| Holding | Rating | % Fund |
|---|---|---|
| Uniform Mbs | AAA | 8.4 |
| United States Government | AAA | 5.8 |
| Freddie Mac | AAA | 5.5 |
| China Government | NR | 4.2 |
| Fannie Mae | AAA | 4.0 |
| Holding | Rating | % Fund |
|---|---|---|
| Italy Government | BBB | 3.8 |
| Japan Government | A | 3.8 |
| Germany Government | AAA | 3.5 |
| United Kingdom Government | AA | 3.0 |
| Ginnie Mae Ii | AAA | 2.1 |
| Asset type | % Fund |
|---|---|
| Corporates | 21.7% |
| AAA, BBB | 21.2 |
| BB | 0.5 |
| Other | 0.0% |
| Cash & Equivalent | 9.5% |
| Derivatives | 0.0% |
| Government Related | 9.6% |
| AAA, BBB | 8.6 |
| BB | 1.0 |
| Municipals | 0.0% |
| AAA, BBB | 0.0 |
| AAA, BBB | 0.0 |
| Not Rated | 1.3% |
| Securitized | 45.4% |
| AAA, BBB | 22.6 |
| AAA, BBB | 22.6 |
| Not Rated | 0.1 |
| Treasuries | 70.5% |
| AAA, BBB | 35.3 |
| AAA, BBB | 35.3 |
| Not Rated | — |
| Unknown | 0.0% |
| Name | % Fund |
|---|---|
| United States | 38.1 |
| United Kingdom | 5.7 |
| Germany | 4.9 |
| Mexico | 4.6 |
| China | 4.3 |
| Other | 32.8 |
| Cash & equivalents | 9.5 |
| Currency | % Fund |
|---|---|
| Japanese Yen | 9.7 |
| Euro | 22.9 |
| Non-Euro Europe | 4.7 |
| U.S. Dollar | 47.4 |
| Non-US dollar bloc | 4.2 |
| Other | 11.1 |