EX-99 9 CapStoR77P2016.htm Unassociated Document
 
 
 

GMO Trust
        
FYE 2/29/16
        
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
10,836
714
2,376
0
GMO Asset Allocation Bond Fund
1,028
0
33,491
10,333
GMO Benchmark-Free Allocation Fund
688,255
999
230,274
0
GMO Benchmark-Free Bond Fund
89
0
7
0
GMO Benchmark-Free Fund
3,106
0
7,676
0
GMO Core Plus Bond Fund
6,602
0
32
0
GMO Currency Hedged International Bond Fund
0
0
1
0
GMO Debt Opportunities Fund
0
0
632
0
GMO Developed World Stock Fund
0
0
0
0
GMO Emerging Countries Fund
469
0
1,112
0
GMO Emerging Country Debt Fund
72,412
0
8,487
0
GMO Emerging Domestic Opportunities Fund
88
0
0
500
GMO Emerging Markets Fund
30,094
217,330
59,992
5,341
GMO Foreign Fund
11,717
0
15,549
0
GMO Foreign Small Companies Fund
0
0
20,209
0
GMO Global Asset Allocation Fund
15,146
0
40,366
0
GMO Global Bond Fund
1,004
0
342
0
GMO Global Developed Equity Allocation Fund
0
0
2,258
0
GMO Global Equity Allocation Fund
11,827
0
43,012
0
GMO Global Focused Equity Fund
39
0
33
0
GMO Implementation Fund
513,914
0
70,572
0
GMO International Bond Fund
0
0
121
0
GMO International Developed Equity Allocation Fund
20,001
37,875
39,235
0
GMO International Equity Fund
52,368
15,064
327,241
118,954
GMO International Equity Allocation Fund
8,604
0
5,292
0
GMO International Large/Mid Cap Equity Fund
7,825
0
9,261
0
GMO International Small Companies Fund
2,369
0
87
0
GMO Quality Fund
44,061
0
345,726
500
GMO Resources Fund
40,201
0
0
0
GMO Risk Premium Fund
0
0
1,654
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
1,592
0
1,751
0
GMO Special Opportunities Fund
400
0
0
0
GMO Strategic Opportunities Allocation Fund
8,353
0
24,351
0
GMO Taiwan Fund
0
0
14,968
0
GMO Tax-Managed International Equities Fund
31
0
10,360
0
GMO U.S. Equity Allocation Fund
8,944
1,828
105,782
143,346
GMO U.S. Treasury Fund
847,117
3,443
769,217
0
GMO World Opportunity Overlay Fund
0
0
0
0
         
April
        
Fund Name
        
         
GMO Alpha Only Fund
57,651
0
3,768
99
GMO Asset Allocation Bond Fund
8,184
296,577
8,230
10,674
GMO Benchmark-Free Allocation Fund
292,735
62
106,379
0
GMO Benchmark-Free Bond Fund
0
0
0
0
GMO Benchmark-Free Fund
63,899
0
71,332
0
GMO Core Plus Bond Fund
0
0
3
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Debt Opportunities Fund
0
0
5,562
0
GMO Developed World Stock Fund
0
0
12,101
0
GMO Emerging Countries Fund
108
0
653
0
GMO Emerging Country Debt Fund
5,042
76
23,155
0
GMO Emerging Domestic Opportunities Fund
61,760
0
64,329
0
GMO Emerging Markets Fund
296,251
21,499
446,417
1,352
GMO Foreign Fund
743
0
1,553
0
GMO Foreign Small Companies Fund
0
0
1,300
0
GMO Global Asset Allocation Fund
10,677
0
25,732
0
GMO Global Bond Fund
150
0
5,423
0
GMO Global Developed Equity Allocation Fund
10,750
0
55,608
0
GMO Global Equity Allocation Fund
317
0
145,602
0
GMO Global Focused Equity Fund
2
0
2
0
GMO Implementation Fund
149,011
0
65,439
0
GMO International Bond Fund
0
0
12,511
76
GMO International Developed Equity Allocation Fund
11,110
0
9,679
0
GMO International Equity Fund
26,193
4,804
158,460
160,679
GMO International Equity Allocation Fund
8,072
0
276
0
GMO International Large/Mid Cap Equity Fund
6,197
0
8,013
0
GMO International Small Companies Fund
0
0
0
0
GMO Quality Fund
29,828
0
180,613
62
GMO Resources Fund
54,829
0
5,997
0
GMO Risk Premium Fund
0
0
0
9,279
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
13,574
0
996
514
GMO Special Opportunities Fund
7,077
0
0
0
GMO Strategic Opportunities Allocation Fund
27,662
0
6,680
0
GMO Taiwan Fund
0
0
1,371
0
GMO Tax-Managed International Equities Fund
0
0
2,906
0
GMO U.S. Treasury Fund
878,228
15,083
800,383
464
GMO World Opportunity Overlay Fund
0
0
35,894
0
         
