Euro ABS Investment Grade Overview Overview 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 Primary BenchmarkESTR Capitalisé Portfolio Management Sébastien André Portfolio Manager Read bio Alexandre Boulinguez Portfolio Manager Read bio Strategy Highlights 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 Strategy Facts as of 9/30/2024Strategy Inception3/1/2005Fact Sheet Performance Primary Benchmark: ESTR Capitalisé Month-End Performance as of -1/-1/-1CumulativeGrossNetIndex3 monthN/AN/AN/A Year-to-dateN/AN/AN/AQuarter-End Performance as of -1/-1/-1CumulativeGrossNetIndex3 monthN/AN/AN/A Year-to-dateN/AN/AN/ATrailing Performance as of -1/-1/-1Annualized Total ReturnGrossNetIndexSince Inception 3/1/2005 Period PerformanceYearGrossNetIndexN/AN/AN/AN/A Monthly Characteristics Monthly as of -1/-1/-1 Duration Distribution @ERROR% Sector Distribution (Fixed) * 0.0% Country Distribution @ERROR% Maturity Distribution @ERROR% 1 Quarterly Characteristics Quarterly as of -1/-1/-1 Duration DistributionFundIndex @ERROR%@ERROR% Sector Distribution (Fixed) *FundIndex 0.0%0.0% 0.0%0.0% Country DistributionFundIndex @ERROR%0.0% Maturity DistributionFundIndex @ERROR%@ERROR% 1 Holdings Top 10 holdings may not be representative of current or future holdings and will evolve over time. x < Page: / > Download PDF