BlueBay Funds - BlueBay Total Return Credit Fund R - USD

Fixed Income Style31/12/2019
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)USD 471
Maturity Distribution %
1 to 36.24
3 to 518.34
5 to 717.76
7 to 1019.11
10 to 1514.84
15 to 203.85
20 to 3014.42
Over 304.31
Effective Maturity6.99
Effective Duration-
Credit Quality Breakdown %     %
AAA0.64   BB41.22
AA2.43   B23.43
A8.40   Below B7.12
BBB16.67   Not Rated0.08
Asset Allocation31/12/2019
Asset Allocation
 % Long% Short% Net Assets
Top 10 Holdings31/12/2019
Total Number of Equity Holdings4
Total Number of Bond Holdings332
Assets in Top 10 Holdings18.23
NameSectorCountry% of Assets
United States Treasury Bonds 0%United States7.65
Intesa Sanpaolo S.p.A. 7.75%Italy1.88
Greece (Republic Of) 4%Greece1.56
Stichting AK Rabobank Certificaten 6.5%Netherlands1.37
Greece (Republic Of) 3.9%Greece1.19
Greece (Republic Of) 4.2%Greece1.15
UniCredit S.p.A. 9.25%Italy0.89
Caixabank S.A. 6.75%Spain0.86
Nationwide Building Society103United Kingdom0.84
Credit Suisse Group AG 7.25%Switzerland0.83
In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(

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