| Holding | Rating | % Fund |
|---|---|---|
| United States Government | AAA | 8.9 |
| Freddie Mac | AAA | 7.2 |
| Fannie Mae | AAA | 6.0 |
| Uniform Mbs | AAA | 4.5 |
| Germany Government | AAA | 3.9 |
| Holding | Rating | % Fund |
|---|---|---|
| China Government | NR | 3.9 |
| Japan Government | A | 3.8 |
| Italy Government | BBB | 3.3 |
| United Kingdom Government | AA | 2.9 |
| Australia Government | AAA | 2.1 |
| Asset type | % Fund |
|---|---|
| Corporates | 21.0% |
| AAA, BBB | 21.0 |
| Not Rated | — |
| Cash & Equivalent | 9.5% |
| Derivatives | 0.0% |
| Not Rated | 0.0 |
| Derivatives | 0.0 |
| Government Related | 11.1% |
| AAA, BBB | 9.4 |
| BB | 0.6 |
| Not Rated | 1.1 |
| Municipals | 0.0% |
| Securitized | 20.7% |
| AAA, BBB | 20.5 |
| Not Rated | 0.2 |
| Treasuries | 37.7% |
| AAA, BBB | 37.7 |
| Not Rated | — |
| Unknown | 0.0% |
| Name | % Fund |
|---|---|
| United States | 39.1 |
| United Kingdom | 5.4 |
| Germany | 5.3 |
| Mexico | 4.7 |
| China | 4.1 |
| Other | 31.9 |
| Cash & equivalents | 9.5 |
| Currency | % Fund |
|---|---|
| Japanese Yen | 11.7 |
| Euro | 23.8 |
| Non-Euro Europe | 3.7 |
| U.S. Dollar | 44.1 |
| Non-US dollar bloc | 4.0 |
| Other | 12.7 |