Fund Research for GMO Domestic Bond III (GMDBX)

  • Fund Overview

    Fund Inception Date: Aug 18, 1994
    Category: Intermediate-Term Bond
    Overall Risk: Above Average
    Fund Family: GMO
    Return Since Inception: 6.33%
    YTD Return: 18.88%
    Yield (TTM): 40.90%
    Net Assets: 184.07 M
    Morningstar Rating:
    3 of 5
    The investment seeks total return. The fund invests at least 80% of its assets in bonds tied economically to the U.S. It also may invest a portion of its assets in foreign bonds and lower-rated securities. The fund is nondiversified.

    You need a current version of Adobe Flash Player plugin to view this chart.

    Get Adobe Flash player
    Details
    Average Eff Duration 0.1 Yrs
    Average Eff Maturity 0.1 Yrs
    Average Credit Quality AA
    Morningstar Rating as of 10/31/2009
    YTD Returns as of 11/27/2009    		 Style Box Detail calculations do not include the fund's short positions (if any)

  • Fund Performance

    10 year Growth Chart
    Growth of $10,000 from 12/31/1998 to 10/31/2009
    Mouseover the chart to see values for each month.

    You need a current version of Adobe Flash Player plugin to view this chart.

    Get Adobe Flash player

    Total Annualized Returns

    YTD 1 year 3 year 5 year 10 year Since Inception
    Fund 18.88% 18.00% 4.38% 4.11% 5.96% 6.33%
    +/- Category 4.04% -0.90% -0.27% 0.02% 0.49% —
    +/- Barclays US Aggregate Bond TR USD — — — — 6.31% —

    Standardized Annual Returns

    YTD 1 year 3 year 5 year 10 year Since Inception
    Month (as of 10/31/2009) 15.40% 16.05% 3.55% 3.35% 5.74% 6.19%
    Quarter (as of 09/30/2009) 14.07% 6.78% 3.35% 3.26% 5.67% 6.14%
    Fund and Category YTD, 1yr, 3yr and 5yr Returns as of 11/27/2009
    Index YTD,1yr, 3ys and 5yr Returns as of 11/27/2009 10 yr and Since Inception Returns as of 10/31/2009
    Inception Date: 08/18/1994
    Ratings are based on risk-adjusted performance.
    View Total Returns

  • Fund Portfolio Profile

    Sector Breakdown

    Stocks
    US Government 0.16%
    Mortgage 10.65%
    Credit 66.80%
    Foreign 3.87%
    Cash 12.70%
    Bond Quality
    AAA 64.85%
    AA 10.96%
    A 0.95%
    BBB 12.72%
    BB 3.39%
    B 1.42%
    Below B 5.72%
    Not Rated 0.00%

    Asset Allocation

    Short Long Net Assets
    Cash 0.75% 12.70% 11.95%
    Stocks 0.00% 0.00% 0.00%
    Bonds 0.00% 81.88% 81.88%
    Other 0.00% 0.08% 0.08%
    Foreign Stocks
    (as a % of assets)    		 0.00% 0.00% 0.00%
    Data as of 09/30/2009 Data as of 08/31/2009 View Fund Portfolio

    Top 10 Holdings

    Maturity Date Total Holdings Value of Holdings Net Assets
    = GMO Short Duration Collateral — 47.22 M 758.41 M 84.17%
    * GMO US Treasury — 1.94 M 48.41 M 5.37%
    + US Treasury Note 0.875% 04/15/2010 33.96 M 33.92 M 3.76%
    * Cash & Cash Equivalents 12/31/2030 33.06 M 33.06 M 3.67%
    = Health Care Ppty Invs 5.625% 02/28/2013 9.31 M 7.88 M 0.87%
    = Infrasct Leasing & Finl Svcs 144A FRN 02/01/2027 8.7 M 7.39 M 0.82%
    - State Street Instl Treas Plus Instl 12/31/2030 4.01 M 4.01 M 0.45%
    = JAMAICA GOVT 12/01/2014 3 M 2.91 M 0.32%
    = SRI LANKA GOVT DEMOCRATIC 06/15/2012 2.43 M 2.39 M 0.27%
    = ZIMBABWE REP 01/01/2012 1.4 M 1.35 M 0.15%
    + Increase - Decrease = No change * New since last portfolio
    Data as of 05/31/2009
    Top 10 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    View Fund Portfolio

  • Sales Information

    Sales Charge %

    Initial —
    Deferred —
    Taken from prospectus dated 09/24/2009
    Expense Ratio (based on net assets) 0.26%
    Taken from annual report dated 02/28/2009

  • Fund Management