Strategies

LDI (Liability Driven Investing) Strategies

PIMCO's LDI strategy actively manages fixed income portfolios directly against client liabilities (rather than against a market benchmark). We have over 20 years of experience managing assets against a wide range of liabilities, including:

  • Nominal as well as inflation-linked liabilities
  • Liabilities discounted against government bond, swap, corporate bond and UFR curves
  • EUR and GBP denominated liabilities

LDI Investment Process

Derivatives management

How To Invest

Disclosures

The above contains the current opinions of the manager and such opinions are subject to change without notice. The above has been published for informational purposes only and should not be considered as investment advice or a recommendation of any particular security, strategy or investment product. Information contained herein has been obtained from sources believed to be reliable, but not guaranteed. No part of this article may be reproduced in any form, or referred to in any other publication, without express written permission.