EX-99 8 anafile.htm Unassociated Document
 
 
 

 
GMO Trust
                            
 
FYE 2/28/2013
                            
 
Attachment Filed in Response to Form N-SAR Sub-Item 77P
                        
 
Monthly Average Assets
                            
                               
 
Fund Name
  
 March
 April
 May
 June
 July
 August
 September
 October
 November
 December
 January
 February
  
                               
04001-A
GMO Foreign Small Companies Fund
  
               555,011,457.35
               545,777,688.91
               517,229,412.88
               499,692,968.10
               516,577,472.01
               538,776,037.47
               616,174,180.97
               659,802,512.09
               665,347,997.03
               723,147,003.74
               757,285,514.70
               782,877,019.52
  
04005-A
GMO Tax-Managed International Equities Fund
  
               498,134,540.20
               486,677,843.93
               457,389,693.58
               443,791,609.16
               453,108,510.42
               473,211,902.97
               487,597,102.39
               473,663,316.26
               464,121,764.14
               468,197,827.90
               483,479,501.35
               482,785,803.44
  
04006-A
GMO International Intrinsic Value Fund
  
           6,879,993,163.28
           6,782,933,078.02
           6,475,623,851.34
           7,277,199,519.38
           8,104,283,477.02
           8,623,548,519.78
           8,843,975,549.70
           8,789,371,383.25
           8,631,206,016.54
           8,766,013,570.97
           9,081,806,096.42
           9,076,505,080.70
  
04010-A
GMO International Small Companies Fund
  
               372,241,839.93
               366,171,494.68
               343,708,327.93
               336,149,348.48
               348,323,929.07
               358,142,657.55
               301,070,375.55
               295,398,807.89
               281,675,770.30
               290,191,376.25
               307,274,405.15
               311,733,566.91
  
04014-A
GMO Flexible Equities Fund
  
           1,363,256,766.78
           1,267,766,734.76
           1,168,302,539.07
           1,057,208,810.25
           1,055,121,647.08
               954,345,625.27
               841,669,360.69
               806,166,812.44
               823,506,399.47
               881,016,626.07
               963,802,937.85
           1,009,274,226.03
  
04018-A
GMO Emerging Markets Fund
  
         10,814,867,051.71
         10,504,927,517.35
           9,598,031,181.03
           9,686,379,262.73
         10,264,709,008.92
         10,617,317,454.83
         10,596,886,600.84
         10,668,730,083.67
         10,528,188,121.31
         10,804,654,729.52
         11,017,852,934.94
         10,888,331,071.91
  
04024-A
GMO Alpha Only Fund
  
           2,234,673,805.58
           2,459,045,236.89
           2,521,506,945.06
           2,421,062,555.25
           2,439,764,315.41
           2,617,595,886.63
           2,935,697,018.64
           3,213,401,922.49
           3,226,394,728.47
           3,135,549,992.57
           3,243,567,407.38
           3,388,717,285.96
  
04028-A
GMO Currency Hedged International Equity Fund
  
           2,397,620,554.53
           2,347,907,927.47
           2,268,838,223.96
           2,647,125,739.27
           2,954,070,628.02
           3,103,939,048.72
           2,903,124,494.21
           2,783,966,973.51
           2,318,540,708.91
           2,172,087,063.95
           2,220,279,662.78
           2,236,905,898.28
  
04030-A
GMO Foreign Fund
  
           1,029,141,727.70
               952,266,680.32
               879,760,920.97
               852,124,352.71
               845,634,484.20
               862,264,558.37
               888,723,321.36
               896,267,709.60
               875,565,677.13
               751,946,917.59
               592,799,825.45
               548,410,342.35
  
04031-A
GMO Developed World Stock Fund
  
               348,630,087.14
               341,641,943.68
               325,939,946.81
               318,137,101.13
               327,522,031.08
               339,281,500.44
               343,436,244.92
               338,671,269.15
               331,866,952.48
               344,613,757.94
               359,307,432.69
               362,031,190.31
  
