Schedule I

12 Months Ended

Dec. 31, 2020

SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Abstract]

Schedule I: SUMMARY OF INVESTEMENTS - OTHER THAN INVESTMENTS IN RELATED PARTIES

SUMMARY OF INVESTMENTS – OTHER THAN INVESTMENTS IN RELATED PARTIES

December 31, 2020 (in millions of U.S. dollars)	Cost or Amortized Cost, Net (1)		Fair Value		Amount at Which Shown in the Balance Sheet
Fixed maturities available for sale
U.S. Treasury / Agency	$	2,471	$	2,670	$	2,670
Non-U.S.	24,588		26,354		26,354
Corporate and asset-backed securities	34,081		36,331		36,331
Mortgage-backed securities	17,456		18,470		18,470
Municipal	6,572		6,874		6,874
Total fixed maturities available for sale	85,168		90,699		90,699
Fixed maturities held to maturity
U.S. Treasury / Agency	1,392		1,452		1,392
Non-U.S.	1,288		1,405		1,288
Corporate and asset-backed securities	2,150		2,438		2,150
Mortgage-backed securities	1,999		2,146		1,999
Municipal	4,824		5,069		4,824
Total fixed maturities held to maturity	11,653		12,510		11,653
Equity securities
Industrial, miscellaneous, and all other	4,027		4,027		4,027
Short-term investments	4,349		4,345		4,345
Other investments (2)	7,826		7,826		7,826
Total investments - other than investments in related parties	$	113,023	$	119,407	$	118,550

(1)     Net of valuation allowance for expected credit losses.

(2)     Excludes $119 million of related party investments.