Pension plan annuity purchase update – Q1 2022

Market activity

Group annuity risk transfer sales ($ millions)

Source: LIMRA Secure Retirement Institute

Following a record-setting 2021, pension buyout sales started 2022 strong, totalling $2.7B in Q1 2022. This represents a 163% increase compared to Q1 2021. 75 buyout contracts were sold, compared to 43 in the first quarter of 2021. The outlook for the rest of the year remains strong, and total annual sales should once again surpass at least $25B.

What we’re seeing

Pension buyout activity remains very active in Q2 after a strong first quarter, especially compared to last year, with plan sponsors seemingly planning ahead to avoid the typical rush at the end of the calendar year. Increasing interest rates should make annuity pricing more attractive to plan sponsors, and pricing remains very competitive which will also increase plan sponsor interest. For retiree-only cases, pricing continues to average 98% of the economic liability¹, while plan termination cases which include in-pay and deferred annuities average approximately 102%².

We are also seeing a bigger appetite for mortality studies to further refine the estimates of annuity buyouts and manage expectations with plan sponsors. This is especially true for plans that are going through termination that will have to make a contribution at the end of the process.

What we’re hearing

Insurer appetite for buyouts remains extremely strong, with many of the insurers looking to slowly move up market. However, the high volume of cases has also led some insurers to decline otherwise attractive cases due to capacity constraints. When presenting a new case, plan sponsors and consultants should give insurers as much advance notice as possible to maximize bidders, as the second half of 2022 should remain very busy.

¹ Measured using FTSE curve and best estimate of underlying mortality.
² Based on plan demographics and the mix of deferred and in-pay annuities.
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