0001410368-20-000318.txt : 20200528
0001410368-20-000318.hdr.sgml : 20200528
20200527181232
ACCESSION NUMBER: 0001410368-20-000318
CONFORMED SUBMISSION TYPE: 24F-2NT
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200528
DATE AS OF CHANGE: 20200527
EFFECTIVENESS DATE: 20200528
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: 20916495
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
0000772129
S000004081
GMO U.S. Equity Fund
C000011423
Class III
GMUEX
C000011424
Class IV
GMRTX
C000011425
Class V
GMEQX
C000011426
Class VI
GMCQX
C000011427
Class M
GMTMX
C000213354
Class R6
C000213355
Class I
0000772129
S000004084
GMO Quality Fund
C000011436
Class II
C000011437
Class III
GQETX
C000011438
Class IV
GQEFX
C000011439
Class V
GQLFX
C000011440
Class VI
GQLOX
C000034328
Class M
C000213356
Class I
GQLIX
C000213357
Class R6
GQESX
0000772129
S000004224
GMO International Equity Fund
C000011880
Class II
GMICX
C000011881
Class III
GMOIX
C000011882
Class IV
GMCFX
C000011883
Class V
C000011884
Class VI
C000011885
Class M
GMVMX
C000213358
Class I
C000213359
Class R6
0000772129
S000004230
GMO Foreign Small Companies Fund
C000011910
Class III
GMFSX
C000011911
Class IV
GFSFX
C000213360
Class R6
C000213361
Class I
0000772129
S000004911
GMO Emerging Markets Fund
C000013268
Class II
GMEMX
C000013269
Class III
GMOEX
C000013270
Class IV
GMEFX
C000013271
Class V
GEMVX
C000013272
Class VI
GEMMX
C000213362
Class R6
C000213363
Class I
GEMEX
0000772129
S000004913
GMO Tax-Managed International Equities Fund
C000013281
Class II
C000013282
Class III
GTMIX
C000013283
Class IV
C000213364
Class I
C000213365
Class R6
0000772129
S000004917
GMO Core Plus Bond Fund
C000013293
Class II
C000013294
Class III
GUGAX
C000013295
Class IV
GPBFX
C000013296
Class V
C000013297
Class VI
C000013298
Class VII
C000013299
Class VIII
C000034330
Class M
C000213366
Class I
C000213367
Class R6
0000772129
S000004922
GMO Emerging Country Debt Fund
C000013326
Class II
C000013327
Class III
GMCDX
C000013328
Class IV
GMDFX
C000013329
Class V
C000013330
Class VI
C000213368
Class R6
C000213369
Class I
0000772129
S000004926
GMO Alpha Only Fund
C000013337
Class II
C000013338
Class III
GGHEX
C000013339
Class IV
GAPOX
C000013340
Class V
C000013341
Class VI
C000034336
Class M
C000213370
Class I
C000213371
Class R6
0000772129
S000005485
GMO Benchmark-Free Allocation Fund
C000014926
Class II
C000014927
Class III
GBMFX
C000034338
Class M
C000109350
Class IV
GBMBX
C000110912
Class MF
C000128910
Class V
C000128911
Class VI
C000213372
Class I
GBMIX
C000213373
Class R6
0000772129
S000005486
GMO International Equity Allocation Fund
C000014929
Class II
C000014930
Class III
GIEAX
C000034339
Class M
C000213374
Class R6
GSXMX
C000213375
Class I
0000772129
S000005487
GMO Global Asset Allocation Fund
C000014932
Class II
C000014933
Class III
GMWAX
C000034340
Class M
C000213376
Class R6
GMWRX
C000213377
Class I
0000772129
S000005488
GMO Global Equity Allocation Fund
C000014935
Class II
C000014936
Class III
GMGEX
C000034341
Class M
C000213378
Class I
C000213379
Class R6
0000772129
S000005489
GMO Strategic Opportunities Allocation Fund
C000014937
Class III
GBATX
0000772129
S000005490
GMO Global Developed Equity Allocation Fund
C000014938
Class III
GWOAX
C000213380
Class R6
C000213381
Class I
0000772129
S000005494
GMO SGM Major Markets Fund
C000014953
Class III
GSMFX
C000014954
Class IV
GSMJX
C000014955
Class V
C000014956
Class VI
GSMHX
C000213382
Class I
GSMKX
C000213383
Class R6
0000772129
S000007516
GMO Opportunistic Income Fund
C000020548
Class VI
GMODX
C000137450
Class III
GMOHX
