| OVERALL PORTFOLIO COMPOSITION (%) | |
| Cash: | 6.41 | | Stocks: | N/A | | Bonds: | 88.78 | | Other: | 4.80 |
|
| TOP 10 HOLDINGS ( 92.49% OF TOTAL ASSETS) | |
| Company | Symbol | % Assets | YTD Return % | | GMO Short Duration Collateral | N/A | 32.17 | N/A | | 10yr Japan Govt Bond (Fut) | N/A | 14.76 | N/A | | GMO World Opportunity Overlay | N/A | 10.01 | N/A | | US Treasury Bond (Fut) | N/A | 9.64 | N/A | | Euro Bund (Fut) | N/A | 9.08 | N/A | | Euro BOBL (Fut) | N/A | 6.77 | N/A | | GMO US Treasury | N/A | 3.25 | N/A | | US Treasury Bond (Fut) | N/A | 3.00 | N/A | | GMO Emerging Country Debt III | N/A | 1.96 | N/A | | U S Treas Bd Stripped Prin Pmt | N/A | 1.85 | N/A |
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| Averages | GMGBX | Category Avg | | Price/Earnings | N/A | 14.20 | | Price/Book | N/A | 1.71 | | Price/Sales | N/A | 0.74 | | Price/Cashflow | N/A | 6.59 | | Median Market Cap | N/A | 4.52B | | 3 Year Earnings Growth | N/A | 24.84% |
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| Sector | | GMGBX | Category Avg | | Utilities | | N/A | 2.28 | | Business services | | N/A | 0.64 | | Financials | | N/A | 7.83 | | Telecommunications | | N/A | 0.12 | | Media | | N/A | 0.01 | | Consumer goods | | N/A | 1.04 | | Energy | | N/A | 0.26 | | Hardware | | N/A | 0.05 | | Health | | N/A | 0.12 | | Software | | N/A | 0.01 | | Consumer services | | N/A | 0.80 | | Industrial materials | | N/A | 86.83 |
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| Sector | GMGBX | Category Avg | | US GOVERNMENT | N/A | N/A | | AAA | 72.36 | 52.08 | | AA | 7.10 | 18.24 | | A | 0.73 | 10.78 | | BBB | 8.47 | 10.70 | | BB | 6.43 | 3.88 | | B | 1.08 | 1.48 | | BELOW B | 3.83 | 0.90 | | OTHER | 0.00 | 1.94 |
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| Averages | GMGBX | Category Avg | |
Maturity
| 7.30 | 7.15 | |
Duration
| 5.40 | 5.40 | |
Credit Quality
| AA | AA |
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0.83% Nasdaq 0.00%
Holdings
