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Investor Presentaiton

NII of $3.4B ($3.2B APTI basis¹); Gross Investment Income, APTI basis1, decrease driven by private equity losses; 2Q19 results included a large IPO gain from a private equity holding Invested Assets & Gross Investment Income, APTI Basis 2Q20 Invested Assets Gross Investment Income, APTI basis ($M) $B Fixed Maturities Alternatives All Other $170 2Q19 ($6) $715 $879 ■Interest & General Insurance $75.3 $4.6 $2.9 dividends $47 2Q20 ($68) $593 $572 2Q19 $1,997 $193 $156 $2,346 Alternative investments Life & 179.0 2.9 4.5 Retirement $136 2Q20 ($46) $2,025 $2,115 ■All other $60 2Q19 $553 $107 $720 Legacy & Other² 51.0 0.5 7.7 2Q20 ($56) $396 $280 $620 2Q19 $3,265 $423 $257 $3,945 Total AIG $305.3 $8.0 $15.1 2Q20 ($170) $3,014 $463 $3,307 3.79% 3.15% General Insurance AIG Fixed Maturities³ 5.02% 4.54% 4.56% 4.14% Life & Retirement 2Q19 2Q20 2Q20 Annualized Investment Yield 10.94% Alternative Investments Total Alternative Investments Consolidated AIG Hedge Funds & Private Equity 34.70% 33.26% 19.37% 21.32% 10.91% (5.82%) (6.48%) (8.89%) Consolidated AIG General Insurance Life & Retirement Consolidated AIG Hedge Funds 2Q19 2Q20 (21.20%) Private Equity 1) 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. 2) As the Fortitude sale closed on June 2, 2020, 2Q20 adjusted pre-tax NII included $378M related to investment income on two months of Fortitude assets compared to $498M in 2Q19. 3) Interest and dividends include amounts related to commercial mortgage loan prepayments and call and tender income; Life and Retirement annualized yields include yield on collateral related to hedging 10 program.
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