Holding | Rating |
---|
United States Government | AAA | 8.2% |
Uniform Mbs | AAA | 6.2% |
Brazil Government | BB | 3.8% |
Mexico Government | BBB | 3.6% |
Italy Government | BBB | 3.3% |
Holding | Rating |
---|
China Government | A | 2.1% |
Freddie Mac | AAA | 1.7% |
Indonesia Government | BBB | 1.4% |
HSBC | A | 1.4% |
Australia Government | AAA | 1.2% |
Asset type |
---|
Government & Agency | 40.1% |
AAA, BBB | 31.4% |
BB | 4.9% |
B | 2.8% |
CCC & below | 0.5% |
Not Rated | 0.4% |
Corporates | 45.8% |
AAA, BBB | 17.7% |
BB | 18.3% |
B | 7.5% |
CCC & below | 2.4% |
Not Rated | 0.0% |
Asset Backed | 1.2% |
AAA, BBB | 1.0% |
Not Rated | 0.2% |
Mortgage Backed | 10.8% |
Other Assets | -0.1% |
Cash & equivalents | 2.2% |
Name |
---|
United States | 42.5% |
Mexico | 7.7% |
Brazil | 6.2% |
Greece | 4.5% |
United Kingdom | 4.4% |
Other | 32.5% |
Cash & equivalents | 2.2% |
Currency |
---|
Japanese Yen | 7.7% |
Euro | 18.1% |
Non-Euro Europe | 2.3% |
U.S. Dollar | 55.3% |
Non-US dollar bloc | 2.3% |
Other | 14.3% |