| Holding | Rating |
|---|
| Uniform Mbs | AAA | 7.4% |
| United States Government | AAA | 6.4% |
| Mexico Government | BBB | 3.7% |
| Brazil Government | BB | 2.9% |
| Freddie Mac | AAA | 1.8% |
| Holding | Rating |
|---|
| China Government | A | 1.8% |
| Italy Government | BBB | 1.8% |
| HSBC | A | 1.4% |
| Egypt Government | B | 1.4% |
| Indonesia Government | BBB | 1.4% |
| Asset type |
|---|
| Government & Agency | 37.0% |
| AAA, BBB | 26.0% |
| BB | 5.9% |
| B | 4.1% |
| CCC & below | 0.5% |
| Not Rated | 0.5% |
| Corporates | 45.0% |
| AAA, BBB | 17.0% |
| BB | 17.4% |
| B | 8.2% |
| CCC & below | 2.3% |
| Not Rated | 0.1% |
| Asset Backed | 1.1% |
| AAA, BBB | 1.0% |
| Not Rated | 0.1% |
| Mortgage Backed | 11.7% |
| Other Assets | -0.1% |
| Cash & equivalents | 5.2% |
| Name |
|---|
| United States | 40.1% |
| Mexico | 9.1% |
| Brazil | 5.0% |
| United Kingdom | 4.5% |
| Colombia | 4.1% |
| Other | 32.0% |
| Cash & equivalents | 5.2% |
| Currency |
|---|
| Japanese Yen | 7.6% |
| Euro | 19.2% |
| Non-Euro Europe | 2.3% |
| U.S. Dollar | 54.0% |
| Non-US dollar bloc | 3.3% |
| Other | 13.7% |