EX-99 7 avgnet.txt GMO Trust FYE 2/28/2002 Attachment Filed in Response to Form N-SAR Sub-Item 77P Monthly Average Assets Fund Name March April May Core Fund $ 2,851,112,327 $ 2,869,656,758 $ 2,960,440,234 Growth Fund 107,620,753 107,598,004 118,108,950 Value Fund 246,728,338 248,499,754 261,409,747 Short-Term Income Fund 40,832,433 39,462,046 39,569,718 International Intrinsic Value Fund 1,384,376,103 1,374,415,288 1,412,247,403 Tobacco-Free Core Fund 252,489,933 253,048,964 263,293,626 International Small Companies Fund 179,393,360 209,997,221 222,965,152 Small Cap Value Fund 300,099,734 302,857,441 318,886,359 Pelican Fund 115,367,213 115,140,850 120,803,633 US Sector Fund 250,361 257,198 271,900 International Bond Fund 209,600,873 195,868,548 189,402,864 Small Cap Growth Fund 19,086,566 19,661,902 22,256,134 Emerging Markets Fund 994,071,706 959,825,704 1,015,825,515 Emerging Country Debt Fund 1,017,893,844 1,021,659,294 1,039,784,742 Global Hedged Equity Fund 55,924,131 50,651,635 46,125,148 Domestic Bond Fund 170,671,475 167,661,738 166,485,851 Currency Hedged International Bond Fund 18,192,745 16,299,114 15,911,143 Inflation Indexed Bond Fund 66,166,774 60,598,730 57,831,673 Currency Hedged International Equity Fund 106,150,049 106,186,188 108,695,914 Global Bond Fund 289,165,817 278,548,862 275,593,851 REIT Fund 133,407,040 137,364,214 143,590,011 Foreign Fund 1,176,345,324 1,182,198,629 1,246,567,049 International Equity Allocation Fund 70,089,024 68,908,115 71,230,608 World Equity Allocation Fund 10,714,770 9,031,402 6,818,671 Global (US+) Equity Allocation Fund 41,723,870 41,653,571 43,605,203 Global Balanced Allocation Fund 111,096,736 112,710,332 115,342,827 Core Plus Bond Fund 156,546,835 149,807,278 147,828,666 Emerging Countries Fund 49,741,046 47,098,759 49,637,055 Asia Fund 104,223,620 94,076,944 97,076,686 Tax-Managed U.S. Equities Fund 11,014,507 10,993,805 11,553,170 Tax-Managed Small Companies Fund 40,407,740 40,356,914 41,135,430 Intrinsic Value Fund 71,929,940 91,944,977 97,604,222 Alpha LIBOR Fund 1,521,458,071 1,516,022,170 1,471,162,176 Tax-Managed International Equities Fund 72,642,072 72,254,588 74,922,028 Emerging Country Debt Share Fund 102,691,774 101,356,768 102,702,907 Foreign Small Companies Fund 59,354,026 59,665,501 64,154,155 International Disciplined Equity 0 0 0 International Growth Fund 0 0 0 12,158,580,930 12,133,339,205 12,440,840,421 Fund Name June July August Core Fund 2,904,949,141 $ 2,821,042,611 $ 2,788,143,691 Growth Fund 114,602,521 117,103,803 114,711,060 Value Fund 259,448,104 257,302,696 258,810,201 Short-Term Income Fund 39,573,458 39,321,376 38,589,223 International Intrinsic Value Fund 1,433,311,404 1,460,516,261 1,484,696,445 Tobacco-Free Core Fund 262,523,882 369,147,221 388,520,172 International Small Companies Fund 220,474,936 219,981,679 227,639,522 Small Cap Value Fund 318,567,367 318,284,001 316,985,899 Pelican Fund 121,251,097 120,321,151 122,855,712 US Sector Fund 273,257 269,988 270,790 International Bond Fund 159,119,264 163,155,494 182,919,490 Small Cap Growth Fund 21,865,499 21,496,526 20,057,042 