04032-A
GMO Emerging Domestic Opportunities Fund
  
               540,906,243.29
               587,291,850.27
               707,471,821.10
               714,897,184.15
               787,508,805.20
               891,539,289.55
               934,691,622.10
           1,089,949,522.37
           1,183,038,786.20
           1,345,992,157.11
           1,508,966,609.75
           1,616,930,550.51
  
04035-A
GMO Global Focused Equity Fund
  
                   4,614,547.18
                   5,218,581.61
                   6,156,181.92
                   6,031,592.81
                   6,240,538.02
                   6,499,665.59
                   6,766,939.40
                   7,170,179.90
                   7,306,350.31
                   7,822,737.02
                   8,745,179.35
                   8,915,811.28
  
04036-A
GMO Emerging Countries Fund
  
               178,740,558.62
               172,729,822.39
               159,074,316.11
               154,747,118.33
               160,882,439.83
               166,316,760.95
               169,894,336.28
               169,609,233.71
               166,183,274.75
               171,622,539.15
               173,581,546.20
               152,917,545.92
  
04040-A
GMO Resources Fund
  
                   8,079,540.40
                   8,175,581.48
                   7,802,881.51
                 12,042,025.52
                 12,540,028.58
                 13,427,254.11
                 28,383,781.10
                 28,920,497.30
                 42,236,100.42
                 45,628,732.93
                 61,496,679.27
                 75,776,165.30
  
04041-A
GMO International Intrinsic Value Extended Markets Fund
               290,710,615.57
               281,084,883.73
               262,496,049.28
               256,575,221.81
               266,378,039.18
               296,368,175.81
               306,460,129.22
               307,525,485.63
               303,853,954.69
               313,722,720.41
               321,803,099.31
               307,471,912.35
  
04043-A
GMO Taiwan Fund
  
                 73,310,441.19
                 70,331,644.92
                 64,823,435.79
                 61,131,399.94
                 60,745,131.65
                 58,135,196.42
                 62,240,136.78
                 63,546,300.76
                 60,429,455.00
                 58,351,399.06
                 55,603,185.96
                 54,621,802.81
  
04058-A
GMO International Growth Equity Fund
  
           2,954,019,759.77
           2,976,264,050.37
           2,858,527,552.79
           2,325,447,424.04
           2,159,935,184.12
           2,276,941,611.17
           2,309,305,261.93
           2,331,184,508.63
           2,359,950,303.36
           2,377,048,360.81
           2,412,698,582.46
           2,453,930,622.95
  
04060-A
GMO International Core Equity Fund
  
           4,213,747,328.29
           4,008,239,923.61
           3,763,668,228.19
           3,610,351,049.35
           3,697,023,727.47
           3,945,502,831.49
           4,216,923,509.05
           4,281,487,229.83
           4,260,756,047.53
           4,491,512,978.43
           4,607,983,775.90
           4,569,610,681.34
  
IZE1-A
GMO Benchmark Free Fund
  
           3,535,798,397.26
           3,517,758,006.68
           3,435,391,450.03
           3,471,666,102.96
           3,547,598,867.89
           3,630,367,141.64
           3,676,823,378.54
           3,673,987,608.03
           3,633,370,123.87
           3,762,075,716.35
           3,890,608,389.86
           3,929,738,174.73
  
IZE2-A
GMO Benchmark-Free Allocation Fund
  
               230,038,104.48
               494,244,210.68
               675,255,559.88
               879,869,426.03
           1,169,830,804.52
           1,494,644,200.24
           1,884,094,448.41
           2,179,923,371.88
           2,481,938,962.35
           2,990,073,077.53
           3,839,187,678.87
           4,430,249,033.91
  
IZE3-A
GMO Global Equity Allocation Fund
  
           1,652,926,881.49
           1,645,051,283.06
           1,701,895,005.98
           1,684,624,084.21
           1,756,497,209.44
           1,818,342,513.38
           1,866,782,019.34
           1,917,119,936.18
           1,938,600,356.59
           2,177,081,528.30
           2,248,615,932.99
           2,272,192,420.28
  
