| Holding | Rating | % Fund |
|---|---|---|
| Fannie Mae | AAA | 14.8 |
| Italy Government | BBB | 8.1 |
| Japan Government | A | 5.2 |
| Freddie Mac | AAA | 4.7 |
| United States Government | AAA | 4.5 |
| Holding | Rating | % Fund |
|---|---|---|
| United Kingdom Government | AA | 3.7 |
| Supra National Government | AAA | 3.5 |
| Spain Government | A | 3.5 |
| Pemex | BBB | 3.2 |
| Uniform Mbs | AAA | 2.2 |
| Asset type | % Fund |
|---|---|
| Corporates | 21.5% |
| AAA, BBB | 21.5 |
| Not Rated | — |
| Cash & Equivalent | 5.0% |
| Derivatives | -0.1% |
| Not Rated | 0.0 |
| Derivatives | -0.1 |
| Government Related | 14.3% |
| AAA, BBB | 14.3 |
| Not Rated | — |
| Municipals | 0.0% |
| Securitized | 27.5% |
| AAA, BBB | 27.0 |
| Not Rated | 0.5 |
| Treasuries | 31.7% |
| AAA, BBB | 31.7 |
| Not Rated | — |
| Unknown | 0.0% |
| Name | % Fund |
|---|---|
| United States | 41.5 |
| Italy | 8.1 |
| United Kingdom | 7.2 |
| Mexico | 5.5 |
| Japan | 5.2 |
| Other | 27.6 |
| Cash & equivalents | 5.0 |
| Currency | % Fund |
|---|---|
| Japanese Yen | 0.0 |
| Euro | -0.4 |
| Non-Euro Europe | -2.1 |
| U.S. Dollar | 102.6 |
| Non-US dollar bloc | 0.0 |
| Other | -0.1 |