Page 403 - DCAC February 2024 Files

200.0% 100.0% 150.0

100.2%
100.0% 80.0% 130.0
71.4%

0.2% 0.0% 0.0% 0.0%
-0.3 % 60.0% 110.0

ASSET ALLOCATION Fixed Income Cash Equities Convertibles Other -100.0 % 40.0% 90.0 Down Capture

20.0% (01/01/19 - 12/31/23)
10.5% 12.2% 70.0
41.29 % 28.55 % 26.09 % 2.33 % 1.54 % 0.36 % 0.0% 1.5% 4.7% 0.0%
QUALITY ALLOCATION Equities/Other BB AND B Rated Foreign Securities AA Rated BBB Rated A Rated Government/AAA UP/DOWN CAPTURE 150.0 125.0 100.0 75.0 50.0 50.0 Fidelity US Bond Ix

Up Capture
71
TOP SECTOR ALLOCATIONS Treasury Notes/Bonds GNMA and Other Mtg Backed Corporate Notes/Bonds Government Agency Securities Fgn. Currency Denominated Bonds Asset Backed Securities 35.4% 40.0% Barclays Capital Long Term Govt Bond Barclays Capital Long U.S. Credit Average Style Exposure
50.0%

30.0%

19.7% 18.4% 20.0% Manager Style

13.7% 9.5% 10.0% Dec-2023
Fidelity US Bond Ix 12/31/23 PORTFOLIO CHARACTERISTICS N/A Avg. Coupon N/A Nominal Maturity N/A Effective Maturity 5.97 Years Duration N/A SEC 30 Day Yield AA Avg. Credit Quality No data found. MATURITY DISTRIBUTION 5-10Yrs 1-3Yrs 3-5Yrs 10-20Yrs 20-30Yrs 2.9% <1Yr 0.7% >30Yrs -0.3 % Other 0.0% -10.0 % (06/01/11 - 12/31/23) STYLE MAP Barclays Capital 1-5 Yr Gov Capitalization Barclays Capital U.