Hamilton Insurance Group, Ltd.

Q3 2024 Earnings Conference Call

11/7/2024

spk02: was and remains producing sustainable underwriting profitability. By this we mean achieving underwriting profit throughout market cycles. We strive to reach this goal by focusing relentlessly on underwriting discipline and by having a shared accountability for results across our organization. The third quarter of 2024 was a real-world test of our commitment to this objective, not to mention the resilience of our balance sheet. I am happy to report that we passed with flying colors. We had net income of $78 million, despite $38 million of net losses from Hurricane Helene and other large loss events around the world. And turning to underwriting results, Hamilton had $29 million of underwriting income and a group combined ratio of 93.6%. In other words, we were comfortably able to absorb the significant losses of the quarter and still produce a very solid underwriting result. Our international segment posted a combined ratio of .6% and our Bermuda segment posted a combined ratio of 89.4%, commendable results given the loss activity in the quarter. On a -to-date basis, our combined ratio is .9% and our annualized ROE is 22.4%. Points of pride as we celebrate one year as a public company. These results are a testament to the quality of our team, our portfolio construction, and our disciplined underwriting approach. On this latter note, our underwriting results this quarter reflect our underwriting philosophy and the intentional actions we have taken and continue to take in our business. I've mentioned our group underwriting committee, or our GUC, in the past. This committee meets regularly for in-depth discussion of our business performance by underwriting platform and byline. We discuss emerging risks, our risk appetite, our view of the market conditions, when to lean in and out of certain classes or geographies. Our analyses and discussions are robust and inform underwriting decisions and portfolio construction and also ensure we maintain our high underwriting standards. The GUC is representative of the discussions that take place regularly at Hamilton, also between meetings, amongst members of our executive team and frontline underwriters. I see engaging with and in some cases challenging our team as one of my main responsibilities as CEO. What are they seeing in pricing and rate adequacy? How is the market moving? What opportunities are we pursuing? And what risks are on our radar? Our vastly improved book of business and our strong underwriting results. Turning now to the overall market environment, the third quarter also marks an important time in both insurance and reinsurance renewals. It's when our industry begins discussions with clients and brokers regarding a number of items, including demand, appetite, opportunities, pricing, and terms and conditions. Hamilton participated in a number of these events, starting with the annual reinsurance rendezvous in early September, moving to the Wholesale and Specialty Insurance Association meeting or WSIA, continuing through the Council of Insurance Agents and Brokers meeting, the BOD and BOD and the Professional Liability Underwriting Society conferences in October and November. Hamilton RE, Hamilton Global Specialty, and Hamilton Select were well represented at these events. The benefit of our active participation at these conferences is the opportunity to meet -to-face with our customers and brokers to better understand their needs and goals for the upcoming renewals and to discuss how we can partner with them to meet these needs. Let me share a few takeaways from those meetings. First, Hamilton is seen as a valuable and reliable partner, not only for our capacity and responsiveness, but also for our creativity and ability to provide solutions. This has proven particularly valuable when other markets make broad brush decisions, for example, to back down or exit completely from a certain line of business. Our ability to step up and provide solutions matters a great deal to our customers, helps us win business and develop broad, long-standing relationships, some of which are now over 10 years old. The second key takeaway is that market discipline continues to remain strong. The underpinnings of the market reset that took place in 2023 are intact as we continue to grapple with the realities of climate change, geopolitical turmoil, and inflation. The catastrophe events of the past few months only serve to uphold attractive market conditions. A third observation is that the concerns over economic and social inflation are real, affecting many lines of business, but particularly casualty classes. We have been wary of this development for several years now, building what we believe to be cautious assumptions into our pricing and reserving and reviewing development regularly, a topic which Craig will provide more detail on in a few minutes. Many of our peers who leaned into casualty during the softer market years continue to pull back. The fact that we were, until very recently, underrepresented in this class, coupled with our recent rating upgrade, has created opportunities for Hamilton, which we are selectively pursuing. A couple of comments related to the growth in our business before I hand over to Craig. The punchline is that growth has remained strong in the quarter, up 17% year over year. Bermuda had a particularly strong quarter, in part driven by the AM Best upgrade to A, which has led to meaningful amounts of new business, as well as the ability to increase our line size on targeted