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Investor Presentaiton

Strong investment performance in 2019 ($ in millions, unless otherwise indicated) Invested Assets(3)(4) Net Investment Income General Insurance Life and Retirement Legacy Other Operations Consolidations and Eliminations Total Net Investment Income - APTI Basis(1) Add: Changes in Fair Value of Securities Used to Hedge Guaranteed Living Benefits Add: Changes in the Fair Value of Equity Securities Subtract: Net Realized Capital Gains Related to Economic Hedges and Other Net Investment Income per Consolidated Statements of Operations General Insurance 1% 2% 4% 9% 13% $82.4B 71% Life and Retirement 0.4% 3% 4% 18% $181.7B 75% Fourth Quarter Full Year 2018 2019 2018 2019 $349 $766 $2,668 $3,444 1,921 2,071 7,922 8,461 527 688 2,325 2,480 43 92 45 370 (27) (155) (232) (365) $2,813 $3,462 (1) 15 $12,728 (128) $14,390 228 153 159 58 43 $2,754 $3,587 124 $12,476 158 $14,619 Legacy Total AIG (2) 2% 4% 2% 7% 6% 5% 8% 14% $51.0B $337.6B 78% 74% AIG Fixed Maturity Securities - AFS, at fair value(5) Source: AIG 4Q19 financial supplement. Mortgage and other loans receivable Other Invested Assets (6) Fixed Maturity Securities - Other, at fair value(4)(7) Other common and preferred stock, at fair value Short-term Investments (1) For 4Q18 and prior periods, our non-insurance subsidiaries recorded investment income in other income. Beginning 1Q19, investment income represents amounts recorded in net investment income by our insurance and non-insurance subsidiaries. (2) Includes Other Operations and consolidations and eliminations (not shown). (3) Based on carrying value as of December 31, 2019. (4) Excludes the carrying value of securities used to hedge guaranteed living benefits. (5) As of December 31, 2019, our Fixed Maturity securities - AFS portfolio was approximately 80% fixed rate and 20% variable rate. Fixed Maturities securities - AFS values exclude AOCI for the segments, but includes AOCI for Total AIG (6) Other Invested Assets include hedge funds / private equity, real estate investments, long-term time deposits, private common stock and affordable housing partnerships. Hedge funds / private equity include investments accounted for under the equity method of accounting, where changes in our share of the net asset values are recorded through investment income or investments where we have elected the fair value option for which changes in the fair value are reported through investment income. (7) Fixed Maturity Securities - Other are securities for which we have elected the fair value option. Changes in the fair value of these securities are reported through net investment income, which can result in significant fluctuation in the total return. As of December 31, 2019, our Fixed Maturity Securities - Other portfolio of $8.3B was approximately 31% fixed rate and 69% variable rate. 4
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