Portfolio composition
At year-end 2020, the portfolio was divided as follows:
LDI (bonds and interest rate swaps) | 24,7% |
Mortgages | 8,3% |
High Yield Bonds/Private High Yield Debt | 5,3% |
Emerging Market Debt | 1,5% |
Bonds | 43,6% |
Real Estate | 10,6% |
Hedgefunds | 5,8% |
Cash | 0,2% |