         
May
        
Fund Name
        
         
GMO Alpha Only Fund
31,315
1,772
111,823
779,582
GMO Asset Allocation Bond Fund
0
0
127,243
25,400
GMO Benchmark-Free Allocation Fund
598,619
108,539
116,655
0
GMO Benchmark-Free Bond Fund
0
0
4
5
GMO Benchmark-Free Fund
36,049
0
34,518
0
GMO Core Plus Bond Fund
-6,602
6,602
115
0
GMO Currency Hedged International Bond Fund
0
0
10
0
GMO Debt Opportunities Fund
8,368
0
21,832
0
GMO Developed World Stock Fund
0
0
0
0
GMO Emerging Countries Fund
243
0
449
0
GMO Emerging Country Debt Fund
59,470
6,858
43,709
0
GMO Emerging Domestic Opportunities Fund
4,500
3
7,686
0
GMO Emerging Markets Fund
83,472
43,942
537,049
1,327
GMO Foreign Fund
988
0
2,208
0
GMO Foreign Small Companies Fund
0
0
1,549
0
GMO Global Asset Allocation Fund
12,299
105
417,966
108,637
GMO Global Bond Fund
0
0
340
0
GMO Global Developed Equity Allocation Fund
3,500
0
9,529
0
GMO Global Equity Allocation Fund
691
0
19,329
0
GMO Global Focused Equity Fund
0
0
8
0
GMO Implementation Fund
597,399
579,965
34,729
0
GMO International Bond Fund
0
0
71
105
GMO International Developed Equity Allocation Fund
14,503
0
18,281
0
GMO International Equity Fund
30,987
314
214,058
86,354
GMO International Equity Allocation Fund
19,100
0
1,088
0
GMO International Large/Mid Cap Equity Fund
3,490
0
3,685
0
GMO International Small Companies Fund
3,700
0
14,014
0
GMO Quality Fund
78,005
0
144,277
0
GMO Resources Fund
0
0
4
675
GMO Risk Premium Fund
0
0
22,636
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
20,937
17,442
16,992
0
GMO Special Opportunities Fund
7,403
0
2,458
0
GMO Strategic Opportunities Allocation Fund
30,816
0
1,307
0
GMO Taiwan Fund
17,225
0
0
0
GMO Tax-Managed International Equities Fund
0
0
1,891
0
GMO U.S. Equity Allocation Fund
440
1,895
140,939
81,810
GMO U.S. Treasury Fund
1,171,371
316,124
940,503
14
GMO World Opportunity Overlay Fund
0
0
0
0
         
