Schedule I

12 Months Ended

Dec. 31, 2021

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, 2021 (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	$	2,111	$	2,214	$	2,214
Non-U.S.	25,148		25,829		25,829
Corporate and asset-backed securities	37,838		39,063		39,063
Mortgage-backed securities	20,080		20,489		20,489
Municipal	5,302		5,513		5,513
Total fixed maturities available for sale	90,479		93,108		93,108
Fixed maturities held to maturity
U.S. Treasury / Agency	1,213		1,244		1,213
Non-U.S.	1,196		1,262		1,196
Corporate and asset-backed securities	2,004		2,201		2,004
Mortgage-backed securities	1,730		1,803		1,730
Municipal	3,975		4,137		3,975
Total fixed maturities held to maturity	10,118		10,647		10,118
Equity securities
Industrial, miscellaneous, and all other	4,782		4,782		4,782
Short-term investments	3,147		3,146		3,146
Other investments (2)	10,924		10,924		10,924
Total investments - other than investments in related parties	$	119,450	$	122,607	$	122,078

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

(2)     Excludes $245 million of related party investments.