Emerging Markets Fund 1,067,540,680 1,041,424,682 1,061,143,516 Emerging Country Debt Fund 1,058,226,568 993,273,405 946,258,343 Global Hedged Equity Fund 19,609,422 19,090,332 18,966,293 Domestic Bond Fund 167,982,228 167,081,849 169,248,142 Currency Hedged International Bond Fund 16,025,604 16,209,475 16,550,209 Inflation Indexed Bond Fund 58,273,225 60,869,951 64,190,414 Currency Hedged International Equity Fund 65,642,356 48,693,563 44,268,523 Global Bond Fund 274,243,621 268,527,237 276,669,009 REIT Fund 149,238,987 153,693,123 154,406,607 Foreign Fund 1,211,991,536 1,173,504,342 1,202,695,024 International Equity Allocation Fund 69,600,165 63,729,274 68,647,009 World Equity Allocation Fund 6,823,585 7,172,011 7,532,131 Global (US+) Equity Allocation Fund 43,686,584 43,003,731 43,225,540 Global Balanced Allocation Fund 116,716,730 116,280,413 117,592,003 Core Plus Bond Fund 149,079,321 149,717,389 147,977,281 Emerging Countries Fund 49,498,408 47,262,929 47,450,124 Asia Fund 100,871,984 100,343,237 104,797,872 Tax-Managed U.S. Equities Fund 11,871,202 11,754,717 11,644,461 Tax-Managed Small Companies Fund 35,313,992 35,656,733 34,507,341 Intrinsic Value Fund 98,259,021 101,464,181 101,055,009 Alpha LIBOR Fund 1,464,970,257 1,466,480,113 1,532,158,158 Tax-Managed International Equities Fund 73,878,669 72,694,225 74,597,449 Emerging Country Debt Share Fund 107,052,925 77,575,141 75,588,710 Foreign Small Companies Fund 64,189,696 62,368,401 74,993,136 International Disciplined Equity 0 0 0 International Growth Fund 0 0 0 12,336,546,697 12,205,813,265 12,340,361,551 Fund Name September October November Core Fund 2,508,964,232 $ 2,613,984,787 $ 2,690,679,514 Growth Fund 102,234,060 108,932,565 117,559,688 Value Fund 240,692,737 231,613,498 233,726,901 Short-Term Income Fund 39,046,058 36,481,605 36,162,036 International Intrinsic Value Fund 1,353,050,926 1,380,070,143 1,402,849,586 Tobacco-Free Core Fund 352,106,968 370,313,868 386,166,530 International Small Companies Fund 210,289,331 213,436,697 215,948,287 Small Cap Value Fund 284,044,164 271,814,656 284,357,550 Pelican Fund 115,135,696 112,291,207 112,230,180 US Sector Fund 248,272 245,921 254,386 International Bond Fund 185,316,995 162,439,598 147,832,336 Small Cap Growth Fund 17,006,995 16,202,244 16,051,795 Emerging Markets Fund 1,003,123,305 959,428,902 1,046,919,730 Emerging Country Debt Fund 951,129,086 920,057,554 943,104,491 Global Hedged Equity Fund 18,059,006 15,239,595 14,939,098 Domestic Bond Fund 171,285,327 160,348,850 162,036,725 Currency Hedged International Bond Fund 15,084,773 15,840,479 17,856,463 Inflation Indexed Bond Fund 66,902,805 107,965,912 118,895,125 Currency Hedged International Equity Fund 39,387,122 37,001,770 37,178,603 Global Bond Fund 278,486,880 282,343,419 284,199,515 REIT Fund 146,024,549 142,440,317 152,338,044 Foreign Fund 1,118,490,839 1,155,309,388 1,233,805,185 International Equity Allocation Fund 72,782,560 66,954,201 58,045,583 World Equity Allocation Fund 6,831,910 6,656,046 6,816,150 Global (US+) Equity Allocation Fund 40,250,944 39,436,971 40,470,150 Global Balanced