| Holding | Rating |
|---|
| United States Government | AAA | 11.5 |
| Freddie Mac | AAA | 5.9 |
| Fannie Mae | AAA | 4.8 |
| Mexico Government | BBB | 2.9 |
| Pemex | BBB | 2.8 |
| Holding | Rating |
|---|
| Brazil Government | BB | 2.8 |
| Indonesia Government | BBB | 2.6 |
| Australia Government | AAA | 1.8 |
| China Government | A | 1.7 |
| Germany Government | AAA | 1.5 |
| Asset type |
|---|
| Government & Agency | 44.4% |
| AAA, BBB | 35.4 |
| BB | 5.9 |
| B | 2.9 |
| CCC & below | 0.2 |
| Not Rated | 0.1 |
| Corporates | 38.2% |
| AAA, BBB | 13.1 |
| BB | 16.3 |
| B | 6.7 |
| CCC & below | 1.7 |
| Not Rated | 0.4 |
| Asset Backed | 0.8% |
| AAA, BBB | 0.7 |
| Not Rated | 0.1 |
| Mortgage Backed | 14.8% |
| AAA, BBB | 14.0 |
| Not Rated | 0.8 |
| Other Assets | -0.2% |
| Cash & equivalents | 1.9% |
| Name |
|---|
| United States | 45.7 |
| Mexico | 8.1 |
| Brazil | 4.2 |
| United Kingdom | 3.5 |
| Indonesia | 3.3 |
| Other | 33.2 |
| Cash & equivalents | 1.9 |
| Currency |
|---|
| Japanese Yen | 8.6 |
| Euro | 16.9 |
| Non-Euro Europe | 3.0 |
| U.S. Dollar | 53.7 |
| Non-US dollar bloc | 2.8 |
| Other | 15.1 |