LDI (dynamic)
LDI (dynamic)
Mandates which invest in a range of gilts and swaps to match the interest rate and inflation risk exposures of a specific liability profile. The proportion of gilts and swaps is managed dynamically depending on which offers better value at each duration point, with a view to outperforming both gilts and swaps over the longer term. It is typically used to allow trustees to manage inflation or interest rate risk closely. We have shown fees relative to the amount invested (and not liability covered).
We have only shown a median fee range for asset classes with lower response rates.
| AMC per annum (£,000) | ||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| £25mn | £50mn | £75mn | £100mn | £125mn | £150mn | £175mn | £200mn | £225mn | £250mn | £275mn | £300mn | £325mn | £350mn | £375mn | £400mn | £425mn | £450mn | £475mn | £500mn | |
| 38 | 75 | 113 | 150 | 188 | 225 | 263 | 300 | 338 | 375 | 413 | 450 | 488 | 525 | 563 | 600 | 638 | 675 | 713 | 750 | |
Swipe/scroll horizontally on the table to see more data
LDI (dynamic)
Mandates which invest in a range of gilts and swaps to match the interest rate and inflation risk exposures of a specific liability profile. The proportion of gilts and swaps is managed dynamically depending on which offers better value at each duration point, with a view to outperforming both gilts and swaps over the longer term. It is typically used to allow trustees to manage inflation or interest rate risk closely. We have shown fees relative to the amount invested (and not liability covered).
We have only shown a median fee range for asset classes with lower response rates.
| OCF per annum (£,000) | ||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| £25mn | £50mn | £75mn | £100mn | £125mn | £150mn | £175mn | £200mn | £225mn | £250mn | £275mn | £300mn | £325mn | £350mn | £375mn | £400mn | £425mn | £450mn | £475mn | £500mn | |
| 48 | 95 | 143 | 190 | 238 | 285 | 333 | 380 | 428 | 475 | 523 | 570 | 618 | 665 | 713 | 760 | 765 | 765 | 808 | 800 | |
Swipe/scroll horizontally on the table to see more data
Mandates which invest in a range of gilts and swaps to match the interest rate and inflation risk exposures of a specific liability profile. The proportion of gilts and swaps is managed dynamically depending on which offers better value at each duration point, with a view to outperforming both gilts and swaps over the longer term. It is typically used to allow trustees to manage inflation or interest rate risk closely. We have shown fees relative to the amount invested (and not liability covered).