Euro ABS Opportunities

The Euro ABS Opportunities strategy seeks to provide attractive risk-adjusted returns generated from income and capital appreciation mainly through investments in less liquid and higher yielding asset-backed securities (ABS)
Strategy Assets $77.9 million As of 12/31/2025
Asset Class Fixed
Inception Date 10/1/2005

Overview

Strategy Details

Primary Benchmark
EUR003M Rate Return Index

Available Vehicles

  • Institutional Separate Account

Portfolio Managers

Sébastien André

Portfolio Manager, Euro ABS

21 yearsIndustry Experience
1 yearsTenure at Loomis Sayles

Alexandre Boulinguez

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.

$19.6B* assets under management (as of 12/31/2025)

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 mezzanine investment grade European bonds of 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 transaction’s parties (originators/ servicers)
  • Seeks to maintain a low interest-rate sensitivity by investing mostly in floating rate bonds
  • SFDR Classification: Article 8

Composite Performance

Cumulative Total Return (%)
As of 12/31/2025
Period Gross Net Index
3 Months 0.77%0.63%0.52%
Year-To-Date 4.28%3.71%2.21%
Annualized Total Return (%)
As of 12/31/2025
Period Gross Net Index
1 Year 4.28%3.71%2.21%
3 Years 6.65%6.07%3.20%
5 Years 3.92%3.35%1.87%
10 Years 3.06%2.50%0.75%
Since 10/1/2005 2.19%1.63%1.23%
Period Performance (%)
As of 12/31/2025
Year Gross Net Index
2025 4.28%3.71%2.21%
2024 6.77%6.19%3.87%
2023 8.95%8.36%3.54%
2022 -1.96%-2.49%0.34%
2021 1.91%1.36%-0.55%
2020 2.14%1.58%-0.43%
2019 2.17%1.62%-0.36%
2018 0.59%0.04%-0.33%
2017 4.36%3.79%-0.33%
2016 1.84%1.29%-0.27%
Inception Date 10/1/2005

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, but allows for opportunistic below investment grade allocations with the following additional considerations. The strategy seeks to provide attractive risk-adjusted returns generated from income and capital appreciation mainly through investments in less liquid and higher yielding asset backed securities (ABS). The Composite inception date is October 1, 2005. The Composite was created in November 2024