Tokyo Investor Day
PACE AND MIX OF REINVESTMENT FLOWS
REDUCE IMPACT OF CURRENT MARKET CONDITIONS
Investments Supporting U.S. Dollar Liability Portfolio: $32.5 billion (1) (2)
($ billions)
Amortized
Cost (3)
Estimated
Average Annual
Weighted
Average
Runoff
2016-2018(4)
Book Yield (5)
Prudential of Japan
$11.3
$0.5
5.3%
Gibraltar Life
$21.2
$1.3
4.2%
1) As of June 30, 2016. Portfolio based on currency of underlying products.
2)
3)
72375
Based on amortized cost.
Excludes $4.5 billion of USD investments hedged to Yen and $12.7 billion of USD assets held in conjunction with the Yen Equity Hedge Program.
4) Includes scheduled maturities and estimated prepayments.
5) Weighted average yield calculated based on net investment income divided by average AUM related to USD denominated liabilities.
Prudential
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