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Liability Driven Investing (LDI)

Overview

  • Work with clients and consultants to effectively design, implement and monitor LDI strategies
  • Provide solutions for all stages of the LDI process including standard third party benchmark mandates and customized solutions
  • Loomis Sayles has 25 years of LDI experience with $17.3B in LDI-related AUM and $44.7B in securities with maturities greater than 10 yrs as of December 31, 2017

LDI Philosophy

  • A risk management framework that helps plans seek the best risk-adjusted returns relative to their liabilities
  • Solutions need to be constructed holistically within the context of the entire asset allocation and plan objectives
  • Focus on the main risk factors, in most cases over-customization should be avoided

This is for informational purposes only and should not be construed as investment advice. Investment decisions should consider the individual circumstances of the particular investor. Any opinions or forecasts contained herein reflect subjective judgments and assumptions of the author and do not necessarily reflect the views of Loomis, Sayles & Company, L. P. Investment recommendations may be inconsistent with these opinions. There can be no assurance that developments will transpire as forecasted. Examples and analysis are provided for illustrative purposes only and do not represent actual accounts. Accuracy of data is not guaranteed but represents our best judgment and can be derived from a variety of sources. Opinions are subject to change at any time without notice. The ability of an actual portfolio to deliver the required cash flows is not guaranteed and is subject to a variety of factors including, but not limited to, the availability of bonds, active management and trading, transaction costs, default risk, reinvestment risk, rebalancing risk and liquidity risk.