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AIG, other US life insurers lifted mortgage loan investments to new highs in Q2

A $1.47 billion transfer of residential loans into an American International Group Inc. subsidiary contributed to an increase in the concentration in the mortgage asset class by the group and the U.S. life insurance industry as a whole during the second quarter.

Mortgages held by U.S. life insurers constituted nearly 11.6% of their net admitted cash and invested assets as of June 30, up from 11.4% as of March 31 and 10.7% on the same date in 2016. For the AIG U.S. life group as it is currently constituted, mortgages accounted for 12.5% of net admitted cash and invested assets, up from 11% on March 31 and 8.9% as of June 30, 2016.

American General Life Insurance Co. disclosed in its quarterly statement that subsidiary AIG Home Loan 2 LLC transferred the residential mortgages as a return of capital distribution.

The same AIG unit spent $847 million in February to acquire commercial mortgages from certain property and casualty affiliates. That transaction helped push the AIG U.S. life group's relative concentration in the asset class to more than 10% for the first time since it closed on the acquisition of American General Corp. 16 years ago.

Other AIG life units engaged in similar transactions during the quarter. Variable Annuity Life Insurance Co. said it received $525.5 million in residential mortgages from AIG Home Loan 3 LLC and United States Life Insurance Co. in the City of New York received $274.1 million in residential loans from AIG Home Loan 4 LLC.

All told, AIG U.S. life units reported the acquisition of an industry-high $3.40 billion in mortgages during the second quarter, which constituted approximately 12.7% of the life industry's total, as compared with purchases of $1.06 billion, or 4.6% of industry activity, in the year-earlier period. Residential loans accounted for nearly two-thirds of the group's total. That contrasts with the industry overall, as companies classified loans constituting approximately 79.7% of their acquisitions during the second quarter as being associated with commercial or multifamily properties.

A loan on a Cuautitlan, Mexico, industrial property with actual cost of $470 million represented the largest mortgage acquired by an individual life insurer during the second quarter. Metropolitan Life Insurance Co. was responsible for that acquisition and the second-largest loan purchased by a life insurer during the second quarter, a $313.4 million mortgage on a Houston office property. (U.S. life insurers held approximately $10.66 billion in mortgages on properties with a Houston address at year-end 2016, representing 2.4% of their aggregate net admitted mortgages.)

MetLife Inc.'s U.S. life units were responsible for $2.39 billion of mortgage loan acquisitions during the second quarter, excluding purchases attributable to the subsidiaries of the recently separated Brighthouse Financial Inc. TIAA ranked third with acquisitions of $1.80 billion, highlighted by Teachers Insurance & Annuity Association of America's acquisition of a $200 million loan on a Tysons Corner, Va., office property.

Massachusetts Mutual Life Insurance Co. accounted for four of the second quarter's eight largest mortgage acquisitions by an individual life insurer, including a $224.3 million loan on an industrial property in Edgerton, Kan., and a $194.9 million loan on a New York multifamily property. Its mortgage acquisitions during the second quarter topped $1.48 billion, up from $522.8 million in the year-earlier period.

The U.S. life units of Prudential Financial Inc. and Wilton Re U.S. Holdings Inc., as well as the group led by New York Life Insurance Co., also were responsible for general-account mortgage acquisitions in excess of $1 billion during the second quarter.

Wilton Reassurance Co.'s presence among the most active acquirers of mortgages particularly stood out in that the company had no recent track record of investing in the asset class. All $1.21 billion of its acquisitions coincided with the completion of a reinsurance agreement with Transamerica Life Insurance Co. and its affiliates in a deal that included the cedants' transfer of billions of dollars in assets.

Transamerica and affiliates reported the receipt of $1.44 billion on the disposal of mortgages during the second quarter, more than it accumulated in the previous four quarters combined. For the industry overall, however, the aggregate amount of mortgage disposals declined slightly from the second quarter of 2016.