| Holding | Rating |
|---|
| Uniform Mbs | AAA | 12.5% |
| United States Government | AAA | 11.0% |
| Mexico Government | BBB | 3.8% |
| Brazil Government | BB | 2.4% |
| China Government | A | 1.9% |
| Holding | Rating |
|---|
| Pemex | BBB | 1.9% |
| Italy Government | BBB | 1.7% |
| Germany Government | AAA | 1.7% |
| Indonesia Government | BBB | 1.4% |
| Freddie Mac | AAA | 1.4% |
| Asset type |
|---|
| Government & Agency | 40.0% |
| AAA, BBB | 31.4% |
| BB | 4.8% |
| B | 3.1% |
| CCC & below | 0.4% |
| Not Rated | 0.3% |
| Corporates | 37.0% |
| AAA, BBB | 13.4% |
| BB | 14.8% |
| B | 6.8% |
| CCC & below | 1.9% |
| Not Rated | 0.1% |
| Asset Backed | 0.8% |
| AAA, BBB | 0.8% |
| Not Rated | 0.1% |
| Mortgage Backed | 15.7% |
| Other Assets | -0.1% |
| Cash & equivalents | 6.6% |
| Name |
|---|
| United States | 46.1% |
| Mexico | 8.7% |
| Brazil | 4.0% |
| United Kingdom | 3.8% |
| Colombia | 3.1% |
| Other | 27.7% |
| Cash & equivalents | 6.6% |
| Currency |
|---|
| Japanese Yen | 7.5% |
| Euro | 16.0% |
| Non-Euro Europe | 4.0% |
| U.S. Dollar | 57.4% |
| Non-US dollar bloc | 2.8% |
| Other | 12.4% |