Fund Portfolio for GMO Global Bond III (GMGBX)

  • Style Box Details

    Details
    Average Eff Duration 5.4 Yrs
    Average Eff Maturity 7.3 Yrs
    Average Credit Quality AA

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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 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%
    Data as of 09/30/2009

  • Top 25 Holdings

    Total Number of Stock Holdings (short): 0
    Total Number of Stock Holdings (long): 0
    Total Number of Bond Holdings (short): 0
    Total Number of Bond Holdings (long): 6
    Total Number of Other Holdings (short): 2
    Total Number of Other Holdings (long): 19
    Assets in Top 10 Holdings: 82.49%
    Turnover: 35.00%
    30 Day SEC Yield % —
    Summary data as of 05/31/2009
    Holdings 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%
    * Uk Long Gilt Bond (Fut) 09/28/2009 4.5 M 8.53 M 1.83%
    = Japan(Govt Of) 2.2% 06/20/2026 700 M 7.51 M 1.61%
    = Germany (Federal Republic Of) 4.75% 07/04/2034 5 M 7.31 M 1.57%
    + US Treasury Note 0.875% 04/15/2010 7.18 M 7.18 M 1.54%
    * 10yr Japan Govt Bond Ftrs Lif Jun09 Xlif 06/10/2009 500 M -7.16 M 1.54%
    = France(Govt Of) 4% 10/25/2038 5 M 6.46 M 1.39%
    = Uk(Govt Of) 4.25% 12/07/2027 4 M 6.37 M 1.37%
    * Cash & Cash Equivalents 12/31/2030 5.18 M 5.18 M 1.11%
    * 10yr Govt Of Canada Bond Ftrs Sep09 Xmon 09/21/2009 3.6 M -3.98 M 0.85%
    * 3yr Australian Tbond Futures Jun09 Xsfe 06/15/2009 3.8 M -3.22 M 0.69%
    = Canada Govt 8% 06/01/2023 1.5 M 1.99 M 0.43%
    * 10yr Australian Tbond Futures Jun09 Xsfe 06/15/2009 2.3 M -1.95 M 0.42%
    - State Street Instl Treas Plus Instl 12/31/2030 908,540.00 908,540.00 0.20%
    + EUR — 131,293.00 -131,293.00 0.03%
    - Currency (British Pound) — 133,573.00 -133,573.00 0.03%
    + 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