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Loomis, Sayles & Company

Alpha Strategies

YOUR MULTI-ASSET SOLUTIONS PARTNER

We Think Differently. 

We develop individual solutions for you based on cutting-edge financial engineering, proprietary risk management systems and higher execution.

Regime Identification

Seeking alpha and beta cycles to improve asset allocation.

 

Machine
Learning

Using state-of-the-art technologies to extract information and harness potential alpha from non-linear relationships.

Advanced Optimization

Seeking to solve complex allocation problems with flexible modeling driven by powerful optimization algorithms.

Leading-Edge Fundamentals

Leveraging what Loomis Sayles does best to identify idiosyncratic and relative value opportunities across the capital structure.

While our research and investment process incorporate AI and/or machine learning models, the investment decisions are made by the Alpha Strategies team. As AI models make predictions based on defined datasets and assumptions, their results carry a risk of being skewed due to error and bias. The use of AI automation does not equate to accuracy or objectivity.

Your Multi-Asset Solutions Partner

We offer our clients three distinct solutions within the Alpha Strategies platform. Each of our dedicated teams anchor their differentiated investment philosophy in deep, proprietary research, drawing upon our renowned global network of research resources.

 

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Systematic Investing Strategies

A solutions-based approach that seeks to generate alpha through the application of data science and optimization tools.
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Emerging Markets Debt Blended Total Return

A total return approach that seeks to generate alpha across the broadest emerging market debt opportunity set.
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Multi-Asset Credit

A multi-asset approach that seeks to capture credit risk premiums in markets that they believe can offer strong risk-adjusted return potential over a full market cycle.
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We Practice A Process-Oriented Approach
To Solving Client Concerns

 

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We Are Forward-Looking & Solutions-Oriented

Regime Identification + Inputs + Construction = Solutions. 

Click through to explore our approach.

Regime Detection

Fundamental, market-based, systematic, forward-looking, machine learning

We have individual regimes per risk factor. It is a differentiator.

LOW AND HIGH csr FOR REGIME IDENT.

 

For illustrative purposes only.

Inputs

Factors + Asset Classes

Inputs include individual factors, multi-factors or using factors in conjunction with standard asset classes offering over 100,000+ possible solutions for our clients.

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For illustrative purposes only.

Construction

Can provide a stable medium with low turnover.

Regime detection, optimization & risk management are key to constructing products & solutions.

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Solutions

Our strategies and capabilities can create customized solutions for you.

Strategies

Index 

Capabilities

  • Managed Futures
  • Multi-Asset Risk Premia
  • Alternative Risk Premia
  • Thematic Investing
  • Target Volatility
  • Custom Multi-Asset Credit
  • Inflation Protected
  • Absolute Return
  • Risk Mitigating Strategies
  • Income
  • Smart Beta
  • Portable Alpha
lET'S tALK aLPHA. lET'S tALK sOLUTIONS.

Get in touch.

Contact Us

Our Latest Insights

 

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Demystifying TIPS

DECEMBER 2024 |  Elaine Kan, CFA, Portfolio Manager, Kevin Kearns, Portfolio Manager, Head of Alpha Strategies and Roger Ackerman, Investment Director

TIPS are more complex and nuanced than investors may initially think. Read on to learn more. 

Read more
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Four Signals on Our Radar

JULY 2024 

Our investors are watching how monetary policy, consumer health, earnings and profits will come together to drive the cycle and asset markets.

Watch
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Surprises from the First Half of 2024

JULY 2024 

Several of our fixed income portfolio managers share unexpected developments that have shaped their view of the credit markets.

Watch
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Just Like That - TIPS Enters the Spotlight

March 2022 |  Elaine Kan, CFA, Portfolio Manager

The agility of central banks is currently being put to the test. Charged with managing inflation and supporting full employment, the Federal Reserve and other global central banks are confronting rising inflation expectations and multiple supply shocks that are undermining the outlook for economic growth potential.

Read more
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Our Systematic Investing Strategies Alpha Thesis: Deploying Data Science Tools in Multi-Asset Investing

APRIL 2022 | Harish Sundaresh, Portfolio Manager, Director of Systematic Investing Strategies and Roger Ackerman, Investment Director, Alpha Strategies  

In this paper, we discuss the core tenets of our investment philosophy and the three components of our flexible platform for designing portfolios through a quantitative, systematic and highly active approach to capturing positive performance, or alpha. 

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Chart of the Week: Is the US Dollar Poised to Enter a Bear Market?

