EX-99 11 capstockatt.htm Unassociated Document
 
 
 

GMO Trust
        
FYE 2/28/09
        
Attachment Filed in Response to Form N-SAR Sub-Item 77P
      
Monthly Purchases, Redemptions, and Exchanges (000's omitted)
    
         
   
Exchanges
  
Exchanges
March
Purchases
In
Redemptions
Out
Fund Name
        
         
GMO Alpha Only Fund
12,685
27
20,464
991,114
GMO Alternative Asset Opportunity Fund
0
0
100
0
GMO Asset Allocation Bond Fund
70,538
0
0
0
GMO Benchmark-Free Allocation Fund
1,633
56
5,975
11
GMO Core Plus Bond Fund
4
0
2
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
0
0
1
0
GMO Developed World Stock Fund
5
0
10,160
0
GMO Domestic Bond Fund
0
0
118
0
GMO Emerging Countries Fund
1,374
0
5,580
0
GMO Emerging Country Debt Fund
142
0
1,770
0
GMO Emerging Markets Fund
109,972
74,309
91,671
349
GMO Flexible Equities Fund
6,458
10,791
4,021
0
GMO Foreign Fund
2,167
0
148,230
30,121
GMO Foreign Small Companies Fund
300
0
144,553
0
GMO Global Balanced Asset Allocation Fund
2,068
50
18,763
0
GMO Global Bond Fund
1
0
400
0
GMO Global Equity Allocation Fund
32,112
0
124,674
0
GMO Global Growth Fund
29
0
7,094
1
GMO Inflation Indexed Plus Bond Fund
0
1
12
0
GMO International Bond Fund
95
0
4
0
GMO International Core Equity Fund
53,157
69,475
81,396
20,885
GMO International Equity Allocation Fund
9,147
11,591
2,286
0
GMO International Growth Equity Fund
36,106
184,274
229,451
0
GMO International Intrinsic Value Fund
59,333
200,000
229,633
4,033
GMO International Opportunities Equity Allocation Fund
16,423
0
245
11,591
GMO International Small Companies Fund
6,740
29,099
348
0
GMO Quality Fund
209,552
507,903
367,886
2
GMO Real Estate Fund
78
0
1
0
GMO Short-Duration Collateral Fund
1,375
0
0
0
GMO Short-Duration Collateral Share Fund
192
0
-1
51
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
42
0
8,541
32,547
GMO Strategic Fixed Income Fund
1,774
0
2,374
0
GMO Strategic Opportunities Allocation Fund
7,515
0
382
0
GMO Taiwan Fund
437
0
643
0
GMO Tax-Managed International Equities Fund
1,395
2,532
14,590
0
GMO Tax-Managed U.S. Equities Fund
0
0
525
0
GMO Tobacco-Free Core Fund
3
0
0
0
GMO U.S. Core Equity Fund
19,240
595
164,340
0
GMO U.S. Equity Allocation Fund
19,776
0
0
0
GMO U.S. Growth Fund
8
0
28
0
GMO U.S. Intrinsic Value Fund
2
0
2
0
GMO U.S. Small/Mid Cap Growth Fund
209
0
0
0
GMO U.S. Small/Mid Cap Value Fund
8
0
0
0
GMO U.S. Treasury Fund
629,685
0
9,600
0
GMO World Opportunity Equity Allocaton Fund
2,700
0
68
0
GMO World Opportunity Overlay Fund
0
0
0
0
         
