10-QPeriod: Q2 FY2013

ARCH CAPITAL GROUP LTD. Quarterly Report for Q2 Ended Jun 30, 2013

Filed August 9, 2013For Securities:ACGLACGLNACGLO

Summary

Arch Capital Group Ltd. (ACGL) reported results for the second quarter ended June 30, 2013, demonstrating resilience amidst a generally improving market environment with rising rates. The company's underwriting segments, Insurance and Reinsurance, showed mixed but overall positive performance, with the Insurance segment achieving a significant improvement in underwriting income due to a lower loss ratio and favorable prior period reserve development. The Reinsurance segment, while experiencing a slight decline in underwriting income year-over-year, maintained a strong combined ratio and benefited from favorable prior period reserve development. ACGL's investment portfolio faced headwinds, with negative total returns in the quarter driven by rising interest rates and wider credit spreads impacting fixed income assets. However, the company's strategic focus on underwriting discipline and a strong capital base of approximately $5.63 billion at quarter-end position it for continued performance. Investors will note the company's objective to achieve an average operating return on equity of 15% or greater over the insurance cycle, though the reported operating ROAE for the quarter was 10.9% due to higher catastrophic activity. The company also provided an update on its significant acquisition of CMG Mortgage Insurance Company and related assets, which is expected to close in the latter half of 2013.

Financial Statements
Beta
Revenue$851.79M
Interest Expense$5.85M
Net Income$176.94M
EPS (Basic)$0.44
EPS (Diluted)$0.42
Shares Outstanding (Basic)394.13M
Shares Outstanding (Diluted)407.55M

Key Highlights

  • 1The Insurance segment saw a substantial increase in underwriting income (228.7%) for Q2 2013 compared to Q2 2012, driven by a lower loss ratio and favorable prior period reserve development.
  • 2The Reinsurance segment reported favorable prior period reserve development, contributing to its underwriting income, despite a decrease in gross premiums written.
  • 3Book value per common share was $36.80 at June 30, 2013, a slight decrease from $37.66 at March 31, 2013, primarily due to rising interest rates and wider credit spreads impacting the investment portfolio.
  • 4Operating Return on Average Common Equity (Operating ROAE) was 10.9% for Q2 2013, down from 12.3% in Q2 2012, attributed to higher catastrophic activity.
  • 5The company's investment portfolio generated a negative pre-tax total return of (1.59)% for Q2 2013, compared to a positive 0.63% in Q2 2012, largely due to market conditions.
  • 6ACGL is progressing with its acquisition of CMG Mortgage Insurance Company and related assets, with an expected closing in the latter half of 2013, subject to regulatory approvals.
  • 7Shareholder returns remain a focus, with $713.4 million available under the share repurchase program as of June 30, 2013.

Frequently Asked Questions

The Insurance segment showed strong performance with a significant increase in underwriting income due to improved loss ratios and favorable prior period reserve development. The Reinsurance segment, while experiencing a decrease in gross premiums written, also benefited from favorable reserve development, maintaining a healthy combined ratio.

The investment portfolio experienced negative returns in Q2 2013, primarily due to rising interest rates and wider credit spreads impacting fixed income investments. This led to a decline in book value per common share for the quarter.

ACGL aims for an average operating return on equity of 15% or greater over the insurance cycle. They are focused on underwriting discipline, particularly in specialty lines, and continue to seek opportunities for growth without sacrificing this discipline. The company is also executing a significant acquisition in the mortgage insurance sector.

Key risks include potential volatility from natural catastrophes, the impact of broad economic and financial market conditions on investment returns and claim severity, and potential future credit rating downgrades. The company also notes the inherent uncertainties in estimating loss reserves.