C000213384
Class I
GMOLX
C000213385
Class R6
0000772129
S000012211
GMO International Developed Equity Allocation Fund
C000033342
Class III
GIOTX
C000213386
Class I
C000213387
Class R6
0000772129
S000025186
GMO U.S. Treasury Fund
C000075084
GMO U.S. Treasury Fund
GUSTX
0000772129
S000025199
GMO Asset Allocation Bond Fund
C000075099
Class III
GMOBX
C000075103
Class VI
GABFX
C000213388
Class R6
C000213389
Class I
0000772129
S000029579
GMO Emerging Domestic Opportunities Fund
C000090805
Class II
GEDTX
C000090806
Class III
GEDSX
C000090807
Class IV
GEDIX
C000090808
Class V
GEDOX
C000090809
Class VI
GEDFX
C000213390
Class R6
C000213391
Class I
0000772129
S000033464
GMO Benchmark-Free Fund
C000102896
Class III
GBFFX
0000772129
S000034948
GMO Resources Fund
C000107485
Class III
GOFIX
C000107486
Class IV
GOVIX
C000107487
Class V
C000107488
Class VI
C000213392
Class I
C000213393
Class R6
0000772129
S000036091
GMO Implementation Fund
C000110451
GMO Implementation Fund
GIMFX
0000772129
S000038360
GMO Risk Premium Fund
C000118360
Class III
GMRPX
C000118361
Class IV
GMRVX
C000118362
Class V
C000118363
Class VI
GMOKX
C000213394
Class I
C000213395
Class R6
0000772129
S000046112
GMO Special Opportunities Fund
C000144309
Class III
C000144310
Class IV
C000144311
Class V
C000144312
Class VI
GSOFX
C000144313
Class VII
C000213396
Class R6
C000213397
Class I
0000772129
S000056707
GMO Climate Change Fund
C000179795
Class III
GCCHX
C000179796
Class IV
C000179797
Class V
C000179798
Class VI
C000213398
Class I
GCCLX
C000213399
Class R6
GCCAX
0000772129
S000061716
GMO High Yield Fund
C000199927
Class III
C000199928
Class IV
C000199929
Class V
C000199930
Class VI
GHVIX
C000213400
Class I
C000213401
Class R6
0000772129
S000065268
GMO Alternative Allocation Fund
C000211299
Class VI
GAAVX
C000211300
Class III
C000211301
Class IV
C000211302
Class V
C000213404
Class II
C000213405
Class R6
C000213406
Class I
GAAGX
0000772129
S000065871
GMO U.S. Small Cap Value Fund
C000212810
Class VI
GCAVX
C000212811
Class V
C000212812
Class I
C000212813
Class IV
C000212814
Class III
C000212815
Class R6
24F-2NT
1
24F-2.txt
GMO TRUST 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. The name of each series or class of securities for which this Form is filed
(If the Form is being filed for all series and classes of securities
of the issuer, check the box but do not list series or classes): []
GMO Asset Allocation Bond Fund
GMO Core Plus Bond Fund
GMO Emerging Country Debt Fund
GMO High Yield Fund
GMO Opportunistic Income Fund
GMO U.S. Treasury Fund
GMO Alpha Only Fund
GMO Benchmark-Free Allocation Fund
GMO Benchmark-Free Fund
GMO Global Asset Allocation Fund
GMO Global Developed Equity Allocation Fund
GMO Global Equity Allocation Fund
GMO Implementation Fund
GMO International Developed Equity Allocation Fund
GMO International Equity Allocation Fund
GMO SGM Major Markets Fund
GMO Special Opportunities Fund
GMO Strategic Opportunities Allocation Fund
GMO Climate Change Fund
GMO Emerging Domestic Opportunities Fund
GMO Emerging Markets Fund
GMO Foreign Small Companies Fund
GMO International Equity Fund
GMO Quality Fund
GMO Resources Fund
GMO Risk Premium Fund
GMO Tax-Managed International Equities Fund
GMO U.S. Equity Fund
GMO U.S. Small Cap Value Fund
GMO Alternative Allocation Fund
3. Investment Company Act File Number: 811-4347
Securities Act File Number: 2-98772
4(a). Last day of fiscal year for which this Form is filed: 2/29/2020
4(b). [] Check box if this Form is being filed late (i.e., more than 90
calendar days after the end of the issuer's fiscal year).
