The Corporate Disciplined Alpha strategy seeks to outperform the Bloomberg US Corporate Investment Grade Index consistently over time with a comparable level of risk
Bloomberg US Corporate Investment Grade Index
Corporate Disciplined Alpha is part of the Disciplined Alpha suite of products.
The Corporate Disciplined Alpha Composite includes all discretionary accounts with market values greater than $40 million managed by Loomis Sayles with a focus on security selection, seeking to gain an edge through analysis, market information and minimizing duration, curve, and large sector mismatches. The investment universe is primarily investment grade corporate bonds, with a bias for liquidity, and may allow up to 10% in securities below investment grade. Portfolio duration is tightly constrained and normally managed within 10% of the benchmark. The Composite inception date is July 1, 2013. The Composite was created in 2013.
Primary Benchmark: Bloomberg US Corporate Investment Grade Index
Quarter-End Performance as of 9/30/2021
Trailing Performance as of 9/30/2021
Monthly as of -1/-1/-1
Quarterly as of -1/-1/-1