Justin Owens

Justin Owens

Director, Investment Strategy & Solutions


Investment strategy for pension risk transfer

May 2020
How should the risk transfer process be reflected in your asset allocation and strategy decisions? Read our 3 key considerations.

Risk transfer options and considerations

May 2020
Are risk transfer solutions appropriate for your organization? Discover options to determine if it fits well within your long-term risk management goals.

$20 billion club: Liabilities and assets peak in 2019 as funded status continues to stagnate

February 2020
How did 2019 fare for the $20 billion club? The group of 20 publicly listed U.S. corporations with pension liabilities in excess of $20 billion offer a window into the trends affecting the wider corporate pension community.

Return requirements for DB plan portfolios

August 2019
A variety of objectives and circumstances will dictate return needs. Let us help explain and breakdown the return requirements for defined benefit plan portfolios.

$20 billion club: Equity downturn in Q4 nearly overshadows higher discount rates & strong contributions in 2018

March 2019
How did 2018 fare for the $20 billion club? The group of 20 publicly listed U.S. corporations with pension liabilities in excess of $20 billion offer a window into the trends affecting the wider corporate pension community.

Q&A: Tax reform for DB plans

June 2018
With the passing of the Tax Cuts and Jobs Act, there may be an indirect impact on plan sponsors. Find out in this Q&A.

The investment and management of frozen pension plans

March 2018
This frozen plan handbook serves as an illustrative guide for those who have already frozen or are considering freezing their pension plan.

$20 billion club posts record contributions in 2017 as funded status jumps

February 2018
How did 2017 fare for the $20 billion club? The group of 20 publicly listed U.S. corporations with pension liabilities in excess of $20 billion offer a window into the trends affecting the wider corporate pension community.

An interest rate hedging diagnostic

October 2017
How much interest rate exposure should be built into the asset portfolio to offset the interest rate exposure in the liabilities? See our four key considerations.

Simplifying the LDI story: Focusing on the three DB hedge ratio levers

February 2017

An investment strategy that is conducive to maintaining a fully funded status. See how three DB hedge ratio levers can help mitigate some of the plan’s risks.


A guide to pension plan hibernation

April 2016
Don’t ignore the hibernation stage. The hibernation stage can serve as a stepping stone to plan termination that reduces risk and cost. See our guide.

Strategic asset allocation reviews for DB plan sponsors

February 2016

This paper focuses on the strategic asset allocation review process and how it assists the sponsor in setting an appropriate asset allocation for the DB plan and its beneficiaries.


LDI for DB plans with lump sum benefit payment options

July 2015
While offering lump sums adds an extra layer of complexity to an LDI strategy, this should not dissuade sponsors from pursuing LDI strategies for their plans. With a proper understanding and appropriate adjustments, LDI can reduce interest rate risk and help sponsors meet their objectives for their plans and the plan’s participants.

The largest corporate DB plan sponsors tune up their strategies

March 2015
This paper describes changes made in the $20 billion club's DB plans, including plan objectives, key drivers behind funded status, and major asset allocation shifts.

Funding and investment strategy for DB plan terminations

November 2014
This Russell Investments Practice Note discusses how sponsors’ decision to terminate their defined benefit (DB) plans should affect their funding and investment strategies.

LDI for cash balance plans

June 2014

This Russell Investments Practice Note answers how cash balance retirement plan sponsorships and DB plan sponsor trends align with each other to meet plan sponsors’ risk-management objectives.

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