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Investor Presentaiton

Key Messages 1Q20 Financial Results Net income of $1.7B ($1.98 per diluted share) benefited from $3.5 billion of pre-tax net realized capital gains largely related to mark-to-market gains from variable annuity and interest rate hedges and the impact of our non-economic non-performance risk adjustment, per GAAP, on the fair value of our liabilities 1Q20 adjusted after-tax income* (AATI) of $99M; adjusted pre-tax income* (APTI) of $172M was driven by: - - Lower net investment income reflecting an other investment loss, principally from fair value option (FVO) fixed maturities, and lower alternative investment income due to hedge funds $272M of pre-tax catastrophe losses (CATS) in General Insurance for estimated COVID-19 losses related to Travel, Contingency, Commercial Property, Trade Credit, Workers' Compensation and Validus Re Adjusted tangible book value per common share of $54.58, a $5.34 per share increase from the prior year General Insurance Life & Retirement AIG $419M of CATS included $272M of estimated COVID-19 losses; the remainder of the CATS were primarily weather- related AYCR, as adjusted*, was 95.5%, comprised of a 60.8% AYLR, as adjusted*, and an expense ratio of 34.7%, reflecting continued expense discipline AYLR improved 1.0 pt from the prior year reflecting underwriting and reinsurance actions taken to improve business mix, rate adequacy and loss performance Strong rate momentum from 2019 continuing into the first quarter 1Q20 adjusted pre-tax income of $574M and adjusted return on attributed common equity of 8.4% was primarily due to declines in equity markets and widening spreads in credit markets Variable Annuity product risk management features and hedging program performed as expected * Refers to financial measure not calculated in accordance with generally accepted accounting principles (Non-GAAP); definitions and abbreviations of Non-GAAP measures and reconciliations to their closest GAAP measures can be found in this presentation under the heading Glossary of Non-GAAP Financial Measures and Non-GAAP Reconciliations. 3
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