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| Symbol | Value | Change | Percentage Change |
|---|---|---|---|
| DJIA | 10,464.40 | 30.69 | 0.29% |
| NASDAQ | 2,176.05 | 6.87 | 0.32% |
| S&P 500 | 1,110.63 | 4.98 | 0.45% |
World Bond
Above Average
| Details | |
|---|---|
| Average Eff Duration | 5.4 Yrs |
| Average Eff Maturity | 7.3 Yrs |
| Average Credit Quality | AA |
| Morningstar Rating as of 10/31/2009
YTD Returns as of 11/25/2009 |
Style Box Detail calculations do not include the fund's short positions (if any) |
| YTD | 1 year | 3 year | 5 year | 10 year | Since Inception | |
|---|---|---|---|---|---|---|
| Fund | 25.78% | 25.40% | 3.03% | 2.70% | 5.64% | 5.79% |
| +/- Category | 9.58% | 2.44% | -3.86% | -2.20% | -0.66% | — |
| +/- Barclays US Aggregate Bond TR USD | — | — | — | — | 6.31% | — |
| YTD | 1 year | 3 year | 5 year | 10 year | Since Inception | |
|---|---|---|---|---|---|---|
| Month (as of 10/31/2009) | 20.50% | 16.79% | 2.16% | 2.54% | 5.53% | 5.72% |
| Quarter (as of 09/30/2009) | 18.09% | 3.10% | 1.89% | 2.67% | 5.33% | 5.60% |
| Stocks | |
|---|---|
| US Government | — |
| Mortgage | — |
| Credit | — |
| Foreign | — |
| Cash | — |
| Bond Quality | |
|---|---|
| AAA | 72.36% |
| AA | 7.10% |
| A | 0.73% |
| BBB | 8.47% |
| BB | 6.43% |
| B | 1.08% |
| Below B | 3.83% |
| Not Rated | 0.00% |
| Short | Long | Net Assets | |
|---|---|---|---|
| Cash | 2.72% | 14.93% | 12.21% |
| Stocks | 0.00% | 0.00% | 0.00% |
| Bonds | 3.29% | 86.38% | 83.10% |
| Other | 0.00% | 0.00% | 0.00% |
| 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 |
| Maturity Date | Total Holdings | Value of Holdings | Net Assets | ||
|---|---|---|---|---|---|
| = | GMO Short Duration Collateral | — | 9.32 M | 149.73 M | 32.17% |
| * | 10yr Japan Govt Bond (Fut) | 06/11/2009 | 4.8 B | 68.72 M | 14.76% |
| = | GMO World Opportunity Overlay | — | 2.52 M | 46.61 M | 10.01% |
| * | US Treasury Bond (Fut) | 09/30/2009 | 40.4 M | 44.88 M | 9.64% |
| * | Euro Bund (Fut) | 06/08/2009 | 25 M | 42.24 M | 9.08% |
| * | Euro BOBL (Fut) | 06/08/2009 | 19.4 M | 31.52 M | 6.77% |
| * | GMO US Treasury | — | 604,201.00 | 15.12 M | 3.25% |
| * | US Treasury Bond (Fut) | 09/21/2009 | 11.9 M | 13.96 M | 3.00% |
| = | GMO Emerging Country Debt III | — | 1.32 M | 9.11 M | 1.96% |
| = | U S Treas Bd Stripped Prin Pmt | 11/15/2021 | 15 M | 8.61 M | 1.85% |
| Initial | — |
| Deferred | — |
| Expense Ratio (based on net assets) | 0.39% |
World Bond
Above Average
Notices and Terms: Confirm all data with your broker before trading.
BATS data provided in real-time. NYSE, NASDAQ and AMEX data delayed 15 minutes.
Quote data provided by Interactive Data. Historical prices provided by Prophet. © [2007] Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results. © 2004 Dow Jones & Company, Inc. Copyright Morgan Stanley Capital International, Inc. [year data were provided to Distributor]. All Rights Reserved. Unpublished. PROPRIETARY TO MORGAN STANLEY CAPITAL INTERNATIONAL INC.
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