GMO Alpha Only Fund

Scorecard
2 / 5 Stars
Lipper
2 1 5 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
---
TheStreet.com
C (Hold)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 95.34 46.76 48.58
Stocks 97.75 0.0 97.75
Bonds 0.0 0.0 0.0
Other 55.09 55.12 -0.03
Foreign Bonds 0.0 0.0 0.0
Foreign Stocks 84.09 130.55 -46.46
Convertible 0.0 0.0 0.0
Preferred 0.16 0.0 0.16

Updated 11.30.2013

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 11.30.2013

% Net Assets
Future Contract On S&P500 Emini Fut Dec13 114.15
GMO International Equity IV 73.6
GMO US Flexible Equities VI 64.83
GMO US Core Equity VI 35.32
Trs Msci Daily Total Return Net Eafe /Short/ 17.07
Trs Msci Daily Total Return Bba Libor Usd 1 Month +11.0 /Long/ 16.86
Trs Msci Daily Total Net Eafe /Short/ 10.69
Trs Msci Daily Total Return Bba Libor Usd 1 Month +11.5 /Long/ 10.51
GMO International Growth Equity IV 7.06
Trs Msci Daily Total Return Net Eafe /Short/ 6.34

Market Neutrals

Highest Returns (10-year)

See More Funds