GMO Alpha Only Fund

Scorecard
3 / 5 Stars
Lipper
3 2 5 5 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
---
TheStreet.com
C- (Hold)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 117.47 39.41 78.07
Stocks 41.55 0.0 41.55
Bonds 0.0 0.0 0.0
Other 26.25 26.38 -0.13
Foreign Bonds 0.0 0.0 0.0
Foreign Stocks 49.91 69.42 -19.51
Convertible 0.0 0.0 0.0
Preferred 0.03 0.0 0.03

Updated 11.30.2012

Top 10 Holdings

Performance as of 04.30.2013

Portfolio as of 11.30.2012

% Net Assets
Future Contract On S&P500 Emini Fut Dec12 49.01
GMO Intl Intrinsic Value IV 33.07
GMO US Flexible Equities VI 29.06
GMO US Core Equity VI 15.64
GMO International Growth Equity IV 14.26
Trs Msci Daily Total Return Net Eafe Usd Short/C130514jp00 6.19
Trs Msci Daily Total Return Net Eafe Usd Long /C130514jp00 5.89
GMO US Treasury 5.52
Future Contract On Topix Indx Futr Dec12 /Jpy/ 4.61
Future Contract On Ftse 100 Idx Fut Dec12 /Gbp/ 4.41
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