| Holding | Rating | % Fund |
|---|---|---|
| United States Government | AAA | 8.6 |
| Uniform Mbs | AAA | 6.9 |
| Freddie Mac | AAA | 6.8 |
| Fannie Mae | AAA | 4.0 |
| Germany Government | AAA | 4.0 |
| Holding | Rating | % Fund |
|---|---|---|
| China Government | NR | 4.0 |
| Japan Government | A | 3.8 |
| Italy Government | BBB | 3.7 |
| United Kingdom Government | AA | 3.1 |
| Australia Government | AAA | 2.2 |
| Asset type | % Fund |
|---|---|
| Corporates | 20.7% |
| Other | 0.0% |
| Cash & Equivalent | 7.1% |
| Derivatives | 0.0% |
| Government Related | 10.2% |
| AAA, BBB | 9.6 |
| BB | 0.6 |
| Municipals | 0.0% |
| Not Rated | 1.3% |
| Securitized | 44.5% |
| AAA, BBB | 22.1 |
| AAA, BBB | 22.1 |
| Not Rated | 0.2 |
| Treasuries | 77.2% |
| AAA, BBB | 38.6 |
| AAA, BBB | 38.6 |
| Not Rated | — |
| Unknown | 0.0% |
| Name | % Fund |
|---|---|
| United States | 40.3 |
| United Kingdom | 5.6 |
| Germany | 5.4 |
| Mexico | 4.9 |
| China | 4.2 |
| Other | 32.5 |
| Cash & equivalents | 7.1 |
| Currency | % Fund |
|---|---|
| Japanese Yen | 10.7 |
| Euro | 25.3 |
| Non-Euro Europe | 4.0 |
| U.S. Dollar | 43.2 |
| Non-US dollar bloc | 4.1 |
| Other | 12.7 |