Fund Portfolio for GMO Emerging Country Debt III (GMCDX)

  • Style Box Details

    Details
    Average Eff Duration 6 Yrs
    Average Eff Maturity — Yrs
    Average Credit Quality BB

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    Style Box Detail calculations do not include the fund´s short positions (if any)
    Data as of 08/31/2009

  • Asset Allocation


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  • Sector Weightings

    Bonds Relative to Category Average Net Assets
    US Government — — —
    US Treasuries — — —
    TIPS — — —
    US Agency — — —
    Mortgage — — —
    Mortgage Pass-Thru — — —
    Mortgage CMO — — —
    Mortgage ARM — — —
    Credit — — —
    US Corporate — — —
    Asset-Backed — — —
    Convertible — — —
    Municipal — — —
    Inflation Proof — — —
    Foreign — — —
    Foreign Corp — — —
    Foreign Govt — — —
    Cash — — —
    Data as of 08/31/2009

  • Bond Quality

    AAA 0.00%
    AA 0.18%
    A 1.89%
    BBB 42.40%
    BB 33.63%
    B 11.90%
    Below B 5.00%
    Not Rated 5.00%
    Data as of 09/30/2009

  • Top 25 Holdings

    Total Number of Stock Holdings (short): 0
    Total Number of Stock Holdings (long): 1
    Total Number of Bond Holdings (short): 0
    Total Number of Bond Holdings (long): 147
    Total Number of Other Holdings (short): 12
    Total Number of Other Holdings (long): 56
    Assets in Top 10 Holdings: 29.87%
    Turnover: 38.00%
    30 Day SEC Yield % —
    Summary data as of 05/31/2009
    Holdings Maturity Date Total Holdings Value of Holdings Net Assets
    * Fed Fund 30day 39994 — 2,200.00 -915.04 M 44.32%
    * Contra Derivatives — — 856.95 M 41.51%
    * Vene Cds E-3/20/15 372 (Eu) — 575.5 M -522.15 M 25.29%
    * Vene Cds E-3/20/15 Rec Fix — 765 M 489.19 M 23.69%
    * Sell Eur Vs Usd Payable 30jun09 Bar — 258 M -365.1 M 17.68%
    * Buy Usd Vs Eur Receiv. 30jun09 Bar — 345.46 M 345.46 M 16.73%
    * Vene Cds E-4/20/15 432 (Eu) — 300 M -279 M 13.51%
    * Vene Cds E-4/20/15 Rec Fix — 412.5 M 270.39 M 13.10%
    * Brazil Cds E-10/20/13 Pay Fix — 20.88 B -234.75 M 11.37%
    * Brazil Cds E-10/20/13 Rec Fix — 210 M 226.32 M 10.96%
    * Cdx 9 30-100 E-12/20/12 .71 — 204.18 M 206.4 M 10.00%
    * Brazil Cds E 6/20/10 Pay Fix — 150 M -151.77 M 7.35%
    * Turkey Cds E 7/20/10 .885 — 140 M -138.62 M 6.71%
    * Arg Pg Tot Ret E-12/19/11 Recv Indx — 73.76 M -109.48 M 5.30%
    * Jpm Embi+ Tot Ret E-10/13/09 Recv Indx — 100 M 104.26 M 5.05%
    * Peru Cds E-8/20/13 .96 — 277.25 M 91.05 M 4.41%
    * Arg Cer Tot Ret E-12/19/11 Pay Indx — 73.3 M 89.97 M 4.36%
    * Cdx Em3 Cds E-6/20/10 Pay Fix — 85 M -85.77 M 4.15%
    * Arg Par 38 1.2 12/31/38 (Eu) — 284 M 77.18 M 3.74%
    * Tsy 10-04 Tips .875 4/15/10 — 66.5 M 74.58 M 3.61%
    * Krw Int Rate Swap E-5/29/10 4.79% — 90 B -73.12 M 3.54%
    * Usd Int Rate Swap E-12/17/18 2.75 — 75 M 70.36 M 3.41%
    * Sht Duration Col Fd — 3.98 M 63.86 M 3.09%
    * Sell Jpy Vs Usd Payable 07jul09 Bar — 6 B -62.88 M 3.05%
    * Buy Usd Vs Jpy Receiv. 07jul09 Bar — 62.76 M 62.76 M 3.04%
    + Increase - Decrease = No change * New since last portfolio
    Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    Data as of 10/31/2009