Table 1: Asset and Liability Structure Assets and Liabilities Cash Loans and Advances Co orate Bonds Sovereign Bonds Lon Term Notes Certificate of Deposits Brokered De osits Market Value $Millions 200 800 1000 800 800 1200 400 400 Duration 5.0 5.0 10.0 7.0 1.5 0.5 Rate of Return % 8.0 6.0 5.0 3.0 2.0 1.0