U.S. SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 24F-2
Annual Notice of Securities Sold
Pursuant to Rule 24f-2
Read instructions at end of Form before preparing Form.
Please print or type.
1. Name and address of issuer:
GMO Trust
40 Rowes Wharf
Boston, MA 02110
2. Name of each series or class of funds for which this notice is filed:
GMO Core Fund GMO Core II Secondaries Fund
GMO Growth Allocation Fund Pelican Fund
GMO Value Allocation Fund GMO U.S. Sector Allocation Fund
GMO Short-Term Income Fund GMO International Bond Fund
GMO International Core Fund GMO Emerging Markets Fund
GMO Japan Fund GMO Emerging Country Debt Fund
GMO Tobacco-Free Core Fund GMO Global Hedged Equity Fund
GMO Fundamental Value Fund GMO Domestic Bond Fund
GMO International Small Companies Fund GMO Global Bond Fund
GMO Currency Hedged International Bond Fund
GMO Currency Hedged International Core Fund
3. Investment Company Act File Number: 811-4347
Securities Act File Number: 2-98772
4. Last day of fiscal year for which this notice is filed:
February 29, 1996
5. Check box if this notice is being filed more than 180 days after the close
of the issuer's fiscal year for purposes of reporting securities sold after
the close of the fiscal year but before termination of the issuer's 24f-2
declaration:
N/A [ ]
6. Date of termination of issuer's declaration under rule 24f-2(a)(1), if
applicable (see Instruction A.6):
N/A
7. Number and amount of securities of the same class or series which had been
registered under the Securities Act of 1933 other than pursuant to rule
24f-2 in a prior fiscal year, but which remained unsold at the beginning of
the fiscal year:
None
8. Number and amount of securities registered during the fiscal year other
than pursuant to rule 24f-2:
GMO Core Fund
Number: 6,918,403.491 Amount: $135,000,000
GMO Growth Allocation Fund
Number: 2,742,582.418 Amount: $15,000,000
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GMO Value Allocation Fund
Number: 349,370.189 Amount: $5,000,000
GMO International Core Fund
Number: 42,396,411.790 Amount: $1,000,000,000
GMO Japan Fund
Number: 107,443.366 Amount: $1,000,000
GMO Fundamental Value Fund
Number: 70,070.175 Amount: $1,000,000
GMO International Small Companies Fund
Number: 203,022.204 Amount: $2,500,000
GMO Core II Secondaries Fund
Number: 333,725.622 Amount: $5,000,000
Pelican Fund
Number: 180,635.838 Amount: $2,500,000
GMO U.S. Sector Allocation Fund
Number: 178,906.810 Amount: $2,500,000
GMO International Bond Fund
Number: 1,626,515.837 Amount: $18,000,000
GMO Emerging Markets Fund
Number: 30,164,904.863 Amount: $290,000,000
GMO Emerging Country Debt Fund
Number: 4,066,757.493 Amount: $45,000,000
GMO Global Hedged Equity Fund
Number: 2,337,723.424 Amount: $25,000,000
GMO Domestic Bond Fund
Number: 926,784.059 Amount: $10,000,000
GMO Currency Hedged International Bond Fund
Number: 640,064.103 Amount: $7,500,000
GMO Currency Hedged International Core Fund
Number: 16,354,755.179 Amount: $175,000,000
9. Number and aggregate sale price of securities sold during the fiscal year:
Number: 336,577,717 Aggregate sale price: $4,749,628,785
10. Number and aggregate sale price of securities sold during the fiscal year
in reliance upon registration pursuant to rule 24f-2:
Number of Shares: 233,054,501* Aggregate sale price: $3,001,230,218*
Number: 336,577,717 Aggregate sale price: $ 4,749,628,785
(103,523,216) (1,748,398,567)
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233,054,501 $ 3,001,230,218
* Total sold (item #9) less credit from shares registered during
fiscal year other than pursuant to Rule 24f-2 (item #8).
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11. Number and aggregate sale price of securities issued during the fiscal year
in connection with dividend reinvestment plans, if applicable (see
Instruction B.7):
Number: 47,744,444 Aggregate sale price: $ 691,853,928
12. Calculation of registration fee:
(i) Aggregate sale price of securities sold
during the fiscal year in reliance on
rule 24f-2 (from Item 10): $ 3,001,230,218
(ii) Aggregate price of shares issued in
connection with dividend reinvestment
plans (from Item 11, if applicable): + 691,853,928
(iii) Aggregate price of shares redeemed or
repurchased during the fiscal year (if
applicable): - 2,160,473,656
(iv) Aggregate price of shares redeemed or
repurchased and previously applied as
a reduction to filing fees pursuant to
rule 24e-2 (if applicable): + --
(v) Net aggregate price of securities sold
and issued during the fiscal year in
reliance on rule 24f-2 [line (i), plus
line (ii), less line (iii), plus line
(iv)] (if applicable): $ 1,532,610,490
(vi) Multiplier prescribed by Section 6(b)
of the Securities Act of 1933 or other
applicable law or regulation (see
Instruction C.6): x1/2900
(vii) Fee due [line (i) or line (v) multiplied
by line (vi)]: $528,486.38
INSTRUCTION: Issuers should complete lines (ii), (iii), (iv), and (v) only if
the form is being filed within 60 days after the close of the issuer's fiscal
year. See Instruction C.3.
13. Check box if fees are being remitted to the Commission's lockbox depository
as described in section 3a of the Commission's Rules of Informal and Other
Procedures (17 CFR 202.3a).
[X]
Date of mailing or wire transfer of filing fees to the Commission's lockbox
depository: April 26, 1996
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SIGNATURES
This report has been signed below by the following persons on behalf
of the issuer and in the capacities and on the dates indicated.
By (Signature and Title)* /s/ Susan Randall Harbert
Susan Randall Harbert
Assistant Treasurer
Date April 26, 1996
*Please print the name and title of the signing officer below the signature.
