0000006342-95-000015.txt : 19950815 0000006342-95-000015.hdr.sgml : 19950815 ACCESSION NUMBER: 0000006342-95-000015 CONFORMED SUBMISSION TYPE: 10-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 19950630 FILED AS OF DATE: 19950814 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: ANCHOR NATIONAL LIFE INSURANCE CO CENTRAL INDEX KEY: 0000006342 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 860198983 STATE OF INCORPORATION: CA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 10-Q SEC ACT: 1934 Act SEC FILE NUMBER: 033-47472 FILM NUMBER: 95563143 BUSINESS ADDRESS: STREET 1: 1 SUNAMERICA CENTER STREET 2: C/O THOMAS B PHILLIPS CITY: LOS ANGELES STATE: CA ZIP: 90067 BUSINESS PHONE: 3107726056 MAIL ADDRESS: STREET 1: 1 SUN AMERICA CENTER CITY: LOS ANGELES STATE: CA ZIP: 90067 FORMER COMPANY: FORMER CONFORMED NAME: ANCHOR LIFE INSURANCE CO DATE OF NAME CHANGE: 19600201 10-Q 1 SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 ______________ FORM 10-Q (Mark One) /X/ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended June 30, 1995 ----------------------------------- OR / / TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from ______________to______________ Commission file number 33-47472 ANCHOR NATIONAL LIFE INSURANCE COMPANY --------------- (Exact Name of Registrant as Specified in Its Charter) California 86-0198983 ---------- ---------- (State or Other Jurisdiction of (IRS Employer Identification No.) Incorporation or Organization) 1 SunAmerica Center, Los Angeles, California 90067-6022 ------------------------------------------------------- (Address of Principal Executive Offices) (Zip Code) Registrant's telephone number, including area code: (310)772-6000 Indicate by check mark whether the Registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the Registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days Yes X No . --- --- The number of shares outstanding of the registrants Common Stock on June 30, 1995 was as follows: Common Stock, par value $1,000 per share, 3,511 shares outstanding ANCHOR NATIONAL LIFE INSURANCE COMPANY INDEX Page Number(s) --------- Part I - Financial Information Consolidated Balance Sheet - June 30, 1995 and September 30, 1994 (Unaudited) 3-4 Consolidated Income Statement - Three Months and Nine Months Ended June 30, 1995 and 1994 (Unaudited) 5 Consolidated Statement of Cash Flows - Nine Months Ended June 30, 1995 and 1994 (Unaudited) 6-7 Note to Consolidated Financial Statements 8 Management's Discussion and Analysis of Financial Condition and Results of Operations 9-19 Part II - Other Information 20 ANCHOR NATIONAL LIFE INSURANCE COMPANY PART I - FINANCIAL INFORMATION ITEM 1 - FINANCIAL STATEMENTS CONSOLIDATED BALANCE SHEET (Unaudited) June 30, September 30, 1995 1994 -------------- ------------- ASSETS Investments: Cash and short-term investments $ 206,766,000 $ 157,438,000 Bonds, notes and redeemable preferred stocks: Available for sale, at fair value (amortized cost: June 1995, $1,226,185,000; September 1994, $1,108,271,000) 1,219,010,000 1,026,120,000 Held for investment, at amortized cost (fair value: June 1995, $167,050,000; September 1994, $180,247,000) 159,726,000 175,885,000 Mortgage loans 93,728,000 108,332,000 Common stocks, at fair value (cost: June 1995, $7,645,000; September 1994, $8,789,000) 5,940,000 7,550,000 Real estate 55,798,000 89,539,000 Other invested assets 63,986,000 67,208,000 ------------- ------------- Total investments 1,804,954,000 1,632,072,000 Variable annuity assets 4,864,463,000 4,486,703,000 Accrued investment income 19,927,000 17,565,000 Deferred acquisition costs 379,113,000 416,289,000 Other assets 49,876,000 49,497,000 -------------- -------------- TOTAL ASSETS $7,118,333,000 $6,602,126,000 ============== ============== ANCHOR NATIONAL LIFE INSURANCE COMPANY PART I - FINANCIAL INFORMATION ITEM 1 - FINANCIAL STATEMENTS CONSOLIDATED BALANCE SHEET (Continued) (Unaudited) June 30, September 30, 1995 1994 -------------- -------------- LIABILITIES AND SHAREHOLDER'S EQUITY Reserves, payables and accrued liabilities: Reserves for fixed annuity contracts $1,508,072,000 $1,437,488,000 Reserves for guaranteed investment contracts 30,155,000 --- Payable to brokers for purchases of securities 82,521,000 124,624,000 Income taxes currently payable 29,729,000 12,331,000 Other liabilities 71,371,000 58,891,000 -------------- -------------- Total reserves, payables and accrued liabilities 1,721,848,000 1,633,334,000 -------------- -------------- Variable annuity liabilities 4,864,463,000 4,486,703,000 -------------- -------------- Subordinated notes payable to Parent 34,000,000 34,000,000 -------------- -------------- Deferred income taxes 60,705,000 64,567,000 -------------- -------------- Shareholder's equity: Common Stock 3,511,000 3,511,000 Additional paid-in capital 252,876,000 252,876,000 Retained earnings 183,647,000 152,088,000 Net unrealized losses on debt and equity securities available for sale (2,717,000) (24,953,000) -------------- -------------- Total shareholder's equity 437,317,000 383,522,000 -------------- -------------- TOTAL LIABILITIES AND SHAREHOLDER'S EQUITY $7,118,333,000 $6,602,126,000 ============== ============== ANCHOR NATIONAL LIFE INSURANCE COMPANY PART I - FINANCIAL INFORMATION ITEM 1 - FINANCIAL STATEMENTS (Continued) CONSOLIDATED INCOME STATEMENT For the three months and nine months ended June 30, 1995 and 1994 (Unaudited)
Three months Nine months ------------------------- ------------------------- 1995 1994 1995 1994 ----------- ----------- ----------- ----------- Investment income $34,132,000 $29,692,000 $94,466,000 $95,207,000 ----------- ----------- ----------- ----------- Interest expense on: Fixed annuity contracts (19,145,000) (15,681,000) (53,768,000) (50,358,000) Guaranteed investment contracts (160,000) --- (160,000) --- Senior indebtedness --- --- (16,000) (3,000) Subordinated notes payable to Parent (609,000) (595,000) (1,812,000) (1,785,000) ----------- ----------- ----------- ----------- Total interest expense (19,914,000) (16,276,000) (55,756,000) (52,146,000) ----------- ----------- ----------- ----------- NET INVESTMENT INCOME 14,218,000 13,416,000 38,710,000 43,061,000 ----------- ----------- ----------- ----------- NET REALIZED INVESTMENT LOSSES (3,506,000) (5,860,000) (8,874,000) (26,180,000) ----------- ----------- ----------- ----------- Fee income: Variable annuity fees 21,143,000 19,743,000 61,175,000 58,865,000 Asset management fees 6,712,000 7,541,000 20,399,000 24,017,000 Net retained commissions 6,168,000 