Portfolio Composition

As of February 2026

Asset class

USD Millions

Duration (years)

%

Sovereign and Government Related Bonds

2,331.31

6.5

23.1%

Inflation-Linked Sovereign Bonds

812.18

8.5

8.0%

US Agency MBS

308.01

5.0

3.1%

Corporate Bonds

912.03

5.8

9.0%

High Yield Bonds

800.81

3.6

7.9%

Equities

4,933.04

-

48.9%

Total Long-Term Portfolio

10,097.38

6.1

100.0%