Portfolio Composition
As of February 2024
Portfolio by Asset Class
|
Market Value
(US$ MM)
|
Duration (years)
|
% of Total
|
Sovereign Bills and Bonds | 4,152.45 | 3.4 | 81.1% |
Inflation-Linked Sov. Bonds | 203.16 | 4.5 | 4.0% |
US Agency MBS | 767.48 | 5.8 | 15.0% |
Total | 5,123.10 | 3.8 | 100.0% |