4,794,000 16,139,000 14,344,000 ----------- ----------- ----------- ----------- TOTAL FEE INCOME 34,023,000 32,078,000 97,713,000 97,226,000 ----------- ----------- ----------- ----------- Other income and expenses: Surrender charges 1,244,000 1,306,000 4,610,000 3,806,000 General and administrative expenses (16,539,000) (13,034,000) (42,255,000) (38,955,000) Amortization of deferred acquisition costs (16,603,000) (11,433,000) (40,554,000) (31,148,000) Other, net (958,000) 571,000 (132,000) 3,240,000 ----------- ----------- ----------- ----------- TOTAL OTHER INCOME AND EXPENSES (32,856,000) (22,590,000) (78,331,000) (63,057,000) ----------- ----------- ----------- ----------- PRETAX INCOME 11,879,000 17,044,000 49,218,000 51,050,000 Income tax expense (5,607,000) (5,750,000) (17,659,000) (17,640,000) ----------- ----------- ----------- ----------- INCOME BEFORE CUMULATIVE EFFECT OF CHANGE IN ACCOUNTING FOR INCOME TAXES 6,272,000 11,294,000 31,559,000 33,410,000 Cumulative effect of change in accounting for income taxes --- --- --- (20,463,000) ----------- ----------- ----------- ----------- NET INCOME $ 6,272,000 $11,294,000 $31,559,000 $12,947,000 =========== =========== =========== =========== ANCHOR NATIONAL LIFE INSURANCE COMPANY PART I - FINANCIAL INFORMATION ITEM 1 - FINANCIAL STATEMENTS (Continued) CONSOLIDATED STATEMENT OF CASH FLOWS For the nine months ended June 30, 1995 and 1994 (Unaudited) 1995 1994 ------------ ------------ CASH FLOWS FROM OPERATING ACTIVITIES: Net income $ 31,559,000 $ 12,947,000 Adjustments to reconcile net income to net cash provided by operating activities: Interest credited to: Fixed annuity contracts 53,768,000 50,358,000 Guaranteed investment contracts 160,000 --- Net realized investment losses 8,874,000 26,180,000 Accretion of net discounts on investments (5,947,000) (678,000) Amortization of goodwill 876,000 876,000 Provision for deferred income taxes (15,836,000) 17,283,000 Cumulative effect of change in accounting for income taxes --- 20,463,000 Change in: Deferred acquisition costs (3,124,000) (30,772,000) Other assets (1,256,000) (2,047,000) Income taxes currently payable 17,398,000 (964,000) Other liabilities (1,198,000) 285,000 Other, net (2,336,000) (891,000) ------------ ------------ NET CASH PROVIDED BY OPERATING ACTIVITIES 82,938,000 93,040,000 ------------ ------------ CASH FLOWS FROM INVESTING ACTIVITIES: Purchases of: Bonds, notes and redeemable preferred stocks available for sale (678,324,000) (935,039,000) Bonds, notes and redeemable preferred stocks held for investment --- (1,808,000) Mortgage loans --- (19,463,000) Other investments, excluding short-term investments (11,086,000) (19,759,000) Sales of: Bonds, notes and redeemable preferred stocks available for sale 478,051,000 751,420,000 Real estate 36,821,000 33,444,000 Other investments, excluding short-term investments 4,623,000 3,768,000 Redemptions and maturities of: Bonds, notes and redeemable preferred stocks available for sale 95,781,000 111,075,000 Bonds, notes and redeemable preferred stocks held for investment 18,682,000 27,523,000 Mortgage loans 14,834,000 25,124,000 Other investments, excluding short-term investments 11,718,000 6,939,000 ------------ ------------ NET CASH USED BY INVESTING ACTIVITIES (28,900,000) (16,776,000) ------------ ------------ ANCHOR NATIONAL LIFE INSURANCE COMPANY PART I - FINANCIAL INFORMATION ITEM 1 - FINANCIAL STATEMENTS (Continued) CONSOLIDATED STATEMENT OF CASH FLOWS (Continued) For the nine months ended June 30, 1995 and 1994 (Unaudited) 1995 1994 ------------ ------------ CASH FLOWS FROM FINANCING ACTIVITIES: Premium receipts on: Fixed annuity contracts $210,264,000 $ 84,248,000 Guaranteed investment contracts 30,000,000 --- Net exchanges to (from) the fixed accounts of variable annuity contracts 40,989,000 (36,500,000) Withdrawal payments on: Fixed annuity contracts (209,358,000) (200,331,000) Guaranteed investment contracts (5,000) --- Claims and annuity payments on fixed annuity contracts (25,104,000) (23,538,000) Net repayments of other short-term financings (51,496,000) (141,340,000) ------------ ------------ NET CASH USED BY FINANCING ACTIVITIES (4,710,000) (317,461,000) ------------ ------------ NET INCREASE (DECREASE) IN CASH AND SHORT-TERM INVESTMENTS 49,328,000 (241,197,000) CASH AND SHORT-TERM INVESTMENTS AT BEGINNING OF PERIOD 157,438,000 500,624,000 ------------ ------------ CASH AND SHORT-TERM INVESTMENTS AT END OF PERIOD $206,766,000 $259,427,000 ============ ============ SUPPLEMENTAL CASH FLOW INFORMATION: Interest paid on indebtedness $ 2,562,000 $ 784,000 ============ ============ Income taxes paid, net of refunds received $ 16,026,000 $ 1,317,000 ============ ============ ANCHOR NATIONAL LIFE INSURANCE COMPANY PART I - FINANCIAL INFORMATION ITEM 1 - FINANCIAL STATEMENTS (Continued) NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (Unaudited) 1. Basis of Presentation --------------------- Anchor National Life Insurance Company (the "Company") is an indirect wholly owned subsidiary of SunAmerica Inc. (the "Parent"). In the opinion of the Company, the accompanying unaudited consolidated financial statements contain all adjustments (consisting of only normal recurring accruals) necessary to present fairly the Company's consolidated financial position as of June 30, 1995 and September 30, 1994, the results of its consolidated operations for the three and nine months ended June 30, 1995 and 1994 and its consolidated cash flows for the nine months ended June 30, 1995 and 1994. The results of operations for the three and nine months ended June 30, 1995 are not necessarily indicative of the results to be expected for the full year. The accompanying unaudited consolidated financial statements should be read in conjunction with the audited consolidated financial statements for the fiscal year ended September 30, 1994, contained in the Company's Annual Report on Form 10-K. Certain items have been reclassified to conform to the current period's presentation. ANCHOR NATIONAL LIFE INSURANCE COMPANY PART I - FINANCIAL INFORMATION ITEM 2 - MANAGEMENT'S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS The following is management's discussion and analysis of financial condition and results of operations of Anchor National Life Insurance Company (the "Company") for the three months and nine months ended June 30, 1995 and 1994. RESULTS OF OPERATIONS INCOME BEFORE CUMULATIVE EFFECT OF CHANGE IN ACCOUNTING FOR INCOME TAXES totaled $6.3 million in the third quarter of 1995, compared with $11.3 million in the third quarter of 1994. For the nine months, such income amounted to $31.6 million in 1995, compared with $33.4 million in 1994. The cumulative effect of the change in accounting for income taxes resulting from the implementation of Statement of Financial Accounting Standards No. 109, "Accounting for Income Taxes," amounted to a nonrecurring non-cash charge of $20.5 million in the first quarter of fiscal 1994. Accordingly, net income amounted to $12.9 million for the nine months of 1994. PRETAX INCOME totaled $11.9 million in the third quarter of 1995 and $17.0 million in the third quarter of 1994. The $5.1 million decline in the third quarter of 1995 primarily resulted from increased amortization of deferred acquisition costs. For the nine months, pretax income totaled $49.2 million in 1995, compared with $51.1 million in 1994. NET INVESTMENT INCOME, which is the spread between the income earned on invested assets and the interest paid on fixed annuities and other interest-bearing liabilities, increased to $14.2 million in the third quarter of 1995 from $13.4 million in the third quarter of 1994. These amounts represent net investment spreads of 3.40% on average invested assets (computed on a daily basis) of $1.67 billion in the third quarter of 1995 and 3.49% on average invested assets of $1.54 billion in the third quarter of 1994. For the nine months, net investment income decreased to $38.7 million in 1995 from $43.1 million in 1994, representing net investment spreads of 3.17% and 3.67%, respectively, on average invested assets of $1.63 billion and $1.56 billion, respectively. Investment income totaled $34.1 million in the third quarter of 1995, compared with $29.7 million in the third quarter of 1994. For the nine months, investment income totaled $94.5 million in 1995, compared with $95.2 million in 1994. Investment income increased in the third quarter of 1995 as a result of increased yields on higher levels of average invested assets. The yield on average invested assets rose to 8.16% in the third quarter of 1995, from 7.73% in the third quarter of 1994. Investment income declined for the nine months of 1995, as the yield on average invested assets decreased to 7.73% in 1995 from 8.12% in 1994. Yields are computed without subtracting net realized investment losses. If net realized investment losses were included in the computation, the yields would be 7.32% in the third quarter of 1995, 6.21% in the third quarter of 1994, 7.01% in the nine months of 1995 and 5.88% in the nine months of 1994. Over the last seven fiscal quarters, the Company's yields (before considering net realized investment losses) on average invested assets have ranged from 7.17% to 8.79%; however, there can be no assurance that the Company will achieve similar yields in future periods. Increased investment yields in the third quarter of 1995 primarily resulted from increased contributions from the Company's investments in partnerships. The decline in investment yield for the nine months of 1995 was primarily due to lower contributions from the Company's investment in partnerships compared with 1994. Partnership income in 1995 totaled $4.8 million ($3.9 million in the third quarter), compared with $8.2 million in 1994 ($1.1 million in the third quarter). This income represents a yield of 13.18% on average investments in partnerships of $48.5 million in 1995 (33.08% on average investments in partnerships of $47.4 million in the third quarter), compared with a yield of 28.77% on average investments in partnerships of $37.8 million in 1994 (9.97% on average investments in partnerships of $44.4 million in the third quarter). The Company has historically enhanced investment yield through its use of dollar roll transactions ("Dollar Rolls"). Although the Company continues to use these programs, their use did not have a significant impact on investment income in fiscal 1995. (See "Asset-Liability Matching" for additional discussion of Dollar Rolls). Total interest expense aggregated $19.9 million in the third quarter of 1995 and $16.3 million in the third quarter of 1994. For the nine months, interest expense aggregated $55.8 million in 1995, compared with $52.1 million in 1994. The average rate paid on all interest-bearing liabilities increased to 5.12% in the third quarter of 1995 from 4.40% in the third quarter of 1994. For the nine months, the average rate paid on all interest-bearing liabilities increased to 4.88% in 1995 from 4.58% in 1994. Interest-bearing liabilities averaged $1.55 billion during the third quarter of 1995, compared with $1.48 billion during the third quarter of 1994. For the nine months, interest bearing liabilities averaged $1.52 billion in 1995 and 1994. The increases in the average rate paid on all interest-bearing liabilities primarily resulted from increased average crediting rates on the Company's fixed annuity contracts. Average fixed annuity crediting rates were 5.07% in the third quarter of 1995, 4.34% in the third quarter of 1994, 4.83% in the nine months of 1995 and 4.52% in the nine months of 1994. During 1995, the Company increased its average crediting rates on fixed annuity contracts relative to those issued in the comparable 1994 periods to maintain a generally competitive market rate. This increase was reflected in a corresponding increase in the average crediting rate on fixed annuity contracts, the majority of which reprice annually as interest rate guarantees are renewed. NET REALIZED INVESTMENT LOSSES totaled $3.5 million in the third quarter of 1995 and $5.9 million in the third quarter of 1994, and include no impairment writedowns in the third quarter of 1995 and $4.5 million in the third quarter of 1994. Therefore, net losses from sales of investments totaled $3.5 million in the third quarter of 1995 and $1.4 million in the third quarter of 1994. For the nine months, net realized investment losses totaled $8.9 million in 1995, compared with $26.2 million in 1994 and include impairment writedowns of $3.8 million and $14.2 million, respectively. Therefore, for the nine months net losses from sales of investments totaled $5.1 million in 1995 and $12.0 million in 1994. Net losses in 1995 include $9.2 million of net losses ($4.4 million in the third quarter) realized on $518.2 million of sales of bonds ($311.8 million in the third quarter). These bond sales include sales of certain collateralized mortgage obligations ("CMOs") and asset-backed securities, U.S. Treasury securities, high yield investments and mortgage-backed