| Holding | Rating | % Fund |
|---|---|---|
| Uniform Mbs | AAA | 12.8 |
| Fannie Mae | AAA | 6.6 |
| Spain Government | A | 5.2 |
| United States Government | AAA | 4.5 |
| Freddie Mac | AAA | 4.1 |
| Holding | Rating | % Fund |
|---|---|---|
| United Kingdom Government | AA | 3.7 |
| Supra National Government | AAA | 3.5 |
| Portugal Government | A | 3.3 |
| Pemex | BBB | 3.1 |
| Italy Government | BBB | 2.7 |
| Asset type | % Fund |
|---|---|
| Corporates | 21.0% |
| AAA, BBB | 21.0 |
| Not Rated | — |
| Cash & Equivalent | 7.2% |
| Derivatives | -0.1% |
| Not Rated | 0.0 |
| Derivatives | 0.0 |
| Government Related | 15.2% |
| AAA, BBB | 14.3 |
| BB | 1.0 |
| Not Rated | — |
| Municipals | 0.0% |
| Securitized | 29.2% |
| AAA, BBB | 28.6 |
| Not Rated | 0.6 |
| Treasuries | 27.5% |
| AAA, BBB | 27.5 |
| Not Rated | — |
| Unknown | 0.0% |
| Name | % Fund |
|---|---|
| United States | 42.6 |
| United Kingdom | 7.4 |
| Spain | 6.2 |
| Mexico | 5.7 |
| Supranational | 3.5 |
| Other | 27.3 |
| Cash & equivalents | 7.2 |
| Currency | % Fund |
|---|---|
| Japanese Yen | 2.0 |
| Euro | 2.1 |
| Non-Euro Europe | -2.6 |
| U.S. Dollar | 98.6 |
| Non-US dollar bloc | 0.0 |
| Other | 0.0 |