Liability Driven Investing (LDI) at Dwight
Dwight's LDI strategy aligns with the unique liability structure of our clients' plans. We begin the process by analyzing a Plan's projected liabilities and return assumptions. We then match assets to the term structure of the liabilities. We align yield curve exposure with the goal of minimizing the volatility of the funding status. In addition, we position the portfolio to meet short-term liquidity needs.
Steps to Minimize Volatility of Funding Status
- Understanding Plan Liability Profile
- Building a Custom Benchmark
- Aligning Yield Curve Exposure
- Meeting Short-Term Liquidity Needs
Dwight Contacts for Liability Driven Investing (LDI)
Lisa Trubiano, CFA
Senior Vice President
Head of Consultant Relations
Anicia Mendez
Vice President
Consultant Relations
Copyright 2010 Dwight Asset Management Company