June
        
Fund Name
        
         
GMO Alpha Only Fund
3,454
37
21,335
0
GMO Asset Allocation Bond Fund
9
0
75,210
37,906
GMO Benchmark-Free Allocation Fund
142,841
8,391
158,666
0
GMO Benchmark-Free Bond Fund
0
0
0
0
GMO Benchmark-Free Fund
1,251
0
7,580
0
GMO Core Plus Bond Fund
0
0
36
0
GMO Currency Hedged International Bond Fund
473
0
0
0
GMO Debt Opportunities Fund
0
0
15,403
0
GMO Developed World Stock Fund
0
0
9,956
0
GMO Emerging Countries Fund
346
0
323
0
GMO Emerging Country Debt Fund
26,634
1,014
6,733
0
GMO Emerging Domestic Opportunities Fund
4,600
0
10,063
6,500
GMO Emerging Markets Fund
12,783
75,957
46,946
0
GMO Foreign Fund
635
0
1,889
0
GMO Foreign Small Companies Fund
0
0
14
0
GMO Global Asset Allocation Fund
13,912
0
85,388
8,398
GMO Global Bond Fund
1,025
0
0
0
GMO Global Developed Equity Allocation Fund
0
0
3,500
0
GMO Global Equity Allocation Fund
533
0
38,849
0
GMO Global Focused Equity Fund
0
0
20
0
GMO Implementation Fund
86,928
0
95,928
0
GMO International Bond Fund
0
0
12,982
0
GMO International Developed Equity Allocation Fund
4,947
0
6,532
0
GMO International Equity Fund
7,904
84
102,680
17,360
GMO International Equity Allocation Fund
2,039
0
24,771
0
GMO International Large/Mid Cap Equity Fund
80,744
0
34,172
0
GMO International Small Companies Fund
9,400
0
1,504
0
GMO Quality Fund
18,615
0
382,114
1,199
GMO Resources Fund
0
0
0
0
GMO Risk Premium Fund
0
0
6,888
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
0
0
4,071
0
GMO Special Opportunities Fund
0
0
8,871
0
GMO Strategic Opportunities Allocation Fund
0
0
23,073
0
GMO Taiwan Fund
0
0
0
0
GMO Tax-Managed International Equities Fund
0
0
728
0
GMO U.S. Equity Allocation Fund
796
0
51,217
12,397
GMO U.S. Treasury Fund
827,202
58
941,072
2,369
GMO World Opportunity Overlay Fund
0
0
2,885
0
         
July
        
Fund Name
        
 
        
GMO Alpha Only Fund
34,066
0
112,556
388,352
GMO Asset Allocation Bond Fund
0
0
91,970
512,454
GMO Benchmark-Free Allocation Fund
213,768
30,587
728,822
4
GMO Benchmark-Free Bond Fund
0
0
0
0
GMO Benchmark-Free Fund
28,000
0
19,947
0
GMO Core Plus Bond Fund
0
35,366
0
24
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Debt Opportunities Fund
23,762
0
35,734
0
GMO Developed World Stock Fund
8
0
0
0
GMO Emerging Countries Fund
235
0
503
0
GMO Emerging Country Debt Fund
80,322
1,074
47,374
89
GMO Emerging Domestic Opportunities Fund
35,000
0
14,495
0
GMO Emerging Markets Fund
47,817
160,032
37,163
2,265
GMO Foreign Fund
409
0
5,540
0
GMO Foreign Small Companies Fund
8
4
0
0
GMO Global Asset Allocation Fund
600
0
28,158
0
GMO Global Bond Fund
0
0
290
0
GMO Global Developed Equity Allocation Fund
17,128
0
3,275
0
GMO Global Equity Allocation Fund
26,558
10,497
9,096
0
GMO Global Focused Equity Fund
0
0
0
0
GMO Implementation Fund
612,167
214,987
495,284
0
GMO International Bond Fund
0
0
10,120
0
GMO International Developed Equity Allocation Fund
15,785
0
721
0
GMO International Equity Fund
34,495
9,025
36,601
47,939
GMO International Equity Allocation Fund
27
0
5,813
0
GMO International Large/Mid Cap Equity Fund
5,765
0
9,972
0
GMO International Small Companies Fund
500
0
0
0
GMO Quality Fund
38,403
0
212,299
0
GMO Resources Fund
-828
828
0
0
GMO Risk Premium Fund
0
24
4,282
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
29,143
0
38,081
0
GMO Special Opportunities Fund
17,415
0
17,370
0
GMO Strategic Opportunities Allocation Fund
0
0
1,520
30,630
GMO Taiwan Fund
0
0
26
0
GMO Tax-Managed International Equities Fund
10
0
789
0
GMO U.S. Equity Allocation Fund
7,887
3,336
47,506
77,952
GMO U.S. Treasury Fund
1,251,800
618,839
784,283
26,660
GMO World Opportunity Overlay Fund
0
0
0
0
         
         
August
        
Fund Name
        
 
        