accounts. International growth also continues apace, albeit at a more measured clip, but within our expectations and reflecting our focus on maintaining pricing and underwriting discipline. As a reminder, International includes both Hamilton Select, our domestic US ENS operation, and Hamilton Global Specialty, which houses our Lloyds Syndicate and our Irish carrier. While we continue to see very strong double-digit growth in Hamilton Select, as you will have heard from others, the level of competition in the London market has been heating up for certain classes of business. Cyber is a perfect example, where we at Hamilton have stood firm both on coverage terms and price, which has consequently led to a reduction in premium written in this line. Having said this, given that we write specialty insurance across all three of our underwriting platforms, and that we have a very diversified book, we continue to expect double-digit growth in specialty insurance, including in the international segment. In closing, I'd like to say a word about how proud I am of our results this quarter, particularly in the face of meaningful catastrophe losses. As we noted when we went public, we have built Hamilton for the long term. We aim to be a resilient and reliable partner, providing valuable solutions and meaningful capacity. This will ultimately benefit all of our stakeholders, namely our clients, our brokers, our shareholders, as well as the individuals and communities we serve. Craig, now over to you.
spk01: Thank you, Pina. And hello, everyone. Hamilton had a very strong third quarter and first nine months of financial results with excellent investment returns, solid underwriting income, and record gross premiums written. For the third quarter of 2024, as Pina mentioned, Hamilton reported net income of $78 million equal to 74 cents per diluted share, producing an annualized return on average equity of 13.8%. This compares to net income of $44 million, or 41 cents per diluted share, and an annualized return on average equity of .8% in the third quarter of 2023. With those figures as highlights, let me provide some additional detail around our underwriting and investment income components for the quarter and for the first nine months. Starting with underwriting results, Hamilton continues to grow its top line at an impressive double-digit rate. For the first nine months of 2024, gross premiums written increased to a record $1.9 billion, compared to $1.5 billion this time last year. An increase of 24%. All three of our operating platforms, Hamilton Global Specialty, Hamilton Select, and Hamilton Re, continue to take advantage of favorable market conditions, all of which contributed to our profitable growth. Underwriting income for the group was $29 million for the third quarter, compared to underwriting income of $25 million in the third quarter last year. The group combined ratio was .6% compared to .6% in the third quarter of 2023, despite an active catastrophe season. In terms of the combined ratio components, the loss ratio increased due to catastrophe losses in the quarter, offset by a decrease in the expense ratio. The loss ratio increased 4.2 points to .0% compared to .8% in the prior period. The increase was primarily driven by $38 million, or 8.5 points, of current and prior year catastrophe losses, which consisted of Hurricane Helene for $34 million, the Calgary hailstorms for $12 million, and Hurricane Debbie for $6 million. This was partially offset by favorable prior period catastrophe development of $13 million. This compares to $7 million, or 2.1 points of catastrophe losses reported in the third quarter last year. The current year attritional loss ratio was 53.2%, a decrease of 1.6 points compared to the same period in 2023. This was primarily driven by the absence of large losses in the current quarter. We also saw about $3 million of attritional favorable development, driven by specialty and property lines. This compares to less than $1 million of favorable development in the third quarter last year. Turning to our expense ratio, this decreased by 3.2 points to 32.6%, compared to .8% in the third quarter last year. Year to date, the expense ratio decreased 3.2 points to 32.4%, compared to .6% in the first nine months last year. The decrease in the expense ratio was mainly driven by improved operating leverage due to the growth in our earned premium base, as well as third party fee income, which is offset against expenses. As for corporate expenses, they are trending higher, but this is primarily due to an increase in the variable expenses associated with our long-term incentive compensation plan, which is based on performance over a three-year period. I'll discuss the expense ratio on a year to date basis in more detail in the segment results section, which I'll turn to now. Let's start with the international segment, which includes our specialty insurance businesses, Hamilton Global Specialty and Hamilton Select. For the first nine months, international gross premiums written grew to $958 million from $832 million, an increase of 15%. This was primarily driven by growth, improved pricing, and new business and casualty and property insurance classes and specialty reinsurance and insurance classes. For the third quarter, international had underwriting income of $5 million and a combined ratio of 97.6%, compared to underwriting income of $4 million and a combined ratio of .7% in the third quarter last year. The international current year, additional loss ratio increased by 0.7 points to .3% in the third quarter compared