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BlueBay Asset Management LLP

PRI reporting framework 2019

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Basic information

OO 01. Signatory category and services

01.1. Select the services and funds you offer

Select the services and funds you offer
% of asset under management (AUM) in ranges
Fund management
Fund of funds, manager of managers, sub-advised products
Other
Total 100%

Further options (may be selected in addition to the above)

01.2. Additional information. [Optional]

Founded in 2001, BlueBay Asset Management LLP (BlueBay) is a specialist fixed income manager offering solutions to institutions, consultants and financial intermediaries. We invest across the fixed income spectrum, from active long-only 'benchmark aware' portfolios to hedge funds/private debt. We are active in the following investment strategies: investment grade debt, emerging market debt, high yield/distressed debt & loans, convertible bonds, private lending and multi-credit.

Based in London, UK with offices in the US, Japan, Switzerland, Luxembourg, Germany and Australia, we employ approx. 378 employees and partners and manage approx. USD 60.1 billion (as of 31 December 2018) for institutional investors, distribution networks and high net worth individuals.

BlueBay is a wholly-owned subsidiary of Royal Bank of Canada (RBC) and part of the RBC asset management division, RBC Global Asset Management group of companies.

NOTE: OO 01.2

We have one fund which we would consider a macro - multi-strategy - but as could only select 1 option of the categories we chose another.  For relative value options - we have both corporates and sovereigns but were not able to select more than 1 option.


OO 02. Headquarters and operational countries

02.1. Select the location of your organisation’s headquarters.

United Kingdom

02.2. Indicate the number of countries in which you have offices (including your headquarters).

02.3. Indicate the approximate number of staff in your organisation in full-time equivalents (FTE).

378 FTE

02.4. Additional information. [Optional]

NOTE OO 02.3: The headcount as of 31 December 2018 was approx. 378 employees and partners.


OO 03. Subsidiaries that are separate PRI signatories

03.1. Indicate whether you have subsidiaries within your organisation that are also PRI signatories in their own right.

03.3. Additional information. [Optional]

NOTE: Our parent company, RBC, owns another asset management company, RBC Global Asset Management, which in August 2015, joined as a member of the PRI.


OO 04. Reporting year and AUM

04.1. Indicate the year end date for your reporting year.

31/12/2018

04.2. Indicate your total AUM at the end of your reporting year.

Include the AUM of subsidiaries, but exclude advisory/execution only assets, and exclude the assets of your PRI signatory subsidiaries that you have chosen not to report on in OO 03.2
Total AUM
trillions billions millions thousands hundreds
Currency
Assets in USD
trillions billions millions thousands hundreds

04.4. Indicate the total assets at the end of your reporting year subject to an execution and/or advisory approach.

04.5. Additional information. [Optional]

NOTE OO 04.2: AUM excludes uncalled capital commitments in private lending funds.


OO 06. How would you like to disclose your asset class mix

06.1. Select how you would like to disclose your asset class mix.

Internally managed (%)
Externally managed (%)

 

Listed equity 0 0 0 0
Fixed income >50% 90.5 0 0
Private equity 0 0 0 0
Property 0 0 0 0
Infrastructure 0 0 0 0
Commodities 0 0 0 0
Hedge funds <10% 3.5 0 0
Fund of hedge funds 0 0 0 0
Forestry 0 0 0 0
Farmland 0 0 0 0
Inclusive finance 0 0 0 0
Cash 0 0 0 0
Money market instruments 0 0 0 0
Other (1), specify <10% 6 0 0
Other (2), specify 0 0 0 0

'Other (1)' specified

          Private debt strategies
        

06.2. Publish asset class mix as per attached image [Optional].

06.3. Indicate whether your organisation has any off-balance sheet assets [Optional].

06.5. Indicate whether your organisation uses fiduciary managers.

06.6. Provide contextual information on your AUM asset class split. [Optional]


OO 07. Fixed income AUM breakdown

07.1. Provide to the nearest 5% the percentage breakdown of your Fixed Income AUM at the end of your reporting year, using the following categories.

Internally managed
37.3 SSA
18.5 Corporate (financial)
44.10 Corporate (non-financial)
0.1 Securitised
Total 100%

OO 08. Segregated mandates or pooled funds (Not Applicable)


OO 09. Breakdown of AUM by market

09.1. Indicate the breakdown of your organisation’s AUM by market.

81 Developed Markets
16 Emerging Markets
2.5 Frontier Markets
0.5 Other Markets
Total 100% 100%

09.2. Additional information. [Optional]

The majority of our assets are invested in developed markets in terms of where the securities are domiciled.  Data as of 31 December 2018.


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