IZE4-A
GMO Global Asset Allocation Fund
  
           3,643,292,828.29
           3,742,538,492.28
           3,692,664,281.86
           3,628,863,077.95
           3,726,872,989.85
           3,984,148,813.82
           4,034,595,005.83
           4,451,740,021.28
           4,406,211,318.52
           4,549,239,483.20
           4,689,652,437.75
           4,736,989,634.23
  
IZE5-A
GMO International Equity Allocation Fund
  
           1,183,905,154.23
           1,317,747,975.75
           1,229,675,200.05
           1,189,831,675.39
           1,285,219,103.27
           1,324,925,992.98
           1,322,128,263.00
           1,329,599,844.36
           1,309,980,247.22
           1,352,208,951.65
           1,403,174,429.03
           1,393,140,881.62
  
IZE6-A
GMO International Opportunities Equity Allocation Fund
               814,126,210.24
               794,593,978.98
               751,276,210.64
               735,191,259.31
               767,342,430.50
               822,767,180.91
               881,759,031.42
               881,801,785.24
               886,570,635.44
               930,303,133.82
               964,945,700.30
               971,652,829.85
  
IZE7-A
GMO Strategic Opportunities Allocation Fund
  
           2,041,690,502.37
           2,040,691,774.10
           1,985,363,051.92
           1,978,549,961.60
           2,052,073,843.27
           2,112,295,313.91
           2,107,810,966.38
           2,098,803,461.34
           2,012,684,394.46
           2,070,050,355.59
           2,126,651,929.48
           2,150,723,458.72
  
IZE8-A
GMO U.S. Equity Allocation Fund
  
                 70,679,772.02
                 74,254,944.88
                 72,265,041.47
                 72,130,107.84
                 74,702,649.98
                 76,897,539.27
                 78,443,694.08
                 77,395,727.67
                 74,693,984.00
                 76,067,258.21
                 78,242,207.52
                 79,923,792.16
  
IZE9-A
GMO World Opportunities Equity Allocation Fund
  
           1,247,041,839.32
           1,228,460,296.63
           1,180,181,386.94
           1,171,852,384.83
           1,453,112,093.13
           1,505,784,568.49
           1,537,228,095.90
           1,429,058,395.95
           1,387,446,990.97
           1,456,220,383.88
           1,513,979,345.90
           1,521,772,059.92
  
IZEA-A
GMO Real Estate Fund
  
                 16,794,503.20
                 17,177,107.73
                 17,281,931.22
                 17,170,020.79
                 18,192,468.73
                 17,974,000.71
                 11,824,666.95
                 11,515,006.34
                 11,343,905.94
                 11,502,378.21
                 11,749,466.46
                 11,859,767.00
  
IZEF-A
GMO U.S. Core Equity Fund
  
           1,444,025,605.98
           1,487,027,022.42
           1,471,680,171.59
           1,407,284,256.55
           1,428,442,694.88
           1,421,439,550.41
           1,420,669,697.43
           1,422,504,804.22
           1,396,002,205.60
           1,392,423,528.77
           1,421,202,619.98
           1,460,976,644.74
  
IZEG-A
GMO U.S. Growth Fund
  
                   2,485,722.45
                   2,491,260.42
                   2,403,539.74
                   2,381,592.33
                   2,457,385.53
                   2,536,009.19
                   2,600,233.20
                   2,570,637.40
                   2,499,578.82
                   2,570,430.14
                   2,754,196.04
                   2,212,303.45
  
IZEH-A
GMO U.S. Intrinsic Value Fund
  
                   9,326,404.83
                   9,379,241.54
                   9,191,985.47
                   9,204,159.63
                   9,492,214.38
                   9,750,824.61
                   9,999,418.66
                 10,048,531.49
                   9,757,676.42
                   9,955,101.98
                 10,346,769.60
                 10,637,817.39
  
IZEI-A
GMO Quality Fund
  
         19,172,570,704.80
         19,239,273,199.28
         18,909,961,940.37
         18,807,318,100.51
         17,364,966,473.99
         12,583,427,970.36
         12,900,188,978.60
         12,850,142,888.64
         12,411,583,879.92
         12,592,230,402.68
         13,217,745,231.92
         13,322,310,912.18
  