to .6% in the prior quarter. The increase was primarily driven by business mix and a modest increase in the casualty insurance class as a result of a more conservative assumption regarding social inflation of about $2 million. Moving back to some -to-date figures, for the first nine months, the international acquisition expense ratio decreased 0.9 points to .2% compared to .1% in the first nine months last year. The decrease was primarily related to lower acquisition costs and casualty insurance in 2024 compared to 2023. The other underwriting expense ratio decreased 2.5 points to .8% compared to .3% in the first nine months last year as a result of the growth in the premium base. I will now turn to the Bermuda segment, which houses Hamilton Re and Hamilton Re US, the entities that predominantly write reinsurance business. For the first nine months, Bermuda gross premiums written grew to $921 million from $685 million, an increase of 34%. The increase was primarily driven by new business, expanded participations and rate increases in the property and casualty reinsurance classes. Specifically for the third quarter, we generated a considerable amount of new business as a result of our AMBEST rating upgrade. For the third quarter, Bermuda had an underwriting income of $24 million and a combined ratio of .4% compared to underwriting income of $21 million and an .9% combined ratio in the third quarter last year. The increase in the combined ratio was primarily related to catastrophe losses in the quarter. Bermuda had $29 million of net catastrophe losses in the third quarter of 2024 compared to favorable $3 million of net catastrophe losses in the third quarter of last year. The Bermuda current erratritional loss ratio decreased 4.1 points to .0% compared to .1% in the prior quarter. The decrease was primarily driven by the absence of large losses in the current quarter. This was partially offset by a modest increase in the casualty class as a result of a more conservative assumption regarding social inflation of about $4 million. Moving back to some -to-date figures, for the first nine months, the Bermuda acquisition expense ratio increased 0.1 points to .9% compared to .8% in the prior period. The other underwriting expense ratio decreased 2.5 points to .6% compared to .1% in the first nine months of last year as a result of the growth in our premium base and the performance-based fee income from our iOS platform, which offsets expenses. I encourage you to look at our full year 2023 results as a gauge for many of our underwriting ratios. Now turning to investment income. Total net investment income for the third quarter was $83 million compared to investment income of $46 million in the third quarter of 2023. The fixed income portfolio, short-term investments and cash produced a gain of $94 million in the quarter compared to a loss of $5 million in the third quarter of 2023. This includes the realized and unrealized gains and losses that Hamilton reports through net income as part of our trading investment portfolio. The fixed income portfolio had a return of .1% or $90 million and a new money yield of .3% on investments purchased this quarter. The duration of the portfolio decreased slightly to 3.1 years. The average yield to maturity on this portfolio was .2% compared to .5% at year-end 2023. The average credit quality of the portfolio remains strong at AA3. The 2 Sigma Hamilton fund produced an $11 million loss or a minus .6% for the third quarter of 2024. The fund had a net return of .2% for the first nine months. The latest estimate we have for the 2 Sigma Hamilton fund -to-date performance is .3% through October 31st, 2024. The 2 Sigma Hamilton fund made up about 39% of our total investments, including cash investments at September 30th, 2024, compared to 43% at December 31st, 2023. Last quarter, we announced a $150 million share repurchase authorization by the Hamilton Board of Directors. During the quarter, we used $10 million of that authorization to repurchase 530,000 shares at an average price of $18.87 per share. Based on our book value per common share of $22.82 at September 30th, the shares were repurchased at a 17% discount to book value. Next, I have some comments on the strength of our balance sheet. Total assets were $7.8 billion at September 30th, 2024, up 17% from $6.7 billion at year-end 2023. Total investments in cash were $4.6 billion at September 30th, an increase of 16% from $4 billion at year-end 2023. Shareholder's equity for the group was $2.3 billion at the end of the third quarter, which was a 13% increase from year-end 2023. Our book value per share was $22.82 at September 30th, 2024, up 23% from year-end 2023. In terms of our reserve position, we completed our mid-year external actuarial review, which allows us to continue to say that we are comfortable with the strength of our reserves. I'd like to conclude my remarks with some comments on the recent hurricane activity. Shortly after Hurricane Helene hit Florida in late September, Hurricane Milton also made landfall on the Gulf Coast of Florida in early October. The company estimates that losses from Hurricane Milton will be in the range of $30 million to $70 million net of reinsurance. It remains early for both of these events in terms of the information flow on the claims side. Consequently, loss estimates from both events are subject to uncertainty. The estimated losses from Hurricane Milton will be reported in the company's fourth quarter 2024 financial results. Thank you. And with that, we'll open up the call for your questions.