securities ("MBSs"), all of which were primarily made to maximize total return. Net losses in 1994 include $11.6 million of net losses ($1.1 million in the third quarter) realized on $563.0 million of sales of bonds ($73.6 million in the third quarter). These bond sales include sales of MBSs made primarily to acquire other MBSs that were then used in Dollar Rolls. In addition, bond sales include sales of high-yield investments primarily made to improve the overall credit quality of the portfolio. Impairment writedowns include additional provisions applied to bonds amounting to $3.8 million in 1995 (none in the third quarter) and $14.2 million in 1994 ($4.5 million in the third quarter). Impairment writedowns in the first quarter of 1995 included $1.8 million of additional provisions applied to certain interest-only strips ("IOs"). IOs, a type of MBS used as an asset- liability matching tool to hedge against rising interest rates, are investment grade securities that give the holder the right to receive only the interest payments on a pool of underlying mortgage loans. At June 30, 1995, the amortized cost of the IOs held by the Company was $6.4 million and their fair value was $8.6 million. VARIABLE ANNUITY FEES are based on the market value of assets supporting variable annuity contracts in separate accounts. Such fees totaled $21.1 million in the third quarter of 1995 and $19.7 million in the third quarter of 1994. For the nine months, variable annuity fees totaled $61.2 million in 1995, compared with $58.9 million in 1994. Variable annuity assets averaged $4.69 billion during the third quarter of 1995 and $4.39 billion during the third quarter of 1994. For the nine months, variable annuity assets averaged $4.50 billion in 1995, compared with $4.38 billion in 1994. Variable annuity premiums, which exclude premiums allocated to the fixed accounts of variable annuity products, aggregated $485.1 million since June 30, 1994. Variable annuity premiums declined to $151.6 million in the third quarter of 1995 from $170.1 million in the third quarter of 1994. For the nine months, variable annuity premiums declined to $362.5 million in 1995 from $647.0 million in 1994. These declines in premiums can be attributed, in part, to a heightened demand for fixed-rate investment options, including the fixed accounts of variable annuities. The Company has encountered increased competition in the variable annuity marketplace in fiscal 1994 and 1995 and anticipates that the market will remain highly competitive for the foreseeable future. ASSET MANAGEMENT FEES, which include investment advisory fees and 12b-1 distribution fees, are based on the market value of assets managed in mutual funds and private accounts by SunAmerica Asset Management Corp. Such fees totaled $6.7 million on average assets managed of $2.06 billion in the third quarter of 1995, compared with $7.5 million on average assets managed of $2.31 billion in the third quarter of 1994. For the nine months, asset management fees totaled $20.4 million on average assets managed of $2.07 billion in 1995, compared with $24.0 million on average assets managed of $2.44 billion in 1994. Asset management fees decreased due to a decline in assets managed, principally resulting from $468.2 million of redemptions, excluding redemptions of money market funds, since June 30, 1994. Mutual fund sales in 1995 were also affected by these adverse market conditions. Sales of mutual funds, excluding sales of money market funds, totaled $39.5 million in the third quarter of 1995, compared with $65.9 million in the third quarter of 1994. For the nine months, such sales totaled $100.0 million in 1995, compared with $302.2 million in 1994. NET RETAINED COMMISSIONS are primarily derived from commissions on the sales of nonproprietary investment products by the Company's broker-dealer subsidiary, after deducting the substantial portion of such commissions that is passed on to registered representatives. Net retained commissions totaled $6.2 million in the third quarter of 1995 and $4.8 million in the third quarter of 1994. For the nine months, net retained commissions totaled $16.1 million in 1995, compared with $14.3 million in 1994. Broker-dealer sales (mainly mutual funds and general securities) totaled $1.53 billion in the third quarter of 1995 and $1.37 billion in the third quarter of 1994. For the nine months, broker-dealer sales totaled $3.80 billion in 1995, compared with $3.87 billion in 1994. Net retained commissions are not proportionate to sales primarily due to differences in sales mix. SURRENDER CHARGES on fixed and variable annuities totaled $1.2 million in the third quarter of 1995, compared with $1.3 million in the third quarter of 1994. For the nine months, surrender charges totaled $4.6 million in 1995 and $3.8 million in 1994. Surrender charges generally are assessed on annuity withdrawals at declining rates during the first five to seven years of the contract. Withdrawal payments, which include surrenders and lump-sum annuity benefits, totaled $228.9 million in the third quarter of 1995 and $186.1 million in the third quarter of 1994. These payments represent 14.9% and 12.9%, respectively, of average fixed and variable annuity reserves. For the nine months, withdrawal payments totaled $677.0 million in 1995 and $533.5 million in 1994, and represent 14.9% and 12.3%, respectively, of average fixed and variable annuity reserves. Withdrawals include variable annuity payments from the separate accounts totaling $159.6 million in the third quarter of 1995, $112.5 million in the third quarter of 1994, $467.7 million in the nine months of 1995 and $334.5 million in the nine months of 1994. Variable annuity surrenders have increased primarily due to surrenders on a closed block of business, policies coming off surrender charge restrictions and increased competition in the marketplace. In addition, fixed annuity surrenders have increased in the nine months of 1995 largely due to policies coming off surrender charge restrictions. Management anticipates that withdrawal rates will remain relatively stable for the foreseeable future and the Company's investment portfolio has been structured to provide sufficient liquidity for anticipated withdrawals. GENERAL AND ADMINISTRATIVE EXPENSES totaled $16.5 million in the third quarter of 1995, compared with $13.0 million in the third quarter of 1994. For the nine months, general and administrative expenses totaled $42.3 million in 1995, compared with $39.0 million in 1994. General