Strategic provider of insurance investment solutions

A-CAP Management (ACM)

Portfolio allocations

Portfolio mix

Low Interest Rate Risk:

  • 27.77% floating rate instruments (positioned for rising interest rates)
  • 21.00% of assets have an average life of greater than 2 years
IG Corporate & Gov 34.37% 34.37
Floating Rate CLO 17.35% 17.35
Fixed Rate CLO 3.56% 3.56
Lease 5.18% 5.18
Residential First Lien 2.72% 2.72
Private Credit 6.33% 6.33
Cash, Money Market 5.26% 5.26
ABS 0.78% 0.78
CMBS 4.83% 3.83
Commercial First Lien 12.55% 12.55
Equity 4.32% 4.32
RMBS 0.50% 0.50
Corporate High Yield 2.27% 2.27
Data correct as of December 2019.