Waveguide writing in poly (methyl methacrylate) (PMMA) with femtosecond laser radiation is presented. An adequate refractive index change is induced in the border area below the irradiated focal volume. It supports an almost symmetric fundamental mode with propagation losses down to 0.5  dB/cm, the lowest losses observed so far in this class of materials. The writing process with a cascaded focus is demonstrated to be highly reliable over a large parameter range.