The Intermediate Core Disciplined Alpha Strategy seeks to outperform the Bloomberg US Intermediate Aggregate Index consistently over time with a comparable level of risk
Bloomberg US Intermediate Aggregate Index
Intermediate Core Disciplined Alpha is part of the Disciplined Alpha suite of products.
The Intermediate Core Disciplined Alpha Composite includes all discretionary accounts with market values greater than $30 million managed by Loomis Sayles that seek 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 with the following additional considerations. The investment universe is primarily investment grade bonds, with a bias for liquidity. Accounts may allow up to 5% in securities below investment grade. Portfolio duration is tightly constrained and normally managed within 10% of the benchmark. The Composite inception date is March 1, 2019. The Composite was created in 2019.
Primary Benchmark: Bloomberg US Intermediate Aggregate Index
Quarter-End Performance as of 3/31/2022
Trailing Performance as of 3/31/2022
Monthly as of -1/-1/-1
Quarterly as of -1/-1/-1