IZEL-A
GMO U.S. Small/Mid Cap Value Fund
  
                   9,727,786.66
                   9,642,097.45
                   9,310,446.03
                   8,516,547.42
                   8,387,691.25
                   8,531,436.40
                   8,895,021.14
                   8,717,431.76
                   8,606,955.84
                   8,881,614.95
                   9,409,476.44
                   9,785,566.50
  
IZEM-A
GMO Asset Allocation Bond Fund
  
               179,332,275.28
               196,283,139.57
               193,161,399.69
               128,878,570.36
                 93,398,559.36
                 95,499,704.16
               110,350,385.15
               167,038,541.34
               165,100,206.57
               171,088,394.25
               179,730,473.37
               179,171,909.86
  
IZEN-A
GMO U.S. Treasury Fund
  
           2,224,784,665.29
           2,373,558,029.23
           2,504,021,373.66
           2,185,825,395.77
           1,959,602,017.78
           2,255,252,250.49
           2,425,353,411.22
           2,617,182,609.25
           2,727,314,791.83
           2,783,568,541.31
           3,018,998,998.49
           3,157,450,746.50
  
IZER-A
GMO Risk Premium Fund
  
                                        -
                                        -
                                        -
                                        -
                                        -
                                        -
                                        -
                                        -
               104,728,727.53
               458,498,739.66
               625,530,217.36
               630,137,548.32
  
IZFA-A
GMO Core Plus Bond Fund
  
               234,663,691.32
               235,558,313.03
               237,170,646.53
               233,588,813.16
               233,753,748.07
               236,147,067.69
               238,077,397.30
               239,028,156.19
               239,099,699.30
               236,501,084.18
               237,172,114.68
               238,316,090.45
  
IZFB-A
GMO Emerging Country Debt Fund
  
           1,812,827,157.30
           1,777,036,729.73
           1,599,292,768.13
           1,564,539,923.67
           1,647,730,129.31
           1,728,844,661.77
           1,944,314,726.88
           2,117,275,549.38
           2,153,233,401.61
           2,235,415,092.24
           2,318,618,239.76
           2,337,219,210.21
  
IZFD-A
GMO Global Bond Fund
  
               159,207,506.02
               157,026,389.43
               149,743,572.01
               154,056,241.08
               163,544,666.87
               164,822,636.47
               167,528,412.93
               169,076,898.91
               167,708,305.69
               171,468,180.77
               166,751,440.30
               165,378,204.67
  
IZFE-A
GMO International Bond Fund
  
                 69,020,899.65
                 69,404,655.17
                 69,811,277.72
                 69,693,427.43
                 69,944,254.45
                 70,997,673.45
                 73,024,131.81
                 73,412,582.61
                 72,710,248.16
                 72,946,536.44
                 71,915,695.57
                 71,132,428.23
  
IZFG-A
GMO Short-Duration Collateral Fund
  
           1,152,502,508.10
           1,089,335,059.31
           1,060,938,805.57
           1,014,604,172.23
               968,303,484.25
               902,735,105.42
               887,984,351.13
               855,386,910.80
               826,656,699.62
               834,964,979.00
               783,145,188.51
               786,251,684.58
  
IZFH-A
GMO Strategic Fixed Income Fund
  
           2,483,762,222.19
           2,511,047,130.74
           2,499,504,990.57
           1,957,199,215.65
           1,717,320,652.95
           1,726,286,905.10
           1,810,015,850.54
           1,826,934,636.38
           1,817,153,200.82
           1,786,979,361.62
           1,793,227,930.96
           1,815,318,369.62
  
IZFI-A
GMO Currency Hedged International Bond Fund
  
                 72,014,734.30
                 71,974,583.08
                 72,861,455.25
                 68,080,427.37
                 65,765,263.43
                 66,629,553.53
                 67,074,214.33
                 67,663,509.69
                 68,342,299.76
                 68,834,552.52
                 68,975,411.65
                 69,198,989.81
  
