Oil price rally helped erase $2.7 billion of losses from U.S. life insurers’ portfolios

The rally in oil prices helped erase $2.7 billion of losses from U.S. life insurers’ fixed-income portfolios over the past month, according to Piper Jaffray Cos. analysts.

Unrealized losses on energy holdings have narrowed to $2.7 billion from about $5.4 billion on Feb. 17, analysts led by John Nadel said Thursday in a note analyzing filings to state regulators.

Oil surged above $40 a barrel in New York Thursday for the first time since December as central banks from the U.S. to Norway signaled they will continue to provide economic stimulus. That’s helped insurers, which invest in bonds to back obligations to policyholders and endured a slump on those securities in 2015 and early this year.

 “The level of loss has been highly correlated with crude prices,” Nadel wrote.

A group of 12 insurers including MetLife Inc., Lincoln National Corp. and American International Group Inc. had about $50.5 billion in energy holdings, on a cost basis, as of Dec. 31, compared with $52.1 billion three months earlier, according to the analysts. Asset sales, bond maturities and “modest” impairments contributed to the drop, they wrote. MetLife had a 6.9 percent decrease, the biggest in the group.

“It’s clear that exposure is finally beginning to decline,” Nadel wrote.

‘Defensive’ Sectors

MetLife Chief Investment Officer Steven Goulart said last month that the insurer is focusing on the “defensive” sectors in energy, such as mid-stream refiners, which are less vulnerable to a decline in fuel prices. The New York-based company is also constantly running its portfolio through stress tests, he said.

The Standard and Poor’s 500 Life & Health Insurance Index of seven companies has jumped about 11 percent since Feb. 17.
Source: Bloomberg