# JSS Bond -
USD High Yield
Statement of investments and other net assets as of 30.06.2023
| Description | %		Expiry/ Currency Maturity | Initial holding on 01.07.2022 | Purchases* | Sales* | Closing holding on 30.06.2023 | Market value in USD | % of net assets |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Transferable securities admitted to an official | stock exchange listing |  |  |  |  |  |  |
| Shares |  |  |  |  |  |  |  |  |  |
| Altice Usa Inc |  |  | USD | 16 060 | - | -16 060 | - | - | 0.00 |
| American Axle & Manufact.Hldgs |  |  | USD | 18 688 | 560 | -950 | 18 298 | 151 324.46 | 0.08 |
| Ardagh Mp Rg |  |  | USD | 42 650 | 6 885 | -2 445 | 47 090 | 177 058.40 | 0.09 |
| Bausch Health Rg Registered Shs |  |  | USD | 13 510 | - | -13 510 | - | - | 0.00 |
| Boyd Gaming |  |  | USD | 3 305 | 490 | -465 | 3 330 | 231 002.10 | 0.12 |
| Brinks Co. |  |  | USD | 4 485 | 175 | -625 | 4 035 | 273 694.05 | 0.15 |
| Caesars Entertainment Inc |  |  | USD | - | 6 425 | - | 6 425 | 327 482.25 | 0.17 |
| Compass Minerals International |  |  | USD | 3 065 | - | -3 065 | - | - | 0.00 |
| Cumulus Media Inc Npv |  |  | USD | 34 037 | 3 545 | -6 805 | 30 777 | 126 185.70 | 0.07 |
| Dell Technologies Inc |  |  | USD | 4 770 | 570 | -150 | 5 190 | 280 830.90 | 0.15 |
| Devon Energy Corp.(New) |  |  | USD | 3 105 | - | -25 | 3 080 | 148 887.20 | 0.08 |
| Energizer Holdings Inc |  |  | USD | 8 225 | 275 | -360 | 8 140 | 273 341.20 | 0.14 |
| Enviva Inc |  |  | USD | 6 380 | 1 220 | -1 080 | 6 520 | 70 742.00 | 0.04 |
| Gms Inc |  |  | USD | 5 990 | 150 | -1 705 | 4 435 | 306 902.00 | 0.16 |
| Graphic Packaging Holding Co |  |  | USD | 17 831 | 235 | -3 375 | 14 691 | 353 024.73 | 0.19 |
| Gray Television Inc |  |  | USD | 6 110 | - | -6 110 | - | - | 0.00 |
| Iheartmedia Registered Shs -A- |  |  | USD | 28 910 | 11 990 | -1 785 | 39 115 | 142 378.60 | 0.08 |
| Koppers Holdings Inc |  |  | USD | 10 805 | - | -560 | 10 245 | 349 354.50 | 0.19 |
| Lear Corp |  |  | USD | 770 | 315 | -40 | 1 045 | 150 009.75 | 0.08 |
| Lumentum Holdings Inc |  |  | USD | 3 710 | 1 240 | -290 | 4 660 | 264 361.80 | 0.14 |
| Nrg Energy Inc |  |  | USD | 8 035 | 405 | -1 020 | 7 420 | 277 433.80 | 0.15 |
| O-I Glass Rg |  |  | USD | 21 980 | - | -2 970 | 19 010 | 405 483.30 | 0.22 |
| Pioneer Natural Resources Co |  |  | USD | 853 | 50 | -30 | 873 | 180 868.14 | 0.10 |
| Red Rock Resorts Inc |  |  | USD | 7 480 | 175 | -2 910 | 4 745 | 221 971.10 | 0.12 |
| Science Applications Intl Corp |  |  | USD | 3 555 | 60 | -975 | 2 640 | 296 947.20 | 0.16 |
| Stagwell Rg-A |  |  | USD | 79 062 | 16 465 | -22 770 | 72 757 | 524 577.97 | 0.28 |
| Suburban Propane Partners Units |  |  | USD | 23 519 | 395 | -5 210 | 18 704 | 276 819.20 | 0.15 |
| Teck Resources / -B- |  |  | USD | 6 725 | - | -6 725 | - | - | 0.00 |
| Townsquare Media Inc |  |  | USD | 23 555 | 2 670 | -8 155 | 18 070 | 215 213.70 | 0.11 |
| Urban One Inc |  |  | USD | - | 15 985 | -15 985 | - | - | 0.00 |
| Us Foods Holding Corp |  |  | USD | 6 125 | 425 | -95 | 6 455 | 284 020.00 | 0.15 |
| Vistra Energy Corp |  |  | USD | 13 675 | 935 | -2 885 | 11 725 | 307 781.25 | 0.16 |
| Westrock Co |  |  | USD | 6 800 | 145 | -3 100 | 3 845 | 111 774.15 | 0.06 |
|  |  |  |  |  |  |  |  | 6 729 469.45 | 3.59 |
| Bonds |  |  |  |  |  |  |  |  |  |
| Ally Fin 5.75% 15-20.11.25 | 5.750 | 20.11.25 | USD | - | 125 000 | - | 125 000 | 120 436.98 | 0.06 |
| Amerigas | 5.500 | 20.05.25 | USD | 250 000 | 100 000 | - | 350 000 | 338 237.87 | 0.18 |
| Amerigas Fi | 5.875 | 20.08.26 | USD | 700 000 | 75 000 | - | 775 000 | 729 529.82 | 0.39 |
| Ard Fin 6.5% 19-30.06.27/Pik 144A | 6.500 | 30.06.27 | USD | 1 679 186 | - | -525 000 | 1 154 186 | 937 312.90 | 0.50 |
| Ball Corp 6.0% 23-15.06.29 | 6.000 | 15.06.29 | USD | - | 125 000 | - | 125 000 | 124 218.75 | 0.07 |
| Ball Corp 6.875% 22-15.03.28 | 6.875 | 15.03.28 | USD | - | 175 000 | - | 175 000 | 178 647.00 | 0.10 |
| Bausch 7.25% 19-30.05.29 144A | 7.250 | 30.05.29 | USD | 650 000 | - | - | 650 000 | 277 023.50 | 0.15 |
| Centene Esc 2.625% 21-01.08.31 | 2.625 | 01.08.31 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Centene Esc 3.0% 20-15.10.30 | 3.000 | 15.10.30 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Chen Eng 3.25% 21-31.01.32 | 3.250 | 31.01.32 | USD | - | 200 000 | -100 000 | 100 000 | 82 402.45 | 0.04 |
| Csc Hldg 7.5% -01.04.28 | 7.500 | 01.04.28 | USD | 375 000 | - | -75 000 | 300 000 | 171 453.87 | 0.09 |
| Csc Holding | 5.250 | 01.06.24 | USD | 525 000 | - | -525 000 | - | - | 0.00 |
| Dolya Holdc 5.0% 20-15.07.28 144A | 5.000 | 15.07.28 | USD | 500 000 | - | -175 000 | 325 000 | 284 686.55 | 0.15 |
| Eqt Corp 3.9% 17-01.10.27 | 3.900 | 01.10.27 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Eqt Mdstm 5.5% 18-15.07.28 | 5.500 | 15.07.28 | USD | 625 000 | - | -150 000 | 475 000 | 449 059.03 | 0.24 |
| Eqt Mdstm 6.5% 18-15.07.48 | 6.500 | 15.07.48 | USD | 325 000 | - | -75 000 | 250 000 | 226 483.75 | 0.12 |
| Ford Mc 3.375% 20-13.11.25 | 3.375 | 13.11.25 | USD | 675 000 | - | - | 675 000 | 627 953.72 | 0.34 |
| Ford Mc 4.0% 20-13.11.30 | 4.000 | 13.11.30 | USD | 850 000 | - | - | 850 000 | 727 076.91 | 0.39 |
| Ford Mc 4.063% 19-01.11.24 | 4.063 | 01.11.24 | USD | 400 000 | - | - | 400 000 | 387 422.04 | 0.21 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Ford Mc 4.125% 20-17.08.27 | 4.125 | 17.08.27 | USD | 350 000 | - | - | 350 000 | 319 703.76 | 0.17 |
| Ford Mc 4.271% 20-09.01.27 | 4.271 | 09.01.27 | USD | 475 000 | - | - | 475 000 | 439 482.78 | 0.23 |
| Ford Mc 4.389% 16-08.01.26 | 4.389 | 08.01.26 | USD | 325 000 | - | - | 325 000 | 307 892.02 | 0.16 |
| Ford Mc 5.113% 19-03.05.29 | 5.113 | 03.05.29 | USD | 500 000 | - | - | 500 000 | 464 217.65 | 0.25 |
| Ford Mc 5.125% 20-16.06.25 | 5.125 | 16.06.25 | USD | 850 000 | 950 000 | - | 1 800 000 | 1 751 427.90 | 0.93 |
| Freeport Mc 5.25% 19-01.09.29 | 5.250 | 01.09.29 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Graphic Pac 4.75% 19-15.07.27 | 4.750 | 15.07.27 | USD | 175 000 | - | - | 175 000 | 166 630.52 | 0.09 |
| Graphic Packagn 3.5% 20-01.03.29 | 3.500 | 01.03.29 | USD | 75 000 | - | - | 75 000 | 65 678.45 | 0.04 |
| Grifols 4.75% 21-15.10.28 144A | 4.750 | 15.10.28 | USD | 200 000 | 725 000 | - | 925 000 | 803 769.50 | 0.43 |
| Hca | 5.875 | 15.02.26 | USD | 200 000 | - | - | 200 000 | 200 136.04 | 0.11 |
| Hca | 5.375 | 01.02.25 | USD | 475 000 | - | -250 000 | 225 000 | 223 091.23 | 0.12 |
| Hca 3.50% 20-01.09.30 | 3.500 | 01.09.30 | USD | 450 000 | - | -450 000 | - | - | 0.00 |
| Iheartcomm 6.375% 19-01.05.26 | 6.375 | 01.05.26 | USD | 50 000 | - | - | 50 000 | 42 006.25 | 0.02 |
| Iheartcomm 8.375% 19-01.05.27 | 8.375 | 01.05.27 | USD | 1 739 891 | - | -450 000 | 1 289 891 | 861 331.42 | 0.46 |
| Iho Verwalt 6% 19-15.05.27 /Pik | 6.000 | 15.05.27 | USD | 475 000 | 125 000 | - | 600 000 | 564 931.54 | 0.30 |
| Mgm Resorts | 6.000 | 15.03.23 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Navient 5.50% 21-15.03.29 | 5.500 | 15.03.29 | USD | 725 000 | - | - | 725 000 | 618 892.63 | 0.33 |
| Navient 6.75% 17-25.06.25 | 6.750 | 25.06.25 | USD | 175 000 | - | - | 175 000 | 172 217.50 | 0.09 |
| Navient 6.75% 18-15.06.26 | 6.750 | 15.06.26 | USD | 275 000 | 225 000 | - | 500 000 | 484 200.00 | 0.26 |
| Nrg Energy 5.75% 18-15.01.28 | 5.750 | 15.01.28 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Occidental 5.875% 20-01.09.25 | 5.875 | 01.09.25 | USD | 300 000 | - | - | 300 000 | 298 229.01 | 0.16 |
| Occidental 6.125% 20-01.01.31 | 6.125 | 01.01.31 | USD | 325 000 | - | -175 000 | 150 000 | 152 462.25 | 0.08 |
| Occidental 6.625% 20-01.09.30 | 6.625 | 01.09.30 | USD | 725 000 | - | -400 000 | 325 000 | 338 000.00 | 0.18 |
| Oxy 8.0% 20-15.07.25 | 8.000 | 15.07.25 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Oxy 8.875% 20-15.07.30 | 8.875 | 15.07.30 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Range Resou | 4.875 | 15.05.25 | USD | 125 000 | - | - | 125 000 | 122 619.62 | 0.07 |
| Schaef | 0.000 | 15.09.26 | USD | 650 000 | - | - | 650 000 | 600 268.50 | 0.32 |
| Seagate Hdd 9.625% 22-01.12.32 | 9.625 | 01.12.32 | USD | - | 766 625 | -100 000 | 666 625 | 736 047.99 | 0.39 |
| Sm Energy | 5.625 | 01.06.25 | USD | 275 000 | - | - | 275 000 | 269 046.25 | 0.14 |
| Sm Energy | 6.750 | 15.09.26 | USD | 400 000 | - | - | 400 000 | 390 243.63 | 0.21 |
| Sm Energy 6.50% 21-15.07.28 | 6.500 | 15.07.28 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Sprint Corp | 7.125 | 15.06.24 | USD | 475 000 | - | - | 475 000 | 479 668.06 | 0.26 |
| Sthwest En 4.75% 21-01.02.32 | 4.750 | 01.02.32 | USD | 200 000 | - | - | 200 000 | 176 554.56 | 0.09 |
| Sthwest En 5.375% 21-15.03.30 | 5.375 | 15.03.30 | USD | 125 000 | - | - | 125 000 | 116 744.64 | 0.06 |
| Tenet Hlthc | 6.750 | 15.06.23 | USD | 550 000 | - | -550 000 | - | - | 0.00 |
| Tenet Hlthc 4.25% 21-01.06.29 | 4.250 | 01.06.29 | USD | 425 000 | - | -425 000 | - | - | 0.00 |
| Tenet Hlthc 4.25% 23-01.06.29 | 4.250 | 01.06.29 | USD | - | 425 000 | - | 425 000 | 384 363.63 | 0.21 |
| The Kraft 4.375% 16-01.06.46 | 4.375 | 01.06.46 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| T-Mobile Us 2.25% 15.02.26 144A | 2.250 | 15.02.26 | USD | 400 000 | - | -400 000 | - | - | 0.00 |
| T-Mobile Us 2.25% 21-15.02.26 | 2.250 | 15.02.26 | USD | 250 000 | 400 000 | -650 000 | - | - | 0.00 |
| T-Mobile Us 2.625% 21-15.02.29 | 2.625 | 15.02.29 | USD | 350 000 | - | -350 000 | - | - | 0.00 |
| T-Mobile Us 2.875% 21-15.02.31 | 2.875 | 15.02.31 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| T-Mobile Us 3.375% 21-15.04.29 | 3.375 | 15.04.29 | USD | - | 650 000 | -650 000 | - | - | 0.00 |
| T-Mobile Us 3.375% 21-15.04.29 | 3.375 | 15.04.29 | USD | 650 000 | - | -650 000 | - | - | 0.00 |
| Transdi 6.375% 17-15.06.26 | 6.375 | 15.06.26 | USD | 425 000 | - | -25 000 | 400 000 | 395 277.84 | 0.21 |
| Transdigm 5.50% 20-15.11.27 | 5.500 | 15.11.27 | USD | 650 000 | - | - | 650 000 | 613 834.33 | 0.33 |
| Transdigm 7.50% 19-15.03.27 | 7.500 | 15.03.27 | USD | 550 000 | - | - | 550 000 | 551 437.15 | 0.29 |
| Transdigm U 6.875% 18-15.05.26 | 6.875 | 15.05.26 | USD | 325 000 | - | - | 325 000 | 322 390.77 | 0.17 |
| Trivium Pack 5.5% 19-15.08.26 | 5.500 | 15.08.26 | USD | 200 000 | - | - | 200 000 | 192 290.18 | 0.10 |
| Usacmpr Ptr 6.875% 18-01.04.26 | 6.875 | 01.04.26 | USD | 975 000 | - | -175 000 | 800 000 | 784 257.76 | 0.42 |
| Usagm Holdc 9.75% 19-15.07.27 | 9.750 | 15.07.27 | USD | 1 850 000 | - | -400 000 | 1 450 000 | 1 283 779.11 | 0.68 |
| Utd Rent Na 3.75% 21-15.01.32 | 3.750 | 15.01.32 | USD | 175 000 | - | - | 175 000 | 148 435.54 | 0.08 |
| Utd Rent Na 3.875% 20-15.02.31 | 3.875 | 15.02.31 | USD | 300 000 | - | - | 300 000 | 259 985.00 | 0.14 |
| Utd Rent Na 4.0% 20-15.07.30 | 4.000 | 15.07.30 | USD | 250 000 | - | - | 250 000 | 221 666.43 | 0.12 |
| Utd Rentals 5.5% 16-15.05.27 | 5.500 | 15.05.27 | USD | 111 000 | - | -111 000 | - | - | 0.00 |
| Veritas Us 7.50% 20-01.09.25 | 7.500 | 01.09.25 | USD | 775 000 | - | -275 000 | 500 000 | 406 513.41 | 0.22 |
| Western Gas 4.5% 18-01.03.28 | 4.500 | 01.03.28 | USD | 150 000 | - | - | 150 000 | 141 669.60 | 0.08 |
| Western Gas 4.65% 16-01.07.26 | 4.650 | 01.07.26 | USD | 50 000 | - | - | 50 000 | 48 152.42 | 0.03 |
| Western Gas 4.75% 18-15.08.28 | 4.750 | 15.08.28 | USD | 125 000 | - | - | 125 000 | 118 760.28 | 0.06 |
| Western Gas 5.3% 18-01.03.48 | 5.300 | 01.03.48 | USD | 725 000 | - | -300 000 | 425 000 | 354 872.92 | 0.19 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Western Gas 5.45% 14-01.04.44 | 5.450 | 01.04.44 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Western Gas 5.5% 18-15.08.48 | 5.500 | 15.08.48 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Yum Brands 3.625% 20-15.03.31 | 3.625 | 15.03.31 | USD | 75 000 | - | - | 75 000 | 64 856.38 | 0.03 |
| Yum Brands 4.625% 21-31.01.32 | 4.625 | 31.01.32 | USD | 175 000 | - | - | 175 000 | 158 307.68 | 0.08 |
| Ziggo | 6.000 | 15.01.27 | USD | 1 000 000 | - | - | 1 000 000 | 919 030.40 | 0.49 |
| Ziggo Bv 4.875% 19-15.01.30 | 4.875 | 15.01.30 | USD | 200 000 | - | - | 200 000 | 166 181.88 | 0.09 |
|  |  |  |  |  |  |  |  | 24 363 501.55 | 13.00 |

Transferable securities dealt on another regulated market
| Bonds |  |
| --- | --- |
| 1011778 Bc 3.50% 20-15.02.29 144A | 3.500 | 15.02.29 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| 1011778 Bc 3.875% 19-15.01.28 144A | 3.875 | 15.01.28 | USD | 375 000 | - | -375 000 | - | - | 0.00 |
| 1011778 Bc 4.0% 20-15.10.30 | 4.000 | 15.10.30 | USD | 2 425 000 | - | - | 2 425 000 | 2 078 270.83 | 1.11 |
| Academy Ltd 6.0% 20-15.11.27 144A | 6.000 | 15.11.27 | USD | 275 000 | 150 000 | - | 425 000 | 408 476.00 | 0.22 |
| Acadia Hlth 5.0% 20-15.04.29 | 5.000 | 15.04.29 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Acadia Hlth 5.50% 20-01.07.28 | 5.500 | 01.07.28 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Adapthealth 4.625% 21-01.08.29 | 4.625 | 01.08.29 | USD | 600 000 | - | -100 000 | 500 000 | 399 542.50 | 0.21 |
| Adapthealth 5.125% 21-01.03.30 | 5.125 | 01.03.30 | USD | 350 000 | - | -100 000 | 250 000 | 202 742.50 | 0.11 |
| Adient Glob | 4.875 | 15.08.26 | USD | 1 050 000 | - | -75 000 | 975 000 | 927 531.83 | 0.49 |
| Adient Glob 7% 23-15.04.28 144A | 7.000 | 15.04.28 | USD | - | 100 000 | - | 100 000 | 101 187.50 | 0.05 |
| Affinity 6.875% 15.12.28 144A | 6.875 | 15.12.27 | USD | 675 000 | - | - | 675 000 | 594 605.57 | 0.32 |
| Albertsons 3.50% 20-15.03.29 144A | 3.500 | 15.03.29 | USD | 550 000 | - | -325 000 | 225 000 | 195 001.47 | 0.10 |
| Albertsons 5.875% 15.02.28 144A | 5.875 | 15.02.28 | USD | 250 000 | - | - | 250 000 | 243 200.00 | 0.13 |
| Albertsons 6.5% 23-15.02.28 144A | 6.500 | 15.02.28 | USD | - | 400 000 | - | 400 000 | 401 118.00 | 0.21 |
| Albertsons 7.5% 19-15.03.26 144A | 7.500 | 15.03.26 | USD | 175 000 | - | - | 175 000 | 178 123.75 | 0.09 |
| Albertsons C 3.25% 15.03.26 144A | 3.250 | 15.03.26 | USD | 175 000 | - | - | 175 000 | 161 685.97 | 0.09 |
| Allied Univ 6.0% 21-01.06.29 144A | 6.000 | 01.06.29 | USD | 825 000 | - | - | 825 000 | 609 834.19 | 0.33 |
| Amer Bld 4.0% 19-15.01.28 144A | 4.000 | 15.01.28 | USD | 250 000 | 175 000 | - | 425 000 | 387 764.65 | 0.21 |
| American Ai 5.50% 20.04.26 144A | 5.500 | 20.04.26 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| American Ai 5.75% 20.04.29 P 144A | 5.750 | 20.04.29 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Ams 7.0% 20-31.07.25 144A | 7.000 | 31.07.25 | USD | 300 000 | - | - | 300 000 | 265 175.86 | 0.14 |
| Amwins Grou 4.875% 30.06.29 144A | 4.875 | 30.06.29 | USD | 1 100 000 | - | - | 1 100 000 | 994 376.24 | 0.53 |
| Antero 5.75% 19-01.03.27 144A | 5.750 | 01.03.27 | USD | 1 125 000 | - | - | 1 125 000 | 1 084 829.63 | 0.58 |
| Antero 5.75% 19-15.01.28 | 5.750 | 15.01.28 | USD | 750 000 | - | -125 000 | 625 000 | 596 478.44 | 0.32 |
| Antero 7.625% 21-01.02.29 144A | 7.625 | 01.02.29 | USD | 188 000 | - | -78 000 | 110 000 | 111 708.08 | 0.06 |
| Antero 7.875% 20-15.05.26 144A | 7.875 | 15.05.26 | USD | 225 000 | - | - | 225 000 | 228 239.10 | 0.12 |
| Antero Mid 5.375% 21-15.06.29 | 5.375 | 15.06.29 | USD | 500 000 | - | -400 000 | 100 000 | 93 021.99 | 0.05 |
| Antero Res 5.375% 21-01.03.30 | 5.375 | 01.03.30 | USD | 175 000 | - | - | 175 000 | 160 470.15 | 0.09 |
| Antero Res 8.375% 21-15.07.26 | 8.375 | 15.07.26 | USD | 81 000 | - | -81 000 | - | - | 0.00 |
| Aramark Ser 6.375% 20-01.05.25 144A | 6.375 | 01.05.25 | USD | 550 000 | - | - | 550 000 | 549 943.96 | 0.29 |
| Archrock 6.25% 19-01.04.28 | 6.250 | 01.04.28 | USD | 725 000 | - | - | 725 000 | 678 650.75 | 0.36 |
| Archrock P 6.875% 19-01.04.27 | 6.875 | 01.04.27 | USD | 1 000 000 | - | -250 000 | 750 000 | 720 930.00 | 0.38 |
| Ardagh Meta 4.0% 21-01.09.29 | 4.000 | 01.09.29 | USD | 625 000 | - | -375 000 | 250 000 | 198 271.73 | 0.11 |
| Ardagh Pck 5.25% 19-15.08.27 144A | 5.250 | 15.08.27 | USD | 450 000 | 175 000 | - | 625 000 | 529 789.13 | 0.28 |
| Ardagh Pck 5.25% 20-15.08.27 144A | 5.250 | 15.08.27 | USD | 800 000 | 400 000 | -300 000 | 900 000 | 762 896.34 | 0.41 |
