| OVERALL PORTFOLIO COMPOSITION (%) | |
| Cash: | 13.81 | | Stocks: | N/A | | Bonds: | 77.59 | | Other: | 8.59 |
|
| TOP 10 HOLDINGS ( 92.57% OF TOTAL ASSETS) | |
| Company | Symbol | % Assets | YTD Return % | | GMO Short Duration Collateral | N/A | 84.17 | N/A | | GMO US Treasury | N/A | 5.37 | N/A | | Health Care Ppty Invs 5.625% | N/A | 0.87 | N/A | | Infrasct Leasing & Finl Svcs 144A FRN | N/A | 0.82 | N/A | | State Street Instl Treas Plus Instl | N/A | 0.45 | N/A | | JAMAICA GOVT | N/A | 0.32 | N/A | | SRI LANKA GOVT DEMOCRATIC | N/A | 0.27 | N/A | | ZIMBABWE REP | N/A | 0.15 | N/A | | Hm Ownership Fdg Pfd 144A | N/A | 0.08 | N/A | | Caribbean Hsg Fin FRN | N/A | 0.07 | N/A |
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| Averages | GMDBX | Category Avg | | Price/Earnings | N/A | N/A | | Price/Book | N/A | N/A | | Price/Sales | N/A | N/A | | Price/Cashflow | N/A | N/A | | Median Market Cap | N/A | 13.87B | | 3 Year Earnings Growth | N/A | 18.40% |
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| Sector | | GMDBX | Category Avg | | Utilities | | N/A | N/A | | Business services | | N/A | N/A | | Financials | | N/A | N/A | | Telecommunications | | N/A | N/A | | Media | | N/A | N/A | | Consumer goods | | N/A | N/A | | Energy | | N/A | N/A | | Hardware | | N/A | N/A | | Health | | N/A | N/A | | Software | | N/A | N/A | | Consumer services | | N/A | N/A | | Industrial materials | | N/A | N/A |
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| Sector | GMDBX | Category Avg | | US GOVERNMENT | N/A | N/A | | AAA | 64.84 | 57.54 | | AA | 10.96 | 5.15 | | A | 0.95 | 13.39 | | BBB | 12.72 | 16.38 | | BB | 3.39 | 3.42 | | B | 1.42 | 1.93 | | BELOW B | 5.72 | 1.01 | | OTHER | 0.00 | 1.18 |
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| Averages | GMDBX | Category Avg | |
Maturity
| 0.10 | 7.05 | |
Duration
| 0.10 | 4.33 | |
Credit Quality
| AA | AA |
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0.83% Nasdaq 
Holdings
