| Holding | Rating | % Fund |
|---|---|---|
| Uniform Mbs | AAA | 10.2% |
| United States Government | AAA | 6.5% |
| China Government | NR | 5.2% |
| Freddie Mac | AAA | 5.2% |
| Italy Government | BBB | 3.9% |
| Holding | Rating | % Fund |
|---|---|---|
| Japan Government | A | 3.7% |
| Fannie Mae | AAA | 3.5% |
| Germany Government | AAA | 3.2% |
| United Kingdom Government | AA | 3.1% |
| Supra National Government | AAA | 2.0% |
| Asset type | % Fund |
|---|---|
| Corporates | 22.4% |
| AAA, BBB | 21.9% |
| BB | 0.5% |
| Other | 0.0% |
| Cash & Equivalent | 7.6% |
| Derivatives | 0.0% |
| Government Related | 9.2% |
| AAA, BBB | 8.1% |
| BB | 1.0% |
| Municipals | 0.0% |
| AAA, BBB | 0.0% |
| AAA, BBB | 0.0% |
| Not Rated | 1.9% |
| Securitized | 45.7% |
| AAA, BBB | 22.8% |
| AAA, BBB | 22.8% |
| Not Rated | 0.1% |
| Treasuries | 72.4% |
| AAA, BBB | 36.2% |
| AAA, BBB | 36.2% |
| Not Rated | 0.0% |
| Unknown | 0.0% |
| Name | % Fund |
|---|---|
| United States | 39.1% |
| United Kingdom | 6.1% |
| China | 5.4% |
| Germany | 4.5% |
| Mexico | 4.5% |
| Other | 32.9% |
| Cash & equivalents | 7.6% |
| Currency | % Fund |
|---|---|
| Japanese Yen | 9.5% |
| Euro | 22.9% |
| Non-Euro Europe | 4.9% |
| U.S. Dollar | 47.0% |
| Non-US dollar bloc | 4.4% |
| Other | 11.3% |