Areas of Expertise
A research-focused, model-intensive investment and risk management process across fixed income markets and insurance risk
Asset Management Solutions for Insurance Portfolios
We construct and manage fixed income portfolios engineered around the specific requirements of insurance balance sheets, emphasizing investment grade ratings, favorable regulatory capital treatment, and disciplined liability aware risk management
Our investment approach is built to minimize credit and macroeconomic risk while remaining dynamic enough to capture value as markets evolve
We understand insurance companies’ investment needs, and we manage those assets with rigor and responsiveness
Risk-Sharing Solutions for Insurance Carriers and MGAs in Property and Casualty Lines
We provide risk-sharing structures for insurance carriers and managing general agents focused on property and casualty lines
Our actuarial team brings decades of experience in loss modeling across commercial auto, general liability, and specialty lines, with a focus on high-frequency, low-severity risks where the underlying risk is well understood, consistently modeled, and statistically predictable
Our structures are designed to properly align incentives, rewarding underwriters for long-term accuracy and sustained profitability
Jaffa Alternative Asset Management Fund
We specialize in government and investment grade securitized fixed income markets. Our process is model driven, focused on relative value across structure, duration, and convexity risk. We identify pricing dislocations arising from non-economic investor behavior and balance sheet constraints of large market participants
We manage macro exposure actively, with a short-duration bias that limits sensitivity to rate cycles. With over two decades navigating volatile market environments, we view periods of dislocation as opportunities rather than obstacles
We integrate our fixed-income strategy with reinsurance balance sheets to access additional, largely uncorrelated sources of return while maintaining a conservative approach to investment leverage and credit risk.
Jaffa differentiates itself from mortgage REITs, credit and private equity funds by its low cost of funding, which creates an opportunity to outperform traditional and alternative fixed income strategies without taking on the same degree of investment leverage or credit exposure
To contact us, please email
info@jaffacorp.com