The Corporate Disciplined Alpha strategy seeks to outperform the Bloomberg Barclays US Corporate Investment Grade Index
Bloomberg Barclays 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 was created in 2013.
Primary Benchmark: Bloomberg Barclays US Corporate Investment Grade Index
Month-End Performance as of 1/31/2018
Quarter-End Performance as of 12/31/2017
Trailing Performance as of 12/31/2017
Monthly as of -1/-1/-1
Quarterly as of -1/-1/-1
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