Portfolio composition
At year-end 2022, the portfolio was divided as follows:
LDI (bonds and interest rate swaps) | 18,2% |
Mortgages | 13,5% |
Alternative Credits/Private High Yield Debt | 10,7% |
Emerging Markets Debt | 1,2% |
Bonds | 34,5% |
Real Estate | 12,7% |
Hedgefunds | 8,6% |
Cash | 0,6% |