(See Instruction A.2)
Note: If the Form is being filed late, interest must be paid on the
registration fee due.
4(c). [] Check box if this is the last time the issuer will be filing this Form.
Persons who respond to the collection of information contained in this
form are not required to respond unless the form displays a currently
valid OMB control number.
SEC 2393 (6-02)
5. Calculation of registration fee:
(i) Aggregate sale price of securities sold during
the fiscal year pursuant to section 24(f): $ 11,815,004,343
(ii) Aggregate price of securities redeemed or
repurchased during the fiscal year: $ 16,183,663,269
(iii) Aggregate price of securities redeemed or
repurchased during any prior fiscal year ending
no earlier than October 11, 1995 that were not
previously used to reduce registration fees
payable to the Commission: $ 37,035,776,236
(iv) Total available redemption credits
[add Items 5(ii) and 5(iii)]: - $ 53,219,439,505
(v) Net sales - if Item 5(i) is greater than Item 5(iv)
[subtract Item 5(iv) from Item 5(i)]: $ 0
(vi) Redemption credits available for use in future years
- if Item 5(i) is less than Item 5(iv)
[subtract Item 5(iv) from Item 5(i)]: $ -41,404,435,162
(vii) Multiplier for determining registration fee
(See Instruction C.9): X 0.0001298
(viii) Registration fee due [multiply
Item 5(v) by Item 5(vii)]
(enter "0" if no fee is due): = $ 0
Certain series of the issuer serve as master funds selling a portion of their
shares to corresponding feeder funds (i.e., series of a separate and distinct
issuer that is itself an open-end fund registered under the 1940 Act and
subject to Section 24(f) thereof) in accordance with Section 12(d)(1)(E) of
the 1940 Act. Pursuant to no-action relief granted to the issuer (see GMO
Trust, SEC No-Action Letter (pub. avail. May 24, 2012)), the issuer has
excluded from Item 5(ii) (aggregate price of securities redeemed or
repurchased during the fiscal year) an amount of $1,200,214,854 which
represents the net price of securities redeemed or repurchased (i.e.,
aggregate sales price reduced by the aggregate price of redemptions) of
shares of those series of the issuer serving as master funds and redeemed
by corresponding feeder funds (which themselves will calculate and pay Rule
24f-2 registration fees on an annual basis).
6. Prepaid Shares
If the response to Item 5(i) was determined by deducting an amount of
securities that were registered under the Securities Act of 1933 pursuant
to rule 24e-2 as in effect before October 11, 1997, then report the
amount of securities (number of shares or other units) deducted here: 0
If there is a number of shares or other units that were registered
pursuant to rule 24e-2 remaining unsold at the end of the fiscal year
for which this form is filed that are available for use by the issuer
in future fiscal years, then state that number here:0
7. Interest due - if this Form is being filed more than 90 days after the end
of the issuer's fiscal year (see Instruction D): + $ 0
8. Total of the amount of the registration fee due plus any interest due [line
5(viii) plus line 7]: $ 0
9. Date the registration fee and any interest payment was sent to the
Commission's lockbox depository:
Method of Delivery:
[] Wire Transfer
[] Mail or other means
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/ Brian Kadehjian
-------------------------------------------------------------
Assistant Treasurer
-------------------------------------------------------------
Date: 5/27/2020
-----------------
* Please print the name and title of the signing officer below the
signature.