| Ardent H S 5.75% 21-15.07.29 | 5.750 | 15.07.29 | USD | 325 000 | - | - | 325 000 | 280 546.50 | 0.15 |
| Ardonagh Mi 11.50% 20-15.01.27 144A | 11.500 | 15.01.27 | USD | 678 203 | 243 235 | - | 921 438 | 852 330.15 | 0.45 |
| Asbury Auto 4.625% 21-15.11.29 | 4.625 | 15.11.29 | USD | 150 000 | 100 000 | - | 250 000 | 222 192.40 | 0.12 |
| Asbury Auto 5.0% 21-15.02.32 | 5.000 | 15.02.32 | USD | 300 000 | - | - | 300 000 | 261 504.96 | 0.14 |
| Ascent Reso 5.875% 21-30.06.29 | 5.875 | 30.06.29 | USD | 300 000 | - | -100 000 | 200 000 | 178 752.30 | 0.10 |
| Ascent Reso 7% 18-01.11.26 144A | 7.000 | 01.11.26 | USD | 575 000 | - | -275 000 | 300 000 | 290 654.82 | 0.15 |
| Ascent Reso 8.25% 20-31.12.28 | 8.250 | 31.12.28 | USD | 250 000 | - | - | 250 000 | 246 067.40 | 0.13 |
| Assuredpart 5.625% 20-15.01.29 | 5.625 | 15.01.29 | USD | 525 000 | - | - | 525 000 | 454 924.79 | 0.24 |
| Assuredpart 7% 17-15.08.25 144A | 7.000 | 15.08.25 | USD | 200 000 | - | - | 200 000 | 197 753.07 | 0.11 |
| Audacy Capital 6.75% 31.03.29 | 6.750 | 31.03.29 | USD | 450 000 | - | - | 450 000 | 12 478.50 | 0.01 |
| Avantor 4.625% 20-15.07.28 144A | 4.625 | 15.07.28 | USD | 650 000 | - | - | 650 000 | 603 252.78 | 0.32 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Avantor Fdg 3.875% 21-01.11.29 | 3.875 | 01.11.29 | USD | 600 000 | - | -100 000 | 500 000 | 438 166.15 | 0.23 |
| Axalta 4.75% 20-15.06.27 144A | 4.750 | 15.06.27 | USD | 150 000 | - | - | 150 000 | 141 538.91 | 0.08 |
| Axalta Coat 3.375% 20-15.02.29 | 3.375 | 15.02.29 | USD | 150 000 | - | - | 150 000 | 127 825.50 | 0.07 |
| Ball Corp 3.125% 21-15.09.31 | 3.125 | 15.09.31 | USD | 275 000 | - | - | 275 000 | 226 552.73 | 0.12 |
| Bausch 4.875% 21-01.06.28 | 4.875 | 01.06.28 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Bausch 5.0% 19-30.01.28 | 5.000 | 30.01.28 | USD | 200 000 | - | - | 200 000 | 86 009.00 | 0.05 |
| Bausch 5.0% 20-15.02.29 | 5.000 | 15.02.29 | USD | 500 000 | - | - | 500 000 | 210 752.50 | 0.11 |
| Bausch 5.25% 19-30.01.30 | 5.250 | 30.01.30 | USD | 675 000 | - | -325 000 | 350 000 | 145 708.50 | 0.08 |
| Bausch 5.25% 20-15.02.31 144A | 5.250 | 15.02.31 | USD | 350 000 | - | - | 350 000 | 146 629.00 | 0.08 |
| Bausch 6.125% 22-01.02.27 | 6.125 | 01.02.27 | USD | 75 000 | - | - | 75 000 | 48 101.25 | 0.03 |
| Bausch 6.25% 20-15.02.29 144A | 6.250 | 15.02.29 | USD | 250 000 | - | - | 250 000 | 107 822.50 | 0.06 |
| Bausch Hl 5.75% 19-15.08.27 | 5.750 | 15.08.27 | USD | 175 000 | - | - | 175 000 | 107 422.00 | 0.06 |
| Bcpe 7.625% 21-01.05.27 144A | 7.625 | 01.05.27 | USD | 1 225 000 | 50 000 | - | 1 275 000 | 1 187 138.79 | 0.63 |
| Bellring Br 7.0% 22-15.03.30 | 7.000 | 15.03.30 | USD | 500 000 | - | - | 500 000 | 503 685.00 | 0.27 |
| Berry Glb 5.625% 19-15.07.27 144A | 5.625 | 15.07.27 | USD | 575 000 | - | - | 575 000 | 563 298.75 | 0.30 |
| Berry Petr 7% 18-15.02.26 | 7.000 | 15.02.26 | USD | 250 000 | - | - | 250 000 | 231 547.50 | 0.12 |
| Booz Allen 3.875% 20-01.09.28 | 3.875 | 01.09.28 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Booz Allen 4.0% 21-01.07.29 | 4.000 | 01.07.29 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Boxer 9.125% 20-01.03.26 144A | 9.125 | 01.03.26 | USD | 250 000 | 325 000 | - | 575 000 | 573 076.63 | 0.31 |
| Boyd Gam 4.75% 19-01.12.27 144A | 4.750 | 01.12.27 | USD | 400 000 | - | -150 000 | 250 000 | 237 105.50 | 0.13 |
| Boyd Gam 4.75% 21-15.06.31 | 4.750 | 15.06.31 | USD | 150 000 | - | - | 150 000 | 134 164.20 | 0.07 |
| Broadstreet 5.875% 21-15.04.29 | 5.875 | 15.04.29 | USD | 1 575 000 | 175 000 | - | 1 750 000 | 1 519 918.93 | 0.81 |
| Bway 5.5% 17-15.04.24 144A | 5.500 | 15.04.24 | USD | 400 000 | - | -400 000 | - | - | 0.00 |
| Bway 7.25% 17-15.04.25 144A | 7.250 | 15.04.25 | USD | 750 000 | - | -750 000 | - | - | 0.00 |
| Bway 7.875% 23-15.08.26 | 7.875 | 15.08.26 | USD | - | 525 000 | -100 000 | 425 000 | 422 141.46 | 0.23 |
| Caesars 4.625% 21-15.10.29 144A | 4.625 | 15.10.29 | USD | 225 000 | - | - | 225 000 | 196 660.80 | 0.10 |
| Caesars25 5.75% 20-01.07.25 144A | 5.750 | 01.07.25 | USD | 300 000 | - | - | 300 000 | 303 810.60 | 0.16 |
| Callon Petr 6.375% 18-01.07.26 | 6.375 | 01.07.26 | USD | 100 000 | - | - | 100 000 | 97 563.80 | 0.05 |
| Callon Petroleum Co 7.5% 144A | 7.500 | 15.06.30 | USD | 175 000 | - | - | 175 000 | 165 350.19 | 0.09 |
| Calpine 4.50% 19-15.02.28 | 4.500 | 15.02.28 | USD | 150 000 | - | - | 150 000 | 135 945.50 | 0.07 |
| Calpine 4.625% 20-01.02.29 144A | 4.625 | 01.02.29 | USD | 225 000 | - | - | 225 000 | 190 084.34 | 0.10 |
| Calpine 5.0% 20-01.02.31 | 5.000 | 01.02.31 | USD | 225 000 | - | - | 225 000 | 186 385.82 | 0.10 |
| Calpine 5.125% 19-15.03.28 144A | 5.125 | 15.03.28 | USD | 275 000 | - | - | 275 000 | 245 777.90 | 0.13 |
| Calpine 5.25% 16-01.06.26 144A | 5.250 | 01.06.26 | USD | 125 000 | - | - | 125 000 | 120 840.79 | 0.06 |
| Camelot Ret 8.75% 22-01.08.28 | 8.750 | 01.08.28 | USD | - | 350 000 | - | 350 000 | 331 211.77 | 0.18 |
| Capstone 8.0% 23-15.06.30 | 8.000 | 15.06.30 | USD | - | 475 000 | - | 475 000 | 469 528.00 | 0.25 |
| Carrizo 8.25% 17-15.07.25 | 8.250 | 15.07.25 | USD | 100 000 | - | - | 100 000 | 99 442.00 | 0.05 |
| Cars.Com 6.375% 20-01.11.28 | 6.375 | 01.11.28 | USD | 600 000 | - | - | 600 000 | 553 361.89 | 0.30 |
| Catalent Phar 3.50% 01.04.30 | 3.500 | 01.04.30 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Cbs Out Am 4.625% 19-15.03.30 | 4.625 | 15.03.30 | USD | 150 000 | - | - | 150 000 | 125 139.05 | 0.07 |
| Cbs Out Am 5% 19-15.08.27 | 5.000 | 15.08.27 | USD | - | 225 000 | - | 225 000 | 204 550.88 | 0.11 |
| Cbs Radio I 6.5% 19-01.05.27 144A | 6.500 | 01.05.27 | USD | 750 000 | - | - | 750 000 | 15 041.25 | 0.01 |
| Ccm Merger 6.375% 20-01.05.26 | 6.375 | 01.05.26 | USD | 75 000 | - | - | 75 000 | 72 839.25 | 0.04 |
| Cco Hldgs 4.25% 20-01.02.31 144A | 4.250 | 01.02.31 | USD | 775 000 | - | -200 000 | 575 000 | 466 444.20 | 0.25 |
| Cco Hldgs 4.25% 21-15.01.34 144A | 4.250 | 15.01.34 | USD | 575 000 | - | - | 575 000 | 435 223.65 | 0.23 |
| Cco Hldgs 4.50% 20-01.05.32 | 4.500 | 01.05.32 | USD | 725 000 | - | -75 000 | 650 000 | 519 684.23 | 0.28 |
| Cco Hldgs 4.50% 20-15.08.30 | 4.500 | 15.08.30 | USD | 725 000 | - | -300 000 | 425 000 | 354 252.25 | 0.19 |
| Cco Hldgs 4.50% 21-01.06.33 | 4.500 | 01.06.33 | USD | 325 000 | - | - | 325 000 | 255 558.62 | 0.14 |
| Cco Hldgs 4.75% 19-01.03.30 144A | 4.750 | 01.03.30 | USD | 500 000 | - | -275 000 | 225 000 | 192 634.02 | 0.10 |
| Cco Hldgs 5% 17-01.02.28 144A | 5.000 | 01.02.28 | USD | 800 000 | - | - | 800 000 | 729 754.56 | 0.39 |
| Cco Hldgs 5.125% 01.05.27 144A | 5.125 | 01.05.27 | USD | 425 000 | - | - | 425 000 | 396 224.48 | 0.21 |
| Cco Hldgs 5.375% 19-01.06.29 144A | 5.375 | 01.06.29 | USD | 500 000 | - | -400 000 | 100 000 | 90 502.35 | 0.05 |
| Centene Esc 4.25% 19-15.12.27 | 4.250 | 15.12.27 | USD | 550 000 | - | - | 550 000 | 516 230.00 | 0.28 |
| Centene Esc 4.625% 19-15.12.29 | 4.625 | 15.12.29 | USD | 725 000 | - | -725 000 | - | - | 0.00 |
| Centenn 5.375% 17-15.01.26 144A | 5.375 | 15.01.26 | USD | - | 125 000 | - | 125 000 | 119 237.83 | 0.06 |
| Centennial 6.875% 01.04.27 144A | 6.875 | 01.04.27 | USD | 575 000 | - | - | 575 000 | 568 746.88 | 0.30 |
| Central Par 7.25% 22-15.06.29 | 7.250 | 15.06.29 | USD | 375 000 | 175 000 | - | 550 000 | 544 988.68 | 0.29 |
| Cheever Esc 7.125% 22-01.10.27 | 7.125 | 01.10.27 | USD | - | 200 000 | - | 200 000 | 180 499.62 | 0.10 |
| Chen Eng 3.25% 21-31.01.32 | 3.250 | 31.01.32 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Chen Eng 4.0% 21-01.03.31 | 4.000 | 01.03.31 | USD | 575 000 | - | -275 000 | 300 000 | 264 439.56 | 0.14 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Chen Eng 4.50% 20-01.10.29 | 4.500 | 01.10.29 | USD | 325 000 | - | - | 325 000 | 298 504.96 | 0.16 |
| Cheniere En 4.625% 21-15.10.28 | 4.625 | 15.10.28 | USD | 275 000 | - | - | 275 000 | 257 074.65 | 0.14 |
| Chesapeake 5.875% 21-01.02.29 144A | 5.875 | 01.02.29 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Chs 5.25% 22-15.05.30 | 5.250 | 15.05.30 | USD | 200 000 | - | - | 200 000 | 157 749.40 | 0.08 |
| Chs 6.0% 20-15.01.29 144A | 6.000 | 15.01.29 | USD | 75 000 | - | - | 75 000 | 63 174.38 | 0.03 |
| Chs 6.125% 21-01.04.30 | 6.125 | 01.04.30 | USD | 400 000 | - | -225 000 | 175 000 | 104 449.63 | 0.06 |
| Chs 6.875% 21-15.04.29 | 6.875 | 15.04.29 | USD | 950 000 | - | - | 950 000 | 598 243.50 | 0.32 |
| Chs 8% 19-15.03.26 144A | 8.000 | 15.03.26 | USD | 325 000 | 75 000 | -50 000 | 350 000 | 340 670.82 | 0.18 |
| Chs 8.0% 19-15.12.27 | 8.000 | 15.12.27 | USD | 125 000 | - | - | 125 000 | 120 925.33 | 0.06 |
| Churchill 6.75% 23-01.05.31 | 6.750 | 01.05.31 | USD | - | 175 000 | - | 175 000 | 173 250.00 | 0.09 |
| Ciena 4.0% 22-31.01.30 144A | 4.000 | 31.01.30 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Civitas Res 8.375% 01.07.28 144A | 8.375 | 01.07.28 | USD | - | 150 000 | - | 150 000 | 151 729.50 | 0.08 |
| Civitas Res 8.75% 01.07.31 144A | 8.750 | 01.07.31 | USD | - | 75 000 | - | 75 000 | 76 144.50 | 0.04 |
| Clarivate 4.875% 21-01.07.29 144A | 4.875 | 01.07.29 | USD | 725 000 | - | - | 725 000 | 643 894.69 | 0.34 |
| Clearwat | 5.375 | 01.02.25 | USD | 675 000 | - | -275 000 | 400 000 | 390 600.56 | 0.21 |
| Clearwat 4.75% 20-15.08.28 | 4.750 | 15.08.28 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Cleveland 4.625% 21-01.03.29 144A | 4.625 | 01.03.29 | USD | 525 000 | - | -100 000 | 425 000 | 383 233.47 | 0.20 |
| Cleveland 4.875% 21-1.03.31 144A | 4.875 | 01.03.31 | USD | 400 000 | - | -400 000 | - | - | 0.00 |
| Clydesdale 8.75% 22-15.04.30 -144A- | 8.750 | 15.04.30 | USD | 2 150 000 | - | -75 000 | 2 075 000 | 1 832 512.80 | 0.98 |
| Cm New Hold 6.75% 19-01.07.26 | 6.750 | 01.07.26 | USD | 376 000 | - | -126 000 | 250 000 | 172 153.35 | 0.09 |
| Cmp Cmfc 7.375% 23-01.02.31 144A | 7.375 | 01.02.31 | USD | - | 300 000 | - | 300 000 | 296 044.98 | 0.16 |
| Cndo M 7.375% 22-15.02.30 144A | 7.375 | 15.02.30 | USD | 1 500 000 | 300 000 | - | 1 800 000 | 1 566 802.26 | 0.84 |
| Cnx Mdstrm 4.75% 21-15.04.30 | 4.750 | 15.04.30 | USD | 400 000 | - | - | 400 000 | 339 682.68 | 0.18 |
| Coeur Minin 5.125% 21-15.02.29 | 5.125 | 15.02.29 | USD | 525 000 | - | - | 525 000 | 433 681.50 | 0.23 |
| Colt Merger Sub 6.25% 1.07.25 144A | 6.250 | 01.07.25 | USD | 400 000 | - | - | 400 000 | 398 473.52 | 0.21 |
| Colt Merger Sub 8.125% 1.07.27 144A | 8.125 | 01.07.27 | USD | 675 000 | 100 000 | -100 000 | 675 000 | 691 338.38 | 0.37 |
| Compass Min | 4.875 | 15.07.24 | USD | 575 000 | - | -575 000 | - | - | 0.00 |
| Compass Min 6.75% 19-01.12.27 | 6.750 | 01.12.27 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Comstock Re 5.875% 21-15.01.30 144A | 5.875 | 15.01.30 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Comstock Re 6.75% 21-01.03.29 | 6.750 | 01.03.29 | USD | 700 000 | - | - | 700 000 | 641 314.45 | 0.34 |
| Consensus 6.0% 21-15.10.26 144A | 6.000 | 15.10.26 | USD | 325 000 | 50 000 | - | 375 000 | 341 074.93 | 0.18 |
| Consensus 6.50% 21-15.10.28 144A | 6.500 | 15.10.28 | USD | 375 000 | 200 000 | - | 575 000 | 492 142.33 | 0.26 |
| Cornerstone 6.125% 20-15.01.29 144A | 6.125 | 15.01.29 | USD | 275 000 | - | -25 000 | 250 000 | 197 911.25 | 0.11 |
| Cp Atlas Bu 7.0% 20-01.12.28 144A | 7.000 | 01.12.28 | USD | 1 200 000 | - | -300 000 | 900 000 | 707 512.50 | 0.38 |
| Crown Am 5.25% 22-1.04.30 144A | 5.250 | 01.04.30 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Crown Amer/ 4.75% 18-01.02.26 | 4.750 | 01.02.26 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Crrock 5.0% 21-01.05.29 | 5.000 | 01.05.29 | USD | 100 000 | - | - | 100 000 | 93 782.00 | 0.05 |
| Crrock 5.625% 17-15.10.25 144A | 5.625 | 15.10.25 | USD | 825 000 | - | - | 825 000 | 813 738.75 | 0.43 |
| Csc Hld 4.125% 20-01.12.30 144A | 4.125 | 01.12.30 | USD | 900 000 | - | - | 900 000 | 630 412.74 | 0.34 |
| Csc Hld 4.5% 21-15.11.31 144A | 4.500 | 15.11.31 | USD | 375 000 | - | - | 375 000 | 261 792.98 | 0.14 |
| Csc Hld 4.625% 20-01.12.30 144A | 4.625 | 01.12.30 | USD | 400 000 | - | - | 400 000 | 178 404.46 | 0.10 |
| Csc Hld Inc 3.375% 15.02.31 144A | 3.375 | 15.02.31 | USD | 200 000 | - | - | 200 000 | 135 571.50 | 0.07 |
| Csc Hld Inc 5.0% 21-15.11.31 | 5.000 | 15.11.31 | USD | 300 000 | - | - | 300 000 | 140 067.87 | 0.07 |
| Csc Hld Inc 5.75% 19-15.01.30 | 5.750 | 15.01.30 | USD | 1 375 000 | - | -150 000 | 1 225 000 | 580 141.63 | 0.31 |
| Csc Hldg | 5.500 | 15.04.27 | USD | 950 000 | - | -125 000 | 825 000 | 687 653.84 | 0.37 |
| Dana Fin Lu 5.75% 17-15.04.25 | 5.750 | 15.04.25 | USD | 400 000 | - | -199 000 | 201 000 | 198 292.53 | 0.11 |
| Dana Inc 4.50% 21-15.02.32 | 4.500 | 15.02.32 | USD | 175 000 | - | - | 175 000 | 145 446.00 | 0.08 |
| Davita 4.625% 20-01.06.30 | 4.625 | 01.06.30 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Diamond 6.625% 19-15.08.27 144A | 6.625 | 15.08.27 | USD | 600 000 | - | -600 000 | - | - | 0.00 |
| Diamond Bc 4.625% 21-01.10.29 | 4.625 | 01.10.29 | USD | 850 000 | 175 000 | - | 1 025 000 | 1 034 621.16 | 0.55 |
| Diamond Spo 5.375% 15.08.26 Regs | 5.375 | 15.08.26 | USD | 225 000 | - | - | 225 000 | 7 734.38 | 0.00 |
| Diebold Nix 9.375% 20-15.07.25 | 9.375 | 15.07.25 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Directv 5.875% 21-15.08.27 | 5.875 | 15.08.27 | USD | 525 000 | - | -225 000 | 300 000 | 271 990.47 | 0.15 |
| Dish Dbs | 7.750 | 01.07.26 | USD | 300 000 | - | - | 300 000 | 184 923.00 | 0.10 |
| Dish Dbs 5.125% 21-01.06.29 | 5.125 | 01.06.29 | USD | 1 100 000 | - | - | 1 100 000 | 511 809.20 | 0.27 |
| Dish Dbs 5.75% 21-01.12.28 | 5.750 | 01.12.28 | USD | 250 000 | - | -125 000 | 125 000 | 93 217.13 | 0.05 |
| Dish Dbs 7.375% 20-01.07.28 | 7.375 | 01.07.28 | USD | 300 000 | - | - | 300 000 | 160 932.00 | 0.09 |
| Dish Netwrk 11.75% 22-15.11.27 | 11.750 | 15.11.27 | USD | - | 350 000 | - | 350 000 | 341 486.39 | 0.18 |
| Dornoch Deb 6.625% 21-15.10.29 | 6.625 | 15.10.29 | USD | 1 200 000 | - | -125 000 | 1 075 000 | 878 301.34 | 0.47 |
| Dt Midstrea 4.375% 21-15.06.31 | 4.375 | 15.06.31 | USD | 275 000 | - | - | 275 000 | 237 303.14 | 0.13 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Dun Brads 5.0% 21-15.12.29 144A | 5.000 | 15.12.29 | USD | 250 000 | - | - | 250 000 | 220 700.00 | 0.12 |
| Edgewell Pe 4.125% 21-01.04.29 | 4.125 | 01.04.29 | USD | 400 000 | - | - | 400 000 | 349 450.00 | 0.19 |
| Eer 6.625% 20-15.07.25 144A | 6.625 | 15.07.25 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Eer Fin 5.75% 17-30.01.28 144A | 5.750 | 30.01.28 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Elastic 4.125% 21-15.07.29 | 4.125 | 15.07.29 | USD | 600 000 | 50 000 | - | 650 000 | 561 327.33 | 0.30 |
| Eldorado 7.0% 23-15.02.30 | 7.000 | 15.02.30 | USD | - | 225 000 | - | 225 000 | 226 155.80 | 0.12 |
| Elem Sol 3.875% 20-01.09.28 144A | 3.875 | 01.09.28 | USD | 350 000 | - | - | 350 000 | 306 218.08 | 0.16 |
| Embecta 6.75% 22-15.02.30 144A | 6.750 | 15.02.30 | USD | 275 000 | - | - | 275 000 | 247 529.05 | 0.13 |
| Embecta Cor 5.0% 22-15.02.30 | 5.000 | 15.02.30 | USD | 150 000 | - | - | 150 000 | 124 689.75 | 0.07 |
| Emerald Deb 6.625% 23-15.12.30 | 6.625 | 15.12.30 | USD | - | 800 000 | - | 800 000 | 794 000.00 | 0.42 |
| Endo 6.0% 20-30.06.28 144A | 6.000 | 30.06.28 | USD | 356 000 | - | -356 000 | - | - | 0.00 |
| Energizer 4.375% 20-31.03.29 | 4.375 | 31.03.29 | USD | 500 000 | - | - | 500 000 | 429 958.00 | 0.23 |
| Energizer 4.75% 20-15.06.28 | 4.750 | 15.06.28 | USD | 600 000 | - | - | 600 000 | 534 000.00 | 0.28 |
| Energizer 6.50% 22-31.12.27 | 6.500 | 31.12.27 | USD | 150 000 | 25 000 | - | 175 000 | 168 437.07 | 0.09 |
| Entegris 5.95% 15.06.30 144A | 5.950 | 15.06.30 | USD | 200 000 | 350 000 | - | 550 000 | 527 935.12 | 0.28 |
| Enviva 6.50% 19-15.01.26 144A | 6.500 | 15.01.26 | USD | 900 000 | 125 000 | - | 1 025 000 | 808 479.00 | 0.43 |
| Eqt Corp 3.625% 21-15.05.31 144A | 3.625 | 15.05.31 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Eqt Mdstm 4.50% 21-15.01.29 | 4.500 | 15.01.29 | USD | 325 000 | - | - | 325 000 | 290 180.64 | 0.15 |
