Schedule I

12 Months Ended

Dec. 31, 2022

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, 2022 (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	$	2,792	$	2,626	$	2,626
Non-U.S.	28,005		25,908		25,908
Corporate and asset-backed securities	40,440		36,955		36,955
Mortgage-backed securities	17,868		15,851		15,851
Municipal	4,081		3,880		3,880
Total fixed maturities available for sale	93,186		85,220		85,220
Fixed maturities held to maturity
U.S. Treasury / Agency	1,417		1,370		1,417
Non-U.S.	1,136		1,054		1,136
Corporate and asset-backed securities	1,705		1,580		1,705
Mortgage-backed securities	1,455		1,351		1,455
Municipal	3,135		3,084		3,135
Total fixed maturities held to maturity	8,848		8,439		8,848
Equity securities
Industrial, miscellaneous, and all other	827		827		827
Short-term investments	4,962		4,960		4,960
Other investments (2)	13,425		13,425		13,425
Total investments - other than investments in related parties	$	121,248	$	112,871	$	113,280

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

(2)     Excludes $271 million of related party investments.