GMO Alpha Only Fund
0
0
103,163
329,229
GMO Asset Allocation Bond Fund
0
0
133,849
1,347,766
GMO Benchmark-Free Allocation Fund
74,604
13,907
589,779
2
GMO Benchmark-Free Bond Fund
0
0
145
0
GMO Benchmark-Free Fund
81
0
7,996
0
GMO Core Plus Bond Fund
0
0
67
1,774
GMO Currency Hedged International Bond Fund
0
0
12
0
GMO Debt Opportunities Fund
7,340
23,636
26,273
11,985
GMO Developed World Stock Fund
0
0
2,975
0
GMO Emerging Countries Fund
79
0
6,543
0
GMO Emerging Country Debt Fund
5,155
0
135,695
86
GMO Emerging Domestic Opportunities Fund
50
0
4,689
14,443
GMO Emerging Markets Fund
12,177
180,882
93,424
0
GMO Foreign Fund
83
0
67,011
0
GMO Foreign Small Companies Fund
0
0
8
0
GMO Global Asset Allocation Fund
7,682
0
117,318
11,907
GMO Global Bond Fund
87
0
2,002
0
GMO Global Developed Equity Allocation Fund
0
0
17
0
GMO Global Equity Allocation Fund
542
0
62,417
2,000
GMO Global Focused Equity Fund
0
0
0
0
GMO Implementation Fund
383
204,646
337,608
22,848
GMO International Bond Fund
0
0
2
0
GMO International Developed Equity Allocation Fund
436
0
30,003
0
GMO International Equity Fund
7,086
85,986
154,801
17,116
GMO International Equity Allocation Fund
2,000
0
15,909
0
GMO International Large/Mid Cap Equity Fund
350,928
0
352,621
0
GMO International Small Companies Fund
0
0
0
0
GMO Quality Fund
72,890
0
259,930
3,000
GMO Resources Fund
9
2,993
11
0
GMO Risk Premium Fund
305
202,956
5,698
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
0
0
70,245
1,369
GMO Special Opportunities Fund
0
0
11,933
0
GMO Strategic Opportunities Allocation Fund
12,560
0
8,662
0
GMO Taiwan Fund
0
0
0
0
GMO Tax-Managed International Equities Fund
0
0
8,057
0
GMO U.S. Equity Allocation Fund
4,359
5,020
81,296
29,585
GMO U.S. Treasury Fund
1,777,304
1,390,580
2,937,997
319,650
GMO World Opportunity Overlay Fund
0
0
0
0
         
         
September
        
Fund Name
        
 
        
GMO Alpha Only Fund
0
0
99,414
271,028
GMO Asset Allocation Bond Fund
0
565
36,394
5,756
GMO Benchmark-Free Allocation Fund
42,809
37,020
648,527
0
GMO Benchmark-Free Bond Fund
0
0
0
0
GMO Benchmark-Free Fund
2,910
0
213,981
0
GMO Core Plus Bond Fund
0
0
467
781
GMO Currency Hedged International Bond Fund
0
0
4,112
1,925
GMO Debt Opportunities Fund
0
4
49,223
6,878
GMO Developed World Stock Fund
0
0
6
0
GMO Emerging Countries Fund
56
0
51
0
GMO Emerging Country Debt Fund
7,975
494
99,176
7,266
GMO Emerging Domestic Opportunities Fund
5,000
0
229,308
2,136
GMO Emerging Markets Fund
17,326
15,838
84,647
0
GMO Foreign Fund
0
1
351
0
GMO Foreign Small Companies Fund
0
4
0
0
GMO Global Asset Allocation Fund
67,376
0
86,348
15,164
GMO Global Bond Fund
2,100
0
7,520
0
GMO Global Developed Equity Allocation Fund
0
0
1,200
0
GMO Global Equity Allocation Fund
6,133
0
10,243
0
GMO Global Focused Equity Fund
0
1
0
0
GMO Implementation Fund
304
166,321
339,402
0
GMO International Bond Fund
0
0
-642
642
GMO International Developed Equity Allocation Fund
9,597
0
11,377
0
GMO International Equity Fund
60,407
54,973
71,054
5,000
GMO International Equity Allocation Fund
11,000
6
22,477
14,626
GMO International Large/Mid Cap Equity Fund
2,474
0
3,531
0
GMO International Small Companies Fund
0
8
500
0
GMO Quality Fund
42,909
2,695
241,841
25,666
GMO Resources Fund
1,014
4,745
0
2
GMO Risk Premium Fund
0
0
333,784
11,501
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
0
0
88,535
1,376
GMO Special Opportunities Fund
0
0
65,015
0
GMO Strategic Opportunities Allocation Fund
0
0
1,177
0
GMO Taiwan Fund
0
0
1,514
0
GMO Tax-Managed International Equities Fund
1,451
0
11,614
3,573
GMO U.S. Equity Allocation Fund
149
1,133
312,480
1,777
GMO U.S. Treasury Fund
1,911,572
111,621
1,555,756
20,726
GMO World Opportunity Overlay Fund
2,450
0
3,427
0
         