spk03: Thank you. If you would like to ask a question today, simply press star, followed by the number one on your telephone keypad. I'm going to ask that you limit yourself to one question plus one follow-up, and then rejoin the queue if you have any further questions. Our first question comes from the line of Alex Scott from Barclays. Please go ahead.
spk05: Morning, everyone. This is Justin on for Alex. My first question was related to sort of the favorable reserve development. I was wondering if you could discuss the unfavorable casualty reserve development that you mentioned in the release and to what degree it was just driven by one large crime that you had called out. Thank you.
spk01: Justin, this is Craig. Thanks for the question. The group had favorable prior prior period development about three million dollars for the quarter, but that's a net number. The favorable part was property and specialty classes. The unfavorable part, as you mentioned, was one large loss in the casualty side. That loss occurred in the international segment this quarter. The loss occurred originally in the fourth quarter of 2023. We just received additional claims information this quarter and we're reacting to that new information. That's the reason for the adjustment this quarter.
spk05: Great. Thank you. And just a quick follow-up on retention. It looks like this quarter saw higher retention on gross premiums. I was wondering if you could help sort of unpack the drivers of this and what we should expect going forward and if sort of the upgrade on the rating had any impact on the retention. Thank you.
spk02: All right. So there's a couple of questions in there. I'll take that. This is Pina. Thank you. In terms of the additional retention of business both in international and Bermuda, that was a stated goal. As you might recall, we raised some primary capital at the beginning of the year when we went public and we partly deployed that capital by keeping more of the well-priced business that we have on our books. So that goes to that. In terms of the rating upgrade and the impact that the rating upgrade has had for us, the most of the benefit of that rating upgrade was for our reinsurance operations. Our Lloyds syndicate already benefits from an A rating being part of Lloyds. So it was expected to impact mostly the reinsurance side of our business. To be really honest, we started fielding calls on new business and ability to increase line sizes basically the minute the release was made. And we then had opportunities for brand new deals with existing clients, the opportunity to access new clients and also the ability, as I said, to increase our line size. And we did that selectively during this quarter. If I look out, I can tell you two things. On a -to-date basis, and I'm not going to give you a precise number, we do track this. On a -to-date basis, I can tell you we had a high double-digit million in terms of additional premium. And if I, I know you're probably going to ask me what else I expect because we did say that this impact would affect not only this year, but we also believe it will affect our business opportunities going into 25. So if I look at it on a run rate basis starting 2024 over a year, we're probably expecting about a 10 to 15% premium uplift for our business. I hope that answers your question.
spk05: Yes, thank you for the call.
spk03: Our next question comes from the line of Elise Greenspan from Wells Fargo. Please go ahead.
spk07: Hi, thanks. Good morning. My first question was on the international underlying loss ratio that, you know, 55 and change in the quarter. Do you guys think that reflects you kind of a run rate for the segment? I know you pointed out business mix and just more conservative assumptions around social inflation as kind of driving the uplift in the quarter. But is that a good rate, good run rate to think about going forward?