| Eqt Mdstm 4.75% 21-15.01.31 | 4.750 | 15.01.31 | USD | 475 000 | - | - | 475 000 | 416 474.30 | 0.22 |
| Eqt Mdstm 6.0% 20-01.07.25 | 6.000 | 01.07.25 | USD | 92 000 | - | - | 92 000 | 91 049.32 | 0.05 |
| Eqt Mdstm 6.50% 20-01.07.27 | 6.500 | 01.07.27 | USD | 675 000 | - | -125 000 | 550 000 | 542 996.31 | 0.29 |
| Eqt Mdstm 7.50% 22-01.06.27 | 7.500 | 01.06.27 | USD | - | 125 000 | - | 125 000 | 126 325.25 | 0.07 |
| Found 6.0% 21-01.03.29 | 6.000 | 01.03.29 | USD | 1 050 000 | - | - | 1 050 000 | 878 078.25 | 0.47 |
| Gap Inc 3.625% 21-01.10.29 | 3.625 | 01.10.29 | USD | 100 000 | 275 000 | - | 375 000 | 265 436.89 | 0.14 |
| Gap Inc 3.875% 21-01.10.31 | 3.875 | 01.10.31 | USD | 150 000 | - | - | 150 000 | 102 645.48 | 0.05 |
| Garda Ws 4.625% 20-15.02.27 144A | 4.625 | 15.02.27 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Garda Ws 6.0% 21-01.06.29 144A | 6.000 | 01.06.29 | USD | 650 000 | - | - | 650 000 | 533 292.24 | 0.28 |
| Garda Ws 7.75% 23-15.02.28 | 7.750 | 15.02.28 | USD | - | 150 000 | -75 000 | 75 000 | 74 526.82 | 0.04 |
| Garden Spin 8.625% 22-20.07.30 | 8.625 | 20.07.30 | USD | - | 125 000 | - | 125 000 | 134 742.64 | 0.07 |
| Gartner Inc 3.75% 20-01.10.30 | 3.750 | 01.10.30 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Gartner Inc 4.50% 20-01.07.28 | 4.500 | 01.07.28 | USD | 150 000 | - | - | 150 000 | 140 267.81 | 0.07 |
| Gates Glob 6.25% 19-15.01.26 | 6.250 | 15.01.26 | USD | 1 600 000 | - | -300 000 | 1 300 000 | 1 281 732.05 | 0.68 |
| Glb Med Res 6.50% 20-01.10.25 | 6.500 | 01.10.25 | USD | 1 125 000 | - | -725 000 | 400 000 | 220 514.00 | 0.12 |
| Go Daddy Op 5.25% 19-01.12.27 | 5.250 | 01.12.27 | USD | 525 000 | - | - | 525 000 | 499 243.50 | 0.27 |
| Graphic Pac 3.75% 21-01.02.30 | 3.750 | 01.02.30 | USD | 75 000 | - | - | 75 000 | 64 783.43 | 0.03 |
| Gray 4.75% 20-15.10.30 144A | 4.750 | 15.10.30 | USD | 450 000 | - | -275 000 | 175 000 | 118 862.63 | 0.06 |
| Gray Escrow 5.375% 21-15.11.31 | 5.375 | 15.11.31 | USD | 650 000 | - | - | 650 000 | 431 682.68 | 0.23 |
| Gray Tel Ic | 5.875 | 15.07.26 | USD | 775 000 | - | - | 775 000 | 692 484.36 | 0.37 |
| Gtcr Ap Fin 8% 19-15.05.27 144A | 8.000 | 15.05.27 | USD | 1 300 000 | - | -200 000 | 1 100 000 | 1 079 581.14 | 0.58 |
| Gw B-Cr 9.50% 19-01.11.27 | 9.500 | 01.11.27 | USD | 1 795 000 | - | -300 000 | 1 495 000 | 1 446 148.33 | 0.77 |
| Gyp Hldgs I 4.625% 21-01.05.29 | 4.625 | 01.05.29 | USD | 400 000 | - | - | 400 000 | 352 798.00 | 0.19 |
| H&E Equip 3.875% 15.12.28 144A | 3.875 | 15.12.28 | USD | 925 000 | - | -175 000 | 750 000 | 650 153.55 | 0.35 |
| Hb Fuller 4.25% 20-15.10.28 | 4.250 | 15.10.28 | USD | 150 000 | - | - | 150 000 | 133 690.50 | 0.07 |
| Healtheq 4.50% 01.10.29 144A | 4.500 | 01.10.29 | USD | 525 000 | 150 000 | - | 675 000 | 595 762.97 | 0.32 |
| Helios Soft 4.625% 21-01.05.28 144A | 4.625 | 01.05.28 | USD | 525 000 | - | - | 525 000 | 447 704.25 | 0.24 |
| Herens Hold 4.75% 15.05.28 144A | 4.750 | 15.05.28 | USD | 800 000 | 75 000 | - | 875 000 | 678 995.63 | 0.36 |
| Hess Midstr 4.25% 21-15.02.30 | 4.250 | 15.02.30 | USD | 250 000 | - | - | 250 000 | 218 372.50 | 0.12 |
| Hess Midstr 5.125% 19-15.06.28 | 5.125 | 15.06.28 | USD | 350 000 | - | - | 350 000 | 327 892.55 | 0.17 |
| Hilton Dome 3.625% 21-15.02.32 | 3.625 | 15.02.32 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Hilton Dome 4.875% 19-15.01.30 | 4.875 | 15.01.30 | USD | 175 000 | - | - | 175 000 | 163 004.64 | 0.09 |
| Hilton Dome 5.75% 20-01.05.28 | 5.750 | 01.05.28 | USD | 350 000 | - | - | 350 000 | 344 956.47 | 0.18 |
| Holly 6.375% 22-15.04.27 144A | 6.375 | 15.04.27 | USD | 225 000 | - | -125 000 | 100 000 | 98 885.87 | 0.05 |
| Holly En 5.0% 20-01.02.28 | 5.000 | 01.02.28 | USD | 400 000 | - | - | 400 000 | 369 363.97 | 0.20 |
| Hub Inter 5.625% 21-01.12.29 | 5.625 | 01.12.29 | USD | 900 000 | - | - | 900 000 | 807 496.19 | 0.43 |
| Hub Inter 7% 18-01.05.26 144A | 7.000 | 01.05.26 | USD | 3 225 000 | - | -750 000 | 2 475 000 | 2 470 372.49 | 1.32 |
| Hub Inter 7.25% 23-15.06.30 | 7.250 | 15.06.30 | USD | - | 275 000 | - | 275 000 | 284 572.75 | 0.15 |
| Iheartcomm 4.75% 19-15.01.28 | 4.750 | 15.01.28 | USD | 375 000 | - | -125 000 | 250 000 | 188 811.90 | 0.10 |
| Iheartcomm 5.25% 15.08.27 144A | 5.250 | 15.08.27 | USD | 125 000 | - | - | 125 000 | 95 746.86 | 0.05 |
| Iho Ver 6.375% 15.05.29 /Pik | 6.375 | 15.05.29 | USD | - | 300 000 | - | 300 000 | 278 957.21 | 0.15 |
| Ii-Vi Inc 5% 21-15.12.29 144A | 5.000 | 15.12.29 | USD | 675 000 | - | - | 675 000 | 610 068.38 | 0.33 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Ims Health | 5.000 | 15.10.26 | USD | 425 000 | - | - | 425 000 | 410 580.01 | 0.22 |
| Interface 5.50% 20-01.12.28 | 5.500 | 01.12.28 | USD | 150 000 | 175 000 | - | 325 000 | 264 070.59 | 0.14 |
| Iron 7.0% 23-15.02.29 | 7.000 | 15.02.29 | USD | - | 425 000 | - | 425 000 | 426 260.04 | 0.23 |
| Jazz 4.375% 21-15.01.29 144A | 4.375 | 15.01.29 | USD | 675 000 | - | -200 000 | 475 000 | 424 373.61 | 0.23 |
| Jones 10.50% 22-15.12.30 | 10.500 | 15.12.30 | USD | - | 475 000 | - | 475 000 | 479 229.12 | 0.26 |
| Jones 8.50% 23-15.03.30 144A | 8.500 | 15.03.30 | USD | - | 500 000 | - | 500 000 | 510 677.50 | 0.27 |
| Kar Auct 5.125% 17-01.06.25 144A | 5.125 | 01.06.25 | USD | 650 000 | - | -573 000 | 77 000 | 75 549.80 | 0.04 |
| Kfc Pizza 4.75% 17-01.06.27 | 4.750 | 01.06.27 | USD | 575 000 | - | - | 575 000 | 555 596.63 | 0.30 |
| Kontoor 4.125% 21-15.11.29 | 4.125 | 15.11.29 | USD | 150 000 | 25 000 | - | 175 000 | 146 328.36 | 0.08 |
| Koppers 6% 17-15.02.25 144A | 6.000 | 15.02.25 | USD | 1 150 000 | - | -1 150 000 | - | - | 0.00 |
| Lamar Media 3.625% 21-15.01.31 | 3.625 | 15.01.31 | USD | 125 000 | - | - | 125 000 | 105 425.00 | 0.06 |
| Lamar Media 4.875% 20-15.01.29 | 4.875 | 15.01.29 | USD | 150 000 | - | - | 150 000 | 139 743.00 | 0.07 |
| Ld Holdings 6.125% 21-01.04.28 | 6.125 | 01.04.28 | USD | 550 000 | - | -550 000 | - | - | 0.00 |
| Lender Pro 3.625% 20-01.09.28 | 3.625 | 01.09.28 | USD | 475 000 | - | - | 475 000 | 426 312.50 | 0.23 |
| Lifepoint 6.75% 20-15.04.25 144A | 6.750 | 15.04.25 | USD | 400 000 | - | - | 400 000 | 369 516.00 | 0.20 |
| Lifepoint 9.75% 18-01.12.26 | 9.750 | 01.12.26 | USD | 650 000 | - | -550 000 | 100 000 | 83 667.35 | 0.04 |
| Logan Merge 5.50% 20-01.09.27 144A | 5.500 | 01.09.27 | USD | 975 000 | - | -50 000 | 925 000 | 510 429.49 | 0.27 |
| Madison 4.125% 30.06.28 144A | 4.125 | 30.06.28 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Madison Iaq 5.875% 21-30.06.29 | 5.875 | 30.06.29 | USD | 1 600 000 | - | -75 000 | 1 525 000 | 1 237 017.17 | 0.66 |
| Match 4.125% 20-01.08.30 144A | 4.125 | 01.08.30 | USD | 350 000 | - | - | 350 000 | 300 090.00 | 0.16 |
| Match 4.625% 20-01.06.28 144A | 4.625 | 01.06.28 | USD | 150 000 | - | - | 150 000 | 137 938.50 | 0.07 |
| Match Group 5% 17-15.12.27 144A | 5.000 | 15.12.27 | USD | 450 000 | - | - | 450 000 | 417 784.46 | 0.22 |
| Match Grp H 3.625% 21-01.10.31 | 3.625 | 01.10.31 | USD | 350 000 | - | - | 350 000 | 286 668.90 | 0.15 |
| Mauser 9.25% 23-15.04.27 144A | 9.250 | 15.04.27 | USD | - | 750 000 | -375 000 | 375 000 | 346 520.70 | 0.18 |
| Mednax Inc 5.375% 22-15.02.30 | 5.375 | 15.02.30 | USD | 350 000 | - | -350 000 | - | - | 0.00 |
| Midas 5.625% 21-15.08.29 144A | 5.625 | 15.08.29 | USD | 1 075 000 | - | - | 1 075 000 | 921 154.06 | 0.49 |
| Midwest Gam 4.875% 21-01.05.29 | 4.875 | 01.05.29 | USD | 375 000 | - | - | 375 000 | 331 480.49 | 0.18 |
| Millenniu 6.625% 21-01.08.26 144A | 6.625 | 01.08.26 | USD | 350 000 | - | - | 350 000 | 257 977.20 | 0.14 |
| Minerva Mer 6.50% 22-15.02.30 | 6.500 | 15.02.30 | USD | 1 650 000 | 175 000 | - | 1 825 000 | 1 537 875.31 | 0.82 |
| Miwd Hld /Mi 5.50% 22-01.02.30 | 5.500 | 01.02.30 | USD | 100 000 | - | - | 100 000 | 82 629.00 | 0.04 |
| Moheg Gam 8.0% 21-01.02.26 | 8.000 | 01.02.26 | USD | 1 375 000 | - | -350 000 | 1 025 000 | 979 848.75 | 0.52 |
| Mozart Debt 3.875% 21-01.04.29 | 3.875 | 01.04.29 | USD | 500 000 | - | - | 500 000 | 433 740.25 | 0.23 |
| Mozart Debt 5.25% 21-01.10.29 | 5.250 | 01.10.29 | USD | 1 800 000 | - | - | 1 800 000 | 1 563 665.58 | 0.83 |
| Mph Acqui 5.50% 21-01.09.28 144A | 5.500 | 01.09.28 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Mph Merger | 5.750 | 01.11.28 | USD | 1 450 000 | - | -1 275 000 | 175 000 | 131 929.00 | 0.07 |
| Nabors Ind 7.25% 20-15.01.26 144A | 7.250 | 15.01.26 | USD | 425 000 | - | -75 000 | 350 000 | 327 150.25 | 0.17 |
| Nabors Ind 7.375% 21-15.05.27 | 7.375 | 15.05.27 | USD | 50 000 | - | - | 50 000 | 47 624.00 | 0.03 |
| Nabors Ind 7.50% 20-15.01.28 144A | 7.500 | 15.01.28 | USD | 350 000 | - | -200 000 | 150 000 | 132 558.00 | 0.07 |
| Nationl Fin 6.875% 20-15.08.28 | 6.875 | 15.08.28 | USD | 2 325 000 | - | -400 000 | 1 925 000 | 1 674 046.03 | 0.89 |
| Nationl Fin 7.50% 22-01.10.30 | 7.500 | 01.10.30 | USD | - | 250 000 | - | 250 000 | 242 276.35 | 0.13 |
| Ncr Corp 5.0% 20-01.10.28 | 5.000 | 01.10.28 | USD | 250 000 | - | - | 250 000 | 223 352.68 | 0.12 |
| Ncr Corp 5.125% 21-15.04.29 144A | 5.125 | 15.04.29 | USD | 300 000 | - | - | 300 000 | 265 868.85 | 0.14 |
| Ncr Corp 5.25% 20-01.10.30 | 5.250 | 01.10.30 | USD | 325 000 | - | - | 325 000 | 283 017.02 | 0.15 |
| Ncr Corp 5.75% 19-01.09.27 144A | 5.750 | 01.09.27 | USD | 375 000 | - | - | 375 000 | 375 409.16 | 0.20 |
| Ncr Corp 6.125% 19-01.09.29 144A | 6.125 | 01.09.29 | USD | 150 000 | - | - | 150 000 | 150 267.00 | 0.08 |
| News Corp 5.125% 22-15.02.32 | 5.125 | 15.02.32 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Nexstar 5.625% 19-15.07.27 144A | 5.625 | 15.07.27 | USD | 925 000 | - | - | 925 000 | 863 278.91 | 0.46 |
| Nexstar Bro 4.75% 20-01.11.28 | 4.750 | 01.11.28 | USD | 675 000 | - | -500 000 | 175 000 | 152 045.93 | 0.08 |
| Niel Fin 4.50% 21-15.07.29 | 4.500 | 15.07.29 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Niel Fin 4.75% 21-15.07.31 | 4.750 | 15.07.31 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Niel Fin 5.625% 20-01.10.28 | 5.625 | 01.10.28 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Niel Fin 5.875% 20-01.10.30 | 5.875 | 01.10.30 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Nielsen 5% 17-01.02.25 144A | 5.000 | 01.02.25 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Nmg Hldg 7.125% 01.04.26 144A | 7.125 | 01.04.26 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Nrg Energy 3.875% 15.02.32 | 3.875 | 15.02.32 | USD | 800 000 | - | -200 000 | 600 000 | 462 969.18 | 0.25 |
| Nrg Energy 6.625% 17-15.01.27 | 6.625 | 15.01.27 | USD | 122 000 | - | - | 122 000 | 121 155.70 | 0.06 |
| Oasis Midst 8.0% 01.04.29 144A | 8.000 | 01.04.29 | USD | 350 000 | - | - | 350 000 | 355 087.50 | 0.19 |
| Oasis Ptrlm 6.375% 01.06.26 144A | 6.375 | 01.06.26 | USD | 100 000 | - | - | 100 000 | 99 051.97 | 0.05 |
| Oi European 4.75% 15.02.30 144A | 4.750 | 15.02.30 | USD | 450 000 | - | - | 450 000 | 403 304.88 | 0.22 |
| Olympus Wat 4.25% 21-01.10.28 | 4.250 | 01.10.28 | USD | 350 000 | 75 000 | - | 425 000 | 336 155.32 | 0.18 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Olympus Wat 6.25% 21-01.10.29 | 6.250 | 01.10.29 | USD | 575 000 | - | - | 575 000 | 416 187.88 | 0.22 |
| Olympus Wat 9.75% 23-15.11.28 | 9.750 | 15.11.28 | USD | - | 325 000 | - | 325 000 | 317 590.00 | 0.17 |
| Open 4.125% 21-01.12.31 144A | 4.125 | 01.12.31 | USD | 525 000 | - | - | 525 000 | 430 737.20 | 0.23 |
| Open Text 3.875% 20-15.02.28 144A | 3.875 | 15.02.28 | USD | - | 100 000 | - | 100 000 | 88 166.00 | 0.05 |
| Open Text 6.90% 22-01.12.27 | 6.900 | 01.12.27 | USD | - | 175 000 | - | 175 000 | 178 363.50 | 0.10 |
| Organon 4.125% 21-30.04.28 144A | 4.125 | 30.04.28 | USD | 200 000 | - | - | 200 000 | 177 719.12 | 0.09 |
| Organon Fin 5.125% 21-30.04.31 | 5.125 | 30.04.31 | USD | 550 000 | - | - | 550 000 | 454 494.04 | 0.24 |
| Outfrnt Md 4.25% 21-15.01.29 144A | 4.250 | 15.01.29 | USD | 125 000 | - | - | 125 000 | 105 177.50 | 0.06 |
| Ow Br 7.25% 23-15.05.31 144A | 7.250 | 15.05.31 | USD | - | 375 000 | - | 375 000 | 380 156.25 | 0.20 |
| Ow-Br Gls | 6.375 | 15.08.25 | USD | 50 000 | - | - | 50 000 | 50 186.25 | 0.03 |
| Ow-Br Gls | 5.375 | 15.01.25 | USD | 600 000 | - | -600 000 | - | - | 0.00 |
| Ow-Br Gls 6.625% 20-13.05.27 144A | 6.625 | 13.05.27 | USD | 94 000 | 75 000 | - | 169 000 | 167 595.39 | 0.09 |
| Oxy 6.45% 19-15.09.36 | 6.450 | 15.09.36 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Panther Bf 6.25% 19-15.05.26 | 6.250 | 15.05.26 | USD | 113 000 | - | -113 000 | - | - | 0.00 |
| Panther Bf 8.5% 19-15.05.27 144A | 8.500 | 15.05.27 | USD | 2 275 000 | - | -150 000 | 2 125 000 | 2 132 603.25 | 1.14 |
| Pbh 3.75% 21-01.04.31 | 3.750 | 01.04.31 | USD | 175 000 | - | -175 000 | - | - | 0.00 |
| Pdc Energy 5.75% 18-15.05.26 | 5.750 | 15.05.26 | USD | 400 000 | - | - | 400 000 | 398 758.63 | 0.21 |
| Pdc Energy 6.125% 17-15.09.24 | 6.125 | 15.09.24 | USD | 87 000 | - | - | 87 000 | 87 034.30 | 0.05 |
| Penn 4.125% 21-01.07.29 | 4.125 | 01.07.29 | USD | 150 000 | 200 000 | - | 350 000 | 287 315.00 | 0.15 |
| Penn 5.625% 17-15.01.27 144A | 5.625 | 15.01.27 | USD | 50 000 | - | - | 50 000 | 46 812.29 | 0.02 |
| Perf Food G 4.25% 21-01.08.29 | 4.250 | 01.08.29 | USD | 350 000 | - | - | 350 000 | 312 014.71 | 0.17 |
| Poindexter 7.125% 18-15.04.26 | 7.125 | 15.04.26 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Polar Us Bo 6.75% 21-15.05.26 | 6.750 | 15.05.26 | USD | 675 000 | - | -250 000 | 425 000 | 251 794.20 | 0.13 |
| Post 4.625% 20-15.04.30 144A | 4.625 | 15.04.30 | USD | 325 000 | - | -325 000 | - | - | 0.00 |
| Post Hl 5.625% 17-15.01.28 144A | 5.625 | 15.01.28 | USD | 475 000 | - | -150 000 | 325 000 | 312 805.70 | 0.17 |
| Post Hldg 4.50% 21-15.09.31 | 4.500 | 15.09.31 | USD | 600 000 | - | -600 000 | - | - | 0.00 |
| Post Hldg 5.5% 19-15.12.29 | 5.500 | 15.12.29 | USD | 75 000 | 125 000 | - | 200 000 | 184 805.94 | 0.10 |
| Post Hldg 5.75% 17-01.03.27 144A | 5.750 | 01.03.27 | USD | 433 000 | - | - | 433 000 | 423 262.57 | 0.23 |
| Precisn 6.875% 21-15.01.29 | 6.875 | 15.01.29 | USD | 450 000 | - | - | 450 000 | 406 847.50 | 0.22 |
| Precisn 7.125% 17-15.01.26 144A | 7.125 | 15.01.26 | USD | 75 000 | 50 000 | -50 000 | 75 000 | 74 148.58 | 0.04 |
| Quicken Loa 3.625% 20-01.03.29 | 3.625 | 01.03.29 | USD | 250 000 | - | - | 250 000 | 210 359.50 | 0.11 |
| Quicken Loa 3.875% 20-01.03.31 | 3.875 | 01.03.31 | USD | 650 000 | - | - | 650 000 | 527 642.38 | 0.28 |
| Quintiles 5% 19-15.05.27 144A | 5.000 | 15.05.27 | USD | 200 000 | - | - | 200 000 | 192 570.56 | 0.10 |
| Racksp Host 3.50% 21-15.02.28 | 3.500 | 15.02.28 | USD | 675 000 | - | -125 000 | 550 000 | 248 087.41 | 0.13 |
| Racksp Host 5.375% 20-01.12.28 | 5.375 | 01.12.28 | USD | 975 000 | - | -325 000 | 650 000 | 202 875.27 | 0.11 |
| Range Resou 4.75% 22-15.02.30 | 4.750 | 15.02.30 | USD | 175 000 | - | -100 000 | 75 000 | 67 294.88 | 0.04 |
| Range Resou 5% 17-15.03.23 | 5.000 | 15.03.23 | USD | 113 000 | - | -113 000 | - | - | 0.00 |
| Range Resou 8.25% 21-15.01.29 | 8.250 | 15.01.29 | USD | 225 000 | - | - | 225 000 | 233 614.94 | 0.12 |
| Raptor Acqn 4.875% 21-01.11.26 | 4.875 | 01.11.26 | USD | 50 000 | 175 000 | - | 225 000 | 212 265.00 | 0.11 |
| Rattler Mid 5.625% 20-15.07.25 | 5.625 | 15.07.25 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Redwood 8.75% 22-1.04.30 144A | 8.750 | 01.04.30 | USD | 825 000 | - | - | 825 000 | 743 447.27 | 0.40 |
| Regional 5.375% 20-15.01.29 | 5.375 | 15.01.29 | USD | 525 000 | - | - | 525 000 | 299 252.47 | 0.16 |
| Rhp 7.25% 23-15.07.28 | 7.250 | 15.07.28 | USD | - | 100 000 | - | 100 000 | 101 238.00 | 0.05 |
| Ritchie Bro 6.75% 15.03.28 144A | 6.750 | 15.03.28 | USD | - | 125 000 | - | 125 000 | 126 132.15 | 0.07 |
| Ritchie Bro 7.75% 15.03.31 144A | 7.750 | 15.03.31 | USD | - | 100 000 | - | 100 000 | 103 867.09 | 0.06 |
| Rl Hero Mrg 6.25% 21-01.02.29 | 6.250 | 01.02.29 | USD | 1 575 000 | - | -675 000 | 900 000 | 738 999.00 | 0.39 |
| Roblox 3.875% 21-01.05.30 | 3.875 | 01.05.30 | USD | 425 000 | - | - | 425 000 | 358 672.38 | 0.19 |