and administrative expenses in fiscal 1995 include expenses related to a national advertising campaign to increase the Company's brand name awareness. General and administrative expenses remain closely controlled through a company-wide cost containment program and represent approximately 1% of average total assets. AMORTIZATION OF DEFERRED ACQUISITION COSTS increased from that recorded during 1994 primarily due to additional fixed and variable annuity and mutual fund sales and the subsequent amortization of related deferred commissions and other acquisition costs. Amortization also has been impacted by a reduction in net realized capital losses and increases in mutual fund redemptions. Amortization of all deferred acquisition costs totaled $16.6 million in the third quarter of 1995 and $11.4 million in the third quarter of 1994. For the nine months, such amortization totaled $40.6 million in 1995 and $31.1 million in 1994. INCOME TAX EXPENSE totaled $5.6 million in the third quarter of 1995 and $5.8 million in the third quarter of 1994. For the nine months, income tax expense totaled $17.7 million in 1995, compared with $17.6 million in 1994, representing effective tax rates of 36% and 35%, respectively. FINANCIAL CONDITION AND LIQUIDITY SHAREHOLDER'S EQUITY increased by $22.0 million to $437.3 million at June 30, 1995 from $415.3 million at March 31, 1995. This increase primarily reflects $6.3 million of net income and a $15.7 million decrease in net unrealized losses on debt and equity securities available for sale charged directly to shareholder's equity. TOTAL ASSETS increased by $395.5 million to $7.12 billion at June 30, 1995 from $6.72 billion at March 31, 1995, principally due to a $355.2 million increase in the separate account for variable annuities and a $65.5 million increase in invested assets. INVESTED ASSETS at June 30, 1995 totaled $1.80 billion, compared with $1.74 billion at March 31, 1995. This $65.5 million increase primarily resulted from a $52.6 million decrease in net unrealized losses on debt and equity securities available for sale. The Company managed most of its investments internally. The Company's general investment philosophy is to hold fixed maturity assets for long-term investment. Thus, it does not have a trading portfolio. The Company carries the portion of its portfolio of bonds, notes and redeemable preferred stocks that is available for sale (the "Available for Sale Portfolio") at estimated fair value. The remaining portion of its portfolio of bonds, notes and redeemable preferred stocks is held for investment and is carried at amortized cost. BONDS, NOTES AND REDEEMABLE PREFERRED STOCKS, including those held for investment and the Available for Sale Portfolio (the "Bond Portfolio"), at June 30, 1995, had a fair value that exceeded its aggregate amortized cost by $0.1 million (including net unrealized losses of $7.2 million on the Available for Sale Portfolio). The aggregate amortized cost of the Bond Portfolio was $54.1 million above its fair value at March 31, 1995 (including net unrealized losses of $59.6 million on the Available for Sale Portfolio). The decrease in net unrealized losses on the Bond Portfolio since March 31, 1995 principally resulted from a decrease in prevailing long-term interest rates and the corresponding effect on the fair value of the Bond Portfolio. Approximately $1.38 billion or 99.9% of the Bond Portfolio (at amortized cost) at June 30, 1995 was rated by Standard and Poor's Corporation ("S&P"), Moody's Investors Service ("Moody's") or under comparable statutory rating guidelines established by the National Association of Insurance Commissioners ("NAIC") and implemented by either the NAIC or the Company. At June 30, 1995, approximately $1.24 billion (at amortized cost) was rated investment grade by one or both of these agencies or under the NAIC guidelines, including $969.8 million of U.S. government/agency securities and mortgage-backed securities ("MBSs"). At June 30, 1995, the Bond Portfolio included $144.1 million (fair value, $144.5 million) of bonds not rated investment grade by S&P, Moody's or the NAIC. Based on their June 30, 1995 amortized cost, these bonds accounted for 2.02% of the Company's total assets and 7.91% of invested assets. Non-investment grade securities generally provide higher yields and involve greater risks than investment grade securities because their issuers typically are more highly leveraged and more vulnerable to adverse economic conditions than investment grade issuers. In addition, the trading market for these securities is usually more limited than for investment grade securities. The Company intends that its holdings of such securities not exceed current levels, but its policies may change from time to time, including in connection with any possible acquisition. The Company had no material concentrations of non- investment grade securities at June 30, 1995. The table on the following page summarizes the Company's rated bonds by rating classification as of June 30, 1995.
Rated Bonds By Rating Classification (Dollars in thousands) Issues not rated by S&P(Moody's) Issues Rated by S&P(Moody's) By NAIC Category Total ---------------------------------------------- ----------------------------------- ----------------------------------
Estimated NAIC Estimated Percent of Estimated S&P (Moody's) Amortized fair category Amortized fair Amortized invested fair category(1) cost value (2) cost value cost assets(3) value --------------- ---------- ---------- -------- ---------- ----------- ---------- --------- ---------- AAA+ to A- (Aaa to A3) $780,266 $775,321 1 $264,856 $269,132 $1,045,122 59.10% $1,044,453 BBB+ to BBB- (Baa1 to Baa3) 54,210 53,566 2 140,137 138,196 194,347 10.99 191,762 BB+ to BB- (Ba1 to Ba3) - - 3 32,052 34,801 32,052 1.81 34,801 B+ to B- (B1 to B3) 74,569 74,730 4 32,484 31,349 107,053 6.05 106,079 CCC+ to C- (Caa to C) 4,336 3,000 5 - - 4,336 0.25 3,000 D - - 6 636 636 636 0.04 636 ---------- ---------- ---------- ---------- ---------- ---------- TOTAL RATED ISSUES $913,381 $906,617 $470,165 $474,114 $1,383,546 $1,380,731 ========== ========== ========== ========== ========== ========== (1) S&P rates debt securities in eleven rating categories, from AAA (the highest) to D (in payment default). A plus (+) or minus (-) indicates the debt's relative standing within the rating category. A security rated BBB- or higher is considered investment grade. Moody's rates debt securities in nine rating categories, from Aaa (the highest) to C (extremely poor prospects of attaining real investment standing). The number 1, 2 or 3 (with 1 the highest and 3 the lowest) indicates the debt's relative standing within the rating category. A security rated Baa3 or higher is considered investment grade. Issues are categorized based on the higher of the S&P or Moody's rating if rated by both agencies. (2) Bonds and short-term promissory instruments are divided into nine quality categories for NAIC rating purposes, ranging from 1 (highest) to 5 (lowest) for nondefaulted bonds plus one category, 6, for bonds in or near default. These nine categories correspond with the S&P(Moody's) rating groups listed above, with categories 1 and 2 considered investment grade. A substantial portion of the assets in the NAIC categories were rated by the Company based on its implementation of NAIC rating guidelines. (3) At amortized cost.
