AIG Earnings and Investment Portfolio Report slide image

AIG Earnings and Investment Portfolio Report

APTI of $1.1B reflects continued improvement in Commercial Lines AYCR, as adjusted, strong Life and Retirement results reflecting higher NII, APTI basis ($M, except per common share amounts) Adjusted pre-tax income (loss): General Insurance Life and Retirement Other Operations¹ 4Q19 4Q20 Variances $778 $809 $31 Total adjusted pre-tax income $1,211 AATI attributable to AIG common shareholders 858 1,027 (425) (720) (295) $1,116 ($95) $923 $827 ($96) 169 AATI per diluted share attributable to $1.03 $0.94 ($0.09) AIG common shareholders Net income (loss) attributable to $922 AIG common shareholders ($60) ($982) Consolidated adjusted ROCE 7.3% General Insurance underwriting ratios: Loss ratio 65.6% 70.2% 6.7% (0.6) pts B/(W) (4.6) pts Less: impact on loss ratio Catastrophe losses and reinstatement premiums Prior year development 2.2% (6.5%) (9.0%) (0.9%) Adjustments for ceded premium under reinsurance contracts and other 0.3% 0.0% (2.5) pts (3.1) pts (0.3) pts Accident year loss ratio, as adjusted 61.6% Expense ratio 34.2% 60.3% 32.6% Accident year combined ratio, as adjusted 95.8% 92.9% Calendar year combined ratio 99.8% 102.8% 1.3 pts 1.6 pts 2.9 pts (3.0) pts AIG Key Takeaways General Insurance APTI increased by $31M primarily due to: 2.9 pt improvement in AYCR, as adjusted, and $214M increase in NII, APTI basis, reflecting higher alternative investment income; partially offset by $134M increase in CATS primarily due to higher non-COVID-19 CATs and the ongoing impact of COVID-19 CATS related to Travel, Contingency and Validus Reinsurance, Ltd., and 3.1 pt decrease in prior year development, net of reinsurance, (PYD) ratio reflecting unfavorable PYD in 4Q20 compared to favorable PYD in 4Q19; 4Q19 included favorable PYD from California wildfire subrogation recoverables Life and Retirement APTI increased $169M reflecting higher NII driven by private equity returns, which are reported on a one quarter lag, and higher call and tender income due to favorable impacts from lower interest rates and tighter credit spreads as well as lower general operating expenses (GOE). The increase in APTI was partially offset by base spread compression and, in Life Insurance, impacts from COVID-19 mortality claims Other Operations adjusted pre-tax loss (APTL) was $720M, including $292M of reductions from consolidation and eliminations, compared to APTL of $425M, including $134M of reductions from consolidation and eliminations, in the prior year quarter. The increase in APTL in consolidation and eliminations reflects the impact of consolidated investment entities. Before consolidation and eliminations, the increase in APTL was primarily due to lower NII associated with available for sale securities; the sale of Fortitude in 2Q20, which had APTI of $70M in 4Q19; and increased interest expense related to debt issuances in 2Q20 1) Other Operations is primarily comprised of corporate, our institutional asset management business and consolidation and eliminations. 6
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