<SEC-DOCUMENT>0001410368-18-000781-index.html : 20180524 <SEC-HEADER>0001410368-18-000781.hdr.sgml : 20180524 <ACCEPTANCE-DATETIME>20180524162718 ACCESSION NUMBER: 0001410368-18-000781 CONFORMED SUBMISSION TYPE: 24F-2NT PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180228 FILED AS OF DATE: 20180524 DATE AS OF CHANGE: 20180524 EFFECTIVENESS DATE: 20180524 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: 24F-2NT SEC ACT: 1933 Act SEC FILE NUMBER: 002-98772 FILM NUMBER: 18858207 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 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>C000011425 <CLASS-CONTRACT-NAME>Class V <CLASS-CONTRACT-TICKER-SYMBOL>GMEQX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011426 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GMCQX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011427 <CLASS-CONTRACT-NAME>Class M <CLASS-CONTRACT-TICKER-SYMBOL>GMTMX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004084 <SERIES-NAME>GMO Quality Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011436 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034328 <CLASS-CONTRACT-NAME>Class M </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>C000011703 <CLASS-CONTRACT-NAME>Class V </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>C000011879 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011883 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011884 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011885 <CLASS-CONTRACT-NAME>Class M <CLASS-CONTRACT-TICKER-SYMBOL>GMVMX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004229 <SERIES-NAME>GMO Foreign Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011903 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011907 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011908 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011909 <CLASS-CONTRACT-NAME>Class M <CLASS-CONTRACT-TICKER-SYMBOL>GMFMX </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>C000011912 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011913 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011914 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMISX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011915 <CLASS-CONTRACT-NAME>Class IV </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011916 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000011917 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004911 <SERIES-NAME>GMO Emerging Markets Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013267 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <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>C000013273 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013274 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013275 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMCEX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013276 <CLASS-CONTRACT-NAME>Class IV </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013277 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013278 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013279 <CLASS-CONTRACT-NAME>Class M <CLASS-CONTRACT-TICKER-SYMBOL>GECMX </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004913 <SERIES-NAME>GMO Tax-Managed International Equities Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013280 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013281 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013282 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GTMIX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013283 <CLASS-CONTRACT-NAME>Class IV </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004917 <SERIES-NAME>GMO Core Plus Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013292 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013293 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013296 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013297 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013298 <CLASS-CONTRACT-NAME>Class VII </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013299 <CLASS-CONTRACT-NAME>Class VIII </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034330 <CLASS-CONTRACT-NAME>Class M </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004919 <SERIES-NAME>GMO Currency Hedged International Bond Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013308 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013309 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013310 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMHBX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013311 <CLASS-CONTRACT-NAME>Class IV </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013312 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013313 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013314 <CLASS-CONTRACT-NAME>Class VII </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013315 <CLASS-CONTRACT-NAME>Class VIII </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034332 <CLASS-CONTRACT-NAME>Class M </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004922 <SERIES-NAME>GMO Emerging Country Debt Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013325 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013326 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013329 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013330 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000004926 <SERIES-NAME>GMO Alpha Only Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013336 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013337 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013340 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000013341 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034336 <CLASS-CONTRACT-NAME>Class M </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005485 <SERIES-NAME>GMO Benchmark-Free Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014925 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014926 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014927 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GBMFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034338 <CLASS-CONTRACT-NAME>Class M </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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000128910 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000128911 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005486 <SERIES-NAME>GMO International Equity Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014928 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014929 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014930 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GIEAX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034339 <CLASS-CONTRACT-NAME>Class M </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005487 <SERIES-NAME>GMO Global Asset Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014931 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014932 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014933 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMWAX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034340 <CLASS-CONTRACT-NAME>Class M </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000005488 <SERIES-NAME>GMO Global Equity Allocation Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014934 <CLASS-CONTRACT-NAME>Class I </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014935 <CLASS-CONTRACT-NAME>Class II </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014936 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GMGEX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000034341 <CLASS-CONTRACT-NAME>Class M </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 SGM Major Markets Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014953 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GSMFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014954 <CLASS-CONTRACT-NAME>Class IV <CLASS-CONTRACT-TICKER-SYMBOL>GSMJX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014955 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000014956 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GSMHX </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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000080091 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000007516 <SERIES-NAME>GMO Opportunistic Income Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000020548 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GMODX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000137450 <CLASS-CONTRACT-NAME>Class III </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-TICKER-SYMBOL>GBFFX </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> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000107487 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000107488 <CLASS-CONTRACT-NAME>Class VI </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-TICKER-SYMBOL>GIMFX </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>C000118362 <CLASS-CONTRACT-NAME>Class V </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>C000144309 <CLASS-CONTRACT-NAME>Class III </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000144310 <CLASS-CONTRACT-NAME>Class IV </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000144311 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000144312 <CLASS-CONTRACT-NAME>Class VI <CLASS-CONTRACT-TICKER-SYMBOL>GSOFX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000144313 <CLASS-CONTRACT-NAME>Class VII </CLASS-CONTRACT> </SERIES> <SERIES> <OWNER-CIK>0000772129 <SERIES-ID>S000056707 <SERIES-NAME>GMO Climate Change Fund <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000179795 <CLASS-CONTRACT-NAME>Class III <CLASS-CONTRACT-TICKER-SYMBOL>GCCHX </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000179796 <CLASS-CONTRACT-NAME>Class IV </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000179797 <CLASS-CONTRACT-NAME>Class V </CLASS-CONTRACT> <CLASS-CONTRACT> <CLASS-CONTRACT-ID>C000179798 <CLASS-CONTRACT-NAME>Class VI </CLASS-CONTRACT> </SERIES> </EXISTING-SERIES-AND-CLASSES-CONTRACTS> </SERIES-AND-CLASSES-CONTRACTS-DATA> </SEC-HEADER> <DOCUMENT> <TYPE>24F-2NT <SEQUENCE>1 <FILENAME>gmo24f-2trust.txt <TEXT> Document 1 - file: gmo24f-2trust.txt
</DOCUMENT> </SEC-DOCUMENT>