April
        
Fund Name
        
         
GMO Alpha Only Fund
40,548
25
12,639
667
GMO Alternative Asset Opportunity Fund
0
0
500
0
GMO Asset Allocation Bond Fund
153,777
0
18,311
0
GMO Benchmark-Free Allocation Fund
7,608
92
8,215
0
GMO Core Plus Bond Fund
0
7
22,985
0
GMO Currency Hedged International Bond Fund
0
0
1,000
0
GMO Currency Hedged International Equity Fund
-5
5
1
0
GMO Developed World Stock Fund
-3
3
161
0
GMO Domestic Bond Fund
0
0
247
154
GMO Emerging Countries Fund
2,640
266
665
0
GMO Emerging Country Debt Fund
12
264
13,520
0
GMO Emerging Markets Fund
101,510
135,981
203,382
161,178
GMO Flexible Equities Fund
3,175
0
425
0
GMO Foreign Fund
3,069
0
67,973
0
GMO Foreign Small Companies Fund
200
0
0
2
GMO Global Balanced Asset Allocation Fund
23,726
19
74,420
3,929
GMO Global Bond Fund
2
0
800
0
GMO Global Equity Allocation Fund
27,414
0
100
0
GMO Inflation Indexed Plus Bond Fund
1
10
235
3
GMO International Bond Fund
7
0
17,006
0
GMO International Core Equity Fund
53,284
0
22,022
0
GMO International Equity Allocation Fund
10,273
0
2,395
29
GMO International Growth Equity Fund
18,362
1
11,804
0
GMO International Intrinsic Value Fund
18,649
7
20,021
252
GMO International Opportunities Equity Allocation Fund
4,681
0
3,880
0
GMO International Small Companies Fund
8,370
95
7,196
0
GMO Quality Fund
170,420
28,996
45,351
0
GMO Real Estate Fund
0
4
0
0
GMO Short-Duration Collateral Fund
0
0
18,108
0
GMO Short-Duration Collateral Share Fund
15
17
1
27
GMO Short-Duration Investment Fund
0
0
49
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
0
0
1,670
0
GMO Strategic Fixed Income Fund
0
0
537
0
GMO Strategic Opportunities Allocation Fund
1
0
280
0
GMO Taiwan Fund
0
0
11,735
0
GMO Tax-Managed International Equities Fund
8,071
0
1,334
0
GMO Tax-Managed U.S. Equities Fund
0
0
1,700
0
GMO Tobacco-Free Core Fund
-1
1
0
0
GMO U.S. Core Equity Fund
6,272
4
5,828
0
GMO U.S. Equity Allocation Fund
2,001
4
0
0
GMO U.S. Growth Fund
7
8
4
0
GMO U.S. Intrinsic Value Fund
0
0
15
0
GMO U.S. Small/Mid Cap Growth Fund
4
0
25
0
GMO U.S. Small/Mid Cap Value Fund
201
0
25
0
GMO U.S. Treasury Fund
137,984
0
488,170
0
GMO World Opportunity Equity Allocaton Fund
0
0
3,001
2
GMO World Opportunity Overlay Fund
0
0
6,624
0
         
May
        
Fund Name
        
         
GMO Alpha Only Fund
19,365
0
24,891
54
GMO Alternative Asset Opportunity Fund
0
0
200
0
GMO Asset Allocation Bond Fund
77,691
0
27,347
0
GMO Benchmark-Free Allocation Fund
80
52
51,049
0
GMO Core Plus Bond Fund
0
0
2,006
0
GMO Currency Hedged International Bond Fund
0
0
2,000
0
GMO Currency Hedged International Equity Fund
0
0
0
0
GMO Developed World Stock Fund
0
0
2
0
GMO Domestic Bond Fund
0
0
296
0
GMO Emerging Countries Fund
4,078
0
5,076
0
GMO Emerging Country Debt Fund
0
0
36,836
0
GMO Emerging Markets Fund
78,580
2
40,000
0
GMO Flexible Equities Fund
3,434
0
2,289
0
GMO Foreign Fund
3,509
0
381,511
60,717
GMO Foreign Small Companies Fund
1,500
0
0
0
GMO Global Balanced Asset Allocation Fund
22,147
0
4,976
0
GMO Global Bond Fund
0
0
2,250
0
GMO Global Equity Allocation Fund
6,024
0
4
0
GMO Inflation Indexed Plus Bond Fund
0
0
22
0
GMO International Bond Fund
0
0
4,712
0
GMO International Core Equity Fund
19,299
0
16,038
0
GMO International Equity Allocation Fund
2,988
7,411
775
0
GMO International Growth Equity Fund
33,137
0
8,346
0
GMO International Intrinsic Value Fund
23,082
0
26,941
0
GMO International Opportunities Equity Allocation Fund
10,363
0
-7,077
7,411
GMO International Small Companies Fund
771
0
1
0
GMO Quality Fund
143,877
60,717
41,329
0
GMO Real Estate Fund
0
0
2
0
GMO Short-Duration Collateral Fund
1,470
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
3
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
11,368
0
10,318
0
GMO Strategic Fixed Income Fund
0
0
300
0
GMO Strategic Opportunities Allocation Fund
9,525
0
1,561
0
GMO Taiwan Fund
458
0
2,632
0
GMO Tax-Managed International Equities Fund
620
0
5,439
0
GMO Tax-Managed U.S. Equities Fund
0
0
25
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
6,403
0
2,900
0
GMO U.S. Equity Allocation Fund
273
0
3
0
GMO U.S. Growth Fund
0
0
7
0
GMO U.S. Intrinsic Value Fund
0
0
1
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
3
0
GMO U.S. Small/Mid Cap Value Fund
0
0
3
0
GMO U.S. Treasury Fund
26,978
0
93,050
0
GMO World Opportunity Equity Allocaton Fund
22,502
0
10,004
0
GMO World Opportunity Overlay Fund
0
0
0
0
 
