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Status of Investments and Swaps Exposure as of 12/31/08

Status of Investments and Swaps Exposure as of 12/31/08. Highlights. Valuation losses on the Investment Portfolio through Dec 31, 2008 For the month: $226 mm YTD 2008: $1.58 bn Since Jul 2007: $1.88 bn Of these losses, $79mm have been realized (4% of total losses)

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Swaps exposure - PowerPoint PPT Presentation

Status of Investments and Swaps Exposure as of 12/31/08