| OVERALL PORTFOLIO COMPOSITION (%) | |
| Cash: | 16.07 | | Stocks: | N/A | | Bonds: | 67.25 | | Other: | 16.68 |
|
| TOP 10 HOLDINGS ( 96.24% OF TOTAL ASSETS) | |
| Company | Symbol | % Assets | YTD Return % | | GMO Short Duration Collateral | N/A | 40.08 | N/A | | GMO World Opportunity Overlay | N/A | 17.41 | N/A | | GMO US Treasury | N/A | 17.10 | N/A | | FNMA | N/A | 5.07 | N/A | | GMO Emerging Country Debt III | N/A | 4.03 | N/A | | Treasury Bd Rcpts Int Pmt On 13.375 2001 | N/A | 3.22 | N/A | | Tzer 0% | N/A | 3.16 | N/A | | Uk Long Gilt Bond Futures Dec09 Xlif | N/A | 2.34 | N/A | | US Treasury Bond (Fut) | N/A | 2.08 | N/A | | SSgA Instl Treas Plus Instl | N/A | 1.75 | N/A |
|
| Averages | GUGAX | 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 | 15.19B | | 3 Year Earnings Growth | N/A | 20.98% |
|
| Sector | | GUGAX | 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 |
|
| Sector | GUGAX | Category Avg | | US GOVERNMENT | N/A | N/A | | AAA | 74.12 | 56.79 | | AA | 3.84 | 4.99 | | A | 9.84 | 13.25 | | BBB | 8.08 | 17.01 | | BB | 4.12 | 3.62 | | B | 0.00 | 2.06 | | BELOW B | 0.00 | 1.01 | | OTHER | 0.00 | 1.26 |
|
| Averages | GUGAX | Category Avg | |
Maturity
| 5.70 | 7.08 | |
Duration
| 3.60 | 4.33 | |
Credit Quality
| AA | AA |
|
| |
|
0.15% Nasdaq 
Holdings
