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Liability Driven Investing

Loomis Sayles seeks to add value at any point in the Liability Driven Investing (LDI) implementation process, from assessing liabilities and outlining goals, to creating customized fixed income investment solutions.

Overview

Our LDI investment platform supports:

  • a broad range of fixed income products
  • strategies benchmarked against third-party indices
  • ability to offer customized solutions:

    - blended benchmarks

    - directly against liabilities

    - synthetic solutions

As of June 30, 2017, Loomis Sayles managed $16.3 billion in LDI-related mandates for global and domestic clients and a total of $40.2 billion in securities with maturities greater than 10 years across all fixed income portfolios.

Approach

Cornerstones of our fixed income investment process:

  • rigorous fundamental research
  • experienced portfolio management team
  • sophisticated portfolio construction and
  • advanced risk modeling

Loomis Sayles partners with our clients to:

  • determine their objectives
  • define success
  • establish the role of a fixed income mandate in their overall plan

We then construct an appropriate portfolio using in-house fundamental research as the foundation.

Customized Solutions

Our proprietary LDI Tool Kit, based on detailed analysis of client cash flows and applicable discount rates, underpins the customization process, and we believe it is vital in the management of liability-matched portfolios.