2019 YE — All values in USD billions — Definitions
Firm Information
Insurance Gen Acct 3rd Party Insurance Gen Acct Affil Insurance Sep Acct All Other Firm AUM Total Firm AUM 25.551 – – 850.568 876.119
Service Offerings & Client Profiles
Insurer Services
Investment Accounting Outsourcing N ALM Partnering Y Customized Portfolio Reporting Y Regulatory Assistance Y Insurance Client Web Portal N Strategic Asset Allocation Advice Y Peer Analytics N Tactical Asset Alloc / Multi-Asset Portfolio Mgt Y Capital Modelling & Management Y Insurance Client Conferences Y Income & Cash Flow Projections Y ESG Specific Products Placed with Insurers Y
Life Health Property Casualty Reinsurance (All Lines) Multi-Line Other Total Client Count 24 26 – – – 50
Client Relationship Size
<$250mn $250mn – $1bn $1 – $5bn 5 – $10bn >$10bn 30 13 6 1 –
AUM Summary
3rd Party General Account
Public Private Total
Fixed Income 24.433 0.41 24.843 Equities 0.698 – 0.698 Total 25.131 0.41 25.541
Firm
Public
Private
Total
Fixed Income 863.843 2.009 865.852 Equities 9.777 – 9.777 Total 873.62 2.009 875.629
Regions 3P-GA
Firm
N America 5.356 44.726 Europe & UK 18.509 793.614 APAC 1.686 36.434 Offshore – – Other – 1.345
AUM Details
Public Fixed Income 3P-GA
Firm
Cash/Short-Term 2.61 45.821 Governments & Agencies 7.667 700.801 Corporates 13.843 111.441 Municipals, Tax-Preferenced 0.272 0.93 Municipals, Taxable – – Securitized – RMBS – – Securitized – All Other 0.022 2.077 Convertibles – 0.033 High Yield – – Bank/Leveraged Loans 0.019 2.739 CLOs – – Emerging Markets – Sovereigns – – Emerging Markets – Corporates – – Other – –
Public Equities 3P-GA
Firm
Large Cap – – Mid Cap – – Small Cap – – Global Developed Markets 0.698 9.777 Emerging Markets – – Quant/Smart Beta – – Mkt Neutral / Long-Short / Liquid Alts – – Dividend-Tilt – – Passive SMAs – – Other – –
Private Fixed Income 3P-GA
Firm
Private Placements – Traditional – – Corporate – Middle Market – – RE – CMLs – – RE – All Other Debt – – Infrastructure Debt – – Structured – – High Yield – – Other 0.41 2.009
