| OVERALL PORTFOLIO COMPOSITION (%) | |
| Cash: | 5.44 | | Stocks: | N/A | | Bonds: | 71.02 | | Other: | 23.54 |
|
| TOP 10 HOLDINGS ( YFT_NOT_APPLICABLE_ABBREVIATION OF TOTAL ASSETS) | |
| Company | Symbol | % Assets | YTD Return % | | GMO Short Duration Collateral | N/A | 57.70 | N/A | | GMO US Treasury | N/A | 21.36 | N/A | | Banco Centroamericano De FRN | N/A | 7.88 | N/A | | HONDURAS REP | N/A | 6.31 | N/A | | SBA FRN | N/A | 3.65 | N/A | | State Street Instl Treas Plus Instl | N/A | 1.33 | N/A | | Botswana Rep FRN | N/A | 1.22 | N/A | | Usaid Floater Peru Series B 1.47% | N/A | 0.44 | N/A | | GMO Special Purpose Holding | N/A | 0.10 | N/A | | N/A | N/A | | N/A |
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| Averages | GMSIX | Category Avg | | Price/Earnings | N/A | N/A | | Price/Book | N/A | 1.01 | | Price/Sales | N/A | 0.46 | | Price/Cashflow | N/A | 2.41 | | Median Market Cap | N/A | 2.85B | | 3 Year Earnings Growth | N/A | N/A |
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| Sector | | GMSIX | Category Avg | | Utilities | | N/A | 0.00 | | Business services | | N/A | 0.00 | | Financials | | N/A | 0.00 | | Telecommunications | | N/A | 0.00 | | Media | | N/A | 15.61 | | Consumer goods | | N/A | 0.00 | | Energy | | N/A | 0.00 | | Hardware | | N/A | 0.00 | | Health | | N/A | 0.00 | | Software | | N/A | 0.00 | | Consumer services | | N/A | 0.00 | | Industrial materials | | N/A | 84.39 |
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| Sector | GMSIX | Category Avg | | US GOVERNMENT | N/A | N/A | | AAA | 64.84 | 71.72 | | AA | 10.96 | 4.84 | | A | 0.95 | 7.56 | | BBB | 12.72 | 8.33 | | BB | 3.39 | 2.73 | | B | 1.42 | 1.77 | | BELOW B | 5.72 | 1.25 | | OTHER | 0.00 | 1.79 |
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| Averages | GMSIX | Category Avg | |
Maturity
| 1.90 | 2.66 | |
Duration
| 0.30 | 1.05 | |
Credit Quality
| AA | AA |
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0.01% Nasdaq 0.00%
Holdings