Allocation Fund 113,652,038 114,079,692 112,714,033 Core Plus Bond Fund 149,931,971 145,633,147 347,188,712 Emerging Countries Fund 45,364,374 41,785,592 44,258,795 Asia Fund 100,396,304 88,592,097 89,028,368 Tax-Managed U.S. Equities Fund 10,816,689 10,928,593 11,470,475 Tax-Managed Small Companies Fund 31,898,850 31,515,832 32,771,345 Intrinsic Value Fund 92,524,928 90,962,679 93,402,302 Alpha LIBOR Fund 1,570,839,787 1,322,008,041 1,242,619,984 Tax-Managed International Equities Fund 68,664,107 68,278,246 70,214,873 Emerging Country Debt Share Fund 76,406,717 75,206,619 77,625,035 Foreign Small Companies Fund 90,355,042 113,020,686 129,522,606 International Disciplined Equity 0 0 0 International Growth Fund 0 0 0 11,686,826,347 11,528,861,413 12,011,240,179 Fund Name December January February Core Fund 2,678,834,712 $ 2,625,570,465 $ 2,564,602,502 Growth Fund 121,821,312 120,926,953 116,967,003 Value Fund 236,889,151 236,796,910 228,403,080 Short-Term Income Fund 23,074,625 45,375,287 50,080,080 International Intrinsic Value Fund 1,396,012,411 1,409,984,854 1,342,265,579 Tobacco-Free Core Fund 397,365,638 390,412,435 375,959,119 International Small Companies Fund 219,801,070 230,961,737 237,816,238 Small Cap Value Fund 301,975,993 305,500,495 305,735,487 Pelican Fund 113,721,673 115,467,298 111,597,637 US Sector Fund 268,277 271,369 267,051 International Bond Fund 145,330,590 140,607,038 136,402,194 Small Cap Growth Fund 17,301,720 17,396,706 16,980,773 Emerging Markets Fund 1,139,544,346 1,352,613,150 1,487,761,587 Emerging Country Debt Fund 961,383,448 995,010,843 1,025,641,693 Global Hedged Equity Fund 15,661,294 16,125,414 16,549,169 Domestic Bond Fund 158,043,170 152,145,660 154,031,442 Currency Hedged International Bond Fund 17,737,624 17,829,397 17,847,646 Inflation Indexed Bond Fund 137,130,780 143,494,516 147,100,512 Currency Hedged International Equity Fund 37,298,968 37,046,252 36,976,468 Global Bond Fund 278,721,862 274,880,110 273,765,601 REIT Fund 171,690,193 187,531,817 189,886,528 Foreign Fund 1,282,178,645 1,294,949,892 1,272,677,883 International Equity Allocation Fund 59,016,900 63,350,894 64,508,439 World Equity Allocation Fund 7,003,646 7,172,086 7,188,411 Global (US+) Equity Allocation Fund 41,511,095 40,268,982 39,504,884 Global Balanced Allocation Fund 113,734,476 126,806,305 128,432,773 Core Plus Bond Fund 348,820,116 351,420,637 341,638,472 Emerging Countries Fund 48,399,682 52,550,751 59,586,562 Asia Fund 96,768,564 105,228,617 114,944,440 Tax-Managed U.S. Equities Fund 27,063,367 27,955,386 27,228,086 Tax-Managed Small Companies Fund 35,094,571 36,192,085 36,579,036 Intrinsic Value Fund 96,154,097 97,183,169 95,576,301 Alpha LIBOR Fund 1,407,826,591 1,426,399,458 1,418,476,065 Tax-Managed International Equities Fund 73,547,801 74,221,249 73,997,571 Emerging Country Debt Share Fund 79,702,702 84,195,883 86,839,525 Foreign Small Companies Fund 140,342,739 145,708,361 147,123,842 International Disciplined Equity 0 33,859,097 43,837,620 International Growth Fund 54,935,270 57,380,346 70,010,125 12,481,709,119 12,840,791,902 12,864,787,424