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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%
- Floating Rate CLO 17.35%
- Fixed Rate CLO 3.56%
- Lease 5.18%
- Residential First Lien 2.72%
- Private Credit 6.33%
- Cash, Money Market 5.26%
- ABS 0.78%
- CMBS 4.83%
- Commercial First Lien 12.55%
- Equity 4.32%
- RMBS 0.50%
- Corporate High Yield 2.27%
Data correct as of December 2019.
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
