EX-99 13 avgnet77p.txt GMO Trust FYE 2/29/2004 Attachment Filed in Response to Form N-SAR Sub-Item 77P Monthly Average Assets Fund Name March April May Core Fund $ 2,398,967,243 $ 2,578,008,775 $ 2,735,544,290 Growth Fund 345,963,935 377,641,370 397,968,777 Value Fund 94,671,743 52,585,776 56,494,115 Short-Duration Investment Fund 50,405,604 49,160,043 47,275,745 International Intrinsic Value Fund 1,238,794,462 1,303,111,193 1,429,923,367 Tobacco-Free Core Fund 476,397,601 507,961,623 538,751,042 International Small Companies Fund 537,535,247 579,021,490 710,291,451 Small Cap Value Fund 146,998,688 159,445,038 155,883,388 U.S. Sector Fund 13,141,379 13,722,415 14,793,831 International Bond Fund 124,615,393 127,949,097 140,938,760 Small Cap Growth Fund 18,289,642 20,354,553 20,721,148 Emerging Markets Fund 2,232,197,473 2,470,752,495 2,703,068,157 Emerging Country Debt Fund 1,442,902,198 1,464,400,269 1,544,707,200 Global Hedged Equity Fund 26,702,030 29,021,622 31,682,673 Domestic Bond Fund 115,300,312 124,357,890 135,262,784 Currency Hedged International Bond Fund 20,193,743 20,511,518 21,152,494 Inflation Indexed Bond Fund 274,098,128.18 263,931,658 281,049,258 Currency Hedged International Equity Fund 30,347,914 35,890,498 41,705,563 Global Bond Fund 230,774,008 203,145,213 159,273,696 Real Estate Fund 144,005,098 151,300,547 162,375,117 Foreign Fund 1,753,028,026 2,020,686,561 2,290,693,475 International Equity Allocation Fund 102,535,375 74,783,084 79,435,447 Global (U.S.+) Equity Allocation Fund 83,193,497 98,871,966 107,917,968 Global Balanced Asset Allocation Fund 304,626,273 324,651,695 345,587,990 Core PlU.S. Bond Fund 274,457,956 284,198,358 299,300,505 Emerging Countries Fund 92,363,172 120,859,661 142,749,891 Asia Fund 104,069,230 109,845,034 114,524,655 Tax-Managed U.S. Equities Fund 40,256,743 41,555,206 45,500,165 Tax-Managed Small Companies Fund 20,571,553 21,573,381 23,261,515 Intrinsic Value Fund 61,468,041 63,936,530 68,449,791 Alpha LIBOR Fund 260,335,562 255,252,515 248,405,316 U.S. Quality Equity Fund 0 0 0 Tax-Managed International Equities Fund 95,299,214 100,368,157 110,525,951 Emerging Country Debt Share Fund 67,940,185 72,302,954 78,831,589 Foreign Small Companies Fund 471,594,182 502,143,286 561,969,599 International Disciplined Equity 67,089,238 69,287,901 75,156,507 International Growth Fund 182,987,472 191,850,281 209,297,905 Short-Duration Collateral Fund 1,126,896,190 1,115,586,973 1,119,842,610 Taiwan Fund 50,203,592 73,398,220 71,597,321 Total 15,121,217,339 16,073,424,845 17,321,911,058 Fund Name June July AugU.S.t Core Fund $ 2,955,802,092 $ 2,967,606,840 $ 2,968,890,726 Growth Fund 406,721,592 398,349,508 390,636,959 Value Fund 59,823,972 60,443,187 58,720,453 Short-Duration Investment Fund 47,368,580 47,117,729 46,897,578 International Intrinsic Value Fund 1,549,690,061 1,583,400,168 1,629,261,316 Tobacco-Free Core Fund 577,095,046 583,325,818 579,001,138 International Small Companies Fund 800,994,977 918,099,507 1,010,224,590 Small Cap Value Fund 176,551,103 187,823,665 183,413,264 U.S. Sector Fund 15,788,091 39,973,665 44,305,808 International Bond Fund 146,171,698 149,489,130 153,466,125 Small Cap Growth Fund 30,863,474 35,313,876 34,235,275 Emerging Markets Fund 3,108,029,301 3,525,806,134 3,787,801,265 Emerging Country Debt Fund 1,524,392,609 1,472,053,508 1,415,192,267 Global