SENIOR SECURED LOANS ("Secured Loans") are included in the Bond Portfolio and their amortized cost aggregated $71.2 million at June 30, 1995. Secured Loans are primarily originated by money center or investment banks or are originated directly by the Company. Secured Loans are senior to subordinated debt and equity, and virtually all are secured by assets of the issuer. At June 30, 1995, Secured Loans consisted of loans to 10 borrowers spanning 9 industries, with 21% in the health care industry and no other industry concentration constituting more than 14% of these assets. While the trading market for Secured Loans is more limited than for publicly traded corporate debt issues, management believes that participation in these transactions has enabled the Company to improve its investment yield. The majority of the Company's Secured Loans are not rated by S&P or Moody's. However, 91% of the Secured Loans (at amortized cost) are rated in NAIC categories 1 and 2. Although, as a result of restrictive financial covenants, Secured Loans involve greater risk of technical default than do publicly traded investment grade securities, management believes that generally the risk of loss upon default for its Secured Loans is mitigated by their financial covenants and senior secured positions. MORTGAGE LOANS aggregated $93.7 million at June 30, 1995 and consisted of 15 first mortgage loans with an average loan balance of approximately $6.2 million, collateralized by properties located in 8 states. Approximately 24% of the portfolio was office, 22% was hotel, 20% was retail, 18% was multifamily residential and 16% was other types. At June 30, 1995, approximately 22% of the portfolio was secured by properties located in Colorado, approximately 19% of the portfolio was secured by properties located in California and approximately 16% of the portfolio was secured by properties located in New Jersey. No more than 13% of the portfolio was secured by properties in any other single state. At June 30, 1995, there was one loan with an outstanding balance of $20 million or more, which loan aggregated approximately 22% of the portfolio. At June 30, 1995, approximately 22% of the mortgage loan portfolio consisted of loans with balloon payments due before July 1, 1998. At June 30, 1995, there were no loans delinquent by more than 90 days. There were no loans foreclosed upon and transferred to real estate in the balance sheet during fiscal 1995. At June 30, 1995, one mortgage loan having an aggregate carrying value of $8.5 million had been previously restructured. No mortgage loans were restructured during the 1994 or 1995 fiscal years. Approximately 64% of the mortgage loans in the portfolio at June 30, 1995 were seasoned loans underwritten to the Company's standards and purchased at or near par from another financial institution which was downsizing its portfolio. Such loans generally have higher average interest rates than loans that could be originated today. The balance of the mortgage loan portfolio has been originated by the Company under strict underwriting standards. Commercial mortgage loans on properties such as offices, hotels and shopping centers represent a higher level of risk for the industry than have mortgage loans secured by multifamily residences. This greater risk is due to several factors, including the larger size of such loans, and the effects of general economic conditions on these commercial properties. However, due to the seasoned nature of the Company's mortgage loans and its strict underwriting standards, the Company believes that it has reduced the risk attributable to its mortgage loan portfolio while maintaining attractive yields. REAL ESTATE aggregated $55.8 million at June 30, 1995 and consisted of non-income producing land in the Phoenix, Arizona metropolitan area. The Company has undertaken to dispose of this Phoenix-area land during the next one to two years, either to affiliated or nonaffiliated parties, and SunAmerica Inc., the ultimate parent, has guaranteed that the Company will receive its statutory carrying value of these assets. OTHER INVESTED ASSETS aggregated $64.0 million at June 30, 1995, including $47.6 million of investments in limited partnerships and an aggregate of $16.4 million of miscellaneous investments, including policy loans, collateralized mortgage obligation residuals and leveraged leases. The Company's limited partnership interests primarily include partnerships, accounted for by using the cost method of accounting, that invest mainly in equity securities. ASSET-LIABILITY MATCHING is utilized by the Company to minimize the risks of interest rate fluctuations and disintermediation. The Company believes that its fixed-rate liabilities should be backed by a portfolio principally composed of fixed maturities that generate predictable rates of return. The Company does not have a specific target rate of return. Instead, its rates of return vary over time depending on the current interest rate environment, the slope of the yield curve, the spread at which fixed maturities are priced over the yield curve and general competitive conditions within the industry. Its portfolio strategy is designed to achieve adequate risk-adjusted returns consistent with its investment objectives of effective asset-liability matching, liquidity and safety. The Company designs its fixed-rate products and conducts its investment operations in order to closely match the duration of the assets in its investment portfolio to its annuity and guaranteed investment contract ("GIC") obligations. The Company seeks to achieve a predictable spread between what it earns on its assets and what it