nhall110 Posted October 3, 2011 Posted October 3, 2011 Does anyone know of any resources for a real-time valuation of FFH & it's holdings, that might help track BV during the quarter as asset values move around? Thanks.
onyx1 Posted October 3, 2011 Posted October 3, 2011 nhall, If one exists, I wouldn't put a lot of faith behind the predictions for the underwriting side as there are too many unknowns. As far as the assets side, I have seen some research that puts FFH at the top of MTM gains (vs. TBV) for the quarter ending 9/30/2011 using most recent available portfolio information. Out of 40 P/C and reinsurance companies which average MTM of 0%, FFH is tops at +4.6% and the lowest is American Financial at -3.8%.
nhall110 Posted October 3, 2011 Author Posted October 3, 2011 Understood. I was more focused on the things that you can know, mainly on the asset side. Put another way - what was the the post quarter end movement in the portfolio (BAC +% + JNJ -%, etc). Just the most precise estimation of value during the quarter.
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