<SEC-DOCUMENT>0001193125-15-025128-index.html : 20150129 <SEC-HEADER>0001193125-15-025128.hdr.sgml : 20150129 <ACCEPTANCE-DATETIME>20150129131907 ACCESSION NUMBER: 0001193125-15-025128 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141130 FILED AS OF DATE: 20150129 DATE AS OF CHANGE: 20150129 EFFECTIVENESS DATE: 20150129 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-04347 FILM NUMBER: 15557911 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173467646 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 <SERIES-AND-CLASSES-CONTRACTS-DATA> <EXISTING-SERIES-AND-CLASSES-CONTRACTS> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004081 <SERIES-NAME>GMO U.S. Equity Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011423 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMUEX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011424 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GMRTX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011426 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GMCQX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004084 <SERIES-NAME>GMO Quality Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011437 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GQETX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011438 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GQEFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011439 <CLASS-CONTRACT-NAME>Class V <CLASS-CONTRACT-TICKER-SYMBOL>GQLFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011440 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GQLOX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004157 <SERIES-NAME>GMO International Large/Mid Cap Equity Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011701 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMIEX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011702 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GMIRX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011704 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GCEFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004224 <SERIES-NAME>GMO International Equity Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011880 <CLASS-CONTRACT-NAME>Class II <CLASS-CONTRACT-TICKER-SYMBOL>GMICX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011881 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMOIX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011882 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GMCFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004227 <SERIES-NAME>GMO Developed World Stock Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011892 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GDWTX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011893 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GDWFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004229 <SERIES-NAME>GMO Foreign Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011904 <CLASS-CONTRACT-NAME>Class II <CLASS-CONTRACT-TICKER-SYMBOL>GMFRX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011905 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMOFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011906 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GMFFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004230 <SERIES-NAME>GMO Foreign Small Companies Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011910 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMFSX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011911 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GFSFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004231 <SERIES-NAME>GMO International Small Companies Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011914 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMISX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004911 <SERIES-NAME>GMO Emerging Markets Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013268 <CLASS-CONTRACT-NAME>Class II <CLASS-CONTRACT-TICKER-SYMBOL>GMEMX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013269 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMOEX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013270 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GMEFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013271 <CLASS-CONTRACT-NAME>Class V <CLASS-CONTRACT-TICKER-SYMBOL>GEMVX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013272 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GEMMX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004912 <SERIES-NAME>GMO Emerging Countries Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013275 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMCEX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004913 <SERIES-NAME>GMO Tax-Managed International Equities Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013282 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GTMIX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004917 <SERIES-NAME>GMO Core Plus Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013294 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GUGAX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013295 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GPBFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004918 <SERIES-NAME>GMO International Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013302 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMIBX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004919 <SERIES-NAME>GMO Currency Hedged International Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013310 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMHBX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004920 <SERIES-NAME>GMO Global Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013318 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMGBX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004922 <SERIES-NAME>GMO Emerging Country Debt Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013327 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMCDX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013328 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GMDFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004926 <SERIES-NAME>GMO Alpha Only Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013338 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GGHEX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013339 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GAPOX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005485 <SERIES-NAME>GMO Benchmark-Free Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014927 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GBMFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000109350 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GBMBX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000110912 <CLASS-CONTRACT-NAME>Class MF </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005486 <SERIES-NAME>GMO International Equity Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014930 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GIEAX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005487 <SERIES-NAME>GMO Global Asset Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014933 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMWAX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005488 <SERIES-NAME>GMO Global Equity Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014936 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMGEX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005489 <SERIES-NAME>GMO Strategic Opportunities Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014937 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GBATX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005490 <SERIES-NAME>GMO Global Developed Equity Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014938 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GWOAX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005494 <SERIES-NAME>GMO Systematic Global Macro Opportunity Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014953 <CLASS-CONTRACT-NAME>Class III </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005495 <SERIES-NAME>GMO Taiwan Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014957 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMOTX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000007515 <SERIES-NAME>GMO World Opportunity Overlay Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000020547 <CLASS-CONTRACT-NAME>GMO World Opportunity Overlay Fund </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000007516 <SERIES-NAME>GMO Debt Opportunities Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000020548 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GMODX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000012211 <SERIES-NAME>GMO International Developed Equity Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000033342 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GIOTX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000025186 <SERIES-NAME>GMO U.S. Treasury Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000075084 <CLASS-CONTRACT-NAME>GMO U.S. Treasury Fund <CLASS-CONTRACT-TICKER-SYMBOL>GUSTX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000025199 <SERIES-NAME>GMO Asset Allocation Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000075099 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMOBX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000075103 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GABFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000029579 <SERIES-NAME>GMO Emerging Domestic Opportunities Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000090805 <CLASS-CONTRACT-NAME>Class II <CLASS-CONTRACT-TICKER-SYMBOL>GEDTX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000090806 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GEDSX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000090807 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GEDIX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000090808 <CLASS-CONTRACT-NAME>Class V <CLASS-CONTRACT-TICKER-SYMBOL>GEDOX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000090809 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GEDFX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000033464 <SERIES-NAME>GMO Benchmark-Free Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000102896 <CLASS-CONTRACT-NAME>Class III </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000033802 <SERIES-NAME>GMO Global Focused Equity Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000104435 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GGFEX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000034948 <SERIES-NAME>GMO Resources Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000107485 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GOFIX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000107486 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GOVIX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000036091 <SERIES-NAME>GMO Implementation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000110451 <CLASS-CONTRACT-NAME>GMO Implementation Fund </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000038360 <SERIES-NAME>GMO Risk Premium Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000118360 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMRPX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000118361 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GMRVX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000118363 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GMOKX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000046112 <SERIES-NAME>GMO Special Opportunities Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000144312 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000046725 <SERIES-NAME>GMO Benchmark-Free Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000145949 <CLASS-CONTRACT-NAME>Class III </CLASS-CONTRACT> </SERIES> </EXISTING-SERIES-AND-CLASSES-CONTRACTS> </SERIES-AND-CLASSES-CONTRACTS-DATA> </SEC-HEADER> <DOCUMENT> <TYPE>N-Q <SEQUENCE>1 <FILENAME>d838679dnq.htm <DESCRIPTION>GMO TRUST <TEXT> Document 1 - file: d838679dnq.htm
</DOCUMENT> <DOCUMENT> <TYPE>EX-99.CERT <SEQUENCE>2 <FILENAME>d838679dex99cert.htm <DESCRIPTION>SECTION 302 CERTIFICATIONS <TEXT> Document 2 - file: d838679dex99cert.htm
</DOCUMENT> </SEC-DOCUMENT>