         
October
        
Fund Name
        
 
        
GMO Alpha Only Fund
0
0
98,674
197,135
GMO Asset Allocation Bond Fund
-47,248
47,253
16,510
0
GMO Benchmark-Free Allocation Fund
94,902
0
484,808
342
GMO Benchmark-Free Bond Fund
0
0
0
0
GMO Benchmark-Free Fund
10,371
0
11,505
0
GMO Core Plus Bond Fund
0
1,112
5
0
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Debt Opportunities Fund
6,116
9,940
12,723
106,632
GMO Developed World Stock Fund
0
0
3
0
GMO Emerging Countries Fund
0
0
146
0
GMO Emerging Country Debt Fund
21,519
0
24,087
0
GMO Emerging Domestic Opportunities Fund
0
0
49,694
0
GMO Emerging Markets Fund
10,523
0
369,537
61,636
GMO Foreign Fund
0
342
1,720
0
GMO Foreign Small Companies Fund
0
0
19,089
0
GMO Global Asset Allocation Fund
2,779
0
35,390
0
GMO Global Bond Fund
45
0
0
0
GMO Global Developed Equity Allocation Fund
23,086
0
43,160
0
GMO Global Equity Allocation Fund
6,155
0
22,820
0
GMO Global Focused Equity Fund
0
0
0
0
GMO Implementation Fund
15,549
253,241
386,664
0
GMO International Bond Fund
0
0
0
0
GMO International Developed Equity Allocation Fund
2,914
0
5,391
0
GMO International Equity Fund
15,141
2,325
1,031,097
180,573
GMO International Equity Allocation Fund
1,640
0
5,825
0
GMO International Large/Mid Cap Equity Fund
10,009
0
12,209
0
GMO International Small Companies Fund
0
0
248
0
GMO Quality Fund
3,891
0
386,295
0
GMO Resources Fund
1,454
0
0
0
GMO Risk Premium Fund
0
0
2,269
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
33,326
937
0
0
GMO Special Opportunities Fund
70
0
11,383
0
GMO Strategic Opportunities Allocation Fund
2,219
0
1,411
0
GMO Taiwan Fund
1,845
0
0
0
GMO Tax-Managed International Equities Fund
0
0
1,214
0
GMO U.S. Equity Allocation Fund
10,829
190,556
677,549
194
GMO U.S. Treasury Fund
1,725,780
50,331
1,594,989
9,940
GMO World Opportunity Overlay Fund
0
0
0
0
         
         
November
        
Fund Name
        
 
        
GMO Alpha Only Fund
0
0
1,474
597,635
GMO Asset Allocation Bond Fund
57,248
5
34,911
0
GMO Benchmark-Free Allocation Fund
40,801
85
616,844
0
GMO Benchmark-Free Bond Fund
0
0
-158
158
GMO Benchmark-Free Fund
2,000
0
8,523
0
GMO Core Plus Bond Fund
0
0
0
0
GMO Currency Hedged International Bond Fund
16
0
0
0
GMO Debt Opportunities Fund
53,579
72,322
44,059
0
GMO Developed World Stock Fund
0
0
7,800
0
GMO Emerging Countries Fund
0
0
247
0
GMO Emerging Country Debt Fund
104,018
41
84,488
0
GMO Emerging Domestic Opportunities Fund
0
13
679
0
GMO Emerging Markets Fund
871
4
182,290
1,500
GMO Foreign Fund
357
1
0
0
GMO Foreign Small Companies Fund
0
0
25,001
0
GMO Global Asset Allocation Fund
19
0
42,333
0
GMO Global Bond Fund
0
0
305
0
GMO Global Developed Equity Allocation Fund
0
0
13,731
0
GMO Global Equity Allocation Fund
89
0
22,183
0
GMO Global Focused Equity Fund
0
0
0
0
GMO Implementation Fund
1,193
596,440
452,517
45,396
GMO International Bond Fund
0
0
0
0
GMO International Developed Equity Allocation Fund
15,468
0
1,042
0
GMO International Equity Fund
16,881
0
158,110
0
GMO International Equity Allocation Fund
0
0
77,944
0
GMO International Large/Mid Cap Equity Fund
2,136
0
3,812
0
GMO International Small Companies Fund
0
0
360
0
GMO Quality Fund
6,007
4
353,263
0
GMO Resources Fund
0
0
0
3
GMO Risk Premium Fund
8
0
1,357
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
0
0
30,971
0
GMO Special Opportunities Fund
0
0
35,821
0
GMO Strategic Opportunities Allocation Fund
182
0
184,971
0
GMO Taiwan Fund
2,614
0
0
0
GMO Tax-Managed International Equities Fund
0
1,500
1,020
0
GMO U.S. Equity Allocation Fund
97
6
88,692
0
GMO U.S. Treasury Fund
1,429,500
0
1,140,128
27,213
GMO World Opportunity Overlay Fund
0
0
0
0
         
