BlueBay Global Sovereign Opportunities Fund

Asset Manager: BlueBay Asset Management / Category: Global Flexible Bond

Last Update: April 2023 / 9 pages

Investment Objective

BlueBay’s Global Sovereign Opportunities Strategy is a discretionary global macro strategy investing in a portfolio of interest rates, currencies, and sovereign credit in developed and emerging markets globally.

The Portfolio targets a net annual return of cash plus 5% – 7% over a full investment cycle with an expected volatility of 8%.

The Fund invests at least 50% of its assets in fixed income securities rated investment grade and employs an active use of financial derivative instruments.It does not have a benchmark (absolute return objective).

Strategy

A macro thematic fund which seeks to achieve attractive absolute returns from a portfolio of interest rates, currencies across developed and EM.

Base Currency: USD

Benchmark: No benchmark (objective: cash +5 7%)

Investment Universe: Global Fixed Income securities

Liquidity: Daily

Fund Type/Domicile: Luxembourg SICAV UCITS

Inception date: 22/12/2015

Fund size (US$): 417mm (as of 28/02/2023)

Style Profile: Absolute return which aims to perform in all market environment. No market beta bias, no regional or DM/EM bias.

Instruments: Bonds, CDS, futures, FX spots & forwards, interest rate swap.

Main source of alpha: Interest rate risk / sovereign risk and relative risk / currencies.

WSP Selection: Not selected by WSP

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