LIABILITY DRIVEN INVESTING
Loomis Sayles seeks to add value at any point in the LDI implementation process from assessing liabilities and outlining goals to creating customized fixed income investment solutions.
Our LDI investment platform supports:
- a broad range of fixed income products
- strategies benchmarked against third-party indices
- highly customized innovative solutions
As of March 31, 2013, Loomis Sayles managed $11.5 billion in LDI-related mandates for global and domestic clients and a total of $52.6 billion in securities with maturities greater than 10 years across all fixed income portfolios.
For additional information on our LDI Solutions, please email us at LS LDI Solutions Team.
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.
Our proprietary Liability Diagnostics Report, which is 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.
*A customized liability-driven strategy which seeks to meet a client's specific liability needs at determined risk levels. This strategy presents a set of unique challenges and there is no guarantee that the strategy will meet its objective.