| Rockcliff E 5.50% 15.10.29 144A | 5.500 | 15.10.29 | USD | 325 000 | - | -25 000 | 300 000 | 277 041.00 | 0.15 |
| Rocket Mort 2.875% 21-15.10.26 | 2.875 | 15.10.26 | USD | 450 000 | - | - | 450 000 | 398 724.75 | 0.21 |
| Rocket Mort 4.0% 15.10.33 144A | 4.000 | 15.10.33 | USD | 350 000 | - | - | 350 000 | 274 116.50 | 0.15 |
| Rocket Soft 6.50% 21-15.02.29 | 6.500 | 15.02.29 | USD | 975 000 | 50 000 | - | 1 025 000 | 863 690.52 | 0.46 |
| Ryan Specia 4.375% 22-01.02.30 | 4.375 | 01.02.30 | USD | 200 000 | 100 000 | - | 300 000 | 265 935.00 | 0.14 |
| Sc Games Hl 6.625% 22-01.03.30 | 6.625 | 01.03.30 | USD | 475 000 | 50 000 | - | 525 000 | 462 485.63 | 0.25 |
| Sci Games 7.25% 19-15.11.29 | 7.250 | 15.11.29 | USD | 200 000 | - | - | 200 000 | 200 430.00 | 0.11 |
| Sci Games 8.625% 20-01.07.25 | 8.625 | 01.07.25 | USD | 475 000 | 100 000 | - | 575 000 | 587 735.10 | 0.31 |
| Science App 4.875% 20-01.04.28 | 4.875 | 01.04.28 | USD | 125 000 | - | - | 125 000 | 116 374.42 | 0.06 |
| Scripps Esc 3.875% 20-15.01.29 | 3.875 | 15.01.29 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Scripps Esc 5.375% 15.01.31 144A | 5.375 | 15.01.31 | USD | 275 000 | - | -100 000 | 175 000 | 123 450.87 | 0.07 |
| Scripps Esc 5.875% 15.07.27 144A | 5.875 | 15.07.27 | USD | 625 000 | - | -225 000 | 400 000 | 324 329.35 | 0.17 |
| Seagate Hdd 3.125% 20-15.07.29 | 3.125 | 15.07.29 | USD | 600 000 | - | -600 000 | - | - | 0.00 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Seagate Hdd 3.375% 20-15.07.31 | 3.375 | 15.07.31 | USD | 325 000 | - | -325 000 | - | - | 0.00 |
| Seagate Hdd 8.50% 23-15.07.31 | 8.500 | 15.07.31 | USD | - | 200 000 | - | 200 000 | 209 976.00 | 0.11 |
| Sealed Air 4.0% 19-01.12.27 | 4.000 | 01.12.27 | USD | 325 000 | - | - | 325 000 | 295 750.00 | 0.16 |
| Sealed Air 6.125% 23-01.02.28 | 6.125 | 01.02.28 | USD | - | 100 000 | - | 100 000 | 99 366.67 | 0.05 |
| Seaworld Pa 5.25% 21-15.08.29 | 5.250 | 15.08.29 | USD | 900 000 | - | - | 900 000 | 806 433.08 | 0.43 |
| Sensata 4.375% 19-15.02.30 144A | 4.375 | 15.02.30 | USD | 175 000 | - | - | 175 000 | 156 474.47 | 0.08 |
| Sensata 5.875% 22-01.09.30 144A | 5.875 | 01.09.30 | USD | - | 200 000 | - | 200 000 | 194 670.00 | 0.10 |
| Sensata Tec 3.75% 20-15.02.31 | 3.750 | 15.02.31 | USD | 75 000 | - | - | 75 000 | 64 067.09 | 0.03 |
| Signal Pare 6.125% 21-01.04.29 | 6.125 | 01.04.29 | USD | 650 000 | - | -375 000 | 275 000 | 153 661.75 | 0.08 |
| Sinclair | 5.125 | 15.02.27 | USD | 1 000 000 | - | -475 000 | 525 000 | 445 494.00 | 0.24 |
| Sinclair 5.5% 19-01.03.30 | 5.500 | 01.03.30 | USD | 425 000 | 125 000 | - | 550 000 | 317 776.25 | 0.17 |
| Sirius Xm 3.125% 21-01.09.26 | 3.125 | 01.09.26 | USD | 450 000 | - | -100 000 | 350 000 | 313 718.79 | 0.17 |
| Sirius Xm 3.875% 21-01.09.31 | 3.875 | 01.09.31 | USD | 1 025 000 | - | -200 000 | 825 000 | 639 095.28 | 0.34 |
| Sirius Xm 4.0% 21-15.07.28 | 4.000 | 15.07.28 | USD | 300 000 | - | - | 300 000 | 258 713.79 | 0.14 |
| Sirius Xm 4.125% 20-01.07.30 | 4.125 | 01.07.30 | USD | 275 000 | - | -75 000 | 200 000 | 163 507.44 | 0.09 |
| Sirius Xm 5.50% 19-01.07.29 | 5.500 | 01.07.29 | USD | 350 000 | - | -100 000 | 250 000 | 225 054.23 | 0.12 |
| Six Flags 5.5% 17-15.04.27 | 5.500 | 15.04.27 | USD | 650 000 | - | -650 000 | - | - | 0.00 |
| Six Flags E 7.25% 23-15.05.31 | 7.250 | 15.05.31 | USD | - | 350 000 | - | 350 000 | 341 216.05 | 0.18 |
| Sm Energy 6.625% 18-15.01.27 | 6.625 | 15.01.27 | USD | 75 000 | - | - | 75 000 | 72 911.25 | 0.04 |
| Solaris Mid 7.625% 21-01.04.26 | 7.625 | 01.04.26 | USD | 250 000 | - | - | 250 000 | 242 186.04 | 0.13 |
| Spcm Sa 3.375% 21-15.03.30 | 3.375 | 15.03.30 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Srs Distrib 6.0% 21-01.12.29 | 6.000 | 01.12.29 | USD | 750 000 | 175 000 | - | 925 000 | 799 657.88 | 0.43 |
| Srs Distrib 6.125% 01.07.29 144A | 6.125 | 01.07.29 | USD | 475 000 | 200 000 | - | 675 000 | 583 832.54 | 0.31 |
| Ss&C Tech I 5.5% 19-30.09.27 144A | 5.500 | 30.09.27 | USD | 1 025 000 | - | -125 000 | 900 000 | 862 831.45 | 0.46 |
| Stand In 4.75% 17-15.01.28 144A | 4.750 | 15.01.28 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Stand Ind 5% 17-15.02.27 144A | 5.000 | 15.02.27 | USD | 1 150 000 | - | - | 1 150 000 | 1 097 219.49 | 0.59 |
| Standard In 3.375% 20-15.01.31 | 3.375 | 15.01.31 | USD | 425 000 | - | -125 000 | 300 000 | 241 948.94 | 0.13 |
| Standard In 4.375% 20-15.07.30 | 4.375 | 15.07.30 | USD | 250 000 | - | -75 000 | 175 000 | 151 711.23 | 0.08 |
| Station 4.50% 20-15.02.28 | 4.500 | 15.02.28 | USD | 300 000 | - | - | 300 000 | 269 635.50 | 0.14 |
| Station 4.625% 21-01.12.31 | 4.625 | 01.12.31 | USD | 400 000 | - | - | 400 000 | 337 418.00 | 0.18 |
| Stena Intl 6.125% 20-01.02.25 144A | 6.125 | 01.02.25 | USD | 425 000 | - | - | 425 000 | 416 042.24 | 0.22 |
| Sthwest En 8.375% 20-15.09.28 | 8.375 | 15.09.28 | USD | 275 000 | - | - | 275 000 | 286 460.63 | 0.15 |
| Suburb Prop 5.0% 21-01.06.31 144A | 5.000 | 01.06.31 | USD | 375 000 | - | - | 375 000 | 314 499.14 | 0.17 |
| Suburb Prop 5.875% 17-01.03.27 | 5.875 | 01.03.27 | USD | 250 000 | - | - | 250 000 | 241 768.81 | 0.13 |
| Summit Mid 5.75% 17-15.04.25 | 5.750 | 15.04.25 | USD | 550 000 | - | -225 000 | 325 000 | 295 636.25 | 0.16 |
| Synaptics 4.0% 21-15.06.29 144A | 4.000 | 15.06.29 | USD | 150 000 | - | - | 150 000 | 126 087.59 | 0.07 |
| Syneos 3.625% 20-15.01.29 144A | 3.625 | 15.01.29 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Tap Rock 7.0% 21-01.10.26 | 7.000 | 01.10.26 | USD | 400 000 | - | - | 400 000 | 412 360.00 | 0.22 |
| Targa Res 5% 17-15.01.28 | 5.000 | 15.01.28 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Targa Res 5.50% 19-01.03.30 | 5.500 | 01.03.30 | USD | 600 000 | - | -300 000 | 300 000 | 289 000.50 | 0.15 |
| Targa Res Par 6.5% 19-15.07.27 | 6.500 | 15.07.27 | USD | 250 000 | - | - | 250 000 | 248 427.98 | 0.13 |
| Tegna 4.625% 20-15.03.28 | 4.625 | 15.03.28 | USD | 75 000 | - | - | 75 000 | 66 468.75 | 0.04 |
| Tegna 5% 19-15.09.29 | 5.000 | 15.09.29 | USD | 1 000 000 | - | -100 000 | 900 000 | 776 938.62 | 0.41 |
| Telenet 5.5% 17-01.03.28 | 5.500 | 01.03.28 | USD | 1 200 000 | - | - | 1 200 000 | 1 109 760.00 | 0.59 |
| Tenet 4.625% 20-15.06.28 144A | 4.625 | 15.06.28 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Tenet 6.125% 22-15.06.30 144A | 6.125 | 15.06.30 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Tenet Health 6.125% 01.10.28 | 6.125 | 01.10.28 | USD | - | 725 000 | - | 725 000 | 698 653.50 | 0.37 |
| Tenet Health 6.125% 22-15.06.30 | 6.125 | 15.06.30 | USD | - | 100 000 | - | 100 000 | 98 655.00 | 0.05 |
| Tenet Health 6.25% 01.02.27 | 6.250 | 01.02.27 | USD | - | 375 000 | - | 375 000 | 371 505.53 | 0.20 |
| Tenet Hlthc 4.875% 19-01.01.26 | 4.875 | 01.01.26 | USD | 350 000 | - | -350 000 | - | - | 0.00 |
| Tenet Hlthc 4.875% 23-01.01.26 | 4.875 | 01.01.26 | USD | - | 350 000 | - | 350 000 | 341 228.06 | 0.18 |
| Tenet Hlthc 5.125% 19-01.11.27 | 5.125 | 01.11.27 | USD | 425 000 | - | -425 000 | - | - | 0.00 |
| Tenet Hlthc 5.125% 19-01.11.27 | 5.125 | 01.11.27 | USD | - | 425 000 | - | 425 000 | 406 130.17 | 0.22 |
| Tenet Hlthc 6.125% 20-01.10.28 | 6.125 | 01.10.28 | USD | 850 000 | - | -850 000 | - | - | 0.00 |
| Tenet Hlthc 6.25% 19-01.02.27 144A | 6.250 | 01.02.27 | USD | 350 000 | 125 000 | -475 000 | - | - | 0.00 |
| Tenn Mrgr 6.375% 17-01.02.25 144A | 6.375 | 01.02.25 | USD | 550 000 | - | -550 000 | - | - | 0.00 |
| Terraform 4.75% 19-15.01.30 | 4.750 | 15.01.30 | USD | 550 000 | - | -100 000 | 450 000 | 397 559.25 | 0.21 |
| Terraform 5% 17-31.01.28 144A | 5.000 | 31.01.28 | USD | 600 000 | - | - | 600 000 | 552 984.00 | 0.29 |
| Terrier M B 8.875% 19-15.12.27 | 8.875 | 15.12.27 | USD | 1 550 000 | - | -200 000 | 1 350 000 | 946 715.58 | 0.50 |
| Tex Op 5.625% 19-15.02.27 144A | 5.625 | 15.02.27 | USD | 350 000 | - | - | 350 000 | 335 742.44 | 0.18 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Tibco 6.50% 22-31.03.29 144A | 6.500 | 31.03.29 | USD | - | 850 000 | - | 850 000 | 757 660.10 | 0.40 |
| Tibco Soft 9.0% 23-30.09.29 | 9.000 | 30.09.29 | USD | - | 425 000 | - | 425 000 | 369 851.75 | 0.20 |
| Transalta 7.75% 22-15.11.29 | 7.750 | 15.11.29 | USD | - | 200 000 | - | 200 000 | 206 101.00 | 0.11 |
| Transdigm 4.625% 21-15.01.29 | 4.625 | 15.01.29 | USD | 375 000 | - | -375 000 | - | - | 0.00 |
| Transdigm 4.875% 21-01.05.29 | 4.875 | 01.05.29 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Transdigm 6.25% 19-15.03.26 144A | 6.250 | 15.03.26 | USD | 850 000 | 125 000 | - | 975 000 | 971 053.98 | 0.52 |
| Transdigm 6.75% 15.08.28 144A | 6.750 | 15.08.28 | USD | - | 200 000 | - | 200 000 | 201 028.60 | 0.11 |
| Transmontai 6.125% 18-15.02.26 | 6.125 | 15.02.26 | USD | 300 000 | - | - | 300 000 | 259 887.64 | 0.14 |
| Transocean 8.375% 23-01.02.28 | 8.375 | 01.02.28 | USD | - | 25 000 | -25 000 | - | - | 0.00 |
| Trident 6.625% 17-01.11.25 144A | 6.625 | 01.11.25 | USD | 675 000 | - | -675 000 | - | - | 0.00 |
| Trident Tpi 9.25% 19-01.08.24 144A | 9.250 | 01.08.24 | USD | 425 000 | 50 000 | -475 000 | - | - | 0.00 |
| Trivium Pack 8.50% 15.08.27 144A | 8.500 | 15.08.27 | USD | 1 200 000 | - | - | 1 200 000 | 1 156 604.04 | 0.62 |
| Ttm Tech 4.0% 21-01.03.29 | 4.000 | 01.03.29 | USD | 350 000 | 50 000 | - | 400 000 | 340 404.19 | 0.18 |
| Twitter 5.0% 22-01.03.30 | 5.000 | 01.03.30 | USD | 175 000 | - | -175 000 | - | - | 0.00 |
| United Shor 5.50% 20-15.11.25 | 5.500 | 15.11.25 | USD | 800 000 | - | - | 800 000 | 762 216.56 | 0.41 |
| United Shor 5.50% 21-15.04.29 | 5.500 | 15.04.29 | USD | 700 000 | - | - | 700 000 | 600 943.00 | 0.32 |
| United Shor 5.75% 21-15.06.27 | 5.750 | 15.06.27 | USD | 250 000 | - | - | 250 000 | 228 495.00 | 0.12 |
| Univis 7.375% 22-30.06.30 144A | 7.375 | 30.06.30 | USD | 125 000 | 200 000 | - | 325 000 | 309 760.85 | 0.17 |
| Univision 4.5% 21-01.05.29 144A | 4.500 | 01.05.29 | USD | 325 000 | - | - | 325 000 | 279 637.80 | 0.15 |
| Upc Broad F 4.875% 21-15.07.31 144A | 4.875 | 15.07.31 | USD | 1 175 000 | - | - | 1 175 000 | 968 458.50 | 0.52 |
| Urban One 7.375% 21-01.02.28 144A | 7.375 | 01.02.28 | USD | 500 000 | - | - | 500 000 | 436 105.00 | 0.23 |
| Us Foods 4.625% 21-01.06.30 | 4.625 | 01.06.30 | USD | 200 000 | - | -75 000 | 125 000 | 112 160.86 | 0.06 |
| Us Foods 4.75% 21-15.02.29 | 4.750 | 15.02.29 | USD | 725 000 | - | - | 725 000 | 664 419.36 | 0.35 |
| Usa Compres 6.875% 19-01.09.27 | 6.875 | 01.09.27 | USD | 675 000 | - | -225 000 | 450 000 | 430 165.40 | 0.23 |
| Usagm Holdc 6.625% 19-15.07.26 | 6.625 | 15.07.26 | USD | 150 000 | - | - | 150 000 | 142 531.83 | 0.08 |
| Usis Me 6.875% 17-01.05.25 144A | 6.875 | 01.05.25 | USD | 1 450 000 | 150 000 | - | 1 600 000 | 1 590 096.00 | 0.85 |
| Valeant 5.5% 17-01.11.25 144A | 5.500 | 01.11.25 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Valeant 8.5% 18-31.01.27 144A | 8.500 | 31.01.27 | USD | 850 000 | - | -650 000 | 200 000 | 109 742.00 | 0.06 |
| Valeant 9% 17-15.12.25 144A | 9.000 | 15.12.25 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Valeant 9.25% 18-01.04.26 | 9.250 | 01.04.26 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Vertical Ho 7.625% 20-15.07.28 144A | 7.625 | 15.07.28 | USD | 400 000 | - | -100 000 | 300 000 | 272 655.56 | 0.15 |
| Vertical Us 5.25% 20-15.07.27 | 5.250 | 15.07.27 | USD | 850 000 | - | -400 000 | 450 000 | 416 349.23 | 0.22 |
| Viavi Solut 3.75% 21-01.10.29 | 3.750 | 01.10.29 | USD | 100 000 | - | - | 100 000 | 85 053.36 | 0.05 |
| Vici Pr 3.875% 22-15.02.29 144A | 3.875 | 15.02.29 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Vici Pro 4.25% 19-01.12.26 144A | 4.250 | 01.12.26 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Vici Prop 3.5% 20-15.02.25 | 3.500 | 15.02.25 | USD | 50 000 | - | - | 50 000 | 47 820.73 | 0.03 |
| Vici Prop 4.625% 19-1.12.29 144A | 4.625 | 01.12.29 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Vici Proper 4.625% 21-15.06.25 144A | 4.625 | 15.06.25 | USD | 75 000 | - | - | 75 000 | 72 535.89 | 0.04 |
| Vici Proper 5.625% 21-01.05.24 144A | 5.625 | 01.05.24 | USD | 200 000 | - | - | 200 000 | 198 923.90 | 0.11 |
| Virgin Med 5% 20-15.07.30 144A | 5.000 | 15.07.30 | USD | 600 000 | - | - | 600 000 | 478 187.88 | 0.25 |
| Vistra Ope 5.5% 18-01.09.26 144A | 5.500 | 01.09.26 | USD | 250 000 | - | - | 250 000 | 240 810.70 | 0.13 |
| Vistra Oper 5% 19-31.07.27 144A | 5.000 | 31.07.27 | USD | 225 000 | - | - | 225 000 | 210 804.68 | 0.11 |
| Vmed 4.50% 20-15.08.30 144A | 4.500 | 15.08.30 | USD | 275 000 | - | -75 000 | 200 000 | 167 844.08 | 0.09 |
| Vmed O2 Uk 4.25% 20-31.01.31 | 4.250 | 31.01.31 | USD | 200 000 | - | - | 200 000 | 161 925.14 | 0.09 |
| Vmed O2 Uk 4.75% 15.07.31 144A | 4.750 | 15.07.31 | USD | 875 000 | - | -300 000 | 575 000 | 478 797.27 | 0.26 |
| Vz Secured 5.0% 22-15.01.32 | 5.000 | 15.01.32 | USD | 250 000 | - | - | 250 000 | 201 614.13 | 0.11 |
| Watco Comp 6.50% 20-15.06.27 | 6.500 | 15.06.27 | USD | 600 000 | - | - | 600 000 | 570 938.24 | 0.30 |
| Wesco 7.125% 20-15.06.25 144A | 7.125 | 15.06.25 | USD | 100 000 | - | - | 100 000 | 101 136.30 | 0.05 |
| Wesco 7.25% 20-15.06.28 144A | 7.250 | 15.06.28 | USD | 300 000 | - | -100 000 | 200 000 | 204 195.60 | 0.11 |
| Western Gas 4.05% 20-01.02.30 | 4.050 | 01.02.30 | USD | 125 000 | - | - | 125 000 | 112 494.88 | 0.06 |
| White Cap B 6.875% 20-15.10.28 | 6.875 | 15.10.28 | USD | 725 000 | - | - | 725 000 | 657 999.13 | 0.35 |
| White Cap P 8.25% 15.03.26/Pik | 8.250 | 15.03.26 | USD | 575 000 | - | -150 000 | 425 000 | 407 560.13 | 0.22 |
| William Car 5.625% 15.03.27 144A | 5.625 | 15.03.27 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Wmg Acq 3.75% 21-01.12.29 | 3.750 | 01.12.29 | USD | 275 000 | - | - | 275 000 | 237 786.51 | 0.13 |
| Wr Grace Ho 5.625% 21-15.08.29 | 5.625 | 15.08.29 | USD | 375 000 | - | - | 375 000 | 307 593.75 | 0.16 |
| Wr Grace Ho 7.375% 23-01.03.31 | 7.375 | 01.03.31 | USD | - | 150 000 | - | 150 000 | 147 132.18 | 0.08 |
| Wyndham 4.375% 20-15.08.28 | 4.375 | 15.08.28 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Yum Brands 4.75% 19-15.01.30 | 4.750 | 15.01.30 | USD | 100 000 | - | - | 100 000 | 93 738.50 | 0.05 |
| Zf Na Cap 6.875% 14.04.28 144A | 6.875 | 14.04.28 | USD | - | 150 000 | - | 150 000 | 152 084.31 | 0.08 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Zf Na Capit 7.125% 23-14.04.30 | 7.125 | 14.04.30 | USD | - | 150 000 | - | 150 000 | 152 734.65 | 0.08 |
| Ziprecruite 5% 22-15.01.30 144A | 5.000 | 15.01.30 | USD | 150 000 | 150 000 | - | 300 000 | 255 747.00 | 0.14 |
|  |  |  |  |  |  |  |  | 148 838 972.95 | 79.39 |

| Other transferable securities |  |
| --- | --- |
| Shares |  |  |  |  |  |  |  |  |  |
| Mallinckrodt Plc |  |  | USD | 17 308 | - | -17 308 | - | - | 0.00 |
| Rights Intelsat Ja |  |  | USD | 893 | - | - | 893 | 4 241.75 | 0.00 |
|  |  |  |  |  |  |  |  | 4 241.75 | 0.00 |
| Bonds |  |  |  |  |  |  |  |  |  |
| Dana Inc 4.25% 21-01.09.30 | 4.250 | 01.09.30 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Int8. 5% 15.10.24 /Escrow Dflt144a | 5.000 | 15.10.24 | USD | 275 000 | - | - | 275 000 | - | 0.00 |
| Intel 9.75% 15.07.25 /Escrow 144A | 9.750 | 15.07.25 | USD | 200 000 | - | - | 200 000 | - | 0.00 |
| Intelsat Jacks 01.08.23 /Escrow | 5.500 | 01.08.23 | USD | 425 000 | - | - | 425 000 | - | 0.00 |
| Mallinckrd 10% 22-15.06.29 144A | 10.000 | 15.06.29 | USD | 491 000 | 1 819 | -492 819 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | - | 0.00 |
|  |  |  |  |  |  |  |  |  |  |
| Total other transferable securities |  |  |  |  |  |  |  | 4 241.75 | 0.00 |

| TOTAL SECURITIES PORTFOLIO INVESTMENTS | 179 936 185.70 | 95.98 |
| --- | --- | --- |
| Liquidities and deposits | 5 053 412.34 | 2.70 |
| Other assets | 2 476 409.28 | 1.32 |
|  |  |  |
| TOTAL NET ASSETS | 187 466 007.32 | 100.00 |

* Purchases and sales (unaudited) include the following transactions:
Exercising of subscription/option rights/conversions/name changes/stock splits/transfers/switching between companies/free shares/purchases/splits/stock/elective dividends/exit following expiry/drawing of lots/reverse splits/redemptions/disposals.