         
December
        
Fund Name
        
 
        
GMO Alpha Only Fund
123
0
10,901
41
GMO Asset Allocation Bond Fund
2,440
0
44,858
3
GMO Benchmark-Free Allocation Fund
70,934
12,173
1,093,063
320
GMO Benchmark-Free Bond Fund
0
0
-621
621
GMO Benchmark-Free Fund
77
0
52,692
0
GMO Core Plus Bond Fund
70
33
136
11
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Debt Opportunities Fund
16,713
26,541
48,273
0
GMO Developed World Stock Fund
0
0
9,611
0
GMO Emerging Countries Fund
0
0
366
0
GMO Emerging Country Debt Fund
274,299
211
59,421
373
GMO Emerging Domestic Opportunities Fund
162
10
14,917
51
GMO Emerging Markets Fund
17,729
36,204
226,777
447
GMO Foreign Fund
156
876
29,107
3
GMO Foreign Small Companies Fund
166
92
9,600
0
GMO Global Asset Allocation Fund
4,795
350
40,865
0
GMO Global Bond Fund
4
5
0
0
GMO Global Developed Equity Allocation Fund
18
0
8,591
8
GMO Global Equity Allocation Fund
4,354
0
39,917
59
GMO Global Focused Equity Fund
72
603
0
85
GMO Implementation Fund
0
0
898,068
10,847
GMO International Bond Fund
0
0
0
0
GMO International Developed Equity Allocation Fund
12,536
0
11,524
0
GMO International Equity Fund
17,308
3,609
141,508
135,413
GMO International Equity Allocation Fund
3,715
0
14,181
9
GMO International Large/Mid Cap Equity Fund
3,440
2
3,464
61
GMO International Small Companies Fund
0
0
3,250
68
GMO Quality Fund
35,033
32
378,810
13,229
GMO Resources Fund
285
823
0
52
GMO Risk Premium Fund
185
33
3,601
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
1,304,350
434
1,349,908
0
GMO Special Opportunities Fund
80
0
10,409
0
GMO Strategic Opportunities Allocation Fund
0
0
16,780
24
GMO Taiwan Fund
0
0
5,894
0
GMO Tax-Managed International Equities Fund
135
0
3,728
0
GMO U.S. Equity Allocation Fund
3,951
99,961
51,440
4,821
GMO U.S. Treasury Fund
1,104,877
0
1,821,857
15,770
GMO World Opportunity Overlay Fund
0
0
0
0
         
