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LNC - WT Lincoln National Warrants


Packer16

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Has anyone looked at this name?  Amongst the life insurers this appears to be one that can achieve an RoE of 10% and is selling at a significant discount to book.  It appears they are exposed to further decline in IRs due to VAs but that is reflected in discount to book.  In addition, the warrants have the TARP strike price ratchet plus more warrants.  The only question is whether it will trade at or above book again.  Any thoughts on this or life insurance in general would be appreciated.  Disclosure - I have taken a toe hold position.

 

Packer

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Packer, with another board member we've been discussing Lincoln for a couple of weeks. For that reason, I will keep the comments at a high level for the moment.

 

Lincoln is a pure life insurance company with a VERY large variable annuity book. Considering that a year ago there were other cheaper and more diversified insurance companies it wasn't worth the analysis time. 

 

As has been discussed in other threads, VA guarantees are difficult to hedge and there was an arms race heading into the 2008 crisis. Without  good hedges, they might be vulnerable to protracted low interest rates or another S&P crash.

 

http://www.iii.org/facts_statistics/annuities.html

 

But I have to say it looks interesting.

 

* Their hedging program behaved reasonably well in 2008.

* Looks as if they have been more disciplined that other players.

* Seems they have distribution strengths.

* There is a stress test in their presentation day that it is worth checking.

* Current VA conditions are excellent, with high expected ROIs and more reasonable guarantees.

 

Some issues, are

 

* A large percentage of their guarantees are in the money.

* VA standard bearer and in case of a crash they will crash too. Good hedging program or not.

* It is not clear to me why they accepted TARP.

 

Would love to know what you and other posters think about it.

 

 

 

 

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