Russell Indexes

Barclays-Russell LDI Index Series Barclays-Russell LDI Index Series is a set of new investable benchmarks designed to measure and hedge the interest rate sensitivity for U.S. liability-driven investing (LDI) portfolios and to better manage pension funding requirements. Specifically designed to reflect the behavior of pension liabilities, these indexes more closely match the durations and credit quality of a plan's obligations than other commonly used fixed income indexes or yield curves. These indexes can be used to evaluate the skill of managers in their ability to reduce the tracking error of the fixed income portfolio return against the pension's liabilities return. A new standard in LDI benchmarks Rolf Agather Managing Director, Research & Innovation Russell Indexes Martin Jaugietis Director, Head of LDI Solutions Russell Investments Nicholas Gendron Managing Director, US Benchmark Index Business Barclays View webcast  » Key benefits More precise. Barclays-Russell LDI Index Series display lower tracking error to pension liability returns than commonly used LDI benchmarks. This increased precision brings to the market a set of tools that helps to more precisely match a set of liabilities. Represents the investable market. Primarily comprised of high quality, non-callable corporate bonds, the indexes maintain a minimum number of constituents, has low turnover and issuer diversification to ensure the indexes are investable and accurately represents the opportunity set. Improves LDI management. As more pensions manage asset and liability volatility through LDI strategies, Barclays-Russell LDI indexes will simplify the process of monitoring cash flows from investments to projected benefit payments. Key features Transparent and objective. Barclays-Russell LDI Index Series are rules-based, measurable and adequately diversified. Index constituents are derived from Barclays' market-leading fixed income indexes. Comprehensive. The index series provides different duration segments that can be used in combination to better match a plan's liability duration and curve exposures. Exposures can be customized across a portfolio and changed over time. Uniquely positioned. Russell Investments, a leader in LDI, multi-asset investment solutions and equity market index construction and methodology and Barclays, a global leader in fixed income indexing, have collaborated to offer this new standard in LDI benchmarking. Learn more For more information, feel free to call a Russell representative or submit your question. We'll be happy to answer any questions you may have. Americas 1-866-551-0617 Asia Pacific +65-6880-5003 Europe, Middle East & Africa +44-0-20-7024-6600			Subscribe to Russell Indexes   LDI Index info Construction & methodology (PDF) Frequently asked questions (PDF) Press release LDI fact sheets and performance   Russell Research Introducing a new standard in LDI benchmarking: The Barclays-Russell LDI Index Series (PDF)   Related info U.S. Institutional LDI Solutions Printer friendly version of this page

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