        
June
        
Fund Name
        
 
        
GMO Alpha Only Fund
26,032
0
3,467
3,760
GMO Alternative Asset Opportunity Fund
0
0
444
0
GMO Asset Allocation Bond Fund
380,856
3,760
7,179
0
GMO Benchmark-Free Allocation Fund
10,075
0
1,996
0
GMO Core Plus Bond Fund
0
0
1,505
0
GMO Currency Hedged International Bond Fund
0
0
2,287
0
GMO Currency Hedged International Equity Fund
0
0
0
0
GMO Developed World Stock Fund
12,000
0
9,549
0
GMO Domestic Bond Fund
614
0
1,113
0
GMO Emerging Countries Fund
2,745
0
1,495
1
GMO Emerging Country Debt Fund
22,711
0
102,966
0
GMO Emerging Markets Fund
60,877
2,000
95,794
2,770
GMO Flexible Equities Fund
3,427
0
336
0
GMO Foreign Fund
58,742
0
78,629
0
GMO Foreign Small Companies Fund
0
0
522
0
GMO Global Balanced Asset Allocation Fund
41,210
2,439
9,665
0
GMO Global Bond Fund
0
0
3,500
0
GMO Global Equity Allocation Fund
52,039
7,616
34,854
0
GMO Inflation Indexed Plus Bond Fund
118
0
1,118
0
GMO International Bond Fund
0
12
252
0
GMO International Core Equity Fund
20,901
482
43,451
0
GMO International Equity Allocation Fund
16,115
8,663
4,900
0
GMO International Growth Equity Fund
38,258
0
31,151
230
GMO International Intrinsic Value Fund
88,393
0
134,319
91,753
GMO International Opportunities Equity Allocation Fund
4,756
0
2,337
8,663
GMO International Small Companies Fund
48,335
2,737
4,733
0
GMO Quality Fund
201,807
0
118,526
7,616
GMO Real Estate Fund
0
0
570
0
GMO Short-Duration Collateral Fund
150
0
0
0
GMO Short-Duration Collateral Share Fund
151
0
0
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
629
0
0
0
GMO Strategic Fixed Income Fund
965
0
1,664
0
GMO Strategic Opportunities Allocation Fund
32,625
0
7,111
0
GMO Taiwan Fund
9,927
0
651
0
GMO Tax-Managed International Equities Fund
5,692
0
6,448
0
GMO Tax-Managed U.S. Equities Fund
51
0
0
0
GMO Tobacco-Free Core Fund
0
0
2
2,128
GMO U.S. Core Equity Fund
21,468
0
10,937
2,000
GMO U.S. Equity Allocation Fund
1,200
0
0
0
GMO U.S. Growth Fund
0
0
0
0
GMO U.S. Intrinsic Value Fund
0
0
6
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
616
104
GMO U.S. Small/Mid Cap Value Fund
0
0
757
209
GMO U.S. Treasury Fund
124,760
0
28,325
0
GMO World Opportunity Equity Allocaton Fund
26,931
0
6,500
0
GMO World Opportunity Overlay Fund
0
0
0
0
         
July
        
Fund Name
        
 
        