Hedged Equity Fund 35,197,679 40,127,300 46,893,508 Domestic Bond Fund 155,230,914 164,826,609 176,072,746 Currency Hedged International Bond Fund 21,592,128 21,306,029 21,793,819 Inflation Indexed Bond Fund 280,647,943 292,473,456 335,965,056 Currency Hedged International Equity Fund 47,723,809 51,491,581 61,246,934 Global Bond Fund 144,556,003 135,410,775 128,519,723 Real Estate Fund 175,705,369 191,875,420 190,352,985 Foreign Fund 2,553,858,153 2,772,148,515 2,845,296,669 International Equity Allocation Fund 90,792,060 102,661,295 105,819,550 Global (U.S.+) Equity Allocation Fund 116,213,964 125,025,861 128,260,809 Global Balanced Asset Allocation Fund 218,526,744 213,075,399 296,847,869 Core PlU.S. Bond Fund 315,072,429 327,140,926 344,790,779 Emerging Countries Fund 176,095,869 190,050,720 199,052,241 Asia Fund 128,960,943 138,205,820 142,349,312 Tax-Managed U.S. Equities Fund 49,969,760 50,589,185 47,601,220 Tax-Managed Small Companies Fund 25,068,077 21,432,754 20,032,477 Intrinsic Value Fund 63,277,719 57,748,493 62,145,156 Alpha LIBOR Fund 247,530,767 247,065,832 246,719,204 U.S. Quality Equity Fund 0 0 0 Tax-Managed International Equities Fund 118,359,767 124,389,685 124,520,791 Emerging Country Debt Share Fund 88,060,680 86,642,334 81,504,196 Foreign Small Companies Fund 591,107,861 603,426,939 616,341,824 International Disciplined Equity 91,940,046 101,927,982 102,848,029 International Growth Fund 199,306,851 203,755,766 222,713,527 Short-Duration Collateral Fund 1,179,661,121 1,214,898,360 1,222,160,579 Taiwan Fund 80,099,057 86,288,807 91,683,344 Benchmark-Free Allocation 2,976,670 70,054,354 Total 18,593,848,308 19,535,765,249 20,233,633,464 Fund Name September October November Core Fund $ 3,083,505,245 $ 3,223,421,488 $ 3,369,747,031 Growth Fund 412,351,864 422,791,672 428,942,029 Value Fund 58,631,019 59,140,177 60,252,059 Short-Duration Investment Fund 46,891,533 46,885,292 46,253,045 International Intrinsic Value Fund 1,704,241,685 1,811,416,115 1,880,621,872 Tobacco-Free Core Fund 596,452,310 599,706,878 594,358,244 International Small Companies Fund 1,136,278,880 1,208,141,365 1,244,892,009 Small Cap Value Fund 195,758,601 210,258,432 224,081,633 U.S. Sector Fund 49,714,818 62,535,756 67,179,288 International Bond Fund 161,117,425 177,172,539 178,088,870 Small Cap Growth Fund 36,922,409 39,105,110 40,567,635 Emerging Markets Fund 4,276,553,917 4,877,092,594 5,330,552,365 Emerging Country Debt Fund 1,516,010,286 1,552,733,188 1,593,020,900 Global Hedged Equity Fund 50,206,973 54,295,004 54,874,363 Domestic Bond Fund 197,035,815 218,487,131 241,079,636 Currency Hedged International Bond Fund 22,405,369 22,651,946 22,929,811 Inflation Indexed Bond Fund 363,677,899 389,782,246 450,137,377 Currency Hedged International Equity Fund 70,956,770 85,512,883 99,748,062 Global Bond Fund 125,329,897 129,568,012 125,023,414 Real Estate Fund 194,477,382 200,062,580 187,455,758 Foreign Fund 3,018,629,015 3,228,336,141 3,339,429,660 International Equity Allocation Fund 116,237,663 124,851,505 128,783,625 Global (U.S.