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.