GMO Alpha Only Fund
96,852
2,011
3,461
5,555
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
88,858
0
10,046
0
GMO Benchmark-Free Allocation Fund
2,472
32
6,061
0
GMO Core Plus Bond Fund
0
0
0
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
0
0
0
0
GMO Developed World Stock Fund
14,000
0
0
0
GMO Domestic Bond Fund
0
0
100
0
GMO Emerging Countries Fund
2,147
0
2,160
0
GMO Emerging Country Debt Fund
0
5
161,091
0
GMO Emerging Markets Fund
29,265
0
154,536
526
GMO Flexible Equities Fund
2,880
0
830
0
GMO Foreign Fund
5,529
0
42,662
3,854
GMO Foreign Small Companies Fund
0
0
0
0
GMO Global Balanced Asset Allocation Fund
74,249
126
6,429
32
GMO Global Bond Fund
0
0
13,705
0
GMO Global Equity Allocation Fund
49,337
14,847
0
0
GMO Inflation Indexed Plus Bond Fund
0
0
258
0
GMO International Bond Fund
0
0
3,072
0
GMO International Core Equity Fund
20,450
0
350,844
19,648
GMO International Equity Allocation Fund
9,019
0
6,150
0
GMO International Growth Equity Fund
34,606
0
62,219
90,802
GMO International Intrinsic Value Fund
51,568
0
161,081
0
GMO International Opportunities Equity Allocation Fund
4,644
0
9,075
0
GMO International Small Companies Fund
13,940
201,111
5,164
0
GMO Quality Fund
275,071
3,623
55,438
14,847
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
1,425
0
0
0
GMO Short-Duration Collateral Share Fund
50
0
0
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
1,321
5,532
93
0
GMO Strategic Fixed Income Fund
0
0
16,321
0
GMO Strategic Opportunities Allocation Fund
22,095
0
7,576
0
GMO Taiwan Fund
6,915
0
0
0
GMO Tax-Managed International Equities Fund
1,627
0
8,009
0
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
13,026
0
16,497
286
GMO U.S. Equity Allocation Fund
0
0
0
0
GMO U.S. Growth Fund
1
7
35
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
8
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
36,587
0
117,775
0
GMO World Opportunity Equity Allocaton Fund
15,941
0
10,001
0
GMO World Opportunity Overlay Fund
0
0
0
0
         
August
        
Fund Name
        
 
        
GMO Alpha Only Fund
26,660
222,361
34,858
123
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
55,795
4,511
43,118
0
GMO Benchmark-Free Allocation Fund
10,401
123
24,886
0
GMO Core Plus Bond Fund
4,834
0
4,834
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
0
0
0
0
GMO Developed World Stock Fund
0
0
0
0
GMO Domestic Bond Fund
79,596
0
80,337
0
GMO Emerging Countries Fund
1,573
0
848
0
GMO Emerging Country Debt Fund
96,833
0
178,673
0
GMO Emerging Markets Fund
4,579,221
0
4,765,653
243,691
GMO Flexible Equities Fund
5,367
0
9,819
0
GMO Foreign Fund
1,000,570
0
1,039,585
31,915
GMO Foreign Small Companies Fund
79,945
0
79,445
0
GMO Global Balanced Asset Allocation Fund
44,009
0
326
0
GMO Global Bond Fund
0
0
0
0
GMO Global Equity Allocation Fund
610
0
280
0
GMO Inflation Indexed Plus Bond Fund
8,783
0
8,783
0
GMO International Bond Fund
0
0
5
0
GMO International Core Equity Fund
440,956
0
427,904
12,041
GMO International Equity Allocation Fund
8,959
0
8,343
0
GMO International Growth Equity Fund
115,163
4,932
50,263
83,659
GMO International Intrinsic Value Fund
134,685
4,681
117,273
89,092
GMO International Opportunities Equity Allocation Fund
5,325
0
3,612
0
GMO International Small Companies Fund
18,026
189,931
19,414
0
GMO Quality Fund
599,400
32,001
312,971
0
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
630
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
20
0
GMO Short-Duration Investment Fund
0
0
20
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
8,361
4,092
8,544
0
GMO Strategic Fixed Income Fund
85,820
0
108,063
0
GMO Strategic Opportunities Allocation Fund
0
0
111
0
GMO Taiwan Fund
0
0
35,078
0
GMO Tax-Managed International Equities Fund
1,524
0
7,085
0
GMO Tax-Managed U.S. Equities Fund
35
0
116
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
122,097
0
92,887
3,805
GMO U.S. Equity Allocation Fund
0
0
634
0
GMO U.S. Growth Fund
0
0
5
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
-2
243
GMO U.S. Treasury Fund
92,230
0
77,122
0
GMO World Opportunity Equity Allocaton Fund
1,012
0
19,002
0
GMO World Opportunity Overlay Fund
0
0
0
0
         
