| OVERALL PORTFOLIO COMPOSITION (%) | |
| Cash: | 9.09 | | Stocks: | N/A | | Bonds: | 83.53 | | Other: | 7.37 |
|
| TOP 10 HOLDINGS ( 116.68% OF TOTAL ASSETS) | |
| Company | Symbol | % Assets | YTD Return % | | GMO Short Duration Collateral | N/A | 42.64 | N/A | | Euro Bund (Fut) | N/A | 22.64 | N/A | | Uk Long Gilt Bond Futures Dec09 Xlif | N/A | 13.48 | N/A | | GMO World Opportunity Overlay | N/A | 13.15 | N/A | | GMO US Treasury | N/A | 6.58 | N/A | | Germany (Federal Republic Of) 4.75% | N/A | 4.85 | N/A | | France (Govt Of) 4% | N/A | 4.32 | N/A | | 10yr Govt Of Canada Bond (Fut) | N/A | 3.58 | N/A | | Euro BOBL (Fut) | N/A | 2.86 | N/A | | GMO Emerging Country Debt III | N/A | 2.58 | N/A |
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| Averages | GMHBX | Category Avg | | Price/Earnings | N/A | 45.60 | | Price/Book | N/A | 2.89 | | Price/Sales | N/A | 5.57 | | Price/Cashflow | N/A | 26.52 | | Median Market Cap | N/A | 2.24B | | 3 Year Earnings Growth | N/A | N/A |
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| Sector | | GMHBX | Category Avg | | Utilities | | N/A | 1.19 | | Business services | | N/A | 2.78 | | Financials | | N/A | 2.09 | | Telecommunications | | N/A | 0.08 | | Media | | N/A | 0.01 | | Consumer goods | | N/A | 1.03 | | Energy | | N/A | 0.20 | | Hardware | | N/A | 0.03 | | Health | | N/A | 0.08 | | Software | | N/A | 0.01 | | Consumer services | | N/A | 0.74 | | Industrial materials | | N/A | 91.77 |
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| Sector | GMHBX | Category Avg | | US GOVERNMENT | N/A | N/A | | AAA | 73.11 | 51.50 | | AA | 7.03 | 17.06 | | A | 0.72 | 10.81 | | BBB | 8.39 | 11.20 | | BB | 5.90 | 4.39 | | B | 1.06 | 2.07 | | BELOW B | 3.79 | 1.19 | | OTHER | 0.00 | 1.78 |
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| Averages | GMHBX | Category Avg | |
Maturity
| 8.70 | 7.34 | |
Duration
| 5.40 | 5.24 | |
Credit Quality
| AA | AA |
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0.31% Nasdaq 0.00%
Holdings
