Portfolio Composition
As of February 2024
Portfolio by Asset Class |
Market Value (US$ MM) |
Duration (Years) |
% of Total |
---|---|---|---|
Sovereign and Government Related Bonds | 2,835.90 | 6.9 | 32.8% |
Inflation-Linked Sov. Bonds | 665.36 | 9.3 | 7.7% |
US Agency MBS | 505.71 | 5.8 | 5.9% |
Corporate Bonds | 1,098.04 | 5.9 | 12.7% |
High Yield Bonds | 694.59 | 3.6 | 8.0% |
Equities | 2,838.73 | - | 32.9% |
Total | 8,638.34 | 6.5 | 100.0% |