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Investor Presentaiton

Structured Security Portfolio Structured Securities by Rating AIA Rating Total ($m) Total $2.0b FY22 FY21 AAA 146 Average Rating BBB BBB AA 243 A 607 ■ AAA 7% 10% ■ AA 12% 9% BBB 721 ■ A 30% 34% BB and below (1) 303 ■ BBB 36% 33% Total ■ BB and below(¹) 2,020 15% 14% Notes: As of 31 Dec 2022 unless otherwise stated (1) Including not rated bonds 73

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