16 JUNE 2022 | Alpha Strategies Team 

We have seen an extension of the US dollar bull market as global central banks move forward with quantitative tightening against a backdrop of weakening global growth and rising late-cycle risks.

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Think Differently with Loomis Sayles' Systematic Investing Strategies

FEBRUARY 2022 | Systematic Investing Strategies Team

Embrace the power of science. Watch how the SIS team navigates real-life market complexity with flexible modeling.

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Are Emerging Market Assets Vulnerable to Another Taper Tantrum?

22 March 2021 | Gregory Hadjian, CFA, Global Macro Strategist, LATAM 

Senior Sovereign Analyst Gregory Hadjian outlines several important distinctions that suggest EM assets are in a stronger position today than they were before the 2013 taper tantrum. 

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How to Invest With a LASER Focus

MAY 2020 | Systematic Investing Strategies Team

To make the best decisions, investors need a clear view of the road ahead. Watch to see how LASER can help you to stop looking only in the rear-view mirror.

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When the Unexpected Happens: Negative Oil Prices and Financial Models

1 MAY 2020

When storage capacity is near its limits, how do oil producers offload their inventory? One way is to incentivize buyers with negative prices.

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Emerging Market Debt: A Top-Down, Innovative, Total Return Approach

DECEMBER 2020 | Alpha Strategies Team

We believe top-down regimes drive risk appetite and performance in emerging markets. Watch to learn more from our Alpha Strategies team.

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A Multi-Asset Perspective on Global Opportunities - 60 Seconds with Andrea DiCenso

SEPTEMBER 2019 | Andrea DiCenso, Portfolio Manager, Alpha Strategies Team 

Over the long term, we should be mindful of the next phase of the credit cycle.

Watch

Forecasting the orbit of alpha, navigating ever-changing market landscape, and traversing the vastness of the investment universe is no small feat, particularly in light of the massive amounts of data now available to investors.

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Harish Sundaresh - Director of the Systematic Investing Strategies Team

Meet the Team

The faces behind Alpha Strategies.

KevinKearns

Kevin Kearns

Portfolio Manager & Head of Alpha Strategies

AndreaDiCenso-1

Andrea DiCenso

Portfolio Manager

VivekGarg

Vivek Garg, CFA

Portfolio Manager

ElaineKan-1

Elaine Kan, CFA

Portfolio Manager, Strategist

MarkLaRochelle

Mark LaRochelle, CFA

Associate Portfolio Manager, Investment Strategist

TomStolberg

Tom Stolberg, CFA

Portfolio Manager

HarishSundaresh-2

Harish Sundaresh

Portfolio Manager, Director of Systematic Investing Strategies

DiqingWu

Diqing Wu, CFA

Senior Quantitative Analyst

PeterYanulis

Peter Yanulis

Portfolio Manager, Associate Portfolio Manager, Strategist

KaiHuo

Kairui Huo

Senior Investment Analyst

XianLi

Xian Li, PhD, CFA

Quantitative Analyst

DavidLiu

David Liu, CFA

Investment Strategist

TianQiu-1

Tian Qiu, FRM

Senior Quantitative Analyst

Question not answered yet? We'd Love to hear from You.

Let's Connect.

Roger Ackerman

Investment Director

Email

Alex Thompson

Investment Director

Email
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Disclosure

CFA® and Chartered Financial Analyst® are registered trademarks owned by the CFA Institute.

Client concerns are shown for illustrative purposes only. Although they are representative of client feedback, they are
not intended as direct quotes.

This marketing communication is provided for informational purposes only and should not be construed as investment advice. Investment decisions should consider the individual circumstances of the particular investor. Any opinions or forecasts contained herein, reflect the subjective judgments and assumptions of the authors only, and do not necessarily reflect the views of Loomis, Sayles & Company, L.P. Investment recommendations may be inconsistent with these opinions. There is no assurance that developments will transpire as forecasted and actual results will be different. Information, including that obtained from outside sources, is believed to be correct, but we cannot guarantee its accuracy. This information is subject to change at any time without notice.

The charts presented above are shown for illustrative purposes only. Some or all of the information on these charts may be dated, and, therefore, should not be the basis to purchase or sell any securities. The information is not intended to represent any actual portfolio.

Commodity, interest and derivative trading involves substantial risk of loss. This is not an offer of, or a solicitation of an offer for, any investment strategy or product.

Any investment that has the possibility for profits also has the possibility of losses.

There is no guarantee that the investment objective will be realized or that the strategy will generate positive or excess return. 

Market conditions are extremely fluid and change frequently.

Past performance is no guarantee of future results.