Translation (ENDE, 2023-06-30):
# JSS Bond -
USD High Yield
Wertpapierbestand und sonstige Vermögenswerte per 30.06.2023
| Bezeichnung	%		Verfall/ Währung Anfangsbestand	Käufe*      Fälligkeit	01.07.2022 | Verkäufe*  Schlussbestand	Marktwert in 30.06.2023	USD | % des Netto- |
| --- | --- | --- |
|  |  |  |  | vermögens |

Übertragbare Wertpapiere, die an einer amtlichen Börse zugelassen sind
| Aktien |  |
| --- | --- |
| Altice Usa Inc |  |  | USD | 16 060 | - | -16 060 | - | - | 0.00 |
| American Axle & Manufact.Hldgs |  |  | USD | 18 688 | 560 | -950 | 18 298 | 151 324.46 | 0.08 |
| Ardagh Mp Rg |  |  | USD | 42 650 | 6 885 | -2 445 | 47 090 | 177 058.40 | 0.09 |
| Bausch Health Rg Registered Shs |  |  | USD | 13 510 | - | -13 510 | - | - | 0.00 |
| Boyd Gaming |  |  | USD | 3 305 | 490 | -465 | 3 330 | 231 002.10 | 0.12 |
| Brinks Co. |  |  | USD | 4 485 | 175 | -625 | 4 035 | 273 694.05 | 0.15 |
| Caesars Entertainment Inc |  |  | USD | - | 6 425 | - | 6 425 | 327 482.25 | 0.17 |
| Compass Minerals International |  |  | USD | 3 065 | - | -3 065 | - | - | 0.00 |
| Cumulus Media Inc Npv |  |  | USD | 34 037 | 3 545 | -6 805 | 30 777 | 126 185.70 | 0.07 |
| Dell Technologies Inc |  |  | USD | 4 770 | 570 | -150 | 5 190 | 280 830.90 | 0.15 |
| Devon Energy Corp.(New) |  |  | USD | 3 105 | - | -25 | 3 080 | 148 887.20 | 0.08 |
| Energizer Holdings Inc |  |  | USD | 8 225 | 275 | -360 | 8 140 | 273 341.20 | 0.14 |
| Enviva Inc |  |  | USD | 6 380 | 1 220 | -1 080 | 6 520 | 70 742.00 | 0.04 |
| Gms Inc |  |  | USD | 5 990 | 150 | -1 705 | 4 435 | 306 902.00 | 0.16 |
| Graphic Packaging Holding Co |  |  | USD | 17 831 | 235 | -3 375 | 14 691 | 353 024.73 | 0.19 |
| Gray Television Inc |  |  | USD | 6 110 | - | -6 110 | - | - | 0.00 |
| Iheartmedia Registered Shs -A- |  |  | USD | 28 910 | 11 990 | -1 785 | 39 115 | 142 378.60 | 0.08 |
| Koppers Holdings Inc |  |  | USD | 10 805 | - | -560 | 10 245 | 349 354.50 | 0.19 |
| Lear Corp |  |  | USD | 770 | 315 | -40 | 1 045 | 150 009.75 | 0.08 |
| Lumentum Holdings Inc |  |  | USD | 3 710 | 1 240 | -290 | 4 660 | 264 361.80 | 0.14 |
| Nrg Energy Inc |  |  | USD | 8 035 | 405 | -1 020 | 7 420 | 277 433.80 | 0.15 |
| O-I Glass Rg |  |  | USD | 21 980 | - | -2 970 | 19 010 | 405 483.30 | 0.22 |
| Pioneer Natural Resources Co |  |  | USD | 853 | 50 | -30 | 873 | 180 868.14 | 0.10 |
| Red Rock Resorts Inc |  |  | USD | 7 480 | 175 | -2 910 | 4 745 | 221 971.10 | 0.12 |
| Science Applications Intl Corp |  |  | USD | 3 555 | 60 | -975 | 2 640 | 296 947.20 | 0.16 |
| Stagwell Rg-A |  |  | USD | 79 062 | 16 465 | -22 770 | 72 757 | 524 577.97 | 0.28 |
| Suburban Propane Partners Units |  |  | USD | 23 519 | 395 | -5 210 | 18 704 | 276 819.20 | 0.15 |
| Teck Resources / -B- |  |  | USD | 6 725 | - | -6 725 | - | - | 0.00 |
| Townsquare Media Inc |  |  | USD | 23 555 | 2 670 | -8 155 | 18 070 | 215 213.70 | 0.11 |
| Urban One Inc |  |  | USD | - | 15 985 | -15 985 | - | - | 0.00 |
| Us Foods Holding Corp |  |  | USD | 6 125 | 425 | -95 | 6 455 | 284 020.00 | 0.15 |
| Vistra Energy Corp |  |  | USD | 13 675 | 935 | -2 885 | 11 725 | 307 781.25 | 0.16 |
| Westrock Co |  |  | USD | 6 800 | 145 | -3 100 | 3 845 | 111 774.15 | 0.06 |
|  |  |  |  |  |  |  |  | 6 729 469.45 | 3.59 |
| Anleihen |  |  |  |  |  |  |  |  |  |
| Ally Fin 5.75% 15-20.11.25 | 5.750 | 20.11.25 | USD | - | 125 000 | - | 125 000 | 120 436.98 | 0.06 |
| Amerigas | 5.500 | 20.05.25 | USD | 250 000 | 100 000 | - | 350 000 | 338 237.87 | 0.18 |
| Amerigas Fi | 5.875 | 20.08.26 | USD | 700 000 | 75 000 | - | 775 000 | 729 529.82 | 0.39 |
| Ard Fin 6.5% 19-30.06.27/Pik 144A | 6.500 | 30.06.27 | USD | 1 679 186 | - | -525 000 | 1 154 186 | 937 312.90 | 0.50 |
| Ball Corp 6.0% 23-15.06.29 | 6.000 | 15.06.29 | USD | - | 125 000 | - | 125 000 | 124 218.75 | 0.07 |
| Ball Corp 6.875% 22-15.03.28 | 6.875 | 15.03.28 | USD | - | 175 000 | - | 175 000 | 178 647.00 | 0.10 |
| Bausch 7.25% 19-30.05.29 144A | 7.250 | 30.05.29 | USD | 650 000 | - | - | 650 000 | 277 023.50 | 0.15 |
| Centene Esc 2.625% 21-01.08.31 | 2.625 | 01.08.31 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Centene Esc 3.0% 20-15.10.30 | 3.000 | 15.10.30 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Chen Eng 3.25% 21-31.01.32 | 3.250 | 31.01.32 | USD | - | 200 000 | -100 000 | 100 000 | 82 402.45 | 0.04 |
| Csc Hldg 7.5% -01.04.28 | 7.500 | 01.04.28 | USD | 375 000 | - | -75 000 | 300 000 | 171 453.87 | 0.09 |
| Csc Holding | 5.250 | 01.06.24 | USD | 525 000 | - | -525 000 | - | - | 0.00 |
| Dolya Holdc 5.0% 20-15.07.28 144A | 5.000 | 15.07.28 | USD | 500 000 | - | -175 000 | 325 000 | 284 686.55 | 0.15 |
| Eqt Corp 3.9% 17-01.10.27 | 3.900 | 01.10.27 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Eqt Mdstm 5.5% 18-15.07.28 | 5.500 | 15.07.28 | USD | 625 000 | - | -150 000 | 475 000 | 449 059.03 | 0.24 |
| Eqt Mdstm 6.5% 18-15.07.48 | 6.500 | 15.07.48 | USD | 325 000 | - | -75 000 | 250 000 | 226 483.75 | 0.12 |
| Ford Mc 3.375% 20-13.11.25 | 3.375 | 13.11.25 | USD | 675 000 | - | - | 675 000 | 627 953.72 | 0.34 |
| Ford Mc 4.0% 20-13.11.30 | 4.000 | 13.11.30 | USD | 850 000 | - | - | 850 000 | 727 076.91 | 0.39 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Ford Mc 4.063% 19-01.11.24 | 4.063 | 01.11.24 | USD | 400 000 | - | - | 400 000 | 387 422.04 | 0.21 |
| Ford Mc 4.125% 20-17.08.27 | 4.125 | 17.08.27 | USD | 350 000 | - | - | 350 000 | 319 703.76 | 0.17 |
| Ford Mc 4.271% 20-09.01.27 | 4.271 | 09.01.27 | USD | 475 000 | - | - | 475 000 | 439 482.78 | 0.23 |
| Ford Mc 4.389% 16-08.01.26 | 4.389 | 08.01.26 | USD | 325 000 | - | - | 325 000 | 307 892.02 | 0.16 |
| Ford Mc 5.113% 19-03.05.29 | 5.113 | 03.05.29 | USD | 500 000 | - | - | 500 000 | 464 217.65 | 0.25 |
| Ford Mc 5.125% 20-16.06.25 | 5.125 | 16.06.25 | USD | 850 000 | 950 000 | - | 1 800 000 | 1 751 427.90 | 0.93 |
| Freeport Mc 5.25% 19-01.09.29 | 5.250 | 01.09.29 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Graphic Pac 4.75% 19-15.07.27 | 4.750 | 15.07.27 | USD | 175 000 | - | - | 175 000 | 166 630.52 | 0.09 |
| Graphic Packagn 3.5% 20-01.03.29 | 3.500 | 01.03.29 | USD | 75 000 | - | - | 75 000 | 65 678.45 | 0.04 |
| Grifols 4.75% 21-15.10.28 144A | 4.750 | 15.10.28 | USD | 200 000 | 725 000 | - | 925 000 | 803 769.50 | 0.43 |
| Hca | 5.875 | 15.02.26 | USD | 200 000 | - | - | 200 000 | 200 136.04 | 0.11 |
| Hca | 5.375 | 01.02.25 | USD | 475 000 | - | -250 000 | 225 000 | 223 091.23 | 0.12 |
| Hca 3.50% 20-01.09.30 | 3.500 | 01.09.30 | USD | 450 000 | - | -450 000 | - | - | 0.00 |
| Iheartcomm 6.375% 19-01.05.26 | 6.375 | 01.05.26 | USD | 50 000 | - | - | 50 000 | 42 006.25 | 0.02 |
| Iheartcomm 8.375% 19-01.05.27 | 8.375 | 01.05.27 | USD | 1 739 891 | - | -450 000 | 1 289 891 | 861 331.42 | 0.46 |
| Iho Verwalt 6% 19-15.05.27 /Pik | 6.000 | 15.05.27 | USD | 475 000 | 125 000 | - | 600 000 | 564 931.54 | 0.30 |
| Mgm Resorts | 6.000 | 15.03.23 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Navient 5.50% 21-15.03.29 | 5.500 | 15.03.29 | USD | 725 000 | - | - | 725 000 | 618 892.63 | 0.33 |
| Navient 6.75% 17-25.06.25 | 6.750 | 25.06.25 | USD | 175 000 | - | - | 175 000 | 172 217.50 | 0.09 |
| Navient 6.75% 18-15.06.26 | 6.750 | 15.06.26 | USD | 275 000 | 225 000 | - | 500 000 | 484 200.00 | 0.26 |
| Nrg Energy 5.75% 18-15.01.28 | 5.750 | 15.01.28 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Occidental 5.875% 20-01.09.25 | 5.875 | 01.09.25 | USD | 300 000 | - | - | 300 000 | 298 229.01 | 0.16 |
| Occidental 6.125% 20-01.01.31 | 6.125 | 01.01.31 | USD | 325 000 | - | -175 000 | 150 000 | 152 462.25 | 0.08 |
| Occidental 6.625% 20-01.09.30 | 6.625 | 01.09.30 | USD | 725 000 | - | -400 000 | 325 000 | 338 000.00 | 0.18 |
| Oxy 8.0% 20-15.07.25 | 8.000 | 15.07.25 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Oxy 8.875% 20-15.07.30 | 8.875 | 15.07.30 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Range Resou | 4.875 | 15.05.25 | USD | 125 000 | - | - | 125 000 | 122 619.62 | 0.07 |
| Schaef | 0.000 | 15.09.26 | USD | 650 000 | - | - | 650 000 | 600 268.50 | 0.32 |
| Seagate Hdd 9.625% 22-01.12.32 | 9.625 | 01.12.32 | USD | - | 766 625 | -100 000 | 666 625 | 736 047.99 | 0.39 |
| Sm Energy | 5.625 | 01.06.25 | USD | 275 000 | - | - | 275 000 | 269 046.25 | 0.14 |
| Sm Energy | 6.750 | 15.09.26 | USD | 400 000 | - | - | 400 000 | 390 243.63 | 0.21 |
| Sm Energy 6.50% 21-15.07.28 | 6.500 | 15.07.28 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Sprint Corp | 7.125 | 15.06.24 | USD | 475 000 | - | - | 475 000 | 479 668.06 | 0.26 |
| Sthwest En 4.75% 21-01.02.32 | 4.750 | 01.02.32 | USD | 200 000 | - | - | 200 000 | 176 554.56 | 0.09 |
| Sthwest En 5.375% 21-15.03.30 | 5.375 | 15.03.30 | USD | 125 000 | - | - | 125 000 | 116 744.64 | 0.06 |
| Tenet Hlthc | 6.750 | 15.06.23 | USD | 550 000 | - | -550 000 | - | - | 0.00 |
| Tenet Hlthc 4.25% 21-01.06.29 | 4.250 | 01.06.29 | USD | 425 000 | - | -425 000 | - | - | 0.00 |
| Tenet Hlthc 4.25% 23-01.06.29 | 4.250 | 01.06.29 | USD | - | 425 000 | - | 425 000 | 384 363.63 | 0.21 |
| The Kraft 4.375% 16-01.06.46 | 4.375 | 01.06.46 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| T-Mobile Us 2.25% 15.02.26 144A | 2.250 | 15.02.26 | USD | 400 000 | - | -400 000 | - | - | 0.00 |
| T-Mobile Us 2.25% 21-15.02.26 | 2.250 | 15.02.26 | USD | 250 000 | 400 000 | -650 000 | - | - | 0.00 |
| T-Mobile Us 2.625% 21-15.02.29 | 2.625 | 15.02.29 | USD | 350 000 | - | -350 000 | - | - | 0.00 |
| T-Mobile Us 2.875% 21-15.02.31 | 2.875 | 15.02.31 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| T-Mobile Us 3.375% 21-15.04.29 | 3.375 | 15.04.29 | USD | - | 650 000 | -650 000 | - | - | 0.00 |
| T-Mobile Us 3.375% 21-15.04.29 | 3.375 | 15.04.29 | USD | 650 000 | - | -650 000 | - | - | 0.00 |
| Transdi 6.375% 17-15.06.26 | 6.375 | 15.06.26 | USD | 425 000 | - | -25 000 | 400 000 | 395 277.84 | 0.21 |
| Transdigm 5.50% 20-15.11.27 | 5.500 | 15.11.27 | USD | 650 000 | - | - | 650 000 | 613 834.33 | 0.33 |
| Transdigm 7.50% 19-15.03.27 | 7.500 | 15.03.27 | USD | 550 000 | - | - | 550 000 | 551 437.15 | 0.29 |
| Transdigm U 6.875% 18-15.05.26 | 6.875 | 15.05.26 | USD | 325 000 | - | - | 325 000 | 322 390.77 | 0.17 |
| Trivium Pack 5.5% 19-15.08.26 | 5.500 | 15.08.26 | USD | 200 000 | - | - | 200 000 | 192 290.18 | 0.10 |
| Usacmpr Ptr 6.875% 18-01.04.26 | 6.875 | 01.04.26 | USD | 975 000 | - | -175 000 | 800 000 | 784 257.76 | 0.42 |
| Usagm Holdc 9.75% 19-15.07.27 | 9.750 | 15.07.27 | USD | 1 850 000 | - | -400 000 | 1 450 000 | 1 283 779.11 | 0.68 |
| Utd Rent Na 3.75% 21-15.01.32 | 3.750 | 15.01.32 | USD | 175 000 | - | - | 175 000 | 148 435.54 | 0.08 |
| Utd Rent Na 3.875% 20-15.02.31 | 3.875 | 15.02.31 | USD | 300 000 | - | - | 300 000 | 259 985.00 | 0.14 |
| Utd Rent Na 4.0% 20-15.07.30 | 4.000 | 15.07.30 | USD | 250 000 | - | - | 250 000 | 221 666.43 | 0.12 |
| Utd Rentals 5.5% 16-15.05.27 | 5.500 | 15.05.27 | USD | 111 000 | - | -111 000 | - | - | 0.00 |
| Veritas Us 7.50% 20-01.09.25 | 7.500 | 01.09.25 | USD | 775 000 | - | -275 000 | 500 000 | 406 513.41 | 0.22 |
| Western Gas 4.5% 18-01.03.28 | 4.500 | 01.03.28 | USD | 150 000 | - | - | 150 000 | 141 669.60 | 0.08 |
| Western Gas 4.65% 16-01.07.26 | 4.650 | 01.07.26 | USD | 50 000 | - | - | 50 000 | 48 152.42 | 0.03 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Western Gas 4.75% 18-15.08.28 | 4.750 | 15.08.28 | USD | 125 000 | - | - | 125 000 | 118 760.28 | 0.06 |
| Western Gas 5.3% 18-01.03.48 | 5.300 | 01.03.48 | USD | 725 000 | - | -300 000 | 425 000 | 354 872.92 | 0.19 |
| Western Gas 5.45% 14-01.04.44 | 5.450 | 01.04.44 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Western Gas 5.5% 18-15.08.48 | 5.500 | 15.08.48 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Yum Brands 3.625% 20-15.03.31 | 3.625 | 15.03.31 | USD | 75 000 | - | - | 75 000 | 64 856.38 | 0.03 |
| Yum Brands 4.625% 21-31.01.32 | 4.625 | 31.01.32 | USD | 175 000 | - | - | 175 000 | 158 307.68 | 0.08 |
| Ziggo | 6.000 | 15.01.27 | USD | 1 000 000 | - | - | 1 000 000 | 919 030.40 | 0.49 |
| Ziggo Bv 4.875% 19-15.01.30 | 4.875 | 15.01.30 | USD | 200 000 | - | - | 200 000 | 166 181.88 | 0.09 |
|  |  |  |  |  |  |  |  | 24 363 501.55 | 13.00 |

Übertragbare Wertpapiere, die an einem anderen geregelten Markt gehandelt werden
| Anleihen |  |
| --- | --- |
| 1011778 Bc 3.50% 20-15.02.29 144A | 3.500 | 15.02.29 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| 1011778 Bc 3.875% 19-15.01.28 144A | 3.875 | 15.01.28 | USD | 375 000 | - | -375 000 | - | - | 0.00 |
| 1011778 Bc 4.0% 20-15.10.30 | 4.000 | 15.10.30 | USD | 2 425 000 | - | - | 2 425 000 | 2 078 270.83 | 1.11 |
| Academy Ltd 6.0% 20-15.11.27 144A | 6.000 | 15.11.27 | USD | 275 000 | 150 000 | - | 425 000 | 408 476.00 | 0.22 |
| Acadia Hlth 5.0% 20-15.04.29 | 5.000 | 15.04.29 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Acadia Hlth 5.50% 20-01.07.28 | 5.500 | 01.07.28 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Adapthealth 4.625% 21-01.08.29 | 4.625 | 01.08.29 | USD | 600 000 | - | -100 000 | 500 000 | 399 542.50 | 0.21 |
| Adapthealth 5.125% 21-01.03.30 | 5.125 | 01.03.30 | USD | 350 000 | - | -100 000 | 250 000 | 202 742.50 | 0.11 |
| Adient Glob | 4.875 | 15.08.26 | USD | 1 050 000 | - | -75 000 | 975 000 | 927 531.83 | 0.49 |
| Adient Glob 7% 23-15.04.28 144A | 7.000 | 15.04.28 | USD | - | 100 000 | - | 100 000 | 101 187.50 | 0.05 |
| Affinity 6.875% 15.12.28 144A | 6.875 | 15.12.27 | USD | 675 000 | - | - | 675 000 | 594 605.57 | 0.32 |
| Albertsons 3.50% 20-15.03.29 144A | 3.500 | 15.03.29 | USD | 550 000 | - | -325 000 | 225 000 | 195 001.47 | 0.10 |
| Albertsons 5.875% 15.02.28 144A | 5.875 | 15.02.28 | USD | 250 000 | - | - | 250 000 | 243 200.00 | 0.13 |
| Albertsons 6.5% 23-15.02.28 144A | 6.500 | 15.02.28 | USD | - | 400 000 | - | 400 000 | 401 118.00 | 0.21 |
| Albertsons 7.5% 19-15.03.26 144A | 7.500 | 15.03.26 | USD | 175 000 | - | - | 175 000 | 178 123.75 | 0.09 |
| Albertsons C 3.25% 15.03.26 144A | 3.250 | 15.03.26 | USD | 175 000 | - | - | 175 000 | 161 685.97 | 0.09 |
| Allied Univ 6.0% 21-01.06.29 144A | 6.000 | 01.06.29 | USD | 825 000 | - | - | 825 000 | 609 834.19 | 0.33 |
| Amer Bld 4.0% 19-15.01.28 144A | 4.000 | 15.01.28 | USD | 250 000 | 175 000 | - | 425 000 | 387 764.65 | 0.21 |
| American Ai 5.50% 20.04.26 144A | 5.500 | 20.04.26 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| American Ai 5.75% 20.04.29 P 144A | 5.750 | 20.04.29 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Ams 7.0% 20-31.07.25 144A | 7.000 | 31.07.25 | USD | 300 000 | - | - | 300 000 | 265 175.86 | 0.14 |
| Amwins Grou 4.875% 30.06.29 144A | 4.875 | 30.06.29 | USD | 1 100 000 | - | - | 1 100 000 | 994 376.24 | 0.53 |
| Antero 5.75% 19-01.03.27 144A | 5.750 | 01.03.27 | USD | 1 125 000 | - | - | 1 125 000 | 1 084 829.63 | 0.58 |
| Antero 5.75% 19-15.01.28 | 5.750 | 15.01.28 | USD | 750 000 | - | -125 000 | 625 000 | 596 478.44 | 0.32 |
| Antero 7.625% 21-01.02.29 144A | 7.625 | 01.02.29 | USD | 188 000 | - | -78 000 | 110 000 | 111 708.08 | 0.06 |
| Antero 7.875% 20-15.05.26 144A | 7.875 | 15.05.26 | USD | 225 000 | - | - | 225 000 | 228 239.10 | 0.12 |
| Antero Mid 5.375% 21-15.06.29 | 5.375 | 15.06.29 | USD | 500 000 | - | -400 000 | 100 000 | 93 021.99 | 0.05 |
| Antero Res 5.375% 21-01.03.30 | 5.375 | 01.03.30 | USD | 175 000 | - | - | 175 000 | 160 470.15 | 0.09 |
| Antero Res 8.375% 21-15.07.26 | 8.375 | 15.07.26 | USD | 81 000 | - | -81 000 | - | - | 0.00 |
| Aramark Ser 6.375% 20-01.05.25 144A | 6.375 | 01.05.25 | USD | 550 000 | - | - | 550 000 | 549 943.96 | 0.29 |
| Archrock 6.25% 19-01.04.28 | 6.250 | 01.04.28 | USD | 725 000 | - | - | 725 000 | 678 650.75 | 0.36 |
| Archrock P 6.875% 19-01.04.27 | 6.875 | 01.04.27 | USD | 1 000 000 | - | -250 000 | 750 000 | 720 930.00 | 0.38 |
| Ardagh Meta 4.0% 21-01.09.29 | 4.000 | 01.09.29 | USD | 625 000 | - | -375 000 | 250 000 | 198 271.73 | 0.11 |
| Ardagh Pck 5.25% 19-15.08.27 144A | 5.250 | 15.08.27 | USD | 450 000 | 175 000 | - | 625 000 | 529 789.13 | 0.28 |
| Ardagh Pck 5.25% 20-15.08.27 144A | 5.250 | 15.08.27 | USD | 800 000 | 400 000 | -300 000 | 900 000 | 762 896.34 | 0.41 |