September
        
Fund Name
        
 
        
GMO Alpha Only Fund
46,495
131,389
14,201
9,665
GMO Alternative Asset Opportunity Fund
0
0
76
0
GMO Asset Allocation Bond Fund
62,294
855
49,463
0
GMO Benchmark-Free Allocation Fund
50
0
29,841
0
GMO Core Plus Bond Fund
0
0
0
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
0
0
7,500
0
GMO Developed World Stock Fund
0
0
11,974
10,434
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
1,428
0
6,739
0
GMO Emerging Country Debt Fund
142
0
37,941
0
GMO Emerging Markets Fund
26,997
0
115,918
33,320
GMO Flexible Equities Fund
5,495
0
6,188
40,350
GMO Foreign Fund
18,099
0
14,071
0
GMO Foreign Small Companies Fund
0
0
5,000
0
GMO Global Balanced Asset Allocation Fund
25,308
0
122,298
0
GMO Global Bond Fund
2,000
1
1,790
0
GMO Global Equity Allocation Fund
15,434
10,408
14,761
0
GMO Inflation Indexed Plus Bond Fund
1,525
0
929
0
GMO International Bond Fund
180
0
2,000
0
GMO International Core Equity Fund
63,013
0
48,781
4,500
GMO International Equity Allocation Fund
57,091
10
2,082
0
GMO International Growth Equity Fund
85,501
0
89,455
12,180
GMO International Intrinsic Value Fund
86,567
0
115,386
30,210
GMO International Opportunities Equity Allocation Fund
50
0
49,530
0
GMO International Small Companies Fund
11,284
8,000
23,623
0
GMO Quality Fund
233,962
0
98,772
1,050
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
930
0
0
0
GMO Short-Duration Collateral Share Fund
0
0
40
0
GMO Short-Duration Investment Fund
0
0
35
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
13,694
139
3,110
0
GMO Strategic Fixed Income Fund
0
0
1,109
0
GMO Strategic Opportunities Allocation Fund
145,240
0
39,326
0
GMO Taiwan Fund
0
0
8,459
0
GMO Tax-Managed International Equities Fund
6,909
0
15,131
0
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
25,565
0
23,501
19,040
GMO U.S. Equity Allocation Fund
0
0
1
0
GMO U.S. Growth Fund
1
0
2
0
GMO U.S. Intrinsic Value Fund
0
10
2
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
381,364
9,645
24,802
0
GMO World Opportunity Equity Allocaton Fund
0
0
10,136
0
GMO World Opportunity Overlay Fund
0
0
72
0
         
October
        
Fund Name
        
 
        
GMO Alpha Only Fund
128,109
0
14,515
7
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
51,301
0
22,444
0
GMO Benchmark-Free Allocation Fund
95,635
7
4,905
0
GMO Core Plus Bond Fund
0
0
5
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
0
0
0
0
GMO Developed World Stock Fund
0
0
900
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
1,919
0
4,876
0
GMO Emerging Country Debt Fund
80,998
0
154,978
0
GMO Emerging Markets Fund
664,175
13,500
817,296
0
GMO Flexible Equities Fund
2,606
0
2,623
0
GMO Foreign Fund
180,608
0
291,018
0
GMO Foreign Small Companies Fund
0
0
2,537
0
GMO Global Balanced Asset Allocation Fund
8,782
0
10,815
0
GMO Global Bond Fund
1,350
0
15,000
0
GMO Global Equity Allocation Fund
72,355
0
807
0
GMO Inflation Indexed Plus Bond Fund
0
0
30,082
0
GMO International Bond Fund
0
0
67
0
GMO International Core Equity Fund
486,957
0
493,064
0
GMO International Equity Allocation Fund
145,504
0
30,250
0
GMO International Growth Equity Fund
117,177
0
66,242
0
GMO International Intrinsic Value Fund
209,506
0
121,231
0
GMO International Opportunities Equity Allocation Fund
7,302
0
785
0
GMO International Small Companies Fund
14,055
0
9,118
0
GMO Quality Fund
1,017,854
0
670,376
0
GMO Real Estate Fund
0
0
5
0
GMO Short-Duration Collateral Fund
875
0
325
0
GMO Short-Duration Collateral Share Fund
0
0
367
0
GMO Short-Duration Investment Fund
0
0
1
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
4,858
0
3,010
0
GMO Strategic Fixed Income Fund
1,500
0
2,000
0
GMO Strategic Opportunities Allocation Fund
0
0
59,185
0
GMO Taiwan Fund
0
0
763
0
GMO Tax-Managed International Equities Fund
3,145
0
491
13,500
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
2
0
GMO U.S. Core Equity Fund
39,093
0
15,330
0
GMO U.S. Equity Allocation Fund
185
0
0
0
GMO U.S. Growth Fund
1
0
7,012
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
132,964
0
179,190
0
GMO World Opportunity Equity Allocaton Fund
0
0
3,533
0
GMO World Opportunity Overlay Fund
37,400
0
1,900
0
         
