Fundamental, market-based, systematic, forward-looking, machine learning
We have individual regimes per risk factor. It is a differentiator.
For illustrative purposes only.
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.
For illustrative purposes only.
Can provide a stable medium with low turnover.
Regime detection, optimization & risk management are key to constructing products & solutions.
For illustrative purposes only.
Our strategies and capabilities can create customized solutions for you.
Index
Capabilities
Kevin Kearns is a vice president and portfolio manager at Loomis, Sayles & Company. As the leader of the alpha strategies group, he co-manages the Loomis Sayles multi-asset credit and income strategies, strategic alpha and custom strategies, as well as the Loomis Sayles Strategic Alpha and Inflation Protected Securities funds. Kevin has 33 years of investment industry experience and joined Loomis Sayles in 2007.
Manjit "Bobby" Bakshi is a vice president, portfolio manager and director of the equity factor investments team at Loomis, Sayles & Company. He joined Loomis Sayles in 2009.
Koushik Balasubramanian is a vice president of Loomis, Sayles & Company and a quantitative researcher in the systematic investing strategies team, where he is responsible for developing and implementing systematic and alternative risk premia-driven quantitative strategies in the multi-asset space.
Andrea DiCenso is a vice president of Loomis, Sayles & Company and co-portfolio manager for the credit asset, world credit asset and emerging market debt blended total return strategies. She is also a senior strategist for the alpha strategies group and oversees all FX and commodity activity for the firm's multi-asset product suite, and is primarily responsible for asset allocation, idea generation, portfolio construction and risk management.
Vivek Garg is a vice president and senior quantitative analyst for the quantitative research risk analysis (QRRA) group at Loomis, Sayles & Company.
Elaine Kan is a vice president, portfolio manager and rate & currency strategist for the fixed income group at Loomis, Sayles & Company. In addition to co-managing the Loomis Sayles Inflation Protected Securities Fund, Elaine is responsible for implementing interest rates and currency derivatives strategies for the alpha strategies group, as well as providing support to other products across the fixed income group.
Mark LaRochelle is a vice president and credit derivatives strategist for the alpha strategies roup at Loomis, Sayles & Company. He joined Loomis Sayles in 2000 and has 23 years of nvestment industry experience.
Chetan Shinde is a vice president of Loomis, Sayles & Company and a quantitative researcher in the systematic investing strategies team, where he is responsible for developing and implementing systematic and alternative risk premia-driven quantitative strategies in the multi-asset space. He joined Loomis Sayles in 2019 and has 13 years of investment industry experience.
Tom Stolberg is a vice president of Loomis, Sayles & Company and co-portfolio manager for the Loomis Sayles US high yield and credit asset strategies. He is also absolute return senior analyst for the fixed income group.
Harish Sundaresh is a vice president and portfolio manager at Loomis, Sayles & Company. As director of the firm’s systematic investing strategies team, he leads a team responsible for developing and managing systematic and alternative risk premia driven quantitative trading strategies in the multi-asset space. Additionally, Harish is responsible for leading firm-wide efforts to research and implement advanced quanta-mental portfolio construction techniques for risk premia portfolios and solutions.
Diqing Wu is a quantitative analyst in the systematic investing strategies team at Loomis,Sayles & Company, where he is responsible for developing and implementing systematic and alternative risk premia-driven quantitative strategies in the multi-asset space.
Peter Yanulis is a vice president of Loomis, Sayles & Company and a co-portfolio manager for the emerging markets debt blended total return strategy. He is also a multi-asset credit strategist for the alpha strategies group, focusing primarily on global emerging markets, portfolio construction and risk premia.
Brian Yen is a vice president and senior quantitative analyst at Loomis, Sayles & Company.
Ledger Yu is a vice president of Loomis Sayles Investments Limited, Loomis Sayles’ London-based entity, and a quantitative analyst for the quantitative research risk analysis (QRRA)
group.