| Ardent H S 5.75% 21-15.07.29 | 5.750 | 15.07.29 | USD | 325 000 | - | - | 325 000 | 280 546.50 | 0.15 |
| Ardonagh Mi 11.50% 20-15.01.27 144A | 11.500 | 15.01.27 | USD | 678 203 | 243 235 | - | 921 438 | 852 330.15 | 0.45 |
| Asbury Auto 4.625% 21-15.11.29 | 4.625 | 15.11.29 | USD | 150 000 | 100 000 | - | 250 000 | 222 192.40 | 0.12 |
| Asbury Auto 5.0% 21-15.02.32 | 5.000 | 15.02.32 | USD | 300 000 | - | - | 300 000 | 261 504.96 | 0.14 |
| Ascent Reso 5.875% 21-30.06.29 | 5.875 | 30.06.29 | USD | 300 000 | - | -100 000 | 200 000 | 178 752.30 | 0.10 |
| Ascent Reso 7% 18-01.11.26 144A | 7.000 | 01.11.26 | USD | 575 000 | - | -275 000 | 300 000 | 290 654.82 | 0.15 |
| Ascent Reso 8.25% 20-31.12.28 | 8.250 | 31.12.28 | USD | 250 000 | - | - | 250 000 | 246 067.40 | 0.13 |
| Assuredpart 5.625% 20-15.01.29 | 5.625 | 15.01.29 | USD | 525 000 | - | - | 525 000 | 454 924.79 | 0.24 |
| Assuredpart 7% 17-15.08.25 144A | 7.000 | 15.08.25 | USD | 200 000 | - | - | 200 000 | 197 753.07 | 0.11 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Audacy Capital 6.75% 31.03.29 | 6.750 | 31.03.29 | USD | 450 000 | - | - | 450 000 | 12 478.50 | 0.01 |
| Avantor 4.625% 20-15.07.28 144A | 4.625 | 15.07.28 | USD | 650 000 | - | - | 650 000 | 603 252.78 | 0.32 |
| Avantor Fdg 3.875% 21-01.11.29 | 3.875 | 01.11.29 | USD | 600 000 | - | -100 000 | 500 000 | 438 166.15 | 0.23 |
| Axalta 4.75% 20-15.06.27 144A | 4.750 | 15.06.27 | USD | 150 000 | - | - | 150 000 | 141 538.91 | 0.08 |
| Axalta Coat 3.375% 20-15.02.29 | 3.375 | 15.02.29 | USD | 150 000 | - | - | 150 000 | 127 825.50 | 0.07 |
| Ball Corp 3.125% 21-15.09.31 | 3.125 | 15.09.31 | USD | 275 000 | - | - | 275 000 | 226 552.73 | 0.12 |
| Bausch 4.875% 21-01.06.28 | 4.875 | 01.06.28 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Bausch 5.0% 19-30.01.28 | 5.000 | 30.01.28 | USD | 200 000 | - | - | 200 000 | 86 009.00 | 0.05 |
| Bausch 5.0% 20-15.02.29 | 5.000 | 15.02.29 | USD | 500 000 | - | - | 500 000 | 210 752.50 | 0.11 |
| Bausch 5.25% 19-30.01.30 | 5.250 | 30.01.30 | USD | 675 000 | - | -325 000 | 350 000 | 145 708.50 | 0.08 |
| Bausch 5.25% 20-15.02.31 144A | 5.250 | 15.02.31 | USD | 350 000 | - | - | 350 000 | 146 629.00 | 0.08 |
| Bausch 6.125% 22-01.02.27 | 6.125 | 01.02.27 | USD | 75 000 | - | - | 75 000 | 48 101.25 | 0.03 |
| Bausch 6.25% 20-15.02.29 144A | 6.250 | 15.02.29 | USD | 250 000 | - | - | 250 000 | 107 822.50 | 0.06 |
| Bausch Hl 5.75% 19-15.08.27 | 5.750 | 15.08.27 | USD | 175 000 | - | - | 175 000 | 107 422.00 | 0.06 |
| Bcpe 7.625% 21-01.05.27 144A | 7.625 | 01.05.27 | USD | 1 225 000 | 50 000 | - | 1 275 000 | 1 187 138.79 | 0.63 |
| Bellring Br 7.0% 22-15.03.30 | 7.000 | 15.03.30 | USD | 500 000 | - | - | 500 000 | 503 685.00 | 0.27 |
| Berry Glb 5.625% 19-15.07.27 144A | 5.625 | 15.07.27 | USD | 575 000 | - | - | 575 000 | 563 298.75 | 0.30 |
| Berry Petr 7% 18-15.02.26 | 7.000 | 15.02.26 | USD | 250 000 | - | - | 250 000 | 231 547.50 | 0.12 |
| Booz Allen 3.875% 20-01.09.28 | 3.875 | 01.09.28 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Booz Allen 4.0% 21-01.07.29 | 4.000 | 01.07.29 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Boxer 9.125% 20-01.03.26 144A | 9.125 | 01.03.26 | USD | 250 000 | 325 000 | - | 575 000 | 573 076.63 | 0.31 |
| Boyd Gam 4.75% 19-01.12.27 144A | 4.750 | 01.12.27 | USD | 400 000 | - | -150 000 | 250 000 | 237 105.50 | 0.13 |
| Boyd Gam 4.75% 21-15.06.31 | 4.750 | 15.06.31 | USD | 150 000 | - | - | 150 000 | 134 164.20 | 0.07 |
| Broadstreet 5.875% 21-15.04.29 | 5.875 | 15.04.29 | USD | 1 575 000 | 175 000 | - | 1 750 000 | 1 519 918.93 | 0.81 |
| Bway 5.5% 17-15.04.24 144A | 5.500 | 15.04.24 | USD | 400 000 | - | -400 000 | - | - | 0.00 |
| Bway 7.25% 17-15.04.25 144A | 7.250 | 15.04.25 | USD | 750 000 | - | -750 000 | - | - | 0.00 |
| Bway 7.875% 23-15.08.26 | 7.875 | 15.08.26 | USD | - | 525 000 | -100 000 | 425 000 | 422 141.46 | 0.23 |
| Caesars 4.625% 21-15.10.29 144A | 4.625 | 15.10.29 | USD | 225 000 | - | - | 225 000 | 196 660.80 | 0.10 |
| Caesars25 5.75% 20-01.07.25 144A | 5.750 | 01.07.25 | USD | 300 000 | - | - | 300 000 | 303 810.60 | 0.16 |
| Callon Petr 6.375% 18-01.07.26 | 6.375 | 01.07.26 | USD | 100 000 | - | - | 100 000 | 97 563.80 | 0.05 |
| Callon Petroleum Co 7.5% 144A | 7.500 | 15.06.30 | USD | 175 000 | - | - | 175 000 | 165 350.19 | 0.09 |
| Calpine 4.50% 19-15.02.28 | 4.500 | 15.02.28 | USD | 150 000 | - | - | 150 000 | 135 945.50 | 0.07 |
| Calpine 4.625% 20-01.02.29 144A | 4.625 | 01.02.29 | USD | 225 000 | - | - | 225 000 | 190 084.34 | 0.10 |
| Calpine 5.0% 20-01.02.31 | 5.000 | 01.02.31 | USD | 225 000 | - | - | 225 000 | 186 385.82 | 0.10 |
| Calpine 5.125% 19-15.03.28 144A | 5.125 | 15.03.28 | USD | 275 000 | - | - | 275 000 | 245 777.90 | 0.13 |
| Calpine 5.25% 16-01.06.26 144A | 5.250 | 01.06.26 | USD | 125 000 | - | - | 125 000 | 120 840.79 | 0.06 |
| Camelot Ret 8.75% 22-01.08.28 | 8.750 | 01.08.28 | USD | - | 350 000 | - | 350 000 | 331 211.77 | 0.18 |
| Capstone 8.0% 23-15.06.30 | 8.000 | 15.06.30 | USD | - | 475 000 | - | 475 000 | 469 528.00 | 0.25 |
| Carrizo 8.25% 17-15.07.25 | 8.250 | 15.07.25 | USD | 100 000 | - | - | 100 000 | 99 442.00 | 0.05 |
| Cars.Com 6.375% 20-01.11.28 | 6.375 | 01.11.28 | USD | 600 000 | - | - | 600 000 | 553 361.89 | 0.30 |
| Catalent Phar 3.50% 01.04.30 | 3.500 | 01.04.30 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Cbs Out Am 4.625% 19-15.03.30 | 4.625 | 15.03.30 | USD | 150 000 | - | - | 150 000 | 125 139.05 | 0.07 |
| Cbs Out Am 5% 19-15.08.27 | 5.000 | 15.08.27 | USD | - | 225 000 | - | 225 000 | 204 550.88 | 0.11 |
| Cbs Radio I 6.5% 19-01.05.27 144A | 6.500 | 01.05.27 | USD | 750 000 | - | - | 750 000 | 15 041.25 | 0.01 |
| Ccm Merger 6.375% 20-01.05.26 | 6.375 | 01.05.26 | USD | 75 000 | - | - | 75 000 | 72 839.25 | 0.04 |
| Cco Hldgs 4.25% 20-01.02.31 144A | 4.250 | 01.02.31 | USD | 775 000 | - | -200 000 | 575 000 | 466 444.20 | 0.25 |
| Cco Hldgs 4.25% 21-15.01.34 144A | 4.250 | 15.01.34 | USD | 575 000 | - | - | 575 000 | 435 223.65 | 0.23 |
| Cco Hldgs 4.50% 20-01.05.32 | 4.500 | 01.05.32 | USD | 725 000 | - | -75 000 | 650 000 | 519 684.23 | 0.28 |
| Cco Hldgs 4.50% 20-15.08.30 | 4.500 | 15.08.30 | USD | 725 000 | - | -300 000 | 425 000 | 354 252.25 | 0.19 |
| Cco Hldgs 4.50% 21-01.06.33 | 4.500 | 01.06.33 | USD | 325 000 | - | - | 325 000 | 255 558.62 | 0.14 |
| Cco Hldgs 4.75% 19-01.03.30 144A | 4.750 | 01.03.30 | USD | 500 000 | - | -275 000 | 225 000 | 192 634.02 | 0.10 |
| Cco Hldgs 5% 17-01.02.28 144A | 5.000 | 01.02.28 | USD | 800 000 | - | - | 800 000 | 729 754.56 | 0.39 |
| Cco Hldgs 5.125% 01.05.27 144A | 5.125 | 01.05.27 | USD | 425 000 | - | - | 425 000 | 396 224.48 | 0.21 |
| Cco Hldgs 5.375% 19-01.06.29 144A | 5.375 | 01.06.29 | USD | 500 000 | - | -400 000 | 100 000 | 90 502.35 | 0.05 |
| Centene Esc 4.25% 19-15.12.27 | 4.250 | 15.12.27 | USD | 550 000 | - | - | 550 000 | 516 230.00 | 0.28 |
| Centene Esc 4.625% 19-15.12.29 | 4.625 | 15.12.29 | USD | 725 000 | - | -725 000 | - | - | 0.00 |
| Centenn 5.375% 17-15.01.26 144A | 5.375 | 15.01.26 | USD | - | 125 000 | - | 125 000 | 119 237.83 | 0.06 |
| Centennial 6.875% 01.04.27 144A | 6.875 | 01.04.27 | USD | 575 000 | - | - | 575 000 | 568 746.88 | 0.30 |
| Central Par 7.25% 22-15.06.29 | 7.250 | 15.06.29 | USD | 375 000 | 175 000 | - | 550 000 | 544 988.68 | 0.29 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Cheever Esc 7.125% 22-01.10.27 | 7.125 | 01.10.27 | USD | - | 200 000 | - | 200 000 | 180 499.62 | 0.10 |
| Chen Eng 3.25% 21-31.01.32 | 3.250 | 31.01.32 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Chen Eng 4.0% 21-01.03.31 | 4.000 | 01.03.31 | USD | 575 000 | - | -275 000 | 300 000 | 264 439.56 | 0.14 |
| Chen Eng 4.50% 20-01.10.29 | 4.500 | 01.10.29 | USD | 325 000 | - | - | 325 000 | 298 504.96 | 0.16 |
| Cheniere En 4.625% 21-15.10.28 | 4.625 | 15.10.28 | USD | 275 000 | - | - | 275 000 | 257 074.65 | 0.14 |
| Chesapeake 5.875% 21-01.02.29 144A | 5.875 | 01.02.29 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Chs 5.25% 22-15.05.30 | 5.250 | 15.05.30 | USD | 200 000 | - | - | 200 000 | 157 749.40 | 0.08 |
| Chs 6.0% 20-15.01.29 144A | 6.000 | 15.01.29 | USD | 75 000 | - | - | 75 000 | 63 174.38 | 0.03 |
| Chs 6.125% 21-01.04.30 | 6.125 | 01.04.30 | USD | 400 000 | - | -225 000 | 175 000 | 104 449.63 | 0.06 |
| Chs 6.875% 21-15.04.29 | 6.875 | 15.04.29 | USD | 950 000 | - | - | 950 000 | 598 243.50 | 0.32 |
| Chs 8% 19-15.03.26 144A | 8.000 | 15.03.26 | USD | 325 000 | 75 000 | -50 000 | 350 000 | 340 670.82 | 0.18 |
| Chs 8.0% 19-15.12.27 | 8.000 | 15.12.27 | USD | 125 000 | - | - | 125 000 | 120 925.33 | 0.06 |
| Churchill 6.75% 23-01.05.31 | 6.750 | 01.05.31 | USD | - | 175 000 | - | 175 000 | 173 250.00 | 0.09 |
| Ciena 4.0% 22-31.01.30 144A | 4.000 | 31.01.30 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Civitas Res 8.375% 01.07.28 144A | 8.375 | 01.07.28 | USD | - | 150 000 | - | 150 000 | 151 729.50 | 0.08 |
| Civitas Res 8.75% 01.07.31 144A | 8.750 | 01.07.31 | USD | - | 75 000 | - | 75 000 | 76 144.50 | 0.04 |
| Clarivate 4.875% 21-01.07.29 144A | 4.875 | 01.07.29 | USD | 725 000 | - | - | 725 000 | 643 894.69 | 0.34 |
| Clearwat | 5.375 | 01.02.25 | USD | 675 000 | - | -275 000 | 400 000 | 390 600.56 | 0.21 |
| Clearwat 4.75% 20-15.08.28 | 4.750 | 15.08.28 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Cleveland 4.625% 21-01.03.29 144A | 4.625 | 01.03.29 | USD | 525 000 | - | -100 000 | 425 000 | 383 233.47 | 0.20 |
| Cleveland 4.875% 21-1.03.31 144A | 4.875 | 01.03.31 | USD | 400 000 | - | -400 000 | - | - | 0.00 |
| Clydesdale 8.75% 22-15.04.30 -144A- | 8.750 | 15.04.30 | USD | 2 150 000 | - | -75 000 | 2 075 000 | 1 832 512.80 | 0.98 |
| Cm New Hold 6.75% 19-01.07.26 | 6.750 | 01.07.26 | USD | 376 000 | - | -126 000 | 250 000 | 172 153.35 | 0.09 |
| Cmp Cmfc 7.375% 23-01.02.31 144A | 7.375 | 01.02.31 | USD | - | 300 000 | - | 300 000 | 296 044.98 | 0.16 |
| Cndo M 7.375% 22-15.02.30 144A | 7.375 | 15.02.30 | USD | 1 500 000 | 300 000 | - | 1 800 000 | 1 566 802.26 | 0.84 |
| Cnx Mdstrm 4.75% 21-15.04.30 | 4.750 | 15.04.30 | USD | 400 000 | - | - | 400 000 | 339 682.68 | 0.18 |
| Coeur Minin 5.125% 21-15.02.29 | 5.125 | 15.02.29 | USD | 525 000 | - | - | 525 000 | 433 681.50 | 0.23 |
| Colt Merger Sub 6.25% 1.07.25 144A | 6.250 | 01.07.25 | USD | 400 000 | - | - | 400 000 | 398 473.52 | 0.21 |
| Colt Merger Sub 8.125% 1.07.27 144A | 8.125 | 01.07.27 | USD | 675 000 | 100 000 | -100 000 | 675 000 | 691 338.38 | 0.37 |
| Compass Min | 4.875 | 15.07.24 | USD | 575 000 | - | -575 000 | - | - | 0.00 |
| Compass Min 6.75% 19-01.12.27 | 6.750 | 01.12.27 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Comstock Re 5.875% 21-15.01.30 144A | 5.875 | 15.01.30 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Comstock Re 6.75% 21-01.03.29 | 6.750 | 01.03.29 | USD | 700 000 | - | - | 700 000 | 641 314.45 | 0.34 |
| Consensus 6.0% 21-15.10.26 144A | 6.000 | 15.10.26 | USD | 325 000 | 50 000 | - | 375 000 | 341 074.93 | 0.18 |
| Consensus 6.50% 21-15.10.28 144A | 6.500 | 15.10.28 | USD | 375 000 | 200 000 | - | 575 000 | 492 142.33 | 0.26 |
| Cornerstone 6.125% 20-15.01.29 144A | 6.125 | 15.01.29 | USD | 275 000 | - | -25 000 | 250 000 | 197 911.25 | 0.11 |
| Cp Atlas Bu 7.0% 20-01.12.28 144A | 7.000 | 01.12.28 | USD | 1 200 000 | - | -300 000 | 900 000 | 707 512.50 | 0.38 |
| Crown Am 5.25% 22-1.04.30 144A | 5.250 | 01.04.30 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Crown Amer/ 4.75% 18-01.02.26 | 4.750 | 01.02.26 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Crrock 5.0% 21-01.05.29 | 5.000 | 01.05.29 | USD | 100 000 | - | - | 100 000 | 93 782.00 | 0.05 |
| Crrock 5.625% 17-15.10.25 144A | 5.625 | 15.10.25 | USD | 825 000 | - | - | 825 000 | 813 738.75 | 0.43 |
| Csc Hld 4.125% 20-01.12.30 144A | 4.125 | 01.12.30 | USD | 900 000 | - | - | 900 000 | 630 412.74 | 0.34 |
| Csc Hld 4.5% 21-15.11.31 144A | 4.500 | 15.11.31 | USD | 375 000 | - | - | 375 000 | 261 792.98 | 0.14 |
| Csc Hld 4.625% 20-01.12.30 144A | 4.625 | 01.12.30 | USD | 400 000 | - | - | 400 000 | 178 404.46 | 0.10 |
| Csc Hld Inc 3.375% 15.02.31 144A | 3.375 | 15.02.31 | USD | 200 000 | - | - | 200 000 | 135 571.50 | 0.07 |
| Csc Hld Inc 5.0% 21-15.11.31 | 5.000 | 15.11.31 | USD | 300 000 | - | - | 300 000 | 140 067.87 | 0.07 |
| Csc Hld Inc 5.75% 19-15.01.30 | 5.750 | 15.01.30 | USD | 1 375 000 | - | -150 000 | 1 225 000 | 580 141.63 | 0.31 |
| Csc Hldg | 5.500 | 15.04.27 | USD | 950 000 | - | -125 000 | 825 000 | 687 653.84 | 0.37 |
| Dana Fin Lu 5.75% 17-15.04.25 | 5.750 | 15.04.25 | USD | 400 000 | - | -199 000 | 201 000 | 198 292.53 | 0.11 |
| Dana Inc 4.50% 21-15.02.32 | 4.500 | 15.02.32 | USD | 175 000 | - | - | 175 000 | 145 446.00 | 0.08 |
| Davita 4.625% 20-01.06.30 | 4.625 | 01.06.30 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Diamond 6.625% 19-15.08.27 144A | 6.625 | 15.08.27 | USD | 600 000 | - | -600 000 | - | - | 0.00 |
| Diamond Bc 4.625% 21-01.10.29 | 4.625 | 01.10.29 | USD | 850 000 | 175 000 | - | 1 025 000 | 1 034 621.16 | 0.55 |
| Diamond Spo 5.375% 15.08.26 Regs | 5.375 | 15.08.26 | USD | 225 000 | - | - | 225 000 | 7 734.38 | 0.00 |
| Diebold Nix 9.375% 20-15.07.25 | 9.375 | 15.07.25 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Directv 5.875% 21-15.08.27 | 5.875 | 15.08.27 | USD | 525 000 | - | -225 000 | 300 000 | 271 990.47 | 0.15 |
| Dish Dbs | 7.750 | 01.07.26 | USD | 300 000 | - | - | 300 000 | 184 923.00 | 0.10 |
| Dish Dbs 5.125% 21-01.06.29 | 5.125 | 01.06.29 | USD | 1 100 000 | - | - | 1 100 000 | 511 809.20 | 0.27 |
| Dish Dbs 5.75% 21-01.12.28 | 5.750 | 01.12.28 | USD | 250 000 | - | -125 000 | 125 000 | 93 217.13 | 0.05 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Dish Dbs 7.375% 20-01.07.28 | 7.375 | 01.07.28 | USD | 300 000 | - | - | 300 000 | 160 932.00 | 0.09 |
| Dish Netwrk 11.75% 22-15.11.27 | 11.750 | 15.11.27 | USD | - | 350 000 | - | 350 000 | 341 486.39 | 0.18 |
| Dornoch Deb 6.625% 21-15.10.29 | 6.625 | 15.10.29 | USD | 1 200 000 | - | -125 000 | 1 075 000 | 878 301.34 | 0.47 |
| Dt Midstrea 4.375% 21-15.06.31 | 4.375 | 15.06.31 | USD | 275 000 | - | - | 275 000 | 237 303.14 | 0.13 |
| Dun Brads 5.0% 21-15.12.29 144A | 5.000 | 15.12.29 | USD | 250 000 | - | - | 250 000 | 220 700.00 | 0.12 |
| Edgewell Pe 4.125% 21-01.04.29 | 4.125 | 01.04.29 | USD | 400 000 | - | - | 400 000 | 349 450.00 | 0.19 |
| Eer 6.625% 20-15.07.25 144A | 6.625 | 15.07.25 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Eer Fin 5.75% 17-30.01.28 144A | 5.750 | 30.01.28 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Elastic 4.125% 21-15.07.29 | 4.125 | 15.07.29 | USD | 600 000 | 50 000 | - | 650 000 | 561 327.33 | 0.30 |
| Eldorado 7.0% 23-15.02.30 | 7.000 | 15.02.30 | USD | - | 225 000 | - | 225 000 | 226 155.80 | 0.12 |
| Elem Sol 3.875% 20-01.09.28 144A | 3.875 | 01.09.28 | USD | 350 000 | - | - | 350 000 | 306 218.08 | 0.16 |
| Embecta 6.75% 22-15.02.30 144A | 6.750 | 15.02.30 | USD | 275 000 | - | - | 275 000 | 247 529.05 | 0.13 |
| Embecta Cor 5.0% 22-15.02.30 | 5.000 | 15.02.30 | USD | 150 000 | - | - | 150 000 | 124 689.75 | 0.07 |
| Emerald Deb 6.625% 23-15.12.30 | 6.625 | 15.12.30 | USD | - | 800 000 | - | 800 000 | 794 000.00 | 0.42 |
| Endo 6.0% 20-30.06.28 144A | 6.000 | 30.06.28 | USD | 356 000 | - | -356 000 | - | - | 0.00 |
| Energizer 4.375% 20-31.03.29 | 4.375 | 31.03.29 | USD | 500 000 | - | - | 500 000 | 429 958.00 | 0.23 |
| Energizer 4.75% 20-15.06.28 | 4.750 | 15.06.28 | USD | 600 000 | - | - | 600 000 | 534 000.00 | 0.28 |
| Energizer 6.50% 22-31.12.27 | 6.500 | 31.12.27 | USD | 150 000 | 25 000 | - | 175 000 | 168 437.07 | 0.09 |
| Entegris 5.95% 15.06.30 144A | 5.950 | 15.06.30 | USD | 200 000 | 350 000 | - | 550 000 | 527 935.12 | 0.28 |
| Enviva 6.50% 19-15.01.26 144A | 6.500 | 15.01.26 | USD | 900 000 | 125 000 | - | 1 025 000 | 808 479.00 | 0.43 |
| Eqt Corp 3.625% 21-15.05.31 144A | 3.625 | 15.05.31 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Eqt Mdstm 4.50% 21-15.01.29 | 4.500 | 15.01.29 | USD | 325 000 | - | - | 325 000 | 290 180.64 | 0.15 |
