| Amount | Holding |
|---|---|
| 10.63% | United States Treasury Notes 1.12% |
| 4.45% | United States Treasury Notes 1.12% |
| 2.36% | Coventry Bldg Society Jr Subordina Regs 12/99 Var |
| 2.16% | Durham Mortgages B PLC 1.95 |
| 1.93% | Madison Pa Eu Ix |
| 1.37% | Australia (Commonwealth of) 3.25% |
| 1.35% | Warwick Finance Residential Mortgage 3.22 |
| 1.30% | Lloyds Bk 13% |
| 1.20% | Nationwide Bldg Society Jr Subordina Regs 06/49 Var |
| 1.19% | Barclays Bank plc 7.88% |