Euro ABS Investment Grade

The Euro ABS Investment Grade strategy seeks to provide an attractive level of income relative to short term interest rates mainly through investments in liquid and highly-rated asset-backed securities (ABS) whilst seeking capital preservation

Overview

Strategy Details

Available Vehicles

  • Institutional Separate Account

Portfolio Managers

Sébastien André

Mortgage and Structured Finance Portfolio Manager, Euro ABS

21 yearsIndustry Experience
1 yearsTenure at Loomis Sayles

Alexandre Boulinguez

Mortgage and Structured Finance Portfolio Manager, Euro ABS

19 yearsIndustry Experience
1 yearsTenure at Loomis Sayles

About the Team

Mortgage and Structured Finance

Diversified alpha through global asset-based investing.

$19.1B* assets under management (as of 9/30/2025)

Investment Strategy

  • A part of the Loomis Sayles Mortgage & Structured Finance Team which manages over $40 billion in securitized assets
  • Invests mainly in high quality and liquid senior investment grade European asset-backed securities (ABS)
  • Implements an active investment strategy based on a thorough analysis of each individual transaction
  • Aims to achieve strong diversification by collateral type, geography and transactions’ parties (originators/ servicers)
  • Seeks to maintain a very low interest rate sensitivity by investing mostly in floating rate bonds
  • SFDR Classification: Article 8

Documents

Important Disclosures

Performance data shown represents past performance and is no guarantee of future results. Current performance may be lower or higher than quoted. Returns are shown in US dollars and are annualized for one and multi-year periods. Gross returns are net of trading costs. Net returns are gross returns less effective management fees.

KEY RISKS: Credit Risk, Issuer Risk, Interest Rate Risk, Liquidity Risk, Non-US Securities Risk, Currency Risk, Prepayment Risk and Extension Risk. Investing involves risk including possible loss of principal.

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

Investment vehicles may not be available to all investors and are subject to eligibility.

The Composite includes all discretionary accounts with market values of at least €10 million managed by Loomis Sayles, with a Euro ABS focused strategy and guidelines that allow for investment grade average credit risk profile with the following additional considerations. The strategy seeks to provide an attractive level of income relative to short term interest rates mainly through investments in liquid and highly-rated asset backed securities (ABS) whilst seeking capital preservation. The Composite inception date is May 1, 2005. The Composite was created in November 2024.