IZFJ-A
GMO Domestic Bond Fund
  
               311,059,651.66
               296,216,335.90
               293,402,242.98
               274,765,845.69
               276,608,897.24
               250,020,209.86
               251,708,842.18
               234,156,933.02
               227,096,869.80
               229,044,450.30
               216,452,159.06
               218,952,611.79
  
IZFM-A
GMO Short-Duration Collateral Share Fund
  
                 33,166,814.54
                 33,341,809.01
                 33,412,167.41
                 33,385,840.88
                 33,632,089.17
                 34,405,040.83
                 35,521,140.99
                 36,030,579.38
                 36,289,783.80
                 36,548,142.94
                 37,059,208.81
                 37,760,664.41
  
IZFX-A
GMO Debt Opportunities Fund
  
               209,662,231.67
               221,598,291.98
               285,931,392.90
               369,639,744.35
               403,988,060.86
               439,085,097.52
               549,407,830.22
               635,178,566.21
               644,420,322.19
               685,051,247.56
               744,238,732.07
               795,382,057.24
  
IZGE-A
GMO Alternative Asset Opportunity Fund
  
                 91,065,122.39
               181,579,963.45
               201,794,115.17
               244,570,834.74
               264,005,587.32
               311,755,411.67
               472,019,290.49
               607,422,556.47
               633,466,803.55
               705,512,686.68
               803,960,654.69
               922,001,144.18
  
IZGF-A
GMO Alternative Asset SPC Ltd.
  
                 45,497,944.31
                 90,835,299.78
               100,623,338.30
               122,649,991.06
               129,015,505.03
               128,399,684.66
               127,920,036.97
               139,274,561.19
               153,639,547.62
               198,318,874.35
               210,927,657.66
               238,124,848.07
  
IZGI-A
GMO Special Purpose Holding Fund
  
                       335,682.70
                       376,520.57
                       369,197.27
                       363,033.60
                       356,785.07
                       346,905.12
                       340,649.88
                       334,482.44
                       327,156.34
                       318,560.43
                       311,676.27
                       290,803.26
  
IZGJ-A
GMO SPV I, LLC
  
                       275,984.70
                       330,818.43
                       321,210.26
                       311,621.65
                       302,071.35
                       292,297.01
                       282,787.95
                       273,237.75
                       263,600.54
                       254,036.13
                       244,291.02
                       235,019.37
  
IZGL-A
GMO Special Situations Fund
  
               783,419,151.91
               815,661,381.11
               825,109,881.12
               803,947,150.10
               769,939,237.84
               761,221,338.71
               766,672,761.57
               809,119,740.79
               798,448,344.48
               764,580,193.91
               741,201,699.50
               735,420,593.09
  
IZGM-A
GMO World Opportunity Overlay Fund
  
               830,894,958.07
               829,960,868.52
               832,993,919.21
               719,557,314.46
               655,073,133.51
               663,105,009.68
               671,458,945.44
               674,755,117.44
               675,126,172.84
               681,510,351.83
               686,888,590.77
               689,642,413.33
  
IZIW-A
GMO Implementation Fund
  
               119,096,301.53
               275,649,364.86
               367,499,994.49
               465,564,548.27
               644,653,950.33
               818,277,947.67
           1,020,942,704.25
           1,179,904,162.33
           1,363,498,745.26
           1,633,414,793.41
           2,101,856,046.78
           2,371,013,194.77
  
IZIU-A
GMO U.S. Flexible Equities Fund
  
                                        -
                                        -
                                        -
                                        -
           7,333,374,462.39
           7,466,901,310.61
           7,156,333,736.18
           7,000,410,716.61
           6,803,712,022.32
           6,832,111,148.68
           7,006,088,262.51
           7,155,223,105.25
  
                               
                               
                               
 
Total
  
  80,644,719,949.07
  81,011,558,059.18
  78,858,112,460.73
  78,155,769,151.27
  86,555,870,874.46
  85,078,012,844.85
  87,313,194,491.43
  88,999,623,248.44
  88,179,796,573.63
  91,116,933,784.89
  95,419,894,878.82
  97,245,533,511.53