| Holding | Rating | % Fund |
|---|---|---|
| Fannie Mae | — | 15.1 |
| Italy Government | — | 8.2 |
| United States Government | — | 7.4 |
| Freddie Mac | — | 7.1 |
| Japan Government | — | 5.2 |
| Holding | Rating | % Fund |
|---|---|---|
| United Kingdom Government | — | 3.7 |
| Supra National Government | — | 3.5 |
| Spain Government | — | 3.4 |
| Pemex | — | 3.3 |
| China Government | — | 2.1 |
| Asset type | % Fund |
|---|---|
| Corporates | 21.9% |
| AAA, BBB | 21.9 |
| Not Rated | — |
| Cash & Equivalent | 2.2% |
| Derivatives | -0.2% |
| Not Rated | 0.0 |
| Derivatives | -0.2 |
| Government Related | 14.2% |
| AAA, BBB | 14.2 |
| Not Rated | — |
| Municipals | 0.0% |
| Securitized | 28.2% |
| AAA, BBB | 27.8 |
| Not Rated | 0.4 |
| Treasuries | 33.7% |
| AAA, BBB | 33.7 |
| Not Rated | — |
| Unknown | 0.0% |
| Name | % Fund |
|---|---|
| United States | 45.2 |
| Italy | 8.3 |
| United Kingdom | 7.3 |
| Japan | 5.2 |
| Mexico | 4.9 |
| Other | 27.0 |
| Cash & equivalents | 2.2 |
| Currency | % Fund |
|---|---|
| Japanese Yen | -0.1 |
| Euro | -0.3 |
| Non-Euro Europe | 0.0 |
| U.S. Dollar | 101.0 |
| Non-US dollar bloc | 0.0 |
| Other | -0.6 |