+) Equity Allocation Fund 134,073,552 182,645,647 193,740,345 Global Balanced Asset Allocation Fund 329,336,830 347,618,679 364,475,956 Core PlU.S. Bond Fund 369,199,597 392,596,564 416,493,548 Emerging Countries Fund 215,291,684 230,770,713 246,663,419 Asia Fund 153,388,793 167,190,781 144,177,243 Tax-Managed U.S. Equities Fund 52,323,926 52,953,872 53,918,068 Tax-Managed Small Companies Fund 21,188,760 21,848,632 22,634,785 Intrinsic Value Fund 65,401,505 66,090,997 67,859,641 U.S. Quality Equity Fund 0 0 0 Alpha LIBOR Fund 245,293,270 224,268,495 223,805,487 Tax-Managed International Equities Fund 132,322,461 142,451,657 145,949,655 Emerging Country Debt Share Fund 86,761,939 90,239,846 93,294,433 Foreign Small Companies Fund 648,809,845 693,822,713 712,141,980 International Disciplined Equity 107,881,952 114,339,496 129,596,443 International Growth Fund 254,881,024 311,900,566 349,031,784 Short-Duration Collateral Fund 1,214,120,465 1,219,466,225 1,234,236,569 Taiwan Fund 117,751,643 142,788,051 149,439,354 Benchmark-Free Allocation Fund 94,683,926 104,901,218 169,258,427 Total 21,676,097,945 23,249,842,205 24,424,735,820 Fund Name December January February Core Fund $ 3,572,043,443 $ 3,876,255,519 $ 4,027,019,996 Growth Fund 455,027,771 522,589,456 627,306,990 Value Fund 62,656,164 61,684,860 60,121,743 Short-Duration Investment Fund 45,437,122 44,279,735 44,096,630 International Intrinsic Value Fund 2,056,784,612 2,239,472,439 2,280,555,956 Tobacco-Free Core Fund 610,605,700 589,903,823 583,237,065 International Small Companies Fund 1,330,523,728 1,467,036,281 1,575,977,000 Small Cap Value Fund 234,426,231 233,668,239 229,197,434 U.S. Sector Fund 68,772,019 72,427,627 73,068,972 International Bond Fund 193,961,282 220,752,764 266,886,087 Small Cap Growth Fund 39,752,644 41,571,168 41,507,892 Emerging Markets Fund 6,032,313,183 6,834,912,809 6,957,342,340 Emerging Country Debt Fund 1,719,717,084 2,079,887,405 2,155,175,347 Global Hedged Equity Fund 60,446,860 65,295,251 71,162,949 Domestic Bond Fund 275,853,944 313,832,226 350,191,320 Currency Hedged International Bond Fund 24,237,905 123,250,971 212,607,302 Inflation Indexed Bond Fund 484,611,858 421,276,257 414,098,814 Currency Hedged International Equity Fund 118,404,216 137,403,894 151,473,896 Global Bond Fund 129,313,277 136,693,674 139,160,706 Real Estate Fund 193,044,887 179,469,987 186,997,354 Foreign Fund 3,523,527,960 3,758,092,407 3,916,333,014 International Equity Allocation Fund 158,322,869 214,245,496 241,500,865 Global (U.S.+) Equity Allocation Fund 202,590,605 213,477,102 219,207,130 Global Balanced Asset Allocation Fund 394,908,919 430,559,134 444,619,255 Core PlU.S. Bond Fund 456,168,214 506,264,905 565,927,376 Emerging Countries Fund 266,083,680 294,675,455 300,432,956 Asia Fund 138,116,442 155,590,684 144,490,018 Tax-Managed U.S. Equities Fund 55,169,421 59,666,281 61,987,262 Tax-Managed Small Companies Fund 23,099,264 24,271,385 24,336,534 Intrinsic Value Fund 70,693,727 75,614,694 76,424,250 Alpha LIBOR Fund 223,824,708 223,581,804 224,667,277 U.S. Quality Equity Fund 0 0 59,838,866 Tax-Managed International Equities Fund 158,700,496 203,269,625 285,456,804 Emerging Country Debt Share Fund 97,360,323 102,558,270 100,168,072 Foreign Small Companies Fund 743,623,565 795,124,750 813,263,738 International Disciplined Equity 137,766,508 154,223,431 198,679,154 International Growth Fund 412,341,993 470,447,901 516,291,386 Short- Duration Collateral Fund 1,298,252,816 1,481,468,128 1,669,403,713 Taiwan Fund 153,450,664 161,613,539 172,556,573 Benchmark-Free Allocation Fund 198,499,074 243,406,169 283,673,296 Total 26,420,435,178 29,229,815,545 30,766,443,330