pays on its liabilities by investing principally in fixed maturities. The Company's fixed-rate products incorporate surrender charges or other limitations on when contracts can be surrendered for cash to encourage persistency and discourage withdrawals. Approximately 59% of the Company's fixed annuity reserves had surrender penalties or other restrictions at June 30, 1995. During the third quarter of 1995, the Company began issuing GICs which currently guarantee the payment of principal and interest at variable rates for a term of one year. Such contracts do not permit withdrawals of principal prior to maturity. The Company expects to increase its participation in the GIC marketplace over the coming year. As part of its asset-liability matching discipline, the Company conducts detailed computer simulations that model its fixed-maturity assets and liabilities under commonly used stress-test interest rate scenarios. Based on the results of these computer simulations, the investment portfolio has been constructed with a view to maintaining a desired investment spread between the yield on portfolio assets and the rate paid on its reserves under a variety of possible future interest rate scenarios. The cash flow obtained from MBSs helps to maintain the anticipated spread, while providing desired liquidity. At June 30, 1995, the weighted average life of the Company's investments was approximately 3.9 years and the portfolio had a duration of approximately 3.2 years. Weighted average life is defined as the average time to receipt of all principal, incorporating the effects of scheduled amortization and expected prepayments, weighted by book value. Duration is a common measure for the price sensitivity of a fixed-income security or portfolio to changes in interest rates. It is the weighted average time to receipt of all expected cash flows, both principal and interest, including the effects of scheduled amortization and expected prepayments, in which the weight attached to each year of receipt is the proportion of the present value of cash to be received during that year to the total present value of the portfolio. The Company also seeks to provide liquidity, while enhancing its spread income, by using reverse repurchase agreements ("Reverse Repos"), Dollar Rolls and by investing in MBSs. Reverse Repos involve a sale of securities and an agreement to repurchase the same securities at a later date at an agreed upon price and are generally over-collateralized. Dollar Rolls are similar to Reverse Repos except that the repurchase involves securities that are only substantially the same as the securities sold and the arrangement is not collateralized, nor is it governed by a repurchase agreement. MBSs are generally investment grade securities collateralized by large pools of mortgage loans. MBSs generally pay principal and interest monthly. The amount of principal and interest payments may fluctuate as a result of prepayments of the underlying mortgage loans. There are risks associated with some of the techniques the Company uses to enhance its spread income and match its assets and liabilities. The primary risk associated with Dollar Rolls and Reverse Repos is the risk associated with counterparty nonperformance. The Company believes, however, that the counterparties to its Dollar Rolls and Reverse Repos are financially responsible and that the counterparty risk associated with those transactions is minimal. Counterparty risk associated with Dollar Rolls is further mitigated by the Company's participation in an MBS trading clearinghouse. The sell and buy transactions that are submitted to this clearinghouse are marked to market on a daily basis and each participant is required to over- collateralize its net loss position by 30% with either cash, letters of credit or government securities. The primary risk associated with MBSs is that a changing interest rate environment might cause prepayment of the underlying obligations at speeds slower or faster than anticipated at the time of their purchase. INVESTED ASSETS EVALUATION routinely includes a review by the Company of its portfolio of debt securities. Management identifies monthly those investments that require additional monitoring and carefully reviews the carrying value of such investments at least quarterly to determine whether specific investments should be placed on a nonaccrual basis and to determine declines in value that may be other than temporary. In making these reviews for bonds, management principally considers the adequacy of collateral (if any), compliance with contractual covenants, the borrower's recent financial performance, news reports and other externally generated information concerning the creditor's affairs. In the case of publicly traded bonds, management also considers market value quotations, if available. For mortgage loans, management generally considers information concerning the mortgaged property and, among other things, factors impacting the current and expected payment status of the loan and, if available, the current fair value of the underlying collateral. The carrying values of bonds that are determined to have declines in value that are other than temporary are reduced to net realizable value and no further accruals of interest are made. Mortgage loan writedowns are based on losses expected by management to be realized on transfers of mortgage loans to real estate, on the disposition and settlement of mortgage loans and on mortgage loans that management believes may not be collectible in full. Accrual of interest is suspended when principal and interest payments on mortgage loans are past due more than 90 days. DEFAULTED INVESTMENTS, comprising all investments (at amortized cost) that are in default as to the payment of principal or interest, totaled $0.5 million at June 30, 1995, all of which were unsecured non-investment grade bonds, and $2.4 million at March 31, 1995. At June 30, 1995, defaulted investments constituted 0.02% of total invested assets at amortized cost and the fair value was equal to the amortized cost. At March 31, 1995, defaulted investments constituted 0.1% of total invested assets at amortized cost. SOURCES OF LIQUIDITY are readily available to the Company in the form of existing cash and short-term investments, Reverse Repo capacity on invested assets and, if required, proceeds from invested asset sales. At June 30, 1995, approximately $829.2 million of the Company's Bond Portfolio had an aggregate unrealized gain of $35.2 million, while approximately $556.7 million had an aggregate unrealized loss of $35.1 million. In addition, the Company's investment portfolio also currently provides approximately $18.1 million of monthly cash flow from scheduled principal and interest payments. Management is aware that prevailing market interest rates may shift significantly and has strategies in place to manage either an increase or decrease in prevailing rates. In a rising interest rate environment, the Company's average cost of funds would increase over time as it prices its new and renewing annuities to maintain a generally competitive market rate. Management would seek to place new funds in investments that were matched in duration to, and higher yielding than, the liabilities assumed. The Company believes that liquidity to fund withdrawals would be available through incoming cash flow, the sale of short-term or floating-rate instruments or Reverse Repos on the Company's substantial MBS segment of the Bond Portfolio, thereby avoiding the sale of fixed-rate assets in an unfavorable bond market. In a declining rate environment, the Company's cost of funds would decrease over time, reflecting lower interest crediting rates on its fixed annuities. Should increased liquidity be required for withdrawals, the Company believes that a significant portion of its investments could be sold without adverse consequences in light of the general strengthening that would be expected in the bond market. REGULATION The Company is subject to regulation and supervision by the states in which it is authorized to transact business. State insurance laws establish supervisory agencies with broad administrative and supervisory powers related to granting and revoking licenses to transact business, regulating marketing and other trade practices, operating guaranty associations, licensing agents, approving policy forms, regulating certain premium rates, regulating insurance holding company systems, establishing reserve requirements, prescribing the form and content of required financial statements and reports, performing financial and other examinations, determining the reasonableness and adequacy of statutory capital and surplus, regulating the type and amount of investments permitted, limiting the amount of dividends that can be paid without first obtaining regulatory approval and other related matters. In recent years, the insurance regulatory framework has been placed under increased scrutiny by various states, the federal government and the NAIC. Various states have considered or enacted legislation that changes, and in many cases increases, the states' authority to regulate insurance companies. Legislation has been introduced from time to time in Congress that could result in the federal government assuming some role in the regulation of insurance companies. The NAIC has recently approved and recommended to the states for adoption and implementation several regulatory initiatives designed to reduce the risk of insurance company insolvencies. These initiatives include new investment reserve requirements, risk-based capital standards and restrictions on an insurance company's ability to pay dividends to its stockholders. The NAIC is also currently developing model laws to govern insurance company investments. Current proposals are still being debated and the Company is monitoring developments in this area and the effects any change would have on the Company. SunAmerica Asset Management is registered with the Securities and Exchange Commission (the "Commission") as a registered investment adviser under the Investment Advisers Act of 1940. The mutual funds that it markets are subject to regulation under the Investment Company Act of 1940. SunAmerica Asset Management and the mutual funds are subject to regulation and examination by the Commission. In addition, variable annuities and the related separate accounts of the Company are subject to regulation by the Commission under the Securities Act of 1933 and the Investment Company Act of 1940. The Company's broker-dealer subsidiary is subject to regulation and supervision by the states in which it transacts business, as well as by the National Association of Securities Dealers, Inc. (the "NASD"). The NASD has broad administrative and supervisory powers relative to all aspects of business and may examine the subsidiary's business and accounts at any time. ANCHOR NATIONAL LIFE INSURANCE COMPANY PART II - OTHER INFORMATION ITEM 6. EXHIBITS AND REPORTS ON FORM 8-K ------------------------------------------ No exhibits are filed with this report and no Current Report on Form 8-K was filed during the three months ended June 30, 1995. SIGNATURES ---------- Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the Company has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. ANCHOR NATIONAL LIFE INSURANCE COMPANY ----------------------------------- Registrant Dated August 11, 1995 /s/ SCOTT L. ROBINSON ---------------------------- ----------------------------------- Scott L. Robinson Senior Vice President and Director (Principal Financial Officer) Dated August 11, 1995 /s/ N. SCOTT GILLIS ---------------------------- ----------------------------------- N. Scott Gillis Senior Vice President and Controller (Principal Accounting Officer) SIGNATURES Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the Company has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. ANCHOR NATIONAL LIFE INSURANCE COMPANY By Scott L. Robinson August 11, 1995 Senior Vice President and Director Pursuant to the requirements of the Securities and Exchange Act of 1934, this report has been signed below by the following persons on behalf of the registrant in the capacities and on the dates indicated: Signature Title Date Senior Vice President and August 11, 1995 Scott L. Robinson Director (Principal Financial Officer) Senior Vice President and August 11, 1995 N. Scott Gillis Controller (Principal Accounting Officer)
EX-27 2
7 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE BALANCE SHEET AND INCOME STATEMENT OF ANCHOR NATIONAL LIFE INSURANCE COMPANY'S FORM 10-Q FOR THE QUARTER ENDED JUNE 30, 1995 AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 9-MOS SEP-30-1995 MAR-31-1995 1,219,010,000 159,726,000 167,050,000 5,940,000 93,728,000 55,798,000 1,804,954,000 206,766,000 0 379,113,000 7,118,333,000 1,538,227,000 0 0 0 34,000,000 3,511,000 0 0 433,806,000 7,118,333,000 0 92,638,000 (8,874,000) 97,713,000 53,928,000 40,554,000 37,777,000 49,218,000 17,659,000 31,559,000 0 0 0 31,559,000 0 0 0 0 0 0 0 0 0