Liability-Driven Investing

Key characteristics: • Ability to develop solutions for plans of all sizes and all stages of de-risking • Extensive experience constructing and managing to customized benchmarks, both asset-based and liability-based • Multi-sector fixed income solutions supported by experienced, long-tenured portfolio managers • Research teams covering fixed income assets across the yield curve and credit quality spectrum

Dynamic Liability-driven Investing Framework

The partnership between clients, plan sponsors, plan actuaries, investment consultants and investment professionals is essential to developing and implementing an investment solution that meets the unique needs of each pension plan. Our dynamic LDI framework supports collaboration at each step of the process.

 

 

Solutions Tailored to Each Client’s Requirements

Customized LDI solutions are constructed through an innovative, easy-to-use pooled funds structure or through a customized separate account. The pooled funds approach provides an easy-to-implement solution designed to match a plan’s duration and asset cash flow requirements. Aegon AM US' pooled funds expand the investable universe beyond government and credit sectors, providing the potential for increased diversification while searching for attractive relative-value opportunities across the yield curve.

For separate account solutions, a customized investment strategy is constructed to suit a plan’s desired return goal and risk tolerance. Using the full array of fixed income sectors, we create a unique investment strategy that matches a plan’s duration, key rate duration and cash flow requirements.

Aegon AM US LDI Pooled Funds

Strategy

AuM*

Inception date

Long US Treasury Strips $141 million April 1, 2017
Long Credit Bond $467 million April 1, 2017

 *As of December 31, 2017