Investor Presentaiton

INVESTMENT PORTFOLIO COMPOSITION $20.2bn Total Investable Assets 1 $1.1bn Cash and restricted cash $13.7bn 4.69yrs Investment Portfolio 2 Average Duration 3 A+ Average Investment Portfolio Credit Rating 4 Investable Assets (As of June 30, 2021) - Composition by Asset Class5 2.3% Book Yield Six Months Ended June 30, 2021 Cash and Cash Equivalents 5.6% Fixed Maturities 53.1% Other Fixed Income 6 Equities? Other Investments Funds Held 8 4.2% 10.4% 4.8% 10.9% Net Variable Interest Entity Assets of the In Re Fund 11.0% Other Investments Fixed Income, Trading and AFS Other Fixed Income Private equity funds 2.7% U.S. Government & Agency 3.9 % Fixed Income Funds 3.0 % Hedge funds 0.4 % U.K. Government 0.2% Other Government 2.4 % Private Credit Funds Total 1.2% Equity funds - % CLO equities 0.7 % 4.2 % CLO equity funds 0.9% Corporate 33.0 % Other 0.1 % Municipal 1.2% Equities Total 4.8 % Publicly traded equities 1.5 % Residential Mortgage-backed 2.9% Exchange-traded funds 2.5% Commercial Mortgage-backed 4.9 % Privately held equities 1.7 % Asset-backed 4.6 % Total 53.1 % Equity method investments Total 4.7 % 10.4 % 1. Includes total investments, cash and cash equivalents (including restricted cash), funds held by reinsured companies and the net variable interest entity assets of InRe Fund. 2. Fair Value as of June 30, 2021. 3. Duration calculation includes cash and cash equivalents, short-term investments, fixed maturities and the fixed maturities within our funds held - directly managed portfolios at June 30, 2021. 4. The average credit ratings calculation includes cash and cash equivalents, short-term investments, fixed maturities and the fixed maturities within our funds held - directly managed portfolios at June 30, 2021 5. See Appendix for further detail on investable asset composition. 6. Classified as "Other Investments" under GAAP 7. Includes publicly traded equities, exchange-traded funds, privately held equities, and equity method investments. 8. Includes Funds held by reinsured companies and assets within funds held - directly managed. 14 14

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