Euro ABS Opportunities Overview Overview 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) Primary BenchmarkEURIBOR 3M 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 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 Strategy Facts as of 9/30/2024Strategy Inception10/1/2005Fact Sheet 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. Performance Primary Benchmark: EURIBOR 3M 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 10/1/2005 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