| Eqt Mdstm 4.75% 21-15.01.31 | 4.750 | 15.01.31 | USD | 475 000 | - | - | 475 000 | 416 474.30 | 0.22 |
| Eqt Mdstm 6.0% 20-01.07.25 | 6.000 | 01.07.25 | USD | 92 000 | - | - | 92 000 | 91 049.32 | 0.05 |
| Eqt Mdstm 6.50% 20-01.07.27 | 6.500 | 01.07.27 | USD | 675 000 | - | -125 000 | 550 000 | 542 996.31 | 0.29 |
| Eqt Mdstm 7.50% 22-01.06.27 | 7.500 | 01.06.27 | USD | - | 125 000 | - | 125 000 | 126 325.25 | 0.07 |
| Found 6.0% 21-01.03.29 | 6.000 | 01.03.29 | USD | 1 050 000 | - | - | 1 050 000 | 878 078.25 | 0.47 |
| Gap Inc 3.625% 21-01.10.29 | 3.625 | 01.10.29 | USD | 100 000 | 275 000 | - | 375 000 | 265 436.89 | 0.14 |
| Gap Inc 3.875% 21-01.10.31 | 3.875 | 01.10.31 | USD | 150 000 | - | - | 150 000 | 102 645.48 | 0.05 |
| Garda Ws 4.625% 20-15.02.27 144A | 4.625 | 15.02.27 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Garda Ws 6.0% 21-01.06.29 144A | 6.000 | 01.06.29 | USD | 650 000 | - | - | 650 000 | 533 292.24 | 0.28 |
| Garda Ws 7.75% 23-15.02.28 | 7.750 | 15.02.28 | USD | - | 150 000 | -75 000 | 75 000 | 74 526.82 | 0.04 |
| Garden Spin 8.625% 22-20.07.30 | 8.625 | 20.07.30 | USD | - | 125 000 | - | 125 000 | 134 742.64 | 0.07 |
| Gartner Inc 3.75% 20-01.10.30 | 3.750 | 01.10.30 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Gartner Inc 4.50% 20-01.07.28 | 4.500 | 01.07.28 | USD | 150 000 | - | - | 150 000 | 140 267.81 | 0.07 |
| Gates Glob 6.25% 19-15.01.26 | 6.250 | 15.01.26 | USD | 1 600 000 | - | -300 000 | 1 300 000 | 1 281 732.05 | 0.68 |
| Glb Med Res 6.50% 20-01.10.25 | 6.500 | 01.10.25 | USD | 1 125 000 | - | -725 000 | 400 000 | 220 514.00 | 0.12 |
| Go Daddy Op 5.25% 19-01.12.27 | 5.250 | 01.12.27 | USD | 525 000 | - | - | 525 000 | 499 243.50 | 0.27 |
| Graphic Pac 3.75% 21-01.02.30 | 3.750 | 01.02.30 | USD | 75 000 | - | - | 75 000 | 64 783.43 | 0.03 |
| Gray 4.75% 20-15.10.30 144A | 4.750 | 15.10.30 | USD | 450 000 | - | -275 000 | 175 000 | 118 862.63 | 0.06 |
| Gray Escrow 5.375% 21-15.11.31 | 5.375 | 15.11.31 | USD | 650 000 | - | - | 650 000 | 431 682.68 | 0.23 |
| Gray Tel Ic | 5.875 | 15.07.26 | USD | 775 000 | - | - | 775 000 | 692 484.36 | 0.37 |
| Gtcr Ap Fin 8% 19-15.05.27 144A | 8.000 | 15.05.27 | USD | 1 300 000 | - | -200 000 | 1 100 000 | 1 079 581.14 | 0.58 |
| Gw B-Cr 9.50% 19-01.11.27 | 9.500 | 01.11.27 | USD | 1 795 000 | - | -300 000 | 1 495 000 | 1 446 148.33 | 0.77 |
| Gyp Hldgs I 4.625% 21-01.05.29 | 4.625 | 01.05.29 | USD | 400 000 | - | - | 400 000 | 352 798.00 | 0.19 |
| H&E Equip 3.875% 15.12.28 144A | 3.875 | 15.12.28 | USD | 925 000 | - | -175 000 | 750 000 | 650 153.55 | 0.35 |
| Hb Fuller 4.25% 20-15.10.28 | 4.250 | 15.10.28 | USD | 150 000 | - | - | 150 000 | 133 690.50 | 0.07 |
| Healtheq 4.50% 01.10.29 144A | 4.500 | 01.10.29 | USD | 525 000 | 150 000 | - | 675 000 | 595 762.97 | 0.32 |
| Helios Soft 4.625% 21-01.05.28 144A | 4.625 | 01.05.28 | USD | 525 000 | - | - | 525 000 | 447 704.25 | 0.24 |
| Herens Hold 4.75% 15.05.28 144A | 4.750 | 15.05.28 | USD | 800 000 | 75 000 | - | 875 000 | 678 995.63 | 0.36 |
| Hess Midstr 4.25% 21-15.02.30 | 4.250 | 15.02.30 | USD | 250 000 | - | - | 250 000 | 218 372.50 | 0.12 |
| Hess Midstr 5.125% 19-15.06.28 | 5.125 | 15.06.28 | USD | 350 000 | - | - | 350 000 | 327 892.55 | 0.17 |
| Hilton Dome 3.625% 21-15.02.32 | 3.625 | 15.02.32 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Hilton Dome 4.875% 19-15.01.30 | 4.875 | 15.01.30 | USD | 175 000 | - | - | 175 000 | 163 004.64 | 0.09 |
| Hilton Dome 5.75% 20-01.05.28 | 5.750 | 01.05.28 | USD | 350 000 | - | - | 350 000 | 344 956.47 | 0.18 |
| Holly 6.375% 22-15.04.27 144A | 6.375 | 15.04.27 | USD | 225 000 | - | -125 000 | 100 000 | 98 885.87 | 0.05 |
| Holly En 5.0% 20-01.02.28 | 5.000 | 01.02.28 | USD | 400 000 | - | - | 400 000 | 369 363.97 | 0.20 |
| Hub Inter 5.625% 21-01.12.29 | 5.625 | 01.12.29 | USD | 900 000 | - | - | 900 000 | 807 496.19 | 0.43 |
| Hub Inter 7% 18-01.05.26 144A | 7.000 | 01.05.26 | USD | 3 225 000 | - | -750 000 | 2 475 000 | 2 470 372.49 | 1.32 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Hub Inter 7.25% 23-15.06.30 | 7.250 | 15.06.30 | USD | - | 275 000 | - | 275 000 | 284 572.75 | 0.15 |
| Iheartcomm 4.75% 19-15.01.28 | 4.750 | 15.01.28 | USD | 375 000 | - | -125 000 | 250 000 | 188 811.90 | 0.10 |
| Iheartcomm 5.25% 15.08.27 144A | 5.250 | 15.08.27 | USD | 125 000 | - | - | 125 000 | 95 746.86 | 0.05 |
| Iho Ver 6.375% 15.05.29 /Pik | 6.375 | 15.05.29 | USD | - | 300 000 | - | 300 000 | 278 957.21 | 0.15 |
| Ii-Vi Inc 5% 21-15.12.29 144A | 5.000 | 15.12.29 | USD | 675 000 | - | - | 675 000 | 610 068.38 | 0.33 |
| Ims Health | 5.000 | 15.10.26 | USD | 425 000 | - | - | 425 000 | 410 580.01 | 0.22 |
| Interface 5.50% 20-01.12.28 | 5.500 | 01.12.28 | USD | 150 000 | 175 000 | - | 325 000 | 264 070.59 | 0.14 |
| Iron 7.0% 23-15.02.29 | 7.000 | 15.02.29 | USD | - | 425 000 | - | 425 000 | 426 260.04 | 0.23 |
| Jazz 4.375% 21-15.01.29 144A | 4.375 | 15.01.29 | USD | 675 000 | - | -200 000 | 475 000 | 424 373.61 | 0.23 |
| Jones 10.50% 22-15.12.30 | 10.500 | 15.12.30 | USD | - | 475 000 | - | 475 000 | 479 229.12 | 0.26 |
| Jones 8.50% 23-15.03.30 144A | 8.500 | 15.03.30 | USD | - | 500 000 | - | 500 000 | 510 677.50 | 0.27 |
| Kar Auct 5.125% 17-01.06.25 144A | 5.125 | 01.06.25 | USD | 650 000 | - | -573 000 | 77 000 | 75 549.80 | 0.04 |
| Kfc Pizza 4.75% 17-01.06.27 | 4.750 | 01.06.27 | USD | 575 000 | - | - | 575 000 | 555 596.63 | 0.30 |
| Kontoor 4.125% 21-15.11.29 | 4.125 | 15.11.29 | USD | 150 000 | 25 000 | - | 175 000 | 146 328.36 | 0.08 |
| Koppers 6% 17-15.02.25 144A | 6.000 | 15.02.25 | USD | 1 150 000 | - | -1 150 000 | - | - | 0.00 |
| Lamar Media 3.625% 21-15.01.31 | 3.625 | 15.01.31 | USD | 125 000 | - | - | 125 000 | 105 425.00 | 0.06 |
| Lamar Media 4.875% 20-15.01.29 | 4.875 | 15.01.29 | USD | 150 000 | - | - | 150 000 | 139 743.00 | 0.07 |
| Ld Holdings 6.125% 21-01.04.28 | 6.125 | 01.04.28 | USD | 550 000 | - | -550 000 | - | - | 0.00 |
| Lender Pro 3.625% 20-01.09.28 | 3.625 | 01.09.28 | USD | 475 000 | - | - | 475 000 | 426 312.50 | 0.23 |
| Lifepoint 6.75% 20-15.04.25 144A | 6.750 | 15.04.25 | USD | 400 000 | - | - | 400 000 | 369 516.00 | 0.20 |
| Lifepoint 9.75% 18-01.12.26 | 9.750 | 01.12.26 | USD | 650 000 | - | -550 000 | 100 000 | 83 667.35 | 0.04 |
| Logan Merge 5.50% 20-01.09.27 144A | 5.500 | 01.09.27 | USD | 975 000 | - | -50 000 | 925 000 | 510 429.49 | 0.27 |
| Madison 4.125% 30.06.28 144A | 4.125 | 30.06.28 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Madison Iaq 5.875% 21-30.06.29 | 5.875 | 30.06.29 | USD | 1 600 000 | - | -75 000 | 1 525 000 | 1 237 017.17 | 0.66 |
| Match 4.125% 20-01.08.30 144A | 4.125 | 01.08.30 | USD | 350 000 | - | - | 350 000 | 300 090.00 | 0.16 |
| Match 4.625% 20-01.06.28 144A | 4.625 | 01.06.28 | USD | 150 000 | - | - | 150 000 | 137 938.50 | 0.07 |
| Match Group 5% 17-15.12.27 144A | 5.000 | 15.12.27 | USD | 450 000 | - | - | 450 000 | 417 784.46 | 0.22 |
| Match Grp H 3.625% 21-01.10.31 | 3.625 | 01.10.31 | USD | 350 000 | - | - | 350 000 | 286 668.90 | 0.15 |
| Mauser 9.25% 23-15.04.27 144A | 9.250 | 15.04.27 | USD | - | 750 000 | -375 000 | 375 000 | 346 520.70 | 0.18 |
| Mednax Inc 5.375% 22-15.02.30 | 5.375 | 15.02.30 | USD | 350 000 | - | -350 000 | - | - | 0.00 |
| Midas 5.625% 21-15.08.29 144A | 5.625 | 15.08.29 | USD | 1 075 000 | - | - | 1 075 000 | 921 154.06 | 0.49 |
| Midwest Gam 4.875% 21-01.05.29 | 4.875 | 01.05.29 | USD | 375 000 | - | - | 375 000 | 331 480.49 | 0.18 |
| Millenniu 6.625% 21-01.08.26 144A | 6.625 | 01.08.26 | USD | 350 000 | - | - | 350 000 | 257 977.20 | 0.14 |
| Minerva Mer 6.50% 22-15.02.30 | 6.500 | 15.02.30 | USD | 1 650 000 | 175 000 | - | 1 825 000 | 1 537 875.31 | 0.82 |
| Miwd Hld /Mi 5.50% 22-01.02.30 | 5.500 | 01.02.30 | USD | 100 000 | - | - | 100 000 | 82 629.00 | 0.04 |
| Moheg Gam 8.0% 21-01.02.26 | 8.000 | 01.02.26 | USD | 1 375 000 | - | -350 000 | 1 025 000 | 979 848.75 | 0.52 |
| Mozart Debt 3.875% 21-01.04.29 | 3.875 | 01.04.29 | USD | 500 000 | - | - | 500 000 | 433 740.25 | 0.23 |
| Mozart Debt 5.25% 21-01.10.29 | 5.250 | 01.10.29 | USD | 1 800 000 | - | - | 1 800 000 | 1 563 665.58 | 0.83 |
| Mph Acqui 5.50% 21-01.09.28 144A | 5.500 | 01.09.28 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Mph Merger | 5.750 | 01.11.28 | USD | 1 450 000 | - | -1 275 000 | 175 000 | 131 929.00 | 0.07 |
| Nabors Ind 7.25% 20-15.01.26 144A | 7.250 | 15.01.26 | USD | 425 000 | - | -75 000 | 350 000 | 327 150.25 | 0.17 |
| Nabors Ind 7.375% 21-15.05.27 | 7.375 | 15.05.27 | USD | 50 000 | - | - | 50 000 | 47 624.00 | 0.03 |
| Nabors Ind 7.50% 20-15.01.28 144A | 7.500 | 15.01.28 | USD | 350 000 | - | -200 000 | 150 000 | 132 558.00 | 0.07 |
| Nationl Fin 6.875% 20-15.08.28 | 6.875 | 15.08.28 | USD | 2 325 000 | - | -400 000 | 1 925 000 | 1 674 046.03 | 0.89 |
| Nationl Fin 7.50% 22-01.10.30 | 7.500 | 01.10.30 | USD | - | 250 000 | - | 250 000 | 242 276.35 | 0.13 |
| Ncr Corp 5.0% 20-01.10.28 | 5.000 | 01.10.28 | USD | 250 000 | - | - | 250 000 | 223 352.68 | 0.12 |
| Ncr Corp 5.125% 21-15.04.29 144A | 5.125 | 15.04.29 | USD | 300 000 | - | - | 300 000 | 265 868.85 | 0.14 |
| Ncr Corp 5.25% 20-01.10.30 | 5.250 | 01.10.30 | USD | 325 000 | - | - | 325 000 | 283 017.02 | 0.15 |
| Ncr Corp 5.75% 19-01.09.27 144A | 5.750 | 01.09.27 | USD | 375 000 | - | - | 375 000 | 375 409.16 | 0.20 |
| Ncr Corp 6.125% 19-01.09.29 144A | 6.125 | 01.09.29 | USD | 150 000 | - | - | 150 000 | 150 267.00 | 0.08 |
| News Corp 5.125% 22-15.02.32 | 5.125 | 15.02.32 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Nexstar 5.625% 19-15.07.27 144A | 5.625 | 15.07.27 | USD | 925 000 | - | - | 925 000 | 863 278.91 | 0.46 |
| Nexstar Bro 4.75% 20-01.11.28 | 4.750 | 01.11.28 | USD | 675 000 | - | -500 000 | 175 000 | 152 045.93 | 0.08 |
| Niel Fin 4.50% 21-15.07.29 | 4.500 | 15.07.29 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Niel Fin 4.75% 21-15.07.31 | 4.750 | 15.07.31 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Niel Fin 5.625% 20-01.10.28 | 5.625 | 01.10.28 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Niel Fin 5.875% 20-01.10.30 | 5.875 | 01.10.30 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Nielsen 5% 17-01.02.25 144A | 5.000 | 01.02.25 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Nmg Hldg 7.125% 01.04.26 144A | 7.125 | 01.04.26 | USD | 300 000 | - | -300 000 | - | - | 0.00 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Nrg Energy 3.875% 15.02.32 | 3.875 | 15.02.32 | USD | 800 000 | - | -200 000 | 600 000 | 462 969.18 | 0.25 |
| Nrg Energy 6.625% 17-15.01.27 | 6.625 | 15.01.27 | USD | 122 000 | - | - | 122 000 | 121 155.70 | 0.06 |
| Oasis Midst 8.0% 01.04.29 144A | 8.000 | 01.04.29 | USD | 350 000 | - | - | 350 000 | 355 087.50 | 0.19 |
| Oasis Ptrlm 6.375% 01.06.26 144A | 6.375 | 01.06.26 | USD | 100 000 | - | - | 100 000 | 99 051.97 | 0.05 |
| Oi European 4.75% 15.02.30 144A | 4.750 | 15.02.30 | USD | 450 000 | - | - | 450 000 | 403 304.88 | 0.22 |
| Olympus Wat 4.25% 21-01.10.28 | 4.250 | 01.10.28 | USD | 350 000 | 75 000 | - | 425 000 | 336 155.32 | 0.18 |
| Olympus Wat 6.25% 21-01.10.29 | 6.250 | 01.10.29 | USD | 575 000 | - | - | 575 000 | 416 187.88 | 0.22 |
| Olympus Wat 9.75% 23-15.11.28 | 9.750 | 15.11.28 | USD | - | 325 000 | - | 325 000 | 317 590.00 | 0.17 |
| Open 4.125% 21-01.12.31 144A | 4.125 | 01.12.31 | USD | 525 000 | - | - | 525 000 | 430 737.20 | 0.23 |
| Open Text 3.875% 20-15.02.28 144A | 3.875 | 15.02.28 | USD | - | 100 000 | - | 100 000 | 88 166.00 | 0.05 |
| Open Text 6.90% 22-01.12.27 | 6.900 | 01.12.27 | USD | - | 175 000 | - | 175 000 | 178 363.50 | 0.10 |
| Organon 4.125% 21-30.04.28 144A | 4.125 | 30.04.28 | USD | 200 000 | - | - | 200 000 | 177 719.12 | 0.09 |
| Organon Fin 5.125% 21-30.04.31 | 5.125 | 30.04.31 | USD | 550 000 | - | - | 550 000 | 454 494.04 | 0.24 |
| Outfrnt Md 4.25% 21-15.01.29 144A | 4.250 | 15.01.29 | USD | 125 000 | - | - | 125 000 | 105 177.50 | 0.06 |
| Ow Br 7.25% 23-15.05.31 144A | 7.250 | 15.05.31 | USD | - | 375 000 | - | 375 000 | 380 156.25 | 0.20 |
| Ow-Br Gls | 6.375 | 15.08.25 | USD | 50 000 | - | - | 50 000 | 50 186.25 | 0.03 |
| Ow-Br Gls | 5.375 | 15.01.25 | USD | 600 000 | - | -600 000 | - | - | 0.00 |
| Ow-Br Gls 6.625% 20-13.05.27 144A | 6.625 | 13.05.27 | USD | 94 000 | 75 000 | - | 169 000 | 167 595.39 | 0.09 |
| Oxy 6.45% 19-15.09.36 | 6.450 | 15.09.36 | USD | 150 000 | - | -150 000 | - | - | 0.00 |
| Panther Bf 6.25% 19-15.05.26 | 6.250 | 15.05.26 | USD | 113 000 | - | -113 000 | - | - | 0.00 |
| Panther Bf 8.5% 19-15.05.27 144A | 8.500 | 15.05.27 | USD | 2 275 000 | - | -150 000 | 2 125 000 | 2 132 603.25 | 1.14 |
| Pbh 3.75% 21-01.04.31 | 3.750 | 01.04.31 | USD | 175 000 | - | -175 000 | - | - | 0.00 |
| Pdc Energy 5.75% 18-15.05.26 | 5.750 | 15.05.26 | USD | 400 000 | - | - | 400 000 | 398 758.63 | 0.21 |
| Pdc Energy 6.125% 17-15.09.24 | 6.125 | 15.09.24 | USD | 87 000 | - | - | 87 000 | 87 034.30 | 0.05 |
| Penn 4.125% 21-01.07.29 | 4.125 | 01.07.29 | USD | 150 000 | 200 000 | - | 350 000 | 287 315.00 | 0.15 |
| Penn 5.625% 17-15.01.27 144A | 5.625 | 15.01.27 | USD | 50 000 | - | - | 50 000 | 46 812.29 | 0.02 |
| Perf Food G 4.25% 21-01.08.29 | 4.250 | 01.08.29 | USD | 350 000 | - | - | 350 000 | 312 014.71 | 0.17 |
| Poindexter 7.125% 18-15.04.26 | 7.125 | 15.04.26 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Polar Us Bo 6.75% 21-15.05.26 | 6.750 | 15.05.26 | USD | 675 000 | - | -250 000 | 425 000 | 251 794.20 | 0.13 |
| Post 4.625% 20-15.04.30 144A | 4.625 | 15.04.30 | USD | 325 000 | - | -325 000 | - | - | 0.00 |
| Post Hl 5.625% 17-15.01.28 144A | 5.625 | 15.01.28 | USD | 475 000 | - | -150 000 | 325 000 | 312 805.70 | 0.17 |
| Post Hldg 4.50% 21-15.09.31 | 4.500 | 15.09.31 | USD | 600 000 | - | -600 000 | - | - | 0.00 |
| Post Hldg 5.5% 19-15.12.29 | 5.500 | 15.12.29 | USD | 75 000 | 125 000 | - | 200 000 | 184 805.94 | 0.10 |
| Post Hldg 5.75% 17-01.03.27 144A | 5.750 | 01.03.27 | USD | 433 000 | - | - | 433 000 | 423 262.57 | 0.23 |
| Precisn 6.875% 21-15.01.29 | 6.875 | 15.01.29 | USD | 450 000 | - | - | 450 000 | 406 847.50 | 0.22 |
| Precisn 7.125% 17-15.01.26 144A | 7.125 | 15.01.26 | USD | 75 000 | 50 000 | -50 000 | 75 000 | 74 148.58 | 0.04 |
| Quicken Loa 3.625% 20-01.03.29 | 3.625 | 01.03.29 | USD | 250 000 | - | - | 250 000 | 210 359.50 | 0.11 |
| Quicken Loa 3.875% 20-01.03.31 | 3.875 | 01.03.31 | USD | 650 000 | - | - | 650 000 | 527 642.38 | 0.28 |
| Quintiles 5% 19-15.05.27 144A | 5.000 | 15.05.27 | USD | 200 000 | - | - | 200 000 | 192 570.56 | 0.10 |
| Racksp Host 3.50% 21-15.02.28 | 3.500 | 15.02.28 | USD | 675 000 | - | -125 000 | 550 000 | 248 087.41 | 0.13 |
| Racksp Host 5.375% 20-01.12.28 | 5.375 | 01.12.28 | USD | 975 000 | - | -325 000 | 650 000 | 202 875.27 | 0.11 |
| Range Resou 4.75% 22-15.02.30 | 4.750 | 15.02.30 | USD | 175 000 | - | -100 000 | 75 000 | 67 294.88 | 0.04 |
| Range Resou 5% 17-15.03.23 | 5.000 | 15.03.23 | USD | 113 000 | - | -113 000 | - | - | 0.00 |
| Range Resou 8.25% 21-15.01.29 | 8.250 | 15.01.29 | USD | 225 000 | - | - | 225 000 | 233 614.94 | 0.12 |
| Raptor Acqn 4.875% 21-01.11.26 | 4.875 | 01.11.26 | USD | 50 000 | 175 000 | - | 225 000 | 212 265.00 | 0.11 |
| Rattler Mid 5.625% 20-15.07.25 | 5.625 | 15.07.25 | USD | 225 000 | - | -225 000 | - | - | 0.00 |
| Redwood 8.75% 22-1.04.30 144A | 8.750 | 01.04.30 | USD | 825 000 | - | - | 825 000 | 743 447.27 | 0.40 |
| Regional 5.375% 20-15.01.29 | 5.375 | 15.01.29 | USD | 525 000 | - | - | 525 000 | 299 252.47 | 0.16 |
| Rhp 7.25% 23-15.07.28 | 7.250 | 15.07.28 | USD | - | 100 000 | - | 100 000 | 101 238.00 | 0.05 |
| Ritchie Bro 6.75% 15.03.28 144A | 6.750 | 15.03.28 | USD | - | 125 000 | - | 125 000 | 126 132.15 | 0.07 |
| Ritchie Bro 7.75% 15.03.31 144A | 7.750 | 15.03.31 | USD | - | 100 000 | - | 100 000 | 103 867.09 | 0.06 |
| Rl Hero Mrg 6.25% 21-01.02.29 | 6.250 | 01.02.29 | USD | 1 575 000 | - | -675 000 | 900 000 | 738 999.00 | 0.39 |
| Roblox 3.875% 21-01.05.30 | 3.875 | 01.05.30 | USD | 425 000 | - | - | 425 000 | 358 672.38 | 0.19 |