November
        
Fund Name
        
 
        
GMO Alpha Only Fund
27,978
118,399
36,427
5,439
GMO Alternative Asset Opportunity Fund
0
0
2,853
0
GMO Asset Allocation Bond Fund
7,230
4,174
34,308
0
GMO Benchmark-Free Allocation Fund
0
0
233
0
GMO Core Plus Bond Fund
0
0
0
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
0
0
0
0
GMO Developed World Stock Fund
0
0
1,871
0
GMO Domestic Bond Fund
0
0
100
0
GMO Emerging Countries Fund
2,449
0
1,837
0
GMO Emerging Country Debt Fund
236
20
1,287
727
GMO Emerging Markets Fund
31,231
3,505
233,244
4,691
GMO Flexible Equities Fund
504
0
6,562
24,470
GMO Foreign Fund
54,892
0
78,525
0
GMO Foreign Small Companies Fund
96,521
0
24,148
0
GMO Global Balanced Asset Allocation Fund
9,471
59,239
119,787
0
GMO Global Bond Fund
0
0
400
1,618
GMO Global Equity Allocation Fund
2,000
0
590
0
GMO Inflation Indexed Plus Bond Fund
631
0
20,055
3,233
GMO International Bond Fund
0
0
75
7
GMO International Core Equity Fund
9,531
0
42,485
0
GMO International Equity Allocation Fund
12,563
8,664
2,652
0
GMO International Growth Equity Fund
62,094
0
45,591
5,767
GMO International Intrinsic Value Fund
87,160
0
38,524
5,607
GMO International Opportunities Equity Allocation Fund
-27,574
28,119
1,351
8,664
GMO International Small Companies Fund
7,195
0
11,995
1,167
GMO Quality Fund
559,326
1,592
241,241
21,337
GMO Real Estate Fund
0
0
0
677
GMO Short-Duration Collateral Fund
11
0
4,279
0
GMO Short-Duration Collateral Share Fund
10
0
100
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
416
0
5,423
0
GMO Strategic Fixed Income Fund
4,785
0
100
8,481
GMO Strategic Opportunities Allocation Fund
22,003
0
5,042
0
GMO Taiwan Fund
0
0
12,257
0
GMO Tax-Managed International Equities Fund
8,950
0
3,474
0
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
32,704
0
19,511
102,214
GMO U.S. Equity Allocation Fund
0
0
0
0
GMO U.S. Growth Fund
0
0
17
1,509
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
0
0
GMO U.S. Small/Mid Cap Value Fund
0
0
0
0
GMO U.S. Treasury Fund
156,395
0
108,875
0
GMO World Opportunity Equity Allocaton Fund
0
0
-16,119
28,119
GMO World Opportunity Overlay Fund
686
0
7,791
0
         
December
        
Fund Name
        
 
        
