A pet you'll lose nothing by having (9)

I believe the answer is:

retriever

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'a pet' is the definition.
(I've seen this before)

I don't understand the remainder of the clue.

(Other definitions for retriever that I've seen before include "Dog that fetches for its master" , "He brings back" , "Large gun-dog" , "Breed of dog" , "Working dog" .)

I've seen this clue in the Evening Standard.

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