spk01: Elise, this is Craig. What I would say to you is, you know, again, I would encourage you to look at the full year results as a better gauge for some of these underlying ratios. As you know, or just to give you an idea, 2023 full year was about 53% on a -to-date basis for international. That attritional loss ratio right now is about 54.6%. But about 1.9 points of that is related to the Baltimore Bridge from the first quarter. So, you know, on an overall basis, obviously it does depend on business mix. But if you look at the full year at about a 53%, that's about where this book has been running pretty consistently.
spk07: And then from a premium growth perspective commentary, right, you guys had pointed to like 15 to 20 for the year in international last quarter. It sounds like you might be perhaps running a bit like there just because of, you know, the underwriting discipline and pulling back in cyber. But maybe growth is running better in Bermuda. Am I thinking about the components kind of correctly? And how would you think, I guess, international and maybe overall growth to trend for the full year this year?
spk02: Thanks, Elise. Pina here. I'll take that, Craig. I'm sure we'll fill in any blanks. You're right to point out, and we encourage people to look at our -to-date figures, which showed gross premium written for international segment up 15%. You're right to point out it was lower in the quarter and also right to point out this is reflective, you know, of the discipline that we are deploying in light of the business that we're seeing. And I signaled cyber out on the prepared remarks because there we're seeing pressure on premium and where we're trying to uphold both pricing and coverage terms. At the end of the day, we will never sacrifice. We will never prioritize top line for bottom line. And that is what you're seeing this quarter. But we're not changing our guidance. You'll also know that select is part of our international segment, and there we're continuing to see the benefit of, you know, very strong E&S market in general, but also a strong reception to our product offerings in Hamilton Select with, you know, very strong premium flow to the operation. So that is part of the international segment as well.
spk01: The only thing I would add is Elise also asked about Bermuda. We still expect Bermuda to continue to grow for all the reasons you just mentioned, including the best upgrade.
spk07: Thank you.
spk03: Our next question comes from the line of Michael Zerminski from BMO. Please go ahead.
spk04: Hey, morning. I think you partially touched on this, but the increased competition coming from the London market, is that more isolated to cyber or is it just kind of property too? I think maybe you can kind of dimension more. I think we can see that you're a national segment. We can see the historical mix of property versus casualty versus specialties. I'm just going to want to help to mention kind of what, you know, what pockets of your business are seeing those increased competitive pressures.
spk02: Sure. Happy to take that. So, yes, I mentioned cyber as an area where we're seeing increased competition in the London market. You know, another area is an area that you've heard from other people on the some of the financial lines, D&O class of business where we're still seeing pressure on pricing. And then I guess the third thing I would mention is, you know, on the large global property placements on our direct and facultative book, we're also seeing some pressure on pricing there. Having said that, with respect to that class, the property insurance class, let's not forget that even with a little bit of pressure on pricing, this class has been seeing, you know, quarterly rate increases since 2017. So it's still adequate, but we are picking our spots on that class and making sure we target the most profitable business. Does that help?
spk04: Yes. Yeah, yeah, that helps. I understood that. Yeah, the absolute returns are probably still excellent. Yeah, switching gears to maybe more so the Bermuda segment, but I'm curious if you think the reinsurers will be able to push down seating acquisition cost ratios, seating commission ratios in the coming year or so. I think we all see this morning that Swiss Re, for example, took a pretty big liability reserve addition. Berkshire did as well. So it feels like we're finally getting more action on insurers truing up their liability reserves. I'm curious if that can kind of play into the benefit of reinsurers in the coming year.