GMO Alpha Only Fund
35,594
67
30,982
1,543
GMO Alternative Asset Opportunity Fund
0
0
250
0
GMO Asset Allocation Bond Fund
15,160
0
14,519
0
GMO Benchmark-Free Allocation Fund
33,248
825
100,593
90
GMO Core Plus Bond Fund
45
0
1,505
25
GMO Currency Hedged International Bond Fund
1
0
1,500
0
GMO Currency Hedged International Equity Fund
0
0
0
2
GMO Developed World Stock Fund
19
0
0
2
GMO Domestic Bond Fund
0
0
1,554
1,901
GMO Emerging Countries Fund
2,474
0
1,413
52
GMO Emerging Country Debt Fund
632
48
7,995
362
GMO Emerging Markets Fund
23,994
15,849
408,148
11,212
GMO Flexible Equities Fund
0
0
1,453
0
GMO Foreign Fund
24,779
0
205,707
53
GMO Foreign Small Companies Fund
485
0
0
16
GMO Global Balanced Asset Allocation Fund
38,983
311
37,320
252
GMO Global Bond Fund
12
8
10,000
0
GMO Global Equity Allocation Fund
10,434
4
1,958
35
GMO Inflation Indexed Plus Bond Fund
68
26
548
99
GMO International Bond Fund
125
174
0
0
GMO International Core Equity Fund
33,274
5
61,190
2
GMO International Equity Allocation Fund
3,431
8,881
29,445
20
GMO International Growth Equity Fund
17,309
941
38,239
9,869
GMO International Intrinsic Value Fund
39,968
0
52,062
9,346
GMO International Opportunities Equity Allocation Fund
56,457
0
3,826
0
GMO International Small Companies Fund
1,549
0
6,187
257
GMO Quality Fund
533,032
9,779
372,903
294
GMO Real Estate Fund
22
2
9
45
GMO Short-Duration Collateral Fund
300
0
45
0
GMO Short-Duration Collateral Share Fund
161
201
21
18
GMO Short-Duration Investment Fund
0
0
321
12
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
5,101
0
3,500
0
GMO Strategic Fixed Income Fund
0
0
16,950
808
GMO Strategic Opportunities Allocation Fund
9,433
9,590
30,358
0
GMO Taiwan Fund
4,603
0
4,068
0
GMO Tax-Managed International Equities Fund
5,330
0
6,532
8,881
GMO Tax-Managed U.S. Equities Fund
5,033
0
176
0
GMO Tobacco-Free Core Fund
6
0
0
0
GMO U.S. Core Equity Fund
35,484
0
64,563
1,586
GMO U.S. Equity Allocation Fund
4,444
0
1,247
0
GMO U.S. Growth Fund
16
0
29
4
GMO U.S. Intrinsic Value Fund
7
0
17
9
GMO U.S. Small/Mid Cap Growth Fund
2
0
46
7
GMO U.S. Small/Mid Cap Value Fund
3
0
186
19
GMO U.S. Treasury Fund
19,479
108
95,537
0
GMO World Opportunity Equity Allocaton Fund
8,014
0
48,686
5
GMO World Opportunity Overlay Fund
0
0
81
0
         
January
        
Fund Name
        
         
GMO Alpha Only Fund
121,820
2
8,314
0
GMO Alternative Asset Opportunity Fund
0
0
46
0
GMO Asset Allocation Bond Fund
33,874
0
15,833
0
GMO Benchmark-Free Allocation Fund
404
0
14,982
0
GMO Core Plus Bond Fund
0
0
5
0
GMO Currency Hedged International Bond Fund
1
0
9
0
GMO Currency Hedged International Equity Fund
0
0
0
0
GMO Developed World Stock Fund
0
0
13,589
22,857
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
13,283
0
1,047
0
GMO Emerging Country Debt Fund
61
0
124,467
0
GMO Emerging Markets Fund
160,015
1
182,619
7
GMO Flexible Equities Fund
1,919
0
1,188
0
GMO Foreign Fund
10,547
0
245,272
0
GMO Foreign Small Companies Fund
5
0
0
0
GMO Global Balanced Asset Allocation Fund
13,313
0
48,067
0
GMO Global Bond Fund
6,303
0
58,027
0
GMO Global Equity Allocation Fund
12,308
0
1,033
0
GMO Inflation Indexed Plus Bond Fund
270
0
6
0
GMO International Bond Fund
3,747
0
0
0
GMO International Core Equity Fund
29,786
0
58,134
0
GMO International Equity Allocation Fund
3,024
0
5,305
0
GMO International Growth Equity Fund
85,724
33
24,702
0
GMO International Intrinsic Value Fund
117,194
99
56,748
0
GMO International Opportunities Equity Allocation Fund
65,871
0
1,361
0
GMO International Small Companies Fund
6,896
22
5,137
0
GMO Quality Fund
299,043
23,292
79,496
0
GMO Real Estate Fund
128
0
0
0
GMO Short-Duration Collateral Fund
2,948
0
22,423
0
GMO Short-Duration Collateral Share Fund
230
0
305
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
1,731
0
783
0
GMO Strategic Fixed Income Fund
0
0
548
0
GMO Strategic Opportunities Allocation Fund
45,052
0
11,771
0
GMO Taiwan Fund
0
0
10,992
0
GMO Tax-Managed International Equities Fund
6,520
0
509
0
GMO Tax-Managed U.S. Equities Fund
69
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
34,560
771
26,587
0
GMO U.S. Equity Allocation Fund
4
0
65
0
GMO U.S. Growth Fund
19
0
4
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
8
5,698
15
705
GMO U.S. Small/Mid Cap Value Fund
0
0
-32
6,438
GMO U.S. Treasury Fund
500,612
0
423,198
0
GMO World Opportunity Equity Allocaton Fund
2,084
0
5,000
0
GMO World Opportunity Overlay Fund
0
0
13,045
0
         
