PBjmmrCnA5rfLGbgZpYn cmcSxLY5vls4uZ2eRQX4NA== 0000903893-96-000172.txt : 19960822 0000903893-96-000172.hdr.sgml : 19960822 ACCESSION NUMBER: 0000903893-96-000172 CONFORMED SUBMISSION TYPE: 24F-2NT PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19960229 FILED AS OF DATE: 19960426 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: 24F-2NT SEC ACT: 1933 Act SEC FILE NUMBER: 002-98772 FILM NUMBER: 96551968 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 24F-2NT 1 FORM 24F-2 U.S. SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 24F-2 Annual Notice of Securities Sold Pursuant to Rule 24f-2 Read instructions at end of Form before preparing Form. Please print or type. 1. Name and address of issuer: GMO Trust 40 Rowes Wharf Boston, MA 02110 2. Name of each series or class of funds for which this notice is filed: GMO Core Fund GMO Core II Secondaries Fund GMO Growth Allocation Fund Pelican Fund GMO Value Allocation Fund GMO U.S. Sector Allocation Fund GMO Short-Term Income Fund GMO International Bond Fund GMO International Core Fund GMO Emerging Markets Fund GMO Japan Fund GMO Emerging Country Debt Fund GMO Tobacco-Free Core Fund GMO Global Hedged Equity Fund GMO Fundamental Value Fund GMO Domestic Bond Fund GMO International Small Companies Fund GMO Global Bond Fund GMO Currency Hedged International Bond Fund GMO Currency Hedged International Core Fund 3. Investment Company Act File Number: 811-4347 Securities Act File Number: 2-98772 4. Last day of fiscal year for which this notice is filed: February 29, 1996 5. Check box if this notice is being filed more than 180 days after the close of the issuer's fiscal year for purposes of reporting securities sold after the close of the fiscal year but before termination of the issuer's 24f-2 declaration: N/A [ ] 6. Date of termination of issuer's declaration under rule 24f-2(a)(1), if applicable (see Instruction A.6): N/A 7. Number and amount of securities of the same class or series which had been registered under the Securities Act of 1933 other than pursuant to rule 24f-2 in a prior fiscal year, but which remained unsold at the beginning of the fiscal year: None 8. Number and amount of securities registered during the fiscal year other than pursuant to rule 24f-2: GMO Core Fund Number: 6,918,403.491 Amount: $135,000,000 GMO Growth Allocation Fund Number: 2,742,582.418 Amount: $15,000,000 GMO Value Allocation Fund Number: 349,370.189 Amount: $5,000,000 GMO International Core Fund Number: 42,396,411.790 Amount: $1,000,000,000 GMO Japan Fund Number: 107,443.366 Amount: $1,000,000 GMO Fundamental Value Fund Number: 70,070.175 Amount: $1,000,000 GMO International Small Companies Fund Number: 203,022.204 Amount: $2,500,000 GMO Core II Secondaries Fund Number: 333,725.622 Amount: $5,000,000 Pelican Fund Number: 180,635.838 Amount: $2,500,000 GMO U.S. Sector Allocation Fund Number: 178,906.810 Amount: $2,500,000 GMO International Bond Fund Number: 1,626,515.837 Amount: $18,000,000 GMO Emerging Markets Fund Number: 30,164,904.863 Amount: $290,000,000 GMO Emerging Country Debt Fund Number: 4,066,757.493 Amount: $45,000,000 GMO Global Hedged Equity Fund Number: 2,337,723.424 Amount: $25,000,000 GMO Domestic Bond Fund Number: 926,784.059 Amount: $10,000,000 GMO Currency Hedged International Bond Fund Number: 640,064.103 Amount: $7,500,000 GMO Currency Hedged International Core Fund Number: 16,354,755.179 Amount: $175,000,000 9. Number and aggregate sale price of securities sold during the fiscal year: Number: 336,577,717 Aggregate sale price: $4,749,628,785 10. Number and aggregate sale price of securities sold during the fiscal year in reliance upon registration pursuant to rule 24f-2: Number of Shares: 233,054,501* Aggregate sale price: $3,001,230,218* Number: 336,577,717 Aggregate sale price: $ 4,749,628,785 (103,523,216) (1,748,398,567) ------------- ----------------- 233,054,501 $ 3,001,230,218 * Total sold (item #9) less credit from shares registered during fiscal year other than pursuant to Rule 24f-2 (item #8). 11. Number and aggregate sale price of securities issued during the fiscal year in connection with dividend reinvestment plans, if applicable (see Instruction B.7): Number: 47,744,444 Aggregate sale price: $ 691,853,928 12. Calculation of registration fee: (i) Aggregate sale price of securities sold during the fiscal year in reliance on rule 24f-2 (from Item 10): $ 3,001,230,218 (ii) Aggregate price of shares issued in connection with dividend reinvestment plans (from Item 11, if applicable): + 691,853,928 (iii) Aggregate price of shares redeemed or repurchased during the fiscal year (if applicable): - 2,160,473,656 (iv) Aggregate price of shares redeemed or repurchased and previously applied as a reduction to filing fees pursuant to rule 24e-2 (if applicable): + -- (v) Net aggregate price of securities sold and issued during the fiscal year in reliance on rule 24f-2 [line (i), plus line (ii), less line (iii), plus line (iv)] (if applicable): $ 1,532,610,490 (vi) Multiplier prescribed by Section 6(b) of the Securities Act of 1933 or other applicable law or regulation (see Instruction C.6): x1/2900 (vii) Fee due [line (i) or line (v) multiplied by line (vi)]: $528,486.38 INSTRUCTION: Issuers should complete lines (ii), (iii), (iv), and (v) only if the form is being filed within 60 days after the close of the issuer's fiscal year. See Instruction C.3. 13. Check box if fees are being remitted to the Commission's lockbox depository as described in section 3a of the Commission's Rules of Informal and Other Procedures (17 CFR 202.3a). [X] Date of mailing or wire transfer of filing fees to the Commission's lockbox depository: April 26, 1996 SIGNATURES This report has been signed below by the following persons on behalf of the issuer and in the capacities and on the dates indicated. By (Signature and Title)* /s/ Susan Randall Harbert Susan Randall Harbert Assistant Treasurer Date April 26, 1996 *Please print the name and title of the signing officer below the signature. -----END PRIVACY-ENHANCED MESSAGE-----