spk02: Sure. I mean, I'll answer that specifically to casualty, but why don't I give you a little bit more flavor overall in terms of what we're seeing or what we expect in terms of market conditions going forward. And I'm going to start with, I'm going to start with, you know, on a very general umbrella level, overarching everything. I'm going to start with market discipline. And this is probably as persistent as I have seen market discipline last in my 25 years plus in this business. So with, you know, terms, commission terms and conditions attached with points, limit management, tower management, all staying very intact in this marketplace. And I think that is something that sometimes gets underestimated because those things are particularly important. When it comes to pricing, I'll start with casualty and but I'll also touch on property and specialty on the casualty side. No question. The continued concerns around inflation, be it economic, but also social. We believe that's going to continue to keep insurance pricing attractive. So we're going to see that uptick on pricing on the insurance side. And then specific to what you were asking, we also think that's going to push some pressure on seeding commissions, you know, not every deal, but on certain deals, we certainly expect to see pressure on seeding commissions. And just in this context, I also want to mention we did take the opportunity, you know, in the last particularly since our AMBEST upgrade to pick up our writing in the casualty reinsurance space because we were until very, very recently underrepresented in this class. And some of the actions of our larger competitors who have been involved in this class for, you know, during the softer market years and you're seeing their reaction now and either, you know, scaling back. That created an opportunity for us, quite frankly, to get in on select deals that we want to get into. And we are taking advantage of that. Just moving quickly to property. I think, you know, if I look at cat reinsurance, whatever sentiment was circulating about modest price, pricing decreases going into one one, those sentiments were circulating as we went into conference season this year, dissipated as the storm activity increased. So we're expecting pricing on the cat side to remain, you know, firm and attractive going into one one. And then finally, if I just on specialty classes, they are too, you know, we've had geopolitical tensions are not abating. We've had, you know, a slew of state law space losses in the recent past. We also had the Baltimore Bridge loss at the beginning of this year. So we think that's going to keep pricing attractive for at least those specialty classes.
spk04: And it's a quick follow up, you know, that's good color. Since Hamilton is a bit underway or underway, US casualty, especially the older vintage is, you know, what is our pricing at levels that you could potentially play offense trying to better understand kind of if there was a read through from your commentary just a moment ago about casualty.
spk02: So, yes, thank you for that question. Not only can we play offense, but we have been playing offense. You're right to point out we completely re underwrote re underwrote our cash reinsurance book of business starting and you know from 18 to 20. We only started to selectively grow our book in 2021 when conditions started improving this a rating has really turbocharged our ability. And it comes at a time, you know, quite frankly, where we have, you know, larger peers or some players in the market who, you know, perhaps have seen some adverse development or, you know, have found themselves overexposed this this this a rating comes at a time where those players are pulling back. Opening up the opportunity for us to selectively write the deals quite frankly that we have been targeting and isolating over the course of the last year and a half. So we are playing offense. But again here too, we are playing offense with clients that we've targeted who have that same discipline mindset that we have on this class.
spk03: Thank you. And just as a reminder, if you would like to ask a question, simply press star followed by the number one. Our next question comes from the line of Tommy McJoint from KBW. Please go ahead.
spk06: Hey, good morning guys. Thanks for taking my questions. On the expense ratio, you know, we've continued to see, you know, that ratio come down for really kind of five years in a row now, you know, starting to realize some solid efficiencies around that. Is there some terminal level that we think that we should be getting close to at this point or do you still see opportunities for operating leverage to drive that expense ratio down further?
spk01: Tommy, thanks for the question and thanks for noticing that the expense ratio has come down every year since 2019. But as you say, you know, as we continue to scale, we still expect to be able to produce a better expense ratio each and every year. And that's our target. So we've been able to achieve that target again every year since 2019.
spk06: Okay, got it. And then on the capital front, for the holding company to deploy capital into buybacks, does it need to upstream some capital from the insurance companies or is there already kind of capital at the holding company? So you guys have flexibility to utilize the buyback when you want?
spk01: Yeah, we do have flexibility to use the buyback as we need to. There is some capital at the holding company, but predominantly it would come from dividends up from the operating company as well. But we have flexibility to be able to utilize that full authorization. You may recall we had 150 million authorization last quarter. We used 10 million this quarter during win season and we still have 140 million left on that authorization from the board.
spk03: Great, thank you. And those are all the questions we do have in the queue. So now I'd like to turn the call back over to John Levinson and the team.
spk02: Thank you. Thanks everybody who joined us on this call today. We really appreciate your questions and the opportunity to answer them. We look forward to sharing our year end results with you shortly. So on that, thanks again.
spk03: That does conclude today's call. Have a pleasant day.
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Q3HG 2024

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