February
        
Fund Name
        
 
        
GMO Alpha Only Fund
24,959
0
7,734
3
GMO Alternative Asset Opportunity Fund
0
0
0
0
GMO Asset Allocation Bond Fund
87,229
0
7,312
0
GMO Benchmark-Free Allocation Fund
8,936
113
10
0
GMO Core Plus Bond Fund
0
0
0
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Currency Hedged International Equity Fund
0
0
2
8
GMO Developed World Stock Fund
0
0
0
0
GMO Domestic Bond Fund
0
0
0
0
GMO Emerging Countries Fund
2,110
0
1,320
390
GMO Emerging Country Debt Fund
127,710
369
217,076
0
GMO Emerging Markets Fund
621,154
5,503
628,482
19,378
GMO Flexible Equities Fund
2,689
0
300
0
GMO Foreign Fund
68,139
0
85,952
0
GMO Foreign Small Companies Fund
0
0
801
0
GMO Global Balanced Asset Allocation Fund
15,705
147
27,314
0
GMO Global Bond Fund
0
0
0
0
GMO Global Equity Allocation Fund
0
0
14,008
48
GMO Inflation Indexed Plus Bond Fund
7,013
0
1,017
36
GMO International Bond Fund
0
0
377
247
GMO International Core Equity Fund
5,211
0
21,749
12,400
GMO International Equity Allocation Fund
1,631
0
5,904
24
GMO International Growth Equity Fund
71,496
3,800
10,336
3,007
GMO International Intrinsic Value Fund
269,014
18,752
427,517
401
GMO International Opportunities Equity Allocation Fund
7,869
0
0
0
GMO International Small Companies Fund
8,908
0
4,339
60
GMO Quality Fund
1,241,786
43,077
904,054
445
GMO Real Estate Fund
0
0
0
0
GMO Short-Duration Collateral Fund
275
0
10,389
0
GMO Short-Duration Collateral Share Fund
900
314
31
0
GMO Short-Duration Investment Fund
0
0
0
0
GMO Special Purpose Holdings Fund
0
0
0
0
GMO Special Situations
14,341
0
0
0
GMO Strategic Fixed Income Fund
52,051
0
52,051
0
GMO Strategic Opportunities Allocation Fund
227,175
0
58
0
GMO Taiwan Fund
0
0
6,533
0
GMO Tax-Managed International Equities Fund
6,092
0
1,963
4
GMO Tax-Managed U.S. Equities Fund
0
0
0
0
GMO Tobacco-Free Core Fund
0
0
0
0
GMO U.S. Core Equity Fund
4,276
578
14,447
36,372
GMO U.S. Equity Allocation Fund
0
0
116
0
GMO U.S. Growth Fund
0
0
11
0
GMO U.S. Intrinsic Value Fund
0
0
0
0
GMO U.S. Small/Mid Cap Growth Fund
0
0
150
0
GMO U.S. Small/Mid Cap Value Fund
0
0
300
0
GMO U.S. Treasury Fund
177,741
60
235,775
0
GMO World Opportunity Equity Allocaton Fund
128,700
0
0
0
GMO World Opportunity Overlay Fund
0
0
500
0