Strategic provider of insurance investment solutions

A-CAP Management (ACM)

Portfolio allocations

Portfolio mix

Low Interest Rate Risk:

  • 29.91% floating rate instruments (positioned for rising interest rates)
  • 75.66% of assets have an average life of greater than 2 years
IG Corporate & Gov 23.17% 23.17
Floating Rate CLO 21.22% 21.22
Fixed Rate CLO 3.61% 3.61
Lease 8.04% 8.04
Residential First Lien 1.78% 1.78
Private Credit 6.53% 6.53
Cash, Money Market 7.43% 7.43
ABS 0.93% 0.93
CMBS 9.89% 9.89
Commercial First Lien 11.75% 11.75
Equity 4.28% 4.28
RMBS 0.38% 0.38
Corporate High Yield 0.94% 0.94
Data correct as of December 2017.