Long Corporate Disciplined Alpha
Overview
Strategy Details
Available Vehicles
- Institutional Separate Account
- Commingled TrustA commingled trust may include a collective investment trust, an institutional-only investment structure that is exclusively available to qualified retirement plans which meet certain eligibility requirements. A collective investment trust is not available to retail investors or the general public. For more information, qualified retirement plan sponsors should reach out to their Loomis Sayles Relationship Manager.
Portfolio Managers
Seth Timen
Co-Head of Disciplined Alpha Team, Portfolio Manager
Brad Stevens, CFA
Co-Head of Disciplined Alpha Team, Portfolio Manager
Timi Ajibola
Securitized Portfolio Manager
Mirsada Durakovic
Credit Portfolio Manager
Andrew Henwood, CFA
Credit Portfolio Manager
Matthew Boynton
Portfolio Manager
Sudhir Bhat, CFA
Mortgage Portfolio Manager
About the Team
Using rigorous research and consistent systematic risk management to identify relative value opportunities across bonds and sectors to drive…
Investment Strategy
- Investment philosophy is intensely focused on relative value investing on a risk-adjusted basis
- Real-time risk management helps support entire process from security selection to sector, curve, and duration positioning
- Duration, curve and sector risk typically managed within a tight range
- Typical portfolio: 200 to 300 issues
- Currency: US dollar only
Composite Performance
Cumulative Total Return (%)
As of 9/30/2025| Period | Gross | Net | Index |
|---|---|---|---|
| 3 Months | 3.93% | 3.85% | 3.79% |
| Year-To-Date | 7.77% | 7.53% | 7.56% |
Annualized Total Return (%)
As of 9/30/2025| Period | Gross | Net | Index |
|---|---|---|---|
| 1 Year | 1.41% | 1.10% | 0.89% |
| 3 Years | 7.58% | 7.27% | 7.24% |
| 5 Years | -1.56% | -1.82% | -1.98% |
| 10 Years | 4.06% | 3.83% | 3.33% |
| Since 8/1/2013 | 4.52% | 4.29% | 3.72% |
Period Performance (%)
As of 9/30/2025| Year | Gross | Net | Index |
|---|---|---|---|
| 2024 | -1.36% | -1.65% | -1.95% |
| 2023 | 11.32% | 10.99% | 10.93% |
| 2022 | -25.40% | -25.57% | -25.62% |
| 2021 | -0.57% | -0.78% | -1.13% |
| 2020 | 15.75% | 15.53% | 13.94% |
| 2019 | 24.73% | 24.50% | 23.89% |
| 2018 | -6.86% | -7.03% | -7.24% |
| 2017 | 12.88% | 12.67% | 12.09% |
| 2016 | 12.46% | 12.24% | 10.97% |
| 2015 | -3.46% | -3.65% | -4.61% |
Documents
Important Disclosures
Performance data shown represents past performance and is no guarantee of future results. Current performance may be lower or higher than quoted. Returns are shown in US dollars and are annualized for one and multi-year periods. Gross returns are net of trading costs. Net returns are gross returns less effective management fees.
KEY RISKS: Credit Risk, Issuer Risk, Interest Rate Risk, Liquidity Risk, Prepayment Risk and Extension Risk. Investing involves risk including possible loss of principal.
Commodity, interest, and derivative trading involves substantial risk of loss.
There is no guarantee that the investment objective will be realized or that the strategy will generate positive or excess return.
Investment vehicles may not be available to all investors and are subject to eligibility.
The Composite includes all discretionary accounts with market values of at least than $40 million managed by Loomis Sayles with investment guidelines that may allow for up to 10% in securities below investment grade with the following additional considerations. The Composite seeks to add value for clients primarily through security selection, intending to gain an edge through analysis and market information and minimizing duration, curve, and large sector mismatches. The investment universe is primarily investment grade corporate bonds, with a bias for liquidity. Portfolio duration is tightly constrained and normally managed within 10% of the benchmark. The Composite inception date is August 1, 2013. The Composite was created in July 2013