| Rockcliff E 5.50% 15.10.29 144A | 5.500 | 15.10.29 | USD | 325 000 | - | -25 000 | 300 000 | 277 041.00 | 0.15 |
| Rocket Mort 2.875% 21-15.10.26 | 2.875 | 15.10.26 | USD | 450 000 | - | - | 450 000 | 398 724.75 | 0.21 |
| Rocket Mort 4.0% 15.10.33 144A | 4.000 | 15.10.33 | USD | 350 000 | - | - | 350 000 | 274 116.50 | 0.15 |
| Rocket Soft 6.50% 21-15.02.29 | 6.500 | 15.02.29 | USD | 975 000 | 50 000 | - | 1 025 000 | 863 690.52 | 0.46 |
| Ryan Specia 4.375% 22-01.02.30 | 4.375 | 01.02.30 | USD | 200 000 | 100 000 | - | 300 000 | 265 935.00 | 0.14 |
| Sc Games Hl 6.625% 22-01.03.30 | 6.625 | 01.03.30 | USD | 475 000 | 50 000 | - | 525 000 | 462 485.63 | 0.25 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Sci Games 7.25% 19-15.11.29 | 7.250 | 15.11.29 | USD | 200 000 | - | - | 200 000 | 200 430.00 | 0.11 |
| Sci Games 8.625% 20-01.07.25 | 8.625 | 01.07.25 | USD | 475 000 | 100 000 | - | 575 000 | 587 735.10 | 0.31 |
| Science App 4.875% 20-01.04.28 | 4.875 | 01.04.28 | USD | 125 000 | - | - | 125 000 | 116 374.42 | 0.06 |
| Scripps Esc 3.875% 20-15.01.29 | 3.875 | 15.01.29 | USD | 125 000 | - | -125 000 | - | - | 0.00 |
| Scripps Esc 5.375% 15.01.31 144A | 5.375 | 15.01.31 | USD | 275 000 | - | -100 000 | 175 000 | 123 450.87 | 0.07 |
| Scripps Esc 5.875% 15.07.27 144A | 5.875 | 15.07.27 | USD | 625 000 | - | -225 000 | 400 000 | 324 329.35 | 0.17 |
| Seagate Hdd 3.125% 20-15.07.29 | 3.125 | 15.07.29 | USD | 600 000 | - | -600 000 | - | - | 0.00 |
| Seagate Hdd 3.375% 20-15.07.31 | 3.375 | 15.07.31 | USD | 325 000 | - | -325 000 | - | - | 0.00 |
| Seagate Hdd 8.50% 23-15.07.31 | 8.500 | 15.07.31 | USD | - | 200 000 | - | 200 000 | 209 976.00 | 0.11 |
| Sealed Air 4.0% 19-01.12.27 | 4.000 | 01.12.27 | USD | 325 000 | - | - | 325 000 | 295 750.00 | 0.16 |
| Sealed Air 6.125% 23-01.02.28 | 6.125 | 01.02.28 | USD | - | 100 000 | - | 100 000 | 99 366.67 | 0.05 |
| Seaworld Pa 5.25% 21-15.08.29 | 5.250 | 15.08.29 | USD | 900 000 | - | - | 900 000 | 806 433.08 | 0.43 |
| Sensata 4.375% 19-15.02.30 144A | 4.375 | 15.02.30 | USD | 175 000 | - | - | 175 000 | 156 474.47 | 0.08 |
| Sensata 5.875% 22-01.09.30 144A | 5.875 | 01.09.30 | USD | - | 200 000 | - | 200 000 | 194 670.00 | 0.10 |
| Sensata Tec 3.75% 20-15.02.31 | 3.750 | 15.02.31 | USD | 75 000 | - | - | 75 000 | 64 067.09 | 0.03 |
| Signal Pare 6.125% 21-01.04.29 | 6.125 | 01.04.29 | USD | 650 000 | - | -375 000 | 275 000 | 153 661.75 | 0.08 |
| Sinclair | 5.125 | 15.02.27 | USD | 1 000 000 | - | -475 000 | 525 000 | 445 494.00 | 0.24 |
| Sinclair 5.5% 19-01.03.30 | 5.500 | 01.03.30 | USD | 425 000 | 125 000 | - | 550 000 | 317 776.25 | 0.17 |
| Sirius Xm 3.125% 21-01.09.26 | 3.125 | 01.09.26 | USD | 450 000 | - | -100 000 | 350 000 | 313 718.79 | 0.17 |
| Sirius Xm 3.875% 21-01.09.31 | 3.875 | 01.09.31 | USD | 1 025 000 | - | -200 000 | 825 000 | 639 095.28 | 0.34 |
| Sirius Xm 4.0% 21-15.07.28 | 4.000 | 15.07.28 | USD | 300 000 | - | - | 300 000 | 258 713.79 | 0.14 |
| Sirius Xm 4.125% 20-01.07.30 | 4.125 | 01.07.30 | USD | 275 000 | - | -75 000 | 200 000 | 163 507.44 | 0.09 |
| Sirius Xm 5.50% 19-01.07.29 | 5.500 | 01.07.29 | USD | 350 000 | - | -100 000 | 250 000 | 225 054.23 | 0.12 |
| Six Flags 5.5% 17-15.04.27 | 5.500 | 15.04.27 | USD | 650 000 | - | -650 000 | - | - | 0.00 |
| Six Flags E 7.25% 23-15.05.31 | 7.250 | 15.05.31 | USD | - | 350 000 | - | 350 000 | 341 216.05 | 0.18 |
| Sm Energy 6.625% 18-15.01.27 | 6.625 | 15.01.27 | USD | 75 000 | - | - | 75 000 | 72 911.25 | 0.04 |
| Solaris Mid 7.625% 21-01.04.26 | 7.625 | 01.04.26 | USD | 250 000 | - | - | 250 000 | 242 186.04 | 0.13 |
| Spcm Sa 3.375% 21-15.03.30 | 3.375 | 15.03.30 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Srs Distrib 6.0% 21-01.12.29 | 6.000 | 01.12.29 | USD | 750 000 | 175 000 | - | 925 000 | 799 657.88 | 0.43 |
| Srs Distrib 6.125% 01.07.29 144A | 6.125 | 01.07.29 | USD | 475 000 | 200 000 | - | 675 000 | 583 832.54 | 0.31 |
| Ss&C Tech I 5.5% 19-30.09.27 144A | 5.500 | 30.09.27 | USD | 1 025 000 | - | -125 000 | 900 000 | 862 831.45 | 0.46 |
| Stand In 4.75% 17-15.01.28 144A | 4.750 | 15.01.28 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Stand Ind 5% 17-15.02.27 144A | 5.000 | 15.02.27 | USD | 1 150 000 | - | - | 1 150 000 | 1 097 219.49 | 0.59 |
| Standard In 3.375% 20-15.01.31 | 3.375 | 15.01.31 | USD | 425 000 | - | -125 000 | 300 000 | 241 948.94 | 0.13 |
| Standard In 4.375% 20-15.07.30 | 4.375 | 15.07.30 | USD | 250 000 | - | -75 000 | 175 000 | 151 711.23 | 0.08 |
| Station 4.50% 20-15.02.28 | 4.500 | 15.02.28 | USD | 300 000 | - | - | 300 000 | 269 635.50 | 0.14 |
| Station 4.625% 21-01.12.31 | 4.625 | 01.12.31 | USD | 400 000 | - | - | 400 000 | 337 418.00 | 0.18 |
| Stena Intl 6.125% 20-01.02.25 144A | 6.125 | 01.02.25 | USD | 425 000 | - | - | 425 000 | 416 042.24 | 0.22 |
| Sthwest En 8.375% 20-15.09.28 | 8.375 | 15.09.28 | USD | 275 000 | - | - | 275 000 | 286 460.63 | 0.15 |
| Suburb Prop 5.0% 21-01.06.31 144A | 5.000 | 01.06.31 | USD | 375 000 | - | - | 375 000 | 314 499.14 | 0.17 |
| Suburb Prop 5.875% 17-01.03.27 | 5.875 | 01.03.27 | USD | 250 000 | - | - | 250 000 | 241 768.81 | 0.13 |
| Summit Mid 5.75% 17-15.04.25 | 5.750 | 15.04.25 | USD | 550 000 | - | -225 000 | 325 000 | 295 636.25 | 0.16 |
| Synaptics 4.0% 21-15.06.29 144A | 4.000 | 15.06.29 | USD | 150 000 | - | - | 150 000 | 126 087.59 | 0.07 |
| Syneos 3.625% 20-15.01.29 144A | 3.625 | 15.01.29 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Tap Rock 7.0% 21-01.10.26 | 7.000 | 01.10.26 | USD | 400 000 | - | - | 400 000 | 412 360.00 | 0.22 |
| Targa Res 5% 17-15.01.28 | 5.000 | 15.01.28 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Targa Res 5.50% 19-01.03.30 | 5.500 | 01.03.30 | USD | 600 000 | - | -300 000 | 300 000 | 289 000.50 | 0.15 |
| Targa Res Par 6.5% 19-15.07.27 | 6.500 | 15.07.27 | USD | 250 000 | - | - | 250 000 | 248 427.98 | 0.13 |
| Tegna 4.625% 20-15.03.28 | 4.625 | 15.03.28 | USD | 75 000 | - | - | 75 000 | 66 468.75 | 0.04 |
| Tegna 5% 19-15.09.29 | 5.000 | 15.09.29 | USD | 1 000 000 | - | -100 000 | 900 000 | 776 938.62 | 0.41 |
| Telenet 5.5% 17-01.03.28 | 5.500 | 01.03.28 | USD | 1 200 000 | - | - | 1 200 000 | 1 109 760.00 | 0.59 |
| Tenet 4.625% 20-15.06.28 144A | 4.625 | 15.06.28 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Tenet 6.125% 22-15.06.30 144A | 6.125 | 15.06.30 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Tenet Health 6.125% 01.10.28 | 6.125 | 01.10.28 | USD | - | 725 000 | - | 725 000 | 698 653.50 | 0.37 |
| Tenet Health 6.125% 22-15.06.30 | 6.125 | 15.06.30 | USD | - | 100 000 | - | 100 000 | 98 655.00 | 0.05 |
| Tenet Health 6.25% 01.02.27 | 6.250 | 01.02.27 | USD | - | 375 000 | - | 375 000 | 371 505.53 | 0.20 |
| Tenet Hlthc 4.875% 19-01.01.26 | 4.875 | 01.01.26 | USD | 350 000 | - | -350 000 | - | - | 0.00 |
| Tenet Hlthc 4.875% 23-01.01.26 | 4.875 | 01.01.26 | USD | - | 350 000 | - | 350 000 | 341 228.06 | 0.18 |
| Tenet Hlthc 5.125% 19-01.11.27 | 5.125 | 01.11.27 | USD | 425 000 | - | -425 000 | - | - | 0.00 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Tenet Hlthc 5.125% 19-01.11.27 | 5.125 | 01.11.27 | USD | - | 425 000 | - | 425 000 | 406 130.17 | 0.22 |
| Tenet Hlthc 6.125% 20-01.10.28 | 6.125 | 01.10.28 | USD | 850 000 | - | -850 000 | - | - | 0.00 |
| Tenet Hlthc 6.25% 19-01.02.27 144A | 6.250 | 01.02.27 | USD | 350 000 | 125 000 | -475 000 | - | - | 0.00 |
| Tenn Mrgr 6.375% 17-01.02.25 144A | 6.375 | 01.02.25 | USD | 550 000 | - | -550 000 | - | - | 0.00 |
| Terraform 4.75% 19-15.01.30 | 4.750 | 15.01.30 | USD | 550 000 | - | -100 000 | 450 000 | 397 559.25 | 0.21 |
| Terraform 5% 17-31.01.28 144A | 5.000 | 31.01.28 | USD | 600 000 | - | - | 600 000 | 552 984.00 | 0.29 |
| Terrier M B 8.875% 19-15.12.27 | 8.875 | 15.12.27 | USD | 1 550 000 | - | -200 000 | 1 350 000 | 946 715.58 | 0.50 |
| Tex Op 5.625% 19-15.02.27 144A | 5.625 | 15.02.27 | USD | 350 000 | - | - | 350 000 | 335 742.44 | 0.18 |
| Tibco 6.50% 22-31.03.29 144A | 6.500 | 31.03.29 | USD | - | 850 000 | - | 850 000 | 757 660.10 | 0.40 |
| Tibco Soft 9.0% 23-30.09.29 | 9.000 | 30.09.29 | USD | - | 425 000 | - | 425 000 | 369 851.75 | 0.20 |
| Transalta 7.75% 22-15.11.29 | 7.750 | 15.11.29 | USD | - | 200 000 | - | 200 000 | 206 101.00 | 0.11 |
| Transdigm 4.625% 21-15.01.29 | 4.625 | 15.01.29 | USD | 375 000 | - | -375 000 | - | - | 0.00 |
| Transdigm 4.875% 21-01.05.29 | 4.875 | 01.05.29 | USD | 250 000 | - | -250 000 | - | - | 0.00 |
| Transdigm 6.25% 19-15.03.26 144A | 6.250 | 15.03.26 | USD | 850 000 | 125 000 | - | 975 000 | 971 053.98 | 0.52 |
| Transdigm 6.75% 15.08.28 144A | 6.750 | 15.08.28 | USD | - | 200 000 | - | 200 000 | 201 028.60 | 0.11 |
| Transmontai 6.125% 18-15.02.26 | 6.125 | 15.02.26 | USD | 300 000 | - | - | 300 000 | 259 887.64 | 0.14 |
| Transocean 8.375% 23-01.02.28 | 8.375 | 01.02.28 | USD | - | 25 000 | -25 000 | - | - | 0.00 |
| Trident 6.625% 17-01.11.25 144A | 6.625 | 01.11.25 | USD | 675 000 | - | -675 000 | - | - | 0.00 |
| Trident Tpi 9.25% 19-01.08.24 144A | 9.250 | 01.08.24 | USD | 425 000 | 50 000 | -475 000 | - | - | 0.00 |
| Trivium Pack 8.50% 15.08.27 144A | 8.500 | 15.08.27 | USD | 1 200 000 | - | - | 1 200 000 | 1 156 604.04 | 0.62 |
| Ttm Tech 4.0% 21-01.03.29 | 4.000 | 01.03.29 | USD | 350 000 | 50 000 | - | 400 000 | 340 404.19 | 0.18 |
| Twitter 5.0% 22-01.03.30 | 5.000 | 01.03.30 | USD | 175 000 | - | -175 000 | - | - | 0.00 |
| United Shor 5.50% 20-15.11.25 | 5.500 | 15.11.25 | USD | 800 000 | - | - | 800 000 | 762 216.56 | 0.41 |
| United Shor 5.50% 21-15.04.29 | 5.500 | 15.04.29 | USD | 700 000 | - | - | 700 000 | 600 943.00 | 0.32 |
| United Shor 5.75% 21-15.06.27 | 5.750 | 15.06.27 | USD | 250 000 | - | - | 250 000 | 228 495.00 | 0.12 |
| Univis 7.375% 22-30.06.30 144A | 7.375 | 30.06.30 | USD | 125 000 | 200 000 | - | 325 000 | 309 760.85 | 0.17 |
| Univision 4.5% 21-01.05.29 144A | 4.500 | 01.05.29 | USD | 325 000 | - | - | 325 000 | 279 637.80 | 0.15 |
| Upc Broad F 4.875% 21-15.07.31 144A | 4.875 | 15.07.31 | USD | 1 175 000 | - | - | 1 175 000 | 968 458.50 | 0.52 |
| Urban One 7.375% 21-01.02.28 144A | 7.375 | 01.02.28 | USD | 500 000 | - | - | 500 000 | 436 105.00 | 0.23 |
| Us Foods 4.625% 21-01.06.30 | 4.625 | 01.06.30 | USD | 200 000 | - | -75 000 | 125 000 | 112 160.86 | 0.06 |
| Us Foods 4.75% 21-15.02.29 | 4.750 | 15.02.29 | USD | 725 000 | - | - | 725 000 | 664 419.36 | 0.35 |
| Usa Compres 6.875% 19-01.09.27 | 6.875 | 01.09.27 | USD | 675 000 | - | -225 000 | 450 000 | 430 165.40 | 0.23 |
| Usagm Holdc 6.625% 19-15.07.26 | 6.625 | 15.07.26 | USD | 150 000 | - | - | 150 000 | 142 531.83 | 0.08 |
| Usis Me 6.875% 17-01.05.25 144A | 6.875 | 01.05.25 | USD | 1 450 000 | 150 000 | - | 1 600 000 | 1 590 096.00 | 0.85 |
| Valeant 5.5% 17-01.11.25 144A | 5.500 | 01.11.25 | USD | 475 000 | - | -475 000 | - | - | 0.00 |
| Valeant 8.5% 18-31.01.27 144A | 8.500 | 31.01.27 | USD | 850 000 | - | -650 000 | 200 000 | 109 742.00 | 0.06 |
| Valeant 9% 17-15.12.25 144A | 9.000 | 15.12.25 | USD | 275 000 | - | -275 000 | - | - | 0.00 |
| Valeant 9.25% 18-01.04.26 | 9.250 | 01.04.26 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Vertical Ho 7.625% 20-15.07.28 144A | 7.625 | 15.07.28 | USD | 400 000 | - | -100 000 | 300 000 | 272 655.56 | 0.15 |
| Vertical Us 5.25% 20-15.07.27 | 5.250 | 15.07.27 | USD | 850 000 | - | -400 000 | 450 000 | 416 349.23 | 0.22 |
| Viavi Solut 3.75% 21-01.10.29 | 3.750 | 01.10.29 | USD | 100 000 | - | - | 100 000 | 85 053.36 | 0.05 |
| Vici Pr 3.875% 22-15.02.29 144A | 3.875 | 15.02.29 | USD | 50 000 | - | -50 000 | - | - | 0.00 |
| Vici Pro 4.25% 19-01.12.26 144A | 4.250 | 01.12.26 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Vici Prop 3.5% 20-15.02.25 | 3.500 | 15.02.25 | USD | 50 000 | - | - | 50 000 | 47 820.73 | 0.03 |
| Vici Prop 4.625% 19-1.12.29 144A | 4.625 | 01.12.29 | USD | 300 000 | - | -300 000 | - | - | 0.00 |
| Vici Proper 4.625% 21-15.06.25 144A | 4.625 | 15.06.25 | USD | 75 000 | - | - | 75 000 | 72 535.89 | 0.04 |
| Vici Proper 5.625% 21-01.05.24 144A | 5.625 | 01.05.24 | USD | 200 000 | - | - | 200 000 | 198 923.90 | 0.11 |
| Virgin Med 5% 20-15.07.30 144A | 5.000 | 15.07.30 | USD | 600 000 | - | - | 600 000 | 478 187.88 | 0.25 |
| Vistra Ope 5.5% 18-01.09.26 144A | 5.500 | 01.09.26 | USD | 250 000 | - | - | 250 000 | 240 810.70 | 0.13 |
| Vistra Oper 5% 19-31.07.27 144A | 5.000 | 31.07.27 | USD | 225 000 | - | - | 225 000 | 210 804.68 | 0.11 |
| Vmed 4.50% 20-15.08.30 144A | 4.500 | 15.08.30 | USD | 275 000 | - | -75 000 | 200 000 | 167 844.08 | 0.09 |
| Vmed O2 Uk 4.25% 20-31.01.31 | 4.250 | 31.01.31 | USD | 200 000 | - | - | 200 000 | 161 925.14 | 0.09 |
| Vmed O2 Uk 4.75% 15.07.31 144A | 4.750 | 15.07.31 | USD | 875 000 | - | -300 000 | 575 000 | 478 797.27 | 0.26 |
| Vz Secured 5.0% 22-15.01.32 | 5.000 | 15.01.32 | USD | 250 000 | - | - | 250 000 | 201 614.13 | 0.11 |
| Watco Comp 6.50% 20-15.06.27 | 6.500 | 15.06.27 | USD | 600 000 | - | - | 600 000 | 570 938.24 | 0.30 |
| Wesco 7.125% 20-15.06.25 144A | 7.125 | 15.06.25 | USD | 100 000 | - | - | 100 000 | 101 136.30 | 0.05 |
| Wesco 7.25% 20-15.06.28 144A | 7.250 | 15.06.28 | USD | 300 000 | - | -100 000 | 200 000 | 204 195.60 | 0.11 |
| Western Gas 4.05% 20-01.02.30 | 4.050 | 01.02.30 | USD | 125 000 | - | - | 125 000 | 112 494.88 | 0.06 |
| White Cap B 6.875% 20-15.10.28 | 6.875 | 15.10.28 | USD | 725 000 | - | - | 725 000 | 657 999.13 | 0.35 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| White Cap P 8.25% 15.03.26/Pik | 8.250 | 15.03.26 | USD | 575 000 | - | -150 000 | 425 000 | 407 560.13 | 0.22 |
| William Car 5.625% 15.03.27 144A | 5.625 | 15.03.27 | USD | 75 000 | - | -75 000 | - | - | 0.00 |
| Wmg Acq 3.75% 21-01.12.29 | 3.750 | 01.12.29 | USD | 275 000 | - | - | 275 000 | 237 786.51 | 0.13 |
| Wr Grace Ho 5.625% 21-15.08.29 | 5.625 | 15.08.29 | USD | 375 000 | - | - | 375 000 | 307 593.75 | 0.16 |
| Wr Grace Ho 7.375% 23-01.03.31 | 7.375 | 01.03.31 | USD | - | 150 000 | - | 150 000 | 147 132.18 | 0.08 |
| Wyndham 4.375% 20-15.08.28 | 4.375 | 15.08.28 | USD | 200 000 | - | -200 000 | - | - | 0.00 |
| Yum Brands 4.75% 19-15.01.30 | 4.750 | 15.01.30 | USD | 100 000 | - | - | 100 000 | 93 738.50 | 0.05 |
| Zf Na Cap 6.875% 14.04.28 144A | 6.875 | 14.04.28 | USD | - | 150 000 | - | 150 000 | 152 084.31 | 0.08 |
| Zf Na Capit 7.125% 23-14.04.30 | 7.125 | 14.04.30 | USD | - | 150 000 | - | 150 000 | 152 734.65 | 0.08 |
| Ziprecruite 5% 22-15.01.30 144A | 5.000 | 15.01.30 | USD | 150 000 | 150 000 | - | 300 000 | 255 747.00 | 0.14 |
|  |  |  |  |  |  |  |  | 148 838 972.95 | 79.39 |

Sonstige übertragbare Wertpapiere
| Aktien |  |
| --- | --- |
| Mallinckrodt Plc |  |  | USD | 17 308 | - | -17 308 | - | - | 0.00 |
| Rights Intelsat Ja |  |  | USD | 893 | - | - | 893 | 4 241.75 | 0.00 |
|  |  |  |  |  |  |  |  | 4 241.75 | 0.00 |
| Anleihen |  |  |  |  |  |  |  |  |  |
| Dana Inc 4.25% 21-01.09.30 | 4.250 | 01.09.30 | USD | 100 000 | - | -100 000 | - | - | 0.00 |
| Int8. 5% 15.10.24 /Escrow Dflt144a | 5.000 | 15.10.24 | USD | 275 000 | - | - | 275 000 | - | 0.00 |
| Intel 9.75% 15.07.25 /Escrow 144A | 9.750 | 15.07.25 | USD | 200 000 | - | - | 200 000 | - | 0.00 |
| Intelsat Jacks 01.08.23 /Escrow | 5.500 | 01.08.23 | USD | 425 000 | - | - | 425 000 | - | 0.00 |
| Mallinckrd 10% 22-15.06.29 144A | 10.000 | 15.06.29 | USD | 491 000 | 1 819 | -492 819 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | - | 0.00 |

| Summe sonstige übertragbare Wertpapiere | 4 241.75 | 0.00 |
| --- | --- | --- |
|  |  |  |
| SUMME WERTPAPIERBESTAND | 179 936 185.70 | 95.98 |
| Liquide Mittel inklusive Geldmarktanlagen | 5 053 412.34 | 2.70 |
| Sonstige Aktiven | 2 476 409.28 | 1.32 |
|  |  |  |
| GESAMTNETTOVERMÖGEN | 187 466 007.32 | 100.00 |

* Käufe und Verkäufe (ungeprüft) umfassen die folgenden Transaktionen:
Ausübung von Bezugs-/Optionsrechten/Umwandlungen/Namensänderungen/Titelaufteilungen/Übertragungen/Umtausch zwischen Gesellschaften/ Gratistiteln/Käufen/„Splits“/Stock/Wahldividenden/Exit infolge von Verfall/Auslosungen/„Reversesplits“/Rückzahlungen/Verkäufen