A segmented-contact set of a lead includes segmented contacts extending around less than an entire circumference of the lead and not in electrical contact with one another. The segmented-contact set includes first and second segmented contacts that each include a stimulation portion and a retention member. The stimulation portion has a stimulation surface exposed along an outer surface of the lead. The retention member is coupled to the stimulation portion. The stimulation portion and the retention member collectively form a loop of material that extends around a center transverse axis of the lead beneath the outer surface. A first insulating member is disposed between the stimulation portion of the first segmented contact and the retention member of the second segmented contact. A second insulating member is disposed between the stimulation portion of the second segmented contact and the retention member of the first segmented contact.