January
        
Fund Name
        
         
GMO Alpha Only Fund
1,850
0
16,632
3,013
GMO Asset Allocation Bond Fund
12,065
0
139,639
80,828
GMO Benchmark-Free Allocation Fund
230,386
7,475
467,533
57
GMO Benchmark-Free Bond Fund
0
0
0
0
GMO Benchmark-Free Fund
105,487
0
11,103
7,214
GMO Core Plus Bond Fund
10
0
0
1,672
GMO Currency Hedged International Bond Fund
0
0
0
0
GMO Debt Opportunities Fund
12
0
44,923
1,605
GMO Developed World Stock Fund
0
0
0
12
GMO Emerging Countries Fund
53
0
489
0
GMO Emerging Country Debt Fund
17,889
25
68,597
2,683
GMO Emerging Domestic Opportunities Fund
59,019
0
37,142
0
GMO Emerging Markets Fund
38,597
74,778
112,928
65
GMO Foreign Fund
65
0
40
0
GMO Foreign Small Companies Fund
16
0
18
0
GMO Global Asset Allocation Fund
2,204
0
13,261
222
GMO Global Bond Fund
3,000
0
28
0
GMO Global Developed Equity Allocation Fund
1,000
0
1,000
0
GMO Global Equity Allocation Fund
20,286
0
5,292
0
GMO Global Focused Equity Fund
44
0
8
0
GMO Implementation Fund
173,378
0
295,509
163,725
GMO International Bond Fund
0
0
0
0
GMO International Developed Equity Allocation Fund
4,083
0
363
0
GMO International Equity Fund
44,509
48,393
36,795
9,733
GMO International Equity Allocation Fund
9,304
0
27,627
0
GMO International Large/Mid Cap Equity Fund
7,689
0
5,366
0
GMO International Small Companies Fund
0
0
0
0
GMO Quality Fund
33,602
49
142,404
0
GMO Resources Fund
115
537
0
0
GMO Risk Premium Fund
12
0
0
0
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
3,009
140,038
83,154
1,481
GMO Special Opportunities Fund
86,503
164,752
8,255
0
GMO Strategic Opportunities Allocation Fund
56,289
0
4,846
0
GMO Taiwan Fund
0
0
771
0
GMO Tax-Managed International Equities Fund
0
0
84,100
0
GMO U.S. Equity Allocation Fund
34,068
22,738
3,878
10,955
GMO U.S. Treasury Fund
1,440,834
0
1,155,571
176,351
GMO World Opportunity Overlay Fund
0
0
0
0
         
         
February
        
Fund Name
        
 
        
GMO Alpha Only Fund
73
0
14,003
6,572
GMO Asset Allocation Bond Fund
27,494
0
62,108
1,765
GMO Benchmark-Free Allocation Fund
374,859
0
639,876
0
GMO Benchmark-Free Bond Fund
0
0
0
0
GMO Benchmark-Free Fund
1,984
0
2,434
0
GMO Core Plus Bond Fund
38
0
454
399
GMO Currency Hedged International Bond Fund
0
0
3,298
0
GMO Debt Opportunities Fund
239
79,439
48,241
1,164
GMO Developed World Stock Fund
0
0
3,000
0
GMO Emerging Countries Fund
0
0
461
0
GMO Emerging Country Debt Fund
12,575
0
49,920
51
GMO Emerging Domestic Opportunities Fund
527,166
0
537,065
0
GMO Emerging Markets Fund
162,406
0
260,574
0
GMO Foreign Fund
15,789
0
16,016
0
GMO Foreign Small Companies Fund
48,709
124
49,097
0
GMO Global Asset Allocation Fund
134
0
132,190
0
GMO Global Bond Fund
0
0
17
0
GMO Global Developed Equity Allocation Fund
0
0
500
0
GMO Global Equity Allocation Fund
2,000
0
22,548
0
GMO Global Focused Equity Fund
0
0
76
0
GMO Implementation Fund
56,448
0
274,377
208,961
GMO International Bond Fund
0
0
0
0
GMO International Developed Equity Allocation Fund
1,739
0
11,793
0
GMO International Equity Fund
177,419
13,188
184,332
110
GMO International Equity Allocation Fund
17,812
0
8,309
0
GMO International Large/Mid Cap Equity Fund
3,810
0
207,975
0
GMO International Small Companies Fund
0
0
403
68
GMO Quality Fund
965,244
0
1,002,818
0
GMO Resources Fund
29
0
428
0
GMO Risk Premium Fund
2,336
0
11,690
1,954
GMO SGM Major Markets Fund (formerly Systematic Global Macro Opportunity Fund)
7,215
104
34,708
1,459
GMO Special Opportunities Fund
52,780
155,140
0
0
GMO Strategic Opportunities Allocation Fund
0
0
5,061
0
GMO Taiwan Fund
0
0
0
0
GMO Tax-Managed International Equities Fund
0
0
500
0
GMO U.S. Equity Allocation Fund
206,728
0
277,070
0
GMO U.S. Treasury Fund
934,907
0
955,180
26,512
GMO World Opportunity Overlay Fund
0
0
0
0