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 Small Cap Value Fund
GMO Growth Fund
Pelican Fund
GMO Value Fund
GMO U.S. Sector 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 REIT Fund
GMO Foreign Fund
GMO Small Cap Growth Fund
GMO Currency Hedged International Bond Fund
GMO Currency Hedged International Core Fund
GMO International Equity Allocation Fund
GMO Global (U.S.+) Equity Allocation Fund
GMO World Equity Allocation Fund
GMO Global Balanced Allocation 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 28, 1997
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:
GMO Fundamental Value Fund 69,650
GMO U.S. Sector Fund 94,492
GMO Emerging Markets Fund 3,999,940
GMO Currency Hedged International Core Fund 1,910,777
8. Number and amount of securities registered during the fiscal year other than
pursuant to rule 24f-2:
None
9. Number and aggregate sale price of securities sold during the fiscal year:
Number: 408,515,555 Aggregate sale price: $5,170,171,308
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: 402,503,318* Aggregate sale price: $5,100,138,750*
Number: 408,515,555 Aggregate sale price: $ 5,170,171,308
(6,012,237) (70,032,558)
---------- -----------
402,503,318 $ 5,100,138,750
* Total sold (item #9) less shares registered other than pursuant to
Rule 24f-2 in prior fiscal years and which remained unsold at the beginning of
the fiscal year(item #7).
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: 90,141,386 Aggregate sale price: $ 1,320,085,862
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): $ 5,100,138,750
(ii) Aggregate price of shares issued in
connection with dividend reinvestment
plans (from Item 11, if applicable): + 1,320,085,862
(iii) Aggregate price of shares redeemed or
repurchased during the fiscal year (if
applicable): - 4,143,977,824
(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): 2,276,246,788
(vi) Multiplier prescribed by Section 6(b)
of the Securities Act of 1933 or other
applicable law or regulation (see
Instruction C.6): x1/3300
(vii Fee due [line (i) or line (v) multiplied
by line (vi)]: $689,771.75
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 25, 1997
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 25, 1997
*Please print the name and title of the signing officer below the signature.
