Portfolio Composition

As of January 2026

Asset class

USD Millions

Duration (years)

%

Sovereign and Government Related Bonds

2,516.42

6.4

24.5%

Inflation-Linked Sovereign Bonds

808.55

8.4

7.9%

US Agency MBS

303.00

5.2

2.9%

Corporate Bonds

1,285.31

4.0

12.5%

High Yield Bonds

823.71

3.5

8.0%

Equities

4,542.89

-

44.2%

Total Long-Term Portfolio

10,279.88

5.7

100.0%